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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 3/27/2024

Total Number of Holdings (excluding cash): 907

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Jun24 TUM4 6,413 $1,312,660,937.50 25.22%
U.S. Treasury Note, 4.125%, due 03/31/2029 91282CKG5 614,115,000 $612,507,744.38 11.77%
U.S. Treasury Bond, 4.50%, due 02/15/2044 912810TZ1 305,885,000 $308,179,137.50 5.92%
U.S. Treasury Note, 4.25%, due 02/28/2029 91282CKD2 276,021,000 $276,883,565.65 5.32%
U.S. Treasury Note, 4%, due 02/15/2034 91282CJZ5 254,593,000 $250,754,216.18 4.82%
U.S. Treasury Note, 4.50%, due 03/31/2026 91282CKH3 240,079,000 $239,764,835.03 4.61%
U.S. Treasury Bond, 4.25%, due 02/15/2054 912810TX6 243,569,000 $239,515,860.80 4.60%
Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2052 01F040644 206,000,000 $191,346,641.13 3.68%
U.S. Treasury Note, 4.25%, due 03/15/2027 91282CKE0 144,200,000 $143,760,639.91 2.76%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 01F032641 132,000,000 $118,534,763.15 2.28%
Fannie Mae or Freddie Mac TBA, 4.50%, due 06/01/2053 01F042640 111,875,000 $106,825,030.74 2.05%
Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2053 01F050643 97,550,000 $95,433,543.50 1.83%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030645 109,825,000 $94,838,828.53 1.82%
GNMA TBA, 4.50%, due 06/01/2053 21H042646 88,575,000 $85,348,970.07 1.64%
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020646 100,425,000 $79,691,375.01 1.53%
GNMA TBA, 5%, due 06/01/2053 21H050649 80,500,000 $79,336,267.85 1.52%
US 5YR NOTE (CBT) Jun24 FVM4 732 $78,421,219.12 1.51%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2053 01F052649 70,150,000 $69,941,596.98 1.34%
U.S. Treasury Bill, 0%, due 04/16/2024 912797JN8 61,110,000 $60,940,287.14 1.17%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 55,559,098 $53,062,257.80 1.02%
FED HOME LN DISCOUNT NT N/C, 0%, due 04/22/2024 313384VX4 50,000,000 $49,810,597.00 0.96%
FED HOME LN DISCOUNT NT N/C, 0%, due 04/29/2024 313384WE5 50,000,000 $49,759,604.00 0.96%
GNMA TBA, 2.50%, due 01/01/2052 21H022648 53,275,000 $45,496,007.19 0.87%
U.S. Treasury Bill, 0%, due 04/18/2024 912796CX5 40,975,000 $40,848,988.35 0.78%
Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 01F022642 48,275,000 $40,064,469.11 0.77%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 45,721,522 $36,422,671.43 0.70%
GNMA TBA, 5.50%, due 07/01/2053 21H052645 34,250,000 $34,300,054.66 0.66%
U.S. Treasury Bill, 0%, due 04/23/2024 912797JP3 26,740,000 $26,638,591.49 0.51%
FED HOME LN DISCOUNT NT N/C, 0%, due 05/15/2024 313384WW5 25,000,000 $24,823,395.75 0.48%
FED HOME LN DISCOUNT NT N/C, 0%, due 08/28/2024 313384D71 25,000,000 $24,457,791.75 0.47%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 30,162,698 $23,971,507.99 0.46%
Fannie Mae FN CB0290, 2%, due 04/01/2051 3140QKKC1 28,638,698 $22,884,941.29 0.44%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 27,723,042 $22,052,668.02 0.42%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 27,037,638 $21,527,406.99 0.41%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 22,463,485 $21,453,979.93 0.41%
Fannie Mae FN BW8980, 4%, due 10/01/2052 3140N16S7 21,632,249 $20,125,260.19 0.39%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 21,290,000 $19,851,253.52 0.38%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 24,663,545 $19,629,388.21 0.38%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 20,586,105 $19,661,014.96 0.38%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 25,030,268 $19,892,131.59 0.38%
Fannie Mae FN BT6179, 2.50%, due 07/01/2051 3140LU2M2 23,125,006 $19,277,430.12 0.37%
Fannie Mae FN BV4133, 2.50%, due 03/01/2052 3140MHSX8 21,615,174 $17,981,680.89 0.35%
Freddie Mac FR QD3419, 2%, due 12/01/2051 3133B0YQ0 22,224,005 $17,686,221.48 0.34%
Freddie Mac FR QD8259, 3%, due 03/01/2052 3133B6E89 20,253,193 $17,496,747.40 0.34%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 21,271,311 $17,684,233.82 0.34%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 20,826,712 $17,330,777.49 0.33%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 18,965,000 $17,338,852.52 0.33%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 16,916,000 $16,888,878.75 0.32%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 16,615,000 $15,513,397.25 0.30%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $15,001,653.07 0.29%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 18,295,362 $15,195,893.94 0.29%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 15,472,752 $15,270,701.49 0.29%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $14,493,281.40 0.28%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 17,587,774 $14,640,864.98 0.28%
Freddie Mac FR RA4179, 2.50%, due 12/01/2050 3133KKUC1 17,400,822 $14,448,930.80 0.28%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 17,468,449 $14,532,567.27 0.28%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $14,017,033.66 0.27%
PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 69361JAA4 16,291,948 $13,893,272.91 0.27%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 12,605,000 $13,471,305.47 0.26%
CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 12566DAA0 13,798,721 $13,475,101.03 0.26%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 13,642,839 $13,518,330.11 0.26%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 14,026,135 $13,502,398.95 0.26%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 13,400,000 $13,463,650.00 0.26%
Fannie Mae FN CB6854, 4.50%, due 08/01/2053 3140QSTL5 14,053,803 $13,428,703.20 0.26%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 13,465,000 $13,308,611.83 0.26%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $13,446,202.50 0.26%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 13,000,000 $13,029,250.00 0.25%
Bluemountain CLO Ltd Series 2018-3A, Class BR, Variable rate, due 10/25/2030 09630AAS5 13,000,000 $12,999,993.11 0.25%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 13,955,089 $12,797,689.56 0.25%
Madison Park Funding Ltd Series 2018-29A, Class AR, Variable rate, due 10/18/2030 55820CAN5 13,000,000 $13,009,750.00 0.25%
Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 55953HBD4 13,000,000 $13,009,750.00 0.25%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 13,355,000 $13,006,179.56 0.25%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 22,263,133 $13,082,667.35 0.25%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 13,000,000 $13,031,970.77 0.25%
U.S. Treasury Bill, 0%, due 04/25/2024 912797HG5 13,170,000 $13,115,969.81 0.25%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $13,024,368.50 0.25%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $12,463,016.50 0.24%
Fannie Mae FN BV3101, 2%, due 03/01/2052 3140MGNT4 15,953,413 $12,694,561.86 0.24%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 15,591,696 $12,586,597.83 0.24%
Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 67098DAU7 12,685,000 $12,689,693.32 0.24%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 13,606,000 $12,028,792.89 0.23%
Fannie Mae FN MA4577, 2%, due 04/01/2052 31418ECP3 14,875,998 $11,816,134.87 0.23%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 11,907,480 $11,372,359.45 0.22%
Freddie Mac FR QE0312, 2%, due 04/01/2052 3133B9KZ6 14,323,689 $11,387,061.23 0.22%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 12,883,863 $11,297,278.21 0.22%
Freddie Mac FR SD8189, 2.50%, due 01/01/2052 3132DWC27 13,771,641 $11,465,047.38 0.22%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 13,136,032 $11,607,265.07 0.22%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 24,637,350 $11,566,425.03 0.22%
Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,661,450.90 0.22%
BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 05605NAA5 12,546,000 $10,936,413.44 0.21%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 12,457,216 $11,184,133.21 0.21%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 12,615,786 $10,672,623.80 0.21%
Fannie Mae FN MA4902, 3.50%, due 01/01/2053 31418ENU0 12,454,255 $11,188,067.92 0.21%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 12,148,242 $10,706,792.71 0.21%
GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 38380XFR3 12,120,647 $10,671,391.77 0.21%
JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 47214BAA6 10,605,000 $11,152,844.01 0.21%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 11,200,000 $10,149,443.36 0.20%
BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 06744NBJ5 10,400,000 $10,428,439.01 0.20%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 11,838,352 $10,435,451.72 0.20%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 11,274,986 $10,490,734.62 0.20%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 11,305,000 $10,311,499.64 0.20%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 11,544,908 $10,327,731.58 0.20%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 11,247,021 $9,914,236.54 0.19%
FED HOME LN DISCOUNT NT N/C, 0%, due 10/30/2024 313384M63 10,000,000 $9,700,419.40 0.19%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 15,169,457 $9,758,620.68 0.19%
HPS Loan Management Ltd Series 2024-19A, Class B2, Variable rate, due 04/15/2037 442924AJ5 9,750,000 $9,762,187.50 0.19%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $9,704,167.06 0.19%
Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 75009RAC7 10,000,000 $10,028,718.00 0.19%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 21,351,452 $9,876,370.37 0.19%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 10,128,027 $9,273,276.50 0.18%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 11,190,000 $9,288,633.36 0.18%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 9,150,000 $9,092,914.98 0.17%
Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 14686MAK9 70,350 $9,030,214.57 0.17%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 11,151,638 $8,590,819.53 0.17%
Fannie Mae FN BV2784, 2.50%, due 02/01/2052 3140MGCW9 10,881,695 $9,047,987.15 0.17%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 8,965,000 $8,340,403.70 0.16%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,405,433.86 0.16%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 13,482,523 $8,483,632.77 0.16%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 8,933,000 $8,285,520.97 0.16%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 9,101,000 $8,310,016.62 0.16%
OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 671000AE7 8,530,000 $8,516,425.87 0.16%
Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 74333DAQ7 9,120,000 $8,370,520.22 0.16%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 9,840,000 $8,452,423.62 0.16%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,000,000 $8,101,076.72 0.16%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 7,880,000 $7,688,875.33 0.15%
BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 05606FAL7 8,670,000 $7,673,855.15 0.15%
BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 12433XAG4 9,320,000 $8,045,914.06 0.15%
BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 05607CAG4 8,500,000 $7,644,558.30 0.15%
Dryden Senior Loan Fund Series 2017-54A, Class BR, Variable rate, due 10/19/2029 26244RAG6 7,600,000 $7,600,000.00 0.15%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 8,750,702 $7,567,149.14 0.15%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 8,414,870 $7,800,975.40 0.15%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 7,530,000 $7,649,651.70 0.15%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 18,146,485 $7,868,245.06 0.15%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 8,015,000 $7,792,670.47 0.15%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 7,863,761 $7,570,805.42 0.15%
Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 69360LAA0 8,171,012 $7,937,317.97 0.15%
Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 77341DAA5 7,549,375 $7,567,997.50 0.15%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 13,881,131 $7,459,661.56 0.14%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 7,465,000 $7,530,279.04 0.14%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 05526QAN6 7,651,000 $7,132,811.54 0.14%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 7,245,000 $7,374,768.75 0.14%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 8,776,000 $7,522,736.56 0.14%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 7,859,617 $7,193,241.83 0.14%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 8,045,000 $7,053,618.91 0.14%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 17,059,220 $7,383,564.94 0.14%
Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 67114JAA8 9,616,008 $7,515,475.50 0.14%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 8,376,267 $7,308,975.68 0.14%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $7,309,558.75 0.14%
SOUTHWESTERN ELEC POWER 5.30%, due 04/01/2033 845437BU5 7,305,000 $7,234,661.62 0.14%
CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 12516WAA9 6,470,000 $6,548,752.84 0.13%
COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 202795HT0 5,953,000 $6,567,178.81 0.13%
Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 20753TAC7 6,568,672 $6,996,128.41 0.13%
Fannie Mae FN CB2404, 2.50%, due 12/01/2051 3140QMU69 7,963,844 $6,621,302.99 0.13%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 7,426,628 $6,791,177.88 0.13%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 12,144,379 $6,760,887.40 0.13%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 8,003,000 $6,662,997.29 0.13%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 7,233,202 $6,730,044.91 0.13%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 6,966,566 $6,945,501.71 0.13%
NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 636220AB1 7,000,000 $6,994,018.50 0.13%
SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 85237AAJ2 7,100,000 $6,969,298.23 0.13%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 7,590,000 $6,918,957.47 0.13%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 8,320,000 $6,939,268.80 0.13%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 6,260,000 $6,179,922.71 0.12%
CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 161175BV5 10,230,000 $6,282,646.78 0.12%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 26,101,438 $6,427,679.98 0.12%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 6,764,159 $6,074,273.88 0.12%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 7,000,000 $6,461,144.90 0.12%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $6,397,574.10 0.12%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $6,196,911.90 0.12%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 8,212,000 $6,254,724.66 0.12%
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 693475BM6 6,190,000 $5,991,973.72 0.12%
SLG Office Trust Series 2021-OVA, Class A, 2.5854%, due 07/15/2041 78449RAA3 7,600,000 $6,304,137.68 0.12%
SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 85237AAN3 6,430,000 $6,340,278.35 0.12%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 6,967,833 $6,329,475.25 0.12%
UNITED AIR 2023-1 A PTT 5.80%, due 07/15/2036 90932LAJ6 6,000,000 $6,132,186.00 0.12%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 6,700,000 $6,364,777.83 0.12%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 6,809,000 $6,242,552.00 0.12%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,576,585.00 0.11%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $5,564,452.76 0.11%
CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 12567HAC6 5,610,000 $5,607,204.03 0.11%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 6,817,000 $5,790,538.54 0.11%
CROWN CASTLE INC 2.50%, due 07/15/2031 22822VAY7 6,901,000 $5,713,263.30 0.11%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 6,441,784 $5,674,577.49 0.11%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 11,413,928 $5,970,666.88 0.11%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 7,327,213 $5,823,111.75 0.11%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,541,576.81 0.11%
PFIZER INVESTMENT ENTER 5.30%, due 05/19/2053 716973AG7 5,680,000 $5,631,499.39 0.11%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 4,860,000 $5,821,665.26 0.11%
WELLS FARGO & COMPANY Variable rate, due 04/24/2034 95000U3D3 5,920,000 $5,875,375.69 0.11%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 12,171,735 $5,164,127.75 0.10%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,090,000 $5,093,345.05 0.10%
BLACK HILLS CORP 6.15%, due 05/15/2034 092113AW9 5,000,000 $5,159,276.30 0.10%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 5,244,354 $4,988,746.18 0.10%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 5,859,212 $4,968,928.45 0.10%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 6,027,433 $5,312,208.32 0.10%
GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $4,996,499.95 0.10%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 8,726,125 $5,058,606.19 0.10%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,406,942 $5,297,505.37 0.10%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 6,100,000 $5,462,710.92 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 5,955,000 $5,033,922.52 0.10%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 9,592,391 $5,036,008.17 0.10%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 6,500,000 $5,222,397.51 0.10%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 6,500,496 $5,210,032.79 0.10%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 5,400,000 $5,090,990.83 0.10%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 6,255,000 $5,424,272.08 0.10%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,122,297.90 0.10%
AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 00180UAH8 5,000,000 $4,461,225.00 0.09%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 5,585,000 $4,836,305.84 0.09%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,256,000 $4,683,544.54 0.09%
BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 05609JAQ5 5,200,000 $4,593,921.28 0.09%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 5,000,000 $4,460,004.50 0.09%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 5,283,859 $4,765,819.08 0.09%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 4,670,000 $4,915,442.68 0.09%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 8,803,997 $4,550,698.04 0.09%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 5,006,929 $4,601,069.43 0.09%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 5,836,633 $4,846,768.68 0.09%
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 42225UAH7 6,020,000 $4,788,933.24 0.09%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 5,125,000 $4,548,497.98 0.09%
Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 53218CAL4 4,914,851 $4,764,015.45 0.09%
MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 59217GBY4 4,645,000 $4,469,605.03 0.09%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 5,948,191 $4,445,659.42 0.09%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,453,291.37 0.09%
ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 68233JCM4 4,820,000 $4,528,761.67 0.09%
PILGRIM'S PRIDE CORP 6.25%, due 07/01/2033 72147KAK4 4,536,000 $4,643,807.12 0.09%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 4,215,000 $4,610,737.25 0.09%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 5,813,295 $4,426,098.86 0.09%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 5,993,750 $4,464,734.61 0.09%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 5,250,000 $4,812,085.42 0.09%
TRANSCANADA PIPELINES 4.625%, due 03/01/2034 89352HAM1 4,920,000 $4,647,761.34 0.09%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 5,772,000 $4,825,672.75 0.09%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 11,725,591 $4,356,551.86 0.08%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 7,768,781 $4,371,995.90 0.08%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,265,000 $4,298,719.83 0.08%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 4,441,299 $4,191,475.15 0.08%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 4,668,815 $4,051,096.64 0.08%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 3,600,000 $3,948,396.04 0.08%
EVERSOURCE ENERGY 5.95%, due 02/01/2029 30040WAW8 4,000,000 $4,130,575.12 0.08%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 4,312,954 $3,946,771.40 0.08%
Fannie Mae FN MA4158, 2%, due 10/01/2050 31418DTQ5 4,907,073 $3,926,784.46 0.08%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 4,330,000 $4,292,036.90 0.08%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 4,642,115 $4,098,980.65 0.08%
HYATT HOTELS CORP 1.80%, due 10/01/2024 448579AN2 4,385,000 $4,294,922.98 0.08%
PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 720186AQ8 4,125,000 $4,166,463.63 0.08%
REVVITY INC 2.55%, due 03/15/2031 714046AH2 5,000,000 $4,215,070.35 0.08%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $4,142,592.26 0.08%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 5,807,708 $3,993,966.49 0.08%
WILLIS NORTH AMERICA INC 5.35%, due 05/15/2033 970648AM3 3,925,000 $3,903,755.23 0.08%
APPALACHIAN POWER CO 5.65%, due 04/01/2034 037735DB0 3,415,000 $3,450,086.29 0.07%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 4,530,000 $3,797,825.30 0.07%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAH4 3,948,000 $3,696,167.90 0.07%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 3,909,651 $3,880,462.13 0.07%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 3,413,245 $3,395,101.18 0.07%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,653,282.78 0.07%
CONSTELLATION BRANDS INC 2.875%, due 05/01/2030 21036PBF4 4,300,000 $3,812,067.91 0.07%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 4,963,044 $3,672,473.08 0.07%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 3,953,606 $3,572,197.23 0.07%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 4,065,000 $3,446,383.50 0.07%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 3,755,000 $3,713,838.59 0.07%
DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 26442UAQ7 3,500,000 $3,543,774.05 0.07%
Fannie Mae FN MA4547, 2%, due 02/01/2052 31418EBR0 4,823,581 $3,840,750.53 0.07%
Fannie Mae FN MA4598, 2.50%, due 05/01/2052 31418EDC1 4,243,354 $3,530,802.85 0.07%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 38406JAJ7 5,080,000 $3,878,711.57 0.07%
HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 BQBCWZ5 3,325,000 $3,622,668.57 0.07%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 4,569,000 $3,623,365.99 0.07%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,227,113 $3,854,773.77 0.07%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,433,608.41 0.07%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 4,055,000 $3,788,644.00 0.07%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,558,823.34 0.07%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 4,075,000 $3,465,217.00 0.07%
Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 74333VAQ7 4,130,000 $3,757,259.24 0.07%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $3,462,428.41 0.07%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 4,500,000 $3,444,772.15 0.07%
SLG Office Trust Series 2021-OVA, Class E, 2.85061%, due 07/15/2041 78449RAL9 5,000,000 $3,818,738.50 0.07%
SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 78449RAN5 5,000,000 $3,670,550.50 0.07%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 3,856,000 $3,899,950.42 0.07%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 4,731,653 $3,782,332.03 0.07%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 5,035,000 $3,759,486.47 0.07%
TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 87267HAQ0 3,600,000 $3,595,610.53 0.07%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 3,704,000 $3,541,362.93 0.07%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 3,250,000 $3,194,891.70 0.06%
AIR LEASE CORP 4.625%, due 10/01/2028 00912XBF0 3,000,000 $2,923,405.47 0.06%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 3,000,000 $2,899,073.46 0.06%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,215,751 $3,020,612.69 0.06%
AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 02666TAD9 4,665,000 $3,107,568.76 0.06%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 2,897,535 $2,899,215.68 0.06%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,135,340.66 0.06%
BAYER US FINANCE LLC 6.875%, due 11/21/2053 07274EAM5 3,000,000 $3,053,790.00 0.06%
BERRY GLOBAL INC BERY TL AA 1L USD 3,237,570 $3,239,593.91 0.06%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 3,650,000 $3,297,919.39 0.06%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 4,767,000 $3,019,416.23 0.06%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,639,624 $3,312,057.49 0.06%
CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 12654YAA7 3,500,000 $3,015,636.05 0.06%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 3,600,000 $3,082,173.84 0.06%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 3,235,000 $2,958,899.99 0.06%
ENERGY TRANSFER LP 4.90%, due 03/15/2035 29273RBE8 3,200,000 $3,034,040.83 0.06%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 3,743,360 $3,297,152.59 0.06%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 3,259,937 $2,982,641.15 0.06%
GLOBAL PAYMENTS INC 4.875%, due 03/17/2031 37940XAS1 2,685,000 $3,067,844.86 0.06%
GRIFOLS SA 3.875%, due 10/15/2028 E57009AB3 3,485,000 $3,006,510.20 0.06%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 2,989,262 $2,901,885.74 0.06%
HCA INC 3.125%, due 03/15/2027 404119CH0 3,250,000 $3,076,810.95 0.06%
Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 44421GAJ2 3,537,000 $2,985,770.93 0.06%
IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 45262BAB9 3,295,000 $3,149,466.51 0.06%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,434,818 $3,063,593.88 0.06%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,291,488.36 0.06%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 4,230,000 $3,361,582.14 0.06%
JPMORGAN CHASE & CO Variable rate, due 02/04/2032 46647PBX3 3,855,000 $3,144,055.00 0.06%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 3,410,000 $3,096,003.79 0.06%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 3,000,000 $2,984,395.08 0.06%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 3,852,000 $3,082,033.39 0.06%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 4,020,000 $2,910,211.85 0.06%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 5,582,166 $3,216,760.60 0.06%
Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 670857AA9 3,962,956 $3,173,850.34 0.06%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 3,000,000 $3,266,370.05 0.06%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 2,510,000 $2,967,994.87 0.06%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 3,510,000 $2,955,730.61 0.06%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 3,063,849 $3,041,690.14 0.06%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 3,480,000 $3,009,822.66 0.06%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,248,001.38 0.06%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 3,415,000 $3,290,389.60 0.06%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 3,010,000 $3,106,633.04 0.06%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,545,000 $3,132,634.88 0.06%
US BANCORP Variable rate, due 06/12/2034 91159HJN1 2,825,000 $2,878,818.23 0.06%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 7,755,756 $2,957,095.09 0.06%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 3,795,000 $3,271,457.85 0.06%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,438,049.46 0.05%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 3,230,000 $2,736,031.73 0.05%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 4,021,000 $2,518,854.93 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 2,900,363 $2,562,984.69 0.05%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 2,585,590 $2,426,045.94 0.05%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 2,809,000 $2,551,891.47 0.05%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,982,000 $2,560,784.15 0.05%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 2,786,208 $2,550,864.92 0.05%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,790,000 $2,659,367.18 0.05%
Dryden Senior Loan Fund Series 2018-70A, Class B, Variable rate, due 01/16/2032 26252EAE9 2,500,000 $2,506,193.65 0.05%
DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 26442CBK9 2,375,000 $2,344,274.74 0.05%
ENERGY TRANSFER LP 6.125%, due 12/15/2045 29273RBJ7 2,600,000 $2,614,980.71 0.05%
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 30225VAG2 3,170,000 $2,539,678.24 0.05%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 2,684,407 $2,459,095.83 0.05%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $2,596,339.25 0.05%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 2,990,603 $2,835,893.57 0.05%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 2,810,531 $2,486,351.62 0.05%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 2,666,000 $2,716,553.23 0.05%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 2,595,407 $2,469,508.16 0.05%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 2,749,685 $2,540,742.77 0.05%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 3,130,000 $2,489,940.04 0.05%
INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 459506AL5 3,359,000 $2,853,403.65 0.05%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 2,408,281 $2,423,332.79 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 2,625,000 $2,519,084.64 0.05%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 6,846,674 $2,407,392.46 0.05%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 2,786,488 $2,488,219.43 0.05%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 2,380,000 $2,385,257.54 0.05%
MORGAN STANLEY Variable rate, due 09/16/2036 61747YEF8 3,495,000 $2,764,266.14 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 $2,453,716.08 0.05%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,485,000 $2,400,713.01 0.05%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $2,524,674.00 0.05%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 2,470,887 $2,394,909.88 0.05%
SOUTHERN CO GAS CAPITAL 5.75%, due 09/15/2033 8426EPAG3 2,495,000 $2,588,670.18 0.05%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 2,390,000 $2,439,299.97 0.05%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 2,630,000 $2,400,750.55 0.05%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 2,520,000 $2,445,762.64 0.05%
WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 F9867TJC8 2,500,000 $2,678,118.70 0.05%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,848,414.97 0.04%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 1,997,684 $1,886,366.61 0.04%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,129,299.59 0.04%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 2,605,000 $2,288,465.04 0.04%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 2,145,000 $2,007,487.98 0.04%
BANK OF AMERICA CORP Variable rate, due 07/21/2032 06051GKA6 2,500,000 $2,042,370.73 0.04%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 2,143,000 $1,932,789.17 0.04%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $2,036,807.00 0.04%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,080,420.55 0.04%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 2,125,000 $2,085,361.31 0.04%
CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 U1478NAJ6 2,130,000 $2,196,058.51 0.04%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 2,488,532 $2,216,802.33 0.04%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 2,000,000 $2,148,651.92 0.04%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,340,799 $2,279,142.15 0.04%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 2,101,000 $1,939,098.77 0.04%
EURO-SCHATZ FUT Jun24 DUM4 18 $2,060,634.35 0.04%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,297,294 $2,108,487.89 0.04%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 2,521,614 $2,305,467.05 0.04%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $1,959,848.88 0.04%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 1,946,022 $1,852,122.59 0.04%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 2,039,383 $1,871,400.00 0.04%
GACI FIRST INVESTMENT 5.25%, due 10/13/2032 G3705QAC1 2,000,000 $2,022,160.00 0.04%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,995,000 $1,996,219.14 0.04%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 2,515,000 $2,147,577.37 0.04%
ICAHN ENTERPRISES/FIN 5.25%, due 05/15/2027 451102BZ9 2,107,000 $1,955,216.67 0.04%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,304,882.57 0.04%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 2,767,354 $2,159,859.65 0.04%
INVITATION HOMES OPERATING 5.50%, due 08/15/2033 46188BAF9 1,960,000 $1,955,884.55 0.04%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAQ9 3,000,000 $2,176,817.40 0.04%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAX4 2,015,000 $1,991,214.03 0.04%
KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 49338CAD5 2,180,000 $2,216,866.11 0.04%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 2,590,319 $2,253,913.20 0.04%
METROPOLITAN EDISON CO 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,182,540.22 0.04%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,221,349 $2,266,618.44 0.04%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 2,285,000 $2,148,403.39 0.04%
ORGANON & CO ORGNON TL B 1L USD 2,269,278 $2,278,253.31 0.04%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,224,779.37 0.04%
REALTY INCOME CORP 4.875%, due 07/06/2030 756109BU7 1,700,000 $1,951,183.41 0.04%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 2,500,000 $2,176,386.03 0.04%
REPUBLIC OF POLAND 4.875%, due 10/04/2033 731011AV4 1,995,000 $1,969,649.55 0.04%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,769,453 $2,152,639.41 0.04%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD LX224693 1,843,106 $1,848,579.77 0.04%
SIMMONS FOOD INC/SIMMONS 4.625%, due 03/01/2029 82873MAA1 2,500,000 $2,202,514.45 0.04%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,980,000 $1,955,697.50 0.04%
THAMES WATER UTIL FIN 4.375%, due 01/18/2031 BQFM9R2 2,230,000 $2,277,896.93 0.04%
THE CIGNA GROUP 3.40%, due 03/01/2027 125523CB4 2,000,000 $1,917,437.20 0.04%
THE EAST OHIO GAS CO 2%, due 06/15/2030 27409LAC7 2,765,000 $2,276,931.46 0.04%
TUCSON ELECTRIC POWER CO 5.50%, due 04/15/2053 898813AV2 2,310,000 $2,296,196.48 0.04%
ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 BMCKV42 1,400,000 $1,389,840.79 0.03%
ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 G0390PAB1 1,270,000 $1,440,858.71 0.03%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,708,527.02 0.03%
BANK OF AMERICA CORP Variable rate, due 02/04/2033 06051GKK4 2,020,000 $1,717,477.77 0.03%
BANK OF AMERICA CORP Variable rate, due 04/29/2031 06051GJB6 2,000,000 $1,728,085.72 0.03%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,855,000 $1,427,463.51 0.03%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,750,000 $1,341,972.05 0.03%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 2,029,252 $1,690,202.76 0.03%
BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 L1051PAG2 1,560,000 $1,460,924.09 0.03%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,593,273.97 0.03%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 2,105,000 $1,735,505.58 0.03%
CAESARS ENTERTAIN INC CZR TL B1 1L USD LX225393 1,328,945 $1,331,642.79 0.03%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,845,000 $1,761,141.61 0.03%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 1,475,000 $1,457,949.67 0.03%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 1,960,000 $1,543,612.15 0.03%
CLEAN HARBORS INC CLH TL B 1L USD 1,320,721 $1,324,847.91 0.03%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,523,938 $1,306,413.77 0.03%
CRSO Trust CRSO 2023-BRND B 228925AG8 1,700,000 $1,764,836.30 0.03%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,660,158.75 0.03%
DUKE ENERGY PROGRESS LLC 5.10%, due 03/15/2034 26442UAS3 1,755,000 $1,755,023.18 0.03%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 1,541,199 $1,536,582.98 0.03%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,546,329 $1,366,860.53 0.03%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,555,915 $1,448,016.68 0.03%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 1,678,004 $1,523,109.17 0.03%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,465,097.15 0.03%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,669,714.15 0.03%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,302,000 $1,355,859.84 0.03%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 1,805,853 $1,659,207.60 0.03%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,409,898 $1,341,869.17 0.03%
Freddie Mac FR SD8107, 2.50%, due 11/01/2050 3132DWAG8 1,999,278 $1,672,538.09 0.03%
FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD LX194213 1,500,000 $1,498,597.50 0.03%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,528,992 $1,318,916.10 0.03%
GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 361841AR0 1,763,000 $1,480,403.64 0.03%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 2,000,000 $1,745,681.54 0.03%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,755,755.82 0.03%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 1,765,000 $1,732,510.18 0.03%
IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 453140AF2 1,790,000 $1,758,472.46 0.03%
INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 461070AU8 1,450,000 $1,487,024.37 0.03%
ITC HOLDINGS CORP 2.95%, due 05/14/2030 465685AQ8 1,500,000 $1,325,051.46 0.03%
JBS USA/FOOD/FINANCE 3%, due 05/15/2032 46590XAP1 2,115,000 $1,723,784.43 0.03%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAM8 1,505,000 $1,304,269.57 0.03%
JBS USA/FOOD/FINANCE 7.25%, due 11/15/2053 47214BAB4 1,670,000 $1,788,260.92 0.03%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,712,459.16 0.03%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 1,895,000 $1,754,564.24 0.03%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,359,585.81 0.03%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 2,061,395 $1,749,407.99 0.03%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,344,579.26 0.03%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,637,303.37 0.03%
MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 BQV3QW3 1,400,000 $1,520,295.43 0.03%
MIDAMERICAN ENERGY CO 5.85%, due 09/15/2054 595620AY1 1,605,000 $1,713,279.24 0.03%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class D, Variable rate, due 02/12/2040 55316PAJ6 2,719,000 $1,749,218.62 0.03%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 1,845,000 $1,507,056.41 0.03%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,525,149.59 0.03%
NATL GAS TRANSMISSION 4.25%, due 04/05/2030 BMB3T48 1,555,000 $1,732,152.25 0.03%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,693,474.00 0.03%
PLAZE INC PLAZEI TL B 1L USD 1,503,500 $1,479,068.13 0.03%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 1,500,000 $1,585,684.36 0.03%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 2,000,000 $1,666,750.00 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,550,000 $1,399,890.25 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 1,759,000 $1,631,164.68 0.03%
Rockford Tower CLO Ltd Series 2019-2A, Class AR, Variable rate, due 08/20/2032 77341GAJ9 1,625,000 $1,627,868.22 0.03%
ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 77340RAT4 1,500,000 $1,389,366.60 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,336,524.30 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 1,735,000 $1,595,880.01 0.03%
SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD 1,450,000 $1,454,632.75 0.03%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 1,530,000 $1,477,820.07 0.03%
SPIN HOLDCO INC DRY TL 1L USD 1,648,388 $1,531,327.26 0.03%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,643,588.67 0.03%
TENNET HOLDING BV 4.75%, due 10/28/2042 BMD5VL3 1,190,000 $1,486,625.82 0.03%
TRANSDIGM INC TDG TL I 1L USD 1,689,998 $1,697,645.49 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,700,000 $1,610,432.27 0.03%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,525,000 $1,556,218.84 0.03%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 1,620,000 $1,493,344.51 0.03%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 1,570,000 $1,431,712.20 0.03%
VONOVIA SE 0.75%, due 09/01/2032 D9581TAL4 1,800,000 $1,479,322.25 0.03%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,619,353 $1,379,494.19 0.03%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,301,660.07 0.03%
ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD LX204417 1,790,184 $1,614,522.28 0.03%
ACRISURE LLC ACRISU TL B 1L USD 1,126,590 $1,126,855.07 0.02%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 1,118,000 $1,065,852.73 0.02%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $983,247.38 0.02%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,276,949.06 0.02%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $916,613.24 0.02%
ALCON FINANCE CORP 2.60%, due 05/27/2030 01400EAD5 1,500,000 $1,299,729.54 0.02%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $864,643.67 0.02%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,387,049 $1,196,425.25 0.02%
ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 G0390PAE5 900,000 $967,526.25 0.02%
ASCENDAS REIT 0.75%, due 06/23/2028 BMBYK48 1,000,000 $940,679.14 0.02%
ASURION LLC ASUCOR TL B8 1L USD LX191415 872,035 $857,009.99 0.02%
AVOLON TLB BORROWER 1 US AVOL TL B6 1L USD 833,344 $834,519.12 0.02%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,195,000 $989,893.39 0.02%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 1,400,000 $1,177,921.46 0.02%
BAT CAPITAL CORP 3.557%, due 08/15/2027 05526DBB0 979,000 $927,037.03 0.02%
BAUSCH + LOMB CORP BLCOCN TL 1L USD 852,305 $853,374.92 0.02%
BAYER US FINANCE II LLC 3.375%, due 07/15/2024 07274NAW3 1,045,000 $1,036,112.63 0.02%
BERRY GLOBAL INC 5.65%, due 01/15/2034 08576PAP6 1,005,000 $1,001,462.87 0.02%
BLACKSTONE PP EUR HOLD 1.75%, due 03/12/2029 BK4W8P2 1,350,000 $1,272,778.89 0.02%
BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 05607CAL3 1,440,000 $1,177,810.27 0.02%
CARESTREAM DENTAL CARDEN TL 1L USD 1,123,288 $987,555.47 0.02%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,088,604.59 0.02%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,274,495.76 0.02%
CHEMOURS CO CC TL B2 1L USD 955,877 $954,921.56 0.02%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,350,000 $1,253,684.93 0.02%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $1,006,432.27 0.02%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 926,000 $852,328.82 0.02%
DUKE ENERGY FLORIDA LLC 5.875%, due 11/15/2033 26444HAQ4 1,030,000 $1,089,382.95 0.02%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,281,070 $1,278,995.23 0.02%
Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 30165JAN6 10,000 $1,197,083.85 0.02%
EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 30225VAP2 1,135,000 $941,466.16 0.02%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 937,204 $890,811.67 0.02%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,149,289 $1,056,273.82 0.02%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 892,029 $817,950.05 0.02%
Fannie Mae FN MA4379, 2.50%, due 07/01/2051 31418D2M3 1,232,576 $1,028,005.34 0.02%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 965,000 $923,811.03 0.02%
FISERV INC 2.25%, due 06/01/2027 337738BB3 1,400,000 $1,288,299.14 0.02%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,316,372 $1,164,959.62 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 876,947 $801,553.70 0.02%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,155,239 $1,067,324.20 0.02%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,224,030 $1,123,348.21 0.02%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,418,112 $1,297,640.75 0.02%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 988,350 $936,036.73 0.02%
GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 36962GW75 943,000 $946,545.70 0.02%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,189,823.73 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,264,008 $989,434.66 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,115,320 $953,745.60 0.02%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 877,983 $812,429.31 0.02%
GNMA Series BMOC-5369, Class FA, Variable rate, due 05/01/2053 BCCXV1UI9 999,491 $998,891.03 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 950,000 $938,861.18 0.02%
GTCR W MERGER SUB WRLDPY TL B 1L USD LX216844 783,016 $786,770.29 0.02%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 895,000 $828,018.80 0.02%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 1,135,000 $874,251.80 0.02%
HUNGARY N/C, 5.25%, due 06/16/2029 BMY36F5 1,000,000 $991,265.00 0.02%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CD7 1,175,000 $1,227,533.23 0.02%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,164,044 $919,683.78 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 1,235,000 $819,167.03 0.02%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 1,480,000 $1,136,862.83 0.02%
JANE STREET GROUP LLC JANEST TL B 1L USD 1,104,390 $1,106,046.13 0.02%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,278,498 $875,071.86 0.02%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 1,445,000 $1,283,403.21 0.02%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,200,000 $1,000,500.00 0.02%
KILROY REALTY LP 2.65%, due 11/15/2033 49427RAR3 1,093,000 $808,536.52 0.02%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 860,000 $792,988.82 0.02%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $809,209.73 0.02%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 1,117,347 $1,071,535.32 0.02%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $913,660.27 0.02%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 1,665,000 $1,279,606.70 0.02%
NISOURCE INC 5.40%, due 06/30/2033 65473PAP0 1,080,000 $1,086,457.81 0.02%
NORTONLIFELOCK INC GEN TL A2 1L USD 1,187,412 $1,185,802.87 0.02%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,100,000 $1,106,773.80 0.02%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 800,000 $833,178.40 0.02%
ORACLE CORP 6.50%, due 04/15/2038 68389XAE5 1,090,000 $1,185,483.91 0.02%
PHILIP MORRIS INTL INC 1.45%, due 08/01/2039 718172CM9 1,120,000 $843,025.07 0.02%
PHILIP MORRIS INTL INC 2%, due 05/09/2036 718172BV0 1,022,000 $905,077.05 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $806,311.32 0.02%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 1,510,000 $1,237,751.18 0.02%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 1,485,000 $1,234,829.10 0.02%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,200,000 $962,793.86 0.02%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 1,000,000 $973,346.21 0.02%
REPUBLIC OF PERU 2.783%, due 01/23/2031 715638DF6 1,510,000 $1,297,827.29 0.02%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 930,000 $876,731.81 0.02%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 797,887 $810,231.18 0.02%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 800,000 $810,240.00 0.02%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,318,522 $1,026,590.70 0.02%
TDC NET AS 6.50%, due 06/01/2031 K94547AC8 900,000 $1,052,437.86 0.02%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $975,784.27 0.02%
VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 92332YAC5 1,114,000 $1,202,760.03 0.02%
VENTURE GLOBAL LNG INC 9.875%, due 02/01/2032 92332YAD3 900,000 $969,403.91 0.02%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 867,000 $831,490.55 0.02%
WILLIAM MORRIS ENDEAVOR EN WMMORR TL B1 1L USD 963,401 $963,829.43 0.02%
1011778 BC ULC BCULC TL B5 1L USD LX216566 521,864 $522,109.05 0.01%
ACRISURE LLC ACRISU TL B2 1L USD 557,994 $559,212.83 0.01%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 597,660 $599,216.77 0.01%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 538,800 $489,537.52 0.01%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $349,764.65 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $496,405.37 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $593,220.27 0.01%
AMENTUM GOVERNMENT SERVI AECMAN TL B 1L USD 363,119 $364,632.76 0.01%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 792,220 $761,698.82 0.01%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 500,000 $406,483.14 0.01%
ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 G0390PAH8 650,000 $771,725.58 0.01%
ARCHES BUYER INC ACOM TL 1L USD 349,833 $339,630.32 0.01%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 855,000 $774,764.78 0.01%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,050,000 $657,746.25 0.01%
ASURION LLC Variable rate, due 01/14/2029 LX196395 300,000 $269,790.00 0.01%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $623,638.66 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 351,094 $345,966.99 0.01%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 409,000 $323,315.87 0.01%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $603,596.17 0.01%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $680,836.34 0.01%
BUZZ FINCO LLC BMBL TL B 1L USD 292,616 $293,622.22 0.01%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 875,000 $684,232.97 0.01%
CARESTREAM DENTAL INC CARDEN TL 1L USD 344,035 $301,316.52 0.01%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 265,080 $260,333.27 0.01%
CCI BUYER INC CONCEL TL B 1L USD 611,826 $609,492.11 0.01%
CENTRAL PARENT INC CDK TL B 1L USD LX217512 423,360 $425,036.54 0.01%
CITY BREWING CO LLC CTYBRW TL B 1L USD 458,491 $361,306.95 0.01%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $753,326.20 0.01%
COLUMBIA PIPELINES OPCO 6.036%, due 11/15/2033 19828TAB2 340,000 $352,402.91 0.01%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 475,000 $411,061.86 0.01%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $424,010.02 0.01%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 600,000 $622,312.50 0.01%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 505,000 $506,030.89 0.01%
CSC HOLDINGS LLC 5.75%, due 01/15/2030 126307BA4 1,280,000 $680,842.88 0.01%
CSC HOLDINGS LLC CSCHLD TL B 1L USD LX183042 518,737 $469,644.13 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 547,075 $429,878.91 0.01%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $720,279.62 0.01%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 790,000 $710,352.14 0.01%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 614,157 $613,569.78 0.01%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 486,231 $486,474.56 0.01%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 450,000 $477,390.92 0.01%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $706,621.73 0.01%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 872,000 $718,194.10 0.01%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 615,000 $512,329.15 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 543,000 $512,162.33 0.01%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 700,727 $641,231.29 0.01%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 843,654 $774,341.57 0.01%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 601,100 $550,063.31 0.01%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 712,414 $653,780.46 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 415,534 $381,026.88 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 346,488 $317,713.64 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 412,405 $378,613.82 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 288,851 $280,129.04 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 417,900 $399,958.52 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 360,508 $331,322.88 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 358,210 $340,122.42 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 418,770 $367,932.55 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 363,591 $332,723.43 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 382,236 $349,783.57 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 364,837 $345,606.47 0.01%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 522,373 $478,020.77 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 406,715 $360,018.64 0.01%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 538,199 $457,480.13 0.01%
Fannie Mae FN MA4078, 2.50%, due 07/01/2050 31418DQ88 466,854 $391,254.57 0.01%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 780,331 $663,217.55 0.01%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 573,820 $505,450.66 0.01%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $600,678.87 0.01%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 500,000 $496,056.65 0.01%
FILTRATION GROUP CORP FILGRO TL 1L USD LX212727 302,397 $303,797.05 0.01%
FIRST BRANDS GROUP LLC TRICGR TL B 1L USD 366,526 $367,533.78 0.01%
FISERV INC 2.65%, due 06/01/2030 337738BC1 510,000 $444,226.84 0.01%
FORTREA HOLDINGS INC 7.50%, due 07/01/2030 34965KAA5 473,000 $488,776.92 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 299,637 $264,985.96 0.01%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 722,366 $638,678.61 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 430,617 $380,435.48 0.01%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 326,968 $306,406.01 0.01%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 727,181 $699,895.97 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 306,853 $281,946.38 0.01%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 621,334 $591,368.45 0.01%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 610,112 $560,641.61 0.01%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 580,641 $537,787.39 0.01%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 604,805 $556,256.85 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 359,569 $305,545.85 0.01%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 563,988 $516,078.97 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 274,639 $261,005.18 0.01%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 528,578 $483,673.46 0.01%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 667,641 $612,971.87 0.01%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 646,059 $592,364.48 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 349,168 $331,902.06 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 291,922 $269,816.30 0.01%
FRONERI US INC ICECR TL B 1L USD LX185230 664,438 $665,517.65 0.01%
GLP CAPITAL LP / FIN II 4%, due 01/15/2031 361841AQ2 615,000 $548,656.01 0.01%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 473,207 $425,212.03 0.01%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 611,660 $567,197.60 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 414,645 $372,247.28 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 406,187 $364,474.28 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 302,709 $279,760.58 0.01%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 610,338 $547,025.23 0.01%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 756,453 $699,059.56 0.01%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 727,981 $652,181.36 0.01%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 750,151 $692,671.11 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 375,713 $357,239.15 0.01%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 523,910 $483,949.91 0.01%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 394,574 $385,209.74 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 325,295 $285,567.91 0.01%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 298,544 $281,721.44 0.01%
GRIFOLS SA 4.75%, due 10/15/2028 39843UAA0 785,000 $650,602.34 0.01%
HANESBRANDS INC HBI TL A 1L USD 775,602 $764,937.34 0.01%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 997,578 $757,547.35 0.01%
HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 42225UAM6 453,000 $350,518.04 0.01%
HEARTHSIDE GROUP HOLDINGS HEFOSO TL 1L USD LX173322 391,227 $288,639.39 0.01%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 482,296 $450,536.45 0.01%
ICAHN ENTERPRISES/FIN 4.375%, due 02/01/2029 451102CC9 517,000 $440,653.62 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 410,595 $375,232.09 0.01%
INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 74445PAF9 600,000 $593,602.92 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 610,000 $541,587.02 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 459506AR2 1,040,000 $739,303.59 0.01%
INVITATION HOMES OPERATING 4.15%, due 04/15/2032 46188BAD4 476,000 $436,798.41 0.01%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,109,775 $606,339.22 0.01%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 905,000 $752,582.25 0.01%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 860,000 $647,700.77 0.01%
LEG IMMOBILIEN SE 0.875%, due 03/30/2033 D4964ZAA2 700,000 $578,262.31 0.01%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 730,000 $685,582.00 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 325,377 $316,489.87 0.01%
MAGNITE INC MGNI TL B 1L USD 304,174 $305,062.53 0.01%
MATIV HOLDINGS INC MATV TL DD 1L USD 423,489 $417,136.25 0.01%
MH SUB I LLC INET TL B 1L USD LX212015 324,895 $323,188.93 0.01%
MODIVCARE INC 5.875%, due 11/15/2025 743815AE2 610,000 $595,248.74 0.01%
MORGAN STANLEY Variable rate, due 07/20/2027 61747YEC5 610,000 $560,573.18 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $459,163.61 0.01%
MOZART BORROWER LP MEDIND TL B 1L USD LX198398 589,500 $591,023.86 0.01%
MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 X5T03SAC1 625,000 $651,757.81 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $451,092.70 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $405,086.64 0.01%
NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 667449AD4 420,000 $429,748.20 0.01%
NORTHWEST FIBER LLC/NORT 6%, due 02/15/2028 667449AC6 706,000 $726,739.46 0.01%
OOREDOO INTL FINANCE N/C, 2.625%, due 04/08/2031 G6753YAB0 500,000 $430,380.50 0.01%
OPEN TEXT CORP OTEXCN TL B 1L USD LX173629 330,647 $331,370.69 0.01%
OPEN TEXT CORP OTEXCN TL B 1L USD LX215274 695,212 $696,949.79 0.01%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 745,491 $720,469.65 0.01%
Other: Pay 27661000 USD, Receive 27661000 SOFRRATE - 12/20/2053 27,661,000 $518,770.99 0.01%
PERATON CORP PERCOR TL B 1L USD LX192468 589,113 $589,525.49 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B 1L USD 467,898 $467,118.68 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD 272,727 $272,273.18 0.01%
PETROLEOS MEXICANOS 6.35%, due 02/12/2048 71654QCL4 573,000 $364,368.98 0.01%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 797,000 $605,156.36 0.01%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 507,000 $336,924.71 0.01%
PHOENIX NEWCO INC PRXL TL 1L USD LX196814 774,091 $776,509.92 0.01%
PHYSICIANS REALTY LP 4.30%, due 03/15/2027 71951QAA0 475,000 $463,701.83 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $337,533.19 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 720198AE0 670,000 $524,179.59 0.01%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 693475BJ3 495,000 $512,200.60 0.01%
POWERTEAM SERVICES LLC POWBUY TL 1L USD 759,184 $762,979.68 0.01%
PRIME SECURITY SERVICES BOR PRSESE TL A 1L USD 487,342 $485,716.50 0.01%
RENAISSANCE HOLDINGS COR RLRN TL 1L USD 732,417 $734,705.64 0.01%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 500,000 $495,904.86 0.01%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 500,000 $362,196.74 0.01%
REPUBLIC OF PANAMA 8%, due 03/01/2038 698299BY9 394,000 $419,026.85 0.01%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 730,000 $655,175.00 0.01%
RESEARCH NOW GROUP LLC EREWDS TL B 1L USD 589,745 $355,875.85 0.01%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 377,065 $370,721.78 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 518,096 $364,514.33 0.01%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $670,980.17 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $301,876.67 0.01%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 465,772 $454,429.71 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $510,964.19 0.01%
SS&C TECHNOLOGIES INC SSNC TL B5 1L USD LX175547 534,608 $535,291.96 0.01%
STAR PARENT INC SYNH TL B 1L USD 753,806 $749,803.07 0.01%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 501,662 $496,459.06 0.01%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 554,271 $545,934.48 0.01%
SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD LX193531 612,652 $613,494.25 0.01%
TRANS UNION LLC TRUN TL B 1L USD 660,106 $660,561.63 0.01%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 700,000 $686,213.68 0.01%
TRANSCANADA PIPELINES 5.85%, due 03/15/2036 89352HAB5 275,000 $282,958.13 0.01%
TRANSDIGM INC TDG TL I 1L USD 682,995 $686,085.28 0.01%
TRITON WATER HOLDINGS IN TRIWAT TL B 1L USD 550,085 $545,005.15 0.01%
TRUGREEN LP SVMSTR TL B 1L USD LX190495 650,000 $634,159.50 0.01%
US BANCORP Variable rate, due 01/23/2035 91159HJR2 770,000 $776,429.12 0.01%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 320,000 $315,488.29 0.01%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 750,000 $724,900.73 0.01%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 725,000 $714,940.63 0.01%
VONOVIA FINANCE BV 2.25%, due 04/07/2030 BM638C4 500,000 $491,388.33 0.01%
VONOVIA SE 5%, due 11/23/2030 BP38Y14 400,000 $455,957.66 0.01%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 714,000 $614,638.82 0.01%
Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 484,535 $473,212.24 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,042,990 $397,035.82 0.01%
WASH MULTIFAM ACQ INC 5.75%, due 04/15/2026 93710WAA3 345,000 $338,985.32 0.01%
WHATABRANDS LLC WHABRA TL B 1L USD LX196456 368,777 $369,424.26 0.01%
8TH AVENUE FOOD & PRO POST TL 1L USD 115,844 $114,299.18 0.00%
AI AQUA MERGER SUB INC CULLHO TL DD 1L USD 103,376 $103,644.92 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 96,706 $91,729.58 0.00%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $157,235.33 0.00%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 300,000 $235,198.33 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 67,998 $66,406.88 0.00%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 145,000 $124,813.39 0.00%
AVANTOR INC AVTR TL B 1L USD 0 $0.02 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 84,163 $74,402.90 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 155,041 $130,197.57 0.00%
BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 LX202256 303,142 $248,480.94 0.00%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $189,163.96 0.00%
CHURCHILL DOWNS INC CHDN TL B1 1L USD 151,333 $151,569.75 0.00%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 10,000 $9,441.59 0.00%
DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD 167,398 $166,770.24 0.00%
DTI HOLDCO INC DTIHOL TL B 1L USD 143,768 $143,832.09 0.00%
ENTEGRIS INC ENTG TL B 1L USD 76,372 $76,567.68 0.00%
Euro $EUR -140,557 ($152,194.81) 0.00%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 110,593 $92,816.09 0.00%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 266,336 $243,730.33 0.00%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 76,876 $72,766.91 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 63,701 $60,501.68 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 67,366 $63,371.86 0.00%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 229,619 $210,126.03 0.00%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 197,300 $191,600.34 0.00%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 167,072 $162,447.43 0.00%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 187,154 $181,445.95 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 112,145 $108,427.26 0.00%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 198,845 $189,484.75 0.00%
Fannie Mae FN MA120, 2.50%, due 09/01/2050 31418DSJ2 172,459 $144,373.09 0.00%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 102,270 $97,191.48 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 11,397 $10,429.10 0.00%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 163,230 $154,862.60 0.00%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 180,345 $165,033.17 0.00%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 138,037 $129,250.41 0.00%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 84,414 $81,252.36 0.00%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 125,112 $121,425.41 0.00%
Fannie Mae FN MA4438, 2.50%, due 10/01/2051 31418D4Y5 130,061 $108,342.03 0.00%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 184,636 $177,354.67 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 136,759 $131,696.70 0.00%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 70,788 $63,652.79 0.00%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 88,295 $79,403.21 0.00%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 31,344 $30,454.84 0.00%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 42,677 $37,244.46 0.00%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 46,406 $42,671.61 0.00%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 44,756 $39,774.89 0.00%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 25,933 $22,944.79 0.00%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 94,613 $86,685.49 0.00%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 189,653 $167,603.55 0.00%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 132,186 $116,808.95 0.00%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 91,717 $84,031.54 0.00%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 99,432 $91,100.02 0.00%
Freddie Mac FG G08788, 3.50%, due 11/01/2047 3128MJ2W9 265,267 $242,800.91 0.00%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 118,924 $108,956.74 0.00%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 179,516 $164,469.43 0.00%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 46,120 $45,940.16 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 9,239 $9,197.83 0.00%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 164,288 $159,750.59 0.00%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 35,868 $35,706.38 0.00%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 91,926 $91,463.03 0.00%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 205,161 $191,193.49 0.00%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 244,752 $236,146.11 0.00%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 80,653 $75,885.22 0.00%
Freddie Mac FG G18691, 3%, due 06/01/2033 3128MMXV0 23,110 $21,798.27 0.00%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 66,376 $63,967.86 0.00%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 198,157 $182,298.70 0.00%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 256,845 $235,798.50 0.00%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 108,223 $95,643.16 0.00%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 189,208 $173,352.39 0.00%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 231,281 $212,828.73 0.00%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 274,130 $251,583.45 0.00%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 48,957 $44,864.26 0.00%
Freddie Mac FR SD8043, 2.50%, due 02/01/2050 3132DV5C5 158,000 $133,354.31 0.00%
Freddie Mac FR ZS8602, 3%, due 03/01/2031 3132A9RX7 233,927 $222,386.46 0.00%
Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 3132ADRY6 64,888 $62,456.56 0.00%
FRONT RANGE BIDCO INC ZAYO TL 1L USD LX185593 250,000 $219,947.50 0.00%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 80,000 $74,199.62 0.00%
GENESEE & WYOMING INC GWR TL 1L USD LX181464 168,864 $169,151.56 0.00%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 221,579 $216,164.83 0.00%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 162,139 $151,217.45 0.00%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 159,440 $147,874.75 0.00%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 116,163 $107,676.72 0.00%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 67,425 $60,312.46 0.00%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 80,552 $74,535.12 0.00%
GNMA G2 MA4262, 3.50%, due 02/20/2047 36179SWX1 103,456 $95,805.55 0.00%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 32,543 $31,901.58 0.00%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 34,483 $31,945.91 0.00%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 220,275 $215,932.30 0.00%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 35,866 $35,913.35 0.00%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 30,249 $27,103.55 0.00%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 250,278 $238,746.70 0.00%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 41,885 $39,872.09 0.00%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 194,593 $174,416.55 0.00%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 260,386 $240,371.51 0.00%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 189,578 $180,319.79 0.00%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 157,850 $149,913.51 0.00%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 41,486 $40,498.90 0.00%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 107,353 $107,451.26 0.00%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 134,987 $122,353.66 0.00%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 32,466 $29,373.27 0.00%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 193,227 $169,955.81 0.00%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 162,807 $147,646.98 0.00%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 172,835 $156,915.10 0.00%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 26,302 $23,435.30 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 61,235 $53,004.44 0.00%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 162,738 $108,658.98 0.00%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 0 $0.00 0.00%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 130,065 $122,526.46 0.00%
Intelsat S.A. 1991211D.LX L5217E120 59,835 $0.00 0.00%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAL0 150,000 $148,033.61 0.00%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 31,420 $31,326.54 0.00%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 218,272 $186,982.20 0.00%
Madison Park Funding Ltd Series 2018-27A, Class A2, Variable rate, due 04/20/2030 55820YAC1 250,000 $250,738.77 0.00%
MATCH GROUP HLD II LLC MTCHII TL B 1L USD 221,266 $221,266.23 0.00%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 118,883 $116,589.49 0.00%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 72,399 $71,002.06 0.00%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 230,573 $221,033.89 0.00%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 130,334 $128,783.98 0.00%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 19,212 $17,838.84 0.00%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 36,919 $35,665.62 0.00%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 142,806 $141,021.20 0.00%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 249,528 $250,604.14 0.00%
Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 65540XAA5 136,658 $135,296.87 0.00%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $173,616.44 0.00%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 242,075 $217,714.68 0.00%
PATRIOT CONTAINER CORP WASQUI TL B 1L USD 162,481 $158,070.98 0.00%
PHYSICIANS REALTY LP 3.95%, due 01/15/2028 71951QAB8 54,000 $51,651.93 0.00%
Pound Sterling $GBP 3,486 $4,406.24 0.00%
REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 857524AE2 152,000 $159,372.00 0.00%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 65,272 $64,604.67 0.00%
REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 76169XAB0 170,000 $136,217.50 0.00%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 250,000 $258,167.00 0.00%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $74,249.88 0.00%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $124,894.90 0.00%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 164,848 $161,574.30 0.00%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 87,271 $85,920.16 0.00%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 134,750 $133,917.71 0.00%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 9,152 $8,871.47 0.00%
THE CIGNA GROUP 3.05%, due 10/15/2027 125523AZ3 75,000 $70,540.19 0.00%
TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 89680EAA7 247,000 $225,005.89 0.00%
UNITEDHEALTH GROUP INC 4.45%, due 12/15/2048 91324PDQ2 160,000 $142,234.09 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 60,599 $57,829.95 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 131,031 $120,016.79 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 170,859 $149,334.78 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 263,120 $234,845.15 0.00%
LONG GILT FUTURE Jun24 G M4 -5 ($630,355.01) -0.01%
EURO-BUXL 30Y BND Jun24 UBM4 -30 ($4,405,296.99) -0.08%
US 10YR NOTE (CBT)Jun24 TYM4 -76 ($8,426,500.00) -0.16%
EURO-BOBL FUTURE Jun24 OEM4 -141 ($18,053,044.84) -0.35%
EURO-BUND FUTURE Jun24 RXM4 -203 ($29,314,627.90) -0.56%
US 10yr Ultra Fut Jun24 UXYM4 -418 ($47,900,187.50) -0.92%
US Dollar $USD -992,102,885 ($992,102,885.18) -19.06%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 04-12-2024 -56,131,000.00 EUR $61,670,049.40 ($854,944.00)
USD->GBP 04-12-2024 -3,587,000.00 GBP $4,576,449.58 ($43,008.55)
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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