Fund Facts  

Inception Date: Oct 11, 2013
CUSIP: 92210J457
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 Dec 31, 2021
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
MissionSquare Sm Cap Disc R7   3.14%13.30%13.30%20.43%13.09%13.31%N/A
Russell 2000 Indexa,b2.14%14.82%14.82%20.02%12.02%13.23%N/A
Morningstar Small Blenda,c5.47%24.19%24.19%19.73%11.22%12.74%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 www.vantagepointfunds.org.

Performance information for this class prior to its inception date is the performance of the Fund adjusted to reflect the estimated fees and expenses of this class.

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 Expenses0.70%
Net Expenses0.70%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2021 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 Dec 31, 2021
Period Stars Category Size
Overall 3 Stars596
3-Year 3 Stars596
5-Year 4 Stars528
10-Year 3 Stars352

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 Dec 31, 2021
Equity Stylebox Fixed Income Stylebox
Small BlendMedium Limited
Allocation of Assets As of Nov 30, 2021
Type of Asset Percent
Equity97%
Fixed Income45%
Cash/Other-41%

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

 
 

Statistics

Portfolio Statistics As of Dec 31, 2021
Statistic3-Year5-Year
Beta1.011.00
Alpha0.310.98
Standard Deviation24.0420.84
 
 

Underlying Fund Characteristics

Allocation of Assets As of Nov 30, 2021
Asset ClassPercent
Domestic Stock94.0%
Foreign Stock2.6%
Domestic Bond38.0%
Foreign Bond6.1%
Preferred0.0%
Convertible0.5%
Cash-41.2%
Other0.0%

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

 
Top Ten Holdings As of Dec 31, 2021
Underlying Fund Holdings Market Value%
E-MINI RUSS 2000 EQUITY INDEX 18/MAR/2022 RTYH2-$2,913,05447.1%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$42,265,0687.4%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$14,516,1782.6%
UNITED STATES OF AMERICA NOTES .75% 12/31/2023$12,663,4622.2%
UNITED STATES OF AMERICA BILL ZERO CPN 10/FEB/2022$6,594,8091.2%
BLACKROCK TEMP FUND - INST SHARES FUND 24$5,100,1940.9%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$5,100,1940.9%
FLUOR CORP$3,912,4710.7%
NEW RELIC INC$3,860,6960.7%
PS BUSINESS PARKS INC$3,832,5780.7%
All Holdings As of Dec 31, 2021
Equity
Underlying Fund HoldingsMarket Value%
FLUOR CORP$3,912,4710.7%
NEW RELIC INC$3,860,6960.7%
PS BUSINESS PARKS INC$3,832,5780.7%
PRA GROUP INC$3,829,5170.7%
SEACOAST BANKING CORP OF FLORIDA$3,709,8280.7%
HELIOS TECHNOLOGIES INC$3,678,0050.7%
AIR LEASE CORP$3,670,2050.7%
SPX FLOW INC$3,659,2280.6%
STEVEN MADDEN LTD$3,621,1750.6%
ATLANTIC UNION BANKSHARES CORP$3,600,3870.6%
NATIONAL BANK HOLDINGS CORP$3,595,5220.6%
SKYLINE CHAMPION CORP$3,591,1420.6%
AMERIS BANCORP$3,557,7840.6%
TOWER SEMICONDUCTOR LTD$3,530,8060.6%
MERCURY SYSTEMS INC$3,522,8490.6%
NU SKIN ENTERPRISES INC$3,518,7510.6%
LOUISIANA-PACIFIC CORP$3,471,7670.6%
SELECTIVE INSURANCE GROUP INC$3,471,3060.6%
FORMFACTOR INC$3,401,4310.6%
GATX CORP$3,371,7970.6%
POTLATCHDELTIC CORP$3,348,8340.6%
PORTLAND GENERAL ELECTRIC CO$3,338,6170.6%
CLEAN HARBORS INC$3,300,9900.6%
OWENS & MINOR INC$3,295,9950.6%
GRAPHIC PACKAGING HOLDING CO$3,290,5280.6%
SPIRIT AEROSYSTEMS HOLDINGS INC$3,283,3720.6%
VIAVI SOLUTIONS INC$3,197,5720.6%
PERFICIENT INC$3,189,9720.6%
ESSENTIAL PROPERTIES REALTY TRUST INC$3,185,3400.6%
MOMENTIVE GLOBAL INC$3,124,1510.6%
GREAT WESTERN BANCORP INC$3,123,5730.6%
ASSURED GUARANTY LTD$3,109,1870.6%
KENNAMETAL INC$3,105,6760.6%
RUSH ENTERPRISES INC$3,098,7590.6%
SHUTTERSTOCK INC$3,087,7860.5%
SIMMONS FIRST NATIONAL CORP$3,085,0170.5%
LIFE STORAGE INC$3,079,9900.5%
METHANEX CORP$3,064,9270.5%
ZURN WATER SOLUTIONS CORP$3,054,7970.5%
MCGRATH RENTCORP$3,049,3980.5%
ALBANY INTERNATIONAL CORP$3,047,9870.5%
WHITING PETROLEUM CORP$3,044,9400.5%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$3,033,2580.5%
POWER INTEGRATIONS INC$2,999,9750.5%
VIPER ENERGY PARTNERS LP$2,997,5710.5%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,993,9340.5%
RAPID7 INC$2,983,0880.5%
SPECTRUM BRANDS HOLDINGS INC$2,978,3620.5%
PATRICK INDUSTRIES INC$2,967,5360.5%
FIRSTCASH HOLDINGS INC$2,960,4560.5%
SOVOS BRANDS INC$2,951,2300.5%
CADENCE BANK$2,897,5240.5%
LHC GROUP INC$2,879,4970.5%
ENERSYS$2,723,9330.5%
CARGURUS INC$2,721,3080.5%
ACADIA HEALTHCARE CO INC$2,712,9260.5%
VICTORIA'S SECRET & CO$2,684,3040.5%
JOHN BEAN TECHNOLOGIES CORP$2,665,4940.5%
CENTERSPACE$2,662,7090.5%
XENIA HOTELS & RESORTS INC$2,662,3510.5%
AMEDISYS INC$2,632,9780.5%
FIRST SOLAR INC$2,620,0300.5%
GLOBUS MEDICAL INC$2,618,7660.5%
REGAL REXNORD CORP$2,614,9860.5%
BANDWIDTH INC$2,614,0730.5%
CIENA CORP$2,600,8930.5%
KEMPER CORP$2,569,4170.5%
FIRST INTERSTATE BANCSYSTEM INC$2,531,7890.5%
PERFORMANCE FOOD GROUP CO$2,517,0670.4%
PHILLIPS EDISON & CO INC$2,506,7450.4%
KIRBY CORP$2,503,4830.4%
CARTER'S INC$2,402,9630.4%
CALIX INC$2,402,6990.4%
OMNICELL INC$2,327,3150.4%
HAEMONETICS CORP$2,322,4090.4%
ENERPAC TOOL GROUP CORP$2,307,7420.4%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$2,301,5020.4%
ACUSHNET HOLDINGS CORP$2,280,9010.4%
NEW YORK TIMES CO/THE$2,247,7850.4%
HUDSON PACIFIC PROPERTIES INC$2,243,1240.4%
DENNY'S CORP$2,180,7680.4%
BJ'S RESTAURANTS INC$2,138,6100.4%
CINEMARK HOLDINGS INC$2,119,0870.4%
MYRIAD GENETICS INC$2,027,2750.4%
SIRIUSPOINT LTD$2,008,3130.4%
GLAUKOS CORP$2,007,5330.4%
CHART INDUSTRIES INC$1,916,7510.3%
ARENA PHARMACEUTICALS INC$1,857,1270.3%
TRINET GROUP INC$1,746,9730.3%
REALREAL INC/THE$1,603,0390.3%
LA-Z-BOY INC$1,550,1470.3%
AMICUS THERAPEUTICS INC$1,534,1750.3%
BRIGHAM MINERALS INC$1,495,9140.3%
MGIC INVESTMENT CORP$1,469,2250.3%
VERACYTE INC$1,463,2180.3%
NANOSTRING TECHNOLOGIES INC$1,444,5190.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,425,2920.3%
APELLIS PHARMACEUTICALS INC$1,416,2250.3%
MAGNOLIA OIL & GAS CORP$1,364,0180.2%
CARDLYTICS INC$1,306,3350.2%
DECKERS OUTDOOR CORP$1,279,8870.2%
JAMF HOLDING CORP$1,265,7330.2%
BELLRING BRANDS INC$1,265,3060.2%
RELAY THERAPEUTICS INC$1,173,1220.2%
SPROUT SOCIAL INC$1,004,6640.2%
STEPSTONE GROUP INC$968,5810.2%
TURNING POINT THERAPEUTICS INC$959,1040.2%
COVETRUS INC$954,5660.2%
KODIAK SCIENCES INC$928,9340.2%
ROCKET PHARMACEUTICALS INC$898,3260.2%
WOLVERINE WORLD WIDE INC$820,8260.1%
AKERO THERAPEUTICS INC$818,3780.1%
SAGE THERAPEUTICS INC$711,1410.1%
Y-MABS THERAPEUTICS INC$709,5770.1%
REVOLUTION MEDICINES INC$617,0170.1%
BIOATLA INC$442,2840.1%
ALX ONCOLOGY HOLDINGS INC$429,2630.1%
KYMERA THERAPEUTICS INC$279,3560.1%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$42,265,0687.4%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$14,516,1782.6%
UNITED STATES OF AMERICA NOTES .75% 12/31/2023$12,663,4622.2%
COLD STORAGE TRUST 2020-ICE5 1.01% 11/15/2037$3,264,6830.6%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,170,2050.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .911% 04/15/2038$2,648,4580.5%
FORD CREDIT AUTO LEASE TRUST 2021-B .37% 10/15/2024$2,582,3470.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.05% 11/25/2041$2,357,3460.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .81% 09/15/2036$1,995,9430.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,801,5800.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .762% 05/15/2038$1,744,5880.3%
DAIMLER FINANCE NORTH AMERICA LLC 3.7% 05/04/2023$1,658,2510.3%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,644,8660.3%
FIFTH THIRD BANCORP 3.65% 01/25/2024$1,624,5540.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,602,8580.3%
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024$1,597,0580.3%
COMM 2021-LBA MORTGAGE TRUST .8% 03/15/2038$1,589,1160.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,583,7510.3%
STACR TRUST 2018-HRP2 2.503% 02/25/2047$1,576,2300.3%
FREDDIE MAC STACR REMIC TRUST 2021-HQA4 2.4% 12/25/2041$1,556,3370.3%
MORGAN STANLEY 3.737% 04/24/2024$1,552,2810.3%
ONE 2021-PARK MORTGAGE TRUST .81% 03/15/2036$1,540,8410.3%
GOLDMAN SACHS GROUP INC/THE .673% 03/08/2024$1,533,4470.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,531,3350.3%
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024$1,499,1510.3%
ONE GAS INC 1.1% 03/11/2024$1,497,5350.3%
STWD TRUST 2021-FLWR .686% 07/15/2036$1,484,1660.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,428,8650.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,428,6810.3%
CARS-DB5 LP 1.44% 08/15/2051$1,421,1880.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,398,6130.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .78% 06/15/2038$1,394,0070.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,392,6150.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,364,7160.2%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,363,0400.2%
UNITED STATES OF AMERICA NOTES 1% 12/15/2024$1,356,6410.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,353,5510.2%
MORGAN STANLEY .529% 01/25/2024$1,350,6480.2%
F&G GLOBAL FUNDING .9% 09/20/2024$1,335,6710.2%
UNITED STATES OF AMERICA NOTES .5% 11/30/2023$1,334,9750.2%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,329,1570.2%
CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES .75% 06/07/2024$1,323,8180.2%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,313,4730.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,299,6050.2%
BOEING CO/THE 1.433% 02/04/2024$1,283,6330.2%
BANK OF AMERICA CORP .976% 04/22/2025$1,275,3510.2%
TRANSCANADA PIPELINES LTD 1% 10/12/2024$1,274,4560.2%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,273,9200.2%
FS KKR CAPITAL CORP 4.75% 05/15/2022$1,263,1610.2%
JPMORGAN CHASE & CO 3.797% 07/23/2024$1,251,0580.2%
STACR TRUST 2018-HRP2 1.353% 02/25/2047$1,245,9480.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,236,0090.2%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,229,5750.2%
VIATRIS INC 1.125% 06/22/2022$1,227,8920.2%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$1,226,4020.2%
UBS GROUP AG 3.491% 05/23/2023$1,212,2610.2%
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV .75% 09/24/2024$1,200,2720.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.253% 11/25/2039$1,191,0240.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,176,7200.2%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1.782% 02/01/2024$1,175,4690.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,169,9270.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,159,5170.2%
BANK OF AMERICA CORP .81% 10/24/2024$1,157,7210.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,153,1400.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,141,0820.2%
AT&T INC .9% 03/25/2024$1,125,4560.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,120,4110.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$1,118,9890.2%
BANK OF AMERICA CORP 1.486% 05/19/2024$1,108,3220.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,103,6130.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$1,078,1300.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .85% 08/25/2033$1,071,6250.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,058,4940.2%
MOTEL TRUST 2021-MTL6 1.01% 09/15/2038$1,050,2640.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,048,2250.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,036,3000.2%
AMERICAN TOWER CORP 3% 06/15/2023$1,028,5500.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$1,017,1200.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$1,005,7650.2%
BANCO SANTANDER SA .701% 06/30/2024$995,0000.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$991,0750.2%
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C .48% 11/17/2025$987,6810.2%
7-ELEVEN INC .8% 02/10/2024$979,1540.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$974,1680.2%
CITIGROUP INC 1.281% 11/03/2025$963,0090.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$947,0860.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$945,0670.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$923,9740.2%
GENERAL MOTORS FINANCIAL CO INC 3.15% 06/30/2022$910,2110.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$907,1950.2%
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP .91% 12/15/2036$902,1470.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$892,5190.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$892,2600.2%
DELL EQUIPMENT FINANCE TRUST 2020-2 .57% 10/23/2023$889,3740.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$883,8480.2%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$869,5380.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$863,3630.2%
LIFE 2021-BMR MORTGAGE TRUST .81% 03/15/2038$849,1940.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$846,2230.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$843,1200.2%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$841,1820.2%
STELLANTIS NV 5.25% 04/15/2023$840,1200.2%
AMSR 2020-SFR5 TRUST 1.379% 11/17/2037$832,9840.2%
GOLDMAN SACHS GROUP INC/THE .627% 11/17/2023$818,0410.1%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$813,9650.1%
KINDER MORGAN INC 1.404% 01/15/2023$811,8490.1%
ENERGY TRANSFER LP 4.25% 03/15/2023$791,4290.1%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.24% 10/15/2037$773,6560.1%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$772,7970.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .65% 02/27/2024$755,8990.1%
ENTERGY LOUISIANA LLC .95% 10/01/2024$752,0930.1%
TTAN 2021-MHC .96% 03/15/2038$749,2760.1%
BRUNSWICK CORP/DE .85% 08/18/2024$744,6550.1%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$737,9400.1%
MIZUHO FINANCIAL GROUP INC 1.241% 07/10/2024$737,0370.1%
HCA INC 4.75% 05/01/2023$733,4090.1%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$716,7040.1%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$711,2880.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$699,1100.1%
NIBC BANK NV 3.125% 11/15/2023$697,9190.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$695,5910.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$695,5640.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$689,7870.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$688,3310.1%
JPMORGAN CHASE & CO .563% 02/16/2025$680,3300.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$672,4140.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$670,1230.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$655,5520.1%
EAGLE RE 2021-2 LTD 1.6% 04/25/2034$650,4920.1%
BX TRUST 2021-ARIA 1.009% 10/15/2036$649,7870.1%
NATWEST GROUP PLC 1.626% 05/15/2023$642,7510.1%
NBN CO LTD BOND .875% 10/08/2024$641,2810.1%
SBA TOWER TRUST 1.631% 05/15/2051$640,2690.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$631,5120.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$630,6070.1%
ROYALTY PHARMA PLC .75% 09/02/2023$626,2660.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .81% 11/15/2034$620,1360.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$614,5680.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$610,5320.1%
INVITATION HOMES 2018-SFR3 TRUST 1.109% 07/17/2037$609,3740.1%
MIZUHO FINANCIAL GROUP INC .849% 09/08/2024$597,1270.1%
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE .75% 03/17/2024$594,1150.1%
FREDDIE MAC STACR 2019-HQA3 1.953% 09/25/2049$590,6600.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$579,7590.1%
CIT GROUP INC 5% 08/15/2022$578,3280.1%
BARCLAYS PLC 1.007% 12/10/2024$576,0270.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$575,2600.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$572,2430.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$560,1730.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$539,5030.1%
VMWARE INC 1% 08/15/2024$530,1440.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$514,4460.1%
PERKINELMER INC .85% 09/15/2024$507,9810.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$506,1480.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$490,8880.1%
UBS GROUP AG 1.008% 07/30/2024$488,6150.1%
VB-S1 ISSUER LLC 3.031% 06/15/2050$483,3300.1%
SBA TOWER TRUST 1.884% 07/15/2050$479,7660.1%
GOLDMAN SACHS GROUP INC/THE 2.908% 06/05/2023$479,0060.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$464,3270.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$464,0070.1%
QORVO INC 1.75% 12/15/2024$460,7810.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023$460,3290.1%
TRITON CONTAINER INTERNATIONAL LTD .8% 08/01/2023$450,6770.1%
CITIGROUP INC .981% 05/01/2025$441,7190.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$431,7720.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$428,4700.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.19% 10/15/2036$424,8950.1%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 2.9% 05/13/2022$423,4660.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$417,6550.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$415,5260.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.03% 10/15/2036$409,2620.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$407,4290.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$405,6080.1%
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 01/21/2023$385,2640.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$384,1010.1%
PHILLIPS 66 .9% 02/15/2024$382,3320.1%
PIONEER NATURAL RESOURCES CO .75% 01/15/2024$379,9540.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$371,8460.1%
PUBLIC SERVICE ENTERPRISE GROUP INC .841% 11/08/2023$368,7050.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$368,3990.1%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$353,4590.1%
AIR LEASE CORP .8% 08/18/2024$352,8500.1%
CIT BANK NA 2.969% 09/27/2025$351,5630.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$346,9260.1%
MORGAN STANLEY .56% 11/10/2023$344,5900.1%
PFS FINANCING CORP .93% 08/15/2024$340,8230.1%
MORGAN STANLEY .864% 10/21/2025$340,3160.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$330,8600.1%
WHEELS SPV 2 LLC .51% 08/20/2029$328,1650.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$324,5990.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$322,3950.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$316,3230.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$314,7240.1%
WELLS FARGO & CO .805% 05/19/2025$311,5810.1%
JDE PEET'S NV .8% 09/24/2024$308,8390.1%
RADNOR RE 2021-2 LTD 1.9% 11/25/2031$300,5760.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$298,2990.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.153% 11/25/2049$294,7450.1%
PERKINELMER INC .55% 09/15/2023$287,6610.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$285,4170.1%
OGE ENERGY CORP .703% 05/26/2023$283,7880.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$282,7040.1%
QUANTA SERVICES INC .95% 10/01/2024$282,0810.1%
BERRY GLOBAL INC .95% 02/15/2024$277,8270.1%
INFOR INC 1.45% 07/15/2023$276,0230.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$275,0200.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.202% 09/25/2039$272,1130.1%
CARS-DB4 LP 2.69% 02/15/2050$264,1400.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.08% 07/15/2024$259,2790.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$255,3520.0%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$253,7790.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.06% 05/01/2042$249,2510.0%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$247,4750.0%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$244,7780.0%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .7% 01/25/2051$241,3060.0%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$232,1340.0%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$211,8970.0%
NORDSTROM INC 2.3% 04/08/2024$200,2110.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .9% 09/25/2041$200,0690.0%
AIR LEASE CORP 2.25% 01/15/2023$197,4740.0%
STRYKER CORP .6% 12/01/2023$184,0800.0%
CIVITAS RESOURCES INC 5% 10/15/2026$171,8960.0%
T-MOBILE USA INC 2.25% 02/15/2026$170,6840.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.803% 01/25/2050$166,1810.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$165,3690.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.203% 10/25/2039$158,4850.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.103% 01/25/2040$147,6090.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.053% 10/25/2049$145,8040.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.103% 07/25/2039$141,8940.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$132,0800.0%
AIR LEASE CORP 2.75% 01/15/2023$132,0250.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1.953% 02/25/2050$126,2970.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$124,1940.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.153% 01/25/2040$123,2940.0%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$116,0540.0%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$105,7990.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$94,5410.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA BILL ZERO CPN 10/FEB/2022$6,594,8091.2%
BLACKROCK TEMP FUND - INST SHARES FUND 24$5,100,1940.9%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$5,100,1940.9%
UNITED STATES OF AMERICA BILL ZERO CPN 08/FEB/2022$499,9880.1%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$2,354,5860.4%
US DOLLAR$317,9930.1%
CURRENCY CONTRACT - USD$140,662-0.7%
CURRENCY CONTRACT - USD$13,438-0.1%
EURO$10,2080.0%
CURRENCY CONTRACT - GBP$810.0%
US 5YR NOTE (CBT) BOND 31/MAR/2022 FVH2 COMDTY$-56,415-2.3%
E-MINI RUSS 2000 EQUITY INDEX 18/MAR/2022 RTYH2$-2,913,05447.1%
All Holdings As of Nov 30, 2021
Equity
Underlying Fund HoldingsMarket Value%
NEW RELIC INC$3,948,5400.7%
HELIOS TECHNOLOGIES INC$3,926,7160.7%
STEVEN MADDEN LTD$3,752,0140.7%
PS BUSINESS PARKS INC$3,699,5230.7%
SKYLINE CHAMPION CORP$3,610,3770.6%
SEACOAST BANKING CORP OF FLORIDA$3,592,1490.6%
SPX FLOW INC$3,585,5850.6%
FLUOR CORP$3,543,7470.6%
NATIONAL BANK HOLDINGS CORP$3,538,8660.6%
AMERIS BANCORP$3,536,8000.6%
PERFICIENT INC$3,430,6830.6%
AIR LEASE CORP$3,417,7590.6%
CLEAN HARBORS INC$3,405,6450.6%
OMNICELL INC$3,390,6120.6%
GRAPHIC PACKAGING HOLDING CO$3,380,0800.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$3,295,7980.6%
PRA GROUP INC$3,286,1070.6%
SELECTIVE INSURANCE GROUP INC$3,247,3140.6%
GATX CORP$3,234,6420.6%
POWER INTEGRATIONS INC$3,230,5690.6%
SHUTTERSTOCK INC$3,221,6950.6%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$3,211,6140.6%
TOWER SEMICONDUCTOR LTD$3,203,5600.6%
RAPID7 INC$3,190,8230.6%
ATLANTIC UNION BANKSHARES CORP$3,185,1020.6%
MERCURY SYSTEMS INC$3,178,0300.6%
FORMFACTOR INC$3,164,6670.6%
METHANEX CORP$3,144,6540.6%
GREAT WESTERN BANCORP INC$3,131,2890.6%
PORTLAND GENERAL ELECTRIC CO$3,115,7070.6%
FIRST SOLAR INC$3,114,2160.6%
KENNAMETAL INC$3,104,0360.6%
NU SKIN ENTERPRISES INC$3,087,2210.6%
SIMMONS FIRST NATIONAL CORP$3,080,7110.6%
ASSURED GUARANTY LTD$3,077,6670.6%
OWENS & MINOR INC$3,075,4400.6%
MOMENTIVE GLOBAL INC$3,062,2320.6%
MGIC INVESTMENT CORP$3,057,8950.6%
POTLATCHDELTIC CORP$3,055,0660.5%
WHITING PETROLEUM CORP$3,045,4110.5%
CARGURUS INC$3,033,5630.5%
VIPER ENERGY PARTNERS LP$3,032,7370.5%
ESSENTIAL PROPERTIES REALTY TRUST INC$3,030,4410.5%
ZURN WATER SOLUTIONS CORP$2,984,8230.5%
MCGRATH RENTCORP$2,980,1470.5%
SOVOS BRANDS INC$2,977,1410.5%
LOUISIANA-PACIFIC CORP$2,938,3970.5%
PATRICK INDUSTRIES INC$2,933,7010.5%
CALIX INC$2,874,7270.5%
CADENCE BANK$2,842,0830.5%
ACUSHNET HOLDINGS CORP$2,840,9740.5%
RUSH ENTERPRISES INC$2,838,1150.5%
ALBANY INTERNATIONAL CORP$2,829,8790.5%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$2,782,5740.5%
WOLVERINE WORLD WIDE INC$2,767,1770.5%
JOHN BEAN TECHNOLOGIES CORP$2,738,5720.5%
VIAVI SOLUTIONS INC$2,727,2020.5%
LIFE STORAGE INC$2,656,9390.5%
CIENA CORP$2,650,6020.5%
SPIRIT AEROSYSTEMS HOLDINGS INC$2,605,7150.5%
TRINET GROUP INC$2,596,5660.5%
ENERSYS$2,552,6970.5%
FIRST INTERSTATE BANCSYSTEM INC$2,539,8820.5%
BANDWIDTH INC$2,510,9660.5%
ACADIA HEALTHCARE CO INC$2,510,4620.5%
FIRSTCASH INC$2,507,1880.5%
CENTERSPACE$2,453,5820.4%
REGAL REXNORD CORP$2,429,3650.4%
LHC GROUP INC$2,407,1700.4%
ENERPAC TOOL GROUP CORP$2,402,1910.4%
CARTER'S INC$2,398,4520.4%
PHILLIPS EDISON & CO INC$2,380,0420.4%
XENIA HOTELS & RESORTS INC$2,303,6470.4%
GLOBUS MEDICAL INC$2,271,2900.4%
HAEMONETICS CORP$2,244,0330.4%
KEMPER CORP$2,242,5070.4%
PERFORMANCE FOOD GROUP CO$2,211,0040.4%
NEW YORK TIMES CO/THE$2,210,5550.4%
HUDSON PACIFIC PROPERTIES INC$2,209,5370.4%
KIRBY CORP$2,200,1330.4%
AMEDISYS INC$2,154,8000.4%
CHART INDUSTRIES INC$2,097,7420.4%
CINEMARK HOLDINGS INC$2,040,2130.4%
GREEN DOT CORP$1,970,2640.4%
SIRIUSPOINT LTD$1,902,0930.3%
MYRIAD GENETICS INC$1,899,4690.3%
DENNY'S CORP$1,887,7270.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,871,3370.3%
REALREAL INC/THE$1,865,6750.3%
BJ'S RESTAURANTS INC$1,848,3040.3%
VERACYTE INC$1,473,1620.3%
BRIGHAM MINERALS INC$1,472,5070.3%
GLAUKOS CORP$1,470,5500.3%
LA-Z-BOY INC$1,425,4860.3%
AMICUS THERAPEUTICS INC$1,422,5990.3%
DECKERS OUTDOOR CORP$1,416,4680.3%
NANOSTRING TECHNOLOGIES INC$1,405,8670.3%
MAGNOLIA OIL & GAS CORP$1,371,2460.2%
CARDLYTICS INC$1,335,7860.2%
APELLIS PHARMACEUTICALS INC$1,260,4640.2%
SPROUT SOCIAL INC$1,237,1910.2%
RELAY THERAPEUTICS INC$1,123,8440.2%
ARENA PHARMACEUTICALS INC$1,088,8190.2%
KODIAK SCIENCES INC$1,006,2910.2%
ROCKET PHARMACEUTICALS INC$1,005,3190.2%
STEPSTONE GROUP INC$963,9210.2%
BELLRING BRANDS INC$954,4120.2%
AKERO THERAPEUTICS INC$822,6340.2%
TURNING POINT THERAPEUTICS INC$765,2720.1%
Y-MABS THERAPEUTICS INC$747,6600.1%
REVOLUTION MEDICINES INC$678,0570.1%
SAGE THERAPEUTICS INC$650,4580.1%
ALX ONCOLOGY HOLDINGS INC$642,3960.1%
BIOATLA INC$568,9080.1%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$42,373,1337.6%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$19,855,1343.5%
UNITED STATES OF AMERICA NOTES .375% 10/31/2023$11,195,1842.0%
UNITED STATES OF AMERICA NOTES 2.5% 01/15/2022$8,061,1921.4%
COLD STORAGE TRUST 2020-ICE5 .989% 11/15/2037$3,263,8280.6%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,182,9080.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .89% 04/15/2038$2,647,7350.5%
FORD CREDIT AUTO LEASE TRUST 2021-B .37% 10/15/2024$2,586,9930.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.05% 11/25/2041$2,360,9860.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .789% 09/15/2036$1,992,8470.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,805,4580.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .742% 05/15/2038$1,746,8560.3%
DAIMLER FINANCE NORTH AMERICA LLC 3.7% 05/04/2023$1,663,6340.3%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,650,6170.3%
FREDDIE MAC STACR REMIC TRUST 2021-HQA1 .75% 08/25/2033$1,632,1530.3%
FIFTH THIRD BANCORP 3.65% 01/25/2024$1,631,1830.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,605,3060.3%
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024$1,603,8480.3%
COMM 2021-LBA MORTGAGE TRUST .78% 03/15/2038$1,593,5850.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,579,7680.3%
STACR TRUST 2018-HRP2 2.492% 02/25/2047$1,576,9540.3%
ARES CAPITAL CORP 3.625% 01/19/2022$1,572,8290.3%
MORGAN STANLEY 3.737% 04/24/2024$1,556,7060.3%
ONE 2021-PARK MORTGAGE TRUST .789% 03/15/2036$1,545,2100.3%
GOLDMAN SACHS GROUP INC/THE .673% 03/08/2024$1,534,5710.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,533,0400.3%
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024$1,500,3670.3%
STWD TRUST 2021-FLWR .666% 07/15/2036$1,486,5890.3%
ONE GAS INC 1.1% 03/11/2024$1,484,3290.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,445,0170.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,437,2560.3%
CARS-DB5 LP 1.44% 08/15/2051$1,436,1240.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,432,4440.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .76% 06/15/2038$1,394,0460.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,389,7760.3%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$1,387,1710.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,371,0850.2%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,367,1660.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,361,7980.2%
MORGAN STANLEY .529% 01/25/2024$1,350,0780.2%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,341,8460.2%
F&G GLOBAL FUNDING .9% 09/20/2024$1,337,9530.2%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,329,6020.2%
CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES .75% 06/07/2024$1,326,0580.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,302,3080.2%
BOEING CO/THE 1.433% 02/04/2024$1,285,1320.2%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,279,0200.2%
TRANSCANADA PIPELINES LTD 1% 10/12/2024$1,275,7640.2%
BANK OF AMERICA CORP .976% 04/22/2025$1,274,4590.2%
FS KKR CAPITAL CORP 4.75% 05/15/2022$1,268,6160.2%
JPMORGAN CHASE & CO 3.797% 07/23/2024$1,254,5430.2%
STACR TRUST 2018-HRP2 1.342% 02/25/2047$1,245,9320.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,232,6290.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .85% 08/25/2033$1,228,7950.2%
VIATRIS INC 1.125% 06/22/2022$1,227,0460.2%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,225,3490.2%
UBS GROUP AG 3.491% 05/23/2023$1,215,8670.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.242% 11/25/2039$1,208,4940.2%
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV .75% 09/24/2024$1,205,3030.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,185,6590.2%
THERMO FISHER SCIENTIFIC INC .797% 10/18/2023$1,181,8630.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,180,1950.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,179,3830.2%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1.782% 02/01/2024$1,176,4530.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,160,1310.2%
BANK OF AMERICA CORP .81% 10/24/2024$1,157,9930.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,153,7350.2%
AT&T INC .9% 03/25/2024$1,123,0460.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$1,121,8880.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$1,114,3260.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,112,0620.2%
BANK OF AMERICA CORP 1.486% 05/19/2024$1,107,5410.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,104,3280.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,064,7900.2%
VALERO ENERGY CORP 1.2% 03/15/2024$1,060,4450.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,050,0100.2%
MOTEL TRUST 2021-MTL6 .989% 09/15/2038$1,049,9970.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,032,8570.2%
AMERICAN TOWER CORP 3% 06/15/2023$1,030,6110.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$1,024,4030.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$1,007,9610.2%
BANCO SANTANDER SA .701% 06/30/2024$994,5920.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$992,4830.2%
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C .48% 11/17/2025$988,3820.2%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$980,5760.2%
7-ELEVEN INC .8% 02/10/2024$979,7110.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$974,3860.2%
CITIGROUP INC 1.281% 11/03/2025$962,8670.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$946,5150.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$932,4310.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$926,7540.2%
GENERAL MOTORS FINANCIAL CO INC 3.15% 06/30/2022$911,6350.2%
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP .889% 12/15/2036$901,8490.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$895,9560.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$894,1280.2%
DELL EQUIPMENT FINANCE TRUST 2020-2 .57% 10/23/2023$890,2140.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$883,7410.2%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$871,5460.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$865,0520.2%
LIFE 2021-BMR MORTGAGE TRUST .789% 03/15/2038$849,3360.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$847,3310.2%
STELLANTIS NV 5.25% 04/15/2023$847,2720.2%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$845,1520.2%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$839,5580.2%
AMSR 2020-SFR5 TRUST 1.379% 11/17/2037$833,0710.2%
GOLDMAN SACHS GROUP INC/THE .627% 11/17/2023$818,0910.2%
KINDER MORGAN INC 1.404% 01/15/2023$813,3360.2%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$812,4960.1%
ENERGY TRANSFER LP 4.25% 03/15/2023$795,2160.1%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$777,8910.1%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.219% 10/15/2037$773,7110.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .65% 02/27/2024$758,0570.1%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$756,8580.1%
ENTERGY LOUISIANA LLC .95% 10/01/2024$752,8710.1%
TTAN 2021-MHC .94% 03/15/2038$748,8400.1%
BRUNSWICK CORP/DE .85% 08/18/2024$745,4230.1%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$741,1110.1%
MIZUHO FINANCIAL GROUP INC 1.241% 07/10/2024$738,2250.1%
HCA INC 4.75% 05/01/2023$735,4740.1%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$709,7240.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$700,2050.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$696,8440.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$693,4820.1%
NIBC BANK NV 3.125% 11/15/2023$687,5430.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$687,5270.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$685,6990.1%
JPMORGAN CHASE & CO .563% 02/16/2025$682,6780.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$673,2870.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$671,8320.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$658,4750.1%
EAGLE RE 2021-2 LTD 1.6% 04/25/2034$649,5180.1%
BX TRUST 2021-ARIA .989% 10/15/2036$649,4070.1%
SBA TOWER TRUST 1.631% 05/15/2051$643,6450.1%
NBN CO LTD BOND .875% 10/08/2024$643,1120.1%
NATWEST GROUP PLC 1.626% 05/15/2023$643,0610.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$632,6570.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$630,8700.1%
ROYALTY PHARMA PLC .75% 09/02/2023$626,7530.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .789% 11/15/2034$619,0160.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$616,9740.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$612,9270.1%
INVITATION HOMES 2018-SFR3 TRUST 1.086% 07/17/2037$610,6230.1%
BANCO BILBAO VIZCAYA ARGENTARIA SA .875% 09/18/2023$599,4460.1%
MIZUHO FINANCIAL GROUP INC .849% 09/08/2024$598,3320.1%
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE .75% 03/17/2024$595,3130.1%
FREDDIE MAC STACR 2019-HQA3 1.942% 09/25/2049$590,6680.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$581,2550.1%
CIT GROUP INC 5% 08/15/2022$580,6250.1%
BARCLAYS PLC 1.007% 12/10/2024$576,3000.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$575,7880.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$571,4760.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$560,6370.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$540,7690.1%
VMWARE INC 1% 08/15/2024$531,3770.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$516,1280.1%
PERKINELMER INC .85% 09/15/2024$506,9330.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$492,6180.1%
UBS GROUP AG 1.008% 07/30/2024$489,8130.1%
VB-S1 ISSUER LLC 3.031% 06/15/2050$484,7830.1%
SBA TOWER TRUST 1.884% 07/15/2050$482,2350.1%
GOLDMAN SACHS GROUP INC/THE 2.908% 06/05/2023$480,0920.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$465,9130.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$464,9680.1%
TRITON CONTAINER INTERNATIONAL LTD .8% 08/01/2023$451,6500.1%
ENBRIDGE INC .55% 10/04/2023$446,9290.1%
CITIGROUP INC .981% 05/01/2025$442,1820.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$436,7270.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$433,2480.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.08% 07/15/2024$431,9360.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$424,5650.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.169% 10/15/2036$424,5160.1%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 2.9% 05/13/2022$424,3440.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.009% 10/15/2036$412,0800.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$407,7800.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$405,9200.1%
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 01/21/2023$385,9910.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$385,3630.1%
PIONEER NATURAL RESOURCES CO .75% 01/15/2024$382,3520.1%
PHILLIPS 66 .9% 02/15/2024$382,2080.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$373,0470.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$369,6780.1%
PUBLIC SERVICE ENTERPRISE GROUP INC .841% 11/08/2023$368,1810.1%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$354,0400.1%
AIR LEASE CORP .8% 08/18/2024$353,4620.1%
WHEELS SPV 2 LLC .51% 08/20/2029$348,5130.1%
CIT BANK NA 2.969% 09/27/2025$346,6130.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$346,2270.1%
MORGAN STANLEY .56% 11/10/2023$344,0380.1%
PFS FINANCING CORP .93% 08/15/2024$341,0370.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.142% 11/25/2049$340,4880.1%
MORGAN STANLEY .864% 10/21/2025$339,4470.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$331,1690.1%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .7% 01/25/2051$327,8880.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$325,4380.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.192% 09/25/2039$321,5090.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$317,5000.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$316,3430.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$312,6000.1%
WELLS FARGO & CO .805% 05/19/2025$312,0840.1%
JDE PEET'S NV .8% 09/24/2024$308,8530.1%
RADNOR RE 2021-2 LTD 1.898% 11/25/2031$300,5070.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$298,5460.1%
PERKINELMER INC .55% 09/15/2023$288,1180.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$286,6880.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$283,6860.1%
OGE ENERGY CORP .703% 05/26/2023$283,6140.1%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$282,6340.1%
QUANTA SERVICES INC .95% 10/01/2024$282,1570.1%
BERRY GLOBAL INC .95% 02/15/2024$277,1090.1%
INFOR INC 1.45% 07/15/2023$276,6300.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$276,0590.1%
CARS-DB4 LP 2.69% 02/15/2050$266,5160.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$256,2980.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$254,4240.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.059% 05/01/2042$250,8850.0%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$249,4200.0%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$246,5830.0%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$212,4870.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .9% 09/25/2041$200,2070.0%
AIR LEASE CORP 2.25% 01/15/2023$198,0790.0%
NORDSTROM INC 2.3% 04/08/2024$197,3820.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.092% 07/25/2039$192,5030.0%
STRYKER CORP .6% 12/01/2023$183,5240.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.792% 01/25/2050$183,0540.0%
TRILLIUM CREDIT CARD TRUST II 2.331% 12/26/2024$180,2510.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.192% 10/25/2039$178,3950.0%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$172,7830.0%
CIVITAS RESOURCES INC 5% 10/15/2026$168,3000.0%
T-MOBILE USA INC 2.25% 02/15/2026$168,1720.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$165,9280.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.042% 10/25/2049$165,3890.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.092% 01/25/2040$161,5640.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$157,0790.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1.942% 02/25/2050$136,0020.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.142% 01/25/2040$133,4100.0%
AIR LEASE CORP 2.75% 01/15/2023$132,5620.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$123,9800.0%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$105,8330.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$94,7320.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$4,894,7450.9%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$4,894,7450.9%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$375,2120.1%
CURRENCY CONTRACT - USD$149,742-0.7%
CURRENCY CONTRACT - USD$25,207-0.1%
EURO$10,1770.0%
CURRENCY CONTRACT - GBP$-980.0%
US 5YR NOTE (CBT) BOND 31/MAR/2022 FVH2 COMDTY$-44,681-2.3%
US DOLLAR$-450,516-0.1%
E-MINI RUSS 2000 EQUITY INDEX 17/DEC/2021 RTYZ1$-5,064,51447.2%
All Holdings As of Oct 31, 2021
Equity
Underlying Fund HoldingsMarket Value%
NATIONAL BANK HOLDINGS CORP$4,304,9060.7%
FIRST SOLAR INC$4,214,7100.7%
SEACOAST BANKING CORP OF FLORIDA$3,935,6790.7%
HELIOS TECHNOLOGIES INC$3,870,9000.7%
AMERIS BANCORP$3,866,6440.7%
CLEAN HARBORS INC$3,837,3890.7%
PERFICIENT INC$3,813,8020.7%
PS BUSINESS PARKS INC$3,810,9540.7%
SKYLINE CHAMPION CORP$3,629,5660.6%
METHANEX CORP$3,576,3550.6%
ATLANTIC UNION BANKSHARES CORP$3,569,2080.6%
STEVEN MADDEN LTD$3,566,1920.6%
MGIC INVESTMENT CORP$3,559,4340.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$3,554,4800.6%
ASSURED GUARANTY LTD$3,547,6710.6%
KENNAMETAL INC$3,542,9570.6%
MOMENTIVE GLOBAL INC$3,489,1570.6%
SHUTTERSTOCK INC$3,477,0050.6%
FIRSTCASH INC$3,474,4820.6%
GRAPHIC PACKAGING HOLDING CO$3,465,9470.6%
OMNICELL INC$3,465,9080.6%
AIR LEASE CORP$3,424,9960.6%
SELECTIVE INSURANCE GROUP INC$3,421,6340.6%
MERCURY SYSTEMS INC$3,398,4960.6%
ESSENTIAL PROPERTIES REALTY TRUST INC$3,392,0680.6%
POWER INTEGRATIONS INC$3,385,3910.6%
PRA GROUP INC$3,370,4970.6%
TOWER SEMICONDUCTOR LTD$3,368,8180.6%
RAPID7 INC$3,363,2080.6%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$3,346,0090.6%
CALIX INC$3,272,8310.6%
SPX FLOW INC$3,257,8790.6%
GREAT WESTERN BANCORP INC$3,227,6340.6%
PORTLAND GENERAL ELECTRIC CO$3,206,0380.6%
FLUOR CORP$3,164,5020.5%
GATX CORP$3,163,4370.5%
SIMMONS FIRST NATIONAL CORP$3,163,2590.5%
FORMFACTOR INC$3,050,0520.5%
HAEMONETICS CORP$3,008,5360.5%
POTLATCHDELTIC CORP$2,995,6460.5%
WOLVERINE WORLD WIDE INC$2,994,5880.5%
RUSH ENTERPRISES INC$2,945,8010.5%
NEW RELIC INC$2,936,6930.5%
NU SKIN ENTERPRISES INC$2,868,9580.5%
CADENCE BANK$2,866,7410.5%
PATRICK INDUSTRIES INC$2,865,2960.5%
ALBANY INTERNATIONAL CORP$2,864,2040.5%
SOVOS BRANDS INC$2,863,3900.5%
SPIRIT AEROSYSTEMS HOLDINGS INC$2,841,7840.5%
VIAVI SOLUTIONS INC$2,835,8480.5%
MCGRATH RENTCORP$2,824,7140.5%
OWENS & MINOR INC$2,801,7970.5%
GLOBUS MEDICAL INC$2,799,0330.5%
ACADIA HEALTHCARE CO INC$2,771,0280.5%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$2,764,6550.5%
ENERSYS$2,757,6980.5%
LOUISIANA-PACIFIC CORP$2,691,1560.5%
LIFE STORAGE INC$2,690,5180.5%
WHITING PETROLEUM CORP$2,677,4940.5%
ACUSHNET HOLDINGS CORP$2,661,2580.5%
VIPER ENERGY PARTNERS LP$2,653,8280.5%
TRINET GROUP INC$2,621,1600.5%
XENIA HOTELS & RESORTS INC$2,616,7780.5%
JOHN BEAN TECHNOLOGIES CORP$2,604,6850.4%
FIRST INTERSTATE BANCSYSTEM INC$2,587,8160.4%
NEW YORK TIMES CO/THE$2,540,5090.4%
ZURN WATER SOLUTIONS CORP$2,500,4180.4%
LHC GROUP INC$2,488,4350.4%
PERFORMANCE FOOD GROUP CO$2,480,8660.4%
CINEMARK HOLDINGS INC$2,471,3920.4%
CIENA CORP$2,389,1940.4%
ENERPAC TOOL GROUP CORP$2,377,1570.4%
REGAL REXNORD CORP$2,340,7030.4%
CARTER'S INC$2,338,8650.4%
HUDSON PACIFIC PROPERTIES INC$2,337,5340.4%
GREEN DOT CORP$2,324,8020.4%
SIRIUSPOINT LTD$2,322,0350.4%
MAXEON SOLAR TECHNOLOGIES LTD$2,310,2040.4%
PHILLIPS EDISON & CO INC$2,286,7220.4%
BANDWIDTH INC$2,254,3770.4%
AMEDISYS INC$2,215,9830.4%
KIRBY CORP$2,208,1380.4%
DENNY'S CORP$2,167,1380.4%
CHART INDUSTRIES INC$2,133,4350.4%
BJ'S RESTAURANTS INC$2,062,4750.4%
KEMPER CORP$1,867,7090.3%
CARGURUS INC$1,829,0700.3%
VERACYTE INC$1,700,4580.3%
NANOSTRING TECHNOLOGIES INC$1,652,1500.3%
REALREAL INC/THE$1,561,3200.3%
CARDLYTICS INC$1,554,7940.3%
MAGNOLIA OIL & GAS CORP$1,509,3110.3%
MYRIAD GENETICS INC$1,420,6510.2%
LA-Z-BOY INC$1,419,0820.2%
SPROUT SOCIAL INC$1,414,4390.2%
AMICUS THERAPEUTICS INC$1,394,7050.2%
DECKERS OUTDOOR CORP$1,381,2130.2%
GLAUKOS CORP$1,288,1080.2%
KODIAK SCIENCES INC$1,282,9550.2%
RELAY THERAPEUTICS INC$1,270,1500.2%
ROCKET PHARMACEUTICALS INC$1,222,5960.2%
BELLRING BRANDS INC$1,189,4670.2%
ARENA PHARMACEUTICALS INC$1,146,7670.2%
ALX ONCOLOGY HOLDINGS INC$1,119,3990.2%
BRIGHAM MINERALS INC$1,103,3680.2%
STEPSTONE GROUP INC$1,094,6340.2%
Y-MABS THERAPEUTICS INC$1,075,0890.2%
TURNING POINT THERAPEUTICS INC$836,0490.1%
AKERO THERAPEUTICS INC$831,5340.1%
APELLIS PHARMACEUTICALS INC$773,4800.1%
REVOLUTION MEDICINES INC$721,4470.1%
SAGE THERAPEUTICS INC$674,6980.1%
BIOATLA INC$658,5810.1%
DELEK US HOLDINGS INC$571,8690.1%
JBG SMITH PROPERTIES$189,8120.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$42,391,4217.2%
UNITED STATES OF AMERICA NOTES .625% 10/15/2024$19,783,5333.4%
UNITED STATES OF AMERICA NOTES 2.5% 01/15/2022$14,423,0522.5%
COLD STORAGE TRUST 2020-ICE5 .99% 11/15/2037$3,266,8090.6%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,172,9550.5%
FREDDIE MAC POOL 3.5% 07/01/2032$2,897,0960.5%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .891% 04/15/2038$2,655,1190.5%
FORD CREDIT AUTO LEASE TRUST 2021-B .37% 10/15/2024$2,588,5640.4%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 .899% 09/25/2041$2,552,9950.4%
INVITATION HOMES 2018-SFR3 TRUST 1.086% 07/17/2037$2,442,4610.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .79% 09/15/2036$2,003,2480.3%
FREDDIE MAC STACR REMIC TRUST 2021-HQA1 .749% 08/25/2033$1,903,4670.3%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,810,6500.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .743% 05/15/2038$1,746,7950.3%
DAIMLER FINANCE NORTH AMERICA LLC 3.7% 05/04/2023$1,673,0860.3%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,653,7410.3%
FIFTH THIRD BANCORP 3.65% 01/25/2024$1,640,5180.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,619,3810.3%
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024$1,612,5120.3%
COMM 2021-LBA MORTGAGE TRUST .78% 03/15/2038$1,589,6800.3%
STACR TRUST 2018-HRP2 2.489% 02/25/2047$1,583,9490.3%
ARES CAPITAL CORP 3.625% 01/19/2022$1,576,2010.3%
MORGAN STANLEY 3.737% 04/24/2024$1,564,6120.3%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$1,553,0210.3%
ONE 2021-PARK MORTGAGE TRUST .79% 03/15/2036$1,545,2020.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,538,8900.3%
GOLDMAN SACHS GROUP INC/THE .673% 03/08/2024$1,536,5800.3%
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024$1,502,0070.3%
ONE GAS INC 1.1% 03/11/2024$1,499,3860.3%
STWD TRUST 2021-FLWR .667% 07/15/2036$1,492,6240.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,490,5920.3%
CARS-DB5 LP 1.44% 08/15/2051$1,449,1170.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,446,2040.3%
UNITED STATES OF AMERICA NOTES .375% 10/31/2023$1,436,6810.2%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,436,5060.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .849% 08/25/2033$1,417,1320.2%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .76% 06/15/2038$1,399,1620.2%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,374,9120.2%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,369,4900.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,363,9050.2%
MORGAN STANLEY .529% 01/25/2024$1,352,6020.2%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,344,4200.2%
F&G GLOBAL FUNDING .9% 09/20/2024$1,342,5510.2%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,334,5250.2%
CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES .75% 06/07/2024$1,325,1470.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,307,4860.2%
BOEING CO/THE 1.433% 02/04/2024$1,285,5170.2%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,280,7860.2%
TRANSCANADA PIPELINES LTD 1% 10/12/2024$1,280,2200.2%
BANK OF AMERICA CORP .976% 04/22/2025$1,279,7570.2%
FS KKR CAPITAL CORP 4.75% 05/15/2022$1,272,9490.2%
JPMORGAN CHASE & CO 3.797% 07/23/2024$1,261,5900.2%
STACR TRUST 2018-HRP2 1.339% 02/25/2047$1,248,2070.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,242,0840.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,231,6770.2%
VIATRIS INC 1.125% 06/22/2022$1,229,4470.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.239% 11/25/2039$1,226,3300.2%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,225,6140.2%
UBS GROUP AG 3.491% 05/23/2023$1,219,0930.2%
PACIFIC GAS AND ELECTRIC CO 1.5% 11/15/2021$1,215,1230.2%
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV .75% 09/24/2024$1,208,7240.2%
THERMO FISHER SCIENTIFIC INC .797% 10/18/2023$1,185,6780.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,182,2630.2%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1.782% 02/01/2024$1,178,9750.2%
USQ RAIL II LLC 2.21% 06/28/2051$1,178,2120.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,166,9440.2%
BANK OF AMERICA CORP .81% 10/24/2024$1,164,1170.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,155,0850.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$1,153,5290.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$1,131,9440.2%
AT&T INC .9% 03/25/2024$1,130,2230.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,120,6250.2%
BANK OF AMERICA CORP 1.486% 05/19/2024$1,112,5380.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,105,8370.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$1,090,8960.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,070,7780.2%
VALERO ENERGY CORP 1.2% 03/15/2024$1,065,6140.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,054,0740.2%
MOTEL TRUST 2021-MTL6 .99% 09/15/2038$1,051,6170.2%
AMERICAN TOWER CORP 3% 06/15/2023$1,036,4960.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$1,009,9300.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$1,006,2220.2%
BANCO SANTANDER SA .701% 06/30/2024$997,3730.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$995,4860.2%
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C .48% 11/17/2025$988,9640.2%
7-ELEVEN INC .8% 02/10/2024$983,4200.2%
CITIGROUP INC 0% 11/03/2025$966,3990.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$952,3760.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$949,5020.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$928,9240.2%
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP .89% 12/15/2036$922,2210.2%
GENERAL MOTORS FINANCIAL CO INC 3.15% 06/30/2022$913,6520.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$903,3160.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$895,0570.2%
DELL EQUIPMENT FINANCE TRUST 2020-2 .57% 10/23/2023$890,8070.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$887,2360.2%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$874,7740.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$868,8220.2%
STELLANTIS NV 5.25% 04/15/2023$851,2080.2%
LIFE 2021-BMR MORTGAGE TRUST .791% 03/15/2038$850,0330.1%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$849,4410.1%
AMSR 2020-SFR5 TRUST 1.379% 11/17/2037$838,6220.1%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$827,9710.1%
GOLDMAN SACHS GROUP INC/THE .627% 11/17/2023$819,2820.1%
KINDER MORGAN INC 1.404% 01/15/2023$814,7720.1%
ENERGY TRANSFER LP 4.25% 03/15/2023$798,4810.1%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$783,9450.1%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$781,5410.1%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.22% 10/15/2037$773,7250.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .65% 02/27/2024$759,1450.1%
ENTERGY LOUISIANA LLC .95% 10/01/2024$756,7090.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.8% 07/21/2023$756,4130.1%
TTAN 2021-MHC .941% 03/15/2038$750,4730.1%
BRUNSWICK CORP/DE .85% 08/18/2024$748,1600.1%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$743,9970.1%
MIZUHO FINANCIAL GROUP INC 1.241% 07/10/2024$740,1330.1%
HCA INC 4.75% 05/01/2023$740,1060.1%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$712,0150.1%
NIBC BANK NV 3.125% 11/15/2023$707,1090.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$705,4500.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$701,4870.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$700,5620.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$699,3090.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$698,6420.1%
JPMORGAN CHASE & CO .563% 02/16/2025$683,1170.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$675,0490.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$674,1770.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$659,0680.1%
BX TRUST 2021-ARIA .979% 10/15/2036$649,6250.1%
NATWEST GROUP PLC 1.595% 05/15/2023$644,3760.1%
NBN CO LTD BOND .875% 10/08/2024$644,2630.1%
SBA TOWER TRUST 1.631% 05/15/2051$641,8820.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$634,0170.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$631,1960.1%
ROYALTY PHARMA PLC .75% 09/02/2023$628,9720.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .79% 11/15/2034$619,8190.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$619,0470.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$613,3580.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.08% 07/15/2024$611,4730.1%
BANCO BILBAO VIZCAYA ARGENTARIA SA .875% 09/18/2023$601,2960.1%
MIZUHO FINANCIAL GROUP INC .849% 09/08/2024$600,0260.1%
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE .75% 03/17/2024$597,2140.1%
FREDDIE MAC STACR 2019-HQA3 1.939% 09/25/2049$591,6800.1%
CIT GROUP INC 5% 08/15/2022$583,3630.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$582,6840.1%
BARCLAYS PLC 1.007% 12/10/2024$580,3020.1%
MACQUARIE GROUP LTD 1.201% 10/14/2025$576,7700.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$573,9230.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$560,6430.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$545,1660.1%
VMWARE INC 1% 08/15/2024$535,7860.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$518,3510.1%
PERKINELMER INC .85% 09/15/2024$511,2260.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$494,1210.1%
UBS GROUP AG 1.008% 07/30/2024$490,7540.1%
VB-S1 ISSUER LLC 3.031% 06/15/2050$487,1510.1%
SBA TOWER TRUST 1.884% 07/15/2050$486,7570.1%
GOLDMAN SACHS GROUP INC/THE 2.908% 06/05/2023$481,3040.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.289% 08/25/2030$469,5120.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$468,1220.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$459,2220.1%
TRITON CONTAINER INTERNATIONAL LTD .8% 08/01/2023$453,3800.1%
ENBRIDGE INC .55% 10/04/2023$448,9060.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$448,3390.1%
CITIGROUP INC .981% 05/01/2025$443,1570.1%
DIAMONDBACK ENERGY INC .9% 03/24/2023$440,0000.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$435,2340.1%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .699% 01/25/2051$432,4980.1%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 2.9% 05/13/2022$425,5890.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.17% 10/15/2036$425,3160.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$415,0780.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.01% 10/15/2036$412,2160.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$408,9080.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.139% 11/25/2049$391,4800.1%
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 01/21/2023$387,1570.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$386,7200.1%
PHILLIPS 66 .9% 02/15/2024$384,1050.1%
PIONEER NATURAL RESOURCES CO .75% 01/15/2024$382,8940.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.189% 09/25/2039$377,1750.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$373,9570.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$371,7460.1%
WHEELS SPV 2 LLC .51% 08/20/2029$370,5480.1%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$359,7180.1%
AIR LEASE CORP .8% 08/18/2024$354,2250.1%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$354,1320.1%
CIT BANK NA 2.969% 09/27/2025$350,6420.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$344,9410.1%
MORGAN STANLEY .56% 11/10/2023$344,7860.1%
MORGAN STANLEY .864% 10/21/2025$341,5330.1%
PFS FINANCING CORP .93% 08/15/2024$341,5010.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$331,5400.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$328,5850.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$326,1160.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$319,8980.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$315,0000.1%
WELLS FARGO & CO .805% 05/19/2025$313,6260.1%
JDE PEET'S NV .8% 09/24/2024$311,5310.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$299,8550.1%
PERKINELMER INC .55% 09/15/2023$289,2190.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$287,4090.1%
OGE ENERGY CORP .703% 05/26/2023$284,5880.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$284,4160.1%
QUANTA SERVICES INC .95% 10/01/2024$282,7900.1%
BERRY GLOBAL INC .95% 02/15/2024$278,5400.1%
INFOR INC 1.45% 07/15/2023$277,2340.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$277,2130.1%
CARS-DB4 LP 2.69% 02/15/2050$267,8470.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$256,8140.0%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$254,9630.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.059% 05/01/2042$253,0690.0%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$250,6350.0%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$248,8000.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.089% 07/25/2039$243,3980.0%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$230,3450.0%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$212,8040.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.789% 01/25/2050$203,2040.0%
NORDSTROM INC 2.3% 04/08/2024$201,2300.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.189% 10/25/2039$200,5830.0%
AIR LEASE CORP 2.25% 01/15/2023$198,4970.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.039% 10/25/2049$187,4230.0%
STRYKER CORP .6% 12/01/2023$184,6190.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$183,9990.0%
TRILLIUM CREDIT CARD TRUST II 2.331% 12/26/2024$180,5710.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.089% 01/25/2040$177,5230.0%
BONANZA CREEK ENERGY INC 5% 10/15/2026$171,9470.0%
T-MOBILE USA INC 2.25% 02/15/2026$171,0630.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$165,4000.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1.939% 02/25/2050$147,7000.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.139% 01/25/2040$145,3560.0%
AIR LEASE CORP 2.75% 01/15/2023$132,9260.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$124,7650.0%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$105,9210.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$95,0280.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$12,964,4992.2%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$12,176,6982.1%
 
Other
Underlying Fund HoldingsMarket Value%
E-MINI RUSS 2000 EQUITY INDEX 17/DEC/2021 RTYZ1$6,795,04347.6%
US 5YR NOTE (CBT) BOND 31/DEC/2021 FVZ1 COMDTY$169,155-1.9%
CURRENCY CONTRACT - USD$72,459-0.7%
EURO$10,3830.0%
CURRENCY CONTRACT - USD$5,605-0.1%
US 2YR NOTE (CBT) BOND 31/DEC/2021 TUZ1 COMDTY$-19,3870.8%
US DOLLAR$-1,364,791-0.2%
US DOLLAR$-6,345,454-1.1%
All Holdings As of Sep 30, 2021
Equity
Underlying Fund HoldingsMarket Value%
REXNORD CORP$4,310,0020.8%
SKYLINE CHAMPION CORP$3,997,5940.7%
NATIONAL BANK HOLDINGS CORP$3,908,4250.7%
SHUTTERSTOCK INC$3,840,8680.7%
FIRSTCASH INC$3,795,4000.7%
CLOUDERA INC$3,775,4680.7%
AMERIS BANCORP$3,724,5690.7%
METHANEX CORP$3,576,6630.6%
ATLANTIC UNION BANKSHARES CORP$3,566,7120.6%
SEACOAST BANKING CORP OF FLORIDA$3,552,9910.6%
PERFICIENT INC$3,472,6200.6%
CLEAN HARBORS INC$3,445,1600.6%
HELIOS TECHNOLOGIES INC$3,395,5770.6%
FIRST SOLAR INC$3,272,5600.6%
PS BUSINESS PARKS INC$3,269,7530.6%
PRA GROUP INC$3,221,9820.6%
GRAPHIC PACKAGING HOLDING CO$3,220,8440.6%
SELECTIVE INSURANCE GROUP INC$3,207,6840.6%
MGIC INVESTMENT CORP$3,205,2250.6%
POWER INTEGRATIONS INC$3,158,3750.6%
SPX FLOW INC$3,100,6830.6%
ESSENTIAL PROPERTIES REALTY TRUST INC$3,092,4190.6%
TOWER SEMICONDUCTOR LTD$3,074,3480.6%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$3,061,4090.5%
SIMMONS FIRST NATIONAL CORP$3,042,9950.5%
MERCURY SYSTEMS INC$3,041,5190.5%
GREAT WESTERN BANCORP INC$3,018,7920.5%
HAEMONETICS CORP$3,006,5690.5%
CALIX INC$2,989,0320.5%
ASSURED GUARANTY LTD$2,987,8820.5%
PATRICK INDUSTRIES INC$2,979,9740.5%
PORTLAND GENERAL ELECTRIC CO$2,971,8360.5%
KENNAMETAL INC$2,967,7410.5%
SPIRIT AEROSYSTEMS HOLDINGS INC$2,958,3880.5%
GATX CORP$2,905,5060.5%
MOMENTIVE GLOBAL INC$2,902,3480.5%
POTLATCHDELTIC CORP$2,875,4820.5%
AIR LEASE CORP$2,872,9610.5%
RAPID7 INC$2,871,7250.5%
CHART INDUSTRIES INC$2,861,6810.5%
BANCORPSOUTH BANK$2,861,5600.5%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$2,854,3910.5%
STEVEN MADDEN LTD$2,830,1560.5%
OMNICELL INC$2,808,8890.5%
VIAVI SOLUTIONS INC$2,791,2210.5%
FORMFACTOR INC$2,784,1090.5%
ACADIA HEALTHCARE CO INC$2,772,8360.5%
MCGRATH RENTCORP$2,740,4320.5%
LOUISIANA-PACIFIC CORP$2,726,1170.5%
GLOBUS MEDICAL INC$2,703,3070.5%
GREEN DOT CORP$2,686,8670.5%
ALBANY INTERNATIONAL CORP$2,655,4740.5%
VIPER ENERGY PARTNERS LP$2,629,7570.5%
CARTER'S INC$2,627,0360.5%
WOLVERINE WORLD WIDE INC$2,620,4590.5%
XENIA HOTELS & RESORTS INC$2,536,8200.5%
NEW RELIC INC$2,526,0890.5%
LHC GROUP INC$2,508,5200.5%
ENERSYS$2,494,7820.4%
RUSH ENTERPRISES INC$2,484,7030.4%
PERFORMANCE FOOD GROUP CO$2,478,8270.4%
NU SKIN ENTERPRISES INC$2,476,4810.4%
CINEMARK HOLDINGS INC$2,456,4020.4%
FIRST INTERSTATE BANCSYSTEM INC$2,437,9040.4%
JOHN BEAN TECHNOLOGIES CORP$2,410,1510.4%
SOVOS BRANDS INC$2,404,3660.4%
OLLIE'S BARGAIN OUTLET HOLDINGS INC$2,395,8890.4%
TRINET GROUP INC$2,381,7140.4%
OWENS & MINOR INC$2,376,7260.4%
ACUSHNET HOLDINGS CORP$2,373,2010.4%
FLUOR CORP$2,300,3030.4%
ENERPAC TOOL GROUP CORP$2,294,6040.4%
PHILLIPS EDISON & CO INC$2,266,3980.4%
LIFE STORAGE INC$2,244,0850.4%
NEW YORK TIMES CO/THE$2,230,3540.4%
SIRIUSPOINT LTD$2,225,0480.4%
CIENA CORP$2,198,1390.4%
DENNY'S CORP$2,166,3570.4%
WHITING PETROLEUM CORP$1,991,1380.4%
KIRBY CORP$1,965,5450.4%
BANDWIDTH INC$1,953,9300.4%
BJ'S RESTAURANTS INC$1,916,7840.3%
KEMPER CORP$1,911,4630.3%
HUDSON PACIFIC PROPERTIES INC$1,764,9760.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,758,4510.3%
VERACYTE INC$1,649,6720.3%
MKS INSTRUMENTS INC$1,641,9010.3%
CARDLYTICS INC$1,613,9140.3%
REALREAL INC/THE$1,579,2940.3%
SANDERSON FARMS INC$1,572,2230.3%
MYRIAD GENETICS INC$1,490,8290.3%
ALX ONCOLOGY HOLDINGS INC$1,475,3540.3%
DELEK US HOLDINGS INC$1,447,3580.3%
LA-Z-BOY INC$1,375,9630.2%
BELLRING BRANDS INC$1,363,7630.2%
GLAUKOS CORP$1,357,4310.2%
SPROUT SOCIAL INC$1,350,9620.2%
TURNING POINT THERAPEUTICS INC$1,335,7080.2%
NANOSTRING TECHNOLOGIES INC$1,320,1790.2%
AMICUS THERAPEUTICS INC$1,268,5170.2%
DECKERS OUTDOOR CORP$1,258,5390.2%
Y-MABS THERAPEUTICS INC$1,249,3100.2%
ROCKET PHARMACEUTICALS INC$1,230,0030.2%
ARENA PHARMACEUTICALS INC$1,189,9280.2%
AMEDISYS INC$1,142,5530.2%
KODIAK SCIENCES INC$1,051,6530.2%
STEPSTONE GROUP INC$993,5120.2%
AKERO THERAPEUTICS INC$864,8110.2%
APELLIS PHARMACEUTICALS INC$829,3400.2%
SAGE THERAPEUTICS INC$740,7300.1%
JBG SMITH PROPERTIES$693,1110.1%
REVOLUTION MEDICINES INC$674,3800.1%
BIOATLA INC$663,3130.1%
MERSANA THERAPEUTICS INC$645,4930.1%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$34,531,0286.1%
UNITED STATES OF AMERICA NOTES .375% 09/15/2024$18,556,3843.3%
UNITED STATES OF AMERICA NOTES 2.5% 01/15/2022$17,474,7783.1%
COLD STORAGE TRUST 2020-ICE5 .984% 11/15/2037$3,273,8630.6%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,212,0510.6%
FREDDIE MAC POOL 3.5% 07/01/2032$3,027,2630.5%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .885% 04/15/2038$2,656,7480.5%
FORD CREDIT AUTO LEASE TRUST 2021-B .37% 10/15/2024$2,597,7060.5%
FREDDIE MAC STACR REMIC TRUST 2021-DNA5 .9% 01/25/2034$2,558,1550.5%
FREDDIE MAC POOL 3% 07/01/2033$2,473,0110.4%
INVITATION HOMES 2018-SFR3 TRUST 1.084% 07/17/2037$2,447,6410.4%
FREDDIE MAC STACR REMIC TRUST 2021-HQA1 .75% 08/25/2033$2,222,4910.4%
FREDDIE MAC POOL 3.5% 02/01/2033$2,049,0400.4%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT .8% 09/15/2036$2,003,9160.4%
FREDDIE MAC POOL 3% 01/01/2032$1,956,8250.4%
FREDDIE MAC POOL 3% 12/01/2031$1,949,4000.4%
NATWEST GROUP PLC 1.595% 05/15/2023$1,930,8720.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VINO .736% 05/15/2038$1,753,7780.3%
DAIMLER FINANCE NORTH AMERICA LLC 3.7% 05/04/2023$1,678,6350.3%
SUMITOMO MITSUI TRUST BANK LTD .85% 03/25/2024$1,664,4040.3%
FIFTH THIRD BANCORP 3.65% 01/25/2024$1,654,1080.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,635,1080.3%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES .85% 08/25/2033$1,631,0860.3%
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024$1,626,2400.3%
COMM 2021-LBA MORTGAGE TRUST .774% 03/15/2038$1,601,4610.3%
ARES CAPITAL CORP 3.625% 01/19/2022$1,580,3920.3%
STACR TRUST 2018-HRP2 2.486% 02/25/2047$1,579,9870.3%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$1,574,5220.3%
MORGAN STANLEY 3.737% 04/24/2024$1,574,3150.3%
ONE 2021-PARK MORTGAGE TRUST .784% 03/15/2036$1,551,8950.3%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$1,548,2580.3%
GOLDMAN SACHS GROUP INC/THE .673% 03/08/2024$1,542,1760.3%
ONE GAS INC 1.1% 03/11/2024$1,505,0810.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,499,4770.3%
STWD TRUST 2021-FLWR .661% 07/15/2036$1,498,8830.3%
CARS-DB5 LP 1.44% 08/15/2051$1,482,8520.3%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$1,457,6350.3%
PFS FINANCING CORP .97% 02/15/2026$1,449,3330.3%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$1,441,7040.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR .754% 06/15/2038$1,402,3520.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,385,3260.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,376,9040.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$1,376,1200.2%
MORGAN STANLEY .529% 01/25/2024$1,356,2560.2%
F&G GLOBAL FUNDING .9% 09/20/2024$1,352,8320.2%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,349,4650.2%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,342,9210.2%
CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES .75% 06/07/2024$1,337,0470.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$1,316,8360.2%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,300,9410.2%
BANK OF AMERICA CORP .976% 04/22/2025$1,292,2680.2%
BOEING CO/THE 1.433% 02/04/2024$1,286,9920.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$1,281,4170.2%
FS KKR CAPITAL CORP 4.75% 05/15/2022$1,277,5970.2%
JPMORGAN CHASE & CO 3.797% 07/23/2024$1,268,9480.2%
STACR TRUST 2018-HRP2 1.336% 02/25/2047$1,247,5480.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$1,245,5940.2%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 2.236% 11/25/2039$1,241,4060.2%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,234,5580.2%
VIATRIS INC 1.125% 06/22/2022$1,231,6260.2%
UBS GROUP AG 3.491% 05/23/2023$1,223,3550.2%
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV .75% 09/24/2024$1,217,2980.2%
PACIFIC GAS AND ELECTRIC CO 1.5% 11/15/2021$1,215,5240.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$1,199,7860.2%
USQ RAIL II LLC 2.21% 06/28/2051$1,195,0120.2%
PELABUHAN INDONESIA III PERSERO PT BOND 4.5% 05/02/2023$1,189,5340.2%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 1.776% 02/01/2024$1,182,9550.2%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,176,1980.2%
BANK OF AMERICA CORP .81% 10/24/2024$1,169,2650.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$1,156,5770.2%
CITIGROUP INC .776% 10/30/2024$1,144,5880.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$1,144,0470.2%
AT&T INC .9% 03/25/2024$1,131,8640.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$1,126,2790.2%
BANK OF AMERICA CORP 1.486% 05/19/2024$1,116,6140.2%
PFS FINANCING CORP 1.21% 06/15/2024$1,107,2580.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$1,101,7240.2%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$1,077,8080.2%
VALERO ENERGY CORP 1.2% 03/15/2024$1,077,2100.2%
FIDELITY NATIONAL INFORMATION SERVICES INC .75% 05/21/2023$1,058,1080.2%
MOTEL TRUST 2021-MTL6 1% 09/15/2038$1,053,1070.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$1,050,8210.2%
PFS FINANCING CORP .71% 04/15/2026$1,048,5760.2%
AMERICAN TOWER CORP 3% 06/15/2023$1,041,5090.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$1,014,2570.2%
BANCO SANTANDER SA .701% 06/30/2024$1,002,1110.2%
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP .884% 12/15/2036$997,2230.2%
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C .48% 11/17/2025$991,5140.2%
7-ELEVEN INC .8% 02/10/2024$989,8600.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$987,3060.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$955,9040.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 1.214% 10/15/2037$941,3670.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$931,8400.2%
GENERAL MOTORS FINANCIAL CO INC 3.15% 06/30/2022$916,2920.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$913,5050.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$898,2890.2%
DELL EQUIPMENT FINANCE TRUST 2020-2 .57% 10/23/2023$892,5540.2%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$879,5610.2%
STELLANTIS NV 5.25% 04/15/2023$854,3040.2%
LIFE 2021-BMR MORTGAGE TRUST .784% 03/15/2038$851,8070.2%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$850,7480.2%
AMSR 2020-SFR5 TRUST 1.379% 11/17/2037$848,1370.2%
AKELIUS RESIDENTIAL PROPERTY AB 1.125% 03/14/2024$832,7030.2%
GOLDMAN SACHS GROUP INC/THE .627% 11/17/2023$820,4820.2%
KINDER MORGAN INC 1.406% 01/15/2023$816,5560.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$809,1080.1%
ENERGY TRANSFER LP 4.25% 03/15/2023$802,8740.1%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$789,0820.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.08% 07/15/2024$783,9960.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .65% 02/27/2024$764,0780.1%
ENTERGY LOUISIANA LLC .95% 10/01/2024$760,2920.1%
BRUNSWICK CORP/DE .85% 08/18/2024$755,1590.1%
TTAN 2021-MHC .934% 03/15/2038$751,0740.1%
SUMITOMO MITSUI TRUST BANK LTD .8% 09/16/2024$748,5810.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.8% 07/21/2023$746,4680.1%
HCA INC 4.75% 05/01/2023$744,0150.1%
MIZUHO FINANCIAL GROUP INC 1.241% 07/10/2024$743,7890.1%
RELX CAPITAL INC 3.5% 03/16/2023$729,5440.1%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$718,2680.1%
CAPITAL ONE FINANCIAL CORP .8% 06/12/2024$709,9090.1%
BECTON DICKINSON EURO FINANCE SARL .632% 06/04/2023$703,9760.1%
NIBC BANK NV 3.125% 11/15/2023$702,5910.1%
FCA BANK SPA/IRELAND .5% 09/18/2023$702,3740.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$701,7280.1%
LENNAR CORP 4.125% 01/15/2022$700,8750.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$699,7230.1%
JPMORGAN CHASE & CO .563% 02/16/2025$687,2990.1%
GOLDMAN SACHS GROUP INC/THE 3.85% 07/08/2024$681,6630.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$675,2510.1%
JPMORGAN CHASE & CO .653% 09/16/2024$656,7580.1%
SBA TOWER TRUST 1.631% 05/15/2051$649,1300.1%
NBN CO LTD BOND .875% 10/08/2024$647,9520.1%
SOUTHERN CO GAS CAPITAL CORP 2.45% 10/01/2023$647,4690.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$636,1590.1%
ROYALTY PHARMA PLC .75% 09/02/2023$632,1710.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$631,8330.1%
HYUNDAI CAPITAL AMERICA 1% 09/17/2024$622,9970.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .784% 11/15/2034$620,1960.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$616,8600.1%
BANCO BILBAO VIZCAYA ARGENTARIA SA .875% 09/18/2023$603,7440.1%
MIZUHO FINANCIAL GROUP INC .849% 09/08/2024$602,1500.1%
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE .75% 03/17/2024$600,3970.1%
FREDDIE MAC STACR 2019-HQA3 1.936% 09/25/2049$591,7610.1%
CIT GROUP INC 5% 08/15/2022$585,4810.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$585,1290.1%
BARCLAYS PLC 1.007% 12/10/2024$582,8380.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$577,6360.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$561,1330.1%
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 .7% 01/25/2051$555,9920.1%
GENERAL MOTORS FINANCIAL CO INC 1.442% 06/30/2022$554,2390.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$548,3830.1%
VMWARE INC 1% 08/15/2024$536,8630.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 09/23/2023$521,4140.1%
PERKINELMER INC .85% 09/15/2024$515,1250.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$496,3730.1%
UBS GROUP AG 1.008% 07/30/2024$493,3250.1%
VB-S1 ISSUER LLC 3.031% 06/15/2050$490,5610.1%
SBA TOWER TRUST 1.884% 07/15/2050$486,5250.1%
GOLDMAN SACHS GROUP INC/THE 2.908% 06/05/2023$482,8080.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$482,5990.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.286% 08/25/2030$472,1850.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$471,8310.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$470,2280.1%
TRITON CONTAINER INTERNATIONAL LTD .8% 08/01/2023$454,7690.1%
ENBRIDGE INC .55% 10/04/2023$450,2690.1%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 2.136% 11/25/2049$449,9880.1%
CITIGROUP INC .981% 05/01/2025$446,5480.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.164% 10/15/2036$442,5880.1%
DIAMONDBACK ENERGY INC .9% 03/24/2023$439,9680.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 2.186% 09/25/2039$439,7750.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.004% 10/15/2036$434,2550.1%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 2.9% 05/13/2022$426,6130.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$416,5000.1%
JOHN DEERE OWNER TRUST 2019-A 2.91% 07/17/2023$413,5150.1%
OKLAHOMA GAS AND ELECTRIC CO .553% 05/26/2023$410,0140.1%
ATMOS ENERGY CORP .625% 03/09/2023$400,0150.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$389,5440.1%
WHEELS SPV 2 LLC .51% 08/20/2029$388,8430.1%
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 01/21/2023$388,3550.1%
PHILLIPS 66 .9% 02/15/2024$385,1060.1%
PIONEER NATURAL RESOURCES CO .75% 01/15/2024$384,6980.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$375,8780.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$374,9910.1%
AIR LEASE CORP .8% 08/18/2024$357,9710.1%
CIT BANK NA 2.969% 09/27/2025$357,7990.1%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$355,0210.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$347,2650.1%
MORGAN STANLEY .56% 11/10/2023$345,5070.1%
MORGAN STANLEY .864% 10/21/2025$344,4150.1%
PFS FINANCING CORP .93% 08/15/2024$341,8700.1%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$331,8700.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$328,6000.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$327,2920.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$322,8020.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$316,1250.1%
WELLS FARGO & CO .805% 05/19/2025$315,4900.1%
JDE PEET'S NV .8% 09/24/2024$314,1990.1%
PIONEER NATURAL RESOURCES CO .55% 05/15/2023$310,3950.1%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 2.086% 07/25/2039$303,5260.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$300,7710.1%
PERKINELMER INC .55% 09/15/2023$290,2790.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$289,7170.1%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.05% 09/15/2022$289,3670.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$286,5140.1%
QUANTA SERVICES INC .95% 10/01/2024$285,1720.1%
OGE ENERGY CORP .703% 05/26/2023$285,0300.1%
BERRY GLOBAL INC .95% 02/15/2024$280,6660.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$279,7440.1%
INFOR INC 1.45% 07/15/2023$278,0110.1%
CARS-DB4 LP 2.69% 02/15/2050$270,1270.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$258,7760.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$255,8910.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.059% 05/01/2042$254,3580.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$253,5260.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$249,4950.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 2.186% 10/25/2039$226,6430.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 1.786% 01/25/2050$224,3730.0%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$213,5000.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.036% 10/25/2049$212,2640.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$210,9200.0%
INTERNATIONAL FLAVORS & FRAGRANCES INC .697% 09/15/2022$210,6630.0%
NORDSTROM INC 2.3% 04/08/2024$200,0310.0%
AIR LEASE CORP 2.25% 01/15/2023$199,3020.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 2.086% 01/25/2040$195,7780.0%
STRYKER CORP .6% 12/01/2023$185,0120.0%
TRILLIUM CREDIT CARD TRUST II 2.331% 12/26/2024$180,8590.0%
T-MOBILE USA INC 2.25% 02/15/2026$172,1250.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$165,6800.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 1.936% 02/25/2050$160,8770.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 2.136% 01/25/2040$158,0170.0%
AIR LEASE CORP 2.75% 01/15/2023$133,4770.0%
AMERICAN ELECTRIC POWER CO INC .75% 11/01/2023$125,0100.0%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$106,0530.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$95,1950.0%
JP MORGAN MORTGAGE TRUST 2017-5 3% 10/26/2048$41,9780.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$9,684,9111.7%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$9,684,9101.7%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$1,539,3810.3%
US DOLLAR$502,9800.1%
US 5YR NOTE (CBT) BOND 31/DEC/2021 FVZ1 COMDTY$79,858-2.0%
CURRENCY CONTRACT - USD$62,919-0.7%
CURRENCY CONTRACT - USD$16,458-0.1%
EURO$10,4110.0%
US 2YR NOTE (CBT) BOND 31/DEC/2021 TUZ1 COMDTY$-4,1971.6%
E-MINI RUSS 2000 EQUITY INDEX 17/DEC/2021 RTYZ1$-4,686,75547.5%

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 www.vantagepointfunds.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 © 2021 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.