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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 10/25/2024

Total Number of Holdings (excluding cash): 1035

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Dec24 FVZ4 6,249 $672,841,546.88 21.59%
US 2YR NOTE (CBT) Dec24 TUZ4 2,717 $560,402,475.20 17.98%
U.S. Treasury Bill, 0%, due 01/16/2025 912797LY1 175,000,000 $173,243,973.00 5.56%
FED HOME LN DISCOUNT NT N/C, 0%, due 01/27/2025 313385BC9 130,000,000 $128,482,682.90 4.12%
U.S. Treasury Bill, 0%, due 11/12/2024 912797MB0 76,760,000 $76,610,278.08 2.46%
FED HOME LN DISCOUNT NT N/C, 0%, due 01/14/2025 313385AP1 75,000,000 $74,245,687.50 2.38%
FED HOME LN DISCOUNT NT N/C, 0%, due 03/21/2025 313385DH6 75,000,000 $73,677,000.00 2.36%
U.S. Treasury Bill, 0%, due 11/14/2024 912797LD7 65,625,000 $65,479,974.66 2.10%
U.S. Treasury Bill, 0%, due 10/29/2024 912797LV7 53,585,000 $53,578,020.02 1.72%
U.S. Treasury Bill, 0%, due 11/21/2024 912797LE5 50,000,000 $49,844,426.50 1.60%
FED HOME LN DISCOUNT NT N/C, 0%, due 01/22/2025 313385AX4 50,000,000 $49,447,458.50 1.59%
FED HOME LN DISCOUNT NT N/C, 0%, due 03/14/2025 313385DA1 50,000,000 $49,160,000.00 1.58%
GNMA TBA, 5%, due 06/01/2054 21H0506B3 40,550,000 $39,678,142.56 1.27%
U.S. Treasury Note, 3.875%, due 10/15/2027 91282CLQ2 37,514,000 $37,336,687.84 1.20%
FED HOME LN DISCOUNT NT N/C, 0%, due 03/18/2025 313385DE3 35,000,000 $34,395,200.00 1.10%
GNMA TBA, 4.50%, due 05/01/2054 21H0426B0 35,350,000 $33,835,197.36 1.09%
Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 01F0326B5 34,875,000 $31,351,517.71 1.01%
Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 01F0426B4 32,825,000 $31,281,977.16 1.00%
GNMA TBA, 4%, due 05/01/2052 21H0406B4 32,500,000 $30,353,893.70 0.97%
Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2054 01F0506B7 28,175,000 $27,451,781.28 0.88%
FED HOME LN DISCOUNT NT N/C, 0%, due 11/08/2024 313384N70 25,000,000 $24,956,055.50 0.80%
FED HOME LN DISCOUNT NT N/C, 0%, due 01/07/2025 313385AG1 25,000,000 $24,770,291.75 0.79%
FED HOME LN DISCOUNT NT N/C, 0%, due 05/09/2025 313385FJ0 25,000,000 $24,429,694.50 0.78%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F0226B6 28,100,000 $23,374,419.63 0.75%
Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2054 01F0526B3 22,475,000 $22,311,985.00 0.72%
Freddie Mac FR SD8220, 3%, due 06/01/2052 3132DWDZ3 24,026,127 $20,828,602.02 0.67%
GNMA TBA, 5.50%, due 06/01/2054 21H0526B9 19,750,000 $19,674,560.93 0.63%
Freddie Mac FR SD8193, 2%, due 02/01/2052 3132DWC68 24,109,087 $19,236,181.11 0.62%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F0306B9 21,525,000 $18,629,303.96 0.60%
GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 38141GXM1 18,970,000 $18,191,304.07 0.58%
Fannie Mae or Freddie Mac TBA, 2%, due 11/01/2051 01F0206B0 22,375,000 $17,834,600.79 0.57%
Fannie Mae FN MA4840, 4.50%, due 12/01/2052 31418ELW8 18,210,919 $17,370,771.97 0.56%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 20,532,319 $17,193,116.13 0.55%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 21,338,991 $17,033,291.79 0.55%
Fannie Mae FN MA4958, 4.50%, due 03/01/2053 31418EQL7 17,525,643 $16,722,172.64 0.54%
Fannie Mae FN FM8422, 2.50%, due 08/01/2051 3140XCLC0 18,255,096 $15,195,797.49 0.49%
Freddie Mac FR SD8244, 4%, due 09/01/2052 3132DWER0 16,410,565 $15,262,983.41 0.49%
Fannie Mae FN CA8513, 2.50%, due 01/01/2051 3140QGN78 18,061,209 $15,040,858.89 0.48%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 14,325,000 $14,261,217.80 0.46%
Fannie Mae FN FS3275, 3%, due 04/01/2052 3140XJT94 16,011,687 $13,891,340.38 0.45%
Freddie Mac FR SD3246, 4%, due 08/01/2052 3132DQTB2 13,345,048 $12,417,148.61 0.40%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F0406B8 12,975,000 $12,060,068.53 0.39%
Freddie Mac FR SD8256, 4%, due 10/01/2052 3132DWE58 12,981,469 $12,078,756.10 0.39%
Freddie Mac FR SD8265, 4%, due 11/01/2052 3132DWFE8 13,159,018 $12,236,078.56 0.39%
Woodward Capital Management Series 2024-CES6, Class A1A, Variable rate, due 11/01/2043 749410AA4 12,179,788 $12,099,625.72 0.39%
Fannie Mae FN FS7252, 5%, due 11/01/2053 3140XPBW8 11,926,633 $11,630,200.39 0.37%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 11,361,789 $11,333,861.37 0.36%
Fannie Mae FN BV3023, 2%, due 02/01/2052 3140MGLD1 12,927,861 $10,323,846.02 0.33%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF9, Class 2A4, Variable rate, due 06/25/2036 320276AF5 11,075,000 $10,020,665.54 0.32%
Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 74333QAN5 10,950,000 $9,905,594.48 0.32%
Allegro CLO Ltd Series 2024-2A, Class B1, Variable rate, due 07/24/2037 01750RAG5 9,750,000 $9,802,804.05 0.31%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 10,120,235 $9,567,498.13 0.31%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 10,215,000 $9,304,857.29 0.30%
Fannie Mae FN MA4562, 2%, due 03/01/2052 31418EB82 11,566,594 $9,239,876.78 0.30%
GCAT Series 2021-NQM6, Class A1, Variable rate, due 08/25/2066 36167KAA6 10,447,227 $9,352,340.51 0.30%
COMM Mortgage Trust Series 2024-277P, Class B, Variable rate, due 08/10/2044 12654FAE0 8,651,000 $9,001,564.47 0.29%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 11,491,534 $9,182,654.58 0.29%
SREIT Trust Series 2021-FLWR, Class B, Variable rate, due 07/15/2036 78485GAG9 9,000,000 $8,927,042.40 0.29%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,890,000 $9,115,959.53 0.29%
Credit Suisse Mortgage Trust Series 2021-NQM6, Class A3, Variable rate, due 07/25/2066 12662KAC3 10,347,651 $8,865,339.99 0.28%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 9,244,719 $8,821,853.82 0.28%
FIRSTENERGY TRANSMISSION 4.55%, due 01/15/2030 33767BAE9 8,730,000 $8,606,378.49 0.28%
AMSR Trust Series 2020-SFR4, Class G2, 4.87%, due 11/17/2037 66981FAJ9 8,543,000 $8,415,086.52 0.27%
PGA National Resort Commercial Mortgage Trust Series 2024-RSR2, Class A, Variable rate, due 06/15/2026 69381CAA5 8,314,000 $8,319,704.24 0.27%
Clover CLO Series 2018-1A, Class B1RR, Variable rate, due 04/20/2037 18914GAG6 8,000,000 $8,031,155.44 0.26%
Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 126697AF8 8,873,627 $8,257,670.85 0.26%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 8,335,674 $7,957,691.82 0.26%
SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 8426EPAH1 8,280,000 $8,154,714.08 0.26%
TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 88631YAQ0 8,000,000 $8,019,203.12 0.26%
Madison Avenue Trust Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 8,000,000 $7,783,600.00 0.25%
Dryden Senior Loan Fund Series 2019-72A, Class BRR, Variable rate, due 05/15/2032 26252NAY5 7,500,000 $7,500,519.68 0.24%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 8,000,000 $7,578,524.80 0.24%
VB-S1 Issuer LLC Series 2024-1A, Class F, 8.871%, due 05/15/2054 91823ABG5 7,300,000 $7,443,579.32 0.24%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 10,136,000 $7,555,430.04 0.24%
APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 00214WAF8 14,513,141 $7,151,579.64 0.23%
Freddie Mac FR SD8257, 4.50%, due 10/01/2052 3132DWE66 7,655,012 $7,305,624.73 0.23%
New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 64830NAE1 8,100,000 $7,138,508.94 0.23%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 6,731,000 $7,032,347.82 0.23%
Visio Trust Series 2023-1, Class B1, Variable rate, due 03/25/2058 927958AE8 7,358,000 $7,123,949.97 0.23%
Voya CLO Ltd Series 2022-1A, Class BR, Variable rate, due 04/20/2035 92918UAN1 7,100,000 $7,100,204.84 0.23%
AMSR Trust Series 2021-SFR2, Class F2, 3.674%, due 08/17/2038 00179VAH9 7,300,000 $6,873,787.31 0.22%
Credit Suisse Mortgage Trust Series 2021-RPL7, Class A1, Variable rate, due 07/27/2061 12598JAC5 6,986,609 $6,968,939.77 0.22%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 7,018,064 $6,997,919.07 0.22%
Bear Mountain Park CLO, Ltd Series 2022-1A, Class BR, Variable rate, due 07/15/2037 07403CAL5 6,605,000 $6,622,920.29 0.21%
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 12656HAC8 6,440,518 $6,413,045.03 0.21%
DELIVERY HERO FINCO LLC DEHEHO TL B 1L USD 6,553,762 $6,609,469.40 0.21%
Fannie Mae FN FM8658, 2.50%, due 09/01/2051 3140XCTQ1 7,790,379 $6,490,994.56 0.21%
Fannie Mae FN MA4783, 4%, due 10/01/2052 31418EJ50 6,992,400 $6,501,970.07 0.21%
HPS Loan Management Ltd Series 5A-2015, Class CR3, Variable rate, due 10/15/2030 44331DAW9 6,525,000 $6,541,312.50 0.21%
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 52523YAC8 7,162,736 $6,612,924.66 0.21%
Progress Residential Trust Series 2021-SFR8, Class E1, 2.382%, due 10/17/2038 74333TAJ8 6,928,000 $6,516,022.32 0.21%
GNMA G2 MA8151, 4.50%, due 07/20/2052 36179XBU9 6,364,935 $6,106,123.98 0.20%
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 69360XAA4 6,297,678 $6,247,912.91 0.20%
Regatta Funding Series 2018-1A, Class BR, Variable rate, due 07/17/2037 75887XAQ0 6,100,000 $6,110,951.88 0.20%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 7,038,736 $6,242,161.62 0.20%
SREIT Trust Series 2021-MFP2, Class D, Variable rate, due 11/15/2036 85236WCL8 6,337,000 $6,287,942.75 0.20%
UNITED MEXICAN STATES 6.35%, due 02/09/2035 91087BAV2 6,080,000 $6,192,184.82 0.20%
1211 Avenue of the Americas Trust Series 2015-1211, Class A1A2, 3.9005%, due 08/10/2035 90117PAC9 5,940,000 $5,835,009.90 0.19%
BXHPP Trust Series 2021-FILM, Class A, Variable rate, due 08/15/2036 05609JAA0 6,225,000 $5,984,357.69 0.19%
CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 12560YAA0 6,682,917 $5,853,235.44 0.19%
COMM Mortgage Trust Series 2013-CR8, Class F, Variable rate, due 06/10/2046 12625KAR6 6,000,000 $5,820,898.80 0.19%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 6,881,200 $5,839,274.16 0.19%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class F2, 4.284%, due 08/17/2037 33767MAN5 6,025,000 $5,937,500.13 0.19%
Freddie Mac FR SD8225, 3%, due 07/01/2052 3132DWD67 6,818,537 $5,911,109.60 0.19%
Freddie Mac FR SD8266, 4.50%, due 11/01/2052 3132DWFF5 6,070,494 $5,790,436.33 0.19%
GNMA G2 MA8427, 4.50%, due 11/20/2052 36179XLG9 6,309,705 $6,049,576.55 0.19%
Hertz Vehicle Financing LLC Series 2021-2A, Class C, 2.52%, due 12/27/2027 42806MAG4 6,500,000 $6,033,859.00 0.19%
Rad CLO Ltd Series 2020-7A, Class B1R, Variable rate, due 04/17/2036 74936GAC2 6,000,000 $6,021,000.00 0.19%
Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 86361WAC5 7,231,867 $5,907,076.76 0.19%
Taco Bell Funding, LLC Series 2016-1A, Class A23, 4.97%, due 05/25/2046 87342RAC8 5,901,563 $5,883,067.00 0.19%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 5,965,000 $5,911,464.07 0.19%
Allegro CLO Ltd Series 2019-1A, Class BRR, Variable rate, due 04/20/2032 01750FAU0 5,500,000 $5,513,474.84 0.18%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class D, Variable rate, due 04/14/2033 05526QAJ5 5,620,000 $5,492,150.06 0.18%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 5,817,573 $5,717,612.17 0.18%
GLS Auto Receivables Trust Series 2024-2A, Class D, 6.19%, due 02/15/2030 37964VAF4 5,490,000 $5,601,180.74 0.18%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 59025RAU1 6,358,512 $5,672,456.74 0.18%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 5,526,500 $5,578,232.06 0.18%
SREIT Trust Series 2021-FLWR, Class C, Variable rate, due 07/15/2036 78485GAJ3 5,520,000 $5,472,045.00 0.18%
UBER TECHNOLOGIES INC 4.30%, due 01/15/2030 90353TAN0 5,828,000 $5,696,704.78 0.18%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,645,000 $5,226,574.65 0.17%
DOLP Trust Series 2021-NYC, Class A, 2.956%, due 05/10/2041 23345LAA7 6,000,000 $5,208,509.40 0.17%
Freddie Mac - STACR Series 2024-DNA3, Class M2, Variable rate, due 10/25/2044 35564NFA6 5,325,000 $5,346,632.81 0.17%
FS Commerical Mortgage Trust Series 2023-4SZN, Class D, Variable rate, due 11/10/2039 30334RAG9 5,243,000 $5,454,152.91 0.17%
GLS Auto Select Receivables Trust Series 2023-2A, Class D, 0%, due 02/18/2031 36269EAF6 4,950,000 $5,352,919.11 0.17%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 5,465,000 $5,365,265.56 0.17%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 6,098,771 $5,383,737.41 0.17%
Long Beach Mortgage Loan Trust Series 2006-1, Class 2A3, Variable rate, due 02/25/2036 542514RL0 6,176,262 $5,232,725.14 0.17%
MORGAN STANLEY Variable rate, due 04/20/2029 61747YFD2 5,220,000 $5,282,238.37 0.17%
Neuberger Berman CLO Ltd Series 2019-33A, Class BR, Variable rate, due 10/16/2033 64132TAL7 5,250,000 $5,265,125.46 0.17%
One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class AJ, Variable rate, due 01/15/2036 68249DAC3 5,815,000 $5,447,679.25 0.17%
Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 74333DAL8 5,635,000 $5,422,820.83 0.17%
Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 74333HAQ8 5,500,000 $5,151,021.15 0.17%
Vantage Data Centers LLC Series 2020-1A, Class A2, 1.645%, due 09/15/2045 92212KAB2 5,360,000 $5,194,448.90 0.17%
Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 96042XAG0 5,290,000 $5,426,842.25 0.17%
Aimco Series 2019-10A, Class BRR, Variable rate, due 07/22/2037 00901AAU1 5,000,000 $5,029,949.90 0.16%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 5,115,161 $5,124,827.61 0.16%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 5,051,564 $5,015,909.69 0.16%
Freddie Mac - STACR Series 2022-DNA1, Class M2, Variable rate, due 01/25/2042 35564KQC6 4,770,000 $4,875,252.44 0.16%
Freddie Mac FR SD8272, 3%, due 12/01/2052 3132DWFM0 5,691,969 $4,930,782.54 0.16%
LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 505710AF0 4,950,000 $5,091,400.71 0.16%
Verus Securitization Trust Series 2022-INV2, Class B1, Variable rate, due 10/25/2067 924923AE5 4,970,000 $4,860,966.75 0.16%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 5,435,000 $5,122,264.01 0.16%
BANK OF AMERICA CORP Variable rate, due 12/06/2025 06051GKE8 4,665,000 $4,646,490.40 0.15%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 5,297,060 $4,650,803.53 0.15%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 251510NC3 5,148,613 $4,666,891.20 0.15%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 5,017,177 $4,665,552.40 0.15%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 33767MAC9 4,760,000 $4,630,513.72 0.15%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 6,004,949 $4,791,963.43 0.15%
FREMF Mortgage Trust Series 2020-KF78, Class C, Variable rate, due 03/25/2030 302979AG4 4,630,107 $4,598,729.87 0.15%
JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 46643NAF2 5,134,597 $4,727,946.34 0.15%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 5,000,000 $4,559,067.20 0.15%
Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 52523KAQ7 5,432,711 $4,629,790.27 0.15%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 5,020,820 $4,554,702.75 0.15%
MORGAN STANLEY Variable rate, due 04/28/2026 6174468Q5 4,772,000 $4,702,650.33 0.15%
T-MOBILE USA INC 4.70%, due 01/15/2035 87264ADM4 4,885,000 $4,727,474.82 0.15%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 5,046,094 $4,651,744.87 0.15%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 5,925,000 $4,696,364.68 0.15%
Wells Fargo Mortgage Backed Securities Trust Series 2007-7, Class A1, 6%, due 06/25/2037 94985JAA8 5,103,663 $4,586,696.10 0.15%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 4,520,000 $4,491,495.98 0.14%
Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 009733AA4 4,518,965 $4,518,965.11 0.14%
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 009723AA5 4,362,088 $4,309,836.37 0.14%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,404,866 $4,390,755.83 0.14%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,123,000 $4,315,984.98 0.14%
Bluemountain CLO Ltd Series 2017-2A, Class A2, Variable rate, due 10/20/2030 09629EAE1 4,500,000 $4,512,794.18 0.14%
Bluemountain CLO Ltd Series 2018-22A, Class A2, Variable rate, due 07/15/2031 09629PAC0 4,500,000 $4,510,605.15 0.14%
BX Trust Series 2024-BIO, Class D, Variable rate, due 02/15/2041 05612AAL0 4,310,000 $4,230,356.37 0.14%
BX Trust Series 2024-PAT, Class A, Variable rate, due 03/15/2026 05612FAA3 4,264,000 $4,285,547.70 0.14%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 4,100,000 $4,280,400.00 0.14%
Fannie Mae FN MA4732, 4%, due 09/01/2052 31418EHJ2 4,782,857 $4,450,511.64 0.14%
Freddie Mac FR SD8328, 4.50%, due 06/01/2053 3132DWHD8 4,461,268 $4,255,450.60 0.14%
FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 35906ABE7 4,236,000 $4,232,301.12 0.14%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 4,651,667 $4,235,349.37 0.14%
GS Mortgage Securities Trust Series 2023-FUN, Class B, Variable rate, due 03/15/2028 36267CAC9 4,230,000 $4,261,972.03 0.14%
HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 40431JAA1 4,954,460 $4,248,485.00 0.14%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-ACB, Class C, Variable rate, due 03/15/2039 46593EAE5 4,500,000 $4,478,075.55 0.14%
MHC Commercial Mortgage Trust Series 2021-MHC, Class B, Variable rate, due 04/15/2038 55316VAC8 4,392,000 $4,372,434.08 0.14%
NRTH PARK Mortgage Trust Series 2024-PARK, Class A, Variable rate, due 03/15/2041 67021HAA4 4,218,000 $4,228,064.15 0.14%
Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 67590BAS9 4,500,000 $4,510,293.44 0.14%
Park Avenue Trust Series 2017-245P, Class A, 3.508%, due 06/05/2037 90187LAA7 4,441,000 $4,222,884.28 0.14%
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 86359B2K6 4,812,094 $4,439,505.10 0.14%
Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 92540NAF0 4,420,000 $4,333,021.91 0.14%
WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 55903VBC6 5,063,000 $4,432,193.29 0.14%
Wells Fargo Commercial Mortgage Trust Series 2024-SVEN, Class C, Variable rate, due 06/10/2037 949937AD8 4,200,000 $4,249,792.26 0.14%
Allegro CLO Ltd Series 2017-2A, Class B, Variable rate, due 01/17/2031 01749BAB5 4,000,000 $4,009,632.88 0.13%
American Money Management Corporation Series 2024-28A, Class A1A, Variable rate, due 07/20/2037 03166HAA4 4,115,000 $4,143,606.62 0.13%
BX Trust Series 2021-LBA, Class DV, Variable rate, due 02/15/2036 05609BBF5 4,146,216 $4,058,313.36 0.13%
DUKE ENERGY CORP 3.75%, due 04/01/2031 BMDLQD8 3,785,000 $4,139,311.54 0.13%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 5,019,535 $4,007,314.16 0.13%
FARMERS INS EXCH Variable rate, due 10/15/2064 309601AG7 3,920,000 $3,993,343.20 0.13%
Freddie Mac - STACR Series 2022-DNA3, Class M1B, Variable rate, due 04/25/2042 35564KUX5 4,000,000 $4,143,344.80 0.13%
Freddie Mac FR RA6427, 3%, due 12/01/2051 3133KND83 4,623,896 $4,007,143.29 0.13%
GoodLeap Sustainable Home Improvement Loan Trust GOOD 2023-1GS A 38237VAA4 4,106,329 $4,009,876.24 0.13%
HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 41165AAB8 4,863,810 $4,120,916.66 0.13%
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 43739EBP1 4,057,000 $4,002,592.38 0.13%
INVITATION HOMES OP INVH TL A 1L USD 4,208,743 $4,145,612.13 0.13%
JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 47214BAA6 3,628,000 $3,910,864.28 0.13%
JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 46592LAH3 4,447,884 $3,944,493.85 0.13%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 4,450,012 $4,189,631.14 0.13%
Progress Residential Trust Series 2021-SFR11, Class F, 4.42%, due 01/17/2039 74333XAN0 4,565,000 $4,175,046.29 0.13%
Tricon Residential Series 2024-SFR3, Class D, 5.25%, due 08/17/2041 89616YAD6 4,250,000 $4,118,596.38 0.13%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 92922F5U8 4,269,793 $3,964,565.27 0.13%
Ziply Fiber Issuer, LLC Series 2024-1A, Class C, 11.17%, due 04/20/2054 98979QAE3 3,750,000 $3,993,109.50 0.13%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 3,600,000 $3,609,996.23 0.12%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 05526QAN6 4,000,000 $3,859,840.40 0.12%
BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 05541DAX4 4,289,512 $3,720,049.52 0.12%
BFLD Trust Series 2024-VICT, Class A, Variable rate, due 07/15/2041 05555VAA7 3,791,000 $3,798,344.30 0.12%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 4,050,000 $3,608,677.98 0.12%
BXHPP Trust Series 2021-FILM, Class B, Variable rate, due 08/15/2036 05609JAJ1 4,000,000 $3,785,418.80 0.12%
BXP Trust Series 2017-GM, Class E, Variable rate, due 06/13/2039 056083AN8 4,080,000 $3,713,124.36 0.12%
CATALENT PHARMA SOLUTION CTLT TL B3 1L USD 3,672,688 $3,674,707.53 0.12%
CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 12566PAB1 4,685,125 $3,811,250.27 0.12%
CROWN CASTLE INC 3.80%, due 02/15/2028 22822VAK7 3,890,000 $3,771,784.96 0.12%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 3,730,000 $3,626,102.72 0.12%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 4,517,453 $3,634,895.23 0.12%
Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 29001VAW9 3,850,000 $3,844,862.21 0.12%
Fannie Mae FN FS6925, 2.50%, due 12/01/2051 3140XNVT8 4,566,007 $3,805,998.08 0.12%
Fannie Mae FN FS7577, 2.50%, due 01/01/2054 3140XPM30 4,412,038 $3,695,481.88 0.12%
Fannie Mae FN MA4626, 4%, due 06/01/2052 31418ED80 3,991,175 $3,714,266.57 0.12%
Freddie Mac FR SD3890, 3%, due 08/01/2052 3132E0KB7 4,288,343 $3,720,216.26 0.12%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 12,580,658 $3,869,408.95 0.12%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 55316PAA5 4,530,000 $3,804,357.42 0.12%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 3,859,142 $3,587,633.22 0.12%
SDR Commercial Mortgage Trust Series 2024-DSNY, Class B, Variable rate, due 05/15/2039 811304AE4 3,715,000 $3,677,681.71 0.12%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 4,470,000 $3,768,099.19 0.12%
Tricon Residential Series 2021-SFR1, Class F, 3.692%, due 07/17/2038 89614YAG1 4,100,000 $3,850,118.94 0.12%
Vantage Data Centers Jersey Borrower SPV Limited 6.172%, due 05/28/2039 BCC3FKT10 2,800,000 $3,699,681.49 0.12%
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 95002NAN7 3,975,000 $3,809,415.81 0.12%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 3,500,000 $3,318,172.48 0.11%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 3,490,000 $3,326,802.86 0.11%
BANK OF AMERICA CORP Variable rate, due 06/19/2026 06051GJD2 3,580,000 $3,496,066.91 0.11%
Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 06540GBA5 3,470,000 $3,562,670.51 0.11%
BAYER US FINANCE LLC 6.875%, due 11/21/2053 07274EAM5 3,090,000 $3,281,511.87 0.11%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 3,763,363 $3,420,221.49 0.11%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 3,800,000 $3,516,301.50 0.11%
CLI Funding LLC Series 2020-3A, Class A, 2.07%, due 10/18/2045 12563LAS6 3,674,000 $3,375,493.75 0.11%
COMM Mortgage Trust Series 2020-CX, Class B, 2.446%, due 11/10/2046 12656KAE7 4,070,000 $3,321,955.16 0.11%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 4,232,532 $3,368,907.21 0.11%
Extended Stay America Trust Series 2021-ESH, Class B, Variable rate, due 07/15/2038 30227FAE0 3,435,433 $3,438,648.17 0.11%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 3,433,458 $3,275,729.73 0.11%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 3,776,000 $3,488,262.00 0.11%
Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 381742AC9 3,500,000 $3,555,495.02 0.11%
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 39538BAE4 3,500,165 $3,275,458.66 0.11%
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 36242DZR7 3,455,000 $3,330,406.48 0.11%
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 45254NNP8 3,774,528 $3,456,207.04 0.11%
Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 452559AC1 4,165,629 $3,530,242.62 0.11%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 3,685,000 $3,380,691.56 0.11%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 5,028,605 $3,563,914.56 0.11%
MVW Owner Trust Series 2024-1A, Class C, 6.20%, due 02/20/2043 62847RAC1 3,452,961 $3,497,410.84 0.11%
Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 69377NAA7 3,143,046 $3,403,573.63 0.11%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 4,060,000 $3,472,302.83 0.11%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,530,000 $3,378,714.79 0.11%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 93364EAE4 3,966,189 $3,561,553.94 0.11%
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 00109BAA3 3,301,074 $3,118,980.92 0.10%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 3,170,000 $3,139,936.14 0.10%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 3,150,000 $2,991,354.03 0.10%
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 05891HAA1 2,975,000 $2,970,861.78 0.10%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 05493BAJ7 3,000,000 $2,995,367.40 0.10%
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 05608EAA2 3,420,000 $3,089,368.08 0.10%
BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 05609QAE6 3,049,374 $3,037,972.89 0.10%
BXP Trust Series 2017-GM, Class C, Variable rate, due 06/13/2039 056083AJ7 3,200,000 $3,000,178.88 0.10%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 3,050,000 $3,024,298.87 0.10%
CITIGROUP INC Variable rate, due 03/20/2030 172967ME8 3,165,000 $3,046,083.58 0.10%
Cross Mortgage Trust Series 2024-H6, Class A2, Variable rate, due 09/25/2069 227919AB3 3,000,000 $2,978,325.30 0.10%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 3,280,000 $2,977,186.79 0.10%
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 30227FAG5 3,040,780 $3,044,218.58 0.10%
Fannie Mae FN CB2773, 2%, due 02/01/2052 3140QNCK6 4,021,988 $3,217,983.42 0.10%
Fannie Mae FN MA4597, 2%, due 05/01/2052 31418EDB3 3,712,406 $2,962,653.15 0.10%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 3,150,000 $3,131,767.05 0.10%
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 40440XAC5 3,244,911 $3,251,101.70 0.10%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 3,180,000 $3,170,702.06 0.10%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 4,110,000 $3,066,483.36 0.10%
Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 44421GAJ2 3,605,000 $3,066,945.10 0.10%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 4,637,000 $3,082,653.03 0.10%
MODIVCARE INC MODV TL B 1L USD 3,354,229 $3,242,700.76 0.10%
One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 68249DAA7 3,175,000 $3,028,485.82 0.10%
Regatta XX Funding Ltd Series 2021-2A, Class A, Variable rate, due 10/15/2034 75884YAA6 3,200,000 $3,208,802.30 0.10%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 3,614,127 $2,982,236.83 0.10%
Switch ABS Issuer, LLC Series 2024-2A, Class B, 6.20%, due 06/25/2054 871044AG8 3,000,000 $2,992,430.70 0.10%
Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 98979QAC7 3,075,000 $3,173,067.90 0.10%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 07400NAT7 3,213,852 $2,807,600.11 0.09%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 2,795,800 $2,758,108.15 0.09%
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 05610FAB3 2,845,000 $2,808,976.61 0.09%
Carvana Auto Receivables Trust Series 2023-N3, Class R, 0%, due 09/10/2030 14686RAF9 9,800 $2,719,586.89 0.09%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,750,000 $2,672,926.30 0.09%
COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 12635WAA5 2,834,000 $2,742,122.29 0.09%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 12661QAC1 3,009,607 $2,810,150.62 0.09%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 3,018,607 $2,874,755.20 0.09%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 3,119,824 $2,706,124.08 0.09%
Fannie Mae FN MA4784, 4.50%, due 10/01/2052 31418EJ68 3,016,574 $2,879,191.16 0.09%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 3,000,000 $2,955,750.00 0.09%
Hilton USA Trust Series 2024-ORL, Class B, Variable rate, due 05/15/2037 403956AC9 2,711,000 $2,712,076.27 0.09%
ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 451102CG0 2,777,000 $2,803,139.91 0.09%
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 45254NPU5 3,066,426 $2,864,456.38 0.09%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 3,033,844 $2,687,597.06 0.09%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 3,058,000 $2,894,397.00 0.09%
NATL GAS TRANSMISSION 4.25%, due 04/05/2030 BMB3T48 2,460,000 $2,766,070.05 0.09%
Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 70069FMU8 3,200,000 $2,874,759.36 0.09%
PIEDMONT NATURAL GAS CO 5.10%, due 02/15/2035 720186AR6 2,925,000 $2,882,424.59 0.09%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 2,385,000 $2,662,187.54 0.09%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 3,450,000 $2,903,293.06 0.09%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 2,800,000 $2,925,481.70 0.09%
REPUBLIC OF PERU 3%, due 01/15/2034 715638DU3 3,500,000 $2,899,077.06 0.09%
Switch ABS Issuer, LLC Series 2024-2A, Class A2, 5.44%, due 05/25/2054 871044AE3 2,680,000 $2,680,593.89 0.09%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 2,435,000 $2,853,051.72 0.09%
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 89680HAE2 3,251,073 $2,900,226.33 0.09%
Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 9497EVAC9 3,000,000 $2,839,519.80 0.09%
1011778 BC ULC BCULC TL B5 1L USD LX235201 2,370,301 $2,351,539.70 0.08%
280 Park Avenue Mortgage Trust Series 2017-280P, Class B, Variable rate, due 09/15/2034 90205FAG5 2,500,000 $2,406,013.00 0.08%
321 Henderson Receivables LLC Series 2017-1A, Class B, 5.43%, due 08/15/2062 46620JAB7 2,688,888 $2,491,953.02 0.08%
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 00177LAC4 2,500,000 $2,505,289.90 0.08%
AMERICAN TOWER CORP 5.25%, due 07/15/2028 03027XCC2 2,500,000 $2,539,012.28 0.08%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 2,356,000 $2,409,562.72 0.08%
ARIZONA PUBLIC SERVICE 5.70%, due 08/15/2034 040555DH4 2,525,000 $2,600,261.11 0.08%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 2,445,000 $2,443,387.77 0.08%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 2,490,000 $2,622,954.17 0.08%
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 09631BAE3 2,500,000 $2,505,290.73 0.08%
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 05606FAA1 2,800,000 $2,555,158.76 0.08%
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 05609VAN5 2,462,000 $2,452,754.70 0.08%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 2,748,240 $2,538,036.73 0.08%
CFK Trust Series 2020-MF2, Class A, 2.387%, due 03/15/2039 12529AAA2 2,756,000 $2,540,479.42 0.08%
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 12565YAA5 2,428,474 $2,421,763.39 0.08%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 12661QAH0 2,702,914 $2,344,445.97 0.08%
EVERI HOLDINGS INC 5%, due 07/15/2029 30034TAA1 2,520,000 $2,499,629.83 0.08%
Fannie Mae - CAS Series 2021-R03, Class 1B1, Variable rate, due 12/25/2041 20754AAF0 2,500,000 $2,560,869.00 0.08%
Fannie Mae FN MA4599, 3%, due 05/01/2052 31418EDD9 2,856,479 $2,475,427.10 0.08%
Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 33767JAL6 2,420,000 $2,354,616.92 0.08%
Golub Capital Partners CLO, LTD Series 2023-66A, Class AJ, Variable rate, due 04/25/2036 38179MAC0 2,500,000 $2,511,367.90 0.08%
GRIFOLS SA 4.75%, due 10/15/2028 39843UAA0 2,540,000 $2,378,802.72 0.08%
HCA INC 3.50%, due 09/01/2030 404119CA5 2,870,000 $2,647,885.71 0.08%
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 42210JAA4 2,636,051 $2,620,444.40 0.08%
Hertz Vehicle Financing LLC Series 2023-1A, Class C, 6.91%, due 06/25/2027 42806MBU2 2,500,000 $2,519,711.75 0.08%
Hotwire Funding LLC Series 2024-1A, Class C, 9.188%, due 06/20/2054 44148JAM1 2,500,000 $2,609,431.00 0.08%
Hudson Yards Series 2019-55HY, Class F, Variable rate, due 12/10/2041 44421MAN0 3,223,000 $2,393,448.15 0.08%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 2,972,000 $2,409,059.37 0.08%
INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 Y7140WAF5 2,600,000 $2,612,740.00 0.08%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 2,895,000 $2,490,030.89 0.08%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 2,660,000 $2,540,265.68 0.08%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 2,780,000 $2,618,806.76 0.08%
MF1 Multifamily Housing Mortgage Loan Trust Series 2020-FL4, Class A, Variable rate, due 11/15/2035 58003UAA6 2,442,662 $2,443,395.20 0.08%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 3,386,426 $2,582,636.86 0.08%
MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 X5T03SAD9 2,328,000 $2,406,890.11 0.08%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,509,526.00 0.08%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,800,000 $2,450,959.56 0.08%
Rad CLO Ltd Series 2023-22A, Class D, Variable rate, due 01/20/2037 74923VAJ9 2,350,000 $2,426,434.93 0.08%
RAVEN ACQUISITION HOLDINGS 6.875%, due 11/15/2031 75420NAA1 2,350,000 $2,346,587.59 0.08%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 3,017,000 $2,499,207.38 0.08%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,420,000 $2,367,550.79 0.08%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 2,508,000 $2,469,375.55 0.08%
SLG Office Trust Series 2021-OVA, Class C, 2.85061%, due 07/15/2041 78449RAG0 2,950,000 $2,449,090.59 0.08%
1211 Avenue of the Americas Trust Series 2015-1211, Class C, Variable rate, due 08/10/2035 90117PAL9 2,385,000 $2,312,821.55 0.07%
ACRISURE LLC ACRISU TL B1 1L USD 2,110,680 $2,111,018.18 0.07%
AIR LEASE CORP 2.875%, due 01/15/2026 00914AAJ1 2,300,000 $2,247,405.92 0.07%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 2,825,542 $2,328,069.68 0.07%
AVOLON TLB BORROWER 1 US AVOL TL B 1L USD 2,328,520 $2,330,242.70 0.07%
BX Trust Series 2021-LBA, Class CV, Variable rate, due 02/15/2036 05609BBD0 2,261,716 $2,226,548.97 0.07%
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2036 05606GAA9 2,250,000 $2,215,758.60 0.07%
BX Trust Series 2021-XL2, Class B, Variable rate, due 10/15/2038 05609KAC3 2,187,500 $2,173,145.41 0.07%
BX Trust Series 2024-BIO, Class B, Variable rate, due 02/15/2041 05612AAG1 2,185,000 $2,175,642.74 0.07%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 2,729,000 $2,156,763.91 0.07%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D, Variable rate, due 12/15/2037 12482HAL8 2,300,000 $2,298,468.20 0.07%
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 14686JAM2 17,100 $2,337,131.15 0.07%
CODELCO INC 5.95%, due 01/08/2034 P3143NBQ6 2,200,000 $2,246,934.34 0.07%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 17311YAE3 6,028,983 $2,106,920.20 0.07%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 2,440,000 $2,109,067.51 0.07%
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 23802WAA9 2,245,000 $2,137,079.71 0.07%
DG INVESTMENT INTERMEDI CONGNT TL B 1L USD 2,098,392 $2,104,424.39 0.07%
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 35709DAG6 2,282,949 $2,226,284.85 0.07%
Fremont Home Loan Trust Series 2005-A, Class M4, Variable rate, due 01/25/2035 35729PHP8 2,503,617 $2,227,413.85 0.07%
HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 40518JAA7 2,250,000 $2,293,080.75 0.07%
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 45254NRG4 2,499,452 $2,317,381.67 0.07%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 2,165,000 $2,147,603.75 0.07%
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 576431AA8 5,910,581 $2,134,006.93 0.07%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 2,100,000 $2,106,139.92 0.07%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 2,463,558 $2,124,421.41 0.07%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,390,000 $2,264,209.30 0.07%
SIRIUS XM RADIO INC 3.875%, due 09/01/2031 82967NBM9 2,695,000 $2,324,026.24 0.07%
SREIT Trust Series 2021-FLWR, Class D, Variable rate, due 07/15/2036 78485GAL8 2,157,000 $2,139,874.07 0.07%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 2,265,000 $2,131,336.07 0.07%
UNITED MEXICAN STATES 3.50%, due 02/12/2034 91087BAR1 2,700,000 $2,234,031.84 0.07%
VNO Mortgage Trust Series 2016-350P, Class D, Variable rate, due 01/10/2035 91831UAF4 2,223,560 $2,114,270.91 0.07%
WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2026 F9867TAJ2 21,110 $2,172,527.76 0.07%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 2,460,000 $2,190,376.87 0.07%
AERCAP IRELAND CAP/GLOBAL 2.45%, due 10/29/2026 00774MAV7 2,000,000 $1,911,453.60 0.06%
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 01882YAD8 2,045,000 $1,825,886.16 0.06%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $2,004,101.34 0.06%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $1,913,536.90 0.06%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 1,705,000 $1,836,480.24 0.06%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 1,905,000 $1,765,955.19 0.06%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 08163ABP7 2,000,000 $1,903,995.80 0.06%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,782,000 $1,778,005.65 0.06%
BX Trust Series 2021-RISE, Class D, Variable rate, due 11/15/2036 12434EAG5 1,869,868 $1,841,810.79 0.06%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 1,813,872 $1,764,130.34 0.06%
CALPINE CORP CPN TL B9 1L USD 1,893,291 $1,891,766.77 0.06%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 2,820,000 $1,802,706.29 0.06%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,000,000 $1,931,524.62 0.06%
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 2,574,435 $1,739,329.89 0.06%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 1,960,000 $1,846,250.03 0.06%
COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 19685WAA9 2,226,500 $1,827,685.88 0.06%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,950,000 $1,854,853.07 0.06%
DC Office Trust Series 2019-MTC, Class B, Variable rate, due 09/15/2045 23312BAE0 2,067,000 $1,740,838.15 0.06%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 2,170,967 $1,842,100.04 0.06%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 1,945,000 $1,730,017.87 0.06%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 1,900,000 $1,803,749.48 0.06%
FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 591894CB4 2,000,000 $1,987,559.72 0.06%
Freddie Mac - STACR Series 2021-DNA6, Class M2, Variable rate, due 10/25/2041 35564KKY4 1,750,000 $1,760,174.68 0.06%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 2,245,441 $1,952,362.16 0.06%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 2,188,718 $1,970,857.89 0.06%
GGAM FINANCE LTD 8%, due 06/15/2028 36170JAA4 1,855,000 $1,964,806.73 0.06%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 2,025,000 $1,896,573.68 0.06%
HEALTHPEAK OP LLC DOC TL GUAR USD 1,842,173 $1,807,631.92 0.06%
JANE STREET GRP/JSG FIN 6.125%, due 11/01/2032 47077WAD0 1,750,000 $1,751,106.51 0.06%
JPMORGAN CHASE & CO Variable rate, due 07/23/2029 46647PAV8 1,790,000 $1,754,723.97 0.06%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 1,863,865 $1,802,083.13 0.06%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A4, Variable rate, due 11/25/2036 54251YAE8 6,560,770 $2,019,705.47 0.06%
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 55954PAQ7 2,000,000 $2,002,300.00 0.06%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,663,508 $1,811,134.48 0.06%
MASTR Asset Backed Securities Series 2005-NC2, Class A4, Variable rate, due 11/25/2035 57643LMP8 3,455,361 $1,980,793.21 0.06%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 2,832,504 $1,715,818.76 0.06%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 61753EAB6 4,246,282 $1,945,789.84 0.06%
Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 64033TAB9 2,025,000 $1,988,849.70 0.06%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 1,775,000 $1,780,938.35 0.06%
NGL ENRGY OP/FIN CORP 8.125%, due 02/15/2029 62922LAC2 1,935,000 $1,943,413.38 0.06%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $2,007,042.76 0.06%
Onslow Bay Financial LLC Series 2024-HYB1, Class A1, Variable rate, due 03/25/2053 67448MAA8 1,922,327 $1,880,428.28 0.06%
Preston Ridge Partners Mortgage Trust Series 2021-6, Class A1, Variable rate, due 07/25/2026 69360FAA3 1,791,454 $1,775,240.04 0.06%
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 P5015VAH9 2,100,000 $2,007,600.00 0.06%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 2,139,000 $1,857,552.77 0.06%
REPUBLIC OF PANAMA 6.40%, due 02/14/2035 698299BT0 2,034,000 $1,979,325.98 0.06%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,785,000 $1,770,346.94 0.06%
Shelter Growth CRE Series 2021-FL3, Class A, Variable rate, due 09/15/2036 822866AA7 1,862,887 $1,864,287.68 0.06%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 2,494,823 $1,715,618.26 0.06%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 2,047,931 $1,898,503.95 0.06%
VENTURE GLOBAL LNG INC 7%, due 01/15/2030 92332YAE1 1,759,000 $1,772,308.16 0.06%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 2,026,000 $1,892,714.12 0.06%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 1,920,000 $1,733,320.51 0.06%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 2,053,544 $1,872,409.06 0.06%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 2,403,847 $1,994,829.88 0.06%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 2,155,000 $1,924,196.29 0.06%
XEROX CORPORATION XRXCRP TL 1L USD 1,893,358 $1,893,594.75 0.06%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 1,650,000 $1,536,335.50 0.05%
ALCON FINANCE CORP 3%, due 09/23/2029 01400EAB9 1,600,000 $1,483,992.85 0.05%
AMERICAN ASSETS TRUST LP 6.15%, due 10/01/2034 02401LAB0 1,530,000 $1,542,896.95 0.05%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 1,835,000 $1,454,944.71 0.05%
Apidos CLO Ltd Series 2021-37A, Class B, Variable rate, due 10/22/2034 03769HAC1 1,625,000 $1,629,638.47 0.05%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 1,751,921 $1,598,275.77 0.05%
Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 06539XAN4 34,012,798 $1,688,038.17 0.05%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 1,870,000 $1,534,114.19 0.05%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,960,000 $1,522,511.69 0.05%
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 08162NBB1 1,810,000 $1,692,716.89 0.05%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAL5 1,500,000 $1,520,623.64 0.05%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 1,530,000 $1,475,123.15 0.05%
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 055522AG1 1,570,000 $1,419,437.58 0.05%
BOXER PARENT CO INC Variable rate, due 07/06/2032 1,524,002 $1,503,046.70 0.05%
BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 05609TAJ9 1,500,000 $1,477,683.45 0.05%
CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 14040HCH6 1,505,000 $1,421,518.67 0.05%
Carvana Auto Receivables Trust Series 2023-N3, Class XS, 0%, due 09/10/2030 14686RAG7 97,086,718 $1,502,125.71 0.05%
Carvana Auto Receivables Trust Series 2023-P3, Class R, 0%, due 08/12/2030 14688GAK0 8,700 $1,465,338.88 0.05%
CHARTER COMM OPT LLC/CAP 6.65%, due 02/01/2034 161175CP7 1,500,000 $1,540,448.54 0.05%
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 12556PAD9 1,551,385 $1,501,638.66 0.05%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,755,000 $1,633,824.80 0.05%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,571,943.12 0.05%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 17311YAA1 4,574,270 $1,598,704.70 0.05%
CVS HEALTH CORP 5.70%, due 06/01/2034 126650ED8 1,510,000 $1,522,109.54 0.05%
DIAGEO CAPITAL BV 1.875%, due 06/08/2034 N2771SAD8 1,500,000 $1,448,446.79 0.05%
ELEVANCE HEALTH INC 5.20%, due 02/15/2035 036752BD4 1,415,000 $1,414,410.03 0.05%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 1,978,000 $1,661,902.13 0.05%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 1,600,000 $1,593,011.68 0.05%
FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 105756CK4 1,400,000 $1,414,400.61 0.05%
GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 BMCMVR1 1,500,000 $1,523,673.43 0.05%
GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 38139MAE5 1,575,000 $1,587,400.70 0.05%
HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 432833AN1 1,626,000 $1,430,522.77 0.05%
HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 BQBCWZ5 1,365,000 $1,498,978.41 0.05%
Hotwire Funding LLC Series 2024-1A, Class A2, 5.893%, due 06/20/2054 44148JAH2 1,500,000 $1,522,612.35 0.05%
JANE STREET GRP/JSG FIN 4.50%, due 11/15/2029 47077WAA6 1,750,000 $1,658,619.90 0.05%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAM8 1,700,000 $1,534,602.76 0.05%
JBS USA/FOOD/FINANCE 5.125%, due 02/01/2028 46590XAZ9 1,500,000 $1,502,145.00 0.05%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 1,895,000 $1,549,936.29 0.05%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 466317AS3 1,757,303 $1,461,301.32 0.05%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 1,727,075 $1,494,159.46 0.05%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 1,488,402 $1,435,615.88 0.05%
MORGAN STANLEY Variable rate, due 07/20/2029 61747YFF7 1,635,000 $1,672,157.16 0.05%
MSD NETHERLANDS CAPITAL 3.50%, due 05/30/2037 N59340AB0 1,415,000 $1,547,914.79 0.05%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 1,520,000 $1,454,096.74 0.05%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,632,940 $1,656,186.58 0.05%
NEW ENGLAND POWER CO 5.936%, due 11/25/2052 644188BH6 1,395,000 $1,439,442.23 0.05%
OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,504,771.91 0.05%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 3,500,000 $1,499,669.50 0.05%
PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 698813AA0 1,680,000 $1,530,855.14 0.05%
PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 707569AV1 1,580,000 $1,424,437.16 0.05%
PERNOD RICARD SA 3.625%, due 05/07/2034 F7202GAP4 1,400,000 $1,526,890.44 0.05%
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 74112BAM7 1,721,000 $1,540,392.75 0.05%
Pretium Mortgage Credit Partners LLC Series 2021-RN2, Class A1, Variable rate, due 07/25/2051 74143FAA7 1,506,692 $1,471,285.37 0.05%
PRIME HEALTHCARE SERVICE 9.375%, due 09/01/2029 74165HAC2 1,390,000 $1,414,900.46 0.05%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 1,440,000 $1,598,407.32 0.05%
QUARTZ ACQUIRECO LLC XM TL B 1L USD 1,476,571 $1,480,956.09 0.05%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 1,693,000 $1,611,070.66 0.05%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 1,800,771 $1,588,024.10 0.05%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 1,878,093 $1,510,626.21 0.05%
ROMANIA N/C, 6.375%, due 01/30/2034 X7360WCT7 1,500,000 $1,524,375.00 0.05%
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 78442GRY4 1,704,437 $1,608,442.15 0.05%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 1,557,420 $1,462,778.98 0.05%
SREIT Trust Series 2023-MFP2, Class C, Variable rate, due 11/15/2036 85236WCJ3 1,423,000 $1,411,869.86 0.05%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,532,551.34 0.05%
STRYKER CORP 3.375%, due 09/11/2032 BP4YD58 1,385,000 $1,509,442.41 0.05%
SUEZ 2.875%, due 05/24/2034 F9155XNG6 1,400,000 $1,418,166.44 0.05%
Symphony CLO Ltd Series 2018-19A, Class B, Variable rate, due 04/16/2031 87165YAE3 1,500,000 $1,502,594.27 0.05%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,525,235 $1,409,819.18 0.05%
TK ELEVATOR US NEWCO INC 5.25%, due 07/15/2027 92537RAA7 1,480,000 $1,458,099.80 0.05%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 1,380,000 $1,418,948.78 0.05%
TRANSDIGM INC TDG TL I 1L USD 1,484,444 $1,490,018.23 0.05%
TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 89680EAA7 1,495,000 $1,476,115.61 0.05%
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 90276RBF4 56,939,678 $1,422,632.17 0.05%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 1,480,000 $1,441,038.24 0.05%
USA COM PART/USA COM FIN 7.125%, due 03/15/2029 91740PAG3 1,505,000 $1,530,041.20 0.05%
VALVOLINE INC 3.625%, due 06/15/2031 92047WAG6 1,819,000 $1,580,683.75 0.05%
VT TOPCO INC 8.50%, due 08/15/2030 91838PAA9 1,500,000 $1,587,007.50 0.05%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 93364EAF1 1,907,366 $1,711,304.27 0.05%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 2,728,901 $1,156,595.13 0.04%
AIR LEASE CORP 2.20%, due 01/15/2027 00914AAR3 1,390,000 $1,315,732.99 0.04%
ALPHA GENERATION LLC ALPGEN TL B 1L USD 1,374,929 $1,377,727.28 0.04%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 1,310,000 $1,136,876.43 0.04%
ANHEUSER-BUSCH INBEV SA/NV 3.95%, due 03/22/2044 BQ9D4B0 1,000,000 $1,097,184.59 0.04%
ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 BMCKV42 1,230,000 $1,249,167.94 0.04%
ARCHROCK PARTNERS LP/FIN 6.625%, due 09/01/2032 03959KAD2 1,375,000 $1,381,042.00 0.04%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,815,000 $1,149,766.20 0.04%
ARTERA SERVICES LLC 8.50%, due 02/15/2031 04302XAA2 1,230,000 $1,216,247.99 0.04%
ASURION LLC ASUCOR TL B12 1L USD 1,213,893 $1,202,815.90 0.04%
ASURION LLC ASUCOR TL B8 1L USD LX191415 1,228,240 $1,229,554.40 0.04%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 1,560,000 $1,396,284.63 0.04%
BALCAN INNOVATIONS INC BALPLA TL B 1L USD 1,177,138 $1,160,952.24 0.04%
BELRON FINANCE 2019 LLC BELRON TL B 1L USD LX247576 1,103,470 $1,109,908.27 0.04%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 1,437,758 $1,113,845.68 0.04%
BLOCK INC 6.50%, due 05/15/2032 852234AR4 1,100,000 $1,125,707.83 0.04%
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 14686GAH9 19,300 $1,316,400.12 0.04%
CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 1248EPCK7 1,475,000 $1,290,578.98 0.04%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,219,939.83 0.04%
CITY FOOTBALL GROUP LTD CITFBL TL B1 1L USD 1,339,417 $1,326,022.67 0.04%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,335,077 $1,126,371.93 0.04%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,039,827 $1,360,163.02 0.04%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 12634NAZ1 1,350,000 $1,172,808.45 0.04%
DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD 1,171,940 $1,159,154.23 0.04%
ELEMENT MATERIAL TECHNOL EMEMAT TL B 1L USD 1,113,650 $1,118,939.46 0.04%
EUROGRID GMBH 0.741%, due 04/21/2033 D25727AJ3 1,300,000 $1,135,029.42 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K059, Class X3, Variable rate, due 11/25/2044 3137BSRH8 38,206,238 $1,360,608.19 0.04%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,278,082 $1,181,603.57 0.04%
FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 30315VAJ7 195,332,973 $1,283,142.30 0.04%
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 36168QAL8 1,400,000 $1,326,058.86 0.04%
HEALTHCARE RLTY HLDGS LP 2.40%, due 03/15/2030 42225UAL8 1,597,000 $1,368,702.11 0.04%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 1,303,328 $1,280,519.35 0.04%
HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 42329HAB4 1,140,000 $1,157,114.27 0.04%
IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 45262BAF0 1,200,000 $1,235,574.73 0.04%
INVITATION HOMES OPERATING 2.70%, due 01/15/2034 46188BAC6 1,385,000 $1,125,451.37 0.04%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 Y44709AH9 1,400,000 $1,191,471.40 0.04%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,100,000 $1,092,958.63 0.04%
LONZA FINANCE INTL NV 3.875%, due 04/24/2036 B5S9JXAC9 1,255,000 $1,392,998.12 0.04%
MONDELEZ INTERNATIONAL 0.75%, due 03/17/2033 U6100RDC4 1,460,000 $1,290,822.13 0.04%
MORGAN STANLEY Variable rate, due 01/24/2029 61744YAP3 1,415,000 $1,373,402.21 0.04%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,360,000 $1,361,834.04 0.04%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 1,493,373 $1,218,456.30 0.04%
NYC Commercial Mortgage Trust 2021-909 Series 2021-909, Class B, 3.142%, due 04/10/2043 67076XAC9 1,670,000 $1,167,131.94 0.04%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 1,640,000 $1,281,171.17 0.04%
PEER HOLDING III BV ACTINA TL B5 1L USD LX236238 1,383,596 $1,390,084.79 0.04%
PERATON CORP PERCOR TL B 1L USD LX192468 1,357,069 $1,319,044.33 0.04%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 1,395,000 $1,221,466.05 0.04%
POST HOLDINGS INC 5.50%, due 12/15/2029 737446AP9 1,407,000 $1,377,012.75 0.04%
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 74166MAF3 1,475,000 $1,392,901.50 0.04%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 1,035,000 $1,236,976.22 0.04%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,678,000 $1,357,017.73 0.04%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 1,533,000 $1,136,760.81 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 1,400,000 $1,328,481.00 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,400,000 $1,351,897.40 0.04%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,251,053 $1,206,398.18 0.04%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,274,254 $1,255,404.82 0.04%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD LX224693 1,183,719 $1,184,641.94 0.04%
SHOWTIME ACQUISITION LLC SHOACQ TL B 1L USD 1,315,650 $1,317,294.93 0.04%
SOTERA HEALTH HLDGS LLC 7.375%, due 06/01/2031 83600WAE9 1,350,000 $1,380,392.55 0.04%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 1,834,518 $1,225,413.53 0.04%
Stack Infrastructure Issuer LLC Series 2020-1A, Class A2, 1.893%, due 08/25/2045 85236KAD4 1,405,000 $1,366,439.49 0.04%
Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 88315LAS7 1,344,000 $1,176,105.50 0.04%
THE BOEING CO 6.528%, due 05/01/2034 097023DL6 1,130,000 $1,194,195.37 0.04%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 2,170,000 $1,197,452.88 0.04%
THIRD COAST INFRASTRUCTU LIGHTH TL B 1L USD 1,400,393 $1,395,141.47 0.04%
TIME WARNER CABLE LLC 4.50%, due 09/15/2042 88732JBD9 1,650,000 $1,231,504.79 0.04%
UNITED MEXICAN STATES 4.875%, due 05/19/2033 91087BAT7 1,436,000 $1,338,942.07 0.04%
UNITED NATURAL FOODS INC UNFI TL B 1L USD 1,103,248 $1,111,522.64 0.04%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 1,350,000 $1,273,266.28 0.04%
UPBOUND GROUP INC 6.375%, due 02/15/2029 76009NAL4 1,250,000 $1,189,048.75 0.04%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,094,551 $1,044,780.29 0.03%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,949,092 $1,053,672.17 0.03%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 894,183 $897,339.01 0.03%
ALLIANCE LAUNDRY SYSTEMS ALH TL B 1L USD 871,641 $876,988.28 0.03%
ALTICE FRANCE SA 8.125%, due 02/01/2027 02156LAA9 1,205,000 $1,010,348.17 0.03%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,035,732 $923,787.44 0.03%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,115,000 $1,062,679.27 0.03%
BAUSCH + LOMB CORP BLCOCN TL B 1L USD 992,386 $993,730.47 0.03%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 810,000 $800,042.60 0.03%
BAYER US FINANCE LLC 6.25%, due 01/21/2029 07274EAJ2 1,000,000 $1,038,605.97 0.03%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,159,318 $788,365.88 0.03%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 1,000,000 $820,353.90 0.03%
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 08162QAJ8 70,421,996 $919,636.63 0.03%
BERKSHIRE HATHAWAY FINANCE 2%, due 03/18/2034 BPQG136 880,000 $866,951.51 0.03%
CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 161175BV5 1,690,000 $1,051,986.89 0.03%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,189,650 $1,005,271.85 0.03%
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 17326FAF4 45,791,586 $1,045,600.51 0.03%
CLEAN HARBORS INC CLH TL B 1L USD 939,430 $945,888.93 0.03%
CLI Funding LLC Series 2020-1A, Class A, 2.08%, due 09/18/2045 12563LAN7 989,331 $905,865.04 0.03%
COGENT COMM GROUP LLC 7%, due 06/15/2027 19240CAE3 800,000 $811,086.40 0.03%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,167,163 $1,035,621.86 0.03%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 900,000 $947,281.88 0.03%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 1,008,000 $848,365.15 0.03%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 911,528 $902,637.66 0.03%
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 29272WAD1 900,000 $840,843.90 0.03%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 1,144,000 $991,560.41 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K053, Class X3, Variable rate, due 03/25/2044 3137BN6J8 46,915,000 $875,978.11 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 3137H74M2 61,424,900 $794,296.44 0.03%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 2,193,089 $827,367.31 0.03%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 1,023,916 $1,001,681.50 0.03%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,429,153 $833,662.14 0.03%
HCA INC 5.25%, due 04/15/2025 404119BQ1 1,090,000 $1,090,753.81 0.03%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 912,773 $896,799.41 0.03%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 G4R1JXBD2 1,000,000 $937,382.72 0.03%
HONEYWELL INTERNATIONAL 4.125%, due 11/02/2034 BLBRZ67 810,000 $928,252.39 0.03%
HUB INTERNATIONAL LTD HBGCN TL B 1L USD LX238977 796,375 $799,345.11 0.03%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CD7 760,000 $793,984.92 0.03%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $858,557.81 0.03%
JANE STREET GROUP LLC JANEST TL B 1L USD 963,110 $963,808.40 0.03%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,051,754 $932,133.50 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 1,005,000 $968,873.12 0.03%
LSF12 CROWN US COMMERCIA LSFCRO TL B 1L USD 859,213 $859,212.69 0.03%
MEDLINE BORROWER LP MEDIND TL 1L USD LX235094 833,333 $834,587.50 0.03%
MEDTRONIC GLOBAL HLDINGS 1.625%, due 03/07/2031 58507LAJ8 900,000 $898,222.30 0.03%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 2,684,972 $891,850.07 0.03%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 965,000 $973,124.09 0.03%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $947,595.60 0.03%
NGL ENERGY OPER/NGL ENERGY FIN CORP 8.375%, due 02/15/2032 62922LAD0 800,000 $804,748.80 0.03%
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 68404LAA0 946,000 $886,843.88 0.03%
ORACLE CORP 6.50%, due 04/15/2038 68389XAE5 895,000 $984,030.62 0.03%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 1,100,000 $1,000,797.92 0.03%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 1,000,000 $994,855.00 0.03%
REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 699149AL4 1,000,000 $891,445.29 0.03%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,263,752 $946,321.15 0.03%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 1,000,000 $1,036,496.50 0.03%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 820,035 $789,326.54 0.03%
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 78444EAD1 831,529 $816,395.67 0.03%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $908,795.39 0.03%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,453,437 $1,028,628.27 0.03%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 882,000 $783,103.68 0.03%
T-MOBILE USA INC 2.625%, due 02/15/2029 87264ABS3 1,000,000 $917,286.60 0.03%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,024,000 $860,450.30 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,100,000 $1,034,343.04 0.03%
US BANCORP Variable rate, due 02/01/2029 91159HJK7 1,000,000 $997,265.32 0.03%
VENTURE GLOBAL CALCASIEU PASS 6.25%, due 01/15/2030 92328MAE3 951,000 $975,802.08 0.03%
VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 92332YAC5 836,000 $923,393.58 0.03%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 993,298 $971,510.47 0.03%
WARNERMEDIA HOLDINGS INC 3.755%, due 03/15/2027 55903VBA0 1,000,000 $962,214.48 0.03%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 1,924,094 $1,044,950.24 0.03%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 740,798 $542,433.99 0.02%
ALLISON TRANSMISSION INC 3.75%, due 01/30/2031 019736AG2 850,000 $763,117.34 0.02%
ALTICE FRANCE SA SFRFP TL B14-EXT 1L USD 669,780 $539,594.74 0.02%
AMERICAN EXPRESS CO Variable rate 025816CH0 605,000 $575,675.71 0.02%
AMPRION GMBH 0.625%, due 09/23/2033 D03614AR1 700,000 $597,591.14 0.02%
AMPRION GMBH 4%, due 05/21/2044 D03614BL3 700,000 $773,459.39 0.02%
AMRSLT DDTL 9.31879%, due 06/12/2028 526,579 $528,553.41 0.02%
AMRSLT TL 9.31789%, due 06/12/2028 494,778 $496,633.41 0.02%
ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 G0390PAB1 415,000 $484,974.49 0.02%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 795,000 $700,398.98 0.02%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 1,085,000 $687,325.80 0.02%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,203,618 $661,797.41 0.02%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 866,736 $622,348.41 0.02%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 675,000 $614,860.77 0.02%
BACARDI LTD 2.75%, due 07/15/2026 067316AD1 505,000 $486,862.10 0.02%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 578,122 $518,866.11 0.02%
BANIJAY ENTERTAINMENT 8.125%, due 05/01/2029 060335AB2 700,000 $729,439.20 0.02%
BANK OF AMERICA CORP Series RR, Variable rate 060505GB4 570,000 $551,697.93 0.02%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 815,000 $774,412.38 0.02%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $620,516.78 0.02%
BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 L1051PAG2 495,000 $489,979.83 0.02%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 654,743 $632,290.86 0.02%
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 14687KAK2 2,800 $532,824.71 0.02%
CBRE GI OPEN END FUND 4.75%, due 03/27/2034 BQV0HQ5 670,000 $762,518.25 0.02%
CCI BUYER INC CONCEL TL B 1L USD 525,286 $526,425.52 0.02%
CHARLES SCHWAB CORP Series K, Variable rate 808513CB9 540,000 $529,047.61 0.02%
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 161175BT0 1,000,000 $744,893.09 0.02%
Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 16144JAH4 10,000 $760,219.18 0.02%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $512,224.30 0.02%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 783,840 $712,572.96 0.02%
CITIGROUP INC Variable rate, due 10/30/2024 172967MT5 500,000 $499,874.75 0.02%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 525,000 $478,863.28 0.02%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,022,453 $727,206.70 0.02%
CITY BREWING CO LLC CTYBRW PIK-TERM 1L USD 1,084,807 $515,283.08 0.02%
CITY BREWING CO LLC CTYBRW TL 1L USD 649,289 $506,445.43 0.02%
COMISION FEDERAL DE ELECTRICIDAD 3.875%, due 07/26/2033 P30179BK3 700,000 $582,050.00 0.02%
CONSOLIDATED COMMUNICATIONS 6.50%, due 10/01/2028 20903XAF0 645,000 $617,614.91 0.02%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 823,070 $467,837.96 0.02%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 860,645 $696,251.28 0.02%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 477,151 $472,362.05 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,540,212 $719,844.96 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,516,168 $713,004.62 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,647,874 $575,705.19 0.02%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 575,000 $490,646.64 0.02%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $488,805.36 0.02%
CVS HEALTH CORP 4.78%, due 03/25/2038 126650CY4 610,000 $547,802.85 0.02%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 600,000 $651,092.92 0.02%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 570,000 $593,684.07 0.02%
ELIA GROUP SA/NV 3.875%, due 06/11/2031 B3S09JAB7 600,000 $653,977.92 0.02%
ELIA TRANSMISSION BELGIUM 3.75%, due 01/16/2036 B35657AH6 600,000 $659,442.18 0.02%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $585,511.03 0.02%
FIRST BRANDS GROUP LLC TRICGR TL B 1L USD 627,290 $613,668.47 0.02%
FIRSTCASH INC 5.625%, due 01/01/2030 31944TAA8 788,000 $766,030.40 0.02%
FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $496,367.06 0.02%
GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 36168QAM6 750,000 $705,923.48 0.02%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 675,000 $687,323.48 0.02%
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 38378NW66 487,490 $478,990.94 0.02%
GREYSTAR REAL ESTATE PARTNERS 7.75%, due 09/01/2030 39807UAD8 463,000 $485,037.87 0.02%
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 36251XAT4 81,546,841 $686,673.33 0.02%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 603,359 $581,678.16 0.02%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 595,000 $537,614.22 0.02%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 490,000 $467,997.93 0.02%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 663,000 $600,190.96 0.02%
HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 44409MAD8 750,000 $674,714.55 0.02%
IRON MOUNTAIN INC IRM TL B 1L USD 523,900 $521,937.60 0.02%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 658,052 $565,582.88 0.02%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 29,883,180 $533,002.37 0.02%
JPMORGAN CHASE & CO Series KK, Variable rate 48128BAN1 595,000 $577,234.85 0.02%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 750,000 $715,426.22 0.02%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 610,130 $532,484.45 0.02%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 590,000 $574,497.37 0.02%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,151,949 $593,569.94 0.02%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $739,914.44 0.02%
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 55275BAC1 1,521,780 $573,878.97 0.02%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 1,564,610 $695,754.54 0.02%
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 595620AR6 750,000 $606,286.76 0.02%
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 61691RAF3 25,840,576 $710,370.36 0.02%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 1,741,614 $763,188.07 0.02%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 61750SAE2 1,686,212 $738,932.90 0.02%
MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 X5T03SAC1 700,000 $741,125.00 0.02%
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 69337HAD3 778,206 $688,220.00 0.02%
POWERTEAM SERVICES LLC POWBUY TL 1L USD 650,213 $641,041.51 0.02%
PRESTIGE BRANDS INC 5.125%, due 01/15/2028 74112BAL9 550,000 $540,455.80 0.02%
REALPAGE INC RP TL B 1L USD LX192752 738,771 $729,665.27 0.02%
REALTY INCOME CORP 4.875%, due 07/06/2030 756109BU7 624,000 $722,465.91 0.02%
RENAISSANCE HOLDINGS COR RLRN TL 1L USD 615,507 $618,045.92 0.02%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 800,000 $777,400.00 0.02%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 807,445 $736,790.98 0.02%
RYAN LLC RYNLLC TL 1L USD 549,456 $549,459.23 0.02%
SCRIPPS ESCROW INC 5.875%, due 07/15/2027 81104PAA7 750,000 $645,892.50 0.02%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 552,617 $504,673.14 0.02%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $671,922.81 0.02%
STAR PARENT INC SYNH TL B 1L USD LX216614 651,725 $640,046.09 0.02%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 798,421 $683,524.98 0.02%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAT4 800,000 $760,577.92 0.02%
TELENET FINANCING USD LLC TNETBB TL AR 1L USD 492,052 $480,857.49 0.02%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 805,000 $763,326.81 0.02%
TRANS UNION LLC TRUN TL B 1L USD 558,231 $559,132.50 0.02%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 524,000 $516,640.38 0.02%
US BANCORP Variable rate 902973BC9 555,000 $522,968.95 0.02%
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 92328MAB9 520,000 $477,447.67 0.02%
VISTRA ZERO OPERATING CO VST TL B 1L USD 498,747 $500,928.89 0.02%
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $765,725.69 0.02%
VONOVIA SE 0.75%, due 09/01/2032 D9581TAL4 800,000 $693,135.00 0.02%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 774,546 $727,773.93 0.02%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,516,190 $569,829.42 0.02%
WAMU Asset-Backed Certificates Serues 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 93364EAD6 606,665 $544,176.41 0.02%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 693,640 $572,006.34 0.02%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 562,171 $499,981.42 0.02%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 625,000 $557,791.78 0.02%
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 95000FAW6 30,406,209 $669,392.68 0.02%
WP CAREY INC 4.25%, due 07/23/2032 BSD3KT0 500,000 $555,328.57 0.02%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 437,000 $411,049.37 0.01%
ADMI CORP ASPDEN TL B1 1L USD 357,322 $360,002.22 0.01%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 279,000 $272,621.42 0.01%
AERCAP IRELAND CAP/GLOBAL 5.75%, due 06/06/2028 00774MBC8 315,000 $323,879.65 0.01%
ALPHA GENERATION LLC 6.75%, due 10/15/2032 02073LAA9 450,000 $455,412.60 0.01%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 437,206 $396,656.73 0.01%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 330,000 $288,548.10 0.01%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 218,939 $215,339.92 0.01%
AMGEN INC 5.65%, due 03/02/2053 031162DT4 320,000 $321,457.82 0.01%
ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 G0390PAE5 400,000 $434,152.17 0.01%
ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 G0390PAH8 310,000 $370,004.83 0.01%
APPALACHIAN POWER CO 3.30%, due 06/01/2027 037735CW5 365,000 $353,075.18 0.01%
ASURION LLC Variable rate, due 01/14/2029 LX196395 250,000 $238,808.75 0.01%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 325,000 $322,452.12 0.01%
AXALTA COATING SYSTEMS 7.25%, due 02/15/2031 05455JAA5 150,000 $156,738.25 0.01%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $177,933.12 0.01%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $230,510.44 0.01%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 400,000 $327,708.67 0.01%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 487,375 $466,440.30 0.01%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 258,214 $242,128.84 0.01%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 223,288 $222,298.48 0.01%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 392,873 $350,960.43 0.01%
BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 LX202256 619,066 $377,382.64 0.01%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 295,000 $275,451.20 0.01%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $233,121.41 0.01%
BOOST NEWCO BORROWER LLC WRLDPY TL B 1L USD LX236655 382,171 $383,564.01 0.01%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $239,813.71 0.01%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $184,586.08 0.01%
C&W SENIOR FINANCE LTD 6.875%, due 09/15/2027 12674TAA4 200,000 $198,951.08 0.01%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $344,582.85 0.01%
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 14687AAK4 5,450 $447,912.63 0.01%
CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 U1478NAJ6 435,000 $459,827.36 0.01%
CATALENT PHARMA SOLUTIONS 3.125%, due 02/15/2029 14879EAH1 400,000 $390,102.36 0.01%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 504,000 $451,730.01 0.01%
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 1248EPCD3 210,000 $192,062.35 0.01%
CENTRAL PARENT INC CDK TL B 1L USD LX232483 275,000 $273,612.63 0.01%
CENTRAL PARENT/MERGER SUB 7.25%, due 06/15/2029 15477CAA3 225,000 $226,504.13 0.01%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $233,009.80 0.01%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 346,000 $345,695.21 0.01%
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 161175BS2 542,000 $423,867.92 0.01%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 370,000 $301,953.11 0.01%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 325,000 $277,697.15 0.01%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 444,487 $392,906.83 0.01%
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 391,998 $355,733.21 0.01%
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 161,780 $160,782.89 0.01%
CITY BREWING CO LLC CTYBRW TL 1L USD 270,292 $227,045.49 0.01%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $196,969.74 0.01%
COHERENT CORP COHR TL B 1L USD 303,631 $304,737.87 0.01%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 250,000 $234,321.98 0.01%
COMMSCOPE LLC 4.75%, due 09/01/2029 203372AX5 421,000 $358,965.65 0.01%
COMMSCOPE LLC 6%, due 03/01/2026 20338QAD5 162,000 $157,846.32 0.01%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 206,277 $182,787.77 0.01%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 627,257 $436,296.69 0.01%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 372,079 $337,205.18 0.01%
CROWN CASTLE INC 2.50%, due 07/15/2031 22822VAY7 534,000 $455,070.63 0.01%
CSC HOLDINGS LLC 4.625%, due 12/01/2030 126307BD8 600,000 $298,825.38 0.01%
CSC HOLDINGS LLC 7.50%, due 04/01/2028 126307AY3 380,000 $249,327.99 0.01%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $194,349.14 0.01%
DG INVESTMENT INTERMEDI CONGNT TL DD 1L USD 168,681 $169,165.95 0.01%
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 26442CBH6 540,000 $395,212.18 0.01%
E.ON SE N/C, 3.50%, due 10/26/2037 D249146R5 400,000 $432,292.28 0.01%
EDGEWATER GENERATION LLC EDGGEN TL B 1L USD 395,868 $399,882.31 0.01%
EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 28035QAA0 243,000 $239,364.57 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 281,000 $270,548.68 0.01%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 435,047 $410,492.96 0.01%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 250,000 $227,411.00 0.01%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $379,537.65 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 3137BLAE8 20,449,223 $181,104.45 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $223,236.57 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 4,159,940 $345,843.68 0.01%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 200,000 $211,586.40 0.01%
FIRSTCASH INC 6.875%, due 03/01/2032 33767DAD7 365,000 $369,659.23 0.01%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $272,850.67 0.01%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 9,851,970 $336,918.65 0.01%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 240,000 $258,384.00 0.01%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 390,000 $390,992.16 0.01%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 443,781 $415,412.69 0.01%
GRIFOLS SA 3.875%, due 10/15/2028 E57009AB3 435,000 $433,486.61 0.01%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 356,788 $330,226.03 0.01%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 584,972 $456,119.04 0.01%
HCA INC 5.375%, due 09/01/2026 404121AH8 380,000 $382,381.90 0.01%
HCA INC 7.58%, due 09/15/2025 19767QAQ8 365,000 $372,585.55 0.01%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 360,000 $381,746.64 0.01%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $203,532.72 0.01%
ICAHN ENTERPRISES/FIN 4.375%, due 02/01/2029 451102CC9 206,000 $180,381.61 0.01%
INDY US HOLDCO LLC INDYUS TL B 1L USD 401,934 $401,767.55 0.01%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $289,478.32 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 459506AN1 475,000 $458,803.22 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 235,000 $160,012.16 0.01%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 395,000 $317,299.03 0.01%
INVITATION HOMES OPERATING 5.50%, due 08/15/2033 46188BAF9 349,000 $351,325.82 0.01%
IRON MOUNTAIN INC 5.625%, due 07/15/2032 46284VAL5 163,000 $159,207.38 0.01%
IRON MOUNTAIN INC IRM TL B 1L USD 249,373 $248,439.53 0.01%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 462,582 $436,713.24 0.01%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 572,100 $341,977.63 0.01%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 836,857 $421,783.62 0.01%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 160,000 $156,184.62 0.01%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 400,000 $315,095.87 0.01%
KILROY REALTY LP 4.25%, due 08/15/2029 49427RAK8 173,000 $163,386.30 0.01%
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 50077LAV8 300,000 $286,571.57 0.01%
KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 50077LBF2 186,000 $181,395.17 0.01%
LACKAWANNA ENERGY CENTER LAENCE TL B2 1L USD 194,216 $194,701.56 0.01%
LEG IMMOBILIEN SE 1.50%, due 01/17/2034 D4960ABR3 200,000 $177,172.61 0.01%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 707,153 $334,856.79 0.01%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 459,405 $430,465.07 0.01%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $438,981.56 0.01%
MATCH GROUP HLD II LLC MTCHII TL B 1L USD 190,630 $190,630.26 0.01%
MEDTRONIC GLOBAL HLDINGS 1.75%, due 07/02/2049 58507LAQ2 439,000 $322,727.57 0.01%
MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 BQV3QW3 300,000 $328,375.59 0.01%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 210,820 $204,941.87 0.01%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,229,327 $399,013.82 0.01%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 425,934 $415,155.31 0.01%
NSM TOP HOLDINGS CORP NSMTOP TL 1L USD 405,609 $407,805.50 0.01%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAJ7 286,000 $266,599.10 0.01%
QAZAQGAZ NC JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $385,636.80 0.01%
REPUBLIC OF GUATEMALA 6.60%, due 06/13/2036 P5015VAQ9 400,000 $407,350.00 0.01%
RESEARCH NOW GROUP LLC EREWDS TL EXIT 1L USD 345,643 $322,139.32 0.01%
Research Now LLC Research Now LLC 0%, due 07/16/2029 PPGKEAM30 241,296 $243,708.73 0.01%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 377,135 $291,111.46 0.01%
REVVITY INC 2.55%, due 03/15/2031 714046AH2 185,000 $158,319.34 0.01%
REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 76169XAB0 200,000 $165,003.09 0.01%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $329,443.70 0.01%
SABRE GLBL INC SABHLD TL B2 1L USD 369,950 $354,613.30 0.01%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 430,000 $406,089.03 0.01%
SEDGWICK CMS INC SEDGEW TL B 1L USD LX211038 433,654 $434,406.63 0.01%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $258,273.56 0.01%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $407,626.21 0.01%
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 78446G102 6,525 $466,353.62 0.01%
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 78444A107 1,375 $171,375.00 0.01%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $309,530.49 0.01%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $310,248.21 0.01%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 384,578 $384,792.59 0.01%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 340,000 $349,562.67 0.01%
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 78447T103 1,000 $281,539.03 0.01%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $380,859.97 0.01%
SOUTH FIELD ENERGY LLC SOUFIE TL B 1L USD 331,919 $332,334.23 0.01%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $440,375.11 0.01%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 245,625 $245,209.37 0.01%
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 78485WAC3 349,583 $349,346.20 0.01%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 464,914 $403,414.56 0.01%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 454,155 $398,003.09 0.01%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 292,348 $233,031.57 0.01%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 361,232 $310,152.60 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 240,464 $190,839.25 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 498,895 $438,687.16 0.01%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 308,574 $274,129.96 0.01%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 501,098 $414,478.19 0.01%
STUBHUB HOLDCO SUB LLC PUGLLC TL B 1L USD 428,638 $429,354.20 0.01%
SUNOCO LP 7.25%, due 05/01/2032 86765KAC3 375,000 $391,249.88 0.01%
TCP SUNBELT ACQUISITI TCPSUN TL B 1L USD 330,000 $325,875.00 0.01%
THE CIGNA GROUP 4.375%, due 10/15/2028 125523AH3 330,000 $325,298.82 0.01%
THE CIGNA GROUP 4.90%, due 12/15/2048 125523AK6 400,000 $355,225.22 0.01%
TRANS UNION LLC TRUN TL B8 1L USD 459,316 $459,458.04 0.01%
TRANSDIGM INC 6.75%, due 08/15/2028 893647BR7 360,000 $368,421.84 0.01%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 377,543 $374,999.17 0.01%
US BANCORP Variable rate, due 01/23/2035 91159HJR2 175,000 $180,485.48 0.01%
US BANCORP Variable rate, due 06/12/2034 91159HJN1 440,000 $457,658.90 0.01%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 320,000 $332,758.45 0.01%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $248,630.84 0.01%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 270,000 $265,129.15 0.01%
VICI PROPERTIES LP 5.625%, due 05/15/2052 925650AE3 268,000 $251,903.92 0.01%
VISTRA OPERATIONS CO LLC VST TL B 1L USD LX173577 237,728 $238,262.68 0.01%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 373,716 $280,333.53 0.01%
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 95000U2M4 385,000 $359,975.55 0.01%
ADD HERO HOLDINGS Variable rate, due 09/30/2029 BS2F4G2 93,607 $8,775.66 0.00%
ADD HERO HOLDINGS Variable rate, due 09/30/2030 BS2FKH5 75,245 $2,445.46 0.00%
ADD HERO HOLDINGS Variable rate, due 09/30/2031 BS2FKL9 93,607 $1,638.12 0.00%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 69,935 $49,502.75 0.00%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $111,717.26 0.00%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $74,474.91 0.00%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 76,025 $73,805.35 0.00%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 55,147 $51,500.49 0.00%
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 06054AAY5 11,609,576 $39,934.62 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 138,736 $126,574.23 0.00%
CAESARS ENTERTAIN INC CZR TL B1 1L USD LX225393 0 $0.01 0.00%
CENTRAL GARDEN & PET CO 4.125%, due 10/15/2030 153527AN6 120,000 $109,176.84 0.00%
China Aoyuan Group Limited 3883.HK G2119Z109 37,196 $1,627.58 0.00%
CHINA AOYUAN GROUP LTD 5.50%, due 09/30/2031 BRBJGH3 56,065 $560.65 0.00%
CHINA AOYUAN GROUP LTD Convertible, 0%, due 09/30/2028 BKPMXF6 13,297 $228.44 0.00%
CHINA AOYUAN GROUP LTD Variable rate BRXY427 148,785 $4,091.59 0.00%
CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 G21190AG1 200,000 $11,375.00 0.00%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 513,419 $16,358.69 0.00%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 307,887 $3,407.54 0.00%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 4,601,344 $3,420.73 0.00%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $121,126.76 0.00%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 55,693 $51,963.38 0.00%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 251,938 $132,270.16 0.00%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 27,427 $26,258.40 0.00%
CSMCM Trust Certificates Series 2022-RPL1, Class CERT, 3.77782%, due 02/27/2062 12662JAA0 114,524 $98,200.61 0.00%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 38,884 $29,441.29 0.00%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $81,774.67 0.00%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 574,584 $50,454.61 0.00%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 106,085 $90,053.88 0.00%
Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 478,402 $20,866.20 0.00%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 86,712 $51.98 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 20,637 $6.85 0.00%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 997,274 $5,679.97 0.00%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $138,265.04 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 163,273 $1.63 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 157,679 $27,535.15 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 3137BGK32 100,390,531 $1,003.90 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 10,549,767 $4,810.69 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 3137BM7D2 14,184,802 $50,927.70 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,899,979 $65,975.25 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 466,203 $4.66 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,323,230 $24,562.05 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 6,513,872 $141,204.47 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,500,622 $29,277.10 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,653,198 $23,916.97 0.00%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 18,240 $17,881.83 0.00%
Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 35729PME7 2,306 $2,301.38 0.00%
GLP CAPITAL LP / FIN II 4%, due 01/15/2031 361841AQ2 55,000 $50,586.42 0.00%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 658,419 $808.21 0.00%
GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 38376G3Q1 86,373 $84,919.01 0.00%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 268,302 $4,170.12 0.00%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 673,948 $18,698.15 0.00%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 778,641 $120,075.68 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 32,398 $28,592.66 0.00%
GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 36258PAC1 2,600,000 $1,815.58 0.00%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 123,599 $119,061.57 0.00%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 129,480 $121,275.44 0.00%
HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 42225UAM6 85,000 $68,978.65 0.00%
H-FOOD HOLDNG/HEARTHSIDE 8.50%, due 06/01/2026 577088AA5 1,420,000 $120,730.99 0.00%
HILTON DOMESTIC OPERATIN HLT TL B4 1L USD 94,340 $94,448.31 0.00%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 28,279 $26,918.53 0.00%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 120,501 $103,544.83 0.00%
Intelsat S.A. 1991211D.LX L5217E120 15,769 $0.00 0.00%
INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 459506AR2 60,000 $44,294.56 0.00%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 40,137 $38,210.15 0.00%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 560,477 $155,029.83 0.00%
LACKAWANNA ENERGY CENTER LAENCE TL C 1L USD 42,440 $42,546.38 0.00%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 42,360 $41,962.38 0.00%
MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 108,998 $64,616.10 0.00%
MATIV HOLDINGS INC MATV TL DD 1L USD 26,861 $26,659.40 0.00%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 41,535 $39,338.41 0.00%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 12,198 $12,049.68 0.00%
NCR VOYIX CORP 5.125%, due 04/15/2029 62886EBA5 131,000 $126,022.01 0.00%
ONTARIO GAMING GTA LP ONGAME TL B 1L USD 2,282 $2,288.52 0.00%
Other: Pay 27661000 USD, Receive 27661000 SOFRRATE - 12/20/2053 3,279,000 $95,823.63 0.00%
PETROLEOS MEXICANOS 6.35%, due 02/12/2048 71654QCL4 170,000 $114,936.95 0.00%
Pound Sterling $GBP -2,389 ($3,095.81) 0.00%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $82,491.50 0.00%
RESEARCH NOW DIP 10.8132%, due 05/31/2025 26813WAB7 17,806 $17,983.81 0.00%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 1,967 $1,966.97 0.00%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $59,808.29 0.00%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $59,522.22 0.00%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $100,332.20 0.00%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 162,854 $134,500.19 0.00%
SOUTH FIELD ENERGY LLC SOUFIE TL C 1L USD 20,358 $20,383.17 0.00%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 54,000 $47,923.20 0.00%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 8,342 $7,261.04 0.00%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 130,517 $112,885.97 0.00%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 36,379 $24,256.28 0.00%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 21,143 $20,979.36 0.00%
SUNAC CHINA HOLDINGS LTD 6%, due 09/30/2025 BR04VX0 37,314 $6,287.41 0.00%
SUNAC CHINA HOLDINGS LTD 6.25%, due 09/30/2026 BR04VZ2 37,405 $6,182.29 0.00%
SUNAC CHINA HOLDINGS LTD 6.50%, due 09/30/2027 BR04W48 74,992 $11,916.23 0.00%
SUNAC CHINA HOLDINGS LTD 6.75%, due 09/30/2028 BR04WW6 112,761 $15,721.14 0.00%
SUNAC CHINA HOLDINGS LTD 7%, due 09/30/2029 BR04WB5 113,034 $16,333.41 0.00%
SUNAC CHINA HOLDINGS LTD 7.25%, due 09/30/2030 BR04WH1 53,226 $7,358.49 0.00%
SUNAC CHINA HOLDINGS LTD Convertible, 1%, due 09/30/2032 BMVMNW1 43,913 $3,732.61 0.00%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 220,000 $153,607.56 0.00%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 50,000 $41,438.96 0.00%
TIMES CHINA HLDG LTD 6.75%, due 07/08/2025 G8879TAF7 200,000 $7,750.00 0.00%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $74,057.13 0.00%
TRANE TECHNOLOGIES FIN LTD 3.55%, due 11/01/2024 456873AB4 40,000 $39,988.54 0.00%
VONOVIA SE 2.25%, due 04/07/2030 BM638C4 100,000 $101,994.72 0.00%
VONOVIA SE 5%, due 11/23/2030 BP38Y14 100,000 $116,560.31 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 39,037 $31,495.55 0.00%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 163,690 $140,230.13 0.00%
ZHENRO PROPERTIES GROUP 6.63%, due 01/07/2026 G9897EAX7 415,000 $6,486.45 0.00%
Euro $EUR -973,796 ($1,051,310.45) -0.03%
EURO-SCHATZ FUT Dec24 DUZ4 -13 ($1,500,183.24) -0.05%
EURO-BUXL 30Y BND Dec24 UBZ4 -19 ($2,719,002.85) -0.09%
LONG GILT FUTURE Dec24 G Z4 -23 ($2,870,603.44) -0.09%
EURO-BOBL FUTURE Dec24 OEZ4 -85 ($10,923,338.95) -0.35%
EURO-BUND FUTURE Dec24 RXZ4 -208 ($29,887,181.17) -0.96%
US ULTRA BOND CBT Dec24 WNZ4 -918 ($114,864,750.00) -3.69%
US 10yr Ultra Fut Dec24 UXYZ4 -1,857 ($212,162,250.00) -6.81%
US Dollar $USD -316,920,399 ($316,920,398.65) -10.17%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 01-17-2025 -44,120,000.00 EUR $48,648,667.95 ($835,072.63)
USD->GBP 01-17-2025 -4,806,000.00 GBP $6,304,452.17 ($76,365.55)
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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