|
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %,
|
857492706
|
N/A
|
28,492,072
|
$28,492,072.00
|
5.30 %
|
|
Australia 10-Year Commonwealth Treasury Bond
|
XMH2
|
Futures Contracts
|
168
|
$17,010,150.00
|
3.16 %
|
|
U.S. Treasury Notes (3-Month Bill Money Market Yield plus 0.12 %, 10/31/2023
|
91282CDE8
|
United States Government Obligations
|
13,670,000
|
$13,673,831.00
|
2.54 %
|
|
Dreyus Institutional Preferred Government Money Market Fu 0.01 %,
|
26200X100
|
Short-Term Securities
|
13,203,993
|
$13,203,993.00
|
2.45 %
|
|
U.S. Treasury Notes 0.38 %, 11/30/2025
|
91282CAZ4
|
United States Government Obligations
|
11,000,000
|
$10,668,711.00
|
1.98 %
|
|
U.S. Treasury Notes 1.25 %, 4/30/2028
|
91282CBZ3
|
United States Government Obligations
|
9,600,000
|
$9,514,875.00
|
1.77 %
|
|
ING Groep N.V. 3.00 %, 4/11/2028
|
BYWW669
|
Corporate Debt Securities
|
7,800,000
|
$9,201,558.00
|
1.71 %
|
|
U.S. Treasury Notes 0.25 %, 7/31/2025
|
91282CAB7
|
United States Government Obligations
|
8,000,000
|
$7,761,250.00
|
1.44 %
|
|
U.S. Treasury Notes 0.38 %, 12/31/2025
|
91282CBC4
|
United States Government Obligations
|
7,400,000
|
$7,173,953.00
|
1.33 %
|
|
U.S. Treasury Notes 1.38 %, 11/15/2031
|
91282CDJ7
|
United States Government Obligations
|
5,975,000
|
$5,901,246.00
|
1.10 %
|
|
Colbun S.A. 4.50 %, 7/10/2024
|
192714AB9
|
Corporate Debt Securities
|
5,600,000
|
$5,914,636.00
|
1.10 %
|
|
NBK SPC Ltd. 1.63 %, 9/15/2027
|
62877PAB0
|
Corporate Debt Securities
|
6,000,000
|
$5,857,320.00
|
1.09 %
|
|
Banco Internacional del Peru S.A. 3.25 %, 10/4/2026
|
05968DAC4
|
Corporate Debt Securities
|
5,600,000
|
$5,724,964.00
|
1.06 %
|
|
Perusahaan Listrik Negara 5.38 %, 1/25/2029
|
71568PAG4
|
Other Government Securities
|
4,800,000
|
$5,516,832.00
|
1.03 %
|
|
U.S. Treasury Notes 2.38 %, 5/15/2027
|
912828X88
|
United States Government Obligations
|
5,100,000
|
$5,383,688.00
|
1.00 %
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. 1.00 %, 9/28/2027
|
872882AF2
|
Corporate Debt Securities
|
5,600,000
|
$5,292,469.00
|
0.99 %
|
|
Celulosa Arauco y Constitucion S.A. 4.50 %, 8/1/2024
|
151191AZ6
|
Corporate Debt Securities
|
4,800,000
|
$5,106,000.00
|
0.95 %
|
|
U.S. Treasury Notes 1.25 %, 5/31/2028
|
91282CCE9
|
United States Government Obligations
|
5,000,000
|
$4,951,758.00
|
0.92 %
|
|
XP, Inc. 3.25 %, 7/1/2026
|
98379XAA2
|
Corporate Debt Securities
|
4,900,000
|
$4,704,368.00
|
0.88 %
|
|
U.S. Treasury Notes 0.50 %, 2/28/2026
|
91282CBQ3
|
United States Government Obligations
|
4,800,000
|
$4,664,437.00
|
0.87 %
|
|
U.S. Treasury Notes 0.25 %, 10/31/2025
|
91282CAT8
|
United States Government Obligations
|
4,800,000
|
$4,639,875.00
|
0.86 %
|
|
Ausgrid Finance Pty Ltd. 3.85 %, 5/1/2023
|
052113AA5
|
Corporate Debt Securities
|
4,400,000
|
$4,520,677.00
|
0.84 %
|
|
U.S. Treasury Notes 0.38 %, 9/30/2027
|
91282CAL5
|
United States Government Obligations
|
4,600,000
|
$4,355,086.00
|
0.81 %
|
|
ICICI Bank Ltd. 4.00 %, 3/18/2026
|
45112EAG4
|
Corporate Debt Securities
|
4,000,000
|
$4,277,667.00
|
0.80 %
|
|
GENM Capital Labuan Ltd. 3.88 %, 4/19/2031
|
37231BAA6
|
Corporate Debt Securities
|
4,400,000
|
$4,294,116.00
|
0.80 %
|
|
GOHL Capital Ltd. 4.25 %, 1/24/2027
|
BDRW0R6
|
Corporate Debt Securities
|
4,000,000
|
$4,115,167.00
|
0.76 %
|
|
SK Hynix, Inc. 3.00 %, 9/17/2024
|
BJYPQ50
|
Corporate Debt Securities
|
3,850,000
|
$3,979,942.00
|
0.74 %
|
|
Banco Santander S.A. 4.13 %, 11/9/2022
|
05969BAA1
|
Corporate Debt Securities
|
3,800,000
|
$3,895,247.00
|
0.72 %
|
|
U.S. Treasury Notes 0.38 %, 7/31/2027
|
91282CAD3
|
United States Government Obligations
|
4,000,000
|
$3,800,156.00
|
0.71 %
|
|
Power Finance Corp. Ltd. 3.90 %, 9/16/2029
|
BK5W8X9
|
Corporate Debt Securities
|
3,700,000
|
$3,814,551.00
|
0.71 %
|
|
Barclays plc 2.00 %, 2/7/2028
|
BF0LKS5
|
Corporate Debt Securities
|
3,000,000
|
$3,477,913.00
|
0.65 %
|
|
Bank of America Corp. 3.59 %, 7/21/2028
|
06051GGR4
|
Corporate Debt Securities
|
3,175,000
|
$3,419,783.00
|
0.64 %
|
|
Wells Fargo & Co. 4.30 %, 7/22/2027
|
94974BGL8
|
Corporate Debt Securities
|
3,000,000
|
$3,344,901.00
|
0.62 %
|
|
Citigroup, Inc. 3.52 %, 10/27/2028
|
172967LS8
|
Corporate Debt Securities
|
3,125,000
|
$3,354,668.00
|
0.62 %
|
|
Australia & New Zealand Banking Group Ltd. 4.40 %, 5/19/2026
|
052528AK2
|
Corporate Debt Securities
|
3,000,000
|
$3,287,396.00
|
0.61 %
|
|
Crown Castle International Corp. 4.00 %, 3/1/2027
|
22822VAE1
|
Corporate Debt Securities
|
3,000,000
|
$3,264,393.00
|
0.61 %
|
|
U.S. Treasury Notes 2.88 %, 5/15/2028
|
9128284N7
|
United States Government Obligations
|
3,000,000
|
$3,269,180.00
|
0.61 %
|
|
Corporacion Andina de Fomento 3.25 %, 2/11/2022
|
219868CB0
|
Other Government Securities
|
3,250,000
|
$3,258,498.00
|
0.61 %
|
|
Alibaba Group Holding Ltd. 3.40 %, 12/6/2027
|
01609WAT9
|
Corporate Debt Securities
|
3,000,000
|
$3,178,057.00
|
0.59 %
|
|
Reliance Industries Ltd. 3.67 %, 11/30/2027
|
759470AX5
|
Corporate Debt Securities
|
3,000,000
|
$3,204,304.00
|
0.59 %
|
|
Keurig Dr Pepper, Inc. 4.60 %, 5/25/2028
|
49271VAF7
|
Corporate Debt Securities
|
2,800,000
|
$3,187,000.00
|
0.59 %
|
|
Anheuser-Busch InBev Worldwide, Inc. (GTD by AB INBEV/BBR 4.00 %, 4/13/2028
|
035240AL4
|
Corporate Debt Securities
|
2,850,000
|
$3,171,973.00
|
0.59 %
|
|
InRetail Shopping Malls 5.75 %, 4/3/2028
|
45780UAB0
|
Corporate Debt Securities
|
3,000,000
|
$3,114,840.00
|
0.58 %
|
|
VTR Finance B.V. 6.38 %, 7/15/2028
|
918374AA7
|
Corporate Debt Securities
|
2,951,000
|
$3,073,348.00
|
0.57 %
|
|
Fresenius U.S. Finance II, Inc. 4.50 %, 1/15/2023
|
35804GAK4
|
Corporate Debt Securities
|
2,925,000
|
$3,005,967.00
|
0.56 %
|
|
Bacardi Ltd. 4.45 %, 5/15/2025
|
067316AE9
|
Corporate Debt Securities
|
2,800,000
|
$3,036,520.00
|
0.56 %
|
|
GeoPark Ltd. 5.50 %, 1/17/2027
|
37255BAB5
|
Corporate Debt Securities
|
3,100,000
|
$2,990,849.00
|
0.56 %
|
|
Republic of Indonesia 2.95 %, 1/11/2023
|
455780CC8
|
Other Government Securities
|
2,900,000
|
$2,965,747.00
|
0.55 %
|
|
JBS Finance Luxembourg S.a.r.l. 3.63 %, 1/15/2032
|
46592QAA7
|
Corporate Debt Securities
|
2,865,000
|
$2,880,729.00
|
0.54 %
|
|
Republic of Chile 2.55 %, 7/27/2033
|
168863DT2
|
Other Government Securities
|
3,000,000
|
$2,924,250.00
|
0.54 %
|
|
Aircastle Ltd. 4.40 %, 9/25/2023
|
00928QAR2
|
Corporate Debt Securities
|
2,800,000
|
$2,934,937.00
|
0.54 %
|
|
HTA Group Ltd. 7.00 %, 12/18/2025
|
40435WAB6
|
Corporate Debt Securities
|
2,800,000
|
$2,927,400.00
|
0.54 %
|
|
Goldman Sachs Group, Inc. (The) 3.81 %, 4/23/2029
|
38141GWV2
|
Corporate Debt Securities
|
2,600,000
|
$2,830,443.00
|
0.53 %
|
|
Cosan Ltd. 5.50 %, 9/20/2029
|
22113AAB1
|
Corporate Debt Securities
|
2,700,000
|
$2,815,344.00
|
0.52 %
|
|
Aker BP ASA 3.75 %, 1/15/2030
|
00973RAF0
|
Corporate Debt Securities
|
2,600,000
|
$2,756,025.00
|
0.51 %
|
|
JSM Global S.a.r.l. 4.75 %, 10/20/2030
|
46592BAA0
|
Corporate Debt Securities
|
3,000,000
|
$2,768,160.00
|
0.51 %
|
|
Sumitomo Mitsui Financial Group, Inc. 3.75 %, 7/19/2023
|
86562MBB5
|
Corporate Debt Securities
|
2,650,000
|
$2,761,709.00
|
0.51 %
|
|
Banco Santander S.A. 2.71 %, 6/27/2024
|
05971KAD1
|
Corporate Debt Securities
|
2,600,000
|
$2,693,516.00
|
0.50 %
|
|
Empresas Publicas de Medellin E.S.P. 4.25 %, 7/18/2029
|
29246BAE8
|
Corporate Debt Securities
|
2,800,000
|
$2,660,742.00
|
0.50 %
|
|
State Bank of India 4.38 %, 1/24/2024
|
85628UAJ5
|
Corporate Debt Securities
|
2,500,000
|
$2,635,962.00
|
0.49 %
|
|
Country Garden Holdings Co. Ltd. 2.70 %, 7/12/2026
|
BNBSB22
|
Corporate Debt Securities
|
3,000,000
|
$2,569,495.00
|
0.48 %
|
|
U.S. Treasury Notes 2.13 %, 3/31/2024
|
912828W71
|
United States Government Obligations
|
2,500,000
|
$2,573,340.00
|
0.48 %
|
|
U.S. Treasury Bonds 2.25 %, 11/15/2025
|
912828M56
|
United States Government Obligations
|
2,450,000
|
$2,552,594.00
|
0.47 %
|
|
Petrobras Global Finance B.V. (GTD by Petroleo Brasileiro 5.60 %, 1/3/2031
|
71647NBH1
|
Corporate Debt Securities
|
2,400,000
|
$2,545,824.00
|
0.47 %
|
|
Republic of Peru 2.78 %, 1/23/2031
|
715638DF6
|
Other Government Securities
|
2,550,000
|
$2,543,651.00
|
0.47 %
|
|
San Miguel Industrias PET S.A. 3.50 %, 8/2/2028
|
79911QAA2
|
Corporate Debt Securities
|
2,550,000
|
$2,498,694.00
|
0.46 %
|
|
Orbia Advance Corp. S.A.B. de C.V. 4.00 %, 10/4/2027
|
59284BAF5
|
Corporate Debt Securities
|
2,300,000
|
$2,461,184.00
|
0.46 %
|
|
Citadel Finance LLC 3.38 %, 3/9/2026
|
17287HAA8
|
Corporate Debt Securities
|
2,500,000
|
$2,498,136.00
|
0.46 %
|
|
Inversiones Latin America Power Ltd. 5.13 %, 6/15/2033
|
46137NAC2
|
Corporate Debt Securities
|
2,600,000
|
$2,499,614.00
|
0.46 %
|
|
Pampa Energia S.A. 7.50 %, 1/24/2027
|
697660AA6
|
Corporate Debt Securities
|
2,850,000
|
$2,464,680.00
|
0.46 %
|
|
State Bank of India 4.88 %, 4/17/2024
|
85628UAF3
|
Corporate Debt Securities
|
2,300,000
|
$2,461,955.00
|
0.46 %
|
|
U.S. Treasury Notes 1.50 %, 1/15/2023
|
912828Z29
|
United States Government Obligations
|
2,450,000
|
$2,476,820.00
|
0.46 %
|
|
D.R. Horton, Inc. 2.60 %, 10/15/2025
|
23331ABN8
|
Corporate Debt Securities
|
2,400,000
|
$2,479,509.00
|
0.46 %
|
|
Nexa Resources S.A. 6.50 %, 1/18/2028
|
65290DAA1
|
Corporate Debt Securities
|
2,200,000
|
$2,423,234.00
|
0.45 %
|
|
Korea Development Bank 3.25 %, 2/19/2024
|
500630CW6
|
Other Government Securities
|
2,300,000
|
$2,408,605.00
|
0.45 %
|
|
JBS Investments II GmbH (GTD by JBS S.A.) 5.75 %, 1/15/2028
|
46650CAB5
|
Corporate Debt Securities
|
2,300,000
|
$2,401,235.00
|
0.45 %
|
|
Kingdom of Morocco 2.38 %, 12/15/2027
|
617726AK0
|
Other Government Securities
|
2,500,000
|
$2,442,913.00
|
0.45 %
|
|
Adani Green Energy (UP) Ltd., Parampujya Solar Energy Pri 4.38 %, 9/8/2024
|
00653XAA5
|
Corporate Debt Securities
|
2,400,000
|
$2,438,760.00
|
0.45 %
|
|
Grupo Bimbo S.A.B. de C.V. 3.88 %, 6/27/2024
|
40052VAC8
|
Corporate Debt Securities
|
2,300,000
|
$2,426,894.00
|
0.45 %
|
|
BAE Systems Holdings, Inc. 3.80 %, 10/7/2024
|
05523UAK6
|
Corporate Debt Securities
|
2,225,000
|
$2,365,532.00
|
0.44 %
|
|
Aegea Finance S.a.r.l. 5.75 %, 10/10/2024
|
00775CAA4
|
Corporate Debt Securities
|
2,300,000
|
$2,365,102.00
|
0.44 %
|
|
Qatar Government Bond 3.88 %, 4/23/2023
|
BFX2LZ9
|
Other Government Securities
|
2,300,000
|
$2,392,920.00
|
0.44 %
|
|
Enel Chile S.A. 4.88 %, 6/12/2028
|
29278DAA3
|
Corporate Debt Securities
|
2,080,000
|
$2,296,393.00
|
0.43 %
|
|
Suzano Austria GmbH 6.00 %, 1/15/2029
|
86964WAF9
|
Corporate Debt Securities
|
2,000,000
|
$2,318,000.00
|
0.43 %
|
|
Imperial Tobacco Finance plc 3.75 %, 7/21/2022
|
453140AE5
|
Corporate Debt Securities
|
2,300,000
|
$2,325,648.00
|
0.43 %
|
|
JPMorgan Chase & Co. 3.54 %, 5/1/2028
|
46647PAF3
|
Corporate Debt Securities
|
2,132,000
|
$2,317,124.00
|
0.43 %
|
|
Prosus N.V. 3.68 %, 1/21/2030
|
74365PAA6
|
Corporate Debt Securities
|
2,190,000
|
$2,256,191.00
|
0.42 %
|
|
United Mexican States 4.15 %, 3/28/2027
|
91087BAC4
|
Other Government Securities
|
2,000,000
|
$2,213,770.00
|
0.41 %
|
|
TransCanada PipeLines Ltd. 4.25 %, 5/15/2028
|
89352HAW9
|
Corporate Debt Securities
|
2,000,000
|
$2,232,126.00
|
0.41 %
|
|
Raizen Fuels Finance Ltd. 5.30 %, 1/20/2027
|
75102XAA4
|
Corporate Debt Securities
|
2,000,000
|
$2,177,090.00
|
0.41 %
|
|
Summit Digitel Infrastructure Private Ltd. 2.88 %, 8/12/2031
|
86608CAA6
|
Corporate Debt Securities
|
2,300,000
|
$2,218,805.00
|
0.41 %
|
|
HCL America, Inc. 1.38 %, 3/10/2026
|
40480HAA5
|
Corporate Debt Securities
|
2,250,000
|
$2,192,740.00
|
0.41 %
|
|
Comision Federal de Electricidad 3.88 %, 7/26/2033
|
200447AK6
|
Corporate Debt Securities
|
2,250,000
|
$2,214,709.00
|
0.41 %
|
|
Reynolds American, Inc. 4.45 %, 6/12/2025
|
761713BG0
|
Corporate Debt Securities
|
2,000,000
|
$2,161,688.00
|
0.40 %
|
|
Brookfield Finance, Inc. (GTD by Brookfield Asset Managem 4.35 %, 4/15/2030
|
11271LAE2
|
Corporate Debt Securities
|
1,900,000
|
$2,144,555.00
|
0.40 %
|
|
CEMEX S.A.B. de C.V. 5.20 %, 9/17/2030
|
151290BX0
|
Corporate Debt Securities
|
2,000,000
|
$2,150,550.00
|
0.40 %
|
|
HSBC Holdings plc 4.58 %, 6/19/2029
|
404280BT5
|
Corporate Debt Securities
|
1,900,000
|
$2,130,191.00
|
0.40 %
|
|
Royal Bank of Scotland Group plc 6.00 %, 12/19/2023
|
780097AZ4
|
Corporate Debt Securities
|
2,000,000
|
$2,174,359.00
|
0.40 %
|
|
Sinopec Group Overseas Development (2018) Ltd. 4.13 %, 9/12/2025
|
82939GAB4
|
Corporate Debt Securities
|
2,000,000
|
$2,173,502.00
|
0.40 %
|
|
Bayer U.S. Finance II LLC 4.25 %, 12/15/2025
|
07274NAJ2
|
Corporate Debt Securities
|
2,000,000
|
$2,165,124.00
|
0.40 %
|
|
Hyundai Capital Services, Inc. 2.98 %, 8/29/2022
|
44920UAK4
|
Corporate Debt Securities
|
2,100,000
|
$2,129,696.00
|
0.39 %
|
|
NBM U.S. Holdings, Inc. 7.00 %, 5/14/2026
|
62877VAA9
|
Corporate Debt Securities
|
2,000,000
|
$2,100,050.00
|
0.39 %
|
|
AES Panama Generation Holdings S.R.L. 4.38 %, 5/31/2030
|
00109AAB3
|
Corporate Debt Securities
|
2,000,000
|
$2,085,600.00
|
0.39 %
|
|
Republic of Colombia 3.00 %, 1/30/2030
|
195325DR3
|
Other Government Securities
|
2,300,000
|
$2,106,513.00
|
0.39 %
|
|
GUSAP III L.P. 4.25 %, 1/21/2030
|
36258GAA5
|
Corporate Debt Securities
|
1,900,000
|
$2,019,102.00
|
0.38 %
|
|
Inkia Energy Ltd. 5.88 %, 11/9/2027
|
45721RAC7
|
Corporate Debt Securities
|
2,000,000
|
$2,052,830.00
|
0.38 %
|
|
Central American Bottling Corp. 5.75 %, 1/31/2027
|
15238XAB5
|
Corporate Debt Securities
|
2,000,000
|
$2,057,180.00
|
0.38 %
|
|
Galaxy Pipeline Assets BidCo Ltd. 1.75 %, 9/30/2027
|
36321PAA8
|
Corporate Debt Securities
|
2,055,165
|
$2,061,718.00
|
0.38 %
|
|
Republic of Peru 2.39 %, 1/23/2026
|
715638DE9
|
Other Government Securities
|
2,000,000
|
$2,034,020.00
|
0.38 %
|
|
Republic of Panama 3.75 %, 4/17/2026
|
ZS1514182
|
Other Government Securities
|
1,900,000
|
$2,020,840.00
|
0.38 %
|
|
Africa Finance Corp. 4.38 %, 4/17/2026
|
00830YAC5
|
Corporate Debt Securities
|
1,900,000
|
$2,055,705.00
|
0.38 %
|
|
Saudi Arabia Government Bond 2.88 %, 3/4/2023
|
80413TAD1
|
Other Government Securities
|
2,000,000
|
$2,050,172.00
|
0.38 %
|
|
Grupo Cementos de Chihuahua S.A.B. de C.V. 5.25 %, 6/23/2024
|
40053DAB9
|
Corporate Debt Securities
|
2,000,000
|
$2,037,440.00
|
0.38 %
|
|
Banco de Bogota S.A. 5.38 %, 2/19/2023
|
059514AB5
|
Corporate Debt Securities
|
2,000,000
|
$2,067,340.00
|
0.38 %
|
|
Banco Latinoamericanco de Comercio Exterior S.A. 2.38 %, 9/14/2025
|
05968CAC6
|
Corporate Debt Securities
|
2,000,000
|
$2,004,610.00
|
0.37 %
|
|
ENN Energy Holdings Ltd. 2.63 %, 9/17/2030
|
26876FAC6
|
Corporate Debt Securities
|
2,000,000
|
$1,989,801.00
|
0.37 %
|
|
U.S. Treasury Notes 0.13 %, 10/15/2023
|
91282CAP6
|
United States Government Obligations
|
2,000,000
|
$1,980,352.00
|
0.37 %
|
|
Central American Bank for Economic Integration 1.14 %, 2/9/2026
|
15238PAG1
|
Corporate Debt Securities
|
2,000,000
|
$1,966,500.00
|
0.37 %
|
|
Orbia Advance Corp. S.A.B. de C.V. 1.88 %, 5/11/2026
|
68560EAA6
|
Corporate Debt Securities
|
2,000,000
|
$1,972,890.00
|
0.36 %
|
|
Barclays plc 4.34 %, 1/10/2028
|
06738EAU9
|
Other Government Securities
|
1,800,000
|
$1,966,533.00
|
0.36 %
|
|
Credit Suisse Group AG 4.28 %, 1/9/2028
|
225401AC2
|
Corporate Debt Securities
|
1,800,000
|
$1,955,317.00
|
0.36 %
|
|
FEL Energy VI S.a.r.l. 5.75 %, 12/1/2040
|
30260LAA3
|
Corporate Debt Securities
|
1,929,626
|
$1,936,408.00
|
0.36 %
|
|
Weibo Corp. 3.50 %, 7/5/2024
|
948596AD3
|
Corporate Debt Securities
|
1,900,000
|
$1,957,634.00
|
0.36 %
|
|
Industrias Penoles S.A.B. de C.V. 4.15 %, 9/12/2029
|
456472AB5
|
Corporate Debt Securities
|
1,800,000
|
$1,944,549.00
|
0.36 %
|
|
Saci Falabella 3.75 %, 4/30/2023
|
B92NDC2
|
Corporate Debt Securities
|
1,850,000
|
$1,903,632.00
|
0.35 %
|
|
Republic of Argentina 0.13 %, 7/9/2030
|
040114HS2
|
Other Government Securities
|
5,432,000
|
$1,914,834.00
|
0.35 %
|
|
U.S. Treasury Notes 0.50 %, 10/31/2027
|
91282CAU5
|
United States Government Obligations
|
2,000,000
|
$1,903,750.00
|
0.35 %
|
|
Azul Investments LLP 5.88 %, 10/26/2024
|
05502FAA6
|
Corporate Debt Securities
|
2,000,000
|
$1,868,140.00
|
0.35 %
|
|
BBVA Bancomer S.A. 5.88 %, 9/13/2034
|
05533UAG3
|
Corporate Debt Securities
|
1,700,000
|
$1,858,882.00
|
0.35 %
|
|
Tencent Holdings Ltd. 2.99 %, 1/19/2023
|
88032WAE6
|
Corporate Debt Securities
|
1,800,000
|
$1,830,260.00
|
0.34 %
|
|
Hyundai Capital Services, Inc. 1.25 %, 2/8/2026
|
44920UAP3
|
Corporate Debt Securities
|
1,800,000
|
$1,757,546.00
|
0.33 %
|
|
United Mexican States 3.25 %, 4/16/2030
|
91087BAH3
|
Other Government Securities
|
1,700,000
|
$1,744,846.00
|
0.33 %
|
|
Republic of Peru 1.86 %, 12/1/2032
|
715638DP4
|
Other Government Securities
|
1,900,000
|
$1,738,519.00
|
0.32 %
|
|
Alibaba Group Holding Ltd. 2.80 %, 6/6/2023
|
01609WAS1
|
Corporate Debt Securities
|
1,600,000
|
$1,639,952.00
|
0.31 %
|
|
Royal Bank of Canada 4.65 %, 1/27/2026
|
780082AD5
|
Other Government Securities
|
1,500,000
|
$1,665,037.00
|
0.31 %
|
|
ATP Tower Holdings LLC, Andean Tower Partners Colombia SA 4.05 %, 4/27/2026
|
00216DAA9
|
Corporate Debt Securities
|
1,700,000
|
$1,695,070.00
|
0.31 %
|
|
Federative Republic of Brazil 3.75 %, 9/12/2031
|
105756CE8
|
Other Government Securities
|
1,800,000
|
$1,694,700.00
|
0.31 %
|
|
Deutsche Bank AG 5.63 %, 5/19/2031
|
BMCTKW0
|
Corporate Debt Securities
|
1,200,000
|
$1,603,384.00
|
0.30 %
|
|
Abertis Infraestructuras S.A. 1.63 %, 7/15/2029
|
BK611R0
|
Corporate Debt Securities
|
1,400,000
|
$1,650,205.00
|
0.30 %
|
|
Mitsubishi UFJ Financial Group, Inc. 3.29 %, 7/25/2027
|
606822AR5
|
Corporate Debt Securities
|
1,500,000
|
$1,603,718.00
|
0.30 %
|
|
ZF Finance GmbH 2.75 %, 5/25/2027
|
BLD52Y6
|
Corporate Debt Securities
|
1,400,000
|
$1,637,902.00
|
0.30 %
|
|
Mizuho Financial Group, Inc. 3.17 %, 9/11/2027
|
60687YAM1
|
Corporate Debt Securities
|
1,500,000
|
$1,581,523.00
|
0.29 %
|
|
Republic of Serbia 1.65 %, 3/3/2033
|
BNRK9M8
|
Other Government Securities
|
1,400,000
|
$1,488,834.00
|
0.28 %
|
|
Republic of Serbia 2.13 %, 12/1/2030
|
817477AF9
|
Other Government Securities
|
1,600,000
|
$1,503,758.00
|
0.28 %
|
|
Banco del Estado de Chile 2.70 %, 1/9/2025
|
05965MAG8
|
Corporate Debt Securities
|
1,500,000
|
$1,533,518.00
|
0.28 %
|
|
Trust F/1401 4.87 %, 1/15/2030
|
898339AA4
|
Corporate Debt Securities
|
1,400,000
|
$1,480,752.00
|
0.28 %
|
|
Alfa S.A.B. de C.V. 5.25 %, 3/25/2024
|
015398AB6
|
Corporate Debt Securities
|
1,400,000
|
$1,483,713.00
|
0.28 %
|
|
Grupo Aval Ltd. 4.75 %, 9/26/2022
|
40053FAB4
|
Corporate Debt Securities
|
1,500,000
|
$1,528,695.00
|
0.28 %
|
|
Sands China Ltd. 5.13 %, 8/8/2025
|
80007RAF2
|
Other Government Securities
|
1,400,000
|
$1,470,245.00
|
0.27 %
|
|
Republica Orient Uruguay 4.50 %, 8/14/2024
|
760942AZ5
|
Other Government Securities
|
1,350,000
|
$1,432,701.00
|
0.27 %
|
|
Sagicor Financial Co. Ltd. 5.30 %, 5/13/2028
|
78669QAA8
|
Corporate Debt Securities
|
1,400,000
|
$1,437,093.00
|
0.27 %
|
|
AngloGold Ashanti Holdings plc (GTD by AngloGold Ashanti 3.75 %, 10/1/2030
|
03512TAE1
|
Corporate Debt Securities
|
1,450,000
|
$1,462,296.00
|
0.27 %
|
|
LG Chem Ltd. 1.38 %, 7/7/2026
|
501955AC2
|
Corporate Debt Securities
|
1,500,000
|
$1,469,369.00
|
0.27 %
|
|
BBVA Bancomer S.A. 1.88 %, 9/18/2025
|
05533UAH1
|
Corporate Debt Securities
|
1,400,000
|
$1,389,577.00
|
0.26 %
|
|
DBS Group Holdings Ltd. 1.50 %, 4/11/2028
|
BF0YP12
|
Corporate Debt Securities
|
1,200,000
|
$1,390,900.00
|
0.26 %
|
|
Teva Pharmaceutical Finance Netherlands II B.V. (GTD by T 7.13 %, 1/31/2025
|
88167AAN1
|
Corporate Debt Securities
|
1,300,000
|
$1,392,508.00
|
0.26 %
|
|
Israel Government Bond 2.75 %, 7/3/2030
|
46513JB34
|
Other Government Securities
|
1,300,000
|
$1,384,721.00
|
0.26 %
|
|
Grupo Kuo S.A.B. de C.V. 5.75 %, 7/7/2027
|
40052CAC0
|
Corporate Debt Securities
|
1,350,000
|
$1,390,851.00
|
0.26 %
|
|
Axtel S.A.B. de C.V. 6.38 %, 11/14/2024
|
05462GAJ3
|
Other Government Securities
|
1,349,000
|
$1,393,564.00
|
0.26 %
|
|
Greenko Mauritius Ltd. 6.25 %, 2/21/2023
|
39531LAA7
|
Corporate Debt Securities
|
1,350,000
|
$1,379,767.00
|
0.26 %
|
|
First Quantum Minerals Ltd. 6.50 %, 3/1/2024
|
335934AP0
|
Corporate Debt Securities
|
1,350,000
|
$1,368,360.00
|
0.26 %
|
|
Banco de Credito del Peru 4.25 %, 4/1/2023
|
05990GAA3
|
Corporate Debt Securities
|
1,350,000
|
$1,396,663.00
|
0.26 %
|
|
ANZ New Zealand International Ltd. 3.45 %, 1/21/2028
|
00182EBJ7
|
Corporate Debt Securities
|
1,300,000
|
$1,412,753.00
|
0.26 %
|
|
Suzano Austria GmbH 2.50 %, 9/15/2028
|
86964WAL6
|
Corporate Debt Securities
|
1,400,000
|
$1,352,750.00
|
0.25 %
|
|
U.S. 5-Year Treasury Note
|
FVH2
|
Futures Contracts
|
11
|
$1,330,742.00
|
0.25 %
|
|
Petroleos Mexicanos 6.70 %, 2/16/2032
|
71643VAA3
|
Corporate Debt Securities
|
1,334,000
|
$1,349,975.00
|
0.25 %
|
|
Teva Pharmaceutical Finance Netherlands III B.V. (GTD by 6.75 %, 3/1/2028
|
88167AAK7
|
Corporate Debt Securities
|
1,200,000
|
$1,279,818.00
|
0.24 %
|
|
Bangkok Bank Public Co. Ltd. 4.05 %, 3/19/2024
|
059895AR3
|
Corporate Debt Securities
|
1,200,000
|
$1,269,294.00
|
0.24 %
|
|
Corporacion Financiera de Desarrolla S.A. 2.40 %, 9/28/2027
|
21987DAE4
|
Corporate Debt Securities
|
1,300,000
|
$1,267,689.00
|
0.24 %
|
|
Empresa de Transporte de Pasajeros Metro S.A. 3.65 %, 5/7/2030
|
29246QAD7
|
Corporate Debt Securities
|
1,200,000
|
$1,278,000.00
|
0.24 %
|
|
Banco Santander S.A. 5.38 %, 4/17/2025
|
05969BAD5
|
Corporate Debt Securities
|
1,150,000
|
$1,256,444.00
|
0.23 %
|
|
Grupo Aval Ltd. 4.38 %, 2/4/2030
|
40053FAC2
|
Corporate Debt Securities
|
1,300,000
|
$1,248,637.00
|
0.23 %
|
|
Itau Unibanco Holdings S.A. 3.25 %, 1/24/2025
|
46556JAB5
|
Corporate Debt Securities
|
1,230,000
|
$1,248,222.00
|
0.23 %
|
|
Perusahaan Listrik Negara 5.45 %, 5/21/2028
|
71568PAE9
|
Corporate Debt Securities
|
1,100,000
|
$1,261,898.00
|
0.23 %
|
|
JPMorgan Chase & Co. 4.00 %, 10/1/2168
|
48128BAH4
|
Corporate Debt Securities
|
1,250,000
|
$1,257,031.00
|
0.23 %
|
|
DP World Crescent Ltd. 3.88 %, 7/18/2029
|
BKFH1X5
|
Corporate Debt Securities
|
1,150,000
|
$1,228,488.00
|
0.23 %
|
|
Azul Investments LLP 7.25 %, 6/15/2026
|
05502FAC2
|
Corporate Debt Securities
|
1,300,000
|
$1,192,490.00
|
0.22 %
|
|
DAE Funding LLC 1.55 %, 8/1/2024
|
23371DAJ3
|
Corporate Debt Securities
|
1,200,000
|
$1,192,458.00
|
0.22 %
|
|
Adani Electricity Mumbai Ltd. 3.95 %, 2/12/2030
|
00654GAA1
|
Corporate Debt Securities
|
1,180,000
|
$1,167,244.00
|
0.22 %
|
|
Danske Bank A.S. 5.00 %, 1/12/2023
|
23636AAX9
|
Corporate Debt Securities
|
1,150,000
|
$1,150,997.00
|
0.21 %
|
|
Costa Rica Government Bond 4.25 %, 1/26/2023
|
221597BR7
|
Other Government Securities
|
1,100,000
|
$1,119,250.00
|
0.21 %
|
|
Corporacion Inmobiliaria Vesta S.A.B. de C.V. 3.63 %, 5/13/2031
|
21989DAA0
|
Corporate Debt Securities
|
1,100,000
|
$1,079,579.00
|
0.20 %
|
|
BPCE S.A. 2.75 %, 11/30/2027
|
BZ1N2L7
|
Corporate Debt Securities
|
900,000
|
$1,050,686.00
|
0.20 %
|
|
Saci Falabella 4.38 %, 1/27/2025
|
78386FAC0
|
Corporate Debt Securities
|
1,000,000
|
$1,061,405.00
|
0.20 %
|
|
Banco Santander S.A. 3.49 %, 5/28/2030
|
05971KAF6
|
Corporate Debt Securities
|
1,000,000
|
$1,056,849.00
|
0.20 %
|
|
Kallpa Generacion S.A. 4.88 %, 5/24/2026
|
48344FAA8
|
Corporate Debt Securities
|
1,000,000
|
$1,059,800.00
|
0.20 %
|
|
Alpha Star Holding III Ltd. 6.25 %, 4/20/2022
|
BZ0VWR8
|
Corporate Debt Securities
|
1,000,000
|
$1,006,500.00
|
0.19 %
|
|
Banistmo S.A. 4.25 %, 7/31/2027
|
06034LAB6
|
Corporate Debt Securities
|
1,000,000
|
$1,018,510.00
|
0.19 %
|
|
Banco Santander (Mexico) S.A. 5.95 %, 10/1/2028
|
05969BAC7
|
Corporate Debt Securities
|
850,000
|
$895,751.00
|
0.17 %
|
|
Aeropuertos Argentina 2000 S.A. 8.50 %, 8/1/2031
|
00786PAE4
|
Corporate Debt Securities
|
929,421
|
$815,567.00
|
0.15 %
|
|
Network i2i Ltd. 5.65 %, 4/15/2168
|
64132NAA4
|
Corporate Debt Securities
|
750,000
|
$788,959.00
|
0.15 %
|
|
Africa Finance Corp. 2.88 %, 4/28/2028
|
00830YAD3
|
Corporate Debt Securities
|
800,000
|
$795,400.00
|
0.15 %
|
|
Lenovo Group Ltd. 3.42 %, 11/2/2030
|
526250AB1
|
Corporate Debt Securities
|
800,000
|
$807,333.00
|
0.15 %
|
|
Republic of Uzbekistan 4.75 %, 2/20/2024
|
91822Q2B2
|
Other Government Securities
|
750,000
|
$781,722.00
|
0.15 %
|
|
Aroundtown S.A. 1.63 %, 1/31/2028
|
BG070K2
|
Corporate Debt Securities
|
700,000
|
$827,537.00
|
0.15 %
|
|
Republic of Indonesia 3.85 %, 10/15/2030
|
455780CS3
|
Other Government Securities
|
700,000
|
$788,675.00
|
0.15 %
|
|
Saudi Arabian Oil Co. 1.25 %, 11/24/2023
|
80414L2G9
|
Corporate Debt Securities
|
800,000
|
$800,897.00
|
0.15 %
|
|
Royal Bank of Canada 3.70 %, 10/5/2023
|
78013XW20
|
Corporate Debt Securities
|
750,000
|
$787,009.00
|
0.14 %
|
|
Credito Real S.A.B. de C.V. 9.50 %, 2/7/2026
|
22550GAA0
|
Corporate Debt Securities
|
1,200,000
|
$776,760.00
|
0.14 %
|
|
Pernod Ricard S.A. 4.25 %, 7/15/2022
|
714264AH1
|
Corporate Debt Securities
|
750,000
|
$764,749.00
|
0.14 %
|
|
Industrial and Commercial Bank of China Ltd. 2.96 %, 11/8/2022
|
45580KAJ7
|
Corporate Debt Securities
|
750,000
|
$762,144.00
|
0.14 %
|
|
Harvest Operations Corp. 1.00 %, 4/26/2024
|
41754WAT8
|
Corporate Debt Securities
|
750,000
|
$745,205.00
|
0.14 %
|
|
GC Treasury Center Co. Ltd. 2.98 %, 3/18/2031
|
36830BAB1
|
Corporate Debt Securities
|
750,000
|
$759,446.00
|
0.14 %
|
|
Arab Petroleum Investments Corp. 1.48 %, 10/6/2026
|
03845EAC6
|
Corporate Debt Securities
|
750,000
|
$742,514.00
|
0.14 %
|
|
Baidu, Inc. 1.63 %, 2/23/2027
|
056752AV0
|
Corporate Debt Securities
|
800,000
|
$779,405.00
|
0.14 %
|
|
Petronas Capital Ltd. 3.50 %, 4/21/2030
|
716743AP4
|
Corporate Debt Securities
|
650,000
|
$703,950.00
|
0.13 %
|
|
GeoPark Ltd. 6.50 %, 9/21/2024
|
37255BAA7
|
Corporate Debt Securities
|
702,000
|
$720,371.00
|
0.13 %
|
|
Abu Dhabi National Energy Co. 4.38 %, 4/23/2025
|
00388WAF8
|
Corporate Debt Securities
|
600,000
|
$653,250.00
|
0.12 %
|
|
Corporacion Andina de Fomento 2.38 %, 5/12/2023
|
219868CC8
|
Corporate Debt Securities
|
650,000
|
$662,244.00
|
0.12 %
|
|
Kia Corp. 1.75 %, 10/16/2026
|
49374JAA1
|
Corporate Debt Securities
|
600,000
|
$593,008.00
|
0.11 %
|
|
SK Telecom Co. Ltd. 3.75 %, 4/16/2023
|
78440PAE8
|
Corporate Debt Securities
|
500,000
|
$517,877.00
|
0.10 %
|
|
Saci Falabella 3.75 %, 10/30/2027
|
78386FAD8
|
Corporate Debt Securities
|
500,000
|
$521,343.00
|
0.10 %
|
|
Republic of Albania 3.50 %, 11/23/2031
|
XS2406936
|
Other Government Securities
|
500,000
|
$560,728.00
|
0.10 %
|
|
Baidu, Inc. 3.43 %, 4/7/2030
|
056752AR9
|
Corporate Debt Securities
|
500,000
|
$525,512.00
|
0.10 %
|
|
Greenko Power II Ltd. 4.30 %, 12/13/2028
|
39530MAA6
|
Corporate Debt Securities
|
400,000
|
$407,500.00
|
0.08 %
|
|
U.S. Treasury Notes 2.88 %, 7/31/2025
|
912828Y79
|
United States Government Obligations
|
355,000
|
$377,285.00
|
0.07 %
|
|
AIA Group Ltd. 3.38 %, 4/7/2030
|
00131LAJ4
|
Corporate Debt Securities
|
300,000
|
$324,610.00
|
0.06 %
|
|
Sands China Ltd. 3.80 %, 1/8/2026
|
80007RAK1
|
Corporate Debt Securities
|
250,000
|
$251,549.00
|
0.05 %
|
|
Republic of Columbia 3.13 %, 4/15/2031
|
195325DS1
|
Other Government Securities
|
300,000
|
$269,505.00
|
0.05 %
|
|
Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates 4.50 %, 10/1/2035
|
3128K8AJ5
|
United States Government Agency Obligations
|
156,818
|
$172,497.00
|
0.03 %
|
|
Republic of Argentina 1.00 %, 7/9/2029
|
040114HX1
|
Other Government Securities
|
240,499
|
$87,785.00
|
0.02 %
|
|
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 3/1/2022
|
31410WDB1
|
United States Government Agency Obligations
|
454
|
$468.00
|
0.00 %
|
|
U.S. 10-Year Treasury Note March Futures 0.00 %, 1/21/2022
|
Z95G2KRH1
|
Written Options
|
-135
|
($31,641.00)
|
-0.01 %
|
|
Euro-Bund 10-Year Bond
|
RXH2
|
Futures Contracts
|
-1
|
($195,104.00)
|
-0.04 %
|
|
Euro-Bobl 5-Year Bond
|
OEH2
|
Futures Contracts
|
-26
|
($3,944,031.00)
|
-0.73 %
|
|
Euro-Schatz
|
DUH2
|
Futures Contracts
|
-74
|
($9,438,402.00)
|
-1.75 %
|
|
U.S. 10-Year Treasury Note
|
TYH2
|
Futures Contracts
|
-128
|
($16,700,000.00)
|
-3.11 %
|