Fund Facts  

Inception Date: Apr 22, 2016
CUSIP: 92211A505
Morningstar Category:Short-Term Bond

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Total return that is consistent with preservation of capital.

Principal Investment Strategies  

Under normal circumstances, this Fund invests at least 80% of its net assets in fixed income instruments.  It normally invests at least 65% of its net assets in fixed income instruments with more than one year to maturity.  It also seeks to maintain a portfolio effective duration within a range of +/- one year relative to the Bloomberg US 1-5 Year Government/Credit Index duration.  Investments are based on managers' analysis of securities, sectors, and anticipated changes in interest rates. To provide return opportunities, this Fund invests in fixed income securities that are believed to offer attractive yields and are priced below fair market value relative to securities of similar credit quality and interest rate sensitivity. The Fund's investments are generally in investment grade fixed income securities, and primarily securities that are denominated in U.S. dollars. 
 
This Fund may use fixed income instruments or pooled investment vehicles to gain the desired exposure.  It also may invest in cash and cash equivalents, and derivative instruments. 
 
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: Credit Risk, Interest Rate Risk, Asset-Backed Securities Risk, Mortgage-Backed Securities Risk, Prepayment and Extension Risk, Municipal Securities Risk, Call Risk, U.S. Government Agency Securities Risk, Foreign Securities Risk, Foreign Currency Risk, Floating Rate Loans Risk, High Yield Securities Risk, Derivative Instruments 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 Low Dur Bond S3   -3.50%-3.50%-4.14%0.55%0.92%0.96%N/A
Custom Benchmarka-3.45%-3.45%-3.84%0.99%1.26%1.12%N/A
Morningstar Short-Term Bondb,c-2.92%-2.92%-2.71%1.41%1.64%1.51%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.

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 Expenses0.81%
Net Expenses0.81%

 

a. The custom benchmark performance is comprised of the Bloomberg US 1-5 Year Government/Credit Index effective July 2019 and the ICE BofA 1-3 Year US Corporate & Government Index prior to July 2019. The custom benchmark measures the performance of free float-adjusted corporate and government U.S. bonds with maturities of one to five years effective July 2019 and similar bonds with maturities of one to three years prior to July 2019.

b. 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.

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 2 Stars560
3-Year 1 Stars560
5-Year 1 Stars480
10-Year 2 Stars320

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
Fixed Income Stylebox
Medium Limited
Allocation of Assets As of Feb 28, 2022
Type of Asset Percent
Equity0%
Fixed Income107%
Cash/Other-7%

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

 
 

Statistics

Duration and Maturity As of May 31, 2022
StatisticValue
Average Effective Duration2.39 years
Average Effective Maturity2.93 years
Portfolio Statistics As of Mar 31, 2022
Statistic3-Year5-Year
Beta1.371.23
Alpha-0.56-0.35
Standard Deviation2.972.33
 
 

Underlying Fund Characteristics

Allocation of Assets As of Feb 28, 2022
Asset ClassPercent
Domestic Stock0.0%
Foreign Stock0.0%
Domestic Bond84.4%
Foreign Bond18.5%
Preferred0.0%
Convertible4.3%
Cash-7.2%
Other0.0%

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

 

Credit Quality As of May 31, 2022
Quality LevelPercent
AAA48.0%
AA4.0%
A19.1%
BBB26.9%
BB1.1%
B0.7%
Below B0.3%
Not Rated0.0%

Due to rounding, percentages shown may not add up to 100%. Exposure reflects fixed income securities only.

 
Fixed Income Sector As of Feb 28, 2022
SectorPercent
Corporate38.2%
Securitized37.0%
Government33.1%
Municipal0.3%
Derivative-0.1%
Cash & Equivalents-8.5%

Exposure reflects fixed income securities only and will sum to the fixed income exposure of the fund.

 
Top Ten Holdings As of May 31, 2022
Underlying Fund Holdings Market Value%
US 5YR NOTE (CBT) BOND 30/SEP/2022 FVU2 COMDTY$79,8388.1%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$18,697,1884.1%
UNITED STATES OF AMERICA NOTES .25% 07/31/2025$14,696,9413.2%
UNITED STATES OF AMERICA NOTES .875% 06/30/2026$13,627,5273.0%
UNITED STATES OF AMERICA NOTES .125% 10/15/2023$12,864,9222.8%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,366,3041.8%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,366,3021.8%
US 2YR NOTE (CBT) BOND 30/SEP/2022 TUU2 COMDTY$19,4391.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2024$7,840,5581.7%
UNITED STATES OF AMERICA NOTES .875% 09/30/2026$6,444,6481.4%
All Holdings As of May 31, 2022
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$18,697,1884.1%
UNITED STATES OF AMERICA NOTES .25% 07/31/2025$14,696,9413.2%
UNITED STATES OF AMERICA NOTES .875% 06/30/2026$13,627,5273.0%
UNITED STATES OF AMERICA NOTES .125% 10/15/2023$12,864,9222.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2024$7,840,5581.7%
UNITED STATES OF AMERICA NOTES .875% 09/30/2026$6,444,6481.4%
TBA UMBS SINGLE FAMILY 30YR 4.5 6/19$6,411,2341.4%
F&G GLOBAL FUNDING .9% 09/20/2024$5,448,3581.2%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$5,163,3591.1%
UNITED STATES OF AMERICA NOTES 1.5% 01/31/2027$4,990,5801.1%
UNITED STATES OF AMERICA NOTES .375% 01/31/2026$4,579,6881.0%
JPMORGAN CHASE & CO 2.005% 03/13/2026$4,236,4890.9%
MACQUARIE GROUP LTD 1.71% 09/23/2027$4,093,9540.9%
UNITED STATES OF AMERICA NOTES 2.125% 03/31/2024$3,647,0630.8%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 2.476% 04/15/2038$3,629,7690.8%
UNITED STATES OF AMERICA NOTES .375% 07/15/2024$3,538,2580.8%
UNITED STATES OF AMERICA NOTES .25% 10/31/2025$3,319,4460.7%
BARCLAYS PLC 2.852% 05/07/2026$3,235,2520.7%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 1.75% 09/14/2035$3,233,3580.7%
ABBVIE INC 2.6% 11/21/2024$3,208,5190.7%
CROWN CASTLE INTERNATIONAL CORP 1.05% 07/15/2026$3,124,8240.7%
MAGALLANES INC 3.755% 03/15/2027$3,072,8090.7%
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 1.42% 07/14/2028$3,038,1790.7%
OPG TRUST 2021-PORT 2.404% 10/15/2036$3,003,3320.7%
MORGAN STANLEY .791% 01/22/2025$2,962,2090.6%
NATWEST MARKETS PLC 2.375% 05/21/2023$2,923,8420.6%
HYUNDAI CAPITAL AMERICA 1.5% 06/15/2026$2,899,5820.6%
PRICOA GLOBAL FUNDING I 1.2% 09/01/2026$2,830,2230.6%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL2 LTD 2.55% 05/15/2037$2,706,1090.6%
JP MORGAN MORTGAGE TRUST 2022-2 2.5% 08/25/2052$2,691,6460.6%
CAPITAL ONE FINANCIAL CORP 4.166% 05/09/2025$2,635,6270.6%
EQUINIX INC 1.45% 05/15/2026$2,617,9500.6%
UNITED STATES OF AMERICA NOTES .375% 04/30/2025$2,495,0420.5%
UNICREDIT SPA 1.982% 06/03/2027$2,460,9040.5%
EQUIFAX INC 2.6% 12/01/2024$2,445,7880.5%
HSBC HOLDINGS PLC 2.099% 06/04/2026$2,442,7910.5%
MHC TRUST 2021-MHC2 2.175% 05/15/2023$2,404,3590.5%
SMR 2022-IND MORTGAGE TRUST 3.732% 02/15/2039$2,363,3290.5%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.518% 05/10/2035$2,353,8620.5%
HUMANA INC .65% 08/03/2023$2,346,7510.5%
SEALED AIR CORP 1.573% 10/15/2026$2,284,7700.5%
MF1 2022-FL9 LLC 2.96% 06/19/2037$2,245,9810.5%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.575% 11/15/2034$2,234,6720.5%
CIFC FUNDING 2015-III LTD 1.914% 04/19/2029$2,229,5210.5%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$2,219,8350.5%
NEWGATE FUNDING PLC 1.026% 12/01/2050$2,219,4570.5%
BANK OF AMERICA CORP 3.705% 04/24/2028$2,200,6590.5%
ENEL FINANCE INTERNATIONAL NV 1.375% 07/12/2026$2,184,8040.5%
JP MORGAN MORTGAGE TRUST 2021-INV2 2.5% 12/25/2051$2,183,6500.5%
MASSMUTUAL GLOBAL FUNDING II 1.2% 07/16/2026$2,148,4170.5%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.5% 07/15/2025$2,089,5280.5%
HSBC HOLDINGS PLC 2.633% 11/07/2025$2,068,1080.5%
FLORIDA POWER & LIGHT CO 1.17% 01/12/2024$2,062,9910.5%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 2.475% 05/15/2036$2,048,4270.5%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024$2,021,0240.4%
NXP BV / NXP FUNDING LLC / NXP USA INC 2.7% 05/01/2025$2,016,4850.4%
STANDARD CHARTERED PLC 1.319% 10/14/2023$1,974,0060.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.855% 05/15/2036$1,969,2230.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 LTD 1.849% 01/15/2037$1,958,4220.4%
ARES LXI CLO LTD 2.213% 10/20/2034$1,930,5280.4%
COLD STORAGE TRUST 2020-ICE5 1.775% 11/15/2037$1,927,2270.4%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$1,923,1340.4%
BDS 2022-FL11 LLC 2.664% 03/19/2039$1,919,8390.4%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$1,915,8380.4%
PHILIP MORRIS INTERNATIONAL INC .875% 05/01/2026$1,907,9760.4%
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$1,903,1540.4%
UNITED STATES OF AMERICA NOTES 2.5% 03/31/2027$1,872,1680.4%
CVS HEALTH CORP 2.625% 08/15/2024$1,862,0990.4%
AMERICAN TOWER CORP 1.3% 09/15/2025$1,844,0690.4%
BANK OF IRELAND GROUP PLC 2.029% 09/30/2027$1,840,2250.4%
MMAF EQUIPMENT FINANCE LLC 2022-A 3.32% 06/13/2044$1,836,5790.4%
BANK 2021-BNK32 2.643% 04/15/2054$1,790,9600.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD 2.225% 11/15/2036$1,710,1000.4%
TEXTAINER MARINE CONTAINERS LTD 1.94% 08/20/2046$1,706,9550.4%
OAKTOWN RE VI LTD 2.634% 10/25/2033$1,700,9850.4%
CANADIAN NATURAL RESOURCES LTD 2.95% 01/15/2023$1,700,9320.4%
MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054$1,700,5440.4%
VENTAS REALTY LP 2.65% 01/15/2025$1,681,5500.4%
BOEING CO/THE 4.875% 05/01/2025$1,681,1400.4%
FREMF 2017-K728 MORTGAGE TRUST 3.648% 11/25/2050$1,661,4970.4%
DRYDEN 37 SENIOR LOAN FUND 2.144% 01/15/2031$1,658,9010.4%
WELLS FARGO & CO 3.908% 04/25/2026$1,657,6400.4%
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 3.14% 10/14/2036$1,655,5240.4%
JP MORGAN MORTGAGE TRUST 2021-7 2.5% 11/25/2051$1,638,5990.4%
VMWARE INC 4.5% 05/15/2025$1,620,9770.4%
SUTHERLAND COMMERCIAL MORTGAGE TRUST 2021-SBC10 1.55% 12/25/2041$1,598,5350.4%
JP MORGAN MORTGAGE TRUST 2021-8 2.5% 12/25/2051$1,597,1850.4%
RADNOR RE 2021-1 LTD 2.284% 12/27/2033$1,596,9910.4%
EAGLE RE 2021-1 LTD 2.734% 10/25/2033$1,595,0250.4%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,594,2280.4%
JP MORGAN MORTGAGE TRUST 2021-6 2.5% 10/25/2051$1,589,3050.4%
MORGAN STANLEY 1.593% 05/04/2027$1,564,4140.3%
EAGLE RE 2021-2 LTD 2.634% 04/25/2034$1,548,0790.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 2.275% 06/15/2038$1,546,0400.3%
DANSKE BANK A/S .976% 09/10/2025$1,545,9960.3%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A 3.84% 05/14/2032$1,540,6420.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-PRM 3.341% 05/10/2036$1,517,9130.3%
LLOYDS BANKING GROUP PLC 2.438% 02/05/2026$1,513,2790.3%
OAKTOWN RE VI LTD 3.584% 10/25/2033$1,498,8670.3%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING .8% 08/12/2024$1,487,1280.3%
GOLDMAN SACHS GROUP INC/THE 2.64% 02/24/2028$1,468,5600.3%
FREMF 2016-K53 MORTGAGE TRUST 4.024% 03/25/2049$1,461,2350.3%
J.P. MORGAN MORTGAGE TRUST 2022-1 2.5% 07/25/2052$1,430,8050.3%
MICROSOFT CORP 3.125% 11/03/2025$1,424,9810.3%
JPMORGAN CHASE BANK NA - CACLN .875% 09/25/2028$1,422,2270.3%
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 1.973% 11/20/2030$1,421,7800.3%
DISCOVER BANK 3.45% 07/27/2026$1,402,5460.3%
RADNOR RE 2020-1 LTD 1.956% 01/25/2030$1,401,5110.3%
FORD MOTOR CREDIT CO LLC 3.81% 01/09/2024$1,394,6800.3%
BNP PARIBAS SA 2.219% 06/09/2026$1,387,4040.3%
SLM STUDENT LOAN TRUST 2004-5 0% 10/25/2039$1,386,2960.3%
AMERICAN TOWER CORP 2.4% 03/15/2025$1,383,3150.3%
SEMPRA ENERGY 3.3% 04/01/2025$1,330,6430.3%
BPCE SA 1.625% 01/14/2025$1,318,7710.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$1,307,6250.3%
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE 2.025% 02/15/2040$1,297,1610.3%
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-4 4.481% 04/25/2047$1,291,0100.3%
LLOYDS BANKING GROUP PLC 1.627% 05/11/2027$1,287,3780.3%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.676% 04/15/2038$1,286,7780.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,275,4640.3%
BANK OF AMERICA CORP 1.734% 07/22/2027$1,268,8770.3%
EUROSAIL-UK 2007-4BL PLC 1.972% 06/13/2045$1,246,6820.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$1,243,8860.3%
BELLEMEADE RE 2021-3 LTD 2.134% 09/25/2031$1,238,0160.3%
RMAC SECURITIES NO 1 PLC 1.228% 06/12/2044$1,230,5280.3%
PRINCIPAL LIFE GLOBAL FUNDING II 1.5% 11/17/2026$1,223,7600.3%
BOEING CO/THE 2.196% 02/04/2026$1,211,0980.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-PRM2 2.375% 10/15/2036$1,206,8150.3%
CIFC FUNDING 2018-I LTD 2.044% 04/18/2031$1,205,0020.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.975% 09/15/2036$1,201,0270.3%
AMSR 2020-SFR4 TRUST 1.355% 11/17/2037$1,194,2800.3%
WESTERN ALLIANCE BANK 5.25% 06/01/2030$1,190,4550.3%
HGI CRE CLO 2021-FL2 LTD 1.875% 09/17/2036$1,182,5730.3%
FORD CREDIT AUTO OWNER TRUST 2020-REV1 2.04% 08/15/2031$1,175,2130.3%
NAVIENT STUDENT LOAN TRUST 2018-3 1.806% 03/25/2067$1,172,7350.3%
FREDDIE MAC POOL 2.5% 08/01/2031$1,157,3420.3%
SLM STUDENT LOAN TRUST 2010-1 1.406% 03/25/2025$1,155,4710.3%
RCKT MORTGAGE TRUST 2021-2 2.5% 06/25/2051$1,140,1410.3%
BELLEMEADE RE LTD 1.784% 06/25/2031$1,133,8310.3%
TRANSCANADA PIPELINES LTD 2.5% 08/01/2022$1,130,2410.3%
ENTERPRISE FLEET FINANCING 2019-1 LLC 3.07% 10/20/2024$1,117,2790.2%
MPLX LP 3.375% 03/15/2023$1,111,0810.2%
RADNOR RE 2020-1 LTD 3.006% 01/25/2030$1,095,2460.2%
TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 2.138% 07/20/2045$1,072,8850.2%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$1,068,7120.2%
EUROSAIL-UK 2007-2NP PLC 0% 03/13/2045$1,052,9040.2%
MADISON PARK EURO FUNDING IX DAC .88% 07/15/2035$1,052,2670.2%
ROCKFIELD PARK CLO DAC .9% 07/16/2034$1,041,6180.2%
ENERGY TRANSFER LP 5.875% 01/15/2024$1,030,2140.2%
INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025$1,027,1010.2%
CONAGRA BRANDS INC 4.6% 11/01/2025$1,020,2920.2%
HMH TRUST 2017-NSS 6.292% 07/05/2031$1,019,7990.2%
GATX CORP 4.35% 02/15/2024$1,015,1420.2%
FEDERAL HOME LOAN MORTGAGE CORP 3.444% 12/25/2027$1,009,0450.2%
BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054$1,005,2940.2%
CNH EQUIPMENT TRUST 2019-A 3.22% 01/15/2026$1,002,9930.2%
UNITED STATES OF AMERICA NOTES 2.5% 01/31/2024$1,001,2890.2%
HUNTINGTON NATIONAL BANK/THE 2.5% 08/07/2022$1,000,7010.2%
LLOYDS BANKING GROUP PLC 2.907% 11/07/2023$999,0940.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 3.25% 01/30/2024$998,6280.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$986,4430.2%
SPECTRA ENERGY PARTNERS LP 3.5% 03/15/2025$963,4310.2%
BELLEMEADE RE LTD 2.334% 03/25/2031$950,3020.2%
TORONTO-DOMINION BANK/THE 1.15% 06/12/2025$934,4320.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$933,4380.2%
UWM MORTGAGE TRUST 2021-1 2.5% 06/25/2051$924,3920.2%
WESTERN ALLIANCE BANCORP 3% 06/15/2031$922,9640.2%
HGI CRE CLO 2021-FL1 LTD 1.925% 06/16/2036$919,1970.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$913,3770.2%
SEQUOIA MORTGAGE TRUST 2021-4 2.5% 06/25/2051$908,8810.2%
HOME RE 2021-1 LTD 3.306% 07/25/2033$905,3410.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$904,3690.2%
CITIGROUP INC 1.281% 11/03/2025$896,3560.2%
ENTERPRISE FLEET FINANCING 2019-2 LLC 2.38% 02/20/2025$895,0920.2%
GENERAL MOTORS FINANCIAL CO INC 1.5% 06/10/2026$894,9750.2%
EQUINOR ASA BOND 1.75% 01/22/2026$890,5310.2%
WELLS FARGO & CO 3.526% 03/24/2028$890,0990.2%
CORE 2019-CORE MORTGAGE TRUST 2.525% 12/15/2031$882,7860.2%
QUANTA SERVICES INC .95% 10/01/2024$874,5840.2%
BELLEMEADE RE LTD 2.784% 03/25/2031$869,9000.2%
MSCG TRUST 2018-SELF 1.775% 10/15/2037$867,4840.2%
CREDIT SUISSE AG/NEW YORK NY 3.7% 02/21/2025$866,5640.2%
BELLEMEADE RE LTD 3.534% 03/25/2031$865,2810.2%
CITIGROUP INC .981% 05/01/2025$856,4670.2%
NEUBERGER BERMAN CLO XV 1.964% 10/15/2029$852,2760.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$846,2490.2%
SLM STUDENT LOAN TRUST 2008-5 2.884% 07/25/2023$838,0410.2%
MSCG TRUST 2018-SELF 1.955% 10/15/2037$831,2380.2%
ABBVIE INC 2.3% 11/21/2022$829,6620.2%
FIRSTKEY HOMES 2020-SFR1 TRUST 1.339% 08/17/2037$822,8690.2%
AMERICAN TOWER TRUST #1 3.07% 03/15/2048$819,7730.2%
CITIGROUP INC 3.352% 04/24/2025$795,0800.2%
VOYA CLO 2015-3 LTD 2.253% 10/20/2031$789,3310.2%
FIRST CITIZENS BANCSHARES INC/NC 3.375% 03/15/2030$781,6650.2%
DEUTSCHE BANK AG/NEW YORK NY .962% 11/08/2023$776,9590.2%
HILTON USA TRUST 2016-HHV 4.193% 11/05/2038$766,7760.2%
CHARLES SCHWAB CORP/THE 3.55% 02/01/2024$757,9930.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2033$753,3750.2%
BANK OF AMERICA CORP 3.5% 04/19/2026$753,1690.2%
BLUEMOUNTAIN CLO 2015-3 LTD 2.063% 04/20/2031$738,2110.2%
FREMF 2017-K64 MORTGAGE TRUST 4.002% 05/25/2050$731,9700.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2031$711,1450.2%
OCTAGON INVESTMENT PARTNERS 30 LTD 2.063% 03/17/2030$711,0150.2%
J.P. MORGAN MORTGAGE TRUST 2022-4 3% 10/25/2052$709,0000.2%
ENBRIDGE INC 2.5% 01/15/2025$694,4300.2%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026$690,5950.2%
BANK 2021-BNK31 2.036% 02/15/2054$682,5300.2%
MSSG TRUST 2017-237P 3.74% 09/13/2039$679,7460.2%
GOLDEN STATE TOBACCO SECURITIZATION CORP 1.4% 06/01/2025$660,8530.1%
BOSTON PROPERTIES LP 3.2% 01/15/2025$660,5140.1%
BROOKFIELD FINANCE INC 4% 04/01/2024$657,3150.1%
BELLEMEADE RE 2020-3 LTD 4.706% 10/25/2030$653,9880.1%
BDS 2021-FL7 LTD 2.006% 06/16/2036$647,4350.1%
QORVO INC 4.375% 10/15/2029$644,5420.1%
COCA-COLA CONSOLIDATED INC 3.8% 11/25/2025$643,4410.1%
AMERICAN TOWER CORP 3.65% 03/15/2027$628,0780.1%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.103% 12/15/2072$620,3320.1%
CLI FUNDING VIII LLC 2.72% 01/18/2047$618,5180.1%
BANK OF AMERICA CORP 2.015% 02/13/2026$618,5090.1%
WILLIS NORTH AMERICA INC 4.65% 06/15/2027$604,1500.1%
MSSG TRUST 2017-237P 3.74% 09/13/2039$599,9430.1%
VIATRIS INC 1.65% 06/22/2025$581,3940.1%
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV1 2.5% 06/25/2051$573,7410.1%
INVITATION HOMES 2018-SFR2 TRUST 1.775% 06/17/2037$543,9200.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP .988% 06/01/2024$539,3700.1%
ARROYO MORTGAGE TRUST 2019-2 3.347% 04/25/2049$536,8020.1%
GENUINE PARTS CO 1.75% 02/01/2025$529,2790.1%
BELLEMEADE RE LTD 2.084% 06/25/2031$527,7510.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$519,6700.1%
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025$515,5100.1%
VERIZON OWNER TRUST 2019-C 1.94% 04/22/2024$505,0180.1%
ALLY AUTO RECEIVABLES TRUST 2019-1 3.02% 04/15/2024$501,5240.1%
HOME RE 2021-1 LTD 2.556% 07/25/2033$499,4850.1%
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 3.194% 12/25/2035$498,7450.1%
ENERGY TRANSFER LP 7.6% 02/01/2024$497,6750.1%
TORONTO-DOMINION BANK/THE 2.65% 06/12/2024$495,8290.1%
USAA CAPITAL CORP 1.5% 05/01/2023$494,4980.1%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD 1.975% 05/15/2036$488,8970.1%
NATWEST GROUP PLC 4.269% 03/22/2025$481,3060.1%
BELLEMEADE RE LTD 2.434% 06/25/2031$474,9210.1%
CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1 2% 07/21/2025$473,8960.1%
METROPOLITAN LIFE GLOBAL FUNDING I .9% 06/08/2023$471,5520.1%
CENTERPOINT ENERGY INC 2.5% 09/01/2024$470,3520.1%
MOLSON COORS BEVERAGE CO 3% 07/15/2026$468,3560.1%
JPMORGAN CHASE BANK NA - CACLN .889% 12/26/2028$461,1240.1%
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE 1.945% 12/15/2037$452,7080.1%
BARCLAYS PLC 1.007% 12/10/2024$450,6480.1%
BELLEMEADE RE 2020-2 LTD 5.006% 08/26/2030$444,3480.1%
BDS 2021-FL8 1.856% 01/18/2036$431,1000.1%
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 3.028% 10/15/2025$428,1470.1%
TRICON AMERICAN HOMES 2020-SFR2 TRUST 1.482% 11/17/2039$425,7800.1%
GENERAL MOTORS FINANCIAL CO INC 1.83% 02/26/2027$422,4970.1%
PACIFIC LIFE GLOBAL FUNDING II 1.2% 06/24/2025$422,0020.1%
BANNA RMBS DAC 2.138% 12/30/2063$421,5000.1%
TAKE-TWO INTERACTIVE SOFTWARE INC 3.55% 04/14/2025$410,8430.1%
GOLDMAN SACHS GROUP INC/THE 3.5% 11/16/2026$395,3750.1%
SCE RECOVERY FUNDING LLC .861% 11/15/2031$392,3290.1%
FREMF 2017-K725 MORTGAGE TRUST 3.884% 02/25/2050$391,8170.1%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.21% 02/18/2025$370,6880.1%
BANC OF AMERICA FUNDING 2006-6 TRUST 6% 08/25/2036$332,8080.1%
STATE STREET CORP 2.901% 03/30/2026$324,1120.1%
STANDARD CHARTERED PLC 1.822% 11/23/2025$321,8390.1%
JP MORGAN MORTGAGE TRUST 2018-6 3.5% 12/25/2048$303,2820.1%
GREAT HALL MORTGAGES NO 1 PLC 1.11% 06/18/2039$296,1860.1%
CITIGROUP MORTGAGE LOAN TRUST INC 5.5% 07/25/2034$292,4410.1%
PRINCIPAL LIFE GLOBAL FUNDING II 1.25% 06/23/2025$288,7340.1%
DRYDEN XXVIII SENIOR LOAN FUND 2.611% 08/15/2030$288,4810.1%
QORVO INC 1.75% 12/15/2024$230,6700.1%
SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024$228,8390.1%
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I 1.015% 01/15/2037$225,6950.1%
EAGLE RE 2020-1 LTD 1.906% 01/25/2030$224,7180.1%
UBS GROUP AG 4.488% 05/12/2026$211,2390.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2048$210,0530.1%
NATWEST GROUP PLC 1.642% 06/14/2027$197,6680.0%
HOME RE 2021-1 LTD 2.056% 07/25/2033$191,7260.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2033$169,0400.0%
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1 3.13% 11/15/2023$157,3810.0%
INCOME CONTINGENT STUDENT LOANS 1 2002-2006 PLC 1.185% 07/24/2056$148,3790.0%
MSSG TRUST 2017-237P .343% 09/13/2039$139,8450.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$130,7870.0%
IRWIN HOME EQUITY LOAN TRUST 2006-1 6.27% 09/25/2035$130,5320.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$125,6530.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$119,7910.0%
GENERAL MOTORS FINANCIAL CO INC 1.25% 01/08/2026$112,4780.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$110,8470.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2051$104,7980.0%
LOWE'S COS INC 3.35% 04/01/2027$104,1150.0%
BMW VEHICLE OWNER TRUST 2019-A 1.92% 01/25/2024$102,7020.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 10/20/2050$99,1140.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$98,5270.0%
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/25/2050$87,1970.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$84,9560.0%
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-SL2 1.718% 05/25/2037$81,2210.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/25/2051$79,0720.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/25/2050$77,0150.0%
ALLY AUTO RECEIVABLES TRUST 2019-1 2.91% 09/15/2023$72,8000.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2051$72,3580.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2051$64,9880.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/25/2051$64,7960.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 02/25/2051$63,4730.0%
UNITED STATES OF AMERICA NOTES 1.125% 01/15/2025$53,8080.0%
CNH EQUIPMENT TRUST 2018-B 3.19% 11/15/2023$50,1590.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/25/2051$50,0450.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2050$39,9150.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 01/20/2051$35,5910.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 09/20/2050$32,0890.0%
FEDERAL HOME LOAN MORTGAGE CORP 2% 09/25/2050$23,1960.0%
MSSG TRUST 2017-237P .05% 09/13/2039$23,1000.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 11/20/2050$22,2180.0%
NOMURA RESECURITIZATION TRUST 2015-2R .989% 04/26/2047$16,2060.0%
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 2.086% 12/25/2035$11,2880.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,366,3041.8%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,366,3021.8%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$410,9920.1%
US DOLLAR$200,0000.0%
US 5YR NOTE (CBT) BOND 30/SEP/2022 FVU2 COMDTY$79,8388.1%
US DOLLAR$41,9490.0%
US LONG BOND(CBT) BOND 21/SEP/2022 USU2 COMDTY$20,716-0.5%
US 2YR NOTE (CBT) BOND 30/SEP/2022 TUU2 COMDTY$19,4391.8%
POUND STERLING$6,3010.0%
EURO$4,8930.0%
CURRENCY CONTRACT - EUR$1,0250.0%
CURRENCY CONTRACT - GBP$-1790.9%
US 10YR ULTRA FUT BOND 21/SEP/2022 UXYU2 COMDTY$-5,327-0.7%
US 10YR NOTE (CBT) BOND 21/SEP/2022 TYU2 COMDTY$-20,603-1.8%
CURRENCY CONTRACT - EUR$-40,5150.9%
CURRENCY CONTRACT - USD$-331,718-2.4%
All Holdings As of Apr 30, 2022
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$18,605,8983.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2023$15,644,2203.2%
UNITED STATES OF AMERICA NOTES .25% 07/31/2025$14,588,2503.0%
UNITED STATES OF AMERICA NOTES .875% 06/30/2026$13,530,0322.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2024$7,796,4571.6%
UNITED STATES OF AMERICA NOTES .875% 09/30/2026$6,399,8051.3%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$6,203,4061.3%
UNITED STATES OF AMERICA NOTES 1.5% 01/31/2027$5,546,5431.2%
F&G GLOBAL FUNDING .9% 09/20/2024$5,446,8271.1%
MORGAN STANLEY .791% 01/22/2025$5,247,8721.1%
UNITED STATES OF AMERICA NOTES .75% 05/31/2026$5,245,6361.1%
ABBVIE INC 2.6% 11/21/2024$4,824,6561.0%
NATWEST MARKETS PLC 2.375% 05/21/2023$4,552,1990.9%
UNITED STATES OF AMERICA NOTES .375% 01/31/2026$4,545,3130.9%
JPMORGAN CHASE & CO 2.005% 03/13/2026$4,195,6900.9%
MACQUARIE GROUP LTD 1.205% 09/23/2027$4,131,3890.9%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 2.155% 04/15/2038$3,695,0460.8%
UNITED STATES OF AMERICA NOTES 2.125% 03/31/2024$3,631,2930.8%
UNITED STATES OF AMERICA NOTES .375% 07/15/2024$3,515,2500.7%
UNITED STATES OF AMERICA NOTES .25% 10/31/2025$3,294,0280.7%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 1.75% 09/14/2035$3,237,5550.7%
BARCLAYS PLC 2.852% 05/07/2026$3,228,3190.7%
OPG TRUST 2021-PORT 2.083% 10/15/2036$3,124,2390.7%
CROWN CASTLE INTERNATIONAL CORP 1.05% 07/15/2026$3,099,1280.6%
MAGALLANES INC 3.755% 03/15/2027$3,061,9530.6%
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 1.42% 07/14/2028$3,046,0680.6%
HYUNDAI CAPITAL AMERICA 1.5% 06/15/2026$2,904,2300.6%
PRICOA GLOBAL FUNDING I 1.2% 09/01/2026$2,804,7700.6%
JP MORGAN MORTGAGE TRUST 2022-2 2.5% 08/25/2052$2,707,7050.6%
UNITED STATES OF AMERICA NOTES .125% 06/30/2022$2,663,6770.6%
EQUINIX INC 1.45% 05/15/2026$2,607,9220.5%
UNITED STATES OF AMERICA NOTES 2.5% 01/31/2024$2,543,5250.5%
UNITED STATES OF AMERICA NOTES .375% 04/30/2025$2,478,4070.5%
UNICREDIT SPA 1.982% 06/03/2027$2,455,2870.5%
MHC TRUST 2021-MHC2 1.854% 05/15/2023$2,450,4410.5%
EQUIFAX INC 2.6% 12/01/2024$2,437,4510.5%
HSBC HOLDINGS PLC 2.099% 06/04/2026$2,427,4030.5%
SMR 2022-IND MORTGAGE TRUST 3.459% 02/15/2039$2,410,8770.5%
CLI FUNDING VIII LLC 2.72% 01/18/2047$2,384,8200.5%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.635% 05/10/2035$2,383,2150.5%
TEXTAINER MARINE CONTAINERS LTD 1.94% 08/20/2046$2,374,2840.5%
HUMANA INC .65% 08/03/2023$2,339,9630.5%
SEALED AIR CORP 1.573% 10/15/2026$2,255,0720.5%
NEWGATE FUNDING PLC 1.026% 12/01/2050$2,246,6000.5%
CIFC FUNDING 2015-III LTD 1.914% 04/19/2029$2,245,9880.5%
LANDMARK MORTGAGE SECURITIES NO 2 PLC 1.244% 06/17/2039$2,245,2920.5%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.254% 11/15/2034$2,239,5480.5%
JP MORGAN MORTGAGE TRUST 2021-INV2 2.5% 12/25/2051$2,209,2460.5%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$2,205,3530.5%
ENEL FINANCE INTERNATIONAL NV 1.375% 07/12/2026$2,174,1510.5%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.875% 03/15/2037$2,167,7080.5%
MASSMUTUAL GLOBAL FUNDING II 1.2% 07/16/2026$2,141,2870.4%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.5% 07/15/2025$2,075,9530.4%
FLORIDA POWER & LIGHT CO .664% 01/12/2024$2,070,6300.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 2.154% 05/15/2036$2,070,2040.4%
HSBC HOLDINGS PLC 2.633% 11/07/2025$2,060,0670.4%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024$2,013,7250.4%
NXP BV / NXP FUNDING LLC / NXP USA INC 2.7% 05/01/2025$2,010,1770.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.534% 05/15/2036$1,990,2290.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 LTD 1.717% 01/15/2037$1,974,6440.4%
STANDARD CHARTERED PLC 1.319% 10/14/2023$1,969,9500.4%
ARES LXI CLO LTD 2.213% 10/20/2034$1,959,4970.4%
BDS 2022-FL11 LLC 2.1% 03/19/2039$1,954,8750.4%
COLD STORAGE TRUST 2020-ICE5 1.454% 11/15/2037$1,945,1360.4%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$1,909,8370.4%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$1,908,9160.4%
PHILIP MORRIS INTERNATIONAL INC .875% 05/01/2026$1,904,6810.4%
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$1,893,0480.4%
UNITED STATES OF AMERICA NOTES 2.5% 03/31/2027$1,862,0740.4%
MMAF EQUIPMENT FINANCE LLC 2022-A 3.32% 06/13/2044$1,858,8080.4%
CVS HEALTH CORP 2.625% 08/15/2024$1,850,2730.4%
BANK OF IRELAND GROUP PLC 2.029% 09/30/2027$1,836,7710.4%
AMERICAN TOWER CORP 1.3% 09/15/2025$1,832,1220.4%
BOEING CO/THE 2.196% 02/04/2026$1,805,3720.4%
BANK 2021-BNK32 2.643% 04/15/2054$1,798,2430.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD 1.904% 11/15/2036$1,740,6360.4%
OAKTOWN RE VI LTD 2.339% 10/25/2033$1,710,8860.4%
CANADIAN NATURAL RESOURCES LTD 2.95% 01/15/2023$1,701,3820.4%
MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054$1,700,0780.4%
SUTHERLAND COMMERCIAL MORTGAGE TRUST 2021-SBC10 1.55% 12/25/2041$1,686,0940.4%
BOEING CO/THE 4.875% 05/01/2025$1,682,5920.4%
VENTAS REALTY LP 2.65% 01/15/2025$1,676,1810.4%
DRYDEN 37 SENIOR LOAN FUND 2.144% 01/15/2031$1,672,4420.4%
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 3.14% 10/14/2036$1,670,7870.4%
FREMF 2017-K728 MORTGAGE TRUST 3.764% 11/25/2050$1,659,6540.3%
WELLS FARGO & CO 3.908% 04/25/2026$1,646,0770.3%
JP MORGAN MORTGAGE TRUST 2021-7 2.5% 11/25/2051$1,620,7700.3%
JP MORGAN MORTGAGE TRUST 2021-6 2.5% 10/25/2051$1,620,5410.3%
VMWARE INC 4.5% 05/15/2025$1,612,9390.3%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A 3.84% 05/14/2032$1,612,8650.3%
JP MORGAN MORTGAGE TRUST 2021-8 2.5% 12/25/2051$1,612,2240.3%
RADNOR RE 2021-1 LTD 1.989% 12/27/2033$1,604,2640.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 1.955% 06/15/2038$1,603,6950.3%
EAGLE RE 2021-1 LTD 2.439% 10/25/2033$1,597,0600.3%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,590,7950.3%
DRYDEN 64 CLO LTD 2.014% 04/18/2031$1,580,7370.3%
EAGLE RE 2021-2 LTD 2.339% 04/25/2034$1,558,1950.3%
MORGAN STANLEY 1.593% 05/04/2027$1,545,6490.3%
DANSKE BANK A/S .976% 09/10/2025$1,538,0720.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-PRM 3.341% 05/10/2036$1,518,1220.3%
JPMORGAN CHASE BANK NA - CACLN .875% 09/25/2028$1,515,8660.3%
OAKTOWN RE VI LTD 3.289% 10/25/2033$1,512,6320.3%
LLOYDS BANKING GROUP PLC 2.438% 02/05/2026$1,504,1050.3%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING .8% 08/12/2024$1,481,1470.3%
FREMF 2016-K53 MORTGAGE TRUST 4.161% 03/25/2049$1,460,5860.3%
J.P. MORGAN MORTGAGE TRUST 2022-1 2.5% 07/25/2052$1,450,5570.3%
GOLDMAN SACHS GROUP INC/THE 2.64% 02/24/2028$1,448,3160.3%
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 1.973% 11/20/2030$1,439,0340.3%
NEWGATE FUNDING PLC 2.037% 12/15/2050$1,436,3830.3%
RADNOR RE 2020-1 LTD 1.618% 01/25/2030$1,418,2600.3%
MICROSOFT CORP 3.125% 11/03/2025$1,415,8270.3%
SLM STUDENT LOAN TRUST 2004-5 0% 10/25/2039$1,415,0100.3%
DISCOVER BANK 3.45% 07/27/2026$1,398,5260.3%
AMERICAN TOWER CORP 2.4% 03/15/2025$1,381,1520.3%
BNP PARIBAS SA 2.219% 06/09/2026$1,377,4350.3%
FORD MOTOR CREDIT CO LLC 3.81% 01/09/2024$1,377,3270.3%
FEDERAL HOME LOAN MORTGAGE CORP 3.771% 12/25/2028$1,359,4960.3%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.225% 03/15/2037$1,350,8990.3%
FEDERAL HOME LOAN MORTGAGE CORP 2.673% 09/25/2029$1,338,8840.3%
HSBC HOLDINGS PLC 1.162% 11/22/2024$1,331,0860.3%
SEMPRA ENERGY 3.3% 04/01/2025$1,320,8320.3%
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE 1.704% 02/15/2040$1,317,9010.3%
BPCE SA 1.625% 01/14/2025$1,312,1730.3%
COUNTRYWIDE ASSET-BACKED CERTIFICATES 4.484% 04/25/2047$1,303,1500.3%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.355% 04/15/2038$1,302,0500.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$1,299,8220.3%
LLOYDS BANKING GROUP PLC 1.627% 05/11/2027$1,278,8380.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,269,2240.3%
EUROSAIL-UK 2007-4BL PLC 1.972% 06/13/2045$1,256,9020.3%
BELLEMEADE RE 2021-3 LTD 1.839% 09/25/2031$1,252,0760.3%
BANK OF AMERICA CORP 1.734% 07/22/2027$1,250,5960.3%
RMAC SECURITIES NO 1 PLC 1.192% 06/12/2044$1,240,5470.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.654% 09/15/2036$1,238,7250.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$1,237,3780.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-PRM2 2.055% 10/15/2036$1,231,8050.3%
CIFC FUNDING 2018-I LTD 2.044% 04/18/2031$1,216,9330.3%
PRINCIPAL LIFE GLOBAL FUNDING II 1.5% 11/17/2026$1,216,2410.3%
HGI CRE CLO 2021-FL2 LTD 1.554% 09/17/2036$1,201,8080.3%
NAVIENT STUDENT LOAN TRUST 2018-3 1.468% 03/25/2067$1,196,9210.3%
WESTERN ALLIANCE BANK 5.25% 06/01/2030$1,193,7990.3%
BELLEMEADE RE LTD 1.489% 06/25/2031$1,188,6280.3%
SLM STUDENT LOAN TRUST 2010-1 1.068% 03/25/2025$1,187,1550.3%
AMSR 2020-SFR4 TRUST 1.355% 11/17/2037$1,186,6850.3%
FREDDIE MAC POOL 2.5% 08/01/2031$1,181,3590.2%
FORD CREDIT AUTO OWNER TRUST 2020-REV1 2.04% 08/15/2031$1,170,2910.2%
RCKT MORTGAGE TRUST 2021-2 2.5% 06/25/2051$1,152,9940.2%
ENTERPRISE FLEET FINANCING 2019-1 LLC 3.07% 10/20/2024$1,141,7760.2%
TRANSCANADA PIPELINES LTD 2.5% 08/01/2022$1,132,4430.2%
MPLX LP 3.375% 03/15/2023$1,110,5200.2%
RADNOR RE 2020-1 LTD 2.668% 01/25/2030$1,105,7250.2%
TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 1.89% 07/20/2045$1,072,8530.2%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$1,062,7230.2%
MADISON PARK EURO FUNDING IX DAC .88% 07/15/2035$1,043,5480.2%
ROCKFIELD PARK CLO DAC .9% 07/16/2034$1,041,2050.2%
EUROSAIL-UK 2007-2NP PLC 0% 03/13/2045$1,039,9260.2%
ENERGY TRANSFER LP 5.875% 01/15/2024$1,030,9490.2%
ORACLE CORP 2.5% 05/15/2022$1,020,3420.2%
GATX CORP 4.35% 02/15/2024$1,013,8840.2%
CONAGRA BRANDS INC 4.6% 11/01/2025$1,013,4070.2%
HMH TRUST 2017-NSS 6.292% 07/05/2031$1,012,4580.2%
OCP CLO 2017-13 LTD 2.004% 07/15/2030$1,011,5330.2%
BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054$1,011,3030.2%
BELLEMEADE RE LTD 2.039% 03/25/2031$1,008,3050.2%
FEDERAL HOME LOAN MORTGAGE CORP 3.444% 12/25/2027$1,007,9420.2%
CNH EQUIPMENT TRUST 2019-A 3.22% 01/15/2026$1,005,8560.2%
HUNTINGTON NATIONAL BANK/THE 2.5% 08/07/2022$1,000,5190.2%
NATWEST GROUP PLC 3.498% 05/15/2023$1,000,0580.2%
LLOYDS BANKING GROUP PLC 2.907% 11/07/2023$998,4300.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 3.25% 01/30/2024$997,2740.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$982,6420.2%
SPECTRA ENERGY PARTNERS LP 3.5% 03/15/2025$968,9420.2%
UWM MORTGAGE TRUST 2021-1 2.5% 06/25/2051$943,0510.2%
HOME RE 2021-1 LTD 2.968% 07/25/2033$942,5760.2%
HGI CRE CLO 2021-FL1 LTD 1.604% 06/16/2036$937,6740.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$929,9100.2%
TORONTO-DOMINION BANK/THE 1.15% 06/12/2025$928,1380.2%
WESTERN ALLIANCE BANCORP 3% 06/15/2031$921,7240.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$920,1630.2%
SEQUOIA MORTGAGE TRUST 2021-4 2.5% 06/25/2051$908,6990.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$906,8200.2%
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 1.55% 06/16/2036$905,9420.2%
ENTERPRISE FLEET FINANCING 2019-2 LLC 2.38% 02/20/2025$898,4310.2%
CITIGROUP INC 1.281% 11/03/2025$890,1950.2%
GENERAL MOTORS FINANCIAL CO INC 1.5% 06/10/2026$889,7060.2%
VENTURE XXVIII CLO LTD 2.053% 07/20/2030$888,5100.2%
CORE 2019-CORE MORTGAGE TRUST 2.204% 12/15/2031$883,6490.2%
EQUINOR ASA BOND 1.75% 01/22/2026$883,0880.2%
WELLS FARGO & CO 3.526% 03/24/2028$879,4880.2%
BELLEMEADE RE LTD 2.489% 03/25/2031$876,1240.2%
MSCG TRUST 2018-SELF 1.454% 10/15/2037$873,3520.2%
BELLEMEADE RE LTD 3.239% 03/25/2031$872,4600.2%
QUANTA SERVICES INC .95% 10/01/2024$870,5950.2%
CREDIT SUISSE AG/NEW YORK NY 3.7% 02/21/2025$862,8310.2%
NEUBERGER BERMAN CLO XV 1.964% 10/15/2029$857,6390.2%
CITIGROUP INC .981% 05/01/2025$850,2990.2%
SLM STUDENT LOAN TRUST 2008-5 2.884% 07/25/2023$839,2770.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$839,0090.2%
MSCG TRUST 2018-SELF 1.634% 10/15/2037$837,5650.2%
ABBVIE INC 2.3% 11/21/2022$830,1180.2%
AMERICAN TOWER TRUST #1 3.07% 03/15/2048$824,9200.2%
FIRSTKEY HOMES 2020-SFR1 TRUST 1.339% 08/17/2037$820,3780.2%
VOYA CLO 2015-3 LTD 2.253% 10/20/2031$795,9770.2%
CITIGROUP INC 3.352% 04/24/2025$787,9810.2%
HILTON USA TRUST 2016-HHV 4.333% 11/05/2038$784,5190.2%
FIRST CITIZENS BANCSHARES INC/NC 3.375% 03/15/2030$784,5140.2%
DEUTSCHE BANK AG/NEW YORK NY .962% 11/08/2023$775,1000.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2033$770,4980.2%
CHARLES SCHWAB CORP/THE 3.55% 02/01/2024$756,2540.2%
BLUEMOUNTAIN CLO 2015-3 LTD 2.063% 04/20/2031$744,6290.2%
BANK OF AMERICA CORP 3.5% 04/19/2026$744,5270.2%
FREMF 2017-K64 MORTGAGE TRUST 4.123% 05/25/2050$732,7160.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2031$723,0570.2%
JP MORGAN MORTGAGE TRUST 3% 10/25/2052$716,5440.2%
OCTAGON INVESTMENT PARTNERS 30 LTD 2.063% 03/17/2030$716,0090.2%
ENBRIDGE INC 2.5% 01/15/2025$694,2540.1%
MSSG TRUST 2017-237P 3.865% 09/13/2039$692,8970.1%
BANK 2021-BNK31 2.036% 02/15/2054$689,0530.1%
RMAC SECURITIES NO 1 PLC 1.172% 06/12/2044$688,8590.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026$685,9500.1%
BELLEMEADE RE 2020-3 LTD 4.368% 10/25/2030$660,1040.1%
BDS 2021-FL7 LTD 1.624% 06/16/2036$659,0500.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP 1.4% 06/01/2025$658,4690.1%
BOSTON PROPERTIES LP 3.2% 01/15/2025$657,5200.1%
BROOKFIELD FINANCE INC 4% 04/01/2024$654,8060.1%
COCA-COLA CONSOLIDATED INC 3.8% 11/25/2025$640,4410.1%
QORVO INC 4.375% 10/15/2029$638,2410.1%
AMERICAN TOWER CORP 3.65% 03/15/2027$621,9320.1%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.103% 12/15/2072$621,5970.1%
BANK OF AMERICA CORP 2.015% 02/13/2026$615,4060.1%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.675% 03/15/2037$607,1080.1%
MSSG TRUST 2017-237P 3.865% 09/13/2039$606,9250.1%
VERIZON OWNER TRUST 2019-C 1.94% 04/22/2024$586,9990.1%
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV1 2.5% 06/25/2051$581,6680.1%
VIATRIS INC 1.65% 06/22/2025$578,7700.1%
ARROYO MORTGAGE TRUST 2019-2 3.347% 04/25/2049$562,8990.1%
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 3.194% 12/25/2035$545,6740.1%
INVITATION HOMES 2018-SFR2 TRUST 1.454% 06/17/2037$545,2490.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP .988% 06/01/2024$536,9120.1%
BELLEMEADE RE LTD 1.789% 06/25/2031$535,9480.1%
GENUINE PARTS CO 1.75% 02/01/2025$529,4670.1%
BELLEMEADE RE 2020-2 LTD 4.668% 08/26/2030$517,8300.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$516,8360.1%
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025$515,3020.1%
ALLY AUTO RECEIVABLES TRUST 2019-1 3.02% 04/15/2024$502,4790.1%
HOME RE 2021-1 LTD 2.218% 07/25/2033$502,1430.1%
ENERGY TRANSFER LP 7.6% 02/01/2024$501,0950.1%
TORONTO-DOMINION BANK/THE 2.65% 06/12/2024$494,5810.1%
USAA CAPITAL CORP 1.5% 05/01/2023$492,8870.1%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD 1.654% 05/15/2036$492,5180.1%
JPMORGAN CHASE BANK NA - CACLN .889% 12/26/2028$490,0550.1%
BELLEMEADE RE LTD 2.139% 06/25/2031$488,1440.1%
NATWEST GROUP PLC 4.269% 03/22/2025$480,5090.1%
CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1 2% 07/21/2025$470,5230.1%
METROPOLITAN LIFE GLOBAL FUNDING I .9% 06/08/2023$470,3920.1%
CENTERPOINT ENERGY INC 2.5% 09/01/2024$467,2870.1%
MOLSON COORS BEVERAGE CO 3% 07/15/2026$463,0270.1%
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE 1.624% 12/15/2037$458,3390.1%
JPMORGAN CHASE & CO 1.578% 04/22/2027$452,6450.1%
BARCLAYS PLC 1.007% 12/10/2024$448,6380.1%
BDS 2021-FL8 1.474% 01/18/2036$434,4250.1%
TRICON AMERICAN HOMES 2020-SFR2 TRUST 1.482% 11/17/2039$430,5200.1%
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 3.028% 10/15/2025$426,5200.1%
GENERAL MOTORS FINANCIAL CO INC 1.249% 02/26/2027$425,0360.1%
PACIFIC LIFE GLOBAL FUNDING II 1.2% 06/24/2025$420,9530.1%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.21% 02/18/2025$417,6930.1%
SCE RECOVERY FUNDING LLC .861% 11/15/2031$412,8670.1%
TAKE-TWO INTERACTIVE SOFTWARE INC 3.55% 04/14/2025$409,4330.1%
FREMF 2017-K725 MORTGAGE TRUST 4.016% 02/25/2050$392,5130.1%
GOLDMAN SACHS GROUP INC/THE 3.5% 11/16/2026$390,4560.1%
BANC OF AMERICA FUNDING 2006-6 TRUST 6% 08/25/2036$359,1190.1%
STATE STREET CORP 2.901% 03/30/2026$323,4490.1%
STANDARD CHARTERED PLC 1.822% 11/23/2025$320,1930.1%
JP MORGAN MORTGAGE TRUST 2018-6 3.5% 12/25/2048$319,0800.1%
EAGLE RE 2020-1 LTD 1.568% 01/25/2030$303,7780.1%
CITIGROUP MORTGAGE LOAN TRUST INC 5.5% 07/25/2034$299,8220.1%
GREAT HALL MORTGAGES NO 1 PLC 1.11% 06/18/2039$296,4520.1%
DRYDEN XXVIII SENIOR LOAN FUND 1.706% 08/15/2030$290,5360.1%
PRINCIPAL LIFE GLOBAL FUNDING II 1.25% 06/23/2025$288,0880.1%
HOME RE 2021-1 LTD 1.718% 07/25/2033$241,3700.1%
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I .694% 01/15/2037$233,7800.1%
SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024$228,7900.1%
QORVO INC 1.75% 12/15/2024$228,5920.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2048$212,9380.0%
NATWEST GROUP PLC 1.642% 06/14/2027$195,8380.0%
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1 3.13% 11/15/2023$182,8570.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2033$172,1700.0%
INCOME CONTINGENT STUDENT LOANS 1 2002-2006 PLC 1.185% 07/24/2056$148,0360.0%
MSSG TRUST 2017-237P .468% 09/13/2039$142,2640.0%
IRWIN HOME EQUITY LOAN TRUST 2006-1 6.27% 09/25/2035$138,4200.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$132,0250.0%
ALLY AUTO RECEIVABLES TRUST 2019-1 2.91% 09/15/2023$130,5120.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$126,5360.0%
BMW VEHICLE OWNER TRUST 2019-A 1.92% 01/25/2024$124,2760.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$123,0940.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$112,4210.0%
GENERAL MOTORS FINANCIAL CO INC 1.25% 01/08/2026$111,9760.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2051$110,1670.0%
LOWE'S COS INC 3.35% 04/01/2027$103,4940.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$102,2190.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 10/20/2050$100,9250.0%
CNH EQUIPMENT TRUST 2018-B 3.19% 11/15/2023$99,3240.0%
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-SL2 1.507% 05/25/2037$98,2300.0%
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/25/2050$87,7250.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$85,5880.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/25/2051$85,5450.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/25/2050$77,6070.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2051$72,7940.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 02/25/2051$68,7580.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/25/2051$65,7560.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2051$65,3210.0%
UNITED STATES OF AMERICA NOTES 1.125% 01/15/2025$53,4580.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/25/2051$50,6640.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2050$40,6430.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 01/20/2051$34,9450.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 09/20/2050$31,6850.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 11/20/2050$23,7370.0%
MSSG TRUST 2017-237P .175% 09/13/2039$23,6960.0%
FEDERAL HOME LOAN MORTGAGE CORP 2% 09/25/2050$23,5460.0%
NOMURA RESECURITIZATION TRUST 2015-2R .912% 04/26/2047$19,6050.0%
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 1.748% 12/25/2035$16,0530.0%
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.214% 10/19/2034$10.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$7,983,1391.7%
BLACKROCK TEMP FUND - INST SHARES FUND 24$7,982,3371.7%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$1,689,3850.4%
US 10YR NOTE (CBT) BOND 21/JUN/2022 TYM2 COMDTY$650,977-2.1%
CURRENCY CONTRACT - USD$394,696-2.2%
US 10YR ULTRA FUT BOND 21/JUN/2022 UXYM2 COMDTY$283,516-0.7%
US DOLLAR$200,0000.0%
US DOLLAR$91,4040.0%
POUND STERLING$10,6750.0%
EURO$3,4020.0%
CURRENCY CONTRACT - EUR$-102,4710.8%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$-181,5691.9%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$-1,891,8609.9%
All Holdings As of Mar 31, 2022
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$18,724,6483.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2023$15,694,4973.2%
UNITED STATES OF AMERICA NOTES .25% 07/31/2025$14,743,2133.0%
UNITED STATES OF AMERICA NOTES .875% 06/30/2026$13,755,5082.8%
UNITED STATES OF AMERICA NOTES .125% 10/15/2024$7,796,4581.6%
UNITED STATES OF AMERICA NOTES .875% 09/30/2026$6,516,9731.3%
UNITED STATES OF AMERICA NOTES 1.5% 01/31/2027$5,663,1951.2%
F&G GLOBAL FUNDING .9% 09/20/2024$5,499,9721.1%
UNITED STATES OF AMERICA NOTES .75% 05/31/2026$5,330,3551.1%
MORGAN STANLEY .791% 01/22/2025$5,305,3611.1%
ABBVIE INC 2.6% 11/21/2024$4,909,3951.0%
UNITED STATES OF AMERICA NOTES .375% 01/31/2026$4,607,7150.9%
NATWEST MARKETS PLC 2.375% 05/21/2023$4,576,5810.9%
CVS HEALTH CORP 2.625% 08/15/2024$4,534,6070.9%
JPMORGAN CHASE & CO 2.005% 03/13/2026$4,294,0150.9%
MACQUARIE GROUP LTD 1.199% 09/23/2027$4,163,9900.9%
MASSMUTUAL GLOBAL FUNDING II 1.2% 07/16/2026$4,027,5420.8%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.998% 04/15/2038$3,736,9580.8%
UNITED STATES OF AMERICA NOTES 2.125% 03/31/2024$3,655,3770.7%
UNITED STATES OF AMERICA NOTES .375% 07/15/2024$3,536,3040.7%
UNITED STATES OF AMERICA NOTES .25% 10/31/2025$3,333,6370.7%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 1.75% 09/14/2035$3,293,1580.7%
BARCLAYS PLC 2.852% 05/07/2026$3,267,0210.7%
CROWN CASTLE INTERNATIONAL CORP 1.05% 07/15/2026$3,173,2900.7%
MAGALLANES INC 3.755% 03/15/2027$3,161,5190.6%
DANSKE BANK A/S 1.171% 12/08/2023$3,138,1680.6%
OPG TRUST 2021-PORT 1.926% 10/15/2036$3,106,3860.6%
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 1.42% 07/14/2028$3,079,5710.6%
HYUNDAI CAPITAL AMERICA 1.5% 06/15/2026$2,945,4000.6%
PRICOA GLOBAL FUNDING I 1.2% 09/01/2026$2,869,9250.6%
JP MORGAN MORTGAGE TRUST 2022-2 2.5% 08/25/2052$2,817,1810.6%
EQUINIX INC 1.45% 05/15/2026$2,655,2690.5%
UNITED STATES OF AMERICA NOTES 2.5% 01/31/2024$2,559,1140.5%
UNICREDIT SPA 1.982% 06/03/2027$2,513,1710.5%
UNITED STATES OF AMERICA NOTES .375% 04/30/2025$2,500,6220.5%
HSBC HOLDINGS PLC 2.099% 06/04/2026$2,471,7610.5%
EQUIFAX INC 2.6% 12/01/2024$2,471,5550.5%
CLI FUNDING VIII LLC 2.72% 01/18/2047$2,458,9030.5%
MHC TRUST 2021-MHC2 1.697% 05/15/2023$2,457,1120.5%
TEXTAINER MARINE CONTAINERS LTD 1.94% 08/20/2046$2,447,4630.5%
SMR 2022-IND MORTGAGE TRUST 3.251% 02/15/2039$2,419,0400.5%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.518% 05/10/2035$2,404,2100.5%
LANDMARK MORTGAGE SECURITIES NO 2 PLC 1.244% 06/17/2039$2,384,6760.5%
HUMANA INC .65% 08/03/2023$2,352,2460.5%
JP MORGAN MORTGAGE TRUST 2021-INV2 2.5% 12/25/2051$2,347,4750.5%
NEWGATE FUNDING PLC 1.026% 12/01/2050$2,332,0310.5%
SEALED AIR CORP 1.573% 10/15/2026$2,326,9000.5%
HSBC HOLDINGS PLC 1.162% 11/22/2024$2,306,2220.5%
CIFC FUNDING 2015-III LTD 1.118% 04/19/2029$2,261,0400.5%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.097% 11/15/2034$2,240,2170.5%
ENEL FINANCE INTERNATIONAL NV 1.375% 07/12/2026$2,231,2500.5%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$2,218,5860.5%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.718% 03/15/2037$2,174,3730.4%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.5% 07/15/2025$2,119,6050.4%
HSBC HOLDINGS PLC 2.633% 11/07/2025$2,086,7050.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.997% 05/15/2036$2,071,6430.4%
FLORIDA POWER & LIGHT CO .469% 01/12/2024$2,067,4130.4%
NXP BV / NXP FUNDING LLC / NXP USA INC 2.7% 05/01/2025$2,037,6820.4%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024$2,028,3660.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.377% 05/15/2036$1,990,4670.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 LTD 1.5% 01/15/2037$1,973,5900.4%
STANDARD CHARTERED PLC 1.319% 10/14/2023$1,970,8090.4%
ARES LXI CLO LTD 1.345% 10/20/2034$1,968,7000.4%
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$1,947,7360.4%
COLD STORAGE TRUST 2020-ICE5 1.297% 11/15/2037$1,945,0230.4%
PHILIP MORRIS INTERNATIONAL INC .875% 05/01/2026$1,937,0150.4%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$1,935,3920.4%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$1,932,9340.4%
BANK 2021-BNK32 2.643% 04/15/2054$1,893,8190.4%
BANK OF IRELAND GROUP PLC 2.029% 09/30/2027$1,887,7070.4%
BOEING CO/THE 2.196% 02/04/2026$1,871,2960.4%
AMERICAN TOWER CORP 1.3% 09/15/2025$1,865,3800.4%
MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054$1,812,1320.4%
SUTHERLAND COMMERCIAL MORTGAGE TRUST 2021-SBC10 1.55% 12/25/2041$1,811,5350.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD 1.747% 11/15/2036$1,738,3300.4%
BOEING CO/THE 4.875% 05/01/2025$1,714,1550.4%
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 3.14% 10/14/2036$1,711,8060.4%
OAKTOWN RE VI LTD 2.149% 10/25/2033$1,710,6420.4%
CANADIAN NATURAL RESOURCES LTD 2.95% 01/15/2023$1,706,9210.4%
VENTAS REALTY LP 2.65% 01/15/2025$1,697,9340.4%
JP MORGAN MORTGAGE TRUST 2021-6 2.5% 10/25/2051$1,697,2190.3%
JP MORGAN MORTGAGE TRUST 2021-7 2.5% 11/25/2051$1,696,0070.3%
AVOCA CLO XXI DAC .89% 04/15/2033$1,683,9310.3%
FREMF 2017-K728 MORTGAGE TRUST 3.648% 11/25/2050$1,673,5600.3%
DRYDEN 37 SENIOR LOAN FUND 1.341% 01/15/2031$1,673,5300.3%
JP MORGAN MORTGAGE TRUST 2021-8 2.5% 12/25/2051$1,668,5870.3%
VMWARE INC 4.5% 05/15/2025$1,639,5670.3%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,619,2460.3%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A 3.84% 05/14/2032$1,617,5620.3%
JPMORGAN CHASE BANK NA - CACLN .875% 09/25/2028$1,616,9020.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 1.797% 06/15/2038$1,610,7610.3%
RADNOR RE 2021-1 LTD 1.799% 12/27/2033$1,602,7420.3%
MORGAN STANLEY 1.593% 05/04/2027$1,597,4330.3%
EAGLE RE 2021-1 LTD 2.249% 10/25/2033$1,596,6740.3%
DRYDEN 64 CLO LTD 1.211% 04/18/2031$1,580,6620.3%
EAGLE RE 2021-2 LTD 2.149% 04/25/2034$1,560,6650.3%
NEWGATE FUNDING PLC 2.037% 12/15/2050$1,557,0940.3%
DANSKE BANK A/S .976% 09/10/2025$1,551,4390.3%
LLOYDS BANKING GROUP PLC 2.438% 02/05/2026$1,520,2490.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-PRM 3.341% 05/10/2036$1,514,3010.3%
J.P. MORGAN MORTGAGE TRUST 2022-1 2.5% 07/25/2052$1,512,0940.3%
OAKTOWN RE VI LTD 3.099% 10/25/2033$1,511,5380.3%
GOLDMAN SACHS GROUP INC/THE 2.64% 02/24/2028$1,506,6350.3%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING .8% 08/12/2024$1,495,5480.3%
SLM STUDENT LOAN TRUST 2004-5 0% 10/25/2039$1,491,9600.3%
FREMF 2016-K53 MORTGAGE TRUST 4.023% 03/25/2049$1,480,4630.3%
INVITATION HOMES 2018-SFR2 TRUST 1.297% 06/17/2037$1,471,1240.3%
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 1.164% 11/20/2030$1,441,1800.3%
MICROSOFT CORP 3.125% 11/03/2025$1,438,5960.3%
DISCOVER BANK 3.45% 07/27/2026$1,433,7450.3%
RADNOR RE 2020-1 LTD 1.407% 01/25/2030$1,418,1290.3%
FEDERAL HOME LOAN MORTGAGE CORP 3.771% 12/25/2028$1,404,7030.3%
BNP PARIBAS SA 2.219% 06/09/2026$1,403,7630.3%
FORD MOTOR CREDIT CO LLC 3.81% 01/09/2024$1,400,0140.3%
AMERICAN TOWER CORP 2.4% 03/15/2025$1,397,9200.3%
FEDERAL HOME LOAN MORTGAGE CORP 2.673% 09/25/2029$1,389,3120.3%
EUROSAIL-UK 2007-4BL PLC 1.972% 06/13/2045$1,354,4670.3%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.068% 03/15/2037$1,353,4200.3%
SEMPRA ENERGY 3.3% 04/01/2025$1,341,0820.3%
RMAC SECURITIES NO 1 PLC 1.192% 06/12/2044$1,336,1410.3%
COUNTRYWIDE ASSET-BACKED CERTIFICATES 5.859% 04/25/2047$1,324,9080.3%
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE 1.547% 02/15/2040$1,324,5870.3%
BPCE SA 1.625% 01/14/2025$1,323,5490.3%
LLOYDS BANKING GROUP PLC 1.627% 05/11/2027$1,309,5020.3%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.198% 04/15/2038$1,306,1680.3%
UNITED PARCEL SERVICE INC 2.2% 09/01/2024$1,303,7640.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$1,303,5480.3%
BANK OF AMERICA CORP 1.734% 07/22/2027$1,293,9870.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,284,6450.3%
HARVEST CLO XIX DAC .77% 04/14/2031$1,265,8250.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$1,253,3960.3%
BELLEMEADE RE 2021-3 LTD 1.649% 09/25/2031$1,251,1500.3%
PRINCIPAL LIFE GLOBAL FUNDING II 1.5% 11/17/2026$1,241,8920.3%
BELLEMEADE RE LTD 1.299% 06/25/2031$1,238,4090.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-PRM2 1.897% 10/15/2036$1,236,1820.3%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.497% 09/15/2036$1,230,8100.3%
FREDDIE MAC POOL 2.5% 08/01/2031$1,218,6200.3%
CIFC FUNDING 2018-I LTD 1.241% 04/18/2031$1,217,1310.3%
HGI CRE CLO 2021-FL2 LTD 1.431% 09/17/2036$1,211,7740.3%
WESTERN ALLIANCE BANK 5.25% 06/01/2030$1,207,2150.3%
SLM STUDENT LOAN TRUST 2010-1 .857% 03/25/2025$1,204,0230.2%
NAVIENT STUDENT LOAN TRUST 2018-3 1.257% 03/25/2067$1,202,9050.2%
AMSR 2020-SFR4 TRUST 1.355% 11/17/2037$1,201,6360.2%
RCKT MORTGAGE TRUST 2021-2 2.5% 06/25/2051$1,192,7860.2%
FORD CREDIT AUTO OWNER TRUST 2020-REV1 2.04% 08/15/2031$1,179,4620.2%
ENTERPRISE FLEET FINANCING 2019-1 LLC 3.07% 10/20/2024$1,141,9890.2%
TRANSCANADA PIPELINES LTD 2.5% 08/01/2022$1,133,0780.2%
TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 1.599% 07/20/2045$1,120,8660.2%
MPLX LP 3.375% 03/15/2023$1,114,8080.2%
RADNOR RE 2020-1 LTD 2.457% 01/25/2030$1,104,2970.2%
ROCKFIELD PARK CLO DAC .9% 07/16/2034$1,094,9530.2%
MADISON PARK EURO FUNDING IX DAC .88% 07/15/2035$1,091,3320.2%
EUROSAIL-UK 2007-2NP PLC 0% 03/13/2045$1,089,7550.2%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$1,069,6120.2%
BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054$1,069,4840.2%
BELLEMEADE RE LTD 1.849% 03/25/2031$1,069,2340.2%
CVC CORDATUS LOAN FUND VI DAC .76% 04/15/2032$1,043,0460.2%
ENERGY TRANSFER LP 5.875% 01/15/2024$1,042,1910.2%
CONAGRA BRANDS INC 4.6% 11/01/2025$1,036,5170.2%
FEDERAL HOME LOAN MORTGAGE CORP 3.444% 12/25/2027$1,034,3180.2%
GATX CORP 4.35% 02/15/2024$1,022,5460.2%
ORACLE CORP 2.5% 05/15/2022$1,020,6420.2%
OCP CLO 2017-13 LTD 1.201% 07/15/2030$1,010,8020.2%
CNH EQUIPMENT TRUST 2019-A 3.22% 01/15/2026$1,009,8930.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 3.25% 01/30/2024$1,007,3030.2%
HMH TRUST 2017-NSS 6.292% 07/05/2031$1,005,2130.2%
HUNTINGTON NATIONAL BANK/THE 2.5% 08/07/2022$1,002,5980.2%
LLOYDS BANKING GROUP PLC 2.907% 11/07/2023$1,001,7000.2%
NATWEST GROUP PLC 3.498% 05/15/2023$1,001,4500.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$992,1410.2%
UWM MORTGAGE TRUST 2021-1 2.5% 06/25/2051$980,3720.2%
SPECTRA ENERGY PARTNERS LP 3.5% 03/15/2025$976,3610.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$956,9510.2%
SEQUOIA MORTGAGE TRUST 2021-4 2.5% 06/25/2051$951,0760.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$950,3380.2%
TORONTO-DOMINION BANK/THE 1.15% 06/12/2025$944,8490.2%
WESTERN ALLIANCE BANCORP 3% 06/15/2031$943,9070.2%
HOME RE 2021-1 LTD 2.757% 07/25/2033$942,4550.2%
HGI CRE CLO 2021-FL1 LTD 1.481% 06/16/2036$938,3230.2%
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 1.55% 06/16/2036$924,1490.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$923,2780.2%
WELLS FARGO & CO 3.526% 03/24/2028$913,8940.2%
GENERAL MOTORS FINANCIAL CO INC 1.5% 06/10/2026$913,2940.2%
CITIGROUP INC 1.281% 11/03/2025$905,8470.2%
EQUINOR ASA BOND 1.75% 01/22/2026$902,8170.2%
ENTERPRISE FLEET FINANCING 2019-2 LLC 2.38% 02/20/2025$901,5180.2%
VENTURE XXVIII CLO LTD 1.244% 07/20/2030$889,4740.2%
CORE 2019-CORE MORTGAGE TRUST 2.047% 12/15/2031$888,0940.2%
QUANTA SERVICES INC .95% 10/01/2024$880,6270.2%
BELLEMEADE RE LTD 2.299% 03/25/2031$876,1660.2%
MSCG TRUST 2018-SELF 1.297% 10/15/2037$874,4660.2%
BELLEMEADE RE LTD 3.049% 03/25/2031$872,4080.2%
SLM STUDENT LOAN TRUST 2008-5 1.958% 07/25/2023$871,5370.2%
CITIGROUP INC .981% 05/01/2025$859,5730.2%
NEUBERGER BERMAN CLO XV 1.161% 10/15/2029$858,9220.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$856,9750.2%
MSCG TRUST 2018-SELF 1.477% 10/15/2037$838,5530.2%
ABBVIE INC 2.3% 11/21/2022$833,0670.2%
FIRSTKEY HOMES 2020-SFR1 TRUST 1.339% 08/17/2037$833,0060.2%
AMERICAN TOWER TRUST #1 3.07% 03/15/2048$820,4110.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2033$817,9340.2%
CITIGROUP INC 3.352% 04/24/2025$802,3230.2%
HILTON USA TRUST 2016-HHV 4.193% 11/05/2038$797,3840.2%
VOYA CLO 2015-3 LTD 1.444% 10/20/2031$797,0580.2%
FIRST CITIZENS BANCSHARES INC/NC 3.375% 03/15/2030$790,1060.2%
DEUTSCHE BANK AG/NEW YORK NY .962% 11/08/2023$779,9280.2%
BANK OF AMERICA CORP 3.5% 04/19/2026$768,1210.2%
CHARLES SCHWAB CORP/THE 3.55% 02/01/2024$762,8670.2%
BARINGS CLO LTD 2020-I 1.391% 10/15/2036$754,5290.2%
FREMF 2017-K64 MORTGAGE TRUST 3.994% 05/25/2050$748,0160.2%
GOLDMAN SACHS GROUP INC/THE .925% 10/21/2024$746,7850.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2031$745,5640.2%
BLUEMOUNTAIN CLO 2015-3 LTD 1.254% 04/20/2031$745,4060.2%
RMAC SECURITIES NO 1 PLC 1.172% 06/12/2044$743,9290.2%
BANK 2021-BNK31 2.036% 02/15/2054$721,7900.2%
OCTAGON INVESTMENT PARTNERS 30 LTD 1.254% 03/17/2030$716,1130.2%
MSSG TRUST 2017-237P 3.74% 09/13/2039$710,5260.1%
ENBRIDGE INC 2.5% 01/15/2025$703,2010.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026$699,4810.1%
QORVO INC 4.375% 10/15/2029$687,5090.1%
VERIZON OWNER TRUST 2019-C 1.94% 04/22/2024$681,7140.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP 1.4% 06/01/2025$668,4740.1%
BOSTON PROPERTIES LP 3.2% 01/15/2025$667,2510.1%
BELLEMEADE RE 2020-3 LTD 4.157% 10/25/2030$660,6580.1%
BROOKFIELD FINANCE INC 4% 04/01/2024$659,0730.1%
BDS 2021-FL7 LTD 1.538% 06/16/2036$658,6440.1%
COCA-COLA CONSOLIDATED INC 3.8% 11/25/2025$657,0800.1%
AMERICAN TOWER CORP 3.65% 03/15/2027$643,7090.1%
UNITED STATES OF AMERICA NOTES .125% 06/30/2022$635,7870.1%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.103% 12/15/2072$628,9550.1%
BANK OF AMERICA CORP 2.015% 02/13/2026$626,0990.1%
MSSG TRUST 2017-237P 3.74% 09/13/2039$621,7500.1%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.518% 03/15/2037$609,3320.1%
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV1 2.5% 06/25/2051$605,9550.1%
BELLEMEADE RE 2020-2 LTD 4.457% 08/26/2030$596,5090.1%
ARROYO MORTGAGE TRUST 2019-2 3.347% 04/25/2049$595,4760.1%
VIATRIS INC 1.65% 06/22/2025$586,9560.1%
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 6.249% 12/25/2035$586,9330.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP .988% 06/01/2024$541,9930.1%
BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC 1.231% 12/15/2023$537,1530.1%
BELLEMEADE RE LTD 1.599% 06/25/2031$535,6150.1%
GENUINE PARTS CO 1.75% 02/01/2025$532,4140.1%
JPMORGAN CHASE BANK NA - CACLN .889% 12/26/2028$522,6200.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$522,6110.1%
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 3.028% 10/15/2025$510,5380.1%
ENERGY TRANSFER LP 7.6% 02/01/2024$507,2030.1%
ALLY AUTO RECEIVABLES TRUST 2019-1 3.02% 04/15/2024$503,4360.1%
HOME RE 2021-1 LTD 2.007% 07/25/2033$501,9450.1%
TORONTO-DOMINION BANK/THE 2.65% 06/12/2024$499,5980.1%
USAA CAPITAL CORP 1.5% 05/01/2023$495,6230.1%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD 1.497% 05/15/2036$495,0710.1%
BELLEMEADE RE LTD 1.949% 06/25/2031$487,9060.1%
NATWEST GROUP PLC 4.269% 03/22/2025$485,8000.1%
MOLSON COORS BEVERAGE CO 3% 07/15/2026$480,5990.1%
BDS 2021-FL8 1.388% 01/18/2036$479,6740.1%
CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1 2% 07/21/2025$473,2640.1%
CENTERPOINT ENERGY INC 2.5% 09/01/2024$472,1110.1%
METROPOLITAN LIFE GLOBAL FUNDING I .9% 06/08/2023$471,7690.1%
JPMORGAN CHASE & CO 1.578% 04/22/2027$466,1900.1%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.21% 02/18/2025$463,6960.1%
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE 1.467% 12/15/2037$458,7660.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$456,4930.1%
BARCLAYS PLC 1.007% 12/10/2024$451,5130.1%
TRICON AMERICAN HOMES 2020-SFR2 TRUST 1.482% 11/17/2039$442,5270.1%
GENERAL MOTORS FINANCIAL CO INC 1.18% 02/26/2027$430,1240.1%
PACIFIC LIFE GLOBAL FUNDING II 1.2% 06/24/2025$426,2680.1%
SCE RECOVERY FUNDING LLC .861% 11/15/2031$420,6640.1%
GOLDMAN SACHS GROUP INC/THE 3.5% 11/16/2026$402,0210.1%
FREMF 2017-K725 MORTGAGE TRUST 3.884% 02/25/2050$393,6160.1%
BANC OF AMERICA FUNDING 2006-6 TRUST 6% 08/25/2036$375,7610.1%
JP MORGAN MORTGAGE TRUST 2018-6 3.5% 12/25/2048$339,9900.1%
GREAT HALL MORTGAGES NO 1 PLC 1.11% 06/18/2039$338,6710.1%
STATE STREET CORP 2.901% 03/30/2026$327,4590.1%
STANDARD CHARTERED PLC 1.822% 11/23/2025$325,2300.1%
CITIGROUP MORTGAGE LOAN TRUST INC 5.5% 07/25/2034$315,7480.1%
EAGLE RE 2020-1 LTD 1.357% 01/25/2030$303,7880.1%
HOME RE 2021-1 LTD 1.507% 07/25/2033$300,7180.1%
PRINCIPAL LIFE GLOBAL FUNDING II 1.25% 06/23/2025$291,0440.1%
DRYDEN XXVIII SENIOR LOAN FUND 1.706% 08/15/2030$290,7160.1%
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I .537% 01/15/2037$252,7280.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2048$234,3270.1%
QORVO INC 1.75% 12/15/2024$231,1220.1%
SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024$230,5950.1%
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1 3.13% 11/15/2023$218,1910.0%
NATWEST GROUP PLC 1.642% 06/14/2027$201,4240.0%
ALLY AUTO RECEIVABLES TRUST 2019-1 2.91% 09/15/2023$195,6630.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2033$178,6390.0%
INCOME CONTINGENT STUDENT LOANS 1 2002-2006 PLC 1.185% 07/24/2056$154,6210.0%
CNH EQUIPMENT TRUST 2018-B 3.19% 11/15/2023$152,3690.0%
BMW VEHICLE OWNER TRUST 2019-A 1.92% 01/25/2024$148,3440.0%
IRWIN HOME EQUITY LOAN TRUST 2006-1 6.27% 09/25/2035$145,7490.0%
MSSG TRUST 2017-237P .343% 09/13/2039$145,5500.0%
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-SL2 1.237% 05/25/2037$140,9830.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$124,7090.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$120,8040.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$118,6740.0%
GENERAL MOTORS FINANCIAL CO INC 1.25% 01/08/2026$114,5400.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$109,4280.0%
LOWE'S COS INC 3.35% 04/01/2027$106,7390.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2051$103,8820.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$101,0590.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 10/20/2050$94,3610.0%
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/25/2050$86,1530.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/25/2051$85,5930.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$84,4590.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2051$72,7870.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/25/2050$69,4350.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/25/2051$65,7560.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 02/25/2051$56,9950.0%
UNITED PARCEL SERVICE INC 3.9% 04/01/2025$53,5930.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2051$47,6340.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/25/2051$41,0320.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2050$40,9310.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 01/20/2051$35,2260.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 09/20/2050$29,3770.0%
NOMURA RESECURITIZATION TRUST 2015-2R .874% 04/26/2047$26,0860.0%
MSSG TRUST 2017-237P .05% 09/13/2039$24,0680.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 11/20/2050$23,8950.0%
FEDERAL HOME LOAN MORTGAGE CORP 2% 09/25/2050$23,4020.0%
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 1.537% 12/25/2035$18,3410.0%
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.109% 10/19/2034$10.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,705,7861.8%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,705,7831.8%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$1,974,1390.4%
US 10YR NOTE (CBT) BOND 21/JUN/2022 TYM2 COMDTY$342,379-2.0%
US DOLLAR$200,0000.0%
US 10YR ULTRA FUT BOND 21/JUN/2022 UXYM2 COMDTY$115,329-0.7%
CURRENCY CONTRACT - USD$26,315-1.8%
EURO$5,5310.0%
CURRENCY CONTRACT - USD$-13,601-2.3%
US DOLLAR$-59,3250.0%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$-132,7571.9%
POUND STERLING$-272,790-0.1%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$-1,417,78212.9%
All Holdings As of Feb 28, 2022
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .125% 10/15/2023$15,866,2003.2%
UNITED STATES OF AMERICA NOTES .25% 07/31/2025$15,142,8873.0%
UNITED STATES OF AMERICA NOTES .875% 06/30/2026$14,192,3692.8%
UNITED STATES OF AMERICA NOTES 2.125% 12/31/2022$11,101,4062.2%
UNITED STATES OF AMERICA NOTES 1.375% 10/15/2022$8,029,9371.6%
UNITED STATES OF AMERICA NOTES .125% 10/15/2024$7,863,6661.6%
UNITED STATES OF AMERICA NOTES .875% 09/30/2026$6,730,3911.3%
UNITED STATES OF AMERICA NOTES 1.5% 01/31/2027$5,856,2271.2%
F&G GLOBAL FUNDING .9% 09/20/2024$5,618,2051.1%
UNITED STATES OF AMERICA NOTES .75% 05/31/2026$5,496,7711.1%
MORGAN STANLEY .791% 01/22/2025$5,368,5751.1%
ABBVIE INC 2.6% 11/21/2024$4,989,8601.0%
UNITED STATES OF AMERICA NOTES .375% 01/31/2026$4,743,7500.9%
NATWEST MARKETS PLC 2.375% 05/21/2023$4,631,8670.9%
CVS HEALTH CORP 2.625% 08/15/2024$4,603,8560.9%
JPMORGAN CHASE & CO 2.005% 03/13/2026$4,379,1560.9%
MACQUARIE GROUP LTD .969% 09/23/2027$4,231,8050.8%
MASSMUTUAL GLOBAL FUNDING II 1.2% 07/16/2026$4,171,9220.8%
HUMANA INC .65% 08/03/2023$3,752,0580.8%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.792% 04/15/2038$3,742,0690.7%
UNITED STATES OF AMERICA NOTES 2.125% 03/31/2024$3,717,4520.7%
UNITED STATES OF AMERICA NOTES .375% 07/15/2024$3,603,4450.7%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 1.75% 09/14/2035$3,438,0830.7%
UNITED STATES OF AMERICA NOTES .25% 10/31/2025$3,427,3310.7%
BARCLAYS PLC 2.852% 05/07/2026$3,361,3830.7%
CROWN CASTLE INTERNATIONAL CORP 1.05% 07/15/2026$3,269,1290.7%
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 1.42% 07/14/2028$3,168,9990.6%
DANSKE BANK A/S 1.171% 12/08/2023$3,156,2140.6%
OPG TRUST 2021-PORT 1.72% 10/15/2036$3,104,1910.6%
HYUNDAI CAPITAL AMERICA 1.5% 06/15/2026$3,049,4990.6%
PRICOA GLOBAL FUNDING I 1.2% 09/01/2026$2,991,1630.6%
JP MORGAN MORTGAGE TRUST 2022-2 2.5% 08/25/2052$2,945,0390.6%
EQUINIX INC 1.45% 05/15/2026$2,751,3550.6%
UNITED STATES OF AMERICA NOTES 2.5% 01/31/2024$2,600,4020.5%
UNICREDIT SPA 1.982% 06/03/2027$2,598,2400.5%
CLI FUNDING VIII LLC 2.72% 01/18/2047$2,591,5150.5%
TEXTAINER MARINE CONTAINERS LTD 1.94% 08/20/2046$2,579,9820.5%
UNITED STATES OF AMERICA NOTES .375% 04/30/2025$2,564,0340.5%
HSBC HOLDINGS PLC 2.099% 06/04/2026$2,533,0470.5%
EQUIFAX INC 2.6% 12/01/2024$2,521,1670.5%
SMR 2022-IND MORTGAGE TRUST 3.01% 02/15/2039$2,507,3770.5%
NEWGATE FUNDING PLC .267% 12/01/2050$2,473,3780.5%
LANDMARK MORTGAGE SECURITIES NO 2 PLC .422% 06/17/2039$2,458,5420.5%
MHC TRUST 2021-MHC2 1.491% 05/15/2023$2,448,0410.5%
JP MORGAN MORTGAGE TRUST 2021-INV2 2.5% 12/25/2051$2,439,2460.5%
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024$2,436,9430.5%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.518% 05/10/2035$2,423,5440.5%
SEALED AIR CORP 1.573% 10/15/2026$2,402,6440.5%
HSBC HOLDINGS PLC 1.162% 11/22/2024$2,336,0570.5%
ENEL FINANCE INTERNATIONAL NV 1.375% 07/12/2026$2,294,0380.5%
CIFC FUNDING 2015-III LTD 1.118% 04/19/2029$2,261,2670.5%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC .875% 11/22/2023$2,249,5880.5%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS .891% 11/15/2034$2,238,3130.4%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.5% 07/15/2025$2,204,4950.4%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.512% 03/15/2037$2,179,2060.4%
HSBC HOLDINGS PLC 2.633% 11/07/2025$2,135,5410.4%
NXP BV / NXP FUNDING LLC / NXP USA INC 2.7% 05/01/2025$2,113,0140.4%
FLORIDA POWER & LIGHT CO .429% 01/12/2024$2,078,1970.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.791% 05/15/2036$2,074,2770.4%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024$2,067,7180.4%
SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026$1,997,3230.4%
PHILIP MORRIS INTERNATIONAL INC .875% 05/01/2026$1,995,2930.4%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4 1.171% 05/15/2036$1,985,3820.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 LTD 1.5% 01/15/2037$1,982,4040.4%
STANDARD CHARTERED PLC 1.319% 10/14/2023$1,980,3280.4%
ARES LXI CLO LTD 1.281% 10/20/2034$1,971,6800.4%
ZIMMER BIOMET HOLDINGS INC 1.45% 11/22/2024$1,971,3140.4%
CANADIAN PACIFIC RAILWAY CO 1.35% 12/02/2024$1,966,4200.4%
BANK 2021-BNK32 2.643% 04/15/2054$1,962,3250.4%
BANK OF IRELAND GROUP PLC 2.029% 09/30/2027$1,957,4510.4%
SUTHERLAND COMMERCIAL MORTGAGE TRUST 2021-SBC10 1.55% 12/25/2041$1,944,4980.4%
COLD STORAGE TRUST 2020-ICE5 1.091% 11/15/2037$1,941,0140.4%
BOEING CO/THE 2.196% 02/04/2026$1,930,0590.4%
AMERICAN TOWER CORP 1.3% 09/15/2025$1,915,2130.4%
MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054$1,877,6590.4%
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 3.14% 10/14/2036$1,800,3340.4%
BOEING CO/THE 4.875% 05/01/2025$1,765,5830.4%
JP MORGAN MORTGAGE TRUST 2021-7 2.5% 11/25/2051$1,753,7070.4%
JP MORGAN MORTGAGE TRUST 2021-6 2.5% 10/25/2051$1,751,5560.4%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD 1.541% 11/15/2036$1,744,2630.4%
VENTAS REALTY LP 2.65% 01/15/2025$1,738,5190.4%
JP MORGAN MORTGAGE TRUST 2021-8 2.5% 12/25/2051$1,720,4930.3%
CANADIAN NATURAL RESOURCES LTD 2.95% 01/15/2023$1,716,0700.3%
FREMF 2017-K728 MORTGAGE TRUST 3.648% 11/25/2050$1,714,5890.3%
JPMORGAN CHASE BANK NA - CACLN .875% 09/25/2028$1,713,5590.3%
OAKTOWN RE VI LTD 2.099% 10/25/2033$1,710,3870.3%
AVOCA CLO XXI DAC .89% 04/15/2033$1,709,2510.3%
VMWARE INC 4.5% 05/15/2025$1,684,0780.3%
DRYDEN 37 SENIOR LOAN FUND 1.341% 01/15/2031$1,676,9590.3%
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$1,654,5540.3%
MORGAN STANLEY 1.593% 05/04/2027$1,634,0260.3%
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A 3.84% 05/14/2032$1,628,2370.3%
RADNOR RE 2021-1 LTD 1.749% 12/27/2033$1,616,6830.3%
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR 1.591% 06/15/2038$1,615,0180.3%
NEWGATE FUNDING PLC 1.098% 12/15/2050$1,610,0510.3%
EAGLE RE 2021-1 LTD 2.199% 10/25/2033$1,596,2800.3%
DANSKE BANK A/S .976% 09/10/2025$1,590,2140.3%
DRYDEN 64 CLO LTD 1.211% 04/18/2031$1,581,6380.3%
EAGLE RE 2021-2 LTD 2.099% 04/25/2034$1,571,8220.3%
LLOYDS BANKING GROUP PLC 2.438% 02/05/2026$1,564,4660.3%
J.P. MORGAN MORTGAGE TRUST 2022-1 2.5% 07/25/2052$1,555,5570.3%
GOLDMAN SACHS GROUP INC/THE 2.64% 02/24/2028$1,552,2690.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-PRM 3.341% 05/10/2036$1,537,2160.3%
FREMF 2016-K53 MORTGAGE TRUST 4.023% 03/25/2049$1,529,3000.3%
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING .8% 08/12/2024$1,518,2770.3%
SLM STUDENT LOAN TRUST 2004-5 0% 10/25/2039$1,517,8860.3%
OAKTOWN RE VI LTD 3.049% 10/25/2033$1,510,2840.3%
DISCOVER BANK 3.45% 07/27/2026$1,483,9900.3%
INVITATION HOMES 2018-SFR2 TRUST 1.091% 06/17/2037$1,475,2230.3%
MICROSOFT CORP 3.125% 11/03/2025$1,472,1330.3%
FEDERAL HOME LOAN MORTGAGE CORP 3.771% 12/25/2028$1,454,4710.3%
BNP PARIBAS SA 2.219% 06/09/2026$1,445,7920.3%
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 1.164% 11/20/2030$1,445,3050.3%
FEDERAL HOME LOAN MORTGAGE CORP 2.673% 09/25/2029$1,445,1880.3%
AMERICAN TOWER CORP 2.4% 03/15/2025$1,430,9330.3%
FORD MOTOR CREDIT CO LLC 3.81% 01/09/2024$1,417,9200.3%
RADNOR RE 2020-1 LTD 1.137% 01/25/2030$1,417,8950.3%
EUROSAIL-UK 2007-4BL PLC 1.045% 06/13/2045$1,396,9390.3%
COUNTRYWIDE ASSET-BACKED CERTIFICATES 4.523% 04/25/2047$1,384,7100.3%
BPCE SA 1.625% 01/14/2025$1,361,4660.3%
RMAC SECURITIES NO 1 PLC .265% 06/12/2044$1,361,2900.3%
LLOYDS BANKING GROUP PLC 1.627% 05/11/2027$1,353,5900.3%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA .862% 03/15/2037$1,352,2780.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$1,330,1270.3%
BANK OF AMERICA CORP 1.734% 07/22/2027$1,329,6460.3%
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE 1.341% 02/15/2040$1,326,2670.3%
UNITED PARCEL SERVICE INC 2.2% 09/01/2024$1,319,4080.3%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC .992% 04/15/2038$1,308,6500.3%
BAXTER INTERNATIONAL INC 1.322% 11/29/2024$1,307,6410.3%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.65% 10/29/2024$1,287,8910.3%
HARVEST CLO XIX DAC .77% 04/14/2031$1,284,7900.3%
PRINCIPAL LIFE GLOBAL FUNDING II 1.5% 11/17/2026$1,283,5270.3%
UNITED STATES OF AMERICA NOTES 1.375% 11/15/2031$1,278,1180.3%
FREDDIE MAC POOL 2.5% 08/01/2031$1,277,2480.3%
EQUITABLE HOLDINGS INC 3.9% 04/20/2023$1,271,2760.3%
BELLEMEADE RE 2021-3 LTD 1.599% 09/25/2031$1,250,0030.3%
WESTERN ALLIANCE BANK 5.25% 06/01/2030$1,248,9540.3%
RCKT MORTGAGE TRUST 2021-2 2.5% 06/25/2051$1,245,7280.3%
BELLEMEADE RE LTD 1.249% 06/25/2031$1,237,6290.3%
SLM STUDENT LOAN TRUST 2010-1 .587% 03/25/2025$1,236,7510.3%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-PRM2 1.691% 10/15/2036$1,235,5450.3%
AMSR 2020-SFR4 TRUST 1.355% 11/17/2037$1,232,4010.2%
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT 1.291% 09/15/2036$1,232,1480.2%
HGI CRE CLO 2021-FL2 LTD 1.126% 09/17/2036$1,222,7590.2%
CIFC FUNDING 2018-I LTD 1.241% 04/18/2031$1,219,6720.2%
EUROSAIL-UK 2007-2NP PLC 0% 03/13/2045$1,212,5310.2%
FORD CREDIT AUTO OWNER TRUST 2020-REV1 2.04% 08/15/2031$1,212,2110.2%
NAVIENT STUDENT LOAN TRUST 2018-3 .987% 03/25/2067$1,202,9170.2%
TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 1.511% 07/20/2045$1,145,8140.2%
ENTERPRISE FLEET FINANCING 2019-1 LLC 3.07% 10/20/2024$1,145,6700.2%
TRANSCANADA PIPELINES LTD 2.5% 08/01/2022$1,135,5710.2%
RADNOR RE 2020-1 LTD 2.187% 01/25/2030$1,125,2790.2%
MPLX LP 3.375% 03/15/2023$1,123,8850.2%
BELLEMEADE RE LTD 1.799% 03/25/2031$1,119,0070.2%
MADISON PARK EURO FUNDING IX DAC .88% 07/15/2035$1,111,1590.2%
ROCKFIELD PARK CLO DAC .9% 07/16/2034$1,110,8860.2%
BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054$1,108,2490.2%
CENTERPOINT ENERGY RESOURCES CORP .7% 03/02/2023$1,073,9860.2%
FEDERAL HOME LOAN MORTGAGE CORP 3.444% 12/25/2027$1,065,8120.2%
CONAGRA BRANDS INC 4.6% 11/01/2025$1,064,7350.2%
CVC CORDATUS LOAN FUND VI DAC .76% 04/15/2032$1,061,3260.2%
ENERGY TRANSFER LP 5.875% 01/15/2024$1,057,3520.2%
GATX CORP 4.35% 02/15/2024$1,042,5480.2%
HMH TRUST 2017-NSS 6.292% 07/05/2031$1,027,8680.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 3.25% 01/30/2024$1,022,5130.2%
ORACLE CORP 2.5% 05/15/2022$1,021,1340.2%
UWM MORTGAGE TRUST 2021-1 2.5% 06/25/2051$1,018,7980.2%
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.75% 01/12/2025$1,018,6240.2%
OCP CLO 2017-13 LTD 1.201% 07/15/2030$1,018,0940.2%
CNH EQUIPMENT TRUST 2019-A 3.22% 01/15/2026$1,016,0630.2%
LLOYDS BANKING GROUP PLC 2.907% 11/07/2023$1,007,3840.2%
HUNTINGTON NATIONAL BANK/THE 2.5% 08/07/2022$1,005,5100.2%
NATWEST GROUP PLC 3.498% 05/15/2023$1,003,4830.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$1,000,5890.2%
SPECTRA ENERGY PARTNERS LP 3.5% 03/15/2025$995,6370.2%
WESTERN ALLIANCE BANCORP 3% 06/15/2031$984,9300.2%
SEQUOIA MORTGAGE TRUST 2021-4 2.5% 06/25/2051$976,0200.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$971,3050.2%
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 1.55% 06/16/2036$967,5970.2%
TORONTO-DOMINION BANK/THE 1.15% 06/12/2025$963,2890.2%
GENERAL MOTORS FINANCIAL CO INC 1.5% 06/10/2026$946,7090.2%
HGI CRE CLO 2021-FL1 LTD 1.176% 06/16/2036$942,9330.2%
HOME RE 2021-1 LTD 2.487% 07/25/2033$942,4110.2%
EQUINOR ASA BOND 1.75% 01/22/2026$924,3520.2%
CITIGROUP INC 1.281% 11/03/2025$921,1980.2%
ENTERPRISE FLEET FINANCING 2019-2 LLC 2.38% 02/20/2025$909,4910.2%
QUANTA SERVICES INC .95% 10/01/2024$896,8670.2%
CORE 2019-CORE MORTGAGE TRUST 1.841% 12/15/2031$892,7760.2%
VENTURE XXVIII CLO LTD 1.244% 07/20/2030$890,3080.2%
FIRSTKEY HOMES 2020-SFR2 TRUST 1.266% 10/19/2037$879,3950.2%
BELLEMEADE RE LTD 2.249% 03/25/2031$876,2090.2%
CITIGROUP INC .981% 05/01/2025$875,4410.2%
MSCG TRUST 2018-SELF 1.091% 10/15/2037$874,0040.2%
BELLEMEADE RE LTD 2.999% 03/25/2031$872,3470.2%
SLM STUDENT LOAN TRUST 2008-5 1.958% 07/25/2023$870,9780.2%
NEUBERGER BERMAN CLO XV 1.161% 10/15/2029$859,2050.2%
FIRSTKEY HOMES 2020-SFR1 TRUST 1.339% 08/17/2037$854,1100.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2033$844,0630.2%
MSCG TRUST 2018-SELF 1.271% 10/15/2037$838,6280.2%
ABBVIE INC 2.3% 11/21/2022$835,4010.2%
AMERICAN TOWER TRUST #1 3.07% 03/15/2048$827,2210.2%
HILTON USA TRUST 2016-HHV 4.193% 11/05/2038$823,2120.2%
LCM XXV LTD 1.464% 07/20/2030$823,1090.2%
CITIGROUP INC 3.352% 04/24/2025$816,2580.2%
FIRST CITIZENS BANCSHARES INC/NC 3.375% 03/15/2030$809,2940.2%
UNITED STATES OF AMERICA NOTES 1.25% 12/31/2026$809,0140.2%
VOYA CLO 2015-3 LTD 1.444% 10/20/2031$797,1790.2%
DEUTSCHE BANK AG/NEW YORK NY .962% 11/08/2023$789,4860.2%
BANK OF AMERICA CORP 3.5% 04/19/2026$785,7110.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2031$776,3680.2%
FREMF 2017-K64 MORTGAGE TRUST 3.994% 05/25/2050$774,0550.2%
CHARLES SCHWAB CORP/THE 3.55% 02/01/2024$771,7370.2%
VERIZON OWNER TRUST 2019-C 1.94% 04/22/2024$770,1020.2%
RMAC SECURITIES NO 1 PLC .245% 06/12/2044$763,7000.2%
BARINGS CLO LTD 2020-I 1.391% 10/15/2036$758,4400.2%
GOLDMAN SACHS GROUP INC/THE .925% 10/21/2024$753,7520.2%
BANK 2021-BNK31 2.036% 02/15/2054$747,5820.2%
BLUEMOUNTAIN CLO 2015-3 LTD 1.254% 04/20/2031$746,1860.2%
MSSG TRUST 2017-237P 3.74% 09/13/2039$731,7620.2%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026$724,0710.1%
OCTAGON INVESTMENT PARTNERS 30 LTD 1.254% 03/17/2030$716,9250.1%
ENBRIDGE INC 2.5% 01/15/2025$716,4420.1%
SIMON PROPERTY GROUP LP 2% 09/13/2024$705,2730.1%
QORVO INC 4.375% 10/15/2029$694,8430.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP 1.4% 06/01/2025$689,7350.1%
BOSTON PROPERTIES LP 3.2% 01/15/2025$682,1980.1%
BROOKFIELD FINANCE INC 4% 04/01/2024$671,6160.1%
BDS 2021-FL7 LTD 1.207% 06/16/2036$671,6090.1%
COCA-COLA CONSOLIDATED INC 3.8% 11/25/2025$668,6960.1%
BELLEMEADE RE 2020-2 LTD 4.187% 08/26/2030$663,1770.1%
BELLEMEADE RE 2020-3 LTD 3.887% 10/25/2030$661,3500.1%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.103% 12/15/2072$642,6960.1%
MSSG TRUST 2017-237P 3.74% 09/13/2039$639,6770.1%
BANK OF AMERICA CORP 2.015% 02/13/2026$639,0680.1%
ARROYO MORTGAGE TRUST 2019-2 3.347% 04/25/2049$638,9920.1%
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 3.203% 12/25/2035$637,1020.1%
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV1 2.5% 06/25/2051$631,6650.1%
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA 1.312% 03/15/2037$609,9780.1%
VIATRIS INC 1.65% 06/22/2025$608,9350.1%
CENTERPOINT ENERGY INC 3.85% 02/01/2024$553,5310.1%
GOLDEN STATE TOBACCO SECURITIZATION CORP .988% 06/01/2024$553,4740.1%
JPMORGAN CHASE BANK NA - CACLN .889% 12/26/2028$552,6320.1%
GENUINE PARTS CO 1.75% 02/01/2025$547,9970.1%
BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC 1.231% 12/15/2023$544,7330.1%
BELLEMEADE RE LTD 1.549% 06/25/2031$537,1450.1%
GENERAL MOTORS FINANCIAL CO INC 1.2% 10/15/2024$535,7030.1%
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 3.028% 10/15/2025$518,8030.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-2 3.31% 12/18/2023$515,6660.1%
ENERGY TRANSFER LP 7.6% 02/01/2024$511,9510.1%
TORONTO-DOMINION BANK/THE 2.65% 06/12/2024$506,3760.1%
ALLY AUTO RECEIVABLES TRUST 2019-1 3.02% 04/15/2024$505,1910.1%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2019-1 3.21% 02/18/2025$504,5480.1%
WESTLAKE CORP .875% 08/15/2024$504,4320.1%
HOME RE 2021-1 LTD 1.737% 07/25/2033$501,8230.1%
USAA CAPITAL CORP 1.5% 05/01/2023$499,6160.1%
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD 1.291% 05/15/2036$498,5480.1%
NATWEST GROUP PLC 4.269% 03/22/2025$496,5090.1%
MOLSON COORS BEVERAGE CO 3% 07/15/2026$494,6190.1%
BELLEMEADE RE LTD 1.899% 06/25/2031$487,6260.1%
CENTERPOINT ENERGY INC 2.5% 09/01/2024$483,0680.1%
CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1 2% 07/21/2025$480,8200.1%
BDS 2021-FL8 1.057% 01/18/2036$479,0930.1%
JPMORGAN CHASE & CO 1.578% 04/22/2027$478,4810.1%
METROPOLITAN LIFE GLOBAL FUNDING I .9% 06/08/2023$476,4350.1%
BANK OF AMERICA CORP 1.53% 12/06/2025$463,5530.1%
TRICON AMERICAN HOMES 2020-SFR2 TRUST 1.482% 11/17/2039$458,6850.1%
BARCLAYS PLC 1.007% 12/10/2024$458,3080.1%
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE 1.261% 12/15/2037$457,2480.1%
SCE RECOVERY FUNDING LLC .861% 11/15/2031$440,5070.1%
FORD MOTOR CREDIT CO LLC 1.49% 03/28/2022$440,1820.1%
PACIFIC LIFE GLOBAL FUNDING II 1.2% 06/24/2025$439,6080.1%
GENERAL MOTORS FINANCIAL CO INC 1.09% 02/26/2027$434,0150.1%
GOLDMAN SACHS GROUP INC/THE 3.5% 11/16/2026$409,8520.1%
FREMF 2017-K725 MORTGAGE TRUST 3.884% 02/25/2050$401,1910.1%
BANC OF AMERICA FUNDING 2006-6 TRUST 6% 08/25/2036$385,2520.1%
JP MORGAN MORTGAGE TRUST 2018-6 3.5% 12/25/2048$365,0330.1%
HOME RE 2021-1 LTD 1.237% 07/25/2033$350,8240.1%
GREAT HALL MORTGAGES NO 1 PLC .376% 06/18/2039$347,0140.1%
STATE STREET CORP 2.901% 03/30/2026$335,2680.1%
CITIGROUP MORTGAGE LOAN TRUST INC 5.5% 07/25/2034$334,3100.1%
STANDARD CHARTERED PLC 1.822% 11/23/2025$332,7400.1%
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 2.7% 09/26/2022$306,8780.1%
EAGLE RE 2020-1 LTD 1.087% 01/25/2030$303,8740.1%
PRINCIPAL LIFE GLOBAL FUNDING II 1.25% 06/23/2025$299,7520.1%
DRYDEN XXVIII SENIOR LOAN FUND 1.706% 08/15/2030$290,5740.1%
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I .331% 01/15/2037$260,4390.1%
ALLY AUTO RECEIVABLES TRUST 2019-1 2.91% 09/15/2023$256,8520.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2048$255,8070.1%
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1 3.13% 11/15/2023$251,7820.1%
QORVO INC 1.75% 12/15/2024$234,7530.1%
SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024$234,2700.1%
NATWEST GROUP PLC 1.642% 06/14/2027$209,1210.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2033$185,5510.0%
CNH EQUIPMENT TRUST 2018-B 3.19% 11/15/2023$182,5760.0%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$175,7450.0%
BMW VEHICLE OWNER TRUST 2019-A 1.92% 01/25/2024$171,6390.0%
INCOME CONTINGENT STUDENT LOANS 1 2002-2006 PLC 1.185% 07/24/2056$158,6520.0%
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-SL2 1.158% 05/25/2037$157,2190.0%
IRWIN HOME EQUITY LOAN TRUST 2006-1 6.27% 09/25/2035$156,8220.0%
MSSG TRUST 2017-237P .343% 09/13/2039$152,0050.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$126,6510.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$119,6500.0%
GENERAL MOTORS FINANCIAL CO INC 1.25% 01/08/2026$118,0070.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/25/2050$117,0740.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$116,9160.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2051$103,1080.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/25/2051$97,4070.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 10/20/2050$89,3480.0%
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/25/2050$88,8380.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/25/2051$86,2100.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2050$83,7580.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2051$74,4910.0%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/25/2050$69,2420.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/25/2051$66,2760.0%
SECURITIZED TERM AUTO RECEIVABLES TRUST 2019-1 2.986% 02/27/2023$60,7980.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 02/25/2051$57,9630.0%
UNITED PARCEL SERVICE INC 3.9% 04/01/2025$54,7720.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2051$47,4430.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/25/2051$41,2070.0%
NOMURA RESECURITIZATION TRUST 2015-2R .857% 04/26/2047$40,4990.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2050$35,9540.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 01/20/2051$34,7140.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 09/20/2050$27,2880.0%
MSSG TRUST 2017-237P .05% 09/13/2039$25,3360.0%
FEDERAL HOME LOAN MORTGAGE CORP 2% 09/25/2050$23,4200.0%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 11/20/2050$23,3400.0%
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 1.267% 12/25/2035$19,9910.0%
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1 3% 03/15/2023$5,0820.0%
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 .822% 10/19/2034$10.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$6,937,1441.4%
BLACKROCK TEMP FUND - INST SHARES FUND 24$6,937,1421.4%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$633,5910.1%
US 5YR NOTE (CBT) BOND 30/JUN/2022 FVM2 COMDTY$269,3159.3%
US DOLLAR$200,0000.0%
CURRENCY CONTRACT - USD$173,616-2.3%
US DOLLAR$145,0090.0%
CURRENCY CONTRACT - USD$114,299-1.8%
US 2YR NOTE (CBT) BOND 30/JUN/2022 TUM2 COMDTY$12,6501.9%
EURO$5,6060.0%
US 10YR ULTRA FUT BOND 21/JUN/2022 UXYM2 COMDTY$-37,015-0.7%

Management

Management  

Investment Advisor: MissionSquare Investments

Portfolio Manager NameTitleAccreditationStrategy Start Date
Wayne WickerSenior Vice President and Chief Investment OfficerCFAManaged Fund Since 2004
Karen Chong-WulffManaging Vice PresidentCFA, CAIAManaged Fund Since 2007
Oliver MengDirector, Senior Fund ManagerCFA, CAIA, FRMManaged Fund Since 2019
Manager NameTargetRangeManager Strategy
Inception Date
Manager Style
MissionSquare Investments50.00%+/- 10.00%10/2018Low Duration Core
Schroder Investment Management North America, Inc.50.00%+/- 10.00%01/2016Multi-Sector Low Duration

Footnotes

1.

The Fund is an investment option of VantageTrust II Multiple Collective Investment Funds Trust ("VantageTrust II"), a group trust established and maintained by VantageTrust Company, LLC, a wholly owned subsidiary of MissionSquare Retirement. VantageTrust II provides for the commingling of assets of certain trusts and plans as described in its Declaration of Trust and Participation Agreement, 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. It is available at www.icmarc.org for plan administration clients, at investments.missionsq.org for institutions, or upon request by calling 800-669-7400.

2.

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.

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 Funds are now known as the MissionSquare Funds.

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.