Bridge Builder Core Bond Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Principal Amount | Value | |||||||
BONDS & NOTES 97.15% | ||||||||
Asset-Backed Obligations 11.87% | ||||||||
ABFC 2005-AQ1 Trust | ||||||||
4.72%, 01/25/2034(1) | $ | 228,739 | $ | 232,858 | ||||
ABFC 2006-OPT1 Trust | ||||||||
2.17% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 09/25/2036(2) | 3,143,646 | 3,091,769 | ||||||
Academic Loan Funding Trust 2013-1 | ||||||||
2.82% (1 Month LIBOR USD + 0.80%), 12/26/2044(2)(3) | 802,844 | 798,406 | ||||||
AJAX Mortgage Loan Trust | ||||||||
3.47%, 04/25/2057(1)(3) | 793,718 | 793,776 | ||||||
Allegro CLO VII Ltd. | ||||||||
3.40% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 06/13/2031(2)(3) | 12,000,000 | 11,923,596 | ||||||
American Credit Acceptance Receivables Trust 2016-4 | ||||||||
2.91%, 02/13/2023(3) | 269,842 | 269,958 | ||||||
American Credit Acceptance Receivables Trust 2017-2 | ||||||||
2.86%, 06/12/2023(3) | 2,200,745 | 2,203,762 | ||||||
3.69%, 06/12/2023(3) | 3,660,000 | 3,691,831 | ||||||
American Credit Acceptance Receivables Trust 2018-3 | ||||||||
2.92%, 08/12/2021(3) | 1,158,465 | 1,158,836 | ||||||
3.49%, 06/13/2022(3) | 1,533,000 | 1,537,925 | ||||||
American Credit Acceptance Receivables Trust 2019-2 | ||||||||
2.85%, 07/12/2022(3) | 3,827,389 | 3,836,315 | ||||||
American Express Credit Account Master Trust | ||||||||
1.93%, 09/15/2022 | 24,490,000 | 24,470,643 | ||||||
2.04%, 05/15/2023 | 14,026,000 | 14,041,350 | ||||||
2.26% (1 Month LIBOR USD + 0.24%), 04/15/2024(2) | 8,760,000 | 8,765,224 | ||||||
2.00%, 04/15/2025 | 10,877,000 | 10,924,304 |
American Homes 4 Rent 2014-SFR2 Trust | ||||||||
3.79%, 10/17/2036(3) | 3,796,233 | 3,994,404 | ||||||
4.29%, 10/17/2036(3) | 300,000 | 318,729 | ||||||
6.23%, 10/17/2036(3) | 1,000,000 | 1,113,267 | ||||||
American Homes 4 Rent 2014-SFR3 Trust | ||||||||
4.60%, 12/17/2036(3) | 600,000 | 645,935 | ||||||
6.42%, 12/17/2036(3) | 1,000,000 | 1,125,512 | ||||||
American Homes 4 Rent 2015-SFR1 | ||||||||
3.47%, 04/17/2052(3) | 2,068,284 | 2,151,602 | ||||||
5.64%, 04/17/2052(3) | 3,900,000 | 4,257,469 | ||||||
American Homes 4 Rent 2015-SFR2 Trust | ||||||||
3.73%, 10/17/2052(3) | 1,797,398 | 1,898,146 | ||||||
Americredit Automobile Receivables Trust 2016-4 | ||||||||
1.83%, 12/08/2021 | 900,000 | 898,921 | ||||||
AmeriCredit Automobile Receivables Trust 2017-1 | ||||||||
2.30%, 02/18/2022 | 1,153,000 | 1,152,896 | ||||||
2.71%, 08/18/2022 | 618,000 | 622,762 | ||||||
3.13%, 01/18/2023 | 1,387,000 | 1,407,717 | ||||||
AmeriCredit Automobile Receivables Trust 2017-2 | ||||||||
3.42%, 04/18/2023 | 6,000,000 | 6,115,278 | ||||||
AmeriCredit Automobile Receivables Trust 2017-4 | ||||||||
2.36%, 12/19/2022 | 5,355,000 | 5,368,173 | ||||||
Americredit Automobile Receivables Trust 2018-1 | ||||||||
2.71%, 07/19/2021 | 1,367,884 | 1,368,699 | ||||||
3.50%, 01/18/2024 | 6,000,000 | 6,166,485 | ||||||
Americredit Automobile Receivables Trust 2018-2 | ||||||||
3.45%, 06/18/2024 | 7,636,000 | 7,799,894 | ||||||
Americredit Automobile Receivables Trust 2019-1 | ||||||||
3.13%, 02/18/2025 | 3,400,000 | 3,462,672 | ||||||
3.36%, 02/18/2025 | 3,500,000 | 3,594,527 | ||||||
AmeriCredit Automobile Receivables Trust 2019-3 | ||||||||
2.17%, 01/18/2023 | 1,715,000 | 1,715,823 | ||||||
Amortizing Residential Collateral Trust 2002-BC5 | ||||||||
3.05% (1 Month LIBOR USD + 1.04%, 0.69% Floor), 07/25/2032(2) | 2,115,496 | 2,105,443 |
Anchorage Capital CLO 2013-1 Ltd. | ||||||||
3.55% (3 Month LIBOR USD + 1.25%), 10/13/2030(2)(3) | 2,500,000 | 2,494,845 | ||||||
Apidos CLO XXIII | ||||||||
3.12% (3 Month LIBOR USD + 0.82%, 0.82% Floor), 01/15/2027(2)(3) | 10,000,000 | 9,982,500 | ||||||
Argent Securities, Inc. Asset Back Pass Thr Certs Series 2004-W5 | ||||||||
3.06% (1 Month LIBOR USD + 1.04%, 0.52% Floor), 04/25/2034(2) | 3,667,317 | 3,710,972 | ||||||
Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3 | ||||||||
2.36% (1 Month LIBOR USD + 0.34%, 0.34% Floor), 11/25/2035(2) | 1,691,388 | 1,693,923 | ||||||
Asset Backed Securities Corp. Home Equity Loan Trust Series 2003-HE6 | ||||||||
2.70% (1 Month LIBOR USD + 0.68%, 0.34% Floor), 11/25/2033(2) | 1,862,969 | 1,831,280 | ||||||
Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 | ||||||||
2.23% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036(2) | 2,924,674 | 2,919,112 | ||||||
Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC 2006-HE3 | ||||||||
2.19% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2036(2) | 1,235,168 | 1,231,377 | ||||||
Asset-Backed Pass-Through Certificates Series 2004-R2 | ||||||||
2.80% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 04/25/2034(2) | 229,388 | 229,661 | ||||||
Atlas Senior Loan Fund III Ltd. | ||||||||
2.95% (3 Month LIBOR USD + 0.83%), 11/17/2027(2)(3) | 6,500,000 | 6,491,628 | ||||||
Atlas Senior Loan Fund Ltd. | ||||||||
3.62% (3 Month LIBOR USD + 1.30%), 01/16/2030(2)(3) | 3,750,000 | 3,741,592 | ||||||
Atlas Senior Loan Fund V Ltd. | ||||||||
3.58% (3 Month LIBOR USD + 1.26%), 07/16/2029(2)(3) | 4,250,000 | 4,249,239 | ||||||
Avis Budget Rental Car Funding AESOP LLC | ||||||||
2.50%, 07/20/2021(3) | 4,000,000 | 4,003,049 | ||||||
2.63%, 12/20/2021(3) | 5,600,000 | 5,620,363 | ||||||
3.70%, 09/20/2024(3) | 6,200,000 | 6,491,251 | ||||||
4.00%, 03/20/2025(3) | 5,800,000 | 6,172,975 | ||||||
2.36%, 03/20/2026(3) | 12,000,000 | 11,950,902 | ||||||
AXIS Equipment Finance Receivables IV LLC | ||||||||
2.21%, 11/20/2021(3) | 51,512 | 51,502 | ||||||
B2R Mortgage Trust 2015-2 | ||||||||
3.34%, 11/15/2048(3) | 753,667 | 754,281 | ||||||
BA Credit Card Trust | ||||||||
1.95%, 08/15/2022 | 9,255,000 | 9,249,453 |
Bain Capital Credit CLO 2018-1 | ||||||||
3.22% (3 Month LIBOR USD + 0.96%), 04/23/2031(2)(3) | 10,000,000 | 9,886,020 | ||||||
Bayview Financial Mortgage Pass-Through Trust 2007-B | ||||||||
6.83%, 08/28/2047(1) | 173,069 | 169,159 | ||||||
Bayview Opportunity Master Fund IIIa Trust 2018-RN8 | ||||||||
4.07%, 09/28/2033(1)(3) | 262,678 | 263,600 | ||||||
Bayview Opportunity Master Fund IVa Trust 2019-RN2 | ||||||||
3.97%, 03/28/2034(1)(3) | 1,685,696 | 1,694,648 | ||||||
Bayview Opportunity Master Fund Trust IVb 2019-RN1 | ||||||||
4.09%, 02/28/2034(1)(3) | 789,098 | 794,024 | ||||||
Bear Stearns Asset Backed Securities Trust 2003-2 | ||||||||
3.52% (1 Month LIBOR USD + 1.50%, 0.75% Floor, 11.00% Cap), 03/25/2043(2) | 3,940,991 | 3,965,169 | ||||||
BlueMountain CLO 2015-1 Ltd. | ||||||||
3.63% (3 Month LIBOR USD + 1.33%), 04/13/2027(2)(3) | 705,610 | 706,668 | ||||||
BMW Floorplan Master Owner Trust | ||||||||
2.35% (1 Month LIBOR USD + 0.32%), 05/15/2023(2)(3) | 6,407,000 | 6,408,873 | ||||||
Business Jet Securities 2019-1 LLC | ||||||||
4.21%, 07/15/2034(3) | 10,075,812 | 10,339,768 | ||||||
Business Jet Securities LLC | ||||||||
4.34%, 02/15/2033(3) | 3,873,133 | 3,911,052 | ||||||
Business Jet Securities LLC 2018-2 | ||||||||
4.45%, 06/15/2033(3) | 6,216,079 | 6,325,788 | ||||||
BXG Receivables Note Trust 2012-A | ||||||||
2.66%, 12/02/2027(3) | 112,742 | 112,741 | ||||||
Camillo Issuer LLC 2016-SFR1 A | ||||||||
5.00%, 12/05/2023(3)(13) | 4,994,015 | 4,983,090 | ||||||
Capital Auto Receivables Asset Trust 2018-1 | ||||||||
2.79%, 01/20/2022(3) | 8,219,416 | 8,242,087 | ||||||
Capital One Multi-Asset Execution Trust | ||||||||
2.00%, 01/17/2023 | 8,389,000 | 8,386,379 | ||||||
1.99%, 07/17/2023 | 4,469,000 | 4,469,993 | ||||||
1.72%, 08/15/2024 | 12,301,000 | 12,250,995 | ||||||
Capital One Prime Auto Receivables Trust 2019-2 | ||||||||
1.92%, 05/15/2024 | 3,455,000 | 3,457,074 |
Carlyle Global Market Strategies CLO 2014-1 Ltd. | ||||||||
3.27% (3 Month LIBOR USD + 0.97%, 0.97% Floor), 04/17/2031(2)(3) | 12,000,000 | 11,874,000 | ||||||
Carlyle US Clo 2017-1 Ltd. | ||||||||
3.51% (3 Month LIBOR USD + 1.23%), 04/20/2031(2)(3) | 5,500,000 | 5,512,474 | ||||||
Carlyle US Clo 2017-2 Ltd. | ||||||||
3.50% (3 Month LIBOR USD + 1.22%), 07/20/2031(2)(3) | 3,000,000 | 2,998,500 | ||||||
CarMax Auto Owner Trust 2018-2 | ||||||||
3.16%, 07/17/2023 | 2,635,000 | 2,703,863 | ||||||
CarMax Auto Owner Trust 2019-1 | ||||||||
3.26%, 08/15/2024 | 9,831,000 | 10,210,987 | ||||||
Carnow Auto Receivables Trust 2019-1 | ||||||||
3.36%, 06/17/2024(3) | 3,710,000 | 3,706,110 | ||||||
Carvana Auto Receivables Trust 2019-3 | ||||||||
3.04%, 04/15/2025(3) | 11,005,000 | 11,024,861 | ||||||
Catamaran CLO 2014-2 Ltd. | ||||||||
3.70% (3 Month LIBOR USD + 1.40%), 10/18/2026(2)(3) | 713,466 | 714,318 | ||||||
Chase Funding Trust Series 2003-4 | ||||||||
5.16%, 05/25/2033(1) | 132,959 | 136,791 | ||||||
Chase Funding Trust Series 2003-6 | ||||||||
5.03%, 11/25/2034(1) | 182,973 | 192,931 | ||||||
5.03%, 11/25/2034(1) | 311,536 | 326,269 | ||||||
CIFC Funding 2018-II Ltd. | ||||||||
3.32% (3 Month LIBOR USD + 1.04%), 04/20/2031(2)(3) | 10,000,000 | 9,905,950 | ||||||
Citibank Credit Card Issuance Trust | ||||||||
2.67% (1 Month LIBOR USD + 0.62%, 0.62% Floor), 04/22/2026(2) | 8,600,000 | 8,663,531 | ||||||
3.96%, 10/13/2030 | 22,000,000 | 25,043,546 | ||||||
Citigroup Global Markets Mortgage Securities VII, Inc. | ||||||||
3.95%, 04/25/2032(1)(3) | 2,970 | 2,972 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
2.78% (1 Month LIBOR USD + 0.76%, 0.38% Floor), 12/25/2033(2) | 5,092 | 5,094 | ||||||
CLUB Credit Trust | ||||||||
3.82%, 01/15/2026(3) | 4,233,764 | 4,271,863 | ||||||
CLUB Credit Trust 2017-P2 | ||||||||
2.61%, 01/15/2024(3) | 514,296 | 514,432 |
Colony American Finance 2016-2 Ltd. | ||||||||
2.55%, 11/15/2048(3) | 909,336 | 909,581 | ||||||
Commonbond Student Loan Trust 2017-B-GS | ||||||||
2.68%, 09/25/2042(3) | 8,473,121 | 8,506,964 | ||||||
Commonbond Student Loan Trust 2018-A-GS | ||||||||
3.21%, 02/25/2044(3) | 6,565,433 | 6,708,769 | ||||||
Commonbond Student Loan Trust 2018-C-GS | ||||||||
2.82% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 02/25/2046(2)(3) | 3,136,706 | 3,117,683 | ||||||
3.87%, 02/25/2046(3) | 2,612,324 | 2,719,507 | ||||||
Conseco Finance Corp. | ||||||||
6.24%, 12/01/2028 | 5,021 | 5,047 | ||||||
6.22%, 03/01/2030 | 40,156 | 41,574 | ||||||
6.18%, 04/01/2030 | 13,055 | 13,468 | ||||||
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2 | ||||||||
2.47%, 10/15/2026(3) | 5,537,000 | 5,530,813 | ||||||
Consumer Loan Underlying Bond Credit Trust 2019-P1 | ||||||||
2.94%, 07/15/2026(3) | 3,569,833 | 3,581,244 | ||||||
COOF Securitization Trust 2014-1 Ltd. | ||||||||
2.87%, 06/25/2040(3)(4) | 902,014 | 82,504 | ||||||
Corevest American Finance 2019-1 Trust | ||||||||
3.88%, 03/15/2052(3) | 4,860,000 | 5,144,768 | ||||||
Countrywide Asset-Backed Certificates | ||||||||
5.43%, 02/25/2033(4) | 51,436 | 48,538 | ||||||
5.12%, 02/25/2035(1) | 21,764 | 21,741 | ||||||
4.43%, 02/25/2036(4) | 71,916 | 73,634 | ||||||
5.97%, 09/25/2046(4) | 59,763 | 56,201 | ||||||
CPS Auto Receivables Trust 2014-C | ||||||||
3.77%, 08/17/2020(3) | 55,220 | 55,227 | ||||||
CPS Auto Receivables Trust 2014-D | ||||||||
4.35%, 11/16/2020(3) | 146,022 | 146,334 | ||||||
CPS Auto Receivables Trust 2015-A | ||||||||
4.00%, 02/16/2021(3) | 226,711 | 227,178 | ||||||
CPS Auto Receivables Trust 2015-B | ||||||||
4.20%, 05/17/2021(3) | 1,423,312 | 1,432,899 |
CPS Auto Receivables Trust 2015-C | ||||||||
4.63%, 08/16/2021(3) | 1,376,000 | 1,385,893 | ||||||
CPS Auto Receivables Trust 2016-C | ||||||||
3.27%, 06/15/2022(3) | 398,478 | 399,089 | ||||||
CPS Auto Receivables Trust 2017-B | ||||||||
2.92%, 02/15/2022(3) | 1,441,000 | 1,443,413 | ||||||
3.95%, 03/15/2023(3) | 3,485,000 | 3,546,300 | ||||||
CPS Auto Receivables Trust 2017-C | ||||||||
2.86%, 06/15/2023(3) | 2,300,000 | 2,302,830 | ||||||
3.79%, 06/15/2023(3) | 791,000 | 804,603 | ||||||
CPS Auto Receivables Trust 2018-A | ||||||||
2.16%, 05/17/2021(3) | 115,800 | 115,792 | ||||||
CPS Auto Receivables Trust 2018-D | ||||||||
3.06%, 01/18/2022(3) | 4,037,550 | 4,047,098 | ||||||
CPS Auto Receivables Trust 2019-A | ||||||||
3.18%, 06/15/2022(3) | 6,075,406 | 6,101,769 | ||||||
CPS Auto Receivables Trust 2019-B | ||||||||
2.89%, 05/16/2022(3) | 1,561,755 | 1,566,150 | ||||||
CPS Auto Receivables Trust 2019-C | ||||||||
2.55%, 09/15/2022(3) | 6,744,102 | 6,751,318 | ||||||
Credit Acceptance Auto Loan Trust 2017-1 | ||||||||
2.56%, 10/15/2025(3) | 566,520 | 566,744 | ||||||
3.04%, 12/15/2025(3) | 871,000 | 874,258 | ||||||
3.48%, 02/17/2026(3) | 730,000 | 732,181 | ||||||
Credit Acceptance Auto Loan Trust 2017-2 | ||||||||
3.35%, 06/15/2026(3) | 811,000 | 816,844 | ||||||
Credit Acceptance Auto Loan Trust 2018-1 | ||||||||
3.01%, 02/16/2027(3) | 6,684,000 | 6,724,065 | ||||||
Credit Acceptance Auto Loan Trust 2018-3 | ||||||||
3.55%, 08/15/2027(3) | 3,090,000 | 3,149,080 | ||||||
Credit Acceptance Auto Loan Trust 2019-1 | ||||||||
3.33%, 02/15/2028(3) | 7,351,000 | 7,510,578 | ||||||
CSMC 2016-RPL1 Trust | ||||||||
5.25% (1 Month LIBOR USD + 3.15%, 3.15% Floor), 12/26/2046(2)(3) | 7,606,077 | 7,604,686 |
CSMC 2018-RPL8 Trust | ||||||||
4.13%, 07/25/2058(3)(4) | 6,839,551 | 6,898,547 | ||||||
CWABS Asset-Backed Certificates Trust 2004-15 | ||||||||
4.61%, 04/25/2035(4) | 3,113 | 3,129 | ||||||
CWABS Asset-Backed Certificates Trust 2005-1 | ||||||||
5.03%, 07/25/2035(4) | 9,096 | 9,243 | ||||||
CWABS Asset-Backed Certificates Trust 2005-17 | ||||||||
5.56%, 05/25/2036(4) | 20,316 | 20,428 | ||||||
CWABS, Inc. Asset-Backed Certificates Series 2003-5 | ||||||||
5.12%, 01/25/2034(4) | 18,686 | 19,197 | ||||||
CWABS, Inc. Asset-Backed Certificates Series 2004-1 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 03/25/2034(2) | 29,067 | 29,211 | ||||||
2.84% (1 Month LIBOR USD + 0.83%, 0.55% Floor), 03/25/2034(2) | 7,136 | 7,117 | ||||||
2.58% (1 Month LIBOR USD + 0.56%, 0.28% Floor), 04/25/2034(2) | 1,112 | 1,073 | ||||||
CWABS, Inc. Asset-Backed Certificates Trust 2004-6 | ||||||||
2.92% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 10/25/2034(2) | 10,345 | 9,925 | ||||||
2.80% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 11/25/2034(2) | 639,595 | 642,609 | ||||||
Delta Air Lines 2015-1 Class AA Pass Through Trust | ||||||||
3.63%, 07/30/2027 | 1,074,820 | 1,144,980 | ||||||
Diamond Resorts Owner Trust | ||||||||
3.27%, 10/22/2029(3) | 1,525,098 | 1,540,075 | ||||||
Diamond Resorts Owner Trust 2018-1 | ||||||||
3.70%, 01/21/2031(3) | 3,691,313 | 3,764,581 | ||||||
Diamond Resorts Owner Trust 2019-1 | ||||||||
3.53%, 02/20/2032(3) | 9,158,831 | 9,160,828 | ||||||
Discover Card Execution Note Trust | ||||||||
2.30% (1 Month LIBOR USD + 0.27%), 12/15/2023(2) | 4,368,000 | 4,372,337 | ||||||
Drive Auto Receivables Trust | ||||||||
3.36%, 10/17/2022 | 6,753,000 | 6,774,205 | ||||||
3.66%, 11/15/2024 | 7,634,000 | 7,724,849 | ||||||
Drive Auto Receivables Trust 2015-B | ||||||||
3.84%, 07/15/2021(3) | 321,608 | 321,854 | ||||||
Drive Auto Receivables Trust 2015-C | ||||||||
4.20%, 09/15/2021(3) | 190,415 | 190,556 |
Drive Auto Receivables Trust 2016-C | ||||||||
4.18%, 03/15/2024(3) | 2,996,000 | 3,041,522 | ||||||
Drive Auto Receivables Trust 2017-1 | ||||||||
2.84%, 04/15/2022 | 894,824 | 895,408 | ||||||
3.84%, 03/15/2023 | 5,373,000 | 5,434,165 | ||||||
Drive Auto Receivables Trust 2017-2 | ||||||||
2.75%, 09/15/2023 | 1,708,918 | 1,710,364 | ||||||
Drive Auto Receivables Trust 2017-3 | ||||||||
2.80%, 07/15/2022 | 1,132,529 | 1,133,493 | ||||||
3.53%, 12/15/2023(3) | 12,000,000 | 12,134,720 | ||||||
Drive Auto Receivables Trust 2017-A | ||||||||
2.98%, 01/18/2022(3) | 314,321 | 314,637 | ||||||
4.16%, 05/15/2024(3) | 1,724,000 | 1,751,773 | ||||||
Drive Auto Receivables Trust 2017-B | ||||||||
3.72%, 10/17/2022(3) | 2,530,590 | 2,544,754 | ||||||
Drive Auto Receivables Trust 2018-2 | ||||||||
3.22%, 04/15/2022 | 8,242,059 | 8,250,070 | ||||||
Drive Auto Receivables Trust 2019-1 | ||||||||
3.08%, 09/15/2021 | 3,016,406 | 3,019,078 | ||||||
4.09%, 06/15/2026 | 2,645,000 | 2,739,009 | ||||||
Drive Auto Receivables Trust 2019-2 | ||||||||
3.17%, 11/15/2023 | 4,747,000 | 4,810,192 | ||||||
Drive Auto Receivables Trust 2019-3 | ||||||||
2.65%, 02/15/2024 | 4,200,000 | 4,239,866 | ||||||
Drive Auto Receivables Trust 2019-4 | ||||||||
2.23%, 01/16/2024 | 6,016,000 | 6,008,656 | ||||||
DT Auto Owner Trust 2017-1 | ||||||||
3.55%, 11/15/2022(3) | 4,869,000 | 4,901,367 | ||||||
DT Auto Owner Trust 2017-2 | ||||||||
3.03%, 01/17/2023(3) | 609,693 | 610,005 | ||||||
DT Auto Owner Trust 2017-3 | ||||||||
3.58%, 05/15/2023(3) | 1,662,000 | 1,675,487 | ||||||
DT Auto Owner Trust 2018-2 | ||||||||
3.43%, 05/16/2022(3) | 7,437,193 | 7,462,003 | ||||||
3.67%, 03/15/2024(3) | 8,250,000 | 8,356,771 |
DT Auto Owner Trust 2018-3 | ||||||||
3.02%, 02/15/2022(3) | 5,303,743 | 5,318,384 | ||||||
DT Auto Owner Trust 2019-1 | ||||||||
3.08%, 09/15/2022(3) | 6,968,117 | 6,993,568 | ||||||
DT Auto Owner Trust 2019-2 | ||||||||
2.85%, 09/15/2022(3) | 2,537,976 | 2,546,893 | ||||||
DT Auto Owner Trust 2019-3 | ||||||||
2.55%, 08/15/2022(3) | 3,212,116 | 3,215,102 | ||||||
DTAT Asset Trust 2017-B | ||||||||
5.84%, 12/16/2020(3)(13) | 3,400,000 | 3,401,229 | ||||||
Engs Commercial Finance Trust 2016-1 | ||||||||
2.63%, 02/22/2022(3) | 224,854 | 224,942 | ||||||
Exeter Automobile Receivables Trust 2016-1 | ||||||||
5.52%, 10/15/2021(3) | 1,091,116 | 1,098,116 | ||||||
Exeter Automobile Receivables Trust 2017-1 | ||||||||
3.95%, 12/15/2022(3) | 835,000 | 844,777 | ||||||
Exeter Automobile Receivables Trust 2017-2 | ||||||||
2.82%, 05/16/2022(3) | 3,761,079 | 3,767,297 | ||||||
Exeter Automobile Receivables Trust 2017-3 | ||||||||
2.05%, 12/15/2021(3) | 113,211 | 113,190 | ||||||
3.68%, 07/17/2023(3) | 3,836,000 | 3,909,128 | ||||||
Exeter Automobile Receivables Trust 2018-3 | ||||||||
2.90%, 01/18/2022(3) | 1,172,337 | 1,173,148 | ||||||
Exeter Automobile Receivables Trust 2018-4 | ||||||||
3.64%, 11/15/2022(3) | 2,743,000 | 2,767,571 | ||||||
Exeter Automobile Receivables Trust 2019-2 | ||||||||
2.93%, 07/15/2022(3) | 3,191,716 | 3,204,095 | ||||||
First Investors Auto Owner Trust 2015-2 | ||||||||
4.22%, 12/15/2021(3) | 280,000 | 282,577 | ||||||
First Investors Auto Owner Trust 2017-1 | ||||||||
2.67%, 04/17/2023(3) | 2,767,000 | 2,771,619 | ||||||
3.60%, 04/17/2023(3) | 2,847,000 | 2,896,898 | ||||||
First Investors Auto Owner Trust 2018-1 | ||||||||
2.84%, 05/16/2022(3) | 999,466 | 1,000,326 |
Flagship Credit Auto Trust 2015-3 | ||||||||
3.68%, 03/15/2022(3) | 153,098 | 153,307 | ||||||
4.65%, 03/15/2022(3) | 567,000 | 574,525 | ||||||
Flagship Credit Auto Trust 2016-1 | ||||||||
6.22%, 06/15/2022(3) | 3,000,000 | 3,099,713 | ||||||
Flagship Credit Auto Trust 2016-4 | ||||||||
2.71%, 11/15/2022(3) | 1,743,000 | 1,750,476 | ||||||
Flagship Credit Auto Trust 2017-2 | ||||||||
2.96%, 07/15/2023(3) | 5,195,000 | 5,235,982 | ||||||
3.62%, 07/15/2023(3) | 2,995,000 | 3,040,260 | ||||||
Flagship Credit Auto Trust 2018-3 | ||||||||
3.79%, 12/16/2024(3) | 7,710,000 | 7,946,510 | ||||||
Flagship Credit Auto Trust 2019-1 | ||||||||
3.11%, 08/15/2023(3) | 7,941,825 | 8,011,638 | ||||||
Flagship Credit Auto Trust 2019-2 | ||||||||
2.83%, 10/16/2023(3) | 12,500,307 | 12,587,928 | ||||||
Ford Credit Auto Owner Trust 2016-REV1 | ||||||||
2.31%, 08/15/2027(3) | 7,000,000 | 7,019,790 | ||||||
Ford Credit Auto Owner Trust 2016-REV2 | ||||||||
2.03%, 12/15/2027(3) | 10,000,000 | 9,994,473 | ||||||
Ford Credit Auto Owner Trust 2017-C | ||||||||
2.01%, 03/15/2022 | 3,584,653 | 3,583,491 | ||||||
Ford Credit Auto Owner Trust 2018-REV1 | ||||||||
3.19%, 07/15/2031(3) | 15,124,000 | 15,752,634 | ||||||
Ford Credit Auto Owner Trust 2019-A | ||||||||
2.85%, 08/15/2024 | 4,688,000 | 4,795,858 | ||||||
Ford Credit Auto Owner Trust 2019-REV1 | ||||||||
3.52%, 07/15/2030(3) | 2,150,000 | 2,273,884 | ||||||
FORT CRE 2018-1 LLC | ||||||||
4.88% (1 Month LIBOR USD + 2.83%, 2.83% Floor), 11/16/2035(2)(3) | 11,800,000 | 11,881,467 | ||||||
Foundation Finance Trust 2017-1 | ||||||||
3.30%, 07/15/2033(3) | 2,164,573 | 2,174,241 | ||||||
Foundation Finance Trust 2019-1 | ||||||||
3.86%, 11/15/2034(3) | 3,974,136 | 4,025,459 |
Foursight Capital Automobile Receivables Trust 2017-1 | ||||||||
3.05%, 12/15/2022(3) | 4,000,000 | 4,023,494 | ||||||
FREED ABS TRUST 2018-1 | ||||||||
3.61%, 07/18/2024(3) | 1,874,439 | 1,883,151 | ||||||
FREED ABS TRUST 2018-2 | ||||||||
3.99%, 10/20/2025(3) | 4,138,857 | 4,169,155 | ||||||
FTF 2019-1 A FRN | ||||||||
0.00%(4)(13) | 9,900,000 | 9,901,083 | ||||||
Galaxy XXIX CLO Ltd. | ||||||||
2.95% (3 Month LIBOR USD + 0.79%), 11/15/2026(2)(3) | 5,804,271 | 5,799,483 | ||||||
GCAT 2018-1 LLC | ||||||||
3.84%, 06/25/2048(1)(3) | 1,041,466 | 1,042,893 | ||||||
GE Capital Mortgage Services, Inc. 1999-HE1 Trust | ||||||||
6.27%, 04/25/2029 | 22 | 23 | ||||||
6.71%, 04/25/2029(4) | 23,143 | 19,664 | ||||||
GM Financial Consumer Automobile 2017-1 | ||||||||
1.78%, 10/18/2021(3) | 3,866,451 | 3,859,949 | ||||||
GM Financial Consumer Automobile Receivables Trust 2018-1 | ||||||||
2.32%, 07/18/2022 | 5,307,000 | 5,320,943 | ||||||
GM Financial Consumer Automobile Receivables Trust 2018-4 | ||||||||
3.62%, 06/17/2024 | 1,400,000 | 1,445,594 | ||||||
GMAT 2013-1 Trust | ||||||||
6.97%, 11/25/2043(1)(3) | 13,612 | 13,622 | ||||||
GMF Floorplan Owner Revolving Trust | ||||||||
2.90%, 04/15/2026(3) | 17,200,000 | 17,704,488 | ||||||
Gold Key Resorts 2014-A LLC | ||||||||
3.22%, 03/17/2031(3) | 336,165 | 336,241 | ||||||
Golden Bear 2016-R LLC | ||||||||
5.65%, 09/20/2047(3) | 1,407,136 | 1,416,728 | ||||||
Goodgreen 2017-1 Trust | ||||||||
3.74%, 10/15/2052(3) | 1,494,649 | 1,555,520 | ||||||
Goodgreen 2017-2 Trust | ||||||||
3.26%, 10/15/2053(3) | 4,060,907 | 4,148,188 |
Goodgreen 2017-R1 Trust | ||||||||
5.00%, 10/20/2051(3)(4) | 7,370,535 | 7,290,291 | ||||||
Greenwood Park CLO Ltd. | ||||||||
3.31% (3 Month LIBOR USD + 1.01%), 04/15/2031(2)(3) | 23,000,000 | 22,785,916 | ||||||
Greywolf CLO VI Ltd. | ||||||||
3.30% (3 Month LIBOR USD + 1.03%), 04/26/2031(2)(3) | 14,000,000 | 13,869,450 | ||||||
GSAMP Trust 2005-WMC2 | ||||||||
2.64% (1 Month LIBOR USD + 0.62%, 0.31% Floor), 11/25/2035(2) | 1,337,114 | 1,340,416 | ||||||
GSAMP Trust 2006-HE7 | ||||||||
2.25% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 10/25/2046(2) | 1,163,556 | 1,160,044 | ||||||
Headlands Residential 2018-RPL1 LLC | ||||||||
4.25%, 06/25/2023(1)(3) | 8,245,000 | 8,293,216 | ||||||
HERO Funding 2017-3 | ||||||||
3.95%, 09/20/2048(3) | 3,497,622 | 3,658,266 | ||||||
HERO Funding II 2016-3B | ||||||||
5.24%, 09/20/2042(3) | 745,787 | 759,557 | ||||||
HERO Funding Trust 2016-2 | ||||||||
3.75%, 09/20/2041(3) | 1,979,072 | 2,046,518 | ||||||
HERO Funding Trust 2016-3 | ||||||||
3.08%, 09/20/2042(3) | 863,076 | 877,061 | ||||||
HERO Funding Trust 2016-4A | ||||||||
3.57%, 09/20/2047(3) | 2,679,296 | 2,755,841 | ||||||
HERO Funding Trust 2017-1A | ||||||||
4.46%, 09/20/2047(3) | 4,652,931 | 4,902,054 | ||||||
HERO Funding Trust 2017-2 | ||||||||
3.28%, 09/20/2048(3) | 4,413,560 | 4,452,184 | ||||||
Hilton Grand Vacations Trust 2017-A | ||||||||
2.66%, 12/26/2028(3) | 1,385,994 | 1,389,526 | ||||||
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A | ||||||||
2.22% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 03/25/2036(2) | 32,626 | 32,239 | ||||||
Honda Auto Receivables 2017-4 Owner Trust | ||||||||
2.05%, 11/22/2021 | 3,549,206 | 3,550,804 | ||||||
Hyundai Auto Receivables Trust 2019-A | ||||||||
2.66%, 06/15/2023 | 3,452,000 | 3,493,238 |
Imc Home Equity Loan Trust 1997-5 | ||||||||
6.88%, 11/20/2028 | 50 | 50 | ||||||
JP Morgan Mortgage Acquisition Trust 2006-CH1 | ||||||||
2.15% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 07/25/2036(2) | 739,463 | 738,513 | ||||||
Kabbage Funding LLC | ||||||||
3.83%, 03/15/2024(3) | 10,490,000 | 10,604,587 | ||||||
KGS-Alpha SBA COOF Trust | ||||||||
0.61%, 05/25/2039(3)(4) | 2,462,318 | 38,550 | ||||||
KGS-Alpha SBA COOF Trust 2012-2 | ||||||||
1.06%, 08/25/2038(3)(4) | 3,131,337 | 73,208 | ||||||
KGS-Alpha SBA COOF Trust 2014-2 | ||||||||
2.93%, 04/25/2040(3)(4) | 919,916 | 74,987 | ||||||
KKR CLO 11 Ltd. | ||||||||
3.48% (3 Month LIBOR USD + 1.18%), 01/15/2031(2)(3) | 6,250,000 | 6,235,756 | ||||||
KVK CLO 2018-1 Ltd. | ||||||||
3.07% (3 Month LIBOR USD + 0.93%), 05/20/2029(2)(3) | 25,000,000 | 24,887,500 | ||||||
Laurel Road Prime Student Loan Trust 2017-C | ||||||||
2.81%, 11/25/2042(3) | 5,498,141 | 5,566,500 | ||||||
Laurel Road Prime Student Loan Trust 2018-B | ||||||||
3.54%, 05/26/2043(3) | 10,200,000 | 10,569,096 | ||||||
Legacy Mortgage Asset Trust 2019-GS4 | ||||||||
3.44%, 05/25/2059(1)(3) | 4,449,209 | 4,480,923 | ||||||
Lendmark Funding Trust 2018-1 | ||||||||
5.03%, 12/21/2026(3) | 1,900,000 | 1,951,927 | ||||||
Long Beach Mortgage Loan Trust 2004-1 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 02/25/2034(2) | 689,354 | 686,674 | ||||||
Long Beach Mortgage Loan Trust 2004-3 | ||||||||
2.87% (1 Month LIBOR USD + 0.86%, 0.57% Floor), 07/25/2034(2) | 38,883 | 38,607 | ||||||
LV Tower 52 Issuer 2013-1 | ||||||||
5.75%, 02/15/2023(3)(13) | 3,422,472 | 3,454,952 | ||||||
7.75%, 02/15/2023(3)(13) | 1,297,590 | 1,309,905 | ||||||
Magnetite XVI Ltd. | ||||||||
3.10% (3 Month LIBOR USD + 0.80%), 01/18/2028(2)(3) | 12,000,000 | 11,993,892 | ||||||
Man GLG US CLO 2018-2 Ltd. | ||||||||
3.54% (3 Month LIBOR USD + 1.24%, 1.24% Floor), 10/15/2028(2)(3) | 8,000,000 | 8,010,264 |
Mariner Finance Issuance Trust 2019-A | ||||||||
3.51%, 07/20/2032(3) | 5,235,000 | 5,276,474 | ||||||
Marlette Funding Trust 2018-1 | ||||||||
2.61%, 03/15/2028(3) | 289,867 | 289,915 | ||||||
Marlette Funding Trust 2018-2 | ||||||||
3.06%, 07/17/2028(3) | 1,260,857 | 1,262,001 | ||||||
MASTR Asset Backed Securities Trust 2006-NC1 | ||||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.30% Floor), 01/25/2036(2) | 1,136,976 | 1,138,826 | ||||||
MidOcean Credit CLO III | ||||||||
3.40% (3 Month LIBOR USD + 1.12%, 1.12% Floor), 04/21/2031(2)(3) | 15,400,000 | 15,249,111 | ||||||
MidOcean Credit CLO IX | ||||||||
3.43% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/20/2031(2)(3) | 4,000,000 | 3,965,212 | ||||||
MidOcean Credit CLO VIII | ||||||||
3.29% (3 Month LIBOR USD + 1.15%), 02/20/2031(2)(3) | 18,000,000 | 17,854,128 | ||||||
Mid-State Capital Corp. 2006-1 Trust | ||||||||
6.08%, 10/15/2040(3) | 700,256 | 780,390 | ||||||
Mid-State Capital Trust 2010-1 | ||||||||
3.50%, 12/15/2045(3) | 206,639 | 211,710 | ||||||
5.25%, 12/15/2045(3) | 371,838 | 388,144 | ||||||
MMAF Equipment Finance LLC 2019-B | ||||||||
2.29%, 11/12/2041(3) | 7,200,000 | 7,198,148 | ||||||
Mountain View CLO 2015-9 Ltd. | ||||||||
3.42% (3 Month LIBOR USD + 1.12%), 07/15/2031(2)(3) | 20,000,000 | 19,799,700 | ||||||
MRA ISSUANCE TR 2019-3 REGD | ||||||||
0.00% | 3,900,000 | 3,900,000 | ||||||
Navient Private Education Refi Loan Trust 2018-A | ||||||||
3.19%, 02/18/2042(3) | 15,200,000 | 15,502,823 | ||||||
Navient Private Education Refi Loan Trust 2018-C | ||||||||
3.52%, 06/16/2042(3) | 5,700,000 | 5,886,379 | ||||||
Navient Private Education Refi Loan Trust 2019-C | ||||||||
3.13%, 02/15/2068(3) | 6,600,000 | 6,779,051 | ||||||
Navient Student Loan Trust 2018-EA | ||||||||
4.00%, 12/15/2059(3) | 6,200,000 | 6,566,104 |
New Century Home Equity Loan Trust Series 2003-5 | ||||||||
5.05%, 11/25/2033(1) | 169,248 | 173,769 | ||||||
New Residential Mortgage Loan Trust 2018-1 | ||||||||
4.00%, 12/25/2057(3)(4) | 8,806,045 | 9,133,270 | ||||||
Nissan Auto Receivables 2019-A Owner Trust | ||||||||
2.82%, 01/18/2022 | 9,000,000 | 9,036,308 | ||||||
Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-FM1 | ||||||||
2.25% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 11/25/2035(2) | 8,827,130 | 8,779,129 | ||||||
Oak Hill Advisors Residential Loan Trust 2017-NPL2 | ||||||||
3.00%, 07/25/2057(1)(3) | 786,214 | 785,633 | ||||||
Oak Hill Advisors Residential Loan Trust 2017-NPLA | ||||||||
3.00%, 06/25/2057(1)(3) | 207,134 | 207,123 | ||||||
Oakwood Mortgage Investors, Inc. | ||||||||
6.45%, 11/15/2017 | 1,652 | 1,680 | ||||||
OCP CLO 2017-13 Ltd. | ||||||||
3.56% (3 Month LIBOR USD + 1.26%), 07/15/2030(2)(3) | 4,250,000 | 4,254,586 | ||||||
OL SP 2018-B LLC | ||||||||
4.16%, 02/09/2030 | 2,703,593 | 2,745,880 | ||||||
4.61%, 02/09/2030 | 587,738 | 598,920 | ||||||
OnDeck Asset Securitization Trust LLC | ||||||||
3.50%, 04/18/2022(3) | 5,796,000 | 5,820,435 | ||||||
OneMain Direct Auto Receivables Trust 2017-2 | ||||||||
2.55%, 11/14/2023(3) | 17,900,000 | 17,917,753 | ||||||
2.82%, 07/15/2024(3) | 4,300,000 | 4,312,041 | ||||||
OneMain Direct Auto Receivables Trust 2018-1 | ||||||||
3.43%, 12/16/2024(3) | 19,400,000 | 19,725,008 | ||||||
OneMain Financial Issuance Trust 2016-1 | ||||||||
3.66%, 02/20/2029(3) | 858,755 | 861,726 | ||||||
6.00%, 02/20/2029(3) | 1,900,000 | 1,942,931 | ||||||
OneMain Financial Issuance Trust 2017-1 | ||||||||
2.83% (1 Month LIBOR USD + 0.80%), 09/14/2032(2)(3) | 10,975,000 | 10,981,845 | ||||||
Onemain Financial Issuance Trust 2018-1 | ||||||||
3.30%, 03/14/2029(3) | 3,060,000 | 3,113,882 | ||||||
Oportun Funding VI LLC | ||||||||
3.23%, 06/08/2023(3) | 1,957,000 | 1,956,597 | ||||||
3.97%, 06/08/2023(3)(4) | 5,150,000 | 5,153,109 |
Oportun Funding VII LLC | ||||||||
3.22%, 10/10/2023(3) | 1,691,000 | 1,694,867 | ||||||
Oportun Funding VIII LLC | ||||||||
3.61%, 03/08/2024(3) | 2,978,000 | 3,010,885 | ||||||
Oportun Funding X LLC | ||||||||
4.10%, 10/08/2024(3) | 5,900,000 | 6,047,852 | ||||||
Oportun Funding XII LLC | ||||||||
4.15%, 12/09/2024(3) | 4,200,000 | 4,313,045 | ||||||
Option One Mortgage Loan Trust 2004-3 | ||||||||
2.92% (1 Month LIBOR USD + 0.90%, 0.45% Floor), 11/25/2034(2) | 1,691,802 | 1,606,574 | ||||||
OZLM Funding IV Ltd. | ||||||||
3.53% (3 Month LIBOR USD + 1.25%), 10/22/2030(2)(3) | 10,000,000 | 9,982,240 | ||||||
OZLM XI Ltd. | ||||||||
3.52% (3 Month LIBOR USD + 1.25%), 10/30/2030(2)(3) | 5,000,000 | 4,992,815 | ||||||
OZLM XV Ltd. | ||||||||
3.77% (3 Month LIBOR USD + 1.49%), 01/20/2029(2)(3) | 7,750,000 | 7,757,029 | ||||||
OZLM XXII Ltd. | ||||||||
3.37% (3 Month LIBOR USD + 1.07%), 01/17/2031(2)(3) | 7,000,000 | 6,926,500 | ||||||
Palmer Square CLO 2014-1 Ltd. | ||||||||
3.43% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 01/17/2031(2)(3) | 4,000,000 | 3,986,960 | ||||||
Palmer Square CLO 2015-2 Ltd. | ||||||||
3.55% (3 Month LIBOR USD + 1.27%), 07/20/2030(2)(3) | 13,925,000 | 13,934,469 | ||||||
Palmer Square CLO 2018-2 Ltd. | ||||||||
3.42% (3 Month LIBOR USD + 1.10%), 07/16/2031(2)(3) | 20,000,000 | 19,875,180 | ||||||
Park Avenue Funding Trust 2019-2 | ||||||||
3.64% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 11/27/2020(2)(3) | 9,160,000 | 9,159,905 | ||||||
Park Avenue Institutional Advisers CLO Ltd. 2018-1 | ||||||||
3.56% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 10/20/2031(2)(3) | 21,500,000 | 21,462,375 | ||||||
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WCH | ||||||||
2.86% (1 Month LIBOR USD + 0.84%, 0.56% Floor), 01/25/2036(2) | 981,235 | 982,036 | ||||||
Pretium Mortgage Credit Partners I 2018-NPL4 LLC | ||||||||
4.83%, 09/25/2058(1)(3) | 3,797,880 | 3,818,634 |
Progress Residential 2015-SFR3 Trust | ||||||||
3.07%, 11/12/2032(3) | 5,188,367 | 5,176,830 | ||||||
4.67%, 11/12/2032(3) | 295,000 | 295,092 | ||||||
5.66%, 11/12/2032(3) | 1,000,000 | 1,001,668 | ||||||
Progress Residential 2017-SFR1 Trust | ||||||||
3.02%, 08/17/2034(3) | 2,000,000 | 2,006,808 | ||||||
Progress Residential 2018-SFR2 Trust | ||||||||
4.34%, 08/17/2035(3) | 2,390,000 | 2,462,677 | ||||||
4.66%, 08/17/2035(3) | 3,853,000 | 3,972,030 | ||||||
PRPM 2017-2 LLC | ||||||||
3.47%, 09/25/2022(1)(3) | 1,836,841 | 1,839,734 | ||||||
Purchasing Power Funding 2018-A LLC | ||||||||
3.34%, 08/15/2022(3) | 10,875,000 | 10,892,697 | ||||||
RAMP Series 2005-RS1 Trust | ||||||||
4.71%, 11/25/2034 | 1,013 | 1,017 | ||||||
RASC Series 2005-KS6 Trust | ||||||||
2.95% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 07/25/2035(2) | 58,432 | 58,467 | ||||||
RCO V Mortgage LLC 2018-1 | ||||||||
4.00%, 05/25/2023(1)(3) | 6,458,750 | 6,474,152 | ||||||
Regional Management Issuance Trust 2018-1 | ||||||||
4.28%, 07/15/2027(3) | 3,100,000 | 3,137,414 | ||||||
Renaissance Home Equity Loan Trust | ||||||||
5.61%, 04/25/2037(1) | 299,422 | 132,614 | ||||||
Renew 2017-1 | ||||||||
3.67%, 09/20/2052(3) | 1,887,589 | 1,958,561 | ||||||
Rice Park Financing Trust 2016-A | ||||||||
4.63%, 10/31/2041(3) | 3,309,976 | 3,342,581 | ||||||
Santander Drive Auto Receivables Trust 2015-5 | ||||||||
4.67%, 02/15/2023(3) | 9,500,000 | 9,553,933 | ||||||
Santander Drive Auto Receivables Trust 2017-1 | ||||||||
2.58%, 05/16/2022 | 2,872,594 | 2,875,376 | ||||||
3.17%, 04/17/2023 | 5,074,000 | 5,117,866 | ||||||
Santander Drive Auto Receivables Trust 2017-2 | ||||||||
2.79%, 08/15/2022 | 11,077,032 | 11,095,980 | ||||||
3.49%, 07/17/2023 | 1,633,000 | 1,652,539 |
Santander Drive Auto Receivables Trust 2018-2 | ||||||||
3.35%, 07/17/2023 | 4,800,000 | 4,849,891 | ||||||
Santander Drive Auto Receivables Trust 2018-5 | ||||||||
3.81%, 12/16/2024 | 8,470,000 | 8,625,311 | ||||||
Santander Drive Auto Receivables Trust 2019-1 | ||||||||
3.21%, 09/15/2023 | 5,212,000 | 5,272,343 | ||||||
Santander Drive Auto Receivables Trust 2019-3 | ||||||||
2.49%, 10/15/2025 | 5,800,000 | 5,819,725 | ||||||
Santander Retail Auto Lease Trust 2018-A | ||||||||
2.93%, 05/20/2021(3) | 4,433,000 | 4,450,985 | ||||||
SART 2017-1 | ||||||||
4.75%, 07/15/2024(13) | 9,489,531 | 9,699,534 | ||||||
SART 2018-1 | ||||||||
4.76%, 06/15/2025(13) | 10,800,307 | 11,035,538 | ||||||
Securitized Asset Backed Receivables LLC Trust 2006-CB1 | ||||||||
3.31%, 01/25/2036(1) | 60,648 | 54,102 | ||||||
Silvermore CLO Ltd. | ||||||||
3.33% (3 Month LIBOR USD + 1.17%), 05/15/2026(2)(3) | 4,979,042 | 4,982,557 | ||||||
SoFi Consumer Loan Program 2016-2 LLC | ||||||||
3.09%, 10/27/2025(3) | 275,701 | 276,414 | ||||||
Sofi Consumer Loan Program 2018-1 Trust | ||||||||
3.14%, 02/25/2027(3) | 9,150,000 | 9,203,366 | ||||||
SoFi Consumer Loan Program 2019-3 Trust | ||||||||
2.90%, 05/25/2028(3) | 5,219,629 | 5,256,702 | ||||||
SoFi Professional Loan Program 2017-F LLC | ||||||||
2.84%, 01/25/2041(3) | 18,200,000 | 18,461,670 | ||||||
Sofi Professional Loan Program 2018-B Trust | ||||||||
2.64%, 08/25/2047(3) | 4,742,257 | 4,753,624 | ||||||
3.34%, 08/25/2047(3) | 6,200,000 | 6,387,272 | ||||||
Sofi Professional Loan Program 2019-C LLC | ||||||||
2.37%, 11/16/2048(3) | 7,800,000 | 7,804,940 | ||||||
Sound Point CLO II Ltd. | ||||||||
3.34% (3 Month LIBOR USD + 1.07%, 1.07% Floor), 01/26/2031(2)(3) | 9,000,000 | 8,921,817 |
Sound Point CLO XVI Ltd. | ||||||||
3.56% (3 Month LIBOR USD + 1.28%), 07/25/2030(2)(3) | 7,750,000 | 7,765,167 | ||||||
Specialty Underwriting & Residential Finance Trust Series 2004-BC4 | ||||||||
2.69% (1 Month LIBOR USD + 0.67%, 0.34% Floor), 10/25/2035(2) | 145,349 | 145,099 | ||||||
Springleaf Funding Trust 2017-A | ||||||||
2.68%, 07/15/2030(3) | 9,900,000 | 9,923,216 | ||||||
Structured Asset Securities Corp. Mortgage Loan Trust 2005-7XS | ||||||||
5.44%, 04/25/2035(1) | 1,674 | 1,717 | ||||||
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2004-6XS | ||||||||
6.03%, 03/25/2034(1) | 100,578 | 102,867 | ||||||
6.05%, 03/25/2034(1) | 80,436 | 82,266 | ||||||
Structured Asset Securities Corp. Pass-Through Certificates Series 2002-AL1 | ||||||||
3.45%, 02/25/2032 | 27,377 | 26,598 | ||||||
3.45%, 02/25/2032 | 61,944 | 60,306 | ||||||
Synchrony Card Funding LLC | ||||||||
2.95%, 03/15/2025 | 12,384,000 | 12,648,938 | ||||||
Synchrony Card Issuance Trust | ||||||||
3.38%, 09/15/2024 | 5,500,000 | 5,641,340 | ||||||
Towd Point Mortgage Trust 2017-2 | ||||||||
2.75%, 04/25/2057(3)(4) | 6,163,598 | 6,210,339 | ||||||
Towd Point Mortgage Trust 2017-6 | ||||||||
2.75%, 10/25/2057(3)(4) | 5,327,828 | 5,378,447 | ||||||
Towd Point Mortgage Trust 2018-1 | ||||||||
3.00%, 01/25/2058(3)(4) | 7,584,916 | 7,680,131 | ||||||
Towd Point Mortgage Trust 2019-1 | ||||||||
3.75%, 03/25/2058(3)(4) | 8,823,572 | 9,254,019 | ||||||
Toyota Auto Loan Extended Note Trust 2019-1 | ||||||||
2.56%, 11/25/2031(3) | 17,000,000 | 17,376,358 | ||||||
Trafigura Securitisation Finance Plc 2018-1 | ||||||||
3.73%, 03/15/2022(3) | 12,666,667 | 12,927,622 | ||||||
Tricolor Auto Securitization Trust 2018-1 | ||||||||
5.05%, 12/15/2020(3) | 2,176,137 | 2,193,252 | ||||||
Trinitas CLO IV Ltd. | ||||||||
3.48% (3 Month LIBOR USD + 1.18%), 10/18/2031(2)(3) | 7,500,000 | 7,481,355 |
Upgrade Receivables Trust 2018-1 | ||||||||
3.76%, 11/15/2024(3) | 1,135,201 | 1,138,840 | ||||||
Upstart Securitization Trust 2018-2 | ||||||||
3.33%, 12/22/2025(3) | 1,796,340 | 1,797,597 | ||||||
US Auto Funding 2018-1 LLC | ||||||||
5.50%, 07/15/2023(3) | 4,313,430 | 4,412,717 | ||||||
USAA Auto Owner Trust 2019-1 | ||||||||
2.14%, 11/15/2024 | 4,004,000 | 4,033,897 | ||||||
USASF Receivables 2017-A LLC | ||||||||
5.75%, 09/15/2030(3) | 1,035,969 | 1,033,760 | ||||||
Venture 32 CLO Ltd. | ||||||||
3.40% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 07/18/2031(2)(3) | 6,000,000 | 5,947,380 | ||||||
Vericrest Opportunity Loan Trust 2019-NPL5 | ||||||||
3.35%, 09/25/2049(1)(3) | 6,134,533 | 6,153,614 | ||||||
Verizon Owner Trust 2017-2 | ||||||||
1.92%, 12/20/2021(3) | 4,561,506 | 4,557,313 | ||||||
Verizon Owner Trust 2017-3 | ||||||||
2.06%, 04/20/2022(3) | 5,612,000 | 5,610,736 | ||||||
Verizon Owner Trust 2019-A | ||||||||
2.93%, 09/20/2023 | 5,473,000 | 5,571,899 | ||||||
Verizon Owner Trust 2019-B | ||||||||
2.33%, 12/20/2023 | 10,525,000 | 10,608,110 | ||||||
VM DEBT 2019-1 TR | ||||||||
0.00%(13) | 7,000,000 | 7,000,000 | ||||||
Volt 2018-FTI | ||||||||
3.13%, 03/29/2021(5) | 967,642 | 963,234 | ||||||
Volt LXIV LLC | ||||||||
3.38%, 10/25/2047(1)(3) | 3,591,953 | 3,597,441 | ||||||
Volt LXIX LLC | ||||||||
4.21%, 08/25/2048(1)(3) | 2,942,795 | 2,950,439 | ||||||
Volt LXX LLC | ||||||||
4.11%, 09/25/2048(1)(3) | 9,816,548 | 9,845,005 | ||||||
Volt LXXI LLC | ||||||||
3.97%, 09/25/2048(1)(3) | 2,026,583 | 2,036,340 |
Volt LXXII LLC | ||||||||
4.21%, 10/26/2048(1)(3) | 9,238,898 | 9,270,961 | ||||||
Volt LXXV LLC | ||||||||
4.34%, 01/25/2049(1)(3) | 11,482,087 | 11,560,487 | ||||||
Voya CLO 2015-1 Ltd. | ||||||||
3.20% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 01/18/2029(2)(3) | 6,000,000 | 5,990,022 | ||||||
VSE 2018-A Voi Mortgage LLC | ||||||||
3.56%, 02/20/2036(3) | 2,646,275 | 2,735,690 | ||||||
Westgate Resorts 2017-1 LLC | ||||||||
3.05%, 12/20/2030(3) | 962,295 | 966,170 | ||||||
4.05%, 12/20/2030(3) | 1,712,675 | 1,727,745 | ||||||
Westlake Automobile Receivables Trust 2016-2 | ||||||||
4.10%, 06/15/2021(3) | 190,075 | 190,451 | ||||||
Westlake Automobile Receivables Trust 2016-3 | ||||||||
2.46%, 01/18/2022(3) | 222,587 | 222,594 | ||||||
Westlake Automobile Receivables Trust 2017-1 | ||||||||
2.70%, 10/17/2022(3) | 564,500 | 564,835 | ||||||
3.46%, 10/17/2022(3) | 1,202,000 | 1,209,256 | ||||||
Westlake Automobile Receivables Trust 2017-2 | ||||||||
2.59%, 12/15/2022(3) | 772,000 | 772,553 | ||||||
Westlake Automobile Receivables Trust 2019-1 | ||||||||
3.06%, 05/16/2022(3) | 11,507,474 | 11,555,584 | ||||||
World Financial Network Credit Card Master Trust | ||||||||
3.14%, 12/15/2025 | 5,660,000 | 5,785,345 | ||||||
World Omni Auto Receivables Trust 2018-D | ||||||||
3.33%, 04/15/2024 | 15,916,000 | 16,303,698 | ||||||
World Omni Auto Receivables Trust 2019-B | ||||||||
2.59%, 07/15/2024 | 6,018,000 | 6,103,203 | ||||||
Zais CLO 7 Ltd. | ||||||||
3.59% (3 Month LIBOR USD + 1.29%), 04/15/2030(2)(3) | 9,600,000 | 9,553,690 | ||||||
Zais CLO 8 Ltd. | ||||||||
3.25% (3 Month LIBOR USD + 0.95%), 04/15/2029(2)(3) | 40,000,000 | 39,710,040 | ||||||
|
| |||||||
Total Asset-Backed Obligations (Cost: $1,833,397,342) | 1,850,432,725 | |||||||
|
|
Corporate Bonds 30.15% | ||||||||
Basic Materials 1.12% | ||||||||
Air Liquide Finance SA | ||||||||
2.25%, 09/27/2023(3) | $ | 550,000 | $ | 551,235 | ||||
Albemarle Corp. | ||||||||
5.45%, 12/01/2044 | 600,000 | 681,372 | ||||||
Anglo American Capital Plc | ||||||||
3.63%, 09/11/2024(3) | 630,000 | 649,468 | ||||||
4.00%, 09/11/2027(3) | 1,020,000 | 1,054,829 | ||||||
ArcelorMittal | ||||||||
6.25%, 02/25/2022 | 6,500,000 | 7,031,310 | ||||||
Barrick Gold Corp. | ||||||||
6.45%, 10/15/2035 | 203,000 | 262,247 | ||||||
Barrick North America Finance LLC | ||||||||
5.75%, 05/01/2043 | 4,480,000 | 5,888,133 | ||||||
BHP Billiton Finance USA Ltd. | ||||||||
6.25% (5 Year Swap Rate USD + 4.97%), 10/19/2075(2)(3) | 985,000 | 1,020,460 | ||||||
CF Industries, Inc. | ||||||||
5.38%, 03/15/2044 | 2,040,000 | 2,054,336 | ||||||
CNAC HK Finbridge Co. Ltd. | ||||||||
4.13%, 03/14/2021 | 4,255,000 | 4,325,151 | ||||||
Dow Chemical Co. | ||||||||
4.13%, 11/15/2021 | 470,000 | 487,079 | ||||||
4.55%, 11/30/2025(3) | 6,660,000 | 7,316,817 | ||||||
5.55%, 11/30/2048(3) | 3,005,000 | 3,648,462 | ||||||
DuPont de Nemours, Inc. | ||||||||
4.49%, 11/15/2025 | 1,600,000 | 1,767,383 | ||||||
5.32%, 11/15/2038 | 3,865,000 | 4,718,284 | ||||||
5.42%, 11/15/2048 | 1,200,000 | 1,523,509 | ||||||
Eastman Chemical Co. | ||||||||
4.50%, 01/15/2021 | 352,000 | 359,236 | ||||||
4.65%, 10/15/2044 | 2,575,000 | 2,798,539 | ||||||
Ecolab, Inc. | ||||||||
3.25%, 01/14/2023 | 452,000 | 468,247 | ||||||
FMC Corp. | ||||||||
3.95%, 02/01/2022 | 1,725,000 | 1,776,826 |
Freeport-McMoRan, Inc. | ||||||||
3.55%, 03/01/2022 | 4,971,000 | 4,983,427 | ||||||
Georgia-Pacific LLC | ||||||||
3.73%, 07/15/2023(3) | 5,380,000 | 5,651,516 | ||||||
Glencore Finance Canada Ltd. | ||||||||
4.25%, 10/25/2022(3) | 5,000,000 | 5,215,500 | ||||||
Glencore Funding LLC | ||||||||
4.13%, 05/30/2023(3) | 54,000 | 56,597 | ||||||
4.63%, 04/29/2024(3) | 1,500,000 | 1,602,765 | ||||||
4.00%, 03/27/2027(3) | 6,300,000 | 6,476,862 | ||||||
3.88%, 10/27/2027(3) | 875,000 | 890,838 | ||||||
Indonesia Asahan Aluminium Persero PT | ||||||||
5.23%, 11/15/2021(3) | 3,414,000 | 3,583,196 | ||||||
5.71%, 11/15/2023(3) | 3,478,000 | 3,825,800 | ||||||
6.76%, 11/15/2048(3) | 1,140,000 | 1,477,215 | ||||||
International Flavors & Fragrances, Inc. | ||||||||
4.45%, 09/26/2028 | 720,000 | 795,470 | ||||||
5.00%, 09/26/2048 | 782,000 | 893,007 | ||||||
International Paper Co. | ||||||||
3.00%, 02/15/2027 | 714,000 | 726,628 | ||||||
5.00%, 09/15/2035 | 200,000 | 232,694 | ||||||
8.70%, 06/15/2038 | 350,000 | 515,624 | ||||||
7.30%, 11/15/2039 | 500,000 | 677,568 | ||||||
6.00%, 11/15/2041 | 3,150,000 | 3,846,195 | ||||||
LYB International Finance BV | ||||||||
4.88%, 03/15/2044 | 610,000 | 666,827 | ||||||
LYB International Finance III LLC | ||||||||
4.20%, 10/15/2049 | 3,765,000 | 3,727,135 | ||||||
LyondellBasell Industries NV | ||||||||
6.00%, 11/15/2021 | 2,628,000 | 2,808,327 | ||||||
5.75%, 04/15/2024 | 2,550,000 | 2,879,390 | ||||||
Minera Mexico SA de CV | ||||||||
4.50%, 01/26/2050(3) | 2,693,000 | 2,652,605 |
Mosaic Co. | ||||||||
4.25%, 11/15/2023 | 8,533,000 | 9,042,244 | ||||||
5.45%, 11/15/2033 | 814,000 | 921,945 | ||||||
4.88%, 11/15/2041 | 52,000 | 51,391 | ||||||
5.63%, 11/15/2043 | 4,055,000 | 4,497,733 | ||||||
Newmont Goldcorp Corp. | ||||||||
3.63%, 06/09/2021 | 1,810,000 | 1,843,745 | ||||||
2.80%, 10/01/2029 | 1,130,000 | 1,115,274 | ||||||
Nucor Corp. | ||||||||
6.40%, 12/01/2037 | 800,000 | 1,102,191 | ||||||
Nutrien Ltd. | ||||||||
3.15%, 10/01/2022 | 875,000 | 891,814 | ||||||
4.20%, 04/01/2029 | 420,000 | 462,472 | ||||||
4.13%, 03/15/2035 | 1,960,000 | 2,045,320 | ||||||
6.13%, 01/15/2041 | 2,850,000 | 3,544,412 | ||||||
5.25%, 01/15/2045 | 1,900,000 | 2,247,016 | ||||||
5.00%, 04/01/2049 | 600,000 | 699,565 | ||||||
Orbia Advance Corp. SAB de CV | ||||||||
4.88%, 09/19/2022(3) | 3,425,000 | 3,587,722 | ||||||
Rio Tinto Alcan, Inc. | ||||||||
5.75%, 06/01/2035 | 54,000 | 70,583 | ||||||
Samarco Mineracao SA | ||||||||
5.75%, 10/24/2023(3)(6) | 537,000 | 402,428 | ||||||
SASOL Financing USA LLC | ||||||||
5.88%, 03/27/2024 | 3,249,000 | 3,510,238 | ||||||
6.50%, 09/27/2028 | 1,555,000 | 1,719,061 | ||||||
Sherwin-Williams Co. | ||||||||
3.13%, 06/01/2024 | 401,000 | 414,246 | ||||||
Solvay Finance America LLC | ||||||||
4.45%, 12/03/2025(3) | 7,000,000 | 7,523,474 | ||||||
Southern Copper Corp. | ||||||||
5.25%, 11/08/2042 | 1,000,000 | 1,129,559 | ||||||
Syngenta Finance NV | ||||||||
4.44%, 04/24/2023(3) | 2,358,000 | 2,464,338 | ||||||
4.89%, 04/24/2025(3) | 7,960,000 | 8,431,058 | ||||||
5.68%, 04/24/2048(3) | 791,000 | 817,706 |
Union Carbide Corp. | ||||||||
7.50%, 06/01/2025 | 624,000 | 751,341 | ||||||
7.75%, 10/01/2096 | 681,000 | 910,734 | ||||||
Vale Overseas Ltd. | ||||||||
4.38%, 01/11/2022 | 1,968,000 | 2,031,960 | ||||||
6.25%, 08/10/2026 | 5,000,000 | 5,762,500 | ||||||
8.25%, 01/17/2034 | 984,000 | 1,344,390 | ||||||
6.88%, 11/21/2036 | 167,000 | 211,589 | ||||||
6.88%, 11/10/2039 | 2,107,000 | 2,683,812 | ||||||
|
| |||||||
174,799,970 | ||||||||
|
| |||||||
Communications 2.13% | ||||||||
Amazon.com, Inc. | ||||||||
4.80%, 12/05/2034 | 854,000 | 1,067,334 | ||||||
3.88%, 08/22/2037 | 1,700,000 | 1,953,246 | ||||||
America Movil SAB de CV | ||||||||
3.13%, 07/16/2022 | 374,000 | 382,669 | ||||||
3.63%, 04/22/2029 | 1,935,000 | 2,056,944 | ||||||
4.38%, 04/22/2049 | 1,214,000 | 1,400,762 | ||||||
AT&T, Inc. | ||||||||
2.45%, 06/30/2020 | 4,649,000 | 4,660,017 | ||||||
3.20%, 03/01/2022 | 11,089,000 | 11,359,796 | ||||||
3.90%, 03/11/2024 | 3,750,000 | 3,976,817 | ||||||
3.55%, 06/01/2024 | 2,300,000 | 2,405,576 | ||||||
3.95%, 01/15/2025 | 811,000 | 866,245 | ||||||
3.40%, 05/15/2025 | 10,957,000 | 11,441,010 | ||||||
3.60%, 07/15/2025 | 7,809,000 | 8,223,379 | ||||||
4.13%, 02/17/2026 | 3,541,000 | 3,824,514 | ||||||
2.95%, 07/15/2026 | 2,000,000 | 2,028,621 | ||||||
3.80%, 02/15/2027 | 2,850,000 | 3,019,922 | ||||||
4.30%, 02/15/2030 | 1,702,000 | 1,873,142 | ||||||
4.50%, 05/15/2035 | 6,175,000 | 6,778,205 | ||||||
5.25%, 03/01/2037 | 7,667,000 | 9,027,394 |
4.90%, 08/15/2037 | 4,694,000 | 5,333,456 | ||||||
4.85%, 03/01/2039 | 15,360,000 | 17,410,727 | ||||||
6.00%, 08/15/2040 | 2,106,000 | 2,623,066 | ||||||
5.35%, 09/01/2040 | 1,543,000 | 1,808,880 | ||||||
6.38%, 03/01/2041 | 8,157,000 | 10,510,131 | ||||||
5.38%, 10/15/2041 | 181,000 | 212,159 | ||||||
5.15%, 03/15/2042 | 40,000 | 46,009 | ||||||
4.30%, 12/15/2042 | 444,000 | 463,599 | ||||||
4.65%, 06/01/2044 | 2,145,000 | 2,314,696 | ||||||
4.80%, 06/15/2044 | 915,000 | 1,014,731 | ||||||
4.35%, 06/15/2045 | 511,000 | 539,099 | ||||||
5.15%, 11/15/2046 | 5,722,000 | 6,637,569 | ||||||
4.50%, 03/09/2048 | 836,000 | 898,671 | ||||||
Booking Holdings, Inc. | ||||||||
2.75%, 03/15/2023 | 857,000 | 877,728 | ||||||
3.55%, 03/15/2028 | 1,500,000 | 1,608,269 | ||||||
British Telecommunications Plc | ||||||||
9.63%, 12/15/2030 | 101,000 | 154,026 | ||||||
CBS Corp. | ||||||||
3.70%, 08/15/2024 | 848,000 | 887,104 | ||||||
4.00%, 01/15/2026 | 1,000,000 | 1,066,091 | ||||||
3.70%, 06/01/2028 | 870,000 | 906,992 | ||||||
4.90%, 08/15/2044 | 315,000 | 354,091 | ||||||
Centel Capital Corp. | ||||||||
9.00%, 10/15/2019 | 464,000 | 465,160 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
4.91%, 07/23/2025 | 11,061,000 | 12,155,794 | ||||||
5.38%, 04/01/2038 | 835,000 | 934,729 | ||||||
5.38%, 05/01/2047 | 4,610,000 | 5,016,565 | ||||||
6.83%, 10/23/2055 | 1,745,000 | 2,206,222 | ||||||
Cisco Systems, Inc. | ||||||||
2.95%, 02/28/2026 | 467,000 | 492,371 | ||||||
Comcast Cable Holdings LLC | ||||||||
10.13%, 04/15/2022 | 186,000 | 219,393 |
Comcast Corp. | ||||||||
3.60%, 03/01/2024 | 542,000 | 574,973 | ||||||
3.95%, 10/15/2025 | 1,614,000 | 1,757,320 | ||||||
3.15%, 03/01/2026 | 1,716,000 | 1,797,349 | ||||||
3.15%, 02/15/2028 | 1,500,000 | 1,563,876 | ||||||
3.55%, 05/01/2028 | 886,000 | 952,084 | ||||||
4.25%, 01/15/2033 | 3,795,000 | 4,369,806 | ||||||
4.20%, 08/15/2034 | 555,000 | 635,370 | ||||||
6.50%, 11/15/2035 | 2,370,000 | 3,319,985 | ||||||
3.90%, 03/01/2038 | 455,000 | 503,692 | ||||||
4.60%, 10/15/2038 | 3,293,000 | 3,945,887 | ||||||
3.97%, 11/01/2047 | 154,000 | 169,986 | ||||||
4.70%, 10/15/2048 | 7,683,000 | 9,416,356 | ||||||
4.00%, 11/01/2049 | 638,000 | 709,085 | ||||||
4.05%, 11/01/2052 | 300,000 | 333,840 | ||||||
4.95%, 10/15/2058 | 4,495,000 | 5,766,926 | ||||||
Cox Communications, Inc. | ||||||||
3.25%, 12/15/2022(3) | 348,000 | 356,955 | ||||||
3.85%, 02/01/2025(3) | 1,250,000 | 1,321,272 | ||||||
3.35%, 09/15/2026(3) | 369,000 | 381,200 | ||||||
4.80%, 02/01/2035(3) | 7,150,000 | 7,776,958 | ||||||
8.38%, 03/01/2039(3) | 1,500,000 | 2,221,439 | ||||||
4.60%, 08/15/2047(3) | 588,000 | 645,723 | ||||||
Crown Castle Towers LLC | ||||||||
3.22%, 05/15/2022(3) | 589,000 | 595,046 | ||||||
3.66%, 05/15/2025(3) | 955,000 | 999,911 | ||||||
Deutsche Telekom International Finance BV | ||||||||
2.23%, 01/17/2020(3) | 4,602,000 | 4,601,281 | ||||||
3.60%, 01/19/2027(3) | 508,000 | 536,506 | ||||||
8.75%, 06/15/2030 | 49,000 | 72,365 | ||||||
4.88%, 03/06/2042(3) | 240,000 | 280,501 | ||||||
Discovery Communications LLC | ||||||||
4.38%, 06/15/2021 | 752,000 | 777,517 | ||||||
3.95%, 03/20/2028 | 631,000 | 657,562 | ||||||
6.35%, 06/01/2040 | 1,161,000 | 1,419,521 |
Expedia Group, Inc. | ||||||||
3.25%, 02/15/2030(3) | 5,816,000 | 5,800,947 | ||||||
Fox Corp. | ||||||||
4.71%, 01/25/2029(3) | 1,040,000 | 1,187,108 | ||||||
Grupo Televisa SAB | ||||||||
6.13%, 01/31/2046 | 382,000 | 465,761 | ||||||
NBCUniversal Media LLC | ||||||||
5.95%, 04/01/2041 | 527,000 | 727,449 | ||||||
4.45%, 01/15/2043 | 15,000 | 17,452 | ||||||
Qwest Corp. | ||||||||
6.75%, 12/01/2021 | 3,866,000 | 4,178,218 | ||||||
Rogers Communications, Inc. | ||||||||
4.35%, 05/01/2049 | 1,335,000 | 1,536,317 | ||||||
Sky Ltd. | ||||||||
3.75%, 09/16/2024(3) | 287,000 | 307,153 | ||||||
TCI Communications, Inc. | ||||||||
7.13%, 02/15/2028 | 138,000 | 182,412 | ||||||
Telecom Italia Capital SA | ||||||||
7.20%, 07/18/2036 | 1,644,000 | 1,915,276 | ||||||
Telefonica Emisiones SA | ||||||||
5.13%, 04/27/2020 | 500,000 | 507,999 | ||||||
5.46%, 02/16/2021 | 233,000 | 243,218 | ||||||
4.10%, 03/08/2027 | 5,417,000 | 5,913,747 | ||||||
4.67%, 03/06/2038 | 1,175,000 | 1,292,962 | ||||||
4.90%, 03/06/2048 | 1,075,000 | 1,201,810 | ||||||
Tencent Holdings Ltd. | ||||||||
2.88%, 02/11/2020(3) | 4,517,000 | 4,524,207 | ||||||
Time Warner Cable LLC | ||||||||
6.55%, 05/01/2037 | 375,000 | 450,393 | ||||||
7.30%, 07/01/2038 | 1,418,000 | 1,808,654 | ||||||
6.75%, 06/15/2039 | 539,000 | 657,555 | ||||||
5.88%, 11/15/2040 | 475,000 | 531,498 | ||||||
5.50%, 09/01/2041 | 6,815,000 | 7,344,605 |
Time Warner Entertainment Co. LP | ||||||||
8.38%, 07/15/2033 | 529,000 | 731,908 | ||||||
TWDC Enterprises 18 Corp. | ||||||||
3.00%, 07/30/2046 | 160,000 | 162,024 | ||||||
Verizon Communications, Inc. | ||||||||
4.13%, 03/16/2027 | 2,800,000 | 3,090,319 | ||||||
3.88%, 02/08/2029 | 765,000 | 840,155 | ||||||
4.02%, 12/03/2029 | 712,000 | 791,603 | ||||||
4.50%, 08/10/2033 | 7,079,000 | 8,237,611 | ||||||
4.40%, 11/01/2034 | 4,843,000 | 5,520,504 | ||||||
4.27%, 01/15/2036 | 6,470,000 | 7,286,810 | ||||||
5.25%, 03/16/2037 | 731,000 | 908,541 | ||||||
4.81%, 03/15/2039 | 7,941,000 | 9,522,812 | ||||||
4.86%, 08/21/2046 | 10,285,000 | 12,575,616 | ||||||
4.52%, 09/15/2048 | 3,499,000 | 4,131,931 | ||||||
4.67%, 03/15/2055 | 975,000 | 1,168,985 | ||||||
Viacom, Inc. | ||||||||
6.88%, 04/30/2036 | 750,000 | 962,829 | ||||||
4.38%, 03/15/2043 | 2,073,000 | 2,136,027 | ||||||
Vodafone Group Plc | ||||||||
4.13%, 05/30/2025 | 945,000 | 1,022,033 | ||||||
6.15%, 02/27/2037 | 4,600,000 | 5,836,588 | ||||||
5.25%, 05/30/2048 | 938,000 | 1,087,368 | ||||||
4.88%, 06/19/2049 | 6,666,000 | 7,427,159 | ||||||
4.25%, 09/17/2050 | 1,244,000 | 1,268,010 | ||||||
Walt Disney Co. | ||||||||
8.88%, 04/26/2023(3) | 108,000 | 132,096 | ||||||
9.50%, 07/15/2024(3) | 175,000 | 230,637 | ||||||
3.70%, 10/15/2025(3) | 380,000 | 409,515 | ||||||
7.63%, 11/30/2028(3) | 310,000 | 436,157 | ||||||
6.20%, 12/15/2034(3) | 150,000 | 213,456 | ||||||
6.40%, 12/15/2035(3) | 1,703,000 | 2,456,247 | ||||||
6.65%, 11/15/2037(3) | 310,000 | 467,280 | ||||||
|
| |||||||
331,812,175 | ||||||||
|
|
Consumer, Cyclical 1.51% | ||||||||
Air Canada 2013-1 Class A Pass Through Trust | ||||||||
4.13%, 05/15/2025(3) | 1,676,749 | 1,775,845 | ||||||
Air Canada 2015-1 Class A Pass Through Trust | ||||||||
3.60%, 03/15/2027(3) | 733,947 | 767,562 | ||||||
Air Canada 2015-2 Class AA Pass Through Trust | ||||||||
3.75%, 12/15/2027(3) | 1,218,852 | 1,289,668 | ||||||
Air Canada 2017-1 Class A Pass Through Trust | ||||||||
3.55%, 01/15/2030(3) | 2,801,806 | 2,856,527 | ||||||
Air Canada 2017-1 Class AA Pass Through Trust | ||||||||
3.30%, 01/15/2030(3) | 1,599,677 | 1,649,867 | ||||||
American Airlines 2011-1 Class A Pass Through Trust | ||||||||
5.25%, 01/31/2021 | 62,317 | 64,137 | ||||||
American Airlines 2013-1 Class A Pass Through Trust | ||||||||
4.00%, 07/15/2025 | 873,552 | 919,938 | ||||||
American Airlines 2013-2 Class A Pass Through Trust | ||||||||
4.95%, 01/15/2023 | 2,554,558 | 2,677,687 | ||||||
American Airlines 2014-1 Class A Pass Through Trust | ||||||||
3.70%, 10/01/2026 | 375,960 | 394,307 | ||||||
American Airlines 2015-1 Class A Pass Through Trust | ||||||||
3.38%, 05/01/2027 | 3,399,780 | 3,512,653 | ||||||
American Airlines 2015-2 Class AA Pass Through Trust | ||||||||
3.60%, 09/22/2027 | 592,304 | 621,031 | ||||||
American Airlines 2016-2 Class A Pass Through Trust | ||||||||
3.65%, 06/15/2028 | 213,988 | 222,997 | ||||||
American Airlines 2016-2 Class AA Pass Through Trust | ||||||||
3.20%, 06/15/2028 | 1,333,040 | 1,367,832 | ||||||
American Airlines 2016-3 Class AA Pass Through Trust | ||||||||
3.00%, 10/15/2028 | 2,500,775 | 2,546,925 | ||||||
American Airlines 2017-1 Class AA Pass Through Trust | ||||||||
3.65%, 02/15/2029 | 2,039,034 | 2,166,885 | ||||||
American Airlines 2019-1 Class A Pass Through Trust | ||||||||
3.50%, 02/15/2032 | 3,960,000 | 4,112,700 | ||||||
American Honda Finance Corp. | ||||||||
2.90%, 02/16/2024 | 300,000 | 308,702 | ||||||
2.30%, 09/09/2026 | 185,000 | 184,171 |
BMW US Capital LLC | ||||||||
2.75% (3 Month LIBOR USD + 0.41%), 04/12/2021(2)(3) | 1,675,000 | 1,676,151 | ||||||
3.10%, 04/12/2021(3) | 2,230,000 | 2,264,894 | ||||||
2.25%, 09/15/2023(3) | 894,000 | 894,561 | ||||||
British Airways 2018-1 Class A Pass Through Trust | ||||||||
4.13%, 09/20/2031(3) | 2,599,733 | 2,736,999 | ||||||
British Airways 2018-1 Class AA Pass Through Trust | ||||||||
3.80%, 09/20/2031(3) | 1,230,789 | 1,301,190 | ||||||
British Airways 2019-1 Class AA Pass Through Trust | ||||||||
3.30%, 12/15/2032(3) | 1,565,000 | 1,631,541 | ||||||
CK Hutchison International 19 Ltd. | ||||||||
3.63%, 04/11/2029(3) | 1,615,000 | 1,715,142 | ||||||
Continental Airlines 1999-2 Class A-1 Pass Through Trust | ||||||||
7.26%, 03/15/2020 | 2,688 | 2,742 | ||||||
Continental Airlines 2007-1 Class A Pass Through Trust | ||||||||
5.98%, 04/19/2022 | 5,031,379 | 5,309,614 | ||||||
Continental Airlines 2012-1 Class A Pass Through Trust | ||||||||
4.15%, 04/11/2024 | 1,162,734 | 1,224,475 | ||||||
Continental Airlines 2012-2 Class A Pass Through Trust | ||||||||
4.00%, 10/29/2024 | 4,808,749 | 5,061,690 | ||||||
Daimler Finance North America LLC | ||||||||
2.25%, 03/02/2020(3) | 3,575,000 | 3,575,848 | ||||||
3.10%, 05/04/2020(3) | 2,350,000 | 2,363,587 | ||||||
2.88%, 03/10/2021(3) | 700,000 | 705,710 | ||||||
3.35%, 02/22/2023(3) | 1,000,000 | 1,026,924 | ||||||
8.50%, 01/18/2031 | 155,000 | 231,202 | ||||||
Delta Air Lines 2007-1 Class A Pass Through Trust | ||||||||
6.82%, 08/10/2022 | 3,580,234 | 3,929,665 | ||||||
Delta Air Lines 2012-1 Class A Pass Through Trust | ||||||||
4.75%, 05/07/2020 | 155,285 | 157,195 | ||||||
Delta Air Lines, Inc. | ||||||||
2.88%, 03/13/2020 | 8,200,000 | 8,217,537 |
Dollar General Corp. | ||||||||
4.13%, 05/01/2028 | 835,000 | 913,244 | ||||||
Ford Motor Co. | ||||||||
5.29%, 12/08/2046 | 280,000 | 259,247 | ||||||
Ford Motor Credit Co. LLC | ||||||||
2.60%, 11/04/2019 | 1,000,000 | 999,955 | ||||||
3.16%, 08/04/2020 | 1,000,000 | 1,002,477 | ||||||
3.34%, 03/18/2021 | 4,321,000 | 4,341,059 | ||||||
5.88%, 08/02/2021 | 4,100,000 | 4,294,396 | ||||||
3.81%, 10/12/2021 | 6,200,000 | 6,283,519 | ||||||
3.34%, 03/28/2022 | 3,000,000 | 3,003,844 | ||||||
4.25%, 09/20/2022 | 3,800,000 | 3,890,738 | ||||||
3.35%, 11/01/2022 | 620,000 | 620,670 | ||||||
4.54%, 08/01/2026 | 2,947,000 | 2,945,569 | ||||||
General Motors Co. | ||||||||
4.00%, 04/01/2025 | 1,765,000 | 1,814,917 | ||||||
6.60%, 04/01/2036 | 685,000 | 785,061 | ||||||
5.15%, 04/01/2038 | 500,000 | 504,902 | ||||||
6.25%, 10/02/2043 | 2,509,000 | 2,741,357 | ||||||
General Motors Financial Co., Inc. | ||||||||
2.65%, 04/13/2020 | 1,300,000 | 1,301,717 | ||||||
2.45%, 11/06/2020 | 9,005,000 | 9,000,450 | ||||||
3.16% (3 Month LIBOR USD + 0.85%), 04/09/2021(2) | 3,590,000 | 3,587,767 | ||||||
3.55%, 04/09/2021 | 2,725,000 | 2,764,607 | ||||||
4.38%, 09/25/2021 | 5,000,000 | 5,165,516 | ||||||
3.45%, 01/14/2022 | 6,500,000 | 6,625,597 | ||||||
3.45%, 04/10/2022 | 6,502,000 | 6,611,223 | ||||||
3.70%, 05/09/2023 | 5,249,000 | 5,372,602 | ||||||
3.95%, 04/13/2024 | 7,785,000 | 8,011,159 | ||||||
3.50%, 11/07/2024 | 1,230,000 | 1,245,314 | ||||||
4.00%, 01/15/2025 | 1,140,000 | 1,171,678 | ||||||
4.35%, 04/09/2025 | 1,355,000 | 1,412,929 | ||||||
4.30%, 07/13/2025 | 580,000 | 603,509 | ||||||
Home Depot, Inc. | ||||||||
4.20%, 04/01/2043 | 655,000 | 769,730 | ||||||
4.40%, 03/15/2045 | 268,000 | 323,409 |
Hyundai Capital America | ||||||||
2.75%, 09/18/2020(3) | 4,000,000 | 4,007,767 | ||||||
3.45%, 03/12/2021(3) | 4,170,000 | 4,222,330 | ||||||
3.10%, 04/05/2022(3) | 2,500,000 | 2,521,089 | ||||||
3.40%, 06/20/2024(3) | 1,500,000 | 1,527,315 | ||||||
Hyundai Capital Services, Inc. | ||||||||
3.00%, 03/06/2022(3) | 3,725,000 | 3,756,243 | ||||||
Lowes Cos, Inc. | ||||||||
3.65%, 04/05/2029 | 1,701,000 | 1,819,190 | ||||||
4.65%, 04/15/2042 | 449,000 | 504,590 | ||||||
4.55%, 04/05/2049 | 4,299,000 | 4,966,207 | ||||||
Magna International, Inc. | ||||||||
3.63%, 06/15/2024 | 1,658,000 | 1,743,431 | ||||||
McDonalds Corp. | ||||||||
4.70%, 12/09/2035 | 216,000 | 256,752 | ||||||
6.30%, 10/15/2037 | 679,000 | 936,781 | ||||||
4.45%, 03/01/2047 | 360,000 | 413,637 | ||||||
Nissan Motor Acceptance Corp. | ||||||||
1.90%, 09/14/2021(3) | 314,000 | 310,295 | ||||||
Nordstrom, Inc. | ||||||||
4.00%, 10/15/2021 | 398,000 | 408,956 | ||||||
OReilly Automotive, Inc. | ||||||||
3.55%, 03/15/2026 | 500,000 | 527,261 | ||||||
3.60%, 09/01/2027 | 802,000 | 853,670 | ||||||
Spirit Airlines Pass Through Trust 2017-1AA | ||||||||
3.38%, 02/15/2030 | 905,866 | 944,303 | ||||||
United Airlines 2013-1 Class A Pass Through Trust | ||||||||
4.30%, 08/15/2025 | 602,118 | 650,365 | ||||||
United Airlines 2014-1 Class A Pass Through Trust | ||||||||
4.00%, 04/11/2026 | 873,975 | 927,637 | ||||||
United Airlines 2016-1 Class A Pass Through Trust | ||||||||
3.45%, 07/07/2028 | 788,923 | 817,370 |
United Airlines 2016-1 Class AA Pass Through Trust | ||||||||
3.10%, 07/07/2028 | 7,146,791 | 7,318,195 | ||||||
United Airlines 2016-1 Class B Pass Through Trust | ||||||||
3.65%, 01/07/2026 | 428,792 | 435,703 | ||||||
United Airlines 2016-2 Class AA Pass Through Trust | ||||||||
2.88%, 10/07/2028 | 1,657,273 | 1,673,845 | ||||||
United Airlines 2018-1 Class A Pass Through Trust | ||||||||
3.70%, 03/01/2030 | 1,297,832 | 1,347,794 | ||||||
United Airlines 2018-1 Class AA Pass Through Trust | ||||||||
3.50%, 03/01/2030 | 2,421,342 | 2,533,559 | ||||||
United Airlines 2018-1 Class B Pass Through Trust | ||||||||
4.60%, 03/01/2026 | 539,354 | 562,216 | ||||||
United Airlines 2019-1 Class A Pass Through Trust | ||||||||
4.55%, 08/25/2031 | 2,300,000 | 2,549,558 | ||||||
United Airlines 2019-1 Class AA Pass Through Trust | ||||||||
4.15%, 08/25/2031 | 2,635,000 | 2,876,771 | ||||||
United Airlines 2019-2 Class AA Pass Through Trust | ||||||||
2.70%, 05/01/2032 | 2,904,000 | 2,898,018 | ||||||
US Airways 2012-1 Class A Pass Through Trust | ||||||||
5.90%, 10/01/2024 | 402,732 | 448,321 | ||||||
Volkswagen Group of America Finance LLC | ||||||||
3.88%, 11/13/2020(3) | 3,795,000 | 3,856,761 | ||||||
4.00%, 11/12/2021(3) | 5,045,000 | 5,213,806 | ||||||
Walgreen Co. | ||||||||
4.40%, 09/15/2042 | 400,000 | 403,516 | ||||||
Walgreens Boots Alliance, Inc. | ||||||||
4.50%, 11/18/2034 | 6,402,000 | 6,808,647 | ||||||
Walmart, Inc. | ||||||||
3.30%, 04/22/2024 | 3,820,000 | 4,035,449 | ||||||
WW Grainger, Inc. | ||||||||
4.60%, 06/15/2045 | 973,000 | 1,142,824 | ||||||
|
| |||||||
236,054,435 | ||||||||
|
|
Consumer, Non-cyclical 3.85% | ||||||||
Abbott Laboratories | ||||||||
2.90%, 11/30/2021 | 19,294,000 | 19,642,046 | ||||||
3.88%, 09/15/2025 | 748,000 | 813,555 | ||||||
4.75%, 11/30/2036 | 5,000,000 | 6,144,990 | ||||||
4.90%, 11/30/2046 | 1,755,000 | 2,264,310 | ||||||
AbbVie, Inc. | ||||||||
2.85%, 05/14/2023 | 4,900,000 | 4,985,073 | ||||||
3.60%, 05/14/2025 | 12,060,000 | 12,540,749 | ||||||
4.40%, 11/06/2042 | 1,700,000 | 1,754,340 | ||||||
4.70%, 05/14/2045 | 1,400,000 | 1,495,682 | ||||||
4.45%, 05/14/2046 | 425,000 | 440,499 | ||||||
4.88%, 11/14/2048 | 5,331,000 | 5,885,021 | ||||||
Adani Ports & Special Economic Zone Ltd. | ||||||||
3.38%, 07/24/2024(3) | 5,505,000 | 5,535,498 | ||||||
Aetna, Inc. | ||||||||
6.75%, 12/15/2037 | 341,000 | 453,333 | ||||||
4.50%, 05/15/2042 | 4,205,000 | 4,453,587 | ||||||
4.75%, 03/15/2044 | 1,800,000 | 1,962,213 | ||||||
Ahold Finance USA LLC | ||||||||
6.88%, 05/01/2029 | 3,280,000 | 4,315,376 | ||||||
Alcon Finance Corp. | ||||||||
3.80%, 09/23/2049(3) | 2,700,000 | 2,833,492 | ||||||
Allergan Finance LLC | ||||||||
3.25%, 10/01/2022 | 4,000,000 | 4,086,640 | ||||||
Allergan Funding SCS | ||||||||
3.45%, 03/15/2022 | 1,238,000 | 1,268,827 | ||||||
3.85%, 06/15/2024 | 1,198,000 | 1,264,198 | ||||||
3.80%, 03/15/2025 | 3,000,000 | 3,141,750 | ||||||
4.55%, 03/15/2035 | 6,025,000 | 6,400,104 | ||||||
Allergan Sales LLC | ||||||||
5.00%, 12/15/2021(3) | 3,500,000 | 3,676,920 | ||||||
Allergan, Inc. | ||||||||
2.80%, 03/15/2023 | 971,000 | 980,002 | ||||||
Altria Group, Inc. | ||||||||
5.95%, 02/14/2049 | 951,000 | 1,118,760 |
AmerisourceBergen Corp. | ||||||||
4.30%, 12/15/2047 | 1,080,000 | 1,103,922 | ||||||
Amgen, Inc. | ||||||||
2.70%, 05/01/2022 | 5,600,000 | 5,682,965 | ||||||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.70%, 02/01/2036 | 12,132,000 | 14,031,161 | ||||||
4.90%, 02/01/2046 | 8,323,000 | 9,901,022 | ||||||
Anheuser-Busch InBev Finance, Inc. | ||||||||
4.63%, 02/01/2044 | 455,000 | 519,415 | ||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.75%, 01/23/2029 | 2,345,000 | 2,730,768 | ||||||
4.38%, 04/15/2038 | 2,240,000 | 2,508,353 | ||||||
5.45%, 01/23/2039 | 1,200,000 | 1,518,224 | ||||||
4.95%, 01/15/2042 | 2,735,000 | 3,227,222 | ||||||
4.60%, 04/15/2048 | 2,949,000 | 3,399,452 | ||||||
4.44%, 10/06/2048 | 590,000 | 666,186 | ||||||
4.75%, 04/15/2058 | 1,345,000 | 1,566,127 | ||||||
Anthem, Inc. | ||||||||
3.13%, 05/15/2022 | 484,000 | 495,113 | ||||||
3.30%, 01/15/2023 | 271,000 | 279,768 | ||||||
3.50%, 08/15/2024 | 694,000 | 727,446 | ||||||
4.10%, 03/01/2028 | 920,000 | 993,868 | ||||||
4.63%, 05/15/2042 | 400,000 | 443,338 | ||||||
4.65%, 01/15/2043 | 391,000 | 432,526 | ||||||
5.10%, 01/15/2044 | 1,690,000 | 1,970,052 | ||||||
4.65%, 08/15/2044 | 395,000 | 439,716 | ||||||
4.38%, 12/01/2047 | 4,500,000 | 4,860,831 | ||||||
AstraZeneca Plc | ||||||||
6.45%, 09/15/2037 | 500,000 | 706,385 | ||||||
BAT Capital Corp. | ||||||||
3.22%, 08/15/2024 | 7,145,000 | 7,231,361 | ||||||
4.39%, 08/15/2037 | 822,000 | 798,062 | ||||||
Baxalta, Inc. | ||||||||
3.60%, 06/23/2022 | 110,000 | 112,906 | ||||||
5.25%, 06/23/2045 | 50,000 | 64,691 |
Bayer US Finance II LLC | ||||||||
2.74% (3 Month LIBOR USD + 0.63%), 06/25/2021(2)(3) | 4,135,000 | 4,130,249 | ||||||
3.50%, 06/25/2021(3) | 1,650,000 | 1,682,991 | ||||||
Baylor Scott & White Holdings | ||||||||
4.19%, 11/15/2045 | 1,800,000 | 2,122,454 | ||||||
3.97%, 11/15/2046 | 3,700,000 | 4,214,786 | ||||||
Becton Dickinson & Co. | ||||||||
3.73%, 12/15/2024 | 1,972,000 | 2,086,837 | ||||||
Boston Scientific Corp. | ||||||||
3.75%, 03/01/2026 | 765,000 | 817,938 | ||||||
4.00%, 03/01/2029 | 2,545,000 | 2,813,665 | ||||||
4.55%, 03/01/2039 | 725,000 | 855,967 | ||||||
Bristol-Myers Squibb Co. | ||||||||
3.20%, 06/15/2026(3) | 2,246,000 | 2,354,772 | ||||||
3.40%, 07/26/2029(3) | 2,468,000 | 2,638,825 | ||||||
4.13%, 06/15/2039(3) | 4,066,000 | 4,610,416 | ||||||
Bunge Ltd. Finance Corp. | ||||||||
3.50%, 11/24/2020 | 283,000 | 286,056 | ||||||
Campbell Soup Co. | ||||||||
3.95%, 03/15/2025 | 1,360,000 | 1,441,893 | ||||||
Cardinal Health, Inc. | ||||||||
4.63%, 12/15/2020 | 1,805,000 | 1,852,583 | ||||||
Cargill, Inc. | ||||||||
3.30%, 03/01/2022(3) | 800,000 | 818,375 | ||||||
3.25%, 03/01/2023(3) | 345,000 | 357,750 | ||||||
Celgene Corp. | ||||||||
3.25%, 02/20/2023 | 2,000,000 | 2,070,552 | ||||||
5.70%, 10/15/2040 | 302,000 | 395,210 | ||||||
4.63%, 05/15/2044 | 2,640,000 | 3,137,872 | ||||||
4.35%, 11/15/2047 | 7,950,000 | 9,214,969 | ||||||
4.55%, 02/20/2048 | 1,770,000 | 2,111,776 |
Cigna Corp. | ||||||||
3.40%, 09/17/2021 | 9,818,000 | 10,040,685 | ||||||
4.38%, 10/15/2028 | 30,325,000 | 33,244,326 | ||||||
4.90%, 12/15/2048 | 2,887,000 | 3,302,237 | ||||||
Cigna Holding Co. | ||||||||
3.25%, 04/15/2025 | 970,000 | 999,432 | ||||||
Coca-Cola Femsa SAB de CV | ||||||||
3.88%, 11/26/2023 | 550,000 | 581,241 | ||||||
Conagra Brands, Inc. | ||||||||
4.95%, 08/15/2020 | 40,000 | 40,826 | ||||||
9.75%, 03/01/2021 | 1,750,000 | 1,907,118 | ||||||
4.60%, 11/01/2025 | 685,000 | 753,402 | ||||||
7.00%, 10/01/2028 | 3,250,000 | 4,108,554 | ||||||
5.30%, 11/01/2038 | 1,530,000 | 1,782,101 | ||||||
5.40%, 11/01/2048 | 2,311,000 | 2,743,506 | ||||||
Constellation Brands, Inc. | ||||||||
4.40%, 11/15/2025 | 760,000 | 840,376 | ||||||
4.65%, 11/15/2028 | 4,780,000 | 5,442,542 | ||||||
5.25%, 11/15/2048 | 460,000 | 576,309 | ||||||
CVS Health Corp. | ||||||||
4.00%, 12/05/2023 | 6,401,000 | 6,764,597 | ||||||
4.30%, 03/25/2028 | 3,303,000 | 3,572,566 | ||||||
3.25%, 08/15/2029 | 8,499,000 | 8,545,526 | ||||||
4.88%, 07/20/2035 | 2,515,000 | 2,812,560 | ||||||
4.78%, 03/25/2038 | 4,305,000 | 4,745,840 | ||||||
5.30%, 12/05/2043 | 3,260,000 | 3,817,343 | ||||||
5.13%, 07/20/2045 | 4,430,000 | 5,047,964 | ||||||
5.05%, 03/25/2048 | 8,297,000 | 9,435,618 | ||||||
CVS Pass-Through Trust | ||||||||
7.51%, 01/10/2032(3) | 876,922 | 1,082,799 | ||||||
5.77%, 01/10/2033(3) | 789,718 | 901,831 | ||||||
5.93%, 01/10/2034(3) | 585,729 | 681,419 | ||||||
CVS Pass-Through Trust Series 2009 | ||||||||
8.35%, 07/10/2031(3) | 885,242 | 1,133,958 | ||||||
CVS Pass-Through Trust Series 2014 | ||||||||
4.16%, 08/11/2036(3) | 2,658,578 | 2,773,110 |
Diageo Investment Corp. | ||||||||
8.00%, 09/15/2022 | 516,000 | 600,695 | ||||||
DP World Plc | ||||||||
5.63%, 09/25/2048(3) | 2,698,000 | 3,116,190 | ||||||
4.70%, 09/30/2049(3) | 1,781,000 | 1,770,385 | ||||||
Eli Lilly & Co. | ||||||||
4.15%, 03/15/2059 | 400,000 | 471,044 | ||||||
ERAC USA Finance LLC | ||||||||
4.50%, 08/16/2021(3) | 400,000 | 416,287 | ||||||
6.70%, 06/01/2034(3) | 508,000 | 693,808 | ||||||
5.63%, 03/15/2042(3) | 357,000 | 452,608 | ||||||
4.50%, 02/15/2045(3) | 300,000 | 334,616 | ||||||
Express Scripts Holding Co. | ||||||||
4.75%, 11/15/2021 | 4,000,000 | 4,203,559 | ||||||
3.05%, 11/30/2022 | 9,105,000 | 9,302,204 | ||||||
4.50%, 02/25/2026 | 755,000 | 825,288 | ||||||
4.80%, 07/15/2046 | 218,000 | 244,196 | ||||||
Fomento Economico Mexicano SAB de CV | ||||||||
4.38%, 05/10/2043 | 526,000 | 597,614 | ||||||
General Mills, Inc. | ||||||||
4.00%, 04/17/2025 | 925,000 | 996,816 | ||||||
4.20%, 04/17/2028 | 585,000 | 652,336 | ||||||
4.55%, 04/17/2038 | 3,250,000 | 3,719,951 | ||||||
Gilead Sciences, Inc. | ||||||||
4.60%, 09/01/2035 | 4,558,000 | 5,406,447 | ||||||
4.00%, 09/01/2036 | 313,000 | 350,262 | ||||||
Global Payments Inc. | ||||||||
4.15%, 08/15/2049 | 1,800,000 | 1,887,378 | ||||||
Grupo Bimbo SAB de CV | ||||||||
3.88%, 06/27/2024(3) | 5,000,000 | 5,191,270 | ||||||
4.70%, 11/10/2047(3) | 4,500,000 | 4,759,650 | ||||||
HCA, Inc. | ||||||||
5.25%, 06/15/2026 | 2,000,000 | 2,227,394 | ||||||
5.13%, 06/15/2039 | 1,315,000 | 1,438,123 | ||||||
5.25%, 06/15/2049 | 3,661,000 | 4,019,668 |
Highmark, Inc. | ||||||||
4.75%, 05/15/2021(3) | 3,322,000 | 3,410,750 | ||||||
JM Smucker Co. | ||||||||
3.00%, 03/15/2022 | 4,750,000 | 4,822,714 | ||||||
Johnson & Johnson | ||||||||
4.38%, 12/05/2033 | 1,070,000 | 1,277,234 | ||||||
3.40%, 01/15/2038 | 1,852,000 | 2,003,216 | ||||||
Kellogg Co. | ||||||||
3.40%, 11/15/2027 | 1,200,000 | 1,258,479 | ||||||
Keurig Dr Pepper, Inc. | ||||||||
4.06%, 05/25/2023 | 4,575,000 | 4,840,887 | ||||||
3.13%, 12/15/2023 | 925,000 | 954,224 | ||||||
4.42%, 05/25/2025 | 447,000 | 488,225 | ||||||
3.43%, 06/15/2027 | 1,802,000 | 1,865,473 | ||||||
4.99%, 05/25/2038 | 646,000 | 751,378 | ||||||
4.42%, 12/15/2046 | 3,850,000 | 4,132,454 | ||||||
Kimberly-Clark Corp. | ||||||||
2.40%, 03/01/2022 | 140,000 | 141,150 | ||||||
Kraft Heinz Foods Co. | ||||||||
2.80%, 07/02/2020 | 3,775,000 | 3,781,488 | ||||||
3.00%, 06/01/2026 | 3,625,000 | 3,586,624 | ||||||
3.75%, 04/01/2030(3) | 4,035,000 | 4,073,718 | ||||||
5.00%, 07/15/2035 | 4,415,000 | 4,709,828 | ||||||
5.00%, 06/04/2042 | 505,000 | 520,931 | ||||||
4.38%, 06/01/2046 | 5,760,000 | 5,468,380 | ||||||
Kroger Co. | ||||||||
5.40%, 07/15/2040 | 95,000 | 107,251 | ||||||
4.45%, 02/01/2047 | 1,010,000 | 1,042,557 | ||||||
Laboratory Corp. of America Holdings | ||||||||
4.63%, 11/15/2020 | 6,630,000 | 6,761,583 | ||||||
3.20%, 02/01/2022 | 1,127,000 | 1,149,925 | ||||||
Magellan Health, Inc. | ||||||||
4.90%, 09/22/2024 | 1,839,000 | 1,836,701 |
Mars, Inc. | ||||||||
3.95%, 04/01/2049(3) | 5,320,000 | 6,068,544 | ||||||
Massachusetts Institute of Technology | ||||||||
4.68%, 07/01/2114 | 1,645,000 | 2,318,374 | ||||||
3.89%, 07/01/2116 | 2,906,000 | 3,447,251 | ||||||
McCormick & Co., Inc. | ||||||||
3.15%, 08/15/2024 | 299,000 | 309,847 | ||||||
3.40%, 08/15/2027 | 594,000 | 622,786 | ||||||
Mead Johnson Nutrition Co. | ||||||||
4.13%, 11/15/2025 | 891,000 | 975,058 | ||||||
Medtronic, Inc. | ||||||||
3.50%, 03/15/2025 | 5,546,000 | 5,953,762 | ||||||
4.38%, 03/15/2035 | 662,000 | 797,053 | ||||||
Merck & Co., Inc. | ||||||||
3.70%, 02/10/2045 | 70,000 | 79,251 | ||||||
4.00%, 03/07/2049 | 3,797,000 | 4,516,649 | ||||||
Mondelez International Holdings Netherlands BV | ||||||||
2.25%, 09/19/2024(3) | 10,397,000 | 10,358,093 | ||||||
Mount Sinai Hospitals Group, Inc. | ||||||||
3.98%, 07/01/2048 | 999,000 | 1,107,967 | ||||||
Mylan NV | ||||||||
3.95%, 06/15/2026 | 532,000 | 550,527 | ||||||
Mylan, Inc. | ||||||||
3.13%, 01/15/2023(3) | 5,000,000 | 5,052,027 | ||||||
4.55%, 04/15/2028 | 700,000 | 745,669 | ||||||
5.20%, 04/15/2048 | 715,000 | 757,363 | ||||||
New York & Presbyterian Hospital | ||||||||
4.02%, 08/01/2045 | 125,000 | 145,537 | ||||||
Northwell Healthcare, Inc. | ||||||||
3.81%, 11/01/2049 | 2,475,000 | 2,590,437 | ||||||
Novartis Capital Corp. | ||||||||
3.00%, 11/20/2025 | 922,000 | 970,591 | ||||||
Orlando Health Obligated Group | ||||||||
4.09%, 10/01/2048 | 2,605,000 | 2,983,844 |
PayPal Holdings, Inc. | ||||||||
2.65%, 10/01/2026 | 2,559,000 | 2,570,073 | ||||||
PepsiCo, Inc. | ||||||||
4.60%, 07/17/2045 | 196,000 | 245,677 | ||||||
Pfizer, Inc. | ||||||||
5.80%, 08/12/2023 | 4,000,000 | 4,537,228 | ||||||
3.00%, 12/15/2026 | 1,125,000 | 1,185,588 | ||||||
Philip Morris International, Inc. | ||||||||
2.50%, 11/02/2022 | 1,300,000 | 1,313,591 | ||||||
President & Fellows of Harvard College | ||||||||
3.30%, 07/15/2056 | 5,599,000 | 6,136,488 | ||||||
Procter & Gamble - Esop | ||||||||
9.36%, 01/01/2021 | 52,515 | 55,219 | ||||||
Procter & Gamble Co. | ||||||||
2.70%, 02/02/2026 | 750,000 | 778,638 | ||||||
Providence St Joseph Health Obligated Group | ||||||||
2.75%, 10/01/2026 | 1,200,000 | 1,207,652 | ||||||
Quest Diagnostics, Inc. | ||||||||
3.50%, 03/30/2025 | 4,820,000 | 5,033,421 | ||||||
3.45%, 06/01/2026 | 223,000 | 234,650 | ||||||
Reckitt Benckiser Treasury Services Plc | ||||||||
2.38%, 06/24/2022(3) | 1,200,000 | 1,207,440 | ||||||
Reynolds American, Inc. | ||||||||
4.45%, 06/12/2025 | 5,000,000 | 5,334,311 | ||||||
5.70%, 08/15/2035 | 1,100,000 | 1,228,301 | ||||||
Shire Acquisitions Investments Ireland DAC | ||||||||
2.40%, 09/23/2021 | 13,135,000 | 13,195,895 | ||||||
2.88%, 09/23/2023 | 668,000 | 681,407 | ||||||
3.20%, 09/23/2026 | 3,626,000 | 3,741,978 | ||||||
Smithfield Foods, Inc. | ||||||||
3.35%, 02/01/2022(3) | 14,000,000 | 14,042,152 | ||||||
Sysco Corp. | ||||||||
3.55%, 03/15/2025 | 345,000 | 366,086 | ||||||
3.75%, 10/01/2025 | 277,000 | 297,391 | ||||||
3.25%, 07/15/2027 | 1,350,000 | 1,414,655 | ||||||
4.45%, 03/15/2048 | 200,000 | 234,047 |
Texas Health Resources | ||||||||
4.33%, 11/15/2055 | 1,000,000 | 1,254,866 | ||||||
Thermo Fisher Scientific, Inc. | ||||||||
3.00%, 04/15/2023 | 227,000 | 233,618 | ||||||
2.95%, 09/19/2026 | 476,000 | 490,376 | ||||||
Tyson Foods, Inc. | ||||||||
2.25%, 08/23/2021 | 3,600,000 | 3,604,111 | ||||||
4.50%, 06/15/2022 | 2,485,000 | 2,628,992 | ||||||
3.95%, 08/15/2024 | 1,100,000 | 1,178,163 | ||||||
4.88%, 08/15/2034 | 400,000 | 471,978 | ||||||
Unilever Capital Corp. | ||||||||
3.38%, 03/22/2025 | 800,000 | 847,889 | ||||||
UnitedHealth Group, Inc. | ||||||||
3.10%, 03/15/2026 | 550,000 | 573,846 | ||||||
4.63%, 07/15/2035 | 427,000 | 517,527 | ||||||
3.50%, 08/15/2039 | 5,483,000 | 5,711,004 | ||||||
Verisk Analytics, Inc. | ||||||||
4.00%, 06/15/2025 | 7,000,000 | 7,536,604 | ||||||
Zimmer Biomet Holdings, Inc. | ||||||||
3.38%, 11/30/2021 | 3,650,000 | 3,724,630 | ||||||
3.70%, 03/19/2023 | 407,000 | 424,092 | ||||||
3.55%, 04/01/2025 | 6,000,000 | 6,300,169 | ||||||
Zoetis, Inc. | ||||||||
3.00%, 09/12/2027 | 4,685,000 | 4,808,097 | ||||||
|
| |||||||
599,923,006 | ||||||||
|
| |||||||
Diversified 0.03% | ||||||||
CK Hutchison International 16 Ltd. | ||||||||
1.88%, 10/03/2021(3) | 402,000 | 397,621 | ||||||
2.75%, 10/03/2026(3) | 600,000 | 600,231 | ||||||
CK Hutchison International 17 II Ltd. | ||||||||
2.75%, 03/29/2023(3) | 500,000 | 504,763 |
CK Hutchison International 17 Ltd. | ||||||||
2.88%, 04/05/2022(3) | 800,000 | 807,349 | ||||||
CVS Pass-Through Trust | ||||||||
4.70%, 01/10/2036(3) | 914,677 | 991,794 | ||||||
Hutchison Whampoa International 12 II Ltd. | ||||||||
3.25%, 11/08/2022(3) | 450,000 | 459,937 | ||||||
|
| |||||||
3,761,695 | ||||||||
|
| |||||||
Energy 3.28% | ||||||||
Abu Dhabi Crude Oil Pipeline LLC | ||||||||
4.60%, 11/02/2047(3) | 2,718,000 | 3,167,394 | ||||||
ANR Pipeline Co. | ||||||||
9.63%, 11/01/2021 | 337,000 | 384,676 | ||||||
Apache Corp. | ||||||||
3.25%, 04/15/2022 | 40,000 | 40,722 | ||||||
5.10%, 09/01/2040 | 600,000 | 598,258 | ||||||
4.75%, 04/15/2043 | 416,000 | 399,606 | ||||||
APT Pipelines Ltd. | ||||||||
4.20%, 03/23/2025(3) | 2,100,000 | 2,223,952 | ||||||
4.25%, 07/15/2027(3) | 1,098,000 | 1,180,830 | ||||||
Baker Hughes a GE Co. LLC | ||||||||
5.13%, 09/15/2040 | 600,000 | 687,637 | ||||||
Boardwalk Pipelines LP | ||||||||
4.80%, 05/03/2029 | 960,000 | 1,019,777 | ||||||
BP Capital Markets America, Inc. | ||||||||
3.25%, 05/06/2022 | 262,000 | 269,785 | ||||||
3.79%, 02/06/2024 | 9,145,000 | 9,730,681 | ||||||
3.22%, 04/14/2024 | 2,262,000 | 2,355,903 | ||||||
3.02%, 01/16/2027 | 1,052,000 | 1,087,866 | ||||||
BP Capital Markets Plc | ||||||||
3.81%, 02/10/2024 | 1,615,000 | 1,720,612 | ||||||
3.54%, 11/04/2024 | 700,000 | 743,289 | ||||||
3.51%, 03/17/2025 | 45,000 | 47,733 | ||||||
3.28%, 09/19/2027 | 1,101,000 | 1,159,049 |
Buckeye Partners LP | ||||||||
4.88%, 02/01/2021 | 704,000 | 714,347 | ||||||
3.95%, 12/01/2026 | 112,000 | 98,627 | ||||||
5.85%, 11/15/2043 | 591,000 | 500,650 | ||||||
5.60%, 10/15/2044 | 2,000,000 | 1,612,668 | ||||||
Cameron International Corp. | ||||||||
3.60%, 04/30/2022 | 5,900,000 | 5,997,230 | ||||||
Canadian Natural Resources Ltd. | ||||||||
7.20%, 01/15/2032 | 41,000 | 54,950 | ||||||
6.45%, 06/30/2033 | 1,153,000 | 1,487,378 | ||||||
5.85%, 02/01/2035 | 200,000 | 243,258 | ||||||
6.50%, 02/15/2037 | 118,000 | 152,710 | ||||||
6.75%, 02/01/2039 | 206,000 | 275,759 | ||||||
Cenovus Energy, Inc. | ||||||||
5.25%, 06/15/2037 | 5,270,000 | 5,742,248 | ||||||
6.75%, 11/15/2039 | 1,168,000 | 1,428,717 | ||||||
5.40%, 06/15/2047 | 2,217,000 | 2,497,466 | ||||||
Chevron Corp. | ||||||||
2.36%, 12/05/2022 | 315,000 | 319,296 | ||||||
CNOOC Finance 2013 Ltd. | ||||||||
3.00%, 05/09/2023 | 2,000,000 | 2,031,092 | ||||||
2.88%, 09/30/2029 | 6,325,000 | 6,298,739 | ||||||
CNOOC Finance 2015 Australia Pty Ltd. | ||||||||
2.63%, 05/05/2020 | 1,583,000 | 1,584,567 | ||||||
Columbia Pipeline Group, Inc. | ||||||||
5.80%, 06/01/2045 | 2,700,000 | 3,423,150 | ||||||
ConocoPhillips Co. | ||||||||
4.95%, 03/15/2026 | 598,000 | 689,529 | ||||||
Continental Resources, Inc./OK | ||||||||
4.90%, 06/01/2044 | 2,336,000 | 2,363,710 | ||||||
Ecopetrol SA | ||||||||
5.88%, 09/18/2023 | 395,000 | 439,833 | ||||||
4.13%, 01/16/2025 | 383,000 | 404,199 | ||||||
5.38%, 06/26/2026 | 537,000 | 602,836 | ||||||
Enable Midstream Partners LP | ||||||||
4.40%, 03/15/2027 | 900,000 | 903,062 | ||||||
4.95%, 05/15/2028 | 615,000 | 638,859 |
Enbridge Energy Partners LP | ||||||||
4.38%, 10/15/2020 | 6,575,000 | 6,712,538 | ||||||
7.50%, 04/15/2038 | 1,000,000 | 1,428,734 | ||||||
Enbridge, Inc. | ||||||||
3.70%, 07/15/2027 | 538,000 | 568,532 | ||||||
4.50%, 06/10/2044 | 500,000 | 548,526 | ||||||
6.25% (3 Month LIBOR USD + 3.64%), 03/01/2078(2) | 950,000 | 1,006,891 | ||||||
Encana Corp. | ||||||||
8.13%, 09/15/2030 | 400,000 | 518,060 | ||||||
7.20%, 11/01/2031 | 500,000 | 636,647 | ||||||
7.38%, 11/01/2031 | 274,000 | 346,116 | ||||||
6.50%, 08/15/2034 | 268,000 | 326,736 | ||||||
Energy Transfer Operating LP | ||||||||
4.75%, 01/15/2026 | 497,000 | 538,819 | ||||||
7.50%, 07/01/2038 | 1,500,000 | 1,926,646 | ||||||
6.05%, 06/01/2041 | 500,000 | 571,598 | ||||||
6.50%, 02/01/2042 | 1,240,000 | 1,487,045 | ||||||
6.25%, 04/15/2049 | 3,244,000 | 3,938,730 | ||||||
Energy Transfer Partners LP / Regency Energy Finance Corp. | ||||||||
5.88%, 03/01/2022 | 5,000,000 | 5,348,695 | ||||||
5.00%, 10/01/2022 | 3,300,000 | 3,501,395 | ||||||
ENI SpA | ||||||||
4.25%, 05/09/2029(3) | 2,825,000 | 3,088,937 | ||||||
5.70%, 10/01/2040(3) | 557,000 | 686,389 | ||||||
ENI USA, Inc. | ||||||||
7.30%, 11/15/2027 | 400,000 | 515,677 | ||||||
EnLink Midstream Partners LP | ||||||||
4.15%, 06/01/2025 | 1,000,000 | 927,500 | ||||||
Enterprise Products Operating LLC | ||||||||
3.90%, 02/15/2024 | 3,400,000 | 3,617,014 | ||||||
3.75%, 02/15/2025 | 515,000 | 547,929 | ||||||
3.70%, 02/15/2026 | 304,000 | 323,170 | ||||||
5.75%, 03/01/2035 | 1,075,000 | 1,285,567 |
5.95%, 02/01/2041 | 201,000 | 256,446 | ||||||
4.85%, 08/15/2042 | 4,000,000 | 4,592,717 | ||||||
5.10%, 02/15/2045 | 2,145,000 | 2,526,885 | ||||||
4.20%, 01/31/2050 | 1,335,000 | 1,427,507 | ||||||
4.95%, 10/15/2054 | 177,000 | 206,035 | ||||||
EOG Resources, Inc. | ||||||||
2.63%, 03/15/2023 | 249,000 | 253,819 | ||||||
EQM Midstream Partners LP | ||||||||
4.75%, 07/15/2023 | 5,000,000 | 5,018,827 | ||||||
4.00%, 08/01/2024 | 3,500,000 | 3,392,632 | ||||||
EQT Corp. | ||||||||
3.90%, 10/01/2027 | 805,000 | 697,939 | ||||||
Equinor ASA | ||||||||
3.15%, 01/23/2022 | 237,000 | 243,382 | ||||||
2.45%, 01/17/2023 | 280,000 | 284,351 | ||||||
2.65%, 01/15/2024 | 663,000 | 681,021 | ||||||
3.25%, 11/10/2024 | 508,000 | 537,903 | ||||||
Exxon Mobil Corp. | ||||||||
3.00%, 08/16/2039 | 2,035,000 | 2,042,344 | ||||||
3.10%, 08/16/2049 | 5,544,000 | 5,579,563 | ||||||
Gazprom OAO Via Gaz Capital SA | ||||||||
6.51%, 03/07/2022(3) | 1,140,000 | 1,239,089 | ||||||
4.95%, 07/19/2022(3) | 610,000 | 645,075 | ||||||
Halliburton Co. | ||||||||
3.25%, 11/15/2021 | 12,079,000 | 12,324,209 | ||||||
4.85%, 11/15/2035 | 200,000 | 222,000 | ||||||
7.45%, 09/15/2039 | 521,000 | 742,429 | ||||||
7.60%, 08/15/2096(3) | 258,000 | 367,469 | ||||||
Helmerich & Payne, Inc. | ||||||||
4.65%, 03/15/2025 | 4,710,000 | 5,090,979 | ||||||
Hess Corp. | ||||||||
7.88%, 10/01/2029 | 1,909,000 | 2,412,271 | ||||||
7.13%, 03/15/2033 | 2,898,000 | 3,617,691 |
Husky Energy, Inc. | ||||||||
6.80%, 09/15/2037 | 2,100,000 | 2,731,410 | ||||||
KazMunayGas National Co. JSC | ||||||||
4.75%, 04/24/2025(3) | 1,590,000 | 1,733,765 | ||||||
Kinder Morgan Energy Partners LP | ||||||||
5.00%, 10/01/2021 | 4,875,000 | 5,098,502 | ||||||
3.95%, 09/01/2022 | 3,075,000 | 3,201,154 | ||||||
4.30%, 05/01/2024 | 3,700,000 | 3,957,316 | ||||||
7.30%, 08/15/2033 | 1,650,000 | 2,205,385 | ||||||
6.95%, 01/15/2038 | 2,242,000 | 2,928,088 | ||||||
7.50%, 11/15/2040 | 483,000 | 658,059 | ||||||
Kinder Morgan, Inc. | ||||||||
4.30%, 03/01/2028 | 2,000,000 | 2,173,631 | ||||||
7.80%, 08/01/2031 | 4,600,000 | 6,244,144 | ||||||
5.20%, 03/01/2048 | 600,000 | 691,380 | ||||||
Magellan Midstream Partners LP | ||||||||
4.25%, 02/01/2021 | 502,000 | 514,794 | ||||||
3.20%, 03/15/2025 | 386,000 | 395,256 | ||||||
4.20%, 12/01/2042 | 417,000 | 417,095 | ||||||
5.15%, 10/15/2043 | 441,000 | 520,891 | ||||||
4.20%, 03/15/2045 | 5,725,000 | 5,883,313 | ||||||
4.20%, 10/03/2047 | 1,050,000 | 1,099,134 | ||||||
Marathon Oil Corp. | ||||||||
2.80%, 11/01/2022 | 700,000 | 704,369 | ||||||
Marathon Petroleum Corp. | ||||||||
3.40%, 12/15/2020 | 2,544,000 | 2,572,027 | ||||||
3.63%, 09/15/2024 | 1,241,000 | 1,298,654 | ||||||
4.50%, 04/01/2048 | 3,000,000 | 3,136,168 | ||||||
MPLX LP | ||||||||
4.88%, 12/01/2024 | 3,000,000 | 3,293,546 | ||||||
5.25%, 01/15/2025(3) | 5,103,000 | 5,386,212 | ||||||
4.13%, 03/01/2027 | 622,000 | 656,313 | ||||||
4.80%, 02/15/2029 | 1,393,000 | 1,539,293 | ||||||
4.50%, 04/15/2038 | 5,293,000 | 5,489,291 | ||||||
5.20%, 03/01/2047 | 1,573,000 | 1,738,667 | ||||||
5.50%, 02/15/2049 | 950,000 | 1,106,622 |
Newfield Exploration Co. | ||||||||
5.75%, 01/30/2022 | 1,320,000 | 1,409,926 | ||||||
5.38%, 01/01/2026 | 3,778,000 | 4,104,620 | ||||||
Nexen, Inc. | ||||||||
6.40%, 05/15/2037 | 4,408,000 | 6,184,611 | ||||||
Noble Energy, Inc. | ||||||||
3.25%, 10/15/2029 | 1,155,000 | 1,143,387 | ||||||
6.00%, 03/01/2041 | 2,153,000 | 2,600,704 | ||||||
5.25%, 11/15/2043 | 3,975,000 | 4,429,900 | ||||||
5.05%, 11/15/2044 | 3,740,000 | 4,082,185 | ||||||
Occidental Petroleum Corp. | ||||||||
4.85%, 03/15/2021 | 2,621,000 | 2,710,035 | ||||||
6.95%, 07/01/2024 | 127,000 | 149,001 | ||||||
5.55%, 03/15/2026 | 9,021,000 | 10,200,052 | ||||||
3.20%, 08/15/2026 | 3,000,000 | 3,022,187 | ||||||
7.15%, 05/15/2028 | 170,000 | 211,120 | ||||||
3.50%, 08/15/2029 | 3,156,000 | 3,204,421 | ||||||
7.50%, 05/01/2031 | 206,000 | 269,878 | ||||||
7.88%, 09/15/2031 | 900,000 | 1,215,796 | ||||||
6.45%, 09/15/2036 | 2,685,000 | 3,323,099 | ||||||
0.00%, 10/10/2036 | 4,000,000 | 1,978,666 | ||||||
4.30%, 08/15/2039 | 1,540,000 | 1,580,748 | ||||||
4.63%, 06/15/2045 | 158,000 | 163,221 | ||||||
4.20%, 03/15/2048 | 800,000 | 793,513 | ||||||
Oleoducto Central SA | ||||||||
4.00%, 05/07/2021(3) | 225,000 | 228,940 | ||||||
ONEOK Partners LP | ||||||||
3.38%, 10/01/2022 | 151,000 | 154,684 | ||||||
5.00%, 09/15/2023 | 3,923,000 | 4,247,280 | ||||||
6.65%, 10/01/2036 | 1,050,000 | 1,308,327 | ||||||
6.20%, 09/15/2043 | 2,500,000 | 3,093,980 | ||||||
ONEOK, Inc. | ||||||||
3.40%, 09/01/2029 | 925,000 | 915,450 | ||||||
4.95%, 07/13/2047 | 1,850,000 | 2,006,936 |
Pertamina Persero PT | ||||||||
6.50%, 11/07/2048(3) | 820,000 | 1,076,975 | ||||||
Petroleos Mexicanos | ||||||||
5.50%, 01/21/2021 | 5,220,000 | 5,376,652 | ||||||
6.88%, 08/04/2026 | 3,480,000 | 3,741,000 | ||||||
6.49%, 01/23/2027(3) | 4,816,339 | 5,020,552 | ||||||
6.50%, 03/13/2027 | 4,000,000 | 4,164,000 | ||||||
5.35%, 02/12/2028 | 847,000 | 809,419 | ||||||
6.50%, 01/23/2029 | 970,000 | 984,502 | ||||||
6.84%, 01/23/2030(3) | 371,621 | 384,330 | ||||||
6.63%, 06/15/2035 | 1,647,000 | 1,609,531 | ||||||
6.75%, 09/21/2047 | 10,531,000 | 10,107,654 | ||||||
6.35%, 02/12/2048 | 6,057,000 | 5,565,838 | ||||||
7.69%, 01/23/2050(3) | 5,444,667 | 5,677,699 | ||||||
Phillips 66 | ||||||||
4.30%, 04/01/2022 | 136,000 | 143,415 | ||||||
3.90%, 03/15/2028 | 710,000 | 765,557 | ||||||
5.88%, 05/01/2042 | 3,000,000 | 3,958,387 | ||||||
4.88%, 11/15/2044 | 70,000 | 83,454 | ||||||
Phillips 66 Partners LP | ||||||||
2.65%, 02/15/2020 | 3,650,000 | 3,650,027 | ||||||
3.61%, 02/15/2025 | 560,000 | 585,117 | ||||||
3.55%, 10/01/2026 | 190,000 | 195,969 | ||||||
3.15%, 12/15/2029 | 1,205,000 | 1,185,810 | ||||||
4.90%, 10/01/2046 | 412,000 | 462,955 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | ||||||||
3.60%, 11/01/2024 | 1,050,000 | 1,075,144 | ||||||
4.65%, 10/15/2025 | 19,520,000 | 20,884,424 | ||||||
3.55%, 12/15/2029 | 5,273,000 | 5,183,823 | ||||||
5.15%, 06/01/2042 | 1,540,000 | 1,564,757 | ||||||
4.70%, 06/15/2044 | 2,500,000 | 2,441,862 | ||||||
Reliance Holding USA, Inc. | ||||||||
5.40%, 02/14/2022(3) | 1,115,000 | 1,185,272 |
Rockies Express Pipeline LLC | ||||||||
5.63%, 04/15/2020(3) | 215,000 | 217,956 | ||||||
Sabal Trail Transmission LLC | ||||||||
4.68%, 05/01/2038(3) | 10,000,000 | 11,275,228 | ||||||
Sabine Pass Liquefaction LLC | ||||||||
5.88%, 06/30/2026 | 10,000,000 | 11,464,051 | ||||||
Saudi Arabian Oil Co. | ||||||||
2.88%, 04/16/2024(3) | 2,784,000 | 2,815,403 | ||||||
Schlumberger Holdings Corp. | ||||||||
3.75%, 05/01/2024(3) | 780,000 | 821,532 | ||||||
3.90%, 05/17/2028(3) | 852,000 | 902,005 | ||||||
Schlumberger Investment SA | ||||||||
3.30%, 09/14/2021(3) | 2,362,000 | 2,406,023 | ||||||
Shell International Finance BV | ||||||||
4.13%, 05/11/2035 | 1,244,000 | 1,434,049 | ||||||
Sinopec Group Overseas Development 2015 Ltd. | ||||||||
2.50%, 04/28/2020(3) | 8,000,000 | 8,004,939 | ||||||
Sinopec Group Overseas Development 2016 Ltd. | ||||||||
3.50%, 05/03/2026(3) | 2,000,000 | 2,089,062 | ||||||
Sinopec Group Overseas Development 2018 Ltd. | ||||||||
3.68%, 08/08/2049(3) | 4,318,000 | 4,620,966 | ||||||
Southern Natural Gas Co. LLC | ||||||||
8.00%, 03/01/2032 | 446,000 | 627,947 | ||||||
4.80%, 03/15/2047(3) | 428,000 | 474,162 | ||||||
Spectra Energy Partners LP | ||||||||
3.50%, 03/15/2025 | 787,000 | 818,604 | ||||||
5.95%, 09/25/2043 | 207,000 | 262,512 | ||||||
4.50%, 03/15/2045 | 3,000,000 | 3,264,859 | ||||||
Suncor Energy, Inc. | ||||||||
7.88%, 06/15/2026 | 543,000 | 693,945 | ||||||
5.95%, 12/01/2034 | 1,048,000 | 1,367,774 | ||||||
5.95%, 05/15/2035 | 350,000 | 447,937 | ||||||
6.80%, 05/15/2038 | 423,000 | 591,384 |
Sunoco Logistics Partners Operations LP | ||||||||
5.50%, 02/15/2020 | 410,000 | 414,227 | ||||||
4.95%, 01/15/2043 | 1,482,000 | 1,500,570 | ||||||
5.30%, 04/01/2044 | 200,000 | 210,592 | ||||||
5.35%, 05/15/2045 | 633,000 | 678,697 | ||||||
5.40%, 10/01/2047 | 1,500,000 | 1,636,435 | ||||||
TC PipeLines LP | ||||||||
4.38%, 03/13/2025 | 8,465,000 | 9,000,788 | ||||||
3.90%, 05/25/2027 | 5,457,000 | 5,690,388 | ||||||
Texas Eastern Transmission LP | ||||||||
2.80%, 10/15/2022(3) | 714,000 | 720,371 | ||||||
3.50%, 01/15/2028(3) | 450,000 | 468,029 | ||||||
Total Capital International SA | ||||||||
3.70%, 01/15/2024 | 350,000 | 373,296 | ||||||
3.75%, 04/10/2024 | 229,000 | 245,326 | ||||||
3.46%, 07/12/2049 | 1,905,000 | 2,016,207 | ||||||
TransCanada PipeLines Ltd. | ||||||||
4.88%, 01/15/2026 | 792,000 | 889,205 | ||||||
6.20%, 10/15/2037 | 573,000 | 741,622 | ||||||
4.75%, 05/15/2038 | 1,000,000 | 1,142,325 | ||||||
Valero Energy Corp. | ||||||||
4.35%, 06/01/2028 | 4,874,000 | 5,295,378 | ||||||
7.50%, 04/15/2032 | 250,000 | 340,678 | ||||||
6.63%, 06/15/2037 | 5,000,000 | 6,472,791 | ||||||
Williams Cos, Inc. | ||||||||
4.30%, 03/04/2024 | 2,500,000 | 2,659,013 | ||||||
3.90%, 01/15/2025 | 700,000 | 733,483 | ||||||
8.75%, 03/15/2032 | 8,778,000 | 12,656,895 | ||||||
6.30%, 04/15/2040 | 333,000 | 408,172 | ||||||
5.40%, 03/04/2044 | 2,750,000 | 3,083,154 | ||||||
5.75%, 06/24/2044 | 2,500,000 | 2,886,489 | ||||||
4.90%, 01/15/2045 | 7,000,000 | 7,401,841 | ||||||
4.85%, 03/01/2048 | 3,890,000 | 4,174,566 | ||||||
Woodside Finance Ltd. | ||||||||
3.65%, 03/05/2025(3) | 3,300,000 | 3,401,605 | ||||||
|
| |||||||
511,956,876 | ||||||||
|
|
Financials 12.15% | ||||||||
ABN AMRO Bank NV | ||||||||
2.45%, 06/04/2020(3) | 1,594,000 | 1,595,833 | ||||||
2.65%, 01/19/2021(3) | 1,000,000 | 1,004,430 | ||||||
4.75%, 07/28/2025(3) | 6,031,000 | 6,489,268 | ||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
4.50%, 05/15/2021 | 2,915,000 | 3,009,286 | ||||||
3.30%, 01/23/2023 | 701,000 | 714,891 | ||||||
3.50%, 01/15/2025 | 1,500,000 | 1,530,917 | ||||||
AIA Group Ltd. | ||||||||
3.20%, 03/11/2025(3) | 5,545,000 | 5,719,612 | ||||||
3.90%, 04/06/2028(3) | 1,000,000 | 1,086,527 | ||||||
3.60%, 04/09/2029(3) | 795,000 | 849,047 | ||||||
AIB Group Plc | ||||||||
4.75%, 10/12/2023(3) | 3,500,000 | 3,701,549 | ||||||
AIG Global Funding | ||||||||
1.95%, 10/18/2019(3) | 6,666,000 | 6,665,749 | ||||||
AIG SunAmerica Global Financing X | ||||||||
6.90%, 03/15/2032(3) | 955,000 | 1,321,981 | ||||||
Air Lease Corp. | ||||||||
3.25%, 03/01/2025 | 710,000 | 722,185 | ||||||
3.25%, 10/01/2029 | 3,950,000 | 3,885,933 | ||||||
Aircastle Ltd. | ||||||||
4.40%, 09/25/2023 | 1,480,000 | 1,555,655 | ||||||
4.25%, 06/15/2026 | 2,943,000 | 3,014,617 | ||||||
Alexandria Real Estate Equities, Inc. | ||||||||
3.80%, 04/15/2026 | 338,000 | 359,587 | ||||||
4.00%, 02/01/2050 | 1,451,000 | 1,581,610 | ||||||
American Express Co. | ||||||||
3.70%, 11/05/2021 | 14,490,000 | 14,960,736 | ||||||
4.20%, 11/06/2025 | 1,400,000 | 1,539,355 | ||||||
American Financial Group, Inc. | ||||||||
3.50%, 08/15/2026 | 1,435,000 | 1,474,140 |
American International Group, Inc. | ||||||||
3.38%, 08/15/2020 | 4,639,000 | 4,694,048 | ||||||
6.40%, 12/15/2020 | 5,100,000 | 5,360,600 | ||||||
4.13%, 02/15/2024 | 879,000 | 940,715 | ||||||
3.75%, 07/10/2025 | 444,000 | 468,936 | ||||||
3.90%, 04/01/2026 | 1,370,000 | 1,458,995 | ||||||
3.88%, 01/15/2035 | 376,000 | 394,851 | ||||||
4.50%, 07/16/2044 | 5,128,000 | 5,708,817 | ||||||
8.18% (3 Month LIBOR USD + 4.20%), 05/15/2058(2) | 107,000 | 141,583 | ||||||
American Tower Corp. | ||||||||
2.25%, 01/15/2022 | 600,000 | 600,678 | ||||||
3.50%, 01/31/2023 | 341,000 | 353,311 | ||||||
3.38%, 10/15/2026 | 506,000 | 526,835 | ||||||
3.70%, 10/15/2049 | 2,065,000 | 2,059,032 | ||||||
American Tower Trust #1 | ||||||||
3.07%, 03/15/2023(3) | 2,900,000 | 2,946,730 | ||||||
Ameriprise Financial, Inc. | ||||||||
2.88%, 09/15/2026 | 381,000 | 389,788 | ||||||
AmSouth Bancorp | ||||||||
6.75%, 11/01/2025 | 527,000 | 627,377 | ||||||
ANZ New Zealand Intl Ltd. | ||||||||
2.85%, 08/06/2020(3) | 250,000 | 251,751 | ||||||
3.45%, 01/21/2028(3) | 500,000 | 531,051 | ||||||
Aon Plc | ||||||||
4.00%, 11/27/2023 | 5,000,000 | 5,319,030 | ||||||
3.50%, 06/14/2024 | 815,000 | 859,789 | ||||||
ASB Bank Ltd. | ||||||||
3.13%, 05/23/2024(3) | 2,050,000 | 2,113,802 | ||||||
Assurant, Inc. | ||||||||
4.20%, 09/27/2023 | 1,210,000 | 1,265,731 | ||||||
Athene Global Funding | ||||||||
2.75%, 04/20/2020(3) | 1,407,000 | 1,411,894 | ||||||
4.00%, 01/25/2022(3) | 1,104,000 | 1,145,754 | ||||||
3.00%, 07/01/2022(3) | 800,000 | 814,106 |
Athene Holding Ltd. | ||||||||
4.13%, 01/12/2028 | 690,000 | 709,566 | ||||||
Australia & New Zealand Banking Group Ltd. | ||||||||
4.88%, 01/12/2021(3) | 296,000 | 306,507 | ||||||
4.50%, 03/19/2024(3) | 9,000,000 | 9,597,788 | ||||||
4.40%, 05/19/2026(3) | 226,000 | 242,091 | ||||||
AvalonBay Communities, Inc. | ||||||||
3.90%, 10/15/2046 | 214,000 | 240,968 | ||||||
Avolon Holdings Funding Ltd. | ||||||||
5.25%, 05/15/2024(3) | 1,220,000 | 1,306,254 | ||||||
4.38%, 05/01/2026(3) | 790,000 | 816,781 | ||||||
Banco del Estado de Chile | ||||||||
2.67%, 01/08/2021(3) | 8,788,000 | 8,788,088 | ||||||
Banco Santander SA | ||||||||
3.50%, 04/11/2022 | 5,000,000 | 5,131,618 | ||||||
3.13%, 02/23/2023 | 2,200,000 | 2,241,240 | ||||||
3.46% (3 Month LIBOR USD + 1.12%), 04/12/2023(2) | 1,000,000 | 1,000,920 | ||||||
3.85%, 04/12/2023 | 2,400,000 | 2,501,222 | ||||||
5.18%, 11/19/2025 | 1,500,000 | 1,655,134 | ||||||
Bangkok Bank PCL/Hong Kong | ||||||||
3.73% (5 Year CMT Index + 1.90%), 09/25/2034(2)(3) | 1,712,000 | 1,733,418 | ||||||
Bank of America Corp. | ||||||||
2.63%, 04/19/2021 | 6,205,000 | 6,262,521 | ||||||
2.37% (3 Month LIBOR USD + 0.66%), 07/21/2021(2) | 2,500,000 | 2,504,185 | ||||||
3.50% (3 Month LIBOR USD + 0.63%), 05/17/2022(2) | 24,477,000 | 24,961,809 | ||||||
2.50%, 10/21/2022 | 931,000 | 937,861 | ||||||
3.30%, 01/11/2023 | 3,800,000 | 3,928,496 | ||||||
3.12% (3 Month LIBOR USD + 1.16%), 01/20/2023(2) | 951,000 | 970,018 | ||||||
2.88% (3 Month LIBOR USD + 1.02%), 04/24/2023(2) | 1,640,000 | 1,664,691 | ||||||
3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023(2) | 10,960,000 | 11,193,558 | ||||||
3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024(2) | 1,985,000 | 2,064,316 | ||||||
4.00%, 04/01/2024 | 2,390,000 | 2,564,462 | ||||||
3.86% (3 Month LIBOR USD + 0.94%), 07/23/2024(2) | 4,717,000 | 4,967,936 | ||||||
4.20%, 08/26/2024 | 1,750,000 | 1,877,114 |
4.00%, 01/22/2025 | 7,336,000 | 7,792,746 | ||||||
3.95%, 04/21/2025 | 5,201,000 | 5,518,376 | ||||||
3.09% (3 Month LIBOR USD + 1.09%), 10/01/2025(2) | 5,055,000 | 5,206,770 | ||||||
3.37% (3 Month LIBOR USD + 0.81%), 01/23/2026(2) | 1,500,000 | 1,563,803 | ||||||
4.45%, 03/03/2026 | 7,140,000 | 7,781,786 | ||||||
4.25%, 10/22/2026 | 544,000 | 589,457 | ||||||
3.56% (3 Month LIBOR USD + 1.06%), 04/23/2027(2) | 13,393,000 | 14,138,549 | ||||||
3.25%, 10/21/2027 | 5,800,000 | 6,029,847 | ||||||
3.82% (3 Month LIBOR USD + 1.58%), 01/20/2028(2) | 6,750,000 | 7,253,989 | ||||||
3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028(2) | 4,500,000 | 4,792,694 | ||||||
3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028(2) | 7,800,000 | 8,246,221 | ||||||
3.42% (3 Month LIBOR USD + 1.04%), 12/20/2028(2) | 700,000 | 730,391 | ||||||
3.97% (3 Month LIBOR USD + 1.07%), 03/05/2029(2) | 3,900,000 | 4,246,602 | ||||||
4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(2) | 1,500,000 | 1,671,738 | ||||||
3.97% (3 Month LIBOR USD + 1.21%), 02/07/2030(2) | 7,610,000 | 8,331,081 | ||||||
6.11%, 01/29/2037 | 3,580,000 | 4,681,484 | ||||||
7.75%, 05/14/2038 | 137,000 | 208,415 | ||||||
4.08% (3 Month LIBOR USD + 1.32%), 04/23/2040(2) | 1,615,000 | 1,801,939 | ||||||
4.33% (3 Month LIBOR USD + 1.52%), 03/15/2050(2) | 1,615,000 | 1,908,067 | ||||||
Bank of Montreal | ||||||||
2.90%, 03/26/2022 | 12,696,000 | 12,943,152 | ||||||
2.35%, 09/11/2022 | 1,378,000 | 1,393,756 | ||||||
3.30%, 02/05/2024 | 1,200,000 | 1,248,831 | ||||||
3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032(2) | 7,167,000 | 7,433,111 | ||||||
Bank of New York Mellon Corp. | ||||||||
2.95%, 01/29/2023 | 1,000,000 | 1,026,704 | ||||||
2.66% (3 Month LIBOR USD + 0.63%), 05/16/2023(2) | 355,000 | 359,828 | ||||||
3.25%, 09/11/2024 | 650,000 | 682,045 | ||||||
3.00%, 02/24/2025 | 5,360,000 | 5,586,948 | ||||||
2.80%, 05/04/2026 | 305,000 | 313,243 | ||||||
Bank of New Zealand | ||||||||
3.50%, 02/20/2024(3) | 950,000 | 994,980 | ||||||
Banque Federative du Credit Mutuel SA | ||||||||
3.75%, 07/20/2023(3) | 1,650,000 | 1,736,527 |
Barclays Plc | ||||||||
3.68%, 01/10/2023 | 10,650,000 | 10,831,102 | ||||||
4.61% (3 Month LIBOR USD + 1.40%), 02/15/2023(2) | 2,300,000 | 2,389,401 | ||||||
4.34% (3 Month LIBOR USD + 1.36%), 05/16/2024(2) | 7,081,000 | 7,397,351 | ||||||
3.65%, 03/16/2025 | 2,522,000 | 2,581,015 | ||||||
5.20%, 05/12/2026 | 500,000 | 531,142 | ||||||
4.34%, 01/10/2028 | 2,360,000 | 2,479,974 | ||||||
4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(2) | 2,450,000 | 2,688,934 | ||||||
BB&T Corp. | ||||||||
4.80% (5 Year CMT Index + 3.00%)(2) | 5,630,000 | 5,629,944 | ||||||
3.20%, 09/03/2021 | 11,800,000 | 12,043,813 | ||||||
3.05%, 06/20/2022 | 12,938,000 | 13,248,512 | ||||||
2.50%, 08/01/2024 | 7,119,000 | 7,176,391 | ||||||
2.85%, 10/26/2024 | 1,000,000 | 1,026,413 | ||||||
Berkshire Hathaway Finance Corp. | ||||||||
4.40%, 05/15/2042 | 1,524,000 | 1,818,938 | ||||||
4.30%, 05/15/2043 | 322,000 | 379,653 | ||||||
Berkshire Hathaway, Inc. | ||||||||
3.13%, 03/15/2026 | 8,130,000 | 8,589,939 | ||||||
BlackRock, Inc. | ||||||||
3.50%, 03/18/2024 | 405,000 | 432,511 | ||||||
Blackstone Holdings Finance Co. LLC | ||||||||
4.45%, 07/15/2045(3) | 170,000 | 190,330 | ||||||
BNP Paribas SA | ||||||||
3.50%, 03/01/2023(3) | 430,000 | 443,856 | ||||||
3.25%, 03/03/2023 | 1,390,000 | 1,445,969 | ||||||
3.80%, 01/10/2024(3) | 1,600,000 | 1,680,614 | ||||||
3.38%, 01/09/2025(3) | 10,725,000 | 11,091,402 | ||||||
4.40%, 08/14/2028(3) | 725,000 | 800,461 | ||||||
BNZ International Funding Ltd. | ||||||||
2.10%, 09/14/2021(3) | 400,000 | 398,860 | ||||||
2.65%, 11/03/2022(3) | 10,091,000 | 10,198,664 | ||||||
3.38%, 03/01/2023(3) | 6,000,000 | 6,200,365 |
BOC Aviation Ltd. | ||||||||
2.38%, 09/15/2021(3) | 3,550,000 | 3,518,774 | ||||||
2.75%, 09/18/2022(3) | 780,000 | 779,840 | ||||||
Boston Properties LP | ||||||||
3.13%, 09/01/2023 | 300,000 | 309,645 | ||||||
3.20%, 01/15/2025 | 1,139,000 | 1,181,554 | ||||||
3.65%, 02/01/2026 | 557,000 | 589,546 | ||||||
2.90%, 03/15/2030 | 5,483,000 | 5,456,279 | ||||||
BPCE SA | ||||||||
2.75%, 01/11/2023(3) | 1,000,000 | 1,016,486 | ||||||
5.70%, 10/22/2023(3) | 3,645,000 | 4,011,949 | ||||||
4.63%, 07/11/2024(3) | 1,300,000 | 1,385,518 | ||||||
5.15%, 07/21/2024(3) | 4,800,000 | 5,256,580 | ||||||
3.38%, 12/02/2026 | 500,000 | 522,008 | ||||||
3.25%, 01/11/2028(3) | 7,815,000 | 8,161,993 | ||||||
Brixmor Operating Partnership LP | ||||||||
3.85%, 02/01/2025 | 1,100,000 | 1,150,417 | ||||||
Brookfield Finance, Inc. | ||||||||
3.90%, 01/25/2028 | 770,000 | 808,384 | ||||||
4.85%, 03/29/2029 | 1,905,000 | 2,156,467 | ||||||
4.70%, 09/20/2047 | 769,000 | 843,447 | ||||||
Capital One Bank USA N.A. | ||||||||
3.38%, 02/15/2023 | 6,000,000 | 6,183,350 | ||||||
Capital One Financial Corp. | ||||||||
3.45%, 04/30/2021 | 9,525,000 | 9,697,206 | ||||||
3.90%, 01/29/2024 | 14,915,000 | 15,759,280 | ||||||
3.75%, 04/24/2024 | 824,000 | 866,372 | ||||||
3.20%, 02/05/2025 | 726,000 | 746,585 | ||||||
4.20%, 10/29/2025 | 400,000 | 426,302 | ||||||
3.75%, 07/28/2026 | 960,000 | 998,436 | ||||||
Capital One N.A. | ||||||||
2.95%, 07/23/2021 | 4,120,000 | 4,173,724 | ||||||
2.25%, 09/13/2021 | 7,005,000 | 7,011,415 | ||||||
Charles Schwab Corp. | ||||||||
3.23%, 09/01/2022 | 165,000 | 170,126 | ||||||
3.20%, 03/02/2027 | 1,700,000 | 1,776,684 |
Chubb INA Holdings, Inc. | ||||||||
3.15%, 03/15/2025 | 934,000 | 980,581 | ||||||
3.35%, 05/03/2026 | 250,000 | 267,041 | ||||||
Citigroup, Inc. | ||||||||
2.40%, 02/18/2020 | 2,000,000 | 2,001,752 | ||||||
2.35%, 08/02/2021 | 269,000 | 270,232 | ||||||
2.75%, 04/25/2022 | 13,420,000 | 13,620,198 | ||||||
3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023(2) | 1,111,000 | 1,131,589 | ||||||
2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(2) | 15,799,000 | 16,013,926 | ||||||
4.40%, 06/10/2025 | 12,181,000 | 13,096,850 | ||||||
3.70%, 01/12/2026 | 10,750,000 | 11,399,122 | ||||||
3.40%, 05/01/2026 | 1,000,000 | 1,045,323 | ||||||
3.20%, 10/21/2026 | 905,000 | 934,303 | ||||||
4.30%, 11/20/2026 | 5,442,000 | 5,855,707 | ||||||
4.45%, 09/29/2027 | 15,614,000 | 17,035,498 | ||||||
3.89% (3 Month LIBOR USD + 1.56%), 01/10/2028(2) | 4,100,000 | 4,387,555 | ||||||
6.63%, 01/15/2028 | 387,000 | 485,744 | ||||||
3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028(2) | 3,300,000 | 3,492,809 | ||||||
3.52% (3 Month LIBOR USD + 1.15%), 10/27/2028(2) | 7,000,000 | 7,332,858 | ||||||
3.88% (3 Month LIBOR USD + 1.17%), 01/24/2039(2) | 500,000 | 546,685 | ||||||
8.13%, 07/15/2039 | 164,000 | 267,914 | ||||||
4.75%, 05/18/2046 | 1,200,000 | 1,398,464 | ||||||
4.65%, 07/23/2048 | 1,712,000 | 2,095,235 | ||||||
Citizens Bank N.A./Providence RI | ||||||||
2.45%, 12/04/2019 | 8,000,000 | 8,000,762 | ||||||
3.70%, 03/29/2023 | 1,370,000 | 1,436,347 | ||||||
Citizens Financial Group, Inc. | ||||||||
2.38%, 07/28/2021 | 188,000 | 188,475 | ||||||
4.30%, 12/03/2025 | 343,000 | 366,802 | ||||||
CME Group, Inc. | ||||||||
5.30%, 09/15/2043 | 115,000 | 155,739 |
CNA Financial Corp. | ||||||||
7.25%, 11/15/2023 | 7,470,000 | 8,778,223 | ||||||
3.95%, 05/15/2024 | 303,000 | 325,210 | ||||||
3.45%, 08/15/2027 | 820,000 | 850,123 | ||||||
Comerica Bank | ||||||||
2.50%, 06/02/2020 | 8,000,000 | 8,021,082 | ||||||
Comerica, Inc. | ||||||||
4.00%, 02/01/2029 | 1,900,000 | 2,091,371 | ||||||
Commonwealth Bank of Australia | ||||||||
2.00%, 09/06/2021(3) | 450,000 | 449,589 | ||||||
2.50%, 09/18/2022(3) | 800,000 | 809,159 | ||||||
3.45%, 03/16/2023(3) | 1,300,000 | 1,357,945 | ||||||
4.50%, 12/09/2025(3) | 778,000 | 840,186 | ||||||
2.85%, 05/18/2026(3) | 1,300,000 | 1,337,079 | ||||||
3.74%, 09/12/2039(3) | 6,585,000 | 6,538,694 | ||||||
Compass Bank | ||||||||
3.88%, 04/10/2025 | 7,840,000 | 8,164,934 | ||||||
Cooperatieve Rabobank UA | ||||||||
3.88%, 02/08/2022 | 5,323,000 | 5,547,695 | ||||||
3.88%, 09/26/2023(3) | 1,400,000 | 1,483,508 | ||||||
4.63%, 12/01/2023 | 6,069,000 | 6,525,363 | ||||||
4.38%, 08/04/2025 | 570,000 | 615,304 | ||||||
3.75%, 07/21/2026 | 688,000 | 713,850 | ||||||
5.80%, 09/30/2110(3) | 361,000 | 549,323 | ||||||
Credit Agricole SA | ||||||||
3.75%, 04/24/2023(3) | 575,000 | 601,001 | ||||||
4.38%, 03/17/2025(3) | 305,000 | 323,489 | ||||||
4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(2)(3) | 5,000,000 | 5,172,048 | ||||||
Credit Suisse AG | ||||||||
3.63%, 09/09/2024 | 560,000 | 592,545 | ||||||
Credit Suisse Group AG | ||||||||
3.57%, 01/09/2023(3) | 3,216,000 | 3,288,624 | ||||||
2.59% (Secured Overnight Financing Rate + 1.56%), 09/11/2025(2)(3) | 1,450,000 | 1,436,356 | ||||||
4.28%, 01/09/2028(3) | 3,973,000 | 4,272,196 | ||||||
3.87% (3 Month LIBOR USD + 1.41%), 01/12/2029(2)(3) | 2,499,000 | 2,632,139 |
Credit Suisse Group Funding Guernsey Ltd. | ||||||||
2.75%, 03/26/2020 | 541,000 | 542,447 | ||||||
3.80%, 06/09/2023 | 8,500,000 | 8,875,720 | ||||||
3.75%, 03/26/2025 | 1,900,000 | 1,996,611 | ||||||
4.55%, 04/17/2026 | 1,500,000 | 1,651,713 | ||||||
Crown Castle International Corp. | ||||||||
4.88%, 04/15/2022 | 1,112,000 | 1,182,168 | ||||||
5.25%, 01/15/2023 | 400,000 | 436,439 | ||||||
4.00%, 03/01/2027 | 261,000 | 281,728 | ||||||
Dai-ichi Life Insurance Co. Ltd. | ||||||||
4.00% (3 Month LIBOR USD + 3.66%), 01/24/2168(2)(3) | 1,179,000 | 1,220,265 | ||||||
Daiwa Securities Group, Inc. | ||||||||
3.13%, 04/19/2022(3) | 854,000 | 867,634 | ||||||
Danske Bank | ||||||||
2.00%, 09/08/2021(3) | 558,000 | 554,178 | ||||||
2.70%, 03/02/2022(3) | 542,000 | 544,345 | ||||||
Deutsche Bank AG | ||||||||
3.15%, 01/22/2021 | 5,000,000 | 4,988,700 | ||||||
4.25%, 10/14/2021 | 4,165,000 | 4,225,089 | ||||||
3.30%, 11/16/2022 | 3,000,000 | 2,982,075 | ||||||
3.70%, 05/30/2024 | 850,000 | 851,402 | ||||||
3.70%, 05/30/2024 | 2,063,000 | 2,066,403 | ||||||
Dexia Credit Local SA | ||||||||
3.25%, 09/26/2023(3) | 500,000 | 525,676 | ||||||
Digital Realty Trust LP | ||||||||
3.70%, 08/15/2027 | 462,000 | 484,894 | ||||||
3.60%, 07/01/2029 | 6,144,000 | 6,394,860 | ||||||
Discover Bank | ||||||||
3.10%, 06/04/2020 | 8,000,000 | 8,043,253 | ||||||
3.35%, 02/06/2023 | 2,000,000 | 2,061,764 | ||||||
4.20%, 08/08/2023 | 7,156,000 | 7,607,046 | ||||||
3.45%, 07/27/2026 | 1,951,000 | 2,012,131 | ||||||
4.65%, 09/13/2028 | 4,000,000 | 4,456,032 | ||||||
Discover Financial Services | ||||||||
3.75%, 03/04/2025 | 2,920,000 | 3,054,900 |
Duke Realty LP | ||||||||
3.63%, 04/15/2023 | 7,744,000 | 8,057,699 | ||||||
3.25%, 06/30/2026 | 203,000 | 210,137 | ||||||
Fifth Third Bancorp | ||||||||
2.88%, 07/27/2020 | 2,000,000 | 2,012,437 | ||||||
3.65%, 01/25/2024 | 1,420,000 | 1,496,994 | ||||||
3.95%, 03/14/2028 | 1,000,000 | 1,094,777 | ||||||
First Tennessee Bank N.A. | ||||||||
2.95%, 12/01/2019 | 5,000,000 | 5,001,592 | ||||||
FMR LLC | ||||||||
4.95%, 02/01/2033(3) | 250,000 | 308,334 | ||||||
6.45%, 11/15/2039(3) | 258,000 | 367,138 | ||||||
GAIF Bond Issuer Pty Ltd. | ||||||||
3.40%, 09/30/2026(3) | 1,000,000 | 1,018,233 | ||||||
GE Capital International Funding Co. Unlimited Co. | ||||||||
2.34%, 11/15/2020 | 5,186,000 | 5,173,376 | ||||||
4.42%, 11/15/2035 | 10,933,000 | 11,467,744 | ||||||
Globe Life, Inc. | ||||||||
4.55%, 09/15/2028 | 4,145,000 | 4,637,554 | ||||||
Goldman Sachs Capital I | ||||||||
6.35%, 02/15/2034 | 127,000 | 162,970 | ||||||
Goldman Sachs Group, Inc. | ||||||||
2.55%, 10/23/2019 | 1,000,000 | 1,000,121 | ||||||
5.38%, 03/15/2020 | 2,985,000 | 3,027,921 | ||||||
2.60%, 04/23/2020 | 5,030,000 | 5,039,334 | ||||||
2.35%, 11/15/2021 | 2,657,000 | 2,659,731 | ||||||
5.75%, 01/24/2022 | 12,000,000 | 12,929,079 | ||||||
3.00%, 04/26/2022 | 1,653,000 | 1,671,380 | ||||||
2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022(2) | 5,373,000 | 5,435,219 | ||||||
2.91% (3 Month LIBOR USD + 1.05%), 06/05/2023(2) | 3,076,000 | 3,116,465 | ||||||
2.91% (3 Month LIBOR USD + 0.99%), 07/24/2023(2) | 8,773,000 | 8,896,637 | ||||||
3.50%, 01/23/2025 | 6,509,000 | 6,791,036 | ||||||
3.75%, 05/22/2025 | 1,305,000 | 1,382,019 | ||||||
3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025(2) | 5,590,000 | 5,769,655 |
3.75%, 02/25/2026 | 9,005,000 | 9,527,430 | ||||||
3.50%, 11/16/2026 | 1,700,000 | 1,768,345 | ||||||
3.85%, 01/26/2027 | 2,975,000 | 3,155,571 | ||||||
3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028(2) | 3,488,000 | 3,661,902 | ||||||
4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029(2) | 12,111,000 | 13,212,071 | ||||||
6.75%, 10/01/2037 | 2,170,000 | 2,927,035 | ||||||
4.41% (3 Month LIBOR USD + 1.43%), 04/23/2039(2) | 6,226,000 | 7,025,880 | ||||||
4.80%, 07/08/2044 | 1,535,000 | 1,837,787 | ||||||
5.15%, 05/22/2045 | 4,000,000 | 4,757,595 | ||||||
Goodman US Finance Four LLC | ||||||||
4.50%, 10/15/2037(3) | 200,000 | 218,811 | ||||||
Goodman US Finance Three LLC | ||||||||
3.70%, 03/15/2028(3) | 862,000 | 895,120 | ||||||
Great-West Lifeco Finance 2018 LP | ||||||||
4.58%, 05/17/2048(3) | 650,000 | 777,025 | ||||||
GTP Acquisition Partners I LLC | ||||||||
2.35%, 06/15/2020(3) | 271,000 | 270,883 | ||||||
3.48%, 06/16/2025(3) | 1,824,000 | 1,894,505 | ||||||
Guardian Life Insurance Co. of America | ||||||||
4.85%, 01/24/2077(3) | 5,854,000 | 7,412,780 | ||||||
Harborwalk Funding Trust | ||||||||
5.08% (3 Month LIBOR USD + 3.19%), 02/15/2069(2)(3) | 2,400,000 | 2,895,120 | ||||||
Hartford Financial Services Group, Inc. | ||||||||
5.50%, 03/30/2020 | 4,118,000 | 4,184,993 | ||||||
4.30%, 04/15/2043 | 1,080,000 | 1,199,750 | ||||||
3.60%, 08/19/2049 | 1,000,000 | 1,006,380 | ||||||
HCP, Inc. | ||||||||
4.20%, 03/01/2024 | 241,000 | 259,216 | ||||||
3.88%, 08/15/2024 | 1,981,000 | 2,110,426 | ||||||
3.40%, 02/01/2025 | 662,000 | 686,460 | ||||||
3.50%, 07/15/2029 | 1,742,000 | 1,810,404 | ||||||
HSBC Holdings Plc | ||||||||
5.10%, 04/05/2021 | 4,650,000 | 4,847,615 | ||||||
2.72% (3 Month LIBOR USD + 0.60%), 05/18/2021(2) | 7,250,000 | 7,257,465 |
2.65%, 01/05/2022 | 2,618,000 | 2,636,787 | ||||||
4.00%, 03/30/2022 | 780,000 | 813,885 | ||||||
3.60%, 05/25/2023 | 1,000,000 | 1,039,789 | ||||||
3.03% (3 Month LIBOR USD + 0.92%), 11/22/2023(2) | 1,784,000 | 1,810,429 | ||||||
4.25%, 03/14/2024 | 2,795,000 | 2,943,573 | ||||||
3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024(2) | 1,301,000 | 1,360,972 | ||||||
3.80% (3 Month LIBOR USD + 1.21%), 03/11/2025(2) | 16,021,000 | 16,690,075 | ||||||
4.25%, 08/18/2025 | 1,009,000 | 1,066,363 | ||||||
4.30%, 03/08/2026 | 1,000,000 | 1,082,880 | ||||||
4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(2) | 7,000,000 | 7,514,346 | ||||||
4.38%, 11/23/2026 | 559,000 | 599,454 | ||||||
4.04% (3 Month LIBOR USD + 1.55%), 03/13/2028(2) | 1,533,000 | 1,627,185 | ||||||
3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(2) | 5,072,000 | 5,416,648 | ||||||
HSBC USA, Inc. | ||||||||
5.00%, 09/27/2020 | 3,000,000 | 3,082,691 | ||||||
9.13%, 05/15/2021 | 75,000 | 82,408 | ||||||
Huntington Bancshares, Inc. | ||||||||
3.15%, 03/14/2021 | 225,000 | 228,022 | ||||||
2.30%, 01/14/2022 | 4,220,000 | 4,242,978 | ||||||
Huntington National Bank | ||||||||
2.88%, 08/20/2020 | 4,534,000 | 4,564,156 | ||||||
Industrial & Commercial Bank of China Ltd. | ||||||||
2.45%, 10/20/2021 | 1,150,000 | 1,147,073 | ||||||
ING Bank NV | ||||||||
2.50%, 10/01/2019(3) | 1,150,000 | 1,150,000 | ||||||
2.45%, 03/16/2020(3) | 2,000,000 | 2,003,795 | ||||||
5.80%, 09/25/2023(3) | 4,800,000 | 5,326,758 | ||||||
ING Groep NV | ||||||||
3.15%, 03/29/2022 | 4,000,000 | 4,090,256 | ||||||
4.10%, 10/02/2023 | 3,175,000 | 3,370,577 | ||||||
Intercontinental Exchange, Inc. | ||||||||
4.00%, 10/15/2023 | 578,000 | 617,016 | ||||||
International Lease Finance Corp. | ||||||||
8.63%, 01/15/2022 | 1,200,000 | 1,362,020 | ||||||
5.88%, 08/15/2022 | 438,000 | 479,894 |
Intesa Sanpaolo SpA | ||||||||
4.00%, 09/23/2029(3) | 10,590,000 | 10,545,749 | ||||||
Invesco Finance Plc | ||||||||
4.00%, 01/30/2024 | 2,889,000 | 3,069,309 | ||||||
3.75%, 01/15/2026 | 4,249,000 | 4,529,879 | ||||||
Jackson National Life Global Funding | ||||||||
2.50%, 06/27/2022(3) | 800,000 | 807,280 | ||||||
3.25%, 01/30/2024(3) | 460,000 | 478,394 | ||||||
3.05%, 04/29/2026(3) | 473,000 | 489,469 | ||||||
Jefferies Group LLC | ||||||||
5.13%, 01/20/2023 | 2,600,000 | 2,798,152 | ||||||
6.45%, 06/08/2027 | 428,000 | 496,048 | ||||||
6.25%, 01/15/2036 | 155,000 | 179,113 | ||||||
John Hancock Life Insurance Co. | ||||||||
7.38%, 02/15/2024(3) | 731,000 | 858,066 | ||||||
JPMorgan Chase & Co. | ||||||||
5.00% (Secured Overnight Financing Rate + 3.38%)(2) | 5,010,000 | 5,147,775 | ||||||
2.30%, 08/15/2021 | 3,600,000 | 3,609,552 | ||||||
4.35%, 08/15/2021 | 10,000,000 | 10,412,083 | ||||||
3.38%, 05/01/2023 | 3,800,000 | 3,931,333 | ||||||
3.56% (3 Month LIBOR USD + 0.73%), 04/23/2024(2) | 8,000,000 | 8,345,088 | ||||||
3.13%, 01/23/2025 | 4,000,000 | 4,144,688 | ||||||
2.30% (Secured Overnight Financing Rate + 1.16%), 10/15/2025(2) | 5,144,000 | 5,127,646 | ||||||
3.30%, 04/01/2026 | 1,870,000 | 1,958,876 | ||||||
3.20%, 06/15/2026 | 11,090,000 | 11,525,392 | ||||||
2.95%, 10/01/2026 | 5,000,000 | 5,132,311 | ||||||
4.01% (3 Month LIBOR USD + 1.12%), 04/23/2029(2) | 2,320,000 | 2,536,963 | ||||||
4.45% (3 Month LIBOR USD + 1.33%), 12/05/2029(2) | 9,660,000 | 10,926,970 | ||||||
2.74% (Secured Overnight Financing Rate + 1.51%), 10/15/2030(2) | 3,952,000 | 3,927,876 | ||||||
4.26% (3 Month LIBOR USD + 1.58%), 02/22/2048(2) | 5,140,000 | 6,000,137 | ||||||
3.96% (3 Month LIBOR USD + 1.38%), 11/15/2048(2) | 9,794,000 | 10,948,718 | ||||||
JPMorgan Chase Bank N.A. | ||||||||
3.09% (3 Month LIBOR USD + 0.35%), 04/26/2021(2) | 21,250,000 | 21,362,002 |
KeyBank N.A. | ||||||||
3.18%, 05/22/2022 | 567,000 | 581,840 | ||||||
KeyCorp | ||||||||
5.10%, 03/24/2021 | 211,000 | 219,800 | ||||||
4.15%, 10/29/2025 | 950,000 | 1,039,713 | ||||||
Kilroy Realty LP | ||||||||
3.05%, 02/15/2030 | 7,049,000 | 6,910,651 | ||||||
Kimco Realty Corp. | ||||||||
4.45%, 09/01/2047 | 3,195,000 | 3,528,155 | ||||||
Liberty Mutual Group, Inc. | ||||||||
4.25%, 06/15/2023(3) | 72,000 | 76,349 | ||||||
4.57%, 02/01/2029(3) | 2,301,000 | 2,568,027 | ||||||
3.95%, 10/15/2050(3) | 6,769,000 | 6,805,805 | ||||||
Liberty Mutual Insurance Co. | ||||||||
8.50%, 05/15/2025(3) | 700,000 | 874,652 | ||||||
7.70%, 10/15/2097(3) | 100,000 | 149,568 | ||||||
Liberty Property LP | ||||||||
3.25%, 10/01/2026 | 303,000 | 311,171 | ||||||
Life Storage LP | ||||||||
4.00%, 06/15/2029 | 1,831,000 | 1,959,193 | ||||||
Lincoln National Corp. | ||||||||
4.20%, 03/15/2022 | 873,000 | 914,303 | ||||||
3.80%, 03/01/2028 | 900,000 | 951,786 | ||||||
3.05%, 01/15/2030 | 7,255,000 | 7,229,476 | ||||||
7.00%, 06/15/2040 | 1,715,000 | 2,445,940 | ||||||
Lloyds Bank Plc | ||||||||
5.80%, 01/13/2020(3) | 172,000 | 173,717 | ||||||
2.40%, 03/17/2020 | 1,200,000 | 1,202,010 | ||||||
3.30%, 05/07/2021 | 11,200,000 | 11,392,940 | ||||||
Lloyds Banking Group Plc | ||||||||
4.05%, 08/16/2023 | 3,000,000 | 3,152,622 | ||||||
2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(2) | 8,950,000 | 8,967,744 | ||||||
4.45%, 05/08/2025 | 855,000 | 920,284 | ||||||
4.58%, 12/10/2025 | 550,000 | 577,711 |
3.75%, 01/11/2027 | 2,000,000 | 2,074,572 | ||||||
4.38%, 03/22/2028 | 949,000 | 1,030,712 | ||||||
3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(2) | 1,000,000 | 1,020,203 | ||||||
Macquarie Bank Ltd. | ||||||||
2.40%, 01/21/2020(3) | 1,600,000 | 1,600,856 | ||||||
2.85%, 07/29/2020(3) | 400,000 | 402,636 | ||||||
4.00%, 07/29/2025(3) | 500,000 | 536,179 | ||||||
Macquarie Group Ltd. | ||||||||
6.00%, 01/14/2020(3) | 1,975,000 | 1,995,798 | ||||||
6.25%, 01/14/2021(3) | 1,111,000 | 1,165,166 | ||||||
3.19% (3 Month LIBOR USD + 1.02%), 11/28/2023(2)(3) | 6,000,000 | 6,115,335 | ||||||
4.15% (3 Month LIBOR USD + 1.33%), 03/27/2024(2)(3) | 2,000,000 | 2,110,196 | ||||||
3.76% (3 Month LIBOR USD + 1.37%), 11/28/2028(2)(3) | 2,565,000 | 2,678,553 | ||||||
5.03% (3 Month LIBOR USD + 1.75%), 01/15/2030(2)(3) | 4,445,000 | 5,091,631 | ||||||
Manulife Financial Corp. | ||||||||
4.90%, 09/17/2020 | 225,000 | 231,075 | ||||||
4.06% (5 Year 1100 Run ICE Swap Rate USD + 1.65%), 02/24/2032(2) | 1,910,000 | 1,989,048 | ||||||
Markel Corp. | ||||||||
3.63%, 03/30/2023 | 400,000 | 415,768 | ||||||
5.00%, 04/05/2046 | 1,265,000 | 1,458,879 | ||||||
Marsh & McLennan Cos, Inc. | ||||||||
2.35%, 03/06/2020 | 3,769,000 | 3,770,632 | ||||||
4.80%, 07/15/2021 | 5,000,000 | 5,192,779 | ||||||
Massachusetts Mutual Life Insurance Co. | ||||||||
7.63%, 11/15/2023(3) | 550,000 | 633,808 | ||||||
8.88%, 06/01/2039(3) | 1,760,000 | 2,996,792 | ||||||
5.38%, 12/01/2041(3) | 203,000 | 257,603 | ||||||
4.90%, 04/01/2077(3) | 5,000,000 | 6,271,325 | ||||||
MassMutual Global Funding II | ||||||||
2.50%, 10/17/2022(3) | 386,000 | 390,543 | ||||||
2.75%, 06/22/2024(3) | 700,000 | 716,342 | ||||||
MBIA Insurance Corp. | ||||||||
13.56% (3 Month LIBOR USD + 11.26%), 01/15/2033(3) | 86,000 | 60,738 |
MetLife, Inc. | ||||||||
6.40%, 12/15/2036 | 3,265,000 | 3,871,980 | ||||||
4.88%, 11/13/2043 | 3,000,000 | 3,719,390 | ||||||
Metropolitan Life Global Funding I | ||||||||
3.88%, 04/11/2022(3) | 1,480,000 | 1,543,618 | ||||||
3.00%, 01/10/2023(3) | 407,000 | 418,474 | ||||||
3.00%, 09/19/2027(3) | 1,180,000 | 1,227,039 | ||||||
Mid-America Apartments LP | ||||||||
4.00%, 11/15/2025 | 1,500,000 | 1,607,510 | ||||||
Mitsubishi UFJ Financial Group, Inc. | ||||||||
2.95%, 03/01/2021 | 330,000 | 333,164 | ||||||
3.00%, 02/22/2022 | 206,000 | 209,589 | ||||||
3.22%, 03/07/2022 | 2,034,000 | 2,081,043 | ||||||
2.67%, 07/25/2022 | 800,000 | 807,649 | ||||||
3.46%, 03/02/2023 | 4,000,000 | 4,140,060 | ||||||
2.53%, 09/13/2023 | 481,000 | 485,070 | ||||||
3.41%, 03/07/2024 | 2,520,000 | 2,622,072 | ||||||
3.20%, 07/18/2029 | 5,364,000 | 5,553,176 | ||||||
3.75%, 07/18/2039 | 1,615,000 | 1,739,891 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd. | ||||||||
2.65%, 09/19/2022(3) | 764,000 | 766,375 | ||||||
3.96%, 09/19/2023(3) | 2,730,000 | 2,851,205 | ||||||
Mizuho Bank Ltd. | ||||||||
2.40%, 03/26/2020(3) | 5,000,000 | 5,006,276 | ||||||
3.60%, 09/25/2024(3) | 1,250,000 | 1,321,215 | ||||||
Mizuho Financial Group, Inc. | ||||||||
2.95%, 02/28/2022 | 2,000,000 | 2,028,602 | ||||||
2.60%, 09/11/2022 | 3,500,000 | 3,527,064 | ||||||
2.87% (3 Month LIBOR USD + 1.31%), 09/13/2030(2) | 1,620,000 | 1,614,301 | ||||||
Morgan Stanley | ||||||||
5.50%, 07/24/2020 | 360,000 | 369,789 | ||||||
5.75%, 01/25/2021 | 10,000,000 | 10,457,175 | ||||||
2.50%, 04/21/2021 | 2,000,000 | 2,012,822 | ||||||
5.50%, 07/28/2021 | 1,437,000 | 1,524,323 | ||||||
2.63%, 11/17/2021 | 3,860,000 | 3,895,180 |
2.75%, 05/19/2022 | 8,390,000 | 8,510,700 | ||||||
3.13%, 01/23/2023 | 1,735,000 | 1,779,789 | ||||||
3.75%, 02/25/2023 | 1,882,000 | 1,969,191 | ||||||
4.10%, 05/22/2023 | 3,460,000 | 3,643,493 | ||||||
3.74% (3 Month LIBOR USD + 0.85%), 04/24/2024(2) | 1,468,000 | 1,533,049 | ||||||
3.88%, 04/29/2024 | 2,050,000 | 2,181,075 | ||||||
3.70%, 10/23/2024 | 1,167,000 | 1,236,308 | ||||||
4.00%, 07/23/2025 | 5,039,000 | 5,434,536 | ||||||
5.00%, 11/24/2025 | 4,959,000 | 5,556,497 | ||||||
3.88%, 01/27/2026 | 3,125,000 | 3,352,867 | ||||||
4.35%, 09/08/2026 | 930,000 | 1,008,240 | ||||||
3.63%, 01/20/2027 | 9,804,000 | 10,360,622 | ||||||
3.95%, 04/23/2027 | 14,190,000 | 14,995,238 | ||||||
3.59% (3 Month LIBOR USD + 1.34%), 07/22/2028(2) | 5,882,000 | 6,204,171 | ||||||
3.77% (3 Month LIBOR USD + 1.14%), 01/24/2029(2) | 4,371,000 | 4,671,415 | ||||||
4.30%, 01/27/2045 | 1,479,000 | 1,712,682 | ||||||
MUFG Bank Ltd. | ||||||||
4.10%, 09/09/2023(3) | 239,000 | 254,757 | ||||||
3.75%, 03/10/2024(3) | 3,215,000 | 3,413,681 | ||||||
National Australia Bank Ltd. | ||||||||
3.38%, 01/14/2026 | 2,768,000 | 2,934,128 | ||||||
3.93% (5 Year CMT Index + 1.88%), 08/02/2034(2)(3) | 2,330,000 | 2,391,879 | ||||||
National Retail Properties, Inc. | ||||||||
3.60%, 12/15/2026 | 700,000 | 736,840 | ||||||
3.50%, 10/15/2027 | 400,000 | 418,823 | ||||||
Nationwide Building Society | ||||||||
6.25%, 02/25/2020(3) | 1,000,000 | 1,015,809 | ||||||
4.00%, 09/14/2026(3) | 7,250,000 | 7,428,191 | ||||||
Nationwide Financial Services, Inc. | ||||||||
5.38%, 03/25/2021(3) | 2,000,000 | 2,072,329 | ||||||
Nationwide Mutual Insurance Co. | ||||||||
9.38%, 08/15/2039(3) | 7,150,000 | 12,361,330 | ||||||
NatWest Markets Plc | ||||||||
3.63%, 09/29/2022(3) | 3,360,000 | 3,449,559 |
New York Life Global Funding | ||||||||
3.25%, 08/06/2021(3) | 7,451,000 | 7,610,687 | ||||||
3.00%, 01/10/2028(3) | 2,022,000 | 2,112,701 | ||||||
New York Life Insurance Co. | ||||||||
4.45%, 05/15/2069(3) | 4,225,000 | 4,967,527 | ||||||
Nomura Holdings, Inc. | ||||||||
6.70%, 03/04/2020 | 5,000,000 | 5,099,883 | ||||||
Nordea Bank Abp | ||||||||
2.50%, 09/17/2020(3) | 450,000 | 452,216 | ||||||
4.25%, 09/21/2022(3) | 12,865,000 | 13,448,826 | ||||||
3.75%, 08/30/2023(3) | 4,000,000 | 4,192,245 | ||||||
Northern Trust Corp. | ||||||||
3.38% (3 Month LIBOR USD + 1.13%), 05/08/2032(2) | 411,000 | 421,882 | ||||||
Office Properties Income Trust | ||||||||
3.60%, 02/01/2020 | 2,400,000 | 2,405,347 | ||||||
4.00%, 07/15/2022 | 1,255,000 | 1,279,022 | ||||||
OneBeacon US Holdings, Inc. | ||||||||
4.60%, 11/09/2022 | 1,500,000 | 1,553,467 | ||||||
Ontario Teachers Cadillac Fairview Properties Trust | ||||||||
3.13%, 03/20/2022(3) | 1,003,000 | 1,026,193 | ||||||
3.88%, 03/20/2027(3) | 1,044,000 | 1,130,895 | ||||||
ORIX Corp. | ||||||||
2.90%, 07/18/2022 | 604,000 | 614,186 | ||||||
3.25%, 12/04/2024 | 1,500,000 | 1,558,142 | ||||||
3.70%, 07/18/2027 | 700,000 | 750,404 | ||||||
Pacific Life Insurance Co. | ||||||||
4.30% (3 Month LIBOR USD + 2.80%), 10/24/2067(2)(3) | 743,000 | 786,042 | ||||||
Peoples United Bank N.A. | ||||||||
4.00%, 07/15/2024 | 4,350,000 | 4,553,637 | ||||||
PNC Bank N.A. | ||||||||
2.95%, 01/30/2023 | 6,500,000 | 6,641,921 | ||||||
4.20%, 11/01/2025 | 322,000 | 353,702 | ||||||
PNC Financial Services Group, Inc. | ||||||||
2.85%, 11/09/2022(1) | 575,000 | 586,242 | ||||||
3.90%, 04/29/2024 | 2,090,000 | 2,236,949 |
Principal Financial Group, Inc. | ||||||||
3.13%, 05/15/2023 | 380,000 | 392,277 | ||||||
Principal Life Global Funding II | ||||||||
3.00%, 04/18/2026(3) | 2,000,000 | 2,065,435 | ||||||
Private Export Funding Corp. | ||||||||
2.65%, 02/16/2021(3) | 6,750,000 | 6,824,981 | ||||||
2.80%, 05/15/2022 | 1,200,000 | 1,232,661 | ||||||
3.55%, 01/15/2024 | 2,489,000 | 2,673,925 | ||||||
3.25%, 06/15/2025 | 1,280,000 | 1,377,000 | ||||||
Progressive Corp. | ||||||||
5.38% (3 Month LIBOR USD + 2.54%), 09/15/2167(2) | 780,000 | 805,350 | ||||||
Protective Life Corp. | ||||||||
7.38%, 10/15/2019 | 854,000 | 855,552 | ||||||
4.30%, 09/30/2028(3) | 4,500,000 | 4,918,190 | ||||||
Protective Life Global Funding | ||||||||
2.70%, 11/25/2020(3) | 5,000,000 | 5,029,959 | ||||||
2.00%, 09/14/2021(3) | 1,100,000 | 1,093,820 | ||||||
Prudential Financial, Inc. | ||||||||
6.63%, 06/21/2040 | 5,995,000 | 8,627,817 | ||||||
3.91%, 12/07/2047 | 1,231,000 | 1,322,560 | ||||||
Prudential Insurance Co. of America | ||||||||
8.30%, 07/01/2025(3) | 1,691,000 | 2,186,998 | ||||||
Realty Income Corp. | ||||||||
3.25%, 10/15/2022 | 1,490,000 | 1,537,660 | ||||||
3.88%, 04/15/2025 | 1,055,000 | 1,133,384 | ||||||
Regency Centers LP | ||||||||
2.95%, 09/15/2029 | 1,650,000 | 1,646,578 | ||||||
Regions Financial Corp. | ||||||||
3.20%, 02/08/2021 | 5,000,000 | 5,061,578 | ||||||
2.75%, 08/14/2022 | 326,000 | 331,004 | ||||||
Reliance Standard Life Global Funding II | ||||||||
3.85%, 09/19/2023(3) | 2,305,000 | 2,422,274 |
Royal Bank of Canada | ||||||||
3.20%, 04/30/2021 | 1,600,000 | 1,630,047 | ||||||
4.65%, 01/27/2026 | 531,000 | 586,562 | ||||||
Royal Bank of Scotland Group Plc | ||||||||
4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024(2) | 555,000 | 583,706 | ||||||
4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(2) | 2,490,000 | 2,739,564 | ||||||
5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(2) | 7,000,000 | 7,835,367 | ||||||
4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(2) | 1,500,000 | 1,606,558 | ||||||
Santander Holdings USA, Inc. | ||||||||
3.50%, 06/07/2024 | 7,925,000 | 8,131,171 | ||||||
Santander UK Group Holdings Plc | ||||||||
3.13%, 01/08/2021 | 308,000 | 310,091 | ||||||
4.75%, 09/15/2025(3) | 1,810,000 | 1,886,614 | ||||||
3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(2) | 800,000 | 823,698 | ||||||
Santander UK Plc | ||||||||
5.00%, 11/07/2023(3) | 4,150,000 | 4,406,720 | ||||||
Scentre Group Trust 1 / Scentre Group Trust 2 | ||||||||
3.50%, 02/12/2025(3) | 1,390,000 | 1,441,224 | ||||||
Senior Housing Properties Trust | ||||||||
6.75%, 04/15/2020 | 600,000 | 601,869 | ||||||
4.75%, 02/15/2028 | 1,300,000 | 1,306,881 | ||||||
Simon Property Group LP | ||||||||
2.45%, 09/13/2029 | 5,992,000 | 5,863,898 | ||||||
3.25%, 09/13/2049 | 4,754,000 | 4,638,419 | ||||||
SITE Centers Corp. | ||||||||
4.70%, 06/01/2027 | 368,000 | 403,087 | ||||||
Skandinaviska Enskilda Banken AB | ||||||||
2.45%, 05/27/2020(3) | 3,000,000 | 3,004,440 | ||||||
Societe Generale SA | ||||||||
3.25%, 01/12/2022(3) | 7,000,000 | 7,118,382 | ||||||
3.88%, 03/28/2024(3) | 1,000,000 | 1,049,208 | ||||||
4.25%, 04/14/2025(3) | 800,000 | 835,474 | ||||||
SouthTrust Bank | ||||||||
7.69%, 05/15/2025 | 253,000 | 313,934 |
Standard Chartered Plc | ||||||||
3.05%, 01/15/2021(3) | 800,000 | 804,519 | ||||||
4.25% (3 Month LIBOR USD + 1.15%), 01/20/2023(2)(3) | 3,230,000 | 3,339,494 | ||||||
5.20%, 01/26/2024(3) | 609,000 | 655,218 | ||||||
4.31% (3 Month LIBOR USD + 1.91%), 05/21/2030(2)(3) | 700,000 | 752,452 | ||||||
4.87% (3 Month LIBOR USD + 1.97%), 03/15/2033(2)(3) | 800,000 | 853,236 | ||||||
State Bank of India | ||||||||
4.38%, 01/24/2024(3) | 6,475,000 | 6,847,290 | ||||||
State Street Corp. | ||||||||
3.10%, 05/15/2023 | 321,000 | 332,222 | ||||||
3.78% (3 Month LIBOR USD + 0.77%), 12/03/2024(2) | 1,000,000 | 1,058,228 | ||||||
3.55%, 08/18/2025 | 247,000 | 264,612 | ||||||
Stifel Financial Corp. | ||||||||
3.50%, 12/01/2020 | 5,000,000 | 5,052,614 | ||||||
Sumitomo Life Insurance Co. | ||||||||
4.00% (3 Month LIBOR USD + 2.99%), 09/14/2077(2)(3) | 1,000,000 | 1,038,750 | ||||||
Sumitomo Mitsui Banking Corp. | ||||||||
2.45%, 01/16/2020 | 2,725,000 | 2,726,930 | ||||||
3.95%, 07/19/2023 | 250,000 | 265,690 | ||||||
Sumitomo Mitsui Financial Group, Inc. | ||||||||
2.44%, 10/19/2021 | 531,000 | 533,701 | ||||||
2.85%, 01/11/2022 | 1,100,000 | 1,115,048 | ||||||
2.78%, 07/12/2022 | 1,500,000 | 1,522,330 | ||||||
2.78%, 10/18/2022 | 6,718,000 | 6,819,203 | ||||||
3.10%, 01/17/2023 | 1,033,000 | 1,059,282 | ||||||
2.70%, 07/16/2024 | 14,360,000 | 14,523,097 | ||||||
2.63%, 07/14/2026 | 644,000 | 646,733 | ||||||
3.01%, 10/19/2026 | 297,000 | 305,245 | ||||||
3.04%, 07/16/2029 | 5,387,000 | 5,509,251 | ||||||
SunTrust Bank | ||||||||
3.30%, 05/15/2026 | 1,000,000 | 1,037,806 | ||||||
SunTrust Banks, Inc. | ||||||||
2.90%, 03/03/2021 | 324,000 | 327,369 | ||||||
2.70%, 01/27/2022 | 4,210,000 | 4,257,137 | ||||||
4.00%, 05/01/2025 | 424,000 | 458,352 |
Svenska Handelsbanken AB | ||||||||
2.40%, 10/01/2020 | 2,000,000 | 2,008,026 | ||||||
2.45%, 03/30/2021 | 550,000 | 552,847 | ||||||
Synchrony Financial | ||||||||
2.70%, 02/03/2020 | 1,017,000 | 1,018,157 | ||||||
3.75%, 08/15/2021 | 6,000,000 | 6,139,672 | ||||||
4.50%, 07/23/2025 | 4,000,000 | 4,269,264 | ||||||
3.70%, 08/04/2026 | 1,100,000 | 1,122,898 | ||||||
3.95%, 12/01/2027 | 1,500,000 | 1,537,976 | ||||||
Teachers Insurance & Annuity Association of America | ||||||||
6.85%, 12/16/2039(3) | 218,000 | 322,376 | ||||||
4.90%, 09/15/2044(3) | 200,000 | 248,791 | ||||||
4.27%, 05/15/2047(3) | 3,360,000 | 3,813,184 | ||||||
Toronto-Dominion Bank | ||||||||
2.65%, 06/12/2024 | 6,254,000 | 6,378,538 | ||||||
Trinity Acquisition Plc | ||||||||
4.40%, 03/15/2026 | 2,300,000 | 2,496,957 | ||||||
6.13%, 08/15/2043 | 5,000,000 | 6,420,761 | ||||||
UBS Group Funding Switzerland AG | ||||||||
2.95%, 09/24/2020(3) | 1,250,000 | 1,260,766 | ||||||
3.49%, 05/23/2023(3) | 9,790,000 | 10,050,100 | ||||||
2.86% (3 Month LIBOR USD + 0.95%), 08/15/2023(2)(3) | 7,367,000 | 7,448,694 | ||||||
4.13%, 09/24/2025(3) | 800,000 | 864,407 | ||||||
4.13%, 04/15/2026(3) | 602,000 | 654,893 | ||||||
4.25%, 03/23/2028(3) | 3,000,000 | 3,272,946 | ||||||
UDR, Inc. | ||||||||
2.95%, 09/01/2026 | 276,000 | 280,686 | ||||||
3.20%, 01/15/2030 | 1,565,000 | 1,612,112 | ||||||
3.00%, 08/15/2031 | 415,000 | 415,713 | ||||||
United Overseas Bank Ltd. | ||||||||
3.20%, 04/23/2021(3) | 765,000 | 776,830 | ||||||
Ventas Realty LP | ||||||||
3.10%, 01/15/2023 | 13,500,000 | 13,848,662 | ||||||
3.75%, 05/01/2024 | 382,000 | 402,933 |
3.50%, 02/01/2025 | 251,000 | 262,858 | ||||||
4.13%, 01/15/2026 | 449,000 | 485,636 | ||||||
3.85%, 04/01/2027 | 677,000 | 720,027 | ||||||
Vornado Realty LP | ||||||||
3.50%, 01/15/2025 | 800,000 | 826,060 | ||||||
Voya Financial, Inc. | ||||||||
3.13%, 07/15/2024 | 1,600,000 | 1,651,984 | ||||||
3.65%, 06/15/2026 | 200,000 | 210,577 | ||||||
WEA Finance LLC | ||||||||
3.15%, 04/05/2022(3) | 7,795,000 | 7,953,118 | ||||||
WEA Finance LLC / Westfield UK & Europe Finance Plc | ||||||||
3.25%, 10/05/2020(3) | 7,331,000 | 7,405,480 | ||||||
Wells Fargo & Co. | ||||||||
3.50%, 03/08/2022 | 1,929,000 | 1,989,370 | ||||||
2.63%, 07/22/2022 | 20,507,000 | 20,735,149 | ||||||
3.07%, 01/24/2023 | 2,655,000 | 2,704,568 | ||||||
3.75%, 01/24/2024 | 1,690,000 | 1,789,794 | ||||||
3.30%, 09/09/2024 | 1,900,000 | 1,986,170 | ||||||
3.55%, 09/29/2025 | 700,000 | 740,559 | ||||||
3.00%, 04/22/2026 | 7,375,000 | 7,563,504 | ||||||
4.10%, 06/03/2026 | 3,749,000 | 4,018,439 | ||||||
3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(2) | 3,145,000 | 3,249,542 | ||||||
4.30%, 07/22/2027 | 729,000 | 797,374 | ||||||
5.38%, 11/02/2043 | 317,000 | 400,301 | ||||||
4.65%, 11/04/2044 | 675,000 | 780,457 | ||||||
4.90%, 11/17/2045 | 3,642,000 | 4,359,481 | ||||||
4.40%, 06/14/2046 | 626,000 | 703,387 | ||||||
4.75%, 12/07/2046 | 1,343,000 | 1,589,924 | ||||||
Wells Fargo Bank N.A. | ||||||||
2.08% (3 Month LIBOR USD + 0.65%), 09/09/2022(2) | 13,595,000 | 13,562,587 | ||||||
Welltower, Inc. | ||||||||
4.50%, 01/15/2024 | 461,000 | 498,017 | ||||||
4.00%, 06/01/2025 | 400,000 | 427,536 | ||||||
4.25%, 04/15/2028 | 500,000 | 548,650 | ||||||
3.10%, 01/15/2030 | 1,085,000 | 1,085,767 |
Western Union Co. | ||||||||
3.60%, 03/15/2022 | 1,300,000 | 1,334,926 | ||||||
Westpac Banking Corp. | ||||||||
2.75%, 01/11/2023 | 1,000,000 | 1,020,432 | ||||||
2.85%, 05/13/2026 | 1,200,000 | 1,242,555 | ||||||
4.32% (5 Year 1100 Run ICE Swap Rate USD + 2.24%), 11/23/2031(2) | 1,500,000 | 1,586,004 | ||||||
4.42%, 07/24/2039 | 1,010,000 | 1,109,931 | ||||||
Weyerhaeuser Co. | ||||||||
7.38%, 03/15/2032 | 500,000 | 700,752 | ||||||
Willis North America, Inc. | ||||||||
5.05%, 09/15/2048 | 7,500,000 | 8,767,014 | ||||||
WR Berkley Corp. | ||||||||
4.75%, 08/01/2044 | 3,445,000 | 3,922,671 | ||||||
XLIT Ltd. | ||||||||
5.25%, 12/15/2043 | 2,700,000 | 3,512,753 | ||||||
|
| |||||||
1,894,730,007 | ||||||||
|
| |||||||
Industrials 1.45% | ||||||||
Acuity Brands Lighting, Inc. | ||||||||
6.00%, 12/15/2019 | 451,000 | 454,216 | ||||||
Airbus Finance BV | ||||||||
2.70%, 04/17/2023(3) | 376,000 | 381,926 | ||||||
Airbus SE | ||||||||
3.15%, 04/10/2027(3) | 736,000 | 768,589 | ||||||
3.95%, 04/10/2047(3) | 150,000 | 173,444 | ||||||
Allegion US Holding Co., Inc. | ||||||||
3.20%, 10/01/2024 | 2,000,000 | 2,028,587 | ||||||
Amphenol Corp. | ||||||||
3.20%, 04/01/2024 | 8,135,000 | 8,417,686 | ||||||
Arrow Electronics, Inc. | ||||||||
3.50%, 04/01/2022 | 965,000 | 984,831 | ||||||
4.50%, 03/01/2023 | 183,000 | 192,536 | ||||||
3.25%, 09/08/2024 | 219,000 | 222,631 | ||||||
3.88%, 01/12/2028 | 221,000 | 226,595 |
Aviation Capital Group LLC | ||||||||
3.88%, 05/01/2023(3) | 780,000 | 806,670 | ||||||
3.50%, 11/01/2027(3) | 700,000 | 698,003 | ||||||
BAE Systems Holdings, Inc. | ||||||||
3.80%, 10/07/2024(3) | 770,000 | 808,769 | ||||||
BAE Systems Plc | ||||||||
5.80%, 10/11/2041(3) | 400,000 | 527,698 | ||||||
Boeing Co. | ||||||||
3.30%, 03/01/2035 | 1,410,000 | 1,418,036 | ||||||
3.95%, 08/01/2059 | 7,740,000 | 8,529,632 | ||||||
Burlington Northern Santa Fe LLC | ||||||||
3.00%, 03/15/2023 | 206,000 | 212,346 | ||||||
6.70%, 08/01/2028 | 62,000 | 82,130 | ||||||
7.29%, 06/01/2036 | 134,000 | 201,138 | ||||||
6.15%, 05/01/2037 | 320,000 | 450,465 | ||||||
5.75%, 05/01/2040 | 373,000 | 502,062 | ||||||
5.40%, 06/01/2041 | 542,000 | 705,100 | ||||||
4.38%, 09/01/2042 | 462,000 | 537,850 | ||||||
5.15%, 09/01/2043 | 389,000 | 498,156 | ||||||
4.05%, 06/15/2048 | 1,000,000 | 1,147,972 | ||||||
3.55%, 02/15/2050 | 5,189,000 | 5,506,555 | ||||||
Canadian Pacific Railway Co. | ||||||||
4.50%, 01/15/2022 | 1,200,000 | 1,257,395 | ||||||
2.90%, 02/01/2025 | 644,000 | 661,416 | ||||||
7.13%, 10/15/2031 | 155,000 | 219,192 | ||||||
6.13%, 09/15/2115 | 678,000 | 1,014,471 | ||||||
Carlisle Cos, Inc. | ||||||||
3.50%, 12/01/2024 | 3,025,000 | 3,140,423 | ||||||
Caterpillar Financial Services Corp. | ||||||||
2.75%, 08/20/2021 | 420,000 | 425,564 | ||||||
1.93%, 10/01/2021 | 445,000 | 443,613 | ||||||
2.85%, 06/01/2022 | 446,000 | 456,344 | ||||||
3.45%, 05/15/2023 | 650,000 | 681,778 | ||||||
3.75%, 11/24/2023 | 2,175,000 | 2,319,344 | ||||||
3.25%, 12/01/2024 | 1,429,000 | 1,501,495 |
Caterpillar, Inc. | ||||||||
2.60%, 06/26/2022 | 220,000 | 223,535 | ||||||
3.25%, 09/19/2049 | 3,884,000 | 4,041,236 | ||||||
CH Robinson Worldwide, Inc. | ||||||||
4.20%, 04/15/2028 | 6,000,000 | 6,623,556 | ||||||
CRH America Finance, Inc. | ||||||||
3.40%, 05/09/2027(3) | 200,000 | 206,611 | ||||||
CRH America, Inc. | ||||||||
3.88%, 05/18/2025(3) | 354,000 | 376,027 | ||||||
5.13%, 05/18/2045(3) | 230,000 | 270,239 | ||||||
CSX Corp. | ||||||||
5.50%, 04/15/2041 | 402,000 | 507,727 | ||||||
4.75%, 05/30/2042 | 175,000 | 204,730 | ||||||
4.75%, 11/15/2048 | 1,510,000 | 1,821,875 | ||||||
3.35%, 09/15/2049 | 305,000 | 298,191 | ||||||
4.65%, 03/01/2068 | 2,000,000 | 2,300,174 | ||||||
Deere & Co. | ||||||||
2.88%, 09/07/2049 | 3,745,000 | 3,656,720 | ||||||
Eaton Corp. | ||||||||
7.63%, 04/01/2024 | 206,000 | 240,679 | ||||||
4.00%, 11/02/2032 | 143,000 | 163,942 | ||||||
5.80%, 03/15/2037 | 500,000 | 617,740 | ||||||
Embraer Netherlands Finance BV | ||||||||
5.05%, 06/15/2025 | 3,475,000 | 3,800,816 | ||||||
Embraer Overseas Ltd. | ||||||||
5.70%, 09/16/2023(3) | 4,000,000 | 4,415,000 | ||||||
FedEx Corp. | ||||||||
4.95%, 10/17/2048 | 3,000,000 | 3,329,703 | ||||||
FLIR Systems, Inc. | ||||||||
3.13%, 06/15/2021 | 3,025,000 | 3,057,677 | ||||||
General Electric Co. | ||||||||
2.10%, 12/11/2019 | 152,000 | 151,879 | ||||||
5.50%, 01/08/2020 | 581,000 | 585,511 |
2.20%, 01/09/2020 | 161,000 | 160,808 | ||||||
5.55%, 05/04/2020 | 191,000 | 193,746 | ||||||
4.38%, 09/16/2020 | 5,743,000 | 5,842,140 | ||||||
5.30%, 02/11/2021 | 184,000 | 190,105 | ||||||
4.65%, 10/17/2021 | 514,000 | 534,596 | ||||||
3.15%, 09/07/2022 | 7,800,000 | 7,925,646 | ||||||
2.70%, 10/09/2022 | 2,341,000 | 2,347,060 | ||||||
5.55%, 01/05/2026 | 1,384,000 | 1,565,401 | ||||||
5.88%, 01/14/2038 | 289,000 | 347,182 | ||||||
Holcim US Finance Sarl & Cie SCS | ||||||||
6.00%, 12/30/2019(3) | 148,000 | 149,170 | ||||||
Illinois Tool Works, Inc. | ||||||||
4.88%, 09/15/2041 | 87,000 | 112,126 | ||||||
3.90%, 09/01/2042 | 1,267,000 | 1,479,359 | ||||||
Ingersoll-Rand Luxembourg Finance SA | ||||||||
2.63%, 05/01/2020 | 360,000 | 360,652 | ||||||
JB Hunt Transport Services, Inc. | ||||||||
3.85%, 03/15/2024 | 650,000 | 686,898 | ||||||
3.88%, 03/01/2026 | 1,380,000 | 1,463,276 | ||||||
John Deere Capital Corp. | ||||||||
2.45%, 09/11/2020 | 335,000 | 336,461 | ||||||
3.15%, 10/15/2021 | 257,000 | 262,805 | ||||||
2.70%, 01/06/2023 | 619,000 | 633,138 | ||||||
2.80%, 01/27/2023 | 373,000 | 383,781 | ||||||
2.65%, 06/24/2024 | 1,000,000 | 1,027,338 | ||||||
2.25%, 09/14/2026 | 970,000 | 968,676 | ||||||
2.80%, 09/08/2027 | 700,000 | 722,221 | ||||||
Johnson Controls International Plc | ||||||||
3.75%, 12/01/2021 | 12,000 | 12,275 | ||||||
4.95%, 07/02/2064(1) | 928,000 | 979,381 | ||||||
Keysight Technologies, Inc. | ||||||||
4.60%, 04/06/2027 | 8,000,000 | 8,805,047 | ||||||
L3Harris Technologies, Inc. | ||||||||
3.83%, 04/27/2025 | 1,820,000 | 1,943,910 | ||||||
4.85%, 04/27/2035 | 1,000,000 | 1,184,396 |
Lockheed Martin Corp. | ||||||||
2.50%, 11/23/2020 | 103,000 | 103,452 | ||||||
3.10%, 01/15/2023 | 346,000 | 356,831 | ||||||
4.07%, 12/15/2042 | 462,000 | 533,373 | ||||||
Martin Marietta Materials, Inc. | ||||||||
4.25%, 07/02/2024 | 1,705,000 | 1,824,432 | ||||||
3.45%, 06/01/2027 | 811,000 | 825,748 | ||||||
3.50%, 12/15/2027 | 6,165,000 | 6,327,625 | ||||||
6.25%, 05/01/2037 | 107,000 | 128,666 | ||||||
Masco Corp. | ||||||||
6.50%, 08/15/2032 | 1,240,000 | 1,520,739 | ||||||
Mexico City Airport Trust | ||||||||
3.88%, 04/30/2028(3) | 3,950,000 | 3,875,938 | ||||||
5.50%, 07/31/2047(3) | 2,102,000 | 2,084,974 | ||||||
Norfolk Southern Corp. | ||||||||
3.25%, 12/01/2021 | 570,000 | 581,847 | ||||||
2.90%, 02/15/2023 | 294,000 | 300,197 | ||||||
5.59%, 05/17/2025 | 6,000 | 6,923 | ||||||
7.80%, 05/15/2027 | 1,705,000 | 2,283,346 | ||||||
3.95%, 10/01/2042 | 332,000 | 359,692 | ||||||
4.80%, 08/15/2043 | 1,273,000 | 1,493,344 | ||||||
4.05%, 08/15/2052 | 1,100,000 | 1,215,827 | ||||||
Northrop Grumman Corp. | ||||||||
3.20%, 02/01/2027 | 849,000 | 888,659 | ||||||
3.25%, 01/15/2028 | 250,000 | 262,432 | ||||||
3.85%, 04/15/2045 | 195,000 | 214,904 | ||||||
Northrop Grumman Systems Corp. | ||||||||
7.75%, 02/15/2031 | 206,000 | 299,557 | ||||||
nVent Finance Sarl | ||||||||
4.55%, 04/15/2028 | 3,625,000 | 3,786,625 | ||||||
Pactiv LLC | ||||||||
7.95%, 12/15/2025 | 34,000 | 37,060 |
Parker-Hannifin Corp. | ||||||||
3.30%, 11/21/2024 | 149,000 | 155,694 | ||||||
4.45%, 11/21/2044 | 333,000 | 386,122 | ||||||
4.10%, 03/01/2047 | 583,000 | 650,113 | ||||||
Penske Truck Leasing Co. LP / PTL Finance Corp. | ||||||||
2.70%, 03/14/2023(3) | 220,000 | 221,752 | ||||||
4.13%, 08/01/2023(3) | 2,011,000 | 2,128,306 | ||||||
3.95%, 03/10/2025(3) | 7,000,000 | 7,394,733 | ||||||
Precision Castparts Corp. | ||||||||
4.20%, 06/15/2035 | 75,000 | 83,659 | ||||||
4.38%, 06/15/2045 | 415,000 | 492,566 | ||||||
Republic Services, Inc. | ||||||||
3.55%, 06/01/2022 | 496,000 | 513,545 | ||||||
2.90%, 07/01/2026 | 245,000 | 252,122 | ||||||
Rockwell Collins, Inc. | ||||||||
3.20%, 03/15/2024 | 409,000 | 424,843 | ||||||
4.35%, 04/15/2047 | 259,000 | 303,107 | ||||||
Roper Technologies, Inc. | ||||||||
3.00%, 12/15/2020 | 208,000 | 209,831 | ||||||
Ryder System, Inc. | ||||||||
2.50%, 05/11/2020 | 1,020,000 | 1,021,751 | ||||||
2.88%, 09/01/2020 | 345,000 | 347,243 | ||||||
Siemens Financieringsmaatschappij NV | ||||||||
2.90%, 05/27/2022(3) | 553,000 | 564,295 | ||||||
3.13%, 03/16/2024(3) | 800,000 | 834,737 | ||||||
2.35%, 10/15/2026(3) | 700,000 | 697,664 | ||||||
4.40%, 05/27/2045(3) | 513,000 | 608,223 | ||||||
3.30%, 09/15/2046(3) | 980,000 | 985,172 | ||||||
Textron, Inc. | ||||||||
3.65%, 03/01/2021 | 11,600,000 | 11,821,436 | ||||||
3.65%, 03/15/2027 | 4,975,000 | 5,192,094 | ||||||
Timken Co. | ||||||||
3.88%, 09/01/2024 | 1,000,000 | 1,040,371 | ||||||
TTX Co. | ||||||||
3.60%, 01/15/2025(3) | 2,000,000 | 2,115,570 |
Union Pacific Corp. | ||||||||
4.10%, 09/15/2067 | 200,000 | 211,427 | ||||||
United Parcel Service, Inc. | ||||||||
3.40%, 09/01/2049 | 3,153,000 | 3,205,308 | ||||||
United Technologies Corp. | ||||||||
3.65%, 08/16/2023 | 524,000 | 554,272 | ||||||
3.95%, 08/16/2025 | 2,455,000 | 2,687,560 | ||||||
6.13%, 07/15/2038 | 2,000,000 | 2,752,192 | ||||||
4.45%, 11/16/2038 | 455,000 | 541,721 | ||||||
4.50%, 06/01/2042 | 1,823,000 | 2,186,976 | ||||||
4.15%, 05/15/2045 | 785,000 | 902,234 | ||||||
3.75%, 11/01/2046 | 5,771,000 | 6,337,606 | ||||||
Vulcan Materials Co. | ||||||||
4.70%, 03/01/2048 | 2,054,000 | 2,253,197 | ||||||
Wabtec Corp. | ||||||||
4.38%, 08/15/2023 | 322,000 | 338,306 | ||||||
3.45%, 11/15/2026 | 5,000,000 | 5,054,063 | ||||||
Waste Management, Inc. | ||||||||
3.45%, 06/15/2029 | 940,000 | 1,013,846 | ||||||
WestRock MWV LLC | ||||||||
9.75%, 06/15/2020 | 17,000 | 17,821 | ||||||
8.20%, 01/15/2030 | 537,000 | 735,317 | ||||||
WRKCo, Inc. | ||||||||
3.00%, 09/15/2024 | 1,200,000 | 1,224,640 | ||||||
3.75%, 03/15/2025 | 1,300,000 | 1,368,628 | ||||||
Xylem, Inc. | ||||||||
3.25%, 11/01/2026 | 1,192,000 | 1,229,197 | ||||||
|
| |||||||
226,487,271 | ||||||||
|
| |||||||
Technology 1.33% | ||||||||
Analog Devices, Inc. | ||||||||
3.13%, 12/05/2023 | 476,000 | 489,948 | ||||||
4.50%, 12/05/2036 | 1,020,000 | 1,114,341 |
Apple, Inc. | ||||||||
3.45%, 05/06/2024 | 795,000 | 846,468 | ||||||
2.85%, 05/11/2024 | 1,333,000 | 1,383,110 | ||||||
2.75%, 01/13/2025 | 1,000,000 | 1,034,910 | ||||||
3.20%, 05/13/2025 | 1,010,000 | 1,069,904 | ||||||
2.45%, 08/04/2026 | 1,111,000 | 1,127,594 | ||||||
3.35%, 02/09/2027 | 2,020,000 | 2,161,556 | ||||||
3.20%, 05/11/2027 | 743,000 | 788,079 | ||||||
3.00%, 06/20/2027 | 1,462,000 | 1,537,584 | ||||||
2.90%, 09/12/2027 | 1,643,000 | 1,712,282 | ||||||
2.20%, 09/11/2029 | 12,709,000 | 12,477,775 | ||||||
3.45%, 02/09/2045 | 1,357,000 | 1,444,103 | ||||||
3.85%, 08/04/2046 | 776,000 | 875,362 | ||||||
3.75%, 09/12/2047 | 2,300,000 | 2,561,633 | ||||||
2.95%, 09/11/2049 | 989,000 | 968,188 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | ||||||||
3.00%, 01/15/2022 | 3,000,000 | 3,029,112 | ||||||
3.63%, 01/15/2024 | 1,988,000 | 2,034,026 | ||||||
3.13%, 01/15/2025 | 7,000,000 | 6,950,031 | ||||||
3.88%, 01/15/2027 | 1,200,000 | 1,206,203 | ||||||
Broadcom, Inc. | ||||||||
3.13%, 04/15/2021(3) | 5,120,000 | 5,168,960 | ||||||
3.13%, 10/15/2022(3) | 3,945,000 | 3,994,665 | ||||||
4.75%, 04/15/2029(3) | 4,880,000 | 5,158,098 | ||||||
Dell International LLC / EMC Corp. | ||||||||
5.45%, 06/15/2023(3) | 5,000,000 | 5,444,615 | ||||||
6.02%, 06/15/2026(3) | 2,361,000 | 2,662,469 | ||||||
8.35%, 07/15/2046(3) | 2,019,000 | 2,661,690 | ||||||
DXC Technology Co. | ||||||||
4.25%, 04/15/2024 | 9,435,000 | 9,896,566 | ||||||
4.75%, 04/15/2027 | 1,500,000 | 1,569,185 | ||||||
7.45%, 10/15/2029 | 250,000 | 316,590 | ||||||
Fidelity National Information Services, Inc. | ||||||||
3.63%, 10/15/2020 | 2,231,000 | 2,260,700 | ||||||
3.50%, 04/15/2023 | 1,281,000 | 1,336,200 | ||||||
3.88%, 06/05/2024 | 582,000 | 619,797 | ||||||
3.00%, 08/15/2026 | 1,300,000 | 1,339,178 | ||||||
4.75%, 05/15/2048 | 801,000 | 975,924 |
Fiserv, Inc. | ||||||||
4.75%, 06/15/2021 | 5,231,000 | 5,446,561 | ||||||
2.75%, 07/01/2024 | 4,235,000 | 4,307,427 | ||||||
3.85%, 06/01/2025 | 5,000,000 | 5,345,673 | ||||||
3.20%, 07/01/2026 | 890,000 | 922,035 | ||||||
4.40%, 07/01/2049 | 7,014,000 | 7,875,091 | ||||||
Hewlett Packard Enterprise Co. | ||||||||
4.40%, 10/15/2022 | 7,500,000 | 7,944,989 | ||||||
IBM Credit LLC | ||||||||
2.65%, 02/05/2021 | 1,200,000 | 1,210,702 | ||||||
3.00%, 02/06/2023 | 1,700,000 | 1,749,118 | ||||||
International Business Machines Corp. | ||||||||
2.25%, 02/19/2021 | 1,670,000 | 1,678,697 | ||||||
3.30%, 05/15/2026 | 14,769,000 | 15,585,956 | ||||||
6.50%, 01/15/2028 | 120,000 | 153,943 | ||||||
3.50%, 05/15/2029 | 15,276,000 | 16,401,128 | ||||||
Microsoft Corp. | ||||||||
2.40%, 08/08/2026 | 600,000 | 612,085 | ||||||
3.30%, 02/06/2027 | 892,000 | 961,554 | ||||||
3.50%, 02/12/2035 | 318,000 | 351,614 | ||||||
4.20%, 11/03/2035 | 231,000 | 276,380 | ||||||
4.10%, 02/06/2037 | 1,468,000 | 1,741,146 | ||||||
4.50%, 10/01/2040 | 125,000 | 156,609 | ||||||
3.75%, 02/12/2045 | 7,945,000 | 9,105,175 | ||||||
4.45%, 11/03/2045 | 1,385,000 | 1,749,062 | ||||||
4.00%, 02/12/2055 | 1,513,000 | 1,804,548 | ||||||
3.95%, 08/08/2056 | 713,000 | 843,191 | ||||||
4.50%, 02/06/2057 | 1,286,000 | 1,677,349 | ||||||
NXP BV / NXP Funding LLC | ||||||||
5.35%, 03/01/2026(3) | 6,656,000 | 7,462,255 | ||||||
NXP BV / NXP Funding LLC / NXP USA, Inc. | ||||||||
4.30%, 06/18/2029(3) | 4,361,000 | 4,664,467 |
Oracle Corp. | ||||||||
2.80%, 07/08/2021 | 766,000 | 777,532 | ||||||
2.40%, 09/15/2023 | 757,000 | 767,097 | ||||||
2.95%, 11/15/2024 | 1,500,000 | 1,557,013 | ||||||
2.95%, 05/15/2025 | 2,000,000 | 2,080,433 | ||||||
4.30%, 07/08/2034 | 3,581,000 | 4,166,941 | ||||||
3.90%, 05/15/2035 | 2,000,000 | 2,221,761 | ||||||
3.80%, 11/15/2037 | 600,000 | 658,869 | ||||||
5.38%, 07/15/2040 | 730,000 | 949,840 | ||||||
4.38%, 05/15/2055 | 400,000 | 472,379 | ||||||
Seagate HDD Cayman | ||||||||
4.75%, 06/01/2023 | 1,500,000 | 1,569,108 | ||||||
VMware, Inc. | ||||||||
2.95%, 08/21/2022 | 2,321,000 | 2,353,974 | ||||||
Xerox Corp. | ||||||||
2.75%, 09/01/2020 | 1,268,000 | 1,266,478 | ||||||
|
| |||||||
207,085,026 | ||||||||
|
| |||||||
Utilities 3.30% | ||||||||
AEP Texas, Inc. | ||||||||
3.80%, 10/01/2047 | 3,715,000 | 4,055,856 | ||||||
AEP Transmission Co. LLC | ||||||||
4.00%, 12/01/2046 | 2,020,000 | 2,282,524 | ||||||
3.75%, 12/01/2047 | 2,600,000 | 2,838,581 | ||||||
4.25%, 09/15/2048 | 4,790,000 | 5,639,340 | ||||||
3.15%, 09/15/2049 | 1,330,000 | 1,306,714 | ||||||
Alabama Power Co. | ||||||||
2.80%, 04/01/2025 | 2,025,000 | 2,061,977 | ||||||
6.13%, 05/15/2038 | 219,000 | 305,935 | ||||||
4.10%, 01/15/2042 | 233,000 | 253,046 | ||||||
4.15%, 08/15/2044 | 205,000 | 232,712 | ||||||
3.75%, 03/01/2045 | 182,000 | 196,294 | ||||||
Ameren Corp. | ||||||||
2.50%, 09/15/2024 | 5,710,000 | 5,738,990 |
American Water Capital Corp. | ||||||||
3.85%, 03/01/2024 | 500,000 | 530,265 | ||||||
3.40%, 03/01/2025 | 592,000 | 621,608 | ||||||
6.59%, 10/15/2037 | 386,000 | 550,558 | ||||||
4.00%, 12/01/2046 | 2,350,000 | 2,585,703 | ||||||
Appalachian Power Co. | ||||||||
6.70%, 08/15/2037 | 430,000 | 600,257 | ||||||
Arizona Public Service Co. | ||||||||
3.35%, 06/15/2024 | 676,000 | 708,988 | ||||||
5.05%, 09/01/2041 | 349,000 | 433,134 | ||||||
3.75%, 05/15/2046 | 2,290,000 | 2,435,494 | ||||||
Atmos Energy Corp. | ||||||||
4.15%, 01/15/2043 | 830,000 | 939,132 | ||||||
4.13%, 10/15/2044 | 1,860,000 | 2,153,605 | ||||||
4.13%, 03/15/2049 | 1,600,000 | 1,853,246 | ||||||
3.38%, 09/15/2049 | 1,852,000 | 1,888,928 | ||||||
Ausgrid Finance Pty Ltd. | ||||||||
4.35%, 08/01/2028(3) | 10,275,000 | 11,250,106 | ||||||
Avangrid, Inc. | ||||||||
3.15%, 12/01/2024 | 610,000 | 628,867 | ||||||
Baltimore Gas & Electric Co. | ||||||||
2.80%, 08/15/2022 | 509,000 | 517,627 | ||||||
3.50%, 08/15/2046 | 375,000 | 389,633 | ||||||
3.20%, 09/15/2049 | 1,105,000 | 1,089,786 | ||||||
Berkshire Hathaway Energy Co. | ||||||||
3.50%, 02/01/2025 | 625,000 | 661,557 | ||||||
6.13%, 04/01/2036 | 366,000 | 507,025 | ||||||
Boston Gas Co. | ||||||||
4.49%, 02/15/2042(3) | 253,000 | 294,417 | ||||||
Brooklyn Union Gas Co. | ||||||||
3.87%, 03/04/2029(3) | 1,125,000 | 1,239,190 | ||||||
4.50%, 03/10/2046(3) | 2,000,000 | 2,395,239 | ||||||
4.27%, 03/15/2048(3) | 1,100,000 | 1,279,465 | ||||||
CenterPoint Energy Houston Electric LLC | ||||||||
3.95%, 03/01/2048 | 717,000 | 818,751 |
CenterPoint Energy Resources Corp. | ||||||||
4.50%, 01/15/2021 | 158,000 | 161,684 | ||||||
China Southern Power Grid International Finance BVI Co. Ltd. | ||||||||
3.50%, 05/08/2027(3) | 1,910,000 | 2,013,508 | ||||||
Cleveland Electric Illuminating Co. | ||||||||
3.50%, 04/01/2028(3) | 1,333,000 | 1,391,145 | ||||||
CMS Energy Corp. | ||||||||
3.88%, 03/01/2024 | 550,000 | 579,750 | ||||||
3.00%, 05/15/2026 | 110,000 | 112,822 | ||||||
2.95%, 02/15/2027 | 348,000 | 350,944 | ||||||
3.45%, 08/15/2027 | 350,000 | 368,340 | ||||||
Comision Federal de Electricidad | ||||||||
4.88%, 05/26/2021(3) | 551,000 | 567,536 | ||||||
4.88%, 01/15/2024(3) | 322,000 | 340,921 | ||||||
Commonwealth Edison Co. | ||||||||
3.65%, 06/15/2046 | 364,000 | 393,470 | ||||||
3.75%, 08/15/2047 | 1,000,000 | 1,097,165 | ||||||
4.00%, 03/01/2048 | 4,615,000 | 5,284,695 | ||||||
Connecticut Light & Power Co. | ||||||||
3.20%, 03/15/2027 | 600,000 | 634,457 | ||||||
4.00%, 04/01/2048 | 472,000 | 545,199 | ||||||
Consolidated Edison Co. of New York, Inc. | ||||||||
5.70%, 06/15/2040 | 318,000 | 425,713 | ||||||
3.85%, 06/15/2046 | 2,940,000 | 3,201,638 | ||||||
4.65%, 12/01/2048 | 5,900,000 | 7,303,118 | ||||||
4.30%, 12/01/2056 | 3,050,000 | 3,494,436 | ||||||
4.50%, 05/15/2058 | 538,000 | 638,606 | ||||||
Consumers Energy Co. | ||||||||
2.85%, 05/15/2022 | 155,000 | 158,153 | ||||||
3.25%, 08/15/2046 | 190,000 | 194,522 | ||||||
4.35%, 08/31/2064 | 191,000 | 225,955 | ||||||
Delmarva Power & Light Co. | ||||||||
4.00%, 06/01/2042 | 170,000 | 186,274 | ||||||
4.15%, 05/15/2045 | 1,600,000 | 1,833,209 |
Dominion Energy Gas Holdings LLC | ||||||||
2.50%, 12/15/2019 | 1,528,000 | 1,527,886 | ||||||
2.80%, 11/15/2020 | 264,000 | 265,820 | ||||||
4.60%, 12/15/2044 | 1,300,000 | 1,536,362 | ||||||
Dominion Energy Inc. | ||||||||
2.45%, 01/15/2023(3) | 7,054,000 | 7,080,752 | ||||||
Dominion Energy, Inc. | ||||||||
2.75%, 09/15/2022 | 529,000 | 534,381 | ||||||
2.85%, 08/15/2026 | 304,000 | 306,693 | ||||||
5.25%, 08/01/2033 | 1,161,000 | 1,407,639 | ||||||
5.95%, 06/15/2035 | 3,306,000 | 4,180,189 | ||||||
7.00%, 06/15/2038 | 124,000 | 173,740 | ||||||
4.90%, 08/01/2041 | 212,000 | 250,893 | ||||||
DTE Electric Co. | ||||||||
2.65%, 06/15/2022 | 194,000 | 196,521 | ||||||
3.70%, 03/15/2045 | 463,000 | 504,047 | ||||||
DTE Energy Co. | ||||||||
2.40%, 12/01/2019 | 278,000 | 278,021 | ||||||
2.53%, 10/01/2024 | 8,047,000 | 8,071,844 | ||||||
Duke Energy Carolinas LLC | ||||||||
6.00%, 12/01/2028 | 235,000 | 294,574 | ||||||
6.00%, 01/15/2038 | 161,000 | 221,875 | ||||||
4.25%, 12/15/2041 | 141,000 | 162,717 | ||||||
Duke Energy Corp. | ||||||||
3.55%, 09/15/2021 | 306,000 | 313,192 | ||||||
3.75%, 09/01/2046 | 5,300,000 | 5,465,934 | ||||||
3.95%, 08/15/2047 | 6,740,000 | 7,218,645 | ||||||
Duke Energy Florida LLC | ||||||||
2.10%, 12/15/2019 | 470,500 | 470,382 | ||||||
Duke Energy Indiana LLC | ||||||||
6.35%, 08/15/2038 | 320,000 | 464,224 | ||||||
3.75%, 05/15/2046 | 600,000 | 645,040 |
Duke Energy Progress LLC | ||||||||
3.25%, 08/15/2025 | 158,000 | 166,664 | ||||||
4.10%, 05/15/2042 | 217,000 | 247,242 | ||||||
4.10%, 03/15/2043 | 181,000 | 204,402 | ||||||
4.38%, 03/30/2044 | 132,000 | 155,843 | ||||||
4.15%, 12/01/2044 | 129,000 | 147,732 | ||||||
4.20%, 08/15/2045 | 325,000 | 376,774 | ||||||
3.70%, 10/15/2046 | 506,000 | 543,992 | ||||||
Duquesne Light Holdings, Inc. | ||||||||
3.62%, 08/01/2027(3) | 1,675,000 | 1,709,535 | ||||||
Edison International | ||||||||
5.75%, 06/15/2027 | 6,596,000 | 7,413,313 | ||||||
EDP Finance BV | ||||||||
3.63%, 07/15/2024(3) | 700,000 | 722,909 | ||||||
Electricite de France SA | ||||||||
4.75%, 10/13/2035(3) | 5,000,000 | 5,661,382 | ||||||
6.00%, 01/22/2114(3) | 1,035,000 | 1,254,767 | ||||||
Emera US Finance LP | ||||||||
2.70%, 06/15/2021 | 3,799,000 | 3,821,201 | ||||||
3.55%, 06/15/2026 | 3,895,000 | 4,079,741 | ||||||
Enel Finance International NV | ||||||||
2.65%, 09/10/2024(3) | 2,940,000 | 2,943,486 | ||||||
4.63%, 09/14/2025(3) | 530,000 | 578,954 | ||||||
3.63%, 05/25/2027(3) | 12,505,000 | 12,978,401 | ||||||
3.50%, 04/06/2028(3) | 5,845,000 | 5,986,388 | ||||||
4.88%, 06/14/2029(3) | 215,000 | 244,052 | ||||||
6.00%, 10/07/2039(3) | 307,000 | 383,628 | ||||||
4.75%, 05/25/2047(3) | 5,575,000 | 6,309,144 | ||||||
Entergy Arkansas LLC | ||||||||
3.50%, 04/01/2026 | 307,000 | 326,657 | ||||||
Entergy Corp. | ||||||||
2.95%, 09/01/2026 | 310,000 | 314,852 | ||||||
Entergy Louisiana LLC | ||||||||
2.40%, 10/01/2026 | 650,000 | 649,496 | ||||||
3.12%, 09/01/2027 | 370,000 | 386,818 | ||||||
3.05%, 06/01/2031 | 440,000 | 456,113 | ||||||
4.00%, 03/15/2033 | 2,610,000 | 2,980,331 |
Entergy Mississippi LLC | ||||||||
2.85%, 06/01/2028 | 497,000 | 510,020 | ||||||
Entergy Texas, Inc. | ||||||||
4.50%, 03/30/2039 | 11,000,000 | 12,957,182 | ||||||
Evergy, Inc. | ||||||||
2.90%, 09/15/2029 | 2,190,000 | 2,173,083 | ||||||
Eversource Energy | ||||||||
2.75%, 03/15/2022 | 13,829,000 | 14,007,403 | ||||||
Exelon Corp. | ||||||||
3.50%, 06/01/2022 | 10,180,000 | 10,446,296 | ||||||
4.95%, 06/15/2035 | 1,500,000 | 1,756,394 | ||||||
5.10%, 06/15/2045 | 3,635,000 | 4,513,119 | ||||||
Exelon Generation Co. LLC | ||||||||
5.20%, 10/01/2019 | 4,525,000 | 4,525,000 | ||||||
3.40%, 03/15/2022 | 1,180,000 | 1,209,998 | ||||||
4.25%, 06/15/2022 | 313,000 | 327,754 | ||||||
6.25%, 10/01/2039 | 300,000 | 379,387 | ||||||
5.75%, 10/01/2041 | 192,000 | 229,781 | ||||||
FirstEnergy Corp. | ||||||||
4.25%, 03/15/2023 | 3,893,000 | 4,117,939 | ||||||
4.85%, 07/15/2047 | 263,000 | 312,572 | ||||||
FirstEnergy Transmission LLC | ||||||||
5.45%, 07/15/2044(3) | 4,430,000 | 5,629,633 | ||||||
4.55%, 04/01/2049(3) | 1,029,000 | 1,211,277 | ||||||
Florida Power & Light Co. | ||||||||
5.40%, 09/01/2035 | 700,000 | 882,583 | ||||||
5.95%, 02/01/2038 | 103,000 | 144,535 | ||||||
3.15%, 10/01/2049 | 3,984,000 | 4,043,397 | ||||||
Fortis, Inc. | ||||||||
2.10%, 10/04/2021 | 3,217,000 | 3,206,276 | ||||||
3.06%, 10/04/2026 | 2,291,000 | 2,328,491 | ||||||
Georgia Power Co. | ||||||||
2.65%, 09/15/2029 | 3,280,000 | 3,224,637 |
Indiana Michigan Power Co. | ||||||||
3.20%, 03/15/2023 | 991,000 | 1,023,993 | ||||||
Interstate Power & Light Co. | ||||||||
3.50%, 09/30/2049 | 3,186,000 | 3,207,292 | ||||||
Israel Electric Corp. Ltd. | ||||||||
9.38%, 01/28/2020(3) | 4,648,000 | 4,747,700 | ||||||
ITC Holdings Corp. | ||||||||
2.70%, 11/15/2022 | 5,240,000 | 5,290,614 | ||||||
Jersey Central Power & Light Co. | ||||||||
4.30%, 01/15/2026(3) | 740,000 | 810,205 | ||||||
6.15%, 06/01/2037 | 400,000 | 520,007 | ||||||
John Sevier Combined Cycle Generation LLC | ||||||||
4.63%, 01/15/2042 | 432,958 | 511,390 | ||||||
Kansas City Power & Light Co. | ||||||||
3.15%, 03/15/2023 | 375,000 | 387,362 | ||||||
5.30%, 10/01/2041 | 1,032,000 | 1,336,297 | ||||||
4.20%, 03/15/2048 | 500,000 | 585,967 | ||||||
KeySpan Gas East Corp. | ||||||||
2.74%, 08/15/2026(3) | 538,000 | 543,981 | ||||||
Massachusetts Electric Co. | ||||||||
4.00%, 08/15/2046(3) | 624,000 | 683,322 | ||||||
Mega Advance Investments Ltd. | ||||||||
5.00%, 05/12/2021(3) | 591,000 | 611,088 | ||||||
MidAmerican Energy Co. | ||||||||
3.50%, 10/15/2024 | 317,000 | 337,523 | ||||||
4.25%, 07/15/2049 | 3,508,000 | 4,225,249 | ||||||
Mid-Atlantic Interstate Transmission LLC | ||||||||
4.10%, 05/15/2028(3) | 9,900,000 | 10,916,326 | ||||||
National Rural Utilities Cooperative Finance Corp. | ||||||||
2.95%, 02/07/2024 | 341,000 | 352,731 | ||||||
3.05%, 04/25/2027 | 462,000 | 482,874 | ||||||
8.00%, 03/01/2032 | 791,000 | 1,179,962 |
Nevada Power Co. | ||||||||
3.70%, 05/01/2029 | 1,790,000 | 1,962,939 | ||||||
5.38%, 09/15/2040 | 261,000 | 324,944 | ||||||
5.45%, 05/15/2041 | 386,000 | 488,163 | ||||||
New England Power Co. | ||||||||
3.80%, 12/05/2047(3) | 6,995,000 | 7,586,731 | ||||||
New York State Electric & Gas Corp. | ||||||||
3.25%, 12/01/2026(3) | 804,000 | 835,900 | ||||||
NextEra Energy Capital Holdings Inc. | ||||||||
2.40%, 09/01/2021 | 6,599,000 | 6,639,468 | ||||||
NextEra Energy Capital Holdings, Inc. | ||||||||
3.34%, 09/01/2020 | 15,940,000 | 16,119,377 | ||||||
2.90%, 04/01/2022 | 3,652,000 | 3,720,159 | ||||||
3.55%, 05/01/2027 | 403,000 | 427,224 | ||||||
Niagara Mohawk Power Corp. | ||||||||
3.51%, 10/01/2024(3) | 258,000 | 272,180 | ||||||
NiSource, Inc. | ||||||||
2.65%, 11/17/2022 | 11,730,000 | 11,870,174 | ||||||
3.85%, 02/15/2023 | 283,000 | 295,142 | ||||||
2.95%, 09/01/2029 | 1,520,000 | 1,528,621 | ||||||
6.25%, 12/15/2040 | 550,000 | 725,523 | ||||||
5.80%, 02/01/2042 | 3,455,000 | 4,416,789 | ||||||
3.95%, 03/30/2048 | 4,480,000 | 4,743,140 | ||||||
Northern States Power Co. | ||||||||
6.25%, 06/01/2036 | 458,000 | 639,460 | ||||||
4.13%, 05/15/2044 | 1,480,000 | 1,711,084 | ||||||
3.60%, 09/15/2047 | 2,395,000 | 2,602,475 | ||||||
2.90%, 03/01/2050 | 1,560,000 | 1,509,393 | ||||||
NRG Energy, Inc. | ||||||||
4.45%, 06/15/2029(3) | 1,155,000 | 1,203,637 | ||||||
Ohio Power Co. | ||||||||
4.15%, 04/01/2048 | 1,190,000 | 1,401,487 | ||||||
Oncor Electric Delivery Co. LLC | ||||||||
5.75%, 03/15/2029 | 124,000 | 156,961 | ||||||
3.10%, 09/15/2049(3) | 5,175,000 | 5,153,873 |
PECO Energy Co. | ||||||||
2.38%, 09/15/2022 | 578,000 | 582,528 | ||||||
4.15%, 10/01/2044 | 353,000 | 409,303 | ||||||
3.70%, 09/15/2047 | 2,120,000 | 2,322,308 | ||||||
3.90%, 03/01/2048 | 5,235,000 | 5,881,094 | ||||||
Pennsylvania Electric Co. | ||||||||
3.25%, 03/15/2028(3) | 2,386,000 | 2,459,758 | ||||||
Pepco Holdings LLC | ||||||||
7.45%, 08/15/2032 | 222,000 | 305,954 | ||||||
Perusahaan Listrik Negara PT | ||||||||
5.50%, 11/22/2021(3) | 1,959,000 | 2,076,540 | ||||||
4.88%, 07/17/2049(3) | 1,001,000 | 1,087,919 | ||||||
Pinnacle West Capital Corp. | ||||||||
2.25%, 11/30/2020 | 3,954,000 | 3,951,284 | ||||||
PNM Resources, Inc. | ||||||||
3.25%, 03/09/2021 | 165,000 | 166,553 | ||||||
Potomac Electric Power Co. | ||||||||
6.50%, 11/15/2037 | 136,000 | 193,479 | ||||||
PPL Capital Funding, Inc. | ||||||||
4.00%, 09/15/2047 | 200,000 | 207,705 | ||||||
PPL Electric Utilities Corp. | ||||||||
2.50%, 09/01/2022 | 178,000 | 178,945 | ||||||
4.13%, 06/15/2044 | 208,000 | 237,736 | ||||||
3.00%, 10/01/2049 | 2,105,000 | 2,034,524 | ||||||
Progress Energy, Inc. | ||||||||
4.40%, 01/15/2021 | 390,000 | 399,185 | ||||||
3.15%, 04/01/2022 | 389,000 | 397,048 | ||||||
7.75%, 03/01/2031 | 3,023,000 | 4,311,476 | ||||||
PSEG Power LLC | ||||||||
5.13%, 04/15/2020 | 430,000 | 436,522 | ||||||
3.00%, 06/15/2021 | 2,310,000 | 2,333,462 | ||||||
Public Service Co. of Colorado | ||||||||
3.55%, 06/15/2046 | 353,000 | 369,280 | ||||||
4.10%, 06/15/2048 | 2,515,000 | 2,939,654 |
Public Service Co. of Oklahoma | ||||||||
4.40%, 02/01/2021 | 203,000 | 208,086 | ||||||
6.63%, 11/15/2037 | 649,000 | 905,595 | ||||||
Public Service Electric & Gas Co. | ||||||||
3.15%, 08/15/2024 | 1,000,000 | 1,042,666 | ||||||
5.38%, 11/01/2039 | 117,000 | 151,780 | ||||||
3.60%, 12/01/2047 | 1,605,000 | 1,734,812 | ||||||
Puget Energy, Inc. | ||||||||
3.65%, 05/15/2025 | 1,200,000 | 1,231,458 | ||||||
Puget Sound Energy, Inc. | ||||||||
3.25%, 09/15/2049 | 3,890,000 | 3,871,712 | ||||||
RGS I&M Funding Corp. | ||||||||
9.82%, 06/07/2022 | 85,737 | 93,530 | ||||||
San Diego Gas & Electric Co. | ||||||||
6.00%, 06/01/2026 | 213,000 | 253,766 | ||||||
5.35%, 05/15/2040 | 3,430,000 | 4,205,153 | ||||||
3.95%, 11/15/2041 | 310,000 | 325,353 | ||||||
4.30%, 04/01/2042 | 2,045,000 | 2,273,678 | ||||||
4.15%, 05/15/2048 | 1,693,000 | 1,929,106 | ||||||
Sempra Energy | ||||||||
4.05%, 12/01/2023 | 10,325,000 | 10,929,678 | ||||||
6.00%, 10/15/2039 | 4,463,000 | 5,743,581 | ||||||
Southern California Edison Co. | ||||||||
1.85%, 02/01/2022 | 120,000 | 118,065 | ||||||
3.50%, 10/01/2023 | 328,000 | 341,943 | ||||||
3.65%, 03/01/2028 | 1,200,000 | 1,284,284 | ||||||
6.05%, 03/15/2039 | 253,000 | 329,858 | ||||||
3.90%, 12/01/2041 | 392,000 | 395,912 | ||||||
4.05%, 03/15/2042 | 800,000 | 851,127 | ||||||
4.13%, 03/01/2048 | 3,278,000 | 3,566,029 | ||||||
4.88%, 03/01/2049 | 829,000 | 992,716 | ||||||
Southern Co. | ||||||||
3.25%, 07/01/2026 | 218,000 | 225,229 |
Southern Co. Gas Capital Corp. | ||||||||
3.50%, 09/15/2021 | 530,000 | 541,301 | ||||||
2.45%, 10/01/2023 | 230,000 | 230,865 | ||||||
3.25%, 06/15/2026 | 225,000 | 231,989 | ||||||
5.88%, 03/15/2041 | 1,210,000 | 1,560,163 | ||||||
4.40%, 06/01/2043 | 160,000 | 178,950 | ||||||
3.95%, 10/01/2046 | 282,000 | 296,247 | ||||||
Southern Power Co. | ||||||||
5.15%, 09/15/2041 | 746,000 | 851,475 | ||||||
Southwest Gas Corp. | ||||||||
3.80%, 09/29/2046 | 508,000 | 540,714 | ||||||
Southwestern Public Service Co. | ||||||||
4.50%, 08/15/2041 | 350,000 | 413,293 | ||||||
Talent Yield Investments Ltd. | ||||||||
4.50%, 04/25/2022(3) | 715,000 | 742,417 | ||||||
Tampa Electric Co. | ||||||||
4.45%, 06/15/2049 | 2,500,000 | 3,019,801 | ||||||
Toledo Edison Co. | ||||||||
6.15%, 05/15/2037 | 680,000 | 927,170 | ||||||
Tri-State Generation & Transmission Association, Inc. | ||||||||
4.25%, 06/01/2046 | 371,000 | 408,892 | ||||||
Union Electric Co. | ||||||||
2.95%, 06/15/2027 | 715,000 | 741,690 | ||||||
3.65%, 04/15/2045 | 1,370,000 | 1,457,927 | ||||||
Virginia Electric & Power Co. | ||||||||
2.75%, 03/15/2023 | 159,000 | 162,321 | ||||||
3.45%, 02/15/2024 | 191,000 | 199,850 | ||||||
3.50%, 03/15/2027 | 4,955,000 | 5,302,135 | ||||||
3.80%, 04/01/2028 | 1,370,000 | 1,502,140 | ||||||
4.65%, 08/15/2043 | 3,500,000 | 4,192,434 | ||||||
4.45%, 02/15/2044 | 126,000 | 148,072 | ||||||
4.60%, 12/01/2048 | 1,705,000 | 2,094,664 | ||||||
Vistra Operations Co. LLC | ||||||||
3.55%, 07/15/2024(3) | 5,061,000 | 5,095,128 | ||||||
WEC Energy Group, Inc. | ||||||||
3.55%, 06/15/2025 | 865,000 | 919,906 |
Westar Energy, Inc. | ||||||||
4.13%, 03/01/2042 | 4,175,000 | 4,721,529 | ||||||
Wisconsin Electric Power Co. | ||||||||
3.10%, 06/01/2025 | 285,000 | 294,978 | ||||||
Xcel Energy, Inc. | ||||||||
2.40%, 03/15/2021 | 7,410,000 | 7,443,555 | ||||||
3.35%, 12/01/2026 | 5,105,000 | 5,385,146 | ||||||
6.50%, 07/01/2036 | 131,000 | 181,276 | ||||||
|
| |||||||
513,701,884 | ||||||||
|
| |||||||
Total Corporate Bonds (Cost: $4,439,060,226) | 4,700,312,345 | |||||||
|
| |||||||
Government Related 18.69% | ||||||||
Abu Dhabi Government International Bond | ||||||||
2.13%, 09/30/2024(3) | 15,298,000 | 15,206,212 | ||||||
3.13%, 09/30/2049(3) | 6,869,000 | 6,654,344 | ||||||
Alabama Economic Settlement Authority | ||||||||
4.26%, 09/15/2032 | 610,000 | 693,826 | ||||||
American Municipal Power, Inc. | ||||||||
7.50%, 02/15/2050 | 1,350,000 | 2,183,503 | ||||||
Atlanta Independent School System | ||||||||
5.56%, 03/01/2026 | 535,000 | 639,041 | ||||||
Bay Area Toll Authority | ||||||||
2.57%, 04/01/2031 | 6,700,000 | 6,779,998 | ||||||
6.26%, 04/01/2049 | 1,650,000 | 2,577,630 | ||||||
California Qualified School Bond Joint Powers Authority | ||||||||
7.16%, 03/01/2027 | 805,000 | 977,278 | ||||||
CDP Financial, Inc. | ||||||||
4.40%, 11/25/2019(3) | 310,000 | 310,946 | ||||||
City of Houston TX Combined Utility System Revenue | ||||||||
3.83%, 05/15/2028 | 1,850,000 | 2,031,688 | ||||||
City of Los Angeles Department of Airports | ||||||||
6.58%, 05/15/2039 | 1,650,000 | 2,237,086 | ||||||
Clark County School District | ||||||||
5.51%, 06/15/2024 | 3,000,000 | 3,296,130 |
Colombia Government International Bond | ||||||||
4.38%, 07/12/2021 | 1,000,000 | 1,035,010 | ||||||
4.00%, 02/26/2024 | 737,000 | 776,798 | ||||||
4.50%, 01/28/2026 | 1,192,000 | 1,301,664 | ||||||
7.38%, 09/18/2037 | 2,150,000 | 3,061,084 | ||||||
5.63%, 02/26/2044 | 200,000 | 250,002 | ||||||
5.00%, 06/15/2045 | 842,000 | 986,411 | ||||||
Corp. Andina de Fomento | ||||||||
2.13%, 09/27/2021 | 3,235,000 | 3,216,690 | ||||||
3.25%, 02/11/2022 | 1,230,000 | 1,252,570 | ||||||
4.38%, 06/15/2022 | 2,735,000 | 2,878,068 | ||||||
2.75%, 01/06/2023 | 1,125,000 | 1,133,629 | ||||||
County of Cuyahoga OH | ||||||||
9.13%, 10/01/2023 | 105,000 | 117,878 | ||||||
CPPIB Capital, Inc. | ||||||||
2.75%, 11/02/2027(3) | 750,000 | 795,625 | ||||||
District of Columbia Water & Sewer Authority | ||||||||
4.81%, 10/01/2114 | 875,000 | 1,234,476 | ||||||
Eaton Community City School District | ||||||||
5.39%, 08/25/2027 | 275,000 | 278,828 | ||||||
Export-Import Bank of India | ||||||||
3.88%, 02/01/2028(3) | 3,480,000 | 3,674,640 | ||||||
Export-Import Bank of Korea | ||||||||
2.25%, 01/21/2020 | 1,800,000 | 1,800,414 | ||||||
Fannie Mae Principal Strip | ||||||||
0.00%, 05/15/2030 | 929,000 | 740,785 | ||||||
Federal Home Loan Banks | ||||||||
4.00%, 10/24/2029 | 2,000,000 | 2,323,187 | ||||||
Federal Home Loan Mortgage Corp. | ||||||||
6.25%, 07/15/2032 | 3,709,000 | 5,477,278 | ||||||
Federal National Mortgage Association | ||||||||
0.00%, 10/09/2019 | 730,000 | 729,618 | ||||||
2.25%, 04/12/2022 | 6,542,000 | 6,646,766 | ||||||
2.38%, 01/19/2023 | 3,040,000 | 3,112,769 |
2.50%, 02/05/2024 | 3,495,000 | 3,627,744 | ||||||
2.63%, 09/06/2024 | 5,221,000 | 5,470,688 | ||||||
1.88%, 09/24/2026 | 725,000 | 733,533 | ||||||
6.25%, 05/15/2029(7) | 1,285,000 | 1,777,006 | ||||||
7.13%, 01/15/2030(7) | 1,500,000 | 2,228,717 | ||||||
6.63%, 11/15/2030(7) | 2,300,000 | 3,369,141 | ||||||
Finnvera OYJ | ||||||||
2.38%, 06/04/2025(3) | 600,000 | 615,632 | ||||||
Hashemite Kingdom of Jordan Government AID Bond | ||||||||
3.00%, 06/30/2025 | 2,695,000 | 2,875,051 | ||||||
Hydro-Quebec | ||||||||
9.40%, 02/01/2021 | 186,000 | 203,631 | ||||||
8.40%, 01/15/2022 | 826,000 | 941,653 | ||||||
8.05%, 07/07/2024 | 638,000 | 811,742 | ||||||
Indonesia Government International Bond | ||||||||
5.88%, 01/15/2024(3) | 1,300,000 | 1,462,219 | ||||||
4.45%, 02/11/2024 | 1,130,000 | 1,210,284 | ||||||
4.13%, 01/15/2025(3) | 1,325,000 | 1,409,923 | ||||||
Iowa Tobacco Settlement Authority | ||||||||
6.50%, 06/01/2023 | 675,000 | 685,402 | ||||||
Israel Government AID Bond | ||||||||
0.00%, 11/01/2019 | 345,000 | 344,354 | ||||||
0.00%, 09/15/2023 | 1,837,000 | 1,704,967 | ||||||
0.00%, 11/01/2023 | 413,000 | 382,398 | ||||||
0.00%, 08/15/2024 | 1,500,000 | 1,364,113 | ||||||
0.00%, 11/01/2024 | 1,000,000 | 906,128 | ||||||
0.00%, 11/01/2024 | 17,739,000 | 16,077,856 | ||||||
0.00%, 11/15/2024 | 2,299,000 | 2,082,061 | ||||||
0.00%, 08/15/2025 | 2,500,000 | 2,223,851 | ||||||
0.00%, 11/15/2026 | 258,000 | 223,625 | ||||||
5.50%, 09/18/2033 | 619,000 | 866,233 | ||||||
Japan Bank for International Cooperation | ||||||||
3.38%, 10/31/2023 | 1,400,000 | 1,480,160 |
Japan Finance Organization for Municipalities | ||||||||
2.00%, 09/08/2020(3) | 1,600,000 | 1,597,855 | ||||||
2.13%, 04/13/2021(3) | 400,000 | 400,784 | ||||||
2.63%, 04/20/2022(3) | 6,000,000 | 6,099,576 | ||||||
3.25%, 04/24/2023(3) | 1,000,000 | 1,043,579 | ||||||
2.13%, 10/25/2023(3) | 3,400,000 | 3,418,902 | ||||||
1.75%, 09/05/2024(3) | 200,000 | 198,057 | ||||||
Korea Gas Corp. | ||||||||
4.25%, 11/02/2020(3) | 279,000 | 284,566 | ||||||
Los Angeles Department of Water & Power Power System Revenue | ||||||||
6.60%, 07/01/2050 | 2,400,000 | 3,983,832 | ||||||
Mexico Government International Bond | ||||||||
3.60%, 01/30/2025 | 868,000 | 901,418 | ||||||
4.13%, 01/21/2026 | 1,014,000 | 1,074,850 | ||||||
3.75%, 01/11/2028 | 3,517,000 | 3,622,510 | ||||||
4.75%, 03/08/2044 | 450,000 | 487,125 | ||||||
4.60%, 01/23/2046 | 1,494,000 | 1,590,946 | ||||||
4.35%, 01/15/2047 | 42,000 | 43,361 | ||||||
4.60%, 02/10/2048 | 1,482,000 | 1,583,902 | ||||||
5.75%, 10/12/2110 | 588,000 | 675,471 | ||||||
New Hampshire Housing Finance Authority | ||||||||
3.05%, 01/01/2021 | 95,000 | 96,159 | ||||||
3.75%, 07/01/2034 | 110,000 | 111,823 | ||||||
New Jersey Transportation Trust Fund Authority | ||||||||
5.75%, 12/15/2028 | 5,010,000 | 5,848,724 | ||||||
New Jersey Turnpike Authority | ||||||||
7.10%, 01/01/2041 | 5,870,000 | 9,207,330 | ||||||
New York State Dormitory Authority | ||||||||
5.60%, 03/15/2040 | 260,000 | 342,657 | ||||||
New York State Urban Development Corp. | ||||||||
5.84%, 03/15/2040 | 2,000,000 | 2,618,240 | ||||||
North American Development Bank | ||||||||
4.38%, 02/11/2020 | 2,500,000 | 2,514,783 | ||||||
2.40%, 10/26/2022 | 2,595,000 | 2,618,887 |
North Carolina Housing Finance Agency | ||||||||
3.00%, 01/01/2033 | 2,405,000 | 2,412,961 | ||||||
North Carolina State Education Assistance Authority | ||||||||
0.00% (3 Month LIBOR USD + 0.80%), 07/25/2036(2)(8) | 8,600,000 | 8,514,344 | ||||||
Ohio State University | ||||||||
4.05%, 12/01/2056 | 406,000 | 489,299 | ||||||
4.80%, 06/01/2111 | 1,102,000 | 1,465,880 | ||||||
Ontario Teachers Finance Trust | ||||||||
2.75%, 04/16/2021(3) | 1,000,000 | 1,013,420 | ||||||
Panama Government International Bond | ||||||||
4.50%, 04/16/2050 | 1,610,000 | 1,907,866 | ||||||
Peruvian Government International Bond | ||||||||
5.63%, 11/18/2050 | 190,000 | 278,352 | ||||||
Port Authority of New York & New Jersey | ||||||||
5.65%, 11/01/2040 | 1,260,000 | 1,734,516 | ||||||
5.65%, 11/01/2040 | 435,000 | 598,821 | ||||||
4.46%, 10/01/2062 | 2,065,000 | 2,625,503 | ||||||
Province of Alberta Canada | ||||||||
2.20%, 07/26/2022 | 1,170,000 | 1,183,103 | ||||||
3.30%, 03/15/2028 | 4,955,000 | 5,454,181 | ||||||
Province of Manitoba Canada | ||||||||
2.60%, 04/16/2024 | 110,000 | 113,854 | ||||||
2.13%, 06/22/2026 | 400,000 | 404,997 | ||||||
Province of Ontario Canada | ||||||||
3.40%, 10/17/2023 | 1,030,000 | 1,094,226 | ||||||
Province of Quebec Canada | ||||||||
2.75%, 04/12/2027 | 2,160,000 | 2,285,794 | ||||||
Qatar Government International Bond | ||||||||
5.10%, 04/23/2048(3) | 3,140,000 | 4,011,350 | ||||||
4.82%, 03/14/2049(3) | 2,701,000 | 3,341,288 | ||||||
Republic of South Africa Government International Bond | ||||||||
5.88%, 09/16/2025 | 403,000 | 438,940 | ||||||
Residual Funding Corp. Principal Strip | ||||||||
0.00%, 10/15/2019 | 1,377,000 | 1,375,963 |
Resolution Funding Corp. Interest Strip | ||||||||
0.00%, 01/15/2026 | 1,460,000 | 1,288,027 | ||||||
0.00%, 10/15/2027 | 1,295,000 | 1,098,051 | ||||||
Rhode Island Housing & Mortgage Finance Corp. | ||||||||
4.00%, 10/01/2023 | 3,460,000 | 3,568,609 | ||||||
Romanian Government International Bond | ||||||||
6.75%, 02/07/2022 | 250,000 | 274,779 | ||||||
5.13%, 06/15/2048(3) | 5,000,000 | 5,781,490 | ||||||
Saudi Government International Bond | ||||||||
2.88%, 03/04/2023(3) | 5,560,000 | 5,645,902 | ||||||
4.00%, 04/17/2025(3) | 3,200,000 | 3,427,520 | ||||||
State of California | ||||||||
7.50%, 04/01/2034 | 5,540,000 | 8,537,528 | ||||||
7.30%, 10/01/2039 | 275,000 | 430,419 | ||||||
State of Illinois | ||||||||
5.00%, 10/01/2022 | 685,000 | 738,670 | ||||||
5.00%, 11/01/2022 | 10,340,000 | 11,132,975 | ||||||
5.10%, 06/01/2033 | 5,585,000 | 6,049,337 | ||||||
Tennessee Valley Authority | ||||||||
2.88%, 02/01/2027 | 1,000,000 | 1,062,347 | ||||||
7.13%, 05/01/2030 | 1,615,000 | 2,387,671 | ||||||
5.88%, 04/01/2036 | 2,967,000 | 4,305,938 | ||||||
5.50%, 06/15/2038 | 57,000 | 81,791 | ||||||
4.63%, 09/15/2060 | 1,308,000 | 1,907,113 | ||||||
4.25%, 09/15/2065 | 1,720,000 | 2,382,002 | ||||||
Tennessee Valley Authority Generic Strip | ||||||||
0.00%, 07/15/2028 | 2,000,000 | 1,639,717 | ||||||
0.00%, 03/15/2032 | 1,514,000 | 1,118,892 | ||||||
Tennessee Valley Authority Principal Strip | ||||||||
0.00%, 11/01/2025 | 1,847,000 | 1,633,790 | ||||||
0.00%, 06/15/2035 | 258,000 | 170,465 | ||||||
Three Rivers Local School District | ||||||||
5.21%, 09/15/2027 | 285,000 | 295,035 | ||||||
Tokyo Metropolitan Government | ||||||||
2.00%, 05/17/2021(3) | 2,400,000 | 2,393,208 | ||||||
2.50%, 06/08/2022(3) | 5,000,000 | 5,058,997 | ||||||
3.25%, 06/01/2023(3) | 1,200,000 | 1,251,345 |
Turkey Government International Bond | ||||||||
7.00%, 06/05/2020 | 3,910,000 | 4,002,049 | ||||||
U.S. Treasury Inflation Indexed Bonds | ||||||||
1.38%, 01/15/2020(9) | 352,385 | 351,311 | ||||||
0.13%, 01/15/2022(9) | 2,518,837 | 2,494,915 | ||||||
1.75%, 01/15/2028(9) | 734,820 | 826,359 | ||||||
3.63%, 04/15/2028(9) | 1,654,532 | 2,124,237 | ||||||
2.50%, 01/15/2029(9) | 493,543 | 596,747 | ||||||
U.S. Treasury Note | ||||||||
1.50%, 09/15/2022 | 12,748,000 | 12,724,595 | ||||||
1.38%, 08/31/2026 | 8,106,000 | 7,975,861 | ||||||
U.S. Treasury Note/Bond | ||||||||
3.50%, 05/15/2020 | 1,300,000 | 1,313,102 | ||||||
1.50%, 05/31/2020 | 2,375,000 | 2,369,155 | ||||||
2.63%, 08/15/2020 | 3,709,000 | 3,733,485 | ||||||
8.75%, 08/15/2020 | 6,304,000 | 6,676,330 | ||||||
1.38%, 08/31/2020 | 10,000,000 | 9,957,031 | ||||||
1.38%, 10/31/2020 | 1,050,000 | 1,045,119 | ||||||
2.63%, 11/15/2020 | 4,596,000 | 4,636,933 | ||||||
2.00%, 11/30/2020 | 1,000,000 | 1,002,148 | ||||||
1.13%, 02/28/2021 | 8,000,000 | 7,929,375 | ||||||
2.25%, 04/30/2021 | 1,800,000 | 1,814,414 | ||||||
2.63%, 05/15/2021 | 5,277,800 | 5,353,668 | ||||||
3.13%, 05/15/2021 | 4,592,000 | 4,693,168 | ||||||
8.13%, 05/15/2021 | 1,718,000 | 1,892,887 | ||||||
2.13%, 08/15/2021 | 2,805,000 | 2,827,572 | ||||||
1.50%, 08/31/2021 | 9,439,000 | 9,410,978 | ||||||
8.00%, 11/15/2021 | 4,414,000 | 4,993,337 | ||||||
1.50%, 01/31/2022 | 1,250,000 | 1,246,631 | ||||||
1.75%, 02/28/2022 | 30,000,000 | 30,094,922 | ||||||
1.75%, 03/31/2022 | 108,150,000 | 108,559,787 | ||||||
1.88%, 03/31/2022 | 60,175,000 | 60,586,353 |
1.88%, 04/30/2022 | 2,000,000 | 2,013,516 | ||||||
1.63%, 08/31/2022 | 10,750,000 | 10,759,658 | ||||||
2.13%, 12/31/2022 | 31,994,000 | 32,543,897 | ||||||
1.75%, 01/31/2023 | 12,000,000 | 12,064,219 | ||||||
2.63%, 02/28/2023 | 31,103,000 | 32,179,456 | ||||||
2.50%, 03/31/2023 | 22,082,000 | 22,778,963 | ||||||
1.75%, 05/15/2023 | 17,221,000 | 17,322,577 | ||||||
2.75%, 05/31/2023 | 26,626,000 | 27,733,683 | ||||||
2.63%, 06/30/2023 | 22,753,000 | 23,622,236 | ||||||
2.75%, 07/31/2023 | 22,957,000 | 23,955,988 | ||||||
1.38%, 08/31/2023 | 12,000,000 | 11,913,750 | ||||||
2.75%, 08/31/2023 | 20,436,000 | 21,349,234 | ||||||
2.88%, 09/30/2023 | 19,620,000 | 20,607,898 | ||||||
1.63%, 10/31/2023 | 25,000,000 | 25,057,617 | ||||||
2.88%, 10/31/2023 | 16,040,000 | 16,864,556 | ||||||
2.63%, 12/31/2023 | 14,830,000 | 15,471,282 | ||||||
2.50%, 01/31/2024 | 19,914,000 | 20,686,445 | ||||||
2.75%, 02/15/2024 | 1,000,000 | 1,049,766 | ||||||
2.13%, 02/29/2024 | 10,842,000 | 11,100,344 | ||||||
2.38%, 02/29/2024 | 24,721,000 | 25,579,475 | ||||||
2.13%, 03/31/2024 | 18,758,000 | 19,213,761 | ||||||
2.25%, 04/30/2024 | 12,723,000 | 13,108,169 | ||||||
2.50%, 05/15/2024 | 74,963,000 | 78,061,080 | ||||||
2.00%, 05/31/2024 | 5,272,000 | 5,378,058 | ||||||
1.75%, 06/30/2024 | 10,081,000 | 10,168,027 | ||||||
2.00%, 06/30/2024 | 543,000 | 553,605 | ||||||
1.75%, 07/31/2024 | 13,890,000 | 14,015,336 | ||||||
2.38%, 08/15/2024 | 20,000,000 | 20,750,000 | ||||||
1.25%, 08/31/2024 | 22,103,000 | 21,796,494 | ||||||
1.50%, 09/30/2024 | 20,688,000 | 20,638,704 | ||||||
2.25%, 11/15/2024 | 20,529,000 | 21,205,815 | ||||||
2.88%, 04/30/2025 | 840,000 | 897,356 | ||||||
2.13%, 05/15/2025 | 37,000,000 | 38,050,742 | ||||||
2.88%, 05/31/2025 | 5,392,000 | 5,763,964 |
2.00%, 08/15/2025 | 150,100 | 153,442 | ||||||
2.25%, 11/15/2025 | 103,296,000 | 107,129,251 | ||||||
1.88%, 07/31/2026 | 13,793,000 | 14,020,369 | ||||||
2.00%, 11/15/2026 | 17,000,000 | 17,433,633 | ||||||
2.25%, 11/15/2027 | 39,300,000 | 41,113,019 | ||||||
3.13%, 11/15/2028 | 59,050,000 | 66,311,305 | ||||||
1.63%, 08/15/2029 | 30,962,000 | 30,827,751 | ||||||
4.75%, 02/15/2037 | 37,619,000 | 53,940,650 | ||||||
5.00%, 05/15/2037 | 8,604,000 | 12,696,950 | ||||||
3.50%, 02/15/2039 | 54,994,100 | 68,933,815 | ||||||
4.38%, 11/15/2039(7) | 17,169,000 | 24,100,313 | ||||||
4.63%, 02/15/2040 | 3,000,000 | 4,345,195 | ||||||
4.38%, 05/15/2040 | 7,600,000 | 10,696,406 | ||||||
3.88%, 08/15/2040 | 4,380,000 | 5,794,090 | ||||||
4.25%, 11/15/2040 | 4,500,000 | 6,249,375 | ||||||
4.75%, 02/15/2041 | 3,500,000 | 5,177,812 | ||||||
4.38%, 05/15/2041 | 1,500,000 | 2,121,680 | ||||||
2.75%, 08/15/2042 | 293,000 | 329,247 | ||||||
2.75%, 11/15/2042 | 1,200,000 | 1,347,516 | ||||||
3.13%, 02/15/2043 | 18,100,000 | 21,601,926 | ||||||
2.88%, 05/15/2043 | 170,150,000 | 195,213,893 | ||||||
3.63%, 08/15/2043 | 44,225,000 | 57,077,891 | ||||||
3.75%, 11/15/2043 | 48,150,000 | 63,379,318 | ||||||
3.63%, 02/15/2044 | 40,750,000 | 52,717,129 | ||||||
2.50%, 02/15/2045 | 76,500,000 | 82,380,937 | ||||||
3.00%, 05/15/2045 | 11,225,000 | 13,225,769 | ||||||
2.88%, 08/15/2045 | 7,800,000 | 8,994,984 | ||||||
2.25%, 08/15/2046 | 25,935,000 | 26,615,794 | ||||||
3.00%, 05/15/2047 | 13,861,000 | 16,437,197 | ||||||
2.75%, 08/15/2047 | 16,887,000 | 19,128,485 | ||||||
2.75%, 11/15/2047 | 16,648,000 | 18,871,418 | ||||||
3.00%, 02/15/2048 | 24,378,000 | 28,967,920 | ||||||
3.13%, 05/15/2048 | 26,063,000 | 31,704,214 | ||||||
3.38%, 11/15/2048 | 30,304,000 | 38,642,335 |
3.00%, 02/15/2049 | 19,434,000 | 23,190,228 | ||||||
2.88%, 05/15/2049 | 15,759,000 | 18,394,939 | ||||||
2.25%, 08/15/2049 | 185,000 | 190,456 | ||||||
U.S. Treasury Strip Coupon | ||||||||
0.00%, 08/15/2020 | 34,113,000 | 33,567,849 | ||||||
0.00%, 02/15/2021 | 16,205,000 | 15,820,546 | ||||||
0.00%, 05/15/2021 | 13,188,000 | 12,824,247 | ||||||
0.00%, 08/15/2021 | 9,469,000 | 9,175,298 | ||||||
0.00%, 11/15/2021 | 14,679,000 | 14,167,579 | ||||||
0.00%, 02/15/2022 | 33,917,000 | 32,604,736 | ||||||
0.00%, 05/15/2022 | 18,154,000 | 17,391,923 | ||||||
0.00%, 08/15/2022 | 4,975,000 | 4,750,031 | ||||||
0.00%, 11/15/2022 | 17,400,000 | 16,548,342 | ||||||
0.00%, 02/15/2023 | 61,562,000 | 58,311,425 | ||||||
0.00%, 05/15/2023 | 30,855,000 | 29,109,644 | ||||||
0.00%, 08/15/2023 | 22,550,000 | 21,196,695 | ||||||
0.00%, 11/15/2023 | 9,300,000 | 8,709,921 | ||||||
0.00%, 02/15/2024 | 6,124,000 | 5,712,569 | ||||||
0.00%, 05/15/2024 | 1,322,000 | 1,227,715 | ||||||
0.00%, 08/15/2024 | 1,834,000 | 1,696,077 | ||||||
0.00%, 11/15/2024 | 6,105,000 | 5,623,092 | ||||||
0.00%, 02/15/2025 | 799,000 | 732,169 | ||||||
0.00%, 05/15/2025 | 3,279,000 | 2,989,518 | ||||||
0.00%, 08/15/2027 | 4,314,000 | 3,772,096 | ||||||
0.00%, 11/15/2027 | 4,607,000 | 4,010,769 | ||||||
0.00%, 08/15/2030 | 2,210,000 | 1,813,050 | ||||||
0.00%, 11/15/2030 | 14,469,000 | 11,807,907 | ||||||
0.00%, 02/15/2031(7) | 16,390,000 | 13,317,609 | ||||||
0.00%, 05/15/2031 | 14,225,000 | 11,481,612 | ||||||
0.00%, 08/15/2031 | 16,262,000 | 13,048,081 | ||||||
0.00%, 11/15/2031 | 13,399,000 | 10,689,362 | ||||||
0.00%, 02/15/2032 | 20,909,000 | 16,593,291 | ||||||
0.00%, 08/15/2032 | 10,925,000 | 8,565,102 | ||||||
0.00%, 02/15/2033 | 10,000,000 | 7,747,640 |
0.00%, 08/15/2033 | 4,212,000 | 3,223,911 | ||||||
0.00%, 11/15/2033 | 13,216,000 | 10,052,179 | ||||||
0.00%, 02/15/2034 | 17,759,000 | 13,426,671 | ||||||
0.00%, 05/15/2034 | 31,500,000 | 23,672,944 | ||||||
0.00%, 08/15/2034 | 6,895,000 | 5,148,857 | ||||||
0.00%, 11/15/2034 | 2,487,000 | 1,845,847 | ||||||
0.00%, 02/15/2035 | 1,824,000 | 1,345,409 | ||||||
0.00%, 05/15/2035 | 1,920,000 | 1,407,184 | ||||||
0.00%, 08/15/2035 | 175,000 | 127,524 | ||||||
0.00%, 05/15/2036 | 121,000 | 86,599 | ||||||
0.00%, 08/15/2041 | 1,225,000 | 767,117 | ||||||
University of Missouri | ||||||||
5.96%, 11/01/2039 | 3,445,000 | 4,543,059 | ||||||
University of Virginia | ||||||||
4.18%, 09/01/2117 | 1,540,000 | 1,926,432 | ||||||
3.23%, 09/01/2119 | 1,707,000 | 1,679,261 | ||||||
Uruguay Government International Bond | ||||||||
5.10%, 06/18/2050 | 1,600,000 | 1,900,016 | ||||||
4.98%, 04/20/2055 | 5,230,000 | 6,125,690 | ||||||
West Contra Costa Unified School District | ||||||||
6.25%, 08/01/2030 | 215,000 | 293,903 | ||||||
Westlake City School District | ||||||||
5.23%, 12/01/2026 | 430,000 | 446,125 | ||||||
|
| |||||||
Total Government Related (Cost: $2,695,250,412) | 2,914,231,012 | |||||||
|
| |||||||
Mortgage-Backed Obligations 36.44% | ||||||||
20 Times Square Trust 2018-20TS | ||||||||
3.20%, 05/15/2035(3)(4) | 5,204,000 | 5,226,465 | ||||||
ACRC Holdings LLC | ||||||||
7.08% (1 Month LIBOR USD + 4.60%), 12/22/2021(2)(13) | 6,515,000 | 6,515,000 | ||||||
Alternative Loan Trust 2003-22CB | ||||||||
6.00%, 12/25/2033 | 2,218,069 | 2,249,437 | ||||||
Alternative Loan Trust 2004-2CB | ||||||||
5.75%, 03/25/2034 | 570,477 | 609,158 |
Alternative Loan Trust 2004-8CB | ||||||||
2.29% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 06/25/2034(2) | 982,084 | 985,648 | ||||||
Alternative Loan Trust 2005-1CB | ||||||||
5.08% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 03/25/2035(2)(8) | 166,332 | 24,316 | ||||||
Alternative Loan Trust 2005-20CB | ||||||||
2.73% (1 Month LIBOR USD + 4.75%, 4.75% Cap), 07/25/2035(2)(8) | 552,051 | 65,958 | ||||||
Alternative Loan Trust 2005-22T1 | ||||||||
3.05% (1 Month LIBOR USD + 5.07%, 5.07% Cap), 06/25/2035(2)(8) | 669,503 | 93,853 | ||||||
Alternative Loan Trust 2005-28CB | ||||||||
5.50%, 08/25/2035 | 232,676 | 231,903 | ||||||
6.00%, 08/25/2035 | 8,146 | 5,792 | ||||||
Alternative Loan Trust 2005-37T1 | ||||||||
3.03% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 09/25/2035(2)(8) | 2,140,618 | 290,505 | ||||||
Alternative Loan Trust 2005-50CB | ||||||||
5.00%, 11/25/2020 | 9,703 | 9,711 | ||||||
Alternative Loan Trust 2005-54CB | ||||||||
2.83% (1 Month LIBOR USD + 4.85%, 4.85% Cap), 11/25/2035(2)(8) | 912,176 | 122,723 | ||||||
5.50%, 11/25/2035 | 3,170 | 3,167 | ||||||
5.50%, 11/25/2035 | 230,887 | 219,493 | ||||||
Alternative Loan Trust 2005-64CB | ||||||||
5.50%, 12/25/2035 | 97,275 | 96,376 | ||||||
Alternative Loan Trust 2005-J1 | ||||||||
3.08% (1 Month LIBOR USD + 5.10%, 5.10% Cap), 02/25/2035(2)(8) | 45,188 | 612 | ||||||
Alternative Loan Trust 2006-28CB | ||||||||
6.00%, 10/25/2036 | 70,354 | 56,540 | ||||||
Alternative Loan Trust 2006-43CB | ||||||||
6.00%, 02/25/2022 | 6,451 | 6,461 | ||||||
Alternative Loan Trust 2006-7CB | ||||||||
5.25%, 05/25/2021 | 47,842 | 47,288 | ||||||
Alternative Loan Trust 2006-J5 | ||||||||
3.99%, 07/25/2021(4) | 17,521 | 16,872 | ||||||
American General Mortgage Loan Trust 2006-1 | ||||||||
5.75%, 12/25/2035(3)(4) | 4,351 | 4,526 |
Antler Mortgage Trust 2018-RTL1 | ||||||||
4.34%, 07/25/2022(3) | 13,580,000 | 13,655,635 | ||||||
Arivo 2018-1 A FRN | ||||||||
5.17%, 09/15/2019(13) | 6,396,743 | 6,396,743 | ||||||
ASG Resecuritization Trust 2011-1 | ||||||||
6.00%, 09/28/2036(3) | 193,139 | 137,285 | ||||||
Assurant Commercial Mortgage Trust 2016-1 | ||||||||
3.17%, 05/15/2049(3) | 9,100,000 | 9,225,611 | ||||||
BAMLL Commercial Mortgage Securities Trust 2012-PARK | ||||||||
2.96%, 12/10/2030(3) | 809,000 | 832,456 | ||||||
BAMLL Commercial Mortgage Securities Trust 2014-520M | ||||||||
4.35%, 08/15/2046(3)(4) | 1,200,000 | 1,304,316 | ||||||
BAMLL Re-REMIC Trust 2013-FRR2 | ||||||||
0.00%, 09/26/2022(3) | 4,000,000 | 3,432,663 | ||||||
BAMLL Re-REMIC Trust 2014-FRR5 | ||||||||
0.00%, 06/27/2045(3) | 6,300,000 | 5,412,927 | ||||||
Banc of America Alternative Loan Trust 2005-10 | ||||||||
5.25%, 11/25/2020 | 3,253 | 3,271 | ||||||
Banc of America Alternative Loan Trust 2005-11 | ||||||||
5.50%, 12/25/2035 | 10,902 | 10,694 | ||||||
Banc of America Alternative Loan Trust 2005-5 | ||||||||
5.50%, 06/25/2035 | 37,248 | 37,377 | ||||||
Banc of America Alternative Loan Trust 2005-9 | ||||||||
5.50%, 10/25/2035 | 16,508 | 16,780 | ||||||
Banc of America Alternative Loan Trust 2006-5 | ||||||||
6.00%, 06/25/2046 | 35,754 | 35,573 | ||||||
Banc of America Alternative Loan Trust 2007-1 | ||||||||
5.36%, 04/25/2022(4) | 27,772 | 27,619 | ||||||
Banc of America Commercial Mortgage Trust 2006-5 | ||||||||
0.93%, 09/10/2047(3)(4) | 164,772 | 3 | ||||||
Banc of America Funding 2004-1 Trust | ||||||||
0.00%, 03/25/2034 | 27,873 | 24,494 | ||||||
Banc of America Funding 2004-2 Trust | ||||||||
5.75%, 09/20/2034 | 2,128,465 | 2,296,122 |
Banc of America Funding 2004-C Trust | ||||||||
4.96%, 12/20/2034(4) | 41,384 | 42,113 | ||||||
Banc of America Funding 2005-6 Trust | ||||||||
5.50%, 10/25/2035 | 28,415 | 27,706 | ||||||
Banc of America Funding 2005-7 Trust | ||||||||
0.00%, 11/25/2035 | 26,217 | 22,635 | ||||||
Banc of America Funding 2005-8 Trust | ||||||||
0.00%, 01/25/2036 | 9,034 | 6,988 | ||||||
Banc of America Funding 2005-C Trust | ||||||||
2.28% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.00% Cap), 05/20/2035(2) | 2,226,558 | 2,224,921 | ||||||
Banc of America Funding 2005-E Trust | ||||||||
4.68%, 03/20/2035(4) | 11,786 | 11,870 | ||||||
Banc of America Funding 2006-1 Trust | ||||||||
0.00%, 01/25/2036 | 16,637 | 12,194 | ||||||
Banc of America Mortgage 2003-C Trust | ||||||||
5.12%, 04/25/2033(4) | 11,874 | 12,202 | ||||||
BANK 2017-BNK4 | ||||||||
3.63%, 05/15/2050 | 6,790,000 | 7,369,014 | ||||||
BANK 2017-BNK8 | ||||||||
3.49%, 11/15/2050 | 12,745,000 | 13,742,298 | ||||||
BANK 2017-BNK9 | ||||||||
3.54%, 11/15/2054 | 6,100,000 | 6,603,675 | ||||||
BANK 2018-BNK13 | ||||||||
4.22%, 08/15/2061(4) | 3,582,000 | 4,073,142 | ||||||
BANK 2019-BNK18 | ||||||||
3.58%, 05/15/2062 | 1,254,000 | 1,369,554 | ||||||
BANK 2019-BNK21 | ||||||||
2.85%, 10/17/2052 | 2,648,000 | 2,727,374 | ||||||
BBCMS Mortgage Trust 2018-C2 | ||||||||
4.05%, 12/15/2051 | 20,000,000 | 22,432,210 | ||||||
4.31%, 12/15/2051 | 2,652,000 | 3,034,127 | ||||||
BB-UBS Trust | ||||||||
2.89%, 06/05/2030(3) | 568,000 | 567,642 | ||||||
BB-UBS Trust 2012-SHOW | ||||||||
3.43%, 11/05/2036(3) | 4,602,000 | 4,844,703 |
BCAP LLC 2009-RR5 Trust | ||||||||
5.50%, 11/26/2034(3)(4) | 65,676 | 66,146 | ||||||
BCAP LLC 2010-RR7 Trust | ||||||||
4.31%, 07/26/2045(3)(4) | 243,837 | 244,672 | ||||||
Bear Stearns ALT-A Trust 2005-7 | ||||||||
2.56% (1 Month LIBOR USD + 0.54%, 0.27% Floor, 11.50% Cap), 08/25/2035(2) | 754,908 | 757,203 | ||||||
Bear Stearns ARM Trust 2003-2 | ||||||||
4.73%, 01/25/2033(3)(4) | 107,934 | 112,112 | ||||||
Bear Stearns ARM Trust 2003-7 | ||||||||
4.56%, 10/25/2033(4) | 9,672 | 9,867 | ||||||
Bear Stearns ARM Trust 2004-2 | ||||||||
4.45%, 05/25/2034(4) | 54,271 | 54,678 | ||||||
Bear Stearns ARM Trust 2006-1 | ||||||||
4.91% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036(2) | 176,198 | 180,549 | ||||||
Bear Stearns Asset Backed Securities I Trust 2004-AC2 | ||||||||
5.00%, 05/25/2034 | 19,074 | 19,855 | ||||||
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14 | ||||||||
0.50%, 12/11/2038(3)(4) | 619,379 | 973 | ||||||
Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 | ||||||||
0.02%, 01/12/2045(3)(4) | 10,889,687 | 6,231 | ||||||
Bellemeade Re 2018-1 Ltd. | ||||||||
3.62% (1 Month LIBOR USD + 1.60%), 04/25/2028(2)(3) | 4,155,927 | 4,160,513 | ||||||
Bellemeade Re 2018-2 Ltd. | ||||||||
2.97% (1 Month LIBOR USD + 0.95%), 08/25/2028(2)(3) | 1,328,166 | 1,328,556 | ||||||
3.37% (1 Month LIBOR USD + 1.35%), 08/25/2028(2)(3) | 1,640,000 | 1,642,915 | ||||||
3.62% (1 Month LIBOR USD + 1.60%), 08/25/2028(2)(3) | 1,350,000 | 1,352,565 | ||||||
Bellemeade Re 2018-3 Ltd. | ||||||||
3.22% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 10/25/2027(2)(3) | 1,855,224 | 1,856,318 | ||||||
3.87% (1 Month LIBOR USD + 1.85%, 1.85% Floor), 10/25/2027(2)(3) | 3,360,000 | 3,369,938 | ||||||
Bellemeade Re 2019-2 Ltd. | ||||||||
3.02% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 04/25/2029(2)(3) | 7,970,000 | 7,971,552 | ||||||
Bellemeade Re 2019-3 Ltd. | ||||||||
3.12% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 07/25/2029(2)(3) | 5,400,000 | 5,402,302 | ||||||
3.62% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 07/25/2029(2)(3) | 3,600,000 | 3,603,669 |
Benchmark 2019-B13 Mortgage Trust | ||||||||
2.95%, 08/15/2057 | 2,643,000 | 2,741,613 | ||||||
CD 2006-CD3 Mortgage Trust | ||||||||
0.79%, 10/15/2048(3)(4) | 2,382,172 | 17,822 | ||||||
CD 2007-CD4 Commercial Mortgage Trust | ||||||||
1.04%, 12/11/2049(3)(4) | 30,703 | 728 | ||||||
CD 2019-CD8 Mortgage Trust | ||||||||
2.66%, 08/15/2057 | 20,000,000 | 20,253,762 | ||||||
2.91%, 08/15/2057 | 2,625,000 | 2,711,050 | ||||||
Chase Mortgage Finance Trust Series 2006-A1 | ||||||||
4.30%, 09/25/2036(4) | 125,630 | 120,314 | ||||||
Chase Mortgage Finance Trust Series 2007-A1 | ||||||||
4.53%, 02/25/2037(4) | 12,148 | 12,476 | ||||||
4.70%, 02/25/2037(4) | 66,087 | 68,648 | ||||||
4.71%, 02/25/2037(4) | 42,421 | 43,528 | ||||||
4.82%, 02/25/2037(4) | 41,889 | 42,385 | ||||||
Chase Mortgage Finance Trust Series 2007-A2 | ||||||||
4.40%, 07/25/2037(4) | 55,670 | 56,283 | ||||||
4.79%, 07/25/2037(4) | 39,042 | 40,013 | ||||||
CHL Mortgage Pass-Through Trust 2002-18 | ||||||||
0.00%, 11/25/2032 | 12,323 | 11,561 | ||||||
CHL Mortgage Pass-Through Trust 2004-3 | ||||||||
5.50%, 04/25/2034 | 29,520 | 30,540 | ||||||
5.75%, 04/25/2034 | 20,112 | 20,760 | ||||||
CHL Mortgage Pass-Through Trust 2004-5 | ||||||||
5.50%, 06/25/2034 | 136,500 | 140,132 | ||||||
CHL Mortgage Pass-Through Trust 2004-7 | ||||||||
4.60%, 06/25/2034(4) | 7,882 | 8,218 | ||||||
CHL Mortgage Pass-Through Trust 2004-HYB1 | ||||||||
4.12%, 05/20/2034(4) | 11,849 | 12,035 | ||||||
CHL Mortgage Pass-Through Trust 2004-HYB3 | ||||||||
3.83%, 06/20/2034(4) | 62,342 | 63,940 | ||||||
CHL Mortgage Pass-Through Trust 2004-HYB6 | ||||||||
4.11%, 11/20/2034(4) | 37,965 | 38,987 |
CHL Mortgage Pass-Through Trust 2005-14 | ||||||||
5.50%, 07/25/2035 | 22,771 | 20,151 | ||||||
CHL Mortgage Pass-Through Trust 2005-16 | ||||||||
5.50%, 09/25/2035 | 11,274 | 10,451 | ||||||
CHL Mortgage Pass-Through Trust 2005-22 | ||||||||
3.96%, 11/25/2035(4) | 158,744 | 143,949 | ||||||
CIM Trust 2017-6 | ||||||||
3.02%, 06/25/2057(3)(4) | 4,605,769 | 4,622,822 | ||||||
CIM Trust 2017-8 | ||||||||
3.00%, 12/25/2065(3)(4) | 8,795,461 | 8,799,697 | ||||||
Citicorp Mortgage Securities Trust Series 2006-1 | ||||||||
5.00%, 02/25/2021 | 2,732 | 2,902 | ||||||
Citicorp Mortgage Securities Trust Series 2006-4 | ||||||||
6.00%, 08/25/2036 | 56,426 | 57,675 | ||||||
Citigroup Commercial Mortgage Trust 2014-GC19 | ||||||||
3.75%, 03/10/2047 | 3,953,470 | 4,192,323 | ||||||
Citigroup Commercial Mortgage Trust 2014-GC21 | ||||||||
3.58%, 05/10/2047 | 3,503,684 | 3,690,405 | ||||||
Citigroup Commercial Mortgage Trust 2014-GC23 | ||||||||
3.36%, 07/10/2047 | 10,326,453 | 10,871,489 | ||||||
Citigroup Commercial Mortgage Trust 2015-GC29 | ||||||||
2.94%, 04/10/2048 | 10,000,000 | 10,362,432 | ||||||
Citigroup Commercial Mortgage Trust 2015-GC33 | ||||||||
3.78%, 09/10/2058 | 717,000 | 775,111 | ||||||
Citigroup Commercial Mortgage Trust 2016-C1 | ||||||||
2.94%, 05/10/2049 | 10,100,000 | 10,491,693 | ||||||
Citigroup Commercial Mortgage Trust 2016-C3 | ||||||||
3.15%, 11/15/2049 | 2,764,000 | 2,911,594 | ||||||
Citigroup Commercial Mortgage Trust 2016-GC37 | ||||||||
3.05%, 04/10/2049 | 13,750,000 | 14,320,904 | ||||||
Citigroup Commercial Mortgage Trust 2016-P6 | ||||||||
3.72%, 12/10/2049(4) | 2,783,000 | 3,033,003 | ||||||
Citigroup Commercial Mortgage Trust 2017-P7 | ||||||||
3.44%, 04/14/2050 | 16,000,000 | 17,138,906 |
Citigroup Commercial Mortgage Trust 2017-P8 | ||||||||
3.20%, 09/15/2050 | 21,000,000 | 22,200,589 | ||||||
Citigroup Commercial Mortgage Trust 2018-B2 | ||||||||
3.74%, 03/10/2051 | 22,000,000 | 24,177,681 | ||||||
Citigroup Global Markets Mortgage Securities VII, Inc. | ||||||||
0.00%, 12/25/2018 | 146 | 127 | ||||||
7.00%, 06/25/2033(1) | 15,904 | 16,254 | ||||||
4.31%, 09/25/2033(4) | 56,579 | 57,968 | ||||||
Citigroup Mortgage Loan Trust 2009-10 | ||||||||
4.32%, 09/25/2033(3)(4) | 201,394 | 205,993 | ||||||
Citigroup Mortgage Loan Trust 2015-A | ||||||||
4.50%, 06/25/2058(3)(4) | 446,046 | 473,991 | ||||||
Citigroup Mortgage Loan Trust 2018-A | ||||||||
4.00%, 01/25/2068(3)(4) | 2,210,924 | 2,213,425 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
0.00%, 09/25/2033 | 4,467 | 4,226 | ||||||
7.00%, 09/25/2033 | 3,330 | 3,395 | ||||||
0.00%, 10/25/2033 | 3,655 | 3,258 | ||||||
5.25%, 10/25/2033 | 22,032 | 22,727 | ||||||
4.58%, 08/25/2034(4) | 14,489 | 14,338 | ||||||
3.32%, 02/25/2035(4) | 22,334 | 19,369 | ||||||
5.50%, 05/25/2035 | 116,377 | 122,398 | ||||||
4.06%, 08/25/2035(4) | 68,060 | 55,359 | ||||||
5.50%, 11/25/2035 | 3,136 | 3,147 | ||||||
6.00%, 11/25/2035 | 2,518,005 | 2,599,936 | ||||||
COBALT CMBS Commercial Mortgage Trust 2006-C1 | ||||||||
1.01%, 08/15/2048(4) | 467,746 | 2,699 | ||||||
COMM 2012-CCRE1 Mortgage Trust | ||||||||
3.39%, 05/15/2045 | 3,783,014 | 3,881,407 | ||||||
COMM 2012-CCRE2 Mortgage Trust | ||||||||
1.80%, 08/15/2045(4) | 2,713,189 | 101,866 | ||||||
3.15%, 08/15/2045 | 9,614,464 | 9,828,484 | ||||||
COMM 2013-300P Mortgage Trust | ||||||||
4.35%, 08/10/2030(3) | 516,000 | 552,760 |
COMM 2013-CCRE10 Mortgage Trust | ||||||||
3.92%, 08/10/2046 | 4,113,981 | 4,378,160 | ||||||
COMM 2013-CCRE11 Mortgage Trust | ||||||||
4.26%, 08/10/2050 | 8,100,000 | 8,695,451 | ||||||
COMM 2013-CCRE12 Mortgage Trust | ||||||||
3.77%, 10/10/2046 | 9,777,000 | 10,282,199 | ||||||
COMM 2013-CCRE7 Mortgage Trust | ||||||||
3.21%, 03/10/2046 | 1,570,314 | 1,619,925 | ||||||
COMM 2013-CCRE9 Mortgage Trust | ||||||||
4.02%, 07/10/2045 | 3,553,729 | 3,740,329 | ||||||
COMM 2013-SFS Mortgage Trust | ||||||||
3.09%, 04/12/2035(3)(4) | 708,000 | 726,723 | ||||||
COMM 2014-CCRE15 Mortgage Trust | ||||||||
2.93%, 02/10/2047 | 1,799,555 | 1,799,212 | ||||||
COMM 2014-CCRE16 Mortgage Trust | ||||||||
4.05%, 04/10/2047 | 2,535,000 | 2,721,901 | ||||||
COMM 2014-CCRE19 Mortgage Trust | ||||||||
3.80%, 08/10/2047 | 17,769,300 | 19,018,606 | ||||||
COMM 2014-CCRE20 Mortgage Trust | ||||||||
3.33%, 11/10/2047 | 12,000,000 | 12,621,306 | ||||||
COMM 2014-UBS4 Mortgage Trust | ||||||||
2.96%, 08/10/2047 | 417,527 | 418,833 | ||||||
COMM 2015-CCRE24 Mortgage Trust | ||||||||
3.43%, 08/10/2048 | 7,500,000 | 7,921,490 | ||||||
3.70%, 08/10/2048 | 770,833 | 828,104 | ||||||
COMM 2015-CCRE25 Mortgage Trust | ||||||||
3.51%, 08/10/2048 | 13,200,000 | 14,035,066 | ||||||
3.76%, 08/10/2048 | 2,437,000 | 2,624,088 | ||||||
COMM 2015-LC23 Mortgage Trust | ||||||||
3.77%, 10/10/2048 | 4,039,090 | 4,364,491 | ||||||
COMM 2016-CR28 Mortgage Trust | ||||||||
3.76%, 02/10/2049 | 4,205,375 | 4,549,399 | ||||||
COMM 2018-HOME Mortgage Trust | ||||||||
3.94%, 04/10/2033(3)(4) | 8,245,000 | 9,037,236 |
Commercial Mortgage Trust 2006-GG7 | ||||||||
5.83%, 07/10/2038(4) | 55,560 | 55,869 | ||||||
Credit Suisse Commercial Mortgage Trust Series 2007-C2 | ||||||||
0.04%, 01/15/2049(3)(4) | 1,928,453 | 1 | ||||||
Credit Suisse First Boston Mortgage Securities Corp. | ||||||||
6.73%, 02/25/2033(4) | 70,623 | 75,971 | ||||||
4.47%, 06/25/2033(4) | 25,998 | 26,281 | ||||||
5.25%, 07/25/2033 | 1,504,382 | 1,536,226 | ||||||
5.25%, 09/25/2033 | 60,259 | 63,215 | ||||||
0.00%, 10/25/2033 | 43,567 | 37,455 | ||||||
4.44%, 03/25/2034(4) | 1,171,484 | 1,204,614 | ||||||
CSAIL 2015-C4 Commercial Mortgage Trust | ||||||||
3.54%, 11/15/2048 | 7,500,000 | 7,996,771 | ||||||
CSAIL 2016-C7 Commercial Mortgage Trust | ||||||||
3.50%, 11/15/2049 | 1,882,000 | 2,008,416 | ||||||
CSAIL 2017-C8 Commercial Mortgage Trust | ||||||||
3.13%, 06/15/2050 | 15,525,000 | 16,237,285 | ||||||
CSAIL 2019-C16 Commercial Mortgage Trust | ||||||||
3.33%, 06/15/2052 | 2,653,000 | 2,825,665 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 | ||||||||
5.25%, 11/25/2033 | 73,265 | 75,284 | ||||||
5.25%, 11/25/2033 | 38,738 | 40,144 | ||||||
5.75%, 11/25/2033 | 253,840 | 265,408 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 | ||||||||
5.50%, 09/25/2034 | 44,296 | 45,799 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 | ||||||||
5.50%, 12/25/2034 | 96,315 | 99,901 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 | ||||||||
0.00%, 10/25/2035 | 17,729 | 14,354 | ||||||
5.50%, 10/25/2035 | 190,493 | 2,299 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 | ||||||||
0.00%, 11/25/2035 | 8,825 | 6,386 | ||||||
CSMC 2014-USA OA LLC | ||||||||
4.37%, 09/15/2037(3) | 3,000,000 | 2,988,427 |
CSMC 2018-RPL7 Trust | ||||||||
4.00%, 08/26/2058(3) | 3,578,543 | 3,616,947 | ||||||
CSMC 2018-RPL9 Trust | ||||||||
3.85%, 09/25/2057(3)(4) | 13,546,394 | 14,063,759 | ||||||
CSMC Series 2010-17R | ||||||||
4.44%, 06/26/2036(3)(4) | 20,358 | 20,439 | ||||||
CSMCM 2018-RPL4 Trust | ||||||||
3.75%, 05/25/2058(3) | 3,894,139 | 3,959,872 | ||||||
CSMCM 2018-RPL9 Trust | ||||||||
3.91%, 10/25/2058(3)(13) | 3,413,865 | 3,401,025 | ||||||
DBJPM 16-C1 Mortgage Trust | ||||||||
3.02%, 05/10/2049 | 15,000,000 | 15,613,512 | ||||||
DBUBS 2011-LC2 Mortgage Trust | ||||||||
1.22%, 07/10/2044(3)(4) | 2,275,420 | 29,152 | ||||||
Deephaven Residential Mortgage Trust 2017-1 | ||||||||
3.49%, 12/26/2046(3)(4) | 329,526 | 329,291 | ||||||
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-1 | ||||||||
5.20%, 02/25/2020(4) | 13,913 | 13,877 | ||||||
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-3 | ||||||||
4.37%, 06/25/2020(4) | 18,466 | 18,374 | ||||||
Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4 | ||||||||
6.15%, 04/25/2034(1) | 181 | 184 | ||||||
Eagle RE 2018-1 Ltd. | ||||||||
3.72% (1 Month LIBOR USD + 1.70%, 1.70% Floor), 11/25/2028(2)(3) | 3,936,133 | 3,945,733 | ||||||
Eagle RE 2019-1 Ltd. | ||||||||
3.27% (1 Month LIBOR USD + 1.25%), 04/25/2029(2)(3) | 1,200,000 | 1,199,687 | ||||||
3.82% (1 Month LIBOR USD + 1.80%), 04/25/2029(2)(3) | 1,440,000 | 1,445,510 | ||||||
Fannie Mae | ||||||||
4.00%, 10/01/2033(10) | 55,000 | 57,221 | ||||||
3.50%, 10/01/2034(10) | 10,000,000 | 10,342,969 | ||||||
2.50%, 10/01/2048(10) | 10,695,000 | 10,787,119 | ||||||
3.00%, 10/01/2048(10) | 34,555,000 | 35,081,424 | ||||||
3.50%, 10/01/2049(10) | 16,965,000 | 17,405,692 | ||||||
4.00%, 10/01/2049(10) | 2,550,000 | 2,646,422 | ||||||
4.50%, 10/01/2049(10) | 2,185,000 | 2,300,907 | ||||||
5.00%, 10/01/2049(10) | 8,325,000 | 8,917,831 |
Fannie Mae Grantor Trust 1999-T2 | ||||||||
7.50%, 01/19/2039(4) | 71,262 | 77,469 | ||||||
Fannie Mae Grantor Trust 2001-T3 | ||||||||
7.50%, 11/25/2040 | 116,320 | 128,238 | ||||||
Fannie Mae Grantor Trust 2002-T16 | ||||||||
7.00%, 07/25/2042 | 121,785 | 143,314 | ||||||
Fannie Mae Grantor Trust 2004-T1 | ||||||||
6.50%, 01/25/2044 | 24,307 | 27,869 | ||||||
Fannie Mae Grantor Trust 2004-T2 | ||||||||
4.65%, 07/25/2043(4) | 110,473 | 116,315 | ||||||
7.50%, 11/25/2043 | 213,453 | 248,017 | ||||||
Fannie Mae Grantor Trust 2004-T3 | ||||||||
10.33%, 01/25/2044(4) | 24,500 | 29,439 | ||||||
6.50%, 02/25/2044 | 304,443 | 350,358 | ||||||
7.00%, 02/25/2044 | 125,598 | 146,718 | ||||||
Fannie Mae Grantor Trust 2017-T1 | ||||||||
2.90%, 06/25/2027 | 6,535,840 | 6,835,527 | ||||||
Fannie Mae Interest Strip | ||||||||
4.50%, 11/25/2020 | 122 | 2 | ||||||
7.50%, 04/25/2023 | 566 | 58 | ||||||
9.00%, 03/25/2024 | 462 | 517 | ||||||
0.00%, 09/25/2024 | 47,299 | 45,545 | ||||||
0.00%, 01/25/2033 | 8,854 | 8,214 | ||||||
5.00%, 12/25/2033(4) | 12,244 | 1,673 | ||||||
5.50%, 05/25/2036 | 46,514 | 9,617 | ||||||
5.50%, 08/25/2036 | 31,605 | 5,209 | ||||||
5.50%, 04/25/2037 | 14,659 | 2,390 | ||||||
6.00%, 01/25/2038 | 30,827 | 5,447 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/25/2042(2) | 689,162 | 689,999 | ||||||
2.57% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2042(2) | 1,712,787 | 1,720,025 |
Fannie Mae Pool | ||||||||
5.00%, 10/01/2019 | 1 | 1 | ||||||
4.50%, 11/01/2019 | 203 | 209 | ||||||
4.50%, 11/01/2019 | 208 | 215 | ||||||
4.48%, 12/01/2019 | 466,467 | 465,929 | ||||||
4.50%, 12/01/2019 | 65 | 65 | ||||||
4.28%, 01/01/2020 | 86,900 | 86,989 | ||||||
5.50%, 01/01/2020 | 47 | 47 | ||||||
4.37%, 02/01/2020 | 185,644 | 185,948 | ||||||
4.40%, 02/01/2020 | 556,228 | 558,621 | ||||||
5.50%, 03/01/2020 | 3 | 3 | ||||||
6.00%, 03/01/2020 | 141 | 141 | ||||||
4.38%, 04/01/2020 | 1,158,242 | 1,169,595 | ||||||
2.01%, 06/01/2020 | 9,288,000 | 9,260,811 | ||||||
5.50%, 06/01/2020 | 602 | 602 | ||||||
5.50%, 06/01/2020 | 4 | 4 | ||||||
3.74%, 07/01/2020 | 521,491 | 523,102 | ||||||
4.07%, 07/01/2020 | 2,913,582 | 2,943,503 | ||||||
5.50%, 07/01/2020 | 7 | 7 | ||||||
6.50%, 08/01/2020 | 206 | 206 | ||||||
3.59%, 10/01/2020 | 920,266 | 927,241 | ||||||
2.00%, 12/01/2020 | 1,548,000 | 1,548,254 | ||||||
3.54%, 12/01/2020 | 278,306 | 282,710 | ||||||
3.62%, 12/01/2020 | 789,945 | 789,212 | ||||||
3.70%, 12/01/2020 | 345,978 | 349,926 | ||||||
3.56%, 01/01/2021 | 939,375 | 954,822 | ||||||
3.87%, 01/01/2021 | 1,109,886 | 1,126,098 | ||||||
4.05%, 01/01/2021 | 482,000 | 489,796 | ||||||
4.28%, 01/01/2021 | 434,161 | 446,645 | ||||||
4.33%, 02/01/2021 | 465,599 | 475,190 | ||||||
6.00%, 03/01/2021 | 4,796 | 4,868 | ||||||
8.00%, 03/01/2021 | 19 | 19 | ||||||
4.25%, 04/01/2021 | 784,000 | 803,078 | ||||||
4.25%, 04/01/2021 | 1,032,000 | 1,058,178 | ||||||
4.30%, 04/01/2021 | 280,179 | 287,062 | ||||||
4.33%, 04/01/2021 | 675,164 | 691,906 |
6.00%, 04/01/2021 | 1,681 | 1,699 | ||||||
6.00%, 04/01/2021 | 1,921 | 1,937 | ||||||
3.97%, 06/01/2021 | 592,767 | 607,413 | ||||||
4.02%, 06/01/2021 | 691,000 | 708,823 | ||||||
4.10%, 06/01/2021 | 634,072 | 650,737 | ||||||
4.19%, 06/01/2021 | 512,632 | 526,736 | ||||||
4.26%, 06/01/2021 | 604,598 | 626,236 | ||||||
4.30%, 06/01/2021 | 1,177,340 | 1,218,637 | ||||||
4.34%, 06/01/2021 | 1,858,000 | 1,913,397 | ||||||
3.86%, 07/01/2021 | 889,194 | 911,688 | ||||||
3.94%, 07/01/2021 | 1,032,000 | 1,062,532 | ||||||
3.99%, 07/01/2021 | 228,878 | 235,022 | ||||||
4.06%, 07/01/2021 | 949,254 | 975,845 | ||||||
4.26%, 07/01/2021 | 2,148,465 | 2,214,393 | ||||||
4.31%, 07/01/2021 | 577,033 | 598,438 | ||||||
6.00%, 07/01/2021 | 285 | 286 | ||||||
4.05%, 08/01/2021 | 158,584 | 163,251 | ||||||
4.50%, 08/01/2021 | 2,838,000 | 2,941,457 | ||||||
6.00%, 08/01/2021 | 10,094 | 10,241 | ||||||
3.85%, 09/01/2021 | 802,737 | 825,752 | ||||||
3.92%, 09/01/2021 | 613,184 | 631,322 | ||||||
3.95%, 09/01/2021 | 615,823 | 639,501 | ||||||
3.40%, 10/01/2021 | 323,717 | 331,320 | ||||||
3.43%, 11/01/2021 | 927,639 | 951,496 | ||||||
5.00%, 11/01/2021 | 1,597 | 1,648 | ||||||
3.03%, 12/01/2021 | 877,681 | 894,157 | ||||||
3.31%, 12/01/2021 | 358,383 | 367,349 | ||||||
6.00%, 12/01/2021 | 4,678 | 4,743 | ||||||
2.97%, 01/01/2022 | 704,739 | 719,080 | ||||||
3.03%, 01/01/2022 | 782,150 | 798,622 | ||||||
3.09%, 01/01/2022 | 1,232,587 | 1,260,312 | ||||||
3.20%, 01/01/2022 | 790,014 | 809,580 | ||||||
3.06%, 02/01/2022 | 863,000 | 883,783 | ||||||
3.14%, 02/01/2022 | 442,347 | 453,287 |
2.75%, 03/01/2022 | 160,559 | 163,964 | ||||||
3.08%, 03/01/2022 | 386,858 | 398,666 | ||||||
3.14%, 03/01/2022 | 275,738 | 283,771 | ||||||
3.20% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 100.00% Cap), 03/01/2022(2) | 877,477 | 879,371 | ||||||
3.21%, 03/01/2022 | 310,000 | 318,763 | ||||||
3.08%, 04/01/2022 | 950,572 | 978,561 | ||||||
6.50%, 04/01/2022 | 6,416 | 6,513 | ||||||
2.94%, 05/01/2022 | 980,243 | 1,006,211 | ||||||
3.02%, 05/01/2022 | 622,940 | 640,723 | ||||||
6.50%, 05/01/2022 | 1,923 | 2,142 | ||||||
2.60%, 06/01/2022 | 782,773 | 797,470 | ||||||
2.76%, 06/01/2022 | 1,597,852 | 1,632,307 | ||||||
2.67%, 07/01/2022 | 624,000 | 635,509 | ||||||
2.71%, 07/01/2022 | 961,538 | 983,519 | ||||||
2.82%, 07/01/2022 | 1,009,080 | 1,034,563 | ||||||
2.65%, 08/01/2022 | 1,032,000 | 1,051,293 | ||||||
4.03%, 09/01/2022 | 1,158,330 | 1,222,000 | ||||||
2.39%, 10/01/2022 | 603,888 | 610,930 | ||||||
2.64%, 10/01/2022 | 634,003 | 645,988 | ||||||
2.37%, 11/01/2022 | 446,578 | 451,768 | ||||||
2.38%, 11/01/2022 | 812,941 | 822,658 | ||||||
2.41%, 11/01/2022 | 146,690 | 148,568 | ||||||
2.44%, 11/01/2022 | 770,731 | 781,263 | ||||||
2.45%, 11/01/2022 | 1,401,000 | 1,424,168 | ||||||
2.55%, 11/01/2022 | 376,427 | 382,791 | ||||||
2.55%, 11/01/2022 | 1,178,419 | 1,198,341 | ||||||
7.50%, 11/01/2022 | 559 | 563 | ||||||
2.28%, 12/01/2022 | 965,752 | 974,867 | ||||||
2.32%, 12/01/2022 | 354,569 | 358,284 | ||||||
2.34%, 12/01/2022 | 2,228,224 | 2,253,115 | ||||||
2.38%, 12/01/2022 | 468,214 | 474,042 | ||||||
2.39%, 12/01/2022 | 993,017 | 1,005,561 | ||||||
2.42%, 12/01/2022 | 1,102,733 | 1,117,769 | ||||||
6.50%, 12/01/2022 | 6,804 | 7,582 |
2.33%, 01/01/2023 | 1,613,211 | 1,631,540 | ||||||
2.34%, 01/01/2023 | 1,287,275 | 1,302,276 | ||||||
2.37%, 01/01/2023 | 1,028,689 | 1,040,370 | ||||||
2.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 97.76% Cap), 01/01/2023(2) | 1,479,547 | 1,474,556 | ||||||
2.45%, 01/01/2023 | 690,971 | 701,309 | ||||||
2.45%, 02/01/2023 | 1,290,000 | 1,311,130 | ||||||
6.00%, 02/01/2023 | 87,049 | 89,850 | ||||||
2.49%, 03/01/2023 | 757,210 | 770,255 | ||||||
2.50%, 04/01/2023 | 1,445,000 | 1,470,998 | ||||||
2.64%, 04/01/2023 | 335,749 | 343,343 | ||||||
2.71%, 04/01/2023 | 571,281 | 584,767 | ||||||
2.52%, 05/01/2023 | 3,302,000 | 3,365,440 | ||||||
5.00%, 05/01/2023 | 6,778 | 6,995 | ||||||
2.42%, 06/01/2023 | 845,039 | 857,836 | ||||||
2.77%, 06/01/2023 | 1,463,580 | 1,503,469 | ||||||
2.77%, 06/01/2023 | 910,133 | 935,612 | ||||||
2.64%, 07/01/2023 | 413,000 | 423,224 | ||||||
3.67%, 07/01/2023 | 4,850,000 | 5,152,978 | ||||||
3.74%, 07/01/2023 | 543,309 | 577,495 | ||||||
3.59%, 08/01/2023 | 1,135,000 | 1,204,245 | ||||||
3.38%, 12/01/2023 | 2,430,159 | 2,565,963 | ||||||
3.50%, 12/01/2023 | 2,210,162 | 2,346,459 | ||||||
3.45%, 01/01/2024 | 1,726,097 | 1,829,175 | ||||||
6.00%, 01/01/2024 | 27,419 | 28,577 | ||||||
6.00%, 01/01/2024 | 78,581 | 81,796 | ||||||
7.00%, 01/01/2024 | 246 | 264 | ||||||
6.50%, 02/01/2024 | 38,413 | 40,349 | ||||||
3.76%, 03/01/2024 | 1,265,000 | 1,363,381 | ||||||
8.00%, 05/01/2024 | 226 | 241 | ||||||
6.00%, 07/01/2024 | 19,475 | 20,354 | ||||||
6.50%, 07/01/2024 | 16,020 | 17,850 | ||||||
8.50%, 07/01/2024 | 812 | 881 | ||||||
5.00%, 08/01/2024 | 29,074 | 30,172 | ||||||
2.57% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 98.56% Cap), 09/01/2024(2) | 3,498,559 | 3,483,744 |
7.50%, 10/01/2024 | 323 | 344 | ||||||
2.90%, 12/01/2024 | 2,000,000 | 2,094,165 | ||||||
2.92%, 12/01/2024 | 1,000,000 | 1,047,264 | ||||||
3.08%, 12/01/2024 | 1,871,558 | 1,970,463 | ||||||
3.11%, 12/01/2024 | 2,500,000 | 2,641,446 | ||||||
2.93%, 01/01/2025 | 1,883,565 | 1,971,926 | ||||||
3.64%, 01/01/2025 | 541,900 | 584,676 | ||||||
3.07%, 02/01/2025 | 4,995,000 | 5,234,526 | ||||||
2.70%, 04/01/2025 | 4,869,392 | 5,034,856 | ||||||
2.81%, 04/01/2025 | 2,900,000 | 3,020,303 | ||||||
6.50%, 04/01/2025 | 2,007 | 2,237 | ||||||
2.68%, 05/01/2025 | 1,847,681 | 1,908,175 | ||||||
8.50%, 05/01/2025 | 58 | 58 | ||||||
5.50%, 07/01/2025 | 41,448 | 44,784 | ||||||
3.10%, 09/01/2025 | 4,926,898 | 5,221,651 | ||||||
3.77%, 12/01/2025 | 3,459,650 | 3,773,360 | ||||||
3.50%, 01/01/2026 | 251,247 | 259,782 | ||||||
7.00%, 04/01/2026 | 4,467 | 4,594 | ||||||
6.00%, 07/01/2026 | 27,122 | 29,963 | ||||||
3.29%, 08/01/2026 | 3,000,000 | 3,236,050 | ||||||
3.29%, 08/01/2026 | 1,498,001 | 1,614,402 | ||||||
4.55%, 08/01/2026 | 896,257 | 1,003,673 | ||||||
4.76%, 08/01/2026 | 991,917 | 1,131,375 | ||||||
4.77%, 08/01/2026 | 631,035 | 719,904 | ||||||
6.50%, 08/01/2026 | 49,543 | 55,202 | ||||||
3.25%, 09/01/2026 | 1,474,661 | 1,585,199 | ||||||
3.68%, 09/01/2026 | 3,448,049 | 3,790,361 | ||||||
2.29%, 10/01/2026 | 10,166,768 | 10,319,049 | ||||||
3.24%, 10/01/2026 | 1,826,831 | 1,958,408 | ||||||
3.12%, 11/01/2026 | 969,953 | 1,035,265 | ||||||
3.14%, 12/01/2026 | 1,824,995 | 1,948,005 | ||||||
3.24%, 12/01/2026 | 1,500,000 | 1,609,183 | ||||||
3.26%, 12/01/2026 | 953,651 | 1,026,583 | ||||||
4.66%, 12/01/2026 | 1,079,989 | 1,210,488 |
3.25%, 02/01/2027 | 5,727,382 | 6,108,072 | ||||||
3.34%, 02/01/2027 | 1,500,000 | 1,621,597 | ||||||
2.91%, 03/01/2027 | 9,916,627 | 10,450,981 | ||||||
3.13%, 03/01/2027 | 6,835,000 | 7,293,960 | ||||||
3.50%, 03/01/2027 | 1,599,391 | 1,657,288 | ||||||
3.66%, 03/01/2027 | 2,312,654 | 2,523,836 | ||||||
8.00%, 03/01/2027 | 5,883 | 6,426 | ||||||
3.00%, 04/01/2027 | 498,510 | 512,008 | ||||||
3.03%, 04/01/2027 | 1,500,000 | 1,592,959 | ||||||
2.79%, 05/01/2027 | 2,000,000 | 2,091,894 | ||||||
2.81%, 05/01/2027 | 1,952,876 | 2,045,313 | ||||||
2.83%, 05/01/2027 | 8,000,000 | 8,396,310 | ||||||
3.00%, 05/01/2027 | 2,916,502 | 2,995,495 | ||||||
3.00%, 06/01/2027 | 2,000,000 | 2,123,256 | ||||||
8.00%, 06/01/2027 | 4,874 | 5,340 | ||||||
3.50%, 07/01/2027 | 2,166,549 | 2,252,875 | ||||||
6.00%, 07/01/2027 | 37,280 | 41,193 | ||||||
4.00%, 08/01/2027 | 3,631,502 | 3,785,063 | ||||||
2.50%, 09/01/2027 | 423,256 | 427,513 | ||||||
2.81% (11th District Cost of Funds Index + 1.25%, 1.88% Floor, 12.68% Cap), 09/01/2027(2) | 3,291 | 3,312 | ||||||
7.00%, 09/01/2027 | 633 | 710 | ||||||
6.00%, 11/01/2027 | 16,997 | 18,783 | ||||||
2.50%, 12/01/2027 | 915,997 | 925,219 | ||||||
2.91%, 12/01/2027 | 9,400,000 | 9,935,491 | ||||||
6.00%, 12/01/2027 | 52,344 | 57,842 | ||||||
3.08%, 01/01/2028 | 8,000,000 | 8,520,590 | ||||||
3.10%, 01/01/2028 | 6,750,000 | 7,237,644 | ||||||
6.00%, 01/01/2028 | 89,947 | 99,395 | ||||||
2.50%, 04/01/2028 | 3,915,713 | 3,955,112 | ||||||
3.61%, 04/01/2028 | 2,992,752 | 3,300,652 | ||||||
5.00%, 05/01/2028 | 18,247 | 19,500 | ||||||
2.97%, 06/01/2028 | 3,102,429 | 3,275,951 | ||||||
3.57%, 06/01/2028 | 8,361,000 | 9,262,343 | ||||||
3.59%, 06/01/2028 | 8,000,000 | 8,875,193 |
8.00%, 06/01/2028 | 3,007 | 3,272 | ||||||
3.57%, 07/01/2028 | 9,858,435 | 10,878,085 | ||||||
9.50%, 07/01/2028 | 14 | 14 | ||||||
2.57%, 08/01/2028 | 5,400,000 | 5,566,305 | ||||||
2.64%, 08/01/2028 | 3,398,841 | 3,523,223 | ||||||
3.00%, 08/01/2028 | 1,273,682 | 1,308,133 | ||||||
3.53%, 08/01/2028 | 4,700,000 | 5,189,844 | ||||||
2.58%, 09/01/2028 | 3,830,000 | 3,952,707 | ||||||
2.59%, 09/01/2028 | 7,552,000 | 7,789,260 | ||||||
3.00%, 09/01/2028 | 1,967,267 | 2,024,681 | ||||||
8.00%, 09/01/2028 | 9,647 | 10,829 | ||||||
2.55%, 10/01/2028 | 9,300,000 | 9,574,668 | ||||||
2.62%, 10/01/2028 | 9,431,434 | 9,752,066 | ||||||
6.00%, 10/01/2028 | 66,248 | 73,202 | ||||||
8.00%, 11/01/2028 | 20,932 | 23,979 | ||||||
2.69%, 12/01/2028 | 4,567,000 | 4,751,863 | ||||||
3.00%, 12/01/2028 | 747,600 | 767,773 | ||||||
3.81%, 12/01/2028 | 7,000,000 | 7,897,761 | ||||||
6.00%, 12/01/2028 | 2,485 | 2,750 | ||||||
6.00%, 01/01/2029 | 3,294 | 3,701 | ||||||
7.00%, 01/01/2029 | 5,541 | 6,019 | ||||||
3.22%, 02/01/2029 | 9,000,000 | 9,733,388 | ||||||
3.28%, 02/01/2029 | 8,200,000 | 8,854,172 | ||||||
3.21%, 03/01/2029 | 10,000,000 | 10,817,643 | ||||||
3.30%, 03/01/2029 | 4,000,000 | 4,366,719 | ||||||
3.32%, 03/01/2029 | 2,882,943 | 3,130,250 | ||||||
4.06% (11th District Cost of Funds Index + 1.25%, 3.88% Floor, 13.50% Cap), 03/01/2029(2) | 2,351 | 2,380 | ||||||
6.50%, 03/01/2029 | 13,392 | 14,924 | ||||||
3.26%, 04/01/2029 | 13,520,000 | 14,700,041 | ||||||
3.34%, 04/01/2029 | 5,003,485 | 5,319,334 | ||||||
3.20%, 06/01/2029 | 3,486,969 | 3,768,451 | ||||||
2.99%, 07/01/2029 | 9,677,000 | 10,327,652 | ||||||
3.02%, 07/01/2029 | 8,200,000 | 8,773,089 | ||||||
2.99%, 08/01/2029 | 7,240,000 | 7,725,866 |
4.50%, 08/01/2029 | 149,298 | 159,091 | ||||||
3.09%, 09/01/2029 | 7,484,000 | 8,069,071 | ||||||
4.50%, 09/01/2029 | 172,312 | 183,612 | ||||||
6.00%, 09/01/2029 | 45,393 | 50,157 | ||||||
2.90%, 10/01/2029 | 3,468,693 | 3,670,179 | ||||||
3.63%, 10/01/2029 | 1,390,891 | 1,544,684 | ||||||
6.50%, 11/01/2029 | 451,823 | 505,576 | ||||||
3.50%, 12/01/2029 | 3,340,414 | 3,475,721 | ||||||
3.23%, 01/01/2030 | 4,521,779 | 4,888,935 | ||||||
3.23%, 01/01/2030 | 7,590,000 | 8,237,618 | ||||||
4.50%, 01/01/2030 | 268,086 | 287,452 | ||||||
3.55%, 02/01/2030 | 1,500,000 | 1,665,367 | ||||||
2.50%, 04/01/2030 | 2,080,594 | 2,109,831 | ||||||
3.03%, 04/01/2030 | 3,500,000 | 3,743,849 | ||||||
3.08%, 04/01/2030 | 1,951,305 | 2,086,248 | ||||||
2.50%, 05/01/2030 | 2,569,151 | 2,598,214 | ||||||
2.92%, 05/01/2030 | 4,000,000 | 4,238,337 | ||||||
2.94%, 05/01/2030 | 2,500,000 | 2,651,447 | ||||||
3.00%, 05/01/2030 | 2,004,174 | 2,057,297 | ||||||
3.50%, 05/01/2030 | 635,498 | 661,782 | ||||||
2.96%, 06/01/2030 | 1,900,541 | 2,019,077 | ||||||
3.13%, 06/01/2030 | 1,000,000 | 1,078,029 | ||||||
3.20%, 06/01/2030 | 996,088 | 1,077,674 | ||||||
3.30%, 07/01/2030 | 1,005,000 | 1,102,235 | ||||||
3.34%, 07/01/2030 | 1,500,000 | 1,644,573 | ||||||
3.56%, 07/01/2030 | 8,484,000 | 9,471,771 | ||||||
3.68%, 07/01/2030 | 3,355,000 | 3,770,061 | ||||||
3.82%, 07/01/2030 | 8,317,000 | 9,437,790 | ||||||
3.85%, 07/01/2030 | 13,900,000 | 15,789,599 | ||||||
3.39%, 09/01/2030 | 1,863,748 | 2,037,981 | ||||||
3.26%, 10/01/2030 | 4,888,863 | 5,301,211 | ||||||
3.50%, 12/01/2030 | 2,044,622 | 2,122,627 | ||||||
3.00%, 02/01/2031 | 4,338,895 | 4,453,013 | ||||||
5.00%, 04/01/2031 | 116,998 | 125,893 |
2.00%, 08/01/2031 | 2,754,924 | 2,732,855 | ||||||
6.50%, 08/01/2031 | 10,027 | 11,640 | ||||||
2.50%, 11/01/2031 | 3,417,986 | 3,458,351 | ||||||
4.00%, 11/01/2031 | 4,624,278 | 4,898,917 | ||||||
6.50%, 02/01/2032 | 55,686 | 62,203 | ||||||
3.00%, 04/01/2032 | 124,133 | 127,251 | ||||||
3.32%, 04/01/2032 | 6,071,923 | 6,665,935 | ||||||
3.00%, 05/01/2032 | 805,336 | 825,567 | ||||||
3.00%, 06/01/2032 | 817,290 | 837,928 | ||||||
7.00%, 06/01/2032 | 4,942 | 5,231 | ||||||
3.00%, 07/01/2032 | 284,782 | 291,570 | ||||||
3.50%, 07/01/2032 | 129,203 | 134,458 | ||||||
3.22%, 09/01/2032 | 6,000,000 | 6,215,974 | ||||||
3.50%, 11/01/2032 | 929,914 | 973,214 | ||||||
5.50%, 11/01/2032 | 53,328 | 59,921 | ||||||
3.50%, 12/01/2032 | 294,038 | 303,991 | ||||||
3.50%, 12/01/2032 | 13,563,496 | 14,246,102 | ||||||
5.00%, 12/01/2032 | 613 | 625 | ||||||
6.00%, 12/01/2032 | 141,961 | 163,360 | ||||||
6.00%, 12/01/2032 | 23,647 | 26,605 | ||||||
3.19%, 01/01/2033 | 4,682,457 | 4,960,993 | ||||||
3.50%, 02/01/2033 | 561,473 | 580,557 | ||||||
3.50%, 02/01/2033 | 683,921 | 709,776 | ||||||
5.50%, 02/01/2033 | 1,747 | 1,944 | ||||||
7.00%, 02/01/2033 | 1,408 | 1,477 | ||||||
3.00%, 03/01/2033 | 8,874,127 | 9,095,284 | ||||||
3.50%, 03/01/2033 | 3,103,714 | 3,241,986 | ||||||
5.50%, 03/01/2033 | 74,251 | 83,043 | ||||||
6.00%, 03/01/2033 | 7,210 | 8,063 | ||||||
6.00%, 03/01/2033 | 3,345 | 3,712 | ||||||
6.00%, 03/01/2033 | 3,858 | 4,314 | ||||||
6.00%, 03/01/2033 | 1,128 | 1,246 | ||||||
6.00%, 03/01/2033 | 4,719 | 5,429 | ||||||
3.00%, 04/01/2033 | 7,038,412 | 7,213,450 |
5.50%, 04/01/2033 | 50,026 | 56,087 | ||||||
6.00%, 05/01/2033 | 19,680 | 22,637 | ||||||
3.50%, 06/01/2033 | 218,261 | 225,651 | ||||||
4.00%, 06/01/2033 | 1,500,553 | 1,577,066 | ||||||
5.00%, 06/01/2033 | 14,685 | 16,215 | ||||||
7.00%, 06/01/2033 | 84,837 | 98,595 | ||||||
3.72%, 07/01/2033 | 11,178,000 | 12,588,370 | ||||||
5.00%, 07/01/2033 | 16,744 | 18,479 | ||||||
5.00%, 07/01/2033 | 15,049 | 16,618 | ||||||
5.50%, 07/01/2033 | 13,608 | 15,382 | ||||||
4.31% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 9.24% Cap), 08/01/2033(2) | 28,090 | 29,336 | ||||||
6.00%, 08/01/2033 | 4,419 | 4,890 | ||||||
3.80% (6 Month LIBOR USD + 1.41%, 1.41% Floor, 9.27% Cap), 09/01/2033(2) | 35,739 | 36,783 | ||||||
4.24% (1 Year LIBOR USD + 1.81%, 1.81% Floor, 9.13% Cap), 09/01/2033(2) | 10,950 | 11,541 | ||||||
5.50%, 09/01/2033 | 189,681 | 208,475 | ||||||
6.00%, 09/01/2033 | 9,431 | 10,629 | ||||||
6.00%, 09/01/2033 | 14,046 | 15,446 | ||||||
3.50%, 10/01/2033 | 10,068,794 | 10,476,648 | ||||||
4.50%, 10/01/2033 | 4,384,345 | 4,713,284 | ||||||
4.36% (1 Year LIBOR USD + 1.49%, 1.49% Floor, 10.29% Cap), 11/01/2033(2) | 31,139 | 32,462 | ||||||
4.50%, 11/01/2033 | 14,776 | 15,872 | ||||||
5.00%, 11/01/2033 | 4,818 | 5,320 | ||||||
5.00%, 11/01/2033 | 41,327 | 45,637 | ||||||
5.00%, 11/01/2033 | 3,208,051 | 3,542,452 | ||||||
5.50%, 11/01/2033 | 3,554 | 3,932 | ||||||
4.00%, 12/01/2033 | 48,739 | 50,834 | ||||||
5.50%, 12/01/2033 | 80,038 | 90,524 | ||||||
4.00%, 01/01/2034 | 2,295,789 | 2,415,512 | ||||||
4.61% (1 Year LIBOR USD + 1.65%, 1.65% Floor, 8.85% Cap), 01/01/2034(2) | 9,987 | 10,447 | ||||||
5.50%, 01/01/2034 | 7,399 | 8,362 | ||||||
5.50%, 03/01/2034 | 7,071 | 7,753 | ||||||
5.00%, 04/01/2034 | 100,914 | 112,154 | ||||||
5.00%, 05/01/2034 | 32,951 | 36,388 | ||||||
4.80% (1 Year CMT Index + 2.30%, 2.30% Floor, 9.20% Cap), 06/01/2034(2) | 33,745 | 35,736 |
4.41% (1 Year CMT Index + 2.05%, 2.05% Floor, 9.37% Cap), 07/01/2034(2) | 2,704 | 2,755 | ||||||
2.50%, 08/01/2034 | 27,478,279 | 27,718,637 | ||||||
3.00%, 08/01/2034 | 9,016,775 | 9,223,058 | ||||||
3.66% (6 Month LIBOR USD + 1.20%, 1.20% Floor, 10.38% Cap), 08/01/2034(2) | 30,713 | 31,404 | ||||||
3.75% (1 Year LIBOR USD + 1.62%, 1.62% Floor, 9.95% Cap), 08/01/2034(2) | 14,767 | 15,376 | ||||||
4.11% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 10.00% Cap), 08/01/2034(2) | 7,876 | 8,271 | ||||||
4.07% (1 Year LIBOR USD + 1.59%, 1.59% Floor, 11.00% Cap), 09/01/2034(2) | 1,495 | 1,562 | ||||||
4.50%, 09/01/2034 | 26,989 | 28,767 | ||||||
5.50%, 09/01/2034 | 17,387 | 19,666 | ||||||
4.10% (1 Year LIBOR USD + 1.47%, 1.46% Floor, 10.13% Cap), 10/01/2034(2) | 12,230 | 12,649 | ||||||
4.67% (1 Year CMT Index + 2.38%, 2.38% Floor, 10.16% Cap), 10/01/2034(2) | 34,155 | 36,262 | ||||||
5.50%, 10/01/2034 | 31,270 | 33,004 | ||||||
3.57%, 11/01/2034 | 1,328,872 | 1,474,241 | ||||||
3.61%, 11/01/2034 | 1,377,510 | 1,549,027 | ||||||
4.47% (1 Year CMT Index + 2.00%, 2.00% Floor, 9.13% Cap), 11/01/2034(2) | 5,930 | 6,243 | ||||||
4.61% (1 Year LIBOR USD + 1.73%, 1.73% Floor, 9.88% Cap), 11/01/2034(2) | 7,436 | 7,822 | ||||||
6.00%, 11/01/2034 | 4,723 | 5,436 | ||||||
5.00%, 12/01/2034 | 26,540 | 29,305 | ||||||
4.14% (6 Month LIBOR USD + 1.51%, 1.51% Floor, 10.85% Cap), 01/01/2035(2) | 178,481 | 184,369 | ||||||
4.62% (1 Year LIBOR USD + 1.50%, 1.50% Floor, 10.36% Cap), 01/01/2035(2) | 10,041 | 10,445 | ||||||
5.00%, 01/01/2035 | 20,444 | 22,076 | ||||||
7.50%, 01/01/2035 | 38,127 | 44,585 | ||||||
3.95% (6 Month LIBOR USD + 1.54%, 1.55% Floor, 10.94% Cap), 02/01/2035(2) | 6,531 | 6,746 | ||||||
5.00%, 02/01/2035 | 574,232 | 633,908 | ||||||
5.00%, 02/01/2035 | 2,876,733 | 3,176,127 | ||||||
5.50%, 02/01/2035 | 59,248 | 67,013 | ||||||
4.44% (1 Year LIBOR USD + 1.51%, 1.51% Floor, 9.70% Cap), 03/01/2035(2) | 15,882 | 16,549 | ||||||
7.50%, 03/01/2035 | 41,566 | 49,039 | ||||||
3.45%, 04/01/2035 | 1,859,784 | 2,062,649 | ||||||
4.74% (1 Year CMT Index + 2.22%, 2.22% Floor, 9.57% Cap), 04/01/2035(2) | 36,350 | 38,385 | ||||||
6.00%, 04/01/2035 | 88,282 | 101,600 | ||||||
4.24% (1 Year LIBOR USD + 1.36%, 1.27% Floor, 9.95% Cap), 05/01/2035(2) | 18,064 | 18,649 | ||||||
4.52% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 10.89% Cap), 05/01/2035(2) | 5,889 | 6,157 | ||||||
3.12%, 06/01/2035 | 3,400,000 | 3,621,837 |
5.00%, 06/01/2035 | 505,359 | 558,005 | ||||||
4.28% (1 Year CMT Index + 1.91%, 1.91% Floor, 10.34% Cap), 07/01/2035(2) | 9,459 | 9,810 | ||||||
5.00%, 07/01/2035 | 15,655 | 17,267 | ||||||
5.00%, 07/01/2035 | 2,408,940 | 2,659,627 | ||||||
5.00%, 07/01/2035 | 2,725,574 | 3,009,203 | ||||||
4.14% (1 Year LIBOR USD + 1.39%, 1.39% Floor, 11.01% Cap), 08/01/2035(2) | 1,972 | 2,024 | ||||||
4.02% (1 Year LIBOR USD + 1.55%, 1.55% Floor, 10.40% Cap), 09/01/2035(2) | 20,884 | 21,909 | ||||||
5.00%, 09/01/2035 | 56,816 | 63,312 | ||||||
4.95% (1 Year CMT Index + 2.47%, 2.47% Floor, 10.47% Cap), 10/01/2035(2) | 47,936 | 50,681 | ||||||
5.00%, 10/01/2035 | 247,303 | 273,074 | ||||||
5.00%, 11/01/2035 | 557,740 | 615,927 | ||||||
5.50%, 12/01/2035 | 24,762 | 27,085 | ||||||
4.42% (12 Month U.S. Treasury Average + 1.98%, 1.98% Floor, 8.59% Cap), 01/01/2036(2) | 95,818 | 100,858 | ||||||
4.81% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.67% Cap), 01/01/2036(2) | 29,944 | 31,550 | ||||||
5.00%, 01/01/2036 | 47,168 | 52,107 | ||||||
6.50%, 01/01/2036 | 269,857 | 305,751 | ||||||
5.00%, 02/01/2036 | 37,324 | 41,224 | ||||||
5.20% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 10.93% Cap), 02/01/2036(2) | 8,230 | 8,652 | ||||||
6.00%, 02/01/2036 | 4,630 | 5,096 | ||||||
7.00%, 02/01/2036 | 42,959 | 50,209 | ||||||
3.19%, 03/01/2036 | 2,602,971 | 2,814,399 | ||||||
5.06% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 11.26% Cap), 03/01/2036(2) | 260,163 | 278,197 | ||||||
7.00%, 03/01/2036 | 2,085 | 2,369 | ||||||
5.50%, 04/01/2036 | 66,148 | 74,809 | ||||||
6.50%, 04/01/2036 | 986 | 993 | ||||||
4.71% (1 Year LIBOR USD + 1.83%, 1.83% Floor, 11.16% Cap), 05/01/2036(2) | 16,577 | 17,519 | ||||||
5.50%, 05/01/2036 | 90,147 | 101,659 | ||||||
5.50%, 05/01/2036 | 56,237 | 63,606 | ||||||
4.42% (1 Year LIBOR USD + 1.55%, 1.55% Floor, 11.17% Cap), 06/01/2036(2) | 7,631 | 7,971 | ||||||
4.61% (1 Year LIBOR USD + 1.84%, 1.84% Floor, 11.20% Cap), 06/01/2036(2) | 135,262 | 143,188 | ||||||
4.78% (1 Year LIBOR USD + 1.95%, 1.92% Floor, 10.50% Cap), 06/01/2036(2) | 28,892 | 30,670 | ||||||
4.40% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.04% Cap), 07/01/2036(2) | 42,844 | 45,199 | ||||||
6.50%, 07/01/2036 | 4,336 | 4,942 | ||||||
4.11% (1 Year LIBOR USD + 1.86%, 1.86% Floor, 10.76% Cap), 08/01/2036(2) | 56,445 | 59,776 |
4.22% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.53% Cap), 08/01/2036(2) | 17,225 | 17,462 | ||||||
4.51% (1 Year CMT Index + 2.12%, 2.12% Floor, 10.49% Cap), 08/01/2036(2) | 21,581 | 22,693 | ||||||
6.50%, 08/01/2036 | 164,169 | 186,329 | ||||||
3.90% (6 Month LIBOR USD + 1.31%, 1.31% Floor, 12.81% Cap), 09/01/2036(2) | 116,656 | 119,735 | ||||||
3.96% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.15% Cap), 09/01/2036(2) | 92,793 | 96,967 | ||||||
4.28% (1 Year LIBOR USD + 1.63%, 1.63% Floor, 11.27% Cap), 09/01/2036(2) | 38,126 | 39,606 | ||||||
4.35% (6 Month LIBOR USD + 1.60%, 1.60% Floor, 10.27% Cap), 09/01/2036(2) | 33,188 | 34,415 | ||||||
4.70% (1 Year LIBOR USD + 1.82%, 1.82% Floor, 10.97% Cap), 09/01/2036(2) | 37,032 | 38,717 | ||||||
6.00%, 09/01/2036 | 325,099 | 373,915 | ||||||
4.53% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.62% Cap), 10/01/2036(2) | 29,181 | 30,509 | ||||||
4.74% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 11.40% Cap), 10/01/2036(2) | 66,173 | 70,210 | ||||||
4.84% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 10.64% Cap), 10/01/2036(2) | 64,809 | 68,836 | ||||||
6.50%, 10/01/2036 | 36,128 | 41,274 | ||||||
3.00%, 11/01/2036 | 7,201,089 | 7,408,517 | ||||||
4.73% (1 Year LIBOR USD + 1.86%, 1.86% Floor, 12.47% Cap), 11/01/2036(2) | 6,917 | 7,252 | ||||||
5.12% (1 Year LIBOR USD + 2.28%, 2.28% Floor, 10.49% Cap), 11/01/2036(2) | 15,913 | 16,876 | ||||||
5.50%, 11/01/2036 | 21,713 | 24,555 | ||||||
6.00%, 11/01/2036 | 55,720 | 64,074 | ||||||
2.50%, 12/01/2036 | 4,424,795 | 4,444,730 | ||||||
4.64% (1 Year LIBOR USD + 1.78%, 1.81% Floor, 10.86% Cap), 12/01/2036(2) | 80,292 | 84,372 | ||||||
4.81% (1 Year LIBOR USD + 1.94%, 1.94% Floor, 10.72% Cap), 12/01/2036(2) | 22,485 | 23,610 | ||||||
7.00%, 12/01/2036 | 7,584 | 8,400 | ||||||
4.00% (6 Month LIBOR USD + 1.41%, 1.41% Floor, 12.50% Cap), 01/01/2037(2) | 49,537 | 51,092 | ||||||
4.97% (1 Year LIBOR USD + 1.93%, 1.93% Floor, 10.86% Cap), 01/01/2037(2) | 32,464 | 34,349 | ||||||
6.50%, 01/01/2037 | 94,773 | 110,120 | ||||||
3.91% (6 Month LIBOR USD + 1.48%, 1.48% Floor, 12.68% Cap), 02/01/2037(2) | 48,030 | 49,701 | ||||||
4.51% (6 Month LIBOR USD + 2.03%, 2.03% Floor, 10.80% Cap), 02/01/2037(2) | 44,884 | 47,373 | ||||||
5.50%, 03/01/2037 | 439,187 | 496,187 | ||||||
6.00%, 03/01/2037 | 82,325 | 91,995 | ||||||
7.00%, 03/01/2037 | 7,172 | 7,745 | ||||||
4.64% (1 Year LIBOR USD + 1.62%, 1.62% Floor, 11.00% Cap), 04/01/2037(2) | 59,513 | 62,308 | ||||||
5.50%, 04/01/2037 | 143,778 | 160,817 | ||||||
7.00%, 04/01/2037 | 9,569 | 10,710 | ||||||
4.00%, 05/01/2037 | 11,325,916 | 11,884,702 |
5.50%, 05/01/2037 | 185,276 | 208,282 | ||||||
7.50%, 05/01/2037 | 31,091 | 38,285 | ||||||
3.84% (6 Month LIBOR USD + 1.28%, 1.28% Floor, 12.00% Cap), 07/01/2037(2) | 58,861 | 60,419 | ||||||
4.09% (1 Year LIBOR USD + 1.47%, 1.47% Floor, 10.72% Cap), 07/01/2037(2) | 8,080 | 8,420 | ||||||
4.21% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 11.04% Cap), 07/01/2037(2) | 135,411 | 142,119 | ||||||
4.56% (1 Year LIBOR USD + 1.80%, 1.80% Floor, 10.21% Cap), 07/01/2037(2) | 34,523 | 36,576 | ||||||
5.00%, 07/01/2037 | 697,943 | 770,676 | ||||||
4.99% (1 Year LIBOR USD + 2.37%, 2.37% Floor, 11.21% Cap), 08/01/2037(2) | 59,058 | 63,039 | ||||||
6.50%, 08/01/2037 | 26,469 | 30,308 | ||||||
6.50%, 08/01/2037 | 29,439 | 33,058 | ||||||
3.81% (1 Year LIBOR USD + 1.46%, 1.46% Floor, 10.61% Cap), 09/01/2037(2) | 24,947 | 26,079 | ||||||
4.03% (1 Year LIBOR USD + 1.78%, 1.49% Floor, 11.86% Cap), 09/01/2037(2) | 10,032 | 10,206 | ||||||
4.14% (1 Year LIBOR USD + 1.89%, 1.89% Floor, 12.04% Cap), 09/01/2037(2) | 29,060 | 30,224 | ||||||
4.70% (1 Year CMT Index + 2.32%, 2.32% Floor, 11.02% Cap), 09/01/2037(2) | 15,017 | 15,961 | ||||||
6.00%, 09/01/2037 | 79,240 | 91,104 | ||||||
7.00%, 09/01/2037 | 44,690 | 51,885 | ||||||
4.00%, 10/01/2037 | 2,233,453 | 2,337,363 | ||||||
6.50%, 10/01/2037 | 64,901 | 74,669 | ||||||
7.50%, 10/01/2037 | 152,303 | 181,033 | ||||||
3.96% (1 Year LIBOR USD + 1.39%, 1.39% Floor, 11.18% Cap), 11/01/2037(2) | 112,949 | 117,406 | ||||||
4.36% (1 Year CMT Index + 2.06%, 2.06% Floor, 10.60% Cap), 11/01/2037(2) | 61,558 | 64,715 | ||||||
7.50%, 11/01/2037 | 49,709 | 58,750 | ||||||
8.00%, 11/01/2037 | 9,471 | 10,194 | ||||||
4.72% (1 Year CMT Index + 2.26%, 2.26% Floor, 10.72% Cap), 12/01/2037(2) | 93,335 | 98,669 | ||||||
4.91% (1 Year LIBOR USD + 1.79%, 1.79% Floor, 10.19% Cap), 01/01/2038(2) | 17,995 | 18,561 | ||||||
5.50%, 01/01/2038 | 128,606 | 145,457 | ||||||
8.00%, 01/01/2038 | 4,189 | 4,868 | ||||||
6.00%, 04/01/2038 | 25,873 | 28,709 | ||||||
5.50%, 05/01/2038 | 17,364 | 18,813 | ||||||
6.00%, 05/01/2038 | 221,055 | 254,461 | ||||||
5.50%, 06/01/2038 | 127,025 | 143,378 | ||||||
5.50%, 06/01/2038 | 899,549 | 1,014,937 | ||||||
5.50%, 06/01/2038 | 1,696 | 1,914 | ||||||
3.50%, 09/01/2038 | 3,423,703 | 3,548,998 |
5.50%, 09/01/2038 | 771,124 | 872,228 | ||||||
7.00%, 09/01/2038 | 52,909 | 65,767 | ||||||
6.50%, 10/01/2038 | 79,862 | 91,810 | ||||||
6.50%, 10/01/2038 | 312,420 | 359,205 | ||||||
7.00%, 10/01/2038 | 87,372 | 107,534 | ||||||
6.00%, 11/01/2038 | 59,814 | 68,777 | ||||||
7.00%, 11/01/2038 | 50,770 | 57,234 | ||||||
7.50%, 11/01/2038 | 41,871 | 50,521 | ||||||
7.00%, 12/01/2038 | 160,538 | 198,969 | ||||||
5.00%, 01/01/2039 | 2,212,609 | 2,437,592 | ||||||
7.00%, 01/01/2039 | 269,506 | 323,180 | ||||||
4.50%, 04/01/2039 | 6,589,493 | 7,182,194 | ||||||
7.50%, 04/01/2039 | 156,446 | 199,143 | ||||||
5.50%, 06/01/2039 | 18,261 | 19,423 | ||||||
5.00%, 09/01/2039 | 117,521 | 129,852 | ||||||
5.50%, 09/01/2039 | 94,708 | 105,700 | ||||||
4.50%, 11/01/2039 | 24,470 | 26,492 | ||||||
5.50%, 12/01/2039 | 82,191 | 91,599 | ||||||
6.00%, 12/01/2039 | 1,062,017 | 1,222,519 | ||||||
5.50%, 01/01/2040 | 631,420 | 705,639 | ||||||
5.00%, 04/01/2040 | 279,931 | 309,173 | ||||||
4.00%, 07/01/2040 | 5,105,828 | 5,452,202 | ||||||
4.00%, 08/01/2040 | 177,406 | 189,507 | ||||||
4.50%, 08/01/2040 | 3,709,203 | 4,018,456 | ||||||
4.50%, 08/01/2040 | 3,699,837 | 4,008,295 | ||||||
5.00%, 08/01/2040 | 645,392 | 713,207 | ||||||
5.00%, 08/01/2040 | 313,947 | 347,628 | ||||||
4.00%, 09/01/2040 | 1,302,403 | 1,391,211 | ||||||
4.00%, 10/01/2040 | 1,495,656 | 1,597,856 | ||||||
6.00%, 10/01/2040 | 1,457,432 | 1,677,676 | ||||||
3.50%, 12/01/2040 | 115,502 | 121,334 | ||||||
4.00%, 12/01/2040 | 267,366 | 285,651 | ||||||
4.00%, 12/01/2040 | 1,337,520 | 1,428,620 | ||||||
4.50%, 12/01/2040 | 5,461,993 | 5,917,369 |
4.50%, 12/01/2040 | 1,632,423 | 1,768,558 | ||||||
4.00%, 01/01/2041 | 1,055,406 | 1,127,538 | ||||||
4.00%, 01/01/2041 | 739,281 | 789,837 | ||||||
4.00%, 01/01/2041 | 1,768,343 | 1,888,584 | ||||||
4.00%, 01/01/2041 | 254,771 | 272,167 | ||||||
4.00%, 01/01/2041 | 1,620,791 | 1,731,905 | ||||||
4.00%, 01/01/2041 | 1,781,328 | 1,902,526 | ||||||
4.00%, 01/01/2041 | 536,265 | 572,913 | ||||||
3.50%, 02/01/2041 | 9,617,640 | 10,103,562 | ||||||
4.00%, 02/01/2041 | 59,221 | 63,262 | ||||||
4.00%, 02/01/2041 | 1,478,133 | 1,579,191 | ||||||
4.00%, 02/01/2041 | 2,346,712 | 2,507,376 | ||||||
4.00%, 03/01/2041 | 7,945,090 | 8,490,575 | ||||||
4.50%, 03/01/2041 | 1,222,313 | 1,324,594 | ||||||
4.50%, 04/01/2041 | 1,015,536 | 1,100,372 | ||||||
4.50%, 05/01/2041 | 1,647,664 | 1,785,007 | ||||||
4.50%, 05/01/2041 | 6,458,521 | 6,999,497 | ||||||
5.00%, 05/01/2041 | 133,793 | 147,580 | ||||||
4.50%, 07/01/2041 | 399,141 | 432,551 | ||||||
6.00%, 07/01/2041 | 3,792,819 | 4,365,853 | ||||||
4.50%, 08/01/2041 | 2,411,753 | 2,608,561 | ||||||
4.00%, 09/01/2041 | 274,534 | 293,277 | ||||||
4.00%, 10/01/2041 | 543,392 | 569,879 | ||||||
4.00%, 10/01/2041 | 1,137,387 | 1,215,168 | ||||||
3.50%, 11/01/2041 | 4,013,670 | 4,216,336 | ||||||
3.50%, 11/01/2041 | 394,863 | 414,877 | ||||||
3.50%, 12/01/2041 | 286,406 | 300,837 | ||||||
3.50%, 12/01/2041 | 7,566,649 | 7,949,197 | ||||||
3.50%, 12/01/2041 | 753,314 | 791,484 | ||||||
4.00%, 12/01/2041 | 2,291,630 | 2,448,425 | ||||||
4.00%, 12/01/2041 | 1,515,896 | 1,619,879 | ||||||
4.00%, 01/01/2042 | 3,152,965 | 3,376,654 | ||||||
4.50%, 01/01/2042 | 2,513,331 | 2,723,387 | ||||||
3.50%, 02/01/2042 | 488,002 | 512,738 |
3.50%, 02/01/2042 | 264,232 | 277,577 | ||||||
4.00%, 03/01/2042 | 150,852 | 155,944 | ||||||
3.50%, 04/01/2042 | 299,290 | 314,402 | ||||||
3.00%, 05/01/2042 | 579,354 | 597,013 | ||||||
3.50%, 05/01/2042 | 7,945,643 | 8,343,594 | ||||||
5.00%, 05/01/2042 | 2,190,196 | 2,418,957 | ||||||
3.50%, 06/01/2042 | 1,792,647 | 1,883,424 | ||||||
3.50%, 07/01/2042 | 19,407,361 | 20,391,015 | ||||||
3.50%, 07/01/2042 | 4,078,506 | 4,283,825 | ||||||
3.50%, 07/01/2042 | 1,256,105 | 1,319,776 | ||||||
4.00%, 07/01/2042 | 403,554 | 429,870 | ||||||
4.00%, 07/01/2042 | 472,529 | 503,281 | ||||||
4.00%, 07/01/2042 | 722,948 | 769,469 | ||||||
4.00%, 07/01/2042 | 462,209 | 492,327 | ||||||
3.50%, 08/01/2042 | 758,478 | 796,926 | ||||||
4.00%, 08/01/2042 | 6,300,663 | 6,749,022 | ||||||
3.50%, 09/01/2042 | 701,278 | 736,816 | ||||||
3.50%, 09/01/2042 | 5,511,503 | 5,790,609 | ||||||
3.50%, 09/01/2042 | 942,237 | 987,476 | ||||||
3.50%, 09/01/2042 | 939,272 | 986,824 | ||||||
3.00%, 10/01/2042 | 5,305,311 | 5,468,254 | ||||||
3.50%, 10/01/2042 | 472,736 | 496,684 | ||||||
3.50%, 10/01/2042 | 695,760 | 731,032 | ||||||
3.50%, 10/01/2042 | 1,346,499 | 1,414,754 | ||||||
3.50%, 10/01/2042 | 416,469 | 437,516 | ||||||
3.00%, 11/01/2042 | 2,141,299 | 2,207,070 | ||||||
3.50%, 11/01/2042 | 2,892,724 | 3,046,520 | ||||||
3.50%, 11/01/2042 | 7,528,935 | 7,910,610 | ||||||
4.50%, 11/01/2042 | 8,417,866 | 9,120,783 | ||||||
3.00%, 12/01/2042 | 118,785 | 122,429 | ||||||
3.00%, 12/01/2042 | 1,252,638 | 1,291,112 | ||||||
4.00%, 12/01/2042 | 503,995 | 538,619 | ||||||
2.50%, 01/01/2043 | 2,605,301 | 2,603,353 | ||||||
3.00%, 01/01/2043 | 1,847,623 | 1,904,374 |
3.00%, 01/01/2043 | 1,081,150 | 1,114,357 | ||||||
3.00%, 01/01/2043 | 1,703,218 | 1,755,531 | ||||||
3.00%, 01/01/2043 | 1,525,982 | 1,571,788 | ||||||
3.50%, 01/01/2043 | 1,112,734 | 1,169,136 | ||||||
3.50%, 01/01/2043 | 765,334 | 802,169 | ||||||
2.50%, 02/01/2043 | 1,164,970 | 1,164,099 | ||||||
3.00%, 02/01/2043 | 855,456 | 881,221 | ||||||
3.50%, 02/01/2043 | 70,133 | 73,688 | ||||||
3.50%, 02/01/2043 | 60,244 | 63,294 | ||||||
3.50%, 03/01/2043 | 1,589,667 | 1,669,888 | ||||||
3.50%, 03/01/2043 | 558,141 | 585,004 | ||||||
3.50%, 03/01/2043 | 4,425,064 | 4,649,364 | ||||||
3.00%, 04/01/2043 | 2,996,294 | 3,088,335 | ||||||
3.00%, 04/01/2043 | 1,278,315 | 1,317,502 | ||||||
3.50%, 04/01/2043 | 4,863,910 | 5,110,454 | ||||||
3.50%, 04/01/2043 | 2,057,639 | 2,163,640 | ||||||
4.00%, 04/01/2043 | 6,697,302 | 7,254,704 | ||||||
3.00%, 05/01/2043 | 10,927,124 | 11,262,536 | ||||||
3.00%, 05/01/2043 | 379,694 | 391,358 | ||||||
3.00%, 05/01/2043 | 126,607 | 130,177 | ||||||
3.50%, 05/01/2043 | 702,116 | 735,912 | ||||||
3.50%, 05/01/2043 | 85,054 | 89,365 | ||||||
3.50%, 05/01/2043 | 1,492,851 | 1,564,708 | ||||||
3.50%, 05/01/2043 | 1,982,711 | 2,078,143 | ||||||
3.00%, 06/01/2043 | 2,671,684 | 2,753,757 | ||||||
3.00%, 06/01/2043 | 100,454 | 103,539 | ||||||
3.00%, 06/01/2043 | 749,875 | 772,908 | ||||||
3.00%, 06/01/2043 | 7,530,416 | 7,761,751 | ||||||
3.00%, 06/01/2043 | 285,341 | 294,094 | ||||||
3.50%, 06/01/2043 | 1,801,690 | 1,888,413 | ||||||
3.00%, 07/01/2043 | 422,423 | 435,248 | ||||||
3.00%, 07/01/2043 | 403,417 | 415,228 | ||||||
3.00%, 07/01/2043 | 1,588,229 | 1,633,903 | ||||||
3.00%, 07/01/2043 | 84,837 | 87,444 |
3.00%, 07/01/2043 | 8,035,572 | 8,286,403 | ||||||
3.50%, 07/01/2043 | 9,412,850 | 9,889,815 | ||||||
4.00%, 07/01/2043 | 1,026,879 | 1,093,391 | ||||||
3.00%, 08/01/2043 | 3,951,584 | 4,072,395 | ||||||
3.00%, 08/01/2043 | 991,769 | 1,022,235 | ||||||
5.00%, 09/01/2043 | 1,208,051 | 1,326,904 | ||||||
2.50%, 10/01/2043 | 2,368,968 | 2,367,197 | ||||||
3.00%, 10/01/2043 | 97,284 | 100,062 | ||||||
4.00%, 11/01/2043 | 3,911,855 | 4,159,642 | ||||||
4.00%, 12/01/2043 | 1,602,898 | 1,707,024 | ||||||
4.00%, 12/01/2043 | 166,546 | 176,896 | ||||||
3.00%, 02/01/2044 | 7,392,952 | 7,619,801 | ||||||
4.00%, 06/01/2044 | 5,024,505 | 5,364,266 | ||||||
4.00%, 07/01/2044 | 2,674,258 | 2,829,637 | ||||||
4.00%, 08/01/2044 | 7,005,372 | 7,475,977 | ||||||
4.00%, 09/01/2044 | 1,496,291 | 1,581,188 | ||||||
4.00%, 01/01/2045 | 10,713,705 | 11,313,006 | ||||||
3.50%, 02/01/2045 | 8,167,797 | 8,579,852 | ||||||
3.00%, 04/01/2045 | 7,923,037 | 8,131,888 | ||||||
3.50%, 04/01/2045 | 13,798,226 | 14,378,116 | ||||||
3.50%, 06/01/2045 | 10,936,014 | 11,394,249 | ||||||
3.50%, 06/01/2045 | 3,072,616 | 3,201,320 | ||||||
4.00%, 07/01/2045 | 7,954,553 | 8,395,053 | ||||||
3.50%, 08/01/2045 | 266,205 | 277,318 | ||||||
4.00%, 10/01/2045 | 1,055,604 | 1,113,773 | ||||||
4.00%, 10/01/2045 | 7,337,402 | 7,744,212 | ||||||
3.50%, 11/01/2045 | 3,337,369 | 3,477,415 | ||||||
3.50%, 12/01/2045 | 779,880 | 812,500 | ||||||
4.00%, 12/01/2045 | 936,185 | 988,273 | ||||||
4.00%, 12/01/2045 | 7,037,932 | 7,422,914 | ||||||
4.00%, 12/01/2045 | 1,524,775 | 1,607,657 | ||||||
3.50%, 01/01/2046 | 11,079,260 | 11,544,186 | ||||||
4.00%, 01/01/2046 | 4,367,399 | 4,606,469 | ||||||
4.00%, 02/01/2046 | 3,822,852 | 4,033,878 |
4.50%, 02/01/2046 | 8,916,623 | 9,653,361 | ||||||
4.00%, 03/01/2046 | 119,867 | 126,220 | ||||||
3.50%, 04/01/2046 | 1,362,600 | 1,442,465 | ||||||
2.50%, 05/01/2046 | 1,500,394 | 1,499,272 | ||||||
3.00%, 05/01/2046 | 10,114,733 | 10,374,941 | ||||||
2.50%, 07/01/2046 | 3,038,016 | 3,035,746 | ||||||
4.50%, 07/01/2046 | 341,113 | 362,370 | ||||||
3.50%, 08/01/2046 | 7,400,362 | 7,694,700 | ||||||
4.00%, 08/01/2046 | 7,136,491 | 7,519,756 | ||||||
3.00%, 09/01/2046 | 1,130,227 | 1,157,949 | ||||||
3.50%, 09/01/2046 | 3,179,902 | 3,318,041 | ||||||
2.50%, 10/01/2046 | 1,124,975 | 1,124,135 | ||||||
3.00%, 11/01/2046 | 7,215,557 | 7,436,710 | ||||||
3.50%, 11/01/2046 | 1,037,712 | 1,081,952 | ||||||
3.50%, 11/01/2046 | 15,050,509 | 15,681,187 | ||||||
3.50%, 12/01/2046 | 8,971,695 | 9,423,048 | ||||||
3.50%, 12/01/2046 | 4,064,555 | 4,216,952 | ||||||
3.00%, 01/01/2047 | 6,051,940 | 6,194,723 | ||||||
3.50%, 01/01/2047 | 5,370,357 | 5,566,481 | ||||||
3.50%, 02/01/2047 | 10,296,241 | 10,741,375 | ||||||
4.00%, 02/01/2047 | 11,933,682 | 12,504,942 | ||||||
3.50%, 03/01/2047 | 615,316 | 638,744 | ||||||
4.00%, 03/01/2047 | 8,869,130 | 9,386,870 | ||||||
4.00%, 03/01/2047 | 9,694,569 | 10,218,136 | ||||||
4.00%, 03/01/2047 | 410,924 | 433,827 | ||||||
3.50%, 06/01/2047 | 803,728 | 837,691 | ||||||
4.00%, 06/01/2047 | 3,352,416 | 3,548,999 | ||||||
4.00%, 08/01/2047 | 11,896,633 | 12,503,908 | ||||||
4.50%, 08/01/2047 | 1,939,987 | 2,051,006 | ||||||
3.50%, 09/01/2047 | 9,357,600 | 9,663,849 | ||||||
3.50%, 10/01/2047 | 1,630,136 | 1,684,193 | ||||||
3.50%, 11/01/2047 | 1,921,410 | 1,983,960 | ||||||
4.00%, 11/01/2047 | 644,461 | 674,810 | ||||||
4.00%, 12/01/2047 | 5,427,279 | 5,679,466 |
4.00%, 01/01/2048 | 32,140,931 | 33,658,947 | ||||||
4.00%, 01/01/2048 | 3,619,166 | 3,786,999 | ||||||
4.00%, 01/01/2048 | 8,496,485 | 8,992,924 | ||||||
4.00%, 01/01/2048 | 8,222,753 | 8,614,038 | ||||||
5.00%, 01/01/2048 | 1,367,565 | 1,465,664 | ||||||
3.50%, 02/01/2048 | 10,228,026 | 10,548,346 | ||||||
3.50%, 02/01/2048 | 1,077,257 | 1,110,124 | ||||||
4.00%, 02/01/2048 | 532,520 | 562,316 | ||||||
4.00%, 03/01/2048 | 4,272,798 | 4,471,329 | ||||||
4.00%, 03/01/2048 | 10,362,245 | 11,063,074 | ||||||
4.00%, 04/01/2048 | 3,937,164 | 4,116,268 | ||||||
4.00%, 04/01/2048 | 7,141,855 | 7,503,899 | ||||||
4.50%, 05/01/2048 | 5,814,609 | 6,189,497 | ||||||
5.00%, 05/01/2048 | 4,900,255 | 5,252,887 | ||||||
4.50%, 06/01/2048 | 11,007,155 | 11,605,422 | ||||||
4.50%, 06/01/2048 | 12,834,377 | 13,586,142 | ||||||
4.00%, 07/01/2048 | 1,234,814 | 1,290,794 | ||||||
4.50%, 07/01/2048 | 91,995 | 97,191 | ||||||
4.50%, 07/01/2048 | 571,851 | 622,229 | ||||||
4.50%, 07/01/2048 | 459,398 | 507,467 | ||||||
4.50%, 07/01/2048 | 722,343 | 791,732 | ||||||
4.50%, 08/01/2048 | 785,816 | 861,869 | ||||||
4.50%, 08/01/2048 | 8,828,932 | 9,328,699 | ||||||
3.50%, 09/01/2048 | 2,138,675 | 2,201,990 | ||||||
4.00%, 09/01/2048 | 15,508,062 | 16,182,967 | ||||||
4.50%, 09/01/2048 | 666,996 | 736,786 | ||||||
4.50%, 09/01/2048 | 594,369 | 651,453 | ||||||
4.50%, 09/01/2048 | 468,790 | 511,785 | ||||||
4.50%, 09/01/2048 | 3,236,182 | 3,451,956 | ||||||
4.50%, 10/01/2048 | 1,339,301 | 1,418,557 | ||||||
4.50%, 10/01/2048 | 3,142,317 | 3,349,930 | ||||||
3.50%, 11/01/2048 | 1,046,241 | 1,080,375 | ||||||
4.00%, 11/01/2048 | 985,640 | 1,032,707 | ||||||
4.50%, 11/01/2048 | 2,733,531 | 2,908,986 |
6.00%, 11/01/2048 | 34,164 | 36,586 | ||||||
4.00%, 12/01/2048 | 11,279,080 | 11,723,931 | ||||||
4.50%, 01/01/2049 | 5,527,549 | 5,810,982 | ||||||
5.00%, 01/01/2049 | 9,878,978 | 10,863,754 | ||||||
4.50%, 02/01/2049 | 1,664,101 | 1,749,947 | ||||||
3.50%, 06/01/2049 | 11,066,725 | 11,379,036 | ||||||
3.50%, 07/01/2049 | 22,962,106 | 23,626,970 | ||||||
4.00%, 07/01/2049 | 4,554,527 | 4,776,581 | ||||||
4.50%, 07/01/2049 | 12,070,055 | 12,957,948 | ||||||
3.00%, 08/01/2049 | 23,318,629 | 23,679,603 | ||||||
4.00%, 08/01/2049 | 15,373,747 | 15,974,312 | ||||||
4.50%, 08/01/2049 | 12,110,276 | 12,758,591 | ||||||
4.00%, 09/01/2049 | 14,057,268 | 14,633,610 | ||||||
4.50%, 09/01/2049 | 9,264,575 | 9,782,937 | ||||||
Fannie Mae REMIC Trust 2003-W1 | ||||||||
5.31%, 12/25/2042(4) | 103,493 | 113,147 | ||||||
5.82%, 12/25/2042(4) | 27,629 | 30,680 | ||||||
Fannie Mae REMIC Trust 2003-W4 | ||||||||
5.80%, 10/25/2042(4) | 13,884 | 15,655 | ||||||
Fannie Mae REMIC Trust 2004-W10 | ||||||||
5.75%, 08/25/2034 | 619,102 | 689,857 | ||||||
Fannie Mae REMIC Trust 2004-W11 | ||||||||
6.00%, 05/25/2044 | 78,781 | 92,403 | ||||||
Fannie Mae REMIC Trust 2005-W1 | ||||||||
6.50%, 10/25/2044 | 145,275 | 169,532 | ||||||
Fannie Mae REMIC Trust 2006-W3 | ||||||||
6.00%, 09/25/2046 | 117,676 | 129,700 | ||||||
Fannie Mae REMIC Trust 2007-W1 | ||||||||
6.31%, 08/25/2047(4) | 14,360 | 16,039 | ||||||
Fannie Mae REMIC Trust 2007-W3 | ||||||||
6.75%, 04/25/2037 | 29,270 | 32,450 | ||||||
Fannie Mae REMIC Trust 2007-W5 | ||||||||
0.00%, 06/25/2037 | 24,763 | 22,491 |
Fannie Mae REMIC Trust 2007-W7 | ||||||||
26.31% (1 Month LIBOR USD + 39.18%, 39.18% Cap), 07/25/2037(2)(8) | 20,811 | 36,299 | ||||||
Fannie Mae REMIC Trust 2009-W1 | ||||||||
6.00%, 12/25/2049 | 548,521 | 629,524 | ||||||
Fannie Mae REMICS | ||||||||
9.40%, 11/25/2019 | 4 | 4 | ||||||
7.50%, 12/25/2019 | 2 | 2 | ||||||
8.50%, 01/25/2020 | 7 | 7 | ||||||
8.80%, 01/25/2020 | 2 | 2 | ||||||
7.00%, 05/25/2020 | 9 | 9 | ||||||
5.50%, 06/25/2020 | 8 | 8 | ||||||
9.50%, 06/25/2020 | 41 | 42 | ||||||
7.00%, 07/25/2020 | 112 | 113 | ||||||
5.50%, 08/25/2020 | 26 | 26 | ||||||
6.50%, 08/25/2020 | 416 | 420 | ||||||
6.50%, 09/25/2020 | 116 | 118 | ||||||
7.00%, 09/25/2020 | 27 | 27 | ||||||
9.00%, 10/25/2020 | 49 | 50 | ||||||
18.57% (1 Month LIBOR USD + 21.60%, 4.50% Floor, 21.60% Cap), 11/25/2020(2)(8) | 25 | 26 | ||||||
7.00%, 01/25/2021 | 70 | 71 | ||||||
5.00%, 03/25/2021 | 90 | 90 | ||||||
7.00%, 03/25/2021 | 2,498 | 2,530 | ||||||
14.14% (1 Month LIBOR USD + 17.68%, 17.68% Cap), 05/25/2021(2)(8) | 48 | 52 | ||||||
8.50%, 06/25/2021 | 50 | 51 | ||||||
8.75%, 06/25/2021 | 193 | 198 | ||||||
6.50%, 07/25/2021 | 356 | 366 | ||||||
6.50%, 09/25/2021 | 27,816 | 28,449 | ||||||
13.08% (1 Month LIBOR USD + 15.10%, 5.00% Floor, 15.10% Cap), 09/25/2021(2)(8) | 10 | 10 | ||||||
8.75%, 10/25/2021 | 244 | 248 | ||||||
25.93% (7 Year Treasury + 30.01%, 29.59% Cap), 12/25/2021(2)(8) | 25 | 29 | ||||||
6.00%, 02/25/2022 | 28,600 | 29,308 | ||||||
6.50%, 02/25/2022 | 4,997 | 5,125 | ||||||
0.00%, 03/25/2022 | 10,829 | 10,580 | ||||||
7.50%, 06/25/2022 | 55 | 58 | ||||||
7.00%, 07/25/2022 | 382 | 392 |
7.50%, 07/25/2022 | 4,862 | 5,083 | ||||||
8.00%, 07/25/2022 | 6,586 | 6,976 | ||||||
8.00%, 07/25/2022 | 296 | 308 | ||||||
6.00%, 08/25/2022 | 1,125 | 1,169 | ||||||
6.50%, 08/25/2022 | 1,410 | 1,471 | ||||||
2.17% (1 Month LIBOR USD + 0.02%, 0.02% Floor, 9.32% Cap), 09/25/2022(2) | 492 | 492 | ||||||
5.50%, 09/25/2022 | 649 | 667 | ||||||
6.00%, 09/25/2022 | 44,758 | 46,165 | ||||||
7.50%, 09/25/2022 | 2,962 | 3,080 | ||||||
7.75%, 09/25/2022 | 1,998 | 2,115 | ||||||
8.00%, 09/25/2022 | 7,421 | 7,852 | ||||||
0.00%, 10/25/2022 | 807 | 787 | ||||||
1.86% (11th District Cost of Funds Index + 0.70%, 0.70% Floor, 10.00% Cap), 10/25/2022(2) | 434 | 436 | ||||||
7.00%, 10/25/2022 | 1,110 | 1,161 | ||||||
7.50%, 10/25/2022 | 4,227 | 4,454 | ||||||
7.90%, 01/25/2023 | 4,066 | 4,329 | ||||||
6.50%, 02/25/2023 | 1,898 | 1,987 | ||||||
7.00%, 02/25/2023 | 18,914 | 19,953 | ||||||
15.50% (1 Month LIBOR USD + 58.37%, 15.50% Cap), 02/25/2023(2)(8) | 705 | 850 | ||||||
5.50%, 03/25/2023 | 80,721 | 84,049 | ||||||
6.50%, 03/25/2023 | 1,424 | 1,499 | ||||||
7.00%, 03/25/2023 | 13,051 | 13,671 | ||||||
7.50%, 03/25/2023 | 4,582 | 4,859 | ||||||
7.70%, 03/25/2023 | 1,877 | 1,991 | ||||||
0.00%, 04/25/2023 | 829 | 800 | ||||||
5.50%, 04/25/2023 | 153,345 | 159,192 | ||||||
5.50%, 04/25/2023 | 4,989 | 5,180 | ||||||
6.00% (1 Month LIBOR USD + 28.70%, 6.00% Cap), 04/25/2023(2)(8) | 3,035 | 3,237 | ||||||
7.00%, 04/25/2023 | 4,033 | 4,224 | ||||||
17.84% (11th District Cost of Funds Index + 20.53%, 20.53% Cap), 04/25/2023(2)(8) | 1,935 | 2,197 | ||||||
18.75% (7 Year Treasury + 22.30%, 21.83% Cap), 04/25/2023(2)(8) | 3,827 | 880 | ||||||
5.50%, 05/25/2023 | 37,292 | 38,558 | ||||||
7.00%, 05/25/2023 | 46,473 | 49,289 | ||||||
4.48% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/25/2023(2)(8) | 14,923 | 436 |
4.50%, 07/25/2023 | 54,500 | 57,588 | ||||||
6.00%, 07/25/2023(4) | 19,007 | 20,103 | ||||||
6.50%, 07/25/2023 | 1,021 | 1,076 | ||||||
7.00%, 07/25/2023 | 23,978 | 25,363 | ||||||
7.00%, 07/25/2023 | 14,506 | 15,291 | ||||||
2.90% (1 Month LIBOR USD + 0.88%, 0.88% Floor, 9.50% Cap), 08/25/2023(2) | 2,437 | 2,464 | ||||||
6.03% (1 Month LIBOR USD + 8.05%, 8.05% Cap), 08/25/2023(2)(8) | 725 | 56 | ||||||
6.88%, 08/25/2023 | 22,106 | 23,263 | ||||||
7.00%, 08/25/2023 | 38,536 | 40,722 | ||||||
9.17% (10 Year Treasury + 10.75%, 10.00% Cap), 08/25/2023(2)(8) | 20,074 | 2,454 | ||||||
0.00%, 09/25/2023 | 1,760 | 1,693 | ||||||
0.00%, 09/25/2023 | 643 | 623 | ||||||
2.67% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 999999.00% Cap), 09/25/2023(2) | 393 | 393 | ||||||
6.50%, 09/25/2023 | 2,052 | 2,182 | ||||||
12.41% (11th District Cost of Funds Index + 14.86%, 14.86% Cap), 09/25/2023(2)(8) | 1,141 | 1,236 | ||||||
6.50%, 10/25/2023 | 11,674 | 12,390 | ||||||
6.50%, 10/25/2023 | 29,998 | 31,941 | ||||||
10.50% (11th District Cost of Funds Index + 63.39%, 10.50% Cap), 10/25/2023(2)(8) | 637 | 725 | ||||||
17.73% (1 Month LIBOR USD + 23.38%, 23.38% Cap), 10/25/2023(2)(8) | 1,775 | 2,215 | ||||||
24.70% (11th District Cost of Funds Index + 29.75%, 29.75% Cap), 10/25/2023(2)(8) | 955 | 1,139 | ||||||
0.00%, 11/25/2023 | 192 | 185 | ||||||
6.50%, 11/25/2023 | 11,604 | 12,934 | ||||||
2.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 12/25/2023(2) | 941 | 947 | ||||||
3.02% (1 Month LIBOR USD + 1.00%, 1.00% Floor, 9.50% Cap), 12/25/2023(2) | 2,442 | 2,463 | ||||||
6.50%, 12/25/2023 | 3,162 | 3,393 | ||||||
11.80% (11th District Cost of Funds Index + 12.95%, 4.00% Floor, 12.95% Cap), 12/25/2023(2)(8) | 1,136 | 1,274 | ||||||
17.44% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 12/25/2023(2)(8) | 2,442 | 3,042 | ||||||
25.90% (11th District Cost of Funds Index + 31.01%, 31.01% Cap), 12/25/2023(2)(8) | 3,001 | 3,622 | ||||||
5.00%, 02/25/2024 | 7,414 | 83 | ||||||
5.00%, 03/25/2024 | 1,299 | 19 | ||||||
5.00%, 03/25/2024 | 503 | 3 | ||||||
6.50%, 03/25/2024 | 58,670 | 62,766 | ||||||
6.50%, 03/25/2024 | 9,510 | 10,106 | ||||||
7.00%, 04/25/2024 | 89,066 | 94,687 |
7.00%, 04/25/2024 | 37,709 | 40,673 | ||||||
5.50%, 07/25/2024 | 9,773 | 10,225 | ||||||
5.50%, 08/25/2024 | 102,235 | 108,143 | ||||||
5.00%, 11/25/2024 | 158,620 | 167,451 | ||||||
8.50%, 01/25/2025 | 2,378 | 2,633 | ||||||
8.80%, 01/25/2025 | 3,004 | 3,392 | ||||||
5.50%, 08/25/2025 | 107,329 | 114,881 | ||||||
5.50%, 01/25/2026 | 68,788 | 73,024 | ||||||
23.16% (1 Month LIBOR USD + 33.25%, 33.25% Cap), 10/25/2026(2)(8) | 14,943 | 20,567 | ||||||
7.00%, 11/25/2026 | 21,624 | 23,420 | ||||||
1.84%, 03/25/2027(4) | 8,084 | 210 | ||||||
1.84%, 03/25/2027(4) | 2,869 | 70 | ||||||
7.50%, 04/18/2027 | 4,310 | 4,906 | ||||||
7.50%, 04/20/2027 | 6,483 | 7,388 | ||||||
6.50%, 04/25/2027 | 14,809 | 16,505 | ||||||
7.50%, 05/20/2027 | 28,264 | 32,104 | ||||||
6.50%, 07/18/2027 | 1,344 | 1,481 | ||||||
7.00%, 12/18/2027 | 6,814 | 662 | ||||||
6.00%, 07/18/2028 | 7,498 | 8,264 | ||||||
5.58% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 07/25/2028(2)(8) | 224,654 | 24,897 | ||||||
3.00%, 12/25/2028 | 1,237,521 | 1,252,694 | ||||||
6.00%, 12/25/2028 | 3,890 | 4,110 | ||||||
6.13% (1 Month LIBOR USD + 8.15%, 8.15% Cap), 12/25/2028(2)(8) | 5,774 | 335 | ||||||
5.00%, 03/25/2029 | 187,334 | 198,821 | ||||||
5.50%, 04/18/2029 | 14,050 | 15,051 | ||||||
6.35%, 04/25/2029 | 4,976 | 5,444 | ||||||
7.50%, 12/18/2029 | 7,791 | 8,864 | ||||||
7.50%, 02/25/2030 | 42,990 | 49,417 | ||||||
7.08% (1 Month LIBOR USD + 9.10%, 9.10% Cap), 07/25/2030(2)(8) | 13,400 | 1,737 | ||||||
3.00%, 09/25/2030 | 955,895 | 966,450 | ||||||
8.50%, 01/25/2031 | 2,101 | 448 | ||||||
7.00%, 03/25/2031 | 4,998 | 5,808 | ||||||
3.50%, 04/25/2031 | 1,010,819 | 1,061,766 | ||||||
6.00%, 07/25/2031 | 28,237 | 4,771 |
7.00%, 07/25/2031 | 16,453 | 19,230 | ||||||
7.00%, 08/25/2031 | 35,715 | 40,933 | ||||||
6.50%, 09/25/2031 | 7,305 | 8,312 | ||||||
7.00%, 09/25/2031 | 8,645 | 9,996 | ||||||
7.00%, 09/25/2031 | 9,590 | 11,203 | ||||||
7.00%, 09/25/2031 | 41,356 | 48,170 | ||||||
17.44% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 09/25/2031(2)(8) | 21,123 | 29,523 | ||||||
6.50%, 10/25/2031 | 5,413 | 5,985 | ||||||
16.89% (1 Month LIBOR USD + 22.95%, 22.95% Cap), 10/25/2031(2)(8) | 14,039 | 21,894 | ||||||
6.00%, 11/25/2031 | 53,347 | 60,229 | ||||||
7.00%, 11/25/2031 | 55,458 | 64,765 | ||||||
11.42% (1 Month LIBOR USD + 15.50%, 15.50% Cap), 11/25/2031(2)(8) | 15,840 | 20,097 | ||||||
12.77% (1 Month LIBOR USD + 17.47%, 17.47% Cap), 12/25/2031(2)(8) | 1,600 | 2,117 | ||||||
0.00%, 01/25/2032 | 2,022 | 1,911 | ||||||
18.63% (1 Month LIBOR USD + 25.19%, 25.19% Cap), 02/25/2032(2)(8) | 4,022 | 5,578 | ||||||
1.60% (1 Month LIBOR USD + 8.10%, 1.60% Cap), 03/25/2032(2)(8) | 50,845 | 1,924 | ||||||
10.00% (1 Month LIBOR USD + 54.00%, 10.00% Cap), 03/25/2032(2)(8) | 711 | 882 | ||||||
0.00%, 04/25/2032 | 1,703 | 1,579 | ||||||
6.00%, 04/25/2032 | 127,949 | 142,748 | ||||||
6.50%, 04/25/2032 | 23,472 | 26,803 | ||||||
6.50%, 05/25/2032 | 48,662 | 55,461 | ||||||
6.50%, 06/25/2032 | 20,537 | 23,104 | ||||||
6.50%, 07/25/2032 | 89,250 | 15,754 | ||||||
6.50%, 08/25/2032 | 57,858 | 65,941 | ||||||
2.82% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 8.00% Cap), 11/25/2032(2) | 266,860 | 269,467 | ||||||
5.00%, 11/25/2032 | 12,794 | 13,731 | ||||||
6.00%, 11/25/2032 | 380,338 | 435,093 | ||||||
8.50% (1 Month LIBOR USD + 51.00%, 8.50% Cap), 11/25/2032(2)(8) | 17,423 | 20,273 | ||||||
0.00%, 12/25/2032 | 11,352 | 10,369 | ||||||
5.50%, 12/25/2032 | 121,144 | 136,278 | ||||||
10.78% (1 Month LIBOR USD + 14.48%, 14.48% Cap), 12/25/2032(2)(8) | 9,320 | 11,389 | ||||||
6.50%, 02/25/2033 | 20,145 | 22,673 | ||||||
5.00%, 03/25/2033 | 20,951 | 1,824 | ||||||
4.00%, 04/25/2033 | 204,771 | 219,683 |
0.00%, 05/25/2033 | 5,592 | 5,067 | ||||||
4.00%, 05/25/2033 | 12,574 | 13,516 | ||||||
6.00%, 05/25/2033 | 159,568 | 181,466 | ||||||
6.00%, 05/25/2033 | 34,980 | 39,933 | ||||||
6.00%, 05/25/2033(4) | 9,336 | 1,734 | ||||||
6.00%, 05/25/2033 | 75,201 | 83,574 | ||||||
6.50%, 05/25/2033 | 86,338 | 19,770 | ||||||
7.00%, 05/25/2033 | 150,146 | 17,817 | ||||||
5.08% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 06/25/2033(2)(8) | 54,133 | 2,457 | ||||||
5.75%, 06/25/2033 | 60,377 | 68,016 | ||||||
10.16% (1 Month LIBOR USD + 14.20%, 14.20% Cap), 06/25/2033(2)(8) | 40,268 | 44,030 | ||||||
8.50% (1 Month LIBOR USD + 13.75%, 13.75% Cap), 07/25/2033(2)(8) | 23,067 | 27,242 | ||||||
10.16% (1 Month LIBOR USD + 14.20%, 14.20% Cap), 07/25/2033(2)(8) | 3,196 | 3,214 | ||||||
0.00%, 08/25/2033 | 4,426 | 4,167 | ||||||
4.67% (1 Month LIBOR USD + 7.47%, 7.47% Cap), 08/25/2033(2)(8) | 88,659 | 96,808 | ||||||
5.50%, 08/25/2033 | 212,016 | 38,693 | ||||||
5.50%, 08/25/2033 | 102,168 | 115,102 | ||||||
6.54% (1 Month LIBOR USD + 10.17%, 10.17% Cap), 08/25/2033(2)(8) | 9,385 | 10,871 | ||||||
12.09% (1 Month LIBOR USD + 18.15%, 18.15% Cap), 08/25/2033(2)(8) | 32,028 | 37,142 | ||||||
3.50%, 09/25/2033 | 1,500,000 | 1,631,493 | ||||||
9.14% (1 Month LIBOR USD + 12.50%, 12.50% Cap), 09/25/2033(2)(8) | 15,274 | 18,204 | ||||||
3.00%, 10/25/2033 | 908,000 | 927,162 | ||||||
5.50%, 10/25/2033 | 730,843 | 823,351 | ||||||
5.58% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 11/25/2033(2)(8) | 111,377 | 19,844 | ||||||
0.00%, 12/25/2033 | 86,163 | 78,518 | ||||||
10.06% (1 Month LIBOR USD + 14.10%, 14.10% Cap), 12/25/2033(2)(8) | 3,582 | 3,706 | ||||||
2.77% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.00% Cap), 01/25/2034(2) | 132,379 | 134,697 | ||||||
8.49% (1 Month LIBOR USD + 11.52%, 11.52% Cap), 01/25/2034(2)(8) | 3,786 | 4,408 | ||||||
11.91% (1 Month LIBOR USD + 16.20%, 16.20% Cap), 01/25/2034(2)(8) | 11,407 | 13,480 | ||||||
0.00%, 03/25/2034 | 99,128 | 93,993 | ||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 03/25/2034(2) | 90,919 | 91,121 | ||||||
5.50%, 04/25/2034 | 220,374 | 251,745 | ||||||
13.97% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 04/25/2034(2)(8) | 50,251 | 68,639 | ||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 05/25/2034(2) | 237,507 | 238,168 |
10.95% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 05/25/2034(2)(8) | 13,525 | 17,163 | ||||||
13.97% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 05/25/2034(2)(8) | 101,546 | 146,619 | ||||||
15.93% (1 Month LIBOR USD + 24.00%, 24.00% Cap), 05/25/2034(2)(8) | 21,651 | 30,338 | ||||||
5.50%, 07/25/2034 | 384,440 | 425,438 | ||||||
10.20% (1 Month LIBOR USD + 14.24%, 14.24% Cap), 07/25/2034(2)(8) | 14,532 | 17,499 | ||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 08/25/2034(2) | 56,000 | 56,060 | ||||||
14.25% (1 Month LIBOR USD + 19.80%, 19.80% Cap), 11/25/2034(2)(8) | 12,284 | 13,020 | ||||||
0.00%, 04/25/2035 | 25,387 | 25,065 | ||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 6.75% Cap), 04/25/2035(2) | 106,140 | 106,452 | ||||||
11.95% (1 Month LIBOR USD + 17.00%, 17.00% Cap), 05/25/2035(2)(8) | 6,221 | 7,428 | ||||||
14.47% (1 Month LIBOR USD + 20.02%, 20.02% Cap), 05/25/2035(2)(8) | 104,229 | 128,941 | ||||||
14.58% (1 Month LIBOR USD + 20.13%, 20.13% Cap), 05/25/2035(2)(8) | 71,654 | 89,176 | ||||||
17.35% (1 Month LIBOR USD + 24.75%, 24.75% Cap), 05/25/2035(2)(8) | 23,927 | 29,911 | ||||||
5.00%, 06/25/2035 | 6,640 | 6,653 | ||||||
15.41% (1 Month LIBOR USD + 25.50%, 25.50% Cap), 06/25/2035(2)(8) | 30,855 | 46,895 | ||||||
4.69% (1 Month LIBOR USD + 6.71%, 6.71% Cap), 07/25/2035(2)(8) | 76,534 | 15,627 | ||||||
5.75%, 07/25/2035 | 1,614,525 | 1,892,672 | ||||||
12.33% (1 Month LIBOR USD + 17.38%, 17.38% Cap), 07/25/2035(2)(8) | 30,123 | 41,148 | ||||||
5.50%, 08/25/2035 | 609,602 | 685,676 | ||||||
5.50%, 08/25/2035 | 101,716 | 112,639 | ||||||
11.65% (1 Month LIBOR USD + 16.70%, 16.70% Cap), 08/25/2035(2)(8) | 37,597 | 48,062 | ||||||
11.83% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/25/2035(2)(8) | 36,269 | 46,384 | ||||||
0.00%, 09/25/2035 | 12,363 | 11,874 | ||||||
16.13% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 09/25/2035(2)(8) | 9,652 | 13,228 | ||||||
0.00%, 10/25/2035 | 23,411 | 21,893 | ||||||
5.75%, 10/25/2035 | 88,482 | 98,204 | ||||||
11.83% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 10/25/2035(2)(8) | 41,621 | 54,352 | ||||||
17.17% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 11/25/2035(2)(8) | 190,483 | 271,671 | ||||||
5.50%, 12/25/2035 | 490,918 | 537,363 | ||||||
5.50%, 12/25/2035 | 50,051 | 53,455 | ||||||
6.00%, 12/25/2035 | 15,909 | 17,446 | ||||||
6.00%, 12/25/2035 | 520,698 | 539,758 | ||||||
0.00%, 01/25/2036 | 3,002 | 2,958 | ||||||
5.50%, 01/25/2036 | 31,141 | 33,405 |
0.00%, 03/25/2036 | 19,062 | 17,261 | ||||||
0.00%, 03/25/2036 | 180,268 | 156,597 | ||||||
4.68% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 03/25/2036(2)(8) | 660,983 | 133,062 | ||||||
5.50%, 03/25/2036 | 255,052 | 285,080 | ||||||
5.50%, 03/25/2036 | 72,253 | 80,749 | ||||||
5.50%, 03/25/2036 | 229,953 | 253,935 | ||||||
17.17% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 03/25/2036(2)(8) | 16,816 | 25,518 | ||||||
0.00%, 04/25/2036 | 60,701 | 55,140 | ||||||
0.00%, 04/25/2036 | 48,205 | 44,277 | ||||||
0.00%, 04/25/2036 | 23,125 | 21,289 | ||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 04/25/2036(2) | 83,884 | 83,426 | ||||||
21.07% (1 Month LIBOR USD + 30.15%, 30.15% Cap), 05/25/2036(2)(8) | 19,889 | 30,592 | ||||||
0.00%, 06/25/2036 | 116,449 | 105,159 | ||||||
0.00%, 06/25/2036 | 141,518 | 132,914 | ||||||
0.00%, 06/25/2036 | 49,971 | 44,611 | ||||||
0.00%, 06/25/2036 | 16,649 | 15,677 | ||||||
0.00%, 06/25/2036 | 32,641 | 29,664 | ||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2036(2) | 37,331 | 37,080 | ||||||
4.56% (1 Month LIBOR USD + 6.58%, 6.58% Cap), 06/25/2036(2)(8) | 140,032 | 22,773 | ||||||
16.80% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 06/25/2036(2)(8) | 5,961 | 8,891 | ||||||
2.32% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 06/27/2036(2) | 388,229 | 381,353 | ||||||
0.00%, 07/25/2036 | 11,777 | 11,562 | ||||||
0.00%, 07/25/2036 | 38,081 | 34,827 | ||||||
0.00%, 07/25/2036 | 20,137 | 18,283 | ||||||
0.00%, 07/25/2036 | 10,653 | 9,573 | ||||||
2.31% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 7.50% Cap), 07/25/2036(2) | 309,937 | 309,486 | ||||||
2.48% (1 Month LIBOR USD + 0.46%, 0.46% Floor, 7.00% Cap), 07/25/2036(2) | 32,509 | 32,643 | ||||||
4.50% (1 Month LIBOR USD + 6.52%, 6.52% Cap), 07/25/2036(2)(8) | 56,057 | 5,615 | ||||||
6.00%, 07/25/2036 | 428,065 | 488,024 | ||||||
6.50%, 07/25/2036 | 190,709 | 220,240 | ||||||
6.50%, 07/25/2036 | 252,768 | 295,991 | ||||||
20.73% (1 Month LIBOR USD + 28.80%, 28.80% Cap), 07/25/2036(2)(8) | 18,920 | 30,152 | ||||||
27.79% (1 Month LIBOR USD + 39.90%, 39.90% Cap), 07/25/2036(2)(8) | 14,301 | 24,688 | ||||||
0.00%, 08/25/2036 | 27,877 | 26,206 |
0.00%, 08/25/2036 | 39,318 | 37,631 | ||||||
0.00%, 08/25/2036 | 68,077 | 63,819 | ||||||
0.00%, 08/25/2036 | 13,552 | 12,072 | ||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 7.50% Cap), 08/25/2036(2) | 117,612 | 117,627 | ||||||
4.48% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 08/25/2036(2)(8) | 93,197 | 23,794 | ||||||
6.50%, 08/25/2036 | 37,791 | 42,814 | ||||||
6.50%, 08/25/2036 | 127,606 | 143,230 | ||||||
0.00%, 09/25/2036 | 14,917 | 13,408 | ||||||
0.00%, 09/25/2036 | 38,310 | 34,850 | ||||||
0.00%, 09/25/2036 | 32,429 | 29,800 | ||||||
6.50%, 09/25/2036 | 13,235 | 14,950 | ||||||
4.50%, 10/25/2036 | 172,638 | 188,386 | ||||||
18.13% (1 Month LIBOR USD + 26.20%, 26.20% Cap), 10/25/2036(2)(8) | 21,052 | 31,758 | ||||||
0.00%, 11/25/2036 | 9,517 | 8,507 | ||||||
0.00%, 11/25/2036 | 26,517 | 23,766 | ||||||
0.00%, 11/25/2036 | 58,852 | 53,426 | ||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 11/25/2036(2) | 987,475 | 986,566 | ||||||
0.00%, 12/25/2036 | 32,615 | 28,939 | ||||||
0.00%, 12/25/2036 | 13,243 | 12,202 | ||||||
2.21% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036(2) | 302,132 | 298,980 | ||||||
2.21% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036(2) | 63,844 | 63,451 | ||||||
4.63% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 12/25/2036(2)(8) | 114,755 | 18,205 | ||||||
18.49% (1 Month LIBOR USD + 26.56%, 26.56% Cap), 12/25/2036(2)(8) | 5,237 | 7,669 | ||||||
0.00%, 01/25/2037 | 87,638 | 76,685 | ||||||
0.00%, 01/25/2037 | 32,872 | 29,310 | ||||||
5.50%, 01/25/2037 | 25,471 | 27,275 | ||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 6.50% Cap), 02/25/2037(2) | 83,340 | 83,461 | ||||||
26.89% (1 Month LIBOR USD + 39.00%, 39.00% Cap), 02/25/2037(2)(8) | 8,374 | 23,915 | ||||||
0.00%, 03/25/2037 | 26,974 | 24,669 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/25/2037(2) | 62,894 | 63,240 | ||||||
2.77% (1 Month LIBOR USD + 0.75%, 6.50% Cap), 03/25/2037(2) | 42,329 | 43,934 | ||||||
4.06% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 03/25/2037(2)(8) | 3,802 | 138 | ||||||
4.42% (1 Month LIBOR USD + 6.44%, 6.44% Cap), 03/25/2037(2)(8) | 225,566 | 39,511 | ||||||
5.00%, 03/25/2037 | 5,201 | 5,676 |
6.00%, 03/25/2037 | 305,824 | 336,653 | ||||||
0.00%, 04/25/2037 | 84,519 | 79,848 | ||||||
4.08% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 04/25/2037(2)(8) | 55,687 | 4,656 | ||||||
15.94% (1 Month LIBOR USD + 22.67%, 22.67% Cap), 04/25/2037(2)(8) | 42,943 | 66,159 | ||||||
0.00%, 05/25/2037 | 10,588 | 9,634 | ||||||
2.32% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.75% Cap), 05/25/2037(2) | 42,268 | 42,211 | ||||||
6.00%, 05/25/2037 | 142,262 | 160,383 | ||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2037(2) | 244,781 | 246,143 | ||||||
2.47% (1 Month LIBOR USD + 0.45%, 6.50% Cap), 06/25/2037(2) | 21,567 | 22,479 | ||||||
3.76% (1 Month LIBOR USD + 5.78%, 5.78% Cap), 06/25/2037(2)(8) | 44,113 | 5,500 | ||||||
4.08% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037(2)(8) | 53,631 | 9,201 | ||||||
4.08% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037(2)(8) | 133,894 | 18,805 | ||||||
6.50%, 06/25/2037 | 26,459 | 29,642 | ||||||
0.00%, 07/25/2037 | 61,837 | 55,738 | ||||||
2.39% (1 Month LIBOR USD + 0.37%, 0.37% Floor, 7.50% Cap), 07/25/2037(2) | 57,371 | 57,457 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 07/25/2037(2) | 33,877 | 34,065 | ||||||
4.38% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 07/25/2037(2)(8) | 377,072 | 60,656 | ||||||
4.60% (1 Month LIBOR USD + 6.62%, 6.62% Cap), 07/25/2037(2)(8) | 149,175 | 20,863 | ||||||
5.13% (1 Month LIBOR USD + 7.15%, 7.15% Cap), 07/25/2037(2)(8) | 641,555 | 155,506 | ||||||
5.50%, 07/25/2037 | 157,911 | 174,340 | ||||||
11.45% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 07/25/2037(2)(8) | 33,889 | 41,576 | ||||||
2.47% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/25/2037(2) | 105,150 | 105,481 | ||||||
5.50%, 08/25/2037 | 37,369 | 41,642 | ||||||
6.00%, 08/25/2037 | 14,651 | 16,706 | ||||||
6.00%, 08/25/2037 | 95,454 | 107,349 | ||||||
6.00%, 08/25/2037 | 56,149 | 63,506 | ||||||
6.00%, 08/25/2037 | 69,652 | 77,064 | ||||||
16.62% (1 Month LIBOR USD + 24.02%, 24.02% Cap), 08/25/2037(2)(8) | 55,949 | 79,786 | ||||||
2.47% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2037(2) | 689,559 | 691,052 | ||||||
4.52% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 09/25/2037(2)(8) | 209,282 | 42,080 | ||||||
11.10% (1 Month LIBOR USD + 16.15%, 16.15% Cap), 09/25/2037(2)(8) | 13,711 | 17,533 | ||||||
0.00%, 10/25/2037 | 549,452 | 512,979 | ||||||
4.43% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 10/25/2037(2)(8) | 164,286 | 28,081 | ||||||
4.44% (1 Month LIBOR USD + 6.46%, 6.46% Cap), 10/25/2037(2)(8) | 216,371 | 41,729 |
6.16%, 10/25/2037(4) | 58,836 | 65,484 | ||||||
4.34% (1 Month LIBOR USD + 6.36%, 6.36% Cap), 12/25/2037(2)(8) | 6,999 | 817 | ||||||
4.38% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/25/2037(2)(8) | 191,057 | 22,644 | ||||||
4.43% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 12/25/2037(2)(8) | 205,900 | 34,529 | ||||||
6.50%, 12/25/2037 | 161,410 | 185,652 | ||||||
1.73%, 01/25/2038(4) | 351,264 | 15,912 | ||||||
3.89% (1 Month LIBOR USD + 5.91%, 5.91% Cap), 02/25/2038(2)(8) | 178,443 | 28,700 | ||||||
3.98% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/25/2038(2)(8) | 394,850 | 62,211 | ||||||
2.92% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 6.75% Cap), 03/25/2038(2) | 46,621 | 47,757 | ||||||
4.18% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/25/2038(2)(8) | 44,766 | 4,808 | ||||||
4.21% (1 Month LIBOR USD + 6.23%, 6.23% Cap), 03/25/2038(2)(8) | 63,759 | 8,735 | ||||||
4.97% (1 Month LIBOR USD + 6.99%, 6.99% Cap), 03/25/2038(2)(8) | 98,992 | 19,399 | ||||||
9.96% (1 Month LIBOR USD + 14.00%, 14.00% Cap), 03/25/2038(2)(8) | 21,408 | 25,320 | ||||||
4.83% (1 Month LIBOR USD + 6.85%, 6.85% Cap), 04/25/2038(2)(8) | 42,008 | 4,616 | ||||||
4.88% (1 Month LIBOR USD + 6.90%, 6.90% Cap), 04/25/2038(2)(8) | 71,644 | 12,259 | ||||||
6.50%, 04/25/2038 | 30,736 | 31,737 | ||||||
14.64% (1 Month LIBOR USD + 20.70%, 20.70% Cap), 04/25/2038(2)(8) | 26,782 | 35,204 | ||||||
0.00%, 05/25/2038 | 1,852 | 1,600 | ||||||
2.07%, 06/25/2038(4) | 143,186 | 8,575 | ||||||
5.00%, 07/25/2038 | 47,569 | 52,803 | ||||||
5.00%, 07/25/2038 | 47,541 | 51,931 | ||||||
5.18% (1 Month LIBOR USD + 7.20%, 7.20% Cap), 07/25/2038(2)(8) | 53,916 | 7,835 | ||||||
5.50%, 07/25/2038 | 188,280 | 211,573 | ||||||
3.83% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038(2)(8) | 133,293 | 10,949 | ||||||
3.83% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038(2)(8) | 182,603 | 28,579 | ||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 12/25/2038(2) | 11,905 | 11,910 | ||||||
4.00%, 02/25/2039 | 78,714 | 79,799 | ||||||
4.50%, 02/25/2039 | 8,712 | 9,300 | ||||||
4.53% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 02/25/2039(2)(8) | 136,290 | 24,121 | ||||||
4.63% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 03/25/2039(2)(8) | 59,462 | 8,175 | ||||||
2.47% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 04/25/2039(2) | 225,577 | 225,632 | ||||||
5.00%, 07/25/2039 | 88,079 | 14,822 | ||||||
7.00%, 07/25/2039 | 2,797 | 3,205 | ||||||
5.00%, 08/25/2039 | 329,770 | 363,561 |
6.00%, 08/25/2039 | 393,929 | 451,123 | ||||||
5.00%, 09/25/2039 | 190,788 | 199,229 | ||||||
6.04%, 09/25/2039(4) | 161,064 | 181,665 | ||||||
3.88% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 10/25/2039(2)(8) | 53,618 | 6,044 | ||||||
5.50%, 10/25/2039 | 197,026 | 32,121 | ||||||
4.16% (1 Month LIBOR USD + 6.18%, 6.18% Cap), 12/25/2039(2)(8) | 64,251 | 7,451 | ||||||
4.46%, 12/25/2039(4) | 190,583 | 203,337 | ||||||
6.30%, 12/25/2039(4) | 304,924 | 343,448 | ||||||
0.00%, 01/25/2040 | 48,388 | 43,431 | ||||||
4.23% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 01/25/2040(2)(8) | 141,125 | 24,633 | ||||||
6.21%, 02/25/2040(4) | 63,723 | 71,054 | ||||||
6.21%, 03/25/2040(4) | 219,114 | 251,926 | ||||||
6.44%, 03/25/2040(4) | 238,237 | 273,996 | ||||||
8.62% (1 Month LIBOR USD + 12.66%, 12.66% Cap), 03/25/2040(2)(8) | 309,518 | 371,305 | ||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 04/25/2040(2) | 59,785 | 60,195 | ||||||
4.40% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 04/25/2040(2)(8) | 93,920 | 12,157 | ||||||
10.94% (1 Month LIBOR USD + 17.67%, 17.67% Cap), 04/25/2040(2)(8) | 143,379 | 181,002 | ||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 05/25/2040(2) | 88,312 | 89,161 | ||||||
4.38% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/25/2040(2)(8) | 62,698 | 8,249 | ||||||
0.00%, 06/25/2040 | 79,990 | 72,545 | ||||||
5.00%, 06/25/2040 | 609,527 | 661,740 | ||||||
5.50%, 06/25/2040 | 923,226 | 1,016,905 | ||||||
5.50%, 07/25/2040 | 375,053 | 428,747 | ||||||
5.00%, 09/25/2040 | 206,000 | 233,939 | ||||||
5.50%, 10/25/2040 | 1,432,704 | 1,667,674 | ||||||
2.42% (1 Month LIBOR USD + 4.44%, 4.44% Cap), 11/25/2040(2)(8) | 700,465 | 56,518 | ||||||
4.50%, 12/25/2040 | 5,359,402 | 6,149,344 | ||||||
2.57% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 7.00% Cap), 01/25/2041(2) | 141,399 | 142,303 | ||||||
4.51% (1 Month LIBOR USD + 6.53%, 6.53% Cap), 01/25/2041(2)(8) | 679,057 | 141,826 | ||||||
2.02%, 04/25/2041(4) | 653,802 | 36,594 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/25/2041(2) | 69,487 | 69,680 | ||||||
2.57% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2041(2) | 168,547 | 170,045 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 11/25/2041(2) | 254,117 | 255,401 | ||||||
7.00%, 11/25/2041 | 1,310,321 | 1,553,719 |
7.00%, 11/25/2041 | 1,067,676 | 1,264,411 | ||||||
7.00%, 11/25/2041 | 1,172,130 | 1,361,032 | ||||||
4.50%, 01/25/2042 | 2,400,748 | 2,679,549 | ||||||
3.50%, 03/25/2042 | 1,000,000 | 1,055,292 | ||||||
6.50%, 06/25/2042 | 58,487 | 67,256 | ||||||
2.47% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2042(2) | 418,453 | 416,695 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042(2) | 1,469,590 | 1,478,268 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042(2) | 205,815 | 206,421 | ||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 10/25/2042(2) | 599,022 | 602,477 | ||||||
3.00%, 02/25/2043 | 1,000,000 | 1,023,846 | ||||||
3.50%, 02/25/2043 | 405,729 | 432,182 | ||||||
0.00%, 09/25/2043 | 1,358,943 | 1,191,738 | ||||||
0.00%, 10/25/2043 | 979,873 | 865,531 | ||||||
0.00%, 12/25/2043 | 2,548,841 | 2,267,586 | ||||||
3.50%, 06/25/2044 | 4,833,889 | 4,953,809 | ||||||
3.00%, 06/25/2045 | 2,121,815 | 2,163,149 | ||||||
2.50%, 11/25/2045 | 6,667,019 | 6,778,257 | ||||||
3.00%, 01/25/2046 | 2,015,422 | 2,079,654 | ||||||
3.00%, 04/25/2046 | 5,910,664 | 6,119,310 | ||||||
3.00%, 06/25/2046 | 5,452,462 | 5,712,897 | ||||||
3.00%, 02/25/2047 | 1,982,889 | 2,050,094 | ||||||
4.08% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 11/25/2049(2)(8) | 87,157 | 7,216 | ||||||
5.86%, 02/25/2051(4) | 105,074 | 115,941 | ||||||
5.43%, 07/25/2051(4) | 30,698 | 34,376 | ||||||
4.00%, 05/25/2053 | 4,243,588 | 4,443,747 | ||||||
Fannie Mae REMICS SER 1990-140 CL K | ||||||||
652.15%, 12/25/2020 | 3 | 11 | ||||||
Fannie Mae REMICS SER 1993-165 CL SK V/R | ||||||||
12.50% (1 Month LIBOR USD + 77.31%, 12.50% Cap), 09/25/2023(2)(8) | 1,416 | 1,530 | ||||||
Fannie Mae REMICS SER G92-35 CL G | ||||||||
1184.78%, 07/25/2022 | 2 | 23 | ||||||
Fannie Mae Trust 2003-W2 | ||||||||
5.90%, 07/25/2042 | 55,446 | 62,672 | ||||||
6.50%, 07/25/2042 | 95,255 | 109,018 |
Fannie Mae Trust 2003-W6 | ||||||||
5.20%, 09/25/2042 | 354,006 | 389,108 | ||||||
6.50%, 09/25/2042 | 131,334 | 150,203 | ||||||
Fannie Mae Trust 2003-W8 | ||||||||
2.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 05/25/2042(2) | 30,168 | 29,877 | ||||||
7.00%, 10/25/2042 | 144,589 | 168,431 | ||||||
Fannie Mae Trust 2004-W1 | ||||||||
7.00%, 12/25/2033 | 219,203 | 252,074 | ||||||
Fannie Mae Trust 2004-W15 | ||||||||
2.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 08/25/2044(2) | 136,955 | 136,170 | ||||||
Fannie Mae Trust 2004-W2 | ||||||||
7.00%, 02/25/2044 | 48,364 | 55,459 | ||||||
Fannie Mae Trust 2004-W8 | ||||||||
7.50%, 06/25/2044 | 48,321 | 56,409 | ||||||
Fannie Mae Trust 2005-W3 | ||||||||
2.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 03/25/2045(2) | 1,102,945 | 1,098,683 | ||||||
Fannie Mae Trust 2005-W4 | ||||||||
6.00%, 08/25/2045 | 62,264 | 70,125 | ||||||
Fannie Mae Trust 2006-W2 | ||||||||
4.43%, 11/25/2045(4) | 154,395 | 163,362 | ||||||
2.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 02/25/2046(2) | 516,900 | 516,837 | ||||||
Fannie Mae Whole Loan | ||||||||
2.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 9.50% Cap), 11/25/2046(2) | 1,215,858 | 1,198,043 | ||||||
Fannie Mae-Aces | ||||||||
4.33%, 03/25/2020(4) | 143,984 | 144,765 | ||||||
3.66%, 11/25/2020 | 108,747 | 109,669 | ||||||
3.76%, 06/25/2021 | 619,580 | 630,507 | ||||||
2.92%, 08/25/2021 | 556,912 | 563,913 | ||||||
3.23% (1 Month LIBOR USD + 0.93%), 11/25/2022(2) | 713,654 | 714,415 | ||||||
2.28%, 12/27/2022 | 975,948 | 985,107 | ||||||
2.39%, 01/25/2023(4) | 830,310 | 836,415 | ||||||
3.51%, 12/25/2023(4) | 2,379,210 | 2,506,402 | ||||||
3.50%, 01/25/2024(4) | 12,683,223 | 13,359,524 | ||||||
3.10%, 07/25/2024(4) | 1,066,000 | 1,112,873 |
3.02%, 08/25/2024(4) | 1,273,000 | 1,324,730 | ||||||
2.53%, 09/25/2024 | 1,390,000 | 1,416,818 | ||||||
2.72%, 10/25/2024 | 13,450,000 | 13,837,121 | ||||||
2.59%, 12/25/2024 | 1,640,000 | 1,676,577 | ||||||
3.15%, 12/25/2024(4) | 2,611,738 | 2,735,724 | ||||||
2.83%, 01/25/2025(4) | 1,576,932 | 1,645,833 | ||||||
2.90%, 01/25/2025(4) | 2,000,000 | 2,075,877 | ||||||
3.03%, 11/25/2025(4) | 8,800,000 | 9,191,291 | ||||||
2.38%, 09/25/2026 | 5,500,000 | 5,562,898 | ||||||
2.50%, 10/25/2026(4) | 5,335,000 | 5,422,507 | ||||||
2.57%, 12/25/2026(4) | 8,000,000 | 8,157,944 | ||||||
2.67%, 12/25/2026(4) | 43,307,000 | 44,721,311 | ||||||
2.96%, 02/25/2027(4) | 3,535,000 | 3,710,275 | ||||||
3.09%, 04/25/2027(4) | 23,211,000 | 24,663,549 | ||||||
3.06%, 05/25/2027(4) | 29,130,000 | 30,801,640 | ||||||
3.18%, 06/25/2027(4) | 5,513,000 | 5,848,880 | ||||||
3.14%, 03/25/2028(4) | 3,891,000 | 4,126,377 | ||||||
3.44%, 06/25/2028(4) | 5,160,000 | 5,588,891 | ||||||
3.50%, 07/25/2028(4) | 7,655,108 | 8,251,808 | ||||||
3.50%, 07/25/2028(4) | 35,477,000 | 38,570,144 | ||||||
3.67%, 09/25/2028(4) | 7,310,000 | 8,081,275 | ||||||
3.75%, 11/25/2028(4) | 12,600,000 | 14,022,159 | ||||||
3.30%, 04/25/2029(4) | 4,540,000 | 4,884,387 | ||||||
2.98%, 08/25/2029 | 2,200,000 | 2,331,179 | ||||||
3.19%, 02/25/2030(4) | 2,791,000 | 2,972,316 | ||||||
3.78%, 08/25/2030(4) | 7,611,341 | 8,517,076 | ||||||
FHLMC-GNMA | ||||||||
7.00%, 03/25/2023 | 6,038 | 6,308 | ||||||
6.25%, 11/25/2023 | 4,800 | 5,081 | ||||||
7.50%, 04/25/2024 | 32,916 | 35,429 | ||||||
First Horizon Alternative Mortgage Securities Trust 2005-FA8 | ||||||||
5.50%, 11/25/2035 | 95,512 | 78,018 | ||||||
First Horizon Alternative Mortgage Securities Trust 2006-FA6 | ||||||||
5.75%, 11/25/2021 | 9,722 | 9,342 |
First Horizon Alternative Mortgage Securities Trust 2006-FA8 | ||||||||
5.75%, 02/25/2037 | 23,404 | 18,843 | ||||||
First Horizon Alternative Mortgage Securities Trust 2007-FA4 | ||||||||
3.63% (1 Month LIBOR USD + 5.65%, 5.65% Cap), 08/25/2037(2)(8) | 829,393 | 170,539 | ||||||
Freddie Mac Gold Pool | ||||||||
6.00%, 02/01/2020 | 4 | 4 | ||||||
5.50%, 04/01/2020 | 30 | 30 | ||||||
6.00%, 06/01/2020 | 348 | 349 | ||||||
6.00%, 08/01/2020 | 368 | 371 | ||||||
6.00%, 07/01/2021 | 820 | 823 | ||||||
6.00%, 07/01/2021 | 48 | 49 | ||||||
6.00%, 03/01/2022 | 60 | 61 | ||||||
6.50%, 03/01/2022 | 1,056 | 1,073 | ||||||
5.50%, 02/01/2024 | 5,711 | 5,884 | ||||||
8.00%, 08/01/2024 | 481 | 527 | ||||||
8.00%, 11/01/2024 | 312 | 334 | ||||||
7.50%, 08/01/2025 | 918 | 998 | ||||||
3.50%, 12/01/2025 | 813,721 | 841,781 | ||||||
10.00%, 03/17/2026 | 1,140 | 1,143 | ||||||
7.00%, 04/01/2026 | 1,078 | 1,194 | ||||||
4.00%, 05/01/2026 | 916,932 | 958,695 | ||||||
3.50%, 08/01/2026 | 934,651 | 973,791 | ||||||
3.50%, 01/01/2027 | 171,504 | 178,736 | ||||||
6.50%, 01/01/2028 | 37,338 | 41,040 | ||||||
2.50%, 03/01/2028 | 7,680,386 | 7,771,150 | ||||||
2.50%, 04/01/2028 | 2,053,890 | 2,075,692 | ||||||
2.50%, 06/01/2028 | 821,383 | 833,350 | ||||||
3.00%, 07/01/2028 | 1,557,229 | 1,602,233 | ||||||
8.50%, 07/01/2028 | 2,414 | 2,737 | ||||||
3.00%, 08/01/2028 | 898,354 | 926,514 | ||||||
3.00%, 09/01/2028 | 3,293,175 | 3,391,304 | ||||||
3.00%, 10/01/2028 | 1,327,903 | 1,371,149 | ||||||
7.00%, 12/01/2028 | 40,356 | 45,912 | ||||||
3.00%, 05/01/2029 | 1,238,982 | 1,269,315 |
6.50%, 06/01/2029 | 12,362 | 13,815 | ||||||
7.00%, 07/01/2029 | 913 | 1,001 | ||||||
6.50%, 08/01/2029 | 83,952 | 95,026 | ||||||
6.00%, 10/01/2029 | 11,168 | 12,410 | ||||||
2.50%, 03/01/2030 | 1,558,660 | 1,579,922 | ||||||
2.50%, 07/01/2030 | 3,576,106 | 3,624,860 | ||||||
10.00%, 10/01/2030 | 16,809 | 17,850 | ||||||
7.00%, 01/01/2031 | 34,000 | 38,303 | ||||||
3.00%, 04/01/2031 | 5,955,431 | 6,127,490 | ||||||
2.50%, 07/01/2031 | 3,098,357 | 3,140,733 | ||||||
2.50%, 08/01/2031 | 1,835,956 | 1,861,055 | ||||||
3.00%, 09/01/2031 | 1,324,381 | 1,360,990 | ||||||
2.00%, 01/01/2032 | 6,045,331 | 6,000,208 | ||||||
3.50%, 01/01/2032 | 545,026 | 567,433 | ||||||
7.50%, 01/01/2032 | 88,999 | 99,937 | ||||||
3.00%, 02/01/2032 | 9,595,908 | 9,882,150 | ||||||
3.00%, 02/01/2032 | 6,599,479 | 6,790,116 | ||||||
3.50%, 03/01/2032 | 223,221 | 232,395 | ||||||
7.00%, 07/01/2032 | 3,219 | 3,576 | ||||||
7.00%, 08/01/2032 | 4,988 | 5,754 | ||||||
5.50%, 01/01/2033 | 57,779 | 63,190 | ||||||
3.50%, 02/01/2033 | 158,956 | 164,456 | ||||||
6.00%, 02/01/2033 | 10,831 | 11,508 | ||||||
3.50%, 05/01/2033 | 744,657 | 770,287 | ||||||
3.50%, 05/01/2033 | 211,214 | 218,511 | ||||||
5.50%, 10/01/2033 | 38,632 | 43,673 | ||||||
6.00%, 12/01/2033 | 11,883 | 13,192 | ||||||
3.50%, 01/01/2034 | 8,240,293 | 8,579,503 | ||||||
5.00%, 01/01/2034 | 28,548 | 31,559 | ||||||
6.00%, 01/01/2034 | 11,508 | 11,979 | ||||||
6.00%, 01/01/2034 | 26,163 | 30,061 | ||||||
5.00%, 06/01/2034 | 73,321 | 80,232 | ||||||
5.00%, 09/01/2034 | 84,271 | 93,174 | ||||||
6.50%, 11/01/2034 | 7,488 | 8,590 |
6.50%, 01/01/2035 | 92,109 | 104,009 | ||||||
5.00%, 03/01/2035 | 34,781 | 38,262 | ||||||
5.50%, 07/01/2035 | 79,855 | 89,153 | ||||||
5.00%, 08/01/2035 | 1,282,840 | 1,418,467 | ||||||
4.50%, 11/01/2035 | 10,775 | 11,491 | ||||||
6.50%, 12/01/2035 | 59,481 | 67,941 | ||||||
6.50%, 12/01/2035 | 17,958 | 19,348 | ||||||
5.50%, 01/01/2036 | 19,050 | 21,559 | ||||||
5.00%, 03/01/2036 | 2,650,974 | 2,928,670 | ||||||
5.00%, 07/01/2036 | 2,502 | 2,766 | ||||||
5.00%, 11/01/2036 | 72,494 | 80,132 | ||||||
6.00%, 11/01/2036 | 9,055 | 9,797 | ||||||
6.50%, 11/01/2036 | 202,709 | 229,015 | ||||||
6.50%, 11/01/2036 | 109,754 | 122,709 | ||||||
6.50%, 11/01/2036 | 21,466 | 24,309 | ||||||
5.50%, 12/01/2036 | 35,300 | 39,928 | ||||||
6.00%, 12/01/2036 | 16,884 | 19,441 | ||||||
6.00%, 12/01/2036 | 7,606 | 8,742 | ||||||
6.50%, 12/01/2036 | 251,507 | 287,271 | ||||||
6.50%, 12/01/2036 | 101,765 | 116,969 | ||||||
7.50%, 12/01/2036 | 288,250 | 322,041 | ||||||
3.00%, 01/01/2037 | 2,989,603 | 3,077,374 | ||||||
6.50%, 01/01/2037 | 17,316 | 19,041 | ||||||
6.50%, 01/01/2037 | 6,225 | 6,380 | ||||||
6.50%, 02/01/2037 | 8,564 | 8,872 | ||||||
7.00%, 02/01/2037 | 7,524 | 8,844 | ||||||
5.00%, 03/01/2037 | 199,884 | 221,017 | ||||||
5.00%, 06/01/2037 | 225,124 | 248,714 | ||||||
6.50%, 06/01/2037 | 8,313 | 8,894 | ||||||
5.00%, 08/01/2037 | 211,133 | 233,419 | ||||||
3.50%, 11/01/2037 | 3,064,582 | 3,179,683 | ||||||
6.50%, 11/01/2037 | 42,114 | 49,371 | ||||||
3.00%, 12/01/2037 | 858,281 | 881,246 | ||||||
3.00%, 01/01/2038 | 1,281,628 | 1,319,040 |
7.50%, 01/01/2038 | 63,238 | 75,116 | ||||||
7.50%, 01/01/2038 | 35,401 | 42,791 | ||||||
5.00%, 02/01/2038 | 232,315 | 256,331 | ||||||
5.00%, 03/01/2038 | 279,784 | 309,214 | ||||||
5.00%, 03/01/2038 | 66,878 | 73,887 | ||||||
5.00%, 03/01/2038 | 252,296 | 278,697 | ||||||
5.00%, 03/01/2038 | 231,079 | 255,474 | ||||||
6.50%, 03/01/2038 | 53,389 | 61,518 | ||||||
5.00%, 04/01/2038 | 160,746 | 177,407 | ||||||
5.50%, 05/01/2038 | 57,879 | 65,329 | ||||||
5.50%, 08/01/2038 | 73,416 | 82,934 | ||||||
5.00%, 09/01/2038 | 183,910 | 203,123 | ||||||
5.00%, 09/01/2038 | 31,903 | 35,236 | ||||||
7.50%, 09/01/2038 | 29,921 | 34,689 | ||||||
5.00%, 11/01/2038 | 1,343 | 1,483 | ||||||
5.00%, 11/01/2038 | 72,884 | 80,316 | ||||||
5.00%, 12/01/2038 | 718 | 792 | ||||||
5.00%, 12/01/2038 | 217,466 | 240,174 | ||||||
5.50%, 01/01/2039 | 2,729,489 | 3,087,767 | ||||||
5.00%, 02/01/2039 | 452,820 | 500,087 | ||||||
5.00%, 05/01/2039 | 8,154 | 9,132 | ||||||
4.50%, 07/01/2039 | 209,454 | 226,989 | ||||||
4.50%, 10/01/2039 | 1,688,555 | 1,830,447 | ||||||
5.00%, 10/01/2039 | 495,196 | 546,833 | ||||||
4.50%, 11/01/2039 | 1,933,766 | 2,096,171 | ||||||
4.50%, 11/01/2039 | 2,573,613 | 2,789,872 | ||||||
5.00%, 01/01/2040 | 120,294 | 132,901 | ||||||
5.00%, 03/01/2040 | 2,435,058 | 2,692,941 | ||||||
5.00%, 03/01/2040 | 201,719 | 222,088 | ||||||
5.50%, 03/01/2040 | 26,001 | 29,297 | ||||||
4.50%, 05/01/2040 | 927,037 | 1,005,191 | ||||||
5.50%, 05/01/2040 | 1,853,050 | 2,091,549 | ||||||
4.50%, 08/01/2040 | 432,004 | 468,318 | ||||||
5.00%, 08/01/2040 | 1,312,226 | 1,450,196 |
5.00%, 08/01/2040 | 334,863 | 370,156 | ||||||
5.50%, 08/01/2040 | 757,550 | 854,220 | ||||||
4.00%, 09/01/2040 | 759,409 | 811,671 | ||||||
4.50%, 09/01/2040 | 1,365,490 | 1,480,285 | ||||||
4.50%, 09/01/2040 | 326,608 | 354,064 | ||||||
4.00%, 11/01/2040 | 40,342 | 43,119 | ||||||
4.00%, 11/01/2040 | 2,294,643 | 2,452,769 | ||||||
4.00%, 12/01/2040 | 417,109 | 445,837 | ||||||
4.00%, 12/01/2040 | 1,472,573 | 1,574,042 | ||||||
4.00%, 12/01/2040 | 1,372,555 | 1,467,176 | ||||||
4.00%, 12/01/2040 | 966,142 | 1,032,716 | ||||||
4.00%, 12/01/2040 | 1,181,858 | 1,263,328 | ||||||
4.00%, 01/01/2041 | 785,905 | 825,134 | ||||||
4.50%, 03/01/2041 | 262,744 | 284,822 | ||||||
5.00%, 04/01/2041 | 1,055,978 | 1,167,011 | ||||||
4.50%, 05/01/2041 | 1,896,467 | 2,055,772 | ||||||
5.00%, 06/01/2041 | 349,700 | 385,561 | ||||||
4.50%, 08/01/2041 | 682,951 | 739,864 | ||||||
4.00%, 10/01/2041 | 4,746,995 | 5,075,532 | ||||||
4.00%, 11/01/2041 | 12,926 | 13,821 | ||||||
4.00%, 01/01/2042 | 240,722 | 257,395 | ||||||
3.50%, 05/01/2042 | 931,384 | 979,045 | ||||||
3.50%, 05/01/2042 | 2,422,520 | 2,545,761 | ||||||
4.00%, 05/01/2042 | 15,022 | 16,063 | ||||||
3.50%, 06/01/2042 | 2,744,856 | 2,879,041 | ||||||
3.50%, 06/01/2042 | 457,489 | 480,923 | ||||||
4.00%, 06/01/2042 | 2,234,814 | 2,380,847 | ||||||
3.00%, 08/01/2042 | 1,965,910 | 2,027,325 | ||||||
3.50%, 08/01/2042 | 859,566 | 903,641 | ||||||
3.50%, 09/01/2042 | 3,019,156 | 3,173,970 | ||||||
3.50%, 09/01/2042 | 6,018,010 | 6,340,680 | ||||||
3.00%, 10/01/2042 | 4,963,298 | 5,118,396 | ||||||
3.50%, 10/01/2042 | 11,244,885 | 11,821,469 | ||||||
3.50%, 10/01/2042 | 2,762,897 | 2,904,055 |
4.00%, 10/01/2042 | 102,237 | 105,802 | ||||||
3.00%, 11/01/2042 | 6,122,417 | 6,313,896 | ||||||
3.50%, 11/01/2042 | 95,765 | 100,449 | ||||||
3.50%, 11/01/2042 | 3,090,222 | 3,247,626 | ||||||
3.50%, 11/01/2042 | 1,169,780 | 1,229,742 | ||||||
3.50%, 12/01/2042 | 3,632,842 | 3,818,267 | ||||||
3.50%, 01/01/2043 | 8,081,713 | 8,495,386 | ||||||
4.00%, 01/01/2043 | 274,198 | 292,267 | ||||||
3.00%, 02/01/2043 | 421,211 | 434,372 | ||||||
3.00%, 03/01/2043 | 5,431,230 | 5,601,068 | ||||||
3.00%, 03/01/2043 | 2,679,294 | 2,763,004 | ||||||
3.50%, 03/01/2043 | 842,767 | 885,684 | ||||||
3.00%, 04/01/2043 | 97,775 | 100,833 | ||||||
3.00%, 04/01/2043 | 12,335,602 | 12,720,839 | ||||||
3.50%, 05/01/2043 | 287,161 | 301,201 | ||||||
3.00%, 06/01/2043 | 37,607 | 38,730 | ||||||
3.50%, 06/01/2043 | 1,708,066 | 1,795,557 | ||||||
3.50%, 06/01/2043 | 1,028,377 | 1,078,590 | ||||||
4.00%, 06/01/2043 | 21,584 | 23,041 | ||||||
3.00%, 07/01/2043 | 377,446 | 389,253 | ||||||
3.00%, 07/01/2043 | 28,217 | 29,100 | ||||||
3.50%, 07/01/2043 | 585,507 | 615,289 | ||||||
3.00%, 08/01/2043 | 7,182,990 | 7,404,924 | ||||||
3.00%, 08/01/2043 | 528,250 | 543,946 | ||||||
4.00%, 09/01/2043 | 7,248,563 | 7,749,003 | ||||||
4.00%, 09/01/2043 | 224,034 | 240,093 | ||||||
3.50%, 10/01/2043 | 245,965 | 258,172 | ||||||
4.00%, 11/01/2043 | 190,666 | 202,745 | ||||||
4.00%, 11/01/2043 | 90,179 | 96,029 | ||||||
4.00%, 12/01/2043 | 1,779,643 | 1,890,177 | ||||||
4.00%, 12/01/2043 | 250,812 | 266,086 | ||||||
4.00%, 12/01/2043 | 913,492 | 968,563 | ||||||
4.50%, 12/01/2043 | 7,183,268 | 7,780,871 | ||||||
4.00%, 01/01/2044 | 551,485 | 585,945 |
4.00%, 01/01/2044 | 150,813 | 159,997 | ||||||
4.00%, 03/01/2044 | 3,043,945 | 3,225,356 | ||||||
4.50%, 03/01/2044 | 657,862 | 707,754 | ||||||
3.50%, 05/01/2044 | 15,331,750 | 16,117,467 | ||||||
4.00%, 05/01/2044 | 129,415 | 136,877 | ||||||
4.50%, 05/01/2044 | 1,004,916 | 1,081,300 | ||||||
4.50%, 07/01/2044 | 35,802 | 37,827 | ||||||
4.50%, 07/01/2044 | 307,689 | 331,014 | ||||||
4.50%, 09/01/2044 | 1,945,056 | 2,092,709 | ||||||
4.00%, 10/01/2044 | 8,218,332 | 8,704,135 | ||||||
3.50%, 01/01/2045 | 13,212,038 | 13,887,526 | ||||||
4.00%, 01/01/2045 | 490,947 | 518,816 | ||||||
3.00%, 05/01/2045 | 1,159,376 | 1,190,053 | ||||||
3.00%, 05/01/2045 | 2,473,548 | 2,546,260 | ||||||
3.00%, 06/01/2045 | 601,010 | 616,447 | ||||||
3.50%, 06/01/2045 | 1,541,676 | 1,608,224 | ||||||
3.00%, 10/01/2045 | 5,093,224 | 5,252,431 | ||||||
4.00%, 10/01/2045 | 720,547 | 760,630 | ||||||
4.00%, 10/01/2045 | 9,232,880 | 9,746,373 | ||||||
4.00%, 11/01/2045 | 13,821,145 | 14,590,115 | ||||||
3.50%, 12/01/2045 | 5,905,210 | 6,159,493 | ||||||
4.50%, 12/01/2045 | 1,332,911 | 1,434,076 | ||||||
3.50%, 01/01/2046 | 9,923,087 | 10,392,634 | ||||||
4.00%, 01/01/2046 | 3,612,261 | 3,848,420 | ||||||
3.50%, 05/01/2046 | 3,667,768 | 3,819,039 | ||||||
4.00%, 05/01/2046 | 363,525 | 383,017 | ||||||
4.00%, 06/01/2046 | 11,336,040 | 11,967,429 | ||||||
3.50%, 07/01/2046 | 2,377,314 | 2,472,498 | ||||||
3.50%, 07/01/2046 | 4,279,904 | 4,446,101 | ||||||
3.50%, 08/01/2046 | 11,724,458 | 12,316,526 | ||||||
3.50%, 08/01/2046 | 7,796,005 | 8,218,948 | ||||||
4.00%, 08/01/2046 | 2,661,967 | 2,808,396 | ||||||
4.50%, 09/01/2046 | 4,564,932 | 4,858,380 | ||||||
3.00%, 10/01/2046 | 21,762,688 | 22,402,910 |
3.50%, 10/01/2046 | 15,247,561 | 15,905,924 | ||||||
4.50%, 10/01/2046 | 3,871,946 | 4,112,920 | ||||||
4.50%, 11/01/2046 | 13,325,026 | 14,423,148 | ||||||
3.50%, 12/01/2046 | 436,477 | 453,070 | ||||||
3.50%, 12/01/2046 | 8,534,773 | 8,903,668 | ||||||
3.50%, 01/01/2047 | 4,194,238 | 4,359,336 | ||||||
4.00%, 01/01/2047 | 14,160,696 | 15,130,054 | ||||||
4.50%, 03/01/2047 | 1,214,962 | 1,304,912 | ||||||
4.00%, 04/01/2047 | 1,931,639 | 2,027,935 | ||||||
3.00%, 05/01/2047 | 16,728,368 | 17,178,998 | ||||||
3.50%, 07/01/2047 | 12,944,874 | 13,388,213 | ||||||
4.50%, 07/01/2047 | 5,721,941 | 6,156,327 | ||||||
4.50%, 07/01/2047 | 2,008,524 | 2,125,885 | ||||||
3.50%, 08/01/2047 | 2,704,471 | 2,798,051 | ||||||
4.00%, 09/01/2047 | 8,759,905 | 9,277,780 | ||||||
3.50%, 10/01/2047 | 25,831,124 | 26,698,426 | ||||||
3.50%, 10/01/2047 | 11,384,774 | 11,759,649 | ||||||
3.50%, 10/01/2047 | 1,021,486 | 1,055,075 | ||||||
4.00%, 10/01/2047 | 861,673 | 903,242 | ||||||
4.50%, 10/01/2047 | 1,898,881 | 2,037,485 | ||||||
4.50%, 11/01/2047 | 1,521,663 | 1,609,099 | ||||||
5.00%, 12/01/2047 | 6,284,075 | 6,739,520 | ||||||
3.50%, 01/01/2048 | 3,672,638 | 3,802,470 | ||||||
3.50%, 01/01/2048 | 9,929,655 | 10,318,619 | ||||||
4.50%, 02/01/2048 | 3,471,591 | 3,670,932 | ||||||
5.00%, 02/01/2048 | 2,262,826 | 2,429,668 | ||||||
3.50%, 03/01/2048 | 7,207,650 | 7,486,396 | ||||||
4.00%, 04/01/2048 | 6,123,873 | 6,422,365 | ||||||
3.50%, 06/01/2048 | 5,470,213 | 5,634,235 | ||||||
3.50%, 06/01/2048 | 7,816,610 | 8,058,742 | ||||||
4.00%, 06/01/2048 | 1,685,391 | 1,758,229 | ||||||
4.00%, 06/01/2048 | 5,459,970 | 5,684,451 | ||||||
4.00%, 07/01/2048 | 5,496,905 | 5,750,722 | ||||||
5.00%, 08/01/2048 | 12,394,207 | 13,330,043 |
4.50%, 09/01/2048 | 445,725 | 485,249 | ||||||
4.50%, 09/01/2048 | 575,596 | 631,239 | ||||||
4.50%, 09/01/2048 | 402,766 | 446,198 | ||||||
4.50%, 09/01/2048 | 578,395 | 634,311 | ||||||
4.50%, 11/01/2048 | 7,412,191 | 7,834,673 | ||||||
4.50%, 12/01/2048 | 785,394 | 868,056 | ||||||
5.00%, 12/01/2048 | 8,728,582 | 9,341,737 | ||||||
Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||
1.64%, 06/25/2020(4) | 46,720,545 | 323,572 | ||||||
2.60%, 09/25/2020 | 119,498 | 119,552 | ||||||
1.53%, 05/25/2022(4) | 51,116,528 | 1,584,469 | ||||||
2.36%, 08/25/2022 | 2,649,276 | 2,672,867 | ||||||
2.86%, 08/25/2022 | 6,965,000 | 7,091,021 | ||||||
3.07%, 08/25/2022 | 2,438,000 | 2,503,725 | ||||||
2.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 09/25/2022(2) | 809,842 | 809,842 | ||||||
2.84%, 09/25/2022 | 2,345,864 | 2,394,992 | ||||||
0.95%, 10/25/2022(4) | 21,205,033 | 466,040 | ||||||
2.31%, 12/25/2022 | 4,951,919 | 5,008,488 | ||||||
2.52%, 01/25/2023 | 2,000,000 | 2,024,382 | ||||||
2.62%, 01/25/2023 | 8,500,000 | 8,654,863 | ||||||
3.11%, 02/25/2023 | 13,450,000 | 13,914,412 | ||||||
3.32%, 02/25/2023 | 5,550,000 | 5,780,541 | ||||||
3.49%, 01/25/2024 | 18,300,000 | 19,339,120 | ||||||
3.10%, 02/25/2024(4) | 11,250,000 | 11,775,348 | ||||||
3.39%, 03/25/2024 | 4,286,000 | 4,524,882 | ||||||
2.91%, 04/25/2024 | 9,500,000 | 9,804,239 | ||||||
3.04%, 07/25/2024 | 10,000,000 | 10,432,906 | ||||||
2.81%, 09/25/2024 | 6,287,000 | 6,499,820 | ||||||
2.77%, 05/25/2025 | 4,250,000 | 4,399,263 | ||||||
3.33%, 08/25/2025(4) | 10,000,000 | 10,688,232 | ||||||
1.50%, 03/25/2026(4) | 27,526,980 | 2,062,872 | ||||||
2.57%, 07/25/2026 | 10,075,000 | 10,400,139 | ||||||
3.17%, 09/25/2026(4) | 9,915,000 | 10,586,702 | ||||||
3.36%, 12/25/2026(4) | 27,000,000 | 29,180,768 |
3.41%, 12/25/2026 | 15,125,000 | 16,449,675 | ||||||
3.51%, 01/25/2027(4) | 23,250,000 | 25,305,251 | ||||||
3.22%, 03/25/2027 | 8,625,000 | 9,270,185 | ||||||
3.24%, 04/25/2027 | 7,030,000 | 7,574,688 | ||||||
3.33%, 05/25/2027 | 1,779,000 | 1,920,548 | ||||||
3.12%, 06/25/2027 | 4,263,000 | 4,560,154 | ||||||
3.24%, 08/25/2027 | 2,846,000 | 3,071,034 | ||||||
3.19%, 09/25/2027(4) | 35,150,000 | 37,792,630 | ||||||
3.25%, 09/25/2027(4) | 4,900,000 | 5,269,280 | ||||||
3.30%, 11/25/2027(4) | 4,589,000 | 4,972,134 | ||||||
3.36%, 11/25/2027(4) | 18,922,000 | 20,462,730 | ||||||
3.36%, 12/25/2027 | 3,332,000 | 3,613,009 | ||||||
3.35%, 01/25/2028 | 5,167,000 | 5,624,734 | ||||||
3.34%, 04/25/2028(4) | 12,045,000 | 12,972,858 | ||||||
3.90%, 04/25/2028 | 8,575,000 | 9,618,572 | ||||||
3.85%, 05/25/2028(4) | 3,550,000 | 3,974,759 | ||||||
3.85%, 05/25/2028(4) | 6,340,000 | 7,128,972 | ||||||
3.93%, 06/25/2028 | 4,761,000 | 5,398,390 | ||||||
3.90%, 08/25/2028(4) | 9,874,000 | 11,177,661 | ||||||
3.92%, 09/25/2028(4) | 16,096,000 | 18,268,870 | ||||||
4.05%, 09/25/2028(4) | 3,480,000 | 3,985,601 | ||||||
4.03%, 10/25/2028(4) | 5,600,000 | 6,379,196 | ||||||
3.92%, 12/25/2028(4) | 4,100,000 | 4,636,625 | ||||||
3.76%, 01/25/2029(4) | 11,600,000 | 13,007,698 | ||||||
2.79%, 06/25/2029 | 3,905,000 | 4,109,212 | ||||||
2.90%, 06/25/2029 | 3,104,000 | 3,295,492 | ||||||
3.08%, 01/25/2031 | 4,126,000 | 4,350,680 | ||||||
3.99%, 05/25/2033(4) | 16,700,000 | 19,280,402 | ||||||
3.90%, 10/25/2033(4) | 6,500,000 | 7,509,345 | ||||||
Freddie Mac Non Gold Pool | ||||||||
4.50% (1 Year CMT Index + 2.13%, 2.13% Floor, 12.13% Cap), 07/01/2026(2) | 3,327 | 3,349 | ||||||
4.63% (1 Year CMT Index + 2.11%, 2.11% Floor, 12.21% Cap), 01/01/2027(2) | 3,829 | 3,975 | ||||||
4.80% (1 Year CMT Index + 2.26%, 2.26% Floor, 11.85% Cap), 04/01/2030(2) | 1,212 | 1,272 | ||||||
4.69% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.24% Cap), 09/01/2032(2) | 4,141 | 4,355 |
4.84% (1 Year CMT Index + 2.24%, 2.24% Floor, 10.22% Cap), 05/01/2033(2) | 142,679 | 150,466 | ||||||
4.73% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.36% Cap), 12/01/2033(2) | 21,596 | 22,729 | ||||||
4.69% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 9.16% Cap), 04/01/2034(2) | 18,179 | 19,097 | ||||||
4.82% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.62% Cap), 09/01/2034(2) | 89,210 | 94,359 | ||||||
4.92% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.06% Cap), 01/01/2035(2) | 49,235 | 51,903 | ||||||
4.95% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.04% Cap), 01/01/2035(2) | 120,366 | 126,760 | ||||||
3.92% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.29% Cap), 08/01/2035(2) | 6,072 | 6,345 | ||||||
4.65% (6 Month LIBOR USD + 2.13%, 2.13% Floor, 11.64% Cap), 12/01/2035(2) | 28,820 | 30,358 | ||||||
4.61% (1 Year LIBOR USD + 1.70%, 1.70% Floor, 10.14% Cap), 02/01/2036(2) | 14,668 | 15,371 | ||||||
4.68% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.97% Cap), 02/01/2036(2) | 59,590 | 62,826 | ||||||
5.17% (1 Year LIBOR USD + 2.04%, 2.04% Floor, 10.67% Cap), 03/01/2036(2) | 64,425 | 68,266 | ||||||
5.31% (1 Year LIBOR USD + 2.47%, 2.47% Floor, 11.85% Cap), 03/01/2036(2) | 42,584 | 45,563 | ||||||
4.75% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.59% Cap), 05/01/2036(2) | 46,767 | 49,519 | ||||||
4.75% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.55% Cap), 05/01/2036(2) | 68,268 | 72,295 | ||||||
5.22% (1 Year LIBOR USD + 2.33%, 2.33% Floor, 10.76% Cap), 05/01/2036(2) | 15,378 | 16,466 | ||||||
4.88% (1 Year LIBOR USD + 1.94%, 1.94% Floor, 10.95% Cap), 06/01/2036(2) | 203,023 | 215,146 | ||||||
4.92% (1 Year LIBOR USD + 1.99%, 1.99% Floor, 10.91% Cap), 06/01/2036(2) | 76,251 | 80,352 | ||||||
4.31% (6 Month LIBOR USD + 1.75%, 1.75% Floor, 12.56% Cap), 07/01/2036(2) | 35,303 | 36,813 | ||||||
4.64% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.83% Cap), 07/01/2036(2) | 22,916 | 24,278 | ||||||
4.75% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.16% Cap), 07/01/2036(2) | 35,716 | 37,727 | ||||||
3.92% (6 Month LIBOR USD + 1.66%, 1.66% Floor, 13.07% Cap), 08/01/2036(2) | 177,417 | 184,439 | ||||||
4.06% (6 Month LIBOR USD + 1.70%, 1.70% Floor, 12.80% Cap), 08/01/2036(2) | 44,358 | 46,182 | ||||||
4.25% (6 Month LIBOR USD + 1.63%, 1.63% Floor, 11.75% Cap), 08/01/2036(2) | 1,990 | 2,063 | ||||||
4.39% (1 Year LIBOR USD + 1.76%, 1.76% Floor, 11.35% Cap), 09/01/2036(2) | 64,326 | 67,596 | ||||||
4.73% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.04% Cap), 09/01/2036(2) | 106,238 | 112,410 | ||||||
4.22% (6 Month LIBOR USD + 1.70%, 1.70% Floor, 12.34% Cap), 10/01/2036(2) | 42,101 | 43,632 | ||||||
4.22% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 11.22% Cap), 10/01/2036(2) | 24,934 | 26,372 | ||||||
4.37% (6 Month LIBOR USD + 1.73%, 1.73% Floor, 13.09% Cap), 10/01/2036(2) | 79,075 | 82,334 | ||||||
4.45% (6 Month LIBOR USD + 1.81%, 1.81% Floor, 12.46% Cap), 10/01/2036(2) | 36,847 | 38,481 | ||||||
4.73% (1 Year CMT Index + 2.36%, 2.36% Floor, 11.18% Cap), 10/01/2036(2) | 53,469 | 56,556 | ||||||
4.83% (1 Year LIBOR USD + 2.20%, 2.20% Floor, 10.78% Cap), 10/01/2036(2) | 24,995 | 26,578 | ||||||
4.43% (1 Year LIBOR USD + 1.79%, 1.79% Floor, 11.27% Cap), 11/01/2036(2) | 46,064 | 48,443 | ||||||
4.52% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 10.91% Cap), 11/01/2036(2) | 66,547 | 69,625 | ||||||
4.53% (1 Year CMT Index + 2.25%, 2.25% Floor, 11.18% Cap), 11/01/2036(2) | 120,211 | 127,029 |
4.63% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.06% Cap), 11/01/2036(2) | 16,606 | 17,403 | ||||||
4.75% (1 Year CMT Index + 2.24%, 2.24% Floor, 9.89% Cap), 11/01/2036(2) | 38,509 | 40,627 | ||||||
4.38% (1 Year LIBOR USD + 1.59%, 1.59% Floor, 11.21% Cap), 12/01/2036(2) | 235,010 | 245,638 | ||||||
4.39% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 12.03% Cap), 12/01/2036(2) | 166,778 | 175,096 | ||||||
4.61% (1 Year LIBOR USD + 1.69%, 1.69% Floor, 11.37% Cap), 12/01/2036(2) | 6,863 | 7,209 | ||||||
4.94% (1 Year LIBOR USD + 1.97%, 1.99% Floor, 11.11% Cap), 12/01/2036(2) | 84,476 | 89,054 | ||||||
5.00% (1 Year LIBOR USD + 2.13%, 2.13% Floor, 11.19% Cap), 12/01/2036(2) | 1,989 | 2,136 | ||||||
4.29% (6 Month LIBOR USD + 1.67%, 1.67% Floor, 10.68% Cap), 01/01/2037(2) | 14,843 | 15,455 | ||||||
5.05% (1 Year LIBOR USD + 1.93%, 1.93% Floor, 10.89% Cap), 01/01/2037(2) | 34,251 | 36,305 | ||||||
4.57% (6 Month LIBOR USD + 2.11%, 2.11% Floor, 12.44% Cap), 02/01/2037(2) | 54,861 | 57,862 | ||||||
4.77% (1 Year LIBOR USD + 1.70%, 1.70% Floor, 11.06% Cap), 02/01/2037(2) | 9,414 | 9,890 | ||||||
4.92% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 10.80% Cap), 02/01/2037(2) | 4,629 | 4,877 | ||||||
5.01% (1 Year LIBOR USD + 1.89%, 1.89% Floor, 10.97% Cap), 02/01/2037(2) | 45,135 | 47,436 | ||||||
5.48% (1 Year LIBOR USD + 2.36%, 2.36% Floor, 10.67% Cap), 02/01/2037(2) | 5,695 | 6,041 | ||||||
4.36% (6 Month LIBOR USD + 1.87%, 1.87% Floor, 12.42% Cap), 03/01/2037(2) | 123,165 | 129,055 | ||||||
5.29% (1 Year LIBOR USD + 2.29%, 2.29% Floor, 11.32% Cap), 03/01/2037(2) | 13,200 | 13,976 | ||||||
5.48% (1 Year LIBOR USD + 2.35%, 2.35% Floor, 10.85% Cap), 03/01/2037(2) | 12,513 | 13,145 | ||||||
4.91% (1 Year LIBOR USD + 1.91%, 1.91% Floor, 10.91% Cap), 04/01/2037(2) | 1,787 | 1,843 | ||||||
5.00% (1 Year LIBOR USD + 1.98%, 1.98% Floor, 10.62% Cap), 04/01/2037(2) | 28,316 | 29,895 | ||||||
4.21% (6 Month LIBOR USD + 1.53%, 1.53% Floor, 11.73% Cap), 05/01/2037(2) | 73,015 | 75,512 | ||||||
4.65% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.47% Cap), 05/01/2037(2) | 50,626 | 53,109 | ||||||
4.67% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.18% Cap), 05/01/2037(2) | 25,826 | 27,185 | ||||||
4.85% (6 Month LIBOR USD + 2.12%, 2.12% Floor, 10.96% Cap), 05/01/2037(2) | 4,402 | 4,609 | ||||||
5.06% (1 Year LIBOR USD + 2.18%, 2.18% Floor, 11.05% Cap), 05/01/2037(2) | 41,843 | 44,510 | ||||||
5.13% (1 Year LIBOR USD + 2.04%, 2.04% Floor, 10.93% Cap), 05/01/2037(2) | 96,151 | 101,849 | ||||||
4.68% (1 Year LIBOR USD + 1.87%, 1.87% Floor, 11.71% Cap), 07/01/2037(2) | 12,313 | 12,896 | ||||||
4.00% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 11.75% Cap), 11/01/2037(2) | 5,443 | 5,663 | ||||||
5.06% (1 Year LIBOR USD + 2.08%, 2.07% Floor, 10.96% Cap), 04/01/2038(2) | 49,632 | 52,811 | ||||||
4.93% (1 Year LIBOR USD + 1.90%, 1.90% Floor, 10.64% Cap), 05/01/2038(2) | 24,480 | 26,162 | ||||||
4.61% (1 Year LIBOR USD + 1.84%, 1.85% Floor, 9.03% Cap), 07/01/2040(2) | 51,078 | 53,869 | ||||||
Freddie Mac Pool | ||||||||
3.50%, 02/01/2042 | 2,717,486 | 2,854,617 | ||||||
3.50%, 01/01/2044 | 2,930,713 | 3,078,295 | ||||||
3.50%, 07/01/2045 | 11,340,467 | 11,911,060 |
4.00%, 02/01/2046 | 11,513,265 | 12,280,068 | ||||||
4.00%, 03/01/2046 | 1,406,206 | 1,480,555 | ||||||
3.00%, 04/01/2047 | 15,135,465 | 15,485,727 | ||||||
3.50%, 06/01/2048 | 219,122 | 225,781 | ||||||
4.00%, 07/01/2048 | 2,789,132 | 2,910,467 | ||||||
3.50%, 10/01/2048 | 5,538,879 | 5,700,854 | ||||||
4.50%, 11/01/2048 | 9,554,575 | 10,153,366 | ||||||
5.00%, 12/01/2048 | 23,126 | 24,737 | ||||||
4.00%, 03/01/2049 | 14,260,053 | 15,053,450 | ||||||
3.00%, 10/01/2049 | 31,107,940 | 31,589,494 | ||||||
Freddie Mac Reference REMIC | ||||||||
6.00%, 04/15/2036 | 318,496 | 369,128 | ||||||
6.00%, 05/15/2036 | 419,865 | 484,938 | ||||||
Freddie Mac REMICS | ||||||||
0.00%, 02/15/2020 | 4,667 | 4,650 | ||||||
5.00%, 02/15/2020 | 1,390 | 5 | ||||||
5.00%, 02/15/2020 | 300 | 0 | ||||||
6.50%, 03/15/2020 | 322 | 323 | ||||||
9.00%, 10/15/2020 | 36 | 36 | ||||||
9.00%, 04/15/2021 | 92 | 95 | ||||||
2.98% (1 Month LIBOR USD + 0.95%, 0.95% Floor, 11.00% Cap), 05/15/2021(2) | 34 | 34 | ||||||
5.00%, 05/15/2021 | 10 | 10 | ||||||
7.00%, 05/15/2021 | 1,241 | 1,267 | ||||||
27.11% (1 Month LIBOR USD + 34.00%, 34.00% Cap), 05/15/2021(2)(8) | 20 | 21 | ||||||
36.10% (1 Month LIBOR USD + 45.23%, 45.23% Cap), 05/15/2021(2)(8) | 24 | 26 | ||||||
6.00%, 07/15/2021(4) | 136 | 137 | ||||||
5.50%, 08/15/2021 | 43 | 43 | ||||||
7.00%, 09/15/2021 | 124 | 125 | ||||||
8.50%, 09/15/2021 | 839 | 879 | ||||||
7.02%, 11/15/2021(4) | 14,516 | 14,733 | ||||||
5.00%, 03/15/2022 | 24,055 | 24,131 | ||||||
7.00%, 03/15/2022 | 336 | 346 | ||||||
7.00%, 05/15/2022 | 464 | 484 | ||||||
7.50%, 08/15/2022 | 768 | 812 |
8.00%, 08/15/2022 | 1,925 | 2,040 | ||||||
3.18% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 09/15/2022(2) | 1,187 | 1,201 | ||||||
5.50%, 10/15/2022 | 31,384 | 32,226 | ||||||
3.58% (1 Month LIBOR USD + 4.68%, 4.68% Cap), 12/15/2022(2)(8) | 1,268 | 1,300 | ||||||
5.50%, 12/15/2022 | 10,343 | 10,606 | ||||||
2.14% (11th District Cost of Funds Index + 1.00%, 1.00% Floor, 10.00% Cap), 02/15/2023(2) | 198 | 200 | ||||||
7.50%, 02/15/2023 | 10,376 | 10,996 | ||||||
5.50%, 03/15/2023 | 111,357 | 116,044 | ||||||
3.18% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 04/15/2023(2) | 6,940 | 7,036 | ||||||
5.50%, 04/15/2023 | 142,951 | 148,864 | ||||||
7.00%, 04/15/2023 | 10,708 | 11,302 | ||||||
7.50%, 04/15/2023 | 2,130 | 2,262 | ||||||
5.00%, 05/15/2023 | 11,027 | 11,378 | ||||||
6.94% (3 Month Treasury + 8.90%, 8.90% Cap), 05/15/2023(2)(8) | 4,883 | 5,220 | ||||||
7.00%, 05/15/2023 | 1,184 | 1,257 | ||||||
5.60%, 06/15/2023 | 23,431 | 24,430 | ||||||
1.03% (10 Year Treasury + -0.70%, 10.00% Cap), 07/15/2023(2) | 4,767 | 4,700 | ||||||
6.57% (1 Month LIBOR USD + 8.60%, 3.00% Floor, 8.60% Cap), 07/15/2023(2)(8) | 7,600 | 7,886 | ||||||
22.99% (11th District Cost of Funds Index + 27.47%, 27.47% Cap), 07/15/2023(2)(8) | 1,001 | 1,186 | ||||||
2.66% (11th District Cost of Funds Index + 1.50%, 1.50% Floor, 9.00% Cap), 08/15/2023(2) | 271 | 277 | ||||||
6.50%, 09/15/2023 | 32,433 | 34,546 | ||||||
7.00%, 09/15/2023 | 8,114 | 8,638 | ||||||
25.76% (1 Month LIBOR USD + 34.50%, 34.50% Cap), 09/15/2023(2)(8) | 3,754 | 5,019 | ||||||
6.25%, 10/15/2023 | 4,848 | 5,122 | ||||||
15.62% (1 Month LIBOR USD + 22.75%, 22.75% Cap), 10/15/2023(2)(8) | 4,172 | 4,903 | ||||||
5.00%, 11/15/2023 | 144,477 | 150,709 | ||||||
5.50%, 11/15/2023 | 32,129 | 33,134 | ||||||
6.00%, 11/15/2023 | 12,556 | 13,219 | ||||||
5.00%, 12/15/2023 | 15,026 | 15,651 | ||||||
6.50%, 12/15/2023 | 10,679 | 11,324 | ||||||
6.50%, 12/15/2023 | 7,815 | 8,326 | ||||||
7.00%, 01/15/2024 | 4,547 | 4,866 | ||||||
0.00%, 02/15/2024 | 2,911 | 2,843 | ||||||
0.00%, 02/15/2024 | 5,959 | 5,722 |
7.00%, 02/15/2024 | 1,655 | 1,848 | ||||||
10.00% (11th District Cost of Funds Index + 44.15%, 10.00% Cap), 02/15/2024(2)(8) | 2,165 | 2,536 | ||||||
14.30% (1 Month LIBOR USD + 10.13%, 19.24% Cap), 02/15/2024(2) | 520 | 621 | ||||||
0.73% (10 Year Treasury + -0.85%, 10.00% Cap), 03/15/2024(2) | 357 | 355 | ||||||
2.80% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 03/15/2024(2) | 811 | 805 | ||||||
7.00%, 03/15/2024 | 4,058 | 4,331 | ||||||
7.00%, 03/15/2024 | 23,560 | 25,139 | ||||||
26.24% (11th District Cost of Funds Index + 31.43%, 31.43% Cap), 03/15/2024(2)(8) | 2,660 | 525 | ||||||
7.50%, 04/15/2024 | 14,079 | 15,050 | ||||||
0.00%, 05/15/2024 | 3,488 | 3,367 | ||||||
9.02% (10 Year Treasury + 10.60%, 10.00% Cap), 05/15/2024(2)(8) | 8,350 | 1,197 | ||||||
6.00%, 06/15/2024 | 15,122 | 16,172 | ||||||
7.50%, 08/15/2024 | 4,729 | 5,178 | ||||||
4.00%, 12/15/2024 | 181,549 | 187,772 | ||||||
5.00%, 12/15/2024 | 43,124 | 45,558 | ||||||
22.67% (1 Month LIBOR USD + 33.83%, 33.83% Cap), 04/15/2025(2)(8) | 13,099 | 16,069 | ||||||
4.50%, 06/15/2025 | 628,546 | 657,834 | ||||||
11.81% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/15/2025(2)(8) | 6,009 | 6,990 | ||||||
19.11% (1 Month LIBOR USD + 28.03%, 28.03% Cap), 10/15/2025(2)(8) | 16,266 | 21,615 | ||||||
3.50%, 01/15/2026 | 1,725,420 | 1,789,611 | ||||||
5.00%, 03/15/2026 | 124,006 | 124,380 | ||||||
6.50%, 03/15/2026 | 1,960 | 2,085 | ||||||
6.50%, 07/15/2026 | 15,750 | 16,748 | ||||||
7.50%, 09/15/2026 | 2,520 | 2,810 | ||||||
8.00%, 09/15/2026 | 6,635 | 7,579 | ||||||
6.50%, 01/15/2027 | 11,049 | 12,306 | ||||||
7.50%, 01/15/2027 | 17,549 | 19,779 | ||||||
7.50%, 01/15/2027 | 6,424 | 7,282 | ||||||
2.73% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 9.00% Cap), 02/15/2027(2) | 495 | 500 | ||||||
6.00%, 05/15/2027 | 14,283 | 15,361 | ||||||
7.25%, 07/15/2027 | 742 | 838 | ||||||
7.50%, 09/15/2027 | 5,642 | 6,488 | ||||||
6.50%, 12/15/2027 | 8,383 | 9,247 | ||||||
7.00%, 03/15/2028 | 10,325 | 1,678 |
7.50%, 03/15/2028 | 32,346 | 36,971 | ||||||
7.50%, 05/15/2028 | 11,048 | 12,577 | ||||||
6.50%, 06/15/2028 | 16,357 | 18,417 | ||||||
7.00%, 06/15/2028 | 2,022 | 2,282 | ||||||
6.00%, 07/15/2028 | 8,402 | 9,231 | ||||||
6.25%, 08/15/2028 | 34,935 | 38,069 | ||||||
6.50%, 08/15/2028 | 32,634 | 36,400 | ||||||
6.00%, 09/15/2028 | 6,159 | 6,780 | ||||||
7.00%, 10/15/2028 | 12,760 | 1,358 | ||||||
6.00%, 11/15/2028 | 29,692 | 32,741 | ||||||
6.00%, 12/15/2028 | 57,527 | 63,457 | ||||||
2.63% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 8.50% Cap), 01/15/2029(2) | 12,761 | 12,877 | ||||||
6.00%, 01/15/2029 | 74,324 | 82,410 | ||||||
6.00%, 02/15/2029 | 16,380 | 17,825 | ||||||
6.25%, 02/15/2029 | 84,764 | 92,996 | ||||||
21.45% (1 Month LIBOR USD + 30.55%, 30.55% Cap), 03/15/2029(2)(8) | 1,982 | 3,023 | ||||||
7.00%, 04/15/2029 | 1,114 | 116 | ||||||
7.00%, 06/15/2029 | 65,564 | 74,174 | ||||||
7.50%, 06/15/2029 | 5,439 | 614 | ||||||
7.00%, 07/15/2029 | 36,034 | 41,293 | ||||||
7.00%, 08/15/2029 | 16,156 | 18,501 | ||||||
4.00%, 11/15/2029 | 94,349 | 2,493 | ||||||
7.50%, 11/15/2029 | 89 | 103 | ||||||
8.00%, 11/15/2029 | 14,850 | 16,866 | ||||||
7.00%, 01/15/2030 | 33,572 | 38,708 | ||||||
8.00%, 01/15/2030 | 9,189 | 10,750 | ||||||
8.00%, 01/15/2030 | 33,281 | 39,379 | ||||||
8.00%, 03/15/2030 | 7,472 | 8,823 | ||||||
5.00%, 04/15/2030 | 702,000 | 791,358 | ||||||
8.00%, 04/15/2030 | 9,921 | 11,583 | ||||||
7.50%, 05/15/2030 | 7,712 | 9,005 | ||||||
7.50%, 08/15/2030 | 7,607 | 8,754 | ||||||
7.25%, 09/15/2030 | 19,404 | 22,722 | ||||||
7.00%, 10/15/2030 | 22,220 | 25,651 |
7.50%, 10/15/2030 | 2,231 | 2,625 | ||||||
4.00%, 12/15/2030 | 3,382,252 | 3,607,199 | ||||||
7.25%, 12/15/2030 | 24,222 | 28,090 | ||||||
7.00%, 03/15/2031 | 14,299 | 16,449 | ||||||
6.50%, 05/15/2031 | 5,197 | 5,932 | ||||||
7.00%, 06/15/2031 | 11,899 | 13,793 | ||||||
8.50%, 06/15/2031 | 27,444 | 32,809 | ||||||
6.00%, 07/15/2031 | 9,613 | 10,876 | ||||||
7.00%, 07/15/2031 | 28,320 | 32,772 | ||||||
6.50%, 08/15/2031 | 16,413 | 18,468 | ||||||
6.50%, 08/15/2031 | 167,289 | 196,369 | ||||||
6.50%, 08/15/2031 | 17,996 | 20,075 | ||||||
6.50%, 08/15/2031 | 11,311 | 12,922 | ||||||
6.50%, 10/15/2031 | 14,796 | 16,480 | ||||||
6.50%, 01/15/2032 | 19,787 | 22,603 | ||||||
6.50%, 01/15/2032 | 24,058 | 27,529 | ||||||
2.93% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 9.00% Cap), 02/15/2032(2) | 68,005 | 69,022 | ||||||
5.97% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 02/15/2032(2)(8) | 67,098 | 11,714 | ||||||
6.38%, 02/15/2032 | 16,735 | 18,092 | ||||||
6.50%, 02/15/2032 | 32,605 | 37,271 | ||||||
6.50%, 02/15/2032 | 26,975 | 30,841 | ||||||
6.62% (1 Month LIBOR USD + 8.65%, 8.65% Cap), 02/15/2032(2)(8) | 14,121 | 3,114 | ||||||
12.05% (1 Month LIBOR USD + 16.10%, 16.10% Cap), 02/15/2032(2)(8) | 38,434 | 49,549 | ||||||
14.23% (1 Month LIBOR USD + 19.50%, 19.50% Cap), 02/15/2032(2)(8) | 34,421 | 47,956 | ||||||
5.92% (1 Month LIBOR USD + 7.95%, 7.95% Cap), 03/15/2032(2)(8) | 28,401 | 5,229 | ||||||
5.97% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 03/15/2032(2)(8) | 18,528 | 3,301 | ||||||
6.50%, 03/15/2032 | 42,791 | 47,777 | ||||||
6.50%, 03/15/2032 | 43,728 | 50,522 | ||||||
7.00%, 03/15/2032 | 26,207 | 30,336 | ||||||
7.00%, 03/15/2032 | 30,204 | 35,117 | ||||||
6.50%, 04/15/2032 | 10,495 | 12,009 | ||||||
6.50%, 04/15/2032 | 69,983 | 79,890 | ||||||
6.50%, 04/15/2032 | 95,862 | 107,344 | ||||||
7.00%, 04/15/2032 | 51,779 | 59,768 |
7.00%, 04/15/2032 | 18,135 | 20,475 | ||||||
6.50%, 05/15/2032 | 31,648 | 36,424 | ||||||
7.00%, 05/15/2032 | 27,797 | 32,593 | ||||||
6.50%, 06/15/2032 | 28,607 | 31,717 | ||||||
6.50%, 06/15/2032 | 20,994 | 23,560 | ||||||
6.50%, 06/15/2032 | 35,526 | 40,588 | ||||||
6.50%, 07/15/2032 | 43,449 | 50,821 | ||||||
6.50%, 07/15/2032 | 33,515 | 38,012 | ||||||
0.00%, 09/15/2032 | 1,052,996 | 988,719 | ||||||
6.00%, 09/15/2032 | 41,332 | 46,908 | ||||||
0.00%, 12/15/2032 | 20,657 | 18,792 | ||||||
2.78% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.50% Cap), 12/15/2032(2) | 41,430 | 42,144 | ||||||
6.00%, 12/15/2032 | 80,142 | 88,985 | ||||||
6.00%, 12/15/2032 | 44,801 | 51,251 | ||||||
13.73% (1 Month LIBOR USD + 18.60%, 18.60% Cap), 12/15/2032(2)(8) | 24,425 | 33,112 | ||||||
6.00%, 01/15/2033 | 58,916 | 67,435 | ||||||
6.00%, 02/15/2033 | 43,025 | 49,340 | ||||||
6.00%, 02/15/2033 | 196,991 | 222,525 | ||||||
6.00%, 03/15/2033 | 33,930 | 36,896 | ||||||
6.50%, 03/15/2033 | 21,704 | 4,372 | ||||||
11.13% (1 Month LIBOR USD + 14.85%, 14.85% Cap), 06/15/2033(2)(8) | 79,050 | 99,172 | ||||||
5.00%, 07/15/2033 | 495,681 | 548,969 | ||||||
5.75% (1 Month LIBOR USD + 6.80%, 4.00% Floor, 6.80% Cap), 07/15/2033(2)(8) | 462 | 539 | ||||||
9.23% (1 Month LIBOR USD + 13.29%, 13.29% Cap), 07/15/2033(2)(8) | 25,416 | 30,851 | ||||||
3.00%, 08/15/2033 | 495,000 | 512,405 | ||||||
11.04% (1 Month LIBOR USD + 14.76%, 14.76% Cap), 09/15/2033(2)(8) | 21,809 | 28,619 | ||||||
6.19% (1 Month LIBOR USD + 8.01%, 8.01% Cap), 10/15/2033(2)(8) | 605,748 | 668,941 | ||||||
12.04% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 11/15/2033(2)(8) | 10,170 | 13,057 | ||||||
2.63% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.50% Cap), 12/15/2033(2) | 180,819 | 182,942 | ||||||
5.00%, 01/15/2034 | 272,177 | 304,162 | ||||||
5.50%, 02/15/2034 | 4,148 | 4,319 | ||||||
6.00%, 05/15/2034 | 143,043 | 157,099 | ||||||
17.06% (1 Month LIBOR USD + 24.49%, 24.49% Cap), 06/15/2034(2)(8) | 48,080 | 59,274 | ||||||
0.00%, 07/15/2034 | 112,454 | 102,792 |
4.25% (1 Month LIBOR USD + 2.22%, 8.32% Cap), 07/15/2034(2) | 43,753 | 46,401 | ||||||
0.00%, 02/15/2035 | 34,345 | 30,885 | ||||||
19.24% (1 Month LIBOR USD + 28.16%, 28.16% Cap), 02/15/2035(2)(8) | 43,718 | 59,440 | ||||||
0.00%, 04/15/2035 | 51,921 | 48,998 | ||||||
6.00%, 04/15/2035 | 1,057,000 | 1,208,178 | ||||||
2.43% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 05/15/2035(2) | 57,980 | 57,990 | ||||||
2.33% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 06/15/2035(2) | 72,974 | 72,674 | ||||||
11.36% (1 Month LIBOR USD + 17.03%, 17.03% Cap), 06/15/2035(2)(8) | 1,870 | 2,369 | ||||||
0.00%, 08/15/2035 | 7,418 | 6,601 | ||||||
2.83% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 7.50% Cap), 08/15/2035(2) | 56,972 | 58,070 | ||||||
0.00%, 09/15/2035 | 19,726 | 18,688 | ||||||
13.24% (1 Month LIBOR USD + 20.00%, 20.00% Cap), 11/15/2035(2)(8) | 32,586 | 46,068 | ||||||
6.00%, 01/15/2036 | 133,441 | 152,875 | ||||||
17.13% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 01/15/2036(2)(8) | 8,311 | 12,021 | ||||||
0.00%, 02/15/2036 | 83,119 | 77,203 | ||||||
0.00%, 02/15/2036 | 28,488 | 25,685 | ||||||
0.00%, 02/15/2036 | 28,045 | 25,876 | ||||||
0.00%, 02/15/2036 | 24,807 | 22,361 | ||||||
0.00%, 03/15/2036 | 7,007 | 6,458 | ||||||
0.00%, 03/15/2036 | 51,273 | 46,712 | ||||||
0.00%, 03/15/2036 | 47,665 | 44,272 | ||||||
6.00%, 03/15/2036 | 2,509 | 3,959 | ||||||
0.00%, 04/15/2036 | 36,145 | 33,060 | ||||||
0.00%, 04/15/2036 | 102,444 | 95,489 | ||||||
0.00%, 04/15/2036 | 125,552 | 114,423 | ||||||
0.00%, 04/15/2036 | 68,430 | 60,439 | ||||||
6.00%, 04/15/2036 | 81,967 | 94,297 | ||||||
6.00%, 04/15/2036 | 68,670 | 12,884 | ||||||
6.00%, 04/15/2036 | 691,153 | 795,930 | ||||||
0.00%, 05/15/2036 | 53,265 | 47,422 | ||||||
0.00%, 05/15/2036 | 10,177 | 9,225 | ||||||
0.00%, 05/15/2036 | 37,562 | 33,942 | ||||||
0.00%, 05/15/2036 | 13,870 | 11,830 | ||||||
2.48% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 05/15/2036(2) | 456,635 | 457,534 |
2.53% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 05/15/2036(2) | 96,888 | 97,037 | ||||||
0.00%, 06/15/2036 | 100,120 | 92,291 | ||||||
6.00%, 06/15/2036 | 19,695 | 21,980 | ||||||
14.09% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 06/15/2036(2)(8) | 20,468 | 26,639 | ||||||
0.00%, 07/15/2036 | 27,182 | 24,823 | ||||||
5.07% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 07/15/2036(2)(8) | 10,208 | 572 | ||||||
6.50%, 07/15/2036 | 74,680 | 84,397 | ||||||
6.50%, 07/15/2036 | 103,786 | 117,547 | ||||||
0.00%, 08/15/2036 | 35,135 | 31,958 | ||||||
4.62% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 08/15/2036(2)(8) | 546,879 | 85,046 | ||||||
5.50%, 08/15/2036 | 161,667 | 182,606 | ||||||
5.50%, 08/15/2036 | 57,644 | 62,817 | ||||||
0.00%, 09/15/2036 | 16,861 | 13,943 | ||||||
0.00%, 09/15/2036 | 20,685 | 18,165 | ||||||
0.00%, 10/15/2036 | 41,567 | 37,509 | ||||||
4.67% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/15/2036(2)(8) | 51,727 | 7,048 | ||||||
7.50%, 11/15/2036 | 530,127 | 629,919 | ||||||
0.00%, 12/15/2036 | 21,162 | 18,973 | ||||||
7.00%, 12/15/2036 | 1,294,691 | 1,526,055 | ||||||
7.50%, 12/15/2036 | 455,552 | 549,854 | ||||||
0.00%, 01/15/2037 | 22,679 | 20,153 | ||||||
4.11% (1 Month LIBOR USD + 6.14%, 6.14% Cap), 01/15/2037(2)(8) | 35,107 | 5,765 | ||||||
0.00%, 02/15/2037 | 60,017 | 55,323 | ||||||
0.00%, 02/15/2037 | 6,070 | 5,626 | ||||||
2.47% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 6.50% Cap), 02/15/2037(2) | 39,118 | 39,188 | ||||||
6.00%, 02/15/2037 | 75,330 | 83,957 | ||||||
0.00%, 03/15/2037 | 9,014 | 8,723 | ||||||
4.42% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 03/15/2037(2)(8) | 56,717 | 9,794 | ||||||
4.50%, 03/15/2037 | 2,000,000 | 2,188,072 | ||||||
0.00%, 04/15/2037 | 26,260 | 23,441 | ||||||
6.00%, 04/15/2037 | 61,871 | 70,578 | ||||||
0.00%, 05/15/2037 | 40,465 | 38,088 | ||||||
0.00%, 05/15/2037 | 230,722 | 205,345 | ||||||
0.00%, 05/15/2037 | 1,395 | 1,282 |
6.00%, 05/15/2037 | 67,920 | 73,655 | ||||||
0.00%, 06/15/2037 | 22,192 | 20,276 | ||||||
0.00%, 06/15/2037 | 4,654 | 4,271 | ||||||
0.00%, 07/15/2037 | 310,395 | 271,285 | ||||||
2.63% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 9999.00% Cap), 07/15/2037(2) | 792,325 | 790,507 | ||||||
4.57% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 07/15/2037(2)(8) | 42,925 | 7,054 | ||||||
0.00%, 09/15/2037 | 32,236 | 28,248 | ||||||
2.63% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 09/15/2037(2) | 16,695 | 16,855 | ||||||
2.71% (1 Month LIBOR USD + 0.68%, 0.68% Floor, 7.00% Cap), 11/15/2037(2) | 638,703 | 647,619 | ||||||
4.39% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 11/15/2037(2)(8) | 255,134 | 45,099 | ||||||
4.42% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 11/15/2037(2)(8) | 165,427 | 30,208 | ||||||
3.97% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 01/15/2038(2)(8) | 316,467 | 47,529 | ||||||
12.38% (1 Month LIBOR USD + 17.45%, 17.45% Cap), 02/15/2038(2)(8) | 11,728 | 14,033 | ||||||
5.50%, 03/15/2038 | 423,188 | 475,588 | ||||||
4.77% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 04/15/2038(2)(8) | 133,809 | 19,220 | ||||||
5.50%, 05/15/2038 | 35,653 | 39,166 | ||||||
4.17% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/15/2038(2)(8) | 134,912 | 20,989 | ||||||
6.00%, 06/15/2038 | 364,499 | 407,645 | ||||||
6.00%, 06/15/2038 | 13,494 | 15,252 | ||||||
3.82% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 08/15/2038(2)(8) | 226,516 | 39,019 | ||||||
5.70%, 10/15/2038(4) | 109,008 | 120,355 | ||||||
5.50%, 01/15/2039 | 184,287 | 207,375 | ||||||
3.97% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/15/2039(2)(8) | 89,578 | 14,503 | ||||||
4.09%, 02/15/2039(4) | 63,829 | 65,702 | ||||||
2.43% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 04/15/2039(2) | 339,390 | 341,023 | ||||||
2.48% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 05/15/2039(2) | 328,202 | 328,814 | ||||||
4.07% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 05/15/2039(2)(8) | 21,204 | 1,429 | ||||||
4.27% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 05/15/2039(2)(8) | 116,143 | 7,878 | ||||||
3.23% (1 Month LIBOR USD + 1.20%, 1.20% Floor, 7.00% Cap), 07/15/2039(2) | 30,673 | 31,365 | ||||||
4.50%, 07/15/2039 | 548,322 | 581,915 | ||||||
2.48% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 08/15/2039(2) | 84,663 | 84,994 | ||||||
3.50%, 08/15/2039 | 415,748 | 426,734 | ||||||
0.00%, 10/15/2039 | 110,551 | 97,961 | ||||||
5.00%, 10/15/2039 | 265,689 | 23,850 |
4.22% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 12/15/2039(2)(8) | 96,099 | 13,100 | ||||||
4.50%, 12/15/2039 | 3,323,136 | 3,594,070 | ||||||
0.00%, 01/15/2040 | 104,674 | 94,531 | ||||||
2.05%, 01/15/2040(4) | 730,214 | 39,215 | ||||||
10.74% (1 Month LIBOR USD + 17.50%, 17.50% Cap), 02/15/2040(2)(8) | 336,299 | 438,602 | ||||||
2.43% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 03/15/2040(2) | 409,544 | 411,024 | ||||||
4.00%, 03/15/2040 | 813,565 | 843,757 | ||||||
3.50%, 09/15/2040 | 769,846 | 791,218 | ||||||
2.53% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 10/15/2040(2) | 135,404 | 136,165 | ||||||
3.97% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040(2)(8) | 477,634 | 70,459 | ||||||
3.97% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040(2)(8) | 346,482 | 47,099 | ||||||
2.58% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 12/15/2040(2) | 1,377,972 | 1,385,949 | ||||||
3.00%, 12/15/2040 | 1,235,236 | 1,262,986 | ||||||
5.00%, 12/15/2040 | 1,200,806 | 1,366,912 | ||||||
2.58% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 03/15/2041(2) | 1,057,777 | 1,062,581 | ||||||
4.50%, 05/15/2041 | 1,000,000 | 1,097,672 | ||||||
5.00%, 05/15/2041 | 1,286,731 | 1,507,857 | ||||||
5.50% (1 Month LIBOR USD + 27.50%, 5.50% Cap), 05/15/2041(2)(8) | 766,474 | 851,217 | ||||||
5.50% (1 Month LIBOR USD + 27.21%, 5.50% Cap), 05/15/2041(2)(8) | 255,406 | 270,901 | ||||||
4.00%, 07/15/2041 | 972,063 | 1,038,165 | ||||||
2.43% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 10/15/2041(2) | 712,095 | 712,839 | ||||||
4.00%, 11/15/2041 | 588,718 | 628,750 | ||||||
4.00%, 12/15/2041 | 340,159 | 370,159 | ||||||
3.50%, 01/15/2042 | 1,700,000 | 1,818,237 | ||||||
2.53% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/15/2042(2) | 817,359 | 817,781 | ||||||
2.53% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/15/2042(2) | 384,691 | 386,205 | ||||||
2.48% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/15/2042(2) | 2,071,395 | 2,057,969 | ||||||
2.43% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 09/15/2042(2) | 750,197 | 743,770 | ||||||
3.00%, 06/15/2043 | 206,000 | 216,454 | ||||||
4.50%, 09/15/2043 | 1,000,000 | 1,199,199 | ||||||
4.00%, 05/15/2044 | 4,911,004 | 5,062,335 | ||||||
3.00%, 04/15/2045 | 2,518,024 | 2,594,867 | ||||||
3.50%, 10/15/2045 | 17,519,494 | 18,151,301 | ||||||
3.75%, 02/15/2046(1) | 570,424 | 577,367 |
7.37%, 11/15/2046(4) | 651,583 | 770,350 | ||||||
3.00%, 12/15/2047 | 3,086,410 | 3,161,285 | ||||||
3.50%, 06/15/2048 | 3,822,666 | 3,922,482 | ||||||
0.00%, 10/15/2049 | 355,013 | 330,483 | ||||||
3.50%, 10/15/2053 | 8,699,237 | 9,048,401 | ||||||
Freddie Mac REMICS SER 3443 CL SY V/R | ||||||||
9.00% (1 Month LIBOR USD + 70.64%, 9.00% Cap), 03/15/2037(2)(8) | 20,461 | 24,572 | ||||||
Freddie Mac STACR Trust 2019-HRP1 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%), 02/25/2049(2)(3) | 2,600,000 | 2,599,998 | ||||||
Freddie Mac Strips | ||||||||
4.50%, 11/15/2020 | 1,667 | 13 | ||||||
4.50%, 12/15/2020 | 1,157 | 10 | ||||||
0.00%, 04/01/2028 | 58,252 | 54,562 | ||||||
5.00%, 09/15/2035 | 125,873 | 23,984 | ||||||
5.00%, 09/15/2035 | 106,168 | 18,026 | ||||||
5.00%, 09/15/2035 | 198,344 | 37,490 | ||||||
5.67% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 08/15/2036(2)(8) | 363,038 | 64,621 | ||||||
2.58% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 07/15/2042(2) | 2,283,949 | 2,303,371 | ||||||
3.50%, 07/15/2042 | 5,655,761 | 5,983,226 | ||||||
2.53% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/15/2042(2) | 1,462,970 | 1,474,092 | ||||||
2.58% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/15/2042(2) | 1,300,410 | 1,313,581 | ||||||
3.00%, 08/15/2042 | 1,804,397 | 1,857,906 | ||||||
3.00%, 01/15/2043 | 451,872 | 473,240 | ||||||
0.00%, 09/15/2043 | 915,716 | 819,477 | ||||||
Freddie Mac Structured Pass-Through Certificates | ||||||||
5.41%, 07/25/2032(4) | 56,319 | 62,348 | ||||||
4.92%, 07/25/2033(4) | 166,587 | 181,812 | ||||||
2.33%, 10/25/2037(4) | 1,180,046 | 1,285,471 | ||||||
7.50%, 02/25/2042 | 229,773 | 276,360 | ||||||
7.50%, 08/25/2042(4) | 38,776 | 48,745 | ||||||
6.50%, 02/25/2043 | 233,809 | 280,980 | ||||||
7.00%, 02/25/2043 | 75,696 | 90,303 | ||||||
5.23%, 05/25/2043 | 537,023 | 599,173 | ||||||
0.00%, 07/25/2043 | 20,625 | 17,336 |
7.50%, 07/25/2043 | 54,109 | 66,679 | ||||||
0.00%, 09/25/2043 | 22,550 | 19,066 | ||||||
7.50%, 09/25/2043 | 293,557 | 343,574 | ||||||
0.00%, 10/25/2043 | 26,293 | 18,282 | ||||||
7.00%, 10/25/2043 | 302,733 | 364,425 | ||||||
3.65% (12 Month U.S. Treasury Average + 1.20%, 1.20% Floor), 10/25/2044(2) | 500,237 | 505,639 | ||||||
FREMF 2013-K25 Mortgage Trust | ||||||||
3.74%, 11/25/2045(3)(4) | 2,000,000 | 2,061,293 | ||||||
FREMF 2013-K35 Mortgage Trust | ||||||||
4.07%, 12/25/2046(3)(4) | 2,951,000 | 3,090,041 | ||||||
FREMF 2014-K40 Mortgage Trust | ||||||||
4.21%, 11/25/2047(3)(4) | 2,273,000 | 2,393,168 | ||||||
FREMF 2014-K41 Mortgage Trust | ||||||||
3.96%, 11/25/2047(3)(4) | 6,000,000 | 6,177,610 | ||||||
FREMF 2015-K44 Mortgage Trust | ||||||||
3.81%, 01/25/2048(3)(4) | 3,510,000 | 3,638,428 | ||||||
FREMF 2015-K45 Mortgage Trust | ||||||||
3.71%, 04/25/2048(3)(4) | 2,135,000 | 2,218,252 | ||||||
FREMF 2015-K49 Mortgage Trust | ||||||||
3.85%, 10/25/2048(3)(4) | 4,000,000 | 4,106,479 | ||||||
FREMF 2015-K51 Mortgage Trust | ||||||||
4.09%, 10/25/2048(3)(4) | 1,500,000 | 1,552,866 | ||||||
FREMF 2015-K720 Mortgage Trust | ||||||||
3.51%, 07/25/2022(3)(4) | 4,000,000 | 4,033,959 | ||||||
FREMF 2016-K52 Mortgage Trust | ||||||||
4.06%, 01/25/2049(3)(4) | 4,750,000 | 5,023,110 | ||||||
FREMF 2016-K59 Mortgage Trust | ||||||||
3.70%, 11/25/2049(3)(4) | 2,450,000 | 2,552,287 | ||||||
FREMF 2016-K722 Mortgage Trust | ||||||||
3.97%, 07/25/2049(3)(4) | 1,845,000 | 1,925,841 | ||||||
Ginnie Mae | ||||||||
3.50%, 10/01/2048(10) | 62,530,000 | 64,789,385 | ||||||
3.00%, 10/01/2049(10) | 63,770,000 | 65,445,208 | ||||||
4.00%, 10/01/2049(10) | 38,495,000 | 40,034,048 |
Ginnie Mae I Pool | ||||||||
7.50%, 11/15/2022 | 35 | 35 | ||||||
7.50%, 03/15/2023 | 172 | 176 | ||||||
7.00%, 08/15/2023 | 195 | 198 | ||||||
7.00%, 09/15/2023 | 7,843 | 8,199 | ||||||
7.00%, 11/15/2023 | 448 | 471 | ||||||
6.50%, 01/15/2024 | 2,634 | 2,916 | ||||||
7.00%, 02/15/2024 | 3,058 | 3,133 | ||||||
9.50%, 10/15/2024 | 4,271 | 4,390 | ||||||
9.00%, 11/15/2024 | 157 | 159 | ||||||
9.50%, 12/15/2025 | 636 | 638 | ||||||
7.50%, 11/15/2026 | 879 | 892 | ||||||
7.50%, 07/15/2027 | 856 | 860 | ||||||
6.50%, 03/15/2028 | 6,975 | 7,720 | ||||||
7.50%, 07/15/2028 | 637 | 647 | ||||||
8.00%, 08/15/2028 | 1,145 | 1,148 | ||||||
6.50%, 09/15/2028 | 14,775 | 16,354 | ||||||
7.50%, 09/15/2028 | 2,740 | 2,958 | ||||||
6.50%, 10/15/2028 | 889 | 984 | ||||||
6.00%, 11/15/2028 | 9,220 | 10,193 | ||||||
7.00%, 09/15/2031 | 75,740 | 88,729 | ||||||
6.50%, 01/15/2032 | 58,228 | 66,873 | ||||||
6.50%, 07/15/2032 | 2,313 | 2,560 | ||||||
6.50%, 02/15/2033 | 9,971 | 11,036 | ||||||
7.00%, 02/15/2033 | 5,621 | 6,293 | ||||||
5.50%, 04/15/2033 | 259,306 | 294,365 | ||||||
6.50%, 04/15/2033 | 5,976 | 6,614 | ||||||
5.50%, 06/15/2033 | 3,063 | 3,464 | ||||||
7.00%, 06/15/2033 | 17,889 | 21,279 | ||||||
5.50%, 12/15/2033 | 10,396 | 11,802 | ||||||
5.50%, 07/15/2034 | 6,787 | 7,648 | ||||||
5.50%, 09/15/2034 | 15,178 | 16,622 | ||||||
7.00%, 06/15/2035 | 195,136 | 226,128 | ||||||
6.50%, 12/15/2035 | 66,683 | 76,567 |
7.00%, 04/15/2037 | 31,881 | 36,814 | ||||||
7.50%, 10/15/2037 | 35,235 | 43,241 | ||||||
4.00%, 06/15/2039 | 435,816 | 464,872 | ||||||
4.50%, 04/15/2040 | 2,368,434 | 2,579,388 | ||||||
4.00%, 10/15/2040 | 248,305 | 265,083 | ||||||
3.50%, 01/15/2042 | 4,883,871 | 5,140,045 | ||||||
3.50%, 03/15/2043 | 1,196,022 | 1,265,821 | ||||||
3.50%, 04/15/2043 | 4,333,921 | 4,560,538 | ||||||
3.00%, 05/15/2043 | 601,091 | 621,791 | ||||||
3.50%, 06/15/2043 | 1,562,589 | 1,644,134 | ||||||
3.50%, 07/15/2043 | 612,377 | 648,055 | ||||||
Ginnie Mae II Pool | ||||||||
8.50%, 03/20/2025 | 211 | 217 | ||||||
8.50%, 04/20/2025 | 1,346 | 1,458 | ||||||
8.50%, 05/20/2025 | 2,888 | 3,113 | ||||||
8.00%, 12/20/2025 | 484 | 525 | ||||||
8.00%, 06/20/2026 | 1,228 | 1,353 | ||||||
8.00%, 08/20/2026 | 868 | 987 | ||||||
8.00%, 09/20/2026 | 1,037 | 1,193 | ||||||
8.00%, 11/20/2026 | 869 | 985 | ||||||
8.00%, 10/20/2027 | 2,229 | 2,502 | ||||||
8.00%, 11/20/2027 | 1,984 | 2,210 | ||||||
8.00%, 12/20/2027 | 922 | 1,024 | ||||||
7.50%, 02/20/2028 | 1,235 | 1,368 | ||||||
6.00%, 03/20/2028 | 5,706 | 6,375 | ||||||
8.00%, 06/20/2028 | 507 | 512 | ||||||
8.00%, 08/20/2028 | 121 | 125 | ||||||
7.50%, 09/20/2028 | 3,872 | 4,329 | ||||||
8.00%, 09/20/2028 | 317 | 324 | ||||||
6.50%, 07/20/2029 | 66,214 | 74,913 | ||||||
6.00%, 11/20/2033 | 4,571 | 5,292 | ||||||
5.00%, 10/20/2037 | 314,845 | 348,729 | ||||||
7.00%, 08/20/2038 | 24,777 | 28,544 | ||||||
6.00%, 09/20/2038 | 455,048 | 523,197 |
6.00%, 11/20/2038 | 5,108 | 5,705 | ||||||
6.00%, 08/20/2039 | 237,750 | 269,276 | ||||||
5.50%, 09/20/2039 | 130,549 | 144,374 | ||||||
4.50%, 06/20/2040 | 805,637 | 881,297 | ||||||
5.00%, 07/20/2040 | 202,498 | 223,893 | ||||||
4.00%, 10/20/2040 | 2,349,972 | 2,503,883 | ||||||
4.50%, 01/20/2041 | 647,410 | 708,475 | ||||||
4.50%, 03/20/2041 | 604,942 | 661,811 | ||||||
4.50%, 05/20/2041 | 302,332 | 330,755 | ||||||
4.50%, 06/20/2041 | 2,118,134 | 2,315,954 | ||||||
4.50%, 09/20/2041 | 665,485 | 728,213 | ||||||
3.00%, 06/20/2042 | 343,878 | 355,919 | ||||||
4.00%, 06/20/2042 | 2,982,479 | 3,179,900 | ||||||
3.00%, 08/20/2042 | 4,598,940 | 4,759,982 | ||||||
3.50%, 10/20/2042 | 5,201,207 | 5,524,530 | ||||||
4.00%, 10/20/2042 | 6,189,583 | 6,600,352 | ||||||
3.00%, 11/20/2042 | 2,553,876 | 2,643,304 | ||||||
3.50%, 11/20/2042 | 1,790,772 | 1,902,094 | ||||||
3.00%, 12/20/2042 | 1,302,111 | 1,347,707 | ||||||
4.00%, 12/20/2042 | 3,022,368 | 3,223,105 | ||||||
3.00%, 01/20/2043 | 1,317,547 | 1,363,684 | ||||||
4.00%, 02/20/2043 | 1,334,009 | 1,422,087 | ||||||
3.00%, 04/20/2043 | 3,320,052 | 3,436,315 | ||||||
3.50%, 05/20/2043 | 1,206,048 | 1,281,025 | ||||||
3.00%, 09/20/2043 | 1,009,051 | 1,043,851 | ||||||
4.50%, 09/20/2043 | 1,719,458 | 1,844,864 | ||||||
3.00%, 10/20/2043 | 150,664 | 155,863 | ||||||
4.00%, 10/20/2043 | 4,573,698 | 4,876,048 | ||||||
4.50%, 10/20/2043 | 3,271,185 | 3,508,819 | ||||||
4.50%, 12/20/2043 | 1,728,715 | 1,854,477 | ||||||
3.00%, 01/20/2044 | 873,236 | 903,458 | ||||||
5.00%, 06/20/2044 | 834,834 | 923,203 | ||||||
3.00%, 07/20/2044 | 403,442 | 416,892 | ||||||
5.00%, 07/20/2044 | 709,827 | 778,635 |
4.00%, 11/20/2044 | 2,528,412 | 2,690,124 | ||||||
3.00%, 12/20/2044 | 786,926 | 813,241 | ||||||
4.00%, 12/20/2044 | 1,773,292 | 1,886,195 | ||||||
3.50%, 03/20/2045 | 1,751,643 | 1,832,443 | ||||||
4.00%, 03/20/2045 | 456,774 | 485,864 | ||||||
3.00%, 04/20/2045 | 7,318,818 | 7,547,264 | ||||||
3.50%, 04/20/2045 | 13,924,184 | 14,565,956 | ||||||
3.00%, 05/20/2045 | 1,271,990 | 1,315,219 | ||||||
4.00%, 05/20/2045 | 5,881,113 | 6,249,790 | ||||||
3.00%, 07/20/2045 | 2,890,840 | 2,981,140 | ||||||
5.00%, 08/20/2045 | 930,868 | 1,007,644 | ||||||
3.00%, 10/20/2045 | 3,256,538 | 3,358,254 | ||||||
3.50%, 10/20/2045 | 11,371,014 | 11,937,091 | ||||||
3.00%, 11/20/2045 | 769,947 | 794,037 | ||||||
4.00%, 11/20/2045 | 4,930,698 | 5,218,685 | ||||||
4.00%, 01/20/2046 | 1,163,951 | 1,236,924 | ||||||
4.50%, 01/20/2046 | 2,806,968 | 2,998,823 | ||||||
4.00%, 03/20/2046 | 1,261,365 | 1,340,445 | ||||||
3.00%, 04/20/2046 | 7,894,577 | 8,143,274 | ||||||
3.50%, 04/20/2046 | 24,159,203 | 25,272,631 | ||||||
4.00%, 04/20/2046 | 3,338,494 | 3,544,230 | ||||||
3.00%, 05/20/2046 | 325,086 | 334,643 | ||||||
4.00%, 05/20/2046 | 5,706,285 | 6,051,834 | ||||||
3.50%, 06/20/2046 | 4,476,945 | 4,703,186 | ||||||
4.00%, 06/20/2046 | 2,658,887 | 2,814,209 | ||||||
3.00%, 07/20/2046 | 6,230,339 | 6,424,912 | ||||||
3.50%, 07/20/2046 | 13,448,026 | 14,029,523 | ||||||
4.50%, 07/20/2046 | 1,477,653 | 1,579,179 | ||||||
3.00%, 08/20/2046 | 7,230,731 | 7,456,646 | ||||||
3.00%, 09/20/2046 | 2,124,710 | 2,192,374 | ||||||
3.50%, 09/20/2046 | 1,489,194 | 1,552,424 | ||||||
4.50%, 09/20/2046 | 2,531,700 | 2,708,003 | ||||||
5.00%, 09/20/2046 | 2,329,040 | 2,575,577 | ||||||
4.00%, 11/20/2046 | 2,504,787 | 2,635,598 |
4.50%, 11/20/2046 | 4,519,698 | 4,845,906 | ||||||
2.50%, 12/20/2046 | 3,109,332 | 3,142,986 | ||||||
3.50%, 12/20/2046 | 9,437,167 | 9,825,739 | ||||||
3.00%, 01/20/2047 | 4,807,724 | 4,957,583 | ||||||
3.50%, 01/20/2047 | 687,367 | 715,435 | ||||||
3.00%, 02/20/2047 | 6,613,321 | 6,819,077 | ||||||
3.50%, 02/20/2047 | 8,761,649 | 9,117,961 | ||||||
4.00%, 02/20/2047 | 4,419,220 | 4,636,190 | ||||||
3.00%, 03/20/2047 | 723,161 | 743,579 | ||||||
3.50%, 03/20/2047 | 10,789,614 | 11,247,437 | ||||||
4.00%, 03/20/2047 | 9,561,348 | 10,031,184 | ||||||
4.50%, 03/20/2047 | 991,792 | 1,049,137 | ||||||
4.00%, 05/20/2047 | 819,703 | 858,751 | ||||||
3.50%, 06/20/2047 | 6,745,394 | 7,015,025 | ||||||
4.50%, 07/20/2047 | 10,265,762 | 10,845,574 | ||||||
4.50%, 08/20/2047 | 2,759,190 | 2,900,034 | ||||||
4.00%, 09/20/2047 | 35,972,773 | 37,580,257 | ||||||
5.00%, 10/20/2047 | 515,144 | 553,149 | ||||||
3.50%, 11/20/2047 | 16,156,225 | 16,785,250 | ||||||
5.00%, 11/20/2047 | 2,305,817 | 2,475,690 | ||||||
4.25%, 12/20/2047 | 1,868,858 | 1,963,215 | ||||||
4.00%, 01/20/2048 | 2,563,040 | 2,672,172 | ||||||
4.50%, 01/20/2048 | 2,305,207 | 2,420,303 | ||||||
4.50%, 02/20/2048 | 10,946,443 | 11,510,756 | ||||||
4.50%, 03/20/2048 | 1,215,402 | 1,271,838 | ||||||
4.50%, 04/20/2048 | 2,866,332 | 3,040,203 | ||||||
4.50%, 04/20/2048 | 4,259,023 | 4,578,874 | ||||||
4.50%, 04/20/2048 | 1,164,046 | 1,228,238 | ||||||
4.50%, 04/20/2048 | 2,005,720 | 2,138,495 | ||||||
4.50%, 05/20/2048 | 2,628,418 | 2,765,688 | ||||||
4.50%, 05/20/2048 | 9,730,380 | 10,348,616 | ||||||
4.50%, 05/20/2048 | 6,645,419 | 7,171,962 | ||||||
5.00%, 06/20/2048 | 4,785,390 | 5,186,932 | ||||||
5.00%, 07/20/2048 | 1,422,235 | 1,539,736 |
5.00%, 07/20/2048 | 6,838,275 | 7,413,594 | ||||||
4.50%, 09/20/2048 | 3,122,711 | 3,281,327 | ||||||
3.50%, 11/20/2048 | 9,965,560 | 10,329,014 | ||||||
4.00%, 03/20/2049 | 17,901,080 | 18,681,633 | ||||||
4.50%, 05/20/2049 | 27,012,590 | 28,345,069 | ||||||
5.00%, 07/20/2049 | 1,695,494 | 1,853,432 | ||||||
5.00%, 08/20/2049 | 8,963,585 | 9,703,083 | ||||||
4.43%, 05/20/2063(4) | 258,823 | 262,454 | ||||||
GMACM Mortgage Loan Trust 2003-J8 | ||||||||
5.25%, 12/25/2033 | 7,688 | 8,023 | ||||||
GMACM Mortgage Loan Trust 2005-AR3 | ||||||||
3.91%, 06/19/2035(4) | 74,840 | 74,789 | ||||||
Gosforth Funding 2018-1 Plc | ||||||||
2.58% (3 Month LIBOR USD + 0.45%), 08/25/2060(2)(3) | 6,319,269 | 6,314,908 | ||||||
Government National Mortgage Association | ||||||||
5.00%, 04/16/2023 | 5,491 | 5,496 | ||||||
6.50%, 10/16/2024 | 74,684 | 74,612 | ||||||
6.00%, 02/20/2029 | 88,193 | 88,110 | ||||||
9.00%, 10/20/2030 | 17,378 | 17,354 | ||||||
9.00%, 11/16/2030 | 1,208 | 1 | ||||||
9.00%, 11/20/2030 | 11,643 | 13,956 | ||||||
6.22% (1 Month LIBOR USD + 8.25%, 8.25% Cap), 08/16/2031(2)(8) | 14,499 | 118 | ||||||
6.50%, 06/20/2032 | 195,915 | 195,691 | ||||||
6.50%, 07/20/2032 | 67,527 | 67,460 | ||||||
10.99% (1 Month LIBOR USD + 14.70%, 14.70% Cap), 11/17/2032(2)(8) | 12,418 | 13,748 | ||||||
6.00%, 11/20/2032 | 137,116 | 144,555 | ||||||
0.00%, 12/20/2032 | 31,992 | 31,589 | ||||||
5.50%, 01/16/2033 | 369,573 | 405,167 | ||||||
6.50%, 01/20/2033 | 99,207 | 111,182 | ||||||
5.67% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/16/2033(2)(8) | 38,189 | 1,570 | ||||||
0.00%, 02/17/2033 | 16,342 | 16,131 | ||||||
5.66% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/20/2033(2)(8) | 22,162 | 3,628 | ||||||
0.00%, 03/16/2033 | 7,212 | 6,822 | ||||||
5.34% (1 Month LIBOR USD + 7.67%, 7.67% Cap), 03/17/2033(2)(8) | 458 | 458 |
6.50%, 03/20/2033 | 55,312 | 60,734 | ||||||
6.50%, 03/20/2033 | 188,495 | 210,492 | ||||||
5.50%, 04/20/2033 | 209,301 | 227,352 | ||||||
6.50%, 05/20/2033 | 73,051 | 81,832 | ||||||
0.00%, 06/16/2033 | 38,842 | 35,188 | ||||||
6.00%, 09/16/2033 | 116,391 | 129,814 | ||||||
0.00%, 10/20/2033 | 5,946 | 5,542 | ||||||
5.82%, 10/20/2033(4) | 143,028 | 161,646 | ||||||
4.52% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/16/2033(2)(8) | 79,773 | 8,891 | ||||||
4.52% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/16/2033(2)(8) | 76,749 | 10,058 | ||||||
5.50%, 03/16/2034 | 3,092,781 | 3,399,475 | ||||||
14.09% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 04/16/2034(2)(8) | 38,015 | 54,013 | ||||||
12.26% (1 Month LIBOR USD + 16.72%, 16.72% Cap), 05/18/2034(2)(8) | 3,373 | 3,982 | ||||||
0.00%, 06/20/2034 | 68,255 | 64,801 | ||||||
6.00%, 06/20/2034 | 255,022 | 284,073 | ||||||
10.67% (1 Month LIBOR USD + 14.86%, 14.86% Cap), 08/17/2034(2)(8) | 23,748 | 25,958 | ||||||
5.71%, 08/20/2034(4) | 77,210 | 86,364 | ||||||
4.52% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/16/2034(2)(8) | 265,257 | 44,713 | ||||||
7.00% (1 Month LIBOR USD + 44.50%, 7.00% Cap), 09/20/2034(2)(8) | 29,712 | 32,031 | ||||||
19.43% (1 Month LIBOR USD + 29.46%, 29.46% Cap), 09/20/2034(2)(8) | 29,712 | 42,960 | ||||||
9.88% (1 Month LIBOR USD + 14.26%, 14.26% Cap), 10/16/2034(2)(8) | 3,120 | 3,433 | ||||||
16.95% (1 Month LIBOR USD + 24.38%, 24.38% Cap), 10/16/2034(2)(8) | 25,354 | 35,045 | ||||||
4.06% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 10/20/2034(2)(8) | 394,268 | 52,084 | ||||||
8.11% (1 Month LIBOR USD + 12.20%, 12.20% Cap), 10/20/2034(2)(8) | 2,274 | 2,314 | ||||||
4.04% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 11/20/2034(2)(8) | 203,999 | 5,729 | ||||||
4.71% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 01/20/2035(2)(8) | 268,501 | 57,186 | ||||||
11.55% (1 Month LIBOR USD + 16.43%, 16.43% Cap), 06/17/2035(2)(8) | 93,784 | 113,810 | ||||||
4.76% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 06/20/2035(2)(8) | 138,685 | 148,857 | ||||||
5.50%, 07/20/2035 | 27,884 | 4,965 | ||||||
14.08% (1 Month LIBOR USD + 20.83%, 20.83% Cap), 08/16/2035(2)(8) | 15,365 | 23,043 | ||||||
0.00%, 08/20/2035 | 162,958 | 147,964 | ||||||
14.99% (1 Month LIBOR USD + 22.73%, 22.73% Cap), 08/20/2035(2)(8) | 3,093 | 5,527 | ||||||
4.26% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 09/20/2035(2)(8) | 554,369 | 116,337 | ||||||
5.50%, 09/20/2035 | 161,818 | 176,603 |
0.00%, 10/20/2035 | 35,178 | 30,244 | ||||||
0.00%, 11/20/2035 | 50,496 | 45,864 | ||||||
6.00%, 12/20/2035 | 53,904 | 8,703 | ||||||
5.75%, 02/20/2036 | 28,471 | 29,903 | ||||||
0.00%, 03/20/2036 | 44,277 | 40,442 | ||||||
0.00%, 05/20/2036 | 61,911 | 58,926 | ||||||
4.46% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/20/2036(2)(8) | 7,345 | 327 | ||||||
0.00%, 07/20/2036 | 8,638 | 8,063 | ||||||
6.50%, 07/20/2036 | 255,259 | 294,852 | ||||||
6.50%, 08/20/2036 | 343,292 | 385,273 | ||||||
4.66% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/20/2036(2)(8) | 80,975 | 14,554 | ||||||
5.56%, 10/20/2036 | 154,646 | 166,848 | ||||||
4.76% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 11/20/2036(2)(8) | 136,691 | 16,960 | ||||||
5.89%, 02/20/2037(4) | 50,201 | 57,431 | ||||||
0.00%, 03/20/2037 | 152,268 | 143,363 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/20/2037(2)(8) | 146,207 | 20,476 | ||||||
0.00%, 04/16/2037 | 81,381 | 71,121 | ||||||
4.78% (1 Month LIBOR USD + 6.81%, 6.81% Cap), 04/16/2037(2)(8) | 209,732 | 37,687 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 04/20/2037(2)(8) | 81,401 | 8,180 | ||||||
5.99%, 04/20/2037(4) | 95,863 | 107,088 | ||||||
2.33% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 05/16/2037(2) | 58,357 | 58,265 | ||||||
0.00%, 05/20/2037 | 12,749 | 11,528 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037(2)(8) | 157,663 | 17,701 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037(2)(8) | 162,781 | 23,111 | ||||||
0.00%, 06/16/2037 | 22,981 | 20,449 | ||||||
0.00%, 06/16/2037 | 235,176 | 215,186 | ||||||
4.44% (1 Month LIBOR USD + 6.47%, 6.47% Cap), 06/16/2037(2)(8) | 98,544 | 11,979 | ||||||
4.21% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 06/20/2037(2)(8) | 127,459 | 12,575 | ||||||
4.60% (1 Month LIBOR USD + 6.64%, 6.64% Cap), 07/20/2037(2)(8) | 183,919 | 21,799 | ||||||
4.64% (1 Month LIBOR USD + 6.68%, 6.68% Cap), 07/20/2037(2)(8) | 181,853 | 22,754 | ||||||
4.71% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 07/20/2037(2)(8) | 124,712 | 16,779 | ||||||
4.73% (1 Month LIBOR USD + 6.78%, 6.78% Cap), 08/20/2037(2)(8) | 45,084 | 9,354 | ||||||
0.00%, 09/20/2037 | 19,712 | 19,204 | ||||||
4.51% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/20/2037(2)(8) | 125,924 | 17,132 |
14.07% (1 Month LIBOR USD + 20.21%, 20.21% Cap), 09/20/2037(2)(8) | 31,725 | 40,319 | ||||||
5.50%, 10/16/2037 | 169,355 | 14,142 | ||||||
9.31% (1 Month LIBOR USD + 13.40%, 13.40% Cap), 10/20/2037(2)(8) | 22,038 | 25,014 | ||||||
0.00%, 11/16/2037 | 249,764 | 229,876 | ||||||
4.51% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 11/16/2037(2)(8) | 141,891 | 22,740 | ||||||
3.96% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 11/20/2037(2)(8) | 144,185 | 15,764 | ||||||
4.46% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 11/20/2037(2)(8) | 278,722 | 31,741 | ||||||
4.47% (1 Month LIBOR USD + 6.51%, 6.51% Cap), 11/20/2037(2)(8) | 157,911 | 16,871 | ||||||
4.51% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/20/2037(2)(8) | 126,911 | 21,934 | ||||||
13.82% (1 Month LIBOR USD + 19.95%, 19.95% Cap), 11/20/2037(2)(8) | 15,672 | 20,350 | ||||||
4.51% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/20/2037(2)(8) | 195,787 | 24,615 | ||||||
0.00%, 01/20/2038 | 9,048 | 8,186 | ||||||
5.48%, 01/20/2038(4) | 677,544 | 774,361 | ||||||
3.96% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/20/2038(2)(8) | 1,257,258 | 170,721 | ||||||
5.50%, 02/20/2038 | 30,975 | 3,222 | ||||||
5.67% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 04/16/2038(2)(8) | 74,539 | 12,287 | ||||||
4.26% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 04/20/2038(2)(8) | 197,932 | 36,119 | ||||||
4.37% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/16/2038(2)(8) | 650,542 | 102,636 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/20/2038(2)(8) | 46,962 | 7,536 | ||||||
6.00%, 06/20/2038 | 99,281 | 114,431 | ||||||
2.86% (1 Month LIBOR USD + 0.82%, 0.82% Floor, 7.00% Cap), 07/20/2038(2) | 380,227 | 387,203 | ||||||
4.11% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 07/20/2038(2)(8) | 167,440 | 17,677 | ||||||
5.75%, 07/20/2038 | 158,146 | 167,731 | ||||||
3.96% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 08/20/2038(2)(8) | 59,552 | 7,123 | ||||||
5.57%, 08/20/2038(4) | 243,387 | 279,111 | ||||||
3.86% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 09/20/2038(2)(8) | 201,003 | 24,301 | ||||||
4.16% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 09/20/2038(2)(8) | 411,775 | 39,930 | ||||||
5.56% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 09/20/2038(2)(8) | 87,004 | 11,799 | ||||||
6.13%, 11/20/2038(4) | 162,261 | 185,672 | ||||||
4.37% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/16/2038(2)(8) | 2,895 | 11 | ||||||
3.66% (1 Month LIBOR USD + 5.70%, 5.70% Cap), 12/20/2038(2)(8) | 207,512 | 21,806 | ||||||
3.96% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 12/20/2038(2)(8) | 115,878 | 10,344 | ||||||
5.26% (1 Month LIBOR USD + 7.30%, 7.30% Cap), 12/20/2038(2)(8) | 368,362 | 76,846 | ||||||
5.85%, 12/20/2038(4) | 554,807 | 633,686 |
6.00%, 12/20/2038 | 38,721 | 2,808 | ||||||
5.40%, 01/20/2039(4) | 759,373 | 844,805 | ||||||
4.07% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 02/16/2039(2)(8) | 96,089 | 10,538 | ||||||
4.12% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 02/16/2039(2)(8) | 153,107 | 13,756 | ||||||
3.91% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 02/20/2039(2)(8) | 166,702 | 18,933 | ||||||
4.00% (1 Month LIBOR USD + 6.04%, 6.04% Cap), 02/20/2039(2)(8) | 102,289 | 9,016 | ||||||
4.26% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039(2)(8) | 16,041 | 176 | ||||||
4.26% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039(2)(8) | 156,890 | 11,162 | ||||||
6.50%, 03/20/2039 | 53,363 | 9,529 | ||||||
6.50%, 03/20/2039 | 120,368 | 29,554 | ||||||
4.23% (1 Month LIBOR USD + 6.27%, 6.27% Cap), 04/20/2039(2)(8) | 297,963 | 30,094 | ||||||
5.50%, 05/20/2039 | 35,675 | 5,091 | ||||||
6.00%, 05/20/2039 | 48,705 | 9,111 | ||||||
4.37% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 06/16/2039(2)(8) | 92,831 | 2,235 | ||||||
3.91% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 06/20/2039(2)(8) | 160,382 | 19,131 | ||||||
4.04% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 06/20/2039(2)(8) | 228,132 | 25,015 | ||||||
4.07% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 07/16/2039(2)(8) | 259,913 | 32,891 | ||||||
4.22% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 08/16/2039(2)(8) | 252,769 | 47,914 | ||||||
7.00%, 08/16/2039 | 133,672 | 147,552 | ||||||
4.05% (1 Month LIBOR USD + 6.09%, 6.09% Cap), 09/20/2039(2)(8) | 405,249 | 40,727 | ||||||
5.50%, 09/20/2039 | 317,000 | 386,701 | ||||||
5.50%, 10/20/2039 | 899,221 | 1,022,685 | ||||||
4.37% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 11/16/2039(2)(8) | 320,086 | 41,098 | ||||||
5.16%, 06/20/2040(4) | 162,666 | 180,559 | ||||||
5.57%, 07/20/2040(4) | 238,114 | 272,144 | ||||||
7.00%, 10/16/2040 | 463,449 | 545,091 | ||||||
0.00%, 12/20/2040 | 617,469 | 558,635 | ||||||
4.56% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 05/20/2041(2)(8) | 321,786 | 47,988 | ||||||
4.66%, 09/20/2041(4) | 355,112 | 390,617 | ||||||
4.61%, 10/20/2041(4) | 667,123 | 729,049 | ||||||
4.53%, 11/16/2041(4) | 375,996 | 420,339 | ||||||
3.00%, 12/20/2041 | 1,000,000 | 1,068,094 | ||||||
3.70%, 01/20/2042(4) | 369,672 | 397,856 | ||||||
3.99%, 09/16/2042(4) | 237,249 | 256,646 |
4.64%, 10/20/2042(4) | 1,236,764 | 1,347,273 | ||||||
4.78%, 11/20/2042(4) | 202,300 | 223,448 | ||||||
4.49%, 04/20/2043(4) | 219,288 | 235,342 | ||||||
3.50%, 07/20/2046 | 4,475,346 | 4,626,503 | ||||||
3.50%, 09/20/2046 | 1,266,381 | 1,336,156 | ||||||
2.50%, 07/20/2047 | 4,787,497 | 4,830,709 | ||||||
3.00%, 11/20/2047 | 8,610,731 | 8,756,699 | ||||||
2.68% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 03/20/2060(2) | 19,123 | 19,011 | ||||||
2.66% (1 Month LIBOR USD + 0.43%, 0.43% Floor, 5.59% Cap), 04/20/2060(2) | 69,278 | 69,192 | ||||||
5.20%, 07/20/2060(4) | 208,014 | 214,086 | ||||||
2.53% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 5.59% Cap), 08/20/2060(2) | 3,860 | 3,853 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 5.29% Cap), 01/20/2061(2) | 104,477 | 104,485 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 10.66% Cap), 03/20/2061(2) | 1,825,665 | 1,826,504 | ||||||
2.88% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/20/2061(2) | 56,377 | 56,541 | ||||||
2.93% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 05/20/2061(2) | 55,280 | 55,488 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor), 08/20/2061(2) | 525,547 | 525,430 | ||||||
2.78% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 10/20/2061(2) | 44,596 | 44,618 | ||||||
2.78% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 10.50% Cap), 12/20/2061(2) | 5,398,401 | 5,406,368 | ||||||
2.78% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 04/20/2062(2) | 31,340 | 31,352 | ||||||
2.93% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.00% Cap), 04/20/2062(2) | 871,455 | 877,591 | ||||||
2.68% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 05/20/2062(2) | 9,157 | 9,157 | ||||||
2.78% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 07/20/2062(2) | 57,764 | 57,812 | ||||||
2.81% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 09/20/2062(2) | 346,089 | 346,276 | ||||||
2.74% (1 Month LIBOR USD + 0.52%, 0.52% Floor, 11.50% Cap), 10/20/2062(2) | 2,314,785 | 2,316,422 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 4.60% Cap), 10/20/2062(2) | 107,805 | 107,888 | ||||||
2.53% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 11/20/2062(2) | 10,770 | 10,743 | ||||||
2.57% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 11.00% Cap), 12/20/2062(2) | 2,100,863 | 2,093,199 | ||||||
1.65%, 01/20/2063 | 1,241,192 | 1,235,083 | ||||||
2.55% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 01/20/2063(2) | 1,125,033 | 1,121,105 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor), 01/20/2063(2) | 38,910 | 38,921 | ||||||
1.65%, 02/20/2063 | 1,717,165 | 1,708,729 | ||||||
2.65% (1 Month LIBOR USD + 0.42%, 0.42% Floor, 10.50% Cap), 02/20/2063(2) | 226,099 | 225,561 | ||||||
2.68% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 02/20/2063(2) | 1,200,757 | 1,199,852 | ||||||
2.64% (1 Month LIBOR USD + 0.41%, 0.41% Floor, 11.00% Cap), 03/20/2063(2) | 919,483 | 917,929 |
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 10.50% Cap), 03/20/2063(2) | 278,540 | 278,476 | ||||||
1.65%, 04/20/2063 | 639,753 | 634,851 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 06/20/2063(2) | 2,382,893 | 2,382,405 | ||||||
2.88% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 01/20/2064(2) | 2,626,684 | 2,637,646 | ||||||
2.88% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 02/20/2064(2) | 5,346,131 | 5,368,983 | ||||||
2.92% (1 Month LIBOR USD + 0.69%, 0.69% Floor, 11.00% Cap), 02/20/2064(2) | 2,656,138 | 2,676,680 | ||||||
2.88% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 03/20/2064(2) | 2,545,793 | 2,555,545 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 04/20/2064(2) | 2,845,923 | 2,858,192 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 04/20/2064(2) | 3,310,515 | 3,320,305 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 05/20/2064(2) | 5,258,975 | 5,282,252 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2064(2) | 2,245,266 | 2,246,384 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 07/20/2064(2) | 3,400,186 | 3,399,393 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064(2) | 1,726,682 | 1,727,546 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064(2) | 2,309,947 | 2,311,105 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 09/20/2064(2) | 3,741,025 | 3,738,939 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 10/20/2064(2) | 1,303,473 | 1,302,032 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 12/20/2064(2) | 3,034,456 | 3,035,848 | ||||||
2.71% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 02/20/2065(2) | 3,587,314 | 3,586,459 | ||||||
2.85% (1 Month LIBOR USD + 0.47%, 11.00% Cap), 02/20/2065(2) | 1,894,291 | 1,893,637 | ||||||
2.71% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 03/20/2065(2) | 7,164,001 | 7,162,424 | ||||||
2.71% (1 Month LIBOR USD + 0.48%, 11.00% Cap), 04/20/2065(2) | 5,241,903 | 5,240,551 | ||||||
2.68% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2065(2) | 1,583,751 | 1,582,340 | ||||||
2.67% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 11.00% Cap), 07/20/2065(2) | 3,388,861 | 3,382,685 | ||||||
2.70% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 08/20/2065(2) | 553,394 | 553,034 | ||||||
2.83% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 11/20/2065(2) | 6,330,476 | 6,358,821 | ||||||
3.23% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 12/20/2066(2) | 2,107,553 | 2,139,989 | ||||||
2.79% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 11.00% Cap), 03/20/2067(2) | 6,249,868 | 6,268,135 | ||||||
2.30% (1 Year LIBOR USD + 0.00%), 05/20/2067(2) | 14,749,896 | 2,069,343 | ||||||
1.66% (1 Year LIBOR USD + 0.00%), 06/20/2067(2) | 14,143,737 | 1,292,738 | ||||||
2.73% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2067(2) | 6,083,259 | 6,086,320 | ||||||
2.68% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 08/20/2067(2) | 3,375,741 | 3,373,991 | ||||||
GS Mortgage Securities Corp. II | ||||||||
2.71%, 12/10/2027(3) | 1,095,552 | 1,095,307 | ||||||
4.26%, 07/10/2051(4) | 28,521,000 | 31,197,642 |
GS Mortgage Securities Corp. Trust 2012-ALOHA | ||||||||
3.55%, 04/10/2034(3) | 4,200,000 | 4,321,126 | ||||||
GS Mortgage Securities Trust 2006-GG8 | ||||||||
1.18%, 11/10/2039(3)(4) | 1,339,592 | 9,858 | ||||||
GS Mortgage Securities Trust 2012-GCJ9 | ||||||||
2.77%, 11/10/2045 | 13,098,698 | 13,343,197 | ||||||
GS Mortgage Securities Trust 2013-GC13 | ||||||||
3.87%, 07/10/2046(4) | 5,880,000 | 6,191,910 | ||||||
GS Mortgage Securities Trust 2013-GC16 | ||||||||
1.21%, 11/10/2046(4) | 16,795,342 | 610,467 | ||||||
GS Mortgage Securities Trust 2013-GCJ12 | ||||||||
3.14%, 06/10/2046 | 1,260,000 | 1,299,106 | ||||||
GS Mortgage Securities Trust 2014-GC18 | ||||||||
3.80%, 01/10/2047 | 4,486,700 | 4,744,374 | ||||||
4.07%, 01/10/2047 | 4,338,000 | 4,659,196 | ||||||
GS Mortgage Securities Trust 2014-GC26 | ||||||||
3.36%, 11/10/2047 | 8,000,000 | 8,404,242 | ||||||
GS Mortgage Securities Trust 2015-GC28 | ||||||||
3.14%, 02/10/2048 | 9,000,000 | 9,382,669 | ||||||
GS Mortgage Securities Trust 2016-GS4 | ||||||||
3.18%, 11/10/2049 | 12,000,000 | 12,658,271 | ||||||
3.44%, 11/10/2049(4) | 1,317,000 | 1,411,216 | ||||||
GSMPS Mortgage Loan Trust 2004-4 | ||||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 06/25/2034(2)(3) | 54,670 | 51,053 | ||||||
GSMPS Mortgage Loan Trust 2005-RP2 | ||||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 03/25/2035(2)(3) | 97,777 | 90,576 | ||||||
GSMPS Mortgage Loan Trust 2005-RP3 | ||||||||
2.34%, 09/25/2035(3)(4) | 456,889 | 59,321 | ||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 09/25/2035(2)(3) | 619,708 | 547,067 | ||||||
GSR Mortgage Loan Trust 2003-3F | ||||||||
5.75%, 04/25/2033 | 20,581 | 21,732 | ||||||
GSR Mortgage Loan Trust 2003-6F | ||||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 09/25/2032(2) | 4,871 | 4,851 |
GSR Mortgage Loan Trust 2004-6F | ||||||||
5.50%, 05/25/2034 | 82,059 | 84,839 | ||||||
6.50%, 05/25/2034 | 48,414 | 52,091 | ||||||
GSR Mortgage Loan Trust 2004-13F | ||||||||
6.00%, 11/25/2034 | 65,017 | 68,672 | ||||||
GSR Mortgage Loan Trust 2005-5F | ||||||||
2.52% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 5.50% Cap), 06/25/2035(2) | 24,349 | 22,992 | ||||||
GSR Mortgage Loan Trust 2005-7F | ||||||||
6.00%, 09/25/2035 | 110,500 | 116,889 | ||||||
GSR Mortgage Loan Trust 2005-AR6 | ||||||||
4.52%, 09/25/2035(4) | 6,348 | 6,470 | ||||||
GSR Mortgage Loan Trust 2006-1F | ||||||||
5.50%, 02/25/2036 | 56,301 | 69,362 | ||||||
6.00%, 02/25/2036 | 321,104 | 266,520 | ||||||
Headlands Residential LLC | ||||||||
3.88%, 08/25/2022(1)(3) | 6,170,000 | 6,158,274 | ||||||
3.97%, 06/25/2024(1)(3) | 9,000,000 | 9,046,103 | ||||||
Home Re 2018-1 Ltd. | ||||||||
3.62% (1 Month LIBOR USD + 1.60%), 10/25/2028(2)(3) | 1,629,498 | 1,630,407 | ||||||
Home RE 2019-1 Ltd. | ||||||||
3.67% (1 Month LIBOR USD + 1.65%), 05/25/2029(2)(3) | 1,860,000 | 1,862,172 | ||||||
HomeBanc Mortgage Trust 2005-3 | ||||||||
2.26% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.50% Cap), 07/25/2035(2) | 373,905 | 373,716 | ||||||
Impac CMB Trust Series 2004-4 | ||||||||
4.84%, 09/25/2034(1) | 8,741 | 9,271 | ||||||
Impac CMB Trust Series 2004-7 | ||||||||
2.76% (1 Month LIBOR USD + 0.74%, 11.25% Cap), 11/25/2034(2) | 861,502 | 875,721 | ||||||
Impac CMB Trust Series 2005-4 | ||||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 10.25% Cap), 05/25/2035(2) | 96,746 | 97,649 | ||||||
Impac Secured Assets CMN Owner Trust | ||||||||
5.50%, 08/25/2033 | 71,417 | 73,901 | ||||||
Impac Secured Assets Trust 2006-1 | ||||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 05/25/2036(2) | 241,602 | 245,871 | ||||||
Impac Secured Assets Trust 2006-2 | ||||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 08/25/2036(2) | 176,728 | 176,911 |
Independence Plaza Trust 2018-INDP | ||||||||
3.76%, 07/10/2035(3) | 5,445,000 | 5,805,813 | ||||||
JP Morgan Alternative Loan Trust | ||||||||
4.29%, 03/25/2036(4) | 30,479 | 28,901 | ||||||
JP Morgan Chase Commercial Mortgage Securities Corp. | ||||||||
3.05% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 09/15/2029(2)(3) | 9,200,000 | 9,200,520 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11 | ||||||||
0.03%, 08/12/2037(3)(4) | 6,239,508 | 391 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC15 | ||||||||
0.37%, 06/12/2043(4) | 2,388,297 | 3,358 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 | ||||||||
0.00%, 02/15/2051(4) | 1,069,912 | 11 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | ||||||||
2.96%, 04/15/2046 | 7,152,087 | 7,334,608 | ||||||
JP Morgan Mortgage Trust 2004-A3 | ||||||||
4.90%, 07/25/2034(4) | 11,855 | 12,203 | ||||||
JP Morgan Mortgage Trust 2004-A4 | ||||||||
4.78%, 09/25/2034(4) | 36,504 | 38,179 | ||||||
JP Morgan Mortgage Trust 2004-S1 | ||||||||
5.00%, 09/25/2034 | 4,197 | 4,183 | ||||||
JP Morgan Mortgage Trust 2005-A1 | ||||||||
4.65%, 02/25/2035(4) | 84,310 | 87,150 | ||||||
JP Morgan Mortgage Trust 2005-A4 | ||||||||
4.42%, 07/25/2035(4) | 85,454 | 86,494 | ||||||
JP Morgan Mortgage Trust 2006-A2 | ||||||||
4.52%, 11/25/2033(4) | 269,903 | 279,371 | ||||||
4.70%, 08/25/2034(4) | 532,662 | 555,350 | ||||||
JP Morgan Mortgage Trust 2006-A3 | ||||||||
4.13%, 08/25/2034(4) | 69,448 | 69,942 | ||||||
JP Morgan Mortgage Trust 2006-A7 | ||||||||
4.11%, 01/25/2037(4) | 62,470 | 59,980 | ||||||
4.11%, 01/25/2037(4) | 109,582 | 105,529 | ||||||
JP Morgan Mortgage Trust 2007-A1 | ||||||||
4.63%, 07/25/2035(4) | 59,641 | 60,907 | ||||||
4.63%, 07/25/2035(4) | 909,781 | 930,341 |
JP Morgan Mortgage Trust 2007-A2 | ||||||||
4.41%, 04/25/2037(4) | 222,074 | 208,246 | ||||||
JPMBB Commercial Mortgage Securities Trust 2013-C17 | ||||||||
3.93%, 01/15/2047 | 2,288,937 | 2,428,990 | ||||||
JPMBB Commercial Mortgage Securities Trust 2014-C19 | ||||||||
3.67%, 04/15/2047 | 2,010,000 | 2,054,239 | ||||||
JPMBB Commercial Mortgage Securities Trust 2014-C25 | ||||||||
3.41%, 11/15/2047 | 13,000,000 | 13,707,080 | ||||||
JPMBB Commercial Mortgage Securities Trust 2015-C28 | ||||||||
2.77%, 10/15/2048 | 2,265,405 | 2,263,713 | ||||||
JPMBB Commercial Mortgage Securities Trust 2016-C1 | ||||||||
3.31%, 03/15/2049 | 10,000,000 | 10,590,627 | ||||||
JPMCC Commercial Mortgage Securities Trust 2017-JP5 | ||||||||
3.46%, 03/15/2050 | 20,000,000 | 21,462,250 | ||||||
JPMCC Commercial Mortgage Securities Trust 2017-JP7 | ||||||||
3.19%, 09/15/2050 | 20,000,000 | 21,141,806 | ||||||
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust | ||||||||
3.99%, 02/15/2036(3) | 1,027,000 | 1,137,821 | ||||||
LB-UBS Commercial Mortgage Trust 2007-C2 | ||||||||
0.36%, 02/15/2040(4) | 321,147 | 17 | ||||||
LCCM 2017-LC26 | ||||||||
3.29%, 07/12/2050(3) | 20,300,000 | 21,260,074 | ||||||
Legacy Mortgage Asset Trust 2019-GS6 | ||||||||
3.00%, 06/25/2059(1)(3) | 1,000,000 | 1,000,806 | ||||||
Lehman Mortgage Trust 2006-2 | ||||||||
5.73%, 04/25/2036(4) | 52,579 | 46,307 | ||||||
Lehman Mortgage Trust 2007-6 | ||||||||
6.00%, 07/25/2037 | 31,873 | 29,727 | ||||||
Lehman Mortgage Trust 2008-2 | ||||||||
6.00%, 03/25/2038 | 322,925 | 215,967 | ||||||
Luminent Mortgage Trust 2005-1 | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 11.50% Cap), 11/25/2035(2) | 1,401,074 | 1,387,746 |
MASTR Adjustable Rate Mortgages Trust 2004-3 | ||||||||
3.93%, 04/25/2034(4) | 30,046 | 28,438 | ||||||
MASTR Adjustable Rate Mortgages Trust 2004-13 | ||||||||
4.79%, 04/21/2034(4) | 125,170 | 127,759 | ||||||
MASTR Adjustable Rate Mortgages Trust 2004-15 | ||||||||
4.86%, 12/25/2034(4) | 38,375 | 37,938 | ||||||
MASTR Alternative Loan Trust 2003-9 | ||||||||
6.00%, 12/25/2033 | 28,362 | 29,671 | ||||||
6.00%, 01/25/2034 | 23,369 | 24,771 | ||||||
MASTR Alternative Loan Trust 2004-3 | ||||||||
6.00%, 04/25/2034 | 193,426 | 207,481 | ||||||
6.25%, 04/25/2034 | 41,758 | 43,533 | ||||||
MASTR Alternative Loan Trust 2004-6 | ||||||||
0.00%, 07/25/2034 | 28,058 | 23,818 | ||||||
6.00%, 07/25/2034 | 17,953 | 18,645 | ||||||
MASTR Alternative Loan Trust 2004-7 | ||||||||
0.00%, 08/25/2034 | 20,275 | 17,558 | ||||||
MASTR Alternative Loan Trust 2004-13 | ||||||||
5.50%, 01/25/2020 | 34,875 | 34,871 | ||||||
MASTR Alternative Loan Trust 2005-6 | ||||||||
5.50%, 11/25/2020 | 21,951 | 21,300 | ||||||
MASTR Asset Securitization Trust 2003-12 | ||||||||
0.00%, 12/25/2033 | 3,500 | 3,314 | ||||||
5.00%, 12/25/2033 | 10,182 | 10,307 | ||||||
MASTR Asset Securitization Trust 2004-1 | ||||||||
0.00%, 02/25/2034 | 2,152 | 1,868 | ||||||
MASTR Asset Securitization Trust 2004-4 | ||||||||
5.25%, 12/26/2033 | 51,757 | 52,000 | ||||||
MASTR Reperforming Loan Trust 2005-2 | ||||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 05/25/2035(2)(3) | 855,569 | 603,718 | ||||||
MASTR Reperforming Loan Trust 2006-2 | ||||||||
4.38%, 05/25/2036(3)(4) | 101,761 | 98,433 | ||||||
MASTR Resecuritization Trust 2005-PO | ||||||||
0.00%, 05/28/2035(3) | 23,769 | 17,286 |
Merrill Lynch Mortgage Backed Securities Trust Series 2007-3 | ||||||||
3.48%, 06/25/2037(4) | 73,610 | 71,949 | ||||||
Merrill Lynch Mortgage Investors Trust Series 2003-A5 | ||||||||
4.44%, 08/25/2033(4) | 38,070 | 39,889 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E | ||||||||
2.64% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.75% Cap), 10/25/2028(2) | 81,754 | 82,406 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F | ||||||||
2.66% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.75% Cap), 10/25/2028(2) | 99,462 | 99,633 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1 | ||||||||
4.16%, 12/25/2034(4) | 76,446 | 77,281 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A | ||||||||
2.48% (1 Month LIBOR USD + 0.46%, 0.23% Floor, 11.75% Cap), 04/25/2029(2) | 31,107 | 31,029 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C | ||||||||
2.82% (6 Month LIBOR USD + 0.60%, 0.30% Floor, 11.75% Cap), 07/25/2029(2) | 59,345 | 58,546 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 | ||||||||
4.38%, 08/25/2034(4) | 68,407 | 70,684 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 | ||||||||
4.45%, 02/25/2035(4) | 119,432 | 121,380 | ||||||
Metlife Securitization Trust 2018-1 | ||||||||
3.75%, 03/25/2057(3)(4) | 3,187,171 | 3,325,874 | ||||||
Mill City Mortgage Loan Trust 2019-1 | ||||||||
3.25%, 10/25/2069(3)(4) | 3,438,105 | 3,520,522 | ||||||
ML Trust XLVII | ||||||||
8.99%, 10/20/2020 | 18 | 18 | ||||||
ML-CFC Commercial Mortgage Trust 2006-4 | ||||||||
0.76%, 12/12/2049(3)(4) | 579,205 | 8 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | ||||||||
2.86%, 11/15/2045 | 7,717,499 | 7,841,005 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | ||||||||
3.67%, 02/15/2047 | 3,035,205 | 3,083,263 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | ||||||||
3.25%, 02/15/2048 | 3,415,000 | 3,574,929 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | ||||||||
3.45%, 07/15/2050 | 27,200,000 | 28,823,796 |
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | ||||||||
3.48%, 05/15/2048 | 5,000,000 | 5,301,499 | ||||||
3.73%, 05/15/2048 | 6,507,000 | 6,996,991 | ||||||
Morgan Stanley Capital I Trust 2006-IQ12 | ||||||||
0.75%, 12/15/2043(3)(4) | 640,707 | 11 | ||||||
Morgan Stanley Capital I Trust 2007-HQ11 | ||||||||
0.41%, 02/12/2044(3)(4) | 259,225 | 86 | ||||||
Morgan Stanley Capital I Trust 2007-HQ13 | ||||||||
0.00%, 12/15/2044(3)(4) | 451,095 | 5 | ||||||
Morgan Stanley Capital I Trust 2007-IQ13 | ||||||||
0.67%, 03/15/2044(3)(4) | 481,858 | 2,023 | ||||||
Morgan Stanley Capital I Trust 2012-C4 | ||||||||
2.99%, 03/15/2045 | 278,242 | 279,443 | ||||||
Morgan Stanley Capital I Trust 2014-CPT | ||||||||
3.35%, 07/13/2029(3) | 4,241,000 | 4,315,122 | ||||||
Morgan Stanley Capital I Trust 2016-UB11 | ||||||||
2.53%, 08/15/2049 | 20,000,000 | 20,170,720 | ||||||
Morgan Stanley Mortgage Loan Trust 2004-3 | ||||||||
5.61%, 04/25/2034(4) | 182,655 | 197,804 | ||||||
Morgan Stanley Mortgage Loan Trust 2004-9 | ||||||||
3.08%, 10/25/2019(4) | 13,717 | 13,305 | ||||||
MortgageIT Trust 2005-2 | ||||||||
2.54% (1 Month LIBOR USD + 0.52%, 0.26% Floor, 11.50% Cap), 05/25/2035(2) | 681,736 | 691,605 | ||||||
MortgageIT Trust 2005-3 | ||||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 11.50% Cap), 08/25/2035(2) | 2,228,720 | 2,223,266 | ||||||
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 | ||||||||
2.51% (1 Month LIBOR USD + 0.48%, 0.24% Floor, 10.00% Cap), 06/15/2030(2) | 210,648 | 210,136 | ||||||
MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | ||||||||
2.47% (1 Month LIBOR USD + 0.44%, 0.22% Floor, 10.00% Cap), 12/15/2030(2) | 49,792 | 48,643 | ||||||
NACC Reperforming Loan REMIC Trust 2004-R2 | ||||||||
6.50%, 10/25/2034(3)(4) | 55,677 | 56,015 | ||||||
NCUA Guaranteed Notes Trust 2010-R3 | ||||||||
2.40%, 12/08/2020 | 57,828 | 57,972 | ||||||
2.62% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 8.00% Cap), 12/08/2020(2) | 1,163,644 | 1,164,329 |
New Residential Mortgage Loan Trust 2017-2 | ||||||||
4.00%, 03/25/2057(3)(4) | 3,573,450 | 3,721,680 | ||||||
New Residential Mortgage Loan Trust 2017-3 | ||||||||
4.00%, 04/25/2057(3)(4) | 5,975,410 | 6,191,109 | ||||||
New Residential Mortgage Loan Trust 2017-4 | ||||||||
4.00%, 05/25/2057(3)(4) | 4,016,917 | 4,189,901 | ||||||
New Residential Mortgage Loan Trust 2018-RPL1 | ||||||||
3.50%, 12/25/2057(3)(4) | 25,772,369 | 26,756,173 | ||||||
Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1 | ||||||||
7.00%, 04/25/2033 | 7,954 | 8,476 | ||||||
5.50%, 05/25/2033 | 8,988 | 9,121 | ||||||
6.00%, 05/25/2033 | 19,888 | 20,443 | ||||||
Oaktown Re II Ltd. | ||||||||
3.57% (1 Month LIBOR USD + 1.55%), 07/25/2028(2)(3) | 2,196,602 | 2,199,306 | ||||||
Oaktown Re III Ltd. | ||||||||
3.42% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 07/25/2029(2)(3) | 2,890,000 | 2,894,696 | ||||||
Prime Mortgage Trust 2004-CL1 | ||||||||
6.00%, 02/25/2034 | 71,133 | 75,847 | ||||||
Provident Funding Mortgage Loan Trust 2005-1 | ||||||||
4.84%, 05/25/2035(4) | 3,443 | 3,441 | ||||||
Radnor Re 2018-1 Ltd. | ||||||||
3.42% (1 Month LIBOR USD + 1.40%), 03/25/2028(2)(3) | 3,454,277 | 3,458,981 | ||||||
RALI Series 2002-QS16 Trust | ||||||||
12.40% (1 Month LIBOR USD + 16.62%, 16.62% Cap), 10/25/2017(2)(8) | 118 | 132 | ||||||
RALI Series 2005-QA6 Trust | ||||||||
5.27%, 05/25/2035(4) | 103,673 | 77,815 | ||||||
RALI Series 2007-QS1 Trust | ||||||||
6.00%, 01/25/2037 | 16,265 | 15,414 | ||||||
RBS Commercial Funding, Inc. 2013-SMV Trust | ||||||||
3.26%, 03/11/2031(3) | 512,000 | 524,630 | ||||||
RBSSP Resecuritization Trust 2009-1 | ||||||||
6.50%, 02/26/2036(3)(4) | 179,442 | 186,119 | ||||||
RBSSP Resecuritization Trust 2009-12 | ||||||||
5.40%, 11/25/2033(3)(4) | 221,381 | 228,339 |
Reperforming Loan REMIC Trust 2005-R1 | ||||||||
0.00%, 03/25/2035(3) | 6,836 | 4,903 | ||||||
Residential Asset Securitization Trust 2003-A14 | ||||||||
4.75%, 02/25/2019 | 133 | 106 | ||||||
Residential Asset Securitization Trust 2003-A8 | ||||||||
4.25%, 10/25/2018 | 2,324 | 2,313 | ||||||
Residential Asset Securitization Trust 2004-A7 | ||||||||
5.50%, 10/25/2034 | 1,908,108 | 1,961,142 | ||||||
Residential Asset Securitization Trust 2005-A2 | ||||||||
3.03% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 03/25/2035(2)(8) | 693,965 | 59,390 | ||||||
Residential Asset Securitization Trust 2006-A4IP | ||||||||
6.00%, 05/25/2036 | 65,464 | 63,918 | ||||||
RFMSI Series 2005-SA4 Trust | ||||||||
4.05%, 09/25/2035(4) | 36,077 | 33,322 | ||||||
Seasoned Credit Risk Transfer Trust Series 2019-1 | ||||||||
3.50%, 07/25/2058 | 11,487,681 | 12,058,033 | ||||||
Seasoned Credit Risk Transfer Trust Series 2019-3 | ||||||||
3.50%, 10/25/2058 | 3,880,000 | 4,183,645 | ||||||
Sequoia Mortgage Trust 2004-10 | ||||||||
2.66% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.50% Cap), 11/20/2034(2) | 41,761 | 42,178 | ||||||
Sequoia Mortgage Trust 2004-11 | ||||||||
2.64% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 11.50% Cap), 12/20/2034(2) | 117,233 | 117,577 | ||||||
Sequoia Mortgage Trust 2004-12 | ||||||||
2.62% (6 Month LIBOR USD + 0.32%, 0.32% Floor, 11.50% Cap), 01/20/2035(2) | 111,686 | 106,346 | ||||||
Sequoia Mortgage Trust 2004-8 | ||||||||
2.74% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 11.50% Cap), 09/20/2034(2) | 788,421 | 782,450 | ||||||
2.76% (6 Month LIBOR USD + 0.74%, 0.37% Floor, 11.50% Cap), 09/20/2034(2) | 119,481 | 119,299 | ||||||
Series RR 2014-1 Trust | ||||||||
0.00%, 05/25/2047(3) | 1,603,000 | 1,370,160 | ||||||
Station Place Securitization Trust Series 2019-WL1 | ||||||||
2.67% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 08/25/2052(2)(3) | 7,025,000 | 7,032,116 | ||||||
Structured Asset Mortgage Investments II Trust 2004-AR5 | ||||||||
2.72% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.00% Cap), 10/19/2034(2) | 119,694 | 120,223 | ||||||
Structured Asset Mortgage Investments II Trust 2005-AR5 | ||||||||
2.31% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 11.00% Cap), 07/19/2035(2) | 457,561 | 455,071 |
Structured Asset Mortgage Investments Trust 2003-CL1 | ||||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 07/25/2032(2) | 261,090 | 255,069 | ||||||
Structured Asset Securities Corp. | ||||||||
4.45%, 12/25/2033(4) | 138,876 | 142,309 | ||||||
4.45%, 12/25/2033(4) | 1,183,555 | 1,184,529 | ||||||
5.21%, 02/25/2034(1) | 189,840 | 197,642 | ||||||
2.37% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 06/25/2035(2)(3) | 71,850 | 64,082 | ||||||
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2003-34A | ||||||||
4.23%, 11/25/2033(4) | 34,751 | 35,308 | ||||||
Tharaldson Hotel Portfolio Trust 2018-THPT | ||||||||
2.79% (1 Month LIBOR USD + 0.75%, 0.85% Floor), 11/11/2034(2)(3) | 1,117,101 | 1,116,912 | ||||||
Thornburg Mortgage Securities Trust 2003-4 | ||||||||
2.66% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.50% Cap), 09/25/2043(2) | 543,648 | 549,963 | ||||||
Thornburg Mortgage Securities Trust 2003-5 | ||||||||
4.18%, 10/25/2043(4) | 2,744,900 | 2,826,768 | ||||||
Thornburg Mortgage Securities Trust 2004-4 | ||||||||
4.17%, 12/25/2044(4) | 309,994 | 316,863 | ||||||
Thornburg Mortgage Securities Trust 2005-1 | ||||||||
4.58%, 04/25/2045(4) | 760,793 | 764,273 | ||||||
Toorak Mortgage Corp. 2019-2 Ltd. | ||||||||
3.72%, 09/25/2022(1) | 6,665,000 | 6,676,800 | ||||||
UBS Commercial Mortgage Trust 2012-C1 | ||||||||
2.24%, 05/10/2045(3)(4) | 1,506,788 | 61,980 | ||||||
UBS Commercial Mortgage Trust 2017-C2 | ||||||||
3.26%, 08/15/2050 | 10,114,000 | 10,609,963 | ||||||
UBS Commercial Mortgage Trust 2017-C5 | ||||||||
3.21%, 11/15/2050 | 21,500,000 | 22,649,994 | ||||||
UBS Commercial Mortgage Trust 2018-C9 | ||||||||
3.85%, 03/15/2051 | 9,650,000 | 10,645,439 | ||||||
UBS-BAMLL Trust | ||||||||
3.66%, 06/10/2030(3) | 1,787,000 | 1,836,946 | ||||||
UBS-Barclays Commercial Mortgage Trust 2012-C2 | ||||||||
1.47%, 05/10/2063(3)(4) | 5,283,937 | 161,069 | ||||||
3.53%, 05/10/2063 | 1,073,000 | 1,106,392 |
UBS-Barclays Commercial Mortgage Trust 2013-C6 | ||||||||
3.24%, 04/10/2046 | 271,000 | 279,497 | ||||||
Vendee Mortgage Trust 1993-1 | ||||||||
7.25%, 02/15/2023 | 166,341 | 177,770 | ||||||
Vendee Mortgage Trust 1994-1 | ||||||||
5.30%, 02/15/2024(4) | 52,892 | 55,500 | ||||||
6.50%, 02/15/2024 | 145,792 | 155,556 | ||||||
Vendee Mortgage Trust 1996-1 | ||||||||
6.75%, 02/15/2026 | 92,451 | 102,984 | ||||||
Vendee Mortgage Trust 1996-2 | ||||||||
6.75%, 06/15/2026 | 41,929 | 46,579 | ||||||
Vendee Mortgage Trust 1997-1 | ||||||||
7.50%, 02/15/2027 | 136,940 | 153,294 | ||||||
Vendee Mortgage Trust 1998-1 | ||||||||
7.00%, 03/15/2028 | 90,180 | 102,193 | ||||||
VNDO 2012-6AVE Mortgage Trust | ||||||||
3.00%, 11/15/2030(3) | 2,283,000 | 2,335,967 | ||||||
VNDO 2013-PENN Mortgage Trust | ||||||||
3.81%, 12/13/2029(3) | 2,500,000 | 2,533,638 | ||||||
Wachovia Bank Commercial Mortgage Trust Series 2006-C24 | ||||||||
0.10%, 03/15/2045(3)(4) | 3,995,761 | 8 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust | ||||||||
4.40%, 08/25/2033(4) | 63,771 | 65,151 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | ||||||||
4.32%, 09/25/2033(4) | 372,815 | 386,936 | ||||||
4.40%, 09/25/2033(4) | 66,584 | 68,418 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust | ||||||||
4.17%, 10/25/2033(4) | 215,777 | 223,343 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust | ||||||||
5.50%, 04/25/2033 | 75,113 | 78,379 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-S4 | ||||||||
11.91% (1 Month LIBOR USD + 17.46%, 17.46% Cap), 06/25/2033(2)(8) | 21,532 | 27,486 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust | ||||||||
0.00%, 10/25/2033 | 3,187 | 2,912 | ||||||
5.25%, 10/25/2033 | 283,766 | 293,142 |
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust | ||||||||
4.50%, 06/25/2034(4) | 2,201,159 | 2,260,934 | ||||||
4.50%, 06/25/2034(4) | 124,033 | 127,401 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust | ||||||||
4.40%, 01/25/2035(4) | 2,151,314 | 2,225,003 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust | ||||||||
6.00%, 08/25/2034 | 675,720 | 733,577 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust | ||||||||
6.50%, 10/25/2034 | 2,147,009 | 2,320,231 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-CB4 Trust | ||||||||
5.50%, 12/25/2019 | 1,619 | 1,613 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-RS2 | ||||||||
5.00%, 11/25/2033 | 48,005 | 49,663 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust | ||||||||
5.50%, 06/25/2034 | 292,661 | 310,131 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-S3 Trust | ||||||||
5.00%, 07/25/2034 | 39,066 | 39,767 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust | ||||||||
3.87%, 09/25/2036(4) | 7,699 | 6,629 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | ||||||||
3.88%, 08/25/2046(4) | 54,053 | 52,218 | ||||||
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust | ||||||||
0.00%, 03/25/2035 | 11,410 | 9,250 | ||||||
5.50%, 03/25/2035 | 89,525 | 91,363 | ||||||
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust | ||||||||
2.98% (1 Month LIBOR USD + 5.00%, 5.00% Cap), 04/25/2035(2)(8) | 222,647 | 30,913 | ||||||
3.03% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 04/25/2035(2)(8) | 664,569 | 80,675 | ||||||
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust | ||||||||
5.50%, 06/25/2035 | 243,565 | 241,480 | ||||||
5.50%, 06/25/2035 | 246,263 | 50,663 | ||||||
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust | ||||||||
5.50%, 08/25/2035 | 41,391 | 40,597 |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | ||||||||
5.75%, 02/25/2036 | 17,702 | 16,738 | ||||||
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust | ||||||||
0.00%, 03/25/2033 | 103 | 94 | ||||||
Wells Fargo Alternative Loan 2003-1 Trust | ||||||||
0.00%, 09/25/2033 | 4,745 | 4,440 | ||||||
Wells Fargo Alternative Loan 2007-PA3 Trust | ||||||||
5.75%, 07/25/2037 | 20,177 | 19,599 | ||||||
Wells Fargo Commercial Mortgage Trust 2013-120B | ||||||||
2.80%, 03/18/2028(3)(4) | 1,548,000 | 1,547,296 | ||||||
Wells Fargo Commercial Mortgage Trust 2014-LC16 | ||||||||
2.82%, 08/15/2050 | 64,430 | 64,367 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-C26 | ||||||||
2.99%, 02/15/2048 | 9,300,000 | 9,516,969 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-C29 | ||||||||
3.37%, 06/15/2048 | 10,000,000 | 10,554,385 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-C30 | ||||||||
3.66%, 09/15/2058 | 729,000 | 782,851 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-C31 | ||||||||
3.70%, 11/15/2048 | 3,280,000 | 3,532,732 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-NXS2 | ||||||||
3.50%, 07/15/2058 | 15,000,000 | 15,921,909 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-P2 | ||||||||
3.81%, 12/15/2048 | 1,862,631 | 2,021,106 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-C34 | ||||||||
3.10%, 06/15/2049 | 3,440,000 | 3,589,375 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-LC25 | ||||||||
3.64%, 12/15/2059 | 2,834,000 | 3,065,834 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-NXS6 | ||||||||
2.64%, 11/15/2049 | 20,000,000 | 20,358,572 | ||||||
Wells Fargo Commercial Mortgage Trust 2017-C38 | ||||||||
3.19%, 07/15/2050 | 13,800,000 | 14,551,795 | ||||||
Wells Fargo Commercial Mortgage Trust 2017-C42 | ||||||||
3.59%, 12/15/2050 | 4,300,000 | 4,652,589 |
Wells Fargo Commercial Mortgage Trust 2019-C49 | ||||||||
3.76%, 03/15/2052 | 1,085,000 | 1,196,250 | ||||||
Wells Fargo Mortgage Backed Securities 2003-K Trust | ||||||||
4.62%, 11/25/2033(4) | 136,887 | 140,610 | ||||||
4.62%, 11/25/2033(4) | 5,251 | 5,417 | ||||||
Wells Fargo Mortgage Backed Securities 2004-4 Trust | ||||||||
5.50%, 05/25/2034 | 36,313 | 37,568 | ||||||
Wells Fargo Mortgage Backed Securities 2004-B Trust | ||||||||
4.95%, 02/25/2034(4) | 37,006 | 38,034 | ||||||
Wells Fargo Mortgage Backed Securities 2004-EE Trust | ||||||||
4.77%, 12/25/2034(4) | 107,908 | 111,588 | ||||||
4.77%, 12/25/2034(4) | 35,222 | 36,492 | ||||||
4.95%, 12/25/2034(4) | 1,309,015 | 1,355,621 | ||||||
4.95%, 12/25/2034(4) | 53,943 | 56,356 | ||||||
Wells Fargo Mortgage Backed Securities 2004-I Trust | ||||||||
4.85%, 07/25/2034(4) | 215,259 | 224,441 | ||||||
Wells Fargo Mortgage Backed Securities 2004-P Trust | ||||||||
4.86%, 09/25/2034(4) | 427,478 | 444,074 | ||||||
Wells Fargo Mortgage Backed Securities 2004-V Trust | ||||||||
4.92%, 10/25/2034(4) | 68,579 | 71,047 | ||||||
4.92%, 10/25/2034(4) | 87,959 | 92,404 | ||||||
Wells Fargo Mortgage Backed Securities 2005-14 Trust | ||||||||
0.00%, 12/25/2035 | 8,509 | 7,902 | ||||||
5.50%, 12/25/2035 | 56,273 | 59,294 | ||||||
Wells Fargo Mortgage Backed Securities 2005-AR3 Trust | ||||||||
4.98%, 03/25/2035(4) | 934,714 | 973,837 | ||||||
Wells Fargo Mortgage Backed Securities 2005-AR8 Trust | ||||||||
4.99%, 06/25/2035(4) | 89,771 | 90,940 | ||||||
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust | ||||||||
4.97%, 06/25/2035(4) | 2,564,944 | 2,670,255 | ||||||
Wells Fargo Mortgage Backed Securities 2007-11 Trust | ||||||||
6.00%, 08/25/2037 | 108,721 | 110,608 | ||||||
Wells Fargo Mortgage Backed Securities 2007-7 Trust | ||||||||
6.00%, 06/25/2037 | 18,149 | 18,244 |
WFRBS Commercial Mortgage Trust 2011-C3 | ||||||||
4.38%, 03/15/2044(3) | 1,059,000 | 1,086,528 | ||||||
WFRBS Commercial Mortgage Trust 2012-C6 | ||||||||
3.44%, 04/15/2045 | 9,470,780 | 9,657,239 | ||||||
WFRBS Commercial Mortgage Trust 2013-C11 | ||||||||
4.40%, 03/15/2045(3)(4) | 300,000 | 303,313 | ||||||
WFRBS Commercial Mortgage Trust 2013-C14 | ||||||||
3.07%, 06/15/2046 | 2,244,000 | 2,310,991 | ||||||
3.34%, 06/15/2046 | 229,750 | 238,543 | ||||||
WFRBS Commercial Mortgage Trust 2014-C21 | ||||||||
3.68%, 08/15/2047 | 7,000,000 | 7,439,144 | ||||||
WFRBS Commercial Mortgage Trust 2014-C23 | ||||||||
3.64%, 10/15/2057 | 3,500,000 | 3,626,074 | ||||||
WFRBS Commercial Mortgage Trust 2014-C25 | ||||||||
3.63%, 11/15/2047 | 3,846,000 | 4,092,706 | ||||||
WFRBS Commercial Mortgage Trust 2014-LC14 | ||||||||
3.77%, 03/15/2047 | 10,000,000 | 10,596,067 | ||||||
|
| |||||||
Total Mortgage-Backed Obligations (Cost: $5,486,416,922) | 5,681,458,586 | |||||||
|
| |||||||
Total Bonds & Notes (Cost: $14,454,124,902) |
| 15,146,434,668 | ||||||
|
| |||||||
Shares | Value | |||||||
PREFERRED STOCKS 0.02% | ||||||||
Financials 0.02% | ||||||||
State Street Corp., 5.35% | 95,000 | $ | 2,542,200 | |||||
|
| |||||||
Total Preferred Stocks (Cost: $2,375,000) |
| 2,542,200 | ||||||
|
| |||||||
SHORT-TERM INVESTMENTS 4.25% | ||||||||
Money Market Funds 4.19% | ||||||||
Fidelity Institutional Money Market Government Fund - Class I, 1.90%(11)(12) | 653,400,446 | 653,400,446 | ||||||
|
| |||||||
Total Money Market Funds (Cost: $653,400,446) | 653,400,446 | |||||||
|
|
Principal Amount | Value | |||||||
U.S. Treasury Bills 0.01% | ||||||||
U.S. Treasury Bill, 0.00%, 02/27/2020(7) | $ | 1,250,000 | 1,240,778 | |||||
|
| |||||||
Total U.S. Treasury Bills (Cost: $1,237,248) | 1,240,778 | |||||||
|
| |||||||
Time Deposits 0.05% | ||||||||
Banco Santander, Frankfurt, 1.40% due 10/01/2019 | 373,193 | 373,193 | ||||||
BBVA, Madrid, 1.40% due 10/01/2019 | 7,810,145 | 7,810,145 | ||||||
|
| |||||||
Total Time Deposits (Cost: $8,183,338) | 8,183,338 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $662,821,032) |
| 662,824,562 | ||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 101.42% | ||||||||
(Cost: $15,119,320,934) | 15,811,801,430 | |||||||
|
| |||||||
LIABILITIES IN EXCESS OF OTHER ASSETS (1.42)% | (220,747,577 | ) | ||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 15,591,053,853 | ||||||
|
|
Percentages are stated as a percent of net assets.
(1) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. The rate reported is the rate in effect as of September 30, 2019. |
(2) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2019. |
(3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $2,720,662,965, which represents 17.45% of total net assets. |
(4) | Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of September 30, 2019. |
(5) | Security that is restricted at September 30, 2019. The value of the restricted security totals $963,234, which represents 0.01% of total net assets. |
(6) | Security in default as of September 30, 2019. The value of these securities total $402,428, which represents 0.00% of total net assets. |
(7) | Partially assigned as collateral for certain future contracts. The value of these pledged issues totals $11,609,106, which represents 0.07% of total net assets. |
(8) | Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. |
(9) | Inflation protected security. The value of these securities total $6,393,569, which represents 0.04% of total net assets. |
(10) | Delayed delivery purchase commitment security. The value of these securities total $257,808,226, which represents 1.65% of total net assets. |
(11) | Represents annualized seven-day yield as of the close of the reporting period. |
(12) | Partially assigned as collateral for certain delayed delivery securities. |
(13) | Security is categorized as Level 3 per the Trusts fair value hierarchy. The value of these securities totals $67,098,099, which represents 0.43% 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) | ||||||||||||||||||
162 | U.S. 2 Year Note Future | J.P. Morgan | Dec. 2019 | $ | 34,959,041 | $ | 34,911,000 | $ | (48,041 | ) | ||||||||||||||
4,148 | U.S. 5 Year Note Future | J.P. Morgan | Dec. 2019 | 494,871,275 | 494,227,721 | (643,554 | ) | |||||||||||||||||
1,342 | U.S. Ultra Long-Term Bond Future | J.P. Morgan | Dec. 2019 | 261,510,420 | 257,538,188 | (3,972,232 | ) | |||||||||||||||||
|
| |||||||||||||||||||||||
(4,663,827 | ) | |||||||||||||||||||||||
|
| |||||||||||||||||||||||
Number of Contracts Sold | Reference Entity | Counterparty | Expiration Date | Notional Amount | Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
(228) | U.S. 10 Year Note Future | J.P. Morgan | Dec. 2019 | $ | (29,654,062 | ) | $ | (29,711,250 | ) | $ | (57,188 | ) | ||||||||||||
(38) | U.S. Long Bond Future | J.P. Morgan | Dec. 2019 | (6,287,322 | ) | (6,167,875 | ) | 119,447 | ||||||||||||||||
|
| |||||||||||||||||||||||
62,259 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||
$ | (4,601,568 | ) | ||||||||||||||||||||||
|
|
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 | ||||||||||||||||||||||
2.49% | U.S. Federal Funds Effective Rate Index | Received | Annually | 10/31/2025 | $ | 250,315,000 | $ | (1,154,811 | ) | $ | (17,332,068 | ) | $ | (18,486,879 | ) | |||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||
$ | (1,154,811 | ) | $ | (17,332,068 | ) | $ | (18,486,879 | ) | ||||||||||||||||||||||
|
|
|
|
|
|
Bridge Builder Core Bond Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Core Bond Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Asset-Backed Obligations | $ | | $ | 1,799,647,394 | $ | 50,785,331 | $ | 1,850,432,725 | ||||||||
Corporate Bonds | ||||||||||||||||
Basic Materials | | 174,799,970 | | 174,799,970 | ||||||||||||
Communications | | 331,812,175 | | 331,812,175 | ||||||||||||
Consumer, Cyclical | | 236,054,435 | | 236,054,435 | ||||||||||||
Consumer, Non-cyclical | | 599,923,006 | | 599,923,006 | ||||||||||||
Diversified | | 3,761,695 | | 3,761,695 | ||||||||||||
Energy | | 511,956,876 | | 511,956,876 | ||||||||||||
Financials | | 1,894,730,007 | | 1,894,730,007 | ||||||||||||
Industrials | | 226,487,271 | | 226,487,271 | ||||||||||||
Technology | | 207,085,026 | | 207,085,026 | ||||||||||||
Utilities | | 513,701,884 | | 513,701,884 | ||||||||||||
Government Related | | 2,914,231,012 | | 2,914,231,012 | ||||||||||||
Mortgage-Backed Obligations | | 5,665,145,818 | 16,312,768 | 5,681,458,586 | ||||||||||||
Preferred Stocks | ||||||||||||||||
Financials | 2,542,200 | | | 2,542,200 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 653,400,446 | | | 653,400,446 | ||||||||||||
U.S. Treasury Bills | | 1,240,778 | | 1,240,778 | ||||||||||||
Time Deposits | | 8,183,338 | | 8,183,338 | ||||||||||||
Futures Contracts (1) | 119,447 | | | 119,447 | ||||||||||||
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Total Assets | $ | 656,062,093 | $ | 15,088,760,685 | $ | 67,098,099 | $ | 15,811,920,877 | ||||||||
Liabilities | ||||||||||||||||
Futures Contracts (1) | $ | (4,721,015 | ) | $ | | $ | | $ | (4,721,015 | ) | ||||||
Swap Contracts (1) | | (18,486,879 | ) | | (18,486,879 | ) | ||||||||||
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Total Liabilities | $ | (4,721,015 | ) | $ | (18,486,879 | ) | $ | | $ | (23,207,894 | ) |
(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 Schedule of Investments. Credit default swaps and interest rate swaps are reported at market value. |
Bridge Builder Core Plus Bond Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Principal Amount | Value | |||||||
BONDS & NOTES 95.77% | ||||||||
Asset-Backed Obligations 11.64% | ||||||||
ABFC 2005-WMC1 Trust | ||||||||
2.75% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 06/25/2035(1) | $ | 7,005,762 | $ | 6,874,375 | ||||
ABFC 2007-NC1 Trust | ||||||||
2.32% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 05/25/2037(1)(2) | 6,972,154 | 6,845,536 | ||||||
ACC Trust 2018-1 | ||||||||
3.70%, 12/21/2020(2) | 79,882 | 79,982 | ||||||
Accredited Mortgage Loan Trust 2003-2 | ||||||||
2.72% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 13.00% Cap), 10/25/2033(1) | 1,562,040 | 1,547,633 | ||||||
Accredited Mortgage Loan Trust 2006-2 | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 09/25/2036(1) | 633,850 | 623,282 | ||||||
ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3 | ||||||||
2.95% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 11/25/2034(1) | 3,448,112 | 3,468,388 | ||||||
ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3 | ||||||||
2.72% (1 Month LIBOR USD + 0.71%, 0.47% Floor), 05/25/2035(1) | 7,185,000 | 7,192,283 | ||||||
Adams Outdoor Advertising LP | ||||||||
5.65%, 11/15/2048(2) | 1,475,000 | 1,529,302 | ||||||
Aegis Asset Backed Securities Trust 2005-5 | ||||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 12/25/2035(1) | 2,796,220 | 2,796,266 | ||||||
Allegro CLO III Ltd. | ||||||||
3.12% (3 Month LIBOR USD + 0.84%), 07/25/2027(1)(2) | 1,970,000 | 1,965,469 | ||||||
Ally Auto Receivables Trust 2018-2 | ||||||||
2.92%, 11/15/2022 | 5,510,000 | 5,547,407 | ||||||
Ally Auto Receivables Trust 2019-2 | ||||||||
2.23%, 01/16/2024 | 10,000,000 | 10,058,145 | ||||||
Ambac LSNI LLC | ||||||||
7.10% (3 Month LIBOR USD + 5.00%), 02/12/2023(1)(2) | 4,910,864 | 4,959,972 | ||||||
American Credit Acceptance Receivables Trust 2018-3 | ||||||||
2.92%, 08/12/2021(2) | 1,413,719 | 1,414,172 |
American Credit Acceptance Receivables Trust 2019-3 | ||||||||
2.89%, 09/12/2025(2) | 3,810,000 | 3,815,475 | ||||||
American Express Credit Account Master Trust | ||||||||
1.77%, 11/15/2022 | 8,415,000 | 8,403,270 | ||||||
2.04%, 05/15/2023 | 100,000 | 100,109 | ||||||
3.06%, 02/15/2024 | 14,966,000 | 15,279,756 | ||||||
2.67%, 11/15/2024 | 2,690,000 | 2,743,929 | ||||||
2.61% (1 Month LIBOR USD + 0.58%), 02/18/2025(1) | 1,675,000 | 1,675,592 | ||||||
2.00%, 04/15/2025 | 11,290,000 | 11,339,100 | ||||||
American Homes 4 Rent 2014-SFR2 Trust | ||||||||
6.23%, 10/17/2036(2) | 515,000 | 573,332 | ||||||
American Homes 4 Rent 2015-SFR1 | ||||||||
5.64%, 04/17/2052(2) | 6,400,000 | 6,986,616 | ||||||
5.89%, 04/17/2052(2) | 2,378,000 | 2,567,524 | ||||||
AmeriCredit Automobile Receivables 2016-1 | ||||||||
3.59%, 02/08/2022 | 916,000 | 925,401 | ||||||
AmeriCredit Automobile Receivables Trust 2015-3 | ||||||||
3.34%, 08/08/2021 | 1,165,000 | 1,168,698 | ||||||
AmeriCredit Automobile Receivables Trust 2016-2 | ||||||||
3.65%, 05/09/2022 | 605,000 | 613,361 | ||||||
AmeriCredit Automobile Receivables Trust 2016-3 | ||||||||
2.24%, 04/08/2022 | 2,000,000 | 1,999,253 | ||||||
Americredit Automobile Receivables Trust 2016-4 | ||||||||
2.74%, 12/08/2022 | 1,795,000 | 1,804,785 | ||||||
Americredit Automobile Receivables Trust 2018-2 | ||||||||
3.59%, 06/18/2024 | 5,970,000 | 6,155,524 | ||||||
4.01%, 07/18/2024 | 2,940,000 | 3,061,894 | ||||||
Americredit Automobile Receivables Trust 2018-3 | ||||||||
4.04%, 11/18/2024 | 4,310,000 | 4,511,640 | ||||||
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Series 2004-R8 | ||||||||
2.98% (1 Month LIBOR USD + 0.96%, 0.64% Floor), 09/25/2034(1) | 368,994 | 369,182 | ||||||
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Series 2005-R5 | ||||||||
2.75% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 07/25/2035(1) | 4,284,043 | 4,281,033 | ||||||
Ammc Clo 19 Ltd. | ||||||||
3.80% (3 Month LIBOR USD + 1.50%), 10/15/2028(1)(2) | 4,255,000 | 4,253,766 |
Applebees Funding LLC / IHOP Funding LLC | ||||||||
4.19%, 06/07/2049(2) | 6,740,000 | 6,894,076 | ||||||
Arbor Realty Commercial Real Estate Notes 2019-FL1 Ltd. | ||||||||
3.18% (1 Month LIBOR USD + 1.15%), 05/15/2037(1)(2) | 5,000,000 | 5,000,000 | ||||||
Arbour CLO IV DAC | ||||||||
0.87% (3 Month EURIBOR + 0.87%, 0.87% Floor), 01/15/2030(1)(2) | EUR | 2,400,000 | 2,615,027 | |||||
Argent Securities, Inc. Asset Back Pass Thr Certs Series 2004-W5 | ||||||||
2.92% (1 Month LIBOR USD + 0.90%, 0.45% Floor), 04/25/2034(1) | $ | 1,813,357 | 1,820,273 | |||||
Ascentium Equipment Receivables 2017-1 Trust | ||||||||
2.29%, 06/10/2021(2) | 97,717 | 97,738 | ||||||
Atrium XII | ||||||||
3.11% (3 Month LIBOR USD + 0.83%), 04/22/2027(1)(2) | 5,570,000 | 5,567,215 | ||||||
Aurium CLO CLO III DAC | ||||||||
0.00% (3 Month EURIBOR + 0.67%, 0.67% Floor), 04/16/2030(1)(2)(3) | EUR | 900,000 | 980,955 | |||||
Avis Budget Rental Car Funding AESOP LLC | ||||||||
2.72%, 11/20/2022(2) | $ | 1,545,000 | 1,557,763 | |||||
2.97%, 03/20/2024(2) | 19,773,000 | 20,200,828 | ||||||
BA Credit Card Trust | ||||||||
3.10%, 12/15/2023 | 20,675,000 | 21,123,005 | ||||||
Barings BDC Static CLO Ltd. 2019-1 | ||||||||
3.32% (3 Month LIBOR USD + 1.02%, 1.02% Floor), 04/15/2027(1)(2) | 11,863,702 | 11,823,021 | ||||||
Barings CLO Ltd. 2013-I | ||||||||
3.08% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/20/2028(1)(2) | 5,130,000 | 5,122,987 | ||||||
Barings CLO Ltd. 2016-II | ||||||||
3.36% (3 Month LIBOR USD + 1.08%, 1.08% Floor), 07/20/2028(1)(2) | 3,710,000 | 3,710,052 | ||||||
Bayview Koitere Fund Trust 2019-RN3 | ||||||||
3.97%, 07/28/2033(2)(4) | 938,529 | 939,649 | ||||||
Bayview Opportunity Master Fund IIIa Trust 2018-RN8 | ||||||||
4.07%, 09/28/2033(2)(4) | 165,498 | 166,079 | ||||||
Bayview Opportunity Master Fund IVa Trust 2017-RT1 | ||||||||
3.00%, 03/28/2057(2)(5) | 165,303 | 166,936 | ||||||
Bayview Opportunity Master Fund IVa Trust 2017-SPL5 | ||||||||
3.50%, 06/28/2057(2)(5) | 290,120 | 295,036 | ||||||
Bayview Opportunity Master Fund IVa Trust 2019-RN2 | ||||||||
3.97%, 03/28/2034(2)(4) | 1,324,291 | 1,331,324 |
Bayview Opportunity Master Fund IVb Trust 2017-RT2 | ||||||||
3.50%, 08/28/2057(2)(5) | 1,017,755 | 1,037,467 | ||||||
Bayview Opportunity Master Fund IVb Trust 2018-RN9 | ||||||||
4.21%, 10/29/2033(2)(4) | 589,777 | 591,524 | ||||||
Bayview Opportunity Master Fund Trust IVb 2019-RN1 | ||||||||
4.09%, 02/28/2034(2)(4) | 1,154,713 | 1,161,922 | ||||||
BCMSC Trust 1999-B | ||||||||
6.61%, 12/15/2029(5) | 3,594,315 | 1,030,620 | ||||||
Bear Stearns Asset Backed Securities I Trust 2007-HE2 | ||||||||
2.18% (1 Month LIBOR USD + 0.16%, 0.16% Floor), 02/25/2037(1) | 16,969,523 | 17,332,034 | ||||||
Benefit Street Partners CLO IV Ltd. | ||||||||
4.03% (3 Month LIBOR USD + 1.75%, 1.75% Floor), 01/20/2029(1)(2) | 4,280,000 | 4,275,647 | ||||||
Blackbird Capital Aircraft Lease Securitization Ltd. 2016-1 | ||||||||
4.21%, 12/16/2041(2)(4) | 1,241,667 | 1,280,633 | ||||||
BlueMountain CLO 2013-1 Ltd. | ||||||||
3.51% (3 Month LIBOR USD + 1.23%, 1.23% Floor), 01/20/2029(1)(2) | 3,520,000 | 3,526,209 | ||||||
BlueMountain CLO 2015-2 Ltd. | ||||||||
3.23% (3 Month LIBOR USD + 0.93%, 0.93% Floor), 07/18/2027(1)(2) | 3,395,000 | 3,394,895 | ||||||
3.80% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 07/18/2027(1)(2) | 1,915,000 | 1,902,210 | ||||||
BMW Canada Auto Trust | ||||||||
2.15%, 10/20/2021(2) | CAD | 1,733,997 | 1,308,831 | |||||
BRE Grand Islander Timeshare Issuer 2019-A LLC | ||||||||
3.28%, 09/26/2033(2) | $ | 3,004,384 | 3,060,514 | |||||
California Republic Auto Receivables Trust 2017-1 | ||||||||
3.76%, 12/15/2023 | 1,300,000 | 1,320,195 | ||||||
California Republic Auto Receivables Trust 2018-1 | ||||||||
4.33%, 04/15/2025 | 2,050,000 | 2,134,170 | ||||||
CAM Mortgage Trust 2018-1 | ||||||||
3.96%, 12/01/2065(2)(4) | 38,615 | 38,596 | ||||||
Capital One Multi-Asset Execution Trust | ||||||||
1.99%, 07/17/2023 | 3,135,000 | 3,135,697 | ||||||
2.05%, 08/15/2023 | 12,515,000 | 12,528,706 | ||||||
2.43%, 01/15/2025 | 8,440,000 | 8,553,808 | ||||||
2.06%, 08/15/2028 | 5,365,000 | 5,333,325 |
Capitalsource Real Estate Loan Trust | ||||||||
2.67% (3 Month LIBOR USD + 0.39%), 01/20/2037(1)(2) | 1,291,910 | 1,271,224 | ||||||
2.93% (3 Month LIBOR USD + 0.65%), 01/20/2037(1)(2) | 3,400,000 | 3,211,327 | ||||||
3.03% (3 Month LIBOR USD + 0.75%), 01/20/2037(1)(2) | 1,200,000 | 1,096,451 | ||||||
3.13% (3 Month LIBOR USD + 0.85%), 01/20/2037(1)(2) | 700,000 | 545,850 | ||||||
Carlyle Global Market Strategies CLO 2015-3 Ltd. | ||||||||
3.26% (3 Month LIBOR USD + 1.00%), 07/28/2028(1)(2) | 11,615,000 | 11,634,595 | ||||||
Carlyle Global Market Strategies Euro CLO 2016-2 DAC | ||||||||
0.87% (3 Month EURIBOR + 0.87%, 0.87% Floor), 01/18/2030(1)(2) | EUR | 3,900,000 | 4,253,742 | |||||
Carmax Auto Owner Trust 2016-3 | ||||||||
1.90%, 04/15/2022 | $ | 3,752,000 | 3,743,639 | |||||
Carmax Auto Owner Trust 2019-2 | ||||||||
3.41%, 10/15/2025 | 2,055,000 | 2,113,962 | ||||||
Carmax Auto Owner Trust 2019-3 | ||||||||
2.85%, 01/15/2026 | 1,120,000 | 1,130,405 | ||||||
Castlelake Aircraft Securitization Trust | ||||||||
3.97%, 07/15/2042 | 995,481 | 1,009,514 | ||||||
Castlelake Aircraft Securitization Trust 2018-1 | ||||||||
4.13%, 06/15/2043(2) | 6,229,239 | 6,376,138 | ||||||
CBAM 2019-9 Ltd. | ||||||||
4.01% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 02/12/2030(1)(2) | 9,410,000 | 9,433,666 | ||||||
CCG Receivables Trust 2017-1 | ||||||||
1.84%, 11/14/2023(2) | 201,165 | 200,857 | ||||||
Cent CLO 24 Ltd. | ||||||||
3.37% (3 Month LIBOR USD + 1.07%), 10/15/2026(1)(2) | 19,150,000 | 19,140,425 | ||||||
Centex Home Equity Loan Trust 2005-B | ||||||||
2.66% (1 Month LIBOR USD + 0.65%, 0.43% Floor), 03/25/2035(1) | 5,182,714 | 5,146,397 | ||||||
Chase Issuance Trust | ||||||||
1.84%, 04/15/2022 | 4,085,000 | 4,080,618 | ||||||
CHEC Loan Trust 2004-2 | ||||||||
2.66% (1 Month LIBOR USD + 0.64%, 0.64% Floor), 06/25/2034(1) | 1,297,282 | 1,291,805 | ||||||
CIFC Funding 2015-IV Ltd. | ||||||||
3.43% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2027(1)(2) | 3,920,000 | 3,918,593 | ||||||
CIFC Funding 2015-V Ltd. | ||||||||
3.14% (3 Month LIBOR USD + 0.86%), 10/25/2027(1)(2) | 2,990,000 | 2,980,940 |
Citibank Credit Card Issuance Trust | ||||||||
1.92%, 04/07/2022 | 12,310,000 | 12,301,920 | ||||||
1.86%, 08/08/2022 | 2,060,000 | 2,057,892 | ||||||
Citigroup Mortgage Loan Trust 2007-AHL1 | ||||||||
2.16% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 12/25/2036(1) | 3,359,427 | 3,340,562 | ||||||
Citigroup Mortgage Loan Trust, Inc. | ||||||||
2.65% (1 Month LIBOR USD + 0.63%, 0.42% Floor), 02/25/2035(1) | 2,788,980 | 2,775,113 | ||||||
2.92% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 09/25/2035(1) | 7,900,000 | 7,786,043 | ||||||
2.62% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 10/25/2035(1) | 14,327,000 | 12,412,762 | ||||||
CNH Equipment Trust 2017-C | ||||||||
2.08%, 02/15/2023 | 1,245,000 | 1,245,426 | ||||||
2.54%, 05/15/2025 | 60,000 | 60,678 | ||||||
Coinstar Funding LLC Series 2017-1 | ||||||||
5.22%, 04/25/2047(2) | 11,808,200 | 12,160,841 | ||||||
Cole Park CLO Ltd. 2015-1 | ||||||||
3.33% (3 Month LIBOR USD + 1.05%), 10/20/2028(1)(2) | 6,820,000 | 6,820,177 | ||||||
College Ave Student Loans 2018-A LLC | ||||||||
3.22% (1 Month LIBOR USD + 1.20%), 12/26/2047(1)(2) | 2,449,070 | 2,424,661 | ||||||
4.13%, 12/26/2047(2) | 3,339,640 | 3,536,979 | ||||||
College Avenue Student Loans LLC | ||||||||
3.67% (1 Month LIBOR USD + 1.65%, 1.65% Floor), 11/26/2046(1)(2) | 5,264,791 | 5,283,752 | ||||||
Colony American Finance 2015-1 Ltd. | ||||||||
4.83%, 10/15/2047(2) | 725,000 | 733,024 | ||||||
Conseco Finance Securitizations Corp. | ||||||||
8.06%, 09/01/2029(5) | 13,069,578 | 5,617,542 | ||||||
7.97%, 05/01/2032 | 735,112 | 297,897 | ||||||
8.31%, 05/01/2032(5) | 8,518,143 | 3,599,155 | ||||||
Conseco Financial Corp. | ||||||||
7.70%, 05/15/2027 | 8,076,407 | 7,784,206 | ||||||
Continental Airlines 2000-1 Class A-1 Pass Through Trust | ||||||||
8.05%, 11/01/2020 | 159,127 | 163,240 | ||||||
CoreVest American Finance 2018-1 Trust | ||||||||
3.80%, 06/15/2051(2) | 1,799,500 | 1,859,080 | ||||||
Countrywide Asset-Backed Certificates | ||||||||
2.27% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/25/2036(1) | 990,000 | 930,598 |
2.26% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 03/25/2036(1) | 2,945,296 | 2,721,250 | ||||||
2.41% (1 Month LIBOR USD + 0.39%, 0.39% Floor), 04/25/2036(1) | 1,000,000 | 894,339 | ||||||
2.44% (1 Month LIBOR USD + 0.42%, 0.42% Floor), 06/25/2036(1) | 2,000,000 | 1,895,429 | ||||||
2.19% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2037(1) | 4,878,076 | 4,555,543 | ||||||
2.20% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 06/25/2047(1) | 44,013,076 | 42,229,639 | ||||||
CPS Auto Receivables Trust 2016-C | ||||||||
5.92%, 06/15/2022(2) | 1,985,000 | 2,034,787 | ||||||
CPS Auto Receivables Trust 2017-C | ||||||||
3.79%, 06/15/2023(2) | 1,530,000 | 1,556,312 | ||||||
CPS Auto Receivables Trust 2017-D | ||||||||
3.73%, 09/15/2023(2) | 645,000 | 654,516 | ||||||
CPS Auto Receivables Trust 2018-B | ||||||||
4.26%, 03/15/2024(2) | 1,715,000 | 1,772,541 | ||||||
CPS Auto Receivables Trust 2019-A | ||||||||
4.35%, 12/16/2024(2) | 1,970,000 | 2,046,582 | ||||||
CPS Auto Trust | ||||||||
4.53%, 01/17/2023(2) | 1,465,000 | 1,492,651 | ||||||
Credit Acceptance Auto Loan Trust 2017-3 | ||||||||
3.48%, 10/15/2026(2) | 1,980,000 | 2,010,201 | ||||||
Credit Acceptance Auto Loan Trust 2018-1 | ||||||||
3.77%, 06/15/2027(2) | 2,255,000 | 2,303,859 | ||||||
Credit Acceptance Auto Loan Trust 2018-2 | ||||||||
4.16%, 09/15/2027(2) | 3,045,000 | 3,160,359 | ||||||
Credit Acceptance Auto Loan Trust 2018-3 | ||||||||
4.04%, 12/15/2027(2) | 3,110,000 | 3,225,539 | ||||||
Credit Acceptance Auto Loan Trust 2019-1 | ||||||||
3.94%, 06/15/2028(2) | 9,810,000 | 10,166,797 | ||||||
CVS Pass-Through Trust | ||||||||
6.94%, 01/10/2030 | 1,038,921 | 1,227,245 | ||||||
CWABS Asset-Backed Certificates Trust 2005-7 | ||||||||
2.60% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 11/25/2035(1) | 787,776 | 787,980 | ||||||
CWABS Asset-Backed Certificates Trust 2007-12 | ||||||||
2.76% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 08/25/2047(1) | 6,340,546 | 6,280,548 | ||||||
CWABS Revolving Home Equity Loan Trust 2004-T | ||||||||
2.27% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 16.00% Cap), 02/15/2030(1) | 9,264,162 | 9,044,046 |
DB Master Finance LLC | ||||||||
4.03%, 11/20/2047(2) | 1,586,738 | 1,643,797 | ||||||
4.35%, 05/20/2049(2) | 3,022,425 | 3,193,041 | ||||||
Delta Air Lines 2002-1 Class G-1 Pass Through Trust | ||||||||
6.72%, 01/02/2023 | 1,571,755 | 1,668,260 | ||||||
Denali Capital CLO X LLC | ||||||||
3.32% (3 Month LIBOR USD + 1.05%), 10/26/2027(1)(2) | 6,500,000 | 6,493,851 | ||||||
Discover Card Execution Note Trust | ||||||||
1.90%, 10/17/2022 | 11,715,000 | 11,707,493 | ||||||
3.11%, 01/16/2024 | 8,520,000 | 8,703,108 | ||||||
Dominos Pizza Master Issuer LLC | ||||||||
4.12%, 07/25/2047(2) | 3,283,000 | 3,434,675 | ||||||
4.12%, 07/25/2048(2) | 1,589,875 | 1,650,481 | ||||||
4.33%, 07/25/2048(2) | 2,458,875 | 2,591,900 | ||||||
Drive Auto Receivables Trust | ||||||||
4.30%, 09/16/2024 | 3,195,000 | 3,280,793 | ||||||
Drive Auto Receivables Trust 2018-2 | ||||||||
4.14%, 08/15/2024 | 1,715,000 | 1,755,622 | ||||||
Drive Auto Receivables Trust 2018-5 | ||||||||
4.30%, 04/15/2026 | 2,685,000 | 2,782,121 | ||||||
Drive Auto Receivables Trust 2019-1 | ||||||||
4.09%, 06/15/2026 | 3,590,000 | 3,717,596 | ||||||
Driven Brands Funding LLC | ||||||||
4.74%, 04/20/2048(2) | 1,377,563 | 1,443,548 | ||||||
4.64%, 04/20/2049(2) | 4,422,775 | 4,659,438 | ||||||
Dryden 30 Senior Loan Fund | ||||||||
2.98% (3 Month LIBOR USD + 0.82%), 11/15/2028(1)(2) | 1,200,000 | 1,197,751 | ||||||
Dryden 35 EURO CLO 2014 BV | ||||||||
0.72% (6 Month EURIBOR + 0.95%), 05/17/2027(1)(2)(3) | EUR | 13,318,660 | 14,523,989 | |||||
Dryden 46 Euro CLO 2016 BV | ||||||||
0.88% (3 Month EURIBOR + 0.88%, 0.88% Floor), 01/15/2030(1)(2) | 3,700,000 | 4,044,877 | ||||||
Dryden 71 CLO Ltd. | ||||||||
3.45% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 01/15/2029(1)(2) | $ | 11,500,000 | 11,496,607 | |||||
Dryden XXVI Senior Loan Fund | ||||||||
3.20% (3 Month LIBOR USD + 0.90%), 04/15/2029(1)(2) | 4,500,000 | 4,490,743 |
DT Auto Owner Trust 2017-2 | ||||||||
3.89%, 01/15/2023(2) | 4,825,000 | 4,862,261 | ||||||
DT Auto Owner Trust 2018-2 | ||||||||
4.15%, 03/15/2024(2) | 1,435,000 | 1,478,923 | ||||||
DT Auto Owner Trust 2019-3 | ||||||||
2.96%, 04/15/2025(2) | 1,635,000 | 1,645,742 | ||||||
Eaton Vance CLO 2013-1 Ltd. | ||||||||
4.07% (3 Month LIBOR USD + 1.85%), 01/15/2028(1)(2) | 6,855,000 | 6,845,204 | ||||||
ECAF I Ltd. | ||||||||
3.47%, 06/15/2040(2) | 731,129 | 728,967 | ||||||
ECMC Group Student Loan Trust | ||||||||
3.02% (1 Month LIBOR USD + 1.00%), 07/25/2069(1)(2) | 1,170,767 | 1,168,392 | ||||||
ECMC Group Student Loan Trust 2017-2 | ||||||||
3.07% (1 Month LIBOR USD + 1.05%), 05/25/2067(1)(2) | 8,771,645 | 8,832,677 | ||||||
Ellington Loan Acquisition Trust 2007-1 | ||||||||
3.12% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 05/25/2037(1)(2) | 1,049,703 | 1,049,347 | ||||||
Enterprise Fleet Financing LLC | ||||||||
2.04%, 02/22/2022(2) | 2,059,336 | 2,057,876 | ||||||
2.13%, 07/20/2022(2) | 60,737 | 60,724 | ||||||
1.97%, 01/20/2023(2) | 296,658 | 296,387 | ||||||
Euro Galaxy III CLO BV | ||||||||
0.00% (3 Month EURIBOR + 0.75%, 0.75% Floor), 01/17/2031(1)(2)(3) | EUR | 600,000 | 653,970 | |||||
Exeter Automobile Receivables Trust 2018-1 | ||||||||
3.53%, 11/15/2023(2) | $ | 3,640,000 | 3,707,616 | |||||
Fairstone Financial Issuance Trust I | ||||||||
3.95%, 03/21/2033(2) | CAD | 9,840,000 | 7,484,669 | |||||
Fieldstone Mortgage Investment Trust Series 2005-1 | ||||||||
3.14% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 12.25% Cap), 03/25/2035(1) | $ | 4,716,335 | 4,567,425 | |||||
Fieldstone Mortgage Investment Trust Series 2006-3 | ||||||||
2.29% (1 Month LIBOR USD + 0.14%, 0.14% Floor, 12.25% Cap), 11/25/2036(1) | 8,370,602 | 7,664,991 | ||||||
First Franklin Mortgage Loan Trust 2004-FF7 | ||||||||
4.19% (1 Month LIBOR USD + 2.18%, 1.45% Floor), 09/25/2034(1) | 854,074 | 855,550 | ||||||
First Franklin Mortgage Loan Trust 2006-FF16 | ||||||||
2.23% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 12/25/2036(1) | 6,908,626 | 4,004,478 | ||||||
First Investors Auto Owner Trust 2016-2 | ||||||||
3.35%, 11/15/2022(2) | 850,000 | 859,259 |
First Investors Auto Owner Trust 2017-2 | ||||||||
3.56%, 09/15/2023(2) | 975,000 | 989,610 | ||||||
First Investors Auto Owner Trust 2018-1 | ||||||||
4.11%, 06/17/2024(2) | 605,000 | 620,488 | ||||||
Five Guys Funding LLC | ||||||||
4.60%, 07/25/2047(2) | 4,198,275 | 4,411,258 | ||||||
Flagship Credit Auto Trust 2016-3 | ||||||||
3.89%, 11/15/2022(2) | 810,000 | 824,876 | ||||||
Flagship Credit Auto Trust 2017-1 | ||||||||
4.23%, 05/15/2023(2) | 260,000 | 268,285 | ||||||
Flagship Credit Auto Trust 2018-1 | ||||||||
3.86%, 04/15/2024(2) | 1,285,000 | 1,317,812 | ||||||
Flagship Credit Auto Trust 2018-2 | ||||||||
4.23%, 09/16/2024(2) | 1,580,000 | 1,636,520 | ||||||
Flagship Credit Auto Trust 2019-3 | ||||||||
2.86%, 12/15/2025(2) | 2,235,000 | 2,240,908 | ||||||
Flatiron CLO 2015-1 Ltd. | ||||||||
3.19% (3 Month LIBOR USD + 0.89%), 04/15/2027(1)(2) | 4,734,469 | 4,733,480 | ||||||
Ford Auto Securitization Trust | ||||||||
2.20%, 03/15/2021(2) | CAD | 9,293,140 | 7,015,256 | |||||
2.55%, 09/15/2024(2) | 5,725,000 | 4,340,560 | ||||||
Ford Credit Auto Owner Trust 2016-C | ||||||||
1.22%, 03/15/2021 | $ | 637,073 | 636,009 | |||||
Ford Credit Auto Owner Trust 2017-B | ||||||||
1.69%, 11/15/2021 | 2,749,045 | 2,743,817 | ||||||
Ford Credit Auto Owner Trust 2017-C | ||||||||
2.01%, 03/15/2022 | 1,291,574 | 1,291,155 | ||||||
Ford Credit Auto Owner Trust 2018-A | ||||||||
3.16%, 10/15/2023 | 8,225,000 | 8,440,973 | ||||||
Ford Credit Auto Owner Trust 2019-REV1 | ||||||||
3.52%, 07/15/2030(2) | 9,385,000 | 9,925,768 | ||||||
Ford Credit Floorplan Master Owner Trust A | ||||||||
2.16%, 11/15/2021 | 385,000 | 384,889 | ||||||
Fremont Home Loan Trust 2004-C | ||||||||
2.99% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 08/25/2034(1) | 5,244,279 | 5,180,092 |
Fremont Home Loan Trust 2005-C | ||||||||
2.95% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 07/25/2035(1) | 6,220,773 | 5,560,008 | ||||||
Galaxy XXIX CLO Ltd. | ||||||||
3.56% (3 Month LIBOR USD + 1.40%), 11/15/2026(1)(2) | 985,000 | 983,994 | ||||||
Gallatin CLO IX 2018-1 Ltd. | ||||||||
3.33% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 01/21/2028(1)(2) | 11,900,000 | 11,901,202 | ||||||
GCAT 2018-1 LLC | ||||||||
3.84%, 06/25/2048(2)(4) | 476,895 | 477,549 | ||||||
GLS Auto Receivables Issuer Trust 2019-3 | ||||||||
2.58%, 07/17/2023(2) | 18,648,850 | 18,649,393 | ||||||
GM Financial Automobile Leasing Trust 2018-1 | ||||||||
3.11%, 12/20/2021 | 3,500,000 | 3,520,617 | ||||||
GM Financial Automobile Leasing Trust 2018-2 | ||||||||
3.16%, 04/20/2022 | 1,455,000 | 1,468,685 | ||||||
GM Financial Consumer Automobile 2017-1 | ||||||||
2.45%, 07/17/2023(2) | 100,000 | 100,124 | ||||||
GM Financial Consumer Automobile Receivables Trust 2017-3 | ||||||||
1.97%, 05/16/2022(2) | 6,493,803 | 6,493,080 | ||||||
2.33%, 03/16/2023(2) | 155,000 | 155,552 | ||||||
GM Financial Consumer Automobile Receivables Trust 2018-2 | ||||||||
2.81%, 12/16/2022 | 4,300,000 | 4,340,126 | ||||||
3.31%, 12/18/2023 | 1,615,000 | 1,649,846 | ||||||
GM Financial Consumer Automobile Receivables Trust 2018-3 | ||||||||
3.02%, 05/16/2023 | 4,420,000 | 4,478,778 | ||||||
GMF Floorplan Owner Revolving Trust | ||||||||
3.06%, 04/15/2024(2) | 3,180,000 | 3,225,683 | ||||||
3.30%, 04/15/2026(2) | 6,875,000 | 7,058,325 | ||||||
GoldenTree Loan Opportunities IX Ltd. | ||||||||
3.37% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/29/2029(1)(2) | 11,000,000 | 10,990,584 | ||||||
Golub Capital Partners CLO 39B Ltd. | ||||||||
3.43% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2028(1)(2) | 5,295,000 | 5,303,366 | ||||||
GreatAmerica Leasing Receivables Funding LLC Series 2017-1 | ||||||||
2.06%, 06/22/2020(2) | 23,957 | 23,948 |
GreatAmerica Leasing Receivables Funding LLC Series 2018-1 | ||||||||
2.35%, 05/15/2020(2) | 54,413 | 54,409 | ||||||
2.99%, 06/17/2024(2) | 1,685,000 | 1,707,538 | ||||||
Greystone Commercial Real Estate Notes | ||||||||
3.44% (1 Month LIBOR USD + 1.18%, 1.18% Floor), 09/15/2037(1)(2) | 1,900,000 | 1,901,187 | ||||||
GSAMP Trust 2005-AHL | ||||||||
2.99% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 04/25/2035(1) | 6,489,191 | 6,422,079 | ||||||
GSAMP Trust 2007-FM2 | ||||||||
2.08% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 01/25/2037(1) | 2,119,830 | 1,412,404 | ||||||
Halcyon Loan Advisors Funding 2014-3 Ltd. | ||||||||
3.38% (3 Month LIBOR USD + 1.10%), 10/22/2025(1)(2) | 893,281 | 893,036 | ||||||
Hardees Funding LLC | ||||||||
4.25%, 06/20/2048(2) | 8,301,150 | 8,420,521 | ||||||
4.96%, 06/20/2048(2) | 4,266,900 | 4,426,866 | ||||||
Harley Marine Financing LLC | ||||||||
5.68%, 05/15/2043(2) | 954,473 | 841,703 | ||||||
Harvest SBA Loan Trust 2018-1 | ||||||||
4.27% (1 Month LIBOR USD + 2.25%), 08/25/2044(1)(2) | 9,884,370 | 9,865,088 | ||||||
Hilton Grand Vacations Trust 2017-A | ||||||||
2.66%, 12/26/2028(2) | 203,279 | 203,797 | ||||||
2.96%, 12/26/2028(2) | 92,400 | 92,565 | ||||||
Holland Park CLO DAC | ||||||||
0.53% (3 Month EURIBOR + 0.93%), 05/14/2027(1)(2)(3) | EUR | 4,755,361 | 5,184,723 | |||||
Home Equity Asset Trust 2006-3 | ||||||||
2.22% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 07/25/2036(1) | $ | 2,518,933 | 2,518,995 | |||||
Home Equity Asset Trust 2007-1 | ||||||||
2.13% (1 Month LIBOR USD + 0.11%, 0.11% Floor), 05/25/2037(1) | 5,494,475 | 5,476,991 | ||||||
Home Partners of America 2019-1 Trust | ||||||||
3.41%, 09/17/2039(2) | 1,430,000 | 1,453,908 | ||||||
Home Partners of America 2019-2 Trust | ||||||||
3.12%, 10/19/2039(2) | 1,290,000 | 1,294,845 | ||||||
Honda Auto Receivables 2017-4 Owner Trust | ||||||||
2.05%, 11/22/2021 | 7,019,620 | 7,022,782 | ||||||
Honda Auto Receivables 2018-1 Owner Trust | ||||||||
2.64%, 02/15/2022 | 5,134,175 | 5,155,882 | ||||||
Honda Auto Receivables 2018-3 Owner Trust | ||||||||
2.95%, 08/22/2022 | 10,095,000 | 10,211,655 |
Horizon Aircraft Finance I Ltd. | ||||||||
4.46%, 12/15/2038(2) | 5,213,791 | 5,415,417 | ||||||
Horizon Aircraft Finance II Ltd. | ||||||||
3.72%, 07/15/2039(2) | 1,416,603 | 1,422,056 | ||||||
HPEFS Equipment Trust 2019-1 | ||||||||
2.49%, 09/20/2029(2) | 970,000 | 972,174 | ||||||
HSI Asset Securitization Corp. Trust 2006-OPT1 | ||||||||
2.24% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 12/25/2035(1) | 105,682 | 105,663 | ||||||
Invitation Homes 2018-SFR1 Trust | ||||||||
4.02% (1 Month LIBOR USD + 2.00%), 03/17/2037(1)(2) | 2,811,616 | 2,811,608 | ||||||
Invitation Homes 2018-SFR2 Trust | ||||||||
4.03% (1 Month LIBOR USD + 2.00%, 2.10% Floor), 06/17/2037(1)(2) | 5,355,000 | 5,363,380 | ||||||
Invitation Homes 2018-SFR3 Trust | ||||||||
4.02% (1 Month LIBOR USD + 2.00%, 2.00% Floor), 07/17/2037(1)(2) | 2,645,000 | 2,649,235 | ||||||
Invitation Homes 2018-SFR4 Trust | ||||||||
3.67% (1 Month LIBOR USD + 1.65%, 1.60% Floor), 01/17/2038(1)(2) | 615,000 | 614,999 | ||||||
Jack In The Box Funding LLC | ||||||||
3.98%, 08/25/2049(2) | 5,030,000 | 5,115,007 | ||||||
Jamestown CLO IV Ltd. | ||||||||
2.99% (3 Month LIBOR USD + 0.69%), 07/15/2026(1)(2) | 6,557,496 | 6,555,155 | ||||||
Jimmy Johns Funding LLC | ||||||||
3.61%, 07/30/2047(2) | 396,900 | 399,873 | ||||||
JP Morgan Mortgage Acquisition Corp. 2005-FRE1 | ||||||||
2.45% (1 Month LIBOR USD + 0.43%, 0.43% Floor), 10/25/2035(1) | 7,044,106 | 6,299,960 | ||||||
JP Morgan Mortgage Acquisition Corp. 2006-FRE2 | ||||||||
2.38% (1 Month LIBOR USD + 0.36%, 0.36% Floor), 02/25/2036(1) | 8,467,499 | 7,493,098 | ||||||
JP Morgan Mortgage Acquisition Trust 2006-WMC4 | ||||||||
2.14% (1 Month LIBOR USD + 0.12%, 0.12% Floor), 12/25/2036(1) | 24,785,880 | 15,634,259 | ||||||
2.17% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036(1) | 22,573,661 | 14,329,670 | ||||||
JP Morgan Mortgage Acquisition Trust 2007-CH3 | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 03/25/2037(1) | 29,750,000 | 29,453,809 | ||||||
Kestrel Aircraft Funding Ltd. | ||||||||
4.25%, 12/15/2038(2) | 3,408,933 | 3,490,568 | ||||||
KKR CLO 13 Ltd. | ||||||||
3.12% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/16/2028(1)(2) | 2,745,000 | 2,728,780 |
Kubota Credit Owner Trust 2016-1 | ||||||||
1.50%, 07/15/2020(2) | 33,636 | 33,625 | ||||||
Legacy Mortgage Asset Trust 2019-GS3 | ||||||||
3.75%, 04/25/2059(2)(4) | 2,833,931 | 2,869,027 | ||||||
Legacy Mortgage Asset Trust 2019-GS4 | ||||||||
3.44%, 05/25/2059(2)(4) | 241,805 | 243,528 | ||||||
Lendmark Funding Trust 2018-1 | ||||||||
3.81%, 12/21/2026(2) | 1,655,000 | 1,690,056 | ||||||
LoanCore 2019-CRE2 Issuer Ltd. | ||||||||
3.16% (1 Month LIBOR USD + 1.13%, 1.13% Floor), 05/15/2036(1)(2) | 3,600,000 | 3,606,750 | ||||||
LP Credit Card ABS Master Trust | ||||||||
3.82% (1 Month LIBOR USD + 1.55%), 08/20/2024(1)(2) | 5,283,103 | 5,244,552 | ||||||
Madison Park Funding XVIII Ltd. | ||||||||
3.47% (3 Month LIBOR USD + 1.19%), 10/21/2030(1)(2) | 4,815,000 | 4,812,592 | ||||||
Madison Park Funding XXXIII Ltd. | ||||||||
0.00% (3 Month LIBOR USD + 1.33%, 1.33% Floor), 10/15/2032(1)(2)(3) | 4,180,000 | 4,180,000 | ||||||
Madison Park Funding XXXVII Ltd. | ||||||||
3.60% (3 Month LIBOR USD + 1.30%), 07/15/2032(1)(2) | 2,965,000 | 2,968,181 | ||||||
Magnetite XVI Ltd. | ||||||||
3.50% (3 Month LIBOR USD + 1.20%), 01/18/2028(1)(2) | 2,760,000 | 2,751,416 | ||||||
Magnetite XXI Ltd. | ||||||||
3.91% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 04/20/2030(1)(2) | 6,500,000 | 6,506,779 | ||||||
MAPS 2018-1 Ltd. | ||||||||
4.21%, 05/15/2043(2) | 5,809,320 | 5,958,317 | ||||||
MAPS 2019-1 Ltd. | ||||||||
4.46%, 03/15/2044(2) | 1,770,647 | 1,831,434 | ||||||
Mariner Finance Issuance Trust 2018-A | ||||||||
4.20%, 11/20/2030(2) | 5,575,000 | 5,706,563 | ||||||
Marlette Funding Trust 2018-3 | ||||||||
3.20%, 09/15/2028(2) | 1,015,441 | 1,018,050 | ||||||
Marlette Funding Trust 2018-4 | ||||||||
3.71%, 12/15/2028(2) | 461,729 | 466,233 | ||||||
Marlette Funding Trust 2019-1 | ||||||||
3.44%, 04/16/2029(2) | 12,647,667 | 12,738,673 |
Marlette Funding Trust 2019-2 | ||||||||
3.13%, 07/16/2029(2) | 6,264,710 | 6,312,829 | ||||||
MASTR Asset Backed Securities Trust 2004-WMC1 | ||||||||
2.80% (1 Month LIBOR USD + 0.78%, 0.52% Floor), 02/25/2034(1) | 1,767,818 | 1,773,418 | ||||||
MASTR Specialized Loan Trust | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 02/25/2036(1)(2) | 1,008,534 | 1,000,052 | ||||||
Merlin Aviation Holdings DAC | ||||||||
4.50%, 12/15/2032(2)(4) | 263,431 | 268,572 | ||||||
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | ||||||||
2.26% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 05/25/2037(1) | 2,866,572 | 2,150,577 | ||||||
METAL 2017-1 LLC | ||||||||
4.58%, 10/15/2042(2) | 4,403,263 | 4,466,789 | ||||||
Mill City Mortgage Loan Trust 2016-1 | ||||||||
2.50%, 04/25/2057(2)(5) | 246,416 | 246,792 | ||||||
Mill City Mortgage Loan Trust 2017-2 | ||||||||
2.75%, 07/25/2059(2)(5) | 512,441 | 514,040 | ||||||
Mill City Mortgage Loan Trust 2018-1 | ||||||||
3.25%, 05/25/2062(2)(5) | 5,382,726 | 5,489,950 | ||||||
Mill City Mortgage Loan Trust 2018-3 | ||||||||
3.50%, 08/25/2058(2)(5) | 2,762,607 | 2,838,110 | ||||||
MMAF Equipment Finance LLC 2017-A | ||||||||
2.04%, 02/16/2022(2) | 270,309 | 270,068 | ||||||
MMAF Equipment Finance LLC 2018-A | ||||||||
3.39%, 01/10/2025(2) | 1,180,000 | 1,212,529 | ||||||
Morgan Stanley ABS Capital I, Inc. Trust 2005-WMC2 | ||||||||
2.95% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 02/25/2035(1) | 1,568,504 | 1,513,120 | ||||||
Morgan Stanley ABS Capital I, Inc. Trust 2006-HE8 | ||||||||
2.15% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 10/25/2036(1) | 709,825 | 680,992 | ||||||
Morgan Stanley Capital I, Inc. Trust 2006-HE1 | ||||||||
2.31% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 01/25/2036(1) | 2,428,338 | 2,398,511 | ||||||
Morgan Stanley Mortgage Loan Trust 2006-15XS | ||||||||
6.20%, 11/25/2036(4) | 14,435,090 | 6,036,183 | ||||||
Morgan Stanley Mortgage Loan Trust 2007-8XS | ||||||||
2.55% (1 Month LIBOR USD + 0.53%, 0.53% Floor, 6.25% Cap), 04/25/2037(1) | 24,579,031 | 12,256,774 | ||||||
2.56% (1 Month LIBOR USD + 0.54%, 0.54% Floor, 6.26% Cap), 04/25/2037(1) | 2,373,455 | 1,183,535 |
Mountain View CLO 2014-1 Ltd. | ||||||||
3.10% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 10/15/2026(1)(2) | 9,564,190 | 9,565,051 | ||||||
Mountain View CLO X Ltd. | ||||||||
3.12% (3 Month LIBOR USD + 0.82%, 0.82% Floor), 10/13/2027(1)(2) | 1,300,000 | 1,299,136 | ||||||
MVW Owner Trust 2015-1 | ||||||||
2.52%, 12/20/2032(2) | 457,270 | 456,998 | ||||||
MVW Owner Trust 2017-1 | ||||||||
2.75%, 12/20/2034(2) | 118,584 | 118,469 | ||||||
National Collegiate Student Loan Trust 2004-2 | ||||||||
2.50% (1 Month LIBOR USD + 0.48%, 0.48% Floor), 12/26/2033(1) | 9,591,049 | 9,444,875 | ||||||
National Collegiate Student Loan Trust 2005-3 | ||||||||
2.56% (1 Month LIBOR USD + 0.29%), 10/25/2033(1)(2) | 13,860,343 | 13,252,491 | ||||||
National Collegiate Student Loan Trust 2006-3 | ||||||||
2.29% (1 Month LIBOR USD + 0.27%), 03/26/2029(1) | 931,308 | 929,165 | ||||||
National Collegiate Student Loan Trust 2007-1 | ||||||||
2.26% (1 Month LIBOR USD + 0.24%), 07/25/2030(1) | 3,266,360 | 3,246,920 | ||||||
Navient Private Education Loan Trust 2017-A | ||||||||
2.88%, 12/16/2058(2) | 660,000 | 669,525 | ||||||
3.91%, 12/16/2058(2) | 440,000 | 461,848 | ||||||
Navient Private Education Loan Trust 2018-B | ||||||||
3.61%, 12/15/2059(2) | 2,115,000 | 2,215,652 | ||||||
Navient Private Education Refi Loan Trust 2018-C | ||||||||
3.52%, 06/16/2042(2) | 1,215,000 | 1,254,728 | ||||||
Navient Private Education Refi Loan Trust 2019-C | ||||||||
3.13%, 02/15/2068(2) | 1,870,000 | 1,920,731 | ||||||
Navient Student Loan Trust 2014-2 | ||||||||
2.66% (1 Month LIBOR USD + 0.64%, 0.64% Floor), 03/25/2083(1) | 781,045 | 769,961 | ||||||
Navient Student Loan Trust 2014-3 | ||||||||
2.64% (1 Month LIBOR USD + 0.62%, 0.62% Floor), 03/25/2083(1) | 300,625 | 296,007 | ||||||
Navient Student Loan Trust 2016-1 | ||||||||
2.72% (1 Month LIBOR USD + 0.70%), 02/25/2070(1)(2) | 3,151,414 | 3,114,892 | ||||||
Navient Student Loan Trust 2016-2 | ||||||||
3.52% (1 Month LIBOR USD + 1.50%), 06/25/2065(1)(2) | 6,200,000 | 6,415,363 | ||||||
Navient Student Loan Trust 2017-1 | ||||||||
3.17% (1 Month LIBOR USD + 1.15%), 07/26/2066(1)(2) | 4,730,000 | 4,779,311 |
Navient Student Loan Trust 2017-3 | ||||||||
3.07% (1 Month LIBOR USD + 1.05%), 07/26/2066(1)(2) | 5,000,000 | 5,015,534 | ||||||
Navient Student Loan Trust 2018-2 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%), 03/25/2067(1)(2) | 15,000,000 | 14,995,332 | ||||||
Navient Student Loan Trust 2018-4 | ||||||||
2.27% (1 Month LIBOR USD + 0.25%), 06/27/2067(1)(2) | 2,451,234 | 2,448,453 | ||||||
Navient Student Loan Trust 2018-EA | ||||||||
4.00%, 12/15/2059(2) | 2,790,000 | 2,954,747 | ||||||
Nelnet Student Loan Trust 2008-3 | ||||||||
3.78% (3 Month LIBOR USD + 1.65%, 1.65% Floor), 11/25/2024(1) | 1,511,212 | 1,509,507 | ||||||
Nelnet Student Loan Trust 2014-2 | ||||||||
2.87% (1 Month LIBOR USD + 0.85%), 07/27/2037(1)(2) | 4,250,000 | 4,257,973 | ||||||
Nelnet Student Loan Trust 2019-4 | ||||||||
3.04% (1 Month LIBOR USD + 0.87%, 0.87% Floor), 09/26/2067(1)(2) | 14,000,000 | 14,012,260 | ||||||
Neuberger Berman CLO XIX Ltd. | ||||||||
3.45% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2027(1)(2) | 3,010,000 | 2,968,959 | ||||||
New Century Home Equity Loan Trust 2005-1 | ||||||||
2.69% (1 Month LIBOR USD + 0.68%, 0.45% Floor, 12.50% Cap), 03/25/2035(1) | 14,920,593 | 14,953,927 | ||||||
New Century Home Equity Loan Trust 2005-3 | ||||||||
2.78% (1 Month LIBOR USD + 0.77%, 0.51% Floor, 12.50% Cap), 07/25/2035(1) | 5,532,333 | 5,545,274 | ||||||
Nissan Auto Receivables 2017-B Owner Trust | ||||||||
1.75%, 10/15/2021 | 2,012,602 | 2,009,928 | ||||||
Nissan Auto Receivables 2017-C Owner Trust | ||||||||
2.12%, 04/18/2022 | 7,170,000 | 7,171,729 | ||||||
Nissan Auto Receivables 2018-A Owner Trust | ||||||||
2.65%, 05/16/2022 | 3,250,000 | 3,265,356 | ||||||
Nissan Auto Receivables 2018-B Owner Trust | ||||||||
3.06%, 03/15/2023 | 5,415,000 | 5,493,332 | ||||||
Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-HE1 | ||||||||
2.43% (1 Month LIBOR USD + 0.41%, 0.41% Floor), 02/25/2036(1) | 4,611,615 | 4,625,419 | ||||||
Oak Hill Advisors Residential Loan Trust 2017-NPL2 | ||||||||
3.00%, 07/25/2057(2)(4) | 191,464 | 191,322 | ||||||
Oak Hill Advisors Residential Loan Trust 2017-NPLA | ||||||||
3.00%, 06/25/2057(2)(4) | 42,829 | 42,827 | ||||||
Ocean Trails CLO VI | ||||||||
3.45% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2028(1)(2) | 500,000 | 499,750 |
OCP CLO 2014-7 Ltd. | ||||||||
3.40% (3 Month LIBOR USD + 1.12%), 07/20/2029(1)(2) | 14,635,000 | 14,603,959 | ||||||
Octagon Investment Partners XXIII Ltd. | ||||||||
3.15% (3 Month LIBOR USD + 0.85%), 07/15/2027(1)(2) | 3,235,000 | 3,230,474 | ||||||
3.50% (3 Month LIBOR USD + 1.20%), 07/15/2027(1)(2) | 1,685,000 | 1,643,151 | ||||||
OFSI Fund VII Ltd. | ||||||||
3.20% (3 Month LIBOR USD + 0.90%), 10/18/2026(1)(2) | 2,991,313 | 2,985,471 | ||||||
OneMain Financial Issuance Trust 2015-1 | ||||||||
6.63%, 03/18/2026(2) | 1,300,000 | 1,315,201 | ||||||
OneMain Financial Issuance Trust 2015-3 | ||||||||
4.16%, 11/20/2028(2) | 710,000 | 729,241 | ||||||
OneMain Financial Issuance Trust 2016-1 | ||||||||
4.57%, 02/20/2029(2) | 1,125,000 | 1,136,654 | ||||||
OneMain Financial Issuance Trust 2017-1 | ||||||||
3.35%, 09/14/2032(2) | 1,645,000 | 1,652,068 | ||||||
Onemain Financial Issuance Trust 2018-1 | ||||||||
4.08%, 03/14/2029(2) | 1,220,000 | 1,243,790 | ||||||
OneMain Financial Issuance Trust 2019-1 | ||||||||
4.22%, 02/14/2031(2) | 3,360,000 | 3,500,301 | ||||||
Option One Mortgage Loan Trust 2005-2 | ||||||||
2.68% (1 Month LIBOR USD + 0.66%, 0.44% Floor), 05/25/2035(1) | 628,489 | 629,522 | ||||||
Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4 | ||||||||
2.46% (1 Month LIBOR USD + 0.44%, 0.44% Floor), 11/25/2035(1) | 3,721,052 | 3,725,835 | ||||||
Option One Mortgage Loan Trust 2006-1 | ||||||||
2.24% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036(1) | 6,922,324 | 6,884,257 | ||||||
2.32% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 01/25/2036(1) | 17,264,521 | 17,221,608 | ||||||
Option One Mortgage Loan Trust 2006-3 | ||||||||
2.16% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 02/25/2037(1) | 21,895,578 | 16,504,668 | ||||||
OSCAR US Funding Trust V | ||||||||
2.73%, 12/15/2020(2) | 52,077 | 52,083 | ||||||
2.99%, 12/15/2023(2) | 540,000 | 542,849 | ||||||
Oscar US Funding XI LLC | ||||||||
2.37%, 08/10/2020(2) | 444,000 | 444,040 | ||||||
2.49%, 08/10/2022(2) | 800,000 | 801,197 |
OZLM VII Ltd. | ||||||||
3.31% (3 Month LIBOR USD + 1.01%, 1.01% Floor), 07/17/2029(1)(2) | 7,365,000 | 7,322,938 | ||||||
OZLM VIII Ltd. | ||||||||
3.47% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 10/17/2029(1)(2) | 2,915,000 | 2,913,510 | ||||||
4.10% (3 Month LIBOR USD + 1.80%, 1.80% Floor), 10/17/2029(1)(2) | 2,955,000 | 2,944,427 | ||||||
Ozlme BV | ||||||||
0.82% (3 Month EURIBOR + 0.82%, 0.82% Floor), 01/18/2030(1)(2) | EUR | 1,200,000 | 1,297,823 | |||||
Palmer Square CLO 2015-1 Ltd. | ||||||||
4.40% (3 Month LIBOR USD + 2.25%), 05/21/2029(1)(2) | $ | 4,975,000 | 4,951,961 | |||||
Palmer Square Loan Funding 2018-4 Ltd. | ||||||||
3.06% (3 Month LIBOR USD + 0.90%), 11/15/2026(1)(2) | 620,870 | 620,875 | ||||||
Palmer Square Loan Funding 2019-4 Ltd. | ||||||||
0.00% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 10/24/2027(1)(2)(3) | 1,800,000 | 1,800,000 | ||||||
Penarth Master Issuer Plc | ||||||||
2.49% (1 Month LIBOR USD + 0.45%), 09/18/2022(1)(2) | 4,725,000 | 4,724,995 | ||||||
Planet Fitness Master Issuer LLC | ||||||||
4.26%, 09/05/2048(2) | 10,216,800 | 10,445,350 | ||||||
4.67%, 09/05/2048(2) | 1,395,900 | 1,462,666 | ||||||
Prestige Auto Receivables Trust 2018-1 | ||||||||
3.75%, 10/15/2024(2) | 2,765,000 | 2,847,702 | ||||||
Progress Residential 2015-SFR3 Trust | ||||||||
4.67%, 11/12/2032(2) | 635,000 | 635,197 | ||||||
Progress Residential 2018-SFR3 Trust | ||||||||
4.43%, 10/17/2035(2) | 1,500,000 | 1,552,805 | ||||||
Progress Residential 2019-SFR1 Trust | ||||||||
4.17%, 08/17/2035(2) | 1,190,000 | 1,233,647 | ||||||
Progress Residential 2019-SFR2 Trust | ||||||||
3.79%, 05/17/2036(2) | 2,165,000 | 2,222,377 | ||||||
Progress Residential 2019-SFR4 Trust | ||||||||
3.14%, 11/17/2036(2) | 1,915,000 | 1,921,600 | ||||||
Prosper Marketplace Issuance Trust Series 2018-2 | ||||||||
3.35%, 10/15/2024(2) | 2,363,423 | 2,370,005 | ||||||
PRPM 2019-3 LLC | ||||||||
3.35%, 07/25/2024(2)(4) | 1,672,657 | 1,675,692 | ||||||
RASC Series 2005-KS10 Trust | ||||||||
2.46% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 14.00% Cap), 11/25/2035(1) | 11,150,000 | 11,171,225 |
RASC Series 2006-KS9 Trust | ||||||||
2.18% (1 Month LIBOR USD + 0.16%, 0.16% Floor, 14.00% Cap), 11/25/2036(1) | 5,361,181 | 5,152,077 | ||||||
RASC Series 2007-KS3 Trust | ||||||||
2.36% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 14.00% Cap), 04/25/2037(1) | 31,155,046 | 30,237,639 | ||||||
RCO V Mortgage LLC 2018-1 | ||||||||
4.00%, 05/25/2023(2)(4) | 2,067,420 | 2,072,350 | ||||||
RMF Buyout Issuance Trust 2018-1 | ||||||||
3.44%, 11/25/2028(2)(5) | 6,254,302 | 6,259,099 | ||||||
Santander Drive Auto Receivables Trust 2015-3 | ||||||||
4.50%, 06/17/2023(2) | 2,125,000 | 2,130,753 | ||||||
Santander Drive Auto Receivables Trust 2015-4 | ||||||||
3.53%, 08/16/2021 | 778,442 | 781,040 | ||||||
Santander Drive Auto Receivables Trust 2015-5 | ||||||||
3.65%, 12/15/2021 | 203,968 | 204,632 | ||||||
Santander Drive Auto Receivables Trust 2017-1 | ||||||||
2.58%, 05/16/2022 | 221,416 | 221,630 | ||||||
Santander Drive Auto Receivables Trust 2018-2 | ||||||||
3.35%, 07/17/2023 | 985,000 | 995,238 | ||||||
3.88%, 02/15/2024 | 1,160,000 | 1,181,047 | ||||||
Santander Drive Auto Receivables Trust 2018-3 | ||||||||
4.07%, 08/15/2024 | 3,770,000 | 3,888,368 | ||||||
Santander Drive Auto Receivables Trust 2018-4 | ||||||||
3.98%, 12/15/2025 | 3,390,000 | 3,495,523 | ||||||
Santander Drive Auto Receivables Trust 2018-5 | ||||||||
4.19%, 12/16/2024 | 3,070,000 | 3,170,448 | ||||||
Santander Drive Auto Receivables Trust 2019-1 | ||||||||
3.65%, 04/15/2025 | 11,435,000 | 11,750,491 | ||||||
Santander Drive Auto Receivables Trust 2019-3 | ||||||||
2.68%, 10/15/2025 | 4,095,000 | 4,111,679 | ||||||
Santander Retail Auto Lease Trust 2017-A | ||||||||
2.96%, 11/21/2022(2) | 1,000,000 | 1,004,742 | ||||||
Santander Retail Auto Lease Trust 2019-A | ||||||||
2.77%, 06/20/2022(2) | 4,705,000 | 4,776,589 | ||||||
Santander Retail Auto Lease Trust 2019-B | ||||||||
3.31%, 06/20/2024(2) | 6,610,000 | 6,653,715 |
Saxon Asset Securities Trust 2007-3 | ||||||||
2.33% (1 Month LIBOR USD + 0.31%, 0.31% Floor), 09/25/2047(1) | 30,835,632 | 29,964,686 | ||||||
Securitized Asset Backed Receivables LLC Trust 2004-OP1 | ||||||||
2.78% (1 Month LIBOR USD + 0.77%, 0.51% Floor), 02/25/2034(1) | 6,280,846 | 6,235,906 | ||||||
Securitized Asset Backed Receivables LLC Trust 2006-CB5 | ||||||||
2.16% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 06/25/2036(1) | 5,525,198 | 4,230,472 | ||||||
Shackleton 2016-IX CLO Ltd. | ||||||||
3.41% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 10/20/2028(1)(2) | 1,500,000 | 1,500,528 | ||||||
Shenton Aircraft Investment I Ltd. | ||||||||
4.75%, 10/15/2042(2) | 145,574 | 148,907 | ||||||
Sierra Timeshare 2015-2 Receivables Funding LLC | ||||||||
2.43%, 06/20/2032(2) | 201,777 | 201,527 | ||||||
Sierra Timeshare 2016-2 Receivables Funding LLC | ||||||||
2.33%, 07/20/2033(2) | 185,578 | 185,114 | ||||||
Sierra Timeshare 2019-1 Receivables Funding LLC | ||||||||
3.20%, 01/20/2036(2) | 2,430,366 | 2,462,973 | ||||||
Sierra Timeshare Conduit Receivables Funding LLC | ||||||||
2.91%, 03/20/2034(2) | 128,041 | 129,197 | ||||||
S-Jets 2017-1 Ltd. | ||||||||
3.97%, 08/15/2042(2) | 14,868,689 | 15,315,429 | ||||||
SLC Student Loan Trust 2005-2 | ||||||||
2.28% (3 Month LIBOR USD + 0.16%), 12/15/2039(1) | 4,900,000 | 4,685,331 | ||||||
SLC Student Loan Trust 2005-3 | ||||||||
2.27% (3 Month LIBOR USD + 0.15%), 12/15/2039(1) | 5,000,000 | 4,738,243 | ||||||
SLM Private Credit Student Loan Trust 2003-B | ||||||||
0.00%, 03/15/2033(5) | 3,104,000 | 3,098,742 | ||||||
SLM Student Loan Trust 2003-7 | ||||||||
3.32% (3 Month LIBOR USD + 1.20%, 1.20% Floor), 12/15/2033(1)(2) | 9,848,868 | 9,753,369 | ||||||
SLM Student Loan Trust 2004-3 | ||||||||
2.83% (3 Month LIBOR USD + 0.55%, 0.55% Floor), 10/25/2064(1)(2) | 6,300,000 | 6,196,174 | ||||||
SLM Student Loan Trust 2005-4 | ||||||||
2.45% (3 Month LIBOR USD + 0.17%), 07/25/2040(1) | 11,000,000 | 10,404,912 | ||||||
SLM Student Loan Trust 2006-2 | ||||||||
2.45% (3 Month LIBOR USD + 0.17%), 01/25/2041(1) | 3,893,281 | 3,746,850 | ||||||
SLM Student Loan Trust 2007-2 | ||||||||
2.45% (3 Month LIBOR USD + 0.17%), 07/25/2025(1) | 6,950,000 | 6,356,571 |
SLM Student Loan Trust 2007-3 | ||||||||
2.34% (3 Month LIBOR USD + 0.06%, 0.06% Floor), 01/25/2022(1) | 3,821,693 | 3,716,204 | ||||||
SLM Student Loan Trust 2007-7 | ||||||||
2.61% (3 Month LIBOR USD + 0.33%), 01/25/2022(1) | 2,779,790 | 2,709,163 | ||||||
SLM Student Loan Trust 2008-2 | ||||||||
3.03% (3 Month LIBOR USD + 0.75%), 04/25/2023(1) | 9,029,201 | 8,939,711 | ||||||
SLM Student Loan Trust 2008-5 | ||||||||
3.98% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/25/2023(1) | 4,904,554 | 4,951,604 | ||||||
4.13% (3 Month LIBOR USD + 1.85%, 1.85% Floor), 07/25/2073(1) | 7,350,000 | 7,360,921 | ||||||
SLM Student Loan Trust 2008-6 | ||||||||
3.38% (3 Month LIBOR USD + 1.10%), 07/25/2023(1) | 13,963,254 | 13,912,377 | ||||||
SLM Student Loan Trust 2008-7 | ||||||||
3.18% (3 Month LIBOR USD + 0.90%), 07/25/2023(1) | 10,974,749 | 10,928,204 | ||||||
SLM Student Loan Trust 2009-3 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 01/25/2045(1)(2) | 2,175,936 | 2,167,151 | ||||||
SLM Student Loan Trust 2012-1 | ||||||||
2.97% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 09/25/2028(1) | 13,068,194 | 12,915,837 | ||||||
SLM Student Loan Trust 2012-2 | ||||||||
2.72% (1 Month LIBOR USD + 0.70%), 01/25/2029(1) | 15,226,413 | 14,884,259 | ||||||
SLM Student Loan Trust 2012-7 | ||||||||
2.67% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/26/2026(1) | 5,156,005 | 5,020,421 | ||||||
3.82% (1 Month LIBOR USD + 1.80%, 1.80% Floor), 09/25/2043(1) | 2,220,000 | 2,180,447 | ||||||
SLM Student Loan Trust 2014-1 | ||||||||
2.62% (1 Month LIBOR USD + 0.60%), 02/26/2029(1) | 3,263,397 | 3,168,047 | ||||||
SMART ABS Series 2016-2US Trust | ||||||||
1.71%, 03/15/2021 | 784,327 | 783,569 | ||||||
2.05%, 12/14/2022 | 2,370,000 | 2,360,216 | ||||||
SMB Private Education Loan Trust 2014-A | ||||||||
3.05%, 05/15/2026(2) | 245,497 | 247,101 | ||||||
SMB Private Education Loan Trust 2015-B | ||||||||
2.98%, 07/15/2027(2) | 173,056 | 174,439 | ||||||
3.78% (1 Month LIBOR USD + 1.75%), 05/17/2032(1)(2) | 1,685,000 | 1,711,273 | ||||||
SMB Private Education Loan Trust 2016-A | ||||||||
2.70%, 05/15/2031(2) | 338,381 | 341,262 |
SMB Private Education Loan Trust 2016-B | ||||||||
2.43%, 02/17/2032(2) | 1,886,264 | 1,892,605 | ||||||
SMB Private Education Loan Trust 2016-C | ||||||||
2.34%, 09/15/2034(2) | 587,197 | 587,807 | ||||||
SMB Private Education Loan Trust 2017-A | ||||||||
2.88%, 09/15/2034(2) | 1,620,831 | 1,645,065 | ||||||
SMB Private Education Loan Trust 2018-B | ||||||||
2.75% (1 Month LIBOR USD + 0.72%), 01/15/2037(1)(2) | 2,030,000 | 2,020,078 | ||||||
3.60%, 01/15/2037(2) | 6,155,000 | 6,369,602 | ||||||
SMB Private Education Loan Trust 2018-C | ||||||||
3.63%, 11/15/2035(2) | 6,835,000 | 7,119,183 | ||||||
SMB Private Education Loan Trust 2019-A | ||||||||
3.44%, 07/15/2036(2) | 2,190,000 | 2,283,314 | ||||||
SMB Private Education Loan Trust 2019-B | ||||||||
2.84%, 06/15/2037(2) | 7,675,000 | 7,795,793 | ||||||
SoFi Consumer Loan Program 2017-3 LLC | ||||||||
2.77%, 05/25/2026(2) | 4,011,473 | 4,023,681 | ||||||
SoFi Consumer Loan Program 2017-4 LLC | ||||||||
2.50%, 05/26/2026(2) | 4,735,069 | 4,740,942 | ||||||
SoFi Consumer Loan Program 2017-6 LLC | ||||||||
3.52%, 11/25/2026(2) | 1,765,000 | 1,807,665 | ||||||
SoFi Consumer Loan Program 2018-2 Trust | ||||||||
3.79%, 04/26/2027(2) | 2,210,000 | 2,265,343 | ||||||
SoFi Consumer Loan Program 2018-3 Trust | ||||||||
3.20%, 08/25/2027(2) | 1,608,818 | 1,613,560 | ||||||
4.02%, 08/25/2027(2) | 1,375,000 | 1,424,300 | ||||||
SoFi Consumer Loan Program 2018-4 Trust | ||||||||
4.17%, 11/26/2027(2) | 2,745,000 | 2,857,220 | ||||||
SoFi Consumer Loan Program 2019-1 Trust | ||||||||
3.73%, 02/25/2028(2) | 5,690,000 | 5,845,165 | ||||||
SoFi Consumer Loan Program 2019-2 Trust | ||||||||
3.01%, 04/25/2028(2) | 8,934,668 | 9,000,443 | ||||||
3.46%, 04/25/2028(2) | 3,145,000 | 3,218,197 | ||||||
SoFi Consumer Loan Program 2019-3 Trust | ||||||||
3.35%, 05/25/2028(2) | 5,965,000 | 6,097,303 |
SoFi Professional Loan Program 2015-B LLC | ||||||||
3.52%, 03/25/2036(2) | 325,539 | 328,476 | ||||||
SoFi Professional Loan Program 2015-C LLC | ||||||||
3.58%, 08/25/2036(2) | 360,658 | 367,238 | ||||||
SoFi Professional Loan Program 2015-d LLC | ||||||||
3.59%, 10/26/2037(2) | 788,454 | 800,563 | ||||||
SoFi Professional Loan Program 2016-B LLC | ||||||||
3.80%, 04/25/2037(2) | 195,000 | 201,237 | ||||||
SoFi Professional Loan Program 2016-C LLC | ||||||||
3.35%, 05/25/2037(2)(5) | 310,000 | 319,465 | ||||||
SoFi Professional Loan Program 2016-D LLC | ||||||||
3.23%, 01/25/2039(2)(5) | 490,000 | 499,374 | ||||||
SoFi Professional Loan Program 2016-E LLC | ||||||||
3.44%, 07/25/2040(2)(5) | 1,600,000 | 1,658,594 | ||||||
SoFi Professional Loan Program 2017-A LLC | ||||||||
4.43%, 03/26/2040(2)(5) | 165,000 | 178,090 | ||||||
SoFi Professional Loan Program 2017-C LLC | ||||||||
2.62% (1 Month LIBOR USD + 0.60%), 07/25/2040(1)(2) | 3,264,181 | 3,268,005 | ||||||
SoFi Professional Loan Program 2017-E LLC | ||||||||
4.16%, 11/26/2040(2) | 695,000 | 732,087 | ||||||
SoFi Professional Loan Program 2017-F LLC | ||||||||
3.62%, 01/25/2041(2) | 1,405,000 | 1,468,593 | ||||||
SoFi Professional Loan Program 2018-C Trust | ||||||||
4.13%, 01/25/2048(2) | 1,875,000 | 1,989,494 | ||||||
SoFi Professional Loan Program 2018-D Trust | ||||||||
3.12%, 02/25/2048(2) | 8,088,132 | 8,152,620 | ||||||
3.60%, 02/25/2048(2) | 5,525,000 | 5,782,066 | ||||||
SoFi Professional Loan Program 2019-C LLC | ||||||||
2.37%, 11/16/2048(2) | 3,980,000 | 3,982,521 | ||||||
Sound Point Clo XIV Ltd. | ||||||||
3.30% (3 Month LIBOR USD + 1.15%), 01/23/2029(1)(2) | 3,400,000 | 3,395,646 | ||||||
Southwick Park CLO LLC | ||||||||
3.47% (3 Month LIBOR USD + 1.30%), 07/20/2032(1)(2) | 11,400,000 | 11,413,053 | ||||||
SpringCastle Funding Asset-Backed Notes 2019-A | ||||||||
3.20%, 05/27/2036(2) | 12,575,580 | 12,709,550 |
Springleaf Funding Trust 2017-A | ||||||||
2.68%, 07/15/2030(2) | 7,900,000 | 7,918,526 | ||||||
3.86%, 07/15/2030(2) | 1,270,000 | 1,297,926 | ||||||
Sprite 2017-1 Ltd. | ||||||||
4.25%, 12/15/2037(2) | 991,482 | 1,008,652 | ||||||
St Pauls CLO VI DAC | ||||||||
0.85% (3 Month EURIBOR + 0.85%, 0.85% Floor), 08/20/2030(1)(2) | EUR | 38,000,000 | 41,413,709 | |||||
Stack Infrastructure Issuer LLC Series 2019-1 | ||||||||
4.54%, 02/25/2044(2) | $ | 7,401,571 | 7,757,823 | |||||
Structured Adjustable Rate Mortgage Loan Trust | ||||||||
4.13%, 02/25/2035(5) | 7,431,310 | 7,578,746 | ||||||
Structured Asset Mortgage Investments II Trust 2007-AR3 | ||||||||
2.21% (1 Month LIBOR USD + 0.19%, 0.19% Floor, 10.50% Cap), 09/25/2047(1) | 13,181,638 | 13,043,960 | ||||||
Structured Asset Securities Corp. Mortgage Loan Trust 2007-WF2 | ||||||||
3.02% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 08/25/2037(1) | 629,927 | 632,449 | ||||||
STWD 2019-FL1 Ltd. | ||||||||
3.37% (1 Month LIBOR USD + 1.08%), 07/15/2038(1)(2) | 3,600,000 | 3,604,500 | ||||||
Symphony CLO XVII Ltd. | ||||||||
3.18% (3 Month LIBOR USD + 0.88%), 04/15/2028(1)(2) | 4,030,000 | 4,027,070 | ||||||
Synchrony Card Funding LLC | ||||||||
2.34%, 06/15/2025 | 5,325,000 | 5,368,856 | ||||||
Synchrony Credit Card Master Note Trust | ||||||||
2.56%, 06/15/2023 | 1,205,000 | 1,204,246 | ||||||
2.62%, 09/15/2023 | 650,000 | 650,972 | ||||||
3.36%, 03/15/2024 | 2,835,000 | 2,857,006 | ||||||
Taco Bell Funding LLC | ||||||||
4.32%, 11/25/2048(2) | 11,398,863 | 11,806,486 | ||||||
TCI-Flatiron CLO 2016-1 Ltd. | ||||||||
3.52% (3 Month LIBOR USD + 1.22%, 1.22% Floor), 07/17/2028(1)(2) | 1,800,000 | 1,799,591 | ||||||
THL Credit Wind River 2016-1 CLO Ltd. | ||||||||
3.95% (3 Month LIBOR USD + 1.65%), 07/15/2028(1)(2) | 1,320,000 | 1,316,956 | ||||||
4.40% (3 Month LIBOR USD + 2.10%), 07/15/2028(1)(2) | 1,395,000 | 1,379,027 | ||||||
Tikehau CLO II BV | ||||||||
0.88% (3 Month EURIBOR + 0.88%, 0.88% Floor), 12/07/2029(1)(2) | EUR | 2,300,000 | 2,511,275 | |||||
Towd Point Mortgage Trust | ||||||||
2.50%, 11/25/2060(2)(5) | $ | 2,239,257 | 2,232,735 |
Towd Point Mortgage Trust 2015-3 | ||||||||
3.00%, 03/25/2054(2)(5) | 150,671 | 151,081 | ||||||
Towd Point Mortgage Trust 2015-4 | ||||||||
2.75%, 04/25/2055(2)(5) | 199,459 | 199,355 | ||||||
3.75%, 04/25/2055(2)(5) | 960,000 | 986,927 | ||||||
Towd Point Mortgage Trust 2015-5 | ||||||||
2.75%, 05/25/2055(2)(5) | 204,418 | 205,131 | ||||||
Towd Point Mortgage Trust 2016-1 | ||||||||
2.75%, 02/25/2055(2)(5) | 836,456 | 837,781 | ||||||
3.00%, 02/25/2055(2)(5) | 245,460 | 245,058 | ||||||
Towd Point Mortgage Trust 2016-2 | ||||||||
2.75%, 08/25/2055(2)(5) | 174,180 | 174,865 | ||||||
Towd Point Mortgage Trust 2016-3 | ||||||||
2.25%, 04/25/2056(2)(5) | 260,719 | 259,661 | ||||||
Towd Point Mortgage Trust 2016-4 | ||||||||
2.25%, 07/25/2056(2)(5) | 547,396 | 544,141 | ||||||
Towd Point Mortgage Trust 2016-5 | ||||||||
2.50%, 10/25/2056(2)(5) | 1,901,109 | 1,899,138 | ||||||
Towd Point Mortgage Trust 2017-1 | ||||||||
2.75%, 10/25/2056(2)(5) | 456,647 | 460,807 | ||||||
3.75%, 10/25/2056(2)(5) | 6,315,000 | 6,570,026 | ||||||
Towd Point Mortgage Trust 2017-2 | ||||||||
2.75%, 04/25/2057(2)(5) | 213,409 | 215,028 | ||||||
Towd Point Mortgage Trust 2017-3 | ||||||||
2.75%, 07/25/2057(2)(5) | 1,260,162 | 1,263,680 | ||||||
Towd Point Mortgage Trust 2017-4 | ||||||||
2.75%, 06/25/2057(2)(5) | 10,312,893 | 10,392,437 | ||||||
Towd Point Mortgage Trust 2017-5 | ||||||||
2.62% (1 Month LIBOR USD + 0.60%), 02/25/2057(1)(2) | 669,280 | 666,706 | ||||||
Towd Point Mortgage Trust 2017-6 | ||||||||
2.75%, 10/25/2057(2)(5) | 1,603,879 | 1,619,117 | ||||||
Towd Point Mortgage Trust 2018-2 | ||||||||
3.25%, 03/25/2058(2)(5) | 6,927,692 | 7,054,183 | ||||||
Towd Point Mortgage Trust 2018-3 | ||||||||
3.75%, 05/25/2058(2)(5) | 7,072,290 | 7,332,664 |
Towd Point Mortgage Trust 2018-5 | ||||||||
3.25%, 07/25/2058(2)(5) | 3,177,485 | 3,222,586 | ||||||
Towd Point Mortgage Trust 2018-SJ1 | ||||||||
4.00%, 10/25/2058(2)(5) | 3,915,515 | 3,949,047 | ||||||
Towd Point Mortgage Trust 2019-1 | ||||||||
3.75%, 03/25/2058(2)(5) | 5,207,279 | 5,461,309 | ||||||
Towd Point Mortgage Trust 2019-MH1 | ||||||||
3.00%, 11/25/2058(2) | 700,000 | 704,458 | ||||||
Toyota Auto Receivables 2017-B Owner Trust | ||||||||
1.76%, 07/15/2021 | 8,276,975 | 8,265,164 | ||||||
Toyota Auto Receivables 2017-C Owner Trust | ||||||||
1.78%, 11/15/2021 | 4,256,413 | 4,251,515 | ||||||
Toyota Auto Receivables 2018-A Owner Trust | ||||||||
2.35%, 05/16/2022 | 2,925,000 | 2,931,433 | ||||||
Toyota Auto Receivables 2018-C Owner Trust | ||||||||
3.02%, 12/15/2022 | 15,145,000 | 15,353,197 | ||||||
Tralee CLO V Ltd. | ||||||||
3.39% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/20/2028(1)(2) | 2,000,000 | 1,999,502 | ||||||
Tricon American Homes 2017-SFR2 Trust | ||||||||
2.93%, 01/17/2036(2) | 4,254,301 | 4,314,143 | ||||||
Tricon American Homes 2019-SFR1 Trust | ||||||||
3.20%, 03/17/2038(2) | 1,270,000 | 1,272,712 | ||||||
Upstart Securitization Trust 2019-2 | ||||||||
2.90%, 09/20/2029(2) | 576,201 | 577,422 | ||||||
Vericrest Opportunity Loan Trust 2019-NPL3 | ||||||||
3.97%, 03/25/2049(2)(4) | 2,014,975 | 2,026,235 | ||||||
Vericrest Opportunity Loan Trust 2019-NPL5 | ||||||||
3.35%, 09/25/2049(2)(4) | 5,204,459 | 5,220,647 | ||||||
Verizon Owner Trust 2016-2 | ||||||||
2.36%, 05/20/2021(2) | 1,245,000 | 1,244,842 | ||||||
Verizon Owner Trust 2017-3 | ||||||||
2.53%, 04/20/2022(2) | 1,360,000 | 1,365,160 | ||||||
Verizon Owner Trust 2018-1 | ||||||||
3.20%, 09/20/2022(2) | 1,105,000 | 1,122,670 |
Volt LXX LLC | ||||||||
4.11%, 09/25/2048(2)(4) | 5,047,372 | 5,062,004 | ||||||
Volt LXXI LLC | ||||||||
3.97%, 09/25/2048(2)(4) | 344,195 | 345,852 | ||||||
Volt LXXII LLC | ||||||||
4.21%, 10/26/2048(2)(4) | 4,345,414 | 4,360,494 | ||||||
Volt LXXV LLC | ||||||||
4.34%, 01/25/2049(2)(4) | 2,434,117 | 2,450,737 | ||||||
Voya CLO 2014-3 Ltd. | ||||||||
3.00% (3 Month LIBOR USD + 0.72%), 07/25/2026(1)(2) | 827,585 | 825,738 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | ||||||||
4.05%, 02/25/2037(5) | 10,745,041 | 10,593,204 | ||||||
WAVE 2017-1 Trust | ||||||||
3.84%, 11/15/2042(2) | 2,330,848 | 2,345,500 | ||||||
Westlake Automobile Receivables Trust 2018-2 | ||||||||
4.00%, 01/16/2024(2) | 1,540,000 | 1,574,022 | ||||||
Westlake Automobile Receivables Trust 2018-3 | ||||||||
4.00%, 10/16/2023(2) | 1,215,000 | 1,247,568 | ||||||
Westlake Automobile Receivables Trust 2019-1 | ||||||||
3.67%, 03/15/2024(2) | 6,545,000 | 6,662,463 | ||||||
Wingstop Funding 2018-1 LLC | ||||||||
4.97%, 12/05/2048(2) | 950,225 | 986,771 | ||||||
Zais CLO 1 Ltd. | ||||||||
3.45% (3 Month LIBOR USD + 1.15%), 04/15/2028(1)(2) | 14,900,000 | 14,886,471 | ||||||
|
| |||||||
Total Asset-Backed Obligations (Cost: $2,163,723,295) | 2,167,076,559 | |||||||
|
| |||||||
Corporate Bonds 32.49% | ||||||||
Basic Materials 0.90% | ||||||||
ABJA Investment Co. Pte Ltd. | ||||||||
5.45%, 01/24/2028 | $ | 4,800,000 | $ | 4,676,104 | ||||
Anglo American Capital Plc | ||||||||
4.13%, 09/27/2022(2) | 3,883,000 | 4,044,533 | ||||||
4.75%, 04/10/2027(2) | 985,000 | 1,062,417 | ||||||
4.50%, 03/15/2028(2) | 16,035,000 | 17,026,380 |
ArcelorMittal | ||||||||
3.60%, 07/16/2024 | 6,545,000 | 6,612,359 | ||||||
6.13%, 06/01/2025 | 565,000 | 635,858 | ||||||
4.55%, 03/11/2026 | 7,250,000 | 7,585,449 | ||||||
Celulosa Arauco y Constitucion SA | ||||||||
3.88%, 11/02/2027 | 860,000 | 878,284 | ||||||
CF Industries, Inc. | ||||||||
4.50%, 12/01/2026(2) | 5,145,000 | 5,613,773 | ||||||
Cleveland-Cliffs, Inc. | ||||||||
4.88%, 01/15/2024(2) | 150,000 | 152,625 | ||||||
CNAC HK Finbridge Co. Ltd. | ||||||||
4.63%, 03/14/2023 | 6,145,000 | 6,441,267 | ||||||
DuPont de Nemours, Inc. | ||||||||
3.77%, 11/15/2020 | 6,165,000 | 6,278,349 | ||||||
Equate Petrochemical BV | ||||||||
3.00%, 03/03/2022 | 690,000 | 692,829 | ||||||
4.25%, 11/03/2026 | 6,910,000 | 7,433,502 | ||||||
First Quantum Minerals Ltd. | ||||||||
6.50%, 03/01/2024(2) | 200,000 | 190,750 | ||||||
6.88%, 03/01/2026(2) | 200,000 | 190,500 | ||||||
FMC Corp. | ||||||||
3.45%, 10/01/2029 | 1,850,000 | 1,872,777 | ||||||
4.50%, 10/01/2049 | 1,025,000 | 1,064,309 | ||||||
FMG Resources August 2006 Pty Ltd. | ||||||||
4.50%, 09/15/2027(2) | 488,000 | 476,532 | ||||||
Glencore Finance Canada Ltd. | ||||||||
4.95%, 11/15/2021(2) | 1,170,000 | 1,223,820 | ||||||
Glencore Funding LLC | ||||||||
4.13%, 03/12/2024(2) | 4,920,000 | 5,171,334 | ||||||
4.00%, 04/16/2025(2) | 4,450,000 | 4,629,497 | ||||||
4.00%, 03/27/2027(2) | 1,000,000 | 1,028,073 | ||||||
3.88%, 10/27/2027(2) | 11,555,000 | 11,764,145 | ||||||
4.88%, 03/12/2029(2) | 4,115,000 | 4,447,595 | ||||||
Huntsman International LLC | ||||||||
5.13%, 11/15/2022 | 1,797,000 | 1,915,958 |
Incitec Pivot Finance LLC | ||||||||
6.00%, 12/10/2019(2) | 126,000 | 126,798 | ||||||
Indonesia Asahan Aluminium Persero PT | ||||||||
5.23%, 11/15/2021(2) | 800,000 | 839,648 | ||||||
5.71%, 11/15/2023(2) | 600,000 | 660,000 | ||||||
6.53%, 11/15/2028(2) | 900,000 | 1,099,874 | ||||||
International Flavors & Fragrances, Inc. | ||||||||
5.00%, 09/26/2048 | 7,265,000 | 8,296,288 | ||||||
Israel Chemicals Ltd. | ||||||||
6.38%, 05/31/2038(2) | 10,200,000 | 12,465,828 | ||||||
LYB International Finance III LLC | ||||||||
4.20%, 10/15/2049 | 4,050,000 | 4,009,269 | ||||||
Minera Mexico SA de CV | ||||||||
4.50%, 01/26/2050(2) | 3,650,000 | 3,595,250 | ||||||
Newcrest Finance Pty Ltd. | ||||||||
4.45%, 11/15/2021(2) | 1,800,000 | 1,867,975 | ||||||
Newmont Goldcorp Corp. | ||||||||
3.70%, 03/15/2023 | 3,270,000 | 3,403,892 | ||||||
Orbia Advance Corp. SAB de CV | ||||||||
4.00%, 10/04/2027(2) | 1,255,000 | 1,269,131 | ||||||
SASOL Financing USA LLC | ||||||||
5.88%, 03/27/2024 | 4,300,000 | 4,645,745 | ||||||
Solvay Finance America LLC | ||||||||
4.45%, 12/03/2025(2) | 2,400,000 | 2,579,477 | ||||||
Syngenta Finance NV | ||||||||
3.70%, 04/24/2020(2) | 2,350,000 | 2,357,805 | ||||||
3.93%, 04/23/2021(2) | 7,942,000 | 8,087,241 | ||||||
4.44%, 04/24/2023(2) | 200,000 | 209,019 | ||||||
4.89%, 04/24/2025(2) | 550,000 | 582,548 | ||||||
5.18%, 04/24/2028(2) | 500,000 | 531,580 | ||||||
Vale Overseas Ltd. | ||||||||
6.25%, 08/10/2026 | 1,299,000 | 1,497,098 | ||||||
6.88%, 11/21/2036 | 1,132,000 | 1,434,244 | ||||||
6.88%, 11/10/2039 | 316,000 | 402,508 | ||||||
Vale SA | ||||||||
3.75%, 01/10/2023 | EUR | 400,000 | 471,826 |
Westlake Chemical Corp. | ||||||||
3.60%, 08/15/2026 | $ | 1,925,000 | 1,987,935 | |||||
1.63%, 07/17/2029 | EUR | 2,025,000 | 2,263,122 | |||||
|
| |||||||
167,793,120 | ||||||||
|
| |||||||
Communications 3.90% | ||||||||
Alibaba Group Holding Ltd. | ||||||||
3.13%, 11/28/2021 | $ | 4,894,000 | 4,970,322 | |||||
3.60%, 11/28/2024 | 7,180,000 | 7,555,427 | ||||||
3.40%, 12/06/2027 | 8,360,000 | 8,683,833 | ||||||
Altice Financing SA | ||||||||
5.25%, 02/15/2023 | EUR | 16,785,000 | 18,798,723 | |||||
6.63%, 02/15/2023(2) | $ | 18,627,000 | 19,115,959 | |||||
Altice France SA/France | ||||||||
6.25%, 05/15/2024(2) | 6,012,000 | 6,204,384 | ||||||
7.38%, 05/01/2026(2) | 1,400,000 | 1,502,844 | ||||||
5.88%, 02/01/2027(2) | EUR | 3,900,000 | 4,701,764 | |||||
8.13%, 02/01/2027(2) | $ | 1,100,000 | 1,214,125 | |||||
5.50%, 01/15/2028(2) | 5,415,000 | 5,475,919 | ||||||
Altice Luxembourg SA | ||||||||
7.75%, 05/15/2022(2) | 224,000 | 228,760 | ||||||
AT&T, Inc. | ||||||||
3.80%, 02/15/2027 | 3,530,000 | 3,740,465 | ||||||
5.25%, 03/01/2037 | 7,530,000 | 8,866,085 | ||||||
4.85%, 03/01/2039 | 10,680,000 | 12,105,896 | ||||||
4.80%, 06/15/2044 | 9,060,000 | 10,047,499 | ||||||
4.35%, 06/15/2045 | 7,600,000 | 8,017,911 | ||||||
4.75%, 05/15/2046 | 3,080,000 | 3,417,756 | ||||||
5.15%, 11/15/2046 | 3,055,000 | 3,543,826 | ||||||
4.50%, 03/09/2048 | 10,815,000 | 11,625,755 | ||||||
Axtel SAB de CV | ||||||||
6.38%, 11/14/2024 | 4,700,000 | 4,835,172 | ||||||
Baidu, Inc. | ||||||||
2.88%, 07/06/2022 | 5,105,000 | 5,132,300 | ||||||
3.88%, 09/29/2023 | 11,655,000 | 12,126,542 | ||||||
4.38%, 03/29/2028 | 8,150,000 | 8,823,511 | ||||||
4.88%, 11/14/2028 | 770,000 | 865,385 |
Booking Holdings, Inc. | ||||||||
3.65%, 03/15/2025 | 78,000 | 83,148 | ||||||
C&W Senior Financing DAC | ||||||||
6.88%, 09/15/2027(2) | 200,000 | 207,250 | ||||||
CBS Corp. | ||||||||
2.50%, 02/15/2023 | 1,500,000 | 1,504,781 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp. | ||||||||
5.38%, 06/01/2029(2) | 2,141,000 | 2,280,165 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
3.58%, 07/23/2020 | 10,507,000 | 10,601,017 | ||||||
4.46%, 07/23/2022 | 9,852,000 | 10,371,848 | ||||||
3.90% (3 Month LIBOR USD + 1.65%), 02/01/2024(1) | 426,000 | 436,593 | ||||||
4.50%, 02/01/2024 | 3,510,000 | 3,771,233 | ||||||
4.91%, 07/23/2025 | 11,997,000 | 13,184,437 | ||||||
6.48%, 10/23/2045 | 2,015,000 | 2,455,269 | ||||||
5.75%, 04/01/2048 | 4,575,000 | 5,213,602 | ||||||
Cisco Systems, Inc. | ||||||||
4.45%, 01/15/2020 | 2,125,000 | 2,139,020 | ||||||
Clear Channel Worldwide Holdings, Inc. | ||||||||
9.25%, 02/15/2024(2) | 9,290,000 | 10,206,551 | ||||||
Comcast Corp. | ||||||||
3.38%, 08/15/2025 | 4,345,000 | 4,594,826 | ||||||
3.95%, 10/15/2025 | 2,500,000 | 2,721,995 | ||||||
3.15%, 03/01/2026 | 4,440,000 | 4,650,482 | ||||||
3.30%, 02/01/2027 | 12,230,000 | 12,923,547 | ||||||
4.15%, 10/15/2028 | 2,000,000 | 2,244,045 | ||||||
4.60%, 10/15/2038 | 4,723,000 | 5,659,406 | ||||||
3.97%, 11/01/2047 | 1,965,000 | 2,168,978 | ||||||
4.00%, 11/01/2049 | 1,000,000 | 1,111,418 | ||||||
Connect Finco SARL / Connect US Finco LLC | ||||||||
6.75%, 10/01/2026(2) | 646,000 | 658,113 | ||||||
Cox Communications, Inc. | ||||||||
3.15%, 08/15/2024(2) | 3,400,000 | 3,482,318 |
4.80%, 02/01/2035(2) | 8,725,000 | 9,490,064 | ||||||
4.70%, 12/15/2042(2) | 810,000 | 880,752 | ||||||
4.50%, 06/30/2043(2) | 950,000 | 1,009,180 | ||||||
Crown Castle Towers LLC | ||||||||
3.22%, 05/15/2022(2) | 700,000 | 707,185 | ||||||
3.66%, 05/15/2025(2) | 1,300,000 | 1,361,135 | ||||||
CSC Holdings LLC | ||||||||
7.75%, 07/15/2025(2) | 2,365,000 | 2,542,848 | ||||||
5.50%, 04/15/2027(2) | 2,300,000 | 2,431,997 | ||||||
6.50%, 02/01/2029(2) | 656,000 | 729,128 | ||||||
Daddy Operating Co. LLC / GD Finance Co., Inc. | ||||||||
5.25%, 12/01/2027(2) | 192,000 | 201,840 | ||||||
Deutsche Telekom International Finance BV | ||||||||
1.95%, 09/19/2021(2) | 800,000 | 794,679 | ||||||
2.82%, 01/19/2022(2) | 2,045,000 | 2,069,255 | ||||||
Diamond Sports Group LLC / Diamond Sports Finance Co. | ||||||||
5.38%, 08/15/2026(2) | 1,890,000 | 1,960,875 | ||||||
Discovery Communications LLC | ||||||||
2.80%, 06/15/2020 | 7,200,000 | 7,224,603 | ||||||
4.38%, 06/15/2021 | 380,000 | 392,894 | ||||||
3.95%, 03/20/2028 | 9,055,000 | 9,436,167 | ||||||
5.00%, 09/20/2037 | 1,270,000 | 1,366,150 | ||||||
DISH DBS Corp. | ||||||||
5.13%, 05/01/2020 | 15,493,000 | 15,667,296 | ||||||
6.75%, 06/01/2021 | 4,250,000 | 4,472,275 | ||||||
eBay, Inc. | ||||||||
2.88%, 08/01/2021 | 144,000 | 145,537 | ||||||
2.60%, 07/15/2022 | 2,279,000 | 2,296,774 | ||||||
2.75%, 01/30/2023 | 5,400,000 | 5,465,558 | ||||||
Expedia Group, Inc. | ||||||||
4.50%, 08/15/2024 | 7,286,000 | 7,902,929 | ||||||
5.00%, 02/15/2026 | 9,320,000 | 10,471,504 | ||||||
3.80%, 02/15/2028 | 6,510,000 | 6,814,219 | ||||||
Fox Corp. | ||||||||
4.71%, 01/25/2029(2) | 2,585,000 | 2,950,649 |
Frontier Communications Corp. | ||||||||
8.00%, 04/01/2027(2) | 864,000 | 911,252 | ||||||
iHeartCommunications, Inc. | ||||||||
6.38%, 05/01/2026 | 4,564,517 | 4,929,678 | ||||||
8.38%, 05/01/2027 | 8,562,437 | 9,247,432 | ||||||
Intelsat Connect Finance SA | ||||||||
9.50%, 02/15/2023(2) | 710,000 | 656,530 | ||||||
Intelsat Jackson Holdings SA | ||||||||
9.50%, 09/30/2022(2) | 1,490,000 | 1,728,400 | ||||||
5.50%, 08/01/2023 | 5,401,000 | 5,038,593 | ||||||
8.00%, 02/15/2024(2) | 9,655,000 | 10,029,131 | ||||||
8.50%, 10/15/2024(2) | 2,641,000 | 2,659,989 | ||||||
9.75%, 07/15/2025(2) | 3,990,000 | 4,167,555 | ||||||
Intelsat Luxembourg SA | ||||||||
7.75%, 06/01/2021 | 8,455,000 | 8,032,250 | ||||||
Interpublic Group of Companies, Inc. | ||||||||
3.50%, 10/01/2020 | 1,130,000 | 1,143,261 | ||||||
3.75%, 10/01/2021 | 200,000 | 205,025 | ||||||
4.00%, 03/15/2022 | 216,000 | 223,195 | ||||||
Koninklijke KPN NV | ||||||||
8.38%, 10/01/2030 | 2,750,000 | 3,760,898 | ||||||
Level 3 Financing, Inc. | ||||||||
5.38%, 01/15/2024 | 600,000 | 611,910 | ||||||
5.38%, 05/01/2025 | 1,474,000 | 1,527,433 | ||||||
4.63%, 09/15/2027(2) | 1,191,000 | 1,201,779 | ||||||
MTN Mauritius Investments Ltd. | ||||||||
6.50%, 10/13/2026 | 8,200,000 | 8,966,290 | ||||||
Netflix, Inc. | ||||||||
5.50%, 02/15/2022 | 300,000 | 316,875 | ||||||
4.63%, 05/15/2029(2) | EUR | 4,915,000 | 5,955,343 | |||||
5.38%, 11/15/2029(2) | $ | 589,000 | 612,560 | |||||
Nexstar Escrow, Inc. | ||||||||
5.63%, 07/15/2027(2) | 374,000 | 391,765 | ||||||
Nokia OYJ | ||||||||
3.38%, 06/12/2022 | 280,000 | 284,200 | ||||||
4.38%, 06/12/2027 | 4,255,000 | 4,446,475 |
Radiate Holdco LLC / Radiate Finance, Inc. | ||||||||
6.88%, 02/15/2023(2) | 192,000 | 197,520 | ||||||
Sky Ltd. | ||||||||
3.13%, 11/26/2022(2) | 400,000 | 412,991 | ||||||
SoftBank Group Corp. | ||||||||
4.00%, 04/20/2023 | EUR | 850,000 | 990,615 | |||||
Sprint Communications, Inc. | ||||||||
7.00%, 03/01/2020(2) | $ | 7,822,000 | 7,949,108 | |||||
7.00%, 08/15/2020 | 12,097,000 | 12,486,644 | ||||||
6.00%, 11/15/2022 | 4,570,000 | 4,855,625 | ||||||
Sprint Corp. | ||||||||
7.25%, 09/15/2021 | 15,923,000 | 16,991,433 | ||||||
7.88%, 09/15/2023 | 1,730,000 | 1,900,336 | ||||||
7.13%, 06/15/2024 | 200,000 | 215,560 | ||||||
7.63%, 03/01/2026 | 623,000 | 687,636 | ||||||
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | ||||||||
3.36%, 09/20/2021(2) | 6,406,000 | 6,430,023 | ||||||
4.74%, 03/20/2025(2) | 21,310,000 | 22,652,743 | ||||||
5.15%, 03/20/2028(2) | 7,936,000 | 8,610,560 | ||||||
Telefonica Emisiones SA | ||||||||
5.46%, 02/16/2021 | 168,000 | 175,368 | ||||||
5.52%, 03/01/2049 | 11,455,000 | 13,960,857 | ||||||
Tencent Holdings Ltd. | ||||||||
3.80%, 02/11/2025 | 7,290,000 | 7,680,380 | ||||||
3.58%, 04/11/2026(2) | 1,439,000 | 1,501,474 | ||||||
Time Warner Cable LLC | ||||||||
4.00%, 09/01/2021 | 370,000 | 378,541 | ||||||
5.88%, 11/15/2040 | 2,000,000 | 2,237,888 | ||||||
5.50%, 09/01/2041 | 9,512,000 | 10,251,193 | ||||||
4.50%, 09/15/2042 | 13,180,000 | 12,961,109 | ||||||
T-Mobile USA, Inc. | ||||||||
6.00%, 03/01/2023 | 876,000 | 892,372 | ||||||
6.50%, 01/15/2024 | 1,045,000 | 1,083,989 | ||||||
6.50%, 01/15/2024(6) | 1,200,000 | 9,327 |
6.00%, 04/15/2024 | 2,329,000 | 2,416,338 | ||||||
4.50%, 02/01/2026 | 658,000 | 677,279 | ||||||
4.50%, 02/01/2026(6) | 658,000 | 2,031 | ||||||
4.75%, 02/01/2028 | 3,143,000 | 3,289,150 | ||||||
4.75%, 02/01/2028(6) | 1,053,000 | 3,023 | ||||||
Turk Telekomunikasyon AS | ||||||||
6.88%, 02/28/2025(2) | 8,000,000 | 8,404,480 | ||||||
TWDC Enterprises 18 Corp. | ||||||||
3.75%, 06/01/2021 | 460,000 | 474,583 | ||||||
United Group BV | ||||||||
4.38%, 07/01/2022(2) | EUR | 200,000 | 222,344 | |||||
4.38%, 07/01/2022 | 7,425,000 | 8,254,510 | ||||||
4.88%, 07/01/2024 | 8,300,000 | 9,406,820 | ||||||
4.88%, 07/01/2024(2) | 200,000 | 226,670 | ||||||
Univision Communications, Inc. | ||||||||
5.13%, 05/15/2023(2) | $ | 6,215,000 | 6,199,463 | |||||
5.13%, 02/15/2025(2) | 5,021,000 | 4,882,923 | ||||||
Verizon Communications, Inc. | ||||||||
4.02%, 12/03/2029 | 8,760,000 | 9,739,385 | ||||||
4.50%, 08/10/2033 | 3,470,000 | 4,037,931 | ||||||
4.75%, 11/01/2041 | 685,000 | 814,221 | ||||||
4.86%, 08/21/2046 | 11,925,000 | 14,580,867 | ||||||
5.01%, 04/15/2049 | 1,625,000 | 2,041,579 | ||||||
4.67%, 03/15/2055 | 1,494,000 | 1,791,245 | ||||||
Viacom, Inc. | ||||||||
4.25%, 09/01/2023 | 1,000,000 | 1,060,509 | ||||||
3.88%, 04/01/2024 | 5,000,000 | 5,261,905 | ||||||
ViaSat, Inc. | ||||||||
5.63%, 09/15/2025(2) | 196,000 | 197,470 | ||||||
5.63%, 04/15/2027(2) | 349,000 | 366,450 | ||||||
Virgin Media Secured Finance Plc | ||||||||
5.25%, 01/15/2026(2) | 1,200,000 | 1,233,000 | ||||||
5.50%, 05/15/2029(2) | 2,900,000 | 3,023,250 | ||||||
Vodafone Group Plc | ||||||||
3.75%, 01/16/2024 | 4,000,000 | 4,217,409 |
4.38%, 05/30/2028 | 8,820,000 | 9,743,142 | ||||||
5.00%, 05/30/2038 | 5,045,000 | 5,754,515 | ||||||
5.25%, 05/30/2048 | 7,980,000 | 9,250,739 | ||||||
4.88%, 06/19/2049 | 5,318,000 | 5,925,238 | ||||||
4.25%, 09/17/2050 | 5,575,000 | 5,682,600 | ||||||
VTR Finance BV | ||||||||
6.88%, 01/15/2024 | 4,476,000 | 4,604,685 | ||||||
Ziggo BV | ||||||||
5.50%, 01/15/2027(2) | 6,675,000 | 6,958,688 | ||||||
|
| |||||||
726,361,251 | ||||||||
|
| |||||||
Consumer, Cyclical 3.25% | ||||||||
1011778 BC ULC / New Red Finance, Inc. | ||||||||
4.63%, 01/15/2022(2) | 3,510,000 | 3,510,351 | ||||||
4.25%, 05/15/2024(2) | 154,000 | 158,421 | ||||||
Air Canada 2013-1 Class B Pass Through Trust | ||||||||
5.38%, 05/15/2021(2) | 245,421 | 252,317 | ||||||
Air Canada 2015-2 Class B Pass Through Trust | ||||||||
5.00%, 12/15/2023(2) | 1,767,595 | 1,845,900 | ||||||
Air Canada 2017-1 Class B Pass Through Trust | ||||||||
3.70%, 01/15/2026(2) | 13,342,302 | 13,370,320 | ||||||
Alimentation Couche-Tard, Inc. | ||||||||
2.70%, 07/26/2022(2) | 995,000 | 1,002,483 | ||||||
3.55%, 07/26/2027(2) | 3,000,000 | 3,119,278 | ||||||
America West Airlines 2001-1 Pass Through Trust | ||||||||
7.10%, 04/02/2021 | 1,190,447 | 1,226,106 | ||||||
American Airlines 2013-1 Class A Pass Through Trust | ||||||||
4.00%, 07/15/2025 | 1,397,684 | 1,471,901 | ||||||
American Airlines 2014-1 Class A Pass Through Trust | ||||||||
3.70%, 10/01/2026 | 1,654,225 | 1,734,951 | ||||||
American Airlines 2015-1 Class B Pass Through Trust | ||||||||
3.70%, 05/01/2023 | 2,045,599 | 2,066,668 | ||||||
American Airlines 2015-2 Class B Pass Through Trust | ||||||||
4.40%, 09/22/2023 | 8,803,122 | 9,100,668 | ||||||
American Airlines 2016-1 Class AA Pass Through Trust | ||||||||
3.58%, 01/15/2028 | 522,691 | 550,669 |
American Airlines 2016-1 Class B Pass Through Trust | ||||||||
5.25%, 01/15/2024 | 2,069,708 | 2,199,656 | ||||||
American Airlines 2016-2 Class A Pass Through Trust | ||||||||
3.65%, 06/15/2028 | 1,272,527 | 1,326,100 | ||||||
American Airlines 2016-2 Class B Pass Through Trust | ||||||||
4.38%, 06/15/2024(2) | 3,766,500 | 3,878,365 | ||||||
American Airlines 2016-3 Class B Pass Through Trust | ||||||||
3.75%, 10/15/2025 | 7,290,705 | 7,404,909 | ||||||
American Airlines 2017-1 Class B Pass Through Trust | ||||||||
4.95%, 02/15/2025 | 932,595 | 983,814 | ||||||
American Airlines 2017-2 Class AA Pass Through Trust | ||||||||
3.35%, 10/15/2029 | 775,620 | 798,494 | ||||||
American Airlines 2017-2 Class B Pass Through Trust | ||||||||
3.70%, 10/15/2025 | 6,260,795 | 6,295,248 | ||||||
American Airlines 2019-1 Class B Pass Through Trust | ||||||||
3.85%, 02/15/2028 | 9,370,000 | 9,464,363 | ||||||
AutoNation, Inc. | ||||||||
3.35%, 01/15/2021 | 770,000 | 777,212 | ||||||
Beazer Homes USA, Inc. | ||||||||
7.25%, 10/15/2029(2) | 90,000 | 91,463 | ||||||
BMW Finance NV | ||||||||
2.25%, 08/12/2022(2) | 8,700,000 | 8,707,650 | ||||||
BMW US Capital LLC | ||||||||
3.25%, 08/14/2020(2) | 14,250,000 | 14,377,282 | ||||||
3.10%, 04/12/2021(2) | 5,495,000 | 5,580,984 | ||||||
British Airways 2019-1 Class A Pass Through Trust | ||||||||
3.35%, 06/15/2029(2) | 3,295,000 | 3,363,182 | ||||||
Choice Hotels International, Inc. | ||||||||
5.75%, 07/01/2022 | 3,000,000 | 3,232,500 | ||||||
Churchill Downs, Inc. | ||||||||
4.75%, 01/15/2028(2) | 2,652,000 | 2,718,300 | ||||||
Continental Airlines 2007-1 Class A Pass Through Trust | ||||||||
5.98%, 04/19/2022 | 4,127,610 | 4,355,867 | ||||||
Continental Airlines 2009-2 Class A Pass Through Trust | ||||||||
7.25%, 11/10/2019 | 851,648 | 855,566 |
Continental Airlines 2012-2 Class A Pass Through Trust | ||||||||
4.00%, 10/29/2024 | 1,660,560 | 1,747,905 | ||||||
Cumberland Farms, Inc. | ||||||||
6.75%, 05/01/2025(2) | 767,000 | 821,457 | ||||||
Daimler Finance North America LLC | ||||||||
2.30%, 01/06/2020(2) | 4,000,000 | 4,000,561 | ||||||
3.00%, 02/22/2021(2) | 2,210,000 | 2,231,548 | ||||||
3.88%, 09/15/2021(2) | 850,000 | 875,715 | ||||||
3.06% (3 Month LIBOR USD + 0.90%), 02/15/2022(1)(2) | 15,370,000 | 15,449,478 | ||||||
2.55%, 08/15/2022(2) | 4,700,000 | 4,717,954 | ||||||
2.70%, 06/14/2024(2) | 2,150,000 | 2,154,227 | ||||||
3.10%, 08/15/2029(2) | 1,350,000 | 1,363,982 | ||||||
Delta Air Lines 2007-1 Class A Pass Through Trust | ||||||||
6.82%, 08/10/2022 | 24,723 | 27,135 | ||||||
Delta Air Lines, Inc. | ||||||||
2.88%, 03/13/2020 | 1,295,000 | 1,297,770 | ||||||
3.40%, 04/19/2021 | 350,000 | 354,878 | ||||||
3.63%, 03/15/2022 | 3,757,000 | 3,859,463 | ||||||
Diamond Resorts International, Inc. | ||||||||
7.75%, 09/01/2023(2) | 4,234,000 | 4,361,020 | ||||||
Dillards, Inc. | ||||||||
7.75%, 07/15/2026 | 135,000 | 153,608 | ||||||
7.75%, 05/15/2027 | 85,000 | 96,550 | ||||||
7.00%, 12/01/2028 | 380,000 | 418,471 | ||||||
DR Horton, Inc. | ||||||||
4.38%, 09/15/2022 | 10,658,000 | 11,190,556 | ||||||
eG Global Finance Plc | ||||||||
6.75%, 02/07/2025(2) | 2,701,000 | 2,636,851 | ||||||
Emirates Airline | ||||||||
4.50%, 02/06/2025 | 3,142,800 | 3,194,153 | ||||||
FCE Bank Plc | ||||||||
1.88%, 06/24/2021 | EUR | 300,000 | 333,875 | |||||
Ford Motor Credit Co. LLC | ||||||||
3.31% (3 Month LIBOR USD + 1.00%), 01/09/2020(1) | $ | 2,575,000 | 2,575,291 | |||||
8.13%, 01/15/2020 | 2,605,000 | 2,648,081 |
2.43%, 06/12/2020 | 4,525,000 | 4,513,677 | ||||||
2.92% (3 Month LIBOR USD + 0.79%), 06/12/2020(1) | 400,000 | 399,297 | ||||||
3.16%, 08/04/2020 | 2,420,000 | 2,425,994 | ||||||
2.34%, 11/02/2020 | 7,795,000 | 7,749,118 | ||||||
2.70% (3 Month LIBOR USD + 0.43%), 11/02/2020(1) | 3,110,000 | 3,083,063 | ||||||
5.09%, 01/07/2021 | 1,405,000 | 1,440,801 | ||||||
3.20%, 01/15/2021 | 3,750,000 | 3,754,920 | ||||||
5.75%, 02/01/2021 | 1,290,000 | 1,333,587 | ||||||
3.34%, 03/18/2021 | 11,810,000 | 11,864,826 | ||||||
3.10% (3 Month LIBOR USD + 0.81%), 04/05/2021(1) | 400,000 | 395,315 | ||||||
3.47%, 04/05/2021 | 2,915,000 | 2,929,564 | ||||||
0.03% (3 Month EURIBOR + 0.43%), 05/14/2021(1)(3) | EUR | 220,000 | 237,739 | |||||
5.88%, 08/02/2021 | $ | 6,650,000 | 6,965,300 | |||||
3.22% (3 Month LIBOR USD + 0.88%), 10/12/2021(1) | 3,390,000 | 3,332,275 | ||||||
0.00% (3 Month EURIBOR + 0.37%), 12/01/2021(1)(3) | EUR | 610,000 | 652,210 | |||||
5.60%, 01/07/2022 | $ | 13,892,000 | 14,595,698 | |||||
3.34%, 03/28/2022 | 4,740,000 | 4,746,073 | ||||||
3.55%, 10/07/2022 | 4,200,000 | 4,200,144 | ||||||
3.35%, 11/01/2022 | 3,625,000 | 3,628,915 | ||||||
3.39% (3 Month LIBOR USD + 1.24%), 02/15/2023(1) | 500,000 | 484,790 | ||||||
General Motors Co. | ||||||||
3.03% (3 Month LIBOR USD + 0.90%), 09/10/2021(1) | 3,000,000 | 2,997,211 | ||||||
6.60%, 04/01/2036 | 975,000 | 1,117,423 | ||||||
6.25%, 10/02/2043 | 65,000 | 71,020 | ||||||
5.20%, 04/01/2045 | 3,485,000 | 3,440,174 | ||||||
General Motors Financial Co., Inc. | ||||||||
2.35%, 10/04/2019 | 3,000,000 | 2,999,999 | ||||||
3.15%, 01/15/2020 | 1,000,000 | 1,001,487 | ||||||
2.65%, 04/13/2020 | 1,500,000 | 1,501,981 | ||||||
3.20%, 07/13/2020 | 6,992,000 | 7,030,432 | ||||||
3.16% (3 Month LIBOR USD + 0.85%), 04/09/2021(1) | 10,375,000 | 10,368,547 | ||||||
3.55%, 04/09/2021 | 36,950,000 | 37,487,057 | ||||||
0.15% (3 Month EURIBOR + 0.55%), 03/26/2022(1)(3) | EUR | 450,000 | 486,809 | |||||
5.10%, 01/17/2024 | $ | 13,185,000 | 14,176,986 | |||||
4.35%, 04/09/2025 | 1,530,000 | 1,595,411 |
4.30%, 07/13/2025 | 540,000 | 561,887 | ||||||
5.25%, 03/01/2026 | 345,000 | 374,572 | ||||||
4.00%, 10/06/2026 | 1,900,000 | 1,924,126 | ||||||
Gohl Capital Ltd. | ||||||||
4.25%, 01/24/2027 | 6,600,000 | 6,897,462 | ||||||
Harley-Davidson Financial Services, Inc. | ||||||||
2.85%, 01/15/2021(2) | 3,287,000 | 3,297,568 | ||||||
2.55%, 06/09/2022(2) | 1,875,000 | 1,873,329 | ||||||
Hyundai Capital America | ||||||||
2.95% (3 Month LIBOR USD + 0.80%), 09/18/2020(1)(2) | 1,170,000 | 1,171,964 | ||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC | ||||||||
5.25%, 06/01/2026(2) | 956,000 | 1,011,926 | ||||||
4.75%, 06/01/2027(2) | 429,000 | 446,696 | ||||||
Las Vegas Sands Corp. | ||||||||
3.20%, 08/08/2024 | 1,325,000 | 1,349,842 | ||||||
3.50%, 08/18/2026 | 1,965,000 | 1,996,107 | ||||||
Latam Airlines 2015-1 Pass Through Trust A | ||||||||
4.20%, 11/15/2027 | 2,754,845 | 2,817,655 | ||||||
Lear Corp. | ||||||||
5.25%, 01/15/2025 | 7,072,000 | 7,305,087 | ||||||
Lennar Corp. | ||||||||
4.75%, 11/29/2027 | 4,275,000 | 4,584,938 | ||||||
Magna International, Inc. | ||||||||
4.15%, 10/01/2025 | 665,000 | 719,809 | ||||||
MGM Resorts International | ||||||||
6.75%, 10/01/2020 | 6,899,000 | 7,157,713 | ||||||
7.75%, 03/15/2022 | 2,870,000 | 3,210,841 | ||||||
Mitchells & Butlers Finance Plc | ||||||||
6.01%, 12/15/2028 | GBP | 321,982 | 455,246 | |||||
2.57% (3 Month LIBOR USD + 0.45%), 12/15/2030(1) | $ | 9,763,362 | 8,992,082 | |||||
Mitsubishi Corp. | ||||||||
2.63%, 07/14/2022 | 200,000 | 200,440 | ||||||
Nissan Motor Acceptance Corp. | ||||||||
3.15%, 03/15/2021(2) | 400,000 | 403,839 | ||||||
3.65%, 09/21/2021(2) | 300,000 | 306,883 | ||||||
3.19% (3 Month LIBOR USD + 0.89%), 01/13/2022(1)(2) | 700,000 | 703,049 |
Panasonic Corp. | ||||||||
2.54%, 07/19/2022(2) | 1,785,000 | 1,795,877 | ||||||
Panther BF Aggregator 2 LP / Panther Finance Co., Inc. | ||||||||
6.25%, 05/15/2026(2) | 1,310,000 | 1,378,775 | ||||||
PetSmart, Inc. | ||||||||
5.88%, 06/01/2025(2) | 172,000 | 171,140 | ||||||
QVC, Inc. | ||||||||
5.13%, 07/02/2022 | 4,255,000 | 4,470,634 | ||||||
4.38%, 03/15/2023 | 4,476,000 | 4,626,008 | ||||||
4.85%, 04/01/2024 | 4,485,000 | 4,734,020 | ||||||
4.45%, 02/15/2025 | 600,000 | 622,618 | ||||||
Rite Aid Corp. | ||||||||
6.13%, 04/01/2023(2) | 5,382,000 | 4,269,810 | ||||||
Sands China Ltd. | ||||||||
4.60%, 08/08/2023 | 1,200,000 | 1,270,175 | ||||||
5.13%, 08/08/2025 | 1,400,000 | 1,537,088 | ||||||
5.40%, 08/08/2028 | 2,000,000 | 2,252,752 | ||||||
Southwest Airlines Co. 2007-1 Pass Through Trust | ||||||||
6.65%, 08/01/2022 | 80,191 | 84,944 | ||||||
Spirit Issuer Plc | ||||||||
3.46% (3 Month LIBOR GBP + 2.70%), 12/28/2031(1) | GBP | 810,000 | 971,037 | |||||
Staples, Inc. | ||||||||
7.50%, 04/15/2026(2) | $ | 554,000 | 570,786 | |||||
Starbucks Corp. | ||||||||
3.80%, 08/15/2025 | 5,465,000 | 5,914,320 | ||||||
Tesla, Inc. | ||||||||
5.30%, 08/15/2025(2) | 1,810,000 | 1,624,475 | ||||||
Toyota Motor Credit Corp. | ||||||||
1.55%, 10/18/2019 | 9,690,000 | 9,687,601 | ||||||
2.95%, 04/13/2021 | 14,545,000 | 14,779,191 | ||||||
2.65%, 04/12/2022 | 17,580,000 | 17,900,383 | ||||||
Toyota Motor Finance Netherlands BV | ||||||||
2.76%, 04/26/2021 | 1,500,000 | 1,516,540 | ||||||
United Airlines 2016-1 Class B Pass Through Trust | ||||||||
3.65%, 01/07/2026 | 1,468,524 | 1,492,194 |
United Airlines 2016-2 Class B Pass Through Trust | ||||||||
3.65%, 10/07/2025 | 1,878,142 | 1,899,341 | ||||||
United Airlines 2018-1 Class A Pass Through Trust | ||||||||
3.70%, 03/01/2030 | 612,998 | 636,597 | ||||||
United Airlines 2018-1 Class B Pass Through Trust | ||||||||
4.60%, 03/01/2026 | 6,257,243 | 6,522,472 | ||||||
United Airlines 2019-2 Class A Pass Through Trust | ||||||||
2.90%, 05/01/2028 | 1,495,000 | 1,486,479 | ||||||
United Airlines 2019-2 Class AA Pass Through Trust | ||||||||
2.70%, 05/01/2032 | 930,000 | 928,084 | ||||||
United Airlines 2019-2 Class B Pass Through Trust | ||||||||
3.50%, 05/01/2028 | 1,540,000 | 1,547,700 | ||||||
US Airways 2011-1 Class A Pass Through Trust | ||||||||
7.13%, 10/22/2023 | 1,599,215 | 1,800,236 | ||||||
US Airways 2013-1 Class A Pass Through Trust | ||||||||
3.95%, 11/15/2025 | 1,556,724 | 1,639,186 | ||||||
VOC Escrow Ltd. | ||||||||
5.00%, 02/15/2028(2) | 91,000 | 93,967 | ||||||
Volkswagen Bank GmbH | ||||||||
0.00% (3 Month EURIBOR + 0.42%), 06/15/2021(1)(3) | EUR | 1,400,000 | 1,526,134 | |||||
0.63%, 09/08/2021 | 7,500,000 | 8,261,456 | ||||||
1.88%, 01/31/2024 | 300,000 | 344,636 | ||||||
Volkswagen Group of America Finance LLC | ||||||||
2.95% (3 Month LIBOR USD + 0.77%), 11/13/2020(1)(2) | $ | 8,300,000 | 8,327,978 | |||||
2.50%, 09/24/2021(2) | 2,350,000 | 2,355,735 | ||||||
3.12% (3 Month LIBOR USD + 0.94%), 11/12/2021(1)(2) | 8,300,000 | 8,345,946 | ||||||
4.00%, 11/12/2021(2) | 8,800,000 | 9,094,448 | ||||||
2.70%, 09/26/2022(2) | 6,040,000 | 6,065,957 | ||||||
2.85%, 09/26/2024(2) | 2,640,000 | 2,653,985 | ||||||
4.63%, 11/13/2025(2) | 6,525,000 | 7,193,071 | ||||||
3.20%, 09/26/2026(2) | 2,970,000 | 2,993,023 | ||||||
Volkswagen Leasing GmbH | ||||||||
0.10% (3 Month EURIBOR + 0.45%), 07/06/2021(1)(3) | EUR | 400,000 | 435,989 | |||||
1.63%, 08/15/2025 | 3,095,000 | 3,525,502 |
Walgreens Boots Alliance, Inc. | ||||||||
3.80%, 11/18/2024 | $ | 2,550,000 | 2,689,482 | |||||
4.80%, 11/18/2044 | 926,000 | 978,950 | ||||||
Walmart, Inc. | ||||||||
3.13%, 06/23/2021 | 19,375,000 | 19,821,395 | ||||||
WestJet Airlines Ltd. | ||||||||
3.50%, 06/16/2021(2) | 3,873,000 | 3,938,423 | ||||||
Wyndham Destinations, Inc. | ||||||||
4.25%, 03/01/2022 | 40,000 | 40,800 | ||||||
3.90%, 03/01/2023 | 1,170,000 | 1,187,550 | ||||||
5.40%, 04/01/2024 | 72,000 | 75,960 | ||||||
6.35%, 10/01/2025 | 1,120,000 | 1,237,600 | ||||||
5.75%, 04/01/2027 | 6,035,000 | 6,517,800 | ||||||
ZF North America Capital, Inc. | ||||||||
4.00%, 04/29/2020(2) | 1,910,000 | 1,922,431 | ||||||
4.50%, 04/29/2022(2) | 1,050,000 | 1,074,482 | ||||||
4.75%, 04/29/2025(2) | 3,190,000 | 3,325,496 | ||||||
|
| |||||||
605,261,080 | ||||||||
|
| |||||||
Consumer, Non-cyclical 5.89% | ||||||||
AA Bond Co. Ltd. | ||||||||
4.25%, 07/31/2020 | GBP | 10,080,000 | 12,534,856 | |||||
2.88%, 01/31/2022 | 5,547,000 | 6,558,714 | ||||||
Abbott Laboratories | ||||||||
2.90%, 11/30/2021 | $ | 8,954,000 | 9,115,522 | |||||
AbbVie, Inc. | ||||||||
2.85%, 05/14/2023 | 1,000,000 | 1,017,362 | ||||||
3.60%, 05/14/2025 | 7,845,000 | 8,157,726 | ||||||
4.50%, 05/14/2035 | 715,000 | 770,764 | ||||||
4.40%, 11/06/2042 | 2,400,000 | 2,476,716 | ||||||
4.70%, 05/14/2045 | 5,020,000 | 5,363,087 | ||||||
4.45%, 05/14/2046 | 1,950,000 | 2,021,115 | ||||||
4.88%, 11/14/2048 | 12,355,000 | 13,638,987 | ||||||
Aetna, Inc. | ||||||||
2.80%, 06/15/2023 | 3,388,000 | 3,431,114 | ||||||
3.50%, 11/15/2024 | 3,370,000 | 3,511,706 |
Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | ||||||||
5.75%, 03/15/2025 | 2,320,000 | 2,389,600 | ||||||
7.50%, 03/15/2026(2) | 1,640,000 | 1,824,500 | ||||||
Allergan Finance LLC | ||||||||
3.25%, 10/01/2022 | 9,250,000 | 9,450,355 | ||||||
Allergan Funding SCS | ||||||||
3.45%, 03/15/2022 | 380,000 | 389,462 | ||||||
3.80%, 03/15/2025 | 3,618,000 | 3,788,950 | ||||||
2.63%, 11/15/2028 | EUR | 1,510,000 | 1,886,576 | |||||
Allergan Sales LLC | ||||||||
5.00%, 12/15/2021(2) | $ | 3,000,000 | 3,151,646 | |||||
Altria Group, Inc. | ||||||||
4.80%, 02/14/2029 | 1,390,000 | 1,524,313 | ||||||
5.80%, 02/14/2039 | 11,870,000 | 13,764,420 | ||||||
5.95%, 02/14/2049 | 400,000 | 470,562 | ||||||
Amgen, Inc. | ||||||||
3.63%, 05/15/2022 | 200,000 | 206,923 | ||||||
2.60%, 08/19/2026 | 3,200,000 | 3,213,505 | ||||||
4.40%, 05/01/2045 | 3,441,000 | 3,872,294 | ||||||
Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.90%, 02/01/2046 | 7,035,000 | 8,368,820 | ||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||
4.00%, 04/13/2028 | 1,921,000 | 2,120,738 | ||||||
5.55%, 01/23/2049 | 11,865,000 | 15,535,381 | ||||||
Anthem, Inc. | ||||||||
2.50%, 11/21/2020 | 15,420,000 | 15,472,720 | ||||||
3.65%, 12/01/2027 | 2,580,000 | 2,715,124 | ||||||
4.65%, 01/15/2043 | 4,400,000 | 4,867,299 | ||||||
4.38%, 12/01/2047 | 1,000,000 | 1,080,185 | ||||||
3.70%, 09/15/2049 | 1,000,000 | 970,048 | ||||||
Ascension Health | ||||||||
3.95%, 11/15/2046 | 825,000 | 967,883 | ||||||
Ashtead Capital, Inc. | ||||||||
5.25%, 08/01/2026(2) | 4,585,000 | 4,865,831 | ||||||
Avon International Capital Plc | ||||||||
6.50%, 08/15/2022(2) | 184,000 | 190,670 |
B&G Foods, Inc. | ||||||||
5.25%, 04/01/2025 | 1,590,000 | 1,623,787 | ||||||
5.25%, 09/15/2027 | 1,390,000 | 1,421,414 | ||||||
Bacardi Ltd. | ||||||||
4.70%, 05/15/2028(2) | 2,047,000 | 2,236,140 | ||||||
5.30%, 05/15/2048(2) | 2,730,000 | 3,129,545 | ||||||
BAT Capital Corp. | ||||||||
2.76%, 08/15/2022 | 3,124,000 | 3,153,636 | ||||||
3.56%, 08/15/2027 | 7,240,000 | 7,280,083 | ||||||
4.54%, 08/15/2047 | 3,295,000 | 3,163,431 | ||||||
4.76%, 09/06/2049 | 5,605,000 | 5,470,370 | ||||||
BAT International Finance Plc | ||||||||
2.75%, 06/15/2020(2) | 3,619,000 | 3,629,737 | ||||||
3.25%, 06/07/2022(2) | 2,978,000 | 3,042,217 | ||||||
3.50%, 06/15/2022(2) | 326,000 | 334,507 | ||||||
Bausch Health Americas, Inc. | ||||||||
8.50%, 01/31/2027(2) | 2,670,000 | 2,996,541 | ||||||
Bausch Health Companies, Inc. | ||||||||
7.00%, 03/15/2024(2) | 900,000 | 945,864 | ||||||
5.75%, 08/15/2027(2) | 1,080,000 | 1,167,296 | ||||||
Baxalta, Inc. | ||||||||
4.00%, 06/23/2025 | 2,331,000 | 2,512,697 | ||||||
Bayer US Finance II LLC | ||||||||
2.74% (3 Month LIBOR USD + 0.63%), 06/25/2021(1)(2) | 1,500,000 | 1,498,277 | ||||||
3.50%, 06/25/2021(2) | 800,000 | 815,996 | ||||||
2.75%, 07/15/2021(2) | 5,312,000 | 5,335,876 | ||||||
3.88%, 12/15/2023(2) | 7,420,000 | 7,751,677 | ||||||
4.38%, 12/15/2028(2) | 11,120,000 | 12,009,636 | ||||||
4.40%, 07/15/2044(2) | 4,200,000 | 4,241,282 | ||||||
4.88%, 06/25/2048(2) | 10,215,000 | 11,291,149 | ||||||
Bayer US Finance LLC | ||||||||
3.00%, 10/08/2021(2) | 900,000 | 911,160 | ||||||
3.38%, 10/08/2024(2) | 5,000,000 | 5,123,939 | ||||||
BCPE Cycle Merger Sub II, Inc. | ||||||||
10.63%, 07/15/2027(2) | 558,000 | 538,470 |
Becton Dickinson & Co. | ||||||||
2.68%, 12/15/2019 | 1,000,000 | 1,000,292 | ||||||
3.25%, 11/12/2020 | 2,100,000 | 2,122,128 | ||||||
2.89%, 06/06/2022 | 6,000,000 | 6,091,594 | ||||||
1.40%, 05/24/2023 | EUR | 1,285,000 | 1,454,209 | |||||
3.36%, 06/06/2024 | $ | 5,185,000 | 5,408,590 | |||||
3.73%, 12/15/2024 | 2,152,000 | 2,277,319 | ||||||
3.70%, 06/06/2027 | 13,027,000 | 13,802,055 | ||||||
7.00%, 08/01/2027 | 361,000 | 450,149 | ||||||
4.67%, 06/06/2047 | 3,490,000 | 4,124,335 | ||||||
Becton Dickinson Euro Finance Sarl | ||||||||
0.63%, 06/04/2023 | EUR | 3,370,000 | 3,711,956 | |||||
1.21%, 06/04/2026 | 1,960,000 | 2,204,557 | ||||||
Biogen, Inc. | ||||||||
2.90%, 09/15/2020 | $ | 4,000,000 | 4,028,667 | |||||
5.20%, 09/15/2045 | 1,175,000 | 1,393,875 | ||||||
Boston Scientific Corp. | ||||||||
3.38%, 05/15/2022 | 600,000 | 617,091 | ||||||
BRF SA | ||||||||
4.88%, 01/24/2030(2) | 4,445,000 | 4,389,437 | ||||||
Bristol-Myers Squibb Co. | ||||||||
3.20%, 06/15/2026(2) | 2,865,000 | 3,003,750 | ||||||
4.13%, 06/15/2039(2) | 1,765,000 | 2,001,324 | ||||||
Bunge Ltd. Finance Corp. | ||||||||
3.75%, 09/25/2027 | 4,565,000 | 4,681,963 | ||||||
Campbell Soup Co. | ||||||||
2.62% (3 Month LIBOR USD + 0.50%), 03/16/2020(1) | 420,000 | 420,018 | ||||||
2.75% (3 Month LIBOR USD + 0.63%), 03/15/2021(1) | 1,786,000 | 1,785,555 | ||||||
3.30%, 03/15/2021 | 4,380,000 | 4,443,059 | ||||||
Cardinal Health, Inc. | ||||||||
3.75%, 09/15/2025 | 3,935,000 | 4,068,376 | ||||||
4.90%, 09/15/2045 | 200,000 | 203,918 | ||||||
Celgene Corp. | ||||||||
3.55%, 08/15/2022 | 975,000 | 1,012,995 |
3.63%, 05/15/2024 | 6,760,000 | 7,139,214 | ||||||
3.88%, 08/15/2025 | 10,861,000 | 11,724,814 | ||||||
3.45%, 11/15/2027 | 1,600,000 | 1,698,415 | ||||||
3.90%, 02/20/2028 | 2,000,000 | 2,196,973 | ||||||
5.25%, 08/15/2043 | 1,940,000 | 2,450,379 | ||||||
4.63%, 05/15/2044 | 2,360,000 | 2,805,068 | ||||||
5.00%, 08/15/2045 | 2,850,000 | 3,575,889 | ||||||
Centene Corp. | ||||||||
5.63%, 02/15/2021 | 219,000 | 222,112 | ||||||
4.75%, 05/15/2022 | 383,000 | 390,737 | ||||||
6.13%, 02/15/2024 | 1,270,000 | 1,324,229 | ||||||
5.38%, 06/01/2026(2) | 1,019,000 | 1,067,402 | ||||||
China Merchants Finance Co. Ltd. | ||||||||
3.50%, 08/03/2020 | 700,000 | 703,171 | ||||||
CHS/Community Health Systems, Inc. | ||||||||
5.13%, 08/01/2021 | 9,975,000 | 9,950,062 | ||||||
6.25%, 03/31/2023 | 21,477,000 | 21,334,178 | ||||||
8.63%, 01/15/2024(2) | 8,720,000 | 9,003,400 | ||||||
8.00%, 03/15/2026(2) | 5,303,000 | 5,289,742 | ||||||
Cigna Corp. | ||||||||
3.20%, 09/17/2020 | 11,060,000 | 11,167,072 | ||||||
4.13%, 11/15/2025 | 2,105,000 | 2,266,636 | ||||||
4.38%, 10/15/2028 | 20,715,000 | 22,709,191 | ||||||
4.90%, 12/15/2048 | 10,060,000 | 11,506,928 | ||||||
Cigna Holding Co. | ||||||||
3.05%, 10/15/2027 | 4,115,000 | 4,188,021 | ||||||
Cintas Corp. No 2 | ||||||||
4.30%, 06/01/2021 | 165,000 | 170,558 | ||||||
Coca-Cola Co. | ||||||||
1.88%, 10/27/2020 | 3,345,000 | 3,346,438 | ||||||
3.15%, 11/15/2020 | 2,949,000 | 2,989,036 | ||||||
3.30%, 09/01/2021 | 15,247,000 | 15,667,408 | ||||||
Conagra Brands, Inc. | ||||||||
3.80%, 10/22/2021 | 321,000 | 331,263 |
CVS Health Corp. | ||||||||
2.13%, 06/01/2021 | 176,000 | 175,829 | ||||||
4.75%, 12/01/2022(2) | 56,000 | 59,725 | ||||||
3.70%, 03/09/2023 | 10,535,000 | 10,965,107 | ||||||
4.00%, 12/05/2023 | 5,000,000 | 5,284,015 | ||||||
4.10%, 03/25/2025 | 8,335,000 | 8,900,076 | ||||||
5.13%, 07/20/2045 | 3,095,000 | 3,526,738 | ||||||
5.05%, 03/25/2048 | 36,250,000 | 41,224,677 | ||||||
CVS Pass-Through Trust | ||||||||
6.04%, 12/10/2028 | 1,407,440 | 1,583,414 | ||||||
5.77%, 01/10/2033 | 2,462,313 | 2,811,876 | ||||||
5.77%, 01/10/2033(2) | 67,052 | 76,570 | ||||||
CVS Pass-Through Trust Series 2014 | ||||||||
4.16%, 08/11/2036(2) | 10,790,202 | 11,255,047 | ||||||
Danone SA | ||||||||
2.08%, 11/02/2021(2) | 1,949,000 | 1,946,059 | ||||||
3.00%, 06/15/2022(2) | 11,560,000 | 11,789,070 | ||||||
DH Europe Finance II Sarl | ||||||||
0.20%, 03/18/2026 | EUR | 1,420,000 | 1,542,993 | |||||
DP World Plc | ||||||||
2.38%, 09/25/2026(2) | 400,000 | 470,858 | ||||||
4.25%, 09/25/2030(2) | GBP | 200,000 | 270,542 | |||||
Eagle Holding Co. II LLC | ||||||||
7.75%, 05/15/2022(2)(7) | $ | 182,000 | 183,365 | |||||
Elanco Animal Health, Inc. | ||||||||
4.27%, 08/28/2023 | 4,175,000 | 4,383,210 | ||||||
4.90%, 08/28/2028 | 5,406,000 | 5,898,207 | ||||||
Encompass Health Corp. | ||||||||
4.75%, 02/01/2030 | 2,977,000 | 3,007,961 | ||||||
Equifax, Inc. | ||||||||
3.60%, 08/15/2021 | 4,485,000 | 4,570,619 | ||||||
ERAC USA Finance LLC | ||||||||
2.60%, 12/01/2021(2) | 1,180,000 | 1,185,962 | ||||||
3.80%, 11/01/2025(2) | 4,605,000 | 4,911,860 | ||||||
Express Scripts Holding Co. | ||||||||
3.05%, 11/30/2022 | 800,000 | 817,327 |
4.50%, 02/25/2026 | 8,930,000 | 9,761,350 | ||||||
3.40%, 03/01/2027 | 4,370,000 | 4,515,394 | ||||||
First Quality Finance Co., Inc. | ||||||||
5.00%, 07/01/2025(2) | 518,000 | 534,835 | ||||||
Fresenius Medical Care US Finance II, Inc. | ||||||||
4.13%, 10/15/2020(2) | 114,000 | 115,417 | ||||||
Fresenius Medical Care US Finance, Inc. | ||||||||
5.75%, 02/15/2021(2) | 570,000 | 593,577 | ||||||
G4S International Finance Plc | ||||||||
1.50%, 01/09/2023 | EUR | 100,000 | 111,862 | |||||
General Mills, Inc. | ||||||||
3.20%, 04/16/2021 | $ | 1,645,000 | 1,670,202 | |||||
George Washington University | ||||||||
3.55%, 09/15/2046 | 740,000 | 802,350 | ||||||
Gilead Sciences, Inc. | ||||||||
4.60%, 09/01/2035 | 3,961,000 | 4,698,319 | ||||||
4.75%, 03/01/2046 | 375,000 | 450,332 | ||||||
GlaxoSmithKline Capital Plc | ||||||||
3.13%, 05/14/2021 | 8,775,000 | 8,948,644 | ||||||
Global Payments Inc. | ||||||||
4.15%, 08/15/2049 | 159,000 | 166,718 | ||||||
Global Payments, Inc. | ||||||||
2.65%, 02/15/2025 | 319,000 | 320,356 | ||||||
3.20%, 08/15/2029 | 319,000 | 323,108 | ||||||
Greene King Finance Plc | ||||||||
1.73% (3 Month LIBOR GBP + 0.95%), 06/15/2031(1) | GBP | 587,862 | 694,255 | |||||
5.11%, 03/15/2034 | 450,000 | 664,647 | ||||||
4.06%, 03/15/2035 | 3,861,000 | 5,308,716 | ||||||
HCA, Inc. | ||||||||
7.50%, 02/15/2022 | $ | 4,400,000 | 4,876,520 | |||||
5.88%, 05/01/2023 | 844,000 | 928,400 | ||||||
5.00%, 03/15/2024 | 1,016,000 | 1,109,529 | ||||||
5.25%, 04/15/2025 | 10,979,000 | 12,212,687 | ||||||
5.25%, 06/15/2026 | 3,755,000 | 4,181,932 | ||||||
4.50%, 02/15/2027 | 12,510,000 | 13,415,404 |
5.88%, 02/01/2029 | 2,741,000 | 3,066,494 | ||||||
7.50%, 11/06/2033 | 1,035,000 | 1,242,000 | ||||||
5.13%, 06/15/2039 | 3,000,000 | 3,280,890 | ||||||
5.50%, 06/15/2047 | 3,020,000 | 3,414,296 | ||||||
5.25%, 06/15/2049 | 13,205,000 | 14,498,694 | ||||||
Hill-Rom Holdings, Inc. | ||||||||
4.38%, 09/15/2027(2) | 835,000 | 853,662 | ||||||
Hologic, Inc. | ||||||||
4.63%, 02/01/2028(2) | 3,215,000 | 3,323,506 | ||||||
Humana, Inc. | ||||||||
3.15%, 12/01/2022 | 3,503,000 | 3,586,090 | ||||||
3.85%, 10/01/2024 | 6,639,000 | 7,013,715 | ||||||
3.95%, 08/15/2049 | 4,205,000 | 4,190,983 | ||||||
IHS Markit Ltd. | ||||||||
5.00%, 11/01/2022(2) | 5,186,000 | 5,523,979 | ||||||
4.75%, 02/15/2025(2) | 3,900,000 | 4,231,500 | ||||||
4.00%, 03/01/2026(2) | 500,000 | 526,500 | ||||||
4.75%, 08/01/2028 | 3,425,000 | 3,806,887 | ||||||
Imperial Brands Finance Plc | ||||||||
3.75%, 07/21/2022(2) | 3,710,000 | 3,819,463 | ||||||
Japan Tobacco, Inc. | ||||||||
2.00%, 04/13/2021 | 5,230,000 | 5,199,314 | ||||||
JBS USA LUX SA / JBS USA Finance, Inc. | ||||||||
5.75%, 06/15/2025(2) | 3,530,000 | 3,677,625 | ||||||
6.75%, 02/15/2028(2) | 2,130,000 | 2,358,975 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | ||||||||
6.50%, 04/15/2029(2) | 735,000 | 815,850 | ||||||
5.50%, 01/15/2030(2) | 5,130,000 | 5,437,697 | ||||||
Kaiser Foundation Hospitals | ||||||||
3.50%, 04/01/2022 | 535,000 | 557,003 | ||||||
Keurig Dr Pepper, Inc. | ||||||||
3.55%, 05/25/2021 | 13,505,000 | 13,803,533 | ||||||
2.53%, 11/15/2021 | 970,000 | 973,464 | ||||||
3.20%, 11/15/2021 | 500,000 | 506,188 |
Kraft Heinz Foods Co. | ||||||||
2.80%, 07/02/2020 | 1,006,000 | 1,007,729 | ||||||
2.75% (3 Month LIBOR USD + 0.57%), 02/10/2021(1) | 450,000 | 449,027 | ||||||
3.38%, 06/15/2021 | 10,130,000 | 10,261,094 | ||||||
4.88%, 02/15/2025(2) | 1,503,000 | 1,547,318 | ||||||
3.95%, 07/15/2025 | 5,500,000 | 5,757,676 | ||||||
3.00%, 06/01/2026 | 5,865,000 | 5,802,911 | ||||||
4.63%, 01/30/2029 | 4,095,000 | 4,433,530 | ||||||
5.00%, 06/04/2042 | 3,175,000 | 3,275,158 | ||||||
5.20%, 07/15/2045 | 2,390,000 | 2,513,844 | ||||||
4.38%, 06/01/2046 | 10,326,000 | 9,803,211 | ||||||
4.88%, 10/01/2049(2) | 11,200,000 | 11,303,422 | ||||||
Kroger Co. | ||||||||
5.40%, 01/15/2049 | 4,661,000 | 5,520,703 | ||||||
Life Technologies Corp. | ||||||||
6.00%, 03/01/2020 | 1,200,000 | 1,218,326 | ||||||
Molina Healthcare, Inc. | ||||||||
5.38%, 11/15/2022 | 1,913,000 | 2,027,856 | ||||||
Molson Coors Brewing Co. | ||||||||
2.10%, 07/15/2021 | 470,000 | 469,963 | ||||||
Mondelez International Holdings Netherlands BV | ||||||||
2.00%, 10/28/2021(2) | 3,420,000 | 3,413,158 | ||||||
Mylan NV | ||||||||
5.25%, 06/15/2046 | 4,800,000 | 5,098,872 | ||||||
Mylan, Inc. | ||||||||
5.40%, 11/29/2043 | 1,290,000 | 1,354,069 | ||||||
5.20%, 04/15/2048 | 1,145,000 | 1,212,840 | ||||||
NBM US Holdings, Inc. | ||||||||
7.00%, 05/14/2026(2) | 4,955,000 | 5,196,556 | ||||||
New York & Presbyterian Hospital | ||||||||
3.56%, 08/01/2036 | 2,630,000 | 2,792,757 | ||||||
NYU Langone Hospitals | ||||||||
4.43%, 07/01/2042 | 2,000,000 | 2,361,537 | ||||||
Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics SA | ||||||||
6.63%, 05/15/2022(2) | 1,434,000 | 1,400,588 | ||||||
Par Pharmaceutical, Inc. | ||||||||
7.50%, 04/01/2027(2) | 981,000 | 892,710 |
Pernod Ricard SA | ||||||||
5.75%, 04/07/2021(2) | 1,100,000 | 1,157,516 | ||||||
4.45%, 01/15/2022(2) | 2,500,000 | 2,622,808 | ||||||
4.25%, 07/15/2022(2) | 1,600,000 | 1,684,409 | ||||||
Perrigo Finance Unlimited Co. | ||||||||
3.90%, 12/15/2024 | 1,980,000 | 2,030,039 | ||||||
4.38%, 03/15/2026 | 2,490,000 | 2,574,108 | ||||||
Pfizer, Inc. | ||||||||
4.40%, 05/15/2044 | 430,000 | 513,081 | ||||||
Philip Morris International, Inc. | ||||||||
3.38%, 08/15/2029 | 1,560,000 | 1,636,186 | ||||||
Post Holdings, Inc. | ||||||||
5.63%, 01/15/2028(2) | 2,410,000 | 2,554,600 | ||||||
5.50%, 12/15/2029(2) | 561,000 | 584,842 | ||||||
Providence St Joseph Health Obligated Group | ||||||||
2.75%, 10/01/2026 | 1,968,000 | 1,980,549 | ||||||
Reckitt Benckiser Treasury Services Plc | ||||||||
2.38%, 06/24/2022(2) | 10,830,000 | 10,897,143 | ||||||
Refinitiv US Holdings, Inc. | ||||||||
4.50%, 05/15/2026 | EUR | 1,200,000 | 1,407,409 | |||||
6.25%, 05/15/2026(2) | $ | 1,190,000 | 1,276,263 | |||||
Reynolds American, Inc. | ||||||||
6.88%, 05/01/2020 | 1,000,000 | 1,026,160 | ||||||
3.25%, 06/12/2020 | 750,000 | 754,742 | ||||||
4.00%, 06/12/2022 | 900,000 | 937,626 | ||||||
3.25%, 11/01/2022 | 1,215,000 | 1,236,399 | ||||||
4.45%, 06/12/2025 | 10,905,000 | 11,634,132 | ||||||
5.85%, 08/15/2045 | 9,235,000 | 10,224,910 | ||||||
Shire Acquisitions Investments Ireland DAC | ||||||||
2.40%, 09/23/2021 | 1,077,000 | 1,081,993 | ||||||
3.20%, 09/23/2026 | 1,820,000 | 1,878,213 | ||||||
Sigma Alimentos SA de CV | ||||||||
4.13%, 05/02/2026 | 3,300,000 | 3,411,408 | ||||||
Smithfield Foods, Inc. | ||||||||
4.25%, 02/01/2027(2) | 1,290,000 | 1,335,503 |
Spectrum Brands, Inc. | ||||||||
6.13%, 12/15/2024 | 500,000 | 518,875 | ||||||
5.75%, 07/15/2025 | 2,142,000 | 2,235,156 | ||||||
Suntory Holdings Ltd. | ||||||||
2.55%, 06/28/2022(2) | 810,000 | 812,310 | ||||||
Takeda Pharmaceutical Co. Ltd. | ||||||||
4.00%, 11/26/2021(2) | 9,350,000 | 9,680,448 | ||||||
Teleflex, Inc. | ||||||||
4.63%, 11/15/2027 | 2,272,000 | 2,371,400 | ||||||
Tenet Healthcare Corp. | ||||||||
4.63%, 07/15/2024 | 922,000 | 947,567 | ||||||
4.63%, 09/01/2024(2) | 699,000 | 719,047 | ||||||
4.88%, 01/01/2026(2) | 2,829,000 | 2,903,261 | ||||||
5.13%, 11/01/2027(2) | 3,815,000 | 3,942,230 | ||||||
Teva Pharmaceutical Finance Co. BV | ||||||||
2.95%, 12/18/2022 | 1,350,000 | 1,157,625 | ||||||
Teva Pharmaceutical Finance Netherlands II BV | ||||||||
0.38%, 07/25/2020 | EUR | 8,330,000 | 8,833,416 | |||||
3.25%, 04/15/2022 | 1,300,000 | 1,314,048 | ||||||
1.25%, 03/31/2023 | 300,000 | 273,196 | ||||||
Teva Pharmaceutical Finance Netherlands III BV | ||||||||
2.20%, 07/21/2021 | $ | 43,140,000 | 39,419,175 | |||||
2.80%, 07/21/2023 | 9,720,000 | 7,861,050 | ||||||
3.15%, 10/01/2026 | 5,355,000 | 3,748,500 | ||||||
Thermo Fisher Scientific, Inc. | ||||||||
4.50%, 03/01/2021 | 900,000 | 932,108 | ||||||
3.30%, 02/15/2022 | 1,728,000 | 1,783,234 | ||||||
0.13%, 03/01/2025 | EUR | 1,290,000 | 1,403,105 | |||||
0.50%, 03/01/2028 | 1,190,000 | 1,293,653 | ||||||
Transurban Finance Co. Pty Ltd. | ||||||||
3.38%, 03/22/2027(2) | $ | 2,635,000 | 2,677,998 | |||||
Tyson Foods, Inc. | ||||||||
2.25%, 08/23/2021 | 300,000 | 300,343 |
UBM Plc | ||||||||
5.75%, 11/03/2020(2) | 2,925,000 | 3,015,636 | ||||||
Unilever Capital Corp. | ||||||||
3.00%, 03/07/2022 | 5,625,000 | 5,766,984 | ||||||
UnitedHealth Group, Inc. | ||||||||
3.75%, 07/15/2025 | 4,310,000 | 4,638,041 | ||||||
3.85%, 06/15/2028 | 5,000,000 | 5,474,409 | ||||||
4.75%, 07/15/2045 | 1,712,000 | 2,078,790 | ||||||
4.20%, 01/15/2047 | 1,288,000 | 1,462,987 | ||||||
4.45%, 12/15/2048 | 3,875,000 | 4,595,686 | ||||||
Universal Health Services, Inc. | ||||||||
4.75%, 08/01/2022(2) | 7,595,000 | 7,651,962 | ||||||
5.00%, 06/01/2026(2) | 7,497,000 | 7,834,365 | ||||||
Verisk Analytics, Inc. | ||||||||
4.13%, 03/15/2029 | 3,835,000 | 4,226,353 | ||||||
WellCare Health Plans, Inc. | ||||||||
5.38%, 08/15/2026(2) | 1,065,000 | 1,136,674 | ||||||
Zimmer Biomet Holdings, Inc. | ||||||||
2.70%, 04/01/2020 | 2,125,000 | 2,128,624 | ||||||
2.91% (3 Month LIBOR USD + 0.75%), 03/19/2021(1) | 970,000 | 970,017 | ||||||
3.15%, 04/01/2022 | 640,000 | 652,379 | ||||||
3.70%, 03/19/2023 | 3,145,000 | 3,277,078 | ||||||
Zoetis, Inc. | ||||||||
3.45%, 11/13/2020 | 600,000 | 607,741 | ||||||
|
| |||||||
1,096,380,083 | ||||||||
|
| |||||||
Diversified 0.05% | ||||||||
CVS Pass-Through Trust | ||||||||
4.70%, 01/10/2036(2) | 4,398,764 | 4,769,628 | ||||||
Hutchison Whampoa International 14 Ltd. | ||||||||
3.63%, 10/31/2024 | 4,700,000 | 4,917,085 | ||||||
|
| |||||||
9,686,713 | ||||||||
|
| |||||||
Energy 3.19% | ||||||||
Aker BP ASA | ||||||||
5.88%, 03/31/2025(2) | 4,870,000 | 5,119,685 | ||||||
Antero Resources Corp. | ||||||||
5.13%, 12/01/2022 | 1,893,000 | 1,661,107 | ||||||
5.63%, 06/01/2023 | 1,250,000 | 1,081,250 | ||||||
5.00%, 03/01/2025 | 5,461,000 | 4,442,305 |
APT Pipelines Ltd. | ||||||||
3.88%, 10/11/2022(2) | 1,360,000 | 1,412,790 | ||||||
4.25%, 07/15/2027(2) | 11,420,000 | 12,281,490 | ||||||
BG Energy Capital Plc | ||||||||
4.00%, 10/15/2021(2) | 1,100,000 | 1,139,787 | ||||||
Boardwalk Pipelines LP | ||||||||
3.38%, 02/01/2023 | 330,000 | 334,604 | ||||||
5.95%, 06/01/2026 | 8,415,000 | 9,432,359 | ||||||
BP Capital Markets America, Inc. | ||||||||
4.74%, 03/11/2021 | 3,025,000 | 3,145,893 | ||||||
2.11%, 09/16/2021 | 5,210,000 | 5,216,423 | ||||||
Canadian Natural Resources Ltd. | ||||||||
3.45%, 11/15/2021 | 1,320,000 | 1,347,243 | ||||||
3.85%, 06/01/2027 | 890,000 | 938,890 | ||||||
6.25%, 03/15/2038 | 1,345,000 | 1,718,278 | ||||||
Cenovus Energy, Inc. | ||||||||
5.70%, 10/15/2019 | 15,385 | 15,401 | ||||||
3.80%, 09/15/2023 | 1,955,000 | 2,016,479 | ||||||
5.40%, 06/15/2047 | 2,140,000 | 2,410,725 | ||||||
Centennial Resource Production LLC | ||||||||
5.38%, 01/15/2026(2) | 538,000 | 513,790 | ||||||
Cheniere Energy Partners LP | ||||||||
4.50%, 10/01/2029(2) | 2,225,000 | 2,279,234 | ||||||
Chevron Corp. | ||||||||
2.43%, 06/24/2020 | 1,545,000 | 1,549,824 | ||||||
2.42%, 11/17/2020 | 1,550,000 | 1,558,305 | ||||||
China Shenhua Overseas Capital Co. Ltd. | ||||||||
3.13%, 01/20/2020 | 200,000 | 200,048 | ||||||
Continental Resources, Inc./OK | ||||||||
4.50%, 04/15/2023 | 250,000 | 259,699 | ||||||
3.80%, 06/01/2024 | 15,540,000 | 15,837,675 | ||||||
4.38%, 01/15/2028 | 1,570,000 | 1,622,226 | ||||||
CrownRock LP / CrownRock Finance, Inc. | ||||||||
5.63%, 10/15/2025(2) | 525,000 | 528,271 |
DCP Midstream Operating LP | ||||||||
8.13%, 08/16/2030 | 205,000 | 256,762 | ||||||
6.75%, 09/15/2037(2) | 1,830,000 | 1,926,075 | ||||||
Diamondback Energy, Inc. | ||||||||
4.75%, 11/01/2024 | 6,840,000 | 7,002,450 | ||||||
5.38%, 05/31/2025 | 7,025,000 | 7,331,009 | ||||||
Ecopetrol SA | ||||||||
4.13%, 01/16/2025 | 8,800,000 | 9,287,080 | ||||||
Enable Oklahoma Intrastate Transmission LLC | ||||||||
6.25%, 03/15/2020(2) | 3,235,000 | 3,282,625 | ||||||
Energy Transfer Operating LP | ||||||||
4.15%, 10/01/2020 | 1,504,000 | 1,526,405 | ||||||
4.65%, 06/01/2021 | 860,000 | 885,803 | ||||||
5.88%, 01/15/2024 | 4,196,000 | 4,665,305 | ||||||
4.50%, 04/15/2024 | 985,000 | 1,049,592 | ||||||
4.05%, 03/15/2025 | 4,555,000 | 4,764,406 | ||||||
4.75%, 01/15/2026 | 4,720,000 | 5,117,159 | ||||||
5.50%, 06/01/2027 | 5,105,000 | 5,765,857 | ||||||
4.95%, 06/15/2028 | 1,460,000 | 1,604,896 | ||||||
5.25%, 04/15/2029 | 2,155,000 | 2,431,004 | ||||||
6.50%, 02/01/2042 | 1,000,000 | 1,199,230 | ||||||
5.15%, 03/15/2045 | 700,000 | 734,050 | ||||||
6.00%, 06/15/2048 | 3,990,000 | 4,716,765 | ||||||
Energy Transfer Partners LP / Regency Energy Finance Corp. | ||||||||
5.88%, 03/01/2022 | 1,521,000 | 1,627,073 | ||||||
5.00%, 10/01/2022 | 1,600,000 | 1,697,646 | ||||||
ENI SpA | ||||||||
4.00%, 09/12/2023(2) | 4,620,000 | 4,891,248 | ||||||
4.75%, 09/12/2028(2) | 4,075,000 | 4,624,432 | ||||||
EnLink Midstream Partners LP | ||||||||
4.15%, 06/01/2025 | 5,600,000 | 5,194,000 | ||||||
5.60%, 04/01/2044 | 7,983,000 | 6,526,102 | ||||||
5.05%, 04/01/2045 | 3,141,000 | 2,512,800 | ||||||
5.45%, 06/01/2047 | 6,940,000 | 5,656,100 |
EQM Midstream Partners LP | ||||||||
5.50%, 07/15/2028 | 14,782,000 | 14,786,828 | ||||||
EQT Corp. | ||||||||
2.50%, 10/01/2020 | 400,000 | 399,360 | ||||||
3.90%, 10/01/2027 | 1,353,000 | 1,173,057 | ||||||
Gazprom Neft OAO Via GPN Capital SA | ||||||||
4.38%, 09/19/2022 | 3,400,000 | 3,527,296 | ||||||
Gazprom OAO Via Gaz Capital SA | ||||||||
6.51%, 03/07/2022 | 4,045,000 | 4,396,591 | ||||||
4.95%, 07/19/2022 | 3,000,000 | 3,172,500 | ||||||
Gulfport Energy Corp. | ||||||||
6.38%, 05/15/2025 | 215,000 | 152,650 | ||||||
Hess Corp. | ||||||||
4.30%, 04/01/2027 | 4,305,000 | 4,498,529 | ||||||
5.60%, 02/15/2041 | 4,660,000 | 5,165,826 | ||||||
KazMunayGas National Co. JSC | ||||||||
4.75%, 04/19/2027 | 4,600,000 | 4,976,740 | ||||||
5.38%, 04/24/2030 | 800,000 | 899,000 | ||||||
Kinder Morgan Energy Partners LP | ||||||||
4.25%, 09/01/2024 | 150,000 | 160,916 | ||||||
Kinder Morgan, Inc./DE | ||||||||
4.30%, 06/01/2025 | 14,500,000 | 15,677,065 | ||||||
5.30%, 12/01/2034 | 2,450,000 | 2,814,540 | ||||||
Marathon Oil Corp. | ||||||||
2.70%, 06/01/2020 | 1,744,000 | 1,747,412 | ||||||
2.80%, 11/01/2022 | 2,990,000 | 3,008,664 | ||||||
Marathon Petroleum Corp. | ||||||||
4.75%, 12/15/2023 | 1,580,000 | 1,714,775 | ||||||
5.13%, 12/15/2026 | 14,440,000 | 16,233,611 | ||||||
3.80%, 04/01/2028 | 2,245,000 | 2,340,388 | ||||||
Matador Resources Co. | ||||||||
5.88%, 09/15/2026 | 2,570,000 | 2,574,883 | ||||||
MPLX LP | ||||||||
5.25%, 01/15/2025(2) | 390,000 | 411,645 | ||||||
4.25%, 12/01/2027(2) | 5,655,000 | 5,997,504 |
Newfield Exploration Co. | ||||||||
5.63%, 07/01/2024 | 6,745,000 | 7,441,437 | ||||||
NGL Energy Partners LP / NGL Energy Finance Corp. | ||||||||
7.50%, 04/15/2026(2) | 1,850,000 | 1,858,325 | ||||||
Occidental Petroleum Corp. | ||||||||
3.14% (3 Month LIBOR USD + 0.95%), 02/08/2021(1) | 472,000 | 475,038 | ||||||
2.60%, 08/13/2021 | 318,000 | 320,060 | ||||||
3.44% (3 Month LIBOR USD + 1.25%), 08/13/2021(1) | 156,000 | 156,935 | ||||||
2.90%, 08/15/2024 | 9,630,000 | 9,703,122 | ||||||
5.55%, 03/15/2026 | 2,820,000 | 3,188,576 | ||||||
3.20%, 08/15/2026 | 685,000 | 690,066 | ||||||
3.50%, 08/15/2029 | 1,828,000 | 1,856,046 | ||||||
4.40%, 08/15/2049 | 3,230,000 | 3,320,949 | ||||||
Odebrecht Drilling Norbe VIII/IX Ltd. | ||||||||
6.35%, 12/01/2021 | 205,800 | 203,744 | ||||||
Odebrecht Offshore Drilling Finance Ltd. | ||||||||
6.72%, 12/01/2022 | 51,768 | 50,604 | ||||||
ONEOK Partners LP | ||||||||
3.38%, 10/01/2022 | 1,100,000 | 1,126,838 | ||||||
ONEOK, Inc. | ||||||||
4.25%, 02/01/2022 | 470,000 | 486,733 | ||||||
Parsley Energy LLC / Parsley Finance Corp. | ||||||||
5.38%, 01/15/2025(2) | 300,000 | 303,750 | ||||||
5.25%, 08/15/2025(2) | 338,000 | 342,972 | ||||||
5.63%, 10/15/2027(2) | 250,000 | 258,125 | ||||||
Pertamina Persero PT | ||||||||
6.00%, 05/03/2042 | 480,000 | 582,585 | ||||||
Peru LNG Srl | ||||||||
5.38%, 03/22/2030 | 8,500,000 | 8,818,750 | ||||||
Petrobras Global Finance BV | ||||||||
6.13%, 01/17/2022 | 7,341,000 | 7,880,563 | ||||||
6.25%, 12/14/2026 | GBP | 4,359,000 | 6,331,037 | |||||
7.38%, 01/17/2027 | $ | 9,600,000 | 11,594,976 | |||||
5.75%, 02/01/2029 | 11,300,000 | 12,462,544 | ||||||
5.09%, 01/15/2030(2) | 5,689,000 | 5,934,480 | ||||||
6.90%, 03/19/2049 | 1,445,000 | 1,657,415 |
Petroleos de Venezuela SA | ||||||||
9.00%, 11/17/2021(8) | 200,000 | 16,000 | ||||||
6.00%, 05/16/2024(8) | 2,312,000 | 184,960 | ||||||
6.00%, 11/15/2026(8) | 4,600,000 | 368,000 | ||||||
5.38%, 04/12/2027(8) | 2,052,000 | 164,160 | ||||||
9.75%, 05/17/2035(8) | 830,000 | 66,400 | ||||||
5.50%, 04/12/2037(8) | 2,500,000 | 200,000 | ||||||
Petroleos del Peru SA | ||||||||
4.75%, 06/19/2032 | 500,000 | 548,125 | ||||||
Petroleos Mexicanos | ||||||||
4.63%, 09/21/2023 | 2,000,000 | 2,058,000 | ||||||
6.49%, 01/23/2027(2) | 1,540,000 | 1,605,296 | ||||||
6.50%, 03/13/2027 | 470,000 | 489,270 | ||||||
5.35%, 02/12/2028 | 4,530,000 | 4,329,004 | ||||||
6.50%, 01/23/2029 | 10,661,000 | 10,820,382 | ||||||
6.84%, 01/23/2030(2) | 4,280,000 | 4,426,376 | ||||||
6.63%, 06/15/2035 | 940,000 | 918,615 | ||||||
6.75%, 09/21/2047 | 13,741,000 | 13,188,612 | ||||||
7.69%, 01/23/2050(2) | 7,195,000 | 7,502,946 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | ||||||||
2.85%, 01/31/2023 | 1,265,000 | 1,265,080 | ||||||
3.60%, 11/01/2024 | 2,000,000 | 2,047,893 | ||||||
4.65%, 10/15/2025 | 1,500,000 | 1,604,848 | ||||||
QEP Resources, Inc. | ||||||||
5.25%, 05/01/2023 | 555,000 | 514,774 | ||||||
Raizen Fuels Finance SA | ||||||||
5.30%, 01/20/2027(2) | 560,000 | 606,760 | ||||||
Range Resources Corp. | ||||||||
4.88%, 05/15/2025 | 1,934,000 | 1,595,550 | ||||||
Reliance Holding USA, Inc. | ||||||||
5.40%, 02/14/2022 | 3,900,000 | 4,145,795 | ||||||
Rio Oil Finance Trust Series 2014-1 | ||||||||
9.25%, 07/06/2024 | 298,075 | 332,356 | ||||||
Rio Oil Finance Trust Series 2014-3 | ||||||||
9.75%, 01/06/2027 | 247,691 | 289,182 |
Rio Oil Finance Trust Series 2018-1 | ||||||||
8.20%, 04/06/2028(2) | 500,000 | 572,500 | ||||||
Rockies Express Pipeline LLC | ||||||||
5.63%, 04/15/2020(2) | 5,046,000 | 5,115,382 | ||||||
4.95%, 07/15/2029(2) | 2,700,000 | 2,687,603 | ||||||
6.88%, 04/15/2040(2) | 2,535,000 | 2,758,840 | ||||||
Ruby Pipeline LLC | ||||||||
6.00%, 04/01/2022(2) | 3,939,394 | 4,080,868 | ||||||
Sabine Pass Liquefaction LLC | ||||||||
5.63%, 02/01/2021 | 5,222,000 | 5,394,483 | ||||||
6.25%, 03/15/2022 | 2,600,000 | 2,801,497 | ||||||
5.75%, 05/15/2024 | 1,000,000 | 1,114,718 | ||||||
5.63%, 03/01/2025 | 4,599,000 | 5,168,409 | ||||||
5.88%, 06/30/2026 | 2,130,000 | 2,441,843 | ||||||
5.00%, 03/15/2027 | 6,115,000 | 6,754,942 | ||||||
Saudi Arabian Oil Co. | ||||||||
3.50%, 04/16/2029(2) | 6,300,000 | 6,575,044 | ||||||
4.38%, 04/16/2049(2) | 4,200,000 | 4,591,001 | ||||||
Seven Generations Energy Ltd. | ||||||||
5.38%, 09/30/2025(2) | 12,535,000 | 12,409,650 | ||||||
Shell International Finance BV | ||||||||
2.13%, 05/11/2020 | 1,620,000 | 1,623,960 | ||||||
4.38%, 05/11/2045 | 1,000,000 | 1,209,166 | ||||||
SM Energy Co. | ||||||||
6.13%, 11/15/2022 | 8,000 | 7,667 | ||||||
5.00%, 01/15/2024 | 115,000 | 103,213 | ||||||
5.63%, 06/01/2025 | 75,000 | 64,298 | ||||||
Southern Natural Gas Co. LLC | ||||||||
4.80%, 03/15/2047(2) | 1,000,000 | 1,107,856 | ||||||
Sunoco Logistics Partners Operations LP | ||||||||
4.00%, 10/01/2027 | 16,730,000 | 17,319,403 | ||||||
5.40%, 10/01/2047 | 9,919,000 | 10,821,197 | ||||||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | ||||||||
6.88%, 01/15/2029(2) | 2,170,000 | 2,370,877 |
TC PipeLines LP | ||||||||
4.38%, 03/13/2025 | 6,000,000 | 6,379,767 | ||||||
3.90%, 05/25/2027 | 3,325,000 | 3,467,205 | ||||||
Texas Eastern Transmission LP | ||||||||
2.80%, 10/15/2022(2) | 6,320,000 | 6,376,397 | ||||||
Topaz Solar Farms LLC | ||||||||
4.88%, 09/30/2039(2) | 505,418 | 527,030 | ||||||
5.75%, 09/30/2039(2) | 3,437,860 | 3,857,746 | ||||||
Transcontinental Gas Pipe Line Co. LLC | ||||||||
4.00%, 03/15/2028 | 5,410,000 | 5,786,480 | ||||||
4.60%, 03/15/2048 | 1,025,000 | 1,135,744 | ||||||
TransMontaigne Partners LP / TLP Finance Corp. | ||||||||
6.13%, 02/15/2026 | 540,000 | 519,750 | ||||||
Transocean Phoenix 2 Ltd. | ||||||||
7.75%, 10/15/2024(2) | 1,570,500 | 1,641,173 | ||||||
Transocean Pontus Ltd. | ||||||||
6.13%, 08/01/2025(2) | 2,212,540 | 2,245,728 | ||||||
Transocean Poseidon Ltd. | ||||||||
6.88%, 02/01/2027(2) | 1,000,000 | 1,030,000 | ||||||
Transocean Proteus Ltd. | ||||||||
6.25%, 12/01/2024(2) | 580,500 | 589,208 | ||||||
Transocean Sentry Ltd. | ||||||||
5.38%, 05/15/2023(2) | 500,000 | 499,375 | ||||||
Transocean, Inc. | ||||||||
7.25%, 11/01/2025(2) | 100,000 | 88,125 | ||||||
Valero Energy Partners LP | ||||||||
4.50%, 03/15/2028 | 5,370,000 | 5,869,442 | ||||||
Williams Companies, Inc. | ||||||||
3.35%, 08/15/2022 | 1,000,000 | 1,022,409 | ||||||
3.70%, 01/15/2023 | 1,728,000 | 1,787,106 | ||||||
4.50%, 11/15/2023 | 2,595,000 | 2,777,777 | ||||||
4.30%, 03/04/2024 | 175,000 | 186,131 | ||||||
4.55%, 06/24/2024 | 6,435,000 | 6,928,719 | ||||||
3.90%, 01/15/2025 | 125,000 | 130,979 | ||||||
4.00%, 09/15/2025 | 420,000 | 444,053 | ||||||
6.30%, 04/15/2040 | 1,323,000 | 1,621,656 | ||||||
4.85%, 03/01/2048 | 5,975,000 | 6,412,091 |
Woodside Finance Ltd. | ||||||||
3.65%, 03/05/2025(2) | 5,610,000 | 5,782,729 | ||||||
3.70%, 09/15/2026(2) | 2,885,000 | 2,984,421 | ||||||
3.70%, 03/15/2028(2) | 2,659,000 | 2,730,070 | ||||||
4.50%, 03/04/2029(2) | 5,229,000 | 5,699,949 | ||||||
YPF Sociedad Anonima | ||||||||
0.00% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 4.00%), 09/24/2020(1)(3) | ARS | 80,240,000 | 1,356,534 | |||||
|
| |||||||
593,475,700 | ||||||||
|
| |||||||
Financials 10.27% | ||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
4.63%, 10/30/2020 | $ | 1,880,000 | 1,924,478 | |||||
4.50%, 05/15/2021 | 8,325,000 | 8,594,274 | ||||||
5.00%, 10/01/2021 | 2,200,000 | 2,313,083 | ||||||
3.95%, 02/01/2022 | 12,577,000 | 12,990,949 | ||||||
3.50%, 05/26/2022 | 2,440,000 | 2,502,281 | ||||||
4.63%, 07/01/2022 | 1,050,000 | 1,108,762 | ||||||
4.13%, 07/03/2023 | 11,600,000 | 12,167,455 | ||||||
4.88%, 01/16/2024 | 3,800,000 | 4,103,581 | ||||||
3.50%, 01/15/2025 | 1,817,000 | 1,854,451 | ||||||
4.45%, 10/01/2025 | 5,661,000 | 6,039,627 | ||||||
AIA Group Ltd. | ||||||||
3.90%, 04/06/2028(2) | 2,945,000 | 3,199,821 | ||||||
AIB Group Plc | ||||||||
4.75%, 10/12/2023(2) | 600,000 | 634,551 | ||||||
4.26% (3 Month LIBOR USD + 1.87%), 04/10/2025(1)(2) | 8,720,000 | 9,078,095 | ||||||
Air Lease Corp. | ||||||||
2.13%, 01/15/2020 | 1,850,000 | 1,849,063 | ||||||
2.50%, 03/01/2021 | 3,748,000 | 3,758,940 | ||||||
3.88%, 04/01/2021 | 2,540,000 | 2,594,138 | ||||||
3.50%, 01/15/2022 | 7,120,000 | 7,302,720 | ||||||
2.63%, 07/01/2022 | 910,000 | 915,186 | ||||||
3.88%, 07/03/2023 | 4,000,000 | 4,170,604 |
Aircastle Ltd. | ||||||||
7.63%, 04/15/2020 | 580,000 | 596,220 | ||||||
5.13%, 03/15/2021 | 1,060,000 | 1,098,638 | ||||||
5.00%, 04/01/2023 | 5,090,000 | 5,451,352 | ||||||
4.13%, 05/01/2024 | 5,440,000 | 5,652,908 | ||||||
Alexandria Real Estate Equities, Inc. | ||||||||
3.45%, 04/30/2025 | 2,115,000 | 2,214,355 | ||||||
4.30%, 01/15/2026 | 5,995,000 | 6,538,184 | ||||||
3.95%, 01/15/2027 | 3,440,000 | 3,683,600 | ||||||
Allied World Assurance Co. Holdings Ltd. | ||||||||
4.35%, 10/29/2025 | 2,490,000 | 2,586,624 | ||||||
Ally Financial, Inc. | ||||||||
3.75%, 11/18/2019 | 706,000 | 706,706 | ||||||
8.00%, 03/15/2020 | 1,500,000 | 1,531,785 | ||||||
4.13%, 03/30/2020 | 700,000 | 704,375 | ||||||
7.50%, 09/15/2020 | 100,000 | 104,520 | ||||||
4.25%, 04/15/2021 | 568,000 | 580,070 | ||||||
4.13%, 02/13/2022 | 105,000 | 107,362 | ||||||
4.63%, 05/19/2022 | 100,000 | 103,750 | ||||||
5.13%, 09/30/2024 | 400,000 | 436,000 | ||||||
4.63%, 03/30/2025 | 16,640,000 | 17,908,800 | ||||||
8.00%, 11/01/2031 | 2,663,000 | 3,681,597 | ||||||
8.00%, 11/01/2031 | 5,000 | 6,887 | ||||||
American Campus Communities Operating Partnership LP | ||||||||
3.35%, 10/01/2020 | 10,990,000 | 11,108,239 | ||||||
3.75%, 04/15/2023 | 2,000,000 | 2,082,723 | ||||||
3.30%, 07/15/2026 | 2,950,000 | 3,027,001 | ||||||
3.63%, 11/15/2027 | 3,733,000 | 3,921,329 | ||||||
American Homes 4 Rent LP | ||||||||
4.25%, 02/15/2028 | 73,000 | 78,762 | ||||||
American International Group, Inc. | ||||||||
3.90%, 04/01/2026 | 5,715,000 | 6,086,247 | ||||||
4.20%, 04/01/2028 | 2,522,000 | 2,750,604 | ||||||
American Tower Corp. | ||||||||
2.80%, 06/01/2020 | 1,500,000 | 1,505,711 | ||||||
3.30%, 02/15/2021 | 3,371,000 | 3,418,884 |
3.45%, 09/15/2021 | 1,847,000 | 1,889,597 | ||||||
5.90%, 11/01/2021 | 2,200,000 | 2,364,154 | ||||||
2.25%, 01/15/2022 | 822,000 | 822,929 | ||||||
3.50%, 01/31/2023 | 717,000 | 742,886 | ||||||
3.00%, 06/15/2023 | 4,332,000 | 4,431,432 | ||||||
Ardonagh Midco 3 Plc | ||||||||
8.38%, 07/15/2023 | GBP | 1,490,000 | 1,750,321 | |||||
8.38%, 07/15/2023(2) | 1,200,000 | 1,409,654 | ||||||
Athene Holding Ltd. | ||||||||
4.13%, 01/12/2028 | $ | 11,706,000 | 12,037,947 | |||||
Avolon Holdings Funding Ltd. | ||||||||
5.50%, 01/15/2023(2) | 4,325,000 | 4,614,818 | ||||||
5.13%, 10/01/2023(2) | 14,068,000 | 14,924,741 | ||||||
5.25%, 05/15/2024(2) | 2,587,000 | 2,769,901 | ||||||
3.95%, 07/01/2024(2) | 1,230,000 | 1,261,611 | ||||||
4.38%, 05/01/2026(2) | 2,625,000 | 2,713,987 | ||||||
AXA Equitable Holdings, Inc. | ||||||||
3.90%, 04/20/2023 | 6,474,000 | 6,769,816 | ||||||
4.35%, 04/20/2028 | 1,948,000 | 2,074,917 | ||||||
5.00%, 04/20/2048 | 214,000 | 230,818 | ||||||
Banco Bilbao Vizcaya Argentaria SA | ||||||||
6.75% (5 Year Swap Rate EUR + 6.60%), 05/18/2168(1) | EUR | 2,000,000 | 2,219,792 | |||||
8.88% (5 Year Swap Rate EUR + 9.18%), 07/14/2168(1)(3) | 1,000,000 | 1,204,395 | ||||||
Banco de Bogota SA | ||||||||
4.38%, 08/03/2027 | $ | 4,700,000 | 5,005,547 | |||||
Banco Santander SA | ||||||||
3.85%, 04/12/2023 | 200,000 | 208,435 | ||||||
5.18%, 11/19/2025 | 2,400,000 | 2,648,214 | ||||||
Bank of America Corp. | ||||||||
2.74% (3 Month LIBOR USD + 0.37%), 01/23/2022(1) | 8,835,000 | 8,886,078 | ||||||
3.50% (3 Month LIBOR USD + 0.63%), 05/17/2022(1) | 7,500,000 | 7,648,550 | ||||||
2.76% (3 Month LIBOR USD + 0.65%), 06/25/2022(1) | 1,440,000 | 1,445,133 | ||||||
3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023(1) | 11,033,000 | 11,268,113 | ||||||
3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024(1) | 3,800,000 | 3,951,839 | ||||||
4.00%, 04/01/2024 | 3,955,000 | 4,243,702 |
4.25%, 10/22/2026 | 17,295,000 | 18,740,196 | ||||||
3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028(1) | 8,100,000 | 8,626,849 | ||||||
3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028(1) | 670,000 | 708,329 | ||||||
4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(1) | 12,610,000 | 14,053,742 | ||||||
Bank of Ireland | ||||||||
7.38% (5 Year Swap Rate EUR + 6.96%), 06/18/2168(1) | EUR | 1,700,000 | 1,924,104 | |||||
Bank of New York Mellon Corp. | ||||||||
2.66% (3 Month LIBOR USD + 0.63%), 05/16/2023(1) | $ | 6,000,000 | 6,081,594 | |||||
3.45%, 08/11/2023 | 5,345,000 | 5,605,306 | ||||||
Barclays Bank Plc | ||||||||
5.14%, 10/14/2020 | 665,000 | 680,005 | ||||||
7.63%, 11/21/2022 | 13,550,000 | 14,938,875 | ||||||
Barclays Plc | ||||||||
3.20%, 08/10/2021 | 1,500,000 | 1,513,200 | ||||||
3.68%, 01/10/2023 | 7,260,000 | 7,383,455 | ||||||
3.59% (3 Month LIBOR USD + 1.43%), 02/15/2023(1) | 1,000,000 | 999,504 | ||||||
4.61% (3 Month LIBOR USD + 1.40%), 02/15/2023(1) | 7,045,000 | 7,318,839 | ||||||
1.50%, 09/03/2023 | EUR | 2,300,000 | 2,604,282 | |||||
3.55% (3 Month LIBOR USD + 1.38%), 05/16/2024(1) | $ | 200,000 | 198,991 | |||||
4.34% (3 Month LIBOR USD + 1.36%), 05/16/2024(1) | 4,465,000 | 4,664,479 | ||||||
3.65%, 03/16/2025 | 700,000 | 716,380 | ||||||
3.93% (3 Month LIBOR USD + 1.61%), 05/07/2025(1) | 3,815,000 | 3,941,350 | ||||||
4.38%, 01/12/2026 | 3,170,000 | 3,345,652 | ||||||
3.25%, 02/12/2027 | GBP | 6,200,000 | 7,930,806 | |||||
4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(1) | $ | 3,700,000 | 4,060,839 | |||||
3.25%, 01/17/2033 | GBP | 600,000 | 745,962 | |||||
5.88% (5 Year Swap Rate GBP + 4.91%), 12/15/2167(1) | 2,400,000 | 2,863,868 | ||||||
7.75% (5 Year Swap Rate USD + 4.84%), 12/15/2167(1) | $ | 4,850,000 | 5,047,249 | |||||
7.88% (5 Year Swap Rate GBP + 6.10%), 12/15/2167(1) | GBP | 1,200,000 | 1,567,676 | |||||
8.00% (5 Year Swap Rate EUR + 6.75%), 03/15/2168(1) | EUR | 11,700,000 | 13,629,653 | |||||
7.25% (5 Year Swap Rate GBP + 6.46%), 06/15/2168(1) | GBP | 14,283,000 | 18,461,697 | |||||
7.13% (UK Government Bonds 5 Year Note Generic Bid Yield + 6.58%), 09/15/2168(1) | 900,000 | 1,171,607 | ||||||
BBVA Bancomer SA/Texas | ||||||||
4.38%, 04/10/2024(2) | $ | 2,800,000 | 2,940,028 |
Berkshire Hathaway Finance Corp. | ||||||||
4.40%, 05/15/2042 | 1,000,000 | 1,193,529 | ||||||
Berkshire Hathaway, Inc. | ||||||||
2.20%, 03/15/2021 | 10,840,000 | 10,895,993 | ||||||
BGC Partners, Inc. | ||||||||
5.38%, 07/24/2023 | 380,000 | 405,940 | ||||||
BNP Paribas SA | ||||||||
4.40%, 08/14/2028(2) | 400,000 | 441,634 | ||||||
7.00% (5 Year Swap Rate USD + 3.98%), 02/16/2168(1)(2) | 400,000 | 440,348 | ||||||
BOC Aviation Ltd. | ||||||||
3.00%, 03/30/2020(2) | 750,000 | 751,190 | ||||||
3.32% (3 Month LIBOR USD + 1.05%), 05/02/2021(1)(2) | 600,000 | 602,280 | ||||||
2.75%, 09/18/2022(2) | 300,000 | 299,939 | ||||||
3.24% (3 Month LIBOR USD + 1.13%), 09/26/2023(1)(2) | 700,000 | 702,975 | ||||||
3.50%, 10/10/2024(2) | 1,900,000 | 1,949,553 | ||||||
Boston Properties LP | ||||||||
3.85%, 02/01/2023 | 3,245,000 | 3,403,987 | ||||||
3.20%, 01/15/2025 | 10,105,000 | 10,482,530 | ||||||
2.75%, 10/01/2026 | 5,660,000 | 5,711,648 | ||||||
Brixmor Operating Partnership LP | ||||||||
3.30% (3 Month LIBOR USD + 1.05%), 02/01/2022(1) | 4,860,000 | 4,846,326 | ||||||
3.65%, 06/15/2024 | 3,624,000 | 3,769,639 | ||||||
3.85%, 02/01/2025 | 1,680,000 | 1,757,001 | ||||||
4.13%, 06/15/2026 | 2,980,000 | 3,161,081 | ||||||
3.90%, 03/15/2027 | 2,553,000 | 2,676,791 | ||||||
4.13%, 05/15/2029 | 10,235,000 | 10,933,538 | ||||||
Brookfield Finance, Inc. | ||||||||
3.90%, 01/25/2028 | 236,000 | 247,765 | ||||||
4.70%, 09/20/2047 | 540,000 | 592,277 | ||||||
Capital One Bank USA N.A. | ||||||||
3.38%, 02/15/2023 | 7,443,000 | 7,670,446 | ||||||
Capital One Financial Corp. | ||||||||
0.80%, 06/12/2024 | EUR | 2,940,000 | 3,264,665 | |||||
3.30%, 10/30/2024 | $ | 500,000 | 517,564 | |||||
4.25%, 04/30/2025 | 2,880,000 | 3,117,014 | ||||||
4.20%, 10/29/2025 | 195,000 | 207,822 | ||||||
3.80%, 01/31/2028 | 850,000 | 899,388 |
Carlyle Holdings Finance LLC | ||||||||
3.88%, 02/01/2023(2) | 428,000 | 443,453 | ||||||
CBL & Associates LP | ||||||||
5.95%, 12/15/2026 | 708,000 | 497,370 | ||||||
CBRE Services, Inc. | ||||||||
4.88%, 03/01/2026 | 445,000 | 494,214 | ||||||
CC Holdings GS V LLC / Crown Castle GS III Corp. | ||||||||
3.85%, 04/15/2023 | 3,705,000 | 3,891,235 | ||||||
CIT Bank N.A. | ||||||||
2.97% (Secured Overnight Financing Rate + 1.72%), 09/27/2025(1) | 6,240,000 | 6,247,800 | ||||||
CIT Group, Inc. | ||||||||
4.13%, 03/09/2021 | 198,000 | 201,465 | ||||||
5.00%, 08/15/2022 | 250,000 | 264,850 | ||||||
Citigroup, Inc. | ||||||||
2.40%, 02/18/2020 | 2,260,000 | 2,261,979 | ||||||
2.90%, 12/08/2021 | 4,720,000 | 4,791,121 | ||||||
3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023(1) | 4,000,000 | 4,074,129 | ||||||
2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(1) | 1,290,000 | 1,307,549 | ||||||
3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028(1) | 3,445,000 | 3,646,281 | ||||||
4.13%, 07/25/2028 | 1,675,000 | 1,803,332 | ||||||
CNO Financial Group, Inc. | ||||||||
5.25%, 05/30/2025 | 6,110,000 | 6,567,028 | ||||||
5.25%, 05/30/2029 | 3,840,000 | 4,204,800 | ||||||
Cooperatieve Rabobank UA | ||||||||
4.38%, 08/04/2025 | 1,225,000 | 1,322,365 | ||||||
5.50% (5 Year Swap Rate EUR + 5.25%), 06/29/2168(1) | EUR | 4,500,000 | 5,048,877 | |||||
6.63% (5 Year Swap Rate EUR + 6.70%), 06/29/2168(1)(3) | 6,000,000 | 7,126,586 | ||||||
Credit Agricole SA | ||||||||
3.30% (3 Month LIBOR USD + 1.02%), 04/24/2023(1)(2) | $ | 250,000 | 251,243 | |||||
3.75%, 04/24/2023(2) | 250,000 | 261,305 | ||||||
4.38%, 03/17/2025(2) | 1,717,000 | 1,821,082 | ||||||
4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) | 13,548,000 | 14,014,183 | ||||||
Credit Suisse AG | ||||||||
6.50%, 08/08/2023(2) | 1,100,000 | 1,223,750 |
Credit Suisse Group AG | ||||||||
2.59% (Secured Overnight Financing Rate + 1.56%), 09/11/2025(1)(2) | 8,255,000 | 8,177,321 | ||||||
7.50% (5 Year Swap Rate USD + 4.60%), 01/17/2168(1)(2) | 1,400,000 | 1,496,250 | ||||||
7.25% (5 Year Swap Rate USD + 4.33%), 03/12/2168(1)(2) | 400,000 | 428,000 | ||||||
7.50% (5 Year Swap Rate USD + 4.60%), 06/11/2168(1)(2) | 800,000 | 884,000 | ||||||
Credit Suisse Group Funding Guernsey Ltd. | ||||||||
3.75%, 03/26/2025 | 5,500,000 | 5,779,663 | ||||||
Crown Castle International Corp. | ||||||||
3.40%, 02/15/2021 | 100,000 | 101,369 | ||||||
2.25%, 09/01/2021 | 1,510,000 | 1,511,193 | ||||||
4.88%, 04/15/2022 | 1,815,000 | 1,929,527 | ||||||
5.25%, 01/15/2023 | 200,000 | 218,219 | ||||||
4.45%, 02/15/2026 | 7,275,000 | 7,979,745 | ||||||
3.65%, 09/01/2027 | 7,580,000 | 8,030,270 | ||||||
3.80%, 02/15/2028 | 3,220,000 | 3,425,257 | ||||||
4.30%, 02/15/2029 | 11,875,000 | 13,114,197 | ||||||
CTR Partnership LP / CareTrust Capital Corp. | ||||||||
5.25%, 06/01/2025 | 194,000 | 200,305 | ||||||
CubeSmart LP | ||||||||
4.80%, 07/15/2022 | 1,783,000 | 1,886,155 | ||||||
Danske Bank | ||||||||
2.00%, 09/08/2021(2) | 5,705,000 | 5,665,919 | ||||||
5.00%, 01/12/2022(2) | 7,540,000 | 7,927,405 | ||||||
2.70%, 03/02/2022(2) | 2,224,000 | 2,233,621 | ||||||
3.00% (3 Month LIBOR USD + 1.25%), 09/20/2022(1)(2) | 8,535,000 | 8,565,952 | ||||||
3.88%, 09/12/2023(2) | 2,003,000 | 2,076,787 | ||||||
5.38%, 01/12/2024(2) | 9,455,000 | 10,386,645 | ||||||
3.24% (3 Month LIBOR USD + 1.59%), 12/20/2025(1)(2) | 4,210,000 | 4,244,326 | ||||||
Deutsche Bank AG | ||||||||
1.88%, 02/28/2020 | GBP | 500,000 | 614,448 | |||||
0.06% (3 Month EURIBOR + 0.50%), 12/07/2020(1)(3) | EUR | 4,600,000 | 4,980,077 | |||||
Deutsche Bank AG/New York NY | ||||||||
3.27% (3 Month LIBOR USD + 0.97%), 07/13/2020(1) | $ | 46,000 | 45,890 | |||||
3.58% (3 Month LIBOR USD + 1.29%), 02/04/2021(1) | 1,960,000 | 1,946,003 | ||||||
3.95%, 02/27/2023 | 100,000 | 101,444 |
Dexia Credit Local SA | ||||||||
2.25%, 02/18/2020(2) | 7,070,000 | 7,072,762 | ||||||
Digital Realty Trust LP | ||||||||
3.63%, 10/01/2022 | 4,000,000 | 4,141,369 | ||||||
2.75%, 02/01/2023 | 1,445,000 | 1,459,679 | ||||||
4.75%, 10/01/2025 | 1,640,000 | 1,804,280 | ||||||
Discover Financial Services | ||||||||
3.95%, 11/06/2024 | 1,455,000 | 1,543,422 | ||||||
3.75%, 03/04/2025 | 8,845,000 | 9,253,627 | ||||||
4.10%, 02/09/2027 | 2,625,000 | 2,793,747 | ||||||
Doric Nimrod Air Finance Alpha Ltd. 2012-1 Class A Pass Through Trust | ||||||||
5.13%, 11/30/2022(2) | 3,373,108 | 3,427,527 | ||||||
EPR Properties | ||||||||
4.75%, 12/15/2026 | 140,000 | 150,513 | ||||||
4.95%, 04/15/2028 | 414,000 | 451,088 | ||||||
Equinix, Inc. | ||||||||
2.88%, 02/01/2026 | EUR | 200,000 | 226,942 | |||||
ESH Hospitality, Inc. | ||||||||
4.63%, 10/01/2027(2) | $ | 428,000 | 429,070 | |||||
Essex Portfolio LP | ||||||||
3.88%, 05/01/2024 | 4,200,000 | 4,429,962 | ||||||
3.63%, 05/01/2027 | 2,785,000 | 2,952,888 | ||||||
Fairfax Financial Holdings Ltd. | ||||||||
4.85%, 04/17/2028 | 196,000 | 212,073 | ||||||
Farmers Exchange Capital II | ||||||||
6.15% (3 Month LIBOR USD + 3.74%), 11/01/2053(1)(2) | 280,000 | 345,367 | ||||||
Farmers Exchange Capital III | ||||||||
5.45% (3 Month LIBOR USD + 3.45%), 10/15/2054(1)(2) | 4,000,000 | 4,608,914 | ||||||
Farmers Insurance Exchange | ||||||||
4.75% (3 Month LIBOR USD + 3.23%), 11/01/2057(1)(2) | 3,000,000 | 3,135,750 | ||||||
Fidelity National Financial, Inc. | ||||||||
4.50%, 08/15/2028 | 15,455,000 | 16,623,829 | ||||||
First Abu Dhabi Bank PJSC | ||||||||
5.25% (5 Year Swap Rate USD + 3.35%), 12/17/2167(1) | 5,500,000 | 5,550,050 | ||||||
FirstRand Bank Ltd. | ||||||||
6.25% (5 Year Swap Rate USD + 3.56%), 04/23/2028(1) | 5,000,000 | 5,294,750 |
GE Capital European Funding Unlimited Co. | ||||||||
0.00% (3 Month EURIBOR + 0.23%), 05/17/2021(1)(3) | EUR | 250,000 | 269,688 | |||||
0.80%, 01/21/2022 | 400,000 | 439,044 | ||||||
GE Capital International Funding Co. Unlimited Co. | ||||||||
2.34%, 11/15/2020 | $ | 29,315,000 | 29,243,638 | |||||
3.37%, 11/15/2025 | 3,985,000 | 4,065,985 | ||||||
4.42%, 11/15/2035 | 62,715,000 | 65,782,453 | ||||||
GE Capital UK Funding Unlimited Co. | ||||||||
5.88%, 11/04/2020 | GBP | 128,000 | 164,423 | |||||
5.13%, 05/24/2023 | 130,000 | 176,450 | ||||||
4.13%, 09/13/2023 | 200,000 | 264,535 | ||||||
Global Bank Corp. | ||||||||
4.50%, 10/20/2021(2) | $ | 350,000 | 360,283 | |||||
GLP Capital LP / GLP Financing II, Inc. | ||||||||
4.38%, 04/15/2021 | 1,500,000 | 1,532,970 | ||||||
3.35%, 09/01/2024 | 1,140,000 | 1,146,498 | ||||||
5.25%, 06/01/2025 | 3,404,000 | 3,749,608 | ||||||
5.38%, 04/15/2026 | 3,425,000 | 3,771,781 | ||||||
5.75%, 06/01/2028 | 4,034,000 | 4,588,635 | ||||||
5.30%, 01/15/2029 | 5,325,000 | 5,869,268 | ||||||
4.00%, 01/15/2030 | 3,645,000 | 3,663,116 | ||||||
Goldman Sachs Group, Inc. | ||||||||
2.63%, 04/25/2021 | 3,964,000 | 3,987,978 | ||||||
2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022(1) | 11,078,000 | 11,206,283 | ||||||
2.91% (3 Month LIBOR USD + 0.99%), 07/24/2023(1) | 1,235,000 | 1,252,405 | ||||||
3.72% (3 Month LIBOR USD + 1.60%), 11/29/2023(1) | 100,000 | 103,075 | ||||||
3.50%, 01/23/2025 | 2,622,000 | 2,735,612 | ||||||
3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025(1) | 3,700,000 | 3,818,913 | ||||||
3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028(1) | 3,000,000 | 3,149,571 | ||||||
3.81% (3 Month LIBOR USD + 1.16%), 04/23/2029(1) | 4,100,000 | 4,346,698 | ||||||
4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029(1) | 6,270,000 | 6,840,037 | ||||||
Goodman US Finance Three LLC | ||||||||
3.70%, 03/15/2028(2) | 463,000 | 480,789 |
Growthpoint Properties International Pty Ltd. | ||||||||
5.87%, 05/02/2023(2) | 200,000 | 213,460 | ||||||
HCP, Inc. | ||||||||
4.00%, 12/01/2022 | 1,712,000 | 1,792,642 | ||||||
4.25%, 11/15/2023 | 318,000 | 339,500 | ||||||
4.20%, 03/01/2024 | 1,175,000 | 1,263,811 | ||||||
3.40%, 02/01/2025 | 2,625,000 | 2,721,989 | ||||||
4.00%, 06/01/2025 | 4,375,000 | 4,657,787 | ||||||
3.25%, 07/15/2026 | 5,975,000 | 6,146,466 | ||||||
3.50%, 07/15/2029 | 685,000 | 711,898 | ||||||
Healthcare Realty Trust, Inc. | ||||||||
3.75%, 04/15/2023 | 3,356,000 | 3,465,894 | ||||||
3.63%, 01/15/2028 | 4,375,000 | 4,552,191 | ||||||
Healthcare Trust of America Holdings LP | ||||||||
3.70%, 04/15/2023 | 3,425,000 | 3,540,531 | ||||||
Highwoods Realty LP | ||||||||
4.13%, 03/15/2028 | 4,875,000 | 5,193,633 | ||||||
Host Hotels & Resorts LP | ||||||||
6.00%, 10/01/2021 | 2,963,000 | 3,154,806 | ||||||
5.25%, 03/15/2022 | 2,500,000 | 2,668,539 | ||||||
3.75%, 10/15/2023 | 2,175,000 | 2,263,189 | ||||||
4.50%, 02/01/2026 | 1,600,000 | 1,731,481 | ||||||
Howard Hughes Corp. | ||||||||
5.38%, 03/15/2025(2) | 1,777,000 | 1,856,965 | ||||||
HSBC Holdings Plc | ||||||||
2.72% (3 Month LIBOR USD + 0.60%), 05/18/2021(1) | 1,200,000 | 1,201,236 | ||||||
3.26% (3 Month LIBOR USD + 1.06%), 03/13/2023(1) | 1,585,000 | 1,612,501 | ||||||
3.12% (3 Month LIBOR USD + 1.00%), 05/18/2024(1) | 400,000 | 401,586 | ||||||
3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024(1) | 7,615,000 | 7,966,029 | ||||||
4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(1) | 10,000,000 | 10,734,780 | ||||||
4.58% (3 Month LIBOR USD + 1.53%), 06/19/2029(1) | 3,200,000 | 3,549,948 | ||||||
3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(1) | 2,600,000 | 2,776,673 | ||||||
3.00% (1 Year Swap Rate GBP + 0.02%), 05/29/2030(1) | GBP | 2,400,000 | 3,121,896 | |||||
5.88% (5 Year Swap Rate GBP + 4.28%), 03/28/2168(1) | 6,400,000 | 8,311,758 | ||||||
6.00% (5 Year Swap Rate EUR + 5.34%), 03/29/2168(1) | EUR | 600,000 | 743,073 | |||||
6.50% (5 Year 1100 Run ICE Swap Rate USD + 3.61%), 09/23/2168(1) | $ | 1,820,000 | 1,903,629 |
Hudson Pacific Properties LP | ||||||||
3.95%, 11/01/2027 | 2,399,000 | 2,513,561 | ||||||
Hunt Companies, Inc. | ||||||||
6.25%, 02/15/2026(2) | 82,000 | 80,360 | ||||||
ICICI Bank Ltd./Dubai | ||||||||
3.50%, 03/18/2020 | 200,000 | 200,716 | ||||||
ICICI Bank Ltd./Hong Kong | ||||||||
5.75%, 11/16/2020(2) | 200,000 | 206,436 | ||||||
5.75%, 11/16/2020 | 200,000 | 206,436 | ||||||
Industrial & Commercial Bank of China Ltd./New York NY | ||||||||
2.94% (3 Month LIBOR USD + 0.75%), 11/08/2020(1) | 25,826,000 | 25,860,134 | ||||||
ING Bank NV | ||||||||
5.80%, 09/25/2023(2) | 9,795,000 | 10,869,916 | ||||||
ING Groep NV | ||||||||
3.09% (3 Month LIBOR USD + 1.00%), 10/02/2023(1) | 1,300,000 | 1,305,303 | ||||||
4.10%, 10/02/2023 | 2,200,000 | 2,335,518 | ||||||
International Lease Finance Corp. | ||||||||
8.25%, 12/15/2020 | 2,500,000 | 2,674,762 | ||||||
8.63%, 01/15/2022 | 2,150,000 | 2,440,286 | ||||||
5.88%, 08/15/2022 | 170,000 | 186,260 | ||||||
Jefferies Group LLC | ||||||||
6.45%, 06/08/2027 | 3,660,000 | 4,241,904 | ||||||
6.25%, 01/15/2036 | 1,430,000 | 1,652,460 | ||||||
Jefferies Group LLC / Jefferies Group Capital Finance, Inc. | ||||||||
4.85%, 01/15/2027 | 1,500,000 | 1,593,720 | ||||||
4.15%, 01/23/2030 | 7,180,000 | 7,173,659 | ||||||
Jones Lang LaSalle, Inc. | ||||||||
4.40%, 11/15/2022 | 1,270,000 | 1,321,611 | ||||||
JPMorgan Chase & Co. | ||||||||
3.51% (3 Month LIBOR USD + 0.61%), 06/18/2022(1) | 6,380,000 | 6,529,613 | ||||||
3.90%, 07/15/2025 | 18,700,000 | 20,177,713 | ||||||
2.95%, 10/01/2026 | 2,340,000 | 2,401,922 | ||||||
3.78% (3 Month LIBOR USD + 1.34%), 02/01/2028(1) | 3,079,000 | 3,298,225 | ||||||
Kasikornbank PCL/Cayman Islands | ||||||||
3.50%, 10/25/2019 | 1,000,000 | 1,000,832 |
Kennedy-Wilson, Inc. | ||||||||
5.88%, 04/01/2024 | 224,000 | 229,811 | ||||||
Kilroy Realty LP | ||||||||
3.80%, 01/15/2023 | 1,200,000 | 1,253,622 | ||||||
3.45%, 12/15/2024 | 1,845,000 | 1,918,955 | ||||||
4.38%, 10/01/2025 | 2,345,000 | 2,524,072 | ||||||
Kimco Realty Corp. | ||||||||
3.30%, 02/01/2025 | 880,000 | 907,677 | ||||||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | ||||||||
5.88%, 08/01/2021(2) | 1,025,000 | 1,041,246 | ||||||
5.25%, 10/01/2025(2) | 4,265,000 | 4,360,962 | ||||||
Liberty Property LP | ||||||||
4.13%, 06/15/2022 | 2,000,000 | 2,088,331 | ||||||
Lloyds Bank Plc | ||||||||
5.80%, 01/13/2020(2) | 2,000,000 | 2,019,966 | ||||||
2.70% (3 Month LIBOR USD + 0.49%), 05/07/2021(1) | 800,000 | 799,919 | ||||||
3.30%, 05/07/2021 | 1,600,000 | 1,627,563 | ||||||
Lloyds Banking Group Plc | ||||||||
2.86% (3 Month LIBOR USD + 1.25%), 03/17/2023(1) | 15,365,000 | 15,414,574 | ||||||
4.05%, 08/16/2023 | 2,000,000 | 2,101,748 | ||||||
2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(1) | 11,640,000 | 11,663,078 | ||||||
4.45%, 05/08/2025 | 4,265,000 | 4,590,659 | ||||||
4.38%, 03/22/2028 | 400,000 | 434,441 | ||||||
4.55%, 08/16/2028 | 1,600,000 | 1,760,800 | ||||||
3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(1) | 420,000 | 428,485 | ||||||
7.50% (5 Year Swap Rate USD + 4.50%), 12/27/2167(1) | 3,100,000 | 3,305,375 | ||||||
6.38% (5 Year Swap Rate EUR + 5.29%), 06/27/2168(1) | EUR | 4,881,000 | 5,471,529 | |||||
7.63% (5 Year Swap Rate GBP + 5.01%), 06/27/2168(1) | GBP | 1,900,000 | 2,540,558 | |||||
7.88% (5 Year Swap Rate GBP + 4.83%), 06/27/2168(1) | 900,000 | 1,295,269 | ||||||
LoanCore Capital Markets LLC / JLC Finance Corp. | ||||||||
6.88%, 06/01/2020(2) | $ | 500,000 | 493,750 | |||||
Logicor Financing Sarl | ||||||||
3.25%, 11/13/2028 | EUR | 265,000 | 326,542 | |||||
MGM Growth Properties Operating Partnership LP / MGP Finance Co.-Issuer, Inc. | ||||||||
5.63%, 05/01/2024 | $ | 1,079,000 | 1,182,854 |
Mid-America Apartments LP | ||||||||
3.60%, 06/01/2027 | 1,400,000 | 1,481,138 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd. | ||||||||
3.41%, 02/28/2022(2) | 200,000 | 203,928 | ||||||
2.65%, 09/19/2022(2) | 600,000 | 601,865 | ||||||
3.96%, 09/19/2023(2) | 300,000 | 313,319 | ||||||
Morgan Stanley | ||||||||
5.50%, 01/26/2020 | 4,000,000 | 4,042,983 | ||||||
3.21% (3 Month LIBOR USD + 0.93%), 07/22/2022(1) | 1,000,000 | 1,007,609 | ||||||
3.88%, 04/29/2024 | 14,850,000 | 15,799,496 | ||||||
4.00%, 07/23/2025 | 8,000,000 | 8,627,960 | ||||||
5.00%, 11/24/2025 | 10,320,000 | 11,563,431 | ||||||
3.13%, 07/27/2026 | 2,030,000 | 2,090,661 | ||||||
4.35%, 09/08/2026 | 8,350,000 | 9,052,479 | ||||||
3.95%, 04/23/2027 | 10,130,000 | 10,704,846 | ||||||
MPT Operating Partnership LP / MPT Finance Corp. | ||||||||
5.00%, 10/15/2027 | 3,125,000 | 3,273,437 | ||||||
Nationwide Building Society | ||||||||
3.62% (3 Month LIBOR USD + 1.18%), 04/26/2023(1)(2) | 4,250,000 | 4,332,781 | ||||||
3.77% (3 Month LIBOR USD + 1.06%), 03/08/2024(1)(2) | 6,600,000 | 6,777,803 | ||||||
4.36% (3 Month LIBOR USD + 1.39%), 08/01/2024(1)(2) | 4,600,000 | 4,831,498 | ||||||
4.30% (3 Month LIBOR USD + 1.45%), 03/08/2029(1)(2) | 8,600,000 | 9,208,406 | ||||||
3.96% (3 Month LIBOR USD + 1.86%), 07/18/2030(1)(2) | 5,650,000 | 5,901,011 | ||||||
Nationwide Mutual Insurance Co. | ||||||||
4.41% (3 Month LIBOR USD + 2.29%), 12/15/2024(1)(2) | 1,790,000 | 1,783,050 | ||||||
NatWest Markets Plc | ||||||||
0.00% (3 Month EURIBOR + 0.40%), 03/02/2020(1)(3) | EUR | 700,000 | 763,562 | |||||
0.63%, 03/02/2022 | 5,800,000 | 6,390,692 | ||||||
3.63%, 09/29/2022(2) | $ | 12,800,000 | 13,141,179 | |||||
Navient Corp. | ||||||||
8.00%, 03/25/2020 | 5,503,000 | 5,613,060 | ||||||
5.00%, 10/26/2020 | 100,000 | 101,250 | ||||||
5.88%, 03/25/2021 | 9,593,000 | 9,964,729 | ||||||
6.63%, 07/26/2021 | 2,490,000 | 2,614,500 | ||||||
7.25%, 01/25/2022 | 8,300,000 | 8,943,250 | ||||||
6.50%, 06/15/2022 | 442,000 | 470,730 |
New York Life Global Funding | ||||||||
1.50%, 10/24/2019(2) | 7,230,000 | 7,227,759 | ||||||
1.70%, 09/14/2021(2) | 6,775,000 | 6,726,456 | ||||||
2.35%, 07/14/2026(2) | 1,000,000 | 1,002,402 | ||||||
Newmark Group, Inc. | ||||||||
6.13%, 11/15/2023 | 602,000 | 653,126 | ||||||
Old Republic International Corp. | ||||||||
4.88%, 10/01/2024 | 335,000 | 366,908 | ||||||
3.88%, 08/26/2026 | 5,155,000 | 5,426,984 | ||||||
Omega Healthcare Investors, Inc. | ||||||||
4.50%, 01/15/2025 | 5,050,000 | 5,323,627 | ||||||
Oppenheimer Holdings, Inc. | ||||||||
6.75%, 07/01/2022 | 84,000 | 86,310 | ||||||
Park Aerospace Holdings Ltd. | ||||||||
3.63%, 03/15/2021(2) | 451,000 | 454,292 | ||||||
5.25%, 08/15/2022(2) | 17,137,000 | 18,060,684 | ||||||
4.50%, 03/15/2023(2) | 7,023,000 | 7,267,400 | ||||||
5.50%, 02/15/2024(2) | 1,861,000 | 2,010,624 | ||||||
Physicians Realty LP | ||||||||
3.95%, 01/15/2028 | 177,000 | 185,409 | ||||||
Pricoa Global Funding I | ||||||||
3.45%, 09/01/2023(2) | 11,595,000 | 12,155,119 | ||||||
Prologis LP | ||||||||
3.75%, 11/01/2025 | 1,325,000 | 1,443,302 | ||||||
QNB Finance Ltd. | ||||||||
3.87% (3 Month LIBOR USD + 1.57%), 07/18/2021(1) | 2,400,000 | 2,428,853 | ||||||
3.63% (3 Month LIBOR USD + 1.45%), 08/11/2021(1) | 3,400,000 | 3,392,224 | ||||||
Quicken Loans, Inc. | ||||||||
5.75%, 05/01/2025(2) | 3,815,000 | 3,934,219 | ||||||
5.25%, 01/15/2028(2) | 2,815,000 | 2,905,080 | ||||||
Raymond James Financial, Inc. | ||||||||
5.63%, 04/01/2024 | 1,617,000 | 1,825,014 | ||||||
4.95%, 07/15/2046 | 6,830,000 | 8,165,755 | ||||||
Realty Income Corp. | ||||||||
3.25%, 10/15/2022 | 6,440,000 | 6,645,992 |
Reckson Operating Partnership LP | ||||||||
7.75%, 03/15/2020 | 1,398,000 | 1,430,571 | ||||||
Regency Centers LP | ||||||||
3.60%, 02/01/2027 | 4,271,000 | 4,485,492 | ||||||
4.13%, 03/15/2028 | 970,000 | 1,053,347 | ||||||
Retail Opportunity Investments Partnership LP | ||||||||
4.00%, 12/15/2024 | 895,000 | 914,535 | ||||||
Royal Bank of Scotland Group Plc | ||||||||
6.13%, 12/15/2022 | 120,000 | 129,844 | ||||||
2.00% (3 Month EURIBOR + 2.04%), 03/08/2023(1)(3) | EUR | 1,100,000 | 1,243,800 | |||||
2.50%, 03/22/2023 | 3,900,000 | 4,548,811 | ||||||
3.50% (3 Month LIBOR USD + 1.48%), 05/15/2023(1) | $ | 855,000 | 866,409 | |||||
3.63% (3 Month LIBOR USD + 1.47%), 05/15/2023(1) | 3,217,000 | 3,219,914 | ||||||
6.10%, 06/10/2023 | 500,000 | 544,599 | ||||||
3.88%, 09/12/2023 | 10,543,000 | 10,880,384 | ||||||
5.13%, 05/28/2024 | 3,650,000 | 3,890,967 | ||||||
3.66% (3 Month LIBOR USD + 1.55%), 06/25/2024(1) | 5,845,000 | 5,857,133 | ||||||
4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024(1) | 1,600,000 | 1,682,757 | ||||||
2.00% (3 Month EURIBOR + 1.74%), 03/04/2025(1) | EUR | 400,000 | 457,348 | |||||
4.27% (3 Month LIBOR USD + 1.76%), 03/22/2025(1) | $ | 16,200,000 | 16,942,772 | |||||
4.80%, 04/05/2026 | 200,000 | 218,686 | ||||||
4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(1) | 2,900,000 | 3,190,657 | ||||||
5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(1) | 6,600,000 | 7,387,631 | ||||||
4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(1) | 4,390,000 | 4,701,860 | ||||||
7.50% (5 Year Swap Rate USD + 5.80%), 09/30/2168(1) | 3,460,000 | 3,533,525 | ||||||
8.00% (5 Year Swap Rate USD + 5.72%), 09/30/2168(1) | 6,951,000 | 7,666,953 | ||||||
8.63% (5 Year Swap Rate USD + 7.60%), 09/30/2168(1) | 2,900,000 | 3,105,465 | ||||||
Sabra Health Care LP / Sabra Capital Corp. | ||||||||
3.90%, 10/15/2029 | 200,000 | 197,000 | ||||||
Santander Holdings USA, Inc. | ||||||||
4.45%, 12/03/2021 | 6,255,000 | 6,532,876 | ||||||
3.70%, 03/28/2022 | 122,000 | 125,069 | ||||||
3.40%, 01/18/2023 | 184,000 | 188,300 | ||||||
3.50%, 06/07/2024 | 50,000 | 51,301 | ||||||
4.40%, 07/13/2027 | 153,000 | 163,687 |
Santander UK Group Holdings Plc | ||||||||
2.88%, 10/16/2020 | 2,800,000 | 2,808,781 | ||||||
2.88%, 08/05/2021 | 11,450,000 | 11,490,900 | ||||||
3.57%, 01/10/2023 | 6,395,000 | 6,486,582 | ||||||
0.38% (3 Month EURIBOR + 0.78%), 05/18/2023(1)(3) | EUR | 200,000 | 216,652 | |||||
1.13%, 09/08/2023 | 400,000 | 448,580 | ||||||
3.37% (3 Month LIBOR USD + 1.08%), 01/05/2024(1) | $ | 1,000,000 | 1,015,819 | |||||
0.44% (3 Month EURIBOR + 0.85%), 03/27/2024(1)(3) | EUR | 2,300,000 | 2,486,078 | |||||
4.80% (3 Month LIBOR USD + 1.57%), 11/15/2024(1) | $ | 15,930,000 | 17,066,391 | |||||
4.75%, 09/15/2025(2) | 1,025,000 | 1,068,387 | ||||||
2.92% (1 Year Swap Rate GBP + 1.38%), 05/08/2026(1) | GBP | 520,000 | 660,965 | |||||
3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(1) | $ | 4,990,000 | 5,137,815 | |||||
6.75% (5 Year Swap Rate GBP + 5.79%), 06/24/2168(1) | GBP | 5,800,000 | 7,430,994 | |||||
7.38% (5 Year Swap Rate GBP + 5.54%), 09/24/2168(1) | 5,647,000 | 7,333,827 | ||||||
Santander UK Plc | ||||||||
2.13%, 11/03/2020 | $ | 370,000 | 369,796 | |||||
2.76% (3 Month LIBOR USD + 0.62%), 06/01/2021(1) | 200,000 | 200,183 | ||||||
3.40%, 06/01/2021 | 6,795,000 | 6,912,660 | ||||||
SBA Tower Trust | ||||||||
2.88%, 07/09/2021(2) | 3,000,000 | 3,010,246 | ||||||
3.17%, 04/11/2022(2) | 2,825,000 | 2,852,356 | ||||||
3.45%, 03/15/2023(2) | 600,000 | 617,762 | ||||||
3.72%, 04/11/2023(2) | 3,515,000 | 3,663,050 | ||||||
3.87%, 10/08/2024(2) | 10,376,000 | 10,803,951 | ||||||
2.84%, 01/15/2025(2) | 3,250,000 | 3,254,325 | ||||||
Sberbank of Russia Via SB Capital SA | ||||||||
5.72%, 06/16/2021 | 3,720,000 | 3,901,536 | ||||||
Service Properties Trust | ||||||||
3.95%, 01/15/2028 | 5,605,000 | 5,320,425 | ||||||
Sirius International Group Ltd. | ||||||||
4.60%, 11/01/2026(2) | 1,140,000 | 1,128,600 | ||||||
SITE Centers Corp. | ||||||||
3.63%, 02/01/2025 | 1,914,000 | 1,966,279 | ||||||
4.25%, 02/01/2026 | 2,500,000 | 2,640,775 | ||||||
4.70%, 06/01/2027 | 8,000,000 | 8,762,767 |
SL Green Operating Partnership LP | ||||||||
3.25%, 10/15/2022 | 6,000,000 | 6,121,263 | ||||||
SL Green Realty Corp. | ||||||||
4.50%, 12/01/2022 | 850,000 | 894,836 | ||||||
Societe Generale SA | ||||||||
4.25%, 04/14/2025(2) | 2,340,000 | 2,443,760 | ||||||
4.75%, 11/24/2025(2) | 9,285,000 | 9,974,534 | ||||||
7.38% (5 Year Swap Rate USD + 4.30%), 04/04/2168(1)(2) | 3,700,000 | 3,894,250 | ||||||
6.75% (5 Year Swap Rate USD + 3.93%), 10/06/2168(1)(2) | 400,000 | 407,500 | ||||||
Springleaf Finance Corp. | ||||||||
8.25%, 12/15/2020 | 7,030,000 | 7,469,375 | ||||||
7.75%, 10/01/2021 | 5,960,000 | 6,481,500 | ||||||
6.13%, 05/15/2022 | 3,548,000 | 3,796,360 | ||||||
5.63%, 03/15/2023 | 3,700,000 | 3,949,750 | ||||||
6.13%, 03/15/2024 | 2,500,000 | 2,690,625 | ||||||
6.88%, 03/15/2025 | 363,000 | 399,981 | ||||||
6.63%, 01/15/2028 | 331,000 | 355,924 | ||||||
Standard Chartered Plc | ||||||||
3.33% (3 Month LIBOR USD + 1.20%), 09/10/2022(1)(2) | 3,900,000 | 3,916,731 | ||||||
3.43% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) | 6,475,000 | 6,488,688 | ||||||
4.25% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) | 7,295,000 | 7,542,293 | ||||||
Starwood Property Trust, Inc. | ||||||||
4.75%, 03/15/2025 | 133,000 | 137,562 | ||||||
Stichting AK Rabobank Certificaten | ||||||||
6.50%, 03/29/2168 | EUR | 840,000 | 1,149,391 | |||||
STORE Capital Corp. | ||||||||
4.50%, 03/15/2028 | $ | 128,000 | 138,169 | |||||
Synchrony Financial | ||||||||
2.85%, 07/25/2022 | 3,720,000 | 3,752,789 | ||||||
4.38%, 03/19/2024 | 3,220,000 | 3,417,165 | ||||||
4.25%, 08/15/2024 | 955,000 | 1,007,594 | ||||||
4.50%, 07/23/2025 | 2,778,000 | 2,965,004 | ||||||
3.70%, 08/04/2026 | 735,000 | 750,300 | ||||||
Teachers Insurance & Annuity Association of America | ||||||||
4.38% (3 Month LIBOR USD + 2.66%), 09/15/2054(1)(2) | 4,500,000 | 4,710,505 |
TP ICAP Plc | ||||||||
5.25%, 01/26/2024 | GBP | 100,000 | 131,285 | |||||
UBS AG | ||||||||
4.75% (5 Year Swap Rate EUR + 3.40%), 02/12/2026(1) | EUR | 2,300,000 | 2,653,643 | |||||
UDR, Inc. | ||||||||
4.63%, 01/10/2022 | $ | 21,000 | 21,971 | |||||
UniCredit SpA | ||||||||
7.83%, 12/04/2023(2) | 13,400,000 | 15,636,326 | ||||||
Unique Pub Finance Co. Plc | ||||||||
7.40%, 03/28/2024 | GBP | 3,107,000 | 4,379,611 | |||||
5.66%, 06/30/2027 | 3,431,976 | 4,755,551 | ||||||
Unum Group | ||||||||
3.88%, 11/05/2025 | $ | 4,925,000 | 5,151,865 | |||||
Vanke Real Estate Hong Kong Co. Ltd. | ||||||||
3.95%, 12/23/2019 | 4,620,000 | 4,632,197 | ||||||
Ventas Realty LP | ||||||||
3.25%, 10/15/2026 | 7,052,000 | 7,239,784 | ||||||
3.85%, 04/01/2027 | 1,485,000 | 1,579,381 | ||||||
4.40%, 01/15/2029 | 3,000,000 | 3,326,020 | ||||||
3.00%, 01/15/2030 | 1,765,000 | 1,752,133 | ||||||
VEREIT Operating Partnership LP | ||||||||
4.60%, 02/06/2024 | 3,740,000 | 4,017,094 | ||||||
4.63%, 11/01/2025 | 10,265,000 | 11,206,866 | ||||||
4.88%, 06/01/2026 | 4,800,000 | 5,317,298 | ||||||
3.95%, 08/15/2027 | 4,155,000 | 4,385,570 | ||||||
Voyager Aviation Holdings LLC / Voyager Finance Co. | ||||||||
8.50%, 08/15/2021(2) | 200,000 | 205,200 | ||||||
WEA Finance LLC | ||||||||
3.15%, 04/05/2022(2) | 3,000,000 | 3,060,854 | ||||||
Weingarten Realty Investors | ||||||||
3.25%, 08/15/2026 | 1,665,000 | 1,674,607 | ||||||
Wells Fargo & Co. | ||||||||
2.60%, 07/22/2020 | 310,000 | 311,461 | ||||||
2.63%, 07/22/2022 | 2,762,000 | 2,792,728 |
3.07%, 01/24/2023 | 19,585,000 | 19,950,647 | ||||||
3.49% (3 Month LIBOR USD + 1.23%), 10/31/2023(1) | 5,000,000 | 5,075,537 | ||||||
3.55%, 09/29/2025 | 1,290,000 | 1,364,745 | ||||||
3.00%, 04/22/2026 | 9,925,000 | 10,178,681 | ||||||
3.00%, 10/23/2026 | 770,000 | 789,676 | ||||||
3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(1) | 200,000 | 206,648 | ||||||
Wells Fargo Bank N.A. | ||||||||
2.76% (3 Month LIBOR USD + 0.50%), 07/23/2021(1) | 1,200,000 | 1,202,955 | ||||||
3.33% (3 Month LIBOR USD + 0.49%), 07/23/2021(1) | 2,050,000 | 2,068,599 | ||||||
Welltower, Inc. | ||||||||
3.95%, 09/01/2023 | 13,500,000 | 14,300,783 | ||||||
4.50%, 01/15/2024 | 650,000 | 702,193 | ||||||
4.00%, 06/01/2025 | 4,690,000 | 5,012,862 | ||||||
4.25%, 04/15/2028 | 111,000 | 121,800 | ||||||
Willis North America, Inc. | ||||||||
3.60%, 05/15/2024 | 9,380,000 | 9,748,254 | ||||||
WPC Eurobond BV | ||||||||
2.25%, 04/09/2026 | EUR | 1,300,000 | 1,530,157 | |||||
2.13%, 04/15/2027 | 400,000 | 463,759 | ||||||
1.35%, 04/15/2028 | 3,425,000 | 3,709,650 | ||||||
Yanlord Land HK Co. Ltd. | ||||||||
6.75%, 04/23/2023 | $ | 5,200,000 | 5,371,697 | |||||
|
| |||||||
1,911,448,657 | ||||||||
|
| |||||||
Industrials 1.71% | ||||||||
3M Co. | ||||||||
3.00%, 09/14/2021 | 4,260,000 | 4,337,238 | ||||||
Advanced Drainage Systems, Inc. | ||||||||
5.00%, 09/30/2027(2) | 162,000 | 164,226 | ||||||
Amcor Finance USA, Inc. | ||||||||
3.63%, 04/28/2026(2) | 2,990,000 | 3,076,595 | ||||||
4.50%, 05/15/2028(2) | 4,100,000 | 4,469,058 | ||||||
Ardagh Packaging Finance Plc / Ardagh Holdings USA, Inc. | ||||||||
4.13%, 08/15/2026(2) | 300,000 | 301,875 | ||||||
Arrow Electronics, Inc. | ||||||||
3.50%, 04/01/2022 | 480,000 | 489,864 |
4.50%, 03/01/2023 | 380,000 | 399,802 | ||||||
3.25%, 09/08/2024 | 37,000 | 37,613 | ||||||
4.00%, 04/01/2025 | 3,622,000 | 3,775,826 | ||||||
Associated Materials LLC / AMH New Finance, Inc. | ||||||||
9.00%, 01/01/2024(2) | 1,400,000 | 1,225,000 | ||||||
Aviation Capital Group LLC | ||||||||
2.88%, 01/20/2022(2) | 8,869,000 | 8,905,148 | ||||||
4.88%, 10/01/2025(2) | 2,789,000 | 3,022,513 | ||||||
Avnet, Inc. | ||||||||
3.75%, 12/01/2021 | 2,210,000 | 2,255,452 | ||||||
4.88%, 12/01/2022 | 5,855,000 | 6,231,723 | ||||||
4.63%, 04/15/2026 | 10,485,000 | 11,284,950 | ||||||
Ball Corp. | ||||||||
4.38%, 12/15/2020 | 752,000 | 767,424 | ||||||
4.00%, 11/15/2023 | 750,000 | 784,688 | ||||||
Berry Global, Inc. | ||||||||
4.88%, 07/15/2026(2) | 959,000 | 991,270 | ||||||
Bombardier, Inc. | ||||||||
7.88%, 04/15/2027(2) | 1,492,000 | 1,485,808 | ||||||
Boral Finance Pty Ltd. | ||||||||
3.00%, 11/01/2022(2) | 4,439,000 | 4,453,716 | ||||||
3.75%, 05/01/2028(2) | 3,520,000 | 3,604,750 | ||||||
Canadian Pacific Railway Co. | ||||||||
4.50%, 01/15/2022 | 110,000 | 115,261 | ||||||
Caterpillar Financial Services Corp. | ||||||||
3.15%, 09/07/2021 | 3,615,000 | 3,689,787 | ||||||
Caterpillar, Inc. | ||||||||
3.90%, 05/27/2021 | 3,110,000 | 3,205,896 | ||||||
CCCI Treasure Ltd. | ||||||||
3.50% (5 Year CMT Index + 7.19%), 10/21/2167(1)(3) | 200,000 | 199,808 | ||||||
Clean Harbors, Inc. | ||||||||
5.13%, 07/15/2029(2) | 2,319,000 | 2,458,140 | ||||||
DAE Funding LLC | ||||||||
4.00%, 08/01/2020(2) | 3,524,000 | 3,546,025 | ||||||
5.25%, 11/15/2021(2) | 3,444,000 | 3,581,760 |
4.50%, 08/01/2022(2) | 183,000 | 185,745 | ||||||
5.75%, 11/15/2023(2) | 4,116,000 | 4,325,299 | ||||||
5.00%, 08/01/2024(2) | 6,307,000 | 6,575,048 | ||||||
Embraer Overseas Ltd. | ||||||||
5.70%, 09/16/2023(2) | 3,575,000 | 3,945,906 | ||||||
Fortress Transportation & Infrastructure Investors LLC | ||||||||
6.75%, 03/15/2022(2) | 4,576,000 | 4,781,920 | ||||||
6.50%, 10/01/2025(2) | 1,673,000 | 1,719,008 | ||||||
Fortune Brands Home & Security, Inc. | ||||||||
3.00%, 06/15/2020 | 2,766,000 | 2,775,942 | ||||||
GATX Corp. | ||||||||
4.85%, 06/01/2021 | 320,000 | 333,681 | ||||||
General Dynamics Corp. | ||||||||
3.00%, 05/11/2021 | 5,585,000 | 5,682,620 | ||||||
General Electric Co. | ||||||||
2.20%, 01/09/2020 | 6,431,000 | 6,423,331 | ||||||
5.55%, 05/04/2020 | 154,000 | 156,214 | ||||||
0.00% (3 Month EURIBOR + 0.30%), 05/28/2020(1)(3) | EUR | 150,000 | 162,890 | |||||
6.25%, 09/29/2020 | GBP | 160,000 | 205,462 | |||||
4.63%, 01/07/2021 | $ | 5,410,000 | 5,550,470 | |||||
5.50%, 06/07/2021 | GBP | 100,000 | 130,118 | |||||
4.65%, 10/17/2021 | $ | 2,750,000 | 2,860,195 | |||||
0.38%, 05/17/2022 | EUR | 400,000 | 433,451 | |||||
2.70%, 10/09/2022 | $ | 200,000 | 200,518 | |||||
3.10%, 01/09/2023 | 166,000 | 168,207 | ||||||
3.38%, 03/11/2024 | 3,115,000 | 3,205,582 | ||||||
3.45%, 05/15/2024 | 915,000 | 939,760 | ||||||
5.55%, 01/05/2026 | 4,748,000 | 5,370,322 | ||||||
6.75%, 03/15/2032 | 5,231,000 | 6,579,517 | ||||||
6.15%, 08/07/2037 | 36,000 | 44,341 | ||||||
6.88%, 01/10/2039 | 27,000 | 35,736 | ||||||
5.00% (3 Month LIBOR USD + 3.33%), 06/15/2168(1) | 7,319,000 | 6,943,901 | ||||||
Graphic Packaging International LLC | ||||||||
4.13%, 08/15/2024 | 50,000 | 51,625 | ||||||
4.75%, 07/15/2027(2) | 1,500,000 | 1,575,000 |
Heathrow Funding Ltd. | ||||||||
4.88%, 07/15/2021(2) | 7,220,000 | 7,482,776 | ||||||
ICTSI Treasury BV | ||||||||
5.88%, 09/17/2025 | 5,000,000 | 5,495,021 | ||||||
Jabil, Inc. | ||||||||
4.70%, 09/15/2022 | 3,685,000 | 3,895,266 | ||||||
John Deere Capital Corp. | ||||||||
2.95%, 04/01/2022 | 9,975,000 | 10,223,070 | ||||||
2.58% (3 Month LIBOR USD + 0.48%), 09/08/2022(1) | 10,000,000 | 10,022,854 | ||||||
Keysight Technologies, Inc. | ||||||||
4.55%, 10/30/2024 | 1,374,000 | 1,482,375 | ||||||
4.60%, 04/06/2027 | 4,070,000 | 4,479,567 | ||||||
Komatsu Finance America, Inc. | ||||||||
2.12%, 09/11/2020 | 200,000 | 199,395 | ||||||
2.44%, 09/11/2022 | 860,000 | 860,703 | ||||||
L3Harris Technologies, Inc. | ||||||||
2.75% (3 Month LIBOR USD + 0.48%), 04/30/2020(1) | 100,000 | 100,000 | ||||||
4.40%, 06/15/2028(2) | 7,324,000 | 8,210,491 | ||||||
Masco Corp. | ||||||||
3.50%, 04/01/2021 | 6,563,000 | 6,652,993 | ||||||
Matthews International Corp. | ||||||||
5.25%, 12/01/2025(2) | 1,064,000 | 1,008,140 | ||||||
Northrop Grumman Corp. | ||||||||
3.25%, 01/15/2028 | 3,730,000 | 3,915,485 | ||||||
NTT Finance Corp. | ||||||||
1.90%, 07/21/2021 | 5,400,000 | 5,368,411 | ||||||
OI European Group BV | ||||||||
4.00%, 03/15/2023(2) | 216,000 | 217,350 | ||||||
Pelabuhan Indonesia III Persero PT | ||||||||
4.50%, 05/02/2023 | 200,000 | 211,289 | ||||||
Penske Truck Leasing Co. LP / PTL Finance Corp. | ||||||||
3.20%, 07/15/2020(2) | 200,000 | 201,184 | ||||||
3.38%, 02/01/2022(2) | 3,715,000 | 3,791,678 | ||||||
4.88%, 07/11/2022(2) | 8,116,000 | 8,647,237 | ||||||
PerkinElmer, Inc. | ||||||||
3.30%, 09/15/2029 | 5,685,000 | 5,679,281 |
Republic Services, Inc. | ||||||||
2.90%, 07/01/2026 | 3,000,000 | 3,087,203 | ||||||
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | ||||||||
5.75%, 10/15/2020 | 5,712,890 | 5,724,887 | ||||||
5.80% (3 Month LIBOR USD + 3.50%), 07/15/2021(1)(2) | 1,200,000 | 1,201,500 | ||||||
Roper Technologies, Inc. | ||||||||
2.35%, 09/15/2024 | 1,215,000 | 1,215,344 | ||||||
2.95%, 09/15/2029 | 1,930,000 | 1,935,174 | ||||||
Sealed Air Corp. | ||||||||
5.25%, 04/01/2023(2) | 1,000,000 | 1,065,000 | ||||||
5.50%, 09/15/2025(2) | 1,545,000 | 1,664,738 | ||||||
Sensata Technologies, Inc. | ||||||||
4.38%, 02/15/2030(2) | 208,000 | 208,000 | ||||||
Siemens Financieringsmaatschappij NV | ||||||||
2.73% (3 Month LIBOR USD + 0.61%), 03/16/2022(1)(2) | 13,690,000 | 13,804,306 | ||||||
SMBC Aviation Capital Finance DAC | ||||||||
2.65%, 07/15/2021(2) | 200,000 | 200,075 | ||||||
4.13%, 07/15/2023(2) | 13,215,000 | 13,891,074 | ||||||
Spirit AeroSystems, Inc. | ||||||||
2.92% (3 Month LIBOR USD + 0.80%), 06/15/2021(1) | 3,080,000 | 3,077,425 | ||||||
Textron, Inc. | ||||||||
2.73% (3 Month LIBOR USD + 0.55%), 11/10/2020(1) | 830,000 | 829,626 | ||||||
TransDigm, Inc. | ||||||||
6.25%, 03/15/2026(2) | 2,115,000 | 2,270,981 | ||||||
7.50%, 03/15/2027 | 860,000 | 935,250 | ||||||
Trident TPI Holdings, Inc. | ||||||||
9.25%, 08/01/2024(2) | 565,000 | 553,700 | ||||||
Triumph Group, Inc. | ||||||||
4.88%, 04/01/2021 | 1,208,000 | 1,208,966 | ||||||
5.25%, 06/01/2022 | 482,000 | 479,397 | ||||||
6.25%, 09/15/2024(2) | 751,000 | 781,190 | ||||||
Trivium Packaging Finance BV | ||||||||
3.75%, 08/15/2026(2) | EUR | 340,000 | 391,892 | |||||
5.50%, 08/15/2026(2) | $ | 850,000 | 893,520 |
Union Pacific Corp. | ||||||||
3.95%, 09/10/2028 | 4,640,000 | 5,122,799 | ||||||
United Technologies Corp. | ||||||||
2.82% (3 Month LIBOR USD + 0.65%), 08/16/2021(1) | 565,000 | 565,050 | ||||||
3.35%, 08/16/2021 | 10,950,000 | 11,232,383 | ||||||
4.50%, 06/01/2042 | 2,250,000 | 2,699,230 | ||||||
WRKCo, Inc. | ||||||||
3.00%, 09/15/2024 | 4,000,000 | 4,082,134 | ||||||
3.75%, 03/15/2025 | 815,000 | 858,025 | ||||||
|
| |||||||
318,346,460 | ||||||||
|
| |||||||
Technology 1.60% | ||||||||
Activision Blizzard, Inc. | ||||||||
2.60%, 06/15/2022 | 100,000 | 101,025 | ||||||
Analog Devices, Inc. | ||||||||
2.85%, 03/12/2020 | 3,925,000 | 3,939,160 | ||||||
Apple, Inc. | ||||||||
4.65%, 02/23/2046 | 1,250,000 | 1,574,047 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | ||||||||
2.38%, 01/15/2020 | 7,514,000 | 7,513,543 | ||||||
2.20%, 01/15/2021 | 115,000 | 114,578 | ||||||
3.00%, 01/15/2022 | 28,982,000 | 29,263,238 | ||||||
2.65%, 01/15/2023 | 200,000 | 199,814 | ||||||
3.63%, 01/15/2024 | 8,681,000 | 8,881,981 | ||||||
3.13%, 01/15/2025 | 1,310,000 | 1,300,649 | ||||||
3.88%, 01/15/2027 | 9,330,000 | 9,378,229 | ||||||
Broadcom, Inc. | ||||||||
3.13%, 04/15/2021(2) | 23,700,000 | 23,926,631 | ||||||
3.13%, 10/15/2022(2) | 23,350,000 | 23,643,962 | ||||||
4.25%, 04/15/2026(2) | 4,135,000 | 4,271,935 | ||||||
4.75%, 04/15/2029(2) | 12,555,000 | 13,270,476 | ||||||
Cadence Design Systems, Inc. | ||||||||
4.38%, 10/15/2024 | 3,153,000 | 3,397,140 | ||||||
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. | ||||||||
5.75%, 03/01/2025(2) | 1,392,000 | 1,412,880 |
Dell International LLC / EMC Corp. | ||||||||
4.42%, 06/15/2021(2) | 3,515,000 | 3,624,231 | ||||||
6.02%, 06/15/2026(2) | 7,885,000 | 8,891,813 | ||||||
8.35%, 07/15/2046(2) | 885,000 | 1,166,714 | ||||||
EMC Corp. | ||||||||
2.65%, 06/01/2020 | 6,718,000 | 6,712,743 | ||||||
Exela Intermediate LLC / Exela Finance, Inc. | ||||||||
10.00%, 07/15/2023(2) | 300,000 | 167,250 | ||||||
Fidelity National Information Services, Inc. | ||||||||
0.75%, 05/21/2023 | EUR | 1,870,000 | 2,081,971 | |||||
Fiserv, Inc. | ||||||||
0.38%, 07/01/2023 | 960,000 | 1,055,801 | ||||||
3.20%, 07/01/2026 | $ | 2,995,000 | 3,102,802 | |||||
1.13%, 07/01/2027 | EUR | 1,465,000 | 1,660,501 | |||||
Hewlett Packard Enterprise Co. | ||||||||
3.01% (3 Month LIBOR USD + 0.72%), 10/05/2021(1) | $ | 2,500,000 | 2,500,227 | |||||
Intel Corp. | ||||||||
1.70%, 05/19/2021 | 2,215,000 | 2,212,288 | ||||||
2.70%, 12/15/2022 | 8,055,000 | 8,263,536 | ||||||
International Business Machines Corp. | ||||||||
2.25%, 02/19/2021 | 10,858,000 | 10,914,544 | ||||||
IQVIA, Inc. | ||||||||
2.88%, 09/15/2025(2) | EUR | 100,000 | 111,872 | |||||
Microchip Technology, Inc. | ||||||||
3.92%, 06/01/2021 | $ | 1,670,000 | 1,705,633 | |||||
4.33%, 06/01/2023 | 15,130,000 | 15,887,435 | ||||||
Micron Technology, Inc. | ||||||||
4.64%, 02/06/2024 | 6,512,000 | 6,924,452 | ||||||
4.19%, 02/15/2027 | 3,800,000 | 3,911,170 | ||||||
5.33%, 02/06/2029 | 834,000 | 916,752 | ||||||
4.66%, 02/15/2030 | 490,000 | 510,755 | ||||||
Microsoft Corp. | ||||||||
1.85%, 02/06/2020 | 400,000 | 399,810 | ||||||
NCR Corp. | ||||||||
5.75%, 09/01/2027(2) | 281,000 | 290,835 | ||||||
6.13%, 09/01/2029(2) | 160,000 | 168,648 |
NXP BV / NXP Funding LLC | ||||||||
4.13%, 06/01/2021(2) | 19,112,000 | 19,608,824 | ||||||
4.63%, 06/15/2022(2) | 3,150,000 | 3,299,412 | ||||||
3.88%, 09/01/2022(2) | 13,999,000 | 14,459,844 | ||||||
4.63%, 06/01/2023(2) | 460,000 | 490,081 | ||||||
4.88%, 03/01/2024(2) | 5,935,000 | 6,436,179 | ||||||
Oracle Corp. | ||||||||
2.80%, 07/08/2021 | 10,685,000 | 10,845,860 | ||||||
1.90%, 09/15/2021 | 15,010,000 | 15,004,723 | ||||||
Seagate HDD Cayman | ||||||||
4.75%, 01/01/2025 | 3,297,000 | 3,417,744 | ||||||
4.88%, 06/01/2027 | 855,000 | 882,880 | ||||||
5.75%, 12/01/2034 | 1,022,000 | 1,040,544 | ||||||
SS&C Technologies, Inc. | ||||||||
5.50%, 09/30/2027(2) | 1,730,000 | 1,807,893 | ||||||
VMware, Inc. | ||||||||
2.30%, 08/21/2020 | 1,066,000 | 1,066,545 | ||||||
2.95%, 08/21/2022 | 2,540,000 | 2,576,086 | ||||||
3.90%, 08/21/2027 | 160,000 | 164,589 | ||||||
Western Digital Corp. | ||||||||
4.75%, 02/15/2026 | 872,000 | 897,070 | ||||||
|
| |||||||
297,369,345 | ||||||||
|
| |||||||
Utilities 1.73% | ||||||||
AEP Texas, Inc. | ||||||||
3.85%, 10/01/2025(2) | 1,500,000 | 1,587,519 | ||||||
AEP Transmission Co. LLC | ||||||||
3.10%, 12/01/2026 | 1,575,000 | 1,647,107 | ||||||
American Electric Power Co., Inc. | ||||||||
2.15%, 11/13/2020 | 330,000 | 330,184 | ||||||
2.95%, 12/15/2022 | 400,000 | 408,096 | ||||||
American Transmission Systems, Inc. | ||||||||
5.25%, 01/15/2022(2) | 100,000 | 106,548 | ||||||
American Water Capital Corp. | ||||||||
4.15%, 06/01/2049 | 1,425,000 | 1,638,058 |
Ausgrid Finance Pty Ltd. | ||||||||
3.85%, 05/01/2023(2) | 9,410,000 | 9,808,095 | ||||||
Baltimore Gas & Electric Co. | ||||||||
2.80%, 08/15/2022 | 570,000 | 579,661 | ||||||
Black Hills Corp. | ||||||||
4.35%, 05/01/2033 | 6,250,000 | 7,020,498 | ||||||
British Transco International Finance BV | ||||||||
0.00%, 11/04/2021 | 400,000 | 377,440 | ||||||
Chugoku Electric Power Co., Inc. | ||||||||
2.70%, 03/16/2020 | 900,000 | 900,594 | ||||||
Cleco Power LLC | ||||||||
6.00%, 12/01/2040 | 1,000,000 | 1,297,627 | ||||||
Dominion Energy Inc. | ||||||||
2.45%, 01/15/2023(2) | 13,500,000 | 13,551,199 | ||||||
Duke Energy Carolinas LLC | ||||||||
4.25%, 12/15/2041 | 1,650,000 | 1,904,139 | ||||||
3.88%, 03/15/2046 | 2,750,000 | 3,055,188 | ||||||
3.70%, 12/01/2047 | 2,500,000 | 2,715,988 | ||||||
Duke Energy Corp. | ||||||||
2.68% (3 Month LIBOR USD + 0.50%), 05/14/2021(1)(2) | 392,000 | 393,572 | ||||||
Duke Energy Progress LLC | ||||||||
3.25%, 08/15/2025 | 2,613,000 | 2,756,293 | ||||||
3.70%, 09/01/2028 | 4,050,000 | 4,446,305 | ||||||
4.10%, 03/15/2043 | 900,000 | 1,016,362 | ||||||
4.20%, 08/15/2045 | 1,000,000 | 1,159,306 | ||||||
Duquesne Light Holdings, Inc. | ||||||||
6.40%, 09/15/2020(2) | 400,000 | 414,156 | ||||||
5.90%, 12/01/2021(2) | 1,500,000 | 1,594,808 | ||||||
Emera US Finance LP | ||||||||
2.70%, 06/15/2021 | 338,000 | 339,975 | ||||||
Enel Americas SA | ||||||||
4.00%, 10/25/2026 | 9,422,000 | 9,869,545 | ||||||
Enel Chile SA | ||||||||
4.88%, 06/12/2028 | 3,820,000 | 4,295,590 | ||||||
Enel Finance International NV | ||||||||
2.75%, 04/06/2023(2) | 8,060,000 | 8,110,930 | ||||||
3.63%, 05/25/2027(2) | 3,175,000 | 3,295,196 |
Entergy Corp. | ||||||||
5.13%, 09/15/2020 | 3,022,000 | 3,083,212 | ||||||
4.00%, 07/15/2022 | 925,000 | 965,478 | ||||||
Eskom Holdings SOC Ltd. | ||||||||
6.35%, 08/10/2028(2) | 8,275,000 | 8,852,463 | ||||||
Exelon Corp. | ||||||||
2.85%, 06/15/2020 | 2,975,000 | 2,987,437 | ||||||
FirstEnergy Corp. | ||||||||
2.85%, 07/15/2022 | 2,075,000 | 2,106,584 | ||||||
3.90%, 07/15/2027 | 5,035,000 | 5,365,449 | ||||||
FirstEnergy Transmission LLC | ||||||||
4.35%, 01/15/2025(2) | 7,535,000 | 8,129,753 | ||||||
Indiana Michigan Power Co. | ||||||||
3.20%, 03/15/2023 | 3,000,000 | 3,099,877 | ||||||
IPALCO Enterprises, Inc. | ||||||||
3.45%, 07/15/2020 | 280,000 | 281,612 | ||||||
ITC Holdings Corp. | ||||||||
2.70%, 11/15/2022 | 610,000 | 615,892 | ||||||
4.05%, 07/01/2023 | 3,812,000 | 4,012,644 | ||||||
3.25%, 06/30/2026 | 2,000,000 | 2,076,618 | ||||||
Jersey Central Power & Light Co. | ||||||||
4.70%, 04/01/2024(2) | 150,000 | 163,849 | ||||||
4.30%, 01/15/2026(2) | 1,000,000 | 1,094,871 | ||||||
Kansas City Power & Light Co. | ||||||||
3.65%, 08/15/2025 | 3,550,000 | 3,798,432 | ||||||
KeySpan Gas East Corp. | ||||||||
2.74%, 08/15/2026(2) | 4,500,000 | 4,550,030 | ||||||
LG&E & KU Energy LLC | ||||||||
4.38%, 10/01/2021 | 700,000 | 722,856 | ||||||
Metropolitan Edison Co. | ||||||||
4.00%, 04/15/2025(2) | 4,000,000 | 4,250,355 | ||||||
4.30%, 01/15/2029(2) | 5,000,000 | 5,641,595 | ||||||
NextEra Energy Capital Holdings Inc. | ||||||||
2.40%, 09/01/2021 | 500,000 | 503,066 |
NextEra Energy Capital Holdings, Inc. | ||||||||
3.34%, 09/01/2020 | 3,400,000 | 3,438,261 | ||||||
2.77% (3 Month LIBOR USD + 0.48%), 05/04/2021(1) | 7,000,000 | 7,010,765 | ||||||
2.69% (3 Month LIBOR USD + 0.55%), 08/28/2021(1) | 9,000,000 | 9,002,667 | ||||||
NiSource, Inc. | ||||||||
2.65%, 11/17/2022 | 750,000 | 758,962 | ||||||
Northern States Power Co. | ||||||||
4.00%, 08/15/2045 | 1,000,000 | 1,142,800 | ||||||
3.60%, 09/15/2047 | 1,800,000 | 1,955,931 | ||||||
NRG Energy, Inc. | ||||||||
3.75%, 06/15/2024(2) | 700,000 | 720,382 | ||||||
5.75%, 01/15/2028 | 230,000 | 247,250 | ||||||
4.45%, 06/15/2029(2) | 2,295,000 | 2,391,642 | ||||||
Pacific Gas & Electric Co. | ||||||||
3.50%, 10/01/2020(8) | 2,454,000 | 2,460,135 | ||||||
4.25%, 05/15/2021(8) | 1,051,000 | 1,054,941 | ||||||
3.25%, 09/15/2021(8) | 959,000 | 955,404 | ||||||
2.45%, 08/15/2022(8) | 1,944,000 | 1,919,700 | ||||||
3.25%, 06/15/2023(8) | 2,644,000 | 2,624,170 | ||||||
4.25%, 08/01/2023(2)(8) | 800,000 | 824,000 | ||||||
3.85%, 11/15/2023(8) | 318,000 | 319,590 | ||||||
3.75%, 02/15/2024(8) | 811,000 | 819,110 | ||||||
3.40%, 08/15/2024(8) | 2,476,000 | 2,482,190 | ||||||
3.50%, 06/15/2025(8) | 1,913,000 | 1,903,435 | ||||||
2.95%, 03/01/2026(8) | 3,053,000 | 3,007,205 | ||||||
3.30%, 03/15/2027(8) | 1,252,000 | 1,239,480 | ||||||
3.30%, 12/01/2027(8) | 3,700,000 | 3,663,000 | ||||||
4.65%, 08/01/2028(2)(8) | 100,000 | 106,000 | ||||||
6.05%, 03/01/2034(8) | 1,003,000 | 1,138,405 | ||||||
5.80%, 03/01/2037(8) | 795,000 | 895,369 | ||||||
6.35%, 02/15/2038(8) | 444,000 | 517,260 | ||||||
6.25%, 03/01/2039(8) | 615,000 | 710,325 | ||||||
5.40%, 01/15/2040(8) | 4,186,000 | 4,667,390 | ||||||
4.50%, 12/15/2041(8) | 203,000 | 205,030 | ||||||
4.45%, 04/15/2042(8) | 941,000 | 964,525 |
3.75%, 08/15/2042(8) | 166,000 | 159,775 | ||||||
4.60%, 06/15/2043(8) | 488,000 | 506,300 | ||||||
5.13%, 11/15/2043(8) | 1,132,000 | 1,228,220 | ||||||
4.75%, 02/15/2044(8) | 423,000 | 448,380 | ||||||
4.30%, 03/15/2045(8) | 475,000 | 478,562 | ||||||
4.00%, 12/01/2046(8) | 16,000 | 15,550 | ||||||
Pennsylvania Electric Co. | ||||||||
5.20%, 04/01/2020 | 780,000 | 791,409 | ||||||
Perusahaan Listrik Negara PT | ||||||||
5.45%, 05/21/2028(2) | 11,800,000 | 13,587,944 | ||||||
PPL WEM Ltd. / Western Power Distribution Ltd. | ||||||||
5.38%, 05/01/2021(2) | 2,615,000 | 2,698,347 | ||||||
Public Service Co. of New Mexico | ||||||||
3.85%, 08/01/2025 | 7,000,000 | 7,296,318 | ||||||
Public Service Enterprise Group, Inc. | ||||||||
2.00%, 11/15/2021 | 600,000 | 598,151 | ||||||
2.65%, 11/15/2022 | 1,526,000 | 1,547,382 | ||||||
Puget Energy, Inc. | ||||||||
6.50%, 12/15/2020 | 2,903,000 | 3,039,384 | ||||||
San Diego Gas & Electric Co. | ||||||||
3.75%, 06/01/2047 | 24,000 | 25,547 | ||||||
Sempra Energy | ||||||||
2.40%, 03/15/2020 | 3,592,000 | 3,593,591 | ||||||
3.25%, 06/15/2027 | 8,634,000 | 8,868,570 | ||||||
3.40%, 02/01/2028 | 3,037,000 | 3,137,788 | ||||||
Southern California Edison Co. | ||||||||
3.65%, 03/01/2028 | 40,000 | 42,809 | ||||||
6.65%, 04/01/2029 | 192,000 | 236,845 | ||||||
6.00%, 01/15/2034 | 20,000 | 25,222 | ||||||
5.75%, 04/01/2035 | 70,000 | 85,955 | ||||||
Southern California Gas Co. | ||||||||
5.13%, 11/15/2040 | 12,000 | 14,909 | ||||||
Southern Co. | ||||||||
2.35%, 07/01/2021 | 1,425,000 | 1,429,282 | ||||||
3.25%, 07/01/2026 | 8,000,000 | 8,265,297 |
Southern Co. Gas Capital Corp. | ||||||||
3.50%, 09/15/2021 | 3,700,000 | 3,778,894 | ||||||
5.88%, 03/15/2041 | 1,920,000 | 2,475,630 | ||||||
4.40%, 05/30/2047 | 1,915,000 | 2,162,810 | ||||||
Southern Power Co. | ||||||||
2.71% (3 Month LIBOR USD + 0.55%), 12/20/2020(1)(2) | 600,000 | 600,050 | ||||||
Southwestern Electric Power Co. | ||||||||
4.10%, 09/15/2028 | 10,000,000 | 11,075,085 | ||||||
Spire, Inc. | ||||||||
3.54%, 02/27/2024 | 5,000,000 | 5,127,779 | ||||||
State Grid Overseas Investment 2016 Ltd. | ||||||||
2.75%, 05/04/2022(2) | 404,000 | 407,116 | ||||||
3.75%, 05/02/2023(2) | 4,235,000 | 4,433,192 | ||||||
Talen Energy Supply LLC | ||||||||
6.63%, 01/15/2028(2) | 250,000 | 245,625 | ||||||
Tucson Electric Power Co. | ||||||||
5.15%, 11/15/2021 | 2,515,000 | 2,626,131 | ||||||
3.05%, 03/15/2025 | 3,000,000 | 3,060,053 | ||||||
Vistra Operations Co. LLC | ||||||||
3.55%, 07/15/2024(2) | 9,784,000 | 9,849,976 | ||||||
5.50%, 09/01/2026(2) | 2,730,000 | 2,856,126 | ||||||
4.30%, 07/15/2029(2) | 3,095,000 | 3,176,241 | ||||||
WEC Energy Group, Inc. | ||||||||
3.38%, 06/15/2021 | 5,175,000 | 5,287,075 | ||||||
|
| |||||||
321,350,696 | ||||||||
|
| |||||||
Total Corporate Bonds (Cost: $5,795,631,231) | 6,047,473,105 | |||||||
|
| |||||||
Convertible Securities 0.15% | ||||||||
Communications 0.04% | ||||||||
DISH Network Corp. | ||||||||
2.38%, 03/15/2024 | 7,520,000 | 6,608,010 | ||||||
3.38%, 08/15/2026 | 60,000 | 54,972 | ||||||
|
| |||||||
6,662,982 | ||||||||
|
| |||||||
Consumer, Cyclical 0.02% | ||||||||
Caesars Entertainment Corp. | ||||||||
5.00%, 10/01/2024 | 1,634,430 | 2,775,741 | ||||||
|
|
Consumer, Non-cyclical 0.02% | ||||||||
BioMarin Pharmaceutical, Inc. | ||||||||
1.50%, 10/15/2020 | 165,000 | 169,923 | ||||||
0.60%, 08/01/2024 | 3,970,000 | 3,902,497 | ||||||
|
| |||||||
4,072,420 | ||||||||
|
| |||||||
Energy 0.03% | ||||||||
Chesapeake Energy Corp. | ||||||||
5.50%, 09/15/2026 | 3,940,000 | 2,354,150 | ||||||
Nabors Industries, Inc. | ||||||||
0.75%, 01/15/2024 | 5,710,000 | 3,641,265 | ||||||
SM Energy Co. | ||||||||
1.50%, 07/01/2021 | 285,000 | 257,048 | ||||||
Whiting Petroleum Corp. | ||||||||
1.25%, 04/01/2020 | 212,000 | 206,755 | ||||||
|
| |||||||
6,459,218 | ||||||||
|
| |||||||
Industrials 0.01% | ||||||||
Greenbrier Companies, Inc. | ||||||||
2.88%, 02/01/2024 | 1,993,000 | 1,890,571 | ||||||
|
| |||||||
Technology 0.03% | ||||||||
Nuance Communications, Inc. | ||||||||
1.00%, 12/15/2035 | 5,850,000 | 5,528,250 | ||||||
|
| |||||||
Total Convertible Securities (Cost: $30,179,273) | 27,389,182 | |||||||
|
| |||||||
Government Related 19.36% | ||||||||
Abu Dhabi Government International Bond | ||||||||
2.50%, 10/11/2022(2) | 500,000 | 505,000 | ||||||
3.13%, 10/11/2027(2) | 1,200,000 | 1,259,990 | ||||||
Africa Finance Corp. | ||||||||
3.88%, 04/13/2024(2) | 1,085,000 | 1,117,420 | ||||||
Argentina Bocon | ||||||||
51.60% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 0.00%), 10/04/2022(1) | ARS 3,900,000 | 61,095 |
Argentina Bonar Bonds | ||||||||
62.61% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.25%), 03/01/2020(1) | 119,330,000 | 1,115,354 | ||||||
55.47% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 2.00%), 04/03/2022(1) | 170,489,000 | 1,396,174 | ||||||
Argentina POM Politica Monetaria | ||||||||
80.14% (Argentina Blended Historical Policy Rate + 0.00%), 06/21/2020(1) | 1,983,825,000 | 16,041,420 | ||||||
Argentine Republic Government International Bond | ||||||||
3.88%, 01/15/2022 | EUR | 16,200,000 | 6,888,070 | |||||
5.63%, 01/26/2022 | $ | 445,000 | 191,354 | |||||
4.63%, 01/11/2023 | 8,716,000 | 3,630,301 | ||||||
3.38%, 01/15/2023 | EUR | 1,100,000 | 455,599 | |||||
7.50%, 04/22/2026 | $ | 150,000 | 66,001 | |||||
5.00%, 01/15/2027 | EUR | 2,000,000 | 836,035 | |||||
6.88%, 01/26/2027 | $ | 300,000 | 125,703 | |||||
5.25%, 01/15/2028 | EUR | 500,000 | 209,826 | |||||
7.82%, 12/31/2033 | 220,176 | 114,418 | ||||||
7.13%, 07/06/2036 | $ | 200,000 | 85,002 | |||||
3.38%, 12/31/2038(4) | EUR | 179,000 | 74,314 | |||||
3.75%, 12/31/2038(4) | $ | 8,696,000 | 3,413,267 | |||||
6.25%, 11/09/2047 | EUR | 100,000 | 43,138 | |||||
6.88%, 01/11/2048 | $ | 1,200,000 | 504,012 | |||||
Autonomous Community of Catalonia | ||||||||
4.95%, 02/11/2020 | EUR | 50,000 | 55,368 | |||||
4.90%, 09/15/2021 | 50,000 | 58,721 | ||||||
City of New York NY | ||||||||
3.55%, 12/01/2028 | $ | 3,645,000 | 3,955,481 | |||||
Colombia Government International Bond | ||||||||
2.63%, 03/15/2023 | 440,000 | 441,654 | ||||||
4.00%, 02/26/2024 | 42,755,000 | 45,063,770 | ||||||
4.50%, 01/28/2026 | 525,000 | 573,300 | ||||||
Commonwealth of Puerto Rico | ||||||||
5.00%, 07/01/2021(8) | 240,000 | 156,300 | ||||||
4.13%, 07/01/2022(8) | 100,000 | 63,375 | ||||||
5.70%, 07/01/2023(8) | 170,000 | 123,675 | ||||||
5.25%, 07/01/2026(8) | 200,000 | 149,250 | ||||||
5.00%, 07/01/2028(8) | 20,000 | 14,900 |
5.13%, 07/01/2028(8) | 30,000 | 22,200 | ||||||
5.38%, 07/01/2030(8) | 165,000 | 117,356 | ||||||
5.13%, 07/01/2031(8) | 2,590,000 | 1,923,075 | ||||||
5.50%, 07/01/2032(8) | 1,610,000 | 1,189,388 | ||||||
8.00%, 07/01/2035(8) | 800,000 | 481,000 | ||||||
5.13%, 07/01/2037(8) | 190,000 | 121,363 | ||||||
5.25%, 07/01/2037(8) | 100,000 | 74,625 | ||||||
5.75%, 07/01/2038(8) | 80,000 | 58,300 | ||||||
6.00%, 07/01/2038(8) | 610,000 | 459,025 | ||||||
5.50%, 07/01/2039(8) | 520,000 | 340,600 | ||||||
6.00%, 07/01/2039(8) | 55,000 | 40,494 | ||||||
6.50%, 07/01/2040(8) | 30,000 | 22,050 | ||||||
5.00%, 07/01/2041(8) | 395,000 | 249,344 | ||||||
5.75%, 07/01/2041(8) | 100,000 | 71,500 | ||||||
Dominican Republic International Bond | ||||||||
6.60%, 01/28/2024 | 500,000 | 549,375 | ||||||
Egypt Government International Bond | ||||||||
5.58%, 02/21/2023(2) | 200,000 | 204,107 | ||||||
European Investment Bank | ||||||||
2.38%, 05/13/2021 | 20,185,000 | 20,388,994 | ||||||
Export Credit Bank of Turkey | ||||||||
8.25%, 01/24/2024(2) | 1,000,000 | 1,056,680 | ||||||
Hazine Mustesarligi Varlik Kiralama AS | ||||||||
5.80%, 02/21/2022(2) | 7,960,000 | 8,115,045 | ||||||
Indonesia Government International Bond | ||||||||
3.70%, 01/08/2022(2) | 7,010,000 | 7,200,469 | ||||||
3.75%, 04/25/2022(2) | 6,495,000 | 6,696,332 | ||||||
2.95%, 01/11/2023 | 1,895,000 | 1,918,443 | ||||||
4.13%, 01/15/2025 | 5,495,000 | 5,847,191 | ||||||
Inter-American Development Bank | ||||||||
2.63%, 04/19/2021 | 20,000,000 | 20,258,186 | ||||||
International Bank for Reconstruction & Development | ||||||||
2.75%, 07/23/2021 | 20,000,000 | 20,369,481 | ||||||
Israel Government Bond - Fixed | ||||||||
5.50%, 01/31/2042 | ILS | 54,000,000 | 25,858,610 |
Los Angeles Department of Water | ||||||||
6.01%, 07/01/2039 | $ | 675,000 | 899,950 | |||||
Malaysia Government Bond | ||||||||
3.49%, 03/31/2020 | MYR | 16,000,000 | 3,828,847 | |||||
3.66%, 10/15/2020 | 6,795,000 | 1,631,546 | ||||||
4.05%, 09/30/2021 | 51,970,000 | 12,635,944 | ||||||
Massachusetts Educational Financing Authority | ||||||||
3.85%, 04/25/2033 | $ | 4,506,195 | 4,617,002 | |||||
Mexico Government International Bond | ||||||||
3.75%, 01/11/2028 | 250,000 | 257,500 | ||||||
New York City Transitional Finance Authority Future Tax Secured Revenue | ||||||||
2.80%, 02/01/2026 | 1,850,000 | 1,914,435 | ||||||
5.27%, 05/01/2027 | 3,500,000 | 4,173,225 | ||||||
3.95%, 08/01/2032 | 1,900,000 | 2,095,928 | ||||||
New York City Water & Sewer System | ||||||||
5.75%, 06/15/2041 | 240,000 | 342,802 | ||||||
5.95%, 06/15/2042 | 560,000 | 822,674 | ||||||
New York State Dormitory Authority | ||||||||
5.05%, 09/15/2027 | 1,800,000 | 2,146,842 | ||||||
Norway Government Bond | ||||||||
3.75%, 05/25/2021(2) | NOK | 150,115,000 | 17,182,324 | |||||
Oman Government International Bond | ||||||||
5.63%, 01/17/2028(2) | $ | 500,000 | 491,968 | |||||
6.00%, 08/01/2029(2) | 2,540,000 | 2,525,471 | ||||||
Peru Government Bond | ||||||||
5.94%, 02/12/2029(2) | PEN | 21,282,000 | 7,157,409 | |||||
6.95%, 08/12/2031 | 5,192,000 | 1,878,008 | ||||||
6.15%, 08/12/2032(2) | 17,826,000 | 6,055,826 | ||||||
Perusahaan Penerbit SBSN Indonesia III | ||||||||
4.35%, 09/10/2024 | $ | 400,000 | 428,800 | |||||
Peruvian Government International Bond | ||||||||
5.70%, 08/12/2024 | PEN | 4,100,000 | 1,355,264 | |||||
8.20%, 08/12/2026(2) | 15,908,000 | 5,989,845 | ||||||
6.35%, 08/12/2028(2) | 12,544,000 | 4,335,652 | ||||||
5.94%, 02/12/2029 | 11,140,000 | 3,746,525 |
5.94%, 02/12/2029(2) | 11,637,000 | 3,913,672 | ||||||
6.95%, 08/12/2031 | 1,183,000 | 427,905 | ||||||
6.95%, 08/12/2031(2) | 11,230,000 | 4,062,024 | ||||||
6.15%, 08/12/2032(2) | 2,151,000 | 733,515 | ||||||
6.90%, 08/12/2037(2) | 879,000 | 318,870 | ||||||
Provincia de Buenos Aires/Government Bonds | ||||||||
63.19% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.83%), 05/31/2022(1) | ARS | 15,450,000 | 111,581 | |||||
57.85% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%), 04/12/2025(1)(2) | 254,135,000 | 1,609,463 | ||||||
Puerto Rico Electric Power Authority | ||||||||
6.05%, 07/01/2032(8) | $ | 100,000 | 79,000 | |||||
Qatar Government International Bond | ||||||||
3.88%, 04/23/2023(2) | 1,700,000 | 1,797,750 | ||||||
4.50%, 04/23/2028 | 400,000 | 455,761 | ||||||
5.10%, 04/23/2048(2) | 600,000 | 766,500 | ||||||
Republic of South Africa Government International Bond | ||||||||
4.88%, 04/14/2026 | 700,000 | 722,694 | ||||||
4.85%, 09/30/2029 | 8,000,000 | 7,969,200 | ||||||
6.25%, 03/08/2041 | 920,000 | 1,007,958 | ||||||
5.38%, 07/24/2044 | 3,180,000 | 3,121,106 | ||||||
5.65%, 09/27/2047 | 9,090,000 | 9,063,421 | ||||||
5.75%, 09/30/2049 | 8,000,000 | 7,959,312 | ||||||
Russian Foreign Bond - Eurobond | ||||||||
4.75%, 05/27/2026 | 600,000 | 655,108 | ||||||
Saudi Government International Bond | ||||||||
2.88%, 03/04/2023(2) | 2,000,000 | 2,030,900 | ||||||
4.00%, 04/17/2025(2) | 10,200,000 | 10,925,220 | ||||||
4.00%, 04/17/2025 | 6,000,000 | 6,426,600 | ||||||
3.63%, 03/04/2028 | 600,000 | 635,904 | ||||||
4.63%, 10/04/2047(2) | 800,000 | 908,200 | ||||||
5.00%, 04/17/2049(2) | 1,400,000 | 1,683,892 | ||||||
State of California | ||||||||
7.95%, 03/01/2036 | 4,085,000 | 4,182,346 | ||||||
State of Illinois | ||||||||
5.10%, 06/01/2033 | 640,000 | 693,210 | ||||||
6.73%, 04/01/2035 | 70,000 | 82,048 | ||||||
7.35%, 07/01/2035 | 55,000 | 67,049 |
Texas Public Finance Authority | ||||||||
8.25%, 07/01/2024 | 4,660,000 | 4,707,905 | ||||||
Turkey Government International Bond | ||||||||
5.63%, 03/30/2021 | 800,000 | 820,000 | ||||||
7.25%, 12/23/2023 | 10,800,000 | 11,417,630 | ||||||
5.75%, 03/22/2024 | 600,000 | 597,754 | ||||||
4.63%, 03/31/2025 | EUR | 6,300,000 | 7,038,901 | |||||
7.63%, 04/26/2029 | $ | 11,900,000 | 12,644,892 | |||||
U.S. Treasury Inflation Indexed Bonds | ||||||||
0.50%, 04/15/2024(9) | 48,881,265 | 49,508,984 | ||||||
0.13%, 07/15/2024(9) | 8,703,750 | 8,700,155 | ||||||
0.25%, 07/15/2029(9) | 104,407,437 | 105,502,160 | ||||||
1.00%, 02/15/2049(9) | 58,551,104 | 66,254,194 | ||||||
U.S. Treasury Note/Bond | ||||||||
2.63%, 08/31/2020 | 46,770,000 | 47,097,025 | ||||||
2.75%, 09/30/2020 | 62,290,000 | 62,854,503 | ||||||
1.63%, 06/30/2021 | 65,848,000 | 65,770,834 | ||||||
1.50%, 08/31/2021 | 55,230,000 | 55,066,036 | ||||||
1.50%, 09/30/2021 | 67,155,000 | 66,989,736 | ||||||
2.88%, 10/31/2023 | 21,475,000 | 22,578,949 | ||||||
2.88%, 11/30/2023 | 13,165,000 | 13,855,134 | ||||||
2.38%, 02/29/2024 | 14,500,000 | 15,003,535 | ||||||
1.75%, 06/30/2024(10) | 176,986,000 | 178,513,887 | ||||||
1.75%, 07/31/2024 | 79,528,000 | 80,245,616 | ||||||
1.25%, 08/31/2024 | 140,106,000 | 138,163,123 | ||||||
1.50%, 09/30/2024 | 134,070,000 | 133,750,537 | ||||||
2.88%, 05/31/2025 | 167,200,000 | 178,734,188 | ||||||
1.88%, 07/31/2026 | 36,265,000 | 36,862,806 | ||||||
1.63%, 09/30/2026 | 106,549,000 | 106,569,810 | ||||||
2.00%, 11/15/2026(10) | 44,737,000 | 45,878,143 | ||||||
2.25%, 02/15/2027(10) | 141,695,000 | 147,833,271 | ||||||
2.75%, 02/15/2028(10) | 40,500,000 | 43,977,305 | ||||||
2.88%, 08/15/2028 | 44,165,000 | 48,569,424 | ||||||
2.63%, 02/15/2029 | 108,400,000 | 117,351,468 |
2.38%, 05/15/2029 | 115,000,000 | 122,156,054 | ||||||
1.63%, 08/15/2029 | 65,057,000 | 64,774,917 | ||||||
4.63%, 02/15/2040 | 18,930,000 | 27,418,182 | ||||||
3.88%, 08/15/2040 | 32,670,000 | 43,217,560 | ||||||
4.25%, 11/15/2040 | 64,100,000 | 89,018,875 | ||||||
2.50%, 02/15/2045 | 62,700,000 | 67,520,063 | ||||||
3.00%, 05/15/2045 | 30,000,000 | 35,347,266 | ||||||
2.50%, 05/15/2046(10) | 11,105,000 | 11,969,108 | ||||||
2.88%, 11/15/2046 | 9,960,000 | 11,533,369 | ||||||
2.75%, 11/15/2047 | 250,000 | 283,389 | ||||||
3.00%, 02/15/2048 | 30,340,000 | 36,052,453 | ||||||
3.13%, 05/15/2048 | 12,780,000 | 15,546,171 | ||||||
3.00%, 08/15/2048 | 91,040,000 | 108,351,825 | ||||||
3.00%, 02/15/2049 | 124,310,000 | 148,336,792 | ||||||
2.88%, 05/15/2049 | 85,011,900 | 99,231,468 | ||||||
2.25%, 08/15/2049(11) | 463,615,000 | 477,288,022 | ||||||
Uruguay Government International Bond | ||||||||
4.38%, 01/23/2031 | 250,000 | 275,878 | ||||||
Venezuela Government International Bond | ||||||||
7.75%, 10/13/2019(8) | 100,000 | 10,750 | ||||||
6.00%, 12/09/2020(8) | 30,000 | 3,225 | ||||||
9.00%, 05/07/2023(8) | 7,515,000 | 807,863 | ||||||
8.25%, 10/13/2024(8) | 7,294,000 | 784,105 | ||||||
7.65%, 04/21/2025(8) | 534,000 | 57,405 | ||||||
11.75%, 10/21/2026(8) | 120,000 | 12,900 | ||||||
9.25%, 09/15/2027(8) | 1,049,000 | 112,768 | ||||||
9.25%, 05/07/2028(8) | 420,000 | 45,150 | ||||||
11.95%, 08/05/2031(8) | 3,200,000 | 344,000 | ||||||
7.00%, 03/31/2038(8) | 187,000 | 20,103 | ||||||
|
| |||||||
Total Government Related (Cost: $3,497,961,699) | 3,604,724,082 | |||||||
|
| |||||||
Mortgage-Backed Obligations 32.13% | ||||||||
280 Park Avenue 2017-280P Mortgage Trust | ||||||||
2.91% (1 Month LIBOR USD + 0.88%, 0.88% Floor), 09/15/2034(1)(2) | 1,315,632 | 1,316,243 | ||||||
Alternative Loan Trust 2003-22CB | ||||||||
5.75%, 12/25/2033 | 693,188 | 720,064 | ||||||
6.00%, 12/25/2033 | 200,761 | 203,600 |
Alternative Loan Trust 2004-16CB | ||||||||
5.50%, 07/25/2034 | 475,071 | 495,659 | ||||||
5.50%, 08/25/2034 | 519,375 | 540,877 | ||||||
Alternative Loan Trust 2005-56 | ||||||||
2.75% (1 Month LIBOR USD + 0.73%, 0.73% Floor), 11/25/2035(1) | 5,514,153 | 5,635,055 | ||||||
Alternative Loan Trust 2005-74T1 | ||||||||
6.00%, 01/25/2036 | 12,865,814 | 10,872,653 | ||||||
Alternative Loan Trust 2006-HY12 | ||||||||
3.94%, 08/25/2036(5) | 310,126 | 323,865 | ||||||
Alternative Loan Trust 2006-OA17 | ||||||||
2.24% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 12/20/2046(1) | 18,425,785 | 16,650,906 | ||||||
Alternative Loan Trust 2006-OA22 | ||||||||
2.23% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/25/2047(1) | 16,339,666 | 15,677,442 | ||||||
Alternative Loan Trust 2006-OA3 | ||||||||
2.22% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 05/25/2036(1) | 6,900,474 | 6,181,626 | ||||||
Alternative Loan Trust 2006-OA7 | ||||||||
3.39% (12 Month U.S. Treasury Average + 0.94%, 0.94% Floor), 06/25/2046(1) | 13,527,764 | 12,280,329 | ||||||
Alternative Loan Trust 2006-OC5 | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 06/25/2046(1) | 8,344,607 | 7,509,948 | ||||||
Alternative Loan Trust 2007-HY7C | ||||||||
2.16% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 08/25/2037(1) | 3,398,986 | 3,166,511 | ||||||
Alternative Loan Trust 2007-OA2 | ||||||||
2.15% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 03/25/2047(1) | 13,360,615 | 11,023,940 | ||||||
3.29% (12 Month U.S. Treasury Average + 0.84%, 0.84% Floor), 03/25/2047(1) | 30,824,204 | 26,440,180 | ||||||
Alternative Loan Trust 2007-OA4 | ||||||||
2.19% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 05/25/2047(1) | 2,242,232 | 2,155,381 | ||||||
Angel Oak Mortgage Trust 2019-3 | ||||||||
3.24%, 05/25/2059(2)(5) | 5,571,830 | 5,611,960 | ||||||
Angel Oak Mortgage Trust I LLC 2019-1 | ||||||||
3.92%, 11/25/2048(2)(5) | 8,538,213 | 8,671,703 | ||||||
4.02%, 11/25/2048(2)(5) | 1,919,140 | 1,949,075 | ||||||
Angel Oak Mortgage Trust I LLC 2019-2 | ||||||||
3.63%, 03/25/2049(2)(5) | 3,278,954 | 3,324,773 |
3.78%, 03/25/2049(2)(5) | 3,566,506 | 3,617,481 | ||||||
4.07%, 03/25/2049(2)(5) | 3,460,000 | 3,550,743 | ||||||
AREIT 2018-CRE1 Trust | ||||||||
5.13% (1 Month LIBOR USD + 3.10%, 3.10% Floor), 02/14/2035(1)(2) | 4,800,000 | 4,806,000 | ||||||
Ashford Hospitality Trust 2018-ASHF | ||||||||
2.93% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 04/15/2035(1)(2) | 1,061,043 | 1,059,378 | ||||||
3.28% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 04/15/2035(1)(2) | 1,530,000 | 1,525,692 | ||||||
3.43% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 04/15/2035(1)(2) | 715,000 | 712,987 | ||||||
Atrium Hotel Portfolio Trust 2017-ATRM | ||||||||
2.96% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 12/15/2036(1)(2) | 3,120,000 | 3,114,129 | ||||||
3.53% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 12/15/2036(1)(2) | 1,095,000 | 1,093,624 | ||||||
Austin Fairmont Hotel Trust 2019-FAIR | ||||||||
3.50% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 09/15/2032(1)(2) | 2,155,000 | 2,155,433 | ||||||
3.70% (1 Month LIBOR USD + 1.45%, 1.45% Floor), 09/15/2032(1)(2) | 5,500,000 | 5,501,104 | ||||||
Aventura Mall Trust | ||||||||
4.25%, 07/05/2040(2)(5) | 5,325,000 | 6,009,177 | ||||||
BAMLL Commercial Mortgage Securities Trust 2018-PARK | ||||||||
4.23%, 08/10/2038(2)(5) | 6,575,000 | 7,428,922 | ||||||
BAMLL Re-REMIC Trust 2016-RRLD11 | ||||||||
6.01%, 06/17/2050(2)(5) | 451,013 | 449,901 | ||||||
6.01%, 06/17/2050(2)(5) | 100,000 | 61,855 | ||||||
Banc of America Commercial Mortgage Trust 2007-5 | ||||||||
6.02%, 02/10/2051(5) | 6,019,110 | 6,494,763 | ||||||
Banc of America Funding 2015-R7 Trust | ||||||||
2.71% (12 Month U.S. Treasury Average + 0.92%), 09/26/2046(1)(2) | 1,345,041 | 1,366,006 | ||||||
Banc of America Funding 2015-R8 Trust | ||||||||
3.29%, 11/26/2046(2)(5) | 2,055,150 | 2,087,015 | ||||||
Banc of America Funding 2015-R9 Trust | ||||||||
2.22% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/26/2037(1)(2) | 15,882,829 | 15,617,634 | ||||||
Bank 2017-BNK4 | ||||||||
4.00%, 05/15/2050 | 960,000 | 1,038,945 | ||||||
Bank 2017-BNK5 | ||||||||
3.90%, 06/15/2060(5) | 1,167,000 | 1,246,477 | ||||||
Bank 2019-BNK18 | ||||||||
3.98%, 05/15/2062 | 4,550,000 | 5,016,506 |
BANK 2019-BNK20 | ||||||||
2.76%, 09/15/2061 | 5,760,000 | 5,907,352 | ||||||
BANK 2019-BNK21 | ||||||||
2.60%, 10/15/2052 | 6,675,000 | 6,741,650 | ||||||
3.52%, 10/15/2052 | 1,960,000 | 2,018,757 | ||||||
2.85%, 10/17/2052 | 2,390,000 | 2,461,640 | ||||||
BBCCRE Trust 2015-GTP | ||||||||
4.70%, 08/10/2033(2)(5) | 2,715,000 | 2,872,356 | ||||||
BBCMS Trust 2018-CBM | ||||||||
3.03% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 07/15/2037(1)(2) | 2,945,000 | 2,944,984 | ||||||
BCAP LLC 2014-RR2 | ||||||||
2.39% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 10/26/2036(1)(2) | 16,631,913 | 15,608,490 | ||||||
Bear Stearns ALT-A Trust 2005-1 | ||||||||
3.14% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 11.50% Cap), 01/25/2035(1) | 6,653,235 | 6,274,491 | ||||||
Bear Stearns ARM Trust 2003-3 | ||||||||
5.07%, 05/25/2033(5) | 636,407 | 655,445 | ||||||
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24 | ||||||||
5.66%, 10/12/2041(2)(5) | 9,336,135 | 9,668,735 | ||||||
Benchmark 2019-B13 Mortgage Trust | ||||||||
2.70%, 08/15/2057 | 7,750,000 | 7,876,830 | ||||||
3.18%, 08/15/2057 | 2,902,000 | 3,012,690 | ||||||
Brass NO 8 Plc | ||||||||
0.00% (3 Month LIBOR USD + 0.70%), 11/16/2066(1)(2)(3) | 3,000,000 | 3,002,040 | ||||||
Brunel Residential Mortgage Securitisation No 1 Plc | ||||||||
0.99% (3 Month LIBOR GBP + 0.22%), 01/13/2039(1) | GBP | 1,125,401 | 1,354,043 | |||||
BX Commercial Mortgage Trust 2019-IMC | ||||||||
3.33% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 04/15/2034(1)(2) | $ | 4,870,000 | 4,873,051 | |||||
4.18% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 04/15/2034(1)(2) | 4,215,000 | 4,238,694 | ||||||
BXP Trust 2017-GM | ||||||||
3.38%, 06/13/2039(2) | 6,185,000 | 6,620,099 | ||||||
CALI Mortgage Trust 2019-101C | ||||||||
3.96%, 03/10/2039(2) | 5,010,000 | 5,621,098 | ||||||
Cantor Commercial Real Estate Lending 2019-CF1 | ||||||||
4.18%, 05/15/2052(5) | 3,445,000 | 3,814,597 | ||||||
4.35%, 05/15/2052(5) | 3,220,000 | 3,489,823 |
Cantor Commercial Real Estate Lending 2019-CF2 | ||||||||
2.62%, 11/15/2052 | 6,655,000 | 6,721,509 | ||||||
3.27%, 11/15/2052(5) | 2,780,000 | 2,863,394 | ||||||
CD 2007-CD5 Mortgage Trust | ||||||||
6.42%, 11/15/2044(2)(5) | 1,776,303 | 1,777,191 | ||||||
CD 2018-CD7 Mortgage Trust | ||||||||
5.01%, 08/15/2051(5) | 8,190,000 | 9,189,156 | ||||||
CGBAM Commercial Mortgage Trust 2015-SMRT | ||||||||
2.81%, 04/10/2028(2) | 1,500,000 | 1,501,673 | ||||||
CGGS Commercial Mortgage Trust 2018-WSS | ||||||||
2.93% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 02/15/2037(1)(2) | 3,950,000 | 3,932,702 | ||||||
3.13% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 02/15/2037(1)(2) | 1,715,000 | 1,707,483 | ||||||
3.38% (1 Month LIBOR USD + 1.35%, 1.35% Floor), 02/15/2037(1)(2) | 1,580,000 | 1,575,055 | ||||||
4.33% (1 Month LIBOR USD + 2.30%, 2.30% Floor), 02/15/2037(1)(2) | 3,870,000 | 3,862,721 | ||||||
CGRBS Commercial Mortgage Trust 2013-VN05 | ||||||||
3.37%, 03/13/2035(2) | 2,880,000 | 3,023,039 | ||||||
CHL Mortgage Pass-Through Trust Resecuritization 2008-3R | ||||||||
6.00%, 08/25/2037(2) | 7,107,707 | 5,673,042 | ||||||
CIM Trust | ||||||||
4.10% (1 Month LIBOR USD + 2.00%, 2.00% Floor), 10/25/2057(1)(2) | 4,813,546 | 4,874,231 | ||||||
CIM Trust 2018-R4 | ||||||||
4.07%, 12/26/2057(2)(5) | 19,289,103 | 19,519,019 | ||||||
CIM Trust 2018-R5 | ||||||||
3.75%, 07/25/2058(2)(5) | 15,042,086 | 15,227,989 | ||||||
CIM Trust 2018-R6 | ||||||||
3.18% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 09/25/2058(1)(2) | 18,299,365 | 18,163,028 | ||||||
Citigroup Commercial Mortgage Trust 2015-GC27 | ||||||||
2.69%, 02/10/2048 | 1,243,720 | 1,243,133 | ||||||
3.57%, 02/10/2048 | 430,000 | 452,404 | ||||||
Citigroup Commercial Mortgage Trust 2015-GC33 | ||||||||
4.11%, 09/10/2058 | 1,350,000 | 1,466,365 | ||||||
Citigroup Commercial Mortgage Trust 2016-P3 | ||||||||
3.06%, 04/15/2049 | 1,225,000 | 1,276,081 | ||||||
Citigroup Commercial Mortgage Trust 2017-P7 | ||||||||
3.92%, 04/14/2050 | 2,140,000 | 2,334,042 |
Citigroup Commercial Mortgage Trust 2018-B2 | ||||||||
4.83%, 03/10/2051(5) | 1,195,000 | 1,286,277 | ||||||
Citigroup Mortgage Loan Trust 2018-A | ||||||||
4.00%, 01/25/2068(2)(5) | 1,243,095 | 1,244,501 | ||||||
Citigroup Mortgage Loan Trust 2018-C | ||||||||
4.13%, 03/25/2059(2)(4) | 4,600,488 | 4,626,381 | ||||||
Citigroup Mortgage Loan Trust 2019-B | ||||||||
3.26%, 04/25/2066(2)(5) | 3,480,006 | 3,479,729 | ||||||
Citigroup Mortgage Loan Trust 2019-RP1 | ||||||||
3.50%, 01/25/2066(2)(5) | 3,799,788 | 3,894,409 | ||||||
Civic Mortgage LLC 2018-2 | ||||||||
4.35%, 11/25/2022(2)(4) | 237,828 | 238,268 | ||||||
Clavis Securities Plc | ||||||||
0.95% (3 Month LIBOR GBP + 0.17%), 12/15/2032(1) | GBP | 1,096,630 | 1,298,299 | |||||
CLNS Trust 2017-IKPR | ||||||||
2.85% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 06/11/2032(1)(2) | $ | 315,000 | 314,211 | |||||
COLT 2018-1 Mortgage Loan Trust | ||||||||
2.93%, 02/25/2048(2)(5) | 409,101 | 408,871 | ||||||
2.98%, 02/25/2048(2)(5) | 117,306 | 117,241 | ||||||
COLT 2018-2 Mortgage Loan Trust | ||||||||
3.47%, 07/27/2048(2)(5) | 2,371,242 | 2,379,328 | ||||||
4.19%, 07/27/2048(2)(5) | 1,095,000 | 1,110,745 | ||||||
COLT 2018-3 Mortgage Loan Trust | ||||||||
3.87%, 10/26/2048(2)(5) | 2,039,723 | 2,052,859 | ||||||
COLT 2018-4 Mortgage Loan Trust | ||||||||
4.01%, 12/28/2048(2)(5) | 3,281,984 | 3,319,566 | ||||||
4.11%, 12/28/2048(2)(5) | 2,721,646 | 2,756,826 | ||||||
COLT 2019-1 Mortgage Loan Trust | ||||||||
3.71%, 03/25/2049(2)(5) | 8,524,992 | 8,644,870 | ||||||
COLT 2019-2 Mortgage Loan Trust | ||||||||
3.34%, 05/25/2049(2)(5) | 6,894,451 | 7,012,975 | ||||||
3.54%, 05/25/2049(2)(5) | 4,731,815 | 4,812,839 | ||||||
COLT 2019-3 Mortgage Loan Trust | ||||||||
2.76%, 08/25/2049(2)(5) | 4,069,958 | 4,090,721 |
COMM 2013-300P Mortgage Trust | ||||||||
4.35%, 08/10/2030(2) | 720,000 | 771,293 | ||||||
COMM 2013-SFS Mortgage Trust | ||||||||
3.09%, 04/12/2035(2)(5) | 1,445,000 | 1,483,213 | ||||||
COMM 2014-277P Mortgage Trust | ||||||||
3.73%, 08/10/2049(2)(5) | 735,000 | 782,650 | ||||||
COMM 2014-CCRE20 Mortgage Trust | ||||||||
3.94%, 11/10/2047 | 1,115,000 | 1,185,148 | ||||||
COMM 2014-CR14 Mortgage Trust | ||||||||
4.79%, 02/10/2047(5) | 5,465,000 | 5,696,408 | ||||||
Comm 2014-UBS2 Mortgage Trust | ||||||||
5.14%, 03/10/2047(5) | 800,000 | 846,676 | ||||||
COMM 2014-UBS6 Mortgage Trust | ||||||||
4.60%, 12/10/2047(5) | 1,013,000 | 1,046,777 | ||||||
COMM 2015-CCRE24 Mortgage Trust | ||||||||
3.70%, 08/10/2048 | 1,990,000 | 2,137,853 | ||||||
COMM 2015-CCRE25 Mortgage Trust | ||||||||
4.69%, 08/10/2048(5) | 5,470,000 | 5,928,958 | ||||||
4.69%, 08/10/2048(5) | 964,000 | 1,018,055 | ||||||
COMM 2015-DC1 Mortgage Trust | ||||||||
3.72%, 02/10/2048 | 2,495,000 | 2,615,713 | ||||||
COMM 2015-PC1 Mortgage Trust | ||||||||
3.90%, 07/10/2050 | 515,000 | 556,300 | ||||||
4.58%, 07/10/2050(5) | 440,000 | 472,921 | ||||||
COMM 2016-787S Mortgage Trust | ||||||||
3.55%, 02/10/2036(2) | 760,000 | 808,959 | ||||||
COMM 2017-COR2 Mortgage Trust | ||||||||
3.51%, 09/10/2050 | 3,110,000 | 3,338,056 | ||||||
COMM 2017-PANW Mortgage Trust | ||||||||
3.53%, 10/10/2029(2)(5) | 1,285,000 | 1,344,696 | ||||||
Connecticut Avenue Securities Trust 2018-R07 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%), 04/25/2031(1)(2) | 1,245,241 | 1,245,423 | ||||||
Connecticut Avenue Securities Trust 2019-R01 | ||||||||
2.87% (1 Month LIBOR USD + 0.85%), 07/25/2031(1)(2) | 4,897,012 | 4,901,320 | ||||||
Connecticut Avenue Securities Trust 2019-R02 | ||||||||
2.87% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 08/25/2031(1)(2) | 2,107,608 | 2,109,374 |
Connecticut Avenue Securities Trust 2019-R03 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%), 09/25/2031(1)(2) | 3,111,128 | 3,112,143 | ||||||
Core Industrial Trust 2015-CALW | ||||||||
3.04%, 02/10/2034(2) | 3,131,564 | 3,198,080 | ||||||
Core Industrial Trust 2015-TEXW | ||||||||
3.08%, 02/10/2034(2) | 5,725,713 | 5,852,153 | ||||||
Credit Suisse Mortgage Capital Certificates 19-RPL4 | ||||||||
3.83%, 08/26/2058(2) | 737,800 | 746,228 | ||||||
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | ||||||||
3.63% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 05/15/2036(1)(2) | 5,465,000 | 5,471,830 | ||||||
4.18% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 05/15/2036(1)(2) | 2,375,000 | 2,380,940 | ||||||
Csail 2015-C2 Commercial Mortgage Trust | ||||||||
3.85%, 06/15/2057(5) | 8,560,000 | 9,052,833 | ||||||
CSAIL 2016-C6 Commercial Mortgage Trust | ||||||||
3.09%, 01/15/2049 | 840,000 | 875,792 | ||||||
CSAIL 2016-C7 Commercial Mortgage Trust | ||||||||
3.96%, 11/15/2049(5) | 6,160,000 | 6,582,718 | ||||||
CSAIL 2019-C16 Commercial Mortgage Trust | ||||||||
3.33%, 06/15/2052 | 10,970,000 | 11,683,960 | ||||||
CSAIL 2019-C17 Commercial Mortgage Trust | ||||||||
2.76%, 09/15/2052 | 6,050,000 | 6,167,413 | ||||||
3.28%, 09/15/2052 | 2,625,000 | 2,730,275 | ||||||
3.48%, 09/15/2052 | 3,015,000 | 3,135,623 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 | ||||||||
5.75%, 11/25/2033 | 111,459 | 116,539 | ||||||
CSMC 2014-USA OA LLC | ||||||||
4.37%, 09/15/2037(2) | 6,175,000 | 6,151,179 | ||||||
CSMC 2018-RPL2 Trust | ||||||||
4.03%, 08/25/2062(2)(4) | 2,669,151 | 2,682,894 | ||||||
CSMC 2018-RPL7 Trust | ||||||||
4.00%, 08/26/2058(2) | 1,692,366 | 1,710,528 | ||||||
CSMC Trust 2013-5R | ||||||||
2.73% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/27/2036(1)(2) | 8,040,913 | 7,786,642 | ||||||
CSMC Trust 2015-GLPB | ||||||||
3.94%, 11/15/2034(2)(5) | 560,000 | 586,191 |
DBCG 2017-BBG Mortgage Trust | ||||||||
2.73% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 06/15/2034(1)(2) | 2,645,000 | 2,638,379 | ||||||
DBJPM 17-C6 Mortgage Trust | ||||||||
3.79%, 06/10/2050(5) | 2,750,000 | 2,926,626 | ||||||
Deephave Residential Mortgage Trust 2019-2 | ||||||||
3.56%, 04/25/2059(2)(5) | 4,325,466 | 4,364,266 | ||||||
Deephaven Residential Mortgage Trust 2018-1 | ||||||||
2.98%, 12/25/2057(2)(5) | 394,167 | 393,666 | ||||||
Deephaven Residential Mortgage Trust 2018-2 | ||||||||
3.48%, 04/25/2058(2)(5) | 2,109,726 | 2,124,546 | ||||||
Deephaven Residential Mortgage Trust 2019-1 | ||||||||
3.74%, 01/25/2059(2)(5) | 3,657,401 | 3,692,076 | ||||||
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-2 | ||||||||
2.42% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 04/25/2035(1) | 5,363,500 | 5,130,613 | ||||||
Eleven Madison Trust 2015-11MD Mortgage Trust | ||||||||
3.67%, 09/10/2035(2)(5) | 3,110,000 | 3,330,492 | ||||||
EOS European Loan Conduit No 35 DAC | ||||||||
1.00% (3 Month EURIBOR + 1.00%, 1.00% Floor, 5.00% Cap), 04/22/2024(1)(2) | EUR | 1,195,284 | 1,304,440 | |||||
Eurosail-UK 2007-5np Plc | ||||||||
1.55% (3 Month LIBOR GBP + 0.77%), 09/13/2045(1) | GBP | 10,572,773 | 12,343,512 | |||||
Eurosail-UK 2007-6nc Plc | ||||||||
1.48% (3 Month LIBOR GBP + 0.70%, 0.70% Floor), 09/13/2045(1) | 262,005 | 311,530 | ||||||
Fannie Mae | ||||||||
3.50%, 10/01/2034(12) | $ | 5,187,500 | 5,365,415 | |||||
Fannie Mae Connecticut Avenue Securities | ||||||||
6.57% (1 Month LIBOR USD + 4.55%), 02/25/2025(1) | 1,003,418 | 1,040,859 | ||||||
3.17% (1 Month LIBOR USD + 1.15%), 09/25/2029(1) | 326,728 | 327,237 | ||||||
4.22% (1 Month LIBOR USD + 2.20%, 2.20% Floor), 08/25/2030(1) | 1,210,000 | 1,218,669 | ||||||
4.17% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 10/25/2030(1) | 2,370,000 | 2,388,163 | ||||||
4.57% (1 Month LIBOR USD + 2.55%, 2.55% Floor), 12/25/2030(1) | 13,725,000 | 13,960,812 | ||||||
2.74% (1 Month LIBOR USD + 0.72%, 0.72% Floor), 01/25/2031(1) | 5,531,788 | 5,533,926 | ||||||
4.37% (1 Month LIBOR USD + 2.35%, 2.35% Floor), 01/25/2031(1) | 3,915,000 | 3,959,418 | ||||||
2.57% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 03/25/2031(1) | 2,022,086 | 2,021,480 | ||||||
4.12% (1 Month LIBOR USD + 2.10%, 2.10% Floor), 03/25/2031(1) | 1,980,000 | 1,992,700 |
Fannie Mae or Freddie Mac | ||||||||
3.50%, 11/01/2034(12) | 5,187,500 | 5,366,226 | ||||||
3.00%, 11/01/2048(12) | 250,850,000 | 254,514,760 | ||||||
5.00%, 11/01/2048(12) | 11,825,000 | 12,675,846 | ||||||
2.50%, 11/01/2049(12) | 27,950,000 | 27,797,796 | ||||||
Fannie Mae Pool | ||||||||
3.47%, 12/01/2026 | 2,882,059 | 3,121,755 | ||||||
3.22%, 01/01/2027 | 3,565,000 | 3,822,294 | ||||||
2.82%, 05/01/2028 | 2,157,889 | 2,265,782 | ||||||
3.49%, 06/01/2028 | 8,500,000 | 9,362,067 | ||||||
3.00%, 10/01/2028 | 377,465 | 387,670 | ||||||
3.24%, 06/01/2029 | 5,420,000 | 5,881,400 | ||||||
3.24%, 06/01/2029 | 5,580,000 | 6,055,021 | ||||||
4.24%, 12/01/2029 | 11,612,397 | 13,356,753 | ||||||
3.00%, 02/01/2030 | 11,817,173 | 12,115,570 | ||||||
3.00%, 03/01/2030 | 11,866,524 | 12,137,662 | ||||||
3.00%, 05/01/2030 | 196,711 | 202,041 | ||||||
2.50%, 07/01/2030 | 814,864 | 825,149 | ||||||
2.50%, 07/01/2030 | 610,756 | 618,465 | ||||||
2.50%, 08/01/2030 | 1,460,494 | 1,478,935 | ||||||
3.55%, 08/01/2030 | 1,491,806 | 1,652,168 | ||||||
3.00%, 09/01/2030 | 2,226,232 | 2,289,283 | ||||||
3.00%, 12/01/2030 | 902,221 | 926,613 | ||||||
3.00%, 09/01/2031 | 798,458 | 820,041 | ||||||
2.50%, 11/01/2031 | 1,953,951 | 1,979,735 | ||||||
3.50%, 11/01/2031 | 2,735,926 | 2,829,021 | ||||||
2.50%, 01/01/2032 | 2,383,183 | 2,405,690 | ||||||
2.50%, 02/01/2032 | 6,460,928 | 6,524,098 | ||||||
3.00%, 06/01/2032 | 1,873,176 | 1,918,202 | ||||||
3.00%, 07/01/2032 | 18,294,655 | 18,730,697 | ||||||
3.25%, 07/01/2032 | 4,133,707 | 4,510,584 | ||||||
3.00%, 08/01/2032 | 5,368,093 | 5,496,686 | ||||||
3.00%, 09/01/2032 | 5,812,084 | 5,958,665 | ||||||
3.50%, 11/01/2032 | 1,877,896 | 1,972,128 | ||||||
3.00%, 12/01/2032 | 8,402,099 | 8,624,182 | ||||||
3.00%, 04/01/2033 | 5,021 | 5,144 |
3.00%, 04/01/2033 | 2,393,798 | 2,453,207 | ||||||
3.00%, 06/01/2033 | 12,810 | 13,068 | ||||||
3.00%, 10/01/2033 | 2,181,846 | 2,250,043 | ||||||
3.00%, 11/01/2033 | 1,436,630 | 1,478,731 | ||||||
6.00%, 03/01/2034 | 2,029,156 | 2,334,933 | ||||||
3.45%, 05/01/2034 | 10,464,000 | 11,544,876 | ||||||
5.50%, 05/01/2034 | 1,707,246 | 1,930,762 | ||||||
3.00%, 07/01/2034 | 32,337,858 | 33,075,838 | ||||||
5.50%, 07/01/2034 | 418,374 | 473,196 | ||||||
2.50%, 09/01/2034 | 19,558,150 | 19,729,230 | ||||||
3.50%, 02/01/2035 | 162,185 | 168,750 | ||||||
5.00%, 07/01/2035 | 842,906 | 930,600 | ||||||
4.50%, 11/01/2035 | 367,234 | 397,262 | ||||||
3.50%, 01/01/2036 | 1,476,721 | 1,535,989 | ||||||
5.00%, 02/01/2036 | 1,355,164 | 1,496,769 | ||||||
6.00%, 06/01/2036 | 13,186 | 15,177 | ||||||
5.50%, 07/01/2036 | 160,681 | 181,667 | ||||||
3.00%, 11/01/2036 | 1,931,991 | 1,996,084 | ||||||
3.00%, 11/01/2036 | 240,529 | 248,794 | ||||||
3.00%, 11/01/2036 | 1,682,816 | 1,731,287 | ||||||
3.00%, 12/01/2036 | 300,894 | 311,233 | ||||||
3.00%, 12/01/2036 | 2,150,306 | 2,212,245 | ||||||
3.00%, 10/01/2037 | 48,830 | 50,224 | ||||||
3.21%, 11/01/2037 | 11,209,508 | 12,044,305 | ||||||
3.50%, 01/01/2038 | 7,931,035 | 8,224,878 | ||||||
3.00%, 03/01/2038 | 3,570,484 | 3,673,127 | ||||||
6.00%, 07/01/2038 | 1,348,810 | 1,552,490 | ||||||
6.00%, 10/01/2038 | 77,653 | 89,386 | ||||||
5.50%, 12/01/2039 | 354,175 | 399,050 | ||||||
5.50%, 03/01/2040 | 1,955,568 | 2,211,804 | ||||||
5.00%, 05/01/2040 | 33,540 | 37,040 | ||||||
6.50%, 05/01/2040 | 480,118 | 556,119 | ||||||
5.00%, 06/01/2040 | 10,868 | 12,002 | ||||||
4.50%, 08/01/2040 | 105,025 | 113,645 | ||||||
4.50%, 09/01/2040 | 40,013 | 43,354 |
4.00%, 11/01/2040 | 369,020 | 394,162 | ||||||
4.00%, 11/01/2040 | 2,926,068 | 3,110,177 | ||||||
4.00%, 11/01/2040 | 100,746 | 107,636 | ||||||
4.50%, 11/01/2040 | 2,617,102 | 2,835,001 | ||||||
4.00%, 12/01/2040 | 252,146 | 269,332 | ||||||
4.00%, 01/01/2041 | 183,292 | 195,819 | ||||||
4.50%, 01/01/2041 | 26,945 | 29,199 | ||||||
4.00%, 02/01/2041 | 183,014 | 195,521 | ||||||
4.00%, 02/01/2041 | 809,238 | 864,564 | ||||||
4.00%, 02/01/2041 | 600,671 | 641,852 | ||||||
4.50%, 02/01/2041 | 361,285 | 391,454 | ||||||
5.00%, 02/01/2041 | 792,278 | 874,286 | ||||||
5.50%, 06/01/2041 | 363,613 | 407,768 | ||||||
5.00%, 07/01/2041 | 985,332 | 1,087,264 | ||||||
6.00%, 07/01/2041 | 6,361,068 | 7,321,921 | ||||||
4.50%, 08/01/2041 | 45,508 | 49,315 | ||||||
5.00%, 08/01/2041 | 337,290 | 370,658 | ||||||
4.00%, 09/01/2041 | 357,369 | 381,800 | ||||||
4.50%, 11/01/2041 | 705,192 | 760,736 | ||||||
3.50%, 12/01/2041 | 74,967 | 79,076 | ||||||
4.00%, 01/01/2042 | 3,367,726 | 3,597,974 | ||||||
4.00%, 01/01/2042 | 52,358 | 55,926 | ||||||
4.00%, 02/01/2042 | 86,884 | 92,812 | ||||||
5.50%, 02/01/2042 | 1,399,230 | 1,563,700 | ||||||
5.50%, 02/01/2042 | 845,007 | 953,192 | ||||||
4.00%, 03/01/2042 | 3,339,123 | 3,575,675 | ||||||
5.00%, 03/01/2042 | 567,814 | 625,312 | ||||||
3.50%, 06/01/2042 | 105,026 | 110,080 | ||||||
3.50%, 06/01/2042 | 66,407 | 69,603 | ||||||
3.48%, 07/01/2042 | 4,134,184 | 4,506,840 | ||||||
3.50%, 07/01/2042 | 652,095 | 683,592 | ||||||
3.50%, 07/01/2042 | 89,006 | 93,283 | ||||||
3.50%, 08/01/2042 | 177,626 | 186,170 | ||||||
4.00%, 08/01/2042 | 3,289,986 | 3,501,894 | ||||||
3.50%, 09/01/2042 | 256,499 | 268,818 |
3.50%, 09/01/2042 | 197,870 | 207,370 | ||||||
2.50%, 12/01/2042 | 271,855 | 271,651 | ||||||
3.50%, 12/01/2042 | 1,241,409 | 1,301,154 | ||||||
3.50%, 12/01/2042 | 2,016,598 | 2,114,009 | ||||||
2.50%, 01/01/2043 | 840,233 | 839,605 | ||||||
2.50%, 01/01/2043 | 621,770 | 621,305 | ||||||
3.00%, 01/01/2043 | 2,737,208 | 2,821,073 | ||||||
3.00%, 01/01/2043 | 12,461 | 12,836 | ||||||
3.50%, 01/01/2043 | 288,176 | 302,118 | ||||||
3.50%, 01/01/2043 | 112,537 | 117,797 | ||||||
2.50%, 02/01/2043 | 515,487 | 515,101 | ||||||
3.00%, 02/01/2043 | 712,490 | 733,912 | ||||||
3.00%, 02/01/2043 | 15,037 | 15,489 | ||||||
3.00%, 02/01/2043 | 4,038,638 | 4,162,407 | ||||||
3.00%, 03/01/2043 | 12,661 | 13,043 | ||||||
3.00%, 03/01/2043 | 30,643 | 31,565 | ||||||
3.00%, 03/01/2043 | 127,507 | 131,333 | ||||||
3.50%, 03/01/2043 | 1,185,508 | 1,242,567 | ||||||
2.50%, 04/01/2043 | 361,572 | 361,302 | ||||||
3.00%, 04/01/2043 | 14,051 | 14,473 | ||||||
3.00%, 04/01/2043 | 834,202 | 859,817 | ||||||
3.50%, 04/01/2043 | 102,295 | 107,312 | ||||||
3.00%, 05/01/2043 | 1,496,425 | 1,542,356 | ||||||
3.50%, 05/01/2043 | 468,133 | 490,665 | ||||||
3.00%, 06/01/2043 | 3,359,489 | 3,461,464 | ||||||
3.50%, 06/01/2043 | 151,738 | 159,710 | ||||||
3.50%, 06/01/2043 | 947,695 | 995,736 | ||||||
3.50%, 06/01/2043 | 1,837,156 | 1,930,196 | ||||||
3.00%, 07/01/2043 | 339,679 | 350,282 | ||||||
3.50%, 07/01/2043 | 183,871 | 193,505 | ||||||
3.50%, 07/01/2043 | 130,759 | 137,008 | ||||||
3.00%, 08/01/2043 | 8,551,683 | 8,813,804 | ||||||
3.00%, 08/01/2043 | 161,601 | 165,162 | ||||||
3.00%, 08/01/2043 | 307,475 | 316,722 | ||||||
3.50%, 08/01/2043 | 114,141 | 119,635 |
3.50%, 08/01/2043 | 119,418 | 125,360 | ||||||
3.50%, 09/01/2043 | 517,313 | 543,508 | ||||||
4.00%, 09/01/2043 | 1,922,187 | 2,047,034 | ||||||
3.50%, 10/01/2043 | 346,084 | 362,667 | ||||||
5.50%, 10/01/2043 | 660,505 | 744,774 | ||||||
4.00%, 12/01/2043 | 3,743,199 | 3,979,312 | ||||||
3.50%, 01/01/2044 | 1,128,654 | 1,185,737 | ||||||
3.50%, 01/01/2044 | 2,659,730 | 2,787,743 | ||||||
3.50%, 01/01/2044 | 8,534,646 | 8,945,762 | ||||||
3.50%, 01/01/2044 | 587,116 | 615,369 | ||||||
3.00%, 02/01/2044 | 447,149 | 460,607 | ||||||
3.00%, 02/01/2044 | 38,694 | 39,548 | ||||||
3.00%, 03/01/2044 | 8,091,509 | 8,339,480 | ||||||
3.50%, 03/01/2044 | 233,772 | 246,309 | ||||||
5.50%, 05/01/2044 | 6,979,129 | 7,884,085 | ||||||
5.50%, 05/01/2044 | 452,186 | 511,411 | ||||||
3.50%, 07/01/2044 | 812,040 | 854,045 | ||||||
3.00%, 09/01/2044 | 66,444 | 68,444 | ||||||
5.00%, 11/01/2044 | 3,296,963 | 3,640,429 | ||||||
3.50%, 12/01/2044 | 413,066 | 432,947 | ||||||
3.50%, 02/01/2045 | 513,041 | 537,736 | ||||||
4.50%, 02/01/2045 | 597,957 | 643,966 | ||||||
5.00%, 02/01/2045 | 1,324,571 | 1,450,761 | ||||||
3.00%, 04/01/2045 | 31,732 | 32,690 | ||||||
3.50%, 04/01/2045 | 66,371 | 69,476 | ||||||
3.50%, 04/01/2045 | 1,663,665 | 1,733,303 | ||||||
3.00%, 05/01/2045 | 1,338,620 | 1,373,907 | ||||||
3.00%, 05/01/2045 | 657,344 | 677,515 | ||||||
3.50%, 05/01/2045 | 2,160,509 | 2,250,964 | ||||||
3.50%, 05/01/2045 | 1,844,544 | 1,930,731 | ||||||
3.50%, 06/01/2045 | 2,375,242 | 2,486,422 | ||||||
3.50%, 06/01/2045 | 2,922,046 | 3,044,363 | ||||||
4.00%, 06/01/2045 | 7,756,605 | 8,187,832 | ||||||
4.50%, 06/01/2045 | 384,922 | 415,195 | ||||||
3.00%, 07/01/2045 | 6,214,064 | 6,397,074 |
3.00%, 07/01/2045 | 1,023,630 | 1,048,717 | ||||||
3.50%, 07/01/2045 | 2,900,587 | 3,024,085 | ||||||
4.00%, 07/01/2045 | 1,088,969 | 1,149,213 | ||||||
5.00%, 07/01/2045 | 698,686 | 770,250 | ||||||
3.50%, 08/01/2045 | 63,326 | 66,016 | ||||||
3.50%, 09/01/2045 | 5,163,218 | 5,422,998 | ||||||
4.00%, 09/01/2045 | 130,955 | 138,174 | ||||||
4.00%, 09/01/2045 | 166,634 | 175,852 | ||||||
3.50%, 10/01/2045 | 394,367 | 411,159 | ||||||
4.00%, 10/01/2045 | 3,444,387 | 3,635,165 | ||||||
3.50%, 11/01/2045 | 7,844,703 | 8,172,003 | ||||||
3.50%, 11/01/2045 | 429,686 | 447,940 | ||||||
3.50%, 12/01/2045 | 9,045,675 | 9,424,024 | ||||||
3.50%, 12/01/2045 | 1,517,094 | 1,580,412 | ||||||
4.00%, 12/01/2045 | 168,461 | 177,910 | ||||||
4.00%, 12/01/2045 | 1,171,757 | 1,237,446 | ||||||
4.00%, 12/01/2045 | 653,160 | 689,990 | ||||||
4.00%, 12/01/2045 | 5,881,159 | 6,208,379 | ||||||
3.50%, 01/01/2046 | 36,069 | 37,753 | ||||||
3.50%, 01/01/2046 | 103,889 | 108,228 | ||||||
4.50%, 02/01/2046 | 2,843,062 | 3,055,697 | ||||||
3.00%, 03/01/2046 | 1,050,461 | 1,075,902 | ||||||
4.00%, 03/01/2046 | 1,714,497 | 1,810,082 | ||||||
4.50%, 03/01/2046 | 2,106,719 | 2,268,188 | ||||||
3.50%, 04/01/2046 | 668,615 | 696,249 | ||||||
3.00%, 05/01/2046 | 14,125,654 | 14,471,204 | ||||||
3.50%, 05/01/2046 | 681,972 | 714,795 | ||||||
3.00%, 06/01/2046 | 397,347 | 407,830 | ||||||
3.50%, 06/01/2046 | 2,772,455 | 2,941,369 | ||||||
3.50%, 06/01/2046 | 3,605,511 | 3,773,948 | ||||||
3.50%, 06/01/2046 | 1,823,274 | 1,894,283 | ||||||
3.50%, 06/01/2046 | 5,731,579 | 5,968,393 | ||||||
3.50%, 06/01/2046 | 870,658 | 904,894 | ||||||
3.00%, 07/01/2046 | 2,891,944 | 2,962,561 | ||||||
3.50%, 07/01/2046 | 1,757,612 | 1,830,432 |
3.00%, 08/01/2046 | 127,990 | 130,809 | ||||||
3.50%, 08/01/2046 | 797,811 | 839,215 | ||||||
3.00%, 09/01/2046 | 151,218 | 155,769 | ||||||
3.50%, 09/01/2046 | 7,376,846 | 7,668,634 | ||||||
4.00%, 09/01/2046 | 2,377,367 | 2,506,265 | ||||||
4.00%, 09/01/2046 | 97,595 | 102,980 | ||||||
4.50%, 09/01/2046 | 2,366,659 | 2,546,618 | ||||||
3.00%, 10/01/2046 | 5,144,053 | 5,270,229 | ||||||
3.00%, 11/01/2046 | 2,318,617 | 2,379,792 | ||||||
3.00%, 11/01/2046 | 896,893 | 920,556 | ||||||
3.00%, 11/01/2046 | 1,826,066 | 1,870,860 | ||||||
3.00%, 11/01/2046 | 4,772,045 | 4,921,555 | ||||||
3.00%, 11/01/2046 | 2,111,417 | 2,167,124 | ||||||
3.00%, 11/01/2046 | 5,460,808 | 5,594,752 | ||||||
3.00%, 11/01/2046 | 2,049,245 | 2,099,509 | ||||||
3.00%, 11/01/2046 | 669,678 | 686,069 | ||||||
3.00%, 11/01/2046 | 1,184,079 | 1,214,532 | ||||||
3.00%, 12/01/2046 | 4,668,359 | 4,791,524 | ||||||
3.00%, 12/01/2046 | 5,789,655 | 5,931,664 | ||||||
3.50%, 12/01/2046 | 4,369,146 | 4,529,188 | ||||||
3.50%, 12/01/2046 | 2,267,281 | 2,352,074 | ||||||
4.00%, 12/01/2046 | 6,022,069 | 6,325,899 | ||||||
3.00%, 01/01/2047 | 2,918,874 | 3,003,081 | ||||||
3.00%, 01/01/2047 | 43,314,136 | 44,336,045 | ||||||
3.00%, 01/01/2047 | 3,945,893 | 4,046,749 | ||||||
3.50%, 01/01/2047 | 4,829,731 | 5,069,136 | ||||||
3.50%, 01/01/2047 | 1,725,512 | 1,788,527 | ||||||
3.50%, 01/01/2047 | 24,875,290 | 25,827,747 | ||||||
3.50%, 01/01/2047 | 1,091,952 | 1,131,862 | ||||||
3.00%, 02/01/2047 | 3,956,729 | 4,077,073 | ||||||
3.50%, 02/01/2047 | 1,646,256 | 1,708,380 | ||||||
3.50%, 02/01/2047 | 1,247,666 | 1,292,978 | ||||||
4.00%, 02/01/2047 | 5,431,002 | 5,723,437 | ||||||
4.00%, 02/01/2047 | 3,011,395 | 3,174,661 | ||||||
3.50%, 03/01/2047 | 238,834 | 247,455 |
4.00%, 03/01/2047 | 2,987,257 | 3,134,143 | ||||||
3.00%, 04/01/2047 | 2,288,209 | 2,348,562 | ||||||
3.50%, 04/01/2047 | 5,025,392 | 5,204,361 | ||||||
4.00%, 04/01/2047 | 3,309,261 | 3,471,721 | ||||||
4.00%, 05/01/2047 | 3,605,006 | 3,807,024 | ||||||
4.00%, 05/01/2047 | 4,712,882 | 4,942,007 | ||||||
3.00%, 06/01/2047 | 2,496,052 | 2,574,072 | ||||||
3.50%, 06/01/2047 | 1,812,457 | 1,875,613 | ||||||
4.00%, 06/01/2047 | 5,455,616 | 5,733,253 | ||||||
4.00%, 06/01/2047 | 1,841,057 | 1,931,120 | ||||||
4.00%, 07/01/2047 | 4,675,239 | 4,911,925 | ||||||
3.00%, 08/01/2047 | 12,630,394 | 12,994,007 | ||||||
3.50%, 08/01/2047 | 16,013,759 | 16,762,068 | ||||||
4.00%, 08/01/2047 | 3,115,806 | 3,264,323 | ||||||
4.00%, 08/01/2047 | 4,137,685 | 4,348,897 | ||||||
4.00%, 08/01/2047 | 10,291,343 | 10,807,980 | ||||||
3.50%, 09/01/2047 | 9,810,090 | 10,131,148 | ||||||
3.50%, 09/01/2047 | 4,567,945 | 4,721,408 | ||||||
3.00%, 10/01/2047 | 4,514,390 | 4,616,179 | ||||||
4.00%, 10/01/2047 | 14,006,746 | 14,682,591 | ||||||
3.00%, 11/01/2047 | 6,682,875 | 6,858,787 | ||||||
3.50%, 11/01/2047 | 21,476,819 | 22,221,568 | ||||||
4.50%, 11/01/2047 | 3,454,286 | 3,738,292 | ||||||
3.50%, 12/01/2047 | 11,127,412 | 11,644,927 | ||||||
3.50%, 12/01/2047 | 5,169,882 | 5,410,123 | ||||||
3.50%, 12/01/2047 | 4,534,486 | 4,736,103 | ||||||
3.50%, 01/01/2048 | 9,417,723 | 9,871,107 | ||||||
3.50%, 01/01/2048 | 3,926,093 | 4,122,330 | ||||||
3.50%, 02/01/2048 | 2,672,045 | 2,781,466 | ||||||
4.50%, 05/01/2048 | 10,311,330 | 11,164,954 | ||||||
4.50%, 05/01/2048 | 9,336,559 | 9,860,593 | ||||||
4.50%, 05/01/2048 | 22,354,509 | 23,602,309 | ||||||
5.00%, 05/01/2048 | 994,775 | 1,067,107 | ||||||
3.50%, 06/01/2048 | 922,417 | 951,516 | ||||||
4.00%, 06/01/2048 | 3,796,024 | 3,958,531 |
4.00%, 06/01/2048 | 15,625,542 | 16,214,027 | ||||||
4.00%, 07/01/2048 | 51,855,037 | 54,048,401 | ||||||
4.50%, 08/01/2048 | 17,740,235 | 18,741,491 | ||||||
3.00%, 09/01/2048 | 1,252,096 | 1,282,659 | ||||||
4.00%, 09/01/2048 | 28,241,305 | 30,229,405 | ||||||
4.50%, 09/01/2048 | 1,450,390 | 1,528,557 | ||||||
4.50%, 11/01/2048 | 11,779,415 | 12,430,192 | ||||||
4.00%, 12/01/2048 | 171,777,134 | 178,018,763 | ||||||
4.00%, 12/01/2048 | 174,160,696 | 181,029,655 | ||||||
4.50%, 12/01/2048 | 10,526,224 | 11,081,033 | ||||||
5.00%, 12/01/2048 | 8,946,964 | 9,575,554 | ||||||
4.00%, 01/01/2049 | 11,269,808 | 11,863,857 | ||||||
4.00%, 02/01/2049 | 13,103,422 | 13,763,758 | ||||||
4.00%, 03/01/2049 | 176,500,812 | 182,820,905 | ||||||
4.00%, 03/01/2049 | 15,617,947 | 16,313,502 | ||||||
4.50%, 05/01/2049 | 10,161,986 | 10,860,626 | ||||||
3.50%, 06/01/2049 | 101,955 | 104,798 | ||||||
4.00%, 08/01/2049 | 11,778,393 | 12,238,508 | ||||||
Fannie Mae REMICS | ||||||||
3.50%, 03/25/2042 | 4,223,245 | 4,544,984 | ||||||
4.00%, 06/25/2044 | 1,746,609 | 1,814,386 | ||||||
3.50%, 01/25/2047 | 21,217,834 | 22,241,567 | ||||||
4.00%, 05/25/2047 | 9,495,279 | 10,035,059 | ||||||
3.50%, 06/25/2047 | 19,721,738 | 20,494,005 | ||||||
3.00%, 09/25/2049 | 2,665,819 | 2,707,895 | ||||||
Fannie Mae-Aces | ||||||||
3.50%, 07/25/2028(5) | 5,305,000 | 5,767,529 | ||||||
Flagstar Mortgage Trust 2017-2 | ||||||||
4.13%, 10/25/2047(2)(5) | 1,311,670 | 1,403,685 | ||||||
Flagstar Mortgage Trust 2018-6RR | ||||||||
4.00%, 09/25/2048(2)(5) | 2,422,176 | 2,514,813 | ||||||
Freddie Mac Gold Pool | ||||||||
2.50%, 07/01/2030 | 1,283,847 | 1,297,058 | ||||||
3.00%, 03/01/2031 | 787,872 | 809,658 | ||||||
2.50%, 09/01/2031 | 4,444,504 | 4,508,755 |
2.50%, 12/01/2031 | 6,353,205 | 6,440,567 | ||||||
2.50%, 12/01/2031 | 12,628,677 | 12,758,880 | ||||||
2.50%, 02/01/2032 | 8,675,450 | 8,810,267 | ||||||
8.00%, 04/01/2032 | 200,561 | 243,455 | ||||||
3.00%, 12/01/2032 | 2,985,839 | 3,062,096 | ||||||
3.50%, 05/01/2033 | 665,806 | 689,065 | ||||||
3.00%, 06/01/2033 | 1,505,469 | 1,543,781 | ||||||
3.50%, 08/01/2033 | 7,988,585 | 8,264,650 | ||||||
3.50%, 08/01/2033 | 19,880,275 | 20,572,905 | ||||||
3.50%, 11/01/2033 | 15,179,868 | 15,705,329 | ||||||
3.98%, 04/01/2034 | 9,316,793 | 10,650,995 | ||||||
3.00%, 02/01/2038 | 5,201,231 | 5,327,632 | ||||||
5.50%, 08/01/2041 | 6,689,083 | 7,546,283 | ||||||
5.00%, 11/01/2041 | 1,064,983 | 1,176,380 | ||||||
4.50%, 07/01/2042 | 685,240 | 742,623 | ||||||
3.50%, 09/01/2042 | 430,086 | 451,036 | ||||||
3.50%, 11/01/2042 | 45,184 | 47,375 | ||||||
3.00%, 02/01/2043 | 86,924 | 89,586 | ||||||
3.00%, 02/01/2043 | 792,852 | 817,595 | ||||||
3.00%, 03/01/2043 | 28,691 | 29,572 | ||||||
3.00%, 03/01/2043 | 17,851 | 18,397 | ||||||
3.50%, 07/01/2043 | 395,724 | 414,973 | ||||||
3.50%, 10/01/2043 | 875,246 | 918,604 | ||||||
3.50%, 01/01/2044 | 1,051,949 | 1,105,784 | ||||||
4.50%, 05/01/2044 | 419,510 | 452,930 | ||||||
4.00%, 01/01/2045 | 2,023,291 | 2,167,644 | ||||||
4.50%, 06/01/2045 | 730,194 | 809,418 | ||||||
4.00%, 07/01/2045 | 643,363 | 679,414 | ||||||
3.50%, 10/01/2045 | 11,900,545 | 12,539,033 | ||||||
4.00%, 12/01/2045 | 4,265,700 | 4,558,190 | ||||||
4.50%, 02/01/2046 | 766,498 | 849,521 | ||||||
3.50%, 03/01/2046 | 1,083,919 | 1,142,056 | ||||||
3.00%, 04/01/2046 | 228,381 | 234,098 | ||||||
4.50%, 05/01/2046 | 808,506 | 896,083 | ||||||
3.00%, 06/01/2046 | 7,803,173 | 7,998,604 |
3.50%, 06/01/2046 | 7,844,677 | 8,177,898 | ||||||
4.50%, 06/01/2046 | 961,151 | 1,056,570 | ||||||
3.00%, 08/01/2046 | 9,366,285 | 9,600,879 | ||||||
3.50%, 08/01/2046 | 20,818,678 | 21,948,117 | ||||||
3.50%, 08/01/2046 | 12,218,213 | 12,711,045 | ||||||
3.00%, 09/01/2046 | 28,387,507 | 29,137,951 | ||||||
3.00%, 10/01/2046 | 9,162,009 | 9,391,881 | ||||||
3.00%, 11/01/2046 | 9,870,779 | 10,118,448 | ||||||
3.50%, 11/01/2046 | 2,684,164 | 2,792,215 | ||||||
3.00%, 12/01/2046 | 5,854,763 | 5,999,909 | ||||||
3.00%, 12/01/2046 | 5,786,412 | 5,924,441 | ||||||
3.00%, 01/01/2047 | 11,224,836 | 11,506,475 | ||||||
3.00%, 02/01/2047 | 10,294,899 | 10,541,013 | ||||||
3.50%, 02/01/2047 | 1,419,043 | 1,474,287 | ||||||
4.50%, 02/01/2047 | 714,754 | 792,026 | ||||||
3.00%, 03/01/2047 | 6,108,126 | 6,253,496 | ||||||
3.50%, 04/01/2047 | 16,024,568 | 16,883,524 | ||||||
3.50%, 04/01/2047 | 6,912,860 | 7,202,492 | ||||||
3.00%, 08/01/2047 | 26,940,043 | 27,578,932 | ||||||
3.50%, 09/01/2047 | 24,286,872 | 25,146,353 | ||||||
3.50%, 10/01/2047 | 5,234,578 | 5,423,583 | ||||||
3.50%, 11/01/2047 | 4,885,147 | 5,058,255 | ||||||
3.50%, 11/01/2047 | 3,624,698 | 3,746,397 | ||||||
3.00%, 12/01/2047 | 6,944,594 | 7,102,451 | ||||||
3.50%, 12/01/2047 | 39,518,799 | 41,637,212 | ||||||
4.50%, 12/01/2047 | 5,073,849 | 5,365,469 | ||||||
3.00%, 01/01/2048 | 346,213 | 353,992 | ||||||
3.50%, 01/01/2048 | 4,185,099 | 4,333,047 | ||||||
3.50%, 01/01/2048 | 23,208,416 | 24,580,493 | ||||||
3.50%, 02/01/2048 | 3,952,878 | 4,092,219 | ||||||
3.50%, 03/01/2048 | 39,103,388 | 40,753,421 | ||||||
3.50%, 03/01/2048 | 39,850,142 | 41,905,226 | ||||||
3.50%, 03/01/2048 | 37,875,376 | 39,666,792 | ||||||
4.00%, 03/01/2048 | 10,527,468 | 11,245,653 | ||||||
4.00%, 06/01/2048 | 25,246,473 | 26,736,422 |
4.00%, 07/01/2048 | 12,889,878 | 13,751,557 | ||||||
5.00%, 07/01/2048 | 2,690,599 | 2,884,410 | ||||||
5.00%, 08/01/2048 | 1,605,972 | 1,720,963 | ||||||
4.00%, 09/01/2048 | 261,187,452 | 271,066,107 | ||||||
5.00%, 09/01/2048 | 847,422 | 907,808 | ||||||
4.00%, 10/01/2048 | 37,942,833 | 39,479,653 | ||||||
4.50%, 10/01/2048 | 16,190,827 | 17,041,433 | ||||||
5.00%, 10/01/2048 | 4,366,537 | 4,683,340 | ||||||
4.00%, 11/01/2048 | 51,699,133 | 55,117,173 | ||||||
5.00%, 11/01/2048 | 7,065,196 | 7,569,460 | ||||||
Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||
3.11%, 06/25/2025 | 13,908,919 | 14,602,425 | ||||||
2.73%, 05/25/2029 | 15,705,000 | 16,272,189 | ||||||
3.90%, 12/25/2030(5) | 8,900,000 | 10,200,115 | ||||||
0.86%, 01/25/2031(5) | 296,342,042 | 12,153,461 | ||||||
3.75%, 11/25/2032 | 9,650,000 | 10,867,597 | ||||||
3.75%, 04/25/2033 | 5,505,000 | 6,288,828 | ||||||
3.99%, 05/25/2033(5) | 17,639,000 | 20,364,492 | ||||||
1.06%, 04/25/2034(5) | 18,995,114 | 1,807,351 | ||||||
2.99%, 10/25/2046(5) | 583,357 | 597,232 | ||||||
2.95%, 12/25/2047(5) | 682,004 | 691,607 | ||||||
Freddie Mac Pool | ||||||||
5.00%, 03/01/2042 | 386,610 | 428,961 | ||||||
3.50%, 06/01/2046 | 920,924 | 960,118 | ||||||
4.00%, 12/01/2048 | 197,537,666 | 204,770,483 | ||||||
4.00%, 06/01/2049 | 60,755,500 | 63,019,008 | ||||||
Freddie Mac REMICS | ||||||||
3.00%, 01/15/2049 | 4,754,465 | 4,834,708 | ||||||
3.00%, 04/15/2049 | 25,071,662 | 25,775,579 | ||||||
Freddie Mac STACR 2019-HQA3 | ||||||||
2.81% (1 Month LIBOR USD + 0.75%), 09/25/2049(1)(2) | 3,720,000 | 3,719,996 | ||||||
Freddie Mac Stacr Trust 2018-HQA2 | ||||||||
2.77% (1 Month LIBOR USD + 0.75%), 10/25/2048(1)(2) | 3,179,225 | 3,179,865 | ||||||
Freddie Mac STACR Trust 2019-DNA1 | ||||||||
2.92% (1 Month LIBOR USD + 0.90%), 01/25/2049(1)(2) | 5,163,654 | 5,171,402 |
Freddie Mac STACR Trust 2019-DNA2 | ||||||||
4.47% (1 Month LIBOR USD + 2.45%), 03/25/2049(1)(2) | 5,460,000 | 5,518,457 | ||||||
Freddie Mac STACR Trust 2019-DNA3 | ||||||||
4.07% (1 Month LIBOR USD + 2.05%), 07/25/2049(1)(2) | 6,230,000 | 6,250,954 | ||||||
Freddie Mac Stacr Trust 2019-HQA1 | ||||||||
2.92% (1 Month LIBOR USD + 0.90%), 02/25/2049(1)(2) | 1,834,356 | 1,836,431 | ||||||
Freddie Mac STACR Trust 2019-HQA2 | ||||||||
2.72% (1 Month LIBOR USD + 0.70%), 04/25/2049(1)(2) | 1,123,197 | 1,123,698 | ||||||
Freddie Mac STACR Trust 2019-HRP1 | ||||||||
3.42% (1 Month LIBOR USD + 1.40%), 02/25/2049(1)(2) | 3,740,000 | 3,742,195 | ||||||
Freddie Mac Strips | ||||||||
3.00%, 09/15/2044 | 89,357,284 | 92,281,985 | ||||||
Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||
4.22% (1 Month LIBOR USD + 2.20%), 02/25/2024(1) | 280,876 | 284,159 | ||||||
3.67% (1 Month LIBOR USD + 1.65%), 04/25/2024(1) | 670,805 | 672,925 | ||||||
3.87% (1 Month LIBOR USD + 1.85%), 10/25/2027(1) | 530,670 | 534,122 | ||||||
4.62% (1 Month LIBOR USD + 2.60%), 12/25/2027(1) | 4,091,289 | 4,110,780 | ||||||
4.87% (1 Month LIBOR USD + 2.85%), 04/25/2028(1) | 1,959,151 | 1,978,353 | ||||||
5.05% (1 Month LIBOR USD + 2.90%), 07/25/2028(1) | 124,519 | 125,361 | ||||||
4.02% (1 Month LIBOR USD + 2.00%), 12/25/2028(1) | 311,675 | 312,495 | ||||||
3.22% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 07/25/2029(1) | 193,015 | 193,450 | ||||||
3.22% (1 Month LIBOR USD + 1.20%), 10/25/2029(1) | 4,103,318 | 4,116,713 | ||||||
2.82% (1 Month LIBOR USD + 0.80%), 12/25/2029(1) | 148,714 | 148,752 | ||||||
4.67% (1 Month LIBOR USD + 2.65%), 12/25/2029(1) | 250,000 | 256,389 | ||||||
2.77% (1 Month LIBOR USD + 0.75%), 03/25/2030(1) | 1,092,390 | 1,092,494 | ||||||
2.47% (1 Month LIBOR USD + 0.45%), 07/25/2030(1) | 1,226,080 | 1,224,318 | ||||||
3.07% (1 Month LIBOR USD + 1.05%), 07/25/2030(1) | 5,965,000 | 5,948,099 | ||||||
3.74%, 02/25/2048(2)(5) | 545,000 | 528,616 | ||||||
3.82%, 05/25/2048(2)(5) | 445,000 | 432,810 | ||||||
4.16%, 08/25/2048(2)(5) | 4,290,000 | 4,285,576 | ||||||
4.46%, 11/25/2048(2)(5) | 1,183,239 | 1,182,213 | ||||||
Freddie Mac Whole Loan Securities Trust | ||||||||
3.59%, 12/25/2046(2)(5) | 3,909,305 | 3,928,236 | ||||||
FREMF 2018-K731 Mortgage Trust | ||||||||
4.06%, 02/25/2025(2)(5) | 1,515,000 | 1,589,842 |
FREMF 2019-K736 Mortgage Trust | ||||||||
3.76%, 07/25/2026(2)(5) | 5,440,000 | 5,668,370 | ||||||
FREMF 2019-K94 Mortgage Trust | ||||||||
4.10%, 07/25/2052(2)(5) | 2,800,000 | 2,984,783 | ||||||
Galton Funding Mortgage Trust 2017-1 | ||||||||
3.50%, 11/25/2057(2)(5) | 2,184,264 | 2,200,984 | ||||||
Galton Funding Mortgage Trust 2017-2 | ||||||||
3.50%, 06/25/2059(2)(5) | 3,976,457 | 3,980,422 | ||||||
Galton Funding Mortgage Trust 2018-2 | ||||||||
4.00%, 10/25/2058(2)(5) | 5,084,427 | 5,240,105 | ||||||
Galton Funding Mortgage Trust 2019-1 | ||||||||
4.00%, 02/25/2059(2)(5) | 1,442,782 | 1,470,068 | ||||||
4.00%, 02/25/2059(2)(5) | 1,365,393 | 1,384,933 | ||||||
GCAT 2019-RPL1 Trust | ||||||||
2.65%, 10/25/2068(2)(5) | 4,454,506 | 4,462,342 | ||||||
Ginnie Mae | ||||||||
3.00%, 11/01/2049(12) | 112,825,000 | 115,685,290 | ||||||
3.50%, 11/01/2049(12) | 29,795,000 | 30,856,447 | ||||||
4.50%, 11/01/2049(12) | 40,245,000 | 42,024,584 | ||||||
Ginnie Mae I Pool | ||||||||
7.50%, 08/15/2033 | 282,295 | 321,125 | ||||||
5.00%, 09/15/2039 | 40,304 | 45,238 | ||||||
5.00%, 10/15/2039 | 318,183 | 357,287 | ||||||
5.00%, 12/15/2039 | 509,133 | 572,168 | ||||||
5.00%, 02/15/2040 | 69,491 | 78,090 | ||||||
5.00%, 02/15/2040 | 69,491 | 78,090 | ||||||
5.00%, 06/15/2040 | 196,002 | 220,201 | ||||||
4.50%, 05/15/2041 | 527,529 | 574,461 | ||||||
5.00%, 09/15/2041 | 156,547 | 176,034 | ||||||
3.00%, 10/15/2042 | 188,065 | 193,611 | ||||||
3.00%, 12/15/2042 | 32,545 | 33,649 | ||||||
3.50%, 12/15/2042 | 10,961 | 11,534 | ||||||
3.50%, 01/15/2043 | 14,400 | 15,064 | ||||||
3.00%, 05/15/2043 | 103,707 | 107,215 | ||||||
3.00%, 06/15/2043 | 9,073 | 9,352 |
3.00%, 06/15/2043 | 9,251 | 9,536 | ||||||
3.50%, 10/15/2043 | 69,932 | 73,177 | ||||||
5.00%, 07/15/2044 | 175,673 | 190,692 | ||||||
4.50%, 09/15/2045 | 199,234 | 217,013 | ||||||
Ginnie Mae II Pool | ||||||||
5.50%, 07/20/2036 | 99,745 | 112,820 | ||||||
5.50%, 01/20/2040 | 208,984 | 232,874 | ||||||
5.00%, 05/20/2040 | 193,973 | 214,570 | ||||||
5.00%, 06/20/2040 | 104,029 | 115,065 | ||||||
5.00%, 08/20/2040 | 79,816 | 88,239 | ||||||
5.00%, 09/20/2040 | 69,447 | 76,789 | ||||||
3.50%, 07/20/2042 | 5,341,618 | 5,673,655 | ||||||
3.50%, 08/20/2042 | 19,225 | 20,420 | ||||||
3.50%, 09/20/2042 | 3,328,058 | 3,534,937 | ||||||
3.50%, 12/20/2042 | 8,049 | 8,549 | ||||||
3.50%, 02/20/2043 | 22,073 | 23,445 | ||||||
3.50%, 05/20/2043 | 10,370 | 11,015 | ||||||
3.50%, 06/20/2043 | 4,869,109 | 5,171,815 | ||||||
3.50%, 07/20/2043 | 2,005,425 | 2,130,101 | ||||||
3.50%, 09/20/2043 | 144,410 | 152,971 | ||||||
3.50%, 10/20/2044 | 63,233 | 66,685 | ||||||
3.50%, 10/20/2044 | 483,812 | 507,314 | ||||||
3.00%, 12/20/2044 | 650,526 | 672,279 | ||||||
3.50%, 12/20/2044 | 11,268 | 11,801 | ||||||
5.00%, 12/20/2044 | 292,182 | 316,088 | ||||||
3.50%, 01/20/2045 | 2,611,150 | 2,742,750 | ||||||
3.50%, 03/20/2045 | 457,967 | 479,092 | ||||||
3.50%, 05/20/2045 | 15,632 | 16,425 | ||||||
5.50%, 06/20/2045 | 263,380 | 295,237 | ||||||
3.50%, 07/20/2045 | 610,763 | 638,960 | ||||||
4.50%, 07/20/2045 | 4,433,416 | 4,743,278 | ||||||
4.00%, 09/20/2045 | 2,459,193 | 2,613,365 | ||||||
3.50%, 10/20/2045 | 87,807 | 92,233 | ||||||
3.50%, 10/20/2045 | 118,947 | 124,943 | ||||||
3.50%, 12/20/2045 | 3,207,130 | 3,361,841 |
4.50%, 12/20/2045 | 85,879 | 91,843 | ||||||
3.00%, 01/20/2046 | 843,581 | 870,996 | ||||||
3.50%, 01/20/2046 | 2,312,638 | 2,419,313 | ||||||
4.50%, 01/20/2046 | 721,915 | 771,257 | ||||||
3.50%, 02/20/2046 | 714,939 | 750,975 | ||||||
3.50%, 02/20/2046 | 1,505,981 | 1,581,897 | ||||||
3.50%, 03/20/2046 | 8,703,355 | 9,101,323 | ||||||
3.00%, 04/20/2046 | 632,207 | 652,122 | ||||||
3.50%, 04/20/2046 | 5,869,786 | 6,140,307 | ||||||
3.00%, 05/20/2046 | 33,196 | 34,093 | ||||||
3.00%, 05/20/2046 | 89,257 | 92,317 | ||||||
3.50%, 05/20/2046 | 83,789 | 88,012 | ||||||
3.50%, 05/20/2046 | 11,252 | 11,788 | ||||||
3.50%, 05/20/2046 | 22,458 | 23,597 | ||||||
3.50%, 05/20/2046 | 4,026,728 | 4,205,588 | ||||||
4.00%, 05/20/2046 | 1,276,173 | 1,353,453 | ||||||
3.00%, 06/20/2046 | 196,305 | 202,418 | ||||||
3.00%, 06/20/2046 | 6,258,647 | 6,452,161 | ||||||
3.50%, 06/20/2046 | 2,500,530 | 2,609,593 | ||||||
3.50%, 06/20/2046 | 97,842 | 102,784 | ||||||
3.00%, 07/20/2046 | 298,950 | 308,777 | ||||||
3.00%, 07/20/2046 | 160,854 | 166,141 | ||||||
3.00%, 07/20/2046 | 143,242 | 147,871 | ||||||
3.00%, 07/20/2046 | 232,035 | 239,376 | ||||||
3.00%, 07/20/2046 | 91,088 | 94,219 | ||||||
3.00%, 07/20/2046 | 57,447 | 59,335 | ||||||
3.50%, 07/20/2046 | 824,138 | 859,774 | ||||||
3.00%, 08/20/2046 | 78,428 | 80,887 | ||||||
3.00%, 08/20/2046 | 34,528,446 | 35,607,241 | ||||||
3.00%, 08/20/2046 | 116,589 | 120,369 | ||||||
3.00%, 08/20/2046 | 127,690 | 132,084 | ||||||
3.00%, 09/20/2046 | 2,316,043 | 2,389,800 | ||||||
3.00%, 09/20/2046 | 64,348 | 66,359 | ||||||
3.00%, 09/20/2046 | 76,386 | 78,855 | ||||||
3.50%, 09/20/2046 | 1,478,868 | 1,541,660 |
3.00%, 10/20/2046 | 2,870,280 | 2,959,975 | ||||||
3.00%, 12/20/2046 | 6,838,449 | 7,051,891 | ||||||
3.50%, 12/20/2046 | 5,483,808 | 5,709,602 | ||||||
3.50%, 01/20/2047 | 7,447,624 | 7,751,743 | ||||||
4.50%, 01/20/2047 | 3,855,240 | 4,134,937 | ||||||
3.00%, 03/20/2047 | 1,730,082 | 1,778,928 | ||||||
4.00%, 03/20/2047 | 3,591,197 | 3,767,665 | ||||||
3.50%, 04/20/2047 | 3,801,382 | 3,954,713 | ||||||
4.00%, 04/20/2047 | 7,672,703 | 8,037,066 | ||||||
3.50%, 05/20/2047 | 510,307 | 530,724 | ||||||
4.00%, 05/20/2047 | 6,072,419 | 6,361,692 | ||||||
4.50%, 05/20/2047 | 8,960,998 | 9,418,766 | ||||||
3.50%, 06/20/2047 | 17,453,660 | 18,151,328 | ||||||
4.00%, 06/20/2047 | 2,938,821 | 3,077,318 | ||||||
4.50%, 06/20/2047 | 12,252,333 | 12,878,310 | ||||||
5.00%, 06/20/2047 | 5,876,656 | 6,311,106 | ||||||
3.50%, 07/20/2047 | 10,072,030 | 10,471,181 | ||||||
4.00%, 07/20/2047 | 1,486,670 | 1,550,521 | ||||||
4.50%, 07/20/2047 | 1,430,902 | 1,511,720 | ||||||
5.00%, 07/20/2047 | 861,215 | 924,692 | ||||||
3.50%, 08/20/2047 | 7,954,998 | 8,273,200 | ||||||
4.00%, 08/20/2047 | 1,248,596 | 1,304,772 | ||||||
4.50%, 08/20/2047 | 3,957,831 | 4,159,859 | ||||||
5.00%, 08/20/2047 | 582,241 | 625,273 | ||||||
3.00%, 09/20/2047 | 19,735,927 | 20,329,460 | ||||||
3.50%, 09/20/2047 | 21,567,069 | 22,438,486 | ||||||
4.00%, 09/20/2047 | 6,449,302 | 6,737,496 | ||||||
4.50%, 09/20/2047 | 7,585,471 | 7,972,337 | ||||||
5.00%, 09/20/2047 | 6,070,411 | 6,517,840 | ||||||
3.50%, 10/20/2047 | 1,694,044 | 1,760,157 | ||||||
5.00%, 10/20/2047 | 564,383 | 606,020 | ||||||
5.50%, 10/20/2047 | 992,087 | 1,084,493 | ||||||
3.00%, 11/20/2047 | 7,562,006 | 7,775,826 | ||||||
3.50%, 11/20/2047 | 28,482,048 | 29,590,965 | ||||||
4.00%, 11/20/2047 | 14,637,757 | 15,283,259 |
4.50%, 11/20/2047 | 1,436,650 | 1,509,762 | ||||||
5.00%, 11/20/2047 | 1,143,366 | 1,227,600 | ||||||
4.00%, 12/20/2047 | 4,490,175 | 4,685,912 | ||||||
5.00%, 12/20/2047 | 2,292,437 | 2,461,112 | ||||||
3.00%, 01/20/2048 | 9,363,318 | 9,622,766 | ||||||
3.50%, 01/20/2048 | 29,509,228 | 30,639,003 | ||||||
4.00%, 01/20/2048 | 948,614 | 993,819 | ||||||
4.00%, 01/20/2048 | 6,505,599 | 6,782,601 | ||||||
4.50%, 01/20/2048 | 485,663 | 509,912 | ||||||
5.00%, 01/20/2048 | 3,033,702 | 3,249,948 | ||||||
3.50%, 02/20/2048 | 3,508,660 | 3,681,532 | ||||||
3.50%, 02/20/2048 | 8,580,326 | 9,052,192 | ||||||
5.00%, 02/20/2048 | 2,841,115 | 3,042,011 | ||||||
3.50%, 04/20/2048 | 480,043 | 508,084 | ||||||
5.50%, 05/20/2048 | 4,229,551 | 4,536,526 | ||||||
4.00%, 06/20/2048 | 4,298,895 | 4,470,678 | ||||||
5.00%, 06/20/2048 | 2,605,626 | 2,785,534 | ||||||
4.00%, 08/20/2048 | 11,078,934 | 11,538,320 | ||||||
4.50%, 08/20/2048 | 22,111,824 | 23,190,640 | ||||||
5.00%, 08/20/2048 | 8,400,278 | 8,921,556 | ||||||
4.00%, 09/20/2048 | 6,256,664 | 6,513,700 | ||||||
4.50%, 09/20/2048 | 1,823,700 | 1,929,018 | ||||||
4.50%, 09/20/2048 | 2,553,602 | 2,683,310 | ||||||
4.00%, 10/20/2048 | 3,108,536 | 3,232,720 | ||||||
5.00%, 10/20/2048 | 7,948,589 | 8,403,078 | ||||||
5.00%, 11/20/2048 | 11,571,342 | 12,242,626 | ||||||
5.50%, 12/20/2048 | 12,803,286 | 13,687,934 | ||||||
3.50%, 01/20/2049 | 9,418,390 | 9,777,199 | ||||||
5.50%, 01/20/2049 | 983,258 | 1,038,309 | ||||||
5.50%, 03/20/2049 | 6,566,938 | 7,020,683 | ||||||
4.00%, 04/20/2049 | 17,244,752 | 17,935,896 | ||||||
4.50%, 04/20/2049 | 28,093,722 | 29,390,581 | ||||||
3.50%, 07/20/2049 | 6,458,186 | 6,598,173 | ||||||
Gosforth Funding 2018-1 Plc | ||||||||
2.58% (3 Month LIBOR USD + 0.45%), 08/25/2060(1)(2) | 2,009,675 | 2,008,288 |
Government National Mortgage Association | ||||||||
3.50%, 03/20/2039 | 624,674 | 14,090 | ||||||
3.50%, 05/20/2043 | 265,539 | 44,984 | ||||||
3.00%, 11/20/2047 | 1,208,165 | 1,243,298 | ||||||
3.00%, 12/20/2047 | 847,335 | 876,462 | ||||||
3.50%, 08/20/2048 | 9,063,501 | 9,391,961 | ||||||
2.34% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 09/20/2048(1) | 2,532,972 | 2,525,397 | ||||||
3.50%, 09/20/2048 | 5,360,926 | 5,548,115 | ||||||
3.50%, 12/20/2048 | 1,884,574 | 1,940,413 | ||||||
3.00%, 07/20/2049 | 1,961,333 | 1,991,100 | ||||||
3.00%, 09/20/2049 | 16,190,000 | 16,331,662 | ||||||
Grand Avenue Mortgage Loan Trust 2017-RPL1 | ||||||||
3.25%, 08/25/2064(2) | 2,521,689 | 2,507,823 | ||||||
Great Wolf Trust 2017-WOLF | ||||||||
2.88% (1 Month LIBOR USD + 0.85%, 1.00% Floor), 09/15/2034(1)(2) | 1,382,000 | 1,381,557 | ||||||
3.13% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 09/15/2034(1)(2) | 1,625,000 | 1,624,483 | ||||||
GS Mortgage Securities Corp. Trust 2018-FBLU | ||||||||
2.98% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 11/15/2035(1)(2) | 3,540,000 | 3,539,965 | ||||||
GS Mortgage Securities Corp. Trust 2019-SOHO | ||||||||
3.33% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 06/15/2036(1)(2) | 7,090,000 | 7,094,383 | ||||||
GS Mortgage Securities Trust 2011-GC3 | ||||||||
5.82%, 03/10/2044(2)(5) | 340,000 | 354,054 | ||||||
GS Mortgage Securities Trust 2011-GC5 | ||||||||
5.56%, 08/10/2044(2)(5) | 220,000 | 219,070 | ||||||
GS Mortgage Securities Trust 2013-GC16 | ||||||||
5.16%, 11/10/2046(5) | 7,561,000 | 8,338,354 | ||||||
GS Mortgage Securities Trust 2014-GC18 | ||||||||
4.38%, 01/10/2047 | 905,000 | 962,167 | ||||||
GS Mortgage Securities Trust 2015-GC34 | ||||||||
3.51%, 10/10/2048 | 540,000 | 576,469 | ||||||
GS Mortgage Securities Trust 2019-GC40 | ||||||||
3.16%, 07/10/2052 | 9,560,000 | 10,093,821 | ||||||
GS Mortgage Securities Trust 2019-GC42 | ||||||||
2.75%, 09/01/2052 | 6,330,000 | 6,471,744 | ||||||
GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 | ||||||||
4.00%, 08/25/2049(2)(5) | 3,855,000 | 4,105,389 |
HarborView Mortgage Loan Trust 2005-9 | ||||||||
2.49% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2035(1) | 8,319,449 | 8,420,389 | ||||||
HarborView Mortgage Loan Trust 2006-10 | ||||||||
2.26% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 11/19/2036(1) | 11,053,989 | 10,246,475 | ||||||
HarborView Mortgage Loan Trust 2006-7 | ||||||||
2.26% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 09/19/2046(1) | 5,086,252 | 4,719,803 | ||||||
HarborView Mortgage Loan Trust 2007-6 | ||||||||
2.26% (1 Month LIBOR USD + 0.20%, 10.50% Cap), 08/19/2037(1) | 9,888,956 | 9,215,807 | ||||||
Hawksmoor Mortgages | ||||||||
0.00% (3 Month Sterling Overnight Interbank Average Rate + 1.05%), 05/25/2053(1)(2)(3) | GBP | 23,300,000 | 28,663,296 | |||||
Hilton Orlando Trust 2018-ORL | ||||||||
2.80% (1 Month LIBOR USD + 0.77%, 0.77% Floor), 12/15/2034(1)(2) | $ | 2,085,000 | 2,083,030 | |||||
3.08% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 12/15/2034(1)(2) | 350,000 | 349,669 | ||||||
Holmes Master Issuer Plc | ||||||||
2.66% (3 Month LIBOR USD + 0.36%), 10/15/2054(1)(2) | 4,636,286 | 4,632,081 | ||||||
2.72% (3 Month LIBOR USD + 0.42%), 10/15/2054(1)(2) | 6,028,180 | 6,015,963 | ||||||
Homeward Opportunities Fund I Trust 2018-1 | ||||||||
3.77%, 06/25/2048(2)(5) | 6,195,338 | 6,257,063 | ||||||
4.00%, 06/25/2048(2)(5) | 5,407,532 | 5,464,471 | ||||||
Homeward Opportunities Fund I Trust 2019-1 | ||||||||
3.45%, 01/25/2059(2)(5) | 3,557,416 | 3,584,972 | ||||||
3.61%, 01/25/2059(2)(5) | 4,967,753 | 5,006,049 | ||||||
3.95%, 01/25/2059(2)(5) | 4,495,000 | 4,566,593 | ||||||
Homeward Opportunities Fund I Trust 2019-2 | ||||||||
2.70%, 09/25/2059(2)(5) | 8,591,698 | 8,580,451 | ||||||
HSI Asset Securitization Corp. Trust 2005-NC1 | ||||||||
2.98% (1 Month LIBOR USD + 0.96%, 0.64% Floor), 07/25/2035(1) | 6,336,000 | 6,223,742 | ||||||
Hudson Yards 2019-30HY Mortgage Trust | ||||||||
3.23%, 07/10/2039(2) | 6,570,000 | 6,972,683 | ||||||
3.38%, 07/10/2039(2)(5) | 3,905,000 | 4,143,714 | ||||||
3.56%, 07/10/2039(2)(5) | 4,500,000 | 4,685,703 | ||||||
Hudsons Bay Simon JV Trust 2015-HBS | ||||||||
4.15%, 08/05/2034(2) | 3,540,000 | 3,708,048 |
ILPT Trust 2019-SURF | ||||||||
4.15%, 02/11/2041(2) | 7,575,000 | 8,577,088 | ||||||
Impac CMB Trust Series 2004-7 | ||||||||
2.66% (1 Month LIBOR USD + 0.64%, 11.25% Cap), 11/25/2034(1) | 6,471,929 | 6,564,339 | ||||||
Independence Plaza Trust 2018-INDP | ||||||||
3.76%, 07/10/2035(2) | 3,265,000 | 3,481,355 | ||||||
3.91%, 07/10/2035(2) | 2,780,000 | 2,913,487 | ||||||
IndyMac INDX Mortgage Loan Trust 2006-AR19 | ||||||||
3.91%, 08/25/2036(5) | 12,055,780 | 11,306,827 | ||||||
IndyMac INDX Mortgage Loan Trust 2007-AR15 | ||||||||
3.81%, 08/25/2037(5) | 5,010,158 | 4,321,296 | ||||||
InTown Hotel Portfolio Trust 2018-STAY | ||||||||
3.08% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 01/15/2033(1)(2) | 430,000 | 429,593 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC13 | ||||||||
5.93%, 01/12/2043(5) | 736,128 | 737,081 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 | ||||||||
4.17%, 08/15/2046 | 3,492,848 | 3,588,267 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2015-UES | ||||||||
3.74%, 09/05/2032(2)(5) | 590,000 | 590,613 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | ||||||||
3.06%, 08/15/2049 | 1,993,000 | 2,042,462 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | ||||||||
3.40%, 08/15/2049(5) | 565,000 | 584,597 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | ||||||||
2.95%, 10/06/2038(2)(5) | 3,597,500 | 3,709,898 | ||||||
2.95%, 10/06/2038(2)(5) | 910,000 | 925,094 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI | ||||||||
3.55%, 10/05/2031(2) | 394,000 | 399,234 | ||||||
4.14%, 10/05/2031(2)(5) | 602,000 | 613,809 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | ||||||||
4.25%, 07/05/2033(2) | 965,000 | 1,032,441 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2019-OSB | ||||||||
3.40%, 06/05/2039(2) | 8,012,500 | 8,627,673 | ||||||
JP Morgan Resecuritization Trust Series 2014-6 | ||||||||
2.36% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 07/27/2046(1)(2) | 828,344 | 829,471 |
JP Morgan Seasoned Mortgage Trust 2010-1 | ||||||||
0.00%, 03/25/2050(2)(5) | 14,483,056 | 13,434,222 | ||||||
JPMBB Commercial Mortgage Securities Trust 2014-C24 | ||||||||
2.94%, 11/15/2047 | 856,195 | 855,330 | ||||||
JPMBB Commercial Mortgage Securities Trust 2015-C28 | ||||||||
3.99%, 10/15/2048 | 1,200,000 | 1,265,223 | ||||||
JPMBB Commercial Mortgage Securities Trust 2015-C30 | ||||||||
3.82%, 07/15/2048 | 2,780,000 | 3,011,021 | ||||||
JPMBB Commercial Mortgage Securities Trust 2015-C31 | ||||||||
3.80%, 08/15/2048 | 5,065,000 | 5,484,598 | ||||||
JPMCC Commercial Mortgage Securities Trust 2017-JP5 | ||||||||
3.88%, 03/15/2050(5) | 4,990,000 | 5,396,214 | ||||||
JPMDB Commercial Mortgage Securities Trust 2016-C4 | ||||||||
3.38%, 12/15/2049 | 4,040,000 | 4,230,597 | ||||||
JPMDB Commercial Mortgage Securities Trust 2018-C8 | ||||||||
4.90%, 06/15/2051(5) | 1,474,000 | 1,636,914 | ||||||
Lanark Master Issuer Plc | ||||||||
2.71%, 12/22/2069(2)(4) | 3,285,000 | 3,294,154 | ||||||
2.90% (3 Month LIBOR USD + 0.77%), 12/22/2069(1)(2) | 12,166,000 | 12,177,272 | ||||||
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1 | ||||||||
4.03%, 04/25/2029(5) | 846,802 | 846,281 | ||||||
Metlife Securitization Trust 2018-1 | ||||||||
3.75%, 03/25/2057(2)(5) | 17,494,984 | 18,256,354 | ||||||
Mill City Mortgage Loan Trust 2019-1 | ||||||||
3.25%, 10/25/2069(2)(5) | 2,463,190 | 2,522,237 | ||||||
Monarch Beach Resort Trust 2018-MBR | ||||||||
2.95% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 07/15/2035(1)(2) | 8,985,000 | 8,968,097 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | ||||||||
3.46%, 05/15/2046 | 3,750,000 | 3,890,676 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | ||||||||
4.26%, 04/15/2047 | 1,940,000 | 2,079,428 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 | ||||||||
3.74%, 08/15/2047 | 974,000 | 1,036,612 | ||||||
4.46%, 08/15/2047(5) | 1,655,000 | 1,768,530 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | ||||||||
4.00%, 08/15/2031 | 310,000 | 327,495 |
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | ||||||||
4.04%, 05/15/2048(5) | 190,000 | 205,504 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | ||||||||
2.86%, 09/15/2049 | 3,220,000 | 3,318,398 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | ||||||||
4.32%, 11/15/2052(5) | 845,000 | 899,339 | ||||||
Morgan Stanley Capital I Trust 2011-C2 | ||||||||
5.67%, 06/15/2044(2)(5) | 1,415,000 | 1,404,974 | ||||||
Morgan Stanley Capital I Trust 2017-H1 | ||||||||
4.28%, 06/15/2050(5) | 1,490,089 | 1,591,088 | ||||||
Morgan Stanley Resecuritization Trust 2013-R10 | ||||||||
4.00%, 01/26/2051(2)(5) | 25,479 | 25,436 | ||||||
Morgan Stanley Resecuritization Trust 2013-R7 | ||||||||
2.69% (1 Month LIBOR USD + 0.27%, 0.27% Floor, 11.50% Cap), 12/26/2046(1)(2) | 11,491,218 | 11,367,908 | ||||||
Motel 6 Trust 2017-MTL6 | ||||||||
2.95% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 08/15/2034(1)(2) | 7,312,052 | 7,309,719 | ||||||
3.22% (1 Month LIBOR USD + 1.19%, 1.19% Floor), 08/15/2034(1)(2) | 6,471,586 | 6,469,536 | ||||||
4.18% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 08/15/2034(1)(2) | 672,373 | 673,628 | ||||||
MSCG Trust 2018-SELF | ||||||||
2.93% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/15/2037(1)(2) | 4,110,000 | 4,113,936 | ||||||
New Orleans Hotel Trust 2019-HNLA | ||||||||
3.32% (1 Month LIBOR USD + 1.29%, 1.29% Floor), 04/15/2032(1)(2) | 6,425,000 | 6,423,001 | ||||||
New Residential Mortgage Loan Trust 2019-NQM1 | ||||||||
3.67%, 01/25/2049(2)(5) | 5,240,535 | 5,320,790 | ||||||
3.93%, 01/25/2049(2)(5) | 4,943,741 | 5,011,641 | ||||||
New Residential Mortgage Loan Trust 2019-NQM2 | ||||||||
3.60%, 04/25/2049(2)(5) | 6,067,497 | 6,145,863 | ||||||
3.70%, 04/25/2049(2)(5) | 2,029,809 | 2,055,961 | ||||||
New Residential Mortgage Loan Trust 2019-NQM3 | ||||||||
2.80%, 07/25/2049(2)(5) | 7,582,901 | 7,598,669 | ||||||
3.09%, 07/25/2049(2)(5) | 3,075,314 | 3,081,653 | ||||||
Nomura Resecuritization Trust 2015-7R | ||||||||
3.94%, 08/26/2036(2)(5) | 552,368 | 556,638 | ||||||
OBX 2018-EXP1 Trust | ||||||||
2.87% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 04/25/2048(1)(2) | 3,180,077 | 3,181,078 | ||||||
4.00%, 04/25/2048(2)(5) | 1,956,194 | 1,987,889 |
OBX 2019-EXP2 Trust | ||||||||
4.00%, 07/25/2059(2)(5) | 4,598,237 | 4,697,615 | ||||||
One Bryant Park Trust 2019-OBP | ||||||||
2.52%, 09/13/2049(2) | 7,390,000 | 7,429,010 | ||||||
Palisades Center Trust 2016-PLSD | ||||||||
2.71%, 04/13/2033(2) | 640,000 | 640,300 | ||||||
Queens Center Mortgage Trust 2013-QC | ||||||||
3.28%, 01/11/2037(2) | 3,915,000 | 4,102,193 | ||||||
RALI Series 2006-QS9 Trust | ||||||||
6.00%, 07/25/2036 | 5,247,123 | 4,906,081 | ||||||
RALI Series 2007-QH8 Trust | ||||||||
3.39%, 10/25/2037(5) | 1,457,062 | 1,367,354 | ||||||
RBS Commercial Funding, Inc. 2013-GSP Trust | ||||||||
3.96%, 01/15/2032(2)(5) | 1,565,000 | 1,656,244 | ||||||
RCO V Mortgage LLC 2019-1 | ||||||||
3.72%, 05/24/2024(2)(4) | 2,752,194 | 2,763,634 | ||||||
Real Estate Asset Liquidity Trust | ||||||||
2.42%, 06/12/2054(2)(5) | CAD | 12,256,360 | 9,220,879 | |||||
RESIMAC Bastille Trust Series 2018-1NC | ||||||||
2.92% (1 Month LIBOR USD + 0.85%), 12/05/2059(1)(2) | $ | 3,144,000 | 3,147,962 | |||||
RETL 2019-RVP | ||||||||
3.18% (1 Month LIBOR USD + 1.15%, 1.15% Floor), 03/15/2036(1)(2) | 2,040,986 | 2,042,254 | ||||||
Rosslyn Portfolio Trust 2017-ROSS | ||||||||
2.98% (1 Month LIBOR USD + 0.95%, 1.94% Floor), 06/15/2033(1)(2) | 15,800,000 | 15,799,976 | ||||||
Seasoned Credit Risk Transfer Trust Series 2016-1 | ||||||||
3.00%, 09/25/2055(2)(5) | 375,000 | 364,852 | ||||||
Seasoned Credit Risk Transfer Trust Series 2017-2 | ||||||||
4.00%, 08/25/2056(2)(5) | 910,000 | 913,963 | ||||||
Sequoia Mortgage Trust 2003-2 | ||||||||
2.70% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.50% Cap), 06/20/2033(1) | 591,580 | 601,150 | ||||||
Sequoia Mortgage Trust 2004-9 | ||||||||
2.80% (6 Month LIBOR USD + 0.72%, 0.36% Floor, 11.50% Cap), 10/20/2034(1) | 1,237,550 | 1,249,363 | ||||||
Sequoia Mortgage Trust 2013-4 | ||||||||
3.49%, 04/25/2043(5) | 2,695,023 | 2,756,407 |
Sequoia Mortgage Trust 2017-CH2 | ||||||||
4.00%, 12/25/2047(2)(5) | 1,780,229 | 1,847,995 | ||||||
4.00%, 12/25/2047(2)(5) | 1,844,901 | 1,875,533 | ||||||
Sequoia Mortgage Trust 2018-CH1 | ||||||||
3.50%, 02/25/2048(2)(5) | 586,763 | 596,333 | ||||||
Sequoia Mortgage Trust 2018-CH2 | ||||||||
4.00%, 06/25/2048(2)(5) | 1,830,184 | 1,875,006 | ||||||
Sequoia Mortgage Trust 2018-CH3 | ||||||||
4.00%, 08/25/2048(2)(5) | 6,185,857 | 6,287,950 | ||||||
4.50%, 08/25/2048(2)(5) | 5,000,000 | 5,477,749 | ||||||
4.50%, 08/25/2048(2)(5) | 2,592,286 | 2,676,429 | ||||||
Sequoia Mortgage Trust 2018-CH4 | ||||||||
4.00%, 10/25/2048(2)(5) | 2,316,325 | 2,378,455 | ||||||
Sequoia Mortgage Trust 2019-CH2 | ||||||||
4.50%, 08/25/2049(2)(5) | 4,012,525 | 4,166,003 | ||||||
Silverstone Master Issuer Plc | ||||||||
2.85% (3 Month LIBOR USD + 0.57%), 01/21/2070(1)(2) | 2,525,000 | 2,531,445 | ||||||
SLIDE 2018-FUN | ||||||||
4.33% (1 Month LIBOR USD + 2.30%, 2.30% Floor), 06/15/2031(1)(2) | 5,177,181 | 5,215,979 | ||||||
SLM Student Loan Trust 2008-9 | ||||||||
3.78% (3 Month LIBOR USD + 1.50%), 04/25/2023(1) | 9,028,990 | 9,082,263 | ||||||
Southern Pacific Securities 06-1 Plc | ||||||||
1.07% (3 Month LIBOR GBP + 0.30%), 03/10/2044(1) | GBP | 2,086,887 | 2,553,729 | |||||
STACR Trust 2018-DNA2 | ||||||||
2.82% (1 Month LIBOR USD + 0.80%), 12/25/2030(1)(2) | $ | 3,351,260 | 3,354,337 | |||||
4.17% (1 Month LIBOR USD + 2.15%), 12/25/2030(1)(2) | 2,760,000 | 2,783,436 | ||||||
STACR Trust 2018-HRP2 | ||||||||
2.87% (1 Month LIBOR USD + 0.85%), 02/25/2047(1)(2) | 882,896 | 883,015 | ||||||
3.27% (1 Month LIBOR USD + 1.25%), 02/25/2047(1)(2) | 3,985,000 | 3,996,320 | ||||||
Starwood Mortgage Residential Trust 2018-IMC2 | ||||||||
4.12%, 10/25/2048(2)(5) | 5,880,584 | 5,992,151 | ||||||
Starwood Mortgage Residential Trust 2019-1 | ||||||||
2.94%, 06/25/2049(2)(5) | 8,257,060 | 8,274,097 | ||||||
Starwood Mortgage Residential Trust 2019-IMC1 | ||||||||
3.47%, 02/25/2049(2)(5) | 3,355,511 | 3,393,885 | ||||||
3.75%, 02/25/2049(2)(5) | 1,837,438 | 1,870,166 | ||||||
4.09%, 02/25/2049(2)(5) | 2,160,000 | 2,209,134 |
Sutherland Commercial Mortgage Loans 2017-SBC6 | ||||||||
3.19%, 05/25/2037(2)(5) | 5,100,981 | 5,045,565 | ||||||
Towd Point Mortgage Funding 2019Granite4 Plc | ||||||||
1.80% (3 Month LIBOR GBP + 1.03%), 10/20/2051(1) | GBP | 33,834,583 | 41,635,228 | |||||
UBS Commercial Mortgage Trust 2018-C9 | ||||||||
4.32%, 03/15/2051(5) | $ | 1,718,000 | 1,898,918 | |||||
UBS-Barclays Commercial Mortgage Trust 2012-C2 | ||||||||
5.05%, 05/10/2063(2)(5) | 1,135,000 | 1,117,354 | ||||||
5.05%, 05/10/2063(2)(5) | 2,750,000 | 2,264,774 | ||||||
Verus Securitization Trust 2018-1 | ||||||||
2.93%, 02/25/2048(2)(5) | 546,041 | 546,022 | ||||||
Verus Securitization Trust 2018-2 | ||||||||
3.68%, 06/01/2058(2)(5) | 1,820,959 | 1,830,491 | ||||||
3.78%, 06/01/2058(2)(5) | 970,562 | 975,620 | ||||||
Verus Securitization Trust 2018-3 | ||||||||
4.11%, 10/25/2058(2)(5) | 5,161,998 | 5,218,826 | ||||||
4.18%, 10/25/2058(2)(5) | 3,827,437 | 3,869,540 | ||||||
Verus Securitization Trust 2018-INV1 | ||||||||
3.63%, 03/25/2058(2)(5) | 858,715 | 861,136 | ||||||
Verus Securitization Trust 2018-INV2 | ||||||||
4.15%, 10/25/2058(2)(5) | 4,360,171 | 4,443,764 | ||||||
Verus Securitization Trust 2019-1 | ||||||||
3.84%, 02/25/2059(2)(5) | 6,798,234 | 6,873,124 | ||||||
Verus Securitization Trust 2019-2 | ||||||||
3.78%, 04/25/2059(2)(5) | 12,360,000 | 12,490,675 | ||||||
Verus Securitization Trust 2019-3 | ||||||||
3.04%, 07/25/2059(2)(4) | 3,036,424 | 3,037,062 | ||||||
Verus Securitization Trust 2019-INV1 | ||||||||
3.40%, 12/25/2059(2)(5) | 5,656,532 | 5,703,266 | ||||||
3.66%, 12/25/2059(2)(5) | 1,567,992 | 1,581,644 | ||||||
4.99%, 12/25/2059(2) | 1,340,000 | 1,356,224 | ||||||
Verus Securitization Trust 2019-INV2 | ||||||||
3.12%, 07/25/2059(2)(5) | 5,943,675 | 5,959,505 |
VNDO 2012-6AVE Mortgage Trust | ||||||||
3.00%, 11/15/2030(2) | 2,755,000 | 2,818,918 | ||||||
Wachovia Bank Commercial Mortgage Trust Series 2006-C29 | ||||||||
5.44%, 11/15/2048(5) | 4,702,104 | 4,736,421 | ||||||
Wachovia Bank Commercial Mortgage Trust Series 2007-C33 | ||||||||
5.84%, 02/15/2051(5) | 3,126,754 | 2,702,628 | ||||||
Wachovia Bank Commercial Mortgage Trust Series 2007-C34 | ||||||||
6.29%, 05/15/2046(5) | 1,671,711 | 1,686,006 | ||||||
6.36%, 05/15/2046(5) | 500,000 | 506,325 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | ||||||||
2.34% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 08/25/2045(1) | 3,306,239 | 3,300,624 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | ||||||||
2.31% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 10.50% Cap), 10/25/2045(1) | 2,057,761 | 2,041,021 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | ||||||||
2.28% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 10.50% Cap), 11/25/2045(1) | 6,335,319 | 6,409,558 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust | ||||||||
2.35% (1 Month LIBOR USD + 0.33%, 0.33% Floor, 10.50% Cap), 01/25/2045(1) | 5,862,554 | 5,811,664 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | ||||||||
3.20% (12 Month U.S. Treasury Average + 0.75%, 0.75% Floor), 06/25/2047(1) | 14,425,063 | 13,822,268 | ||||||
Warwick Finance Residential Mortgages No Two Plc | ||||||||
2.27% (3 Month LIBOR GBP + 1.50%), 09/21/2049(1) | GBP | 4,028,802 | 4,979,357 | |||||
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust | ||||||||
5.50%, 04/25/2037 | $ | 11,328,382 | 11,270,888 | |||||
Wells Fargo Commercial Mortgage Trust 2013-120B | ||||||||
2.80%, 03/18/2028(2)(5) | 8,400,000 | 8,396,179 | ||||||
Wells Fargo Commercial Mortgage Trust 2015-C30 | ||||||||
3.66%, 09/15/2058 | 1,280,000 | 1,374,554 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-C33 | ||||||||
3.16%, 03/15/2059 | 1,225,000 | 1,283,094 | ||||||
4.51%, 03/15/2059(5) | 4,317,000 | 4,751,543 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-C35 | ||||||||
3.18%, 07/15/2048 | 3,155,000 | 3,241,858 | ||||||
Wells Fargo Commercial Mortgage Trust 2016-LC24 | ||||||||
3.37%, 10/15/2049 | 6,000,000 | 6,263,497 |
Wells Fargo Commercial Mortgage Trust 2017-C38 | ||||||||
3.45%, 07/15/2050 | 1,695,000 | 1,817,797 | ||||||
3.67%, 07/15/2050(5) | 1,315,000 | 1,399,500 | ||||||
Wells Fargo Commercial Mortgage Trust 2017-HSDB | ||||||||
2.89% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 12/13/2031(1)(2) | 8,100,000 | 8,076,204 | ||||||
3.14% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 12/13/2031(1)(2) | 6,700,000 | 6,666,962 | ||||||
3.88% (1 Month LIBOR USD + 1.84%, 1.85% Floor), 12/13/2031(1)(2) | 100,000 | 98,942 | ||||||
Wells Fargo Commercial Mortgage Trust 2019-C50 | ||||||||
4.19%, 05/15/2052 | 2,085,000 | 2,296,524 | ||||||
Wells Fargo Commercial Mortgage Trust 2019-C51 | ||||||||
3.31%, 06/15/2052 | 10,905,000 | 11,622,847 | ||||||
Wells Fargo Commercial Mortgage Trust 2019-JWDR | ||||||||
2.58%, 09/15/2031(2) | 6,560,000 | 6,548,732 | ||||||
2.79%, 09/15/2031(2) | 1,880,000 | 1,876,702 | ||||||
Wells Fargo Mortgage Backed Securities 2005-AR2 Trust | ||||||||
5.14%, 03/25/2035(5) | 796,170 | 819,600 | ||||||
WF-RBS Commercial Mortgage Trust 2011-C2 | ||||||||
5.84%, 02/15/2044(2)(5) | 3,500,000 | 3,586,814 | ||||||
WFRBS Commercial Mortgage Trust 2011-C5 | ||||||||
5.86%, 11/15/2044(2)(5) | 115,000 | 120,340 | ||||||
WFRBS Commercial Mortgage Trust 2012-C7 | ||||||||
4.97%, 06/15/2045(2)(5) | 690,000 | 577,762 | ||||||
WFRBS Commercial Mortgage Trust 2014-C19 | ||||||||
4.72%, 03/15/2047(5) | 329,000 | 355,091 | ||||||
WFRBS Commercial Mortgage Trust 2014-C22 | ||||||||
4.07%, 09/15/2057(5) | 4,250,000 | 4,543,193 | ||||||
Worldwide Plaza Trust 2017-WWP | ||||||||
3.53%, 11/10/2036(2) | 1,740,000 | 1,874,874 | ||||||
3.72%, 11/10/2036(2)(5) | 320,000 | 336,669 | ||||||
|
| |||||||
Total Mortgage-Backed Obligations (Cost: $5,878,301,246) | 5,980,650,496 | |||||||
|
| |||||||
Total Bonds & Notes (Cost: $17,365,796,744) | 17,827,313,424 | |||||||
|
| |||||||
BANK LOANS 2.44% | ||||||||
1011778 BC ULC | ||||||||
4.29% (LIBOR + 2.25%), 02/16/2024(1) | $ | 1,675,069 | $ | 1,680,094 |
ABG Intermediate Holdings 2 LLC | ||||||||
5.54% (LIBOR + 3.50%), 09/27/2024(1) | 2,348,839 | 2,339,538 | ||||||
Advanced Drainage Systems, Inc. | ||||||||
0.00% (LIBOR + 2.25%), 07/31/2026(1)(3) | 162,000 | 162,608 | ||||||
0.00%, 09/18/2026 | 682,000 | 684,558 | ||||||
Advanz Pharma Corp. | ||||||||
7.53% (LIBOR + 5.50%), 09/06/2024(1) | 1,787,380 | 1,681,264 | ||||||
Agiliti Health, Inc. | ||||||||
5.13% (LIBOR + 3.00%), 01/04/2026(1) | 2,109,400 | 2,104,127 | ||||||
AI Alpine U.S. Bidco, Inc. | ||||||||
4.80% (LIBOR + 2.75%), 10/31/2025(1) | 3,984,912 | 3,885,290 | ||||||
Albertsons LLC | ||||||||
4.79% (LIBOR + 2.75%), 08/17/2026(1) | 6,710,997 | 6,750,525 | ||||||
Aldevron, LLC | ||||||||
0.00% (LIBOR + 4.25%), 09/18/2026(1)(3) | 1,875,000 | 1,879,688 | ||||||
Alliant Holdings Intermediate LLC | ||||||||
5.05% (LIBOR + 3.00%), 05/09/2025(1) | 5,490,500 | 5,393,428 | ||||||
Alphabet Holding Company, Inc. | ||||||||
5.54% (LIBOR + 3.50%), 09/26/2024(1) | 98,000 | 90,528 | ||||||
Altice France SA | ||||||||
6.03% (LIBOR + 4.00%), 08/14/2026(1) | 1,389,500 | 1,384,873 | ||||||
AMC Entertainment Holdings, Inc. | ||||||||
5.23% (LIBOR + 3.00%), 04/22/2026(1) | 3,536,137 | 3,547,913 | ||||||
AmWINS Group, Inc. | ||||||||
4.80% (LIBOR + 2.75%), 01/25/2024(1) | 2,338,977 | 2,338,252 | ||||||
Ancestry.com Operations, Inc. | ||||||||
5.80% (LIBOR + 3.75%), 10/19/2023(1) | 1,898,010 | 1,872,709 | ||||||
Applied Systems, Inc. | ||||||||
5.10% (LIBOR + 3.00%), 09/19/2024(1) | 5,575,333 | 5,564,796 | ||||||
Aramark Services, Inc. | ||||||||
3.79% (LIBOR + 1.75%), 03/28/2024(1) | 1,631,808 | 1,632,493 | ||||||
3.79% (LIBOR + 1.75%), 03/11/2025(1) | 186,532 | 186,611 | ||||||
Ascend Learning, LLC | ||||||||
0.00% (LIBOR + 3.00%), 07/12/2024(1)(3) | 2,274,198 | 2,263,532 | ||||||
Asurion LLC | ||||||||
5.04% (LIBOR + 3.00%), 11/03/2023(1) | 441,108 | 442,692 | ||||||
5.04% (LIBOR + 3.00%), 11/03/2024(1) | 6,462,574 | 6,482,349 | ||||||
8.54% (LIBOR + 6.50%), 08/04/2025(1) | 2,485,000 | 2,523,517 |
Avantor, Inc. | ||||||||
5.04% (LIBOR + 3.00%), 11/21/2024(1) | 2,719,512 | 2,739,065 | ||||||
Avolon TLB Borrower 1 U.S. LLC | ||||||||
3.79% (LIBOR + 1.75%), 01/15/2025(1) | 3,161,092 | 3,170,829 | ||||||
Axalta Coating Systems U.S. Holdings, Inc. | ||||||||
3.85% (LIBOR + 1.75%), 06/01/2024(1) | 78,800 | 78,787 | ||||||
Azalea TopCo, Inc. | ||||||||
0.00% (LIBOR + 3.50%), 07/24/2026(1)(3) | 3,303,000 | 3,292,001 | ||||||
B&G Foods, Inc. | ||||||||
0.00% (LIBOR + 2.50%), 09/16/2026(1)(3) | 765,000 | 768,351 | ||||||
Bausch Health Companies, Inc. | ||||||||
5.04% (LIBOR + 3.00%), 06/02/2025(1) | 7,689,524 | 7,717,591 | ||||||
4.79% (LIBOR + 2.75%), 11/27/2025(1) | 1,487,039 | 1,489,270 | ||||||
Beacon Roofing Supply, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 01/02/2025(1) | 118,200 | 117,823 | ||||||
Berry Global, Inc. | ||||||||
4.55% (LIBOR + 2.50%), 07/01/2026(1) | 4,613,437 | 4,633,644 | ||||||
Brookfield WEC Holdings, Inc. | ||||||||
5.54% (LIBOR + 3.50%), 08/01/2025(1) | 5,544,659 | 5,557,855 | ||||||
BWAY Holding Co. | ||||||||
5.59% (LIBOR + 3.25%), 04/03/2024(1) | 2,123,660 | 2,077,066 | ||||||
C.H.I. Overhead Doors, Inc. | ||||||||
5.29% (LIBOR + 3.25%), 07/29/2022(1) | 1,149,337 | 1,148,625 | ||||||
Caesars Resort Collection LLC | ||||||||
4.79% (LIBOR + 2.75%), 12/23/2024(1) | 5,042,071 | 5,006,776 | ||||||
Calpine Corp. | ||||||||
4.86% (LIBOR + 2.75%), 04/05/2026(1) | 4,588,500 | 4,597,126 | ||||||
Catalent Pharma Solutions, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 05/18/2026(1) | 3,890,450 | 3,898,970 | ||||||
CenturyLink, Inc. | ||||||||
4.79% (LIBOR + 2.75%), 01/31/2025(1) | 754,891 | 749,440 | ||||||
CEOC LLC | ||||||||
4.04% (LIBOR + 2.00%), 10/07/2024(1) | 507,948 | 507,603 |
Ceridian HCM Holding, Inc. | ||||||||
5.04% (LIBOR + 3.00%), 04/30/2025(1) | 4,447,212 | 4,454,995 | ||||||
Change Healthcare Holdings, Inc. | ||||||||
4.54% (LIBOR + 2.50%), 03/01/2024(1) | 3,793,363 | 3,773,448 | ||||||
Charter Communications Operating LLC | ||||||||
4.05% (LIBOR + 2.00%), 04/30/2025(1) | 11,267,518 | 11,329,489 | ||||||
Charter NEX US, Inc. | ||||||||
5.54% (LIBOR + 3.50%), 05/16/2024(1) | 7,132,125 | 7,121,712 | ||||||
Churchill Downs, Inc. | ||||||||
4.05% (LIBOR + 2.00%), 12/27/2024(1) | 493,719 | 494,953 | ||||||
Clean Harbors, Inc. | ||||||||
3.79% (LIBOR + 1.75%), 06/28/2024(1) | 493,687 | 495,785 | ||||||
Clear Channel Outdoor Holdings, Inc. | ||||||||
0.00% (LIBOR + 3.50%), 08/21/2026(1)(3) | 2,300,000 | 2,304,922 | ||||||
CommScope, Inc. | ||||||||
5.29% (LIBOR + 3.25%), 04/06/2026(1) | 2,900,000 | 2,887,066 | ||||||
Core & Main Gp LLC | ||||||||
4.86% (LIBOR + 2.75%), 08/01/2024(1) | 98,250 | 97,329 | ||||||
Crown Holdings, Inc. | ||||||||
4.06% (LIBOR + 2.00%), 04/03/2025(1) | 26,832 | 26,913 | ||||||
CSC Holdings LLC | ||||||||
4.28% (LIBOR + 2.25%), 07/17/2025(1) | 3,960,605 | 3,954,229 | ||||||
4.28% (LIBOR + 2.25%), 01/15/2026(1) | 7,387,875 | 7,376,793 | ||||||
4.53% (LIBOR + 2.50%), 01/25/2026(1) | 296,250 | 296,250 | ||||||
CSC Holdings, LLC | ||||||||
0.00% (LIBOR + 2.50%), 04/15/2027(1)(3) | 3,000,000 | 3,000,000 | ||||||
Cypress Intermediate Holdings III, Inc. | ||||||||
4.80% (LIBOR + 2.75%), 04/29/2024(1) | 3,514,409 | 3,496,204 | ||||||
DaVita Inc. | ||||||||
4.29% (LIBOR + 2.25%), 08/12/2026(1) | 3,080,000 | 3,095,708 | ||||||
Dell International LLC | ||||||||
3.81% (LIBOR + 1.75%), 03/13/2024(1) | 2,271,250 | 2,269,365 | ||||||
4.05% (LIBOR + 2.00%), 09/19/2025(1) | 520,000 | 522,278 | ||||||
Delos Finance SARL | ||||||||
3.85% (LIBOR + 1.75%), 10/06/2023(1) | 1,416,667 | 1,420,463 |
Diamond Resorts International, Inc. | ||||||||
5.79% (LIBOR + 3.75%), 09/02/2023(1) | 3,127,154 | 3,035,684 | ||||||
Dubai World Corp. | ||||||||
2.50% (LIBOR + 2.50%), 09/30/2022(1) | 7,199,245 | 6,623,305 | ||||||
Dynasty Acquisition Co., Inc. | ||||||||
6.10% (LIBOR + 4.00%), 04/06/2026(1) | 4,618,671 | 4,637,423 | ||||||
6.10% (LIBOR + 4.00%), 04/06/2026(1) | 1,921,329 | 1,929,129 | ||||||
Eastern Power LLC | ||||||||
5.79% (LIBOR + 3.75%), 10/02/2023(1) | 2,021,331 | 2,026,102 | ||||||
Energizer Holdings, Inc. | ||||||||
4.38% (LIBOR + 2.25%), 12/17/2025(1) | 3,286,255 | 3,284,217 | ||||||
Envision Healthcare Corp. | ||||||||
5.79% (LIBOR + 3.75%), 10/10/2025(1) | 3,523,872 | 2,864,239 | ||||||
ExamWorks Group, Inc. | ||||||||
5.29% (LIBOR + 3.25%), 07/27/2023(1) | 2,422,617 | 2,429,691 | ||||||
Forest City Enterprises LP | ||||||||
6.04% (LIBOR + 4.00%), 12/08/2025(1) | 794,000 | 798,963 | ||||||
Formula One Management Ltd. | ||||||||
4.54% (LIBOR + 2.50%), 02/01/2024(1) | 4,190,000 | 4,130,293 | ||||||
Gentiva Health Services, Inc. | ||||||||
5.81% (LIBOR + 3.75%), 07/02/2025(1) | 316,800 | 318,384 | ||||||
Genworth Holdings, Inc. | ||||||||
6.67% (LIBOR + 4.50%), 03/07/2023(1) | 49,250 | 49,373 | ||||||
GFL Environmental Inc. | ||||||||
5.04% (LIBOR + 3.00%), 05/30/2025(1) | 4,508,586 | 4,468,324 | ||||||
Go Daddy Operating Co. LLC | ||||||||
4.04% (LIBOR + 2.00%), 02/15/2024(1) | 1,518,404 | 1,520,120 | ||||||
Gray Television, Inc. | ||||||||
4.83% (LIBOR + 2.50%), 01/02/2026(1) | 595,500 | 597,072 | ||||||
HB Fuller Co. | ||||||||
4.04% (LIBOR + 2.00%), 10/20/2024(1) | 2,829,840 | 2,816,341 | ||||||
HCA, Inc. | ||||||||
4.04% (LIBOR + 2.00%), 03/13/2025(1) | 3,211,736 | 3,219,380 | ||||||
Hilton Worldwide Finance LLC | ||||||||
3.77% (LIBOR + 1.75%), 06/22/2026(1) | 7,631,741 | 7,675,013 |
HUB International Ltd. | ||||||||
5.27% (LIBOR + 3.00%), 04/25/2025(1) | 2,816,669 | 2,781,855 | ||||||
Hyland Software, Inc. | ||||||||
5.29% (LIBOR + 3.25%), 07/01/2024(1) | 2,262,079 | 2,259,817 | ||||||
iHeartCommunications, Inc. | ||||||||
0.00% (LIBOR + 4.00%), 05/01/2026(1)(3) | 16,960,153 | 17,060,387 | ||||||
Intelsat Jackson Holdings SA | ||||||||
5.80% (LIBOR + 3.75%), 11/27/2023(1) | 3,715,000 | 3,723,136 | ||||||
6.55% (LIBOR + 4.50%), 01/02/2024(1) | 4,181,932 | 4,227,223 | ||||||
IPS Acquisition LLC | ||||||||
5.54% (LIBOR + 3.50%), 11/07/2024(1) | 546,242 | 547,607 | ||||||
IQVIA, Inc. | ||||||||
4.10% (LIBOR + 2.00%), 01/17/2025(1) | 740,554 | 743,146 | ||||||
IRB Holding Corp. | ||||||||
5.55% (LIBOR + 3.25%), 02/05/2025(1) | 98,500 | 97,994 | ||||||
Jaguar Holding Co. I LLC | ||||||||
4.54% (LIBOR + 2.50%), 08/18/2022(1) | 9,331,358 | 9,334,530 | ||||||
KAR Auction Services, Inc. | ||||||||
0.00% (LIBOR + 2.25%), 09/19/2026(1)(3) | 550,000 | 552,063 | ||||||
KFC Holding Co. | ||||||||
3.79% (LIBOR + 1.75%), 04/03/2025(1) | 11,511,698 | 11,521,252 | ||||||
Kronos, Inc. | ||||||||
5.25% (LIBOR + 3.00%), 11/01/2023(1) | 9,238,078 | 9,252,766 | ||||||
Lake Road Generating Company LP | ||||||||
0.00% (LIBOR + 2.00%), 02/22/2049(1)(3) | 4,550,000 | 4,515,875 | ||||||
Level 3 Financing, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 02/22/2024(1) | 12,770,000 | 12,788,644 | ||||||
Marriott Ownership Resorts, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 08/29/2025(1) | 297,750 | 298,992 | ||||||
McDermott International, Inc. | ||||||||
7.10% (LIBOR + 5.00%), 05/09/2025(1) | 3,630,231 | 2,282,508 | ||||||
Meredith Corp. | ||||||||
4.79% (LIBOR + 2.75%), 01/31/2025(1) | 57,874 | 57,917 | ||||||
Messer Industries GmbH | ||||||||
4.60% (LIBOR + 2.50%), 03/01/2026(1) | 2,988,321 | 2,980,491 |
MGM Growth Properties Operating Partnership LP | ||||||||
4.04% (LIBOR + 2.00%), 03/21/2025(1) | 248,072 | 248,452 | ||||||
Micro Holdings Corp. | ||||||||
5.79% (LIBOR + 3.75%), 09/13/2024(1) | 303,800 | 301,379 | ||||||
Microchip Technology, Inc. | ||||||||
4.05% (LIBOR + 2.00%), 05/29/2025(1) | 4,373,961 | 4,380,784 | ||||||
Mission Broadcasting, Inc. | ||||||||
4.35% (LIBOR + 2.25%), 01/17/2024(1) | 299,834 | 299,975 | ||||||
MPH Acquisition Holdings LLC | ||||||||
4.85% (LIBOR + 2.75%), 06/07/2023(1) | 4,142,681 | 3,939,855 | ||||||
Nascar Holdings, Inc. | ||||||||
0.00% (LIBOR + 2.75%), 07/27/2026(1)(3) | 774,000 | 778,714 | ||||||
Neiman Marcus Group LLC Ltd. | ||||||||
8.56% (LIBOR + 6.50%), 10/25/2023(1) | 8,304,840 | 6,325,548 | ||||||
Nexstar Broadcasting, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 01/17/2024(1) | 1,505,137 | 1,505,844 | ||||||
NVA Holdings, Inc. | ||||||||
4.79% (LIBOR + 2.75%), 02/02/2025(1) | 2,194,458 | 2,191,715 | ||||||
5.54% (LIBOR + 3.50%), 02/02/2025(1) | 2,224,425 | 2,221,644 | ||||||
Pacific Gas & Electric Co. | ||||||||
4.32% (LIBOR + 2.25%), 12/31/2020(1) | 14,524,942 | 14,597,567 | ||||||
Panther BF Aggregator 2 LP | ||||||||
5.54% (LIBOR + 3.50%), 04/30/2026(1) | 5,240,000 | 5,184,351 | ||||||
PAREXEL International | ||||||||
4.79% (LIBOR + 2.75%), 09/27/2024(1) | 88,315 | 83,726 | ||||||
Penn National Gaming, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 10/15/2025(1) | 496,250 | 498,334 | ||||||
PetSmart, Inc. | ||||||||
6.04% (LIBOR + 4.00%), 03/11/2022(1) | 646,683 | 630,115 | ||||||
Ply Gem Midco, Inc. | ||||||||
5.79% (LIBOR + 3.75%), 04/12/2025(1) | 1,156,336 | 1,130,318 | ||||||
PODS LLC | ||||||||
5.05% (LIBOR + 2.75%), 12/06/2024(1) | 755,369 | 753,480 | ||||||
Post Holdings, Inc. | ||||||||
4.04% (LIBOR + 2.00%), 05/24/2024(1) | 2,764,109 | 2,770,328 |
PQ Corp. | ||||||||
4.76% (LIBOR + 2.50%), 02/08/2025(1) | 3,699,773 | 3,702,844 | ||||||
Prime Security Services Borrower LLC | ||||||||
0.00% (LIBOR + 2.75%), 05/02/2022(1)(3) | 1,934,743 | 1,934,608 | ||||||
Qatar National Bank QPSC | ||||||||
3.04% (LIBOR + 0.90%), 12/22/2020(1) | 2,650,000 | 2,643,375 | ||||||
Refinitiv U.S. Holdings, Inc. | ||||||||
5.79% (LIBOR + 3.75%), 10/01/2025(1) | 9,148,416 | 9,194,158 | ||||||
Regionalcare Hospital Partners Holdings, Inc. | ||||||||
6.55% (LIBOR + 4.50%), 11/16/2025(1) | 7,146,010 | 7,147,153 | ||||||
Reynolds Group Holdings, Inc. | ||||||||
4.79% (LIBOR + 2.75%), 02/05/2023(1) | 3,277,720 | 3,281,817 | ||||||
Sabre GLBL, Inc. | ||||||||
4.04% (LIBOR + 2.00%), 02/22/2024(1) | 1,609,523 | 1,615,188 | ||||||
SBA Senior Finance II LLC | ||||||||
4.05% (LIBOR + 2.00%), 04/11/2025(1) | 1,580,000 | 1,580,063 | ||||||
Scientific Games International, Inc. | ||||||||
4.88% (LIBOR + 2.75%), 08/14/2024(1) | 6,344,210 | 6,284,765 | ||||||
Sequa Mezzanine Holdings LLC | ||||||||
7.19% (LIBOR + 5.00%), 11/28/2021(1) | 8,696,569 | 8,609,603 | ||||||
11.27% (LIBOR + 9.00%), 04/28/2022(1) | 660,000 | 648,450 | ||||||
Sigma Holdco BV | ||||||||
3.50% (EURIBOR + 3.50%), 07/02/2025(1) | EUR | 690,000 | 751,832 | |||||
Sinclair Television Group, Inc. | ||||||||
4.54% (LIBOR + 2.50%), 09/30/2026(1) | $ | 637,000 | 638,860 | |||||
Solera, LLC | ||||||||
0.00% (LIBOR + 2.75%), 03/03/2023(1)(3) | 4,588,114 | 4,563,521 | ||||||
Sprint Communications, Inc. | ||||||||
4.56% (LIBOR + 2.50%), 02/02/2024(1) | 738,636 | 732,868 | ||||||
5.06% (LIBOR + 3.00%), 02/02/2024(1) | 372,187 | 370,907 | ||||||
SS&C Technologies Holdings, Inc. | ||||||||
4.29% (LIBOR + 2.25%), 04/16/2025(1) | 686,020 | 687,736 | ||||||
4.29% (LIBOR + 2.25%), 04/16/2025(1) | 461,167 | 462,320 | ||||||
Starfruit U.S. Holdco LLC | ||||||||
5.29% (LIBOR + 3.25%), 10/01/2025(1) | 1,601,726 | 1,566,488 |
Stars Group Holdings BV | ||||||||
5.60% (LIBOR + 3.50%), 07/10/2025(1) | 2,193,835 | 2,202,062 | ||||||
Station Casinos LLC | ||||||||
4.55% (LIBOR + 2.50%), 06/08/2023(1) | 1,201,212 | 1,205,140 | ||||||
Summit Materials LLC | ||||||||
4.04% (LIBOR + 2.00%), 11/21/2024(1) | 3,265,915 | 3,268,985 | ||||||
Sunshine Luxembourg VII Sarl | ||||||||
0.00% (EURIBOR + 3.75%), 09/23/2026(1)(3) | EUR | 1,000,000 | 1,097,253 | |||||
Syniverse Holdings, Inc. | ||||||||
7.03% (LIBOR + 5.00%), 03/09/2023(1) | $ | 464,536 | 436,445 | |||||
Tanzania (REP OF) Term Loan | ||||||||
0.00%, 12/10/2019(6) | 200,000 | 198,000 | ||||||
Telenet Financing USD LLC | ||||||||
4.28% (LIBOR + 2.25%), 08/15/2026(1) | 1,250,000 | 1,249,225 | ||||||
Trans Union LLC | ||||||||
4.04% (LIBOR + 2.00%), 06/19/2025(1) | 2,439,125 | 2,445,223 | ||||||
Transdigm Inc. | ||||||||
4.54% (LIBOR + 2.50%), 05/30/2025(1) | 744,332 | 740,693 | ||||||
Tronox Finance LLC | ||||||||
4.82% (LIBOR + 2.75%), 09/23/2024(1) | 133,813 | 133,694 | ||||||
Uber Technologies, Inc. | ||||||||
5.55% (LIBOR + 3.50%), 07/13/2023(1) | 424,733 | 421,106 | ||||||
6.03% (LIBOR + 4.00%), 04/04/2025(1) | 2,817,517 | 2,796,977 | ||||||
UFC Holdings LLC | ||||||||
5.30% (LIBOR + 3.25%), 04/29/2026(1) | 9,207,794 | 9,224,460 | ||||||
Univision Communications, Inc. | ||||||||
4.79% (LIBOR + 2.75%), 03/15/2024(1) | 4,353,278 | 4,227,208 | ||||||
Viant Medical Holdings, Inc. | ||||||||
5.85% (LIBOR + 3.75%), 07/02/2025(1) | 510,922 | 476,435 | ||||||
Vistra Operations Company LLC | ||||||||
4.04% (LIBOR + 2.00%), 08/04/2023(1) | 2,598,329 | 2,605,916 | ||||||
4.04% (LIBOR + 2.00%), 12/31/2025(1) | 4,018,388 | 4,028,996 | ||||||
Wand Newco 3, Inc. | ||||||||
0.00% (LIBOR + 3.50%), 02/05/2026(1)(3) | 1,795,500 | 1,803,921 |
Welbilt, Inc. | ||||||||
0.00% (LIBOR + 2.50%), 10/23/2025(1)(3) | 4,500,000 | 4,505,625 | ||||||
West Corp. | ||||||||
6.04% (LIBOR + 4.00%), 10/10/2024(1) | 76,485 | 68,193 | ||||||
Western Digital Corp. | ||||||||
3.61% (LIBOR + 1.50%), 02/27/2023(1) | 4,294,231 | 4,278,127 | ||||||
Western Digital Corporation | ||||||||
0.00% (LIBOR + 1.75%), 04/29/2023(1)(3) | 1,675,017 | 1,668,384 | ||||||
Whatabrands LLC | ||||||||
5.52% (LIBOR + 3.25%), 08/02/2026(1) | 233,000 | 233,904 | ||||||
WideOpenWest Finance LLC | ||||||||
5.29% (LIBOR + 3.25%), 08/18/2023(1) | 977,298 | 941,871 | ||||||
Wyndham Hotels & Resorts, Inc. | ||||||||
3.79% (LIBOR + 1.75%), 05/30/2025(1) | 198,000 | 198,853 | ||||||
Zayo Group LLC | ||||||||
4.04% (LIBOR + 2.00%), 01/19/2021(1) | 1,587,300 | 1,589,617 | ||||||
4.29% (LIBOR + 2.25%), 01/19/2024(1) | 785,000 | 786,280 | ||||||
|
| |||||||
Total Bank Loans (Cost: $458,071,539) | 455,400,643 | |||||||
|
| |||||||
Shares | Value | |||||||
COMMON STOCKS 0.06% | ||||||||
Communications 0.04% | ||||||||
Clear Channel Outdoor Holdings, Inc. - Class A(13) | 2,064,946 | $ | 5,203,664 | |||||
iHeartMedia, Inc. - Class A(13) | 139,553 | 2,093,295 | ||||||
iHeartMedia, Inc. - Class B(6)(13) | 1,787 | 26,805 | ||||||
|
| |||||||
7,323,764 | ||||||||
|
| |||||||
Consumer, Cyclical 0.02% | ||||||||
Caesars Entertainment Corp.(13) | 338,983 | 3,952,542 | ||||||
|
| |||||||
Total Common Stocks (Cost: $15,794,687) | 11,276,306 | |||||||
|
| |||||||
CONVERTIBLE PREFERRED STOCKS 0.04% | ||||||||
Consumer, Non-cyclical 0.04% | ||||||||
Bunge Ltd., 4.88% | 68,719 | 6,983,912 | ||||||
|
| |||||||
Total Convertible Preferred Stocks (Cost: $7,282,070) | 6,983,912 | |||||||
|
|
WARRANTS 0.06% | ||||||||
Communications 0.06% | ||||||||
iHeartMedia, Inc., expires 05/01/2039(6)(13) | 723,037 | $ | 10,845,555 | |||||
|
| |||||||
Total Warrants (Cost: $14,531,679) |
| 10,845,555 | ||||||
|
| |||||||
SHORT-TERM INVESTMENTS 5.17% | ||||||||
Money Market Funds 4.45% | ||||||||
Fidelity Institutional Money Market Government Fund - Class I, 1.90%(14)(15) | 829,060,343 | 829,060,343 | ||||||
|
| |||||||
Total Money Market Funds (Cost: $829,060,343) | 829,060,343 | |||||||
|
| |||||||
Principal Amount | Value | |||||||
Repurchase Agreements 0.24% | ||||||||
Bank of America Securities, Inc., 2.40% dated 09/30/2019, due 10/01/2019, repurchase price $3,200,213 (collateralized by U.S. Treasury Note, value $3,269,737, 2.75%, 09/15/2021) | 3,200,000 | 3,200,000 | ||||||
J.P. Morgan Securities, 2.75% dated 09/27/2019, due 10/01/2019, repurchase price $5,000,764 (collateralized by U.S. Treasury Inflation Indexed Bond, value $5,125,801, 0.50%, 01/15/2028) | 5,000,000 | 5,000,000 | ||||||
J.P. Morgan Securities, 2.75% dated 09/27/2019, due 10/01/2019, repurchase price $24,803,789 (collateralized by U.S. Treasury Note, value $25,430,667, 2.63%, 08/15/2020) | 24,800,000 | 24,800,000 | ||||||
J.P. Morgan Securities, 2.08% dated 09/30/2019, due 10/02/2019, repurchase price $11,101,283 (collateralized by U.S. Treasury Note, value $11,346,034, 2.63%, 08/15/2020) | 11,100,000 | 11,100,000 | ||||||
|
| |||||||
Total Repurchase Agreements (Cost: $44,100,000) | 44,100,000 | |||||||
|
| |||||||
U.S. Treasury Bills 0.42% | ||||||||
U.S. Treasury Bill, 0.00%, 10/10/2019 | 53,660,000 | 53,636,133 | ||||||
U.S. Treasury Bill, 0.00%, 10/22/2019(10) | 609,000 | 608,358 | ||||||
U.S. Treasury Bill, 0.00%, 12/26/2019(10) | 4,915,000 | 4,894,003 | ||||||
U.S. Treasury Bill, 0.00%, 04/23/2020 | 20,000,000 | 19,797,961 | ||||||
|
| |||||||
Total U.S. Treasury Bills (Cost: $78,876,157) | 78,936,455 | |||||||
|
| |||||||
Time Deposits 0.06% | ||||||||
Banco Santander, Frankfurt, 1.40% due 10/01/2019 | 365,534 | 365,535 | ||||||
BNP Paribas, Paris, -0.67% due 10/01/2019 | EUR | 393,661 | 429,071 | |||||
BNP Paribas, Paris, 1.40% due 10/01/2019 | $ | 9,159,207 | 9,159,207 |
Brown Brothers Harriman, -1.62% due 10/01/2019 | CHF | 121,337 | 121,574 | |||||
Brown Brothers Harriman, -0.67% due 10/01/2019 | EUR | 500 | 545 | |||||
Brown Brothers Harriman, -0.51% due 10/01/2019 | SEK | 688,340 | 69,924 | |||||
Brown Brothers Harriman, -0.26% due 10/01/2019 | JPY | 85,071 | 787 | |||||
Brown Brothers Harriman, 0.25% due 10/01/2019 | AUD | 494,596 | 333,827 | |||||
Brown Brothers Harriman, 0.65% due 10/01/2019 | NZD | 294 | 184 | |||||
Brown Brothers Harriman, 0.89% due 10/01/2019 | CAD | 155,114 | 117,080 | |||||
Citibank, London, 0.38% due 10/01/2019 | GBP | 101,444 | 124,731 | |||||
Citibank, New York, 1.40% due 10/01/2019 | $ | 281,929 | 281,929 | |||||
|
| |||||||
Total Time Deposits (Cost: $11,004,394) | 11,004,394 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $963,040,894) |
| 963,101,192 | ||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 103.54% | ||||||||
(Cost: $18,824,517,613) | 19,274,921,032 | |||||||
|
| |||||||
LIABILITIES IN EXCESS OF OTHER ASSETS (3.54)% | (659,674,751 | ) | ||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 18,615,246,281 | ||||||
|
|
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
ARS Argentine Peso
AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
EUR Euro
GBP British Pound
ILS Israeli New Shekel
JPY Japanese Yen
MYR Malaysian Ringgit
NOK Norwegian Krone
NZD New Zealand Dollar
PEN Peruvian Sol
SEK Swedish Krona
(1) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2019. |
(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 total $3,793,613,016, which represents 20.38% of total net assets. |
(3) | Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. |
(4) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. The rate reported is the rate in effect as of September 30, 2019. |
(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, 2019. |
(6) | Security that is categorized as Level 3 per the Trusts fair value hierarchy. These securities represent $11,084,741 or 0.06% of the Funds net assets. |
(7) | Payment in-kind security for which part of the income earned may be paid as additional principal. |
(8) | Security in default as of September 30, 2019. The value of these securities total $44,268,060, which represents 0.24% of total net assets. |
(9) | Inflation protected security. The value of these securities total $229,965,493, which represents 1.24% of total net assets. |
(10) | Partially assigned as collateral for certain future and swap contracts. The value of these pledged issues totals $43,307,444, which represents 0.23% of total net assets. |
(11) | All or a portion of U.S. Treasuries purchased in a sale-buyback transaction. The value of these securities total $22,141,759, which represents 0.12% of total net assets. |
(12) | Delayed delivery purchase commitment security. The value of these securities total $494,286,364, which represents 2.66% of total net assets. |
(13) | Non-income producing security. |
(14) | Represents annualized seven-day yield as of the close of the reporting period. |
(15) | Partially assigned as collateral for certain delayed delivery securities. |
The accompanying notes are an integral part of this Schedule of Investments.
Sale-Buyback Transactions
Counterparty | Borrowing Date | Maturity Date | Borrowing Rate | Amount Borrowed | ||||||||||||
Goldman Sachs | 9/24/2019 | 10/1/2019 | 2.25 | % | 22,141,759 | |||||||||||
|
| |||||||||||||||
22,141,759 | ||||||||||||||||
|
|
Over-the-Counter Total Return Swap Contracts - Purchased
Counterparty | Reference Entity | Floating Rate Paid by | Payment Fequency | Maturity Date | Notional Amount | Upfront Premium Paid / (Received) | Unrealized Appreciation / (Depreciation) | Value | ||||||||||||||||||
J.P. Morgan | IBOXX USD Liquid High Yield Index Series 1 | 3-Month LIBOR Paid | Quarterly | 12/20/2019 | $ | 2,700,000 | $ | (16,388 | ) | $ | 97,144 | $ | 80,756 |
Centrally Cleared Interest Rate Swaps
Fixed Annual Rate | Floating Rate Index | Floating Rate | Payment | Maturity Date | Notional Amount | Upfront Premium Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | Value | ||||||||||||||||||
2.25 | % | 3 Month USD LIBOR | Received | Quarterly | 3/12/2050 | $ | 51,700,000 | $ | (163,068 | ) | $ | (6,309,617 | ) | $ | (6,472,685 | ) | ||||||||||
2.50 | 3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 107,900,000 | (1,216,040 | ) | 9,885,419 | 8,669,379 | |||||||||||||||||
2.50 | 3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 94,300,000 | 1,915,333 | 5,661,335 | 7,576,668 | ||||||||||||||||||
2.54 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 12,000,000 | | (517,298 | ) | (517,298 | ) | ||||||||||||||||
2.55 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 12,000,000 | | (520,943 | ) | (520,943 | ) | ||||||||||||||||
2.56 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 12,000,000 | | (525,761 | ) | (525,761 | ) | ||||||||||||||||
2.57 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 6,000,000 | | (266,070 | ) | (266,070 | ) | ||||||||||||||||
2.58 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 17,900,000 | | (800,379 | ) | (800,379 | ) | ||||||||||||||||
2.61 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 18,000,000 | | (824,965 | ) | (824,965 | ) | ||||||||||||||||
2.61 | 3 Month USD LIBOR | Received | Quarterly | 2/5/2024 | 6,000,000 | | (275,314 | ) | (275,314 | ) | ||||||||||||||||
3.00 | 3 Month USD LIBOR | Paid | Quarterly | 6/19/2029 | 47,200,000 | 3,691,029 | 2,754,871 | 6,445,900 | ||||||||||||||||||
3.00 | 6 Month Australian BBSW | Paid | Semi-Annual | 3/21/2027 | AUD | 109,400,000 | 690,522 | 9,751,505 | 10,442,027 | |||||||||||||||||
(0.15 | ) | 6 Month EURIBOR | Received | Semi-Annual | 3/18/2030 | EUR | 16,100,000 | 294,649 | (224,689 | ) | 69,960 | |||||||||||||||
0.75 | 6 Month GBP LIBOR | Received | Semi-Annual | 3/18/2030 | GBP | 18,700,000 | 194,496 | (443,539 | ) | (249,043 | ) | |||||||||||||||
0.75 | 6 Month GBP LIBOR | Received | Semi-Annual | 3/18/2050 | 6,000,000 | 146,155 | (243,854 | ) | (97,699 | ) | ||||||||||||||||
7.15 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 6/11/2027 | MXN | 25,800,000 | (19,340 | ) | 57,123 | 37,783 | ||||||||||||||||
7.36 | Mexico Interbank TIIE 28 Day | Received | Lunar | 8/21/2037 | 900,000 | 3,386 | (4,619 | ) | (1,233 | ) | ||||||||||||||||
7.37 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 10/11/2027 | 40,300,000 | (2,105 | ) | 90,168 | 88,063 | |||||||||||||||||
7.38 | Mexico Interbank TIIE 28 Day | Received | Lunar | 8/14/2037 | 1,300,000 | 4,773 | (6,692 | ) | (1,919 | ) | ||||||||||||||||
7.61 | Mexico Interbank TIIE 28 Day | Received | Lunar | 1/23/2023 | 222,400,000 | 158,401 | (526,402 | ) | (368,001 | ) | ||||||||||||||||
7.75 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 1/5/2023 | 1,400,000 | | 2,582 | 2,582 | ||||||||||||||||||
7.81 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 2/6/2023 | 2,800,000 | | 5,563 | 5,563 | ||||||||||||||||||
7.82 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 2/6/2023 | 2,800,000 | (428 | ) | 6,057 | 5,629 | |||||||||||||||||
7.87 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/27/2022 | 3,400,000 | | 6,834 | 6,834 | ||||||||||||||||||
7.88 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/16/2022 | 2,000,000 | | 4,029 | 4,029 | ||||||||||||||||||
7.88 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/27/2022 | 36,000,000 | 11,549 | 61,634 | 73,183 | ||||||||||||||||||
7.91 | Mexico Interbank TIIE 28 Day | Received | Lunar | 12/30/2027 | 800,000 | | (3,193 | ) | (3,193 | ) | ||||||||||||||||
7.98 | Mexico Interbank TIIE 28 Day | Received | Lunar | 12/10/2027 | 3,300,000 | (24 | ) | (13,937 | ) | (13,961 | ) | |||||||||||||||
7.99 | Mexico Interbank TIIE 28 Day | Received | Lunar | 12/21/2027 | 100,000 | | (425 | ) | (425 | ) |
8.01 | Mexico Interbank TIIE 28 Day | Received | Lunar | 12/21/2027 | 20,200,000 | (9,795 | ) | (77,118 | ) | (86,913 | ) | |||||||||||||||
8.03 | Mexico Interbank TIIE 28 Day | Received | Lunar | 1/31/2028 | 1,600,000 | 13 | (7,073 | ) | (7,060 | ) | ||||||||||||||||
8.05 | Mexico Interbank TIIE 28 Day | Received | Lunar | 1/31/2028 | 2,400,000 | 645 | (11,396 | ) | (10,751 | ) | ||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||
$ | 5,700,151 | $ | 16,683,836 | $ | 22,383,987 | |||||||||||||||||||||
|
|
|
|
|
|
Over-the-Counter Credit Default Swaps Sell Protection
Counterparty | Reference Entity | Fixed Annual Rate Received by Fund | Maturity Date | Implied Credit Spread at September 30, 2019 | Notional Amount | Upfront Premium Paid/(Received) | Unrealized Appreciation/ (Depreciation) | Value | ||||||||||||||||||||
J.P. Morgan | Argentine Republic | 5.00 | % | 6/20/2023 | 47.05 | % | $ | 200,000 | $ | 1,168 | $ | (119,858 | ) | $ | (118,690 | ) | ||||||||||||
J.P. Morgan | Barclays Bank | 1.00 | % | 6/20/2024 | 0.59 | % | EUR | 1,000,000 | 12,566 | 9,141 | 21,707 | |||||||||||||||||
Goldman Sachs | Federative Republic of Brazil | 1.00 | % | 12/20/2024 | 1.37 | % | $ | 3,200,000 | (49,800 | ) | (7,085 | ) | (56,885 | ) | ||||||||||||||
Deutsche Bank | CMBX.NA.AAA.10 | 0.50 | % | 11/17/2059 | 0.36 | % | 16,450,000 | (272,865 | ) | 423,161 | 150,296 | |||||||||||||||||
Morgan Stanley | Republic of Colombia | 1.00 | % | 12/20/2024 | 0.94 | % | 6,940,000 | 25,090 | 16,653 | 41,743 | ||||||||||||||||||
Morgan Stanley | Republic of Colombia | 1.00 | % | 12/20/2024 | 0.94 | % | 11,000,000 | 49,161 | 17,003 | 66,164 | ||||||||||||||||||
Bank of America | Republic of Colombia | 1.00 | % | 12/20/2024 | 0.94 | % | 10,335,000 | 52,281 | 9,883 | 62,164 | ||||||||||||||||||
Goldman Sachs | Republic of Colombia | 1.00 | % | 12/20/2024 | 0.94 | % | 21,350,000 | 89,597 | 38,821 | 128,418 | ||||||||||||||||||
Goldman Sachs | Republic of Colombia | 1.00 | % | 12/20/2024 | 0.94 | % | 21,495,000 | 90,206 | 39,084 | 129,290 | ||||||||||||||||||
Morgan Stanley | Devon Energy Corp. | 1.00 | % | 12/20/2024 | 1.07 | % | 525,000 | | (1,568 | ) | (1,568 | ) | ||||||||||||||||
Goldman Sachs | Federative Republic of Brazil | 1.00 | % | 6/20/2024 | 1.25 | % | 300,000 | (9,569 | ) | 6,370 | (3,199 | ) | ||||||||||||||||
Goldman Sachs | Republic of Indonesia | 1.00 | % | 12/20/2024 | 0.91 | % | 17,932,741 | 129,785 | 4,406 | 134,191 | ||||||||||||||||||
Barclays Bank | Republic of Indonesia | 1.00 | % | 12/20/2024 | 0.91 | % | 4,057,181 | 26,378 | (6,387 | ) | 19,991 | |||||||||||||||||
Morgan Stanley | Republic of Indonesia | 1.00 | % | 12/20/2024 | 0.91 | % | 9,737,235 | 64,489 | (16,509 | ) | 47,980 | |||||||||||||||||
Goldman Sachs | Republic of Indonesia | 1.00 | % | 12/20/2024 | 0.91 | % | 12,982,980 | 82,783 | (18,810 | ) | 63,973 | |||||||||||||||||
Morgan Stanley | Republic of Indonesia | 1.00 | % | 12/20/2024 | 0.91 | % | 23,489,863 | 149,777 | (34,033 | ) | 115,744 | |||||||||||||||||
Morgan Stanley | United Mexican States | 1.00 | % | 12/20/2024 | 1.16 | % | 2,800,000 | (22,865 | ) | 1,362 | (21,503 | ) | ||||||||||||||||
J.P. Morgan | Republic of South Africa | 1.00 | % | 6/20/2023 | 1.53 | % | 9,400,000 | (521,054 | ) | 372,750 | (148,304 | ) | ||||||||||||||||
Goldman Sachs | Republic of South Africa | 1.00 | % | 6/20/2024 | 1.81 | % | 4,700,000 | (189,841 | ) | 26,026 | (163,815 | ) | ||||||||||||||||
Goldman Sachs | Republic Of South Africa | 1.00 | % | 12/20/2024 | 1.94 | % | 5,016,559 | (187,987 | ) | (20,509 | ) | (208,496 | ) | |||||||||||||||
Goldman Sachs | Republic Of South Africa | 1.00 | % | 12/20/2024 | 1.94 | % | 5,336,765 | (201,531 | ) | (20,273 | ) | (221,804 | ) | |||||||||||||||
Goldman Sachs | Republic Of South Africa | 1.00 | % | 12/20/2024 | 1.94 | % | 32,099,004 | (1,243,993 | ) | (172,123 | ) | (1,416,116 | ) | |||||||||||||||
J.P. Morgan | Republic Of South Africa | 1.00 | % | 12/20/2024 | 1.94 | % | 5,393,140 | (209,011 | ) | (28,919 | ) | (237,930 | ) | |||||||||||||||
J.P. Morgan | Republic Of South Africa | 1.00 | % | 12/20/2024 | 1.94 | % | 5,909,294 | (229,015 | ) | (31,687 | ) | (260,702 | ) | |||||||||||||||
Morgan Stanley | Republic of Turkey | 1.00 | % | 6/20/2024 | 3.46 | % | 2,000,000 | (306,504 | ) | 103,745 | (202,759 | ) | ||||||||||||||||
Goldman Sachs | Russia Emerging Markets | 1.00 | % | 12/20/2022 | 0.53 | % | 1,500,000 | (22,016 | ) | 44,667 | 22,651 | |||||||||||||||||
J.P. Morgan | Russia Emerging Markets | 1.00 | % | 6/20/2023 | 0.62 | % | 18,200,000 | (423,777 | ) | 679,384 | 255,607 | |||||||||||||||||
Goldman Sachs | Russia Emerging Markets | 1.00 | % | 12/20/2023 | 0.69 | % | 300,000 | (4,099 | ) | 7,999 | 3,900 |
Goldman Sachs | Russia Emerging Markets | 1.00 | % | 6/20/2024 | 0.78 | % | 26,300,000 | (403,669 | ) | 667,274 | 263,605 | |||||||||||||||||||
Goldman Sachs | Teva Pharmaceutical Finance | 1.00 | % | 6/20/2022 | 6.08 | % | 210,000 | (11,846 | ) | (13,834 | ) | (25,680 | ) | |||||||||||||||||
Morgan Stanley | United Mexican States | 1.00 | % | 12/20/2022 | 0.72 | % | 3,800,000 | 3,109 | 31,168 | 34,277 | ||||||||||||||||||||
Goldman Sachs | United Mexican States | 1.00 | % | 6/20/2023 | 0.84 | % | 29,900,000 | (187,013 | ) | 372,707 | 185,694 | |||||||||||||||||||
J.P. Morgan | United Mexican States | 1.00 | % | 12/20/2023 | 0.92 | % | 5,400,000 | (100,898 | ) | 119,446 | 18,548 | |||||||||||||||||||
Goldman Sachs | United Mexican States | 1.00 | % | 12/20/2023 | 0.92 | % | 9,100,000 | (163,907 | ) | 221,231 | 57,324 | |||||||||||||||||||
J.P. Morgan | United Mexican States | 1.00 | % | 6/20/2024 | 1.06 | % | 300,000 | (4,753 | ) | 4,097 | (656 | ) | ||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||
$ | (3,989,623 | ) | $ | 2,724,783 | $ | (1,264,840 | ) | |||||||||||||||||||||||
|
|
|
|
|
|
Centrally Cleared Credit Default Swaps Sell Protection
Reference Entity | Fixed Annual Rate Received by Fund | Maturity Date | Implied Credit Spread at September 30, 2019 | Notional Amount | Upfront Premium Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | Value | |||||||||||||||||||||
CDX.EM.28 | 1.00 | % | 12/20/2022 | | $ | 9,894,000 | $ | (277,068 | ) | $ | 88,460 | $ | (188,608 | ) | ||||||||||||||
CDX.EM.29 | 1.00 | 6/20/2023 | | 2,000,000 | (32,772 | ) | (28,830 | ) | (61,602 | ) | ||||||||||||||||||
CDX.EM.30 | 1.00 | 12/20/2023 | | 10,500,000 | (432,342 | ) | 22,007 | (410,335 | ) | |||||||||||||||||||
CDX.EM.31 | 1.00 | 6/20/2024 | | 28,000,000 | (963,893 | ) | (341,744 | ) | (1,305,637 | ) | ||||||||||||||||||
CDX.EM.32 | 1.00 | 12/20/2024 | | 2,400,000 | (118,320 | ) | (7,290 | ) | (125,610 | ) | ||||||||||||||||||
Deutsche Bank AG | 1.00 | 12/20/2019 | 0.46 | % | EUR | 5,100,000 | 10,000 | (1,538 | ) | 8,462 | ||||||||||||||||||
General Electric Co. | 1.00 | 12/20/2023 | 0.99 | % | $ | 700,000 | (29,276 | ) | 29,877 | 601 | ||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$ | (1,843,671 | ) | $ | (239,058 | ) | $ | (2,082,729 | ) | ||||||||||||||||||||
|
|
|
|
|
|
Over-the-Counter Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Settlement Date | Counterparty | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
BRL | 15,535,000 | USD | 3,730,429 | 10/02/19 | Morgan Stanley | $ | 8,484 | |||||||||||||
CAD | 12,337,000 | USD | 9,300,112 | 11/15/19 | J.P. Morgan | 18,384 | ||||||||||||||
CAD | 13,773,000 | USD | 10,348,159 | 11/15/19 | Morgan Stanley | 54,991 | ||||||||||||||
ILS | 43,277,000 | USD | 12,329,981 | 10/10/19 | Citigroup Global Markets | 124,919 | ||||||||||||||
RUB | 3,067,075,789 | USD | 46,474,731 | 11/15/19 | Morgan Stanley | 540,333 | ||||||||||||||
RUB | 249,817,460 | USD | 3,774,128 | 12/16/19 | Morgan Stanley | 38,146 | ||||||||||||||
TRY | 49,657,183 | USD | 8,633,746 | 10/25/19 | Morgan Stanley | 87,406 | ||||||||||||||
TRY | 109,787,077 | USD | 19,071,190 | 10/28/19 | J.P. Morgan | 189,718 | ||||||||||||||
USD | 1,215,948 | AUD | 1,778,000 | 10/02/19 | BNP Paribas | 15,887 | ||||||||||||||
USD | 8,685,530 | EUR | 7,877,000 | 10/02/19 | BNP Paribas | 99,991 | ||||||||||||||
USD | 996,955 | GBP | 800,000 | 10/02/19 | BNP Paribas | 13,316 | ||||||||||||||
USD | 1,736,887 | EUR | 1,576,000 | 10/02/19 | J.P. Morgan | 19,125 | ||||||||||||||
USD | 32,620,449 | AUD | 48,322,654 | 10/02/19 | Morgan Stanley | 5,069 | ||||||||||||||
USD | 4,052,221 | BRL | 15,535,000 | 10/02/19 | Morgan Stanley | 313,307 | ||||||||||||||
USD | 243,266,698 | EUR | 219,254,000 | 10/02/19 | Morgan Stanley | 4,290,728 | ||||||||||||||
USD | 5,815,177 | JPY | 613,600,000 | 10/02/19 | Morgan Stanley | 140,263 | ||||||||||||||
USD | 12,417,712 | KRW* | 14,635,515,000 | 10/11/19 | Bank of America | 207,881 | ||||||||||||||
USD | 9,830,978 | KRW* | 11,500,000,000 | 10/11/19 | Morgan Stanley | 236,983 | ||||||||||||||
USD | 8,351,766 | CZK | 194,450,000 | 10/18/19 | Barclays Bank | 133,510 | ||||||||||||||
USD | 43,338,053 | MXN | 844,845,000 | 10/23/19 | BNP Paribas | 688,751 | ||||||||||||||
USD | 206,224,416 | GBP | 167,141,000 | 11/04/19 | Bank of America | 419,455 | ||||||||||||||
USD | 242,967,978 | EUR | 221,995,000 | 11/04/19 | J.P. Morgan | 355,264 | ||||||||||||||
USD | 136,903 | JPY | 14,700,000 | 11/05/19 | Morgan Stanley | 617 | ||||||||||||||
USD | 5,251,953 | COP | 17,556,230,000 | 11/08/19 | Goldman Sachs | 215,987 | ||||||||||||||
USD | 21,417,109 | NZD | 33,217,000 | 11/15/19 | BNP Paribas | 594,850 | ||||||||||||||
USD | 35,909,449 | CAD | 47,531,000 | 11/15/19 | J.P. Morgan | 7,896 | ||||||||||||||
USD | 7,915,093 | PLN | 30,730,000 | 11/15/19 | J.P. Morgan | 247,281 | ||||||||||||||
USD | 2,707,941 | EUR | 2,454,829 | 11/22/19 | Barclays Bank | 21,956 | ||||||||||||||
USD | 1,577,840 | EUR | 1,417,629 | 11/22/19 | Citigroup Global Markets | 26,722 | ||||||||||||||
USD | 9,628,119 | EUR | 8,617,000 | 11/22/19 | Goldman Sachs | 199,710 |
USD | 22,232,792 | EUR | 19,893,000 | 11/22/19 | State Street | 466,593 | ||||||||||||||
USD | 8,522,590 | PEN* | 28,785,046 | 12/06/19 | BNP Paribas | 5,276 | ||||||||||||||
USD | 10,410,330 | CAD | 13,690,000 | 12/18/19 | Bank of America | 63,441 | ||||||||||||||
USD | 6,664,739 | ARS* | 345,899,999 | 02/27/20 | Deutsche Bank | 2,539,729 | ||||||||||||||
|
| |||||||||||||||||||
Total Unrealized Appreciation | 12,391,969 | |||||||||||||||||||
|
| |||||||||||||||||||
ARS* | 345,899,999 | USD | 6,221,223 | 02/27/20 | J.P. Morgan | (2,096,213 | ) | |||||||||||||
AUD | 49,661,000 | USD | 33,729,827 | 10/02/19 | BNP Paribas | (211,129 | ) | |||||||||||||
BRL | 15,535,000 | USD | 4,105,444 | 10/02/19 | Morgan Stanley | (366,530 | ) | |||||||||||||
COP | 17,556,230,000 | USD | 5,463,614 | 11/08/19 | Credit Suisse | (427,647 | ) | |||||||||||||
CZK | 194,450,000 | USD | 8,574,767 | 10/18/19 | Bank of America | (356,511 | ) | |||||||||||||
EUR | 228,707,000 | USD | 249,835,528 | 10/02/19 | J.P. Morgan | (556,257 | ) | |||||||||||||
EUR | 1,628,970 | USD | 1,786,034 | 11/22/19 | Goldman Sachs | (3,673 | ) | |||||||||||||
EUR | 477,122 | USD | 529,121 | 11/22/19 | UBS | (7,071 | ) | |||||||||||||
GBP | 167,141,000 | USD | 205,946,042 | 10/02/19 | Bank of America | (437,906 | ) | |||||||||||||
IDR* | 115,487,065,000 | USD | 8,210,954 | 10/04/19 | Morgan Stanley | (72,576 | ) | |||||||||||||
IDR* | 1,475,948,000 | USD | 103,343 | 12/18/19 | BNP Paribas | (282 | ) | |||||||||||||
JPY | 598,900,000 | USD | 5,551,104 | 10/02/19 | BNP Paribas | (12,145 | ) | |||||||||||||
JPY | 14,700,000 | USD | 136,592 | 10/02/19 | Morgan Stanley | (638 | ) | |||||||||||||
KRW* | 26,135,515,000 | USD | 22,232,963 | 10/11/19 | Barclays Bank | (429,138 | ) | |||||||||||||
MXN | 844,845,000 | USD | 43,111,595 | 10/23/19 | BNP Paribas | (462,294 | ) | |||||||||||||
MXN | 844,845,000 | USD | 42,775,229 | 01/16/20 | BNP Paribas | (675,888 | ) | |||||||||||||
PLN | 30,730,000 | USD | 8,134,431 | 11/15/19 | J.P. Morgan | (466,618 | ) | |||||||||||||
USD | 203,282,259 | GBP | 166,341,000 | 10/02/19 | J.P. Morgan | (1,242,238 | ) | |||||||||||||
USD | 3,730,429 | BRL | 15,535,000 | 10/02/19 | Morgan Stanley | (8,484 | ) | |||||||||||||
USD | 8,014,926 | IDR* | 115,487,065,000 | 10/04/19 | Goldman Sachs | (123,452 | ) | |||||||||||||
USD | 6,903,021 | ILS | 24,555,000 | 10/10/19 | Bank of America | (163,782 | ) | |||||||||||||
USD | 2,631,786 | ILS | 9,361,000 | 10/10/19 | Canadian Imperial Bank of Commerce | (62,262 | ) | |||||||||||||
USD | 2,629,421 | ILS | 9,361,000 | 10/10/19 | HSBC Bank | (64,627 | ) | |||||||||||||
USD | 1,426,287 | ILS | 4,995,000 | 11/12/19 | Bank of America | (13,837 | ) | |||||||||||||
USD | 1,425,772 | ILS | 4,995,000 | 11/12/19 | Barclays Bank | (14,352 | ) | |||||||||||||
USD | 1,424,376 | ILS | 4,995,000 | 11/12/19 | Citigroup Global Markets | (15,748 | ) | |||||||||||||
USD | 1,426,735 | ILS | 4,995,000 | 11/12/19 | Goldman Sachs | (13,389 | ) | |||||||||||||
USD | 1,429,839 | ILS | 4,995,000 | 11/12/19 | HSBC Bank | (10,285 | ) | |||||||||||||
USD | 1,428,723 | ILS | 4,995,000 | 11/12/19 | J.P. Morgan | (11,401 | ) | |||||||||||||
USD | 1,426,043 | ILS | 4,994,430 | 11/12/19 | Morgan Stanley | (13,917 | ) |
USD | 1,426,287 | ILS | 4,995,000 | 11/12/19 | UBS | (13,837 | ) | |||||||||||||||
USD | 14,238,545 | ILS | 49,721,000 | 01/14/20 | Citigroup Global Markets | (148,530 | ) | |||||||||||||||
|
| |||||||||||||||||||||
Total Unrealized Depreciation | (8,502,657 | ) | ||||||||||||||||||||
|
| |||||||||||||||||||||
Net Unrealized Appreciation | $ | 3,889,312 | ||||||||||||||||||||
|
|
* | Non-deliverable forward |
ARS Argentine Peso
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
COP Colombian Peso
CZK Czech Republic Koruna
EUR Euro
GBP British Pound
IDR Indonesian Rupiah
ILS Israeli New Shekel
JPY Japanese Yen
KRW Korean Won
MXN Mexican Peso
NZD New Zealand Dollar
PEN Peruvian Sol
PLN Polish Zloty
RUB Russian Ruble
TRY Turkish Lira
USD United States Dollar
Open Futures Contracts
Number of | Reference Entity | Counterparty | Expiration Date | Notional Amount | Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
275 | Australian 10 Year Bond Future | Goldman Sachs | Dec. 2019 | AUD | 40,081,288 | $ | 27,349,686 | $ | 296,822 | |||||||||
1,797 | U.S. 2 Year Note Future | Citigroup Global Markets | Dec. 2019 | $ | 388,094,580 | 387,253,500 | (841,080 | ) | ||||||||||
5,309 | U.S. 2 Year Note Future | Goldman Sachs | Dec. 2019 | 1,144,670,683 | 1,144,089,500 | (581,183 | ) | |||||||||||
3,490 | U.S. 5 Year Note Future | Citigroup Global Markets | Dec. 2019 | 416,869,299 | 415,828,049 | (1,041,250 | ) | |||||||||||
8,008 | U.S. 10 Year Note Future | Goldman Sachs | Dec. 2019 | 1,055,615,433 | 1,043,542,500 | (12,072,933 | ) | |||||||||||
1,088 | U.S. Long Bond Future | Goldman Sachs | Dec. 2019 | 179,674,499 | 176,596,000 | (3,078,499 | ) | |||||||||||
3 | U.S. Ultra Long-Term Bond Future | Citigroup Global Markets | Dec. 2019 | 578,743 | 575,719 | (3,024 | ) | |||||||||||
890 | U.S. Ultra Long-Term Bond Future | Goldman Sachs | Dec. 2019 | 173,692,875 | 170,796,562 | (2,896,313 | ) | |||||||||||
|
| |||||||||||||||||
(20,217,460 | ) | |||||||||||||||||
|
| |||||||||||||||||
Number of | Reference Entity | Counterparty | Expiration Date | Notional Amount | Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
(225) | Euro-Bobl Future | Citigroup Global Markets | Dec. 2019 | EUR | (30,746,250 | ) | $ | (33,266,636 | ) | $ | 245,239 | |||||||
(659) | U.S. 5 Year Note Future | Goldman Sachs | Dec. 2019 | $ | (79,049,109 | ) | (78,518,821 | ) | 530,288 | |||||||||
(604) | U.S. 10 Year Note Future | Goldman Sachs | Dec. 2019 | (78,329,710 | ) | (78,708,750 | ) | (379,040 | ) | |||||||||
(1,522) | U.S. Ultra 10 Year Note Future | Goldman Sachs | Dec. 2019 | (216,706,687 | ) | (216,742,312 | ) | (35,625 | ) | |||||||||
|
| |||||||||||||||||
360,862 | ||||||||||||||||||
|
| |||||||||||||||||
$ | (19,856,598 | ) | ||||||||||||||||
|
|
Bridge Builder Core Plus Bond Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Core Plus Bond Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Asset-Backed Obligations | $ | | $ | 2,167,076,559 | $ | | $ | 2,167,076,559 | ||||||||
Corporate Bonds | ||||||||||||||||
Basic Materials | $ | | $ | 167,793,120 | $ | | $ | 167,793,120 | ||||||||
Communications | | 726,346,870 | 14,381 | 726,361,251 | ||||||||||||
Consumer Cyclical | | 605,261,080 | | 605,261,080 | ||||||||||||
Consumer Non-cyclical | | 1,096,380,083 | | 1,096,380,083 | ||||||||||||
Diversified | | 9,686,713 | | 9,686,713 | ||||||||||||
Energy | | 593,475,700 | | 593,475,700 | ||||||||||||
Financial | | 1,911,448,657 | | 1,911,448,657 | ||||||||||||
Industrial | | 318,346,460 | | 318,346,460 | ||||||||||||
Technology | | 297,369,345 | | 297,369,345 | ||||||||||||
Utilities | | 321,350,696 | | 321,350,696 | ||||||||||||
Convertible Securities | ||||||||||||||||
Communications | | 6,662,982 | | 6,662,982 | ||||||||||||
Consumer Cyclical | | 2,775,741 | | 2,775,741 | ||||||||||||
Consumer Non-cyclical | | 4,072,420 | | 4,072,420 | ||||||||||||
Energy | | 6,459,218 | | 6,459,218 | ||||||||||||
Industrial | | 1,890,571 | | 1,890,571 | ||||||||||||
Technology | | 5,528,250 | | 5,528,250 | ||||||||||||
Government Related | 3,604,724,082 | 3,604,724,082 | ||||||||||||||
Mortgage-Backed Obligations | | 5,980,650,496 | | 5,980,650,496 | ||||||||||||
Bank Loans | | 455,202,643 | 198,000 | 455,400,643 | ||||||||||||
Common Stocks | ||||||||||||||||
Communications | 7,296,959 | | 26,805 | 7,323,764 | ||||||||||||
Consumer Cyclical | 3,952,542 | | | 3,952,542 | ||||||||||||
Convertible Preferred Stocks | ||||||||||||||||
Consumer Non-cyclical | 6,983,912 | | | 6,983,912 | ||||||||||||
Warrants | | | 10,845,555 | 10,845,555 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 829,060,343 | | | 829,060,343 |
Repurchase Agreements | | 44,100,000 | | 44,100,000 | ||||||||||||
U.S. Treasury Bills | | 78,936,455 | | 78,936,455 | ||||||||||||
Time Deposits | | 11,004,394 | | 11,004,394 | ||||||||||||
Futures Contracts (1) | 1,072,349 | | | 1,072,349 | ||||||||||||
Forward Foreign Currency Exchange Contracts (1) | | 12,391,969 | | 12,391,969 | ||||||||||||
Swap Contracts (1) | | 35,357,074 | | 35,357,074 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 848,366,105 | $ | 18,464,291,578 | $ | 11,084,741 | $ | 19,323,742,424 | ||||||||
Liablities | ||||||||||||||||
Futures Contracts (1) | (20,928,947 | ) | | | (20,928,947 | ) | ||||||||||
Forward Foreign Currency Exchange Contracts (1) | $ | | $ | (8,502,657 | ) | $ | | $ | (8,502,657 | ) | ||||||
Swap Contracts (1) | | (16,223,512 | ) | | (16,223,512 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Liabilities | $ | (20,928,947 | ) | $ | (24,726,169 | ) | $ | | $ | (45,655,116 | ) |
(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 Schedule of Investments. Credit default swaps and interest rate swaps are reported at market value. |
Bridge Builder Municipal Bond Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Principal Amount | Value | |||||||
MUNICIPAL BONDS 98.73% | ||||||||
Alabama 1.26% | ||||||||
Alabama Federal Aid Highway Finance Authority | ||||||||
5.00%, 09/01/2031 | $ | 4,845,000 | $ | 5,617,390 | ||||
5.00%, 09/01/2036 | 10,000,000 | 12,056,800 | ||||||
Alabama Public School & College Authority | ||||||||
5.00%, 06/01/2035 | 4,000,000 | 4,610,280 | ||||||
County of Jefferson AL | ||||||||
5.00%, 04/01/2021 | 1,085,000 | 1,139,858 | ||||||
5.00%, 04/01/2023 | 1,550,000 | 1,728,730 | ||||||
County of Jefferson AL Sewer Revenue | ||||||||
5.00%, 10/01/2044 | 1,500,000 | 1,693,740 | ||||||
5.25%, 10/01/2048 | 1,650,000 | 1,886,098 | ||||||
5.50%, 10/01/2053 | 715,000 | 823,995 | ||||||
Industrial Development Board of the City of Mobile Alabama | ||||||||
1.80%, 06/01/2034(1) | 5,000,000 | 5,000,000 | ||||||
1.85%, 06/01/2034(1) | 1,025,000 | 1,026,117 | ||||||
Mobile County Board of School Commissioners | ||||||||
5.00%, 03/01/2028 | 1,030,000 | 1,212,743 | ||||||
Montgomery Medical Clinic Board | ||||||||
5.00%, 03/01/2029 | 1,000,000 | 1,145,110 | ||||||
Selma Industrial Development Board | ||||||||
5.80%, 05/01/2034 | 2,900,000 | 2,970,702 | ||||||
5.38%, 12/01/2035 | 215,000 | 232,073 | ||||||
Southeast Alabama Gas Supply District | ||||||||
4.00%, 04/01/2049(1) | 4,685,000 | 5,070,435 | ||||||
2.25% (1 Month LIBOR USD + 0.85%), 06/01/2049(2) | 5,365,000 | 5,330,664 | ||||||
4.00%, 06/01/2049(1) | 11,010,000 | 11,983,284 |
Tuscaloosa County Industrial Development Authority | ||||||||
4.50%, 05/01/2032(3) | 615,000 | 686,961 | ||||||
5.25%, 05/01/2044(3) | 3,675,000 | 4,233,343 | ||||||
Water Works Board of the City of Birmingham | ||||||||
5.00%, 01/01/2023 | 430,000 | 479,054 | ||||||
|
| |||||||
68,927,377 | ||||||||
|
| |||||||
Alaska 0.11% | ||||||||
Alaska Industrial Development & Export Authority | ||||||||
5.00%, 10/01/2030 | 1,385,000 | 1,703,619 | ||||||
Borough of North Slope AK | ||||||||
5.00%, 06/30/2021 | 305,000 | 313,488 | ||||||
City of Valdez AK | ||||||||
5.00%, 01/01/2021 | 4,000,000 | 4,172,760 | ||||||
|
| |||||||
6,189,867 | ||||||||
|
| |||||||
Arizona 2.83% | ||||||||
Arizona Health Facilities Authority | ||||||||
5.00%, 02/01/2042 | 2,000,000 | 2,133,280 | ||||||
1.77%, 01/01/2046(1) | 8,000,000 | 8,000,000 | ||||||
Arizona Industrial Development Authority | ||||||||
5.00%, 07/01/2049(3) | 650,000 | 682,292 | ||||||
5.00%, 07/15/2049(3) | 500,000 | 544,655 | ||||||
Chandler Industrial Development Authority | ||||||||
5.00%, 06/01/2049(1) | 14,600,000 | 16,753,938 | ||||||
City of Glendale AZ | ||||||||
5.00%, 07/01/2030 | 1,780,000 | 2,202,910 | ||||||
City of Mesa AZ | ||||||||
4.00%, 07/01/2028 | 1,265,000 | 1,484,857 | ||||||
City of Phoenix AZ | ||||||||
4.00%, 07/01/2022 | 900,000 | 967,131 | ||||||
City of Phoenix Civic Improvement Corp. | ||||||||
5.00%, 07/01/2029 | 12,865,000 | 14,434,530 | ||||||
5.00%, 07/01/2030 | 1,500,000 | 1,678,935 | ||||||
5.00%, 07/01/2032 | 800,000 | 970,232 | ||||||
5.00%, 07/01/2036 | 3,000,000 | 3,656,220 | ||||||
5.00%, 07/01/2042 | 540,000 | 641,860 |
County of Pima AZ | ||||||||
4.00%, 07/01/2022 | 13,160,000 | 14,123,049 | ||||||
County of Pima AZ Sewer System Revenue | ||||||||
5.00%, 07/01/2022 | 10,000,000 | 11,003,800 | ||||||
Glendale Industrial Development Authority | ||||||||
4.00%, 07/01/2028 | 300,000 | 312,732 | ||||||
5.00%, 07/01/2033 | 435,000 | 474,376 | ||||||
5.00%, 07/01/2038 | 450,000 | 484,385 | ||||||
5.00%, 07/01/2048 | 915,000 | 973,505 | ||||||
Industrial Development Authority of the City of Phoenix | ||||||||
1.52%, 12/01/2035(1) | 14,000,000 | 13,997,620 | ||||||
5.00%, 07/01/2037 | 4,750,000 | 5,615,165 | ||||||
Industrial Development Authority of the County of Pima | ||||||||
5.00%, 06/15/2052(3) | 2,000,000 | 2,059,420 | ||||||
Industrial Development Authority of the County of Yavapai | ||||||||
2.20%, 03/01/2028(1) | 2,100,000 | 2,145,486 | ||||||
1.30%, 04/01/2029(1) | 4,250,000 | 4,248,555 | ||||||
Maricopa County Industrial Development Authority | ||||||||
5.75%, 01/01/2036(3) | 100,000 | 106,126 | ||||||
5.00%, 01/01/2046(1) | 3,175,000 | 3,853,148 | ||||||
5.00%, 01/01/2048(1) | 1,300,000 | 1,437,722 | ||||||
5.00%, 01/01/2048(1) | 1,000,000 | 1,165,530 | ||||||
6.00%, 01/01/2048(3) | 635,000 | 671,570 | ||||||
Maricopa County Special Health Care District | ||||||||
5.00%, 07/01/2025 | 5,000,000 | 6,002,250 | ||||||
5.00%, 07/01/2026 | 7,000,000 | 8,601,600 | ||||||
McAllister Academic Village LLC | ||||||||
5.00%, 07/01/2021 | 200,000 | 212,882 | ||||||
Peoria Industrial Development Authority | ||||||||
5.00%, 11/15/2019 | 60,000 | 60,070 | ||||||
Salt River Project Agricultural Improvement & Power District | ||||||||
5.00%, 01/01/2022 | 1,200,000 | 1,299,996 | ||||||
5.00%, 01/01/2024 | 1,600,000 | 1,846,304 | ||||||
5.00%, 01/01/2033 | 1,000,000 | 1,258,450 | ||||||
Salt Verde Financial Corp. | ||||||||
5.00%, 12/01/2037 | 3,500,000 | 4,715,410 |
State of Arizona | ||||||||
5.00%, 10/01/2020 | 840,000 | 870,358 | ||||||
5.00%, 10/01/2021 | 740,000 | 793,502 | ||||||
5.00%, 10/01/2022 | 785,000 | 869,607 | ||||||
5.00%, 10/01/2023 | 1,035,000 | 1,181,836 | ||||||
5.00%, 10/01/2024 | 1,075,000 | 1,263,824 | ||||||
Tempe Industrial Development Authority | ||||||||
4.00%, 10/01/2023(3) | 1,250,000 | 1,263,538 | ||||||
6.00%, 10/01/2037(3) | 40,000 | 46,169 | ||||||
6.13%, 10/01/2047(3) | 80,000 | 91,538 | ||||||
6.13%, 10/01/2052(3) | 80,000 | 91,244 | ||||||
University of Arizona | ||||||||
5.00%, 06/01/2038 | 1,955,000 | 2,466,760 | ||||||
5.00%, 06/01/2039 | 860,000 | 1,082,473 | ||||||
Western Maricopa Education Center District No 402 | ||||||||
5.00%, 07/01/2022 | 2,000,000 | 2,200,760 | ||||||
5.00%, 07/01/2024 | 320,000 | 373,840 | ||||||
5.00%, 07/01/2025 | 1,410,000 | 1,691,774 | ||||||
|
| |||||||
155,107,214 | ||||||||
|
| |||||||
Arkansas 0.12% | ||||||||
Arkansas Development Finance Authority | ||||||||
1.37%, 09/01/2023(1) | 3,000,000 | 2,975,940 | ||||||
4.50%, 09/01/2049(3) | 2,900,000 | 3,115,905 | ||||||
Arkansas State University | ||||||||
4.00%, 03/01/2020 | 525,000 | 530,497 | ||||||
|
| |||||||
6,622,342 | ||||||||
|
| |||||||
California 3.04% | ||||||||
Abag Finance Authority for Nonprofit Corps | ||||||||
5.00%, 08/01/2033 | 1,300,000 | 1,462,487 | ||||||
Alameda Corridor Transportation Authority | ||||||||
5.00%, 10/01/2036 | 2,500,000 | 2,935,175 | ||||||
5.00%, 10/01/2037 | 2,000,000 | 2,340,740 | ||||||
Alisal Union School District | ||||||||
5.25%, 08/01/2042 | 740,000 | 911,895 |
Bay Area Toll Authority | ||||||||
2.83% (SIFMA Municipal Swap Index Yield + 1.25%), 04/01/2036(2) | 1,000,000 | 1,045,450 | ||||||
2.10%, 04/01/2045(1) | 2,790,000 | 2,837,876 | ||||||
2.85%, 04/01/2047(1) | 1,000,000 | 1,071,100 | ||||||
2.95%, 04/01/2047(1) | 1,170,000 | 1,270,831 | ||||||
California Health Facilities Financing Authority | ||||||||
5.63%, 07/01/2025 | 2,130,000 | 2,146,337 | ||||||
5.00%, 11/01/2032(1) | 1,400,000 | 1,558,088 | ||||||
5.00%, 07/01/2034(1) | 1,710,000 | 1,899,263 | ||||||
1.25%, 10/01/2036(1) | 2,500,000 | 2,494,575 | ||||||
California Housing Finance | ||||||||
4.25%, 01/15/2035 | 530,000 | 629,942 | ||||||
California Municipal Finance Authority | ||||||||
5.00%, 08/15/2029 | 1,000,000 | 1,270,960 | ||||||
5.00%, 12/31/2029 | 2,300,000 | 2,853,012 | ||||||
5.00%, 08/15/2034 | 1,065,000 | 1,306,531 | ||||||
4.00%, 08/15/2037 | 1,560,000 | 1,666,330 | ||||||
4.00%, 08/15/2042 | 1,000,000 | 1,056,660 | ||||||
5.00%, 12/31/2043 | 6,835,000 | 8,106,720 | ||||||
5.00%, 12/31/2047 | 555,000 | 655,266 | ||||||
5.00%, 05/15/2049 | 1,000,000 | 1,199,430 | ||||||
California Pollution Control Financing Authority | ||||||||
1.55%, 08/01/2023(1)(3) | 3,900,000 | 3,899,415 | ||||||
California Public Finance Authority | ||||||||
5.00%, 10/15/2047 | 1,775,000 | 2,009,974 | ||||||
California State Public Works Board | ||||||||
5.00%, 03/01/2024 | 2,500,000 | 2,895,850 | ||||||
5.00%, 03/01/2025 | 3,280,000 | 3,907,169 | ||||||
5.00%, 11/01/2037 | 235,000 | 258,982 | ||||||
5.00%, 09/01/2039 | 5,705,000 | 6,578,721 | ||||||
California Statewide Communities Development Authority | ||||||||
5.00%, 10/01/2028 | 1,100,000 | 1,193,775 | ||||||
4.00%, 09/02/2029 | 200,000 | 226,534 | ||||||
5.00%, 11/01/2032(3) | 1,135,000 | 1,344,158 | ||||||
5.00%, 01/01/2038 | 750,000 | 894,262 | ||||||
5.00%, 05/15/2040 | 400,000 | 465,784 |
5.00%, 11/01/2041(3) | 875,000 | 1,011,272 | ||||||
5.00%, 04/01/2042 | 2,000,000 | 2,170,480 | ||||||
5.00%, 01/01/2043 | 1,000,000 | 1,179,860 | ||||||
5.00%, 09/02/2044 | 1,430,000 | 1,681,766 | ||||||
5.00%, 09/02/2044 | 500,000 | 584,280 | ||||||
5.00%, 01/01/2048 | 2,840,000 | 3,331,576 | ||||||
5.25%, 12/01/2048(3) | 800,000 | 931,504 | ||||||
5.38%, 11/01/2049(3) | 100,000 | 110,764 | ||||||
5.50%, 12/01/2054 | 1,960,000 | 2,190,908 | ||||||
5.25%, 12/01/2056(3) | 1,000,000 | 1,131,840 | ||||||
5.50%, 12/01/2058(3) | 4,845,000 | 5,703,001 | ||||||
City of Los Angeles Department of Airports | ||||||||
5.25%, 05/15/2031 | 4,805,000 | 6,068,763 | ||||||
5.25%, 05/15/2032 | 3,210,000 | 4,042,802 | ||||||
5.00%, 05/15/2033 | 1,250,000 | 1,541,350 | ||||||
County of Sacramento CA Airport System Revenue | ||||||||
5.00%, 07/01/2034 | 3,000,000 | 3,686,430 | ||||||
Cucamonga Valley Water District | ||||||||
5.38%, 09/01/2035 | 3,320,000 | 3,569,000 | ||||||
Foothill-de Anza Community College District | ||||||||
5.00%, 04/01/2035 | 250,000 | 292,375 | ||||||
5.00%, 04/01/2036 | 200,000 | 233,520 | ||||||
Golden State Tobacco Securitization Corp. | ||||||||
5.00%, 06/01/2021 | 285,000 | 301,664 | ||||||
5.00%, 06/01/2022 | 400,000 | 435,912 | ||||||
5.00%, 06/01/2023 | 455,000 | 508,449 | ||||||
0.00%, 06/01/2024 | 1,000,000 | 929,680 | ||||||
5.00%, 06/01/2024 | 255,000 | 290,996 | ||||||
5.30%, 06/01/2037 | 1,000,000 | 1,040,240 | ||||||
5.00%, 06/01/2040 | 2,000,000 | 2,334,000 | ||||||
5.00%, 06/01/2047 | 925,000 | 948,671 | ||||||
5.25%, 06/01/2047 | 2,500,000 | 2,574,250 | ||||||
Irvine Unified School District | ||||||||
5.00%, 03/01/2057 | 800,000 | 919,848 |
Los Angeles County Public Works Financing Authority | ||||||||
5.00%, 12/01/2029 | 1,200,000 | 1,459,932 | ||||||
5.00%, 12/01/2030 | 2,520,000 | 3,052,552 | ||||||
Mendocino-Lake Community College District | ||||||||
5.00%, 08/01/2027 | 1,700,000 | 2,030,684 | ||||||
5.00%, 08/01/2028 | 1,000,000 | 1,188,980 | ||||||
5.00%, 08/01/2029 | 775,000 | 922,273 | ||||||
5.00%, 08/01/2030 | 2,530,000 | 3,004,324 | ||||||
Norman Y Mineta San Jose International Airport SJC | ||||||||
5.00%, 03/01/2028 | 1,250,000 | 1,538,625 | ||||||
5.00%, 03/01/2030 | 1,700,000 | 2,077,179 | ||||||
Orange County Community Facilities District | ||||||||
5.25%, 08/15/2045 | 975,000 | 1,114,776 | ||||||
Orchard School District | ||||||||
0.00%, 08/01/2022 | 2,940,000 | 2,816,638 | ||||||
Sacramento City Financing Authority | ||||||||
5.00%, 12/01/2033 | 875,000 | 1,048,084 | ||||||
State of California | ||||||||
5.00%, 08/01/2022 | 1,535,000 | 1,699,091 | ||||||
5.00%, 08/01/2023 | 3,000,000 | 3,429,030 | ||||||
5.00%, 09/01/2026 | 2,000,000 | 2,490,200 | ||||||
5.00%, 08/01/2027 | 620,000 | 747,522 | ||||||
5.00%, 08/01/2029 | 935,000 | 1,150,396 | ||||||
5.00%, 09/01/2029 | 370,000 | 456,110 | ||||||
5.00%, 08/01/2030 | 3,500,000 | 4,290,580 | ||||||
2.22% (1 Month LIBOR USD + 0.76%), 12/01/2031(2) | 750,000 | 754,755 | ||||||
5.00%, 04/01/2032 | 6,000,000 | 8,206,500 | ||||||
4.00%, 09/01/2035 | 3,625,000 | 4,102,122 | ||||||
Tobacco Securitization Authority of Northern California | ||||||||
4.75%, 06/01/2023 | 4,655,000 | 4,680,928 | ||||||
|
| |||||||
166,399,774 | ||||||||
|
| |||||||
Colorado 2.64% | ||||||||
Adams 12 Five Star Schools | ||||||||
5.00%, 12/15/2028 | 2,050,000 | 2,550,220 | ||||||
Amber Creek Metropolitan District | ||||||||
5.00%, 12/01/2037 | 750,000 | 784,732 |
5.13%, 12/01/2047 | 1,075,000 | 1,117,785 | ||||||
Arapahoe County School District No 6 Littleton | ||||||||
5.50%, 12/01/2033 | 1,150,000 | 1,517,609 | ||||||
Belleview Station Metropolitan District No 2 | ||||||||
5.00%, 12/01/2036 | 500,000 | 524,755 | ||||||
Berthoud-Heritage Metropolitan District No 1 | ||||||||
5.63%, 12/01/2048 | 1,400,000 | 1,461,278 | ||||||
Brighton Crossing Metropolitan District No 4 | ||||||||
5.00%, 12/01/2037 | 525,000 | 557,734 | ||||||
Broadway Station Metropolitan District No 2 | ||||||||
5.00%, 12/01/2035 | 730,000 | 777,238 | ||||||
5.13%, 12/01/2048 | 1,450,000 | 1,534,114 | ||||||
Canyons Metropolitan District No 5 | ||||||||
6.00%, 12/01/2037 | 500,000 | 528,620 | ||||||
Centerra Metropolitan District No 1 | ||||||||
2.70%, 12/01/2019(3) | 273,000 | 273,246 | ||||||
City & County of Denver CO | ||||||||
5.00%, 10/01/2032 | 10,345,000 | 11,331,292 | ||||||
City & County of Denver CO Airport System Revenue | ||||||||
4.00%, 11/15/2023 | 4,465,000 | 4,880,379 | ||||||
5.00%, 11/15/2029 | 3,070,000 | 3,774,534 | ||||||
5.00%, 12/01/2031 | 7,000,000 | 8,668,940 | ||||||
5.00%, 12/01/2035 | 5,500,000 | 6,733,650 | ||||||
Colorado Health Facilities Authority | ||||||||
0.00%, 07/15/2022 | 980,000 | 940,820 | ||||||
5.00%, 12/01/2022 | 1,855,000 | 2,041,984 | ||||||
5.00%, 01/01/2024 | 125,000 | 139,275 | ||||||
5.00%, 01/01/2026 | 100,000 | 112,677 | ||||||
5.00%, 01/01/2031 | 100,000 | 111,509 | ||||||
5.25%, 02/01/2031 | 2,250,000 | 2,364,367 | ||||||
5.00%, 11/15/2036(1) | 6,770,000 | 7,726,398 | ||||||
5.00%, 01/01/2037 | 250,000 | 275,675 | ||||||
5.25%, 05/15/2037 | 475,000 | 546,602 | ||||||
5.00%, 10/01/2038(1) | 630,000 | 672,947 | ||||||
2.67% (1 Month LIBOR USD + 1.25%), 10/01/2039(2) | 2,000,000 | 2,006,440 |
5.25%, 01/01/2040 | 540,000 | 605,945 | ||||||
5.00%, 02/01/2041 | 500,000 | 523,770 | ||||||
2.80%, 05/15/2042(1) | 3,915,000 | 4,044,978 | ||||||
5.00%, 08/01/2044 | 2,200,000 | 2,624,930 | ||||||
5.25%, 01/01/2045 | 510,000 | 572,281 | ||||||
6.13%, 12/01/2045(3) | 375,000 | 400,181 | ||||||
5.00%, 09/01/2046 | 1,000,000 | 1,148,290 | ||||||
5.00%, 08/01/2049(1) | 13,830,000 | 16,410,401 | ||||||
5.00%, 11/15/2049(1) | 2,585,000 | 3,180,481 | ||||||
6.25%, 12/01/2050(3) | 205,000 | 219,553 | ||||||
Colorado High Performance Transportation Enterprise | ||||||||
5.00%, 12/31/2047 | 645,000 | 709,203 | ||||||
5.00%, 12/31/2051 | 1,615,000 | 1,770,912 | ||||||
5.00%, 12/31/2056 | 1,925,000 | 2,105,757 | ||||||
Colorado Housing & Finance Authority | ||||||||
4.25%, 11/01/2049 | 1,140,000 | 1,259,130 | ||||||
4.25%, 11/01/2049 | 585,000 | 646,220 | ||||||
Colorado International Center Metropolitan District No 14 | ||||||||
5.88%, 12/01/2046 | 635,000 | 694,303 | ||||||
Cornerstar Metropolitan District | ||||||||
5.13%, 12/01/2037 | 500,000 | 530,385 | ||||||
Cottonwood Highlands Metropolitan District No 1 | ||||||||
5.00%, 12/01/2049 | 900,000 | 957,636 | ||||||
Denver City & County School District No 1 | ||||||||
5.25%, 12/01/2038 | 3,595,000 | 3,779,208 | ||||||
Denver Convention Center Hotel Authority | ||||||||
5.00%, 12/01/2022 | 4,950,000 | 5,377,136 | ||||||
Denver Gateway Center Metropolitan District | ||||||||
5.50%, 12/01/2038 | 1,360,000 | 1,450,848 | ||||||
5.63%, 12/01/2048 | 2,130,000 | 2,273,860 | ||||||
Denver Health & Hospital Authority | ||||||||
5.00%, 12/01/2048 | 1,800,000 | 2,131,830 | ||||||
Denver International Business Center Metropolitan District No 1 | ||||||||
6.00%, 12/01/2048 | 500,000 | 524,755 | ||||||
Denver Urban Renewal Authority | ||||||||
5.25%, 12/01/2039(3) | 1,000,000 | 1,070,090 |
E-470 Public Highway Authority | ||||||||
0.00%, 09/01/2020 | 730,000 | 720,036 | ||||||
2.42% (1 Month LIBOR USD + 1.05%), 09/01/2039(2) | 275,000 | 277,442 | ||||||
Eagle County Airport Terminal Corp. | ||||||||
5.00%, 05/01/2033 | 2,000,000 | 2,365,060 | ||||||
Mesa County Valley School District No 51 Grand Junction CO | ||||||||
5.25%, 12/01/2033 | 2,000,000 | 2,539,880 | ||||||
Painted Prairie Metropolitain District No 2 | ||||||||
5.25%, 12/01/2048 | 500,000 | 519,960 | ||||||
Park Creek Metropolitan District | ||||||||
5.00%, 12/01/2045 | 1,775,000 | 2,007,969 | ||||||
Rampart Range Metropolitan District No 1 | ||||||||
5.00%, 12/01/2047 | 650,000 | 774,709 | ||||||
Serenity Ridge Metropolitan District No 2 | ||||||||
5.13%, 12/01/2037 | 1,290,000 | 1,371,296 | ||||||
Sierra Ridge Metropolitan District No 2 | ||||||||
4.50%, 12/01/2031 | 750,000 | 770,123 | ||||||
5.50%, 12/01/2046 | 1,500,000 | 1,577,115 | ||||||
Solaris Metropolitan District No 3 | ||||||||
5.00%, 12/01/2036 | 850,000 | 894,821 | ||||||
5.00%, 12/01/2046 | 1,880,000 | 1,971,838 | ||||||
Southglenn Metropolitan District | ||||||||
5.00%, 12/01/2046 | 500,000 | 524,520 | ||||||
Southlands Metropolitan District No 1 | ||||||||
3.00%, 12/01/2022 | 238,000 | 240,911 | ||||||
3.50%, 12/01/2027 | 500,000 | 525,120 | ||||||
St Vrain Lakes Metropolitan District No 2 | ||||||||
5.00%, 12/01/2037 | 500,000 | 526,210 | ||||||
University of Colorado | ||||||||
5.00%, 06/01/2047 | 500,000 | 616,280 | ||||||
University of Colorado Hospital Authority | ||||||||
5.00%, 11/15/2038(1) | 1,020,000 | 1,088,105 | ||||||
4.00%, 11/15/2047(1) | 5,000,000 | 5,006,250 |
Willow Bend Metropolitan District | ||||||||
5.00%, 12/01/2039 | 600,000 | 641,598 | ||||||
5.00%, 12/01/2049 | 1,000,000 | 1,051,980 | ||||||
|
| |||||||
144,978,126 | ||||||||
|
| |||||||
Connecticut 1.76% | ||||||||
City of Hartford CT | ||||||||
5.00%, 07/15/2021 | 3,300,000 | 3,509,979 | ||||||
5.00%, 07/15/2022 | 2,250,000 | 2,469,870 | ||||||
5.00%, 07/15/2023 | 2,000,000 | 2,262,160 | ||||||
5.00%, 07/15/2026 | 2,430,000 | 2,884,629 | ||||||
City of New Britain CT | ||||||||
5.00%, 03/01/2027 | 1,260,000 | 1,535,222 | ||||||
5.00%, 03/01/2028 | 1,490,000 | 1,812,019 | ||||||
5.00%, 03/01/2033 | 1,900,000 | 2,273,331 | ||||||
City of New Haven CT | ||||||||
5.25%, 08/01/2023 | 1,115,000 | 1,259,794 | ||||||
5.00%, 08/15/2023 | 900,000 | 1,025,622 | ||||||
5.00%, 08/15/2029 | 2,000,000 | 2,370,900 | ||||||
5.00%, 08/15/2031 | 1,000,000 | 1,177,010 | ||||||
City of West Haven CT | ||||||||
5.00%, 08/01/2021 | 2,495,000 | 2,634,820 | ||||||
Connecticut Housing Finance Authority | ||||||||
2.25%, 11/15/2023 | 1,250,000 | 1,268,525 | ||||||
Connecticut State Health & Educational Facilities Authority | ||||||||
4.00%, 07/01/2021(3) | 875,000 | 893,454 | ||||||
4.00%, 07/01/2022(3) | 1,010,000 | 1,043,431 | ||||||
5.00%, 11/01/2023 | 695,000 | 788,749 | ||||||
5.00%, 11/01/2024 | 475,000 | 552,643 | ||||||
5.00%, 07/01/2025(3) | 435,000 | 476,464 | ||||||
5.00%, 11/01/2028 | 1,245,000 | 1,582,507 | ||||||
5.00%, 07/01/2029 | 1,000,000 | 1,253,170 | ||||||
5.00%, 07/01/2029(3) | 440,000 | 500,658 | ||||||
2.05%, 07/01/2035(1) | 6,570,000 | 6,651,599 | ||||||
2.00%, 07/01/2042(1) | 4,370,000 | 4,534,006 | ||||||
5.00%, 07/01/2043 | 1,750,000 | 1,931,107 | ||||||
4.00%, 07/01/2046 | 880,000 | 931,374 |
1.80%, 07/01/2049(1) | 5,280,000 | 5,312,419 | ||||||
1.80%, 07/01/2049(1) | 2,005,000 | 2,029,200 | ||||||
5.00%, 07/01/2049(3) | 1,550,000 | 1,678,867 | ||||||
Harbor Point Infrastructure Improvement District | ||||||||
7.88%, 04/01/2039 | 2,153,000 | 2,222,499 | ||||||
Mohegan Tribe of Indians of Connecticut | ||||||||
5.25%, 02/01/2022(3) | 955,000 | 986,821 | ||||||
State of Connecticut | ||||||||
5.00%, 09/01/2022 | 5,725,000 | 6,309,580 | ||||||
5.00%, 11/01/2022 | 315,000 | 337,711 | ||||||
5.00%, 04/15/2023 | 3,200,000 | 3,588,160 | ||||||
5.00%, 04/15/2026 | 1,500,000 | 1,807,455 | ||||||
5.00%, 06/15/2027 | 1,680,000 | 1,978,183 | ||||||
5.00%, 09/15/2027 | 1,000,000 | 1,238,580 | ||||||
5.00%, 03/01/2029 | 1,500,000 | 1,711,395 | ||||||
5.00%, 04/15/2030 | 565,000 | 714,928 | ||||||
5.00%, 06/15/2032 | 710,000 | 824,786 | ||||||
5.00%, 11/15/2032 | 200,000 | 234,350 | ||||||
5.00%, 04/15/2034 | 645,000 | 803,289 | ||||||
5.00%, 04/15/2035 | 225,000 | 279,340 | ||||||
State of Connecticut Special Tax Revenue | ||||||||
5.00%, 09/01/2023 | 900,000 | 1,020,321 | ||||||
5.00%, 01/01/2038 | 4,400,000 | 5,293,728 | ||||||
Town of Hamden CT | ||||||||
5.00%, 08/15/2026 | 500,000 | 580,015 | ||||||
5.00%, 08/15/2026 | 1,335,000 | 1,615,337 | ||||||
5.00%, 01/01/2040 | 1,875,000 | 2,042,025 | ||||||
University of Connecticut | ||||||||
5.00%, 11/01/2028 | 1,290,000 | 1,632,289 | ||||||
5.25%, 11/15/2034 | 3,705,000 | 4,677,600 | ||||||
|
| |||||||
96,541,921 | ||||||||
|
| |||||||
Delaware 0.32% | ||||||||
County of Kent DE | ||||||||
5.00%, 07/01/2040 | 645,000 | 719,627 | ||||||
5.00%, 07/01/2048 | 2,305,000 | 2,543,752 |
County of Sussex DE | ||||||||
5.00%, 01/01/2036 | 2,515,000 | 2,781,942 | ||||||
Delaware State Economic Development Authority | ||||||||
5.40%, 02/01/2031 | 500,000 | 515,530 | ||||||
5.00%, 09/01/2036 | 1,225,000 | 1,410,734 | ||||||
5.00%, 08/01/2039 | 715,000 | 832,482 | ||||||
5.00%, 09/01/2046 | 700,000 | 791,056 | ||||||
5.00%, 11/15/2048 | 2,000,000 | 2,307,100 | ||||||
5.00%, 08/01/2049 | 900,000 | 1,032,903 | ||||||
5.00%, 08/01/2054 | 835,000 | 954,455 | ||||||
Delaware State Health Facilities Authority | ||||||||
5.00%, 06/01/2037 | 1,385,000 | 1,648,441 | ||||||
5.00%, 06/01/2043 | 1,000,000 | 1,176,230 | ||||||
5.00%, 06/01/2048 | 500,000 | 585,440 | ||||||
|
| |||||||
17,299,692 | ||||||||
|
| |||||||
District of Columbia 1.97% | ||||||||
District of Columbia | ||||||||
5.00%, 12/01/2022 | 2,000,000 | 2,233,720 | ||||||
5.00%, 12/01/2027 | 6,770,000 | 6,935,391 | ||||||
5.00%, 06/01/2031 | 2,500,000 | 3,103,350 | ||||||
5.00%, 06/01/2032 | 8,285,000 | 10,251,610 | ||||||
5.00%, 06/01/2033 | 3,795,000 | 4,586,447 | ||||||
5.00%, 06/01/2034 | 10,000,000 | 11,488,100 | ||||||
5.00%, 06/01/2034 | 1,000,000 | 1,179,440 | ||||||
5.00%, 06/01/2034 | 2,100,000 | 2,586,381 | ||||||
5.00%, 06/01/2035 | 3,000,000 | 3,440,640 | ||||||
5.00%, 12/01/2036 | 670,000 | 718,716 | ||||||
1.75%, 08/15/2038(1) | 2,400,000 | 2,400,000 | ||||||
5.00%, 07/01/2042 | 730,000 | 784,334 | ||||||
5.00%, 06/01/2046 | 3,370,000 | 3,797,114 | ||||||
5.00%, 07/01/2052 | 915,000 | 978,528 | ||||||
District of Columbia Housing Finance Agency | ||||||||
2.45%, 11/01/2021(1) | 13,750,000 | 13,883,788 | ||||||
District of Columbia Tobacco Settlement Financing Corp. | ||||||||
0.00%, 06/15/2046 | 2,000,000 | 209,940 |
Metropolitan Washington Airports Authority | ||||||||
5.00%, 10/01/2022 | 1,000,000 | 1,109,020 | ||||||
5.00%, 10/01/2023 | 850,000 | 964,903 | ||||||
5.00%, 10/01/2024 | 1,325,000 | 1,544,486 | ||||||
5.00%, 10/01/2024 | 1,500,000 | 1,761,900 | ||||||
5.00%, 10/01/2025 | 1,185,000 | 1,427,712 | ||||||
5.00%, 10/01/2027 | 500,000 | 621,520 | ||||||
5.00%, 10/01/2029 | 1,000,000 | 1,232,800 | ||||||
5.00%, 10/01/2030 | 1,480,000 | 1,623,012 | ||||||
5.00%, 10/01/2030 | 5,250,000 | 6,440,123 | ||||||
5.00%, 10/01/2031 | 5,335,000 | 6,639,194 | ||||||
5.00%, 10/01/2037 | 1,000,000 | 1,201,410 | ||||||
Metropolitan Washington Airports Authority Dulles Toll Road Revenue | ||||||||
0.00%, 10/01/2037 | 1,000,000 | 579,400 | ||||||
6.50%, 10/01/2041 | 2,000,000 | 2,601,880 | ||||||
5.00%, 10/01/2053 | 4,890,000 | 5,238,657 | ||||||
Washington Convention & Sports Authority | ||||||||
5.00%, 10/01/2023 | 1,330,000 | 1,516,453 | ||||||
5.00%, 10/01/2024 | 1,030,000 | 1,208,200 | ||||||
Washington Metropolitan Area Transit Authority | ||||||||
5.00%, 07/01/2032 | 2,965,000 | 3,670,225 | ||||||
|
| |||||||
107,958,394 | ||||||||
|
| |||||||
Florida 6.55% | ||||||||
Alachua County Health Facilities Authority | ||||||||
6.00%, 11/15/2034 | 35,000 | 31,373 | ||||||
5.00%, 12/01/2036 | 1,000,000 | 1,137,410 | ||||||
5.00%, 12/01/2044 | 3,350,000 | 3,777,594 | ||||||
6.38%, 11/15/2049 | 300,000 | 262,425 | ||||||
Brevard County Health Facilities Authority | ||||||||
5.00%, 04/01/2039 | 1,335,000 | 1,476,603 | ||||||
Celebration Pointe Community Development District | ||||||||
4.00%, 05/01/2022(3) | 265,000 | 270,255 | ||||||
Citizens Property Insurance Corp. | ||||||||
5.00%, 06/01/2021 | 355,000 | 375,636 | ||||||
5.00%, 06/01/2022 | 2,150,000 | 2,349,305 |
City of Gainesville FL Utilities System Revenue | ||||||||
5.00%, 10/01/2044 | 2,580,000 | 3,212,874 | ||||||
1.83%, 10/01/2047(1) | 12,800,000 | 12,800,000 | ||||||
City of Jacksonville FL | ||||||||
5.00%, 08/15/2028 | 3,045,000 | 3,901,132 | ||||||
5.00%, 08/15/2029 | 2,500,000 | 3,263,100 | ||||||
5.00%, 08/15/2030 | 1,700,000 | 2,197,029 | ||||||
5.00%, 08/15/2031 | 2,250,000 | 2,891,722 | ||||||
5.00%, 08/15/2032 | 1,200,000 | 1,534,020 | ||||||
5.00%, 08/15/2033 | 1,200,000 | 1,530,276 | ||||||
1.57%, 08/01/2036(1) | 5,900,000 | 5,900,000 | ||||||
5.00%, 06/01/2053(3) | 1,015,000 | 1,108,847 | ||||||
City of Miami Gardens FL | ||||||||
5.00%, 07/01/2034 | 1,725,000 | 1,981,818 | ||||||
City of Orlando FL | ||||||||
5.00%, 11/01/2029 | 2,000,000 | 2,487,840 | ||||||
5.00%, 10/01/2031 | 1,120,000 | 1,434,082 | ||||||
5.00%, 10/01/2032 | 1,300,000 | 1,589,588 | ||||||
5.00%, 10/01/2032 | 1,680,000 | 2,140,757 | ||||||
5.00%, 10/01/2035 | 1,200,000 | 1,508,748 | ||||||
5.00%, 10/01/2036 | 1,000,000 | 1,256,850 | ||||||
City of Tallahassee FL | ||||||||
5.00%, 12/01/2026 | 1,380,000 | 1,623,874 | ||||||
City of Tampa FL | ||||||||
5.00%, 04/01/2040 | 1,115,000 | 1,270,085 | ||||||
County of Broward FL Airport System Revenue | ||||||||
5.00%, 10/01/2022 | 1,185,000 | 1,306,083 | ||||||
5.00%, 10/01/2022 | 1,500,000 | 1,660,725 | ||||||
5.00%, 10/01/2023 | 3,620,000 | 4,107,831 | ||||||
5.00%, 10/01/2029 | 500,000 | 591,685 | ||||||
5.00%, 10/01/2030 | 405,000 | 497,482 | ||||||
5.00%, 10/01/2036 | 1,500,000 | 1,812,180 | ||||||
5.00%, 10/01/2040 | 10,000,000 | 11,524,000 | ||||||
5.00%, 10/01/2042 | 110,000 | 119,954 |
County of Broward FL Port Facilities Revenue | ||||||||
4.00%, 09/01/2037 | 11,250,000 | 12,669,412 | ||||||
County of Hillsborough FL Community Investment Tax Revenue | ||||||||
5.00%, 11/01/2025 | 1,775,000 | 2,142,017 | ||||||
County of Miami-Dade FL | ||||||||
5.00%, 07/01/2023 | 1,000,000 | 1,136,060 | ||||||
5.00%, 10/01/2024 | 1,785,000 | 2,092,877 | ||||||
County of Miami-Dade FL Aviation Revenue | ||||||||
5.00%, 10/01/2020 | 1,000,000 | 1,034,010 | ||||||
5.00%, 10/01/2021 | 690,000 | 736,920 | ||||||
5.00%, 10/01/2022 | 485,000 | 502,969 | ||||||
5.00%, 10/01/2031 | 3,000,000 | 3,307,530 | ||||||
5.00%, 10/01/2034 | 5,520,000 | 6,280,435 | ||||||
5.00%, 10/01/2035 | 1,000,000 | 1,136,240 | ||||||
5.00%, 10/01/2037 | 2,990,000 | 3,421,756 | ||||||
County of Miami-Dade FL Transit System | ||||||||
4.00%, 07/01/2036 | 1,755,000 | 1,950,349 | ||||||
County of Miami-Dade FL Water & Sewer System Revenue | ||||||||
5.00%, 10/01/2031 | 4,000,000 | 4,758,240 | ||||||
5.00%, 10/01/2032 | 1,275,000 | 1,509,957 | ||||||
County of Miami-Dade Seaport Department | ||||||||
6.00%, 10/01/2038 | 7,000,000 | 8,159,410 | ||||||
6.25%, 10/01/2038 | 2,000,000 | 2,329,440 | ||||||
County of Palm Beach FL | ||||||||
5.00%, 05/01/2029 | 1,915,000 | 2,338,483 | ||||||
Florida Development Finance Corp. | ||||||||
5.00%, 05/01/2029(3) | 1,525,000 | 1,683,798 | ||||||
5.00%, 02/15/2031 | 750,000 | 824,032 | ||||||
5.00%, 02/15/2038 | 600,000 | 657,150 | ||||||
5.00%, 02/15/2048 | 1,600,000 | 1,746,288 | ||||||
1.90%, 01/01/2049(1) | 10,000,000 | 10,008,100 | ||||||
Florida Higher Educational Facilities Financial Authority | ||||||||
5.00%, 06/01/2048(3) | 1,110,000 | 1,222,998 | ||||||
Florida Municipal Power Agency | ||||||||
5.00%, 10/01/2025 | 3,475,000 | 4,200,093 | ||||||
1.84%, 10/01/2035(1) | 5,000,000 | 5,000,000 |
Greater Orlando Aviation Authority | ||||||||
5.00%, 10/01/2022 | 1,000,000 | 1,100,950 | ||||||
5.00%, 10/01/2030 | 1,000,000 | 1,220,060 | ||||||
5.00%, 10/01/2031 | 2,000,000 | 2,341,760 | ||||||
5.00%, 10/01/2033 | 2,000,000 | 2,332,820 | ||||||
5.00%, 10/01/2046 | 1,000,000 | 1,163,020 | ||||||
Halifax Hospital Medical Center | ||||||||
5.00%, 06/01/2036 | 3,000,000 | 3,493,350 | ||||||
Harbor Bay Community Development District | ||||||||
3.10%, 05/01/2024 | 500,000 | 497,455 | ||||||
3.10%, 05/01/2024 | 100,000 | 99,491 | ||||||
3.10%, 05/01/2024 | 560,000 | 557,150 | ||||||
Hernando County School District | ||||||||
5.00%, 07/01/2024 | 805,000 | 933,204 | ||||||
Highlands County Health Facilities Authority | ||||||||
1.58%, 11/15/2035(1) | 4,200,000 | 4,200,000 | ||||||
Hillsborough County Aviation Authority | ||||||||
5.00%, 10/01/2032 | 375,000 | 474,630 | ||||||
5.00%, 10/01/2033 | 465,000 | 586,853 | ||||||
5.00%, 10/01/2034 | 2,150,000 | 2,702,765 | ||||||
5.00%, 10/01/2035 | 2,275,000 | 2,851,781 | ||||||
5.00%, 10/01/2036 | 2,650,000 | 3,313,242 | ||||||
5.00%, 10/01/2040 | 12,500,000 | 14,305,000 | ||||||
JEA Electric System Revenue | ||||||||
5.00%, 10/01/2026 | 1,120,000 | 1,358,280 | ||||||
Lakewood Ranch Stewardship District | ||||||||
4.00%, 05/01/2022 | 365,000 | 371,774 | ||||||
3.50%, 05/01/2024 | 225,000 | 227,502 | ||||||
4.35%, 05/01/2024 | 1,565,000 | 1,606,159 | ||||||
4.55%, 05/01/2024(3) | 1,020,000 | 1,046,867 | ||||||
Lee County Industrial Development Authority/FL | ||||||||
5.63%, 12/01/2037(3) | 250,000 | 267,963 | ||||||
5.00%, 11/15/2039 | 1,850,000 | 2,165,610 | ||||||
5.75%, 12/01/2052(3) | 750,000 | 798,645 |
Lee Memorial Health System | ||||||||
5.00%, 04/01/2033(1) | 2,850,000 | 3,390,531 | ||||||
5.00%, 04/01/2035 | 6,555,000 | 8,095,359 | ||||||
5.00%, 04/01/2037 | 2,060,000 | 2,522,367 | ||||||
Manatee County School District | ||||||||
5.00%, 10/01/2025 | 520,000 | 626,506 | ||||||
Marion County School Board | ||||||||
5.00%, 06/01/2026 | 1,455,000 | 1,715,038 | ||||||
Martin County Health Facilities Authority | ||||||||
5.00%, 11/15/2023 | 800,000 | 914,880 | ||||||
Miami-Dade County Educational Facilities Authority | ||||||||
5.00%, 04/01/2040 | 2,855,000 | 3,269,575 | ||||||
5.00%, 04/01/2045 | 1,010,000 | 1,150,370 | ||||||
Miami-Dade County Expressway Authority | ||||||||
5.00%, 07/01/2030 | 1,225,000 | 1,461,658 | ||||||
Miami-Dade County Health Facilities Authority | ||||||||
5.00%, 08/01/2025 | 110,000 | 129,982 | ||||||
5.00%, 08/01/2026 | 155,000 | 187,494 | ||||||
5.00%, 08/01/2027 | 345,000 | 426,006 | ||||||
5.00%, 08/01/2028 | 400,000 | 492,184 | ||||||
5.00%, 08/01/2029 | 480,000 | 588,730 | ||||||
5.00%, 08/01/2030 | 680,000 | 830,627 | ||||||
5.00%, 08/01/2032 | 750,000 | 909,743 | ||||||
Miami-Dade County Industrial Development Authority | ||||||||
1.78%, 06/01/2021(1) | 5,000,000 | 5,000,000 | ||||||
Monroe County School District/FL | ||||||||
5.00%, 06/01/2033 | 500,000 | 609,305 | ||||||
5.00%, 06/01/2035 | 500,000 | 606,245 | ||||||
Orange County Convention Center/Orlando | ||||||||
5.00%, 10/01/2023 | 1,510,000 | 1,726,745 | ||||||
Orange County Health Facilities Authority | ||||||||
5.00%, 10/01/2039 | 750,000 | 885,645 | ||||||
Orange County School Board | ||||||||
5.00%, 08/01/2029 | 1,000,000 | 1,194,950 | ||||||
Palm Beach County Health Facilities Authority | ||||||||
5.00%, 12/01/2023 | 50,000 | 57,255 |
5.00%, 12/01/2024 | 105,000 | 123,479 | ||||||
7.50%, 06/01/2049 | 100,000 | 112,618 | ||||||
7.50%, 06/01/2049 | 1,875,000 | 2,112,450 | ||||||
Palm Beach County School District | ||||||||
5.00%, 08/01/2023 | 500,000 | 568,685 | ||||||
5.00%, 08/01/2024 | 220,000 | 257,523 | ||||||
5.00%, 08/01/2026 | 3,750,000 | 4,625,850 | ||||||
5.00%, 08/01/2026 | 1,065,000 | 1,313,741 | ||||||
5.00%, 08/01/2030 | 4,520,000 | 5,367,410 | ||||||
5.00%, 08/01/2032 | 3,000,000 | 3,537,690 | ||||||
Pinellas County Industrial Development Authority | ||||||||
5.00%, 07/01/2039 | 375,000 | 436,928 | ||||||
Sarasota County Health Facilities Authority | ||||||||
5.00%, 01/01/2042 | 750,000 | 824,738 | ||||||
5.00%, 01/01/2047 | 875,000 | 960,348 | ||||||
School Board of Miami-Dade County | ||||||||
5.00%, 05/01/2025 | 3,000,000 | 3,572,490 | ||||||
5.00%, 05/01/2026 | 1,000,000 | 1,184,930 | ||||||
5.00%, 02/01/2029 | 8,000,000 | 9,546,240 | ||||||
5.00%, 02/01/2030 | 500,000 | 594,805 | ||||||
5.00%, 05/01/2031(1) | 5,000,000 | 5,726,750 | ||||||
5.00%, 05/01/2031 | 5,000,000 | 5,897,800 | ||||||
School District of Broward County/FL | ||||||||
5.00%, 07/01/2022 | 1,000,000 | 1,097,530 | ||||||
5.00%, 07/01/2028 | 1,500,000 | 1,865,850 | ||||||
5.00%, 07/01/2029 | 2,545,000 | 3,156,029 | ||||||
5.00%, 07/01/2030 | 5,500,000 | 6,495,610 | ||||||
South Miami Health Facilities Authority | ||||||||
5.00%, 08/15/2023 | 250,000 | 283,363 | ||||||
5.00%, 08/15/2024 | 400,000 | 465,872 | ||||||
5.00%, 08/15/2025 | 700,000 | 835,709 | ||||||
State of Florida | ||||||||
5.00%, 06/01/2023 | 2,425,000 | 2,748,810 | ||||||
5.00%, 07/01/2023 | 2,630,000 | 2,990,941 | ||||||
5.00%, 06/01/2024 | 2,415,000 | 2,820,478 |
5.00%, 06/01/2024 | 4,500,000 | 5,255,550 | ||||||
5.00%, 07/01/2024 | 2,460,000 | 2,883,809 | ||||||
4.00%, 06/01/2030 | 9,390,000 | 10,011,618 | ||||||
State of Florida Lottery Revenue | ||||||||
5.00%, 07/01/2024 | 1,400,000 | 1,636,264 | ||||||
5.00%, 07/01/2024 | 4,000,000 | 4,675,040 | ||||||
Sunshine Skyway Bridge | ||||||||
4.00%, 07/01/2037 | 2,355,000 | 2,706,601 | ||||||
Tampa Bay Water | ||||||||
5.50%, 10/01/2022 | 1,000,000 | 1,123,680 | ||||||
Tolomato Community Development District | ||||||||
2.00%, 05/01/2021 | 585,000 | 585,813 | ||||||
2.00%, 05/01/2022 | 605,000 | 605,914 | ||||||
2.00%, 05/01/2023 | 1,255,000 | 1,256,381 | ||||||
2.00%, 05/01/2024 | 1,300,000 | 1,298,362 | ||||||
3.50%, 05/01/2024 | 650,000 | 653,705 | ||||||
2.10%, 05/01/2025 | 1,350,000 | 1,350,014 | ||||||
Town of Davie FL | ||||||||
5.00%, 04/01/2048 | 1,440,000 | 1,682,438 | ||||||
West Villages Improvement District | ||||||||
4.00%, 05/01/2024 | 400,000 | 405,400 | ||||||
Westside Community Development District | ||||||||
3.50%, 05/01/2024(3) | 570,000 | 569,031 | ||||||
|
| |||||||
358,813,560 | ||||||||
|
| |||||||
Georgia 2.42% | ||||||||
Atlanta Development Authority | ||||||||
6.75%, 01/01/2035 | 2,200,000 | 2,362,030 | ||||||
7.00%, 01/01/2040 | 1,485,000 | 1,596,806 | ||||||
Bartow County Development Authority | ||||||||
1.55%, 08/01/2043(1) | 3,000,000 | 2,976,480 | ||||||
Brookhaven Development Authority | ||||||||
5.00%, 07/01/2025 | 1,400,000 | 1,674,638 | ||||||
5.00%, 07/01/2031 | 650,000 | 837,785 | ||||||
5.00%, 07/01/2032 | 1,000,000 | 1,287,070 | ||||||
5.00%, 07/01/2033 | 1,135,000 | 1,448,896 | ||||||
5.00%, 07/01/2037 | 1,800,000 | 2,253,816 |
Burke County Development Authority | ||||||||
2.25%, 10/01/2032(1) | 2,800,000 | 2,837,464 | ||||||
3.25%, 11/01/2045(1) | 3,000,000 | 3,119,760 | ||||||
2.93%, 11/01/2053(1) | 2,940,000 | 3,064,333 | ||||||
City of Atlanta GA Water & Wastewater Revenue | ||||||||
5.00%, 11/01/2040 | 14,595,000 | 17,029,884 | ||||||
City of East Point GA | ||||||||
5.00%, 08/01/2020 | 415,000 | 426,342 | ||||||
5.00%, 08/01/2021 | 250,000 | 264,982 | ||||||
Cobb County Kennestone Hospital Authority | ||||||||
5.00%, 04/01/2047 | 1,150,000 | 1,343,050 | ||||||
DeKalb County Hospital Authority/GA | ||||||||
6.13%, 09/01/2040 | 550,000 | 572,891 | ||||||
DeKalb Private Hospital Authority | ||||||||
5.00%, 07/01/2027 | 1,235,000 | 1,545,825 | ||||||
Fulton County Development Authority | ||||||||
5.00%, 04/01/2023 | 300,000 | 333,726 | ||||||
5.00%, 06/15/2044 | 580,000 | 721,021 | ||||||
5.00%, 04/01/2047 | 1,000,000 | 1,167,870 | ||||||
Gainesville & Hall County Development Authority | ||||||||
1.80%, 11/15/2033(1) | 6,000,000 | 6,000,000 | ||||||
Gainesville & Hall County Hospital Authority | ||||||||
5.50%, 02/15/2042 | 650,000 | 805,317 | ||||||
Griffin-Spalding County Hospital Authority | ||||||||
3.00%, 04/01/2027 | 635,000 | 687,800 | ||||||
LaGrange-Troup County Hospital Authority | ||||||||
5.00%, 04/01/2024 | 500,000 | 570,730 | ||||||
Macon-Bibb County Housing Authority | ||||||||
2.04%, 04/01/2021(1) | 15,000,000 | 15,034,800 | ||||||
Macon-Bibb County Urban Development Authority | ||||||||
5.75%, 06/15/2037(3) | 1,000,000 | 1,055,220 | ||||||
Main Street Natural Gas, Inc. | ||||||||
5.00%, 05/15/2027 | 3,000,000 | 3,608,430 | ||||||
5.00%, 05/15/2028 | 2,500,000 | 3,053,150 |
5.00%, 05/15/2043 | 4,520,000 | 5,368,359 | ||||||
2.15% (1 Month LIBOR USD + 0.75%), 04/01/2048(2) | 6,400,000 | 6,438,144 | ||||||
4.00%, 04/01/2048(1) | 3,600,000 | 3,893,760 | ||||||
2.23% (1 Month LIBOR USD + 0.83%), 08/01/2048(2) | 1,700,000 | 1,706,375 | ||||||
4.00%, 08/01/2048(1) | 7,975,000 | 8,656,703 | ||||||
4.00%, 08/01/2049(1) | 17,670,000 | 19,893,416 | ||||||
Marietta Development Authority | ||||||||
5.00%, 11/01/2037(3) | 625,000 | 707,381 | ||||||
5.00%, 11/01/2047(3) | 500,000 | 557,220 | ||||||
Monroe County Development Authority | ||||||||
2.35%, 10/01/2048(1) | 500,000 | 504,285 | ||||||
Municipal Electric Authority of Georgia | ||||||||
5.00%, 01/01/2025 | 350,000 | 406,480 | ||||||
5.00%, 01/01/2026 | 300,000 | 354,921 | ||||||
5.00%, 01/01/2027 | 300,000 | 361,611 | ||||||
5.00%, 01/01/2028 | 25,000 | 30,633 | ||||||
5.00%, 01/01/2030 | 1,000,000 | 1,224,320 | ||||||
Private Colleges & Universities Authority | ||||||||
5.00%, 04/01/2027 | 1,900,000 | 2,194,519 | ||||||
5.00%, 04/01/2044 | 1,000,000 | 1,126,130 | ||||||
Savannah Economic Development Authority | ||||||||
7.25%, 01/01/2049 | 120,000 | 134,984 | ||||||
State of Georgia | ||||||||
5.00%, 07/01/2023 | 1,000,000 | 1,138,030 | ||||||
|
| |||||||
132,377,387 | ||||||||
|
| |||||||
Guam 0.08% | ||||||||
Guam Government Waterworks Authority | ||||||||
5.00%, 07/01/2035 | 1,550,000 | 1,715,137 | ||||||
Territory of Guam | ||||||||
5.00%, 11/15/2031 | 2,460,000 | 2,888,950 | ||||||
|
| |||||||
4,604,087 | ||||||||
|
| |||||||
Hawaii 0.64% | ||||||||
City & County of Honolulu HI | ||||||||
1.88% (SIFMA Municipal Swap Index Yield + 0.30%), 09/01/2023(2) | 1,000,000 | 1,000,080 | ||||||
5.00%, 09/01/2024 | 1,275,000 | 1,498,712 |
1.90% (SIFMA Municipal Swap Index Yield + 0.32%), 09/01/2027(2) | 5,000,000 | 5,000,400 | ||||||
5.00%, 10/01/2029 | 2,000,000 | 2,400,760 | ||||||
State of Hawaii | ||||||||
5.00%, 08/01/2023 | 1,925,000 | 2,191,766 | ||||||
5.00%, 01/01/2030 | 15,500,000 | 19,651,830 | ||||||
State of Hawaii Airports System Revenue | ||||||||
5.00%, 07/01/2031 | 1,275,000 | 1,580,388 | ||||||
5.00%, 07/01/2032 | 1,500,000 | 1,851,465 | ||||||
|
| |||||||
35,175,401 | ||||||||
|
| |||||||
Idaho 0.07% | ||||||||
Idaho Health Facilities Authority | ||||||||
5.00%, 03/01/2034 | 3,155,000 | 3,528,016 | ||||||
Idaho Housing & Finance Association | ||||||||
4.00%, 01/01/2050 | 290,000 | 316,819 | ||||||
|
| |||||||
3,844,835 | ||||||||
|
| |||||||
Illinois 9.89% | ||||||||
Chicago Board of Education | ||||||||
5.00%, 12/01/2021 | 1,000,000 | 1,060,000 | ||||||
5.00%, 12/01/2023 | 2,000,000 | 2,211,640 | ||||||
5.00%, 12/01/2024 | 130,000 | 145,957 | ||||||
5.00%, 12/01/2024 | 2,175,000 | 2,441,981 | ||||||
0.00%, 12/01/2025 | 265,000 | 224,921 | ||||||
0.00%, 12/01/2025 | 345,000 | 289,282 | ||||||
5.00%, 12/01/2025 | 475,000 | 540,897 | ||||||
5.00%, 12/01/2025 | 2,500,000 | 2,901,650 | ||||||
5.00%, 12/01/2025 | 1,160,000 | 1,320,927 | ||||||
5.00%, 12/01/2026 | 145,000 | 167,352 | ||||||
5.00%, 12/01/2026 | 3,660,000 | 4,224,189 | ||||||
5.00%, 12/01/2027 | 850,000 | 994,160 | ||||||
5.00%, 12/01/2028 | 1,270,000 | 1,499,667 | ||||||
5.00%, 12/01/2029 | 905,000 | 1,079,059 | ||||||
5.00%, 12/01/2029 | 540,000 | 643,858 | ||||||
5.00%, 12/01/2030 | 2,220,000 | 2,629,901 | ||||||
5.00%, 12/01/2030 | 2,000,000 | 2,369,280 | ||||||
6.75%, 12/01/2030(3) | 1,500,000 | 1,945,860 |
5.00%, 12/01/2031 | 2,185,000 | 2,581,009 | ||||||
5.00%, 12/01/2033 | 300,000 | 349,116 | ||||||
5.00%, 12/01/2034 | 250,000 | 298,932 | ||||||
5.00%, 12/01/2041 | 785,000 | 816,196 | ||||||
5.25%, 12/01/2041 | 3,000,000 | 3,134,790 | ||||||
5.00%, 12/01/2042 | 200,000 | 211,312 | ||||||
5.00%, 12/01/2046 | 1,455,000 | 1,645,110 | ||||||
6.50%, 12/01/2046 | 100,000 | 121,121 | ||||||
7.00%, 12/01/2046(3) | 400,000 | 509,116 | ||||||
Chicago Midway International Airport | ||||||||
5.00%, 01/01/2021 | 5,000,000 | 5,212,150 | ||||||
5.00%, 01/01/2027 | 1,800,000 | 2,132,154 | ||||||
5.50%, 01/01/2028 | 5,000,000 | 5,593,650 | ||||||
5.00%, 01/01/2032 | 2,000,000 | 2,235,700 | ||||||
5.00%, 01/01/2034 | 1,000,000 | 1,114,830 | ||||||
5.00%, 01/01/2041 | 835,000 | 968,867 | ||||||
5.00%, 01/01/2046 | 300,000 | 346,176 | ||||||
Chicago OHare International Airport | ||||||||
5.00%, 01/01/2021 | 1,535,000 | 1,601,097 | ||||||
5.00%, 01/01/2022 | 520,000 | 559,000 | ||||||
5.00%, 01/01/2023 | 1,000,000 | 1,112,400 | ||||||
5.00%, 01/01/2024 | 865,000 | 983,159 | ||||||
5.00%, 01/01/2025 | 415,000 | 483,554 | ||||||
5.00%, 01/01/2027 | 385,000 | 468,426 | ||||||
5.00%, 01/01/2028 | 1,000,000 | 1,211,190 | ||||||
5.00%, 01/01/2030 | 520,000 | 649,090 | ||||||
5.00%, 01/01/2030 | 2,000,000 | 2,306,000 | ||||||
5.00%, 01/01/2030 | 2,000,000 | 2,333,200 | ||||||
5.00%, 01/01/2031 | 660,000 | 790,376 | ||||||
5.00%, 01/01/2031 | 835,000 | 1,036,569 | ||||||
5.00%, 01/01/2031 | 700,000 | 804,762 | ||||||
5.00%, 01/01/2032 | 1,140,000 | 1,408,242 | ||||||
5.00%, 01/01/2032 | 1,300,000 | 1,490,762 | ||||||
5.00%, 01/01/2032 | 10,225,000 | 11,863,454 | ||||||
5.00%, 01/01/2033 | 1,200,000 | 1,477,812 |
5.00%, 01/01/2033 | 2,520,000 | 2,918,286 | ||||||
5.00%, 01/01/2033 | 345,000 | 408,228 | ||||||
5.00%, 07/01/2033 | 550,000 | 659,274 | ||||||
5.00%, 01/01/2034 | 400,000 | 472,484 | ||||||
5.00%, 01/01/2035 | 1,285,000 | 1,573,675 | ||||||
5.00%, 01/01/2036 | 430,000 | 505,749 | ||||||
5.00%, 01/01/2042 | 500,000 | 583,310 | ||||||
Chicago Park District | ||||||||
4.00%, 01/01/2022 | 500,000 | 523,860 | ||||||
5.00%, 01/01/2025 | 500,000 | 519,205 | ||||||
5.00%, 01/01/2029 | 3,000,000 | 3,370,410 | ||||||
5.00%, 01/01/2036 | 480,000 | 504,667 | ||||||
Chicago Transit Authority | ||||||||
5.00%, 06/01/2022 | 265,000 | 286,884 | ||||||
5.00%, 06/01/2023 | 240,000 | 266,666 | ||||||
5.00%, 06/01/2024 | 200,000 | 227,930 | ||||||
5.25%, 06/01/2024 | 2,000,000 | 2,121,740 | ||||||
5.00%, 06/01/2025 | 200,000 | 233,482 | ||||||
5.00%, 06/01/2026 | 8,275,000 | 9,862,724 | ||||||
5.00%, 06/01/2026 | 160,000 | 190,699 | ||||||
City of Chicago IL | ||||||||
4.25%, 01/01/2020 | 465,000 | 468,329 | ||||||
5.00%, 01/01/2022 | 460,000 | 497,246 | ||||||
5.00%, 01/01/2023 | 1,535,000 | 1,548,815 | ||||||
5.00%, 01/01/2026 | 425,000 | 503,319 | ||||||
5.00%, 01/01/2027 | 500,000 | 592,140 | ||||||
5.25%, 01/01/2027 | 2,435,000 | 2,758,538 | ||||||
5.00%, 01/01/2028 | 865,000 | 872,785 | ||||||
5.75%, 01/01/2034 | 2,000,000 | 2,376,920 | ||||||
5.00%, 01/01/2035 | 750,000 | 834,075 | ||||||
5.50%, 01/01/2035 | 1,000,000 | 1,122,200 | ||||||
5.00%, 01/01/2039 | 1,200,000 | 1,367,964 | ||||||
City of Chicago IL Motor Fuel Tax Revenue | ||||||||
5.00%, 01/01/2025 | 2,000,000 | 2,162,780 |
City of Chicago IL Wastewater Transmission Revenue | ||||||||
5.00%, 01/01/2023 | 450,000 | 496,804 | ||||||
5.00%, 01/01/2024 | 500,000 | 565,665 | ||||||
5.00%, 01/01/2028 | 2,900,000 | 3,242,432 | ||||||
5.00%, 01/01/2029 | 1,300,000 | 1,455,441 | ||||||
5.00%, 01/01/2030 | 1,310,000 | 1,503,382 | ||||||
5.00%, 01/01/2030 | 1,000,000 | 1,196,940 | ||||||
5.00%, 01/01/2033 | 2,000,000 | 2,256,240 | ||||||
5.00%, 01/01/2039 | 1,000,000 | 1,113,630 | ||||||
City of Chicago IL Waterworks Revenue | ||||||||
5.00%, 11/01/2020 | 1,030,000 | 1,066,112 | ||||||
5.00%, 11/01/2021 | 1,525,000 | 1,629,112 | ||||||
5.00%, 11/01/2022 | 1,000,000 | 1,098,880 | ||||||
4.00%, 11/01/2023 | 1,025,000 | 1,093,736 | ||||||
5.00%, 11/01/2023 | 650,000 | 734,103 | ||||||
5.00%, 11/01/2024 | 1,150,000 | 1,328,859 | ||||||
5.00%, 11/01/2024 | 250,000 | 288,882 | ||||||
5.00%, 11/01/2024 | 1,000,000 | 1,155,530 | ||||||
5.00%, 11/01/2025 | 1,000,000 | 1,148,070 | ||||||
5.00%, 11/01/2026 | 1,000,000 | 1,145,820 | ||||||
5.00%, 11/01/2033 | 500,000 | 565,355 | ||||||
City of Springfield IL | ||||||||
5.00%, 12/01/2024 | 340,000 | 390,068 | ||||||
5.00%, 12/01/2025 | 395,000 | 461,688 | ||||||
5.00%, 12/01/2026 | 160,000 | 184,339 | ||||||
City of Waukegan IL | ||||||||
4.00%, 12/30/2024 | 540,000 | 597,596 | ||||||
Cook County Community College District No 508 | ||||||||
5.25%, 12/01/2028 | 1,150,000 | 1,254,857 | ||||||
Cook Kane Lake & McHenry Counties Community College District No 512 | ||||||||
5.00%, 12/01/2024 | 850,000 | 999,830 | ||||||
County of Cook IL | ||||||||
5.25%, 11/15/2022 | 405,000 | 421,808 | ||||||
5.00%, 11/15/2023 | 3,090,000 | 3,488,177 | ||||||
5.00%, 11/15/2025 | 2,500,000 | 2,752,200 | ||||||
5.00%, 11/15/2026 | 1,000,000 | 1,037,520 |
5.00%, 11/15/2026 | 1,450,000 | 1,752,702 | ||||||
5.25%, 11/15/2028 | 1,035,000 | 1,105,732 | ||||||
5.00%, 11/15/2029 | 1,000,000 | 1,186,070 | ||||||
5.00%, 11/15/2030 | 500,000 | 590,195 | ||||||
5.00%, 11/15/2034 | 1,200,000 | 1,397,772 | ||||||
County of Cook IL Sales Tax Revenue | ||||||||
5.00%, 11/15/2029 | 1,085,000 | 1,188,032 | ||||||
5.00%, 11/15/2033 | 2,795,000 | 3,359,338 | ||||||
5.25%, 11/15/2035 | 3,000,000 | 3,641,370 | ||||||
County of Kankakee IL | ||||||||
4.00%, 12/01/2020 | 515,000 | 526,541 | ||||||
County of Kendall IL | ||||||||
5.00%, 12/15/2024 | 2,190,000 | 2,551,262 | ||||||
Illinois Finance Authority | ||||||||
5.00%, 08/01/2021 | 445,000 | 470,935 | ||||||
5.00%, 02/15/2022 | 215,000 | 233,559 | ||||||
5.00%, 07/01/2022 | 1,000,000 | 1,099,800 | ||||||
5.00%, 12/01/2022 | 325,000 | 349,989 | ||||||
4.00%, 05/15/2023 | 365,000 | 381,378 | ||||||
5.00%, 11/15/2023 | 1,680,000 | 1,907,942 | ||||||
5.00%, 12/01/2023 | 1,880,000 | 2,125,547 | ||||||
5.00%, 01/01/2024 | 250,000 | 280,978 | ||||||
5.00%, 02/15/2024 | 215,000 | 248,615 | ||||||
5.00%, 05/15/2024 | 350,000 | 402,626 | ||||||
5.00%, 02/15/2025 | 695,000 | 815,819 | ||||||
5.00%, 07/15/2025 | 230,000 | 275,407 | ||||||
5.00%, 08/01/2025 | 1,605,000 | 1,871,334 | ||||||
5.00%, 02/15/2026 | 360,000 | 438,646 | ||||||
5.00%, 02/15/2026 | 1,345,000 | 1,616,112 | ||||||
5.00%, 03/01/2028 | 15,000 | 17,960 | ||||||
5.00%, 05/15/2028 | 12,620,000 | 15,795,066 | ||||||
5.00%, 01/01/2029 | 1,650,000 | 2,041,892 | ||||||
5.00%, 02/15/2029 | 1,445,000 | 1,782,725 | ||||||
5.00%, 10/01/2029 | 505,000 | 641,436 | ||||||
5.00%, 12/01/2029 | 340,000 | 401,591 |
5.00%, 02/15/2030 | 1,240,000 | 1,518,603 | ||||||
5.00%, 07/01/2030 | 275,000 | 326,978 | ||||||
5.00%, 07/15/2030 | 710,000 | 885,114 | ||||||
5.00%, 08/01/2030 | 870,000 | 1,045,209 | ||||||
5.00%, 10/01/2030 | 565,000 | 713,358 | ||||||
5.00%, 11/15/2030 | 2,000,000 | 2,329,520 | ||||||
5.00%, 01/01/2031 | 3,545,000 | 4,200,683 | ||||||
5.00%, 02/15/2031 | 300,000 | 365,982 | ||||||
5.00%, 05/15/2031 | 5,000,000 | 6,149,200 | ||||||
5.00%, 07/01/2031 | 1,420,000 | 1,741,346 | ||||||
5.25%, 08/15/2031 | 500,000 | 591,185 | ||||||
3.63%, 02/15/2032 | 355,000 | 380,677 | ||||||
4.00%, 09/01/2032 | 40,000 | 41,933 | ||||||
4.75%, 05/15/2033 | 960,000 | 1,013,808 | ||||||
5.00%, 05/15/2033 | 795,000 | 840,315 | ||||||
5.00%, 08/15/2033 | 250,000 | 288,460 | ||||||
5.00%, 10/01/2033 | 700,000 | 873,747 | ||||||
5.00%, 01/01/2034 | 605,000 | 708,661 | ||||||
3.75%, 02/15/2034 | 200,000 | 214,856 | ||||||
5.00%, 02/15/2034 | 1,890,000 | 2,274,653 | ||||||
5.00%, 07/01/2034 | 300,000 | 349,938 | ||||||
5.00%, 08/15/2034 | 2,500,000 | 3,028,300 | ||||||
5.00%, 11/15/2034 | 3,000,000 | 3,451,050 | ||||||
5.00%, 11/15/2034 | 300,000 | 345,105 | ||||||
3.00%, 07/01/2035 | 2,250,000 | 2,282,828 | ||||||
5.25%, 07/01/2035 | 20,085,000 | 25,985,571 | ||||||
5.00%, 08/15/2035 | 600,000 | 689,478 | ||||||
5.00%, 08/15/2035 | 100,000 | 113,896 | ||||||
4.00%, 02/15/2036 | 800,000 | 891,032 | ||||||
5.00%, 02/15/2036 | 905,000 | 1,079,792 | ||||||
5.00%, 07/01/2036 | 830,000 | 962,285 | ||||||
5.00%, 08/15/2036 | 1,000,000 | 1,146,760 | ||||||
5.00%, 10/01/2036 | 620,000 | 766,673 | ||||||
5.00%, 01/01/2037 | 2,785,000 | 3,249,761 | ||||||
5.25%, 02/15/2037 | 380,000 | 412,289 |
5.00%, 05/15/2037 | 395,000 | 438,023 | ||||||
5.00%, 05/15/2037 | 1,050,000 | 1,123,038 | ||||||
4.13%, 08/15/2037 | 1,090,000 | 1,146,571 | ||||||
5.00%, 08/15/2037 | 1,000,000 | 1,142,020 | ||||||
5.13%, 05/15/2038 | 1,000,000 | 1,051,740 | ||||||
6.00%, 08/15/2038 | 1,500,000 | 1,525,635 | ||||||
5.00%, 11/15/2038 | 3,795,000 | 4,314,877 | ||||||
8.00%, 05/15/2040 | 785,000 | 816,471 | ||||||
4.00%, 02/15/2041 | 5,000 | 5,842 | ||||||
4.00%, 02/15/2041 | 2,890,000 | 3,182,208 | ||||||
5.00%, 02/15/2041 | 1,535,000 | 1,809,949 | ||||||
5.00%, 08/01/2042 | 120,000 | 136,396 | ||||||
1.75%, 11/15/2042(1) | 1,770,000 | 1,779,664 | ||||||
1.75%, 08/01/2043(1) | 5,600,000 | 5,600,000 | ||||||
5.00%, 01/01/2044 | 4,145,000 | 4,760,781 | ||||||
5.00%, 08/15/2044 | 200,000 | 224,404 | ||||||
5.00%, 11/15/2045 | 2,565,000 | 2,891,832 | ||||||
8.00%, 05/15/2046 | 1,595,000 | 1,658,944 | ||||||
5.00%, 12/01/2046 | 5,950,000 | 6,793,710 | ||||||
5.00%, 05/15/2047 | 100,000 | 109,213 | ||||||
5.25%, 05/15/2047 | 280,000 | 297,982 | ||||||
5.00%, 08/01/2049 | 140,000 | 158,218 | ||||||
5.25%, 05/15/2054 | 1,000,000 | 1,041,980 | ||||||
5.00%, 07/15/2057(1) | 11,305,000 | 12,540,071 | ||||||
Illinois Municipal Electric Agency | ||||||||
5.00%, 02/01/2023 | 275,000 | 306,295 | ||||||
5.00%, 02/01/2031 | 470,000 | 550,412 | ||||||
Illinois Sports Facilities Authority | ||||||||
5.25%, 06/15/2032 | 1,735,000 | 1,960,446 | ||||||
Illinois State Toll Highway Authority | ||||||||
5.00%, 01/01/2024 | 935,000 | 1,069,341 | ||||||
5.00%, 12/01/2031 | 235,000 | 277,368 | ||||||
5.00%, 12/01/2032 | 425,000 | 499,936 | ||||||
5.00%, 01/01/2034 | 1,300,000 | 1,585,324 | ||||||
5.00%, 01/01/2037 | 1,260,000 | 1,461,524 | ||||||
5.00%, 01/01/2038 | 3,800,000 | 4,348,074 | ||||||
5.00%, 01/01/2041 | 7,000,000 | 8,176,910 |
Illinois State University | ||||||||
5.00%, 04/01/2032 | 1,370,000 | 1,634,479 | ||||||
Kane & DeKalb Counties Community Unit School District No 302 Kaneland | ||||||||
5.00%, 02/01/2025 | 4,125,000 | 4,802,820 | ||||||
5.00%, 02/01/2026 | 1,930,000 | 2,301,525 | ||||||
Lake County Community Unit School District No 60 Waukegan | ||||||||
5.00%, 01/01/2026 | 1,000,000 | 1,142,820 | ||||||
5.00%, 01/01/2027 | 100,000 | 118,428 | ||||||
5.00%, 01/01/2027 | 2,100,000 | 2,395,722 | ||||||
McHenry County Community Unit School District No 12 Johnsburg | ||||||||
5.00%, 01/01/2026 | 925,000 | 1,038,636 | ||||||
McHenry County Community Unit School District No 200 Woodstock | ||||||||
0.00%, 01/15/2024 | 1,000,000 | 916,850 | ||||||
0.00%, 01/15/2025 | 1,000,000 | 896,560 | ||||||
0.00%, 01/15/2026 | 1,000,000 | 874,720 | ||||||
Metropolitan Pier & Exposition Authority | ||||||||
5.00%, 12/15/2026 | 2,000,000 | 2,148,440 | ||||||
0.00%, 06/15/2028 | 14,270,000 | 11,354,211 | ||||||
5.00%, 12/15/2028 | 2,815,000 | 3,013,964 | ||||||
5.00%, 12/15/2028 | 1,000,000 | 1,160,350 | ||||||
0.00%, 06/15/2029 | 2,500,000 | 1,918,150 | ||||||
0.00%, 12/15/2030 | 11,000,000 | 8,020,540 | ||||||
5.00%, 12/15/2032 | 550,000 | 625,972 | ||||||
0.00%, 12/15/2034 | 550,000 | 344,119 | ||||||
5.25%, 06/15/2050 | 3,275,000 | 3,322,488 | ||||||
5.00%, 06/15/2057 | 5,550,000 | 6,163,941 | ||||||
Metropolitan Water Reclamation District of Greater Chicago | ||||||||
5.00%, 12/01/2031 | 5,700,000 | 6,127,785 | ||||||
5.25%, 12/01/2032 | 1,800,000 | 2,386,944 | ||||||
Peoria Metropolitan Airport Authority | ||||||||
5.00%, 12/01/2026 | 1,375,000 | 1,672,206 | ||||||
Peoria Public Building Commission | ||||||||
5.00%, 12/01/2022 | 1,500,000 | 1,656,570 |
Railsplitter Tobacco Settlement Authority | ||||||||
5.00%, 06/01/2023 | 2,265,000 | 2,536,324 | ||||||
5.50%, 06/01/2023 | 1,240,000 | 1,324,791 | ||||||
5.00%, 06/01/2024 | 5,275,000 | 6,067,674 | ||||||
Regional Transportation Authority | ||||||||
5.00%, 07/01/2020 | 400,000 | 410,568 | ||||||
5.00%, 07/01/2021 | 400,000 | 424,616 | ||||||
Sales Tax Securitization Corp. | ||||||||
5.00%, 01/01/2025 | 1,000,000 | 1,147,540 | ||||||
5.00%, 01/01/2025 | 4,000,000 | 4,590,160 | ||||||
5.00%, 01/01/2026 | 2,000,000 | 2,342,140 | ||||||
State of Illinois | ||||||||
5.00%, 11/01/2020 | 610,000 | 628,324 | ||||||
5.00%, 02/01/2021 | 6,000,000 | 6,222,960 | ||||||
5.00%, 09/01/2021 | 1,365,000 | 1,440,703 | ||||||
5.00%, 10/01/2021 | 2,000,000 | 2,110,040 | ||||||
5.00%, 11/01/2021 | 10,625,000 | 11,231,475 | ||||||
5.00%, 01/01/2022 | 700,000 | 704,949 | ||||||
5.00%, 08/01/2022 | 3,000,000 | 3,235,200 | ||||||
5.00%, 09/01/2022 | 1,340,000 | 1,442,148 | ||||||
5.00%, 11/01/2022 | 2,500,000 | 2,691,725 | ||||||
4.00%, 01/01/2023 | 330,000 | 341,227 | ||||||
5.00%, 02/01/2023 | 200,000 | 216,444 | ||||||
5.00%, 02/01/2023 | 235,000 | 254,322 | ||||||
5.00%, 09/01/2023 | 1,365,000 | 1,495,631 | ||||||
5.00%, 11/01/2023 | 5,160,000 | 5,648,188 | ||||||
5.00%, 06/15/2024 | 2,305,000 | 2,517,682 | ||||||
5.50%, 07/01/2024 | 1,000,000 | 1,103,600 | ||||||
5.00%, 09/01/2024 | 1,365,000 | 1,513,048 | ||||||
5.00%, 02/01/2025 | 455,000 | 498,912 | ||||||
5.00%, 05/01/2025 | 3,050,000 | 3,360,002 | ||||||
5.00%, 06/01/2025 | 880,000 | 987,545 | ||||||
5.00%, 06/15/2025 | 4,090,000 | 4,462,926 | ||||||
5.50%, 07/01/2025 | 400,000 | 441,272 | ||||||
5.00%, 11/01/2025 | 2,040,000 | 2,305,547 |
5.00%, 11/01/2025 | 11,200,000 | 12,557,776 | ||||||
5.00%, 06/01/2026 | 125,000 | 142,598 | ||||||
5.00%, 10/01/2026 | 2,270,000 | 2,603,123 | ||||||
5.00%, 11/01/2026 | 3,360,000 | 3,811,046 | ||||||
5.00%, 02/01/2027 | 635,000 | 726,923 | ||||||
5.00%, 02/01/2028 | 1,000,000 | 1,141,820 | ||||||
5.00%, 05/01/2028 | 265,000 | 290,851 | ||||||
5.00%, 02/01/2029 | 1,000,000 | 1,140,590 | ||||||
5.25%, 02/01/2029 | 3,720,000 | 4,097,134 | ||||||
5.00%, 04/01/2029 | 605,000 | 661,991 | ||||||
5.25%, 02/01/2030 | 100,000 | 110,071 | ||||||
5.25%, 02/01/2031 | 760,000 | 834,533 | ||||||
5.00%, 10/01/2031 | 800,000 | 922,928 | ||||||
5.00%, 05/01/2032 | 800,000 | 871,864 | ||||||
5.50%, 07/01/2038 | 1,500,000 | 1,631,955 | ||||||
Sugar Grove Public Library District | ||||||||
3.00%, 02/01/2020 | 390,000 | 392,083 | ||||||
Upper Illinois River Valley Development Authority | ||||||||
5.25%, 12/01/2037(3) | 2,005,000 | 2,164,879 | ||||||
Village of Bedford Park IL | ||||||||
4.00%, 12/01/2020 | 1,180,000 | 1,203,010 | ||||||
Village of Bolingbrook IL | ||||||||
4.00%, 03/01/2023 | 500,000 | 536,845 | ||||||
4.00%, 03/01/2025 | 500,000 | 553,830 | ||||||
4.00%, 03/01/2027 | 1,000,000 | 1,132,360 | ||||||
Village of Hillside IL | ||||||||
5.00%, 01/01/2024 | 925,000 | 961,612 | ||||||
Will County Community Unit School District No 365 Valley View | ||||||||
5.00%, 11/01/2023 | 420,000 | 475,944 | ||||||
5.00%, 11/01/2024 | 2,390,000 | 2,779,403 | ||||||
0.00%, 11/01/2025 | 1,520,000 | 1,340,594 | ||||||
0.00%, 11/01/2026 | 905,000 | 783,332 | ||||||
5.00%, 11/01/2026 | 1,800,000 | 2,194,722 | ||||||
|
| |||||||
541,889,719 | ||||||||
|
|
Indiana 2.10% | ||||||||
Ball State University | ||||||||
5.00%, 07/01/2033 | 955,000 | 1,170,314 | ||||||
City of Whiting IN | ||||||||
5.25%, 01/01/2021 | 1,745,000 | 1,825,741 | ||||||
5.00%, 12/01/2044(1) | 4,230,000 | 5,019,318 | ||||||
5.00%, 11/01/2045(1) | 3,000,000 | 3,293,580 | ||||||
County of St Joseph IN | ||||||||
5.00%, 04/01/2033 | 1,245,000 | 1,515,514 | ||||||
Indiana Finance Authority | ||||||||
5.00%, 12/01/2024 | 3,000,000 | 3,551,790 | ||||||
5.00%, 05/01/2026 | 1,100,000 | 1,335,246 | ||||||
5.00%, 11/01/2026 | 1,200,000 | 1,473,936 | ||||||
6.00%, 12/01/2026 | 2,035,000 | 2,072,159 | ||||||
5.00%, 05/01/2027 | 700,000 | 867,398 | ||||||
5.00%, 05/01/2029 | 685,000 | 878,992 | ||||||
5.00%, 11/01/2029 | 2,350,000 | 2,911,227 | ||||||
5.00%, 09/01/2031 | 440,000 | 525,435 | ||||||
5.00%, 06/01/2032 | 2,750,000 | 2,883,567 | ||||||
5.25%, 02/01/2033 | 2,500,000 | 3,007,650 | ||||||
5.00%, 03/01/2036 | 4,000,000 | 4,590,000 | ||||||
5.00%, 09/01/2036 | 1,000,000 | 1,180,750 | ||||||
5.25%, 10/01/2038 | 15,010,000 | 16,061,901 | ||||||
5.00%, 06/01/2039 | 1,200,000 | 1,257,276 | ||||||
1.75%, 12/01/2039(1) | 2,775,000 | 2,775,000 | ||||||
1.65%, 12/01/2042(1) | 2,145,000 | 2,152,143 | ||||||
5.00%, 07/01/2048 | 3,600,000 | 3,918,924 | ||||||
5.25%, 01/01/2051 | 4,450,000 | 4,881,828 | ||||||
2.25%, 12/01/2058(1) | 1,285,000 | 1,336,875 | ||||||
Indiana Health & Educational Facilities Financing Authority | ||||||||
1.75%, 11/15/2031(1) | 3,000,000 | 3,024,690 | ||||||
Indiana Health Facility Financing Authority | ||||||||
1.25%, 11/01/2027(1) | 1,020,000 | 1,019,113 | ||||||
1.35%, 11/01/2027(1) | 1,205,000 | 1,204,494 | ||||||
2.00%, 11/15/2036(1) | 2,070,000 | 2,106,556 |
Indiana Housing & Community Development Authority | ||||||||
1.65%, 04/01/2022(1) | 7,500,000 | 7,500,150 | ||||||
3.50%, 01/01/2049 | 1,220,000 | 1,312,769 | ||||||
Indianapolis Local Public Improvement Bond Bank | ||||||||
5.00%, 01/01/2021 | 370,000 | 386,261 | ||||||
5.00%, 01/01/2022 | 755,000 | 812,841 | ||||||
5.00%, 01/01/2023 | 285,000 | 315,883 | ||||||
5.00%, 07/15/2023 | 300,000 | 339,798 | ||||||
5.00%, 07/15/2024 | 1,000,000 | 1,163,010 | ||||||
5.00%, 07/15/2025 | 750,000 | 893,925 | ||||||
5.00%, 01/15/2026 | 720,000 | 868,183 | ||||||
5.00%, 01/15/2027 | 700,000 | 862,015 | ||||||
5.00%, 01/15/2028 | 500,000 | 625,645 | ||||||
5.00%, 01/01/2029 | 1,000,000 | 1,197,830 | ||||||
5.00%, 01/01/2031 | 1,000,000 | 1,189,680 | ||||||
5.00%, 02/01/2044 | 12,000,000 | 14,857,080 | ||||||
Lebanon Middle School Building Corp. | ||||||||
5.00%, 01/10/2023 | 1,065,000 | 1,186,314 | ||||||
5.00%, 07/10/2023 | 1,740,000 | 1,965,226 | ||||||
Westfield-Washington Multi-School Building Corp. | ||||||||
5.00%, 01/15/2028 | 390,000 | 465,356 | ||||||
5.00%, 01/15/2029 | 540,000 | 643,048 | ||||||
5.00%, 01/15/2030 | 700,000 | 831,054 | ||||||
|
| |||||||
115,257,485 | ||||||||
|
| |||||||
Iowa 0.58% | ||||||||
City of Coralville IA | ||||||||
4.00%, 05/01/2030 | 1,200,000 | 1,220,004 | ||||||
Iowa Finance Authority | ||||||||
3.13%, 12/01/2022 | 8,125,000 | 8,240,538 | ||||||
3.25%, 03/01/2023 | 3,300,000 | 3,302,145 | ||||||
5.25%, 12/01/2025 | 3,000,000 | 3,272,070 | ||||||
4.75%, 08/01/2042 | 980,000 | 1,022,914 | ||||||
5.00%, 05/15/2043 | 270,000 | 306,247 | ||||||
5.00%, 05/15/2048 | 685,000 | 774,920 | ||||||
Iowa Student Loan Liquidity Corp. | ||||||||
5.00%, 12/01/2025 | 1,775,000 | 2,070,200 |
PEFA, Inc. | ||||||||
5.00%, 09/01/2049(1) | 10,000,000 | 11,824,000 | ||||||
|
| |||||||
32,033,038 | ||||||||
|
| |||||||
Kansas 0.17% | ||||||||
City of Lenexa KS | ||||||||
5.00%, 05/15/2021 | 500,000 | 521,980 | ||||||
5.00%, 05/15/2039 | 325,000 | 365,355 | ||||||
Johnson County Unified School District No 232 de Soto | ||||||||
5.00%, 09/01/2022 | 350,000 | 386,799 | ||||||
Kansas Development Finance Authority | ||||||||
5.00%, 11/15/2032 | 7,325,000 | 7,920,083 | ||||||
|
| |||||||
9,194,217 | ||||||||
|
| |||||||
Kentucky 2.13% | ||||||||
City of Russell KY | ||||||||
5.00%, 11/01/2022 | 3,200,000 | 3,547,136 | ||||||
County of Carroll KY | ||||||||
1.55%, 09/01/2042(1) | 6,250,000 | 6,214,062 | ||||||
County of Trimble KY | ||||||||
2.55%, 11/01/2027(1) | 6,730,000 | 6,846,698 | ||||||
Kentucky Asset Liability Commission | ||||||||
5.00%, 09/01/2024 | 1,000,000 | 1,167,670 | ||||||
5.00%, 09/01/2025 | 1,250,000 | 1,495,625 | ||||||
Kentucky Economic Development Finance Authority | ||||||||
5.00%, 06/01/2024 | 1,000,000 | 1,123,460 | ||||||
1.40%, 04/01/2031(1) | 2,000,000 | 1,999,560 | ||||||
5.00%, 05/15/2031 | 100,000 | 109,533 | ||||||
5.00%, 06/01/2037 | 325,000 | 373,799 | ||||||
6.38%, 06/01/2040 | 2,550,000 | 2,632,798 | ||||||
5.00%, 06/01/2041 | 225,000 | 257,116 | ||||||
5.25%, 06/01/2041 | 725,000 | 842,472 | ||||||
6.50%, 03/01/2045 | 1,000,000 | 1,033,220 | ||||||
5.00%, 06/01/2045 | 1,000,000 | 1,131,800 | ||||||
5.00%, 12/01/2045 | 300,000 | 352,032 | ||||||
5.00%, 05/15/2046 | 500,000 | 531,795 | ||||||
6.25%, 11/15/2046 | 750,000 | 613,583 |
5.00%, 12/01/2047 | 620,000 | 676,773 | ||||||
5.00%, 05/15/2051 | 325,000 | 344,692 | ||||||
Kentucky Higher Education Student Loan Corp. | ||||||||
5.00%, 06/01/2020 | 600,000 | 612,600 | ||||||
5.00%, 06/01/2021 | 610,000 | 641,482 | ||||||
Kentucky Housing Corp. | ||||||||
2.45%, 04/01/2021(1) | 13,000,000 | 13,109,070 | ||||||
Kentucky Public Energy Authority | ||||||||
4.00%, 04/01/2048(1) | 5,000,000 | 5,434,650 | ||||||
4.00%, 01/01/2049(1) | 10,000,000 | 11,051,400 | ||||||
4.00%, 12/01/2049(1) | 10,000,000 | 11,060,600 | ||||||
4.00%, 12/01/2049(1) | 11,620,000 | 12,862,875 | ||||||
Kentucky Public Transportation Infrastructure Authority | ||||||||
5.75%, 07/01/2049 | 1,000,000 | 1,123,530 | ||||||
6.00%, 07/01/2053 | 530,000 | 601,630 | ||||||
Kentucky State Property & Building Commission | ||||||||
5.00%, 05/01/2021 | 500,000 | 527,550 | ||||||
5.00%, 05/01/2029 | 1,000,000 | 1,206,690 | ||||||
5.00%, 05/01/2029 | 1,025,000 | 1,261,539 | ||||||
5.00%, 05/01/2032 | 270,000 | 332,340 | ||||||
Louisville & Jefferson County Metropolitan Government | ||||||||
5.00%, 10/01/2020 | 1,140,000 | 1,177,962 | ||||||
5.00%, 10/01/2023 | 1,565,000 | 1,776,557 | ||||||
5.00%, 12/01/2028 | 430,000 | 469,384 | ||||||
5.00%, 12/01/2029 | 1,250,000 | 1,364,488 | ||||||
5.00%, 10/01/2030 | 2,500,000 | 3,007,775 | ||||||
5.00%, 12/01/2030 | 130,000 | 141,907 | ||||||
5.00%, 10/01/2032 | 430,000 | 512,302 | ||||||
1.85%, 10/01/2033(1) | 15,900,000 | 15,996,195 | ||||||
University of Louisville | ||||||||
3.00%, 09/01/2021 | 1,230,000 | 1,264,907 | ||||||
|
| |||||||
116,831,257 | ||||||||
|
| |||||||
Louisiana 1.71% | ||||||||
Calcasieu Parish Memorial Hospital Service District | ||||||||
5.00%, 12/01/2025 | 285,000 | 330,788 |
5.00%, 12/01/2026 | 255,000 | 300,719 | ||||||
5.00%, 12/01/2027 | 300,000 | 358,305 | ||||||
5.00%, 12/01/2028 | 300,000 | 362,136 | ||||||
5.00%, 12/01/2029 | 1,015,000 | 1,236,899 | ||||||
City of New Orleans LA | ||||||||
5.00%, 12/01/2019 | 2,450,000 | 2,464,333 | ||||||
East Baton Rouge Parish Industrial Development Board, Inc. | ||||||||
1.87%, 08/01/2035(1) | 9,000,000 | 9,000,000 | ||||||
Greater New Orleans Expressway Commission | ||||||||
5.00%, 11/01/2034 | 1,000,000 | 1,180,120 | ||||||
Greater Ouachita Water Co. | ||||||||
5.00%, 09/01/2027 | 1,000,000 | 1,222,760 | ||||||
5.00%, 09/01/2028 | 500,000 | 620,520 | ||||||
5.00%, 09/01/2029 | 365,000 | 458,914 | ||||||
Jefferson Parish Economic Development & Port District | ||||||||
5.50%, 06/15/2038(3) | 600,000 | 640,542 | ||||||
5.63%, 06/15/2048(3) | 700,000 | 748,349 | ||||||
Jefferson Parish Hospital Service District No 1 | ||||||||
5.50%, 01/01/2026 | 3,000,000 | 3,152,250 | ||||||
Louisiana Local Government Environmental Facilities & Community Development Auth | ||||||||
5.00%, 10/01/2028 | 1,045,000 | 1,315,436 | ||||||
6.50%, 08/01/2029 | 2,200,000 | 2,292,158 | ||||||
Louisiana Public Facilities Authority | ||||||||
5.00%, 06/01/2021 | 7,695,000 | 8,146,235 | ||||||
5.00%, 12/15/2022 | 230,000 | 255,893 | ||||||
5.00%, 12/15/2023 | 335,000 | 383,387 | ||||||
5.00%, 12/15/2024 | 330,000 | 387,314 | ||||||
5.00%, 12/15/2025 | 275,000 | 330,195 | ||||||
5.00%, 12/15/2026 | 300,000 | 368,775 | ||||||
0.00%, 10/01/2027 | 2,000,000 | 1,917,060 | ||||||
5.00%, 12/15/2028 | 250,000 | 311,540 | ||||||
5.00%, 12/15/2029 | 200,000 | 248,298 | ||||||
5.00%, 12/15/2030 | 150,000 | 185,421 | ||||||
5.00%, 05/15/2031 | 1,250,000 | 1,496,800 | ||||||
5.00%, 12/15/2031 | 390,000 | 480,262 | ||||||
5.00%, 05/15/2032 | 1,000,000 | 1,192,070 | ||||||
1.75%, 05/01/2042(1) | 13,525,000 | 13,525,000 |
Louisiana State Citizens Property Insurance Corp. | ||||||||
5.00%, 06/01/2021 | 4,000,000 | 4,232,520 | ||||||
New Orleans Aviation Board | ||||||||
5.00%, 01/01/2023 | 50,000 | 55,117 | ||||||
5.00%, 01/01/2024 | 1,400,000 | 1,580,796 | ||||||
5.00%, 01/01/2024 | 55,000 | 62,103 | ||||||
5.00%, 01/01/2027 | 850,000 | 981,563 | ||||||
5.00%, 01/01/2028 | 155,000 | 186,338 | ||||||
5.00%, 01/01/2029 | 810,000 | 931,516 | ||||||
5.00%, 01/01/2030 | 275,000 | 328,545 | ||||||
5.00%, 01/01/2033 | 740,000 | 874,443 | ||||||
5.00%, 01/01/2033 | 2,600,000 | 3,160,066 | ||||||
5.00%, 01/01/2034 | 170,000 | 200,490 | ||||||
5.00%, 01/01/2034 | 750,000 | 884,513 | ||||||
5.00%, 01/01/2034 | 2,750,000 | 3,335,008 | ||||||
5.00%, 01/01/2036 | 500,000 | 587,180 | ||||||
5.00%, 01/01/2037 | 500,000 | 585,030 | ||||||
5.00%, 01/01/2040 | 1,540,000 | 1,752,135 | ||||||
5.00%, 01/01/2040 | 1,000,000 | 1,124,550 | ||||||
Parish of St John the Baptist LA | ||||||||
2.00%, 06/01/2037(1) | 2,335,000 | 2,339,857 | ||||||
2.10%, 06/01/2037(1) | 5,995,000 | 6,019,699 | ||||||
2.20%, 06/01/2037(1) | 7,605,000 | 7,658,159 | ||||||
State of Louisiana | ||||||||
5.00%, 07/15/2021 | 1,695,000 | 1,803,785 | ||||||
|
| |||||||
93,595,892 | ||||||||
|
| |||||||
Maine 0.12% | ||||||||
Maine Health & Higher Educational Facilities Authority | ||||||||
4.00%, 07/01/2041 | 1,480,000 | 1,549,368 | ||||||
5.00%, 07/01/2041 | 1,235,000 | 1,384,731 | ||||||
5.00%, 07/01/2043 | 610,000 | 656,787 | ||||||
4.00%, 07/01/2046 | 330,000 | 344,140 | ||||||
5.00%, 07/01/2046 | 1,735,000 | 1,940,285 |
Maine Municipal Bond Bank | ||||||||
5.00%, 11/01/2033 | 650,000 | 811,766 | ||||||
|
| |||||||
6,687,077 | ||||||||
|
| |||||||
Maryland 2.85% | ||||||||
City of Baltimore MD | ||||||||
5.00%, 09/01/2023 | 1,000,000 | 1,121,530 | ||||||
5.00%, 07/01/2026 | 720,000 | 886,298 | ||||||
5.00%, 07/01/2029 | 4,770,000 | 5,897,056 | ||||||
5.00%, 09/01/2030 | 3,000,000 | 3,565,650 | ||||||
5.00%, 09/01/2032 | 1,000,000 | 1,172,510 | ||||||
5.00%, 09/01/2036 | 1,270,000 | 1,466,075 | ||||||
5.00%, 09/01/2039 | 2,775,000 | 3,177,042 | ||||||
5.00%, 09/01/2046 | 1,500,000 | 1,699,845 | ||||||
City of Gaithersburg MD | ||||||||
5.00%, 01/01/2027 | 1,335,000 | 1,538,721 | ||||||
5.00%, 01/01/2033 | 130,000 | 147,883 | ||||||
5.00%, 01/01/2036 | 85,000 | 96,281 | ||||||
City of Rockville MD | ||||||||
4.00%, 11/01/2021 | 200,000 | 209,320 | ||||||
2.50%, 11/01/2024 | 245,000 | 245,100 | ||||||
3.00%, 11/01/2025 | 580,000 | 583,091 | ||||||
5.00%, 11/01/2042 | 1,250,000 | 1,387,863 | ||||||
5.00%, 11/01/2047 | 1,230,000 | 1,355,497 | ||||||
City of Westminster MD | ||||||||
6.25%, 07/01/2044 | 1,100,000 | 1,230,669 | ||||||
County of Baltimore MD | ||||||||
5.00%, 10/01/2023 | 2,495,000 | 2,845,822 | ||||||
4.00%, 03/01/2035 | 4,000,000 | 4,673,440 | ||||||
County of Howard MD | ||||||||
4.00%, 08/15/2031 | 1,665,000 | 1,965,766 | ||||||
County of Montgomery MD | ||||||||
5.00%, 10/01/2024 | 1,210,000 | 1,427,026 | ||||||
5.38%, 07/01/2048 | 625,000 | 672,706 | ||||||
County of Prince Georges MD | ||||||||
4.00%, 08/01/2027 | 3,000,000 | 3,302,310 |
4.00%, 08/01/2029 | 4,035,000 | 4,428,735 | ||||||
4.00%, 08/01/2030 | 9,865,000 | 10,784,517 | ||||||
Maryland Community Development Administration | ||||||||
2.06%, 09/01/2021 | 3,000,000 | 3,002,250 | ||||||
2.60%, 09/01/2022 | 2,630,000 | 2,712,135 | ||||||
2.70%, 03/01/2023 | 3,195,000 | 3,312,832 | ||||||
2.75%, 09/01/2023 | 1,010,000 | 1,053,814 | ||||||
2.85%, 03/01/2024 | 2,560,000 | 2,687,206 | ||||||
2.95%, 03/01/2025 | 3,025,000 | 3,215,272 | ||||||
3.10%, 03/01/2026 | 1,445,000 | 1,548,924 | ||||||
3.25%, 03/01/2027 | 2,325,000 | 2,530,135 | ||||||
4.00%, 09/01/2049 | 1,605,000 | 1,755,918 | ||||||
Maryland Community Development Administration Multi-Family Mortgage Revenue | ||||||||
2.34%, 04/01/2021(3) | 10,000,000 | 10,038,300 | ||||||
Maryland Economic Development Corp. | ||||||||
5.00%, 07/01/2020 | 250,000 | 256,245 | ||||||
5.00%, 07/01/2021 | 500,000 | 528,780 | ||||||
5.00%, 06/01/2023 | 215,000 | 239,536 | ||||||
5.00%, 03/31/2024 | 2,500,000 | 2,669,975 | ||||||
5.00%, 09/30/2027 | 50,000 | 59,022 | ||||||
5.00%, 06/01/2028 | 2,000,000 | 2,472,820 | ||||||
5.00%, 09/30/2030 | 905,000 | 1,056,470 | ||||||
5.00%, 06/01/2035 | 1,415,000 | 1,711,556 | ||||||
5.00%, 03/31/2046 | 1,680,000 | 1,893,797 | ||||||
5.00%, 06/01/2049 | 1,000,000 | 1,193,380 | ||||||
5.00%, 03/31/2051 | 1,640,000 | 1,844,311 | ||||||
5.00%, 06/01/2058 | 600,000 | 670,392 | ||||||
Maryland Health & Higher Educational Facilities Authority | ||||||||
5.00%, 07/01/2024 | 535,000 | 613,848 | ||||||
5.00%, 07/01/2024 | 745,000 | 859,209 | ||||||
5.50%, 01/01/2029 | 1,500,000 | 1,850,745 | ||||||
5.50%, 01/01/2030 | 1,750,000 | 2,150,627 | ||||||
5.00%, 07/01/2030 | 600,000 | 712,146 | ||||||
5.00%, 07/01/2032 | 750,000 | 877,972 | ||||||
5.00%, 07/01/2035 | 75,000 | 87,032 |
5.00%, 08/15/2038 | 1,945,000 | 2,219,031 | ||||||
4.00%, 07/01/2042 | 120,000 | 127,241 | ||||||
5.00%, 07/01/2043 | 500,000 | 575,215 | ||||||
5.00%, 07/01/2045 | 2,000,000 | 2,282,320 | ||||||
5.50%, 01/01/2046 | 1,290,000 | 1,515,402 | ||||||
5.00%, 07/01/2048 | 1,000,000 | 1,147,510 | ||||||
Maryland Stadium Authority | ||||||||
5.00%, 06/15/2021 | 900,000 | 956,196 | ||||||
5.00%, 05/01/2032 | 765,000 | 917,243 | ||||||
5.00%, 05/01/2041 | 5,000,000 | 5,874,750 | ||||||
Maryland State Transportation Authority | ||||||||
5.00%, 07/01/2030 | 4,655,000 | 5,833,879 | ||||||
Prince Georges County Revenue Authority | ||||||||
5.00%, 05/01/2030 | 1,085,000 | 1,374,554 | ||||||
State of Maryland | ||||||||
5.00%, 03/01/2020 | 6,000,000 | 6,091,500 | ||||||
4.00%, 03/15/2021 | 1,170,000 | 1,184,578 | ||||||
5.00%, 08/01/2022 | 3,000,000 | 3,310,980 | ||||||
5.00%, 08/01/2024 | 1,450,000 | 1,701,763 | ||||||
State of Maryland Department of Transportation | ||||||||
4.00%, 09/01/2026 | 5,000,000 | 5,859,600 | ||||||
Washington Suburban Sanitary Commission | ||||||||
3.00%, 06/01/2026 | 5,000,000 | 5,494,350 | ||||||
|
| |||||||
155,951,514 | ||||||||
|
| |||||||
Massachusetts 2.39% | ||||||||
City of Boston MA | ||||||||
5.00%, 04/01/2023 | 2,095,000 | 2,367,099 | ||||||
Commonwealth of Massachusetts | ||||||||
5.00%, 07/01/2022 | 485,000 | 533,820 | ||||||
5.50%, 12/01/2022 | 1,195,000 | 1,351,545 | ||||||
5.00%, 09/01/2028 | 2,000,000 | 2,412,300 | ||||||
5.00%, 12/01/2030 | 1,500,000 | 1,848,735 | ||||||
5.00%, 01/01/2032 | 5,400,000 | 6,767,334 | ||||||
5.25%, 01/01/2033 | 6,000,000 | 7,793,400 | ||||||
5.00%, 07/01/2036 | 12,630,000 | 14,891,654 |
3.50%, 05/01/2037 | 10,000,000 | 10,391,200 | ||||||
1.05%, 08/01/2043(1) | 10,515,000 | 10,483,034 | ||||||
1.70%, 08/01/2043(1) | 1,750,000 | 1,762,075 | ||||||
5.25%, 09/01/2043 | 1,250,000 | 1,568,450 | ||||||
5.00%, 03/01/2046 | 205,000 | 231,410 | ||||||
Massachusetts Bay Transportation Authority | ||||||||
5.25%, 07/01/2031 | 5,440,000 | 7,508,669 | ||||||
Massachusetts Development Finance Agency | ||||||||
5.00%, 07/15/2022 | 355,000 | 391,849 | ||||||
5.00%, 07/01/2023 | 900,000 | 1,019,628 | ||||||
5.00%, 10/01/2024 | 2,020,000 | 2,385,539 | ||||||
5.00%, 07/01/2025 | 1,090,000 | 1,284,707 | ||||||
5.00%, 10/01/2025 | 905,000 | 1,062,488 | ||||||
5.00%, 07/01/2026 | 1,140,000 | 1,373,962 | ||||||
5.00%, 10/01/2026 | 955,000 | 1,143,584 | ||||||
5.00%, 07/01/2030 | 590,000 | 743,258 | ||||||
5.00%, 01/01/2031 | 475,000 | 563,906 | ||||||
5.00%, 01/01/2032 | 635,000 | 751,313 | ||||||
5.00%, 07/01/2032 | 500,000 | 616,340 | ||||||
5.00%, 01/01/2033 | 540,000 | 636,919 | ||||||
5.00%, 01/01/2034 | 710,000 | 836,302 | ||||||
5.00%, 07/01/2034 | 500,000 | 612,370 | ||||||
5.00%, 01/01/2035 | 745,000 | 874,742 | ||||||
5.00%, 01/01/2036 | 1,100,000 | 1,288,595 | ||||||
5.00%, 10/01/2037(3) | 500,000 | 555,035 | ||||||
5.00%, 07/01/2038(1) | 8,525,000 | 9,810,570 | ||||||
5.00%, 01/01/2040 | 755,000 | 890,236 | ||||||
5.13%, 11/15/2046(3) | 800,000 | 904,704 | ||||||
5.00%, 10/01/2047(3) | 375,000 | 413,377 | ||||||
2.06% (SIFMA Municipal Swap Index Yield + 0.48%), 07/01/2050(2) | 4,100,000 | 4,100,779 | ||||||
5.00%, 10/01/2057(3) | 1,535,000 | 1,687,379 | ||||||
Massachusetts Educational Financing Authority | ||||||||
5.00%, 07/01/2026 | 5,000,000 | 5,980,450 | ||||||
Massachusetts Housing Finance Agency | ||||||||
2.13% (SIFMA Municipal Swap Index Yield + 0.55%), 11/01/2048(2) | 10,000,000 | 10,000,000 |
Massachusetts Port Authority | ||||||||
5.00%, 07/01/2024 | 800,000 | 925,816 | ||||||
5.00%, 07/01/2025 | 295,000 | 349,649 | ||||||
Massachusetts School Building Authority | ||||||||
5.00%, 01/15/2028 | 1,500,000 | 1,777,455 | ||||||
5.00%, 10/15/2032 | 1,000,000 | 1,073,100 | ||||||
Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | ||||||||
5.00%, 01/01/2039(1) | 4,055,000 | 4,510,782 | ||||||
Massachusetts Water Resources Authority | ||||||||
5.00%, 08/01/2040 | 1,900,000 | 2,277,929 | ||||||
|
| |||||||
130,753,488 | ||||||||
|
| |||||||
Michigan 3.27% | ||||||||
Avondale School District | ||||||||
5.00%, 11/01/2022 | 600,000 | 666,402 | ||||||
5.00%, 11/01/2023 | 680,000 | 777,519 | ||||||
5.00%, 11/01/2024 | 800,000 | 937,160 | ||||||
5.00%, 11/01/2025 | 785,000 | 944,276 | ||||||
5.00%, 11/01/2026 | 765,000 | 940,782 | ||||||
Calhoun County Hospital Finance Authority | ||||||||
5.00%, 02/15/2037 | 1,695,000 | 1,875,873 | ||||||
City of Detroit MI | ||||||||
5.00%, 04/01/2021 | 1,000,000 | 1,035,340 | ||||||
5.00%, 04/01/2022 | 835,000 | 881,718 | ||||||
5.00%, 04/01/2023 | 750,000 | 805,207 | ||||||
5.00%, 04/01/2024 | 900,000 | 979,236 | ||||||
5.00%, 04/01/2025 | 900,000 | 993,537 | ||||||
5.00%, 04/01/2034 | 1,000,000 | 1,121,980 | ||||||
City of Detroit MI Sewage Disposal System Revenue | ||||||||
5.25%, 07/01/2039 | 4,050,000 | 4,409,154 | ||||||
City of Detroit MI Water Supply System Revenue | ||||||||
5.25%, 07/01/2041 | 1,000,000 | 1,060,100 | ||||||
City of Royal Oak MI | ||||||||
5.00%, 04/01/2029 | 500,000 | 625,615 | ||||||
5.00%, 04/01/2031 | 1,045,000 | 1,294,703 |
City of Wyandotte MI Electric System Revenue | ||||||||
5.00%, 10/01/2021 | 750,000 | 796,268 | ||||||
5.00%, 10/01/2022 | 800,000 | 874,112 | ||||||
5.00%, 10/01/2023 | 500,000 | 561,590 | ||||||
5.00%, 10/01/2024 | 765,000 | 877,822 | ||||||
Clarkston Community Schools | ||||||||
5.00%, 05/01/2022 | 445,000 | 486,060 | ||||||
County of Kent MI | ||||||||
5.00%, 06/01/2028 | 700,000 | 857,668 | ||||||
Detroit Downtown Development Authority | ||||||||
5.00%, 07/01/2037 | 540,000 | 604,616 | ||||||
5.00%, 07/01/2038 | 1,000,000 | 1,117,920 | ||||||
Grand Rapids Public Schools | ||||||||
5.00%, 05/01/2025 | 1,075,000 | 1,279,508 | ||||||
5.00%, 11/01/2037 | 1,750,000 | 2,181,742 | ||||||
5.00%, 11/01/2038 | 1,000,000 | 1,241,710 | ||||||
Great Lakes Water Authority Sewage Disposal System Revenue | ||||||||
5.00%, 07/01/2030 | 3,000,000 | 3,596,370 | ||||||
5.00%, 07/01/2036 | 1,000,000 | 1,178,460 | ||||||
Great Lakes Water Authority Water Supply System Revenue | ||||||||
5.00%, 07/01/2023 | 1,000,000 | 1,131,350 | ||||||
Karegnondi Water Authority | ||||||||
5.25%, 11/01/2040 | 130,000 | 146,472 | ||||||
Lake Orion Community School District | ||||||||
5.00%, 05/01/2020 | 1,390,000 | 1,419,065 | ||||||
5.00%, 05/01/2021 | 1,385,000 | 1,463,779 | ||||||
5.00%, 05/01/2025 | 3,275,000 | 3,903,865 | ||||||
Michigan Finance Authority | ||||||||
5.00%, 07/01/2022 | 1,235,000 | 1,356,499 | ||||||
5.00%, 11/15/2022 | 275,000 | 304,290 | ||||||
5.00%, 10/01/2023 | 1,000,000 | 1,100,330 | ||||||
5.00%, 10/01/2024 | 3,000,000 | 3,539,700 | ||||||
5.00%, 11/01/2024 | 750,000 | 878,588 | ||||||
5.00%, 10/01/2025 | 5,000,000 | 6,068,950 | ||||||
5.00%, 11/01/2025 | 1,000,000 | 1,200,320 | ||||||
5.00%, 12/01/2026 | 1,190,000 | 1,473,387 |
5.00%, 12/01/2029 | 500,000 | 627,655 | ||||||
5.00%, 07/01/2030 | 600,000 | 707,532 | ||||||
5.00%, 10/01/2030 | 800,000 | 917,376 | ||||||
5.00%, 07/01/2033 | 350,000 | 408,156 | ||||||
5.00%, 12/01/2044(1) | 2,550,000 | 2,990,283 | ||||||
5.00%, 11/15/2048 | 760,000 | 924,380 | ||||||
3.75%, 11/15/2049(1) | 3,600,000 | 4,024,800 | ||||||
Michigan State Building Authority | ||||||||
5.00%, 10/15/2021 | 1,750,000 | 1,880,043 | ||||||
5.00%, 04/15/2035 | 1,250,000 | 1,598,463 | ||||||
Michigan State Hospital Finance Authority | ||||||||
5.00%, 12/01/2022 | 125,000 | 138,866 | ||||||
5.00%, 12/01/2023 | 1,150,000 | 1,316,141 | ||||||
5.00%, 12/01/2024 | 275,000 | 323,774 | ||||||
5.00%, 12/01/2025 | 700,000 | 846,552 | ||||||
1.63%, 11/01/2027(1) | 2,745,000 | 2,745,467 | ||||||
5.00%, 12/01/2027 | 415,000 | 524,477 | ||||||
1.90%, 11/15/2047(1) | 3,650,000 | 3,678,032 | ||||||
2.40%, 11/15/2047(1) | 850,000 | 877,209 | ||||||
4.00%, 11/15/2047(1) | 9,750,000 | 10,630,718 | ||||||
4.00%, 11/15/2047(1) | 4,505,000 | 5,021,228 | ||||||
Michigan Strategic Fund | ||||||||
5.00%, 06/30/2025 | 2,000,000 | 2,326,180 | ||||||
5.00%, 12/31/2025 | 2,595,000 | 3,051,668 | ||||||
5.00%, 06/30/2026 | 2,800,000 | 3,329,340 | ||||||
1.45%, 09/01/2030(1) | 1,260,000 | 1,252,679 | ||||||
1.78%, 12/01/2033(1) | 8,050,000 | 8,050,000 | ||||||
1.71%, 12/01/2042(1) | 5,500,000 | 5,500,000 | ||||||
1.80%, 10/01/2049(1) | 2,075,000 | 2,070,414 | ||||||
Michigan Tobacco Settlement Finance Authority | ||||||||
6.00%, 06/01/2048 | 7,025,000 | 7,069,679 | ||||||
0.00%, 06/01/2052 | 7,500,000 | 430,875 | ||||||
Oakland University | ||||||||
5.00%, 03/01/2041 | 2,190,000 | 2,561,972 | ||||||
Portage Public Schools | ||||||||
5.00%, 11/01/2028 | 1,000,000 | 1,216,650 |
Royal Oak Hospital Finance Authority | ||||||||
5.00%, 09/01/2039 | 10,320,000 | 11,605,459 | ||||||
Royal Oak School District | ||||||||
5.00%, 05/01/2023 | 600,000 | 674,772 | ||||||
5.00%, 05/01/2024 | 600,000 | 692,940 | ||||||
State of Michigan | ||||||||
5.00%, 03/15/2020 | 1,670,000 | 1,697,722 | ||||||
5.00%, 03/15/2021 | 1,000,000 | 1,053,220 | ||||||
5.00%, 03/15/2022 | 1,170,000 | 1,273,896 | ||||||
5.00%, 03/15/2023 | 2,000,000 | 2,247,160 | ||||||
Wayne County Airport Authority | ||||||||
5.00%, 12/01/2022 | 200,000 | 222,186 | ||||||
5.00%, 12/01/2023 | 400,000 | 457,264 | ||||||
5.00%, 12/01/2023 | 250,000 | 285,790 | ||||||
5.00%, 12/01/2023 | 550,000 | 622,782 | ||||||
5.00%, 12/01/2024 | 375,000 | 440,486 | ||||||
5.00%, 12/01/2024 | 500,000 | 580,830 | ||||||
5.00%, 12/01/2025 | 600,000 | 713,142 | ||||||
5.00%, 12/01/2027 | 4,055,000 | 4,804,202 | ||||||
5.00%, 12/01/2030 | 3,000,000 | 3,521,790 | ||||||
5.00%, 12/01/2031 | 350,000 | 431,298 | ||||||
5.00%, 12/01/2033 | 300,000 | 367,089 | ||||||
5.00%, 12/01/2040 | 4,000,000 | 4,651,480 | ||||||
5.00%, 12/01/2042 | 1,000,000 | 1,094,000 | ||||||
5.00%, 12/01/2042 | 900,000 | 1,064,187 | ||||||
5.00%, 12/01/2047 | 1,000,000 | 1,175,640 | ||||||
Wayne-Westland Community Schools | ||||||||
5.00%, 11/01/2022 | 190,000 | 210,115 | ||||||
5.00%, 11/01/2023 | 80,000 | 90,961 | ||||||
5.00%, 11/01/2024 | 185,000 | 215,534 | ||||||
5.00%, 11/01/2025 | 95,000 | 113,362 | ||||||
5.00%, 11/01/2026 | 1,000,000 | 1,221,530 | ||||||
5.00%, 11/01/2027 | 600,000 | 747,102 | ||||||
5.00%, 11/01/2029 | 585,000 | 744,939 | ||||||
|
| |||||||
179,050,530 | ||||||||
|
|
Minnesota 0.59% | ||||||||
City of Deephaven MN | ||||||||
5.00%, 10/01/2037 | 1,250,000 | 1,303,812 | ||||||
5.00%, 10/01/2049 | 2,200,000 | 2,270,576 | ||||||
City of Minneapolis MN | ||||||||
1.73%, 11/15/2048(1) | 3,550,000 | 3,550,000 | ||||||
City of Minneapolis MN/St Paul Housing & Redevelopment Authority | ||||||||
5.00%, 11/15/2022 | 1,100,000 | 1,222,144 | ||||||
City of Moorhead MN | ||||||||
5.00%, 12/01/2025 | 775,000 | 870,550 | ||||||
City of North Oaks MN | ||||||||
5.00%, 10/01/2047 | 1,000,000 | 1,100,070 | ||||||
City of Rochester MN | ||||||||
5.00%, 12/01/2025 | 850,000 | 917,652 | ||||||
5.25%, 12/01/2038 | 1,000,000 | 1,046,490 | ||||||
City of St Paul Park MN | ||||||||
5.00%, 05/01/2053 | 400,000 | 424,708 | ||||||
City of Wayzata MN | ||||||||
5.00%, 08/01/2054 | 400,000 | 439,212 | ||||||
Duluth Economic Development Authority | ||||||||
5.00%, 02/15/2033 | 500,000 | 604,325 | ||||||
5.00%, 02/15/2034 | 750,000 | 904,987 | ||||||
5.00%, 02/15/2037 | 1,250,000 | 1,494,750 | ||||||
Roseville Independent School District No 623 | ||||||||
5.00%, 02/01/2025 | 3,895,000 | 4,589,323 | ||||||
5.00%, 02/01/2026 | 2,315,000 | 2,797,631 | ||||||
Shakopee Independent School District No 720 | ||||||||
5.00%, 02/01/2024 | 3,185,000 | 3,633,926 | ||||||
State of Minnesota | ||||||||
5.00%, 03/01/2020 | 1,040,000 | 1,055,995 | ||||||
5.00%, 06/01/2020 | 2,345,000 | 2,402,757 | ||||||
5.00%, 08/01/2023 | 1,465,000 | 1,669,778 | ||||||
|
| |||||||
32,298,686 | ||||||||
|
|
Mississippi 0.58% | ||||||||
Mississippi Business Finance Corp. | ||||||||
1.70%, 12/01/2030(1) | 17,000,000 | 17,000,000 | ||||||
Mississippi Hospital Equipment & Facilities Authority | ||||||||
5.00%, 01/01/2021 | 350,000 | 365,039 | ||||||
5.00%, 01/01/2029 | 910,000 | 1,138,001 | ||||||
5.00%, 01/01/2033 | 1,750,000 | 2,186,922 | ||||||
State of Mississippi | ||||||||
5.00%, 10/15/2019 | 4,545,000 | 4,550,909 | ||||||
5.00%, 10/15/2020 | 1,750,000 | 1,814,750 | ||||||
5.00%, 10/15/2021 | 1,300,000 | 1,395,524 | ||||||
5.00%, 10/15/2022 | 1,750,000 | 1,937,653 | ||||||
5.00%, 10/01/2030 | 1,000,000 | 1,251,910 | ||||||
|
| |||||||
31,640,708 | ||||||||
|
| |||||||
Missouri 0.85% | ||||||||
Belton School District No 124 | ||||||||
5.00%, 03/01/2028 | 250,000 | 319,260 | ||||||
5.50%, 03/01/2030 | 500,000 | 641,010 | ||||||
5.50%, 03/01/2033 | 500,000 | 632,150 | ||||||
5.50%, 03/01/2036 | 500,000 | 628,925 | ||||||
Cape Girardeau County Industrial Development Authority | ||||||||
5.00%, 03/01/2032 | 500,000 | 580,655 | ||||||
City of Kansas City MO Sanitary Sewer System Revenue | ||||||||
5.00%, 01/01/2026 | 285,000 | 347,309 | ||||||
5.00%, 01/01/2031 | 135,000 | 170,065 | ||||||
City of St Louis MO Airport Revenue | ||||||||
5.00%, 07/01/2025 | 400,000 | 472,172 | ||||||
Hannibal Industrial Development Authority | ||||||||
5.00%, 10/01/2047 | 1,580,000 | 1,819,544 | ||||||
Health & Educational Facilities Authority of the State of Missouri | ||||||||
5.00%, 06/01/2025 | 7,000,000 | 8,341,900 | ||||||
5.00%, 04/01/2027 | 1,705,000 | 1,983,375 | ||||||
5.00%, 02/01/2029 | 1,000,000 | 1,183,650 | ||||||
5.00%, 02/01/2035 | 1,000,000 | 1,145,930 | ||||||
5.00%, 02/01/2036 | 200,000 | 231,666 | ||||||
4.00%, 02/01/2040 | 100,000 | 107,149 |
5.00%, 08/01/2040 | 1,145,000 | 1,242,245 | ||||||
5.00%, 10/01/2042 | 6,370,000 | 7,552,973 | ||||||
5.00%, 10/01/2046 | 6,000,000 | 7,328,880 | ||||||
Industrial Development Authority of the City of St Louis Missouri | ||||||||
3.88%, 11/15/2029 | 90,000 | 97,625 | ||||||
4.38%, 11/15/2035 | 230,000 | 249,824 | ||||||
4.75%, 11/15/2047 | 250,000 | 272,492 | ||||||
Kirkwood Industrial Development Authority | ||||||||
5.00%, 05/15/2021 | 1,500,000 | 1,561,785 | ||||||
Missouri Housing Development Commission | ||||||||
4.00%, 05/01/2050 | 345,000 | 378,241 | ||||||
St Louis County Industrial Development Authority | ||||||||
5.00%, 12/01/2025 | 985,000 | 1,060,017 | ||||||
5.50%, 09/01/2033 | 1,000,000 | 1,113,940 | ||||||
5.00%, 09/01/2038 | 500,000 | 569,915 | ||||||
5.13%, 08/15/2045 | 200,000 | 212,734 | ||||||
5.13%, 09/01/2048 | 2,755,000 | 3,131,223 | ||||||
St Louis Land Clearance for Redevelopment Authority | ||||||||
5.00%, 06/01/2029 | 1,000,000 | 1,151,890 | ||||||
5.38%, 06/01/2043 | 2,000,000 | 2,285,340 | ||||||
|
| |||||||
46,813,884 | ||||||||
|
| |||||||
Montana 0.04% | ||||||||
City of Kalispell MT | ||||||||
5.25%, 05/15/2037 | 765,000 | 833,819 | ||||||
5.25%, 05/15/2047 | 500,000 | 539,685 | ||||||
Montana Board of Housing | ||||||||
4.00%, 12/01/2047 | 485,000 | 508,183 | ||||||
4.00%, 06/01/2050 | 170,000 | 189,421 | ||||||
|
| |||||||
2,071,108 | ||||||||
|
| |||||||
Nebraska 0.19% | ||||||||
Central Plains Energy Project | ||||||||
5.00%, 09/01/2035 | 930,000 | 1,217,166 | ||||||
5.00%, 03/01/2050(1) | 5,000,000 | 5,591,300 | ||||||
City of Omaha NE | ||||||||
5.00%, 01/15/2026 | 1,700,000 | 2,071,501 |
Nebraska Investment Finance Authority | ||||||||
4.00%, 09/01/2049 | 905,000 | 981,816 | ||||||
Omaha Airport Authority | ||||||||
5.00%, 12/15/2031 | 515,000 | 621,033 | ||||||
|
| |||||||
10,482,816 | ||||||||
|
| |||||||
Nevada 1.30% | ||||||||
City of Carson City NV | ||||||||
5.00%, 09/01/2026 | 550,000 | 657,068 | ||||||
City of Reno NV | ||||||||
5.00%, 06/01/2038 | 150,000 | 180,587 | ||||||
0.00%, 07/01/2058(3) | 2,000,000 | 285,700 | ||||||
Clark County School District | ||||||||
5.00%, 06/15/2021 | 420,000 | 445,347 | ||||||
5.00%, 06/15/2023 | 370,000 | 417,330 | ||||||
5.00%, 06/15/2023 | 1,650,000 | 1,861,068 | ||||||
5.00%, 06/15/2024 | 4,500,000 | 5,219,145 | ||||||
5.00%, 06/15/2025 | 6,060,000 | 7,207,279 | ||||||
5.00%, 06/15/2029 | 4,080,000 | 5,101,469 | ||||||
4.00%, 06/15/2034 | 5,000,000 | 5,608,700 | ||||||
County of Clark Department of Aviation | ||||||||
5.00%, 07/01/2021 | 830,000 | 881,526 | ||||||
5.00%, 07/01/2021 | 1,000,000 | 1,061,190 | ||||||
5.00%, 07/01/2024 | 3,320,000 | 3,827,329 | ||||||
5.00%, 07/01/2024 | 1,250,000 | 1,441,013 | ||||||
5.00%, 07/01/2025 | 2,220,000 | 2,621,909 | ||||||
County of Clark NV | ||||||||
5.00%, 11/01/2028 | 3,000,000 | 3,710,340 | ||||||
5.00%, 06/01/2032 | 3,000,000 | 3,790,200 | ||||||
5.00%, 11/01/2032 | 4,565,000 | 5,376,474 | ||||||
County of Washoe NV | ||||||||
2.05%, 03/01/2036(1) | 5,000,000 | 5,033,400 | ||||||
2.05%, 03/01/2036(1) | 4,500,000 | 4,530,060 | ||||||
3.00%, 03/01/2036(1) | 700,000 | 726,383 | ||||||
Las Vegas Convention & Visitors Authority | ||||||||
5.00%, 07/01/2033 | 1,140,000 | 1,302,393 |
Las Vegas Redevelopment Agency | ||||||||
5.00%, 06/15/2030 | 1,000,000 | 1,175,670 | ||||||
5.00%, 06/15/2040 | 685,000 | 782,839 | ||||||
Las Vegas Valley Water District | ||||||||
4.00%, 06/01/2028 | 1,000,000 | 1,132,200 | ||||||
5.00%, 06/01/2039 | 2,815,000 | 3,245,639 | ||||||
Nevada Housing Division | ||||||||
4.00%, 10/01/2049 | 530,000 | 581,426 | ||||||
State of Nevada Department of Business & Industry | ||||||||
1.88%, 12/01/2026(1)(3) | 2,800,000 | 2,800,616 | ||||||
|
| |||||||
71,004,300 | ||||||||
|
| |||||||
New Hampshire 0.45% | ||||||||
New Hampshire Business Finance Authority | ||||||||
5.00%, 01/01/2024 | 720,000 | 808,589 | ||||||
2.33% (SIFMA Municipal Swap Index Yield + 0.75%), 10/01/2033(2) | 9,500,000 | 9,481,760 | ||||||
5.25%, 07/01/2039(3) | 240,000 | 260,727 | ||||||
5.63%, 07/01/2046(3) | 125,000 | 137,091 | ||||||
5.75%, 07/01/2054(3) | 315,000 | 345,246 | ||||||
New Hampshire Health & Education Facilities Authority Act | ||||||||
3.50%, 07/01/2022(3) | 100,000 | 100,121 | ||||||
5.00%, 07/01/2023 | 500,000 | 566,460 | ||||||
4.13%, 07/01/2024(3) | 255,000 | 255,403 | ||||||
5.25%, 07/01/2027(3) | 1,250,000 | 1,296,775 | ||||||
5.00%, 08/01/2027 | 750,000 | 926,715 | ||||||
5.00%, 10/01/2028 | 1,580,000 | 1,895,779 | ||||||
5.00%, 07/01/2030 | 390,000 | 491,306 | ||||||
5.00%, 10/01/2032 | 2,825,000 | 3,335,421 | ||||||
4.00%, 10/01/2038 | 115,000 | 124,652 | ||||||
5.00%, 10/01/2038 | 425,000 | 493,803 | ||||||
6.25%, 07/01/2042(3) | 700,000 | 762,468 | ||||||
5.00%, 07/01/2044 | 2,445,000 | 2,846,176 | ||||||
6.13%, 07/01/2052(3) | 495,000 | 535,466 | ||||||
|
| |||||||
24,663,958 | ||||||||
|
|
New Jersey 2.89% | ||||||||
Camden County Improvement Authority | ||||||||
5.00%, 01/15/2028 | 500,000 | 619,910 | ||||||
5.00%, 01/15/2029 | 1,000,000 | 1,236,220 | ||||||
5.00%, 01/15/2033 | 500,000 | 609,245 | ||||||
County of Union NJ | ||||||||
3.00%, 03/01/2026 | 3,000,000 | 3,235,500 | ||||||
Garden State Preservation Trust | ||||||||
5.75%, 11/01/2028 | 2,000,000 | 2,546,980 | ||||||
New Brunswick Parking Authority | ||||||||
5.00%, 09/01/2039 | 2,000,000 | 2,376,400 | ||||||
New Jersey Economic Development Authority | ||||||||
4.00%, 01/01/2020 | 115,000 | 115,228 | ||||||
5.00%, 01/01/2023 | 400,000 | 442,436 | ||||||
5.00%, 03/01/2023 | 4,045,000 | 4,466,610 | ||||||
5.00%, 03/01/2024 | 2,405,000 | 2,619,117 | ||||||
5.00%, 06/15/2024 | 2,000,000 | 2,271,820 | ||||||
5.00%, 06/15/2025 | 5,190,000 | 5,991,388 | ||||||
5.00%, 06/01/2026 | 900,000 | 1,082,043 | ||||||
5.50%, 01/01/2027 | 500,000 | 576,440 | ||||||
5.00%, 06/15/2028 | 605,000 | 648,639 | ||||||
5.00%, 06/15/2029 | 1,000,000 | 1,070,350 | ||||||
3.13%, 07/01/2029 | 725,000 | 734,635 | ||||||
5.00%, 06/15/2030 | 4,000,000 | 4,781,360 | ||||||
5.50%, 06/15/2030 | 2,000,000 | 2,399,120 | ||||||
5.63%, 11/15/2030 | 2,095,000 | 2,415,430 | ||||||
5.00%, 01/01/2031 | 500,000 | 561,155 | ||||||
5.13%, 01/01/2034 | 705,000 | 794,859 | ||||||
5.00%, 06/15/2035 | 1,595,000 | 1,871,174 | ||||||
5.00%, 10/01/2037 | 3,185,000 | 3,709,824 | ||||||
5.13%, 06/15/2043 | 2,450,000 | 2,604,668 | ||||||
5.25%, 01/01/2044 | 190,000 | 197,748 | ||||||
5.00%, 10/01/2047 | 2,450,000 | 2,808,239 | ||||||
5.63%, 01/01/2052 | 2,000,000 | 2,253,720 | ||||||
5.00%, 06/15/2054(3) | 2,900,000 | 3,096,968 | ||||||
4.00%, 08/01/2059 | 355,000 | 385,814 | ||||||
5.00%, 08/01/2059 | 300,000 | 359,940 |
New Jersey Educational Facilities Authority | ||||||||
5.00%, 06/01/2023 | 930,000 | 1,033,686 | ||||||
5.00%, 07/01/2023 | 3,390,000 | 3,754,018 | ||||||
5.00%, 07/01/2032 | 4,920,000 | 5,773,276 | ||||||
New Jersey Health Care Facilities Financing Authority | ||||||||
5.00%, 07/01/2021 | 40,000 | 42,238 | ||||||
5.00%, 07/01/2022 | 540,000 | 587,774 | ||||||
5.00%, 07/01/2023 | 140,000 | 156,323 | ||||||
5.00%, 07/01/2023 | 530,000 | 598,789 | ||||||
5.00%, 07/01/2024 | 110,000 | 125,673 | ||||||
5.00%, 07/01/2024 | 2,500,000 | 2,742,400 | ||||||
5.00%, 07/01/2025 | 120,000 | 140,077 | ||||||
5.00%, 07/01/2026 | 40,000 | 47,592 | ||||||
5.00%, 07/01/2027 | 60,000 | 71,303 | ||||||
5.00%, 07/01/2028 | 155,000 | 189,853 | ||||||
5.00%, 07/01/2030 | 165,000 | 194,134 | ||||||
5.00%, 07/01/2031 | 430,000 | 433,870 | ||||||
5.63%, 07/01/2032 | 380,000 | 408,086 | ||||||
5.00%, 07/01/2033 | 500,000 | 594,880 | ||||||
5.00%, 07/01/2041 | 815,000 | 929,842 | ||||||
5.00%, 07/01/2046 | 2,375,000 | 2,691,469 | ||||||
New Jersey Higher Education Student Assistance Authority | ||||||||
5.00%, 12/01/2019 | 500,000 | 502,800 | ||||||
5.00%, 12/01/2021 | 660,000 | 710,780 | ||||||
5.50%, 12/01/2021 | 2,260,000 | 2,445,252 | ||||||
5.00%, 12/01/2023 | 460,000 | 525,251 | ||||||
5.00%, 12/01/2024 | 265,000 | 310,559 | ||||||
5.00%, 12/01/2025 | 490,000 | 588,108 | ||||||
5.00%, 12/01/2044 | 1,000,000 | 1,084,660 | ||||||
New Jersey Housing & Mortgage Finance Agency | ||||||||
2.02%, 08/01/2021(1) | 3,000,000 | 3,011,820 | ||||||
2.41%, 10/01/2021(1) | 5,000,000 | 5,043,000 | ||||||
3.55%, 04/01/2027 | 2,145,000 | 2,299,762 | ||||||
3.65%, 04/01/2028 | 1,545,000 | 1,667,534 |
New Jersey Transportation Trust Fund Authority | ||||||||
5.25%, 12/15/2022 | 1,760,000 | 1,954,885 | ||||||
5.00%, 12/15/2023 | 2,700,000 | 3,048,732 | ||||||
5.25%, 12/15/2023 | 3,940,000 | 4,488,606 | ||||||
5.50%, 12/15/2023 | 190,000 | 219,036 | ||||||
5.00%, 06/15/2025 | 450,000 | 499,108 | ||||||
0.00%, 12/15/2026 | 2,600,000 | 2,184,000 | ||||||
5.00%, 06/15/2027 | 235,000 | 279,681 | ||||||
0.00%, 12/15/2027 | 3,260,000 | 2,642,034 | ||||||
0.00%, 12/15/2028 | 770,000 | 603,603 | ||||||
5.00%, 06/15/2029 | 1,200,000 | 1,414,908 | ||||||
0.00%, 12/15/2030 | 2,000,000 | 1,484,300 | ||||||
5.00%, 12/15/2030 | 2,000,000 | 2,386,980 | ||||||
5.00%, 06/15/2031 | 3,545,000 | 4,148,607 | ||||||
5.50%, 06/15/2031 | 1,000,000 | 1,060,550 | ||||||
5.00%, 06/15/2032 | 2,725,000 | 3,230,896 | ||||||
5.00%, 06/15/2032 | 1,860,000 | 1,995,520 | ||||||
5.00%, 12/15/2032 | 1,340,000 | 1,586,533 | ||||||
5.00%, 12/15/2033 | 2,200,000 | 2,598,618 | ||||||
5.25%, 06/15/2036 | 10,180,000 | 10,739,086 | ||||||
5.25%, 06/15/2043 | 3,000,000 | 3,516,480 | ||||||
New Jersey Turnpike Authority | ||||||||
5.00%, 01/01/2033 | 5,000,000 | 5,842,100 | ||||||
Tender Option Bond Trust Receipts/Certificates | ||||||||
1.73%, 07/01/2025(1)(3) | 600,000 | 600,000 | ||||||
Tobacco Settlement Financing Corp./NJ | ||||||||
5.00%, 06/01/2023 | 570,000 | 637,420 | ||||||
5.25%, 06/01/2046 | 2,300,000 | 2,654,200 | ||||||
Township of Montclair NJ | ||||||||
4.00%, 03/01/2023 | 800,000 | 873,696 | ||||||
4.00%, 03/01/2027 | 325,000 | 384,176 | ||||||
|
| |||||||
158,661,544 | ||||||||
|
| |||||||
New Mexico 0.39% | ||||||||
Albuquerque Bernalillo County Water Utility Authority | ||||||||
5.00%, 07/01/2027 | 2,400,000 | 2,955,984 | ||||||
5.00%, 07/01/2028 | 1,700,000 | 2,087,158 |
Albuquerque Municipal School District No 12 | ||||||||
5.00%, 08/01/2025 | 800,000 | 964,544 | ||||||
City of Farmington NM | ||||||||
1.88%, 04/01/2033(1) | 10,500,000 | 10,528,140 | ||||||
Farmington Municipal School District No 5/NM | ||||||||
5.00%, 09/01/2024 | 490,000 | 575,206 | ||||||
New Mexico Mortgage Finance Authority | ||||||||
3.75%, 01/01/2050 | 750,000 | 815,767 | ||||||
Town of Clayton NM | ||||||||
4.00%, 11/01/2020 | 3,545,000 | 3,626,110 | ||||||
|
| |||||||
21,552,909 | ||||||||
|
| |||||||
New York 9.35% | ||||||||
Build NYC Resource Corp. | ||||||||
5.00%, 08/01/2022 | 200,000 | 219,968 | ||||||
5.00%, 08/01/2023 | 230,000 | 260,489 | ||||||
4.88%, 05/01/2031(3) | 750,000 | 800,610 | ||||||
5.00%, 01/01/2035(3) | 3,900,000 | 4,301,817 | ||||||
5.50%, 05/01/2048(3) | 1,350,000 | 1,465,168 | ||||||
City of New York NY | ||||||||
5.00%, 08/01/2025 | 1,600,000 | 1,927,088 | ||||||
5.00%, 08/01/2027 | 2,975,000 | 3,577,259 | ||||||
5.00%, 08/01/2027 | 400,000 | 474,280 | ||||||
5.00%, 08/01/2028 | 400,000 | 485,116 | ||||||
5.00%, 08/01/2028 | 3,975,000 | 4,774,054 | ||||||
5.00%, 08/01/2028 | 700,000 | 860,139 | ||||||
5.00%, 08/01/2029 | 1,500,000 | 1,900,845 | ||||||
5.00%, 08/01/2029 | 1,305,000 | 1,653,735 | ||||||
5.00%, 08/01/2032 | 1,745,000 | 2,159,368 | ||||||
2.00%, 10/01/2038(1) | 5,500,000 | 5,500,000 | ||||||
1.54%, 04/01/2042(1) | 2,500,000 | 2,500,000 | ||||||
1.75%, 06/01/2044(1) | 5,000,000 | 5,000,000 | ||||||
City of Yonkers NY | ||||||||
5.00%, 09/01/2022 | 2,350,000 | 2,599,194 | ||||||
5.00%, 09/01/2025 | 1,015,000 | 1,220,812 |
County of Erie NY | ||||||||
5.00%, 06/01/2020 | 500,000 | 512,315 | ||||||
5.00%, 09/15/2020 | 350,000 | 362,355 | ||||||
5.00%, 06/01/2021 | 750,000 | 796,290 | ||||||
5.00%, 09/15/2021 | 225,000 | 241,135 | ||||||
5.00%, 06/01/2025 | 1,000,000 | 1,197,720 | ||||||
County of Nassau NY | ||||||||
5.00%, 10/01/2024 | 3,000,000 | 3,520,620 | ||||||
County of Rockland NY | ||||||||
4.00%, 01/01/2021 | 1,100,000 | 1,137,169 | ||||||
County of Suffolk NY | ||||||||
4.00%, 02/01/2028 | 1,865,000 | 2,174,385 | ||||||
Erie County Fiscal Stability Authority | ||||||||
5.00%, 09/01/2033 | 525,000 | 657,373 | ||||||
Glen Cove Local Economic Assistance Corp. | ||||||||
0.00%, 01/01/2045 | 3,550,000 | 1,231,992 | ||||||
0.00%, 01/01/2055 | 710,000 | 675,750 | ||||||
5.00%, 01/01/2056 | 485,000 | 524,731 | ||||||
Hempstead Town Local Development Corp. | ||||||||
5.89%, 02/01/2032 | 1,250,000 | 1,375,875 | ||||||
6.47%, 02/01/2033 | 1,000,000 | 1,164,130 | ||||||
6.24%, 02/01/2047 | 1,000,000 | 1,102,300 | ||||||
Hudson Yards Infrastructure Corp. | ||||||||
5.00%, 02/15/2035 | 1,700,000 | 2,075,819 | ||||||
Long Island Power Authority | ||||||||
5.00%, 09/01/2023 | 550,000 | 627,814 | ||||||
5.00%, 09/01/2024 | 565,000 | 664,135 | ||||||
5.00%, 09/01/2025 | 1,000,000 | 1,205,920 | ||||||
5.00%, 09/01/2026 | 2,000,000 | 2,467,860 | ||||||
5.00%, 09/01/2027 | 6,500,000 | 8,175,765 | ||||||
5.00%, 09/01/2039 | 1,725,000 | 2,119,507 | ||||||
1.65%, 09/01/2049(1) | 4,300,000 | 4,293,507 | ||||||
Metropolitan Transportation Authority | ||||||||
5.00%, 05/15/2020 | 1,400,000 | 1,430,520 | ||||||
5.00%, 09/01/2021 | 25,000,000 | 26,639,500 | ||||||
5.00%, 11/15/2021 | 640,000 | 687,968 |
5.00%, 11/15/2021 | 500,000 | 537,475 | ||||||
5.00%, 11/15/2023 | 3,225,000 | 3,677,822 | ||||||
2.03% (SIFMA Municipal Swap Index Yield + 0.45%), 11/01/2026(2) | 2,910,000 | 2,905,169 | ||||||
5.00%, 11/15/2030(1) | 5,000,000 | 5,019,950 | ||||||
5.25%, 11/15/2031 | 4,000,000 | 4,808,760 | ||||||
0.00%, 11/15/2033 | 1,600,000 | 1,115,136 | ||||||
2.05% (1 Month LIBOR USD + 0.65%), 11/01/2035(2) | 8,675,000 | 8,680,205 | ||||||
5.00%, 11/15/2036 | 10,000,000 | 11,564,000 | ||||||
5.25%, 11/15/2036 | 1,015,000 | 1,258,722 | ||||||
5.00%, 11/15/2045(1) | 4,470,000 | 4,637,357 | ||||||
MTA Hudson Rail Yards Trust Obligations | ||||||||
5.00%, 11/15/2051 | 1,500,000 | 1,599,105 | ||||||
5.00%, 11/15/2056 | 4,380,000 | 4,879,101 | ||||||
Nassau County Industrial Development Agency | ||||||||
6.50%, 01/01/2034 | 672,500 | 682,466 | ||||||
6.70%, 01/01/2049 | 793,750 | 791,813 | ||||||
New York City Housing Development Corp. | ||||||||
2.75%, 05/01/2050(1) | 6,500,000 | 6,742,840 | ||||||
New York City Industrial Development Agency | ||||||||
1.71%, 05/01/2033(1) | 3,550,000 | 3,550,000 | ||||||
New York City Transitional Finance Authority Building Aid Revenue | ||||||||
5.00%, 07/15/2024 | 200,000 | 234,120 | ||||||
5.00%, 07/15/2032 | 2,000,000 | 2,471,060 | ||||||
New York City Transitional Finance Authority Future Tax Secured Revenue | ||||||||
1.74%, 11/01/2022(1) | 2,035,000 | 2,035,000 | ||||||
5.00%, 11/01/2028 | 1,500,000 | 1,810,110 | ||||||
5.00%, 11/01/2029 | 2,000,000 | 2,375,780 | ||||||
5.00%, 02/01/2030 | 4,480,000 | 5,418,829 | ||||||
5.00%, 05/01/2033 | 2,535,000 | 3,168,953 | ||||||
5.00%, 08/01/2034 | 700,000 | 876,694 | ||||||
5.00%, 08/01/2035 | 1,600,000 | 1,996,688 | ||||||
5.00%, 08/01/2038 | 1,975,000 | 2,441,278 | ||||||
1.77%, 08/01/2039(1) | 10,000,000 | 10,000,000 | ||||||
5.00%, 02/01/2041 | 200,000 | 231,746 | ||||||
1.75%, 08/01/2042(1) | 7,300,000 | 7,300,000 |
1.75%, 02/01/2044(1) | 1,500,000 | 1,500,000 | ||||||
New York City Water & Sewer System | ||||||||
5.00%, 06/15/2031 | 6,075,000 | 7,251,667 | ||||||
5.00%, 06/15/2032 | 5,000,000 | 5,309,000 | ||||||
5.00%, 06/15/2035 | 9,025,000 | 10,825,487 | ||||||
5.00%, 06/15/2036 | 5,000,000 | 5,985,850 | ||||||
5.00%, 06/15/2037 | 6,000,000 | 7,053,660 | ||||||
5.00%, 06/15/2039 | 8,320,000 | 9,772,256 | ||||||
1.71%, 06/15/2044(1) | 4,150,000 | 4,150,000 | ||||||
1.75%, 06/15/2044(1) | 20,000,000 | 20,000,000 | ||||||
1.71%, 06/15/2048(1) | 5,680,000 | 5,680,000 | ||||||
New York Convention Center Development Corp. | ||||||||
5.00%, 11/15/2033 | 3,000,000 | 3,587,760 | ||||||
New York Liberty Development Corp. | ||||||||
5.25%, 10/01/2035 | 2,285,000 | 3,135,431 | ||||||
5.38%, 11/15/2040(3) | 4,500,000 | 5,060,385 | ||||||
5.00%, 11/15/2044(3) | 1,500,000 | 1,657,830 | ||||||
5.75%, 11/15/2051 | 2,000,000 | 2,184,640 | ||||||
2.63%, 09/15/2069 | 400,000 | 406,324 | ||||||
2.80%, 09/15/2069 | 1,025,000 | 1,042,353 | ||||||
New York State Dormitory Authority | ||||||||
4.00%, 12/01/2019(3) | 500,000 | 501,685 | ||||||
5.00%, 12/01/2022(3) | 900,000 | 984,303 | ||||||
5.00%, 07/01/2023 | 250,000 | 283,820 | ||||||
5.00%, 12/15/2023 | 1,000,000 | 1,117,920 | ||||||
5.00%, 03/15/2024 | 3,700,000 | 4,292,629 | ||||||
5.00%, 05/01/2024 | 4,870,000 | 5,626,701 | ||||||
5.00%, 07/01/2024 | 250,000 | 292,062 | ||||||
5.00%, 07/01/2025 | 250,000 | 299,808 | ||||||
5.00%, 03/15/2027 | 2,500,000 | 2,969,875 | ||||||
5.00%, 10/01/2028 | 1,735,000 | 2,210,130 | ||||||
5.00%, 10/01/2029 | 1,430,000 | 1,813,955 | ||||||
5.00%, 10/01/2030 | 1,910,000 | 2,412,406 | ||||||
5.25%, 03/15/2033 | 6,000,000 | 7,230,120 | ||||||
5.00%, 03/15/2035 | 18,190,000 | 22,815,717 |
5.25%, 03/15/2037 | 13,815,000 | 17,573,094 | ||||||
5.25%, 03/15/2038 | 1,930,000 | 2,449,074 | ||||||
5.00%, 10/01/2041 | 12,205,000 | 12,855,893 | ||||||
5.00%, 05/01/2048(1) | 1,040,000 | 1,237,142 | ||||||
5.00%, 05/01/2048(1) | 5,695,000 | 6,475,044 | ||||||
5.00%, 05/01/2048(1) | 1,145,000 | 1,229,845 | ||||||
New York State Housing Finance Agency | ||||||||
1.76%, 11/01/2046(1) | 6,950,000 | 6,950,000 | ||||||
New York State Thruway Authority | ||||||||
5.00%, 01/01/2032 | 2,835,000 | 3,314,058 | ||||||
New York State Urban Development Corp. | ||||||||
5.00%, 03/15/2022 | 360,000 | 392,609 | ||||||
5.00%, 03/15/2023 | 700,000 | 788,284 | ||||||
5.00%, 03/15/2024 | 400,000 | 464,444 | ||||||
5.00%, 03/15/2035 | 2,800,000 | 3,205,244 | ||||||
New York Transportation Development Corp. | ||||||||
5.00%, 08/01/2021 | 2,410,000 | 2,535,633 | ||||||
5.00%, 01/01/2023 | 270,000 | 296,555 | ||||||
5.00%, 08/01/2026 | 1,000,000 | 1,051,190 | ||||||
5.00%, 01/01/2031 | 1,015,000 | 1,225,511 | ||||||
5.00%, 08/01/2031 | 5,105,000 | 5,357,493 | ||||||
5.00%, 01/01/2034 | 5,500,000 | 6,582,785 | ||||||
5.00%, 07/01/2041 | 2,300,000 | 2,556,795 | ||||||
5.00%, 07/01/2046 | 800,000 | 885,720 | ||||||
Port Authority of New York & New Jersey | ||||||||
5.00%, 09/15/2024 | 5,115,000 | 5,952,479 | ||||||
5.00%, 09/15/2026 | 1,000,000 | 1,220,320 | ||||||
5.00%, 10/15/2028 | 4,000,000 | 4,760,600 | ||||||
5.25%, 07/15/2030 | 9,705,000 | 10,191,706 | ||||||
5.00%, 10/15/2033 | 3,500,000 | 4,049,710 | ||||||
State of New York Mortgage Agency | ||||||||
3.45%, 04/01/2026 | 2,185,000 | 2,339,239 | ||||||
Suffolk County Economic Development Corp. | ||||||||
5.00%, 07/01/2028 | 300,000 | 319,755 | ||||||
5.00%, 07/01/2028 | 1,750,000 | 1,859,743 |
Tompkins County Development Corp. | ||||||||
5.00%, 07/01/2044 | 115,000 | 125,509 | ||||||
Town of Hempstead NY | ||||||||
4.00%, 06/15/2028 | 3,665,000 | 4,266,500 | ||||||
Triborough Bridge & Tunnel Authority | ||||||||
5.00%, 11/15/2030 | 4,000,000 | 5,441,080 | ||||||
1.74% (Secured Overnight Financing Rate + 0.50%), 11/15/2038(2) | 20,000,000 | 20,046,200 | ||||||
Utility Debt Securitization Authority | ||||||||
5.00%, 12/15/2032 | 640,000 | 733,830 | ||||||
5.00%, 12/15/2033 | 12,000,000 | 14,528,400 | ||||||
Westchester County Local Development Corp. | ||||||||
5.50%, 05/01/2042 | 150,000 | 169,005 | ||||||
|
| |||||||
512,436,839 | ||||||||
|
| |||||||
North Carolina 0.91% | ||||||||
Charlotte-Mecklenburg Hospital Authority | ||||||||
5.00%, 01/15/2031 | 1,500,000 | 1,609,845 | ||||||
5.00%, 01/15/2048(1) | 5,000,000 | 5,413,450 | ||||||
County of New Hanover NC | ||||||||
5.00%, 10/01/2023 | 1,125,000 | 1,245,679 | ||||||
5.00%, 10/01/2027 | 100,000 | 119,843 | ||||||
5.00%, 10/01/2034 | 1,000,000 | 1,169,880 | ||||||
5.00%, 10/01/2047 | 840,000 | 962,178 | ||||||
County of Wake NC | ||||||||
5.00%, 03/01/2023 | 1,900,000 | 2,137,671 | ||||||
Mecklenburg County Public Facilities Corp. | ||||||||
5.00%, 02/01/2023 | 2,160,000 | 2,418,531 | ||||||
North Carolina Capital Facilities Finance Agency | ||||||||
5.00%, 06/01/2021 | 500,000 | 527,790 | ||||||
1.50%, 06/01/2038(1) | 1,710,000 | 1,709,196 | ||||||
North Carolina Eastern Municipal Power Agency | ||||||||
5.00%, 01/01/2021 | 1,965,000 | 2,055,115 | ||||||
North Carolina Medical Care Commission | ||||||||
5.00%, 10/01/2022 | 40,000 | 43,014 | ||||||
5.00%, 10/01/2023 | 110,000 | 123,730 | ||||||
5.00%, 10/01/2023 | 30,000 | 32,932 |
3.55%, 10/01/2024 | 1,110,000 | 1,114,851 | ||||||
5.00%, 10/01/2024 | 300,000 | 344,574 | ||||||
5.00%, 10/01/2024 | 35,000 | 39,139 | ||||||
5.00%, 10/01/2025 | 250,000 | 285,655 | ||||||
5.00%, 10/01/2025 | 25,000 | 28,335 | ||||||
5.00%, 10/01/2030 | 220,000 | 239,958 | ||||||
5.00%, 10/01/2030 | 2,100,000 | 2,306,052 | ||||||
5.00%, 10/01/2030 | 460,000 | 543,182 | ||||||
5.00%, 10/01/2031 | 2,950,000 | 3,284,442 | ||||||
5.00%, 10/01/2031 | 245,000 | 288,127 | ||||||
6.25%, 07/01/2035 | 1,000,000 | 1,113,200 | ||||||
5.00%, 09/01/2037 | 3,000,000 | 3,218,250 | ||||||
5.00%, 10/01/2037 | 250,000 | 274,530 | ||||||
4.88%, 07/01/2040 | 550,000 | 582,274 | ||||||
5.00%, 09/01/2041 | 440,000 | 474,104 | ||||||
5.00%, 10/01/2043 | 2,000,000 | 2,177,780 | ||||||
2.55%, 06/01/2048(1) | 3,955,000 | 4,132,936 | ||||||
2.20%, 12/01/2048(1) | 2,285,000 | 2,311,049 | ||||||
North Carolina Turnpike Authority | ||||||||
5.00%, 01/01/2027 | 530,000 | 648,068 | ||||||
5.00%, 01/01/2032 | 1,000,000 | 1,186,110 | ||||||
5.00%, 07/01/2051 | 1,700,000 | 1,934,702 | ||||||
State of North Carolina | ||||||||
5.00%, 03/01/2022 | 1,000,000 | 1,087,410 | ||||||
5.00%, 03/01/2023 | 2,335,000 | 2,620,407 | ||||||
|
| |||||||
49,803,989 | ||||||||
|
| |||||||
North Dakota 0.02% | ||||||||
North Dakota Housing Finance Agency | ||||||||
1.55%, 07/01/2020 | 950,000 | 948,233 | ||||||
|
| |||||||
Ohio 2.05% | ||||||||
Akron Bath Copley Joint Township Hospital District | ||||||||
5.25%, 11/15/2031 | 530,000 | 640,203 | ||||||
5.25%, 11/15/2032 | 645,000 | 777,115 | ||||||
5.25%, 11/15/2033 | 1,770,000 | 2,128,637 |
5.25%, 11/15/2046 | 1,255,000 | 1,475,867 | ||||||
American Municipal Power, Inc. | ||||||||
2.30%, 02/15/2038(1) | 2,900,000 | 2,941,586 | ||||||
Buckeye Tobacco Settlement Financing Authority | ||||||||
5.88%, 06/01/2047 | 3,600,000 | 3,615,804 | ||||||
6.50%, 06/01/2047 | 3,000,000 | 3,079,710 | ||||||
City of Cleveland OH Airport System Revenue | ||||||||
5.00%, 01/01/2024 | 2,450,000 | 2,809,635 | ||||||
City of Dayton OH Airport Revenue | ||||||||
5.00%, 12/01/2021 | 1,050,000 | 1,120,319 | ||||||
Clermont County Port Authority | ||||||||
5.00%, 12/01/2029 | 750,000 | 888,697 | ||||||
5.00%, 12/01/2030 | 850,000 | 1,005,966 | ||||||
5.00%, 12/01/2031 | 650,000 | 768,618 | ||||||
Cleveland-Cuyahoga County Port Authority | ||||||||
5.50%, 12/01/2043 | 125,000 | 146,050 | ||||||
5.50%, 12/01/2053 | 900,000 | 1,043,856 | ||||||
County of Allen OH Hospital Facilities Revenue | ||||||||
5.00%, 08/01/2047(1) | 500,000 | 544,590 | ||||||
County of Cuyahoga OH | ||||||||
5.00%, 12/01/2026 | 2,500,000 | 2,857,075 | ||||||
5.00%, 02/15/2042 | 525,000 | 595,549 | ||||||
5.50%, 02/15/2052 | 1,790,000 | 2,090,255 | ||||||
5.50%, 02/15/2057 | 1,245,000 | 1,449,354 | ||||||
County of Fairfield OH | ||||||||
4.25%, 06/15/2024 | 1,470,000 | 1,535,459 | ||||||
County of Franklin OH | ||||||||
5.00%, 11/15/2033(1) | 12,790,000 | 14,313,929 | ||||||
County of Hamilton OH | ||||||||
4.00%, 01/01/2021 | 450,000 | 461,021 | ||||||
5.00%, 01/01/2022 | 465,000 | 494,858 | ||||||
County of Montgomery OH | ||||||||
4.00%, 11/15/2039 | 6,000,000 | 6,613,200 | ||||||
County of Muskingum OH | ||||||||
4.00%, 02/15/2023 | 1,700,000 | 1,797,376 |
5.00%, 02/15/2048 | 2,080,000 | 2,224,622 | ||||||
County of Scioto OH | ||||||||
5.00%, 02/15/2029 | 1,700,000 | 1,939,581 | ||||||
County of Wood OH | ||||||||
5.00%, 12/01/2032 | 115,000 | 122,086 | ||||||
5.00%, 12/01/2042 | 145,000 | 152,414 | ||||||
Lancaster Port Authority | ||||||||
5.00%, 08/01/2049(1) | 2,000,000 | 2,321,300 | ||||||
Miami University/Oxford OH | ||||||||
5.00%, 09/01/2034 | 700,000 | 842,625 | ||||||
Ohio Air Quality Development Authority | ||||||||
2.88%, 02/01/2026 | 5,400,000 | 5,463,450 | ||||||
3.25%, 09/01/2029 | 1,700,000 | 1,756,865 | ||||||
4.25%, 01/15/2038(3) | 250,000 | 270,288 | ||||||
4.50%, 01/15/2048(3) | 275,000 | 297,913 | ||||||
5.00%, 07/01/2049(3) | 2,800,000 | 3,090,612 | ||||||
Ohio Housing Finance Agency | ||||||||
2.50%, 10/01/2021(1) | 2,850,000 | 2,875,907 | ||||||
2.45%, 11/01/2021(1) | 2,385,000 | 2,407,944 | ||||||
4.50%, 03/01/2050 | 245,000 | 274,069 | ||||||
Ohio Water Development Authority | ||||||||
5.00%, 06/01/2028 | 9,290,000 | 11,908,108 | ||||||
Southeastern Ohio Port Authority | ||||||||
5.75%, 12/01/2032 | 445,000 | 486,803 | ||||||
6.00%, 12/01/2042 | 550,000 | 595,375 | ||||||
5.50%, 12/01/2043 | 1,000,000 | 1,085,560 | ||||||
State of Ohio | ||||||||
4.00%, 09/01/2021 | 3,980,000 | 4,186,323 | ||||||
5.00%, 08/01/2024 | 2,500,000 | 2,935,375 | ||||||
5.00%, 01/01/2030 | 1,170,000 | 1,473,077 | ||||||
5.00%, 10/01/2035 | 1,410,000 | 1,737,769 | ||||||
University of Akron | ||||||||
5.00%, 01/01/2037 | 6,675,000 | 7,888,382 | ||||||
University of Cincinnati | ||||||||
5.00%, 06/01/2028 | 250,000 | 312,043 |
5.00%, 06/01/2029 | 400,000 | 497,812 | ||||||
|
| |||||||
112,341,032 | ||||||||
|
| |||||||
Oklahoma 0.89% | ||||||||
Cache Educational Facilities Authority | ||||||||
5.00%, 09/01/2023 | 500,000 | 562,380 | ||||||
5.00%, 09/01/2026 | 3,220,000 | 3,902,447 | ||||||
Canadian County Educational Facilities Authority | ||||||||
4.00%, 09/01/2025 | 1,500,000 | 1,704,750 | ||||||
5.00%, 09/01/2026 | 1,725,000 | 2,104,414 | ||||||
5.00%, 09/01/2028 | 1,000,000 | 1,212,210 | ||||||
Cleveland County Educational Facilities Authority | ||||||||
5.00%, 09/01/2024 | 365,000 | 419,465 | ||||||
5.00%, 09/01/2025 | 300,000 | 352,452 | ||||||
5.00%, 09/01/2026 | 375,000 | 449,880 | ||||||
Dewey County Educational Facilities Authority | ||||||||
5.00%, 09/01/2030 | 2,470,000 | 2,974,077 | ||||||
Garvin County Educational Facilities Authority | ||||||||
5.00%, 12/01/2024 | 515,000 | 592,755 | ||||||
5.00%, 12/01/2025 | 545,000 | 640,113 | ||||||
5.00%, 12/01/2026 | 320,000 | 383,690 | ||||||
Grady County School Finance Authority | ||||||||
5.00%, 09/01/2028 | 375,000 | 468,161 | ||||||
5.00%, 09/01/2030 | 1,235,000 | 1,529,004 | ||||||
Grand River Dam Authority | ||||||||
5.00%, 06/01/2023 | 1,000,000 | 1,131,230 | ||||||
Oklahoma City Airport Trust | ||||||||
5.00%, 07/01/2025 | 2,040,000 | 2,400,754 | ||||||
5.00%, 07/01/2026 | 2,195,000 | 2,642,385 | ||||||
5.00%, 07/01/2030 | 1,350,000 | 1,672,029 | ||||||
5.00%, 07/01/2032 | 2,960,000 | 3,632,305 | ||||||
5.00%, 07/01/2035 | 3,240,000 | 3,938,350 | ||||||
5.00%, 07/01/2043 | 1,065,000 | 1,269,565 | ||||||
Oklahoma County Finance Authority | ||||||||
5.70%, 04/01/2025 | 475,000 | 475,532 | ||||||
5.13%, 04/01/2042 | 1,900,000 | 1,813,379 |
Oklahoma Department of Transportation | ||||||||
5.00%, 09/01/2030 | 1,015,000 | 1,296,500 | ||||||
Oklahoma Development Finance Authority | ||||||||
3.00%, 06/01/2022 | 1,015,000 | 1,057,315 | ||||||
4.00%, 12/01/2022 | 530,000 | 572,792 | ||||||
4.00%, 06/01/2023 | 1,305,000 | 1,425,804 | ||||||
5.00%, 08/15/2029 | 420,000 | 515,886 | ||||||
5.25%, 08/15/2048 | 1,500,000 | 1,777,845 | ||||||
5.50%, 08/15/2052 | 830,000 | 992,282 | ||||||
5.50%, 08/15/2057 | 1,000,000 | 1,189,510 | ||||||
Tulsa Airports Improvement Trust | ||||||||
5.00%, 06/01/2031 | 1,120,000 | 1,366,490 | ||||||
5.00%, 06/01/2033 | 1,240,000 | 1,501,739 | ||||||
Tulsa County Industrial Authority | ||||||||
5.00%, 11/15/2023 | 230,000 | 256,859 | ||||||
5.00%, 11/15/2029 | 400,000 | 463,776 | ||||||
|
| |||||||
48,688,125 | ||||||||
|
| |||||||
Oregon 0.58% | ||||||||
Clackamas County Hospital Facility Authority | ||||||||
3.00%, 11/15/2022 | 120,000 | 120,119 | ||||||
County of Washington OR | ||||||||
5.00%, 03/01/2022 | 3,000,000 | 3,268,230 | ||||||
Klamath Falls Intercommunity Hospital Authority | ||||||||
5.00%, 09/01/2031 | 200,000 | 238,266 | ||||||
5.00%, 09/01/2032 | 270,000 | 320,403 | ||||||
5.00%, 09/01/2046 | 1,000,000 | 1,157,870 | ||||||
Oregon State Lottery | ||||||||
5.00%, 04/01/2036 | 2,500,000 | 3,061,500 | ||||||
Port of Portland OR Airport Revenue | ||||||||
5.00%, 07/01/2032 | 1,000,000 | 1,137,110 | ||||||
5.00%, 07/01/2033 | 3,485,000 | 3,956,067 | ||||||
Washington & Multnomah Counties School District No 48J Beaverton | ||||||||
5.00%, 06/15/2035 | 12,780,000 | 15,752,884 | ||||||
Washington County School District No 1 West Union | ||||||||
5.00%, 06/15/2028 | 1,525,000 | 1,917,718 |
Yamhill County Hospital Authority | ||||||||
5.00%, 11/15/2051 | 1,005,000 | 1,110,877 | ||||||
|
| |||||||
32,041,044 | ||||||||
|
| |||||||
Pennsylvania 4.79% | ||||||||
Allegheny County Hospital Development Authority | ||||||||
5.00%, 07/15/2025 | 2,370,000 | 2,829,164 | ||||||
5.00%, 07/15/2034 | 5,000,000 | 6,280,700 | ||||||
Allentown Neighborhood Improvement Zone Development Authority | ||||||||
5.00%, 05/01/2022(3) | 1,545,000 | 1,644,900 | ||||||
5.00%, 05/01/2025 | 1,000,000 | 1,069,340 | ||||||
5.00%, 05/01/2032(3) | 2,025,000 | 2,336,303 | ||||||
5.00%, 05/01/2042(3) | 1,345,000 | 1,503,898 | ||||||
Capital Region Water Sewer Revenue | ||||||||
5.00%, 07/15/2024 | 430,000 | 497,721 | ||||||
5.00%, 07/15/2028 | 350,000 | 430,272 | ||||||
Capital Region Water Water Revenue | ||||||||
5.00%, 07/15/2023 | 1,750,000 | 1,977,325 | ||||||
5.00%, 07/15/2025 | 1,000,000 | 1,188,240 | ||||||
Chester County Industrial Development Authority | ||||||||
4.38%, 03/01/2028(3) | 175,000 | 182,793 | ||||||
5.00%, 03/01/2038(3) | 525,000 | 560,632 | ||||||
5.13%, 03/01/2048(3) | 1,050,000 | 1,119,741 | ||||||
City of Philadelphia PA | ||||||||
5.00%, 08/01/2022 | 2,940,000 | 3,229,208 | ||||||
5.00%, 08/01/2023 | 4,000,000 | 4,527,040 | ||||||
5.00%, 07/15/2026 | 2,475,000 | 2,838,677 | ||||||
5.00%, 08/01/2027 | 1,500,000 | 1,867,080 | ||||||
5.00%, 08/01/2028 | 6,000,000 | 7,117,440 | ||||||
5.00%, 02/01/2029 | 3,175,000 | 4,056,602 | ||||||
5.00%, 08/01/2031 | 8,000,000 | 9,844,800 | ||||||
5.00%, 08/01/2031 | 500,000 | 663,155 | ||||||
5.00%, 08/01/2033 | 2,000,000 | 2,432,300 | ||||||
City of Philadelphia PA Airport Revenue | ||||||||
5.00%, 07/01/2030 | 1,000,000 | 1,214,140 |
City of Philadelphia PA Water & Wastewater Revenue | ||||||||
5.00%, 11/01/2026 | 1,165,000 | 1,444,146 | ||||||
5.00%, 11/01/2027 | 1,540,000 | 1,950,733 | ||||||
5.00%, 11/01/2032 | 1,000,000 | 1,231,850 | ||||||
City of Reading PA | ||||||||
5.00%, 11/01/2027 | 2,330,000 | 2,844,278 | ||||||
Coatesville School District | ||||||||
5.00%, 08/01/2025 | 875,000 | 1,029,691 | ||||||
Commonwealth Financing Authority | ||||||||
5.00%, 06/01/2023 | 750,000 | 838,702 | ||||||
5.00%, 06/01/2027 | 750,000 | 917,055 | ||||||
5.00%, 06/01/2027 | 2,165,000 | 2,622,573 | ||||||
5.00%, 06/01/2027 | 1,500,000 | 1,838,910 | ||||||
5.00%, 06/01/2028 | 2,500,000 | 3,122,575 | ||||||
5.00%, 06/01/2030 | 1,750,000 | 2,229,132 | ||||||
5.00%, 06/01/2035 | 325,000 | 395,106 | ||||||
Commonwealth of Pennsylvania | ||||||||
5.00%, 02/01/2020 | 2,050,000 | 2,074,744 | ||||||
5.00%, 11/01/2020 | 2,800,000 | 2,901,864 | ||||||
5.00%, 08/15/2021 | 1,015,000 | 1,083,736 | ||||||
5.00%, 11/01/2021 | 2,000,000 | 2,139,940 | ||||||
5.00%, 09/15/2022 | 1,750,000 | 1,935,325 | ||||||
5.00%, 02/01/2023 | 895,000 | 1,001,496 | ||||||
5.00%, 03/15/2023 | 9,970,000 | 11,198,503 | ||||||
5.00%, 01/01/2027 | 2,095,000 | 2,580,956 | ||||||
4.00%, 11/15/2028 | 6,325,000 | 6,660,478 | ||||||
5.00%, 03/15/2031 | 430,000 | 503,982 | ||||||
County of Luzerne PA | ||||||||
5.00%, 12/15/2029 | 750,000 | 906,338 | ||||||
Cumberland County Municipal Authority | ||||||||
5.25%, 01/01/2041 | 170,000 | 175,697 | ||||||
Dauphin County General Authority | ||||||||
5.00%, 06/01/2020 | 815,000 | 833,484 | ||||||
5.00%, 06/01/2035 | 1,000,000 | 1,180,400 | ||||||
Delaware County Authority | ||||||||
5.00%, 08/01/2030 | 1,150,000 | 1,367,718 |
Delaware River Joint Toll Bridge Commission | ||||||||
5.00%, 07/01/2042 | 1,100,000 | 1,330,032 | ||||||
Doylestown Hospital Authority | ||||||||
5.00%, 07/01/2046 | 3,700,000 | 4,087,871 | ||||||
Easton Area School District | ||||||||
5.00%, 04/01/2029 | 1,000,000 | 1,210,500 | ||||||
5.00%, 04/01/2030 | 2,805,000 | 3,384,373 | ||||||
Franklin County Industrial Development Authority/PA | ||||||||
5.00%, 12/01/2053 | 500,000 | 543,695 | ||||||
General Authority of Southcentral Pennsylvania | ||||||||
5.00%, 06/01/2038 | 1,970,000 | 2,448,493 | ||||||
5.00%, 06/01/2044 | 1,085,000 | 1,329,917 | ||||||
Hospitals & Higher Education Facilities Authority of Philadelphia | ||||||||
5.00%, 07/01/2021 | 275,000 | 289,025 | ||||||
5.00%, 07/01/2023 | 325,000 | 358,660 | ||||||
5.00%, 07/01/2030 | 780,000 | 920,642 | ||||||
5.00%, 07/01/2034 | 2,000,000 | 2,334,780 | ||||||
Lancaster City Parking Authority | ||||||||
4.00%, 09/01/2035 | 1,100,000 | 1,227,391 | ||||||
Lancaster County Hospital Authority/PA | ||||||||
5.00%, 07/01/2023 | 775,000 | 836,364 | ||||||
5.00%, 07/01/2031 | 450,000 | 497,362 | ||||||
5.00%, 12/01/2032 | 250,000 | 273,422 | ||||||
5.00%, 12/01/2037 | 820,000 | 876,974 | ||||||
5.00%, 07/01/2045 | 1,970,000 | 2,122,537 | ||||||
5.00%, 12/01/2047 | 2,010,000 | 2,096,912 | ||||||
Lehigh County Industrial Development Authority | ||||||||
1.80%, 02/15/2027(1) | 1,000,000 | 1,007,260 | ||||||
1.80%, 09/01/2029(1) | 1,925,000 | 1,929,870 | ||||||
Luzerne County Industrial Development Authority | ||||||||
5.00%, 12/15/2027 | 1,000,000 | 1,155,920 | ||||||
Montgomery County Higher Education & Health Authority | ||||||||
5.00%, 09/01/2023 | 460,000 | 521,875 | ||||||
5.00%, 10/01/2023 | 50,000 | 55,021 | ||||||
5.00%, 09/01/2024 | 410,000 | 477,051 |
5.00%, 10/01/2028 | 1,000,000 | 1,154,540 | ||||||
5.00%, 09/01/2032 | 1,000,000 | 1,254,630 | ||||||
5.00%, 09/01/2033 | 305,000 | 381,747 | ||||||
5.00%, 10/01/2036 | 1,320,000 | 1,487,891 | ||||||
5.00%, 10/01/2040 | 1,595,000 | 1,777,133 | ||||||
Montgomery County Industrial Development Authority/PA | ||||||||
5.25%, 01/15/2036 | 2,500,000 | 2,816,125 | ||||||
5.25%, 01/01/2040 | 1,510,000 | 1,558,033 | ||||||
5.38%, 01/01/2050 | 500,000 | 517,610 | ||||||
North Allegheny School District | ||||||||
4.00%, 05/01/2035 | 1,000,000 | 1,152,600 | ||||||
4.00%, 05/01/2036 | 705,000 | 810,214 | ||||||
Northampton County General Purpose Authority | ||||||||
5.00%, 08/15/2036 | 455,000 | 532,678 | ||||||
2.50% (1 Month LIBOR USD + 1.04%), 08/15/2048(2) | 1,625,000 | 1,627,958 | ||||||
4.00%, 08/15/2048 | 470,000 | 503,727 | ||||||
Pennsylvania Economic Development Financing Authority | ||||||||
2.15%, 11/01/2021(1) | 2,405,000 | 2,429,579 | ||||||
1.70%, 08/01/2037(1) | 1,000,000 | 1,000,760 | ||||||
1.75%, 08/01/2038(1) | 10,000,000 | 9,944,000 | ||||||
3.25%, 08/01/2039(3) | 625,000 | 624,075 | ||||||
Pennsylvania Higher Educational Facilities Authority | ||||||||
5.00%, 06/15/2022 | 2,000,000 | 2,188,040 | ||||||
5.00%, 06/15/2024 | 3,005,000 | 3,486,732 | ||||||
5.00%, 06/15/2025 | 1,855,000 | 2,202,831 | ||||||
5.00%, 08/15/2029 | 1,600,000 | 1,990,304 | ||||||
Pennsylvania State University | ||||||||
5.00%, 09/01/2020 | 2,440,000 | 2,523,082 | ||||||
5.00%, 09/01/2021 | 1,400,000 | 1,499,792 | ||||||
5.00%, 09/01/2022 | 2,295,000 | 2,541,162 | ||||||
Pennsylvania Turnpike Commission | ||||||||
5.00%, 06/01/2028 | 2,000,000 | 2,387,340 | ||||||
5.00%, 06/01/2032 | 2,000,000 | 2,407,760 | ||||||
5.00%, 06/01/2033 | 3,155,000 | 3,789,912 | ||||||
5.00%, 12/01/2034 | 1,000,000 | 1,224,330 |
Philadelphia Authority for Industrial Development | ||||||||
5.00%, 07/01/2031 | 205,000 | 234,059 | ||||||
5.00%, 07/01/2032 | 600,000 | 682,824 | ||||||
5.00%, 07/01/2037 | 150,000 | 168,390 | ||||||
Philadelphia Gas Works Co. | ||||||||
5.00%, 08/01/2022 | 750,000 | 824,220 | ||||||
Pittsburgh Housing Authority | ||||||||
1.40%, 10/01/2021(1) | 1,500,000 | 1,500,000 | ||||||
Pittsburgh Water & Sewer Authority | ||||||||
5.00%, 09/01/2038 | 1,000,000 | 1,247,740 | ||||||
Reading School District | ||||||||
5.00%, 02/01/2020 | 1,000,000 | 1,011,300 | ||||||
5.00%, 02/01/2020 | 1,000,000 | 1,011,300 | ||||||
5.00%, 02/01/2021 | 1,000,000 | 1,045,240 | ||||||
5.00%, 02/01/2022 | 1,920,000 | 2,068,320 | ||||||
5.00%, 03/01/2035 | 1,100,000 | 1,313,246 | ||||||
5.00%, 03/01/2036 | 1,250,000 | 1,488,875 | ||||||
Redevelopment Authority of the City of Philadelphia | ||||||||
5.00%, 04/15/2023 | 1,335,000 | 1,460,183 | ||||||
School District of Philadelphia | ||||||||
5.25%, 09/01/2023 | 1,750,000 | 1,810,585 | ||||||
5.00%, 09/01/2026 | 1,580,000 | 1,904,579 | ||||||
5.00%, 09/01/2030 | 15,000 | 18,546 | ||||||
5.00%, 09/01/2030 | 3,985,000 | 4,735,615 | ||||||
5.00%, 09/01/2031 | 1,000,000 | 1,184,240 | ||||||
5.00%, 09/01/2031 | 1,200,000 | 1,475,976 | ||||||
5.00%, 09/01/2032 | 1,200,000 | 1,472,112 | ||||||
Scranton School District/PA | ||||||||
5.00%, 06/01/2033 | 530,000 | 646,998 | ||||||
5.00%, 06/01/2035 | 515,000 | 625,189 | ||||||
Southeastern Pennsylvania Transportation Authority | ||||||||
5.00%, 03/01/2026 | 875,000 | 1,062,591 | ||||||
St Mary Hospital Authority | ||||||||
5.00%, 11/15/2022 | 1,900,000 | 2,104,820 |
State Public School Building Authority | ||||||||
4.00%, 12/01/2020 | 1,590,000 | 1,638,098 | ||||||
5.00%, 12/01/2022 | 7,370,000 | 8,141,639 | ||||||
5.00%, 04/01/2023 | 2,500,000 | 2,704,925 | ||||||
5.00%, 06/15/2025 | 3,000,000 | 3,521,370 | ||||||
5.00%, 06/01/2026 | 180,000 | 211,108 | ||||||
5.00%, 06/01/2029 | 500,000 | 635,380 | ||||||
5.25%, 09/15/2030 | 1,000,000 | 1,232,470 | ||||||
5.00%, 12/01/2032 | 3,060,000 | 3,628,364 | ||||||
Susquehanna Area Regional Airport Authority | ||||||||
5.00%, 01/01/2035 | 1,000,000 | 1,164,170 | ||||||
5.00%, 01/01/2038 | 2,125,000 | 2,452,951 | ||||||
Upper Merion Area School District/PA | ||||||||
5.00%, 01/15/2030 | 600,000 | 726,204 | ||||||
York County School of Technology Authority | ||||||||
5.00%, 02/15/2023 | 1,200,000 | 1,337,256 | ||||||
5.00%, 02/15/2028 | 400,000 | 462,164 | ||||||
|
| |||||||
262,504,462 | ||||||||
|
| |||||||
Puerto Rico 0.76% | ||||||||
Puerto Rico Commonwealth Aqueduct & Sewer Authority | ||||||||
4.00%, 07/01/2022 | 10,000 | 10,350 | ||||||
5.00%, 07/01/2022 | 300,000 | 314,250 | ||||||
6.13%, 07/01/2024 | 280,000 | 301,700 | ||||||
5.00%, 07/01/2030 | 260,000 | 272,025 | ||||||
5.00%, 07/01/2033 | 1,520,000 | 1,582,700 | ||||||
5.13%, 07/01/2037 | 1,770,000 | 1,847,437 | ||||||
5.25%, 07/01/2042 | 990,000 | 1,035,787 | ||||||
6.00%, 07/01/2044 | 2,000,000 | 2,022,500 | ||||||
5.13%, 07/01/2047 | 1,000,000 | 1,030,470 | ||||||
Puerto Rico Electric Power Authority | ||||||||
3.70%, 07/01/2017(4) | 20,000 | 14,875 | ||||||
5.25%, 07/01/2023(4) | 3,495,000 | 2,796,000 | ||||||
5.00%, 07/01/2024(4) | 340,000 | 271,150 | ||||||
5.25%, 07/01/2024(4) | 25,000 | 20,000 | ||||||
5.00%, 07/01/2026(4) | 30,000 | 23,925 | ||||||
5.25%, 07/01/2026(4) | 555,000 | 444,000 |
5.00%, 07/01/2027(4) | 25,000 | 19,937 | ||||||
5.00%, 07/01/2027(4) | 15,000 | 11,962 | ||||||
5.25%, 07/01/2027(4) | 650,000 | 520,000 | ||||||
5.25%, 07/01/2027(4) | 30,000 | 24,000 | ||||||
5.00%, 07/01/2028(4) | 30,000 | 23,925 | ||||||
5.00%, 07/01/2028(4) | 50,000 | 39,875 | ||||||
5.25%, 07/01/2028(4) | 60,000 | 48,000 | ||||||
7.25%, 07/01/2030(4) | 265,000 | 219,619 | ||||||
5.00%, 07/01/2032(4) | 50,000 | 39,875 | ||||||
5.25%, 07/01/2033(4) | 95,000 | 76,000 | ||||||
5.75%, 07/01/2036(4) | 1,300,000 | 1,043,250 | ||||||
6.75%, 07/01/2036(4) | 1,560,000 | 1,279,200 | ||||||
5.00%, 07/01/2037(4) | 1,565,000 | 1,248,088 | ||||||
5.25%, 07/01/2040(4) | 70,000 | 56,000 | ||||||
5.05%, 07/01/2042(4) | 120,000 | 95,700 | ||||||
Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | ||||||||
0.00%, 07/01/2024 | 10,724,000 | 9,358,084 | ||||||
0.00%, 07/01/2024 | 2,400,000 | 2,094,312 | ||||||
0.00%, 07/01/2027 | 407,000 | 323,891 | ||||||
0.00%, 07/01/2027 | 2,061,000 | 1,640,144 | ||||||
0.00%, 07/01/2029 | 1,569,000 | 1,164,465 | ||||||
0.00%, 07/01/2031 | 3,300,000 | 2,270,466 | ||||||
0.00%, 07/01/2033 | 923,000 | 581,047 | ||||||
4.50%, 07/01/2034 | 2,582,000 | 2,758,196 | ||||||
5.00%, 07/01/2058 | 4,600,000 | 4,849,412 | ||||||
|
| |||||||
41,772,617 | ||||||||
|
| |||||||
Rhode Island 0.20% | ||||||||
Providence Redevelopment Agency | ||||||||
5.00%, 04/01/2028 | 1,200,000 | 1,357,968 | ||||||
Rhode Island Commerce Corp. | ||||||||
5.00%, 06/15/2020 | 3,000,000 | 3,075,840 | ||||||
Rhode Island Health & Educational Building Corp. | ||||||||
5.00%, 09/01/2031 | 710,000 | 814,725 | ||||||
5.00%, 09/01/2036 | 100,000 | 113,469 | ||||||
5.00%, 05/15/2039 | 700,000 | 804,944 |
Rhode Island Housing & Mortgage Finance Corp./RI | ||||||||
4.00%, 10/01/2049 | 610,000 | 667,700 | ||||||
Rhode Island Student Loan Authority | ||||||||
5.00%, 12/01/2024 | 600,000 | 690,264 | ||||||
5.00%, 12/01/2025 | 750,000 | 880,417 | ||||||
5.00%, 12/01/2026 | 1,000,000 | 1,196,080 | ||||||
5.00%, 12/01/2027 | 800,000 | 972,032 | ||||||
3.50%, 12/01/2034 | 635,000 | 668,941 | ||||||
|
| |||||||
11,242,380 | ||||||||
|
| |||||||
South Carolina 1.33% | ||||||||
Aiken County Consolidated School District/SC | ||||||||
4.00%, 04/01/2034 | 2,415,000 | 2,826,492 | ||||||
Connector 2000 Association, Inc. | ||||||||
0.00%, 07/22/2051 | 20,000,000 | 1,943,200 | ||||||
Lancaster County School District/SC | ||||||||
5.00%, 03/01/2023 | 445,000 | 500,029 | ||||||
Lexington County Health Services District, Inc. | ||||||||
5.00%, 11/01/2022 | 250,000 | 276,787 | ||||||
5.00%, 11/01/2023 | 300,000 | 342,126 | ||||||
5.00%, 11/01/2024 | 780,000 | 912,896 | ||||||
Patriots Energy Group Financing Agency | ||||||||
4.00%, 10/01/2048(1) | 22,395,000 | 24,385,692 | ||||||
Scago Educational Facilities Corp. for Sumter County School 17 | ||||||||
4.00%, 12/01/2019 | 630,000 | 632,167 | ||||||
4.00%, 12/01/2021 | 1,895,000 | 1,981,886 | ||||||
Scago Educational Facilities Corp. for Union School District | ||||||||
5.00%, 12/01/2023 | 1,060,000 | 1,200,270 | ||||||
South Carolina Jobs-Economic Development Authority | ||||||||
5.00%, 11/01/2028 | 700,000 | 778,176 | ||||||
6.00%, 02/01/2035(3) | 525,000 | 561,729 | ||||||
5.00%, 05/01/2037 | 500,000 | 541,260 | ||||||
5.00%, 05/01/2042 | 500,000 | 537,370 | ||||||
5.00%, 05/01/2043 | 4,675,000 | 5,507,898 | ||||||
6.25%, 02/01/2045(3) | 995,000 | 1,063,854 | ||||||
5.00%, 04/01/2047 | 2,000,000 | 2,174,540 |
5.00%, 04/01/2052 | 1,750,000 | 1,898,137 | ||||||
South Carolina Ports Authority | ||||||||
5.00%, 07/01/2026 | 1,940,000 | 2,338,146 | ||||||
5.00%, 07/01/2027 | 3,120,000 | 3,833,606 | ||||||
5.00%, 07/01/2028 | 1,100,000 | 1,375,099 | ||||||
South Carolina Public Service Authority | ||||||||
5.00%, 12/01/2022 | 1,185,000 | 1,313,336 | ||||||
5.00%, 12/01/2032 | 1,500,000 | 1,785,120 | ||||||
5.00%, 12/01/2035 | 1,500,000 | 1,788,510 | ||||||
5.00%, 12/01/2041 | 3,000,000 | 3,531,630 | ||||||
5.75%, 12/01/2043 | 2,000,000 | 2,355,100 | ||||||
5.00%, 12/01/2049 | 1,900,000 | 2,122,186 | ||||||
5.00%, 12/01/2050 | 2,665,000 | 3,027,094 | ||||||
South Carolina State Housing Finance & Development Authority | ||||||||
4.00%, 01/01/2050 | 920,000 | 1,014,521 | ||||||
South Carolina Transportation Infrastructure Bank | ||||||||
5.00%, 10/01/2025 | 305,000 | 368,446 | ||||||
|
| |||||||
72,917,303 | ||||||||
|
| |||||||
South Dakota 0.09% | ||||||||
City of Sioux Falls SD | ||||||||
5.00%, 11/01/2042 | 750,000 | 792,983 | ||||||
South Dakota Health & Educational Facilities Authority | ||||||||
5.00%, 11/01/2029 | 800,000 | 947,336 | ||||||
5.00%, 11/01/2030 | 1,000,000 | 1,179,560 | ||||||
5.00%, 11/01/2042 | 145,000 | 156,523 | ||||||
5.00%, 11/01/2045 | 1,500,000 | 1,711,755 | ||||||
|
| |||||||
4,788,157 | ||||||||
|
| |||||||
Tennessee 1.68% | ||||||||
Blount County Health & Educational Facilities Board | ||||||||
5.00%, 01/01/2037 | 1,240,000 | 1,321,890 | ||||||
Chattanooga Health Educational & Housing Facility Board | ||||||||
3.00%, 10/01/2019 | 600,000 | 600,000 | ||||||
5.00%, 10/01/2021 | 1,000,000 | 1,063,560 | ||||||
5.00%, 10/01/2022 | 325,000 | 355,407 | ||||||
5.00%, 10/01/2030 | 500,000 | 572,280 |
5.00%, 10/01/2032 | 1,215,000 | 1,374,529 | ||||||
5.00%, 10/01/2035 | 2,260,000 | 2,528,963 | ||||||
Greeneville Health & Educational Facilities Board | ||||||||
5.00%, 07/01/2025 | 1,850,000 | 2,073,554 | ||||||
5.00%, 07/01/2035 | 1,275,000 | 1,535,227 | ||||||
Johnson City Health & Educational Facilities Board | ||||||||
5.00%, 08/15/2042 | 2,000,000 | 2,150,780 | ||||||
Knox County Health Educational & Housing Facility Board | ||||||||
5.00%, 04/01/2023 | 1,825,000 | 2,010,548 | ||||||
5.00%, 04/01/2024 | 1,000,000 | 1,127,130 | ||||||
5.00%, 04/01/2027 | 1,740,000 | 2,084,468 | ||||||
Memphis-Shelby County Industrial Development Board | ||||||||
4.75%, 07/01/2027 | 200,000 | 219,100 | ||||||
5.50%, 07/01/2037 | 600,000 | 667,008 | ||||||
Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | ||||||||
1.88%, 07/01/2021(1) | 2,400,000 | 2,402,376 | ||||||
Nashville Metropolitan Development & Housing Agency | ||||||||
4.50%, 06/01/2028(3) | 1,050,000 | 1,139,659 | ||||||
5.13%, 06/01/2036(3) | 3,290,000 | 3,637,227 | ||||||
Shelby County Health Educational & Housing Facilities Board | ||||||||
5.00%, 09/01/2037(3) | 1,590,000 | 1,635,776 | ||||||
Tennergy Corp. | ||||||||
5.00%, 02/01/2050(1) | 11,590,000 | 13,337,192 | ||||||
Tennessee Energy Acquisition Corp. | ||||||||
5.00%, 02/01/2027 | 2,725,000 | 3,238,608 | ||||||
4.00%, 05/01/2048(1) | 8,885,000 | 9,500,819 | ||||||
4.00%, 11/01/2049(1) | 7,070,000 | 7,822,602 | ||||||
Tennessee State School Bond Authority | ||||||||
5.00%, 11/01/2040 | 25,000,000 | 29,483,000 | ||||||
|
| |||||||
91,881,703 | ||||||||
|
| |||||||
Texas 13.01% | ||||||||
Alamito Public Facility Corp. | ||||||||
2.25%, 06/01/2021(1) | 3,000,000 | 3,012,510 | ||||||
2.50%, 11/01/2021(1) | 15,000,000 | 15,184,350 | ||||||
1.95%, 04/01/2036(1) | 7,000,000 | 7,010,570 |
Alamo Community College District | ||||||||
4.00%, 02/15/2021 | 715,000 | 741,805 | ||||||
3.00%, 08/15/2021 | 7,695,000 | 7,945,857 | ||||||
4.00%, 02/15/2022 | 665,000 | 706,935 | ||||||
4.00%, 02/15/2023 | 1,000,000 | 1,088,190 | ||||||
3.00%, 11/01/2046(1) | 2,100,000 | 2,102,142 | ||||||
Austin Community College District Public Facility Corp. | ||||||||
5.00%, 08/01/2024 | 430,000 | 500,933 | ||||||
5.00%, 08/01/2028 | 310,000 | 388,377 | ||||||
5.00%, 08/01/2031 | 565,000 | 699,939 | ||||||
5.00%, 08/01/2031 | 300,000 | 371,649 | ||||||
Austin Convention Enterprises, Inc. | ||||||||
5.00%, 01/01/2023 | 250,000 | 272,522 | ||||||
5.00%, 01/01/2025 | 150,000 | 169,780 | ||||||
5.00%, 01/01/2028 | 400,000 | 474,636 | ||||||
5.00%, 01/01/2029 | 425,000 | 501,011 | ||||||
5.00%, 01/01/2030 | 720,000 | 831,377 | ||||||
5.00%, 01/01/2032 | 1,700,000 | 1,992,774 | ||||||
5.00%, 01/01/2034 | 730,000 | 834,200 | ||||||
Austin-Bergstrom Landhost Enterprises, Inc. | ||||||||
5.00%, 10/01/2023 | 1,425,000 | 1,605,818 | ||||||
5.00%, 10/01/2025 | 1,780,000 | 2,108,588 | ||||||
5.00%, 10/01/2026 | 1,400,000 | 1,695,806 | ||||||
5.00%, 10/01/2028 | 1,925,000 | 2,370,214 | ||||||
5.00%, 10/01/2030 | 2,175,000 | 2,653,630 | ||||||
5.00%, 10/01/2033 | 2,000,000 | 2,417,060 | ||||||
5.00%, 10/01/2034 | 2,000,000 | 2,410,140 | ||||||
5.00%, 10/01/2036 | 1,000,000 | 1,199,180 | ||||||
Baytown Area Water Authority | ||||||||
5.00%, 05/01/2023 | 1,000,000 | 1,125,740 | ||||||
5.00%, 05/01/2024 | 1,000,000 | 1,156,830 | ||||||
5.00%, 05/01/2025 | 1,000,000 | 1,185,520 | ||||||
Board of Managers Joint Guadalupe County-City of Seguin Hospital | ||||||||
5.25%, 12/01/2035 | 525,000 | 588,672 | ||||||
5.00%, 12/01/2045 | 290,000 | 311,663 |
Central Texas Regional Mobility Authority | ||||||||
4.00%, 01/01/2022 | 5,000,000 | 5,191,900 | ||||||
5.00%, 01/01/2022 | 500,000 | 535,890 | ||||||
5.00%, 01/01/2024 | 175,000 | 197,524 | ||||||
5.00%, 01/01/2025 | 225,000 | 260,453 | ||||||
5.00%, 01/01/2028 | 300,000 | 354,918 | ||||||
5.75%, 01/01/2031 | 2,210,000 | 2,328,964 | ||||||
5.00%, 01/01/2034 | 1,475,000 | 1,701,191 | ||||||
5.00%, 01/01/2040 | 2,250,000 | 2,590,965 | ||||||
6.00%, 01/01/2041 | 2,925,000 | 3,091,081 | ||||||
5.00%, 01/01/2042 | 1,335,000 | 1,448,689 | ||||||
5.00%, 01/01/2046 | 1,600,000 | 1,825,296 | ||||||
Central Texas Turnpike System | ||||||||
5.00%, 08/15/2037 | 2,500,000 | 2,816,700 | ||||||
5.00%, 08/15/2042 | 1,400,000 | 1,567,160 | ||||||
City of Arlington TX | ||||||||
5.00%, 02/15/2045 | 530,000 | 550,691 | ||||||
City of Austin TX | ||||||||
5.00%, 09/01/2033 | 2,920,000 | 3,457,484 | ||||||
City of Austin TX Airport System Revenue | ||||||||
5.00%, 11/15/2026 | 1,140,000 | 1,390,253 | ||||||
5.00%, 11/15/2044 | 255,000 | 288,007 | ||||||
City of Dallas TX | ||||||||
5.00%, 02/15/2023 | 1,000,000 | 1,086,560 | ||||||
5.00%, 02/15/2024 | 1,055,000 | 1,213,640 | ||||||
City of Dallas TX Waterworks & Sewer System Revenue | ||||||||
5.00%, 10/01/2027 | 530,000 | 640,659 | ||||||
5.00%, 10/01/2031 | 800,000 | 976,688 | ||||||
City of El Paso TX | ||||||||
5.00%, 08/15/2025 | 2,245,000 | 2,680,238 | ||||||
City of Fort Worth TX | ||||||||
5.00%, 03/01/2023 | 1,000,000 | 1,122,590 | ||||||
City of Garland TX Water & Sewer System Revenue | ||||||||
5.00%, 03/01/2028 | 700,000 | 868,238 |
City of Houston TX | ||||||||
5.00%, 03/01/2023 | 1,975,000 | 2,210,776 | ||||||
5.00%, 03/01/2025 | 750,000 | 886,095 | ||||||
5.00%, 03/01/2029 | 1,000,000 | 1,234,890 | ||||||
City of Houston TX Airport System Revenue | ||||||||
4.75%, 07/01/2024 | 2,000,000 | 2,174,200 | ||||||
5.00%, 07/01/2027 | 3,000,000 | 3,757,530 | ||||||
5.00%, 07/01/2029 | 1,000,000 | 1,248,590 | ||||||
5.00%, 07/01/2031 | 1,750,000 | 2,161,250 | ||||||
5.00%, 07/01/2032 | 1,750,000 | 2,152,168 | ||||||
City of Houston TX Combined Utility System Revenue | ||||||||
5.00%, 11/15/2022 | 200,000 | 222,468 | ||||||
5.00%, 11/15/2023 | 225,000 | 257,951 | ||||||
5.00%, 05/15/2028 | 410,000 | 475,973 | ||||||
5.00%, 11/15/2030 | 2,005,000 | 2,570,510 | ||||||
5.00%, 11/15/2033 | 6,220,000 | 6,702,174 | ||||||
5.00%, 11/15/2033 | 1,325,000 | 1,427,714 | ||||||
5.00%, 11/15/2033 | 400,000 | 485,956 | ||||||
City of Houston TX Hotel Occupancy Tax & Special Revenue | ||||||||
5.00%, 09/01/2036 | 2,100,000 | 2,584,974 | ||||||
City of San Antonio TX | ||||||||
5.00%, 08/01/2036 | 5,000,000 | 6,288,100 | ||||||
City of San Antonio TX Electric & Gas Systems Revenue | ||||||||
5.00%, 02/01/2023 | 4,000,000 | 4,481,520 | ||||||
5.00%, 02/01/2030 | 1,000,000 | 1,252,170 | ||||||
2.00%, 02/01/2033(1) | 1,115,000 | 1,122,192 | ||||||
3.00%, 12/01/2045(1) | 5,150,000 | 5,241,722 | ||||||
City of Waco TX | ||||||||
5.00%, 02/01/2025 | 1,710,000 | 1,968,791 | ||||||
Clifton Higher Education Finance Corp. | ||||||||
6.13%, 08/15/2048 | 2,250,000 | 2,519,010 | ||||||
Coppell Independent School District | ||||||||
4.00%, 08/15/2021 | 3,250,000 | 3,415,847 | ||||||
5.00%, 08/15/2033 | 2,955,000 | 3,736,745 | ||||||
4.00%, 08/15/2034 | 2,310,000 | 2,674,541 | ||||||
4.00%, 08/15/2036 | 2,580,000 | 2,970,535 |
County of Bexar TX | ||||||||
4.00%, 06/15/2032 | 2,000,000 | 2,234,320 | ||||||
County of Comal TX | ||||||||
4.00%, 02/01/2023 | 1,000,000 | 1,083,120 | ||||||
County of Dallas TX | ||||||||
5.00%, 08/15/2024 | 1,400,000 | 1,641,346 | ||||||
County of El Paso TX | ||||||||
5.00%, 02/15/2029 | 1,500,000 | 1,862,865 | ||||||
5.00%, 02/15/2031 | 1,280,000 | 1,533,978 | ||||||
County of Travis TX | ||||||||
5.00%, 03/01/2038 | 12,555,000 | 15,810,637 | ||||||
County of Williamson TX | ||||||||
5.00%, 02/15/2021 | 1,000,000 | 1,051,030 | ||||||
Cypress-Fairbanks Independent School District | ||||||||
5.00%, 02/15/2027 | 470,000 | 571,050 | ||||||
1.25%, 02/15/2036(1) | 1,190,000 | 1,182,324 | ||||||
1.25%, 02/15/2036(1) | 390,000 | 387,485 | ||||||
1.40%, 02/15/2040(1) | 1,000,000 | 998,960 | ||||||
2.13%, 02/15/2040(1) | 10,000,000 | 10,114,900 | ||||||
1.40%, 02/15/2044(1) | 1,000,000 | 998,960 | ||||||
5.00%, 02/15/2044 | 585,000 | 665,473 | ||||||
Dallas County Community College District | ||||||||
5.00%, 02/15/2022 | 7,665,000 | 8,320,971 | ||||||
Dallas County Utility & Reclamation District | ||||||||
5.00%, 02/15/2024 | 1,125,000 | 1,290,049 | ||||||
Dallas Independent School District | ||||||||
5.00%, 02/15/2023 | 3,855,000 | 4,328,394 | ||||||
5.00%, 02/15/2036(1) | 85,000 | 92,355 | ||||||
5.00%, 02/15/2036(1) | 1,045,000 | 1,134,149 | ||||||
5.00%, 02/15/2036(1) | 4,355,000 | 4,705,403 | ||||||
Dallas Love Field | ||||||||
5.00%, 11/01/2035 | 1,000,000 | 1,183,260 | ||||||
Dallas Performing Arts Cultural Facilities Corp. | ||||||||
1.65%, 09/01/2041(1) | 1,575,000 | 1,575,000 |
Dallas/Fort Worth International Airport | ||||||||
5.00%, 11/01/2032 | 7,200,000 | 7,474,536 | ||||||
5.00%, 11/01/2037 | 10,100,000 | 10,708,323 | ||||||
5.00%, 11/01/2038 | 3,110,000 | 3,294,703 | ||||||
5.00%, 11/01/2044 | 300,000 | 327,774 | ||||||
Denton Independent School District | ||||||||
0.00%, 08/15/2025 | 500,000 | 454,210 | ||||||
2.00%, 08/01/2044(1) | 5,275,000 | 5,384,720 | ||||||
El Paso County Hospital District | ||||||||
5.00%, 08/15/2027 | 1,260,000 | 1,379,524 | ||||||
Fort Bend Independent School District | ||||||||
1.35%, 08/01/2042(1) | 490,000 | 489,314 | ||||||
1.50%, 08/01/2042(1) | 960,000 | 959,990 | ||||||
Fort Worth Independent School District | ||||||||
5.00%, 02/15/2022 | 450,000 | 488,732 | ||||||
5.00%, 02/15/2026 | 1,365,000 | 1,665,054 | ||||||
Grand Parkway Transportation Corp. | ||||||||
5.00%, 02/01/2023 | 1,580,000 | 1,756,533 | ||||||
5.00%, 10/01/2031 | 2,630,000 | 3,305,568 | ||||||
5.00%, 10/01/2033 | 1,205,000 | 1,503,466 | ||||||
5.00%, 10/01/2034 | 1,500,000 | 1,864,545 | ||||||
5.00%, 10/01/2052(1) | 9,610,000 | 10,869,102 | ||||||
Gregg County Health Facilities Development Corp. | ||||||||
4.50%, 07/01/2032 | 635,000 | 688,219 | ||||||
5.00%, 07/01/2032 | 2,595,000 | 2,847,338 | ||||||
5.00%, 07/01/2042 | 25,000 | 27,431 | ||||||
Gulf Coast Authority | ||||||||
2.15%, 05/01/2028(1) | 4,000,000 | 4,009,640 | ||||||
Harlandale Independent School District | ||||||||
5.00%, 08/01/2030 | 1,305,000 | 1,591,956 | ||||||
Harris County Cultural Education Facilities Finance Corp. | ||||||||
5.00%, 01/01/2043 | 180,000 | 189,340 | ||||||
Hays Consolidated Independent School District | ||||||||
2.70%, 08/15/2042(1) | 2,900,000 | 2,986,594 | ||||||
Houston Independent School District | ||||||||
3.00%, 02/15/2022 | 7,085,000 | 7,372,013 |
5.00%, 02/15/2030 | 1,000,000 | 1,211,280 | ||||||
2.40%, 06/01/2030(1) | 7,000,000 | 7,103,110 | ||||||
2.25%, 06/01/2039(1) | 5,000,000 | 5,118,700 | ||||||
Love Field Airport Modernization Corp. | ||||||||
5.00%, 11/01/2028 | 1,250,000 | 1,363,163 | ||||||
5.25%, 11/01/2040 | 3,015,000 | 3,122,123 | ||||||
Lower Colorado River Authority | ||||||||
5.00%, 05/15/2020 | 1,070,000 | 1,094,268 | ||||||
5.00%, 05/15/2021 | 800,000 | 847,400 | ||||||
5.00%, 05/15/2022 | 1,025,000 | 1,120,971 | ||||||
5.00%, 05/15/2036 | 1,425,000 | 1,790,270 | ||||||
5.00%, 05/15/2037 | 1,500,000 | 1,818,195 | ||||||
Midlothian Independent School District | ||||||||
2.00%, 08/01/2051(1) | 1,065,000 | 1,087,152 | ||||||
2.50%, 08/01/2052(1) | 8,280,000 | 8,346,654 | ||||||
Mission Economic Development Corp. | ||||||||
1.30%, 01/01/2020(1) | 13,180,000 | 13,180,000 | ||||||
2.50%, 08/01/2020 | 3,000,000 | 3,003,210 | ||||||
1.55%, 01/01/2026(1) | 6,000,000 | 5,999,100 | ||||||
4.63%, 10/01/2031(3) | 4,055,000 | 4,403,852 | ||||||
Montgomery County Toll Road Authority | ||||||||
5.00%, 09/15/2032 | 50,000 | 56,998 | ||||||
5.00%, 09/15/2033 | 55,000 | 62,538 | ||||||
5.00%, 09/15/2034 | 55,000 | 62,402 | ||||||
5.00%, 09/15/2035 | 55,000 | 62,246 | ||||||
5.00%, 09/15/2036 | 75,000 | 84,727 | ||||||
5.00%, 09/15/2038 | 125,000 | 140,451 | ||||||
5.00%, 09/15/2043 | 380,000 | 422,199 | ||||||
5.00%, 09/15/2048 | 1,070,000 | 1,185,817 | ||||||
Nacogdoches Independent School District | ||||||||
5.00%, 02/15/2049 | 5,220,000 | 6,297,460 | ||||||
New Hope Cultural Education Facilities Finance Corp. | ||||||||
5.00%, 08/15/2024 | 730,000 | 852,093 | ||||||
5.00%, 08/15/2026 | 200,000 | 245,484 | ||||||
5.00%, 08/15/2027 | 375,000 | 469,969 |
5.00%, 08/15/2030 | 3,500,000 | 4,315,500 | ||||||
5.00%, 04/01/2031 | 335,000 | 354,001 | ||||||
5.00%, 10/01/2031 | 160,000 | 179,290 | ||||||
5.00%, 11/01/2031 | 1,000,000 | 1,132,630 | ||||||
5.00%, 10/01/2034 | 185,000 | 205,685 | ||||||
5.00%, 07/01/2035 | 2,100,000 | 1,964,802 | ||||||
5.00%, 04/01/2036 | 355,000 | 370,592 | ||||||
5.00%, 10/01/2039 | 250,000 | 275,070 | ||||||
5.00%, 11/01/2040 | 1,100,000 | 1,226,247 | ||||||
5.00%, 07/01/2047 | 1,075,000 | 1,004,942 | ||||||
5.00%, 04/01/2048 | 1,250,000 | 1,284,163 | ||||||
5.25%, 10/01/2049 | 575,000 | 636,721 | ||||||
5.50%, 11/15/2052 | 250,000 | 264,760 | ||||||
5.00%, 07/01/2058 | 275,000 | 313,698 | ||||||
Newark Higher Education Finance Corp. | ||||||||
5.00%, 04/01/2029 | 505,000 | 592,562 | ||||||
North East Independent School District/TX | ||||||||
1.42%, 08/01/2040(1) | 460,000 | 459,333 | ||||||
North Texas Municipal Water District | ||||||||
5.00%, 06/01/2027 | 1,025,000 | 1,291,664 | ||||||
5.00%, 06/01/2028 | 1,050,000 | 1,316,616 | ||||||
5.00%, 06/01/2029 | 600,000 | 750,156 | ||||||
North Texas Tollway Authority | ||||||||
5.00%, 01/01/2023 | 235,000 | 262,286 | ||||||
5.00%, 01/01/2030 | 6,250,000 | 7,121,750 | ||||||
5.00%, 01/01/2030 | 75,000 | 89,510 | ||||||
5.00%, 01/01/2031 | 1,900,000 | 2,159,825 | ||||||
5.00%, 01/01/2031 | 500,000 | 597,975 | ||||||
5.00%, 01/01/2031 | 105,000 | 124,888 | ||||||
5.00%, 01/01/2031 | 1,100,000 | 1,369,379 | ||||||
5.00%, 01/01/2032 | 1,100,000 | 1,363,252 | ||||||
5.00%, 01/01/2033 | 3,150,000 | 3,658,158 | ||||||
5.00%, 01/01/2033 | 500,000 | 604,960 | ||||||
5.00%, 01/01/2033 | 1,250,000 | 1,542,663 | ||||||
5.00%, 01/01/2034 | 1,400,000 | 1,723,960 |
5.00%, 01/01/2035 | 1,500,000 | 1,840,515 | ||||||
5.00%, 01/01/2036 | 550,000 | 648,654 | ||||||
5.00%, 01/01/2039 | 170,000 | 198,671 | ||||||
5.00%, 01/01/2040 | 2,000,000 | 2,215,980 | ||||||
5.00%, 01/01/2043 | 3,600,000 | 4,339,548 | ||||||
Northside Independent School District | ||||||||
2.75%, 08/01/2048(1) | 4,325,000 | 4,518,760 | ||||||
1.60%, 08/01/2049(1) | 14,745,000 | 14,757,681 | ||||||
Old Spanish Trail-Alemda Corridors Redevelopment Authority | ||||||||
4.00%, 09/01/2033 | 1,360,000 | 1,550,563 | ||||||
Pasadena Independent School District | ||||||||
1.50%, 02/15/2044(1) | 4,295,000 | 4,288,600 | ||||||
Permanent University Fund - University of Texas System | ||||||||
5.00%, 07/01/2029 | 235,000 | 288,072 | ||||||
Pflugerville Independent School District | ||||||||
2.50%, 02/15/2039(1) | 7,500,000 | 7,774,725 | ||||||
Plano Independent School District | ||||||||
5.00%, 02/15/2022 | 1,000,000 | 1,086,560 | ||||||
Port of Arthur Navigation District Industrial Development Corp. | ||||||||
1.83%, 05/01/2040(1) | 9,000,000 | 9,000,000 | ||||||
Port of Port Arthur Navigation District | ||||||||
1.82%, 10/01/2024(1) | 4,000,000 | 4,000,000 | ||||||
Prosper Independent School District | ||||||||
5.00%, 02/15/2040 | 1,000,000 | 1,250,410 | ||||||
5.00%, 02/15/2044 | 515,000 | 637,065 | ||||||
Rockwall Independent School District | ||||||||
0.00%, 02/15/2024 | 1,005,000 | 938,760 | ||||||
San Antonio Water System | ||||||||
5.00%, 05/15/2032 | 3,000,000 | 3,357,450 | ||||||
State of Texas | ||||||||
4.00%, 08/27/2020 | 55,000,000 | 56,316,700 | ||||||
4.00%, 08/01/2021 | 1,240,000 | 1,299,656 | ||||||
5.00%, 08/01/2025 | 2,035,000 | 2,296,640 | ||||||
5.00%, 08/01/2026 | 1,000,000 | 1,162,380 | ||||||
5.00%, 04/01/2027 | 5,000,000 | 6,114,500 |
1.85%, 08/01/2029(1) | 955,000 | 957,273 | ||||||
2.25%, 08/01/2029(1) | 4,295,000 | 4,324,292 | ||||||
5.00%, 10/01/2030 | 10,000,000 | 11,706,500 | ||||||
5.50%, 08/01/2032 | 1,000,000 | 1,231,550 | ||||||
4.00%, 10/01/2032 | 1,200,000 | 1,321,212 | ||||||
5.00%, 10/01/2036 | 800,000 | 984,312 | ||||||
5.00%, 04/01/2039 | 20,000,000 | 22,918,800 | ||||||
1.88% (SIFMA Municipal Swap Index Yield + 0.30%), 10/01/2041(2) | 10,000,000 | 10,000,600 | ||||||
5.00%, 04/01/2042 | 2,755,000 | 2,972,204 | ||||||
Tarrant County Cultural Education Facilities Finance Corp. | ||||||||
5.00%, 11/15/2022 | 300,000 | 326,583 | ||||||
5.00%, 07/01/2026 | 1,775,000 | 2,141,804 | ||||||
5.00%, 11/15/2035 | 1,015,000 | 1,067,313 | ||||||
5.00%, 11/15/2035 | 1,750,000 | 1,879,448 | ||||||
5.00%, 11/15/2040 | 1,800,000 | 1,912,842 | ||||||
5.00%, 11/15/2040 | 1,650,000 | 1,868,939 | ||||||
1.82%, 10/01/2041(1) | 7,125,000 | 7,125,000 | ||||||
8.25%, 11/15/2044(4) | 500,000 | 475,000 | ||||||
5.00%, 11/15/2045 | 1,175,000 | 1,215,596 | ||||||
5.00%, 11/15/2046 | 1,615,000 | 1,815,954 | ||||||
Texas A&M University | ||||||||
3.00%, 05/15/2028 | 2,300,000 | 2,486,231 | ||||||
Texas Department of Housing & Community Affairs | ||||||||
2.95%, 07/01/2036 | 1,680,000 | 1,737,775 | ||||||
4.00%, 03/01/2050 | 1,770,000 | 1,971,939 | ||||||
Texas Municipal Gas Acquisition & Supply Corp. I | ||||||||
5.25%, 12/15/2022 | 450,000 | 497,898 | ||||||
5.25%, 12/15/2025 | 3,000,000 | 3,585,540 | ||||||
6.25%, 12/15/2026 | 8,075,000 | 9,420,457 | ||||||
Texas Municipal Gas Acquisition & Supply Corp. III | ||||||||
5.00%, 12/15/2029 | 5,000,000 | 5,466,650 | ||||||
5.00%, 12/15/2032 | 3,000,000 | 3,264,570 | ||||||
Texas Municipal Power Agency | ||||||||
5.00%, 09/01/2033 | 920,000 | 948,336 | ||||||
5.00%, 09/01/2034 | 945,000 | 973,841 | ||||||
5.00%, 09/01/2035 | 1,200,000 | 1,239,132 |
Texas Private Activity Bond Surface Transportation Corp. | ||||||||
5.00%, 12/31/2050 | 2,410,000 | 2,687,126 | ||||||
5.00%, 12/31/2055 | 2,755,000 | 3,063,505 | ||||||
5.00%, 06/30/2058 | 3,000,000 | 3,500,820 | ||||||
Texas Public Finance Authority | ||||||||
5.00%, 02/01/2028 | 2,300,000 | 2,923,507 | ||||||
4.00%, 02/01/2033 | 3,200,000 | 3,748,384 | ||||||
Texas State University System | ||||||||
5.00%, 03/15/2026 | 800,000 | 979,080 | ||||||
5.00%, 03/15/2029 | 610,000 | 756,309 | ||||||
5.00%, 03/15/2032 | 1,325,000 | 1,625,086 | ||||||
Texas Transportation Commission | ||||||||
0.00%, 08/01/2034 | 1,060,000 | 643,908 | ||||||
0.00%, 08/01/2037 | 725,000 | 367,858 | ||||||
0.00%, 08/01/2038 | 800,000 | 383,496 | ||||||
0.00%, 08/01/2039 | 710,000 | 322,198 | ||||||
0.00%, 08/01/2040 | 1,500,000 | 642,330 | ||||||
5.00%, 08/01/2057 | 2,930,000 | 3,436,333 | ||||||
Texas Transportation Commission State Highway Fund | ||||||||
5.00%, 10/01/2023 | 5,020,000 | 5,742,679 | ||||||
Texas Water Development Board | ||||||||
5.00%, 04/15/2030 | 7,000,000 | 9,002,630 | ||||||
5.00%, 10/15/2031 | 2,000,000 | 2,504,480 | ||||||
4.00%, 10/15/2032 | 2,000,000 | 2,341,360 | ||||||
Travis County Health Facilities Development Corp. | ||||||||
7.00%, 11/01/2030 | 105,000 | 107,924 | ||||||
University of Houston | ||||||||
5.00%, 02/15/2030 | 860,000 | 1,035,328 | ||||||
University of Texas Revenues | ||||||||
4.00%, 08/15/2036 | 10,785,000 | 11,839,342 | ||||||
University of Texas System | ||||||||
5.00%, 08/15/2021 | 505,000 | 539,295 | ||||||
Uptown Development Authority | ||||||||
5.00%, 09/01/2033 | 715,000 | 823,630 |
Viridian Municipal Management District | ||||||||
4.00%, 12/01/2029 | 520,000 | 573,326 | ||||||
4.00%, 12/01/2031 | 560,000 | 613,732 | ||||||
4.00%, 12/01/2032 | 580,000 | 633,517 | ||||||
4.00%, 12/01/2033 | 605,000 | 659,565 | ||||||
|
| |||||||
712,798,342 | ||||||||
|
| |||||||
Utah 0.21% | ||||||||
Salt Lake City Corp. Airport Revenue | ||||||||
5.00%, 07/01/2025 | 1,000,000 | 1,181,040 | ||||||
5.00%, 07/01/2026 | 1,700,000 | 2,053,702 | ||||||
5.00%, 07/01/2026 | 3,000,000 | 3,624,180 | ||||||
5.25%, 07/01/2048 | 3,000,000 | 3,650,460 | ||||||
Utah Charter School Finance Authority | ||||||||
4.50%, 06/15/2027(3) | 1,000,000 | 1,050,410 | ||||||
|
| |||||||
11,559,792 | ||||||||
|
| |||||||
Vermont 0.08% | ||||||||
Vermont Educational & Health Buildings Financing Agency | ||||||||
5.00%, 10/15/2027 | 1,000,000 | 1,179,180 | ||||||
5.00%, 10/15/2029 | 890,000 | 1,046,106 | ||||||
Vermont Student Assistance Corp. | ||||||||
5.00%, 06/15/2025 | 800,000 | 929,600 | ||||||
5.00%, 06/15/2026 | 500,000 | 592,630 | ||||||
5.00%, 06/15/2027 | 700,000 | 826,343 | ||||||
|
| |||||||
4,573,859 | ||||||||
|
| |||||||
Virgin Islands 0.06% | ||||||||
Virgin Islands Public Finance Authority | ||||||||
5.00%, 10/01/2032 | 3,000,000 | 3,264,240 | ||||||
|
| |||||||
Virginia 1.76% | ||||||||
Chesapeake Bay Bridge & Tunnel District | ||||||||
5.00%, 11/01/2023 | 7,700,000 | 8,728,874 | ||||||
5.00%, 07/01/2046 | 3,000,000 | 3,449,640 | ||||||
5.00%, 07/01/2051 | 1,095,000 | 1,256,348 | ||||||
City of Norfolk VA Water Revenue | ||||||||
5.00%, 11/01/2022 | 1,645,000 | 1,830,753 |
County of Botetourt VA | ||||||||
4.75%, 07/01/2023 | 80,000 | 83,461 | ||||||
6.00%, 07/01/2034 | 1,500,000 | 1,686,345 | ||||||
County of Loudoun VA | ||||||||
5.00%, 12/01/2023 | 825,000 | 952,875 | ||||||
Fairfax County Industrial Development Authority | ||||||||
5.00%, 05/15/2035 | 1,175,000 | 1,274,241 | ||||||
5.00%, 05/15/2044 | 975,000 | 1,097,850 | ||||||
Franklin County Industrial Development Authority/VA | ||||||||
3.00%, 10/15/2023 | 2,000,000 | 2,030,040 | ||||||
Fredericksburg Economic Development Authority | ||||||||
5.00%, 06/15/2031 | 500,000 | 573,805 | ||||||
Hanover County Economic Development Authority | ||||||||
5.00%, 07/01/2042 | 1,000,000 | 1,037,850 | ||||||
5.00%, 07/01/2047 | 2,000,000 | 2,072,500 | ||||||
Henrico County Economic Development Authority | ||||||||
5.00%, 12/01/2047 | 1,250,000 | 1,391,475 | ||||||
Newport News Economic Development Authority | ||||||||
5.00%, 12/01/2038 | 1,000,000 | 1,083,630 | ||||||
Norfolk Redevelopment & Housing Authority | ||||||||
4.00%, 01/01/2025 | 3,070,000 | 3,070,982 | ||||||
5.00%, 01/01/2046 | 240,000 | 255,687 | ||||||
5.00%, 01/01/2049 | 500,000 | 543,460 | ||||||
Stafford County Economic Development Authority | ||||||||
5.00%, 06/15/2030 | 150,000 | 179,766 | ||||||
5.00%, 06/15/2033 | 150,000 | 177,785 | ||||||
5.00%, 06/15/2034 | 500,000 | 590,610 | ||||||
4.00%, 06/15/2037 | 50,000 | 53,736 | ||||||
Tobacco Settlement Financing Corp./VA | ||||||||
0.00%, 06/01/2047 | 3,000,000 | 347,130 | ||||||
Virginia College Building Authority | ||||||||
5.00%, 02/01/2023 | 700,000 | 784,511 | ||||||
5.00%, 09/01/2023 | 1,000,000 | 1,141,480 | ||||||
5.00%, 02/01/2024 | 2,475,000 | 2,859,788 | ||||||
5.00%, 02/01/2026 | 1,000,000 | 1,221,310 |
5.00%, 02/01/2030 | 1,500,000 | 1,910,280 | ||||||
5.00%, 07/01/2030(3) | 500,000 | 551,575 | ||||||
5.25%, 07/01/2035(3) | 1,000,000 | 1,101,270 | ||||||
5.00%, 07/01/2045(3) | 500,000 | 535,755 | ||||||
5.00%, 07/01/2045(3) | 1,000,000 | 1,071,510 | ||||||
Virginia Commonwealth Transportation Board | ||||||||
5.00%, 09/15/2022 | 1,000,000 | 1,090,810 | ||||||
5.00%, 09/15/2023 | 2,500,000 | 2,859,175 | ||||||
5.00%, 05/15/2026 | 3,000,000 | 3,691,620 | ||||||
Virginia Port Authority | ||||||||
5.00%, 07/01/2023 | 1,000,000 | 1,123,550 | ||||||
Virginia Public Building Authority | ||||||||
5.00%, 08/01/2022 | 1,490,000 | 1,644,006 | ||||||
5.00%, 08/01/2022 | 1,050,000 | 1,158,528 | ||||||
Virginia Public School Authority | ||||||||
5.00%, 08/01/2022 | 2,505,000 | 2,772,033 | ||||||
5.00%, 08/01/2022 | 3,275,000 | 3,615,436 | ||||||
Virginia Small Business Financing Authority | ||||||||
5.00%, 07/01/2034 | 1,000,000 | 1,070,830 | ||||||
5.00%, 01/01/2040 | 3,540,000 | 3,772,932 | ||||||
5.00%, 01/01/2040 | 4,135,000 | 4,407,083 | ||||||
5.50%, 01/01/2042 | 6,590,000 | 7,171,963 | ||||||
5.00%, 01/01/2044 | 1,000,000 | 1,063,530 | ||||||
5.00%, 01/01/2048(1)(3) | 500,000 | 533,340 | ||||||
5.00%, 07/01/2049 | 1,490,000 | 1,583,974 | ||||||
5.00%, 12/31/2049 | 500,000 | 575,320 | ||||||
5.00%, 12/31/2052 | 880,000 | 1,010,610 | ||||||
5.00%, 12/31/2056 | 4,455,000 | 5,099,594 | ||||||
Wise County Industrial Development Authority | ||||||||
1.88%, 11/01/2040(1) | 6,700,000 | 6,714,740 | ||||||
York County Economic Development Authority | ||||||||
1.90%, 05/01/2033(1) | 600,000 | 606,456 | ||||||
|
| |||||||
96,511,852 | ||||||||
|
| |||||||
Washington 2.48% | ||||||||
Adams County Public Hospital District No 2 | ||||||||
5.13%, 12/01/2044 | 1,000,000 | 1,099,440 |
Auburn School District No 408 of King & Pierce Counties | ||||||||
5.00%, 12/01/2033 | 2,000,000 | 2,489,820 | ||||||
Central Puget Sound Regional Transit Authority | ||||||||
5.00%, 11/01/2035 | 960,000 | 1,145,242 | ||||||
City of Kent WA | ||||||||
5.00%, 12/01/2027 | 695,000 | 854,266 | ||||||
City of Seattle WA Municipal Light & Power Revenue | ||||||||
4.00%, 01/01/2032 | 3,385,000 | 3,912,146 | ||||||
2.07% (SIFMA Municipal Swap Index Yield + 0.49%), 11/01/2046(2) | 5,000,000 | 5,025,950 | ||||||
City of Tacoma WA Electric System Revenue | ||||||||
5.00%, 01/01/2039 | 675,000 | 810,236 | ||||||
City of Tacoma WA Solid Waste Utility Revenue | ||||||||
5.00%, 12/01/2031 | 460,000 | 551,305 | ||||||
Clark County Public Utility District No 1 | ||||||||
5.00%, 01/01/2022 | 425,000 | 459,820 | ||||||
5.00%, 01/01/2023 | 750,000 | 838,102 | ||||||
East Pierce Fire & Rescue | ||||||||
5.00%, 12/01/2029 | 635,000 | 816,781 | ||||||
5.00%, 12/01/2031 | 925,000 | 1,172,854 | ||||||
Energy Northwest | ||||||||
4.00%, 07/01/2044 | 8,000,000 | 8,367,840 | ||||||
King County Public Hospital District No 1 | ||||||||
5.00%, 12/01/2032 | 4,500,000 | 5,385,285 | ||||||
King County School District No 414 Lake Washington | ||||||||
5.00%, 12/01/2035 | 1,600,000 | 2,002,544 | ||||||
5.00%, 12/01/2036 | 3,205,000 | 4,000,385 | ||||||
5.00%, 12/01/2037 | 1,425,000 | 1,772,344 | ||||||
5.00%, 12/01/2038 | 865,000 | 1,073,430 | ||||||
Pierce County School District No 10 Tacoma | ||||||||
5.00%, 12/01/2034 | 2,800,000 | 3,253,852 | ||||||
Port of Seattle WA | ||||||||
5.00%, 04/01/2029 | 5,050,000 | 6,410,318 | ||||||
5.00%, 04/01/2034 | 1,000,000 | 1,143,050 | ||||||
5.00%, 01/01/2037 | 3,500,000 | 4,261,320 |
Skagit County Public Hospital District No 1 | ||||||||
5.00%, 12/01/2020 | 1,750,000 | 1,813,630 | ||||||
Snohomish County Housing Authority | ||||||||
5.00%, 04/01/2031 | 1,135,000 | 1,410,805 | ||||||
State of Washington | ||||||||
5.00%, 09/01/2021 | 2,670,000 | 2,854,524 | ||||||
5.00%, 08/01/2027 | 550,000 | 661,001 | ||||||
5.00%, 08/01/2027 | 235,000 | 289,496 | ||||||
5.00%, 08/01/2028 | 235,000 | 289,621 | ||||||
5.00%, 08/01/2030 | 235,000 | 287,400 | ||||||
5.00%, 07/01/2031 | 5,000,000 | 5,860,150 | ||||||
5.00%, 07/01/2032 | 1,235,000 | 1,581,899 | ||||||
5.00%, 08/01/2032 | 1,505,000 | 1,908,852 | ||||||
5.00%, 08/01/2033 | 4,335,000 | 5,481,651 | ||||||
5.00%, 06/01/2034 | 660,000 | 829,528 | ||||||
5.00%, 02/01/2036 | 1,800,000 | 2,191,104 | ||||||
5.00%, 07/01/2036 | 1,505,000 | 1,897,760 | ||||||
Thurston & Pierce Counties Community Schools | ||||||||
5.00%, 12/01/2029 | 675,000 | 871,553 | ||||||
5.00%, 12/01/2031 | 1,100,000 | 1,402,214 | ||||||
Tobacco Settlement Authority | ||||||||
5.00%, 06/01/2023 | 500,000 | 560,060 | ||||||
5.00%, 06/01/2024 | 1,000,000 | 1,120,120 | ||||||
Washington Health Care Facilities Authority | ||||||||
5.00%, 08/15/2022 | 1,200,000 | 1,324,272 | ||||||
5.00%, 08/15/2023 | 650,000 | 739,369 | ||||||
5.00%, 10/01/2024 | 465,000 | 513,816 | ||||||
5.00%, 07/01/2025 | 360,000 | 427,126 | ||||||
5.00%, 07/01/2029 | 115,000 | 143,371 | ||||||
5.00%, 07/01/2030 | 410,000 | 508,285 | ||||||
5.00%, 08/15/2030 | 1,000,000 | 1,176,020 | ||||||
5.00%, 08/15/2031 | 845,000 | 989,884 | ||||||
5.00%, 08/15/2032 | 385,000 | 449,642 | ||||||
5.00%, 07/01/2034 | 105,000 | 127,679 | ||||||
5.00%, 10/01/2038 | 11,320,000 | 12,958,230 |
2.63% (SIFMA Municipal Swap Index Yield + 1.05%), 01/01/2042(2) | 5,000,000 | 5,068,300 | ||||||
5.00%, 07/01/2042 | 2,060,000 | 2,439,102 | ||||||
Washington Higher Education Facilities Authority | ||||||||
5.00%, 10/01/2029 | 1,855,000 | 2,175,136 | ||||||
5.00%, 10/01/2033 | 735,000 | 850,344 | ||||||
Washington State Housing Finance Commission | ||||||||
5.00%, 01/01/2024(3) | 180,000 | 195,145 | ||||||
5.00%, 01/01/2025(3) | 375,000 | 412,868 | ||||||
2.38%, 01/01/2026 | 600,000 | 600,450 | ||||||
5.00%, 01/01/2026(3) | 300,000 | 335,205 | ||||||
4.00%, 07/01/2026(3) | 1,155,000 | 1,214,101 | ||||||
5.00%, 07/01/2031(3) | 1,000,000 | 1,105,200 | ||||||
2.13% (SIFMA Municipal Swap Index Yield + 0.55%), 12/01/2048(2) | 10,000,000 | 10,000,000 | ||||||
5.00%, 07/01/2053(3) | 400,000 | 425,004 | ||||||
5.00%, 01/01/2055(3) | 775,000 | 839,604 | ||||||
Washington State University | ||||||||
5.00%, 04/01/2029 | 1,285,000 | 1,465,555 | ||||||
Yakima County School District No 208 West Valley | ||||||||
5.00%, 12/01/2030 | 1,000,000 | 1,284,060 | ||||||
|
| |||||||
135,925,466 | ||||||||
|
| |||||||
West Virginia 0.22% | ||||||||
Monongalia County Commission Special District | ||||||||
5.50%, 06/01/2037(3) | 200,000 | 220,314 | ||||||
5.75%, 06/01/2043(3) | 200,000 | 220,812 | ||||||
Ohio County Board of Education | ||||||||
3.00%, 06/01/2028 | 2,150,000 | 2,328,686 | ||||||
State of West Virginia | ||||||||
5.00%, 12/01/2036 | 2,910,000 | 3,634,823 | ||||||
West Virginia Economic Development Authority | ||||||||
5.38%, 12/01/2038 | 885,000 | 920,294 | ||||||
1.70%, 01/01/2041(1) | 1,515,000 | 1,514,167 | ||||||
West Virginia Hospital Finance Authority | ||||||||
5.00%, 01/01/2031 | 620,000 | 764,975 | ||||||
West Virginia State School Building Authority Lottery Revenue | ||||||||
5.00%, 07/01/2022 | 695,000 | 763,770 |
5.00%, 07/01/2024 | 500,000 | 582,875 | ||||||
5.00%, 07/01/2032 | 940,000 | 1,131,027 | ||||||
|
| |||||||
12,081,743 | ||||||||
|
| |||||||
Wisconsin 1.96% | ||||||||
Milwaukee Redevelopment Authority | ||||||||
5.00%, 11/15/2031 | 570,000 | 684,564 | ||||||
5.00%, 11/15/2032 | 500,000 | 597,845 | ||||||
Public Finance Authority | ||||||||
5.00%, 05/15/2021(3) | 185,000 | 193,584 | ||||||
1.53%, 10/01/2025(1) | 5,000,000 | 4,999,200 | ||||||
5.00%, 12/01/2025 | 1,000,000 | 1,153,070 | ||||||
4.13%, 05/01/2026(3) | 775,000 | 792,701 | ||||||
1.53%, 09/01/2027(1) | 2,000,000 | 1,999,680 | ||||||
5.00%, 05/15/2028(3) | 200,000 | 229,306 | ||||||
5.00%, 06/15/2034 | 500,000 | 595,300 | ||||||
5.00%, 07/01/2035 | 5,000,000 | 6,086,550 | ||||||
4.00%, 08/01/2035 | 5,250,000 | 5,463,150 | ||||||
5.25%, 05/15/2037(3) | 500,000 | 566,220 | ||||||
5.20%, 06/01/2037 | 500,000 | 523,545 | ||||||
5.00%, 06/15/2037(3) | 1,130,000 | 1,166,194 | ||||||
5.00%, 07/01/2037 | 825,000 | 901,568 | ||||||
5.00%, 06/15/2039(3) | 410,000 | 437,974 | ||||||
5.00%, 06/15/2039 | 500,000 | 585,530 | ||||||
5.00%, 01/01/2042 | 600,000 | 661,068 | ||||||
5.25%, 05/15/2042(3) | 60,000 | 67,348 | ||||||
5.00%, 10/01/2043(3) | 170,000 | 188,810 | ||||||
5.25%, 10/01/2043 | 2,105,000 | 2,443,126 | ||||||
5.00%, 10/01/2044 | 2,015,000 | 2,429,667 | ||||||
5.25%, 05/15/2047(3) | 60,000 | 67,117 | ||||||
5.30%, 06/01/2047 | 500,000 | 523,460 | ||||||
6.38%, 01/01/2048(3) | 800,000 | 846,408 | ||||||
5.00%, 10/01/2048(3) | 705,000 | 780,971 | ||||||
5.25%, 10/01/2048 | 2,105,000 | 2,432,685 | ||||||
5.00%, 06/15/2049(3) | 420,000 | 445,217 | ||||||
5.00%, 06/15/2049 | 1,100,000 | 1,270,731 |
5.00%, 09/30/2049 | 1,335,000 | 1,375,210 | ||||||
5.25%, 05/15/2052(3) | 115,000 | 128,326 | ||||||
5.00%, 10/01/2053(3) | 1,175,000 | 1,298,234 | ||||||
5.00%, 06/15/2054(3) | 455,000 | 478,897 | ||||||
5.00%, 05/01/2055(3) | 2,000,000 | 2,154,500 | ||||||
State of Wisconsin | ||||||||
5.00%, 11/01/2022 | 2,545,000 | 2,832,381 | ||||||
5.00%, 05/01/2023 | 2,000,000 | 2,261,220 | ||||||
5.00%, 05/01/2023 | 4,000,000 | 4,523,920 | ||||||
5.00%, 05/01/2024 | 7,470,000 | 8,706,434 | ||||||
5.00%, 05/01/2025 | 5,335,000 | 6,387,916 | ||||||
4.00%, 05/01/2030 | 5,000,000 | 5,321,600 | ||||||
4.00%, 05/01/2032 | 2,000,000 | 2,122,860 | ||||||
5.00%, 05/01/2034 | 2,400,000 | 2,883,984 | ||||||
University of Wisconsin Hospitals & Clinics | ||||||||
1.75%, 04/01/2048(1) | 3,000,000 | 3,000,000 | ||||||
Village of Mukwonago WI Waterworks System & Sewer System Revenue | ||||||||
3.38%, 06/01/2021 | 3,190,000 | 3,229,109 | ||||||
Wisconsin Health & Educational Facilities Authority | ||||||||
5.00%, 05/01/2022 | 550,000 | 592,020 | ||||||
5.00%, 10/01/2022 | 330,000 | 363,911 | ||||||
5.00%, 12/01/2022 | 560,000 | 619,181 | ||||||
4.00%, 02/15/2025 | 270,000 | 305,440 | ||||||
5.00%, 04/01/2025 | 2,000,000 | 2,369,340 | ||||||
4.00%, 02/15/2026 | 510,000 | 582,604 | ||||||
5.00%, 04/01/2026 | 1,000,000 | 1,212,110 | ||||||
5.00%, 02/15/2027 | 300,000 | 359,523 | ||||||
5.00%, 04/01/2027 | 1,700,000 | 2,102,900 | ||||||
5.00%, 10/01/2027 | 580,000 | 722,477 | ||||||
5.00%, 04/01/2028 | 900,000 | 1,131,030 | ||||||
5.00%, 10/01/2028 | 700,000 | 885,388 | ||||||
5.00%, 04/01/2030 | 1,670,000 | 2,112,700 | ||||||
4.00%, 02/15/2031 | 460,000 | 525,486 | ||||||
4.00%, 02/15/2033 | 550,000 | 628,298 | ||||||
5.00%, 09/01/2036 | 335,000 | 383,140 |
5.00%, 09/15/2037 | 650,000 | 679,348 | ||||||
5.00%, 09/15/2050 | 645,000 | 676,773 | ||||||
2.23% (SIFMA Municipal Swap Index Yield + 0.65%), 08/15/2054(2) | 4,000,000 | 4,012,840 | ||||||
5.00%, 08/15/2054(1) | 1,260,000 | 1,363,358 | ||||||
|
| |||||||
107,465,047 | ||||||||
|
| |||||||
Total Municipal Bonds (Cost: $5,187,218,854) |
| 5,410,820,332 | ||||||
|
| |||||||
Shares | Value | |||||||
SHORT-TERM INVESTMENTS 0.81% | ||||||||
Money Market Funds 0.79% | ||||||||
Fidelity Institutional Money Market Government Fund - Class I, 1.90%(5) | 43,492,913 | 43,492,913 | ||||||
|
| |||||||
Total Money Market Funds (Cost: $43,492,913) | 43,492,913 | |||||||
|
| |||||||
Principal Amount | Value | |||||||
Time Deposits 0.02% | ||||||||
ANZ, London, 1.40% due 10/01/2019 | $ | 500,426 | 500,426 | |||||
Banco Santander, Frankfurt, 1.40% due 10/01/2019 | 519,506 | 519,506 | ||||||
|
| |||||||
Total Time Deposits (Cost: $1,019,932) | 1,019,932 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $44,512,845) |
| 44,512,845 | ||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 99.54% | ||||||||
(Cost: $5,231,731,699) | 5,455,333,177 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.46% | 25,027,773 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 5,480,360,950 | ||||||
|
|
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, 2019. |
(2) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2019. |
(3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $133,138,797, which represents 2.43% of total net assets. |
(4) | Security in default as of September 30, 2019. The value of these securities total $8,790,381, which represents 0.16% of total net assets. |
(5) | Represents annualized seven-day yield as of the close of the reporting period. |
MUNICIPAL BONDS | % of Net Assets | |||
Education | 7.82 | % | ||
General Obligation | 21.17 | % | ||
General Revenue | 26.91 | % | ||
Healthcare | 15.42 | % | ||
Housing | 3.88 | % | ||
Transportation | 14.82 | % | ||
Utilities | 8.71 | % | ||
|
| |||
Total Municipal Bonds | 98.73 | % | ||
|
| |||
SHORT-TERM INVESTMENTS | 0.81 | % | ||
|
| |||
TOTAL INVESTMENTS | 99.54 | % | ||
Liabilities in Excess of Other Assets | 0.46 | % | ||
|
| |||
TOTAL NET ASSETS | 100.00 | % | ||
|
|
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
Number of Contracts Sold | Reference Entity | Counterparty | Expiration Date | Notional Amount | Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
(500) | U.S. 10 Year Note Future | Merrill Lynch | Dec. 2019 | $ | (66,010,110 | ) | $ | (65,156,250 | ) | $ | 853,860 | |||||||||||
$ | 853,860 | |||||||||||||||||||||
|
|
Bridge Builder Municipal Bond Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Municipal Bond Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Municipal Bonds | ||||||||||||||||
Education | $ | | $ | 428,766,014 | $ | | $ | 428,766,014 | ||||||||
General Obligation | | 1,160,207,125 | | 1,160,207,125 | ||||||||||||
General Revenue | | 1,474,917,096 | | 1,474,917,096 | ||||||||||||
Healthcare | | 844,925,741 | | 844,925,741 | ||||||||||||
Housing | | 212,539,705 | | 212,539,705 | ||||||||||||
Transportation | | 812,269,008 | | 812,269,008 | ||||||||||||
Utilities | | 477,195,643 | | 477,195,643 | ||||||||||||
Short Term Investment | ||||||||||||||||
Money Market Funds | 43,492,913 | | | 43,492,913 | ||||||||||||
Time Deposits | | 1,019,932 | | 1,019,932 | ||||||||||||
Futures Contracts (1) | 853,860 | | | 853,860 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 44,346,773 | $ | 5,411,840,264 | $ | | $ | 5,456,187,037 |
(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 Schedule of Investments. Credit default swaps and interest rate swaps are reported at market value. |
Bridge Builder Large Cap Growth Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Shares | Value | |||||||
COMMON STOCKS 97.36% | ||||||||
Communication Services 9.23% | ||||||||
Activision Blizzard, Inc. | 272,199 | $ | 14,404,771 | |||||
Alphabet, Inc. - Class A(1) | 138,451 | 169,068,054 | ||||||
Alphabet, Inc. - Class C(1) | 140,076 | 170,752,644 | ||||||
Altice USA, Inc. - Class A(1) | 15,635 | 448,412 | ||||||
AMC Networks, Inc. - Class A(1) | 2,077 | 102,105 | ||||||
Cable One, Inc. | 212 | 265,996 | ||||||
CBS Corp. - Class B | 14,766 | 596,103 | ||||||
Charter Communications, Inc. - Class A(1) | 4,691 | 1,933,255 | ||||||
Comcast Corp. - Class A | 105,771 | 4,768,157 | ||||||
Electronic Arts, Inc.(1) | 192,244 | 18,805,308 | ||||||
Facebook, Inc. - Class A(1) | 779,213 | 138,762,251 | ||||||
Fox Corp. - Class A | 1,684 | 53,105 | ||||||
Fox Corp. - Class B | 782 | 24,664 | ||||||
InterActiveCorp(1) | 2,139 | 466,238 | ||||||
Interpublic Group of Companies, Inc. | 1,838 | 39,627 | ||||||
Live Nation Entertainment, Inc.(1) | 6,390 | 423,913 | ||||||
Madison Square Garden Co. - Class A(1) | 110 | 28,987 | ||||||
Match Group, Inc. | 2,670 | 190,745 | ||||||
Netflix, Inc.(1) | 172,351 | 46,124,575 | ||||||
New York Times Co. - Class A | 1,505 | 42,862 | ||||||
Nexstar Media Group, Inc. - Class A | 1,712 | 175,155 | ||||||
Omnicom Group, Inc. | 5,752 | 450,382 | ||||||
Sinclair Broadcast Group, Inc. - Class A | 2,791 | 119,287 | ||||||
Sirius XM Holdings, Inc. | 67,996 | 425,315 | ||||||
Spotify Technology SA(1) | 5,948 | 678,072 | ||||||
Take-Two Interactive Software, Inc.(1) | 2,574 | 322,625 | ||||||
Tencent Holdings Ltd. - ADR | 840,743 | 35,000,131 |
T-Mobile US, Inc.(1) | 8,097 | 637,801 | ||||||
TripAdvisor, Inc.(1) | 4,708 | 182,106 | ||||||
Twitter, Inc.(1) | 37,647 | 1,551,056 | ||||||
Walt Disney Co. | 358,975 | 46,781,622 | ||||||
World Wrestling Entertainment, Inc. - Class A | 2,150 | 152,973 | ||||||
Zayo Group Holdings, Inc.(1) | 11,238 | 380,968 | ||||||
Zynga, Inc. - Class A(1) | 9,140 | 53,195 | ||||||
|
| |||||||
654,212,460 | ||||||||
|
| |||||||
Consumer Discretionary 15.97% | ||||||||
Adidas AG | 68,581 | 21,352,297 | ||||||
Advance Auto Parts, Inc. | 812 | 134,305 | ||||||
Alibaba Group Holding Ltd. - ADR(1) | 249,512 | 41,725,892 | ||||||
Amazon.com, Inc.(1) | 123,082 | 213,659,275 | ||||||
Aptiv Plc | 192,260 | 16,807,369 | ||||||
AutoZone, Inc.(1) | 1,219 | 1,322,152 | ||||||
Best Buy, Inc. | 2,327 | 160,540 | ||||||
Booking Holdings, Inc.(1) | 42,956 | 84,305,875 | ||||||
Bright Horizons Family Solutions, Inc.(1) | 2,842 | 433,405 | ||||||
Burlington Stores, Inc.(1) | 3,237 | 646,817 | ||||||
Capri Holdings Ltd.(1) | 2,925 | 96,993 | ||||||
CarMax, Inc.(1) | 3,890 | 342,320 | ||||||
Carters, Inc. | 985 | 89,842 | ||||||
Carvana Co. - Class A(1) | 2,225 | 146,850 | ||||||
Chipotle Mexican Grill, Inc. - Class A(1) | 1,283 | 1,078,323 | ||||||
Choice Hotels International, Inc. | 719 | 63,962 | ||||||
Columbia Sportswear Co. | 966 | 93,596 | ||||||
Darden Restaurants, Inc. | 6,203 | 733,319 | ||||||
Dollar General Corp. | 225,904 | 35,905,182 | ||||||
Dollar Tree, Inc.(1) | 6,451 | 736,446 | ||||||
Dominos Pizza, Inc. | 2,024 | 495,050 | ||||||
Dunkin Brands Group, Inc. | 3,818 | 302,996 | ||||||
eBay, Inc. | 39,645 | 1,545,362 | ||||||
Etsy, Inc.(1) | 5,903 | 333,519 | ||||||
Expedia Group, Inc. | 6,046 | 812,643 |
Five Below, Inc.(1) | 2,706 | 341,227 | ||||||
Floor & Decor Holdings, Inc. - Class A(1) | 3,292 | 168,386 | ||||||
Grand Canyon Education, Inc.(1) | 218 | 21,408 | ||||||
GrubHub, Inc.(1) | 4,531 | 254,688 | ||||||
H&R Block, Inc. | 1,669 | 39,422 | ||||||
Hanesbrands, Inc. | 13,813 | 211,615 | ||||||
Hasbro, Inc. | 5,740 | 681,281 | ||||||
Hilton Grand Vacations, Inc.(1) | 619 | 19,808 | ||||||
Hilton Worldwide Holdings, Inc. | 14,131 | 1,315,737 | ||||||
Home Depot, Inc. | 141,297 | 32,783,730 | ||||||
Kering SA | 40,536 | 20,656,530 | ||||||
L Brands, Inc. | 1,944 | 38,083 | ||||||
Las Vegas Sands Corp. | 8,086 | 467,047 | ||||||
Lennar Corp. - Class A | 5,748 | 321,026 | ||||||
Lennar Corp. - Class B | 440 | 19,523 | ||||||
LKQ Corp.(1) | 2,427 | 76,329 | ||||||
Lowes Companies, Inc. | 1,101,644 | 121,136,774 | ||||||
Lululemon Athletica, Inc.(1) | 182,863 | 35,206,613 | ||||||
Marriott International, Inc. - Class A | 13,701 | 1,703,993 | ||||||
Mattel, Inc.(1) | 11,697 | 133,229 | ||||||
McDonalds Corp. | 375,030 | 80,522,691 | ||||||
MGM Resorts International | 2,196 | 60,873 | ||||||
NIKE, Inc. - Class B | 1,522,488 | 142,992,073 | ||||||
Nordstrom, Inc. | 5,235 | 176,262 | ||||||
Norwegian Cruise Line Holdings Ltd.(1) | 2,155 | 111,564 | ||||||
NVR, Inc.(1) | 162 | 602,211 | ||||||
Ollies Bargain Outlet Holdings, Inc.(1) | 2,602 | 152,581 | ||||||
OReilly Automotive, Inc.(1) | 3,761 | 1,498,796 | ||||||
Planet Fitness, Inc. - Class A(1) | 4,188 | 242,360 | ||||||
Polaris Industries, Inc. | 2,551 | 224,514 | ||||||
Pool Corp. | 1,940 | 391,298 | ||||||
Roku, Inc. - Class A(1) | 4,256 | 433,091 | ||||||
Ross Stores, Inc. | 340,904 | 37,448,304 | ||||||
Service Corp. International | 3,160 | 151,080 |
ServiceMaster Global Holdings, Inc.(1) | 1,067 | 59,645 | ||||||
Six Flags Entertainment Corp. | 366 | 18,589 | ||||||
Skechers U.S.A., Inc. - Class A(1) | 2,356 | 87,997 | ||||||
Starbucks Corp. | 59,792 | 5,286,809 | ||||||
Target Corp. | 1,309 | 139,945 | ||||||
Tempur Sealy International, Inc.(1) | 2,363 | 182,424 | ||||||
Tesla, Inc.(1) | 111,498 | 26,856,523 | ||||||
TJX Companies, Inc. | 1,402,207 | 78,159,018 | ||||||
Tractor Supply Co. | 5,933 | 536,581 | ||||||
Ulta Beauty, Inc.(1) | 2,811 | 704,577 | ||||||
Under Armour, Inc. - Class A(1) | 6,118 | 121,993 | ||||||
Under Armour, Inc. - Class C(1) | 6,164 | 111,753 | ||||||
Vail Resorts, Inc. | 1,777 | 404,374 | ||||||
VF Corp. | 15,391 | 1,369,645 | ||||||
Wayfair, Inc. - Class A(1) | 3,147 | 352,842 | ||||||
Wendys Co. | 9,128 | 182,377 | ||||||
Williams-Sonoma, Inc. | 680 | 46,226 | ||||||
Wyndham Hotels & Resorts, Inc. | 1,408 | 72,850 | ||||||
Wynn Resorts Ltd. | 4,012 | 436,185 | ||||||
Yum China Holdings, Inc. | 14,459 | 656,872 | ||||||
Yum! Brands, Inc. | 991,370 | 112,451,099 | ||||||
|
| |||||||
1,132,166,801 | ||||||||
|
| |||||||
Consumer Staples 6.88% | ||||||||
Altria Group, Inc. | 45,588 | 1,864,549 | ||||||
Brown-Forman Corp. - Class A | 2,085 | 124,579 | ||||||
Brown-Forman Corp. - Class B | 7,953 | 499,289 | ||||||
Campbell Soup Co. | 4,706 | 220,806 | ||||||
Caseys General Stores, Inc. | 456 | 73,489 | ||||||
Church & Dwight Co., Inc. | 12,371 | 930,794 | ||||||
Clorox Co. | 5,151 | 782,282 | ||||||
Coca-Cola Co. | 1,921,424 | 104,602,323 | ||||||
Costco Wholesale Corp. | 134,870 | 38,857,396 | ||||||
Estee Lauder Companies, Inc. - Class A | 480,453 | 95,586,124 | ||||||
Herbalife Nutrition Ltd.(1) | 656 | 24,836 |
Hershey Co. | 6,287 | 974,422 | ||||||
Kellogg Co. | 4,672 | 300,643 | ||||||
Kimberly-Clark Corp. | 187,825 | 26,680,541 | ||||||
Lamb Weston Holdings, Inc. | 1,873 | 136,205 | ||||||
McCormick & Co., Inc. | 3,929 | 614,103 | ||||||
Mondelez International, Inc. - Class A | 2,372,104 | 131,224,793 | ||||||
Monster Beverage Corp.(1) | 19,368 | 1,124,506 | ||||||
PepsiCo, Inc. | 58,791 | 8,060,246 | ||||||
Pilgrims Pride Corp.(1) | 932 | 29,866 | ||||||
Post Holdings, Inc.(1) | 1,443 | 152,727 | ||||||
Procter & Gamble Co. | 583,727 | 72,603,964 | ||||||
Sprouts Farmers Market, Inc.(1) | 2,746 | 53,108 | ||||||
Sysco Corp. | 23,808 | 1,890,355 | ||||||
TreeHouse Foods, Inc.(1) | 464 | 25,729 | ||||||
|
| |||||||
487,437,675 | ||||||||
|
| |||||||
Energy 1.60% | ||||||||
Cabot Oil & Gas Corp. | 12,945 | 227,444 | ||||||
Cheniere Energy, Inc.(1) | 6,633 | 418,277 | ||||||
Chevron Corp. | 405,120 | 48,047,232 | ||||||
ConocoPhillips | 650,355 | 37,057,228 | ||||||
Diamondback Energy, Inc. | 1,691 | 152,038 | ||||||
EOG Resources, Inc. | 354,570 | 26,316,185 | ||||||
Equitrans Midstream Corp. | 1,028 | 14,957 | ||||||
ONEOK, Inc. | 6,501 | 479,059 | ||||||
Parsley Energy, Inc. - Class A | 7,616 | 127,949 | ||||||
Pioneer Natural Resources Co. | 3,535 | 444,597 | ||||||
|
| |||||||
113,284,966 | ||||||||
|
| |||||||
Financials 5.32% | ||||||||
Alleghany Corp.(1) | 77 | 61,427 | ||||||
American Express Co. | 19,049 | 2,253,116 | ||||||
Ameriprise Financial, Inc. | 915 | 134,596 | ||||||
Aon Plc | 266,989 | 51,681,061 | ||||||
Arch Capital Group Ltd.(1) | 2,581 | 108,350 | ||||||
Arthur J. Gallagher & Co. | 1,928 | 172,691 |
Athene Holding Ltd. - Class A(1) | 3,062 | 128,788 | ||||||
Axis Capital Holdings Ltd. | 404 | 26,955 | ||||||
Bank of America Corp. | 2,999,509 | 87,495,678 | ||||||
Brown & Brown, Inc. | 660 | 23,800 | ||||||
CBOE Global Markets, Inc. | 1,355 | 155,703 | ||||||
Charles Schwab Corp. | 35,043 | 1,465,849 | ||||||
CIT Group, Inc. | 390 | 17,671 | ||||||
Comerica, Inc. | 541 | 35,701 | ||||||
Commerce Bancshares, Inc. | 536,255 | 32,523,866 | ||||||
Credit Acceptance Corp.(1) | 458 | 211,280 | ||||||
Discover Financial Services | 5,622 | 455,888 | ||||||
E*TRADE Financial Corp. | 356,582 | 15,579,068 | ||||||
Erie Indemnity Co. - Class A | 808 | 150,005 | ||||||
Evercore, Inc. - Class A | 719 | 57,592 | ||||||
Everest Re Group Ltd. | 605 | 160,984 | ||||||
FactSet Research Systems, Inc. | 1,864 | 452,896 | ||||||
First Republic Bank | 1,488 | 143,890 | ||||||
Interactive Brokers Group, Inc. - Class A | 975 | 52,435 | ||||||
Intercontinental Exchange, Inc. | 1,013,357 | 93,502,450 | ||||||
JPMorgan Chase & Co. | 478,135 | 56,271,708 | ||||||
Kemper Corp. | 563 | 43,886 | ||||||
Lazard Ltd. - Class A | 1,977 | 69,195 | ||||||
LendingTree, Inc.(1) | 381 | 118,274 | ||||||
LPL Financial Holdings, Inc. | 4,108 | 336,445 | ||||||
Markel Corp.(1) | 55 | 65,004 | ||||||
MarketAxess Holdings, Inc. | 1,852 | 606,530 | ||||||
Marsh & McLennan Companies, Inc. | 22,186 | 2,219,709 | ||||||
Moodys Corp. | 8,217 | 1,683,088 | ||||||
Morningstar, Inc. | 971 | 141,902 | ||||||
MSCI, Inc. - Class A | 4,095 | 891,686 | ||||||
Primerica, Inc. | 1,504 | 191,354 | ||||||
Raymond James Financial, Inc. | 1,455 | 119,979 | ||||||
RenaissanceRe Holdings Ltd. | 824 | 159,403 | ||||||
S&P Global, Inc. | 99,115 | 24,281,193 |
SEI Investments Co. | 3,043 | 180,313 | ||||||
Signature Bank | 1,317 | 157,013 | ||||||
SVB Financial Group(1) | 190 | 39,700 | ||||||
Synchrony Financial | 8,832 | 301,083 | ||||||
Synovus Financial Corp. | 559 | 19,990 | ||||||
T Rowe Price Group, Inc. | 3,291 | 375,997 | ||||||
TD Ameritrade Holding Corp. | 11,776 | 549,939 | ||||||
The Progressive Corp. | 9,452 | 730,167 | ||||||
Travelers Companies, Inc. | 2,102 | 312,546 | ||||||
Virtu Financial, Inc. - Class A | 1,002 | 16,393 | ||||||
Voya Financial, Inc. | 489 | 26,621 | ||||||
Western Alliance Bancorp | 508 | 23,409 | ||||||
|
| |||||||
376,984,267 | ||||||||
|
| |||||||
Healthcare 17.14% | ||||||||
Abbott Laboratories | 1,275,564 | 106,726,440 | ||||||
AbbVie, Inc. | 73,887 | 5,594,724 | ||||||
ABIOMED, Inc.(1) | 2,194 | 390,291 | ||||||
Adaptive Biotechnologies Corp.(1) | 582 | 17,984 | ||||||
Agilent Technologies, Inc. | 1,509 | 115,635 | ||||||
Agios Pharmaceuticals, Inc.(1) | 273 | 8,845 | ||||||
Alexion Pharmaceuticals, Inc.(1) | 119,124 | 11,667,005 | ||||||
Align Technology, Inc.(1) | 3,939 | 712,644 | ||||||
Alnylam Pharmaceuticals, Inc.(1) | 4,386 | 352,722 | ||||||
AmerisourceBergen Corp. - Class A | 7,599 | 625,626 | ||||||
Amgen, Inc. | 27,562 | 5,333,523 | ||||||
Anthem, Inc. | 93,002 | 22,329,780 | ||||||
AstraZeneca Plc - ADR | 658,141 | 29,333,344 | ||||||
Avantor, Inc.(1) | 8,276 | 121,657 | ||||||
Baxter International, Inc. | 11,391 | 996,371 | ||||||
Becton Dickinson & Co. | 323,970 | 81,951,451 | ||||||
Biogen, Inc.(1) | 3,152 | 733,849 | ||||||
BioMarin Pharmaceutical, Inc.(1) | 242,516 | 16,345,578 | ||||||
Bio-Techne Corp. | 1,879 | 367,664 | ||||||
Boston Scientific Corp.(1) | 69,464 | 2,826,490 |
Bristol Myers Squibb Co. | 33,582 | 1,702,943 | ||||||
Bruker Corp. | 5,120 | 224,922 | ||||||
Cantel Medical Corp. | 1,040 | 77,792 | ||||||
Celgene Corp.(1) | 35,171 | 3,492,480 | ||||||
Centene Corp.(1) | 16,945 | 733,041 | ||||||
Cerner Corp. | 15,805 | 1,077,427 | ||||||
Change Healthcare, Inc.(1) | 1,242 | 15,003 | ||||||
Charles River Laboratories International, Inc.(1) | 2,382 | 315,305 | ||||||
Chemed Corp. | 769 | 321,111 | ||||||
Cigna Corp. | 5,733 | 870,212 | ||||||
CVS Health Corp. | 322,515 | 20,341,021 | ||||||
Danaher Corp. | 840,922 | 121,454,364 | ||||||
DexCom, Inc.(1) | 4,480 | 668,595 | ||||||
Edwards Lifesciences Corp.(1) | 81,441 | 17,909,690 | ||||||
Elanco Animal Health, Inc.(1) | 542,750 | 14,431,722 | ||||||
Eli Lilly & Co. | 42,972 | 4,805,559 | ||||||
Encompass Health Corp. | 2,453 | 155,226 | ||||||
Exact Sciences Corp.(1) | 6,322 | 571,319 | ||||||
Exelixis, Inc.(1) | 6,046 | 106,924 | ||||||
Gilead Sciences, Inc. | 9,113 | 577,582 | ||||||
Guardant Health, Inc.(1) | 1,884 | 120,256 | ||||||
HCA Healthcare, Inc. | 8,102 | 975,643 | ||||||
Henry Schein, Inc.(1) | 869 | 55,181 | ||||||
Hill-Rom Holdings, Inc. | 1,711 | 180,049 | ||||||
Hologic, Inc.(1) | 10,595 | 534,942 | ||||||
Horizon Therapeutics Plc(1) | 1,044 | 28,428 | ||||||
Humana, Inc. | 118,770 | 30,365,926 | ||||||
ICU Medical, Inc.(1) | 290 | 46,284 | ||||||
IDEXX Laboratories, Inc.(1) | 4,227 | 1,149,448 | ||||||
Illumina, Inc.(1) | 267,118 | 81,262,638 | ||||||
Incyte Corp.(1) | 8,898 | 660,499 | ||||||
Insulet Corp.(1) | 2,949 | 486,379 | ||||||
Intuitive Surgical, Inc.(1) | 57,911 | 31,267,886 | ||||||
Ionis Pharmaceuticals, Inc.(1) | 6,402 | 383,544 |
IQVIA Holdings, Inc.(1) | 3,795 | 566,897 | ||||||
Jazz Pharmaceuticals Plc(1) | 2,435 | 312,021 | ||||||
Johnson & Johnson | 471,824 | 61,044,589 | ||||||
Laboratory Corp. of America Holdings(1) | 156,221 | 26,245,128 | ||||||
Masimo Corp.(1) | 2,380 | 354,120 | ||||||
McKesson Corp. | 1,046 | 142,946 | ||||||
Medidata Solutions, Inc.(1) | 2,978 | 272,487 | ||||||
Medtronic Plc | 993,640 | 107,929,177 | ||||||
Merck & Co., Inc. | 122,013 | 10,271,054 | ||||||
Mettler-Toledo International, Inc.(1) | 1,215 | 855,846 | ||||||
Moderna, Inc.(1) | 9,182 | 146,177 | ||||||
Molina Healthcare, Inc.(1) | 2,402 | 263,547 | ||||||
Nektar Therapeutics - Class A(1) | 1,271 | 23,151 | ||||||
Neurocrine Biosciences, Inc.(1) | 4,527 | 407,928 | ||||||
Novo Nordisk A/S - ADR | 1,450,138 | 74,972,135 | ||||||
Penumbra, Inc.(1) | 1,562 | 210,073 | ||||||
PerkinElmer, Inc. | 1,200 | 102,204 | ||||||
Pfizer, Inc. | 962,825 | 34,594,302 | ||||||
PRA Health Sciences, Inc.(1) | 3,098 | 307,415 | ||||||
Regeneron Pharmaceuticals, Inc.(1) | 208,941 | 57,960,233 | ||||||
ResMed, Inc. | 7,094 | 958,470 | ||||||
Sage Therapeutics, Inc.(1) | 2,494 | 349,883 | ||||||
Sarepta Therapeutics, Inc.(1) | 3,490 | 262,867 | ||||||
Seattle Genetics, Inc.(1) | 5,731 | 489,427 | ||||||
STERIS Plc | 240 | 34,678 | ||||||
Stryker Corp. | 17,144 | 3,708,247 | ||||||
Teleflex, Inc. | 2,326 | 790,259 | ||||||
The Cooper Companies, Inc. | 322 | 95,634 | ||||||
Thermo Fisher Scientific, Inc. | 105,680 | 30,781,414 | ||||||
UnitedHealth Group, Inc. | 482,289 | 104,811,045 | ||||||
Varian Medical Systems, Inc.(1) | 4,507 | 536,739 | ||||||
Veeva Systems, Inc. - Class A(1) | 6,477 | 988,973 | ||||||
Vertex Pharmaceuticals, Inc.(1) | 120,562 | 20,425,614 | ||||||
Waters Corp.(1) | 3,301 | 736,882 |
WellCare Health Plans, Inc.(1) | 2,245 | 581,837 | ||||||
West Pharmaceutical Services, Inc. | 2,739 | 388,445 | ||||||
Zoetis, Inc. - Class A | 390,981 | 48,712,323 | ||||||
|
| |||||||
1,215,555,131 | ||||||||
|
| |||||||
Industrials 6.83% | ||||||||
3M Co. | 21,399 | 3,517,996 | ||||||
Acuity Brands, Inc. | 517 | 69,686 | ||||||
Air Lease Corp. - Class A | 401 | 16,770 | ||||||
Airbus SE | 95,411 | 12,387,068 | ||||||
Alaska Air Group, Inc. | 2,735 | 177,529 | ||||||
Allegion Plc | 3,505 | 363,293 | ||||||
Allison Transmission Holdings, Inc. | 5,463 | 257,034 | ||||||
American Airlines Group, Inc. | 1,992 | 53,724 | ||||||
AMETEK, Inc. | 9,098 | 835,378 | ||||||
AO Smith Corp. | 1,125 | 53,674 | ||||||
Armstrong World Industries, Inc. | 2,420 | 234,014 | ||||||
Boeing Co. | 203,210 | 77,315,309 | ||||||
BWX Technologies, Inc. | 3,501 | 200,292 | ||||||
Carlisle Companies, Inc. | 2,406 | 350,169 | ||||||
Caterpillar, Inc. | 199,649 | 25,217,665 | ||||||
CH Robinson Worldwide, Inc. | 5,103 | 432,632 | ||||||
Cintas Corp. | 4,176 | 1,119,586 | ||||||
Copart, Inc.(1) | 9,956 | 799,765 | ||||||
CoStar Group, Inc.(1) | 1,800 | 1,067,760 | ||||||
CSX Corp. | 13,773 | 954,056 | ||||||
Deere & Co. | 197,316 | 33,283,263 | ||||||
Delta Air Lines, Inc. | 5,807 | 334,483 | ||||||
Donaldson Co., Inc. | 6,314 | 328,833 | ||||||
Dover Corp. | 3,140 | 312,618 | ||||||
Eaton Corp. Plc | 283,975 | 23,612,521 | ||||||
Emerson Electric Co. | 2,642 | 176,644 | ||||||
Equifax, Inc. | 5,143 | 723,466 | ||||||
Expeditors International of Washington, Inc. | 6,047 | 449,232 | ||||||
Fastenal Co. | 26,059 | 851,348 |
Flowserve Corp. | 1,400 | 65,394 | ||||||
Fortive Corp. | 3,278 | 224,740 | ||||||
Fortune Brands Home & Security, Inc. | 2,203 | 120,504 | ||||||
General Dynamics Corp. | 847 | 154,772 | ||||||
Genesee & Wyoming, Inc. - Class A(1) | 434 | 47,961 | ||||||
Graco, Inc. | 8,196 | 377,344 | ||||||
HEICO Corp. | 1,974 | 246,513 | ||||||
HEICO Corp. - Class A | 3,847 | 374,352 | ||||||
Hexcel Corp. | 3,910 | 321,128 | ||||||
Honeywell International, Inc. | 464,643 | 78,617,596 | ||||||
Hubbell, Inc. - Class B | 1,480 | 194,472 | ||||||
Huntington Ingalls Industries, Inc. | 1,598 | 338,440 | ||||||
IAA, Inc.(1) | 5,997 | 250,255 | ||||||
IDEX Corp. | 1,871 | 306,619 | ||||||
IHS Markit Ltd.(1) | 811,370 | 54,264,426 | ||||||
Illinois Tool Works, Inc. | 16,189 | 2,533,417 | ||||||
Ingersoll-Rand Plc | 11,329 | 1,395,846 | ||||||
JB Hunt Transport Services, Inc. | 1,314 | 145,394 | ||||||
JetBlue Airways Corp.(1) | 1,307 | 21,892 | ||||||
KAR Auction Services, Inc. | 5,789 | 142,120 | ||||||
L3Harris Technologies, Inc. | 5,575 | 1,163,168 | ||||||
Landstar System, Inc. | 1,789 | 201,406 | ||||||
Lennox International, Inc. | 1,605 | 389,967 | ||||||
Lincoln Electric Holdings, Inc. | 2,813 | 244,056 | ||||||
Lockheed Martin Corp. | 12,354 | 4,818,801 | ||||||
Lyft, Inc. - Class A(1) | 213 | 8,699 | ||||||
Middleby Corp.(1) | 2,740 | 320,306 | ||||||
Nielsen Holdings Plc | 2,198 | 46,707 | ||||||
Nordson Corp. | 2,618 | 382,909 | ||||||
Norfolk Southern Corp. | 185,245 | 33,281,117 | ||||||
Northrop Grumman Corp. | 7,891 | 2,957,468 | ||||||
Old Dominion Freight Line, Inc. | 1,375 | 233,709 | ||||||
Quanta Services, Inc. | 1,604 | 60,631 | ||||||
Raytheon Co. | 231,902 | 45,496,853 |
Republic Services, Inc. - Class A | 685 | 59,287 | ||||||
Robert Half International, Inc. | 5,806 | 323,162 | ||||||
Rockwell Automation, Inc. | 5,840 | 962,432 | ||||||
Rollins, Inc. | 7,038 | 239,785 | ||||||
Roper Technologies, Inc. | 787 | 280,644 | ||||||
Safran SA | 198,196 | 31,206,028 | ||||||
Sensata Technologies Holding Plc(1) | 3,314 | 165,899 | ||||||
Southwest Airlines Co. | 14,394 | 777,420 | ||||||
Spirit AeroSystems Holdings, Inc. - Class A | 4,587 | 377,235 | ||||||
Toro Co. | 5,229 | 383,286 | ||||||
TransDigm Group, Inc. | 2,007 | 1,044,985 | ||||||
TransUnion | 9,316 | 755,621 | ||||||
Uber Technologies, Inc.(1) | 964 | 29,373 | ||||||
Union Pacific Corp. | 137,464 | 22,266,419 | ||||||
United Continental Holdings, Inc.(1) | 2,622 | 231,811 | ||||||
United Parcel Service, Inc. - Class B | 34,892 | 4,180,759 | ||||||
United Rentals, Inc.(1) | 2,758 | 343,757 | ||||||
Verisk Analytics, Inc. - Class A | 7,972 | 1,260,692 | ||||||
WABCO Holdings, Inc.(1) | 2,121 | 283,684 | ||||||
Wabtec Corp. | 2,499 | 179,578 | ||||||
Waste Management, Inc. | 16,596 | 1,908,540 | ||||||
Woodward, Inc. | 2,229 | 240,353 | ||||||
WW Grainger, Inc. | 2,193 | 651,650 | ||||||
XPO Logistics, Inc.(1) | 2,636 | 188,658 | ||||||
Xylem, Inc. | 9,041 | 719,844 | ||||||
|
| |||||||
484,305,692 | ||||||||
|
| |||||||
Information Technology 29.82% | ||||||||
2U, Inc.(1) | 1,018 | 16,573 | ||||||
Accenture Plc - Class A | 165,071 | 31,751,407 | ||||||
Adobe Systems, Inc.(1) | 171,528 | 47,384,610 | ||||||
Advanced Micro Devices, Inc.(1) | 50,016 | 1,449,964 | ||||||
Adyen NV(1)(2) | 18,304 | 12,037,156 | ||||||
Akamai Technologies, Inc.(1) | 7,324 | 669,267 | ||||||
Alliance Data Systems Corp. | 236 | 30,239 |
Alteryx, Inc. - Class A(1) | 2,247 | 241,395 | ||||||
Amphenol Corp. - Class A | 14,596 | 1,408,514 | ||||||
Analog Devices, Inc. | 467,772 | 52,264,166 | ||||||
Anaplan, Inc.(1) | 4,339 | 203,933 | ||||||
ANSYS, Inc.(1) | 4,160 | 920,858 | ||||||
Apple, Inc. | 797,741 | 178,670,052 | ||||||
Applied Materials, Inc. | 24,919 | 1,243,458 | ||||||
Arista Networks, Inc.(1) | 2,992 | 714,849 | ||||||
Aspen Technology, Inc.(1) | 3,410 | 419,703 | ||||||
Atlassian Corp. Plc - Class A(1) | 5,313 | 666,463 | ||||||
Autodesk, Inc.(1) | 724,430 | 106,998,311 | ||||||
Automatic Data Processing, Inc. | 469,691 | 75,817,521 | ||||||
Avalara, Inc.(1) | 2,296 | 154,498 | ||||||
Black Knight, Inc.(1) | 7,105 | 433,831 | ||||||
Booz Allen Hamilton Holding Corp. - Class A | 6,744 | 478,959 | ||||||
Broadcom, Inc. | 80,633 | 22,260,352 | ||||||
Broadridge Financial Solutions, Inc. | 5,722 | 711,988 | ||||||
Cadence Design Systems, Inc.(1) | 13,910 | 919,173 | ||||||
CDK Global, Inc. | 6,181 | 297,244 | ||||||
CDW Corp. | 7,189 | 885,972 | ||||||
Ceridian HCM Holding, Inc.(1) | 3,277 | 161,786 | ||||||
Cisco Systems, Inc. | 1,651,723 | 81,611,633 | ||||||
Citrix Systems, Inc. | 5,532 | 533,949 | ||||||
Cognex Corp. | 8,194 | 402,571 | ||||||
Cognizant Technology Solutions Corp. - Class A | 2,194 | 132,221 | ||||||
CoreLogic, Inc.(1) | 223 | 10,318 | ||||||
Corning, Inc. | 12,078 | 344,465 | ||||||
Coupa Software, Inc.(1) | 3,025 | 391,949 | ||||||
Cree, Inc.(1) | 395 | 19,355 | ||||||
Dell Technologies, Inc. - Class C(1) | 5,430 | 281,600 | ||||||
DocuSign, Inc. - Class A(1) | 7,554 | 467,744 | ||||||
Dolby Laboratories, Inc. - Class A | 413 | 26,696 | ||||||
Dropbox, Inc. - Class A(1) | 10,462 | 211,019 | ||||||
Dynatrace, Inc.(1) | 1,480 | 27,632 |
Elastic NV(1) | 2,210 | 181,971 | ||||||
Entegris, Inc. | 6,655 | 313,184 | ||||||
EPAM Systems, Inc.(1) | 2,625 | 478,590 | ||||||
Euronet Worldwide, Inc.(1) | 2,472 | 361,654 | ||||||
F5 Networks, Inc.(1) | 2,741 | 384,891 | ||||||
Fair Isaac Corp.(1) | 1,420 | 430,998 | ||||||
Fidelity National Information Services, Inc. | 167,681 | 22,261,330 | ||||||
FireEye, Inc.(1) | 9,856 | 131,479 | ||||||
Fiserv, Inc.(1) | 28,248 | 2,926,210 | ||||||
FleetCor Technologies, Inc.(1) | 271,177 | 77,768,140 | ||||||
FLIR Systems, Inc. | 566 | 29,766 | ||||||
Fortinet, Inc.(1) | 7,144 | 548,373 | ||||||
Gartner, Inc.(1) | 4,381 | 626,439 | ||||||
Genpact Ltd. | 8,676 | 336,195 | ||||||
Global Payments, Inc. | 14,883 | 2,366,397 | ||||||
GoDaddy, Inc. - Class A(1) | 8,697 | 573,828 | ||||||
Guidewire Software, Inc.(1) | 4,020 | 423,628 | ||||||
HP, Inc. | 3,889 | 73,580 | ||||||
HubSpot, Inc.(1) | 1,968 | 298,368 | ||||||
International Business Machines Corp. | 26,825 | 3,900,892 | ||||||
Intuit, Inc. | 332,130 | 88,326,652 | ||||||
IPG Photonics Corp.(1) | 125 | 16,950 | ||||||
Jabil, Inc. | 1,583 | 56,624 | ||||||
Jack Henry & Associates, Inc. | 3,359 | 490,313 | ||||||
Keysight Technologies, Inc.(1) | 9,420 | 916,095 | ||||||
KLA-Tencor Corp. | 7,953 | 1,268,106 | ||||||
Lam Research Corp. | 6,327 | 1,462,233 | ||||||
Manhattan Associates, Inc.(1) | 3,239 | 261,290 | ||||||
Mastercard, Inc. - Class A | 264,254 | 71,763,459 | ||||||
Maxim Integrated Products, Inc. | 5,055 | 292,735 | ||||||
Medallia, Inc.(1) | 633 | 17,363 | ||||||
Microchip Technology, Inc. | 3,237 | 300,750 | ||||||
Microsoft Corp. | 2,669,501 | 371,140,724 | ||||||
MongoDB, Inc. - Class A(1) | 2,085 | 251,201 |
Monolithic Power Systems, Inc. | 2,103 | 327,290 | ||||||
Motorola Solutions, Inc. | 111,179 | 18,946,013 | ||||||
National Instruments Corp. | 354 | 14,864 | ||||||
NCR Corp.(1) | 5,929 | 187,119 | ||||||
NetApp, Inc. | 11,934 | 626,654 | ||||||
New Relic, Inc.(1) | 2,549 | 156,636 | ||||||
Nutanix, Inc. - Class A(1) | 6,880 | 180,600 | ||||||
NVIDIA Corp. | 201,680 | 35,106,438 | ||||||
Okta, Inc. - Class A(1) | 5,051 | 497,321 | ||||||
Oracle Corp. | 112,022 | 6,164,571 | ||||||
Pagerduty, Inc.(1) | 496 | 14,012 | ||||||
Palo Alto Networks, Inc.(1) | 100,174 | 20,418,466 | ||||||
Paychex, Inc. | 16,074 | 1,330,445 | ||||||
Paycom Software, Inc.(1) | 2,439 | 510,946 | ||||||
Paylocity Holding Corp.(1) | 1,603 | 156,421 | ||||||
PayPal Holdings, Inc.(1) | 1,216,509 | 126,018,167 | ||||||
Pegasystems, Inc. | 1,959 | 133,310 | ||||||
Pluralsight, Inc. - Class A(1) | 3,078 | 51,695 | ||||||
Proofpoint, Inc.(1) | 2,715 | 350,371 | ||||||
PTC, Inc.(1) | 188,308 | 12,838,839 | ||||||
Pure Storage, Inc. - Class A(1) | 11,303 | 191,473 | ||||||
QUALCOMM, Inc. | 110,474 | 8,426,957 | ||||||
RealPage, Inc.(1) | 3,925 | 246,726 | ||||||
RingCentral, Inc. - Class A(1) | 3,623 | 455,266 | ||||||
Sabre Corp. | 2,382 | 53,345 | ||||||
Salesforce.com, Inc.(1) | 1,129,094 | 167,602,713 | ||||||
ServiceNow, Inc.(1) | 94,087 | 23,883,985 | ||||||
Shopify, Inc. - Class A(1) | 60,147 | 18,745,414 | ||||||
Skyworks Solutions, Inc. | 279,373 | 22,140,310 | ||||||
Smartsheet, Inc. - Class A(1) | 4,548 | 163,864 | ||||||
SolarWinds Corp.(1) | 461 | 8,505 | ||||||
Splunk, Inc.(1) | 7,543 | 889,018 | ||||||
Square, Inc. - Class A(1) | 229,982 | 14,247,385 | ||||||
SS&C Technologies Holdings, Inc. | 9,906 | 510,852 |
Switch, Inc. - Class A | 2,900 | 45,298 | ||||||
Synopsys, Inc.(1) | 7,477 | 1,026,218 | ||||||
Teradata Corp.(1) | 5,763 | 178,653 | ||||||
Teradyne, Inc. | 8,448 | 489,224 | ||||||
Texas Instruments, Inc. | 265,279 | 34,284,658 | ||||||
Trade Desk, Inc. - Class A(1) | 1,941 | 364,035 | ||||||
Trimble, Inc.(1) | 2,127 | 82,549 | ||||||
Twilio, Inc. - Class A(1) | 5,965 | 655,911 | ||||||
Tyler Technologies, Inc.(1) | 1,908 | 500,850 | ||||||
Ubiquiti, Inc. | 739 | 87,394 | ||||||
Universal Display Corp. | 2,097 | 352,086 | ||||||
VeriSign, Inc.(1) | 3,582 | 675,673 | ||||||
Versum Materials, Inc. | 5,318 | 281,482 | ||||||
Visa, Inc. - Class A | 1,319,511 | 226,969,087 | ||||||
VMware, Inc. - Class A | 3,844 | 576,831 | ||||||
Western Union Co. | 4,669 | 108,181 | ||||||
WEX, Inc.(1) | 2,127 | 429,803 | ||||||
Workday, Inc. - Class A(1) | 523,423 | 88,960,973 | ||||||
Xilinx, Inc. | 12,646 | 1,212,751 | ||||||
Zebra Technologies Corp. - Class A(1) | 2,669 | 550,802 | ||||||
Zendesk, Inc.(1) | 5,545 | 404,120 | ||||||
Zscaler, Inc.(1) | 3,038 | 143,576 | ||||||
|
| |||||||
2,114,629,948 | ||||||||
|
| |||||||
Materials 2.33% | ||||||||
Air Products & Chemicals, Inc. | 1,548 | 343,439 | ||||||
AptarGroup, Inc. | 1,252 | 148,299 | ||||||
Avery Dennison Corp. | 3,901 | 443,037 | ||||||
Axalta Coating Systems Ltd.(1) | 3,148 | 94,912 | ||||||
Ball Corp. | 16,552 | 1,205,151 | ||||||
Berry Global Group, Inc.(1) | 2,506 | 98,411 | ||||||
CF Industries Holdings, Inc. | 1,081 | 53,185 | ||||||
Crown Holdings, Inc.(1) | 3,718 | 245,611 | ||||||
Eagle Materials, Inc. | 1,723 | 155,087 | ||||||
Ecolab, Inc. | 404,198 | 80,047,372 |
Element Solutions, Inc.(1) | 3,858 | 39,274 | ||||||
Linde Plc | 273,836 | 53,047,510 | ||||||
Martin Marietta Materials, Inc. | 949 | 260,121 | ||||||
NewMarket Corp. | 312 | 147,292 | ||||||
PPG Industries, Inc. | 3,795 | 449,746 | ||||||
Royal Gold, Inc. | 1,025 | 126,290 | ||||||
RPM International, Inc. | 1,067 | 73,420 | ||||||
Scotts Miracle-Gro Co. | 1,953 | 198,855 | ||||||
Sealed Air Corp. | 562 | 23,329 | ||||||
Sherwin-Williams Co. | 4,131 | 2,271,513 | ||||||
Southern Copper Corp. | 2,951 | 100,718 | ||||||
Vulcan Materials Co. | 170,117 | 25,728,495 | ||||||
WR Grace & Co. | 2,826 | 188,664 | ||||||
|
| |||||||
165,489,731 | ||||||||
|
| |||||||
Real Estate 2.24% | ||||||||
American Homes 4 Rent - Class A | 5,452 | 141,152 | ||||||
American Tower Corp. | 21,944 | 4,852,477 | ||||||
Americold Realty Trust | 9,470 | 351,053 | ||||||
Brookfield Property REIT, Inc. - Class A | 3,676 | 74,954 | ||||||
CBRE Group, Inc. - Class A(1) | 6,118 | 324,315 | ||||||
Colony Capital, Inc. | 705 | 4,244 | ||||||
CoreSite Realty Corp. | 1,416 | 172,540 | ||||||
Crown Castle International Corp. | 20,743 | 2,883,485 | ||||||
Equinix, Inc. | 173,073 | 99,828,506 | ||||||
Equity LifeStyle Properties, Inc. | 4,338 | 579,557 | ||||||
Extra Space Storage, Inc. | 4,959 | 579,310 | ||||||
Iron Mountain, Inc. | 1,578 | 51,111 | ||||||
Jones Lang LaSalle, Inc. | 286 | 39,771 | ||||||
Lamar Advertising Co. - Class A | 4,206 | 344,598 | ||||||
Outfront Media, Inc. | 1,081 | 30,030 | ||||||
Prologis, Inc. | 511,970 | 43,630,083 | ||||||
Public Storage | 5,612 | 1,376,455 | ||||||
SBA Communications Corp. - Class A | 5,612 | 1,353,334 | ||||||
Simon Property Group, Inc. | 13,587 | 2,114,817 |
Sun Communities, Inc. | 1,099 | 163,147 | ||||||
The Howard Hughes Corp.(1) | 584 | 75,686 | ||||||
UDR, Inc. | 732 | 35,487 | ||||||
|
| |||||||
159,006,112 | ||||||||
|
| |||||||
Total Common Stocks (Cost: $5,124,873,196) | 6,903,072,783 | |||||||
|
| |||||||
SHORT-TERM INVESTMENTS 2.62% | ||||||||
Money Market Funds 2.57% | ||||||||
Goldman Sachs Financial Square Government Fund - Class I, 1.84%(3) | 182,416,479 | $ | 182,416,479 | |||||
|
| |||||||
Total Money Market Funds (Cost: $182,416,479) | 182,416,479 | |||||||
|
| |||||||
Principal Amount | Value | |||||||
Time Deposits 0.05% | ||||||||
Citibank, New York, 1.40% due 10/01/2019 | $ | 3,564,437 | 3,564,437 | |||||
|
| |||||||
Total Time Deposits (Cost: $3,564,437) | 3,564,437 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $185,980,916) | 185,980,916 | |||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 99.98% | ||||||||
(Cost: $5,310,854,112) | 7,089,053,699 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.02% | 1,268,278 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 7,090,321,977 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR | American Depositary Receipt |
REIT | Real Estate Investment Trust |
(1) | Non-income producing security. |
(2) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of the security totals $12,037,156, which represents 0.17% of total net assets. |
(3) | Represents annualized seven-day yield as of the close of the reporting period. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Large Cap Growth Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Large Cap Growth Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Common Stocks | ||||||||||||||||
Communication Services | $ | 654,212,460 | $ | | $ | | $ | 654,212,460 | ||||||||
Consumer Discretionary | 1,111,510,271 | 20,656,530 | | 1,132,166,801 | ||||||||||||
Consumer Staples | 487,437,675 | | | 487,437,675 | ||||||||||||
Energy | 113,284,966 | | | 113,284,966 | ||||||||||||
Financials | 376,984,267 | | | 376,984,267 | ||||||||||||
Healthcare | 1,215,555,131 | | | 1,215,555,131 | ||||||||||||
Industrials | 440,712,596 | 43,593,096 | | 484,305,692 | ||||||||||||
Information Technology | 2,102,592,792 | 12,037,156 | | 2,114,629,948 | ||||||||||||
Materials | 165,489,731 | | | 165,489,731 | ||||||||||||
Real Estate | 159,006,112 | | | 159,006,112 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 182,416,479 | | | 182,416,479 | ||||||||||||
Time Deposits | | 3,564,437 | | 3,564,437 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 7,009,202,480 | $ | 79,851,219 | $ | | $ | 7,089,053,699 |
Bridge Builder Large Cap Value Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Shares | Value | |||||||
COMMON STOCKS 97.42% | ||||||||
Communication Services 5.05% | ||||||||
Activision Blizzard, Inc. | 46,253 | $ | 2,447,709 | |||||
Alphabet, Inc. - Class C(1) | 88,943 | 108,421,517 | ||||||
AT&T, Inc. | 472,937 | 17,895,936 | ||||||
CBS Corp. - Class B | 1,128,753 | 45,567,759 | ||||||
CenturyLink, Inc. | 70,212 | 876,246 | ||||||
Charter Communications, Inc. - Class A(1) | 4,268 | 1,758,928 | ||||||
Cinemark Holdings, Inc. | 6,886 | 266,075 | ||||||
Comcast Corp. - Class A | 3,218,159 | 145,074,608 | ||||||
Discovery, Inc. - Class A(1) | 10,180 | 271,093 | ||||||
Discovery, Inc. - Class C(1) | 22,245 | 547,672 | ||||||
DISH Network Corp. - Class A(1) | 15,072 | 513,503 | ||||||
Electronic Arts, Inc.(1) | 1,814 | 177,446 | ||||||
Facebook, Inc. - Class A(1) | 375,954 | 66,949,888 | ||||||
Fox Corp. - Class A | 20,427 | 644,165 | ||||||
Fox Corp. - Class B | 9,298 | 293,259 | ||||||
GCI Liberty, Inc. - Class A(1) | 394,798 | 24,505,112 | ||||||
InterActiveCorp(1) | 2,047 | 446,185 | ||||||
Interpublic Group of Cos, Inc. | 22,276 | 480,271 | ||||||
John Wiley & Sons, Inc. - Class A | 2,751 | 120,879 | ||||||
Liberty Broadband Corp. - Class A(1) | 1,502 | 156,989 | ||||||
Liberty Broadband Corp. - Class C(1) | 6,835 | 715,419 | ||||||
Liberty Media Corp.-Liberty Formula One - Class A(1) | 2,069 | 81,912 | ||||||
Liberty Media Corp.-Liberty Formula One - Class C(1) | 12,508 | 520,208 | ||||||
Liberty Media Corp.-Liberty SiriusXM - Class A(1) | 5,376 | 223,480 | ||||||
Liberty Media Corp.-Liberty SiriusXM - Class C(1) | 10,172 | 426,817 | ||||||
Lions Gate Entertainment Corp. - Class A(1) | 2,931 | 27,112 | ||||||
Lions Gate Entertainment Corp. - Class B(1) | 7,922 | 69,238 |
Madison Square Garden Co. - Class A(1) | 1,099 | 289,609 | ||||||
New York Times Co. - Class A | 8,323 | 237,039 | ||||||
News Corp. - Class A | 25,712 | 357,911 | ||||||
News Corp. - Class B | 7,329 | 104,768 | ||||||
Nexstar Media Group, Inc. - Class A | 640 | 65,478 | ||||||
Omnicom Group, Inc. | 6,469 | 506,523 | ||||||
Sinclair Broadcast Group, Inc. - Class A | 236 | 10,087 | ||||||
Sprint Corp.(1) | 37,124 | 229,055 | ||||||
Take-Two Interactive Software, Inc.(1) | 3,952 | 495,344 | ||||||
Telephone & Data Systems, Inc. | 6,781 | 174,950 | ||||||
T-Mobile US, Inc.(1) | 9,649 | 760,052 | ||||||
TripAdvisor, Inc.(1) | 655 | 25,335 | ||||||
United States Cellular Corp.(1) | 756 | 28,410 | ||||||
Verizon Communications, Inc. | 268,053 | 16,179,679 | ||||||
Viacom, Inc. - Class A | 447 | 11,738 | ||||||
Viacom, Inc. - Class B | 22,672 | 544,808 | ||||||
Walt Disney Co. | 113,167 | 14,747,923 | ||||||
Zillow Group, Inc. - Class A(1) | 3,567 | 105,387 | ||||||
Zillow Group, Inc. - Class C(1) | 7,817 | 233,103 | ||||||
Zynga, Inc. - Class A(1) | 44,248 | 257,523 | ||||||
|
| |||||||
454,844,148 | ||||||||
|
| |||||||
Consumer Discretionary 12.60% | ||||||||
Advance Auto Parts, Inc. | 346,041 | 57,235,181 | ||||||
Aptiv Plc | 15,622 | 1,365,675 | ||||||
Aramark | 1,310,922 | 57,129,981 | ||||||
AutoNation, Inc.(1) | 1,361,443 | 69,025,160 | ||||||
Best Buy, Inc. | 11,742 | 810,081 | ||||||
Booking Holdings, Inc.(1) | 39,837 | 78,184,495 | ||||||
BorgWarner, Inc. | 13,489 | 494,777 | ||||||
Brunswick Corp.(1) | 5,504 | 286,869 | ||||||
Caesars Entertainment Corp.(1) | 36,251 | 422,687 | ||||||
Capri Holdings Ltd.(1) | 5,281 | 175,118 | ||||||
CarMax, Inc.(1) | 5,746 | 505,648 | ||||||
Carnival Corp. | 25,880 | 1,131,215 | ||||||
Carters, Inc. | 1,558 | 142,105 |
Choice Hotels International, Inc. | 1,203 | 107,019 | ||||||
Cie Generale des Etablissements Michelin SCA | 539,810 | 60,104,077 | ||||||
Columbia Sportswear Co. | 657 | 63,657 | ||||||
Dicks Sporting Goods, Inc. | 4,449 | 181,564 | ||||||
Dollar General Corp. | 412,254 | 65,523,651 | ||||||
Dollar Tree, Inc.(1) | 6,962 | 794,782 | ||||||
DR Horton, Inc. | 22,077 | 1,163,679 | ||||||
Dunkin Brands Group, Inc. | 346 | 27,459 | ||||||
eBay, Inc. | 1,204,131 | 46,937,026 | ||||||
Expedia Group, Inc. | 1,159 | 155,781 | ||||||
Extended Stay America, Inc. | 11,881 | 173,938 | ||||||
Foot Locker, Inc. | 7,106 | 306,695 | ||||||
Ford Motor Co. | 252,358 | 2,311,599 | ||||||
Frontdoor, Inc.(1) | 5,372 | 260,918 | ||||||
Gap, Inc.(1) | 14,496 | 251,651 | ||||||
Garmin Ltd. | 9,352 | 792,021 | ||||||
General Motors Co. | 80,089 | 3,001,736 | ||||||
Gentex Corp. | 16,843 | 463,772 | ||||||
Genuine Parts Co. | 9,112 | 907,464 | ||||||
Goodyear Tire & Rubber Co. | 15,490 | 223,133 | ||||||
Graham Holdings Co. - Class B | 264 | 175,151 | ||||||
Grand Canyon Education, Inc.(1) | 2,725 | 267,595 | ||||||
H&R Block, Inc. | 11,115 | 262,536 | ||||||
Hanesbrands, Inc. | 5,098 | 78,101 | ||||||
Harley-Davidson, Inc. | 10,332 | 371,642 | ||||||
Hilton Grand Vacations, Inc.(1) | 4,942 | 158,144 | ||||||
Home Depot, Inc. | 274,502 | 63,689,954 | ||||||
Hyatt Hotels Corp. - Class A | 2,501 | 184,249 | ||||||
International Game Technology Plc | 6,323 | 89,850 | ||||||
Kohls Corp. | 10,550 | 523,913 | ||||||
L Brands, Inc. | 12,380 | 242,524 | ||||||
Las Vegas Sands Corp. | 11,638 | 672,211 | ||||||
Lear Corp. | 3,939 | 464,408 | ||||||
Leggett & Platt, Inc. | 8,647 | 354,008 | ||||||
Lennar Corp. - Class A | 987,923 | 55,175,500 |
Lennar Corp. - Class B | 389 | 17,260 | ||||||
LKQ Corp.(1) | 17,103 | 537,889 | ||||||
Lowes Companies, Inc. | 454,794 | 50,009,148 | ||||||
Macys, Inc. | 19,616 | 304,833 | ||||||
Mattel, Inc.(1) | 6,759 | 76,985 | ||||||
McDonalds Corp. | 507,534 | 108,972,625 | ||||||
MGM Resorts International | 1,733,824 | 48,061,601 | ||||||
Mohawk Industries, Inc.(1) | 3,869 | 480,027 | ||||||
Newell Brands, Inc. | 24,928 | 466,652 | ||||||
NIKE, Inc. - Class B | 1,036,880 | 97,383,770 | ||||||
Norwegian Cruise Line Holdings Ltd.(1) | 815,588 | 42,222,991 | ||||||
Penske Automotive Group, Inc. | 2,086 | 98,626 | ||||||
Polaris Industries, Inc. | 379 | 33,356 | ||||||
PulteGroup, Inc. | 16,608 | 607,022 | ||||||
PVH Corp. | 4,915 | 433,650 | ||||||
Qurate Retail, Inc.(1) | 25,195 | 259,886 | ||||||
Ralph Lauren Corp. - Class A | 3,426 | 327,080 | ||||||
Royal Caribbean Cruises Ltd. | 396,098 | 42,909,296 | ||||||
SeaWorld Entertainment, Inc.(1) | 1,594,440 | 41,965,661 | ||||||
Service Corp. International | 7,183 | 343,419 | ||||||
ServiceMaster Global Holdings, Inc.(1) | 7,267 | 406,225 | ||||||
Six Flags Entertainment Corp. | 4,565 | 231,856 | ||||||
Skechers U.S.A., Inc. - Class A(1) | 5,341 | 199,486 | ||||||
Tapestry, Inc. | 18,399 | 479,294 | ||||||
Target Corp. | 30,585 | 3,269,842 | ||||||
Thor Industries, Inc. | 3,350 | 189,744 | ||||||
Tiffany & Co. | 7,783 | 720,939 | ||||||
TJX Companies, Inc. | 1,498,777 | 83,541,830 | ||||||
Toll Brothers, Inc. | 8,522 | 349,828 | ||||||
Under Armour, Inc. - Class A(1) | 4,072 | 81,196 | ||||||
Under Armour, Inc. - Class C(1) | 4,201 | 76,164 | ||||||
Urban Outfitters, Inc.(1) | 4,614 | 129,607 | ||||||
Vail Resorts, Inc. | 272 | 61,896 | ||||||
VF Corp. | 399,235 | 35,527,923 | ||||||
Whirlpool Corp. | 3,992 | 632,173 |
Williams-Sonoma, Inc. | 4,063 | 276,203 | ||||||
Wyndham Destinations, Inc. | 5,849 | 269,171 | ||||||
Wyndham Hotels & Resorts, Inc. | 4,260 | 220,412 | ||||||
Wynn Resorts Ltd. | 1,065 | 115,787 | ||||||
Yum China Holdings, Inc. | 4,427 | 201,119 | ||||||
Yum! Brands, Inc. | 2,154 | 244,328 | ||||||
|
| |||||||
1,136,107,200 | ||||||||
|
| |||||||
Consumer Staples 7.26% | ||||||||
Altria Group, Inc. | 1,342,986 | 54,928,127 | ||||||
Archer-Daniels-Midland Co. | 35,918 | 1,475,152 | ||||||
Beyond Meat Inc.(1) | 911 | 135,393 | ||||||
Brown-Forman Corp. - Class B | 720 | 45,202 | ||||||
Bunge Ltd. | 8,838 | 500,408 | ||||||
Campbell Soup Co. | 4,604 | 216,020 | ||||||
Caseys General Stores, Inc. | 1,728 | 278,484 | ||||||
Clorox Co. | 1,495 | 227,046 | ||||||
Coca-Cola Co. | 2,006,532 | 109,235,602 | ||||||
Coca-Cola European Partners Plc | 879,943 | 48,792,839 | ||||||
Colgate-Palmolive Co. | 1,135,843 | 83,495,819 | ||||||
Conagra Brands, Inc. | 30,973 | 950,252 | ||||||
Constellation Brands, Inc. - Class A | 10,227 | 2,119,853 | ||||||
Costco Wholesale Corp. | 169,682 | 48,887,081 | ||||||
Coty, Inc. - Class A | 18,184 | 191,114 | ||||||
Diageo Plc - ADR | 389,229 | 63,646,726 | ||||||
Energizer Holdings, Inc. | 4,029 | 175,584 | ||||||
Flowers Foods, Inc. | 12,352 | 285,702 | ||||||
General Mills, Inc. | 38,925 | 2,145,546 | ||||||
Grocery Outlet Holding Corp.(1) | 1,104 | 38,287 | ||||||
Hain Celestial Group, Inc.(1) | 5,930 | 127,347 | ||||||
Herbalife Nutrition Ltd.(1) | 5,811 | 220,004 | ||||||
Hershey Co. | 1,162 | 180,098 | ||||||
Hormel Foods Corp. | 17,913 | 783,335 | ||||||
Ingredion, Inc. | 4,303 | 351,727 | ||||||
Kellogg Co. | 9,905 | 637,387 | ||||||
Keurig Dr Pepper, Inc. | 12,922 | 353,029 |
Kimberly-Clark Corp. | 22,141 | 3,145,129 | ||||||
Kraft Heinz Co. | 40,258 | 1,124,607 | ||||||
Kroger Co. | 51,323 | 1,323,107 | ||||||
Lamb Weston Holdings, Inc. | 7,098 | 516,167 | ||||||
McCormick & Co., Inc. | 2,855 | 446,236 | ||||||
Molson Coors Brewing Co. - Class B | 11,556 | 664,470 | ||||||
Mondelez International, Inc. - Class A | 92,161 | 5,098,346 | ||||||
Nu Skin Enterprises, Inc. - Class A | 3,474 | 147,749 | ||||||
PepsiCo, Inc. | 531,899 | 72,923,353 | ||||||
Philip Morris International, Inc. | 100,725 | 7,648,049 | ||||||
Pilgrims Pride Corp.(1) | 2,365 | 75,786 | ||||||
Post Holdings, Inc.(1) | 2,264 | 239,622 | ||||||
Procter & Gamble Co. | 722,055 | 89,809,201 | ||||||
Seaboard Corp. | 15 | 65,625 | ||||||
Spectrum Brands Holdings, Inc. | 44,050 | 2,322,316 | ||||||
Sprouts Farmers Market, Inc.(1) | 3,928 | 75,968 | ||||||
Swedish Match AB | 765,157 | 31,645,375 | ||||||
The J.M. Smucker Co. | 7,027 | 773,111 | ||||||
TreeHouse Foods, Inc.(1) | 3,055 | 169,400 | ||||||
Tyson Foods, Inc. - Class A | 18,582 | 1,600,653 | ||||||
US Foods Holding Corp.(1) | 14,255 | 585,880 | ||||||
Walgreens Boots Alliance, Inc. | 49,481 | 2,736,794 | ||||||
Walmart, Inc. | 90,951 | 10,794,065 | ||||||
|
| |||||||
654,354,173 | ||||||||
|
| |||||||
Energy 5.21% | ||||||||
Antero Midstream Corp. | 14,273 | 105,620 | ||||||
Antero Resources Corp.(1) | 16,710 | 50,464 | ||||||
Apache Corp. | 24,649 | 631,014 | ||||||
Apergy Corp.(1) | 4,765 | 128,893 | ||||||
Baker Hughes a GE Co. - Class A | 40,994 | 951,061 | ||||||
BP Plc - ADR | 960,845 | 36,502,502 | ||||||
Cabot Oil & Gas Corp. | 9,863 | 173,293 | ||||||
Centennial Resource Development, Inc. - Class A(1) | 12,973 | 58,573 | ||||||
Cheniere Energy, Inc.(1) | 6,268 | 395,260 | ||||||
Chesapeake Energy Corp.(1) | 82,652 | 116,539 |
Chevron Corp. | 463,454 | 54,965,644 | ||||||
Cimarex Energy Co. | 6,331 | 303,508 | ||||||
Concho Resources, Inc. | 12,821 | 870,546 | ||||||
ConocoPhillips | 72,090 | 4,107,688 | ||||||
Continental Resources, Inc. | 5,500 | 169,345 | ||||||
Devon Energy Corp. | 780,880 | 18,787,973 | ||||||
Diamondback Energy, Inc. | 8,394 | 754,705 | ||||||
EOG Resources, Inc. | 758,154 | 56,270,190 | ||||||
EQT Corp. | 16,751 | 178,231 | ||||||
Equitrans Midstream Corp. | 11,560 | 168,198 | ||||||
Exxon Mobil Corp. | 854,876 | 60,362,794 | ||||||
Halliburton Co. | 56,145 | 1,058,333 | ||||||
Helmerich & Payne, Inc. | 6,706 | 268,710 | ||||||
Hess Corp. | 841,326 | 50,883,397 | ||||||
HollyFrontier Corp. | 9,891 | 530,553 | ||||||
Kinder Morgan, Inc. | 125,912 | 2,595,046 | ||||||
Kosmos Energy Ltd. | 6,196,136 | 38,663,889 | ||||||
Marathon Oil Corp. | 52,505 | 644,236 | ||||||
Marathon Petroleum Corp. | 42,375 | 2,574,281 | ||||||
Murphy Oil Corp. | 10,252 | 226,672 | ||||||
National Oilwell Varco, Inc. | 24,531 | 520,057 | ||||||
Noble Energy, Inc. | 30,545 | 686,041 | ||||||
Occidental Petroleum Corp. | 58,133 | 2,585,175 | ||||||
ONEOK, Inc. | 18,358 | 1,352,801 | ||||||
Parsley Energy, Inc. - Class A | 1,776,248 | 29,840,966 | ||||||
Patterson-UTI Energy, Inc. | 12,871 | 110,047 | ||||||
PBF Energy, Inc. - Class A | 7,654 | 208,112 | ||||||
Phillips 66 | 475,426 | 48,683,622 | ||||||
Pioneer Natural Resources Co. | 6,198 | 779,523 | ||||||
Range Resources Corp. | 12,990 | 49,622 | ||||||
Schlumberger Ltd. | 90,485 | 3,091,873 | ||||||
Targa Resources Corp. | 15,073 | 605,482 | ||||||
Transocean Ltd.(1) | 36,697 | 164,036 | ||||||
Valero Energy Corp. | 536,259 | 45,710,717 | ||||||
Williams Cos, Inc. | 79,226 | 1,906,178 | ||||||
WPX Energy, Inc.(1) | 26,704 | 282,795 | ||||||
|
| |||||||
470,074,205 | ||||||||
|
|
Financials 19.16% | ||||||||
Affiliated Managers Group, Inc. | 3,302 | 275,222 | ||||||
Aflac, Inc. | 47,597 | 2,490,275 | ||||||
AGNC Investment Corp. | 35,861 | 577,004 | ||||||
Alleghany Corp.(1) | 820 | 654,163 | ||||||
Allstate Corp. | 21,297 | 2,314,558 | ||||||
Ally Financial, Inc. | 25,287 | 838,517 | ||||||
American Express Co. | 1,050,452 | 124,247,463 | ||||||
American Financial Group, Inc. | 4,668 | 503,444 | ||||||
American International Group, Inc. | 959,543 | 53,446,545 | ||||||
American National Insurance Co. | 449 | 55,555 | ||||||
Ameriprise Financial, Inc. | 7,313 | 1,075,742 | ||||||
Annaly Capital Management, Inc. | 94,771 | 833,985 | ||||||
Arch Capital Group Ltd.(1) | 21,343 | 895,979 | ||||||
Arthur J. Gallagher & Co. | 9,340 | 836,584 | ||||||
Associated Banc-Corp. | 9,993 | 202,358 | ||||||
Assurant, Inc. | 3,954 | 497,492 | ||||||
Assured Guaranty Ltd. | 6,518 | 289,790 | ||||||
Athene Holding Ltd. - Class A(1) | 5,880 | 247,313 | ||||||
AXA Equitable Holdings, Inc. | 19,429 | 430,547 | ||||||
Axis Capital Holdings Ltd. | 4,734 | 315,852 | ||||||
Bank of America Corp. | 545,326 | 15,907,159 | ||||||
Bank of Hawaii Corp. | 2,600 | 223,418 | ||||||
Bank of New York Mellon Corp. | 922,790 | 41,719,336 | ||||||
Bank OZK | 8,219 | 224,132 | ||||||
BankUnited, Inc. | 6,175 | 207,604 | ||||||
BB&T Corp. | 49,436 | 2,638,399 | ||||||
Berkshire Hathaway, Inc. - Class B(1) | 811,155 | 168,736,463 | ||||||
BGC Partners, Inc. - Class A | 18,450 | 101,475 | ||||||
BlackRock, Inc. - Class A | 117,445 | 52,338,190 | ||||||
BOK Financial Corp. | 2,050 | 162,258 | ||||||
Brighthouse Financial, Inc.(1) | 7,204 | 291,546 | ||||||
Brookfield Asset Management Inc. - Class A | 460,299 | 24,437,274 |
Brown & Brown, Inc. | 14,307 | 515,910 | ||||||
Capital One Financial Corp. | 30,356 | 2,761,789 | ||||||
CBOE Global Markets, Inc. | 5,376 | 617,756 | ||||||
Charles Schwab Corp. | 30,578 | 1,279,078 | ||||||
Chimera Investment Corp. | 12,000 | 234,720 | ||||||
Chubb Ltd. | 1,244,979 | 200,989,410 | ||||||
Cincinnati Financial Corp. | 9,948 | 1,160,633 | ||||||
CIT Group, Inc. | 5,837 | 264,474 | ||||||
Citigroup, Inc. | 1,378,867 | 95,252,132 | ||||||
Citizens Financial Group, Inc. | 29,048 | 1,027,428 | ||||||
CME Group, Inc. - Class A | 22,937 | 4,847,506 | ||||||
CNA Financial Corp. | 1,914 | 94,265 | ||||||
Comerica, Inc. | 9,312 | 614,499 | ||||||
Commerce Bancshares, Inc. | 6,436 | 390,343 | ||||||
Credit Acceptance Corp.(1) | 77 | 35,521 | ||||||
Cullen/Frost Bankers, Inc. | 3,596 | 318,426 | ||||||
Discover Financial Services | 13,317 | 1,079,876 | ||||||
E*TRADE Financial Corp. | 1,848,003 | 80,739,251 | ||||||
East West Bancorp, Inc. | 9,202 | 407,557 | ||||||
Eaton Vance Corp. | 7,070 | 317,655 | ||||||
Erie Indemnity Co. - Class A | 526 | 97,652 | ||||||
Evercore, Inc. - Class A | 1,656 | 132,646 | ||||||
Everest Re Group Ltd. | 1,842 | 490,138 | ||||||
Fidelity National Financial, Inc. | 956,840 | 42,493,264 | ||||||
Fifth Third Bancorp | 47,786 | 1,308,381 | ||||||
First American Financial Corp. | 7,031 | 414,899 | ||||||
First Citizens BancShares, Inc. - Class A | 477 | 224,929 | ||||||
First Hawaiian, Inc. | 8,764 | 233,999 | ||||||
First Horizon National Corp. | 20,532 | 332,618 | ||||||
First Republic Bank | 8,776 | 848,639 | ||||||
FNB Corp. | 21,188 | 244,298 | ||||||
Franklin Resources, Inc. | 18,364 | 529,985 | ||||||
Globe Life Inc. | 7,088 | 678,747 | ||||||
Goldman Sachs Group, Inc. | 274,371 | 56,857,902 | ||||||
Hanover Insurance Group, Inc. | 2,624 | 355,657 |
Hartford Financial Services Group, Inc. | 23,229 | 1,407,910 | ||||||
Huntington Bancshares, Inc. | 67,146 | 958,173 | ||||||
Interactive Brokers Group, Inc. - Class A | 3,369 | 181,185 | ||||||
Intercontinental Exchange, Inc. | 21,759 | 2,007,703 | ||||||
Invesco Ltd. | 25,737 | 435,985 | ||||||
Janus Henderson Group Plc | 5,848 | 131,346 | ||||||
Jefferies Financial Group, Inc. | 1,672,675 | 30,777,220 | ||||||
JPMorgan Chase & Co. | 698,418 | 82,196,814 | ||||||
Kemper Corp. | 3,391 | 264,328 | ||||||
KeyCorp | 64,698 | 1,154,212 | ||||||
Lazard Ltd. - Class A | 4,249 | 148,715 | ||||||
Legg Mason, Inc. | 5,681 | 216,957 | ||||||
Lincoln National Corp. | 13,001 | 784,220 | ||||||
Loews Corp. | 16,921 | 871,093 | ||||||
M&T Bank Corp. | 8,638 | 1,364,545 | ||||||
Markel Corp.(1) | 796 | 940,792 | ||||||
Marsh & McLennan Cos, Inc. | 689,752 | 69,009,688 | ||||||
Mercury General Corp. | 1,797 | 100,416 | ||||||
MetLife, Inc. | 51,177 | 2,413,507 | ||||||
MFA Financial, Inc. | 28,575 | 210,312 | ||||||
MGIC Investment Corp. | 22,422 | 282,069 | ||||||
Morgan Stanley | 77,085 | 3,289,217 | ||||||
Nasdaq, Inc. | 7,554 | 750,490 | ||||||
Navient Corp. | 2,249,205 | 28,789,824 | ||||||
New Residential Investment Corp. | 27,507 | 431,310 | ||||||
New York Community Bancorp, Inc. | 3,629,317 | 45,547,928 | ||||||
Northern Trust Corp. | 353,968 | 33,032,294 | ||||||
Oaktree Capital Group LLC | 1,939 | 95,011 | ||||||
Old Republic International Corp. | 18,275 | 430,742 | ||||||
OneMain Holdings, Inc. - Class A | 4,535 | 166,344 | ||||||
PacWest Bancorp | 7,557 | 274,621 | ||||||
Peoples United Financial, Inc. | 25,254 | 394,846 | ||||||
Pinnacle Financial Partners, Inc. | 4,743 | 269,165 | ||||||
PNC Financial Services Group, Inc. | 472,152 | 66,176,824 | ||||||
Popular, Inc. | 6,152 | 332,700 |
Primerica, Inc. | 741 | 94,277 | ||||||
Principal Financial Group, Inc. | 17,977 | 1,027,206 | ||||||
Prosperity Bancshares, Inc. | 4,281 | 302,367 | ||||||
Prudential Financial, Inc. | 26,303 | 2,365,955 | ||||||
Raymond James Financial, Inc. | 6,134 | 505,810 | ||||||
Regions Financial Corp. | 65,293 | 1,032,935 | ||||||
Reinsurance Group of America, Inc. - Class A | 4,029 | 644,157 | ||||||
RenaissanceRe Holdings Ltd. | 1,706 | 330,026 | ||||||
Santander Consumer USA Holdings, Inc. | 7,114 | 181,478 | ||||||
SEI Investments Co. | 4,283 | 253,789 | ||||||
Signature Bank | 1,732 | 206,489 | ||||||
SLM Corp. | 4,507,895 | 39,782,173 | ||||||
Starwood Property Trust, Inc. | 17,415 | 421,791 | ||||||
State Street Corp. | 24,363 | 1,442,046 | ||||||
Sterling Bancorp | 13,717 | 275,163 | ||||||
SunTrust Banks, Inc. | 675,540 | 46,477,152 | ||||||
SVB Financial Group(1) | 3,100 | 647,745 | ||||||
Synchrony Financial | 2,100,529 | 71,607,034 | ||||||
Synovus Financial Corp. | 8,810 | 315,046 | ||||||
T Rowe Price Group, Inc. | 10,705 | 1,223,046 | ||||||
TCF Financial Corp. | 10,530 | 400,877 | ||||||
TD Ameritrade Holding Corp. | 2,230 | 104,141 | ||||||
Texas Capital Bancshares, Inc.(1) | 3,175 | 173,514 | ||||||
TFS Financial Corp. | 3,129 | 56,385 | ||||||
The Progressive Corp. | 25,317 | 1,955,738 | ||||||
Travelers Cos, Inc. | 14,150 | 2,103,964 | ||||||
Two Harbors Investment Corp. | 17,280 | 226,886 | ||||||
Umpqua Holdings Corp. | 14,414 | 237,254 | ||||||
Unum Group | 13,487 | 400,834 | ||||||
US Bancorp | 515,775 | 28,542,989 | ||||||
Virtu Financial, Inc. - Class A | 1,688 | 27,616 | ||||||
Voya Financial, Inc. | 8,727 | 475,098 | ||||||
Webster Financial Corp. | 5,718 | 268,003 | ||||||
Wells Fargo & Co. | 1,896,157 | 95,642,159 | ||||||
Western Alliance Bancorp | 5,473 | 252,196 |
White Mountains Insurance Group Ltd. | 192 | 207,360 | ||||||
Willis Towers Watson Plc | 279,309 | 53,898,258 | ||||||
Wintrust Financial Corp. | 3,559 | 230,018 | ||||||
WR Berkley Corp. | 9,267 | 669,355 | ||||||
Zions Bancorp N.A. | 11,599 | 516,387 | ||||||
|
| |||||||
1,727,570,848 | ||||||||
|
| |||||||
Healthcare 10.77% | ||||||||
Abbott Laboratories | 63,372 | 5,302,335 | ||||||
Acadia Healthcare Co., Inc.(1) | 5,858 | 182,067 | ||||||
Adaptive Biotechnologies Corp.(1) | 438 | 13,534 | ||||||
Agilent Technologies, Inc. | 18,218 | 1,396,045 | ||||||
Agios Pharmaceuticals, Inc.(1) | 2,915 | 94,446 | ||||||
Alexion Pharmaceuticals, Inc.(1) | 3,323 | 325,455 | ||||||
Alkermes Plc(1) | 9,870 | 192,564 | ||||||
Allergan Plc | 353,742 | 59,531,241 | ||||||
Alnylam Pharmaceuticals, Inc.(1) | 1,095 | 88,060 | ||||||
Amgen, Inc. | 179,539 | 34,742,592 | ||||||
Anthem, Inc. | 176,237 | 42,314,504 | ||||||
Avantor, Inc.(1) | 5,045 | 74,161 | ||||||
Baxter International, Inc. | 813,875 | 71,189,646 | ||||||
Becton Dickinson & Co. | 15,896 | 4,021,052 | ||||||
Biogen, Inc.(1) | 7,846 | 1,826,706 | ||||||
Bio-Rad Laboratories, Inc. - Class A(1) | 1,353 | 450,197 | ||||||
Bluebird Bio, Inc.(1) | 3,486 | 320,084 | ||||||
Bristol Myers Squibb Co. | 62,603 | 3,174,598 | ||||||
Cantel Medical Corp. | 1,012 | 75,698 | ||||||
Cardinal Health, Inc. | 19,226 | 907,275 | ||||||
Catalent, Inc.(1) | 9,528 | 454,104 | ||||||
Centene Corp.(1) | 4,250 | 183,855 | ||||||
Change Healthcare, Inc.(1) | 1,989 | 24,027 | ||||||
Cigna Corp. | 16,711 | 2,536,563 | ||||||
Covetrus, Inc.(1) | 6,134 | 72,933 | ||||||
CVS Health Corp. | 702,566 | 44,310,838 | ||||||
Danaher Corp.(1) | 467,662 | 67,544,423 | ||||||
DaVita, Inc.(1) | 8,050 | 459,413 |
Dentsply Sirona, Inc. | 14,374 | 766,278 | ||||||
Elanco Animal Health, Inc.(1) | 24,439 | 649,833 | ||||||
Encompass Health Corp. | 3,062 | 193,763 | ||||||
Exelixis, Inc.(1) | 11,169 | 197,524 | ||||||
Gilead Sciences, Inc. | 70,848 | 4,490,346 | ||||||
HCA Healthcare, Inc. | 6,988 | 841,495 | ||||||
Henry Schein, Inc.(1) | 8,276 | 525,526 | ||||||
Hill-Rom Holdings, Inc. | 2,047 | 215,406 | ||||||
Hologic, Inc.(1) | 3,306 | 166,920 | ||||||
Horizon Therapeutics Plc(1) | 10,282 | 279,979 | ||||||
Humana, Inc. | 4,971 | 1,270,936 | ||||||
ICU Medical, Inc.(1) | 845 | 134,862 | ||||||
Integra LifeSciences Holdings Corp.(1) | 4,485 | 269,414 | ||||||
IQVIA Holdings, Inc.(1) | 6,635 | 991,136 | ||||||
Jazz Pharmaceuticals Plc(1) | 395 | 50,615 | ||||||
Johnson & Johnson | 836,573 | 108,235,815 | ||||||
Laboratory Corp. of America Holdings(1) | 5,942 | 998,256 | ||||||
McKesson Corp. | 10,682 | 1,459,802 | ||||||
MEDNAX, Inc.(1) | 5,515 | 124,749 | ||||||
Medtronic Plc | 2,113,871 | 229,608,668 | ||||||
Merck & Co., Inc. | 828,687 | 69,758,872 | ||||||
Moderna, Inc.(1) | 1,375 | 21,890 | ||||||
Molina Healthcare, Inc.(1) | 877 | 96,224 | ||||||
Mylan NV(1) | 33,134 | 655,391 | ||||||
Nektar Therapeutics - Class A(1) | 8,998 | 163,899 | ||||||
PerkinElmer, Inc. | 5,651 | 481,296 | ||||||
Perrigo Co. Plc | 8,113 | 453,436 | ||||||
Pfizer, Inc. | 360,446 | 12,950,825 | ||||||
Premier, Inc. - Class A(1) | 3,286 | 95,031 | ||||||
QIAGEN NV(1) | 14,258 | 470,086 | ||||||
Quest Diagnostics, Inc. | 8,668 | 927,736 | ||||||
Regeneron Pharmaceuticals, Inc.(1) | 4,221 | 1,170,905 | ||||||
Sanofi - ADR | 1,421,823 | 65,873,060 | ||||||
STERIS Plc | 5,224 | 754,816 | ||||||
The Cooper Companies, Inc. | 2,711 | 805,167 |
Thermo Fisher Scientific, Inc. | 8,212 | 2,391,909 | ||||||
United Therapeutics Corp.(1) | 2,783 | 221,944 | ||||||
UnitedHealth Group, Inc. | 542,581 | 117,913,703 | ||||||
Universal Health Services, Inc. - Class B | 5,145 | 765,319 | ||||||
WellCare Health Plans, Inc.(1) | 291 | 75,418 | ||||||
West Pharmaceutical Services, Inc. | 1,125 | 159,547 | ||||||
Zimmer Biomet Holdings, Inc. | 13,333 | 1,830,221 | ||||||
|
| |||||||
971,316,434 | ||||||||
|
| |||||||
Industrials 15.40% | ||||||||
3M Co. | 215,785 | 35,475,054 | ||||||
Acuity Brands, Inc. | 1,844 | 248,553 | ||||||
ADT, Inc. | 5,960 | 37,369 | ||||||
AECOM(1) | 10,200 | 383,112 | ||||||
AGCO Corp. | 4,326 | 327,478 | ||||||
Air Lease Corp. - Class A | 1,930,124 | 80,717,786 | ||||||
Alaska Air Group, Inc. | 4,143 | 268,922 | ||||||
Allegion Plc | 1,465 | 151,847 | ||||||
AMERCO | 110,639 | 43,153,636 | ||||||
American Airlines Group, Inc. | 23,106 | 623,169 | ||||||
AMETEK, Inc. | 2,951 | 270,961 | ||||||
AO Smith Corp. | 7,330 | 349,714 | ||||||
Arconic, Inc. | 25,699 | 668,174 | ||||||
BWX Technologies, Inc. | 1,540 | 88,103 | ||||||
Canadian National Railway Co. | 698,290 | 62,748,339 | ||||||
Carlisle Cos, Inc. | 477 | 69,423 | ||||||
Caterpillar, Inc. | 32,656 | 4,124,779 | ||||||
CH Robinson Worldwide, Inc. | 2,004 | 169,899 | ||||||
Clean Harbors, Inc.(1) | 3,319 | 256,227 | ||||||
Colfax Corp.(1) | 5,910 | 171,745 | ||||||
Copa Holdings SA - Class A | 2,027 | 200,166 | ||||||
Crane Co. | 3,193 | 257,452 | ||||||
CSX Corp. | 31,629 | 2,190,941 | ||||||
Cummins, Inc. | 9,918 | 1,613,361 | ||||||
Curtiss-Wright Corp. | 2,709 | 350,463 | ||||||
Deere & Co. | 348,275 | 58,747,027 |
Delta Air Lines, Inc. | 30,124 | 1,735,142 | ||||||
Dover Corp. | 5,251 | 522,790 | ||||||
Eaton Corp. Plc(1) | 27,488 | 2,285,627 | ||||||
Emerson Electric Co. | 36,338 | 2,429,559 | ||||||
Equifax, Inc. | 1,166 | 164,021 | ||||||
Expeditors International of Washington, Inc. | 3,127 | 232,305 | ||||||
Fastenal Co. | 3,441 | 112,418 | ||||||
FedEx Corp. | 445,406 | 64,837,751 | ||||||
Flowserve Corp. | 6,506 | 303,895 | ||||||
Fluor Corp. | 9,079 | 173,681 | ||||||
Fortive Corp.(1) | 14,902 | 1,021,681 | ||||||
Fortune Brands Home & Security, Inc. | 6,022 | 329,403 | ||||||
Gardner Denver Holdings, Inc.(1) | 8,250 | 233,393 | ||||||
Gates Industrial Corp. Plc(1) | 2,382 | 23,987 | ||||||
General Dynamics Corp. | 425,154 | 77,688,390 | ||||||
General Electric Co.(1) | 5,700,928 | 50,966,296 | ||||||
Genesee & Wyoming, Inc. - Class A(1) | 2,938 | 324,678 | ||||||
GrafTech International Ltd. | 3,363 | 43,046 | ||||||
HD Supply Holdings, Inc.(1) | 11,020 | 431,709 | ||||||
Hexcel Corp. | 359 | 29,485 | ||||||
Honeywell International, Inc. | 356,320 | 60,289,344 | ||||||
Hubbell, Inc. - Class B | 1,542 | 202,619 | ||||||
Huntington Ingalls Industries, Inc. | 531 | 112,461 | ||||||
IAA, Inc.(1) | 744 | 31,047 | ||||||
IDEX Corp. | 2,393 | 392,165 | ||||||
IHS Markit Ltd.(1) | 9,472 | 633,487 | ||||||
Ingersoll-Rand Plc(1) | 900 | 110,889 | ||||||
ITT, Inc. | 5,586 | 341,807 | ||||||
Jacobs Engineering Group, Inc. | 888,572 | 81,304,338 | ||||||
JB Hunt Transport Services, Inc. | 382,182 | 42,288,438 | ||||||
JetBlue Airways Corp.(1) | 17,299 | 289,758 | ||||||
Johnson Controls International Plc | 1,018,963 | 44,722,286 | ||||||
Kansas City Southern | 6,439 | 856,451 | ||||||
KAR Auction Services, Inc. | 788 | 19,345 | ||||||
Kirby Corp.(1) | 3,885 | 319,192 |
Knight-Swift Transportation Holdings, Inc. - Class A | 7,892 | 286,480 | ||||||
L3Harris Technologies, Inc. | 7,089 | 1,479,049 | ||||||
Landstar System, Inc. | 238 | 26,794 | ||||||
Lennox International, Inc. | 196 | 47,622 | ||||||
Lincoln Electric Holdings, Inc. | 218 | 18,914 | ||||||
Lockheed Martin Corp. | 142,585 | 55,616,705 | ||||||
Lyft, Inc. - Class A(1) | 1,841 | 75,186 | ||||||
Macquarie Infrastructure Corp. | 4,805 | 189,653 | ||||||
ManpowerGroup, Inc. | 3,820 | 321,797 | ||||||
Masco Corp. | 18,860 | 786,085 | ||||||
MSC Industrial Direct Co., Inc. - Class A | 2,763 | 200,400 | ||||||
Nielsen Holdings Plc | 1,166,806 | 24,794,628 | ||||||
Nordson Corp. | 327 | 47,827 | ||||||
Norfolk Southern Corp. | 14,957 | 2,687,175 | ||||||
Northrop Grumman Corp. | 131,775 | 49,387,952 | ||||||
nVent Electric Plc | 9,903 | 218,262 | ||||||
Old Dominion Freight Line, Inc. | 2,451 | 416,597 | ||||||
Oshkosh Corp. | 4,482 | 339,736 | ||||||
Owens Corning | 696,304 | 44,006,413 | ||||||
PACCAR, Inc. | 21,874 | 1,531,399 | ||||||
Parker-Hannifin Corp. | 8,254 | 1,490,755 | ||||||
Pentair Plc | 10,853 | 410,243 | ||||||
Quanta Services, Inc. | 6,916 | 261,425 | ||||||
Raytheon Co. | 352,723 | 69,200,725 | ||||||
Regal Beloit Corp. | 2,848 | 207,477 | ||||||
Republic Services, Inc. - Class A | 12,915 | 1,117,793 | ||||||
Resideo Technologies, Inc.(1) | 7,785 | 111,715 | ||||||
Roper Technologies, Inc. | 5,583 | 1,990,898 | ||||||
Ryder System, Inc. | 3,311 | 171,410 | ||||||
Schneider National, Inc. - Class B | 3,511 | 76,259 | ||||||
Sensata Technologies Holding Plc(1) | 5,828 | 291,750 | ||||||
Snap-on, Inc. | 3,611 | 565,266 | ||||||
Southwest Airlines Co. | 12,750 | 688,628 | ||||||
Spirit AeroSystems Holdings, Inc. - Class A | 537,251 | 44,183,522 | ||||||
Stanley Black & Decker, Inc. | 341,881 | 49,371,035 |
Stericycle, Inc.(1) | 5,659 | 288,213 | ||||||
Teledyne Technologies, Inc.(1) | 2,306 | 742,509 | ||||||
Textron, Inc. | 15,014 | 735,085 | ||||||
Timken Co. | 4,209 | 183,134 | ||||||
TransDigm Group, Inc. | 586 | 305,113 | ||||||
Trinity Industries, Inc. | 6,722 | 132,289 | ||||||
Uber Technologies, Inc.(1) | 10,712 | 326,395 | ||||||
Union Pacific Corp. | 460,688 | 74,622,242 | ||||||
United Continental Holdings, Inc.(1) | 11,915 | 1,053,405 | ||||||
United Parcel Service, Inc. - Class B | 490,429 | 58,763,203 | ||||||
United Rentals, Inc.(1) | 1,447 | 180,354 | ||||||
United Technologies Corp.(1) | 815,669 | 111,355,132 | ||||||
Univar, Inc.(1) | 9,987 | 207,330 | ||||||
Valmont Industries, Inc. | 1,355 | 187,586 | ||||||
WABCO Holdings, Inc.(1) | 524 | 70,085 | ||||||
Wabtec Corp. | 771,167 | 55,416,061 | ||||||
Waste Management, Inc. | 5,977 | 687,355 | ||||||
Watsco, Inc. | 2,135 | 361,199 | ||||||
WESCO International, Inc.(1) | 2,965 | 141,638 | ||||||
Woodward, Inc. | 631 | 68,041 | ||||||
XPO Logistics, Inc.(1) | 2,430 | 173,915 | ||||||
|
| |||||||
1,388,084,443 | ||||||||
|
| |||||||
Information Technology 10.85% | ||||||||
2U, Inc.(1) | 2,227 | 36,256 | ||||||
Accenture Plc - Class A | 323,911 | 62,304,281 | ||||||
Akamai Technologies, Inc.(1) | 881 | 80,506 | ||||||
Alliance Data Systems Corp. | 2,369 | 303,540 | ||||||
Amdocs Ltd. | 8,903 | 588,577 | ||||||
Analog Devices, Inc. | 20,619 | 2,303,761 | ||||||
Apple, Inc. | 464,108 | 103,946,269 | ||||||
Applied Materials, Inc. | 28,195 | 1,406,930 | ||||||
Arrow Electronics, Inc.(1) | 5,361 | 399,823 | ||||||
Autodesk, Inc.(1) | 3,314 | 489,478 | ||||||
Automatic Data Processing, Inc. | 261,263 | 42,173,073 | ||||||
Avnet, Inc. | 6,854 | 304,900 |
Broadcom, Inc. | 206,834 | 57,100,662 | ||||||
CACI International, Inc. - Class A(1) | 1,555 | 359,609 | ||||||
Ceridian HCM Holding, Inc.(1) | 1,135 | 56,035 | ||||||
Ciena Corp.(1) | 9,806 | 384,689 | ||||||
Cisco Systems, Inc. | 1,323,551 | 65,396,655 | ||||||
Citrix Systems, Inc. | 874 | 84,358 | ||||||
Cognizant Technology Solutions Corp. - Class A | 32,938 | 1,985,009 | ||||||
Coherent, Inc.(1) | 1,519 | 233,501 | ||||||
CommScope Holding Co., Inc.(1) | 12,074 | 141,990 | ||||||
CoreLogic, Inc.(1) | 4,805 | 222,327 | ||||||
Corning, Inc. | 34,067 | 971,591 | ||||||
Cree, Inc.(1) | 6,152 | 301,448 | ||||||
Cypress Semiconductor Corp. | 23,492 | 548,303 | ||||||
Dell Technologies, Inc. - Class C(1) | 3,845 | 199,402 | ||||||
Dolby Laboratories, Inc. - Class A | 3,438 | 222,232 | ||||||
DXC Technology Co. | 17,281 | 509,789 | ||||||
EchoStar Corp. - Class A(1) | 2,927 | 115,968 | ||||||
F5 Networks, Inc.(1) | 280 | 39,318 | ||||||
Fidelity National Information Services, Inc. | 15,310 | 2,032,556 | ||||||
First Solar, Inc.(1) | 5,435 | 315,284 | ||||||
FLIR Systems, Inc. | 7,903 | 415,619 | ||||||
Hewlett Packard Enterprise Co. | 86,847 | 1,317,469 | ||||||
HP, Inc. | 92,619 | 1,752,351 | ||||||
Intel Corp. | 287,281 | 14,803,590 | ||||||
International Business Machines Corp. | 22,719 | 3,303,797 | ||||||
IPG Photonics Corp.(1) | 2,086 | 282,862 | ||||||
Jabil, Inc. | 7,382 | 264,054 | ||||||
Jack Henry & Associates, Inc. | 569 | 83,057 | ||||||
Juniper Networks, Inc. | 21,978 | 543,955 | ||||||
Lam Research Corp. | 1,158 | 267,625 | ||||||
Leidos Holdings, Inc. | 8,774 | 753,511 | ||||||
Littelfuse, Inc. | 1,514 | 268,447 | ||||||
LogMeIn, Inc. | 3,105 | 220,331 | ||||||
Marvell Technology Group Ltd. | 2,360,509 | 58,941,910 | ||||||
Maxim Integrated Products, Inc. | 10,917 | 632,203 |
Microchip Technology, Inc. | 435,724 | 40,483,117 | ||||||
Micron Technology, Inc.(1) | 71,700 | 3,072,345 | ||||||
Microsoft Corp. | 884,161 | 122,924,904 | ||||||
MKS Instruments, Inc. | 3,418 | 315,413 | ||||||
Motorola Solutions, Inc. | 2,771 | 472,206 | ||||||
National Instruments Corp. | 7,778 | 326,598 | ||||||
Nuance Communications, Inc.(1) | 18,745 | 305,731 | ||||||
NXP Semiconductors NV | 781,557 | 85,283,500 | ||||||
ON Semiconductor Corp.(1) | 26,300 | 505,223 | ||||||
Oracle Corp. | 1,421,663 | 78,234,115 | ||||||
Qorvo, Inc.(1) | 7,671 | 568,728 | ||||||
QUALCOMM, Inc. | 552,259 | 42,126,317 | ||||||
Sabre Corp. | 14,357 | 321,525 | ||||||
Samsung Electronics Co. Ltd. | 1,501,132 | 61,462,433 | ||||||
Skyworks Solutions, Inc. | 10,562 | 837,039 | ||||||
SolarWinds Corp.(1) | 2,030 | 37,454 | ||||||
SS&C Technologies Holdings, Inc. | 1,354 | 69,826 | ||||||
Symantec Corp. | 37,551 | 887,330 | ||||||
SYNNEX Corp. | 2,613 | 295,008 | ||||||
Texas Instruments, Inc. | 353,166 | 45,643,174 | ||||||
Trimble, Inc.(1) | 13,434 | 521,374 | ||||||
VeriSign, Inc.(1) | 2,077 | 391,785 | ||||||
ViaSat, Inc.(1) | 3,765 | 283,580 | ||||||
Visa, Inc. - Class A | 357,888 | 61,560,315 | ||||||
Western Digital Corp. | 18,903 | 1,127,375 | ||||||
Western Union Co. | 21,416 | 496,209 | ||||||
Xerox Corp. | 11,929 | 356,796 | ||||||
|
| |||||||
978,318,321 | ||||||||
|
| |||||||
Materials 6.03% | ||||||||
Air Products & Chemicals, Inc. | 294,102 | 65,249,470 | ||||||
Albemarle Corp. | 6,779 | 471,276 | ||||||
Alcoa Corp.(1) | 11,890 | 238,632 | ||||||
AptarGroup, Inc. | 2,616 | 309,865 | ||||||
Ardagh Group SA - Class A | 991 | 15,539 | ||||||
Ashland Global Holdings, Inc. | 4,078 | 314,210 |
Avery Dennison Corp. | 347 | 39,409 | ||||||
Axalta Coating Systems Ltd.(1) | 9,057 | 273,068 | ||||||
Berry Global Group, Inc.(1) | 5,140 | 201,848 | ||||||
Cabot Corp. | 3,655 | 165,645 | ||||||
Celanese Corp. - Class A | 494,241 | 60,440,732 | ||||||
CF Industries Holdings, Inc. | 12,823 | 630,892 | ||||||
Chemours Co. | 10,342 | 154,509 | ||||||
Corteva, Inc. | 1,610,944 | 45,106,432 | ||||||
Crown Holdings, Inc.(1) | 3,485 | 230,219 | ||||||
Domtar Corp. | 3,852 | 137,940 | ||||||
Dow, Inc. | 518,380 | 24,700,807 | ||||||
DowDuPont, Inc. | 788,888 | 56,255,603 | ||||||
Eagle Materials, Inc.(1) | 499 | 44,915 | ||||||
Eastman Chemical Co. | 8,812 | 650,590 | ||||||
Ecolab, Inc.(1) | 284,269 | 56,296,633 | ||||||
Element Solutions, Inc.(1) | 3,152,905 | 32,096,573 | ||||||
FMC Corp. | 8,468 | 742,474 | ||||||
Freeport-McMoRan, Inc. | 93,418 | 894,010 | ||||||
Graphic Packaging Holding Co. | 18,649 | 275,073 | ||||||
Huntsman Corp. | 14,489 | 337,014 | ||||||
International Flavors & Fragrances, Inc. | 6,882 | 844,353 | ||||||
International Paper Co. | 25,664 | 1,073,268 | ||||||
Linde Plc | 596,398 | 115,534,221 | ||||||
LyondellBasell Industries NV - Class A | 217,687 | 19,476,456 | ||||||
Martin Marietta Materials, Inc. | 2,789 | 764,465 | ||||||
Mosaic Co. | 23,135 | 474,267 | ||||||
NewMarket Corp. | 31 | 14,635 | ||||||
Newmont Goldcorp Corp. | 52,780 | 2,001,418 | ||||||
Nucor Corp. | 19,760 | 1,005,982 | ||||||
Nutrien Ltd. | 997,403 | 49,750,462 | ||||||
Olin Corp. | 10,270 | 192,254 | ||||||
Owens-Illinois, Inc. | 10,795 | 110,865 | ||||||
Packaging Corp. of America | 6,031 | 639,889 | ||||||
PPG Industries, Inc. | 10,399 | 1,232,385 | ||||||
Reliance Steel & Aluminum Co. | 4,177 | 416,280 |
Royal Gold, Inc. | 2,828 | 348,438 | ||||||
RPM International, Inc. | 6,848 | 471,211 | ||||||
Sealed Air Corp. | 9,329 | 387,247 | ||||||
Silgan Holdings, Inc. | 4,920 | 147,772 | ||||||
Sonoco Products Co. | 6,328 | 368,353 | ||||||
Southern Copper Corp. | 1,446 | 49,352 | ||||||
Steel Dynamics, Inc. | 13,468 | 401,346 | ||||||
United States Steel Corp. | 10,655 | 123,065 | ||||||
Valvoline, Inc. | 12,142 | 267,488 | ||||||
Vulcan Materials Co. | 675 | 102,087 | ||||||
Westlake Chemical Corp. | 2,235 | 146,437 | ||||||
Westrock Co. | 16,454 | 599,748 | ||||||
|
| |||||||
543,217,122 | ||||||||
|
| |||||||
Real Estate 2.90% | ||||||||
Alexandria Real Estate Equities, Inc. | 7,196 | 1,108,472 | ||||||
American Campus Communities, Inc. | 8,769 | 421,613 | ||||||
American Homes 4 Rent - Class A | 9,290 | 240,518 | ||||||
American Tower Corp. | 247,960 | 54,831,395 | ||||||
Apartment Investment & Management Co. - Class A | 9,600 | 500,544 | ||||||
Apple Hospitality REIT, Inc. | 13,332 | 221,045 | ||||||
AvalonBay Communities, Inc. | 9,023 | 1,942,923 | ||||||
Boston Properties, Inc. | 9,969 | 1,292,581 | ||||||
Brandywine Realty Trust | 10,849 | 164,362 | ||||||
Brixmor Property Group, Inc. | 19,620 | 398,090 | ||||||
Camden Property Trust | 6,015 | 667,725 | ||||||
CBRE Group, Inc. - Class A(1) | 13,615 | 721,731 | ||||||
Colony Capital, Inc. | 28,895 | 173,948 | ||||||
Columbia Property Trust, Inc. | 7,444 | 157,441 | ||||||
CoreSite Realty Corp. | 510 | 62,143 | ||||||
Corporate Office Properties Trust | 7,099 | 211,408 | ||||||
Cousins Properties, Inc. | 9,214 | 346,354 | ||||||
CubeSmart | 12,663 | 441,939 | ||||||
CyrusOne, Inc. | 7,126 | 563,667 | ||||||
Digital Realty Trust, Inc. | 13,521 | 1,755,161 | ||||||
Douglas Emmett, Inc. | 11,051 | 473,314 |
Duke Realty Corp. | 23,425 | 795,747 | ||||||
Empire State Realty Trust, Inc. - Class A | 9,990 | 142,557 | ||||||
EPR Properties | 5,081 | 390,526 | ||||||
Equity Commonwealth | 7,626 | 261,190 | ||||||
Equity Residential | 23,556 | 2,031,941 | ||||||
Essex Property Trust, Inc. | 4,221 | 1,378,790 | ||||||
Extra Space Storage, Inc. | 1,490 | 174,062 | ||||||
Federal Realty Investment Trust | 4,929 | 671,034 | ||||||
Gaming & Leisure Properties, Inc. | 13,266 | 507,292 | ||||||
HCP, Inc. | 31,772 | 1,132,036 | ||||||
Healthcare Trust of America, Inc. - Class A | 13,369 | 392,781 | ||||||
Highwoods Properties, Inc. | 6,498 | 292,020 | ||||||
Host Hotels & Resorts, Inc. | 47,338 | 818,474 | ||||||
Hudson Pacific Properties, Inc. | 9,628 | 322,153 | ||||||
Invitation Homes, Inc. | 30,832 | 912,936 | ||||||
Iron Mountain, Inc. | 16,307 | 528,184 | ||||||
JBG SMITH Properties | 7,747 | 303,760 | ||||||
Jones Lang LaSalle, Inc. | 2,903 | 403,691 | ||||||
Kilroy Realty Corp. | 6,303 | 490,941 | ||||||
Kimco Realty Corp. | 25,943 | 541,690 | ||||||
Liberty Property Trust | 919,661 | 47,206,199 | ||||||
Life Storage, Inc. | 2,942 | 310,116 | ||||||
Macerich Co. | 9,359 | 295,651 | ||||||
Medical Properties Trust, Inc. | 29,000 | 567,240 | ||||||
MGM Growth Properties LLC - Class A | 1,378,792 | 41,432,700 | ||||||
Mid-America Apartment Communities, Inc. | 7,320 | 951,673 | ||||||
National Retail Properties, Inc. | 10,442 | 588,929 | ||||||
Omega Healthcare Investors, Inc. | 13,950 | 582,970 | ||||||
Outfront Media, Inc. | 7,896 | 219,351 | ||||||
Paramount Group, Inc. | 12,208 | 162,977 | ||||||
Park Hotels & Resorts, Inc. | 15,551 | 388,308 | ||||||
Prologis, Inc. | 40,691 | 3,467,687 | ||||||
Public Storage | 287,777 | 70,583,065 | ||||||
Rayonier, Inc. | 8,244 | 232,481 | ||||||
Realty Income Corp. | 20,612 | 1,580,528 |
Regency Centers Corp. | 10,717 | 744,724 | ||||||
Retail Properties of America, Inc. - Class A | 14,370 | 177,038 | ||||||
Service Properties Trust | 10,367 | 267,365 | ||||||
Simon Property Group, Inc. | 2,221 | 345,699 | ||||||
SITE Centers Corp. | 8,691 | 131,321 | ||||||
SL Green Realty Corp. | 5,351 | 437,444 | ||||||
Spirit Realty Capital, Inc. | 5,854 | 280,172 | ||||||
STORE Capital Corp. | 14,009 | 524,077 | ||||||
Sun Communities, Inc. | 4,397 | 652,735 | ||||||
Taubman Centers, Inc. | 3,696 | 150,908 | ||||||
The Howard Hughes Corp.(1) | 1,747 | 226,411 | ||||||
UDR, Inc. | 17,907 | 868,131 | ||||||
Ventas, Inc. | 24,081 | 1,758,635 | ||||||
VEREIT, Inc. | 61,773 | 604,140 | ||||||
VICI Properties, Inc. | 29,994 | 679,364 | ||||||
Vornado Realty Trust | 11,261 | 716,988 | ||||||
Weingarten Realty Investors | 7,703 | 224,388 | ||||||
Welltower, Inc. | 26,163 | 2,371,676 | ||||||
Weyerhaeuser Co. | 48,026 | 1,330,320 | ||||||
WP Carey, Inc. | 11,074 | 991,123 | ||||||
|
| |||||||
261,240,713 | ||||||||
|
| |||||||
Utilities 2.19% | ||||||||
AES Corp. | 43,383 | 708,878 | ||||||
Alliant Energy Corp. | 15,806 | 852,418 | ||||||
Ameren Corp. | 15,793 | 1,264,230 | ||||||
American Electric Power Co., Inc. | 31,887 | 2,987,493 | ||||||
American Water Works Co., Inc. | 11,646 | 1,446,783 | ||||||
Aqua America, Inc. | 13,910 | 623,585 | ||||||
Atmos Energy Corp. | 7,704 | 877,409 | ||||||
Avangrid, Inc. | 3,542 | 185,069 | ||||||
CenterPoint Energy, Inc. | 32,533 | 981,846 | ||||||
CMS Energy Corp. | 18,381 | 1,175,465 | ||||||
Consolidated Edison, Inc. | 21,513 | 2,032,333 | ||||||
Dominion Energy, Inc. | 669,809 | 54,281,321 | ||||||
DTE Energy Co. | 11,876 | 1,579,033 |
Duke Energy Corp. | 47,022 | 4,507,529 | ||||||
Edison International | 536,647 | 40,473,917 | ||||||
Entergy Corp. | 12,844 | 1,507,372 | ||||||
Evergy, Inc. | 15,418 | 1,026,222 | ||||||
Eversource Energy | 20,977 | 1,792,904 | ||||||
Exelon Corp. | 1,045,680 | 50,516,801 | ||||||
FirstEnergy Corp. | 34,261 | 1,652,408 | ||||||
Hawaiian Electric Industries, Inc. | 6,895 | 314,481 | ||||||
IDACORP, Inc. | 3,400 | 383,078 | ||||||
MDU Resources Group, Inc. | 12,468 | 351,473 | ||||||
National Fuel Gas Co. | 5,209 | 244,406 | ||||||
NextEra Energy, Inc. | 30,973 | 7,216,399 | ||||||
NiSource, Inc. | 24,381 | 729,479 | ||||||
NRG Energy, Inc. | 16,455 | 651,618 | ||||||
OGE Energy Corp. | 12,803 | 581,000 | ||||||
PG&E Corp.(1) | 33,772 | 337,720 | ||||||
Pinnacle West Capital Corp. | 7,397 | 718,027 | ||||||
PPL Corp. | 46,850 | 1,475,306 | ||||||
Public Service Enterprise Group, Inc. | 32,536 | 2,019,835 | ||||||
Sempra Energy | 17,715 | 2,614,911 | ||||||
Southern Co. | 67,457 | 4,166,819 | ||||||
UGI Corp. | 13,365 | 671,858 | ||||||
Vistra Energy Corp. | 27,460 | 734,006 | ||||||
WEC Energy Group, Inc. | 20,346 | 1,934,905 | ||||||
Xcel Energy, Inc. | 33,075 | 2,146,237 | ||||||
|
| |||||||
197,764,574 | ||||||||
|
| |||||||
Total Common Stocks (Cost: $7,407,412,746) |
| 8,782,892,181 | ||||||
|
| |||||||
SHORT-TERM INVESTMENTS 2.56% | ||||||||
Money Market Funds 2.38% | ||||||||
Goldman Sachs Financial Square Government Fund - Class I, 1.84%(2) | 214,888,509 | $ | 214,888,509 | |||||
|
| |||||||
Total Money Market Funds (Cost: $214,888,509) | 214,888,509 | |||||||
|
|
Principal Amount | Value | |||||||
Time Deposits 0.18% | ||||||||
Banco Santander, Frankfurt, 1.40% due 10/01/2019 | $ | 239,451 | 239,451 | |||||
Barclays Bank, London, 1.40% due 10/01/2019 | 15,599,312 | 15,599,312 | ||||||
Brown Brothers Harriman, 1.40% due 10/01/2019 | 1,671 | 1,671 | ||||||
|
| |||||||
Total Time Deposits (Cost: $15,840,434) | 15,840,434 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $230,728,943) |
| 230,728,943 | ||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 99.98% | ||||||||
(Cost: $7,638,141,689) | 9,013,621,124 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.02% | 1,766,546 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 9,015,387,670 | ||||||
|
|
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.
Bridge Builder Large Cap Value Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Large Cap Value Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Common Stocks | ||||||||||||||||
Communication Services | $ | 454,844,148 | $ | | $ | | $ | 454,844,148 | ||||||||
Consumer Discretionary | 1,076,003,123 | 60,104,077 | | 1,136,107,200 | ||||||||||||
Consumer Staples | 622,708,798 | 31,645,375 | | 654,354,173 | ||||||||||||
Energy | 470,074,205 | | | 470,074,205 | ||||||||||||
Financials | 1,727,475,837 | 95,011 | | 1,727,570,848 | ||||||||||||
Healthcare | 971,316,434 | | | 971,316,434 | ||||||||||||
Industrials | 1,388,084,443 | | | 1,388,084,443 | ||||||||||||
Information Technology | 916,855,888 | 61,462,433 | | 978,318,321 | ||||||||||||
Materials | 543,217,122 | | | 543,217,122 | ||||||||||||
Real Estate | 261,240,713 | | | 261,240,713 | ||||||||||||
Utilities | 197,764,574 | | | 197,764,574 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 214,888,509 | | | 214,888,509 | ||||||||||||
Time Deposits | | 15,840,434 | | 15,840,434 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 8,844,473,794 | $ | 169,147,330 | $ | | $ | 9,013,621,124 |
Bridge Builder Small/Mid Cap Growth Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Shares | Value | |||||||
COMMON STOCKS 97.57% | ||||||||
Communication Services 3.06% | ||||||||
Altice USA, Inc. - Class A(1) | 21,177 | $ | 607,356 | |||||
AMC Networks, Inc. - Class A(1) | 2,853 | 140,253 | ||||||
Anterix Inc.(1) | 4,191 | 151,714 | ||||||
Bandwidth, Inc. - Class A(1) | 5,332 | 347,167 | ||||||
Boingo Wireless, Inc.(1) | 17,238 | 191,342 | ||||||
Boston Omaha Corp. - Class A(1) | 2,872 | 56,952 | ||||||
Cable One, Inc. | 295 | 370,136 | ||||||
Cardlytics, Inc.(1) | 5,375 | 180,170 | ||||||
Care.com, Inc.(1) | 7,693 | 80,392 | ||||||
Cargurus, Inc. - Class A(1) | 29,322 | 907,516 | ||||||
Cars.com, Inc.(1) | 3,730 | 33,495 | ||||||
CBS Corp. - Class B | 20,209 | 815,837 | ||||||
Central European Media Enterprises Ltd. - Class A(1) | 34,788 | 156,372 | ||||||
Clear Channel Outdoor Holdings, Inc. - Class A(1) | 5,058 | 12,746 | ||||||
Cogent Communications Holdings, Inc. | 16,617 | 915,597 | ||||||
Electronic Arts, Inc.(1) | 22,735 | 2,223,938 | ||||||
Entravision Communications Corp. - Class A | 4,280 | 13,610 | ||||||
Eros International Plc(1) | 2,333 | 4,456 | ||||||
Eventbrite, Inc. - Class A(1) | 14,384 | 254,741 | ||||||
EverQuote, Inc. - Class A(1) | 3,486 | 74,391 | ||||||
Fluent, Inc.(1) | 15,913 | 43,522 | ||||||
Fox Corp. - Class A | 2,241 | 70,670 | ||||||
Fox Corp. - Class B | 1,117 | 35,230 | ||||||
Glu Mobile, Inc.(1) | 46,223 | 230,653 | ||||||
Gogo, Inc.(1) | 21,992 | 132,612 | ||||||
Gray Television, Inc.(1) | 14,674 | 239,480 | ||||||
Hemisphere Media Group, Inc. - Class A(1) | 6,017 | 73,528 |
IDT Corp. - Class B(1) | 4,892 | 51,513 | ||||||
IMAX Corp.(1) | 20,744 | 455,331 | ||||||
InterActiveCorp(1) | 26,858 | 5,854,238 | ||||||
Interpublic Group of Companies, Inc. | 2,334 | 50,321 | ||||||
Iridium Communications, Inc.(1) | 131,058 | 2,788,914 | ||||||
John Wiley & Sons, Inc. - Class A | 557,953 | 24,516,455 | ||||||
Liberty Media Corp.-Liberty Braves - Class A(1) | 3,836 | 106,756 | ||||||
Liberty Media Corp.-Liberty Braves - Class C(1) | 14,291 | 396,575 | ||||||
Liberty TripAdvisor Holdings, Inc. - Class A(1) | 28,738 | 270,425 | ||||||
Live Nation Entertainment, Inc.(1) | 608,207 | 40,348,452 | ||||||
LiveXLive Media, Inc.(1) | 13,219 | 26,504 | ||||||
Loral Space & Communications, Inc.(1) | 5,039 | 208,615 | ||||||
Madison Square Garden Co. - Class A(1) | 116 | 30,568 | ||||||
Match Group, Inc. | 3,696 | 264,042 | ||||||
MDC Partners, Inc. - Class A(1) | 22,058 | 62,204 | ||||||
Meet Group, Inc.(1) | 18,197 | 59,595 | ||||||
Meredith Corp. | 15,755 | 577,578 | ||||||
National CineMedia, Inc. | 2,908 | 23,846 | ||||||
New York Times Co. - Class A | 2,088 | 59,466 | ||||||
Nexstar Media Group, Inc. - Class A | 2,338 | 239,201 | ||||||
Omnicom Group, Inc. | 7,770 | 608,391 | ||||||
Ooma, Inc.(1) | 7,523 | 78,239 | ||||||
ORBCOMM, Inc.(1) | 23,276 | 110,794 | ||||||
Pareteum Corp.(1) | 19,683 | 25,391 | ||||||
Pinterest, Inc. - Class A(1) | 456,130 | 12,064,639 | ||||||
QuinStreet, Inc.(1) | 17,949 | 225,978 | ||||||
Rosetta Stone, Inc.(1) | 1,368 | 23,803 | ||||||
Shenandoah Telecommunications Co. | 18,954 | 602,169 | ||||||
Sinclair Broadcast Group, Inc. - Class A | 3,901 | 166,729 | ||||||
Sirius XM Holdings, Inc. | 92,468 | 578,387 | ||||||
Spotify Technology SA(1) | 8,001 | 912,114 | ||||||
Take-Two Interactive Software, Inc.(1) | 34,567 | 4,332,628 | ||||||
TechTarget, Inc.(1) | 9,035 | 203,513 | ||||||
Travelzoo(1) | 2,215 | 23,678 |
TripAdvisor, Inc.(1) | 6,421 | 248,364 | ||||||
TrueCar, Inc.(1) | 34,772 | 118,225 | ||||||
Twitter, Inc.(1) | 50,981 | 2,100,417 | ||||||
Vonage Holdings Corp.(1) | 60,605 | 684,837 | ||||||
World Wrestling Entertainment, Inc. - Class A | 2,948 | 209,750 | ||||||
Yelp, Inc. - Class A(1) | 27,403 | 952,254 | ||||||
Zayo Group Holdings, Inc.(1) | 15,306 | 518,873 | ||||||
Zynga, Inc. - Class A(1) | 2,012,428 | 11,712,331 | ||||||
|
| |||||||
121,255,979 | ||||||||
|
| |||||||
Consumer Discretionary 11.81% | ||||||||
1-800-Flowers.com, Inc. - Class A(1) | 9,872 | 146,056 | ||||||
Aarons, Inc. | 125,843 | 8,086,671 | ||||||
Advance Auto Parts, Inc. | 305,051 | 50,455,435 | ||||||
American Eagle Outfitters, Inc. | 57,756 | 936,802 | ||||||
Americas Car-Mart, Inc.(1) | 2,450 | 224,665 | ||||||
Aptiv Plc | 281,108 | 24,574,461 | ||||||
Asbury Automotive Group, Inc.(1) | 7,662 | 784,052 | ||||||
At Home Group, Inc.(1) | 1,173 | 11,284 | ||||||
AutoZone, Inc.(1) | 1,653 | 1,792,877 | ||||||
Best Buy, Inc. | 3,170 | 218,698 | ||||||
Biglari Holdings, Inc. - Class B(1) | 323 | 35,207 | ||||||
BJs Restaurants, Inc. | 8,137 | 316,041 | ||||||
Bloomin Brands, Inc. | 34,436 | 651,874 | ||||||
Boot Barn Holdings, Inc.(1) | 11,056 | 385,854 | ||||||
Boyd Gaming Corp. | 29,010 | 694,790 | ||||||
Bright Horizons Family Solutions, Inc.(1) | 76,533 | 11,671,283 | ||||||
Brinker International, Inc. | 11,219 | 478,715 | ||||||
Burlington Stores, Inc.(1) | 44,249 | 8,841,835 | ||||||
Camping World Holdings, Inc. - Class A | 12,847 | 114,338 | ||||||
Canada Goose Holdings, Inc.(1) | 66,167 | 2,909,363 | ||||||
Capri Holdings Ltd.(1) | 3,992 | 132,375 | ||||||
Career Education Corp.(1) | 27,326 | 434,210 | ||||||
CarMax, Inc.(1) | 5,326 | 468,688 | ||||||
Carrols Restaurant Group, Inc.(1) | 862 | 7,146 |
Carters, Inc. | 1,341 | 122,313 | ||||||
Carvana Co. - Class A(1) | 3,016 | 199,056 | ||||||
Cavco Industries, Inc.(1) | 3,406 | 654,259 | ||||||
Centric Brands, Inc.(1) | 7,672 | 19,257 | ||||||
Century Communities, Inc.(1) | 4,343 | 133,026 | ||||||
Cheesecake Factory, Inc. | 16,466 | 686,303 | ||||||
Chegg, Inc.(1) | 45,924 | 1,375,424 | ||||||
Chewy, Inc. - Class A(1) | 360,990 | 8,873,134 | ||||||
Childrens Place, Inc. | 6,085 | 468,484 | ||||||
Chipotle Mexican Grill, Inc. - Class A(1) | 1,730 | 1,454,013 | ||||||
Choice Hotels International, Inc. | 990 | 88,070 | ||||||
Churchill Downs, Inc. | 13,882 | 1,713,802 | ||||||
Chuys Holdings, Inc.(1) | 1,569 | 38,848 | ||||||
Clarus Corp. | 3,026 | 35,480 | ||||||
Collectors Universe | 3,005 | 85,582 | ||||||
Columbia Sportswear Co. | 1,311 | 127,023 | ||||||
Core-Mark Holding Co., Inc. | 17,914 | 575,308 | ||||||
Cracker Barrel Old Country Store, Inc. | 7,620 | 1,239,393 | ||||||
Crocs, Inc.(1) | 24,536 | 681,119 | ||||||
Darden Restaurants, Inc. | 8,347 | 986,782 | ||||||
Dave & Busters Entertainment, Inc. | 14,414 | 561,425 | ||||||
Deckers Outdoor Corp.(1) | 11,565 | 1,704,218 | ||||||
Delphi Technologies Plc | 268,778 | 3,601,625 | ||||||
Dennys Corp.(1) | 17,155 | 390,534 | ||||||
Designer Brands, Inc. - Class A | 9,143 | 156,528 | ||||||
Dine Brands Global, Inc. | 3,840 | 291,302 | ||||||
Dollar General Corp. | 16,511 | 2,624,258 | ||||||
Dollar Tree, Inc.(1) | 8,666 | 989,311 | ||||||
Dominos Pizza, Inc. | 27,175 | 6,646,733 | ||||||
Dorman Products, Inc.(1) | 10,632 | 845,669 | ||||||
Drive Shack, Inc.(1) | 21,950 | 94,605 | ||||||
Duluth Holdings, Inc. - Class B(1) | 4,363 | 36,998 | ||||||
Dunkin Brands Group, Inc. | 5,225 | 414,656 | ||||||
Eldorado Resorts, Inc.(1) | 26,008 | 1,036,939 |
Empire Resorts, Inc.(1) | 598 | 5,759 | ||||||
Etsy, Inc.(1) | 8,093 | 457,255 | ||||||
Everi Holdings, Inc.(1) | 27,222 | 230,298 | ||||||
Expedia Group, Inc. | 267,996 | 36,021,342 | ||||||
Five Below, Inc.(1) | 31,741 | 4,002,540 | ||||||
Floor & Decor Holdings, Inc. - Class A(1) | 93,903 | 4,803,138 | ||||||
Fox Factory Holding Corp.(1) | 53,447 | 3,326,541 | ||||||
Funko, Inc. - Class A(1) | 7,027 | 144,581 | ||||||
Gentherm, Inc.(1) | 180,606 | 7,420,198 | ||||||
Golden Entertainment, Inc.(1) | 3,186 | 42,342 | ||||||
GoPro, Inc. - Class A(1) | 45,473 | 235,778 | ||||||
Grand Canyon Education, Inc.(1) | 34,655 | 3,403,121 | ||||||
Green Brick Partners, Inc.(1) | 729 | 7,800 | ||||||
Greenlane Holdings, Inc. - Class A(1) | 2,104 | 7,133 | ||||||
Groupon, Inc. - Class A(1) | 179,001 | 476,143 | ||||||
GrubHub, Inc.(1) | 423,998 | 23,832,928 | ||||||
H&R Block, Inc. | 2,082 | 49,177 | ||||||
Hamilton Beach Brands Holding Co. - Class A | 2,495 | 40,344 | ||||||
Hanesbrands, Inc. | 18,799 | 288,001 | ||||||
Hasbro, Inc. | 7,868 | 933,853 | ||||||
Helen of Troy Ltd.(1) | 76,527 | 12,065,247 | ||||||
Hibbett Sports, Inc.(1) | 571 | 13,076 | ||||||
Hilton Grand Vacations, Inc.(1) | 747 | 23,904 | ||||||
Hilton Worldwide Holdings, Inc. | 19,172 | 1,785,105 | ||||||
Hooker Furniture Corp. | 331 | 7,097 | ||||||
Hudson Ltd. - Class A(1) | 399,684 | 4,904,123 | ||||||
Inspired Entertainment, Inc.(1) | 2,961 | 21,290 | ||||||
Installed Building Products, Inc.(1) | 8,913 | 511,071 | ||||||
iRobot Corp.(1) | 10,851 | 669,181 | ||||||
Jack in the Box, Inc. | 1,598 | 145,610 | ||||||
Johnson Outdoors, Inc. - Class A | 1,215 | 71,150 | ||||||
K12, Inc.(1) | 1,250 | 33,000 | ||||||
KB Home | 6,783 | 230,622 | ||||||
Kontoor Brands, Inc. | 4,200 | 147,420 |
Kura Sushi USA, Inc. - Class A(1) | 704 | 13,813 | ||||||
L Brands, Inc. | 2,458 | 48,152 | ||||||
La-Z-Boy, Inc. | 7,591 | 254,982 | ||||||
LCI Industries | 9,639 | 885,342 | ||||||
Leaf Group Ltd.(1) | 4,788 | 20,110 | ||||||
Legacy Housing Corp.(1) | 890 | 14,418 | ||||||
Lennar Corp. - Class A | 7,838 | 437,752 | ||||||
Lennar Corp. - Class B | 467 | 20,721 | ||||||
LGI Homes, Inc.(1) | 7,913 | 659,311 | ||||||
Lindblad Expeditions Holdings, Inc.(1) | 9,026 | 151,276 | ||||||
Lithia Motors, Inc. - Class A | 5,373 | 711,278 | ||||||
LKQ Corp.(1) | 2,914 | 91,645 | ||||||
Lovesac Co.(1) | 3,626 | 67,697 | ||||||
Lululemon Athletica, Inc.(1) | 34,917 | 6,722,570 | ||||||
Lumber Liquidators Holdings, Inc.(1) | 1,985 | 19,592 | ||||||
Malibu Boats, Inc. - Class A(1) | 8,232 | 252,558 | ||||||
Marine Products Corp. | 2,812 | 39,818 | ||||||
MarineMax, Inc.(1) | 483 | 7,477 | ||||||
Marriott Vacations Worldwide Corp. | 3,063 | 317,357 | ||||||
MasterCraft Boat Holdings, Inc.(1) | 7,401 | 110,460 | ||||||
Mattel, Inc.(1) | 15,928 | 181,420 | ||||||
MercadoLibre, Inc.(1) | 64,240 | 35,411,015 | ||||||
MGM Resorts International | 2,920 | 80,942 | ||||||
Monarch Casino & Resort, Inc.(1) | 3,548 | 147,916 | ||||||
Monro, Inc. | 12,876 | 1,017,333 | ||||||
Murphy USA, Inc.(1) | 2,111 | 180,068 | ||||||
Nathans Famous, Inc. | 478 | 34,344 | ||||||
National Vision Holdings, Inc.(1) | 30,972 | 745,496 | ||||||
Noodles & Co. - Class A(1) | 11,157 | 63,149 | ||||||
Nordstrom, Inc. | 7,280 | 245,118 | ||||||
Norwegian Cruise Line Holdings Ltd.(1) | 2,894 | 149,822 | ||||||
NVR, Inc.(1) | 219 | 814,100 | ||||||
Ollies Bargain Outlet Holdings, Inc.(1) | 146,290 | 8,578,446 | ||||||
OReilly Automotive, Inc.(1) | 5,101 | 2,032,800 |
Overstock.com, Inc.(1) | 1,700 | 18,003 | ||||||
Oxford Industries, Inc. | 2,577 | 184,771 | ||||||
Papa Johns International, Inc. | 7,828 | 409,796 | ||||||
Penn National Gaming, Inc.(1) | 4,991 | 92,957 | ||||||
PetMed Express, Inc. | 2,314 | 41,698 | ||||||
Planet Fitness, Inc. - Class A(1) | 5,731 | 331,653 | ||||||
PlayAGS, Inc.(1) | 10,650 | 109,482 | ||||||
Polaris Industries, Inc. | 3,495 | 307,595 | ||||||
Pool Corp. | 70,025 | 14,124,043 | ||||||
Purple Innovation, Inc.(1) | 364 | 2,741 | ||||||
Quotient Technology, Inc.(1) | 3,041 | 23,781 | ||||||
RealReal, Inc.(1) | 1,760 | 39,354 | ||||||
Red Rock Resorts, Inc. - Class A | 27,621 | 560,844 | ||||||
Regis Corp.(1) | 677 | 13,689 | ||||||
Rent-A-Center, Inc. | 19,275 | 497,102 | ||||||
RH(1) | 1,859 | 317,573 | ||||||
Roku, Inc. - Class A(1) | 5,773 | 587,460 | ||||||
Ross Stores, Inc. | 370,772 | 40,729,304 | ||||||
Rubicon Project, Inc.(1) | 13,109 | 114,179 | ||||||
Ruths Hospitality Group, Inc. | 10,961 | 223,769 | ||||||
Sally Beauty Holdings, Inc.(1) | 684,000 | 10,184,760 | ||||||
Scientific Games Corp.(1) | 22,093 | 449,593 | ||||||
SeaWorld Entertainment, Inc.(1) | 18,726 | 492,868 | ||||||
Select Interior Concepts, Inc. - Class A(1) | 2,282 | 29,598 | ||||||
Service Corp. International | 4,346 | 207,782 | ||||||
ServiceMaster Global Holdings, Inc.(1) | 1,482 | 82,844 | ||||||
Shake Shack, Inc. - Class A(1) | 11,486 | 1,126,087 | ||||||
Shutterstock, Inc.(1) | 7,514 | 271,406 | ||||||
Six Flags Entertainment Corp. | 510 | 25,903 | ||||||
Skechers U.S.A., Inc. - Class A(1) | 3,202 | 119,595 | ||||||
Skyline Champion Corp.(1) | 19,934 | 599,814 | ||||||
Sleep Number Corp.(1) | 10,453 | 431,918 | ||||||
Sonos, Inc.(1) | 27,895 | 374,072 | ||||||
Sothebys(1) | 12,509 | 712,763 |
Standard Motor Products, Inc. | 1,743 | 84,623 | ||||||
Steven Madden Ltd. | 271,812 | 9,728,151 | ||||||
Stitch Fix, Inc. - Class A(1) | 14,849 | 285,843 | ||||||
Stoneridge, Inc.(1) | 1,152 | 35,677 | ||||||
Strategic Education, Inc. | 8,446 | 1,147,642 | ||||||
Sturm Ruger & Co., Inc. | 6,009 | 250,936 | ||||||
Superior Group of Companies, Inc. | 1,138 | 18,345 | ||||||
Tailored Brands, Inc. | 17,520 | 77,088 | ||||||
Target Hospitality Corp.(1) | 12,940 | 88,121 | ||||||
Taylor Morrison Home Corp. - Class A(1) | 5,768 | 149,622 | ||||||
Tempur Sealy International, Inc.(1) | 3,117 | 240,632 | ||||||
Texas Roadhouse, Inc. - Class A | 160,002 | 8,403,305 | ||||||
The Habit Restaurants, Inc. - Class A(1) | 2,455 | 21,457 | ||||||
TopBuild Corp.(1) | 13,423 | 1,294,380 | ||||||
Tractor Supply Co. | 231,048 | 20,895,981 | ||||||
Twin River Worldwide Holdings, Inc. | 7,849 | 179,193 | ||||||
Ulta Beauty, Inc.(1) | 83,825 | 21,010,736 | ||||||
Under Armour, Inc. - Class A(1) | 8,514 | 169,769 | ||||||
Under Armour, Inc. - Class C(1) | 8,492 | 153,960 | ||||||
Universal Electronics, Inc.(1) | 4,847 | 246,712 | ||||||
Vail Resorts, Inc. | 2,429 | 552,743 | ||||||
Waitr Holdings, Inc.(1) | 3,833 | 4,925 | ||||||
Wayfair, Inc. - Class A(1) | 4,205 | 471,465 | ||||||
Wendys Co. | 12,417 | 248,092 | ||||||
Williams-Sonoma, Inc. | 979 | 66,552 | ||||||
Wingstop, Inc. | 57,878 | 5,051,592 | ||||||
Winmark Corp. | 361 | 63,677 | ||||||
Winnebago Industries, Inc. | 8,605 | 330,002 | ||||||
Wolverine World Wide, Inc. | 16,025 | 452,867 | ||||||
Wyndham Hotels & Resorts, Inc. | 1,919 | 99,289 | ||||||
Wynn Resorts Ltd. | 5,495 | 597,416 | ||||||
YETI Holdings, Inc.(1) | 12,224 | 342,272 | ||||||
Yum China Holdings, Inc. | 19,817 | 900,286 | ||||||
ZAGG, Inc.(1) | 655 | 4,107 | ||||||
|
| |||||||
467,714,918 | ||||||||
|
|
Consumer Staples 6.22% | ||||||||
22nd Century Group, Inc.(1) | 45,570 | 102,988 | ||||||
B&G Foods, Inc. | 2,480 | 46,897 | ||||||
BJs Wholesale Club Holdings, Inc.(1) | 15,157 | 392,112 | ||||||
Boston Beer Inc. - Class A(1) | 3,295 | 1,199,644 | ||||||
Bridgford Foods Corp.(1) | 749 | 22,597 | ||||||
Brown-Forman Corp. - Class A | 2,874 | 171,721 | ||||||
Brown-Forman Corp. - Class B | 292,848 | 18,384,997 | ||||||
Calavo Growers, Inc. | 114,132 | 10,863,084 | ||||||
Campbell Soup Co. | 342,439 | 16,067,238 | ||||||
Caseys General Stores, Inc. | 116,617 | 18,793,996 | ||||||
Celsius Holdings, Inc.(1) | 9,975 | 34,663 | ||||||
Church & Dwight Co., Inc. | 16,690 | 1,255,756 | ||||||
Clorox Co. | 6,948 | 1,055,193 | ||||||
Coca-Cola Consolidated, Inc. | 1,857 | 564,287 | ||||||
Craft Brew Alliance, Inc.(1) | 667 | 5,463 | ||||||
elf Beauty, Inc.(1) | 1,481 | 25,932 | ||||||
Flowers Foods, Inc. | 524,150 | 12,123,589 | ||||||
Freshpet, Inc.(1) | 13,608 | 677,270 | ||||||
Grocery Outlet Holding Corp.(1) | 179 | 6,208 | ||||||
Herbalife Nutrition Ltd.(1) | 1,048 | 39,677 | ||||||
Hershey Co. | 8,526 | 1,321,445 | ||||||
HF Foods Group, Inc.(1) | 2,968 | 50,604 | ||||||
Hormel Foods Corp. | 458,000 | 20,028,340 | ||||||
Inter Parfums, Inc. | 6,966 | 487,411 | ||||||
J&J Snack Foods Corp. | 5,981 | 1,148,352 | ||||||
John B Sanfilippo & Son, Inc. | 3,413 | 329,696 | ||||||
Kellogg Co. | 6,393 | 411,390 | ||||||
Lamb Weston Holdings, Inc. | 343,553 | 24,983,174 | ||||||
Lancaster Colony Corp. | 5,408 | 749,819 | ||||||
LifeVantage Corp.(1) | 5,422 | 74,281 | ||||||
Limoneira Co. | 1,734 | 31,836 | ||||||
McCormick & Co., Inc. | 82,386 | 12,876,932 |
Medifast, Inc. | 4,494 | 465,713 | ||||||
MGP Ingredients, Inc. | 5,103 | 253,517 | ||||||
Molson Coors Brewing Co. - Class B | 295,000 | 16,962,500 | ||||||
Monster Beverage Corp.(1) | 68,847 | 3,997,257 | ||||||
National Beverage Corp. | 4,652 | 206,363 | ||||||
New Age Beverages Corp.(1) | 30,446 | 84,031 | ||||||
Performance Food Group Co.(1) | 40,672 | 1,871,319 | ||||||
Pilgrims Pride Corp.(1) | 1,218 | 39,031 | ||||||
Post Holdings, Inc.(1) | 1,983 | 209,881 | ||||||
PriceSmart, Inc. | 768 | 54,605 | ||||||
Primo Water Corp.(1) | 13,756 | 168,924 | ||||||
Revlon, Inc. - Class A(1) | 2,331 | 54,755 | ||||||
Sanderson Farms, Inc. | 6,613 | 1,000,745 | ||||||
Sprouts Farmers Market, Inc.(1) | 3,844 | 74,343 | ||||||
The Chefs Warehouse, Inc.(1) | 9,679 | 390,257 | ||||||
The J.M. Smucker Co. | 232,000 | 25,524,640 | ||||||
Tootsie Roll Industries, Inc. | 5,745 | 213,369 | ||||||
TreeHouse Foods, Inc.(1) | 271,638 | 15,062,327 | ||||||
Turning Point Brands, Inc. | 3,328 | 76,744 | ||||||
US Foods Holding Corp.(1) | 585,000 | 24,043,500 | ||||||
USANA Health Sciences, Inc.(1) | 5,092 | 348,242 | ||||||
Vector Group Ltd. | 41,500 | 494,265 | ||||||
WD-40 Co. | 56,648 | 10,397,174 | ||||||
Youngevity International, Inc.(1) | 3,882 | 17,352 | ||||||
|
| |||||||
246,337,446 | ||||||||
|
| |||||||
Energy 0.54% | ||||||||
Altus Midstream Co. - Class A(1) | 20,242 | 57,285 | ||||||
Apergy Corp.(1) | 186,847 | 5,054,211 | ||||||
Ardmore Shipping Corp.(1) | 2,471 | 16,531 | ||||||
Brigham Minerals, Inc. - Class A | 4,570 | 90,943 | ||||||
Cabot Oil & Gas Corp. | 160,269 | 2,815,926 | ||||||
Cactus, Inc. - Class A(1) | 18,636 | 539,326 | ||||||
Cheniere Energy, Inc.(1) | 9,079 | 572,522 | ||||||
Core Laboratories NV | 101,875 | 4,749,412 |
CVR Energy, Inc. | 4,817 | 212,093 | ||||||
Diamondback Energy, Inc. | 2,307 | 207,422 | ||||||
DMC Global, Inc. | 5,598 | 246,200 | ||||||
Dorian LPG Ltd.(1) | 2,166 | 22,440 | ||||||
Equitrans Midstream Corp. | 1,388 | 20,195 | ||||||
Evolution Petroleum Corp. | 9,183 | 53,629 | ||||||
Falcon Minerals Corp. | 2,365 | 13,599 | ||||||
FTS International, Inc.(1) | 5,655 | 12,667 | ||||||
GasLog Ltd. | 10,597 | 136,171 | ||||||
Golar LNG Ltd. | 2,857 | 37,112 | ||||||
Goodrich Petroleum Corp.(1) | 2,717 | 28,882 | ||||||
Isramco, Inc.(1) | 283 | 34,721 | ||||||
Jagged Peak Energy, Inc.(1) | 16,510 | 119,863 | ||||||
Liberty Oilfield Services, Inc. - Class A | 6,187 | 67,005 | ||||||
Matador Resources Co.(1) | 4,322 | 71,443 | ||||||
NextDecade Corp.(1) | 4,317 | 24,866 | ||||||
ONEOK, Inc. | 8,910 | 656,578 | ||||||
Parsley Energy, Inc. - Class A | 103,246 | 1,734,533 | ||||||
Pioneer Natural Resources Co. | 4,844 | 609,230 | ||||||
PrimeEnergy Resources Corp.(1) | 167 | 19,205 | ||||||
ProPetro Holding Corp.(1) | 17,748 | 161,329 | ||||||
RigNet, Inc.(1) | 5,157 | 39,967 | ||||||
Ring Energy, Inc.(1) | 9,618 | 15,774 | ||||||
Rosehill Resources, Inc. - Class A(1) | 3,749 | 7,311 | ||||||
Solaris Oilfield Infrastructure, Inc. - Class A | 12,210 | 163,858 | ||||||
SRC Energy, Inc.(1) | 500,284 | 2,331,323 | ||||||
Tellurian, Inc.(1) | 37,282 | 310,000 | ||||||
U.S. Well Services, Inc.(1) | 6,016 | 13,175 | ||||||
Uranium Energy Corp.(1) | 71,631 | 69,833 | ||||||
|
| |||||||
21,336,580 | ||||||||
|
| |||||||
Financials 8.95% | ||||||||
Alleghany Corp.(1) | 102 | 81,372 | ||||||
Ameriprise Financial, Inc. | 1,217 | 179,021 | ||||||
Ameris Bancorp | 3,787 | 152,389 |
Arch Capital Group Ltd.(1) | 3,574 | 150,037 | ||||||
Ares Management Corp. - Class A | 26,466 | 709,553 | ||||||
Argo Group International Holdings Ltd. | 187,704 | 13,184,329 | ||||||
Arthur J. Gallagher & Co. | 332,596 | 29,790,624 | ||||||
Artisan Partners Asset Management, Inc. - Class A | 10,550 | 297,932 | ||||||
Assetmark Financial Holdings, Inc.(1) | 2,506 | 65,281 | ||||||
Athene Holding Ltd. - Class A(1) | 3,987 | 167,693 | ||||||
Atlantic Capital Bancshares, Inc.(1) | 665 | 11,531 | ||||||
Axis Capital Holdings Ltd. | 571 | 38,097 | ||||||
Axos Financial, Inc.(1) | 14,515 | 401,340 | ||||||
Bank First Corp. | 2,188 | 144,802 | ||||||
Bank of NT Butterfield & Son Ltd. | 7,034 | 208,488 | ||||||
Bank7 Corp. | 211 | 3,967 | ||||||
Baycom Corp.(1) | 1,580 | 35,882 | ||||||
Blucora, Inc.(1) | 13,815 | 298,957 | ||||||
Brown & Brown, Inc. | 833 | 30,038 | ||||||
Bryn Mawr Bank Corp. | 109,788 | 4,008,360 | ||||||
Cambridge Bancorp | 464 | 34,805 | ||||||
Camden National Corp. | 105,605 | 4,574,809 | ||||||
CBOE Global Markets, Inc. | 1,851 | 212,698 | ||||||
Century Bancorp, Inc. - Class A | 177 | 15,505 | ||||||
CIT Group, Inc. | 450 | 20,389 | ||||||
City Holding Co. | 549 | 41,861 | ||||||
CNB Financial Corporation, Inc. | 342 | 9,815 | ||||||
Coastal Financial Corp.(1) | 1,778 | 26,866 | ||||||
Cohen & Steers, Inc. | 207,615 | 11,404,292 | ||||||
Columbia Banking System, Inc. | 439,570 | 16,220,133 | ||||||
Comerica, Inc. | 559 | 36,888 | ||||||
Commerce Bancshares, Inc. | 197,400 | 11,972,310 | ||||||
ConnectOne Bancorp, Inc. | 3,344 | 74,237 | ||||||
Cowen, Inc. - Class A(1) | 5,355 | 82,413 | ||||||
Crawford & Co. - Class A | 5,627 | 61,222 | ||||||
Credit Acceptance Corp.(1) | 627 | 289,241 | ||||||
CrossFirst Bankshares, Inc.(1) | 543 | 7,768 |
Cullen/Frost Bankers, Inc. | 167,000 | 14,787,850 | ||||||
Curo Group Holdings Corp.(1) | 6,692 | 88,870 | ||||||
Diamond Hill Investment Group, Inc. | 1,101 | 152,081 | ||||||
Discover Financial Services | 7,547 | 611,986 | ||||||
E*TRADE Financial Corp. | 2,966 | 129,585 | ||||||
Eagle Bancorp, Inc. | 741 | 33,063 | ||||||
eHealth, Inc.(1) | 8,843 | 590,624 | ||||||
Elevate Credit, Inc.(1) | 6,539 | 27,529 | ||||||
Enova International, Inc.(1) | 8,498 | 176,334 | ||||||
Enstar Group Ltd.(1) | 791 | 150,227 | ||||||
Entegra Financial Corp.(1) | 304 | 9,132 | ||||||
Erie Indemnity Co. - Class A | 1,112 | 206,443 | ||||||
Esquire Financial Holdings, Inc.(1) | 957 | 23,734 | ||||||
Essent Group Ltd. | 19,370 | 923,368 | ||||||
Evercore, Inc. - Class A | 981 | 78,578 | ||||||
Everest Re Group Ltd. | 150,460 | 40,035,901 | ||||||
FactSet Research Systems, Inc. | 2,540 | 617,144 | ||||||
FB Financial Corp. | 3,231 | 121,324 | ||||||
Federal Agricultural Mortgage Corp. - Class C | 1,062 | 86,723 | ||||||
Federated Investors, Inc. - Class B | 38,130 | 1,235,793 | ||||||
FedNat Holding Co. | 2,308 | 32,289 | ||||||
Fidelity D&D Bancorp, Inc. | 433 | 26,954 | ||||||
First Capital, Inc. | 88 | 5,089 | ||||||
First Financial Bankshares, Inc. | 51,515 | 1,716,995 | ||||||
First Financial Corp. | 464 | 20,170 | ||||||
First Foundation, Inc. | 5,149 | 78,651 | ||||||
First Republic Bank | 202,421 | 19,574,111 | ||||||
FirstCash, Inc. | 74,367 | 6,817,223 | ||||||
Focus Financial Partners, Inc. - Class A(1) | 11,915 | 283,577 | ||||||
FS Bancorp, Inc. | 263 | 13,808 | ||||||
GAMCO Investors, Inc. - Class A | 1,869 | 36,539 | ||||||
Glacier Bancorp, Inc. | 4,753 | 192,306 | ||||||
Global Indemnity Ltd. | 721 | 18,003 | ||||||
Goosehead Insurance, Inc. - Class A | 4,561 | 225,085 |
Great Western Bancorp, Inc. | 253,289 | 8,358,537 | ||||||
Green Dot Corp. - Class A(1) | 15,873 | 400,793 | ||||||
Greene County Bancorp, Inc. | 1,078 | 29,537 | ||||||
Greenhill & Co., Inc. | 6,530 | 85,674 | ||||||
GWG Holdings, Inc.(1) | 414 | 4,132 | ||||||
Hamilton Lane, Inc. - Class A | 8,636 | 491,907 | ||||||
Hanmi Financial Corp. | 645 | 12,113 | ||||||
HarborOne Bancorp, Inc.(1) | 4,815 | 48,463 | ||||||
Health Insurance Innovations, Inc. - Class A(1) | 3,818 | 95,183 | ||||||
Heritage Commerce Corp. | 1,855 | 21,806 | ||||||
Heritage Insurance Holdings, Inc. | 1,110 | 16,595 | ||||||
Hingham Institution for Savings | 264 | 49,896 | ||||||
HomeTrust Bancshares, Inc. | 1,986 | 51,775 | ||||||
Houlihan Lokey, Inc. - Class A | 247,042 | 11,141,594 | ||||||
Independent Bank Corp. | 1,207 | 90,103 | ||||||
Independent Bank Corp. MI | 2,376 | 50,644 | ||||||
Independent Bank Group, Inc. | 3,742 | 196,867 | ||||||
Interactive Brokers Group, Inc. - Class A | 1,344 | 72,280 | ||||||
Investar Holding Corp. | 1,074 | 25,561 | ||||||
Investors Title Co. | 86 | 13,769 | ||||||
James River Group Holdings Ltd. | 5,595 | 286,688 | ||||||
Kearny Financial Corp. | 10,669 | 139,124 | ||||||
Kemper Corp. | 760 | 59,242 | ||||||
Kinsale Capital Group, Inc. | 8,067 | 833,402 | ||||||
Ladenburg Thalmann Financial Services, Inc. | 43,129 | 102,216 | ||||||
Lakeland Financial Corp. | 7,257 | 319,163 | ||||||
Lazard Ltd. - Class A | 2,675 | 93,625 | ||||||
LegacyTexas Financial Group, Inc. | 7,492 | 326,127 | ||||||
LendingTree, Inc.(1) | 520 | 161,424 | ||||||
LPL Financial Holdings, Inc. | 5,537 | 453,480 | ||||||
Malvern Bancorp, Inc.(1) | 592 | 12,923 | ||||||
Markel Corp.(1) | 74 | 87,461 | ||||||
MarketAxess Holdings, Inc. | 21,570 | 7,064,175 | ||||||
Marlin Business Services Corp. | 1,166 | 29,372 |
MBIA, Inc.(1) | 2,873 | 26,518 | ||||||
Meridian Bancorp, Inc. | 2,876 | 53,925 | ||||||
Meta Financial Group, Inc. | 8,122 | 264,858 | ||||||
Midland States Bancorp, Inc. | 993 | 25,868 | ||||||
Moelis & Co. - Class A | 15,340 | 503,919 | ||||||
Morningstar, Inc. | 47,318 | 6,915,053 | ||||||
Mr Cooper Group, Inc.(1) | 14,438 | 153,332 | ||||||
MSCI, Inc. - Class A | 5,578 | 1,214,610 | ||||||
National Bank Holdings Corp. - Class A | 3,885 | 132,828 | ||||||
National General Holdings Corp. | 16,151 | 371,796 | ||||||
NMI Holdings, Inc. - Class A(1) | 25,759 | 676,431 | ||||||
Northeast Bank | 244 | 5,409 | ||||||
Northern Trust Corp. | 275,000 | 25,663,000 | ||||||
Oak Valley Bancorp | 225 | 3,773 | ||||||
Palomar Holdings, Inc. - Class A(1) | 50,690 | 1,998,200 | ||||||
PCSB Financial Corp. | 782 | 15,632 | ||||||
Peoples Utah Bancorp | 412 | 11,655 | ||||||
Pioneer Bancorp, Inc.(1) | 435 | 5,433 | ||||||
PJT Partners, Inc. - Class A | 5,247 | 213,553 | ||||||
PRA Group, Inc.(1) | 156,113 | 5,275,058 | ||||||
Preferred Bank Los Angeles | 1,638 | 85,798 | ||||||
Primerica, Inc. | 2,035 | 258,913 | ||||||
ProSight Global, Inc.(1) | 1,403 | 27,162 | ||||||
Prosperity Bancshares, Inc. | 215,000 | 15,185,450 | ||||||
Provident Bancorp, Inc.(1) | 145 | 3,484 | ||||||
Pzena Investment Management, Inc. - Class A | 7,045 | 62,841 | ||||||
Raymond James Financial, Inc. | 1,985 | 163,683 | ||||||
Red River Bancshares, Inc.(1) | 79 | 3,426 | ||||||
Regional Management Corp.(1) | 1,770 | 49,843 | ||||||
Reliant Bancorp, Inc. | 377 | 9,040 | ||||||
RenaissanceRe Holdings Ltd. | 1,122 | 217,051 | ||||||
Richmond Mutual Bancorporation, Inc.(1) | 582 | 8,142 | ||||||
RLI Corp. | 15,798 | 1,467,792 | ||||||
Safeguard Scientifics, Inc.(1) | 7,531 | 85,402 |
Sculptor Capital Management, Inc. - Class A | 3,567 | 69,485 | ||||||
Seacoast Banking Corp. of Florida(1) | 3,316 | 83,928 | ||||||
SEI Investments Co. | 4,161 | 246,560 | ||||||
Selective Insurance Group, Inc. | 10,492 | 788,893 | ||||||
ServisFirst Bancshares, Inc. | 15,706 | 520,654 | ||||||
Siebert Financial Corp.(1) | 2,797 | 25,732 | ||||||
Signature Bank | 1,800 | 214,596 | ||||||
Silvercrest Asset Management Group, Inc. - Class A | 3,414 | 41,992 | ||||||
South State Corp. | 146,124 | 11,003,137 | ||||||
Southern Missouri Bancorp, Inc. | 156 | 5,683 | ||||||
State Auto Financial Corp. | 541 | 17,523 | ||||||
Stock Yards Bancorp, Inc. | 1,721 | 63,143 | ||||||
SVB Financial Group(1) | 77,344 | 16,161,029 | ||||||
Synchrony Financial | 12,157 | 414,432 | ||||||
Synovus Financial Corp. | 744 | 26,605 | ||||||
T Rowe Price Group, Inc. | 4,495 | 513,554 | ||||||
Texas Capital Bancshares, Inc.(1) | 134,546 | 7,352,939 | ||||||
The Progressive Corp. | 274,520 | 21,206,670 | ||||||
Tradeweb Markets, Inc. - Class A | 229,753 | 8,496,266 | ||||||
TriState Capital Holdings, Inc.(1) | 2,304 | 48,476 | ||||||
Triumph Bancorp, Inc.(1) | 4,549 | 145,068 | ||||||
Trupanion, Inc.(1) | 11,178 | 284,145 | ||||||
UMB Financial Corp. | 140,069 | 9,045,656 | ||||||
Union Bankshares, Inc. | 391 | 12,340 | ||||||
United Community Banks, Inc. | 2,341 | 66,367 | ||||||
United Community Financial Corp. | 2,874 | 30,982 | ||||||
United Fire Group, Inc. | 738 | 34,671 | ||||||
Unity Bancorp, Inc. | 290 | 6,424 | ||||||
Universal Insurance Holdings, Inc. | 4,051 | 121,489 | ||||||
Value Line, Inc. | 389 | 8,850 | ||||||
Veritex Holdings, Inc. | 6,148 | 149,181 | ||||||
Virtu Financial, Inc. - Class A | 1,375 | 22,495 | ||||||
Virtus Investment Partners, Inc. | 341 | 37,704 | ||||||
Voya Financial, Inc. | 693 | 37,727 |
Walker & Dunlop, Inc. | 1,383 | 77,351 | ||||||
Waterstone Financial, Inc. | 950 | 16,321 | ||||||
West Bancorporation, Inc. | 1,277 | 27,762 | ||||||
Westamerica Bancorporation | 1,854 | 115,282 | ||||||
Western Alliance Bancorp | 714 | 32,901 | ||||||
WisdomTree Investments, Inc. | 19,418 | 101,459 | ||||||
World Acceptance Corp.(1) | 1,430 | 182,339 | ||||||
|
| |||||||
354,414,374 | ||||||||
|
| |||||||
Healthcare 20.05% | ||||||||
ABIOMED, Inc.(1) | 15,657 | 2,785,224 | ||||||
Acadia Healthcare Co., Inc.(1) | 97,704 | 3,036,640 | ||||||
ACADIA Pharmaceuticals, Inc.(1) | 41,554 | 1,495,528 | ||||||
Accelerate Diagnostics, Inc.(1) | 10,797 | 200,500 | ||||||
Acceleron Pharma, Inc.(1) | 14,781 | 583,997 | ||||||
Accuray, Inc.(1) | 34,856 | 96,551 | ||||||
AcelRx Pharmaceuticals, Inc.(1) | 9,592 | 21,102 | ||||||
Acer Therapeutics, Inc.(1) | 2,660 | 8,485 | ||||||
Adaptive Biotechnologies Corp.(1) | 758 | 23,422 | ||||||
Addus HomeCare Corp.(1) | 4,168 | 330,439 | ||||||
ADMA Biologics, Inc.(1) | 17,774 | 79,094 | ||||||
Aduro Biotech, Inc.(1) | 23,568 | 24,982 | ||||||
Adverum Biotechnologies, Inc.(1) | 21,328 | 116,238 | ||||||
Aeglea BioTherapeutics, Inc.(1) | 1,518 | 11,673 | ||||||
Aerie Pharmaceuticals, Inc.(1) | 16,579 | 318,648 | ||||||
Affimed NV(1) | 19,796 | 58,200 | ||||||
Agenus, Inc.(1) | 42,733 | 110,251 | ||||||
AgeX Therapeutics, Inc.(1) | 7,838 | 15,362 | ||||||
Agilent Technologies, Inc. | 1,985 | 152,111 | ||||||
Agios Pharmaceuticals, Inc.(1) | 396 | 12,830 | ||||||
Aimmune Therapeutics, Inc.(1) | 17,632 | 369,214 | ||||||
Akcea Therapeutics, Inc.(1) | 4,841 | 74,503 | ||||||
Akero Therapeutics, Inc.(1) | 1,473 | 33,511 | ||||||
Akorn, Inc.(1) | 4,867 | 18,495 | ||||||
Albireo Pharma, Inc.(1) | 4,294 | 85,880 |
Alder Biopharmaceuticals, Inc.(1) | 28,815 | 543,451 | ||||||
Aldeyra Therapeutics, Inc.(1) | 6,051 | 31,889 | ||||||
Alector, Inc.(1) | 12,088 | 174,309 | ||||||
Alexion Pharmaceuticals, Inc.(1) | 162,087 | 15,874,801 | ||||||
Align Technology, Inc.(1) | 15,090 | 2,730,083 | ||||||
Allakos, Inc.(1) | 7,661 | 602,384 | ||||||
Allogene Therapeutics, Inc.(1) | 15,236 | 415,257 | ||||||
Alnylam Pharmaceuticals, Inc.(1) | 6,011 | 483,405 | ||||||
Alphatec Holdings, Inc.(1) | 13,445 | 67,494 | ||||||
Amedisys, Inc.(1) | 12,400 | 1,624,524 | ||||||
American Renal Associates Holdings, Inc.(1) | 2,920 | 18,454 | ||||||
AmerisourceBergen Corp. - Class A | 10,292 | 847,340 | ||||||
Amicus Therapeutics, Inc.(1) | 101,338 | 812,731 | ||||||
AMN Healthcare Services, Inc.(1) | 18,232 | 1,049,434 | ||||||
Amneal Pharmaceuticals, Inc.(1) | 37,249 | 108,022 | ||||||
Amphastar Pharmaceuticals, Inc.(1) | 14,153 | 280,654 | ||||||
AnaptysBio, Inc.(1) | 8,143 | 284,924 | ||||||
Anavex Life Sciences Corp.(1) | 17,240 | 54,478 | ||||||
ANI Pharmaceuticals, Inc.(1) | 3,588 | 261,493 | ||||||
Antares Pharma, Inc.(1) | 63,959 | 213,943 | ||||||
Apellis Pharmaceuticals, Inc.(1) | 19,197 | 462,456 | ||||||
Apollo Medical Holdings, Inc.(1) | 10,864 | 191,424 | ||||||
Applied Therapeutics, Inc.(1) | 819 | 9,001 | ||||||
Apyx Medical Corp.(1) | 1,864 | 12,619 | ||||||
Arena Pharmaceuticals, Inc.(1) | 15,711 | 719,092 | ||||||
ArQule, Inc.(1) | 40,264 | 288,693 | ||||||
Arrowhead Pharmaceuticals, Inc.(1) | 36,865 | 1,038,856 | ||||||
Arvinas, Inc.(1) | 7,270 | 156,669 | ||||||
Assembly Biosciences, Inc.(1) | 891 | 8,759 | ||||||
Atara Biotherapeutics, Inc.(1) | 20,389 | 287,893 | ||||||
Athenex, Inc.(1) | 27,033 | 328,856 | ||||||
Athersys, Inc.(1) | 52,720 | 70,118 | ||||||
Atreca, Inc. - Class A(1) | 1,993 | 24,394 | ||||||
AtriCure, Inc.(1) | 14,571 | 363,401 |
Atrion Corp. | 566 | 441,010 | ||||||
Audentes Therapeutics, Inc.(1) | 17,818 | 500,508 | ||||||
Avalon GloboCare Corp.(1) | 7,063 | 13,208 | ||||||
Avantor, Inc.(1) | 11,055 | 162,509 | ||||||
Avedro, Inc.(1) | 3,204 | 72,731 | ||||||
Avid Bioservices, Inc.(1) | 20,713 | 109,779 | ||||||
Avrobio, Inc.(1) | 8,044 | 113,581 | ||||||
Axcella Health Inc.(1) | 573 | 3,243 | ||||||
Axogen, Inc.(1) | 13,277 | 165,697 | ||||||
Axonics Modulation Technologies, Inc.(1) | 6,041 | 162,624 | ||||||
Axsome Therapeutics, Inc.(1) | 9,876 | 199,890 | ||||||
BeyondSpring, Inc.(1) | 4,446 | 80,473 | ||||||
BioCryst Pharmaceuticals, Inc.(1) | 37,189 | 106,546 | ||||||
BioDelivery Sciences International, Inc.(1) | 32,971 | 138,808 | ||||||
Biohaven Pharmaceutical Holding Co. Ltd.(1) | 15,468 | 645,325 | ||||||
BioLife Solutions, Inc.(1) | 2,641 | 43,907 | ||||||
BioMarin Pharmaceutical, Inc.(1) | 311,915 | 21,023,071 | ||||||
BioSig Technologies, Inc.(1) | 6,341 | 52,313 | ||||||
BioSpecifics Technologies Corp.(1) | 2,412 | 129,090 | ||||||
Bio-Techne Corp. | 167,624 | 32,798,988 | ||||||
BioTelemetry, Inc.(1) | 83,641 | 3,406,698 | ||||||
BioXcel Therapeutics, Inc.(1) | 2,198 | 15,474 | ||||||
Blueprint Medicines Corp.(1) | 19,294 | 1,417,530 | ||||||
Bridgebio Pharma, Inc.(1) | 7,128 | 153,038 | ||||||
Bruker Corp. | 6,888 | 302,590 | ||||||
Calithera Biosciences, Inc.(1) | 2,926 | 9,041 | ||||||
Calyxt, Inc.(1) | 3,447 | 19,441 | ||||||
Cambrex Corp.(1) | 5,756 | 342,482 | ||||||
Cantel Medical Corp. | 354,691 | 26,530,887 | ||||||
Cara Therapeutics, Inc.(1) | 13,660 | 249,705 | ||||||
Cardiovascular Systems, Inc.(1) | 165,093 | 7,845,219 | ||||||
CareDx, Inc.(1) | 15,381 | 347,764 | ||||||
CASI Pharmaceuticals, Inc.(1) | 18,622 | 62,197 | ||||||
Castle Biosciences, Inc.(1) | 1,111 | 20,098 |
Castlight Health, Inc. - Class B(1) | 39,750 | 56,048 | ||||||
Catalent, Inc.(1) | 779,830 | 37,166,698 | ||||||
Catalyst Pharmaceuticals, Inc.(1) | 38,549 | 204,695 | ||||||
Catasys, Inc.(1) | 2,851 | 44,932 | ||||||
Celcuity, Inc.(1) | 2,169 | 36,830 | ||||||
Cellular Biomedicine Group, Inc.(1) | 3,572 | 53,080 | ||||||
CEL-SCI Corp.(1) | 9,730 | 86,986 | ||||||
Centene Corp.(1) | 23,141 | 1,001,080 | ||||||
Cerecor, Inc.(1) | 9,097 | 29,929 | ||||||
Cerner Corp. | 82,849 | 5,647,816 | ||||||
Cerus Corp.(1) | 48,522 | 250,131 | ||||||
Change Healthcare, Inc.(1) | 1,599 | 19,316 | ||||||
Charles River Laboratories International, Inc.(1) | 3,264 | 432,056 | ||||||
Checkpoint Therapeutics, Inc.(1) | 10,003 | 24,907 | ||||||
Chemed Corp. | 1,055 | 440,536 | ||||||
ChemoCentryx, Inc.(1) | 16,213 | 109,924 | ||||||
Chiasma, Inc.(1) | 13,384 | 66,251 | ||||||
ChromaDex Corp.(1) | 15,194 | 59,788 | ||||||
Clovis Oncology, Inc.(1) | 19,991 | 78,565 | ||||||
Codexis, Inc.(1) | 20,759 | 284,710 | ||||||
Coherus Biosciences, Inc.(1) | 10,168 | 206,004 | ||||||
Collegium Pharmaceutical, Inc.(1) | 12,720 | 146,026 | ||||||
ConforMIS, Inc.(1) | 25,333 | 47,119 | ||||||
CONMED Corp. | 133,216 | 12,808,718 | ||||||
Constellation Pharmaceuticals, Inc.(1) | 5,737 | 37,061 | ||||||
Corbus Pharmaceuticals Holdings, Inc.(1) | 23,359 | 113,758 | ||||||
Corcept Therapeutics, Inc.(1) | 37,802 | 534,331 | ||||||
Corindus Vascular Robotics, Inc.(1) | 35,928 | 153,772 | ||||||
CorMedix, Inc.(1) | 9,190 | 58,632 | ||||||
Cortexyme, Inc.(1) | 1,029 | 25,653 | ||||||
CorVel Corp.(1) | 3,546 | 268,432 | ||||||
Crinetics Pharmaceuticals, Inc.(1) | 4,321 | 64,988 | ||||||
Cross Country Healthcare, Inc.(1) | 1,890 | 19,467 | ||||||
CryoLife, Inc.(1) | 14,487 | 393,322 |
CryoPort, Inc.(1) | 12,554 | 205,321 | ||||||
Cue Biopharma, Inc.(1) | 7,714 | 65,029 | ||||||
Cutera, Inc.(1) | 5,520 | 161,350 | ||||||
Cyclerion Therapeutics, Inc.(1) | 8,938 | 108,329 | ||||||
Cymabay Therapeutics, Inc.(1) | 27,397 | 140,273 | ||||||
Cytokinetics, Inc.(1) | 19,921 | 226,701 | ||||||
CytomX Therapeutics, Inc.(1) | 17,894 | 132,058 | ||||||
CytoSorbents Corp.(1) | 12,212 | 61,426 | ||||||
Deciphera Pharmaceuticals, Inc.(1) | 7,526 | 255,432 | ||||||
Denali Therapeutics, Inc.(1) | 18,830 | 288,476 | ||||||
Dentsply Sirona, Inc. | 502,000 | 26,761,620 | ||||||
Dermira, Inc.(1) | 18,387 | 117,493 | ||||||
DexCom, Inc.(1) | 40,527 | 6,048,249 | ||||||
Dicerna Pharmaceuticals, Inc.(1) | 20,329 | 291,924 | ||||||
Dova Pharmaceuticals, Inc.(1) | 3,304 | 92,347 | ||||||
Dynavax Technologies Corp. - Class A(1) | 28,915 | 103,371 | ||||||
Eagle Pharmaceuticals, Inc.(1) | 3,588 | 202,973 | ||||||
Editas Medicine, Inc.(1) | 19,720 | 448,433 | ||||||
Edwards Lifesciences Corp.(1) | 135,000 | 29,687,850 | ||||||
Eidos Therapeutics, Inc.(1) | 4,397 | 158,160 | ||||||
Eiger Biopharmaceuticals, Inc.(1) | 9,344 | 95,776 | ||||||
Eloxx Pharmaceuticals, Inc.(1) | 8,802 | 39,785 | ||||||
Emergent BioSolutions, Inc.(1) | 18,014 | 941,772 | ||||||
Enanta Pharmaceuticals, Inc.(1) | 6,800 | 408,544 | ||||||
Encompass Health Corp. | 3,367 | 213,064 | ||||||
Endo International Plc(1) | 5,702 | 18,303 | ||||||
Enochian Biosciences, Inc.(1) | 757 | 4,164 | ||||||
Ensign Group, Inc. | 19,965 | 946,940 | ||||||
Envista Holdings Corp.(1) | 59,880 | 1,669,454 | ||||||
Epizyme, Inc.(1) | 22,296 | 229,983 | ||||||
Esperion Therapeutics, Inc.(1) | 9,891 | 362,604 | ||||||
Evelo Biosciences, Inc.(1) | 1,075 | 6,558 | ||||||
Evofem Biosciences, Inc.(1) | 4,985 | 25,124 | ||||||
Evolent Health, Inc. - Class A(1) | 6,531 | 46,958 |
Evolus, Inc.(1) | 5,898 | 92,127 | ||||||
Exact Sciences Corp.(1) | 8,665 | 783,056 | ||||||
Exelixis, Inc.(1) | 110,427 | 1,952,902 | ||||||
EyePoint Pharmaceuticals, Inc.(1) | 17,025 | 30,815 | ||||||
Fate Therapeutics, Inc.(1) | 20,536 | 318,924 | ||||||
FibroGen, Inc.(1) | 27,550 | 1,018,799 | ||||||
Flexion Therapeutics, Inc.(1) | 13,376 | 183,318 | ||||||
Fluidigm Corp.(1) | 27,383 | 126,783 | ||||||
Forty Seven, Inc.(1) | 8,667 | 55,642 | ||||||
Fulcrum Therapeutics, Inc.(1) | 1,385 | 9,196 | ||||||
G1 Therapeutics, Inc.(1) | 7,867 | 179,210 | ||||||
Galectin Therapeutics, Inc.(1) | 15,607 | 57,278 | ||||||
Genesis Healthcare, Inc. - Class A(1) | 32,849 | 36,462 | ||||||
GenMark Diagnostics, Inc.(1) | 21,426 | 129,842 | ||||||
Genomic Health, Inc.(1) | 10,644 | 721,876 | ||||||
Glaukos Corp.(1) | 14,296 | 893,643 | ||||||
Global Blood Therapeutics, Inc.(1) | 22,863 | 1,109,313 | ||||||
Globus Medical, Inc. - Class A(1) | 198,795 | 10,162,400 | ||||||
GlycoMimetics, Inc.(1) | 13,603 | 58,629 | ||||||
Gossamer Bio, Inc.(1) | 9,237 | 155,089 | ||||||
Gritstone Oncology, Inc.(1) | 2,299 | 19,852 | ||||||
Guardant Health, Inc.(1) | 2,468 | 157,532 | ||||||
Haemonetics Corp.(1) | 20,237 | 2,552,695 | ||||||
Halozyme Therapeutics, Inc.(1) | 57,158 | 886,521 | ||||||
Hanger, Inc.(1) | 2,351 | 47,913 | ||||||
Harpoon Therapeutics, Inc.(1) | 1,303 | 17,799 | ||||||
Health Catalyst, Inc.(1) | 2,716 | 85,934 | ||||||
HealthEquity, Inc.(1) | 69,719 | 3,984,092 | ||||||
HealthStream, Inc.(1) | 3,918 | 101,437 | ||||||
Henry Schein, Inc.(1) | 1,274 | 80,899 | ||||||
Heron Therapeutics, Inc.(1) | 29,237 | 540,885 | ||||||
Heska Corp.(1) | 2,752 | 195,034 | ||||||
Hill-Rom Holdings, Inc. | 2,319 | 244,028 | ||||||
HMS Holdings Corp.(1) | 140,393 | 4,838,645 |
Hologic, Inc.(1) | 95,033 | 4,798,216 | ||||||
Homology Medicines, Inc.(1) | 9,811 | 177,579 | ||||||
Hookipa Pharma Inc.(1) | 739 | 5,543 | ||||||
Horizon Therapeutics Plc(1) | 1,399 | 38,095 | ||||||
ICON Plc(1) | 39,102 | 5,761,289 | ||||||
ICU Medical, Inc.(1) | 50,106 | 7,996,918 | ||||||
IDEXX Laboratories, Inc.(1) | 141,927 | 38,594,209 | ||||||
Illumina, Inc.(1) | 10,471 | 3,185,488 | ||||||
ImmunoGen, Inc.(1) | 31,094 | 75,247 | ||||||
Immunomedics, Inc.(1) | 62,608 | 830,182 | ||||||
Incyte Corp.(1) | 119,930 | 8,902,404 | ||||||
Innoviva, Inc.(1) | 25,063 | 264,164 | ||||||
Inogen, Inc.(1) | 7,252 | 347,443 | ||||||
Inovalon Holdings, Inc. - Class A(1) | 27,986 | 458,691 | ||||||
Inovio Pharmaceuticals, Inc.(1) | 35,988 | 73,775 | ||||||
Insmed, Inc.(1) | 35,213 | 621,157 | ||||||
Inspire Medical Systems, Inc.(1) | 5,289 | 322,735 | ||||||
Insulet Corp.(1) | 4,022 | 663,348 | ||||||
Integer Holdings Corp.(1) | 9,397 | 710,037 | ||||||
Integra LifeSciences Holdings Corp.(1) | 677,908 | 40,721,934 | ||||||
Intellia Therapeutics, Inc.(1) | 10,773 | 143,820 | ||||||
Intercept Pharmaceuticals, Inc.(1) | 9,941 | 659,685 | ||||||
Intersect ENT, Inc.(1) | 12,089 | 205,634 | ||||||
Intra-Cellular Therapies, Inc.(1) | 8,730 | 65,213 | ||||||
Intrexon Corp.(1) | 7,467 | 42,711 | ||||||
IntriCon Corp.(1) | 3,257 | 63,316 | ||||||
Intuitive Surgical, Inc.(1) | 7,324 | 3,954,447 | ||||||
Invitae Corp.(1) | 34,276 | 660,499 | ||||||
Ionis Pharmaceuticals, Inc.(1) | 8,675 | 519,719 | ||||||
Iovance Biotherapeutics, Inc.(1) | 45,268 | 823,878 | ||||||
IQVIA Holdings, Inc.(1) | 5,198 | 776,477 | ||||||
iRadimed Corp.(1) | 1,803 | 37,899 | ||||||
iRhythm Technologies, Inc.(1) | 9,789 | 725,463 | ||||||
Ironwood Pharmaceuticals, Inc. - Class A(1) | 60,939 | 523,161 |
Jazz Pharmaceuticals Plc(1) | 3,329 | 426,578 | ||||||
Kadmon Holdings, Inc.(1) | 51,403 | 129,536 | ||||||
Kala Pharmaceuticals, Inc.(1) | 4,248 | 16,164 | ||||||
Kaleido BioSciences, Inc.(1) | 1,853 | 13,953 | ||||||
KalVista Pharmaceuticals, Inc.(1) | 4,548 | 52,757 | ||||||
Karuna Therapeutics, Inc.(1) | 1,408 | 22,979 | ||||||
Karyopharm Therapeutics, Inc.(1) | 23,120 | 222,414 | ||||||
Kezar Life Sciences, Inc.(1) | 395 | 1,296 | ||||||
Kindred Biosciences, Inc.(1) | 14,284 | 97,845 | ||||||
Kiniksa Pharmaceuticals Ltd. - Class A(1) | 5,257 | 44,737 | ||||||
Kodiak Sciences, Inc.(1) | 9,349 | 134,439 | ||||||
Krystal Biotech, Inc.(1) | 4,108 | 142,650 | ||||||
Kura Oncology, Inc.(1) | 13,416 | 203,521 | ||||||
La Jolla Pharmaceutical Co.(1) | 8,273 | 72,802 | ||||||
Laboratory Corp. of America Holdings(1) | 118,393 | 19,890,024 | ||||||
Lantheus Holdings, Inc.(1) | 15,122 | 379,033 | ||||||
LeMaitre Vascular, Inc. | 5,488 | 187,580 | ||||||
Lexicon Pharmaceuticals, Inc.(1) | 16,684 | 50,219 | ||||||
LHC Group, Inc.(1) | 11,897 | 1,351,023 | ||||||
Ligand Pharmaceuticals, Inc.(1) | 43,915 | 4,371,299 | ||||||
Liquidia Technologies, Inc.(1) | 4,942 | 17,594 | ||||||
LivaNova Plc(1) | 15,121 | 1,115,779 | ||||||
Livongo Health, Inc.(1) | 4,849 | 84,567 | ||||||
LogicBio Therapeutics, Inc.(1) | 3,216 | 34,765 | ||||||
MacroGenics, Inc.(1) | 8,801 | 112,301 | ||||||
Madrigal Pharmaceuticals, Inc.(1) | 3,067 | 264,437 | ||||||
Magellan Health, Inc.(1) | 4,667 | 289,821 | ||||||
Magenta Therapeutics, Inc.(1) | 7,545 | 77,412 | ||||||
MannKind Corp.(1) | 73,033 | 91,291 | ||||||
Marinus Pharmaceuticals, Inc.(1) | 19,305 | 29,730 | ||||||
Marker Therapeutics, Inc.(1) | 10,772 | 55,045 | ||||||
Masimo Corp.(1) | 93,171 | 13,862,913 | ||||||
McKesson Corp. | 1,371 | 187,361 | ||||||
Medicines Co.(1) | 9,880 | 494,000 |
MediciNova, Inc.(1) | 16,500 | 131,258 | ||||||
Medidata Solutions, Inc.(1) | 167,086 | 15,288,369 | ||||||
Medpace Holdings, Inc.(1) | 10,894 | 915,532 | ||||||
MEI Pharma, Inc.(1) | 27,304 | 45,871 | ||||||
MeiraGTx Holdings Plc(1) | 6,700 | 106,865 | ||||||
Meridian Bioscience, Inc. | 1,346 | 12,774 | ||||||
Merit Medical Systems, Inc.(1) | 210,496 | 6,411,708 | ||||||
Mesa Laboratories, Inc. | 1,517 | 360,697 | ||||||
Mettler-Toledo International, Inc.(1) | 50,508 | 35,577,835 | ||||||
Millendo Therapeutics, Inc.(1) | 3,448 | 24,515 | ||||||
Minerva Neurosciences, Inc.(1) | 9,897 | 76,702 | ||||||
Mirati Therapeutics, Inc.(1) | 10,751 | 837,610 | ||||||
Mirum Pharmaceuticals, Inc.(1) | 839 | 8,440 | ||||||
MISONIX, Inc.(1) | 2,923 | 58,752 | ||||||
Moderna, Inc.(1) | 12,438 | 198,013 | ||||||
Molecular Templates, Inc.(1) | 3,992 | 26,307 | ||||||
Molina Healthcare, Inc.(1) | 3,271 | 358,894 | ||||||
Momenta Pharmaceuticals, Inc.(1) | 39,012 | 505,596 | ||||||
Morphic Holding, Inc.(1) | 1,509 | 27,328 | ||||||
Mustang Bio, Inc.(1) | 11,176 | 36,434 | ||||||
MyoKardia, Inc.(1) | 17,567 | 916,119 | ||||||
Myriad Genetics, Inc.(1) | 3,232 | 92,532 | ||||||
NanoString Technologies, Inc.(1) | 11,891 | 256,727 | ||||||
Natera, Inc.(1) | 22,095 | 724,716 | ||||||
National Research Corp. | 4,768 | 275,352 | ||||||
Natus Medical, Inc.(1) | 13,368 | 425,637 | ||||||
Nektar Therapeutics - Class A(1) | 1,729 | 31,494 | ||||||
Neogen Corp.(1) | 68,410 | 4,659,405 | ||||||
NeoGenomics, Inc.(1) | 37,673 | 720,308 | ||||||
Neurocrine Biosciences, Inc.(1) | 6,126 | 552,014 | ||||||
Neuronetics, Inc.(1) | 5,216 | 43,345 | ||||||
Nevro Corp.(1) | 11,845 | 1,018,315 | ||||||
NextCure, Inc.(1) | 1,122 | 34,614 | ||||||
NextGen Healthcare, Inc.(1) | 21,690 | 339,882 |
NGM Biopharmaceuticals, Inc.(1) | 2,571 | 35,608 | ||||||
Novavax, Inc.(1) | 3,286 | 16,496 | ||||||
Novocure Ltd.(1) | 34,324 | 2,566,749 | ||||||
NuVasive, Inc.(1) | 69,482 | 4,403,769 | ||||||
Ocular Therapeutix, Inc.(1) | 16,784 | 51,023 | ||||||
Odonate Therapeutics, Inc.(1) | 4,729 | 123,096 | ||||||
Omeros Corp.(1) | 18,501 | 302,121 | ||||||
Omnicell, Inc.(1) | 142,601 | 10,305,774 | ||||||
OncoCyte Corp.(1) | 7,886 | 16,561 | ||||||
OPTIMIZERx Corp.(1) | 5,386 | 77,989 | ||||||
Optinose, Inc.(1) | 9,696 | 67,872 | ||||||
Option Care Health, Inc.(1) | 5,586 | 17,875 | ||||||
Organogenesis Holdings, Inc.(1) | 4,411 | 28,980 | ||||||
Orthofix Medical, Inc.(1) | 5,406 | 286,626 | ||||||
OrthoPediatrics Corp.(1) | 3,480 | 122,705 | ||||||
Pacific Biosciences of California, Inc.(1) | 51,678 | 266,658 | ||||||
Pacira BioSciences, Inc.(1) | 118,066 | 4,494,773 | ||||||
Palatin Technologies, Inc.(1) | 81,194 | 73,789 | ||||||
Paratek Pharmaceuticals, Inc.(1) | 12,800 | 55,296 | ||||||
Penumbra, Inc.(1) | 27,167 | 3,653,690 | ||||||
PerkinElmer, Inc. | 1,637 | 139,423 | ||||||
Personalis, Inc.(1) | 2,740 | 40,210 | ||||||
PetIQ, Inc. - Class A(1) | 7,626 | 207,885 | ||||||
Pfenex, Inc.(1) | 11,950 | 100,858 | ||||||
PhaseBio Pharmaceuticals, Inc.(1) | 5,927 | 24,716 | ||||||
Phibro Animal Health Corp. - Class A | 7,640 | 162,961 | ||||||
Phreesia, Inc.(1) | 3,414 | 82,755 | ||||||
Pieris Pharmaceuticals, Inc.(1) | 18,075 | 61,636 | ||||||
Portola Pharmaceuticals, Inc.(1) | 29,539 | 792,236 | ||||||
PRA Health Sciences, Inc.(1) | 35,904 | 3,562,754 | ||||||
Precision BioSciences, Inc.(1) | 3,821 | 32,058 | ||||||
Prestige Consumer Healthcare, Inc.(1) | 176,811 | 6,133,574 | ||||||
Prevail Therapeutics, Inc.(1) | 2,265 | 27,814 | ||||||
Principia Biopharma, Inc.(1) | 4,970 | 140,353 |
Progenics Pharmaceuticals, Inc.(1) | 34,494 | 174,367 | ||||||
Protagonist Therapeutics, Inc.(1) | 4,339 | 52,111 | ||||||
PTC Therapeutics, Inc.(1) | 22,666 | 766,564 | ||||||
Pulse Biosciences, Inc.(1) | 4,501 | 69,495 | ||||||
Puma Biotechnology, Inc.(1) | 12,108 | 130,343 | ||||||
Quanterix Corp.(1) | 5,084 | 111,645 | ||||||
Quidel Corp.(1) | 13,986 | 858,041 | ||||||
R1 RCM, Inc.(1) | 41,122 | 367,219 | ||||||
Ra Pharmaceuticals, Inc.(1) | 13,764 | 325,519 | ||||||
Radius Health, Inc.(1) | 17,871 | 460,178 | ||||||
RadNet, Inc.(1) | 16,706 | 239,898 | ||||||
Reata Pharmaceuticals, Inc. - Class A(1) | 3,331 | 267,446 | ||||||
Recro Pharma, Inc.(1) | 7,460 | 82,657 | ||||||
REGENXBIO, Inc.(1) | 13,233 | 471,095 | ||||||
Repligen Corp.(1) | 77,903 | 5,974,381 | ||||||
Replimune Group, Inc.(1) | 4,639 | 64,482 | ||||||
ResMed, Inc. | 49,493 | 6,686,999 | ||||||
resTORbio, Inc.(1) | 252 | 2,228 | ||||||
Retrophin, Inc.(1) | 16,282 | 188,708 | ||||||
Revance Therapeutics, Inc.(1) | 14,540 | 189,020 | ||||||
Rhythm Pharmaceuticals, Inc.(1) | 9,135 | 197,225 | ||||||
Rigel Pharmaceuticals, Inc.(1) | 58,600 | 109,582 | ||||||
Rocket Pharmaceuticals, Inc.(1) | 11,761 | 137,016 | ||||||
Rockwell Medical, Inc.(1) | 22,881 | 63,152 | ||||||
Rubius Therapeutics, Inc.(1) | 13,600 | 106,760 | ||||||
Sage Therapeutics, Inc.(1) | 3,419 | 479,652 | ||||||
Sangamo Therapeutics, Inc.(1) | 31,886 | 288,568 | ||||||
Sarepta Therapeutics, Inc.(1) | 4,783 | 360,256 | ||||||
Savara, Inc.(1) | 14,903 | 39,493 | ||||||
Scholar Rock Holding Corp.(1) | 6,829 | 61,120 | ||||||
Seattle Genetics, Inc.(1) | 7,753 | 662,106 | ||||||
Select Medical Holdings Corp.(1) | 43,452 | 720,000 | ||||||
Senseonics Holdings, Inc.(1) | 50,261 | 49,683 | ||||||
Seres Therapeutics, Inc.(1) | 14,177 | 56,850 |
Shockwave Medical, Inc.(1) | 2,669 | 79,883 | ||||||
SI-BONE, Inc.(1) | 6,388 | 112,876 | ||||||
Sientra, Inc.(1) | 12,831 | 83,145 | ||||||
SIGA Technologies, Inc.(1) | 21,911 | 112,184 | ||||||
Silk Road Medical, Inc.(1) | 4,676 | 152,110 | ||||||
Simulations Plus, Inc. | 4,659 | 161,667 | ||||||
SmileDirectClub, Inc. - Class A(1) | 366,240 | 5,083,411 | ||||||
Solid Biosciences, Inc.(1) | 1,265 | 13,080 | ||||||
Soliton, Inc.(1) | 2,050 | 21,915 | ||||||
Sorrento Therapeutics, Inc.(1) | 50,038 | 107,081 | ||||||
Spark Therapeutics, Inc.(1) | 13,565 | 1,315,534 | ||||||
Spectrum Pharmaceuticals, Inc.(1) | 40,247 | 333,849 | ||||||
Spero Therapeutics, Inc.(1) | 178 | 1,887 | ||||||
STAAR Surgical Co.(1) | 17,591 | 453,496 | ||||||
Stemline Therapeutics, Inc.(1) | 17,869 | 186,016 | ||||||
STERIS Plc | 118,105 | 17,064,991 | ||||||
Stoke Therapeutics, Inc.(1) | 2,820 | 60,602 | ||||||
Supernus Pharmaceuticals, Inc.(1) | 19,558 | 537,454 | ||||||
Surgery Partners, Inc.(1) | 626 | 4,623 | ||||||
Surmodics, Inc.(1) | 5,191 | 237,436 | ||||||
Sutro Biopharma, Inc.(1) | 823 | 7,481 | ||||||
Syndax Pharmaceuticals, Inc.(1) | 7,883 | 58,886 | ||||||
Syneos Health, Inc. - Class A(1) | 462,008 | 24,583,446 | ||||||
Synthorx, Inc.(1) | 3,345 | 54,423 | ||||||
Syros Pharmaceuticals, Inc.(1) | 13,609 | 141,261 | ||||||
Tabula Rasa HealthCare, Inc.(1) | 7,656 | 420,621 | ||||||
Tactile Systems Technology, Inc.(1) | 7,216 | 305,381 | ||||||
Tandem Diabetes Care, Inc.(1) | 65,075 | 3,838,124 | ||||||
TCR2 Therapeutics, Inc.(1) | 469 | 7,049 | ||||||
Teladoc Health, Inc.(1) | 28,243 | 1,912,616 | ||||||
Teleflex, Inc. | 3,128 | 1,062,738 | ||||||
Tenet Healthcare Corp.(1) | 37,955 | 839,565 | ||||||
TG Therapeutics, Inc.(1) | 29,046 | 163,093 | ||||||
The Cooper Companies, Inc. | 71,444 | 21,218,868 |
The Joint Corp.(1) | 5,253 | 97,758 | ||||||
The Providence Service Corp.(1) | 4,618 | 274,586 | ||||||
TherapeuticsMD, Inc.(1) | 69,602 | 252,655 | ||||||
Theravance Biopharma, Inc.(1) | 17,378 | 338,523 | ||||||
Tocagen, Inc.(1) | 8,066 | 5,343 | ||||||
TransEnterix, Inc.(1) | 53,521 | 33,172 | ||||||
Translate Bio, Inc.(1) | 11,660 | 115,551 | ||||||
TransMedics Group, Inc.(1) | 2,264 | 53,770 | ||||||
Tricida, Inc.(1) | 8,696 | 268,446 | ||||||
Turning Point Therapeutics, Inc.(1) | 2,498 | 93,925 | ||||||
Twist Bioscience Corp.(1) | 8,695 | 207,637 | ||||||
Tyme Technologies, Inc.(1) | 24,769 | 29,475 | ||||||
Ultragenyx Pharmaceutical, Inc.(1) | 21,610 | 924,476 | ||||||
UNITY Biotechnology, Inc.(1) | 7,536 | 45,970 | ||||||
Universal Health Services, Inc. - Class B | 126,897 | 18,875,929 | ||||||
UroGen Pharma Ltd.(1) | 7,445 | 177,414 | ||||||
US Physical Therapy, Inc. | 4,967 | 648,442 | ||||||
Utah Medical Products, Inc. | 1,185 | 113,570 | ||||||
Vanda Pharmaceuticals, Inc.(1) | 20,710 | 275,029 | ||||||
Vapotherm, Inc.(1) | 5,688 | 53,865 | ||||||
Varex Imaging Corp.(1) | 6,445 | 183,940 | ||||||
Varian Medical Systems, Inc.(1) | 135,282 | 16,110,733 | ||||||
VBI Vaccines, Inc.(1) | 26,843 | 12,648 | ||||||
Veeva Systems, Inc. - Class A(1) | 138,754 | 21,186,348 | ||||||
Veracyte, Inc.(1) | 18,678 | 448,272 | ||||||
Vericel Corp.(1) | 17,509 | 265,086 | ||||||
Verrica Pharmaceuticals, Inc.(1) | 2,267 | 33,461 | ||||||
ViewRay, Inc.(1) | 28,362 | 82,250 | ||||||
Viking Therapeutics, Inc.(1) | 2,397 | 16,491 | ||||||
Vocera Communications, Inc.(1) | 12,394 | 305,512 | ||||||
Voyager Therapeutics, Inc.(1) | 9,564 | 164,596 | ||||||
Waters Corp.(1) | 151,476 | 33,813,987 | ||||||
WaVe Life Sciences Ltd.(1) | 6,946 | 142,601 | ||||||
WellCare Health Plans, Inc.(1) | 3,063 | 793,838 |
West Pharmaceutical Services, Inc. | 96,729 | 13,718,107 | ||||||
Wright Medical Group NV(1) | 49,804 | 1,027,457 | ||||||
X4 Pharmaceuticals, Inc.(1) | 4,615 | 58,657 | ||||||
Xbiotech, Inc.(1) | 7,435 | 77,770 | ||||||
Xencor, Inc.(1) | 18,719 | 631,392 | ||||||
Xeris Pharmaceuticals, Inc.(1) | 10,064 | 98,929 | ||||||
Y-mAbs Therapeutics, Inc.(1) | 8,007 | 208,662 | ||||||
ZIOPHARM Oncology, Inc.(1) | 63,876 | 273,389 | ||||||
Zogenix, Inc.(1) | 16,866 | 675,315 | ||||||
Zynerba Pharmaceuticals, Inc.(1) | 9,013 | 68,138 | ||||||
Zynex, Inc. | 6,172 | 58,696 | ||||||
|
| |||||||
794,302,967 | ||||||||
|
| |||||||
Industrials 15.85% | ||||||||
AAON, Inc. | 133,521 | 6,133,955 | ||||||
Actuant Corp. - Class A | 10,669 | 234,078 | ||||||
Acuity Brands, Inc. | 702 | 94,623 | ||||||
Advanced Disposal Services, Inc.(1) | 26,988 | 878,999 | ||||||
Advanced Drainage Systems, Inc. | 14,408 | 464,946 | ||||||
Aerojet Rocketdyne Holdings, Inc.(1) | 20,324 | 1,026,565 | ||||||
Aerovironment, Inc.(1) | 8,444 | 452,261 | ||||||
Air Lease Corp. - Class A | 497 | 20,785 | ||||||
Air Transport Services Group, Inc.(1) | 23,150 | 486,613 | ||||||
Alamo Group, Inc. | 3,340 | 393,185 | ||||||
Alaska Air Group, Inc. | 229,861 | 14,920,278 | ||||||
Albany International Corp. - Class A | 12,115 | 1,092,288 | ||||||
Allegiant Travel Co. - Class A | 5,140 | 769,252 | ||||||
Allegion Plc | 4,804 | 497,935 | ||||||
Allied Motion Technologies, Inc. | 2,728 | 96,326 | ||||||
Allison Transmission Holdings, Inc. | 7,467 | 351,322 | ||||||
Altra Industrial Motion Corp. | 257,965 | 7,144,341 | ||||||
American Airlines Group, Inc. | 2,776 | 74,869 | ||||||
American Superconductor Corp.(1) | 2,443 | 19,153 | ||||||
American Woodmark Corp.(1) | 6,668 | 592,852 | ||||||
AMETEK, Inc. | 352,256 | 32,344,146 |
AO Smith Corp. | 344,038 | 16,414,053 | ||||||
Apogee Enterprises, Inc. | 8,705 | 339,408 | ||||||
Applied Industrial Technologies, Inc. | 15,186 | 862,565 | ||||||
Argan, Inc. | 4,965 | 195,075 | ||||||
Armstrong World Industries, Inc. | 3,317 | 320,754 | ||||||
ASGN, Inc.(1) | 17,683 | 1,111,553 | ||||||
Astronics Corp.(1) | 9,638 | 283,164 | ||||||
Atkore International Group, Inc.(1) | 18,481 | 560,898 | ||||||
Avis Budget Group, Inc.(1) | 23,395 | 661,143 | ||||||
Axon Enterprise, Inc.(1) | 82,275 | 4,671,575 | ||||||
AZZ, Inc. | 3,158 | 137,562 | ||||||
Barnes Group, Inc. | 2,263 | 116,635 | ||||||
Barrett Business Services, Inc. | 2,865 | 254,469 | ||||||
Beacon Roofing Supply, Inc.(1) | 209,293 | 7,017,594 | ||||||
BG Staffing, Inc. | 1,765 | 33,729 | ||||||
Blue Bird Corp.(1) | 3,054 | 58,133 | ||||||
Brady Corp. - Class A | 15,465 | 820,418 | ||||||
Brinks Co. | 19,727 | 1,636,355 | ||||||
Builders FirstSource, Inc.(1) | 41,925 | 862,607 | ||||||
BWX Technologies, Inc. | 4,788 | 273,921 | ||||||
Carlisle Companies, Inc. | 3,296 | 479,700 | ||||||
Casella Waste Systems, Inc. - Class A(1) | 17,611 | 756,216 | ||||||
CECO Environmental Corp.(1) | 1,201 | 8,389 | ||||||
CH Robinson Worldwide, Inc. | 7,002 | 593,630 | ||||||
Chart Industries, Inc.(1) | 14,225 | 887,071 | ||||||
Cimpress NV(1) | 8,555 | 1,127,891 | ||||||
Cintas Corp. | 5,661 | 1,517,714 | ||||||
Columbus McKinnon Corp. | 5,530 | 201,458 | ||||||
Comfort Systems USA, Inc. | 14,370 | 635,585 | ||||||
Construction Partners, Inc. - Class A(1) | 1,891 | 29,462 | ||||||
Continental Building Products, Inc.(1) | 6,509 | 177,631 | ||||||
Copart, Inc.(1) | 310,460 | 24,939,252 | ||||||
CoStar Group, Inc.(1) | 62,737 | 37,215,588 | ||||||
Covanta Holding Corp. | 46,630 | 806,233 |
CRA International, Inc. | 784 | 32,904 | ||||||
CSW Industrials, Inc. | 5,878 | 405,758 | ||||||
Cubic Corp. | 1,955 | 137,691 | ||||||
Deluxe Corp. | 1,017 | 49,996 | ||||||
Donaldson Co., Inc. | 8,646 | 450,284 | ||||||
Douglas Dynamics, Inc. | 8,881 | 395,826 | ||||||
Dover Corp. | 4,304 | 428,506 | ||||||
Ducommun, Inc.(1) | 776 | 32,902 | ||||||
Dycom Industries, Inc.(1) | 9,608 | 490,488 | ||||||
EMCOR Group, Inc. | 16,538 | 1,424,253 | ||||||
Energous Corp.(1) | 11,203 | 37,138 | ||||||
Energy Recovery, Inc.(1) | 14,598 | 135,250 | ||||||
EnerSys | 11,004 | 725,604 | ||||||
EnPro Industries, Inc. | 719 | 49,359 | ||||||
Equifax, Inc. | 6,908 | 971,748 | ||||||
ESCO Technologies, Inc. | 9,489 | 754,945 | ||||||
EVI Industries, Inc. | 1,813 | 57,871 | ||||||
Evoqua Water Technologies Corp.(1) | 29,611 | 503,979 | ||||||
Expeditors International of Washington, Inc. | 8,242 | 612,298 | ||||||
Exponent, Inc. | 20,460 | 1,430,154 | ||||||
Fastenal Co. | 35,096 | 1,146,586 | ||||||
Federal Signal Corp. | 22,256 | 728,661 | ||||||
Flowserve Corp. | 1,899 | 88,702 | ||||||
Forrester Research, Inc. | 4,243 | 136,370 | ||||||
Fortive Corp. | 482,484 | 33,079,103 | ||||||
Fortune Brands Home & Security, Inc. | 3,025 | 165,468 | ||||||
Forward Air Corp. | 11,089 | 706,591 | ||||||
Foundation Building Materials, Inc.(1) | 1,752 | 27,138 | ||||||
Franklin Covey Co.(1) | 3,832 | 134,120 | ||||||
Franklin Electric Co., Inc. | 17,351 | 829,551 | ||||||
FTI Consulting, Inc.(1) | 1,377 | 145,948 | ||||||
Gencor Industries, Inc.(1) | 565 | 6,560 | ||||||
Generac Holdings, Inc.(1) | 24,172 | 1,893,634 | ||||||
General Finance Corp.(1) | 1,896 | 16,761 |
Genesee & Wyoming, Inc. - Class A(1) | 665 | 73,489 | ||||||
GMS, Inc.(1) | 5,746 | 165,025 | ||||||
Gorman-Rupp Co. | 1,436 | 49,958 | ||||||
Graco, Inc. | 11,167 | 514,129 | ||||||
Graham Corp. | 286 | 5,680 | ||||||
Granite Construction, Inc. | 2,715 | 87,233 | ||||||
Great Lakes Dredge & Dock Corp.(1) | 21,454 | 224,194 | ||||||
H&E Equipment Services, Inc. | 9,796 | 282,713 | ||||||
Harsco Corp.(1) | 31,445 | 596,197 | ||||||
Healthcare Services Group, Inc. | 395,724 | 9,612,136 | ||||||
Heartland Express, Inc. | 982 | 21,123 | ||||||
HEICO Corp. | 2,645 | 330,308 | ||||||
HEICO Corp. - Class A | 78,228 | 7,612,367 | ||||||
Heidrick & Struggles International, Inc. | 744 | 20,311 | ||||||
Helios Technologies, Inc. | 11,592 | 470,287 | ||||||
Herc Holdings, Inc.(1) | 665 | 30,929 | ||||||
Heritage-Crystal Clean, Inc.(1) | 4,243 | 112,440 | ||||||
Herman Miller, Inc. | 23,324 | 1,075,003 | ||||||
Hexcel Corp. | 5,353 | 439,642 | ||||||
Hillenbrand, Inc. | 16,361 | 505,228 | ||||||
HNI Corp. | 13,380 | 474,990 | ||||||
Hubbell, Inc. - Class B | 2,026 | 266,216 | ||||||
Huntington Ingalls Industries, Inc. | 2,186 | 462,973 | ||||||
Huron Consulting Group, Inc.(1) | 1,104 | 67,719 | ||||||
IAA, Inc.(1) | 8,205 | 342,395 | ||||||
ICF International, Inc. | 4,435 | 374,624 | ||||||
IDEX Corp. | 328,815 | 53,886,202 | ||||||
IES Holdings, Inc.(1) | 1,433 | 29,505 | ||||||
IHS Markit Ltd.(1) | 62,230 | 4,161,942 | ||||||
Ingersoll-Rand Plc | 15,335 | 1,889,425 | ||||||
Insperity, Inc. | 15,319 | 1,510,760 | ||||||
Interface, Inc. - Class A | 20,726 | 299,283 | ||||||
JB Hunt Transport Services, Inc. | 23,527 | 2,603,263 | ||||||
JELD-WEN Holding, Inc.(1) | 23,818 | 459,449 |
JetBlue Airways Corp.(1) | 1,717 | 28,760 | ||||||
John Bean Technologies Corp. | 12,310 | 1,223,983 | ||||||
Kadant, Inc. | 4,304 | 377,848 | ||||||
Kaman Corp. | 1,510 | 89,785 | ||||||
KAR Auction Services, Inc. | 8,139 | 199,812 | ||||||
Kforce, Inc. | 8,524 | 322,506 | ||||||
Kimball International, Inc. - Class B | 12,066 | 232,874 | ||||||
Knoll, Inc. | 18,273 | 463,221 | ||||||
Korn Ferry | 22,277 | 860,783 | ||||||
Kornit Digital Ltd.(1) | 96,646 | 2,974,764 | ||||||
Kratos Defense & Security Solutions, Inc.(1) | 249,580 | 4,640,940 | ||||||
L3Harris Technologies, Inc. | 32,873 | 6,858,623 | ||||||
Landstar System, Inc. | 46,184 | 5,199,395 | ||||||
Lawson Products, Inc.(1) | 1,640 | 63,517 | ||||||
LB Foster Co. - Class A(1) | 310 | 6,718 | ||||||
Lennox International, Inc. | 2,164 | 525,787 | ||||||
Lincoln Electric Holdings, Inc. | 3,773 | 327,345 | ||||||
Lindsay Corp. | 1,489 | 138,254 | ||||||
Luxfer Holdings Plc | 9,420 | 146,764 | ||||||
Lyft, Inc. - Class A(1) | 233 | 9,516 | ||||||
Masonite International Corp.(1) | 9,342 | 541,836 | ||||||
MasTec, Inc.(1) | 23,726 | 1,540,529 | ||||||
McGrath RentCorp | 6,525 | 454,075 | ||||||
Mercury Systems, Inc.(1) | 83,527 | 6,779,887 | ||||||
Meritor, Inc.(1) | 26,094 | 482,739 | ||||||
Mesa Air Group, Inc.(1) | 3,396 | 22,906 | ||||||
Middleby Corp.(1) | 22,544 | 2,635,394 | ||||||
Miller Industries, Inc. | 333 | 11,089 | ||||||
Mistras Group, Inc.(1) | 1,125 | 18,450 | ||||||
Mobile Mini, Inc. | 5,816 | 214,378 | ||||||
Moog, Inc. - Class A | 11,020 | 893,942 | ||||||
MRC Global, Inc.(1) | 3,047 | 36,960 | ||||||
MSA Safety, Inc. | 13,952 | 1,522,303 | ||||||
Mueller Industries, Inc. | 12,083 | 346,540 |
Mueller Water Products, Inc. - Class A | 36,677 | 412,249 | ||||||
MYR Group, Inc.(1) | 6,381 | 199,661 | ||||||
National Presto Industries, Inc. | 162 | 14,433 | ||||||
Nielsen Holdings Plc | 3,001 | 63,771 | ||||||
Nordson Corp. | 227,529 | 33,278,392 | ||||||
NRC Group Holdings Corp.(1) | 3,889 | 48,379 | ||||||
NV5 Global, Inc.(1) | 4,062 | 277,313 | ||||||
Old Dominion Freight Line, Inc. | 1,864 | 316,824 | ||||||
Omega Flex, Inc. | 1,150 | 117,588 | ||||||
PAM Transportation Services, Inc.(1) | 542 | 32,038 | ||||||
Parsons Corp.(1) | 7,569 | 249,626 | ||||||
Patrick Industries, Inc.(1) | 5,954 | 255,308 | ||||||
PGT Innovations, Inc.(1) | 10,948 | 189,072 | ||||||
Pitney Bowes, Inc. | 30,829 | 140,889 | ||||||
Plug Power, Inc.(1) | 93,374 | 245,574 | ||||||
Primoris Services Corp. | 315,135 | 6,179,797 | ||||||
Proto Labs, Inc.(1) | 56,371 | 5,755,479 | ||||||
Quanta Services, Inc. | 2,150 | 81,270 | ||||||
Radiant Logistics, Inc.(1) | 15,712 | 81,231 | ||||||
Raven Industries, Inc. | 14,192 | 474,864 | ||||||
RBC Bearings, Inc.(1) | 152,929 | 25,372,450 | ||||||
Republic Services, Inc. - Class A | 910 | 78,761 | ||||||
Resources Connection, Inc. | 3,722 | 63,237 | ||||||
REV Group, Inc. | 1,792 | 20,483 | ||||||
Rexnord Corp.(1) | 4,339 | 117,370 | ||||||
Robert Half International, Inc. | 7,852 | 437,042 | ||||||
Rockwell Automation, Inc. | 366,587 | 60,413,538 | ||||||
Rollins, Inc. | 9,550 | 325,369 | ||||||
Saia, Inc.(1) | 6,135 | 574,850 | ||||||
Scorpio Bulkers, Inc. | 4,053 | 24,642 | ||||||
Sensata Technologies Holding Plc(1) | 4,540 | 227,272 | ||||||
Simpson Manufacturing Co., Inc. | 135,881 | 9,426,065 | ||||||
SiteOne Landscape Supply, Inc.(1) | 68,819 | 5,093,982 | ||||||
Spartan Motors, Inc. | 9,957 | 136,610 |
Spirit AeroSystems Holdings, Inc. - Class A | 6,274 | 515,974 | ||||||
Spirit Airlines, Inc.(1) | 21,268 | 772,028 | ||||||
SPX Corp.(1) | 14,083 | 563,461 | ||||||
Steelcase, Inc. - Class A | 8,398 | 154,523 | ||||||
Stericycle, Inc.(1) | 243,000 | 12,375,990 | ||||||
Sterling Construction Co., Inc.(1) | 2,318 | 30,482 | ||||||
Sunrun, Inc.(1) | 44,596 | 744,976 | ||||||
Systemax, Inc. | 3,731 | 82,119 | ||||||
Tennant Co. | 7,118 | 503,243 | ||||||
Terex Corp. | 19,030 | 494,209 | ||||||
Tetra Tech, Inc. | 21,571 | 1,871,500 | ||||||
Thermon Group Holdings, Inc.(1) | 3,589 | 82,475 | ||||||
Toro Co. | 79,581 | 5,833,287 | ||||||
TPI Composites, Inc.(1) | 11,305 | 211,969 | ||||||
Transcat, Inc.(1) | 2,810 | 71,964 | ||||||
TransDigm Group, Inc. | 2,702 | 1,406,850 | ||||||
TransUnion | 12,687 | 1,029,043 | ||||||
Trex Co., Inc.(1) | 56,776 | 5,162,642 | ||||||
TriNet Group, Inc.(1) | 17,625 | 1,096,099 | ||||||
Triumph Group, Inc. | 4,880 | 111,654 | ||||||
UniFirst Corp. | 52,541 | 10,251,800 | ||||||
United Continental Holdings, Inc.(1) | 3,513 | 310,584 | ||||||
United Rentals, Inc.(1) | 157,078 | 19,578,202 | ||||||
Universal Forest Products, Inc. | 20,941 | 835,127 | ||||||
Universal Logistics Holdings, Inc. | 3,321 | 77,313 | ||||||
Upwork, Inc.(1) | 22,322 | 296,994 | ||||||
US Ecology, Inc. | 8,729 | 558,132 | ||||||
Verisk Analytics, Inc. - Class A | 155,588 | 24,604,686 | ||||||
Viad Corp. | 7,895 | 530,149 | ||||||
Vicor Corp.(1) | 7,068 | 208,647 | ||||||
Vivint Solar, Inc.(1) | 17,132 | 112,043 | ||||||
VSE Corp. | 222 | 7,568 | ||||||
WABCO Holdings, Inc.(1) | 2,902 | 388,143 | ||||||
Wabtec Corp. | 3,376 | 242,599 |
Watsco, Inc. | 41,667 | 7,049,223 | ||||||
Watts Water Technologies, Inc. - Class A | 6,166 | 577,939 | ||||||
Welbilt, Inc.(1) | 559,850 | 9,439,071 | ||||||
Wesco Aircraft Holdings, Inc.(1) | 5,716 | 62,933 | ||||||
Willdan Group, Inc.(1) | 3,947 | 138,461 | ||||||
Willis Lease Finance Corp.(1) | 68 | 3,766 | ||||||
WillScot Corp. - Class A(1) | 13,835 | 215,549 | ||||||
Woodward, Inc. | 3,055 | 329,421 | ||||||
WW Grainger, Inc. | 2,962 | 880,158 | ||||||
XPO Logistics, Inc.(1) | 206,880 | 14,806,402 | ||||||
Xylem, Inc. | 12,138 | 966,428 | ||||||
|
| |||||||
627,888,966 | ||||||||
|
| |||||||
Information Technology 23.96% | ||||||||
2U, Inc.(1) | 1,385 | 22,548 | ||||||
8x8, Inc.(1) | 130,313 | 2,700,085 | ||||||
A10 Networks, Inc.(1) | 22,082 | 153,249 | ||||||
Acacia Communications, Inc.(1) | 15,025 | 982,635 | ||||||
ACI Worldwide, Inc.(1) | 45,409 | 1,422,437 | ||||||
Adesto Technologies Corp.(1) | 9,473 | 81,089 | ||||||
Advanced Energy Industries, Inc.(1) | 15,078 | 865,628 | ||||||
Advanced Micro Devices, Inc.(1) | 278,517 | 8,074,208 | ||||||
Agilysys, Inc.(1) | 8,251 | 211,308 | ||||||
Airgain, Inc.(1) | 3,756 | 44,133 | ||||||
Akamai Technologies, Inc.(1) | 155,081 | 14,171,302 | ||||||
Akoustis Technologies, Inc.(1) | 9,805 | 75,989 | ||||||
Alarm.com Holdings, Inc.(1) | 14,531 | 677,726 | ||||||
Alliance Data Systems Corp. | 286 | 36,645 | ||||||
Altair Engineering, Inc. - Class A(1) | 182,115 | 6,304,821 | ||||||
Alteryx, Inc. - Class A(1) | 3,086 | 331,529 | ||||||
Ambarella, Inc.(1) | 5,059 | 317,882 | ||||||
American Software, Inc. - Class A | 6,561 | 98,546 | ||||||
Amphenol Corp. - Class A | 19,724 | 1,903,366 | ||||||
Anaplan, Inc.(1) | 5,659 | 265,973 | ||||||
ANSYS, Inc.(1) | 59,717 | 13,218,955 |
Appfolio, Inc. - Class A(1) | 6,249 | 594,530 | ||||||
Appian Corp. - Class A(1) | 12,355 | 586,862 | ||||||
Arista Networks, Inc.(1) | 96,851 | 23,139,641 | ||||||
Aspen Technology, Inc.(1) | 325,412 | 40,051,709 | ||||||
AstroNova, Inc. | 2,817 | 45,551 | ||||||
Atlassian Corp. Plc - Class A(1) | 330,959 | 41,515,497 | ||||||
Avalara, Inc.(1) | 3,104 | 208,868 | ||||||
Avid Technology, Inc.(1) | 11,563 | 71,575 | ||||||
Badger Meter, Inc. | 86,493 | 4,644,674 | ||||||
Benefitfocus, Inc.(1) | 11,792 | 280,768 | ||||||
Black Knight, Inc.(1) | 9,736 | 594,480 | ||||||
Blackbaud, Inc. | 281,728 | 25,451,308 | ||||||
Blackline, Inc.(1) | 16,896 | 807,798 | ||||||
Booz Allen Hamilton Holding Corp. - Class A | 9,199 | 653,313 | ||||||
Bottomline Technologies DE, Inc.(1) | 16,981 | 668,202 | ||||||
Box, Inc. - Class A(1) | 56,594 | 937,197 | ||||||
Brightcove, Inc.(1) | 15,151 | 158,782 | ||||||
Broadridge Financial Solutions, Inc. | 7,689 | 956,742 | ||||||
Brooks Automation, Inc. | 24,354 | 901,829 | ||||||
Cabot Microelectronics Corp. | 97,614 | 13,784,073 | ||||||
Cadence Design Systems, Inc.(1) | 107,856 | 7,127,124 | ||||||
Calix, Inc.(1) | 9,348 | 59,734 | ||||||
Cambium Networks Corp.(1) | 1,034 | 10,030 | ||||||
Carbon Black, Inc.(1) | 22,700 | 589,973 | ||||||
Carbonite, Inc.(1) | 13,112 | 203,105 | ||||||
Cardtronics Plc - Class A(1) | 11,880 | 359,251 | ||||||
Casa Systems, Inc.(1) | 11,203 | 88,000 | ||||||
Cass Information Systems, Inc. | 5,532 | 298,673 | ||||||
CDK Global, Inc. | 8,241 | 396,310 | ||||||
CDW Corp. | 9,824 | 1,210,710 | ||||||
Ceridian HCM Holding, Inc.(1) | 4,453 | 219,845 | ||||||
CEVA, Inc.(1) | 7,868 | 234,938 | ||||||
ChannelAdvisor Corp.(1) | 10,320 | 96,286 | ||||||
Cision Ltd.(1) | 36,152 | 278,009 |
Citrix Systems, Inc. | 141,500 | 13,657,580 | ||||||
Clearfield, Inc.(1) | 4,595 | 54,451 | ||||||
Cloudera, Inc.(1) | 6,070 | 53,780 | ||||||
Coda Octopus Group, Inc.(1) | 1,706 | 14,006 | ||||||
Cognex Corp. | 93,637 | 4,600,386 | ||||||
CommVault Systems, Inc.(1) | 15,993 | 715,047 | ||||||
CoreLogic, Inc.(1) | 278 | 12,863 | ||||||
Cornerstone OnDemand, Inc.(1) | 22,577 | 1,237,671 | ||||||
Corning, Inc. | 16,538 | 471,664 | ||||||
Coupa Software, Inc.(1) | 12,206 | 1,581,531 | ||||||
Cree, Inc.(1) | 520 | 25,480 | ||||||
CSG Systems International, Inc. | 13,017 | 672,719 | ||||||
CyberArk Software Ltd.(1) | 27,351 | 2,730,177 | ||||||
DASAN Zhone Solutions, Inc.(1) | 2,875 | 26,335 | ||||||
Datadog, Inc. - Class A(1) | 196,380 | 6,659,246 | ||||||
Diebold Nixdorf, Inc.(1) | 15,913 | 178,226 | ||||||
Digimarc Corp.(1) | 4,403 | 172,113 | ||||||
Digital Turbine, Inc.(1) | 30,843 | 198,783 | ||||||
Diodes, Inc.(1) | 3,860 | 154,979 | ||||||
DocuSign, Inc. - Class A(1) | 72,060 | 4,461,955 | ||||||
Dolby Laboratories, Inc. - Class A | 80,386 | 5,196,151 | ||||||
Domo, Inc. - Class B(1) | 6,920 | 110,582 | ||||||
Dropbox, Inc. - Class A(1) | 14,348 | 289,399 | ||||||
DSP Group, Inc.(1) | 3,016 | 42,480 | ||||||
Dynatrace, Inc.(1) | 1,964 | 36,668 | ||||||
Ebix, Inc. | 9,242 | 389,088 | ||||||
eGain Corp.(1) | 8,032 | 64,296 | ||||||
Elastic NV(1) | 2,996 | 246,691 | ||||||
Endurance International Group Holdings, Inc.(1) | 28,175 | 105,656 | ||||||
Enphase Energy, Inc.(1) | 36,225 | 805,282 | ||||||
Entegris, Inc. | 9,125 | 429,422 | ||||||
Envestnet, Inc.(1) | 95,587 | 5,419,783 | ||||||
EPAM Systems, Inc.(1) | 3,519 | 641,584 | ||||||
ePlus, Inc.(1) | 4,623 | 351,764 |
Euronet Worldwide, Inc.(1) | 44,474 | 6,506,546 | ||||||
Everbridge, Inc.(1) | 13,149 | 811,425 | ||||||
EVERTEC, Inc. | 23,952 | 747,781 | ||||||
Evo Payments, Inc. - Class A(1) | 14,007 | 393,877 | ||||||
Exela Technologies, Inc.(1) | 15,892 | 18,753 | ||||||
ExlService Holdings, Inc.(1) | 215,020 | 14,397,739 | ||||||
Extreme Networks, Inc.(1) | 46,398 | 337,545 | ||||||
F5 Networks, Inc.(1) | 3,751 | 526,715 | ||||||
Fabrinet(1) | 13,247 | 692,818 | ||||||
Fair Isaac Corp.(1) | 1,914 | 580,937 | ||||||
FARO Technologies, Inc.(1) | 6,402 | 309,537 | ||||||
FireEye, Inc.(1) | 13,423 | 179,063 | ||||||
Fiserv, Inc.(1) | 38,210 | 3,958,174 | ||||||
Fitbit, Inc. - Class A(1) | 18,141 | 69,117 | ||||||
Five9, Inc.(1) | 23,668 | 1,271,918 | ||||||
FleetCor Technologies, Inc.(1) | 5,766 | 1,653,573 | ||||||
FLIR Systems, Inc. | 204,175 | 10,737,563 | ||||||
ForeScout Technologies, Inc.(1) | 16,421 | 622,684 | ||||||
FormFactor, Inc.(1) | 2,238 | 41,728 | ||||||
Fortinet, Inc.(1) | 374,048 | 28,711,924 | ||||||
Gartner, Inc.(1) | 5,922 | 846,787 | ||||||
Genpact Ltd. | 11,790 | 456,863 | ||||||
Global Payments, Inc. | 20,180 | 3,208,620 | ||||||
GoDaddy, Inc. - Class A(1) | 11,919 | 786,416 | ||||||
GTT Communications, Inc.(1) | 12,857 | 121,113 | ||||||
Guidewire Software, Inc.(1) | 249,208 | 26,261,539 | ||||||
Hackett Group, Inc. | 8,680 | 142,873 | ||||||
HubSpot, Inc.(1) | 2,702 | 409,650 | ||||||
I3 Verticals, Inc. - Class A(1) | 5,836 | 117,420 | ||||||
Ichor Holdings Ltd.(1) | 2,026 | 48,989 | ||||||
Ideanomics, Inc.(1) | 20,138 | 30,308 | ||||||
II-VI, Inc.(1) | 22,725 | 800,147 | ||||||
Impinj, Inc.(1) | 5,857 | 180,571 | ||||||
Inphi Corp.(1) | 17,812 | 1,087,423 |
Insight Enterprises, Inc.(1) | 5,142 | 286,358 | ||||||
Instructure, Inc.(1) | 13,520 | 523,765 | ||||||
Intelligent Systems Corp.(1) | 2,656 | 110,330 | ||||||
InterDigital, Inc. | 12,336 | 647,270 | ||||||
International Money Express, Inc.(1) | 5,291 | 72,698 | ||||||
IPG Photonics Corp.(1) | 123,147 | 16,698,733 | ||||||
Iteris, Inc.(1) | 15,596 | 89,599 | ||||||
Itron, Inc.(1) | 13,578 | 1,004,229 | ||||||
j2 Global, Inc. | 82,747 | 7,515,083 | ||||||
Jabil, Inc. | 2,132 | 76,262 | ||||||
Jack Henry & Associates, Inc. | 135,805 | 19,823,456 | ||||||
Keysight Technologies, Inc.(1) | 204,779 | 19,914,758 | ||||||
Kimball Electronics, Inc.(1) | 708 | 10,273 | ||||||
KLA-Tencor Corp. | 10,782 | 1,719,190 | ||||||
KVH Industries, Inc.(1) | 399 | 4,249 | ||||||
Lam Research Corp. | 8,581 | 1,983,155 | ||||||
Lattice Semiconductor Corp.(1) | 49,177 | 899,201 | ||||||
Limelight Networks, Inc.(1) | 17,985 | 54,495 | ||||||
Littelfuse, Inc. | 45,467 | 8,061,754 | ||||||
LivePerson, Inc.(1) | 24,319 | 868,188 | ||||||
LogMeIn, Inc. | 188,027 | 13,342,396 | ||||||
Majesco(1) | 3,125 | 26,375 | ||||||
Manhattan Associates, Inc.(1) | 59,033 | 4,762,192 | ||||||
Marvell Technology Group Ltd. | 864,310 | 21,581,821 | ||||||
Maxim Integrated Products, Inc. | 6,902 | 399,695 | ||||||
MAXIMUS, Inc. | 25,150 | 1,943,089 | ||||||
MaxLinear, Inc. - Class A(1) | 25,779 | 576,934 | ||||||
Medallia, Inc.(1) | 836 | 22,931 | ||||||
Microchip Technology, Inc. | 58,267 | 5,413,587 | ||||||
MicroStrategy, Inc. - Class A(1) | 3,277 | 486,208 | ||||||
Mitek Systems, Inc.(1) | 10,557 | 101,875 | ||||||
MobileIron, Inc.(1) | 37,768 | 247,192 | ||||||
Model N, Inc.(1) | 12,862 | 357,049 | ||||||
MongoDB, Inc. - Class A(1) | 2,826 | 340,476 |
Monolithic Power Systems, Inc. | 2,835 | 441,211 | ||||||
Monotype Imaging Holdings, Inc. | 7,345 | 145,504 | ||||||
Motorola Solutions, Inc. | 8,230 | 1,402,474 | ||||||
MTS Systems Corp. | 2,387 | 131,882 | ||||||
Nanometrics, Inc.(1) | 3,159 | 103,047 | ||||||
Napco Security Technologies, Inc.(1) | 4,608 | 117,596 | ||||||
National Instruments Corp. | 49,013 | 2,058,056 | ||||||
NCR Corp.(1) | 8,086 | 255,194 | ||||||
NetApp, Inc. | 16,172 | 849,192 | ||||||
New Relic, Inc.(1) | 184,744 | 11,352,519 | ||||||
NIC, Inc. | 26,044 | 537,809 | ||||||
Nice Ltd. - ADR(1) | 110,720 | 15,921,536 | ||||||
nLight, Inc.(1) | 12,998 | 203,549 | ||||||
Novanta, Inc.(1) | 13,283 | 1,085,487 | ||||||
Nutanix, Inc. - Class A(1) | 636,444 | 16,706,655 | ||||||
NVE Corp. | 1,727 | 114,586 | ||||||
Okta, Inc. - Class A(1) | 118,926 | 11,709,454 | ||||||
ON Semiconductor Corp.(1) | 70,803 | 1,360,126 | ||||||
OneSpan, Inc.(1) | 9,219 | 133,675 | ||||||
OSI Systems, Inc.(1) | 6,585 | 668,773 | ||||||
Pagerduty, Inc.(1) | 670 | 18,927 | ||||||
Palo Alto Networks, Inc.(1) | 237,267 | 48,362,133 | ||||||
PAR Technology Corp.(1) | 4,598 | 109,294 | ||||||
Paychex, Inc. | 21,716 | 1,797,433 | ||||||
Paycom Software, Inc.(1) | 3,324 | 696,345 | ||||||
Paylocity Holding Corp.(1) | 108,599 | 10,597,090 | ||||||
PaySign, Inc.(1) | 11,923 | 120,422 | ||||||
PDF Solutions, Inc.(1) | 919 | 12,011 | ||||||
Pegasystems, Inc. | 2,568 | 174,752 | ||||||
Perficient, Inc.(1) | 12,847 | 495,637 | ||||||
Perspecta, Inc. | 3,957 | 103,357 | ||||||
Phunware Inc.(1) | 12,317 | 17,736 | ||||||
Plantronics, Inc. | 13,142 | 490,459 | ||||||
Plexus Corp.(1) | 1,545 | 96,578 |
Pluralsight, Inc. - Class A(1) | 4,213 | 70,757 | ||||||
Power Integrations, Inc. | 43,077 | 3,895,453 | ||||||
Presidio, Inc. | 3,287 | 55,550 | ||||||
PRGX Global, Inc.(1) | 8,242 | 42,446 | ||||||
Priority Technology Holdings(1) | 2,478 | 11,944 | ||||||
Progress Software Corp. | 17,584 | 669,247 | ||||||
Proofpoint, Inc.(1) | 53,496 | 6,903,659 | ||||||
PROS Holdings, Inc.(1) | 65,621 | 3,911,012 | ||||||
PTC, Inc.(1) | 50,772 | 3,461,635 | ||||||
Pure Storage, Inc. - Class A(1) | 1,225,420 | 20,758,615 | ||||||
Q2 Holdings, Inc.(1) | 66,857 | 5,273,012 | ||||||
QAD, Inc. - Class A | 2,213 | 102,196 | ||||||
Qualys, Inc.(1) | 213,591 | 16,141,072 | ||||||
Rapid7, Inc.(1) | 19,323 | 877,071 | ||||||
RealPage, Inc.(1) | 5,388 | 338,690 | ||||||
Rimini Street, Inc.(1) | 8,248 | 36,126 | ||||||
RingCentral, Inc. - Class A(1) | 29,271 | 3,678,194 | ||||||
Rogers Corp.(1) | 7,330 | 1,002,084 | ||||||
Rudolph Technologies, Inc.(1) | 1,615 | 42,571 | ||||||
Sabre Corp. | 3,281 | 73,478 | ||||||
SailPoint Technologies Holding, Inc.(1) | 33,720 | 630,227 | ||||||
Sanmina Corp.(1) | 6,074 | 195,036 | ||||||
Science Applications International Corp. | 23,454 | 2,048,707 | ||||||
SecureWorks Corp. - Class A(1) | 391 | 5,056 | ||||||
Semtech Corp.(1) | 119,751 | 5,821,096 | ||||||
ServiceNow, Inc.(1) | 174,230 | 44,228,285 | ||||||
SharpSpring, Inc.(1) | 4,155 | 40,303 | ||||||
Shopify, Inc. - Class A(1) | 20,967 | 6,534,575 | ||||||
ShotSpotter, Inc.(1) | 3,201 | 73,719 | ||||||
Silicon Laboratories, Inc.(1) | 99,654 | 11,096,473 | ||||||
Skyworks Solutions, Inc. | 586 | 46,441 | ||||||
Smartsheet, Inc. - Class A(1) | 5,889 | 212,181 | ||||||
SolarWinds Corp.(1) | 827 | 15,258 | ||||||
Sonim Technologies, Inc.(1) | 1,319 | 3,865 |
Splunk, Inc.(1) | 538,043 | 63,413,748 | ||||||
SPS Commerce, Inc.(1) | 176,139 | 8,290,863 | ||||||
Square, Inc. - Class A(1) | 83,938 | 5,199,959 | ||||||
SS&C Technologies Holdings, Inc. | 13,566 | 699,599 | ||||||
SVMK, Inc.(1) | 33,981 | 581,075 | ||||||
Switch, Inc. - Class A | 3,965 | 61,933 | ||||||
Synopsys, Inc.(1) | 100,081 | 13,736,117 | ||||||
Telaria, Inc.(1) | 17,283 | 119,426 | ||||||
Telenav, Inc.(1) | 6,869 | 32,834 | ||||||
Tenable Holdings, Inc.(1) | 14,546 | 325,539 | ||||||
Teradata Corp.(1) | 7,658 | 237,398 | ||||||
Teradyne, Inc. | 11,581 | 670,656 | ||||||
Trade Desk, Inc. - Class A(1) | 2,599 | 487,442 | ||||||
Trimble, Inc.(1) | 2,912 | 113,015 | ||||||
TTEC Holdings, Inc. | 5,635 | 269,804 | ||||||
Tucows, Inc. - Class A(1) | 3,772 | 204,292 | ||||||
Twilio, Inc. - Class A(1) | 8,084 | 888,917 | ||||||
Tyler Technologies, Inc.(1) | 17,766 | 4,663,575 | ||||||
Ubiquiti, Inc. | 1,022 | 120,862 | ||||||
Unisys Corp.(1) | 14,012 | 104,109 | ||||||
Universal Display Corp. | 2,891 | 485,399 | ||||||
Upland Software, Inc.(1) | 9,032 | 314,856 | ||||||
Varonis Systems, Inc.(1) | 11,730 | 701,219 | ||||||
Verint Systems, Inc.(1) | 24,439 | 1,045,500 | ||||||
VeriSign, Inc.(1) | 4,904 | 925,042 | ||||||
Verra Mobility Corp. - Class A(1) | 45,857 | 658,048 | ||||||
Versum Materials, Inc. | 7,401 | 391,735 | ||||||
Viavi Solutions, Inc.(1) | 90,739 | 1,270,800 | ||||||
VirnetX Holding Corp.(1) | 24,317 | 131,312 | ||||||
Virtusa Corp.(1) | 11,518 | 414,878 | ||||||
Vishay Precision Group, Inc.(1) | 3,119 | 102,116 | ||||||
Western Union Co. | 6,295 | 145,855 | ||||||
WEX, Inc.(1) | 25,494 | 5,151,573 | ||||||
Workday, Inc. - Class A(1) | 337,350 | 57,336,006 |
Workiva, Inc. - Class A(1) | 14,550 | 637,727 | ||||||
Wrap Technologies, Inc.(1) | 3,779 | 15,418 | ||||||
Xilinx, Inc. | 17,205 | 1,649,960 | ||||||
Xperi Corp. | 3,945 | 81,583 | ||||||
Yext, Inc.(1) | 36,828 | 585,197 | ||||||
Zebra Technologies Corp. - Class A(1) | 3,625 | 748,091 | ||||||
Zendesk, Inc.(1) | 7,380 | 537,854 | ||||||
Zix Corp.(1) | 21,267 | 153,973 | ||||||
Zscaler, Inc.(1) | 4,171 | 197,121 | ||||||
Zuora, Inc. - Class A(1) | 34,362 | 517,148 | ||||||
|
| |||||||
949,132,388 | ||||||||
|
| |||||||
Materials 3.73% | ||||||||
Advanced Emissions Solutions, Inc. | 5,733 | 85,078 | ||||||
AK Steel Holding Corp.(1) | 54,374 | 123,429 | ||||||
Amyris, Inc.(1) | 1,643 | 7,821 | ||||||
AptarGroup, Inc. | 242,802 | 28,759,897 | ||||||
Avery Dennison Corp. | 5,339 | 606,350 | ||||||
Axalta Coating Systems Ltd.(1) | 4,314 | 130,067 | ||||||
Balchem Corp. | 87,364 | 8,665,635 | ||||||
Ball Corp. | 22,360 | 1,628,032 | ||||||
Berry Global Group, Inc.(1) | 90,183 | 3,541,486 | ||||||
Boise Cascade Co. | 3,677 | 119,833 | ||||||
CF Industries Holdings, Inc. | 1,467 | 72,176 | ||||||
Chase Corp. | 39,429 | 4,313,138 | ||||||
Cleveland-Cliffs, Inc. | 15,549 | 112,264 | ||||||
Compass Minerals International, Inc. | 13,516 | 763,519 | ||||||
Crown Holdings, Inc.(1) | 5,089 | 336,179 | ||||||
Eagle Materials, Inc. | 2,333 | 209,993 | ||||||
Element Solutions, Inc.(1) | 5,943 | 60,500 | ||||||
Ferro Corp.(1) | 26,056 | 309,024 | ||||||
Forterra, Inc.(1) | 7,522 | 54,384 | ||||||
GCP Applied Technologies, Inc.(1) | 21,420 | 412,335 | ||||||
Graphic Packaging Holding Co. | 723,031 | 10,664,707 | ||||||
HB Fuller Co. | 15,000 | 698,400 |
Ingevity Corp.(1) | 107,910 | 9,155,084 | ||||||
Innospec, Inc. | 82,685 | 7,370,541 | ||||||
International Flavors & Fragrances, Inc. | 137,000 | 16,808,530 | ||||||
Kaiser Aluminum Corp. | 3,252 | 321,851 | ||||||
Koppers Holdings, Inc.(1) | 5,325 | 155,543 | ||||||
Kraton Corp.(1) | 3,551 | 114,662 | ||||||
Louisiana-Pacific Corp. | 6,864 | 168,717 | ||||||
Marrone Bio Innovations, Inc.(1) | 20,472 | 28,866 | ||||||
Martin Marietta Materials, Inc. | 141,445 | 38,770,075 | ||||||
Materion Corp. | 3,264 | 200,279 | ||||||
Mayville Engineering Co., Inc.(1) | 2,606 | 34,373 | ||||||
Myers Industries, Inc. | 13,984 | 246,818 | ||||||
Neenah, Inc. | 5,440 | 354,253 | ||||||
NewMarket Corp. | 427 | 201,582 | ||||||
Novagold Resources, Inc.(1) | 63,849 | 387,563 | ||||||
OMNOVA Solutions, Inc.(1) | 17,584 | 177,071 | ||||||
Orion Engineered Carbons SA | 16,061 | 268,379 | ||||||
PolyOne Corp. | 28,644 | 935,227 | ||||||
Quaker Chemical Corp. | 5,185 | 819,956 | ||||||
Reliance Steel & Aluminum Co. | 58,606 | 5,840,674 | ||||||
Royal Gold, Inc. | 1,401 | 172,617 | ||||||
RPM International, Inc. | 1,424 | 97,986 | ||||||
Ryerson Holding Corp.(1) | 6,120 | 52,204 | ||||||
Scotts Miracle-Gro Co. | 2,678 | 272,674 | ||||||
Sealed Air Corp. | 819 | 33,997 | ||||||
Sensient Technologies Corp. | 8,836 | 606,591 | ||||||
Stepan Co. | 869 | 84,345 | ||||||
Summit Materials, Inc. - Class A(1) | 8,149 | 180,908 | ||||||
Tronox Holdings Plc - Class A | 16,850 | 139,855 | ||||||
UFP Technologies, Inc.(1) | 320 | 12,352 | ||||||
United States Lime & Minerals, Inc. | 55 | 4,208 | ||||||
US Concrete, Inc.(1) | 6,332 | 350,033 | ||||||
Valhi, Inc. | 368 | 699 | ||||||
Verso Corp. - Class A(1) | 841 | 10,412 |
Vulcan Materials Co. | 8,189 | 1,238,504 | ||||||
Worthington Industries, Inc. | 3,388 | 122,137 | ||||||
WR Grace & Co. | 3,867 | 258,161 | ||||||
|
| |||||||
147,671,974 | ||||||||
|
| |||||||
Real Estate 3.22% | ||||||||
Alexanders, Inc. | 840 | 292,664 | ||||||
Altisource Portfolio Solutions SA(1) | 222 | 4,489 | ||||||
American Assets Trust, Inc. | 19,109 | 893,155 | ||||||
American Finance Trust, Inc. | 2,861 | 39,940 | ||||||
American Homes 4 Rent - Class A | 7,382 | 191,120 | ||||||
Americold Realty Trust | 12,988 | 481,465 | ||||||
Armada Hoffler Properties, Inc. | 6,680 | 120,841 | ||||||
Bluerock Residential Growth REIT, Inc. - Class A | 9,137 | 107,543 | ||||||
Brookfield Property REIT, Inc. - Class A | 5,024 | 102,439 | ||||||
CareTrust REIT, Inc. | 28,190 | 662,606 | ||||||
CBRE Group, Inc. - Class A(1) | 8,374 | 443,906 | ||||||
Clipper Realty, Inc. | 5,733 | 58,419 | ||||||
Colony Capital, Inc. | 1,857 | 11,179 | ||||||
Community Healthcare Trust, Inc. | 4,403 | 196,154 | ||||||
CoreSite Realty Corp. | 57,986 | 7,065,594 | ||||||
Corporate Office Properties Trust | 150,935 | 4,494,844 | ||||||
Cushman & Wakefield Plc(1) | 37,922 | 702,695 | ||||||
Easterly Government Properties, Inc. | 7,031 | 149,760 | ||||||
EastGroup Properties, Inc. | 14,687 | 1,836,169 | ||||||
Equity LifeStyle Properties, Inc. | 5,859 | 782,762 | ||||||
Essential Properties Realty Trust, Inc. | 3,280 | 75,145 | ||||||
eXp World Holdings, Inc.(1) | 6,291 | 52,719 | ||||||
Extra Space Storage, Inc. | 6,787 | 792,857 | ||||||
First Industrial Realty Trust, Inc. | 10,249 | 405,450 | ||||||
FirstService Corp. | 53,967 | 5,535,395 | ||||||
Four Corners Property Trust, Inc. | 27,070 | 765,540 | ||||||
Gladstone Commercial Corp. | 3,417 | 80,300 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 1,811 | 52,791 | ||||||
Hudson Pacific Properties, Inc. | 139,468 | 4,666,599 |
Innovative Industrial Properties, Inc. - Class A | 4,267 | 394,143 | ||||||
Iron Mountain, Inc. | 2,154 | 69,768 | ||||||
iStar, Inc. | 16,784 | 219,031 | ||||||
Jones Lang LaSalle, Inc. | 175,267 | 24,372,629 | ||||||
Kennedy-Wilson Holdings, Inc. | 24,752 | 542,564 | ||||||
Lamar Advertising Co. - Class A | 5,741 | 470,360 | ||||||
LTC Properties, Inc. | 7,671 | 392,909 | ||||||
Marcus & Millichap, Inc.(1) | 7,897 | 280,265 | ||||||
Maui Land & Pineapple Co., Inc.(1) | 1,513 | 16,461 | ||||||
Monmouth Real Estate Investment Corp. | 5,454 | 78,592 | ||||||
National Health Investors, Inc. | 7,228 | 595,515 | ||||||
National Storage Affiliates Trust | 23,109 | 771,147 | ||||||
New Senior Investment Group, Inc. | 14,713 | 98,283 | ||||||
Newmark Group, Inc. - Class A | 50,912 | 461,263 | ||||||
NexPoint Residential Trust, Inc. | 7,448 | 348,268 | ||||||
Outfront Media, Inc. | 1,489 | 41,364 | ||||||
Pennsylvania Real Estate Investment Trust | 13,528 | 77,380 | ||||||
PS Business Parks, Inc. | 7,928 | 1,442,500 | ||||||
QTS Realty Trust, Inc. - Class A | 21,613 | 1,111,124 | ||||||
Redfin Corp.(1) | 34,724 | 584,752 | ||||||
RMR Group, Inc. - Class A | 5,951 | 270,651 | ||||||
Ryman Hospitality Properties, Inc. | 18,085 | 1,479,534 | ||||||
Safehold, Inc. | 385 | 11,743 | ||||||
Saul Centers, Inc. | 4,269 | 232,703 | ||||||
SBA Communications Corp. - Class A | 186,513 | 44,977,610 | ||||||
Seritage Growth Properties | 1,222 | 51,923 | ||||||
Sun Communities, Inc. | 1,436 | 213,174 | ||||||
Tanger Factory Outlet Centers, Inc. | 36,164 | 559,819 | ||||||
Terreno Realty Corp. | 278,996 | 14,253,906 | ||||||
The GEO Group, Inc. | 47,031 | 815,518 | ||||||
The Howard Hughes Corp.(1) | 844 | 109,382 | ||||||
UDR, Inc. | 981 | 47,559 | ||||||
UMH Properties, Inc. | 11,806 | 166,228 | ||||||
Uniti Group, Inc. | 73,330 | 569,407 | ||||||
Universal Health Realty Income Trust | 4,579 | 470,721 | ||||||
|
| |||||||
127,662,736 | ||||||||
|
|
Utilities 0.18% | ||||||||
American States Water Co. | 14,530 | 1,305,666 | ||||||
AquaVenture Holdings Ltd.(1) | 908 | 17,643 | ||||||
Atlantic Power Corp.(1) | 25,480 | 59,623 | ||||||
California Water Service Group | 17,912 | 948,082 | ||||||
Chesapeake Utilities Corp. | 6,333 | 603,662 | ||||||
Connecticut Water Service, Inc. | 4,778 | 334,747 | ||||||
El Paso Electric Co. | 2,722 | 182,592 | ||||||
Genie Energy Ltd. - Class B | 2,057 | 15,345 | ||||||
Global Water Resources, Inc. | 4,877 | 57,744 | ||||||
MGE Energy, Inc. | 5,018 | 400,788 | ||||||
Middlesex Water Co. | 5,468 | 355,201 | ||||||
New Jersey Resources Corp. | 2,329 | 105,317 | ||||||
Northwest Natural Holding Co. | 1,744 | 124,417 | ||||||
Ormat Technologies, Inc. | 5,563 | 413,275 | ||||||
Otter Tail Corp. | 6,857 | 368,564 | ||||||
Pure Cycle Corp.(1) | 6,771 | 69,606 | ||||||
SJW Group | 6,745 | 460,616 | ||||||
South Jersey Industries, Inc. | 5,130 | 168,828 | ||||||
Southwest Gas Holdings, Inc. | 2,456 | 223,594 | ||||||
Spark Energy, Inc. - Class A | 4,695 | 49,532 | ||||||
Sunnova Energy International, Inc.(1) | 1,371 | 14,738 | ||||||
TerraForm Power, Inc. - Class A | 20,394 | 371,681 | ||||||
York Water Co. | 4,546 | 198,478 | ||||||
|
| |||||||
6,849,739 | ||||||||
|
| |||||||
Total Common Stocks (Cost: $3,045,472,167) | 3,864,568,067 | |||||||
|
| |||||||
RIGHTS 0.00%(2) | ||||||||
Healthcare 0.00%(2) | ||||||||
Corium International, Inc., expires 03/31/2020 - CVR(1)(4) | 7,613 | $ | 1,370 | |||||
Oncternal Therapeutics, Inc.(1)(4) | 207 | 382 | ||||||
|
| |||||||
1,752 | ||||||||
|
|
Materials 0.00%(2) | ||||||||
A. Schulman, Inc. - CVR(1)(4) | 9,002 | 3,508 | ||||||
|
| |||||||
Total Rights (Cost: $0) | 5,260 | |||||||
|
| |||||||
SHORT-TERM INVESTMENTS 2.43% | ||||||||
Money Market Funds 2.36% | ||||||||
Goldman Sachs Financial Square Government Fund - Class I, 1.84%(3) | 93,629,171 | $ | 93,629,171 | |||||
|
| |||||||
Total Money Market Funds (Cost: $93,629,171) | 93,629,171 | |||||||
|
| |||||||
Principal Amount | Value | |||||||
Time Deposits 0.07% | ||||||||
Citibank, New York, 1.40% due 10/01/2019 | $ | 2,782,373 | 2,782,373 | |||||
|
| |||||||
Total Time Deposits (Cost: $2,782,373) | 2,782,373 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $96,411,544) | 96,411,544 | |||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 100.00% | ||||||||
(Cost: $3,141,883,711) | 3,960,984,871 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.00%(2) | 142,827 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 3,961,127,698 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR | American Depositary Receipt |
CVR | Contingent Value Right |
(1) | Non-income producing security. |
(2) | Amount calculated is less than 0.005%. |
(3) | Represents annualized seven-day yield as of the close of the reporting period. |
(4) | Security or includes securities categorized as Level 3 per the Trusts fair value hierarchy. The value of this securities total $5,260, which represents 0.00% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Small/Mid Cap Growth Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Small/Mid Cap Growth Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Common Stocks | ||||||||||||||||
Communication Services | $ | 121,255,979 | | | $ | 121,255,979 | ||||||||||
Consumer Discretionary | 467,714,918 | | | 467,714,918 | ||||||||||||
Consumer Staples | 246,337,446 | | | 246,337,446 | ||||||||||||
Energy | 21,336,580 | | | 21,336,580 | ||||||||||||
Financials | 354,414,374 | | | 354,414,374 | ||||||||||||
Healthcare | 794,302,967 | | | 794,302,967 | ||||||||||||
Industrials | 627,888,966 | | | 627,888,966 | ||||||||||||
Information Technology | 949,132,388 | | | 949,132,388 | ||||||||||||
Materials | 147,671,974 | | | 147,671,974 | ||||||||||||
Real Estate | 127,662,736 | | | 127,662,736 | ||||||||||||
Utilities | 6,849,739 | | | 6,849,739 | ||||||||||||
Rights | ||||||||||||||||
Healthcare | | | 1,752 | 1,752 | ||||||||||||
Materials | | | 3,508 | 3,508 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 93,629,171 | | | 93,629,171 | ||||||||||||
Time Deposits | | 2,782,373 | | 2,782,373 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 3,958,197,238 | $ | 2,782,373 | $ | 5,260 | $ | 3,960,984,871 |
Bridge Builder Small/Mid Cap Value Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Shares | Value | |||||||
COMMON STOCKS 97.40% | ||||||||
Communication Services 2.77% | ||||||||
Activision Blizzard, Inc. | 189,009 | $ | 10,002,356 | |||||
Altice USA, Inc. - Class A(1) | 276,235 | 7,922,420 | ||||||
AMC Entertainment Holdings, Inc. - Class A | 15,110 | 161,677 | ||||||
AMC Networks, Inc. - Class A(1) | 65,900 | 3,239,644 | ||||||
ATN International, Inc. | 3,230 | 188,535 | ||||||
Bandwidth, Inc. - Class A(1) | 776 | 50,525 | ||||||
Boston Omaha Corp. - Class A(1) | 939 | 18,620 | ||||||
Cable One, Inc. | 18,625 | 23,368,787 | ||||||
Care.com, Inc.(1) | 534 | 5,580 | ||||||
Cars.com, Inc.(1) | 17,017 | 152,813 | ||||||
CBS Corp. - Class B | 64,573 | 2,606,812 | ||||||
CenturyLink, Inc. | 36,733 | 458,428 | ||||||
Cincinnati Bell, Inc.(1) | 14,127 | 71,624 | ||||||
Cinemark Holdings, Inc. | 3,596 | 138,949 | ||||||
Clear Channel Outdoor Holdings, Inc. - Class A(1) | 11,820 | 29,786 | ||||||
comScore, Inc.(1) | 14,090 | 26,912 | ||||||
Consolidated Communications Holdings, Inc. | 20,153 | 95,928 | ||||||
Cumulus Media, Inc. - Class A(1) | 4,176 | 60,719 | ||||||
Daily Journal Corp.(1) | 320 | 79,219 | ||||||
DHI Group, Inc.(1) | 14,591 | 56,175 | ||||||
Discovery, Inc. - Class A(1) | 5,203 | 138,556 | ||||||
Discovery, Inc. - Class C(1) | 11,747 | 289,211 | ||||||
DISH Network Corp. - Class A(1) | 7,862 | 267,858 | ||||||
Electronic Arts, Inc.(1) | 147,717 | 14,449,677 | ||||||
Emerald Expositions Events, Inc. | 7,156 | 69,628 | ||||||
Entercom Communications Corp. - Class A | 36,017 | 120,297 | ||||||
Entravision Communications Corp. - Class A | 14,792 | 47,039 | ||||||
Eros International Plc(1) | 19,685 | 37,598 |
EW Scripps Co. - Class A | 16,043 | 213,051 | ||||||
Fluent, Inc.(1) | 1,197 | 3,274 | ||||||
Fox Corp. - Class A | 183,227 | 5,778,063 | ||||||
Fox Corp. - Class B | 4,920 | 155,177 | ||||||
Frontier Communications Corp.(1) | 30,939 | 26,824 | ||||||
Gaia, Inc. - Class A(1) | 2,892 | 18,899 | ||||||
Gannett Co., Inc. | 31,044 | 333,413 | ||||||
GCI Liberty, Inc. - Class A(1) | 3,300 | 204,831 | ||||||
Gray Television, Inc.(1) | 15,766 | 257,301 | ||||||
Hemisphere Media Group, Inc. - Class A(1) | 791 | 9,666 | ||||||
IDT Corp. - Class B(1) | 1,228 | 12,931 | ||||||
IMAX Corp.(1) | 79,989 | 1,755,759 | ||||||
Intelsat SA(1) | 19,626 | 447,473 | ||||||
InterActiveCorp(1) | 1,042 | 227,125 | ||||||
Interpublic Group of Cos, Inc. | 11,770 | 253,761 | ||||||
Iridium Communications, Inc.(1) | 28,981 | 616,716 | ||||||
John Wiley & Sons, Inc. - Class A | 1,490 | 65,471 | ||||||
Lee Enterprises, Inc.(1) | 14,754 | 30,098 | ||||||
Liberty Broadband Corp. - Class A(1) | 838 | 87,588 | ||||||
Liberty Broadband Corp. - Class C(1) | 3,525 | 368,962 | ||||||
Liberty Global Plc - Class C(1) | 226,623 | 5,391,361 | ||||||
Liberty Latin America Ltd. - Class A(1) | 13,178 | 224,948 | ||||||
Liberty Latin America Ltd. - Class C(1) | 33,432 | 571,520 | ||||||
Liberty Media Corp.-Liberty Formula One - Class A(1) | 892 | 35,314 | ||||||
Liberty Media Corp.-Liberty Formula One - Class C(1) | 107,428 | 4,467,931 | ||||||
Liberty Media Corp.-Liberty SiriusXM - Class A(1) | 2,829 | 117,602 | ||||||
Liberty Media Corp.-Liberty SiriusXM - Class C(1) | 5,228 | 219,367 | ||||||
Lions Gate Entertainment Corp. - Class A(1) | 1,640 | 15,170 | ||||||
Lions Gate Entertainment Corp. - Class B(1) | 3,895 | 34,042 | ||||||
Madison Square Garden Co. - Class A(1) | 566 | 149,152 | ||||||
Marchex, Inc. - Class B(1) | 9,844 | 30,910 | ||||||
Marcus Corp. | 6,481 | 239,862 | ||||||
Meet Group, Inc.(1) | 8,259 | 27,048 | ||||||
MSG Networks, Inc. - Class A(1) | 17,124 | 277,751 | ||||||
National CineMedia, Inc. | 16,514 | 135,415 |
NetEase, Inc. - ADR | 23,440 | 6,239,259 | ||||||
New Media Investment Group, Inc. | 17,308 | 152,483 | ||||||
New York Times Co. - Class A | 4,385 | 124,885 | ||||||
News Corp. - Class A | 12,840 | 178,733 | ||||||
News Corp. - Class B | 4,133 | 59,081 | ||||||
Nexstar Media Group, Inc. - Class A | 295,959 | 30,279,565 | ||||||
Omnicom Group, Inc. | 58,916 | 4,613,123 | ||||||
ORBCOMM, Inc.(1) | 4,109 | 19,559 | ||||||
Pareteum Corp.(1) | 17,037 | 21,978 | ||||||
Reading International, Inc. - Class A(1) | 5,633 | 67,371 | ||||||
Rosetta Stone, Inc.(1) | 5,017 | 87,296 | ||||||
Saga Communications, Inc. - Class A | 1,068 | 31,773 | ||||||
Scholastic Corp. | 8,654 | 326,775 | ||||||
Sinclair Broadcast Group, Inc. - Class A | 120 | 5,129 | ||||||
Spok Holdings, Inc. | 5,480 | 65,431 | ||||||
Sprint Corp.(1) | 19,004 | 117,255 | ||||||
Take-Two Interactive Software, Inc.(1) | 37,084 | 4,648,109 | ||||||
TEGNA, Inc. | 63,857 | 991,699 | ||||||
Telephone & Data Systems, Inc. | 3,366 | 86,843 | ||||||
Tribune Publishing Co. | 4,828 | 41,424 | ||||||
TripAdvisor, Inc.(1) | 344 | 13,306 | ||||||
TrueCar, Inc.(1) | 4,142 | 14,083 | ||||||
United States Cellular Corp.(1) | 501 | 18,828 | ||||||
Viacom, Inc. - Class A | 329 | 8,640 | ||||||
Viacom, Inc. - Class B | 94,681 | 2,275,184 | ||||||
Vonage Holdings Corp.(1) | 21,432 | 242,182 | ||||||
WideOpenWest, Inc.(1) | 7,395 | 45,553 | ||||||
Zillow Group, Inc. - Class A(1) | 1,881 | 55,574 | ||||||
Zillow Group, Inc. - Class C(1) | 4,143 | 123,544 | ||||||
Zynga, Inc. - Class A(1) | 22,341 | 130,025 | ||||||
|
| |||||||
138,043,839 | ||||||||
|
| |||||||
Consumer Discretionary 9.71% | ||||||||
Aarons, Inc. | 32,393 | 2,081,574 | ||||||
Abercrombie & Fitch Co. - Class A | 18,929 | 295,292 | ||||||
Acushnet Holdings Corp. | 590,230 | 15,582,072 |
Adient Plc | 25,668 | 589,337 | ||||||
Adtalem Global Education, Inc.(1) | 16,434 | 625,971 | ||||||
Advance Auto Parts, Inc. | 10,124 | 1,674,510 | ||||||
American Axle & Manufacturing Holdings, Inc.(1) | 172,071 | 1,414,424 | ||||||
American Eagle Outfitters, Inc. | 118,484 | 1,921,810 | ||||||
American Outdoor Brands Corp.(1) | 15,685 | 91,757 | ||||||
American Public Education, Inc.(1) | 4,661 | 104,127 | ||||||
Aptiv Plc | 8,084 | 706,703 | ||||||
Aramark | 333,588 | 14,537,765 | ||||||
Ascena Retail Group, Inc.(1) | 50,896 | 13,442 | ||||||
At Home Group, Inc.(1) | 12,834 | 123,463 | ||||||
AutoNation, Inc.(1) | 1,806 | 91,564 | ||||||
AutoZone, Inc.(1) | 6,939 | 7,526,178 | ||||||
Barnes & Noble Education, Inc.(1) | 11,440 | 35,693 | ||||||
Bassett Furniture Industries, Inc. | 2,804 | 42,901 | ||||||
BBX Capital Corp. - Class A | 16,974 | 79,269 | ||||||
Beazer Homes USA, Inc.(1) | 8,445 | 125,830 | ||||||
Bed Bath & Beyond, Inc. | 116,304 | 1,237,475 | ||||||
Best Buy, Inc. | 61,241 | 4,225,017 | ||||||
Big Lots, Inc. | 55,431 | 1,358,059 | ||||||
Biglari Holdings, Inc. - Class B(1) | 70 | 7,630 | ||||||
BorgWarner, Inc. | 237,793 | 8,722,247 | ||||||
Boyd Gaming Corp. | 2,154 | 51,588 | ||||||
Brinker International, Inc. | 2,690 | 114,782 | ||||||
Brunswick Corp. | 281,478 | 14,670,633 | ||||||
Buckle, Inc. | 8,433 | 173,720 | ||||||
Caesars Entertainment Corp.(1) | 19,122 | 222,963 | ||||||
Caleres, Inc. | 12,134 | 284,057 | ||||||
Callaway Golf Co. | 27,359 | 531,038 | ||||||
Capri Holdings Ltd.(1) | 2,787 | 92,417 | ||||||
CarMax, Inc.(1) | 2,922 | 257,136 | ||||||
Carriage Services, Inc. - Class A | 4,829 | 98,705 | ||||||
Carrols Restaurant Group, Inc.(1) | 9,625 | 79,791 | ||||||
Carters, Inc. | 83,219 | 7,590,405 | ||||||
Cato Corp. - Class A | 6,371 | 112,193 |
Century Casinos, Inc.(1) | 8,133 | 62,868 | ||||||
Century Communities, Inc.(1) | 4,352 | 133,302 | ||||||
Chicos FAS, Inc. | 34,698 | 139,833 | ||||||
Choice Hotels International, Inc. | 616 | 54,799 | ||||||
Chuys Holdings, Inc.(1) | 3,689 | 91,340 | ||||||
Citi Trends, Inc. | 3,469 | 63,483 | ||||||
Clarus Corp. | 2,713 | 31,810 | ||||||
Collectors Universe | 125 | 3,560 | ||||||
Columbia Sportswear Co. | 357 | 34,590 | ||||||
Conns, Inc.(1) | 5,825 | 144,810 | ||||||
Container Store Group, Inc.(1) | 4,654 | 20,571 | ||||||
Cooper Tire & Rubber Co. | 14,636 | 382,292 | ||||||
Cooper-Standard Holdings, Inc.(1) | 22,812 | 932,555 | ||||||
Core-Mark Holding Co., Inc. | 748,463 | 24,036,889 | ||||||
Culp, Inc. | 3,207 | 52,274 | ||||||
Dana, Inc. | 690,600 | 9,972,264 | ||||||
Del Taco Restaurants, Inc.(1) | 8,819 | 90,174 | ||||||
Delta Apparel, Inc.(1) | 1,766 | 41,943 | ||||||
Dennys Corp.(1) | 4,403 | 100,234 | ||||||
Designer Brands, Inc. - Class A | 12,403 | 212,339 | ||||||
Dicks Sporting Goods, Inc. | 113,401 | 4,627,895 | ||||||
Dillards, Inc. - Class A | 2,972 | 196,479 | ||||||
Dine Brands Global, Inc. | 73,210 | 5,553,711 | ||||||
Dollar General Corp. | 89,579 | 14,237,686 | ||||||
Dollar Tree, Inc.(1) | 47,149 | 5,382,530 | ||||||
DR Horton, Inc. | 11,463 | 604,215 | ||||||
Drive Shack, Inc.(1) | 1,917 | 8,262 | ||||||
Dunkin Brands Group, Inc. | 168 | 13,332 | ||||||
eBay, Inc. | 438,438 | 17,090,313 | ||||||
El Pollo Loco Holdings, Inc.(1) | 6,402 | 70,166 | ||||||
Empire Resorts, Inc.(1) | 371 | 3,573 | ||||||
Escalade, Inc. | 2,814 | 30,644 | ||||||
Ethan Allen Interiors, Inc. | 7,101 | 135,629 | ||||||
Expedia Group, Inc. | 131,403 | 17,661,877 | ||||||
Express, Inc.(1) | 20,054 | 68,986 |
Extended Stay America, Inc. | 849,945 | 12,443,195 | ||||||
Fiesta Restaurant Group, Inc.(1) | 6,657 | 69,366 | ||||||
Flexsteel Industries, Inc. | 2,154 | 31,922 | ||||||
Foot Locker, Inc. | 80,868 | 3,490,263 | ||||||
Fossil Group, Inc.(1) | 13,720 | 171,637 | ||||||
Frontdoor, Inc.(1) | 2,842 | 138,036 | ||||||
GameStop Corp. - Class A | 26,457 | 146,043 | ||||||
Gap, Inc. | 7,251 | 125,877 | ||||||
Garmin Ltd. | 4,889 | 414,049 | ||||||
Genesco, Inc.(1) | 4,739 | 189,655 | ||||||
Gentex Corp. | 164,976 | 4,542,614 | ||||||
Genuine Parts Co. | 4,717 | 469,766 | ||||||
G-III Apparel Group Ltd.(1) | 13,251 | 341,478 | ||||||
Gildan Activewear, Inc. - Class A | 242,100 | 8,594,550 | ||||||
GNC Holdings, Inc. - Class A(1) | 24,006 | 51,373 | ||||||
Golden Entertainment, Inc.(1) | 2,586 | 34,368 | ||||||
Goodyear Tire & Rubber Co. | 153,138 | 2,205,953 | ||||||
GoPro, Inc. - Class A(1) | 2,603 | 13,497 | ||||||
Graham Holdings Co. - Class B | 25,641 | 17,011,521 | ||||||
Grand Canyon Education, Inc.(1) | 106,939 | 10,501,410 | ||||||
Green Brick Partners, Inc.(1) | 6,398 | 68,459 | ||||||
Group 1 Automotive, Inc. | 33,262 | 3,070,415 | ||||||
Guess, Inc. | 14,737 | 273,077 | ||||||
H&R Block, Inc. | 5,873 | 138,720 | ||||||
Hanesbrands, Inc. | 114,444 | 1,753,282 | ||||||
Harley-Davidson, Inc. | 71,938 | 2,587,610 | ||||||
Haverty Furniture Cos, Inc. | 5,145 | 104,289 | ||||||
Hibbett Sports, Inc.(1) | 5,057 | 115,805 | ||||||
Hilton Grand Vacations, Inc.(1) | 2,498 | 79,936 | ||||||
Hooker Furniture Corp. | 3,094 | 66,335 | ||||||
Houghton Mifflin Harcourt Co.(1) | 30,590 | 163,045 | ||||||
Hudson Ltd. - Class A(1) | 10,678 | 131,019 | ||||||
Hyatt Hotels Corp. - Class A | 1,290 | 95,034 | ||||||
Inspired Entertainment, Inc.(1) | 384 | 2,761 | ||||||
International Game Technology Plc | 308,950 | 4,390,180 |
International Speedway Corp. - Class A | 6,846 | 308,138 | ||||||
J. Alexanders Holdings, Inc.(1) | 3,895 | 45,649 | ||||||
J. Jill, Inc. | 4,243 | 8,062 | ||||||
Jack in the Box, Inc. | 165,485 | 15,078,993 | ||||||
JC Penney Co., Inc.(1) | 92,641 | 82,349 | ||||||
Johnson Outdoors, Inc. - Class A | 547 | 32,032 | ||||||
K12, Inc.(1) | 10,410 | 274,824 | ||||||
KB Home | 20,229 | 687,786 | ||||||
Kohls Corp. | 85,958 | 4,268,674 | ||||||
Kontoor Brands, Inc. | 9,859 | 346,051 | ||||||
Kura Sushi USA, Inc. - Class A(1) | 449 | 8,809 | ||||||
L Brands, Inc. | 6,510 | 127,531 | ||||||
Lands End, Inc.(1) | 3,087 | 35,022 | ||||||
Las Vegas Sands Corp. | 123,244 | 7,118,573 | ||||||
Laureate Education, Inc. - Class A(1) | 777,264 | 12,883,151 | ||||||
La-Z-Boy, Inc. | 333,737 | 11,210,226 | ||||||
Leaf Group Ltd.(1) | 1,149 | 4,826 | ||||||
Lear Corp. | 68,493 | 8,075,325 | ||||||
Legacy Housing Corp.(1) | 1,009 | 16,346 | ||||||
Leggett & Platt, Inc. | 4,427 | 181,241 | ||||||
Lennar Corp. - Class A | 142,194 | 7,941,535 | ||||||
Lennar Corp. - Class B | 296 | 13,134 | ||||||
Lifetime Brands, Inc. | 3,279 | 29,019 | ||||||
Liquidity Services, Inc.(1) | 7,750 | 57,350 | ||||||
Lithia Motors, Inc. - Class A | 2,501 | 331,082 | ||||||
LKQ Corp.(1) | 64,139 | 2,017,172 | ||||||
Lumber Liquidators Holdings, Inc.(1) | 6,635 | 65,487 | ||||||
M/I Homes, Inc.(1) | 7,722 | 290,733 | ||||||
Macys, Inc. | 79,371 | 1,233,425 | ||||||
MarineMax, Inc.(1) | 6,019 | 93,174 | ||||||
Marriott Vacations Worldwide Corp. | 10,306 | 1,067,805 | ||||||
Mattel, Inc.(1) | 3,610 | 41,118 | ||||||
MDC Holdings, Inc. | 127,634 | 5,501,025 | ||||||
Meritage Homes Corp.(1) | 10,570 | 743,600 | ||||||
MGM Resorts International | 15,604 | 432,543 |
Modine Manufacturing Co.(1) | 14,466 | 164,478 | ||||||
Mohawk Industries, Inc.(1) | 1,998 | 247,892 | ||||||
Monarch Casino & Resort, Inc.(1) | 679 | 28,308 | ||||||
Motorcar Parts of America, Inc.(1) | 5,318 | 89,874 | ||||||
Movado Group, Inc. | 4,623 | 114,928 | ||||||
Murphy USA, Inc.(1) | 28,040 | 2,391,812 | ||||||
Nathans Famous, Inc. | 496 | 35,638 | ||||||
Newell Brands, Inc. | 117,921 | 2,207,481 | ||||||
Nordstrom, Inc. | 58,800 | 1,979,796 | ||||||
Norwegian Cruise Line Holdings Ltd.(1) | 5,753 | 297,833 | ||||||
NVR, Inc.(1) | 1,052 | 3,910,652 | ||||||
Office Depot, Inc. | 664,060 | 1,165,425 | ||||||
OneSpaWorld Holdings Ltd.(1) | 13,344 | 207,232 | ||||||
Overstock.com, Inc.(1) | 6,552 | 69,386 | ||||||
Oxford Industries, Inc. | 104,719 | 7,508,352 | ||||||
Papa Johns International, Inc. | 743 | 38,896 | ||||||
Party City Holdco, Inc.(1) | 15,405 | 87,963 | ||||||
Penn National Gaming, Inc.(1) | 28,448 | 529,844 | ||||||
Penske Automotive Group, Inc. | 44,280 | 2,093,558 | ||||||
PetMed Express, Inc. | 4,144 | 74,675 | ||||||
Polaris Industries, Inc. | 199 | 17,514 | ||||||
Pool Corp. | 23,975 | 4,835,758 | ||||||
Potbelly Corp.(1) | 5,909 | 25,763 | ||||||
PulteGroup, Inc. | 8,530 | 311,772 | ||||||
Purple Innovation, Inc.(1) | 817 | 6,152 | ||||||
PVH Corp. | 49,230 | 4,343,563 | ||||||
Quotient Technology, Inc.(1) | 19,618 | 153,413 | ||||||
Qurate Retail, Inc.(1) | 12,903 | 133,094 | ||||||
Ralph Lauren Corp. - Class A | 1,720 | 164,208 | ||||||
RCI Hospitality Holdings, Inc. | 2,611 | 53,995 | ||||||
RealReal, Inc.(1) | 3,808 | 85,147 | ||||||
Red Lion Hotels Corp.(1) | 6,820 | 44,194 | ||||||
Red Robin Gourmet Burgers, Inc.(1) | 3,799 | 126,355 | ||||||
Red Rock Resorts, Inc. - Class A | 208,971 | 4,243,156 | ||||||
Regis Corp.(1) | 45,239 | 914,733 |
RH(1) | 3,466 | 592,097 | ||||||
Rocky Brands, Inc. | 1,957 | 65,031 | ||||||
Ross Stores, Inc. | 65,990 | 7,249,002 | ||||||
Royal Caribbean Cruises Ltd. | 31,046 | 3,363,213 | ||||||
RTW RetailWinds, Inc.(1) | 8,335 | 11,419 | ||||||
Rubicon Project, Inc.(1) | 4,648 | 40,484 | ||||||
Sally Beauty Holdings, Inc.(1) | 35,250 | 524,873 | ||||||
Select Interior Concepts, Inc. - Class A(1) | 4,305 | 55,836 | ||||||
Service Corp. International | 3,841 | 183,638 | ||||||
ServiceMaster Global Holdings, Inc.(1) | 87,204 | 4,874,704 | ||||||
Shoe Carnival, Inc. | 2,640 | 85,562 | ||||||
Signet Jewelers Ltd. | 15,073 | 252,623 | ||||||
Six Flags Entertainment Corp. | 2,413 | 122,556 | ||||||
Skechers U.S.A., Inc. - Class A(1) | 74,914 | 2,798,038 | ||||||
Sleep Number Corp.(1) | 672 | 27,767 | ||||||
Sonic Automotive, Inc. - Class A | 7,137 | 224,173 | ||||||
Sportsmans Warehouse Holdings, Inc.(1) | 12,411 | 64,289 | ||||||
Stamps.com, Inc.(1) | 19,045 | 1,417,900 | ||||||
Standard Motor Products, Inc. | 4,950 | 240,323 | ||||||
Stitch Fix, Inc. - Class A(1) | 1,345 | 25,891 | ||||||
Stoneridge, Inc.(1) | 244,785 | 7,580,991 | ||||||
Sturm Ruger & Co., Inc. | 357 | 14,908 | ||||||
Superior Group of Cos, Inc. | 2,227 | 35,899 | ||||||
Tailored Brands, Inc. | 1,697 | 7,467 | ||||||
Tapestry, Inc. | 9,727 | 253,388 | ||||||
Taylor Morrison Home Corp. - Class A(1) | 26,603 | 690,082 | ||||||
Tenneco, Inc. - Class A | 62,669 | 784,616 | ||||||
The Habit Restaurants, Inc. - Class A(1) | 4,224 | 36,918 | ||||||
The Michaels Companies, Inc.(1) | 88,177 | 863,253 | ||||||
Thor Industries, Inc. | 48,273 | 2,734,183 | ||||||
Tiffany & Co. | 4,076 | 377,560 | ||||||
Tile Shop Holdings, Inc. | 11,163 | 35,610 | ||||||
Tillys, Inc. - Class A | 6,240 | 58,906 | ||||||
Toll Brothers, Inc. | 194,299 | 7,975,974 | ||||||
TRI Pointe Group, Inc.(1) | 41,118 | 618,415 |
Tupperware Brands Corp. | 14,172 | 224,910 | ||||||
Under Armour, Inc. - Class A(1) | 2,136 | 42,592 | ||||||
Under Armour, Inc. - Class C(1) | 2,226 | 40,357 | ||||||
Unifi, Inc.(1) | 4,128 | 90,486 | ||||||
Universal Electronics, Inc.(1) | 414 | 21,073 | ||||||
Urban Outfitters, Inc.(1) | 69,605 | 1,955,204 | ||||||
Vail Resorts, Inc. | 10,378 | 2,361,618 | ||||||
Vera Bradley, Inc.(1) | 6,008 | 60,681 | ||||||
Vince Holding Corp.(1) | 850 | 16,142 | ||||||
Vista Outdoor, Inc.(1) | 16,922 | 104,747 | ||||||
Visteon Corp.(1) | 59,886 | 4,942,990 | ||||||
Waitr Holdings, Inc.(1) | 12,122 | 15,577 | ||||||
Weyco Group, Inc. | 1,777 | 40,178 | ||||||
Whirlpool Corp. | 92,595 | 14,663,344 | ||||||
William Lyon Homes - Class A(1) | 9,263 | 188,595 | ||||||
Williams-Sonoma, Inc. | 55,347 | 3,762,489 | ||||||
Wingstop, Inc. | 633 | 55,248 | ||||||
Winmark Corp. | 415 | 73,202 | ||||||
Winnebago Industries, Inc. | 2,648 | 101,551 | ||||||
Wolverine World Wide, Inc. | 308,132 | 8,707,810 | ||||||
WW International, Inc.(1) | 13,678 | 517,302 | ||||||
Wyndham Destinations, Inc. | 201,494 | 9,272,754 | ||||||
Wyndham Hotels & Resorts, Inc. | 125,407 | 6,488,558 | ||||||
Wynn Resorts Ltd. | 565 | 61,427 | ||||||
Yum China Holdings, Inc. | 2,354 | 106,942 | ||||||
ZAGG, Inc.(1) | 7,646 | 47,940 | ||||||
Zumiez, Inc.(1) | 57,646 | 1,825,937 | ||||||
|
| |||||||
483,239,199 | ||||||||
|
| |||||||
Consumer Staples 3.08% | ||||||||
Alico, Inc. | 1,101 | 37,456 | ||||||
Archer-Daniels-Midland Co. | 61,108 | 2,509,706 | ||||||
B&G Foods, Inc. | 58,034 | 1,097,423 | ||||||
Beyond Meat Inc.(1) | 446 | 66,285 | ||||||
BJs Wholesale Club Holdings, Inc.(1) | 71,059 | 1,838,296 | ||||||
Brown-Forman Corp. - Class A | 87 | 5,198 |
Brown-Forman Corp. - Class B | 385 | 24,170 | ||||||
Bunge Ltd. | 4,622 | 261,698 | ||||||
Cal-Maine Foods, Inc. | 37,677 | 1,505,385 | ||||||
Campbell Soup Co. | 2,412 | 113,171 | ||||||
Caseys General Stores, Inc. | 85,272 | 13,742,436 | ||||||
Central Garden & Pet Co.(1) | 3,035 | 88,713 | ||||||
Central Garden & Pet Co. - Class A(1) | 264,162 | 7,323,891 | ||||||
Clorox Co. | 783 | 118,914 | ||||||
Coca-Cola European Partners Plc | 129,742 | 7,194,194 | ||||||
Conagra Brands, Inc. | 16,184 | 496,525 | ||||||
Constellation Brands, Inc. - Class A | 104,710 | 21,704,289 | ||||||
Coty, Inc. - Class A | 9,690 | 101,842 | ||||||
Craft Brew Alliance, Inc.(1) | 2,926 | 23,964 | ||||||
Darling Ingredients, Inc.(1) | 47,805 | 914,510 | ||||||
Dean Foods Co. | 26,494 | 30,733 | ||||||
Edgewell Personal Care Co.(1) | 15,809 | 513,634 | ||||||
elf Beauty, Inc.(1) | 6,408 | 112,204 | ||||||
Energizer Holdings, Inc. | 26,909 | 1,172,694 | ||||||
Farmer Brothers Co.(1) | 2,968 | 38,436 | ||||||
Flowers Foods, Inc. | 102,453 | 2,369,738 | ||||||
Fresh Del Monte Produce, Inc. | 9,125 | 311,254 | ||||||
Grocery Outlet Holding Corp.(1) | 542 | 18,797 | ||||||
Hain Celestial Group, Inc.(1) | 3,061 | 65,735 | ||||||
Herbalife Nutrition Ltd.(1) | 2,923 | 110,665 | ||||||
Hershey Co. | 622 | 96,404 | ||||||
Hormel Foods Corp. | 9,346 | 408,701 | ||||||
Hostess Brands, Inc. - Class A(1) | 171,005 | 2,391,505 | ||||||
Ingles Markets, Inc. - Class A | 4,075 | 158,354 | ||||||
Ingredion, Inc. | 29,856 | 2,440,429 | ||||||
J&J Snack Foods Corp. | 56,763 | 10,898,496 | ||||||
Kellogg Co. | 5,125 | 329,794 | ||||||
Kroger Co. | 353,587 | 9,115,473 | ||||||
Lamb Weston Holdings, Inc. | 3,641 | 264,774 | ||||||
Lancaster Colony Corp. | 39,541 | 5,482,360 | ||||||
Landec Corp.(1) | 7,189 | 78,144 |
Limoneira Co. | 3,054 | 56,071 | ||||||
McCormick & Co., Inc. | 1,458 | 227,885 | ||||||
Molson Coors Brewing Co. - Class B | 146,621 | 8,430,707 | ||||||
Natural Grocers by Vitamin Cottage, Inc.(1) | 2,708 | 27,053 | ||||||
Natures Sunshine Products, Inc.(1) | 2,679 | 22,209 | ||||||
Nomad Foods Ltd.(1) | 560,891 | 11,498,265 | ||||||
Nu Skin Enterprises, Inc. - Class A | 1,838 | 78,170 | ||||||
Oil-Dri Corp. of America | 1,430 | 48,706 | ||||||
Pilgrims Pride Corp.(1) | 81,770 | 2,620,320 | ||||||
Post Holdings, Inc.(1) | 47,113 | 4,986,440 | ||||||
PriceSmart, Inc. | 6,002 | 426,742 | ||||||
Pyxus International, Inc.(1) | 2,466 | 32,255 | ||||||
Revlon, Inc. - Class A(1) | 347 | 8,151 | ||||||
Rite Aid Corp.(1) | 15,881 | 110,373 | ||||||
Sanderson Farms, Inc. | 7,633 | 1,155,102 | ||||||
Seaboard Corp. | 9 | 39,375 | ||||||
Seneca Foods Corp. - Class A(1) | 2,145 | 66,881 | ||||||
Simply Good Foods Co.(1) | 20,700 | 600,093 | ||||||
SpartanNash Co. | 10,357 | 122,523 | ||||||
Spectrum Brands Holdings, Inc. | 1,397 | 73,650 | ||||||
Sprouts Farmers Market, Inc.(1) | 2,046 | 39,570 | ||||||
The Andersons, Inc. | 9,146 | 205,145 | ||||||
The J.M. Smucker Co. | 59,259 | 6,519,675 | ||||||
Tootsie Roll Industries, Inc. | 560 | 20,798 | ||||||
TreeHouse Foods, Inc.(1) | 1,553 | 86,114 | ||||||
Tyson Foods, Inc. - Class A | 188,825 | 16,265,385 | ||||||
United Natural Foods, Inc.(1) | 43,958 | 506,396 | ||||||
Universal Corp. | 51,438 | 2,819,317 | ||||||
US Foods Holding Corp.(1) | 7,358 | 302,414 | ||||||
Vector Group Ltd. | 1,888 | 22,486 | ||||||
Village Super Market, Inc. - Class A | 2,550 | 67,447 | ||||||
Weis Markets, Inc. | 2,770 | 105,648 | ||||||
|
| |||||||
153,167,756 | ||||||||
|
|
Energy 3.81% | ||||||||
Abraxas Petroleum Corp.(1) | 45,933 | 23,311 | ||||||
Amplify Energy Corp. | 4,012 | 24,754 | ||||||
Antero Midstream Corp. | 7,556 | 55,914 | ||||||
Antero Resources Corp.(1) | 8,769 | 26,482 | ||||||
Apache Corp. | 12,645 | 323,712 | ||||||
Apergy Corp.(1) | 206,501 | 5,585,852 | ||||||
Arch Coal, Inc. - Class A | 22,507 | 1,670,019 | ||||||
Archrock, Inc. | 37,414 | 373,018 | ||||||
Ardmore Shipping Corp.(1) | 8,196 | 54,831 | ||||||
Baker Hughes a GE Co. - Class A | 313,008 | 7,261,786 | ||||||
Berry Petroleum Corp. | 18,551 | 173,637 | ||||||
Bonanza Creek Energy, Inc.(1) | 5,463 | 122,317 | ||||||
Brigham Minerals, Inc. - Class A | 1,326 | 26,387 | ||||||
C&J Energy Services, Inc.(1) | 19,400 | 208,162 | ||||||
Cabot Oil & Gas Corp. | 5,180 | 91,013 | ||||||
California Resources Corp.(1) | 14,159 | 144,422 | ||||||
Callon Petroleum Co.(1) | 1,176,817 | 5,107,386 | ||||||
Carrizo Oil & Gas, Inc.(1) | 176,689 | 1,516,875 | ||||||
Centennial Resource Development, Inc. - Class A(1) | 6,306 | 28,472 | ||||||
Chaparral Energy, Inc. - Class A(1) | 8,887 | 11,909 | ||||||
Cheniere Energy, Inc.(1) | 3,348 | 211,125 | ||||||
Chesapeake Energy Corp.(1) | 43,541 | 61,393 | ||||||
Cimarex Energy Co. | 180,238 | 8,640,610 | ||||||
Clean Energy Fuels Corp.(1) | 39,062 | 80,663 | ||||||
CNX Resources Corp.(1) | 54,710 | 397,195 | ||||||
Comstock Resources, Inc.(1) | 4,304 | 33,528 | ||||||
Concho Resources, Inc. | 6,702 | 455,066 | ||||||
CONSOL Energy, Inc.(1) | 8,011 | 125,212 | ||||||
Continental Resources, Inc.(1) | 210,171 | 6,471,165 | ||||||
Contura Energy, Inc.(1) | 5,518 | 154,283 | ||||||
Covia Holdings Corp.(1) | 11,907 | 24,052 | ||||||
CVR Energy, Inc. | 5,104 | 224,729 | ||||||
Delek US Holdings, Inc. | 105,570 | 3,832,191 | ||||||
Denbury Resources, Inc.(1) | 134,659 | 160,244 | ||||||
Devon Energy Corp. | 13,566 | 326,398 | ||||||
DHT Holdings, Inc. | 26,250 | 161,437 |
Diamond Offshore Drilling, Inc.(1) | 19,082 | 106,096 | ||||||
Diamond S Shipping, Inc.(1) | 6,145 | 67,718 | ||||||
Diamondback Energy, Inc. | 73,316 | 6,591,842 | ||||||
Dorian LPG Ltd.(1) | 6,629 | 68,676 | ||||||
Dril-Quip, Inc.(1) | 10,610 | 532,410 | ||||||
Earthstone Energy, Inc. - Class A(1) | 5,425 | 17,631 | ||||||
Energy Fuels, Inc.(1) | 25,045 | 48,337 | ||||||
EQT Corp. | 8,527 | 90,727 | ||||||
Equitrans Midstream Corp. | 6,173 | 89,817 | ||||||
Era Group, Inc.(1) | 5,965 | 62,990 | ||||||
Evolution Petroleum Corp. | 972 | 5,676 | ||||||
Exterran Corp.(1) | 9,357 | 122,202 | ||||||
Extraction Oil & Gas, Inc.(1) | 24,959 | 73,379 | ||||||
Falcon Minerals Corp. | 9,048 | 52,026 | ||||||
Forum Energy Technologies, Inc.(1) | 23,322 | 36,149 | ||||||
Franks International NV(1) | 319,260 | 1,516,485 | ||||||
FTS International, Inc.(1) | 5,482 | 12,280 | ||||||
GasLog Ltd. | 4,300 | 55,255 | ||||||
Geospace Technologies Corp.(1) | 3,848 | 59,144 | ||||||
Golar LNG Ltd. | 25,448 | 330,569 | ||||||
Goodrich Petroleum Corp.(1) | 761 | 8,089 | ||||||
Green Plains, Inc. | 10,743 | 113,822 | ||||||
Gulfport Energy Corp.(1) | 432,112 | 1,171,023 | ||||||
Hallador Energy Co. | 6,001 | 21,724 | ||||||
Halliburton Co. | 29,325 | 552,776 | ||||||
Helix Energy Solutions Group, Inc.(1) | 41,758 | 336,569 | ||||||
Helmerich & Payne, Inc. | 3,584 | 143,611 | ||||||
Hess Corp. | 9,057 | 547,767 | ||||||
HighPoint Resources Corp.(1) | 33,290 | 52,931 | ||||||
HollyFrontier Corp. | 108,723 | 5,831,902 | ||||||
Independence Contract Drilling, Inc.(1) | 13,286 | 15,943 | ||||||
International Seaways, Inc.(1) | 7,286 | 140,328 | ||||||
Isramco, Inc.(1) | 50 | 6,134 | ||||||
Jagged Peak Energy, Inc.(1) | 7,210 | 52,345 | ||||||
Keane Group, Inc.(1) | 15,563 | 94,312 |
KLX Energy Services Holdings, Inc.(1) | 6,106 | 52,786 | ||||||
Kosmos Energy Ltd. | 12,057 | 75,236 | ||||||
Laredo Petroleum, Inc.(1) | 212,504 | 512,135 | ||||||
Liberty Oilfield Services, Inc. - Class A | 56,221 | 608,873 | ||||||
Magnolia Oil & Gas Corp. - Class A(1) | 716,907 | 7,957,668 | ||||||
Mammoth Energy Services, Inc. | 3,754 | 9,310 | ||||||
Marathon Oil Corp. | 297,468 | 3,649,932 | ||||||
Marathon Petroleum Corp. | 251,004 | 15,248,493 | ||||||
Matador Resources Co.(1) | 653,514 | 10,802,586 | ||||||
Matrix Service Co.(1) | 7,636 | 130,881 | ||||||
McDermott International, Inc.(1) | 205,154 | 414,411 | ||||||
Montage Resources Corp.(1) | 6,145 | 23,228 | ||||||
Murphy Oil Corp. | 5,212 | 115,237 | ||||||
Nabors Industries Ltd. | 103,142 | 192,876 | ||||||
NACCO Industries, Inc. - Class A | 1,033 | 66,019 | ||||||
National Energy Services Reunited, Inc.(1) | 6,595 | 44,055 | ||||||
National Oilwell Varco, Inc. | 12,955 | 274,646 | ||||||
Natural Gas Services Group, Inc.(1) | 3,480 | 44,579 | ||||||
NCS Multistage Holdings, Inc.(1) | 3,406 | 6,812 | ||||||
Newpark Resources, Inc.(1) | 26,008 | 198,181 | ||||||
Nine Energy Service, Inc.(1) | 4,663 | 28,771 | ||||||
Noble Corp. Plc(1) | 72,454 | 92,017 | ||||||
Noble Energy, Inc. | 563,557 | 12,657,490 | ||||||
Nordic American Tankers Ltd. | 40,430 | 87,329 | ||||||
Northern Oil & Gas, Inc.(1) | 86,117 | 168,789 | ||||||
Oasis Petroleum, Inc.(1) | 93,541 | 323,652 | ||||||
Oceaneering International, Inc.(1) | 28,980 | 392,679 | ||||||
Oil States International, Inc.(1) | 17,509 | 232,870 | ||||||
ONEOK, Inc. | 9,423 | 694,381 | ||||||
Overseas Shipholding Group, Inc. - Class A(1) | 19,065 | 33,364 | ||||||
Pacific Drilling SA(1) | 8,562 | 33,477 | ||||||
Panhandle Oil & Gas, Inc. - Class A | 4,398 | 61,484 | ||||||
Par Pacific Holdings, Inc.(1) | 10,467 | 239,276 | ||||||
Parker Drilling Co.(1) | 2,706 | 51,198 | ||||||
Parsley Energy, Inc. - Class A | 3,841 | 64,529 |
Patterson-UTI Energy, Inc. | 216,800 | 1,853,640 | ||||||
PBF Energy, Inc. - Class A | 95,004 | 2,583,159 | ||||||
PDC Energy, Inc.(1) | 18,403 | 510,683 | ||||||
Peabody Energy Corp. | 20,108 | 295,990 | ||||||
Penn Virginia Corp.(1) | 3,900 | 113,373 | ||||||
Pioneer Natural Resources Co. | 34,506 | 4,339,820 | ||||||
PrimeEnergy Resources Corp.(1) | 41 | 4,715 | ||||||
ProPetro Holding Corp.(1) | 10,056 | 91,409 | ||||||
QEP Resources, Inc. | 1,434,349 | 5,307,091 | ||||||
Range Resources Corp. | 6,976 | 26,648 | ||||||
Renewable Energy Group, Inc.(1) | 10,765 | 161,529 | ||||||
REX American Resources Corp.(1) | 1,626 | 124,113 | ||||||
RigNet, Inc.(1) | 633 | 4,906 | ||||||
Ring Energy, Inc.(1) | 9,995 | 16,392 | ||||||
Roan Resources, Inc.(1) | 10,012 | 12,315 | ||||||
RPC, Inc. | 17,029 | 95,533 | ||||||
SandRidge Energy, Inc.(1) | 8,700 | 40,890 | ||||||
Scorpio Tankers, Inc. | 12,687 | 377,565 | ||||||
SEACOR Holdings, Inc.(1) | 5,057 | 238,033 | ||||||
SEACOR Marine Holdings, Inc.(1) | 5,421 | 68,142 | ||||||
Seadrill Ltd.(1) | 16,740 | 35,154 | ||||||
Select Energy Services, Inc. - Class A(1) | 441,311 | 3,821,753 | ||||||
SemGroup Corp. - Class A | 23,605 | 385,706 | ||||||
Ship Finance International Ltd. | 23,474 | 329,575 | ||||||
SilverBow Resources, Inc.(1) | 2,052 | 19,884 | ||||||
SM Energy Co. | 32,600 | 315,894 | ||||||
Smart Sand, Inc.(1) | 5,753 | 16,281 | ||||||
Southwestern Energy Co.(1) | 158,101 | 305,135 | ||||||
SRC Energy, Inc.(1) | 437,765 | 2,039,985 | ||||||
Talos Energy, Inc.(1) | 5,832 | 118,565 | ||||||
Targa Resources Corp. | 7,699 | 309,269 | ||||||
Teekay Corp. | 20,173 | 80,692 | ||||||
Teekay Tankers Ltd. - Class A(1) | 56,942 | 74,025 | ||||||
TETRA Technologies, Inc.(1) | 35,436 | 71,226 | ||||||
Tidewater, Inc.(1) | 11,349 | 171,483 |
Transocean Ltd.(1) | 19,304 | 86,289 | ||||||
U.S. Well Services, Inc.(1) | 1,127 | 2,468 | ||||||
Unit Corp.(1) | 15,722 | 53,140 | ||||||
US Silica Holdings, Inc. | 21,420 | 204,775 | ||||||
Valero Energy Corp. | 209,431 | 17,851,898 | ||||||
W&T Offshore, Inc.(1) | 27,457 | 119,987 | ||||||
Whiting Petroleum Corp.(1) | 26,432 | 212,249 | ||||||
Williams Cos, Inc. | 40,871 | 983,356 | ||||||
World Fuel Services Corp. | 83,986 | 3,354,401 | ||||||
WPX Energy, Inc.(1) | 2,240,296 | 23,724,735 | ||||||
|
| |||||||
189,761,356 | ||||||||
|
| |||||||
Financials 23.26% | ||||||||
1st Constitution Bancorp | 2,141 | 40,144 | ||||||
1st Source Corp. | 4,388 | 200,663 | ||||||
ACNB Corp. | 1,972 | 67,640 | ||||||
Affiliated Managers Group, Inc. | 1,717 | 143,112 | ||||||
AG Mortgage Investment Trust, Inc. | 9,276 | 140,531 | ||||||
AGNC Investment Corp. | 18,386 | 295,831 | ||||||
Alleghany Corp.(1) | 39,294 | 31,347,181 | ||||||
Allegiance Bancshares, Inc.(1) | 5,984 | 192,027 | ||||||
Allstate Corp. | 364,293 | 39,591,363 | ||||||
Ally Financial, Inc. | 194,405 | 6,446,470 | ||||||
Amalgamated Bank - Class A | 3,922 | 62,830 | ||||||
Ambac Financial Group, Inc.(1) | 13,258 | 259,194 | ||||||
Amerant Bancorp, Inc. - Class A(1) | 5,712 | 119,781 | ||||||
American Equity Investment Life Holding Co. | 25,969 | 628,450 | ||||||
American Financial Group, Inc. | 28,377 | 3,060,459 | ||||||
American National Bankshares, Inc. | 3,250 | 115,278 | ||||||
American National Insurance Co. | 259 | 32,046 | ||||||
Ameriprise Financial, Inc. | 133,898 | 19,696,396 | ||||||
Ameris Bancorp | 15,145 | 609,435 | ||||||
AMERISAFE, Inc. | 5,535 | 365,919 | ||||||
Ames National Corp. | 2,538 | 72,612 | ||||||
Annaly Capital Management, Inc. | 336,747 | 2,963,374 | ||||||
Anworth Mortgage Asset Corp. | 29,065 | 95,915 |
Aon Plc | 103,080 | 19,953,196 | ||||||
Apollo Commercial Real Estate Finance, Inc. | 44,821 | 859,219 | ||||||
Arch Capital Group Ltd.(1) | 11,108 | 466,314 | ||||||
Ares Commercial Real Estate Corp. | 8,562 | 130,399 | ||||||
Ares Management Corp. - Class A | 337,900 | 9,059,099 | ||||||
Argo Group International Holdings Ltd. | 9,549 | 670,722 | ||||||
Arlington Asset Investment Corp. - Class A | 11,547 | 63,393 | ||||||
ARMOUR Residential REIT, Inc. | 17,198 | 288,067 | ||||||
Arrow Financial Corp. | 3,762 | 125,613 | ||||||
Arthur J. Gallagher & Co. | 226,200 | 20,260,734 | ||||||
Artisan Partners Asset Management, Inc. - Class A | 6,740 | 190,338 | ||||||
Assetmark Financial Holdings, Inc.(1) | 2,165 | 56,398 | ||||||
Associated Banc-Corp. | 5,472 | 110,808 | ||||||
Associated Capital Group, Inc. - Class A | 734 | 26,123 | ||||||
Assurant, Inc. | 2,057 | 258,812 | ||||||
Assured Guaranty Ltd. | 76,952 | 3,421,286 | ||||||
Athene Holding Ltd. - Class A(1) | 157,949 | 6,643,335 | ||||||
Atlantic Capital Bancshares, Inc.(1) | 539,560 | 9,355,970 | ||||||
Atlantic Union Bankshares Corp. | 23,927 | 891,161 | ||||||
AXA Equitable Holdings, Inc. | 9,984 | 221,245 | ||||||
Axis Capital Holdings Ltd. | 2,498 | 166,667 | ||||||
Axos Financial, Inc.(1) | 6,108 | 168,886 | ||||||
B. Riley Financial, Inc. | 6,045 | 142,783 | ||||||
Banc of California, Inc. | 13,124 | 185,573 | ||||||
BancFirst Corp. | 5,533 | 306,639 | ||||||
Banco Latinoamericano de Comercio Exterior SA - Class E | 34,758 | 693,075 | ||||||
BancorpSouth Bank | 615,249 | 18,217,523 | ||||||
Bank First Corp. | 84 | 5,559 | ||||||
Bank of Commerce Holdings | 4,924 | 53,622 | ||||||
Bank of Hawaii Corp. | 29,853 | 2,565,268 | ||||||
Bank of Marin Bancorp | 3,998 | 165,877 | ||||||
Bank of NT Butterfield & Son Ltd. | 352,298 | 10,442,113 | ||||||
Bank of Princeton | 1,558 | 45,276 | ||||||
Bank OZK | 89,744 | 2,447,319 | ||||||
Bank7 Corp. | 1,028 | 19,326 |
BankFinancial Corp. | 3,944 | 46,934 | ||||||
BankUnited, Inc. | 672,312 | 22,603,129 | ||||||
Bankwell Financial Group, Inc. | 1,821 | 50,078 | ||||||
Banner Corp. | 9,571 | 537,603 | ||||||
Bar Harbor Bankshares | 4,746 | 118,318 | ||||||
Baycom Corp.(1) | 2,070 | 47,010 | ||||||
BCB Bancorp, Inc. | 3,905 | 50,140 | ||||||
Berkshire Hills Bancorp, Inc. | 13,762 | 403,089 | ||||||
BGC Partners, Inc. - Class A | 9,635 | 52,993 | ||||||
Blackstone Mortgage Trust, Inc. - Class A | 36,834 | 1,320,499 | ||||||
Blucora, Inc.(1) | 3,860 | 83,530 | ||||||
BOK Financial Corp. | 23,033 | 1,823,062 | ||||||
Boston Private Financial Holdings, Inc. | 23,214 | 270,559 | ||||||
Boxwood Merger Corp.(1) | 511,130 | 7,730,841 | ||||||
Bridge Bancorp, Inc. | 4,938 | 145,967 | ||||||
Bridgewater Bancshares, Inc.(1) | 6,712 | 80,141 | ||||||
Brighthouse Financial, Inc.(1) | 50,415 | 2,040,295 | ||||||
Brightsphere Investment Group, Inc. | 20,448 | 202,640 | ||||||
Brookline Bancorp, Inc. | 141,386 | 2,082,616 | ||||||
Brown & Brown, Inc. | 7,476 | 269,585 | ||||||
Bryn Mawr Bank Corp. | 6,045 | 220,703 | ||||||
Business First Bancshares, Inc. | 3,639 | 88,792 | ||||||
Byline Bancorp, Inc.(1) | 7,235 | 129,362 | ||||||
C&F Financial Corp. | 963 | 50,712 | ||||||
Cadence BanCorp - Class A | 36,806 | 645,577 | ||||||
Cambridge Bancorp | 909 | 68,184 | ||||||
Camden National Corp. | 4,515 | 195,590 | ||||||
Cannae Holdings, Inc.(1) | 1,068,020 | 29,338,509 | ||||||
Capital Bancorp, Inc.(1) | 2,301 | 31,340 | ||||||
Capital City Bank Group, Inc. | 3,927 | 107,796 | ||||||
Capitol Federal Financial, Inc. | 38,510 | 530,668 | ||||||
Capstar Financial Holdings, Inc. | 4,158 | 68,940 | ||||||
Capstead Mortgage Corp. | 27,170 | 199,700 | ||||||
Carolina Financial Corp. | 6,358 | 225,963 | ||||||
Carter Bank & Trust(1) | 6,615 | 124,957 |
Cathay General Bancorp | 161,672 | 5,615,677 | ||||||
CBOE Global Markets, Inc. | 2,798 | 321,518 | ||||||
CBTX, Inc. | 5,445 | 151,807 | ||||||
CenterState Bank Corp. | 699,878 | 16,786,574 | ||||||
Central Pacific Financial Corp. | 7,312 | 207,661 | ||||||
Central Valley Community Bancorp | 3,349 | 68,152 | ||||||
Century Bancorp, Inc. - Class A | 752 | 65,875 | ||||||
Chemung Financial Corp. | 986 | 41,412 | ||||||
Cherry Hill Mortgage Investment Corp. | 4,598 | 60,234 | ||||||
Chimera Investment Corp. | 118,321 | 2,314,359 | ||||||
Cincinnati Financial Corp. | 5,105 | 595,600 | ||||||
CIT Group, Inc. | 65,275 | 2,957,610 | ||||||
Citizens & Northern Corp. | 3,408 | 89,562 | ||||||
Citizens Financial Group, Inc. | 213,321 | 7,545,164 | ||||||
Citizens, Inc. - Class A(1) | 14,895 | 102,329 | ||||||
City Holding Co. | 4,171 | 318,039 | ||||||
Civista Bancshares, Inc. | 4,442 | 96,525 | ||||||
CNA Financial Corp. | 106,104 | 5,225,622 | ||||||
CNB Financial Corporation, Inc. | 4,367 | 125,333 | ||||||
CNO Financial Group, Inc. | 46,247 | 732,090 | ||||||
Coastal Financial Corp.(1) | 879 | 13,282 | ||||||
Codorus Valley Bancorp, Inc. | 2,666 | 62,011 | ||||||
Colony Bankcorp, Inc. | 2,086 | 32,020 | ||||||
Colony Credit Real Estate, Inc. | 23,466 | 339,318 | ||||||
Columbia Banking System, Inc. | 21,199 | 782,243 | ||||||
Columbia Financial, Inc.(1) | 15,484 | 244,492 | ||||||
Comerica, Inc. | 4,711 | 310,879 | ||||||
Commerce Bancshares, Inc. | 3,343 | 202,753 | ||||||
Community Bank System, Inc. | 14,560 | 898,206 | ||||||
Community Bankers Trust Corp. | 5,992 | 51,531 | ||||||
Community Financial Corp. | 1,367 | 45,754 | ||||||
Community Trust Bancorp, Inc. | 4,540 | 193,313 | ||||||
ConnectOne Bancorp, Inc. | 7,547 | 167,543 | ||||||
Cowen, Inc. - Class A(1) | 4,353 | 66,993 | ||||||
Crawford & Co. - Class A | 557 | 6,060 |
Credit Acceptance Corp.(1) | 41 | 18,914 | ||||||
Crescent Acquisition Corp.(1) | 528,711 | 5,374,347 | ||||||
CrossFirst Bankshares, Inc.(1) | 1,852 | 26,493 | ||||||
Cullen/Frost Bankers, Inc. | 13,209 | 1,169,657 | ||||||
Customers Bancorp, Inc.(1) | 8,165 | 169,342 | ||||||
CVB Financial Corp. | 709,184 | 14,800,670 | ||||||
Diamond Eagle Acquisition Corp.(1) | 513,160 | 5,218,837 | ||||||
Diamond Hill Investment Group, Inc. | 86 | 11,879 | ||||||
Dime Community Bancshares, Inc. | 9,249 | 198,021 | ||||||
Discover Financial Services | 407,689 | 33,059,501 | ||||||
DNB Financial Corp. | 994 | 44,243 | ||||||
Donegal Group, Inc. - Class A | 2,862 | 41,957 | ||||||
Donnelley Financial Solutions, Inc.(1) | 8,850 | 109,032 | ||||||
Dynex Capital, Inc. | 7,281 | 107,613 | ||||||
E*TRADE Financial Corp. | 346,282 | 15,129,061 | ||||||
Eagle Bancorp, Inc. | 9,310 | 415,412 | ||||||
East West Bancorp, Inc. | 337,246 | 14,936,625 | ||||||
Eaton Vance Corp. | 3,766 | 169,206 | ||||||
Element Fleet Management Corp. | 271,992 | 2,176,182 | ||||||
Elevate Credit, Inc.(1) | 1,734 | 7,300 | ||||||
Ellington Financial, Inc. | 8,842 | 159,775 | ||||||
Employers Holdings, Inc. | 8,980 | 391,348 | ||||||
Encore Capital Group, Inc.(1) | 9,049 | 301,558 | ||||||
Enova International, Inc.(1) | 3,337 | 69,243 | ||||||
Enstar Group Ltd.(1) | 107,814 | 20,476,035 | ||||||
Entegra Financial Corp.(1) | 1,732 | 52,029 | ||||||
Enterprise Bancorp, Inc. | 2,575 | 77,199 | ||||||
Enterprise Financial Services Corp. | 7,203 | 293,522 | ||||||
Equity Bancshares, Inc. - Class A(1) | 4,372 | 117,213 | ||||||
Erie Indemnity Co. - Class A | 272 | 50,497 | ||||||
Esquire Financial Holdings, Inc.(1) | 1,113 | 27,602 | ||||||
ESSA Bancorp, Inc. | 2,643 | 43,398 | ||||||
Essent Group Ltd. | 120,442 | 5,741,470 | ||||||
Evans Bancorp, Inc. | 1,414 | 52,884 | ||||||
Evercore, Inc. - Class A | 884 | 70,808 |
Everest Re Group Ltd. | 46,191 | 12,290,963 | ||||||
Exantas Capital Corp. | 8,618 | 97,987 | ||||||
EZCORP, Inc. - Class A(1) | 14,888 | 96,102 | ||||||
Farmers & Merchants Bancorp, Inc. | 2,977 | 77,283 | ||||||
Farmers National Banc Corp. | 7,637 | 110,584 | ||||||
FB Financial Corp. | 2,669 | 100,221 | ||||||
FBL Financial Group, Inc. - Class A | 2,822 | 167,937 | ||||||
Federal Agricultural Mortgage Corp. - Class C | 1,836 | 149,928 | ||||||
FedNat Holding Co. | 1,481 | 20,719 | ||||||
Ferroglobe Representation & Warranty Insurance Trust(1)(4) | 11,189 | | ||||||
FGL Holdings | 43,348 | 345,917 | ||||||
Fidelity D&D Bancorp, Inc. | 552 | 34,362 | ||||||
Fidelity National Financial, Inc. | 8,865 | 393,695 | ||||||
Fifth Third Bancorp | 804,416 | 22,024,910 | ||||||
Financial Institutions, Inc. | 4,625 | 139,583 | ||||||
First American Financial Corp. | 82,629 | 4,875,937 | ||||||
First Bancorp NC | 8,643 | 310,284 | ||||||
First BanCorp PR | 62,192 | 620,676 | ||||||
First Bancorp, Inc. | 2,949 | 81,068 | ||||||
First Bancshares, Inc. | 4,877 | 157,527 | ||||||
First Bank/Hamilton NJ | 4,789 | 51,865 | ||||||
First Busey Corp. | 15,465 | 390,955 | ||||||
First Business Financial Services, Inc. | 2,464 | 59,333 | ||||||
First Capital, Inc. | 883 | 51,064 | ||||||
First Choice Bancorp | 2,947 | 62,830 | ||||||
First Citizens BancShares, Inc. - Class A | 242 | 114,115 | ||||||
First Commonwealth Financial Corp. | 27,814 | 369,370 | ||||||
First Community Bankshares, Inc. | 4,618 | 149,485 | ||||||
First Defiance Financial Corp. | 5,976 | 173,095 | ||||||
First Financial Bancorp | 27,711 | 678,227 | ||||||
First Financial Corp. | 3,580 | 155,623 | ||||||
First Financial Northwest, Inc. | 2,178 | 32,191 | ||||||
First Foundation, Inc. | 7,826 | 119,542 | ||||||
First Guaranty Bancshares, Inc. | 1,327 | 29,380 | ||||||
First Hawaiian, Inc. | 116,399 | 3,107,853 |
First Horizon National Corp. | 10,560 | 171,072 | ||||||
First Internet Bancorp | 2,807 | 60,098 | ||||||
First Interstate BancSystem, Inc. - Class A | 163,336 | 6,572,641 | ||||||
First Merchants Corp. | 16,025 | 603,101 | ||||||
First Mid Bancshares, Inc. | 4,200 | 145,404 | ||||||
First Midwest Bancorp, Inc. | 30,818 | 600,335 | ||||||
First Northwest Bancorp | 2,672 | 46,279 | ||||||
First of Long Island Corp. | 7,061 | 160,638 | ||||||
First Republic Bank | 39,654 | 3,834,542 | ||||||
Flagstar Bancorp, Inc. | 8,347 | 311,760 | ||||||
Flushing Financial Corp. | 8,087 | 163,398 | ||||||
FNB Corp. | 492,003 | 5,672,795 | ||||||
FNCB Bancorp, Inc. | 4,846 | 37,847 | ||||||
Franklin Financial Network, Inc. | 3,926 | 118,604 | ||||||
Franklin Financial Services Corp. | 1,224 | 43,513 | ||||||
Franklin Resources, Inc. | 63,687 | 1,838,007 | ||||||
FS Bancorp, Inc. | 1,012 | 53,130 | ||||||
Fulton Financial Corp. | 47,876 | 774,634 | ||||||
FVCBankcorp, Inc.(1) | 3,504 | 61,530 | ||||||
GAIN Capital Holdings, Inc. | 6,333 | 33,438 | ||||||
GAMCO Investors, Inc. - Class A | 248 | 4,848 | ||||||
Genworth Financial, Inc. - Class A(1) | 148,146 | 651,842 | ||||||
German American Bancorp, Inc. | 7,247 | 232,266 | ||||||
Glacier Bancorp, Inc. | 360,977 | 14,605,129 | ||||||
Global Indemnity Ltd. | 1,947 | 48,617 | ||||||
Globe Life, Inc. | 79,123 | 7,576,819 | ||||||
Granite Point Mortgage Trust, Inc. | 15,760 | 295,342 | ||||||
Great Ajax Corp. | 4,673 | 72,432 | ||||||
Great Southern Bancorp, Inc. | 3,287 | 187,195 | ||||||
Great Western Bancorp, Inc. | 16,715 | 551,595 | ||||||
Green Dot Corp. - Class A(1) | 2,476 | 62,519 | ||||||
Greene County Bancorp, Inc. | 160 | 4,384 | ||||||
Greenlight Capital Re Ltd. - Class A(1) | 8,956 | 94,038 | ||||||
Guaranty Bancshares, Inc. | 2,416 | 73,905 | ||||||
GWG Holdings, Inc.(1) | 273 | 2,725 |
Hallmark Financial Services, Inc.(1) | 4,206 | 80,461 | ||||||
Hancock Whitney Corp. | 26,492 | 1,014,511 | ||||||
Hanmi Financial Corp. | 85,540 | 1,606,441 | ||||||
Hanover Insurance Group, Inc. | 158,547 | 21,489,460 | ||||||
HarborOne Bancorp, Inc.(1) | 3,937 | 39,626 | ||||||
Hartford Financial Services Group, Inc. | 126,107 | 7,643,345 | ||||||
Hawthorn Bancshares, Inc. | 1,613 | 38,438 | ||||||
HCI Group, Inc. | 1,931 | 81,179 | ||||||
Heartland Financial USA, Inc. | 10,193 | 456,035 | ||||||
Heritage Commerce Corp. | 10,748 | 126,343 | ||||||
Heritage Financial Corp. | 10,723 | 289,092 | ||||||
Heritage Insurance Holdings, Inc. | 6,862 | 102,587 | ||||||
Hilltop Holdings, Inc. | 735,514 | 17,571,429 | ||||||
Hingham Institution for Savings | 212 | 40,068 | ||||||
Home Bancorp, Inc. | 2,208 | 86,090 | ||||||
Home Bancshares, Inc. | 45,920 | 863,066 | ||||||
HomeStreet, Inc.(1) | 6,588 | 179,984 | ||||||
HomeTrust Bancshares, Inc. | 3,591 | 93,617 | ||||||
Hope Bancorp, Inc. | 35,604 | 510,561 | ||||||
Horace Mann Educators Corp. | 226,315 | 10,485,174 | ||||||
Horizon Bancorp | 920,297 | 15,976,356 | ||||||
Howard Bancorp, Inc.(1) | 3,653 | 60,969 | ||||||
Huntington Bancshares, Inc. | 1,494,637 | 21,328,470 | ||||||
IBERIABANK Corp. | 241,684 | 18,256,809 | ||||||
Independence Holding Co. | 1,402 | 54,103 | ||||||
Independent Bank Corp. | 223,874 | 16,712,194 | ||||||
Independent Bank Corp. MI | 4,742 | 101,076 | ||||||
Independent Bank Group, Inc. | 8,011 | 421,459 | ||||||
Interactive Brokers Group, Inc. - Class A | 1,847 | 99,332 | ||||||
International Bancshares Corp. | 16,402 | 633,445 | ||||||
INTL. FCStone, Inc.(1) | 4,640 | 190,518 | ||||||
Invesco Ltd. | 13,362 | 226,352 | ||||||
Invesco Mortgage Capital, Inc. | 41,868 | 640,999 | ||||||
Investar Holding Corp. | 1,795 | 42,721 | ||||||
Investors Bancorp, Inc. | 67,937 | 771,764 |
Investors Title Co. | 338 | 54,114 | ||||||
James River Group Holdings Ltd. | 4,523 | 231,759 | ||||||
Janus Henderson Group Plc | 3,104 | 69,716 | ||||||
Jefferies Financial Group, Inc. | 8,903 | 163,815 | ||||||
Kearny Financial Corp. | 16,708 | 217,872 | ||||||
Kemper Corp. | 1,726 | 134,542 | ||||||
KeyCorp | 1,203,003 | 21,461,574 | ||||||
KKR Real Estate Finance Trust, Inc. | 7,146 | 139,561 | ||||||
Ladder Capital Corp. - Class A | 30,424 | 525,423 | ||||||
Ladenburg Thalmann Financial Services, Inc. | 2,821 | 6,686 | ||||||
Lakeland Bancorp, Inc. | 14,271 | 220,202 | ||||||
Lakeland Financial Corp. | 52,502 | 2,309,038 | ||||||
Lazard Ltd. - Class A | 73,772 | 2,582,020 | ||||||
LCNB Corp. | 3,522 | 62,480 | ||||||
LegacyTexas Financial Group, Inc. | 41,754 | 1,817,552 | ||||||
Legg Mason, Inc. | 107,371 | 4,100,499 | ||||||
LendingClub Corp.(1) | 19,203 | 251,175 | ||||||
Level One Bancorp, Inc. | 1,532 | 36,952 | ||||||
Lincoln National Corp. | 88,021 | 5,309,427 | ||||||
Live Oak Bancshares, Inc. | 7,441 | 134,682 | ||||||
Loews Corp. | 336,318 | 17,313,651 | ||||||
Luther Burbank Corp. | 5,917 | 67,040 | ||||||
M&T Bank Corp. | 4,479 | 707,548 | ||||||
Macatawa Bank Corp. | 7,482 | 77,738 | ||||||
Mackinac Financial Corp. | 2,613 | 40,397 | ||||||
MainStreet Bancshares, Inc.(1) | 2,024 | 42,605 | ||||||
Malvern Bancorp, Inc.(1) | 1,828 | 39,905 | ||||||
Markel Corp.(1) | 417 | 492,852 | ||||||
Marlin Business Services Corp. | 1,743 | 43,906 | ||||||
Marsh & McLennan Cos, Inc. | 84,949 | 8,499,147 | ||||||
MBIA, Inc.(1) | 21,720 | 200,476 | ||||||
Medallion Financial Corp.(1) | 5,843 | 37,395 | ||||||
Mercantile Bank Corp. | 4,797 | 157,342 | ||||||
Merchants Bancorp | 2,777 | 45,932 | ||||||
Mercury General Corp. | 919 | 51,354 |
Meridian Bancorp, Inc. | 12,049 | 225,919 | ||||||
Meta Financial Group, Inc. | 4,220 | 137,614 | ||||||
Metropolitan Bank Holding Corp.(1) | 2,042 | 80,312 | ||||||
MFA Financial, Inc. | 15,510 | 114,154 | ||||||
MGIC Investment Corp. | 502,379 | 6,319,928 | ||||||
Mid Penn Bancorp, Inc. | 1,957 | 50,158 | ||||||
Midland States Bancorp, Inc. | 6,122 | 159,478 | ||||||
MidWestOne Financial Group, Inc. | 3,475 | 106,057 | ||||||
MMA Capital Holdings, Inc.(1) | 1,382 | 41,460 | ||||||
Moelis & Co. - Class A | 2,522 | 82,848 | ||||||
Moodys Corp. | 36,629 | 7,502,718 | ||||||
Mr Cooper Group, Inc.(1) | 142,995 | 1,518,607 | ||||||
MutualFirst Financial, Inc. | 1,657 | 52,229 | ||||||
MVB Financial Corp. | 2,759 | 54,766 | ||||||
Nasdaq, Inc. | 192,034 | 19,078,578 | ||||||
National Bank Holdings Corp. - Class A | 5,853 | 200,114 | ||||||
National Bankshares, Inc. | 1,913 | 76,616 | ||||||
National General Holdings Corp. | 115,756 | 2,664,703 | ||||||
National Western Life Group, Inc. - Class A | 665 | 178,466 | ||||||
Navient Corp. | 187,323 | 2,397,734 | ||||||
NBT Bancorp, Inc. | 12,354 | 452,033 | ||||||
Nelnet, Inc. - Class A | 5,294 | 336,698 | ||||||
New Residential Investment Corp. | 591,096 | 9,268,385 | ||||||
New York Community Bancorp, Inc. | 15,222 | 191,036 | ||||||
New York Mortgage Trust, Inc. | 193,233 | 1,176,789 | ||||||
NI Holdings, Inc.(1) | 3,171 | 54,351 | ||||||
Nicolet Bankshares, Inc.(1) | 2,395 | 159,435 | ||||||
Northeast Bank | 1,941 | 43,032 | ||||||
Northern Trust Corp. | 6,663 | 621,791 | ||||||
Northfield Bancorp, Inc. | 12,972 | 208,330 | ||||||
Northrim BanCorp, Inc. | 1,997 | 79,221 | ||||||
Northwest Bancshares, Inc. | 28,697 | 470,344 | ||||||
Norwood Financial Corp. | 1,654 | 52,283 | ||||||
Oak Valley Bancorp | 1,911 | 32,047 | ||||||
OceanFirst Financial Corp. | 14,816 | 349,658 |
Ocwen Financial Corp.(1) | 38,932 | 73,192 | ||||||
OFG Bancorp | 14,835 | 324,887 | ||||||
Ohio Valley Banc Corp. | 1,207 | 44,043 | ||||||
Old Line Bancshares, Inc. | 4,355 | 126,339 | ||||||
Old National Bancorp | 50,456 | 868,096 | ||||||
Old Republic International Corp. | 142,465 | 3,357,900 | ||||||
Old Second Bancorp, Inc. | 8,569 | 104,713 | ||||||
On Deck Capital, Inc.(1) | 19,046 | 63,995 | ||||||
OneMain Holdings, Inc. - Class A | 2,237 | 82,053 | ||||||
OP Bancorp | 3,879 | 37,937 | ||||||
Oppenheimer Holdings, Inc. - Class A | 2,789 | 83,837 | ||||||
Opus Bank | 6,343 | 138,087 | ||||||
Orchid Island Capital, Inc. - Class A | 18,328 | 105,386 | ||||||
Origin Bancorp, Inc. | 5,673 | 191,407 | ||||||
Oritani Financial Corp. | 11,414 | 201,971 | ||||||
Orrstown Financial Services, Inc. | 2,988 | 65,437 | ||||||
Pacific Mercantile Bancorp(1) | 5,668 | 42,567 | ||||||
Pacific Premier Bancorp, Inc. | 17,459 | 544,546 | ||||||
PacWest Bancorp | 183,723 | 6,676,494 | ||||||
Park National Corp. | 3,930 | 372,603 | ||||||
Parke Bancorp, Inc. | 2,539 | 56,417 | ||||||
PCB Bancorp | 3,575 | 58,809 | ||||||
PCSB Financial Corp. | 4,394 | 87,836 | ||||||
PDL Community Bancorp(1) | 2,458 | 34,559 | ||||||
Peapack Gladstone Financial Corp. | 5,674 | 159,042 | ||||||
PennantPark Investment Corp.(1) | 163,500 | 1,025,145 | ||||||
Penns Woods Bancorp, Inc. | 1,351 | 62,484 | ||||||
PennyMac Mortgage Investment Trust | 25,307 | 562,575 | ||||||
Peoples Bancorp of North Carolina, Inc. | 1,327 | 39,425 | ||||||
Peoples Bancorp, Inc. | 5,398 | 171,710 | ||||||
Peoples Financial Services Corp. | 2,005 | 90,806 | ||||||
Peoples United Financial, Inc. | 13,358 | 208,852 | ||||||
Peoples Utah Bancorp | 4,180 | 118,252 | ||||||
Pinnacle Financial Partners, Inc. | 2,526 | 143,351 | ||||||
Pioneer Bancorp, Inc./NY(1) | 3,058 | 38,194 |
Piper Jaffray Cos | 4,134 | 312,034 | ||||||
PJT Partners, Inc. - Class A | 2,720 | 110,704 | ||||||
Popular, Inc. | 43,687 | 2,362,593 | ||||||
PRA Group, Inc.(1) | 64,745 | 2,187,734 | ||||||
Preferred Bank Los Angeles | 2,857 | 149,650 | ||||||
Premier Financial Bancorp, Inc. | 3,814 | 65,486 | ||||||
Primerica, Inc. | 402 | 51,146 | ||||||
Principal Financial Group, Inc. | 82,122 | 4,692,451 | ||||||
ProAssurance Corp. | 15,179 | 611,258 | ||||||
ProSight Global, Inc.(1) | 1,618 | 31,324 | ||||||
Prospect Capital Corp.(1) | 136,400 | 898,876 | ||||||
Prosperity Bancshares, Inc. | 31,796 | 2,245,751 | ||||||
Protective Insurance Corp. - Class B | 2,758 | 48,127 | ||||||
Provident Bancorp, Inc.(1) | 1,087 | 26,121 | ||||||
Provident Financial Holdings, Inc. | 1,719 | 35,669 | ||||||
Provident Financial Services, Inc. | 18,236 | 447,329 | ||||||
Prudential Bancorp, Inc. | 2,609 | 44,379 | ||||||
QCR Holdings, Inc. | 4,315 | 163,884 | ||||||
Radian Group, Inc. | 306,031 | 6,989,748 | ||||||
Raymond James Financial, Inc. | 63,209 | 5,212,214 | ||||||
RBB Bancorp | 4,793 | 94,374 | ||||||
Ready Capital Corp. | 8,801 | 140,112 | ||||||
Red River Bancshares, Inc.(1) | 196 | 8,501 | ||||||
Redwood Trust, Inc. | 28,641 | 469,999 | ||||||
Regional Management Corp.(1) | 1,445 | 40,691 | ||||||
Regions Financial Corp. | 1,282,820 | 20,294,212 | ||||||
Reinsurance Group of America, Inc. - Class A | 291,825 | 46,656,981 | ||||||
Reliant Bancorp, Inc. | 2,802 | 67,192 | ||||||
RenaissanceRe Holdings Ltd. | 14,494 | 2,803,864 | ||||||
Renasant Corp. | 16,775 | 587,293 | ||||||
Republic Bancorp, Inc. - Class A | 2,808 | 122,008 | ||||||
Republic First Bancorp, Inc.(1) | 12,679 | 53,252 | ||||||
Richmond Mutual Bancorporation, Inc.(1) | 3,479 | 48,671 | ||||||
Riverview Bancorp, Inc. | 6,079 | 44,863 | ||||||
S&T Bancorp, Inc. | 9,842 | 359,528 |
Safety Insurance Group, Inc. | 8,524 | 863,737 | ||||||
Sandy Spring Bancorp, Inc. | 31,421 | 1,059,202 | ||||||
Santander Consumer USA Holdings, Inc. | 142,496 | 3,635,073 | ||||||
SB One Bancorp | 2,482 | 55,994 | ||||||
Sculptor Capital Management, Inc. - Class A | 2,294 | 44,687 | ||||||
Seacoast Banking Corp. of Florida(1) | 12,290 | 311,060 | ||||||
SEI Investments Co. | 2,284 | 135,338 | ||||||
Select Bancorp, Inc.(1) | 4,581 | 53,140 | ||||||
Selective Insurance Group, Inc. | 225,388 | 16,946,924 | ||||||
ServisFirst Bancshares, Inc. | 2,850 | 94,478 | ||||||
Shore Bancshares, Inc. | 3,914 | 60,315 | ||||||
Sierra Bancorp | 4,222 | 112,136 | ||||||
Signature Bank | 15,613 | 1,861,382 | ||||||
Simmons First National Corp. - Class A | 26,241 | 653,401 | ||||||
SLM Corp. | 475,615 | 4,197,302 | ||||||
SmartFinancial, Inc.(1) | 3,758 | 78,279 | ||||||
South Plains Financial, Inc. | 974 | 15,876 | ||||||
South State Corp. | 108,821 | 8,194,221 | ||||||
Southern First Bancshares, Inc.(1) | 2,024 | 80,656 | ||||||
Southern Missouri Bancorp, Inc. | 2,157 | 78,580 | ||||||
Southern National Bancorp of Virginia, Inc. | 5,824 | 89,631 | ||||||
Southside Bancshares, Inc. | 9,382 | 320,020 | ||||||
Spirit of Texas Bancshares, Inc.(1) | 3,925 | 84,584 | ||||||
Starwood Property Trust, Inc. | 9,072 | 219,724 | ||||||
State Auto Financial Corp. | 4,919 | 159,326 | ||||||
State Street Corp. | 87,171 | 5,159,652 | ||||||
Sterling Bancorp | 1,091,639 | 21,898,278 | ||||||
Sterling Bancorp, Inc. | 4,954 | 48,351 | ||||||
Stewart Information Services Corp. | 6,593 | 255,742 | ||||||
Stifel Financial Corp. | 19,851 | 1,139,050 | ||||||
Stock Yards Bancorp, Inc. | 4,741 | 173,947 | ||||||
Summit Financial Group, Inc. | 3,208 | 82,125 | ||||||
SunTrust Banks, Inc. | 379,704 | 26,123,635 | ||||||
SVB Financial Group(1) | 13,027 | 2,721,992 | ||||||
Synchrony Financial | 391,456 | 13,344,735 |
Synovus Financial Corp. | 155,775 | 5,570,514 | ||||||
T Rowe Price Group, Inc. | 5,546 | 633,631 | ||||||
TCF Financial Corp. | 582,750 | 22,185,293 | ||||||
TD Ameritrade Holding Corp. | 412,698 | 19,272,997 | ||||||
Territorial Bancorp, Inc. | 2,281 | 65,191 | ||||||
Texas Capital Bancshares, Inc.(1) | 1,663 | 90,883 | ||||||
TFS Financial Corp. | 1,688 | 30,418 | ||||||
The Bancorp, Inc.(1) | 14,669 | 145,223 | ||||||
Third Point Reinsurance Ltd.(1) | 115,708 | 1,155,923 | ||||||
Timberland Bancorp, Inc. | 2,176 | 59,840 | ||||||
Tiptree, Inc. | 8,024 | 58,415 | ||||||
TMX Group Ltd. | 19,744 | 1,703,988 | ||||||
Tompkins Financial Corp. | 4,317 | 350,238 | ||||||
Towne Bank/Portsmouth VA | 19,526 | 542,920 | ||||||
TPG RE Finance Trust, Inc. | 14,491 | 287,501 | ||||||
Travelers Cos, Inc. | 71,223 | 10,590,148 | ||||||
TriCo Bancshares | 7,850 | 284,955 | ||||||
TriState Capital Holdings, Inc.(1) | 5,268 | 110,839 | ||||||
Triumph Bancorp, Inc.(1) | 3,702 | 118,057 | ||||||
TrustCo Bank Corp. NY | 27,709 | 225,828 | ||||||
Trustmark Corp. | 18,888 | 644,270 | ||||||
Two Harbors Investment Corp. | 113,292 | 1,487,524 | ||||||
UMB Financial Corp. | 53,718 | 3,469,108 | ||||||
Umpqua Holdings Corp. | 59,974 | 987,172 | ||||||
Union Bankshares, Inc. | 829 | 26,163 | ||||||
United Bankshares, Inc. | 28,558 | 1,081,491 | ||||||
United Community Banks, Inc. | 19,240 | 545,454 | ||||||
United Community Financial Corp. | 12,494 | 134,685 | ||||||
United Financial Bancorp, Inc. | 14,840 | 202,269 | ||||||
United Fire Group, Inc. | 106,280 | 4,993,034 | ||||||
United Insurance Holdings Corp. | 5,963 | 83,422 | ||||||
United Security Bancshares | 3,715 | 39,082 | ||||||
Unity Bancorp, Inc. | 2,062 | 45,673 | ||||||
Universal Insurance Holdings, Inc. | 69,083 | 2,071,799 | ||||||
Univest Financial Corp. | 8,580 | 218,876 |
Unum Group | 104,601 | 3,108,742 | ||||||
Valley National Bancorp | 94,897 | 1,031,530 | ||||||
Value Line, Inc. | 83 | 1,888 | ||||||
Veritex Holdings, Inc. | 10,798 | 262,013 | ||||||
Virtu Financial, Inc. - Class A | 460,276 | 7,530,115 | ||||||
Virtus Investment Partners, Inc. | 1,720 | 190,180 | ||||||
Voya Financial, Inc. | 74,626 | 4,062,639 | ||||||
Waddell & Reed Financial, Inc. - Class A | 21,261 | 365,264 | ||||||
Walker & Dunlop, Inc. | 7,179 | 401,521 | ||||||
Washington Federal, Inc. | 23,282 | 861,201 | ||||||
Washington Trust Bancorp, Inc. | 4,423 | 213,675 | ||||||
Waterstone Financial, Inc. | 6,814 | 117,065 | ||||||
Watford Holdings Ltd.(1) | 5,934 | 159,921 | ||||||
Webster Financial Corp. | 3,081 | 144,406 | ||||||
WesBanco, Inc. | 15,491 | 578,899 | ||||||
West Bancorporation, Inc. | 3,802 | 82,655 | ||||||
Westamerica Bancorporation | 6,380 | 396,708 | ||||||
Western Alliance Bancorp | 2,916 | 134,369 | ||||||
Western Asset Mortgage Capital Corp. | 15,033 | 145,068 | ||||||
Western New England Bancorp, Inc. | 7,273 | 69,312 | ||||||
Westwood Holdings Group, Inc. | 2,334 | 64,582 | ||||||
White Mountains Insurance Group Ltd. | 102 | 110,160 | ||||||
Willis Towers Watson Plc | 26,334 | 5,081,672 | ||||||
Wintrust Financial Corp. | 32,813 | 2,120,704 | ||||||
WisdomTree Investments, Inc. | 23,925 | 125,008 | ||||||
World Acceptance Corp.(1) | 764 | 97,418 | ||||||
WR Berkley Corp. | 155,225 | 11,211,902 | ||||||
WSFS Financial Corp. | 15,330 | 676,053 | ||||||
Zions Bancorp N.A. | 101,661 | 4,525,948 | ||||||
|
| |||||||
1,157,638,982 | ||||||||
|
| |||||||
Healthcare 5.82% | ||||||||
Abeona Therapeutics, Inc.(1) | 9,339 | 21,106 | ||||||
Acadia Healthcare Co., Inc.(1) | 2,918 | 90,691 | ||||||
Acceleron Pharma, Inc.(1) | 2,263 | 89,411 | ||||||
AcelRx Pharmaceuticals, Inc.(1) | 14,971 | 32,936 |
Achillion Pharmaceuticals, Inc.(1) | 40,141 | 144,508 | ||||||
Aclaris Therapeutics, Inc.(1) | 8,952 | 9,668 | ||||||
Acorda Therapeutics, Inc.(1) | 12,937 | 37,129 | ||||||
Adamas Pharmaceuticals, Inc.(1) | 6,533 | 33,416 | ||||||
Adaptive Biotechnologies Corp.(1) | 181 | 5,593 | ||||||
ADMA Biologics, Inc.(1) | 777 | 3,458 | ||||||
Aduro Biotech, Inc.(1) | 3,173 | 3,363 | ||||||
Aeglea BioTherapeutics, Inc.(1) | 6,443 | 49,547 | ||||||
Affimed NV(1) | 2,927 | 8,605 | ||||||
Agilent Technologies, Inc. | 131,480 | 10,075,312 | ||||||
Agios Pharmaceuticals, Inc.(1) | 1,539 | 49,864 | ||||||
Akebia Therapeutics, Inc.(1) | 34,135 | 133,809 | ||||||
Akero Therapeutics, Inc.(1) | 441 | 10,033 | ||||||
Akorn, Inc.(1) | 23,880 | 90,744 | ||||||
Aldeyra Therapeutics, Inc.(1) | 1,834 | 9,665 | ||||||
Alkermes Plc(1) | 5,208 | 101,608 | ||||||
Allscripts Healthcare Solutions, Inc.(1) | 760,644 | 8,351,871 | ||||||
Alnylam Pharmaceuticals, Inc.(1) | 577 | 46,402 | ||||||
Alphatec Holdings, Inc.(1) | 737 | 3,700 | ||||||
AMAG Pharmaceuticals, Inc.(1) | 9,931 | 114,703 | ||||||
American Renal Associates Holdings, Inc.(1) | 3,059 | 19,333 | ||||||
AmerisourceBergen Corp. - Class A | 121,819 | 10,029,358 | ||||||
AMN Healthcare Services, Inc.(1) | 161,990 | 9,324,144 | ||||||
AnaptysBio, Inc.(1) | 1,105 | 38,664 | ||||||
AngioDynamics, Inc.(1) | 10,744 | 197,905 | ||||||
Anika Therapeutics, Inc.(1) | 3,894 | 213,742 | ||||||
Apyx Medical Corp.(1) | 8,283 | 56,076 | ||||||
Arcus Biosciences, Inc.(1) | 9,046 | 82,319 | ||||||
Ardelyx, Inc.(1) | 14,456 | 67,943 | ||||||
Arena Pharmaceuticals, Inc.(1) | 3,070 | 140,514 | ||||||
ArQule, Inc.(1) | 2,771 | 19,868 | ||||||
Assembly Biosciences, Inc.(1) | 5,892 | 57,918 | ||||||
Assertio Therapeutics, Inc.(1) | 18,455 | 23,622 | ||||||
Atreca, Inc. - Class A(1) | 730 | 8,935 | ||||||
Avanos Medical, Inc.(1) | 13,972 | 523,391 |
Avantor, Inc.(1) | 297,590 | 4,374,573 | ||||||
Avid Bioservices, Inc.(1) | 1,453 | 7,701 | ||||||
BeyondSpring, Inc.(1) | 256 | 4,634 | ||||||
BioCryst Pharmaceuticals, Inc.(1) | 5,054 | 14,480 | ||||||
Bio-Rad Laboratories, Inc. - Class A(1) | 714 | 237,576 | ||||||
Bluebird Bio, Inc.(1) | 1,845 | 169,408 | ||||||
Boston Scientific Corp.(1) | 232,555 | 9,462,663 | ||||||
Bridgebio Pharma, Inc.(1) | 1,453 | 31,196 | ||||||
Brookdale Senior Living, Inc.(1) | 53,871 | 408,342 | ||||||
Calithera Biosciences, Inc.(1) | 12,271 | 37,917 | ||||||
Cambrex Corp.(1) | 5,595 | 332,903 | ||||||
Cantel Medical Corp. | 533 | 39,868 | ||||||
Cara Therapeutics, Inc.(1) | 1,721 | 31,460 | ||||||
Cardinal Health, Inc. | 38,117 | 1,798,741 | ||||||
CareDx, Inc.(1) | 653 | 14,764 | ||||||
CASI Pharmaceuticals, Inc.(1) | 1,689 | 5,641 | ||||||
Castle Biosciences, Inc.(1) | 403 | 7,290 | ||||||
Catalent, Inc.(1) | 4,849 | 231,103 | ||||||
cbdMD, Inc.(1) | 2,681 | 10,617 | ||||||
Cellular Biomedicine Group, Inc.(1) | 1,009 | 14,994 | ||||||
CEL-SCI Corp.(1) | 752 | 6,723 | ||||||
Centene Corp.(1) | 381,304 | 16,495,211 | ||||||
Cerus Corp.(1) | 4,138 | 21,331 | ||||||
Change Healthcare, Inc.(1) | 396,974 | 4,795,446 | ||||||
Chimerix, Inc.(1) | 13,782 | 32,388 | ||||||
Coherus Biosciences, Inc.(1) | 10,651 | 215,789 | ||||||
Community Health Systems, Inc.(1) | 25,298 | 91,073 | ||||||
Computer Programs & Systems, Inc. | 3,592 | 81,215 | ||||||
Concert Pharmaceuticals, Inc.(1) | 6,233 | 36,650 | ||||||
Constellation Pharmaceuticals, Inc.(1) | 811 | 5,239 | ||||||
Covetrus, Inc.(1) | 3,224 | 38,333 | ||||||
Cross Country Healthcare, Inc.(1) | 9,145 | 94,194 | ||||||
Cyclerion Therapeutics, Inc.(1) | 497 | 6,024 | ||||||
Cytokinetics, Inc.(1) | 1,386 | 15,773 | ||||||
DaVita, Inc.(1) | 111,774 | 6,378,942 |
Dentsply Sirona, Inc. | 7,477 | 398,599 | ||||||
Diplomat Pharmacy, Inc.(1) | 16,562 | 81,154 | ||||||
Dynavax Technologies Corp. - Class A(1) | 1,810 | 6,471 | ||||||
Elanco Animal Health, Inc.(1) | 12,601 | 335,061 | ||||||
ElectroCore, Inc.(1) | 3,781 | 8,280 | ||||||
Eloxx Pharmaceuticals, Inc.(1) | 775 | 3,503 | ||||||
Encompass Health Corp. | 1,649 | 104,349 | ||||||
Endo International Plc(1) | 62,126 | 199,424 | ||||||
Enochian Biosciences, Inc.(1) | 670 | 3,685 | ||||||
Envista Holdings Corp.(1) | 53,442 | 1,489,963 | ||||||
Enzo Biochem, Inc.(1) | 12,702 | 45,727 | ||||||
Epizyme, Inc.(1) | 6,031 | 62,210 | ||||||
Evelo Biosciences, Inc.(1) | 3,180 | 19,398 | ||||||
Evolent Health, Inc. - Class A(1) | 16,279 | 117,046 | ||||||
Exelixis, Inc.(1) | 5,910 | 104,518 | ||||||
EyePoint Pharmaceuticals, Inc.(1) | 6,056 | 10,961 | ||||||
FibroGen, Inc.(1) | 2,270 | 83,945 | ||||||
Five Prime Therapeutics, Inc.(1) | 9,837 | 38,118 | ||||||
G1 Therapeutics, Inc.(1) | 3,995 | 91,006 | ||||||
Genomma Lab Internacional SAB de CV - Class B(1) | 413,370 | 399,042 | ||||||
Geron Corp.(1) | 49,895 | 66,360 | ||||||
Gossamer Bio, Inc.(1) | 5,853 | 98,272 | ||||||
Gritstone Oncology, Inc.(1) | 5,578 | 48,166 | ||||||
Hanger, Inc.(1) | 8,924 | 181,871 | ||||||
Harpoon Therapeutics, Inc.(1) | 1,036 | 14,152 | ||||||
HCA Healthcare, Inc. | 48,800 | 5,876,496 | ||||||
Health Catalyst, Inc.(1) | 385 | 12,181 | ||||||
HealthStream, Inc.(1) | 4,663 | 120,725 | ||||||
Henry Schein, Inc.(1) | 4,353 | 276,416 | ||||||
Hill-Rom Holdings, Inc. | 1,112 | 117,016 | ||||||
Hologic, Inc.(1) | 248,696 | 12,556,661 | ||||||
Horizon Therapeutics Plc(1) | 5,431 | 147,886 | ||||||
Humana, Inc. | 39,259 | 10,037,349 | ||||||
ICON Plc(1) | 69,782 | 10,281,680 | ||||||
ICU Medical, Inc.(1) | 44,512 | 7,104,115 |
ImmunoGen, Inc.(1) | 18,936 | 45,825 | ||||||
Immunomedics, Inc.(1) | 4,720 | 62,587 | ||||||
Integer Holdings Corp.(1) | 145,977 | 11,030,022 | ||||||
Integra LifeSciences Holdings Corp.(1) | 2,364 | 142,005 | ||||||
Intellia Therapeutics, Inc.(1) | 3,057 | 40,811 | ||||||
Intra-Cellular Therapies, Inc.(1) | 6,628 | 49,511 | ||||||
Intrexon Corp.(1) | 15,442 | 88,328 | ||||||
Invacare Corp. | 9,890 | 74,175 | ||||||
IQVIA Holdings, Inc.(1) | 199,061 | 29,735,732 | ||||||
Jazz Pharmaceuticals Plc(1) | 86,806 | 11,123,321 | ||||||
Jounce Therapeutics, Inc.(1) | 4,672 | 15,558 | ||||||
Kala Pharmaceuticals, Inc.(1) | 3,126 | 11,894 | ||||||
Kezar Life Sciences, Inc.(1) | 4,189 | 13,740 | ||||||
Kiniksa Pharmaceuticals Ltd. - Class A(1) | 196 | 1,668 | ||||||
Laboratory Corp. of America Holdings(1) | 90,622 | 15,224,496 | ||||||
Lannett Co., Inc.(1) | 66,943 | 749,762 | ||||||
LeMaitre Vascular, Inc. | 648 | 22,149 | ||||||
Ligand Pharmaceuticals, Inc.(1) | 4,574 | 455,296 | ||||||
Lineage Cell Therapeutics, Inc.(1) | 31,355 | 30,728 | ||||||
LivaNova Plc(1) | 3,016 | 222,551 | ||||||
Livongo Health, Inc.(1) | 691 | 12,051 | ||||||
Luminex Corp. | 12,549 | 259,137 | ||||||
MacroGenics, Inc.(1) | 7,315 | 93,339 | ||||||
Magellan Health, Inc.(1) | 2,779 | 172,576 | ||||||
Mallinckrodt Plc(1) | 159,393 | 384,137 | ||||||
McKesson Corp. | 95,091 | 12,995,136 | ||||||
Medicines Co.(1) | 14,795 | 739,750 | ||||||
MEDNAX, Inc.(1) | 2,829 | 63,992 | ||||||
Menlo Therapeutics, Inc.(1) | 4,448 | 19,927 | ||||||
Meridian Bioscience, Inc. | 11,032 | 104,694 | ||||||
Mersana Therapeutics, Inc.(1) | 10,379 | 16,399 | ||||||
Minerva Neurosciences, Inc.(1) | 1,354 | 10,494 | ||||||
Moderna, Inc.(1) | 687 | 10,937 | ||||||
Molecular Templates, Inc.(1) | 2,028 | 13,365 | ||||||
Molina Healthcare, Inc.(1) | 33,356 | 3,659,820 |
Morphic Holding, Inc.(1) | 478 | 8,657 | ||||||
Mylan NV(1) | 17,263 | 341,462 | ||||||
Myriad Genetics, Inc.(1) | 18,137 | 519,262 | ||||||
NanoString Technologies, Inc.(1) | 915 | 19,755 | ||||||
National HealthCare Corp. | 3,616 | 295,970 | ||||||
Natus Medical, Inc.(1) | 273,480 | 8,707,603 | ||||||
Nektar Therapeutics - Class A(1) | 4,764 | 86,776 | ||||||
Neon Therapeutics, Inc.(1) | 4,111 | 7,071 | ||||||
Novavax, Inc.(1) | 4,430 | 22,239 | ||||||
OPKO Health, Inc.(1) | 105,050 | 219,555 | ||||||
Option Care Health, Inc.(1) | 32,532 | 104,102 | ||||||
OraSure Technologies, Inc.(1) | 17,727 | 132,421 | ||||||
Orthofix Medical, Inc.(1) | 1,263 | 66,964 | ||||||
Osmotica Pharmaceuticals Plc(1) | 2,262 | 8,686 | ||||||
Owens & Minor, Inc. | 18,054 | 104,894 | ||||||
Pacific Biosciences of California, Inc.(1) | 3,604 | 18,597 | ||||||
Patterson Cos, Inc. | 24,327 | 433,507 | ||||||
PDL BioPharma, Inc.(1) | 35,938 | 77,626 | ||||||
PerkinElmer, Inc. | 2,885 | 245,715 | ||||||
Perrigo Co. Plc | 4,237 | 236,806 | ||||||
Personalis, Inc.(1) | 615 | 9,025 | ||||||
Phibro Animal Health Corp. - Class A | 377 | 8,041 | ||||||
Phreesia, Inc.(1) | 479 | 11,611 | ||||||
PolarityTE, Inc.(1) | 4,055 | 13,098 | ||||||
Premier, Inc. - Class A(1) | 100,487 | 2,906,084 | ||||||
Prestige Consumer Healthcare, Inc.(1) | 52,250 | 1,812,553 | ||||||
Prevail Therapeutics, Inc.(1) | 733 | 9,001 | ||||||
Principia Biopharma, Inc.(1) | 276 | 7,794 | ||||||
Protagonist Therapeutics, Inc.(1) | 1,618 | 19,432 | ||||||
Prothena Corp. Plc(1) | 11,550 | 90,552 | ||||||
QIAGEN NV(1) | 7,427 | 244,868 | ||||||
Quest Diagnostics, Inc. | 4,507 | 482,384 | ||||||
Reata Pharmaceuticals, Inc. - Class A(1) | 3,382 | 271,541 | ||||||
resTORbio, Inc.(1) | 3,995 | 35,316 | ||||||
Revance Therapeutics, Inc.(1) | 2,151 | 27,963 |
Rigel Pharmaceuticals, Inc.(1) | 4,089 | 7,646 | ||||||
Rockwell Medical, Inc.(1) | 854 | 2,357 | ||||||
RTI Surgical Holdings, Inc.(1) | 16,058 | 45,765 | ||||||
Sangamo Therapeutics, Inc.(1) | 9,733 | 88,084 | ||||||
SeaSpine Holdings Corp.(1) | 4,626 | 56,483 | ||||||
Sientra, Inc.(1) | 970 | 6,286 | ||||||
Solid Biosciences, Inc.(1) | 4,935 | 51,028 | ||||||
Spectrum Pharmaceuticals, Inc.(1) | 2,382 | 19,759 | ||||||
Spero Therapeutics, Inc.(1) | 2,807 | 29,754 | ||||||
STERIS Plc | 2,655 | 383,621 | ||||||
Stoke Therapeutics, Inc.(1) | 629 | 13,517 | ||||||
Strongbridge Biopharma Plc(1) | 10,501 | 25,097 | ||||||
Surgery Partners, Inc.(1) | 6,202 | 45,802 | ||||||
Sutro Biopharma, Inc.(1) | 2,540 | 23,089 | ||||||
Syneos Health, Inc. - Class A(1) | 16,932 | 900,952 | ||||||
Synlogic, Inc.(1) | 4,444 | 10,177 | ||||||
Synthorx, Inc.(1) | 384 | 6,248 | ||||||
TCR2 Therapeutics, Inc.(1) | 3,175 | 47,720 | ||||||
Tenet Healthcare Corp.(1) | 1,901 | 42,050 | ||||||
TG Therapeutics, Inc.(1) | 2,376 | 13,341 | ||||||
The Cooper Companies, Inc. | 28,173 | 8,367,381 | ||||||
TherapeuticsMD, Inc.(1) | 6,084 | 22,085 | ||||||
Tivity Health, Inc.(1) | 13,921 | 231,506 | ||||||
TransEnterix, Inc.(1) | 16,419 | 10,177 | ||||||
TransMedics Group, Inc.(1) | 224 | 5,320 | ||||||
Triple-S Management Corp. - Class B(1) | 6,624 | 88,762 | ||||||
Turning Point Therapeutics, Inc.(1) | 141 | 5,302 | ||||||
United Therapeutics Corp.(1) | 1,452 | 115,797 | ||||||
UNITY Biotechnology, Inc.(1) | 2,256 | 13,762 | ||||||
Universal Health Services, Inc. - Class B | 117,348 | 17,455,515 | ||||||
Utah Medical Products, Inc. | 158 | 15,143 | ||||||
Varex Imaging Corp.(1) | 6,216 | 177,405 | ||||||
VBI Vaccines, Inc.(1) | 4,679 | 2,205 | ||||||
Verrica Pharmaceuticals, Inc.(1) | 2,170 | 32,029 | ||||||
Viking Therapeutics, Inc.(1) | 16,913 | 116,361 |
WaVe Life Sciences Ltd.(1) | 1,374 | 28,208 | ||||||
WellCare Health Plans, Inc.(1) | 157 | 40,690 | ||||||
West Pharmaceutical Services, Inc. | 32,101 | 4,552,564 | ||||||
Xeris Pharmaceuticals, Inc.(1) | 522 | 5,131 | ||||||
Zimmer Biomet Holdings, Inc. | 107,848 | 14,804,295 | ||||||
|
| |||||||
289,624,140 | ||||||||
|
| |||||||
Industrials 15.78% | ||||||||
AAR Corp. | 9,712 | 400,232 | ||||||
ABM Industries, Inc. | 171,586 | 6,232,004 | ||||||
Acacia Research Corp.(1) | 2,169 | 5,813 | ||||||
ACCO Brands Corp. | 28,339 | 279,706 | ||||||
Actuant Corp. - Class A | 425,906 | 9,344,378 | ||||||
Acuity Brands, Inc. | 18,978 | 2,558,045 | ||||||
ADT, Inc. | 3,816 | 23,926 | ||||||
Advanced Disposal Services, Inc.(1) | 1,332 | 43,383 | ||||||
AECOM(1) | 5,233 | 196,551 | ||||||
Aegion Corp. - Class A(1) | 9,207 | 196,846 | ||||||
Aerojet Rocketdyne Holdings, Inc.(1) | 6,354 | 320,941 | ||||||
AGCO Corp. | 22,426 | 1,697,648 | ||||||
Air Lease Corp. - Class A | 151,518 | 6,336,483 | ||||||
Aircastle Ltd. | 15,416 | 345,781 | ||||||
Alamo Group, Inc. | 385 | 45,322 | ||||||
Alaska Air Group, Inc. | 51,503 | 3,343,060 | ||||||
Allegion Plc | 90,863 | 9,417,950 | ||||||
Allison Transmission Holdings, Inc. | 499,190 | 23,486,889 | ||||||
Altra Industrial Motion Corp. | 326,240 | 9,035,217 | ||||||
AMERCO | 301 | 117,402 | ||||||
Ameresco, Inc. - Class A(1) | 6,328 | 101,691 | ||||||
American Airlines Group, Inc. | 104,128 | 2,808,332 | ||||||
American Superconductor Corp.(1) | 4,340 | 34,026 | ||||||
AMETEK, Inc. | 326,725 | 29,999,889 | ||||||
AO Smith Corp. | 3,800 | 181,298 | ||||||
Apogee Enterprises, Inc. | 1,234 | 48,114 | ||||||
ArcBest Corp. | 7,355 | 223,960 | ||||||
Arconic, Inc. | 153,563 | 3,992,638 |
Arcosa, Inc. | 14,219 | 486,432 | ||||||
Argan, Inc. | 720 | 28,289 | ||||||
Armstrong Flooring, Inc.(1) | 5,981 | 38,219 | ||||||
Armstrong World Industries, Inc. | 152,955 | 14,790,748 | ||||||
ASGN, Inc.(1) | 1,833 | 115,222 | ||||||
Astec Industries, Inc. | 6,418 | 199,600 | ||||||
Atlas Air Worldwide Holdings, Inc.(1) | 50,742 | 1,280,221 | ||||||
AZZ, Inc. | 5,306 | 231,129 | ||||||
Barnes Group, Inc. | 12,141 | 625,747 | ||||||
Beacon Roofing Supply, Inc.(1) | 16,107 | 540,068 | ||||||
BG Staffing, Inc. | 1,560 | 29,812 | ||||||
Bloom Energy Corp. - Class A(1) | 15,879 | 51,607 | ||||||
Blue Bird Corp.(1) | 2,104 | 40,050 | ||||||
BlueLinx Holdings, Inc.(1) | 2,562 | 82,829 | ||||||
BMC Stock Holdings, Inc.(1) | 386,386 | 10,115,585 | ||||||
Brady Corp. - Class A | 2,553 | 135,437 | ||||||
Briggs & Stratton Corp. | 12,003 | 72,738 | ||||||
BrightView Holdings, Inc.(1) | 98,995 | 1,697,764 | ||||||
Brinks Co. | 516,243 | 42,822,357 | ||||||
Builders FirstSource, Inc.(1) | 2,252 | 46,335 | ||||||
BWX Technologies, Inc. | 806 | 46,111 | ||||||
Caesarstone Ltd. | 6,483 | 107,683 | ||||||
CAI International, Inc.(1) | 4,828 | 105,106 | ||||||
Carlisle Cos, Inc. | 258 | 37,549 | ||||||
Casella Waste Systems, Inc. - Class A(1) | 233,270 | 10,016,614 | ||||||
CBIZ, Inc.(1) | 15,018 | 352,923 | ||||||
CECO Environmental Corp.(1) | 8,681 | 60,637 | ||||||
CH Robinson Worldwide, Inc. | 71,923 | 6,097,632 | ||||||
Charah Solutions, Inc.(1) | 2,661 | 5,641 | ||||||
CIRCOR International, Inc.(1) | 5,712 | 214,486 | ||||||
Clean Harbors, Inc.(1) | 1,731 | 133,633 | ||||||
Colfax Corp.(1) | 99,915 | 2,903,530 | ||||||
Columbus McKinnon Corp. | 2,768 | 100,838 | ||||||
Commercial Vehicle Group, Inc.(1) | 8,646 | 62,338 | ||||||
CompX International, Inc.(1) | 351 | 5,030 |
Concrete Pumping Holdings, Inc.(1) | 5,359 | 21,275 | ||||||
Construction Partners, Inc. - Class A(1) | 66,099 | 1,029,822 | ||||||
Continental Building Products, Inc.(1) | 5,235 | 142,863 | ||||||
Copa Holdings SA - Class A | 1,054 | 104,083 | ||||||
Cornerstone Building Brands, Inc.(1) | 13,227 | 80,023 | ||||||
Costamare, Inc. | 14,613 | 88,701 | ||||||
Covenant Transportation Group, Inc. - Class A(1) | 3,687 | 60,614 | ||||||
CRA International, Inc. | 1,672 | 70,174 | ||||||
Crane Co. | 1,693 | 136,507 | ||||||
Cubic Corp. | 7,720 | 543,720 | ||||||
Cummins, Inc. | 72,707 | 11,827,248 | ||||||
Curtiss-Wright Corp. | 60,886 | 7,876,822 | ||||||
Daseke, Inc.(1) | 13,196 | 32,990 | ||||||
Deere & Co. | 8,811 | 1,486,239 | ||||||
Deluxe Corp. | 62,146 | 3,055,097 | ||||||
Dover Corp. | 218,057 | 21,709,755 | ||||||
Ducommun, Inc.(1) | 2,614 | 110,834 | ||||||
DXP Enterprises, Inc.(1) | 4,753 | 165,024 | ||||||
Dycom Industries, Inc.(1) | 1,761 | 89,899 | ||||||
Eagle Bulk Shipping, Inc.(1) | 13,643 | 59,688 | ||||||
Eastern Co. | 1,563 | 38,794 | ||||||
Eaton Corp. Plc | 151,248 | 12,576,271 | ||||||
Echo Global Logistics, Inc.(1) | 8,022 | 181,698 | ||||||
EMCOR Group, Inc. | 35,070 | 3,020,228 | ||||||
Encore Wire Corp. | 5,991 | 337,173 | ||||||
EnerSys | 58,561 | 3,861,512 | ||||||
Ennis, Inc. | 7,389 | 149,332 | ||||||
EnPro Industries, Inc. | 5,483 | 376,408 | ||||||
Equifax, Inc. | 629 | 88,481 | ||||||
ESCO Technologies, Inc. | 163,735 | 13,026,757 | ||||||
Evoqua Water Technologies Corp.(1) | 54,882 | 934,092 | ||||||
Expeditors International of Washington, Inc. | 1,639 | 121,761 | ||||||
Fastenal Co. | 27,515 | 898,915 | ||||||
Federal Signal Corp. | 972 | 31,823 | ||||||
Flowserve Corp. | 3,455 | 161,383 |
Fluor Corp. | 4,690 | 89,720 | ||||||
Fortive Corp. | 7,713 | 528,803 | ||||||
Fortune Brands Home & Security, Inc. | 369,375 | 20,204,812 | ||||||
Forward Air Corp. | 148,230 | 9,445,216 | ||||||
Foundation Building Materials, Inc.(1) | 2,954 | 45,757 | ||||||
Franklin Electric Co., Inc. | 736 | 35,188 | ||||||
FTI Consulting, Inc.(1) | 9,917 | 1,051,103 | ||||||
Gardner Denver Holdings, Inc.(1) | 4,456 | 126,060 | ||||||
Gates Industrial Corp. Plc(1) | 1,625 | 16,364 | ||||||
GATX Corp. | 10,444 | 809,723 | ||||||
Genco Shipping & Trading Ltd.(1) | 4,370 | 40,204 | ||||||
Gencor Industries, Inc.(1) | 1,980 | 22,988 | ||||||
General Finance Corp.(1) | 1,743 | 15,408 | ||||||
Genesee & Wyoming, Inc. - Class A(1) | 1,554 | 171,733 | ||||||
Gibraltar Industries, Inc.(1) | 204,119 | 9,377,227 | ||||||
GMS, Inc.(1) | 52,227 | 1,499,959 | ||||||
Gorman-Rupp Co. | 4,000 | 139,160 | ||||||
GP Strategies Corp.(1) | 3,512 | 45,094 | ||||||
GrafTech International Ltd. | 2,020 | 25,856 | ||||||
Graham Corp. | 2,566 | 50,961 | ||||||
Granite Construction, Inc. | 11,679 | 375,246 | ||||||
Great Lakes Dredge & Dock Corp.(1) | 2,286 | 23,889 | ||||||
Greenbrier Cos, Inc. | 9,333 | 281,110 | ||||||
Griffon Corp. | 10,655 | 223,435 | ||||||
H&E Equipment Services, Inc. | 1,971 | 56,883 | ||||||
Hawaiian Holdings, Inc. | 13,666 | 358,869 | ||||||
HD Supply Holdings, Inc.(1) | 324,147 | 12,698,459 | ||||||
Heartland Express, Inc. | 12,794 | 275,199 | ||||||
Heidrick & Struggles International, Inc. | 4,927 | 134,507 | ||||||
Herc Holdings, Inc.(1) | 6,481 | 301,431 | ||||||
Heritage-Crystal Clean, Inc.(1) | 1,401 | 37,126 | ||||||
Herman Miller, Inc. | 68,713 | 3,166,982 | ||||||
Hertz Global Holdings, Inc.(1) | 29,683 | 410,813 | ||||||
Hexcel Corp. | 211 | 17,329 | ||||||
Hillenbrand, Inc. | 5,984 | 184,786 |
HNI Corp. | 2,721 | 96,595 | ||||||
Hub Group, Inc. - Class A(1) | 52,941 | 2,461,756 | ||||||
Hubbell, Inc. - Class B | 84,651 | 11,123,141 | ||||||
Huntington Ingalls Industries, Inc. | 69,065 | 14,627,276 | ||||||
Hurco Cos, Inc. | 1,769 | 56,909 | ||||||
Huron Consulting Group, Inc.(1) | 5,760 | 353,318 | ||||||
Hyster-Yale Materials Handling, Inc. | 2,955 | 161,727 | ||||||
IAA, Inc.(1) | 533,930 | 22,280,899 | ||||||
ICF International, Inc. | 116,223 | 9,817,357 | ||||||
IDEX Corp. | 1,272 | 208,455 | ||||||
IES Holdings, Inc.(1) | 1,384 | 28,497 | ||||||
IHS Markit Ltd.(1) | 4,970 | 332,394 | ||||||
Ingersoll-Rand Plc | 41,767 | 5,146,112 | ||||||
InnerWorkings, Inc.(1) | 12,544 | 55,570 | ||||||
Insteel Industries, Inc. | 5,316 | 109,137 | ||||||
Interface, Inc. - Class A | 1,643 | 23,725 | ||||||
ITT, Inc. | 177,549 | 10,864,223 | ||||||
Jacobs Engineering Group, Inc. | 4,424 | 404,796 | ||||||
JB Hunt Transport Services, Inc. | 1,984 | 219,530 | ||||||
JELD-WEN Holding, Inc.(1) | 2,030 | 39,159 | ||||||
JetBlue Airways Corp.(1) | 253,601 | 4,247,817 | ||||||
Kaman Corp. | 6,986 | 415,388 | ||||||
Kansas City Southern | 128,100 | 17,038,581 | ||||||
KAR Auction Services, Inc. | 478,746 | 11,753,214 | ||||||
Kelly Services, Inc. - Class A | 9,654 | 233,820 | ||||||
Kennametal, Inc. | 87,287 | 2,683,202 | ||||||
Kimball International, Inc. - Class B | 1,347 | 25,997 | ||||||
Kirby Corp.(1) | 61,241 | 5,031,561 | ||||||
Knight-Swift Transportation Holdings, Inc. - Class A | 4,130 | 149,919 | ||||||
Knoll, Inc. | 339,699 | 8,611,370 | ||||||
L3Harris Technologies, Inc. | 96,100 | 20,050,304 | ||||||
Landstar System, Inc. | 118 | 13,284 | ||||||
LB Foster Co. - Class A(1) | 2,637 | 57,144 | ||||||
Lennox International, Inc. | 99 | 24,054 | ||||||
Lincoln Electric Holdings, Inc. | 124 | 10,758 |
Lindsay Corp. | 2,048 | 190,157 | ||||||
LSC Communications, Inc. | 9,140 | 12,613 | ||||||
Luxfer Holdings Plc | 543 | 8,460 | ||||||
Lydall, Inc.(1) | 4,903 | 122,134 | ||||||
Lyft, Inc. - Class A(1) | 973 | 39,737 | ||||||
Macquarie Infrastructure Corp. | 2,482 | 97,965 | ||||||
Manitowoc Co., Inc.(1) | 10,204 | 127,550 | ||||||
ManpowerGroup, Inc. | 133,700 | 11,262,888 | ||||||
Marten Transport Ltd. | 11,273 | 234,253 | ||||||
Masco Corp. | 146,037 | 6,086,822 | ||||||
Masonite International Corp.(1) | 162,171 | 9,405,918 | ||||||
Matson, Inc. | 12,353 | 463,361 | ||||||
Matthews International Corp. - Class A | 9,101 | 322,084 | ||||||
Maxar Technologies, Inc. | 17,488 | 132,909 | ||||||
McGrath RentCorp | 2,242 | 156,021 | ||||||
Meritor, Inc.(1) | 3,964 | 73,334 | ||||||
Mesa Air Group, Inc.(1) | 3,240 | 21,854 | ||||||
Milacron Holdings Corp.(1) | 20,078 | 334,700 | ||||||
Miller Industries, Inc. | 2,983 | 99,334 | ||||||
Mistras Group, Inc.(1) | 4,483 | 73,521 | ||||||
Mobile Mini, Inc. | 8,683 | 320,055 | ||||||
Moog, Inc. - Class A | 1,294 | 104,969 | ||||||
MRC Global, Inc.(1) | 20,845 | 252,850 | ||||||
MSC Industrial Direct Co., Inc. - Class A | 1,485 | 107,707 | ||||||
Mueller Industries, Inc. | 7,205 | 206,639 | ||||||
Mueller Water Products, Inc. - Class A | 307,465 | 3,455,907 | ||||||
National Presto Industries, Inc. | 1,306 | 116,352 | ||||||
Navigant Consulting, Inc. | 11,070 | 309,407 | ||||||
Navistar International Corp.(1) | 14,505 | 407,736 | ||||||
Nielsen Holdings Plc | 10,447 | 221,999 | ||||||
NL Industries, Inc.(1) | 2,045 | 7,689 | ||||||
NN, Inc. | 12,110 | 86,344 | ||||||
Nordson Corp. | 162 | 23,694 | ||||||
Northwest Pipe Co.(1) | 2,802 | 78,876 | ||||||
NOW, Inc.(1) | 122,509 | 1,405,178 |
NRC Group Holdings Corp.(1) | 244 | 3,035 | ||||||
nVent Electric Plc | 194,244 | 4,281,138 | ||||||
Old Dominion Freight Line, Inc. | 1,266 | 215,182 | ||||||
Oshkosh Corp. | 153,617 | 11,644,169 | ||||||
Owens Corning | 279,060 | 17,636,592 | ||||||
PACCAR, Inc. | 96,329 | 6,743,993 | ||||||
PAM Transportation Services, Inc.(1) | 227 | 13,418 | ||||||
Park Aerospace Corp. | 5,332 | 93,630 | ||||||
Parker-Hannifin Corp. | 94,743 | 17,111,533 | ||||||
Park-Ohio Holdings Corp. | 2,543 | 75,934 | ||||||
Patrick Industries, Inc.(1) | 2,155 | 92,406 | ||||||
Pentair Plc | 5,605 | 211,869 | ||||||
PGT Innovations, Inc.(1) | 8,292 | 143,203 | ||||||
PICO Holdings, Inc.(1) | 4,448 | 44,880 | ||||||
Pitney Bowes, Inc. | 144,361 | 659,730 | ||||||
Powell Industries, Inc. | 2,636 | 103,199 | ||||||
Preformed Line Products Co. | 911 | 49,731 | ||||||
Primoris Services Corp. | 4,142 | 81,225 | ||||||
Quad/Graphics, Inc. | 9,076 | 95,389 | ||||||
Quanex Building Products Corp. | 9,687 | 175,141 | ||||||
Quanta Services, Inc. | 3,692 | 139,558 | ||||||
Regal Beloit Corp. | 74,029 | 5,393,013 | ||||||
Republic Services, Inc. - Class A | 6,694 | 579,366 | ||||||
Resideo Technologies, Inc.(1) | 4,104 | 58,892 | ||||||
Resources Connection, Inc. | 6,000 | 101,940 | ||||||
REV Group, Inc. | 6,531 | 74,649 | ||||||
Rexnord Corp.(1) | 27,578 | 745,985 | ||||||
Ritchie Bros Auctioneers, Inc. | 31,679 | 1,263,992 | ||||||
Roadrunner Transportation Systems, Inc.(1) | 1,014 | 10,505 | ||||||
Robert Half International, Inc. | 171,479 | 9,544,521 | ||||||
RR Donnelley & Sons Co. | 20,520 | 77,360 | ||||||
Rush Enterprises, Inc. - Class A | 7,902 | 304,859 | ||||||
Rush Enterprises, Inc. - Class B | 1,494 | 59,655 | ||||||
Ryder System, Inc. | 40,862 | 2,115,426 | ||||||
Safe Bulkers, Inc.(1) | 14,417 | 25,230 |
Saia, Inc.(1) | 3,037 | 284,567 | ||||||
Schneider National, Inc. - Class B | 92,202 | 2,002,627 | ||||||
Scorpio Bulkers, Inc. | 13,482 | 81,971 | ||||||
Sensata Technologies Holding Plc(1) | 68,505 | 3,429,360 | ||||||
SkyWest, Inc. | 14,639 | 840,279 | ||||||
Snap-on, Inc. | 1,846 | 288,973 | ||||||
Southwest Airlines Co. | 298,175 | 16,104,432 | ||||||
SP Plus Corp.(1) | 6,913 | 255,781 | ||||||
Spartan Motors, Inc. | 2,540 | 34,849 | ||||||
Spirit AeroSystems Holdings, Inc. - Class A | 179,279 | 14,743,905 | ||||||
Spirit Airlines, Inc.(1) | 4,324 | 156,961 | ||||||
SPX Corp.(1) | 2,303 | 92,143 | ||||||
SPX FLOW, Inc.(1) | 12,270 | 484,174 | ||||||
Standex International Corp. | 78,635 | 5,735,637 | ||||||
Stanley Black & Decker, Inc. | 5,085 | 734,325 | ||||||
Steelcase, Inc. - Class A | 198,014 | 3,643,458 | ||||||
Stericycle, Inc.(1) | 75,988 | 3,870,069 | ||||||
Sterling Construction Co., Inc.(1) | 6,101 | 80,228 | ||||||
Systemax, Inc. | 812 | 17,872 | ||||||
Team, Inc.(1) | 8,536 | 154,075 | ||||||
Teledyne Technologies, Inc.(1) | 1,202 | 387,032 | ||||||
Terex Corp. | 4,435 | 115,177 | ||||||
Textainer Group Holdings Ltd.(1) | 89,896 | 890,869 | ||||||
Textron, Inc. | 198,238 | 9,705,732 | ||||||
Thermon Group Holdings, Inc.(1) | 6,917 | 158,953 | ||||||
Timken Co. | 227,043 | 9,878,641 | ||||||
Titan International, Inc. | 14,544 | 39,269 | ||||||
Titan Machinery, Inc.(1) | 5,505 | 78,942 | ||||||
TransDigm Group, Inc. | 308 | 160,366 | ||||||
TriMas Corp.(1) | 1,039,823 | 31,870,575 | ||||||
Trinity Industries, Inc. | 61,479 | 1,209,907 | ||||||
Triton International Ltd. | 16,257 | 550,137 | ||||||
Triumph Group, Inc. | 10,883 | 249,003 | ||||||
TrueBlue, Inc.(1) | 11,679 | 246,427 | ||||||
Tutor Perini Corp.(1) | 11,626 | 166,601 |
Twin Discount, Inc.(1) | 2,899 | 30,700 | ||||||
UniFirst Corp. | 4,419 | 862,235 | ||||||
United Continental Holdings, Inc.(1) | 139,993 | 12,376,781 | ||||||
United Rentals, Inc.(1) | 25,865 | 3,223,814 | ||||||
Univar, Inc.(1) | 101,905 | 2,115,548 | ||||||
Universal Forest Products, Inc. | 2,040 | 81,355 | ||||||
US Ecology, Inc. | 171,580 | 10,970,825 | ||||||
US Xpress Enterprises, Inc. - Class A(1) | 6,333 | 30,525 | ||||||
Valmont Industries, Inc. | 716 | 99,123 | ||||||
Vectrus, Inc.(1) | 3,369 | 136,950 | ||||||
Veritiv Corp.(1) | 3,715 | 67,167 | ||||||
VSE Corp. | 2,386 | 81,339 | ||||||
Wabash National Corp. | 82,916 | 1,203,111 | ||||||
WABCO Holdings, Inc.(1) | 64,228 | 8,590,495 | ||||||
Wabtec Corp. | 4,353 | 312,807 | ||||||
Watsco, Inc. | 1,091 | 184,575 | ||||||
Watts Water Technologies, Inc. - Class A | 3,553 | 333,023 | ||||||
Werner Enterprises, Inc. | 13,111 | 462,818 | ||||||
Wesco Aircraft Holdings, Inc.(1) | 11,362 | 125,096 | ||||||
WESCO International, Inc.(1) | 153,710 | 7,342,727 | ||||||
Willis Lease Finance Corp.(1) | 888 | 49,177 | ||||||
WillScot Corp. - Class A(1) | 711,484 | 11,084,921 | ||||||
Woodward, Inc. | 326 | 35,153 | ||||||
XPO Logistics, Inc.(1) | 1,287 | 92,111 | ||||||
YRC Worldwide, Inc.(1) | 9,673 | 29,212 | ||||||
|
| |||||||
785,044,130 | ||||||||
|
| |||||||
Information Technology 12.15% | ||||||||
2U, Inc.(1) | 1,181 | 19,227 | ||||||
3D Systems Corp.(1) | 33,262 | 271,085 | ||||||
8x8, Inc.(1) | 20,852 | 432,053 | ||||||
ACI Worldwide, Inc.(1) | 349,440 | 10,946,208 | ||||||
Adesto Technologies Corp.(1) | 999 | 8,551 | ||||||
ADTRAN, Inc. | 13,766 | 156,175 | ||||||
Akamai Technologies, Inc.(1) | 458 | 41,852 | ||||||
Alliance Data Systems Corp. | 95,371 | 12,219,886 |
Alpha & Omega Semiconductor Ltd.(1) | 5,808 | 71,322 | ||||||
Ambarella, Inc.(1) | 5,514 | 346,472 | ||||||
Amdocs Ltd. | 99,881 | 6,603,133 | ||||||
American Software, Inc. - Class A | 3,662 | 55,003 | ||||||
Amkor Technology, Inc.(1) | 35,904 | 326,726 | ||||||
Analog Devices, Inc. | 91,675 | 10,242,848 | ||||||
Anixter International, Inc.(1) | 8,913 | 616,067 | ||||||
Applied Materials, Inc. | 80,700 | 4,026,930 | ||||||
Applied Optoelectronics, Inc.(1) | 5,505 | 61,766 | ||||||
Arlo Technologies, Inc.(1) | 21,328 | 72,728 | ||||||
Arrow Electronics, Inc.(1) | 120,775 | 9,007,399 | ||||||
Avaya Holdings Corp.(1) | 32,516 | 332,639 | ||||||
Avnet, Inc. | 629,867 | 28,019,633 | ||||||
AVX Corp. | 13,583 | 206,462 | ||||||
Axcelis Technologies, Inc.(1) | 9,545 | 163,124 | ||||||
AXT, Inc.(1) | 11,040 | 39,302 | ||||||
Bel Fuse, Inc. - Class B | 2,848 | 42,805 | ||||||
Belden, Inc. | 11,381 | 607,063 | ||||||
Benchmark Electronics, Inc. | 11,100 | 322,566 | ||||||
Booz Allen Hamilton Holding Corp. - Class A | 170,875 | 12,135,542 | ||||||
Brooks Automation, Inc. | 408,049 | 15,110,054 | ||||||
CACI International, Inc. - Class A(1) | 110,924 | 25,652,284 | ||||||
CalAmp Corp.(1) | 9,448 | 108,841 | ||||||
Calix, Inc.(1) | 6,356 | 40,615 | ||||||
Cambium Networks Corp.(1) | 797 | 7,731 | ||||||
Cardtronics Plc - Class A(1) | 2,196 | 66,407 | ||||||
Casa Systems, Inc.(1) | 801 | 6,292 | ||||||
CDK Global, Inc. | 169,981 | 8,174,386 | ||||||
CDW Corp. | 59,050 | 7,277,322 | ||||||
Ceridian HCM Holding, Inc.(1) | 541 | 26,709 | ||||||
CEVA, Inc.(1) | 446 | 13,318 | ||||||
Check Point Software Technologies Ltd.(1) | 148,394 | 16,249,143 | ||||||
Ciena Corp.(1) | 5,183 | 203,329 | ||||||
Cirrus Logic, Inc.(1) | 71,560 | 3,834,185 | ||||||
Citrix Systems, Inc. | 453 | 43,724 |
Cloudera, Inc.(1) | 64,689 | 573,145 | ||||||
Coherent, Inc.(1) | 803 | 123,437 | ||||||
Cohu, Inc. | 11,582 | 156,415 | ||||||
CommScope Holding Co., Inc.(1) | 6,422 | 75,523 | ||||||
Comtech Telecommunications Corp. | 6,888 | 223,860 | ||||||
Conduent, Inc.(1) | 50,723 | 315,497 | ||||||
CoreLogic, Inc.(1) | 2,532 | 117,156 | ||||||
Corning, Inc. | 148,836 | 4,244,803 | ||||||
Cree, Inc.(1) | 3,245 | 159,005 | ||||||
CTS Corp. | 9,383 | 303,634 | ||||||
Cypress Semiconductor Corp. | 12,394 | 289,276 | ||||||
Daktronics, Inc. | 10,628 | 78,488 | ||||||
DASAN Zhone Solutions, Inc.(1) | 220 | 2,015 | ||||||
Diebold Nixdorf, Inc.(1) | 10,927 | 122,382 | ||||||
Digi International, Inc.(1) | 7,944 | 108,197 | ||||||
Digimarc Corp.(1) | 181 | 7,075 | ||||||
Diodes, Inc.(1) | 59,206 | 2,377,121 | ||||||
Dolby Laboratories, Inc. - Class A | 1,847 | 119,390 | ||||||
DSP Group, Inc.(1) | 3,910 | 55,072 | ||||||
DXC Technology Co. | 77,015 | 2,271,943 | ||||||
Dynatrace, Inc.(1) | 267 | 4,985 | ||||||
EchoStar Corp. - Class A(1) | 1,594 | 63,154 | ||||||
Entegris, Inc. | 221,475 | 10,422,614 | ||||||
ePlus, Inc.(1) | 469 | 35,686 | ||||||
Exela Technologies, Inc.(1) | 2,530 | 2,985 | ||||||
F5 Networks, Inc.(1) | 20,944 | 2,940,956 | ||||||
Fabrinet(1) | 909 | 47,541 | ||||||
FARO Technologies, Inc.(1) | 244 | 11,797 | ||||||
Fidelity National Information Services, Inc. | 315,411 | 41,873,964 | ||||||
First Solar, Inc.(1) | 2,764 | 160,340 | ||||||
Fiserv, Inc.(1) | 228,000 | 23,618,520 | ||||||
Fitbit, Inc. - Class A(1) | 50,884 | 193,868 | ||||||
Flex Ltd.(1) | 477,394 | 4,995,928 | ||||||
FLIR Systems, Inc. | 4,154 | 218,459 | ||||||
FormFactor, Inc.(1) | 20,179 | 376,237 |
Global Payments, Inc. | 170,434 | 27,099,006 | ||||||
GSI Technology, Inc.(1) | 4,208 | 36,862 | ||||||
GTY Technology Holdings, Inc.(1) | 11,573 | 72,563 | ||||||
Hackett Group, Inc. | 586 | 9,646 | ||||||
Harmonic, Inc.(1) | 24,894 | 163,803 | ||||||
Hewlett Packard Enterprise Co. | 867,444 | 13,159,125 | ||||||
HP, Inc. | 178,000 | 3,367,760 | ||||||
Ichor Holdings Ltd.(1) | 4,994 | 120,755 | ||||||
Ideanomics, Inc.(1) | 1,645 | 2,476 | ||||||
II-VI, Inc.(1) | 9,332 | 328,580 | ||||||
Immersion Corp.(1) | 8,939 | 68,383 | ||||||
Infinera Corp.(1) | 51,388 | 280,065 | ||||||
Information Services Group, Inc.(1) | 8,772 | 21,798 | ||||||
Inseego Corp.(1) | 12,663 | 60,782 | ||||||
Insight Enterprises, Inc.(1) | 6,518 | 362,987 | ||||||
IPG Photonics Corp.(1) | 1,104 | 149,702 | ||||||
Jabil, Inc. | 125,826 | 4,500,796 | ||||||
Jack Henry & Associates, Inc. | 296 | 43,207 | ||||||
Juniper Networks, Inc. | 244,306 | 6,046,574 | ||||||
KBR, Inc. | 180,175 | 4,421,495 | ||||||
KEMET Corp. | 128,063 | 2,328,185 | ||||||
Keysight Technologies, Inc.(1) | 144,250 | 14,028,313 | ||||||
Kimball Electronics, Inc.(1) | 7,019 | 101,846 | ||||||
KLA-Tencor Corp. | 81,884 | 13,056,404 | ||||||
Knowles Corp.(1) | 23,913 | 486,390 | ||||||
KVH Industries, Inc.(1) | 4,584 | 48,820 | ||||||
Lam Research Corp. | 42,194 | 9,751,455 | ||||||
Leidos Holdings, Inc. | 132,441 | 11,374,033 | ||||||
Limelight Networks, Inc.(1) | 19,086 | 57,831 | ||||||
Littelfuse, Inc. | 5,569 | 987,439 | ||||||
LiveRamp Holdings, Inc.(1) | 19,602 | 842,102 | ||||||
LogMeIn, Inc. | 1,646 | 116,800 | ||||||
Lumentum Holdings, Inc.(1) | 22,400 | 1,199,744 | ||||||
MACOM Technology Solutions Holdings, Inc.(1) | 13,449 | 289,086 | ||||||
ManTech International Corp. - Class A | 20,397 | 1,456,550 |
Marvell Technology Group Ltd. | 221,564 | 5,532,453 | ||||||
Maxim Integrated Products, Inc. | 5,702 | 330,203 | ||||||
MAXIMUS, Inc. | 186,200 | 14,385,812 | ||||||
Medallia, Inc.(1) | 122 | 3,346 | ||||||
Methode Electronics, Inc. | 386,503 | 13,001,961 | ||||||
Microchip Technology, Inc. | 5,638 | 523,827 | ||||||
MKS Instruments, Inc. | 74,379 | 6,863,694 | ||||||
Monotype Imaging Holdings, Inc. | 6,618 | 131,103 | ||||||
Motorola Solutions, Inc. | 1,446 | 246,413 | ||||||
MTS Systems Corp. | 3,448 | 190,502 | ||||||
Nanometrics, Inc.(1) | 4,499 | 146,757 | ||||||
National Instruments Corp. | 4,099 | 172,117 | ||||||
NCR Corp.(1) | 49,975 | 1,577,211 | ||||||
NeoPhotonics Corp.(1) | 10,903 | 66,399 | ||||||
NetApp, Inc. | 37,400 | 1,963,874 | ||||||
NETGEAR, Inc.(1) | 9,116 | 293,718 | ||||||
NetScout Systems, Inc.(1) | 21,407 | 493,645 | ||||||
nLight, Inc.(1) | 57,630 | 902,486 | ||||||
Nuance Communications, Inc.(1) | 9,588 | 156,380 | ||||||
NVE Corp. | 59 | 3,915 | ||||||
NXP Semiconductors NV | 100,427 | 10,958,594 | ||||||
ON Semiconductor Corp.(1) | 171,147 | 3,287,734 | ||||||
OneSpan, Inc.(1) | 2,638 | 38,251 | ||||||
PC Connection, Inc. | 3,260 | 126,814 | ||||||
PDF Solutions, Inc.(1) | 7,395 | 96,653 | ||||||
Perspecta, Inc. | 38,438 | 1,004,001 | ||||||
Photronics, Inc.(1) | 18,912 | 205,763 | ||||||
Plexus Corp.(1) | 198,038 | 12,379,355 | ||||||
Presidio, Inc. | 11,334 | 191,545 | ||||||
QAD, Inc. - Class A | 1,537 | 70,979 | ||||||
Qorvo, Inc.(1) | 132,500 | 9,823,550 | ||||||
Rambus, Inc.(1) | 32,548 | 427,193 | ||||||
Ribbon Communications, Inc.(1) | 17,062 | 99,642 | ||||||
RingCentral, Inc. - Class A(1) | 45,650 | 5,736,379 | ||||||
Rogers Corp.(1) | 48,678 | 6,654,769 |
Rudolph Technologies, Inc.(1) | 7,648 | 201,601 | ||||||
Sabre Corp. | 7,589 | 169,956 | ||||||
Sanmina Corp.(1) | 70,652 | 2,268,636 | ||||||
ScanSource, Inc.(1) | 7,610 | 232,486 | ||||||
Science Applications International Corp. | 84,807 | 7,407,891 | ||||||
Seagate Technology Plc | 55,900 | 3,006,861 | ||||||
SecureWorks Corp. - Class A(1) | 2,277 | 29,442 | ||||||
Semtech Corp.(1) | 131,863 | 6,409,860 | ||||||
Skyworks Solutions, Inc. | 5,527 | 438,015 | ||||||
SMART Global Holdings, Inc.(1) | 3,774 | 96,162 | ||||||
SolarWinds Corp.(1) | 1,078,788 | 19,903,639 | ||||||
SS&C Technologies Holdings, Inc. | 716 | 36,924 | ||||||
StarTek, Inc.(1) | 4,521 | 29,251 | ||||||
Stratasys Ltd.(1) | 15,061 | 320,875 | ||||||
SunPower Corp. - Class A(1) | 18,336 | 201,146 | ||||||
Sykes Enterprises, Inc.(1) | 11,298 | 346,171 | ||||||
Symantec Corp. | 19,488 | 460,501 | ||||||
Synaptics, Inc.(1) | 9,874 | 394,466 | ||||||
Synchronoss Technologies, Inc.(1) | 10,942 | 59,087 | ||||||
SYNNEX Corp. | 138,312 | 15,615,425 | ||||||
TE Connectivity Ltd. | 233,543 | 21,761,537 | ||||||
Tech Data Corp.(1) | 48,568 | 5,062,728 | ||||||
Telenav, Inc.(1) | 4,500 | 21,510 | ||||||
TESSCO Technologies, Inc. | 1,702 | 24,458 | ||||||
TiVo Corp. | 35,563 | 270,812 | ||||||
Trimble, Inc.(1) | 7,011 | 272,097 | ||||||
TTM Technologies, Inc.(1) | 134,352 | 1,638,423 | ||||||
Ultra Clean Holdings, Inc.(1) | 11,427 | 167,234 | ||||||
Unisys Corp.(1) | 4,671 | 34,706 | ||||||
Veeco Instruments, Inc.(1) | 14,119 | 164,910 | ||||||
Verint Systems, Inc.(1) | 42,739 | 1,828,374 | ||||||
VeriSign, Inc.(1) | 1,092 | 205,984 | ||||||
Verra Mobility Corp. - Class A(1) | 469,950 | 6,743,783 | ||||||
Versum Materials, Inc. | 77,625 | 4,108,691 | ||||||
ViaSat, Inc.(1) | 1,910 | 143,861 |
Vishay Intertechnology, Inc. | 113,139 | 1,915,443 | ||||||
Vishay Precision Group, Inc.(1) | 687 | 22,492 | ||||||
Western Digital Corp. | 77,570 | 4,626,275 | ||||||
Western Union Co. | 196,093 | 4,543,475 | ||||||
Xerox Corp. | 256,006 | 7,657,139 | ||||||
Xperi Corp. | 11,496 | 237,737 | ||||||
|
| |||||||
604,507,840 | ||||||||
|
| |||||||
Materials 5.22% | ||||||||
Advanced Emissions Solutions, Inc. | 684 | 10,151 | ||||||
AdvanSix, Inc.(1) | 8,223 | 211,496 | ||||||
AK Steel Holding Corp.(1) | 53,702 | 121,904 | ||||||
Albemarle Corp. | 3,534 | 245,684 | ||||||
Alcoa Corp.(1) | 6,247 | 125,377 | ||||||
Allegheny Technologies, Inc.(1) | 36,762 | 744,430 | ||||||
American Vanguard Corp. | 8,498 | 133,419 | ||||||
Amyris, Inc.(1) | 9,279 | 44,168 | ||||||
AptarGroup, Inc. | 75,562 | 8,950,319 | ||||||
Ardagh Group SA - Class A | 559 | 8,765 | ||||||
Ashland Global Holdings, Inc. | 37,154 | 2,862,716 | ||||||
Avery Dennison Corp. | 169,261 | 19,222,972 | ||||||
Axalta Coating Systems Ltd.(1) | 178,814 | 5,391,242 | ||||||
Berry Global Group, Inc.(1) | 56,038 | 2,200,612 | ||||||
Boise Cascade Co. | 8,668 | 282,490 | ||||||
Cabot Corp. | 63,948 | 2,898,123 | ||||||
Carpenter Technology Corp. | 13,834 | 714,664 | ||||||
Celanese Corp. - Class A | 59,451 | 7,270,263 | ||||||
Century Aluminum Co.(1) | 14,554 | 96,566 | ||||||
CF Industries Holdings, Inc. | 6,614 | 325,409 | ||||||
Chemours Co. | 106,870 | 1,596,638 | ||||||
Clearwater Paper Corp.(1) | 4,570 | 96,518 | ||||||
Cleveland-Cliffs, Inc. | 280,380 | 2,024,344 | ||||||
Coeur Mining, Inc.(1) | 64,382 | 309,677 | ||||||
Commercial Metals Co. | 34,370 | 597,351 | ||||||
Compass Minerals International, Inc. | 24,087 | 1,360,675 | ||||||
Constellium NV - Class A(1) | 745,700 | 9,477,847 |
Corteva, Inc. | 322,465 | 9,029,020 | ||||||
Crown Holdings, Inc.(1) | 315,701 | 20,855,208 | ||||||
Domtar Corp. | 45,605 | 1,633,115 | ||||||
Eagle Materials, Inc. | 51,309 | 4,618,323 | ||||||
Eastman Chemical Co. | 74,505 | 5,500,704 | ||||||
Element Solutions, Inc.(1) | 1,560,154 | 15,882,368 | ||||||
Ferro Corp.(1) | 142,079 | 1,685,057 | ||||||
Ferroglobe Plc(1) | 125,775 | 142,126 | ||||||
Flotek Industries, Inc.(1) | 16,622 | 36,568 | ||||||
FMC Corp. | 368,707 | 32,328,230 | ||||||
Freeport-McMoRan, Inc. | 48,654 | 465,619 | ||||||
FutureFuel Corp. | 7,395 | 88,296 | ||||||
Gold Resource Corp. | 16,553 | 50,487 | ||||||
Graphic Packaging Holding Co. | 785,514 | 11,586,331 | ||||||
Greif, Inc. - Class A | 7,578 | 287,130 | ||||||
Greif, Inc. - Class B | 1,706 | 77,725 | ||||||
Hawkins, Inc. | 2,780 | 118,150 | ||||||
Haynes International, Inc. | 3,651 | 130,852 | ||||||
HB Fuller Co. | 232,704 | 10,834,698 | ||||||
Hecla Mining Co. | 140,586 | 247,431 | ||||||
Huntsman Corp. | 161,080 | 3,746,721 | ||||||
Innophos Holdings, Inc. | 5,610 | 182,101 | ||||||
Innospec, Inc. | 961 | 85,664 | ||||||
International Flavors & Fragrances, Inc. | 3,601 | 441,807 | ||||||
International Paper Co. | 92,824 | 3,881,900 | ||||||
Intrepid Potash, Inc.(1) | 27,639 | 90,380 | ||||||
Kaiser Aluminum Corp. | 2,259 | 223,573 | ||||||
Koppers Holdings, Inc.(1) | 1,638 | 47,846 | ||||||
Kraton Corp.(1) | 6,559 | 211,790 | ||||||
Kronos Worldwide, Inc. | 207,587 | 2,567,851 | ||||||
Livent Corp.(1) | 42,668 | 285,449 | ||||||
Louisiana-Pacific Corp. | 31,205 | 767,019 | ||||||
LSB Industries, Inc.(1) | 6,561 | 33,986 | ||||||
Martin Marietta Materials, Inc. | 1,459 | 399,912 | ||||||
Materion Corp. | 3,510 | 215,374 |
Minerals Technologies, Inc. | 153,497 | 8,149,156 | ||||||
Mosaic Co. | 232,413 | 4,764,466 | ||||||
Neenah, Inc. | 926 | 60,301 | ||||||
NewMarket Corp. | 20 | 9,442 | ||||||
Newmont Goldcorp Corp. | 27,513 | 1,043,293 | ||||||
Novagold Resources, Inc.(1) | 20,079 | 121,880 | ||||||
Nucor Corp. | 10,245 | 521,573 | ||||||
Nutrien Ltd. | 190,631 | 9,508,674 | ||||||
Olin Corp. | 5,541 | 103,728 | ||||||
Olympic Steel, Inc. | 2,621 | 37,742 | ||||||
Orion Engineered Carbons SA | 5,574 | 93,142 | ||||||
Owens-Illinois, Inc. | 156,319 | 1,605,396 | ||||||
Packaging Corp. of America | 33,562 | 3,560,928 | ||||||
PH Glatfelter Co. | 370,898 | 5,708,120 | ||||||
PolyOne Corp. | 1,299 | 42,412 | ||||||
PQ Group Holdings, Inc.(1) | 10,866 | 173,204 | ||||||
Ramaco Resources, Inc.(1) | 2,280 | 8,516 | ||||||
Rayonier Advanced Materials, Inc. | 14,644 | 63,409 | ||||||
Reliance Steel & Aluminum Co. | 46,255 | 4,609,773 | ||||||
Royal Gold, Inc. | 1,510 | 186,047 | ||||||
RPM International, Inc. | 26,310 | 1,810,391 | ||||||
Ryerson Holding Corp.(1) | 353 | 3,011 | ||||||
Schnitzer Steel Industries, Inc. - Class A | 7,470 | 154,330 | ||||||
Schweitzer-Mauduit International, Inc. | 37,316 | 1,397,111 | ||||||
Sealed Air Corp. | 4,808 | 199,580 | ||||||
Sensient Technologies Corp. | 33,476 | 2,298,127 | ||||||
Silgan Holdings, Inc. | 112,847 | 3,389,360 | ||||||
Sonoco Products Co. | 3,363 | 195,760 | ||||||
Steel Dynamics, Inc. | 282,096 | 8,406,461 | ||||||
Stepan Co. | 5,358 | 520,047 | ||||||
Summit Materials, Inc. - Class A(1) | 26,906 | 597,313 | ||||||
SunCoke Energy, Inc.(1) | 22,575 | 127,323 | ||||||
Synalloy Corp. | 2,311 | 36,860 | ||||||
TimkenSteel Corp.(1) | 12,066 | 75,895 | ||||||
Trecora Resources(1) | 6,156 | 55,527 |
Tredegar Corp. | 7,456 | 145,541 | ||||||
Trinseo SA | 51,272 | 2,202,132 | ||||||
Tronox Holdings Plc - Class A | 14,145 | 117,404 | ||||||
UFP Technologies, Inc.(1) | 1,872 | 72,259 | ||||||
United States Lime & Minerals, Inc. | 534 | 40,851 | ||||||
United States Steel Corp. | 5,778 | 66,736 | ||||||
Valhi, Inc. | 7,407 | 14,073 | ||||||
Valvoline, Inc. | 6,356 | 140,023 | ||||||
Verso Corp. - Class A(1) | 9,402 | 116,397 | ||||||
Vulcan Materials Co. | 353 | 53,388 | ||||||
Warrior Met Coal, Inc. | 15,118 | 295,103 | ||||||
Westlake Chemical Corp. | 1,179 | 77,248 | ||||||
Westrock Co. | 8,572 | 312,449 | ||||||
Worthington Industries, Inc. | 8,743 | 315,185 | ||||||
|
| |||||||
259,709,718 | ||||||||
|
| |||||||
Real Estate 8.42% | ||||||||
Acadia Realty Trust | 24,291 | 694,237 | ||||||
Agree Realty Corp. | 11,971 | 875,679 | ||||||
Alexander & Baldwin, Inc. | 446,135 | 10,934,769 | ||||||
Alexandria Real Estate Equities, Inc. | 3,759 | 579,036 | ||||||
Altisource Portfolio Solutions SA(1) | 1,518 | 30,694 | ||||||
American Campus Communities, Inc. | 83,000 | 3,990,640 | ||||||
American Finance Trust, Inc. | 29,198 | 407,604 | ||||||
American Homes 4 Rent - Class A | 307,808 | 7,969,149 | ||||||
American Realty Investors, Inc.(1) | 613 | 9,428 | ||||||
Apartment Investment & Management Co. - Class A | 4,981 | 259,709 | ||||||
Apple Hospitality REIT, Inc. | 7,164 | 118,779 | ||||||
Armada Hoffler Properties, Inc. | 10,186 | 184,265 | ||||||
Ashford Hospitality Trust, Inc. | 26,313 | 87,096 | ||||||
AvalonBay Communities, Inc. | 4,677 | 1,007,098 | ||||||
Boston Properties, Inc. | 157,006 | 20,357,398 | ||||||
Braemar Hotels & Resorts, Inc. | 8,471 | 79,543 | ||||||
Brandywine Realty Trust | 5,895 | 89,309 | ||||||
Brixmor Property Group, Inc. | 292,572 | 5,936,286 | ||||||
BRT Apartments Corp. | 2,621 | 38,214 |
Camden Property Trust | 3,142 | 348,793 | ||||||
CareTrust REIT, Inc. | 7,236 | 170,082 | ||||||
CatchMark Timber Trust, Inc. - Class A | 14,527 | 155,003 | ||||||
CBL & Associates Properties, Inc. | 141,933 | 183,094 | ||||||
CBRE Group, Inc. - Class A(1) | 7,105 | 376,636 | ||||||
Cedar Realty Trust, Inc. | 27,316 | 81,948 | ||||||
Chatham Lodging Trust | 118,423 | 2,149,377 | ||||||
CIM Commercial Trust Corp. | 329 | 5,100 | ||||||
City Office REIT, Inc. | 11,253 | 161,931 | ||||||
Colony Capital, Inc. | 15,256 | 91,841 | ||||||
Columbia Property Trust, Inc. | 3,890 | 82,274 | ||||||
Community Healthcare Trust, Inc. | 2,240 | 99,792 | ||||||
Consolidated-Tomoka Land Co. | 1,401 | 91,906 | ||||||
CoreCivic, Inc. | 34,881 | 602,744 | ||||||
CorEnergy Infrastructure Trust, Inc. | 3,888 | 183,591 | ||||||
CorePoint Lodging, Inc. | 11,910 | 120,410 | ||||||
CoreSite Realty Corp. | 259 | 31,559 | ||||||
Corporate Office Properties Trust | 99,558 | 2,964,837 | ||||||
Cousins Properties, Inc. | 4,907 | 184,454 | ||||||
CubeSmart | 295,822 | 10,324,188 | ||||||
Cushman & Wakefield Plc(1) | 1,974 | 36,578 | ||||||
CyrusOne, Inc. | 236,216 | 18,684,686 | ||||||
DiamondRock Hospitality Co. | 448,713 | 4,599,308 | ||||||
Digital Realty Trust, Inc. | 6,999 | 908,540 | ||||||
Douglas Emmett, Inc. | 283,154 | 12,127,486 | ||||||
Duke Realty Corp. | 278,230 | 9,451,473 | ||||||
Easterly Government Properties, Inc. | 17,693 | 376,861 | ||||||
EastGroup Properties, Inc. | 58,390 | 7,299,918 | ||||||
Empire State Realty Trust, Inc. - Class A | 4,901 | 69,937 | ||||||
EPR Properties | 2,585 | 198,683 | ||||||
Equity Commonwealth | 325,401 | 11,144,984 | ||||||
Equity Residential | 234,805 | 20,254,279 | ||||||
Essential Properties Realty Trust, Inc. | 19,870 | 455,222 | ||||||
Essex Property Trust, Inc. | 2,196 | 717,323 | ||||||
Extra Space Storage, Inc. | 791 | 92,405 |
Farmland Partners, Inc. | 7,699 | 51,429 | ||||||
Federal Realty Investment Trust | 2,501 | 340,486 | ||||||
First Industrial Realty Trust, Inc. | 29,187 | 1,154,638 | ||||||
Forestar Group, Inc.(1) | 3,055 | 55,845 | ||||||
Franklin Street Properties Corp. | 191,588 | 1,620,834 | ||||||
Front Yard Residential Corp. | 14,303 | 165,343 | ||||||
FRP Holdings, Inc.(1) | 1,982 | 95,176 | ||||||
Gaming & Leisure Properties, Inc. | 93,812 | 3,587,371 | ||||||
Getty Realty Corp. | 9,687 | 310,565 | ||||||
Gladstone Commercial Corp. | 6,777 | 159,260 | ||||||
Gladstone Land Corp. | 5,137 | 61,105 | ||||||
Global Medical REIT, Inc. | 9,312 | 106,157 | ||||||
Global Net Lease, Inc. | 24,432 | 476,424 | ||||||
Griffin Industrial Realty, Inc.(1) | 211 | 8,007 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 17,247 | 502,750 | ||||||
HCP, Inc. | 16,517 | 588,501 | ||||||
Healthcare Realty Trust, Inc. | 37,090 | 1,242,515 | ||||||
Healthcare Trust of America, Inc. - Class A | 6,916 | 203,192 | ||||||
Hersha Hospitality Trust - Class A | 10,400 | 154,752 | ||||||
Highwoods Properties, Inc. | 3,471 | 155,987 | ||||||
Host Hotels & Resorts, Inc. | 252,140 | 4,359,501 | ||||||
Hudson Pacific Properties, Inc. | 5,106 | 170,847 | ||||||
Independence Realty Trust, Inc. | 26,547 | 379,888 | ||||||
Industrial Logistics Properties Trust | 226,070 | 4,803,988 | ||||||
Investors Real Estate Trust | 3,476 | 259,553 | ||||||
Invitation Homes, Inc. | 16,031 | 474,678 | ||||||
Iron Mountain, Inc. | 8,510 | 275,639 | ||||||
iStar, Inc. | 4,825 | 62,966 | ||||||
JBG SMITH Properties | 4,110 | 161,153 | ||||||
Jernigan Capital, Inc. | 6,270 | 120,698 | ||||||
Jones Lang LaSalle, Inc. | 11,079 | 1,540,646 | ||||||
Kennedy-Wilson Holdings, Inc. | 17,720 | 388,422 | ||||||
Kilroy Realty Corp. | 102,533 | 7,986,295 | ||||||
Kimco Realty Corp. | 13,588 | 283,717 | ||||||
Kite Realty Group Trust | 24,307 | 392,558 |
Lexington Realty Trust | 421,253 | 4,317,843 | ||||||
Liberty Property Trust | 5,223 | 268,097 | ||||||
Life Storage, Inc. | 19,824 | 2,089,648 | ||||||
LTC Properties, Inc. | 5,888 | 301,583 | ||||||
Macerich Co. | 4,758 | 150,305 | ||||||
Mack-Cali Realty Corp. | 25,373 | 549,579 | ||||||
Marcus & Millichap, Inc.(1) | 770 | 27,327 | ||||||
Maui Land & Pineapple Co., Inc.(1) | 557 | 6,060 | ||||||
Medical Properties Trust, Inc. | 227,627 | 4,452,384 | ||||||
Mid-America Apartment Communities, Inc. | 22,788 | 2,962,668 | ||||||
Monmouth Real Estate Investment Corp. | 22,809 | 328,678 | ||||||
National Health Investors, Inc. | 6,842 | 563,712 | ||||||
National Retail Properties, Inc. | 5,460 | 307,944 | ||||||
New Senior Investment Group, Inc. | 14,389 | 96,119 | ||||||
Newmark Group, Inc. - Class A | 4,386 | 39,737 | ||||||
Office Properties Income Trust | 136,451 | 4,180,859 | ||||||
Omega Healthcare Investors, Inc. | 167,097 | 6,982,984 | ||||||
One Liberty Properties, Inc. | 4,781 | 131,621 | ||||||
Outfront Media, Inc. | 226,922 | 6,303,893 | ||||||
Paramount Group, Inc. | 6,887 | 91,941 | ||||||
Park Hotels & Resorts, Inc. | 7,985 | 199,385 | ||||||
Pebblebrook Hotel Trust | 449,430 | 12,503,143 | ||||||
Pennsylvania Real Estate Investment Trust | 10,233 | 58,533 | ||||||
Physicians Realty Trust | 589,371 | 10,461,335 | ||||||
Piedmont Office Realty Trust, Inc. - Class A | 182,029 | 3,800,766 | ||||||
PotlatchDeltic Corp. | 399,409 | 16,409,719 | ||||||
Preferred Apartment Communities, Inc. - Class A | 13,056 | 188,659 | ||||||
Prologis, Inc. | 103,408 | 8,812,430 | ||||||
QTS Realty Trust, Inc. - Class A | 294,380 | 15,134,076 | ||||||
Rafael Holdings, Inc. - Class B(1) | 3,013 | 63,152 | ||||||
Rayonier, Inc. | 4,369 | 123,206 | ||||||
Re/Max Holdings, Inc. - Class A | 5,215 | 167,714 | ||||||
Realogy Holdings Corp. | 33,355 | 222,811 | ||||||
Realty Income Corp. | 10,706 | 820,936 | ||||||
Regency Centers Corp. | 211,245 | 14,679,415 |
Retail Opportunity Investments Corp. | 32,640 | 595,027 | ||||||
Retail Properties of America, Inc. - Class A | 374,527 | 4,614,173 | ||||||
Retail Value, Inc. | 17,391 | 644,163 | ||||||
Rexford Industrial Realty, Inc. | 32,057 | 1,411,149 | ||||||
RLJ Lodging Trust | 50,478 | 857,621 | ||||||
RPT Realty | 22,936 | 310,783 | ||||||
Sabra Health Care REIT, Inc. | 182,660 | 4,193,874 | ||||||
Safehold, Inc. | 2,953 | 90,067 | ||||||
Saul Centers, Inc. | 388 | 21,150 | ||||||
Senior Housing Properties Trust | 297,800 | 2,756,139 | ||||||
Seritage Growth Properties | 8,974 | 381,305 | ||||||
Service Properties Trust | 122,108 | 3,149,165 | ||||||
SITE Centers Corp. | 130,741 | 1,975,497 | ||||||
SL Green Realty Corp. | 72,676 | 5,941,263 | ||||||
Spirit Realty Capital, Inc. | 38,186 | 1,827,582 | ||||||
St Joe Co.(1) | 10,110 | 173,184 | ||||||
STAG Industrial, Inc. | 78,546 | 2,315,536 | ||||||
STORE Capital Corp. | 573,064 | 21,438,324 | ||||||
Stratus Properties, Inc.(1) | 1,579 | 46,375 | ||||||
Summit Hotel Properties, Inc. | 197,395 | 2,289,782 | ||||||
Sun Communities, Inc. | 2,265 | 336,239 | ||||||
Sunstone Hotel Investors, Inc. | 65,718 | 902,965 | ||||||
Taubman Centers, Inc. | 1,936 | 79,047 | ||||||
Tejon Ranch Co.(1) | 5,954 | 101,039 | ||||||
Terreno Realty Corp. | 16,984 | 867,713 | ||||||
The GEO Group, Inc. | 34,146 | 592,092 | ||||||
The Howard Hughes Corp.(1) | 238,908 | 30,962,477 | ||||||
Transcontinental Realty Investors, Inc. | 298 | 9,253 | ||||||
UDR, Inc. | 9,216 | 446,792 | ||||||
UMH Properties, Inc. | 1,353 | 19,050 | ||||||
Uniti Group, Inc. | 156,400 | 1,214,446 | ||||||
Universal Health Realty Income Trust | 380 | 39,064 | ||||||
Urban Edge Properties | 33,366 | 660,313 | ||||||
Urstadt Biddle Properties, Inc. - Class A | 8,699 | 206,166 | ||||||
Ventas, Inc. | 12,522 | 914,482 |
VEREIT, Inc. | 819,649 | 8,016,167 | ||||||
VICI Properties, Inc. | 15,511 | 351,324 | ||||||
Vornado Realty Trust | 5,811 | 369,986 | ||||||
Washington Prime Group, Inc. | 332,437 | 1,376,289 | ||||||
Washington Real Estate Investment Trust | 23,569 | 644,848 | ||||||
Weingarten Realty Investors | 4,124 | 120,132 | ||||||
Welltower, Inc. | 13,633 | 1,235,831 | ||||||
Weyerhaeuser Co. | 25,001 | 692,528 | ||||||
Whitestone REIT - Class B | 11,429 | 157,263 | ||||||
WP Carey, Inc. | 5,694 | 509,613 | ||||||
Xenia Hotels & Resorts, Inc. | 201,782 | 4,261,636 | ||||||
|
| |||||||
419,094,238 | ||||||||
|
| |||||||
Utilities 7.38% | ||||||||
AES Corp. | 22,240 | 363,402 | ||||||
ALLETE, Inc. | 15,131 | 1,322,601 | ||||||
Alliant Energy Corp. | 97,061 | 5,234,500 | ||||||
Ameren Corp. | 257,831 | 20,639,371 | ||||||
American Electric Power Co., Inc. | 77,273 | 7,239,707 | ||||||
American Water Works Co., Inc. | 6,058 | 752,585 | ||||||
Aqua America, Inc. | 7,248 | 324,928 | ||||||
AquaVenture Holdings Ltd.(1) | 3,527 | 68,530 | ||||||
Artesian Resources Corp. - Class A | 2,317 | 85,729 | ||||||
Atlantic Power Corp.(1) | 12,987 | 30,390 | ||||||
Atlantica Yield Plc | 649,075 | 15,636,217 | ||||||
Atmos Energy Corp. | 3,934 | 448,043 | ||||||
Avangrid, Inc. | 1,882 | 98,334 | ||||||
Avista Corp. | 19,166 | 928,401 | ||||||
Black Hills Corp. | 62,425 | 4,789,870 | ||||||
Cadiz, Inc.(1) | 4,074 | 50,884 | ||||||
California Water Service Group | 984 | 52,083 | ||||||
CenterPoint Energy, Inc. | 16,882 | 509,499 | ||||||
Clearway Energy, Inc. - Class A | 9,784 | 169,655 | ||||||
Clearway Energy, Inc. - Class C | 21,770 | 397,302 | ||||||
CMS Energy Corp. | 315,314 | 20,164,330 | ||||||
Consolidated Edison, Inc. | 11,191 | 1,057,214 |
Consolidated Water Co. Ltd. | 4,071 | 67,131 | ||||||
DTE Energy Co. | 144,717 | 19,241,572 | ||||||
Edison International | 165,714 | 12,498,150 | ||||||
El Paso Electric Co. | 9,871 | 662,147 | ||||||
Entergy Corp. | 188,471 | 22,118,957 | ||||||
Evergy, Inc. | 493,755 | 32,864,333 | ||||||
Eversource Energy | 240,681 | 20,571,005 | ||||||
Exelon Corp. | 88,500 | 4,275,435 | ||||||
FirstEnergy Corp. | 394,734 | 19,038,021 | ||||||
Genie Energy Ltd. - Class B | 2,585 | 19,284 | ||||||
Hawaiian Electric Industries, Inc. | 3,637 | 165,884 | ||||||
IDACORP, Inc. | 1,693 | 190,750 | ||||||
MDU Resources Group, Inc. | 6,651 | 187,492 | ||||||
MGE Energy, Inc. | 94,782 | 7,570,238 | ||||||
Middlesex Water Co. | 661 | 42,939 | ||||||
National Fuel Gas Co. | 128,555 | 6,031,801 | ||||||
New Jersey Resources Corp. | 52,006 | 2,351,711 | ||||||
NiSource, Inc. | 12,508 | 374,239 | ||||||
Northwest Natural Holding Co. | 7,525 | 536,833 | ||||||
NorthWestern Corp. | 14,734 | 1,105,787 | ||||||
NRG Energy, Inc. | 8,494 | 336,362 | ||||||
OGE Energy Corp. | 6,728 | 305,317 | ||||||
ONE Gas, Inc. | 161,367 | 15,508,982 | ||||||
Ormat Technologies, Inc. | 7,484 | 555,986 | ||||||
Otter Tail Corp. | 6,364 | 342,065 | ||||||
Pattern Energy Group, Inc. - Class A | 26,029 | 700,961 | ||||||
PG&E Corp.(1) | 17,770 | 177,700 | ||||||
Pinnacle West Capital Corp. | 50,743 | 4,925,623 | ||||||
PNM Resources, Inc. | 23,300 | 1,213,464 | ||||||
Portland General Electric Co. | 73,673 | 4,152,947 | ||||||
PPL Corp. | 244,569 | 7,701,478 | ||||||
Public Service Enterprise Group, Inc. | 136,582 | 8,479,011 | ||||||
RGC Resources, Inc. | 2,125 | 62,135 | ||||||
Sempra Energy | 9,244 | 1,364,507 | ||||||
SJW Group | 2,643 | 180,490 |
South Jersey Industries, Inc. | 167,047 | 5,497,517 | ||||||
Southwest Gas Holdings, Inc. | 14,063 | 1,280,295 | ||||||
Spire, Inc. | 14,491 | 1,264,195 | ||||||
Sunnova Energy International, Inc.(1) | 2,838 | 30,508 | ||||||
TerraForm Power, Inc. - Class A | 6,681 | 121,761 | ||||||
UGI Corp. | 89,751 | 4,511,783 | ||||||
Unitil Corp. | 4,227 | 268,161 | ||||||
Vistra Energy Corp. | 1,354,869 | 36,215,648 | ||||||
WEC Energy Group, Inc. | 218,046 | 20,736,175 | ||||||
Xcel Energy, Inc. | 319,603 | 20,739,039 | ||||||
York Water Co. | 393 | 17,158 | ||||||
|
| |||||||
366,966,552 | ||||||||
|
| |||||||
Total Common Stocks (Cost: $4,314,960,354) | 4,846,797,750 | |||||||
|
| |||||||
RIGHTS 0.00%(2) | ||||||||
Healthcare 0.00%(2) | ||||||||
Corium International, Inc., expires 03/31/2020 - CVR(1)(4) | 1,051 | 189 | ||||||
|
| |||||||
Total Rights (Cost: $0) | 189 | |||||||
|
| |||||||
SHORT-TERM INVESTMENTS 2.39% | ||||||||
Money Market Funds 2.32% | ||||||||
Goldman Sachs Financial Square Government Fund - Class I, 1.84%(3) | 115,239,498 | 115,239,498 | ||||||
|
| |||||||
Total Money Market Funds (Cost: $115,239,498) | 115,239,498 | |||||||
|
| |||||||
Principal Amount | Value | |||||||
Time Deposits 0.07% | ||||||||
BNP Paribas, Paris, 1.40% due 10/01/2019 | $ | 23,293 | 23,293 | |||||
Brown Brothers Harriman, 0.89% due 10/01/2019 | CAD | 11 | 8 | |||||
Citibank, New York, 1.40% due 10/01/2019 | $ | 3,514,379 | 3,514,379 | |||||
|
| |||||||
Total Time Deposits (Cost: $3,537,680) | 3,537,680 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $118,777,178) | 118,777,178 | |||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 99.79% | ||||||||
(Cost: $4,433,737,532) | 4,965,575,117 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.21% | 10,452,615 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 4,976,027,732 | ||||||
|
|
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 |
CVR | Contingent Value Right |
REIT | Real Estate Investment Trust |
(1) | Non-income producing security. |
(2) | Amount calculated is less than 0.005%. |
(3) | Represents annualized seven-day yield as of the close of the reporting period. |
(4) | Security is categorized as Level 3 per the Trusts fair value hierarchy. The value of these securities totals $189, which represents 0.00% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Small/Mid Cap Value Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder Small/Mid Cap Value Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Common Stocks | ||||||||||||||||
Communication Services | $ | 138,043,839 | $ | | $ | | $ | 138,043,839 | ||||||||
Consumer Discretionary | 483,239,199 | | | 483,239,199 | ||||||||||||
Consumer Staples | 153,167,756 | | | 153,167,756 | ||||||||||||
Energy | 189,761,356 | | | 189,761,356 | ||||||||||||
Financials | 1,157,638,982 | | | (1) | 1,157,638,982 | |||||||||||
Healthcare | 289,624,140 | | | 289,624,140 | ||||||||||||
Industrials | 785,044,130 | | | 785,044,130 | ||||||||||||
Information Technology | 604,507,840 | | | 604,507,840 | ||||||||||||
Materials | 259,709,718 | | | 259,709,718 | ||||||||||||
Real Estate | 419,094,238 | | | 419,094,238 | ||||||||||||
Utilities | 366,966,552 | | | 366,966,552 | ||||||||||||
Rights | ||||||||||||||||
Healthcare | | | 189 | 189 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 115,239,498 | | | 115,239,498 | ||||||||||||
Time Deposits | | 3,537,680 | | 3,537,680 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 4,962,037,248 | $ | 3,537,680 | $ | 189 | $ | 4,965,575,117 |
(1) | Includes a security valued at $0. |
Bridge Builder International Equity Fund
Schedule of Investments
September 30, 2019 (Unaudited)
Shares | Value | |||||||
COMMON STOCKS 95.95% | ||||||||
Australia 2.20% | ||||||||
AGL Energy Ltd. | 23,774 | $ | 307,563 | |||||
Alumina Ltd. | 101,993 | 163,406 | ||||||
AMP Ltd. | 134,840 | 166,306 | ||||||
APA Group - Stapled Security | 42,876 | 332,069 | ||||||
Aristocrat Leisure Ltd. | 21,939 | 453,591 | ||||||
ASX Ltd. | 7,429 | 407,105 | ||||||
Aurizon Holdings Ltd. | 84,210 | 335,690 | ||||||
AusNet Services - Class Miscella | 74,496 | 91,268 | ||||||
Australia & New Zealand Banking Group Ltd. | 116,356 | 2,235,160 | ||||||
Bank of Queensland Ltd. | 17,480 | 117,064 | ||||||
Bendigo & Adelaide Bank Ltd. | 21,026 | 163,141 | ||||||
BHP Group Ltd. | 120,459 | 2,976,609 | ||||||
BHP Group Plc | 86,430 | 1,846,084 | ||||||
BlueScope Steel Ltd. | 19,724 | 160,206 | ||||||
Boral Ltd. | 45,931 | 149,901 | ||||||
Brambles Ltd. | 60,189 | 463,516 | ||||||
Caltex Australia Ltd. | 9,390 | 166,847 | ||||||
Challenger Ltd. | 22,182 | 110,469 | ||||||
CIMIC Group Ltd. | 3,420 | 72,668 | ||||||
Coca-Cola Amatil Ltd. | 18,050 | 129,887 | ||||||
Cochlear Ltd. | 352,845 | 49,653,936 | ||||||
Coles Group Ltd. | 44,093 | 458,413 | ||||||
Commonwealth Bank of Australia | 68,995 | 3,763,637 | ||||||
Computershare Ltd. | 17,714 | 193,646 | ||||||
Crown Resorts Ltd. | 13,090 | 106,484 | ||||||
CSL Ltd. | 471,173 | 74,498,050 | ||||||
Dexus Property Group | 39,571 | 318,734 | ||||||
Flight Centre Travel Group Ltd. | 1,987 | 63,821 |
Fortescue Metals Group Ltd. | 55,587 | 330,866 | ||||||
Goodman Group | 60,288 | 577,064 | ||||||
GPT Group | 71,020 | 295,330 | ||||||
Harvey Norman Holdings Ltd. | 22,465 | 68,725 | ||||||
Incitec Pivot Ltd. | 61,217 | 140,192 | ||||||
Insurance Australia Group Ltd. | 87,845 | 468,737 | ||||||
LendLease Group - Stapled Security | 23,260 | 275,884 | ||||||
Macquarie Group Ltd. | 12,072 | 1,070,088 | ||||||
Magellan Financial Group Ltd. | 4,414 | 153,741 | ||||||
Medibank Pvt Ltd. | 107,449 | 246,759 | ||||||
Mirvac Group | 142,041 | 293,438 | ||||||
National Australia Bank Ltd. | 115,402 | 2,313,834 | ||||||
Newcrest Mining Ltd. | 28,290 | 652,810 | ||||||
Oil Search Ltd. | 53,538 | 264,303 | ||||||
Orica Ltd. | 15,122 | 230,281 | ||||||
Origin Energy Ltd. | 67,033 | 361,048 | ||||||
QBE Insurance Group Ltd. | 3,549,126 | 30,105,113 | ||||||
Ramsay Health Care Ltd. | 5,876 | 257,428 | ||||||
REA Group Ltd. | 1,860 | 135,979 | ||||||
Santos Ltd. | 64,339 | 335,476 | ||||||
Scentre Group | 214,207 | 568,302 | ||||||
Seek Ltd. | 1,643,216 | 23,835,473 | ||||||
Sonic Healthcare Ltd. | 16,190 | 306,979 | ||||||
South32 Ltd. | 210,036 | 370,439 | ||||||
Stockland | 96,811 | 297,373 | ||||||
Suncorp Group Ltd.(1) | 45,706 | 421,092 | ||||||
Sydney Airport - Stapled Security | 43,346 | 235,204 | ||||||
Tabcorp Holdings Ltd. | 74,031 | 242,322 | ||||||
Telstra Corp. Ltd. | 166,070 | 393,663 | ||||||
TPG Telecom Ltd. | 16,881 | 79,120 | ||||||
Transurban Group - Stapled Security | 99,262 | 985,420 | ||||||
Treasury Wine Estates Ltd. | 2,192,783 | 27,523,524 | ||||||
Vicinity Centres | 129,996 | 225,541 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 3,922 | 55,728 | ||||||
Wesfarmers Ltd. | 46,384 | 1,246,238 |
Westpac Banking Corp. | 141,274 | 2,821,614 | ||||||
Woodside Petroleum Ltd. | 38,792 | 847,494 | ||||||
Woolworths Group Ltd. | 46,701 | 1,175,166 | ||||||
WorleyParsons Ltd. | 11,692 | 102,572 | ||||||
|
| |||||||
240,215,631 | ||||||||
|
| |||||||
Austria 0.01% | ||||||||
Andritz AG | 2,719 | 111,113 | ||||||
Erste Group Bank AG | 12,266 | 405,386 | ||||||
OMV AG | 6,115 | 327,754 | ||||||
Raiffeisen Bank International AG | 6,025 | 139,730 | ||||||
Verbund AG | 2,608 | 142,697 | ||||||
Voestalpine AG | 4,991 | 114,754 | ||||||
|
| |||||||
1,241,434 | ||||||||
|
| |||||||
Belgium 0.69% | ||||||||
Ageas | 7,311 | 405,286 | ||||||
Anheuser-Busch InBev SA | 385,716 | 36,712,271 | ||||||
Colruyt SA | 2,082 | 114,057 | ||||||
Groupe Bruxelles Lambert SA | 3,335 | 320,121 | ||||||
KBC Group NV | 124,370 | 8,077,999 | ||||||
Proximus | 6,224 | 184,940 | ||||||
Solvay SA | 274,567 | 28,425,187 | ||||||
Telenet Group Holding NV | 1,708 | 80,600 | ||||||
UCB SA | 4,773 | 346,293 | ||||||
Umicore SA | 7,163 | 270,641 | ||||||
|
| |||||||
74,937,395 | ||||||||
|
| |||||||
Bermuda 0.11% | ||||||||
Bank of NT Butterfield & Son Ltd. | 409,798 | 12,146,413 | ||||||
|
| |||||||
Brazil 0.40% | ||||||||
Ambev SA - ADR | 2,318,230 | 10,710,223 | ||||||
Raia Drogasil SA | 1,409,971 | 32,512,863 | ||||||
|
| |||||||
43,223,086 | ||||||||
|
| |||||||
Canada 2.94% | ||||||||
Cameco Corp. | 1,753,922 | 16,662,259 | ||||||
Canadian Pacific Railway Ltd. | 292,216 | 65,006,371 |
Dollarama, Inc. | 690,987 | 24,737,528 | ||||||
Fairfax Financial Holdings Ltd. | 42,781 | 18,858,062 | ||||||
First Quantum Minerals Ltd. | 775,895 | 6,518,256 | ||||||
Lululemon Athletica, Inc.(1) | 147,830 | 28,461,710 | ||||||
Lundin Mining Corp. | 1,010,399 | 4,751,320 | ||||||
Quebecor, Inc. - Class B | 543,340 | 12,336,240 | ||||||
Restaurant Brands International, Inc. | 221,415 | 15,751,463 | ||||||
Shaw Communications, Inc. - Class B | 750,565 | 14,746,731 | ||||||
Shopify, Inc. - Class A(1) | 359,784 | 112,130,281 | ||||||
|
| |||||||
319,960,221 | ||||||||
|
| |||||||
Chile 0.00%(2) | ||||||||
Antofagasta Plc | 15,903 | 175,562 | ||||||
|
| |||||||
China 3.12% | ||||||||
Alibaba Group Holding Ltd. - ADR(1) | 388,766 | 65,013,338 | ||||||
Baidu, Inc. - ADR(1) | 152,662 | 15,687,547 | ||||||
BeiGene Ltd. - ADR(1) | 1,297 | 158,831 | ||||||
Ctrip.com International Ltd. - ADR(1) | 546,844 | 16,017,061 | ||||||
Lenovo Group Ltd. | 94,698,000 | 63,175,492 | ||||||
Ping An Insurance Group Co. of China Ltd. - Class H | 1,926,500 | 22,142,644 | ||||||
Shandong Weigao Group Medical Polymer Co. Ltd. - Class H | 11,300,000 | 11,636,749 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd. - Class H | 13,411,000 | 36,004,958 | ||||||
Tencent Holdings Ltd. | 1,753,016 | 73,325,018 | ||||||
Tsingtao Brewery Co. Ltd. - Class H | 6,097,000 | 36,785,542 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 102,100 | 70,991 | ||||||
|
| |||||||
340,018,171 | ||||||||
|
| |||||||
Denmark 1.33% | ||||||||
AP Moller - Maersk - Class A | 139 | 148,192 | ||||||
AP Moller - Maersk - Class B | 24,790 | 28,023,438 | ||||||
Carlsberg - Class B | 4,010 | 592,590 | ||||||
CHR Hansen Holding A/S | 341,405 | 28,921,697 | ||||||
Coloplast A/S - Class B | 4,429 | 532,879 | ||||||
Danske Bank A/S | 712,743 | 9,915,949 | ||||||
Demant A/S(1) | 4,200 | 107,520 | ||||||
DSV A/S | 369,063 | 35,079,461 |
Genmab A/S(1) | 2,463 | 500,441 | ||||||
H Lundbeck A/S | 2,430 | 80,561 | ||||||
ISS A/S | 5,978 | 147,796 | ||||||
Novo Nordisk A/S - Class B | 65,651 | 3,392,593 | ||||||
Novozymes A/S - Class B | 861,579 | 36,238,961 | ||||||
Orsted A/S(3) | 7,090 | 659,077 | ||||||
Pandora A/S | 4,227 | 169,632 | ||||||
Tryg A/S | 4,381 | 125,518 | ||||||
Vestas Wind Systems | 7,135 | 553,518 | ||||||
|
| |||||||
145,189,823 | ||||||||
|
| |||||||
Finland 0.90% | ||||||||
Elisa OYJ | 5,721 | 294,944 | ||||||
Fortum OYJ | 17,294 | 408,765 | ||||||
Kone OYJ - Class B | 510,334 | 29,043,311 | ||||||
Metso OYJ | 3,633 | 135,573 | ||||||
Neste OYJ | 16,006 | 529,553 | ||||||
Nokia OYJ | 12,818,625 | 64,737,952 | ||||||
Nokian Renkaat OYJ | 4,827 | 136,056 | ||||||
Nordea Bank Abp(1) | 1,777 | 12,588 | ||||||
Nordea Bank Abp | 131,512 | 932,869 | ||||||
Orion OYJ - Class B | 4,175 | 155,573 | ||||||
Sampo OYJ - Class A | 18,076 | 718,201 | ||||||
Stora Enso OYJ - Class R | 23,536 | 283,237 | ||||||
UPM-Kymmene OYJ | 22,014 | 650,043 | ||||||
Wartsila OYJ Abp | 16,116 | 180,322 | ||||||
|
| |||||||
98,218,987 | ||||||||
|
| |||||||
France 7.90% | ||||||||
Accor SA | 6,794 | 283,198 | ||||||
Aeroports de Paris | 1,069 | 190,144 | ||||||
Air Liquide SA | 15,938 | 2,268,297 | ||||||
Airbus SE | 21,652 | 2,811,047 | ||||||
Alstom SA | 6,965 | 288,513 | ||||||
Amundi SA(3) | 316,810 | 22,068,343 | ||||||
Arkema SA | 2,545 | 237,262 | ||||||
Atos SE | 3,769 | 265,297 |
AXA SA | 79,079 | 2,019,186 | ||||||
BioMerieux | 1,505 | 124,464 | ||||||
BNP Paribas SA | 1,336,239 | 64,963,775 | ||||||
Bollore SA | 33,624 | 139,236 | ||||||
Bouygues SA | 301,773 | 12,085,030 | ||||||
Bureau Veritas SA | 10,415 | 250,687 | ||||||
Capgemini SE | 5,893 | 693,908 | ||||||
Carrefour SA | 24,506 | 428,666 | ||||||
Casino Guichard Perrachon SA | 2,241 | 106,961 | ||||||
Cie de Saint-Gobain | 1,380,309 | 54,098,061 | ||||||
Cie Generale des Etablissements Michelin SCA | 6,635 | 738,761 | ||||||
CNP Assurances | 7,402 | 143,041 | ||||||
Covivio | 1,839 | 194,642 | ||||||
Credit Agricole SA | 47,830 | 578,924 | ||||||
Danone SA | 340,260 | 29,970,684 | ||||||
Dassault Aviation SA | 95 | 134,402 | ||||||
Dassault Systemes | 4,859 | 692,195 | ||||||
Edenred | 8,910 | 427,411 | ||||||
Eiffage SA | 3,031 | 314,209 | ||||||
Electricite de France SA | 24,385 | 272,782 | ||||||
Engie SA | 75,017 | 1,224,440 | ||||||
EssilorLuxottica SA | 270,801 | 39,043,886 | ||||||
EssilorLuxottica SA | 172,788 | 24,968,161 | ||||||
Eurazeo SE | 1,456 | 108,281 | ||||||
Eutelsat Communications SA | 7,302 | 135,832 | ||||||
Faurecia SE | 2,901 | 137,525 | ||||||
Gecina SA | 1,894 | 297,590 | ||||||
Getlink SE | 15,989 | 240,087 | ||||||
Hermes International | 1,175 | 811,548 | ||||||
ICADE | 1,124 | 100,551 | ||||||
Iliad SA | 979 | 91,948 | ||||||
Imerys SA | 1,348 | 54,144 | ||||||
Ingenico Group SA | 2,206 | 215,009 | ||||||
Ipsen SA | 1,353 | 128,354 | ||||||
JCDecaux SA | 2,584 | 69,924 |
Kering SA | 2,811 | 1,432,443 | ||||||
Klepierre SA | 8,330 | 282,891 | ||||||
Legrand SA | 447,866 | 31,949,376 | ||||||
LOreal SA | 9,376 | 2,622,174 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 173,271 | 68,746,969 | ||||||
Natixis SA | 38,112 | 157,904 | ||||||
Orange SA | 5,237,383 | 81,975,222 | ||||||
Pernod Ricard SA | 271,248 | 48,276,950 | ||||||
Peugeot SA | 22,076 | 550,989 | ||||||
Publicis Groupe SA | 533,816 | 26,266,543 | ||||||
Remy Cointreau SA | 798 | 105,931 | ||||||
Renault SA | 8,108 | 465,343 | ||||||
Rexel SA | 2,598,139 | 27,788,785 | ||||||
Safran SA | 12,144 | 1,912,077 | ||||||
Sanofi SA | 1,588,399 | 147,137,839 | ||||||
Sartorius Stedim Biotech | 1,099 | 153,720 | ||||||
Schneider Electric SE | 358,155 | 31,317,823 | ||||||
SCOR SE | 185,268 | 7,649,244 | ||||||
SEB SA | 820 | 124,453 | ||||||
Societe BIC SA | 982 | 65,922 | ||||||
Societe Generale SA | 31,616 | 866,029 | ||||||
Sodexo SA | 3,220 | 361,493 | ||||||
Suez Environnement Co. | 14,333 | 225,266 | ||||||
Teleperformance | 2,178 | 471,922 | ||||||
Thales SA | 4,004 | 460,263 | ||||||
TOTAL SA | 1,325,447 | 69,011,695 | ||||||
Ubisoft Entertainment SA(1) | 424,744 | 30,620,049 | ||||||
Unibail-Rodamco-Westfield | 5,728 | 835,032 | ||||||
Valeo SA | 9,755 | 316,131 | ||||||
Veolia Environnement SA | 20,751 | 525,657 | ||||||
Vinci SA | 121,916 | 13,132,679 | ||||||
Vivendi SA | 34,006 | 930,498 | ||||||
Wendel SA | 1,007 | 138,766 | ||||||
Worldline SA(1)(3) | 2,960 | 186,470 | ||||||
|
| |||||||
861,480,954 | ||||||||
|
|
Germany 6.46% | ||||||||
1&1 Drillisch AG | 2,012 | 62,718 | ||||||
Adidas AG | 336,197 | 104,672,990 | ||||||
Allianz SE | 212,100 | 49,370,931 | ||||||
Axel Springer SE(1) | 1,779 | 122,158 | ||||||
BASF SE | 275,659 | 19,273,543 | ||||||
Bayer AG | 820,653 | 57,817,529 | ||||||
Bayerische Motoren Werke AG | 13,579 | 956,319 | ||||||
Bechtle AG | 331,564 | 33,745,174 | ||||||
Beiersdorf AG | 129,139 | 15,226,127 | ||||||
Brenntag AG | 5,912 | 285,926 | ||||||
Carl Zeiss Meditec AG | 1,459 | 166,290 | ||||||
Commerzbank AG | 8,037,888 | 46,530,441 | ||||||
Continental AG | 180,074 | 23,104,738 | ||||||
Covestro AG(3) | 238,505 | 11,801,720 | ||||||
Daimler AG - Class REGISTERED | 912,934 | 45,388,262 | ||||||
Delivery Hero SE(1)(3) | 4,417 | 196,094 | ||||||
Deutsche Bank AG | 81,302 | 607,502 | ||||||
Deutsche Boerse AG | 161,075 | 25,121,104 | ||||||
Deutsche Lufthansa AG | 10,190 | 161,768 | ||||||
Deutsche Post AG | 40,451 | 1,348,039 | ||||||
Deutsche Telekom AG | 1,802,925 | 30,240,472 | ||||||
Deutsche Wohnen SE | 13,765 | 502,470 | ||||||
E.ON SE | 5,963,343 | 57,979,239 | ||||||
Evonik Industries AG | 7,576 | 187,023 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 1,488 | 126,116 | ||||||
Fresenius Medical Care AG & Co. KGaA | 759,084 | 51,010,655 | ||||||
Fresenius SE & Co. KGaA | 15,620 | 730,714 | ||||||
GEA Group AG | 5,575 | 150,401 | ||||||
Gerresheimer AG | 139,085 | 9,972,358 | ||||||
Hannover Rueck SE | 2,399 | 405,453 | ||||||
HeidelbergCement AG | 6,058 | 437,690 | ||||||
Henkel AG & Co. KGaA | 4,016 | 367,648 | ||||||
HOCHTIEF AG | 866 | 98,690 | ||||||
HUGO BOSS AG | 2,302 | 123,246 |
Infineon Technologies AG | 1,398,874 | 25,133,217 | ||||||
KION Group AG | 2,354 | 123,795 | ||||||
Knorr-Bremse AG | 1,753 | 164,777 | ||||||
LANXESS AG | 3,164 | 193,243 | ||||||
Merck KGaA | 151,278 | 17,041,425 | ||||||
METRO AG | 7,669 | 120,989 | ||||||
MTU Aero Engines AG | 1,968 | 522,932 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 5,721 | 1,477,722 | ||||||
Puma SE | 2,990 | 231,353 | ||||||
RWE AG | 22,517 | 703,715 | ||||||
SAP SE | 36,465 | 4,290,959 | ||||||
Siemens AG | 160,454 | 17,175,820 | ||||||
Siemens Healthineers AG(3) | 5,393 | 212,064 | ||||||
Symrise AG - Class A | 4,886 | 474,962 | ||||||
Telefonica Deutschland Holding AG | 37,328 | 104,074 | ||||||
ThyssenKrupp AG | 14,704 | 203,469 | ||||||
TUI AG | 18,667 | 216,798 | ||||||
Uniper SE | 7,877 | 258,335 | ||||||
United Internet AG - Class REG | 4,943 | 176,142 | ||||||
Volkswagen AG | 30,759 | 5,287,600 | ||||||
Vonovia SE | 20,652 | 1,047,783 | ||||||
Wirecard AG | 4,432 | 709,295 | ||||||
Zalando SE(1)(3) | 872,005 | 39,815,041 | ||||||
|
| |||||||
703,977,058 | ||||||||
|
| |||||||
Hong Kong 4.82% | ||||||||
AIA Group Ltd. | 10,923,185 | 103,017,102 | ||||||
ASM Pacific Technology Ltd. | 12,700 | 154,958 | ||||||
Bank of East Asia Ltd. | 55,000 | 135,460 | ||||||
BOC Hong Kong Holdings Ltd. | 153,000 | 519,163 | ||||||
China Mobile Ltd. | 13,913,000 | 115,251,842 | ||||||
China Resources Power Holdings Co. Ltd. | 17,028,000 | 20,659,824 | ||||||
CK Asset Holdings Ltd. | 104,500 | 707,997 | ||||||
CK Hutchison Holdings Ltd. | 11,795,500 | 104,132,220 | ||||||
CK Infrastructure Holdings Ltd. | 28,000 | 188,300 | ||||||
CLP Holdings Ltd. | 68,500 | 719,996 |
Dairy Farm International Holdings Ltd. | 15,600 | 98,322 | ||||||
Galaxy Entertainment Group Ltd. | 8,078,000 | 50,081,391 | ||||||
Hang Lung Properties Ltd. | 82,000 | 186,098 | ||||||
Hang Seng Bank Ltd. | 31,600 | 680,903 | ||||||
Henderson Land Development Co. Ltd. | 58,758 | 273,684 | ||||||
HK Electric Investments & HK Electric Investments Ltd. | 103,000 | 98,168 | ||||||
HKT Trust & HKT Ltd. - Class Miscella | 156,000 | 247,466 | ||||||
Hong Kong & China Gas Co. Ltd. | 380,992 | 742,602 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 44,299 | 1,298,406 | ||||||
Hongkong Land Holdings Ltd. | 47,800 | 268,742 | ||||||
Hysan Development Co. Ltd. | 27,000 | 108,881 | ||||||
Jardine Matheson Holdings Ltd. | 293,300 | 15,696,593 | ||||||
Jardine Strategic Holdings Ltd. | 390,300 | 11,674,436 | ||||||
Kerry Properties Ltd. | 28,500 | 87,755 | ||||||
Link Real Estate Investment Trust | 77,500 | 854,892 | ||||||
Melco Resorts & Entertainment Ltd. - ADR | 7,637 | 148,234 | ||||||
MTR Corp. Ltd. | 61,500 | 344,902 | ||||||
New World Development Co. Ltd. | 247,413 | 321,305 | ||||||
NWS Holdings Ltd. | 69,613 | 107,821 | ||||||
PCCW Ltd. | 187,000 | 104,980 | ||||||
Power Assets Holdings Ltd. | 56,000 | 375,919 | ||||||
Shangri-La Asia Ltd. | 44,000 | 44,847 | ||||||
Sino Land Co. Ltd. | 124,490 | 187,110 | ||||||
SJM Holdings Ltd. | 75,000 | 71,229 | ||||||
Sun Hung Kai Properties Ltd. | 65,500 | 941,284 | ||||||
Swire Pacific Ltd. - Class A | 4,320,000 | 40,207,488 | ||||||
Swire Properties Ltd. | 42,000 | 131,813 | ||||||
Techtronic Industries Co. Ltd. | 3,361,000 | 23,393,208 | ||||||
Vitasoy International Holdings Ltd. | 26,000 | 105,390 | ||||||
WH Group Ltd.(3) | 33,666,500 | 30,150,304 | ||||||
Wharf Holdings Ltd. | 51,000 | 111,239 | ||||||
Wharf Real Estate Investment Co. Ltd. | 50,000 | 273,076 | ||||||
Wheelock & Co. Ltd. | 35,000 | 199,401 | ||||||
Yue Yuen Industrial Holdings Ltd. | 32,500 | 88,793 | ||||||
|
| |||||||
525,193,544 | ||||||||
|
|
India 1.67% | ||||||||
Asian Paints Ltd. | 1,728,586 | 43,063,296 | ||||||
HDFC Bank Ltd. - ADR | 979,732 | 55,893,711 | ||||||
Housing Development Finance Corp. Ltd. | 1,467,747 | 40,968,155 | ||||||
Mahindra & Mahindra Ltd. - GDR | 2,081,707 | 16,154,650 | ||||||
MakeMyTrip Ltd.(1) | 371,500 | 8,429,335 | ||||||
United Spirits Ltd.(1) | 1,823,977 | 17,158,057 | ||||||
|
| |||||||
181,667,204 | ||||||||
|
| |||||||
Ireland 2.54% | ||||||||
Accenture Plc - Class A | 365,949 | 70,390,290 | ||||||
AerCap Holdings NV(1) | 5,207 | 285,083 | ||||||
AIB Group Plc | 31,794 | 94,316 | ||||||
Bank of Ireland Group Plc | 38,142 | 151,134 | ||||||
CRH Plc | 29,485 | 1,012,049 | ||||||
DCC Plc | 3,707 | 323,304 | ||||||
Experian Plc | 2,253,194 | 72,055,192 | ||||||
Flutter Entertainment Plc | 3,050 | 285,405 | ||||||
ICON Plc(1) | 187,748 | 27,662,790 | ||||||
James Hardie Industries Plc | 16,011 | 268,949 | ||||||
Kerry Group Plc - Class A | 5,904 | 690,096 | ||||||
Keywords Studios Plc | 335,053 | 4,718,845 | ||||||
Kingspan Group Plc | 594,242 | 29,016,694 | ||||||
Medtronic Plc | 360,770 | 39,186,837 | ||||||
Paddy Power Betfair Plc | 113 | 10,563 | ||||||
Perrigo Co. Plc | 348,490 | 19,477,106 | ||||||
Ryanair Holdings Plc - ADR(1) | 158,573 | 10,526,076 | ||||||
Smurfit Kappa Group Plc | 8,489 | 252,427 | ||||||
|
| |||||||
276,407,156 | ||||||||
|
| |||||||
Isle of Man 0.00%(2) | ||||||||
GVC Holdings Plc | 24,979 | 228,168 | ||||||
|
| |||||||
Israel 0.03% | ||||||||
Azrieli Group Ltd. | 1,741 | 137,196 | ||||||
Bank Hapoalim BM | 45,715 | 360,204 | ||||||
Bank Leumi Le-Israel BM | 60,232 | 428,841 |
Check Point Software Technologies Ltd.(1) | 4,533 | 496,364 | ||||||
CyberArk Software Ltd.(1) | 1,348 | 134,557 | ||||||
Elbit Systems Ltd. | 921 | 152,905 | ||||||
Israel Chemicals Ltd. | 30,517 | 152,673 | ||||||
Israel Discount Bank Ltd. - Class A | 44,569 | 195,889 | ||||||
Mizrahi Tefahot Bank Ltd. | 4,983 | 123,820 | ||||||
Nice Ltd.(1) | 2,219 | 319,822 | ||||||
Teva Pharmaceutical Industries Ltd. - ADR(1) | 43,771 | 301,145 | ||||||
Wix.com Ltd.(1) | 1,690 | 197,290 | ||||||
|
| |||||||
3,000,706 | ||||||||
|
| |||||||
Italy 2.20% | ||||||||
Assicurazioni Generali SpA | 45,281 | 877,532 | ||||||
Atlantia SpA | 19,866 | 480,117 | ||||||
Davide Campari-Milano SpA | 21,110 | 190,685 | ||||||
Enel SpA | 9,469,197 | 70,728,239 | ||||||
ENI SpA | 8,112,348 | 123,995,344 | ||||||
Ferrari NV | 4,599 | 709,686 | ||||||
FinecoBank Banca Fineco SpA | 2,064,340 | 21,840,824 | ||||||
Intesa Sanpaolo SpA | 608,304 | 1,440,963 | ||||||
Leonardo SpA | 13,561 | 159,410 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 25,420 | 277,479 | ||||||
Moncler SpA | 6,654 | 237,171 | ||||||
Pirelli & C SpA(3) | 15,813 | 93,643 | ||||||
Poste Italiane SpA(3) | 21,438 | 243,688 | ||||||
Prysmian SpA | 9,164 | 196,775 | ||||||
Recordati SpA | 4,197 | 180,004 | ||||||
Snam SpA | 85,007 | 429,390 | ||||||
Telecom Italia SpA(1) | 15,556,100 | 8,882,325 | ||||||
Telecom Italia SpA Savings Share | 246,161 | 134,650 | ||||||
Terna Rete Elettrica Nazionale SpA | 58,619 | 376,493 | ||||||
UniCredit SpA | 688,947 | 8,120,619 | ||||||
|
| |||||||
239,595,037 | ||||||||
|
| |||||||
Japan 16.89% | ||||||||
ABC-Mart, Inc. | 1,200 | 76,281 | ||||||
Acom Co. Ltd. | 12,300 | 48,471 |
Advantest Corp. | 7,200 | 320,961 | ||||||
Aeon Co. Ltd. | 25,000 | 459,319 | ||||||
Aeon Financial Service Co. Ltd. | 4,900 | 74,087 | ||||||
Aeon Mall Co. Ltd. | 4,600 | 72,778 | ||||||
AGC, Inc. | 7,300 | 227,485 | ||||||
Air Water, Inc. | 6,500 | 116,879 | ||||||
Aisin Seiki Co. Ltd. | 6,800 | 214,992 | ||||||
Ajinomoto Co., Inc. | 16,865 | 319,214 | ||||||
Alfresa Holdings Corp. | 6,800 | 152,363 | ||||||
Alps Alpine Co. Ltd. | 7,300 | 137,076 | ||||||
Amada Holdings Co. Ltd. | 13,100 | 141,958 | ||||||
ANA Holdings, Inc. | 4,300 | 144,865 | ||||||
Aozora Bank Ltd. | 4,700 | 117,784 | ||||||
Asahi Group Holdings Ltd. | 13,500 | 670,452 | ||||||
Asahi Intecc Co. Ltd. | 7,200 | 189,962 | ||||||
Asahi Kasei Corp. | 51,000 | 505,923 | ||||||
Astellas Pharma, Inc. | 3,811,600 | 54,521,736 | ||||||
Bandai Namco Holdings, Inc. | 7,600 | 473,918 | ||||||
Bank of Kyoto Ltd. | 2,100 | 82,612 | ||||||
Benesse Holdings, Inc. | 2,600 | 67,730 | ||||||
Bridgestone Corp. | 23,500 | 914,524 | ||||||
Brother Industries Ltd. | 8,900 | 162,174 | ||||||
Calbee, Inc. | 2,800 | 87,341 | ||||||
Canon, Inc. | 41,000 | 1,096,429 | ||||||
Casio Computer Co. Ltd. | 7,100 | 110,493 | ||||||
Central Japan Railway Co. | 5,900 | 1,216,636 | ||||||
Chiba Bank Ltd. | 22,600 | 116,890 | ||||||
Chubu Electric Power Co., Inc. | 25,900 | 375,696 | ||||||
Chugai Pharmaceutical Co. Ltd. | 8,200 | 640,807 | ||||||
Chugoku Electric Power Co., Inc. | 10,200 | 131,263 | ||||||
Coca-Cola Bottlers Japan Holdings, Inc. | 5,000 | 112,431 | ||||||
Concordia Financial Group Ltd. | 41,300 | 159,161 | ||||||
Credit Saison Co. Ltd. | 7,500 | 101,134 | ||||||
CyberAgent, Inc. | 3,800 | 146,480 | ||||||
Dai Nippon Printing Co. Ltd. | 10,100 | 262,004 |
Daicel Corp. | 10,600 | 90,180 | ||||||
Daifuku Co. Ltd. | 3,700 | 192,496 | ||||||
Dai-ichi Life Holdings, Inc. | 715,700 | 10,880,715 | ||||||
Daiichi Sankyo Co. Ltd. | 21,900 | 1,383,848 | ||||||
Daikin Industries Ltd. | 9,200 | 1,213,380 | ||||||
Daito Trust Construction Co. Ltd. | 2,600 | 333,004 | ||||||
Daiwa House Industry Co. Ltd. | 22,500 | 731,356 | ||||||
Daiwa House REIT Investment Corp. | 75 | 211,004 | ||||||
Daiwa Securities Group, Inc. | 60,500 | 270,752 | ||||||
Denso Corp. | 383,600 | 16,950,291 | ||||||
Dentsu, Inc. | 8,900 | 314,705 | ||||||
Disco Corp. | 1,000 | 191,167 | ||||||
East Japan Railway Co. | 839,100 | 80,236,805 | ||||||
Eisai Co. Ltd. | 9,200 | 470,001 | ||||||
Electric Power Development Co. Ltd. | 6,300 | 144,022 | ||||||
FamilyMart UNY Holdings Co. Ltd. | 9,100 | 222,343 | ||||||
FANUC Corp. | 82,600 | 15,613,337 | ||||||
Fast Retailing Co. Ltd. | 2,200 | 1,312,409 | ||||||
Fuji Electric Co. Ltd. | 5,200 | 160,335 | ||||||
FUJIFILM Holdings Corp. | 1,091,400 | 48,076,627 | ||||||
Fujitsu Ltd. | 319,200 | 25,654,188 | ||||||
Fukuoka Financial Group, Inc. | 282,100 | 5,353,781 | ||||||
GMO Payment Gateway, Inc. | 1,500 | 100,685 | ||||||
Hakuhodo DY Holdings, Inc. | 8,200 | 119,151 | ||||||
Hamamatsu Photonics KK | 5,100 | 190,272 | ||||||
Hankyu Hanshin Holdings, Inc. | 9,100 | 351,901 | ||||||
Hikari Tsushin, Inc. | 800 | 173,555 | ||||||
Hino Motors Ltd. | 12,800 | 106,074 | ||||||
Hirose Electric Co. Ltd. | 1,215 | 149,683 | ||||||
Hisamitsu Pharmaceutical Co., Inc. | 2,200 | 96,845 | ||||||
Hitachi Chemical Co. Ltd. | 4,215 | 138,265 | ||||||
Hitachi Construction Machinery Co. Ltd. | 4,100 | 99,589 | ||||||
Hitachi High-Technologies Corp. | 2,380 | 138,350 | ||||||
Hitachi Ltd. | 37,000 | 1,385,658 | ||||||
Hitachi Metals Ltd. | 2,644,400 | 28,718,259 |
Honda Motor Co. Ltd. | 3,275,700 | 85,772,389 | ||||||
Hoshizaki Corp. | 1,900 | 149,770 | ||||||
Hoya Corp. | 14,300 | 1,171,212 | ||||||
Hulic Co. Ltd. | 10,900 | 111,906 | ||||||
Idemitsu Kosan Co. Ltd. | 8,265 | 234,498 | ||||||
IHI Corp. | 6,100 | 133,625 | ||||||
Iida Group Holdings Co. Ltd. | 644,000 | 10,514,818 | ||||||
Inpex Corp. | 3,400,900 | 31,341,915 | ||||||
Isetan Mitsukoshi Holdings Ltd. | 14,400 | 115,319 | ||||||
Isuzu Motors Ltd. | 3,004,000 | 33,276,508 | ||||||
ITOCHU Corp. | 55,300 | 1,145,463 | ||||||
Itochu Techno-Solutions Corp. | 3,500 | 92,967 | ||||||
J Front Retailing Co. Ltd. | 9,900 | 116,313 | ||||||
Japan Airlines Co. Ltd. | 4,700 | 139,587 | ||||||
Japan Airport Terminal Co. Ltd. | 1,700 | 74,002 | ||||||
Japan Exchange Group, Inc. | 18,400 | 290,765 | ||||||
Japan Post Bank Co. Ltd. | 16,300 | 158,324 | ||||||
Japan Post Holdings Co. Ltd. | 63,300 | 584,106 | ||||||
Japan Prime Realty Investment Corp. | 30 | 142,371 | ||||||
Japan Real Estate Investment Corp. | 53 | 355,434 | ||||||
Japan Retail Fund Investment Corp. | 106 | 224,296 | ||||||
Japan Tobacco, Inc. | 2,582,400 | 56,579,458 | ||||||
JFE Holdings, Inc. | 19,900 | 241,035 | ||||||
JGC Corp. | 9,200 | 121,416 | ||||||
JSR Corp. | 7,800 | 125,586 | ||||||
JTEKT Corp. | 8,900 | 102,787 | ||||||
JXTG Holdings, Inc. | 3,705,650 | 16,938,326 | ||||||
Kajima Corp. | 17,700 | 233,187 | ||||||
Kakaku.com, Inc. | 1,104,400 | 27,282,505 | ||||||
Kamigumi Co. Ltd. | 4,100 | 93,136 | ||||||
Kaneka Corp. | 1,800 | 56,409 | ||||||
Kansai Electric Power Co., Inc. | 29,300 | 328,169 | ||||||
Kansai Paint Co. Ltd. | 6,200 | 144,923 | ||||||
Kao Corp. | 324,100 | 24,040,746 | ||||||
Kawasaki Heavy Industries Ltd. | 6,775 | 151,060 |
KDDI Corp. | 72,000 | 1,878,678 | ||||||
Keihan Holdings Co. Ltd. | 3,500 | 155,954 | ||||||
Keikyu Corp. | 8,100 | 157,645 | ||||||
Keio Corp. | 4,000 | 249,766 | ||||||
Keisei Electric Railway Co. Ltd. | 4,600 | 189,903 | ||||||
Keyence Corp. | 167,554 | 104,295,009 | ||||||
Kikkoman Corp. | 5,600 | 268,658 | ||||||
Kintetsu Group Holdings Co. Ltd. | 6,400 | 334,068 | ||||||
Kirin Holdings Co. Ltd. | 894,400 | 19,032,675 | ||||||
Kobayashi Pharmaceutical Co. Ltd. | 1,700 | 129,830 | ||||||
Kobe Steel Ltd. | 13,900 | 74,656 | ||||||
Koito Manufacturing Co. Ltd. | 3,900 | 191,973 | ||||||
Komatsu Ltd. | 38,000 | 876,272 | ||||||
Konami Holdings Corp. | 3,400 | 164,708 | ||||||
Konica Minolta, Inc. | 19,200 | 134,333 | ||||||
Kose Corp. | 1,300 | 220,726 | ||||||
Kubota Corp. | 41,300 | 628,119 | ||||||
Kuraray Co. Ltd. | 12,600 | 155,670 | ||||||
Kurita Water Industries Ltd. | 3,700 | 99,610 | ||||||
Kyocera Corp. | 730,300 | 45,534,645 | ||||||
Kyowa Kirin Co. Ltd. | 612,383 | 11,925,752 | ||||||
Kyushu Electric Power Co., Inc. | 14,100 | 133,251 | ||||||
Kyushu Railway Co. | 6,700 | 213,863 | ||||||
Lawson, Inc. | 1,900 | 97,290 | ||||||
LINE Corp.(1) | 2,500 | 89,714 | ||||||
Lion Corp. | 7,800 | 154,303 | ||||||
LIXIL Group Corp. | 10,600 | 187,272 | ||||||
M3, Inc. | 16,000 | 387,198 | ||||||
Makita Corp. | 8,200 | 260,215 | ||||||
Marubeni Corp. | 64,700 | 431,482 | ||||||
Marui Group Co. Ltd. | 8,500 | 180,093 | ||||||
Maruichi Steel Tube Ltd. | 2,100 | 55,775 | ||||||
Mazda Motor Corp. | 23,000 | 206,156 | ||||||
McDonalds Holdings Co. Japan Ltd. | 2,450 | 118,672 | ||||||
Mebuki Financial Group, Inc. | 36,540 | 90,361 |
Medipal Holdings Corp. | 6,840 | 152,684 | ||||||
MEIJI Holdings Co. Ltd. | 4,200 | 307,218 | ||||||
Mercari, Inc.(1) | 2,700 | 67,366 | ||||||
Minebea Co. Ltd. | 13,800 | 220,297 | ||||||
MISUMI Group, Inc. | 10,300 | 243,990 | ||||||
Mitsubishi Chemical Holdings Corp. | 52,650 | 377,363 | ||||||
Mitsubishi Corp. | 55,100 | 1,356,723 | ||||||
Mitsubishi Electric Corp. | 4,051,100 | 54,042,320 | ||||||
Mitsubishi Estate Co. Ltd. | 44,100 | 852,741 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 6,900 | 92,804 | ||||||
Mitsubishi Heavy Industries Ltd. | 12,840 | 504,720 | ||||||
Mitsubishi Materials Corp. | 4,400 | 119,278 | ||||||
Mitsubishi Motors Corp. | 29,000 | 126,521 | ||||||
Mitsubishi Tanabe Pharma Corp. | 9,490 | 104,583 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 503,800 | 2,565,784 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd. | 15,800 | 91,646 | ||||||
Mitsui & Co. Ltd. | 735,900 | 12,088,200 | ||||||
Mitsui Chemicals, Inc. | 7,600 | 171,222 | ||||||
Mitsui Fudosan Co. Ltd. | 35,400 | 881,004 | ||||||
Mitsui OSK Lines Ltd. | 4,700 | 119,489 | ||||||
Mizuho Financial Group, Inc. | 986,800 | 1,516,468 | ||||||
Monotaro Co. Ltd. | 4,500 | 118,702 | ||||||
MS&AD Insurance Group Holdings, Inc. | 1,507,740 | 49,007,819 | ||||||
Murata Manufacturing Co. Ltd. | 636,900 | 30,868,972 | ||||||
Nabtesco Corp. | 4,000 | 125,212 | ||||||
Nagoya Railroad Co. Ltd. | 6,600 | 197,738 | ||||||
NEC Corp. | 9,985 | 422,231 | ||||||
Nexon Co. Ltd.(1) | 2,011,600 | 24,441,294 | ||||||
NGK Insulators Ltd. | 11,200 | 160,229 | ||||||
NGK Spark Plug Co. Ltd. | 6,900 | 132,389 | ||||||
NH Foods Ltd. | 3,600 | 144,949 | ||||||
Nidec Corp. | 255,900 | 34,654,363 | ||||||
Nikon Corp. | 13,200 | 165,599 | ||||||
Nintendo Co. Ltd. | 4,200 | 1,564,485 | ||||||
Nippon Building Fund, Inc. | 52 | 399,524 |
Nippon Electric Glass Co. Ltd. | 3,000 | 67,079 | ||||||
Nippon Express Co. Ltd. | 2,800 | 143,407 | ||||||
Nippon Paint Holdings Co. Ltd. | 5,300 | 277,203 | ||||||
Nippon Prologis Real Estate Investment Trust, Inc. | 84 | 230,336 | ||||||
Nippon Steel Corp. | 34,000 | 476,419 | ||||||
Nippon Telegraph & Telephone Corp. | 778,600 | 37,251,115 | ||||||
Nippon Yusen KK | 5,600 | 94,074 | ||||||
Nissan Chemical Corp. | 4,400 | 184,231 | ||||||
Nissan Motor Co. Ltd. | 94,300 | 588,748 | ||||||
Nisshin Seifun Group, Inc. | 7,800 | 144,636 | ||||||
Nissin Foods Holdings Co. Ltd. | 2,300 | 166,683 | ||||||
Nitori Holdings Co. Ltd. | 3,000 | 440,249 | ||||||
Nitto Denko Corp. | 6,400 | 310,113 | ||||||
Nomura Holdings, Inc. | 135,100 | 574,289 | ||||||
Nomura Real Estate Holdings, Inc. | 4,800 | 104,053 | ||||||
Nomura Real Estate Master Fund, Inc. | 167 | 301,633 | ||||||
Nomura Research Institute Ltd. | 12,414 | 248,056 | ||||||
NSK Ltd. | 15,000 | 127,126 | ||||||
NTT Data Corp. | 23,900 | 310,187 | ||||||
NTT DOCOMO, Inc. | 54,700 | 1,396,745 | ||||||
Obayashi Corp. | 26,300 | 263,024 | ||||||
Obic Co. Ltd. | 2,500 | 286,479 | ||||||
Odakyu Electric Railway Co. Ltd. | 10,500 | 252,213 | ||||||
Oji Holdings Corp. | 30,250 | 142,023 | ||||||
Olympus Corp. | 2,701,600 | 36,600,983 | ||||||
Omron Corp. | 7,200 | 396,757 | ||||||
Ono Pharmaceutical Co. Ltd. | 13,900 | 253,147 | ||||||
Oracle Corp. | 1,400 | 122,047 | ||||||
Oriental Land Co. Ltd. | 7,400 | 1,127,875 | ||||||
ORIX Corp. | 54,300 | 812,274 | ||||||
Osaka Gas Co. Ltd. | 16,300 | 313,066 | ||||||
Otsuka Corp. | 3,600 | 144,078 | ||||||
Otsuka Holdings Co. Ltd. | 15,130 | 568,359 | ||||||
Pan Pacific International Holdings Corp. | 16,100 | 269,553 | ||||||
Panasonic Corp. | 8,749,800 | 71,308,147 |
Park24 Co. Ltd. | 4,200 | 97,570 | ||||||
PeptiDream, Inc.(1) | 3,400 | 162,517 | ||||||
Persol Holdings Co. Ltd. | 6,400 | 121,644 | ||||||
Pigeon Corp. | 541,400 | 22,417,686 | ||||||
Pola Orbis Holdings, Inc. | 3,300 | 74,393 | ||||||
Rakuten, Inc. | 31,400 | 311,255 | ||||||
Recruit Holdings Co. Ltd. | 50,300 | 1,536,841 | ||||||
Renesas Electronics Corp.(1) | 29,800 | 195,286 | ||||||
Resona Holdings, Inc. | 1,967,100 | 8,464,712 | ||||||
Ricoh Co. Ltd. | 27,400 | 247,896 | ||||||
Rinnai Corp. | 1,200 | 80,859 | ||||||
Rohm Co. Ltd. | 153,100 | 11,804,327 | ||||||
Ryohin Keikaku Co. Ltd. | 9,000 | 168,720 | ||||||
Sankyo Co. Ltd. | 2,100 | 72,264 | ||||||
Santen Pharmaceutical Co. Ltd. | 13,200 | 230,678 | ||||||
SBI Holdings, Inc. | 9,525 | 204,936 | ||||||
Secom Co. Ltd. | 7,900 | 722,897 | ||||||
Sega Sammy Holdings, Inc. | 6,400 | 89,780 | ||||||
Seibu Holdings, Inc. | 7,300 | 127,430 | ||||||
Seiko Epson Corp. | 11,800 | 167,613 | ||||||
Sekisui Chemical Co. Ltd. | 12,900 | 200,751 | ||||||
Sekisui House Ltd. | 25,100 | 495,278 | ||||||
Seven & i Holdings Co. Ltd. | 28,100 | 1,076,940 | ||||||
Seven Bank Ltd. | 25,700 | 70,603 | ||||||
SG Holdings Co. Ltd. | 5,200 | 127,432 | ||||||
Sharp Corp. | 7,705 | 86,043 | ||||||
Shimadzu Corp. | 7,800 | 198,332 | ||||||
Shimamura Co. Ltd. | 800 | 63,558 | ||||||
Shimano, Inc. | 177,600 | 26,836,064 | ||||||
Shimizu Corp. | 23,500 | 213,472 | ||||||
Shin-Etsu Chemical Co. Ltd. | 13,495 | 1,452,203 | ||||||
Shinsei Bank Ltd. | 8,400 | 122,827 | ||||||
Shionogi & Co. Ltd. | 9,900 | 551,955 | ||||||
Shiseido Co. Ltd. | 711,100 | 57,072,292 | ||||||
Shizuoka Bank Ltd. | 19,100 | 143,133 |
Showa Denko KK | 5,400 | 142,499 | ||||||
SMC Corp. | 96,200 | 41,349,470 | ||||||
Softbank Corp. | 62,200 | 842,790 | ||||||
SoftBank Group Corp. | 552,800 | 21,813,724 | ||||||
Sohgo Security Services Co. Ltd. | 2,900 | 152,526 | ||||||
Sompo Holdings, Inc. | 12,200 | 512,362 | ||||||
Sony Corp. | 1,593,200 | 94,171,129 | ||||||
Sony Financial Holdings, Inc. | 6,200 | 134,999 | ||||||
Stanley Electric Co. Ltd. | 4,900 | 130,514 | ||||||
Subaru Corp. | 25,080 | 709,265 | ||||||
Sugi Holdings Co. Ltd. | 221,800 | 12,037,169 | ||||||
Sumco Corp. | 9,900 | 134,865 | ||||||
Sumitomo Chemical Co. Ltd. | 60,800 | 274,498 | ||||||
Sumitomo Corp. | 49,300 | 771,814 | ||||||
Sumitomo Dainippon Pharma Co. Ltd. | 6,400 | 105,890 | ||||||
Sumitomo Electric Industries Ltd. | 4,070,200 | 51,941,574 | ||||||
Sumitomo Heavy Industries Ltd. | 4,100 | 122,172 | ||||||
Sumitomo Metal Mining Co. Ltd. | 9,400 | 293,574 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 2,305,600 | 79,225,302 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 1,622,800 | 58,764,673 | ||||||
Sumitomo Realty & Development Co. Ltd. | 12,700 | 484,836 | ||||||
Sumitomo Rubber Industries Ltd. | 7,700 | 91,691 | ||||||
Sundrug Co. Ltd. | 2,800 | 88,349 | ||||||
Suntory Beverage & Food Ltd. | 5,110 | 218,769 | ||||||
Suzuken Co. Ltd. | 2,755 | 148,300 | ||||||
Suzuki Motor Corp. | 14,000 | 596,391 | ||||||
Sysmex Corp. | 517,300 | 34,753,387 | ||||||
T&D Holdings, Inc. | 23,300 | 248,978 | ||||||
Taiheiyo Cement Corp. | 5,300 | 142,418 | ||||||
Taisei Corp. | 7,600 | 295,769 | ||||||
Taisho Pharmaceutical Holdings Co. Ltd. | 1,360 | 99,443 | ||||||
Taiyo Nippon Sanso Corp. | 4,500 | 91,463 | ||||||
Takeda Pharmaceutical Co. Ltd. | 1,748,779 | 60,010,545 | ||||||
TDK Corp. | 5,000 | 451,985 | ||||||
Teijin Ltd. | 6,900 | 133,184 |
Terumo Corp. | 24,100 | 779,833 | ||||||
THK Co. Ltd. | 5,100 | 135,115 | ||||||
Tobu Railway Co. Ltd. | 6,930 | 225,133 | ||||||
Toho Co. Ltd | 4,200 | 184,358 | ||||||
Toho Gas Co. Ltd. | 3,000 | 115,056 | ||||||
Tohoku Electric Power Co., Inc. | 17,200 | 168,118 | ||||||
Tokio Marine Holdings, Inc. | 1,077,400 | 57,799,443 | ||||||
Tokyo Century Corp. | 1,500 | 69,758 | ||||||
Tokyo Electric Power Co. Holdings, Inc.(1) | 62,400 | 306,044 | ||||||
Tokyo Electron Ltd. | 5,900 | 1,133,531 | ||||||
Tokyo Gas Co. Ltd. | 16,400 | 414,804 | ||||||
Tokyu Corp. | 18,100 | 340,486 | ||||||
Tokyu Fudosan Holdings Corp. | 24,500 | 156,804 | ||||||
Toppan Printing Co. Ltd. | 11,000 | 195,356 | ||||||
Toray Industries, Inc. | 57,300 | 426,739 | ||||||
Toshiba Corp. | 21,100 | 645,416 | ||||||
Tosoh Corp. | 11,300 | 150,537 | ||||||
TOTO Ltd. | 5,300 | 199,600 | ||||||
Toyo Seikan Group Holdings Ltd. | 6,500 | 101,430 | ||||||
Toyo Suisan Kaisha Ltd. | 3,150 | 126,494 | ||||||
Toyoda Gosei Co. Ltd. | 2,000 | 40,263 | ||||||
Toyota Industries Corp. | 5,900 | 340,661 | ||||||
Toyota Motor Corp. | 176,394 | 11,846,665 | ||||||
Toyota Tsusho Corp. | 8,435 | 273,781 | ||||||
Trend Micro, Inc. | 4,700 | 224,606 | ||||||
Tsuruha Holdings, Inc. | 1,300 | 141,965 | ||||||
Unicharm Corp. | 15,300 | 486,296 | ||||||
United Urban Investment Corp. | 121 | 231,806 | ||||||
USS Co. Ltd. | 8,100 | 157,743 | ||||||
Welcia Holdings Co. Ltd. | 2,000 | 101,077 | ||||||
West Japan Railway Co. | 6,600 | 558,433 | ||||||
Yahoo Japan Corp. | 106,800 | 300,897 | ||||||
Yakult Honsha Co. Ltd. | 4,600 | 258,235 | ||||||
Yamada Denki Co. Ltd. | 23,840 | 115,514 | ||||||
Yamaha Corp. | 5,200 | 234,442 |
Yamaha Motor Co. Ltd. | 11,300 | 206,000 | ||||||
Yamato Holdings Co. Ltd. | 10,900 | 164,679 | ||||||
Yamazaki Baking Co. Ltd. | 4,800 | 85,857 | ||||||
Yaskawa Electric Corp. | 9,100 | 337,766 | ||||||
Yokogawa Electric Corp. | 8,400 | 154,356 | ||||||
Yokohama Rubber Co. Ltd. | 4,800 | 96,465 | ||||||
ZOZO, Inc. | 7,400 | 171,414 | ||||||
|
| |||||||
1,840,835,782 | ||||||||
|
| |||||||
Luxembourg 0.01% | ||||||||
ArcelorMittal | 26,808 | 377,144 | ||||||
Aroundtown SA | 33,707 | 275,703 | ||||||
Eurofins Scientific SE | 416 | 193,456 | ||||||
Millicom International Cellular SA | 2,397 | 116,319 | ||||||
RTL Group SA | 1,880 | 90,393 | ||||||
SES SA - Class A | 14,719 | 268,290 | ||||||
Tenaris SA | 19,309 | 204,799 | ||||||
|
| |||||||
1,526,104 | ||||||||
|
| |||||||
Macau 0.01% | ||||||||
MGM China Holdings Ltd. | 34,000 | 52,938 | ||||||
Sands China Ltd. | 97,200 | 439,216 | ||||||
Wynn Macau Ltd. | 59,200 | 115,361 | ||||||
|
| |||||||
607,515 | ||||||||
|
| |||||||
Malaysia 0.16% | ||||||||
Public Bank Bhd | 3,656,200 | 17,528,391 | ||||||
|
| |||||||
Mexico 0.79% | ||||||||
Fresnillo Plc | 7,678 | 64,593 | ||||||
Grupo Aeroportuario del Centro Norte SAB de CV - Class B | 1,748,200 | 10,402,915 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV - ADR | 83,285 | 8,038,668 | ||||||
Orbia Advance Corp. SAB de CV | 6,957,087 | 13,636,370 | ||||||
Wal-Mart de Mexico SAB de CV | 18,251,612 | 54,096,321 | ||||||
|
| |||||||
86,238,867 | ||||||||
|
| |||||||
Netherlands 4.46% | ||||||||
ABN AMRO Bank NV(3) | 17,520 | 308,639 | ||||||
Adyen NV(1)(3) | 371 | 243,979 |
Aegon NV | 71,830 | 298,319 | ||||||
Akzo Nobel NV | 352,195 | 31,381,517 | ||||||
ASML Holding NV | 186,397 | 46,228,955 | ||||||
ASML Holding NV - Class REG | 158,040 | 39,260,297 | ||||||
Core Laboratories NV | 217,055 | 10,119,104 | ||||||
EXOR NV | 4,153 | 278,139 | ||||||
Heineken Holding NV | 4,362 | 433,974 | ||||||
Heineken NV | 9,499 | 1,026,007 | ||||||
ING Groep NV | 8,128,065 | 84,911,693 | ||||||
InterXion Holding NV(1) | 224,035 | 18,249,891 | ||||||
Koninklijke Ahold Delhaize NV | 1,027,785 | 25,702,484 | ||||||
Koninklijke DSM NV | 6,806 | 819,319 | ||||||
Koninklijke KPN NV | 4,629,733 | 14,428,288 | ||||||
Koninklijke Philips NV | 34,365 | 1,587,975 | ||||||
Koninklijke Vopak NV | 2,834 | 145,665 | ||||||
NN Group NV | 12,328 | 436,887 | ||||||
NXP Semiconductors NV | 10,581 | 1,154,599 | ||||||
OCI NV(1) | 226,863 | 5,350,675 | ||||||
PostNL NV | 12,187,247 | 27,010,303 | ||||||
Prosus NV(1) | 270,524 | 19,858,661 | ||||||
QIAGEN NV(1) | 709,654 | 23,397,292 | ||||||
QIAGEN NV - Aquis Listed(1) | 57,620 | 1,886,979 | ||||||
Randstad NV | 4,918 | 241,454 | ||||||
Royal Dutch Shell Plc - Class A | 303,265 | 8,894,144 | ||||||
Royal Dutch Shell Plc - Class A | 2,373,573 | 69,608,416 | ||||||
Royal Dutch Shell Plc - Class B | 1,760,707 | 52,038,487 | ||||||
Wolters Kluwer NV | 10,330 | 753,729 | ||||||
|
| |||||||
486,055,871 | ||||||||
|
| |||||||
New Zealand 0.01% | ||||||||
a2 Milk Co. Ltd.(1) | 27,735 | 230,440 | ||||||
Auckland International Airport Ltd. | 38,388 | 220,115 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 21,133 | 229,295 | ||||||
Fletcher Building Ltd. | 34,606 | 111,608 | ||||||
Meridian Energy Ltd. | 54,688 | 178,112 | ||||||
Ryman Healthcare Ltd. | 14,500 | 120,512 | ||||||
Spark New Zealand Ltd. | 73,111 | 201,939 | ||||||
|
| |||||||
1,292,021 | ||||||||
|
|
Norway 0.03% | ||||||||
Aker BP ASA | 4,030 | 107,382 | ||||||
DNB ASA | 39,361 | 693,855 | ||||||
Equinor ASA | 38,807 | 735,089 | ||||||
Gjensidige Forsikring ASA | 8,412 | 166,830 | ||||||
Mowi ASA | 16,624 | 383,968 | ||||||
Norsk Hydro ASA | 49,725 | 175,090 | ||||||
Orkla ASA | 28,542 | 259,713 | ||||||
Schibsted ASA - Class B | 3,591 | 100,706 | ||||||
Telenor ASA | 29,698 | 595,858 | ||||||
Yara International ASA | 6,890 | 297,061 | ||||||
|
| |||||||
3,515,552 | ||||||||
|
| |||||||
Portugal 0.27% | ||||||||
EDP - Energias de Portugal SA | 105,708 | 410,235 | ||||||
Galp Energia SGPS SA | 18,171 | 273,276 | ||||||
Jeronimo Martins SGPS SA | 1,731,423 | 29,198,048 | ||||||
|
| |||||||
29,881,559 | ||||||||
|
| |||||||
Russia 0.00%(2) | ||||||||
Evraz Plc | 20,372 | 117,253 | ||||||
|
| |||||||
Singapore 2.67% | ||||||||
Ascendas Real Estate Investment Trust | 117,200 | 264,687 | ||||||
CapitaLand Commercial Trust | 116,551 | 174,637 | ||||||
CapitaLand Ltd. | 100,100 | 255,873 | ||||||
CapitaLand Mall Trust | 106,700 | 203,124 | ||||||
City Developments Ltd. | 15,900 | 113,106 | ||||||
ComfortDelGro Corp. Ltd. | 78,500 | 136,391 | ||||||
DBS Group Holdings Ltd. | 3,723,800 | 67,367,695 | ||||||
Genting Singapore Ltd. | 226,200 | 144,022 | ||||||
Golden Agri-Resources Ltd. | 265,000 | 43,133 | ||||||
Jardine Cycle & Carriage Ltd. | 4,500 | 97,734 | ||||||
Keppel Corp. Ltd. | 61,400 | 263,681 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 124,200 | 976,385 |
SATS Ltd. | 25,800 | 90,468 | ||||||
Sea Ltd. - ADR(1) | 664,885 | 20,578,191 | ||||||
Sembcorp Industries Ltd. | 40,300 | 60,680 | ||||||
Singapore Airlines Ltd. | 22,600 | 149,483 | ||||||
Singapore Exchange Ltd. | 27,200 | 166,873 | ||||||
Singapore Press Holdings Ltd. | 9,100 | 13,704 | ||||||
Singapore Technologies Engineering Ltd. | 59,100 | 164,282 | ||||||
Singapore Telecommunications Ltd. | 40,498,200 | 90,867,131 | ||||||
Suntec Real Estate Investment Trust | 90,700 | 124,778 | ||||||
United Overseas Bank Ltd. | 4,816,125 | 89,507,757 | ||||||
UOL Group Ltd. | 16,800 | 91,232 | ||||||
Venture Corp. Ltd. | 10,300 | 114,211 | ||||||
Wilmar International Ltd. | 7,211,000 | 19,462,344 | ||||||
|
| |||||||
291,431,602 | ||||||||
|
| |||||||
South Africa 0.35% | ||||||||
Investec Plc | 27,508 | 141,512 | ||||||
Naspers Ltd. - Class N | 252,440 | 38,221,742 | ||||||
|
| |||||||
38,363,254 | ||||||||
|
| |||||||
South Korea 1.17% | ||||||||
NAVER Corp. | 98,686 | 12,944,175 | ||||||
POSCO | 87,099 | 16,510,305 | ||||||
Samsung Electronics Co. Ltd. | 676,140 | 27,683,914 | ||||||
Samsung SDI Co. Ltd. | 327,780 | 61,022,484 | ||||||
Shinhan Financial Group Ltd. | 282,990 | 9,888,519 | ||||||
|
| |||||||
128,049,397 | ||||||||
|
| |||||||
Spain 2.88% | ||||||||
ACS Actividades Co. | 11,107 | 443,791 | ||||||
Aena SA(3) | 2,555 | 467,701 | ||||||
Amadeus IT Group SA | 587,667 | 42,107,267 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 10,610,921 | 55,234,973 | ||||||
Banco de Sabadell SA | 235,185 | 228,017 | ||||||
Banco Santander SA | 12,843,135 | 52,256,409 | ||||||
Bankia SA | 4,949,471 | 9,338,885 | ||||||
Bankinter SA | 27,161 | 171,394 | ||||||
CaixaBank SA | 147,004 | 385,590 |
Cellnex Telecom SA(3) | 7,039 | 290,736 | ||||||
Enagas SA | 4,479 | 103,539 | ||||||
Endesa SA | 13,093 | 344,420 | ||||||
Ferrovial SA | 18,412 | 531,982 | ||||||
Grifols SA | 10,840 | 319,543 | ||||||
Iberdrola SA | 1,927,153 | 20,030,386 | ||||||
Industria de Diseno Textil SA | 2,062,907 | 63,841,981 | ||||||
Mapfre SA | 43,166 | 116,257 | ||||||
Naturgy Energy Group SA | 12,572 | 333,444 | ||||||
Red Electrica Corp. SA | 17,306 | 350,546 | ||||||
Repsol SA | 60,301 | 940,453 | ||||||
Siemens Gamesa Renewable Energy SA | 10,222 | 138,673 | ||||||
Telefonica SA | 8,653,385 | 66,121,765 | ||||||
|
| |||||||
314,097,752 | ||||||||
|
| |||||||
Sweden 2.40% | ||||||||
Alfa Laval AB | 11,438 | 225,604 | ||||||
Assa Abloy AB - Class B | 37,559 | 834,980 | ||||||
Atlas Copco AB - Class A | 2,171,349 | 66,862,666 | ||||||
Atlas Copco AB - Class B | 14,962 | 405,157 | ||||||
Boliden AB | 9,943 | 228,357 | ||||||
Electrolux AB | 8,828 | 209,138 | ||||||
Epiroc AB - Class A | 2,221,992 | 24,064,504 | ||||||
Epiroc AB - Class B | 15,534 | 160,305 | ||||||
Essity AB - Class B | 22,252 | 649,278 | ||||||
Getinge AB - Class B | 1,047,590 | 14,643,257 | ||||||
Hennes & Mauritz AB - Class B | 33,186 | 643,289 | ||||||
Hexagon AB - Class B | 9,726 | 468,502 | ||||||
Husqvarna AB - Class B | 15,155 | 115,252 | ||||||
ICA Gruppen AB | 3,633 | 167,785 | ||||||
Industrivarden AB - Class C | 6,736 | 147,357 | ||||||
Investor AB - Class B | 701,826 | 34,275,264 | ||||||
Kinnevik AB - Class B | 9,923 | 260,893 | ||||||
L E Lundbergforetagen AB - Class B | 2,762 | 103,876 | ||||||
Lundin Petroleum AB | 7,325 | 219,593 | ||||||
Nibe Industrier AB - Class B | 1,664,423 | 21,096,521 |
Sandvik AB | 41,887 | 652,095 | ||||||
Securitas AB - Class B | 11,178 | 171,169 | ||||||
Skandinaviska Enskilda Banken AB - Class A | 67,489 | 620,137 | ||||||
Skanska AB - Class B | 13,594 | 275,213 | ||||||
SKF AB - Class B | 13,824 | 228,278 | ||||||
Spotify Technology SA(1) | 177,534 | 20,238,876 | ||||||
Svenska Handelsbanken AB - Class A | 62,699 | 586,554 | ||||||
Swedbank AB | 36,742 | 529,147 | ||||||
Swedish Match AB | 6,245 | 258,281 | ||||||
Tele2 AB - Class B | 18,102 | 269,220 | ||||||
Telefonaktiebolaget LM Ericsson - Class B | 2,045,460 | 16,335,730 | ||||||
Telia Co. AB | 12,149,675 | 54,351,554 | ||||||
Volvo AB - Class B | 55,542 | 779,428 | ||||||
|
| |||||||
261,077,260 | ||||||||
|
| |||||||
Switzerland 7.97% | ||||||||
ABB Ltd. | 2,675,094 | 52,608,076 | ||||||
Adecco Group AG | 1,041,518 | 57,635,325 | ||||||
Alcon, Inc.(1) | 864,380 | 50,419,184 | ||||||
Alcon, Inc.(1) | 173,475 | 10,111,858 | ||||||
Baloise Holding AG | 1,982 | 355,124 | ||||||
Barry Callebaut AG | 87 | 179,440 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 38 | 280,656 | ||||||
Chocoladefabriken Lindt & Spruengli AG - REG | 4 | 331,045 | ||||||
Chubb Ltd. | 372,138 | 60,077,959 | ||||||
Cie Financiere Richemont SA | 484,293 | 35,491,732 | ||||||
Clariant AG | 6,850 | 133,422 | ||||||
Coca-Cola HBC AG | 7,417 | 242,243 | ||||||
Credit Suisse Group AG | 953,643 | 11,666,025 | ||||||
Dufry AG | 1,562 | 130,664 | ||||||
EMS-Chemie Holding AG | 321 | 200,014 | ||||||
Geberit AG | 73,884 | 35,308,086 | ||||||
Givaudan SA | 345 | 962,903 | ||||||
Glencore Plc | 448,684 | 1,352,132 | ||||||
Julius Baer Group Ltd. | 295,834 | 13,102,759 | ||||||
Kuehne & Nagel International AG | 2,071 | 304,753 |
LafargeHolcim Ltd. | 18,713 | 921,499 | ||||||
Lonza Group AG | 2,781 | 941,121 | ||||||
Nestle SA | 1,062,605 | 115,244,338 | ||||||
Novartis AG | 1,626,209 | 141,133,785 | ||||||
Novartis AG - Sponsored ADR - ADR | 227,920 | 19,806,248 | ||||||
Pargesa Holding SA | 1,477 | 113,609 | ||||||
Partners Group Holding AG | 706 | 542,177 | ||||||
Roche Holding AG | 441,842 | 128,648,798 | ||||||
Schindler Holding AG | 744 | 165,982 | ||||||
Schindler Holding AG Participation Certificate | 153,725 | 34,401,701 | ||||||
SGS SA | 194 | 480,911 | ||||||
Sika AG | 226,042 | 33,072,627 | ||||||
Sonova Holding AG | 2,100 | 488,630 | ||||||
STMicroelectronics NV | 25,879 | 500,805 | ||||||
Straumann Holding AG | 375 | 306,731 | ||||||
Swatch Group AG - BR | 1,083 | 287,538 | ||||||
Swatch Group AG - REG | 2,356 | 118,400 | ||||||
Swiss Life Holding AG | 1,411 | 674,599 | ||||||
Swiss Prime Site AG | 3,134 | 306,707 | ||||||
Swiss Re AG | 12,477 | 1,301,898 | ||||||
Swisscom AG | 1,084 | 534,816 | ||||||
Temenos AG | 2,448 | 409,918 | ||||||
u-blox Holding AG | 52,152 | 3,765,604 | ||||||
UBS Group AG | 2,078,386 | 23,598,911 | ||||||
Vifor Pharma AG | 1,632 | 260,841 | ||||||
Zurich Insurance Group AG | 78,643 | 30,120,895 | ||||||
|
| |||||||
869,042,489 | ||||||||
|
| |||||||
Taiwan 1.75% | ||||||||
Catcher Technology Co. Ltd. | 986,000 | 7,464,127 | ||||||
Hon Hai Precision Industry Co. Ltd. | 6,340,400 | 14,960,927 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 5,347,000 | 47,489,565 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 2,598,036 | 120,756,713 | ||||||
|
| |||||||
190,671,332 | ||||||||
|
| |||||||
Thailand 0.12% | ||||||||
Thai Beverage PCL | 20,123,000 | 12,885,723 | ||||||
|
| |||||||
United Arab Emirates 0.00%(2) | ||||||||
NMC Health Plc | 3,413 | 113,752 | ||||||
|
| |||||||
United Kingdom 15.03% | ||||||||
3i Group Plc | 39,238 | 561,589 | ||||||
Admiral Group Plc | 634,275 | 16,493,987 | ||||||
Anglo American Plc | 43,424 | 997,970 | ||||||
Ashtead Group Plc | 17,277 | 480,465 | ||||||
ASOS Plc(1) | 291,491 | 8,875,251 | ||||||
Associated British Foods Plc | 12,864 | 364,165 | ||||||
AstraZeneca Plc | 1,054,077 | 94,117,599 | ||||||
Auto Trader Group Plc(3) | 5,358,457 | 33,585,015 | ||||||
Aviva Plc | 2,998,272 | 14,719,078 | ||||||
B&M European Value Retail SA | 2,463,770 | 11,487,807 | ||||||
BAE Systems Plc | 3,707,701 | 25,966,106 | ||||||
Barclays Plc | 7,399,254 | 13,633,137 | ||||||
Barratt Developments Plc | 40,816 | 324,922 | ||||||
Berkeley Group Holdings Plc | 4,693 | 240,960 | ||||||
BP Plc | 20,379,804 | 129,019,741 | ||||||
British American Tobacco Plc | 379,238 | 14,005,359 | ||||||
British American Tobacco Plc - ADR | 282,715 | 10,432,183 | ||||||
British Land Co. Plc | 36,763 | 264,466 | ||||||
BT Group Plc - Class A | 343,330 | 753,065 | ||||||
Bunzl Plc | 12,871 | 336,441 | ||||||
Burberry Group Plc | 951,544 | 25,417,296 | ||||||
Centrica Plc | 229,737 | 208,323 | ||||||
CNH Industrial NV | 37,034 | 377,122 | ||||||
Coca-Cola European Partners Plc | 8,936 | 495,501 | ||||||
Compass Group Plc | 2,302,579 | 59,251,640 | ||||||
Croda International Plc | 4,971 | 296,947 | ||||||
Diageo Plc | 583,373 | 23,830,978 | ||||||
Direct Line Insurance Group Plc | 56,842 | 209,719 | ||||||
easyJet Plc | 6,027 | 85,063 | ||||||
Farfetch Ltd. - Class A(1) | 570,295 | 4,927,349 |
Ferguson Plc | 8,683 | 633,692 | ||||||
Fiat Chrysler Automobiles NV | 40,849 | 529,313 | ||||||
G4S Plc | 54,615 | 127,195 | ||||||
GlaxoSmithKline Plc | 2,505,691 | 53,708,516 | ||||||
Halma Plc | 13,796 | 333,938 | ||||||
Hargreaves Lansdown Plc | 2,159,869 | 55,145,888 | ||||||
HomeServe Plc | 1,470,494 | 21,443,423 | ||||||
HSBC Holdings Plc | 10,080,763 | 77,241,429 | ||||||
Imperial Brands Plc | 39,185 | 879,946 | ||||||
Informa Plc | 52,120 | 545,849 | ||||||
InterContinental Hotels Group Plc | 6,626 | 413,498 | ||||||
Intertek Group Plc | 410,741 | 27,647,905 | ||||||
ITV Plc | 145,482 | 225,339 | ||||||
J Sainsbury Plc | 4,739,060 | 12,787,873 | ||||||
John Wood Group Plc | 7,220,011 | 33,660,506 | ||||||
Johnson Matthey Plc | 664,465 | 24,957,908 | ||||||
Jupiter Fund Management Plc | 3,126,492 | 13,666,214 | ||||||
Kingfisher Plc | 14,620,523 | 37,156,397 | ||||||
Land Securities Group Plc | 29,873 | 314,624 | ||||||
Legal & General Group Plc | 243,729 | 743,939 | ||||||
Lloyds Banking Group Plc | 81,412,172 | 53,969,795 | ||||||
London Stock Exchange Group Plc | 11,786 | 1,058,380 | ||||||
Marks & Spencer Group Plc | 76,704 | 173,732 | ||||||
Meggitt Plc | 31,329 | 244,398 | ||||||
Melrose Industries Plc | 181,358 | 449,312 | ||||||
Merlin Entertainments Plc(3) | 25,352 | 141,063 | ||||||
Micro Focus International Plc | 13,808 | 194,033 | ||||||
Mondi Plc | 17,644 | 337,837 | ||||||
National Grid Plc | 1,605,131 | 17,379,249 | ||||||
Next Plc | 5,545 | 421,506 | ||||||
Ocado Group Plc(1) | 17,614 | 286,504 | ||||||
Pearson Plc | 32,527 | 294,961 | ||||||
Persimmon Plc | 13,534 | 360,954 | ||||||
Prudential Plc | 104,573 | 1,894,992 | ||||||
Reckitt Benckiser Group Plc | 26,267 | 2,050,912 |
RELX Plc | 72,383 | 1,719,076 | ||||||
Rentokil Initial Plc | 70,819 | 407,169 | ||||||
Rightmove Plc | 6,436,107 | 43,548,216 | ||||||
Rio Tinto Ltd. | 15,213 | 952,865 | ||||||
Rio Tinto Plc | 46,710 | 2,428,107 | ||||||
Rolls-Royce Holdings Plc | 63,281 | 614,892 | ||||||
Royal Bank of Scotland Group Plc | 6,804,836 | 17,344,780 | ||||||
RSA Insurance Group Plc | 40,213 | 263,842 | ||||||
Sage Group Plc | 41,743 | 354,739 | ||||||
Schroders Plc | 5,013 | 189,486 | ||||||
Segro Plc | 42,132 | 420,033 | ||||||
Severn Trent Plc | 9,595 | 255,393 | ||||||
Smith & Nephew Plc | 1,844,365 | 44,415,850 | ||||||
Smiths Group Plc | 14,553 | 280,812 | ||||||
Sophos Group Plc(3) | 3,733,880 | 18,390,164 | ||||||
Spirax-Sarco Engineering Plc | 2,669 | 257,141 | ||||||
SSE Plc | 3,812,127 | 58,317,324 | ||||||
St Jamess Place Plc | 19,441 | 233,830 | ||||||
Standard Chartered Plc | 2,226,186 | 18,686,443 | ||||||
Standard Life Aberdeen Plc | 99,500 | 349,456 | ||||||
Taylor Wimpey Plc | 133,330 | 264,651 | ||||||
TechnipFMC Plc | 874,525 | 21,111,033 | ||||||
Tesco Plc | 58,994,245 | 174,414,864 | ||||||
Trainline Plc(1)(3) | 5,383,117 | 27,732,819 | ||||||
Travis Perkins Plc | 1,680,378 | 26,654,331 | ||||||
Unilever NV | 54,078 | 3,247,243 | ||||||
Unilever Plc | 41,178 | 2,474,879 | ||||||
Unilever Plc - ADR | 488,120 | 29,336,012 | ||||||
United Utilities Group Plc | 27,498 | 279,119 | ||||||
Vodafone Group Plc | 59,210,341 | 117,965,128 | ||||||
Weir Group Plc | 1,900,503 | 33,292,461 | ||||||
Whitbread Plc | 4,888 | 257,984 | ||||||
Willis Towers Watson Plc | 38,794 | 7,486,078 | ||||||
Wm Morrison Supermarkets Plc | 98,477 | 242,473 | ||||||
WPP Plc | 4,026,596 | 50,418,485 | ||||||
|
| |||||||
1,637,787,442 | ||||||||
|
|
United States 1.66% | ||||||||
Carnival Plc | 6,416 | 265,496 | ||||||
Mettler-Toledo International, Inc.(1) | 108,954 | 76,747,197 | ||||||
Mylan NV(1) | 736,142 | 14,560,889 | ||||||
ResMed, Inc. | 416,519 | 56,275,882 | ||||||
Schlumberger Ltd. | 955,640 | 32,654,220 | ||||||
|
| |||||||
180,503,684 | ||||||||
|
| |||||||
Total Common Stocks (Cost: $10,065,163,176) | 10,458,499,152 | |||||||
|
| |||||||
PREFERRED STOCKS 0.23% | ||||||||
Germany 0.23% | ||||||||
Bayerische Motoren Werke AG | 2,242 | 124,549 | ||||||
Fuchs Petrolub SE | 2,393 | 89,747 | ||||||
Henkel AG & Co. KGaA | 6,676 | 660,584 | ||||||
Porsche Automobil Holding SE | 6,123 | 396,935 | ||||||
Sartorius AG | 1,289 | 234,998 | ||||||
Volkswagen AG | 137,005 | 23,302,535 | ||||||
|
| |||||||
24,809,348 | ||||||||
|
| |||||||
Total Preferred Stocks (Cost: $22,009,064) | 24,809,348 | |||||||
|
| |||||||
RIGHTS 0.00%(2) | ||||||||
Australia 0.00%(2) | ||||||||
Harvey Norman Holdings Ltd., expires 10/11/2019(1) | 536 | $ | 649 | |||||
|
| |||||||
Total Rights (Cost: $549) | 649 | |||||||
|
| |||||||
SHORT-TERM INVESTMENTS 3.34% | ||||||||
Money Market Funds 3.26% | ||||||||
Goldman Sachs Financial Square Government Fund - Class I, 1.84%(4) | 355,276,653 | $ | 355,276,653 | |||||
|
| |||||||
Total Money Market Funds (Cost: $355,276,653) | 355,276,653 | |||||||
|
|
Principal Amount | Value | |||||||
Time Deposits 0.08% | ||||||||
BBVA, Madrid, 1.40% due 10/01/2019 | $ | 608,825 | 608,825 | |||||
BNP Paribas, Paris, -0.67% due 10/01/2019 | EUR | 325,184 | 354,434 | |||||
BNP Paribas, Paris, 2.45% due 10/02/2019 | HKD | 1,019,573 | 130,086 | |||||
Brown Brothers Harriman, -1.62% due 10/01/2019 | CHF | 125,098 | 125,342 | |||||
Brown Brothers Harriman, -0.85% due 10/01/2019 | DKK | 357,653 | 52,213 | |||||
Brown Brothers Harriman, -0.67% due 10/01/2019 | EUR | 96 | 104 | |||||
Brown Brothers Harriman, -0.51% due 10/01/2019 | SEK | 332,552 | 33,782 | |||||
Brown Brothers Harriman, 0.25% due 10/01/2019 | AUD | 1,581,463 | 1,067,408 | |||||
Brown Brothers Harriman, 0.38% due 10/01/2019 | GBP | 27 | 33 | |||||
Brown Brothers Harriman, 0.50% due 10/01/2019 | NOK | 314,709 | 34,592 | |||||
Brown Brothers Harriman, 0.65% due 10/01/2019 | NZD | 35,088 | 21,972 | |||||
Brown Brothers Harriman, 0.84% due 10/01/2019 | SGD | 19,124 | 13,836 | |||||
Brown Brothers Harriman, 0.89% due 10/01/2019 | CAD | 63,026 | 47,573 | |||||
Brown Brothers Harriman, 2.45% due 10/02/2019 | HKD | 5,368 | 685 | |||||
Citibank, London, -0.67% due 10/01/2019 | EUR | 364,954 | 397,782 | |||||
Citibank, London, 0.38% due 10/01/2019 | GBP | 2,513,466 | 3,090,432 | |||||
Citibank, New York, 1.40% due 10/01/2019 | $ | 141,789 | 141,790 | |||||
Hong Kong & Shanghai Bank, 0.84% due 10/01/2019 | SGD | 3,710,947 | 2,684,909 | |||||
Sumitomo, Tokyo, -0.26% due 10/01/2019 | JPY | 15,850,337 | 146,593 | |||||
|
| |||||||
Total Time Deposits (Cost: $8,952,391) | 8,952,391 | |||||||
|
| |||||||
Total Short-Term Investments (Cost: $364,229,044) | 364,229,044 | |||||||
|
| |||||||
TOTAL INVESTMENTS IN SECURITIES 99.52% | ||||||||
(Cost: $10,451,401,833) | 10,847,538,193 | |||||||
|
| |||||||
OTHER ASSETS IN EXCESS OF LIABILITIES 0.48% | 52,195,694 | |||||||
|
| |||||||
TOTAL NET ASSETS 100.00% | $ | 10,899,733,887 | ||||||
|
|
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 |
(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 total $186,586,560, which represents 1.71% of total net assets. |
(4) | Represents annualized seven-day yield as of the close of the reporting period. |
COMMON STOCKS | % of Net Assets | |||
Financials | 15.77 | % | ||
Healthcare | 13.66 | % | ||
Industrials | 12.82 | % | ||
Consumer Discretionary | 12.29 | % | ||
Information Technology | 10.33 | % | ||
Communication Services | 9.72 | % | ||
Consumer Staples | 9.40 | % | ||
Energy | 5.70 | % | ||
Materials | 3.34 | % | ||
Utilities | 2.37 | % | ||
Real Estate | 0.55 | % | ||
|
| |||
Total Common Stocks | 95.95 | % | ||
|
| |||
PREFERRED STOCKS | ||||
Consumer Discretionary | 0.22 | % | ||
Consumer Staples | 0.01 | % | ||
Healthcare | 0.00 | % (1) | ||
Materials | 0.00 | % (1) | ||
|
| |||
Total Preferred Stocks | 0.23 | |||
|
| |||
RIGHTS | ||||
Consumer Discretionary | 0.00 | % (1) | ||
|
| |||
Total Rights | 0.00 | % (1) | ||
|
| |||
SHORT-TERM INVESTMENTS | 3.34 | % | ||
|
| |||
TOTAL INVESTMENTS | 99.52 | % | ||
OTHER ASSETS IN EXCESS OF LIABILITIES | 0.48 | % | ||
|
| |||
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.
Bridge Builder International Equity Fund
Notes to Schedule of Investments
September 30, 2019 (Unaudited)
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 Trusts 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 Advisers 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 Funds 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 Funds 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 days 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 service 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 services internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the days 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.
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.
Quantitative Information
The following tables represent the Funds valuation inputs as presented in the Schedule of Investments.
Bridge Builder International Equity Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Common Stocks | ||||||||||||||||
Communication Services | $ | 84,108,761 | $ | 975,712,232 | $ | | $ | 1,059,820,993 | ||||||||
Consumer Discretionary | 316,122,544 | 1,023,465,875 | | 1,339,588,419 | ||||||||||||
Consumer Staples | 138,021,109 | 887,293,814 | | 1,025,314,923 | ||||||||||||
Energy | 80,546,615 | 540,360,104 | | 620,906,719 | ||||||||||||
Financials | 154,883,315 | 1,563,787,380 | | 1,718,670,695 | ||||||||||||
Healthcare | 287,686,075 | 1,201,147,228 | | 1,488,833,303 | ||||||||||||
Industrials | 145,018,409 | 1,252,166,326 | | 1,397,184,735 | ||||||||||||
Information Technology | 362,770,283 | 762,877,774 | | 1,125,648,057 | ||||||||||||
Materials | 24,905,946 | 339,811,537 | | 364,717,483 | ||||||||||||
Real Estate | 835,032 | 58,909,410 | | 59,744,442 | ||||||||||||
Utilities | 98,168 | 257,971,215 | | 258,069,383 | ||||||||||||
Preferred Stocks | ||||||||||||||||
Consumer Discretionary | | 23,824,019 | | 23,824,019 | ||||||||||||
Consumer Staples | | 660,584 | | 660,584 | ||||||||||||
Health Care | | 234,998 | | 234,998 | ||||||||||||
Materials | | 89,747 | | 89,747 | ||||||||||||
Rights | ||||||||||||||||
Consumer Discretionary | 649 | | | 649 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Money Market Funds | 355,276,653 | | | 355,276,653 | ||||||||||||
Time Deposits | | 8,952,391 | | 8,952,391 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
Total Assets | $ | 1,950,273,559 | $ | 8,897,264,634 | $ | | $ | 10,847,538,193 |