Full & Historical Holdings
Intermediate Income Trust
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| Based on Market Value | Based on Equivalent Exposure | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| CUSIP/SEDOL | Ticker |
Securities
(on 03-31-24)
|
Shares or Par Amount | Value | Percent of Net Assets | Value | Percent of Net Assets | Market Cap ($mm) | GICS Sectors | Country | |
| FVM24F00 | FVM24F00 | UST Bond 5Yr Future JUN 28 24 | 402 | $0.00 | 0.00% | $43,020,281.25 | 13.20% | - | U.S. Governments | United States | |
| TYM24F00 | TYM24F00 | UST Bond 10Yr Future JUN 18 24 | 152 | $0.00 | 0.00% | $16,841,125.00 | 5.17% | - | U.S. Governments | United States | |
| 912828J2 | 912828J2 | US Treasury Note 2% FEB 15 25 | 9,900,000 | $9,661,859.88 | 2.96% | $9,661,859.88 | 2.96% | - | U.S. Governments | United States | |
| 91282CEC | 91282CEC | US Treasury Note 1.875% FEB 28 27 | 10,066,500 | $9,382,976.44 | 2.88% | $9,382,976.44 | 2.88% | - | U.S. Governments | United States | |
| 912828D5 | 912828D5 | US Treasury Note 2.375% AUG 15 24 | 9,230,000 | $9,156,298.85 | 2.81% | $9,156,298.85 | 2.81% | - | U.S. Governments | United States | |
| 912828YU | 912828YU | US Treasury Note 1.625% NOV 30 26 | 7,750,000 | $7,242,557.64 | 2.22% | $7,242,557.63 | 2.22% | - | U.S. Governments | United States | |
| 912828U2 | 912828U2 | US Treasury Note 2% NOV 15 26 | 6,254,000 | $5,918,362.94 | 1.82% | $5,918,362.94 | 1.82% | - | U.S. Governments | United States | |
| 912828ZV | 912828ZV | US Treasury Note 0.5% JUN 30 27 | 6,500,000 | $5,750,558.04 | 1.76% | $5,750,558.04 | 1.76% | - | U.S. Governments | United States | |
| 61746BDZ | 61746BDZ | Morgan Stanley 3.875% JAN 27 26 | 5,400,000 | $5,311,622.19 | 1.63% | $5,311,622.19 | 1.63% | - | Corporate Debt | United States | |
| 912828K7 | 912828K7 | US Treasury Note 2% AUG 15 25 | 5,225,000 | $5,042,268.54 | 1.55% | $5,042,268.54 | 1.55% | - | U.S. Governments | United States | |
| 91282CAL | 91282CAL | US Treasury Note 0.375% SEP 30 27 | 5,672,000 | $4,946,884.06 | 1.52% | $4,946,884.07 | 1.52% | - | U.S. Governments | United States | |
| 912828M5 | 912828M5 | US Treasury Note 2.25% NOV 15 25 | 5,086,000 | $4,928,924.79 | 1.51% | $4,928,924.79 | 1.51% | - | U.S. Governments | United States | |
| 912828Z9 | 912828Z9 | US Treasury Note 1.5% FEB 15 30 | 5,043,500 | $4,345,591.39 | 1.33% | $4,345,591.39 | 1.33% | - | U.S. Governments | United States | |
| 912828YS | 912828YS | US Treasury Note 1.75% NOV 15 29 | 4,500,000 | $3,992,140.92 | 1.22% | $3,992,140.91 | 1.22% | - | U.S. Governments | United States | |
| 912828X8 | 912828X8 | US Treasury Note 2.375% MAY 15 27 | 4,075,000 | $3,871,330.44 | 1.19% | $3,871,330.44 | 1.19% | - | U.S. Governments | United States | |
| 91282CFV | 91282CFV | US Treasury Note 4.125% NOV 15 32 | 3,400,000 | $3,429,929.50 | 1.05% | $3,429,929.51 | 1.05% | - | U.S. Governments | United States | |
| 21036PBB | 21036PBB | Constellation Brands Inc 4.4% NOV 15 25 | 3,306,000 | $3,310,696.25 | 1.02% | $3,310,696.25 | 1.02% | - | Corporate Debt | United States | |
| 01959EAC | 01959EAC | Allied World Assurance Co Holdings Ltd 4.35% OCT 29 25 | 3,110,000 | $3,091,184.64 | 0.95% | $3,091,184.65 | 0.95% | - | Corporate Debt | United States | |
| 286181AF | 286181AF | Element Fleet Management Corp 144A 1.6% APR 06 24 | 2,990,000 | $3,011,692.00 | 0.92% | $3,011,691.99 | 0.92% | - | Corporate Debt | Canada | |
| 12594KAB | 12594KAB | CNH Industrial NV 3.85% NOV 15 27 | 3,066,000 | $2,988,808.10 | 0.92% | $2,988,808.10 | 0.92% | - | Corporate Debt | United States | |
| 75884RBA | 75884RBA | Regency Centers LP 3.7% JUN 15 30 | 3,000,000 | $2,799,136.03 | 0.86% | $2,799,136.03 | 0.86% | - | Corporate Debt | United States | |
| 87172NBE | 87172NBE | Syracuse Industrial Development Agency NY Txbl-Carousel Ctr Proj-Ser B 5.000 JAN 01 36 | 3,635,000 | $2,797,408.76 | 0.86% | $2,797,408.76 | 0.86% | - | Municipal | United States | |
| 361841AQ | 361841AQ | GLP Capital LP 4% JAN 15 31 | 3,055,000 | $2,751,824.08 | 0.84% | $2,751,824.07 | 0.84% | - | Corporate Debt | United States | |
| 337932AH | 337932AH | FirstEnergy Corp 4.15% JUL 15 27 | 2,827,000 | $2,736,116.22 | 0.84% | $2,736,116.22 | 0.84% | - | Corporate Debt | United States | |
| 756109BH | 756109BH | Realty Income Corp 3.4% JAN 15 28 | 2,875,000 | $2,733,576.84 | 0.84% | $2,733,576.85 | 0.84% | - | Corporate Debt | United States | |
| 465685AQ | 465685AQ | ITC Holdings Corp 2.95% MAY 14 30 | 3,000,000 | $2,677,198.92 | 0.82% | $2,677,198.92 | 0.82% | - | Corporate Debt | United States | |
| 741503BC | 741503BC | Booking Holdings Inc 3.55% MAR 15 28 | 2,737,000 | $2,614,899.94 | 0.80% | $2,614,899.93 | 0.80% | - | Corporate Debt | United States | |
| 53944YAR | 53944YAR | Lloyds Banking Group PLC FRB MAR 18 26 | 2,546,000 | $2,493,932.90 | 0.77% | $2,493,932.90 | 0.77% | - | Corporate Debt | United Kingdom | |
| 92840VAK | 92840VAK | Vistra Operations Co LLC 144A 4.875% MAY 13 24 | 2,446,000 | $2,487,079.60 | 0.76% | $2,487,079.59 | 0.76% | - | Corporate Debt | United States | |
| 11271LAH | 11271LAH | Brookfield Finance Inc 2.724% ARP 15 31 | 2,844,000 | $2,456,858.53 | 0.75% | $2,456,858.53 | 0.75% | - | Corporate Debt | Canada | |
| 531546AB | 531546AB | Liberty Utilities Finance GP 1 144A 2.05% SEP 15 30 | 3,000,000 | $2,432,334.03 | 0.75% | $2,432,334.03 | 0.75% | - | Corporate Debt | United States | |
| 46647PBH | 46647PBH | JPMorgan Chase & Co FRB MAR 13 26 | 2,500,000 | $2,419,418.60 | 0.74% | $2,419,418.60 | 0.74% | - | Corporate Debt | United States | |
| 87264ABF | 87264ABF | T-Mobile USA Inc 3.875% APR 15 30 | 2,500,000 | $2,386,626.26 | 0.73% | $2,386,626.26 | 0.73% | - | Corporate Debt | United States | |
| 21871XAF | 21871XAF | Corebridge Financial Inc 3.85% APR 05 29 | 2,500,000 | $2,384,503.26 | 0.73% | $2,384,503.26 | 0.73% | - | Corporate Debt | United States | |
| 90352JAC | 90352JAC | UBS Group AG 144A 4.253% MAR 23 28 | 2,449,000 | $2,363,657.94 | 0.73% | $2,363,657.94 | 0.73% | - | Corporate Debt | Switzerland | |
| 363060DW | 363060DW | Gainesville Hospital District TX Txbl-Ref-Ser A 5.711 AUG 15 33 | 2,330,000 | $2,356,324.78 | 0.72% | $2,356,324.78 | 0.72% | - | Municipal | United States | |
| 91282CDY | 91282CDY | US Treasury Note 1.875% FEB 15 32 | 2,705,500 | $2,291,501.38 | 0.70% | $2,291,501.37 | 0.70% | - | U.S. Governments | United States | |
| 253393AF | 253393AF | Dick's Sporting Goods Inc 3.15% JAN 15 32 | 2,631,000 | $2,262,256.22 | 0.69% | $2,262,256.22 | 0.69% | - | Corporate Debt | United States | |
| 55903VBC | 55903VBC | Warnermedia Holdings Inc 4.279% MAR 15 32 | 2,524,000 | $2,259,334.29 | 0.69% | $2,259,334.29 | 0.69% | - | Corporate Debt | United States | |
| 11120VAJ | 11120VAJ | Brixmor Operating Partnership LP 4.05% JUL 01 30 | 2,349,000 | $2,202,524.12 | 0.68% | $2,202,524.11 | 0.68% | - | Corporate Debt | United States | |
| 59447TXW | 59447TXW | Michigan Finance Authority Txbl-Ref-Trinity Hlth Credit G 3.084 DEC 01 34 | 2,500,000 | $2,200,024.00 | 0.68% | $2,200,024.00 | 0.68% | - | Municipal | United States | |
| 05401AAP | 05401AAP | Avolon Holdings Funding Ltd 144A 2.75% FEB 21 28 | 2,336,000 | $2,097,272.68 | 0.64% | $2,097,272.68 | 0.64% | - | Corporate Debt | Ireland | |
| 07274EAK | 07274EAK | Bayer US Finance LLC 144A 6.375% NOV 21 30 | 2,000,000 | $2,091,060.45 | 0.64% | $2,091,060.45 | 0.64% | - | Corporate Debt | Germany | |
| 60687YCT | 60687YCT | Mizuho Financial Group Inc 5.754% MAY 27 34 | 2,000,000 | $2,090,104.37 | 0.64% | $2,090,104.37 | 0.64% | - | Corporate Debt | Japan | |
| 06051GJS | 06051GJS | Bank of America Corp FRB JUL 22 27 | 2,224,000 | $2,057,807.48 | 0.63% | $2,057,807.49 | 0.63% | - | Corporate Debt | United States | |
| 75968NAE | 75968NAE | RenaissanceRe Holdings Ltd 5.75% JUN 05 33 | 2,000,000 | $2,053,588.52 | 0.63% | $2,053,588.52 | 0.63% | - | Corporate Debt | Bermuda | |
| 251526CG | 251526CG | Deutsche Bank AG/New York NY FRB APR 01 25 | 2,012,000 | $2,026,556.82 | 0.62% | $2,026,556.82 | 0.62% | - | Corporate Debt | Germany | |
| 05526DBP | 05526DBP | BAT Capital Corp 4.7% APR 02 27 | 2,000,000 | $2,013,465.89 | 0.62% | $2,013,465.89 | 0.62% | - | Corporate Debt | United Kingdom | |
| 904678AU | 904678AU | UniCredit SpA 144A FRB SEP 22 26 | 2,088,000 | $1,989,986.59 | 0.61% | $1,989,986.59 | 0.61% | - | Corporate Debt | Italy | |
| 46647PCC | 46647PCC | JPMorgan Chase & Co FRB APR 22 32 | 2,250,000 | $1,927,871.14 | 0.59% | $1,927,871.14 | 0.59% | - | Corporate Debt | United States | |
| 14040HDC | 14040HDC | Capital One Financial Corp FRB OCT 30 31 | 1,677,000 | $1,905,511.23 | 0.58% | $1,905,511.23 | 0.58% | - | Corporate Debt | United States | |
| 718172CX | 718172CX | Philip Morris International Inc 5.75% NOV 17 32 | 1,773,000 | $1,868,422.72 | 0.57% | $1,868,422.71 | 0.57% | - | Corporate Debt | United States | |
| 05609GAC | 05609GAC | BXMT 2021-FL4 Ltd 144A 1.42% MAY 15 38 | 2,000,000 | $1,860,276.03 | 0.57% | $1,860,276.03 | 0.57% | - | Commercial Mortgage-Backed Securities | United States | |
| TUM24F00 | TUM24F00 | UST Bond 2Yr Future JUN 28 24 | 9 | $0.00 | 0.00% | $1,840,359.38 | 0.56% | - | U.S. Governments | United States | |
| 108555GF | 108555GF | Village of Bridgeview IL IL Taxable-Stadium & Redev Projs 5.060 DEC 01 25 | 1,835,000 | $1,836,605.56 | 0.56% | $1,836,605.56 | 0.56% | - | Municipal | United States | |
| 378272AQ | 378272AQ | Glencore Funding LLC 144A 3.875% OCT 27 27 | 1,887,000 | $1,831,281.40 | 0.56% | $1,831,281.40 | 0.56% | - | Corporate Debt | Australia | |
| 79588TAE | 79588TAE | Sammons Financial Group Inc 144A 4.75% APR 08 32 | 2,000,000 | $1,804,194.86 | 0.55% | $1,804,194.86 | 0.55% | - | Corporate Debt | United States | |
| 57563RRZ | 57563RRZ | Massachusetts Educational Financing Authority MA Txbl-Senior-Ser A 2.641 JUL 01 37 | 2,000,000 | $1,792,642.20 | 0.55% | $1,792,642.20 | 0.55% | - | Municipal | United States | |
| 853254CQ | 853254CQ | Standard Chartered PLC 144A 6.17% JAN 09 27 | 1,750,000 | $1,789,831.24 | 0.55% | $1,789,831.24 | 0.55% | - | Corporate Debt | United Kingdom | |
| 04316JAF | 04316JAF | Arthur J Gallagher & Co 6.5% FEB 15 34 | 1,626,000 | $1,762,055.93 | 0.54% | $1,762,055.93 | 0.54% | - | Corporate Debt | United States | |
| 54750AAB | 54750AAB | Low Income Investment Fund 3.711% JUL 01 29 | 1,905,000 | $1,750,982.33 | 0.54% | $1,750,982.33 | 0.54% | - | Corporate Debt | United States | |
| 47216QAB | 47216QAB | JDE Peet's NV 144A 1.375% JAN 15 27 | 1,931,000 | $1,742,215.95 | 0.53% | $1,742,215.95 | 0.53% | - | Corporate Debt | Netherlands | |
| 960386AM | 960386AM | Westinghouse Air Brake Technologies Corp FRB SEP 15 28 | 1,760,000 | $1,734,812.12 | 0.53% | $1,734,812.13 | 0.53% | - | Corporate Debt | United States | |
| 286181AH | 286181AH | Element Fleet Management Corp 144A 6.271% JUN 26 26 | 1,685,000 | $1,732,548.16 | 0.53% | $1,732,548.16 | 0.53% | - | Corporate Debt | Canada | |
| 69335PFC | 69335PFC | PFS Financing Corp 144A 6.169% JAN 15 28 | 1,700,000 | $1,710,717.77 | 0.52% | $1,710,717.77 | 0.52% | - | Asset Backed Securities | United States | |
| 91412HGG | 91412HGG | UNIV OF CALIFORNIA S'20BG TXBL | 2,010,000 | $1,707,924.60 | 0.52% | $1,707,924.60 | 0.52% | - | Municipal | United States | |
| 55608JAR | 55608JAR | Macquarie Group Ltd 144A FRB JAN 12 27 | 1,784,000 | $1,659,912.93 | 0.51% | $1,659,912.93 | 0.51% | - | Corporate Debt | Australia | |
| 775109CG | 775109CG | Rogers Communications Inc 3.2% MAR 15 27 | 1,739,000 | $1,653,264.53 | 0.51% | $1,653,264.54 | 0.51% | - | Corporate Debt | Canada | |
| 09659W2T | 09659W2T | BNP Paribas SA 144A FRB JAN 20 28 | 1,723,000 | $1,604,223.67 | 0.49% | $1,604,223.66 | 0.49% | - | Corporate Debt | France | |
| 758750AD | 758750AD | Regal Rexnord Corp 144A 6.05% APR 15 28 | 1,533,000 | $1,596,865.46 | 0.49% | $1,596,865.46 | 0.49% | - | Corporate Debt | United States | |
| 808513CD | 808513CD | Charles Schwab Corp FRB MAY 19 29 | 1,535,000 | $1,590,064.94 | 0.49% | $1,590,064.93 | 0.49% | - | Corporate Debt | United States | |
| 224044CR | 224044CR | Cox Communications Inc 144A 5.45% SEP 15 28 | 1,559,000 | $1,581,910.52 | 0.49% | $1,581,910.52 | 0.49% | - | Corporate Debt | United States | |
| 12595EAD | 12595EAD | COMM 2017-COR2 Mortgage Trust 3.51% SEP 10 50 | 1,676,352 | $1,571,180.36 | 0.48% | $1,571,180.36 | 0.48% | - | Commercial Mortgage-Backed Securities | United States | |
| 034863AR | 034863AR | Anglo American Capital PLC 144A 4.75% APR 10 27 | 1,547,000 | $1,550,799.93 | 0.48% | $1,550,799.93 | 0.48% | - | Corporate Debt | United Kingdom | |
| 50212YAH | 50212YAH | LPL Holdings Inc 6.75% NOV 17 28 | 1,437,000 | $1,541,088.35 | 0.47% | $1,541,088.35 | 0.47% | - | Corporate Debt | United States | |
| 06051GKD | 06051GKD | Bank of America Corp FRB OCT 20 32 | 1,823,000 | $1,533,372.11 | 0.47% | $1,533,372.11 | 0.47% | - | Corporate Debt | United States | |
| 67118HAA | 67118HAA | OBX 2024-NQM2 Trust 144A 5.878% DEC 25 63 | 1,528,466 | $1,532,514.19 | 0.47% | $1,532,514.20 | 0.47% | - | Residential Mortgage Backed Securities | United States | |
| 04002VAC | 04002VAC | AREIT 2022-CRE6 Trust 144A 6.718% JAN 20 37 | 1,522,500 | $1,500,817.69 | 0.46% | $1,500,817.69 | 0.46% | - | Commercial Mortgage-Backed Securities | United States | |
| 38141GXJ | 38141GXJ | Goldman Sachs Group Inc 3.5% APR 01 25 | 1,500,000 | $1,497,852.40 | 0.46% | $1,497,852.40 | 0.46% | - | Corporate Debt | United States | |
| 446413AS | 446413AS | Huntington Ingalls Industries Inc 3.844% MAY 01 25 | 1,486,000 | $1,482,083.50 | 0.45% | $1,482,083.49 | 0.45% | - | Corporate Debt | United States | |
| 53948HAC | 53948HAC | LoanCore 2021-CRE6 Issuer Ltd 144A 7.09% NOV 15 38 | 1,500,000 | $1,478,254.53 | 0.45% | $1,478,254.53 | 0.45% | - | Commercial Mortgage-Backed Securities | United States | |
| 723787AQ | 723787AQ | Pioneer Natural Resources Co 1.9% AUG 15 30 | 1,750,000 | $1,474,332.17 | 0.45% | $1,474,332.17 | 0.45% | - | Corporate Debt | United States | |
| 571903BH | 571903BH | Marriott International Inc/MD 2.75% OCT 15 33 | 1,750,000 | $1,444,448.73 | 0.44% | $1,444,448.73 | 0.44% | - | Corporate Debt | United States | |
| 08576PAF | 08576PAF | Berry Global Inc 1.65% JAN 15 27 | 1,542,000 | $1,405,200.81 | 0.43% | $1,405,200.81 | 0.43% | - | Corporate Debt | United States | |
| 29250NAZ | 29250NAZ | Enbridge Inc 3.125% NOV 15 29 | 1,506,000 | $1,392,562.40 | 0.43% | $1,392,562.40 | 0.43% | - | Corporate Debt | Canada | |
| 72650RBN | 72650RBN | Plains All American Pipeline LP 3.8% SEP 15 30 | 1,510,000 | $1,386,184.00 | 0.43% | $1,386,184.00 | 0.43% | - | Corporate Debt | United States | |
| 74730DAC | 74730DAC | QATAR PETROLEUM 144A 2.641 JUL 12 31 | 1,635,000 | $1,376,584.16 | 0.42% | $1,376,584.16 | 0.42% | - | Emerging Markets | Qatar | |
| 05635JAA | 05635JAA | Bacardi Ltd 144A 5.25% JAN 15 29 | 1,356,000 | $1,357,597.96 | 0.42% | $1,357,597.96 | 0.42% | - | Corporate Debt | Bermuda | |
| 161175AY | 161175AY | Charter Communications Operating LLC 4.908% JUL 23 25 | 1,350,000 | $1,346,085.72 | 0.41% | $1,346,085.72 | 0.41% | - | Corporate Debt | United States | |
| 55336VAR | 55336VAR | MPLX LP 4% MAR 15 28 | 1,395,000 | $1,345,708.90 | 0.41% | $1,345,708.90 | 0.41% | - | Corporate Debt | United States | |
| 404280CX | 404280CX | HSBC Holdings PLC FRB NOV 22 27 | 1,446,000 | $1,344,349.29 | 0.41% | $1,344,349.28 | 0.41% | - | Corporate Debt | United Kingdom | |
| 06738EBU | 06738EBU | Barclays PLC FRB NOV 24 27 | 1,435,000 | $1,331,213.39 | 0.41% | $1,331,213.39 | 0.41% | - | Corporate Debt | United Kingdom | |
| 88032WBA | 88032WBA | Tencent Holdings Ltd 144A 2.88% APR 22 31 | 1,499,000 | $1,324,040.95 | 0.41% | $1,324,040.95 | 0.41% | - | Emerging Markets | China | |
| 46590XAN | 46590XAN | JBS USA LUX SA 3% FEB 02 29 | 1,451,000 | $1,291,921.59 | 0.40% | $1,291,921.60 | 0.40% | - | Corporate Debt | United States | |
| 448579AN | 448579AN | Hyatt Hotels Corp 1.8% OCT 01 24 | 1,286,000 | $1,270,512.37 | 0.39% | $1,270,512.37 | 0.39% | - | Corporate Debt | United States | |
| 889184AD | 889184AD | Toledo Hospital 5.75% NOV 15 38 | 1,250,000 | $1,266,133.77 | 0.39% | $1,266,133.77 | 0.39% | - | Corporate Debt | United States | |
| 62878U2F | 62878U2F | NBN Co Ltd 144A 5.75% OCT 06 28 | 1,181,000 | $1,252,651.88 | 0.38% | $1,252,651.88 | 0.38% | - | Non U.S. Markets | Australia | |
| 67078AAF | 67078AAF | nVent Finance Sarl 5.65% MAY 15 33 | 1,216,000 | $1,251,628.93 | 0.38% | $1,251,628.94 | 0.38% | - | Corporate Debt | United Kingdom | |
| 501889AF | 501889AF | LKQ Corp 6.25% JUN 15 33 | 1,176,000 | $1,246,140.15 | 0.38% | $1,246,140.14 | 0.38% | - | Corporate Debt | United States | |
| 26874RAJ | 26874RAJ | Eni SpA 144A 4.25% MAY 09 29 | 1,252,000 | $1,231,978.38 | 0.38% | $1,231,978.38 | 0.38% | - | Corporate Debt | Italy | |
| 3137FBTA | 3137FBTA | Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 24 | 1,229,747 | $1,220,452.90 | 0.37% | $1,220,452.90 | 0.37% | - | Mortgage-Backed Securities | United States | |
| 88948ABC | 88948ABC | Toll Road Investors Partnership II LP 144A 0% FEB 15 27 | 1,525,000 | $1,219,556.26 | 0.37% | $1,219,556.26 | 0.37% | - | Corporate Debt | United States | |
| 446150BC | 446150BC | Huntington Bancshares Inc/OH FRB AUG 21 29 | 1,142,000 | $1,176,730.50 | 0.36% | $1,176,730.50 | 0.36% | - | Corporate Debt | United States | |
| 442851AJ | 442851AJ | Howard University 2.757 OCT 01 27 | 1,250,000 | $1,153,736.25 | 0.35% | $1,153,736.25 | 0.35% | - | Corporate Debt | United States | |
| 378272BD | 378272BD | Glencore Funding LLC 144A 1.625% APR 27 26 | 1,191,000 | $1,112,620.95 | 0.34% | $1,112,620.96 | 0.34% | - | Corporate Debt | Australia | |
| 03880KAC | 03880KAC | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd 144A 6.84% AUG 15 34 | 1,112,500 | $1,094,568.00 | 0.34% | $1,094,568.01 | 0.34% | - | Collateralized Debt Obligations | United States | |
| 00500RAC | 00500RAC | ACREC 2021-FL1 Ltd 144A 6.941% OCT 16 36 | 1,087,000 | $1,067,861.15 | 0.33% | $1,067,861.15 | 0.33% | - | Commercial Mortgage-Backed Securities | United States | |
| 042735BF | 042735BF | Arrow Electronics Inc 3.875% JAN 12 28 | 1,049,000 | $1,002,897.85 | 0.31% | $1,002,897.85 | 0.31% | - | Corporate Debt | United States | |
| BMDH0Q | BMDH0Q | DAE Funding LLC 144A 2.625 MAR 20 25 | 1,000,000 | $968,502.08 | 0.30% | $968,502.08 | 0.30% | - | Emerging Markets | United Arab Emirates | |
| 88948ABE | 88948ABE | Toll Road Investors Partnership II LP 144A 0% FEB 15 29 | 1,392,000 | $966,401.14 | 0.30% | $966,401.14 | 0.30% | - | Corporate Debt | United States | |
| 29278GAZ | 29278GAZ | Enel Finance International NV 144A 6.8% OCT 14 25 | 895,000 | $941,110.81 | 0.29% | $941,110.81 | 0.29% | - | Corporate Debt | Italy | |
| 92540EAA | 92540EAA | Verus Securitization Trust 2024-1 144A FRB JAN 25 69 | 934,333 | $933,085.74 | 0.29% | $933,085.74 | 0.29% | - | Residential Mortgage Backed Securities | United States | |
| 44891ABZ | 44891ABZ | Hyundai Capital America 144A 1.65% SEP 17 26 | 1,000,000 | $915,297.99 | 0.28% | $915,297.99 | 0.28% | - | Corporate Debt | United States | |
| 709599BZ | 709599BZ | Penske Truck Leasing Co Lp 144A 5.35% MAR 30 29 | 911,000 | $911,623.21 | 0.28% | $911,623.21 | 0.28% | - | Corporate Debt | United States | |
| 92345YAH | 92345YAH | Verisk Analytics Inc 5.75% APR 01 33 | 850,000 | $908,024.19 | 0.28% | $908,024.19 | 0.28% | - | Corporate Debt | United States | |
| 22822VAH | 22822VAH | Crown Castle Inc 3.65% SEP 01 27 | 947,000 | $900,575.20 | 0.28% | $900,575.20 | 0.28% | - | Corporate Debt | United States | |
| 61747YEC | 61747YEC | Morgan Stanley FRB JUL 20 27 | 977,000 | $899,605.92 | 0.28% | $899,605.92 | 0.28% | - | Corporate Debt | United States | |
| 501889AD | 501889AD | LKQ Corp 5.75% JUN 15 28 | 862,000 | $891,837.48 | 0.27% | $891,837.48 | 0.27% | - | Corporate Debt | United States | |
| 842400EB | 842400EB | Southern California Edison Co 6.65% APR 01 29 | 816,000 | $885,807.57 | 0.27% | $885,807.57 | 0.27% | - | Corporate Debt | United States | |
| 55608JBQ | 55608JBQ | Macquarie Group Ltd 144A FRB DEC 07 34 | 819,000 | $873,054.54 | 0.27% | $873,054.54 | 0.27% | - | Corporate Debt | Australia | |
| 694308JF | 694308JF | Pacific Gas and Electric Co 2.1% AUG 01 27 | 952,000 | $860,482.23 | 0.26% | $860,482.23 | 0.26% | - | Corporate Debt | United States | |
| 38141GXM | 38141GXM | Goldman Sachs Group Inc FRB DEC 09 26 | 894,000 | $833,543.27 | 0.26% | $833,543.26 | 0.26% | - | Corporate Debt | United States | |
| 22822VAT | 22822VAT | Crown Castle Inc 2.25% JAN 15 31 | 1,000,000 | $827,506.33 | 0.25% | $827,506.33 | 0.25% | - | Corporate Debt | United States | |
| 444859BT | 444859BT | Humana Inc 3.7% MAR 23 29 | 867,000 | $816,584.14 | 0.25% | $816,584.13 | 0.25% | - | Corporate Debt | United States | |
| 61746BEF | 61746BEF | Morgan Stanley 3.625% JAN 20 27 | 824,000 | $801,794.81 | 0.25% | $801,794.81 | 0.25% | - | Corporate Debt | United States | |
| 36264FAL | 36264FAL | Haleon US Capital LLC 3.375% MAR 24 29 | 860,000 | $800,383.68 | 0.25% | $800,383.67 | 0.25% | - | Corporate Debt | United States | |
| 89788MAR | 89788MAR | Truist Financial Corp FRB JAN 24 30 | 789,000 | $796,060.51 | 0.24% | $796,060.52 | 0.24% | - | Corporate Debt | United States | |
| 78448TAL | 78448TAL | SMBC Aviation Capital Finance DAC 144A 5.3% APR 03 29 | 789,000 | $787,098.14 | 0.24% | $787,098.14 | 0.24% | - | Corporate Debt | Ireland | |
| 64135WAC | 64135WAC | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd 144A 7.589% OCT 24 32 | 758,092 | $784,961.24 | 0.24% | $784,961.24 | 0.24% | - | Collateralized Debt Obligations | United States | |
| 05401AAR | 05401AAR | Avolon Holdings Funding Ltd 144A 2.528% NOV 18 27 | 869,000 | $780,996.31 | 0.24% | $780,996.31 | 0.24% | - | Corporate Debt | Ireland | |
| 05493NAA | 05493NAA | BDS 2021-FL9 Ltd 144A 6.511% NOV 16 38 | 774,498 | $770,051.69 | 0.24% | $770,051.70 | 0.24% | - | Collateralized Debt Obligations | United States | |
| 055731AC | 055731AC | BSPDF 2021-FL1 Issuer Ltd 144A 6.92% OCT 15 36 | 774,500 | $750,503.25 | 0.23% | $750,503.25 | 0.23% | - | Collateralized Debt Obligations | United States | |
| 034863BA | 034863BA | Anglo American Capital PLC 144A 2.875% MAR 17 31 | 870,000 | $741,217.73 | 0.23% | $741,217.73 | 0.23% | - | Corporate Debt | United Kingdom | |
| 04273WAD | 04273WAD | Arrow Electronics Inc 6.125% MAR 01 26 | 717,000 | $720,023.15 | 0.22% | $720,023.15 | 0.22% | - | Corporate Debt | United States | |
| 637417AS | 637417AS | NNN REIT Inc 5.6% OCT 15 33 | 675,000 | $707,156.41 | 0.22% | $707,156.41 | 0.22% | - | Corporate Debt | United States | |
| 571903BG | 571903BG | Marriott International Inc/MD 2.85% APR 15 31 | 802,000 | $702,299.18 | 0.22% | $702,299.17 | 0.22% | - | Corporate Debt | United States | |
| 85855CAA | 85855CAA | Stellantis Finance US Inc 144A 1.711% JAN 29 27 | 762,000 | $696,394.70 | 0.21% | $696,394.70 | 0.21% | - | Corporate Debt | United States | |
| 106230AA | 106230AA | Brazos Securitization LLC 144A 5.014% SEP 01 31 | 695,632 | $695,746.88 | 0.21% | $695,746.88 | 0.21% | - | Asset Backed Securities | United States | |
| 92345YAF | 92345YAF | Verisk Analytics Inc 4.125% MAR 15 29 | 716,000 | $690,139.78 | 0.21% | $690,139.78 | 0.21% | - | Corporate Debt | United States | |
| 54750AAA | 54750AAA | Low Income Investment Fund 3.386% JUL 01 26 | 705,000 | $667,796.08 | 0.20% | $667,796.07 | 0.20% | - | Corporate Debt | United States | |
| 034863AZ | 034863AZ | Anglo American Capital PLC 144A 2.25% MAR 17 28 | 744,000 | $661,863.12 | 0.20% | $661,863.12 | 0.20% | - | Corporate Debt | United Kingdom | |
| 96043RAC | 96043RAC | Westlake Automobile Receivables Trust 2024-1 144A 0% MAR 15 27 | 660,000 | $661,750.73 | 0.20% | $661,750.73 | 0.20% | - | Asset Backed Securities | United States | |
| 286181AM | 286181AM | Element Fleet Management Corp 144A 5.643% MAR 13 27 | 653,000 | $656,866.63 | 0.20% | $656,866.63 | 0.20% | - | Corporate Debt | Canada | |
| 709599BY | 709599BY | Penske Truck Leasing Co Lp 144A 5.35% JAN 12 27 | 648,000 | $656,077.01 | 0.20% | $656,077.01 | 0.20% | - | Corporate Debt | United States | |
| 12803RAG | 12803RAG | CaixaBank SA 144A FRB MAR 15 30 | 637,000 | $638,236.51 | 0.20% | $638,236.51 | 0.20% | - | Corporate Debt | Spain | |
| 74739DAB | 74739DAB | Qorvo Inc 1.75% DEC 15 24 | 634,000 | $618,517.39 | 0.19% | $618,517.39 | 0.19% | - | Corporate Debt | United States | |
| 23371DAJ | 23371DAJ | DAE Funding LLC 144A 1.55% AUG 01 24 | 613,000 | $604,528.17 | 0.19% | $604,528.18 | 0.19% | - | Emerging Markets | United Arab Emirates | |
| 87612GAC | 87612GAC | Targa Resources Corp 6.125% MAR 15 33 | 577,000 | $603,538.68 | 0.19% | $603,538.68 | 0.19% | - | Corporate Debt | United States | |
| 38122NB7 | 38122NB7 | Golden State Tobacco Securitization Corp CA Txbl-Ref-Enh Tobacco Settlemen 3.000 JUN 01 46 | 605,000 | $564,621.76 | 0.17% | $564,621.76 | 0.17% | - | Municipal | United States | |
| 055731AA | 055731AA | BSPDF 2021-FL1 Issuer Ltd 144A 6.64% OCT 15 36 | 559,324 | $551,604.76 | 0.17% | $551,604.77 | 0.17% | - | Collateralized Debt Obligations | United States | |
| 05401AAJ | 05401AAJ | Avolon Holdings Funding Ltd 144A 3.25% FEB 15 27 | 583,000 | $543,841.69 | 0.17% | $543,841.69 | 0.17% | - | Corporate Debt | Ireland | |
| 45262BAF | 45262BAF | Imperial Brands Finance PLC 144A 6.125% JUL 27 27 | 523,000 | $539,228.53 | 0.17% | $539,228.53 | 0.17% | - | Corporate Debt | United Kingdom | |
| 001084AS | 001084AS | AGCO Corp 5.8% MAR 21 34 | 529,000 | $536,455.80 | 0.16% | $536,455.80 | 0.16% | - | Corporate Debt | United States | |
| 00131LAJ | 00131LAJ | AIA Group Ltd 144A 3.375% APR 07 30 | 563,000 | $525,331.38 | 0.16% | $525,331.38 | 0.16% | - | Emerging Markets | China | |
| 655664AX | 655664AX | Nordstrom Inc 2.3% APR 08 24 | 518,000 | $522,331.56 | 0.16% | $522,331.56 | 0.16% | - | Corporate Debt | United States | |
| 87612BBN | 87612BBN | Targa Resources Partners LP 6.875% JAN 15 29 | 499,000 | $520,680.81 | 0.16% | $520,680.81 | 0.16% | - | Corporate Debt | United States | |
| 20848FAA | 20848FAA | Conservation Fund A Nonprofit Corp 3.474% DEC 15 29 | 563,000 | $516,464.23 | 0.16% | $516,464.23 | 0.16% | - | Corporate Debt | United States | |
| 88581EAF | 88581EAF | 3650R 2021-PF1 Commercial Mortgage Trust 1.015% NOV 15 54 | 10,368,583 | $497,505.40 | 0.15% | $497,505.40 | 0.15% | - | Commercial Mortgage-Backed Securities | United States | |
| 46266TAC | 46266TAC | IQVIA Inc 5.7% MAY 15 28 | 472,000 | $488,709.78 | 0.15% | $488,709.79 | 0.15% | - | Corporate Debt | United States | |
| 24702HAC | 24702HAC | Dell Equipment Finance Trust 2023-1 144A 5.65% SEP 22 28 | 470,563 | $471,135.11 | 0.14% | $471,135.11 | 0.14% | - | Asset Backed Securities | United States | |
| 36269EAB | 36269EAB | GLS Auto Select Receivables Trust 2023-2 144A 6.37% JUN 15 28 | 450,926 | $455,417.57 | 0.14% | $455,417.57 | 0.14% | - | Asset Backed Securities | United States | |
| 85855CAB | 85855CAB | Stellantis Finance US Inc 144A 2.691% SEP 15 31 | 532,000 | $448,262.29 | 0.14% | $448,262.30 | 0.14% | - | Corporate Debt | United States | |
| 75575WAA | 75575WAA | Ready Capital Mortgage Financing 2021-FL7 LLC 144A 1.28% NOV 25 36 | 449,507 | $446,161.05 | 0.14% | $446,161.05 | 0.14% | - | Collateralized Debt Obligations | United States | |
| 80288AAB | 80288AAB | Santander Drive Auto Receivables Trust 2024-1 5.71% FEB 16 27 | 441,000 | $442,319.82 | 0.14% | $442,319.82 | 0.14% | - | Asset Backed Securities | United States | |
| 808513CG | 808513CG | Charles Schwab Corp 5.875% AUG 24 26 | 425,000 | $434,649.73 | 0.13% | $434,649.74 | 0.13% | - | Corporate Debt | United States | |
| 78414SAC | 78414SAC | SBNA Auto Lease Trust 2024-A 144A 5.45% JAN 20 26 | 433,000 | $433,159.47 | 0.13% | $433,159.46 | 0.13% | - | Asset Backed Securities | United States | |
| 251526CP | 251526CP | Deutsche Bank AG/New York NY FRB NOV 16 27 | 457,000 | $421,778.26 | 0.13% | $421,778.26 | 0.13% | - | Corporate Debt | Germany | |
| 88948ABB | 88948ABB | Toll Road Investors Partnership II LP 0.000 FEB 15 26 | 480,000 | $417,673.68 | 0.13% | $417,673.68 | 0.13% | - | Corporate Debt | United States | |
| 694308KF | 694308KF | Pacific Gas and Electric Co 5.45% JUN 15 27 | 401,000 | $408,587.47 | 0.13% | $408,587.47 | 0.13% | - | Corporate Debt | United States | |
| WNM24F00 | WNM24F00 | UST Ultra Bond Future JUN 18 24 | 3 | $0.00 | 0.00% | $387,000.00 | 0.12% | - | U.S. Governments | United States | |
| 161175CM | 161175CM | Charter Communications Operating LLC 6.15% NOV 10 26 | 372,000 | $383,873.73 | 0.12% | $383,873.73 | 0.12% | - | Corporate Debt | United States | |
| 108056AB | 108056AB | Bridgecrest Lending Auto Securitization Trust 2023-1 6.34% JUL 15 26 | 376,282 | $378,008.59 | 0.12% | $378,008.59 | 0.12% | - | Asset Backed Securities | United States | |
| 02531AAA | 02531AAA | American Credit Acceptance Receivables Trust 2024-1 144A 5.61% JAN 12 27 | 370,579 | $371,588.86 | 0.11% | $371,588.86 | 0.11% | - | Asset Backed Securities | United States | |
| 46266TAF | 46266TAF | IQVIA Inc 6.25% FEB 01 29 | 353,000 | $370,205.80 | 0.11% | $370,205.81 | 0.11% | - | Corporate Debt | United States | |
| 00135TAD | 00135TAD | AIB Group PLC 144A FRB SEP 13 29 | 352,000 | $368,110.56 | 0.11% | $368,110.56 | 0.11% | - | Corporate Debt | Ireland | |
| 015857AF | 015857AF | Algonquin Power & Utilities Corp 5.365% JUN 15 26 | 364,000 | $362,897.36 | 0.11% | $362,897.36 | 0.11% | - | Corporate Debt | Canada | |
| 46647PEA | 46647PEA | JPMorgan Chase & Co FRB JAN 23 28 | 357,000 | $359,167.61 | 0.11% | $359,167.61 | 0.11% | - | Corporate Debt | United States | |
| 24702EAB | 24702EAB | Dell Equipment Finance Trust 2023-3 144A 6.1% APR 23 29 | 346,000 | $347,607.72 | 0.11% | $347,607.72 | 0.11% | - | Asset Backed Securities | United States | |
| 694308KL | 694308KL | Pacific Gas and Electric Co 6.1% JAN 15 29 | 326,000 | $340,133.13 | 0.10% | $340,133.13 | 0.10% | - | Corporate Debt | United States | |
| 08576PAL | 08576PAL | Berry Global Inc 5.5% APR 15 28 | 325,000 | $335,360.80 | 0.10% | $335,360.81 | 0.10% | - | Corporate Debt | United States | |
| 67448LAA | 67448LAA | OBX 2024-NQM1 Trust 144A 5.928% NOV 25 63 | 331,002 | $331,817.95 | 0.10% | $331,817.95 | 0.10% | - | Residential Mortgage Backed Securities | United States | |
| 87612GAA | 87612GAA | Targa Resources Corp 4.2% FEB 01 33 | 357,000 | $327,975.06 | 0.10% | $327,975.06 | 0.10% | - | Corporate Debt | United States | |
| 762323BU | 762323BU | Rhode Island Student Loan Authority RI Txbl-Ser 2 2.348 DEC 01 40 | 330,000 | $300,064.20 | 0.09% | $300,064.20 | 0.09% | - | Municipal | United States | |
| 00774MAX | 00774MAX | AerCap Ireland Capital DAC 3.3% JAN 30 32 | 332,000 | $286,598.30 | 0.09% | $286,598.30 | 0.09% | - | Corporate Debt | Ireland | |
| 88948ABG | 88948ABG | Alameda Ca Corr Trans S'04B AMBAC 0.000 OCT 01 29 | 480,000 | $285,999.63 | 0.09% | $285,999.63 | 0.09% | - | Corporate Debt | United States | |
| 04033GAB | 04033GAB | ARI Fleet Lease Trust 2023-B 144A 6.05% JUL 15 32 | 283,291 | $285,876.37 | 0.09% | $285,876.37 | 0.09% | - | Asset Backed Securities | United States | |
| 61761JZN | 61761JZN | Morgan Stanley 3.95% APR 23 27 | 290,000 | $285,022.95 | 0.09% | $285,022.95 | 0.09% | - | Corporate Debt | United States | |
| 92540EAB | 92540EAB | Verus Securitization Trust 2024-1 144A FRB JAN 25 69 | 261,095 | $260,730.27 | 0.08% | $260,730.28 | 0.08% | - | Residential Mortgage Backed Securities | United States | |
| 31385HZC | 31385HZC | Fannie Mae 6.5% NOV 01 31 | 249,859 | $258,945.15 | 0.08% | $258,945.16 | 0.08% | - | Mortgage-Backed Securities | United States | |
| 29274FAF | 29274FAF | Enel Americas SA 4% OCT 25 26 | 252,000 | $246,435.42 | 0.08% | $246,435.42 | 0.08% | - | Emerging Markets | Chile | |
| 89366LAD | 89366LAD | Transelec SA 144A 4.25% JAN 14 25 | 228,000 | $227,109.77 | 0.07% | $227,109.77 | 0.07% | - | Emerging Markets | Chile | |
| 75575WAC | 75575WAC | Ready Capital Mortgage Financing 2021-FL7 LLC 144A 6.944% NOV 25 36 | 199,500 | $195,009.60 | 0.06% | $195,009.59 | 0.06% | - | Collateralized Debt Obligations | United States | |
| 251526CS | 251526CS | Deutsche Bank AG/New York NY FRB JAN 18 29 | 150,000 | $157,168.34 | 0.05% | $157,168.34 | 0.05% | - | Corporate Debt | Germany | |
| 36200MN3 | 36200MN3 | Ginnie Mae I 6% JUN 15 33 | 143,686 | $149,112.72 | 0.05% | $149,112.71 | 0.05% | - | Mortgage-Backed Securities | United States | |
| 59447TH8 | 59447TH8 | Michigan Finance Authority MI Ref-Senior-Turbo-Ser A-1 2.326 JUN 01 30 | 106,766 | $104,941.32 | 0.03% | $104,941.32 | 0.03% | - | Municipal | United States | |
| 67448LAB | 67448LAB | OBX 2024-NQM1 Trust 144A 6.253% NOV 25 63 | 100,199 | $100,529.58 | 0.03% | $100,529.58 | 0.03% | - | Residential Mortgage Backed Securities | United States | |
| 40064REK | 40064REK | Antonio B Won Pat International Airport Authority GU Txbl-Ref-Ser A 3.839 OCT 01 36 | 110,000 | $93,514.95 | 0.03% | $93,514.95 | 0.03% | - | Municipal | United States | |
| 36241KK5 | 36241KK5 | Ginnie Mae I 6% OCT 15 36 | 54,211 | $56,173.76 | 0.02% | $56,173.76 | 0.02% | - | Mortgage-Backed Securities | United States | |
| 83162CPX | 83162CPX | United States Small Business Administration 5.36% NOV 01 25 | 29,291 | $29,577.53 | 0.01% | $29,577.53 | 0.01% | - | Agency | United States | |
| 83162CPY | 83162CPY | United States Small Business Administration 5.39% DEC 01 25 | 18,886 | $19,064.00 | 0.01% | $19,064.00 | 0.01% | - | Agency | United States | |
| 31297C5V | 31297C5V | Freddie Mac Gold 6% AUG 01 34 | 3,726 | $3,873.50 | 0.00% | $3,873.51 | 0.00% | - | Mortgage-Backed Securities | United States | |
| XYM24F00 | XYM24F00 | UST 10Yr Ultra Bond Future JUN 18 24 | -77 | $0.00 | 0.00% | $-8,824,921.88 | -2.71% | - | U.S. Governments | United States | |
| CASH | CASH | Cash & Cash Equivalents | - | $26,355,198.25 | 8.09% | $26,222,301.42 | 8.05% | - | - | - | |
| CASH_DERV | CASH_DERV | Other | - | $0.00 | 0.00% | $-53,130,946.90 | -16.30% | - | - | - | |
*Short positions, unlike long positions, lose value if the underlying asset gains value.
Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
Other. Other consists of: (i) currency derivatives and/or (ii) any derivative offsets.
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