| A | B | C | D | E | F | |
|---|---|---|---|---|---|---|
1 | University of Illinois System - Investment Office | |||||
2 | Security Inventory | |||||
3 | By Fund Group | |||||
4 | June 30, 2023 | |||||
5 | ||||||
6 | Maturity | |||||
7 | Account or Security | Coupon | Date | Quantity | Cost Value | Market Value |
8 | ||||||
9 | CURRENT FUNDS | |||||
10 | ||||||
11 | Agency Funds | |||||
12 | ||||||
13 | 1-901237 - DIA Dugout Club | |||||
14 | JP MORGAN - DIA DUGOUT CLUB | 0.01 | 205,773.87 | 205,773.87 | 205,773.87 | |
15 | ||||||
16 | 1-901238 - DIA Rebounders | |||||
17 | JP MORGAN - DIA REBOUNDERS | 0.01 | 81,195.00 | 81,195.00 | 81,195.00 | |
18 | ||||||
19 | 1-901239 - DIA Courtsiders | |||||
20 | JP MORGAN - DIA COURTSIDERS | 0.01 | 136,932.64 | 136,932.64 | 136,932.64 | |
21 | ||||||
22 | 1-901240 - DIA Quarterback Club | |||||
23 | JP MORGAN - DIA QUARTERBACK CLUB | 0.01 | 37,078.00 | 37,078.00 | 37,078.00 | |
24 | ||||||
25 | 1-901243 - DIA On Deck Circle | |||||
26 | JP MORGAN - DIA ON DECK CIRCLE | 0.01 | 5,810.94 | 5,810.94 | 5,810.94 | |
27 | ||||||
28 | 1-901248 - DIA Networkers | |||||
29 | JP MORGAN - DIA NETWORKERS | 0.01 | 48,020.75 | 48,020.75 | 48,020.75 | |
30 | ||||||
31 | 9-901027 - 292 CARLI | |||||
32 | JP MORGAN - CARLI | 0.01 | 5,224,061.49 | 5,224,061.49 | 5,224,061.49 | |
33 | ||||||
34 | TOTAL AGENCY FUNDS | 5,738,872.69 | 5,738,872.69 | |||
35 | ||||||
36 | Operating Funds Pool | |||||
37 | ||||||
38 | 51000 - Collateralized Bank Balances | |||||
39 | COLLATERALIZED BANK BALANCES | 0.00 | 9,240,537.18 | 9,240,537.18 | 9,240,537.18 | |
40 | ||||||
41 | 9-200100-Neuberger Intermediate | |||||
42 | Asset-Backed Securities | |||||
43 | AMUR EQUIP FIN RECEIVABLES XII | 6.09 | 12/20/29 | 390,000.00 | 389,942.67 | 390,360.75 |
44 | CHASE FDG MTG LN 2004-1 MTG LN | 5.61 | 12/25/33 | 5,964.60 | 5,964.60 | 5,639.76 |
45 | MVW 2021-2 LLC TIMESHARE LN BK | 1.43 | 05/20/39 | 527,057.22 | 526,913.84 | 465,759.46 |
46 | PFS FING CORP .77% 08-15-2026 | 0.77 | 08/15/26 | 1,090,000.00 | 1,089,872.25 | 1,025,836.28 |
47 | PVTPL AVIS BUDGET RENT CAR FDG | 2.36 | 03/20/26 | 262,000.00 | 246,198.13 | 247,376.47 |
48 | PVTPL AVIS BUDGET RENT CAR FDG | 1.66 | 02/20/28 | 823,000.00 | 822,950.54 | 711,791.80 |
49 | PVTPL AXIS EQUIPMENT FINANCE R | 5.30 | 06/21/28 | 122,380.11 | 122,360.69 | 121,241.33 |
50 | PVTPL BOF-VII AL FDG TR SER 23 | 6.29 | 07/26/32 | 850,000.00 | 849,988.53 | 847,665.48 |
51 | PVTPL HILTON GRAND VACATIONS T | 3.61 | 06/20/34 | 239,873.00 | 239,847.20 | 226,287.65 |
52 | PVTPL SIERRA TIMESHARE RECEIVA | 2.59 | 05/20/36 | 137,468.28 | 141,119.79 | 132,442.01 |
53 | PVTPL SOFI CONSUMER LOAN PROGR | 5.81 | 05/15/31 | 180,900.33 | 180,897.54 | 180,649.24 |
54 | SIERRA TIMESHARE 2021-2 RECEIV | 1.35 | 09/20/38 | 114,526.11 | 114,511.42 | 105,499.53 |
55 | SIERRA TIMESHARE 2022-1 RECEIV | 3.05 | 10/20/38 | 248,223.34 | 248,160.64 | 232,394.58 |
56 | ||||||
57 | Commercial Mortgage Backed Securities | |||||
58 | BANK 2023-BNK45 6.14799976349% | 6.15 | 02/15/56 | 299,250.00 | 308,208.05 | 287,100.36 |
59 | BBCMS MTG TR 2021-C11 COML MTG | 1.50 | 09/15/54 | 4,054,061.83 | 419,779.08 | 301,253.28 |
60 | BENCHMARK 2021-B26 MTG TR COML | 1.00 | 06/15/54 | 5,566,048.85 | 370,428.71 | 261,297.61 |
61 | BENCHMARK 2021-B30 MTG TR MTG | 0.92 | 11/15/54 | 2,623,177.24 | 179,614.14 | 132,548.62 |
62 | BENCHMARK 2021-B31 MTG PASS TH | 3.20 | 12/15/54 | 417,000.00 | 416,974.48 | 274,023.29 |
63 | BENCHMARK 2022-B34 MTG TR MTG | 3.79 | 04/15/55 | 241,975.00 | 249,223.25 | 208,675.59 |
64 | BX COML MTG TR 2021-VOLT 5.409 | 6.14 | 09/15/36 | 230,000.00 | 223,387.50 | 220,188.25 |
65 | BX COML MTG TR 2021-VOLT MTG P | 5.89 | 09/15/36 | 460,000.00 | 460,000.00 | 445,104.88 |
66 | CD 2018-CD7 MTG TR COML MTG PA | 4.28 | 08/15/51 | 400,000.00 | 461,171.88 | 371,507.20 |
67 | CITIGROUP COML MTG TR 2014-GC2 | 3.34 | 07/10/47 | 124,787.16 | 126,005.78 | 123,115.59 |
68 | CITIGROUP COML MTG TR 2022-GC4 | 4.74 | 05/15/54 | 420,000.00 | 432,528.35 | 397,527.56 |
69 | CITIGROUP COML MTG TR SR 2017- | 3.47 | 10/12/50 | 255,000.00 | 275,091.21 | 234,124.14 |
70 | CMO BANK 2022-BNK39 CL A4 2.85 | 2.93 | 02/15/55 | 92,000.00 | 82,839.53 | 76,807.45 |
71 | CMO BENCHMARK 2021-B29 MTG TR | 2.39 | 09/15/54 | 154,000.00 | 132,945.31 | 123,587.77 |
72 | CMO BENCHMARK 2021-B31 SR 21-B | 2.67 | 12/15/54 | 255,000.00 | 225,724.80 | 208,428.51 |
73 | CMO BENCHMARK MORTGAGE TRUST S | 1.98 | 12/17/53 | 128,000.00 | 108,235.00 | 100,788.29 |
74 | CMO CITIGROUP COML MTG TR 2019 | 2.87 | 08/10/56 | 177,000.00 | 162,978.28 | 151,850.42 |
75 | CMO CITIGROUP COML MTG TR SER | 4.41 | 11/10/51 | 535,000.00 | 622,752.54 | 502,155.49 |
76 | CMO COMM 2013-CCRE12 MTG TR MT | 4.05 | 10/10/46 | 598,131.61 | 638,452.80 | 595,165.00 |
77 | CMO MORGAN STANLEY CAP I TR 20 | 4.88 | 10/15/51 | 290,000.00 | 298,673.47 | 255,635.87 |
78 | CMO MORGAN STANLEY CAP I TR SE | 2.04 | 07/15/53 | 171,000.00 | 146,331.91 | 136,802.99 |
79 | CMO WELLS FARGO COML MTG TR 20 | 4.22 | 12/15/48 | 352,000.00 | 327,662.50 | 317,117.75 |
80 | CMO WELLS FARGO COML MTG TR 20 | 4.15 | 08/15/51 | 250,000.00 | 281,875.00 | 234,088.45 |
81 | CMO WELLS FARGO COML MTG TR 20 | 4.30 | 01/15/52 | 850,000.00 | 977,068.36 | 798,403.30 |
82 | COMM SER 2014-CR21 CLS AM 2.1 | 3.99 | 12/10/47 | 285,000.00 | 288,039.26 | 270,940.61 |
83 | CSAIL SER 2015-C1 CL B 4.0437 | 4.04 | 04/15/50 | 288,000.00 | 290,147.37 | 253,715.21 |
84 | DEUTSCHE BANK COMMERCIAL MTG T | 3.28 | 05/10/49 | 663,500.00 | 682,271.00 | 616,170.22 |
85 | ELLINGTON FINL MTG TR 2022-1 2 | 2.21 | 01/25/67 | 130,691.20 | 130,688.93 | 108,617.29 |
86 | FIVE 2023-V1 MTG TR COML MTG P | 6.62 | 02/10/56 | 439,000.00 | 450,455.24 | 430,649.47 |
87 | GCAT 2021-NQM5 TR MTG PASS THR | 1.26 | 07/25/66 | 437,322.63 | 437,313.95 | 341,730.46 |
88 | GS MTG SECS TR 2020-GC47 COML | 2.38 | 05/12/53 | 38,000.00 | 33,413.28 | 30,894.56 |
89 | I/O CMO GS MTG SECS TR 2015-GC | 0.86 | 05/10/50 | 3,807,244.49 | 90,518.30 | 40,000.81 |
90 | J P MORGAN CHASE COML MTG SECS | 3.38 | 01/05/39 | 251,000.00 | 258,027.50 | 196,918.84 |
91 | PVTPL BXP TRUST SR 2017-GM 201 | 3.38 | 06/13/39 | 193,000.00 | 189,230.47 | 172,897.60 |
92 | PVTPL CAMB COML MTG SR 2019-LI | 6.44 | 12/15/37 | 502,000.00 | 494,783.75 | 494,417.29 |
93 | PVTPL CMO ANGEL OAK MTG TR SER | 2.62 | 11/25/59 | 82,710.52 | 82,710.30 | 78,250.79 |
94 | PVTPL CMO BB-UBS TR 2012-SHOW | 3.43 | 11/05/36 | 774,000.00 | 791,951.17 | 723,783.27 |
95 | PVTPL CMO BX TR 2019-OC11 3.01 | 3.20 | 12/09/41 | 499,000.00 | 542,389.61 | 426,425.94 |
96 | PVTPL CMO GCAT 2019-NQM3 TR 0. | 2.69 | 11/25/59 | 127,926.77 | 127,923.85 | 117,607.08 |
97 | PVTPL CMO MANHATTAN WEST 2020- | 2.13 | 09/10/39 | 537,000.00 | 542,097.30 | 458,107.99 |
98 | PVTPL CMO NEW RESIDENTIAL MTG | 2.71 | 11/25/59 | 170,757.65 | 170,757.65 | 150,752.45 |
99 | PVTPL CMO STARWOOD MTG RESIDEN | 1.92 | 11/25/66 | 437,479.60 | 437,478.63 | 353,878.78 |
100 | PVTPL CMO TOWD PT MTG TR 2022- | 3.75 | 09/25/62 | 1,006,936.32 | 956,457.78 | 921,909.01 |