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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 8/4/2022

Total Number of Holdings (excluding cash): 871

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Sep22 TUU2 2,086 $437,994,812.50 12.16%
U.S. Treasury Note, 2.75%, due 07/31/2027 91282CFB2 237,770,000 $237,509,939.06 6.59%
Fannie Mae or Freddie Mac TBA, 2.50%, due 03/01/2052 01F022691 189,175,000 $175,215,954.58 4.86%
U.S. Treasury Bond, 2%, due 11/15/2041 912810TC2 205,019,000 $169,829,411.74 4.71%
Fannie Mae or Freddie Mac TBA, 2%, due 03/01/2052 01F020695 168,900,000 $150,842,215.27 4.19%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030694 103,950,000 $99,720,596.76 2.77%
U.S. Treasury Note, 3%, due 06/30/2024 91282CEX5 86,135,000 $86,060,977.31 2.39%
U.S. Treasury Bond, 2.375%, due 02/15/2042 912810TF5 90,055,000 $79,529,821.89 2.21%
U.S. Treasury Note, 2.875%, due 06/15/2025 91282CEU1 68,630,000 $68,418,211.94 1.90%
U.S. Treasury Note, 3%, due 07/31/2024 91282CFA4 67,235,000 $67,187,725.71 1.86%
Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2052 01F042699 65,625,000 $66,548,027.44 1.85%
U.S. Treasury Note, 3.25%, due 06/30/2027 91282CEW7 62,725,000 $64,065,256.99 1.78%
GNMA TBA, 2.50%, due 01/01/2052 21H022689 64,950,000 $61,151,947.42 1.70%
U.S. Treasury Bond, 2.875%, due 05/15/2052 912810TG3 55,527,000 $54,602,996.30 1.52%
FEDERAL HOME LOAN BANK 1.04%, due 06/14/2024 3130APYA7 52,905,000 $50,696,895.55 1.41%
Fannie Mae or Freddie Mac TBA, 3.50%, due 06/01/2052 01F032690 48,750,000 $47,916,095.66 1.33%
Fannie Mae or Freddie Mac TBA, 4%, due 07/01/2052 01F040693 46,525,000 $46,648,149.35 1.29%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 49,103,170 $43,925,810.14 1.22%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 29,996,665 $26,824,193.72 0.74%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 29,561,362 $26,447,242.30 0.73%
U.S. Treasury Note, 2.875%, due 05/15/2032 91282CEP2 26,000,000 $26,446,875.01 0.73%
U.S. Treasury Bill, 0%, due 12/22/2022 912796X87 23,160,000 $22,918,780.49 0.64%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 23,251,866 $21,552,245.62 0.60%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 21,145,000 $21,478,475.89 0.60%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 22,577,425 $20,944,736.62 0.58%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 20,415,771 $19,259,389.07 0.53%
CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 12566DAA0 19,899,432 $18,691,369.33 0.52%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 19,810,197 $18,362,149.05 0.51%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 19,426,829 $18,006,803.54 0.50%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 19,238,570 $17,832,305.36 0.49%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 18,465,000 $16,840,189.86 0.47%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 24,445,531 $16,782,152.96 0.47%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $16,253,389.88 0.45%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 18,317,230 $16,318,939.08 0.45%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 17,285,290 $15,813,452.76 0.44%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $15,671,957.40 0.43%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 16,615,000 $15,488,762.19 0.43%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 15,316,693 $14,970,043.80 0.42%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 14,870,438 $14,390,562.25 0.40%
MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 55358PAQ9 15,132,000 $14,250,414.22 0.40%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 15,134,748 $14,031,830.32 0.39%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 26,540,692 $14,058,413.51 0.39%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 15,370,000 $14,121,248.98 0.39%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 14,292,983 $13,816,121.53 0.38%
Freddie Mac FR QE0312, 2%, due 04/01/2052 3133B9KZ6 15,477,266 $13,838,766.05 0.38%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 14,126,525 $13,663,077.63 0.38%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $13,543,100.62 0.38%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 14,344,513 $13,176,959.68 0.37%
CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 12567HAC6 13,345,000 $12,937,983.37 0.36%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 13,247,497 $12,805,516.38 0.36%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $12,917,235.00 0.36%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 13,000,000 $12,581,029.24 0.35%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 13,400,000 $12,640,583.54 0.35%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 13,465,000 $12,689,431.75 0.35%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 13,355,000 $12,478,316.37 0.35%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 13,000,000 $12,566,473.14 0.35%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $12,574,445.78 0.35%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 14,200,000 $12,409,324.62 0.34%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 16,805,220 $12,139,094.22 0.34%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 12,156,592 $12,164,239.42 0.34%
Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 67098DAU7 12,685,000 $12,123,110.82 0.34%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 23,373,979 $12,358,323.08 0.34%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 12,968,221 $12,084,254.41 0.34%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $11,787,202.75 0.33%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 12,284,000 $11,758,647.72 0.33%
Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,028,668.57 0.31%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 10,775,000 $10,790,790.34 0.30%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 12,020,000 $10,345,349.56 0.29%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 10,430,000 $10,606,064.13 0.29%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 10,257,856 $10,324,416.49 0.29%
Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 69360LAA0 11,262,388 $10,526,717.73 0.29%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 11,320,000 $9,962,540.46 0.28%
BANK OF AMERICA CORP Variable rate, due 01/23/2026 06051GGZ6 9,965,000 $9,720,869.76 0.27%
BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 06744NBJ5 10,400,000 $9,845,695.91 0.27%
GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 38141GZE7 10,000,000 $9,684,610.70 0.27%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 19,136,668 $9,761,158.71 0.27%
MAGALLANES INC 5.141%, due 03/15/2052 55903VAQ6 11,190,000 $9,903,242.31 0.27%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 9,800,000 $9,718,441.26 0.27%
NCMF Trust Series 2022-MFP, Class C, Variable rate, due 03/15/2039 628870AE7 10,000,000 $9,782,489.00 0.27%
Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 77341DAA5 10,000,000 $9,847,961.60 0.27%
WELLS FARGO & COMPANY Variable rate, due 03/24/2028 95000U2V4 10,185,000 $9,848,109.94 0.27%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 10,370,000 $9,190,314.72 0.26%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 9,611,476 $9,227,750.42 0.26%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $9,489,964.60 0.26%
Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 75009RAC7 10,000,000 $9,354,330.10 0.26%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 15,118,399 $8,970,409.74 0.25%
AT&T INC 3.80%, due 12/01/2057 00206RMN9 11,047,000 $9,005,639.57 0.25%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 9,792,356 $9,007,556.67 0.25%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 8,956,702 $8,962,336.42 0.25%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 8,901,497 $8,906,980.52 0.25%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 9,860,000 $8,901,212.71 0.25%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 18,086,929 $9,106,737.89 0.25%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 9,690,000 $8,887,098.23 0.25%
BX Commercial Mortgage Trust 2019-XL Series 2019-XL, Class A, Variable rate, due 10/15/2036 056054AA7 8,821,864 $8,701,375.47 0.24%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 9,150,000 $8,790,769.17 0.24%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 9,471,981 $8,668,881.09 0.24%
MAGALLANES INC 5.05%, due 03/15/2042 55903VAN3 9,840,000 $8,766,455.02 0.24%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 9,444,000 $8,643,373.38 0.24%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,133,964.09 0.23%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 9,311,000 $8,232,320.65 0.23%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 9,101,000 $8,198,917.71 0.23%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 8,249,007 $8,136,056.78 0.23%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 9,105,000 $8,158,328.48 0.23%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 13,366,123 $8,218,772.63 0.23%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 8,175,000 $8,144,068.66 0.23%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 8,530,000 $8,127,560.66 0.23%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 8,500,000 $8,184,462.58 0.23%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 7,945,000 $7,904,425.68 0.22%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 7,880,000 $7,842,769.75 0.22%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 27,151,210 $8,023,087.66 0.22%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 7,930,287 $7,944,923.99 0.22%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,427,389 $7,774,679.45 0.22%
HCA INC 4.125%, due 06/15/2029 404119BX6 8,233,000 $7,941,377.35 0.22%
CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 14040HCK9 7,930,000 $7,603,539.82 0.21%
CIM Trust Series 2020-R4, Class A1A, Variable rate, due 06/25/2060 12559WAB5 7,951,101 $7,414,086.91 0.21%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 12,422,604 $7,664,815.14 0.21%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 7,701,000 $7,705,428.08 0.21%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 8,116,601 $7,577,769.70 0.21%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 8,015,000 $7,556,522.36 0.21%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $7,639,606.77 0.21%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 8,261,167 $7,478,951.56 0.21%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 8,320,000 $7,615,792.63 0.21%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 7,531,363 $7,305,236.56 0.20%
HCA INC 5.25%, due 06/15/2026 404119BT5 7,164,000 $7,301,938.45 0.20%
LEVEL 3 PARENT LLC LVLTPT TL B 1L USD LX184214 7,360,000 $7,185,200.00 0.20%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 7,863,761 $7,312,592.53 0.20%
NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 636220AB1 7,000,000 $7,363,790.00 0.20%
7-ELEVEN INC 0.80%, due 02/10/2024 817826AB6 7,335,000 $7,010,119.06 0.19%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 7,493,580 $6,893,013.86 0.19%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 7,085,585 $6,859,700.49 0.19%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 8,025,000 $6,984,763.39 0.19%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 7,600,000 $6,747,733.49 0.19%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 7,000,000 $6,669,463.50 0.19%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 8,125,000 $6,712,478.58 0.19%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $7,010,372.60 0.19%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 6,980,000 $6,702,896.94 0.19%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 13,121,589 $6,423,484.92 0.18%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 6,315,238 $6,460,368.60 0.18%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 7,710,000 $6,521,283.38 0.18%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 7,800,000 $6,606,000.80 0.18%
MORGAN STANLEY Variable rate, due 05/04/2027 61772BAB9 7,135,000 $6,498,223.51 0.18%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 6,645,000 $6,621,681.97 0.18%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 6,270,000 $6,137,880.89 0.17%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $6,154,742.53 0.17%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 6,627,252 $6,277,246.35 0.17%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 9,305,223 $6,303,700.78 0.17%
DNB BANK ASA Variable rate, due 03/30/2028 25601B2B0 7,000,000 $6,179,763.59 0.17%
DUKE ENERGY CORP 2.55%, due 06/15/2031 26441CBL8 7,030,000 $6,141,896.66 0.17%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 6,773,285 $6,230,446.03 0.17%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 6,024,166 $6,061,318.63 0.17%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 9,590,429 $6,108,865.52 0.17%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 6,095,000 $6,019,637.16 0.17%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 6,754,432 $5,981,536.25 0.17%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 6,907,978 $6,097,385.76 0.17%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 6,564,115 $6,224,159.25 0.17%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 6,178,000 $6,188,502.60 0.17%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,851,020.00 0.16%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 5,979,322 $5,850,336.88 0.16%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 5,955,336 $5,771,843.86 0.16%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 6,053,178 $5,625,153.59 0.16%
HEALTHCARE TRUST OF AMERICA 2%, due 03/15/2031 42225UAH7 7,235,000 $5,800,270.99 0.16%
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 404280CT4 6,915,000 $5,751,835.52 0.16%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 5,885,000 $5,898,614.31 0.16%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 10,392,303 $5,915,143.14 0.16%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,705,734.19 0.16%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $5,937,949.75 0.16%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 5,640,000 $5,628,304.72 0.16%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,243,775 $5,372,370.24 0.15%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 8,659,940 $5,291,552.65 0.15%
BAT CAPITAL CORP 3.557%, due 08/15/2027 05526DBB0 5,715,000 $5,352,380.73 0.15%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 6,040,000 $5,258,841.73 0.15%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 4,670,000 $5,264,211.69 0.15%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 5,401,720 $5,252,789.36 0.15%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 6,060,000 $5,226,230.11 0.15%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 6,100,000 $5,291,361.43 0.15%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 6,848,163 $5,342,073.65 0.15%
U.S. Treasury Inflation Indexed Bond, 0.125%, due 02/15/2052 912810TE8 6,285,000 $5,500,333.42 0.15%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,241,662.63 0.15%
ABBVIE INC 4.50%, due 05/14/2035 00287YAR0 4,997,000 $5,048,936.12 0.14%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,090,000 $5,002,249.67 0.14%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 5,989,238 $4,986,543.04 0.14%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 5,078,683 $5,073,011.37 0.14%
GOLDMAN SACHS GROUP INC 3.20%, due 02/23/2023 38141GWT7 5,140,000 $5,140,728.24 0.14%
IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 453140AF2 5,085,000 $4,997,081.67 0.14%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 6,397,000 $4,960,208.85 0.14%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 5,545,000 $5,210,843.38 0.14%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 4,891,573 $4,922,570.99 0.14%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 5,772,000 $4,968,639.29 0.14%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 4,937,522 $4,800,061.09 0.13%
ATHENE GLOBAL FUNDING 1.985%, due 08/19/2028 04685A3C3 5,585,000 $4,722,001.61 0.13%
AVOLON TLB BORROWER 1 US AVOL TL B5 1L USD 4,962,312 $4,841,380.04 0.13%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 4,565,000 $4,553,138.30 0.13%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 5,204,885 $4,532,654.11 0.13%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 4,789,000 $4,769,208.02 0.13%
GLP CAPITAL LP / FIN II 3.35%, due 09/01/2024 361841AN9 4,785,000 $4,615,065.51 0.13%
GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $4,826,202.40 0.13%
JBS USA/FOOD/FINANCE 3%, due 05/15/2032 46590XAD8 5,685,000 $4,780,916.84 0.13%
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 60855RAJ9 5,000,000 $4,853,312.50 0.13%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,653,260.50 0.13%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 5,054,000 $4,810,693.87 0.13%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 6,322,862 $4,852,645.18 0.13%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 4,700,000 $4,663,315.37 0.13%
AMERICAN CAMPUS CMNTYS 3.30%, due 07/15/2026 024836AE8 4,545,000 $4,494,304.57 0.12%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 4,320,000 $4,309,847.27 0.12%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,256,000 $4,364,924.31 0.12%
BANK OF AMERICA CORP Variable rate, due 04/22/2032 06051GJT7 4,765,000 $4,155,268.03 0.12%
CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 21036PBL1 4,145,000 $4,292,223.64 0.12%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 5,260,000 $4,216,208.76 0.12%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 4,420,026 $4,290,109.51 0.12%
HYATT HOTELS CORP 1.80%, due 10/01/2024 448579AN2 4,385,000 $4,150,490.42 0.12%
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 45824TBC8 4,513,000 $4,399,723.70 0.12%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAJ5 4,015,000 $4,183,248.58 0.12%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,702,459 $4,381,185.31 0.12%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 5,000,000 $4,485,658.65 0.12%
MSDB Trust Series 2017-712F, Class A, Variable rate, due 07/11/2039 55354JAA2 4,800,000 $4,457,939.52 0.12%
PERKINELMER INC 2.55%, due 03/15/2031 714046AH2 5,000,000 $4,259,710.90 0.12%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 4,883,000 $4,458,134.85 0.12%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 4,775,000 $4,309,683.98 0.12%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 4,360,637 $4,251,550.43 0.12%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 3,856,000 $4,229,602.98 0.12%
STATE OF QATAR 4.50%, due 04/23/2028 M8489SAH0 4,024,000 $4,277,672.96 0.12%
TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 87267HAQ0 4,500,000 $4,177,128.15 0.12%
US ULTRA BOND CBT Sep22 WNU2 27 $4,288,781.25 0.12%
WELLS FARGO & COMPANY Variable rate, due 04/30/2026 95000U2N2 4,385,000 $4,148,342.08 0.12%
AIRPORT AUTHORITY HK 3.25%, due 01/12/2052 00946AAE4 5,020,000 $4,141,982.43 0.11%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 4,128,000 $4,116,659.81 0.11%
CROWN FINANCE US INC CINELN PIK-TERM B1 1L USD LX191039 3,438,856 $3,790,925.81 0.11%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 4,402,061 $3,905,237.30 0.11%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 3,905,378 $3,896,854.79 0.11%
HCA INC 4.625%, due 03/15/2052 404119CG2 4,330,000 $3,808,657.87 0.11%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 BJJMS61 4,335,000 $3,838,708.63 0.11%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 3,930,000 $3,789,448.35 0.11%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 4,758,000 $4,078,967.22 0.11%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 4,790,000 $4,131,075.20 0.11%
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 55608JAZ1 4,775,000 $3,965,061.16 0.11%
Magnetite CLO Ltd Series 2012-7A, Class A1R2, Variable rate, due 01/15/2028 55951PBA4 4,197,496 $4,140,102.84 0.11%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 6,086,713 $3,890,799.41 0.11%
NAVICURE INC NAVCUR TL B 1L USD LX182640 3,971,082 $3,911,515.89 0.11%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $4,084,831.19 0.11%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 4,500,000 $3,973,576.99 0.11%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 4,600,000 $4,008,043.43 0.11%
AT&T INC 4.50%, due 03/09/2048 00206RDJ8 3,880,000 $3,618,882.32 0.10%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 3,500,000 $3,722,660.06 0.10%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 4,530,000 $3,754,624.91 0.10%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAH4 4,157,000 $3,775,056.13 0.10%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,713,334.61 0.10%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,959,391 $3,781,218.29 0.10%
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 225401AQ1 4,095,000 $3,714,423.72 0.10%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 3,755,000 $3,732,732.40 0.10%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 4,039,721 $3,715,961.08 0.10%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 3,830,000 $3,442,747.74 0.10%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 3,663,333 $3,742,525.97 0.10%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 3,597,046 $3,466,653.46 0.10%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,983,753 $3,705,914.63 0.10%
LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 527298BT9 4,525,000 $3,728,351.12 0.10%
LEVEL 3 FINANCING INC 3.875%, due 11/15/2029 527298BQ5 4,240,000 $3,742,287.60 0.10%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,463,385.20 0.10%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 4,055,000 $3,741,228.48 0.10%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 3,636,866 $3,573,556.24 0.10%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,643,822.58 0.10%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 3,260,000 $3,429,132.58 0.10%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,787,000 $3,626,063.10 0.10%
SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 78449RAN5 5,000,000 $3,769,599.50 0.10%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 3,615,272 $3,599,143.51 0.10%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 3,480,000 $3,611,759.48 0.10%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,681,716.21 0.10%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 5,035,000 $3,494,592.10 0.10%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 3,600,000 $3,498,588.00 0.10%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,715,000 $3,669,662.81 0.10%
US 5YR NOTE (CBT) Sep22 FVU2 33 $3,738,023.45 0.10%
WELLS FARGO & COMPANY Variable rate, due 07/25/2033 95000U3B7 3,350,000 $3,466,074.45 0.10%
ALIMENTATION COUCHE-TARD 3.80%, due 01/25/2050 01626PAN6 4,230,000 $3,335,212.31 0.09%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,690,625 $3,390,272.42 0.09%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 3,175,000 $3,156,085.92 0.09%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,154,828.17 0.09%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 4,060,000 $3,354,908.41 0.09%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 3,160,000 $3,134,070.03 0.09%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 3,542,083 $3,325,185.38 0.09%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 3,570,000 $3,109,647.11 0.09%
CREDIT SUISSE GROUP AG 4.282%, due 01/09/2028 225401AC2 3,365,000 $3,133,883.62 0.09%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 3,601,000 $3,238,927.66 0.09%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 3,606,000 $3,336,318.08 0.09%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 3,256,859 $3,258,907.61 0.09%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $3,268,465.07 0.09%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 3,299,568 $3,215,914.00 0.09%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 3,197,514 $3,266,156.60 0.09%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 3,350,925 $3,363,249.96 0.09%
HCA INC 3.125%, due 03/15/2027 404119CD9 3,250,000 $3,064,055.02 0.09%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,388,871.98 0.09%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 3,630,000 $3,147,039.71 0.09%
NEW YORK NY TAXABLE, 1.923%, due 08/01/2031 64966QRQ5 3,620,000 $3,095,992.69 0.09%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 3,170,000 $3,120,858.98 0.09%
NORTONLIFELOCK INC NLOK TL B 1L USD 3,300,000 $3,205,125.00 0.09%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $3,355,987.40 0.09%
SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN TAXABLE, 2.825%, due 11/01/2041 79771FAA5 3,960,000 $3,275,837.53 0.09%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 3,393,303 $3,243,292.12 0.09%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 3,407,515 $3,140,680.16 0.09%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 3,415,000 $3,363,624.64 0.09%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 8,107,803 $3,380,647.58 0.09%
WRKCO INC 3%, due 06/15/2033 92940PAG9 3,670,000 $3,223,446.99 0.09%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 3,000,000 $2,903,384.52 0.08%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 2,700,000 $2,734,161.86 0.08%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 2,839,000 $2,753,856.18 0.08%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 3,165,000 $2,719,297.29 0.08%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 3,307,095 $2,945,912.67 0.08%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 3,095,789 $2,935,171.60 0.08%
CITIGROUP INC Variable rate, due 03/17/2033 172967NN7 3,100,000 $2,927,185.23 0.08%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 2,800,000 $2,864,750.01 0.08%
ENERGY TRANSFER LP 4.90%, due 03/15/2035 29273RBE8 3,200,000 $3,010,040.26 0.08%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,731,085 $2,735,469.58 0.08%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 3,036,464 $3,035,804.66 0.08%
HCA INC 3.625%, due 03/15/2032 404119CF4 3,250,000 $2,949,504.61 0.08%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 3,253,158 $2,867,046.36 0.08%
INTL FLAVOR & FRAGRANCES 5%, due 09/26/2048 459506AL5 3,114,000 $3,019,151.70 0.08%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 3,043,176 $2,769,849.85 0.08%
LLOYDS BANKING GROUP PLC Variable rate, due 03/18/2028 53944YAS2 3,000,000 $2,892,064.95 0.08%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 3,000,000 $2,960,217.12 0.08%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 7,167,837 $2,816,107.87 0.08%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 3,275,011 $2,868,843.17 0.08%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,591,371 $2,821,945.04 0.08%
MORGAN STANLEY Variable rate, due 04/20/2037 61747YES0 2,785,000 $2,799,579.14 0.08%
MORGAN STANLEY Variable rate, due 10/20/2032 61747YEH4 3,200,000 $2,759,534.14 0.08%
Navient Student Loan Trust Series 2017-5A, Class A, Variable rate, due 07/26/2066 63940CAA2 2,967,800 $2,877,750.28 0.08%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX REV TAXABLE, 5%, due 03/15/2024 649902S95 2,690,000 $2,751,723.13 0.08%
PARAMOUNT GLOBAL 4.20%, due 05/19/2032 92556HAD9 3,000,000 $2,725,454.10 0.08%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 3,282,971 $2,874,661.21 0.08%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 3,325,000 $3,004,901.16 0.08%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 3,000,000 $2,949,598.32 0.08%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 2,748,855 $2,659,070.36 0.07%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,379,620.72 0.07%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,525,638.80 0.07%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 3,000,000 $2,379,300.00 0.07%
AVANTOR INC AVTR TL B 1L USD 2,695,762 $2,645,566.73 0.07%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $2,427,901.85 0.07%
BROADCOM INC 4.30%, due 11/15/2032 11135FAS0 2,505,000 $2,378,060.35 0.07%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,982,000 $2,627,887.50 0.07%
DENTSPLY SIRONA INC 3.25%, due 06/01/2030 24906PAA7 3,015,000 $2,585,865.25 0.07%
ENERGY TRANSFER LP 6.125%, due 12/15/2045 29273RBJ7 2,600,000 $2,602,650.26 0.07%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 2,358,272 $2,411,025.57 0.07%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 2,446,776 $2,461,341.20 0.07%
HUMANA INC 2.15%, due 02/03/2032 444859BR2 2,910,000 $2,456,167.95 0.07%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 3,130,000 $2,564,349.54 0.07%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAE6 3,000,000 $2,370,024.24 0.07%
JPMORGAN CHASE & CO Variable rate, due 01/29/2027 46647PBA3 2,585,000 $2,558,801.39 0.07%
JPMORGAN CHASE & CO Variable rate, due 10/15/2030 46647PBE5 2,625,000 $2,355,560.39 0.07%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAZ9 2,755,000 $2,633,803.87 0.07%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 2,085,000 $2,374,631.10 0.07%
ORGANON & CO ORGNON TL B 1L USD 2,581,667 $2,535,842.09 0.07%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 2,600,000 $2,386,488.00 0.07%
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 71654QDD1 3,310,000 $2,469,888.90 0.07%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 3,010,000 $2,509,549.66 0.07%
REPUBLIC OF CHILE 3.24%, due 02/06/2028 168863CF3 2,800,000 $2,701,867.14 0.07%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 2,874,000 $2,684,833.32 0.07%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $2,505,012.00 0.07%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,855,000 $2,520,502.89 0.07%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 2,440,000 $2,469,792.40 0.07%
TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 88032WBC9 3,290,000 $2,516,099.84 0.07%
TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 88032WAN6 2,775,000 $2,649,188.49 0.07%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAX3 2,845,000 $2,665,309.06 0.07%
TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 89686QAA4 2,500,000 $2,501,562.50 0.07%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 2,930,000 $2,682,971.70 0.07%
AON CORP/AON GLOBAL HOLDINGS 3.90%, due 02/28/2052 03740LAE2 2,465,000 $2,154,558.84 0.06%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 2,140,000 $1,983,983.81 0.06%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 2,605,000 $2,266,989.27 0.06%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 2,500,000 $2,215,053.95 0.06%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 2,437,083 $2,094,126.64 0.06%
BECTON DICKINSON AND CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,106,022.56 0.06%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 2,650,000 $2,320,752.05 0.06%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 2,125,000 $2,095,080.00 0.06%
CENTURYLINK INC CTL TL B 1L USD LX185338 2,219,122 $2,142,851.24 0.06%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 2,180,000 $2,154,098.79 0.06%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,375,000 $2,265,236.81 0.06%
COMMONSPIRIT HEALTH 2.76%, due 10/01/2024 20268JAA1 2,135,000 $2,085,017.43 0.06%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 2,485,000 $2,177,825.84 0.06%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BW9551266 2,000,000 $2,186,261.12 0.06%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,320,026 $2,148,923.62 0.06%
ENERGY TRANSFER LP 4.95%, due 06/15/2028 29278NAF0 2,030,000 $2,044,460.04 0.06%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 2,050,817 $2,024,251.11 0.06%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $2,329,735.41 0.06%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 2,183,119 $2,189,705.62 0.06%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 2,525,000 $2,282,698.33 0.06%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,247,652.95 0.06%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD LX194307 2,357,188 $2,312,000.22 0.06%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 2,429,976 $2,189,030.37 0.06%
METROPOLITAN EDISON CO 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,268,267.97 0.06%
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 60855RAL4 2,500,000 $2,299,443.75 0.06%
NETFLIX INC 4.625%, due 05/15/2029 BK728B5 1,945,000 $2,053,945.08 0.06%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 2,113,000 $2,067,159.88 0.06%
PROAMPAC PG BORROWER LLC PROLAM TL B 1L USD 2,207,519 $2,119,218.36 0.06%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,259,859.89 0.06%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 2,885,000 $2,332,601.26 0.06%
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 699149AK6 2,397,000 $2,009,797.01 0.06%
SLM Student Loan Trust Series 2008-8, Class A4, Variable rate, due 04/25/2023 78445GAD5 2,030,759 $2,016,090.51 0.06%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 2,415,759 $2,208,460.78 0.06%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AX8 2,630,000 $2,294,798.06 0.06%
ZEP INC ZEP TL B 1L USD 2,577,031 $2,199,058.15 0.06%
ADMI CORP ASPDEN TL B2 1L USD LX192321 2,128,500 $1,961,263.76 0.05%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,813,087.15 0.05%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 2,145,000 $1,979,150.87 0.05%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,624,668.40 0.05%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,629,266.71 0.05%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 2,105,000 $1,812,504.78 0.05%
BROADCOM INC 3.469%, due 04/15/2034 11135FBL4 2,000,000 $1,708,158.22 0.05%
CAESARS RESORT COLLECTIO CAERES TL 1L USD LX168784 1,680,736 $1,651,508.18 0.05%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,845,000 $1,801,707.52 0.05%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 1,960,000 $1,727,184.83 0.05%
CIGNA CORP 3.40%, due 03/01/2027 125523CB4 2,000,000 $1,964,568.48 0.05%
CIGNA CORP 3.875%, due 10/15/2047 125523BK5 2,060,000 $1,806,768.20 0.05%
CITIGROUP INC Variable rate, due 01/29/2031 172967ML2 2,000,000 $1,763,201.36 0.05%
CITIGROUP INC Variable rate, due 03/31/2031 172967MP3 1,670,000 $1,661,294.24 0.05%
Citimortgage Alternative Loan Series 2006-A4, Class 1A8, 6%, due 09/25/2036 17309VAH6 2,202,222 $1,969,820.51 0.05%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 1,985,000 $1,847,980.09 0.05%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,727,759 $1,696,633.42 0.05%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 1,850,000 $1,908,899.22 0.05%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAF3 8,275,000 $1,665,343.75 0.05%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,679,169.78 0.05%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,801,586 $1,749,443.46 0.05%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,908,913 $1,859,613.36 0.05%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,779,295.13 0.05%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,809,189.44 0.05%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 1,634,726 $1,644,807.70 0.05%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,730,633 $1,769,345.81 0.05%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,785,775 $1,788,362.52 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,995,000 $1,915,640.78 0.05%
HEALTHCARE TRUST OF AMERICA 3.10%, due 02/15/2030 42225UAG9 2,000,000 $1,768,809.92 0.05%
HORIZON THERAPEUTICS USA HZNP TL B 1L USD LX192886 1,806,500 $1,768,491.24 0.05%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,703,149.01 0.05%
IMPERIAL BRANDS FIN PLC 3.50%, due 02/11/2023 453140AB1 1,780,000 $1,780,291.88 0.05%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,749,485.54 0.05%
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 46647PBH8 1,895,000 $1,793,558.17 0.05%
KINGDOM OF BAHRAIN N/C, 7%, due 01/26/2026 M87012AA4 1,600,000 $1,667,939.20 0.05%
LENOVO GROUP LTD 6.536%, due 07/27/2032 526250AE5 1,790,000 $1,771,656.33 0.05%
LEVEL 3 FINANCING INC 3.40%, due 03/01/2027 527298BP7 1,985,000 $1,800,145.72 0.05%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,705,286.27 0.05%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 2,125,000 $1,790,222.15 0.05%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,686,878 $1,684,117.60 0.05%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,727,901.80 0.05%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,700,000 $1,738,224.50 0.05%
ORACLE CORP 3.60%, due 04/01/2050 68389XBX2 2,535,000 $1,852,280.54 0.05%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 2,430,000 $1,694,208.16 0.05%
PHOENIX NEWCO INC PRXL TL 1L USD LX196814 2,000,000 $1,960,940.00 0.05%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 1,900,000 $1,917,440.96 0.05%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,750,000 $1,658,394.50 0.05%
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 M8237RAH7 1,800,000 $1,686,034.80 0.05%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 M6320UAD1 1,660,000 $1,659,780.88 0.05%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,817,830.67 0.05%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,980,000 $1,942,323.30 0.05%
UNIV OF MICHIGAN MI TAXABLE, 3.504%, due 04/01/2052 914455UH1 1,815,000 $1,662,968.88 0.05%
ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD LX204417 1,822,070 $1,718,594.97 0.05%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 M0152WAE1 1,537,000 $1,457,678.51 0.04%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,267,276.34 0.04%
ALCON FINANCE CORP 2.60%, due 05/27/2030 01400EAD5 1,500,000 $1,315,376.94 0.04%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,666,048 $1,516,845.19 0.04%
American Money Management Corporation Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 1,476,281 $1,466,265.90 0.04%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 1,412,000 $1,371,310.91 0.04%
BANK OF AMERICA CORP Variable rate, due 03/05/2029 06051GHG7 1,345,000 $1,309,783.76 0.04%
BANK OF AMERICA CORP Variable rate, due 06/19/2026 06051GJD2 1,500,000 $1,379,143.94 0.04%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,855,000 $1,413,828.96 0.04%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,750,000 $1,503,089.79 0.04%
BERKSHIRE HATHAWAY FINANCE 3.85%, due 03/15/2052 084664DB4 1,675,000 $1,532,559.34 0.04%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 1,475,000 $1,487,974.07 0.04%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,356,989.97 0.04%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,555,713 $1,499,749.41 0.04%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 1,630,193 $1,585,705.27 0.04%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,406,777 $1,415,846.99 0.04%
FISERV INC 2.25%, due 06/01/2027 337738BB3 1,400,000 $1,291,485.89 0.04%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,536,048 $1,497,332.22 0.04%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,360,804 $1,370,684.78 0.04%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,486,258 $1,497,086.68 0.04%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 1,507,374 $1,517,573.43 0.04%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,729,548 $1,526,665.52 0.04%
GENERAL ELECTRIC CO 6.75%, due 03/15/2032 36962GXZ2 1,304,000 $1,532,901.96 0.04%
HSBC HOLDINGS PLC Variable rate, due 08/11/2033 404280DH9 1,390,000 $1,390,000.00 0.04%
ITC HOLDINGS CORP 2.95%, due 05/14/2030 465685AQ8 1,500,000 $1,355,850.78 0.04%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 1,505,000 $1,302,141.50 0.04%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,296,329.61 0.04%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 1,837,000 $1,461,876.09 0.04%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,346,228.03 0.04%
MACQUARIE GROUP LTD Variable rate, due 06/21/2033 55608JBE7 1,710,000 $1,613,898.17 0.04%
MACQUARIE GROUP LTD Variable rate, due 11/28/2023 55608JAH1 1,285,000 $1,282,070.86 0.04%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 1,225,000 $1,279,811.52 0.04%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 1,300,000 $1,295,943.65 0.04%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,524,979.72 0.04%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX TAXABLE, 2.957%, due 02/15/2032 64990FQY3 1,405,000 $1,313,776.72 0.04%
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 674599DG7 2,879,000 $1,495,280.63 0.04%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 2,050,000 $1,590,131.60 0.04%
PATHWAY VET ALLIANCE LLC PATVET TL 1L USD 1,454,516 $1,372,437.22 0.04%
PETRONAS CAPITAL LTD 2.48%, due 01/28/2032 71675CAB4 1,650,000 $1,469,730.42 0.04%
PLAZE INC PLAZEI TL B 1L USD 1,530,625 $1,442,614.06 0.04%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 1,570,000 $1,444,392.15 0.04%
ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 77340RAT4 1,500,000 $1,277,992.50 0.04%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 1,735,000 $1,560,044.39 0.04%
SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD 1,450,000 $1,422,087.50 0.04%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 1,331,448 $1,329,170.69 0.04%
SPIN HOLDCO INC DRY TL 1L USD 1,678,050 $1,547,212.44 0.04%
STARBUCKS CORP 3%, due 02/14/2032 855244BC2 1,680,000 $1,531,338.61 0.04%
VICI PROPERTIES / NOTE 5.75%, due 02/01/2027 92564RAJ4 1,425,000 $1,429,004.25 0.04%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 1,477,000 $1,415,223.76 0.04%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,783,642 $1,570,079.61 0.04%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,485,434.31 0.04%
ACRISURE LLC ACRISU TL B 1L USD 1,147,074 $1,093,608.68 0.03%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $961,169.90 0.03%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $903,729.37 0.03%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 1,200,000 $1,167,565.22 0.03%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 1,300,000 $1,021,283.90 0.03%
BANK OF AMERICA CORP Variable rate, due 02/04/2033 06051GKK4 1,075,000 $950,377.78 0.03%
BANK OF AMERICA CORP Variable rate, due 03/11/2032 06051GJP5 1,300,000 $1,132,999.58 0.03%
BAYER US FINANCE II LLC 3.375%, due 07/15/2024 07274NAW3 1,045,000 $1,027,689.00 0.03%
BECTON DICKINSON N/C, 6.70%, due 08/01/2028 075887AQ2 1,000,000 $1,113,584.67 0.03%
BERRY GLOBAL INC BERY TL Z 1L USD LX192988 1,273,386 $1,252,693.03 0.03%
CHARLES SCHWAB CORP 2.90%, due 03/03/2032 808513CA1 1,220,000 $1,121,337.06 0.03%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,122,883.25 0.03%
CHOBANI LLC/FINANCE CORP 4.625%, due 11/15/2028 17027NAB8 1,287,000 $1,172,654.08 0.03%
CIGNA CORP 3.40%, due 03/15/2051 125523CQ1 1,279,000 $1,048,628.49 0.03%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 1,157,000 $1,074,727.16 0.03%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $1,026,955.07 0.03%
DIRECTV FINANCING LLC DIFILL TL 1L USD LX196261 955,000 $917,478.06 0.03%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 1,480,000 $1,252,406.33 0.03%
EMPRESAS PUBLIC MEDELLIN N/C, 4.375%, due 02/15/2031 P9379RBC0 1,200,000 $945,469.61 0.03%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 1,097,417 $1,126,412.45 0.03%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 1,034,445 $1,039,983.60 0.03%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 1,031,947 $1,032,153.20 0.03%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 1,038,221 $1,040,277.96 0.03%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 988,129 $999,044.20 0.03%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 1,172,082 $1,173,512.60 0.03%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 1,210,678 $1,235,857.17 0.03%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,181,928.00 0.03%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 1,150,000 $1,144,411.00 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,316,776 $1,053,472.42 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,361,046 $1,238,167.09 0.03%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,073,801 $1,078,924.68 0.03%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 930,448 $934,354.80 0.03%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 920,695 $924,297.18 0.03%
GOLDMAN SACHS GROUP INC Variable rate, due 01/27/2032 38141GXR0 1,345,000 $1,111,552.83 0.03%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 950,000 $929,980.34 0.03%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 1,168,455 $1,038,824.38 0.03%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $965,919.07 0.03%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,318,464 $1,127,280.92 0.03%
INTERCONTINENTALEXCHANGE 4.60%, due 03/15/2033 45866FAW4 950,000 $986,073.88 0.03%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,511,271 $1,163,281.16 0.03%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,200,000 $935,180.40 0.03%
LIFE STORAGE LP 2.20%, due 10/15/2030 53227JAC8 1,135,000 $939,220.08 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2033 53944YAU7 1,245,000 $1,245,000.00 0.03%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $967,449.97 0.03%
Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 65540XAA5 925,194 $923,474.20 0.03%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 949,528 $917,505.64 0.03%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 1,705,000 $1,183,261.48 0.03%
PLAINS ALL AMER PIPELINE 3.80%, due 09/15/2030 72650RBN1 1,350,000 $1,228,381.02 0.03%
QATAR ENERGY 2.25%, due 07/12/2031 M8180AAD0 1,400,000 $1,247,540.00 0.03%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 1,200,000 $1,186,212.00 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,160,862.00 0.03%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 1,031,967 $1,025,723.98 0.03%
TSMC GLOBAL LTD 4.625%, due 07/22/2032 872882AN5 1,000,000 $1,029,219.06 0.03%
UBS GROUP AG 4.703%, due 08/05/2027 902613AS7 1,200,000 $1,199,798.47 0.03%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $958,377.12 0.03%
VICI PROPERTIES / NOTE 4.50%, due 09/01/2026 92564RAH8 1,275,000 $1,217,032.13 0.03%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 1,375,000 $1,203,108.16 0.03%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 1,125,000 $1,124,931.13 0.03%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 870,000 $837,414.48 0.02%
AEP TRANSMISSION CO LLC 3.75%, due 12/01/2047 00115AAH2 1,000,000 $874,453.37 0.02%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 578,352 $552,083.28 0.02%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 615,600 $563,177.35 0.02%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $612,006.14 0.02%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $850,613.47 0.02%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 900,438 $781,599.57 0.02%
ARAB REPUBLIC OF EGYPT N/C, 7.6003%, due 03/01/2029 03846JW71 1,200,000 $834,753.60 0.02%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 1,000,000 $793,100.00 0.02%
ASCENDAS REIT 0.75%, due 06/23/2028 BMBYK48 1,000,000 $861,981.14 0.02%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $587,075.24 0.02%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $599,297.88 0.02%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $763,806.30 0.02%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 672,606 $666,655.73 0.02%
CITIGROUP INC Variable rate, due 05/01/2032 172967MY4 720,000 $618,132.05 0.02%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $819,973.39 0.02%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 661,810 $575,023.90 0.02%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $742,143.56 0.02%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 819,616 $812,119.93 0.02%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 572,000 $566,112.61 0.02%
ECOPETROL SA 6.875%, due 04/29/2030 279158AN9 840,000 $807,882.60 0.02%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 726,000 $670,577.34 0.02%
ENERGY TRANSFER LP 5.50%, due 06/01/2027 29278NAN3 583,000 $602,925.15 0.02%
ENTEGRIS INC ENTG TL B 1L USD 770,000 $763,986.30 0.02%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $729,181.67 0.02%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 813,338 $811,264.29 0.02%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 730,243 $730,236.66 0.02%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 857,063 $858,276.68 0.02%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 617,153 $617,831.66 0.02%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 621,081 $595,101.88 0.02%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 697,219 $683,727.02 0.02%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $638,700.31 0.02%
FED REPUBLIC OF BRAZIL 2.875%, due 06/06/2025 105756CD0 650,000 $628,485.93 0.02%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 600,000 $586,335.46 0.02%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 840,569 $818,069.57 0.02%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 749,992 $772,296.28 0.02%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 739,708 $741,497.14 0.02%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 704,340 $713,414.58 0.02%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 724,791 $730,361.41 0.02%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 679,297 $680,281.38 0.02%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 631,525 $632,440.32 0.02%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 801,595 $805,886.81 0.02%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 770,639 $771,434.36 0.02%
GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 36962GW75 943,000 $895,868.31 0.02%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 575,900 $568,014.76 0.02%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 747,628 $752,479.39 0.02%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 738,942 $726,973.78 0.02%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 885,411 $871,624.13 0.02%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 641,470 $639,547.47 0.02%
GSAA Home Equity Trust Series 2005-6, Class M1, Variable rate, due 06/25/2035 36242D3X9 799,239 $790,765.53 0.02%
HEALTHCARE TRUST OF AMERICA 3.625%, due 01/15/2028 42225UAK0 895,000 $843,475.49 0.02%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 633,665 $605,753.29 0.02%
INDONESIA ASAHAN ALUMINIUM 5.45%, due 05/15/2030 74445PAF9 600,000 $596,631.01 0.02%
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 46188BAB8 740,000 $635,662.35 0.02%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,246,348 $774,102.91 0.02%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 860,000 $691,973.17 0.02%
KILROY REALTY LP 2.65%, due 11/15/2033 49427RAR3 1,093,000 $871,311.84 0.02%
KRAFT HEINZ FOODS CO 5%, due 07/15/2035 50077LAL0 721,000 $737,418.99 0.02%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS, 6.758%, due 07/01/2034 544646ZR6 595,000 $723,568.61 0.02%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $802,540.28 0.02%
MOZART BORROWER LP MEDIND TL B 1L USD LX198398 600,000 $575,124.00 0.02%
New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 64352VMW8 833,213 $832,351.35 0.02%
PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 70014LAC4 850,000 $844,632.94 0.02%
PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 720198AE0 670,000 $570,650.94 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $797,641.69 0.02%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 850,000 $813,731.04 0.02%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 957,000 $892,402.50 0.02%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 698,549 $690,329.86 0.02%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 716,000 $652,349.00 0.02%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $550,337.58 0.02%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $589,435.49 0.02%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 647,417 $618,606.08 0.02%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 628,043 $609,074.54 0.02%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 800,000 $850,052.80 0.02%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 661,675 $640,731.83 0.02%
SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD LX193531 835,279 $803,747.68 0.02%
T-MOBILE USA INC 4.50%, due 04/15/2050 87264AAZ8 750,000 $700,647.45 0.02%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 700,000 $693,350.95 0.02%
TSMC ARIZONA CORP 4.50%, due 04/22/2052 872898AJ0 635,000 $637,761.96 0.02%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 750,000 $697,378.97 0.02%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 725,000 $708,006.00 0.02%
Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 718,481 $690,855.55 0.02%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $340,290.23 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $497,036.13 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $252,329.48 0.01%
ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 01883LAA1 375,000 $362,321.25 0.01%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 500,000 $431,015.03 0.01%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 332,000 $329,312.03 0.01%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.439%, due 10/06/2048 03523TBT4 200,000 $189,955.29 0.01%
ASURION LLC ASUCOR TL B8 1L USD LX191415 352,402 $331,479.59 0.01%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 290,253 $287,223.23 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 493,849 $477,568.94 0.01%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 325,000 $294,517.57 0.01%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 516,026 $492,980.43 0.01%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $268,374.25 0.01%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 294,587 $291,802.79 0.01%
CENTRAL PARENT INC CDK TL 1L USD 337,068 $329,122.96 0.01%
CHANGE HEALTHCARE HOLDINGS EM TL B 1L USD LX159695 224,577 $222,371.20 0.01%
Citigroup Mortgage Loan Trust Inc Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 393,496 $391,495.44 0.01%
COMM Mortgage Trust Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 278,449 $277,633.24 0.01%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 475,000 $418,294.18 0.01%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $477,967.31 0.01%
ENERGY TRANSFER LP 5.15%, due 03/15/2045 29273RBF5 260,000 $235,917.77 0.01%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 323,071 $323,538.87 0.01%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 270,167 $271,704.78 0.01%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 413,261 $412,416.15 0.01%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 377,337 $375,838.82 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 492,836 $492,934.75 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 404,622 $404,618.66 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 519,242 $520,524.77 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 361,244 $371,018.62 0.01%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 232,890 $239,439.78 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 499,056 $510,414.77 0.01%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 245,584 $251,458.99 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 438,078 $440,218.37 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 454,754 $465,642.04 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 496,004 $482,147.34 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 435,584 $436,215.62 0.01%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 196,870 $200,995.15 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 453,355 $452,361.23 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 438,141 $447,389.85 0.01%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 212,874 $212,251.90 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 474,625 $462,230.61 0.01%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 257,491 $258,116.83 0.01%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 210,111 $210,041.57 0.01%
FISERV INC 2.65%, due 06/01/2030 337738BC1 510,000 $450,730.58 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 349,030 $341,077.45 0.01%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 220,229 $214,643.77 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 501,579 $488,832.16 0.01%
Freddie Mac FG G08788, 3.50%, due 11/01/2047 3128MJ2W9 314,686 $315,069.98 0.01%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 214,457 $214,162.07 0.01%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 203,593 $209,400.53 0.01%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 471,495 $462,576.09 0.01%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 283,462 $278,099.35 0.01%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 340,331 $344,090.23 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 366,989 $369,252.80 0.01%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 238,647 $240,118.68 0.01%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 320,589 $321,047.69 0.01%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 226,663 $227,081.68 0.01%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 272,323 $273,875.20 0.01%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 333,998 $335,901.38 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 413,214 $393,957.98 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 335,002 $343,141.26 0.01%
Freddie Mac FR ZS8602, 3%, due 03/01/2031 3132A9RX7 335,444 $335,160.89 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 428,600 $437,835.69 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 273,126 $280,972.49 0.01%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 465,389 $450,646.54 0.01%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 400,000 $374,429.04 0.01%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 194,447 $197,105.34 0.01%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 195,304 $196,982.40 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 503,086 $495,744.63 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 488,653 $481,961.69 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 372,260 $375,559.12 0.01%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 278,175 $289,254.24 0.01%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 308,811 $315,841.17 0.01%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 236,039 $231,148.88 0.01%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 320,188 $321,257.00 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 463,508 $473,783.02 0.01%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 235,986 $241,226.29 0.01%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 496,376 $511,835.23 0.01%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 194,922 $198,885.42 0.01%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 218,923 $211,686.29 0.01%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 184,253 $185,352.23 0.01%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 215,483 $217,707.53 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 426,319 $415,599.67 0.01%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 366,968 $362,633.81 0.01%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 355,827 $288,142.64 0.01%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 400,000 $408,254.83 0.01%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 510,338 $500,004.00 0.01%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $359,267.47 0.01%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 500,000 $500,024.61 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 554,774 $523,649.70 0.01%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 3,860,000 $294,209.20 0.01%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 234,710 $233,575.38 0.01%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 250,051 $222,657.46 0.01%
LIFE STORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $192,977.91 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 477,301 $464,883.95 0.01%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 285,456 $236,961.79 0.01%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $204,687.50 0.01%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 382,535 $379,599.67 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $444,831.25 0.01%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 221,618 $213,714.00 0.01%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 193,802 $188,832.04 0.01%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $297,483.18 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $472,249.85 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $429,502.68 0.01%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $190,671.57 0.01%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 306,237 $278,015.31 0.01%
Palmer Square Loan Funding Ltd Series 2019-4A, Class A1, Variable rate, due 10/24/2027 69689HAA3 517,567 $515,238.05 0.01%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 467,000 $461,301.35 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B 1L USD 477,273 $471,306.82 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD 272,727 $269,318.18 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $394,657.99 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $347,481.31 0.01%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 425,000 $384,603.96 0.01%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $457,360.21 0.01%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 300,000 $265,154.68 0.01%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 500,000 $427,543.98 0.01%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 500,000 $405,177.12 0.01%
REPUBLIC OF PERU 2.783%, due 01/23/2031 715638DF6 560,000 $494,927.08 0.01%
REPUBLIC OF PHILIPPINES N/C, 1.648%, due 06/10/2031 718286CK1 240,000 $204,598.80 0.01%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 329,909 $277,123.65 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 566,945 $424,498.92 0.01%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $494,657.21 0.01%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 300,000 $299,217.20 0.01%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 461,476 $450,765.67 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $296,126.78 0.01%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 229,887 $219,282.89 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $529,014.57 0.01%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $197,628.50 0.01%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 484,688 $461,882.96 0.01%
UBS-Barclays Commercial Mortgage Trust Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 234,190 $232,577.88 0.01%
UNITED AIRLINES INC UAL TL B 1L USD 385,078 $375,065.81 0.01%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 374,230 $369,419.94 0.01%
VICI PROPERTIES / NOTE 3.75%, due 02/15/2027 92564RAD7 195,000 $181,585.95 0.01%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 350,000 $341,173.03 0.01%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 205,000 $202,093.93 0.01%
VONOVIA SE 1.50%, due 06/14/2041 BNBY5K6 500,000 $365,085.40 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,090,333 $449,442.50 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 198,095 $181,007.79 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 302,489 $275,508.78 0.01%
2022-09-16 EURO$ 1YR MID-CRV Sep23 C 98.375 648 $9.72 0.00%
2022-09-16 EURO$ 1YR MID-CRV Sep23 C 98.75 1,403 $8,768.75 0.00%
2022-09-16 EURO$ 1YR MID-CRV Sep23 C 99 -3,185 ($19,906.25) 0.00%
AI AQUA MERGER SUB INC CULLHO TL DD 1L USD 131,444 $125,473.47 0.00%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $95,295.55 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 107,368 $100,117.62 0.00%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $179,386.61 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 130,486 $128,368.26 0.00%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 2,889 $2,889.91 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 96,397 $87,403.91 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 181,005 $159,883.64 0.00%
BENGAL DEBT MERGER SUB L PEP TL DD 1L USD LX202255 29,771 $28,441.18 0.00%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $178,929.00 0.00%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 126,000 $125,721.54 0.00%
CIGNA CORP 3.05%, due 10/15/2027 125523AZ3 75,000 $72,096.38 0.00%
DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD 941 $909.30 0.00%
DIAMOND SPORTS GROUP LLC DSPORT TL B 1L USD LX180415 940,410 $166,922.70 0.00%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 92,482 $91,342.00 0.00%
ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 29273DAC4 1,859,000 $111,540.00 0.00%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 107,880 $107,900.36 0.00%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 114,286 $105,623.16 0.00%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 106,957 $106,465.39 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 80,664 $82,509.25 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 82,437 $84,208.15 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 139,691 $143,556.92 0.00%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 118,745 $121,882.26 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 13,385 $13,404.30 0.00%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 168,445 $169,635.98 0.00%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 117,418 $118,621.95 0.00%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 157,205 $161,555.69 0.00%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 86,587 $86,335.55 0.00%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 102,876 $100,793.98 0.00%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 79,876 $79,496.31 0.00%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 52,200 $51,002.81 0.00%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 55,223 $55,624.28 0.00%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 53,046 $51,816.41 0.00%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 30,331 $29,565.73 0.00%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 111,591 $111,843.48 0.00%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 154,138 $150,224.69 0.00%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 108,467 $108,914.82 0.00%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 117,928 $118,194.98 0.00%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 141,596 $141,592.13 0.00%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 61,419 $63,956.55 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 12,017 $12,506.89 0.00%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 47,496 $49,427.29 0.00%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 128,926 $134,068.36 0.00%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 109,978 $109,560.47 0.00%
Freddie Mac FG G18691, 3%, due 06/01/2033 3128MMXV0 32,303 $32,139.62 0.00%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 90,431 $91,430.12 0.00%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 124,982 $121,687.99 0.00%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 61,981 $61,484.91 0.00%
Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 3132ADRY6 94,680 $95,650.33 0.00%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 141,907 $142,827.52 0.00%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 81,634 $80,516.46 0.00%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 97,366 $98,108.16 0.00%
GNMA G2 MA4262, 3.50%, due 02/20/2047 36179SWX1 125,230 $126,042.93 0.00%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 40,579 $42,238.43 0.00%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 42,198 $42,411.28 0.00%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 45,800 $47,548.91 0.00%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 36,824 $36,147.33 0.00%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 51,172 $52,336.54 0.00%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 52,520 $54,155.25 0.00%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 140,999 $145,435.99 0.00%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 163,092 $159,815.83 0.00%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 40,515 $39,639.64 0.00%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 31,778 $31,205.42 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 74,608 $68,022.58 0.00%
IJ CVR A 0%, due 01/01/3000 L5137X109 6,253 $0.00 0.00%
IJ CVR B 0%, due 01/01/3000 L5137X117 6,253 $0.00 0.00%
IJ EMERGENCE 0%, due 01/01/3000 L5217E120 59,704 $0.00 0.00%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 177,958 $169,578.26 0.00%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 2,000,000 $152,380.00 0.00%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 390,000 $29,714.10 0.00%
Interest: Pay 10840000 USD, Receive 10840000 US0003M - 07/24/2053 9,810,000 $0.00 0.00%
Interest: Pay 129740000 US0003M, Receive 129740000 USD - 07/24/2025 117,450,000 $0.00 0.00%
Interest: Pay 14200000 USD, Receive 14200000 US0003M - 09/28/2053 12,425,000 $0.00 0.00%
Interest: Pay 1455750