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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 9/23/2021

Total Number of Holdings (excluding cash): 870

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Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 0.125%, due 08/31/2023 91282CCU3 487,100,000 $485,844,197.78 9.14%
Fannie Mae or Freddie Mac TBA, 2%, due 04/01/2051 01F0206B0 399,510,000 $400,805,291.36 7.54%
Fannie Mae or Freddie Mac TBA, 2.50%, due 05/01/2051 01F0226B6 375,675,000 $387,253,423.72 7.28%
U.S. Treasury Note, 0.125%, due 07/31/2023 91282CCN9 362,675,000 $361,938,316.42 6.81%
U.S. Treasury Bond, 2%, due 08/15/2051 912810SZ2 269,580,000 $274,297,650.00 5.16%
U.S. Treasury Bill, 0%, due 12/09/2021 912796J59 238,750,000 $238,736,138.18 4.49%
U.S. Treasury Note, 0.75%, due 08/31/2026 91282CCW9 223,970,000 $222,071,504.87 4.18%
U.S. Treasury Note, 0.625%, due 07/31/2026 91282CCP4 186,425,000 $183,825,245.58 3.46%
U.S. Treasury Bond, 2.375%, due 05/15/2051 912810SX7 83,975,000 $92,687,406.25 1.74%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 92,165,000 $92,028,192.11 1.73%
U.S. Treasury Bill, 0%, due 10/05/2021 912796M22 80,785,000 $80,784,907.10 1.52%
U.S. Treasury Note, 0.25%, due 09/30/2023 91282CDA6 78,965,000 $78,923,743.94 1.48%
Fannie Mae or Freddie Mac TBA, 2%, due 05/01/2036 01F0204B2 75,100,000 $77,379,404.41 1.46%
U.S. Treasury Note, 1.25%, due 08/15/2031 91282CCS8 69,055,000 $68,056,939.80 1.28%
Fannie Mae or Freddie Mac TBA, 1.50%, due 05/01/2036 01F0124B9 60,175,000 $60,762,647.99 1.14%
U.S. Treasury Bill, 0%, due 01/20/2022 912796K81 60,415,000 $60,408,563.98 1.14%
U.S. Treasury Bond, 2.25%, due 05/15/2041 912810SY5 56,704,000 $60,442,920.02 1.14%
U.S. Treasury Note, 0.875%, due 09/30/2026 91282CCZ2 59,070,000 $58,893,278.51 1.11%
U.S. Treasury Bill, 0%, due 01/06/2022 912796K65 56,430,000 $56,424,701.79 1.06%
Fannie Mae or Freddie Mac TBA, 2.50%, due 04/01/2051 01F0226A8 48,775,000 $50,371,619.37 0.95%
Fannie Mae or Freddie Mac TBA, 2%, due 04/01/2051 01F0206A2 44,450,000 $44,672,250.46 0.84%
GNMA TBA, 2%, due 01/01/2051 21H0206A8 44,050,000 $44,669,453.56 0.84%
U.S. Treasury Bill, 0%, due 12/21/2021 912796P78 43,090,000 $43,087,577.48 0.81%
U.S. Treasury Bill, 0%, due 12/14/2021 912796P60 36,725,000 $36,723,512.64 0.69%
GNMA TBA, 2.50%, due 02/01/2051 21H0226A4 33,575,000 $34,654,383.54 0.65%
GNMA TBA, 2.50%, due 03/01/2051 21H0226B2 31,375,000 $32,330,956.72 0.61%
U.S. Treasury Bill, 0%, due 10/07/2021 9127964V8 27,770,000 $27,769,987.50 0.52%
GS Mortgage Securities Trust Series 2012-ALOH, Class A, 3.551%, due 04/10/2034 36192HAA2 25,000,000 $25,167,425.00 0.47%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 22,617,960 $22,725,786.29 0.43%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 18,250,000 $21,055,572.50 0.40%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 19,764,202 $20,963,905.66 0.39%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 26,879,041 $20,996,837.10 0.39%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 21,056,737 $20,436,938.07 0.38%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 19,465,000 $19,597,292.70 0.37%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 18,111,555 $19,339,785.49 0.36%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $18,539,754.03 0.35%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 17,625,598 $18,730,352.93 0.35%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 17,303,537 $18,406,701.15 0.35%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 28,816,198 $18,057,566.64 0.34%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 16,134,884 $17,134,500.46 0.32%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 15,404,180 $16,688,172.77 0.31%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 15,676,034 $15,968,750.62 0.30%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 25,551,435 $16,093,666.03 0.30%
U.S. Treasury Bill, 0%, due 02/10/2022 912796L72 15,695,000 $15,693,030.43 0.30%
Citigroup Commercial Mortgage Trust Series 2020-WSS, Class A, Variable rate, due 02/15/2039 17328TAA3 14,620,261 $15,156,593.20 0.29%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 19,206,508 $15,629,318.78 0.29%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 14,347,253 $15,249,671.02 0.29%
MORGAN STANLEY Variable rate, due 07/20/2027 61747YEC5 15,355,000 $15,329,661.18 0.29%
AT&T INC 3.80%, due 12/01/2057 00206RMN9 14,047,000 $15,059,855.70 0.28%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 14,290,000 $14,387,593.13 0.27%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 13,860,000 $13,808,750.85 0.26%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 24,140,731 $13,858,257.16 0.26%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $14,012,054.00 0.26%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 13,618,272 $13,690,087.22 0.26%
U.S. Treasury Bill, 0%, due 01/13/2022 912796K73 13,970,000 $13,968,707.78 0.26%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 11,880,000 $13,149,959.29 0.25%
COMM Mortgage Trust Series 2013-SFS, Class A2, Variable rate, due 04/12/2035 12625EAC3 13,200,000 $13,511,578.08 0.25%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 13,400,000 $13,400,000.00 0.25%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 13,465,000 $13,484,120.97 0.25%
U.S. Treasury Inflation Indexed Bond, 0.125%, due 02/15/2051 912810SV1 11,240,000 $13,336,161.87 0.25%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 13,000,000 $13,015,496.00 0.24%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $12,497,715.00 0.24%
BAT CAPITAL CORP 3.557%, due 08/15/2027 05526DBB0 11,920,000 $12,849,634.13 0.24%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 13,020,000 $12,760,252.29 0.24%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 12,197,170 $12,915,974.10 0.24%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 20,939,630 $12,725,599.27 0.24%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $13,016,907.93 0.24%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 12,284,000 $12,331,111.60 0.23%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 11,418,000 $12,010,373.83 0.23%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 16,892,011 $11,492,141.81 0.22%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 11,708,372 $11,839,890.83 0.22%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 10,673,265 $11,665,514.32 0.22%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 11,135,110 $11,726,572.01 0.22%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 19,790,990 $11,767,963.90 0.22%
WLLMN 2021-1A B Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,662,069.40 0.22%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 11,320,000 $11,391,953.55 0.21%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 11,208,000 $11,362,902.41 0.21%
Credit Suisse Mortgage Trust Series 2019-RPL8, Class A1, Variable rate, due 10/25/2058 12596YAC4 11,107,553 $11,186,136.39 0.21%
GILEAD SCIENCES INC Variable rate, due 09/29/2023 375558BV4 11,260,000 $11,264,366.29 0.21%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 10,845,000 $10,950,743.09 0.21%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 28,977,326 $10,803,651.38 0.20%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 10,027,783 $10,827,652.92 0.20%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 14,925,305 $10,681,902.18 0.20%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 9,855,000 $10,859,579.57 0.20%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 8,270,000 $10,211,404.66 0.19%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $9,881,132.40 0.19%
Rockford Tower CLO Ltd Variable rate, due 10/20/2030 77341DAA5 10,000,000 $10,005,000.00 0.19%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 10,045,000 $10,056,889.66 0.19%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 9,565,000 $10,357,153.89 0.19%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $10,306,287.79 0.19%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 10,000,000 $10,051,976.00 0.19%
BX Commercial Mortgage Trust 2019-XL Series 2019-XL, Class A, Variable rate, due 10/15/2036 056054AA7 9,741,001 $9,769,467.34 0.18%
CIM Trust Series 2020-R4, Class A1A, Variable rate, due 06/25/2060 12559WAB5 9,862,290 $9,828,805.13 0.18%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 9,388,724 $9,407,051.90 0.18%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 8,779,970 $9,502,550.23 0.18%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 9,124,243 $9,781,625.62 0.18%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 14,083,479 $9,735,324.59 0.18%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 7,750,000 $9,494,466.10 0.18%
GS Mortgage Securities Trust Series 2019-70P, Class A, Variable rate, due 10/15/2036 36257MAA3 9,581,658 $9,586,336.72 0.18%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 8,705,534 $9,542,196.32 0.18%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 8,595,000 $9,491,856.28 0.18%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 8,686,706 $8,832,577.80 0.17%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 8,681,283 $9,259,028.35 0.17%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 9,105,000 $9,093,202.47 0.17%
HCA INC 4.125%, due 06/15/2029 404119BX6 8,233,000 $9,276,787.56 0.17%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 8,170,000 $8,817,086.96 0.17%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 8,972,500 $9,005,420.10 0.17%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 14,388,160 $8,486,288.04 0.16%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $8,519,520.49 0.16%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 8,776,315 $8,741,309.39 0.16%
COMM Mortgage Trust Series 2012-CR4, Class A3, 2.853%, due 10/15/2045 12624QAR4 8,249,616 $8,411,393.09 0.16%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 10,290,165 $8,301,947.71 0.16%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 8,467,000 $8,519,918.75 0.16%
HCA INC 5%, due 03/15/2024 404119BN8 7,704,000 $8,462,142.71 0.16%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 8,620,000 $8,632,050.76 0.16%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 8,500,000 $8,518,620.95 0.16%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 8,069,358 $8,160,009.36 0.15%
Fannie Mae or Freddie Mac TBA, 2%, due 05/01/2036 01F0204A4 7,725,000 $7,968,820.52 0.15%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 7,523,446 $8,150,949.23 0.15%
GE CAPITAL FUNDING LLC 4.40%, due 05/15/2030 36166NAJ2 6,562,000 $7,714,657.96 0.15%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 10,633,380 $7,916,534.71 0.15%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 7,800,000 $7,784,807.63 0.15%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 7,940,000 $7,962,413.59 0.15%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 8,015,000 $7,981,108.97 0.15%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 11,526,950 $7,713,098.51 0.15%
NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 636220AB1 7,000,000 $8,069,180.00 0.15%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 6,760,000 $7,844,451.09 0.15%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 8,286,331 $8,153,579.91 0.15%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 8,163,401 $8,032,333.89 0.15%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 7,747,766 $7,886,071.08 0.15%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 7,900,000 $7,954,005.51 0.15%
7-ELEVEN INC 0.80%, due 02/10/2024 817826AB6 7,335,000 $7,330,542.37 0.14%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 13,382,862 $7,662,344.26 0.14%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 6,760,000 $7,431,890.33 0.14%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 7,698,252 $7,405,189.94 0.14%
CITIGROUP INC Variable rate, due 06/09/2027 172967NA5 7,680,000 $7,657,521.18 0.14%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 7,180,000 $7,314,987.52 0.14%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 6,755,000 $7,321,314.00 0.14%
DUKE ENERGY CORP 2.55%, due 06/15/2031 26441CBL8 7,030,000 $7,181,006.58 0.14%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 6,931,475 $7,354,891.11 0.14%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 7,006,503 $7,448,286.17 0.14%
HSBC HOLDINGS PLC Variable rate, due 09/12/2026 404280BX6 6,920,000 $7,644,718.11 0.14%
LEVEL 3 PARENT LLC LVLTPT TL B 1L USD LX184214 7,360,000 $7,271,091.20 0.14%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 7,600,000 $7,538,154.55 0.14%
MORGAN STANLEY Variable rate, due 05/04/2027 61772BAB9 7,635,000 $7,674,877.91 0.14%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 9,806,458 $6,864,959.29 0.13%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 7,052,283 $7,051,369.91 0.13%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 7,509,595 $7,060,407.39 0.13%
DNB BANK ASA Variable rate, due 03/30/2028 25601B2B0 7,000,000 $7,000,000.00 0.13%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 7,100,000 $7,131,515.62 0.13%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 7,894,017 $7,059,760.34 0.13%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 6,645,000 $6,933,093.38 0.13%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $6,798,101.29 0.13%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 6,670,313 $7,145,572.26 0.13%
VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 92769XAR6 6,737,000 $6,913,610.46 0.13%
ZEP INC ZEP TL B 1L USD 7,118,151 $6,819,189.07 0.13%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 4,775,000 $6,325,854.55 0.12%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 5,705,000 $6,528,421.47 0.12%
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 404280CM9 6,665,000 $6,636,892.69 0.12%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 5,865,000 $6,489,006.69 0.12%
INTEL CORP 3.05%, due 08/12/2051 458140BW9 6,300,000 $6,518,211.59 0.12%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $6,203,701.40 0.12%
PERKINELMER INC 2.55%, due 03/15/2031 714046AH2 6,000,000 $6,140,213.82 0.12%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 6,785,000 $6,564,657.13 0.12%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 6,024,000 $6,312,549.60 0.12%
US ULTRA BOND CBT Dec21 WNZ1 33 $6,505,125.00 0.12%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 6,305,000 $6,511,046.08 0.12%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $6,116,772.84 0.12%
ABBVIE INC 4.50%, due 05/14/2035 00287YAR0 4,997,000 $6,005,470.00 0.11%
BX Trust Series 2020-FOX, Class F, Variable rate, due 11/15/2032 12433AAL3 5,569,732 $5,604,731.13 0.11%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 6,080,811 $5,744,530.84 0.11%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 5,477,055 $5,827,316.10 0.11%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 5,230,530 $5,676,506.97 0.11%
GENERAL ELECTRIC CO 6.75%, due 03/15/2032 36962GXZ2 4,275,000 $5,958,538.06 0.11%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 5,562,409 $5,645,525.10 0.11%
JPMORGAN CHASE & CO Variable rate, due 08/09/2025 46647PCM6 5,610,000 $5,585,669.32 0.11%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 5,553,383 $5,603,027.39 0.11%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 5,583,000 $5,869,072.92 0.11%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 7,374,822 $5,975,192.13 0.11%
ABBVIE INC 4.40%, due 11/06/2042 00287YAM1 4,150,000 $5,065,036.28 0.10%
AMAZON.COM INC 2.875%, due 05/12/2041 023135CA2 4,825,000 $5,080,041.25 0.10%
ATHENE GLOBAL FUNDING 1.985%, due 08/19/2028 04685A3C3 5,585,000 $5,542,849.50 0.10%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,090,000 $5,116,531.17 0.10%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 4,952,452 $5,404,364.84 0.10%
FRESENIUS MED CARE II 5.875%, due 01/31/2022 35802XAF0 4,999,000 $5,090,243.15 0.10%
GLP CAPITAL LP / FIN II 3.35%, due 09/01/2024 361841AN9 4,785,000 $5,056,979.40 0.10%
HUMANA INC 2.15%, due 02/03/2032 444859BR2 5,410,000 $5,347,813.35 0.10%
IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 453140AF2 5,085,000 $5,550,661.21 0.10%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $5,445,282.59 0.10%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 5,510,000 $5,286,690.94 0.10%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $5,153,055.26 0.10%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 4,500,000 $5,256,676.94 0.10%
THE MICHAELS COS INC 5.25%, due 05/01/2028 55916AAA2 5,035,000 $5,233,253.13 0.10%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ABR5 4,987,000 $5,073,025.75 0.10%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ACC7 5,090,000 $5,177,802.50 0.10%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 5,000,000 $5,501,975.00 0.10%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,715,000 $5,211,589.93 0.10%
WELLS FARGO & COMPANY Variable rate, due 04/30/2026 95000U2N2 5,385,000 $5,567,879.02 0.10%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 5,364,000 $5,558,001.83 0.10%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 4,296,000 $4,696,478.06 0.09%
ALIMENTATION COUCHE-TARD 3.80%, due 01/25/2050 01626PAN6 4,230,000 $4,622,128.87 0.09%
AMERICAN CAMPUS CMNTYS 3.30%, due 07/15/2026 024836AE8 4,545,000 $4,873,462.42 0.09%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 4,975,000 $4,936,991.00 0.09%
AT&T INC 2.55%, due 12/01/2033 00206RMM1 4,945,000 $4,924,088.93 0.09%
AT&T INC 4.50%, due 03/09/2048 00206RDJ8 3,880,000 $4,644,904.52 0.09%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,121,518 $5,042,573.80 0.09%
AVOLON TLB BORROWER 1 US AVOL TL B5 1L USD 5,000,000 $5,001,250.00 0.09%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 4,800,000 $4,820,140.27 0.09%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 4,610,083 $4,691,468.97 0.09%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 4,760,000 $4,917,451.28 0.09%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 4,701,030 $4,690,472.81 0.09%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 5,054,811 $4,991,626.06 0.09%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 4,189,616 $4,572,704.95 0.09%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 4,699,254 $4,762,378.29 0.09%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 4,283,164 $4,530,297.19 0.09%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 4,614,052 $4,940,210.35 0.09%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 4,688,038 $4,934,343.19 0.09%
GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $5,003,410.00 0.09%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 5,035,069 $4,934,574.17 0.09%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 4,758,000 $4,778,770.34 0.09%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 4,855,000 $4,934,571.27 0.09%
JPMORGAN CHASE & CO Variable rate, due 04/22/2026 46647PBK1 4,875,000 $5,022,046.72 0.09%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 5,000,000 $5,004,785.15 0.09%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 4,280,000 $4,613,506.38 0.09%
Magnetite CLO Ltd Series 2012-7A, Class A1R2, Variable rate, due 01/15/2028 55951PBA4 4,634,184 $4,637,528.08 0.09%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 6,740,948 $5,050,193.06 0.09%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 4,895,000 $4,985,178.09 0.09%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 4,775,000 $4,930,760.50 0.09%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $4,614,716.49 0.09%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 5,054,000 $4,953,616.44 0.09%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 4,860,170 $4,811,694.11 0.09%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 4,920,359 $4,940,044.98 0.09%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 4,024,000 $4,738,243.90 0.09%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $4,828,727.26 0.09%
TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 88032WBC9 4,540,000 $4,894,380.51 0.09%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 4,600,000 $4,667,427.35 0.09%
VERIZON COMMUNICATIONS 2.355%, due 03/15/2032 92343VGM0 5,000,000 $5,000,411.25 0.09%
VIACOMCBS INC 4.20%, due 05/19/2032 92556HAD9 4,000,000 $4,600,846.12 0.09%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 4,128,000 $4,327,864.92 0.08%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 4,320,000 $4,499,278.32 0.08%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 3,500,000 $4,417,021.91 0.08%
AVANTOR INC AVTR TL B 1L USD 4,228,750 $4,231,414.11 0.08%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAB7 4,157,000 $4,172,588.75 0.08%
CIGNA CORP 2.40%, due 03/15/2030 125523CL2 4,204,000 $4,302,634.97 0.08%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 3,947,000 $4,133,586.69 0.08%
COMMONSPIRIT HEALTH 2.76%, due 10/01/2024 20268JAA1 4,135,000 $4,352,199.35 0.08%
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 225401AQ1 4,095,000 $4,179,678.58 0.08%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 4,225,000 $4,088,597.48 0.08%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 3,606,000 $4,393,034.24 0.08%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 3,799,783 $4,123,721.95 0.08%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $4,067,191.12 0.08%
FORD MOTOR CREDIT CO LLC 2.979%, due 08/03/2022 345397YQ0 4,000,000 $4,047,000.00 0.08%
HORIZON THERAPEUTICS USA HZNP TL B 1L USD 4,339,125 $4,326,454.76 0.08%
HSBC HOLDINGS PLC Variable rate, due 05/24/2025 404280CS6 4,310,000 $4,302,108.17 0.08%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 3,680,000 $4,030,846.23 0.08%
INTL FLAVOR & FRAGRANCES 5%, due 09/26/2048 459506AL5 3,114,000 $4,150,407.34 0.08%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 4,375,010 $4,201,675.43 0.08%
NAVICURE INC NAVCUR TL B 1L USD LX182640 4,001,473 $4,003,993.98 0.08%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $4,145,119.74 0.08%
ORGANON & CO ORGNON TL B 1L USD 4,000,000 $4,006,440.00 0.08%
SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN TAXABLE, 2.825%, due 11/01/2041 79771FAA5 4,040,000 $4,126,912.92 0.08%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 4,150,000 $4,222,854.08 0.08%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 4,041,283 $3,998,559.02 0.08%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 3,770,000 $4,046,106.81 0.08%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 4,372,000 $4,288,276.20 0.08%
UNITEDHEALTH GROUP INC 3.05%, due 05/15/2041 91324PEE8 4,075,000 $4,319,188.43 0.08%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 8,630,753 $4,325,365.57 0.08%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 3,724,608 $3,761,890.31 0.07%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,809,360 $3,903,165.02 0.07%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 3,140,000 $3,623,447.84 0.07%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 3,175,000 $3,754,942.55 0.07%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 3,160,000 $3,613,271.82 0.07%
Bear Stearns Mortgage Funding Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 4,013,938 $3,789,520.77 0.07%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 3,817,405 $3,565,959.34 0.07%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,989,848 $3,964,911.17 0.07%
CREDIT SUISSE GROUP AG 4.282%, due 01/09/2028 225401AC2 3,365,000 $3,750,463.58 0.07%
CROWN FINANCE US INC CINELN PIK-TERM B1 1L USD LX191039 3,231,658 $3,977,362.99 0.07%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 3,425,000 $3,588,817.75 0.07%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 3,485,000 $3,580,837.50 0.07%
ENERGY TRANSFER LP 4.90%, due 03/15/2035 29273RBE8 3,200,000 $3,729,284.80 0.07%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 3,180,000 $3,982,164.51 0.07%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 3,569,749 $3,869,911.98 0.07%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 3,830,000 $3,779,137.60 0.07%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 3,525,000 $3,826,352.25 0.07%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 3,828,068 $3,771,259.65 0.07%
HCA INC 4.50%, due 02/15/2027 404119BU2 3,250,000 $3,674,021.72 0.07%
IHS MARKIT LTD 4.75%, due 02/15/2025 44962LAB3 3,510,000 $3,902,646.15 0.07%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 2,860,000 $3,518,071.71 0.07%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 4,040,697 $3,745,187.17 0.07%
INTELSAT JACKSON HLDG INTEL TL 1L USD 3,500,000 $3,513,125.00 0.07%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAZ9 2,755,000 $3,462,687.43 0.07%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 3,609,784 $3,486,815.20 0.07%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 2,585,000 $3,457,830.16 0.07%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,947,302.58 0.07%
MASTR Asset Backed Securities Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 7,665,497 $3,488,990.16 0.07%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 6,063,922 $3,623,212.50 0.07%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 3,819,787 $3,918,157.46 0.07%
NEW YORK NY TAXABLE, 1.923%, due 08/01/2031 64966QRQ5 3,620,000 $3,591,027.69 0.07%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 3,170,000 $3,478,511.37 0.07%
NORTHEAST FOODS LLC DHAGRO TL B 1L USD 3,696,419 $3,638,681.39 0.07%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 3,300,000 $3,774,408.00 0.07%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 3,260,000 $3,832,684.20 0.07%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 3,873,904 $3,841,183.91 0.07%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 3,340,000 $3,701,037.31 0.07%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 3,701,277 $3,633,529.66 0.07%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 2,777,000 $3,572,587.67 0.07%
WRKCO INC 3%, due 06/15/2033 92940PAG9 3,670,000 $3,866,072.76 0.07%
AERCAP IRELAND CAP/GLOBAL 2.875%, due 08/14/2024 00774MAM7 2,930,000 $3,050,278.46 0.06%
American Money Management Corp. Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 3,176,040 $3,180,068.20 0.06%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 2,700,000 $3,437,571.10 0.06%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $3,356,543.34 0.06%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 2,839,000 $3,201,017.50 0.06%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $3,208,685.36 0.06%
CHARTER NEX US INC CHANEX TL 1L USD 3,144,786 $3,150,415.20 0.06%
DENTSPLY SIRONA INC 3.25%, due 06/01/2030 24906PAA7 3,015,000 $3,243,542.04 0.06%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAA4 5,275,000 $3,441,937.50 0.06%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 2,800,000 $3,217,760.00 0.06%
ENERGY TRANSFER LP 6.125%, due 12/15/2045 29273RBJ7 2,600,000 $3,342,374.10 0.06%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 2,914,177 $3,110,783.36 0.06%
FORD MOTOR CREDIT CO LLC N/C, 5.596%, due 01/07/2022 345397ZM8 2,916,000 $2,954,053.80 0.06%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 2,695,660 $2,944,580.24 0.06%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 3,045,493 $3,357,988.50 0.06%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 3,069,495 $3,349,376.27 0.06%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 2,625,000 $3,302,945.63 0.06%
HEALTHCARE TRUST OF AMERICA 2%, due 03/15/2031 42225UAH7 3,490,000 $3,393,777.45 0.06%
ITC HOLDINGS CORP 2.95%, due 05/14/2030 465685AQ8 3,000,000 $3,171,155.43 0.06%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 2,635,000 $3,377,653.91 0.06%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 3,087,105 $3,008,933.22 0.06%
Navient Student Loan Trust Series 2017-5A, Class A, Variable rate, due 07/26/2066 63940CAA2 3,292,219 $3,315,411.17 0.06%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX REV TAXABLE, 5%, due 03/15/2024 649902S95 2,690,000 $2,978,150.38 0.06%
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 71654QDD1 3,095,000 $2,998,699.09 0.06%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 2,913,000 $3,197,600.10 0.06%
POST HOLDINGS INC 4.625%, due 04/15/2030 737446AQ7 2,877,000 $2,941,732.50 0.06%
REPUBLIC OF CHILE 3.24%, due 02/06/2028 168863CF3 2,800,000 $3,014,830.00 0.06%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $3,117,096.00 0.06%
Stanwich Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 03/15/2049 85501PAA7 3,226,732 $3,259,308.29 0.06%
TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 88032WAN6 2,775,000 $3,052,871.30 0.06%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 2,450,000 $3,061,296.79 0.06%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAX3 2,845,000 $3,334,184.89 0.06%
WELLS FARGO & COMPANY Variable rate, due 04/30/2041 95000U2Q5 3,270,000 $3,433,529.07 0.06%
2021-12-10 EURO$ 2YR MID-CRV Dec23 P 99.13 3,170 $2,496,375.00 0.05%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,626,215.34 0.05%
ANTHEM INC 2.875%, due 09/15/2029 036752AL7 2,300,000 $2,442,755.74 0.05%
BANK OF AMERICA CORP Variable rate, due 03/05/2029 06051GHG7 2,345,000 $2,632,165.60 0.05%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 2,280,000 $2,492,120.53 0.05%
Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 2,969,895 $2,866,351.11 0.05%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 2,475,000 $2,790,668.50 0.05%
CIGNA CORP 3.40%, due 03/15/2051 125523CQ1 2,279,000 $2,429,222.81 0.05%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,375,000 $2,592,119.25 0.05%
Citimortgage Alternative Loan Series 2006-A4, Class 1A8, 6%, due 09/25/2036 17309VAH6 2,530,619 $2,492,834.57 0.05%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 1,850,000 $2,449,625.90 0.05%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 2,332,466 $2,475,070.11 0.05%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 2,597,197 $2,733,932.88 0.05%
FIFTH THIRD BANCORP 2.55%, due 05/05/2027 316773DA5 2,720,000 $2,863,537.26 0.05%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 2,264,830 $2,494,277.62 0.05%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 2,353,549 $2,539,470.98 0.05%
HCRX INVESTMENTS HOLDCO 4.50%, due 08/01/2029 40390FAA8 2,600,000 $2,648,438.00 0.05%
IHS MARKIT LTD 3.625%, due 05/01/2024 44962LAH0 2,500,000 $2,661,298.68 0.05%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,446,439.80 0.05%
Legacy Mortgage Asset Trust Series 2019-GS1, Class A1, Variable rate, due 01/25/2059 52473VAA8 2,607,408 $2,612,999.57 0.05%
Magnetite CLO Ltd Series 2020-27A, Class A1, Variable rate, due 07/20/2033 55955EAA6 2,500,000 $2,504,317.40 0.05%
METROPOLITAN EDISON CO 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,521,565.89 0.05%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 2,600,000 $2,717,910.00 0.05%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,602,636.05 0.05%
RELX CAPITAL INC 3%, due 05/22/2030 74949LAD4 2,500,000 $2,675,608.58 0.05%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,855,000 $2,848,692.48 0.05%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 2,725,300 $2,644,257.78 0.05%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 2,300,000 $2,564,366.30 0.05%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 2,763,750 $2,773,367.85 0.05%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AX8 2,630,000 $2,619,439.21 0.05%
VENTAS REALTY LP 4.875%, due 04/15/2049 92277GAQ0 2,150,000 $2,728,343.08 0.05%
VERIZON COMMUNICATIONS 2.55%, due 03/21/2031 92343VGJ7 2,585,000 $2,643,169.69 0.05%
WELLS FARGO & COMPANY 3.75%, due 01/24/2024 95000U2C6 2,300,000 $2,461,063.43 0.05%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 1,870,000 $2,316,547.51 0.04%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 2,037,000 $2,152,379.76 0.04%
ADMI CORP ASPDEN TL B2 1L USD LX192321 2,144,625 $2,124,079.49 0.04%
AEP TRANSMISSION CO LLC 3.75%, due 12/01/2047 00115AAH2 2,000,000 $2,315,628.80 0.04%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,999,714.86 0.04%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,995,000 $2,057,724.02 0.04%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,925,167 $1,894,508.38 0.04%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,855,000 $1,993,341.48 0.04%
BAYER US FINANCE II LLC 3.875%, due 12/15/2023 07274NAE3 1,895,000 $2,014,312.43 0.04%
BECTON DICKINSON AND CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,283,519.42 0.04%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 2,125,000 $2,236,031.25 0.04%
CENTURYLINK INC CTL TL B 1L USD LX185338 2,236,149 $2,210,366.18 0.04%
CIGNA CORP 3.40%, due 03/01/2027 125523CB4 2,000,000 $2,192,734.88 0.04%
CITIGROUP INC Variable rate, due 03/31/2031 172967MP3 1,670,000 $1,946,248.98 0.04%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 2,180,000 $2,317,691.05 0.04%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 1,985,000 $2,144,546.88 0.04%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,961,664 $2,212,185.46 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 1,965,000 $1,971,683.63 0.04%
Deutsche Bank Commercial Mortgage Trust Series 2016-SFC, Class A, 2.833%, due 08/10/2036 23312RAA3 2,050,000 $2,102,687.26 0.04%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,338,010 $2,311,707.59 0.04%
ENERGY TRANSFER LP 4.95%, due 06/15/2028 29278NAF0 2,030,000 $2,345,308.09 0.04%
ENERGY TRANSFER LP 6.50%, due 02/01/2042 29273RAR0 1,463,000 $1,941,061.73 0.04%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,823,686 $1,977,141.94 0.04%
Fannie Mae FN BL6060, 2.455%, due 04/01/2040 3140HXWW6 2,120,000 $2,250,037.41 0.04%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $2,040,163.19 0.04%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,976,756 $2,089,544.83 0.04%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 2,032,972 $2,212,569.83 0.04%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,789,576 $1,958,708.67 0.04%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 1,891,010 $2,063,991.82 0.04%
GENERAL MOTORS FINL CO 3.15%, due 06/30/2022 37045XBY1 2,095,000 $2,134,036.45 0.04%
GENERAL MOTORS FINL CO 4.20%, due 11/06/2021 37045XCP9 2,140,000 $2,148,634.20 0.04%
GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 37045XAQ9 2,360,000 $2,360,000.00 0.04%
GEORGIA-PACIFIC LLC 2.30%, due 04/30/2030 37331NAK7 2,200,000 $2,263,557.74 0.04%
GLP CAPITAL LP / FIN II 5.25%, due 06/01/2025 361841AJ8 2,135,000 $2,389,257.15 0.04%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 1,950,000 $2,082,173.73 0.04%
HEALTHCARE REALTY TRUST 2.05%, due 03/15/2031 421946AM6 2,000,000 $1,952,864.74 0.04%
HEALTHCARE TRUST OF AMER 3.10%, due 02/15/2030 42225UAG9 2,000,000 $2,117,183.36 0.04%
ICON LUXEMBOURG SARL ICLR TL B 1L USD 2,073,409 $2,078,260.66 0.04%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 3,860,000 $2,166,425.00 0.04%
INTELSAT JACKSON HLDG INTEL TL B3 1L USD 2,000,000 $2,022,860.00 0.04%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD LX194307 2,375,000 $2,378,633.75 0.04%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,933,850.28 0.04%
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 46647PBH8 1,895,000 $1,944,935.85 0.04%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,633,000 $1,964,564.32 0.04%
LEVEL 3 FINANCING INC 3.40%, due 03/01/2027 527298BP7 1,985,000 $2,091,177.65 0.04%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 1,870,000 $2,010,223.30 0.04%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,963,930.18 0.04%
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 2.529%, due 10/01/2030 59333P5G9 2,000,000 $2,068,400.20 0.04%
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 60855RAJ9 2,000,000 $2,095,770.00 0.04%
MORGAN STANLEY Variable rate, due 01/20/2023 6174468K8 2,145,000 $2,149,417.07 0.04%
New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 64352VMW8 1,959,032 $1,963,976.57 0.04%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,991,046.00 0.04%
Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 65540XAA5 1,865,978 $1,907,862.18 0.04%
ORACLE CORP 2.875%, due 03/25/2031 68389XCE3 2,005,000 $2,092,241.40 0.04%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 2,430,000 $2,172,748.06 0.04%
PROAMPAC PG BORROWER LLC PROLAM TL B 1L USD 2,224,187 $2,226,411.19 0.04%
SLM Student Loan Trust Series 2008-8, Class A4, Variable rate, due 04/25/2023 78445GAD5 2,312,178 $2,326,885.49 0.04%
STATE OF QATAR 3.75%, due 04/16/2030 BL6BZF3 1,900,000 $2,165,737.80 0.04%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $2,363,673.04 0.04%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 4,027,685 $1,998,196.35 0.04%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,892,810.46 0.04%
ABBVIE INC 3.80%, due 03/15/2025 00287YCX5 1,390,000 $1,511,068.25 0.03%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 1,500,000 $1,513,358.93 0.03%
AIR LEASE CORP 3.50%, due 01/15/2022 00912XBE3 1,485,000 $1,499,282.17 0.03%
ALCON FINANCE CORP 2.60%, due 05/27/2030 01400EAD5 1,500,000 $1,544,797.92 0.03%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 1,412,000 $1,734,763.01 0.03%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 1,200,000 $1,483,757.92 0.03%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,803,326.19 0.03%
BANK OF AMERICA CORP Variable rate, due 06/19/2026 06051GJD2 1,500,000 $1,500,366.41 0.03%
BECTON DICKINSON AND CO 3.363%, due 06/06/2024 075887BV0 1,534,000 $1,632,390.93 0.03%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,793,876.83 0.03%
BOSTON PROPERTIES LP 3.25%, due 01/30/2031 10112RBD5 1,593,000 $1,699,195.91 0.03%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,362,027.50 0.03%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,826,242.79 0.03%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 1,475,000 $1,530,097.24 0.03%
CYRUSONE LP/CYRUSONE FIN 2.15%, due 11/01/2030 23283PAT1 1,945,000 $1,839,269.80 0.03%
DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 233851CK8 1,440,000 $1,442,797.73 0.03%
DIAGEO CAPITAL PLC 2.125%, due 04/29/2032 25243YBE8 1,800,000 $1,806,981.52 0.03%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 1,680,000 $1,738,800.00 0.03%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,820,076.29 0.03%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,621,417 $1,655,940.71 0.03%
ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 29273DAC4 2,481,000 $1,665,582.14 0.03%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 1,225,000 $1,446,716.62 0.03%
ENERGY TRANSFER LP 5.30%, due 04/01/2044 86765BAP4 1,135,000 $1,339,491.85 0.03%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 1,585,958 $1,740,857.48 0.03%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 1,283,637 $1,396,480.81 0.03%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 1,282,423 $1,389,471.55 0.03%
FISERV INC 2.25%, due 06/01/2027 337738BB3 1,400,000 $1,447,597.27 0.03%
FORD MOTOR CREDIT CO LLC N/C, 3.813%, due 10/12/2021 345397ZH9 1,585,000 $1,588,090.75 0.03%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 1,426,418 $1,518,634.52 0.03%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 1,340,919 $1,444,780.35 0.03%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,674,311 $1,823,141.10 0.03%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 1,503,647 $1,620,710.31 0.03%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 1,517,477 $1,548,045.09 0.03%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 1,636,712 $1,785,663.36 0.03%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,800,000 $1,791,033.37 0.03%
GENTIVA HEALTH SERVICES KND TL B 1L USD 1,388,120 $1,385,801.72 0.03%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,413,630.90 0.03%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,519,407 $1,338,790.25 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,659,399 $1,670,611.04 0.03%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,525,201 $1,617,632.87 0.03%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 1,336,984 $1,424,571.37 0.03%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 1,325,365 $1,404,293.41 0.03%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 1,371,886 $1,343,023.35 0.03%
HCA INC N/C, 7.69%, due 06/15/2025 197677AG2 1,400,000 $1,696,436.00 0.03%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 1,689,000 $1,751,307.21 0.03%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,563,962 $1,466,911.29 0.03%
INTERSTATE POWER & LIGHT 3.25%, due 12/01/2024 461070AL8 1,250,000 $1,334,715.72 0.03%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,788,410 $1,562,832.01 0.03%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,600,000 $1,692,592.00 0.03%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 BKS9J89 1,567,000 $1,657,682.29 0.03%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 1,300,000 $1,336,381.10 0.03%
Legacy Mortgage Asset Trust Series 2019-GS4, Class A1, Variable rate, due 05/25/2059 52473CAA0 1,808,095 $1,810,189.85 0.03%
LEXINGTON REALTY TRUST 2.375%, due 10/01/2031 529537AA0 1,837,000 $1,802,142.21 0.03%
LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,638,260.01 0.03%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 1,225,000 $1,698,686.06 0.03%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 55316PAA5 1,730,000 $1,814,783.84 0.03%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 1,300,000 $1,384,006.17 0.03%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,526,808.67 0.03%
Natixis Commercial Mortgage Securities Series 2020-2PAC, Class A, 2.966%, due 01/15/2025 63875DAA9 1,490,000 $1,557,153.42 0.03%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,750,000 $1,818,182.10 0.03%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX TAXABLE, 2.957%, due 02/15/2032 64990FQY3 1,405,000 $1,525,154.76 0.03%
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 674599DG7 2,879,000 $1,623,036.25 0.03%
PATHWAY VET ALLIANCE LLC PATVET TL 1L USD 1,465,562 $1,460,066.63 0.03%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 1,705,000 $1,526,171.07 0.03%
PETRONAS CAPITAL LTD 2.48%, due 01/28/2032 71675CAB4 1,650,000 $1,671,549.66 0.03%
PLAINS ALL AMERICAN PIPELINE 3.80%, due 09/15/2030 72650RBN1 1,350,000 $1,452,038.49 0.03%
PLAZE INC PLAZEI TL B 1L USD 1,542,250 $1,535,510.37 0.03%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 1,570,000 $1,643,813.97 0.03%
ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 77340RAT4 1,500,000 $1,573,267.50 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,509,661.20 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 1,585,000 $1,584,203.20 0.03%
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 M8237RAH7 1,800,000 $1,812,042.00 0.03%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 BYQ6MG9 1,660,000 $1,804,420.00 0.03%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 1,586,165 $1,604,989.91 0.03%
SPIN HOLDCO INC DRY TL 1L USD 1,690,763 $1,693,264.83 0.03%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 1,350,000 $1,353,665.39 0.03%
THE WALT DISNEY COMPANY 3.60%, due 01/13/2051 254687FZ4 1,380,000 $1,583,022.66 0.03%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 1,775,000 $1,823,368.75 0.03%
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 893828AA1 1,781,447 $1,821,066.64 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,400,000 $1,609,678.00 0.03%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 1,375,000 $1,634,082.44 0.03%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 1,600,000 $1,759,409.89 0.03%
ABBVIE INC 4.05%, due 11/21/2039 00287YCA5 690,000 $808,185.73 0.02%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $1,054,539.09 0.02%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 00774MAA3 1,100,000 $1,119,236.22 0.02%
AIR LEASE CORP 0.70%, due 02/15/2024 00914AAL6 940,000 $934,690.01 0.02%
ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 015271AP4 1,107,000 $1,223,918.26 0.02%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 976,428 $987,566.69 0.02%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 800,000 $867,975.36 0.02%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 800,000 $835,536.00 0.02%
ARAB REPUBLIC OF EGYPT N/C, 7.6003%, due 03/01/2029 03846JW71 1,200,000 $1,283,875.20 0.02%
BAYER US FINANCE II LLC 3.375%, due 07/15/2024 07274NAW3 1,045,000 $1,105,704.92 0.02%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $981,479.04 0.02%
BECTON DICKINSON N/C, 6.70%, due 08/01/2028 075887AQ2 1,000,000 $1,268,692.56 0.02%
BERRY GLOBAL INC BERY TL Z 1L USD 1,273,386 $1,265,426.89 0.02%
BOSTON PROPERTIES LP 3.20%, due 01/15/2025 10112RAZ7 785,000 $833,620.16 0.02%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,129,610 $1,126,991.28 0.02%
CIGNA CORP 3.875%, due 10/15/2047 125523BK5 1,030,000 $1,165,710.85 0.02%
Citigroup Mortgage Loan Trust Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 1,054,229 $1,051,390.21 0.02%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $1,049,320.73 0.02%
CPI HOLDCO LLC COLEPA TL 1L USD 893,216 $892,474.70 0.02%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $859,174.25 0.02%
DIRECTV FINANCING LLC DIFILL TL 1L USD LX196261 1,000,000 $1,001,460.00 0.02%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 885,483 $885,724.93 0.02%
EMPRESAS PUBLIC MEDELLIN N/C, 4.375%, due 02/15/2031 P9379RBC0 1,200,000 $1,201,980.00 0.02%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $811,148.27 0.02%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 1,078,993 $1,146,821.65 0.02%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 989,445 $1,063,149.79 0.02%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 1,047,948 $1,143,852.33 0.02%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 850,269 $903,713.38 0.02%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 978,470 $1,002,592.20 0.02%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 1,014,927 $1,056,856.53 0.02%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $878,519.31 0.02%
FED REPUBLIC OF BRAZIL 2.875%, due 06/06/2025 105756CD0 1,200,000 $1,233,828.00 0.02%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 EJ5310192 840,000 $866,346.60 0.02%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 1,090,291 $1,159,334.62 0.02%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 952,403 $1,056,989.25 0.02%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 941,655 $1,022,113.76 0.02%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 854,016 $938,418.09 0.02%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 893,160 $974,977.05 0.02%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 862,302 $929,530.39 0.02%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 771,160 $829,858.14 0.02%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 996,877 $1,084,648.99 0.02%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 974,466 $1,051,908.22 0.02%
GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 36962GW75 1,000,000 $990,632.10 0.02%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 1,150,000 $1,242,529.00 0.02%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 772,531 $814,550.35 0.02%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 1,035,303 $1,100,422.10 0.02%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 1,011,552 $1,063,300.28 0.02%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 1,229,264 $1,294,394.68 0.02%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 924,202 $982,645.71 0.02%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 769,373 $826,396.01 0.02%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 784,209 $823,152.55 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 38141GXM1 955,000 $942,114.06 0.02%
GSAA Home Equity Trust Series 2005-6, Class M1, Variable rate, due 06/25/2035 36242D3X9 1,207,948 $1,219,311.15 0.02%
HCA INC 5.25%, due 04/15/2025 404119BQ1 950,000 $1,078,200.26 0.02%
HEALTHCARE REALTY TRUST 3.625%, due 01/15/2028 421946AK0 914,000 $1,005,754.28 0.02%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 878,029 $879,126.42 0.02%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $1,156,412.35 0.02%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 2,000,000 $1,077,500.00 0.02%
INTELSAT JACKSON HLDG 6.625%, due 01/02/2024 1,250,000 $1,268,950.00 0.02%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,424,499 $1,034,793.95 0.02%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 860,000 $855,564.67 0.02%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 1,000,000 $1,065,983.32 0.02%
KRAFT HEINZ FOODS CO 5%, due 07/15/2035 50077LAL0 1,000,000 $1,241,307.40 0.02%
LIFE STORAGE LP 2.20%, due 10/15/2030 53227JAC8 1,135,000 $1,133,949.63 0.02%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $877,413.21 0.02%
MIRION TECHNOLOGIES INC MION TL B 1L USD 1,290,101 $1,290,914.26 0.02%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 800,707 $815,289.60 0.02%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $1,096,910.63 0.02%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 1,127,792 $1,142,754.02 0.02%
Palmer Square Loan Funding Ltd Series 2019-4A, Class A1, Variable rate, due 10/24/2027 69689HAA3 1,069,609 $1,070,143.96 0.02%
PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 70014LAC4 850,000 $889,456.64 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $893,106.22 0.02%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 957,000 $1,005,838.77 0.02%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 1,200,000 $1,198,108.80 0.02%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,139,542 $1,140,681.74 0.02%
SANTANDER UK GROUP HLDGS Variable rate, due 11/03/2028 80281LAG0 1,190,000 $1,305,048.07 0.02%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 830,559 $815,300.06 0.02%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 800,000 $950,249.60 0.02%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 816,687 $814,163.57 0.02%
T-MOBILE USA INC 4.50%, due 04/15/2050 87264AAZ8 750,000 $904,084.86 0.02%
UNITEDHEALTH GROUP INC 3.875%, due 08/15/2059 91324PDV1 725,000 $884,771.89 0.02%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $1,043,941.28 0.02%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 886,939 $869,797.37 0.02%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 1,125,000 $1,229,649.62 0.02%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 634,800 $651,951.41 0.01%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $370,696.00 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $556,103.55 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $278,412.79 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $718,143.32 0.01%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 332,000 $362,720.29 0.01%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.75%, due 01/23/2029 035240AQ3 635,000 $752,358.85 0.01%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 343,243 $343,243.06 0.01%
Babson CLO Ltd Series 2016-2A, Class AR, Variable rate, due 07/20/2028 06761CAA7 590,306 $591,557.57 0.01%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 245,000 $284,850.98 0.01%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 385,000 $514,419.38 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 695,157 $686,075.33 0.01%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $645,862.00 0.01%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 425,000 $498,601.10 0.01%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $274,257.55 0.01%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $303,715.02 0.01%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 400,000 $422,500.00 0.01%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $656,387.64 0.01%
CODELCO INC N/C, 4.50%, due 09/16/2025 P3143NAW4 267,000 $296,849.61 0.01%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $322,223.90 0.01%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $623,975.96 0.01%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 538,327 $545,926.53 0.01%
CREDIT SUISSE GROUP AG N/C, 4.55%, due 04/17/2026 225433AR2 460,000 $517,939.67 0.01%
DIAMOND SPORTS GROUP LLC DSPORT TL B 1L USD LX180415 947,589 $582,985.08 0.01%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 572,000 $573,102.85 0.01%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 726,000 $790,855.39 0.01%
ENERGY TRANSFER LP 3.75%, due 05/15/2030 29278NAQ6 315,000 $341,471.75 0.01%
ENERGY TRANSFER LP 4.20%, due 04/15/2027 29273RBK4 375,000 $416,541.99 0.01%
ENERGY TRANSFER LP 5.15%, due 03/15/2045 29273RBF5 260,000 $304,446.05 0.01%
EXXON MOBIL CORPORATION 4.227%, due 03/19/2040 30231GBF8 635,000 $765,924.10 0.01%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 437,934 $470,721.00 0.01%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 361,626 $385,602.21 0.01%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 585,153 $616,060.25 0.01%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 551,288 $580,168.00 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 605,961 $657,827.42 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 516,622 $560,077.54 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 731,096 $778,999.86 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 540,874 $586,476.05 0.01%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 341,069 $369,730.54 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 630,357 $699,324.70 0.01%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 327,173 $359,822.23 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 555,483 $600,831.32 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 575,501 $620,076.56 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 640,752 $675,800.45 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 595,308 $634,051.86 0.01%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 282,595 $304,864.06 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 618,712 $658,805.79 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 645,799 $698,606.83 0.01%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 295,103 $314,241.36 0.01%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 254,964 $276,122.34 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 604,079 $636,486.44 0.01%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 446,458 $463,606.55 0.01%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 421,625 $438,890.57 0.01%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $710,164.75 0.01%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 400,000 $426,914.00 0.01%
FISERV INC 2.65%, due 06/01/2030 337738BC1 510,000 $526,699.90 0.01%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 705,000 $712,050.00 0.01%
FORD MOTOR CREDIT CO LLC N/C, 4.25%, due 09/20/2022 345397WF6 655,000 $672,717.75 0.01%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/28/2022 345397YJ6 390,000 $389,514.27 0.01%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 285,000 $285,003.94 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 453,775 $482,064.32 0.01%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 279,879 $297,287.82 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 624,535 $660,829.61 0.01%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 299,458 $317,331.62 0.01%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 320,413 $347,531.47 0.01%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 581,973 $613,976.77 0.01%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 356,977 $376,922.06 0.01%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 454,745 $487,580.72 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 454,628 $496,297.08 0.01%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 296,330 $323,480.98 0.01%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 430,386 $466,200.77 0.01%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 303,124 $322,730.17 0.01%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 362,550 $392,255.00 0.01%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 434,606 $470,215.28 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 444,284 $491,163.36 0.01%
Freddie Mac FR ZS8602, 3%, due 03/01/2031 3132A9RX7 445,851 $472,037.39 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 560,896 $617,582.88 0.01%
Freddie Mac G08788, 3.50%, due 11/01/2047 3128MJ2W9 432,743 $460,394.28 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 264,186 $302,039.33 0.01%
GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 37045XAW6 760,000 $768,696.06 0.01%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 708,543 $707,202.51 0.01%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 400,000 $423,508.00 0.01%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 266,665 $283,720.81 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 685,743 $722,202.51 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 649,682 $684,917.74 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 540,088 $572,724.42 0.01%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 416,619 $452,501.46 0.01%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 460,376 $492,847.96 0.01%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 329,255 $346,090.55 0.01%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 470,231 $499,401.44 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 699,488 $748,807.85 0.01%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 360,767 $386,197.59 0.01%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 288,892 $308,013.72 0.01%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 351,225 $361,552.74 0.01%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 365,849 $376,941.40 0.01%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 265,136 $283,783.02 0.01%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 299,371 $321,552.33 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 752,190 $777,948.55 0.01%
GOLDMAN SACHS GROUP INC 3.50%, due 11/16/2026 38145GAH3 734,000 $796,649.28 0.01%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 750,000 $765,123.00 0.01%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 430,385 $386,894.79 0.01%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 400,000 $501,974.14 0.01%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 640,226 $637,427.76 0.01%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $369,967.99 0.01%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 500,000 $512,898.02 0.01%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 250,000 $295,473.03 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 755,981 $757,760.97 0.01%
INDIGO MERGER SUB INC ICLR TL B 1L USD 516,591 $517,799.94 0.01%
INDONESIA ASAHAN ALUMINIUM 5.45%, due 05/15/2030 74445PAF9 600,000 $703,500.00 0.01%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $404,001.23 0.01%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $548,445.73 0.01%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 287,160 $278,064.94 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 654,825 $652,207.40 0.01%
MADISON AVENUE TRUST Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 305,000 $329,652.91 0.01%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 327,435 $310,009.03 0.01%
MINEJESA CAPITAL BV 5.625%, due 08/10/2037 602736AB6 600,000 $650,508.00 0.01%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 662,340 $663,344.35 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $486,836.02 0.01%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $305,720.58 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $582,510.60 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $479,578.44 0.01%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 381,662 $369,291.49 0.01%
Other: Pay 19380000 USD, Receive 19380000 US0003M - 01/23/2054 19,380,000 $521,614.56 0.01%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 467,000 $509,362.35 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $533,240.20 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 720198AE0 670,000 $689,099.68 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $362,404.86 0.01%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 425,000 $451,037.73 0.01%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $423,028.75 0.01%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $592,229.40 0.01%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 300,000 $303,993.00 0.01%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 500,000 $483,465.00 0.01%
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 699149AK6 647,000 $633,251.25 0.01%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 716,000 $745,008.74 0.01%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 329,909 $306,641.28 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 634,407 $558,504.24 0.01%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $520,103.55 0.01%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 300,000 $307,127.48 0.01%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $567,234.09 0.01%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 535,228 $536,364.02 0.01%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $657,414.73 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $321,332.86 0.01%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 704,380 $693,702.85 0.01%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 687,135 $691,164.76 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $556,684.87 0.01%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 400,000 $564,160.42 0.01%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $301,290.89 0.01%
TRANS-ALLEGHENY INTERSTA 3.85%, due 06/01/2025 893045AE4 700,000 $755,280.24 0.01%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 517,000 $513,370.66 0.01%
Treman Park CLO Ltd Series 2015-1A, Class ARR, Variable rate, due 10/20/2028 89473LAH7 573,281 $574,265.11 0.01%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 428,165 $448,969.51 0.01%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 725,000 $719,258.00 0.01%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 345,000 $369,926.25 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,160,659 $567,923.91 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 364,353 $363,872.40 0.01%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $110,102.08 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 114,475 $118,411.13 0.00%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $232,846.46 0.00%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $223,931.62 0.00%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.439%, due 10/06/2048 03523TBT4 200,000 $242,169.69 0.00%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $133,621.42 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 210,612 $210,899.05 0.00%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 61,842 $61,597.48 0.00%
AVOLON HOLDINGS FNDG LTD 5.25%, due 05/15/2024 05401AAD3 135,000 $147,496.93 0.00%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 143,000 $156,462.55 0.00%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 210,000 $240,147.78 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 121,342 $118,329.50 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 207,714 $199,641.28 0.00%
CAESARS RESORT COLLECTIO CAERES TL 1L USD LX168784 641 $636.82 0.00%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 140,000 $141,575.00 0.00%
CIGNA CORP 3.05%, due 10/15/2027 125523AZ3 75,000 $81,298.81 0.00%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $117,364.10 0.00%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 206,646 $209,548.07 0.00%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 30,492 $30,485.66 0.00%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 42,981 $42,969.88 0.00%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 109,816 $110,445.23 0.00%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $164,385.46 0.00%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $177,504.63 0.00%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 123,674 $124,440.80 0.00%
ENERGY TRANSFER LP 5.20%, due 02/01/2022 29273RAQ2 145,000 $145,663.43 0.00%
ENERGY TRANSFER LP 5.50%, due 06/01/2027 29278NAN3 198,000 $233,575.76 0.00%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 109,982 $113,753.64 0.00%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 116,056 $126,805.89 0.00%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 137,876 $145,779.55 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 125,662 $135,816.04 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 113,804 $123,310.22 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 226,447