DOCSLIB.ORG

Fund Holdings As of 6/30/2021 Massmutual Core Bond Fund Barings Prior to 5/1/2021, the Fund Name Was Massmutual Premier Core Bond Fund

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Fund Holdings As of 6/30/2021 Massmutual Core Bond Fund Barings Prior to 5/1/2021, the Fund Name Was Massmutual Premier Core Bond Fund Fund Holdings As of 6/30/2021 MassMutual Core Bond Fund Barings Prior to 5/1/2021, the Fund name was MassMutual Premier Core Bond Fund. Fund Weighting Security Name % Position Market Value USTREAS T-Bill Auction Ave 3 Mon 12.74 195,233,310 Us 2yr Note (Cbt) Sep21 Xcbt 20210930 10.04 153,783,578 Us Ultra Bond Cbt Sep21 Xcbt 20210921 3.37 51,640,250 Federal National Mortgage Association 3% 2.80 42,905,303 United States Treasury Bonds 3.5% 2.11 32,271,048 United States Treasury Bonds 2.25% 1.58 24,149,075 Federal National Mortgage Association 2% 1.39 21,330,781 Government National Mortgage Association 3.5% 1.29 19,783,269 United States Treasury Notes 0.5% 1.14 17,538,543 Us 5yr Note (Cbt) Sep21 Xcbt 20210930 1.12 17,156,727 Federal National Mortgage Association 2% 1.06 16,297,232 Federal National Mortgage Association 3.5% 1.06 16,265,953 BGME TRUST 2021-VR 2.99% 1.06 16,166,916 United States Treasury Notes 0.12% 0.97 14,904,792 Fnma Pass-Thru I 3.5% 0.76 11,608,875 Federal Home Loan Mortgage Corporation 2% 0.73 11,214,546 Federal Home Loan Mortgage Corporation 3.5% 0.67 10,299,581 Government National Mortgage Association 3% 0.67 10,215,474 Government National Mortgage Association 3% 0.66 10,043,755 Government National Mortgage Association 3% 0.58 8,946,807 Government National Mortgage Association 2.5% 0.49 7,454,812 AT&T Inc 3.55% 0.44 6,810,636 JBS Finance Luxembourg S A R L 3.62% 0.43 6,547,970 Federal National Mortgage Association 3.5% 0.40 6,109,087 Government National Mortgage Association 3.5% 0.39 5,908,132 Government National Mortgage Association 3% 0.37 5,686,578 Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 0.36 5,584,457 The Allstate Corporation 5.75% 0.35 5,411,088 Federal Home Loan Mortgage Corporation 2% 0.35 5,337,279 STARWOOD MORTGAGE RESIDENTIAL TRUST 2.36% 0.35 5,291,708 Federal National Mortgage Association 4% 0.34 5,220,031 MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 2.17% 0.34 5,146,429 Sammons Financial Group Inc 3.35% 0.33 5,131,180 EXTENDED STAY AMERICA TRUST 1% 0.33 5,120,709 SANTANDER DRIVE AUTO RECEIVABLES TRUST 1.35% 0.33 5,005,103 Athene Holding Ltd 6.15% 0.32 4,935,500 VASA TRUST 2021-VASA 2.17% 0.32 4,880,463 Sallie Mae Pfd 144A 1% 0.31 4,811,340 American International Group, Inc. 5.75% 0.31 4,787,944 Sixth Street Specialty Lending Inc 3.88% 0.31 4,782,157 The Boeing Company 1.43% 0.31 4,760,780 BENCHMARK MORTGAGE TRUST 2.85% 0.31 4,721,807 Wave 2019-1 LLC/LTD 3.6% 0.30 4,625,519 Blackrock Tcp Capital Corp 3.9% 0.29 4,482,578 ECMC GROUP STUDENT LOAN TRUST 0.89% 0.29 4,465,868 Morgan Stanley 4.35% 0.29 4,446,539 COLD STORAGE TRUST 2.17% 0.29 4,440,048 BUSINESS JET SECURITIES LLC 2.16% 0.29 4,402,587 Aventura Mall Trust 4.25% 0.29 4,376,639 AmTrust Financial Services Inc. 6.12% 0.29 4,369,914 SOFI ALTERNATIVE TRUST 4.56% 0.28 4,351,926 Fnma Pass-Thru I 4.5% 0.28 4,349,952 Trinity Rail Leasing 2019 Llc 3.82% 0.28 4,314,035 Antares Holdings LP 6% 0.28 4,261,743 Trinity Rail Leasing 2019 Llc 3.1% 0.28 4,261,284 Credit Suisse AG 6.5% 0.27 4,204,260 Aircastle Limited 4.4% 0.27 4,104,801 SLG OFFICE TRUST 2.85% 0.26 4,039,149 BP Capital Markets plc 4.38% 0.26 4,020,375 Prudential Financial, Inc. 5.7% 0.26 3,964,893 Brighthouse Financial Inc. 5.62% 0.25 3,905,788 VEREIT Operating Partnership L.P 3.1% 0.25 3,862,799 NELNET STUDENT LOAN TRUST 2019-4 1.74% 0.25 3,862,597 NMLT 2021-INV1 TRUST 2.71% 0.24 3,735,551 NAVIENT PRIVATE EDUCATION LOAN TRUST 4.04% 0.24 3,730,151 Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust 0.24 3,699,859 BGME TRUST 2021-VR 2.99% 0.24 3,698,574 Bank of Nova Scotia 4.65% 0.24 3,638,750 Mizrahi Tefahot Bank Limited 3.08% 0.24 3,620,850 Mplx Lp 6.88% 0.24 3,616,030 El Puerto de Liverpool S.A.B. de C.V. 3.95% 0.24 3,607,031 Global Atlantic Finance Company 1% 0.23 3,590,561 Colombia (Republic of) 6.12% 0.23 3,526,800 Elmwood Clo Ii Ltd / Llc 1.34% 0.23 3,503,150 Fund Weighting Security Name % Position Market Value NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2.52% 0.23 3,495,463 Discover Bank 4.68% 0.23 3,478,541 Weir Group 2.2% 0.22 3,430,442 SMB PRIVATE EDUCATION LOAN TRUST 2.76% 0.22 3,425,948 Horizon Aircraft Finance III Ltd/LLC 3.42% 0.22 3,415,218 DROP MORTGAGE TRUST 2.32% 0.22 3,375,520 GOODGREEN 2.76% 0.22 3,361,052 Avolon Holdings Funding Limited 4.25% 0.22 3,351,021 Mexico (United Mexican States) 4.75% 0.22 3,343,608 NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 1.49% 0.22 3,339,999 CNO Financial Group, Inc. 5.25% 0.22 3,331,831 Nordea Bank ABP 6.62% 0.22 3,316,777 Hercules Capital Inc 4.62% 0.21 3,271,492 Triton Container International Limited 2.05% 0.21 3,236,636 B.A.T. Capital Corporation 4.7% 0.21 3,227,698 First Republic Bank San Francisco 4.38% 0.21 3,213,721 BENCHMARK MORTGAGE TRUST 2.85% 0.21 3,185,451 NAVIENT PRIVATE EDUCATION LOAN TRUST 2.95% 0.21 3,176,321 Viterra Finance B.V. 3.2% 0.21 3,168,012 JPMDB Commercial Mortgage Securities Trust 2017-C7 4.3% 0.20 3,129,009 Athene Global Funding 2015-1 2.67% 0.20 3,123,239 Federal National Mortgage Association 3% 0.20 3,113,722 Enlink Midstream Partners LP 4.15% 0.20 3,112,694 AXIS Specialty Finance PLC 4% 0.20 3,058,081 Us Long Bond(Cbt) Sep21 Xcbt 20210921 0.20 3,054,250 The Timken Company 4.5% 0.20 3,052,408 NAVIENT STUDENT LOAN TRUST 1.44% 0.20 3,043,038 HCA Inc. 3.5% 0.20 3,016,055 WELLS FARGO COMMERCIAL MORTGAGE TRUST 1.92% 0.20 3,007,507 BENCHMARK MORTGAGE TRUST 3.09% 0.20 2,990,260 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.9% 0.19 2,985,277 BANK 2020-BNK30 3.02% 0.19 2,970,164 EQT Corporation 3.9% 0.19 2,967,362 Planet Fitness Incorporation 3.86% 0.19 2,965,928 Jackson Park Trust 2019-Lic 3.13% 0.19 2,932,512 Blackrock Tcp Capital Corp 4.12% 0.19 2,903,314 Host Hotels & Resorts, L.P. 3.5% 0.19 2,895,073 J.G. WENTWORTH XXXIV LLC 3.26% 0.19 2,873,908 Bpce Sa 1.65% 0.19 2,873,755 Enstar Finance Llc 5.75% 0.19 2,865,375 MANHATTAN WEST 2020-1MW MORTGAGE TRUST 2.41% 0.19 2,863,163 STARWOOD MORTGAGE RESIDENTIAL TRUST 2.49% 0.19 2,839,956 Glencore Funding LLC 4.62% 0.18 2,833,621 NELNET STUDENT LOAN TRUST 3.45% 0.18 2,809,110 Associated Banc-Corp 4.25% 0.18 2,807,409 BLUEMOUNTAIN CLO LTD 1.98% 0.18 2,750,000 Dupont De Nemours Inc 5.32% 0.18 2,734,230 Microsoft Corporation 2.92% 0.18 2,717,212 COLLEGE AVE STUDENT LOANS LLC 3.81% 0.18 2,706,524 Avnet, Inc. 3% 0.18 2,683,280 RenaissanceRe Finance Inc 3.45% 0.17 2,679,247 Enterprise Products Operating LP 5.25% 0.17 2,675,498 Spirit Realty LP 4% 0.17 2,667,393 Charter Communications Operating, LLC/Charter Communications Operating Capi 0.17 2,625,120 Apidos Clo 1.89% 0.17 2,610,133 Castlelake Aircraft Securitization 4.12% 0.17 2,598,278 LIFE 2021-BMR MORTGAGE TRUST 1.82% 0.17 2,556,967 Brookfield Finance Inc. 4.85% 0.17 2,554,953 Ares Finance Co LLC 4% 0.17 2,545,476 ONEMAIN DIRECT AUTO RECEIVABLES TRUST 3.95% 0.17 2,540,884 Syngenta Finance N.V. 4.44% 0.17 2,533,413 Blue Owl Finance Llc 3.12% 0.16 2,518,791 General Motors Company 6.8% 0.16 2,514,083 Nrz Advance Receivables Trust 2015-On1 5.47% 0.16 2,501,580 Slam 2021-1 Limited / Slam 2021-1 Llc 2.43% 0.16 2,500,296 Golub Cap Bdc Inc 3.38% 0.16 2,493,676 Bm1105923 Swaption Dec32 2.94 Put 0.16 2,480,518 Brookfield Finance Inc. 4.35% 0.16 2,478,718 STORE Capital Corp 4.62% 0.16 2,478,240 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2.78% 0.16 2,470,510 Vivint Solar Fin V 2018 7.37% 0.16 2,469,213 THL CREDIT WIND RIVER 2018-3 CLO LTD 1.89% 0.16 2,440,112 Trinity Rail Leasing 2010 LLC 4.62% 0.16 2,439,409 EXTENDED STAY AMERICA TRUST 1% 0.16 2,417,243 Adams Outdoor Advertising LP 4.81% 0.16 2,415,730 BBCMS MORTGAGE TRUST 4.41% 0.16 2,385,762 Lazard Group LLC 4.5% 0.15 2,369,829 BX COMMERCIAL MORTGAGE TRUST 2.07% 0.15 2,367,843 Enstar Group Ltd 4.95% 0.15 2,355,992 Park Aerospace Holdings Limited 4.5% 0.15 2,338,620 Energy Transfer LP 6.25% 0.15 2,325,388 Fund Weighting Security Name % Position Market Value Navient Student Loan Trust 1.34% 0.15 2,316,873 BX COMMERCIAL MORTGAGE TRUST 1.9% 0.15 2,302,871 CARVANA AUTO RECEIVABLES TRUST 1.82% 0.15 2,298,858 Plains All American Pipeline L.P./PAA Finance Corp.
Load more

Recommended publications
  • SCHEDULE of INVESTMENTS MID-CAP 1.5X STRATEGY FUND
    SCHEDULE OF INVESTMENTS December 31, 2020 MID-CAP 1.5x STRATEGY FUND SHARES VALUE SHARES VALUE COMMON STOCKS† - 39.5% United Bankshares, Inc. 118 $ 3,823 Kinsale Capital Group, Inc. 19 3,802 FINANCIAL - 9.3% Highwoods Properties, Inc. REIT 95 3,765 Medical Properties Trust, Inc. REIT 489 $ 10,655 RLI Corp. 36 3,749 Brown & Brown, Inc. 215 10,193 Park Hotels & Resorts, Inc. REIT 215 3,687 Camden Property Trust REIT 89 8,893 Selective Insurance Group, Inc. 55 3,684 CyrusOne, Inc. REIT 110 8,047 Rayonier, Inc. REIT 125 3,673 Alleghany Corp. 13 7,848 Healthcare Realty Trust, Inc. REIT 124 3,670 RenaissanceRe Holdings Ltd. 46 7,628 Valley National Bancorp 369 3,598 Omega Healthcare Investors, Inc. REIT 207 7,518 Webster Financial Corp. 82 3,456 STORE Capital Corp. REIT 216 7,340 Bank OZK 110 3,440 Reinsurance Group of Physicians Realty Trust REIT 190 3,382 America, Inc. — Class A 62 7,186 PROG Holdings, Inc. 62 3,340 Eaton Vance Corp. 104 7,065 Hudson Pacific Properties, Inc. REIT 139 3,339 Jones Lang LaSalle, Inc.* 47 6,973 Sabra Health Care REIT, Inc. 189 3,283 Signature Bank 49 6,629 Alliance Data Systems Corp. 44 3,260 Lamar Advertising Co. — Class A REIT 79 6,574 Wintrust Financial Corp. 53 3,238 East West Bancorp, Inc. 129 6,541 CIT Group, Inc. 90 3,231 National Retail Properties, Inc. REIT 159 6,506 JBG SMITH Properties REIT 102 3,190 First Horizon National Corp. 507 6,469 Sterling Bancorp 177 3,183 SEI Investments Co.
    [Show full text]
  • Enforcing Federal Consumer Protection Laws
    FACTSHEET Consumer Financial Protection Bureau: Enforcing federal consumer protection laws The Consumer Financial Protection Bureau (CFPB) was created in the wake of the financial meltdown to stand up for consumers and make sure they are treated fairly in the financial marketplace. Supervising financial companies and enforcing federal consumer protection laws is core to the Bureau carrying out its mission. Since opening its doors in 2011, the CFPB has held law breakers accountable and helped consumers harmed by illegal practices. CFPB enforcement and supervision by the numbers . $11.9 billion: Approximate amount of ordered relief to consumers from CFPB supervisory and enforcement work, including: Approximately $3.8 billion in monetary compensation ordered to be returned to consumers as a result of enforcement activity Approximately $7.7 billion in principal reductions, cancelled debts, and other consumer relief ordered as a result of enforcement activity $398 million in consumer relief as a result of supervisory activity . 29 million: Consumers who will receive relief as a result of CFPB supervisory and enforcement work . $600 million+: Money ordered to be paid in civil penalties as a result of CFPB enforcement work 1 CONSUMER FINANCIAL PROTECTION BUREAU – JULY 2017 Supervising financial companies The CFPB supervises certain companies to assess their compliance with federal consumer financial laws, to identify risks to consumers, and to help ensure a fair and transparent marketplace for consumers. In addition to its authority over banks and credit unions with assets over $10 billion, and their affiliates, the CFPB is the first federal agency with supervisory authority over certain nonbank financial companies. These nonbanks include mortgage lenders and servicers, payday lenders, and private student lenders of all sizes, as well as larger participants in the debt collection, consumer reporting, auto finance, student loan servicing, and international money transmission markets.
    [Show full text]
  • 2017 Annual Corporate  Governance Review
    2017 Annual Corporate Governance Review > Annual Meetings > Shareholder Proposals > Say-on-Pay Votes 2017 Annual Corporate Governance Review > Annual Meetings > Shareholder Proposals > Say-on-Pay Votes This page intentionally left blank. Contents Executive Summary & Acknowledgements 4 Methodology 6 PART 1 – SHAREHOLDER PROPOSAL VOTING RESULTS Figure 1 Corporate Governance Proposals Submitted – 2013 to 2017 (Chart) 8 Figure 2 Corporate Governance Proposals Voted On – 2013 to 2017 (Chart) 8 Figure 3 Corporate Governance Proposals Voted On – 2013 to 2017 (Table) 8 Figure 4 Summary Average Voting Results for Selected Proposals – 2017 (Table) 9 Figure 5 Proposals Relating to Board Issues – 2013 to 2017 (Chart and Table) 10 Figure 6 Proposals Relating to Shareholder Rights – 2013 to 2017 (Chart and Table) 10 Figure 7 Proposals Relating to Proxy Access – 2016 and 2017 (Chart and Table) 11 Figure 8 Sponsorship of Corporate Governance Proposals – 2016 and 2017 (Table) 12 Figure 9 Shareholder Proposal Voting Results Sorted by Company – 2017 (Table) 13 Figure 10 Shareholder Proposal Voting Results Sorted by Proposal – 2017 (Table) 18 Figure 11 Shareholder Proposal Voting Results Sorted by Sponsor – 2017 (Table) 23 PART 2 – SELECTED SHAREHOLDER PROPOSALS – ENVIRONMENTAL, SOCIAL AND GOVERNANCE Figure 12 Shareholder Proposals – Board Diversity, Voting Results – 2017 (Table) 30 Figure 13 Shareholder Proposals – Political Contributions, Voting Results – 2017 (Table) 30 Figure 14 Shareholder Proposals – Gender Pay Gap, Voting Results – 2017 (Table) 32
    [Show full text]
  • Corporate Equality Index
    Corporate NEWS Equality Index 2O2O Rating Workplaces on Lesbian, Gay, Bisexual, Transgender and Queer Equality 1,059 of the Nation’s Largest Businesses Demonstrated Their Commitment to LGBTQ Equality and Inclusion CEI 2O2O Corporate Equality Index NEWS © 2020 by the Human Rights Campaign Foundation. The Human Rights Campaign Foundation owns all right, title and interest in and to this publication and all derivative works thereof. Permission for reproduction and redistribution is granted if the publication is (1) reproduced in its entirety and (2) distributed free of charge. The Human Rights Campaign name and the Equality logo are trademarks of the Human Rights Campaign. The Human Rights Campaign Foundation and design incorporating the Equality logo are trademarks of the Human Rights Campaign Foundation. ISBN-13 978-1-934765-44-9 ISBN-10 1-934765-44-9 CEI 2O2O Corporate Equality Index 3 Executive Summary 6 Equality at the Fortune-Ranked Corporate Companies NEWS 8 Accelerating Global Equality Equality Index 10 Spotlight: HRC’s Equidad Programs 13 Findings Rating Workplaces 14 Nondiscrimination Policies 2O2O on Lesbian, Gay, 16 Equal Benefits Bisexual, Transgender 20 Organizational Competency in LGBTQ Inclusion and Queer Equality 23 Public Commitment 24 Corporate Social Responsiblity 25 Equality in the Public Square 28 Rating System and Methodology 30 Criteria 33 Appendices 34 Appendix A: Employers With Ratings of 100 Percent 58 Appendix B: Ratings and Criteria Breakdowns 98 Appendix C: Ratings by Industry, Descending Score 140 About HRC Foundation’s Workplace Equality Program 140 Project Staff 141 Acknowledgments 142 HRC Business Council 1 CEI 2O2O “The impact of the Human Rights Campaign’s Corporate Equality Index over its 18-year history is profound.
    [Show full text]
  • Federated Equity Income Fund, Inc
    Federated Equity Income Fund, Inc. PORTFOLIO AS OF MARCH 29, 2019 CURRENT NET ASSETS - $941,525,223 Principal Amount or Shares Value COMMON STOCKS - 95.0% Communication Services - 7.0% 587,961 AT&T, Inc. $18,438,457 473,872 Comcast Corp., Class A 18,945,403 232,549 Lions Gate Entertainment Corp. 3,511,490 182,607 News Corp., Inc. 2,271,631 58,721 Nippon Telegraph & Telephone Corp. 2,495,959 86,742 Sinclair Broadcast Group, Inc. 3,337,832 349,587 Telekom Austria AG 2,542,477 248,981 Verizon Communications, Inc. 14,722,246 TOTAL 66,265,495 Consumer Discretionary - 6.2% 52,335 Carnival Corp. 2,654,431 21,953 Columbia Sportswear Co. 2,287,064 129,434 D. R. Horton, Inc. 5,355,979 110,648 DSW, Inc., Class A 2,458,599 168,704 eBay, Inc. 6,265,667 39,507 Foot Locker, Inc. 2,394,124 11,912 Home Depot, Inc. 2,285,794 164,100 Isuzu Motors Ltd. 2,164,900 55,274 McDonald's Corp. 10,496,533 24,646 Royal Caribbean Cruises Ltd. 2,824,924 98,800 Suzuki Motor Corp. 4,381,858 51,906 TJX Cos., Inc. 2,761,918 65,041 Tapestry, Inc. 2,113,182 38,319 Toyota Motor Credit Corp., ADR 4,522,408 30,590 Tractor Supply Co. 2,990,478 19,878 Yum! Brands, Inc. 1,984,023 TOTAL 57,941,882 Consumer Staples - 6.6% 110,660 British American Tobacco PLC 4,616,801 200,389 Coty, Inc. - CL A 2,304,473 29,168 Kimberly-Clark Corp.
    [Show full text]
  • SPECIALTY FINANCE MARKET UPDATE | FALL 2020 Houlihan Lokey Specialty Finance Market Update Dear Clients and Friends
    SPECIALTY FINANCE MARKET UPDATE | FALL 2020 Houlihan Lokey Specialty Finance Market Update Dear Clients and Friends, We are pleased to present our Specialty Finance Market Update for the fall of 2020. We hope that you and your families remain safe and healthy and that your fall/Q4 is off to a great start. We wrapped up a relatively busy summer and remain encouraged by the “regular-way” new activity that picked up post-Labor Day. As always, please reach out if you’d like to connect or brainstorm any current needs or relevant topics with us. As in prior newsletters, we have included select recent transaction announcements, a public markets overview, and industry insights to help you stay ahead in our dynamic and constantly evolving industry. We hope you find this quarterly update to be informative and that it serves as a valuable resource to you in staying abreast of the market. We look forward to staying in touch with you. Regards, Brent Ferrin Director, Financial Institutions Group [email protected] 212.497.4203 Additional Specialty Finance Team Contacts Jonathan Sloan Oscar Aarts Managing Director, Director, Financial and Valuation Advisory Financial and Valuation Advisory [email protected] [email protected] 212.497.4232 212.497.7869 Specialty Finance Subverticals Covered ALTERNATIVE FINANCIAL SERVICES ASSET-BASED LENDING AUTO LOANS/BHPH CREDIT CARDS DEBT BUYING/COLLECTION EQUIPMENT LEASING FACTORING FLEET LEASING HEALTHCARE FINANCE INSTALLMENT LOANS LITIGATION FINANCE PAYDAY LENDING/PAWN PREMIUM FINANCE POINT-OF-SALE FINANCE SMALL BUSINESS LOANS STUDENT LENDING TRANSPORTATION FINANCE 2 Houlihan Lokey is the trusted advisor to more top decision-makers than any other independent global investment bank.
    [Show full text]
  • Penn Series Funds, Inc. Schedule of Investments — March 31, 2021 (Unaudited) Limited Maturity Bond Fund
    Penn Series Funds, Inc. Schedule of Investments — March 31, 2021 (Unaudited) Limited Maturity Bond Fund Par Par (000) Value† (000) Value† ASSET BACKED SECURITIES — 27.6% ACIS CLO Ltd., Series 2014-4A Class B Halcyon Loan Advisors Funding Ltd., (3 M ICE LIBOR + 1.770%), 144A Series 2015-2A Class AR (3 M ICE 1.975%, 05/01/26@,• $ 1,261 $ 1,260,353 LIBOR + 1.080%, Floor 1.080%), Adams Mill CLO Ltd., Series 2014-1A 144A Class B2R, 144A 1.298%, 07/25/27@,• $ 1,357 $ 1,357,182 3.350%, 07/15/26@ 2,750 2,751,719 JFIN CLO Ltd., Series 2015-1A ASSURANT CLO Ltd., Series 2018-2A Class DR (3 M ICE LIBOR + 2.650%, Class A (3 M ICE LIBOR + 1.040%, Floor 2.650%), 144A Floor 1.040%), 144A 2.834%, 03/15/26@,• 1,500 1,457,273 1.264%, 04/20/31@,• 2,400 2,391,667 Marble Point CLO XVIII Ltd., Babson CLO Ltd., Series 2020-2A Class D2 (3 M ICE Series 2014-IA Class BR (3 M ICE LIBOR + 5.410%, Floor 5.410%), LIBOR + 2.200%), 144A, 2.424%, 144A 07/20/25@,• 2,500 2,500,987 5.651%, 10/15/31@,• 1,500 1,509,861 Series 2014-IA Class C (3 M ICE Navient Private Education Loan Trust, LIBOR + 3.450%), 144A, 3.674%, Series 2015-AA Class A3 (1 M ICE 07/20/25@,• 1,500 1,500,648 LIBOR + 1.700%), 144A, 1.806%, Barings CLO Ltd., Series 2017-1A 11/15/30@,• 1,500 1,546,166 Class B1 (3 M ICE LIBOR + 1.700%), Series 2014-AA Class A3 (1 M ICE 144A LIBOR + 1.600%), 144A, 1.706%, 1.923%, 07/18/29@,• 1,500 1,500,303 10/15/31@,• 1,499 1,525,185 Benefit Street Partners CLO VIII Ltd., Series 2015-BA Class A3 (1 M ICE Series 2015-8A Class A1AR (3 M ICE LIBOR + 1.450%), 144A, 1.556%, LIBOR
    [Show full text]
  • Fund Holdings As of 06/30/2021 MM S&P® Mid Cap Index Fund Northern Trust
    Fund Holdings As of 06/30/2021 MM S&P® Mid Cap Index Fund Northern Trust Fund Shares or Par Position Market Security Name Ticker CUSIP Weighting (%) Amount Value ($) Future on S&P MidCap 400 PR Sep21 0 0 1.00 1,800 4,846,320 Bio-Techne Corp TECH 09073M104 0.73 7,864 3,540,845 Cognex Corp CGNX 192422103 0.62 35,763 3,005,880 Molina Healthcare Inc MOH 60855R100 0.62 11,826 2,992,688 Fair Isaac Corp FICO 303250104 0.60 5,814 2,922,582 SolarEdge Technologies Inc SEDG 83417M104 0.60 10,527 2,909,347 XPO Logistics Inc XPO 983793100 0.59 20,563 2,876,558 Signature Bank SBNY 82669G104 0.59 11,650 2,861,822 Camden Property Trust CPT 133131102 0.54 19,774 2,623,417 Fixed Inc Clearing Corp.Repo 0 0 0.54 2,616,203 2,616,203 Graco Inc GGG 384109104 0.54 34,316 2,597,721 FactSet Research Systems Inc FDS 303075105 0.53 7,646 2,566,074 Ceridian HCM Holding Inc CDAY 15677J108 0.53 26,540 2,545,717 Brown & Brown Inc BRO 115236101 0.52 47,253 2,511,024 Masimo Corp MASI 574795100 0.51 10,220 2,477,839 Williams-Sonoma Inc WSM 969904101 0.51 15,399 2,458,450 Lennox International Inc LII 526107107 0.50 6,960 2,441,568 Steel Dynamics Inc STLD 858119100 0.50 40,629 2,421,488 Nordson Corp NDSN 655663102 0.50 10,916 2,396,171 Medical Properties Trust Inc MPW 58463J304 0.49 118,811 2,388,101 Trex Co Inc TREX 89531P105 0.49 23,300 2,381,493 The Toro Co TTC 891092108 0.49 21,624 2,376,045 RPM International Inc RPM 749685103 0.48 26,159 2,319,780 RH RH 74967X103 0.48 3,404 2,311,316 Axon Enterprise Inc AXON 05464C101 0.48 13,061 2,309,185 Cree Inc CREE 225447101 0.47
    [Show full text]
  • Investment Holdings As of December 31, 2019
    Investment Holdings As of December 31, 2019 Transparency of the Montana Investment Holdings The Montana Board of Investment’s holdings file is a comprehensive listing of all manager funds, separately managed and commingled, and aggregated security positions. Securities are organized across common categories: Pension Pool, Asset Class, Manager Fund, Aggregated Individual Holdings, and Non‐Pension Pools. Market values shown are in U.S. dollars. The market values shown in this document are for the individual investment holdings only and do not include any information on accounts for receivables or payables. Aggregated Individual Holdings represent securities held at our custodian bank and individual commingled accounts. The Investment Holdings Report is unaudited and may be subject to change. The audited Unified Investment Program Financial Statements will be made available once the Legislative Audit Division issues the Audit Opinion. Once issued, the Legislative Audit Division will have the Audit Opinion available online at http://leg.mt.gov/css/publications/audit/reports.asp and the complete audited financial statements will also be available on the Board’s website http://investmentmt.com/AnnualReportsAudits. Additional information can be found at www.investmentmt.com Table of Contents Consolidated Asset Pension Pool (CAPP) 4 CAPP ‐ Domestic Equities 5 CAPP – Core Fixed Income 24 CAPP ‐ International Equities 29 CAPP ‐ Private Equities 45 CAPP ‐ Real Estate 48 CAPP ‐ Natural Resources 50 CAPP – Non Core Fixed Income 52 CAPP ‐ Cash 62 Short
    [Show full text]
  • Quarterly Holdings Template 6-30-2021.Xlsx
    MML Series Investment Fund and MML Series Investment Fund II Portfolio Holdings As of 6/30/2021 Fund Name Asset Class Security Name Base Market Value Shares/Par Value Percent of Fund Interest Rate Maturity Date MML Aggressive Allocation Fund EQUITY MML GLOBAL FD 19797970.79 1267475.723 11.54079 0 MML Aggressive Allocation Fund EQUITY MML FOCUSED EQUITY FUND 16027898.53 2016087.866 9.34311 0 MML Aggressive Allocation Fund EQUITY MML MID CAP GROWTH FD 12519472.6 632616.099 7.29795 0 MML Aggressive Allocation Fund EQUITY MML BLUE CHIP GROWTH FD 11389485.44 493906.567 6.639249 0 MML Aggressive Allocation Fund EQUITY MML INCOME AND GROWTH FD 11088381.27 927122.18 6.463727 0 MML Aggressive Allocation Fund EQUITY MML EQUITY INCOME FD 10378462.5 852790.674 6.049896 0 MML Aggressive Allocation Fund EQUITY MML FUNDAMENTAL VALUE FUND 10262960.65 729421.51 5.982566 0 MML Aggressive Allocation Fund EQUITY MML INTERNATIONAL EQUITY FUND 8761542.43 773304.716 5.107348 0 MML Aggressive Allocation Fund EQUITY MML MID CAP VALUE FD 8723106.33 710929.611 5.084942 0 MML Aggressive Allocation Fund EQUITY MML FUNDAMENTAL GROWTH FUND 8475444.38 679666.751 4.940573 0 MML Aggressive Allocation Fund EQUITY MML FOREIGN FD 7841520.67 705807.441 4.571041 0 MML Aggressive Allocation Fund EQUITY MML STRG EMERGING MARKETS FUND 7675189.26 496776.004 4.474082 0 MML Aggressive Allocation Fund EQUITY MML TOTAL RETURN BOND FUND 5286620.8 474136.395 3.081719 0 MML Aggressive Allocation Fund EQUITY MML SMALL COMPANY VALUE FUND 4157279.35 233949.316 2.423394 0 MML Aggressive
    [Show full text]
  • New Covenant Growth Fund
    SCHEDULE OF INVESTMENTS (Unaudited) March 31, 2020 New Covenant Growth Fund Market Value Market Value Description Shares ($ Thousands) Description Shares ($ Thousands) COMMON STOCK — 96.0% COMMON STOCK (continued) Bosnia and Herzegovina — 0.0% IMAX * 2,244 $ 20 RenaissanceRe Holdings Ltd. 248 $ 37 Intelsat * 8,389 13 – Interpublic Group of Cos Inc/The 8,487 137 Canada — 0.1% Iridium Communications * 366 8 Lululemon Athletica Inc * 1,014 192 – John Wiley & Sons Inc, Cl A 236 9 Cayman Islands — 0.0% Liberty Broadband, Cl A * 113 12 Herbalife * 1,088 31 Lions Gate Entertainment, Cl A * 7,278 44 – Ireland — 1.0% Live Nation Entertainment Inc * 181 8 Accenture PLC, Cl A 11,297 1,844 Match Group * 703 46 Jazz Pharmaceuticals PLC * 616 62 Meredith 1,401 17 Mallinckrodt * 13,812 27 MSG Networks * 2,988 31 Medtronic PLC 19,976 1,801 New York Times, Cl A 1,515 47 NortonLifeLock 13,065 245 Nexstar Media Group, Cl A 455 26 Perrigo Co PLC 211 10 Omnicom Group Inc 10,137 557 Scholastic 1,266 32 3,989 – Shenandoah Telecommunications 1,286 63 Puerto Rico — 0.0% Sirius XM Holdings 7,153 35 Popular Inc 1,507 53 – Spotify Technology SA * 608 74 Switzerland — 0.0% Sprint Corp * 2,200 19 Garmin Ltd 1,092 82 Take-Two Interactive Software Inc * 830 98 – TechTarget * 1,986 41 United Kingdom — 0.2% TEGNA 3,052 33 Aon PLC 2,921 482 T-Mobile US Inc * 2,824 237 Healthpeak Properties 9,384 224 Twitter Inc * 7,369 181 706 – Verizon Communications Inc 62,462 3,356 United States — 94.7% ViacomCBS, Cl B 1,000 14 Communication Services — 8.3% Walt Disney Co/The 26,709
    [Show full text]
  • John Hancock Preferred Income Fund II
    John Hancock Preferred Income Fund II Quarterly portfolio holdings 10/31/2020 Fund’s investments As of 10-31-20 (unaudited) Shares Value Preferred securities (A) 111.4% (75.0% of Total investments) $434,309,233 (Cost $445,736,763) Communication services 13.1% 51,097,626 Diversified telecommunication services 2.4% Qwest Corp., 6.125% (B)(C) 30,000 756,600 Qwest Corp., 6.500% (C) 110,790 2,815,174 Qwest Corp., 6.750% 220,000 5,748,600 Wireless telecommunication services 10.7% Telephone & Data Systems, Inc., 6.625% (C) 168,297 4,326,916 Telephone & Data Systems, Inc., 6.875% (C) 115,519 2,927,251 Telephone & Data Systems, Inc., 7.000% 283,000 7,140,090 U.S. Cellular Corp., 6.250% 220,000 5,773,900 U.S. Cellular Corp., 6.950% (B)(C) 633,600 16,131,456 U.S. Cellular Corp., 7.250% 215,825 5,477,639 Consumer discretionary 1.2% 4,502,550 Internet and direct marketing retail 1.2% Qurate Retail, Inc., 8.000% 40,000 3,912,800 QVC, Inc., 6.250% (C) 25,000 589,750 Consumer staples 3.4% 13,120,000 Food products 3.4% Ocean Spray Cranberries, Inc., 6.250% (C)(D) 160,000 13,120,000 Energy 2.1% 8,170,200 Oil, gas and consumable fuels 2.1% Enbridge, Inc. (6.375% to 4-15-23, then 3 month LIBOR + 3.593%) (C) 210,000 5,359,200 NuStar Logistics LP (3 month LIBOR + 6.734%), 6.971% (C)(E) 150,000 2,811,000 Financials 39.1% 152,362,826 Banks 21.6% Bank of America Corp., 6.000% (C) 108,575 2,913,067 Bank of America Corp.
    [Show full text]