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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 7/12/2024

Total Number of Holdings (excluding cash): 991

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Sep24 FVU4 5,232 $562,480,877.62 22.15%
US 2YR NOTE (CBT) Sep24 TUU4 1,923 $394,530,491.23 15.54%
U.S. Treasury Bill, 0%, due 07/18/2024 912797JS7 109,800,000 $109,753,304.25 4.32%
U.S. Treasury Bill, 0%, due 08/13/2024 912797KX4 96,675,000 $96,266,320.94 3.79%
U.S. Treasury Note, 4.375%, due 07/15/2027 91282CKZ3 66,080,000 $66,361,356.08 2.61%
U.S. Treasury Bill, 0%, due 11/14/2024 912797LD7 65,625,000 $64,488,964.97 2.54%
U.S. Treasury Bill, 0%, due 10/29/2024 912797LV7 53,585,000 $52,769,024.23 2.08%
U.S. Treasury Bill, 0%, due 08/01/2024 912797JU2 46,005,000 $45,891,190.53 1.81%
U.S. Treasury Bill, 0%, due 07/16/2024 912797KP1 31,820,000 $31,815,437.65 1.25%
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020687 36,425,000 $29,084,517.07 1.15%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030686 33,350,000 $28,874,169.54 1.14%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022683 34,475,000 $28,684,406.63 1.13%
Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 01F050684 28,175,000 $27,629,422.40 1.09%
Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 01F042681 28,675,000 $27,469,476.33 1.08%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F040685 28,275,000 $26,326,890.39 1.04%
FED HOME LN DISCOUNT NT N/C, 0%, due 11/08/2024 313384N70 25,000,000 $24,581,434.00 0.97%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 01F052680 22,475,000 $22,435,006.86 0.88%
GNMA TBA, 5%, due 04/01/2054 21H050680 22,325,000 $21,964,835.02 0.86%
Fannie Mae FN MA4840, 4.50%, due 12/01/2052 31418ELW8 18,520,172 $17,739,279.76 0.70%
GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 38141GXM1 18,970,000 $17,867,745.30 0.70%
Fannie Mae FN MA4958, 4.50%, due 03/01/2053 31418EQL7 17,909,692 $17,156,969.82 0.68%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 20,766,299 $17,322,600.37 0.68%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 21,702,351 $17,338,763.42 0.68%
GNMA TBA, 5.50%, due 04/01/2054 21H052686 16,925,000 $16,916,669.69 0.67%
Freddie Mac FR SD8244, 4%, due 09/01/2052 3132DWER0 16,712,056 $15,556,003.34 0.61%
Fannie Mae FN CA8513, 2.50%, due 01/01/2051 3140QGN78 18,407,656 $15,351,064.75 0.60%
Fannie Mae FN FS3275, 3%, due 04/01/2052 3140XJT94 16,403,784 $14,219,641.09 0.56%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 14,325,000 $14,099,843.23 0.56%
GNMA TBA, 4.50%, due 05/01/2053 21H042687 13,575,000 $13,070,709.93 0.51%
Freddie Mac FR SD3246, 4%, due 08/01/2052 3132DQTB2 13,658,659 $12,718,558.74 0.50%
Freddie Mac FR SD8256, 4%, due 10/01/2052 3132DWE58 13,235,445 $12,319,846.42 0.49%
Freddie Mac FR SD8265, 4%, due 11/01/2052 3132DWFE8 13,363,584 $12,443,768.60 0.49%
U.S. Treasury Bill, 0%, due 09/19/2024 912797KL0 12,500,000 $12,380,718.75 0.49%
Fannie Mae FN FS7252, 5%, due 11/01/2053 3140XPBW8 12,129,030 $11,895,325.17 0.47%
Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 12656PAC0 11,706,191 $11,668,287.49 0.46%
GNMA TBA, 4.50%, due 06/01/2053 21H042679 11,525,000 $11,095,653.40 0.44%
U.S. Treasury Note, 4.625%, due 06/30/2026 91282CKY6 11,050,000 $11,086,042.00 0.44%
Fannie Mae FN BV3023, 2%, due 02/01/2052 3140MGLD1 13,142,080 $10,517,523.13 0.41%
Allegro CLO Ltd Series 2024-2A, Class B1, Variable rate, due 07/24/2037 01750RAG5 9,750,000 $9,763,864.50 0.38%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF9, Class 2A4, Variable rate, due 06/25/2036 320276AF5 11,075,000 $9,697,746.23 0.38%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 10,120,235 $9,642,702.60 0.38%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 11,686,557 $9,341,085.17 0.37%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 10,215,000 $9,176,624.72 0.36%
Credit Suisse Mortgage Trust Series 2021-NQM6, Class A3, Variable rate, due 07/25/2066 12662KAC3 11,012,310 $9,268,083.82 0.36%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 9,421,629 $9,027,599.17 0.36%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,890,000 $9,065,309.29 0.36%
SREIT Trust Series 2021-FLWR, Class B, Variable rate, due 07/15/2036 78485GAG9 9,000,000 $8,850,609.00 0.35%
Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 126697AF8 9,439,172 $8,603,842.32 0.34%
PGA National Resort Commercial Mortgage Trust Series 2024-RSR2, Class A, Variable rate, due 06/15/2026 69381CAA5 8,314,000 $8,310,253.71 0.33%
Clover CLO Series 2018-1A, Class B1RR, Variable rate, due 04/20/2037 18914GAG6 8,000,000 $8,021,025.44 0.32%
GNMA TBA, 5%, due 03/01/2054 21H050672 8,150,000 $8,021,781.92 0.32%
TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 88631YAQ0 8,000,000 $8,008,832.00 0.32%
Madison Avenue Trust Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 8,000,000 $7,669,427.20 0.30%
VB-S1 Issuer LLC Series 2024-1A, Class F, 8.871%, due 05/15/2054 91823ABG5 7,300,000 $7,505,697.94 0.30%
APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 00214WAF8 14,668,501 $7,487,766.61 0.29%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 8,000,000 $7,481,420.00 0.29%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 7,348,337 $7,370,528.70 0.29%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 7,394,163 $7,429,066.75 0.29%
Visio Trust Series 2023-1, Class B1, Variable rate, due 03/25/2058 927958AE8 7,358,000 $7,259,506.55 0.29%
New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 64830NAE1 8,100,000 $7,150,863.06 0.28%
Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 74333QAN5 8,100,000 $7,149,398.58 0.28%
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 52523YAC8 7,472,917 $6,739,154.06 0.27%
Bear Mountain Park CLO, Ltd Series 2022-1A, Class BR, Variable rate, due 07/15/2037 07403CAL5 6,605,000 $6,614,392.31 0.26%
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 12656HAC8 6,651,214 $6,648,345.45 0.26%
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 69360XAA4 6,643,509 $6,606,845.81 0.26%
GNMA G2 MA8151, 4.50%, due 07/20/2052 36179XBU9 6,528,598 $6,295,927.96 0.25%
Progress Residential Trust Series 2021-SFR8, Class E1, 2.382%, due 10/17/2038 74333TAJ8 6,928,000 $6,347,319.98 0.25%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 7,155,912 $6,388,187.63 0.25%
SREIT Trust Series 2021-MFP2, Class D, Variable rate, due 11/15/2036 85236WCL8 6,337,000 $6,230,423.07 0.25%
UNITED MEXICAN STATES 6.35%, due 02/09/2035 91087BAV2 6,080,000 $6,255,640.68 0.25%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 7,715,000 $6,411,377.63 0.25%
BXHPP Trust Series 2021-FILM, Class A, Variable rate, due 08/15/2036 05609JAA0 6,225,000 $5,990,555.30 0.24%
CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 12560YAA0 6,972,185 $6,070,960.45 0.24%
Freddie Mac FR SD8225, 3%, due 07/01/2052 3132DWD67 6,908,499 $5,980,593.48 0.24%
GNMA G2 MA8427, 4.50%, due 11/20/2052 36179XLG9 6,451,243 $6,218,646.33 0.24%
Rad CLO Ltd Series 2020-7A, Class B1R, Variable rate, due 04/17/2036 74936GAC2 6,000,000 $6,006,939.96 0.24%
Regatta Funding Series 2018-1A, Class BR, Variable rate, due 07/17/2037 75887XAQ0 6,100,000 $6,108,692.50 0.24%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 6,000,209 $5,924,325.37 0.23%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class F2, 4.284%, due 08/17/2037 33767MAN5 6,025,000 $5,849,376.67 0.23%
Hertz Vehicle Financing LLC Series 2021-2A, Class C, 2.52%, due 12/27/2027 42806MAG4 6,500,000 $5,945,473.30 0.23%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 5,921,250 $5,917,696.31 0.23%
Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 86361WAC5 7,326,108 $5,823,004.48 0.23%
Taco Bell Funding, LLC Series 2016-1A, Class A23, 4.97%, due 05/25/2046 87342RAC8 5,901,563 $5,839,270.33 0.23%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 5,965,000 $5,854,046.05 0.23%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 5,594,273 $5,593,621.07 0.22%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 6,881,200 $5,704,139.09 0.22%
FS Commerical Mortgage Trust Series 2023-4SZN, Class D, Variable rate, due 11/10/2039 30334RAG9 5,243,000 $5,494,882.11 0.22%
GLS Auto Receivables Trust Series 2024-2A, Class D, 6.19%, due 02/15/2030 37964VAF4 5,490,000 $5,589,278.96 0.22%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 59025RAU1 6,430,228 $5,600,674.33 0.22%
One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class AJ, Variable rate, due 01/15/2036 68249DAC3 5,815,000 $5,557,693.22 0.22%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 6,956,000 $5,528,209.21 0.22%
GLS Auto Select Receivables Trust Series 2023-2A, Class D, 0%, due 02/18/2031 36269EAF6 4,950,000 $5,350,769.82 0.21%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 5,465,000 $5,306,084.90 0.21%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 6,098,531 $5,458,798.40 0.21%
MORGAN STANLEY Variable rate, due 04/20/2029 61747YFD2 5,220,000 $5,254,424.49 0.21%
Neuberger Berman CLO Ltd Series 2019-33A, Class BR, Variable rate, due 10/16/2033 64132TAL7 5,250,000 $5,259,281.21 0.21%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 5,090,000 $5,275,952.98 0.21%
Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 74333DAL8 5,635,000 $5,249,851.70 0.21%
SREIT Trust Series 2021-FLWR, Class C, Variable rate, due 07/15/2036 78485GAJ3 5,520,000 $5,415,103.99 0.21%
Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 96042XAG0 5,290,000 $5,396,913.02 0.21%
Aimco Series 2019-10A, Class BRR, Variable rate, due 07/22/2037 00901AAU1 5,000,000 $5,000,132.85 0.20%
AMSR Trust Series 2020-SFR4, Class G2, 4.87%, due 11/17/2037 66981FAJ9 5,280,000 $5,127,296.06 0.20%
Avis Budget Rental Car Funding AESOP LLC Series 2024-1A, Class A, 5.36%, due 06/20/2030 05377RHY3 5,030,000 $5,070,014.66 0.20%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,645,000 $5,148,178.92 0.20%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 5,249,730 $5,015,476.76 0.20%
DOLP Trust Series 2021-NYC, Class A, 2.956%, due 05/10/2041 23345LAA7 6,000,000 $5,092,833.60 0.20%
Freddie Mac FR SD8272, 3%, due 12/01/2052 3132DWFM0 5,785,905 $5,010,259.81 0.20%
Hotwire Funding LLC Series 2024-1A, Class C, 9.188%, due 06/20/2054 44148JAM1 5,000,000 $5,139,232.50 0.20%
LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 505710AF0 4,950,000 $5,054,779.13 0.20%
Long Beach Mortgage Loan Trust Series 2006-1, Class 2A3, Variable rate, due 02/25/2036 542514RL0 6,225,214 $5,135,602.15 0.20%
Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 74333HAQ8 5,500,000 $5,039,364.00 0.20%
Vantage Data Centers LLC Series 2020-1A, Class A2, 1.645%, due 09/15/2045 92212KAB2 5,360,000 $5,107,009.07 0.20%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 5,435,000 $5,052,653.57 0.20%
Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 009733AA4 4,857,182 $4,799,122.40 0.19%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 4,760,382 $4,717,983.56 0.19%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 251510NC3 5,360,305 $4,725,408.23 0.19%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 5,135,101 $4,780,299.25 0.19%
Freddie Mac - STACR Series 2022-DNA1, Class M2, Variable rate, due 01/25/2042 35564KQC6 4,770,000 $4,860,644.31 0.19%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 6,101,727 $4,870,420.96 0.19%
Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 52523KAQ7 5,654,755 $4,874,818.14 0.19%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 5,345,286 $4,863,428.34 0.19%
Wells Fargo Mortgage Backed Securities Trust Series 2007-7, Class A1, 6%, due 06/25/2037 94985JAA8 5,326,270 $4,713,861.49 0.19%
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 009723AA5 4,628,031 $4,548,245.86 0.18%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 12,404,866 $4,560,811.67 0.18%
BANK OF AMERICA CORP Variable rate, due 12/06/2025 06051GKE8 4,665,000 $4,591,326.12 0.18%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 5,317,004 $4,497,993.02 0.18%
Bluemountain CLO Ltd Series 2017-2A, Class A2, Variable rate, due 10/20/2030 09629EAE1 4,500,000 $4,508,938.62 0.18%
Bluemountain CLO Ltd Series 2018-22A, Class A2, Variable rate, due 07/15/2031 09629PAC0 4,500,000 $4,505,821.79 0.18%
Fannie Mae FN MA4732, 4%, due 09/01/2052 31418EHJ2 4,894,115 $4,560,333.47 0.18%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 33767MAC9 4,760,000 $4,554,659.31 0.18%
JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 46643NAF2 5,221,360 $4,688,205.53 0.18%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 5,000,000 $4,505,517.45 0.18%
MHC Commercial Mortgage Trust Series 2021-MHC, Class B, Variable rate, due 04/15/2038 55316VAC8 4,605,433 $4,557,156.45 0.18%
MORGAN STANLEY Variable rate, due 04/28/2026 6174468Q5 4,772,000 $4,651,864.90 0.18%
Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 67590BAS9 4,500,000 $4,505,971.32 0.18%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 5,131,065 $4,687,692.27 0.18%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,123,000 $4,259,818.81 0.17%
BX Trust Series 2024-BIO, Class D, Variable rate, due 02/15/2041 05612AAL0 4,310,000 $4,288,811.61 0.17%
BX Trust Series 2024-PAT, Class A, Variable rate, due 03/15/2026 05612FAA3 4,264,000 $4,267,685.80 0.17%
DUKE ENERGY PROGRESS LLC 5.10%, due 03/15/2034 26442UAS3 4,360,000 $4,402,338.61 0.17%
Freddie Mac FR SD8328, 4.50%, due 06/01/2053 3132DWHD8 4,521,701 $4,330,863.10 0.17%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 4,751,345 $4,209,548.73 0.17%
GS Mortgage Securities Trust Series 2023-FUN, Class B, Variable rate, due 03/15/2028 36267CAC9 4,230,000 $4,241,825.39 0.17%
HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 41165AAB8 5,131,611 $4,215,241.46 0.17%
HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 40431JAA1 5,042,696 $4,249,414.15 0.17%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-ACB, Class C, Variable rate, due 03/15/2039 46593EAE5 4,500,000 $4,373,941.50 0.17%
NRTH PARK Mortgage Trust Series 2024-PARK, Class A, Variable rate, due 03/15/2041 67021HAA4 4,218,000 $4,214,712.91 0.17%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 4,582,614 $4,194,563.56 0.17%
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 86359B2K6 4,812,094 $4,406,960.43 0.17%
Wells Fargo Commercial Mortgage Trust Series 2024-SVEN, Class C, Variable rate, due 06/10/2037 949937AD8 4,200,000 $4,262,422.08 0.17%
Allegro CLO Ltd Series 2017-2A, Class B, Variable rate, due 01/17/2031 01749BAB5 4,000,000 $4,003,552.20 0.16%
American Money Management Corporation Series 2024-28A, Class A1A, Variable rate, due 07/20/2037 03166HAA4 4,115,000 $4,119,907.38 0.16%
BX Trust Series 2021-LBA, Class DV, Variable rate, due 02/15/2036 05609BBF5 4,146,216 $4,066,275.75 0.16%
Cedar Funding Ltd Series 2018-7A, Class B, Variable rate, due 01/20/2031 15032FAE6 4,000,000 $4,011,284.32 0.16%
Fannie Mae FN MA4562, 2%, due 03/01/2052 31418EB82 4,925,532 $3,940,412.68 0.16%
Freddie Mac - STACR Series 2022-DNA3, Class M1B, Variable rate, due 04/25/2042 35564KUX5 4,000,000 $4,159,926.40 0.16%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 4,336,284 $4,156,613.05 0.16%
FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 35906ABE7 4,236,000 $4,178,700.48 0.16%
GoodLeap Sustainable Home Improvement Loan Trust GOOD 2023-1GS A 38237VAA4 4,210,911 $4,106,131.84 0.16%
JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 46592LAH3 4,637,382 $4,082,797.33 0.16%
Park Avenue Trust Series 2017-245P, Class A, 3.508%, due 06/05/2037 90187LAA7 4,441,000 $4,116,061.36 0.16%
Progress Residential Trust Series 2021-SFR11, Class F, 4.42%, due 01/17/2039 74333XAN0 4,565,000 $4,060,307.75 0.16%
Stack Infrastructure Issuer LLC Series 2023-2A, Class A2, 5.90%, due 07/25/2048 85236KAH5 4,050,000 $4,047,840.95 0.16%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 92922F5U8 4,400,421 $3,978,556.58 0.16%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class D, Variable rate, due 04/14/2033 05526QAJ5 4,050,000 $3,871,072.62 0.15%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 05526QAN6 4,000,000 $3,778,437.20 0.15%
BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 05541DAX4 4,452,200 $3,767,069.11 0.15%
BFLD Trust Series 2024-VICT, Class A, Variable rate, due 07/15/2041 05555VAA7 3,791,000 $3,791,711.95 0.15%
CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 12566PAB1 4,770,282 $3,866,988.51 0.15%
CROWN CASTLE INC 3.80%, due 02/15/2028 22822VAK7 3,890,000 $3,725,158.45 0.15%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 4,150,000 $3,853,067.50 0.15%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 4,691,602 $3,866,674.48 0.15%
Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 29001VAW9 3,850,000 $3,849,927.58 0.15%
Fannie Mae FN FS6925, 2.50%, due 12/01/2051 3140XNVT8 4,648,044 $3,877,307.50 0.15%
Fannie Mae FN FS7577, 2.50%, due 01/01/2054 3140XPM30 4,469,749 $3,723,735.95 0.15%
Freddie Mac FR SD3890, 3%, due 08/01/2052 3132E0KB7 4,372,123 $3,788,546.44 0.15%
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 43739EBP1 4,057,000 $3,924,260.23 0.15%
JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 47214BAA6 3,628,000 $3,884,535.88 0.15%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 12,675,098 $3,854,956.21 0.15%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 55316PAA5 4,530,000 $3,720,076.32 0.15%
MVW Owner Trust Series 2024-1A, Class C, 6.20%, due 02/20/2043 62847RAC1 3,810,877 $3,851,955.47 0.15%
SDR Commercial Mortgage Trust Series 2024-DSNY, Class B, Variable rate, due 05/15/2039 811304AE4 3,715,000 $3,685,434.17 0.15%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 4,470,000 $3,812,488.97 0.15%
Tricon Residential Series 2021-SFR1, Class F, 3.692%, due 07/17/2038 89614YAG1 4,100,000 $3,796,818.53 0.15%
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 95002NAN7 3,975,000 $3,745,363.85 0.15%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 3,600,000 $3,605,580.00 0.14%
BANK OF AMERICA CORP Variable rate, due 06/19/2026 06051GJD2 3,580,000 $3,448,396.59 0.14%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 3,882,181 $3,475,218.26 0.14%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 4,050,000 $3,559,204.40 0.14%
CLI Funding LLC Series 2020-3A, Class A, 2.07%, due 10/18/2045 12563LAS6 3,894,000 $3,559,776.82 0.14%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 4,339,940 $3,449,717.95 0.14%
Extended Stay America Trust Series 2021-ESH, Class B, Variable rate, due 07/15/2038 30227FAE0 3,508,626 $3,510,013.73 0.14%
Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 381742AC9 3,500,000 $3,566,371.48 0.14%
Hotwire Funding LLC Series 2024-1A, Class A2, 5.893%, due 06/20/2054 44148JAH2 3,565,000 $3,654,557.79 0.14%
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 45254NNP8 3,861,950 $3,462,309.50 0.14%
Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 452559AC1 4,324,630 $3,576,992.10 0.14%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 5,127,597 $3,539,276.10 0.14%
Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 69377NAA7 3,208,313 $3,539,849.82 0.14%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 4,000,647 $3,610,156.15 0.14%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 4,060,000 $3,441,212.37 0.14%
Vantage Data Centers Jersey Borrower SPV Limited 6.172%, due 05/28/2039 BCC3FKT10 2,800,000 $3,667,427.24 0.14%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 93364EAE4 4,030,903 $3,556,624.53 0.14%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 3,500,000 $3,246,287.35 0.13%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 3,000,000 $3,210,576.18 0.13%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 3,490,000 $3,287,404.84 0.13%
BAYER US FINANCE LLC 6.875%, due 11/21/2053 07274EAM5 3,090,000 $3,253,063.07 0.13%
BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 05609QAE6 3,301,127 $3,255,593.26 0.13%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 3,800,000 $3,423,146.02 0.13%
COMM Mortgage Trust Series 2020-CX, Class B, 2.446%, due 11/10/2046 12656KAE7 4,070,000 $3,309,601.49 0.13%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 3,100,000 $3,208,500.00 0.13%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 3,730,000 $3,266,001.91 0.13%
Fannie Mae FN CB2773, 2%, due 02/01/2052 3140QNCK6 4,087,244 $3,265,418.26 0.13%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 3,514,941 $3,369,328.73 0.13%
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 39538BAE4 3,524,738 $3,196,011.61 0.13%
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 36242DZR7 3,455,000 $3,240,347.07 0.13%
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 42210JAA4 3,447,905 $3,424,310.85 0.13%
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 40440XAC5 3,244,911 $3,248,155.91 0.13%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 3,685,000 $3,325,966.21 0.13%
MF1 Multifamily Housing Mortgage Loan Trust Series 2020-FL4, Class A, Variable rate, due 11/15/2035 58003UAA6 3,322,507 $3,327,656.83 0.13%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 4,637,000 $3,277,976.90 0.13%
MODIVCARE INC MODV TL B 1L USD 3,362,635 $3,286,976.15 0.13%
Regatta XX Funding Ltd Series 2021-2A, Class A, Variable rate, due 10/15/2034 75884YAA6 3,200,000 $3,202,629.18 0.13%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 3,005,000 $2,923,239.05 0.12%
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 00109BAA3 3,371,422 $3,135,996.85 0.12%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 3,170,000 $3,115,321.24 0.12%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 3,150,000 $2,948,905.26 0.12%
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 05891HAA1 2,975,000 $2,975,961.52 0.12%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 05493BAJ7 3,000,000 $2,973,808.50 0.12%
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 05608EAA2 3,420,000 $3,062,895.91 0.12%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 3,050,000 $3,036,662.35 0.12%
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 12565YAA5 2,992,833 $2,973,870.86 0.12%
CITIGROUP INC Variable rate, due 03/20/2030 172967ME8 3,165,000 $3,023,895.47 0.12%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 12661QAC1 3,137,588 $2,925,552.15 0.12%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 3,280,000 $2,985,506.18 0.12%
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 30227FAG5 3,105,565 $3,093,010.41 0.12%
Fannie Mae FN MA4597, 2%, due 05/01/2052 31418EDB3 3,773,192 $3,014,454.85 0.12%
Fannie Mae FN MA4784, 4.50%, due 10/01/2052 31418EJ68 3,084,137 $2,953,600.33 0.12%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 3,150,000 $3,098,808.67 0.12%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 3,180,000 $3,156,199.29 0.12%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 4,110,000 $2,927,397.65 0.12%
MORGAN STANLEY Variable rate, due 01/24/2029 61744YAP3 3,205,000 $3,082,037.00 0.12%
Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 67113GAG2 3,000,000 $3,006,000.00 0.12%
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 75888HAN1 3,000,000 $3,004,447.11 0.12%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 3,712,935 $3,056,307.34 0.12%
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 89680HAE2 3,383,531 $3,011,645.05 0.12%
1211 Avenue of the Americas Trust Series 2015-1211, Class A1A2, 3.9005%, due 08/10/2035 90117PAC9 2,970,000 $2,877,042.27 0.11%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 07400NAT7 3,352,068 $2,898,967.21 0.11%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 2,811,409 $2,764,917.53 0.11%
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 05610FAB3 2,845,000 $2,791,817.56 0.11%
Carvana Auto Receivables Trust Series 2023-N3, Class R, 0%, due 09/10/2030 14686RAF9 9,800 $2,903,646.18 0.11%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 3,026,614 $2,876,690.50 0.11%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 3,193,465 $2,768,018.91 0.11%
Freddie Mac - STACR Series 2021-HQA2, Class M2, Variable rate, due 12/25/2033 35564KFV6 2,846,729 $2,909,495.77 0.11%
Hilton USA Trust Series 2024-ORL, Class B, Variable rate, due 05/15/2037 403956AC9 2,711,000 $2,706,511.67 0.11%
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 45254NPU5 3,174,239 $2,882,420.06 0.11%
Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 70069FMU8 3,200,000 $2,786,467.84 0.11%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 2,580,000 $2,854,096.44 0.11%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 3,450,000 $2,893,795.87 0.11%
REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 P75744AL9 3,200,000 $2,833,706.66 0.11%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 2,435,000 $2,844,046.07 0.11%
Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 9497EVAC9 3,000,000 $2,698,812.30 0.11%
321 Henderson Receivables LLC Series 2017-1A, Class B, 5.43%, due 08/15/2062 46620JAB7 2,772,020 $2,577,419.22 0.10%
Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 00900LAQ7 2,600,000 $2,603,386.68 0.10%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 2,905,459 $2,527,484.54 0.10%
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 00177LAC4 2,500,000 $2,504,264.98 0.10%
AMERICAN TOWER CORP 5.25%, due 07/15/2028 03027XCC2 2,500,000 $2,523,782.60 0.10%
ARIZONA PUBLIC SERVICE 5.70%, due 08/15/2034 040555DH4 2,525,000 $2,564,470.07 0.10%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 2,445,000 $2,444,704.16 0.10%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 2,490,000 $2,592,994.11 0.10%
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 09631BAE3 2,500,000 $2,501,961.45 0.10%
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 05606FAA1 2,800,000 $2,520,853.44 0.10%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 2,607,645 $2,544,809.34 0.10%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 2,836,725 $2,605,670.60 0.10%
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 14686JAM2 17,100 $2,455,379.08 0.10%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,750,000 $2,661,426.07 0.10%
Cold Storage Trust Series 2020-ICE5, Class F, Variable rate, due 11/15/2037 193051AS8 2,604,925 $2,605,028.05 0.10%
Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 12661QAH0 2,797,855 $2,430,373.45 0.10%
DUKE ENERGY CORP 3.75%, due 04/01/2031 BMDLQD8 2,455,000 $2,646,197.22 0.10%
EVERI HOLDINGS INC 5%, due 07/15/2029 30034TAA1 2,520,000 $2,501,435.41 0.10%
Fannie Mae - CAS Series 2021-R03, Class 1B1, Variable rate, due 12/25/2041 20754AAF0 2,500,000 $2,556,210.00 0.10%
Fannie Mae FN MA4599, 3%, due 05/01/2052 31418EDD9 2,906,520 $2,519,290.00 0.10%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 2,899,000 $2,650,208.98 0.10%
Golub Capital Partners CLO, LTD Series 2023-66A, Class AJ, Variable rate, due 04/25/2036 38179MAC0 2,500,000 $2,517,494.80 0.10%
GRIFOLS SA 4.75%, due 10/15/2028 39843UAA0 2,876,000 $2,613,642.36 0.10%
HCA INC 3.50%, due 09/01/2030 404119CA5 2,870,000 $2,626,063.35 0.10%
Hertz Vehicle Financing LLC Series 2023-1A, Class C, 6.91%, due 06/25/2027 42806MBU2 2,500,000 $2,504,658.25 0.10%
Hudson Yards Series 2019-55HY, Class F, Variable rate, due 12/10/2041 44421MAN0 3,223,000 $2,528,045.46 0.10%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 3,061,095 $2,515,519.45 0.10%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 2,895,000 $2,455,986.16 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 2,660,000 $2,501,944.34 0.10%
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 46647PCP9 2,780,000 $2,576,205.29 0.10%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 2,488,059 $2,488,582.96 0.10%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 3,447,502 $2,570,766.83 0.10%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,491,183.75 0.10%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 3,017,000 $2,490,156.38 0.10%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 2,508,000 $2,435,681.83 0.10%
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 78485WAC3 2,483,000 $2,455,881.84 0.10%
Switch ABS Issuer, LLC Series 2024-2A, Class A2, 5.44%, due 05/25/2054 871044AE3 2,680,000 $2,613,961.66 0.10%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 2,850,000 $2,485,890.84 0.10%
1011778 BC ULC BCULC TL B5 1L USD LX235201 2,376,241 $2,370,668.94 0.09%
1211 Avenue of the Americas Trust Series 2015-1211, Class C, Variable rate, due 08/10/2035 90117PAL9 2,385,000 $2,274,364.62 0.09%
280 Park Avenue Mortgage Trust Series 2017-280P, Class B, Variable rate, due 09/15/2034 90205FAG5 2,500,000 $2,354,932.75 0.09%
AIR LEASE CORP 2.875%, due 01/15/2026 00914AAJ1 2,300,000 $2,218,498.51 0.09%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 2,356,000 $2,392,073.73 0.09%
BX Trust Series 2021-LBA, Class CV, Variable rate, due 02/15/2036 05609BBD0 2,261,716 $2,208,717.60 0.09%
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2036 05606GAA9 2,250,000 $2,190,061.58 0.09%
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 05609VAN5 2,462,000 $2,407,349.51 0.09%
BX Trust Series 2021-XL2, Class B, Variable rate, due 10/15/2038 05609KAC3 2,199,713 $2,167,434.66 0.09%
BX Trust Series 2024-BIO, Class B, Variable rate, due 02/15/2041 05612AAG1 2,185,000 $2,170,487.01 0.09%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D, Variable rate, due 12/15/2037 12482HAL8 2,300,000 $2,298,057.88 0.09%
CARESTREAM DENTAL CARDEN TL 1L USD 2,606,512 $2,267,665.73 0.09%
CODELCO INC 5.95%, due 01/08/2034 P3143NBQ6 2,200,000 $2,236,791.57 0.09%
Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 33767JAL6 2,420,000 $2,319,569.03 0.09%
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 35709DAG6 2,282,949 $2,217,078.63 0.09%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 2,972,000 $2,390,323.13 0.09%
ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 451102CG0 2,267,000 $2,276,759.44 0.09%
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 45254NRG4 2,541,573 $2,303,859.30 0.09%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 2,309,980 $2,230,555.82 0.09%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,800,000 $2,410,731.12 0.09%
Rad CLO Ltd Series 2023-22A, Class D, Variable rate, due 01/20/2037 74923VAJ9 2,350,000 $2,400,042.47 0.09%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,420,000 $2,354,456.03 0.09%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 2,504,569 $2,167,984.16 0.09%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 2,390,000 $2,227,872.68 0.09%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 2,500,000 $2,371,227.25 0.09%
SIRIUS XM RADIO INC 3.875%, due 09/01/2031 82967NBM9 2,695,000 $2,232,351.78 0.09%
SLG Office Trust Series 2021-OVA, Class C, 2.85061%, due 07/15/2041 78449RAG0 2,950,000 $2,409,560.00 0.09%
TRANSDIGM INC 6.75%, due 08/15/2028 893647BR7 2,250,000 $2,294,734.50 0.09%
UNITED MEXICAN STATES 3.50%, due 02/12/2034 91087BAR1 2,700,000 $2,251,142.55 0.09%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 2,325,000 $2,241,835.17 0.09%
ZIGGO BV 4.875%, due 01/15/2030 98955DAA8 2,605,000 $2,376,137.20 0.09%
ACRISURE LLC ACRISU TL B1 1L USD 2,115,970 $2,118,922.18 0.08%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 2,062,000 $1,996,871.74 0.08%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $2,002,266.60 0.08%
BX Trust Series 2021-RISE, Class D, Variable rate, due 11/15/2036 12434EAG5 2,028,478 $1,985,845.90 0.08%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 2,729,000 $2,058,015.58 0.08%
CATALENT PHARMA SOLUTION CTLT TL B3 1L USD 1,911,827 $1,912,782.66 0.08%
Citigroup Commercial Mortgage Trust Series 2014-GC23, Class AS, 3.863%, due 07/10/2047 17322VAV8 2,000,000 $2,000,000.00 0.08%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 2,000,000 $1,912,943.66 0.08%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 17311YAE3 6,082,101 $2,120,637.01 0.08%
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 23802WAA9 2,245,000 $2,095,129.19 0.08%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 1,900,000 $2,064,286.27 0.08%
FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 591894CB4 2,000,000 $1,971,105.56 0.08%
Fremont Home Loan Trust Series 2005-A, Class M4, Variable rate, due 01/25/2035 35729PHP8 2,503,617 $2,157,955.24 0.08%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 2,350,160 $2,034,876.05 0.08%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 2,282,191 $2,050,131.62 0.08%
GGAM FINANCE LTD 8%, due 06/15/2028 36170JAA4 1,855,000 $1,958,564.65 0.08%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 1,998,330 $2,004,364.62 0.08%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 2,165,000 $2,136,910.38 0.08%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 2,240,000 $2,070,909.12 0.08%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A4, Variable rate, due 11/25/2036 54251YAE8 6,610,020 $2,011,287.10 0.08%
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 55954PAQ7 2,000,000 $2,002,698.12 0.08%
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 576431AA8 5,972,402 $2,130,566.18 0.08%
MASTR Asset Backed Securities Series 2005-NC2, Class A4, Variable rate, due 11/25/2035 57643LMP8 3,515,123 $2,005,450.29 0.08%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 61753EAB6 4,295,029 $1,957,257.21 0.08%
Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 64033TAB9 2,025,000 $1,972,982.61 0.08%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $2,002,177.34 0.08%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 2,100,000 $2,102,205.00 0.08%
Onslow Bay Financial LLC Series 2024-HYB1, Class A1, Variable rate, due 03/25/2053 67448MAA8 2,020,600 $1,967,482.56 0.08%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 2,339,000 $2,005,613.58 0.08%
SREIT Trust Series 2021-FLWR, Class D, Variable rate, due 07/15/2036 78485GAL8 2,157,000 $2,120,282.25 0.08%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 2,173,406 $2,001,490.90 0.08%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 2,265,000 $2,106,447.37 0.08%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 2,414,642 $1,925,082.00 0.08%
WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 55903VBC6 2,360,000 $2,091,809.67 0.08%
XEROX CORPORATION XRXCRP TL 1L USD 1,917,947 $1,913,152.26 0.08%
AERCAP IRELAND CAP/GLOBAL 2.45%, due 10/29/2026 00774MAV7 2,000,000 $1,879,661.92 0.07%
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 01882YAD8 2,045,000 $1,805,508.93 0.07%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $1,857,558.12 0.07%
Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 06539XAN4 34,030,088 $1,778,892.25 0.07%
BAT CAPITAL CORP 5.65%, due 03/16/2052 05526DBV6 1,905,000 $1,777,364.96 0.07%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 08163ABP7 2,000,000 $1,871,693.80 0.07%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,782,000 $1,761,262.87 0.07%
CALPINE CORP CPN TL B9 1L USD 1,898,048 $1,896,519.95 0.07%
Carvana Auto Receivables Trust Series 2023-N3, Class XS, 0%, due 09/10/2030 14686RAG7 105,810,324 $1,689,473.44 0.07%
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 12556PAD9 1,729,351 $1,671,196.33 0.07%
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 2,593,995 $1,727,363.45 0.07%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 1,960,000 $1,820,111.86 0.07%
COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 19685WAA9 2,307,119 $1,891,192.60 0.07%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,950,000 $1,820,923.26 0.07%
DC Office Trust Series 2019-MTC, Class B, Variable rate, due 09/15/2045 23312BAE0 2,067,000 $1,664,611.32 0.07%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 2,247,448 $1,864,611.81 0.07%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 1,945,000 $1,693,272.76 0.07%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 P3579ECF2 2,000,000 $1,856,900.00 0.07%
EMBECTA CORP 5%, due 02/15/2030 29082KAA3 1,997,000 $1,681,783.54 0.07%
Freddie Mac - STACR Series 2021-DNA6, Class M2, Variable rate, due 10/25/2041 35564KKY4 1,750,000 $1,758,766.80 0.07%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 2,025,000 $1,880,779.71 0.07%
JANE STREET GRP/JSG FIN 4.50%, due 11/15/2029 47077WAA6 1,750,000 $1,661,463.83 0.07%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,700,000 $1,846,231.91 0.07%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 2,875,231 $1,714,084.07 0.07%
MORGAN STANLEY Variable rate, due 07/20/2029 61747YFF7 1,635,000 $1,662,804.73 0.07%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,774,640 $1,798,712.65 0.07%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 1,775,000 $1,781,278.71 0.07%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,650,000 $1,663,353.05 0.07%
Preston Ridge Partners Mortgage Trust Series 2021-6, Class A1, Variable rate, due 07/25/2026 69360FAA3 1,914,244 $1,898,225.56 0.07%
REPUBLIC OF PANAMA 6.40%, due 02/14/2035 698299BT0 1,794,000 $1,732,067.62 0.07%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,785,000 $1,752,338.60 0.07%
Shelter Growth CRE Series 2021-FL3, Class A, Variable rate, due 09/15/2036 822866AA7 1,867,003 $1,869,199.76 0.07%
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 78442GRY4 1,816,860 $1,708,825.95 0.07%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 2,522,281 $1,696,138.61 0.07%
VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 92332YAC5 1,580,000 $1,756,492.32 0.07%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 2,026,000 $1,867,542.08 0.07%
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 93364EAF1 1,938,488 $1,709,234.38 0.07%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 2,053,544 $1,784,561.12 0.07%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 2,155,000 $1,895,367.93 0.07%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 1,650,000 $1,518,777.45 0.06%
ALCON FINANCE CORP 3%, due 09/23/2029 01400EAB9 1,600,000 $1,463,900.61 0.06%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 1,835,000 $1,461,554.84 0.06%
Apidos CLO Ltd Series 2021-37A, Class B, Variable rate, due 10/22/2034 03769HAC1 1,625,000 $1,628,064.17 0.06%
ASURION LLC ASUCOR TL B8 1L USD LX191415 1,483,124 $1,479,416.14 0.06%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 1,777,780 $1,620,342.29 0.06%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 1,870,000 $1,530,522.44 0.06%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,960,000 $1,520,031.92 0.06%
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 08162NBB1 1,810,000 $1,639,760.81 0.06%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAL5 1,500,000 $1,512,920.90 0.06%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 1,530,000 $1,448,341.76 0.06%
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 055522AG1 1,570,000 $1,430,337.13 0.06%
BOXER PARENT CO INC Variable rate, due 07/06/2032 1,524,002 $1,523,689.30 0.06%
BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 05609TAJ9 1,500,000 $1,474,286.25 0.06%
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 14686GAH9 19,300 $1,453,982.58 0.06%
Carvana Auto Receivables Trust Series 2023-P3, Class R, 0%, due 08/12/2030 14688GAK0 8,700 $1,599,775.14 0.06%
CHARTER COMM OPT LLC/CAP 6.65%, due 02/01/2034 161175CP7 1,500,000 $1,536,023.25 0.06%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,755,000 $1,645,274.59 0.06%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,529,463.34 0.06%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 17311YAA1 4,614,572 $1,609,224.87 0.06%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 1,978,000 $1,649,098.40 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K059, Class X3, Variable rate, due 11/25/2044 3137BSRH8 38,206,238 $1,533,907.86 0.06%
GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 BMCMVR1 1,500,000 $1,482,036.53 0.06%
GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 38139MAE5 1,575,000 $1,574,766.77 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,615,000 $1,616,128.32 0.06%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 1,492,188 $1,480,063.48 0.06%
HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 432833AN1 1,626,000 $1,424,021.86 0.06%
HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 BQBCWZ5 1,365,000 $1,484,708.16 0.06%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAM8 1,700,000 $1,506,796.20 0.06%
JBS USA/FOOD/FINANCE 5.125%, due 02/01/2028 46590XAZ9 1,500,000 $1,493,878.65 0.06%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 1,895,000 $1,546,823.20 0.06%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 466317AS3 1,757,303 $1,424,739.04 0.06%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 1,748,813 $1,526,869.17 0.06%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 1,492,268 $1,429,592.78 0.06%
MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 X5T03SAD9 1,528,000 $1,551,229.43 0.06%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 1,520,000 $1,437,724.98 0.06%
NEW ENGLAND POWER CO 5.936%, due 11/25/2052 644188BH6 1,395,000 $1,443,996.40 0.06%
OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,502,085.75 0.06%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 3,500,000 $1,596,619.64 0.06%
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 74112BAM7 1,721,000 $1,516,706.12 0.06%
Pretium Mortgage Credit Partners LLC Series 2021-RN2, Class A1, Variable rate, due 07/25/2051 74143FAA7 1,562,717 $1,538,420.44 0.06%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 1,440,000 $1,576,636.42 0.06%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 1,400,000 $1,480,857.23 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 1,693,000 $1,586,779.08 0.06%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 1,872,337 $1,597,858.04 0.06%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 1,912,581 $1,519,321.85 0.06%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD LX224693 1,569,389 $1,572,661.53 0.06%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 1,690,223 $1,583,920.61 0.06%
SREIT Trust Series 2023-MFP2, Class C, Variable rate, due 11/15/2036 85236WCJ3 1,423,000 $1,398,932.37 0.06%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,524,647.12 0.06%
Symphony CLO Ltd Series 2018-19A, Class B, Variable rate, due 04/16/2031 87165YAE3 1,500,000 $1,501,081.70 0.06%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,604,813 $1,472,505.87 0.06%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 1,380,000 $1,412,620.44 0.06%
TRANSDIGM INC TDG TL I 1L USD 1,488,174 $1,495,123.67 0.06%
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 90276RBF4 57,314,906 $1,585,123.98 0.06%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,960,000 $1,648,173.77 0.06%
VALVOLINE INC 3.625%, due 06/15/2031 92047WAG6 1,819,000 $1,579,888.63 0.06%
VT TOPCO INC 8.50%, due 08/15/2030 91838PAA9 1,500,000 $1,591,816.50 0.06%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 2,765,521 $1,156,075.07 0.05%
AIR LEASE CORP 2.20%, due 01/15/2027 00914AAR3 1,390,000 $1,296,676.16 0.05%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 1,560,000 $1,374,809.79 0.05%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 1,441,435 $1,338,992.55 0.05%
BOEING CO 6.528%, due 05/01/2034 097023DL6 1,130,000 $1,180,927.38 0.05%
CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 14040HCH6 1,505,000 $1,394,024.99 0.05%
CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 1248EPCK7 1,475,000 $1,231,030.94 0.05%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,215,250.39 0.05%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 2,000,000 $1,282,187.34 0.05%
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 17326FAF4 46,017,858 $1,168,480.85 0.05%
CITY BREWING CO LLC CTYBRW TL B 1L USD 1,919,270 $1,293,108.11 0.05%
CLEAN HARBORS INC CLH TL B 1L USD 1,145,757 $1,153,634.13 0.05%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,402,743 $1,171,378.84 0.05%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,067,502 $1,336,552.29 0.05%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 12634NAZ1 1,350,000 $1,198,423.76 0.05%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 1,200,000 $1,178,323.88 0.05%
FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 105756CK4 1,400,000 $1,391,860.30 0.05%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,322,242 $1,196,228.52 0.05%
FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 30315VAJ7 195,405,897 $1,312,111.51 0.05%
GEN DIGITAL INC 6.75%, due 09/30/2027 668771AK4 1,250,000 $1,271,258.75 0.05%
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 36168QAL8 1,400,000 $1,314,624.92 0.05%
GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 361841AR0 1,368,000 $1,165,949.00 0.05%
GREYSTAR REAL ESTATE PARTNER GRSTAR TL B 1L USD 1,211,904 $1,219,478.81 0.05%
HEALTHCARE RLTY HLDGS LP 2.40%, due 03/15/2030 42225UAL8 1,597,000 $1,337,662.46 0.05%
IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 45262BAF0 1,200,000 $1,231,404.01 0.05%
MADISON IAQ LLC 4.125%, due 06/30/2028 55760LAA5 1,356,000 $1,269,257.76 0.05%
MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 58403YBA3 1,393,313 $1,396,134.63 0.05%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,360,000 $1,361,139.22 0.05%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 1,545,941 $1,253,822.63 0.05%
NYC Commercial Mortgage Trust 2021-909 Series 2021-909, Class B, 3.142%, due 04/10/2043 67076XAC9 1,670,000 $1,164,884.12 0.05%
ORACLE CORP 4%, due 11/15/2047 68389XBQ7 1,640,000 $1,280,743.61 0.05%
PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 707569AV1 1,580,000 $1,383,725.13 0.05%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 1,395,000 $1,203,466.50 0.05%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 693475BJ3 1,170,000 $1,229,018.52 0.05%
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 74166MAF3 1,475,000 $1,379,510.42 0.05%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 1,035,000 $1,231,708.71 0.05%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,678,000 $1,356,533.34 0.05%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,275,489 $1,215,368.62 0.05%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,331,920 $1,310,534.57 0.05%
Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 77341GAL4 1,325,000 $1,326,014.30 0.05%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 1,855,759 $1,204,371.90 0.05%
Stack Infrastructure Issuer LLC Series 2020-1A, Class A2, 1.893%, due 08/25/2045 85236KAD4 1,405,000 $1,341,227.05 0.05%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,260,000 $1,254,518.72 0.05%
Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 88315LAS7 1,392,000 $1,212,964.17 0.05%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 2,170,000 $1,350,309.84 0.05%
TIME WARNER CABLE LLC 4.50%, due 09/15/2042 88732JBD9 1,650,000 $1,238,934.71 0.05%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 1,274,000 $1,250,556.15 0.05%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 1,350,000 $1,251,182.23 0.05%
UPBOUND GROUP INC 6.375%, due 02/15/2029 76009NAL4 1,250,000 $1,221,758.00 0.05%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,255,000 $1,295,362.75 0.05%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 1,660,000 $1,346,681.80 0.05%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,144,930 $1,058,449.00 0.04%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,978,690 $1,052,122.47 0.04%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 894,183 $894,182.55 0.04%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 1,310,000 $1,092,731.49 0.04%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,059,435 $891,025.84 0.04%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,815,000 $1,014,149.40 0.04%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,115,000 $1,049,187.88 0.04%
BAUSCH + LOMB CORP BLCOCN TL B 1L USD 994,924 $986,098.89 0.04%
BAYER US FINANCE LLC 6.25%, due 01/21/2029 07274EAJ2 1,000,000 $1,033,723.69 0.04%
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 08162QAJ8 70,530,062 $1,133,511.20 0.04%
BLOCK INC 6.50%, due 05/15/2032 852234AR4 1,100,000 $1,124,262.70 0.04%
CAESARS ENTERTAIN INC CZR TL B1 1L USD LX225393 1,127,821 $1,130,944.57 0.04%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 1,130,000 $968,672.16 0.04%
CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 161175BV5 1,690,000 $1,051,623.35 0.04%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,242,478 $1,044,344.94 0.04%
CLI Funding LLC Series 2020-1A, Class A, 2.08%, due 09/18/2045 12563LAN7 1,045,101 $951,179.92 0.04%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,239,029 $1,097,538.03 0.04%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 900,000 $944,681.64 0.04%
DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 25461LAA0 1,032,000 $987,037.73 0.04%
DNB BANK ASA Variable rate, due 09/30/2025 25601B2A2 955,000 $945,462.37 0.04%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 1,150,000 $1,054,262.50 0.04%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 962,328 $952,925.25 0.04%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 1,144,000 $999,939.41 0.04%
FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 31556TAC3 1,019,000 $908,381.44 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K053, Class X3, Variable rate, due 03/25/2044 3137BN6J8 46,915,000 $1,100,771.34 0.04%
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 33883PAE7 1,000,000 $1,001,502.16 0.04%
Freddie Mac FR SD8193, 2%, due 02/01/2052 3132DWC68 1,164,760 $929,886.16 0.04%
HCA INC 5.25%, due 04/15/2025 404119BQ1 1,090,000 $1,086,621.33 0.04%
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 BJJMS61 1,000,000 $918,113.06 0.04%
HONEYWELL INTERNATIONAL 4.125%, due 11/02/2034 BLBRZ67 810,000 $917,406.69 0.04%
INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 Y7140WAF5 1,000,000 $995,000.00 0.04%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 1,210,000 $976,134.10 0.04%
INVITATION HOMES OPERATING 2.70%, due 01/15/2034 46188BAC6 1,385,000 $1,112,806.60 0.04%
JANE STREET GROUP LLC JANEST TL B 1L USD 965,612 $968,730.65 0.04%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,100,000 $1,078,346.50 0.04%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,088,723 $974,952.00 0.04%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 1,005,000 $957,846.05 0.04%
MEDLINE BORROWER LP MEDIND TL 1L USD LX235094 1,000,000 $1,001,500.00 0.04%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 2,702,043 $927,999.85 0.04%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 965,000 $970,476.14 0.04%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $932,534.72 0.04%
ONTARIO GAMING GTA LP ONGAME TL B 1L USD 910,596 $915,932.44 0.04%
ORACLE CORP 6.50%, due 04/15/2038 68389XAE5 895,000 $984,156.06 0.04%
PEER HOLDING III BV ACTINA TL B5 1L USD LX236238 1,096,758 $1,099,725.21 0.04%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 1,100,000 $979,687.50 0.04%
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 P5015VAH9 1,100,000 $1,051,930.00 0.04%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 1,000,000 $988,059.25 0.04%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 1,533,000 $1,125,501.42 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 1,200,000 $1,121,544.00 0.04%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,275,107 $955,725.03 0.04%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 1,000,000 $1,031,555.75 0.04%
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 78444EAD1 969,169 $950,744.71 0.04%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $907,311.55 0.04%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,461,085 $1,002,887.64 0.04%
TELE COLUMBUS AG 10%, due 03/19/2029 BFXPBT2 1,105,161 $916,948.55 0.04%
T-MOBILE USA INC 2.625%, due 02/15/2029 87264ABS3 1,000,000 $907,018.80 0.04%
UNITED NATURAL FOODS INC UNFI TL B 1L USD 1,106,013 $1,112,002.37 0.04%
US BANCORP Variable rate, due 02/01/2029 91159HJK7 1,000,000 $988,400.79 0.04%
USA COM PART/USA COM FIN 7.125%, due 03/15/2029 91740PAG3 1,060,000 $1,077,862.06 0.04%
VENTURE GLOBAL CALCASIEU PASS 6.25%, due 01/15/2030 92328MAE3 951,000 $977,290.40 0.04%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 993,298 $961,949.97 0.04%
WARNERMEDIA HOLDINGS INC 3.755%, due 03/15/2027 55903VBA0 1,000,000 $956,726.10 0.04%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 1,944,587 $983,708.77 0.04%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 1,098,000 $1,087,495.65 0.04%
WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 F9867TJC8 900,000 $983,732.58 0.04%
ALLISON TRANSMISSION INC 3.75%, due 01/30/2031 019736AG2 850,000 $755,884.52 0.03%
AMPRION GMBH 4%, due 05/21/2044 D03614BL3 700,000 $750,775.01 0.03%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 795,000 $670,700.64 0.03%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,218,831 $656,685.77 0.03%
AXALTA COAT/DUTCH HLD BV 4.75%, due 06/15/2027 05454NAA7 700,000 $685,142.57 0.03%
BANIJAY ENTERTAINMENT 8.125%, due 05/01/2029 060335AB2 700,000 $725,559.80 0.03%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 815,000 $761,700.35 0.03%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 810,000 $790,172.02 0.03%
BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 05493JAA9 684,541 $682,879.99 0.03%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,191,125 $803,109.62 0.03%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 1,000,000 $799,885.00 0.03%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 722,036 $692,434.96 0.03%
BUCKEYE PARTNERS LP BPL TL B1 1L USD 721,777 $723,938.93 0.03%
CBRE GI OPEN END FUND 4.75%, due 03/27/2034 BQV0HQ5 670,000 $754,999.10 0.03%
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 161175BT0 1,000,000 $748,979.96 0.03%
Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 16144JAH4 10,000 $859,775.93 0.03%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 845,566 $765,302.17 0.03%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,035,913 $725,804.29 0.03%
COGENT COMMUNICATIONS GROUP 7%, due 06/15/2027 19240CAE3 800,000 $802,601.60 0.03%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 886,568 $674,178.86 0.03%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,556,044 $735,539.49 0.03%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,531,851 $728,531.19 0.03%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 1,008,000 $755,796.13 0.03%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 600,000 $642,496.39 0.03%
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 29272WAD1 900,000 $829,337.31 0.03%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 975,000 $821,476.54 0.03%
FERTITTA ENTERTAINMENT L NUGGET TL B 1L USD LX202071 723,710 $726,058.38 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 3137H74M2 64,505,961 $776,000.91 0.03%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 2,230,540 $878,893.13 0.03%
FIRSTCASH INC 5.625%, due 01/01/2030 31944TAA8 788,000 $756,271.57 0.03%
FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 35906ABG2 745,000 $698,374.12 0.03%
GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 36168QAM6 750,000 $698,489.70 0.03%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 675,000 $682,326.45 0.03%
GRAPHIC PACKAGING INTL 4.125%, due 08/15/2024 38869PAM6 728,000 $724,744.09 0.03%
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 36251XAT4 82,050,972 $824,037.91 0.03%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,455,709 $836,822.86 0.03%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CD7 760,000 $793,067.15 0.03%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $840,253.36 0.03%
INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 459506AL5 855,000 $753,216.11 0.03%
IRON MOUNTAIN INC IRM TL B 1L USD 774,596 $772,659.34 0.03%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 30,009,576 $644,008.51 0.03%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5