| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| US TREASURY N/B 4.000000% 01/31/2029 | 44.71 mm | 45.00 mm principal | 16.49 | Structured note | Long | USA |
| US TREASURY N/B 4.375000% 11/30/2028 | 25.19 mm | 25.00 mm principal | 9.29 | Structured note | Long | USA |
| US TREASURY N/B 4.000000% 02/29/2028 | 24.89 mm | 25.00 mm principal | 9.18 | Structured note | Long | USA |
|
TRI PARTY OVERNIGHT REPO REPURCHASE AGREEMENT
BNY MELLON
|
18.00 mm | 18.00 mm principal | 6.64 | Repurchase agreement | Long | USA |
| MOLEX ELECTRONIC TECHNOLOGIES LLC 144A 3.900000% 04/15/2025 | 9.96 mm | 10.03 mm principal | 3.67 | Debt | Long | USA |
| FEDERAL HOME LOAN BANK 5.050000% 10/24/2031 | 9.95 mm | 10.00 mm principal | 3.67 | Debt | Long | USA |
| US TREASURY N/B 3.875000% 10/15/2027 | 9.93 mm | 10.00 mm principal | 3.66 | Structured note | Long | USA |
| VERIZON MASTER TRUST VZMT 2023-4 C | 9.79 mm | 9.70 mm principal | 3.61 | ABS-mortgage backed security | Long | USA |
| KD Kyndryl Holdings, Inc. | 7.58 mm | 8.00 mm principal | 2.79 | Debt | Long | USA |
| CRWD CrowdStrike Holdings, Inc. | 6.63 mm | 7.29 mm principal | 2.44 | Debt | Long | USA |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 C | 5.06 mm | 5.00 mm principal | 1.87 | ABS-mortgage backed security | Long | USA |
| DAL Delta Air Lines, Inc. | 5.04 mm | 5.00 mm principal | 1.86 | Debt | Long | USA |
| FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 B | 5.00 mm | 5.00 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
| PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022-1 LLC PWNE 2022-1 C | 4.97 mm | 5.00 mm principal | 1.83 | ABS-mortgage backed security | Long | USA |
| COF Capital One Financial Corporation | 4.96 mm | 5.00 mm principal | 1.83 | Debt | Long | USA |
| CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST CFCC 2021-A A | 4.95 mm | 5.00 mm principal | 1.83 | ABS-mortgage backed security | Long | USA |
| IT Gartner, Inc. | 4.67 mm | 5.00 mm principal | 1.72 | Debt | Long | USA |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 D | 4.65 mm | 4.78 mm principal | 1.72 | ABS-mortgage backed security | Long | USA |
| PRESTIGE AUTO RECEIVABLES TRUST 2023-2 PART 2023-2A C | 4.39 mm | 4.25 mm principal | 1.62 | ABS-mortgage backed security | Long | USA |
| COF Capital One Financial Corporation | 4.03 mm | 4.00 mm principal | 1.49 | Debt | Long | USA |
| HYUNDAI CAPITAL AMERICA 144A 5.300000% 01/08/2029 | 4.03 mm | 4.00 mm principal | 1.49 | Debt | Long | USA |
| DT AUTO OWNER TRUST 2022-2 DTAOT 2022-2A D | 4.00 mm | 4.00 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
| PRESTIGE AUTO RECEIVABLES TRUST 2021-1 PART 2021-1A D | 3.84 mm | 4.00 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
| BXG RECEIVABLES NOTE TRUST 2023-A BXGNT 2023-A A | 3.44 mm | 3.40 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A D | 3.08 mm | 3.00 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
| HILTON GRAND VACATIONS TRUST 2024-3 HGVT 2024-3A A | 3.00 mm | 3.00 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
| COPT DEFENSE PROPERTIES LP 2.250000% 03/15/2026 | 2.89 mm | 3.00 mm principal | 1.06 | Debt | Long | USA |
| TFCF Twenty-First Century Fox Inc | 2.79 mm | 3.00 mm principal | 1.03 | Debt | Long | USA |
| HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A C | 2.16 mm | 2.15 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
| OPORTUN ISSUANCE TRUST 2022-3 OPTN 2022-A C | 2.04 mm | 2.03 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2024-A A | 2.03 mm | 2.00 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-3 C | 2.02 mm | 2.00 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
| JPMORGAN CHASE & CO 4.995000% 07/22/2030 | 2.01 mm | 2.00 mm principal | 0.74 | Debt | Long | USA |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A D | 1.96 mm | 2.00 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC USRE 2021-1 A1 | 1.83 mm | 2.00 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
| VFI ABS 2023-1 LLC VFI 2023-1A A | 1.83 mm | 1.81 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 D | 1.57 mm | 1.50 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
| FLAGSHIP CREDIT AUTO TRUST 2022-4 FCAT 2022-4 B | 1.52 mm | 1.50 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
| CLI FUNDING VI LLC CLIF 2020-1A A | 1.34 mm | 1.46 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
| LENDBUZZ SECURITIZATION TRUST 2024-2 LBZZ 2024-2A B | 1.28 mm | 1.25 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
| TSLX Sixth Street Specialty Lending, Inc. | 1.25 mm | 1.20 mm principal | 0.46 | Debt | Long | USA |
| WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C | 1.22 mm | 1.25 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
| OPORTUN ISSUANCE TRUST 2021-B OPTN 2021-B A | 1.21 mm | 1.24 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
| BENCHMARK 2020-B19 MORTGAGE TRUST BMARK 2020-B19 A2 | 1.19 mm | 1.22 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A C | 1.07 mm | 1.07 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
| GENESIS SALES FINANCE MASTER TRUST GSFMT 2021-AA A | 1.02 mm | 1.03 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
| QUANTA SERVICE INC COMMERCIAL PAPER (ISITC) | 999.28 k | 1.00 mm principal | 0.37 | ABS-asset backed commercial paper | Long | USA |
| DENTSPLY SIRONA INC COMMERCIAL PAPER (ISITC) | 997.89 k | 1.00 mm principal | 0.37 | ABS-asset backed commercial paper | Long | USA |
| BROOKFIELD INFRASTRUCTURE COMMERCIAL PAPER (ISITC) | 995.39 k | 1.00 mm principal | 0.37 | ABS-asset backed commercial paper | Long | USA |
| AQUA FINANCE TRUST 2021-A AQFIT 2021-A B | 850.44 k | 1.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-2 CHASE 2024-2 A6 | 821.42 k | 815.43 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
| HILTON GRAND VACATIONS TRUST 2024-1B HGVT 2024-1B B | 603.45 k | 602.92 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
| CP EF ASSET SECURITIZATION I LLC CPEF 2022-1A A | 592.96 k | 592.63 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
| MOSAIC SOLAR LOAN TRUST 2021-3 MSAIC 2021-3A B | 473.91 k | 643.67 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
| COMMONBOND STUDENT LOAN TRUST 2017-A-GS CBSLT 2017-AGS A1 | 316.85 k | 339.22 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022- ARIVO 2022-1A A | 178.21 k | 179.37 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
| OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A A | 159.58 k | 161.23 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
| BHG SECURITIZATION TRUST 2021-B BHG 2021-B A | 145.98 k | 146.97 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
| MOSAIC SOLAR LOANS 2017-1 LLC MSAIC 2017-1A A | 144.06 k | 148.69 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
| BROWN BROTHERS HARRIMAN SWEEP INTEREST | 119.14 k | 119.14 k principal | 0.04 | Short-term investment vehicle | Long | USA |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 GCAR 2021-2A D | 16.52 k | 16.84 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
