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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 3/1/2024

Total Number of Holdings (excluding cash): 917

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Jun24 TUM4 6,413 $1,315,817,339.14 25.59%
U.S. Treasury Note, 4.25%, due 02/28/2029 91282CKD2 423,795,000 $425,400,784.69 8.27%
U.S. Treasury Note, 4%, due 01/31/2029 91282CJW2 409,246,000 $406,144,684.72 7.90%
U.S. Treasury Bond, 4.75%, due 11/15/2043 912810TW8 267,165,000 $276,599,264.12 5.38%
U.S. Treasury Bond, 4.25%, due 02/15/2054 912810TX6 222,405,000 $219,451,183.60 4.27%
U.S. Treasury Note, 4.625%, due 02/28/2026 91282CKB6 200,727,000 $201,060,238.94 3.91%
U.S. Treasury Note, 4%, due 02/15/2034 91282CJZ5 199,735,000 $196,754,578.31 3.83%
Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2052 01F040636 195,125,000 $180,249,185.13 3.51%
U.S. Treasury Note, 4.125%, due 02/15/2027 91282CKA8 131,311,000 $130,567,246.62 2.54%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 01F032633 144,825,000 $129,377,015.45 2.52%
Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2053 01F042632 111,875,000 $106,263,149.74 2.07%
Fannie Mae or Freddie Mac TBA, 2%, due 01/01/2052 01F020638 125,550,000 $99,259,204.76 1.93%
Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2053 01F050635 97,550,000 $94,940,752.11 1.85%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030637 109,825,000 $94,399,557.08 1.84%
U.S. Treasury Bill, 0%, due 04/16/2024 912797JN8 91,955,000 $91,374,704.18 1.78%
US 5YR NOTE (CBT) Jun24 FVM4 732 $78,592,781.62 1.53%
GNMA TBA, 4.50%, due 05/01/2053 21H042638 75,075,000 $72,024,361.91 1.40%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2053 01F052631 70,150,000 $69,639,485.48 1.35%
GNMA TBA, 5%, due 05/01/2053 21H050631 67,275,000 $65,916,505.17 1.28%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 55,781,790 $52,986,498.56 1.03%
FED HOME LN DISCOUNT NT N/C, 0%, due 04/22/2024 313384VX4 50,000,000 $49,620,472.00 0.97%
FED HOME LN DISCOUNT NT N/C, 0%, due 04/29/2024 313384WE5 50,000,000 $49,569,382.00 0.96%
GNMA TBA, 2.50%, due 01/01/2052 21H022648 53,275,000 $45,190,102.67 0.88%
U.S. Treasury Bill, 0%, due 04/18/2024 912796CX5 40,975,000 $40,704,744.06 0.79%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022634 48,275,000 $39,865,723.82 0.78%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 45,862,062 $36,333,647.44 0.71%
U.S. Treasury Bond, 4.50%, due 02/15/2044 912810TZ1 36,300,000 $36,518,367.00 0.71%
GNMA TBA, 5.50%, due 07/01/2053 21H052645 34,250,000 $34,067,043.35 0.66%
U.S. Treasury Note, 4.50%, due 11/15/2033 91282CJJ1 30,328,000 $31,050,659.22 0.60%
U.S. Treasury Bill, 0%, due 04/23/2024 912797JP3 26,740,000 $26,543,968.53 0.52%
FED HOME LN DISCOUNT NT N/C, 0%, due 05/15/2024 313384WW5 25,000,000 $24,728,906.25 0.48%
FED HOME LN DISCOUNT NT N/C, 0%, due 08/28/2024 313384D71 25,000,000 $24,366,250.00 0.47%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 30,285,399 $23,949,186.11 0.47%
Fannie Mae FN CB0290, 2%, due 04/01/2051 3140QKKC1 28,808,109 $22,821,223.57 0.44%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 27,799,369 $21,996,659.14 0.43%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 27,147,987 $21,501,032.32 0.42%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 22,555,973 $21,425,665.95 0.42%
U.S. Treasury Bill, 0%, due 04/04/2024 912797GZ4 21,540,000 $21,442,157.57 0.42%
Fannie Mae FN BW8980, 4%, due 10/01/2052 3140N16S7 21,805,412 $20,142,357.16 0.39%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 21,290,000 $19,786,298.80 0.38%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 24,744,011 $19,589,379.43 0.38%
Fannie Mae FN BT6179, 2.50%, due 07/01/2051 3140LU2M2 23,299,801 $19,304,561.03 0.38%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 20,710,735 $19,672,895.20 0.38%
US ULTRA BOND CBT Jun24 WNM4 153 $19,717,875.00 0.38%
Fannie Mae FN BV4133, 2.50%, due 03/01/2052 3140MHSX8 21,729,845 $17,966,524.95 0.35%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 17,973,250 $17,951,806.46 0.35%
Freddie Mac FR QD3419, 2%, due 12/01/2051 3133B0YQ0 22,277,297 $17,640,001.73 0.34%
Freddie Mac FR QD8259, 3%, due 03/01/2052 3133B6E89 20,296,026 $17,446,882.88 0.34%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 20,976,136 $17,350,982.59 0.34%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 21,363,750 $17,667,720.07 0.34%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 18,965,000 $17,299,217.00 0.34%
U.S. Treasury Note, 4%, due 01/15/2027 91282CJT9 16,979,000 $16,821,811.65 0.33%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 16,615,000 $15,510,316.83 0.30%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 15,687,850 $15,487,166.77 0.30%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $14,701,419.00 0.29%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $14,911,221.93 0.29%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 18,364,049 $15,161,641.83 0.29%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 17,674,350 $14,600,100.37 0.28%
Freddie Mac FR RA4179, 2.50%, due 12/01/2050 3133KKUC1 17,559,596 $14,493,857.83 0.28%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 17,551,326 $14,514,243.05 0.28%
CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 12566DAA0 14,143,251 $13,784,264.31 0.27%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 14,002,390 $13,878,951.01 0.27%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 14,148,765 $13,658,969.73 0.27%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $14,024,500.00 0.27%
PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 69361JAA4 16,362,853 $13,776,095.00 0.27%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 12,605,000 $13,394,361.02 0.26%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 13,400,000 $13,443,474.16 0.26%
Fannie Mae FN CB6854, 4.50%, due 08/01/2053 3140QSTL5 14,220,207 $13,512,047.89 0.26%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 13,465,000 $13,260,593.89 0.26%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $13,432,977.00 0.26%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 13,000,000 $13,016,248.31 0.25%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 14,067,675 $12,703,704.60 0.25%
Fannie Mae FN BV3101, 2%, due 03/01/2052 3140MGNT4 15,986,465 $12,653,697.75 0.25%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 13,355,000 $12,967,170.26 0.25%
Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 67098DAU7 12,685,000 $12,723,679.74 0.25%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 22,274,661 $13,072,573.14 0.25%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 13,000,000 $13,008,051.42 0.25%
U.S. Treasury Bill, 0%, due 04/25/2024 912797HG5 13,170,000 $13,069,632.88 0.25%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $13,006,327.49 0.25%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $12,515,138.88 0.24%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 15,606,997 $12,564,238.19 0.24%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 13,606,000 $11,987,557.73 0.23%
Fannie Mae FN MA4577, 2%, due 04/01/2052 31418ECP3 14,930,107 $11,806,214.41 0.23%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 13,227,929 $11,611,020.07 0.23%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 24,848,421 $11,758,727.67 0.23%
Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,685,185.80 0.23%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 12,637,383 $11,369,472.95 0.22%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 12,284,000 $11,362,821.61 0.22%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 11,972,387 $11,372,436.22 0.22%
Freddie Mac FR QE0312, 2%, due 04/01/2052 3133B9KZ6 14,384,103 $11,378,282.50 0.22%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 13,017,871 $11,335,844.60 0.22%
Freddie Mac FR SD8189, 2.50%, due 01/01/2052 3132DWC27 13,848,711 $11,460,378.32 0.22%
BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 05605NAA5 12,546,000 $10,815,202.77 0.21%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 12,683,736 $10,670,259.19 0.21%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 12,216,216 $10,694,075.38 0.21%
GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 38380XFR3 12,085,398 $10,631,693.38 0.21%
JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 47214BAA6 10,605,000 $10,983,121.28 0.21%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 11,200,000 $10,097,756.48 0.20%
BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 06744NBJ5 10,400,000 $10,432,942.00 0.20%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 11,990,141 $10,496,168.97 0.20%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 11,294,057 $10,433,782.90 0.20%
Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2052 01F040644 10,875,000 $10,051,016.37 0.20%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 11,305,000 $10,220,501.17 0.20%
Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 75009RAC7 10,000,000 $10,029,447.80 0.20%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 21,535,458 $10,035,086.28 0.20%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 11,614,521 $10,398,480.90 0.20%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 11,374,517 $9,957,251.74 0.19%
FED HOME LN DISCOUNT NT N/C, 0%, due 10/30/2024 313384M63 10,000,000 $9,667,562.50 0.19%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 15,306,990 $9,879,249.36 0.19%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $9,685,506.25 0.19%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 9,150,000 $9,059,705.97 0.18%
Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 14686MAK9 70,350 $9,347,376.36 0.18%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 13,550,907 $9,303,260.57 0.18%
Fannie Mae FN BV2784, 2.50%, due 02/01/2052 3140MGCW9 10,951,549 $9,050,320.04 0.18%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 10,206,344 $9,292,406.38 0.18%
UBS GROUP AG Variable rate, due 02/02/2027 225401AT5 9,910,000 $9,137,406.89 0.18%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 9,675,000 $9,152,017.10 0.18%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 11,190,000 $9,147,819.07 0.18%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 10,617,000 $8,964,866.01 0.17%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 11,220,147 $8,581,838.52 0.17%
OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 671000AE7 8,530,000 $8,516,031.61 0.17%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 8,965,000 $8,309,831.80 0.16%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,392,420.01 0.16%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 9,101,000 $8,265,102.18 0.16%
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 693475BM6 8,545,000 $8,238,206.04 0.16%
Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 69360LAA0 8,258,557 $8,021,568.38 0.16%
Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 74333DAQ7 9,120,000 $8,401,578.38 0.16%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 9,840,000 $8,346,032.65 0.16%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,000,000 $8,080,196.88 0.16%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 13,938,132 $7,517,556.38 0.15%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 7,465,000 $7,491,265.01 0.15%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 7,880,000 $7,674,096.16 0.15%
BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 05606FAL7 8,670,000 $7,594,217.73 0.15%
BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 12433XAG4 9,320,000 $7,875,870.66 0.15%
BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 05607CAG4 8,500,000 $7,613,937.90 0.15%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 8,620,000 $7,578,790.20 0.15%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 8,792,946 $7,561,569.76 0.15%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 8,486,028 $7,798,945.31 0.15%
HCA INC 4.125%, due 06/15/2029 404119BX6 8,233,000 $7,785,764.67 0.15%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 7,530,000 $7,610,739.67 0.15%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 18,146,485 $7,786,270.13 0.15%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 8,015,000 $7,770,921.29 0.15%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 7,863,761 $7,561,275.32 0.15%
Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 67114JAA8 9,706,168 $7,585,225.61 0.15%
Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 77341DAA5 7,549,375 $7,576,901.23 0.15%
UBS GROUP AG Variable rate, due 04/01/2031 225401AP3 8,463,000 $7,823,190.77 0.15%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 05526QAN6 7,651,000 $7,106,790.49 0.14%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 7,245,000 $7,272,980.99 0.14%
Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 20753TAC7 6,623,907 $7,068,778.18 0.14%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 7,880,191 $7,172,420.95 0.14%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 8,045,000 $7,014,048.94 0.14%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 17,151,062 $7,346,269.93 0.14%
NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 636220AB1 7,000,000 $6,990,546.50 0.14%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $7,300,347.49 0.14%
SOUTHWESTERN ELEC POWER 5.30%, due 04/01/2033 845437BU5 7,305,000 $7,233,303.69 0.14%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 7,695,000 $6,996,488.68 0.14%
CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 12516WAA9 6,470,000 $6,517,255.59 0.13%
COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 202795HT0 5,953,000 $6,526,140.55 0.13%
Fannie Mae FN CB2404, 2.50%, due 12/01/2051 3140QMU69 8,003,957 $6,613,874.60 0.13%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 7,479,320 $6,797,008.53 0.13%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 12,165,807 $6,788,803.93 0.13%
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 404280CT4 7,820,000 $6,494,485.60 0.13%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 8,003,000 $6,597,498.25 0.13%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 7,233,202 $6,692,733.16 0.13%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 6,966,566 $6,911,591.26 0.13%
SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 85237AAJ2 7,100,000 $6,926,039.35 0.13%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 8,320,000 $6,842,262.01 0.13%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 7,950,000 $6,866,902.81 0.13%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 6,260,000 $6,175,518.42 0.12%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 26,131,086 $6,405,021.73 0.12%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 11,494,480 $6,051,112.66 0.12%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 6,814,381 $6,084,428.97 0.12%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 7,000,000 $6,409,674.60 0.12%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $6,301,797.90 0.12%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $6,204,820.87 0.12%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 8,212,000 $6,168,600.57 0.12%
SLG Office Trust Series 2021-OVA, Class A, 2.5854%, due 07/15/2041 78449RAA3 7,600,000 $6,273,870.68 0.12%
SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 85237AAN3 6,430,000 $6,302,788.88 0.12%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 7,032,500 $6,363,292.90 0.12%
UNITED AIR 2023-1 A PTT 5.80%, due 07/15/2036 90932LAJ6 6,000,000 $6,130,300.20 0.12%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 6,809,000 $6,229,340.56 0.12%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,517,855.00 0.11%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $5,469,401.16 0.11%
CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 12567HAC6 5,610,000 $5,622,279.50 0.11%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 6,755,000 $5,739,315.37 0.11%
CROWN CASTLE INC 2.50%, due 07/15/2031 22822VAY7 6,901,000 $5,679,881.16 0.11%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 6,477,147 $5,665,447.39 0.11%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 7,357,296 $5,812,969.80 0.11%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 6,100,000 $5,429,381.68 0.11%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,552,809.20 0.11%
PFIZER INVESTMENT ENTER 5.30%, due 05/19/2053 716973AG7 5,680,000 $5,611,134.37 0.11%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 5,545,000 $5,537,084.18 0.11%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 4,860,000 $5,651,565.17 0.11%
WELLS FARGO & COMPANY Variable rate, due 04/24/2034 95000U3D3 5,920,000 $5,846,017.05 0.11%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 12,299,935 $5,255,000.90 0.10%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,090,000 $5,094,079.33 0.10%
BLACK HILLS CORP 6.15%, due 05/15/2034 092113AW9 5,000,000 $5,157,236.65 0.10%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 4,670,000 $4,935,547.08 0.10%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 5,277,982 $4,992,936.72 0.10%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 5,894,210 $4,971,957.60 0.10%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 6,075,213 $5,318,240.81 0.10%
GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $5,005,000.00 0.10%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 8,769,978 $5,094,708.08 0.10%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,406,942 $5,367,925.66 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 5,955,000 $5,005,766.57 0.10%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 9,639,522 $5,071,666.53 0.10%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 6,500,000 $5,184,797.80 0.10%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 4,535,000 $4,933,707.18 0.10%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 6,551,499 $5,228,795.78 0.10%
UBS GROUP AG Variable rate, due 05/14/2032 225401AU2 5,970,000 $5,030,959.54 0.10%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,097,311.15 0.10%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 11,773,757 $4,399,485.69 0.09%
AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 00180UAH8 5,000,000 $4,452,935.00 0.09%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 7,863,291 $4,443,916.82 0.09%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 5,585,000 $4,822,068.84 0.09%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,256,000 $4,671,687.70 0.09%
BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 05609JAQ5 5,200,000 $4,556,973.72 0.09%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 5,000,000 $4,441,354.00 0.09%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 5,317,569 $4,785,809.16 0.09%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 8,803,997 $4,588,531.46 0.09%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 5,049,174 $4,624,841.44 0.09%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 5,882,198 $4,855,222.64 0.09%
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 42225UAH7 6,020,000 $4,746,575.91 0.09%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 5,125,000 $4,416,549.73 0.09%
Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 53218CAL4 4,914,851 $4,760,227.09 0.09%
MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 59217GBY4 4,645,000 $4,463,333.96 0.09%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 6,001,372 $4,460,403.37 0.09%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,377,855.19 0.09%
ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 68233JCM4 4,820,000 $4,504,951.55 0.09%
PILGRIM'S PRIDE CORP 6.25%, due 07/01/2033 72147KAK4 4,536,000 $4,610,716.13 0.09%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 5,832,227 $4,418,497.88 0.09%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 5,993,750 $4,445,872.88 0.09%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 5,250,000 $4,782,309.00 0.09%
TRANSCANADA PIPELINES 4.625%, due 03/01/2034 89352HAM1 4,920,000 $4,578,529.71 0.09%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 5,772,000 $4,793,192.14 0.09%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 4,849,000 $4,566,696.08 0.09%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,265,000 $4,271,419.16 0.08%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 4,491,008 $4,145,571.26 0.08%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 4,684,586 $4,053,735.14 0.08%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 3,600,000 $3,932,219.86 0.08%
EVERSOURCE ENERGY 5.95%, due 02/01/2029 30040WAW8 4,000,000 $4,114,810.16 0.08%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 4,337,928 $3,944,792.69 0.08%
Fannie Mae FN MA4158, 2%, due 10/01/2050 31418DTQ5 4,929,433 $3,923,941.30 0.08%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 4,330,000 $4,291,179.09 0.08%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 4,671,875 $4,087,208.42 0.08%
HYATT HOTELS CORP 1.80%, due 10/01/2024 448579AN2 4,385,000 $4,285,177.27 0.08%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,273,531 $3,899,943.86 0.08%
PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 720186AQ8 4,125,000 $4,151,372.53 0.08%
REVVITY INC 2.55%, due 03/15/2031 714046AH2 5,000,000 $4,202,292.80 0.08%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $4,080,727.51 0.08%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 5,814,577 $4,003,507.99 0.08%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 3,856,000 $3,879,544.77 0.08%
UBS GROUP AG Variable rate, due 09/11/2025 225401AM0 4,220,000 $4,149,809.38 0.08%
WILLIS NORTH AMERICA INC 5.35%, due 05/15/2033 970648AM3 3,925,000 $3,882,968.39 0.08%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 4,530,000 $3,745,097.32 0.07%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAH4 3,948,000 $3,684,996.16 0.07%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 3,909,651 $3,852,779.85 0.07%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 3,575,659 $3,530,603.65 0.07%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,638,980.03 0.07%
CONSTELLATION BRANDS INC 2.875%, due 05/01/2030 21036PBF4 4,300,000 $3,796,381.29 0.07%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 5,032,964 $3,724,393.08 0.07%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 3,953,606 $3,537,478.40 0.07%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 4,065,000 $3,415,978.57 0.07%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 3,755,000 $3,706,301.29 0.07%
DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 26442UAQ7 3,500,000 $3,510,374.63 0.07%
Fannie Mae FN MA4547, 2%, due 02/01/2052 31418EBR0 4,844,516 $3,830,791.01 0.07%
Fannie Mae FN MA4598, 2.50%, due 05/01/2052 31418EDC1 4,271,744 $3,532,711.84 0.07%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 3,666,000 $3,730,325.50 0.07%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 38406JAJ7 5,080,000 $3,846,965.64 0.07%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 4,569,000 $3,591,380.71 0.07%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 3,835,000 $3,524,963.99 0.07%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,428,420.73 0.07%
MORGAN STANLEY Variable rate, due 09/16/2036 61747YEF8 4,615,000 $3,629,304.86 0.07%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 4,055,000 $3,761,904.72 0.07%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,553,460.05 0.07%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 4,075,000 $3,420,662.95 0.07%
Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 74333VAQ7 4,130,000 $3,785,255.27 0.07%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $3,407,034.10 0.07%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 4,500,000 $3,480,426.00 0.07%
SLG Office Trust Series 2021-OVA, Class E, 2.85061%, due 07/15/2041 78449RAL9 5,000,000 $3,774,781.50 0.07%
SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 78449RAN5 5,000,000 $3,529,130.50 0.07%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 4,776,122 $3,812,717.52 0.07%
TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 87267HAQ0 3,600,000 $3,591,336.25 0.07%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 3,250,000 $3,173,627.47 0.06%
AIR LEASE CORP 4.625%, due 10/01/2028 00912XBF0 3,000,000 $2,910,031.92 0.06%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 3,000,000 $2,895,671.31 0.06%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,215,751 $3,018,263.26 0.06%
AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 02666TAD9 4,665,000 $3,100,285.76 0.06%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 2,897,535 $2,888,726.60 0.06%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,134,813.98 0.06%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 3,160,000 $2,963,737.65 0.06%
BERRY GLOBAL INC BERY TL AA 1L USD 3,237,570 $3,233,863.41 0.06%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 3,650,000 $3,270,692.99 0.06%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 4,767,000 $2,998,553.07 0.06%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,639,624 $3,287,508.23 0.06%
CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 12654YAA7 3,500,000 $3,004,724.80 0.06%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 3,600,000 $3,064,979.52 0.06%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 3,235,000 $2,940,596.82 0.06%
ENERGY TRANSFER LP 4.90%, due 03/15/2035 29273RBE8 3,200,000 $2,999,094.78 0.06%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 3,766,216 $3,296,945.65 0.06%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 3,012,423 $2,841,143.30 0.06%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 3,280,414 $2,984,483.15 0.06%
GLOBAL PAYMENTS INC 4.875%, due 03/17/2031 37940XAS1 2,685,000 $3,008,032.91 0.06%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 2,989,262 $2,923,602.73 0.06%
HCA INC 3.125%, due 03/15/2027 404119CH0 3,250,000 $3,057,321.87 0.06%
HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 BQBCWZ5 2,860,000 $3,080,778.56 0.06%
Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 44421GAJ2 3,537,000 $2,968,249.69 0.06%
IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 45262BAB9 3,295,000 $3,143,163.11 0.06%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,457,931 $3,071,839.93 0.06%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,270,783.42 0.06%
INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 459506AL5 3,359,000 $2,838,614.03 0.06%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 4,230,000 $3,329,087.66 0.06%
JPMORGAN CHASE & CO Variable rate, due 02/04/2032 46647PBX3 3,900,000 $3,150,733.72 0.06%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 3,410,000 $3,074,541.25 0.06%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 3,000,000 $2,979,496.41 0.06%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 3,852,000 $3,062,272.55 0.06%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 3,840,000 $2,836,876.80 0.06%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 5,594,812 $3,214,354.88 0.06%
Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 670857AA9 4,002,623 $3,191,394.06 0.06%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 3,000,000 $3,183,525.84 0.06%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 2,510,000 $2,926,537.87 0.06%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 3,510,000 $2,891,708.03 0.06%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 3,063,849 $3,040,603.39 0.06%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 3,480,000 $3,001,581.54 0.06%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,244,589.67 0.06%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 5,035,000 $3,288,320.74 0.06%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 3,415,000 $3,282,349.93 0.06%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 3,010,000 $3,092,895.40 0.06%
TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 89680EAA7 3,385,000 $2,966,790.67 0.06%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,545,000 $3,143,537.44 0.06%
US BANCORP Variable rate, due 06/12/2034 91159HJN1 3,015,000 $3,051,783.09 0.06%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 7,768,531 $2,966,441.40 0.06%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 3,795,000 $3,254,439.71 0.06%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,424,150.91 0.05%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 3,230,000 $2,720,269.37 0.05%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 3,571,000 $2,574,127.64 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 2,925,506 $2,637,542.63 0.05%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 2,585,590 $2,444,817.32 0.05%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 2,809,000 $2,537,581.92 0.05%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,982,000 $2,559,991.24 0.05%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 2,819,757 $2,587,545.99 0.05%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,790,000 $2,623,313.97 0.05%
Dryden Senior Loan Fund Series 2018-70A, Class B, Variable rate, due 01/16/2032 26252EAE9 2,500,000 $2,505,324.20 0.05%
DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 26442CBK9 2,375,000 $2,335,481.64 0.05%
ENERGY TRANSFER LP 6.125%, due 12/15/2045 29273RBJ7 2,600,000 $2,592,042.52 0.05%
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 30225VAG2 3,170,000 $2,528,557.95 0.05%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 2,550,022 $2,322,056.71 0.05%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 2,692,588 $2,452,933.12 0.05%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $2,598,271.46 0.05%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 2,828,274 $2,486,090.76 0.05%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 2,613,389 $2,468,614.43 0.05%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 2,769,626 $2,544,372.80 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 3,365,000 $2,749,542.78 0.05%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 3,130,000 $2,458,990.60 0.05%
IMPERIAL BRANDS FIN NETH 1.75%, due 03/18/2033 N4R48AAA7 2,750,000 $2,372,887.47 0.05%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 2,408,281 $2,413,795.99 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 2,625,000 $2,516,009.27 0.05%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 3,020,000 $2,498,307.77 0.05%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 6,864,970 $2,489,991.05 0.05%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 2,794,179 $2,484,685.86 0.05%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 2,380,000 $2,365,319.28 0.05%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 2,610,000 $2,608,020.50 0.05%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX REV TAXABLE, 5%, due 03/15/2024 649902S95 2,690,000 $2,689,417.35 0.05%
ORACLE CORP Variable rate, due 08/16/2027 2,588,904 $2,588,904.11 0.05%
REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 P75744AL9 2,800,000 $2,436,102.14 0.05%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,485,000 $2,391,042.15 0.05%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $2,500,365.00 0.05%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 2,533,147 $2,455,128.06 0.05%
SOUTHERN CO GAS CAPITAL 5.75%, due 09/15/2033 8426EPAG3 2,495,000 $2,570,029.27 0.05%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 2,390,000 $2,361,934.69 0.05%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 2,630,000 $2,396,877.67 0.05%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 2,520,000 $2,439,276.36 0.05%
WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 F9867TJC8 2,500,000 $2,645,996.77 0.05%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,845,915.61 0.04%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 2,031,666 $1,920,993.58 0.04%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,146,275.96 0.04%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 2,605,000 $2,277,135.85 0.04%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 2,145,000 $1,979,801.37 0.04%
BANK OF AMERICA CORP Variable rate, due 07/21/2032 06051GKA6 2,500,000 $2,037,278.78 0.04%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 2,143,000 $1,873,769.30 0.04%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $2,023,551.20 0.04%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,077,054.14 0.04%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 2,125,000 $2,079,052.19 0.04%
CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 U1478NAJ6 2,130,000 $2,221,930.95 0.04%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 2,516,091 $2,236,453.12 0.04%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 2,000,000 $2,106,987.29 0.04%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,340,799 $2,286,667.82 0.04%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 2,101,000 $1,909,645.02 0.04%
EURO-SCHATZ FUT Jun24 DUM4 18 $2,062,141.63 0.04%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,304,325 $2,105,733.49 0.04%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $2,050,802.75 0.04%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 1,960,923 $1,856,341.97 0.04%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 2,056,716 $1,880,885.52 0.04%
GACI FIRST INVESTMENT 5.25%, due 10/13/2032 G3705QAC1 2,000,000 $2,011,442.00 0.04%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,995,000 $1,996,145.21 0.04%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 2,372,000 $1,970,397.84 0.04%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 2,515,000 $2,113,269.19 0.04%
ICAHN ENTERPRISES/FIN 5.25%, due 05/15/2027 451102BZ9 2,107,000 $1,945,540.59 0.04%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,300,789.94 0.04%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 2,777,537 $2,157,607.84 0.04%
INVITATION HOMES OPERATING 5.50%, due 08/15/2033 46188BAF9 1,960,000 $1,944,564.78 0.04%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAQ9 3,000,000 $2,151,090.90 0.04%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAX4 2,015,000 $1,950,076.30 0.04%
KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 49338CAD5 2,180,000 $2,183,021.85 0.04%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 2,597,858 $2,260,997.55 0.04%
METROPOLITAN EDISON CO 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,174,694.30 0.04%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,225,988 $2,250,482.78 0.04%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 2,285,000 $2,148,103.59 0.04%
ORGANON & CO ORGNON TL B 1L USD 2,269,278 $2,273,816.87 0.04%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,209,654.80 0.04%
REALTY INCOME CORP 4.875%, due 07/06/2030 756109BU7 1,700,000 $1,943,764.48 0.04%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 2,500,000 $2,159,299.73 0.04%
REPUBLIC OF POLAND 4.875%, due 10/04/2033 731011AV4 1,995,000 $1,962,960.30 0.04%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,786,778 $2,157,910.82 0.04%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD LX224693 1,843,106 $1,844,091.81 0.04%
SIMMONS FOOD INC/SIMMONS 4.625%, due 03/01/2029 82873MAA1 2,500,000 $2,209,519.15 0.04%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 2,210,000 $2,119,047.47 0.04%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,980,000 $1,950,509.27 0.04%
THAMES WATER UTIL FIN 4.375%, due 01/18/2031 BQFM9R2 2,230,000 $2,241,822.30 0.04%
THE CIGNA GROUP 3.40%, due 03/01/2027 125523CB4 2,000,000 $1,908,674.74 0.04%
THE EAST OHIO GAS CO 2%, due 06/15/2030 27409LAC7 2,765,000 $2,278,674.44 0.04%
TUCSON ELECTRIC POWER CO 5.50%, due 04/15/2053 898813AV2 2,310,000 $2,258,497.90 0.04%
ALCON FINANCE CORP 2.60%, due 05/27/2030 01400EAD5 1,500,000 $1,289,418.62 0.03%
ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 BMCKV42 1,400,000 $1,370,251.38 0.03%
ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 G0390PAB1 1,270,000 $1,425,515.85 0.03%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,705,543.05 0.03%
BANK OF AMERICA CORP Variable rate, due 02/04/2033 06051GKK4 2,020,000 $1,709,758.42 0.03%
BANK OF AMERICA CORP Variable rate, due 04/29/2031 06051GJB6 2,000,000 $1,717,037.34 0.03%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,855,000 $1,397,294.26 0.03%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,750,000 $1,321,038.92 0.03%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 2,049,018 $1,697,785.28 0.03%
BFLD Trust Series 2020-EYP, Class A, Variable rate, due 10/15/2035 05493AAA8 2,000,000 $1,620,278.60 0.03%
BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 L1051PAG2 1,560,000 $1,451,400.34 0.03%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,597,289.02 0.03%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 2,105,000 $1,727,615.03 0.03%
CAESARS ENTERTAIN INC CZR TL B1 1L USD LX225393 1,328,945 $1,329,503.19 0.03%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,845,000 $1,766,053.70 0.03%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 1,475,000 $1,455,924.67 0.03%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 1,960,000 $1,530,383.80 0.03%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,520,473 $1,302,609.09 0.03%
CRSO Trust CRSO 2023-BRND B 228925AG8 1,700,000 $1,760,403.04 0.03%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,658,002.56 0.03%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,301,668 $1,298,209.07 0.03%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 1,541,199 $1,524,014.50 0.03%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,553,448 $1,363,885.91 0.03%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,563,808 $1,452,979.92 0.03%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 1,713,122 $1,553,946.16 0.03%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,453,984.20 0.03%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,668,330.46 0.03%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,302,000 $1,342,817.70 0.03%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 1,819,775 $1,666,594.63 0.03%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,419,268 $1,343,574.95 0.03%
Freddie Mac FR SD8107, 2.50%, due 11/01/2050 3132DWAG8 2,009,909 $1,671,120.16 0.03%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,427,592 $1,298,213.23 0.03%
FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD LX194213 1,500,000 $1,496,520.00 0.03%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,528,992 $1,314,472.92 0.03%
GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 361841AR0 1,763,000 $1,476,143.36 0.03%
GRIFOLS SA 3.875%, due 10/15/2028 E57009AB3 1,485,000 $1,324,110.58 0.03%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 2,000,000 $1,731,818.56 0.03%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,752,909.78 0.03%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 1,765,000 $1,727,927.53 0.03%
IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 453140AF2 1,790,000 $1,755,132.72 0.03%
INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 461070AU8 1,450,000 $1,483,913.99 0.03%
ITC HOLDINGS CORP 2.95%, due 05/14/2030 465685AQ8 1,500,000 $1,314,354.59 0.03%
JBS USA/FOOD/FINANCE 3%, due 05/15/2032 46590XAP1 2,115,000 $1,699,052.04 0.03%
JBS USA/FOOD/FINANCE 7.25%, due 11/15/2053 47214BAB4 1,670,000 $1,747,446.25 0.03%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,711,475.48 0.03%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 1,895,000 $1,749,789.26 0.03%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,345,174.63 0.03%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 2,075,408 $1,755,483.99 0.03%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,330,713.91 0.03%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,627,494.98 0.03%
MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 BQV3QW3 1,400,000 $1,494,090.42 0.03%
MIDAMERICAN ENERGY CO 5.85%, due 09/15/2054 595620AY1 1,605,000 $1,698,842.30 0.03%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class D, Variable rate, due 02/12/2040 55316PAJ6 2,719,000 $1,660,384.54 0.03%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 1,845,000 $1,493,748.42 0.03%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,526,779.29 0.03%
NATL GAS TRANSMISSION 4.25%, due 04/05/2030 BMB3T48 1,555,000 $1,722,929.68 0.03%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,679,995.80 0.03%
NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 667449AD4 1,701,000 $1,656,229.68 0.03%
NORTHWEST FIBER LLC/NORT 6%, due 02/15/2028 667449AC6 1,400,000 $1,346,940.00 0.03%
PLAZE INC PLAZEI TL B 1L USD 1,503,500 $1,468,731.56 0.03%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 2,000,000 $1,647,750.00 0.03%
REPUBLIC OF PERU 2.783%, due 01/23/2031 715638DF6 1,510,000 $1,291,201.00 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,550,000 $1,402,595.00 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 1,759,000 $1,636,872.63 0.03%
Rockford Tower CLO Ltd Series 2019-2A, Class AR, Variable rate, due 08/20/2032 77341GAJ9 1,625,000 $1,627,389.04 0.03%
ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 77340RAT4 1,500,000 $1,385,578.64 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,339,487.39 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 1,735,000 $1,584,245.78 0.03%
SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD 1,450,000 $1,453,327.75 0.03%
SPIN HOLDCO INC DRY TL 1L USD 1,648,388 $1,511,027.37 0.03%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,635,415.67 0.03%
TENNET HOLDING BV 4.75%, due 10/28/2042 BMD5VL3 1,190,000 $1,457,635.99 0.03%
U.S. Treasury Bond, 4.75%, due 11/15/2053 912810TV0 1,344,000 $1,438,290.00 0.03%
UBS GROUP AG Variable rate, due 11/15/2033 225401BB3 1,440,000 $1,737,417.26 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,700,000 $1,605,534.30 0.03%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,525,000 $1,546,680.53 0.03%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 1,620,000 $1,487,581.20 0.03%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 1,570,000 $1,415,407.22 0.03%
VONOVIA SE 0.75%, due 09/01/2032 D9581TAL4 1,800,000 $1,457,809.87 0.03%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,625,314 $1,383,966.30 0.03%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,302,582.18 0.03%
ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD LX204417 1,790,184 $1,623,258.37 0.03%
ACRISURE LLC ACRISU TL B 1L USD 1,126,590 $1,126,770.57 0.02%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 1,118,000 $1,059,756.86 0.02%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $981,387.59 0.02%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,273,037.17 0.02%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $914,361.11 0.02%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $858,536.34 0.02%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,390,754 $1,196,111.20 0.02%
ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 G0390PAE5 900,000 $954,499.83 0.02%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,500,000 $1,081,263.36 0.02%
ARTERA SERVICES LLC 8.50%, due 02/15/2031 04302XAA2 1,015,000 $1,038,330.79 0.02%
ASCENDAS REIT 0.75%, due 06/23/2028 BMBYK48 1,000,000 $923,596.21 0.02%
AVANTOR INC AVTR TL B 1L USD 1,112,282 $1,117,687.38 0.02%
AVOLON TLB BORROWER 1 US AVOL TL B6 1L USD 833,344 $834,264.95 0.02%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,195,000 $985,352.01 0.02%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 1,400,000 $1,159,748.65 0.02%
BAT CAPITAL CORP 3.557%, due 08/15/2027 05526DBB0 979,000 $927,469.83 0.02%
BAUSCH + LOMB CORP BLCOCN TL 1L USD 852,305 $852,842.23 0.02%
BAYER US FINANCE II LLC 3.375%, due 07/15/2024 07274NAW3 1,045,000 $1,034,511.91 0.02%
BERRY GLOBAL INC 5.65%, due 01/15/2034 08576PAP6 1,005,000 $995,940.44 0.02%
BLACKSTONE PP EUR HOLD 1.75%, due 03/12/2029 BK4W8P2 1,350,000 $1,263,566.25 0.02%
BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 05607CAL3 1,440,000 $1,095,301.73 0.02%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,074,223.70 0.02%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,270,200.98 0.02%
CHEMOURS CO CC TL B2 1L USD 955,877 $940,946.63 0.02%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,350,000 $1,249,185.78 0.02%
CSC HOLDINGS LLC 5.75%, due 01/15/2030 126307BA4 2,000,000 $1,179,290.00 0.02%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $1,001,077.69 0.02%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 926,000 $844,056.86 0.02%
DUKE ENERGY FLORIDA LLC 5.875%, due 11/15/2033 26444HAQ4 1,030,000 $1,081,450.37 0.02%
Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 30165JAN6 10,000 $1,280,303.00 0.02%
EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 30225VAP2 1,135,000 $933,310.69 0.02%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 941,857 $889,965.67 0.02%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,154,433 $1,054,851.05 0.02%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 850,194 $777,625.60 0.02%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 894,431 $816,998.60 0.02%
Fannie Mae FN MA4379, 2.50%, due 07/01/2051 31418D2M3 1,238,612 $1,026,741.51 0.02%
FISERV INC 2.25%, due 06/01/2027 337738BB3 1,400,000 $1,284,597.55 0.02%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,325,259 $1,165,245.82 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 883,547 $802,704.32 0.02%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,162,911 $1,068,723.16 0.02%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,234,192 $1,131,760.63 0.02%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 995,561 $937,605.68 0.02%
GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 36962GW75 943,000 $940,696.04 0.02%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,182,962.31 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,266,244 $982,530.05 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,120,036 $953,790.59 0.02%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 884,822 $812,468.51 0.02%
GNMA Series 2024-30, Class CF, Variable rate, due 02/20/2054 38384JQR8 1,005,000 $1,004,371.88 0.02%
GNMA Series BMOC-5369, Class FA, Variable rate, due 05/01/2053 BCCXV1UI9 1,005,000 $1,004,397.00 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 950,000 $937,266.19 0.02%
GTCR W MERGER SUB WRLDPY TL B 1L USD LX216844 783,016 $787,095.24 0.02%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 895,000 $822,141.97 0.02%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 1,135,000 $858,752.80 0.02%
HUNGARY N/C, 5.25%, due 06/16/2029 BMY36F5 1,000,000 $985,258.00 0.02%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CD7 1,175,000 $1,234,220.00 0.02%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,199,722 $951,507.49 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 1,235,000 $816,681.91 0.02%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 1,480,000 $1,112,093.59 0.02%
JANE STREET GROUP LLC JANEST TL B 1L USD 1,179,519 $1,177,950.45 0.02%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAM8 1,505,000 $1,284,796.53 0.02%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,310,503 $900,906.83 0.02%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 1,445,000 $1,277,024.79 0.02%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,200,000 $979,010.40 0.02%
KILROY REALTY LP 2.65%, due 11/15/2033 49427RAR3 1,093,000 $801,293.50 0.02%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $812,280.76 0.02%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 1,117,347 $1,079,636.08 0.02%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $916,507.22 0.02%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 1,665,000 $1,281,133.22 0.02%
NISOURCE INC 5.40%, due 06/30/2033 65473PAP0 1,080,000 $1,084,192.00 0.02%
NORTONLIFELOCK INC GEN TL A2 1L USD 1,187,412 $1,183,255.87 0.02%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,100,000 $1,102,768.70 0.02%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 800,000 $829,269.60 0.02%
ORACLE CORP 6.50%, due 04/15/2038 68389XAE5 1,090,000 $1,170,981.94 0.02%
PHILIP MORRIS INTL INC 1.45%, due 08/01/2039 718172CM9 1,120,000 $825,994.82 0.02%
PHILIP MORRIS INTL INC 2%, due 05/09/2036 718172BV0 1,022,000 $893,698.74 0.02%
PHOENIX NEWCO INC PRXL TL 1L USD LX196814 774,091 $774,466.32 0.02%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 693475BJ3 970,000 $997,612.34 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $803,398.98 0.02%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 1,510,000 $1,229,263.37 0.02%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 1,485,000 $1,221,634.73 0.02%
REPUBLIC OF COLOMBIA 4.50%, due 03/15/2029 195325DP7 875,000 $802,311.22 0.02%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 1,000,000 $965,000.00 0.02%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 930,000 $873,233.61 0.02%
SARTORIUS FINANCE BV 4.50%, due 09/14/2032 N7750FAD0 800,000 $897,936.22 0.02%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 868,344 $881,333.88 0.02%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 800,000 $810,080.00 0.02%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,320,868 $1,023,467.71 0.02%
TDC NET AS 6.50%, due 06/01/2031 K94547AC8 900,000 $1,047,181.11 0.02%
UBS GROUP AG Variable rate, due 01/30/2027 902613AC2 1,200,000 $1,107,660.22 0.02%
US BANCORP Variable rate, due 01/23/2035 91159HJR2 770,000 $771,620.00 0.02%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $973,676.51 0.02%
VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 92332YAC5 1,114,000 $1,189,998.19 0.02%
VENTURE GLOBAL LNG INC 9.875%, due 02/01/2032 92332YAD3 900,000 $950,868.42 0.02%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 867,000 $827,196.00 0.02%
WILLIAM MORRIS ENDEAVOR EN WMMORR TL B1 1L USD 963,401 $963,656.01 0.02%
1011778 BC ULC BCULC TL B5 1L USD LX216566 521,864 $520,559.11 0.01%
ACRISURE LLC ACRISU TL B2 1L USD 557,994 $558,691.10 0.01%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 597,660 $596,945.67 0.01%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 538,800 $489,417.36 0.01%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $348,964.06 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $492,874.89 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $589,036.75 0.01%
AMENTUM GOVERNMENT SERVI AECMAN TL B 1L USD 363,119 $364,102.61 0.01%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 792,220 $753,359.28 0.01%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 500,000 $404,691.51 0.01%
AMERICAN TOWER CORP 1%, due 01/15/2032 BNC1506 750,000 $654,135.07 0.01%
ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 G0390PAH8 650,000 $762,450.06 0.01%
ARCHES BUYER INC ACOM TL 1L USD 349,833 $336,140.75 0.01%
ASURION LLC ASUCOR TL B8 1L USD LX191415 347,035 $345,539.44 0.01%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $621,164.32 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 353,608 $348,418.37 0.01%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 409,000 $317,493.21 0.01%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $602,708.94 0.01%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $675,789.76 0.01%
BUZZ FINCO LLC BMBL TL B 1L USD 292,616 $293,256.45 0.01%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 875,000 $661,410.04 0.01%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 281,855 $276,572.89 0.01%
CCI BUYER INC CONCEL TL B 1L USD 611,826 $608,534.60 0.01%
CENTRAL PARENT INC CDK TL B 1L USD LX217512 423,360 $424,888.36 0.01%
CITY BREWING CO LLC CTYBRW TL B 1L USD 458,491 $353,955.06 0.01%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $766,454.41 0.01%
COLUMBIA PIPELINES OPCO 6.036%, due 11/15/2033 19828TAB2 340,000 $350,384.63 0.01%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 475,000 $408,871.00 0.01%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $419,638.50 0.01%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 600,000 $622,050.00 0.01%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 635,000 $668,635.95 0.01%
CSC HOLDINGS LLC CSCHLD TL B 1L USD LX183042 518,737 $488,139.71 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 547,075 $406,101.18 0.01%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $717,505.85 0.01%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 790,000 $701,688.55 0.01%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 614,157 $615,001.15 0.01%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 486,231 $487,371.23 0.01%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 450,000 $473,793.76 0.01%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $702,913.21 0.01%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 872,000 $709,921.63 0.01%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 615,000 $507,765.89 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 543,000 $507,971.78 0.01%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 702,817 $639,122.05 0.01%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 602,913 $548,272.81 0.01%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 718,505 $656,982.09 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 419,322 $383,074.64 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 349,055 $318,836.37 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 415,764 $379,329.71 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 291,340 $281,069.27 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 420,615 $400,367.74 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 363,026 $331,796.42 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 361,147 $343,018.08 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 421,646 $368,047.95 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 366,256 $333,063.33 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 384,810 $349,215.85 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 366,750 $345,476.24 0.01%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 524,934 $477,360.85 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 409,195 $360,794.54 0.01%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 544,827 $460,413.81 0.01%
Fannie Mae FN MA4078, 2.50%, due 07/01/2050 31418DQ88 469,212 $390,849.85 0.01%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 785,407 $663,994.81 0.01%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 577,459 $508,092.31 0.01%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $602,295.09 0.01%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 500,000 $496,330.68 0.01%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 475,000 $456,692.12 0.01%
FILTRATION GROUP CORP FILGRO TL 1L USD LX212727 302,397 $303,163.52 0.01%
FIRST BRANDS GROUP LLC TRICGR TL B 1L USD 366,526 $368,072.57 0.01%
FISERV INC 2.65%, due 06/01/2030 337738BC1 510,000 $441,318.10 0.01%
FORTREA HOLDINGS INC 7.50%, due 07/01/2030 34965KAA5 473,000 $486,007.50 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 301,666 $265,054.46 0.01%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 726,997 $636,950.23 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 433,139 $380,211.10 0.01%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 331,101 $310,223.07 0.01%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 736,311 $708,921.96 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 308,939 $282,557.76 0.01%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 625,312 $591,962.01 0.01%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 614,343 $562,205.51 0.01%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 584,983 $540,674.95 0.01%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 608,951 $557,774.42 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 360,323 $304,495.85 0.01%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 567,473 $516,044.41 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 275,836 $260,639.29 0.01%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 530,149 $482,103.34 0.01%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 672,137 $614,766.21 0.01%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 650,591 $593,742.24 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 351,489 $332,266.14 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 290,953 $268,682.03 0.01%
FRONERI US INC ICECR TL B 1L USD LX185230 664,438 $664,982.78 0.01%
GGAM FINANCE LTD 8%, due 06/15/2028 36170JAA4 557,000 $575,892.74 0.01%
GLP CAPITAL LP / FIN II 4%, due 01/15/2031 361841AQ2 615,000 $542,937.38 0.01%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 476,736 $427,035.56 0.01%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 616,417 $566,651.67 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 417,853 $372,919.04 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 409,131 $364,709.80 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 304,856 $279,903.56 0.01%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 613,460 $546,217.04 0.01%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 762,471 $700,004.21 0.01%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 733,667 $653,857.79 0.01%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 755,606 $693,642.33 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 379,049 $358,512.82 0.01%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 527,569 $484,182.57 0.01%
GNMA G2 MA5399,