Fund Facts  

Inception Date: Oct 30, 2007
CUSIP: 92210J465
Morningstar Category:Small Blend

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Long-term capital growth.

Principal Investment Strategies  

Under normal circumstances, this Fund primarily seeks exposure to a combination of U.S. common stocks and equity index futures. It focuses on small sized companies, based on their market capitalization, that have above-average growth potential.  It also holds a portfolio of fixed income securities that are, in part, collateral for the use of futures.  These fixed income securities are generally investment grade and have a relatively low effective duration.  
 
This Fund may use equity securities, equity derivatives, or pooled investment vehicles to gain the desired exposure. This Fund may also invest in other equity securities, cash and cash equivalents.  
 
This Fund uses multiple managers. Each manager independently selects and maintains a portfolio for this Fund.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include: Stock Market Risk, Small-Cap Securities Risk, Preferred Stock Risk, Foreign Securities Risk, Foreign Currency Risk, Convertible Securities Risk, High Yield Securities Risk, Municipal Securities Risk, Derivative Instruments Risk, Interest Rate Risk, Credit Risk, Call Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, U.S. Government Agency Securities Risk, Portfolio Turnover Risk, Multi-Manager Risk, Large Investor Risk.
Please see the Disclosure Memorandum for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Mar 31, 2022
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
MissionSquare Sm Cap Disc R5   -6.78%-6.78%-4.14%11.89%10.72%11.08%N/A
Russell 2000 Indexa,b-7.53%-7.53%-5.79%11.74%9.74%11.04%N/A
Morningstar Small Blenda,c-6.27%-6.27%1.13%12.35%9.45%10.70%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, participants or plan sponsors in a MissionSquare Retirement administered account can log in at www.icmarc.org, or institutions can go to investments.missionsq.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Total Expenses  
Gross Expenses0.80%
Net Expenses0.80%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2022 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. The Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000® Index is a subset of the Russell 3000® Index, and includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership.

c. The Morningstar category average return represents the average return for a category of funds with similar investment objectives and strategies. The average is calculated and funds are assigned to a category by Morningstar.

Morningstar Information

Morningstar RatingTM   As of Mar 31, 2022
Period Stars Category Size
Overall 3 Stars600
3-Year 3 Stars600
5-Year 4 Stars541
10-Year 3 Stars358

The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange–traded funds, closed–end funds, and separate accounts) with at least a three–year history. Exchange–traded funds and open–ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk–Adjusted Return measure that accounts for variation in a managed product′s monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three–, five–, and 10–year (if applicable) Morningstar Rating metrics. The weights are: 100% three–year rating for 36–59 months of total returns, 60% five–year rating/40% three–year rating for 60–119 months of total returns, and 50% 10–year rating/30% five–year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

Morningstar Stylebox As of Mar 31, 2022
Equity Stylebox Fixed Income Stylebox
Small BlendMedium Limited
Allocation of Assets As of Feb 28, 2022
Type of Asset Percent
Equity99%
Fixed Income40%
Cash/Other-39%

Due to rounding, percentages shown may not add up to 100%.

 
 

Statistics

Portfolio Statistics As of Mar 31, 2022
Statistic3-Year5-Year
Beta1.001.00
Alpha0.190.93
Standard Deviation23.9121.33
 
 

Underlying Fund Characteristics

Allocation of Assets As of Feb 28, 2022
Asset ClassPercent
Domestic Stock96.5%
Foreign Stock2.6%
Domestic Bond34.9%
Foreign Bond5.3%
Preferred0.0%
Convertible0.2%
Cash-39.4%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Top Ten Holdings As of Apr 30, 2022
Underlying Fund Holdings Market Value%
E-MINI RUSS 2000 EQUITY INDEX 17/JUN/2022 RTYM2-$12,968,78543.2%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$21,494,7095.1%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$14,467,7253.4%
US DOLLAR$10,584,2982.5%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,174,0401.9%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,173,3821.9%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$6,728,1341.6%
UNITED STATES OF AMERICA NOTES 2.625% 04/15/2025$4,423,3281.1%
CHART INDUSTRIES INC$3,300,9370.8%
VIPER ENERGY PARTNERS LP$3,247,6970.8%
All Holdings As of Apr 30, 2022
Equity
Underlying Fund HoldingsMarket Value%
CHART INDUSTRIES INC$3,300,9370.8%
VIPER ENERGY PARTNERS LP$3,247,6970.8%
LHC GROUP INC$3,231,7530.8%
GRAPHIC PACKAGING HOLDING CO$3,185,1110.8%
MERCURY SYSTEMS INC$3,146,3890.8%
FLUOR CORP$3,135,3300.8%
AIR LEASE CORP$3,103,8560.7%
TOWER SEMICONDUCTOR LTD$3,026,3810.7%
ASSURED GUARANTY LTD$3,008,3770.7%
SELECTIVE INSURANCE GROUP INC$3,005,3160.7%
CLEAN HARBORS INC$2,998,0600.7%
PERFORMANCE FOOD GROUP CO$2,993,1200.7%
PRA GROUP INC$2,976,8590.7%
SPIRIT AEROSYSTEMS HOLDINGS INC$2,974,7080.7%
STEVEN MADDEN LTD$2,971,2250.7%
MCGRATH RENTCORP$2,944,7190.7%
METHANEX CORP$2,886,0060.7%
ACADIA HEALTHCARE CO INC$2,863,1110.7%
POTLATCHDELTIC CORP$2,860,3950.7%
SEACOAST BANKING CORP OF FLORIDA$2,859,2530.7%
PS BUSINESS PARKS INC$2,846,3760.7%
WHITING PETROLEUM CORP$2,831,9290.7%
PHILLIPS EDISON & CO INC$2,809,2630.7%
CENTERSPACE$2,798,7990.7%
AMERIS BANCORP$2,773,1750.7%
PORTLAND GENERAL ELECTRIC CO$2,772,8280.7%
SOVOS BRANDS INC$2,749,7100.7%
RAPID7 INC$2,726,4270.7%
PERFICIENT INC$2,713,2970.7%
XENIA HOTELS & RESORTS INC$2,633,4130.6%
FORMFACTOR INC$2,632,9440.6%
RUSH ENTERPRISES INC$2,631,4120.6%
GATX CORP$2,619,7990.6%
VICTORIA'S SECRET & CO$2,612,8510.6%
ATLANTIC UNION BANKSHARES CORP$2,577,2110.6%
FLOWSERVE CORP$2,559,9500.6%
KIRBY CORP$2,550,9500.6%
ICU MEDICAL INC$2,548,8350.6%
SHUTTERSTOCK INC$2,541,2390.6%
HUDSON PACIFIC PROPERTIES INC$2,538,3350.6%
BRIGHAM MINERALS INC$2,512,1220.6%
ALBANY INTERNATIONAL CORP$2,503,0400.6%
OWENS & MINOR INC$2,497,1470.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,471,4620.6%
ESSENTIAL PROPERTIES REALTY TRUST INC$2,462,4480.6%
JAMF HOLDING CORP$2,462,1210.6%
NEW YORK TIMES CO/THE$2,447,6900.6%
ZURN WATER SOLUTIONS CORP$2,433,0990.6%
VIAVI SOLUTIONS INC$2,416,6050.6%
ONE GAS INC$2,406,4860.6%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,402,4130.6%
NATIONAL BANK HOLDINGS CORP$2,400,2770.6%
POWER INTEGRATIONS INC$2,399,2000.6%
LOUISIANA-PACIFIC CORP$2,393,1110.6%
FIRST INTERSTATE BANCSYSTEM INC$2,384,2690.6%
NATIONAL STORAGE AFFILIATES TRUST$2,342,2780.6%
NU SKIN ENTERPRISES INC$2,335,5210.6%
SPECTRUM BRANDS HOLDINGS INC$2,313,1380.6%
HAEMONETICS CORP$2,295,7060.6%
GLOBUS MEDICAL INC$2,266,7110.5%
CADENCE BANK$2,261,6880.5%
AMEDISYS INC$2,217,0250.5%
ENERPAC TOOL GROUP CORP$2,196,5110.5%
TRINET GROUP INC$2,184,5040.5%
KEMPER CORP$2,184,3370.5%
HELIOS TECHNOLOGIES INC$2,181,7380.5%
PATRICK INDUSTRIES INC$2,160,5110.5%
SKYLINE CHAMPION CORP$2,155,1130.5%
FIRST SOLAR INC$2,071,7150.5%
KENNAMETAL INC$2,066,4280.5%
GLAUKOS CORP$2,053,5210.5%
BELLRING BRANDS INC$2,052,1370.5%
CARGURUS INC$2,033,9710.5%
CINEMARK HOLDINGS INC$2,004,1810.5%
JOHN BEAN TECHNOLOGIES CORP$1,931,1560.5%
CIRRUS LOGIC INC$1,893,3320.5%
NEW RELIC INC$1,850,4580.4%
REGAL REXNORD CORP$1,845,1070.4%
MYRIAD GENETICS INC$1,777,9040.4%
COVETRUS INC$1,704,6590.4%
DENNY'S CORP$1,679,6760.4%
MAGNOLIA OIL & GAS CORP$1,614,8550.4%
CALIX INC$1,548,9070.4%
SIRIUSPOINT LTD$1,491,2430.4%
STEPSTONE GROUP INC$1,427,6750.3%
OMNICELL INC$1,353,5990.3%
ACUSHNET HOLDINGS CORP$1,340,8350.3%
CABOT CORP$1,295,4010.3%
MGIC INVESTMENT CORP$1,279,1360.3%
CARTER'S INC$1,175,9060.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,141,4060.3%
APELLIS PHARMACEUTICALS INC$978,4240.2%
AMICUS THERAPEUTICS INC$875,4420.2%
DECKERS OUTDOOR CORP$864,2190.2%
RELAY THERAPEUTICS INC$847,3950.2%
TURNING POINT THERAPEUTICS INC$713,9200.2%
VERACYTE INC$676,7590.2%
KYMERA THERAPEUTICS INC$628,6300.2%
CARDLYTICS INC$627,9920.2%
NANOSTRING TECHNOLOGIES INC$597,9930.1%
REVOLUTION MEDICINES INC$557,5620.1%
SAGE THERAPEUTICS INC$490,5140.1%
ROCKET PHARMACEUTICALS INC$393,7960.1%
AKERO THERAPEUTICS INC$377,8500.1%
Y-MABS THERAPEUTICS INC$375,4460.1%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$21,494,7095.1%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$14,467,7253.4%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$6,728,1341.6%
UNITED STATES OF AMERICA NOTES 2.625% 04/15/2025$4,423,3281.1%
COLD STORAGE TRUST 2020-ICE5 1.454% 11/15/2037$3,228,9260.8%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,050,2400.7%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.818% 11/25/2039$2,662,0040.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.355% 04/15/2038$2,602,1370.6%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.289% 11/25/2041$2,238,7850.5%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.254% 09/15/2036$1,960,0290.5%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$1,850,4620.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,754,1880.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO 1.206% 05/15/2038$1,708,7950.4%
STACR TRUST 2018-HRP2 3.068% 02/25/2047$1,545,6920.4%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,519,1180.4%
ONE 2021-PARK MORTGAGE TRUST 1.254% 03/15/2036$1,507,1920.4%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,479,1280.4%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$1,474,0540.4%
UNITED STATES OF AMERICA NOTES 2.25% 03/31/2024$1,472,5860.4%
ONE GAS INC 1.1% 03/11/2024$1,439,7180.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,388,5700.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,371,2780.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 1.225% 06/15/2038$1,366,3240.3%
MORGAN STANLEY .529% 01/25/2024$1,327,1250.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,325,2540.3%
CARS-DB5 LP 1.44% 08/15/2051$1,294,2040.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,288,6510.3%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,271,5220.3%
F&G GLOBAL FUNDING .9% 09/20/2024$1,266,1610.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,263,9030.3%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$1,255,3790.3%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,236,1730.3%
BOEING CO/THE 1.433% 02/04/2024$1,235,6700.3%
SONOCO PRODUCTS CO 1.8% 02/01/2025$1,234,8300.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,232,5850.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,220,8390.3%
BANK OF AMERICA CORP .976% 04/22/2025$1,214,9120.3%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,180,0510.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,173,6620.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,152,5800.3%
PELABUHAN INDONESIA III PERSERO PT 4.5% 05/02/2023$1,141,7630.3%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,141,3710.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,133,7490.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,108,9270.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,103,4750.3%
PFS FINANCING CORP 1.21% 06/15/2024$1,099,6070.3%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,098,5700.3%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$1,068,8570.3%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,055,4840.3%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$1,029,3830.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,015,9630.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,013,5390.2%
NUVEEN FINANCE LLC 4.125% 11/01/2024$1,006,7010.2%
BANK OF NOVA SCOTIA/THE 3.45% 04/11/2025$989,8340.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$981,4440.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$966,0220.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$950,2740.2%
7-ELEVEN INC .8% 02/10/2024$943,9500.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$929,7920.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$921,3430.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$912,7940.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$910,8410.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$892,3110.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$875,5630.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$849,0750.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$840,6170.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$825,8520.2%
LIFE 2021-BMR MORTGAGE TRUST 1.254% 03/15/2038$818,7460.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$816,3690.2%
STELLANTIS NV 5.25% 04/15/2023$814,5120.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$800,5020.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$776,0740.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$768,2460.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$768,1000.2%
MOTEL TRUST 2021-MTL6 1.454% 09/15/2038$759,8010.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$746,3900.2%
WELLS FARGO & CO 3.908% 04/25/2026$745,0560.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$738,2580.2%
TTAN 2021-MHC 1.405% 03/15/2038$734,9400.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.684% 10/15/2037$718,0210.2%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$702,6160.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$669,1200.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$662,3340.2%
JPMORGAN CHASE & CO .563% 02/16/2025$654,3990.2%
EAGLE RE 2021-2 LTD 1.839% 04/25/2034$647,0080.2%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$645,6860.2%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$637,0540.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.089% 08/25/2033$636,0780.2%
BX TRUST 2021-ARIA 1.453% 10/15/2036$634,7030.2%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$620,2030.2%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.254% 11/15/2034$617,1200.2%
NBN CO LTD BOND .875% 10/08/2024$611,3670.2%
ROYALTY PHARMA PLC .75% 09/02/2023$609,9700.2%
SBA TOWER TRUST 1.631% 05/15/2051$599,9940.1%
FREDDIE MAC STACR 2019-HQA3 2.518% 09/25/2049$587,6950.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$585,5440.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$582,3160.1%
UNITED STATES OF AMERICA NOTES .25% 06/15/2024$569,1330.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$562,9200.1%
BARCLAYS PLC 1.007% 12/10/2024$553,6380.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$549,3450.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$542,1920.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 3.5% 04/07/2025$534,8740.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$524,1290.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$518,9140.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$514,7610.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$510,4550.1%
TOYOTA MOTOR CREDIT CORP 2.5% 03/22/2024$509,6870.1%
VMWARE INC 1% 08/15/2024$503,6790.1%
JPMORGAN CHASE & CO 4.08% 04/26/2026$498,9570.1%
GOLDMAN SACHS GROUP INC/THE 3% 03/15/2024$476,3880.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$474,2980.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$473,5670.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$450,8170.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$448,8040.1%
SBA TOWER TRUST 1.884% 07/15/2050$445,0610.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023$444,8790.1%
STACR TRUST 2018-HRP2 1.918% 02/25/2047$437,4550.1%
QORVO INC 1.75% 12/15/2024$434,5140.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.634% 10/15/2036$421,8980.1%
CITIGROUP INC .981% 05/01/2025$419,9590.1%
PERKINELMER INC .85% 09/15/2024$412,6620.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$412,4680.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$404,0070.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$401,1320.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$390,5160.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.474% 10/15/2036$386,8250.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$370,1720.1%
PHILLIPS 66 .9% 02/15/2024$369,9060.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$362,8450.1%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$346,5360.1%
MORGAN STANLEY .56% 11/10/2023$340,3190.1%
PFS FINANCING CORP .93% 08/15/2024$339,0790.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$338,5410.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$338,2750.1%
MAGALLANES INC 3.428% 03/15/2024$338,0060.1%
AIR LEASE CORP .8% 08/18/2024$335,0140.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$332,6140.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$326,5060.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$320,2830.1%
MORGAN STANLEY .864% 10/21/2025$320,2430.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$316,7820.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$308,1250.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$305,6950.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$301,2850.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$300,3780.1%
RADNOR RE 2021-2 LTD 2.139% 11/25/2031$298,1050.1%
WELLS FARGO & CO .805% 05/19/2025$296,4350.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$294,4580.1%
JDE PEET'S NV .8% 09/24/2024$294,3840.1%
MAGALLANES INC 3.638% 03/15/2025$290,4660.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$288,8650.1%
GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.024% 03/24/2024$287,3070.1%
PERKINELMER INC .55% 09/15/2023$280,8840.1%
OGE ENERGY CORP .703% 05/26/2023$277,3940.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$271,5800.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$271,3280.1%
INFOR INC 1.45% 07/15/2023$268,5720.1%
QUANTA SERVICES INC .95% 10/01/2024$267,3700.1%
BERRY GLOBAL INC .95% 02/15/2024$267,3370.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$262,9660.1%
CARS-DB4 LP 2.69% 02/15/2050$251,9160.1%
WHEELS SPV 2 LLC .51% 08/20/2029$249,5960.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$248,4040.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$246,8910.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$245,1040.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.628% 05/01/2042$239,5840.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$227,3080.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$224,1360.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$211,7890.1%
VICI PROPERTIES LP 4.375% 05/15/2025$210,0610.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$207,5270.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$199,5840.1%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 1.139% 09/25/2041$194,4200.1%
AIR LEASE CORP 2.25% 01/15/2023$194,3610.1%
GENERAL MOTORS FINANCIAL CO INC 3.8% 04/07/2025$192,7760.1%
NORDSTROM INC 2.3% 04/08/2024$191,7610.1%
STRYKER CORP .6% 12/01/2023$178,0370.0%
CIVITAS RESOURCES INC 5% 10/15/2026$161,7250.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$161,0330.0%
T-MOBILE USA INC 2.25% 02/15/2026$156,5840.0%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$155,5520.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.718% 11/25/2049$153,5850.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.768% 09/25/2039$132,1560.0%
AIR LEASE CORP 2.75% 01/15/2023$129,9690.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$120,2030.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 2.368% 01/25/2050$115,3440.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.668% 01/25/2040$110,7440.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 2.518% 02/25/2050$99,0890.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.768% 10/25/2039$96,8750.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.718% 01/25/2040$96,0870.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$92,6550.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.618% 10/25/2049$85,2700.0%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$48,7850.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$35,2120.0%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .939% 01/25/2051$15,5650.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,174,0401.9%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,173,3821.9%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$10,584,2982.5%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$511,171-2.9%
EURO$2,5280.0%
POUND STERLING$60.0%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$-7,3660.1%
US DOLLAR$-3,323,246-0.8%
E-MINI RUSS 2000 EQUITY INDEX 17/JUN/2022 RTYM2$-12,968,78543.2%
All Holdings As of Mar 31, 2022
Equity
Underlying Fund HoldingsMarket Value%
FLUOR CORP$3,899,3730.9%
GATX CORP$3,515,1520.8%
ASSURED GUARANTY LTD$3,472,5890.8%
MERCURY SYSTEMS INC$3,447,3020.8%
CHART INDUSTRIES INC$3,413,4130.7%
VIPER ENERGY PARTNERS LP$3,342,6520.7%
SPIRIT AEROSYSTEMS HOLDINGS INC$3,281,0080.7%
AIR LEASE CORP$3,263,1560.7%
CLEAN HARBORS INC$3,253,3010.7%
SEACOAST BANKING CORP OF FLORIDA$3,233,2220.7%
LHC GROUP INC$3,115,8970.7%
SELECTIVE INSURANCE GROUP INC$3,092,5710.7%
PS BUSINESS PARKS INC$3,080,5700.7%
CARGURUS INC$3,074,2740.7%
PORTLAND GENERAL ELECTRIC CO$3,064,2990.7%
PRA GROUP INC$3,028,2040.7%
RAPID7 INC$3,011,2670.7%
WHITING PETROLEUM CORP$2,996,9600.7%
GRAPHIC PACKAGING HOLDING CO$2,978,3250.7%
METHANEX CORP$2,977,2850.7%
OWENS & MINOR INC$2,937,5870.6%
PERFORMANCE FOOD GROUP CO$2,934,4520.6%
TOWER SEMICONDUCTOR LTD$2,876,2180.6%
HUDSON PACIFIC PROPERTIES INC$2,869,6830.6%
PERFICIENT INC$2,849,7900.6%
MCGRATH RENTCORP$2,843,6860.6%
AMEDISYS INC$2,837,9610.6%
CENTERSPACE$2,823,0110.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,780,1090.6%
NEW YORK TIMES CO/THE$2,777,0330.6%
AMERIS BANCORP$2,767,6430.6%
FORMFACTOR INC$2,753,9740.6%
HAEMONETICS CORP$2,716,5630.6%
PHILLIPS EDISON & CO INC$2,706,0800.6%
KIRBY CORP$2,678,7540.6%
SHUTTERSTOCK INC$2,670,0930.6%
FLOWSERVE CORP$2,664,6780.6%
ATLANTIC UNION BANKSHARES CORP$2,654,8520.6%
STEVEN MADDEN LTD$2,651,9020.6%
POWER INTEGRATIONS INC$2,636,1900.6%
ACADIA HEALTHCARE CO INC$2,621,3970.6%
ZURN WATER SOLUTIONS CORP$2,616,5560.6%
JAMF HOLDING CORP$2,600,9340.6%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,585,9920.6%
POTLATCHDELTIC CORP$2,582,5570.6%
VIAVI SOLUTIONS INC$2,570,0660.6%
ALBANY INTERNATIONAL CORP$2,559,0280.6%
NATIONAL BANK HOLDINGS CORP$2,511,5390.6%
CADENCE BANK$2,506,5580.6%
XENIA HOTELS & RESORTS INC$2,497,5920.5%
RUSH ENTERPRISES INC$2,497,1860.5%
NU SKIN ENTERPRISES INC$2,487,2700.5%
LIFE STORAGE INC$2,486,8750.5%
HELIOS TECHNOLOGIES INC$2,471,7800.5%
ESSENTIAL PROPERTIES REALTY TRUST INC$2,461,9430.5%
BRIGHAM MINERALS INC$2,456,6070.5%
SOVOS BRANDS INC$2,448,9990.5%
SIMMONS FIRST NATIONAL CORP$2,408,4640.5%
GLOBUS MEDICAL INC$2,395,1940.5%
GLAUKOS CORP$2,381,3170.5%
SPX FLOW INC$2,380,7930.5%
TRINET GROUP INC$2,297,4930.5%
SPECTRUM BRANDS HOLDINGS INC$2,287,9110.5%
ENERPAC TOOL GROUP CORP$2,271,0000.5%
FIRST SOLAR INC$2,253,0250.5%
FIRST INTERSTATE BANCSYSTEM INC$2,250,9490.5%
ONE GAS INC$2,241,7370.5%
SKYLINE CHAMPION CORP$2,197,7240.5%
VICTORIA'S SECRET & CO$2,186,2410.5%
LOUISIANA-PACIFIC CORP$2,185,2570.5%
KENNAMETAL INC$2,179,2240.5%
KEMPER CORP$2,176,3940.5%
CINEMARK HOLDINGS INC$2,070,9910.5%
REGAL REXNORD CORP$2,046,1710.5%
ICU MEDICAL INC$1,991,9600.4%
PATRICK INDUSTRIES INC$1,984,8950.4%
COVETRUS INC$1,967,0320.4%
JOHN BEAN TECHNOLOGIES CORP$1,840,5500.4%
NEW RELIC INC$1,837,9290.4%
MYRIAD GENETICS INC$1,799,2550.4%
DENNY'S CORP$1,778,1890.4%
BELLRING BRANDS INC$1,729,4770.4%
SIRIUSPOINT LTD$1,684,5860.4%
MAGNOLIA OIL & GAS CORP$1,558,5820.3%
OMNICELL INC$1,522,6730.3%
STEPSTONE GROUP INC$1,508,8910.3%
APELLIS PHARMACEUTICALS INC$1,387,5700.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,353,6480.3%
MGIC INVESTMENT CORP$1,258,6730.3%
CARTER'S INC$1,217,8560.3%
CALIX INC$1,175,3910.3%
AMICUS THERAPEUTICS INC$1,146,8170.3%
NANOSTRING TECHNOLOGIES INC$1,083,6790.2%
RELAY THERAPEUTICS INC$1,042,3720.2%
ACUSHNET HOLDINGS CORP$1,041,0030.2%
CARDLYTICS INC$990,7950.2%
VERACYTE INC$892,6890.2%
DECKERS OUTDOOR CORP$871,9570.2%
CIRRUS LOGIC INC$788,5470.2%
BJ'S RESTAURANTS INC$616,0060.1%
ROCKET PHARMACEUTICALS INC$595,0200.1%
KYMERA THERAPEUTICS INC$573,3510.1%
REVOLUTION MEDICINES INC$570,1230.1%
Y-MABS THERAPEUTICS INC$520,0350.1%
SAGE THERAPEUTICS INC$504,4770.1%
AKERO THERAPEUTICS INC$500,5810.1%
TURNING POINT THERAPEUTICS INC$492,1870.1%
CABOT CORP$273,6400.1%
REALREAL INC/THE$227,8840.1%
LA-Z-BOY INC$148,6210.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$32,176,8307.0%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$22,488,6804.9%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$6,793,1001.5%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$3,568,1130.8%
COLD STORAGE TRUST 2020-ICE5 1.297% 11/15/2037$3,228,7380.7%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,065,2680.7%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.607% 11/25/2039$2,699,9310.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.198% 04/15/2038$2,610,3650.6%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.099% 11/25/2041$2,245,0290.5%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.097% 09/15/2036$1,951,2340.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,761,4930.4%
UNITED STATES OF AMERICA NOTES .875% 01/31/2024$1,754,4380.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO 1.049% 05/15/2038$1,708,3300.4%
STACR TRUST 2018-HRP2 2.857% 02/25/2047$1,547,6870.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,536,8310.3%
ONE 2021-PARK MORTGAGE TRUST 1.097% 03/15/2036$1,516,4120.3%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$1,485,5570.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,483,5450.3%
STWD TRUST 2021-FLWR .973% 07/15/2036$1,457,1750.3%
ONE GAS INC 1.1% 03/11/2024$1,452,7340.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,396,0710.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,377,6050.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 1.067% 06/15/2038$1,371,8130.3%
CARS-DB5 LP 1.44% 08/15/2051$1,349,7110.3%
MORGAN STANLEY .529% 01/25/2024$1,333,4930.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,330,6340.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,303,6650.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,296,9700.3%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,289,1540.3%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$1,282,9560.3%
F&G GLOBAL FUNDING .9% 09/20/2024$1,278,5150.3%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,247,5240.3%
SONOCO PRODUCTS CO 1.8% 02/01/2025$1,247,0860.3%
BOEING CO/THE 1.433% 02/04/2024$1,243,6200.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,240,9510.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,240,2600.3%
BANK OF AMERICA CORP .976% 04/22/2025$1,232,5530.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,221,6620.3%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,186,4440.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,185,3910.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,173,2770.3%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,147,5150.3%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,142,3840.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,133,6370.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,115,5480.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,101,6890.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,099,3900.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$1,088,2560.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,078,6210.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$1,064,1350.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,025,2260.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,019,7790.2%
NUVEEN FINANCE LLC 4.125% 11/01/2024$1,019,4260.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,003,3290.2%
NEXTERA ENERGY CAPITAL HOLDINGS INC 2.94% 03/21/2024$990,5230.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$984,1500.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$952,9980.2%
7-ELEVEN INC .8% 02/10/2024$951,6560.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$949,1230.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$945,3980.2%
MASSMUTUAL GLOBAL FUNDING II 2.8% 03/21/2025$944,6060.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$934,0280.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$915,9250.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$900,2040.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$878,2210.2%
MOTEL TRUST 2021-MTL6 1.297% 09/15/2038$870,8260.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$858,6310.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$841,5010.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$836,5420.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$825,7620.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$825,5210.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$819,1800.2%
LIFE 2021-BMR MORTGAGE TRUST 1.097% 03/15/2038$817,6900.2%
STELLANTIS NV 5.25% 04/15/2023$817,5640.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$815,7580.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$811,2130.2%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$793,5610.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$778,6810.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.527% 10/15/2037$760,5380.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$743,4440.2%
TTAN 2021-MHC 1.247% 03/15/2038$739,1820.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .899% 08/25/2033$734,5040.2%
HCA INC 4.75% 05/01/2023$717,8980.2%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$708,5200.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$676,1360.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$668,5300.2%
JPMORGAN CHASE & CO .563% 02/16/2025$659,8650.1%
EAGLE RE 2021-2 LTD 1.649% 04/25/2034$646,8120.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$644,8850.1%
BX TRUST 2021-ARIA 1.296% 10/15/2036$638,2590.1%
STACR TRUST 2018-HRP2 1.707% 02/25/2047$632,5460.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$627,1330.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.097% 11/15/2034$617,3040.1%
NBN CO LTD BOND .875% 10/08/2024$615,6530.1%
ROYALTY PHARMA PLC .75% 09/02/2023$611,9770.1%
SBA TOWER TRUST 1.631% 05/15/2051$611,2410.1%
INVITATION HOMES 2018-SFR3 TRUST 1.441% 07/17/2037$608,3110.1%
PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025$604,4140.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$593,9900.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$589,7220.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$588,3710.1%
FREDDIE MAC STACR 2019-HQA3 2.307% 09/25/2049$588,2570.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$574,5020.1%
UNITED STATES OF AMERICA NOTES .25% 06/15/2024$572,3670.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$564,5110.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$558,1540.1%
BARCLAYS PLC 1.007% 12/10/2024$557,1860.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$553,7650.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$548,6790.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$526,0350.1%
TOYOTA MOTOR CREDIT CORP 2.5% 03/22/2024$515,1270.1%
VMWARE INC 1% 08/15/2024$510,5590.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$483,2890.1%
GOLDMAN SACHS GROUP INC/THE 3% 03/15/2024$479,6330.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$477,5070.1%
UBS GROUP AG 1.008% 07/30/2024$476,8810.1%
SBA TOWER TRUST 1.884% 07/15/2050$453,2390.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$452,7060.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$451,2720.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023$446,3460.1%
QORVO INC 1.75% 12/15/2024$439,3230.1%
CITIGROUP INC .981% 05/01/2025$424,5390.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.477% 10/15/2036$421,6270.1%
PERKINELMER INC .85% 09/15/2024$417,7930.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$413,7540.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.317% 10/15/2036$407,2690.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$406,1660.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$402,7640.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$402,3280.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$401,3320.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$373,6290.1%
PHILLIPS 66 .9% 02/15/2024$372,8110.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$364,0650.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$355,2160.1%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$349,8860.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$348,6540.1%
MAGALLANES INC 3.428% 03/15/2024$342,1040.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$341,5480.1%
MORGAN STANLEY .56% 11/10/2023$341,0990.1%
AIR LEASE CORP .8% 08/18/2024$339,3920.1%
PFS FINANCING CORP .93% 08/15/2024$338,8720.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$337,0630.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$331,4800.1%
MORGAN STANLEY .864% 10/21/2025$325,1720.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$319,4540.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$314,1910.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$307,8690.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$303,6690.1%
WELLS FARGO & CO .805% 05/19/2025$300,9490.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$299,2850.1%
RADNOR RE 2021-2 LTD 1.949% 11/25/2031$297,9710.1%
MAGALLANES INC 3.638% 03/15/2025$297,1070.1%
JDE PEET'S NV .8% 09/24/2024$295,8530.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$290,8190.1%
GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.024% 03/24/2024$290,0100.1%
PERKINELMER INC .55% 09/15/2023$281,7940.1%
OGE ENERGY CORP .703% 05/26/2023$279,3180.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$273,1580.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$272,6990.1%
QUANTA SERVICES INC .95% 10/01/2024$270,4510.1%
WHEELS SPV 2 LLC .51% 08/20/2029$269,8530.1%
INFOR INC 1.45% 07/15/2023$269,5830.1%
BERRY GLOBAL INC .95% 02/15/2024$268,2380.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$265,3360.1%
CARS-DB4 LP 2.69% 02/15/2050$254,3750.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$250,7580.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$249,6970.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$246,1080.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.338% 05/01/2042$241,7280.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$229,7960.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$229,6760.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$214,5320.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$209,7260.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$208,0950.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$200,6430.0%
NORDSTROM INC 2.3% 04/08/2024$197,8720.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .949% 09/25/2041$195,2450.0%
AIR LEASE CORP 2.25% 01/15/2023$195,1550.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.507% 11/25/2049$187,9280.0%
STRYKER CORP .6% 12/01/2023$179,5370.0%
CIVITAS RESOURCES INC 5% 10/15/2026$168,7280.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$161,6850.0%
T-MOBILE USA INC 2.25% 02/15/2026$160,3780.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.557% 09/25/2039$159,6550.0%
AIR LEASE CORP 2.75% 01/15/2023$130,4270.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 2.157% 01/25/2050$126,5310.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$121,1790.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.457% 01/25/2040$117,1680.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.557% 10/25/2039$109,1140.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 2.307% 02/25/2050$104,5360.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.507% 01/25/2040$100,8260.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.407% 10/25/2049$99,2260.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$92,9200.0%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$88,3720.0%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .749% 01/25/2051$64,3910.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$60,5820.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.457% 07/25/2039$18,9980.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,268,0441.8%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,268,0431.8%
 
Other
Underlying Fund HoldingsMarket Value%
E-MINI RUSS 2000 EQUITY INDEX 17/JUN/2022 RTYM2$7,054,90043.9%
US DOLLAR$4,205,9220.9%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$295,499-2.7%
EURO$2,7450.0%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$-30,8830.6%
US DOLLAR$-13,689,746-3.0%
All Holdings As of Feb 28, 2022
Equity
Underlying Fund HoldingsMarket Value%
CARGURUS INC$3,507,9740.7%
SEACOAST BANKING CORP OF FLORIDA$3,383,7110.7%
ASSURED GUARANTY LTD$3,380,4020.7%
SPIRIT AEROSYSTEMS HOLDINGS INC$3,355,5000.7%
VIPER ENERGY PARTNERS LP$3,324,5650.7%
PERFORMANCE FOOD GROUP CO$3,230,1460.7%
MERCURY SYSTEMS INC$3,221,0470.7%
AMERIS BANCORP$3,122,1140.7%
GRAPHIC PACKAGING HOLDING CO$3,058,5790.6%
AIR LEASE CORP$3,051,9460.6%
GATX CORP$3,039,1680.6%
FLUOR CORP$3,013,2090.6%
PRA GROUP INC$2,997,9760.6%
OWENS & MINOR INC$2,946,2620.6%
ATLANTIC UNION BANKSHARES CORP$2,939,9460.6%
STEVEN MADDEN LTD$2,927,7980.6%
PS BUSINESS PARKS INC$2,919,4670.6%
SELECTIVE INSURANCE GROUP INC$2,879,0400.6%
CHART INDUSTRIES INC$2,869,5170.6%
METHANEX CORP$2,847,9560.6%
PORTLAND GENERAL ELECTRIC CO$2,820,9340.6%
RAPID7 INC$2,800,6620.6%
TOWER SEMICONDUCTOR LTD$2,784,1080.6%
CLEAN HARBORS INC$2,780,9260.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,774,8340.6%
NATIONAL BANK HOLDINGS CORP$2,767,1820.6%
HUDSON PACIFIC PROPERTIES INC$2,730,0770.6%
MCGRATH RENTCORP$2,719,8730.6%
WHITING PETROLEUM CORP$2,715,3170.6%
CADENCE BANK$2,708,7270.6%
CENTERSPACE$2,704,1860.6%
SKYLINE CHAMPION CORP$2,692,6930.6%
POTLATCHDELTIC CORP$2,688,8370.6%
ALBANY INTERNATIONAL CORP$2,665,2490.6%
NEW YORK TIMES CO/THE$2,664,9580.6%
FORMFACTOR INC$2,653,0670.6%
PERFICIENT INC$2,637,7830.6%
VIAVI SOLUTIONS INC$2,621,2120.5%
SIMMONS FIRST NATIONAL CORP$2,619,7330.5%
SHUTTERSTOCK INC$2,596,9440.5%
POWER INTEGRATIONS INC$2,559,9600.5%
JAMF HOLDING CORP$2,556,1030.5%
RUSH ENTERPRISES INC$2,547,7090.5%
PHILLIPS EDISON & CO INC$2,543,1960.5%
LOUISIANA-PACIFIC CORP$2,531,0570.5%
LHC GROUP INC$2,516,5580.5%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,488,6580.5%
FIRST INTERSTATE BANCSYSTEM INC$2,485,4100.5%
HAEMONETICS CORP$2,479,7990.5%
ESSENTIAL PROPERTIES REALTY TRUST INC$2,459,9970.5%
KIRBY CORP$2,417,5210.5%
KENNAMETAL INC$2,415,3510.5%
HELIOS TECHNOLOGIES INC$2,415,1060.5%
NU SKIN ENTERPRISES INC$2,409,8680.5%
ZURN WATER SOLUTIONS CORP$2,403,6830.5%
XENIA HOTELS & RESORTS INC$2,400,4850.5%
SPECTRUM BRANDS HOLDINGS INC$2,392,6110.5%
SPX FLOW INC$2,371,6810.5%
PATRICK INDUSTRIES INC$2,348,2990.5%
AMEDISYS INC$2,332,7740.5%
GLOBUS MEDICAL INC$2,282,8680.5%
VICTORIA'S SECRET & CO$2,282,8680.5%
GLAUKOS CORP$2,277,9420.5%
ACADIA HEALTHCARE CO INC$2,268,5700.5%
LIFE STORAGE INC$2,241,7820.5%
REGAL REXNORD CORP$2,205,2940.5%
BRIGHAM MINERALS INC$2,190,2740.5%
ICU MEDICAL INC$2,118,0230.4%
CINEMARK HOLDINGS INC$2,102,1510.4%
SOVOS BRANDS INC$2,096,6750.4%
COVETRUS INC$2,075,9870.4%
KEMPER CORP$2,057,0660.4%
TRINET GROUP INC$2,039,3870.4%
FIRST SOLAR INC$2,025,6770.4%
BJ'S RESTAURANTS INC$2,006,5240.4%
DENNY'S CORP$1,965,8250.4%
FIRSTCASH HOLDINGS INC$1,926,0610.4%
NEW RELIC INC$1,820,3410.4%
ENERPAC TOOL GROUP CORP$1,789,6190.4%
JOHN BEAN TECHNOLOGIES CORP$1,761,3160.4%
ARENA PHARMACEUTICALS INC$1,730,1630.4%
SIRIUSPOINT LTD$1,664,3170.3%
MYRIAD GENETICS INC$1,632,6310.3%
STEPSTONE GROUP INC$1,575,9840.3%
OMNICELL INC$1,520,2040.3%
CALIX INC$1,488,4810.3%
MAGNOLIA OIL & GAS CORP$1,472,9100.3%
MGIC INVESTMENT CORP$1,410,0850.3%
MOMENTIVE GLOBAL INC$1,393,0280.3%
CARTER'S INC$1,279,9470.3%
APELLIS PHARMACEUTICALS INC$1,161,4520.2%
ACUSHNET HOLDINGS CORP$1,132,5370.2%
REALREAL INC/THE$1,121,6000.2%
NANOSTRING TECHNOLOGIES INC$1,105,8200.2%
LA-Z-BOY INC$1,095,3000.2%
CARDLYTICS INC$1,045,2180.2%
BELLRING BRANDS INC$1,033,8970.2%
MAXEON SOLAR TECHNOLOGIES LTD$1,013,3670.2%
AMICUS THERAPEUTICS INC$985,7540.2%
DECKERS OUTDOOR CORP$919,3180.2%
VERACYTE INC$900,1360.2%
RELAY THERAPEUTICS INC$839,6790.2%
BANDWIDTH INC$782,9350.2%
ROCKET PHARMACEUTICALS INC$668,1780.1%
AKERO THERAPEUTICS INC$625,4610.1%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$623,4330.1%
TURNING POINT THERAPEUTICS INC$580,3590.1%
SAGE THERAPEUTICS INC$554,3150.1%
KYMERA THERAPEUTICS INC$538,6680.1%
REVOLUTION MEDICINES INC$422,8430.1%
Y-MABS THERAPEUTICS INC$398,7810.1%
CABOT CORP$292,6400.1%
BIOATLA INC$51,3930.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$33,290,1656.9%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$9,665,0982.0%
COLD STORAGE TRUST 2020-ICE5 1.091% 11/15/2037$3,222,0830.7%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,103,9940.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .992% 04/15/2038$2,615,3270.5%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$2,495,6370.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.049% 11/25/2041$2,251,2500.5%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .891% 09/15/2036$1,945,1840.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,782,7400.4%
UNITED STATES OF AMERICA NOTES .875% 01/31/2024$1,780,6640.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .843% 05/15/2038$1,714,8690.4%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,618,2290.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,569,1750.3%
STACR TRUST 2018-HRP2 2.587% 02/25/2047$1,566,6410.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,506,0570.3%
ONE 2021-PARK MORTGAGE TRUST .891% 03/15/2036$1,503,1400.3%
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 2.399% 12/25/2041$1,496,5240.3%
ONE GAS INC 1.1% 03/11/2024$1,472,5330.3%
STWD TRUST 2021-FLWR .768% 07/15/2036$1,464,2340.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,409,7750.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,400,7810.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .861% 06/15/2038$1,370,1580.3%
CARS-DB5 LP 1.44% 08/15/2051$1,366,5290.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,350,7380.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,348,3190.3%
MORGAN STANLEY .529% 01/25/2024$1,339,7550.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,330,4280.3%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,321,4900.3%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$1,311,2620.3%
F&G GLOBAL FUNDING .9% 09/20/2024$1,305,9990.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,295,6480.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,294,8130.3%
SONOCO PRODUCTS CO 1.8% 02/01/2025$1,273,2560.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,272,1200.3%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,270,2880.3%
BOEING CO/THE 1.433% 02/04/2024$1,264,7390.3%
BANK OF AMERICA CORP .976% 04/22/2025$1,245,6810.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,242,9570.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,233,8450.3%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,211,8770.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,174,0490.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,153,3570.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.337% 11/25/2039$1,147,0650.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,145,5650.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,140,7230.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,118,8180.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,104,0430.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,100,8490.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$1,091,3090.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,052,0610.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,038,5820.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,035,3540.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,015,7870.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$995,4190.2%
MOTEL TRUST 2021-MTL6 1.091% 09/15/2038$995,2210.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$994,5500.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$972,4290.2%
7-ELEVEN INC .8% 02/10/2024$966,8130.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$953,8360.2%
CITIGROUP INC 1.281% 11/03/2025$934,7590.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$931,1820.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$925,0850.2%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$924,7960.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$885,6680.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$872,9290.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$872,2280.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$859,5650.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$850,0750.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$843,3360.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$843,0210.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$839,3440.2%
STELLANTIS NV 5.25% 04/15/2023$828,0960.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$826,2700.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .849% 08/25/2033$825,2710.2%
LIFE 2021-BMR MORTGAGE TRUST .891% 03/15/2038$819,7460.2%
STACR TRUST 2018-HRP2 1.437% 02/25/2047$812,5300.2%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$792,2500.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$785,0360.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.321% 10/15/2037$765,0670.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$760,1930.2%
ENTERGY LOUISIANA LLC .95% 10/01/2024$738,2270.2%
TTAN 2021-MHC 1.041% 03/15/2038$737,6720.2%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$722,5450.2%
HCA INC 4.75% 05/01/2023$720,6120.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$692,8290.1%
NIBC BANK NV 3.125% 11/15/2023$679,6760.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$676,7330.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$675,6220.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$674,8560.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$670,9220.1%
JPMORGAN CHASE & CO .563% 02/16/2025$669,6620.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$664,0200.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$655,0050.1%
EAGLE RE 2021-2 LTD 1.599% 04/25/2034$646,8990.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$642,8440.1%
BX TRUST 2021-ARIA 1.09% 10/15/2036$637,9230.1%
NBN CO LTD BOND .875% 10/08/2024$628,1990.1%
SBA TOWER TRUST 1.631% 05/15/2051$625,3940.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$624,2450.1%
ROYALTY PHARMA PLC .75% 09/02/2023$618,4270.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .891% 11/15/2034$616,7800.1%
INVITATION HOMES 2018-SFR3 TRUST 1.12% 07/17/2037$608,0870.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$603,4540.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$601,4700.1%
FREDDIE MAC STACR 2019-HQA3 2.037% 09/25/2049$589,7390.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$572,0380.1%
BARCLAYS PLC 1.007% 12/10/2024$565,5720.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$560,9750.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$560,5910.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$558,8120.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$532,5250.1%
VMWARE INC 1% 08/15/2024$519,8970.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$506,6750.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$498,4350.1%
PERKINELMER INC .85% 09/15/2024$497,2200.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$490,7630.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$483,5890.1%
UBS GROUP AG 1.008% 07/30/2024$483,2150.1%
SBA TOWER TRUST 1.884% 07/15/2050$469,2220.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$457,6850.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$456,9710.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023$453,4490.1%
QORVO INC 1.75% 12/15/2024$446,2250.1%
CITIGROUP INC .981% 05/01/2025$432,3770.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.271% 10/15/2036$421,6300.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$420,0950.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$417,1730.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.111% 10/15/2036$407,2660.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$404,2130.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$399,4660.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$378,6700.1%
PHILLIPS 66 .9% 02/15/2024$378,4460.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$376,7940.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$369,4910.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$367,8760.1%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$359,2250.1%
CITIGROUP INC 2.014% 01/25/2026$354,4730.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$353,0320.1%
AIR LEASE CORP .8% 08/18/2024$346,3090.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$343,6650.1%
MORGAN STANLEY .56% 11/10/2023$342,4140.1%
PFS FINANCING CORP .93% 08/15/2024$339,6280.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$336,9040.1%
MORGAN STANLEY .864% 10/21/2025$330,4310.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$322,2770.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$316,4700.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$308,9450.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$305,7810.1%
WELLS FARGO & CO .805% 05/19/2025$304,9320.1%
JDE PEET'S NV .8% 09/24/2024$301,9290.1%
RADNOR RE 2021-2 LTD 1.899% 11/25/2031$299,6760.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$294,5140.1%
WHEELS SPV 2 LLC .51% 08/20/2029$288,6980.1%
PERKINELMER INC .55% 09/15/2023$285,1380.1%
OGE ENERGY CORP .703% 05/26/2023$280,7810.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$279,6060.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$277,6140.1%
QUANTA SERVICES INC .95% 10/01/2024$275,4390.1%
INFOR INC 1.45% 07/15/2023$272,9530.1%
BERRY GLOBAL INC .95% 02/15/2024$272,4700.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$269,6210.1%
CARS-DB4 LP 2.69% 02/15/2050$258,5040.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$254,9770.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$254,5660.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$252,0070.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$250,8880.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.06% 05/01/2042$245,0250.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$238,9190.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$237,3320.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$220,1310.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.237% 11/25/2049$219,5500.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$210,2760.0%
GENUINE PARTS CO 1.75% 02/01/2025$201,6860.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .899% 09/25/2041$198,0840.0%
AIR LEASE CORP 2.25% 01/15/2023$196,0630.0%
NORDSTROM INC 2.3% 04/08/2024$192,7420.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.287% 09/25/2039$189,1080.0%
STRYKER CORP .6% 12/01/2023$180,7450.0%
CIVITAS RESOURCES INC 5% 10/15/2026$167,7480.0%
T-MOBILE USA INC 2.25% 02/15/2026$164,2450.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$162,8480.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.887% 01/25/2050$138,2050.0%
AIR LEASE CORP 2.75% 01/15/2023$131,1240.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.187% 01/25/2040$124,9330.0%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$124,0960.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.287% 10/25/2039$122,6520.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$122,4650.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.137% 10/25/2049$112,5550.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 2.037% 02/25/2050$111,0820.0%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .699% 01/25/2051$110,4130.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.237% 01/25/2040$106,6040.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$93,7470.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$83,6640.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.187% 07/25/2039$52,6210.0%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$7,8550.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$26,374,6335.5%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$26,374,6335.5%
UNITED STATES OF AMERICA BILL ZERO CPN 26/JAN/2023$1,775,7230.4%
UNITED STATES OF AMERICA BILL ZERO CPN 08/MAR/2022$1,444,9930.3%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$31,306,2116.5%
CURRENCY CONTRACT - USD$203,954-0.8%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$25,2051.6%
CURRENCY CONTRACT - USD$19,463-0.2%
EURO$10,0360.0%
CURRENCY CONTRACT - GBP$-100.0%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$-89,032-2.6%
US DOLLAR$-4,167,375-0.9%
E-MINI RUSS 2000 EQUITY INDEX 18/MAR/2022 RTYH2$-25,461,57248.4%
All Holdings As of Jan 31, 2022
Equity
Underlying Fund HoldingsMarket Value%
SEACOAST BANKING CORP OF FLORIDA$3,696,2460.7%
NEW RELIC INC$3,566,1390.7%
PRA GROUP INC$3,426,1200.7%
AMERIS BANCORP$3,411,3640.7%
PS BUSINESS PARKS INC$3,356,3970.7%
VIPER ENERGY PARTNERS LP$3,352,7170.7%
NATIONAL BANK HOLDINGS CORP$3,325,5050.7%
GATX CORP$3,265,4200.6%
ATLANTIC UNION BANKSHARES CORP$3,231,8240.6%
SELECTIVE INSURANCE GROUP INC$3,228,9830.6%
NU SKIN ENTERPRISES INC$3,227,7660.6%
SPIRIT AEROSYSTEMS HOLDINGS INC$3,226,3260.6%
FLUOR CORP$3,210,4520.6%
PORTLAND GENERAL ELECTRIC CO$3,202,0500.6%
AIR LEASE CORP$3,191,2490.6%
ASSURED GUARANTY LTD$3,188,5010.6%
METHANEX CORP$3,161,0220.6%
STEVEN MADDEN LTD$3,096,9370.6%
GRAPHIC PACKAGING HOLDING CO$3,082,5950.6%
OWENS & MINOR INC$3,080,8620.6%
FORMFACTOR INC$3,071,7670.6%
MERCURY SYSTEMS INC$3,011,2960.6%
WHITING PETROLEUM CORP$2,994,4280.6%
PERFICIENT INC$2,976,1540.6%
CLEAN HARBORS INC$2,958,1760.6%
SKYLINE CHAMPION CORP$2,957,9100.6%
CADENCE BANK$2,928,7960.6%
POTLATCHDELTIC CORP$2,889,6530.6%
KENNAMETAL INC$2,888,2540.6%
VIAVI SOLUTIONS INC$2,885,6190.6%
SIMMONS FIRST NATIONAL CORP$2,881,5360.6%
RAPID7 INC$2,860,2300.6%
RUSH ENTERPRISES INC$2,841,8220.6%
ESSENTIAL PROPERTIES REALTY TRUST INC$2,833,8140.6%
FIRSTCASH HOLDINGS INC$2,827,3110.6%
MCGRATH RENTCORP$2,797,2120.6%
ALBANY INTERNATIONAL CORP$2,786,6220.6%
SOVOS BRANDS INC$2,779,0260.6%
PHILLIPS EDISON & CO INC$2,720,4910.5%
PERFORMANCE FOOD GROUP CO$2,667,3780.5%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,666,8320.5%
KIRBY CORP$2,652,8910.5%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,639,1140.5%
LIFE STORAGE INC$2,621,2690.5%
SHUTTERSTOCK INC$2,608,6870.5%
VICTORIA'S SECRET & CO$2,606,7030.5%
HELIOS TECHNOLOGIES INC$2,588,8680.5%
LOUISIANA-PACIFIC CORP$2,563,5870.5%
CARGURUS INC$2,533,4020.5%
KEMPER CORP$2,532,4160.5%
SPECTRUM BRANDS HOLDINGS INC$2,528,2030.5%
POWER INTEGRATIONS INC$2,518,0710.5%
LHC GROUP INC$2,515,6310.5%
MOMENTIVE GLOBAL INC$2,484,1070.5%
ZURN WATER SOLUTIONS CORP$2,475,9690.5%
ENERSYS$2,471,4910.5%
XENIA HOTELS & RESORTS INC$2,462,5750.5%
GLAUKOS CORP$2,405,0640.5%
REGAL REXNORD CORP$2,390,6710.5%
SPX FLOW INC$2,380,2410.5%
GLOBUS MEDICAL INC$2,376,1220.5%
TOWER SEMICONDUCTOR LTD$2,369,5320.5%
PATRICK INDUSTRIES INC$2,325,1620.5%
COVETRUS INC$2,322,0310.5%
FIRST SOLAR INC$2,313,0720.5%
ACADIA HEALTHCARE CO INC$2,310,1770.5%
JOHN BEAN TECHNOLOGIES CORP$2,300,5350.5%
BRIGHAM MINERALS INC$2,282,1980.5%
BANDWIDTH INC$2,280,7570.5%
CENTERSPACE$2,248,2020.4%
CARTER'S INC$2,210,6690.4%
AMEDISYS INC$2,157,2770.4%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$2,155,3820.4%
HAEMONETICS CORP$2,117,0530.4%
DENNY'S CORP$2,112,6190.4%
HUDSON PACIFIC PROPERTIES INC$2,105,9060.4%
SIRIUSPOINT LTD$2,092,3020.4%
JAMF HOLDING CORP$2,072,8620.4%
BJ'S RESTAURANTS INC$2,064,9860.4%
CHART INDUSTRIES INC$2,048,3910.4%
GREAT WESTERN BANCORP INC$2,036,6900.4%
ENERPAC TOOL GROUP CORP$2,031,2230.4%
CINEMARK HOLDINGS INC$1,985,0010.4%
OMNICELL INC$1,936,5060.4%
MYRIAD GENETICS INC$1,931,0530.4%
NEW YORK TIMES CO/THE$1,862,9160.4%
ARENA PHARMACEUTICALS INC$1,837,9440.4%
STEPSTONE GROUP INC$1,752,6710.3%
ACUSHNET HOLDINGS CORP$1,721,8760.3%
MAGNOLIA OIL & GAS CORP$1,563,5250.3%
TRINET GROUP INC$1,562,4830.3%
MGIC INVESTMENT CORP$1,546,6600.3%
CALIX INC$1,510,6630.3%
LA-Z-BOY INC$1,377,9470.3%
FIRST INTERSTATE BANCSYSTEM INC$1,354,7150.3%
CARDLYTICS INC$1,326,2990.3%
REALREAL INC/THE$1,304,7990.3%
AMICUS THERAPEUTICS INC$1,249,9210.3%
APELLIS PHARMACEUTICALS INC$1,206,2480.2%
NANOSTRING TECHNOLOGIES INC$1,187,6320.2%
MAXEON SOLAR TECHNOLOGIES LTD$1,131,0050.2%
DECKERS OUTDOOR CORP$1,118,8840.2%
BELLRING BRANDS INC$1,080,3660.2%
VERACYTE INC$1,080,0110.2%
RELAY THERAPEUTICS INC$845,3660.2%
SPROUT SOCIAL INC$762,7200.2%
TURNING POINT THERAPEUTICS INC$748,5840.2%
ROCKET PHARMACEUTICALS INC$684,7530.1%
AKERO THERAPEUTICS INC$677,9190.1%
SAGE THERAPEUTICS INC$658,9840.1%
KODIAK SCIENCES INC$643,1760.1%
KYMERA THERAPEUTICS INC$624,1200.1%
REVOLUTION MEDICINES INC$527,5410.1%
Y-MABS THERAPEUTICS INC$432,9250.1%
BIOATLA INC$144,6520.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$33,415,8586.6%
UNITED STATES OF AMERICA NOTES 1.125% 01/15/2025$11,355,8892.2%
COLD STORAGE TRUST 2020-ICE5 1.01% 11/15/2037$3,263,0100.6%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,132,3790.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .907% 04/15/2038$2,643,4910.5%
FORD CREDIT AUTO LEASE TRUST 2021-B .37% 10/15/2024$2,569,6490.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.05% 11/25/2041$2,338,2680.5%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .806% 09/15/2036$1,996,6300.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,791,5640.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .762% 05/15/2038$1,738,7530.3%
DAIMLER FINANCE NORTH AMERICA LLC 3.7% 05/04/2023$1,648,9730.3%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,631,2300.3%
FIFTH THIRD BANCORP 3.65% 01/25/2024$1,606,8220.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,586,2940.3%
STACR TRUST 2018-HRP2 2.508% 02/25/2047$1,578,8190.3%
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024$1,576,4850.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,558,4040.3%
MORGAN STANLEY 3.737% 04/24/2024$1,541,2000.3%
ONE 2021-PARK MORTGAGE TRUST .81% 03/15/2036$1,540,4970.3%
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 2.4% 12/25/2041$1,538,7850.3%
GOLDMAN SACHS GROUP INC/THE .673% 03/08/2024$1,527,3460.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,517,4290.3%
STWD TRUST 2021-FLWR .687% 07/15/2036$1,482,5010.3%
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024$1,479,8700.3%
ONE GAS INC 1.1% 03/11/2024$1,479,5790.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,416,9910.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,413,2980.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .776% 06/15/2038$1,394,5930.3%
CARS-DB5 LP 1.44% 08/15/2051$1,384,0890.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,359,2150.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,357,1740.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,348,3130.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,347,4110.3%
MORGAN STANLEY .529% 01/25/2024$1,343,9680.3%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,335,2280.3%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$1,326,6650.3%
F&G GLOBAL FUNDING .9% 09/20/2024$1,318,5650.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,307,0270.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,294,5660.3%
SONOCO PRODUCTS CO 1.8% 02/01/2025$1,292,0340.3%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,282,9430.3%
BOEING CO/THE 1.433% 02/04/2024$1,272,5370.3%
BANK OF AMERICA CORP .976% 04/22/2025$1,260,2300.3%
FS KKR CAPITAL CORP 4.75% 05/15/2022$1,259,7880.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,252,5900.3%
VIATRIS INC 1.125% 06/22/2022$1,226,5070.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,221,9580.2%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$1,208,8850.2%
UBS GROUP AG 3.491% 05/23/2023$1,208,2080.2%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,186,4420.2%
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV .75% 09/24/2024$1,185,3190.2%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1.967% 02/01/2024$1,178,3940.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.258% 11/25/2039$1,173,6200.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,164,2330.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,150,6080.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,149,5130.2%
BANK OF AMERICA CORP .81% 10/24/2024$1,148,8160.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,147,4620.2%
AT&T INC .9% 03/25/2024$1,110,1360.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,109,9000.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,102,3600.2%
BANK OF AMERICA CORP 1.486% 05/19/2024$1,099,4650.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,095,5430.2%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$1,069,7380.2%
MOTEL TRUST 2021-MTL6 1.01% 09/15/2038$1,051,0890.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,046,7840.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,041,5430.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$1,036,1370.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,021,0890.2%
AMERICAN TOWER CORP 3% 06/15/2023$1,021,0560.2%
STACR TRUST 2018-HRP2 1.358% 02/25/2047$1,005,5450.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$1,000,8140.2%
BANCO SANTANDER SA .701% 06/30/2024$989,0410.2%
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C .48% 11/17/2025$984,2600.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$982,7170.2%
7-ELEVEN INC .8% 02/10/2024$970,8340.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$965,0180.2%
CITIGROUP INC 1.281% 11/03/2025$946,4640.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .85% 08/25/2033$936,0770.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$935,8360.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$935,7200.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$922,2650.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$917,6350.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$915,1810.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$888,6700.2%
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP .91% 12/15/2036$888,0340.2%
DELL EQUIPMENT FINANCE TRUST 2020-2 .57% 10/23/2023$886,9920.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$880,8340.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$879,1530.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$870,0660.2%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$862,5600.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$851,7350.2%
LIFE 2021-BMR MORTGAGE TRUST .81% 03/15/2038$846,6450.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$844,6460.2%
STELLANTIS NV 5.25% 04/15/2023$833,6000.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$833,2880.2%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$829,7280.2%
GOLDMAN SACHS GROUP INC/THE .627% 11/17/2023$815,0500.2%
KINDER MORGAN INC 1.519% 01/15/2023$811,5740.2%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$800,0850.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$788,1470.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.24% 10/15/2037$771,6220.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$765,2930.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .65% 02/27/2024$748,6570.2%
TTAN 2021-MHC .96% 03/15/2038$747,4360.2%
ENTERGY LOUISIANA LLC .95% 10/01/2024$744,4500.2%
BRUNSWICK CORP/DE .85% 08/18/2024$737,7840.1%
MIZUHO FINANCIAL GROUP INC 1.241% 07/10/2024$730,6340.1%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$729,0670.1%
TRANSCANADA PIPELINES LTD 1% 10/12/2024$728,8290.1%
HCA INC 4.75% 05/01/2023$726,9500.1%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$699,9370.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$697,1620.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$694,2410.1%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$687,5490.1%
NIBC BANK NV 3.125% 11/15/2023$687,1080.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$683,2110.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$680,0180.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$678,5240.1%
JPMORGAN CHASE & CO .563% 02/16/2025$673,1270.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$671,5000.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$660,2670.1%
BX TRUST 2021-ARIA 1.009% 10/15/2036$650,0200.1%
EAGLE RE 2021-2 LTD 1.6% 04/25/2034$647,6290.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$645,7220.1%
NATWEST GROUP PLC 1.626% 05/15/2023$642,1030.1%
NBN CO LTD BOND .875% 10/08/2024$634,3460.1%
SBA TOWER TRUST 1.631% 05/15/2051$631,1180.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$629,9880.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$626,3000.1%
ROYALTY PHARMA PLC .75% 09/02/2023$620,9930.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .81% 11/15/2034$619,5310.1%
INVITATION HOMES 2018-SFR3 TRUST 1.11% 07/17/2037$609,1990.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$607,8110.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$605,2590.1%
MIZUHO FINANCIAL GROUP INC .849% 09/08/2024$592,7880.1%
FREDDIE MAC STACR 2019-HQA3 1.958% 09/25/2049$591,7000.1%
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE .75% 03/17/2024$588,7980.1%
FIRST-CITIZENS BANK & TRUST CO 5% 08/15/2022$576,6900.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$575,0340.1%
BARCLAYS PLC 1.007% 12/10/2024$570,3390.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$566,9000.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$566,1880.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$559,2900.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$534,8650.1%
VMWARE INC 1% 08/15/2024$522,4920.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$509,7910.1%
PERKINELMER INC .85% 09/15/2024$500,7800.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$497,0190.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$486,3680.1%
UBS GROUP AG 1.008% 07/30/2024$484,4700.1%
GOLDMAN SACHS GROUP INC/THE 2.908% 06/05/2023$477,6150.1%
VB-S1 ISSUER LLC 3.031% 06/15/2050$476,3550.1%
SBA TOWER TRUST 1.884% 07/15/2050$473,3480.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$460,6520.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$459,8170.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023$455,7490.1%
QORVO INC 1.75% 12/15/2024$452,6170.1%
TRITON CONTAINER INTERNATIONAL LTD .8% 08/01/2023$450,0060.1%
CITIGROUP INC .981% 05/01/2025$435,9440.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$426,9390.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.19% 10/15/2036$424,5710.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$420,8590.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.03% 10/15/2036$408,8420.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$406,2740.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$405,5680.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$399,4040.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$391,2010.1%
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 01/21/2023$383,6300.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$380,5910.1%
PHILLIPS 66 .9% 02/15/2024$380,0750.1%
PIONEER NATURAL RESOURCES CO .75% 01/15/2024$377,6260.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$368,8210.1%
PUBLIC SERVICE ENTERPRISE GROUP INC .841% 11/08/2023$364,4410.1%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$362,2410.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$361,6860.1%
CITIGROUP INC 2.014% 01/25/2026$359,6570.1%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$352,5840.1%
AIR LEASE CORP .8% 08/18/2024$348,7600.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$347,5100.1%
MORGAN STANLEY .56% 11/10/2023$343,1890.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$341,1420.1%
PFS FINANCING CORP .93% 08/15/2024$340,2840.1%
MORGAN STANLEY .864% 10/21/2025$334,7080.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$323,6550.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$319,4180.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$311,8840.1%
WHEELS SPV 2 LLC .51% 08/20/2029$307,8870.1%
WELLS FARGO & CO .805% 05/19/2025$307,4650.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$306,0000.1%
JDE PEET'S NV .8% 09/24/2024$304,2130.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$302,8760.1%
RADNOR RE 2021-2 LTD 1.9% 11/25/2031$300,6030.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$296,0940.1%
PERKINELMER INC .55% 09/15/2023$286,2630.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$282,1330.1%
OGE ENERGY CORP .703% 05/26/2023$282,0960.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$279,9830.1%
QUANTA SERVICES INC .95% 10/01/2024$277,6300.1%
BERRY GLOBAL INC .95% 02/15/2024$275,7750.1%
INFOR INC 1.45% 07/15/2023$274,1250.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$272,5170.1%
CARS-DB4 LP 2.69% 02/15/2050$261,3410.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$255,4530.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$253,0030.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$252,9710.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.158% 11/25/2049$252,4900.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.06% 05/01/2042$246,2630.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$242,7040.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$240,8990.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.208% 09/25/2039$227,2740.0%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$210,9040.0%
GENUINE PARTS CO 1.75% 02/01/2025$203,9420.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .9% 09/25/2041$199,6280.0%
AIR LEASE CORP 2.25% 01/15/2023$196,9800.0%
NORDSTROM INC 2.3% 04/08/2024$196,7830.0%
STRYKER CORP .6% 12/01/2023$182,2150.0%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$181,2790.0%
CIVITAS RESOURCES INC 5% 10/15/2026$170,1860.0%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .7% 01/25/2051$169,0070.0%
T-MOBILE USA INC 2.25% 02/15/2026$164,1150.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$163,3620.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.808% 01/25/2050$150,6120.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.208% 10/25/2039$139,6450.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.108% 01/25/2040$135,9510.0%
AIR LEASE CORP 2.75% 01/15/2023$131,7920.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.058% 10/25/2049$127,0660.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$123,5950.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1.958% 02/25/2050$118,1390.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.158% 01/25/2040$114,6770.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$107,3610.0%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$105,7140.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.108% 07/25/2039$95,9710.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$94,0420.0%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.08% 07/15/2024$91,0550.0%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$60,9780.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$7,502,6941.5%
BLACKROCK TEMP FUND - INST SHARES FUND 24$7,422,3171.5%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$39,932,6047.8%
CURRENCY CONTRACT - USD$195,177-0.8%
US 5YR NOTE (CBT) BOND 31/MAR/2022 FVH2 COMDTY$133,343-2.5%
CURRENCY CONTRACT - USD$17,951-0.1%
EURO$10,0650.0%
CURRENCY CONTRACT - GBP$130.0%
US 2YR NOTE (CBT) BOND 31/MAR/2022 TUH2 COMDTY$-1,0391.3%
US DOLLAR$-4,475,257-0.9%
E-MINI RUSS 2000 EQUITY INDEX 18/MAR/2022 RTYH2$-28,719,13747.0%

Management

Management  

Investment Advisor: MissionSquare Investments

Portfolio Manager NameTitleAccreditationStrategy Start Date
Wayne WickerSenior Vice President and Chief Investment OfficerCFAManaged Fund Since 2007
Aimei ZhongManaging Vice PresidentCFA, CAIAManaged Fund Since 2020
John GraySenior Fund ManagerCFAManaged Fund Since 2021
Manager NameTargetRangeManager Strategy
Inception Date
Manager Style
Payden & Rygel50.00%+/- 10.00%10/2007Enhanced Equity
Wellington Management Company, LLP50.00%+/- 10.00%10/2007Fundamental Core

Footnotes

1.

Before investing in the Fund you should carefully consider your investment goals, tolerance for risk, investment time horizon, and personal circumstances. There is no guarantee that the Fund will meet its investment objective and you can lose money.

2.

The Fund is an investment option of VantageTrust, a group trust established and maintained by VantageTrust Company, LLC, a wholly owned subsidiary of MissionSquare Retirement. VantageTrust provides for the commingling of assets of certain trusts and plans as described in its Declaration of Trust, and is only available for investment by such eligible trusts and plans. The Fund is not a mutual fund. Its units are not deposits of VantageTrust Company and are not insured by the Federal Deposit Insurance Corporation or any other agency. The Fund is a security that has not been registered under the Securities Act of 1933 and is exempt from investment company registration under the Investment Company Act of 1940. For additional information regarding the Fund, including a description of the principal risks, please consult the Funds Disclosure Memorandum, which is available when plan administration clients log in at www.icmarc.org, at investments.missionsq.org for institutions, or upon request by calling 800-669-7400.

3.

When Funds are marketed to institutional clients, the Funds are offered by MissionSquare Investment Services, an SEC registered broker-dealer and FINRA member firm. MissionSquare Investment Services is a wholly-owned subsidiary of MissionSquare Retirement and is an affiliate of VantageTrust Company, LLC and MissionSquare Investments.

4.

Effective September 10, 2021, the Vantagepoint Discovery Fund is now known as the MissionSquare Small Cap Discovery Fund.

The source for this information is Morningstar, Inc. Copyright © 2022 Morningstar, Inc.™ All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with MissionSquare Retirement or its affiliates. MissionSquare Retirement does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.