Short-Term Bond Fund
Investor Class
PRWBX
Invests in a diversified portfolio of short- and intermediate-term investment-grade corporate, government, and asset- and mortgage-backed securities. May also invest in bank obligations, collateralized mortgage obligations, foreign securities, and hybrids. The fund’s income level should generally be above that of a money market fund but less than that of a long-term bond fund.
Unlike money market funds, which are managed to maintain a stable share price, the fund’s price can decline. Yield and share prices will vary with interest rate changes.
Morningstar (Category)
Morningstar
(Overall Rating)1
Short-Term Bond
(512 funds)
Data as of 10/31/2020
Data as of 10/31/2020
Fund Manager Tenure2
Net Assets3
(USD)
5yrs
$5.7b
Data as of 10/31/2020
Data as of 10/31/2020
Price
(USD)
Daily Price Change
$4.84
$0.00
Data as of 12/04/2020
Data as of 12/04/2020
Morningstar Ratings™ are based on risk-adjusted returns. Click on "Overall Rating" for the fund's 3-, 5-, and 10-year (if applicable) Morningstar Ratings™.
Morningstar Ratings™ are based on risk-adjusted returns. Click on "Overall Rating" for the fund's 3-, 5-, and 10-year (if applicable) Morningstar Ratings™.
Strategy
Investment Objective
The fund seeks a high level of income consistent with minimal fluctuation in principal value and liquidity.Morningstar Fixed Income Style
Mid / Limited
Data as of 10/31/2020
The Morningstar Style Box™, a proprietary Morningstar data point, is a 9-square grid that provides a graphical representation of the "investment style" of stocks and mutual funds. See disclaimer at bottom of page for more information.
Morningstar Rating
| Period | Rating | Funds In Category (Short-Term Bond) |
|---|---|---|
| Overall | 512 | |
| 3 Years | 512 | |
| 5 Years | 455 | |
| 10 Years | 297 |
The Morningstar Rating™ for funds, or "star rating", is calculated for funds with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics.
Yields & Dividends (Investor Class)
30-Day SEC Standardized Yield
with waiver
0.97%Data as of 10/31/2020
without waiver
0.97%Data as of 10/31/2020
30-Day Annualized Dividend Yield
with waiver
1.55%Data as of 12/04/2020
Monthly Dividend
(USD)
$0.006952684
Data as of 10/31/2020
Monthly Dividend
Rate
0.00%
Data as of 12/04/2020
Average Annual Total Returns (Investor Class)
1 YR
4.30% 4.02%Benchmark
3.73% 3.39%Value
0.57% 0.63%Data as of 09/30/2020
Data as of 10/31/2020
3 YR
3.05% 3.12%Benchmark
2.84% 2.85%Value
0.21% 0.27%5 YR
2.40% 2.40%Benchmark
2.09% 2.10%Value
0.31% 0.30%10 YR
1.78% 1.76%Benchmark
1.57% 1.54%Value
0.21% 0.22%Expense Ratio
Gross
0.44%Net
0.44%Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary and you may have a gain or loss when you sell your shares. Average annual total return figures include changes in principal value, reinvested dividends, and capital gain distributions.
The gross expense ratio reflects the fund expenses as stated in the fee table of the fund's prospectus prior to the deduction of any waiver or reimbursement. The net expense ratio reflects fund expenses after the deduction of any waiver or reimbursement. If a fund has an active contractual expense limitation, the expiration date is shown below the gross and net expense ratio values above. Expense ratios are as of the most recent prospectus.
The 30-day dividend yield represents the average daily dividends for the 30-day period, annualized and divided by the net asset values per share at the end of the period; it is available the first quarter after the fund's inception. The SEC standardized yield is computed under an SEC standardized formula and reflects an estimated yield to maturity (assuming all portfolio securities are held to maturity); it is available the first month after the fund's inception.
Current Year Performance (Investor Class)
Daily YTD
4.20%Benchmark
3.22%Value
0.98%Data as of 12/04/2020
Monthly YTD
3.83%Benchmark
3.14%Value
0.69%Data as of 10/31/2020
One Month
0.14%Benchmark
0.02%Value
0.12%Three Months
0.63%Benchmark
0.06%Value
0.57%Asset Allocation
Net Assets
(USD)
$5.7b
Largest
US Bonds
83.77%
$4.8b
Other
View complete Asset Allocation
Holdings
Total
Holdings
977
Largest Holding
U.S. Treasury Notes
2.76%
Was (06/30/2020)
0.28%
Other
View complete Full Holdings
Quality
N/A
Maturity
Weighted Average
2.27 YearsDuration
Weighted Average
1.86 YearsTop
BBB
34.73%
Was (09/30/2020)
35.20%
Top
1-3 Years
54.45%
Was (09/30/2020)
54.45%
Top
1-3 Years
50.12%
Was (09/30/2020)
51.50%
Over
BBB
By 25.23%
Fund
34.73%
Benchmark
9.49%
Over
3-5 Years
By 22.84%
Fund
22.84%
Benchmark
0.00%
Over
Under 1 Year
By 28.90%
Fund
30.35%
Benchmark
1.44%
Under
US Treasury
By -53.19%
Fund
12.36%
Benchmark
65.55%
Under
1-3 Years
By -45.55%
Fund
54.45%
Benchmark
100.00%
Under
1-3 Years
By -48.44%
Fund
50.12%
Benchmark
98.56%
Sectors
Total
Sectors
7
Largest Sector
Corporate Bonds & Notes
51.16%
Was (09/30/2020)
51.35%
Other
View complete Sector Diversification
Over
Corporate Bonds & Notes
By 27.72%
Fund
51.16%
Benchmark
23.44%
Under
U.S. Treasury Bonds and Notes
By -53.19%
Fund
12.36%
Benchmark
65.55%
Team (As of )
Michael F. Reinartz
Portfolio Manager
Michael Reinartz is a portfolio manager in the Fixed Income Division at T. Rowe Price. He is a member of the U.S. Taxable Low Duration team, portfolio manager of the U.S. Short-Term Bond Strategy, and co-portfolio manager of the Limited-Term Bond Portfolio. Mr. Reinartz is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
- Fund manager
since 2015 - Years at
T. Rowe Price 24 - Years investment
experience 24
Whitney Reid
Portfolio Specialist
Whitney Reid is a portfolio specialist in the U.S. Fixed Income Division of T. Rowe Price. He acts as a proxy for fixed income portfolio managers with clients, consultants, and prospects. Mr. Reid supports our Stable Value, US Short-Term Bond, and US Investment Grade Corporate Bond Strategies. He is a vice president of T. Rowe Price Associates, Inc.
- Years at
T. Rowe Price 9 - Years investment
experience 25
For a complete list of the members of the fund's Investment Advisory Committee, please refer to the fund's prospectus.
How to Invest
View platform information| Share Class | Min Initial Investment (USD) | Min Subsequent Investment (USD) | 12b-1 Fee | Expense Ratio | |||
|---|---|---|---|---|---|---|---|
| Gross | Net | Limitation Type | Limitation Expiration Date | ||||
|
Investor Class Cusip 77957P105 |
$2,500 | $100 | 0.00% | 0.44% | 0.44% | N/A | N/A |
|
Advisor Class Cusip 77957P204 |
$2,500 | $100 | 0.25% | 0.78% | 0.78% |
N/A |
N/A |
|
I Class Cusip 77957P402 |
$1,000,000* | N/A | 0.00% | 0.35% | 0.35% |
N/A |
N/A |
* Minimum initial investment $1,000,000. Minimum is generally waived for intermediaries, certain retirement plans, and certain institutional client accounts.
Benefits & Risks
- The fund’s income level should generally be above that of a money market fund but less than that of a long-term bond fund.
- The fund’s share price should fluctuate less than a longer-term bond fund.
- Unlike money market funds, which are managed to maintain a stable share price, the fund’s price can decline.
- Yield and share prices will vary with interest rate changes.
Investor Profile
For investors who seek higher income than money funds or similar investment vehicles provide and can accept modest share price fluctuation.Risk/Return Characteristics
Data as of 10/31/2020
| Risk/Return (5 Years) | Fund | Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index |
|---|---|---|
| Alpha | 0.34% | 0.00% |
| Beta | 0.96 | 1.00 |
| R-Squared | 0.21 | 1.00 |
| Annualized Std. Deviation | 1.85% | 0.95% |
| Information Ratio | 0.18 | 0.00 |
| Sharpe Ratio | 0.67 | 0.98 |
| Tracking Error | 1.66% | 0.00% |
Figures are calculated using monthly data and are net of fees. Past performance cannot guarantee future results.
Asset Allocation (10/31/2020)
| Category | % of Total Net Assets | Market Value (USD) |
|---|---|---|
| Global ex-US Bonds | 16.35% | $936,752,275.98 |
| Reserves | -0.12% | ($6,875,246.06) |
| US Bonds | 83.77% | $4,799,494,688.63 |
| Total Allocation | $5,729,371,718.55 |
Numbers may not total due to rounding; all numbers are percentages.
Holdings (09/30/2020)
| Security Name | % of Fund | Prev Qtr Change | Value | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Notes | 2.76% | -0.01% | $154,876,795.39 | Treasuries | Treasuries | United States | 0.13% | Aaa | 04/30/2022 | 1.58 |
| U.S. Treasury Notes | 1.43% | -0.01% | $80,021,106.56 | Treasuries | Treasuries | United States | 0.13% | Aaa | 05/31/2022 | 1.66 |
| U.S. Treasury Notes | 1.24% | -0.01% | $69,582,590.42 | Treasuries | Treasuries | United States | 1.75% | Aaa | 07/15/2022 | 1.76 |
| U.S. Treasury Notes | 1.11% | -0.01% | $62,558,781.15 | Treasuries | Treasuries | United States | 1.75% | Aaa | 06/15/2022 | 1.68 |
| U.S. Treasury Notes | 0.98% | -0.01% | $55,241,996.38 | Treasuries | Treasuries | United States | 0.13% | Aaa | 08/15/2023 | 2.87 |
| U.S. Treasury Notes | 0.97% | -0.01% | $54,243,493.75 | Treasuries | Treasuries | United States | 0.13% | NR | 07/15/2023 | 2.78 |
| U.S. Treasury Notes | 0.91% | -0.01% | $51,107,104.33 | Treasuries | Treasuries | United States | 1.50% | Aaa | 09/15/2022 | 1.93 |
| U.S. Treasury Notes | 0.90% | -0.01% | $50,737,243.47 | Treasuries | Treasuries | United States | 0.13% | Aaa | 05/15/2023 | 2.61 |
| U.S. Treasury Notes | 0.73% | -0.01% | $40,985,326.43 | Treasuries | Treasuries | United States | 2.50% | Aaa | 01/15/2022 | 1.27 |
| Ge Capital International Funding Co Unlimited | 0.58% | -0.02% | $32,625,297.26 | Corporates | Finance Companies | United States | 2.34% | Baa1 | 11/15/2020 | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.54% | -0.01% | $30,321,268.83 | Corporates | Communications | United States | 4.46% | Ba1 | 07/23/2022 | 1.59 |
| Pacific Gas & Electric | 0.50% | 0.13% | $27,859,459.15 | Corporates | Electric | United States | 1.75% | Baa3 | 06/16/2022 | 1.04 |
| BAT Capital | 0.48% | -0.02% | $26,818,793.20 | Corporates | Consumer Non Cyclical | United Kingdom | 2.76% | Baa2 | 08/15/2022 | 1.75 |
| U.S. Treasury Notes | 0.48% | -0.01% | $26,690,279.20 | Treasuries | Treasuries | United States | 0.25% | Aaa | 06/15/2023 | 2.69 |
| Synchrony Financial | 0.47% | -0.01% | $26,245,420.98 | Corporates | Banking | United States | 2.85% | NR | 07/25/2022 | 1.69 |
| Vistra Operations | 0.42% | -0.00% | $23,613,640.98 | Corporates | Electric | United States | 3.55% | Baa3 | 07/15/2024 | 3.48 |
| Perrigo Finance Unlimited | 0.39% | 0.13% | $21,962,205.45 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa3 | 12/15/2024 | 3.69 |
| Bunge Ltd Finance | 0.39% | 0.02% | $21,882,019.21 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 09/25/2022 | 1.86 |
| AbbVie | 0.39% | 0.03% | $21,849,572.22 | Corporates | Consumer Non Cyclical | United States | 2.60% | Baa2 | 11/21/2024 | 3.85 |
| OCP CLO 2014-7 | 0.38% | -0.01% | $21,586,046.79 | Securitized | ABS Other | United States | 1.39% | Aaa | 07/20/2029 | 0.06 |
| Bunge Ltd Finance | 0.37% | 0.02% | $21,022,132.62 | Corporates | Consumer Non Cyclical | United States | 3.50% | Baa3 | 11/24/2020 | 0.15 |
| Federal National Mortgage Assn. | 0.37% | -0.00% | $20,962,751.66 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2048 | 3.23 |
| Becton Dickinson And | 0.37% | 0.03% | $20,904,074.82 | Corporates | Consumer Non Cyclical | United States | 2.89% | Ba1 | 06/06/2022 | 1.56 |
| Micron Technology | 0.37% | 0.04% | $20,841,650.08 | Corporates | Technology | United States | 2.50% | Baa3 | 04/24/2023 | 2.46 |
| Navient Private Education Refi Loan Trust 2020 | 0.37% | -0.00% | $20,714,456.08 | Securitized | Student Loan | United States | 2.15% | NR | 11/15/2068 | 4.92 |
| Sabine Pass Liquefaction | 0.36% | 0.07% | $20,416,074.55 | Corporates | Energy | United States | 6.25% | Baa3 | 03/15/2022 | 1.17 |
| Diamondback Energy | 0.36% | -0.00% | $20,395,672.92 | Corporates | Energy | United States | 2.88% | Ba1 | 12/01/2024 | 3.84 |
| Truist Bank | 0.36% | -0.00% | $20,212,573.62 | Corporates | Banking | United States | 1.25% | A2 | 03/09/2023 | 2.34 |
| Energy Transfer Operating | 0.34% | 0.01% | $19,293,808.07 | Corporates | Energy | United States | 5.88% | Baa3 | 01/15/2024 | 2.80 |
| Ross Stores | 0.33% | -0.01% | $18,276,697.73 | Corporates | Consumer Cyclical | United States | 4.60% | A2 | 04/15/2025 | 4.02 |
| JD.com | 0.32% | -0.01% | $18,137,997.65 | Corporates | Consumer Cyclical | China | 3.13% | Baa1 | 04/29/2021 | 0.57 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.32% | -0.01% | $18,048,550.69 | Corporates | Communications | United States | 4.91% | Ba1 | 07/23/2025 | 4.14 |
| Exxon Mobil | 0.32% | 0.05% | $17,969,427.90 | Corporates | Energy | United States | 2.99% | Aa1 | 03/19/2025 | 4.15 |
| Shanghai Electric Group Global Investment | 0.31% | -0.01% | $17,487,779.83 | Government Related | Owned No Guarantee | China | 2.65% | A3 | 11/21/2024 | 3.74 |
| Sinosing Services Pte | 0.31% | -0.01% | $17,236,299.70 | Corporates | Electric | China | 2.25% | A2 | 02/20/2025 | 4.17 |
| Williams | 0.31% | 0.03% | $17,162,874.73 | Corporates | Energy | United States | 3.70% | Baa3 | 01/15/2023 | 1.97 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.30% | N/A | $16,802,072.68 | Corporates | Communications | United States | 3.85% | Baa2 | 04/15/2023 | 2.40 |
| Gilead Sciences | 0.30% | N/A | $16,787,761.04 | Corporates | Consumer Non Cyclical | United States | 0.75% | A3 | 09/29/2023 | 1.40 |
| EQT | 0.29% | 0.04% | $16,551,810.00 | Corporates | Energy | United States | 3.00% | Ba3 | 10/01/2022 | 1.90 |
| CNH Industrial Capital | 0.29% | -0.00% | $16,509,541.65 | Corporates | Capital Goods | United States | 4.38% | Baa3 | 11/06/2020 | 0.10 |
| Microchip Technology | 0.29% | -0.00% | $16,433,375.66 | Corporates | Technology | United States | 3.92% | Baa3 | 06/01/2021 | 0.66 |
| Towd Point Mortgage Trust 2018-2 | 0.29% | -0.04% | $16,341,643.03 | Securitized | CMO | United States | 3.25% | Aaa | 03/25/2058 | 2.30 |
| Navient Private Education Refi Loan Trust 2019-G | 0.29% | -0.06% | $16,331,344.05 | Securitized | Student Loan | United States | 2.40% | NR | 10/15/2068 | 2.95 |
| Swedbank | 0.29% | -0.00% | $16,304,183.72 | Corporates | Banking | Sweden | 2.65% | Aa3 | 03/10/2021 | 0.44 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.29% | -0.01% | $16,293,300.79 | Securitized | Car Loan | United States | 3.36% | NR | 11/21/2022 | 1.23 |
| Cheniere Corpus Christi Holdings | 0.29% | -0.00% | $16,196,079.64 | Corporates | Energy | United States | 7.00% | Baa3 | 06/30/2024 | 2.94 |
| Ally Master Owner Trust | 0.29% | -0.01% | $16,074,092.42 | Securitized | Car Loan | United States | 3.29% | Aaa | 05/15/2023 | 0.61 |
| Magnetite XVI | 0.28% | -0.01% | $15,730,437.87 | Securitized | ABS Other | United States | 1.07% | Aaa | 01/18/2028 | 0.05 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.28% | 0.07% | $15,682,384.45 | Securitized | Car Loan | United States | 3.13% | NR | 01/18/2023 | 1.26 |
| Verus Securitization Trust 2020-2 | 0.28% | -0.03% | $15,532,761.03 | Securitized | CMO | United States | 2.23% | NR | 05/25/2060 | 1.51 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.28% | -0.01% | $15,512,178.15 | Securitized | Car Loan | United States | 3.70% | NR | 06/20/2025 | 1.63 |
| Ubs | 0.27% | -0.00% | $15,223,250.23 | Corporates | Banking | Switzerland | 3.00% | A3 | 04/15/2021 | 0.53 |
| U.S. Treasury Notes | 0.27% | -0.01% | $15,135,113.63 | Treasuries | Treasuries | United States | 2.13% | Aaa | 05/15/2022 | 1.59 |
| Goldman Sachs | 0.27% | -0.00% | $14,901,789.09 | Corporates | Banking | United States | 5.75% | A3 | 01/24/2022 | 1.27 |
| Hyundai Capital America | 0.26% | -0.00% | $14,624,977.30 | Corporates | Consumer Cyclical | United States | 2.38% | Baa1 | 02/10/2023 | 2.29 |
| Marathon Oil | 0.26% | -0.00% | $14,537,945.12 | Corporates | Energy | United States | 2.80% | Baa3 | 11/01/2022 | 1.81 |
| Fiserv | 0.26% | -0.01% | $14,367,375.78 | Corporates | Technology | United States | 2.75% | Baa2 | 07/01/2024 | 3.50 |
| Carrier Global | 0.26% | -0.01% | $14,349,465.87 | Corporates | Capital Goods | United States | 2.24% | Baa3 | 02/15/2025 | 4.11 |
| General Motors Financial | 0.25% | 0.03% | $14,249,241.17 | Corporates | Consumer Cyclical | United States | 2.90% | Baa3 | 02/26/2025 | 4.08 |
| Synchrony Card Funding | 0.25% | -0.01% | $14,214,552.51 | Securitized | Credit Card | United States | 2.34% | Aaa | 06/15/2025 | 1.67 |
| Saudi Arabian Oil | 0.25% | -0.01% | $13,987,537.25 | Government Related | Owned No Guarantee | Saudi Arabia | 2.75% | A1 | 04/16/2022 | 1.49 |
| Banco Bilbao Vizcaya Argentaria | 0.25% | N/A | $13,954,755.17 | Corporates | Banking | Spain | 0.88% | A3 | 09/18/2023 | 2.92 |
| Carlyle Global Market Strategies CLO 2015-3 | 0.25% | -0.01% | $13,912,581.40 | Securitized | ABS Other | United States | 1.25% | Aaa | 07/28/2028 | 0.08 |
| JPMorgan Chase | 0.25% | -0.01% | $13,903,075.62 | Corporates | Banking | United States | 2.08% | A2 | 04/22/2026 | 4.32 |
| Smb Private Education Loan Trust 2018 | 0.25% | -0.02% | $13,900,904.59 | Securitized | Student Loan | United States | 0.87% | Aaa | 01/15/2037 | 0.02 |
| Banco Santander Chile | 0.25% | -0.01% | $13,886,064.49 | Corporates | Banking | Chile | 2.50% | A1 | 12/15/2020 | 0.13 |
| China Overseas Finance Cayman VII | 0.25% | N/A | $13,856,684.94 | Government Related | Owned No Guarantee | China | 4.25% | Baa1 | 04/26/2023 | 2.40 |
| Santander Retail Auto Lease Trust 2019 | 0.25% | -0.00% | $13,822,366.63 | Securitized | Car Loan | United States | 2.88% | NR | 06/20/2024 | 2.14 |
| Abn Amro Bank | 0.25% | -0.01% | $13,760,042.73 | Corporates | Banking | Netherlands | 0.82% | A1 | 08/27/2021 | 0.16 |
| Enel Finance International | 0.24% | -0.01% | $13,746,277.63 | Corporates | Electric | Italy | 4.25% | Baa2 | 09/14/2023 | 2.80 |
| AbbVie | 0.24% | 0.03% | $13,675,213.16 | Corporates | Consumer Non Cyclical | United States | 2.90% | Baa2 | 11/06/2022 | 2.02 |
| Daimler Finance North America | 0.24% | 0.05% | $13,669,489.99 | Corporates | Consumer Cyclical | United States | 1.75% | A3 | 03/10/2023 | 2.39 |
| Apple | 0.24% | -0.01% | $13,664,926.17 | Corporates | Technology | United States | 2.40% | Aa1 | 05/03/2023 | 2.50 |
| Synchrony Card Issuance Trust | 0.24% | -0.01% | $13,638,688.47 | Securitized | Credit Card | United States | 3.38% | Aaa | 09/15/2024 | 0.94 |
| Aon | 0.24% | 0.06% | $13,629,930.69 | Corporates | Insurance | United States | 2.80% | Baa2 | 03/15/2021 | 0.45 |
| Citigroup | 0.24% | -0.00% | $13,557,188.32 | Corporates | Banking | United States | 2.90% | A3 | 12/08/2021 | 1.08 |
| Cole Park CLO Ltd 2015-1 | 0.24% | -0.01% | $13,531,676.49 | Securitized | ABS Other | United States | 1.32% | Aaa | 10/20/2028 | 0.06 |
| China Mengniu Dairy | 0.24% | -0.01% | $13,476,491.95 | Corporates | Consumer Non Cyclical | China | 1.88% | Baa1 | 06/17/2025 | 4.44 |
| Exxon Mobil | 0.24% | 0.05% | $13,424,729.12 | Corporates | Energy | United States | 1.57% | Aa1 | 04/15/2023 | 2.48 |
| Western Midstream Operating | 0.24% | -0.01% | $13,321,900.00 | Corporates | Energy | United States | 4.00% | Ba2 | 07/01/2022 | 1.52 |
| BlueMountain CLO 2015-2 | 0.24% | -0.01% | $13,282,934.47 | Securitized | ABS Other | United States | 1.20% | Aaa | 07/18/2027 | 0.15 |
| HSBC Holdings | 0.23% | 0.06% | $13,163,518.81 | Corporates | Banking | United Kingdom | 1.65% | A2 | 04/18/2026 | 4.35 |
| CIM Trust 2020-INV1 | 0.23% | N/A | $12,988,474.80 | Securitized | CMO | United States | 2.50% | Aaa | 04/25/2050 | 4.19 |
| Nissan Master Owner Trust Receivables | 0.23% | -0.00% | $12,916,262.54 | Securitized | Car Loan | United States | 0.58% | Aaa | 11/15/2023 | 0.06 |
| Takeda Pharmaceutical | 0.23% | -0.01% | $12,913,181.73 | Corporates | Consumer Non Cyclical | Japan | 4.00% | Baa2 | 11/26/2021 | 1.04 |
| Enel Finance International | 0.23% | -0.01% | $12,892,265.14 | Corporates | Electric | Italy | 2.88% | Baa2 | 05/25/2022 | 1.60 |
| Highwoods Realty | 0.23% | -0.01% | $12,860,129.91 | Corporates | REITs | United States | 3.63% | Baa2 | 01/15/2023 | 1.98 |
| US Bank NA/Cincinnati OH | 0.23% | -0.01% | $12,783,305.28 | Corporates | Banking | United States | 0.56% | A1 | 04/26/2021 | 0.07 |
| Bank of America | 0.23% | -0.00% | $12,661,153.39 | Corporates | Banking | United States | 1.43% | A2 | 01/20/2023 | 0.06 |
| HSBC Holdings | 0.22% | 0.06% | $12,603,948.90 | Corporates | Banking | United Kingdom | 2.10% | A2 | 06/04/2026 | 4.42 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.22% | -0.00% | $12,566,319.21 | Securitized | NON AGENCY CMBS | United States | 1.08% | Aaa | 12/15/2036 | 0.67 |
| Synchrony Credit Card Master Note Trust | 0.22% | -0.00% | $12,563,763.09 | Securitized | Credit Card | United States | 3.36% | Aa3 | 03/15/2024 | 0.45 |
| Ubs | 0.22% | -0.00% | $12,556,631.05 | Corporates | Banking | Switzerland | 1.01% | NR | 07/30/2024 | 2.78 |
| Imperial Brands Finance | 0.22% | N/A | $12,513,094.99 | Corporates | Consumer Non Cyclical | United Kingdom | 3.75% | Baa3 | 07/21/2022 | 1.59 |
| Lyondellbasell Industries | 0.22% | -0.01% | $12,486,087.23 | Corporates | Basic Industry | United States | 6.00% | Baa1 | 11/15/2021 | 0.85 |
| Cooperatieve Rabobank UA | 0.22% | -0.00% | $12,424,781.72 | Corporates | Banking | Netherlands | 3.95% | Baa1 | 11/09/2022 | 2.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.22% | -0.00% | $12,405,950.58 | Securitized | NON AGENCY CMBS | United States | 1.50% | NR | 09/15/2029 | 0.68 |
| Smb Private Education Loan Trust 2014 | 0.22% | -0.00% | $12,363,521.15 | Securitized | Student Loan | United States | 1.65% | Aaa | 04/15/2032 | 0.05 |
| New Orleans Hotel Trust 2019-HNLA | 0.22% | -0.01% | $12,321,048.48 | Securitized | NON AGENCY CMBS | United States | 1.44% | NR | 04/15/2032 | 0.63 |
| Toronto-Dominion Bank | 0.22% | -0.01% | $12,250,957.86 | Corporates | Banking | Canada | 0.48% | Aa1 | 01/25/2021 | 0.07 |
| Navient Private Education Refi Loan Trust 2019-E | 0.22% | 0.06% | $12,204,803.72 | Securitized | Student Loan | United States | 2.64% | NR | 05/15/2068 | 3.45 |
| Towd Point Mortgage Trust 2018-5 | 0.22% | -0.02% | $12,128,809.63 | Securitized | CMO | United States | 3.25% | Aaa | 07/25/2058 | 2.53 |
| Vulcan Materials | 0.21% | -0.01% | $12,053,227.95 | Corporates | Capital Goods | United States | 0.90% | Baa3 | 03/01/2021 | 0.17 |
| Towd Point Mortgage Trust 2017-6 | 0.21% | -0.02% | $12,032,427.45 | Securitized | CMO | United States | 2.75% | Aaa | 10/25/2057 | 2.11 |
| SLM Student Loan Trust 2008-1 | 0.21% | -0.01% | $11,946,854.67 | Securitized | Student Loan | United States | 0.89% | Ba3 | 01/25/2022 | -0.02 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.21% | 0.04% | $11,904,213.04 | Securitized | Car Loan | United States | 3.18% | Aa1 | 07/18/2023 | 1.67 |
| Altria | 0.21% | -0.00% | $11,810,839.96 | Corporates | Consumer Non Cyclical | United States | 3.80% | A3 | 02/14/2024 | 3.11 |
| McKesson | 0.21% | -0.01% | $11,712,954.83 | Corporates | Consumer Non Cyclical | United States | 3.65% | Baa2 | 11/30/2020 | 0.16 |
| Roper Technologies | 0.21% | 0.03% | $11,672,471.62 | Corporates | Capital Goods | United States | 3.13% | Baa2 | 11/15/2022 | 1.82 |
| FWD Securitization Trust 2020-INV1 | 0.21% | -0.02% | $11,543,884.91 | Securitized | CMO | United States | 2.24% | NR | 01/25/2050 | 3.95 |
| Cheniere Corpus Christi Holdings | 0.20% | -0.00% | $11,484,059.59 | Corporates | Energy | United States | 5.88% | Baa3 | 03/31/2025 | 3.62 |
| Federal National Mortgage Assn. | 0.20% | -0.00% | $11,459,210.71 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2049 | 4.07 |
| BX Trust 2018-GW | 0.20% | -0.00% | $11,426,369.50 | Securitized | NON AGENCY CMBS | United States | 0.95% | NR | 05/15/2035 | 0.67 |
| Schlumberger Holdings | 0.20% | 0.05% | $11,419,223.17 | Corporates | Energy | United States | 3.75% | Baa1 | 05/01/2024 | 3.27 |
| State Board of Administration Finance | 0.20% | N/A | $11,337,046.36 | Government Related | Local Authorities | United States | 1.26% | Aa3 | 07/01/2025 | 4.61 |
| Barings CLO Ltd 2013-I | 0.20% | -0.01% | $11,272,319.23 | Securitized | ABS Other | United States | 1.07% | Aaa | 01/20/2028 | 0.25 |
| CNH Industrial Capital | 0.20% | -0.00% | $11,264,785.45 | Corporates | Capital Goods | United States | 3.88% | Baa3 | 10/15/2021 | 1.00 |
| KKR CLO 13 | 0.20% | -0.02% | $11,215,900.30 | Securitized | ABS Other | United States | 1.07% | Aaa | 01/16/2028 | 0.13 |
| Heathrow Funding | 0.20% | N/A | $11,185,030.57 | Corporates | Transportation | United Kingdom | 4.88% | NR | 07/15/2021 | 0.77 |
| Verus Securitization Trust 2020-1 | 0.20% | -0.00% | $11,111,425.48 | Securitized | CMO | United States | 2.42% | NR | 01/25/2060 | 1.58 |
| Avolon Holdings Funding | 0.20% | 0.04% | $11,092,529.17 | Corporates | Finance Companies | Ireland | 3.63% | Baa3 | 05/01/2022 | 1.47 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.20% | 0.04% | $11,074,560.86 | Corporates | Banking | Mexico | 4.13% | Baa1 | 11/09/2022 | 2.00 |
| Danske Bank | 0.20% | 0.02% | $11,028,869.06 | Corporates | Banking | Denmark | 3.00% | Baa3 | 09/20/2022 | 0.96 |
| Danske Bank | 0.20% | 0.02% | $11,026,300.62 | Corporates | Banking | Denmark | 1.23% | A3 | 06/22/2024 | 3.03 |
| NextEra Energy Capital Holdings | 0.20% | -0.01% | $10,954,665.63 | Corporates | Electric | United States | 0.81% | Baa1 | 08/28/2021 | 0.08 |
| Sabine Pass Liquefaction | 0.19% | 0.07% | $10,885,188.63 | Corporates | Energy | United States | 5.63% | Baa3 | 04/15/2023 | 2.13 |
| PayPal Holdings | 0.19% | -0.01% | $10,877,025.14 | Corporates | Technology | United States | 1.35% | A3 | 06/01/2023 | 2.61 |
| Navient Private Education Refi Loan Trust 2019 | 0.19% | 0.05% | $10,808,667.12 | Securitized | Student Loan | United States | 3.42% | NR | 01/15/2043 | 2.38 |
| Credit Suisse AG/New York NY | 0.19% | 0.11% | $10,808,009.47 | Corporates | Banking | Switzerland | 2.10% | A1 | 11/12/2021 | 1.10 |
| CK Hutchison International 17 II | 0.19% | -0.01% | $10,783,468.12 | Corporates | Consumer Non Cyclical | Hong Kong | 2.75% | A2 | 03/29/2023 | 2.41 |
| Aia | 0.19% | -0.01% | $10,758,719.56 | Corporates | Insurance | Hong Kong | 0.75% | A2 | 09/20/2021 | 0.22 |
| Banque Federative Du Credit Mutuel | 0.19% | -0.01% | $10,752,925.78 | Corporates | Banking | France | 2.13% | Aa3 | 11/21/2022 | 2.08 |
| Credit Suisse AG/New York NY | 0.19% | 0.11% | $10,747,381.67 | Corporates | Banking | Switzerland | 1.00% | A1 | 05/05/2023 | 2.55 |
| CGDB Commercial Mortgage Trust 2019-MOB | 0.19% | 0.00% | $10,704,741.50 | Securitized | NON AGENCY CMBS | United States | 1.80% | NR | 11/15/2036 | 0.70 |
| COMM 2014-UBS5 Mortgage Trust | 0.19% | N/A | $10,677,513.68 | Securitized | NON AGENCY CMBS | United States | 3.84% | Aaa | 09/10/2047 | 3.65 |
| Madison Park Funding XVIII | 0.19% | -0.01% | $10,671,329.85 | Securitized | ABS Other | United States | 1.46% | NR | 10/21/2030 | 0.25 |
| Citibank NA | 0.19% | -0.01% | $10,634,705.98 | Corporates | Banking | United States | 2.84% | Aa3 | 05/20/2022 | 0.63 |
| New York Life Global Funding | 0.19% | -0.01% | $10,573,615.57 | Corporates | Insurance | United States | 0.57% | Aaa | 08/06/2021 | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.19% | -0.00% | $10,477,566.94 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 02/01/2022 | 1.23 |
| Union Pacific | 0.19% | -0.01% | $10,442,589.83 | Corporates | Transportation | United States | 3.20% | Baa1 | 06/08/2021 | 0.68 |
| Standard Chartered | 0.19% | 0.02% | $10,426,671.35 | Corporates | Banking | United Kingdom | 2.74% | A2 | 09/10/2022 | 0.93 |
| Evernorth Health | 0.19% | -0.01% | $10,414,895.14 | Corporates | Consumer Non Cyclical | United States | 1.01% | NR | 11/30/2020 | 0.16 |
| Verizon Owner Trust 2018-1 | 0.19% | -0.01% | $10,406,696.23 | Securitized | ABS Other | United States | 3.20% | NR | 09/20/2022 | 0.97 |
| American International | 0.19% | -0.00% | $10,406,612.46 | Corporates | Insurance | United States | 2.50% | Baa1 | 06/30/2025 | 4.40 |
| Bayer US Finance II | 0.19% | N/A | $10,391,252.00 | Corporates | Consumer Non Cyclical | Germany | 0.86% | Baa1 | 06/25/2021 | 0.25 |
| Fannie Mae Connecticut Avenue Securities | 0.18% | -0.03% | $10,362,815.78 | Securitized | CMO | United States | 1.00% | NR | 10/25/2030 | 0.43 |
| OBX 2020-EXP2 Trust | 0.18% | 0.03% | $10,286,716.71 | Securitized | CMO | United States | 3.00% | NR | 05/25/2060 | 1.72 |
| Morgan Stanley Capital I Trust 2014-150E | 0.18% | N/A | $10,278,673.24 | Securitized | NON AGENCY CMBS | United States | 3.91% | NR | 09/09/2032 | 3.67 |
| Valero Energy | 0.18% | 0.03% | $10,247,557.54 | Corporates | Energy | United States | 2.70% | Baa2 | 04/15/2023 | 2.43 |
| Enterprise Products Operating | 0.18% | -0.01% | $10,244,976.51 | Corporates | Energy | United States | 3.50% | Baa1 | 02/01/2022 | 1.31 |
| NXP BV / NXP Funding | 0.18% | 0.04% | $10,226,461.32 | Corporates | Technology | Netherlands | 4.63% | Baa3 | 06/01/2023 | 2.50 |
| COMM 2015-LC23 Mortgage Trust | 0.18% | -0.08% | $10,206,072.35 | Securitized | NON AGENCY CMBS | United States | 3.22% | Aaa | 10/10/2048 | 0.11 |
| JP Morgan Mortgage Trust 2020-LTV1 | 0.18% | -0.05% | $10,205,173.72 | Securitized | CMO | United States | 3.50% | Aaa | 06/25/2050 | 2.03 |
| Eastern Creation II Investment Holdings | 0.18% | N/A | $10,196,309.59 | Government Related | Local Authorities | China | 1.00% | A1 | 09/10/2023 | 2.89 |
| AmeriCredit Automobile Receivables Trust 2016-3 | 0.18% | -0.01% | $10,152,832.33 | Securitized | Car Loan | United States | 2.71% | NR | 09/08/2022 | 0.79 |
| NatWest Markets | 0.18% | -0.00% | $10,099,445.75 | Corporates | Banking | United Kingdom | 2.38% | Baa2 | 05/21/2023 | 2.54 |
| Fannie Mae Connecticut Avenue Securities | 0.18% | -0.03% | $10,004,759.63 | Securitized | CMO | United States | 1.25% | NR | 11/25/2029 | 0.45 |
| Yongda Investment | 0.18% | -0.00% | $9,984,043.43 | Corporates | Capital Goods | China | 2.25% | Baa2 | 06/16/2025 | 4.44 |
| Symphony CLO XVII | 0.18% | -0.01% | $9,980,874.94 | Securitized | ABS Other | United States | 1.16% | Aaa | 04/15/2028 | 0.04 |
| Canadian Natural Resources | 0.18% | -0.00% | $9,915,342.22 | Corporates | Energy | Canada | 2.05% | Baa2 | 07/15/2025 | 4.49 |
| Energy Transfer Operating | 0.17% | 0.01% | $9,783,573.39 | Corporates | Energy | United States | 4.25% | Baa3 | 03/15/2023 | 2.14 |
| WFRBS Commercial Mortgage Trust 2014-C23 | 0.17% | N/A | $9,778,458.52 | Securitized | NON AGENCY CMBS | United States | 3.92% | Aaa | 10/15/2057 | 3.69 |
| KeyBank NA/Cleveland OH | 0.17% | 0.05% | $9,754,061.56 | Corporates | Banking | United States | 1.25% | A3 | 03/10/2023 | 2.40 |
| Harley-Davidson Financial Services | 0.17% | 0.05% | $9,753,325.14 | Corporates | Consumer Cyclical | United States | 4.05% | Baa3 | 02/04/2022 | 1.31 |
| Port Authority of New York & New Jersey | 0.17% | N/A | $9,751,671.62 | Government Related | Local Authorities | United States | 1.09% | Aa3 | 07/01/2023 | 2.70 |
| Verus Securitization Trust 2019-INV2 | 0.17% | -0.02% | $9,722,338.11 | Securitized | CMO | United States | 2.91% | NR | 07/25/2059 | 1.42 |
| Citigroup | 0.17% | -0.00% | $9,695,057.62 | Corporates | Banking | United States | 2.31% | A3 | 11/04/2022 | 1.07 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.17% | N/A | $9,664,700.88 | Securitized | Car Loan | United States | 0.69% | Aa1 | 03/17/2025 | 1.99 |
| Bristol-Myers Squibb | 0.17% | 0.03% | $9,554,567.38 | Corporates | Consumer Non Cyclical | United States | 2.88% | A2 | 02/19/2021 | 0.39 |
| Santander UK | 0.17% | -0.01% | $9,542,666.03 | Corporates | Banking | United Kingdom | 2.10% | Aa3 | 01/13/2023 | 2.23 |
| SBA Tower Trust | 0.17% | 0.04% | $9,472,215.82 | Corporates | Communications | United States | 3.17% | A2 | 04/15/2022 | 0.54 |
| Pernod Ricard | 0.17% | -0.01% | $9,465,834.76 | Corporates | Consumer Non Cyclical | France | 4.45% | Baa1 | 01/15/2022 | 1.26 |
| Brixmor Operating Partnership | 0.17% | 0.03% | $9,414,962.34 | Corporates | REITs | United States | 3.25% | Baa3 | 09/15/2023 | 2.70 |
| DuPont de Nemours | 0.17% | -0.01% | $9,409,386.17 | Corporates | Basic Industry | United States | 3.77% | Baa1 | 11/15/2020 | 0.12 |
| Freddie Mac Stacr Remic Trust 2020-HQA2 | 0.17% | -0.04% | $9,375,949.53 | Securitized | CMO | United States | 1.25% | Baa1 | 03/25/2050 | 0.08 |
| Hasbro | 0.17% | -0.00% | $9,324,826.11 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 11/19/2024 | 3.81 |
| Deutsche Bank AG/New York NY | 0.17% | 0.02% | $9,287,857.85 | Corporates | Banking | Germany | 3.15% | Baa3 | 01/22/2021 | 0.31 |
| Goldman Sachs | 0.17% | -0.00% | $9,266,083.87 | Corporates | Banking | United States | 1.35% | A3 | 04/26/2022 | 0.07 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | 0.16% | N/A | $9,187,599.78 | Securitized | NON AGENCY CMBS | United States | 3.93% | Aaa | 09/15/2047 | 3.62 |
| Western Union | 0.16% | 0.01% | $9,165,224.44 | Corporates | Consumer Cyclical | United States | 2.85% | Baa2 | 01/10/2025 | 3.96 |
| BMW US Capital | 0.16% | -0.00% | $9,129,918.36 | Corporates | Consumer Cyclical | Germany | 0.68% | A2 | 04/12/2021 | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 | 0.16% | N/A | $9,125,736.02 | Securitized | CMO | United States | 1.45% | Baa2 | 09/25/2050 | 0.08 |
| Becton Dickinson And | 0.16% | 0.03% | $9,075,061.11 | Corporates | Consumer Non Cyclical | United States | 3.36% | Ba1 | 06/06/2024 | 3.32 |
| Mitsubishi Ufj Financial | 0.16% | 0.06% | $9,028,556.72 | Corporates | Banking | Japan | 3.22% | A1 | 03/07/2022 | 1.40 |
| Smb Private Education Loan Trust 2016 | 0.16% | -0.01% | $8,981,002.43 | Securitized | Student Loan | United States | 1.25% | Aaa | 09/15/2034 | 0.31 |
| Caterpillar Financial Services | 0.16% | -0.00% | $8,980,260.71 | Corporates | Capital Goods | United States | 2.95% | A3 | 02/26/2022 | 1.38 |
| Hilton Grand Vacations Trust 2017 | 0.16% | 0.01% | $8,978,569.55 | Securitized | ABS Other | United States | 2.66% | NR | 12/26/2028 | 1.68 |
| Synchrony Credit Card Master Note Trust | 0.16% | -0.00% | $8,966,813.74 | Securitized | Credit Card | United States | 2.95% | NR | 05/15/2024 | 0.61 |
| Expedia | 0.16% | N/A | $8,949,912.22 | Corporates | Consumer Cyclical | United States | 3.60% | Baa3 | 12/15/2023 | 2.95 |
| Federal National Mortgage Assn. | 0.16% | -0.00% | $8,924,098.60 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 07/01/2050 | 3.00 |
| Navient Private Education Refi Loan Trust 2020-F | 0.16% | N/A | $8,918,154.36 | Securitized | Student Loan | United States | 1.22% | NR | 07/15/2069 | 2.66 |
| Cenovus Energy | 0.16% | -0.00% | $8,903,741.60 | Corporates | Energy | Canada | 3.00% | Ba2 | 08/15/2022 | 1.75 |
| Neuberger Berman CLO XIX | 0.16% | -0.01% | $8,818,530.12 | Securitized | ABS Other | United States | 1.08% | Aaa | 07/15/2027 | 0.13 |
| Federal National Mortgage Assn. | 0.15% | -0.00% | $8,660,595.48 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2050 | 3.05 |
| Comcast | 0.15% | -0.00% | $8,636,771.04 | Corporates | Communications | United States | 3.70% | A3 | 04/15/2024 | 3.23 |
| OBX 2020-EXP3 Trust | 0.15% | N/A | $8,633,062.40 | Securitized | CMO | United States | 3.00% | NR | 01/25/2060 | 2.82 |
| POSCO | 0.15% | -0.00% | $8,622,188.70 | Corporates | Basic Industry | South Korea | 2.38% | Baa1 | 11/12/2022 | 2.05 |
| Simon Property | 0.15% | 0.04% | $8,570,554.21 | Corporates | REITs | United States | 3.38% | A2 | 10/01/2024 | 3.58 |
| Bank of Montreal | 0.15% | -0.01% | $8,534,295.10 | Corporates | Banking | Canada | 0.73% | Aa2 | 04/13/2021 | 0.04 |
| Daimler Finance North America | 0.15% | 0.05% | $8,514,613.45 | Corporates | Consumer Cyclical | United States | 3.75% | A3 | 11/05/2021 | 1.07 |
| Fannie Mae REMICS | 0.15% | -0.05% | $8,506,117.53 | Securitized | CMO | United States | 4.00% | NR | 06/25/2044 | 0.49 |
| Truist Bank | 0.15% | -0.00% | $8,497,503.20 | Corporates | Banking | United States | 2.80% | A2 | 05/17/2022 | 1.51 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.15% | -0.00% | $8,461,854.24 | Securitized | NON AGENCY CMBS | United States | 1.58% | A3 | 05/15/2036 | 0.72 |
| Otis Worldwide | 0.15% | N/A | $8,461,066.40 | Corporates | Capital Goods | United States | 2.06% | Baa2 | 04/05/2025 | 4.22 |
| AbbVie | 0.15% | 0.03% | $8,434,724.05 | Corporates | Consumer Non Cyclical | United States | 2.30% | Baa2 | 05/14/2021 | 0.61 |
| OZLM VIII | 0.15% | -0.00% | $8,421,122.03 | Securitized | ABS Other | United States | 1.44% | Aaa | 10/17/2029 | 0.19 |
| Charles Schwab | 0.15% | -0.01% | $8,421,041.90 | Corporates | Brokerage Assetmanagers Exchanges | United States | 0.57% | A2 | 05/21/2021 | 0.15 |
| Daimler Trucks Retail Trust 2020-1 | 0.15% | -0.00% | $8,415,271.21 | Securitized | ABS Other | United States | 1.37% | Aaa | 06/15/2027 | 2.51 |
| General Motors | 0.15% | -0.00% | $8,384,950.37 | Corporates | Consumer Cyclical | United States | 5.40% | Baa3 | 10/02/2023 | 2.75 |
| GMF Floorplan Owner Revolving Trust | 0.15% | 0.04% | $8,384,686.26 | Securitized | Car Loan | United States | 3.44% | Aa2 | 03/15/2023 | 0.45 |
| Morgan Stanley | 0.15% | -0.00% | $8,375,329.84 | Corporates | Banking | United States | 2.75% | A3 | 05/19/2022 | 1.59 |
| Volkswagen Group of America Finance | 0.15% | 0.04% | $8,342,883.93 | Corporates | Consumer Cyclical | Germany | 3.88% | A3 | 11/13/2020 | 0.12 |
| Goldman Sachs | 0.15% | -0.00% | $8,325,639.31 | Corporates | Banking | United States | 3.50% | A3 | 04/01/2025 | 4.14 |
| Cayuga Park CLO | 0.15% | N/A | $8,324,022.57 | Securitized | ABS Other | United States | 1.83% | NR | 07/17/2031 | 0.48 |
| CVS Health | 0.15% | 0.05% | $8,300,008.50 | Corporates | Consumer Non Cyclical | United States | 3.70% | Baa2 | 03/09/2023 | 2.28 |
| Harley-Davidson Financial Services | 0.15% | 0.05% | $8,280,842.63 | Corporates | Consumer Cyclical | United States | 1.18% | Baa3 | 03/02/2021 | 0.17 |
| WFRBS Commercial Mortgage Trust 2014-LC14 | 0.15% | N/A | $8,247,104.52 | Securitized | NON AGENCY CMBS | United States | 4.05% | Aaa | 03/15/2047 | 3.07 |
| Natwest | 0.15% | -0.01% | $8,231,031.58 | Corporates | Banking | United Kingdom | 3.88% | Baa2 | 09/12/2023 | 2.80 |
| Wells Fargo Bank NA | 0.15% | -0.01% | $8,185,598.40 | Corporates | Banking | United States | 2.08% | Aa2 | 09/09/2022 | 0.93 |
| Keurig Dr Pepper | 0.15% | -0.00% | $8,165,642.07 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa2 | 05/25/2021 | 0.64 |
| Danske Bank | 0.14% | 0.02% | $8,122,948.76 | Corporates | Banking | Denmark | 5.00% | Baa3 | 01/12/2022 | 1.24 |
| Santander Drive Auto Receivables Trust 2019-3 | 0.14% | -0.01% | $8,110,325.25 | Securitized | Car Loan | United States | 2.28% | Aaa | 09/15/2023 | 0.73 |
| Nissan Motor | 0.14% | N/A | $8,090,771.30 | Corporates | Consumer Cyclical | Japan | 3.04% | Baa3 | 09/15/2023 | 2.81 |
| Hyundai Capital America | 0.14% | -0.00% | $8,085,408.75 | Corporates | Consumer Cyclical | United States | 3.00% | Baa1 | 06/20/2022 | 1.67 |
| HPHT Finance 17 | 0.14% | -0.01% | $8,073,604.98 | Corporates | Transportation | Hong Kong | 2.75% | Baa1 | 09/11/2022 | 1.89 |
| Austin Fairmont Hotel Trust 2019-FAIR | 0.14% | -0.00% | $8,020,298.63 | Securitized | NON AGENCY CMBS | United States | 1.20% | NR | 09/15/2032 | 0.23 |
| Equifax | 0.14% | -0.00% | $7,975,206.09 | Corporates | Technology | United States | 2.30% | Baa2 | 06/01/2021 | 0.66 |
| Fannie Mae Connecticut Avenue Securities | 0.14% | -0.03% | $7,962,895.45 | Securitized | CMO | United States | 1.00% | NR | 10/25/2030 | 0.35 |
| Oracle | 0.14% | -0.00% | $7,951,755.76 | Corporates | Technology | United States | 2.50% | A3 | 04/01/2025 | 4.22 |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY | 0.14% | -0.00% | $7,950,113.39 | Securitized | NON AGENCY CMBS | United States | 1.00% | NR | 09/15/2034 | 0.69 |
| Navient Private Education Refi Loan Trust 2020-D | 0.14% | -0.02% | $7,927,137.06 | Securitized | Student Loan | United States | 1.69% | NR | 05/15/2069 | 3.80 |
| Sempra Energy | 0.14% | -0.00% | $7,924,073.21 | Corporates | Natural Gas | United States | 0.78% | Baa2 | 01/15/2021 | 0.02 |
| Swedbank | 0.14% | -0.00% | $7,884,210.69 | Corporates | Banking | Sweden | 1.30% | Aa3 | 06/02/2023 | 2.61 |
| General Mills | 0.14% | -0.01% | $7,878,751.03 | Corporates | Consumer Non Cyclical | United States | 0.81% | Baa2 | 04/16/2021 | 0.04 |
| OBX 2019-EXP3 Trust | 0.14% | -0.02% | $7,872,223.76 | Securitized | CMO | United States | 1.05% | NR | 10/25/2059 | 0.10 |
| Golub Capital Partners CLO 39B | 0.14% | -0.00% | $7,837,516.31 | Securitized | ABS Other | United States | 1.42% | Aaa | 10/20/2028 | 0.25 |
| Galton Funding Mortgage Trust 2019-H1 | 0.14% | 0.00% | $7,817,103.04 | Securitized | CMO | United States | 3.34% | NR | 10/25/2059 | 3.00 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.14% | -0.02% | $7,810,659.97 | Securitized | CMO | United States | 3.50% | NR | 01/28/2058 | 2.10 |
| Simon Property | 0.14% | 0.04% | $7,806,027.31 | Corporates | REITs | United States | 2.63% | A2 | 06/15/2022 | 1.43 |
| Charles Schwab | 0.14% | -0.01% | $7,778,737.82 | Corporates | Brokerage Assetmanagers Exchanges | United States | 4.20% | A2 | 03/24/2025 | 4.08 |
| Avis Budget Rental Car Funding AESOP | 0.14% | 0.04% | $7,778,692.82 | Securitized | Car Loan | United States | 3.35% | Aa2 | 09/22/2025 | 3.54 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.14% | -0.00% | $7,767,281.81 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 12/16/2021 | 1.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.14% | -0.00% | $7,735,665.80 | Corporates | Finance Companies | Ireland | 4.50% | Baa3 | 09/15/2023 | 2.70 |
| PNM Resources | 0.14% | -0.01% | $7,714,991.97 | Corporates | Electric | United States | 3.25% | Baa3 | 03/09/2021 | 0.43 |
| Bristol-Myers Squibb | 0.14% | 0.03% | $7,693,655.41 | Corporates | Consumer Non Cyclical | United States | 2.90% | A2 | 07/26/2024 | 3.56 |
| Enterprise Products Operating | 0.14% | -0.01% | $7,688,769.33 | Corporates | Energy | United States | 2.80% | Baa1 | 02/15/2021 | 0.37 |
| Microchip Technology | 0.14% | -0.00% | $7,666,364.76 | Corporates | Technology | United States | 2.67% | Baa3 | 09/01/2023 | 2.80 |
| Standard Chartered | 0.14% | 0.02% | $7,649,969.95 | Corporates | Banking | United Kingdom | 1.42% | A2 | 01/20/2023 | 0.05 |
| SBA Tower Trust | 0.14% | 0.04% | $7,624,278.30 | Corporates | Communications | United States | 2.84% | A2 | 01/15/2025 | 4.02 |
| Hardee s Funding | 0.14% | -0.01% | $7,600,519.84 | Securitized | ABS Other | United States | 4.25% | NR | 06/20/2048 | 1.88 |
| Verizon Owner Trust 2017-3 | 0.14% | -0.00% | $7,576,695.20 | Securitized | ABS Other | United States | 2.53% | NR | 04/20/2022 | 0.55 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 | 0.13% | N/A | $7,570,944.37 | Securitized | CMO | United States | 1.65% | NR | 08/25/2050 | -0.00 |
| CNAC HK Finbridge | 0.13% | -0.01% | $7,545,497.61 | Government Related | Owned No Guarantee | China | 4.63% | NR | 03/14/2023 | 2.32 |
| Fontainebleau Miami Beach Trust 2019-FBLU | 0.13% | 0.00% | $7,500,348.44 | Securitized | NON AGENCY CMBS | United States | 3.75% | A3 | 12/10/2036 | 3.89 |
| STACR Trust 2018-DNA2 | 0.13% | 0.03% | $7,471,248.04 | Securitized | CMO | United States | 1.10% | NR | 12/25/2030 | 0.07 |
| OCP CLO 2015-10 | 0.13% | -0.02% | $7,436,953.43 | Securitized | ABS Other | United States | 1.06% | Aaa | 10/26/2027 | 0.07 |
| Santander Retail Auto Lease Trust 2018 | 0.13% | -0.01% | $7,358,273.83 | Securitized | Car Loan | United States | 3.49% | Aa1 | 05/20/2022 | 0.23 |
| CIFC Funding 2015-V | 0.13% | -0.01% | $7,348,058.15 | Securitized | ABS Other | United States | 1.10% | Aaa | 10/25/2027 | 0.07 |
| GM Financial Automobile Leasing Trust 2019-1 | 0.13% | -0.00% | $7,342,170.28 | Securitized | Car Loan | United States | 3.56% | A2 | 12/20/2022 | 0.87 |
| PNC Bank NA | 0.13% | -0.00% | $7,335,951.14 | Corporates | Banking | United States | 2.45% | A2 | 07/28/2022 | 1.71 |
| Aker BP | 0.13% | -0.00% | $7,329,358.42 | Corporates | Energy | Norway | 3.00% | Ba1 | 01/15/2025 | 3.95 |
| BMW US Capital | 0.13% | -0.00% | $7,321,367.57 | Corporates | Consumer Cyclical | Germany | 0.75% | A2 | 08/13/2021 | 0.12 |
| Moody s | 0.13% | -0.01% | $7,304,681.50 | Corporates | Communications | United States | 3.75% | NR | 03/24/2025 | 4.11 |
| Sierra Timeshare 2019-2 Receivables Funding | 0.13% | -0.02% | $7,266,544.63 | Securitized | ABS Other | United States | 2.59% | NR | 05/20/2036 | 2.69 |
| FirstEnergy | 0.13% | -0.01% | $7,211,640.47 | Corporates | Electric | United States | 2.85% | Baa3 | 07/15/2022 | 1.59 |
| Sequoia Mortgage Trust 2018-CH2 | 0.13% | 0.05% | $7,167,348.85 | Securitized | CMO | United States | 4.00% | Aaa | 06/25/2048 | 3.09 |
| American Campus Communities Operating Partnership | 0.13% | -0.00% | $7,147,795.34 | Corporates | REITs | United States | 3.75% | Baa2 | 04/15/2023 | 2.19 |
| Eni | 0.13% | 0.06% | $7,138,414.70 | Corporates | Energy | Italy | 4.00% | Baa1 | 09/12/2023 | 2.80 |
| BAT International Finance | 0.13% | N/A | $7,138,196.89 | Corporates | Consumer Non Cyclical | United Kingdom | 1.67% | Baa2 | 03/25/2026 | 5.21 |
| SLM Student Loan Trust 2007-7 | 0.13% | -0.01% | $7,136,612.22 | Securitized | Student Loan | United States | 0.57% | Ba1 | 01/25/2022 | 0.01 |
| Mitsubishi Ufj Financial | 0.13% | 0.06% | $7,121,382.96 | Corporates | Banking | Japan | 1.18% | A1 | 02/22/2022 | 0.15 |
| Ubs | 0.13% | -0.00% | $7,100,007.90 | Corporates | Banking | Switzerland | 1.48% | A3 | 05/23/2023 | 0.23 |
| Barclays Bank | 0.13% | -0.00% | $7,084,016.26 | Corporates | Banking | United Kingdom | 2.65% | A1 | 01/11/2021 | 0.28 |
| Deutsche Bank AG/New York NY | 0.13% | 0.02% | $7,072,292.49 | Corporates | Banking | Germany | 1.54% | Baa3 | 02/04/2021 | 0.09 |
| Amphenol | 0.13% | -0.00% | $7,061,214.01 | Corporates | Capital Goods | United States | 2.05% | Baa1 | 03/01/2025 | 4.18 |
| COMM 2014-CCRE15 Mortgage Trust | 0.13% | -0.00% | $7,025,123.27 | Securitized | NON AGENCY CMBS | United States | 4.69% | Aa3 | 02/10/2047 | 3.04 |
| OBX 2020-EXP1 Trust | 0.13% | 0.03% | $7,024,639.99 | Securitized | CMO | United States | 3.50% | NR | 02/25/2060 | 2.75 |
| Neuberger Berman Loan Advisers CLO 38 | 0.12% | N/A | $6,990,000.00 | Securitized | ABS Other | United States | 1.55% | NR | 10/20/2032 | 4.06 |
| Bayview Opportunity Master Fund IVa Trust 2017-SPL5 | 0.12% | -0.01% | $6,972,261.62 | Securitized | CMO | United States | 3.50% | NR | 06/28/2057 | 1.92 |
| Baidu | 0.12% | -0.00% | $6,918,674.37 | Corporates | Technology | China | 2.88% | A3 | 07/06/2022 | 1.71 |
| Occidental Petroleum | 0.12% | -0.00% | $6,882,014.46 | Corporates | Energy | United States | 2.60% | Ba2 | 08/13/2021 | 0.84 |
| SBA Tower Trust | 0.12% | 0.04% | $6,872,164.19 | Corporates | Communications | United States | 3.45% | A2 | 03/15/2023 | 2.34 |
| Avnet | 0.12% | -0.00% | $6,860,351.66 | Corporates | Technology | United States | 3.75% | Baa3 | 12/01/2021 | 1.06 |
| Cardinal Health | 0.12% | 0.03% | $6,843,047.55 | Corporates | Consumer Non Cyclical | United States | 3.50% | Baa2 | 11/15/2024 | 3.64 |
| Diamondback Energy | 0.12% | -0.00% | $6,823,346.64 | Corporates | Energy | United States | 4.75% | Ba1 | 05/31/2025 | 4.09 |
| New Residential Mortgage Loan Trust 2019-NQM3 | 0.12% | 0.05% | $6,819,192.99 | Securitized | CMO | United States | 2.80% | NR | 07/25/2049 | 0.67 |
| Hasbro | 0.12% | -0.00% | $6,766,919.18 | Corporates | Consumer Non Cyclical | United States | 2.60% | Baa3 | 11/19/2022 | 2.06 |
| Federal National Mortgage Assn. | 0.12% | -0.00% | $6,757,143.40 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 09/01/2028 | 2.10 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.03% | $6,723,726.21 | Securitized | CMO | United States | 1.00% | NR | 07/25/2030 | 0.34 |
| Bank of America | 0.12% | -0.00% | $6,715,501.17 | Corporates | Banking | United States | 0.88% | A2 | 06/25/2022 | 0.25 |
| Booking Holdings | 0.12% | -0.00% | $6,710,108.66 | Corporates | Consumer Cyclical | United States | 4.10% | A3 | 04/13/2025 | 4.06 |
| Republic Services | 0.12% | -0.00% | $6,703,360.62 | Corporates | Capital Goods | United States | 2.50% | Baa2 | 08/15/2024 | 3.63 |
| Rolls-Royce | 0.12% | N/A | $6,702,663.41 | Corporates | Capital Goods | United Kingdom | 2.38% | Ba3 | 10/14/2020 | 0.04 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.12% | -0.02% | $6,701,131.28 | Securitized | CMO | United States | 3.99% | NR | 11/25/2048 | 1.40 |
| Honeywell International | 0.12% | -0.00% | $6,684,273.33 | Corporates | Capital Goods | United States | 1.35% | A2 | 06/01/2025 | 4.46 |
| Neuberger Berman CLO XVI-S | 0.12% | -0.01% | $6,682,492.64 | Securitized | ABS Other | United States | 1.13% | Aaa | 01/15/2028 | 0.25 |
| SLM Student Loan Trust 2010-1 | 0.12% | -0.00% | $6,663,784.51 | Securitized | Student Loan | United States | 0.55% | Baa3 | 03/25/2025 | 0.04 |
| Federal National Mortgage Assn. | 0.12% | -0.00% | $6,652,441.03 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2047 | 2.58 |
| Avolon Holdings Funding | 0.12% | 0.04% | $6,596,064.06 | Corporates | Finance Companies | Ireland | 2.88% | Baa3 | 02/15/2025 | 4.01 |
| Marsh & McLennan | 0.12% | -0.00% | $6,593,966.76 | Corporates | Insurance | United States | 3.88% | Baa1 | 03/15/2024 | 3.20 |
| WFRBS Commercial Mortgage Trust 2012-C6 | 0.12% | -0.00% | $6,585,961.38 | Securitized | NON AGENCY CMBS | United States | 4.70% | Aaa | 04/15/2045 | 1.39 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.12% | 0.03% | $6,573,315.26 | Corporates | Transportation | United States | 3.38% | Baa2 | 02/01/2022 | 1.15 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.12% | -0.00% | $6,536,240.46 | Securitized | CMO | United States | 3.45% | NR | 01/25/2059 | 0.53 |
| Verizon Communications | 0.12% | -0.01% | $6,514,829.49 | Corporates | Communications | United States | 5.15% | Baa1 | 09/15/2023 | 2.78 |
| International Business Machines | 0.12% | 0.02% | $6,508,468.30 | Corporates | Technology | United States | 2.85% | A2 | 05/13/2022 | 1.57 |
| Bank of America | 0.12% | -0.00% | $6,478,001.41 | Corporates | Banking | United States | 0.64% | A2 | 01/23/2022 | 0.06 |
| Marsh & McLennan | 0.11% | -0.00% | $6,440,819.13 | Corporates | Insurance | United States | 3.50% | Baa1 | 12/29/2020 | 0.24 |
| Navient Private Education Refi Loan Trust 2020 | 0.11% | -0.00% | $6,435,145.65 | Securitized | Student Loan | United States | 2.46% | NR | 11/15/2068 | 4.51 |
| Morgan Stanley Capital I Trust 2019-MEAD | 0.11% | -0.01% | $6,423,464.22 | Securitized | NON AGENCY CMBS | United States | 3.28% | Baa2 | 11/10/2036 | 3.82 |
| Angel Oak Mortgage Trust 2020-6 | 0.11% | N/A | $6,400,107.13 | Securitized | CMO | United States | 1.26% | NR | 05/25/2065 | 1.86 |
| Royalty Pharma | 0.11% | N/A | $6,395,628.58 | Corporates | Consumer Non Cyclical | United States | 0.75% | Baa3 | 09/02/2023 | 2.88 |
| Wells Fargo | 0.11% | 0.05% | $6,349,290.68 | Corporates | Banking | United States | 1.65% | A2 | 06/02/2024 | 2.60 |
| Drive Auto Receivables Trust 2020-1 | 0.11% | -0.00% | $6,250,885.65 | Securitized | Car Loan | United States | 2.36% | A1 | 03/16/2026 | 2.04 |
| Park Aerospace Holdings | 0.11% | 0.05% | $6,249,322.01 | Corporates | Finance Companies | Ireland | 5.25% | Baa3 | 08/15/2022 | 1.71 |
| Suncor Energy | 0.11% | N/A | $6,230,817.39 | Corporates | Energy | Canada | 2.80% | Baa1 | 05/15/2023 | 2.51 |
| Wells Fargo | 0.11% | 0.05% | $6,218,706.88 | Corporates | Banking | United States | 2.19% | A2 | 04/30/2026 | 4.33 |
| Mplx | 0.11% | -0.00% | $6,184,592.14 | Corporates | Energy | United States | 1.34% | Baa2 | 09/09/2022 | 0.19 |
| Santander Retail Auto Lease Trust 2019 | 0.11% | -0.00% | $6,173,687.34 | Securitized | Car Loan | United States | 2.77% | Aaa | 06/20/2022 | 0.82 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.11% | -0.00% | $6,162,407.38 | Securitized | NON AGENCY CMBS | United States | 1.75% | Baa3 | 05/15/2036 | 0.71 |
| American International | 0.11% | -0.00% | $6,126,511.44 | Corporates | Insurance | United States | 4.88% | Baa1 | 06/01/2022 | 1.60 |
| GMF Floorplan Owner Revolving Trust | 0.11% | 0.04% | $6,119,792.00 | Securitized | Car Loan | United States | 2.70% | Aaa | 04/15/2024 | 1.51 |
| Vodafone | 0.11% | -0.00% | $6,109,018.98 | Corporates | Communications | United Kingdom | 3.75% | Baa2 | 01/16/2024 | 3.10 |
| General Motors Financial | 0.11% | 0.03% | $6,093,291.14 | Corporates | Consumer Cyclical | United States | 1.12% | Baa3 | 04/09/2021 | 0.02 |
| CNAC HK Finbridge | 0.11% | -0.01% | $6,089,173.01 | Government Related | Owned No Guarantee | China | 4.13% | NR | 03/14/2021 | 0.45 |
| Ing Groep | 0.11% | -0.00% | $6,088,961.30 | Corporates | Banking | Netherlands | 1.37% | Baa1 | 03/29/2022 | 0.25 |
| Smb Private Education Loan Trust 2016 | 0.11% | -0.01% | $6,078,104.47 | Securitized | Student Loan | United States | 2.43% | Aaa | 02/17/2032 | 2.81 |
| Northrop Grumman | 0.11% | -0.00% | $6,070,917.36 | Corporates | Capital Goods | United States | 2.55% | Baa2 | 10/15/2022 | 1.90 |
| Baidu | 0.11% | -0.00% | $6,059,156.93 | Corporates | Technology | China | 3.50% | A3 | 11/28/2022 | 2.07 |
| Towd Point Mortgage Trust 2017-3 | 0.11% | -0.01% | $6,058,095.87 | Securitized | CMO | United States | 2.75% | Aaa | 07/25/2057 | 1.99 |
| Global Payments | 0.11% | -0.00% | $6,032,667.06 | Corporates | Technology | United States | 2.65% | Baa3 | 02/15/2025 | 4.08 |
| Planet Fitness Master Issuer | 0.11% | -0.00% | $5,992,418.71 | Securitized | ABS Other | United States | 4.26% | NR | 09/05/2048 | 1.84 |
| General Motors | 0.11% | -0.00% | $5,989,908.02 | Corporates | Consumer Cyclical | United States | 4.88% | Baa3 | 10/02/2023 | 2.75 |
| SLIde 2018-FUN | 0.11% | -0.00% | $5,989,006.89 | Securitized | NON AGENCY CMBS | United States | 2.00% | NR | 06/15/2031 | 0.53 |
| Air Lease | 0.11% | 0.04% | $5,970,954.36 | Corporates | Finance Companies | United States | 2.25% | NR | 01/15/2023 | 2.21 |
| Capital One Financial | 0.11% | -0.00% | $5,937,492.38 | Corporates | Banking | United States | 3.20% | Baa1 | 01/30/2023 | 2.17 |
| Honeywell International | 0.11% | -0.00% | $5,910,126.33 | Corporates | Capital Goods | United States | 2.30% | A2 | 08/15/2024 | 3.65 |
| Santander UK Group Holdings | 0.11% | -0.00% | $5,902,665.66 | Corporates | Banking | United Kingdom | 2.88% | Baa1 | 10/16/2020 | 0.04 |
| Cigna | 0.11% | 0.06% | $5,900,723.49 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 07/15/2023 | 2.58 |
| COLT 2019-3 Mortgage Loan Trust | 0.10% | -0.03% | $5,888,317.33 | Securitized | CMO | United States | 2.76% | NR | 08/25/2049 | 1.52 |
| Western Union | 0.10% | 0.01% | $5,848,444.90 | Corporates | Consumer Cyclical | United States | 3.60% | Baa2 | 03/15/2022 | 1.35 |
| AES | 0.10% | -0.00% | $5,840,581.29 | Corporates | Electric | United States | 3.30% | Baa3 | 07/15/2025 | 4.35 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.10% | -0.00% | $5,826,712.18 | Securitized | NON AGENCY CMBS | United States | 1.03% | NR | 09/15/2034 | 0.73 |
| Axiata SPV2 | 0.10% | -0.00% | $5,801,845.04 | Government Related | Owned No Guarantee | Malaysia | 3.47% | Baa2 | 11/19/2020 | 0.13 |
| Panasonic | 0.10% | -0.00% | $5,755,086.86 | Corporates | Technology | Japan | 2.54% | Baa1 | 07/19/2022 | 1.68 |
| Valero Energy | 0.10% | 0.03% | $5,740,749.61 | Corporates | Energy | United States | 1.20% | Baa2 | 03/15/2024 | 3.37 |
| McDonald s | 0.10% | -0.00% | $5,731,386.96 | Corporates | Consumer Cyclical | United States | 3.35% | Baa1 | 04/01/2023 | 2.34 |
| Bank of America | 0.10% | -0.00% | $5,723,982.85 | Corporates | Banking | United States | 2.50% | A2 | 10/21/2022 | 1.03 |
| Angel Oak Mortgage Trust 2020-3 | 0.10% | -0.01% | $5,714,544.22 | Securitized | CMO | United States | 1.69% | NR | 04/25/2065 | 2.81 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.10% | -0.00% | $5,692,397.10 | Securitized | NON AGENCY CMBS | United States | 1.27% | NR | 12/15/2036 | 0.72 |
| Bayer US Finance II | 0.10% | N/A | $5,678,990.27 | Corporates | Consumer Non Cyclical | Germany | 3.50% | Baa1 | 06/25/2021 | 0.64 |
| Verus Securitization Trust 2019-1 | 0.10% | -0.02% | $5,676,176.14 | Securitized | CMO | United States | 3.84% | NR | 02/25/2059 | 0.45 |
| Trinity Acquisition | 0.10% | -0.00% | $5,668,099.93 | Corporates | Insurance | United States | 3.50% | Baa3 | 09/15/2021 | 0.86 |
| General Dynamics | 0.10% | -0.00% | $5,664,701.68 | Corporates | Capital Goods | United States | 2.25% | A2 | 11/15/2022 | 1.84 |
| Wells Fargo | 0.10% | 0.05% | $5,616,701.86 | Corporates | Banking | United States | 3.50% | A2 | 03/08/2022 | 1.40 |
| Bayer US Finance II | 0.10% | N/A | $5,602,729.91 | Corporates | Consumer Non Cyclical | Germany | 3.88% | Baa1 | 12/15/2023 | 2.94 |
| Cigna | 0.10% | 0.06% | $5,595,097.17 | Corporates | Consumer Non Cyclical | United States | 0.90% | Baa2 | 09/17/2021 | 0.04 |
| CVS Health | 0.10% | 0.05% | $5,577,008.36 | Corporates | Consumer Non Cyclical | United States | 3.35% | Baa2 | 03/09/2021 | 0.43 |
| Credit Agricole SA/London | 0.10% | -0.00% | $5,572,603.63 | Corporates | Banking | France | 1.28% | Baa1 | 04/24/2023 | 0.07 |
| Elara Hgv Timeshare Issuer 2019 | 0.10% | -0.01% | $5,570,904.23 | Securitized | ABS Other | United States | 2.61% | NR | 01/25/2034 | 2.88 |
| Cardinal Health | 0.10% | 0.03% | $5,563,999.17 | Corporates | Consumer Non Cyclical | United States | 3.20% | Baa2 | 03/15/2023 | 2.37 |
| World Omni Auto Receivables Trust 2019 | 0.10% | -0.00% | $5,556,407.02 | Securitized | Car Loan | United States | 2.40% | NR | 06/15/2026 | 2.78 |
| Hyundai Auto Receivables Trust 2019 | 0.10% | -0.00% | $5,543,952.83 | Securitized | Car Loan | United States | 2.94% | NR | 05/15/2025 | 2.35 |
| Cigna | 0.10% | 0.06% | $5,538,917.81 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 07/15/2023 | 2.53 |
| Cardinal Health | 0.10% | 0.03% | $5,536,284.57 | Corporates | Consumer Non Cyclical | United States | 3.08% | Baa2 | 06/15/2024 | 3.37 |
| Navient Private Education Refi Loan Trust 2020-G | 0.10% | N/A | $5,521,489.32 | Securitized | Student Loan | United States | 1.17% | NR | 09/16/2069 | 2.55 |
| Navistar Financial dealer Note Master Trust | 0.10% | N/A | $5,507,755.95 | Securitized | Car Loan | United States | 1.10% | Aaa | 07/25/2025 | 0.09 |
| Hyundai Capital America | 0.10% | -0.00% | $5,487,181.72 | Corporates | Consumer Cyclical | United States | 2.45% | Baa1 | 06/15/2021 | 0.70 |
| AIG Global Funding | 0.10% | -0.00% | $5,485,515.55 | Corporates | Insurance | United States | 3.35% | A2 | 06/25/2021 | 0.72 |
| Angel Oak Mortgage Trust I LLC 2019-4 | 0.10% | N/A | $5,479,288.94 | Securitized | CMO | United States | 3.30% | NR | 07/26/2049 | 0.77 |
| STACR Trust 2018-DNA3 | 0.10% | 0.00% | $5,470,682.32 | Securitized | CMO | United States | 1.05% | NR | 09/25/2048 | 0.07 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.10% | -0.00% | $5,463,053.77 | Securitized | NON AGENCY CMBS | United States | 1.40% | NR | 12/15/2036 | 0.71 |
| Ford Credit Auto Owner Trust 2019-REV1 | 0.10% | -0.00% | $5,456,846.39 | Securitized | Car Loan | United States | 3.82% | Aa1 | 07/15/2030 | 3.10 |
| Imperial Brands Finance | 0.10% | N/A | $5,410,144.12 | Corporates | Consumer Non Cyclical | United Kingdom | 3.50% | Baa3 | 02/11/2023 | 2.06 |
| Bristol-Myers Squibb | 0.10% | 0.03% | $5,409,511.57 | Corporates | Consumer Non Cyclical | United States | 2.75% | A2 | 02/15/2023 | 2.23 |
| Citizens Bank NA/Providence RI | 0.10% | -0.00% | $5,396,667.98 | Corporates | Banking | United States | 2.65% | Baa1 | 05/26/2022 | 1.53 |
| Santander Retail Auto Lease Trust 2020 | 0.10% | 0.00% | $5,391,133.97 | Securitized | Car Loan | United States | 2.52% | NR | 11/20/2024 | 2.53 |
| Federal National Mortgage Assn. | 0.10% | -0.00% | $5,390,804.34 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2050 | 3.22 |
| POSCO | 0.10% | -0.00% | $5,363,803.99 | Corporates | Basic Industry | South Korea | 2.38% | Baa1 | 01/17/2023 | 2.23 |
| American International | 0.10% | -0.00% | $5,356,578.47 | Corporates | Insurance | United States | 6.40% | Baa1 | 12/15/2020 | 0.20 |
| NXP BV / NXP Funding | 0.10% | 0.04% | $5,350,345.35 | Corporates | Technology | Netherlands | 3.88% | Baa3 | 09/01/2022 | 1.86 |
| CVS Health | 0.10% | 0.05% | $5,346,494.94 | Corporates | Consumer Non Cyclical | United States | 0.96% | Baa2 | 03/09/2021 | 0.19 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.09% | 0.00% | $5,330,578.82 | Securitized | Car Loan | United States | 1.59% | Aa2 | 10/20/2025 | 2.79 |
| Bristol-Myers Squibb | 0.09% | 0.03% | $5,298,817.08 | Corporates | Consumer Non Cyclical | United States | 3.55% | A2 | 08/15/2022 | 1.82 |
| Citizens Bank NA/Providence RI | 0.09% | -0.00% | $5,263,923.72 | Corporates | Banking | United States | 3.25% | Baa1 | 02/14/2022 | 1.27 |
| Lloyds Banking | 0.09% | 0.06% | $5,256,560.86 | Corporates | Banking | United Kingdom | 4.50% | Baa1 | 11/04/2024 | 3.70 |
| BX Commercial Mortgage Trust 2019-XL | 0.09% | -0.00% | $5,237,876.51 | Securitized | NON AGENCY CMBS | United States | 1.23% | Aa3 | 10/15/2036 | 0.73 |
| Phillips 66 | 0.09% | -0.00% | $5,234,993.34 | Corporates | Energy | United States | 0.83% | A3 | 02/26/2021 | 0.15 |
| John deere Capital | 0.09% | -0.00% | $5,223,523.39 | Corporates | Capital Goods | United States | 1.20% | A2 | 04/06/2023 | 2.46 |
| Goldman Sachs | 0.09% | -0.00% | $5,222,449.42 | Corporates | Banking | United States | 1.04% | A3 | 10/31/2022 | 0.08 |
| Federal Home Loan Mortgage | 0.09% | 0.00% | $5,164,835.53 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 03/01/2046 | 3.57 |
| Equifax | 0.09% | -0.00% | $5,150,080.02 | Corporates | Technology | United States | 1.15% | Baa2 | 08/15/2021 | 0.13 |
| PNC Bank NA | 0.09% | -0.00% | $5,149,315.30 | Corporates | Banking | United States | 2.95% | A3 | 01/30/2023 | 2.18 |
| Caterpillar Financial Services | 0.09% | -0.00% | $5,137,178.58 | Corporates | Capital Goods | United States | 0.53% | A3 | 09/07/2021 | 0.19 |
| Government National Mortgage Assn. | 0.09% | 0.00% | $5,128,027.92 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/20/2047 | 0.96 |
| Citizens Bank NA/Providence RI | 0.09% | -0.00% | $5,125,180.95 | Corporates | Banking | United States | 2.55% | Baa1 | 05/13/2021 | 0.61 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.09% | 0.00% | $5,106,521.35 | Securitized | Car Loan | United States | 1.80% | Baa1 | 12/18/2025 | 3.44 |
| Verus Securitization Trust 2019-INV3 | 0.09% | -0.00% | $5,099,054.95 | Securitized | CMO | United States | 3.10% | NR | 11/25/2059 | 1.59 |
| Avis Budget Rental Car Funding AESOP | 0.09% | 0.04% | $5,062,093.72 | Securitized | Car Loan | United States | 2.63% | Aa2 | 12/20/2021 | 0.14 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.09% | -0.00% | $5,042,262.14 | Securitized | Car Loan | United States | 3.42% | Aa1 | 04/18/2023 | 1.51 |
| QVC | 0.09% | -0.00% | $5,005,688.61 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 03/15/2023 | 2.32 |
| Verus Securitization Trust 2020-1 | 0.09% | -0.00% | $4,984,233.94 | Securitized | CMO | United States | 2.72% | NR | 01/25/2060 | 1.57 |
| Edison International | 0.09% | N/A | $4,973,848.52 | Corporates | Electric | United States | 3.13% | Baa3 | 11/15/2022 | 1.97 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.09% | -0.00% | $4,963,507.40 | Securitized | CMO | United States | 2.46% | NR | 01/26/2060 | 1.73 |
| Homeward Opportunities Fund I Trust 2020-2 | 0.09% | N/A | $4,962,683.73 | Securitized | CMO | United States | 1.66% | NR | 05/25/2065 | 1.77 |
| Volkswagen Group of America Finance | 0.09% | 0.04% | $4,926,103.58 | Corporates | Consumer Cyclical | Germany | 2.70% | A3 | 09/26/2022 | 1.94 |
| Equifax | 0.09% | -0.00% | $4,921,496.73 | Corporates | Technology | United States | 3.60% | Baa2 | 08/15/2021 | 0.86 |
| Bpce | 0.09% | -0.00% | $4,920,826.55 | Corporates | Banking | France | 1.48% | Baa2 | 05/22/2022 | 0.15 |
| TJX | 0.09% | -0.00% | $4,915,877.76 | Corporates | Consumer Cyclical | United States | 3.50% | A2 | 04/15/2025 | 4.11 |
| Angel Oak Mortgage Trust LLC 2020-5 | 0.09% | N/A | $4,910,314.97 | Securitized | CMO | United States | 1.58% | NR | 05/25/2065 | 1.82 |
| Starwood Mortgage Residential Trust 2019-1 | 0.09% | -0.00% | $4,907,065.29 | Securitized | CMO | United States | 2.94% | NR | 06/25/2049 | 1.31 |
| Air Lease | 0.09% | 0.04% | $4,901,898.49 | Corporates | Finance Companies | United States | 3.50% | NR | 01/15/2022 | 1.26 |
| Nelnet Student Loan Trust 2005-4 | 0.09% | -0.00% | $4,888,069.10 | Securitized | Student Loan | United States | 0.41% | Baa3 | 03/22/2032 | 0.25 |
| Government National Mortgage Assn. | 0.09% | 0.00% | $4,877,976.71 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 09/15/2045 | 3.62 |
| Octagon Investment Partners XXIII | 0.09% | -0.01% | $4,872,458.34 | Securitized | ABS Other | United States | 1.13% | Aaa | 07/15/2027 | 0.04 |
| Kinder Morgan | 0.09% | -0.00% | $4,865,896.28 | Corporates | Energy | United States | 5.00% | Baa2 | 02/15/2021 | 0.29 |
| Capital One Financial | 0.09% | -0.00% | $4,863,623.60 | Corporates | Banking | United States | 2.40% | Baa1 | 10/30/2020 | 0.08 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.09% | 0.00% | $4,862,723.26 | Securitized | CMO | United States | 3.63% | NR | 03/25/2049 | 1.09 |
| Banco del Estado de Chile | 0.09% | -0.00% | $4,856,923.40 | Government Related | Owned No Guarantee | Chile | 2.70% | A1 | 01/09/2025 | 3.97 |
| Flagstar Mortgage Trust 2020-1NV | 0.09% | -0.01% | $4,855,146.02 | Securitized | CMO | United States | 1.00% | Aaa | 03/25/2050 | 0.08 |
| Santander Retail Auto Lease Trust 2019 | 0.09% | -0.00% | $4,854,348.94 | Securitized | Car Loan | United States | 2.77% | A1 | 08/21/2023 | 1.79 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.09% | 0.05% | $4,839,163.23 | Securitized | CMO | United States | 3.50% | Aa1 | 08/25/2050 | 3.70 |
| Government National Mortgage Assn. | 0.09% | 0.00% | $4,836,571.17 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/20/2047 | 1.23 |
| Humana | 0.09% | 0.03% | $4,823,465.63 | Corporates | Insurance | United States | 4.50% | Baa3 | 04/01/2025 | 4.07 |
| NRG Energy | 0.09% | -0.00% | $4,808,479.90 | Corporates | Electric | United States | 3.75% | Baa3 | 06/15/2024 | 3.38 |
| Sempra Energy | 0.09% | -0.00% | $4,806,991.06 | Corporates | Natural Gas | United States | 2.88% | Baa2 | 10/01/2022 | 1.73 |
| Verus Securitization Trust 2019-2 | 0.09% | -0.02% | $4,793,204.39 | Securitized | CMO | United States | 3.21% | NR | 05/25/2059 | 1.76 |
| Tyson Foods | 0.09% | -0.00% | $4,788,605.55 | Corporates | Consumer Non Cyclical | United States | 2.25% | Baa2 | 08/23/2021 | 0.89 |
| RELX Capital | 0.08% | -0.00% | $4,754,910.09 | Corporates | Communications | United Kingdom | 3.50% | Baa1 | 03/16/2023 | 2.30 |
| New Residential Mortgage Loan Trust 2019-NQM5 | 0.08% | -0.01% | $4,719,875.13 | Securitized | CMO | United States | 2.71% | NR | 11/25/2059 | 2.50 |
| Diageo Capital | 0.08% | -0.00% | $4,666,211.37 | Corporates | Consumer Non Cyclical | United Kingdom | 1.38% | A3 | 09/29/2025 | 4.79 |
| World Omni Select Auto Trust 2020 | 0.08% | N/A | $4,659,787.19 | Securitized | Car Loan | United States | 1.25% | NR | 10/15/2026 | 3.49 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.08% | 0.00% | $4,658,026.13 | Securitized | CMO | United States | 4.07% | NR | 03/25/2049 | 1.44 |
| Applebee S Funding Llc / Ihop Funding | 0.08% | 0.00% | $4,657,124.23 | Securitized | ABS Other | United States | 4.19% | NR | 06/07/2049 | 3.34 |
| General Dynamics | 0.08% | -0.00% | $4,649,656.03 | Corporates | Capital Goods | United States | 0.63% | A2 | 05/11/2021 | 0.12 |
| Humana | 0.08% | 0.03% | $4,628,146.14 | Corporates | Insurance | United States | 3.85% | Baa3 | 10/01/2024 | 3.55 |
| Verus Securitization Trust 2018-2 | 0.08% | 0.02% | $4,612,204.85 | Securitized | CMO | United States | 3.68% | NR | 06/01/2058 | 1.81 |
| McDonald s | 0.08% | -0.00% | $4,607,888.07 | Corporates | Consumer Cyclical | United States | 1.45% | Baa1 | 09/01/2025 | 4.70 |
| FedEx | 0.08% | -0.00% | $4,596,541.49 | Corporates | Transportation | United States | 3.80% | Baa2 | 05/15/2025 | 4.16 |
| Avis Budget Rental Car Funding AESOP | 0.08% | 0.04% | $4,587,053.39 | Securitized | Car Loan | United States | 3.41% | Baa2 | 09/20/2023 | 1.71 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.08% | -0.00% | $4,581,186.25 | Securitized | CMO | United States | 3.61% | NR | 01/25/2059 | 0.54 |
| AbbVie | 0.08% | 0.03% | $4,573,551.72 | Corporates | Consumer Non Cyclical | United States | 3.45% | Baa2 | 03/15/2022 | 1.27 |
| First Niagara Financial | 0.08% | -0.00% | $4,567,686.88 | Corporates | Banking | United States | 7.25% | Baa1 | 12/15/2021 | 1.15 |
| Cargill | 0.08% | -0.00% | $4,561,910.12 | Corporates | Consumer Non Cyclical | United States | 1.38% | A2 | 07/23/2023 | 2.75 |
| Galton Funding Mortgage Trust 2020-H1 | 0.08% | 0.00% | $4,541,339.42 | Securitized | CMO | United States | 2.31% | NR | 01/25/2060 | 2.02 |
| Syngenta Finance | 0.08% | -0.00% | $4,529,878.98 | Government Related | Owned No Guarantee | Switzerland | 3.93% | Ba2 | 04/23/2021 | 0.55 |
| Federal National Mortgage Assn. | 0.08% | -0.00% | $4,521,042.39 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 07/01/2041 | 4.28 |
| Capital One Financial | 0.08% | -0.00% | $4,506,931.56 | Corporates | Banking | United States | 3.90% | Baa1 | 01/29/2024 | 3.06 |
| Ford Credit Auto Lease Trust 2020 | 0.08% | -0.00% | $4,506,048.96 | Securitized | Car Loan | United States | 2.05% | NR | 06/15/2023 | 1.69 |
| Santander Retail Auto Lease Trust 2019 | 0.08% | -0.00% | $4,504,471.89 | Securitized | Car Loan | United States | 1.86% | Aaa | 02/21/2023 | 1.51 |
| Federal National Mortgage Assn. | 0.08% | -0.00% | $4,488,866.67 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 12/01/2034 | 2.90 |
| Verus Securitization Trust 2018-3 | 0.08% | -0.02% | $4,479,677.25 | Securitized | CMO | United States | 4.11% | NR | 10/25/2058 | 1.38 |
| Avis Budget Rental Car Funding AESOP | 0.08% | 0.04% | $4,464,904.06 | Securitized | Car Loan | United States | 3.55% | Baa2 | 09/22/2025 | 3.53 |
| Barclays Bank | 0.08% | -0.00% | $4,452,820.00 | Corporates | Banking | United Kingdom | 1.70% | A1 | 05/12/2022 | 1.51 |
| Galton Funding Mortgage Trust 2020-H1 | 0.08% | 0.00% | $4,448,439.84 | Securitized | CMO | United States | 2.83% | NR | 01/25/2060 | 3.25 |
| COMM 2013-300P Mortgage Trust | 0.08% | -0.00% | $4,434,053.17 | Securitized | NON AGENCY CMBS | United States | 4.35% | NR | 08/10/2030 | 2.70 |
| Deephaven Residential Mortgage Trust 2019-1 | 0.08% | -0.02% | $4,407,596.91 | Securitized | CMO | United States | 3.74% | NR | 01/25/2059 | 1.49 |
| Citigroup | 0.08% | -0.00% | $4,403,399.36 | Corporates | Banking | United States | 3.11% | A3 | 04/08/2026 | 4.18 |
| Altria | 0.08% | -0.00% | $4,397,307.84 | Corporates | Consumer Non Cyclical | United States | 3.49% | A3 | 02/14/2022 | 1.34 |
| Federal National Mortgage Assn. | 0.08% | -0.00% | $4,383,321.85 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/01/2041 | 4.25 |
| Capital One Financial | 0.08% | -0.00% | $4,354,047.74 | Corporates | Banking | United States | 3.50% | Baa1 | 06/15/2023 | 2.57 |
| Towd Point Mortgage Trust 2017-1 | 0.08% | -0.01% | $4,344,349.67 | Securitized | CMO | United States | 2.75% | Aaa | 10/25/2056 | 1.62 |
| Cigna | 0.08% | 0.06% | $4,334,451.43 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa2 | 02/15/2022 | 1.34 |
| GNMA ll 30 YR | 0.08% | -0.01% | $4,327,408.22 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/20/2048 | 0.76 |
| Edison International | 0.08% | N/A | $4,304,143.19 | Corporates | Electric | United States | 2.95% | Baa3 | 03/15/2023 | 2.24 |
| Federal National Mortgage Assn. | 0.08% | -0.00% | $4,274,507.80 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/01/2049 | 1.64 |
| Roper Technologies | 0.08% | 0.03% | $4,242,157.93 | Corporates | Capital Goods | United States | 3.00% | Baa2 | 12/15/2020 | 0.20 |
| Fannie Mae Connecticut Avenue Securities | 0.08% | -0.03% | $4,227,680.84 | Securitized | CMO | United States | 1.35% | Baa3 | 01/25/2030 | 0.69 |
| Texas Instruments | 0.08% | -0.00% | $4,214,255.80 | Corporates | Technology | United States | 1.38% | A1 | 03/12/2025 | 4.27 |
| Vista Point Securitization Trust 2020-1 | 0.07% | -0.01% | $4,206,449.00 | Securitized | CMO | United States | 1.76% | NR | 03/25/2065 | 1.88 |
| General Electric | 0.07% | -0.00% | $4,190,251.10 | Corporates | Capital Goods | United States | 3.15% | Baa1 | 09/07/2022 | 1.88 |
| GATX | 0.07% | -0.00% | $4,179,752.85 | Corporates | Finance Companies | United States | 3.90% | Baa2 | 03/30/2023 | 2.38 |
| Hyundai Capital America | 0.07% | -0.00% | $4,168,505.07 | Corporates | Consumer Cyclical | United States | 3.95% | Baa1 | 02/01/2022 | 1.30 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.07% | 0.04% | $4,140,835.60 | Securitized | CMO | United States | 2.68% | NR | 11/25/2059 | 1.57 |
| General Electric | 0.07% | -0.00% | $4,136,112.06 | Corporates | Capital Goods | United States | 3.45% | Baa1 | 05/15/2024 | 3.19 |
| World Omni Select Auto Trust 2020 | 0.07% | N/A | $4,085,047.39 | Securitized | Car Loan | United States | 0.84% | NR | 06/15/2026 | 3.07 |
| AutoZone | 0.07% | -0.00% | $4,082,594.51 | Corporates | Consumer Cyclical | United States | 3.63% | Baa1 | 04/15/2025 | 4.10 |
| Avis Budget Rental Car Funding AESOP | 0.07% | 0.04% | $4,070,260.30 | Securitized | Car Loan | United States | 2.33% | Aa2 | 08/20/2026 | 4.44 |
| CenterPoint Energy | 0.07% | -0.00% | $4,069,624.50 | Corporates | Electric | United States | 3.60% | Baa2 | 11/01/2021 | 1.06 |
| Fannie Mae Connecticut Avenue Securities | 0.07% | -0.03% | $4,064,288.31 | Securitized | CMO | United States | 1.50% | NR | 09/25/2029 | 0.24 |
| GM Financial Automobile Leasing Trust 2018-2 | 0.07% | -0.00% | $3,990,184.46 | Securitized | Car Loan | United States | 3.50% | NR | 04/20/2022 | 0.14 |
| DR Horton | 0.07% | -0.00% | $3,971,228.65 | Corporates | Consumer Cyclical | United States | 2.55% | Baa2 | 12/01/2020 | 0.17 |
| T-Mobile USA | 0.07% | -0.00% | $3,959,857.01 | Corporates | Communications | United States | 3.50% | Baa3 | 04/15/2025 | 4.11 |
| Government National Mortgage Assn. | 0.07% | 0.00% | $3,959,163.38 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/20/2048 | 0.96 |
| SMB Private Education Loan Trust | 0.07% | N/A | $3,952,294.20 | Securitized | Student Loan | United States | 1.29% | Aaa | 07/15/2053 | 3.44 |
| Starwood Mortgage Residential Trust 2019-1 | 0.07% | -0.00% | $3,938,764.33 | Securitized | CMO | United States | 3.30% | NR | 06/25/2049 | 3.84 |
| Ellington Financial Mortgage Trust 2019-2 | 0.07% | -0.01% | $3,933,909.90 | Securitized | CMO | United States | 2.74% | NR | 11/25/2059 | 1.52 |
| Hyundai Capital America | 0.07% | -0.00% | $3,915,975.17 | Corporates | Consumer Cyclical | United States | 2.85% | Baa1 | 11/01/2022 | 2.01 |
| Federal National Mortgage Assn. | 0.07% | -0.00% | $3,906,335.99 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2044 | 3.71 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.07% | -0.00% | $3,894,541.96 | Securitized | CMO | United States | 2.77% | NR | 01/26/2060 | 1.72 |
| Capital Auto Receivables Asset Trust 2018-2 | 0.07% | 0.05% | $3,891,619.73 | Securitized | Car Loan | United States | 3.69% | Aaa | 12/20/2023 | 0.83 |
| GNMA II TBA OCT | 0.07% | N/A | $3,880,912.50 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2040 | 0.54 |
| Great Wolf Trust 2019-WOLF | 0.07% | 0.07% | $3,867,404.11 | Securitized | NON AGENCY CMBS | United States | 1.79% | A3 | 12/15/2036 | 0.59 |
| Federal National Mortgage Assn. | 0.07% | -0.00% | $3,856,387.63 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2041 | 3.90 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.07% | -0.00% | $3,852,228.96 | Securitized | NON AGENCY CMBS | United States | 3.02% | Aaa | 07/15/2058 | 0.14 |
| International Business Machines | 0.07% | 0.02% | $3,840,153.51 | Corporates | Technology | United States | 2.50% | A2 | 01/27/2022 | 1.30 |
| Nissan Master Owner Trust Receivables | 0.07% | -0.00% | $3,820,634.41 | Securitized | Car Loan | United States | 0.71% | Aaa | 02/15/2024 | 0.07 |
| Ford Credit Floorplan Master Owner Trust | 0.07% | N/A | $3,807,000.63 | Securitized | Car Loan | United States | 0.98% | Aa2 | 09/15/2025 | 2.91 |
| Sierra Timeshare 2020-2 Receivables Funding | 0.07% | N/A | $3,806,295.28 | Securitized | ABS Other | United States | 3.51% | NR | 07/20/2037 | 2.96 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.07% | -0.00% | $3,796,025.37 | Securitized | NON AGENCY CMBS | United States | 1.75% | NR | 09/15/2029 | 0.66 |
| STACR Trust 2018-HRP2 | 0.07% | -0.01% | $3,781,016.89 | Securitized | CMO | United States | 1.40% | NR | 02/25/2047 | 0.53 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.07% | 0.07% | $3,763,077.57 | Securitized | Car Loan | United States | 2.71% | NR | 08/18/2022 | 0.41 |
| Merit 2020-Hill | 0.07% | 0.05% | $3,750,156.97 | Securitized | NON AGENCY CMBS | United States | 2.50% | Baa3 | 08/15/2037 | 0.49 |
| General Motors Financial | 0.07% | 0.03% | $3,679,827.18 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 07/06/2021 | 0.75 |
| Ford Motor Credit | 0.07% | 0.04% | $3,678,994.38 | Corporates | Consumer Cyclical | United States | 3.81% | Ba2 | 10/12/2021 | 0.99 |
| Freddie Mac STACR REMIC Trust 2020-DNA3 | 0.07% | 0.07% | $3,658,492.05 | Securitized | CMO | United States | 1.65% | NR | 06/25/2050 | 0.08 |
| Great Wolf Trust 2019-WOLF | 0.07% | 0.07% | $3,651,808.42 | Securitized | NON AGENCY CMBS | United States | 1.19% | Aaa | 12/15/2036 | 0.67 |
| Starbucks | 0.07% | 0.07% | $3,650,644.01 | Corporates | Consumer Cyclical | United States | 2.70% | Baa1 | 06/15/2022 | 1.51 |
| BANK 2019-BNK24 | 0.06% | 0.06% | $3,639,894.30 | Securitized | NON AGENCY CMBS | United States | 2.06% | NR | 11/15/2062 | 2.24 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.06% | 0.06% | $3,628,987.51 | Securitized | CMO | United States | 3.77% | NR | 06/25/2048 | 2.01 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | 0.02% | $3,606,038.39 | Securitized | CMO | United States | 4.85% | NR | 04/25/2028 | 0.15 |
| COMM 2020-CBM Mortgage Trust | 0.06% | 0.06% | $3,594,398.89 | Securitized | NON AGENCY CMBS | United States | 3.63% | Baa3 | 02/10/2037 | 4.03 |
| Plains All American Pipeline LP / PAA Finance | 0.06% | 0.06% | $3,586,885.32 | Corporates | Energy | United States | 5.00% | Ba1 | 02/01/2021 | 0.08 |
| Bristol-Myers Squibb | 0.06% | 0.03% | $3,533,491.91 | Corporates | Consumer Non Cyclical | United States | 2.60% | A2 | 05/16/2022 | 1.58 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.06% | 0.06% | $3,532,400.71 | Corporates | Transportation | United States | 3.70% | Ba2 | 10/15/2025 | 2.31 |
| Mitsubishi Ufj Financial | 0.06% | 0.06% | $3,510,382.25 | Corporates | Banking | Japan | 0.89% | A1 | 07/26/2021 | 0.07 |
| CSMC 2020-NET | 0.06% | 0.06% | $3,506,872.55 | Securitized | NON AGENCY CMBS | United States | 2.26% | Aaa | 08/15/2037 | 4.63 |
| COLT 2020-3 Mortgage Loan Trust | 0.06% | 0.06% | $3,485,593.97 | Securitized | CMO | United States | 1.51% | NR | 04/27/2065 | 1.94 |
| New Residential Mortgage Loan Trust 2020-NQM | 0.06% | 0.06% | $3,471,483.09 | Securitized | CMO | United States | 1.65% | NR | 05/24/2060 | 2.31 |
| O Reilly Automotive | 0.06% | 0.06% | $3,468,344.73 | Corporates | Consumer Cyclical | United States | 3.80% | Baa1 | 09/01/2022 | 1.63 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.06% | 0.04% | $3,445,712.64 | Securitized | Car Loan | United States | 2.69% | Aaa | 06/19/2023 | 0.60 |
| World Omni Auto Receivables Trust | 0.06% | 0.06% | $3,444,903.72 | Securitized | Car Loan | United States | 1.64% | NR | 08/17/2026 | 3.20 |
| Volvo Financial Equipment LLC Series 2018-1 | 0.06% | 0.06% | $3,441,275.49 | Securitized | ABS Other | United States | 2.91% | Aaa | 01/17/2023 | 1.40 |
| Starwood Mortgage Residential Trust 2020-1 | 0.06% | 0.06% | $3,435,750.25 | Securitized | CMO | United States | 2.41% | NR | 02/25/2050 | 1.64 |
| Daimler Trucks Retail Trust 2018-1 | 0.06% | 0.06% | $3,428,532.14 | Securitized | ABS Other | United States | 3.03% | Aaa | 11/15/2024 | 0.17 |
| Connecticut Avenue Securities Trust 2020-R01 | 0.06% | 0.06% | $3,422,938.36 | Securitized | CMO | United States | 0.95% | NR | 01/25/2040 | 0.14 |
| Walgreen | 0.06% | 0.06% | $3,392,108.32 | Corporates | Consumer Cyclical | United States | 3.10% | Baa2 | 09/15/2022 | 1.91 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.06% | 0.06% | $3,361,197.31 | Securitized | NON AGENCY CMBS | United States | 4.11% | Aaa | 10/15/2047 | 3.68 |
| Lloyds Banking | 0.06% | 0.06% | $3,338,588.01 | Corporates | Banking | United Kingdom | 1.33% | A3 | 06/15/2023 | 1.68 |
| Philip Morris International | 0.06% | 0.06% | $3,319,759.24 | Corporates | Consumer Non Cyclical | United States | 1.13% | A2 | 05/01/2023 | 2.53 |
| Avis Budget Rental Car Funding AESOP | 0.06% | 0.04% | $3,303,118.42 | Securitized | Car Loan | United States | 4.95% | Ba2 | 03/20/2025 | 3.02 |
| Ford Motor Credit | 0.06% | 0.04% | $3,280,781.30 | Corporates | Consumer Cyclical | United States | 3.47% | Ba2 | 04/05/2021 | 0.50 |
| EMD Finance | 0.06% | 0.06% | $3,266,950.96 | Corporates | Consumer Non Cyclical | Germany | 2.95% | Baa1 | 03/19/2022 | 1.29 |
| Bank 2019-BNK19 | 0.06% | 0.06% | $3,256,975.36 | Securitized | NON AGENCY CMBS | United States | 2.26% | NR | 08/15/2061 | 2.10 |
| City of Houston TX Airport System Revenue | 0.06% | 0.01% | $3,256,682.00 | Government Related | Local Authorities | United States | 1.27% | A1 | 07/01/2024 | 3.60 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.06% | 0.03% | $3,238,946.89 | Corporates | Transportation | United States | 3.65% | Baa2 | 07/29/2021 | 0.74 |
| Towd Point Mortgage Trust 2017-4 | 0.06% | 0.06% | $3,235,382.47 | Securitized | CMO | United States | 2.75% | NR | 06/25/2057 | 2.26 |
| Intercontinental Exchange | 0.06% | 0.06% | $3,218,142.33 | Corporates | Brokerage Assetmanagers Exchanges | United States | 4.00% | A3 | 10/15/2023 | 2.84 |
| Cnh Equipment Trust 2018 | 0.06% | 0.06% | $3,217,089.95 | Securitized | ABS Other | United States | 3.47% | NR | 10/15/2025 | 2.75 |
| Navient Private Education Refi Loan Trust 2019-E | 0.06% | 0.06% | $3,197,674.79 | Securitized | Student Loan | United States | 2.39% | NR | 05/15/2068 | 0.58 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | 0.02% | $3,196,883.51 | Securitized | CMO | United States | 4.15% | NR | 08/25/2024 | -0.35 |
| Deephave Residential Mortgage Trust 2019-2 | 0.06% | 0.06% | $3,194,456.56 | Securitized | CMO | United States | 3.92% | NR | 04/25/2059 | 0.56 |
| BP Capital Markets America | 0.06% | 0.06% | $3,191,606.14 | Corporates | Energy | United States | 2.94% | A1 | 04/06/2023 | 2.40 |
| Cigna | 0.06% | 0.06% | $3,182,066.29 | Corporates | Consumer Non Cyclical | United States | 3.40% | Baa2 | 09/17/2021 | 0.95 |
| Freddie Mac STACR REMIC Trust 2020-HQA3 | 0.06% | 0.06% | $3,177,735.50 | Securitized | CMO | United States | 1.70% | A3 | 07/25/2050 | 0.02 |
| Sky | 0.06% | 0.06% | $3,177,468.30 | Corporates | Communications | United Kingdom | 3.75% | A3 | 09/16/2024 | 3.72 |
| Anglo American Capital | 0.06% | 0.06% | $3,161,642.09 | Corporates | Basic Industry | United Kingdom | 3.75% | Baa2 | 04/10/2022 | 1.46 |
| METLIFE SECURITIZATION TRUST | 0.06% | 0.06% | $3,156,949.93 | Securitized | Residential Mortgage | United States | 3.00% | NR | 04/25/2055 | 3.00 |
| Aon | 0.06% | 0.06% | $3,141,719.96 | Corporates | Insurance | United States | 2.20% | Baa2 | 11/15/2022 | 2.07 |
| Starwood Mortgage Residential Trust 2019-IMC1 | 0.06% | 0.06% | $3,138,492.98 | Securitized | CMO | United States | 3.47% | NR | 02/25/2049 | 2.07 |
| Synchrony Bank | 0.06% | 0.06% | $3,133,376.76 | Corporates | Banking | United States | 3.00% | NR | 06/15/2022 | 1.58 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.06% | 0.06% | $3,132,405.27 | Securitized | CMO | United States | 3.90% | NR | 06/25/2048 | 2.31 |
| Gray Oak Pipeline | 0.06% | 0.02% | $3,128,854.45 | Corporates | Energy | United States | 2.60% | Baa3 | 10/15/2025 | 4.67 |
| HSBC Holdings | 0.06% | 0.06% | $3,117,290.13 | Corporates | Banking | United Kingdom | 3.80% | A2 | 03/11/2025 | 3.24 |
| Merit 2020-Hill | 0.06% | 0.05% | $3,105,050.66 | Securitized | NON AGENCY CMBS | United States | 1.55% | Aa3 | 08/15/2037 | 0.49 |
| Deephave Residential Mortgage Trust 2019-2 | 0.06% | 0.06% | $3,104,334.36 | Securitized | CMO | United States | 3.76% | NR | 04/25/2059 | 1.43 |
| Federal National Mortgage Assn. | 0.05% | -0.00% | $3,076,751.70 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2050 | 3.03 |
| Deephaven Residential Mortgage Trust 2019-3 | 0.05% | 0.05% | $3,076,738.26 | Securitized | CMO | United States | 2.96% | NR | 07/25/2059 | 0.71 |
| OBX 2020-INV1 Trust | 0.05% | 0.05% | $3,076,088.70 | Securitized | CMO | United States | 3.50% | Aaa | 12/25/2049 | 3.88 |
| Capital Auto Receivables Asset Trust 2018-2 | 0.05% | 0.05% | $3,063,547.60 | Securitized | Car Loan | United States | 3.48% | Aaa | 10/20/2023 | 0.53 |
| Carmax Auto Owner Trust 2020-1 | 0.05% | 0.05% | $3,057,155.46 | Securitized | Car Loan | United States | 2.34% | NR | 11/17/2025 | 3.46 |
| Park Aerospace Holdings | 0.05% | 0.05% | $3,042,678.52 | Corporates | Finance Companies | Ireland | 4.50% | Baa3 | 03/15/2023 | 2.26 |
| Sequoia Mortgage Trust 2018-CH1 | 0.05% | 0.05% | $2,997,214.18 | Securitized | CMO | United States | 3.50% | Aaa | 02/25/2048 | 1.82 |
| Enterprise Fleet Financing 2019-3 | 0.05% | 0.05% | $2,983,520.57 | Securitized | Car Loan | United States | 2.06% | NR | 05/20/2025 | 1.10 |
| GM Financial Automobile Leasing Trust 2020-1 | 0.05% | 0.05% | $2,982,267.76 | Securitized | Car Loan | United States | 2.28% | NR | 06/20/2024 | 1.95 |
| SMBC Aviation Capital Finance DAC | 0.05% | 0.01% | $2,974,896.61 | Corporates | Finance Companies | Ireland | 3.55% | NR | 04/15/2024 | 3.22 |
| Vista Point Securitization Trust 2020-2 | 0.05% | 0.05% | $2,938,185.75 | Securitized | CMO | United States | 2.50% | NR | 04/25/2065 | 1.93 |
| Enterprise Fleet Financing 2019-1 | 0.05% | 0.05% | $2,937,989.82 | Securitized | Car Loan | United States | 2.98% | NR | 10/20/2024 | 0.86 |
| Crown Castle International | 0.05% | 0.05% | $2,910,814.02 | Corporates | Communications | United States | 5.25% | Baa3 | 01/15/2023 | 2.16 |
| Schlumberger Holdings | 0.05% | 0.05% | $2,906,953.43 | Corporates | Energy | United States | 4.00% | Baa1 | 12/21/2025 | 4.56 |
| Nissan Auto Receivables 2020-A Owner Trust | 0.05% | 0.05% | $2,898,257.30 | Securitized | Car Loan | United States | 1.38% | Aaa | 12/16/2024 | 1.91 |
| Daimler Finance North America | 0.05% | 0.05% | $2,896,593.42 | Corporates | Consumer Cyclical | United States | 2.30% | A3 | 02/12/2021 | 0.37 |
| New Residential Mortgage Loan Trust 2019-NQM3 | 0.05% | 0.05% | $2,876,962.85 | Securitized | CMO | United States | 3.09% | NR | 07/25/2049 | 0.67 |
| Wells Fargo | 0.05% | 0.05% | $2,875,226.81 | Corporates | Banking | United States | 4.13% | A3 | 08/15/2023 | 2.72 |
| Government National Mortgage Assn. | 0.05% | 0.00% | $2,867,128.74 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 07/15/2036 | 3.52 |
| Hyundai Auto Receivables Trust 2017 | 0.05% | 0.05% | $2,861,258.42 | Securitized | Car Loan | United States | 2.38% | NR | 04/17/2023 | 1.57 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.05% | 0.05% | $2,860,427.54 | Securitized | CMO | United States | 1.00% | Aaa | 08/25/2050 | 0.41 |
| Santander Drive Auto Receivables Trust 2019-1 | 0.05% | 0.05% | $2,849,425.13 | Securitized | Car Loan | United States | 3.21% | NR | 09/15/2023 | 0.26 |
| Standard Chartered | 0.05% | 0.02% | $2,847,414.17 | Corporates | Banking | United Kingdom | 3.95% | Baa2 | 01/11/2023 | 2.16 |
| KeyBank NA/Cleveland OH | 0.05% | 0.05% | $2,842,218.74 | Corporates | Banking | United States | 2.30% | A3 | 09/14/2022 | 1.92 |
| Merit 2020-Hill | 0.05% | 0.05% | $2,830,864.65 | Securitized | NON AGENCY CMBS | United States | 1.85% | A3 | 08/15/2037 | 0.49 |
| Enterprise Fleet Financing 2018-2 | 0.05% | 0.05% | $2,825,314.39 | Securitized | Car Loan | United States | 3.14% | NR | 02/20/2024 | 0.34 |
| Duke Energy | 0.05% | 0.05% | $2,815,532.67 | Corporates | Electric | United States | 3.55% | Baa1 | 09/15/2021 | 0.70 |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | 0.05% | 0.05% | $2,797,382.81 | Securitized | CMO | United States | 3.00% | Aa1 | 05/25/2050 | 4.27 |
| Roper Technologies | 0.05% | 0.03% | $2,797,155.70 | Corporates | Capital Goods | United States | 2.35% | Baa2 | 09/15/2024 | 3.73 |
| Galton Funding Mortgage Trust 2017-1 | 0.05% | 0.05% | $2,782,983.83 | Securitized | CMO | United States | 3.50% | NR | 11/25/2057 | 2.51 |
| Harley-Davidson Financial Services | 0.05% | 0.05% | $2,779,746.30 | Corporates | Consumer Cyclical | United States | 2.55% | Baa3 | 06/09/2022 | 1.57 |
| Credicorp | 0.05% | 0.05% | $2,774,633.57 | Corporates | Banking | Peru | 2.75% | NR | 06/17/2025 | 4.34 |
| Navient Private Education Refi Loan Trust 2019 | 0.05% | 0.05% | $2,773,197.00 | Securitized | Student Loan | United States | 2.82% | NR | 02/15/2068 | 1.45 |
| Verus Securitization Trust 2019-INV1 | 0.05% | 0.03% | $2,772,717.04 | Securitized | CMO | United States | 3.40% | NR | 12/25/2059 | 0.53 |
| Nelnet Student Loan Trust 2020-1 | 0.05% | 0.05% | $2,757,274.51 | Securitized | Student Loan | United States | 0.89% | Aaa | 03/26/2068 | 0.01 |
| Fox | 0.05% | 0.03% | $2,749,664.28 | Corporates | Communications | United States | 4.03% | Baa2 | 01/25/2024 | 3.05 |
| Southern | 0.05% | 0.05% | $2,744,202.62 | Corporates | Electric | United States | 2.35% | Baa2 | 07/01/2021 | 0.74 |
| Sequoia Mortgage Trust 2018-CH2 | 0.05% | 0.05% | $2,724,799.08 | Securitized | CMO | United States | 4.00% | Aa1 | 06/25/2048 | 3.07 |
| AmeriCredit Automobile Receivables Trust 2020-2 | 0.05% | 0.05% | $2,724,171.48 | Securitized | Car Loan | United States | 0.97% | NR | 02/18/2026 | 2.54 |
| Volkswagen Group of America Finance | 0.05% | 0.04% | $2,706,027.89 | Corporates | Consumer Cyclical | Germany | 2.90% | A3 | 05/13/2022 | 1.57 |
| Humana | 0.05% | 0.03% | $2,699,899.02 | Corporates | Insurance | United States | 3.15% | Baa3 | 12/01/2022 | 1.86 |
| Kubota Credit Owner Trust 2020-1 | 0.05% | 0.05% | $2,682,284.05 | Securitized | ABS Other | United States | 1.96% | Aaa | 03/15/2024 | 1.91 |
| Towd Point Mortgage Trust 2018-1 | 0.05% | 0.05% | $2,671,616.29 | Securitized | CMO | United States | 3.00% | Aaa | 01/25/2058 | 2.19 |
| Towd Point Mortgage Trust 2017-2 | 0.05% | 0.05% | $2,668,453.82 | Securitized | CMO | United States | 2.75% | Aaa | 04/25/2057 | 1.45 |
| SBA Tower Trust | 0.05% | 0.04% | $2,665,196.54 | Corporates | Communications | United States | 3.87% | A2 | 10/08/2024 | 2.56 |
| Exxon Mobil | 0.05% | 0.05% | $2,660,721.25 | Corporates | Energy | United States | 1.90% | Aa1 | 08/16/2022 | 1.84 |
| COMM 2014-CCRE19 Mortgage Trust | 0.05% | 0.05% | $2,656,380.46 | Securitized | NON AGENCY CMBS | United States | 4.71% | NR | 08/10/2047 | 3.51 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.05% | 0.02% | $2,653,710.28 | Securitized | CMO | United States | 2.92% | NR | 09/27/2049 | 1.53 |
| CVS Health | 0.05% | 0.05% | $2,622,270.41 | Corporates | Consumer Non Cyclical | United States | 2.63% | Baa2 | 08/15/2024 | 3.63 |
| COLT 2019-2 Mortgage Loan Trust | 0.05% | 0.05% | $2,568,346.37 | Securitized | CMO | United States | 3.34% | NR | 05/25/2049 | 0.52 |
| Volkswagen Group of America Finance | 0.05% | 0.04% | $2,562,631.33 | Corporates | Consumer Cyclical | Germany | 3.13% | A3 | 05/12/2023 | 2.49 |
| Interpublic Group of | 0.05% | 0.05% | $2,549,042.91 | Corporates | Communications | United States | 3.50% | Baa2 | 10/01/2020 | 0.00 |
| SBA Tower Trust | 0.04% | 0.04% | $2,512,148.05 | Corporates | Communications | United States | 1.88% | A2 | 01/15/2026 | 5.01 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.04% | 0.04% | $2,507,445.28 | Securitized | CMO | United States | 3.03% | NR | 11/25/2059 | 1.61 |
| Ventas Realty LP / Ventas Capital | 0.04% | 0.04% | $2,497,608.54 | Corporates | REITs | United States | 3.25% | Baa1 | 08/15/2022 | 1.59 |
| Micron Technology | 0.04% | 0.04% | $2,491,045.74 | Corporates | Technology | United States | 4.64% | Baa3 | 02/06/2024 | 3.05 |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 0.04% | 0.04% | $2,487,371.64 | Corporates | Energy | United States | 2.77% | A3 | 12/15/2022 | 2.06 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,484,986.95 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2048 | 3.35 |
| Long Island Power Authority | 0.04% | 0.04% | $2,463,572.16 | Government Related | Local Authorities | United States | 0.76% | A2 | 03/01/2023 | 1.99 |
| Nucor | 0.04% | 0.04% | $2,450,170.56 | Corporates | Basic Industry | United States | 2.00% | Baa1 | 06/01/2025 | 4.39 |
| Nissan Motor Acceptance | 0.04% | 0.04% | $2,444,866.99 | Corporates | Consumer Cyclical | United States | 3.65% | Baa3 | 09/21/2021 | 0.96 |
| MVW 2020-1 | 0.04% | 0.04% | $2,431,761.71 | Securitized | ABS Other | United States | 2.73% | NR | 10/20/2037 | 3.24 |
| Galton Funding Mortgage Trust 2019-1 | 0.04% | 0.04% | $2,411,039.07 | Securitized | CMO | United States | 4.00% | NR | 02/25/2059 | 2.78 |
| Roper Technologies | 0.04% | 0.03% | $2,404,184.43 | Corporates | Capital Goods | United States | 3.65% | Baa2 | 09/15/2023 | 2.75 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.04% | 0.04% | $2,399,099.50 | Securitized | Car Loan | United States | 2.24% | Aaa | 06/19/2023 | 0.16 |
| Navient Student Loan Trust 2019-2 | 0.04% | 0.04% | $2,398,240.52 | Securitized | Student Loan | United States | 0.42% | Aaa | 02/27/2068 | 0.06 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.04% | 0.04% | $2,386,315.83 | Securitized | CMO | United States | 3.50% | NR | 01/28/2055 | 1.63 |
| Bre Grand Islander Timeshare Issuer 2019 | 0.04% | 0.04% | $2,382,767.57 | Securitized | ABS Other | United States | 3.28% | NR | 09/26/2033 | 2.54 |
| WPP Finance 2010 | 0.04% | 0.04% | $2,373,007.12 | Corporates | Communications | United Kingdom | 3.63% | Baa2 | 09/07/2022 | 1.87 |
| EOG Resources | 0.04% | 0.04% | $2,361,556.41 | Corporates | Energy | United States | 2.63% | A3 | 03/15/2023 | 2.17 |
| Schlumberger Finance Canada | 0.04% | 0.04% | $2,352,264.89 | Corporates | Energy | United States | 1.40% | A2 | 09/17/2025 | 4.75 |
| Sequoia Mortgage Trust 2018-CH4 | 0.04% | 0.03% | $2,341,073.81 | Securitized | CMO | United States | 4.00% | Aaa | 10/25/2048 | 2.33 |
| Reynolds American | 0.04% | 0.04% | $2,341,051.24 | Corporates | Consumer Non Cyclical | United Kingdom | 4.00% | Baa2 | 06/12/2022 | 1.64 |
| Williams | 0.04% | 0.03% | $2,329,256.21 | Corporates | Energy | United States | 4.30% | Baa3 | 03/04/2024 | 3.00 |
| COLT 2018-4 Mortgage Loan Trust | 0.04% | 0.04% | $2,319,031.53 | Securitized | CMO | United States | 4.01% | NR | 12/28/2048 | 1.29 |
| Analog devices | 0.04% | 0.04% | $2,288,937.46 | Corporates | Technology | United States | 2.95% | Baa1 | 04/01/2025 | 4.18 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,260,886.54 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2035 | 3.97 |
| Baxalta | 0.04% | 0.04% | $2,259,329.79 | Corporates | Consumer Non Cyclical | United States | 3.60% | Baa2 | 06/23/2022 | 1.52 |
| United Airlines 2019-2 Class B Pass Through Trust | 0.04% | 0.04% | $2,252,336.62 | Corporates | Transportation | United States | 3.50% | Baa2 | 05/01/2028 | 3.06 |
| GMF Floorplan Owner Revolving Trust | 0.04% | 0.04% | $2,235,201.30 | Securitized | Car Loan | United States | 1.03% | Aa1 | 08/15/2025 | 2.83 |
| Fox | 0.04% | 0.03% | $2,230,136.78 | Corporates | Communications | United States | 3.67% | Baa2 | 01/25/2022 | 1.29 |
| Sierra Timeshare 2019-1 Receivables Funding | 0.04% | 0.04% | $2,226,590.41 | Securitized | ABS Other | United States | 3.20% | NR | 01/20/2036 | 1.98 |
| FNMA 30 YR TBA OCT | 0.04% | 0.04% | $2,224,115.28 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01/01/2050 | 4.08 |
| Lincoln National | 0.04% | 0.04% | $2,221,301.31 | Corporates | Insurance | United States | 4.00% | Baa1 | 09/01/2023 | 2.77 |
| Delta Air Lines | 0.04% | 0.04% | $2,220,628.41 | Corporates | Transportation | United States | 2.60% | Baa3 | 12/04/2020 | 0.17 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,200,865.66 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 09/01/2039 | 4.10 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,185,709.82 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 03/01/2035 | 2.85 |
| NXP BV / NXP Funding | 0.04% | 0.04% | $2,166,886.38 | Corporates | Technology | Netherlands | 4.88% | Baa3 | 03/01/2024 | 3.11 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,157,366.68 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2024 | 1.26 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,156,638.32 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2045 | 4.16 |
| Avolon Holdings Funding | 0.04% | 0.04% | $2,143,308.75 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 07/01/2024 | 3.38 |
| World Omni Automobile Lease Securitization Trust 2018 | 0.04% | 0.04% | $2,140,755.96 | Securitized | Car Loan | United States | 3.06% | Aa1 | 05/15/2023 | 0.05 |
| EQT | 0.04% | 0.04% | $2,134,986.90 | Corporates | Energy | United States | 4.88% | Ba3 | 11/15/2021 | 1.07 |
| Air Lease | 0.04% | 0.04% | $2,122,995.12 | Corporates | Finance Companies | United States | 2.50% | NR | 03/01/2021 | 0.41 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.04% | 0.04% | $2,121,960.22 | Corporates | Banking | Mexico | 5.38% | Baa1 | 04/17/2025 | 3.98 |
| Ford Motor Credit | 0.04% | 0.04% | $2,118,309.96 | Corporates | Consumer Cyclical | United States | 5.88% | Ba2 | 08/02/2021 | 0.81 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.04% | 0.02% | $2,106,132.38 | Securitized | CMO | United States | 1.35% | NR | 10/25/2029 | 0.07 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $2,090,692.64 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/01/2048 | 3.56 |
| Simon Property | 0.04% | 0.04% | $2,081,865.11 | Corporates | REITs | United States | 3.50% | A2 | 09/01/2025 | 4.37 |
| Volkswagen Group of America Finance | 0.04% | 0.04% | $2,068,522.14 | Corporates | Consumer Cyclical | Germany | 2.50% | A3 | 09/24/2021 | 0.97 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.04% | 0.04% | $2,057,719.14 | Securitized | Car Loan | United States | 3.35% | Aaa | 07/17/2023 | 0.34 |
| State of Connecticut | 0.04% | 0.01% | $2,028,091.67 | Government Related | Local Authorities | United States | 2.00% | A1 | 07/01/2024 | 3.60 |
| Discover Bank | 0.04% | 0.04% | $2,026,019.57 | Corporates | Banking | United States | 3.20% | Baa2 | 08/09/2021 | 0.85 |
| Avis Budget Rental Car Funding AESOP | 0.04% | 0.04% | $2,003,699.29 | Securitized | Car Loan | United States | 3.70% | Baa2 | 03/20/2023 | 1.23 |
| Sierra Timeshare 2016-3 Receivables Funding | 0.04% | 0.04% | $1,973,154.22 | Securitized | ABS Other | United States | 2.43% | NR | 10/20/2033 | 0.80 |
| STACR Trust 2018-DNA2 | 0.03% | 0.03% | $1,956,123.01 | Securitized | CMO | United States | 0.95% | NR | 12/25/2030 | 0.08 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,929,466.61 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2045 | 3.91 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.03% | 0.03% | $1,923,901.02 | Securitized | Car Loan | United States | 2.52% | Aaa | 03/16/2023 | 2.39 |
| Energy Transfer Operating | 0.03% | 0.01% | $1,920,147.96 | Corporates | Energy | United States | 4.20% | Baa3 | 09/15/2023 | 2.72 |
| Sunoco Logistics Partners Operations | 0.03% | 0.01% | $1,916,137.50 | Corporates | Energy | United States | 4.40% | Baa3 | 04/01/2021 | 0.50 |
| Capital Auto Receivables Asset Trust 2017-1 | 0.03% | 0.02% | $1,895,601.48 | Securitized | Car Loan | United States | 2.70% | Aaa | 09/20/2022 | 0.94 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,893,535.12 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/01/2049 | 1.96 |
| Volvo Financial Equipment Master Owner Trust | 0.03% | 0.03% | $1,891,288.12 | Securitized | ABS Other | United States | 0.65% | Aaa | 11/15/2022 | 0.04 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,888,478.69 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2036 | 4.18 |
| Energy Transfer Operating | 0.03% | 0.01% | $1,887,349.08 | Corporates | Energy | United States | 2.90% | Baa3 | 05/15/2025 | 4.23 |
| UBS AG/London | 0.03% | 0.03% | $1,880,194.55 | Corporates | Banking | Switzerland | 1.75% | Aa3 | 04/21/2022 | 1.45 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,877,528.39 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.91 |
| OBX 2020-EXP1 Trust | 0.03% | 0.03% | $1,874,485.19 | Securitized | CMO | United States | 1.10% | NR | 02/25/2060 | 0.06 |
| Crown Castle Towers | 0.03% | 0.03% | $1,871,969.72 | Corporates | Communications | United States | 3.72% | A2 | 07/15/2023 | 4.17 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,858,508.87 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/01/2048 | 1.94 |
| Verus Securitization Trust 2019-INV1 | 0.03% | 0.03% | $1,826,837.32 | Securitized | CMO | United States | 4.03% | NR | 12/25/2059 | 0.56 |
| Enterprise Fleet Financing | 0.03% | 0.00% | $1,825,199.55 | Securitized | Car Loan | United States | 2.87% | NR | 10/20/2023 | 0.22 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.03% | 0.03% | $1,822,698.70 | Securitized | NON AGENCY CMBS | United States | 0.85% | NR | 01/15/2033 | 0.58 |
| SLM Student Loan Trust 2008-5 | 0.03% | 0.03% | $1,821,619.62 | Securitized | Student Loan | United States | 1.94% | Baa3 | 07/25/2023 | 0.18 |
| Becton Dickinson And | 0.03% | 0.03% | $1,800,208.78 | Corporates | Consumer Non Cyclical | United States | 3.73% | Ba1 | 12/15/2024 | 3.70 |
| Verus Securitization Trust 2018-INV1 | 0.03% | 0.01% | $1,800,100.79 | Securitized | CMO | United States | 3.63% | NR | 03/25/2058 | 1.96 |
| WEA Finance LLC / Westfield UK & Europe Finance | 0.03% | 0.03% | $1,784,285.30 | Corporates | REITs | France | 3.25% | Baa1 | 10/05/2020 | 0.01 |
| Valero Energy | 0.03% | 0.03% | $1,774,649.46 | Corporates | Energy | United States | 3.65% | Baa2 | 03/15/2025 | 4.13 |
| Towd Point Mortgage Trust 2016-1 | 0.03% | 0.02% | $1,746,041.11 | Securitized | CMO | United States | 3.00% | Aaa | 02/25/2055 | 1.53 |
| Roper Technologies | 0.03% | 0.03% | $1,745,745.58 | Corporates | Capital Goods | United States | 1.00% | Baa2 | 09/15/2025 | 4.80 |
| SMBC Aviation Capital Finance DAC | 0.03% | 0.01% | $1,739,474.89 | Corporates | Finance Companies | Ireland | 4.13% | NR | 07/15/2023 | 2.56 |
| CarMax Auto Owner Trust 2017-4 | 0.03% | 0.03% | $1,723,420.86 | Securitized | Car Loan | United States | 2.70% | NR | 10/16/2023 | 1.79 |
| Cardinal Health | 0.03% | 0.03% | $1,713,877.02 | Corporates | Consumer Non Cyclical | United States | 2.62% | Baa2 | 06/15/2022 | 1.58 |
| Ally Auto Receivables Trust 2017-2 | 0.03% | 0.02% | $1,703,719.81 | Securitized | Car Loan | United States | 2.93% | Aaa | 11/15/2023 | 1.33 |
| Towd Point Mortgage Trust 2015-5 | 0.03% | 0.03% | $1,688,869.12 | Securitized | CMO | United States | 2.75% | Aaa | 05/25/2055 | 0.82 |
| General Motors Financial | 0.03% | 0.03% | $1,686,452.96 | Corporates | Consumer Cyclical | United States | 4.20% | Baa3 | 03/01/2021 | 0.41 |
| Bristol-Myers Squibb | 0.03% | 0.03% | $1,680,308.58 | Corporates | Consumer Non Cyclical | United States | 3.25% | A2 | 02/20/2023 | 2.23 |
| Dallas Fort Worth International Airport | 0.03% | 0.03% | $1,679,953.63 | Government Related | Local Authorities | United States | 1.33% | A1 | 11/01/2025 | 4.91 |
| Williams | 0.03% | 0.03% | $1,673,892.27 | Corporates | Energy | United States | 3.35% | Baa3 | 08/15/2022 | 1.59 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,648,835.84 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 11/01/2034 | 2.80 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.03% | 0.03% | $1,624,939.94 | Corporates | Transportation | United States | 3.30% | Baa2 | 04/01/2021 | 0.42 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,620,767.35 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2048 | 3.35 |
| Government National Mortgage Assn. | 0.03% | 0.00% | $1,598,290.20 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/20/2047 | 1.23 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,588,802.31 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 04/01/2026 | 1.54 |
| American Electric Power | 0.03% | 0.03% | $1,571,419.00 | Corporates | Electric | United States | 3.65% | Baa2 | 12/01/2021 | 1.14 |
| Sequoia Mortgage Trust 2018-CH3 | 0.03% | 0.03% | $1,564,676.59 | Securitized | CMO | United States | 4.50% | Aa1 | 08/25/2048 | 2.38 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,551,253.73 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2027 | 1.54 |
| OBX 2019-EXP2 Trust | 0.03% | 0.03% | $1,546,900.98 | Securitized | CMO | United States | 1.35% | NR | 06/25/2059 | 0.58 |
| Ralph Lauren | 0.03% | 0.03% | $1,545,514.43 | Corporates | Consumer Cyclical | United States | 1.70% | A3 | 06/15/2022 | 1.67 |
| OBX 2020-EXP2 Trust | 0.03% | 0.03% | $1,544,876.30 | Securitized | CMO | United States | 3.00% | NR | 05/25/2060 | 1.83 |
| Bristol-Myers Squibb | 0.03% | 0.03% | $1,536,830.87 | Corporates | Consumer Non Cyclical | United States | 3.63% | A2 | 05/15/2024 | 3.19 |
| Verus Securitization Trust 2020-INV1 | 0.03% | 0.03% | $1,531,415.78 | Securitized | CMO | United States | 1.98% | NR | 03/25/2060 | 2.24 |
| Sequoia Mortgage Trust 2018-CH4 | 0.03% | 0.03% | $1,529,240.67 | Securitized | CMO | United States | 4.50% | Aaa | 10/25/2048 | 2.32 |
| Ventas Realty | 0.03% | 0.03% | $1,522,670.09 | Corporates | REITs | United States | 3.10% | Baa1 | 01/15/2023 | 2.13 |
| Roper Technologies | 0.03% | 0.03% | $1,510,232.94 | Corporates | Capital Goods | United States | 0.45% | Baa2 | 08/15/2022 | 1.86 |
| Government National Mortgage Assn. | 0.03% | 0.00% | $1,477,164.92 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/20/2039 | 2.92 |
| AbbVie | 0.03% | 0.03% | $1,474,007.81 | Corporates | Consumer Non Cyclical | United States | 3.20% | Baa2 | 11/06/2022 | 1.87 |
| Brixmor Operating Partnership | 0.03% | 0.03% | $1,466,205.49 | Corporates | REITs | United States | 3.88% | Baa3 | 08/15/2022 | 1.66 |
| Towd Point Mortgage Trust 2015-4 | 0.03% | 0.03% | $1,463,463.62 | Securitized | CMO | United States | 2.75% | Aaa | 04/25/2055 | 0.61 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,461,974.01 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2048 | 3.49 |
| Verus Securitization Trust 2018-2 | 0.03% | 0.02% | $1,457,796.54 | Securitized | CMO | United States | 3.78% | NR | 06/01/2058 | 2.12 |
| NXP BV / NXP Funding LLC / NXP USA | 0.03% | 0.03% | $1,455,146.71 | Corporates | Technology | Netherlands | 2.70% | Baa3 | 05/01/2025 | 4.23 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.03% | 0.03% | $1,450,075.96 | Securitized | NON AGENCY CMBS | United States | 1.40% | NR | 01/15/2033 | 0.57 |
| Fox | 0.03% | 0.03% | $1,442,783.21 | Corporates | Communications | United States | 3.05% | Baa2 | 04/07/2025 | 4.13 |
| Smb Private Education Loan Trust 2015 | 0.03% | 0.03% | $1,438,596.31 | Securitized | Student Loan | United States | 1.15% | Aaa | 06/15/2027 | 0.05 |
| Humana | 0.03% | 0.03% | $1,433,348.03 | Corporates | Insurance | United States | 2.90% | Baa3 | 12/15/2022 | 2.06 |
| Deephaven Residential Mortgage Trust 2018-1 | 0.03% | 0.03% | $1,429,519.91 | Securitized | CMO | United States | 2.98% | NR | 12/25/2057 | 1.61 |
| AbbVie | 0.03% | 0.03% | $1,415,596.62 | Corporates | Consumer Non Cyclical | United States | 3.25% | Baa2 | 10/01/2022 | 1.72 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $1,407,941.80 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2026 | 1.33 |
| Freddie Mac STACR REMIC Trust 2020-HQA1 | 0.03% | 0.03% | $1,403,960.62 | Securitized | CMO | United States | 0.90% | NR | 01/25/2050 | 0.06 |
| Standard Chartered | 0.02% | 0.02% | $1,398,210.39 | Corporates | Banking | United Kingdom | 3.89% | A2 | 03/15/2024 | 2.34 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,392,841.37 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2040 | 4.16 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,387,377.02 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.06 |
| Federal Home Loan Mortgage | 0.02% | 0.00% | $1,377,535.64 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 03/01/2039 | 3.34 |
| State of Connecticut | 0.02% | 0.01% | $1,362,132.39 | Government Related | Local Authorities | United States | 2.10% | A1 | 07/01/2025 | 4.52 |
| Elara Hgv Timeshare Issuer 2017 | 0.02% | 0.02% | $1,358,476.98 | Securitized | ABS Other | United States | 2.69% | NR | 03/25/2030 | 2.45 |
| Federal Home Loan Mortgage | 0.02% | 0.00% | $1,334,532.55 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 06/01/2038 | 3.14 |
| SLM Student Loan Trust 2008-9 | 0.02% | 0.02% | $1,324,647.79 | Securitized | Student Loan | United States | 1.74% | Baa3 | 04/25/2023 | 0.05 |
| Freddie Mac STACR Remic Trust 2020-DNA2 | 0.02% | 0.02% | $1,301,318.47 | Securitized | CMO | United States | 0.90% | NR | 02/25/2050 | 0.08 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,283,685.71 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.06 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.02% | 0.00% | $1,266,738.62 | Securitized | CMO | United States | 2.58% | NR | 10/25/2047 | 1.57 |
| Capital Auto Receivables Asset Trust 2017-1 | 0.02% | 0.02% | $1,247,106.21 | Securitized | Car Loan | United States | 2.43% | Aaa | 05/20/2022 | 0.54 |
| San Diego Gas & Electric | 0.02% | 0.02% | $1,233,066.31 | Corporates | Electric | United States | 1.91% | A2 | 02/01/2022 | 0.83 |
| Ally Auto Receivables Trust 2017-2 | 0.02% | 0.02% | $1,227,388.79 | Securitized | Car Loan | United States | 2.46% | Aaa | 09/15/2022 | 0.91 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.02% | 0.02% | $1,179,967.69 | Securitized | Car Loan | United States | 2.96% | Aaa | 03/15/2024 | 0.34 |
| Societe Generale | 0.02% | 0.02% | $1,171,045.80 | Corporates | Banking | France | 2.63% | Baa2 | 10/16/2024 | 3.79 |
| Towd Point Mortgage Trust 2016-2 | 0.02% | 0.02% | $1,166,687.01 | Securitized | CMO | United States | 2.75% | Aaa | 08/25/2055 | 1.61 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,162,998.01 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 4.03 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.02% | 0.02% | $1,152,519.66 | Securitized | ABS Other | United States | 2.58% | NR | 09/20/2032 | 1.26 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02% | $1,135,345.00 | Securitized | CMO | United States | 3.72% | NR | 02/25/2048 | 0.39 |
| Federal Home Loan Mortgage | 0.02% | 0.00% | $1,131,754.93 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/01/2023 | 1.04 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,126,432.04 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 2.55 |
| Boral Finance Pty | 0.02% | 0.02% | $1,111,323.21 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 11/01/2022 | 1.93 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.02% | 0.02% | $1,096,157.90 | Securitized | CMO | United States | 2.61% | NR | 09/27/2049 | 1.54 |
| International Business Machines | 0.02% | 0.02% | $1,084,130.59 | Corporates | Technology | United States | 2.88% | A2 | 11/09/2022 | 2.04 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02% | $1,051,752.12 | Securitized | CMO | United States | 0.90% | NR | 03/25/2030 | 0.07 |
| RETL 2019-RVP | 0.02% | 0.02% | $1,046,697.82 | Securitized | NON AGENCY CMBS | United States | 1.30% | Aaa | 03/15/2036 | 0.73 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,039,791.86 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2050 | 3.40 |
| Towd Point Mortgage Trust 2016-1 | 0.02% | 0.02% | $1,037,951.60 | Securitized | CMO | United States | 2.75% | Aaa | 02/25/2055 | 0.99 |
| Bunge Ltd Finance | 0.02% | 0.02% | $1,034,971.63 | Corporates | Consumer Non Cyclical | United States | 4.35% | Baa3 | 03/15/2024 | 3.17 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,033,295.13 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 07/01/2034 | 3.97 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $1,031,118.54 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2025 | 1.33 |
| ERAC USA Finance | 0.02% | 0.02% | $1,026,360.00 | Corporates | Transportation | United States | 5.25% | Baa1 | 10/01/2020 | 0.00 |
| Kinder Morgan Energy Partners | 0.02% | 0.02% | $1,008,184.41 | Corporates | Energy | United States | 3.95% | Baa2 | 09/01/2022 | 1.63 |
| GS Mortgage Securities Corp Trust 2019-SOHO | 0.02% | 0.02% | $993,042.92 | Securitized | NON AGENCY CMBS | United States | 1.06% | Aaa | 06/15/2036 | 0.72 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $985,774.02 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.06 |
| MVW Owner Trust 2014-1 | 0.02% | 0.02% | $982,852.34 | Securitized | ABS Other | United States | 2.25% | NR | 09/22/2031 | 0.68 |
| City of Houston TX Airport System Revenue | 0.02% | 0.01% | $976,150.50 | Government Related | Local Authorities | United States | 1.05% | A1 | 07/01/2023 | 2.65 |
| Shire Acquisitions Investments Ireland DAC | 0.02% | 0.02% | $970,444.75 | Corporates | Consumer Non Cyclical | Ireland | 2.88% | Baa2 | 09/23/2023 | 2.72 |
| Gray Oak Pipeline | 0.02% | 0.02% | $956,090.43 | Corporates | Energy | United States | 2.00% | Baa3 | 09/15/2023 | 2.86 |
| Reinsurance Group of America | 0.02% | 0.02% | $952,253.73 | Corporates | Insurance | United States | 5.00% | Baa1 | 06/01/2021 | 0.65 |
| Government National Mortgage Assn. | 0.02% | 0.00% | $951,115.55 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 05/20/2048 | 0.63 |
| Government National Mortgage Assn. | 0.02% | 0.00% | $946,519.03 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/20/2048 | 2.39 |
| Danske Bank | 0.02% | 0.02% | $931,056.57 | Corporates | Banking | Denmark | 5.38% | Baa3 | 01/12/2024 | 3.02 |
| Deutsche Bank AG/New York NY | 0.02% | 0.02% | $928,049.54 | Corporates | Banking | Germany | 3.38% | Baa3 | 05/12/2021 | 0.60 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $927,224.72 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2049 | 3.28 |
| Verus Securitization Trust 2018-2 | 0.02% | 0.02% | $913,643.90 | Securitized | CMO | United States | 3.83% | NR | 06/01/2058 | 2.13 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $910,463.10 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2034 | 3.77 |
| Sierra Timeshare 2016-1 Receivables Funding | 0.02% | 0.02% | $881,644.89 | Securitized | ABS Other | United States | 3.08% | NR | 03/21/2033 | 1.10 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $877,436.70 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2024 | 1.03 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $837,954.11 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/20/2048 | 1.28 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $835,616.10 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/20/2049 | 0.77 |
| Ari Fleet Lease Trust 2018 | 0.01% | 0.01% | $834,563.81 | Securitized | Car Loan | United States | 2.55% | NR | 10/15/2026 | 0.19 |
| Towd Point Mortgage Trust 2016-3 | 0.01% | 0.01% | $833,208.17 | Securitized | CMO | United States | 2.25% | Aaa | 04/25/2056 | 1.12 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.01% | 0.00% | $814,085.80 | Government Related | Local Authorities | United States | 2.06% | NR | 12/01/2024 | 3.98 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $810,792.25 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2049 | 2.06 |
| State of Connecticut | 0.01% | 0.01% | $805,104.47 | Government Related | Local Authorities | United States | 2.00% | A1 | 07/01/2023 | 2.67 |
| Verus Securitization Trust 2018-INV1 | 0.01% | 0.01% | $794,474.58 | Securitized | CMO | United States | 3.85% | NR | 03/25/2058 | 1.96 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $764,979.91 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 03/20/2048 | 0.84 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.01% | 0.01% | $762,328.90 | Securitized | NON AGENCY CMBS | United States | 1.39% | Aaa | 09/15/2049 | 0.38 |
| MVW Owner Trust 2017-1 | 0.01% | 0.00% | $719,869.05 | Securitized | ABS Other | United States | 2.42% | NR | 12/20/2034 | 2.78 |
| Freddie Mac Stacr Trust 2018-HQA2 | 0.01% | 0.01% | $718,873.03 | Securitized | CMO | United States | 0.90% | NR | 10/25/2048 | 0.06 |
| Sunoco Logistics Partners Operations | 0.01% | 0.01% | $718,650.56 | Corporates | Energy | United States | 3.45% | Baa3 | 01/15/2023 | 2.01 |
| Energy Transfer Operating | 0.01% | 0.01% | $714,457.57 | Corporates | Energy | United States | 4.90% | Baa3 | 02/01/2024 | 2.89 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $711,881.36 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2024 | 1.26 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | 0.01% | $701,599.14 | Securitized | CMO | United States | 2.50% | Aaa | 04/25/2057 | 0.87 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $683,314.90 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 3.91 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $649,274.47 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2025 | 0.76 |
| Freddie Mac Stacr Remic Trust 2020-DNA1 | 0.01% | 0.01% | $647,680.86 | Securitized | CMO | United States | 0.85% | NR | 01/25/2050 | 0.06 |
| MVW Owner Trust 2017-1 | 0.01% | 0.00% | $634,749.86 | Securitized | ABS Other | United States | 2.99% | NR | 12/20/2034 | 2.46 |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 0.01% | 0.01% | $597,082.34 | Securitized | CMO | United States | 3.82% | A3 | 05/25/2047 | 1.78 |
| Sierra Timeshare 2016-2 Receivables Funding | 0.01% | 0.01% | $585,647.78 | Securitized | ABS Other | United States | 2.33% | NR | 07/20/2033 | 0.42 |
| City of Houston TX Airport System Revenue | 0.01% | 0.01% | $575,051.75 | Government Related | Local Authorities | United States | 0.88% | A1 | 07/01/2022 | 1.68 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $563,259.04 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2023 | 0.80 |
| Freddie Mac REMICS | 0.01% | 0.01% | $561,747.20 | Securitized | CMO | United States | 4.00% | NR | 11/15/2036 | 0.07 |
| Federal Home Loan Mortgage | 0.01% | 0.00% | $556,984.11 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2035 | 3.98 |
| SMBC Aviation Capital Finance DAC | 0.01% | 0.01% | $548,428.24 | Corporates | Finance Companies | Ireland | 2.65% | NR | 07/15/2021 | 0.78 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $527,481.55 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 10/01/2035 | 4.06 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $524,178.79 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2039 | 4.28 |
| Sierra Timeshare Conduit Receivables Funding | 0.01% | 0.01% | $514,597.30 | Securitized | ABS Other | United States | 2.91% | NR | 03/20/2034 | 2.69 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $506,642.74 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2027 | 1.54 |
| Hilton Grand Vacations Trust 2017 | 0.01% | 0.01% | $502,303.30 | Securitized | ABS Other | United States | 2.96% | NR | 12/26/2028 | 1.67 |
| GreatAmerica Leasing Receivables Funding LLC Series 2018-1 | 0.01% | 0.01% | $493,106.72 | Securitized | ABS Other | United States | 2.60% | NR | 06/15/2021 | 0.11 |
| Sunoco Logistics Partners Operations | 0.01% | 0.01% | $485,712.50 | Corporates | Energy | United States | 4.25% | Baa3 | 04/01/2024 | 3.09 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $484,397.64 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2024 | 0.76 |
| Elara Hgv Timeshare Issuer 2014 | 0.01% | 0.01% | $468,123.55 | Securitized | ABS Other | United States | 2.53% | NR | 02/25/2027 | 0.77 |
| CenterPoint Energy Resources | 0.01% | 0.01% | $465,066.00 | Corporates | Natural Gas | United States | 4.50% | A3 | 01/15/2021 | 0.04 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $461,549.68 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2024 | 1.33 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $438,056.16 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.06 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $424,993.83 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.71 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $416,364.82 | Securitized | Agency_Hybrid_ARMS | United States | 2.31% | NR | 10/01/2033 | 0.93 |
| GS Mortgage-Backed Securities Trust | 0.01% | 0.01% | $390,402.57 | Securitized | CMO | United States | 2.45% | NR | 07/25/2044 | 0.47 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $388,361.36 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2042 | 4.10 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $371,337.44 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/20/2048 | 0.77 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $366,618.60 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 04/01/2026 | 1.54 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.01% | 0.01% | $365,479.94 | Securitized | ABS Other | United States | 2.29% | Aaa | 06/10/2021 | 0.14 |
| Santander Drive Auto Receivables Trust 2018-4 | 0.01% | 0.01% | $344,471.84 | Securitized | Car Loan | United States | 3.27% | Aaa | 01/17/2023 | 0.04 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $341,673.19 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2036 | 4.03 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.01% | 0.01% | $328,739.61 | Securitized | CMO | United States | 3.96% | NR | 08/25/2058 | 1.43 |
| Federal Home Loan Mortgage | 0.01% | 0.00% | $301,805.27 | Securitized | Agency_Hybrid_ARMS | United States | 2.94% | NR | 06/01/2038 | 0.88 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $301,525.40 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/01/2024 | 1.03 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.01% | 0.00% | $298,741.64 | Government Related | Local Authorities | United States | 1.71% | NR | 12/01/2022 | 2.12 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $295,421.58 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2024 | 1.35 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $293,246.32 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 07/01/2032 | 3.55 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $292,182.35 | Securitized | Agency_Hybrid_ARMS | United States | 2.78% | NR | 05/01/2038 | 0.76 |
| Federal Home Loan Mortgage | 0.01% | 0.00% | $291,531.11 | Securitized | Agency_Hybrid_ARMS | United States | 2.50% | NR | 07/01/2038 | 0.99 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $291,382.44 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/20/2034 | 3.24 |
| Federal Home Loan Mortgage | 0.01% | 0.00% | $290,326.19 | Securitized | Agency_Hybrid_ARMS | United States | 2.95% | NR | 10/01/2036 | 1.01 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $288,692.87 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 12/01/2032 | 3.24 |
| Government National Mortgage Assn. | 0.01% | 0.00% | $287,154.09 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.74 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $284,420.26 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2024 | 1.28 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.00% | 0.00% | $280,000.46 | Government Related | Local Authorities | United States | 1.84% | NR | 12/01/2023 | 3.07 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $271,555.47 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/20/2040 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $266,379.27 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2036 | 4.06 |
| Deephaven Residential Mortgage Trust 2017-1 | 0.00% | 0.00% | $257,210.17 | Securitized | CMO | United States | 3.49% | NR | 12/26/2046 | 0.90 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $256,619.84 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 3.91 |
| MVW Owner Trust 2017-1 | 0.00% | 0.00% | $254,555.61 | Securitized | ABS Other | United States | 2.75% | NR | 12/20/2034 | 2.48 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $254,310.95 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2024 | 1.27 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $252,860.96 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2035 | 3.91 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $251,955.97 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.37 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $235,021.25 | Securitized | Agency_Hybrid_ARMS | United States | 4.08% | NR | 02/01/2038 | 0.71 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $234,621.41 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2026 | 1.49 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $212,725.91 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2023 | 0.80 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $194,043.58 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 05/20/2036 | 2.70 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $192,485.30 | Securitized | Agency_Hybrid_ARMS | United States | 3.62% | NR | 04/01/2038 | 0.73 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $183,284.29 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2036 | 4.06 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $183,191.42 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $181,474.67 | Securitized | Agency_Hybrid_ARMS | United States | 3.64% | NR | 05/01/2038 | 0.73 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $180,810.49 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 09/01/2035 | 3.98 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $178,929.76 | Securitized | Agency_Hybrid_ARMS | United States | 4.10% | NR | 11/01/2034 | 0.96 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $178,717.18 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/20/2035 | 3.02 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $175,675.09 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.81 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $156,434.13 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/20/2041 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $154,266.89 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $149,770.12 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2036 | 4.06 |
| GS Mortgage Securities Trust 2016-GS3 | 0.00% | 0.00% | $145,496.69 | Securitized | NON AGENCY CMBS | United States | 1.43% | Aaa | 10/10/2049 | 0.15 |
| Enterprise Fleet Financing | 0.00% | 0.00% | $141,765.94 | Securitized | Car Loan | United States | 2.13% | NR | 05/22/2023 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $140,143.58 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2037 | 4.00 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $139,670.03 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $139,272.97 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2038 | 4.29 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $139,162.18 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/20/2036 | 3.02 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $125,478.03 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2022 | 0.76 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $125,326.72 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.06 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $124,156.00 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2023 | 1.08 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $122,737.41 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2023 | 1.04 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $120,318.93 | Securitized | Agency_Hybrid_ARMS | United States | 2.72% | NR | 07/01/2035 | 1.00 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $117,720.12 | Securitized | Agency_Hybrid_ARMS | United States | 2.69% | NR | 08/01/2038 | 0.96 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $113,201.39 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 0.62 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $112,696.97 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 2.30 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $111,424.48 | Securitized | Agency_Hybrid_ARMS | United States | 3.20% | NR | 05/01/2038 | 0.83 |
| Government National Mortgage Assn. | 0.00% | 0.00% | $110,600.87 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 04/20/2050 | 1.10 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.00% | 0.00% | $106,853.00 | Securitized | CMO | United States | 2.71% | NR | 10/25/2047 | 1.57 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.00% | 0.00% | $99,901.68 | Securitized | CMO | United States | 2.81% | NR | 10/25/2047 | 0.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $99,032.89 | Securitized | Agency_Hybrid_ARMS | United States | 3.79% | NR | 05/01/2038 | 0.67 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $96,827.71 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 11/01/2034 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $87,907.64 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/01/2023 | 1.03 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $87,452.52 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2025 | 1.54 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $86,001.37 | Securitized | Agency_Hybrid_ARMS | United States | 4.19% | NR | 02/01/2037 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $83,147.45 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2023 | 0.76 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $80,766.18 | Securitized | Agency_Hybrid_ARMS | United States | 4.12% | NR | 12/01/2036 | 0.60 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $79,110.65 | Securitized | Agency_Hybrid_ARMS | United States | 3.75% | NR | 02/01/2037 | 0.64 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $77,818.83 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2025 | 1.54 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $77,461.47 | Securitized | Agency_Hybrid_ARMS | United States | 3.23% | NR | 12/01/2035 | 0.56 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $75,218.28 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2023 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $74,216.40 | Securitized | Agency_Hybrid_ARMS | United States | 3.38% | NR | 05/01/2037 | 0.85 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $74,150.45 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $69,596.69 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2024 | 1.33 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $68,615.61 | Securitized | Agency_Hybrid_ARMS | United States | 2.63% | NR | 07/01/2035 | 0.78 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $66,962.53 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 05/01/2023 | 0.79 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $63,920.38 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/01/2023 | 0.79 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $63,888.15 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2023 | 0.40 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $53,236.80 | Securitized | Agency_Hybrid_ARMS | United States | 3.73% | NR | 02/01/2037 | 0.69 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $51,142.70 | Securitized | Agency_Hybrid_ARMS | United States | 3.88% | NR | 01/01/2037 | 0.48 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $49,318.52 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 06/01/2036 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $48,036.04 | Securitized | Agency_Hybrid_ARMS | United States | 3.72% | NR | 12/01/2032 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $45,470.18 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 10/01/2038 | 4.29 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $43,712.14 | Securitized | Agency_Hybrid_ARMS | United States | 2.22% | NR | 09/01/2035 | 1.09 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $43,654.18 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 07/01/2036 | 3.97 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $42,958.29 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $42,211.64 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 04/01/2025 | 1.45 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $40,715.95 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2038 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $40,043.73 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $36,989.11 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/01/2025 | 0.79 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $36,805.75 | Securitized | Agency_Hybrid_ARMS | United States | 4.05% | NR | 11/01/2036 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $34,780.33 | Securitized | Agency_Hybrid_ARMS | United States | 2.55% | NR | 06/01/2038 | 0.96 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $32,264.82 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 11/01/2023 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $28,458.61 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2036 | 4.00 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $27,953.47 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 09/01/2034 | 3.98 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $27,371.62 | Securitized | Agency_Hybrid_ARMS | United States | 2.68% | NR | 08/01/2038 | 0.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $27,087.45 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2034 | 3.93 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $26,248.08 | Securitized | Agency_Hybrid_ARMS | United States | 3.34% | NR | 12/01/2035 | 0.41 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $25,639.54 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2022 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $24,871.53 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2022 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $23,764.34 | Securitized | Agency_Hybrid_ARMS | United States | 2.58% | NR | 09/01/2037 | 0.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $23,531.94 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 06/01/2036 | 3.63 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $23,127.50 | Securitized | Agency_Hybrid_ARMS | United States | 3.85% | NR | 12/01/2035 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $18,186.11 | Securitized | Agency_Hybrid_ARMS | United States | 3.59% | NR | 10/01/2032 | 1.09 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $17,735.92 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2038 | 4.13 |
| STACR Trust 2018-DNA3 | 0.00% | 0.00% | $15,593.70 | Securitized | CMO | United States | 0.90% | NR | 09/25/2048 | 0.07 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $14,762.98 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2022 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $14,162.56 | Securitized | Agency_Hybrid_ARMS | United States | 3.91% | NR | 01/01/2034 | 0.31 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $12,808.91 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 07/01/2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $12,514.44 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/01/2023 | 1.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $12,414.74 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2038 | 4.13 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $12,032.33 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2035 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $10,157.91 | Securitized | Agency_Hybrid_ARMS | United States | 3.47% | NR | 04/01/2037 | 0.82 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $9,701.33 | Securitized | Agency_Hybrid_ARMS | United States | 3.34% | NR | 08/01/2038 | 0.71 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $9,110.82 | Securitized | Agency_Hybrid_ARMS | United States | 3.77% | NR | 12/01/2035 | 0.44 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $8,762.26 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2022 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $8,036.42 | Securitized | Agency_Hybrid_ARMS | United States | 3.99% | NR | 02/01/2034 | 0.57 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $7,642.38 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 06/01/2022 | 0.80 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $7,326.38 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $7,090.77 | Securitized | Agency_Hybrid_ARMS | United States | 3.35% | NR | 07/01/2034 | 0.61 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $6,586.66 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 09/01/2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $5,840.81 | Securitized | Agency_Hybrid_ARMS | United States | 2.23% | NR | 09/01/2032 | 1.05 |
| Fannie Mae REMIC Trust 2001-W4 | 0.00% | 0.00% | $4,615.06 | Securitized | CMO | United States | 5.61% | NR | 01/25/2032 | 2.48 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $4,413.12 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 07/01/2022 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,769.12 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2021 | 0.14 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,254.06 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01/01/2024 | 1.11 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,236.15 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,212.45 | Securitized | Agency_Hybrid_ARMS | United States | 3.68% | NR | 02/01/2033 | 0.49 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $2,775.86 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 09/01/2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $2,585.18 | Securitized | Agency_Hybrid_ARMS | United States | 3.63% | NR | 01/01/2035 | 1.10 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $2,376.46 | Securitized | Agency_Hybrid_ARMS | United States | 2.45% | NR | 07/01/2027 | 1.42 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $2,197.08 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 09/01/2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $2,043.21 | Securitized | Agency_Hybrid_ARMS | United States | 3.96% | NR | 02/01/2033 | 0.66 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $1,685.54 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2021 | 0.20 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $1,661.77 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $1,655.39 | Securitized | Agency_Hybrid_ARMS | United States | 2.50% | NR | 07/01/2033 | 1.26 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $1,475.61 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $1,153.41 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $1,073.37 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/01/2022 | 0.14 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $991.97 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2021 | 0.14 |
| FNMA 15YR | 0.00% | 0.00% | $659.06 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/01/2020 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $532.46 | Securitized | Agency_Hybrid_ARMS | United States | 4.72% | NR | 05/01/2024 | 1.55 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $528.53 | Securitized | Agency_Hybrid_ARMS | United States | 3.97% | NR | 10/01/2033 | 0.97 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $525.75 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 10/01/2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $431.46 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2021 | 0.42 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $352.20 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2021 | 0.19 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $244.78 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 11/01/2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $233.91 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/01/2021 | 0.23 |
| FNMA 15YR | 0.00% | 0.00% | $196.65 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2020 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $182.74 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2022 | 0.54 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $134.63 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 06/01/2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $119.84 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2021 | 0.42 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $115.74 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $94.28 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 10/01/2021 | 0.40 |
| FED NATL MTG ASSN ARM | 0.00% | 0.00% | $93.60 | Securitized | Agency_Hybrid_ARMS | United States | 1.90% | NR | 11/01/2020 | 0.11 |
| Federal Home Loan Mortgage | 0.00% | 0.00% | $72.58 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 11/01/2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $37.91 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $33.91 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/01/2021 | 0.42 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $12.77 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/01/2021 | 0.14 |
Numbers may not total due to rounding; all numbers are percentages.
Please note that holdings are released 15 days after the period end. From time to time, certain securities held may not be listed. This is done to prevent potential harm to the portfolio while the manager completes a buying or selling program in those securities.
The information shown does not reflect any ETFs that may be held in the portfolio.
Credit Quality (10/31/2020)
| Quality Rating | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 3.96% | 3.87% | |
| US Treasury | 12.36% | 65.55% | |
| AAA | 17.76% | 5.19% | |
| AA | 7.26% | 3.74% | |
| A | 19.54% | 11.95% | |
| BBB | 34.73% | 9.49% | |
| BB | 3.73% | 0.21% | |
| Not Rated | 0.79% | 0.00% | |
| Reserves | -0.12% | 0.00% |
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Sources: Moody's Investors Service; if Moody's does not rate a security, then Standard & Poor's (S&P) is used as a secondary source. When available, T. Rowe Price will use Fitch for securities that are not rated by Moodys or S&P. T. Rowe Price does not evaluate these ratings, but simply assigns them to the appropriate credit quality category as determined by the rating agency.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Bond Maturity (10/31/2020)
| Bond Maturity | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 1-3 Years | 54.45% | 100.00% | |
| 3-5 Years | 22.84% | 0.00% | |
| 0-1 Years | 20.17% | 0.00% | |
| 5-7 Years | 2.15% | 0.00% | |
| 7-10 Years | 0.37% | 0.00% | |
| 10+ Years | 0.02% | 0.00% |
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Numbers may not total due to rounding; all numbers are percentages.
Duration Analysis (10/31/2020)
| Duration | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 1-3 Years | 50.12% | 98.56% | |
| Under 1 Year | 30.35% | 1.44% | |
| 3-5 Years | 19.34% | 0.00% | |
| 5-7 Years | 0.19% | 0.00% | |
| Over 10 Years | 0.00% | 0.00% | |
| 7-10 Years | 0.00% | 0.00% |
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Duration is a measure of a bond fund's sensitivity to interest rate changes. Numbers may not total 100% due to rounding.
Sector Diversification (10/31/2020)
| Sector | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Corporate Bonds & Notes | 51.16% | 23.44% | |
| Asset-Backed Securities | 15.01% | 0.00% | |
| Mortgage-Backed Securities | 14.08% | 0.00% | |
| CMBS | 4.99% | 0.00% | |
| Cash & Equivalents | -0.12% | 0.00% | |
| Government Related | 2.51% | 11.01% | |
| U.S. Treasury Bonds and Notes | 12.36% | 65.55% |
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Source: T. Rowe Price
Numbers may not total due to rounding; all numbers are percentages.
Platforms (Investor Class)
| Platform | Retail Investor | Institutional Investor |
|---|---|---|
| Pershing | N/A | NTF |
| TD Ameritrade | NTF | NTF |
| Schwab | NTF | NTF |
| Fidelity | NTF | NTF |
| E*Trade | NTF | N/A |
- NTF No Transaction Fee
- TF Transaction Fee
- N/A Not Available
Calendar Year Performance
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3.13% | 1.46% | 2.86% | 0.30% | 0.60% | 0.60% | 1.58% | 1.33% | 1.38% | 4.31% | Fund | |
| 2.80% | 1.59% | 1.26% | 0.64% | 0.77% | 0.65% | 1.28% | 0.84% | 1.60% | 4.03% | Benchmark | |
| 0.33% | -0.13% | 1.60% | -0.34% | -0.17% | -0.05% | 0.30% | 0.49% | -0.22% | 0.28% | Value added |
- Fund
- Benchmark
- Annual Report
Investor Class Inception Date: 03/02/1984
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Source of data: MSCI. Index returns are shown with gross dividends reinvested.
MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed, or produced by MSCI.
Monthly Performance
- Fund
- Benchmark
Investor Class Inception Date: 03/02/1984
Benchmark: Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index
Distributions (Investor Class)
| Period | Dividend From Net Income (USD) | Short-Term Capital Gains (USD) | Long-Term Capital Gains (USD) | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
|---|---|---|---|---|---|---|---|
| 2019 Year End | - | - | - | 12/06/2019 | 12/09/2019 | 12/10/2019 | 20191210 |
| 2018 Year End | - | - | - | 12/06/2018 | 12/07/2018 | 12/10/2018 | 20181210 |
| 2017 Year End | - | - | - | 12/06/2017 | 12/07/2017 | 12/08/2017 | 20171208 |
| 2016 Year End | - | - | - | 12/06/2016 | 12/07/2016 | 12/08/2016 | 20161208 |
Future Declarations
| Period | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
|---|---|---|---|---|
| 2020 Year End | 12/07/2020 | 12/08/2020 | 12/09/2020 | 20201209 |
Financial Professionals
Client liaisons are available Monday-Thursday from 8 a.m. to 6 p.m. ET and Friday from 8 a.m. to 5 p.m. ET.
Tel: 1-800-564-6958
Contact Advisor Services
1
© 2020 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
2
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
3
Figure applies to all share classes.
Michael Reinartz is a portfolio manager in the Fixed Income Division at T. Rowe Price. He is a member of the U.S. Taxable Low Duration team, portfolio manager of the U.S. Short-Term Bond Strategy, and co-portfolio manager of the Limited-Term Bond Portfolio. Mr. Reinartz is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.