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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 5/20/2022

Total Number of Holdings (excluding cash): 917

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Jun22 FVM2 1,238 $140,300,218.75 12.74%
U.S. Treasury Bill, 0%, due 07/07/2022 912796R68 102,830,000 $102,731,454.93 9.33%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022667 63,150,000 $57,947,524.93 5.26%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030660 53,200,000 $50,639,750.01 4.60%
U.S. Treasury Bill, 0%, due 07/14/2022 912796K57 49,145,000 $49,086,257.96 4.46%
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020661 44,425,000 $39,236,299.03 3.56%
U.S. Treasury Bill, 0%, due 10/06/2022 912796M89 17,945,000 $17,864,485.45 1.62%
U.S. Treasury Bill, 0%, due 09/01/2022 912796T66 14,345,000 $14,301,065.14 1.30%
U.S. Treasury Bill, 0%, due 07/21/2022 912796S42 14,115,000 $14,094,970.81 1.28%
JAPAN TREASURY DISC BILL N/C, 0%, due 08/01/2022 JP1740761N41 1,475,000,000 $11,532,586.41 1.05%
U.S. Treasury Bill, 0%, due 08/18/2022 912796T41 9,015,000 $8,993,246.44 0.82%
U.S. Treasury Bill, 0%, due 09/22/2022 912796U56 6,715,000 $6,688,027.99 0.61%
U.S. Treasury Bill, 0%, due 10/20/2022 912796V63 6,295,000 $6,261,325.02 0.57%
U.S. Treasury Bill, 0%, due 08/25/2022 912796T58 6,080,000 $6,063,380.93 0.55%
Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 12656PAC0 5,571,239 $5,456,087.45 0.50%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2049 01F032666 5,675,000 $5,559,504.90 0.50%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2049 01F040669 5,550,000 $5,546,314.42 0.50%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 5,830,000 $5,295,439.95 0.48%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 5,945,199 $5,093,546.05 0.46%
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 45254NNP8 5,144,442 $4,846,880.58 0.44%
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 86359B2K6 4,812,094 $4,814,162.71 0.44%
MORGAN STANLEY Variable rate, due 01/22/2031 6174468L6 5,185,000 $4,575,787.96 0.42%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 4,843,662 $4,619,455.75 0.42%
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 39538BAE4 4,586,377 $4,537,330.59 0.41%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 5,449,346 $4,389,189.01 0.40%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 33767MAC9 4,760,000 $4,419,327.75 0.40%
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 69360XAA4 4,662,588 $4,441,824.82 0.40%
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 12656HAC8 4,449,440 $4,332,579.13 0.39%
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 52475AAA2 4,322,014 $4,326,075.97 0.39%
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 45254NPU5 4,385,046 $4,190,605.71 0.38%
Navient Student Loan Trust Series 2018-2A, Class A3, Variable rate, due 03/25/2067 63941DAC5 4,269,000 $4,159,890.34 0.38%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 4,394,088 $4,179,568.16 0.38%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 4,119,127 $3,926,851.86 0.36%
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 42210JAA4 4,240,000 $3,990,590.06 0.36%
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 43739EBP1 4,057,000 $3,980,515.00 0.36%
MASTR Adjustable Rate Mortgage Trust Series 2007-1, Class I2A3, Variable rate, due 01/25/2047 576431AD2 3,905,634 $3,845,656.26 0.35%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 4,530,000 $3,746,544.38 0.34%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 3,755,000 $3,748,416.59 0.34%
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 00109BAA3 3,677,496 $3,597,713.99 0.33%
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 009723AA5 3,812,028 $3,593,654.69 0.33%
Credit Suisse Mortgage Trust 3.77782%, due 02/25/2062 BCC35H8L7 3,450,000 $3,602,285.17 0.33%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 3,625,000 $3,631,899.46 0.33%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 3,630,000 $3,644,569.40 0.33%
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 14686GAH9 19,300 $3,541,743.00 0.32%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 4,125,000 $3,483,534.57 0.32%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 3,743,688 $3,434,973.13 0.31%
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 36242DZR7 3,455,000 $3,422,811.15 0.31%
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 52523YAC8 3,807,760 $3,403,607.88 0.31%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 3,375,000 $3,336,712.18 0.30%
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 45254NRG4 3,404,985 $3,281,666.23 0.30%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 3,641,987 $3,313,821.83 0.30%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 3,350,000 $3,257,950.70 0.30%
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 12556PAD9 3,392,082 $3,231,604.32 0.29%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 3,180,000 $3,157,032.45 0.29%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 3,280,000 $3,156,022.23 0.29%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 3,462,727 $3,228,122.08 0.29%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 3,140,000 $3,110,802.09 0.28%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 3,555,000 $3,130,338.36 0.28%
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 05608EAA2 3,420,000 $3,106,991.00 0.28%
Hilton USA Trust Series 2016-SPF, Class F, 6.15522%, due 11/05/2035 43289VAS2 3,161,000 $3,066,074.54 0.28%
Palmer Square CLO Ltd Series 2020-3A, Class A1AR, Variable rate, due 11/15/2031 69701RAL1 3,100,000 $3,062,583.06 0.28%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 3,108,775 $3,042,125.58 0.28%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 3,257,149 $2,993,784.02 0.27%
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 05891HAA1 2,975,000 $2,963,953.83 0.27%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 3,000,000 $2,997,241.68 0.27%
BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 05493JAA9 3,061,297 $3,002,497.11 0.27%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 3,350,000 $2,980,303.72 0.27%
Dryden Senior Loan Fund Series 2020-85A, Class AR, Variable rate, due 10/15/2035 26246BAL8 3,100,000 $2,988,140.19 0.27%
MF1 Ltd Series 2020-FL3, Class B, Variable rate, due 07/15/2035 59319WAC5 2,994,500 $3,001,984.66 0.27%
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 89680HAE2 3,300,277 $2,946,375.52 0.27%
BANK OF AMERICA CORP Variable rate, due 07/21/2032 06051GKA6 3,510,000 $2,906,343.81 0.26%
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 14686JAM2 17,100 $2,906,316.00 0.26%
Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 67113GAG2 3,000,000 $2,896,055.61 0.26%
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 05610FAB3 2,845,000 $2,776,267.93 0.25%
BXMT Ltd Series 2021-FL4, Class A, Variable rate, due 05/15/2038 05609GAA6 2,758,000 $2,713,182.50 0.25%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 3,170,000 $2,726,163.77 0.25%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 2,988,994 $2,733,733.69 0.25%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 2,951,723 $2,748,902.29 0.25%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 3,235,000 $2,682,130.38 0.24%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 2,616,733 $2,645,741.95 0.24%
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 90276RBF4 66,247,212 $2,691,544.72 0.24%
Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 00900LAQ7 2,600,000 $2,483,725.84 0.23%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 2,495,470 $2,524,462.12 0.23%
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 05606FAA1 2,800,000 $2,569,362.88 0.23%
CMFT Net Lease Master Issuer LLC Series 2021-1, Class A1, 2.09%, due 07/20/2051 12575AAA5 2,893,370 $2,553,032.43 0.23%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 2,600,000 $2,492,212.14 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 3137H74M2 77,050,000 $2,582,962.56 0.23%
GOLDMAN SACHS GROUP INC Variable rate, due 04/22/2032 38141GYB4 3,025,000 $2,567,097.40 0.23%
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 40440XAC5 2,700,000 $2,587,145.40 0.23%
MAGALLANES INC 5.141%, due 03/15/2052 55903VAQ6 2,923,000 $2,540,296.84 0.23%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,800,000 $2,493,804.60 0.23%
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 00177LAC4 2,500,000 $2,396,875.00 0.22%
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 09631BAE3 2,500,000 $2,411,958.83 0.22%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 2,557,686 $2,403,953.49 0.22%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 2,850,000 $2,412,001.58 0.22%
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 3130AQUU5 2,520,000 $2,471,424.40 0.22%
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 3130AQV26 2,515,000 $2,469,321.19 0.22%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 3,334,495 $2,409,849.49 0.22%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,429,625.00 0.22%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 2,550,000 $2,426,242.30 0.22%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 2,590,860 $2,387,474.77 0.22%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 2,537,775 $2,447,664.88 0.22%
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 78444YAD7 2,463,286 $2,462,753.93 0.22%
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 78485WAC3 2,483,000 $2,469,639.87 0.22%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 2,302,000 $2,417,758.37 0.22%
U.S. Treasury Bill, 0%, due 06/23/2022 912796R43 2,420,000 $2,418,787.17 0.22%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 2,499,077 $2,447,195.33 0.22%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 05493BAJ7 2,300,000 $2,264,644.86 0.21%
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 05553JAA6 2,385,000 $2,358,671.99 0.21%
BX Trust Series 2021-BXMF, Class B, Variable rate, due 10/15/2026 05609RAG9 2,500,000 $2,367,951.25 0.21%
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 05609VAN5 2,462,000 $2,308,599.92 0.21%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 2,280,000 $2,258,737.46 0.21%
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 30227FAG5 2,435,014 $2,367,148.14 0.21%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,700,000 $2,285,093.94 0.21%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 2,600,000 $2,303,882.51 0.21%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 2,956,024 $2,267,059.67 0.21%
TPG Real Estate Finance Series 2019-FL3, Class AS, Variable rate, due 10/15/2034 87276VAC9 2,303,000 $2,290,515.69 0.21%
AT&T INC 3.80%, due 12/01/2057 00206RMN9 2,720,000 $2,179,371.77 0.20%
BFLD Trust Series 2019-DPLO, Class A, Variable rate, due 10/15/2034 054970AA6 2,304,000 $2,254,131.53 0.20%
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2023 05606GAA9 2,250,000 $2,181,995.55 0.20%
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 17326FAF4 57,049,122 $2,176,178.71 0.20%
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 2,846,312 $2,197,135.18 0.20%
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 35709DAG6 2,282,949 $2,253,842.32 0.20%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 2,630,000 $2,180,181.48 0.20%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 2,250,000 $2,166,311.25 0.20%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,426,677 $2,160,440.99 0.20%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 2,253,269 $2,210,269.71 0.20%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 2,412,774 $2,158,280.50 0.20%
Aimco Series 2020-11A, Class AR, Variable rate, due 10/17/2034 00140NAN0 2,100,000 $2,045,905.85 0.19%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 2,305,000 $2,091,826.46 0.19%
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 08162QAJ8 72,642,666 $2,075,764.18 0.19%
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 23802WAA9 2,245,000 $2,039,294.92 0.19%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 1A1, 6.50%, due 03/25/2036 46627MER4 2,953,852 $2,038,599.47 0.19%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class A4, 3.5382%, due 07/15/2047 46642CAD2 2,056,301 $2,050,596.83 0.19%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 2,100,000 $2,051,117.06 0.19%
REPUBLIC OF CHILE 3.24%, due 02/06/2028 168863CF3 2,200,000 $2,108,029.00 0.19%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 2,358,000 $2,127,812.04 0.19%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,390,000 $2,129,953.83 0.19%
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 78445JAA5 2,069,221 $2,066,616.55 0.19%
SPECTRUM BRANDS INC 5.50%, due 07/15/2030 84762LAW5 2,250,000 $2,040,153.75 0.19%
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 95000FAW6 34,891,303 $2,070,202.17 0.19%
1011778 BC / NEW RED FIN 4%, due 10/15/2030 68245XAM1 2,350,000 $1,944,354.75 0.18%
AGL CLO 1 Ltd. Series 2021-13A, Class A1, Variable rate, due 10/20/2034 00120JAA1 2,000,000 $1,951,926.40 0.18%
AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 02666TAE7 2,235,000 $2,019,529.51 0.18%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 2,375,000 $1,931,374.91 0.18%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 2,058,892 $2,001,365.95 0.18%
Nelnet Student Loan Trust Series 2006-1, Class A6, Variable rate, due 08/23/2036 64033HAA7 2,062,310 $1,996,685.88 0.18%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 2,002,972 $1,961,429.70 0.18%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $1,953,800.06 0.18%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class A, Variable rate, due 11/15/2036 78486EAA6 2,040,000 $1,949,384.02 0.18%
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 01882YAD8 2,045,000 $1,884,494.23 0.17%
AMGEN INC 3%, due 01/15/2052 031162DC1 2,510,000 $1,826,421.48 0.17%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $1,908,305.78 0.17%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $1,895,210.46 0.17%
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 05492XAE1 2,000,000 $1,910,097.50 0.17%
BX Trust Series 2021-BXMF, Class G, Variable rate, due 10/15/2026 05609RAS3 2,040,000 $1,912,034.88 0.17%
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 15034AAA3 1,850,000 $1,821,213.89 0.17%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 1,960,000 $1,856,034.35 0.17%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 2,030,710 $1,896,901.37 0.17%
ENCOMPASS HEALTH CORP 4.625%, due 04/01/2031 29261AAE0 2,250,000 $1,900,400.38 0.17%
HCA INC 3.625%, due 03/15/2032 404119CF4 2,068,000 $1,864,249.04 0.17%
MAGALLANES INC 5.05%, due 03/15/2042 55903VAN3 2,165,000 $1,913,830.86 0.17%
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 55954PAQ7 2,000,000 $1,892,500.00 0.17%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 1,775,000 $1,839,272.75 0.17%
Progress Residential Trust Series 2019-SFR2, Class E, 4.142%, due 05/17/2036 74333NAJ1 1,889,000 $1,854,934.15 0.17%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 1,900,000 $1,903,556.80 0.17%
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 78442GRY4 2,127,926 $1,912,098.29 0.17%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 1,900,000 $1,855,081.21 0.17%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 2,200,000 $1,741,179.00 0.16%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 08163ABP7 2,000,000 $1,797,873.80 0.16%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,830,000 $1,787,333.27 0.16%
CITIGROUP INC Variable rate, due 05/24/2033 172967NU1 1,740,000 $1,762,489.50 0.16%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,464,274 $1,757,705.20 0.16%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 1,800,000 $1,773,717.88 0.16%
Eaton Vance CDO Ltd Series 2020-1A, Class AR, Variable rate, due 10/15/2034 278300AJ7 1,750,000 $1,708,579.04 0.16%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,750,153 $1,723,238.41 0.16%
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 36251XAT4 85,235,419 $1,805,286.18 0.16%
HCA INC 5.50%, due 06/15/2047 404119BV0 1,830,000 $1,776,136.56 0.16%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 2,070,000 $1,799,354.85 0.16%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 2,250,000 $1,801,372.50 0.16%
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 45824TBC8 1,929,000 $1,742,446.41 0.16%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 466317AS3 1,800,000 $1,713,609.72 0.16%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 1,747,873 $1,721,124.07 0.16%
ORGANON & CO/ORG 5.125%, due 04/30/2031 68622TAB7 1,947,000 $1,759,163.18 0.16%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 2,000,000 $1,810,500.00 0.16%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,785,000 $1,764,846.46 0.16%
T-MOBILE USA INC 3.50%, due 04/15/2031 87264ABW4 2,000,000 $1,763,750.00 0.16%
TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 89686QAA4 1,800,000 $1,749,177.00 0.16%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 1,953,000 $1,726,159.05 0.16%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 3,082,324 $1,608,140.98 0.15%
AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 00774MAX3 1,940,000 $1,606,750.18 0.15%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 1,975,000 $1,691,042.05 0.15%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,960,000 $1,698,584.73 0.15%
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 08162NBB1 1,810,000 $1,674,898.16 0.15%
BX Trust Series 2021-21M, Class E, Variable rate, due 10/15/2036 05609CAN7 1,800,000 $1,664,219.52 0.15%
CAESARS ENTERTAINMENT INC 4.625%, due 10/15/2029 12769GAA8 2,025,000 $1,636,797.38 0.15%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 1,680,203 $1,634,387.29 0.15%
EMBECTA CORP 5%, due 02/15/2030 29082KAA3 1,950,000 $1,669,785.00 0.15%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,777,653 $1,675,473.47 0.15%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 37,455,583 $1,698,771.74 0.15%
NCR CORP 5.125%, due 04/15/2029 62886EBA5 1,875,000 $1,684,518.75 0.15%
PENN NATIONAL GAMING INC 4.125%, due 07/01/2029 707569AV1 2,075,000 $1,664,627.25 0.15%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 1,800,000 $1,636,848.00 0.15%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 2,162,435 $1,597,771.22 0.15%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 1,600,000 $1,499,702.40 0.14%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 1,600,000 $1,559,633.90 0.14%
Apidos CLO Series 2021-37A, Class B, Variable rate, due 10/22/2034 03769HAC1 1,625,000 $1,554,224.15 0.14%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,862,587 $1,507,034.99 0.14%
BWAY Mortgage Trust Series 2015-1740, Class A, 2.917%, due 01/10/2035 05604LAA0 1,700,000 $1,581,409.70 0.14%
Carvana Auto Receivables Trust Series 2021-N2, Class R, 0%, due 03/10/2028 14686KAK3 3,300 $1,536,509.70 0.14%
CCO HLDGS LLC/CAP CORP 4.75%, due 02/01/2032 1248EPCQ4 1,850,000 $1,589,964.00 0.14%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 1,778,000 $1,545,221.26 0.14%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 1,765,000 $1,537,038.57 0.14%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,600,000 $1,552,864.64 0.14%
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 225401AQ1 1,640,000 $1,513,524.50 0.14%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,632,800 $1,541,439.58 0.14%
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 3138LA7K9 1,507,699 $1,496,726.29 0.14%
FED REPUBLIC OF BRAZIL 2.875%, due 06/06/2025 105756CD0 1,650,000 $1,584,000.00 0.14%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,825,634 $1,587,134.12 0.14%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,615,000 $1,555,442.05 0.14%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,575,000 $1,524,056.89 0.14%
GPMT Ltd. Series 2021-FL3, Class A, Variable rate, due 07/16/2035 36264BAA8 1,560,791 $1,534,452.54 0.14%
INTERCONTINENTALEXCHANGE 4.60%, due 03/15/2033 45866FAW4 1,505,000 $1,518,624.77 0.14%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 1,650,000 $1,574,798.68 0.14%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 1,895,328 $1,593,946.87 0.14%
MSCG Trust Series 2018-SELF, Class E, Variable rate, due 10/15/2037 55358PAN6 1,645,000 $1,596,037.56 0.14%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 1,575,000 $1,574,990.22 0.14%
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 75888HAN1 1,600,000 $1,547,317.31 0.14%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 1,600,000 $1,534,195.70 0.14%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,699,570 $1,559,644.06 0.14%
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 92328MAB9 1,705,000 $1,535,130.85 0.14%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 2,222,505 $1,488,591.13 0.14%
ABBVIE INC 4.55%, due 03/15/2035 00287YCY3 1,495,000 $1,486,812.34 0.13%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,518,886 $1,467,775.69 0.13%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 2,217,376 $1,376,996.74 0.13%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 1,650,000 $1,427,292.37 0.13%
ALCON FINANCE CORP 3%, due 09/23/2029 01400EAB9 1,600,000 $1,450,559.95 0.13%
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 04002RAE0 1,460,000 $1,463,358.00 0.13%
BERKSHIRE HATHAWAY FINANCE 3.85%, due 03/15/2052 084664DB4 1,635,000 $1,441,799.64 0.13%
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 055522AG1 1,570,000 $1,486,465.01 0.13%
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 14687KAK2 2,800 $1,440,149.48 0.13%
CHARLES SCHWAB CORP 1.95%, due 12/01/2031 808513BT1 1,735,000 $1,431,720.63 0.13%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,588,860 $1,479,015.47 0.13%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,475,139.82 0.13%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 1,535,000 $1,383,687.72 0.13%
EXELON CORP 3.35%, due 03/15/2032 30161NBC4 1,615,000 $1,467,573.55 0.13%
FERTITTA ENTERTAINMENT 6.75%, due 07/15/2030 31556TAC3 1,817,000 $1,456,816.09 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 3137BGK32 115,784,166 $1,392,084.60 0.13%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 2,579,924 $1,465,793.90 0.13%
GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 36252RAJ8 1,381,806 $1,383,727.97 0.13%
HEALTHEQUITY INC 4.50%, due 10/01/2029 42226AAA5 1,650,000 $1,437,562.50 0.13%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 1,519,460 $1,455,260.38 0.13%
LUMEN TECHNOLOGIES INC 5.375%, due 06/15/2029 550241AA1 1,800,000 $1,453,104.00 0.13%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 1,520,000 $1,411,510.30 0.13%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,440,184.20 0.13%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,450,000 $1,428,345.70 0.13%
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 69337HAD3 1,473,849 $1,414,248.44 0.13%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 1,420,000 $1,437,532.37 0.13%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,482,145.50 0.13%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,723,307 $1,403,306.72 0.13%
THE HERTZ CORP 5%, due 12/01/2029 428040DB2 1,665,000 $1,382,599.35 0.13%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 2,170,000 $1,459,459.54 0.13%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 1,502,000 $1,391,768.81 0.13%
ATHENE GLOBAL FUNDING 1.985%, due 08/19/2028 04685A3C3 1,560,000 $1,318,525.34 0.12%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,500,000 $1,267,307.93 0.12%
BECTON DICKINSON AND CO 2.823%, due 05/20/2030 075887CJ6 1,495,000 $1,333,676.25 0.12%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 1,327,374 $1,296,426.76 0.12%
CAPITAL ONE FINANCIAL CORP Variable rate, due 03/01/2030 14040HCN3 1,505,000 $1,365,360.86 0.12%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 1,317,894 $1,269,409.08 0.12%
CITIGROUP INC Variable rate, due 03/31/2031 172967MP3 1,390,000 $1,359,351.75 0.12%
CITIGROUP INC Variable rate, due 11/03/2032 172967NE7 1,540,000 $1,284,592.94 0.12%
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 12630DAV6 1,355,061 $1,357,548.86 0.12%
CONSTELLATION BRANDS INC 4.35%, due 05/09/2027 21036PBK3 1,335,000 $1,339,797.24 0.12%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 1,378,261 $1,301,945.47 0.12%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 1,496,083 $1,349,096.32 0.12%
HCA INC 5.875%, due 02/01/2029 404119BW8 1,300,000 $1,344,349.50 0.12%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 1,560,964 $1,315,558.73 0.12%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,385,741 $1,330,498.15 0.12%
MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 58403YBA3 1,400,000 $1,300,698.70 0.12%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 3,041,368 $1,328,842.13 0.12%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 1,550,000 $1,331,597.25 0.12%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,360,000 $1,360,564.27 0.12%
Neuberger Berman CLO Ltd Series 2021-43A, Class A, Variable rate, due 07/17/2035 64134AAA0 1,300,000 $1,268,158.26 0.12%
POST HOLDINGS INC 4.625%, due 04/15/2030 737446AQ7 1,515,000 $1,304,846.78 0.12%
REPUBLIC OF PERU N/C, 4.125%, due 08/25/2027 715638BU5 1,300,000 $1,291,810.00 0.12%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,400,000 $1,336,219.36 0.12%
Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 77341GAL4 1,325,000 $1,286,040.79 0.12%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 1,650,000 $1,374,517.64 0.12%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 1,318,390 $1,282,217.90 0.12%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 1,445,000 $1,367,042.20 0.12%
Tricon American Homes Series 2017-SFR2, Class E, 4.216%, due 01/17/2036 89613FAE8 1,400,000 $1,368,902.22 0.12%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 1,200,000 $1,172,339.38 0.11%
AIR LEASE CORP 2.20%, due 01/15/2027 00914AAR3 1,390,000 $1,237,368.51 0.11%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 1,310,000 $1,156,992.57 0.11%
AMERICAN ELECTRIC POWER N/C, 2.031%, due 03/15/2024 025537AK7 1,285,000 $1,251,608.67 0.11%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,341,010 $1,227,438.71 0.11%
BENCHMARK Mortgage Trust Series 2018-B6, Class A2, 4.203%, due 10/10/2051 08162CAB6 1,150,779 $1,158,306.58 0.11%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 1,298,125 $1,192,065.46 0.11%
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 14687AAK4 5,450 $1,216,251.98 0.11%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,198,968.56 0.11%
CLOROX COMPANY 4.60%, due 05/01/2032 189054AZ2 1,155,000 $1,170,081.39 0.11%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 12634NAZ1 1,350,000 $1,231,542.23 0.11%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 1,350,000 $1,185,300.00 0.11%
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 36168QAL8 1,400,000 $1,212,099.00 0.11%
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 38137YAN1 1,200,000 $1,183,076.64 0.11%
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 40436TAS5 1,225,000 $1,196,433.65 0.11%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 1,440,000 $1,236,358.24 0.11%
INDONESIA ASAHAN ALUMINIUM 4.75%, due 05/15/2025 Y7140WAE8 1,200,000 $1,192,680.00 0.11%
IRON MOUNTAIN INFO MGMT 5%, due 07/15/2032 46285MAA8 1,350,000 $1,162,078.35 0.11%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 1,350,000 $1,167,054.75 0.11%
LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 527298BS1 1,515,000 $1,203,281.17 0.11%
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 61691RAF3 28,310,489 $1,178,877.07 0.11%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 1,165,000 $1,173,414.60 0.11%
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 74166MAF3 1,475,000 $1,258,359.38 0.11%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,200,000 $1,166,431.20 0.11%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,563,730 $1,252,988.69 0.11%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,260,000 $1,242,997.43 0.11%
UNITEDHEALTH GROUP INC 4.75%, due 05/15/2052 91324PEK4 1,165,000 $1,198,256.82 0.11%
BDS Ltd Series 2020-FL6, Class D, Variable rate, due 09/15/2035 05492XAG6 1,125,000 $1,056,461.40 0.10%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 1,249,000 $1,061,841.75 0.10%
Carvana Auto Receivables Trust Series 2021-P2, Class R, 0%, due 05/10/2028 14687TAJ6 2,500 $1,087,500.00 0.10%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,777,574 $1,071,344.55 0.10%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,751,283 $1,061,143.90 0.10%
EVERI HOLDINGS INC 5%, due 07/15/2029 30034TAA1 1,220,000 $1,072,001.80 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 3137BPCR8 39,388,962 $1,096,545.38 0.10%
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 39843UAA0 1,290,000 $1,148,939.85 0.10%
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 46187XAA3 1,138,326 $1,131,570.03 0.10%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 1,110,756 $1,052,813.11 0.10%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 1,010,000 $1,145,658.45 0.10%
NATIONAL CINEMEDIA LLC 5.875%, due 04/15/2028 63530QAJ8 1,525,000 $1,148,413.02 0.10%
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 74112BAM7 1,350,000 $1,115,957.25 0.10%
ReadyCap Commercial Mortgage Trust Series 2020-FL4, Class AS, Variable rate, due 02/25/2035 75575JAC9 1,100,000 $1,110,162.74 0.10%
RENT-A-CENTER INC 6.375%, due 02/15/2029 76009NAL4 1,250,000 $1,065,031.25 0.10%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 1,100,000 $1,121,736.00 0.10%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 BYQ6MG9 1,100,000 $1,088,829.50 0.10%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 1,075,030 $1,079,030.71 0.10%
TRANSDIGM INC 4.625%, due 01/15/2029 893647BP1 1,345,000 $1,134,702.53 0.10%
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 893828AA1 1,154,250 $1,141,270.41 0.10%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,260,000 $1,068,431.73 0.10%
VMED O2 UK FINANCING I PLC 4.25%, due 01/31/2031 92858RAA8 1,235,000 $1,050,188.42 0.10%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 1,175,000 $1,068,631.83 0.10%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,115,000 $1,032,676.60 0.09%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,250,000 $956,558.18 0.09%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 1,000,000 $970,670.20 0.09%
CHOBANI LLC/FINANCE CORP 4.625%, due 11/15/2028 17027NAB8 1,150,000 $1,016,336.28 0.09%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,139,277 $946,158.59 0.09%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 900,000 $1,019,373.86 0.09%
Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 12659RAC3 25,699,000 $965,531.99 0.09%
CVS HEALTH CORP 2.75%, due 12/01/2022 126650BZ2 950,000 $951,572.25 0.09%
DUKE ENERGY CORP 3.75%, due 04/15/2024 26441CAN5 1,000,000 $1,007,925.01 0.09%
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 33883PAE7 1,000,000 $959,473.57 0.09%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 1,003,000 $977,550.47 0.09%
GRAY ESCROW II INC 5.375%, due 11/15/2031 389286AA3 1,205,000 $1,030,552.15 0.09%
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 404280CT4 1,175,000 $987,201.30 0.09%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 1,150,000 $1,040,610.49 0.09%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 1,110,000 $1,045,505.84 0.09%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 1,105,000 $939,262.46 0.09%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 1,810,636 $992,394.10 0.09%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $1,038,179.94 0.09%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 1,917,199 $1,015,320.57 0.09%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 61750SAE2 1,856,212 $986,039.74 0.09%
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 68404LAA0 1,105,000 $974,284.03 0.09%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAG3 1,200,000 $991,572.00 0.09%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 1,100,000 $975,150.18 0.09%
QATAR ENERGY 2.25%, due 07/12/2031 M8180AAD0 1,150,000 $996,365.75 0.09%
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 P5015VAH9 1,000,000 $951,857.70 0.09%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 1,300,000 $1,042,210.00 0.09%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 1,034,958 $953,844.01 0.09%
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 78446G102 3,400 $1,018,019.50 0.09%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 1,070,874 $999,062.58 0.09%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 1,025,000 $993,337.75 0.09%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 1,215,000 $1,014,889.50 0.09%
ABBVIE INC 4.25%, due 11/21/2049 00287YCB3 1,000,000 $903,078.71 0.08%
ABN AMRO BANK NV Variable rate, due 12/13/2029 00084DAW0 1,025,000 $894,726.34 0.08%
AON CORP/AON GLOBAL HOLDINGS 3.90%, due 02/28/2052 03740LAE2 1,060,000 $884,623.94 0.08%
ARTERA SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 1,113,000 $830,592.95 0.08%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 880,000 $874,932.74 0.08%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 1,000,000 $828,935.00 0.08%
BOYD GAMING CORP 4.75%, due 06/15/2031 103304BV2 1,050,000 $920,204.25 0.08%
CBB INTERNATIONAL SUKUK CO 7 N/C, 6.875%, due 10/05/2025 M2120JAA3 825,000 $879,623.25 0.08%
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 1248EPCD3 1,050,000 $927,685.50 0.08%
COMM Mortgage Trust Series 2012-CR1, Class B, 4.612%, due 05/15/2045 12624BAG1 874,520 $870,712.59 0.08%
COMMSCOPE INC 4.75%, due 09/01/2029 203372AX5 1,080,000 $911,763.00 0.08%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 907,407 $838,365.54 0.08%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 947,946 $926,822.41 0.08%
CSC HOLDINGS LLC 4.125%, due 12/01/2030 126307BB2 1,065,000 $875,605.73 0.08%
DNB BANK ASA Variable rate, due 09/30/2025 25601B2A2 955,000 $895,559.04 0.08%
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 29272WAD1 1,122,000 $919,091.91 0.08%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 775,000 $837,649.86 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 3137BLAE8 20,449,223 $847,166.32 0.08%
FIRSTENERGY CORP 3.40%, due 03/01/2050 337932AM9 1,254,000 $883,342.68 0.08%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 955,000 $832,761.69 0.08%
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 38378NW66 917,852 $915,393.28 0.08%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 952,558 $926,581.37 0.08%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $840,156.05 0.08%
LEVEL 3 FINANCING INC 3.875%, due 11/15/2029 527298BQ5 1,070,000 $911,404.60 0.08%
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 55608JAZ1 1,070,000 $890,119.23 0.08%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 1,003,000 $893,973.90 0.08%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 984,788 $910,849.26 0.08%
SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 829259BA7 1,145,000 $930,187.02 0.08%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 840,619 $833,906.26 0.08%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 955,060 $902,330.50 0.08%
TENET HEALTHCARE CORP 4.25%, due 06/01/2029 88033GDL1 1,000,000 $885,000.00 0.08%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ACC7 950,000 $877,553.00 0.08%
T-MOBILE USA INC 2.625%, due 02/15/2029 87264ABS3 1,000,000 $862,660.00 0.08%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 895,000 $877,657.17 0.08%
AIRPORT AUTHORITY HK 3.25%, due 01/12/2052 00946AAE4 915,000 $747,644.44 0.07%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 775,000 $742,800.21 0.07%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,312,905 $803,147.22 0.07%
ASBURY AUTOMOTIVE GROUP 4.625%, due 11/15/2029 043436AW4 885,000 $774,525.45 0.07%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 1,023,932 $800,117.05 0.07%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 810,000 $780,533.08 0.07%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 761,473 $761,222.56 0.07%
BFLD Trust Series 2021-FPM, Class A, Variable rate, due 06/15/2038 05554BAA2 782,000 $759,284.93 0.07%
BROWN & BROWN INC 4.95%, due 03/17/2052 115236AF8 810,000 $737,263.13 0.07%
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 161175BT0 1,000,000 $815,465.12 0.07%
EVERARC ESCROW SARL 5%, due 10/30/2029 29977LAA9 925,000 $787,360.00 0.07%
FIRSTCASH INC 5.625%, due 01/01/2030 31944TAA8 788,000 $723,947.42 0.07%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 11,267,339 $793,709.69 0.07%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,186,665 $783,343.40 0.07%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 700,000 $733,761.00 0.07%
JERSEY CENTRAL PWR & LT 4.70%, due 04/01/2024 476556DB8 750,000 $759,570.54 0.07%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 900,000 $815,932.45 0.07%
LLOYDS BANKING GROUP PLC Variable rate, due 03/18/2028 53944YAS2 760,000 $733,173.13 0.07%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,312,692 $782,080.01 0.07%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $747,433.77 0.07%
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 55275BAC1 1,691,791 $758,424.87 0.07%
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 60855RAK6 919,000 $815,100.21 0.07%
MORGAN STANLEY Variable rate, due 04/20/2037 61747YES0 730,000 $726,474.86 0.07%
ORACLE CORP 2.875%, due 03/25/2031 68389XCE3 960,000 $809,552.51 0.07%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 1,081,000 $814,170.11 0.07%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 1,000,000 $730,750.00 0.07%
PERKINELMER INC 2.25%, due 09/15/2031 714046AN9 1,000,000 $823,707.06 0.07%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 845,000 $774,286.56 0.07%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 800,000 $729,667.44 0.07%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $811,543.00 0.07%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $776,428.24 0.07%
TENET HEALTHCARE CORP 4.375%, due 01/15/2030 88033GDN7 850,000 $747,821.50 0.07%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 774,000 $762,006.89 0.07%
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $757,577.50 0.07%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,642,319 $719,478.52 0.07%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 816,424 $742,099.90 0.07%
180 MEDICAL INC 3.875%, due 10/15/2029 682357AA6 725,000 $636,573.23 0.06%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 845,867 $678,567.90 0.06%
AMERICAN CAMPUS CMNTYS 2.85%, due 02/01/2030 024836AF5 655,000 $631,554.81 0.06%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 1,446,036 $701,700.96 0.06%
ASBURY AUTOMOTIVE GROUP 5%, due 02/15/2032 043436AX2 750,000 $650,826.03 0.06%
AT&T INC 2.55%, due 12/01/2033 00206RMM1 775,000 $645,659.84 0.06%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 750,000 $687,110.00 0.06%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 670,000 $676,072.42 0.06%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 740,808 $693,192.81 0.06%
BANK OF AMERICA CORP Variable rate, due 02/13/2026 06051GHY8 750,000 $709,480.55 0.06%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 815,000 $709,443.91 0.06%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $630,657.81 0.06%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 736,375 $691,191.49 0.06%
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 05544JCL2 615,879 $612,796.70 0.06%
BLOOMIN' BRANDS INC/OSI 5.125%, due 04/15/2029 094234AA9 760,000 $658,350.00 0.06%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 689,103 $643,110.01 0.06%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 755,000 $669,159.70 0.06%
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 12667GAH6 731,303 $686,831.72 0.06%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 766,940 $625,085.06 0.06%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 946,120 $681,787.82 0.06%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 687,000 $643,674.35 0.06%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 625,000 $607,469.02 0.06%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 700,000 $680,039.50 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K723, Class X3, Variable rate, due 10/25/2034 3137BSPZ0 26,082,170 $658,608.71 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 5,602,342 $701,350.52 0.06%
GLOBAL PART/GLP FINANCE 6.875%, due 01/15/2029 37954FAJ3 765,000 $704,461.73 0.06%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 742,836 $682,349.22 0.06%
HEALTHCARE TRUST OF AMERICA 2%, due 03/15/2031 42225UAH7 865,000 $699,643.02 0.06%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 676,485 $614,526.19 0.06%
JBS USA LUX/JBS USA FIN 6.75%, due 02/15/2028 472141AA8 675,000 $693,798.75 0.06%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 971,471 $620,304.47 0.06%
JPMORGAN CHASE & CO Variable rate, due 02/24/2028 46647PCW4 675,000 $635,970.51 0.06%
JPMORGAN CHASE & CO Variable rate, due 04/22/2026 46647PBK1 705,000 $665,241.94 0.06%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 780,000 $693,874.48 0.06%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAZ9 765,000 $699,886.92 0.06%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 729,442 $660,210.22 0.06%
MACQUARIE GROUP LTD Variable rate, due 06/21/2033 55608JBE7 700,000 $660,554.00 0.06%
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 595620AR6 750,000 $677,053.94 0.06%
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 60855RAJ9 700,000 $655,900.00 0.06%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 680,711 $661,340.43 0.06%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 600,000 $623,855.40 0.06%
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 M8237RAH7 700,000 $651,471.10 0.06%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 651,701 $606,003.50 0.06%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $643,483.56 0.06%
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 78447T103 1,000 $696,855.40 0.06%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAT4 800,000 $697,036.04 0.06%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 635,000 $610,798.64 0.06%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 695,597 $680,703.41 0.06%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $570,781.92 0.05%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 560,000 $557,484.89 0.05%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 500,000 $505,055.77 0.05%
AMERICAN EXPRESS CO Variable rate 025816CH0 605,000 $498,003.28 0.05%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 576,020 $539,900.76 0.05%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 517,566 $536,892.46 0.05%
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 03959KAC4 536,000 $507,466.05 0.05%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 605,000 $593,742.52 0.05%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $591,617.80 0.05%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 675,000 $592,643.81 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 568,772 $525,900.22 0.05%
BROADCOM INC 3.419%, due 04/15/2033 11135FBK6 660,000 $563,523.53 0.05%
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 133131AT9 550,000 $551,260.38 0.05%
CCO HLDGS LLC/CAP CORP 4.50%, due 05/01/2032 1248EPCN1 600,000 $503,073.00 0.05%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 609,000 $524,250.81 0.05%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 690,000 $597,278.46 0.05%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $499,117.40 0.05%
CINEMARK USA INC 5.25%, due 07/15/2028 172441BF3 600,000 $505,128.00 0.05%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 630,000 $541,095.62 0.05%
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 524,192 $509,171.90 0.05%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 680,000 $581,131.56 0.05%
CSC HOLDINGS LLC 4.50%, due 11/15/2031 126307BH9 725,000 $590,538.50 0.05%
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 23307CAA3 600,000 $588,866.70 0.05%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAF3 1,772,000 $582,899.40 0.05%
DUKE ENERGY CORP 3.75%, due 09/01/2046 26441CAT2 750,000 $601,157.74 0.05%
FannieMae-Aces Series 2018-M10, Class A1, Variable rate, due 07/25/2028 3136B2GY2 492,072 $497,953.61 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $509,861.39 0.05%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 562,733 $561,183.51 0.05%
GNMA Series 2011-142, Class B, Variable rate, due 02/16/2044 38376G5S5 601,909 $601,281.51 0.05%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 570,724 $556,062.79 0.05%
HSBC HOLDINGS PLC Variable rate, due 05/24/2025 404280CS6 590,000 $555,023.96 0.05%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 560,738 $538,931.23 0.05%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 709,570 $496,567.20 0.05%
JPMORGAN CHASE & CO Series KK, Variable rate 48128BAN1 595,000 $501,287.50 0.05%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 801,479 $508,827.11 0.05%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 584,161 $578,540.90 0.05%
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 527298BN2 625,000 $548,053.13 0.05%
LOS ANGELES CA DEPT OF WTR & PWR TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 544525NZ7 500,000 $571,681.50 0.05%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 565,000 $504,392.84 0.05%
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 576433VD5 581,141 $591,486.88 0.05%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 540,000 $514,408.14 0.05%
MORGAN STANLEY Variable rate, due 04/17/2025 61747YEQ4 510,000 $507,944.91 0.05%
NEXTERA ENERGY CAPITAL Variable rate, due 02/22/2023 65339KBT6 550,000 $548,907.56 0.05%
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 62922LAA6 607,000 $548,439.68 0.05%
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 674599DG7 1,118,000 $572,446.75 0.05%
ORACLE CORP 3.80%, due 11/15/2037 68389XBP9 655,000 $536,502.50 0.05%
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 74168LAA4 720,000 $604,317.60 0.05%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 600,000 $519,870.00 0.05%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 715,000 $583,150.37 0.05%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 620,000 $561,765.26 0.05%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 500,000 $513,005.00 0.05%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $581,258.35 0.05%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 525,000 $496,438.01 0.05%
SPRINT CORP 7.875%, due 09/15/2023 85207UAF2 542,000 $567,907.60 0.05%
STATE OF QATAR 3.75%, due 04/16/2030 BL6BZF3 600,000 $604,676.40 0.05%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 597,097 $596,548.38 0.05%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 569,891 $538,369.50 0.05%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 639,615 $605,033.30 0.05%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 700,000 $595,862.82 0.05%
TSMC ARIZONA CORP 4.50%, due 04/22/2052 872898AJ0 560,000 $549,501.43 0.05%
VICI PROPERTIES LP 5.625%, due 05/15/2052 925650AE3 625,000 $585,531.25 0.05%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 580,000 $496,712.97 0.05%
ABBVIE INC 4.50%, due 05/14/2035 00287YAR0 433,000 $427,715.67 0.04%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 436,000 $387,384.91 0.04%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 510,000 $487,280.45 0.04%
AMGEN INC 4.40%, due 02/22/2062 031162DG2 520,000 $461,543.80 0.04%
AMWINS GROUP INC 4.875%, due 06/30/2029 031921AB5 550,000 $490,275.50 0.04%
BACARDI LTD 2.75%, due 07/15/2026 067316AD1 505,000 $472,705.64 0.04%
BANK OF AMERICA CORP Series RR, Variable rate 060505GB4 570,000 $483,040.60 0.04%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 465,000 $447,701.36 0.04%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 502,694 $464,751.98 0.04%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $465,725.18 0.04%
CENTENE CORP 2.50%, due 03/01/2031 15135BAX9 500,000 $412,557.50 0.04%
CHARLES SCHWAB CORP Variable rate 808513CB9 540,000 $492,453.15 0.04%
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 161175BS2 542,000 $463,895.34 0.04%
CIGNA CORP 4.90%, due 12/15/2048 125523AK6 400,000 $389,606.68 0.04%
CITIGROUP INC Variable rate, due 02/24/2028 172967NG2 520,000 $490,471.90 0.04%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 500,000 $494,041.40 0.04%
CITIGROUP INC Variable rate, due 05/01/2032 172967MY4 520,000 $439,066.55 0.04%
COMISION FEDERAL DE ELECTRICIDAD 4.688%, due 05/15/2029 200447AL4 500,000 $454,355.00 0.04%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $408,820.69 0.04%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 475,501 $432,140.43 0.04%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 520,000 $454,693.20 0.04%
CSC HOLDINGS LLC 3.375%, due 02/15/2031 126307BF3 500,000 $389,265.00 0.04%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $493,805.78 0.04%
DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 25461LAA0 450,000 $408,937.50 0.04%
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 26442CBH6 540,000 $457,337.46 0.04%
ECOPETROL SA 6.875%, due 04/29/2030 279158AN9 450,000 $430,416.00 0.04%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 470,000 $408,838.67 0.04%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $478,108.62 0.04%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 465,603 $477,696.70 0.04%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $446,959.79 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 3137BDCX2 31,096,253 $396,331.07 0.04%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $392,690.03 0.04%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 456,000 $406,464.72 0.04%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 465,000 $420,273.08 0.04%
GNMA Series 2013-162, Class C, Variable rate, due 01/16/2044 38378NEZ2 417,126 $417,031.44 0.04%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 469,883 $447,315.21 0.04%
HCA INC 4.125%, due 06/15/2029 404119BX6 417,000 $400,032.31 0.04%
HCA INC 5.25%, due 06/15/2049 404119BZ1 470,000 $440,889.44 0.04%
HCA INC 7.58%, due 09/15/2025 19767QAQ8 365,000 $393,654.33 0.04%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 360,000 $397,605.60 0.04%
HEALTHCARE REALTY TRUST 3.625%, due 01/15/2028 421946AK0 490,000 $469,860.90 0.04%
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 404280CM9 525,000 $467,338.86 0.04%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $482,580.42 0.04%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 499,673 $466,890.52 0.04%
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 459506AN1 475,000 $434,289.42 0.04%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 443,000 $429,670.29 0.04%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 400,000 $395,035.45 0.04%
KILROY REALTY LP 4.375%, due 10/01/2025 49427RAL6 400,000 $402,644.90 0.04%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $425,237.57 0.04%
MACQUARIE GROUP LTD Variable rate, due 11/28/2023 55608JAH1 390,000 $389,933.19 0.04%
MAGALLANES INC 4.279%, due 03/15/2032 55903VAL7 515,000 $475,326.35 0.04%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,319,099 $495,520.07 0.04%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $495,030.67 0.04%
POST HOLDINGS INC 4.50%, due 09/15/2031 737446AR5 550,000 $463,306.25 0.04%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 550,000 $437,885.25 0.04%
REPUBLIC OF PANAMA 3.875%, due 03/17/2028 698299BF0 500,000 $484,265.00 0.04%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 490,994 $434,068.72 0.04%
S&P GLOBAL INC 3.70%, due 03/01/2052 78409VBD5 535,000 $466,834.77 0.04%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 430,000 $389,769.69 0.04%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $394,991.64 0.04%
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 78444A107 1,375 $491,638.13 0.04%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $391,296.52 0.04%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $444,981.40 0.04%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 464,913 $433,690.28 0.04%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $395,441.22 0.04%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 450,000 $411,821.36 0.04%
UNIFRAX ESCROW ISS CORP 7.50%, due 09/30/2029 90473LAC6 625,000 $451,973.91 0.04%
UNION PACIFIC CORP 3.50%, due 02/14/2053 907818FZ6 505,000 $420,999.67 0.04%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 471,025 $453,457.60 0.04%
US BANCORP Variable rate 902973BC9 555,000 $451,433.80 0.04%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 399,000 $386,808.58 0.04%
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 95000U2M4 385,000 $393,700.36 0.04%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 437,000 $372,505.36 0.03%
AIR LEASE CORP 2.875%, due 01/15/2026 00914AAJ1 300,000 $281,082.64 0.03%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 300,146 $284,351.15 0.03%
AMERICAN CAMPUS CMNTYS 2.25%, due 01/15/2029 024836AH1 305,000 $288,805.20 0.03%
APPALACHIAN POWER CO 3.30%, due 06/01/2027 037735CW5 365,000 $356,557.65 0.03%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 038461AS8 400,000 $347,790.00 0.03%
AT&T INC 2.25%, due 02/01/2032 00206RKH4 436,000 $365,370.49 0.03%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 325,000 $304,379.00 0.03%
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 06054AAY5 13,234,922 $278,262.92 0.03%
BANK OF AMERICA CORP Variable rate, due 01/20/2028 06051GGF0 390,000 $381,027.95 0.03%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 400,000 $376,229.93 0.03%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 394,526 $372,612.19 0.03%
BROADCOM INC 4.30%, due 11/15/2032 11135FAS0 295,000 $276,653.14 0.03%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $313,599.38 0.03%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 370,000 $327,996.18 0.03%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 325,000 $301,114.45 0.03%
CIGNA CORP 4.375%, due 10/15/2028 125523AH3 330,000 $331,557.23 0.03%
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 386,227 $378,994.30 0.03%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 370,000 $325,951.83 0.03%
DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 25277LAC0 1,377,000 $276,260.63 0.03%
DNB BANK ASA Variable rate, due 03/30/2028 25601B2B0 435,000 $382,787.08 0.03%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 350,000 $284,538.16 0.03%
Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 3136B45N4 284,223 $283,569.57 0.03%
GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 38381WH50 295,001 $293,942.29 0.03%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 349,039 $326,671.53 0.03%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 321,913 $325,243.62 0.03%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $361,079.85 0.03%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 750,000 $358,237.50 0.03%
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 47216FAA5 365,000 $338,037.45 0.03%
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 46647PBH8 355,000 $335,694.51 0.03%
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $354,900.00 0.03%
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 50077LAV8 300,000 $282,850.03 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 365,000 $364,574.14 0.03%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 338,441 $319,683.44 0.03%
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 60855RAL4 325,000 $284,900.97 0.03%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 345,000 $340,119.21 0.03%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 490,000 $374,243.41 0.03%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 370,000 $288,886.76 0.03%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 342,000 $359,197.47 0.03%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 400,000 $309,820.00 0.03%
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 699149AK6 400,000 $313,472.62 0.03%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $311,214.75 0.03%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $293,979.96 0.03%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 325,000 $325,505.28 0.03%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 340,000 $323,312.97 0.03%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 280,000 $288,842.02 0.03%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 86362HAA1 371,597 $353,759.57 0.03%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 365,648 $323,148.75 0.03%
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 86359LJA8 303,849 $279,959.38 0.03%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 421,212 $380,295.17 0.03%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 418,171 $384,749.36 0.03%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 355,313 $337,022.79 0.03%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 307,500 $297,922.91 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 300,000 $296,444.09 0.03%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 340,000 $325,091.00 0.03%
VENTAS REALTY LP 3.75%, due 05/01/2024 92277GAD9 300,000 $300,590.68 0.03%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 335,000 $324,258.22 0.03%
VMED O2 UK FINANCING I PLC 4.75%, due 07/15/2031 92858RAB6 400,000 $348,178.00 0.03%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 437,792 $363,307.05 0.03%
WELLS FARGO & COMPANY Variable rate, due 03/24/2028 95000U2V4 310,000 $298,288.76 0.03%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 274,497 $271,407.74 0.02%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 200,000 $185,956.77 0.02%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 215,000 $200,119.75 0.02%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 200,000 $173,895.00 0.02%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 200,000 $214,785.44 0.02%
BANK OF AMERICA CORP Variable rate, due 04/22/2032 06051GJT7 300,000 $257,982.76 0.02%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $180,369.58 0.02%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $247,496.91 0.02%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 190,957 $175,977.56 0.02%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 295,000 $262,539.33 0.02%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $236,511.24 0.02%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $184,951.84 0.02%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $187,779.00 0.02%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $229,589.11 0.02%
CITIGROUP INC Variable rate, due 01/29/2031 172967ML2 315,000 $274,092.05 0.02%
CITIGROUP INC Variable rate, due 04/23/2029 172967LW9 225,000 $218,672.86 0.02%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $190,340.00 0.02%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 250,000 $222,991.47 0.02%
Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 21873CAE3 1,250,000 $186,081.25 0.02%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 250,000 $232,884.82 0.02%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 251,123 $223,801.81 0.02%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 290,066 $198,322.86 0.02%
COX COMMUNICATIONS INC 3.15%, due 08/15/2024 224044CH8 173,000 $171,073.99 0.02%
CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 225401AM0 205,000 $195,549.57 0.02%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $190,565.58 0.02%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $202,273.60 0.02%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 200,000 $181,434.00 0.02%
ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 29273DAC4 2,050,000 $184,500.00 0.02%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 210,000 $204,566.43 0.02%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $215,566.68 0.02%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 250,000 $257,769.22 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K026, Class X3, Variable rate, due 12/25/2040 3137B1BU5 30,000,000 $253,893.00 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 11,258,067 $191,214.90 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 3137BM7D2 15,990,645 $233,880.78 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 7,149,865 $267,572.27 0.02%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 237,492 $237,452.13 0.02%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 200,000 $190,240.00 0.02%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 185,000 $183,478.73 0.02%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 200,000 $202,336.64 0.02%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 175,000 $179,751.45 0.02%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 1,062,028 $170,341.92 0.02%
GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 38382JB47 210,023 $209,974.00 0.02%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 267,149 $218,248.36 0.02%
HCA INC 5.25%, due 06/15/2026 404119BT5 260,000 $267,137.06 0.02%
HERENS HOLDCO SARL 4.75%, due 05/15/2028 427169AA5 275,000 $235,811.13 0.02%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $201,352.32 0.02%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 175,000 $173,718.81 0.02%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 600,000 $260,346.00 0.02%
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 46188BAB8 310,000 $269,283.43 0.02%
IRON MOUNTAIN INC 4.50%, due 02/15/2031 46284VAN1 200,000 $171,035.00 0.02%
IRON MOUNTAIN INC 5.25%, due 07/15/2030 46284VAJ0 200,000 $181,300.00 0.02%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 614,239 $222,449.09 0.02%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 200,000 $195,118.92 0.02%
KAZMUNAYGAS NATIONAL CO N/C, 4.75%, due 04/19/2027 Y4596HAC1 200,000 $185,384.80 0.02%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 250,000 $247,744.22 0.02%
KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 50077LBF2 186,000 $180,723.76 0.02%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 240,000 $205,399.50 0.02%
LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 527298BT9 300,000 $238,936.50 0.02%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 200,000 $200,743.56 0.02%
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 59020UJR7 186,976 $179,745.34 0.02%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $212,187.50 0.02%
MORGAN STANLEY Variable rate, due 10/20/2032 61747YEH4 215,000 $181,793.60 0.02%
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 637417AG1 250,000 $251,806.91 0.02%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAF5 286,000 $252,759.65 0.02%
PT FREEPORT INDONESIA 4.763%, due 04/14/2027 69377FAA4 200,000 $197,950.00 0.02%
REALTY INCOME CORP 4.625%, due 11/01/2025 756109BE3 250,000 $256,562.63 0.02%
REPUBLIC OF PHILIPPINES N/C, 1.95%, due 01/06/2032 718286CN5 300,000 $246,221.15 0.02%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 200,000 $184,850.00 0.02%
S&P GLOBAL INC 4.75%, due 08/01/2028 78409VAY0 215,000 $224,010.51 0.02%
SA GLOBAL SUKUK LTD 1.602%, due 06/17/2026 G7777XAA4 200,000 $183,771.00 0.02%
SAUDI ARABIAN OIL CO 2.25%, due 11/24/2030 80414L2K0 200,000 $173,662.00 0.02%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/22/2030 BMFH861 200,000 $191,965.00 0.02%
SES SA 3.60%, due 04/04/2023 78413HAA7 200,000 $200,207.60 0.02%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $247,264.80 0.02%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $266,771.97 0.02%
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 78445GAE3 220,000 $217,618.02 0.02%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 210,778 $176,223.63 0.02%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 155,000 $168,067.66 0.02%
SUNOCO LP/FINANCE CORP 4.50%, due 04/30/2030 86765LAU1 196,000 $168,156.13 0.02%
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 872224AE0 213,371 $209,690.93 0.02%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 220,000 $169,947.43 0.02%
TENET HEALTHCARE CORP 4.875%, due 01/01/2026 88033GCY4 250,000 $240,925.00 0.02%
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 88827AAA1 222,000 $209,091.81 0.02%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAX3 250,000 $228,199.57 0.02%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $242,982.22 0.02%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 280,000 $246,363.60 0.02%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 215,000 $198,095.09 0.02%
VICI PROPERTIES / NOTE 4.50%, due 09/01/2026 92564RAH8 290,000 $271,585.00 0.02%
VICI PROPERTIES / NOTE 5.75%, due 02/01/2027 92564RAJ4 210,000 $206,985.46 0.02%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 270,000 $252,478.35 0.02%
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 94106BAA9 300,000 $267,531.92 0.02%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 233,637 $224,770.48 0.02%
ABBVIE INC 4.05%, due 11/21/2039 00287YCA5 105,000 $94,881.40 0.01%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 88,569 $74,562.39 0.01%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $105,832.90 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $74,452.15 0.01%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 75,000 $75,146.94 0.01%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 75,000 $75,421.82 0.01%
ANTERO RESOURCES CORP 8.375%, due 07/15/2026 03674XAN6 105,000 $113,242.50 0.01%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 143,919 $141,533.44 0.01%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 76,819 $72,983.40 0.01%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 150,000 $149,631.06 0.01%
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 05401AAF8 100,000 $97,691.51 0.01%
BALL CORP 4%, due 11/15/2023 058498AS5 58,000 $58,178.35 0.01%
BANK OF AMERICA CORP Variable rate, due 10/22/2030 06051GHX0 165,000 $147,022.13 0.01%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 176,664 $161,878.12 0.01%
BROADCOM INC 3.625%, due 10/15/2024 11135FAY7 75,000 $75,069.77 0.01%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 135,000 $130,606.43 0.01%
CHINA AOYUAN GROUP LTD 6.35%, due 02/08/2024 G2119ZAE9 605,000 $125,537.50 0.01%
CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 G21190AG1 200,000 $106,000.00 0.01%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 148,007 $145,304.53 0.01%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 100,000 $100,002.39 0.01%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 1,279,625 $100,380.20 0.01%
Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 21873CAC7 1,058,020 $108,018.52 0.01%
COMERICA INC Variable rate 200340AU1 135,000 $133,926.64 0.01%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 4,601,344 $69,319.25 0.01%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 72,202 $69,871.53 0.01%
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 126670ZH4 71,849 $71,834.96 0.01%
CSMCM Trust Certificates Series 2022-RPL1, Class CERT, 3.77782%, due 02/27/2062 BCC35GZV7 143,359 $149,687.22 0.01%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $91,875.83 0.01%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 1,019,374 $101,028.38 0.01%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 165,253 $158,331.54 0.01%
Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 3136A6VQ4 141,546 $141,840.53 0.01%
Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 1,268,475 $75,682.15 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K025, Class X3, Variable rate, due 11/25/2040 3137AYCG4 11,075,000 $74,291.10 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 3137B3NY0 72,272,432 $107,881.05 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X1, Variable rate, due 08/25/2023 3137B5KX0 16,943,744 $64,248.98 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X3, Variable rate, due 12/25/2041 3137B5KY8 4,000,000 $80,505.20 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 2,500,000 $84,930.75 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 2,145,000 $107,532.71 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class X1, Variable rate, due 01/25/2025 3137BHXK8 7,347,822 $77,645.90 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,900,000 $137,129.84 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 3137BYPS3 10,054,996 $146,535.49 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 2,230,000 $99,697.95 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KF25, Class A, Variable rate, due 10/25/2023 3137BTAV3 129,695 $129,756.77 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,657,087 $111,726.57 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,869,078 $92,071.35 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 1,800,000 $157,965.48 0.01%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 67,637 $63,963.05 0.01%
FIRSTCASH INC 4.625%, due 09/01/2028 33767DAB1 164,000 $144,760.30 0.01%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 1,073,328 $65,934.54 0.01%
GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 38376G3Q1 147,033 $146,995.62 0.01%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 58,000 $58,060.61 0.01%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 170,522 $162,226.31 0.01%
HCA INC 5%, due 03/15/2024 404119BN8 120,000 $122,933.47 0.01%
HCA INC 5.25%, due 04/15/2025 404119BQ1 90,000 $92,768.89 0.01%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 100,000 $100,240.73 0.01%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 152,962 $130,555.20 0.01%
INTEL CORP 3.05%, due 08/12/2051 458140BW9 100,000 $76,629.71 0.01%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 303,000 $136,053.06 0.01%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 54,808 $55,229.57 0.01%
JPMORGAN CHASE & CO Variable rate, due 03/16/2024 46647PBZ8 130,000 $127,306.44 0.01%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 133,208 $132,134.79 0.01%
MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 126,997 $88,548.58 0.01%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 100,000 $99,917.78 0.01%
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 59333P2N7 105,000 $100,702.98 0.01%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 120,237 $118,006.18 0.01%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 135,000 $135,133.55 0.01%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 82,000 $82,767.94 0.01%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 105,000 $72,975.00 0.01%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 110,000 $76,383.45 0.01%
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 71654QDD1 180,000 $136,395.00 0.01%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $91,826.66 0.01%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 60,516 $60,274.67 0.01%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 83,107 $82,310.29 0.01%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 100,000