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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 4/25/2025

Total Number of Holdings (excluding cash): 994

Security Name Identifier CUSIP Shares / Quantity Market Value / Notional Value Weighting Descending sort
US Dollar $USD 250,126,623 $250,126,622.89 7.80%
Freddie Mac FN SD8491, 5%, due 12/01/2054 3132DWNG4 100,427,722 $98,024,703.75 3.06%
Fannie Mae FN MA5583, 4%, due 01/01/2055 31418FFZ5 92,338,882 $85,513,616.33 2.67%
Fannie Mae FN MA4577, 2%, due 04/01/2052 31418ECP3 83,790,728 $66,154,124.93 2.06%
U.S. Treasury Note, 3.875%, due 04/30/2030 91282CMZ1 52,573,000 $52,562,731.98 1.64%
Freddie Mac FR SL0419, 3%, due 10/01/2053 31427MPD7 60,261,750 $51,978,490.23 1.62%
Fannie Mae Series 2024-82, Class CF, Variable rate, due 11/25/2054 3136BTFB4 34,262,256 $34,195,139.51 1.07%
Freddie Mac FR SD8220, 3%, due 06/01/2052 3132DWDZ3 23,246,039 $20,062,511.61 0.63%
Freddie Mac FR SD8193, 2%, due 02/01/2052 3132DWC68 23,419,312 $18,489,932.60 0.58%
GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 38141GXM1 18,970,000 $18,539,235.50 0.58%
GNMA G2 MA9963, 4.50%, due 10/20/2054 36180AB85 18,167,093 $17,324,705.01 0.54%
Fannie Mae FN MA4840, 4.50%, due 12/01/2052 31418ELW8 17,528,515 $16,720,164.50 0.52%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 19,821,286 $16,454,099.03 0.51%
Fannie Mae FN MA4958, 4.50%, due 03/01/2053 31418EQL7 16,977,225 $16,170,761.52 0.50%
Freddie Mac FR SD8244, 4%, due 09/01/2052 3132DWER0 15,852,132 $14,708,999.50 0.46%
Fannie Mae FN CA8513, 2.50%, due 01/01/2051 3140QGN78 17,492,020 $14,475,461.06 0.45%
Fannie Mae FN FM8422, 2.50%, due 08/01/2051 3140XCLC0 17,586,237 $14,559,602.15 0.45%
AMCOR FLEXIBLES NORTH AMERICA 4.80%, due 03/17/2028 02344AAC2 13,780,000 $13,848,283.48 0.43%
Fannie Mae FN CB4808, 4%, due 10/01/2052 3140QQKW4 14,403,792 $13,360,865.72 0.42%
Fannie Mae FN FS3275, 3%, due 04/01/2052 3140XJT94 15,423,641 $13,301,130.75 0.41%
Freddie Mac FR SD3246, 4%, due 08/01/2052 3132DQTB2 12,681,396 $11,755,609.38 0.37%
Freddie Mac FR SD8265, 4%, due 11/01/2052 3132DWFE8 12,695,397 $11,773,552.19 0.37%
Freddie Mac FR SD8256, 4%, due 10/01/2052 3132DWE58 12,541,343 $11,635,648.79 0.36%
Fannie Mae FN FS7252, 5%, due 11/01/2053 3140XPBW8 11,502,504 $11,250,446.33 0.35%
Cascade Funding Mortgage Trust Series 2024-NR1, Class A1, Variable rate, due 11/25/2029 12531DAA2 11,016,874 $11,035,600.45 0.34%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 10,819,410 $10,788,995.48 0.34%
Fannie Mae FN BV3023, 2%, due 02/01/2052 3140MGLD1 13,679,203 $10,799,922.97 0.34%
Woodward Capital Management Series 2024-CES6, Class A1A, Variable rate, due 11/01/2043 749410AA4 11,060,002 $11,039,252.26 0.34%
AMSR Trust Series 2020-SFR3, Class H, 6.50%, due 09/17/2037 001807AJ5 10,662,000 $10,578,156.16 0.33%
Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 74333QAN5 10,950,000 $10,494,252.24 0.33%
Vantage Data Centers Jersey Borrower SPV Limited Series 2024-1A, Class A2, 6.172%, due 05/28/2039 BCC3FKT10 7,800,000 $10,550,646.72 0.33%
Cross Mortgage Trust Series 2025-H1, Class A3, Variable rate, due 02/25/2070 22758NAE7 10,212,064 $10,224,458.65 0.32%
Allegro CLO Ltd Series 2024-2A, Class B1, Variable rate, due 07/24/2037 01750RAG5 9,750,000 $9,820,677.85 0.31%
HOMES Trust Series 2024-NQM2, Class A3, Variable rate, due 10/25/2069 43761CAE2 9,776,780 $9,793,156.33 0.31%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 10,215,000 $9,478,043.11 0.30%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF9, Class 2A4, Variable rate, due 06/25/2036 320276AF5 11,075,000 $9,754,208.79 0.30%
Freddie Mac Series 5472, Class FE, Variable rate, due 11/25/2054 3137HHEP2 9,486,068 $9,495,463.01 0.30%
Pretium Mortgage Credit Partners LLC Series 2025-NPL1, Class A1, Variable rate, due 02/25/2055 74143VAA2 9,692,238 $9,686,811.96 0.30%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 10,120,235 $9,489,640.12 0.30%
SWCH Commercial Mortgage Trust Series 2025-DATA, Class E, Variable rate, due 03/15/2042 78489CAE9 9,900,000 $9,507,251.16 0.30%
Towd Point Mortgage Trust Series 2021-SJ2, Class A1B, Variable rate, due 12/25/2061 89180LAB4 10,205,680 $9,362,014.20 0.29%
Verus Securitization Trust Series 2022-2, Class A3, Variable rate, due 02/25/2067 92538XAC9 9,818,778 $9,214,604.73 0.29%
COMM Mortgage Trust Series 2024-277P, Class B, Variable rate, due 08/10/2044 12654FAE0 8,651,000 $8,982,345.41 0.28%
Fannie Mae FN MA4562, 2%, due 03/01/2052 31418EB82 11,232,907 $8,877,701.28 0.28%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,890,000 $9,115,506.14 0.28%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 8,936,687 $8,525,161.85 0.27%
FIRSTENERGY TRANSMISSION 4.55%, due 01/15/2030 33767BAG4 8,730,000 $8,629,725.39 0.27%
GCAT Series 2021-NQM6, Class A1, Variable rate, due 08/25/2066 36167KAA6 9,623,422 $8,736,084.51 0.27%
New Residential Mortgage Loan Trust Series 2024-NQM2, Class A2, Variable rate, due 09/25/2064 64832BAD7 8,629,352 $8,608,604.78 0.27%
AMSR Trust Series 2020-SFR4, Class G2, 4.87%, due 11/17/2037 66981FAJ9 8,543,000 $8,395,270.17 0.26%
Credit Suisse Mortgage Trust Series 2021-NQM6, Class A3, Variable rate, due 07/25/2066 12662KAC3 9,858,359 $8,286,068.45 0.26%
LCM Ltd Partnership Series 35A, Class BR, Variable rate, due 10/15/2035 50202QAQ6 8,580,000 $8,472,750.00 0.26%
Madison Park Funding Ltd Series 2020-46A, Class DRR, Variable rate, due 10/15/2034 55822ABC0 8,500,000 $8,426,463.36 0.26%
MARS INC 4.80%, due 03/01/2030 571676AY1 8,250,000 $8,318,198.87 0.26%
Palmer Square CLO Ltd Series 2015-1A, Class BR5, Variable rate, due 05/21/2034 69689ACA6 8,290,000 $8,198,027.18 0.26%
PGA National Resort Commercial Mortgage Trust Series 2024-RSR2, Class A, Variable rate, due 06/15/2026 69381CAA5 8,314,000 $8,295,431.51 0.26%
PRP Advisors, LLC Series 2024-RPL1, Class M1, Variable rate, due 12/25/2064 69380XAD4 9,062,000 $8,386,346.34 0.26%
Bain Capital Credit CLO, Limited Series 2021-3A, Class CR, Variable rate, due 07/24/2034 05683NAN2 8,000,000 $7,895,895.84 0.25%
Bayview Opportunity Master Fund VII Series 2024-EDU1, Class E, Variable rate, due 06/25/2047 07336PAE4 7,915,684 $8,051,910.68 0.25%
BX Trust Series 2021-ARIA, Class G, Variable rate, due 10/15/2036 05608RAQ8 8,138,000 $7,964,886.84 0.25%
CIFC Funding Ltd Series 2014-4RA, Class CRR, Variable rate, due 01/17/2035 12552FBL6 8,000,000 $7,885,152.72 0.25%
Clover CLO Series 2018-1A, Class B1RR, Variable rate, due 04/20/2037 18914GAG6 8,000,000 $7,967,063.60 0.25%
Madison Avenue Trust Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 8,000,000 $7,908,444.80 0.25%
SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 8426EPAH1 8,280,000 $8,032,513.78 0.25%
TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 88631YAQ0 8,000,000 $8,015,362.00 0.25%
APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 00214WAF8 14,135,425 $7,775,861.48 0.24%
Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 126697AF8 8,531,084 $7,843,341.42 0.24%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 9,737,411 $7,687,794.07 0.24%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 8,020,806 $7,650,320.65 0.24%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 8,000,000 $7,602,917.60 0.24%
VB-S1 Issuer LLC Series 2024-1A, Class F, 8.871%, due 05/15/2054 91823ABG5 7,300,000 $7,622,162.14 0.24%
Dryden Senior Loan Fund Series 2019-72A, Class BRR, Variable rate, due 05/15/2032 26252NAY5 7,500,000 $7,509,198.23 0.23%
Freddie Mac FR SD8213, 3%, due 05/01/2052 3132DWDS9 8,530,025 $7,361,843.37 0.23%
PRKCM Trust Series 2021-AFC1, Class A1, Variable rate, due 07/25/2056 69357TAA8 8,736,863 $7,263,558.76 0.23%
AMSR Trust Series 2021-SFR2, Class F2, 3.674%, due 08/17/2038 00179VAH9 7,300,000 $6,924,673.42 0.22%
Angel Oak Mortgage Trust Series 2024-11, Class M1A, Variable rate, due 08/25/2069 03463QAD8 6,900,000 $6,933,091.71 0.22%
BX Trust Series 2025-VLT6, Class E, Variable rate, due 03/15/2030 12433KAJ6 7,383,000 $7,148,115.76 0.22%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 7,500,000 $7,047,099.00 0.22%
Deephaven Residential Mortgage Trust Series 2024-1, Class A1, Variable rate, due 07/25/2069 24380QAC6 6,988,724 $6,996,003.96 0.22%
Fanniemae Strip Series 434, Class C29, 2%, due 10/25/2052 31423XZ61 54,475,536 $6,978,418.63 0.22%
Freddie Mac FR SD8257, 4.50%, due 10/01/2052 3132DWE66 7,365,450 $7,025,497.00 0.22%
New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 64830NAE1 8,100,000 $7,192,541.61 0.22%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 6,731,000 $6,923,540.28 0.22%
UNITED MEXICAN STATES 6.35%, due 02/09/2035 91087BAV2 7,080,000 $7,054,936.80 0.22%
Voya CLO Ltd Series 2022-1A, Class BR, Variable rate, due 04/20/2035 92918UAN1 7,100,000 $7,035,872.52 0.22%
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class F, Variable rate, due 09/15/2031 95002NAQ0 7,315,000 $7,055,251.67 0.22%
Progress Residential Trust Series 2021-SFR8, Class E1, 2.382%, due 10/17/2038 74333TAJ8 6,928,000 $6,680,168.12 0.21%
STRYKER CORP 4.70%, due 02/10/2028 863667BK6 6,750,000 $6,806,639.66 0.21%
Angel Oak Mortgage Trust Series 2024-6, Class A2, Variable rate, due 11/25/2067 034944AB4 6,454,203 $6,313,385.28 0.20%
Bear Mountain Park CLO, Ltd Series 2022-1A, Class BR, Variable rate, due 07/15/2037 07403CAL5 6,605,000 $6,522,423.83 0.20%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 12482HAS3 6,600,000 $6,531,383.10 0.20%
Credit Suisse Mortgage Trust Series 2021-RPL7, Class A1, Variable rate, due 07/27/2061 12598JAC5 6,461,417 $6,444,974.57 0.20%
DBGS Mortgage Trust Series 2021-W52, Class C, Variable rate, due 10/15/2036 23308LAJ3 6,520,000 $6,388,655.25 0.20%
Ellington Financial Mortgage Trust Series 2022-4, Class B1, Variable rate, due 09/25/2067 268432AE1 6,510,100 $6,404,911.76 0.20%
Fannie Mae FN FM8658, 2.50%, due 09/01/2051 3140XCTQ1 7,653,477 $6,331,494.38 0.20%
Fannie Mae FN MA4783, 4%, due 10/01/2052 31418EJ50 6,741,232 $6,254,409.76 0.20%
HPS Loan Management Ltd Series 5A-2015, Class CR3, Variable rate, due 10/15/2030 44331DAW9 6,525,000 $6,509,446.94 0.20%
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 52523YAC8 6,870,420 $6,314,416.97 0.20%
Park Avenue Trust Series 2017-245P, Class E, Variable rate, due 06/05/2037 90187LAN9 7,000,000 $6,431,714.10 0.20%
SREIT Trust Series 2021-MFP2, Class D, Variable rate, due 11/15/2036 85236WCL8 6,337,000 $6,286,759.63 0.20%
VASA Trust Series 2021-VASA, Class D, Variable rate, due 07/15/2039 92230AAG1 7,650,000 $6,534,884.75 0.20%
Visio Trust Series 2023-1, Class B1, Variable rate, due 03/25/2058 927958AE8 7,358,000 $6,570,965.58 0.20%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 9,236,000 $6,393,730.16 0.20%
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 12656HAC8 6,175,099 $6,165,991.81 0.19%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class F2, 4.284%, due 08/17/2037 33767MAN5 6,025,000 $5,973,958.01 0.19%
Hertz Vehicle Financing LLC Series 2021-2A, Class C, 2.52%, due 12/27/2027 42806MAG4 6,500,000 $6,165,272.75 0.19%
Rad CLO Ltd Series 2020-7A, Class B1R, Variable rate, due 04/17/2036 74936GAC2 6,000,000 $6,002,793.12 0.19%
Regatta Funding Series 2018-1A, Class BR, Variable rate, due 07/17/2037 75887XAQ0 6,100,000 $6,127,136.58 0.19%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 6,804,198 $6,055,626.61 0.19%
Vault DI Issuer LLC Series 2021-1A, Class A2, 2.804%, due 07/15/2046 92243JAA0 6,285,000 $6,037,519.33 0.19%
1211 Avenue of the Americas Trust Series 2015-1211, Class A1A2, 3.9005%, due 08/10/2035 90117PAC9 5,940,000 $5,840,757.46 0.18%
BXHPP Trust Series 2021-FILM, Class A, Variable rate, due 08/15/2036 05609JAA0 6,225,000 $5,861,265.78 0.18%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 6,881,200 $5,707,825.35 0.18%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 6,190,000 $5,889,261.33 0.18%
Freddie Mac FR SD8225, 3%, due 07/01/2052 3132DWD67 6,611,313 $5,703,886.71 0.18%
Freddiemac Strip Series 386, Class C1, 2%, due 03/15/2052 31325YBW7 44,087,016 $5,642,846.20 0.18%
GNMA G2 MA8151, 4.50%, due 07/20/2052 36179XBU9 6,039,094 $5,790,468.72 0.18%
GNMA G2 MA8427, 4.50%, due 11/20/2052 36179XLG9 5,973,728 $5,727,793.51 0.18%
Morgan Stanley Capital I Trust Series 2020-CNP, Class C, Variable rate, due 04/05/2042 61770YAG0 7,045,000 $5,650,359.12 0.18%
PRP Advisors, LLC Series 2023-NQM1, Class B1, Variable rate, due 01/25/2068 693965AE5 5,995,000 $5,895,652.66 0.18%
Taco Bell Funding, LLC Series 2016-1A, Class A23, 4.97%, due 05/25/2046 87342RAC8 5,901,563 $5,895,676.87 0.18%
UBER TECHNOLOGIES INC 4.30%, due 01/15/2030 90353TAN0 5,828,000 $5,745,085.04 0.18%
Allegro CLO Ltd Series 2019-1A, Class BRR, Variable rate, due 04/20/2032 01750FAU0 5,500,000 $5,501,087.46 0.17%
CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 12560YAA0 6,223,512 $5,448,125.54 0.17%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 5,490,376 $5,395,728.27 0.17%
Freddie Mac - STACR Series 2024-DNA3, Class M2, Variable rate, due 10/25/2044 35564NFA6 5,325,000 $5,310,632.09 0.17%
Freddie Mac FR SD8266, 4.50%, due 11/01/2052 3132DWFF5 5,859,640 $5,589,403.14 0.17%
FS Commerical Mortgage Trust Series 2023-4SZN, Class D, Variable rate, due 11/10/2039 30334RAG9 5,243,000 $5,347,034.75 0.17%
GLS Auto Receivables Trust Series 2024-2A, Class D, 6.19%, due 02/15/2030 37964VAF4 5,490,000 $5,590,793.11 0.17%
GLS Auto Select Receivables Trust Series 2023-2A, Class D, 0%, due 02/18/2031 36269EAF6 4,950,000 $5,347,781.51 0.17%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 5,465,000 $5,448,428.10 0.17%
Hudson Yards Series 2025-SPRL, Class D, Variable rate, due 01/13/2040 44855PAG3 5,500,000 $5,601,796.75 0.17%
KREST Commercial Mortgage Secu Series 2025-AIP4, Class E, Variable rate, due 03/15/2042 50077KAJ7 5,516,000 $5,374,974.63 0.17%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 59025RAU1 6,154,791 $5,397,692.10 0.17%
One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class AJ, Variable rate, due 01/15/2036 68249DAC3 5,815,000 $5,421,177.38 0.17%
Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 74333HAQ8 5,500,000 $5,354,593.75 0.17%
ROLLINS INC 5.25%, due 02/24/2035 775711AA2 5,330,000 $5,300,116.18 0.17%
Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 86361WAC5 6,906,712 $5,565,905.31 0.17%
Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 96042XAG0 5,290,000 $5,410,112.62 0.17%
Aimco Series 2019-10A, Class BRR, Variable rate, due 07/22/2037 00901AAU1 5,000,000 $5,020,172.80 0.16%
AMERICOLD REALTY OPER PART 5.60%, due 05/15/2032 03063UAB7 5,165,000 $5,154,262.12 0.16%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,645,000 $5,275,796.12 0.16%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D, Variable rate, due 12/15/2037 12482HAL8 5,174,000 $5,146,455.69 0.16%
Cloud Capital Series 2024-1A, Class A2, 5.781%, due 11/22/2049 102104AA4 5,050,000 $5,040,088.37 0.16%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 5,443,000 $5,152,147.59 0.16%
DOLP Trust Series 2021-NYC, Class A, 2.956%, due 05/10/2041 23345LAA7 6,000,000 $5,247,328.80 0.16%
ELEVANCE HEALTH INC 5.20%, due 02/15/2035 036752BD4 5,195,000 $5,190,941.56 0.16%
GOLDMAN SACHS GROUP INC Variable rate, due 10/23/2035 38141GB78 5,240,000 $5,051,317.04 0.16%
Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 44421GAJ2 5,855,000 $5,256,857.88 0.16%
LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 505710AF0 4,950,000 $5,061,310.65 0.16%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 5,887,284 $5,078,275.58 0.16%
Long Beach Mortgage Loan Trust Series 2006-1, Class 2A3, Variable rate, due 02/25/2036 542514RL0 6,011,415 $5,031,211.50 0.16%
MORGAN STANLEY Variable rate, due 04/20/2029 61747YFD2 5,220,000 $5,291,723.27 0.16%
ORACLE CORP 4.80%, due 08/03/2028 68389XCY9 5,170,000 $5,218,177.63 0.16%
Shamrock Residential Series 2024-1A, Class E, Variable rate, due 12/24/2078 BCC3JLXM3 4,700,000 $5,162,009.55 0.16%
Switch ABS Issuer, LLC Series 2024-1A, Class B, 6.50%, due 03/25/2054 871044AC7 5,000,000 $5,011,178.50 0.16%
Vantage Data Centers LLC Series 2020-1A, Class A2, 1.645%, due 09/15/2045 92212KAB2 5,360,000 $5,281,285.72 0.16%
Vista Point Securitization Trust Series 2024-CES2, Class A3, Variable rate, due 10/25/2054 92841YAC9 5,080,000 $5,082,842.26 0.16%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 5,435,000 $5,193,421.31 0.16%
Woodward Capital Management Series 2024-CES8, Class B1, 7.40026%, due 11/25/2044 749421AF0 5,010,000 $5,017,459.89 0.16%
ALLO Issuer, LLC Series 2023-1A, Class C, 12.18%, due 06/20/2053 01983KAE4 4,351,000 $4,680,761.85 0.15%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 4,793,468 $4,807,077.91 0.15%
CVS HEALTH CORP Variable rate, due 12/10/2054 126650EG1 4,885,000 $4,850,035.61 0.15%
Fannie Mae Series 2024-96, Class FD, Variable rate, due 12/25/2054 3136BTN90 4,741,936 $4,762,289.20 0.15%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 33767MAC9 4,760,000 $4,697,627.82 0.15%
Freddie Mac FR SD8272, 3%, due 12/01/2052 3132DWFM0 5,536,615 $4,774,639.64 0.15%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 5,000,000 $4,650,758.35 0.15%
MORGAN STANLEY Variable rate, due 04/28/2026 6174468Q5 4,772,000 $4,772,000.00 0.15%
NYC Commercial Mortgage Trust Series 2021-909, Class D, Variable rate, due 04/10/2043 67076XAG0 6,440,000 $4,787,754.89 0.15%
NYC Commercial Mortgage Trust Series 2025-3BP, Class E, Variable rate, due 02/15/2042 67120UAN7 4,850,000 $4,680,418.78 0.15%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 4,737,000 $4,770,048.20 0.15%
Uniti Fiber ABS Issuer LLC Series 2025-1A, Class B, 6.369%, due 04/20/2055 91326EAB1 4,800,000 $4,880,920.32 0.15%
Alinea CLO LTD Series 2018-1A, Class DR, Variable rate, due 07/20/2031 016269AL6 4,600,000 $4,530,452.60 0.14%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,123,000 $4,396,998.82 0.14%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 5,062,962 $4,401,806.63 0.14%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 5,620,000 $4,503,653.32 0.14%
Bluemountain CLO Ltd Series 2017-2A, Class A2, Variable rate, due 10/20/2030 09629EAE1 4,500,000 $4,508,699.94 0.14%
Bluemountain CLO Ltd Series 2018-22A, Class A2, Variable rate, due 07/15/2031 09629PAC0 4,500,000 $4,508,488.04 0.14%
CITIGROUP INC Variable rate, due 06/11/2035 172967PL9 4,505,000 $4,499,862.55 0.14%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 251510NC3 4,892,417 $4,399,069.17 0.14%
DUKE ENERGY PROGRESS LLC 5.05%, due 03/15/2035 26442UAU8 4,375,000 $4,360,311.33 0.14%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 4,815,857 $4,465,945.81 0.14%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 5,839,123 $4,613,670.08 0.14%
FREMF Mortgage Trust Series 2020-KF78, Class C, Variable rate, due 03/25/2030 302979AG4 4,565,268 $4,535,496.59 0.14%
HYATT HOTELS CORP 5.05%, due 03/30/2028 448579AU6 4,475,000 $4,480,568.20 0.14%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class A2, 3.1499%, due 06/13/2052 46591EAR8 4,683,334 $4,527,004.75 0.14%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-ACB, Class C, Variable rate, due 03/15/2039 46593EAE5 4,500,000 $4,512,649.50 0.14%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2025-BMS, Class C, Variable rate, due 01/15/2042 46596CAE6 4,680,000 $4,647,555.90 0.14%
Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 52523KAQ7 5,312,428 $4,550,125.40 0.14%
MHC Commercial Mortgage Trust Series 2021-MHC, Class B, Variable rate, due 04/15/2038 55316VAC8 4,392,000 $4,374,602.85 0.14%
Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 67590BAS9 4,500,000 $4,504,383.86 0.14%
Progress Residential Trust Series 2021-SFR11, Class F, 4.42%, due 01/17/2039 74333XAN0 4,565,000 $4,369,880.94 0.14%
SREIT Trust Series 2021-FLWR, Class C, Variable rate, due 07/15/2036 78485GAJ3 4,416,000 $4,385,149.38 0.14%
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 86359B2K6 4,812,094 $4,492,001.20 0.14%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 4,380,000 $4,526,616.12 0.14%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 4,921,030 $4,635,326.52 0.14%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 5,925,000 $4,492,506.35 0.14%
WELLS FARGO & COMPANY Variable rate, due 01/23/2035 95000U3K7 4,390,000 $4,408,919.81 0.14%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,404,866 $4,230,797.55 0.13%
AMERICAN MEDICAL SYSTEMS EUROPE 3%, due 03/08/2031 BNRNH78 3,640,000 $4,123,411.17 0.13%
American Money Management Corporation Series 2024-28A, Class A1A, Variable rate, due 07/20/2037 03166HAA4 4,115,000 $4,088,872.14 0.13%
BX Trust Series 2021-LBA, Class DV, Variable rate, due 02/15/2036 05609BBF5 4,146,216 $4,069,044.18 0.13%
BX Trust Series 2024-BIO, Class D, Variable rate, due 02/15/2041 05612AAL0 4,310,000 $4,194,212.28 0.13%
BX Trust Series 2024-PAT, Class A, Variable rate, due 03/15/2026 05612FAA3 4,264,000 $4,276,850.42 0.13%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 4,100,000 $4,182,000.00 0.13%
Fannie Mae FN MA4732, 4%, due 09/01/2052 31418EHJ2 4,613,415 $4,280,489.20 0.13%
Fanniemae Strip Series 426, Class C41, 2%, due 03/25/2051 31422M2D7 35,127,929 $4,177,291.77 0.13%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 4,736,000 $4,141,713.45 0.13%
Freddie Mac FR SD8328, 4.50%, due 06/01/2053 3132DWHD8 4,314,178 $4,110,607.15 0.13%
GS Mortgage Securities Trust Series 2023-FUN, Class B, Variable rate, due 03/15/2028 36267CAC9 4,230,000 $4,239,857.59 0.13%
HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 40431JAA1 4,810,555 $4,083,379.23 0.13%
INVITATION HOMES OP INVH TL A 1L USD 4,208,743 $4,145,612.13 0.13%
JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 46643NAF2 4,759,990 $4,306,278.81 0.13%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,732,564 $4,318,573.33 0.13%
MORGAN STANLEY Variable rate, due 01/18/2036 61748UAF9 4,050,000 $4,093,496.64 0.13%
NRTH PARK Mortgage Trust Series 2024-PARK, Class A, Variable rate, due 03/15/2041 67021HAA4 4,218,000 $4,194,415.05 0.13%
Park Avenue Trust Series 2017-245P, Class A, 3.508%, due 06/05/2037 90187LAA7 4,441,000 $4,292,118.58 0.13%
RIDE 2025-SHRE Series 2025-SHRE, Class D, Variable rate, due 02/14/2035 765692AG3 4,250,000 $4,265,975.75 0.13%
Tricon Residential Series 2024-SFR3, Class D, 5.25%, due 08/17/2041 89616YAD6 4,250,000 $4,173,333.83 0.13%
U.S. Treasury Note, 3.75%, due 04/30/2027 91282CMY4 4,171,000 $4,170,103.90 0.13%
Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 92540NAF0 4,420,000 $4,315,960.27 0.13%
VOLKSWAGEN FINANCIAL SERVICES N/C, 3.875%, due 11/19/2031 D9452YAD7 3,600,000 $4,123,412.85 0.13%
WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 55903VBC6 5,063,000 $4,326,340.03 0.13%
Wells Fargo Commercial Mortgage Trust Series 2024-SVEN, Class C, Variable rate, due 06/10/2037 949937AD8 4,200,000 $4,207,081.20 0.13%
Wells Fargo Mortgage Backed Securities Trust Series 2007-7, Class A1, 6%, due 06/25/2037 94985JAA8 4,592,551 $4,201,002.60 0.13%
Ziply Fiber Issuer, LLC Series 2024-1A, Class C, 11.17%, due 04/20/2054 98979QAE3 3,750,000 $4,010,391.75 0.13%
Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 009733AA4 3,978,315 $3,978,216.36 0.12%
BFLD Trust Series 2024-VICT, Class A, Variable rate, due 07/15/2041 05555VAA7 3,791,000 $3,788,427.05 0.12%
BXP Trust Series 2017-GM, Class E, Variable rate, due 06/13/2039 056083AN8 4,080,000 $3,767,184.36 0.12%
CITIGROUP INC Variable rate, due 03/27/2036 17327CBA0 3,945,000 $3,894,154.62 0.12%
CROWN CASTLE INC 3.80%, due 02/15/2028 22822VAK7 3,890,000 $3,793,711.96 0.12%
DELL INT LLC / EMC CORP 4.75%, due 04/01/2028 24703TAL0 3,945,000 $3,971,368.42 0.12%
Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 29001VAW9 3,850,000 $3,867,141.55 0.12%
FLORIDA POWER & LIGHT CO 5.30%, due 06/15/2034 341081GU5 3,840,000 $3,926,666.46 0.12%
Freddie Mac FR RA6427, 3%, due 12/01/2051 3133KND83 4,532,106 $3,915,042.14 0.12%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 4,848,285 $3,827,782.26 0.12%
Freddie Mac FR SD8275, 4.50%, due 12/01/2052 3132DWFQ1 4,012,960 $3,827,890.34 0.12%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 4,365,634 $3,975,988.67 0.12%
HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 41165AAB8 4,651,744 $3,920,690.46 0.12%
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 43739EBP1 4,057,000 $4,002,203.32 0.12%
JBS USA HOLD/FOOD/LUX CO 6.75%, due 03/15/2034 47214BAC2 3,628,000 $3,926,841.99 0.12%
JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 46592LAH3 4,222,404 $3,816,370.16 0.12%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 55316PAA5 4,530,000 $3,947,401.68 0.12%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 4,154,081 $3,881,608.58 0.12%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 4,470,000 $3,809,234.14 0.12%
Tricon Residential Series 2021-SFR1, Class F, 3.692%, due 07/17/2038 89614YAG1 4,100,000 $3,977,293.56 0.12%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 92922F5U8 4,092,127 $3,777,599.42 0.12%
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 95002NAN7 3,975,000 $3,861,648.90 0.12%
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 009723AA5 3,561,441 $3,551,875.42 0.11%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 3,500,000 $3,400,327.81 0.11%
BANK OF AMERICA CORP Variable rate, due 06/19/2026 06051GJD2 3,580,000 $3,561,306.46 0.11%
Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 06540GBA5 3,470,000 $3,553,159.94 0.11%
BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 05541DAX4 4,115,881 $3,557,691.10 0.11%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 4,050,000 $3,640,496.40 0.11%
BX Trust Series 2023-LIFE, Class C, 5.8836%, due 02/15/2028 05609DAE5 3,700,000 $3,592,339.25 0.11%
BXHPP Trust Series 2021-FILM, Class B, Variable rate, due 08/15/2036 05609JAJ1 4,000,000 $3,668,780.40 0.11%
CCO HLDGS LLC/CAP CORP 4.25%, due 01/15/2034 1248EPCP6 4,203,000 $3,522,831.88 0.11%
CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 12566PAB1 4,501,041 $3,650,910.36 0.11%
COMM Mortgage Trust Series 2020-CX, Class B, 2.446%, due 11/10/2046 12656KAE7 4,070,000 $3,378,755.27 0.11%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 4,419,382 $3,514,629.88 0.11%
Fannie Mae FN FS6925, 2.50%, due 12/01/2051 3140XNVT8 4,434,039 $3,670,941.78 0.11%
Fannie Mae FN FS7577, 2.50%, due 01/01/2054 3140XPM30 4,283,012 $3,554,542.60 0.11%
Fannie Mae FN MA4626, 4%, due 06/01/2052 31418ED80 3,834,383 $3,557,887.18 0.11%
FED REPUBLIC OF BRAZIL 6.625%, due 03/15/2035 105756CL2 3,600,000 $3,591,177.12 0.11%
Freddie Mac FR SD3890, 3%, due 08/01/2052 3132E0KB7 4,103,832 $3,546,787.42 0.11%
Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 381742AC9 3,500,000 $3,515,750.00 0.11%
GoodLeap Sustainable Home Improvement Loan Trust Series 2023-1GS, Class A, 5.52%, due 02/22/2055 38237VAA4 3,951,287 $3,622,587.95 0.11%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 3,685,000 $3,425,639.64 0.11%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 12,346,792 $3,598,016.92 0.11%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 4,915,676 $3,475,825.56 0.11%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 3,566,749 $3,369,060.22 0.11%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 3,508,000 $3,403,852.75 0.11%
ROCC Trust Series 2024-CNTR, Class E, 8.81906%, due 11/13/2041 74970WAJ9 3,500,000 $3,650,168.55 0.11%
SDR Commercial Mortgage Trust Series 2024-DSNY, Class B, Variable rate, due 05/15/2039 811304AE4 3,715,000 $3,630,023.83 0.11%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,530,000 $3,481,995.53 0.11%
Wingstop Funding LLC Series 2020-1A, Class A2, 2.841%, due 12/05/2050 974153AB4 3,694,735 $3,483,890.14 0.11%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 3,840,000 $3,547,230.34 0.11%
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 00109BAA3 3,282,871 $3,165,311.69 0.10%
ANHEUSER-BUSCH INBEV SA/NV 3.95%, due 03/22/2044 BQ9D4B0 2,905,000 $3,282,431.49 0.10%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 3,170,000 $3,158,989.45 0.10%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 3,490,000 $3,366,008.91 0.10%
BANK OF AMERICA CORP Variable rate, due 04/22/2032 06051GJT7 3,820,000 $3,360,975.43 0.10%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 3,653,151 $3,300,088.36 0.10%
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 05608EAA2 3,420,000 $3,117,486.98 0.10%
CITIGROUP INC Variable rate, due 03/20/2030 172967ME8 3,165,000 $3,069,950.62 0.10%
CLI Funding LLC Series 2020-3A, Class A, 2.07%, due 10/18/2045 12563LAS6 3,344,000 $3,088,887.60 0.10%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 4,041,482 $3,166,888.01 0.10%
Ellington Financial Mortgage Trust Series 2024-NQM1, Class B1B, Variable rate, due 11/25/2069 26845DAG0 3,367,000 $3,351,114.49 0.10%
Fannie Mae FN CB2773, 2%, due 02/01/2052 3140QNCK6 3,903,013 $3,088,853.38 0.10%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 3,294,414 $3,142,243.66 0.10%
Fanniemae Strip Series 436, Class C32, 2%, due 10/25/2052 31424UGV2 24,204,739 $3,134,382.96 0.10%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 3,100,000 $3,051,950.00 0.10%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 3,150,000 $3,094,312.61 0.10%
Freddie Mac Series 5496, Class S, Variable rate, due 01/25/2055 3137HHZY0 39,752,016 $3,211,692.61 0.10%
FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 35906ABE7 3,177,000 $3,176,286.77 0.10%
Green Lakes Park CLO LLC Series 2025-1A, Class D2RR, Variable rate, due 01/25/2038 39310AAL4 3,350,000 $3,261,913.89 0.10%
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 39538BAE4 3,392,056 $3,190,880.22 0.10%
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 36242DZR7 3,267,332 $3,117,309.46 0.10%
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 40440XAC5 3,244,911 $3,254,199.43 0.10%
Hudson Yards Series 2025-SPRL, Class F, Variable rate, due 01/13/2040 44855PAL2 3,358,000 $3,345,315.49 0.10%
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 45254NNP8 3,569,606 $3,240,967.12 0.10%
Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 452559AC1 3,930,949 $3,322,603.57 0.10%
JOHNSON & JOHNSON 3.05%, due 02/26/2033 BTJX080 2,890,000 $3,299,259.21 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2035 46647PEH5 3,155,000 $3,253,557.69 0.10%
MOLINA HEALTHCARE INC 6.25%, due 01/15/2033 60855RAM2 3,295,000 $3,272,547.21 0.10%
NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 62955HAJ6 3,300,000 $3,120,142.74 0.10%
Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 69377NAA7 2,956,350 $3,224,309.19 0.10%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 3,600,000 $3,274,784.83 0.10%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 3,400,000 $3,203,567.55 0.10%
RIDE 2025-SHRE Series 2025-SHRE, Class XCP, Variable rate, due 02/14/2030 765692AS7 298,200,000 $3,180,839.76 0.10%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 4,016,000 $3,348,471.50 0.10%
UNITED MEXICAN STATES 4.875%, due 05/19/2033 91087BAT7 3,436,000 $3,165,415.00 0.10%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 93364EAE4 3,749,931 $3,235,310.37 0.10%
Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 98979QAC7 3,075,000 $3,193,806.93 0.10%
ALTRIA GROUP INC 4.875%, due 02/04/2028 02209SBS1 2,790,000 $2,815,821.12 0.09%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 3,150,000 $3,035,718.32 0.09%
BANK OF AMERICA CORP Variable rate, due 03/11/2032 06051GJP5 3,215,000 $2,834,408.17 0.09%
BROOKLYN UNION GAS CO 3.407%, due 03/10/2026 114259AN4 2,805,000 $2,768,329.00 0.09%
BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 05609QAE6 3,000,545 $2,978,520.39 0.09%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 2,795,800 $2,726,294.75 0.09%
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 05610FAB3 2,845,000 $2,818,945.21 0.09%
BXP Trust Series 2017-GM, Class C, Variable rate, due 06/13/2039 056083AJ7 3,200,000 $3,027,340.16 0.09%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 3,050,000 $3,019,685.75 0.09%
CITADEL PLC Series 2024-1, Class X, Variable rate, due 04/28/2060 BCC3J1T26 2,115,514 $2,818,987.70 0.09%
CODELCO INC 5.95%, due 01/08/2034 P3143NBQ6 2,950,000 $2,968,873.78 0.09%
COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 12635WAA5 2,834,000 $2,780,244.69 0.09%
Cross Mortgage Trust Series 2024-H6, Class A2, Variable rate, due 09/25/2069 227919AB3 2,823,955 $2,812,283.46 0.09%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 3,280,000 $2,944,346.78 0.09%
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 30227FAG5 2,940,284 $2,928,682.84 0.09%
Fannie Mae FN MA4597, 2%, due 05/01/2052 31418EDB3 3,622,015 $2,860,441.72 0.09%
Fannie Mae FN MA4784, 4.50%, due 10/01/2052 31418EJ68 2,882,690 $2,749,640.58 0.09%
HUMANA INC 5.55%, due 05/01/2035 444859CD2 2,815,000 $2,777,346.67 0.09%
ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 451102CJ4 2,903,000 $2,752,547.39 0.09%
JPMORGAN CHASE & CO Variable rate, due 10/22/2035 46647PER3 3,080,000 $2,994,748.09 0.09%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 Y44709AH9 3,400,000 $2,822,294.10 0.09%
MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 X5T03SAD9 2,828,000 $2,879,328.20 0.09%
MVW Owner Trust Series 2024-1A, Class C, 6.20%, due 02/20/2043 62847RAC1 2,917,061 $2,930,392.45 0.09%
NATL GAS TRANSMISSION 4.25%, due 04/05/2030 BMB3T48 2,460,000 $2,931,286.66 0.09%
One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 68249DAA7 3,175,000 $3,021,537.65 0.09%
Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 70069FMU8 3,200,000 $2,836,646.72 0.09%
PIEDMONT NATURAL GAS CO 5.10%, due 02/15/2035 720186AR6 2,925,000 $2,898,863.69 0.09%
REPUBLIC OF COLOMBIA 7.75%, due 11/07/2036 195325EP6 2,930,000 $2,789,154.90 0.09%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 2,800,000 $2,832,704.00 0.09%
REPUBLIC OF PERU 3%, due 01/15/2034 715638DU3 3,500,000 $2,929,185.00 0.09%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 3,581,617 $2,982,500.25 0.09%
Switch ABS Issuer, LLC Series 2024-2A, Class B, 6.20%, due 06/25/2054 871044AG8 3,000,000 $3,001,918.20 0.09%
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 89680HAE2 3,052,386 $2,747,737.63 0.09%
UNITED MEXICAN STATES 3.50%, due 02/12/2034 91087BAR1 3,700,000 $3,025,490.00 0.09%
WASTE PRO USA INC 7%, due 02/01/2033 94107JAC7 2,850,000 $2,906,022.45 0.09%
Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 9497EVAC9 3,000,000 $2,779,673.40 0.09%
WINDSTREAM SERVICES/ESCROW 8.25%, due 10/01/2031 97381AAA0 2,680,000 $2,760,139.64 0.09%
AMERICAN TOWER CORP 5.25%, due 07/15/2028 03027XCC2 2,500,000 $2,547,627.45 0.08%
ARIZONA PUBLIC SERVICE 5.70%, due 08/15/2034 040555DH4 2,525,000 $2,556,455.94 0.08%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 2,490,000 $2,594,439.34 0.08%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 07400NAT7 3,082,441 $2,693,347.17 0.08%
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 09631BAE3 2,500,000 $2,503,262.58 0.08%
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 05606FAA1 2,800,000 $2,572,356.08 0.08%
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 05609VAN5 2,462,000 $2,421,553.28 0.08%
CFK Trust Series 2020-MF2, Class A, 2.387%, due 03/15/2039 12529AAA2 2,756,000 $2,580,114.28 0.08%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,750,000 $2,641,397.28 0.08%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 12661QAC1 2,867,172 $2,657,831.83 0.08%
E.ON SE 3.50%, due 04/16/2033 D2T8J8DS2 2,150,000 $2,477,576.65 0.08%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,708,946 $2,645,461.78 0.08%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 3,030,497 $2,616,688.11 0.08%
Fanniemae Strip Series 426, Class C42, 2%, due 11/25/2050 31422M2E5 20,371,315 $2,681,375.31 0.08%
FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 105756CK4 2,400,000 $2,433,598.01 0.08%
Freddie Mac Series 5468, Class SE, Variable rate, due 10/25/2054 3137HHBV2 32,678,864 $2,451,532.43 0.08%
Golub Capital Partners CLO, LTD Series 2023-66A, Class AJ, Variable rate, due 04/25/2036 38179MAC0 2,500,000 $2,505,982.73 0.08%
HCA INC 3.50%, due 09/01/2030 404119CA5 2,870,000 $2,666,412.53 0.08%
Hertz Vehicle Financing LLC Series 2023-1A, Class C, 6.91%, due 06/25/2027 42806MBU2 2,500,000 $2,519,252.00 0.08%
Hilton USA Trust Series 2024-ORL, Class B, Variable rate, due 05/15/2037 403956AC9 2,711,000 $2,684,219.39 0.08%
Hotwire Funding LLC Series 2024-1A, Class C, 9.188%, due 06/20/2054 44148JAM1 2,500,000 $2,556,202.50 0.08%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 3,855,000 $2,589,786.68 0.08%
Hudson Yards Series 2019-55HY, Class F, Variable rate, due 12/10/2041 44421MAN0 3,223,000 $2,648,823.52 0.08%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 2,972,000 $2,410,069.10 0.08%
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 45254NPU5 2,931,581 $2,709,470.11 0.08%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 2,961,438 $2,589,663.17 0.08%
INTEL CORP 2%, due 08/12/2031 458140BU3 2,940,000 $2,438,358.33 0.08%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 2,895,000 $2,497,319.58 0.08%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 2,660,000 $2,581,535.22 0.08%
JPMORGAN CHASE & CO Variable rate, due 04/26/2028 46647PDA1 2,533,000 $2,522,352.56 0.08%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 2,780,000 $2,663,928.97 0.08%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 2,600,000 $2,544,670.70 0.08%
MCAFEE CORP 7.375%, due 02/15/2030 579063AB4 3,018,000 $2,622,763.29 0.08%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 3,306,435 $2,478,687.46 0.08%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,502,526.50 0.08%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,800,000 $2,483,427.52 0.08%
OPAL BIDCO 6.50%, due 03/31/2032 68348BAA1 2,690,000 $2,698,734.43 0.08%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 3,017,000 $2,490,910.63 0.08%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 3,672,000 $2,685,076.56 0.08%
SLG Office Trust Series 2021-OVA, Class C, 2.85061%, due 07/15/2041 78449RAG0 2,950,000 $2,546,722.32 0.08%
Switch ABS Issuer, LLC Series 2024-2A, Class A2, 5.44%, due 05/25/2054 871044AE3 2,680,000 $2,655,709.55 0.08%
T-MOBILE USA INC 4.70%, due 01/15/2035 87264ADM4 2,765,000 $2,647,798.06 0.08%
ZF NA CAPITAL 6.875%, due 04/23/2032 98877DAG0 2,710,000 $2,418,315.38 0.08%
1211 Avenue of the Americas Trust Series 2015-1211, Class C, Variable rate, due 08/10/2035 90117PAL9 2,385,000 $2,252,083.00 0.07%
280 Park Avenue Mortgage Trust Series 2017-280P, Class B, Variable rate, due 09/15/2034 90205FAG5 2,500,000 $2,391,480.75 0.07%
321 Henderson Receivables LLC Series 2017-1A, Class B, 5.43%, due 08/15/2062 46620JAB7 2,557,511 $2,355,284.88 0.07%
AIR LEASE CORP 2.875%, due 01/15/2026 00914AAJ1 2,300,000 $2,267,822.72 0.07%
AMC NETWORKS INC 10.25%, due 01/15/2029 00164VAG8 2,225,000 $2,299,070.25 0.07%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 2,624,640 $2,270,274.05 0.07%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 2,356,000 $2,399,419.50 0.07%
BX Trust Series 2021-LBA, Class CV, Variable rate, due 02/15/2036 05609BBD0 2,261,716 $2,227,603.84 0.07%
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2036 05606GAA9 2,250,000 $2,235,773.70 0.07%
BX Trust Series 2024-BIO, Class B, Variable rate, due 02/15/2041 05612AAG1 2,185,000 $2,167,223.28 0.07%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 2,566,065 $2,398,096.05 0.07%
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 14686JAM2 17,100 $2,086,027.24 0.07%
Carvana Auto Receivables Trust Series 2023-N3, Class R, 0%, due 09/10/2030 14686RAF9 9,800 $2,217,361.15 0.07%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 12661QAH0 2,595,472 $2,212,864.18 0.07%
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 23802WAA9 2,245,000 $2,181,511.18 0.07%
ECHOSTAR CORP 10.75%, due 11/30/2029 278768AC0 2,130,000 $2,252,962.92 0.07%
EQUINIX EU 2 FINANCING CORP LLC 3.625%, due 11/22/2034 29390XAD6 2,065,000 $2,290,385.24 0.07%
Fannie Mae FN MA4599, 3%, due 05/01/2052 31418EDD9 2,764,338 $2,384,940.98 0.07%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 2,350,000 $2,132,268.04 0.07%
Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 33767JAL6 2,420,000 $2,378,521.44 0.07%
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 35709DAG6 2,282,949 $2,240,396.90 0.07%
Fremont Home Loan Trust Series 2005-A, Class M4, Variable rate, due 01/25/2035 35729PHP8 2,503,617 $2,199,423.66 0.07%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 2,450,000 $2,096,176.73 0.07%
HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 40518JAA7 2,250,000 $2,174,057.57 0.07%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CF2 2,141,000 $2,130,830.25 0.07%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 2,165,000 $2,156,398.54 0.07%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 2,625,000 $2,274,219.67 0.07%
MODIVCARE INC MODV TL B 1L USD 3,337,414 $2,333,803.36 0.07%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 1,915,000 $2,091,690.64 0.07%
Rad CLO Ltd Series 2023-22A, Class D, Variable rate, due 01/20/2037 74923VAJ9 2,350,000 $2,358,649.36 0.07%
RAVEN ACQUISITION HOLDINGS 6.875%, due 11/15/2031 75420NAA1 2,350,000 $2,299,449.39 0.07%
REPUBLIC OF PANAMA 6.40%, due 02/14/2035 698299BT0 2,534,000 $2,390,829.00 0.07%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,420,000 $2,382,490.00 0.07%
ROMANIA N/C, 6.375%, due 01/30/2034 X7360WCT7 2,500,000 $2,384,805.83 0.07%
SEVERN TRENT WATER UTILITIES FINANCE PLC 3.875%, due 08/04/2035 G80572AA1 1,855,000 $2,105,566.17 0.07%
SIRIUS XM RADIO LLC 3.875%, due 09/01/2031 82967NBM9 2,695,000 $2,323,130.67 0.07%
STATE OF ISRAEL N/C, 5.375%, due 02/19/2030 46514Y8A8 2,300,000 $2,313,276.75 0.07%
VNO Mortgage Trust Series 2016-350P, Class D, Variable rate, due 01/10/2035 91831UAF4 2,223,560 $2,145,204.64 0.07%
WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2026 F9867TAJ2 21,110 $2,399,223.10 0.07%
AERCAP IRELAND CAP/GLOBAL 2.45%, due 10/29/2026 00774MAV7 2,000,000 $1,930,581.28 0.06%
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 01882YAD8 2,045,000 $1,852,044.03 0.06%
ARCHROCK PARTNERS LP/FIN 6.625%, due 09/01/2032 03959KAD2 2,005,000 $1,994,477.96 0.06%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $1,998,203.30 0.06%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $1,885,526.28 0.06%
ASP DREAM ACQUISITION CO FULBLO TL B 1L USD 2,005,304 $1,920,078.24 0.06%
BAYER US FINANCE LLC 6.875%, due 11/21/2053 07274EAM5 2,045,000 $2,077,354.60 0.06%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 08163ABP7 2,000,000 $1,951,074.00 0.06%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,782,000 $1,787,032.55 0.06%
BX Trust Series 2021-RISE, Class D, Variable rate, due 11/15/2036 12434EAG5 1,869,868 $1,843,751.15 0.06%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 2,820,000 $1,786,762.18 0.06%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,000,000 $1,944,263.68 0.06%
CLYDESDALE ACQUISITION 6.625%, due 04/15/2029 18972EAA3 1,780,000 $1,796,568.24 0.06%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 1,960,000 $1,863,480.00 0.06%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,950,000 $1,830,413.91 0.06%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 17311YAE3 5,905,952 $2,006,067.63 0.06%
CVS HEALTH CORP 5.05%, due 03/25/2048 126650CZ1 2,440,000 $2,081,138.90 0.06%
DC Office Trust Series 2019-MTC, Class B, Variable rate, due 09/15/2045 23312BAE0 2,067,000 $1,833,883.95 0.06%
DIGITAL DUTCH FINCO BV 3.875%, due 03/15/2035 N2639EAA7 1,635,000 $1,822,860.77 0.06%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 1,945,000 $1,853,969.36 0.06%
FARMERS INS EXCH Variable rate, due 10/15/2064 309601AG7 1,820,000 $1,816,678.32 0.06%
FERRELLGAS LP/FERRELLGAS 5.375%, due 04/01/2026 315289AA6 1,840,000 $1,811,200.14 0.06%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,700,000 $1,770,737.00 0.06%
FOUNDRY JV HOLDCO LLC 5.50%, due 01/25/2031 350930AF0 1,835,000 $1,849,272.19 0.06%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 2,137,735 $1,880,056.44 0.06%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 2,049,273 $1,861,848.80 0.06%
GGAM FINANCE LTD 8%, due 06/15/2028 36170JAA4 1,855,000 $1,942,658.03 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 2,195,000 $1,893,487.36 0.06%
GRIFOLS SA 7.50%, due 05/01/2030 BRXM9H1 1,617,000 $1,936,067.67 0.06%
HEALTHPEAK OP LLC DOC TL GUAR USD 1,842,173 $1,796,118.34 0.06%
HEATHROW FUNDING LTD 3.875%, due 01/16/2036 G4R1K8AA2 1,575,000 $1,786,648.24 0.06%
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 45254NRG4 2,186,344 $2,023,194.43 0.06%
JPMORGAN CHASE & CO Variable rate, due 07/23/2029 46647PAV8 1,790,000 $1,768,988.14 0.06%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A4, Variable rate, due 11/25/2036 54251YAE8 6,438,810 $1,878,094.59 0.06%
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 55954PAQ7 2,000,000 $1,994,375.88 0.06%
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 576431AA8 5,794,562 $1,991,478.52 0.06%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,587,661 $1,807,793.81 0.06%
MASTR Asset Backed Securities Series 2005-NC2, Class A4, Variable rate, due 11/25/2035 57643LMP8 3,292,074 $1,829,694.01 0.06%
MF1 Multifamily Housing Mortgage Loan Trust Series 2020-FL4, Class A, Variable rate, due 11/15/2035 58003UAA6 1,819,014 $1,821,997.00 0.06%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 61753EAB6 4,144,311 $1,843,573.90 0.06%
NATL GRID ELECT TRANS 0.823%, due 07/07/2032 G6374WDK0 1,975,000 $1,894,432.65 0.06%
Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 64033TAB9 2,025,000 $1,988,647.61 0.06%
NGL ENRGY OP/FIN CORP 8.125%, due 02/15/2029 62922LAC2 1,935,000 $1,843,307.32 0.06%
NYO Commercial Mortgage Trust Series 2021-1290, Class B, Variable rate, due 12/15/2038 62955HAE7 2,000,000 $1,939,344.20 0.06%
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 P5015VAH9 2,100,000 $2,023,350.00 0.06%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 2,000,000 $1,971,600.92 0.06%
REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 699149AL4 2,000,000 $1,794,000.00 0.06%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 2,381,469 $2,055,791.30 0.06%
THE BOEING CO 6.528%, due 05/01/2034 097023DS1 1,775,000 $1,899,657.38 0.06%
THE MICHAELS COS INC 5.25%, due 05/01/2028 55916AAA2 3,438,000 $1,950,723.95 0.06%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,900,000 $1,779,749.00 0.06%
VCAT Asset Securitization, LLC Series 2025-NPL1, Class A1, Variable rate, due 01/25/2055 921962AA4 1,858,507 $1,852,094.79 0.06%
VENTURE GLOBAL LNG INC 9.875%, due 02/01/2032 92332YAD3 1,861,000 $1,930,044.97 0.06%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 2,026,000 $1,905,620.15 0.06%
VOLKSWAGEN INTL FIN NV Variable rate N93695UE7 1,500,000 $1,913,855.36 0.06%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 2,297,380 $1,948,272.11 0.06%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 2,155,000 $1,943,853.77 0.06%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 1,650,000 $1,548,531.68 0.05%
ALCON FINANCE CORP 3%, due 09/23/2029 01400EAB9 1,600,000 $1,482,958.53 0.05%
ALLO Issuer, LLC Series 2024-1A, Class C, 11.19%, due 07/20/2054 01983KAJ3 1,381,200 $1,490,968.66 0.05%
AMERICAN TOWER CORP 4.90%, due 03/15/2030 03027XCN8 1,720,000 $1,731,099.52 0.05%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 1,611,001 $1,491,179.55 0.05%
BANK OF AMERICA CORP Variable rate, due 02/04/2033 06051GKK4 1,940,000 $1,698,562.67 0.05%
Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 06539XAN4 33,983,852 $1,558,761.13 0.05%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,960,000 $1,478,194.07 0.05%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAL5 1,500,000 $1,528,142.64 0.05%
BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 05609TAJ9 1,500,000 $1,478,286.75 0.05%
CHARTER COMM OPT LLC/CAP 6.65%, due 02/01/2034 161175CP7 1,500,000 $1,552,483.83 0.05%
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 2,530,721 $1,675,294.98 0.05%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,755,000 $1,629,083.14 0.05%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,594,861.95 0.05%
COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 19685WAA9 2,056,949 $1,712,186.76 0.05%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 17311YAA1 4,480,925 $1,522,183.32 0.05%
CVS HEALTH CORP 5.875%, due 06/01/2053 126650DZ0 1,640,000 $1,544,452.34 0.05%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 2,044,279 $1,741,547.81 0.05%
E.ON SE 3.875%, due 09/05/2038 D2T8J8DP8 1,300,000 $1,479,138.58 0.05%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 1,978,000 $1,675,432.84 0.05%
GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 BMCMVR1 1,600,000 $1,722,513.07 0.05%
GNMA Series 2024-151, Class ES, Variable rate, due 09/20/2054 38384WFA8 23,396,104 $1,472,073.52 0.05%
GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 38139MAE5 1,575,000 $1,576,056.90 0.05%
Hotwire Funding LLC Series 2024-1A, Class A2, 5.893%, due 06/20/2054 44148JAH2 1,500,000 $1,516,747.80 0.05%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 1,481,000 $1,480,654.48 0.05%
Intelsat S.A. 1991211D.LX L5217E120 46,208 $1,735,110.41 0.05%
JANE STREET GRP/JSG FIN 6.75%, due 05/01/2033 47077WAE8 1,504,000 $1,511,757.63 0.05%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAM8 1,700,000 $1,556,152.46 0.05%
JBS USA/FOOD/FINANCE 5.125%, due 02/01/2028 46590XAZ9 1,500,000 $1,512,531.00 0.05%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 1,895,000 $1,583,544.30 0.05%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 1,679,131 $1,463,466.16 0.05%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 1,645,000 $1,604,083.75 0.05%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 2,788,863 $1,641,155.63 0.05%
MORGAN STANLEY Variable rate, due 01/21/2033 61747YEL5 2,013,000 $1,757,664.30 0.05%
MORGAN STANLEY Variable rate, due 07/20/2029 61747YFF7 1,635,000 $1,671,516.71 0.05%
Onslow Bay Financial LLC Series 2024-HYB1, Class A1, Variable rate, due 03/25/2053 67448MAA8 1,742,753 $1,708,825.34 0.05%
PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 698813AA0 1,680,000 $1,565,962.94 0.05%
PRIME HEALTHCARE SERVICE 9.375%, due 09/01/2029 74165HAC2 1,625,000 $1,553,270.38 0.05%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 1,440,000 $1,586,395.78 0.05%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 1,693,000 $1,600,646.85 0.05%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 1,735,711 $1,514,257.20 0.05%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 1,500,000 $1,536,690.56 0.05%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 1,585,000 $1,528,054.23 0.05%
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 78442GRY4 1,606,867 $1,511,416.14 0.05%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 2,371,403 $1,588,685.63 0.05%
SREIT Trust Series 2021-FLWR, Class D, Variable rate, due 07/15/2036 78485GAL8 1,725,600 $1,712,658.18 0.05%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,533,759.10 0.05%
STRYKER CORP 3.375%, due 09/11/2032 BP4YD58 1,385,000 $1,580,277.16 0.05%
SUEZ 2.875%, due 05/24/2034 F9155XNG6 1,400,000 $1,487,371.37 0.05%
Symphony CLO Ltd Series 2018-19A, Class B, Variable rate, due 04/16/2031 87165YAE3 1,500,000 $1,503,740.03 0.05%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 1,859,719 $1,740,114.10 0.05%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 1,620,000 $1,525,959.47 0.05%
TRANSMONTAIGNE PARTNERS 8.50%, due 06/15/2030 89377AAA3 1,590,000 $1,613,156.78 0.05%
UNITED UTILITIES WATER FINANCE 3.75%, due 05/23/2034 G929RZBK1 1,500,000 $1,707,701.47 0.05%
USA COM PART/USA COM FIN 6.875%, due 09/01/2027 91740PAF5 1,765,000 $1,763,155.93 0.05%
VALVOLINE INC 3.625%, due 06/15/2031 92047WAG6 1,819,000 $1,593,434.00 0.05%
VENTURE GLOBAL LNG INC 7%, due 01/15/2030 92332YAE1 1,759,000 $1,688,419.42 0.05%
VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75%, due 05/01/2035 922966AB2 1,610,000 $1,658,462.61 0.05%
VONOVIA SE 1.50%, due 06/14/2041 BNBY5K6 2,000,000 $1,496,973.27 0.05%
VT TOPCO INC 8.50%, due 08/15/2030 91838PAA9 1,500,000 $1,576,896.00 0.05%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 1,920,000 $1,679,376.54 0.05%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 93364EAF1 1,803,366 $1,555,146.21 0.05%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 1,988,423 $1,763,182.93 0.05%
WELLS FARGO & COMPANY Variable rate, due 12/03/2035 95000U3N1 1,685,000 $1,655,890.04 0.05%
ZI TECH LLC/ZI FIN CORP 3.875%, due 02/01/2029 98981BAA0 1,815,000 $1,683,081.26 0.05%
AIR LEASE CORP 2.20%, due 01/15/2027 00914AAR3 1,390,000 $1,330,870.97 0.04%
ALTICE FINANCING SA 9.625%, due 07/15/2027 02154CAJ2 1,465,000 $1,270,178.63 0.04%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 1,310,000 $1,136,885.36 0.04%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 1,835,000 $1,381,253.20 0.04%
BANK OF AMERICA CORP Variable rate, due 01/23/2035 06051GMA4 1,170,000 $1,180,889.26 0.04%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 1,745,000 $1,374,558.85 0.04%
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 055522AG1 1,570,000 $1,417,120.10 0.04%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 1,160,856 $1,161,046.34 0.04%
CAESARS ENTERTAINMENT INC 6.50%, due 02/15/2032 12769GAC4 1,340,000 $1,346,871.52 0.04%
CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 14040HCH6 1,505,000 $1,439,420.24 0.04%
Carvana Auto Receivables Trust Series 2023-N3, Class XS, 0%, due 09/10/2030 14686RAG7 83,391,033 $1,170,476.54 0.04%
Carvana Auto Receivables Trust Series 2023-P3, Class R, 0%, due 08/12/2030 14688GAK0 8,700 $1,169,932.75 0.04%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,218,835.46 0.04%
CERBA HEALTHCARE SASU 3.50%, due 05/31/2028 F7163QAA2 1,335,000 $1,176,306.95 0.04%
CHURCHILL DOWNS INC 5.75%, due 04/01/2030 12511VAA6 1,282,000 $1,250,464.21 0.04%
CLOUD SOFTWARE GRP INC 9%, due 09/30/2029 18912UAA0 1,300,000 $1,318,158.60 0.04%
CONSOLIDATED COMMUNICATIONS 6.50%, due 10/01/2028 20903XAF0 1,315,000 $1,297,221.20 0.04%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 1,939,323 $1,270,865.80 0.04%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 12634NAZ1 1,350,000 $1,251,133.70 0.04%
DAVIDE CAMPARI-MILANO NV Convertible, 2.375%, due 01/17/2029 N24565AE8 1,200,000 $1,298,222.09 0.04%
DELL INT LLC / EMC CORP 5%, due 04/01/2030 24703TAM8 1,260,000 $1,264,515.11 0.04%
EUROGRID GMBH 0.741%, due 04/21/2033 D25727AJ3 1,300,000 $1,216,019.98 0.04%
Fanniemae Strip Series 426, Class C40, 2%, due 06/25/2051 31422M2C9 9,444,183 $1,221,361.85 0.04%
FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 30315VAJ7 195,221,039 $1,231,844.76 0.04%
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 36168QAL8 1,400,000 $1,335,321.26 0.04%
GRIFOLS SA 4.75%, due 10/15/2028 39843UAA0 1,244,000 $1,159,245.78 0.04%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 1,303,328 $1,270,744.39 0.04%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 1,583,000 $1,396,404.20 0.04%
IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 45262BAF0 1,200,000 $1,235,805.35 0.04%
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 47216FAA5 1,494,000 $1,414,131.66 0.04%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 466317AS3 1,757,303 $1,439,633.42 0.04%
MORGAN STANLEY Variable rate, due 01/24/2029 61744YAP3 1,415,000 $1,384,389.72 0.04%
NEW ENGLAND POWER CO 5.936%, due 11/25/2052 644188BH6 1,395,000 $1,419,820.70 0.04%
NGL ENERGY OPER/NGL ENERGY FIN CORP 8.375%, due 02/15/2032 62922LAD0 1,505,000 $1,389,218.85 0.04%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 1,424,538 $1,166,080.08 0.04%
NOVELIS CORP 3.25%, due 11/15/2026 670001AG1 1,405,000 $1,363,046.00 0.04%
NYC Commercial Mortgage Trust 2021-909 Series 2021-909, Class B, 3.142%, due 04/10/2043 67076XAC9 1,670,000 $1,362,609.45 0.04%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 1,640,000 $1,225,415.77 0.04%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 3,500,000 $1,424,657.50 0.04%
PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 707569AV1 1,580,000 $1,407,433.83 0.04%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 1,395,000 $1,238,831.98 0.04%
POST HOLDINGS INC 5.50%, due 12/15/2029 737446AP9 1,407,000 $1,383,763.40 0.04%
Pretium Mortgage Credit Partners LLC Series 2021-RN2, Class A1, Variable rate, due 07/25/2051 74143FAA7 1,342,198 $1,337,465.78 0.04%
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 74166MAF3 1,475,000 $1,404,729.67 0.04%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 1,035,000 $1,291,754.44 0.04%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,678,000 $1,349,363.70 0.04%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 1,400,000 $1,379,000.00 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 1,400,000 $1,319,069.50 0.04%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 1,748,719 $1,417,569.21 0.04%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,186,979 $1,163,369.86 0.04%
SINCLAIR TELEVISION GROUP 8.125%, due 02/15/2033 829259BH2 1,205,000 $1,197,830.25 0.04%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 1,460,713 $1,359,922.77 0.04%
SNAP INC 6.875%, due 03/01/2033 83304AAL0 1,230,000 $1,234,262.54 0.04%
SOTERA HEALTH HLDGS LLC 7.375%, due 06/01/2031 83600WAE9 1,350,000 $1,391,027.85 0.04%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 1,766,184 $1,132,647.48 0.04%
SREIT Trust Series 2023-MFP2, Class C, Variable rate, due 11/15/2036 85236WCJ3 1,423,000 $1,412,493.56 0.04%
Stack Infrastructure Issuer LLC Series 2020-1A, Class A2, 1.893%, due 08/25/2045 85236KAD4 1,405,000 $1,388,404.00 0.04%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,406,091 $1,309,830.52 0.04%
Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 88315LAS7 1,272,000 $1,124,379.69 0.04%
TIME WARNER CABLE LLC 4.50%, due 09/15/2042 88732JBD9 1,650,000 $1,234,153.72 0.04%
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 90276RBF4 56,358,885 $1,162,052.57 0.04%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 1,350,000 $1,292,681.54 0.04%
UPBOUND GROUP INC 6.375%, due 02/15/2029 76009NAL4 1,250,000 $1,175,215.13 0.04%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 1,220,000 $1,179,235.89 0.04%
WP CAREY INC 4.25%, due 07/23/2032 BSD3KT0 1,000,000 $1,170,628.74 0.04%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,007,803 $942,616.03 0.03%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,915,397 $1,019,656.00 0.03%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 2,679,301 $1,104,298.77 0.03%
ALTICE FINANCING SA 5.75%, due 08/15/2029 02154CAH6 1,167,000 $874,149.53 0.03%
ALTICE FRANCE SA 8.125%, due 02/01/2027 02156LAA9 1,087,000 $984,825.26 0.03%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 951,805 $841,631.63 0.03%
AMERIGAS PART/FIN CORP 9.375%, due 06/01/2028 030981AM6 890,000 $890,936.99 0.03%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,815,000 $852,305.85 0.03%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,115,000 $1,077,175.84 0.03%
BAUSCH + LOMB CORP 8.375%, due 10/01/2028 071705AA5 930,000 $971,571.00 0.03%
BAYER US FINANCE LLC 6.25%, due 01/21/2029 07274EAJ2 1,000,000 $1,038,869.54 0.03%
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 08162QAJ8 60,390,619 $892,790.76 0.03%
BLOCK INC 6.50%, due 05/15/2032 852234AR4 1,100,000 $1,120,271.90 0.03%
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 14686GAH9 19,300 $1,088,624.99 0.03%
CBRE GI OPEN END FUND 4.75%, due 03/27/2034 BQV0HQ5 670,000 $801,911.32 0.03%
CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 161175BV5 1,690,000 $1,045,486.98 0.03%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,108,781 $934,407.95 0.03%
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 17326FAF4 45,427,007 $879,003.50 0.03%
CLI Funding LLC Series 2020-1A, Class A, 2.08%, due 09/18/2045 12563LAN7 905,676 $833,748.86 0.03%
COGENT COMM GROUP LLC 7%, due 06/15/2027 19240CAE3 800,000 $808,408.54 0.03%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,030,424 $943,600.52 0.03%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 900,000 $950,513.27 0.03%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,128,116 $1,006,006.83 0.03%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 839,740 $851,082.92 0.03%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 1,008,000 $825,315.13 0.03%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 871,675 $854,898.90 0.03%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 970,000 $973,752.94 0.03%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 900,000 $950,741.15 0.03%
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 29272WAD1 900,000 $840,805.69 0.03%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 1,144,000 $932,889.89 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K059, Class X3, Variable rate, due 11/25/2044 3137BSRH8 38,206,238 $989,851.03 0.03%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,123,779 $1,030,137.34 0.03%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,407,355 $806,209.37 0.03%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 912,773 $889,953.61 0.03%
HEATHROW FUNDING LTD 1.125%, due 10/08/2030 G4R1K3AX3 825,000 $841,126.54 0.03%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 G4R1JXBD2 1,000,000 $977,537.94 0.03%
HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 42329HAB4 1,140,000 $1,097,667.92 0.03%
HLDNG D'INFRA METIERS 4.875%, due 10/24/2029 F4946UAD8 950,000 $1,103,914.63 0.03%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $857,327.78 0.03%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,026,520 $909,360.84 0.03%
LONZA FINANCE INTL NV 3.875%, due 04/24/2036 B5S9JXAC9 880,000 $1,018,315.10 0.03%
MEDTRONIC GLOBAL HLDINGS 1.625%, due 03/07/2031 58507LAJ8 900,000 $950,668.30 0.03%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 2,646,298 $835,435.86 0.03%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 965,000 $971,143.59 0.03%
MONDELEZ INTL HLDINGS NLD 0.875%, due 10/01/2031 N6000LAG0 990,000 $975,787.24 0.03%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $977,486.37 0.03%
MORGAN STANLEY Variable rate, due 10/20/2032 61747YEH4 1,165,000 $995,713.63 0.03%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 885,000 $858,998.04 0.03%
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 68404LAA0 946,000 $893,042.73 0.03%
ORACLE CORP 6.50%, due 04/15/2038 68389XAE5 895,000 $952,202.68 0.03%
OT MIDCO INC 10%, due 02/15/2030 68877AAA2 1,221,000 $1,005,295.80 0.03%
QUIKRETE HOLDINGS INC 6.375%, due 03/01/2032 74843PAA8 1,060,000 $1,071,813.70 0.03%
QUIKRETE HOLDINGS INC 6.75%, due 03/01/2033 74843PAB6 966,000 $974,988.63 0.03%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,232,035 $869,073.82 0.03%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,149,684 $1,100,390.13 0.03%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $912,283.08 0.03%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,395,342 $967,716.45 0.03%
SUBURBAN PROPANE PARTNRS 5%, due 06/01/2031 864486AL9 1,085,000 $997,472.18 0.03%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 805,000 $858,354.26 0.03%
TK ELEVATOR US NEWCO INC 5.25%, due 07/15/2027 92537RAA7 840,000 $827,301.97 0.03%
T-MOBILE USA INC 2.625%, due 02/15/2029 87264ABS3 1,000,000 $928,419.70 0.03%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,024,000 $868,930.41 0.03%
US BANCORP Variable rate, due 02/01/2029 91159HJK7 1,000,000 $999,229.86 0.03%
VENTURE GLOBAL CALCASIEU PASS 6.25%, due 01/15/2030 92328MAE3 951,000 $959,398.28 0.03%
VONOVIA SE 0.75%, due 09/01/2032 D9581TAL4 1,000,000 $927,685.74 0.03%
WARNERMEDIA HOLDINGS INC 3.755%, due 03/15/2027 55903VBA0 1,000,000 $969,853.96 0.03%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 1,900,572 $1,022,838.95 0.03%
Ace Securities Corp. Series 2006-HE3, Class A2C, Variable rate, due 06/25/2036 00441TAD5 716,862 $516,179.01 0.02%
AMERICAN ASSETS TRUST LP 6.15%, due 10/01/2034 02401LAB0 720,000 $700,169.81 0.02%
AMERICAN EXPRESS CO Variable rate 025816CH0 605,000 $582,511.55 0.02%
AMPRION GMBH 0.625%, due 09/23/2033 D03614AR1 700,000 $633,133.80 0.02%
AMPRION GMBH 4%, due 05/21/2044 D03614BL3 700,000 $787,192.57 0.02%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 795,000 $702,628.95 0.02%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 1,085,000 $509,505.15 0.02%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,189,996 $640,813.21 0.02%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 846,758 $600,218.82 0.02%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 675,000 $623,124.44 0.02%
BACARDI LTD 2.75%, due 07/15/2026 067316AD1 505,000 $493,222.01 0.02%
BANIJAY ENTERTAINMENT 8.125%, due 05/01/2029 060335AB2 700,000 $722,916.60 0.02%
BANK OF AMERICA CORP Series RR, Variable rate 060505GB4 570,000 $547,004.38 0.02%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 815,000 $786,522.20 0.02%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $626,975.17 0.02%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,114,267 $763,847.87 0.02%
BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 L1051PAG2 495,000 $529,836.38 0.02%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 517,579 $502,202.18 0.02%
CHARLES SCHWAB CORP Series K, Variable rate 808513CB9 540,000 $527,775.75 0.02%
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 161175BT0 1,000,000 $744,536.94 0.02%
Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 16144JAH4 10,000 $690,489.10 0.02%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $511,947.46 0.02%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 708,302 $650,296.64 0.02%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 525,000 $483,856.27 0.02%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 999,221 $700,002.20 0.02%
COMISION FEDERAL DE ELECTRICIDAD 3.348%, due 02/09/2031 P29595AD0 700,000 $598,087.63 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,499,566 $694,733.87 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,475,907 $688,131.89 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,614,247 $548,143.25 0.02%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $491,595.30 0.02%
CVS HEALTH CORP 4.78%, due 03/25/2038 126650CY4 610,000 $548,942.99 0.02%
ELIA GROUP SA/NV 3.875%, due 06/11/2031 B3S09JAB7 600,000 $698,304.18 0.02%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $575,233.76 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K053, Class X3, Variable rate, due 03/25/2044 3137BN6J8 46,915,000 $530,439.76 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 3137H74M2 54,888,567 $566,963.22 0.02%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 2,163,551 $765,144.66 0.02%
FIRSTCASH INC 5.625%, due 01/01/2030 31944TAA8 788,000 $779,621.67 0.02%
FORVIA SE 8%, due 06/15/2030 31209DAA3 532,000 $534,266.32 0.02%
GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 36168QAM6 750,000 $712,543.50 0.02%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 675,000 $685,716.99 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 01/28/2036 38141GC44 675,000 $678,702.69 0.02%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 558,390 $536,754.82 0.02%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 595,000 $544,030.98 0.02%
HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 44409MAD8 925,000 $785,311.13 0.02%
INGENOVIS HEALTH INC INHEAL TL B 1L USD 1,313,663 $560,500.74 0.02%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 656,798 $581,540.81 0.02%
JANE STREET GRP/JSG FIN 6.125%, due 11/01/2032 47077WAD0 580,000 $570,309.59 0.02%
JPMORGAN CHASE & CO Series KK, Variable rate 48128BAN1 595,000 $579,928.23 0.02%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 750,000 $729,937.93 0.02%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 519,000 $499,962.30 0.02%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 579,798 $500,434.06 0.02%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 590,000 $578,791.18 0.02%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,123,758 $555,671.16 0.02%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $744,125.24 0.02%
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 55275BAC1 1,482,681 $532,789.13 0.02%
MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 BQV3QW3 600,000 $684,429.78 0.02%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 1,522,528 $652,765.08 0.02%
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 595620AR6 750,000 $581,968.39 0.02%
MODIVCARE INC MODV TL 1L USD 951,905 $746,055.77 0.02%
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 61691RAF3 25,364,568 $624,214.41 0.02%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 1,705,518 $726,997.71 0.02%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 61750SAE2 1,651,265 $703,876.80 0.02%
MORGAN STANLEY Variable rate, due 02/13/2032 6174468U6 920,000 $771,563.41 0.02%
MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 X5T03SAC1 700,000 $732,154.50 0.02%
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 69337HAD3 742,226 $650,168.51 0.02%
PNC FINANCIAL SERVICES Variable rate 693475BC8 555,000 $521,690.95 0.02%
POTOMAC ENERGY CENTER GRESTO TL 1L USD 780,439 $784,340.78 0.02%
PRESTIGE BRANDS INC 5.125%, due 01/15/2028 74112BAL9 550,000 $548,475.24 0.02%
REALTY INCOME CORP 4.875%, due 07/06/2030 756109BU7 624,000 $761,859.13 0.02%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 776,159 $703,817.08 0.02%
RIVERS ENTERPRISE 6.625%, due 02/01/2033 76883NAA9 792,000 $786,112.27 0.02%
SAKS GLOBAL ENTERPRISES 11%, due 12/15/2029 79380MAA3 1,140,000 $735,063.92 0.02%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 723,076 $699,493.61 0.02%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 531,135 $492,855.96 0.02%
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 78444EAD1 706,894 $695,882.71 0.02%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $698,431.18 0.02%
STAPLES INC 10.75%, due 09/01/2029 855030AQ5 795,000 $713,119.13 0.02%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 761,618 $647,604.48 0.02%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAT4 800,000 $768,380.88 0.02%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 882,000 $800,907.94 0.02%
TRANSDIGM INC 6%, due 12/15/2033 893647BW6 642,000 $638,318.26 0.02%
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $759,175.74 0.02%
VOLKSWAGEN GROUP AMERICA 5.65%, due 03/25/2032 928668CR1 685,000 $680,636.49 0.02%
VOLKSWAGEN GROUP AMERICA 5.80%, due 03/27/2035 928668CS9 595,000 $585,832.22 0.02%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 712,232 $662,561.66 0.02%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,489,157 $530,501.22 0.02%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 93364EAD6 573,586 $494,546.06 0.02%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 654,106 $526,991.42 0.02%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 625,000 $557,090.47 0.02%
WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2025 F9867TBD4 5,000 $800,158.72 0.02%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 437,000 $413,047.71 0.01%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 279,000 $275,680.63 0.01%
AERCAP IRELAND CAP/GLOBAL 5.75%, due 06/06/2028 00774MBC8 315,000 $322,754.12 0.01%
ALPHA GENERATION LLC 6.75%, due 10/15/2032 02073LAA9 450,000 $460,103.40 0.01%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 424,704 $393,639.45 0.01%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 330,000 $291,793.07 0.01%
AMGEN INC 5.65%, due 03/02/2053 031162DT4 320,000 $307,799.88 0.01%
APPALACHIAN POWER CO 3.30%, due 06/01/2027 037735CW5 365,000 $355,845.41 0.01%
ARTERA SERVICES LLC 8.50%, due 02/15/2031 04302XAA2 238,000 $231,047.88 0.01%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 539,085 $458,592.03 0.01%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $179,113.08 0.01%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $225,995.28 0.01%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 444,420 $413,792.06 0.01%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 245,708 $229,700.68 0.01%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 374,015 $321,744.42 0.01%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 1,430,404 $458,723.40 0.01%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 295,000 $279,526.76 0.01%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $197,107.37 0.01%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $241,526.36 0.01%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $186,403.65 0.01%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $347,881.54 0.01%
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 14687AAK4 5,450 $418,504.18 0.01%
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 14687KAK2 2,800 $416,518.05 0.01%
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 1248EPCD3 210,000 $197,828.82 0.01%
CENTRAL PARENT/MERGER SUB 7.25%, due 06/15/2029 15477CAA3 225,000 $197,694.77 0.01%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $238,906.75 0.01%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 346,000 $345,635.03 0.01%
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 161175BS2 542,000 $423,082.96 0.01%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 370,000 $300,143.05 0.01%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 325,000 $277,252.03 0.01%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 403,492 $367,218.68 0.01%
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 354,649 $325,827.78 0.01%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $196,960.96 0.01%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 250,000 $235,689.12 0.01%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 199,617 $186,362.93 0.01%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 605,404 $414,484.02 0.01%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 802,797 $458,255.62 0.01%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 358,991 $320,334.86 0.01%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 398,204 $395,448.88 0.01%
CROWN CASTLE INC 2.50%, due 07/15/2031 22822VAY7 534,000 $458,330.87 0.01%
CSC HOLDINGS LLC 4.625%, due 12/01/2030 126307BD8 600,000 $280,643.28 0.01%
CSC HOLDINGS LLC 7.50%, due 04/01/2028 126307AY3 380,000 $274,791.87 0.01%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $196,368.13 0.01%
DG INVESTMENT INTERMEDI CONGNT TL DD 1L USD 168,681 $163,620.56 0.01%
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 26442CBH6 540,000 $378,661.18 0.01%
EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 28035QAA0 243,000 $238,705.61 0.01%
EUROGRID GMBH 1.113%, due 05/15/2032 D25727AF1 200,000 $197,401.30 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 281,000 $270,113.05 0.01%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 428,199 $401,222.76 0.01%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $379,017.08 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 2,620,280 $265,989.90 0.01%
FIRSTCASH INC 6.875%, due 03/01/2032 33767DAD7 365,000 $374,187.42 0.01%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $261,405.59 0.01%
Freddie Mac Multiclass Certificates Series 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 9,455,007 $292,423.52 0.01%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 240,000 $254,959.92 0.01%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 390,000 $389,330.21 0.01%
GREAT CANADIAN GAMING CO 8.75%, due 11/15/2029 389925AA6 241,000 $239,512.16 0.01%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 432,718 $404,392.09 0.01%
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 36251XAT4 80,771,386 $470,517.55 0.01%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 336,219 $308,440.25 0.01%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 562,340 $436,550.06 0.01%
HCA INC 7.58%, due 09/15/2025 19767QAQ8 365,000 $368,538.86 0.01%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 360,000 $379,089.59 0.01%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 490,000 $474,276.88 0.01%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $205,965.28 0.01%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $281,378.88 0.01%
INTEL CORP 5.70%, due 02/10/2053 458140CJ7 440,000 $393,134.76 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 459506AN1 475,000 $466,429.37 0.01%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 395,000 $299,410.12 0.01%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 442,951 $411,122.44 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 28,499,659 $331,225.89 0.01%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 559,636 $334,199.79 0.01%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 820,248 $405,815.37 0.01%
KILROY REALTY LP 4.25%, due 08/15/2029 49427RAK8 173,000 $162,039.30 0.01%
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 50077LAV8 300,000 $287,740.65 0.01%
KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 50077LBF2 186,000 $180,387.44 0.01%
LEG IMMOBILIEN SE 1.50%, due 01/17/2034 D4960ABR3 200,000 $184,281.64 0.01%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 702,879 $324,948.79 0.01%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 433,581 $409,282.80 0.01%
LOCKHEED MARTIN CORP 4.80%, due 08/15/2034 539830CD9 245,000 $241,506.69 0.01%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $441,656.88 0.01%
MEDLINE BORROWER LP 5.25%, due 10/01/2029 62482BAB8 465,000 $443,403.68 0.01%
MEDTRONIC GLOBAL HLDINGS 1.75%, due 07/02/2049 58507LAQ2 439,000 $324,945.12 0.01%
MODIVCARE INC 5%, due 10/01/2029 60783XAA2 4,637,000 $255,035.00 0.01%
MOLNLYCKE HOLDING AB 4.25%, due 06/11/2034 W5659GAG7 330,000 $387,186.55 0.01%
MONDELEZ INTERNATIONAL 0.75%, due 03/17/2033 U6100RDC4 470,000 $436,575.30 0.01%
MONDELEZ INTERNATIONAL 2.375%, due 03/06/2035 609207AF2 355,000 $361,821.33 0.01%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,214,326 $378,377.17 0.01%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 385,846 $375,893.64 0.01%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAJ7 286,000 $269,478.47 0.01%
QAZAQGAZ NC JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $386,097.00 0.01%
REPUBLIC OF GUATEMALA 6.60%, due 06/13/2036 P5015VAQ9 400,000 $396,200.00 0.01%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 365,821 $294,174.95 0.01%
REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 76169XAB0 200,000 $166,455.72 0.01%
SABRE GLBL INC 10.75%, due 11/15/2029 78573NAL6 475,000 $429,171.29 0.01%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 430,000 $412,504.58 0.01%
SARTORIUS FINANCE BV 4.50%, due 09/14/2032 N7750FAD0 300,000 $357,622.82 0.01%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $453,579.57 0.01%
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 78446G102 6,525 $389,449.41 0.01%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $308,391.30 0.01%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $312,211.95 0.01%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 326,099 $326,296.39 0.01%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 340,000 $344,976.82 0.01%
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 78447T103 1,000 $222,772.89 0.01%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $385,836.04 0.01%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $441,032.00 0.01%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 364,000 $301,985.18 0.01%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 448,632 $381,071.91 0.01%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 434,823 $382,860.55 0.01%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 279,835 $222,143.98 0.01%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 354,738 $298,860.75 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 231,446 $181,959.43 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 475,812 $412,629.93 0.01%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 288,193 $250,526.28 0.01%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 483,891 $394,702.80 0.01%
SUNOCO LP 6.25%, due 07/01/2033 86765KAD1 375,000 $376,210.13 0.01%
THE CIGNA GROUP 4.375%, due 10/15/2028 125523AH3 330,000 $328,241.47 0.01%
THE CIGNA GROUP 4.90%, due 12/15/2048 125523AK6 400,000 $346,701.38 0.01%
TRANSDIGM INC 6.75%, due 08/15/2028 893647BR7 360,000 $366,575.76 0.01%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 358,843 $357,830.58 0.01%
US BANCORP Variable rate, due 01/23/2035 91159HJR2 175,000 $177,521.98 0.01%
US BANCORP Variable rate, due 06/12/2034 91159HJN1 440,000 $452,557.05 0.01%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 320,000 $329,951.13 0.01%
VENTURE GLOBAL PLAQUEMINES LNG LLC 7.50%, due 05/01/2033 922966AA4 234,000 $240,641.29 0.01%
VICI PROPERTIES LP 5.625%, due 05/15/2052 925650AE3 268,000 $240,738.21 0.01%
VMED O2 UK FINANCING I PLC 7.75%, due 04/15/2032 92858RAD2 375,000 $381,335.63 0.01%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 361,780 $267,039.38 0.01%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 538,323 $479,558.30 0.01%
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 95000U2M4 385,000 $340,614.61 0.01%
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 95000FAW6 29,400,134 $408,276.73 0.01%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 65,274 $45,142.40 0.00%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $112,159.85 0.00%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $74,992.65 0.00%
AMERIGAS PART/FIN CORP 5.875%, due 08/20/2026 030981AJ3 130,000 $128,238.60 0.00%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 126,790 $131,528.00 0.00%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 65,579 $63,684.94 0.00%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 52,729 $48,772.50 0.00%
AXALTA COATING SYSTEMS 7.25%, due 02/15/2031 05455JAA5 150,000 $156,060.90 0.00%
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 06054AAY5 10,747,177 $4,411.72 0.00%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 110,924 $110,808.21 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 134,179 $121,989.07 0.00%
BENGAL DEBT MERGER SUB L Variable rate, due 01/24/2030 LX202256 619,066 $132,755.61 0.00%
CENTRAL GARDEN & PET CO 4.125%, due 10/15/2030 153527AN6 120,000 $110,150.23 0.00%
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 136,767 $135,838.48 0.00%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 285,092 $13,092.95 0.00%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 307,887 $4,805.91 0.00%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $60,133.94 0.00%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 52,254 $48,317.20 0.00%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 251,697 $129,581.94 0.00%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 23,737 $22,992.35 0.00%
CSMCM Trust Certificates Series 2022-RPL1, Class CERT, 3.77782%, due 02/27/2062 12662JAA0 109,659 $89,935.69 0.00%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 38,206 $28,460.41 0.00%
EURO-BOBL FUTURE Jun25 OEM5 -144 ($19,544,173.20) 0.00%
EURO-BUND FUTURE Jun25 RXM5 -233 ($34,828,791.54) 0.00%
EURO-BUXL 30Y BND Jun25 UBM5 -35 ($4,930,822.51) 0.00%
EURO-SCHATZ FUT Jun25 DUM5 -17 ($2,076,240.12) 0.00%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $79,823.28 0.00%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 563,594 $50,854.73 0.00%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 106,085 $92,050.95 0.00%
Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 381,617 $15,250.45 0.00%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 81,593 $48.43 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 19,979 $6.64 0.00%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 959,785 $36,197.41 0.00%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $131,781.96 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 162,179 $1.62 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 3137BLAE8 20,449,223 $51,086.25 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 3137BM7D2 13,742,985 $21,116.10 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $154,369.92 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,899,979 $49,777.74 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,208,115 $16,401.74 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 6,166,290 $99,335.86 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 2,881,273 $17,541.77 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,604,628 $10,539.53 0.00%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 16,552 $16,190.09 0.00%
GLP CAPITAL LP / FIN II 4%, due 01/15/2031 361841AQ2 55,000 $50,768.64 0.00%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 585,229 $3,028.91 0.00%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 263,893 $4,410.10 0.00%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 659,059 $18,510.47 0.00%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 735,942 $111,379.92 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 31,386 $27,517.13 0.00%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 76,351 $74,746.08 0.00%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 122,015 $113,277.97 0.00%
HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 42225UAM6 85,000 $70,398.94 0.00%
HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 432833AN1 178,000 $157,352.46 0.00%
ICAHN ENTERPRISES/FIN 10%, due 11/15/2029 451102CK1 80,000 $78,551.53 0.00%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 26,223 $24,892.13 0.00%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 114,780 $98,802.75 0.00%
INGENOVIS HEALTH INC INHEAL TL B 1L USD 335,141 $141,957.39 0.00%
INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 459506AR2 60,000 $43,203.18 0.00%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 235,000 $152,254.22 0.00%
IRON MOUNTAIN INC 5.625%, due 07/15/2032 46284VAL5 163,000 $157,996.86 0.00%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 36,639 $35,253.21 0.00%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 551,327 $146,301.18 0.00%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 160,000 $157,745.28 0.00%
KELSO INDUSTRIES LLC KELIND TL DD 1L USD 32,571 $32,245.69 0.00%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 25,647 $25,482.16 0.00%
LONG GILT FUTURE Jun25 G M5 -32 ($3,970,428.58) 0.00%
MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 106,338 $61,372.93 0.00%
MATIV HOLDINGS INC MATV TL DD 1L USD 26,558 $26,292.56 0.00%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 34,852 $32,698.78 0.00%
MORGAN STANLEY Variable rate, due 04/19/2035 61747YFR1 80,000 $82,296.97 0.00%
NCR VOYIX CORP 5.125%, due 04/15/2029 62886EBA5 131,000 $124,708.86 0.00%
PETROLEOS MEXICANOS 6.35%, due 02/12/2048 71654QCL4 170,000 $109,508.34 0.00%
Pound Sterling $GBP 640 $852.03 0.00%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $79,333.37 0.00%
REVVITY INC 2.55%, due 03/15/2031 714046AH2 185,000 $158,716.58 0.00%
ROMANIA N/C, 3.625%, due 03/27/2032 X7360WCA8 44,000 $36,688.58 0.00%
RTE RESEAU DE TRANSPORT 3.50%, due 04/30/2033 F7686GAD6 100,000 $115,453.80 0.00%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $60,135.36 0.00%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $60,074.99 0.00%
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 78444A107 1,375 $134,912.58 0.00%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $98,240.61 0.00%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 156,346 $121,716.60 0.00%
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 78485WAC3 49,560 $49,620.13 0.00%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 8,174 $6,854.64 0.00%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 126,014 $108,213.06 0.00%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 36,379 $25,188.45 0.00%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 9,494 $9,460.10 0.00%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 50,000 $40,156.51 0.00%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $73,936.38 0.00%
US 10yr Ultra Fut Jun25 UXYM5 -3,082 ($351,155,375.00) 0.00%
US 2YR NOTE (CBT) Jun25 TUM5 1,068 $221,743,500.00 0.00%
US 5YR NOTE (CBT) Jun25 FVM5 1,725 $187,378,125.00 0.00%
US ULTRA BOND CBT Jun25 WNM5 -800 ($96,025,000.00) 0.00%
VONOVIA SE 2.25%, due 04/07/2030 BM638C4 100,000 $109,321.08 0.00%
VONOVIA SE 5%, due 11/23/2030 BP38Y14 100,000 $123,174.23 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 36,916 $29,275.60 0.00%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 160,474 $135,710.23 0.00%
Euro $EUR -1,610,881 ($1,829,960.91) -0.06%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 07-11-2025 -66,780,229.32 EUR $72,571,396.52 $3,657,667.05
USD->GBP 07-11-2025 -10,036,000.00 GBP $13,004,138.01 $366,933.81
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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