Bridge Builder Core Bond Fund

Fund Profile

Fund profile

Tickers

BBTBX

Fund manager

Bridge Builder Small/Mid Cap Growth

Total assets

$18.74 bn

Liabilities

$597.93 mm

Net assets

$18.15 bn

Number of holdings

4.90 k

Top 200 of 4904 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	508.32 mm	4.63 k contracts	2.80	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC24 0.00000000	490.62 mm	2.36 k contracts	2.70	Interest rate derivative	N/A	USA
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000	353.80 mm	353.80 mm shares	1.95	Common equity	Long	USA
FUTURE CONTRACT ON US 10YR ULTRA FUT DEC24 0.00000000	169.64 mm	1.43 k contracts	0.93	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC24 0.00000000	164.11 mm	1.44 k contracts	0.90	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BOND 2.25000000	160.42 mm	206.99 mm shares	0.88	Debt	Long	USA
UNITED STATES TREASURY BOND 3.37500000	134.82 mm	149.40 mm shares	0.74	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	132.74 mm	131.23 mm shares	0.73	Debt	Long	USA
UNITED STATES TREASURY BOND 3.87500000	126.51 mm	131.40 mm shares	0.70	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	116.83 mm	115.33 mm shares	0.64	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	113.25 mm	111.85 mm shares	0.62	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	106.82 mm	104.75 mm shares	0.59	Debt	Long	USA
FUTURE CONTRACT ON US ULTRA BOND CBT DEC24 0.00000000	101.95 mm	766.00 contracts	0.56	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BOND 2.37500000	99.28 mm	127.48 mm shares	0.55	Debt	Long	USA
UNITED STATES TREASURY BOND 2.87500000	93.87 mm	119.86 mm shares	0.52	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.12500000	92.17 mm	93.33 mm shares	0.51	Debt	Long	USA
UNITED STATES TREASURY BOND 2.87500000	89.30 mm	107.56 mm shares	0.49	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.75000000	87.93 mm	91.18 mm shares	0.48	Debt	Long	USA
UNITED STATES TREASURY BOND 1.62500000	84.46 mm	143.59 mm shares	0.47	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.25000000	83.12 mm	90.46 mm shares	0.46	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	77.25 mm	75.28 mm shares	0.43	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.37500000	76.01 mm	80.00 mm shares	0.42	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.12500000	71.73 mm	75.53 mm shares	0.40	Debt	Long	USA
UNITED STATES TREASURY BOND 3.62500000	69.79 mm	76.75 mm shares	0.38	Debt	Long	USA
UNITED STATES TREASURY BOND 2.50000000	68.48 mm	89.60 mm shares	0.38	Debt	Long	USA
UNITED STATES TREASURY NOTE 0.75000000	67.35 mm	73.86 mm shares	0.37	Debt	Long	USA
UNITED STATES TREASURY NOTE REGD 3.62500000	61.12 mm	61.43 mm shares	0.34	Debt	Long	USA
UNITED STATES TREASURY BOND 4.12500000	59.42 mm	59.89 mm shares	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.75000000	54.21 mm	58.48 mm shares	0.30	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.62500000	53.92 mm	53.81 mm shares	0.30	Debt	Long	USA
UNITED STATES TREASURY BOND 1.87500000	52.39 mm	83.62 mm shares	0.29	Debt	Long	USA
UNITED STATES TREASURY BOND 3.00000000	48.77 mm	60.24 mm shares	0.27	Debt	Long	USA
UNITED STATES TREASURY BOND 2.37500000	48.19 mm	68.30 mm shares	0.27	Debt	Long	USA
GINNIE MAE II POOL P#MA7534 2.50000000	48.02 mm	54.48 mm shares	0.26	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	47.87 mm	46.98 mm shares	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 4.62500000	44.59 mm	41.11 mm shares	0.25	Debt	Long	USA
T-MOBILE USA INC REGD SER WI 3.87500000	43.07 mm	44.29 mm shares	0.24	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.75000000	42.98 mm	44.76 mm shares	0.24	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 5.57400000	42.89 mm	41.22 mm shares	0.24	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.62500000	42.41 mm	42.28 mm shares	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 3.00000000	40.92 mm	50.91 mm shares	0.23	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.87500000	40.75 mm	42.00 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	40.12 mm	39.04 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	39.69 mm	39.03 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.25000000	39.42 mm	40.00 mm shares	0.22	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.87500000	37.43 mm	39.60 mm shares	0.21	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	37.37 mm	37.11 mm shares	0.21	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75000000	37.22 mm	34.51 mm shares	0.21	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.50000000	37.21 mm	37.32 mm shares	0.21	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.37500000	35.97 mm	37.00 mm shares	0.20	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	35.05 mm	33.56 mm shares	0.19	Debt	Long	USA
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000	34.94 mm	46.25 mm shares	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 1.37500000	34.07 mm	50.20 mm shares	0.19	Debt	Long	USA
WI TREAS. NT/BD REGD 3.75000000	33.19 mm	33.14 mm shares	0.18	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4158 2.00000000	33.11 mm	39.72 mm shares	0.18	ABS-mortgage backed security	Long	USA
TBA GNMA2 30YR 10/01/39 5.5% 5.50000000	32.07 mm	31.76 mm shares	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4159 2.50000000	31.58 mm	36.21 mm shares	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.87500000	31.56 mm	33.90 mm shares	0.17	Debt	Long	USA
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000	31.00 mm	62.89 mm shares	0.17	Debt	Long	USA
NGC 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 6.89703000	29.72 mm	29.75 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	Jersey
FANNIE MAE POOL UMBS P#MA4281 2.00000000	29.58 mm	35.71 mm shares	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.37500000	29.14 mm	34.02 mm shares	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 2.37500000	29.10 mm	40.95 mm shares	0.16	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.00000000	29.06 mm	32.00 mm shares	0.16	Debt	Long	USA
ATLAS SENIOR LOAN FUND XXIII LTD SER 2024-23A CL A1 V/R REGD 144A P/P 6.86657000	28.95 mm	28.98 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	Jersey
FREDDIE MAC POOL UMBS P#SD8141 2.50000000	28.89 mm	33.24 mm shares	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4941 5.50000000	28.79 mm	28.45 mm shares	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.87500000	28.70 mm	32.50 mm shares	0.16	Debt	Long	USA
REGATTA XII FUNDING LTD SER 2019-1A CL ARR V/R REGD 144A 0.00000000	28.00 mm	28.00 mm shares	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UNITED STATES TREASURY BOND 2.25000000	27.99 mm	39.10 mm shares	0.15	Debt	Long	USA
GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000	27.89 mm	28.52 mm shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 1.87500000	27.69 mm	44.46 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75000000	27.52 mm	27.37 mm shares	0.15	Debt	Long	USA
BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A4 REGD 2.67300000	27.29 mm	30.00 mm shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#BM6492 V/R 1.50700000	27.01 mm	32.66 mm shares	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#QE1087 3.50000000	26.64 mm	28.23 mm shares	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.87500000	26.61 mm	27.58 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.50000000	26.25 mm	26.31 mm shares	0.14	Debt	Long	USA
FANNIE MAE POOL UMBS P#FS1836 2.50000000	26.25 mm	29.99 mm shares	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	25.73 mm	24.74 mm shares	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	25.51 mm	24.56 mm shares	0.14	Debt	Long	USA
UNITED STATES TREASURY BOND 3.87500000	25.45 mm	25.83 mm shares	0.14	Debt	Long	USA
Broadcom Pte. Ltd.	25.38 mm	24.64 mm shares	0.14	Debt	Long	USA
ILLINOIS ST REGD N/C B/E 5.10000000	24.89 mm	24.51 mm shares	0.14	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8214 3.50000000	24.64 mm	26.43 mm shares	0.14	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8200 4.00000000	24.60 mm	25.44 mm shares	0.14	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO REGD V/R 5.29900000	24.49 mm	23.67 mm shares	0.13	Debt	Long	USA
FNMA 30YR TBA 5.5% OCT 24 TO BE ANNOUNCED 5.50000000	24.37 mm	24.10 mm shares	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.50000000	24.22 mm	24.65 mm shares	0.13	Debt	Long	USA
WELLFLEET CLO 2020-1 LTD SER 2020-1A CL A1AR V/R REGD 144A P/P 6.50137000	23.99 mm	24.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UNITED STATES TREASURY NOTE 4.25000000	23.76 mm	23.09 mm shares	0.13	Debt	Long	USA
GINNIE MAE II POOL P#MA7473 3.00000000	23.64 mm	25.91 mm shares	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8090 2.00000000	23.32 mm	27.96 mm shares	0.13	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	23.20 mm	26.93 mm shares	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 1.37500000	23.10 mm	41.94 mm shares	0.13	Debt	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 SER 2024-5C1 CL A3 REGD 5.92800000	23.00 mm	21.80 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000	22.56 mm	25.60 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	22.49 mm	21.30 mm shares	0.12	Debt	Long	USA
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000	22.28 mm	21.76 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
BARINGS CLO LTD 2023-I SER LP-2A CL A V/R REGD 144A P/P 6.64362000	22.17 mm	22.15 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYNCHRONY CARD FUNDING LLC SER 2023-A1 CL A REGD 5.54000000	21.78 mm	21.33 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000	21.71 mm	20.58 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A3 REGD 3.74400000	21.59 mm	22.00 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000	21.44 mm	23.57 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4047 2.00000000	21.27 mm	25.50 mm shares	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.12500000	21.13 mm	21.58 mm shares	0.12	Debt	Long	USA
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000	21.06 mm	20.85 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000	20.97 mm	23.00 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4785 5.00000000	20.90 mm	20.89 mm shares	0.12	ABS-mortgage backed security	Long	USA
ANCHORAGE CAPITAL CLO 26 LTD SER 2023-26A CL A1 V/R REGD 144A P/P 7.47947000	20.81 mm	20.75 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000	20.78 mm	21.50 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 3.12500000	20.71 mm	24.94 mm shares	0.11	Debt	Long	USA
AKER BP ASA REGD 144A P/P 6.00000000	20.51 mm	19.57 mm shares	0.11	Debt	Long	Norway
UNITED STATES TREASURY BOND 3.62500000	20.49 mm	22.13 mm shares	0.11	Debt	Long	USA
USA TREASURY NTS 4.375% NTS 31/08/2028 USD 4.37500000	20.48 mm	19.91 mm shares	0.11	Debt	Long	USA
SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 7.07201000	20.30 mm	20.25 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000	20.26 mm	21.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 SER 2020-C58 CL A3 REGD 1.81000000	20.20 mm	23.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	20.05 mm	19.60 mm shares	0.11	Debt	Long	USA
VOYA CLO 2019-3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 6.62738000	20.03 mm	20.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELMWOOD CLO II LTD SER 2019-2A CL AR V/R REGD 144A P/P 6.69362000	20.02 mm	20.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UNITED STATES TREASURY BOND 2.25000000	19.79 mm	29.03 mm shares	0.11	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4306 2.50000000	19.66 mm	22.60 mm shares	0.11	ABS-mortgage backed security	Long	USA
BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A4 REGD 4.04700000	19.66 mm	20.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	19.62 mm	19.25 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	19.60 mm	19.42 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	19.59 mm	19.33 mm shares	0.11	Debt	Long	USA
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000	19.58 mm	20.21 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 SER 2016-NXS6 CL A3 REGD 2.64200000	19.41 mm	20.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000	19.41 mm	22.40 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000	19.38 mm	45.10 mm shares	0.11	Debt	Long	USA
BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000	19.34 mm	22.50 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000	19.18 mm	20.00 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4839 4.00000000	19.15 mm	19.94 mm shares	0.11	ABS-mortgage backed security	Long	USA
NEWMONT / NEWCREST FIN REGD SER WI 5.35000000	19.14 mm	18.26 mm shares	0.11	Debt	Long	USA
GINNIE MAE II POOL P#MA7767 2.50000000	19.06 mm	21.62 mm shares	0.11	ABS-mortgage backed security	Long	USA
PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000	18.95 mm	20.00 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY CAPITAL I TRUST 2016-UB11 SER 2016-UB11 CL A3 REGD 2.53100000	18.94 mm	19.53 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	18.90 mm	18.73 mm shares	0.10	Debt	Long	USA
BA The Boeing Company	18.81 mm	19.54 mm shares	0.10	Debt	Long	USA
FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000	18.81 mm	18.47 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 2.00000000	18.68 mm	25.41 mm shares	0.10	Debt	Long	USA
CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000	18.66 mm	20.85 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
SOUTHERN CALIF GAS CO REGD 5.05000000	18.58 mm	18.02 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4237 2.00000000	18.57 mm	22.29 mm shares	0.10	ABS-mortgage backed security	Long	USA
TRINITAS CLO XXVI LTD SER 2023-26A CL A1 V/R REGD 144A P/P 6.97201000	18.54 mm	18.50 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	Bermuda
BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000	18.50 mm	21.50 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
SOCIETE GENERALE REGD V/R 144A P/P 1.48800000	18.49 mm	19.30 mm shares	0.10	Debt	Long	France
CITIGROUP INC REGD V/R 1.12200000	18.48 mm	19.32 mm shares	0.10	Debt	Long	USA
CD 2019-CD8 MORTGAGE TRUST SER 2019-CD8 CL A3 REGD 2.65700000	18.41 mm	20.00 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA4333 2.00000000	18.19 mm	20.81 mm shares	0.10	ABS-mortgage backed security	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000	17.91 mm	17.34 mm shares	0.10	Debt	Long	USA
DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000	17.86 mm	20.60 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
HERTZ VEHICLE FINANCING LLC SER 2022-2A CL A REGD 144A P/P 2.33000000	17.81 mm	18.90 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.50000000	17.76 mm	17.02 mm shares	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25000000	17.72 mm	19.93 mm shares	0.10	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	17.72 mm	17.46 mm shares	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25000000	17.63 mm	17.30 mm shares	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75000000	17.62 mm	15.95 mm shares	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 3.12500000	17.62 mm	20.36 mm shares	0.10	Debt	Long	USA
BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A4 REGD 2.26380000	17.60 mm	20.00 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#QB1397 2.50000000	17.54 mm	20.29 mm shares	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	17.43 mm	16.91 mm shares	0.10	Debt	Long	USA
FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL A REGD 144A P/P 1.26600000	17.42 mm	18.00 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
GINNIE MAE II POOL P#MA7535 3.00000000	17.31 mm	18.97 mm shares	0.10	ABS-mortgage backed security	Long	USA
T AT&T Inc.	17.27 mm	16.45 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4732 4.00000000	17.24 mm	17.95 mm shares	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 0.87500000	17.22 mm	20.24 mm shares	0.09	Debt	Long	USA
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C23 CL A3 REGD 3.45100000	17.15 mm	17.30 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000	17.14 mm	16.60 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000	17.10 mm	19.50 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
ANGLO AMERICAN CAPITAL REGD 144A P/P 5.75000000	17.08 mm	16.36 mm shares	0.09	Debt	Long	UK
BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000	16.99 mm	17.30 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-1A CL A REGD 144A P/P 3.83000000	16.99 mm	17.30 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
C Citigroup Inc.	16.94 mm	19.27 mm shares	0.09	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R 6.49100000	16.76 mm	15.00 mm shares	0.09	Debt	Long	USA
BERRY GLOBAL INC REGD 1.57000000	16.75 mm	17.41 mm shares	0.09	Debt	Long	USA
FANNIE MAE POOL UMBS P#FS0896 3.00000000	16.71 mm	18.28 mm shares	0.09	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	16.65 mm	16.56 mm shares	0.09	Debt	Long	USA
MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A3 REGD 144A P/P 5.54000000	16.64 mm	16.25 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
BALBOA BAY LOAN FUNDING 2020-1 LTD SER 2020-1A CL AR V/R REGD 144A P/P 6.66362000	16.59 mm	16.58 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE POOL UMBS P#FS7594 2.50000000	16.56 mm	19.04 mm shares	0.09	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FS4720 2.50000000	16.47 mm	18.74 mm shares	0.09	ABS-mortgage backed security	Long	USA
TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000	16.26 mm	16.35 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 2.00000000	16.24 mm	25.21 mm shares	0.09	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4119 2.00000000	16.22 mm	19.49 mm shares	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.00000000	16.20 mm	24.86 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 2.75000000	16.15 mm	19.60 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75000000	15.93 mm	15.83 mm shares	0.09	Debt	Long	USA
FNMA 30YR TBA 5% OCT 24 TO BE ANNOUNCED 5.00000000	15.83 mm	15.85 mm shares	0.09	ABS-mortgage backed security	Long	USA
AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000	15.80 mm	15.60 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000	15.69 mm	15.12 mm shares	0.09	Debt	Long	Ireland
SOLV Solventum Corporation	15.53 mm	15.00 mm shares	0.09	Debt	Long	USA
ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 6.72517000	15.50 mm	15.50 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cigna Holding Co	15.38 mm	15.33 mm shares	0.08	Debt	Long	USA
FANNIE MAE POOL UMBS P#BY4714 5.00000000	15.37 mm	15.37 mm shares	0.08	ABS-mortgage backed security	Long	USA
TENNESSEE VALLEY AUTHORITY 4.37500000	15.32 mm	15.03 mm shares	0.08	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 2.68700000	15.18 mm	17.02 mm shares	0.08	Debt	Long	USA
Broadcom Pte. Ltd.	15.18 mm	17.92 mm shares	0.08	Debt	Long	USA
JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000	15.12 mm	15.96 mm shares	0.08	Debt	Long	USA