Strategy
QM US Aggregate Bond Index
The US Aggregate Bond Index Composite seeks to approximate the total return performance of the U.S. Fixed Income Market for publicly traded securities as represented by major fixed income benchmarks, including the Bloomberg Barclays U.S. Aggregate Bond Index. The strategy applies qualitative and quantitative management techniques to achieve its investment objectives.
3YR Return Annualised (Net)
(View Total Returns)
Tracking Error
(5 Years)
5.56%
0.59%
Data as of 30-Sep-2020
Data as of 30-Sep-2020
1YR Return (Net)
(View Total Returns)
Information Ratio
(5 Years)
7.37%
0.63
Data as of 30-Sep-2020
Data as of 30-Sep-2020
Inception Date 30-Jun-1990
Performance figures calculated in USD
Other Literature
Strategy
Investment Approach
- Primarily focus on investment-grade U.S. fixed income securities represented in the Barclays U.S. Aggregate Bond Index.
- Integrate proprietary credit and capital market research to identify market inefficiencies.
- Seek to add value at the margin by coupling limited active management techniques with the risk-managed aspects of passive management.
- Emphasize individual security selection and modest strategic and tactical deviations versus the benchmark.
Portfolio Construction
- Risk-weighted spread sectors exposure range +/-5% of the benchmark
- Duration range +/- 3% of the benchmark
- Tracking error 10-20 bps
Performance
QM US Aggregate Bond Index Composite
Annualised Performance
Quarterly| 1 YR | 3 YR Annualised |
5 YR Annualised |
10 YR Annualised |
|
|---|---|---|---|---|
| Composite Gross % | 7.45% | 5.65% | 4.55% | 3.91% |
| Composite Net % | 7.37% | 5.56% | 4.46% | 3.83% |
| Benchmark % | 6.98% | 5.24% | 4.18% | 3.64% |
| Excess Return (Gross) % | 0.47% | 0.41% | 0.37% | 0.27% |
Recent Performance
| 3 MonthsData as of 30-Sep-2020 | Year to DateData as of 30-Sep-2020 | |
|---|---|---|
| Composite Gross % | 1.03% | 7.53% |
| Composite Net % | 1.01% | 7.47% |
| Benchmark % | 0.62% | 6.79% |
| Excess Return (Gross) % | 0.41% | 0.74% |
Past performance is not a reliable indicator of future performance.
Returns for time periods greater than one year are annualised.
Gross performance returns are presented before management and all other fees, where applicable, but after trading expenses. Net of fees performance reflects the deduction of the highest applicable management fee that would be charged based on the fee schedule contained within this material, without the benefit of breakpoints. Gross and net performance returns reflect the reinvestment of dividends and are net of all non-reclaimable withholding taxes on dividends, interest income, and capital gains.
Holdings
Holdings
Total
Holdings
967
Largest Holding
U.S. Treasury Bonds
4.68%
Was
(30-Jun-2020) 1.59%
Top 10 Holdings 17.45%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 6.10% | -18.58% |
| Portfolio | 20.18% | 18.82% |
| Benchmark | 14.09% | 37.40% |
Average Credit Quality
AASectors
Total
Sectors
9
Largest Sector
Corporate
34.75%
Was (30-Jun-2020)
39.49%
Other
View complete Sector Diversification
Largest Overweight
Mortgage
By7.78%
Portfolio
34.02%
Benchmark
26.24%
Largest Underweight
U.S. Treasury
By-18.92%
Portfolio
18.82%
Benchmark
37.74%
Team (As of 01-Oct-2020)
Robert Larkins is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Larkins is lead portfolio manager of the firm's suite of bond index strategies, overseeing the U.S. Aggregate Bond Index Strategy, the U.S. Enhanced Aggregate Bond Strategy, and numerous custom bond index mandates, including liability-driven investment portfolios tailored to meet specific client needs. He is also lead portfolio manager of the Long Duration Credit Strategy and is a member of the firm's Investments Derivatives Committee. Mr. Larkins is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
Mr. Larkins has 16 years of investment experience, all of which have been with T. Rowe Price. Prior to joining the firm in 2003, he worked for Dow Chemical Company for four years as a research engineer.
Mr. Larkins earned a B.S. in chemical engineering from Brigham Young University and an M.B.A. in finance from The Wharton School, University of Pennsylvania. He also has earned the Chartered Financial Analyst designation.
- Portfolio manager2007
since - Years at17
T. Rowe Price - Years investment17
experience
Jeff DeVack is a portfolio specialist in the Fixed Income Division. He is a member of the U.S. Taxable Bond team covering multiple strategies, working closely with clients, consultants, and prospects. Jeff is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
Jeff’s investment experience began in 2000, and he has been with T. Rowe Price since 2011, beginning as a senior portfolio analyst in the Fixed Income Investment Specialists department. After that, he became a portfolio specialist. Prior to T. Rowe Price, Jeff was a partner in an investment consulting group at UBS Financial Services, where he worked with both institutional clientele and high-net-worth families. Jeff was also employed by J.P. Morgan Chase & Co., where he started his career working primarily as an investment banking analyst in a group that structured asset-backed securities transactions for Fortune 500 companies.
Jeff earned a B.B.A., magna cum laude, in finance and economics from Loyola University Maryland, Sellinger School of Business and is a member of Beta Gamma Sigma. He also has earned the Chartered Financial Analyst designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Years at9
T. Rowe Price - Years investment20
experience
Portfolio Characteristics
Representative Portfolio vs Benchmarkas of 30-Sep-2020
| Characteristic | Portfolio | Benchmark |
|---|---|---|
| Weighted Average Coupon | 3.26% | 3.01% |
| Weighted Average Maturity | 8.00 Years | 8.13 Years |
| Weighted Average Duration | 6.05 Years | 6.03 Years |
| Number of Holdings | 967 | 11,902 |
Risks
- Capital risk
- Counterparty risk
- Geographic concentration risk
- Hedging risk
- Investment portfolio risk
- Management risk
- Operational risk
Risk/Return Characteristics
as of 30-Sep-2020QM US Aggregate Bond Index Composite
| Risk/Return (5 Years) | Composite | Benchmark |
|---|---|---|
| Alpha | 0.19% | 0.00% |
| Beta | 1.06 | 1.00 |
| R-Squared | 0.97 | 1.00 |
| Annualized Std. Deviation | 3.34% | 3.13% |
| Information Ratio | 0.63 | 0.00 |
| Sharpe Ratio | 1.01 | 0.96 |
| Tracking Error | 0.59% | 0.00% |
Past performance is not a reliable indicator of future performance.
Figures are calculated using monthly data and are gross of fees. Returns would have been lower as a result of the deduction of applicable fees.
Calendar Year Performance
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6.65% | 7.65% | 4.63% | -1.96% | 6.26% | 0.66% | 3.04% | 3.90% | 0.30% | 8.83% | Composite Gross | |
| 6.56% | 7.56% | 4.55% | -2.04% | 6.18% | 0.58% | 2.95% | 3.82% | 0.22% | 8.74% | Composite Net | |
| 6.54% | 7.84% | 4.21% | -2.02% | 5.97% | 0.55% | 2.65% | 3.54% | 0.01% | 8.72% | Benchmark | |
| 0.02% | -0.28% | 0.34% | -0.02% | 0.21% | 0.03% | 0.30% | 0.28% | 0.21% | 0.02% | Value added (Gross) |
- Composite Gross
- Composite Net
- Benchmark
Top 10 Issuers (30-Sep-2020)
| Issuer Name | % of Portfolio | Sector | Industry | Country |
|---|---|---|---|---|
| JPMorgan Chase | 0.90% | N/A | N/A | N/A |
| Bank of America | 0.75% | N/A | N/A | N/A |
| Comcast | 0.61% | N/A | N/A | N/A |
| Apple | 0.59% | N/A | N/A | N/A |
| AT&T | 0.50% | N/A | N/A | N/A |
| Berkshire Hathaway | 0.49% | N/A | N/A | N/A |
| Verizon Wireless | 0.48% | N/A | N/A | N/A |
| Goldman Sachs | 0.47% | N/A | N/A | N/A |
| Morgan Stanley | 0.45% | N/A | N/A | N/A |
| Banco Santander | 0.43% | N/A | N/A | N/A |
Represents 5.66% of Total Net Assets of the representative portfolio
Issuers are as of the date indicated and are subject to change.
The total of the values in the second column in the table may not add up to the Top 10% of Total Net Assets quoted in the table due to rounding.
N/A indicates Not Available.
Quality (30-Sep-2020)
Representative Portfolio vs Benchmark
| Quality Rating | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 31.25% | 27.54% | |
| US Treasury | 18.82% | 37.40% | |
| AAA | 5.44% | 4.79% | |
| AA | 7.62% | 3.56% | |
| A | 14.89% | 12.07% | |
| BBB | 20.18% | 14.09% | |
| BB | 1.57% | 0.54% | |
| Not Rated | 0.00% | 0.00% | |
| Reserves | 0.22% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
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 Moody's 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.
U.S. government agency securities are issued or guaranteed by a U.S. government agency and may include conventional pass-through securities and collateralized mortgage obligations. Unlike Treasuries, government agency securities are not issued directly by the U.S. government and are generally unrated but may have credit support from the U.S. Treasury (e.g., FHLMC and FNMA issues) or a direct government guarantee (e.g., GNMA issues). Therefore, this category may include rated and unrated securities.
U.S. Treasury securities are issued by the U.S. Treasury and are backed by the full faith and credit of the U.S. government. The ratings of U.S. Treasury securities are derived from the ratings on the U.S. government.
Holdings (30-Sep-2020)
| Company | % of Portfolio | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bonds | 4.68% | 3.09 | $33,019,023.91 | 29,880,000 | Treasuries | Treasuries | United States | 2.00% | Aaa | 15-Nov-2026 | 5.79 |
| Federal National Mortgage Assn. | 2.17% | N/A | $15,313,207.88 | 14,564,770 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Sep-2050 | N/A |
| U.S. Treasury Bonds | 1.53% | 0.85 | $10,813,512.22 | 9,540,000 | Treasuries | Treasuries | United States | 2.00% | NR | 15-Feb-2050 | 23.64 |
| U.S. Treasury Bonds | 1.50% | -0.13 | $10,566,272.08 | 9,300,000 | Treasuries | Treasuries | United States | 2.38% | Aaa | 15-May-2027 | 6.17 |
| U.S. Treasury Notes | 1.49% | N/A | $10,500,570.66 | 10,500,000 | Treasuries | Treasuries | United States | 0.13% | Aaa | 31-Jul-2022 | 1.83 |
| Federal National Mortgage Assn. | 1.42% | N/A | $10,037,855.89 | 9,705,000 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Sep-2050 | N/A |
| U.S. Treasury Bonds | 1.31% | 0.04 | $9,276,051.76 | 6,590,000 | Treasuries | Treasuries | United States | 3.50% | Aaa | 15-Feb-2039 | 14.79 |
| U.S. Treasury Bonds | 1.16% | 0.81 | $8,211,872.28 | 7,600,000 | Treasuries | Treasuries | United States | 1.50% | Aaa | 15-Feb-2030 | 8.86 |
| Federal National Mortgage Assn. | 1.12% | N/A | $7,937,398.71 | 7,664,459 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Aug-2050 | N/A |
| U.S. Treasury Bonds | 1.06% | -0.11 | $7,516,955.00 | 5,775,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2047 | 20.83 |
| U.S. Treasury Bonds | 0.82% | -0.09 | $5,805,489.94 | 4,870,000 | Treasuries | Treasuries | United States | 2.25% | Aaa | 15-Aug-2049 | 22.83 |
| Federal National Mortgage Assn. | 0.78% | -0.11 | $5,525,672.22 | 5,108,395 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.85 |
| U.S. Treasury Bonds | 0.77% | -0.08 | $5,449,701.09 | 4,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2048 | 20.78 |
| U.S. Treasury Bonds | 0.71% | -0.06 | $5,032,966.91 | 3,715,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2045 | 19.37 |
| U.S. Treasury Bonds | 0.66% | -0.07 | $4,626,618.92 | 3,385,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Aug-2048 | 21.06 |
| Federal National Mortgage Assn. | 0.60% | N/A | $4,221,878.74 | 3,987,597 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | N/A |
| Apple | 0.59% | -0.05 | $4,170,949.66 | 3,635,000 | Corporates | Technology | United States | 3.20% | Aa1 | 11-May-2027 | 5.83 |
| Federal National Mortgage Assn. | 0.55% | N/A | $3,863,135.49 | 3,668,407 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2034 | N/A |
| Federal National Mortgage Assn. | 0.45% | N/A | $3,169,784.37 | 3,020,096 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2050 | N/A |
| JPMorgan Chase | 0.45% | -0.05 | $3,147,372.63 | 2,775,000 | Corporates | Banking | United States | 3.78% | A2 | 01-Feb-2028 | 5.69 |
| U.S. Treasury Bonds | 0.43% | -0.04 | $3,048,866.32 | 2,085,000 | Treasuries | Treasuries | United States | 3.63% | Aaa | 15-Aug-2043 | 17.51 |
| Government National Mortgage Assn. | 0.43% | N/A | $3,018,009.42 | 2,903,059 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 20-Aug-2050 | N/A |
| Comcast | 0.41% | -0.03 | $2,865,550.41 | 2,460,000 | Corporates | Communications | United States | 3.95% | A3 | 15-Oct-2025 | 4.45 |
| U.S. Treasury Notes | 0.40% | N/A | $2,809,503.07 | 2,800,000 | Treasuries | Treasuries | United States | 0.25% | Aaa | 15-Jun-2023 | 2.69 |
| Federal National Mortgage Assn. | 0.39% | N/A | $2,760,041.56 | 2,557,362 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2048 | 2.64 |
| Federal National Mortgage Assn. | 0.37% | N/A | $2,621,125.88 | 2,429,887 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Apr-2050 | 3.30 |
| Government National Mortgage Assn. | 0.37% | -0.06 | $2,605,142.59 | 2,403,934 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 2.39 |
| Federal National Mortgage Assn. | 0.37% | N/A | $2,590,366.22 | 2,426,806 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | N/A |
| Bank of America | 0.36% | 0.08 | $2,547,907.78 | 2,485,000 | Corporates | Banking | United States | 2.68% | A2 | 19-Jun-2041 | 15.69 |
| Federal National Mortgage Assn. | 0.36% | N/A | $2,540,547.33 | 2,376,483 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | N/A |
| U.S. Treasury Bonds | 0.35% | -0.03 | $2,486,143.14 | 2,015,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2045 | 19.65 |
| U.S. Treasury Bonds | 0.35% | -0.03 | $2,484,150.00 | 1,840,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2045 | 19.07 |
| Government National Mortgage Assn. | 0.34% | N/A | $2,373,584.18 | 2,305,711 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2049 | 0.45 |
| Government National Mortgage Assn. | 0.33% | N/A | $2,297,996.55 | 2,228,946 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Apr-2050 | -0.10 |
| Government National Mortgage Assn. | 0.32% | N/A | $2,294,138.58 | 2,157,490 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2049 | N/A |
| Saudi Arabian Oil | 0.31% | -0.02 | $2,164,216.46 | 2,035,000 | Government Related | Owned No Guarantee | Saudi Arabia | 2.88% | A1 | 16-Apr-2024 | 3.33 |
| Valero Energy | 0.30% | N/A | $2,136,813.81 | 2,015,000 | Corporates | Energy | United States | 2.85% | Baa2 | 15-Apr-2025 | 4.16 |
| Federal National Mortgage Assn. | 0.30% | N/A | $2,091,330.05 | 1,956,276 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | 1.99 |
| Federal National Mortgage Assn. | 0.29% | N/A | $2,041,346.46 | 1,926,862 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2049 | 2.83 |
| Goldman Sachs | 0.29% | -0.02 | $2,037,756.67 | 1,985,000 | Corporates | Banking | United States | 3.00% | A3 | 26-Apr-2022 | 0.56 |
| AT&T | 0.29% | -0.02 | $2,026,230.82 | 1,910,000 | Corporates | Communications | United States | 2.75% | Baa2 | 01-Jun-2031 | 9.18 |
| Providence St Joseph Health Obligated | 0.29% | -0.01 | $2,013,821.70 | 1,650,000 | Corporates | Consumer Non Cyclical | United States | 3.93% | Aa3 | 01-Oct-2048 | 18.04 |
| Federal National Mortgage Assn. | 0.28% | N/A | $1,998,179.91 | 1,842,332 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2048 | N/A |
| Federal National Mortgage Assn. | 0.28% | N/A | $1,982,135.85 | 1,793,202 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | N/A |
| U.S. Treasury Bonds | 0.28% | -0.02 | $1,968,555.36 | 1,525,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Nov-2042 | 17.83 |
| Cox Communications | 0.28% | -0.03 | $1,949,368.65 | 1,535,000 | Corporates | Communications | United States | 4.80% | Baa2 | 01-Feb-2035 | 10.73 |
| Government National Mortgage Assn. | 0.27% | -0.06 | $1,891,583.90 | 1,717,142 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jan-2048 | N/A |
| Bank of America | 0.26% | -0.02 | $1,831,452.30 | 1,605,000 | Corporates | Banking | United States | 3.82% | A2 | 20-Jan-2028 | 5.65 |
| T-Mobile USA | 0.26% | -0.02 | $1,831,013.82 | 1,610,000 | Corporates | Communications | United States | 3.75% | Baa3 | 15-Apr-2027 | 5.70 |
| Federal National Mortgage Assn. | 0.26% | N/A | $1,811,022.53 | 1,713,911 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.82 |
| Government National Mortgage Assn. | 0.25% | N/A | $1,773,723.58 | 1,664,420 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Mar-2050 | N/A |
| JPMorgan Chase | 0.25% | -0.02 | $1,772,890.88 | 1,575,000 | Corporates | Banking | United States | 3.30% | A2 | 01-Apr-2026 | 4.92 |
| Government National Mortgage Assn. | 0.25% | N/A | $1,766,144.22 | 1,665,721 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | N/A |
| Federal National Mortgage Assn. | 0.25% | N/A | $1,763,761.94 | 1,655,140 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2050 | 3.10 |
| Province of New Brunswick Canada | 0.25% | -0.02 | $1,761,475.82 | 1,495,000 | Government Related | Local Authorities | Canada | 3.63% | Aa2 | 24-Feb-2028 | 6.62 |
| Mitsubishi Ufj Financial | 0.25% | -0.03 | $1,744,601.60 | 1,690,000 | Corporates | Banking | Japan | 3.54% | A1 | 26-Jul-2021 | 0.81 |
| Federal National Mortgage Assn. | 0.25% | -0.04 | $1,736,831.17 | 1,646,035 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.15 |
| Federal National Mortgage Assn. | 0.24% | N/A | $1,710,929.70 | 1,593,494 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2031 | 2.53 |
| Madison Park Funding XXXIII | 0.24% | -0.02 | $1,684,666.96 | 1,685,000 | Securitized | ABS Other | United States | 1.61% | NR | 15-Oct-2032 | 0.20 |
| U.S. Treasury Bonds | 0.24% | -0.02 | $1,669,858.59 | 1,410,000 | Treasuries | Treasuries | United States | 2.88% | Aaa | 15-Aug-2028 | 7.19 |
| Federal National Mortgage Assn. | 0.24% | -0.06 | $1,667,243.36 | 1,552,714 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2047 | N/A |
| Federal National Mortgage Assn. | 0.24% | N/A | $1,659,659.15 | 1,529,430 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2050 | N/A |
| Bank of Nova Scotia | 0.23% | -0.02 | $1,658,730.46 | 1,605,000 | Corporates | Banking | Canada | 1.63% | A2 | 01-May-2023 | 2.51 |
| Federal National Mortgage Assn. | 0.23% | N/A | $1,656,294.46 | 1,549,864 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2046 | 2.97 |
| Micron Technology | 0.23% | -0.02 | $1,655,027.14 | 1,445,000 | Corporates | Technology | United States | 4.19% | Baa3 | 15-Feb-2027 | 5.57 |
| Toronto-Dominion Bank | 0.23% | -0.02 | $1,648,829.43 | 1,620,000 | Corporates | Banking | Canada | 1.15% | Aa3 | 12-Jun-2025 | 4.56 |
| United Overseas Bank | 0.23% | -0.02 | $1,645,840.71 | 1,600,000 | Corporates | Banking | Singapore | 3.20% | Aa1 | 23-Apr-2021 | 0.55 |
| Unitedhealth | 0.23% | -0.02 | $1,636,337.32 | 1,420,000 | Corporates | Insurance | United States | 3.50% | A3 | 15-Aug-2039 | 14.35 |
| Federal National Mortgage Assn. | 0.23% | N/A | $1,635,099.03 | 1,533,628 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2050 | 3.60 |
| National Rural Utilities Cooperative Finance | 0.23% | -0.02 | $1,631,407.99 | 1,610,000 | Corporates | Electric | United States | 2.90% | A2 | 15-Mar-2021 | 0.45 |
| Alcon Finance | 0.23% | -0.01 | $1,620,194.68 | 1,520,000 | Corporates | Consumer Non Cyclical | Switzerland | 2.60% | Baa2 | 27-May-2030 | 8.46 |
| Hyundai Capital America | 0.23% | -0.02 | $1,615,702.84 | 1,595,000 | Corporates | Consumer Cyclical | United States | 3.45% | Baa1 | 12-Mar-2021 | 0.44 |
| Marsh & McLennan | 0.23% | -0.02 | $1,594,721.11 | 1,445,000 | Corporates | Insurance | United States | 3.50% | Baa1 | 03-Jun-2024 | 3.24 |
| American Campus Communities Operating Partnership | 0.23% | -0.01 | $1,593,665.89 | 1,475,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Nov-2027 | 6.13 |
| Healthcare Realty Trust | 0.23% | -0.01 | $1,592,446.03 | 1,445,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2028 | 6.31 |
| Partners Healthcare System | 0.22% | -0.02 | $1,584,859.20 | 1,460,000 | Corporates | Consumer Non Cyclical | United States | 3.19% | Aa3 | 01-Jul-2049 | 19.50 |
| WFRBS Commercial Mortgage Trust 2014-C20 | 0.22% | -0.01 | $1,579,447.74 | 1,450,000 | Securitized | NON AGENCY CMBS | United States | 4.18% | Aaa | 15-May-2047 | 3.31 |
| QUALCOMM | 0.22% | -0.02 | $1,568,048.10 | 1,490,000 | Corporates | Technology | United States | 2.15% | A2 | 20-May-2030 | 8.62 |
| Planet Fitness Master Issuer | 0.22% | -0.02 | $1,558,376.36 | 1,553,300 | Securitized | ABS Other | United States | 4.26% | NR | 05-Sep-2048 | 1.84 |
| Wells Fargo | 0.22% | -0.02 | $1,550,464.61 | 1,480,000 | Corporates | Banking | United States | 2.57% | A2 | 11-Feb-2031 | 8.37 |
| Province of Alberta Canada | 0.22% | -0.02 | $1,547,788.39 | 1,330,000 | Government Related | Local Authorities | Canada | 3.30% | Aa2 | 15-Mar-2028 | 6.74 |
| Province of Ontario Canada | 0.22% | -0.02 | $1,546,298.00 | 1,500,000 | Government Related | Local Authorities | Canada | 2.40% | Aa3 | 08-Feb-2022 | 1.34 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.22% | -0.01 | $1,546,180.66 | 1,610,000 | Securitized | NON AGENCY CMBS | United States | 1.08% | Aaa | 15-Dec-2036 | 0.67 |
| KeyCorp | 0.22% | -0.02 | $1,543,932.72 | 1,440,000 | Corporates | Banking | United States | 2.25% | Baa1 | 06-Apr-2027 | 6.01 |
| Bay Area Toll Authority | 0.22% | -0.01 | $1,533,030.75 | 830,000 | Government Related | Local Authorities | United States | 6.91% | A1 | 01-Oct-2050 | 16.91 |
| Caterpillar | 0.22% | -0.02 | $1,531,795.08 | 1,385,000 | Corporates | Capital Goods | United States | 2.60% | A3 | 09-Apr-2030 | 8.36 |
| JP Morgan Mortgage Trust 2020-INV2 | 0.22% | N/A | $1,520,034.32 | 1,477,574 | Securitized | CMO | United States | 3.00% | NR | 25-Oct-2050 | 2.26 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.21% | -0.05 | $1,516,667.81 | 1,468,873 | Securitized | CMO | United States | 3.50% | Aaa | 25-Aug-2050 | 3.87 |
| AT&T | 0.21% | N/A | $1,514,545.86 | 1,510,000 | Corporates | Communications | United States | 2.25% | Baa2 | 01-Feb-2032 | 9.96 |
| Verizon Communications | 0.21% | -0.02 | $1,510,244.52 | 1,225,000 | Corporates | Communications | United States | 4.27% | Baa1 | 15-Jan-2036 | 11.75 |
| Mid-Atlantic Interstate Transmission | 0.21% | -0.02 | $1,503,437.07 | 1,310,000 | Corporates | Electric | United States | 4.10% | A3 | 15-May-2028 | 6.44 |
| Navient Private Education Refi Loan Trust 2019-G | 0.21% | -0.06 | $1,497,651.03 | 1,461,550 | Securitized | Student Loan | United States | 2.40% | NR | 15-Oct-2068 | 2.95 |
| Federal National Mortgage Assn. | 0.21% | -0.05 | $1,497,273.60 | 1,394,739 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | N/A |
| Anheuser-Busch InBev Worldwide | 0.21% | -0.02 | $1,489,482.87 | 1,100,000 | Corporates | Consumer Non Cyclical | Belgium | 5.55% | Baa1 | 23-Jan-2049 | 16.26 |
| Citigroup | 0.21% | -0.02 | $1,478,699.39 | 1,355,000 | Corporates | Banking | United States | 3.11% | A3 | 08-Apr-2026 | 4.18 |
| WP Carey | 0.21% | -0.01 | $1,471,412.26 | 1,360,000 | Corporates | REITs | United States | 3.85% | Baa2 | 15-Jul-2029 | 7.38 |
| Simon Property | 0.21% | -0.02 | $1,462,336.87 | 1,400,000 | Corporates | REITs | United States | 2.75% | A2 | 01-Feb-2023 | 2.04 |
| EOG Resources | 0.21% | -0.02 | $1,460,980.73 | 1,400,000 | Corporates | Energy | United States | 2.63% | A3 | 15-Mar-2023 | 2.17 |
| PayPal Holdings | 0.20% | -0.02 | $1,443,620.78 | 1,345,000 | Corporates | Technology | United States | 2.40% | A3 | 01-Oct-2024 | 3.77 |
| Ing Groep | 0.20% | -0.02 | $1,440,968.10 | 1,305,000 | Corporates | Banking | Netherlands | 3.55% | Baa1 | 09-Apr-2024 | 3.28 |
| JPMorgan Chase | 0.20% | -0.02 | $1,438,381.25 | 1,210,000 | Corporates | Banking | United States | 3.88% | A2 | 24-Jul-2038 | 12.94 |
| U.S. Treasury Notes | 0.20% | N/A | $1,421,036.26 | 1,400,000 | Treasuries | Treasuries | United States | 1.13% | Aaa | 28-Feb-2022 | 1.40 |
| Federal Home Loan Mortgage | 0.20% | -0.04 | $1,414,591.06 | 1,291,385 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | 3.57 |
| Truist Bank | 0.20% | -0.02 | $1,394,903.92 | 1,355,000 | Corporates | Banking | United States | 3.50% | A2 | 02-Aug-2022 | 0.83 |
| Morgan Stanley | 0.20% | -0.02 | $1,386,734.44 | 1,250,000 | Corporates | Banking | United States | 3.13% | A3 | 27-Jul-2026 | 5.35 |
| Government National Mortgage Assn. | 0.20% | -0.05 | $1,385,483.66 | 1,306,058 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | N/A |
| Volkswagen Group of America Finance | 0.20% | -0.02 | $1,382,895.35 | 1,315,000 | Corporates | Consumer Cyclical | Germany | 4.00% | A3 | 12-Nov-2021 | 1.08 |
| Federal National Mortgage Assn. | 0.20% | N/A | $1,380,864.22 | 1,291,601 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | 3.04 |
| Royal Bank of Canada | 0.20% | -0.02 | $1,379,774.42 | 1,335,000 | Corporates | Banking | Canada | 1.60% | A2 | 17-Apr-2023 | 2.48 |
| Federal National Mortgage Assn. | 0.19% | -0.03 | $1,376,017.86 | 1,281,231 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2047 | 3.33 |
| Shire Acquisitions Investments Ireland DAC | 0.19% | -0.02 | $1,373,475.56 | 1,295,000 | Corporates | Consumer Non Cyclical | Ireland | 2.88% | Baa2 | 23-Sep-2023 | 2.72 |
| Dallas Fort Worth International Airport | 0.19% | N/A | $1,366,862.27 | 1,345,000 | Government Related | Local Authorities | United States | 3.09% | A1 | 01-Nov-2040 | 11.76 |
| Verus Securitization Trust 2020-1 | 0.19% | 0.01 | $1,361,635.69 | 1,365,000 | Securitized | CMO | United States | 3.02% | NR | 25-Jan-2060 | 2.24 |
| Danske Bank | 0.19% | -0.01 | $1,357,774.12 | 1,265,000 | Corporates | Banking | Denmark | 3.24% | Baa3 | 20-Dec-2025 | 3.93 |
| Government National Mortgage Assn. | 0.19% | -0.04 | $1,351,928.26 | 1,234,449 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | N/A |
| Federal National Mortgage Assn. | 0.19% | -0.04 | $1,344,195.33 | 1,226,772 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2045 | N/A |
| Occidental Petroleum | 0.19% | -0.02 | $1,332,467.72 | 1,570,000 | Corporates | Energy | United States | 2.90% | Ba2 | 15-Aug-2024 | 3.52 |
| Cnh Equipment Trust 2019 | 0.18% | -0.01 | $1,304,523.45 | 1,280,000 | Securitized | ABS Other | United States | 2.35% | Aa3 | 15-Apr-2027 | 2.93 |
| General Motors Financial | 0.18% | -0.02 | $1,297,724.16 | 1,245,000 | Corporates | Consumer Cyclical | United States | 3.55% | Baa3 | 08-Jul-2022 | 1.70 |
| New Orleans Hotel Trust 2019-HNLA | 0.18% | -0.01 | $1,289,426.41 | 1,415,000 | Securitized | NON AGENCY CMBS | United States | 1.74% | NR | 15-Apr-2032 | 0.60 |
| NYU Langone Hospitals | 0.18% | -0.00 | $1,282,330.00 | 1,000,000 | Corporates | Consumer Non Cyclical | United States | 4.78% | A3 | 01-Jul-2044 | 15.56 |
| Vodafone | 0.18% | -0.02 | $1,278,680.63 | 1,030,000 | Corporates | Communications | United Kingdom | 4.88% | Baa2 | 19-Jun-2049 | 16.90 |
| Liberty Mutual | 0.18% | -0.00 | $1,275,030.80 | 1,055,000 | Corporates | Insurance | United States | 4.50% | Baa2 | 15-Jun-2049 | 17.30 |
| Enel Finance International | 0.18% | -0.01 | $1,268,343.67 | 1,200,000 | Corporates | Electric | Italy | 2.75% | Baa2 | 06-Apr-2023 | 2.40 |
| Government National Mortgage Assn. | 0.18% | N/A | $1,267,448.47 | 1,240,367 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Oct-2049 | 0.54 |
| CVS Health | 0.18% | N/A | $1,266,412.67 | 1,000,000 | Corporates | Consumer Non Cyclical | United States | 5.05% | Baa2 | 25-Mar-2048 | 16.50 |
| Mitsubishi Ufj Financial | 0.18% | -0.01 | $1,260,590.40 | 1,200,000 | Corporates | Banking | Japan | 2.19% | A1 | 25-Feb-2025 | 4.20 |
| State of California | 0.18% | -0.02 | $1,259,639.77 | 725,000 | Government Related | Local Authorities | United States | 7.63% | Aa2 | 01-Mar-2040 | 11.93 |
| State of Wisconsin | 0.18% | -0.01 | $1,257,206.50 | 1,100,000 | Government Related | Local Authorities | United States | 3.95% | Aa2 | 01-May-2036 | 7.19 |
| Lincoln National | 0.18% | -0.01 | $1,256,427.36 | 1,080,000 | Corporates | Insurance | United States | 3.80% | Baa1 | 01-Mar-2028 | 6.38 |
| University of North Carolina at Chapel Hill | 0.18% | -0.01 | $1,256,403.33 | 1,000,000 | Government Related | Local Authorities | United States | 3.85% | Aaa | 01-Dec-2034 | 10.53 |
| Diamondback Energy | 0.18% | -0.01 | $1,252,052.08 | 1,225,000 | Corporates | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 3.84 |
| Nucor | 0.18% | -0.01 | $1,251,232.83 | 1,060,000 | Corporates | Basic Industry | United States | 3.95% | Baa1 | 01-May-2028 | 6.46 |
| Federal Home Loan Mortgage | 0.18% | -0.03 | $1,249,851.65 | 1,149,572 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | N/A |
| Federal National Mortgage Assn. | 0.18% | -0.04 | $1,244,300.55 | 1,141,299 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2046 | N/A |
| Verus Securitization Trust 2019-4 | 0.18% | N/A | $1,242,043.84 | 1,215,664 | Securitized | CMO | United States | 2.64% | NR | 25-Nov-2059 | 1.45 |
| Verizon Communications | 0.17% | N/A | $1,228,417.00 | 1,000,000 | Corporates | Communications | United States | 4.00% | Baa1 | 22-Mar-2050 | 18.91 |
| Federal National Mortgage Assn. | 0.17% | -0.05 | $1,225,086.52 | 1,144,636 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | N/A |
| Vereit Operating Partnership | 0.17% | -0.01 | $1,223,207.63 | 1,090,000 | Corporates | REITs | United States | 4.63% | Baa3 | 01-Nov-2025 | 4.39 |
| COMM 2015-LC21 Mortgage Trust | 0.17% | -0.01 | $1,219,772.51 | 1,100,000 | Securitized | NON AGENCY CMBS | United States | 3.71% | Aaa | 10-Jul-2048 | 4.27 |
| Abbott Laboratories | 0.17% | -0.02 | $1,218,209.90 | 905,000 | Corporates | Consumer Non Cyclical | United States | 4.75% | A3 | 30-Nov-2036 | 11.89 |
| Province of Quebec Canada | 0.17% | -0.01 | $1,218,097.19 | 1,100,000 | Government Related | Local Authorities | Canada | 2.88% | Aa2 | 16-Oct-2024 | 3.80 |
| Cigna | 0.17% | -0.02 | $1,212,770.21 | 1,114,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Jul-2023 | 2.58 |
| Government National Mortgage Assn. | 0.17% | -0.05 | $1,209,294.21 | 1,119,528 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Aug-2047 | 0.17 |
| Federal National Mortgage Assn. | 0.17% | -0.03 | $1,206,630.11 | 1,128,808 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.18 |
| EOG Resources | 0.17% | -0.02 | $1,203,451.46 | 1,005,000 | Corporates | Energy | United States | 4.38% | A3 | 15-Apr-2030 | 7.77 |
| Aia | 0.17% | -0.01 | $1,198,770.67 | 1,200,000 | Corporates | Insurance | Hong Kong | 0.75% | A2 | 20-Sep-2021 | 0.22 |
| Government National Mortgage Assn. | 0.17% | -0.04 | $1,197,417.48 | 1,129,155 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | N/A |
| Principal Financial | 0.17% | -0.01 | $1,193,478.88 | 1,065,000 | Corporates | Insurance | United States | 3.40% | Baa1 | 15-May-2025 | 4.09 |
| Barclays Bank | 0.17% | -0.02 | $1,189,894.17 | 1,180,000 | Corporates | Banking | United Kingdom | 2.65% | A1 | 11-Jan-2021 | 0.19 |
| Wells Fargo | 0.17% | -0.01 | $1,188,493.54 | 1,130,000 | Corporates | Banking | United States | 2.39% | A2 | 02-Jun-2028 | 6.15 |
| Federal Home Loan Mortgage | 0.17% | -0.03 | $1,187,520.42 | 1,091,157 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2042 | 4.41 |
| Toyota Industries | 0.17% | -0.02 | $1,183,491.91 | 1,145,000 | Corporates | Consumer Cyclical | Japan | 3.11% | A2 | 12-Mar-2022 | 1.34 |
| Federal National Mortgage Assn. | 0.17% | -0.04 | $1,177,614.87 | 1,117,619 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | N/A |
| Federal National Mortgage Assn. | 0.17% | N/A | $1,168,599.20 | 1,077,820 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2049 | N/A |
| Credit Agricole SA/London | 0.16% | -0.01 | $1,164,786.13 | 1,070,000 | Corporates | Banking | France | 3.75% | Baa1 | 24-Apr-2023 | 2.42 |
| COMM 2017-PANW Mortgage Trust | 0.16% | -0.01 | $1,164,516.58 | 1,100,000 | Securitized | NON AGENCY CMBS | United States | 3.24% | NR | 10-Oct-2029 | 3.79 |
| CVS Health | 0.16% | -0.02 | $1,162,151.90 | 1,055,000 | Corporates | Consumer Non Cyclical | United States | 3.25% | Baa2 | 15-Aug-2029 | 7.68 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.16% | -0.02 | $1,157,788.63 | 995,000 | Corporates | Communications | United States | 4.91% | Ba1 | 23-Jul-2025 | 4.14 |
| CRH America Finance | 0.16% | -0.01 | $1,156,834.83 | 1,000,000 | Corporates | Capital Goods | Ireland | 3.95% | Baa1 | 04-Apr-2028 | 6.37 |
| Fidelity National Information Services | 0.16% | -0.01 | $1,154,661.88 | 950,000 | Corporates | Technology | United States | 4.25% | Baa2 | 15-May-2028 | 6.45 |
| Federal National Mortgage Assn. | 0.16% | -0.03 | $1,149,549.53 | 1,051,354 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2046 | N/A |
| U.S. Treasury Bonds | 0.16% | -0.45 | $1,143,457.61 | 980,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Feb-2028 | 6.79 |
| Ford Credit Auto Owner Trust 2019-REV1 | 0.16% | -0.01 | $1,135,024.05 | 1,040,000 | Securitized | Car Loan | United States | 3.82% | Aa1 | 15-Jul-2030 | 3.10 |
| Bnp Paribas | 0.16% | -0.01 | $1,129,435.72 | 1,090,000 | Corporates | Banking | France | 2.22% | Baa1 | 09-Jun-2026 | 4.43 |
| BAT Capital | 0.16% | -0.01 | $1,122,648.96 | 1,080,000 | Corporates | Consumer Non Cyclical | United Kingdom | 2.76% | Baa2 | 15-Aug-2022 | 1.75 |
| Total Capital International | 0.16% | -0.01 | $1,114,664.03 | 1,065,000 | Corporates | Energy | France | 2.99% | Aa3 | 29-Jun-2041 | 15.76 |
| M&T Bank | 0.16% | -0.02 | $1,111,462.28 | 1,015,000 | Corporates | Banking | United States | 3.55% | A3 | 26-Jul-2023 | 2.62 |
| Amazon.com | 0.16% | -0.01 | $1,103,696.50 | 895,000 | Corporates | Consumer Cyclical | United States | 5.20% | A2 | 03-Dec-2025 | 4.41 |
| Mplx | 0.15% | -0.01 | $1,093,160.35 | 1,095,000 | Corporates | Energy | United States | 1.34% | Baa2 | 09-Sep-2022 | 0.18 |
| Banco Santander | 0.15% | -0.01 | $1,085,448.22 | 1,000,000 | Corporates | Banking | Spain | 3.85% | Baa1 | 12-Apr-2023 | 2.38 |
| Santander UK | 0.15% | -0.01 | $1,080,570.60 | 1,030,000 | Corporates | Banking | United Kingdom | 3.75% | Aa3 | 15-Nov-2021 | 1.09 |
| District of Columbia Water & Sewer Authority | 0.15% | -0.01 | $1,076,778.45 | 990,000 | Government Related | Local Authorities | United States | 3.21% | Aa2 | 01-Oct-2048 | 11.91 |
| Ashford Hospitality Trust 2018-ASHF | 0.15% | -0.01 | $1,076,536.42 | 1,129,253 | Securitized | NON AGENCY CMBS | United States | 1.05% | NR | 15-Apr-2035 | 0.65 |
| Conocophillips | 0.15% | -0.02 | $1,076,350.50 | 900,000 | Corporates | Energy | United States | 4.95% | A3 | 15-Mar-2026 | 4.71 |
| Federal National Mortgage Assn. | 0.15% | -0.02 | $1,076,064.02 | 1,001,012 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.88 |
| Becton Dickinson And | 0.15% | -0.01 | $1,066,831.69 | 936,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Ba1 | 06-Jun-2027 | 5.80 |
| Teachers Insurance & Annuity Association of America | 0.15% | -0.02 | $1,066,420.90 | 900,000 | Corporates | Insurance | United States | 4.27% | Aa3 | 15-May-2047 | 16.80 |
| AHS Hospital | 0.15% | -0.01 | $1,066,280.60 | 770,000 | Corporates | Consumer Non Cyclical | United States | 5.02% | Aa3 | 01-Jul-2045 | 16.03 |
| Principal Financial | 0.15% | -0.01 | $1,061,424.27 | 1,020,000 | Corporates | Insurance | United States | 2.13% | Baa1 | 15-Jun-2030 | 8.70 |
| Government National Mortgage Assn. | 0.15% | N/A | $1,061,309.01 | 988,174 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2047 | N/A |
| South Carolina Public Service Authority | 0.15% | -0.00 | $1,060,680.00 | 800,000 | Government Related | Local Authorities | United States | 4.77% | A2 | 01-Dec-2045 | 15.49 |
| Federal National Mortgage Assn. | 0.15% | -0.02 | $1,056,107.64 | 935,720 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2048 | 3.53 |
| Federal Home Loan Mortgage | 0.15% | -0.02 | $1,052,504.79 | 944,356 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.54 |
| HCA | 0.15% | -0.01 | $1,050,774.17 | 920,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa3 | 15-Jun-2029 | 7.26 |
| Government National Mortgage Assn. | 0.15% | -0.02 | $1,050,123.56 | 958,414 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 2.67 |
| Baidu | 0.15% | -0.01 | $1,042,129.16 | 970,000 | Corporates | Technology | China | 3.88% | A3 | 29-Sep-2023 | 2.77 |
| Province of Alberta Canada | 0.15% | -0.01 | $1,037,473.22 | 1,000,000 | Government Related | Local Authorities | Canada | 2.20% | Aa2 | 26-Jul-2022 | 1.78 |
| Santander Retail Auto Lease Trust 2019 | 0.15% | -0.01 | $1,032,734.79 | 1,015,000 | Securitized | Car Loan | United States | 2.88% | NR | 20-Jun-2024 | 2.14 |
| Comcast | 0.15% | N/A | $1,030,066.67 | 1,000,000 | Corporates | Communications | United States | 1.95% | A3 | 15-Jan-2031 | 9.28 |
| NiSource | 0.15% | -0.01 | $1,027,097.92 | 880,000 | Corporates | Natural Gas | United States | 3.95% | Baa2 | 30-Mar-2048 | 17.95 |
| Discover Financial Services | 0.15% | -0.01 | $1,025,778.44 | 950,000 | Corporates | Banking | United States | 3.85% | Baa3 | 21-Nov-2022 | 2.04 |
| Navient Private Education Refi Loan Trust 2019-F | 0.15% | -0.01 | $1,025,678.47 | 990,000 | Securitized | Student Loan | United States | 2.60% | NR | 15-Aug-2068 | 3.54 |
| Federal National Mortgage Assn. | 0.14% | -0.04 | $1,021,503.94 | 944,596 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2046 | N/A |
| O Reilly Automotive | 0.14% | -0.01 | $1,020,004.65 | 895,000 | Corporates | Consumer Cyclical | United States | 3.60% | Baa1 | 01-Sep-2027 | 6.06 |
| U.S. Treasury Bonds | 0.14% | -0.21 | $1,009,724.05 | 610,000 | Treasuries | Treasuries | United States | 4.75% | Aaa | 15-Feb-2041 | 15.25 |
| Amazon.com | 0.14% | -0.01 | $1,005,525.43 | 805,000 | Corporates | Consumer Cyclical | United States | 3.88% | A2 | 22-Aug-2037 | 12.97 |
| Federal National Mortgage Assn. | 0.14% | -0.02 | $1,004,861.03 | 922,673 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.76 |
| Hardee s Funding | 0.14% | -0.01 | $1,004,579.28 | 970,200 | Securitized | ABS Other | United States | 4.96% | NR | 20-Jun-2048 | 4.34 |
| Navient Private Education Refi Loan Trust 2019 | 0.14% | -0.01 | $1,002,934.13 | 970,000 | Securitized | Student Loan | United States | 3.13% | NR | 15-Feb-2068 | 4.34 |
| Indiana University Health Inc Obligated | 0.14% | -0.00 | $998,828.74 | 780,000 | Corporates | Consumer Non Cyclical | United States | 3.97% | Aa2 | 01-Nov-2048 | 18.38 |
| Government National Mortgage Assn. | 0.14% | -0.04 | $992,764.24 | 906,440 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2047 | N/A |
| Magnetite XXIII | 0.14% | -0.01 | $987,542.75 | 990,000 | Securitized | ABS Other | United States | 1.54% | NR | 25-Oct-2032 | 0.23 |
| Federal National Mortgage Assn. | 0.14% | -0.02 | $985,991.34 | 917,220 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.33 |
| Federal National Mortgage Assn. | 0.14% | -0.04 | $984,578.86 | 901,094 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2047 | N/A |
| AbbVie | 0.14% | -0.01 | $982,403.20 | 800,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 14-May-2035 | 10.91 |
| U.S. Treasury Bonds | 0.14% | -0.01 | $976,815.32 | 715,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2047 | 20.24 |
| Federal National Mortgage Assn. | 0.14% | -0.04 | $976,568.64 | 921,181 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2048 | N/A |
| South Carolina Public Service Authority | 0.14% | -0.01 | $974,246.00 | 700,000 | Government Related | Local Authorities | United States | 5.78% | A2 | 01-Dec-2041 | 11.55 |
| Trinity Health | 0.14% | -0.01 | $973,280.00 | 800,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Aa3 | 01-Dec-2045 | 16.80 |
| State Grid Overseas Investment 2016 | 0.14% | -0.01 | $972,360.08 | 895,000 | Government Related | Owned No Guarantee | China | 3.75% | A1 | 02-May-2023 | 2.44 |
| Federal National Mortgage Assn. | 0.14% | -0.03 | $964,625.84 | 903,456 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2044 | N/A |
| AbbVie | 0.14% | -0.01 | $964,299.40 | 880,000 | Corporates | Consumer Non Cyclical | United States | 2.95% | Baa2 | 21-Nov-2026 | 5.52 |
| New Residential Mortgage Loan Trust 2019-NQM5 | 0.14% | -0.02 | $963,948.74 | 937,854 | Securitized | CMO | United States | 2.71% | NR | 25-Nov-2059 | 2.50 |
| Government National Mortgage Assn. | 0.14% | -0.03 | $962,750.15 | 883,144 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2047 | N/A |
| CD 2017-CD3 Mortgage Trust | 0.14% | N/A | $961,611.88 | 885,000 | Securitized | NON AGENCY CMBS | United States | 3.98% | NR | 10-Feb-2050 | 5.62 |
| Baylor Scott & White Holdings | 0.14% | -0.02 | $960,017.16 | 800,000 | Corporates | Consumer Non Cyclical | United States | 3.97% | Aa3 | 15-Nov-2046 | 17.24 |
| Morgan Stanley | 0.14% | -0.02 | $960,006.49 | 755,000 | Corporates | Banking | United States | 6.25% | A3 | 09-Aug-2026 | 5.05 |
| Federal National Mortgage Assn. | 0.14% | -0.02 | $955,826.97 | 808,730 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2044 | N/A |
| BFLD 2019-DPLO | 0.14% | -0.01 | $955,312.73 | 1,035,000 | Securitized | NON AGENCY CMBS | United States | 1.69% | NR | 15-Oct-2034 | 0.60 |
| Metropolitan Water Reclamation District of Greater Chicago | 0.13% | -0.01 | $948,282.83 | 650,000 | Government Related | Local Authorities | United States | 5.72% | Aa2 | 01-Dec-2038 | 11.56 |
| Williams | 0.13% | -0.01 | $944,306.65 | 845,000 | Corporates | Energy | United States | 5.10% | Baa3 | 15-Sep-2045 | 14.83 |
| Teachers Insurance & Annuity Association of America | 0.13% | -0.02 | $938,375.08 | 750,000 | Corporates | Insurance | United States | 4.90% | Aa3 | 15-Sep-2044 | 15.51 |
| Intesa Sanpaolo | 0.13% | -0.01 | $935,840.62 | 905,000 | Corporates | Banking | Italy | 3.13% | Baa1 | 14-Jul-2022 | 1.73 |
| Svenska Handelsbanken | 0.13% | -0.01 | $933,726.56 | 905,000 | Corporates | Banking | Sweden | 3.35% | Aa2 | 24-May-2021 | 0.64 |
| Southern | 0.13% | -0.01 | $931,508.80 | 800,000 | Corporates | Electric | United States | 4.25% | Baa2 | 01-Jul-2036 | 11.71 |
| Perrigo Finance Unlimited | 0.13% | -0.01 | $929,930.74 | 890,000 | Corporates | Consumer Non Cyclical | United States | 3.15% | Baa3 | 15-Jun-2030 | 8.27 |
| Government National Mortgage Assn. | 0.13% | -0.03 | $926,174.34 | 873,735 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Nov-2046 | N/A |
| Federal National Mortgage Assn. | 0.13% | -0.04 | $924,217.09 | 870,921 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2047 | N/A |
| Westinghouse Air Brake Technologies | 0.13% | -0.01 | $912,487.18 | 850,000 | Corporates | Capital Goods | United States | 3.45% | Ba1 | 15-Nov-2026 | 5.36 |
| Daimler Finance North America | 0.13% | -0.01 | $908,344.40 | 900,000 | Corporates | Consumer Cyclical | United States | 2.30% | A3 | 12-Feb-2021 | 0.37 |
| Great Lakes Water Authority Water Supply System Revenue | 0.13% | -0.00 | $904,525.30 | 820,000 | Government Related | Local Authorities | United States | 3.47% | A1 | 01-Jul-2041 | 10.76 |
| Federal National Mortgage Association | 0.13% | -0.01 | $904,476.55 | 579,000 | Government Related | Owned No Guarantee | United States | 7.13% | Aaa | 15-Jan-2030 | 7.42 |
| Raytheon Technologies | 0.13% | -0.01 | $897,952.51 | 835,000 | Corporates | Capital Goods | United States | 3.20% | Baa1 | 15-Mar-2024 | 3.16 |
| GS Mortgage Securities Trust 2019-GSA1 | 0.13% | -0.00 | $894,329.70 | 847,000 | Securitized | NON AGENCY CMBS | United States | 3.51% | NR | 10-Nov-2052 | 7.84 |
| Federal National Mortgage Assn. | 0.13% | N/A | $893,403.79 | 799,617 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2049 | 3.26 |
| Federal National Mortgage Assn. | 0.12% | N/A | $880,759.97 | 806,970 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.36 |
| Federal National Mortgage Assn. | 0.12% | -0.02 | $877,319.90 | 791,375 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.94 |
| Ameriprise Financial | 0.12% | -0.01 | $870,621.69 | 790,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 2.88% | A3 | 15-Sep-2026 | 5.37 |
| Government National Mortgage Assn. | 0.12% | -0.03 | $868,591.60 | 804,185 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2047 | N/A |
| Government National Mortgage Assn. | 0.12% | -0.03 | $865,006.28 | 808,069 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | N/A |
| Federal National Mortgage Assn. | 0.12% | -0.03 | $858,624.42 | 802,477 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2046 | N/A |
| Cardinal Health | 0.12% | -0.01 | $856,841.74 | 765,000 | Corporates | Consumer Non Cyclical | United States | 3.41% | Baa2 | 15-Jun-2027 | 5.88 |
| Becton Dickinson And | 0.12% | -0.01 | $856,685.94 | 790,000 | Corporates | Consumer Non Cyclical | United States | 2.82% | Ba1 | 20-May-2030 | 8.36 |
| Federal National Mortgage Assn. | 0.12% | -0.02 | $855,947.12 | 797,339 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2032 | 3.01 |
| HSBC Holdings | 0.12% | -0.01 | $854,362.58 | 825,000 | Corporates | Banking | United Kingdom | 3.26% | A2 | 13-Mar-2023 | 1.42 |
| Agilent Technologies | 0.12% | -0.01 | $851,232.37 | 780,000 | Corporates | Consumer Non Cyclical | United States | 3.88% | Baa2 | 15-Jul-2023 | 2.43 |
| Rogers Communications | 0.12% | -0.01 | $849,831.60 | 690,000 | Corporates | Communications | Canada | 4.35% | Baa1 | 01-May-2049 | 17.57 |
| Government National Mortgage Assn. | 0.12% | -0.02 | $849,817.32 | 762,799 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2046 | N/A |
| Morgan Stanley | 0.12% | -0.01 | $844,380.02 | 715,000 | Corporates | Banking | United States | 3.97% | A3 | 22-Jul-2038 | 12.83 |
| Banco Santander | 0.12% | -0.01 | $840,523.69 | 800,000 | Corporates | Banking | Spain | 3.13% | Baa1 | 23-Feb-2023 | 2.31 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.08 | $838,626.68 | 853,245 | Securitized | CMO | United States | 1.00% | NR | 25-Jul-2030 | 0.34 |
| U.S. Treasury Bonds | 0.12% | -0.01 | $831,571.47 | 560,000 | Treasuries | Treasuries | United States | 3.88% | Aaa | 15-Aug-2040 | 15.50 |
| Aflac | 0.12% | -0.01 | $825,057.95 | 710,000 | Corporates | Insurance | United States | 4.00% | A3 | 15-Oct-2046 | 16.90 |
| Transurban Finance Co Pty | 0.12% | N/A | $820,316.60 | 805,000 | Corporates | Transportation | Australia | 2.45% | Baa1 | 16-Mar-2031 | 9.20 |
| State Board of Administration Finance | 0.12% | -0.01 | $819,324.00 | 800,000 | Government Related | Local Authorities | United States | 2.64% | Aa3 | 01-Jul-2021 | 0.74 |
| Federal National Mortgage Assn. | 0.12% | -0.02 | $815,385.07 | 751,697 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2046 | N/A |
| U.S. Treasury Bonds | 0.12% | -0.01 | $813,986.41 | 600,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2047 | 20.21 |
| Broadcom | 0.11% | N/A | $809,971.09 | 700,000 | Corporates | Technology | United States | 4.70% | Baa3 | 15-Apr-2025 | 4.00 |
| Crown Castle International | 0.11% | -0.01 | $808,413.25 | 795,000 | Corporates | Communications | United States | 2.25% | Baa3 | 15-Jan-2031 | 9.11 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.11% | -0.02 | $803,367.34 | 787,782 | Securitized | CMO | United States | 3.45% | NR | 25-Jan-2059 | 0.53 |
| Credit Suisse | 0.11% | -0.01 | $803,211.30 | 770,000 | Corporates | Banking | Switzerland | 2.59% | Baa2 | 11-Sep-2025 | 3.75 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.11% | -0.01 | $802,107.49 | 705,000 | Corporates | Banking | Mexico | 5.38% | Baa1 | 17-Apr-2025 | 3.98 |
| Omnicom Group Inc / Omnicom Capital | 0.11% | -0.01 | $801,925.65 | 755,000 | Corporates | Communications | United States | 3.63% | Baa1 | 01-May-2022 | 1.53 |
| Bpce | 0.11% | -0.01 | $800,747.50 | 700,000 | Corporates | Banking | France | 5.70% | Baa2 | 22-Oct-2023 | 2.78 |
| Hasbro | 0.11% | -0.01 | $798,960.35 | 745,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 19-Nov-2024 | 3.81 |
| Government National Mortgage Assn. | 0.11% | -0.03 | $793,813.98 | 742,267 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2047 | N/A |
| Willis North America | 0.11% | -0.01 | $792,116.21 | 670,000 | Corporates | Insurance | United States | 4.50% | Baa3 | 15-Sep-2028 | 6.71 |
| Angel Oak Mortgage Trust 2020-6 | 0.11% | N/A | $788,435.98 | 787,000 | Securitized | CMO | United States | 2.81% | NR | 25-May-2065 | 2.87 |
| University of California | 0.11% | -0.01 | $785,517.80 | 640,000 | Government Related | Local Authorities | United States | 4.60% | Aa2 | 15-May-2031 | 6.62 |
| Ge Capital International Funding Co Unlimited | 0.11% | -0.01 | $781,511.93 | 773,000 | Corporates | Finance Companies | United States | 2.34% | Baa1 | 15-Nov-2020 | 0.12 |
| Aon | 0.11% | -0.01 | $778,212.04 | 675,000 | Corporates | Insurance | United States | 3.88% | Baa2 | 15-Dec-2025 | 4.56 |
| Government National Mortgage Assn. | 0.11% | -0.02 | $775,658.83 | 701,241 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Dec-2047 | N/A |
| QVC | 0.11% | -0.00 | $775,206.25 | 725,000 | Corporates | Consumer Cyclical | United States | 4.85% | Ba2 | 01-Apr-2024 | 3.21 |
| Federal National Mortgage Assn. | 0.11% | -0.02 | $774,910.48 | 709,193 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.90 |
| Vereit Operating Partnership | 0.11% | -0.01 | $774,788.82 | 725,000 | Corporates | REITs | United States | 3.95% | Baa3 | 15-Aug-2027 | 5.92 |
| Metropolitan Edison | 0.11% | -0.01 | $774,108.91 | 650,000 | Corporates | Electric | United States | 4.30% | A3 | 15-Jan-2029 | 6.96 |
| Federal Home Loan Mortgage | 0.11% | -0.02 | $772,021.53 | 708,790 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2045 | 1.47 |
| Essex Portfolio | 0.11% | -0.01 | $771,400.33 | 730,000 | Corporates | REITs | United States | 2.65% | Baa1 | 15-Mar-2032 | 9.91 |
| Federal National Mortgage Assn. | 0.11% | -0.03 | $766,864.50 | 716,973 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | N/A |
| Federal Home Loan Mortgage | 0.11% | -0.02 | $766,447.20 | 717,650 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2043 | N/A |
| Federal National Mortgage Assn. | 0.11% | N/A | $763,440.05 | 722,502 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2049 | 1.67 |
| Federal National Mortgage Assn. | 0.11% | N/A | $762,768.16 | 699,429 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2049 | 3.28 |
| Ford Motor Credit | 0.11% | -0.01 | $762,766.00 | 750,000 | Corporates | Consumer Cyclical | United States | 5.75% | Ba2 | 01-Feb-2021 | 0.33 |
| Booking Holdings | 0.11% | -0.01 | $761,700.12 | 690,000 | Corporates | Consumer Cyclical | United States | 3.65% | A3 | 15-Mar-2025 | 3.96 |
| HSBC Holdings | 0.11% | -0.01 | $761,394.38 | 730,000 | Corporates | Banking | United Kingdom | 2.85% | A2 | 04-Jun-2031 | 8.45 |
| Ventas Realty | 0.11% | -0.01 | $760,091.60 | 705,000 | Corporates | REITs | United States | 3.25% | Baa1 | 15-Oct-2026 | 5.31 |
| Burlington Northern Santa Fe | 0.11% | -0.01 | $758,964.50 | 600,000 | Corporates | Transportation | United States | 4.38% | A3 | 01-Sep-2042 | 15.24 |
| Republic of Poland Government International Bond | 0.11% | -0.01 | $756,177.58 | 660,000 | Government Related | Sovereign | Poland | 3.25% | A2 | 06-Apr-2026 | 5.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.11% | -0.01 | $755,940.96 | 820,000 | Corporates | Finance Companies | Ireland | 3.65% | Baa3 | 21-Jul-2027 | 5.84 |
| Federal National Mortgage Assn. | 0.11% | -0.02 | $753,951.08 | 668,413 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Feb-2040 | N/A |
| Cooperatieve Rabobank UA/NY | 0.10% | -0.01 | $740,496.14 | 720,000 | Corporates | Banking | Netherlands | 3.13% | Aa3 | 26-Apr-2021 | 0.56 |
| Highwoods Realty | 0.10% | -0.01 | $738,584.64 | 705,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2023 | 1.98 |
| Vistra Operations | 0.10% | -0.01 | $736,571.17 | 690,000 | Corporates | Electric | United States | 3.55% | Baa3 | 15-Jul-2024 | 3.47 |
| Federal National Mortgage Assn. | 0.10% | N/A | $734,892.88 | 695,485 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.76 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $731,135.28 | 677,516 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.85 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 | 0.10% | -0.01 | $730,280.82 | 690,000 | Securitized | NON AGENCY CMBS | United States | 4.46% | Aa3 | 15-Aug-2047 | 3.51 |
| General Electric | 0.10% | -0.01 | $728,865.02 | 690,000 | Corporates | Capital Goods | United States | 3.10% | Baa1 | 09-Jan-2023 | 2.19 |
| Kilroy Realty | 0.10% | -0.01 | $725,057.66 | 685,000 | Corporates | REITs | United States | 3.45% | Baa2 | 15-Dec-2024 | 3.73 |
| Sabine Pass Liquefaction | 0.10% | -0.01 | $722,899.33 | 665,000 | Corporates | Energy | United States | 4.20% | Baa3 | 15-Mar-2028 | 6.22 |
| Federal National Mortgage Assn. | 0.10% | -0.03 | $721,176.28 | 675,759 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | N/A |
| Liberty Mutual | 0.10% | -0.01 | $720,594.20 | 600,000 | Corporates | Insurance | United States | 4.85% | Baa2 | 01-Aug-2044 | 15.21 |
| Credit Suisse | 0.10% | -0.01 | $718,400.43 | 685,000 | Corporates | Banking | Switzerland | 3.00% | Baa2 | 14-Dec-2023 | 2.12 |
| Federal National Mortgage Assn. | 0.10% | N/A | $715,658.88 | 682,022 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Aug-2035 | N/A |
| Government National Mortgage Assn. | 0.10% | -0.02 | $710,896.01 | 663,795 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2045 | N/A |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $707,637.72 | 648,170 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2047 | 2.74 |
| Angel Oak Mortgage Trust LLC 2020-5 | 0.10% | N/A | $706,189.10 | 705,000 | Securitized | CMO | United States | 1.37% | NR | 25-May-2065 | 1.83 |
| Pacific Gas & Electric | 0.10% | -0.01 | $705,548.25 | 725,000 | Corporates | Electric | United States | 2.10% | Baa3 | 01-Aug-2027 | 6.26 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $704,443.20 | 640,785 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jul-2046 | N/A |
| Santander Retail Auto Lease Trust 2019 | 0.10% | -0.01 | $704,106.49 | 690,000 | Securitized | Car Loan | United States | 2.77% | Aaa | 20-Jun-2022 | 0.82 |
| General Motors Financial | 0.10% | -0.01 | $703,912.99 | 680,000 | Corporates | Consumer Cyclical | United States | 3.45% | Baa3 | 14-Jan-2022 | 1.18 |
| Sequoia Mortgage Trust 2018-CH2 | 0.10% | -0.02 | $695,138.35 | 673,651 | Securitized | CMO | United States | 4.00% | Aaa | 25-Jun-2048 | 2.91 |
| U.S. Treasury Bonds | 0.10% | -0.01 | $694,004.48 | 515,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2044 | 18.77 |
| Berkshire Hathaway Energy | 0.10% | -0.01 | $693,538.01 | 475,000 | Corporates | Electric | United States | 6.13% | A3 | 01-Apr-2036 | 11.16 |
| Angel Oak Mortgage Trust 2020-3 | 0.10% | -0.02 | $691,958.81 | 686,990 | Securitized | CMO | United States | 1.69% | NR | 25-Apr-2065 | 2.81 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $691,814.28 | 647,154 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.22 |
| Brixmor Operating Partnership | 0.10% | -0.01 | $686,310.50 | 660,000 | Corporates | REITs | United States | 3.88% | Baa3 | 15-Aug-2022 | 1.66 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $686,051.69 | 638,201 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.37 |
| SLM Student Loan Trust 2010-1 | 0.10% | -0.01 | $684,467.95 | 716,592 | Securitized | Student Loan | United States | 0.55% | Baa3 | 25-Mar-2025 | 0.04 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.10% | -0.01 | $684,431.08 | 615,000 | Securitized | NON AGENCY CMBS | United States | 3.78% | Aaa | 15-May-2048 | 4.24 |
| Citigroup | 0.10% | -0.01 | $683,827.05 | 600,000 | Corporates | Banking | United States | 3.89% | A3 | 10-Jan-2028 | 5.61 |
| Baylor Scott & White Holdings | 0.10% | -0.01 | $681,586.40 | 550,000 | Corporates | Consumer Non Cyclical | United States | 4.19% | Aa3 | 15-Nov-2045 | 16.63 |
| Avis Budget Rental Car Funding AESOP | 0.10% | -0.00 | $680,466.04 | 650,000 | Securitized | Car Loan | United States | 3.55% | Baa2 | 22-Sep-2025 | 3.53 |
| WPP Finance 2010 | 0.10% | -0.01 | $680,322.90 | 620,000 | Corporates | Communications | United Kingdom | 3.75% | Baa2 | 19-Sep-2024 | 3.71 |
| Federal National Mortgage Assn. | 0.10% | N/A | $673,910.74 | 614,073 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 3.28 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 0.10% | -0.00 | $672,545.55 | 605,000 | Securitized | NON AGENCY CMBS | United States | 4.04% | Aa2 | 15-May-2048 | 4.40 |
| NiSource | 0.09% | -0.01 | $669,581.73 | 595,000 | Corporates | Natural Gas | United States | 3.49% | Baa2 | 15-May-2027 | 5.78 |
| Federal National Mortgage Assn. | 0.09% | -0.03 | $669,362.20 | 626,464 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | N/A |
| Federal National Mortgage Assn. | 0.09% | -0.01 | $666,603.27 | 616,279 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | 4.32 |
| CMS Energy | 0.09% | -0.01 | $661,539.25 | 500,000 | Corporates | Electric | United States | 4.88% | Baa1 | 01-Mar-2044 | 15.46 |
| Goldman Sachs | 0.09% | -0.01 | $660,746.47 | 600,000 | Corporates | Banking | United States | 3.50% | A3 | 23-Jan-2025 | 3.83 |
| Freddie Mac Multifamily Structured PTCs | 0.09% | -0.01 | $659,184.66 | 610,666 | Securitized | AGENCY CMBS | United States | 2.95% | Aaa | 25-Feb-2027 | 3.54 |
| MedStar Health | 0.09% | -0.01 | $658,099.93 | 600,000 | Corporates | Consumer Non Cyclical | United States | 3.63% | A2 | 15-Aug-2049 | 18.41 |
| Kansas City Southern | 0.09% | -0.01 | $657,845.27 | 615,000 | Corporates | Transportation | United States | 2.88% | Baa2 | 15-Nov-2029 | 7.93 |
| Verizon Communications | 0.09% | -0.01 | $656,472.09 | 475,000 | Corporates | Communications | United States | 5.25% | Baa1 | 16-Mar-2037 | 12.11 |
| Towd Point Mortgage Trust 2017-6 | 0.09% | -0.02 | $654,847.10 | 628,396 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2057 | 2.11 |
| Grand Parkway Transportation | 0.09% | -0.01 | $651,215.03 | 615,000 | Government Related | Local Authorities | United States | 3.24% | Aa1 | 01-Oct-2052 | 13.55 |
| Federal National Mortgage Assn. | 0.09% | -0.02 | $649,074.18 | 586,204 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | N/A |
| Government National Mortgage Assn. | 0.09% | N/A | $648,835.39 | 603,865 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2049 | N/A |
| Energy Transfer Operating | 0.09% | -0.01 | $647,795.42 | 590,000 | Corporates | Energy | United States | 5.25% | Baa3 | 15-Apr-2029 | 6.71 |
| Bank of America | 0.09% | -0.01 | $641,090.00 | 600,000 | Corporates | Banking | United States | 3.30% | A2 | 11-Jan-2023 | 2.20 |
| Memorial Sloan-Kettering Cancer Center | 0.09% | -0.01 | $639,456.88 | 475,000 | Corporates | Consumer Non Cyclical | United States | 4.20% | Aa3 | 01-Jul-2055 | 20.86 |
| Federal National Mortgage Assn. | 0.09% | -0.03 | $636,486.43 | 591,885 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-May-2047 | N/A |
| Stanford Health Care | 0.09% | -0.00 | $629,921.74 | 510,000 | Corporates | Consumer Non Cyclical | United States | 3.80% | Aa3 | 15-Nov-2048 | 18.56 |
| NiSource | 0.09% | -0.01 | $629,896.17 | 500,000 | Corporates | Natural Gas | United States | 4.80% | Baa2 | 15-Feb-2044 | 15.27 |
| OBX 2020-EXP2 Trust | 0.09% | N/A | $629,406.77 | 611,660 | Securitized | CMO | United States | 3.00% | NR | 25-May-2060 | 1.72 |
| Federal Realty Investment Trust | 0.09% | -0.01 | $627,931.60 | 600,000 | Corporates | REITs | United States | 2.75% | A3 | 01-Jun-2023 | 2.35 |
| Woodside Finance | 0.09% | -0.01 | $625,386.54 | 587,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Mar-2028 | 6.45 |
| International Paper | 0.09% | -0.00 | $625,180.67 | 500,000 | Corporates | Basic Industry | United States | 4.80% | Baa2 | 15-Jun-2044 | 15.23 |
| Tarrant County Cultural Education Facilities Finance | 0.09% | -0.01 | $623,031.89 | 500,000 | Government Related | Local Authorities | United States | 4.37% | Aa2 | 15-Nov-2047 | 16.11 |
| Arcelormittal | 0.09% | -0.00 | $621,734.72 | 575,000 | Corporates | Basic Industry | Luxembourg | 4.55% | Ba1 | 11-Mar-2026 | 4.84 |
| QUALCOMM | 0.09% | -0.01 | $620,646.38 | 548,000 | Corporates | Technology | United States | 3.25% | A2 | 20-May-2027 | 5.84 |
| Berkshire Hathaway Energy | 0.09% | -0.01 | $619,158.40 | 450,000 | Corporates | Electric | United States | 5.15% | A3 | 15-Nov-2043 | 14.96 |
| Federal Home Loan Mortgage | 0.09% | -0.01 | $619,096.20 | 554,409 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2042 | 4.22 |
| AIG Global Funding | 0.09% | -0.01 | $618,645.20 | 600,000 | Corporates | Insurance | United States | 3.35% | A2 | 25-Jun-2021 | 0.72 |
| Port Authority of New York & New Jersey | 0.09% | -0.01 | $618,171.70 | 545,000 | Government Related | Local Authorities | United States | 5.31% | Aa3 | 01-Aug-2046 | 4.88 |
| Roper Technologies | 0.09% | -0.01 | $610,715.12 | 525,000 | Corporates | Capital Goods | United States | 3.80% | Baa2 | 15-Dec-2026 | 5.41 |
| Appalachian Power | 0.09% | -0.01 | $608,726.61 | 500,000 | Corporates | Electric | United States | 4.40% | Baa1 | 15-May-2044 | 15.57 |
| Republic Services | 0.09% | -0.01 | $608,262.45 | 530,000 | Corporates | Capital Goods | United States | 3.38% | Baa2 | 15-Nov-2027 | 6.22 |
| Government National Mortgage Assn. | 0.09% | N/A | $606,672.61 | 558,058 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2043 | N/A |
| Federal National Mortgage Assn. | 0.09% | N/A | $605,027.83 | 555,404 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2035 | 3.06 |
| Federal National Mortgage Assn. | 0.09% | N/A | $604,923.45 | 572,485 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.51 |
| Goldman Sachs | 0.09% | -0.01 | $604,810.97 | 525,000 | Corporates | Banking | United States | 4.25% | Baa2 | 21-Oct-2025 | 4.53 |
| Federal National Mortgage Assn. | 0.09% | -0.02 | $604,457.89 | 567,068 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 2.63 |
| Fiserv | 0.09% | -0.01 | $604,079.10 | 540,000 | Corporates | Technology | United States | 3.20% | Baa2 | 01-Jul-2026 | 5.17 |
| Freddie Mac Multifamily Structured PTCs | 0.09% | -0.03 | $603,902.11 | 576,779 | Securitized | AGENCY CMBS | United States | 2.21% | NR | 25-Jun-2025 | 2.70 |
| San Jose Redevelopment Agency Successor Agency | 0.08% | -0.01 | $599,252.03 | 545,000 | Government Related | Local Authorities | United States | 3.38% | NR | 01-Aug-2034 | 7.28 |
| Booking Holdings | 0.08% | -0.01 | $598,972.63 | 535,000 | Corporates | Consumer Cyclical | United States | 3.60% | A3 | 01-Jun-2026 | 4.97 |
| Pertamina Persero PT | 0.08% | -0.01 | $598,954.62 | 550,000 | Government Related | Owned No Guarantee | Indonesia | 4.30% | Baa2 | 20-May-2023 | 2.47 |
| Woodside Finance | 0.08% | -0.01 | $597,995.55 | 555,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.24 |
| Providence Health & Services Obligated | 0.08% | -0.01 | $593,710.43 | 525,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Aa3 | 01-Oct-2023 | 2.84 |
| Virginia Commonwealth University Health System Authority | 0.08% | -0.01 | $591,453.00 | 450,000 | Government Related | Local Authorities | United States | 4.96% | Aa3 | 01-Jan-2044 | 15.26 |
| Verus Securitization Trust 2020-1 | 0.08% | -0.02 | $591,170.99 | 577,800 | Securitized | CMO | United States | 2.42% | NR | 25-Jan-2060 | 1.58 |
| RELX Capital | 0.08% | -0.01 | $590,460.78 | 535,000 | Corporates | Communications | United Kingdom | 3.00% | Baa1 | 22-May-2030 | 8.31 |
| American Tower | 0.08% | -0.01 | $588,095.02 | 555,000 | Corporates | Communications | United States | 2.40% | Baa3 | 15-Mar-2025 | 4.18 |
| GM Financial Consumer Automobile Receivables Trust 2018-2 | 0.08% | -0.03 | $587,456.36 | 579,163 | Securitized | Car Loan | United States | 2.81% | NR | 16-Dec-2022 | 0.52 |
| SBA Tower Trust | 0.08% | -0.01 | $584,457.80 | 555,000 | Corporates | Communications | United States | 2.84% | A2 | 15-Jan-2025 | 4.02 |
| Bpce | 0.08% | -0.01 | $583,112.50 | 500,000 | Corporates | Banking | France | 4.88% | Baa2 | 01-Apr-2026 | 4.90 |
| Angel Oak Mortgage Trust 2020-6 | 0.08% | N/A | $580,689.91 | 580,000 | Securitized | CMO | United States | 1.52% | NR | 25-May-2065 | 1.85 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $580,466.30 | 515,683 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2040 | N/A |
| Suncor Energy | 0.08% | -0.01 | $577,876.95 | 525,000 | Corporates | Energy | Canada | 3.60% | Baa1 | 01-Dec-2024 | 3.67 |
| CarMax Auto Owner Trust 2018-2 | 0.08% | -0.03 | $577,472.56 | 568,240 | Securitized | Car Loan | United States | 2.98% | NR | 17-Jan-2023 | 0.53 |
| Federal National Mortgage Assn. | 0.08% | N/A | $576,179.29 | 530,038 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2048 | 1.98 |
| Bristol-Myers Squibb | 0.08% | N/A | $573,650.16 | 540,000 | Corporates | Consumer Non Cyclical | United States | 3.55% | A2 | 15-Aug-2022 | 1.82 |
| Smb Private Education Loan Trust 2018 | 0.08% | -0.01 | $573,576.25 | 538,504 | Securitized | Student Loan | United States | 3.60% | Aaa | 15-Jan-2037 | 3.31 |
| Gilead Sciences | 0.08% | -0.01 | $572,242.01 | 545,000 | Corporates | Consumer Non Cyclical | United States | 3.25% | A3 | 01-Sep-2022 | 1.71 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $571,898.27 | 525,927 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.29 |
| Citizens Financial | 0.08% | -0.00 | $568,684.55 | 485,000 | Corporates | Banking | United States | 4.30% | NR | 03-Dec-2025 | 4.61 |
| Celulosa Arauco Y Constitucion | 0.08% | -0.00 | $566,988.55 | 525,000 | Corporates | Basic Industry | Chile | 3.88% | Baa3 | 02-Nov-2027 | 6.04 |
| Federal National Mortgage Assn. | 0.08% | N/A | $566,884.03 | 518,613 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.21 |
| Illinois Tool Works | 0.08% | -0.01 | $565,316.55 | 450,000 | Corporates | Capital Goods | United States | 3.90% | A2 | 01-Sep-2042 | 15.85 |
| Government National Mortgage Assn. | 0.08% | -0.02 | $563,284.76 | 506,719 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2047 | N/A |
| JP Morgan Mortgage Trust 2019-INV3 | 0.08% | -0.02 | $561,731.79 | 544,381 | Securitized | CMO | United States | 3.50% | Aaa | 25-May-2050 | 3.82 |
| Amazon.com | 0.08% | -0.01 | $559,170.18 | 515,000 | Corporates | Consumer Cyclical | United States | 2.80% | A2 | 22-Aug-2024 | 3.57 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $554,715.92 | 501,988 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2042 | N/A |
| Chubb INA Holdings | 0.08% | -0.01 | $554,647.28 | 500,000 | Corporates | Insurance | United States | 3.35% | A3 | 15-May-2024 | 3.40 |
| Government National Mortgage Assn. | 0.08% | N/A | $554,509.14 | 503,817 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Dec-2048 | N/A |
| Cardinal Health | 0.08% | -0.01 | $548,200.57 | 490,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Sep-2025 | 4.39 |
| Utah Transit Authority | 0.08% | -0.00 | $547,807.94 | 375,000 | Government Related | Local Authorities | United States | 5.94% | Aa2 | 15-Jun-2039 | 11.24 |
| Government National Mortgage Assn. | 0.08% | -0.02 | $547,327.60 | 517,936 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Oct-2046 | N/A |
| Roper Technologies | 0.08% | -0.01 | $546,060.06 | 540,000 | Corporates | Capital Goods | United States | 3.00% | Baa2 | 15-Dec-2020 | 0.12 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $544,031.44 | 518,340 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2037 | N/A |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $543,805.22 | 491,934 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2041 | N/A |
| United Airlines 2019-1 Class AA Pass Through Trust | 0.08% | -0.01 | $541,282.85 | 541,066 | Corporates | Transportation | United States | 4.15% | A1 | 25-Aug-2031 | 6.42 |
| Bristol-Myers Squibb | 0.08% | N/A | $539,703.29 | 400,000 | Corporates | Consumer Non Cyclical | United States | 4.63% | A2 | 15-May-2044 | 15.76 |
| Federal Home Loan Mortgage | 0.08% | -0.01 | $539,537.11 | 495,978 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2042 | N/A |
| New York State dormitory Authority | 0.08% | -0.00 | $538,420.53 | 400,000 | Government Related | Local Authorities | United States | 5.63% | Aa1 | 15-Mar-2039 | 9.16 |
| Baltimore Gas & Electric | 0.08% | -0.01 | $537,817.50 | 500,000 | Corporates | Electric | United States | 3.35% | A3 | 01-Jul-2023 | 2.41 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $535,797.44 | 453,534 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2035 | 3.95 |
| Newmont | 0.08% | -0.01 | $534,088.76 | 520,000 | Corporates | Basic Industry | United States | 3.63% | Baa2 | 09-Jun-2021 | 0.52 |
| Boardwalk Pipelines | 0.08% | -0.00 | $531,245.28 | 480,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Dec-2024 | 3.61 |
| American International | 0.08% | -0.01 | $531,243.83 | 525,000 | Corporates | Insurance | United States | 3.30% | Baa1 | 01-Mar-2021 | 0.34 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $528,828.43 | 484,609 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2032 | 2.38 |
| Berkshire Hathaway | 0.07% | -0.01 | $526,956.11 | 500,000 | Corporates | Insurance | United States | 2.75% | Aa2 | 15-Mar-2023 | 2.24 |
| Indonesia Government International Bond | 0.07% | -0.01 | $522,840.42 | 500,000 | Government Related | Sovereign | Indonesia | 4.88% | Baa2 | 05-May-2021 | 0.58 |
| Keurig Dr Pepper | 0.07% | -0.01 | $521,641.01 | 505,000 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa2 | 25-May-2021 | 0.64 |
| Federal National Mortgage Assn. | 0.07% | N/A | $521,419.88 | 490,009 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2050 | 3.45 |
| Government National Mortgage Assn. | 0.07% | -0.02 | $521,196.41 | 469,683 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-May-2048 | N/A |
| Abbott Laboratories | 0.07% | -0.01 | $518,728.37 | 472,000 | Corporates | Consumer Non Cyclical | United States | 3.40% | A3 | 30-Nov-2023 | 2.85 |
| CNOOC Curtis Funding No 1 Pty | 0.07% | -0.01 | $515,963.06 | 460,000 | Government Related | Owned No Guarantee | China | 4.50% | A1 | 03-Oct-2023 | 2.78 |
| Federal National Mortgage Assn. | 0.07% | N/A | $514,843.54 | 480,446 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2049 | 1.96 |
| Anthem | 0.07% | -0.01 | $511,691.85 | 405,000 | Corporates | Insurance | United States | 4.65% | Baa2 | 15-Jan-2043 | 15.09 |
| Government National Mortgage Assn. | 0.07% | -0.02 | $510,786.91 | 479,680 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Sep-2041 | N/A |
| Vista Point Securitization Trust 2020-1 | 0.07% | -0.01 | $510,582.35 | 507,197 | Securitized | CMO | United States | 1.76% | NR | 25-Mar-2065 | 1.88 |
| Interpublic Group of | 0.07% | -0.00 | $508,615.05 | 450,000 | Corporates | Communications | United States | 4.20% | Baa2 | 15-Apr-2024 | 3.27 |
| Pacific Life Insurance | 0.07% | -0.01 | $508,121.69 | 425,000 | Corporates | Insurance | United States | 7.90% | A3 | 30-Dec-2023 | 2.88 |
| Air Lease | 0.07% | -0.01 | $508,116.02 | 505,000 | Corporates | Finance Companies | United States | 2.50% | NR | 01-Mar-2021 | 0.41 |
| Dow Chemical | 0.07% | -0.00 | $507,113.66 | 465,000 | Corporates | Basic Industry | United States | 3.15% | Baa2 | 15-May-2024 | 3.34 |
| Federal National Mortgage Assn. | 0.07% | -0.02 | $503,793.06 | 475,078 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2048 | N/A |
| Tencent Holdings | 0.07% | -0.01 | $503,724.00 | 480,000 | Corporates | Technology | China | 2.99% | A1 | 19-Jan-2023 | 2.15 |
| Brixmor Operating Partnership | 0.07% | -0.01 | $502,618.82 | 485,000 | Corporates | REITs | United States | 3.25% | Baa3 | 15-Sep-2023 | 2.70 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $500,417.91 | 450,302 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Sep-2047 | N/A |
| Expedia | 0.07% | -0.00 | $498,751.97 | 465,000 | Corporates | Consumer Cyclical | United States | 5.00% | Baa3 | 15-Feb-2026 | 4.58 |
| CommonSpirit Health | 0.07% | -0.00 | $497,909.07 | 470,000 | Corporates | Consumer Non Cyclical | United States | 2.76% | Baa1 | 01-Oct-2024 | 3.63 |
| Spectra Energy Partners | 0.07% | -0.01 | $496,708.60 | 445,000 | Corporates | Energy | United States | 4.75% | Baa2 | 15-Mar-2024 | 3.02 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | 0.07% | -0.01 | $488,156.37 | 435,000 | Securitized | NON AGENCY CMBS | United States | 3.78% | Aaa | 10-Sep-2058 | 4.49 |
| Government National Mortgage Assn. | 0.07% | -0.02 | $487,953.55 | 455,613 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2045 | N/A |
| City of Los Angeles department of Airports | 0.07% | -0.00 | $487,879.40 | 300,000 | Government Related | Local Authorities | United States | 7.05% | Aa3 | 15-May-2040 | 11.81 |
| Abn Amro Bank | 0.07% | -0.01 | $487,074.98 | 430,000 | Corporates | Banking | Netherlands | 4.75% | Baa2 | 28-Jul-2025 | 4.33 |
| Citizens Bank NA/Providence RI | 0.07% | -0.01 | $484,954.57 | 475,000 | Corporates | Banking | United States | 2.55% | Baa1 | 13-May-2021 | 0.53 |
| Synchrony Credit Card Master Note Trust | 0.07% | -0.01 | $484,344.63 | 465,000 | Securitized | Credit Card | United States | 2.62% | NR | 15-Oct-2025 | 1.99 |
| Anglo American Capital | 0.07% | N/A | $482,841.39 | 485,000 | Corporates | Basic Industry | United Kingdom | 2.63% | Baa2 | 10-Sep-2030 | 8.69 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $477,205.86 | 423,416 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2047 | 3.54 |
| Nutrien | 0.07% | -0.00 | $472,751.96 | 405,000 | Corporates | Basic Industry | Canada | 4.00% | Baa2 | 15-Dec-2026 | 5.38 |
| Federal Home Loan Mortgage | 0.07% | -0.01 | $472,660.09 | 423,628 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2043 | 4.17 |
| Hyundai Capital America | 0.07% | N/A | $472,066.40 | 475,000 | Corporates | Consumer Cyclical | United States | 1.80% | Baa1 | 15-Oct-2025 | 4.77 |
| Bayer US Finance II | 0.07% | -0.01 | $468,087.78 | 455,000 | Corporates | Consumer Non Cyclical | Germany | 3.50% | Baa1 | 25-Jun-2021 | 0.64 |
| Chevron | 0.07% | -0.00 | $467,790.55 | 440,000 | Corporates | Energy | United States | 2.00% | Aa2 | 11-May-2027 | 6.11 |
| Amgen | 0.07% | N/A | $466,205.61 | 482,000 | Corporates | Consumer Non Cyclical | United States | 2.77% | Baa1 | 01-Sep-2053 | 21.76 |
| RELX Capital | 0.07% | -0.01 | $462,729.66 | 435,000 | Corporates | Communications | United Kingdom | 3.50% | Baa1 | 16-Mar-2023 | 2.30 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $462,354.36 | 422,450 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.41 |
| Qatar Government International Bond | 0.07% | -0.00 | $459,367.54 | 390,000 | Government Related | Sovereign | Qatar | 3.75% | Aa3 | 16-Apr-2030 | 8.11 |
| Nordea Bank Abp | 0.06% | -0.01 | $456,588.50 | 450,000 | Corporates | Banking | Finland | 1.00% | Aa3 | 09-Jun-2023 | 2.64 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $454,472.26 | 396,732 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Mar-2041 | N/A |
| Travelers | 0.06% | -0.00 | $454,248.53 | 300,000 | Corporates | Insurance | United States | 6.25% | A2 | 15-Jun-2037 | 11.68 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $447,496.63 | 414,092 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2046 | N/A |
| Government National Mortgage Assn. | 0.06% | -0.02 | $446,984.00 | 414,216 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2047 | N/A |
| Freddie Mac STACR REMIC Trust 2020-DNA3 | 0.06% | -0.01 | $446,035.34 | 445,000 | Securitized | CMO | United States | 1.65% | NR | 25-Jun-2050 | 0.08 |
| Avis Budget Rental Car Funding AESOP | 0.06% | -0.00 | $445,582.66 | 435,000 | Securitized | Car Loan | United States | 3.45% | Aa2 | 20-Mar-2023 | 1.24 |
| United Airlines 2014-2 Class B Pass Through Trust | 0.06% | -0.01 | $444,935.84 | 479,090 | Corporates | Transportation | United States | 4.63% | NR | 03-Sep-2022 | 1.53 |
| SG Residential Mortgage Trust 2019-3 | 0.06% | -0.01 | $442,860.92 | 437,004 | Securitized | CMO | United States | 2.70% | NR | 25-Sep-2059 | 1.45 |
| Smb Private Education Loan Trust 2020 | 0.06% | -0.00 | $440,928.88 | 425,000 | Securitized | Student Loan | United States | 2.23% | Aaa | 15-Sep-2037 | 4.42 |
| American Campus Communities Operating Partnership | 0.06% | -0.00 | $440,484.68 | 405,000 | Corporates | REITs | United States | 4.13% | Baa2 | 01-Jul-2024 | 3.28 |
| CenterPoint Energy | 0.06% | -0.01 | $439,973.10 | 420,000 | Corporates | Electric | United States | 3.60% | Baa2 | 01-Nov-2021 | 1.06 |
| McDonald s | 0.06% | -0.01 | $437,623.49 | 425,000 | Corporates | Consumer Cyclical | United States | 1.45% | Baa1 | 01-Sep-2025 | 4.70 |
| Protective Life Global Funding | 0.06% | -0.00 | $437,040.92 | 430,000 | Corporates | Insurance | United States | 1.08% | A1 | 09-Jun-2023 | 2.64 |
| Madison Park Funding XXXVII | 0.06% | -0.00 | $434,354.33 | 435,000 | Securitized | ABS Other | United States | 1.58% | NR | 15-Jul-2032 | 0.04 |
| Manufacturers & Traders Trust | 0.06% | -0.01 | $433,057.72 | 433,000 | Corporates | Banking | United States | 1.36% | A3 | 28-Dec-2020 | 0.07 |
| Federal Home Loan Mortgage | 0.06% | -0.01 | $431,174.25 | 382,312 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2039 | N/A |
| GS Mortgage-Backed Securities Trust 2020-INV1 | 0.06% | -0.01 | $430,140.86 | 419,171 | Securitized | CMO | United States | 3.00% | NR | 25-Aug-2050 | 3.34 |
| Federal National Mortgage Assn. | 0.06% | N/A | $429,980.83 | 394,242 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.03 |
| Omnicom Group Inc / Omnicom Capital | 0.06% | N/A | $428,845.88 | 375,000 | Corporates | Communications | United States | 3.60% | Baa1 | 15-Apr-2026 | 4.85 |
| Spectra Energy Partners | 0.06% | N/A | $427,093.40 | 385,000 | Corporates | Energy | United States | 3.38% | Baa2 | 15-Oct-2026 | 5.29 |
| Great Wolf Trust 2019-WOLF | 0.06% | -0.01 | $426,087.38 | 465,000 | Securitized | NON AGENCY CMBS | United States | 2.09% | Baa3 | 15-Dec-2036 | 0.58 |
| Virginia Electric & Power | 0.06% | N/A | $426,008.00 | 300,000 | Corporates | Electric | United States | 6.00% | A2 | 15-Jan-2036 | 10.98 |
| Chicago O Hare International Airport | 0.06% | N/A | $425,374.00 | 425,000 | Government Related | Local Authorities | United States | 2.35% | NR | 01-Jan-2030 | 8.34 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.06% | -0.01 | $424,781.02 | 424,132 | Securitized | CMO | United States | 3.03% | NR | 25-Nov-2059 | 1.61 |
| COLT 2020-3 Mortgage Loan Trust | 0.06% | -0.01 | $424,497.24 | 421,844 | Securitized | CMO | United States | 1.51% | NR | 27-Apr-2065 | 1.94 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $424,333.36 | 378,622 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2041 | N/A |
| Federal Home Loan Mortgage | 0.06% | -0.01 | $424,163.47 | 390,751 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 2.17 |
| Union Pacific | 0.06% | -0.01 | $422,797.11 | 400,000 | Corporates | Transportation | United States | 2.95% | Baa1 | 15-Jan-2023 | 1.99 |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 0.06% | N/A | $421,629.00 | 300,000 | Government Related | Local Authorities | United States | 5.51% | Aa1 | 01-Aug-2037 | 10.59 |
| Federal National Mortgage Assn. | 0.06% | N/A | $421,584.73 | 395,363 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2033 | 2.24 |
| Federal National Mortgage Assn. | 0.06% | -0.02 | $420,476.49 | 386,372 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2048 | N/A |
| GATX | 0.06% | N/A | $417,215.87 | 400,000 | Corporates | Finance Companies | United States | 4.85% | Baa2 | 01-Jun-2021 | 0.65 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $413,890.14 | 384,444 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-May-2043 | 4.72 |
| Delta Air Lines | 0.06% | N/A | $413,532.00 | 420,000 | Corporates | Transportation | United States | 3.80% | Baa3 | 19-Apr-2023 | 2.33 |
| Suncor Energy | 0.06% | N/A | $412,987.17 | 380,000 | Corporates | Energy | Canada | 3.10% | Baa1 | 15-May-2025 | 4.23 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $411,369.45 | 380,402 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2032 | 2.62 |
| Cantor Commercial Real Estate Lending 2019-CF1 | 0.06% | N/A | $409,676.23 | 400,000 | Securitized | NON AGENCY CMBS | United States | 4.41% | NR | 15-May-2052 | 3.29 |
| U.S. Treasury Bonds | 0.06% | -0.67 | $408,822.35 | 300,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-Nov-2041 | 16.81 |
| Federal Home Loan Mortgage | 0.06% | N/A | $408,526.16 | 388,597 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2047 | N/A |
| Kansas City Southern | 0.06% | -0.01 | $408,047.81 | 385,000 | Corporates | Transportation | United States | 4.30% | Baa2 | 15-May-2043 | 14.61 |
| British Telecommunications | 0.06% | N/A | $407,712.32 | 250,000 | Corporates | Communications | United Kingdom | 9.63% | Baa2 | 15-Dec-2030 | 7.33 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $406,661.22 | 373,245 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2043 | 2.75 |
| Federal National Mortgage Assn. | 0.06% | -0.02 | $405,468.17 | 382,455 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | N/A |
| CenterPoint Energy Resources | 0.06% | -0.01 | $404,390.00 | 400,000 | Corporates | Natural Gas | United States | 4.50% | A3 | 15-Jan-2021 | 0.04 |
| O Reilly Automotive | 0.06% | 0.03 | $404,388.03 | 400,000 | Corporates | Consumer Cyclical | United States | 4.88% | Baa1 | 14-Jan-2021 | 0.04 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $404,108.37 | 373,773 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 3.11 |
| OBX 2019-EXP3 Trust | 0.06% | -0.01 | $403,978.82 | 394,608 | Securitized | CMO | United States | 3.50% | NR | 25-Oct-2059 | 2.64 |
| Discover Financial Services | 0.06% | -0.00 | $403,974.70 | 370,000 | Corporates | Banking | United States | 3.75% | Baa3 | 04-Mar-2025 | 3.92 |
| Willis North America | 0.06% | -0.00 | $403,553.86 | 365,000 | Corporates | Insurance | United States | 3.60% | Baa3 | 15-May-2024 | 3.25 |
| Government National Mortgage Assn. | 0.06% | 0.06 | $403,332.78 | 372,200 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jun-2048 | N/A |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $399,953.18 | 369,001 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | 3.46 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $398,321.33 | 368,242 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.80 |
| Hardee s Funding | 0.06% | -0.01 | $394,441.62 | 392,000 | Securitized | ABS Other | United States | 4.25% | NR | 20-Jun-2048 | 1.88 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $393,682.78 | 366,360 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2049 | 3.26 |
| Ellington Financial Mortgage Trust 2019-2 | 0.06% | -0.01 | $393,007.06 | 385,553 | Securitized | CMO | United States | 3.05% | NR | 25-Nov-2059 | 1.52 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.06% | N/A | $391,289.97 | 385,019 | Securitized | CMO | United States | 2.68% | NR | 25-Nov-2059 | 1.57 |
| University of California | 0.06% | 0.03 | $390,951.26 | 265,000 | Government Related | Local Authorities | United States | 5.77% | Aa2 | 15-May-2043 | 11.81 |
| DRIVEN BRANDS FUNDING | 0.06% | -0.00 | $390,081.31 | 375,000 | Securitized | ABS Other | United States | 3.79% | NR | 20-Jul-2050 | 5.82 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $389,906.96 | 360,170 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2036 | N/A |
| Government National Mortgage Assn. | 0.06% | 0.06 | $389,302.24 | 368,219 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Apr-2043 | N/A |
| Crown Castle Towers | 0.05% | 0.05 | $388,027.33 | 370,000 | Corporates | Communications | United States | 3.72% | A2 | 15-Jul-2023 | 1.75 |
| Bpce | 0.05% | -0.00 | $387,698.15 | 350,000 | Corporates | Banking | France | 4.50% | Baa2 | 15-Mar-2025 | 4.06 |
| George Washington University | 0.05% | -0.00 | $386,532.84 | 350,000 | Corporates | Industrial Other | United States | 3.55% | A1 | 15-Sep-2046 | 17.88 |
| City of Houston TX Airport System Revenue | 0.05% | N/A | $385,754.60 | 385,000 | Government Related | Local Authorities | United States | 2.39% | A1 | 01-Jul-2031 | 9.17 |
| Comcast | 0.05% | -0.00 | $383,418.93 | 350,000 | Corporates | Communications | United States | 2.65% | A3 | 01-Feb-2030 | 8.25 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $383,073.57 | 345,929 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | N/A |
| Government National Mortgage Assn. | 0.05% | 0.05 | $383,041.05 | 351,965 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2042 | N/A |
| Wendy s Funding | 0.05% | -0.01 | $382,553.73 | 369,550 | Securitized | ABS Other | United States | 3.57% | NR | 15-Mar-2048 | 4.05 |
| Starwood Mortgage Residential Trust 2019-IMC1 | 0.05% | N/A | $375,445.90 | 365,428 | Securitized | CMO | United States | 3.47% | NR | 25-Feb-2049 | 2.07 |
| Ing Groep | 0.05% | -0.01 | $373,436.64 | 360,000 | Corporates | Banking | Netherlands | 3.15% | Baa1 | 29-Mar-2022 | 1.46 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $372,911.22 | 353,269 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2046 | 4.07 |
| Enbridge | 0.05% | 0.00 | $368,929.81 | 335,000 | Corporates | Energy | Canada | 4.00% | Baa2 | 01-Oct-2023 | 2.64 |
| Energy Transfer Operating | 0.05% | -0.01 | $368,593.75 | 375,000 | Corporates | Energy | United States | 3.75% | Baa3 | 15-May-2030 | 7.87 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $367,866.30 | 344,373 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | N/A |
| COLT 2019-2 Mortgage Loan Trust | 0.05% | -0.01 | $367,828.06 | 363,460 | Securitized | CMO | United States | 3.54% | NR | 25-May-2049 | 0.52 |
| Deephave Residential Mortgage Trust 2019-2 | 0.05% | -0.01 | $367,063.92 | 361,789 | Securitized | CMO | United States | 3.56% | NR | 25-Apr-2059 | 1.40 |
| Ubs | 0.05% | -0.00 | $365,309.24 | 365,000 | Corporates | Banking | Switzerland | 1.36% | NR | 30-Jan-2027 | 5.13 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $364,606.30 | 323,764 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2046 | 3.56 |
| Packaging Corp of America | 0.05% | 0.02 | $362,146.03 | 330,000 | Corporates | Basic Industry | United States | 3.65% | Baa2 | 15-Sep-2024 | 3.52 |
| Fannie Mae REMICS | 0.05% | N/A | $360,231.75 | 350,875 | Securitized | CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.49 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $359,817.50 | 333,342 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.49 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $358,417.16 | 342,736 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Aug-2028 | N/A |
| Verus Securitization Trust 2018-INV1 | 0.05% | -0.01 | $357,755.88 | 354,407 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2058 | 1.96 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.05% | 0.03 | $356,907.23 | 351,191 | Securitized | CMO | United States | 2.92% | NR | 27-Sep-2049 | 1.53 |
| Dcp Midstream Operating | 0.05% | -0.01 | $355,934.34 | 355,000 | Corporates | Energy | United States | 4.75% | Ba2 | 30-Sep-2021 | 0.82 |
| Ubs | 0.05% | -0.00 | $354,233.17 | 335,000 | Corporates | Banking | Switzerland | 3.49% | A3 | 23-May-2023 | 1.59 |
| QVC | 0.05% | 0.04 | $353,836.11 | 340,000 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 15-Mar-2023 | 2.32 |
| American Airlines 2014-1 Class A Pass Through Trust | 0.05% | -0.00 | $352,314.23 | 417,436 | Corporates | Transportation | United States | 3.70% | NR | 01-Oct-2026 | 4.06 |
| Public Service Electric & Gas | 0.05% | -0.00 | $352,304.50 | 250,000 | Corporates | Electric | United States | 5.70% | Aa3 | 01-Dec-2036 | 11.53 |
| Invesco Finance | 0.05% | -0.00 | $351,655.61 | 320,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 4.00% | A3 | 30-Jan-2024 | 3.13 |
| Allstate | 0.05% | -0.00 | $349,230.93 | 250,000 | Corporates | Insurance | United States | 6.13% | A3 | 15-Dec-2032 | 9.20 |
| Rogers Communications | 0.05% | -0.00 | $347,987.80 | 305,000 | Corporates | Communications | Canada | 3.63% | Baa1 | 15-Dec-2025 | 4.59 |
| APT Pipelines | 0.05% | -0.00 | $346,286.40 | 305,000 | Corporates | Natural Gas | Australia | 4.25% | Baa2 | 15-Jul-2027 | 5.81 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $345,460.40 | 319,961 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2046 | N/A |
| Northern States Power Co/MN | 0.05% | -0.00 | $344,771.44 | 245,000 | Corporates | Electric | United States | 5.25% | Aa3 | 15-Jul-2035 | 11.14 |
| Freddie Mac Multifamily Structured PTCs | 0.05% | 0.01 | $344,472.58 | 341,871 | Securitized | AGENCY CMBS | United States | 1.88% | Aaa | 25-Apr-2022 | 0.62 |
| Intesa Sanpaolo | 0.05% | -0.00 | $344,362.34 | 330,000 | Corporates | Banking | Italy | 3.38% | Baa1 | 12-Jan-2023 | 2.18 |
| President & Fellows of Harvard College | 0.05% | -0.00 | $344,094.80 | 280,000 | Corporates | Industrial Other | United States | 3.62% | Aaa | 01-Oct-2037 | 13.41 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $343,973.95 | 322,133 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | N/A |
| Vulcan Materials | 0.05% | -0.00 | $343,323.75 | 290,000 | Corporates | Capital Goods | United States | 4.50% | Baa3 | 15-Jun-2047 | 16.49 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $343,218.57 | 309,719 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.58 |
| Iberdrola International BV | 0.05% | -0.01 | $342,531.25 | 250,000 | Corporates | Electric | Spain | 6.75% | Baa1 | 15-Sep-2033 | 9.41 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $342,018.04 | 315,297 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 1.67 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $340,891.90 | 311,845 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2047 | N/A |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $340,253.21 | 309,091 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.81 |
| FMR | 0.05% | -0.00 | $339,888.00 | 250,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 4.95% | A1 | 01-Feb-2033 | 9.81 |
| Autoridad del Canal de Panama | 0.05% | -0.00 | $339,276.60 | 270,000 | Government Related | Owned No Guarantee | Panama | 4.95% | A1 | 29-Jul-2035 | 10.66 |
| Southeast Supply Header | 0.05% | -0.00 | $338,361.02 | 335,000 | Corporates | Energy | United States | 4.25% | Baa3 | 15-Jun-2024 | 3.26 |
| Kilroy Realty | 0.05% | -0.00 | $337,904.40 | 300,000 | Corporates | REITs | United States | 4.38% | Baa2 | 01-Oct-2025 | 4.37 |
| Microchip Technology | 0.05% | -0.00 | $336,325.38 | 325,000 | Corporates | Technology | United States | 3.92% | Baa3 | 01-Jun-2021 | 0.66 |
| Altria | 0.05% | -0.00 | $334,279.32 | 320,000 | Corporates | Consumer Non Cyclical | United States | 4.75% | A3 | 05-May-2021 | 0.58 |
| Enbridge | 0.05% | -0.00 | $330,819.93 | 285,000 | Corporates | Energy | Canada | 4.25% | Baa2 | 01-Dec-2026 | 5.30 |
| Aptiv | 0.05% | -0.00 | $330,285.73 | 300,000 | Corporates | Consumer Cyclical | United States | 4.15% | Baa2 | 15-Mar-2024 | 3.04 |
| Time Warner Cable | 0.05% | 0.03 | $325,815.76 | 235,000 | Corporates | Communications | United States | 6.75% | Ba1 | 15-Jun-2039 | 11.86 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $322,143.99 | 300,819 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.00 |
| Equitable Holdings | 0.05% | -0.00 | $321,555.80 | 295,000 | Corporates | Insurance | United States | 3.90% | Baa2 | 20-Apr-2023 | 2.33 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $319,535.04 | 290,205 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2041 | N/A |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $318,758.75 | 288,259 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2042 | 3.01 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $317,987.32 | 292,190 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2042 | N/A |
| Corp Nacional del Cobre de Chile | 0.04% | -0.00 | $316,339.57 | 280,000 | Government Related | Owned No Guarantee | Chile | 3.75% | A3 | 15-Jan-2031 | 8.49 |
| Chicago O Hare International Airport | 0.04% | -0.00 | $316,087.28 | 210,000 | Government Related | Local Authorities | United States | 6.40% | A2 | 01-Jan-2040 | 12.34 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $315,850.58 | 299,627 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2028 | N/A |
| Eaton Vance | 0.04% | -0.00 | $314,844.54 | 295,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 3.63% | A3 | 15-Jun-2023 | 2.56 |
| AutoZone | 0.04% | -0.00 | $314,793.30 | 285,000 | Corporates | Consumer Cyclical | United States | 3.13% | Baa1 | 21-Apr-2026 | 4.93 |
| Virginia Public Building Authority | 0.04% | -0.00 | $312,520.23 | 235,000 | Government Related | Local Authorities | United States | 5.90% | Aa1 | 01-Aug-2030 | 6.92 |
| COLT 2019-2 Mortgage Loan Trust | 0.04% | -0.01 | $311,692.52 | 308,017 | Securitized | CMO | United States | 3.34% | NR | 25-May-2049 | 0.52 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $310,800.17 | 289,014 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2049 | N/A |
| Government National Mortgage Assn. | 0.04% | 0.04 | $310,339.79 | 279,170 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Nov-2047 | N/A |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $310,165.37 | 284,307 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2049 | 4.40 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $309,645.58 | 280,050 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2043 | 3.94 |
| Cameron LNG | 0.04% | 0.00 | $309,373.24 | 280,000 | Corporates | Energy | United States | 2.90% | A3 | 15-Jul-2031 | 9.27 |
| O Reilly Automotive | 0.04% | 0.02 | $309,127.07 | 300,000 | Corporates | Consumer Cyclical | United States | 4.63% | Baa1 | 15-Sep-2021 | 0.70 |
| Duke Energy | 0.04% | 0.00 | $308,856.03 | 285,000 | Corporates | Electric | United States | 2.65% | Baa1 | 01-Sep-2026 | 5.36 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.04% | -0.01 | $308,002.99 | 305,999 | Securitized | CMO | United States | 3.77% | NR | 25-Jun-2048 | 2.01 |
| U.S. Treasury Bonds | 0.04% | -0.00 | $307,788.03 | 195,000 | Treasuries | Treasuries | United States | 4.38% | Aaa | 15-Nov-2039 | 14.61 |
| Kansas City Southern | 0.04% | -0.00 | $307,140.53 | 295,000 | Corporates | Transportation | United States | 3.00% | Baa2 | 15-May-2023 | 2.31 |
| Texas Instruments | 0.04% | -0.00 | $305,457.07 | 295,000 | Corporates | Technology | United States | 1.38% | A1 | 12-Mar-2025 | 4.27 |
| Verus Securitization Trust 2019-INV1 | 0.04% | -0.01 | $303,064.42 | 294,527 | Securitized | CMO | United States | 3.40% | NR | 25-Dec-2059 | 0.53 |
| Virginia Commonwealth Transportation Board | 0.04% | -0.00 | $302,242.75 | 225,000 | Government Related | Local Authorities | United States | 5.35% | Aa1 | 15-May-2035 | 8.08 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $302,029.55 | 274,419 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2049 | N/A |
| Nevada Power | 0.04% | -0.00 | $301,844.60 | 200,000 | Corporates | Electric | United States | 6.65% | A2 | 01-Apr-2036 | 10.95 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $300,484.91 | 271,937 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2040 | N/A |
| SMBC Aviation Capital Finance DAC | 0.04% | 0.01 | $297,483.32 | 280,000 | Corporates | Finance Companies | Ireland | 3.55% | NR | 15-Apr-2024 | 3.22 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $295,551.95 | 262,010 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2041 | 2.33 |
| Healthcare Realty Trust | 0.04% | -0.00 | $294,841.80 | 270,000 | Corporates | REITs | United States | 3.75% | Baa2 | 15-Apr-2023 | 2.19 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $294,721.38 | 271,428 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | N/A |
| Freddie Mac Multifamily Structured PTCs | 0.04% | -0.00 | $294,165.45 | 292,056 | Securitized | AGENCY CMBS | United States | 1.75% | Aaa | 25-Feb-2022 | 0.60 |
| Canadian National Railway | 0.04% | -0.00 | $293,766.73 | 190,000 | Corporates | Transportation | Canada | 6.25% | A2 | 01-Aug-2034 | 10.34 |
| OBX 2020-EXP1 Trust | 0.04% | 0.00 | $290,841.91 | 281,667 | Securitized | CMO | United States | 3.50% | NR | 25-Feb-2060 | 2.75 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | -0.00 | $290,576.53 | 285,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 26-May-2022 | 1.53 |
| L3Harris Technologies | 0.04% | -0.00 | $288,776.90 | 255,000 | Corporates | Capital Goods | United States | 3.83% | Baa3 | 27-Apr-2025 | 4.00 |
| Cigna | 0.04% | -0.00 | $287,867.61 | 270,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 15-Jul-2023 | 2.53 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $286,754.53 | 264,605 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2043 | N/A |
| GS Mortgage Securities Trust 2018-GS9 | 0.04% | -0.00 | $286,469.47 | 245,000 | Securitized | NON AGENCY CMBS | United States | 3.99% | Aaa | 10-Mar-2051 | 6.46 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $285,775.82 | 267,164 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | N/A |
| Fresnillo | 0.04% | -0.00 | $284,938.33 | 250,000 | Corporates | Basic Industry | Mexico | 5.50% | Baa2 | 13-Nov-2023 | 2.85 |
| Omnicom Group Inc / Omnicom Capital | 0.04% | -0.00 | $284,616.81 | 255,000 | Corporates | Communications | United States | 3.65% | Baa1 | 01-Nov-2024 | 3.59 |
| Tampa Electric | 0.04% | -0.00 | $282,007.47 | 200,000 | Corporates | Electric | United States | 6.15% | A3 | 15-May-2037 | 11.41 |
| Kaiser Foundation Hospitals | 0.04% | -0.00 | $281,612.85 | 265,000 | Corporates | Consumer Non Cyclical | United States | 3.50% | NR | 01-Apr-2022 | 1.47 |
| Manufacturers & Traders Trust | 0.04% | -0.00 | $281,557.89 | 250,000 | Corporates | Banking | United States | 3.40% | A3 | 17-Aug-2027 | 6.20 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $281,401.60 | 268,915 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-Sep-2042 | N/A |
| Nucor | 0.04% | -0.00 | $281,327.54 | 260,000 | Corporates | Basic Industry | United States | 2.70% | Baa1 | 01-Jun-2030 | 8.44 |
| Mmaf Equipment Finance Llc 2017 | 0.04% | -0.02 | $280,747.86 | 278,503 | Securitized | ABS Other | United States | 2.21% | Aaa | 17-Oct-2022 | 0.43 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.04% | -0.01 | $280,187.92 | 281,184 | Securitized | CMO | United States | 1.00% | Aaa | 25-Aug-2050 | 0.41 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $279,053.07 | 259,396 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.78 |
| Healthpeak Properties | 0.04% | -0.00 | $277,532.16 | 260,000 | Corporates | REITs | United States | 2.88% | Baa1 | 15-Jan-2031 | 8.86 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $277,093.01 | 256,728 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2048 | N/A |
| Time Warner Cable | 0.04% | 0.03 | $276,840.95 | 205,000 | Corporates | Communications | United States | 6.55% | Ba1 | 01-May-2037 | 10.93 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $274,799.03 | 251,889 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2049 | 4.20 |
| Bre Grand Islander Timeshare Issuer 2019 | 0.04% | -0.01 | $274,649.22 | 267,658 | Securitized | ABS Other | United States | 3.28% | NR | 26-Sep-2033 | 2.54 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $268,898.97 | 250,903 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2048 | N/A |
| Metropolitan Transportation Authority | 0.04% | 0.02 | $266,719.35 | 225,000 | Government Related | Local Authorities | United States | 5.87% | A3 | 15-Nov-2039 | 9.94 |
| Cameron LNG | 0.04% | -0.00 | $265,721.61 | 235,000 | Corporates | Energy | United States | 3.70% | A3 | 15-Jan-2039 | 13.66 |
| Burlington Northern Santa Fe | 0.04% | -0.00 | $265,129.38 | 175,000 | Corporates | Transportation | United States | 6.15% | A3 | 01-May-2037 | 11.61 |
| Carpenter Technology | 0.04% | -0.00 | $264,798.98 | 255,000 | Corporates | Basic Industry | United States | 4.45% | Ba3 | 01-Mar-2023 | 2.10 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $264,776.10 | 223,207 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2048 | 4.03 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $263,852.26 | 228,794 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | N/A |
| Freddie Mac Multifamily Structured PTCs | 0.04% | -0.01 | $263,376.15 | 254,770 | Securitized | AGENCY CMBS | United States | 2.78% | Aaa | 25-Apr-2023 | 1.46 |
| Celulosa Arauco Y Constitucion | 0.04% | -0.00 | $261,533.42 | 245,000 | Corporates | Basic Industry | Chile | 4.20% | Baa3 | 29-Jan-2030 | 7.66 |
| ERAC USA Finance | 0.04% | 0.01 | $261,114.48 | 220,000 | Corporates | Transportation | United States | 4.50% | Baa1 | 15-Feb-2045 | 15.78 |
| Camden Property Trust | 0.04% | -0.00 | $257,520.02 | 245,000 | Corporates | REITs | United States | 2.95% | A3 | 15-Dec-2022 | 1.91 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.04% | -0.00 | $257,321.02 | 240,000 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 15-Mar-2047 | 3.21 |
| New Jersey Turnpike Authority | 0.04% | -0.00 | $257,217.75 | 150,000 | Government Related | Local Authorities | United States | 7.41% | A2 | 01-Jan-2040 | 11.92 |
| Hyundai Auto Receivables Trust 2018 | 0.04% | -0.02 | $256,798.95 | 254,082 | Securitized | Car Loan | United States | 2.79% | Aaa | 15-Jul-2022 | 0.36 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $256,182.85 | 237,059 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.75 |
| Illinois State Toll Highway Authority | 0.04% | -0.00 | $255,073.00 | 175,000 | Government Related | Local Authorities | United States | 6.18% | A1 | 01-Jan-2034 | 9.59 |
| Freddie Mac Multifamily Structured PTCs | 0.04% | -0.01 | $253,837.98 | 250,778 | Securitized | AGENCY CMBS | United States | 1.79% | NR | 25-Sep-2022 | 0.96 |
| Progress Energy | 0.04% | -0.00 | $252,552.22 | 250,000 | Corporates | Electric | United States | 4.40% | Baa1 | 15-Jan-2021 | 0.07 |
| Duke Energy | 0.04% | -0.00 | $251,045.08 | 220,000 | Corporates | Electric | United States | 3.75% | Baa1 | 01-Sep-2046 | 17.50 |
| Bank of America | 0.04% | -0.00 | $250,623.75 | 225,000 | Corporates | Banking | United States | 4.20% | Baa1 | 26-Aug-2024 | 3.62 |
| WEA Finance LLC / Westfield UK & Europe Finance | 0.04% | -0.02 | $247,957.54 | 244,000 | Corporates | REITs | France | 3.25% | Baa1 | 05-Oct-2020 | 0.01 |
| OBX 2019-EXP3 Trust | 0.04% | -0.01 | $247,722.49 | 244,828 | Securitized | CMO | United States | 1.25% | NR | 25-Oct-2059 | -0.08 |
| Government National Mortgage Association | 0.04% | -0.00 | $247,347.76 | 238,057 | Securitized | CMO | United States | 3.00% | NR | 20-Dec-2047 | 1.08 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $244,958.35 | 230,141 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2031 | N/A |
| Reinsurance Group of America | 0.03% | -0.00 | $240,679.51 | 230,000 | Corporates | Insurance | United States | 5.00% | Baa1 | 01-Jun-2021 | 0.65 |
| Towd Point Mortgage Trust 2017-1 | 0.03% | -0.01 | $239,745.27 | 233,229 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2056 | 1.62 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $237,915.14 | 224,688 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | N/A |
| Crown Castle Towers | 0.03% | 0.03 | $237,100.70 | 225,000 | Corporates | Communications | United States | 3.66% | A2 | 15-May-2025 | 3.17 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $237,027.37 | 216,159 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2043 | 3.20 |
| Transurban Finance Co Pty | 0.03% | 0.01 | $235,347.59 | 220,000 | Corporates | Transportation | Australia | 3.38% | Baa1 | 22-Mar-2027 | 5.73 |
| Air Lease | 0.03% | -0.00 | $235,195.76 | 235,000 | Corporates | Finance Companies | United States | 3.63% | NR | 01-Apr-2027 | 5.68 |
| OBX 2020-EXP1 Trust | 0.03% | -0.01 | $234,603.90 | 236,845 | Securitized | CMO | United States | 1.10% | NR | 25-Feb-2060 | 0.06 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $233,824.21 | 207,761 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2044 | N/A |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $232,186.53 | 210,187 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | N/A |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $230,957.04 | 195,606 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2041 | N/A |
| Florida Gas Transmission | 0.03% | -0.00 | $230,848.98 | 220,000 | Corporates | Energy | United States | 3.88% | Baa2 | 15-Jul-2022 | 1.50 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $229,649.07 | 207,620 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | N/A |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $228,983.89 | 217,854 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2050 | 2.78 |
| Liberty Mutual | 0.03% | -0.00 | $227,185.49 | 205,000 | Corporates | Insurance | United States | 4.25% | Baa2 | 15-Jun-2023 | 2.55 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $226,626.24 | 190,541 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2034 | N/A |
| Government National Mortgage Assn. | 0.03% | 0.03 | $221,376.61 | 200,621 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2041 | N/A |
| SMBC Aviation Capital Finance DAC | 0.03% | -0.00 | $220,759.99 | 207,000 | Corporates | Finance Companies | Ireland | 4.13% | NR | 15-Jul-2023 | 2.56 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $219,590.46 | 198,813 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2041 | N/A |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $219,366.16 | 193,416 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2040 | 3.97 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $215,338.61 | 196,706 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2045 | N/A |
| Cnh Equipment Trust 2017 | 0.03% | -0.02 | $214,641.93 | 212,923 | Securitized | ABS Other | United States | 2.08% | Aaa | 15-Feb-2023 | 0.40 |
| Colombia Government International Bond | 0.03% | -0.00 | $214,340.78 | 200,000 | Government Related | Sovereign | Colombia | 4.00% | Baa2 | 26-Feb-2024 | 3.00 |
| Galton Funding Mortgage Trust 2019-1 | 0.03% | -0.01 | $213,829.24 | 210,692 | Securitized | CMO | United States | 4.00% | NR | 25-Feb-2059 | 0.47 |
| Alfa SAB de CV | 0.03% | -0.00 | $211,570.00 | 200,000 | Corporates | Industrial Other | Mexico | 5.25% | Baa3 | 25-Mar-2024 | 3.02 |
| Government National Mortgage Association | 0.03% | -0.01 | $210,158.09 | 198,490 | Securitized | CMO | United States | 3.00% | NR | 20-Nov-2047 | -0.18 |
| Roper Technologies | 0.03% | -0.00 | $209,951.37 | 205,000 | Corporates | Capital Goods | United States | 2.00% | Baa2 | 30-Jun-2030 | 8.79 |
| FirstEnergy Transmission | 0.03% | -0.00 | $209,528.64 | 190,000 | Corporates | Electric | United States | 4.35% | Baa2 | 15-Jan-2025 | 3.74 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $209,508.18 | 191,944 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.51 |
| Province of Manitoba Canada | 0.03% | -0.00 | $209,171.37 | 190,000 | Government Related | Local Authorities | Canada | 3.05% | Aa2 | 14-May-2024 | 3.42 |
| Packaging Corp of America | 0.03% | -0.00 | $208,113.72 | 185,000 | Corporates | Basic Industry | United States | 4.50% | Baa2 | 01-Nov-2023 | 2.66 |
| Volkswagen Group of America Finance | 0.03% | -0.00 | $207,197.20 | 200,000 | Corporates | Consumer Cyclical | Germany | 2.70% | A3 | 26-Sep-2022 | 1.94 |
| Citigroup Commercial Mortgage Trust 2014-GC21 | 0.03% | -0.00 | $206,357.16 | 190,000 | Securitized | NON AGENCY CMBS | United States | 4.03% | Aaa | 10-May-2047 | 3.31 |
| PacifiCorp | 0.03% | 0.02 | $205,376.62 | 200,000 | Corporates | Electric | United States | 3.85% | A1 | 15-Jun-2021 | 0.45 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $204,886.76 | 181,545 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Jun-2039 | 3.53 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $202,757.17 | 192,346 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2029 | N/A |
| Government National Mortgage Assn. | 0.03% | 0.03 | $201,633.71 | 187,004 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2049 | 0.41 |
| Boardwalk Pipelines | 0.03% | -0.00 | $200,436.11 | 185,000 | Corporates | Energy | United States | 4.45% | Baa3 | 15-Jul-2027 | 5.74 |
| ERAC USA Finance | 0.03% | 0.00 | $199,632.86 | 180,000 | Corporates | Transportation | United States | 3.85% | Baa1 | 15-Nov-2024 | 3.61 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $199,330.92 | 180,871 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2042 | N/A |
| Nstar Electric | 0.03% | -0.00 | $198,683.83 | 190,000 | Corporates | Electric | United States | 2.38% | A1 | 15-Oct-2022 | 1.75 |
| Prologis | 0.03% | -0.00 | $198,425.67 | 185,000 | Corporates | REITs | United States | 2.13% | A3 | 15-Apr-2027 | 5.99 |
| Jimmy Johns Funding | 0.03% | -0.00 | $197,634.97 | 194,000 | Securitized | ABS Other | United States | 3.61% | NR | 30-Jul-2047 | 0.81 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $197,377.21 | 185,342 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2033 | N/A |
| Government National Mortgage Assn. | 0.03% | 0.03 | $197,168.64 | 171,542 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Jan-2040 | N/A |
| University of California | 0.03% | -0.00 | $194,679.38 | 155,000 | Government Related | Local Authorities | United States | 4.13% | Aa3 | 15-May-2045 | 13.26 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $192,707.86 | 173,747 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2048 | N/A |
| ERAC USA Finance | 0.03% | 0.00 | $192,215.19 | 185,000 | Corporates | Transportation | United States | 4.50% | Baa1 | 16-Aug-2021 | 0.86 |
| Southern California Gas | 0.03% | -0.00 | $192,095.71 | 140,000 | Corporates | Natural Gas | United States | 5.75% | Aa3 | 15-Nov-2035 | 10.85 |
| Elara Hgv Timeshare Issuer 2017 | 0.03% | -0.00 | $191,476.73 | 187,447 | Securitized | ABS Other | United States | 2.69% | NR | 25-Mar-2030 | 2.45 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $188,003.90 | 175,611 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.63 |
| Elanco Animal Health | 0.03% | -0.00 | $185,557.88 | 180,000 | Corporates | Consumer Non Cyclical | United States | 4.91% | Ba2 | 27-Aug-2021 | 0.89 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $184,847.29 | 170,364 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 3.49 |
| Towd Point Mortgage Trust 2016-2 | 0.03% | -0.01 | $183,730.24 | 178,849 | Securitized | CMO | United States | 2.75% | Aaa | 25-Aug-2055 | 1.61 |
| Transurban Finance Co Pty | 0.03% | -0.00 | $179,450.15 | 160,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 02-Feb-2026 | 4.66 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $179,015.14 | 171,924 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 20-Sep-2050 | N/A |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $178,876.19 | 163,838 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2043 | 4.59 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $178,581.32 | 154,950 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2039 | 3.80 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $177,767.84 | 149,416 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2038 | 4.02 |
| Federal Home Loan Mortgage | 0.03% | 0.02 | $176,546.94 | 165,358 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | N/A |
| Government National Mortgage Assn. | 0.02% | 0.02 | $176,008.98 | 164,372 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2046 | N/A |
| CC Holdings GS V LLC / Crown Castle GS III | 0.02% | -0.00 | $174,872.19 | 160,000 | Corporates | Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 2.40 |
| American Electric Power | 0.02% | -0.00 | $172,856.09 | 165,000 | Corporates | Electric | United States | 3.65% | Baa2 | 01-Dec-2021 | 1.14 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $170,450.30 | 156,392 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 1.50 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $169,919.84 | 142,718 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Feb-2034 | N/A |
| O Reilly Automotive | 0.02% | -0.00 | $162,984.92 | 150,000 | Corporates | Consumer Cyclical | United States | 3.85% | Baa1 | 15-Jun-2023 | 2.35 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $162,323.36 | 137,583 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2034 | 3.93 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $162,217.45 | 150,278 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.73 |
| Towd Point Mortgage Trust 2015-5 | 0.02% | -0.01 | $158,636.55 | 156,902 | Securitized | CMO | United States | 2.75% | Aaa | 25-May-2055 | 0.82 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $157,584.42 | 139,697 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2041 | N/A |
| Government National Mortgage Assn. | 0.02% | 0.02 | $157,120.78 | 141,398 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2047 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $156,622.80 | 137,124 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2047 | 3.99 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $154,912.01 | 142,393 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2042 | N/A |
| ERAC USA Finance | 0.02% | -0.00 | $153,954.00 | 150,000 | Corporates | Transportation | United States | 5.25% | Baa1 | 01-Oct-2020 | 0.00 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $153,927.16 | 144,066 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2042 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $153,795.79 | 139,223 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | N/A |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $152,294.28 | 134,801 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2040 | 3.36 |
| Toronto-Dominion Bank | 0.02% | -0.00 | $151,417.50 | 135,000 | Corporates | Banking | Canada | 3.63% | A2 | 15-Sep-2031 | 5.42 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $151,314.37 | 142,386 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2027 | 1.97 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $149,818.41 | 138,352 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $149,178.42 | 134,779 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2043 | N/A |
| Government National Mortgage Assn. | 0.02% | 0.02 | $148,993.54 | 129,723 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2033 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $148,698.04 | 134,607 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-May-2041 | N/A |
| Government National Mortgage Assn. | 0.02% | 0.02 | $147,032.46 | 135,121 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Aug-2043 | 3.56 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $146,633.18 | 136,126 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2047 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $145,623.47 | 131,797 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.78 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $145,513.40 | 130,702 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Mar-2041 | N/A |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $143,266.46 | 136,008 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | N/A |
| Government National Mortgage Assn. | 0.02% | 0.02 | $140,477.06 | 125,399 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2048 | 1.65 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $140,184.66 | 125,679 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 4.04 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $138,827.59 | 119,319 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Oct-2038 | N/A |
| Metropolitan Transportation Authority | 0.02% | -0.00 | $138,714.37 | 85,000 | Government Related | Local Authorities | United States | 7.34% | NR | 15-Nov-2039 | 11.81 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $135,944.51 | 125,296 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2050 | 3.40 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $135,700.23 | 120,581 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Oct-2039 | N/A |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $135,256.76 | 119,796 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | N/A |
| State Street | 0.02% | -0.00 | $129,324.85 | 120,000 | Corporates | Banking | United States | 3.10% | A2 | 15-May-2023 | 2.51 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $129,196.58 | 112,537 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 3.88 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $128,526.58 | 112,035 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2040 | N/A |
| Union Pacific | 0.02% | -0.00 | $126,437.58 | 125,000 | Corporates | Transportation | United States | 4.00% | Baa1 | 01-Feb-2021 | 0.09 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.02% | -0.00 | $126,336.84 | 124,250 | Securitized | CMO | United States | 2.61% | NR | 27-Sep-2049 | 1.54 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $124,233.82 | 107,415 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2040 | 3.82 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $123,735.10 | 105,127 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2038 | N/A |
| Thomson Reuters | 0.02% | -0.00 | $122,325.78 | 110,000 | Corporates | Communications | Canada | 3.35% | Baa2 | 15-May-2026 | 4.96 |
| New York City Water & Sewer System | 0.02% | -0.00 | $120,029.93 | 75,000 | Government Related | Local Authorities | United States | 6.01% | Aa1 | 15-Jun-2042 | 14.16 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $119,740.37 | 109,628 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2047 | 3.15 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $117,151.91 | 101,391 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2036 | N/A |
| Unitedhealth | 0.02% | -0.00 | $116,320.15 | 115,000 | Corporates | Insurance | United States | 4.70% | A3 | 15-Feb-2021 | 0.12 |
| Hyatt Hotels | 0.02% | -0.00 | $113,461.26 | 110,000 | Corporates | Consumer Cyclical | United States | 3.38% | Baa3 | 15-Jul-2023 | 2.48 |
| Freddie Mac REMICS | 0.02% | 0.01 | $111,996.67 | 703,921 | Securitized | CMO | United States | 4.50% | NR | 25-May-2050 | -2.63 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $110,545.08 | 96,051 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2034 | N/A |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.02% | -0.00 | $107,895.78 | 100,000 | Securitized | NON AGENCY CMBS | United States | 2.86% | Aaa | 15-Sep-2049 | 5.45 |
| Towd Point Mortgage Trust 2015-4 | 0.02% | -0.01 | $107,580.34 | 106,700 | Securitized | CMO | United States | 2.75% | Aaa | 25-Apr-2055 | 0.61 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $107,578.20 | 94,955 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Nov-2042 | N/A |
| Sonic Capital | 0.02% | -0.00 | $107,126.90 | 103,075 | Securitized | ABS Other | United States | 4.03% | NR | 20-Feb-2048 | 3.95 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $105,155.37 | 88,445 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2037 | N/A |
| Weingarten Realty Investors | 0.01% | -0.00 | $104,486.29 | 100,000 | Corporates | REITs | United States | 3.50% | Baa1 | 15-Apr-2023 | 2.21 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $102,576.62 | 94,512 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2045 | 3.34 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $100,281.60 | 87,341 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2039 | 3.98 |
| Citizens Financial | 0.01% | -0.00 | $96,816.61 | 95,000 | Corporates | Banking | United States | 2.38% | NR | 28-Jul-2021 | 0.74 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $96,459.37 | 90,930 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Nov-2046 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $96,422.76 | 81,080 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2034 | N/A |
| CarMax Auto Owner Trust 2017-4 | 0.01% | -0.01 | $95,375.85 | 94,735 | Securitized | Car Loan | United States | 2.11% | NR | 17-Oct-2022 | 0.33 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $93,913.71 | 88,877 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2049 | 1.72 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $92,341.83 | 82,924 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2040 | N/A |
| Raymond James Financial | 0.01% | -0.00 | $91,880.09 | 80,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 3.63% | Baa1 | 15-Sep-2026 | 5.44 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $91,201.01 | 78,877 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 4.04 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $90,985.16 | 81,731 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2039 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $90,778.61 | 84,631 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $90,571.85 | 84,588 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 2.06 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $89,241.63 | 80,499 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.09 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $87,768.68 | 73,984 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2034 | N/A |
| Time Warner Cable | 0.01% | -0.00 | $87,125.11 | 85,000 | Corporates | Communications | United States | 4.00% | Ba1 | 01-Sep-2021 | 0.66 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $86,902.47 | 79,828 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 1.22 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $85,832.41 | 72,629 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $85,773.79 | 80,863 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2026 | 1.83 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $84,844.47 | 80,724 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2027 | N/A |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $84,716.92 | 79,408 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2027 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $83,500.14 | 72,500 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2041 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $83,375.62 | 70,634 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2038 | 3.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $83,260.08 | 69,959 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2037 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $82,700.05 | 70,000 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | N/A |
| PacifiCorp | 0.01% | -0.00 | $80,879.56 | 55,000 | Corporates | Electric | United States | 6.25% | A1 | 15-Oct-2037 | 11.63 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $77,701.40 | 70,450 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jan-2049 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $77,173.60 | 65,695 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2032 | N/A |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $75,506.49 | 63,457 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2033 | N/A |
| Government National Mortgage Assn. | 0.01% | 0.01 | $72,742.62 | 67,019 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2045 | 3.22 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $72,676.94 | 62,510 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2039 | N/A |
| Government National Mortgage Assn. | 0.01% | 0.01 | $72,203.32 | 64,548 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 1.64 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $72,183.67 | 66,203 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.04 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $68,675.72 | 59,452 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.74 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $63,727.93 | 59,310 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-May-2049 | N/A |
| QVC | 0.01% | -0.00 | $61,991.17 | 60,000 | Corporates | Consumer Cyclical | United States | 4.45% | Ba2 | 15-Feb-2025 | 3.82 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $60,478.44 | 57,395 | Securitized | Agency_Hybrid_ARMS | United States | 3.75% | NR | 01-Feb-2035 | 0.70 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $60,357.58 | 51,118 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2039 | 3.88 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $59,723.04 | 54,917 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $59,643.41 | 51,668 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2040 | 3.69 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $59,630.46 | 54,817 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Oct-2043 | 4.19 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $59,382.23 | 52,564 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2044 | 5.08 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $58,478.33 | 50,860 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2040 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,601.48 | 49,424 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2048 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,456.43 | 49,083 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.67 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $53,195.23 | 48,158 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2047 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,065.36 | 44,987 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $51,735.67 | 44,848 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2035 | N/A |
| GreatAmerica Leasing Receivables Funding LLC Series 2018-1 | 0.01% | -0.01 | $50,231.59 | 50,067 | Securitized | ABS Other | United States | 2.60% | NR | 15-Jun-2021 | 0.11 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,228.06 | 47,022 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2026 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $49,723.42 | 44,024 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2042 | 3.16 |
| RETL 2019-RVP | 0.01% | -0.01 | $49,332.85 | 49,302 | Securitized | NON AGENCY CMBS | United States | 1.30% | Aaa | 15-Mar-2036 | 0.73 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,937.80 | 43,340 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,513.10 | 41,999 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,649.23 | 41,811 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2046 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,403.38 | 39,371 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | N/A |
| Government National Mortgage Assn. | 0.01% | 0.01 | $45,379.49 | 40,829 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2047 | N/A |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $44,242.16 | 38,482 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.99 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $44,011.53 | 38,105 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2036 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,001.59 | 39,519 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.08 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $42,071.20 | 41,420 | Securitized | CMO | United States | 2.50% | Aaa | 25-Apr-2057 | 0.87 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $41,389.43 | 36,751 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2040 | N/A |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $40,203.04 | 35,696 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2039 | N/A |
| Government National Mortgage Assn. | 0.01% | 0.01 | $39,954.39 | 36,596 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2047 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,782.68 | 33,624 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2034 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,718.92 | 35,917 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2035 | N/A |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $37,453.22 | 33,612 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.48 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $36,202.45 | 32,394 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2048 | 1.73 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $35,812.21 | 31,051 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $35,034.23 | 32,912 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2026 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $34,497.38 | 31,481 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2041 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $34,490.67 | 28,998 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $34,251.56 | 29,645 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2035 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $34,186.79 | 32,617 | Securitized | Agency_Hybrid_ARMS | United States | 2.94% | NR | 01-Jul-2036 | 0.78 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $33,491.60 | 30,741 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2035 | 2.95 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $33,228.74 | 29,202 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.86 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $33,077.32 | 29,309 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2039 | 3.57 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $32,831.41 | 30,163 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.54 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $31,876.73 | 28,354 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jan-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $31,652.55 | 29,710 | Securitized | Agency_Hybrid_ARMS | United States | 4.12% | NR | 01-Dec-2036 | 0.60 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.00% | -0.00 | $31,517.39 | 31,461 | Securitized | ABS Other | United States | 2.58% | NR | 20-Sep-2032 | 0.05 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $31,151.62 | 29,517 | Securitized | Agency_Hybrid_ARMS | United States | 3.75% | NR | 01-Feb-2037 | 0.64 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $30,516.76 | 26,333 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Apr-2035 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $30,509.94 | 26,427 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2036 | N/A |
| MVW Owner Trust 2014-1 | 0.00% | -0.00 | $29,803.93 | 29,715 | Securitized | ABS Other | United States | 2.25% | NR | 22-Sep-2031 | 0.68 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $29,731.76 | 25,011 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2036 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $29,686.90 | 25,115 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $28,574.75 | 24,096 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2034 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $27,592.74 | 23,864 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 4.14 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $25,663.28 | 22,970 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.97 |
| Crown Castle Towers | 0.00% | -0.00 | $25,374.99 | 25,000 | Corporates | Communications | United States | 3.22% | A2 | 15-May-2042 | 0.61 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $25,184.56 | 21,376 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $24,484.62 | 20,736 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $24,031.75 | 22,857 | Securitized | Agency_Hybrid_ARMS | United States | 2.72% | NR | 01-Jul-2035 | 1.00 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $23,856.62 | 21,422 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2041 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $22,113.48 | 19,149 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,647.05 | 18,397 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 4.03 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,061.32 | 17,973 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2032 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $21,020.35 | 18,359 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2039 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,705.85 | 17,427 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2037 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $20,662.45 | 18,344 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2041 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,535.05 | 19,282 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2026 | 1.49 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $20,252.97 | 18,228 | Securitized | Agency Fixed Rate | United States | 9.00% | NR | 15-Dec-2024 | 1.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,832.46 | 18,710 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2025 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,721.85 | 16,893 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Feb-2037 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $19,607.52 | 16,782 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2032 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,417.73 | 15,812 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Mar-2037 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,337.30 | 15,556 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jul-2032 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,766.33 | 16,653 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $16,342.24 | 14,267 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2040 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,037.28 | 15,212 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $15,769.56 | 13,936 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jun-2033 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,640.02 | 13,213 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2038 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,809.01 | 12,370 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 15-Apr-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $14,570.33 | 12,610 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Jul-2029 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $14,530.54 | 12,924 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2033 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $14,327.50 | 14,210 | Securitized | Agency_Hybrid_ARMS | United States | 4.05% | NR | 01-Nov-2036 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $14,083.98 | 12,501 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,780.22 | 13,056 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Nov-2046 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,682.08 | 13,567 | Securitized | Agency_Hybrid_ARMS | United States | 2.63% | NR | 01-Jul-2035 | 0.78 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,574.27 | 12,820 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2025 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,513.99 | 12,691 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2025 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $13,336.39 | 12,160 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Nov-2031 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $12,912.74 | 11,471 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2039 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $12,130.69 | 10,250 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2037 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $11,828.73 | 10,327 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2040 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,790.20 | 10,491 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Mar-2026 | N/A |
| Freddie Mac REMICS | 0.00% | -0.00 | $11,079.83 | 10,899 | Securitized | CMO | United States | 4.00% | NR | 15-Nov-2036 | 0.07 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $10,802.80 | 9,002 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 20-Dec-2033 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $10,056.47 | 9,406 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 3.81 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,976.93 | 9,317 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Jan-2043 | 4.37 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,859.82 | 8,534 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Aug-2034 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,838.51 | 8,522 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $9,379.16 | 7,929 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,826.85 | 7,650 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $7,957.50 | 6,762 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2038 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,525.25 | 6,393 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 01-Mar-2032 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,746.58 | 5,743 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $6,238.92 | 6,122 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $5,725.26 | 4,872 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2038 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,358.99 | 5,266 | Securitized | Agency_Hybrid_ARMS | United States | 2.58% | NR | 01-Sep-2037 | 0.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,006.94 | 4,904 | Securitized | Agency Fixed Rate | United States | 8.00% | NR | 01-Jan-2027 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,964.15 | 4,300 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2036 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,658.90 | 4,616 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Jun-2024 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $4,372.05 | 3,652 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 15-Aug-2033 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,253.50 | 3,687 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $4,193.54 | 3,556 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Sep-2034 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,948.73 | 3,335 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2037 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $3,862.87 | 3,244 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Feb-2035 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $3,463.09 | 2,909 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Oct-2032 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $3,349.22 | 2,979 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Apr-2032 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $3,217.20 | 2,702 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2034 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $3,018.66 | 2,614 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2033 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,003.51 | 2,668 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2040 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,956.62 | 2,794 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2024 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,928.52 | 2,898 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-Aug-2024 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,913.75 | 2,593 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-May-2026 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,773.20 | 2,627 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Jun-2032 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,707.40 | 2,447 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,607.15 | 2,308 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2040 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,567.55 | 2,304 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 15-Jun-2028 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,277.18 | 1,972 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,181.79 | 2,158 | Securitized | Agency Fixed Rate | United States | 8.00% | NR | 15-Jan-2027 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,119.79 | 2,098 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-Nov-2023 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,057.91 | 1,932 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2026 | 1.31 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,837.22 | 1,683 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,774.48 | 1,490 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Sep-2034 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,687.41 | 1,524 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,665.19 | 1,650 | Securitized | Agency_Hybrid_ARMS | United States | 3.13% | NR | 20-Dec-2023 | 1.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,654.70 | 1,414 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2036 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,609.20 | 1,492 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Apr-2024 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,448.33 | 1,300 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 15-Feb-2028 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,381.87 | 1,365 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,361.82 | 1,301 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Jun-2032 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,349.43 | 1,342 | Securitized | Agency_Hybrid_ARMS | United States | 4.03% | NR | 01-Nov-2032 | 1.52 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,076.05 | 978 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2033 | 3.26 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,028.13 | 1,017 | Securitized | Agency Fixed Rate | United States | 8.50% | NR | 15-Oct-2022 | 0.83 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $952.68 | 860 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $870.84 | 824 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2021 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $843.91 | 836 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-Feb-2022 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $781.62 | 704 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 15-Apr-2028 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $646.26 | 552 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $615.53 | 608 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2021 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $608.60 | 515 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2038 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $603.98 | 537 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2037 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $571.87 | 509 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Sep-2036 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $514.69 | 465 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $370.61 | 362 | Securitized | Agency_Hybrid_ARMS | United States | 3.25% | NR | 20-Aug-2023 | 0.95 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $358.12 | 354 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2021 | N/A |
| Government National Mortgage Assn. | 0.00% | 0.00 | $275.89 | 271 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-Apr-2023 | N/A |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $244.76 | 242 | Securitized | Agency Fixed Rate | United States | 8.00% | NR | 01-May-2024 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $207.89 | 201 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | N/A |
| Government National Mortgage Assn. | 0.00% | -0.00 | $179.39 | 178 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-May-2023 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $175.45 | 156 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Feb-2026 | N/A |
| Government National Mortgage Assn. | 0.00% | -0.00 | $168.68 | 167 | Securitized | Agency Fixed Rate | United States | 7.50% | NR | 15-Jun-2023 | N/A |
| Government National Mortgage Assn. | 0.00% | -0.00 | $122.34 | 120 | Securitized | Agency Fixed Rate | United States | 9.00% | NR | 15-Oct-2021 | 0.31 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $108.58 | 108 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2020 | N/A |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $49.99 | 47 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2025 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $44.72 | 40 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jan-2026 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12.52 | 12 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Mar-2021 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3.33 | 3 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2020 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2.26 | 2 | Securitized | Agency Fixed Rate | United States | 7.00% | NR | 01-Aug-2031 | N/A |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $0.95 | 1 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2022 | N/A |
| FNMA 15YR | 0.00% | -0.00 | $0.76 | 1 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2020 | N/A |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Please note that holdings are released 15 days after the period end. From time to time, certain securities held may not be listed.
Sector Diversification (30-Sep-2020)
Representative Portfolio vs Benchmark| Sector Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Mortgage | 34.02% | 26.24% | |
| Corporate | 34.75% | 27.44% | |
| ABS | 2.94% | 0.37% | |
| CMBS | 2.47% | 1.34% | |
| High Yield | 1.57% | 0.51% | |
| Cash Equivalent | 0.22% | 0.00% | |
| U.S. Municipal | 0.08% | 0.00% | |
| Emerging Market | 0.00% | 0.04% | |
| Government Related | 5.12% | 6.31% | |
| U.S. Treasury | 18.82% | 37.74% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Holdings information and other breakdowns (such as country and currency) are related to those of representative portfolio ("Portfolio"). The Portfolio is an account in the composite we believe most closely reflects current portfolio management style for the strategy. Performance is not a consideration in the selection of the representative portfolio. The characteristics of the representative portfolio shown may differ from those of other accounts in the strategy. Please see the GIPS® Disclosure page for additional information on the composite.
The specific securities identified and described above do not represent all of the securities purchased, sold or recommended for advisory clients and no assumptions should be made that investments in the securities identified and discussed were or will be profitable.
Bloomberg Index Services Limited.
Robert Larkins is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Larkins is lead portfolio manager of the firm's suite of bond index strategies, overseeing the U.S. Aggregate Bond Index Strategy, the U.S. Enhanced Aggregate Bond Strategy, and numerous custom bond index mandates, including liability-driven investment portfolios tailored to meet specific client needs. He is also lead portfolio manager of the Long Duration Credit Strategy and is a member of the firm's Investments Derivatives Committee. Mr. Larkins is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.