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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 3/31/2023

Total Number of Holdings (excluding cash): 934

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Jun23 FVM3 2,254 $246,830,610.50 16.69%
US 2YR NOTE (CBT) Jun23 TUM3 936 $193,240,125.94 13.07%
Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 01F022659 70,150,000 $60,534,517.76 4.09%
Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 01F020653 69,350,000 $57,393,344.31 3.88%
Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2052 01F050650 56,150,000 $55,998,657.78 3.79%
U.S. Treasury Bill, 0%, due 06/08/2023 912796ZP7 52,515,000 $52,076,576.42 3.52%
U.S. Treasury Bill, 0%, due 06/01/2023 912796ZG7 49,410,000 $49,042,969.68 3.32%
U.S. Treasury Bill, 0%, due 05/18/2023 912796W47 45,230,000 $44,965,687.19 3.04%
U.S. Treasury Bill, 0%, due 07/06/2023 912796ZS1 40,650,000 $40,157,767.93 2.72%
Fannie Mae or Freddie Mac 5.50%, due 12/01/2052 01F052649 32,525,000 $32,855,966.92 2.22%
U.S. Treasury Bill, 0%, due 05/25/2023 912796ZF9 31,345,000 $31,136,277.09 2.11%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030652 33,700,000 $30,260,470.84 2.05%
Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2052 01F042657 19,900,000 $19,504,155.57 1.32%
Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2052 01F040651 19,550,000 $18,695,067.75 1.26%
U.S. Treasury Bill, 0%, due 08/10/2023 912796XY0 11,655,000 $11,459,336.79 0.78%
U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2027 91282CFR7 10,793,000 $11,121,362.19 0.75%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2052 01F042640 10,400,000 $10,190,688.98 0.69%
Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 126697AF8 9,467,000 $8,731,478.48 0.59%
U.S. Treasury Bill, 0%, due 05/11/2023 912796ZE2 8,170,000 $8,129,947.80 0.55%
U.S. Treasury Bill, 0%, due 08/03/2023 912796Y37 8,095,000 $7,965,927.49 0.54%
APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 00214WAF8 14,426,514 $7,671,093.71 0.52%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 7,913,368 $7,657,363.69 0.52%
CREDIT SUISSE GROUP AG Variable rate, due 11/15/2033 225401BB3 6,465,000 $7,676,541.00 0.52%
GNMA TBA, 4.50%, due 08/01/2052 21H042646 7,750,000 $7,633,983.97 0.52%
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 52523YAC8 8,552,209 $7,615,685.95 0.52%
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 12656HAC8 7,574,327 $7,346,221.27 0.50%
Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 12656PAC0 7,387,995 $7,256,116.87 0.49%
CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 12560YAA0 8,010,694 $6,952,478.29 0.47%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 7,118,174 $6,917,441.21 0.47%
New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 64830NAE1 8,100,000 $6,887,469.69 0.47%
Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 74333QAN5 8,100,000 $6,833,847.69 0.46%
Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 009733AA4 6,677,661 $6,274,042.66 0.42%
Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 52523KAQ7 6,504,141 $5,582,422.93 0.38%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 59025RAU1 6,788,116 $5,614,482.61 0.38%
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 12565YAA5 5,712,963 $5,487,124.18 0.37%
Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 86361WAC5 6,839,628 $5,441,238.71 0.37%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 251510NC3 6,043,559 $5,300,821.66 0.36%
JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 46643NAF2 5,968,879 $5,302,073.14 0.36%
Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 96042XAG0 5,290,000 $5,312,109.03 0.36%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,760,686 $5,124,835.68 0.35%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 6,097,930 $5,233,259.37 0.35%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 5,452,290 $5,069,408.24 0.34%
LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 505710AF0 4,950,000 $4,981,436.46 0.34%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 5,733,648 $5,061,135.59 0.34%
U.S. Treasury Bill, 0%, due 08/24/2023 912796Z44 5,145,000 $5,049,201.18 0.34%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 5,794,701 $4,840,892.75 0.33%
CREDIT SUISSE GROUP AG Variable rate, due 08/12/2033 225401AZ1 4,700,000 $4,841,000.00 0.33%
HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 41165AAB8 5,710,247 $4,854,588.59 0.33%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 5,555,000 $4,819,499.61 0.33%
JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 46592LAH3 5,318,356 $4,688,909.56 0.32%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 5,438,693 $4,736,560.90 0.32%
GoodLeap Sustainable Home Improvement Loan Trust GOOD 2023-1GS A 38237VAA4 4,642,283 $4,547,590.80 0.31%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 5,214,052 $4,534,318.05 0.31%
HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 40431JAA1 5,518,873 $4,629,590.56 0.31%
Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 452559AC1 5,474,855 $4,589,424.72 0.31%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 5,308,155 $4,604,936.72 0.31%
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 86359B2K6 4,812,094 $4,540,859.35 0.31%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 5,550,000 $4,475,908.50 0.30%
Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 74333DAL8 5,135,000 $4,466,205.27 0.30%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 92922F5U8 5,019,469 $4,374,611.86 0.30%
BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 05541DAX4 5,243,883 $4,350,236.97 0.29%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 33767MAC9 4,760,000 $4,342,528.01 0.29%
Ajax Mortgage Loan Trust Series 2020-A, Class A, Variable rate, due 12/25/2059 00969WAA6 4,216,850 $4,164,561.47 0.28%
CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 12566PAB1 5,136,307 $4,181,238.77 0.28%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VAQ6 5,131,000 $4,163,016.44 0.28%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 4,645,000 $3,934,695.79 0.27%
Freddie Mac - STACR Series 2022-DNA3, Class M1B, Variable rate, due 04/25/2042 35564KUX5 4,000,000 $3,975,248.40 0.27%
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 42210JAA4 4,240,000 $4,048,411.78 0.27%
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 45254NNP8 4,427,094 $3,926,405.96 0.27%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 13,178,648 $4,039,764.39 0.27%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 5,464,291 $3,930,425.44 0.27%
Allegro CLO Ltd Series 2017-2A, Class B, Variable rate, due 01/17/2031 01749BAB5 4,000,000 $3,878,016.64 0.26%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 4,610,000 $3,904,655.06 0.26%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 4,778,365 $3,777,153.31 0.26%
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 43739EBP1 4,057,000 $3,783,089.62 0.26%
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 52475AAA2 3,786,262 $3,791,060.64 0.26%
Navient Student Loan Trust Series 2018-2A, Class A3, Variable rate, due 03/25/2067 63941DAC5 3,969,319 $3,860,832.29 0.26%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 4,165,935 $3,861,358.35 0.26%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 4,277,698 $3,688,030.92 0.25%
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 14686GAH9 19,300 $3,649,985.12 0.25%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 4,938,245 $3,723,057.33 0.25%
GNMA TBA, 5%, due 10/01/2052 21H050649 3,725,000 $3,729,947.28 0.25%
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 38141GYJ7 4,530,000 $3,680,826.14 0.25%
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 39538BAE4 4,001,975 $3,694,884.96 0.25%
MORGAN STANLEY Variable rate, due 09/16/2036 61747YEF8 4,790,000 $3,642,068.54 0.25%
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 69360XAA4 3,870,927 $3,672,443.70 0.25%
Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 69377NAA7 3,662,753 $3,635,616.27 0.25%
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 00109BAA3 3,660,028 $3,486,676.70 0.24%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 3,600,000 $3,500,131.47 0.24%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 4,050,000 $3,608,704.15 0.24%
U.S. Treasury Note, 3.625%, due 03/31/2028 91282CGT2 3,562,000 $3,568,122.19 0.24%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 93364EAE4 4,297,606 $3,522,196.73 0.24%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 4,183,000 $3,338,958.40 0.23%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 3,701,300 $3,378,450.37 0.23%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 3,375,000 $3,339,446.71 0.23%
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 14686JAM2 17,100 $3,418,551.63 0.23%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 3,670,494 $3,336,843.96 0.23%
HCA INC 3.625%, due 03/15/2032 404119CF4 3,773,000 $3,329,511.51 0.23%
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 45254NPU5 3,761,259 $3,347,580.66 0.23%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 4,073,830 $3,344,063.07 0.23%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 3,000,000 $3,262,166.01 0.22%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 07400NAT7 3,783,310 $3,282,858.78 0.22%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 4,050,000 $3,310,836.12 0.22%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 12661QAC1 3,559,539 $3,246,354.39 0.22%
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 36242DZR7 3,455,000 $3,214,760.03 0.22%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 3,975,000 $3,298,465.09 0.22%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 3,700,000 $3,256,723.88 0.22%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 3,490,000 $3,177,815.98 0.21%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 3,180,000 $3,152,404.91 0.21%
Fannie Mae - CAS Series 2020-R01, Class 1B1, Variable rate, due 01/25/2040 20754CAF6 3,244,000 $3,154,448.41 0.21%
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 40440XAC5 3,244,911 $3,143,121.10 0.21%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 3,180,000 $3,084,711.43 0.21%
OKLAHOMA G&E CO 5.40%, due 01/15/2033 678858BX8 3,000,000 $3,096,546.00 0.21%
Palmer Square CLO Ltd Series 2020-3A, Class A1AR, Variable rate, due 11/15/2031 69701RAL1 3,100,000 $3,062,212.46 0.21%
Regatta XX Funding Ltd Series 2021-2A, Class A, Variable rate, due 10/15/2034 75884YAA6 3,200,000 $3,123,840.00 0.21%
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 009723AA5 3,248,083 $2,973,629.42 0.20%
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 05891HAA1 2,975,000 $2,930,151.88 0.20%
BDS Ltd Series 2020-Fl6, Class E, Variable rate, due 09/15/2035 05492XAJ0 2,984,000 $2,921,584.78 0.20%
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 05608EAA2 3,420,000 $3,000,729.20 0.20%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 3,050,000 $2,927,350.05 0.20%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 3,280,000 $2,914,958.30 0.20%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 3,380,000 $2,890,194.29 0.20%
Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 67113GAG2 3,000,000 $2,922,157.44 0.20%
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 75888HAN1 3,000,000 $2,910,076.77 0.20%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 3,150,000 $3,025,310.71 0.20%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 3,314,670 $2,847,994.67 0.19%
BANK OF AMERICA CORP Variable rate, due 07/21/2032 06051GKA6 3,510,000 $2,831,358.42 0.19%
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 05610FAB3 2,845,000 $2,740,714.25 0.19%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 3,150,000 $2,750,684.59 0.19%
Freddie Mac - STACR Series 2021-HQA2, Class M2, Variable rate, due 12/25/2033 35564KFV6 2,975,000 $2,820,123.29 0.19%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 38141GYN8 3,370,000 $2,786,800.07 0.19%
Hilton USA Trust Series 2016-SPF, Class F, 6.15522%, due 11/05/2035 43289VAS2 3,161,000 $2,810,552.26 0.19%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 3,585,000 $2,879,063.53 0.19%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 2,875,000 $2,791,350.47 0.19%
VMC Finance LLC Series 2021-HT1, Class B, Variable rate, due 01/18/2037 91835TAC0 3,000,000 $2,828,600.37 0.19%
BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 05493JAA9 2,787,663 $2,692,629.73 0.18%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 12661QAH0 3,112,694 $2,714,574.78 0.18%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 3,314,283 $2,690,618.25 0.18%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 3,916,730 $2,725,686.09 0.18%
Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 70069FMU8 3,200,000 $2,636,572.48 0.18%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 2,722,500 $2,702,858.34 0.18%
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 89680HAE2 3,017,050 $2,596,862.77 0.18%
Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 9497EVAC9 3,000,000 $2,592,895.80 0.18%
Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 00900LAQ7 2,600,000 $2,527,069.84 0.17%
CREDIT SUISSE GROUP AG Variable rate, due 04/01/2031 225401AP3 2,895,000 $2,577,418.50 0.17%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 17311YAE3 6,434,542 $2,464,102.19 0.17%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 2,600,000 $2,493,901.90 0.17%
HCA INC 3.50%, due 09/01/2030 404119CA5 2,870,000 $2,558,208.10 0.17%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 3,200,000 $2,465,324.80 0.17%
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 45254NRG4 2,912,186 $2,560,759.93 0.17%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 3,135,000 $2,518,131.79 0.17%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 2,450,000 $2,453,724.00 0.17%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 2,852,000 $2,441,719.01 0.17%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 2,730,000 $2,450,607.16 0.17%
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 00177LAC4 2,500,000 $2,397,960.40 0.16%
AMERICAN TOWER CORP 5.65%, due 03/15/2033 03027XBZ2 2,230,000 $2,296,809.66 0.16%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 2,445,000 $2,365,722.10 0.16%
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 05553JAA6 2,385,000 $2,364,072.10 0.16%
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 09631BAE3 2,500,000 $2,431,875.00 0.16%
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 05606FAA1 2,800,000 $2,398,449.20 0.16%
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 05609VAN5 2,462,000 $2,303,092.67 0.16%
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 12556PAD9 2,492,056 $2,413,154.55 0.16%
CMFT Net Lease Master Issuer LLC Series 2021-1, Class A1, 2.09%, due 07/20/2051 12575AAA5 2,836,377 $2,421,278.72 0.16%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class B, Variable rate, due 12/15/2035 126390AG8 2,450,000 $2,420,233.48 0.16%
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 30227FAG5 2,391,671 $2,320,819.12 0.16%
Fannie Mae - CAS Variable rate, due 12/25/2041 20754AAF0 2,500,000 $2,301,388.50 0.16%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 2,681,514 $2,312,587.99 0.16%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 2,500,000 $2,428,511.17 0.16%
GOLDMAN SACHS GROUP INC Variable rate, due 01/27/2032 38141GXR0 3,025,000 $2,418,570.45 0.16%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 2,725,000 $2,294,870.58 0.16%
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 576431AA8 6,200,315 $2,328,376.87 0.16%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,350,413.50 0.16%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,800,000 $2,305,348.92 0.16%
Preston Ridge Partners Mortgage Trust Series 2021-6, Class A1, Variable rate, due 07/25/2026 69360FAA3 2,597,227 $2,405,691.40 0.16%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 3,050,000 $2,399,861.64 0.16%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 2,781,848 $2,327,347.91 0.16%
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 78445JAA5 2,394,505 $2,387,483.92 0.16%
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 78485WAC3 2,483,000 $2,426,190.70 0.16%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 2,643,938 $2,362,312.95 0.16%
AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 00774MAX3 2,720,000 $2,255,402.24 0.15%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 05493BAJ7 2,300,000 $2,170,721.60 0.15%
BFLD Trust Series 2019-DPLO, Class A, Variable rate, due 10/15/2034 054970AA6 2,304,000 $2,270,964.10 0.15%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 2,729,000 $2,224,491.55 0.15%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 2,635,096 $2,262,588.70 0.15%
Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 33767JAL6 2,420,000 $2,198,493.29 0.15%
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 35709DAG6 2,282,949 $2,229,970.67 0.15%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 2,594,111 $2,236,720.61 0.15%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 2,660,000 $2,280,816.97 0.15%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 61753EAB6 4,543,515 $2,229,060.02 0.15%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 2,248,169 $2,245,175.14 0.15%
QATAR ENERGY 2.25%, due 07/12/2031 M8180AAD0 2,650,000 $2,255,030.75 0.15%
TRANSDIGM INC 6.75%, due 08/15/2028 893647BR7 2,250,000 $2,275,312.50 0.15%
TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 89680EAA7 2,867,000 $2,279,293.67 0.15%
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 90276RBF4 58,666,996 $2,254,273.47 0.15%
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 92328MAB9 2,605,000 $2,291,331.95 0.15%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VAN3 2,715,000 $2,273,373.43 0.15%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 2,453,000 $2,258,446.44 0.15%
Aimco Series 2020-11A, Class AR, Variable rate, due 10/17/2034 00140NAN0 2,100,000 $2,044,702.86 0.14%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 2,150,000 $2,015,056.02 0.14%
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2023 05606GAA9 2,250,000 $2,136,283.42 0.14%
COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 19685WAA9 2,565,539 $2,055,052.84 0.14%
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 39843UAA0 2,536,000 $2,082,081.36 0.14%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 2,309,980 $2,115,382.76 0.14%
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I2A3, Variable rate, due 01/25/2047 576431AD2 2,155,899 $2,115,798.76 0.14%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,700,000 $2,023,436.01 0.14%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 2,100,000 $2,040,439.97 0.14%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 2,603,000 $2,001,394.30 0.14%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,390,000 $2,082,782.94 0.14%
THE HERTZ CORP 5%, due 12/01/2029 428040DB2 2,515,000 $2,085,790.10 0.14%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 2,500,000 $2,042,187.50 0.14%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 2,613,891 $2,044,104.86 0.14%
321 Henderson Receivables LLC Series 2012-1A, Class A, 4.21%, due 02/16/2065 46616VAA8 2,063,085 $1,940,520.41 0.13%
Arbor Realty Collateralized Loan Obligation Ltd Series 2021-FL1, Class E, Variable rate, due 12/15/2035 03881CAL5 2,000,000 $1,871,312.34 0.13%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $1,919,405.60 0.13%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 2,179,884 $1,962,660.14 0.13%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 2,165,223 $1,925,565.17 0.13%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,950,000 $1,853,204.14 0.13%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 17311YAA1 4,881,974 $1,869,756.44 0.13%
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 23802WAA9 2,245,000 $1,995,326.82 0.13%
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 55954PAQ7 2,000,000 $1,911,875.24 0.13%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 3,082,801 $1,974,447.83 0.13%
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 60855RAL4 2,325,000 $1,956,025.20 0.13%
NCR CORP 5.125%, due 04/15/2029 62886EBA5 2,175,000 $1,884,090.71 0.13%
Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 64033TAB9 2,025,000 $1,865,759.27 0.13%
NIAGARA MOHAWK POWER 5.783%, due 09/16/2052 65364UAS5 1,910,000 $1,988,560.76 0.13%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $1,957,155.48 0.13%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 2,284,637 $1,899,501.08 0.13%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 2,270,896 $1,932,156.63 0.13%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 2,350,000 $1,938,674.79 0.13%
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 78442GRY4 2,030,332 $1,893,655.43 0.13%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 2,008,249 $1,857,438.91 0.13%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 2,697,749 $1,892,253.44 0.13%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 1,900,000 $1,854,875.00 0.13%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 2,037,000 $1,920,972.48 0.13%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 2,219,312 $1,930,722.39 0.13%
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 01882YAD8 2,045,000 $1,810,434.80 0.12%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $1,836,983.94 0.12%
Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 06539XAN4 29,205,643 $1,825,051.88 0.12%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 08163ABP7 2,000,000 $1,740,210.40 0.12%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,830,000 $1,785,549.30 0.12%
BX Trust Series 2021-BXMF, Class G, Variable rate, due 10/15/2026 05609RAS3 2,040,000 $1,811,840.48 0.12%
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 15034AAA3 1,850,000 $1,826,691.89 0.12%
Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 16144JAH4 10,000 $1,724,158.00 0.12%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 2,065,000 $1,743,462.45 0.12%
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 2,726,488 $1,777,007.34 0.12%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 1,960,000 $1,763,281.07 0.12%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 2,160,000 $1,829,310.27 0.12%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 2,190,000 $1,820,804.33 0.12%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 1,800,000 $1,770,423.19 0.12%
Eaton Vance CDO Ltd Series 2020-1A, Class AR, Variable rate, due 10/15/2034 278300AJ7 1,750,000 $1,710,705.87 0.12%
EMBECTA CORP 5%, due 02/15/2030 29082KAA3 1,997,000 $1,719,996.13 0.12%
HCA INC 5.50%, due 06/15/2047 404119BV0 1,830,000 $1,720,636.38 0.12%
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 45824TBC8 1,929,000 $1,773,194.67 0.12%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 2,045,322 $1,785,523.14 0.12%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 1,775,000 $1,812,248.38 0.12%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 1,790,622 $1,751,219.01 0.12%
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 68404LAA0 2,005,000 $1,772,850.46 0.12%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 2,900,000 $1,730,104.41 0.12%
Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 74333HAQ8 2,000,000 $1,753,736.80 0.12%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,180,647 $1,771,956.70 0.12%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,797,102 $1,757,566.19 0.12%
Rockford Tower CLO Ltd Series 2020-1A, Class B, Variable rate, due 01/20/2032 77341EAC9 1,800,000 $1,755,024.62 0.12%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,785,000 $1,706,433.23 0.12%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 1,900,000 $1,830,163.60 0.12%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,917,045 $1,707,324.38 0.12%
T-MOBILE USA INC 3.50%, due 04/15/2031 87264ABW4 2,000,000 $1,800,347.00 0.12%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 1,600,000 $1,555,414.42 0.11%
AMGEN INC 5.65%, due 03/02/2053 031162DT4 1,500,000 $1,562,575.05 0.11%
Apidos CLO Series 2021-37A, Class B, Variable rate, due 10/22/2034 03769HAC1 1,625,000 $1,572,038.24 0.11%
Arbor Realty Collateralized Loan Obligation Ltd Series 2021-FL1, Class C, Variable rate, due 12/15/2035 03881CAG6 1,831,000 $1,699,506.00 0.11%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 2,000,000 $1,578,820.00 0.11%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 1,905,000 $1,675,486.42 0.11%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,960,000 $1,618,549.67 0.11%
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 08162QAJ8 72,338,493 $1,636,566.54 0.11%
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 17326FAF4 50,562,453 $1,674,507.09 0.11%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,632,800 $1,553,583.42 0.11%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 1,745,000 $1,634,138.36 0.11%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,602,988 $1,552,766.78 0.11%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 1,850,000 $1,660,966.92 0.11%
Freddie Mac - STACR Series 2022-DNA1, Class M2, Variable rate, due 01/25/2042 35564KQC6 1,700,000 $1,572,742.76 0.11%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,615,000 $1,571,802.50 0.11%
HSBC HOLDINGS PLC Variable rate, due 03/09/2044 404280DW6 1,485,000 $1,572,075.38 0.11%
IRON MOUNTAIN INC 5.625%, due 07/15/2032 46284VAL5 1,807,000 $1,652,501.50 0.11%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 1A1, 6.50%, due 03/25/2036 46627MER4 2,797,451 $1,633,573.09 0.11%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 2,000,000 $1,700,210.82 0.11%
REPUBLIC OF CHILE 2.45%, due 01/31/2031 168863DP0 1,840,000 $1,590,379.06 0.11%
TEVA PHARMACEUTICALS FIN BV 8.125%, due 09/15/2031 88167AAR2 1,500,000 $1,576,426.28 0.11%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 1,885,000 $1,630,560.55 0.11%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,960,000 $1,640,619.88 0.11%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 93364EAF1 2,066,747 $1,688,616.75 0.11%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 1,500,000 $1,488,750.00 0.10%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 1,650,000 $1,441,688.69 0.10%
ALCON FINANCE CORP 3%, due 09/23/2029 01400EAB9 1,600,000 $1,450,135.54 0.10%
AMGEN INC 5.25%, due 03/02/2033 031162DR8 1,500,000 $1,541,918.78 0.10%
AMGEN INC 5.60%, due 03/02/2043 031162DS6 1,500,000 $1,546,569.39 0.10%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 1,870,000 $1,437,113.76 0.10%
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 08162NBB1 1,810,000 $1,472,400.07 0.10%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAK7 1,500,000 $1,495,848.30 0.10%
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 055522AG1 1,570,000 $1,427,644.96 0.10%
BWAY Mortgage Trust Series 2015-1740, Class A, 2.917%, due 01/10/2035 05604LAA0 1,700,000 $1,441,600.00 0.10%
CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 1248EPCK7 1,850,000 $1,514,835.50 0.10%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 1,778,000 $1,548,460.20 0.10%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,450,664.62 0.10%
COMMSCOPE INC 4.75%, due 09/01/2029 203372AX5 1,750,000 $1,460,375.00 0.10%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,676,340 $1,464,729.76 0.10%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,297,878 $1,440,836.81 0.10%
Dryden Senior Loan Fund Series 2018-58A, Class C, Variable rate, due 07/17/2031 26245RAG5 1,600,000 $1,508,830.40 0.10%
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 29272WAD1 1,612,000 $1,418,592.24 0.10%
Exeter Automobile Receivables Trust Series 2022-6A, Class D, 9.22%, due 04/06/2029 30168AAF9 1,400,000 $1,465,279.90 0.10%
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 3138LA7K9 1,480,323 $1,407,890.02 0.10%
FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 31556TAC3 1,817,000 $1,496,535.71 0.10%
FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 30315VAJ7 195,671,430 $1,466,166.02 0.10%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 1,706,000 $1,482,309.28 0.10%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,575,000 $1,536,012.80 0.10%
HEALTHEQUITY INC 4.50%, due 10/01/2029 42226AAA5 1,650,000 $1,468,035.61 0.10%
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 404280CT4 1,797,000 $1,468,547.22 0.10%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 1,700,000 $1,405,155.45 0.10%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 1,895,000 $1,500,777.35 0.10%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 466317AS3 1,791,660 $1,495,214.28 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 1,660,000 $1,492,720.29 0.10%
LIFE STORAGE LP 2.40%, due 10/15/2031 53227JAD6 1,869,000 $1,508,694.57 0.10%
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2033 53944YAU7 1,575,000 $1,509,639.06 0.10%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 1,575,000 $1,546,274.98 0.10%
NEW ENGLAND POWER CO 5.936%, due 11/25/2052 644188BH6 1,395,000 $1,535,454.38 0.10%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,436,223.54 0.10%
ORACLE CORP 3.80%, due 11/15/2037 68389XBP9 1,755,000 $1,459,192.36 0.10%
ORACLE CORP 5.55%, due 02/06/2053 68389XCQ6 1,495,000 $1,425,184.79 0.10%
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 74112BAM7 1,721,000 $1,460,250.49 0.10%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 1,440,000 $1,408,167.88 0.10%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 1,717,000 $1,439,326.19 0.10%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 1,693,000 $1,522,726.52 0.10%
SIRIUS XM RADIO INC 3.875%, due 09/01/2031 82967NBM9 1,850,000 $1,440,197.25 0.10%
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 78444EAD1 1,481,512 $1,426,642.09 0.10%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,476,701.12 0.10%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 2,170,000 $1,521,050.64 0.10%
VALVOLINE INC 3.625%, due 06/15/2031 92047WAG6 1,819,000 $1,546,677.51 0.10%
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 95000FAW6 32,513,125 $1,503,150.06 0.10%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 2,909,751 $1,274,897.71 0.09%
AT&T INC 3.80%, due 12/01/2057 00206RMN9 1,770,000 $1,317,065.70 0.09%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 1,560,000 $1,264,002.29 0.09%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,665,000 $1,361,982.92 0.09%
BECTON DICKINSON AND CO 2.823%, due 05/20/2030 075887CJ6 1,495,000 $1,334,796.98 0.09%
BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 05609TAJ9 1,500,000 $1,389,394.80 0.09%
CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 14040HCH6 1,505,000 $1,297,373.93 0.09%
CCO HLDGS LLC/CAP CORP 4.50%, due 06/01/2033 1248EPCL5 1,650,000 $1,330,337.25 0.09%
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 12630DAV6 1,285,167 $1,277,021.58 0.09%
DENTSPLY SIRONA INC 3.25%, due 06/01/2030 24906PAA7 1,425,000 $1,260,436.44 0.09%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 1,535,000 $1,366,720.53 0.09%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,595,269 $1,395,999.15 0.09%
GEN DIGITAL INC 6.75%, due 09/30/2027 668771AK4 1,250,000 $1,257,812.50 0.09%
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 36168QAL8 1,400,000 $1,273,258.00 0.09%
GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 BMCMVR1 1,500,000 $1,335,542.17 0.09%
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 36251XAT4 84,005,872 $1,388,239.04 0.09%
HEALTHCARE RLTY HLDGS LP 2.40%, due 03/15/2030 42225UAL8 1,597,000 $1,278,818.52 0.09%
HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 432833AN1 1,626,000 $1,373,400.90 0.09%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 34,690,175 $1,266,517.47 0.09%
MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 58403YBA3 1,395,853 $1,280,015.75 0.09%
MSCG Trust Series 2018-SELF, Class E, Variable rate, due 10/15/2037 55358PAN6 1,503,319 $1,403,208.01 0.09%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 1,520,000 $1,370,813.79 0.09%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,360,000 $1,354,784.18 0.09%
Neuberger Berman CLO Ltd Series 2017-26A, Class D, Variable rate, due 10/18/2030 64131QAG5 1,500,000 $1,396,237.04 0.09%
Neuberger Berman CLO Ltd Series 2021-43A, Class A, Variable rate, due 07/17/2035 64134AAA0 1,300,000 $1,270,457.31 0.09%
NEWELL BRANDS INC 6.625%, due 09/15/2029 651229BD7 1,270,000 $1,282,319.00 0.09%
ORACLE CORP 6.90%, due 11/09/2052 68389XCK9 1,235,000 $1,386,005.08 0.09%
ORGANON & CO/ORG 5.125%, due 04/30/2031 68622TAB7 1,431,000 $1,271,554.41 0.09%
ORIX CORP N/C, 5.20%, due 09/13/2032 686330AR2 1,250,000 $1,260,579.30 0.09%
PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 707569AV1 1,580,000 $1,319,070.91 0.09%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 693475BJ3 1,245,000 $1,311,124.64 0.09%
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 74166MAF3 1,475,000 $1,323,753.50 0.09%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,400,000 $1,313,191.04 0.09%
Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 77341GAL4 1,325,000 $1,277,472.02 0.09%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 1,420,000 $1,400,665.73 0.09%
SIMMONS FOOD INC/SIMMONS 4.625%, due 03/01/2029 82873MAA1 1,600,000 $1,302,256.00 0.09%
SK INVICTUS INTERMEDIATE 5%, due 10/30/2029 29977LAA9 1,675,000 $1,392,461.00 0.09%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 2,004,811 $1,361,210.33 0.09%
TENET HEALTHCARE CORP 4.25%, due 06/01/2029 88033GDM9 1,500,000 $1,358,415.00 0.09%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 1,100,000 $1,283,866.83 0.09%
Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 88315LAS7 1,572,000 $1,325,315.33 0.09%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 1,445,000 $1,357,002.26 0.09%
Tricon American Homes Series 2017-SFR2, Class E, 4.216%, due 01/17/2036 89613FAE8 1,400,000 $1,373,661.24 0.09%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,255,000 $1,311,921.65 0.09%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 1,485,000 $1,338,174.46 0.09%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 1,660,000 $1,263,094.00 0.09%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,321,439 $1,177,829.22 0.08%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 2,080,184 $1,121,144.39 0.08%
AIR LEASE CORP 2.20%, due 01/15/2027 00914AAR3 1,390,000 $1,232,864.48 0.08%
ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 01883LAA1 1,250,000 $1,160,562.50 0.08%
AMERICAN ELECTRIC POWER N/C, 2.031%, due 03/15/2024 025537AK7 1,285,000 $1,243,704.20 0.08%
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 04002RAE0 1,250,370 $1,252,122.28 0.08%
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 14687KAK2 2,800 $1,170,639.68 0.08%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,176,801.51 0.08%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,408,734 $1,172,460.75 0.08%
CITIGROUP INC Variable rate, due 11/03/2032 172967NE7 1,540,000 $1,254,788.61 0.08%
COGENT COMMUNICATIONS GROUP 7%, due 06/15/2027 19240CAE3 1,170,000 $1,161,108.00 0.08%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 12634NAZ1 1,350,000 $1,112,198.85 0.08%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 1,295,745 $1,245,662.29 0.08%
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 30225VAG2 1,450,000 $1,141,217.56 0.08%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 1,200,000 $1,175,865.60 0.08%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 2,434,321 $1,184,504.61 0.08%
FORD MOTOR CREDIT CO LLC 3.37%, due 11/17/2023 345397A78 1,250,000 $1,227,834.50 0.08%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 1,160,000 $1,137,130.60 0.08%
GACI FIRST INVESTMENT 5.25%, due 10/13/2032 G3705QAC1 1,140,000 $1,186,854.00 0.08%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 1,395,000 $1,238,732.10 0.08%
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 38137YAN1 1,200,000 $1,184,323.19 0.08%
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 40436TAS5 1,225,000 $1,194,505.10 0.08%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 1,440,000 $1,208,494.40 0.08%
IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 45262BAF0 1,200,000 $1,232,418.23 0.08%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 1,408,844 $1,148,154.66 0.08%
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 46187XAA3 1,113,433 $1,110,055.07 0.08%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAJ5 1,285,000 $1,220,758.69 0.08%
MEDLINE BORROWER LP 3.875%, due 04/01/2029 62482BAA0 1,387,000 $1,204,831.42 0.08%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 1,165,000 $1,155,443.40 0.08%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 1,640,000 $1,253,223.41 0.08%
PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 698813AA0 1,400,000 $1,216,516.00 0.08%
PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 74165HAB4 1,350,000 $1,195,734.57 0.08%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,200,000 $1,145,443.20 0.08%
REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 857524AE2 1,169,000 $1,244,985.00 0.08%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,260,000 $1,227,457.77 0.08%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 1,350,000 $1,189,009.13 0.08%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 1,190,000 $1,157,788.80 0.08%
WASH MULTIFAM ACQ INC 5.75%, due 04/15/2026 93710WAA3 1,250,000 $1,184,200.00 0.08%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 2,060,503 $1,248,647.24 0.08%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 1,310,000 $1,053,569.28 0.07%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,179,451 $990,103.13 0.07%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,115,000 $1,026,024.25 0.07%
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 05492XAE1 1,012,309 $1,004,058.38 0.07%
BDS Ltd Series 2020-FL6, Class D, Variable rate, due 09/15/2035 05492XAG6 1,125,000 $1,107,159.12 0.07%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 1,035,690 $1,000,768.73 0.07%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,125,000 $1,085,017.50 0.07%
CITIGROUP INC Variable rate, due 05/01/2032 172967MY4 1,230,000 $1,021,284.71 0.07%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 900,000 $962,491.71 0.07%
CUBESMART LP 2.50%, due 02/15/2032 22966RAJ5 1,240,000 $996,687.22 0.07%
DUKE ENERGY CORP 3.75%, due 04/15/2024 26441CAN5 1,000,000 $988,706.23 0.07%
EVERI HOLDINGS INC 5%, due 07/15/2029 30034TAA1 1,220,000 $1,087,222.46 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 3137H74M2 77,050,000 $1,068,859.17 0.07%
FISERV INC 5.60%, due 03/02/2033 337738BE7 1,000,000 $1,037,678.18 0.07%
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 33883PAE7 1,000,000 $974,671.23 0.07%
INVITATION HOMES OPERATING 2.70%, due 01/15/2034 46188BAC6 1,385,000 $1,061,750.94 0.07%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,100,000 $983,781.90 0.07%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,213,492 $1,072,493.62 0.07%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 2,874,312 $1,027,266.01 0.07%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 965,000 $973,739.23 0.07%
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 61691RAF3 28,043,088 $995,672.65 0.07%
MORGAN STANLEY Variable rate, due 04/05/2024 61772BAA1 1,100,000 $1,099,682.60 0.07%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 1,200,000 $977,640.00 0.07%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 1,020,000 $1,014,808.20 0.07%
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 693475BM6 1,090,000 $1,076,164.33 0.07%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 1,100,000 $971,023.57 0.07%
ReadyCap Commercial Mortgage Trust Series 2020-FL4, Class AS, Variable rate, due 02/25/2035 75575JAC9 1,100,000 $1,091,580.44 0.07%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 1,000,000 $996,446.33 0.07%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 1,203,000 $1,054,200.56 0.07%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,355,613 $1,015,690.96 0.07%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 1,000,000 $1,039,865.00 0.07%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 1,115,823 $1,060,008.24 0.07%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,608,000 $1,086,553.32 0.07%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 1,274,000 $1,098,009.64 0.07%
UPBOUND GROUP INC 6.375%, due 02/15/2029 76009NAL4 1,250,000 $1,051,152.34 0.07%
VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 92769XAR6 1,250,000 $1,076,443.75 0.07%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 1,156,684 $1,063,485.60 0.07%
ABN AMRO BANK NV Variable rate, due 12/13/2029 00084DAW0 1,025,000 $862,520.20 0.06%
AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 02666TAE7 1,070,000 $928,043.70 0.06%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 1,165,000 $919,471.12 0.06%
AON CORP/AON GLOBAL HOLDINGS 3.90%, due 02/28/2052 03740LAE2 1,060,000 $857,732.31 0.06%
ARTERA SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 1,113,000 $958,693.68 0.06%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,250,000 $932,532.55 0.06%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 880,000 $851,239.48 0.06%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,338,109 $918,225.39 0.06%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 1,000,000 $813,348.49 0.06%
Carvana Auto Receivables Trust Series 2021-N2, Class R, 0%, due 03/10/2028 14686KAK3 3,700 $924,263.70 0.06%
CATALENT PHARMA SOLUTIONS 5%, due 07/15/2027 14879EAE8 900,000 $879,750.00 0.06%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 1,073,546 $954,740.67 0.06%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 890,857 $855,884.10 0.06%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,665,307 $819,092.94 0.06%
DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 25461LAA0 1,032,000 $935,673.12 0.06%
DNB BANK ASA Variable rate, due 09/30/2025 25601B2A2 955,000 $890,808.82 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 3137BGK32 113,797,608 $891,592.88 0.06%
FIRSTENERGY CORP 3.40%, due 03/01/2050 337932AM9 1,254,000 $861,663.64 0.06%
GLOBAL PAYMENTS INC 5.95%, due 08/15/2052 37940XAR3 958,000 $913,471.55 0.06%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,562,501 $927,558.88 0.06%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $827,013.13 0.06%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 1,210,000 $929,605.83 0.06%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 880,000 $854,047.74 0.06%
LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 527298BS1 1,515,000 $839,249.40 0.06%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 760,000 $824,823.67 0.06%
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 55608JAZ1 1,070,000 $867,603.78 0.06%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $932,058.96 0.06%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 1,831,824 $813,617.96 0.06%
ORACLE CORP 2.875%, due 03/25/2031 68389XCE3 960,000 $821,963.31 0.06%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 1,080,000 $814,279.28 0.06%
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 69337HAD3 1,061,692 $956,006.05 0.06%
REPUBLIC OF PERU N/C, 4.125%, due 08/25/2027 715638BU5 950,000 $933,034.94 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 920,000 $827,862.00 0.06%
SPECTRUM BRANDS INC 5.50%, due 07/15/2030 84762LAW5 952,000 $838,577.17 0.06%
T-MOBILE USA INC 2.625%, due 02/15/2029 87264ABS3 1,000,000 $882,010.64 0.06%
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 95002NAN7 975,000 $828,022.94 0.06%
ALLISON TRANSMISSION INC 3.75%, due 01/30/2031 019736AG2 850,000 $726,125.25 0.05%
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 03959KAC4 750,000 $720,720.00 0.05%
ASSUREDPARTNERS INC 5.625%, due 01/15/2029 04624VAB5 800,000 $692,268.00 0.05%
AXALTA COAT/DUTCH HLD BV 4.75%, due 06/15/2027 05454NAA7 700,000 $665,913.50 0.05%
BANK OF AMERICA CORP Variable rate, due 03/05/2029 06051GHG7 750,000 $710,935.01 0.05%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 815,000 $731,487.32 0.05%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 810,000 $767,686.33 0.05%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 1,000,000 $755,321.53 0.05%
BROWN & BROWN INC 4.95%, due 03/17/2052 115236AF8 810,000 $694,067.27 0.05%
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 14687AAK4 5,450 $733,325.84 0.05%
Carvana Auto Receivables Trust Series 2021-P2, Class R, 0%, due 05/10/2028 14687TAJ6 2,500 $777,907.00 0.05%
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 161175BT0 1,000,000 $763,187.69 0.05%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,092,663 $766,612.13 0.05%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 755,000 $679,235.75 0.05%
Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 12659RAC3 25,699,000 $744,299.58 0.05%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 737,650 $704,293.97 0.05%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,640,080 $811,304.75 0.05%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,758,724 $673,274.59 0.05%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 825,000 $702,597.43 0.05%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 975,000 $792,141.39 0.05%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 775,000 $793,849.31 0.05%
FIRSTCASH INC 5.625%, due 01/01/2030 31944TAA8 788,000 $728,009.56 0.05%
FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 35906ABG2 925,000 $733,959.75 0.05%
GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 36168QAM6 750,000 $679,451.25 0.05%
GLOBAL PART/GLP FINANCE 6.875%, due 01/15/2029 37954FAJ3 765,000 $711,947.25 0.05%
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 38378NW66 696,464 $679,783.49 0.05%
GRAPHIC PACKAGING INTL 4.125%, due 08/15/2024 38869PAM6 728,000 $711,747.49 0.05%
GRAY ESCROW II INC 5.375%, due 11/15/2031 389286AA3 1,205,000 $801,487.67 0.05%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 769,139 $736,159.76 0.05%
H-FOOD HOLDNG/HEARTHSIDE 8.50%, due 06/01/2026 577088AA5 1,170,000 $725,224.50 0.05%
JERSEY CENTRAL PWR & LT 4.70%, due 04/01/2024 476556DB8 750,000 $745,323.48 0.05%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 750,000 $670,027.26 0.05%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 715,000 $677,726.73 0.05%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 780,000 $688,583.93 0.05%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 Y44709AH9 1,000,000 $752,341.00 0.05%
LEVEL 3 FINANCING INC 4.25%, due 07/01/2028 527298BR3 1,400,000 $791,315.00 0.05%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 760,000 $695,604.07 0.05%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $727,065.86 0.05%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 1,691,978 $775,412.98 0.05%
META PLATFORMS INC 4.45%, due 08/15/2052 30303M8J4 860,000 $757,561.63 0.05%
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 60855RAK6 919,000 $802,670.69 0.05%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 61750SAE2 1,773,552 $789,035.98 0.05%
MORGAN STANLEY Variable rate, due 01/22/2031 6174468L6 865,000 $745,580.25 0.05%
NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 667449AD4 850,000 $727,006.00 0.05%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 845,000 $756,415.11 0.05%
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 P5015VAH9 700,000 $670,329.42 0.05%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 800,000 $724,212.00 0.05%
REPUBLIC OF POLAND N/C, 5.50%, due 11/16/2027 857524AD4 750,000 $782,943.00 0.05%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 935,231 $805,018.97 0.05%
SABINE PASS LIQUEFACTION 4.50%, due 05/15/2030 785592AX4 775,000 $747,939.54 0.05%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 776,070 $776,089.90 0.05%
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 78446G102 6,525 $761,419.22 0.05%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $771,814.86 0.05%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 677,891 $676,293.86 0.05%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $763,474.48 0.05%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 957,342 $797,094.71 0.05%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAT4 800,000 $735,332.00 0.05%
TENET HEALTHCARE CORP 4.375%, due 01/15/2030 88033GDR8 850,000 $763,640.00 0.05%
TRANSOCEAN TITAN FIN LTD 8.375%, due 02/01/2028 89386MAA6 700,000 $721,014.00 0.05%
UNITED MEXICAN STATES 6.35%, due 02/09/2035 91087BAV2 700,000 $745,078.85 0.05%
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $737,764.74 0.05%
180 MEDICAL INC 3.875%, due 10/15/2029 682357AA6 725,000 $641,702.04 0.04%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 799,559 $563,511.06 0.04%
ACRISURE LLC / FIN INC 6%, due 08/01/2029 00489LAH6 700,000 $579,201.98 0.04%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $567,388.40 0.04%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,261,058 $663,413.89 0.04%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 953,158 $661,868.52 0.04%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 750,000 $653,345.80 0.04%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $558,138.75 0.04%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 675,000 $576,405.52 0.04%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 670,000 $664,979.11 0.04%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 641,535 $558,173.99 0.04%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $612,516.79 0.04%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 642,711 $587,931.79 0.04%
BERKSHIRE HATHAWAY FINANCE 3.85%, due 03/15/2052 084664DB4 760,000 $637,807.75 0.04%
BROADCOM INC 3.419%, due 04/15/2033 11135FBK6 660,000 $552,696.00 0.04%
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 161175CK8 690,000 $559,940.17 0.04%
CINEMARK USA INC 5.25%, due 07/15/2028 172441BF3 600,000 $519,690.00 0.04%
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 12667GAH6 650,974 $558,945.58 0.04%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 863,563 $543,647.96 0.04%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 680,000 $562,167.61 0.04%
CREDIT SUISSE GROUP AG Variable rate, due 07/15/2026 225401AY4 535,000 $518,358.83 0.04%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 700,000 $574,144.41 0.04%
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 23307CAA3 600,000 $542,907.96 0.04%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 625,000 $604,051.36 0.04%
DUKE ENERGY CORP 3.75%, due 09/01/2046 26441CAT2 750,000 $584,388.24 0.04%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 600,000 $609,776.60 0.04%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 570,000 $577,410.00 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 3137BLAE8 20,449,223 $594,356.67 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 4,829,719 $550,140.28 0.04%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 555,619 $529,174.54 0.04%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 677,928 $542,086.50 0.04%
HCA INC 4.625%, due 03/15/2052 404119CG2 695,000 $578,142.07 0.04%
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 42225UAH7 755,000 $590,017.27 0.04%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 BJJMS61 735,000 $628,672.82 0.04%
HUNGARY N/C, 6.125%, due 05/22/2028 445545AR7 550,000 $564,715.80 0.04%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 669,323 $574,726.13 0.04%
JBS USA/FOOD/FINANCE 5.75%, due 04/01/2033 46590XAH9 650,000 $622,375.00 0.04%
JPMORGAN CHASE & CO Series KK, Variable rate 48128BAN1 595,000 $522,112.50 0.04%
JPMORGAN CHASE & CO Variable rate, due 02/24/2028 46647PCW4 675,000 $626,269.81 0.04%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 672,064 $566,922.73 0.04%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 590,000 $546,422.60 0.04%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,238,372 $624,741.95 0.04%
MACQUARIE GROUP LTD Variable rate, due 06/23/2032 55607PAG0 785,000 $628,805.79 0.04%
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 55275BAC1 1,599,408 $624,592.80 0.04%
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 595620AR6 750,000 $642,407.43 0.04%
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 60855RAJ9 700,000 $651,840.00 0.04%
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 62922LAA6 607,000 $586,230.58 0.04%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 553,667 $533,986.41 0.04%
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 674599DG7 1,118,000 $571,812.28 0.04%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 600,000 $627,980.40 0.04%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 625,000 $645,312.50 0.04%
PERKINELMER INC 2.25%, due 09/15/2031 714046AN9 770,000 $617,075.14 0.04%
PHYSICIANS REALTY LP 2.625%, due 11/01/2031 71951QAC6 830,000 $654,749.15 0.04%
PIKE CORP 5.50%, due 09/01/2028 721283AA7 750,000 $657,045.00 0.04%
PRESTIGE BRANDS INC 5.125%, due 01/15/2028 74112BAL9 550,000 $533,830.79 0.04%
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 74168LAA4 720,000 $629,125.78 0.04%
REPUBLIC OF PERU 2.783%, due 01/23/2031 715638DF6 700,000 $599,212.46 0.04%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $582,449.51 0.04%
SCRIPPS ESCROW II INC 5.375%, due 01/15/2031 81105DAB1 816,000 $562,044.48 0.04%
SCRIPPS ESCROW INC 5.875%, due 07/15/2027 81104PAA7 750,000 $553,125.00 0.04%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 621,773 $561,274.29 0.04%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $607,681.95 0.04%
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 78447T103 1,000 $543,572.50 0.04%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 635,000 $613,690.64 0.04%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 630,000 $571,701.09 0.04%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 700,000 $593,612.05 0.04%
TRANSNET SOC LTD N/C, 8.25%, due 02/06/2028 89378TAD5 600,000 $598,449.00 0.04%
UNITED MEXICAN STATES 3.50%, due 02/12/2034 91087BAR1 700,000 $595,216.87 0.04%
UNITED MEXICAN STATES 4.875%, due 05/19/2033 91087BAT7 600,000 $575,180.32 0.04%
VICI PROPERTIES / NOTE 3.75%, due 02/15/2027 92564RAD7 690,000 $637,605.04 0.04%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,584,971 $609,443.04 0.04%
WAMU Asset-Backed Certificates Serues 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 93364EAD6 657,358 $536,646.97 0.04%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 767,352 $595,862.80 0.04%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 629,613 $553,399.02 0.04%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 437,000 $373,139.01 0.03%
AMERICAN EXPRESS CO Variable rate 025816CH0 605,000 $512,858.50 0.03%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 540,685 $460,371.25 0.03%
ASCENDAS REIT 0.75%, due 06/23/2028 BMBYK48 510,000 $439,171.07 0.03%
BACARDI LTD 2.75%, due 07/15/2026 067316AD1 505,000 $467,919.11 0.03%
BANK OF AMERICA CORP Series RR, Variable rate 060505GB4 570,000 $486,003.56 0.03%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 500,199 $493,115.70 0.03%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 458,465 $373,229.70 0.03%
BOYD GAMING CORP 4.75%, due 06/15/2031 103304BV2 569,000 $517,277.90 0.03%
CANO HEALTH LLC 6.25%, due 10/01/2028 13782CAA8 700,000 $386,750.00 0.03%
CENTENE CORP 2.50%, due 03/01/2031 15135BAX9 500,000 $405,350.00 0.03%
CHARLES SCHWAB CORP Series K, Variable rate 808513CB9 540,000 $459,000.00 0.03%
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 161175BS2 542,000 $429,581.22 0.03%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $504,700.00 0.03%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 562,661 $502,827.53 0.03%
CITIGROUP INC Variable rate, due 02/24/2028 172967NG2 520,000 $483,964.16 0.03%
CITIGROUP INC Variable rate, due 10/30/2024 172967MT5 500,000 $486,169.94 0.03%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 525,000 $460,073.71 0.03%
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 451,782 $408,303.54 0.03%
COMISION FEDERAL DE ELECTRICIDAD 4.688%, due 05/15/2029 200447AL4 500,000 $448,930.00 0.03%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 690,559 $494,940.64 0.03%
CSC HOLDINGS LLC 7.50%, due 04/01/2028 126307AY3 700,000 $446,880.00 0.03%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $477,789.13 0.03%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 590,000 $441,614.60 0.03%
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 26442CBH6 540,000 $421,414.96 0.03%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $444,652.56 0.03%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 455,524 $427,969.27 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $420,064.65 0.03%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 10,772,777 $500,152.02 0.03%
GLOBAL PAYMENTS INC 5.40%, due 08/15/2032 37940XAQ5 520,000 $510,291.22 0.03%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 517,742 $468,472.87 0.03%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 427,946 $375,825.08 0.03%
HCA INC 4.125%, due 06/15/2029 404119BX6 417,000 $391,037.15 0.03%
HCA INC 5.25%, due 06/15/2049 404119BZ1 470,000 $424,565.62 0.03%
HCA INC 5.375%, due 09/01/2026 404121AH8 380,000 $381,614.45 0.03%
HCA INC 7.58%, due 09/15/2025 19767QAQ8 365,000 $375,318.97 0.03%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 360,000 $382,033.07 0.03%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 595,000 $516,443.74 0.03%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 490,000 $445,797.01 0.03%
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 404280CM9 505,000 $445,611.54 0.03%
HSBC HOLDINGS PLC Variable rate, due 08/18/2031 404280CK3 565,000 $455,850.62 0.03%
HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 44409MAD8 560,000 $424,559.63 0.03%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 448,998 $385,814.77 0.03%
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 459506AN1 475,000 $425,256.84 0.03%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 521,476 $479,355.06 0.03%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 642,791 $399,618.46 0.03%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 910,323 $503,262.87 0.03%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 734,449 $383,032.20 0.03%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 507,746 $474,554.27 0.03%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $410,822.98 0.03%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 565,000 $504,591.57 0.03%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,271,497 $426,334.48 0.03%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $486,828.02 0.03%
REPUBLIC OF CHILE 2.55%, due 07/27/2033 168863DT2 500,000 $412,318.24 0.03%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 478,000 $459,387.85 0.03%
REPUBLIC OF PERU 1.862%, due 12/01/2032 715638DP4 550,000 $416,903.97 0.03%
S&P GLOBAL INC 2.90%, due 03/01/2032 78409VBK9 535,000 $477,950.22 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 430,000 $378,699.54 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 525,000 $496,316.03 0.03%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $436,417.21 0.03%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 523,366 $435,777.56 0.03%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 519,484 $442,326.91 0.03%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 567,662 $479,002.61 0.03%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 587,450 $506,928.30 0.03%
THE CIGNA GROUP 4.90%, due 12/15/2048 125523AK6 400,000 $376,745.34 0.03%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $387,608.72 0.03%
TREEHOUSE FOODS INC 4%, due 09/01/2028 89469AAD6 561,000 $496,564.48 0.03%
UNIFRAX ESCROW ISS CORP 7.50%, due 09/30/2029 90473LAC6 625,000 $425,338.71 0.03%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 433,635 $416,612.10 0.03%
US BANCORP Variable rate 902973BC9 555,000 $434,287.50 0.03%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 487,000 $433,500.63 0.03%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 399,000 $386,271.58 0.03%
VMED O2 UK FINANCING I PLC 4.75%, due 07/15/2031 92858RAB6 500,000 $429,202.50 0.03%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 580,000 $474,639.04 0.03%
VONOVIA SE 1.50%, due 06/14/2041 BNBY5K6 800,000 $457,163.97 0.03%
1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 68245XAP4 345,000 $309,220.05 0.02%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 251,059 $233,539.91 0.02%
AIR LEASE CORP 2.875%, due 01/15/2026 00914AAJ1 300,000 $279,926.53 0.02%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 287,866 $264,037.17 0.02%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 330,000 $276,979.94 0.02%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 298,927 $296,777.95 0.02%
APPALACHIAN POWER CO 3.30%, due 06/01/2027 037735CW5 365,000 $345,246.09 0.02%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 038461AS8 400,000 $316,840.00 0.02%
AT&T INC 2.55%, due 12/01/2033 00206RMM1 445,000 $358,185.44 0.02%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 325,000 $305,202.75 0.02%
BANK OF AMERICA CORP Variable rate, due 07/23/2031 06051GJF7 455,000 $365,164.48 0.02%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $242,865.40 0.02%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 400,000 $359,153.55 0.02%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 320,589 $286,638.73 0.02%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 295,000 $258,546.42 0.02%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $354,362.32 0.02%
BROADCOM INC 2.60%, due 02/15/2033 11135FBF7 316,000 $248,008.10 0.02%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $309,288.75 0.02%
CATALENT PHARMA SOLUTIONS 3.125%, due 02/15/2029 14879EAH1 400,000 $352,003.24 0.02%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $224,968.58 0.02%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 370,000 $305,632.24 0.02%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 325,000 $280,804.64 0.02%
CITIGROUP INC Variable rate, due 01/29/2031 172967ML2 315,000 $269,072.14 0.02%
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 249,732 $245,678.00 0.02%
COMM Mortgage Trust Series 2012-CR1, Class B, 4.612%, due 05/15/2045 12624BAG1 359,762 $345,928.81 0.02%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $307,384.70 0.02%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 370,000 $314,720.52 0.02%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 250,000 $225,106.69 0.02%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 418,963 $360,849.60 0.02%
CSC HOLDINGS LLC 4.625%, due 12/01/2030 126307BD8 600,000 $296,430.00 0.02%
EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 28035QAA0 243,000 $233,135.42 0.02%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 281,000 $259,145.88 0.02%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 250,000 $229,795.20 0.02%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $364,843.16 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K723, Class X3, Variable rate, due 10/25/2034 3137BSPZ0 26,082,170 $241,210.52 0.02%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $318,903.00 0.02%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 405,000 $263,146.87 0.02%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $343,633.44 0.02%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $329,990.38 0.02%
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 46188BAB8 310,000 $260,202.58 0.02%
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 47216FAA5 365,000 $336,128.50 0.02%
JPMORGAN CHASE & CO Variable rate, due 11/19/2031 46647PBU9 325,000 $258,157.57 0.02%
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $359,606.00 0.02%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 400,000 $255,661.50 0.02%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 250,000 $236,887.37 0.02%
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 50077LAV8 300,000 $284,021.43 0.02%
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 527298BN2 592,000 $356,472.80 0.02%
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2026 53944YAT0 365,000 $355,639.35 0.02%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 274,412 $233,973.11 0.02%
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 71654QDE9 449,000 $343,957.35 0.02%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAJ7 286,000 $252,530.85 0.02%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 342,000 $319,987.18 0.02%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 400,000 $364,414.00 0.02%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 442,024 $362,473.53 0.02%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $312,260.13 0.02%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $263,851.98 0.02%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $326,935.91 0.02%
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 78444A107 1,375 $345,919.48 0.02%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $234,470.34 0.02%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $267,972.42 0.02%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 340,000 $315,529.86