Home   Logon   Mobile Site   Research and Commentary   About Us   Call 1.800.621.1675 or Email Us       Follow Us: 

Search by Ticker, Keyword or CUSIP       
 
 
First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 3/24/2023

Total Number of Holdings (excluding cash): 852

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Jun23 TUM3 4,986 $1,035,997,312.50 28.13%
U.S. Treasury Note, 4.625%, due 02/28/2025 91282CGN5 229,348,000 $232,944,999.99 6.32%
U.S. Treasury Note, 4%, due 02/29/2028 91282CGP0 221,920,000 $227,832,086.39 6.19%
U.S. Treasury Bond, 2%, due 11/15/2041 912810TC2 253,274,000 $192,280,476.81 5.22%
Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 01F020646 158,750,000 $132,829,101.57 3.61%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2052 01F042640 133,450,000 $131,510,804.70 3.57%
Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 01F022642 142,150,000 $123,918,270.30 3.36%
Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2052 01F050643 115,500,000 $115,662,421.88 3.14%
U.S. Treasury Bond, 3.625%, due 02/15/2053 912810TN8 83,076,000 $82,835,858.85 2.25%
Fannie Mae or Freddie Mac 5.50%, due 12/01/2052 01F052649 80,050,000 $81,060,006.06 2.20%
Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2052 01F040644 79,575,000 $76,677,972.66 2.08%
U.S. Treasury Bond, 2.375%, due 02/15/2042 912810TF5 90,055,000 $72,837,257.56 1.98%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030645 76,775,000 $69,637,324.22 1.89%
U.S. Treasury Note, 4.625%, due 03/15/2026 91282CGR6 60,275,000 $62,022,033.50 1.68%
U.S. Treasury Note, 4.125%, due 01/31/2025 91282CGG0 54,770,000 $55,043,850.00 1.49%
GNMA TBA, 2.50%, due 02/01/2052 21H022648 53,275,000 $47,457,664.08 1.29%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 47,672,530 $39,967,960.79 1.09%
U.S. Treasury Bill, 0%, due 09/07/2023 912796YH6 40,670,000 $39,830,706.63 1.08%
U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2027 91282CFR7 35,017,000 $35,987,027.32 0.98%
U.S. Treasury Inflation Indexed Note, 1.125%, due 01/15/2033 91282CGK1 27,671,000 $27,691,839.94 0.75%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 29,105,844 $24,379,307.53 0.66%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 28,514,154 $23,876,485.82 0.65%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 21,145,000 $21,077,066.42 0.57%
Freddie Mac FR QD8259, 3%, due 03/01/2052 3133B6E89 21,574,750 $19,573,020.21 0.53%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 22,514,589 $19,646,635.08 0.53%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 22,097,485 $19,283,813.43 0.52%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 20,965,000 $18,874,588.03 0.51%
U.S. Treasury Note, 3.375%, due 03/31/2028 91282CGT2 18,930,000 $18,918,730.97 0.51%
US 5YR NOTE (CBT) Jun23 FVM3 167 $18,450,890.63 0.50%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 18,766,594 $17,522,917.06 0.48%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 17,882,868 $17,390,851.09 0.47%
GNMA TBA, 4.50%, due 08/01/2052 21H042646 17,325,000 $17,167,992.19 0.47%
CREDIT SUISSE GROUP AG Variable rate, due 08/12/2033 225401AZ1 17,385,000 $17,018,524.20 0.46%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 19,213,743 $16,765,228.90 0.46%
CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 12566DAA0 17,307,829 $16,264,092.24 0.44%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 18,717,622 $16,335,359.40 0.44%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 18,547,370 $16,181,270.66 0.44%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 16,137,167 $15,930,174.05 0.43%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $15,341,695.61 0.42%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 16,615,000 $15,423,664.62 0.42%
US ULTRA BOND CBT Jun23 WNM3 107 $15,257,531.25 0.41%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $14,559,942.60 0.40%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 17,647,211 $14,588,419.97 0.40%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 23,516,822 $14,460,054.07 0.39%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 15,041,565 $13,471,022.36 0.37%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $13,598,469.08 0.37%
Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 14686MAK9 70,350 $13,323,649.82 0.36%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 15,740,000 $13,375,984.07 0.36%
CREDIT SUISSE GROUP AG Variable rate, due 11/15/2033 225401BB3 11,610,000 $13,307,962.50 0.36%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 14,442,821 $13,430,239.44 0.36%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 13,400,000 $12,847,022.07 0.35%
Freddie Mac FR SD8189, 2.50%, due 01/01/2052 3132DWC27 14,728,852 $12,853,351.37 0.35%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 13,465,000 $12,735,238.88 0.35%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 25,964,754 $12,817,760.45 0.35%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $12,889,041.00 0.35%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 13,000,000 $12,635,342.33 0.34%
Freddie Mac FR QE0312, 2%, due 04/01/2052 3133B9KZ6 15,047,857 $12,602,235.57 0.34%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 13,863,864 $12,679,254.45 0.34%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 13,355,000 $12,501,940.03 0.34%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 13,000,000 $12,675,000.00 0.34%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $12,656,132.19 0.34%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $11,996,738.25 0.33%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 13,167,396 $12,114,950.29 0.33%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 13,162,261 $12,098,171.47 0.33%
Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 67098DAU7 12,685,000 $12,249,943.44 0.33%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 13,598,025 $11,895,053.55 0.32%
MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 55358PAQ9 12,732,059 $11,840,253.80 0.32%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 22,874,428 $11,927,815.54 0.32%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 12,267,638 $11,287,132.09 0.31%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 12,435,455 $11,307,559.60 0.31%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 12,284,000 $10,909,257.02 0.30%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 16,168,202 $10,882,897.77 0.30%
Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,131,407.71 0.30%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 11,230,679 $10,703,311.67 0.29%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 10,775,000 $10,610,341.84 0.29%
Pretium Mortgage Credit Partners LLC Series 2022-RN3, Class A1, Variable rate, due 08/25/2052 69381PAA6 10,289,652 $10,216,018.61 0.28%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 11,320,000 $9,772,119.27 0.27%
BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 06744NBJ5 10,400,000 $10,064,875.91 0.27%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 12,020,000 $9,959,146.96 0.27%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 14,382,985 $9,993,885.35 0.27%
NCMF Trust Series 2022-MFP, Class C, Variable rate, due 03/15/2039 628870AE7 10,000,000 $9,825,462.00 0.27%
Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 77341DAA5 10,000,000 $9,892,776.90 0.27%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 11,200,000 $9,708,228.54 0.26%
GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 38141GZE7 10,000,000 $9,718,682.70 0.26%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $9,410,437.29 0.26%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 9,800,000 $9,595,517.61 0.26%
Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 69360LAA0 10,020,453 $9,443,273.50 0.26%
Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 75009RAC7 10,000,000 $9,712,472.90 0.26%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 11,050,000 $9,592,957.60 0.26%
WELLS FARGO & COMPANY Variable rate, due 03/24/2028 95000U2V4 10,185,000 $9,585,517.62 0.26%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 10,578,000 $9,374,330.11 0.25%
GNMA TBA, 5%, due 10/01/2052 21H050649 9,100,000 $9,148,343.75 0.25%
U.S. Treasury Note, 3.50%, due 01/31/2028 91282CGH8 9,281,000 $9,306,377.78 0.25%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VAQ6 11,190,000 $9,033,769.03 0.25%
BX Commercial Mortgage Trust 2019-XL Series 2019-XL, Class A, Variable rate, due 10/15/2036 056054AA7 8,789,555 $8,693,217.42 0.24%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 9,150,000 $8,758,608.75 0.24%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 9,351,043 $9,001,472.40 0.24%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 9,860,000 $8,844,091.56 0.24%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 9,286,792 $8,483,620.30 0.23%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 9,234,722 $8,379,596.92 0.23%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 18,645,356 $8,554,495.08 0.23%
Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 67114JAA8 10,769,363 $8,303,090.39 0.23%
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 693475BM6 8,545,000 $8,452,077.73 0.23%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 8,755,000 $8,488,165.46 0.23%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 9,444,000 $8,530,153.50 0.23%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 8,965,000 $8,146,200.83 0.22%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,180,936.79 0.22%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 9,311,000 $8,158,018.87 0.22%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 9,261,326 $8,101,675.07 0.22%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 9,101,000 $8,248,533.45 0.22%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 8,504,642 $8,097,975.58 0.22%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 9,105,000 $8,003,015.66 0.22%
HCA INC 3.625%, due 03/15/2032 404119CF4 9,248,000 $8,120,741.21 0.22%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 17,622,568 $8,004,663.95 0.22%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 8,530,000 $8,163,158.99 0.22%
Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 74333DAQ7 9,120,000 $8,027,845.34 0.22%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 8,850,000 $7,990,111.88 0.22%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 8,500,000 $8,220,901.06 0.22%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VAN3 9,840,000 $8,231,437.49 0.22%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 14,459,524 $7,795,910.29 0.21%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 7,945,000 $7,858,186.34 0.21%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 7,880,000 $7,775,479.91 0.21%
CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 14040HCK9 7,930,000 $7,646,690.60 0.21%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 8,430,000 $7,864,730.98 0.21%
Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 20753TAC7 7,425,257 $7,673,933.18 0.21%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 8,177,217 $7,686,335.75 0.21%
HCA INC 4.125%, due 06/15/2029 404119BX6 8,233,000 $7,801,408.60 0.21%
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 404280CT4 9,845,000 $7,917,692.98 0.21%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 8,015,000 $7,555,499.97 0.21%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 7,822,134 $7,250,113.44 0.20%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 7,863,761 $7,196,878.85 0.20%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 8,320,000 $7,191,935.54 0.20%
7-ELEVEN INC 0.80%, due 02/10/2024 817826AB6 7,335,000 $7,040,083.86 0.19%
AMERICAN ELECTRIC POWER 5.625%, due 03/01/2033 025537AX9 6,605,000 $6,843,384.09 0.19%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 7,336,504 $6,996,079.82 0.19%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 7,544,524 $7,055,305.29 0.19%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 12,896,320 $6,849,637.68 0.19%
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 60855RAL4 8,228,000 $6,873,614.75 0.19%
NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 636220AB1 7,000,000 $7,035,745.50 0.19%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $6,837,565.37 0.19%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 7,743,833 $6,913,354.55 0.19%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 7,765,000 $6,556,849.55 0.18%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 7,013,952 $6,447,333.39 0.18%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 12,071,446 $6,644,242.07 0.18%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 7,600,000 $6,794,243.59 0.18%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 6,979,266 $6,657,903.24 0.18%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $6,805,717.20 0.18%
PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 69361JAA4 7,830,232 $6,579,248.68 0.18%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 6,980,000 $6,560,034.13 0.18%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 26,675,337 $6,309,103.91 0.17%
Fannie Mae - CAS Series 2021-R01, Class 1B1, Variable rate, due 10/25/2041 20754RAF3 6,500,000 $6,159,413.65 0.17%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 7,107,544 $6,217,570.59 0.17%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 7,710,000 $6,271,206.52 0.17%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 7,800,000 $6,438,874.18 0.17%
MORGAN STANLEY Variable rate, due 07/20/2027 61747YEC5 7,135,000 $6,363,280.54 0.17%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 5,862,721 $5,765,518.57 0.16%
FISERV INC 5.60%, due 03/02/2033 337738BE7 5,485,000 $5,736,559.32 0.16%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 6,593,275 $6,060,226.78 0.16%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,406,942 $5,822,801.78 0.16%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $6,052,675.79 0.16%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 12,728,883 $5,596,851.66 0.15%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,655,881.70 0.15%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $5,671,567.78 0.15%
CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 12567HAC6 5,610,000 $5,453,362.24 0.15%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 8,899,519 $5,352,199.07 0.15%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 6,372,613 $5,574,668.41 0.15%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 9,318,878 $5,540,020.11 0.15%
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 42225UAH7 6,975,000 $5,464,026.47 0.15%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 6,860,000 $5,426,965.76 0.15%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,442,305.67 0.15%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 5,984,000 $5,665,082.73 0.15%
AMGEN INC 5.65%, due 03/02/2053 031162DT4 4,800,000 $4,980,608.26 0.14%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,090,000 $5,039,432.28 0.14%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 5,339,703 $5,093,365.96 0.14%
CITIGROUP INC Variable rate, due 01/10/2028 172967LD1 5,310,000 $5,096,195.88 0.14%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 5,691,921 $5,018,613.82 0.14%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 4,670,000 $5,030,033.88 0.14%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 5,551,628 $5,296,623.64 0.14%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 6,100,000 $5,190,777.92 0.14%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 10,098,456 $5,197,191.69 0.14%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 6,372,259 $5,207,796.67 0.14%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 5,545,000 $5,273,725.18 0.14%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 6,231,000 $5,286,703.67 0.14%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,047,379.41 0.14%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,041,287 $4,847,070.91 0.13%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 8,375,410 $4,853,124.69 0.13%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 5,220,000 $4,695,277.98 0.13%
AVOLON TLB BORROWER 1 US AVOL TL B5 1L USD 4,924,623 $4,927,701.03 0.13%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 5,174,234 $4,925,328.61 0.13%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 5,062,799 $4,675,521.40 0.13%
GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $4,860,078.65 0.13%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 6,646,568 $4,678,500.02 0.13%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 6,267,000 $4,676,876.42 0.13%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 6,457,005 $4,971,201.44 0.13%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 5,772,000 $4,816,880.72 0.13%
AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 00180UAH8 5,000,000 $4,371,360.50 0.12%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 5,585,000 $4,553,816.71 0.12%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,256,000 $4,472,971.79 0.12%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 5,494,111 $4,272,361.50 0.12%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 5,970,000 $4,518,036.30 0.12%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 4,715,981 $4,488,331.57 0.12%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 5,170,000 $4,236,085.87 0.12%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 5,543,000 $4,448,079.63 0.12%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 5,000,000 $4,382,582.20 0.12%
MSDB Trust Series 2017-712F, Class A, Variable rate, due 07/11/2039 55354JAA2 4,800,000 $4,308,989.28 0.12%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,361,003.19 0.12%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 5,250,000 $4,581,321.78 0.12%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 6,124,023 $4,296,745.39 0.12%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 4,128,000 $4,113,549.19 0.11%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,265,000 $4,182,531.00 0.11%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 4,633,575 $4,227,599.50 0.11%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 5,025,042 $4,161,512.70 0.11%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 5,000,000 $4,076,900.00 0.11%
HYATT HOTELS CORP 1.80%, due 10/01/2024 448579AN2 4,385,000 $4,157,178.51 0.11%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 4,790,000 $3,952,537.09 0.11%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,527,887 $3,994,245.30 0.11%
ORACLE CORP Variable rate, due 08/16/2027 3,987,099 $3,967,163.50 0.11%
PERKINELMER INC 2.55%, due 03/15/2031 714046AH2 5,000,000 $4,154,705.20 0.11%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $4,002,871.04 0.11%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 4,244,342 $4,026,332.59 0.11%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 3,856,000 $4,028,104.11 0.11%
TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 87267HAQ0 4,500,000 $4,108,034.25 0.11%
WELLS FARGO & COMPANY Variable rate, due 04/30/2026 95000U2N2 4,320,000 $4,065,900.32 0.11%
AMERICAN TOWER CORP 5.65%, due 03/15/2033 03027XBZ2 3,500,000 $3,604,444.80 0.10%
AMGEN INC 5.60%, due 03/02/2043 031162DS6 3,510,000 $3,619,960.58 0.10%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 3,500,000 $3,513,959.03 0.10%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 4,530,000 $3,722,252.26 0.10%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAH4 4,157,000 $3,817,965.89 0.10%
BX Trust Series 2021-ARIA, Class F, Variable rate, due 10/15/2036 05608RAN5 4,000,000 $3,514,744.80 0.10%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,601,524.20 0.10%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,928,934 $3,761,345.36 0.10%
CONSTELLATION BRANDS INC 2.875%, due 05/01/2030 21036PBF4 4,300,000 $3,781,703.33 0.10%
CREDIT SUISSE GROUP AG Variable rate, due 07/15/2026 225401AY4 3,985,000 $3,846,256.77 0.10%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 4,252,576 $3,679,123.90 0.10%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 3,755,000 $3,667,813.78 0.10%
DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 26442UAQ7 3,500,000 $3,627,009.47 0.10%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 4,116,182 $3,766,627.08 0.10%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 BJJMS61 4,335,000 $3,727,111.18 0.10%
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 55608JAZ1 4,775,000 $3,852,314.57 0.10%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 4,055,000 $3,644,655.69 0.10%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,547,813.65 0.10%
ORACLE CORP 5.55%, due 02/06/2053 68389XCQ6 3,730,000 $3,530,001.09 0.10%
Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 74333VAQ7 4,130,000 $3,676,857.64 0.10%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 4,500,000 $3,550,899.70 0.10%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 3,826,329 $3,725,330.03 0.10%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 4,465,449 $3,534,338.19 0.10%
ALIMENTATION COUCHE-TARD 3.80%, due 01/25/2050 01626PAN6 4,230,000 $3,136,032.11 0.09%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,453,175 $3,229,299.02 0.09%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 3,453,731 $3,386,089.47 0.09%
ARTHUR J GALLAGHER & CO 5.75%, due 03/02/2053 04316JAE9 3,505,000 $3,482,982.68 0.09%
AT&T INC 4.50%, due 03/09/2048 00206RDJ8 3,880,000 $3,356,899.72 0.09%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,134,554.68 0.09%
BAT CAPITAL CORP 3.557%, due 08/15/2027 05526DBB0 3,715,000 $3,457,539.14 0.09%
COMMSCOPE INC 4.75%, due 09/01/2029 203372AX5 4,000,000 $3,235,960.00 0.09%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 3,980,000 $3,279,906.23 0.09%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 3,606,000 $3,159,941.91 0.09%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 3,814,254 $3,336,643.39 0.09%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 3,341,426 $3,279,839.32 0.09%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 3,583,961 $3,407,904.28 0.09%
HCA INC 3.50%, due 09/01/2030 404119CA5 3,800,000 $3,385,283.54 0.09%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,251,715.13 0.09%
JBS USA/FOOD/FINANCE 5.75%, due 04/01/2033 46590XAH9 3,500,000 $3,324,720.00 0.09%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 4,230,000 $3,347,035.85 0.09%
JPMORGAN CHASE & CO Variable rate, due 02/04/2032 46647PBX3 3,900,000 $3,137,702.45 0.09%
Magnetite CLO Ltd Series 2012-7A, Class A1R2, Variable rate, due 01/15/2028 55951PBA4 3,506,136 $3,481,593.34 0.09%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,368,382.96 0.09%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 5,877,192 $3,333,160.20 0.09%
MORGAN STANLEY Variable rate, due 09/16/2036 61747YEF8 4,615,000 $3,466,214.82 0.09%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 3,387,676 $3,382,923.89 0.09%
Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 670857AA9 4,367,164 $3,427,080.18 0.09%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $3,317,137.24 0.09%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,787,000 $3,428,578.25 0.09%
SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 78449RAN5 5,000,000 $3,402,985.00 0.09%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 3,480,000 $3,276,649.05 0.09%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,381,769.83 0.09%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 5,035,000 $3,454,261.75 0.09%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 3,415,000 $3,281,847.37 0.09%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,715,000 $3,323,187.17 0.09%
AIR LEASE CORP 4.625%, due 10/01/2028 00912XBF0 3,000,000 $2,849,751.75 0.08%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 3,000,000 $2,912,801.10 0.08%
AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 02666TAD9 4,665,000 $3,083,067.85 0.08%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 3,175,000 $2,994,111.93 0.08%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 3,160,000 $3,065,127.90 0.08%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 3,189,966 $2,955,932.11 0.08%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 3,570,000 $2,967,115.47 0.08%
ENERGY TRANSFER LP 4.90%, due 03/15/2035 29273RBE8 3,200,000 $2,959,483.36 0.08%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 2,949,094 $2,812,706.34 0.08%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $2,768,851.50 0.08%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 3,330,000 $2,980,140.74 0.08%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 3,074,847 $2,853,608.05 0.08%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 2,882,687 $2,829,770.99 0.08%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 3,056,252 $2,925,092.75 0.08%
HCA INC 3.125%, due 03/15/2027 404119CD9 3,250,000 $3,047,430.98 0.08%
IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 45262BAB9 3,295,000 $3,103,777.51 0.08%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,656,259 $3,105,055.75 0.08%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 2,885,000 $2,809,023.90 0.08%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 3,000,000 $2,918,384.25 0.08%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 3,570,000 $2,859,659.25 0.08%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 3,000,000 $2,970,012.72 0.08%
SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN TAXABLE, 2.825%, due 11/01/2041 79771FAA5 3,955,000 $3,067,134.93 0.08%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 3,043,379 $2,947,050.32 0.08%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 3,259,462 $2,812,241.44 0.08%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 7,930,178 $3,044,058.45 0.08%
WRKCO INC 3%, due 06/15/2033 92940PAG9 3,670,000 $3,063,867.31 0.08%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 3,230,000 $2,697,539.28 0.07%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 2,839,000 $2,661,588.85 0.07%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 3,115,852 $2,670,529.75 0.07%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,982,000 $2,515,217.37 0.07%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 2,819,872 $2,513,982.12 0.07%
DENTSPLY SIRONA INC 3.25%, due 06/01/2030 24906PAA7 3,015,000 $2,682,584.16 0.07%
DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 26442CBK9 2,375,000 $2,450,944.71 0.07%
ENERGY TRANSFER LP 6.125%, due 12/15/2045 29273RBJ7 2,600,000 $2,484,219.74 0.07%
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 30225VAG2 3,315,000 $2,612,206.08 0.07%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 2,786,953 $2,652,287.64 0.07%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 2,497,046 $2,415,892.39 0.07%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 3,930,000 $2,698,617.04 0.07%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 3,130,000 $2,441,478.26 0.07%
INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 459506AL5 3,114,000 $2,650,302.33 0.07%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 3,145,000 $2,640,322.54 0.07%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 2,847,741 $2,469,835.82 0.07%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 3,000,000 $2,720,345.52 0.07%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 7,062,852 $2,395,829.69 0.07%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 3,117,560 $2,712,064.86 0.07%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 2,380,000 $2,413,036.02 0.07%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,447,627 $2,420,060.77 0.07%
NCR CORP 5.25%, due 10/01/2030 62886EAZ1 3,261,000 $2,624,126.70 0.07%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX REV TAXABLE, 5%, due 03/15/2024 649902S95 2,690,000 $2,694,750.54 0.07%
ORGANON & CO ORGNON TL B 1L USD 2,492,413 $2,472,947.11 0.07%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 3,108,000 $2,743,374.09 0.07%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 3,104,244 $2,538,242.69 0.07%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $2,496,450.00 0.07%
TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 88032WAN6 2,775,000 $2,619,426.84 0.07%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 2,775,000 $2,494,530.75 0.07%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 2,497,813 $2,386,255.09 0.06%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,370,311.81 0.06%
AMGEN INC 5.25%, due 03/02/2033 031162DR8 2,010,000 $2,069,217.13 0.06%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,297,981.49 0.06%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 2,605,000 $2,236,644.82 0.06%
AVANTOR INC AVTR TL B 1L USD 2,101,865 $2,092,827.23 0.06%
BANK OF AMERICA CORP Variable rate, due 04/22/2032 06051GJT7 2,500,000 $2,083,753.43 0.06%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 2,500,000 $2,180,830.03 0.06%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $2,276,457.12 0.06%
BECTON DICKINSON AND CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,074,037.65 0.06%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 2,650,000 $2,338,245.47 0.06%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 2,125,000 $2,040,726.03 0.06%
BROADCOM INC 3.419%, due 04/15/2033 11135FBK6 2,540,000 $2,140,485.41 0.06%
CITIGROUP INC Variable rate, due 05/01/2025 172967MX6 2,180,000 $2,076,301.63 0.06%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,375,000 $2,236,390.20 0.06%
COMMONSPIRIT HEALTH 2.76%, due 10/01/2024 20268JAA1 2,135,000 $2,074,236.94 0.06%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 2,485,000 $2,155,508.68 0.06%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 2,000,000 $2,044,830.34 0.06%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,480,268 $2,363,134.47 0.06%
Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 01F032641 2,325,000 $2,179,687.50 0.06%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $2,146,963.72 0.06%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 2,166,021 $2,138,074.31 0.06%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 2,260,405 $2,156,421.75 0.06%
GLOBAL PAYMENTS INC 5.95%, due 08/15/2052 37940XAR3 2,366,000 $2,237,829.75 0.06%
HSBC HOLDINGS PLC Variable rate, due 03/09/2044 404280DW6 2,075,000 $2,101,748.08 0.06%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,261,493.18 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 3,059,307 $2,356,373.34 0.06%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 2,825,000 $2,173,808.80 0.06%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD LX194307 2,109,536 $2,084,105.83 0.06%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAE6 3,000,000 $2,138,871.48 0.06%
JPMORGAN CHASE & CO Variable rate, due 10/15/2030 46647PBE5 2,625,000 $2,294,473.18 0.06%
KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 49338CAD5 2,180,000 $2,264,670.11 0.06%
LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 527298BT9 4,525,000 $2,224,852.00 0.06%
METROPOLITAN EDISON CO 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,186,595.62 0.06%
NETFLIX INC 4.625%, due 05/15/2029 BK728B5 1,945,000 $2,095,622.58 0.06%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 2,285,000 $2,140,071.13 0.06%
ORACLE CORP 4.125%, due 05/15/2045 68389XBF1 3,000,000 $2,332,255.08 0.06%
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 71654QDE9 2,802,000 $2,066,745.67 0.06%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 3,660,000 $2,301,414.59 0.06%
PROAMPAC PG BORROWER LLC PROLAM TL B 1L USD 2,190,880 $2,139,941.59 0.06%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,187,455.29 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 2,357,000 $2,112,060.56 0.06%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 2,084,063 $2,070,260.96 0.06%
TUCSON ELECTRIC POWER CO 5.50%, due 04/15/2053 898813AV2 2,310,000 $2,336,272.23 0.06%
U.S. Treasury Note, 3.50%, due 02/15/2033 91282CGM7 2,180,000 $2,202,140.63 0.06%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 2,630,000 $2,328,742.44 0.06%
ZEP INC ZEP TL B 1L USD 2,577,031 $2,246,320.88 0.06%
ADMI CORP ASPDEN TL B2 1L USD LX192321 2,112,375 $1,936,667.65 0.05%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,804,179.22 0.05%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 2,145,000 $1,986,370.06 0.05%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,666,054.02 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 2,285,784 $1,866,982.50 0.05%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 2,400,000 $1,833,690.58 0.05%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 2,105,000 $1,699,982.42 0.05%
BROADCOM INC 3.469%, due 04/15/2034 11135FBL4 2,000,000 $1,662,674.12 0.05%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,845,000 $1,768,433.24 0.05%
CITIGROUP INC Variable rate, due 01/29/2031 172967ML2 2,000,000 $1,706,876.20 0.05%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 1,850,000 $1,758,831.85 0.05%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,302,041 $1,982,218.27 0.05%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 1,893,371 $1,786,257.36 0.05%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,736,748.34 0.05%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 2,009,259 $1,916,953.22 0.05%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 2,000,000 $1,731,820.00 0.05%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 1,750,000 $1,726,375.00 0.05%
GLOBAL PAYMENTS INC 5.40%, due 08/15/2032 37940XAQ5 1,730,000 $1,697,848.38 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,995,000 $1,947,638.52 0.05%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 2,000,000 $1,750,209.84 0.05%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,683,445.15 0.05%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 2,095,000 $2,012,725.64 0.05%
IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 453140AF2 1,790,000 $1,748,217.86 0.05%
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 45824TBC8 2,113,000 $1,799,346.28 0.05%
JBS USA/FOOD/FINANCE 3%, due 05/15/2032 46590XAD8 2,115,000 $1,662,686.10 0.05%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAJ5 2,015,000 $1,914,713.45 0.05%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,716,403.62 0.05%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 1,895,000 $1,690,876.08 0.05%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 2,313,088 $1,872,853.62 0.05%
META PLATFORMS INC 4.45%, due 08/15/2052 30303M8J4 1,905,000 $1,659,759.81 0.05%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,660,577.00 0.05%
ORACLE CORP 3.60%, due 04/01/2050 68389XBX2 2,535,000 $1,778,368.03 0.05%
ORACLE CORP 6.90%, due 11/09/2052 68389XCK9 1,510,000 $1,676,483.80 0.05%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 2,000,000 $1,790,431.58 0.05%
PHOENIX NEWCO INC PRXL TL 1L USD LX196814 1,985,000 $1,941,915.58 0.05%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 2,485,000 $1,915,088.75 0.05%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 2,275,000 $2,002,742.79 0.05%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 2,000,000 $2,000,902.82 0.05%
SABINE PASS LIQUEFACTION 4.50%, due 05/15/2030 785592AX4 1,903,000 $1,820,642.27 0.05%
SLM Student Loan Trust Series 2008-8, Class A4, Variable rate, due 04/25/2023 78445GAD5 1,766,818 $1,758,614.38 0.05%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,682,152.63 0.05%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,980,000 $1,934,173.01 0.05%
TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 88032WBC9 2,380,000 $1,689,390.78 0.05%
THE CIGNA GROUP 3.40%, due 03/01/2027 125523CB4 2,000,000 $1,913,752.70 0.05%
ALCON FINANCE CORP 2.60%, due 05/27/2030 01400EAD5 1,500,000 $1,298,352.47 0.04%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,608,689 $1,370,059.72 0.04%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,855,000 $1,388,903.13 0.04%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,750,000 $1,447,783.08 0.04%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,615,550.64 0.04%
CAESARS RESORT COLLECTIO CGPHLC TL 1L USD LX188823 1,348,464 $1,337,972.79 0.04%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 1,475,000 $1,464,720.92 0.04%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 1,960,000 $1,585,862.26 0.04%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 1,520,000 $1,372,516.70 0.04%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,562,572 $1,400,575.97 0.04%
CREDIT SUISSE GROUP AG 4.282%, due 01/09/2028 225401AC2 1,865,000 $1,625,179.65 0.04%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,635,822.09 0.04%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,452,647 $1,392,959.22 0.04%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 1,558,366 $1,504,352.60 0.04%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,688,997 $1,555,545.99 0.04%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,726,661 $1,639,898.73 0.04%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,629,270.31 0.04%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,302,000 $1,328,365.50 0.04%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,435,450 $1,332,399.01 0.04%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,360,999 $1,302,164.62 0.04%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 1,392,558 $1,329,902.80 0.04%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,582,231 $1,561,817.04 0.04%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,629,996 $1,552,980.06 0.04%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,664,388 $1,444,839.52 0.04%
GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 361841AR0 1,913,000 $1,571,692.11 0.04%
HSBC HOLDINGS PLC Variable rate, due 08/18/2031 404280CK3 1,755,000 $1,380,357.97 0.04%
ITC HOLDINGS CORP 2.95%, due 05/14/2030 465685AQ8 1,500,000 $1,321,408.74 0.04%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 1,837,000 $1,429,443.27 0.04%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,319,969.56 0.04%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,606,270.47 0.04%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 1,719,000 $1,425,300.82 0.04%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 1,975,000 $1,585,829.43 0.04%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 1,300,000 $1,294,331.62 0.04%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,524,816.72 0.04%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 1,665,000 $1,337,900.17 0.04%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 2,050,000 $1,541,993.52 0.04%
PLAZE INC PLAZEI TL B 1L USD 1,519,000 $1,400,016.73 0.04%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 1,500,000 $1,308,088.82 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,750,000 $1,583,610.00 0.04%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 1,735,000 $1,517,289.09 0.04%
SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD 1,450,000 $1,449,093.75 0.04%
SPIN HOLDCO INC DRY TL 1L USD 1,665,338 $1,388,217.01 0.04%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,525,000 $1,592,003.64 0.04%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 1,477,000 $1,325,361.40 0.04%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,700,750 $1,412,628.07 0.04%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,359,667.19 0.04%
ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD LX204417 1,808,405 $1,447,293.50 0.04%
ACRISURE LLC ACRISU TL B 1L USD 1,138,295 $1,076,286.53 0.03%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $958,605.87 0.03%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,249,047.80 0.03%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 1,412,000 $1,241,743.17 0.03%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 1,300,000 $1,008,540.00 0.03%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,500,000 $1,190,655.00 0.03%
BANK OF AMERICA CORP Variable rate, due 03/05/2029 06051GHG7 1,345,000 $1,278,367.50 0.03%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,455,000 $1,198,537.86 0.03%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 1,400,000 $1,139,607.36 0.03%
BAYER US FINANCE II LLC 3.375%, due 07/15/2024 07274NAW3 1,045,000 $1,027,924.56 0.03%
BERRY GLOBAL INC BERY TL Z 1L USD LX192988 1,254,879 $1,244,683.17 0.03%
CENTURYLINK INC CTL TL B 1L USD LX185338 1,434,125 $936,483.65 0.03%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,077,154.82 0.03%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,286,133.28 0.03%
CHURCHILL DOWNS INC CHDN TL B 1L USD LX170107 1,251,045 $1,250,456.63 0.03%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $997,663.70 0.03%
ENBRIDGE INC 5.70%, due 03/08/2033 29250NBR5 1,070,000 $1,109,165.02 0.03%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 1,013,429 $999,503.39 0.03%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,315,051 $1,259,058.58 0.03%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 974,957 $927,998.29 0.03%
FISERV INC 2.25%, due 06/01/2027 337738BB3 1,400,000 $1,266,185.75 0.03%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,273,034 $1,226,666.82 0.03%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 1,104,292 $1,082,803.75 0.03%
GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 36962GW75 943,000 $921,782.61 0.03%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,168,720.85 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,292,843 $978,203.52 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,221,163 $1,059,892.40 0.03%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 974,646 $935,027.65 0.03%
GOLDMAN SACHS GROUP INC Variable rate, due 01/27/2032 38141GXR0 1,345,000 $1,067,867.94 0.03%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 950,000 $925,400.53 0.03%
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 39843UAA0 1,380,000 $1,098,059.10 0.03%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,287,461 $1,031,468.36 0.03%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 1,505,000 $1,243,202.00 0.03%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,467,070 $1,061,463.81 0.03%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 1,445,000 $1,251,642.93 0.03%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,245,205.43 0.03%
LIFE STORAGE LP 2.20%, due 10/15/2030 53227JAC8 1,135,000 $933,718.99 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2033 53944YAU7 1,245,000 $1,165,090.06 0.03%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 1,225,000 $1,113,793.77 0.03%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX TAXABLE, 2.957%, due 02/15/2032 64990FQY3 1,405,000 $1,237,895.48 0.03%
NORTONLIFELOCK INC GEN TL A2 1L USD 996,876 $966,969.69 0.03%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,100,000 $1,101,265.00 0.03%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 1,705,000 $1,058,100.32 0.03%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 1,000,000 $991,170.00 0.03%
PLAINS ALL AMER PIPELINE 3.80%, due 09/15/2030 72650RBN1 1,350,000 $1,197,511.71 0.03%
QATAR ENERGY 2.25%, due 07/12/2031 M8180AAD0 1,400,000 $1,193,705.80 0.03%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 1,510,000 $1,218,285.68 0.03%
REPUBLIC OF CHILE 2.45%, due 01/31/2031 168863DP0 1,300,000 $1,125,074.23 0.03%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 1,500,000 $1,283,179.58 0.03%
ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 77340RAT4 1,500,000 $1,287,967.50 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,124,897.61 0.03%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD 1,049,052 $1,048,395.86 0.03%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 1,025,530 $1,025,567.20 0.03%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,478,708 $1,204,366.81 0.03%
UBS GROUP AG Variable rate, due 01/30/2027 902613AC2 1,200,000 $1,052,737.16 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,000,000 $959,309.95 0.03%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $961,094.41 0.03%
VICI PROPERTIES / NOTE 4.50%, due 09/01/2026 92564RAH8 1,275,000 $1,207,558.88 0.03%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 1,375,000 $1,128,038.68 0.03%
VONOVIA SE 1.50%, due 06/14/2041 BNBY5K6 1,800,000 $1,055,802.40 0.03%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 602,998 $567,722.34 0.02%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $900,841.21 0.02%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $599,241.60 0.02%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $840,251.43 0.02%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 863,597 $796,306.96 0.02%
ARAB REPUBLIC OF EGYPT N/C, 7.6003%, due 03/01/2029 03846JW71 1,000,000 $679,648.00 0.02%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 1,000,000 $793,770.00 0.02%
ASCENDAS REIT 0.75%, due 06/23/2028 BMBYK48 1,000,000 $871,165.64 0.02%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $600,788.00 0.02%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $599,674.07 0.02%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $743,630.09 0.02%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 875,000 $696,381.88 0.02%
CITIGROUP INC Variable rate, due 05/01/2032 172967MY4 720,000 $594,597.15 0.02%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $758,787.71 0.02%
CSC HOLDINGS LLC 5.75%, due 01/15/2030 126307BA4 1,500,000 $773,319.48 0.02%
CUBESMART LP 2.50%, due 02/15/2032 22966RAJ5 1,135,000 $915,659.26 0.02%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $722,175.95 0.02%
DIRECTV FINANCING LLC DIFILL TL 1L USD LX196261 887,500 $847,380.56 0.02%
DNB BANK ASA Variable rate, due 03/30/2028 25601B2B0 941,000 $819,269.34 0.02%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 790,000 $668,447.91 0.02%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 787,995 $781,641.84 0.02%
EMPRESAS PUBLIC MEDELLIN N/C, 4.375%, due 02/15/2031 P9379RBC0 1,200,000 $849,951.91 0.02%
ENTEGRIS INC ENTG TL B 1L USD 770,000 $767,593.75 0.02%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $701,888.06 0.02%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 761,138 $723,887.30 0.02%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 938,216 $894,192.28 0.02%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 672,788 $640,381.56 0.02%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 792,185 $755,009.15 0.02%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 641,404 $585,785.84 0.02%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $616,609.52 0.02%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 787,829 $728,345.06 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 964,147 $918,663.13 0.02%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 867,813 $852,159.02 0.02%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 689,640 $683,158.70 0.02%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 681,183 $649,688.15 0.02%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 647,616 $625,234.17 0.02%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 669,519 $638,770.53 0.02%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 626,996 $597,372.16 0.02%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 739,012 $704,322.56 0.02%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 712,937 $679,135.99 0.02%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 682,206 $655,272.00 0.02%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 675,554 $628,895.55 0.02%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 841,132 $806,769.83 0.02%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 804,808 $751,925.91 0.02%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 836,022 $801,118.98 0.02%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 583,321 $559,254.11 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2028 38141GZK3 845,000 $770,228.04 0.02%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 1,112,264 $887,931.04 0.02%
HCA INC 4.625%, due 03/15/2052 404119CG2 1,061,000 $867,634.55 0.02%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 895,000 $818,938.60 0.02%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $677,840.91 0.02%
INDONESIA ASAHAN ALUMINIUM 5.45%, due 05/15/2030 74445PAF9 600,000 $591,337.15 0.02%
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 46188BAB8 890,000 $751,498.29 0.02%
INVITATION HOMES OPERATING 2.70%, due 01/15/2034 46188BAC6 870,000 $672,260.93 0.02%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,196,737 $635,574.75 0.02%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,200,000 $902,652.00 0.02%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 860,000 $577,096.40 0.02%
KILROY REALTY LP 2.65%, due 11/15/2033 49427RAR3 1,093,000 $706,286.25 0.02%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $793,326.94 0.02%
MOZART BORROWER LP MEDIND TL B 1L USD LX198398 595,500 $571,763.37 0.02%
New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 64352VMW8 566,482 $560,726.75 0.02%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $913,718.37 0.02%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 800,000 $837,489.60 0.02%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 874,322 $792,652.30 0.02%
PERATON CORP PERCOR TL B 1L USD LX192468 722,666 $705,506.73 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $804,828.11 0.02%
RENAISSANCE HOLDINGS COR RLRN TL 1L USD 906,854 $885,157.28 0.02%
REPUBLIC OF CHILE 2.55%, due 07/27/2033 168863DT2 700,000 $577,483.14 0.02%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 588,158 $578,024.62 0.02%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 716,000 $631,651.25 0.02%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 930,000 $839,097.71 0.02%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 940,000 $912,804.86 0.02%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $625,088.94 0.02%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 576,482 $557,046.93 0.02%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 800,000 $812,082.40 0.02%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 603,532 $582,424.45 0.02%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 765,879 $762,355.13 0.02%
SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD LX193531 618,952 $606,034.09 0.02%
T-MOBILE USA INC 4.50%, due 04/15/2050 87264AAZ8 750,000 $647,650.01 0.02%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 700,000 $685,316.81 0.02%
TRANSDIGM INC TDG TL I 1L USD 688,156 $682,602.48 0.02%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 867,000 $813,176.49 0.02%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 725,000 $703,192.00 0.02%
Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 587,011 $567,701.07 0.02%
AADVANTAGE LOYALTY IP AAL TL 1L USD LX193380 298,565 $301,380.84 0.01%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 577,200 $516,023.90 0.01%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $340,226.06 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $494,731.99 0.01%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 500,000 $405,136.73 0.01%
AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 02666TAE7 605,000 $526,121.65 0.01%
ARCHES BUYER INC ACOM TL 1L USD 353,440 $330,907.95 0.01%
ASURION LLC ASUCOR TL B8 1L USD LX191415 350,613 $326,217.20 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 421,952 $408,853.56 0.01%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 325,000 $289,916.59 0.01%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 513,297 $444,702.71 0.01%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 245,233 $243,097.36 0.01%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 540,082 $524,250.10 0.01%
CENTRAL PARENT INC CDK TL 1L USD 337,068 $335,173.33 0.01%
Citigroup Mortgage Loan Trust Inc Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 222,921 $221,881.90 0.01%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 325,000 $327,832.00 0.01%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 475,000 $408,250.01 0.01%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $429,478.99 0.01%
CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 225401AM0 500,000 $450,625.00 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 622,213 $479,989.47 0.01%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAF3 8,275,000 $546,516.17 0.01%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 551,841 $548,245.92 0.01%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 450,000 $443,385.00 0.01%
ENERGY TRANSFER LP 5.15%, due 03/15/2045 29273RBF5 260,000 $223,166.96 0.01%
ENTEGRIS INC ENTG TL B 1L USD 265,625 $264,795.00 0.01%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 615,000 $502,160.59 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 543,000 $503,729.29 0.01%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 297,943 $283,871.99 0.01%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 251,420 $240,600.48 0.01%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 317,921 $310,879.82 0.01%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 282,965 $276,851.71 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 455,941 $434,051.89 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 382,031 $363,630.20 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 467,290 $445,879.99 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 319,493 $319,691.01 0.01%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 210,790 $210,856.47 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 462,136 $456,040.92 0.01%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 223,343 $219,949.46 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 403,215 $386,346.08 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 409,690 $402,520.17 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 460,738 $427,085.11 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 403,518 $384,620.40 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 420,826 $401,205.48 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 399,979 $391,761.20 0.01%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 197,536 $187,960.64 0.01%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 570,438 $541,762.62 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 443,614 $412,081.74 0.01%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 582,428 $520,530.48 0.01%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 221,298 $214,699.45 0.01%
FISERV INC 2.65%, due 06/01/2030 337738BC1 510,000 $439,075.02 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 326,040 $302,969.33 0.01%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 206,162 $190,914.71 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 467,326 $432,419.67 0.01%
Freddie Mac FG G08788, 3.50%, due 11/01/2047 3128MJ2W9 290,915 $277,236.04 0.01%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 197,197 $187,732.75 0.01%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 413,408 $393,478.56 0.01%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 250,854 $237,521.18 0.01%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 298,921 $293,526.31 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 338,876 $324,152.98 0.01%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 220,047 $210,010.12 0.01%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 291,839 $278,251.42 0.01%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 208,529 $198,853.07 0.01%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 253,301 $242,959.98 0.01%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 306,530 $294,036.94 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 385,804 $343,069.78 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 293,682 $288,919.49 0.01%
Freddie Mac FR ZS8602, 3%, due 03/01/2031 3132A9RX7 291,347 $281,393.86 0.01%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 571,066 $544,082.95 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 391,847 $386,388.88 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 280,495 $272,324.19 0.01%
FRONT RANGE BIDCO INC ZAYO TL 1L USD LX185593 250,000 $200,045.00 0.01%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 377,373 $362,308.15 0.01%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 528,078 $497,252.30 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 460,175 $430,195.88 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 447,736 $417,732.40 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 337,452 $324,738.30 0.01%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 246,523 $248,165.59 0.01%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 280,155 $275,093.98 0.01%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 215,667 $201,257.72 0.01%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 289,996 $278,673.08 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 423,030 $415,258.20 0.01%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 213,642 $209,783.39 0.01%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 445,765 $447,340.32 0.01%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 205,379 $186,316.52 0.01%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 195,239 $189,189.51 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 367,711 $337,354.49 0.01%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 323,713 $313,624.68 0.01%
HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 42225UAM6 283,000 $218,743.19 0.01%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 264,000 $251,663.43 0.01%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 581,679 $530,737.29 0.01%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 460,850 $460,681.58 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 509,070 $459,880.15 0.01%
IQVIA INC IQV TL B 1L USD LX173964 500,000 $499,842.50 0.01%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 238,531 $198,652.81 0.01%
LIFE STORAGE LP 2.40%, due 10/15/2031 53227JAD6 535,000 $434,985.91 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 413,953 $400,051.19 0.01%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 273,570 $210,368.36 0.01%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $212,480.42 0.01%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 267,911 $264,067.18 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $441,123.32 0.01%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 290,885 $288,487.19 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $455,479.20 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $412,524.28 0.01%
Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 65540XAA5 506,626 $504,045.22 0.01%
NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 667449AD4 375,000 $319,350.00 0.01%
OPEN TEXT CORP OTEXCN TL B 1L USD LX209319 276,326 $273,454.78 0.01%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 272,611 $232,106.27 0.01%
Other: Pay 13577000 USD, Receive 13577000 SOFRRATE - 09/20/2053 13,577,000 $411,779.01 0.01%
Other: Pay 13837000 USD, Receive 13837000 SOFRRATE - 09/20/2053 13,837,000 $419,664.59 0.01%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 467,000 $460,444.50 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B 1L USD 473,523 $470,120.47 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD 272,727 $270,767.72 0.01%
PHYSICIANS REALTY LP 4.30%, due 03/15/2027 71951QAA0 475,000 $463,105.11 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $354,213.53 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 720198AE0 670,000 $525,859.15 0.01%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 425,000 $378,313.95 0.01%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 500,000 $385,727.91 0.01%
REPUBLIC OF PERU 2.783%, due 01/23/2031 715638DF6 560,000 $481,505.27 0.01%
REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 857524AE2 323,000 $351,716.96 0.01%
REPUBLIC OF SERBIA N/C, 6.50%, due 09/26/2033 817477AH5 250,000 $249,030.50 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 547,916 $387,844.60 0.01%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $500,915.83 0.01%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 396,831 $382,683.34 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $299,267.65 0.01%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 556,892 $547,286.84 0.01%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 204,525 $196,279.98 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $517,458.97 0.01%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $197,216.02 0.01%
TRANSNET SOC LTD N/C, 8.25%, due 02/06/2028 89378TAD5 500,000 $497,317.50 0.01%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 420,063 $406,956.55 0.01%
UNITED AIRLINES INC UAL TL B 1L USD 383,133 $377,416.65 0.01%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 348,413 $348,415.60 0.01%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 600,000 $533,179.03 0.01%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 350,000 $340,501.00 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,066,446 $403,880.88 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 287,214 $244,787.80 0.01%
AI AQUA MERGER SUB INC CULLHO TL DD 1L USD 105,155 $99,003.36 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 103,814 $95,443.55 0.00%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $162,381.68 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 105,229 $102,334.50 0.00%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 145,000 $125,375.47 0.00%
AZZ INCORPORATED AZZ TL B 1L USD 136,754 $136,440.62 0.00%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 144,780 $144,779.67 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 92,118 $79,386.61 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 167,707 $134,548.68 0.00%
BENGAL DEBT MERGER SUB L PEP TL DD 1L USD LX202255 29,771 $25,792.33 0.00%
BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 LX202256 41,285 $31,599.90 0.00%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $176,680.00 0.00%
CROWN FINANCE US INC CINELN DIP-TL 1L USD LX208165 117,018 $118,691.81 0.00%
DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD 169,133 $159,365.25 0.00%
DELTA 2 LUX SARL FMUONE TL B 1L USD 79,990 $79,940.85 0.00%
DIAMOND SPORTS GROUP LLC DSPORT TL B 1L USD LX180415 933,339 $67,667.07 0.00%
DTI HOLDCO INC DTIHOL TL B 1L USD 145,224 $135,385.06 0.00%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 68,647 $68,314.57 0.00%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 112,833 $99,552.07 0.00%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 93,165 $89,864.81 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 72,642 $71,351.37 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 76,455 $74,411.81 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 126,381 $126,327.18 0.00%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 111,409 $109,602.56 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 12,395 $11,809.57 0.00%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 180,452 $177,005.34 0.00%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 154,188 $149,964.01 0.00%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 103,923 $101,935.83 0.00%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 139,840 $140,147.50 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 166,830 $163,262.33 0.00%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 82,696 $79,036.76 0.00%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 98,179 $92,325.71 0.00%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 56,179 $54,956.45 0.00%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 48,492 $43,128.36 0.00%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 51,473 $49,284.96 0.00%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 49,479 $46,008.65 0.00%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 28,379 $26,321.35 0.00%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 103,685 $98,890.14 0.00%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 144,116 $133,402.99 0.00%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 100,651 $95,996.29 0.00%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 109,491 $104,427.95 0.00%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 130,069 $123,838.24 0.00%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 54,232 $55,271.50 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 10,568 $10,765.98 0.00%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 182,943 $183,568.72 0.00%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 40,035 $40,778.12 0.00%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 115,140 $117,196.92 0.00%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 97,142 $93,797.39 0.00%
Freddie Mac FG G18691, 3%, due 06/01/2033 3128MMXV0 28,239 $27,127.63 0.00%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 78,802 $77,377.76 0.00%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 117,586 $108,810.43 0.00%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 56,634 $53,697.67 0.00%
Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 3132ADRY6 80,864 $79,321.40 0.00%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 179,018 $172,847.00 0.00%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 177,590 $170,435.59 0.00%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 128,813 $123,332.03 0.00%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 74,866 $69,825.40 0.00%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 89,083 $85,607.81 0.00%
GNMA G2 MA4262, 3.50%, due 02/20/2047 36179SWX1 114,719 $110,114.51 0.00%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 36,050 $36,384.38 0.00%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 38,404 $36,868.36 0.00%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 40,887 $41,772.63 0.00%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 33,700 $31,375.15 0.00%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 46,486 $45,646.30 0.00%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 176,418 $172,216.47 0.00%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 46,690 $46,855.04 0.00%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 124,117 $126,716.81 0.00%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 142,717 $134,028.71 0.00%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 37,172 $34,846.85 0.00%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 175,186 $168,546.38 0.00%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 27,808 $26,049.81 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 69,665 $58,123.23 0.00%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 173,642 $130,520.23 0.00%
IJ CVR A 0%, due 01/01/3000 L5137X109 6,251 $0.00 0.00%
IJ CVR B 0%, due 01/01/3000 L5137X117 6,251 $0.00 0.00%
IJ EMERGENCE 0%, due 01/01/3000 L5217E120 59,702 $0.00 0.00%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 156,329 $144,641.67 0.00%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 2,000,000 $17,400.00 0.00%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 3,860,000 $28,950.00 0.00%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 390,000 $3,393.00 0.00%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 150,000 $143,049.00 0.00%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 164,095 $163,223.18 0.00%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 98,133 $95,673.35 0.00%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 123,737 $115,261.35 0.00%
MOLINA