Past performance is not a reliable indicator of future performance.
Strategy
US Short-Term Bond
The US Short-Term Bond Composite seeks current income with minimal price volatility primarily through investment in fixed income securities included in the Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index. The strategy may also include exposure to asset-backed, mortgage-backed, and other securities not present in the reference index.
3YR Return Annualised (Net)
(View Total Returns)
Tracking Error
(5 Years)
3.26%
1.61%
Data as of 30-Sep-2020
Data as of 30-Sep-2020
1YR Return (Net)
(View Total Returns)
Information Ratio
(5 Years)
4.33%
0.45
Data as of 30-Sep-2020
Data as of 30-Sep-2020
Inception Date 31-Mar-1990
Performance figures calculated in USD
Other Literature
Strategy
Investment Approach
- The strategy seeks to provide a high level of income, consistent with belief that yields plays a greater role than price appreciation in generating excess returns.
- Focus primarily on short- and intermediate-term investment-grade U.S. fixed income securities, with the ability to integrate non-index sectors and securities, such as foreign bonds, mortgage-backed, commercial mortgage-backed and asset-backed securities.
- Seeks to add value primarily through sector rotation, individual security selection, and term structure positioning.
- Integrate proprietary credit and capital market research to identify market inefficiencies.
Portfolio Construction
- Average credit quality of the portfolio is typically AA.
- Non-dollar foreign bond exposure is limited to 10% (hedged and unhedged).
- Duration is typically managed within +/- 20% of the benchmark.
- Target tracking error range: 40 to 80 basis points.
Performance
US Short-Term Bond Composite
Annualised Performance
Quarterly| 1 YR | 3 YR Annualised |
5 YR Annualised |
10 YR Annualised |
|
|---|---|---|---|---|
| Composite Gross % | 4.56% | 3.49% | 2.83% | 2.28% |
| Composite Net % | 4.33% | 3.26% | 2.60% | 2.05% |
| Benchmark % | 3.73% | 2.84% | 2.09% | 1.57% |
| Excess Return (Gross) % | 0.83% | 0.65% | 0.74% | 0.71% |
Recent Performance
| 3 MonthsData as of 30-Sep-2020 | Year to DateData as of 30-Sep-2020 | |
|---|---|---|
| Composite Gross % | 1.05% | 3.84% |
| Composite Net % | 0.99% | 3.67% |
| Benchmark % | 0.23% | 3.12% |
| Excess Return (Gross) % | 0.82% | 0.72% |
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
977
Largest Holding
U.S. Treasury Notes
2.76%
Was
(30-Jun-2020) 2.85%
Top 10 Holdings 11.62%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 25.96% | -53.70% |
| Portfolio | 35.20% | 11.78% |
| Benchmark | 9.24% | 65.48% |
Average Credit Quality
A+Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 3-5 Years | 1-3 Years |
| By % | 21.82% | -44.82% |
| Portfolio | 21.82% | 55.18% |
| Benchmark | 0.00% | 100.00% |
Weighted Average Maturity
2.29 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Under 1 Year | 1-3 Years |
| By % | 28.00% | -46.87% |
| Portfolio | 29.63% | 51.50% |
| Benchmark | 1.64% | 98.36% |
Weighted Average Duration
1.90 YearsSectors
Total
Sectors
7
Largest Sector Corporate Bonds & Notes 51.35%
Was (30-Jun-2020)
52.81%
Other
View complete Sector Diversification
Largest Overweight
Corporate Bonds & Notes
By27.70%
Portfolio
51.35%
Benchmark
23.65%
Largest Underweight
U.S. Treasury Bonds and Notes
By-53.70%
Portfolio
11.78%
Benchmark
65.48%
Team (As of 08-Jan-2021)
Mike Reinartz is a portfolio manager for the US Short-Term Bond strategies in the Fixed Income Division. He is an executive vice president of the Fixed Income Series, Inc., an executive vice president and the chairman of the Investment Advisory Committee of the Short-Term Bond Fund, and a vice president of the Inflation Protected Bond and Limited Duration Inflation Focused Bond Funds. He also is the chairman of the Investment Advisory Committee for the Limited-Term Bond Portfolio and a member of the Investment Advisory Committees for the Ultra Short-Term Bond and Short Duration Income Funds. Mike is a vice president of T. Rowe Price Group, Inc., T. Rowe Price Associates, Inc., and T. Rowe Price Trust Company.
Mike’s investment experience began in 2000, and he has been with T. Rowe Price since 1996, beginning as a senior mutual fund accountant in the Fund Accounting department. After that, he was an investment liaison in the Fixed Income Division; a member of the Short-Term Bond, Global Multi-Sector, and Quantitative Research teams providing portfolio modeling and analysis support to portfolio managers; and then an associate portfolio manager before assuming his current role on the U.S. Taxable Low Duration team.
Mike earned a B.S. in accounting from Towson University. He also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Portfolio manager2015
since - Years at24
T. Rowe Price - Years investment24
experience
Whitney Reid is a portfolio specialist in the Fixed Income Division. He supports the Stable Value, Money Market, US Ultra Short-Term Bond, and US Short-Term Bond Strategies and acts as a proxy for fixed income portfolio managers with clients, consultants, and prospects. Whitney is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
Whitney’s investment experience began in 1995, and he has been with T. Rowe Price since 2011, beginning in the Fixed Income Division. Prior to this, Whitney was employed by Sturdivant and Company as a director of research. Before that, he was employed by Delaware Investments as a fixed income credit analyst and a fixed income product manager. Whitney's background includes time spent on the plan sponsor side, working first as a senior investment officer for the City of Philadelphia Municipal Employees Retirement System and then as a treasurer for the City of Philadelphia. He also was a member of the United States Army, rising to the rank of captain.
Whitney earned a B.S. in electrical engineering from Lehigh University and an M.S. in business administration from Boston University. 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 investment25
experience
Portfolio Characteristics
Representative Portfolio vs Benchmarkas of 30-Sep-2020
| Characteristic | Portfolio | Benchmark |
|---|---|---|
| Weighted Average Coupon | 2.53% | 2.04% |
| Weighted Average Maturity | 2.29 Years | 1.91 Years |
| Weighted Average Duration | 1.90 Years | 1.83 Years |
| Number of Holdings | 977 | 1,643 |
Risks
- Capital risk
- Counterparty risk
- Geographic concentration risk
- Hedging risk
- Investment portfolio risk
- Management risk
- Operational risk
Risk/Return Characteristics
as of 30-Sep-2020US Short-Term Bond Composite
| Risk/Return (5 Years) | Composite | Benchmark |
|---|---|---|
| Alpha | 0.74% | 0.00% |
| Beta | 0.99 | 1.00 |
| R-Squared | 0.23 | 1.00 |
| Annualized Std. Deviation | 1.82% | 0.96% |
| Information Ratio | 0.45 | 0.00 |
| Sharpe Ratio | 0.91 | 0.97 |
| Tracking Error | 1.61% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3.70% | 2.00% | 3.43% | 0.84% | 1.25% | 0.96% | 2.18% | 1.83% | 1.84% | 4.75% | Composite Gross | |
| 3.47% | 1.78% | 3.19% | 0.61% | 1.02% | 0.74% | 1.95% | 1.60% | 1.62% | 4.52% | Composite Net | |
| 2.80% | 1.59% | 1.26% | 0.64% | 0.77% | 0.65% | 1.28% | 0.84% | 1.60% | 4.03% | Benchmark | |
| 0.67% | 0.19% | 1.93% | -0.03% | 0.25% | 0.09% | 0.67% | 0.76% | 0.02% | 0.49% | Value added (Gross) |
- Composite Gross
- Composite Net
- Benchmark
Top 10 Issuers (30-Sep-2020)
| Issuer Name | % of Portfolio | Sector | Industry | Country |
|---|---|---|---|---|
| AbbVie | 0.92% | N/A | N/A | N/A |
| Charter Communications | 0.86% | N/A | N/A | N/A |
| Bunge Limited | 0.78% | N/A | N/A | N/A |
| GE | 0.73% | N/A | N/A | N/A |
| General Motors | 0.71% | N/A | N/A | N/A |
| Citigroup | 0.68% | N/A | N/A | N/A |
| Goldman Sachs | 0.67% | N/A | N/A | N/A |
| UBS | 0.66% | N/A | N/A | N/A |
| Energy Transfer | 0.65% | N/A | N/A | N/A |
| British American Tobacco | 0.65% | N/A | N/A | N/A |
Represents 7.32% 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 directly below 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 | 3.98% | 3.75% | |
| US Treasury | 11.78% | 65.48% | |
| AAA | 18.64% | 5.20% | |
| AA | 7.22% | 3.98% | |
| A | 18.68% | 12.07% | |
| BBB | 35.20% | 9.24% | |
| BB | 3.87% | 0.28% | |
| Not Rated | 0.10% | 0.00% | |
| Reserves | 0.53% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sources for Credit Quality: 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. T. Rowe Price uses the rating of the underlying investment vehicle for credit default swaps.
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.
Maturity (30-Sep-2020)
Representative Portfolio vs Benchmark
| Bond Maturity | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 20.59% | 0.00% | |
| 1-3 Years | 55.18% | 100.00% | |
| 3-5 Years | 21.82% | 0.00% | |
| 5-7 Years | 2.01% | 0.00% | |
| 7-10 Years | 0.37% | 0.00% | |
| 10+ Years | 0.02% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
(30-Sep-2020)
Representative Portfolio vs Benchmark
| Duration | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 29.63% | 1.64% | |
| 1-3 Years | 51.50% | 98.36% | |
| 3-5 Years | 18.70% | 0.00% | |
| 5-7 Years | 0.17% | 0.00% | |
| 7-10 Years | 0.00% | 0.00% | |
| Over 10 Years | 0.00% | 0.00% |
Duration is a measure of a bond portfolio's sensitivity to interest rate changes.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
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 Notes | 2.76% | -0.09 | $154,876,795.39 | 154,820,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 30-Apr-2022 | 1.58 |
| U.S. Treasury Notes | 1.43% | -0.05 | $80,021,106.56 | 80,000,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 31-May-2022 | 1.66 |
| U.S. Treasury Notes | 1.24% | -0.05 | $69,582,590.42 | 67,395,000 | US Govt & Agencies | U S Treasury Obligations | United States | 1.75% | Aaa | 15-Jul-2022 | 1.76 |
| U.S. Treasury Notes | 1.11% | -0.04 | $62,558,781.15 | 60,580,000 | US Govt & Agencies | U S Treasury Obligations | United States | 1.75% | Aaa | 15-Jun-2022 | 1.68 |
| U.S. Treasury Notes | 0.98% | N/A | $55,241,996.38 | 55,285,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 15-Aug-2023 | 2.87 |
| U.S. Treasury Notes | 0.97% | N/A | $54,243,493.75 | 54,280,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | NR | 15-Jul-2023 | 2.78 |
| U.S. Treasury Notes | 0.91% | -0.04 | $51,107,104.33 | 49,745,000 | US Govt & Agencies | U S Treasury Obligations | United States | 1.50% | Aaa | 15-Sep-2022 | 1.93 |
| U.S. Treasury Notes | 0.90% | -0.03 | $50,737,243.47 | 50,745,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 15-May-2023 | 2.61 |
| U.S. Treasury Notes | 0.73% | -1.18 | $40,985,326.43 | 39,570,000 | US Govt & Agencies | U S Treasury Obligations | United States | 2.50% | Aaa | 15-Jan-2022 | 1.27 |
| Ge Capital International Funding Co Unlimited | 0.58% | -0.02 | $32,625,297.26 | 32,270,000 | Corporate Securities | Conglomerates | United States | 2.34% | Baa1 | 15-Nov-2020 | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.54% | -0.03 | $30,321,268.83 | 28,425,000 | Corporate Securities | Cable Operators | United States | 4.46% | Ba1 | 23-Jul-2022 | 1.59 |
| Pacific Gas & Electric | 0.50% | 0.13 | $27,859,459.15 | 27,745,000 | Corporate Securities | Utilities | United States | 1.75% | Baa3 | 16-Jun-2022 | 1.04 |
| BAT Capital | 0.48% | -0.02 | $26,818,793.20 | 25,800,000 | Corporate Securities | Food/Tobacco | United Kingdom | 2.76% | Baa2 | 15-Aug-2022 | 1.75 |
| U.S. Treasury Notes | 0.48% | -0.02 | $26,690,279.20 | 26,600,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.25% | Aaa | 15-Jun-2023 | 2.69 |
| Synchrony Financial | 0.47% | -0.01 | $26,245,420.98 | 25,375,000 | Corporate Securities | Financial | United States | 2.85% | NR | 25-Jul-2022 | 1.69 |
| Vistra Operations | 0.42% | -0.00 | $23,613,640.98 | 22,120,000 | Corporate Securities | Utilities | United States | 3.55% | Baa3 | 15-Jul-2024 | 3.48 |
| Perrigo Finance Unlimited | 0.39% | 0.13 | $21,962,205.45 | 20,050,000 | Corporate Securities | Drugs | United States | 3.90% | Baa3 | 15-Dec-2024 | 3.69 |
| Bunge Ltd Finance | 0.39% | -0.01 | $21,882,019.21 | 21,037,000 | Corporate Securities | Food Processing | United States | 3.00% | Baa3 | 25-Sep-2022 | 1.86 |
| AbbVie | 0.39% | -0.00 | $21,849,572.22 | 20,460,000 | Corporate Securities | Drugs | United States | 2.60% | Baa2 | 21-Nov-2024 | 3.85 |
| OCP CLO 2014-7 | 0.38% | -0.01 | $21,586,046.79 | 21,700,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.39% | Aaa | 20-Jul-2029 | 0.06 |
| Bunge Ltd Finance | 0.37% | -0.01 | $21,022,132.62 | 20,680,000 | Corporate Securities | Food Processing | United States | 3.50% | Baa3 | 24-Nov-2020 | 0.15 |
| Federal National Mortgage Assn. | 0.37% | N/A | $20,962,751.66 | 19,141,144 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2048 | 3.23 |
| Becton Dickinson And | 0.37% | -0.01 | $20,904,074.82 | 20,045,000 | Corporate Securities | Healthcare | United States | 2.89% | Ba1 | 06-Jun-2022 | 1.56 |
| Micron Technology | 0.37% | 0.02 | $20,841,650.08 | 19,867,000 | Corporate Securities | Information Technology | United States | 2.50% | Baa3 | 24-Apr-2023 | 2.46 |
| Navient Private Education Refi Loan Trust 2020 | 0.37% | -0.01 | $20,714,456.08 | 20,035,000 | Asst Backed Securities | Student Loans | United States | 2.15% | NR | 15-Nov-2068 | 4.92 |
| Sabine Pass Liquefaction | 0.36% | -0.02 | $20,416,074.55 | 19,214,000 | Corporate Securities | Energy | United States | 6.25% | Baa3 | 15-Mar-2022 | 1.17 |
| Diamondback Energy | 0.36% | -0.01 | $20,395,672.92 | 19,955,000 | Corporate Securities | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 3.84 |
| Truist Bank | 0.36% | -0.01 | $20,212,573.62 | 19,830,000 | Corporate Securities | Banking | United States | 1.25% | A2 | 09-Mar-2023 | 2.34 |
| Energy Transfer Operating | 0.34% | -0.02 | $19,293,808.07 | 17,363,000 | Corporate Securities | Oil Field Serv | United States | 5.88% | Baa3 | 15-Jan-2024 | 2.80 |
| Ross Stores | 0.33% | -0.01 | $18,276,697.73 | 15,635,000 | Corporate Securities | Retail | United States | 4.60% | A2 | 15-Apr-2025 | 4.02 |
| JD.com | 0.32% | -0.01 | $18,137,997.65 | 17,700,000 | Corporate Securities | Consumer Products | China | 3.13% | Baa1 | 29-Apr-2021 | 0.57 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.32% | -0.01 | $18,048,550.69 | 15,510,000 | Corporate Securities | Cable Operators | United States | 4.91% | Ba1 | 23-Jul-2025 | 4.14 |
| Exxon Mobil | 0.32% | -0.01 | $17,969,427.90 | 16,400,000 | Corporate Securities | Petroleum | United States | 2.99% | Aa1 | 19-Mar-2025 | 4.15 |
| Shanghai Electric Group Global Investment | 0.31% | -0.01 | $17,487,779.83 | 16,700,000 | Corporate Securities | Manufacturing | China | 2.65% | A3 | 21-Nov-2024 | 3.74 |
| Sinosing Services Pte | 0.31% | -0.01 | $17,236,299.70 | 16,700,000 | Corporate Securities | Utilities | China | 2.25% | A2 | 20-Feb-2025 | 4.17 |
| Williams | 0.31% | -0.01 | $17,162,874.73 | 16,130,000 | Corporate Securities | Energy | United States | 3.70% | Baa3 | 15-Jan-2023 | 1.97 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.30% | N/A | $16,802,072.68 | 15,373,000 | Corporate Securities | Wireless Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 2.40 |
| Gilead Sciences | 0.30% | N/A | $16,787,761.04 | 16,775,000 | Corporate Securities | Drugs | United States | 0.75% | A3 | 29-Sep-2023 | 1.40 |
| EQT | 0.29% | 0.00 | $16,551,810.00 | 16,719,000 | Corporate Securities | Energy | United States | 3.00% | Ba3 | 01-Oct-2022 | 1.90 |
| CNH Industrial Capital | 0.29% | -0.01 | $16,509,541.65 | 16,171,000 | Corporate Securities | Manufacturing | United States | 4.38% | Baa3 | 06-Nov-2020 | 0.10 |
| Microchip Technology | 0.29% | -0.01 | $16,433,375.66 | 15,880,000 | Corporate Securities | Information Technology | United States | 3.92% | Baa3 | 01-Jun-2021 | 0.66 |
| Towd Point Mortgage Trust 2018-2 | 0.29% | -0.04 | $16,341,643.03 | 15,570,333 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.25% | Aaa | 25-Mar-2058 | 2.30 |
| Navient Private Education Refi Loan Trust 2019-G | 0.29% | -0.06 | $16,331,344.05 | 15,937,674 | Asst Backed Securities | Student Loans | United States | 2.40% | NR | 15-Oct-2068 | 2.95 |
| Swedbank | 0.29% | -0.01 | $16,304,183.72 | 16,118,000 | Corporate Securities | Banking | Sweden | 2.65% | Aa3 | 10-Mar-2021 | 0.44 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.29% | -0.01 | $16,293,300.79 | 15,835,000 | Asst Backed Securities | Auto Backed | United States | 3.36% | NR | 21-Nov-2022 | 1.23 |
| Cheniere Corpus Christi Holdings | 0.29% | 0.15 | $16,196,079.64 | 13,870,000 | Corporate Securities | Energy | United States | 7.00% | Baa3 | 30-Jun-2024 | 2.94 |
| Ally Master Owner Trust | 0.29% | -0.01 | $16,074,092.42 | 15,760,000 | Asst Backed Securities | Auto Backed | United States | 3.29% | Aaa | 15-May-2023 | 0.61 |
| Magnetite XVI | 0.28% | -0.01 | $15,730,437.87 | 15,835,704 | Asst Backed Securities | Coll Debt Obligation | United States | 1.07% | Aaa | 18-Jan-2028 | 0.05 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.28% | -0.01 | $15,682,384.45 | 15,265,000 | Asst Backed Securities | Auto Backed | United States | 3.13% | NR | 18-Jan-2023 | 1.26 |
| Verus Securitization Trust 2020-2 | 0.28% | -0.03 | $15,532,761.03 | 15,360,914 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.23% | NR | 25-May-2060 | 1.51 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.28% | -0.01 | $15,512,178.15 | 15,125,000 | Asst Backed Securities | Auto Backed | United States | 3.70% | NR | 20-Jun-2025 | 1.63 |
| Ubs | 0.27% | -0.01 | $15,223,250.23 | 14,810,000 | Corporate Securities | Banking | Switzerland | 3.00% | A3 | 15-Apr-2021 | 0.53 |
| U.S. Treasury Notes | 0.27% | -0.01 | $15,135,113.63 | 14,550,000 | US Govt & Agencies | U S Treasury Obligations | United States | 2.13% | Aaa | 15-May-2022 | 1.59 |
| Goldman Sachs | 0.27% | -0.02 | $14,901,789.09 | 13,816,000 | Corporate Securities | Banking | United States | 5.75% | A3 | 24-Jan-2022 | 1.27 |
| Hyundai Capital America | 0.26% | -0.01 | $14,624,977.30 | 14,200,000 | Corporate Securities | Automotive | United States | 2.38% | Baa1 | 10-Feb-2023 | 2.29 |
| Marathon Oil | 0.26% | -0.00 | $14,537,945.12 | 14,075,000 | Corporate Securities | Energy | United States | 2.80% | Baa3 | 01-Nov-2022 | 1.81 |
| Fiserv | 0.26% | -0.01 | $14,367,375.78 | 13,355,000 | Corporate Securities | Information Technology | United States | 2.75% | Baa2 | 01-Jul-2024 | 3.50 |
| Carrier Global | 0.26% | -0.01 | $14,349,465.87 | 13,725,000 | Corporate Securities | Manufacturing | United States | 2.24% | Baa3 | 15-Feb-2025 | 4.11 |
| General Motors Financial | 0.25% | -0.00 | $14,249,241.17 | 13,795,000 | Corporate Securities | Financial | United States | 2.90% | Baa3 | 26-Feb-2025 | 4.08 |
| Synchrony Card Funding | 0.25% | -0.01 | $14,214,552.51 | 13,765,000 | Asst Backed Securities | Credit Card Backed | United States | 2.34% | Aaa | 15-Jun-2025 | 1.67 |
| Saudi Arabian Oil | 0.25% | -0.01 | $13,987,537.25 | 13,480,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | Saudi Arabia | 2.75% | A1 | 16-Apr-2022 | 1.49 |
| Banco Bilbao Vizcaya Argentaria | 0.25% | N/A | $13,954,755.17 | 14,000,000 | Corporate Securities | Banking | Spain | 0.88% | A3 | 18-Sep-2023 | 2.92 |
| Carlyle Global Market Strategies CLO 2015-3 | 0.25% | -0.01 | $13,912,581.40 | 13,980,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.25% | Aaa | 28-Jul-2028 | 0.08 |
| JPMorgan Chase | 0.25% | -0.01 | $13,903,075.62 | 13,190,000 | Corporate Securities | Banking | United States | 2.08% | A2 | 22-Apr-2026 | 4.32 |
| Smb Private Education Loan Trust 2018 | 0.25% | -0.02 | $13,900,904.59 | 14,014,133 | Asst Backed Securities | Student Loans | United States | 0.87% | Aaa | 15-Jan-2037 | 0.02 |
| Banco Santander Chile | 0.25% | -0.01 | $13,886,064.49 | 13,710,000 | Corporate Securities | Banking | Chile | 2.50% | A1 | 15-Dec-2020 | 0.13 |
| China Overseas Finance Cayman VII | 0.25% | N/A | $13,856,684.94 | 12,750,000 | Corporate Securities | Building & Real Estate | China | 4.25% | Baa1 | 26-Apr-2023 | 2.40 |
| Santander Retail Auto Lease Trust 2019 | 0.25% | -0.00 | $13,822,366.63 | 13,585,000 | Asst Backed Securities | Auto Backed | United States | 2.88% | NR | 20-Jun-2024 | 2.14 |
| Abn Amro Bank | 0.25% | -0.01 | $13,760,042.73 | 13,715,000 | Corporate Securities | Banking | Netherlands | 0.82% | A1 | 27-Aug-2021 | 0.16 |
| Enel Finance International | 0.24% | 0.10 | $13,746,277.63 | 12,560,000 | Corporate Securities | Utilities | Italy | 4.25% | Baa2 | 14-Sep-2023 | 2.80 |
| AbbVie | 0.24% | -0.01 | $13,675,213.16 | 12,900,000 | Corporate Securities | Drugs | United States | 2.90% | Baa2 | 06-Nov-2022 | 2.02 |
| Daimler Finance North America | 0.24% | -0.01 | $13,669,489.99 | 13,400,000 | Corporate Securities | Automotive | United States | 1.75% | A3 | 10-Mar-2023 | 2.39 |
| Apple | 0.24% | -0.01 | $13,664,926.17 | 12,870,000 | Corporate Securities | Computer Service & Software | United States | 2.40% | Aa1 | 03-May-2023 | 2.50 |
| Synchrony Card Issuance Trust | 0.24% | -0.01 | $13,638,688.47 | 13,240,000 | Asst Backed Securities | Credit Card Backed | United States | 3.38% | Aaa | 15-Sep-2024 | 0.94 |
| Aon | 0.24% | -0.01 | $13,629,930.69 | 13,495,000 | Corporate Securities | Insurance | United States | 2.80% | Baa2 | 15-Mar-2021 | 0.45 |
| Citigroup | 0.24% | -0.01 | $13,557,188.32 | 13,095,000 | Corporate Securities | Banking | United States | 2.90% | A3 | 08-Dec-2021 | 1.08 |
| Cole Park CLO Ltd 2015-1 | 0.24% | -0.01 | $13,531,676.49 | 13,540,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.32% | Aaa | 20-Oct-2028 | 0.06 |
| China Mengniu Dairy | 0.24% | -0.01 | $13,476,491.95 | 13,354,000 | Corporate Securities | Food/Tobacco | China | 1.88% | Baa1 | 17-Jun-2025 | 4.44 |
| Exxon Mobil | 0.24% | -0.01 | $13,424,729.12 | 12,970,000 | Corporate Securities | Petroleum | United States | 1.57% | Aa1 | 15-Apr-2023 | 2.48 |
| Western Midstream Operating | 0.24% | -0.01 | $13,321,900.00 | 13,190,000 | Corporate Securities | Energy | United States | 4.00% | Ba2 | 01-Jul-2022 | 1.52 |
| BlueMountain CLO 2015-2 | 0.24% | -0.01 | $13,282,934.47 | 13,332,040 | Asst Backed Securities | Coll Debt Obligation | United States | 1.20% | Aaa | 18-Jul-2027 | 0.15 |
| HSBC Holdings | 0.23% | N/A | $13,163,518.81 | 13,220,000 | Corporate Securities | Banking | United Kingdom | 1.65% | A2 | 18-Apr-2026 | 4.35 |
| CIM Trust 2020-INV1 | 0.23% | N/A | $12,988,474.80 | 12,600,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Apr-2050 | 4.19 |
| Nissan Master Owner Trust Receivables | 0.23% | -0.01 | $12,916,262.54 | 12,890,000 | Asst Backed Securities | Auto Backed | United States | 0.58% | Aaa | 15-Nov-2023 | 0.06 |
| Takeda Pharmaceutical | 0.23% | -0.01 | $12,913,181.73 | 12,285,000 | Corporate Securities | Drugs | Japan | 4.00% | Baa2 | 26-Nov-2021 | 1.04 |
| Enel Finance International | 0.23% | -0.01 | $12,892,265.14 | 12,367,000 | Corporate Securities | Utilities | Italy | 2.88% | Baa2 | 25-May-2022 | 1.60 |
| Highwoods Realty | 0.23% | -0.01 | $12,860,129.91 | 12,275,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.63% | Baa2 | 15-Jan-2023 | 1.98 |
| US Bank NA/Cincinnati OH | 0.23% | -0.01 | $12,783,305.28 | 12,770,000 | Corporate Securities | Banking | United States | 0.56% | A1 | 26-Apr-2021 | 0.07 |
| Bank of America | 0.23% | -0.01 | $12,661,153.39 | 12,500,000 | Corporate Securities | Banking | United States | 1.43% | A2 | 20-Jan-2023 | 0.06 |
| HSBC Holdings | 0.22% | -0.01 | $12,603,948.90 | 12,365,000 | Corporate Securities | Banking | United Kingdom | 2.10% | A2 | 04-Jun-2026 | 4.42 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.22% | -0.00 | $12,566,319.21 | 13,085,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.08% | Aaa | 15-Dec-2036 | 0.67 |
| Synchrony Credit Card Master Note Trust | 0.22% | -0.01 | $12,563,763.09 | 12,480,685 | Asst Backed Securities | Credit Card Backed | United States | 3.36% | Aa3 | 15-Mar-2024 | 0.45 |
| Ubs | 0.22% | N/A | $12,556,631.05 | 12,535,000 | Corporate Securities | Banking | Switzerland | 1.01% | NR | 30-Jul-2024 | 2.78 |
| Imperial Brands Finance | 0.22% | 0.05 | $12,513,094.99 | 11,905,000 | Corporate Securities | Food/Tobacco | United Kingdom | 3.75% | Baa3 | 21-Jul-2022 | 1.59 |
| Lyondellbasell Industries | 0.22% | -0.01 | $12,486,087.23 | 11,669,000 | Corporate Securities | Chemicals | United States | 6.00% | Baa1 | 15-Nov-2021 | 0.85 |
| Cooperatieve Rabobank UA | 0.22% | -0.00 | $12,424,781.72 | 11,540,000 | Corporate Securities | Banking | Netherlands | 3.95% | Baa1 | 09-Nov-2022 | 2.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.22% | -0.00 | $12,405,950.58 | 12,870,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.50% | NR | 15-Sep-2029 | 0.68 |
| Smb Private Education Loan Trust 2014 | 0.22% | -0.00 | $12,363,521.15 | 12,170,000 | Asst Backed Securities | Student Loans | United States | 1.65% | Aaa | 15-Apr-2032 | 0.05 |
| New Orleans Hotel Trust 2019-HNLA | 0.22% | -0.01 | $12,321,048.48 | 13,305,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.44% | NR | 15-Apr-2032 | 0.63 |
| Toronto-Dominion Bank | 0.22% | -0.01 | $12,250,957.86 | 12,240,000 | Corporate Securities | Banking | Canada | 0.48% | Aa1 | 25-Jan-2021 | 0.07 |
| Navient Private Education Refi Loan Trust 2019-E | 0.22% | -0.00 | $12,204,803.72 | 11,675,000 | Asst Backed Securities | Student Loans | United States | 2.64% | NR | 15-May-2068 | 3.45 |
| Towd Point Mortgage Trust 2018-5 | 0.22% | -0.02 | $12,128,809.63 | 11,472,742 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.25% | Aaa | 25-Jul-2058 | 2.53 |
| Vulcan Materials | 0.21% | -0.01 | $12,053,227.95 | 12,040,000 | Corporate Securities | Building Products | United States | 0.90% | Baa3 | 01-Mar-2021 | 0.17 |
| Towd Point Mortgage Trust 2017-6 | 0.21% | -0.02 | $12,032,427.45 | 11,546,412 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Oct-2057 | 2.11 |
| SLM Student Loan Trust 2008-1 | 0.21% | -0.01 | $11,946,854.67 | 12,594,219 | Asst Backed Securities | Student Loans | United States | 0.89% | Ba3 | 25-Jan-2022 | -0.02 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.21% | -0.01 | $11,904,213.04 | 11,521,000 | Asst Backed Securities | Auto Backed | United States | 3.18% | Aa1 | 18-Jul-2023 | 1.67 |
| Altria | 0.21% | -0.01 | $11,810,839.96 | 10,770,000 | Corporate Securities | Food/Tobacco | United States | 3.80% | A3 | 14-Feb-2024 | 3.11 |
| McKesson | 0.21% | -0.01 | $11,712,954.83 | 11,510,000 | Corporate Securities | Healthcare | United States | 3.65% | Baa2 | 30-Nov-2020 | 0.16 |
| Roper Technologies | 0.21% | -0.00 | $11,672,471.62 | 11,005,000 | Corporate Securities | Manufacturing | United States | 3.13% | Baa2 | 15-Nov-2022 | 1.82 |
| FWD Securitization Trust 2020-INV1 | 0.21% | -0.02 | $11,543,884.91 | 11,453,030 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.24% | NR | 25-Jan-2050 | 3.95 |
| Cheniere Corpus Christi Holdings | 0.20% | -0.00 | $11,484,059.59 | 9,955,000 | Corporate Securities | Energy | United States | 5.88% | Baa3 | 31-Mar-2025 | 3.62 |
| Federal National Mortgage Assn. | 0.20% | N/A | $11,459,210.71 | 9,432,578 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2049 | 4.07 |
| BX Trust 2018-GW | 0.20% | -0.00 | $11,426,369.50 | 11,837,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.95% | NR | 15-May-2035 | 0.67 |
| Schlumberger Holdings | 0.20% | 0.10 | $11,419,223.17 | 10,390,000 | Corporate Securities | Energy | United States | 3.75% | Baa1 | 01-May-2024 | 3.27 |
| State Board of Administration Finance | 0.20% | N/A | $11,337,046.36 | 11,160,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.26% | Aa3 | 01-Jul-2025 | 4.61 |
| Barings CLO Ltd 2013-I | 0.20% | -0.01 | $11,272,319.23 | 11,348,995 | Asst Backed Securities | Coll Debt Obligation | United States | 1.07% | Aaa | 20-Jan-2028 | 0.25 |
| CNH Industrial Capital | 0.20% | -0.00 | $11,264,785.45 | 10,774,000 | Corporate Securities | Manufacturing | United States | 3.88% | Baa3 | 15-Oct-2021 | 1.00 |
| KKR CLO 13 | 0.20% | -0.02 | $11,215,900.30 | 11,319,525 | Asst Backed Securities | Coll Debt Obligation | United States | 1.07% | Aaa | 16-Jan-2028 | 0.13 |
| Heathrow Funding | 0.20% | N/A | $11,185,030.57 | 10,820,000 | Corporate Securities | Transportation (Excluding Railroads) | United Kingdom | 4.88% | NR | 15-Jul-2021 | 0.77 |
| Verus Securitization Trust 2020-1 | 0.20% | -0.03 | $11,111,425.48 | 10,860,113 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.42% | NR | 25-Jan-2060 | 1.58 |
| Avolon Holdings Funding | 0.20% | 0.00 | $11,092,529.17 | 11,115,000 | Corporate Securities | Financial | Ireland | 3.63% | Baa3 | 01-May-2022 | 1.47 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.20% | -0.00 | $11,074,560.86 | 10,350,000 | Corporate Securities | Banking | Mexico | 4.13% | Baa1 | 09-Nov-2022 | 2.00 |
| Danske Bank | 0.20% | -0.01 | $11,028,869.06 | 10,810,000 | Corporate Securities | Banking | Denmark | 3.00% | Baa3 | 20-Sep-2022 | 0.96 |
| Danske Bank | 0.20% | -0.01 | $11,026,300.62 | 10,885,000 | Corporate Securities | Banking | Denmark | 1.23% | A3 | 22-Jun-2024 | 3.03 |
| NextEra Energy Capital Holdings | 0.20% | -0.01 | $10,954,665.63 | 10,945,000 | Corporate Securities | Utilities | United States | 0.81% | Baa1 | 28-Aug-2021 | 0.08 |
| Sabine Pass Liquefaction | 0.19% | 0.07 | $10,885,188.63 | 9,708,000 | Corporate Securities | Energy | United States | 5.63% | Baa3 | 15-Apr-2023 | 2.13 |
| PayPal Holdings | 0.19% | -0.01 | $10,877,025.14 | 10,600,000 | Corporate Securities | Information Technology | United States | 1.35% | A3 | 01-Jun-2023 | 2.61 |
| Navient Private Education Refi Loan Trust 2019 | 0.19% | -0.01 | $10,808,667.12 | 10,308,154 | Asst Backed Securities | Student Loans | United States | 3.42% | NR | 15-Jan-2043 | 2.38 |
| Credit Suisse AG/New York NY | 0.19% | -0.01 | $10,808,009.47 | 10,525,000 | Corporate Securities | Banking | Switzerland | 2.10% | A1 | 12-Nov-2021 | 1.10 |
| CK Hutchison International 17 II | 0.19% | -0.01 | $10,783,468.12 | 10,400,000 | Corporate Securities | Supermarkets | Hong Kong | 2.75% | A2 | 29-Mar-2023 | 2.41 |
| Aia | 0.19% | -0.01 | $10,758,719.56 | 10,770,000 | Corporate Securities | Insurance | Hong Kong | 0.75% | A2 | 20-Sep-2021 | 0.22 |
| Banque Federative Du Credit Mutuel | 0.19% | -0.01 | $10,752,925.78 | 10,350,000 | Corporate Securities | Banking | France | 2.13% | Aa3 | 21-Nov-2022 | 2.08 |
| Credit Suisse AG/New York NY | 0.19% | N/A | $10,747,381.67 | 10,620,000 | Corporate Securities | Banking | Switzerland | 1.00% | A1 | 05-May-2023 | 2.55 |
| CGDB Commercial Mortgage Trust 2019-MOB | 0.19% | 0.00 | $10,704,741.50 | 10,831,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.80% | NR | 15-Nov-2036 | 0.70 |
| COMM 2014-UBS5 Mortgage Trust | 0.19% | N/A | $10,677,513.68 | 9,680,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.84% | Aaa | 10-Sep-2047 | 3.65 |
| Madison Park Funding XVIII | 0.19% | -0.01 | $10,671,329.85 | 10,775,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.46% | NR | 21-Oct-2030 | 0.25 |
| Citibank NA | 0.19% | -0.01 | $10,634,705.98 | 10,385,000 | Corporate Securities | Banking | United States | 2.84% | Aa3 | 20-May-2022 | 0.63 |
| New York Life Global Funding | 0.19% | -0.01 | $10,573,615.57 | 10,540,000 | Corporate Securities | Insurance | United States | 0.57% | Aaa | 06-Aug-2021 | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.19% | -0.01 | $10,477,566.94 | 10,295,000 | Corporate Securities | Financial | Ireland | 3.95% | Baa3 | 01-Feb-2022 | 1.23 |
| Union Pacific | 0.19% | -0.01 | $10,442,589.83 | 10,145,000 | Corporate Securities | Railroads | United States | 3.20% | Baa1 | 08-Jun-2021 | 0.68 |
| Standard Chartered | 0.19% | 0.07 | $10,426,671.35 | 10,266,000 | Corporate Securities | Banking | United Kingdom | 2.74% | A2 | 10-Sep-2022 | 0.93 |
| Evernorth Health | 0.19% | N/A | $10,414,895.14 | 10,405,000 | Corporate Securities | Healthcare | United States | 1.01% | NR | 30-Nov-2020 | 0.16 |
| Verizon Owner Trust 2018-1 | 0.19% | -0.01 | $10,406,696.23 | 10,190,000 | Asst Backed Securities | Asset Backed Other | United States | 3.20% | NR | 20-Sep-2022 | 0.97 |
| American International | 0.19% | -0.00 | $10,406,612.46 | 9,660,000 | Corporate Securities | Financial | United States | 2.50% | Baa1 | 30-Jun-2025 | 4.40 |
| Bayer US Finance II | 0.19% | -0.01 | $10,391,252.00 | 10,390,000 | Corporate Securities | Diversified Chemicals | Germany | 0.86% | Baa1 | 25-Jun-2021 | 0.25 |
| Fannie Mae Connecticut Avenue Securities | 0.18% | -0.00 | $10,362,815.78 | 10,615,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.00% | NR | 25-Oct-2030 | 0.43 |
| OBX 2020-EXP2 Trust | 0.18% | N/A | $10,286,716.71 | 9,996,666 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-May-2060 | 1.72 |
| Morgan Stanley Capital I Trust 2014-150E | 0.18% | N/A | $10,278,673.24 | 9,590,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.91% | NR | 09-Sep-2032 | 3.67 |
| Valero Energy | 0.18% | 0.06 | $10,247,557.54 | 9,773,000 | Corporate Securities | Gas & Gas Transmission | United States | 2.70% | Baa2 | 15-Apr-2023 | 2.43 |
| Enterprise Products Operating | 0.18% | -0.01 | $10,244,976.51 | 9,820,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.50% | Baa1 | 01-Feb-2022 | 1.31 |
| NXP BV / NXP Funding | 0.18% | 0.01 | $10,226,461.32 | 9,220,000 | Corporate Securities | Information Technology | Netherlands | 4.63% | Baa3 | 01-Jun-2023 | 2.50 |
| COMM 2015-LC23 Mortgage Trust | 0.18% | -0.08 | $10,206,072.35 | 10,115,659 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.22% | Aaa | 10-Oct-2048 | 0.11 |
| JP Morgan Mortgage Trust 2020-LTV1 | 0.18% | -0.05 | $10,205,173.72 | 10,099,978 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Jun-2050 | 2.03 |
| Eastern Creation II Investment Holdings | 0.18% | N/A | $10,196,309.59 | 10,265,000 | Corporate Securities | Railroads | China | 1.00% | A1 | 10-Sep-2023 | 2.89 |
| AmeriCredit Automobile Receivables Trust 2016-3 | 0.18% | -0.01 | $10,152,832.33 | 10,015,000 | Asst Backed Securities | Auto Backed | United States | 2.71% | NR | 08-Sep-2022 | 0.79 |
| NatWest Markets | 0.18% | -0.00 | $10,099,445.75 | 9,705,000 | Corporate Securities | Banking | United Kingdom | 2.38% | Baa2 | 21-May-2023 | 2.54 |
| Fannie Mae Connecticut Avenue Securities | 0.18% | -0.03 | $10,004,759.63 | 10,119,104 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.25% | NR | 25-Nov-2029 | 0.45 |
| Yongda Investment | 0.18% | -0.00 | $9,984,043.43 | 9,689,000 | Corporate Securities | Building & Real Estate | China | 2.25% | Baa2 | 16-Jun-2025 | 4.44 |
| Symphony CLO XVII | 0.18% | -0.01 | $9,980,874.94 | 10,032,332 | Asst Backed Securities | Coll Debt Obligation | United States | 1.16% | Aaa | 15-Apr-2028 | 0.04 |
| Canadian Natural Resources | 0.18% | -0.00 | $9,915,342.22 | 9,710,000 | Corporate Securities | Energy | Canada | 2.05% | Baa2 | 15-Jul-2025 | 4.49 |
| Energy Transfer Operating | 0.17% | 0.07 | $9,783,573.39 | 9,390,000 | Corporate Securities | Oil Field Serv | United States | 4.25% | Baa3 | 15-Mar-2023 | 2.14 |
| WFRBS Commercial Mortgage Trust 2014-C23 | 0.17% | N/A | $9,778,458.52 | 8,820,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.92% | Aaa | 15-Oct-2057 | 3.69 |
| KeyBank NA/Cleveland OH | 0.17% | -0.01 | $9,754,061.56 | 9,585,000 | Corporate Securities | Banking | United States | 1.25% | A3 | 10-Mar-2023 | 2.40 |
| Harley-Davidson Financial Services | 0.17% | -0.01 | $9,753,325.14 | 9,385,000 | Corporate Securities | Automotive | United States | 4.05% | Baa3 | 04-Feb-2022 | 1.31 |
| Port Authority of New York & New Jersey | 0.17% | N/A | $9,751,671.62 | 9,590,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.09% | Aa3 | 01-Jul-2023 | 2.70 |
| Verus Securitization Trust 2019-INV2 | 0.17% | -0.02 | $9,722,338.11 | 9,483,700 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.91% | NR | 25-Jul-2059 | 1.42 |
| Citigroup | 0.17% | -0.01 | $9,695,057.62 | 9,430,000 | Corporate Securities | Banking | United States | 2.31% | A3 | 04-Nov-2022 | 1.07 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.17% | N/A | $9,664,700.88 | 9,660,000 | Asst Backed Securities | Auto Backed | United States | 0.69% | Aa1 | 17-Mar-2025 | 1.99 |
| Bristol-Myers Squibb | 0.17% | N/A | $9,554,567.38 | 9,440,000 | Corporate Securities | Drugs | United States | 2.88% | A2 | 19-Feb-2021 | 0.39 |
| Santander UK | 0.17% | -0.01 | $9,542,666.03 | 9,235,000 | Corporate Securities | Banking | United Kingdom | 2.10% | Aa3 | 13-Jan-2023 | 2.23 |
| SBA Tower Trust | 0.17% | -0.01 | $9,472,215.82 | 9,360,000 | Corporate Securities | Wireless Communications | United States | 3.17% | A2 | 15-Apr-2022 | 0.54 |
| Pernod Ricard | 0.17% | -0.01 | $9,465,834.76 | 8,946,000 | Corporate Securities | Beverages | France | 4.45% | Baa1 | 15-Jan-2022 | 1.26 |
| Brixmor Operating Partnership | 0.17% | -0.00 | $9,414,962.34 | 9,085,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.25% | Baa3 | 15-Sep-2023 | 2.70 |
| DuPont de Nemours | 0.17% | -0.01 | $9,409,386.17 | 9,240,000 | Corporate Securities | Diversified Chemicals | United States | 3.77% | Baa1 | 15-Nov-2020 | 0.12 |
| Freddie Mac Stacr Remic Trust 2020-HQA2 | 0.17% | -0.04 | $9,375,949.53 | 9,383,375 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.25% | Baa1 | 25-Mar-2050 | 0.08 |
| Hasbro | 0.17% | -0.00 | $9,324,826.11 | 8,695,000 | Corporate Securities | Consumer Products | United States | 3.00% | Baa3 | 19-Nov-2024 | 3.81 |
| Deutsche Bank AG/New York NY | 0.17% | -0.01 | $9,287,857.85 | 9,179,000 | Corporate Securities | Banking | Germany | 3.15% | Baa3 | 22-Jan-2021 | 0.31 |
| Goldman Sachs | 0.17% | -0.01 | $9,266,083.87 | 9,220,000 | Corporate Securities | Banking | United States | 1.35% | A3 | 26-Apr-2022 | 0.07 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | 0.16% | N/A | $9,187,599.78 | 8,280,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.93% | Aaa | 15-Sep-2047 | 3.62 |
| Western Union | 0.16% | -0.01 | $9,165,224.44 | 8,632,000 | Corporate Securities | Financial | United States | 2.85% | Baa2 | 10-Jan-2025 | 3.96 |
| BMW US Capital | 0.16% | -0.01 | $9,129,918.36 | 9,105,000 | Corporate Securities | Automotive | Germany | 0.68% | A2 | 12-Apr-2021 | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 | 0.16% | N/A | $9,125,736.02 | 9,125,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.45% | Baa2 | 25-Sep-2050 | 0.08 |
| Becton Dickinson And | 0.16% | -0.00 | $9,075,061.11 | 8,335,000 | Corporate Securities | Healthcare | United States | 3.36% | Ba1 | 06-Jun-2024 | 3.32 |
| Mitsubishi Ufj Financial | 0.16% | -0.01 | $9,028,556.72 | 8,685,000 | Corporate Securities | Banking | Japan | 3.22% | A1 | 07-Mar-2022 | 1.40 |
| Smb Private Education Loan Trust 2016 | 0.16% | -0.01 | $8,981,002.43 | 9,003,505 | Asst Backed Securities | Student Loans | United States | 1.25% | Aaa | 15-Sep-2034 | 0.31 |
| Caterpillar Financial Services | 0.16% | -0.01 | $8,980,260.71 | 8,635,000 | Corporate Securities | Manufacturing | United States | 2.95% | A3 | 26-Feb-2022 | 1.38 |
| Hilton Grand Vacations Trust 2017 | 0.16% | N/A | $8,978,569.55 | 8,791,724 | Asst Backed Securities | Asset Backed Other | United States | 2.66% | NR | 26-Dec-2028 | 1.68 |
| Synchrony Credit Card Master Note Trust | 0.16% | -0.00 | $8,966,813.74 | 8,841,763 | Asst Backed Securities | Credit Card Backed | United States | 2.95% | NR | 15-May-2024 | 0.61 |
| Expedia | 0.16% | N/A | $8,949,912.22 | 8,695,000 | Corporate Securities | Information Technology | United States | 3.60% | Baa3 | 15-Dec-2023 | 2.95 |
| Federal National Mortgage Assn. | 0.16% | N/A | $8,924,098.60 | 8,300,017 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jul-2050 | 3.00 |
| Navient Private Education Refi Loan Trust 2020-F | 0.16% | N/A | $8,918,154.36 | 8,882,080 | Asst Backed Securities | Student Loans | United States | 1.22% | NR | 15-Jul-2069 | 2.66 |
| Cenovus Energy | 0.16% | -0.00 | $8,903,741.60 | 9,143,000 | Corporate Securities | Energy | Canada | 3.00% | Ba2 | 15-Aug-2022 | 1.75 |
| Neuberger Berman CLO XIX | 0.16% | -0.01 | $8,818,530.12 | 8,865,985 | Asst Backed Securities | Coll Debt Obligation | United States | 1.08% | Aaa | 15-Jul-2027 | 0.13 |
| Federal National Mortgage Assn. | 0.15% | N/A | $8,660,595.48 | 8,101,310 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2050 | 3.05 |
| Comcast | 0.15% | -0.00 | $8,636,771.04 | 7,705,000 | Corporate Securities | Cable Operators | United States | 3.70% | A3 | 15-Apr-2024 | 3.23 |
| OBX 2020-EXP3 Trust | 0.15% | N/A | $8,633,062.40 | 8,370,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-Jan-2060 | 2.82 |
| POSCO | 0.15% | -0.00 | $8,622,188.70 | 8,335,000 | Corporate Securities | Metals & Mining | South Korea | 2.38% | Baa1 | 12-Nov-2022 | 2.05 |
| Simon Property | 0.15% | -0.00 | $8,570,554.21 | 7,815,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.38% | A2 | 01-Oct-2024 | 3.58 |
| Bank of Montreal | 0.15% | -0.01 | $8,534,295.10 | 8,510,000 | Corporate Securities | Banking | Canada | 0.73% | Aa2 | 13-Apr-2021 | 0.04 |
| Daimler Finance North America | 0.15% | -0.00 | $8,514,613.45 | 8,125,000 | Corporate Securities | Automotive | United States | 3.75% | A3 | 05-Nov-2021 | 1.07 |
| Fannie Mae REMICS | 0.15% | -0.05 | $8,506,117.53 | 8,285,187 | Mortgage Backed Securities | Agency Bkd CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.49 |
| Truist Bank | 0.15% | -0.00 | $8,497,503.20 | 8,110,000 | Corporate Securities | Banking | United States | 2.80% | A2 | 17-May-2022 | 1.51 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.15% | -0.00 | $8,461,854.24 | 8,520,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.58% | A3 | 15-May-2036 | 0.72 |
| Otis Worldwide | 0.15% | N/A | $8,461,066.40 | 7,965,000 | Corporate Securities | Manufacturing | United States | 2.06% | Baa2 | 05-Apr-2025 | 4.22 |
| AbbVie | 0.15% | -0.00 | $8,434,724.05 | 8,275,000 | Corporate Securities | Drugs | United States | 2.30% | Baa2 | 14-May-2021 | 0.61 |
| OZLM VIII | 0.15% | -0.00 | $8,421,122.03 | 8,500,638 | Asst Backed Securities | Coll Debt Obligation | United States | 1.44% | Aaa | 17-Oct-2029 | 0.19 |
| Charles Schwab | 0.15% | -0.01 | $8,421,041.90 | 8,405,000 | Corporate Securities | Investment Dealers | United States | 0.57% | A2 | 21-May-2021 | 0.15 |
| Daimler Trucks Retail Trust 2020-1 | 0.15% | -0.00 | $8,415,271.21 | 8,360,000 | Asst Backed Securities | Asset Backed Other | United States | 1.37% | Aaa | 15-Jun-2027 | 2.51 |
| General Motors | 0.15% | -0.00 | $8,384,950.37 | 7,465,000 | Corporate Securities | Automotive | United States | 5.40% | Baa3 | 02-Oct-2023 | 2.75 |
| GMF Floorplan Owner Revolving Trust | 0.15% | -0.01 | $8,384,686.26 | 8,315,000 | Asst Backed Securities | Auto Backed | United States | 3.44% | Aa2 | 15-Mar-2023 | 0.45 |
| Morgan Stanley | 0.15% | -0.00 | $8,375,329.84 | 8,005,000 | Corporate Securities | Banking | United States | 2.75% | A3 | 19-May-2022 | 1.59 |
| Volkswagen Group of America Finance | 0.15% | -0.00 | $8,342,883.93 | 8,190,000 | Corporate Securities | Automotive | Germany | 3.88% | A3 | 13-Nov-2020 | 0.12 |
| Goldman Sachs | 0.15% | N/A | $8,325,639.31 | 7,425,000 | Corporate Securities | Banking | United States | 3.50% | A3 | 01-Apr-2025 | 4.14 |
| Cayuga Park CLO | 0.15% | N/A | $8,324,022.57 | 8,290,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.83% | NR | 17-Jul-2031 | 0.48 |
| CVS Health | 0.15% | -0.21 | $8,300,008.50 | 7,744,000 | Corporate Securities | Retail | United States | 3.70% | Baa2 | 09-Mar-2023 | 2.28 |
| Harley-Davidson Financial Services | 0.15% | -0.00 | $8,280,842.63 | 8,295,000 | Corporate Securities | Automotive | United States | 1.18% | Baa3 | 02-Mar-2021 | 0.17 |
| WFRBS Commercial Mortgage Trust 2014-LC14 | 0.15% | N/A | $8,247,104.52 | 7,525,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.05% | Aaa | 15-Mar-2047 | 3.07 |
| Natwest | 0.15% | -0.01 | $8,231,031.58 | 7,650,000 | Corporate Securities | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 2.80 |
| Wells Fargo Bank NA | 0.15% | -0.01 | $8,185,598.40 | 8,065,000 | Corporate Securities | Banking | United States | 2.08% | Aa2 | 09-Sep-2022 | 0.93 |
| Keurig Dr Pepper | 0.15% | -0.00 | $8,165,642.07 | 7,905,000 | Corporate Securities | Beverages | United States | 3.55% | Baa2 | 25-May-2021 | 0.64 |
| Danske Bank | 0.14% | -0.01 | $8,122,948.76 | 7,665,000 | Corporate Securities | Banking | Denmark | 5.00% | Baa3 | 12-Jan-2022 | 1.24 |
| Santander Drive Auto Receivables Trust 2019-3 | 0.14% | -0.01 | $8,110,325.25 | 8,005,000 | Asst Backed Securities | Auto Backed | United States | 2.28% | Aaa | 15-Sep-2023 | 0.73 |
| Nissan Motor | 0.14% | N/A | $8,090,771.30 | 7,975,000 | Corporate Securities | Automotive | Japan | 3.04% | Baa3 | 15-Sep-2023 | 2.81 |
| Hyundai Capital America | 0.14% | -0.00 | $8,085,408.75 | 7,780,000 | Corporate Securities | Automotive | United States | 3.00% | Baa1 | 20-Jun-2022 | 1.67 |
| HPHT Finance 17 | 0.14% | -0.01 | $8,073,604.98 | 7,884,000 | Corporate Securities | Transportation | Hong Kong | 2.75% | Baa1 | 11-Sep-2022 | 1.89 |
| Austin Fairmont Hotel Trust 2019-FAIR | 0.14% | -0.00 | $8,020,298.63 | 8,355,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.20% | NR | 15-Sep-2032 | 0.23 |
| Equifax | 0.14% | -0.00 | $7,975,206.09 | 7,825,000 | Corporate Securities | Information Technology | United States | 2.30% | Baa2 | 01-Jun-2021 | 0.66 |
| Fannie Mae Connecticut Avenue Securities | 0.14% | -0.07 | $7,962,895.45 | 8,123,832 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.00% | NR | 25-Oct-2030 | 0.35 |
| Oracle | 0.14% | -0.00 | $7,951,755.76 | 7,345,000 | Corporate Securities | Computer Service & Software | United States | 2.50% | A3 | 01-Apr-2025 | 4.22 |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY | 0.14% | -0.00 | $7,950,113.39 | 8,180,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.00% | NR | 15-Sep-2034 | 0.69 |
| Navient Private Education Refi Loan Trust 2020-D | 0.14% | -0.02 | $7,927,137.06 | 7,821,950 | Asst Backed Securities | Student Loans | United States | 1.69% | NR | 15-May-2069 | 3.80 |
| Sempra Energy | 0.14% | -0.01 | $7,924,073.21 | 7,910,000 | Corporate Securities | Utilities | United States | 0.78% | Baa2 | 15-Jan-2021 | 0.02 |
| Swedbank | 0.14% | -0.00 | $7,884,210.69 | 7,720,000 | Corporate Securities | Banking | Sweden | 1.30% | Aa3 | 02-Jun-2023 | 2.61 |
| General Mills | 0.14% | -0.01 | $7,878,751.03 | 7,865,000 | Corporate Securities | Food Processing | United States | 0.81% | Baa2 | 16-Apr-2021 | 0.04 |
| OBX 2019-EXP3 Trust | 0.14% | -0.02 | $7,872,223.76 | 7,866,422 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.05% | NR | 25-Oct-2059 | 0.10 |
| Golub Capital Partners CLO 39B | 0.14% | -0.00 | $7,837,516.31 | 7,835,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.42% | Aaa | 20-Oct-2028 | 0.25 |
| Galton Funding Mortgage Trust 2019-H1 | 0.14% | 0.00 | $7,817,103.04 | 7,916,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.34% | NR | 25-Oct-2059 | 3.00 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.14% | -0.02 | $7,810,659.97 | 7,729,616 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jan-2058 | 2.10 |
| Simon Property | 0.14% | -0.00 | $7,806,027.31 | 7,550,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 2.63% | A2 | 15-Jun-2022 | 1.43 |
| Charles Schwab | 0.14% | -0.01 | $7,778,737.82 | 6,770,000 | Corporate Securities | Investment Dealers | United States | 4.20% | A2 | 24-Mar-2025 | 4.08 |
| Avis Budget Rental Car Funding AESOP | 0.14% | 0.00 | $7,778,692.82 | 7,360,000 | Asst Backed Securities | Auto Backed | United States | 3.35% | Aa2 | 22-Sep-2025 | 3.54 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.14% | -0.00 | $7,767,281.81 | 7,510,000 | Corporate Securities | Financial | Ireland | 4.45% | Baa3 | 16-Dec-2021 | 1.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.14% | -0.00 | $7,735,665.80 | 7,505,000 | Corporate Securities | Financial | Ireland | 4.50% | Baa3 | 15-Sep-2023 | 2.70 |
| PNM Resources | 0.14% | -0.01 | $7,714,991.97 | 7,620,000 | Corporate Securities | Utilities | United States | 3.25% | Baa3 | 09-Mar-2021 | 0.43 |
| Bristol-Myers Squibb | 0.14% | N/A | $7,693,655.41 | 7,060,000 | Corporate Securities | Drugs | United States | 2.90% | A2 | 26-Jul-2024 | 3.56 |
| Enterprise Products Operating | 0.14% | -0.01 | $7,688,769.33 | 7,590,000 | Corporate Securities | Gas & Gas Transmission | United States | 2.80% | Baa1 | 15-Feb-2021 | 0.37 |
| Microchip Technology | 0.14% | -0.00 | $7,666,364.76 | 7,395,000 | Corporate Securities | Information Technology | United States | 2.67% | Baa3 | 01-Sep-2023 | 2.80 |
| Standard Chartered | 0.14% | -0.00 | $7,649,969.95 | 7,600,000 | Corporate Securities | Banking | United Kingdom | 1.42% | A2 | 20-Jan-2023 | 0.05 |
| SBA Tower Trust | 0.14% | -0.00 | $7,624,278.30 | 7,240,000 | Corporate Securities | Wireless Communications | United States | 2.84% | A2 | 15-Jan-2025 | 4.02 |
| Hardee s Funding | 0.14% | -0.01 | $7,600,519.84 | 7,553,579 | Asst Backed Securities | Asset Backed Other | United States | 4.25% | NR | 20-Jun-2048 | 1.88 |
| Verizon Owner Trust 2017-3 | 0.14% | -0.00 | $7,576,695.20 | 7,520,000 | Asst Backed Securities | Asset Backed Other | United States | 2.53% | NR | 20-Apr-2022 | 0.55 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 | 0.13% | N/A | $7,570,944.37 | 7,550,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.65% | NR | 25-Aug-2050 | -0.00 |
| CNAC HK Finbridge | 0.13% | N/A | $7,545,497.61 | 7,100,000 | Corporate Securities | Chemicals | China | 4.63% | NR | 14-Mar-2023 | 2.32 |
| Fontainebleau Miami Beach Trust 2019-FBLU | 0.13% | 0.00 | $7,500,348.44 | 7,590,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.75% | A3 | 10-Dec-2036 | 3.89 |
| STACR Trust 2018-DNA2 | 0.13% | -0.01 | $7,471,248.04 | 7,535,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.10% | NR | 25-Dec-2030 | 0.07 |
| OCP CLO 2015-10 | 0.13% | -0.02 | $7,436,953.43 | 7,468,365 | Asst Backed Securities | Coll Debt Obligation | United States | 1.06% | Aaa | 26-Oct-2027 | 0.07 |
| Santander Retail Auto Lease Trust 2018 | 0.13% | -0.01 | $7,358,273.83 | 7,295,000 | Asst Backed Securities | Auto Backed | United States | 3.49% | Aa1 | 20-May-2022 | 0.23 |
| CIFC Funding 2015-V | 0.13% | -0.01 | $7,348,058.15 | 7,398,168 | Asst Backed Securities | Coll Debt Obligation | United States | 1.10% | Aaa | 25-Oct-2027 | 0.07 |
| GM Financial Automobile Leasing Trust 2019-1 | 0.13% | -0.00 | $7,342,170.28 | 7,185,000 | Asst Backed Securities | Auto Backed | United States | 3.56% | A2 | 20-Dec-2022 | 0.87 |
| PNC Bank NA | 0.13% | -0.01 | $7,335,951.14 | 7,050,000 | Corporate Securities | Banking | United States | 2.45% | A2 | 28-Jul-2022 | 1.71 |
| Aker BP | 0.13% | -0.00 | $7,329,358.42 | 7,265,000 | Corporate Securities | Petroleum | Norway | 3.00% | Ba1 | 15-Jan-2025 | 3.95 |
| BMW US Capital | 0.13% | -0.00 | $7,321,367.57 | 7,305,000 | Corporate Securities | Automotive | Germany | 0.75% | A2 | 13-Aug-2021 | 0.12 |
| Moody s | 0.13% | -0.01 | $7,304,681.50 | 6,475,000 | Corporate Securities | Printing & Publishing | United States | 3.75% | NR | 24-Mar-2025 | 4.11 |
| Sierra Timeshare 2019-2 Receivables Funding | 0.13% | -0.02 | $7,266,544.63 | 7,067,944 | Asst Backed Securities | Asset Backed Other | United States | 2.59% | NR | 20-May-2036 | 2.69 |
| FirstEnergy | 0.13% | -0.01 | $7,211,640.47 | 6,995,000 | Corporate Securities | Utilities | United States | 2.85% | Baa3 | 15-Jul-2022 | 1.59 |
| Sequoia Mortgage Trust 2018-CH2 | 0.13% | -0.02 | $7,167,348.85 | 6,945,801 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Jun-2048 | 3.09 |
| American Campus Communities Operating Partnership | 0.13% | -0.00 | $7,147,795.34 | 6,705,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.75% | Baa2 | 15-Apr-2023 | 2.19 |
| Eni | 0.13% | 0.06 | $7,138,414.70 | 6,575,000 | Corporate Securities | Exploration & Production | Italy | 4.00% | Baa1 | 12-Sep-2023 | 2.80 |
| BAT International Finance | 0.13% | N/A | $7,138,196.89 | 7,140,000 | Corporate Securities | Food/Tobacco | United Kingdom | 1.67% | Baa2 | 25-Mar-2026 | 5.21 |
| SLM Student Loan Trust 2007-7 | 0.13% | -0.01 | $7,136,612.22 | 7,487,872 | Asst Backed Securities | Student Loans | United States | 0.57% | Ba1 | 25-Jan-2022 | 0.01 |
| Mitsubishi Ufj Financial | 0.13% | -0.00 | $7,121,382.96 | 7,060,000 | Corporate Securities | Banking | Japan | 1.18% | A1 | 22-Feb-2022 | 0.15 |
| Ubs | 0.13% | -0.00 | $7,100,007.90 | 7,020,000 | Corporate Securities | Banking | Switzerland | 1.48% | A3 | 23-May-2023 | 0.23 |
| Barclays Bank | 0.13% | -0.01 | $7,084,016.26 | 7,025,000 | Corporate Securities | Banking | United Kingdom | 2.65% | A1 | 11-Jan-2021 | 0.28 |
| Deutsche Bank AG/New York NY | 0.13% | -0.00 | $7,072,292.49 | 7,055,000 | Corporate Securities | Banking | Germany | 1.54% | Baa3 | 04-Feb-2021 | 0.09 |
| Amphenol | 0.13% | -0.00 | $7,061,214.01 | 6,720,000 | Corporate Securities | Information Technology | United States | 2.05% | Baa1 | 01-Mar-2025 | 4.18 |
| COMM 2014-CCRE15 Mortgage Trust | 0.13% | -0.00 | $7,025,123.27 | 6,420,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.69% | Aa3 | 10-Feb-2047 | 3.04 |
| OBX 2020-EXP1 Trust | 0.13% | -0.02 | $7,024,639.99 | 6,803,029 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 25-Feb-2060 | 2.75 |
| Neuberger Berman Loan Advisers CLO 38 | 0.12% | N/A | $6,990,000.00 | 6,990,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.55% | NR | 20-Oct-2032 | 4.06 |
| Bayview Opportunity Master Fund IVa Trust 2017-SPL5 | 0.12% | -0.01 | $6,972,261.62 | 6,743,596 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jun-2057 | 1.92 |
| Baidu | 0.12% | -0.00 | $6,918,674.37 | 6,676,000 | Corporate Securities | Information Technology | China | 2.88% | A3 | 06-Jul-2022 | 1.71 |
| Occidental Petroleum | 0.12% | -0.00 | $6,882,014.46 | 6,980,000 | Corporate Securities | Energy | United States | 2.60% | Ba2 | 13-Aug-2021 | 0.84 |
| SBA Tower Trust | 0.12% | -0.00 | $6,872,164.19 | 6,515,000 | Corporate Securities | Wireless Communications | United States | 3.45% | A2 | 15-Mar-2023 | 2.34 |
| Avnet | 0.12% | -0.00 | $6,860,351.66 | 6,614,000 | Corporate Securities | Information Technology | United States | 3.75% | Baa3 | 01-Dec-2021 | 1.06 |
| Cardinal Health | 0.12% | -0.00 | $6,843,047.55 | 6,185,000 | Corporate Securities | Drugs | United States | 3.50% | Baa2 | 15-Nov-2024 | 3.64 |
| Diamondback Energy | 0.12% | -0.00 | $6,823,346.64 | 6,245,000 | Corporate Securities | Energy | United States | 4.75% | Ba1 | 31-May-2025 | 4.09 |
| New Residential Mortgage Loan Trust 2019-NQM3 | 0.12% | -0.02 | $6,819,192.99 | 6,680,941 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.80% | NR | 25-Jul-2049 | 0.67 |
| Hasbro | 0.12% | -0.00 | $6,766,919.18 | 6,475,000 | Corporate Securities | Consumer Products | United States | 2.60% | Baa3 | 19-Nov-2022 | 2.06 |
| Federal National Mortgage Assn. | 0.12% | N/A | $6,757,143.40 | 6,418,071 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Sep-2028 | 2.10 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.07 | $6,723,726.21 | 6,840,930 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.00% | NR | 25-Jul-2030 | 0.34 |
| Bank of America | 0.12% | -0.00 | $6,715,501.17 | 6,690,000 | Corporate Securities | Banking | United States | 0.88% | A2 | 25-Jun-2022 | 0.25 |
| Booking Holdings | 0.12% | -0.00 | $6,710,108.66 | 5,860,000 | Corporate Securities | Retail | United States | 4.10% | A3 | 13-Apr-2025 | 4.06 |
| Republic Services | 0.12% | -0.00 | $6,703,360.62 | 6,285,000 | Corporate Securities | Services | United States | 2.50% | Baa2 | 15-Aug-2024 | 3.63 |
| Rolls-Royce | 0.12% | N/A | $6,702,663.41 | 6,630,000 | Corporate Securities | Aerospace & Defense | United Kingdom | 2.38% | Ba3 | 14-Oct-2020 | 0.04 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.12% | -0.02 | $6,701,131.28 | 6,513,516 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.99% | NR | 25-Nov-2048 | 1.40 |
| Honeywell International | 0.12% | -0.00 | $6,684,273.33 | 6,450,000 | Corporate Securities | Manufacturing | United States | 1.35% | A2 | 01-Jun-2025 | 4.46 |
| Neuberger Berman CLO XVI-S | 0.12% | -0.01 | $6,682,492.64 | 6,708,091 | Asst Backed Securities | Coll Debt Obligation | United States | 1.13% | Aaa | 15-Jan-2028 | 0.25 |
| SLM Student Loan Trust 2010-1 | 0.12% | -0.00 | $6,663,784.51 | 6,976,532 | Asst Backed Securities | Student Loans | United States | 0.55% | Baa3 | 25-Mar-2025 | 0.04 |
| Federal National Mortgage Assn. | 0.12% | N/A | $6,652,441.03 | 6,184,012 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2047 | 2.58 |
| Avolon Holdings Funding | 0.12% | 0.00 | $6,596,064.06 | 7,180,000 | Corporate Securities | Financial | Ireland | 2.88% | Baa3 | 15-Feb-2025 | 4.01 |
| Marsh & McLennan | 0.12% | -0.01 | $6,593,966.76 | 5,950,000 | Corporate Securities | Insurance | United States | 3.88% | Baa1 | 15-Mar-2024 | 3.20 |
| WFRBS Commercial Mortgage Trust 2012-C6 | 0.12% | -0.00 | $6,585,961.38 | 6,351,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.70% | Aaa | 15-Apr-2045 | 1.39 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.12% | -0.00 | $6,573,315.26 | 6,330,000 | Corporate Securities | Transportation | United States | 3.38% | Baa2 | 01-Feb-2022 | 1.15 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.12% | -0.02 | $6,536,240.46 | 6,409,441 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.45% | NR | 25-Jan-2059 | 0.53 |
| Verizon Communications | 0.12% | -0.01 | $6,514,829.49 | 5,735,000 | Corporate Securities | Telephones | United States | 5.15% | Baa1 | 15-Sep-2023 | 2.78 |
| International Business Machines | 0.12% | -0.00 | $6,508,468.30 | 6,190,000 | Corporate Securities | Computer Service & Software | United States | 2.85% | A2 | 13-May-2022 | 1.57 |
| Bank of America | 0.12% | -0.00 | $6,478,001.41 | 6,470,000 | Corporate Securities | Banking | United States | 0.64% | A2 | 23-Jan-2022 | 0.06 |
| Marsh & McLennan | 0.11% | -0.00 | $6,440,819.13 | 6,340,000 | Corporate Securities | Insurance | United States | 3.50% | Baa1 | 29-Dec-2020 | 0.24 |
| Navient Private Education Refi Loan Trust 2020 | 0.11% | -0.00 | $6,435,145.65 | 6,155,000 | Asst Backed Securities | Student Loans | United States | 2.46% | NR | 15-Nov-2068 | 4.51 |
| Morgan Stanley Capital I Trust 2019-MEAD | 0.11% | -0.01 | $6,423,464.22 | 7,880,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.28% | Baa2 | 10-Nov-2036 | 3.82 |
| Angel Oak Mortgage Trust 2020-6 | 0.11% | N/A | $6,400,107.13 | 6,394,037 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.26% | NR | 25-May-2065 | 1.86 |
| Royalty Pharma | 0.11% | N/A | $6,395,628.58 | 6,420,000 | Corporate Securities | Healthcare | United States | 0.75% | Baa3 | 02-Sep-2023 | 2.88 |
| Wells Fargo | 0.11% | -0.00 | $6,349,290.68 | 6,200,000 | Corporate Securities | Banking | United States | 1.65% | A2 | 02-Jun-2024 | 2.60 |
| Drive Auto Receivables Trust 2020-1 | 0.11% | -0.00 | $6,250,885.65 | 6,095,000 | Asst Backed Securities | Auto Backed | United States | 2.36% | A1 | 16-Mar-2026 | 2.04 |
| Park Aerospace Holdings | 0.11% | 0.00 | $6,249,322.01 | 6,200,000 | Corporate Securities | Financial | Ireland | 5.25% | Baa3 | 15-Aug-2022 | 1.71 |
| Suncor Energy | 0.11% | N/A | $6,230,817.39 | 5,895,000 | Corporate Securities | Petroleum | Canada | 2.80% | Baa1 | 15-May-2023 | 2.51 |
| Wells Fargo | 0.11% | -0.00 | $6,218,706.88 | 5,935,000 | Corporate Securities | Banking | United States | 2.19% | A2 | 30-Apr-2026 | 4.33 |
| Mplx | 0.11% | -0.00 | $6,184,592.14 | 6,195,000 | Corporate Securities | Energy | United States | 1.34% | Baa2 | 09-Sep-2022 | 0.19 |
| Santander Retail Auto Lease Trust 2019 | 0.11% | -0.00 | $6,173,687.34 | 6,050,000 | Asst Backed Securities | Auto Backed | United States | 2.77% | Aaa | 20-Jun-2022 | 0.82 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.11% | -0.00 | $6,162,407.38 | 6,220,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.75% | Baa3 | 15-May-2036 | 0.71 |
| American International | 0.11% | -0.00 | $6,126,511.44 | 5,637,000 | Corporate Securities | Financial | United States | 4.88% | Baa1 | 01-Jun-2022 | 1.60 |
| GMF Floorplan Owner Revolving Trust | 0.11% | -0.00 | $6,119,792.00 | 5,910,000 | Asst Backed Securities | Auto Backed | United States | 2.70% | Aaa | 15-Apr-2024 | 1.51 |
| Vodafone | 0.11% | -0.00 | $6,109,018.98 | 5,560,000 | Corporate Securities | Wireless Communications | United Kingdom | 3.75% | Baa2 | 16-Jan-2024 | 3.10 |
| General Motors Financial | 0.11% | -0.00 | $6,093,291.14 | 6,085,000 | Corporate Securities | Financial | United States | 1.12% | Baa3 | 09-Apr-2021 | 0.02 |
| CNAC HK Finbridge | 0.11% | -0.01 | $6,089,173.01 | 6,005,000 | Corporate Securities | Chemicals | China | 4.13% | NR | 14-Mar-2021 | 0.45 |
| Ing Groep | 0.11% | -0.00 | $6,088,961.30 | 6,030,000 | Corporate Securities | Banking | Netherlands | 1.37% | Baa1 | 29-Mar-2022 | 0.25 |
| Smb Private Education Loan Trust 2016 | 0.11% | -0.01 | $6,078,104.47 | 5,932,288 | Asst Backed Securities | Student Loans | United States | 2.43% | Aaa | 17-Feb-2032 | 2.81 |
| Northrop Grumman | 0.11% | -0.00 | $6,070,917.36 | 5,765,000 | Corporate Securities | Aerospace & Defense | United States | 2.55% | Baa2 | 15-Oct-2022 | 1.90 |
| Baidu | 0.11% | -0.00 | $6,059,156.93 | 5,706,000 | Corporate Securities | Information Technology | China | 3.50% | A3 | 28-Nov-2022 | 2.07 |
| Towd Point Mortgage Trust 2017-3 | 0.11% | -0.01 | $6,058,095.87 | 5,869,939 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Jul-2057 | 1.99 |
| Global Payments | 0.11% | -0.00 | $6,032,667.06 | 5,665,000 | Corporate Securities | Services | United States | 2.65% | Baa3 | 15-Feb-2025 | 4.08 |
| Planet Fitness Master Issuer | 0.11% | -0.00 | $5,992,418.71 | 5,973,100 | Asst Backed Securities | Asset Backed Other | United States | 4.26% | NR | 05-Sep-2048 | 1.84 |
| General Motors | 0.11% | -0.00 | $5,989,908.02 | 5,380,000 | Corporate Securities | Automotive | United States | 4.88% | Baa3 | 02-Oct-2023 | 2.75 |
| SLIde 2018-FUN | 0.11% | -0.00 | $5,989,006.89 | 6,614,692 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.00% | NR | 15-Jun-2031 | 0.53 |
| Air Lease | 0.11% | -0.00 | $5,970,954.36 | 5,935,000 | Corporate Securities | Financial | United States | 2.25% | NR | 15-Jan-2023 | 2.21 |
| Capital One Financial | 0.11% | -0.00 | $5,937,492.38 | 5,589,000 | Corporate Securities | Banking | United States | 3.20% | Baa1 | 30-Jan-2023 | 2.17 |
| Honeywell International | 0.11% | -0.00 | $5,910,126.33 | 5,535,000 | Corporate Securities | Manufacturing | United States | 2.30% | A2 | 15-Aug-2024 | 3.65 |
| Santander UK Group Holdings | 0.11% | -0.00 | $5,902,665.66 | 5,820,000 | Corporate Securities | Banking | United Kingdom | 2.88% | Baa1 | 16-Oct-2020 | 0.04 |
| Cigna | 0.11% | -0.01 | $5,900,723.49 | 5,420,000 | Corporate Securities | Insurance | United States | 3.75% | Baa2 | 15-Jul-2023 | 2.58 |
| COLT 2019-3 Mortgage Loan Trust | 0.10% | -0.03 | $5,888,317.33 | 5,809,102 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.76% | NR | 25-Aug-2049 | 1.52 |
| Western Union | 0.10% | 0.01 | $5,848,444.90 | 5,630,000 | Corporate Securities | Financial | United States | 3.60% | Baa2 | 15-Mar-2022 | 1.35 |
| AES | 0.10% | -0.00 | $5,840,581.29 | 5,425,000 | Corporate Securities | Utilities | United States | 3.30% | Baa3 | 15-Jul-2025 | 4.35 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.10% | -0.00 | $5,826,712.18 | 5,835,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.03% | NR | 15-Sep-2034 | 0.73 |
| Axiata SPV2 | 0.10% | -0.00 | $5,801,845.04 | 5,710,000 | Corporate Securities | Other Telecommunications | Malaysia | 3.47% | Baa2 | 19-Nov-2020 | 0.13 |
| Panasonic | 0.10% | -0.00 | $5,755,086.86 | 5,560,000 | Corporate Securities | Manufacturing | Japan | 2.54% | Baa1 | 19-Jul-2022 | 1.68 |
| Valero Energy | 0.10% | N/A | $5,740,749.61 | 5,750,000 | Corporate Securities | Gas & Gas Transmission | United States | 1.20% | Baa2 | 15-Mar-2024 | 3.37 |
| McDonald s | 0.10% | -0.00 | $5,731,386.96 | 5,285,000 | Corporate Securities | Restaurants | United States | 3.35% | Baa1 | 01-Apr-2023 | 2.34 |
| Bank of America | 0.10% | -0.00 | $5,723,982.85 | 5,545,000 | Corporate Securities | Banking | United States | 2.50% | A2 | 21-Oct-2022 | 1.03 |
| Angel Oak Mortgage Trust 2020-3 | 0.10% | -0.01 | $5,714,544.22 | 5,673,506 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.69% | NR | 25-Apr-2065 | 2.81 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.10% | -0.00 | $5,692,397.10 | 5,724,760 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.27% | NR | 15-Dec-2036 | 0.72 |
| Bayer US Finance II | 0.10% | -0.00 | $5,678,990.27 | 5,520,000 | Corporate Securities | Diversified Chemicals | Germany | 3.50% | Baa1 | 25-Jun-2021 | 0.64 |
| Verus Securitization Trust 2019-1 | 0.10% | -0.02 | $5,676,176.14 | 5,582,509 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.84% | NR | 25-Feb-2059 | 0.45 |
| Trinity Acquisition | 0.10% | -0.00 | $5,668,099.93 | 5,535,000 | Corporate Securities | Insurance | United States | 3.50% | Baa3 | 15-Sep-2021 | 0.86 |
| General Dynamics | 0.10% | -0.00 | $5,664,701.68 | 5,425,000 | Corporate Securities | Aerospace & Defense | United States | 2.25% | A2 | 15-Nov-2022 | 1.84 |
| Wells Fargo | 0.10% | -0.00 | $5,616,701.86 | 5,370,000 | Corporate Securities | Banking | United States | 3.50% | A2 | 08-Mar-2022 | 1.40 |
| Bayer US Finance II | 0.10% | N/A | $5,602,729.91 | 5,080,000 | Corporate Securities | Diversified Chemicals | Germany | 3.88% | Baa1 | 15-Dec-2023 | 2.94 |
| Cigna | 0.10% | -0.00 | $5,595,097.17 | 5,600,000 | Corporate Securities | Insurance | United States | 0.90% | Baa2 | 17-Sep-2021 | 0.04 |
| CVS Health | 0.10% | -0.00 | $5,577,008.36 | 5,494,000 | Corporate Securities | Retail | United States | 3.35% | Baa2 | 09-Mar-2021 | 0.43 |
| Credit Agricole SA/London | 0.10% | -0.00 | $5,572,603.63 | 5,525,000 | Corporate Securities | Banking | France | 1.28% | Baa1 | 24-Apr-2023 | 0.07 |
| Elara Hgv Timeshare Issuer 2019 | 0.10% | -0.01 | $5,570,904.23 | 5,446,714 | Asst Backed Securities | Asset Backed Other | United States | 2.61% | NR | 25-Jan-2034 | 2.88 |
| Cardinal Health | 0.10% | -0.00 | $5,563,999.17 | 5,250,000 | Corporate Securities | Drugs | United States | 3.20% | Baa2 | 15-Mar-2023 | 2.37 |
| World Omni Auto Receivables Trust 2019 | 0.10% | -0.00 | $5,556,407.02 | 5,370,000 | Asst Backed Securities | Auto Backed | United States | 2.40% | NR | 15-Jun-2026 | 2.78 |
| Hyundai Auto Receivables Trust 2019 | 0.10% | -0.00 | $5,543,952.83 | 5,280,000 | Asst Backed Securities | Auto Backed | United States | 2.94% | NR | 15-May-2025 | 2.35 |
| Cigna | 0.10% | N/A | $5,538,917.81 | 5,195,000 | Corporate Securities | Insurance | United States | 3.00% | Baa2 | 15-Jul-2023 | 2.53 |
| Cardinal Health | 0.10% | -0.00 | $5,536,284.57 | 5,115,000 | Corporate Securities | Drugs | United States | 3.08% | Baa2 | 15-Jun-2024 | 3.37 |
| Navient Private Education Refi Loan Trust 2020-G | 0.10% | N/A | $5,521,489.32 | 5,510,000 | Asst Backed Securities | Student Loans | United States | 1.17% | NR | 16-Sep-2069 | 2.55 |
| Navistar Financial dealer Note Master Trust | 0.10% | N/A | $5,507,755.95 | 5,475,000 | Asst Backed Securities | Auto Backed | United States | 1.10% | Aaa | 25-Jul-2025 | 0.09 |
| Hyundai Capital America | 0.10% | -0.00 | $5,487,181.72 | 5,395,000 | Corporate Securities | Automotive | United States | 2.45% | Baa1 | 15-Jun-2021 | 0.70 |
| AIG Global Funding | 0.10% | -0.00 | $5,485,515.55 | 5,320,000 | Corporate Securities | Insurance | United States | 3.35% | A2 | 25-Jun-2021 | 0.72 |
| Angel Oak Mortgage Trust I LLC 2019-4 | 0.10% | N/A | $5,479,288.94 | 5,408,105 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.30% | NR | 26-Jul-2049 | 0.77 |
| STACR Trust 2018-DNA3 | 0.10% | -0.00 | $5,470,682.32 | 5,505,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.05% | NR | 25-Sep-2048 | 0.07 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.10% | -0.00 | $5,463,053.77 | 5,514,952 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.40% | NR | 15-Dec-2036 | 0.71 |
| Ford Credit Auto Owner Trust 2019-REV1 | 0.10% | -0.00 | $5,456,846.39 | 5,000,000 | Asst Backed Securities | Auto Backed | United States | 3.82% | Aa1 | 15-Jul-2030 | 3.10 |
| Imperial Brands Finance | 0.10% | N/A | $5,410,144.12 | 5,160,000 | Corporate Securities | Food/Tobacco | United Kingdom | 3.50% | Baa3 | 11-Feb-2023 | 2.06 |
| Bristol-Myers Squibb | 0.10% | N/A | $5,409,511.57 | 5,120,000 | Corporate Securities | Drugs | United States | 2.75% | A2 | 15-Feb-2023 | 2.23 |
| Citizens Bank NA/Providence RI | 0.10% | -0.00 | $5,396,667.98 | 5,175,000 | Corporate Securities | Banking | United States | 2.65% | Baa1 | 26-May-2022 | 1.53 |
| Santander Retail Auto Lease Trust 2020 | 0.10% | 0.00 | $5,391,133.97 | 5,280,000 | Asst Backed Securities | Auto Backed | United States | 2.52% | NR | 20-Nov-2024 | 2.53 |
| Federal National Mortgage Assn. | 0.10% | N/A | $5,390,804.34 | 5,015,034 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2050 | 3.22 |
| POSCO | 0.10% | -0.00 | $5,363,803.99 | 5,205,000 | Corporate Securities | Metals & Mining | South Korea | 2.38% | Baa1 | 17-Jan-2023 | 2.23 |
| American International | 0.10% | -0.00 | $5,356,578.47 | 5,200,000 | Corporate Securities | Financial | United States | 6.40% | Baa1 | 15-Dec-2020 | 0.20 |
| NXP BV / NXP Funding | 0.10% | -0.00 | $5,350,345.35 | 5,050,000 | Corporate Securities | Information Technology | Netherlands | 3.88% | Baa3 | 01-Sep-2022 | 1.86 |
| CVS Health | 0.10% | -0.00 | $5,346,494.94 | 5,330,000 | Corporate Securities | Retail | United States | 0.96% | Baa2 | 09-Mar-2021 | 0.19 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.09% | -0.00 | $5,330,578.82 | 5,255,000 | Asst Backed Securities | Auto Backed | United States | 1.59% | Aa2 | 20-Oct-2025 | 2.79 |
| Bristol-Myers Squibb | 0.09% | N/A | $5,298,817.08 | 4,988,000 | Corporate Securities | Drugs | United States | 3.55% | A2 | 15-Aug-2022 | 1.82 |
| Citizens Bank NA/Providence RI | 0.09% | -0.00 | $5,263,923.72 | 5,060,000 | Corporate Securities | Banking | United States | 3.25% | Baa1 | 14-Feb-2022 | 1.27 |
| Lloyds Banking | 0.09% | N/A | $5,256,560.86 | 4,744,000 | Corporate Securities | Banking | United Kingdom | 4.50% | Baa1 | 04-Nov-2024 | 3.70 |
| BX Commercial Mortgage Trust 2019-XL | 0.09% | -0.00 | $5,237,876.51 | 5,244,870 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.23% | Aa3 | 15-Oct-2036 | 0.73 |
| Phillips 66 | 0.09% | -0.00 | $5,234,993.34 | 5,230,000 | Corporate Securities | Petroleum | United States | 0.83% | A3 | 26-Feb-2021 | 0.15 |
| John deere Capital | 0.09% | -0.00 | $5,223,523.39 | 5,090,000 | Corporate Securities | Manufacturing | United States | 1.20% | A2 | 06-Apr-2023 | 2.46 |
| Goldman Sachs | 0.09% | -0.00 | $5,222,449.42 | 5,200,000 | Corporate Securities | Banking | United States | 1.04% | A3 | 31-Oct-2022 | 0.08 |
| Federal Home Loan Mortgage | 0.09% | -0.01 | $5,164,835.53 | 4,714,995 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Mar-2046 | 3.57 |
| Equifax | 0.09% | -0.00 | $5,150,080.02 | 5,125,000 | Corporate Securities | Information Technology | United States | 1.15% | Baa2 | 15-Aug-2021 | 0.13 |
| PNC Bank NA | 0.09% | -0.00 | $5,149,315.30 | 4,870,000 | Corporate Securities | Banking | United States | 2.95% | A3 | 30-Jan-2023 | 2.18 |
| Caterpillar Financial Services | 0.09% | -0.00 | $5,137,178.58 | 5,130,000 | Corporate Securities | Manufacturing | United States | 0.53% | A3 | 07-Sep-2021 | 0.19 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $5,128,027.92 | 4,636,036 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2047 | 0.96 |
| Citizens Bank NA/Providence RI | 0.09% | -0.00 | $5,125,180.95 | 5,020,000 | Corporate Securities | Banking | United States | 2.55% | Baa1 | 13-May-2021 | 0.61 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.09% | 0.00 | $5,106,521.35 | 5,065,000 | Asst Backed Securities | Auto Backed | United States | 1.80% | Baa1 | 18-Dec-2025 | 3.44 |
| Verus Securitization Trust 2019-INV3 | 0.09% | -0.00 | $5,099,054.95 | 5,005,733 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.10% | NR | 25-Nov-2059 | 1.59 |
| Avis Budget Rental Car Funding AESOP | 0.09% | -0.10 | $5,062,093.72 | 5,046,500 | Asst Backed Securities | Auto Backed | United States | 2.63% | Aa2 | 20-Dec-2021 | 0.14 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.09% | -0.00 | $5,042,262.14 | 4,910,000 | Asst Backed Securities | Auto Backed | United States | 3.42% | Aa1 | 18-Apr-2023 | 1.51 |
| QVC | 0.09% | -0.00 | $5,005,688.61 | 4,810,000 | Corporate Securities | Retail | United States | 4.38% | Ba2 | 15-Mar-2023 | 2.32 |
| Verus Securitization Trust 2020-1 | 0.09% | -0.00 | $4,984,233.94 | 4,877,226 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.72% | NR | 25-Jan-2060 | 1.57 |
| Edison International | 0.09% | -0.00 | $4,973,848.52 | 4,775,000 | Corporate Securities | Utilities | United States | 3.13% | Baa3 | 15-Nov-2022 | 1.97 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.09% | -0.01 | $4,963,507.40 | 4,895,847 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.46% | NR | 26-Jan-2060 | 1.73 |
| Homeward Opportunities Fund I Trust 2020-2 | 0.09% | N/A | $4,962,683.73 | 4,920,457 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.66% | NR | 25-May-2065 | 1.77 |
| Volkswagen Group of America Finance | 0.09% | -0.00 | $4,926,103.58 | 4,755,000 | Corporate Securities | Automotive | Germany | 2.70% | A3 | 26-Sep-2022 | 1.94 |
| Equifax | 0.09% | -0.00 | $4,921,496.73 | 4,780,000 | Corporate Securities | Information Technology | United States | 3.60% | Baa2 | 15-Aug-2021 | 0.86 |
| Bpce | 0.09% | -0.00 | $4,920,826.55 | 4,865,000 | Corporate Securities | Banking | France | 1.48% | Baa2 | 22-May-2022 | 0.15 |
| TJX | 0.09% | -0.00 | $4,915,877.76 | 4,340,000 | Corporate Securities | Retail | United States | 3.50% | A2 | 15-Apr-2025 | 4.11 |
| Angel Oak Mortgage Trust LLC 2020-5 | 0.09% | N/A | $4,910,314.97 | 4,901,206 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.58% | NR | 25-May-2065 | 1.82 |
| Starwood Mortgage Residential Trust 2019-1 | 0.09% | -0.01 | $4,907,065.29 | 4,818,063 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.94% | NR | 25-Jun-2049 | 1.31 |
| Air Lease | 0.09% | -0.00 | $4,901,898.49 | 4,755,000 | Corporate Securities | Financial | United States | 3.50% | NR | 15-Jan-2022 | 1.26 |
| Nelnet Student Loan Trust 2005-4 | 0.09% | -0.00 | $4,888,069.10 | 5,195,218 | Asst Backed Securities | Student Loans | United States | 0.41% | Baa3 | 22-Mar-2032 | 0.25 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $4,877,976.71 | 4,134,369 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 15-Sep-2045 | 3.62 |
| Octagon Investment Partners XXIII | 0.09% | -0.01 | $4,872,458.34 | 4,901,972 | Asst Backed Securities | Coll Debt Obligation | United States | 1.13% | Aaa | 15-Jul-2027 | 0.04 |
| Kinder Morgan | 0.09% | -0.00 | $4,865,896.28 | 4,775,000 | Corporate Securities | Energy | United States | 5.00% | Baa2 | 15-Feb-2021 | 0.29 |
| Capital One Financial | 0.09% | -0.00 | $4,863,623.60 | 4,815,000 | Corporate Securities | Banking | United States | 2.40% | Baa1 | 30-Oct-2020 | 0.08 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.09% | -0.02 | $4,862,723.26 | 4,742,644 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.63% | NR | 25-Mar-2049 | 1.09 |
| Banco del Estado de Chile | 0.09% | -0.00 | $4,856,923.40 | 4,585,000 | Corporate Securities | Banking | Chile | 2.70% | A1 | 09-Jan-2025 | 3.97 |
| Flagstar Mortgage Trust 2020-1NV | 0.09% | -0.01 | $4,855,146.02 | 4,872,384 | Asst Backed Securities | Home Equity Loans Backed | United States | 1.00% | Aaa | 25-Mar-2050 | 0.08 |
| Santander Retail Auto Lease Trust 2019 | 0.09% | -0.00 | $4,854,348.94 | 4,715,000 | Asst Backed Securities | Auto Backed | United States | 2.77% | A1 | 21-Aug-2023 | 1.79 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.09% | -0.01 | $4,839,163.23 | 4,721,376 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aa1 | 25-Aug-2050 | 3.70 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $4,836,571.17 | 4,351,551 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Oct-2047 | 1.23 |
| Humana | 0.09% | -0.00 | $4,823,465.63 | 4,125,000 | Corporate Securities | Healthcare | United States | 4.50% | Baa3 | 01-Apr-2025 | 4.07 |
| NRG Energy | 0.09% | -0.00 | $4,808,479.90 | 4,470,000 | Corporate Securities | Utilities | United States | 3.75% | Baa3 | 15-Jun-2024 | 3.38 |
| Sempra Energy | 0.09% | -0.00 | $4,806,991.06 | 4,570,000 | Corporate Securities | Utilities | United States | 2.88% | Baa2 | 01-Oct-2022 | 1.73 |
| Verus Securitization Trust 2019-2 | 0.09% | -0.02 | $4,793,204.39 | 4,675,487 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.21% | NR | 25-May-2059 | 1.76 |
| Tyson Foods | 0.09% | -0.00 | $4,788,605.55 | 4,705,000 | Corporate Securities | Food/Tobacco | United States | 2.25% | Baa2 | 23-Aug-2021 | 0.89 |
| RELX Capital | 0.08% | -0.00 | $4,754,910.09 | 4,470,000 | Corporate Securities | Publishing | United Kingdom | 3.50% | Baa1 | 16-Mar-2023 | 2.30 |
| New Residential Mortgage Loan Trust 2019-NQM5 | 0.08% | -0.01 | $4,719,875.13 | 4,592,103 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.71% | NR | 25-Nov-2059 | 2.50 |
| Diageo Capital | 0.08% | -0.00 | $4,666,211.37 | 4,560,000 | Corporate Securities | Beverages | United Kingdom | 1.38% | A3 | 29-Sep-2025 | 4.79 |
| World Omni Select Auto Trust 2020 | 0.08% | N/A | $4,659,787.19 | 4,660,000 | Asst Backed Securities | Auto Backed | United States | 1.25% | NR | 15-Oct-2026 | 3.49 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.08% | 0.00 | $4,658,026.13 | 4,490,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.07% | NR | 25-Mar-2049 | 1.44 |
| Applebee S Funding Llc / Ihop Funding | 0.08% | 0.00 | $4,657,124.23 | 5,010,000 | Asst Backed Securities | Asset Backed Other | United States | 4.19% | NR | 07-Jun-2049 | 3.34 |
| General Dynamics | 0.08% | -0.00 | $4,649,656.03 | 4,640,000 | Corporate Securities | Aerospace & Defense | United States | 0.63% | A2 | 11-May-2021 | 0.12 |
| Humana | 0.08% | -0.00 | $4,628,146.14 | 4,117,000 | Corporate Securities | Healthcare | United States | 3.85% | Baa3 | 01-Oct-2024 | 3.55 |
| Verus Securitization Trust 2018-2 | 0.08% | -0.02 | $4,612,204.85 | 4,535,132 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.68% | NR | 01-Jun-2058 | 1.81 |
| McDonald s | 0.08% | -0.00 | $4,607,888.07 | 4,475,000 | Corporate Securities | Restaurants | United States | 1.45% | Baa1 | 01-Sep-2025 | 4.70 |
| FedEx | 0.08% | -0.00 | $4,596,541.49 | 4,010,000 | Corporate Securities | Transportation | United States | 3.80% | Baa2 | 15-May-2025 | 4.16 |
| Avis Budget Rental Car Funding AESOP | 0.08% | 0.00 | $4,587,053.39 | 4,535,000 | Asst Backed Securities | Auto Backed | United States | 3.41% | Baa2 | 20-Sep-2023 | 1.71 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.08% | -0.00 | $4,581,186.25 | 4,502,795 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.61% | NR | 25-Jan-2059 | 0.54 |
| AbbVie | 0.08% | -0.00 | $4,573,551.72 | 4,399,000 | Corporate Securities | Drugs | United States | 3.45% | Baa2 | 15-Mar-2022 | 1.27 |
| First Niagara Financial | 0.08% | -0.00 | $4,567,686.88 | 4,150,000 | Corporate Securities | Banking | United States | 7.25% | Baa1 | 15-Dec-2021 | 1.15 |
| Cargill | 0.08% | -0.00 | $4,561,910.12 | 4,445,000 | Corporate Securities | Food Processing | United States | 1.38% | A2 | 23-Jul-2023 | 2.75 |
| Galton Funding Mortgage Trust 2020-H1 | 0.08% | -0.01 | $4,541,339.42 | 4,448,614 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.31% | NR | 25-Jan-2060 | 2.02 |
| Syngenta Finance | 0.08% | -0.00 | $4,529,878.98 | 4,410,000 | Corporate Securities | Diversified Chemicals | Switzerland | 3.93% | Ba2 | 23-Apr-2021 | 0.55 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $4,521,042.39 | 3,886,956 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2041 | 4.28 |
| Capital One Financial | 0.08% | -0.00 | $4,506,931.56 | 4,115,000 | Corporate Securities | Banking | United States | 3.90% | Baa1 | 29-Jan-2024 | 3.06 |
| Ford Credit Auto Lease Trust 2020 | 0.08% | -0.00 | $4,506,048.96 | 4,395,000 | Asst Backed Securities | Auto Backed | United States | 2.05% | NR | 15-Jun-2023 | 1.69 |
| Santander Retail Auto Lease Trust 2019 | 0.08% | -0.00 | $4,504,471.89 | 4,415,000 | Asst Backed Securities | Auto Backed | United States | 1.86% | Aaa | 21-Feb-2023 | 1.51 |
| Federal National Mortgage Assn. | 0.08% | N/A | $4,488,866.67 | 4,121,004 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Dec-2034 | 2.90 |
| Verus Securitization Trust 2018-3 | 0.08% | -0.02 | $4,479,677.25 | 4,358,026 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.11% | NR | 25-Oct-2058 | 1.38 |
| Avis Budget Rental Car Funding AESOP | 0.08% | 0.00 | $4,464,904.06 | 4,265,000 | Asst Backed Securities | Auto Backed | United States | 3.55% | Baa2 | 22-Sep-2025 | 3.53 |
| Barclays Bank | 0.08% | -0.00 | $4,452,820.00 | 4,350,000 | Corporate Securities | Banking | United Kingdom | 1.70% | A1 | 12-May-2022 | 1.51 |
| Galton Funding Mortgage Trust 2020-H1 | 0.08% | 0.00 | $4,448,439.84 | 4,592,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.83% | NR | 25-Jan-2060 | 3.25 |
| COMM 2013-300P Mortgage Trust | 0.08% | -0.00 | $4,434,053.17 | 4,134,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.35% | NR | 10-Aug-2030 | 2.70 |
| Deephaven Residential Mortgage Trust 2019-1 | 0.08% | -0.02 | $4,407,596.91 | 4,349,298 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.74% | NR | 25-Jan-2059 | 1.49 |
| Citigroup | 0.08% | -0.00 | $4,403,399.36 | 4,035,000 | Corporate Securities | Banking | United States | 3.11% | A3 | 08-Apr-2026 | 4.18 |
| Altria | 0.08% | -0.00 | $4,397,307.84 | 4,210,000 | Corporate Securities | Food/Tobacco | United States | 3.49% | A3 | 14-Feb-2022 | 1.34 |
| Federal National Mortgage Assn. | 0.08% | N/A | $4,383,321.85 | 3,796,709 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2041 | 4.25 |
| Capital One Financial | 0.08% | -0.00 | $4,354,047.74 | 4,030,000 | Corporate Securities | Banking | United States | 3.50% | Baa1 | 15-Jun-2023 | 2.57 |
| Towd Point Mortgage Trust 2017-1 | 0.08% | -0.01 | $4,344,349.67 | 4,226,279 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Oct-2056 | 1.62 |
| Cigna | 0.08% | N/A | $4,334,451.43 | 4,130,000 | Corporate Securities | Insurance | United States | 3.90% | Baa2 | 15-Feb-2022 | 1.34 |
| GNMA ll 30 YR | 0.08% | N/A | $4,327,408.22 | 3,984,048 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Jan-2048 | 0.76 |
| Edison International | 0.08% | N/A | $4,304,143.19 | 4,199,000 | Corporate Securities | Utilities | United States | 2.95% | Baa3 | 15-Mar-2023 | 2.24 |
| Federal National Mortgage Assn. | 0.08% | N/A | $4,274,507.80 | 3,939,011 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Mar-2049 | 1.64 |
| Roper Technologies | 0.08% | -0.00 | $4,242,157.93 | 4,195,000 | Corporate Securities | Manufacturing | United States | 3.00% | Baa2 | 15-Dec-2020 | 0.20 |
| Fannie Mae Connecticut Avenue Securities | 0.08% | -0.03 | $4,227,680.84 | 4,332,231 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.35% | Baa3 | 25-Jan-2030 | 0.69 |
| Texas Instruments | 0.08% | -0.00 | $4,214,255.80 | 4,070,000 | Corporate Securities | Computer Service & Software | United States | 1.38% | A1 | 12-Mar-2025 | 4.27 |
| Vista Point Securitization Trust 2020-1 | 0.07% | -0.01 | $4,206,449.00 | 4,178,557 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.76% | NR | 25-Mar-2065 | 1.88 |
| General Electric | 0.07% | -0.00 | $4,190,251.10 | 4,010,000 | Corporate Securities | Conglomerates | United States | 3.15% | Baa1 | 07-Sep-2022 | 1.88 |
| GATX | 0.07% | -0.00 | $4,179,752.85 | 3,960,000 | Corporate Securities | Transportation | United States | 3.90% | Baa2 | 30-Mar-2023 | 2.38 |
| Hyundai Capital America | 0.07% | -0.00 | $4,168,505.07 | 3,995,000 | Corporate Securities | Automotive | United States | 3.95% | Baa1 | 01-Feb-2022 | 1.30 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.07% | -0.01 | $4,140,835.60 | 4,074,472 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.68% | NR | 25-Nov-2059 | 1.57 |
| General Electric | 0.07% | -0.00 | $4,136,112.06 | 3,805,000 | Corporate Securities | Conglomerates | United States | 3.45% | Baa1 | 15-May-2024 | 3.19 |
| World Omni Select Auto Trust 2020 | 0.07% | N/A | $4,085,047.39 | 4,085,000 | Asst Backed Securities | Auto Backed | United States | 0.84% | NR | 15-Jun-2026 | 3.07 |
| AutoZone | 0.07% | -0.00 | $4,082,594.51 | 3,600,000 | Corporate Securities | Specialty Retailers | United States | 3.63% | Baa1 | 15-Apr-2025 | 4.10 |
| Avis Budget Rental Car Funding AESOP | 0.07% | 0.00 | $4,070,260.30 | 3,950,000 | Asst Backed Securities | Auto Backed | United States | 2.33% | Aa2 | 20-Aug-2026 | 4.44 |
| CenterPoint Energy | 0.07% | -0.00 | $4,069,624.50 | 3,885,000 | Corporate Securities | Utilities | United States | 3.60% | Baa2 | 01-Nov-2021 | 1.06 |
| Fannie Mae Connecticut Avenue Securities | 0.07% | -0.03 | $4,064,288.31 | 4,102,002 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.50% | NR | 25-Sep-2029 | 0.24 |
| GM Financial Automobile Leasing Trust 2018-2 | 0.07% | -0.00 | $3,990,184.46 | 3,970,000 | Asst Backed Securities | Auto Backed | United States | 3.50% | NR | 20-Apr-2022 | 0.14 |
| DR Horton | 0.07% | -0.00 | $3,971,228.65 | 3,925,000 | Corporate Securities | Building & Real Estate | United States | 2.55% | Baa2 | 01-Dec-2020 | 0.17 |
| T-Mobile USA | 0.07% | -0.00 | $3,959,857.01 | 3,555,000 | Corporate Securities | Wireless Communications | United States | 3.50% | Baa3 | 15-Apr-2025 | 4.11 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $3,959,163.38 | 3,594,049 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jan-2048 | 0.96 |
| SMB Private Education Loan Trust | 0.07% | N/A | $3,952,294.20 | 3,945,000 | Asst Backed Securities | Student Loans | United States | 1.29% | Aaa | 15-Jul-2053 | 3.44 |
| Starwood Mortgage Residential Trust 2019-1 | 0.07% | -0.00 | $3,938,764.33 | 3,880,740 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.30% | NR | 25-Jun-2049 | 3.84 |
| Ellington Financial Mortgage Trust 2019-2 | 0.07% | -0.01 | $3,933,909.90 | 3,851,556 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.74% | NR | 25-Nov-2059 | 1.52 |
| Hyundai Capital America | 0.07% | -0.00 | $3,915,975.17 | 3,740,000 | Corporate Securities | Automotive | United States | 2.85% | Baa1 | 01-Nov-2022 | 2.01 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $3,906,335.99 | 3,470,915 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2044 | 3.71 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.07% | -0.00 | $3,894,541.96 | 3,853,762 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.77% | NR | 26-Jan-2060 | 1.72 |
| Capital Auto Receivables Asset Trust 2018-2 | 0.07% | -0.00 | $3,891,619.73 | 3,810,000 | Asst Backed Securities | Auto Backed | United States | 3.69% | Aaa | 20-Dec-2023 | 0.83 |
| GNMA II TBA OCT | 0.07% | N/A | $3,880,912.50 | 3,645,000 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2040 | 0.54 |
| Great Wolf Trust 2019-WOLF | 0.07% | -0.00 | $3,867,404.11 | 4,200,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.79% | A3 | 15-Dec-2036 | 0.59 |
| Federal National Mortgage Assn. | 0.07% | N/A | $3,856,387.63 | 3,416,688 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2041 | 3.90 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.07% | -0.00 | $3,852,228.96 | 3,783,512 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.02% | Aaa | 15-Jul-2058 | 0.14 |
| International Business Machines | 0.07% | -0.00 | $3,840,153.51 | 3,715,000 | Corporate Securities | Computer Service & Software | United States | 2.50% | A2 | 27-Jan-2022 | 1.30 |
| Nissan Master Owner Trust Receivables | 0.07% | -0.00 | $3,820,634.41 | 3,805,000 | Asst Backed Securities | Auto Backed | United States | 0.71% | Aaa | 15-Feb-2024 | 0.07 |
| Ford Credit Floorplan Master Owner Trust | 0.07% | N/A | $3,807,000.63 | 3,805,000 | Asst Backed Securities | Auto Backed | United States | 0.98% | Aa2 | 15-Sep-2025 | 2.91 |
| Sierra Timeshare 2020-2 Receivables Funding | 0.07% | N/A | $3,806,295.28 | 3,760,291 | Asst Backed Securities | Asset Backed Other | United States | 3.51% | NR | 20-Jul-2037 | 2.96 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.07% | -0.00 | $3,796,025.37 | 3,975,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.75% | NR | 15-Sep-2029 | 0.66 |
| STACR Trust 2018-HRP2 | 0.07% | -0.01 | $3,781,016.89 | 3,888,946 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.40% | NR | 25-Feb-2047 | 0.53 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.07% | N/A | $3,763,077.57 | 3,727,857 | Asst Backed Securities | Auto Backed | United States | 2.71% | NR | 18-Aug-2022 | 0.41 |
| Merit 2020-Hill | 0.07% | N/A | $3,750,156.97 | 3,740,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.50% | Baa3 | 15-Aug-2037 | 0.49 |
| General Motors Financial | 0.07% | 0.03 | $3,679,827.18 | 3,600,000 | Corporate Securities | Financial | United States | 3.20% | Baa3 | 06-Jul-2021 | 0.75 |
| Ford Motor Credit | 0.07% | 0.03 | $3,678,994.38 | 3,610,000 | Corporate Securities | Automotive | United States | 3.81% | Ba2 | 12-Oct-2021 | 0.99 |
| Freddie Mac STACR REMIC Trust 2020-DNA3 | 0.07% | N/A | $3,658,492.05 | 3,650,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.65% | NR | 25-Jun-2050 | 0.08 |
| Great Wolf Trust 2019-WOLF | 0.07% | N/A | $3,651,808.42 | 3,785,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.19% | Aaa | 15-Dec-2036 | 0.67 |
| Starbucks | 0.07% | N/A | $3,650,644.01 | 3,505,000 | Corporate Securities | Restaurants | United States | 2.70% | Baa1 | 15-Jun-2022 | 1.51 |
| BANK 2019-BNK24 | 0.06% | N/A | $3,639,894.30 | 3,578,847 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.06% | NR | 15-Nov-2062 | 2.24 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.06% | 0.00 | $3,628,987.51 | 3,605,371 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.77% | NR | 25-Jun-2048 | 2.01 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | 0.06 | $3,606,038.39 | 3,464,330 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.85% | NR | 25-Apr-2028 | 0.15 |
| COMM 2020-CBM Mortgage Trust | 0.06% | -0.00 | $3,594,398.89 | 3,895,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.63% | Baa3 | 10-Feb-2037 | 4.03 |
| Plains All American Pipeline LP / PAA Finance | 0.06% | N/A | $3,586,885.32 | 3,554,000 | Corporate Securities | Energy | United States | 5.00% | Ba1 | 01-Feb-2021 | 0.08 |
| Bristol-Myers Squibb | 0.06% | 0.04 | $3,533,491.91 | 3,380,000 | Corporate Securities | Drugs | United States | 2.60% | A2 | 16-May-2022 | 1.58 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.06% | N/A | $3,532,400.71 | 5,293,321 | Corporate Securities | Airlines | United States | 3.70% | Ba2 | 15-Oct-2025 | 2.31 |
| Mitsubishi Ufj Financial | 0.06% | -0.00 | $3,510,382.25 | 3,496,000 | Corporate Securities | Banking | Japan | 0.89% | A1 | 26-Jul-2021 | 0.07 |
| CSMC 2020-NET | 0.06% | N/A | $3,506,872.55 | 3,395,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.26% | Aaa | 15-Aug-2037 | 4.63 |
| COLT 2020-3 Mortgage Loan Trust | 0.06% | N/A | $3,485,593.97 | 3,463,806 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.51% | NR | 27-Apr-2065 | 1.94 |
| New Residential Mortgage Loan Trust 2020-NQM | 0.06% | N/A | $3,471,483.09 | 3,449,740 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.65% | NR | 24-May-2060 | 2.31 |
| O Reilly Automotive | 0.06% | -0.00 | $3,468,344.73 | 3,280,000 | Corporate Securities | Specialty Retailers | United States | 3.80% | Baa1 | 01-Sep-2022 | 1.63 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.06% | 0.00 | $3,445,712.64 | 3,385,000 | Asst Backed Securities | Auto Backed | United States | 2.69% | Aaa | 19-Jun-2023 | 0.60 |
| World Omni Auto Receivables Trust | 0.06% | -0.00 | $3,444,903.72 | 3,390,000 | Asst Backed Securities | Auto Backed | United States | 1.64% | NR | 17-Aug-2026 | 3.20 |
| Volvo Financial Equipment LLC Series 2018-1 | 0.06% | -0.00 | $3,441,275.49 | 3,360,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 2.91% | Aaa | 17-Jan-2023 | 1.40 |
| Starwood Mortgage Residential Trust 2020-1 | 0.06% | -0.00 | $3,435,750.25 | 3,371,223 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.41% | NR | 25-Feb-2050 | 1.64 |
| Daimler Trucks Retail Trust 2018-1 | 0.06% | N/A | $3,428,532.14 | 3,408,127 | Asst Backed Securities | Asset Backed Other | United States | 3.03% | Aaa | 15-Nov-2024 | 0.17 |
| Connecticut Avenue Securities Trust 2020-R01 | 0.06% | N/A | $3,422,938.36 | 3,436,657 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.95% | NR | 25-Jan-2040 | 0.14 |
| Walgreen | 0.06% | -0.00 | $3,392,108.32 | 3,235,000 | Corporate Securities | Retail | United States | 3.10% | Baa2 | 15-Sep-2022 | 1.91 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.06% | -0.00 | $3,361,197.31 | 3,065,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.11% | Aaa | 15-Oct-2047 | 3.68 |
| Lloyds Banking | 0.06% | -0.00 | $3,338,588.01 | 3,305,000 | Corporate Securities | Banking | United Kingdom | 1.33% | A3 | 15-Jun-2023 | 1.68 |
| Philip Morris International | 0.06% | -0.00 | $3,319,759.24 | 3,255,000 | Corporate Securities | Food/Tobacco | United States | 1.13% | A2 | 01-May-2023 | 2.53 |
| Avis Budget Rental Car Funding AESOP | 0.06% | 0.04 | $3,303,118.42 | 3,155,000 | Asst Backed Securities | Auto Backed | United States | 4.95% | Ba2 | 20-Mar-2025 | 3.02 |
| Ford Motor Credit | 0.06% | 0.02 | $3,280,781.30 | 3,230,000 | Corporate Securities | Automotive | United States | 3.47% | Ba2 | 05-Apr-2021 | 0.50 |
| EMD Finance | 0.06% | -0.00 | $3,266,950.96 | 3,170,000 | Corporate Securities | Drugs | Germany | 2.95% | Baa1 | 19-Mar-2022 | 1.29 |
| Bank 2019-BNK19 | 0.06% | -0.00 | $3,256,975.36 | 3,176,458 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.26% | NR | 15-Aug-2061 | 2.10 |
| City of Houston TX Airport System Revenue | 0.06% | N/A | $3,256,682.00 | 3,245,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.27% | A1 | 01-Jul-2024 | 3.60 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.06% | 0.03 | $3,238,946.89 | 3,145,000 | Corporate Securities | Transportation | United States | 3.65% | Baa2 | 29-Jul-2021 | 0.74 |
| Towd Point Mortgage Trust 2017-4 | 0.06% | -0.01 | $3,235,382.47 | 3,114,149 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | NR | 25-Jun-2057 | 2.26 |
| Intercontinental Exchange | 0.06% | -0.00 | $3,218,142.33 | 2,885,000 | Corporate Securities | Financial | United States | 4.00% | A3 | 15-Oct-2023 | 2.84 |
| Cnh Equipment Trust 2018 | 0.06% | -0.00 | $3,217,089.95 | 3,105,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 3.47% | NR | 15-Oct-2025 | 2.75 |
| Navient Private Education Refi Loan Trust 2019-E | 0.06% | N/A | $3,197,674.79 | 3,171,899 | Asst Backed Securities | Student Loans | United States | 2.39% | NR | 15-May-2068 | 0.58 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | 0.06 | $3,196,883.51 | 3,134,782 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.15% | NR | 25-Aug-2024 | -0.35 |
| Deephave Residential Mortgage Trust 2019-2 | 0.06% | -0.00 | $3,194,456.56 | 3,170,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.92% | NR | 25-Apr-2059 | 0.56 |
| BP Capital Markets America | 0.06% | -0.00 | $3,191,606.14 | 2,980,000 | Corporate Securities | Petroleum | United States | 2.94% | A1 | 06-Apr-2023 | 2.40 |
| Cigna | 0.06% | -0.00 | $3,182,066.29 | 3,090,000 | Corporate Securities | Insurance | United States | 3.40% | Baa2 | 17-Sep-2021 | 0.95 |
| Freddie Mac STACR REMIC Trust 2020-HQA3 | 0.06% | N/A | $3,177,735.50 | 3,170,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.70% | A3 | 25-Jul-2050 | 0.02 |
| Sky | 0.06% | -0.00 | $3,177,468.30 | 2,840,000 | Corporate Securities | Media & Communications | United Kingdom | 3.75% | A3 | 16-Sep-2024 | 3.72 |
| Anglo American Capital | 0.06% | -0.00 | $3,161,642.09 | 3,003,000 | Corporate Securities | Metals & Mining | United Kingdom | 3.75% | Baa2 | 10-Apr-2022 | 1.46 |
| METLIFE SECURITIZATION TRUST | 0.06% | -0.01 | $3,156,949.93 | 2,984,765 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-Apr-2055 | 3.00 |
| Aon | 0.06% | -0.00 | $3,141,719.96 | 3,010,000 | Corporate Securities | Insurance | United States | 2.20% | Baa2 | 15-Nov-2022 | 2.07 |
| Starwood Mortgage Residential Trust 2019-IMC1 | 0.06% | N/A | $3,138,492.98 | 3,054,753 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.47% | NR | 25-Feb-2049 | 2.07 |
| Synchrony Bank | 0.06% | -0.00 | $3,133,376.76 | 3,013,000 | Corporate Securities | Financial | United States | 3.00% | NR | 15-Jun-2022 | 1.58 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.06% | -0.01 | $3,132,405.27 | 3,131,460 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.90% | NR | 25-Jun-2048 | 2.31 |
| Gray Oak Pipeline | 0.06% | N/A | $3,128,854.45 | 3,115,000 | Corporate Securities | Energy | United States | 2.60% | Baa3 | 15-Oct-2025 | 4.67 |
| HSBC Holdings | 0.06% | 0.00 | $3,117,290.13 | 2,890,000 | Corporate Securities | Banking | United Kingdom | 3.80% | A2 | 11-Mar-2025 | 3.24 |
| Merit 2020-Hill | 0.06% | N/A | $3,105,050.66 | 3,100,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.55% | Aa3 | 15-Aug-2037 | 0.49 |
| Deephave Residential Mortgage Trust 2019-2 | 0.06% | -0.00 | $3,104,334.36 | 3,066,823 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.76% | NR | 25-Apr-2059 | 1.43 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $3,076,751.70 | 2,821,018 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2050 | 3.03 |
| Deephaven Residential Mortgage Trust 2019-3 | 0.05% | -0.01 | $3,076,738.26 | 3,027,881 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.96% | NR | 25-Jul-2059 | 0.71 |
| OBX 2020-INV1 Trust | 0.05% | -0.01 | $3,076,088.70 | 2,972,217 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Dec-2049 | 3.88 |
| Capital Auto Receivables Asset Trust 2018-2 | 0.05% | -0.00 | $3,063,547.60 | 3,020,000 | Asst Backed Securities | Auto Backed | United States | 3.48% | Aaa | 20-Oct-2023 | 0.53 |
| Carmax Auto Owner Trust 2020-1 | 0.05% | 0.00 | $3,057,155.46 | 2,965,000 | Asst Backed Securities | Auto Backed | United States | 2.34% | NR | 17-Nov-2025 | 3.46 |
| Park Aerospace Holdings | 0.05% | 0.00 | $3,042,678.52 | 3,075,000 | Corporate Securities | Financial | Ireland | 4.50% | Baa3 | 15-Mar-2023 | 2.26 |
| Sequoia Mortgage Trust 2018-CH1 | 0.05% | N/A | $2,997,214.18 | 2,964,232 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Feb-2048 | 1.82 |
| Enterprise Fleet Financing 2019-3 | 0.05% | -0.01 | $2,983,520.57 | 2,930,315 | Asst Backed Securities | Auto Backed | United States | 2.06% | NR | 20-May-2025 | 1.10 |
| GM Financial Automobile Leasing Trust 2020-1 | 0.05% | -0.00 | $2,982,267.76 | 2,990,000 | Asst Backed Securities | Auto Backed | United States | 2.28% | NR | 20-Jun-2024 | 1.95 |
| SMBC Aviation Capital Finance DAC | 0.05% | 0.04 | $2,974,896.61 | 2,800,000 | Corporate Securities | Airlines | Ireland | 3.55% | NR | 15-Apr-2024 | 3.22 |
| Vista Point Securitization Trust 2020-2 | 0.05% | N/A | $2,938,185.75 | 2,930,246 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | NR | 25-Apr-2065 | 1.93 |
| Enterprise Fleet Financing 2019-1 | 0.05% | -0.01 | $2,937,989.82 | 2,888,065 | Asst Backed Securities | Auto Backed | United States | 2.98% | NR | 20-Oct-2024 | 0.86 |
| Crown Castle International | 0.05% | -0.00 | $2,910,814.02 | 2,620,000 | Corporate Securities | Wireless Communications | United States | 5.25% | Baa3 | 15-Jan-2023 | 2.16 |
| Schlumberger Holdings | 0.05% | N/A | $2,906,953.43 | 2,580,000 | Corporate Securities | Energy | United States | 4.00% | Baa1 | 21-Dec-2025 | 4.56 |
| Nissan Auto Receivables 2020-A Owner Trust | 0.05% | -0.00 | $2,898,257.30 | 2,840,000 | Asst Backed Securities | Auto Backed | United States | 1.38% | Aaa | 16-Dec-2024 | 1.91 |
| Daimler Finance North America | 0.05% | -0.00 | $2,896,593.42 | 2,870,000 | Corporate Securities | Automotive | United States | 2.30% | A3 | 12-Feb-2021 | 0.37 |
| New Residential Mortgage Loan Trust 2019-NQM3 | 0.05% | -0.00 | $2,876,962.85 | 2,835,549 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.09% | NR | 25-Jul-2049 | 0.67 |
| Wells Fargo | 0.05% | N/A | $2,875,226.81 | 2,625,000 | Corporate Securities | Banking | United States | 4.13% | A3 | 15-Aug-2023 | 2.72 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $2,867,128.74 | 2,399,413 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 15-Jul-2036 | 3.52 |
| Hyundai Auto Receivables Trust 2017 | 0.05% | -0.00 | $2,861,258.42 | 2,830,000 | Asst Backed Securities | Auto Backed | United States | 2.38% | NR | 17-Apr-2023 | 1.57 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.05% | -0.01 | $2,860,427.54 | 2,870,597 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.00% | Aaa | 25-Aug-2050 | 0.41 |
| Santander Drive Auto Receivables Trust 2019-1 | 0.05% | -0.01 | $2,849,425.13 | 2,826,243 | Asst Backed Securities | Auto Backed | United States | 3.21% | NR | 15-Sep-2023 | 0.26 |
| Standard Chartered | 0.05% | 0.02 | $2,847,414.17 | 2,725,000 | Corporate Securities | Banking | United Kingdom | 3.95% | Baa2 | 11-Jan-2023 | 2.16 |
| KeyBank NA/Cleveland OH | 0.05% | -0.00 | $2,842,218.74 | 2,740,000 | Corporate Securities | Banking | United States | 2.30% | A3 | 14-Sep-2022 | 1.92 |
| Merit 2020-Hill | 0.05% | N/A | $2,830,864.65 | 2,825,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.85% | A3 | 15-Aug-2037 | 0.49 |
| Enterprise Fleet Financing 2018-2 | 0.05% | N/A | $2,825,314.39 | 2,793,654 | Asst Backed Securities | Auto Backed | United States | 3.14% | NR | 20-Feb-2024 | 0.34 |
| Duke Energy | 0.05% | -0.00 | $2,815,532.67 | 2,750,000 | Corporate Securities | Utilities | United States | 3.55% | Baa1 | 15-Sep-2021 | 0.70 |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | 0.05% | N/A | $2,797,382.81 | 2,725,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aa1 | 25-May-2050 | 4.27 |
| Roper Technologies | 0.05% | 0.01 | $2,797,155.70 | 2,640,000 | Corporate Securities | Manufacturing | United States | 2.35% | Baa2 | 15-Sep-2024 | 3.73 |
| Galton Funding Mortgage Trust 2017-1 | 0.05% | -0.01 | $2,782,983.83 | 2,724,861 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 25-Nov-2057 | 2.51 |
| Harley-Davidson Financial Services | 0.05% | -0.00 | $2,779,746.30 | 2,715,000 | Corporate Securities | Automotive | United States | 2.55% | Baa3 | 09-Jun-2022 | 1.57 |
| Credicorp | 0.05% | -0.00 | $2,774,633.57 | 2,715,000 | Corporate Securities | Financial | Peru | 2.75% | NR | 17-Jun-2025 | 4.34 |
| Navient Private Education Refi Loan Trust 2019 | 0.05% | N/A | $2,773,197.00 | 2,757,085 | Asst Backed Securities | Student Loans | United States | 2.82% | NR | 15-Feb-2068 | 1.45 |
| Verus Securitization Trust 2019-INV1 | 0.05% | 0.02 | $2,772,717.04 | 2,694,611 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.40% | NR | 25-Dec-2059 | 0.53 |
| Nelnet Student Loan Trust 2020-1 | 0.05% | -0.00 | $2,757,274.51 | 2,788,434 | Asst Backed Securities | Student Loans | United States | 0.89% | Aaa | 26-Mar-2068 | 0.01 |
| Fox | 0.05% | 0.02 | $2,749,664.28 | 2,485,000 | Corporate Securities | Media & Communications | United States | 4.03% | Baa2 | 25-Jan-2024 | 3.05 |
| Southern | 0.05% | -0.00 | $2,744,202.62 | 2,695,000 | Corporate Securities | Utilities | United States | 2.35% | Baa2 | 01-Jul-2021 | 0.74 |
| Sequoia Mortgage Trust 2018-CH2 | 0.05% | -0.01 | $2,724,799.08 | 2,653,183 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aa1 | 25-Jun-2048 | 3.07 |
| AmeriCredit Automobile Receivables Trust 2020-2 | 0.05% | N/A | $2,724,171.48 | 2,715,000 | Asst Backed Securities | Auto Backed | United States | 0.97% | NR | 18-Feb-2026 | 2.54 |
| Volkswagen Group of America Finance | 0.05% | 0.01 | $2,706,027.89 | 2,590,000 | Corporate Securities | Automotive | Germany | 2.90% | A3 | 13-May-2022 | 1.57 |
| Humana | 0.05% | 0.02 | $2,699,899.02 | 2,548,000 | Corporate Securities | Healthcare | United States | 3.15% | Baa3 | 01-Dec-2022 | 1.86 |
| Kubota Credit Owner Trust 2020-1 | 0.05% | -0.00 | $2,682,284.05 | 2,600,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 1.96% | Aaa | 15-Mar-2024 | 1.91 |
| Towd Point Mortgage Trust 2018-1 | 0.05% | -0.00 | $2,671,616.29 | 2,555,326 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Jan-2058 | 2.19 |
| Towd Point Mortgage Trust 2017-2 | 0.05% | -0.01 | $2,668,453.82 | 2,590,060 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Apr-2057 | 1.45 |
| SBA Tower Trust | 0.05% | -0.00 | $2,665,196.54 | 2,540,000 | Corporate Securities | Wireless Communications | United States | 3.87% | A2 | 08-Oct-2024 | 2.56 |
| Exxon Mobil | 0.05% | -0.00 | $2,660,721.25 | 2,590,000 | Corporate Securities | Petroleum | United States | 1.90% | Aa1 | 16-Aug-2022 | 1.84 |
| COMM 2014-CCRE19 Mortgage Trust | 0.05% | 0.01 | $2,656,380.46 | 2,995,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.71% | NR | 10-Aug-2047 | 3.51 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.05% | 0.03 | $2,653,710.28 | 2,611,208 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.92% | NR | 27-Sep-2049 | 1.53 |
| CVS Health | 0.05% | -0.00 | $2,622,270.41 | 2,460,000 | Corporate Securities | Retail | United States | 2.63% | Baa2 | 15-Aug-2024 | 3.63 |
| COLT 2019-2 Mortgage Loan Trust | 0.05% | -0.01 | $2,568,346.37 | 2,538,058 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.34% | NR | 25-May-2049 | 0.52 |
| Volkswagen Group of America Finance | 0.05% | 0.01 | $2,562,631.33 | 2,400,000 | Corporate Securities | Automotive | Germany | 3.13% | A3 | 12-May-2023 | 2.49 |
| Interpublic Group of | 0.05% | -0.00 | $2,549,042.91 | 2,505,000 | Corporate Securities | Broadcasting | United States | 3.50% | Baa2 | 01-Oct-2020 | 0.00 |
| SBA Tower Trust | 0.04% | -0.00 | $2,512,148.05 | 2,480,000 | Corporate Securities | Wireless Communications | United States | 1.88% | A2 | 15-Jan-2026 | 5.01 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.04% | -0.00 | $2,507,445.28 | 2,503,616 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.03% | NR | 25-Nov-2059 | 1.61 |
| Ventas Realty LP / Ventas Capital | 0.04% | -0.00 | $2,497,608.54 | 2,395,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.25% | Baa1 | 15-Aug-2022 | 1.59 |
| Micron Technology | 0.04% | -0.00 | $2,491,045.74 | 2,230,000 | Corporate Securities | Information Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 3.05 |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 0.04% | -0.00 | $2,487,371.64 | 2,361,000 | Corporate Securities | Oil Field Serv | United States | 2.77% | A3 | 15-Dec-2022 | 2.06 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,484,986.95 | 2,283,430 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2048 | 3.35 |
| Long Island Power Authority | 0.04% | N/A | $2,463,572.16 | 2,460,000 | Tax-Free Revenue | Electric Revenue | United States | 0.76% | A2 | 01-Mar-2023 | 1.99 |
| Nucor | 0.04% | -0.00 | $2,450,170.56 | 2,330,000 | Corporate Securities | Metals & Mining | United States | 2.00% | Baa1 | 01-Jun-2025 | 4.39 |
| Nissan Motor Acceptance | 0.04% | -0.00 | $2,444,866.99 | 2,395,000 | Corporate Securities | Automotive | United States | 3.65% | Baa3 | 21-Sep-2021 | 0.96 |
| MVW 2020-1 | 0.04% | N/A | $2,431,761.71 | 2,371,418 | Asst Backed Securities | Asset Backed Other | United States | 2.73% | NR | 20-Oct-2037 | 3.24 |
| Galton Funding Mortgage Trust 2019-1 | 0.04% | -0.01 | $2,411,039.07 | 2,336,371 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | NR | 25-Feb-2059 | 2.78 |
| Roper Technologies | 0.04% | -0.00 | $2,404,184.43 | 2,210,000 | Corporate Securities | Manufacturing | United States | 3.65% | Baa2 | 15-Sep-2023 | 2.75 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.04% | -0.02 | $2,399,099.50 | 2,387,964 | Asst Backed Securities | Auto Backed | United States | 2.24% | Aaa | 19-Jun-2023 | 0.16 |
| Navient Student Loan Trust 2019-2 | 0.04% | -0.02 | $2,398,240.52 | 2,400,131 | Asst Backed Securities | Student Loans | United States | 0.42% | Aaa | 27-Feb-2068 | 0.06 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.04% | -0.00 | $2,386,315.83 | 2,339,616 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jan-2055 | 1.63 |
| Bre Grand Islander Timeshare Issuer 2019 | 0.04% | -0.00 | $2,382,767.57 | 2,322,115 | Asst Backed Securities | Asset Backed Other | United States | 3.28% | NR | 26-Sep-2033 | 2.54 |
| WPP Finance 2010 | 0.04% | -0.00 | $2,373,007.12 | 2,255,000 | Corporate Securities | Advertising | United Kingdom | 3.63% | Baa2 | 07-Sep-2022 | 1.87 |
| EOG Resources | 0.04% | -0.00 | $2,361,556.41 | 2,263,000 | Corporate Securities | Exploration & Production | United States | 2.63% | A3 | 15-Mar-2023 | 2.17 |
| Schlumberger Finance Canada | 0.04% | N/A | $2,352,264.89 | 2,330,000 | Corporate Securities | Energy | United States | 1.40% | A2 | 17-Sep-2025 | 4.75 |
| Sequoia Mortgage Trust 2018-CH4 | 0.04% | 0.01 | $2,341,073.81 | 2,279,368 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Oct-2048 | 2.33 |
| Reynolds American | 0.04% | -0.00 | $2,341,051.24 | 2,195,000 | Corporate Securities | Food/Tobacco | United Kingdom | 4.00% | Baa2 | 12-Jun-2022 | 1.64 |
| Williams | 0.04% | 0.01 | $2,329,256.21 | 2,123,000 | Corporate Securities | Energy | United States | 4.30% | Baa3 | 04-Mar-2024 | 3.00 |
| COLT 2018-4 Mortgage Loan Trust | 0.04% | -0.01 | $2,319,031.53 | 2,281,574 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.01% | NR | 28-Dec-2048 | 1.29 |
| Analog devices | 0.04% | -0.00 | $2,288,937.46 | 2,075,000 | Corporate Securities | Information Technology | United States | 2.95% | Baa1 | 01-Apr-2025 | 4.18 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,260,886.54 | 1,912,732 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2035 | 3.97 |
| Baxalta | 0.04% | -0.00 | $2,259,329.79 | 2,150,000 | Corporate Securities | Healthcare | United States | 3.60% | Baa2 | 23-Jun-2022 | 1.52 |
| United Airlines 2019-2 Class B Pass Through Trust | 0.04% | 0.00 | $2,252,336.62 | 2,985,000 | Corporate Securities | Airlines | United States | 3.50% | Baa2 | 01-May-2028 | 3.06 |
| GMF Floorplan Owner Revolving Trust | 0.04% | N/A | $2,235,201.30 | 2,235,000 | Asst Backed Securities | Auto Backed | United States | 1.03% | Aa1 | 15-Aug-2025 | 2.83 |
| Fox | 0.04% | 0.01 | $2,230,136.78 | 2,125,000 | Corporate Securities | Media & Communications | United States | 3.67% | Baa2 | 25-Jan-2022 | 1.29 |
| Sierra Timeshare 2019-1 Receivables Funding | 0.04% | -0.01 | $2,226,590.41 | 2,150,416 | Asst Backed Securities | Asset Backed Other | United States | 3.20% | NR | 20-Jan-2036 | 1.98 |
| FNMA 30 YR TBA OCT | 0.04% | N/A | $2,224,115.28 | 2,150,000 | Mortgage Backed Securities | Mortgages | United States | 2.00% | NR | 01-Jan-2050 | 4.08 |
| Lincoln National | 0.04% | -0.00 | $2,221,301.31 | 2,025,000 | Corporate Securities | Insurance | United States | 4.00% | Baa1 | 01-Sep-2023 | 2.77 |
| Delta Air Lines | 0.04% | -0.00 | $2,220,628.41 | 2,200,000 | Corporate Securities | Airlines | United States | 2.60% | Baa3 | 04-Dec-2020 | 0.17 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,200,865.66 | 1,863,971 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2039 | 4.10 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,185,709.82 | 2,006,578 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Mar-2035 | 2.85 |
| NXP BV / NXP Funding | 0.04% | -0.00 | $2,166,886.38 | 1,930,000 | Corporate Securities | Information Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 3.11 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,157,366.68 | 2,023,610 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2024 | 1.26 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,156,638.32 | 1,870,371 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2045 | 4.16 |
| Avolon Holdings Funding | 0.04% | 0.00 | $2,143,308.75 | 2,230,000 | Corporate Securities | Financial | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 3.38 |
| World Omni Automobile Lease Securitization Trust 2018 | 0.04% | -0.00 | $2,140,755.96 | 2,135,000 | Asst Backed Securities | Auto Backed | United States | 3.06% | Aa1 | 15-May-2023 | 0.05 |
| EQT | 0.04% | 0.00 | $2,134,986.90 | 2,076,000 | Corporate Securities | Energy | United States | 4.88% | Ba3 | 15-Nov-2021 | 1.07 |
| Air Lease | 0.04% | -0.00 | $2,122,995.12 | 2,110,000 | Corporate Securities | Financial | United States | 2.50% | NR | 01-Mar-2021 | 0.41 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.04% | -0.00 | $2,121,960.22 | 1,865,000 | Corporate Securities | Banking | Mexico | 5.38% | Baa1 | 17-Apr-2025 | 3.98 |
| Ford Motor Credit | 0.04% | -0.00 | $2,118,309.96 | 2,060,000 | Corporate Securities | Automotive | United States | 5.88% | Ba2 | 02-Aug-2021 | 0.81 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.04% | 0.04 | $2,106,132.38 | 2,105,660 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.35% | NR | 25-Oct-2029 | 0.07 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,090,692.64 | 1,901,575 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2048 | 3.56 |
| Simon Property | 0.04% | N/A | $2,081,865.11 | 1,895,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.50% | A2 | 01-Sep-2025 | 4.37 |
| Volkswagen Group of America Finance | 0.04% | -0.00 | $2,068,522.14 | 2,030,000 | Corporate Securities | Automotive | Germany | 2.50% | A3 | 24-Sep-2021 | 0.97 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.04% | 0.03 | $2,057,719.14 | 2,031,142 | Asst Backed Securities | Auto Backed | United States | 3.35% | Aaa | 17-Jul-2023 | 0.34 |
| State of Connecticut | 0.04% | 0.02 | $2,028,091.67 | 1,925,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.00% | A1 | 01-Jul-2024 | 3.60 |
| Discover Bank | 0.04% | -0.00 | $2,026,019.57 | 1,975,000 | Corporate Securities | Banking | United States | 3.20% | Baa2 | 09-Aug-2021 | 0.85 |
| Avis Budget Rental Car Funding AESOP | 0.04% | 0.02 | $2,003,699.29 | 1,960,000 | Asst Backed Securities | Auto Backed | United States | 3.70% | Baa2 | 20-Mar-2023 | 1.23 |
| Sierra Timeshare 2016-3 Receivables Funding | 0.04% | -0.00 | $1,973,154.22 | 1,957,306 | Asst Backed Securities | Asset Backed Other | United States | 2.43% | NR | 20-Oct-2033 | 0.80 |
| STACR Trust 2018-DNA2 | 0.03% | -0.00 | $1,956,123.01 | 1,960,745 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.95% | NR | 25-Dec-2030 | 0.08 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,929,466.61 | 1,621,514 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2045 | 3.91 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.03% | -0.00 | $1,923,901.02 | 1,895,000 | Asst Backed Securities | Auto Backed | United States | 2.52% | Aaa | 16-Mar-2023 | 2.39 |
| Energy Transfer Operating | 0.03% | -0.00 | $1,920,147.96 | 1,819,000 | Corporate Securities | Oil Field Serv | United States | 4.20% | Baa3 | 15-Sep-2023 | 2.72 |
| Sunoco Logistics Partners Operations | 0.03% | 0.02 | $1,916,137.50 | 1,850,000 | Corporate Securities | Petroleum | United States | 4.40% | Baa3 | 01-Apr-2021 | 0.50 |
| Capital Auto Receivables Asset Trust 2017-1 | 0.03% | 0.01 | $1,895,601.48 | 1,865,000 | Asst Backed Securities | Auto Backed | United States | 2.70% | Aaa | 20-Sep-2022 | 0.94 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,893,535.12 | 1,767,023 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Nov-2049 | 1.96 |
| Volvo Financial Equipment Master Owner Trust | 0.03% | -0.00 | $1,891,288.12 | 1,890,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 0.65% | Aaa | 15-Nov-2022 | 0.04 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,888,478.69 | 1,633,169 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2036 | 4.18 |
| Energy Transfer Operating | 0.03% | -0.00 | $1,887,349.08 | 1,860,000 | Corporate Securities | Oil Field Serv | United States | 2.90% | Baa3 | 15-May-2025 | 4.23 |
| UBS AG/London | 0.03% | -0.00 | $1,880,194.55 | 1,830,000 | Corporate Securities | Banking | Switzerland | 1.75% | Aa3 | 21-Apr-2022 | 1.45 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,877,528.39 | 1,627,532 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2035 | 3.91 |
| OBX 2020-EXP1 Trust | 0.03% | -0.00 | $1,874,485.19 | 1,892,392 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.10% | NR | 25-Feb-2060 | 0.06 |
| Crown Castle Towers | 0.03% | -0.00 | $1,871,969.72 | 1,785,000 | Corporate Securities | Wireless Communications | United States | 3.72% | A2 | 15-Jul-2023 | 4.17 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,858,508.87 | 1,752,579 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Feb-2048 | 1.94 |
| Verus Securitization Trust 2019-INV1 | 0.03% | 0.00 | $1,826,837.32 | 1,795,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.03% | NR | 25-Dec-2059 | 0.56 |
| Enterprise Fleet Financing | 0.03% | 0.01 | $1,825,199.55 | 1,813,950 | Asst Backed Securities | Auto Backed | United States | 2.87% | NR | 20-Oct-2023 | 0.22 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.03% | 0.01 | $1,822,698.70 | 1,865,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.85% | NR | 15-Jan-2033 | 0.58 |
| SLM Student Loan Trust 2008-5 | 0.03% | -0.00 | $1,821,619.62 | 1,838,501 | Asst Backed Securities | Student Loans | United States | 1.94% | Baa3 | 25-Jul-2023 | 0.18 |
| Becton Dickinson And | 0.03% | -0.00 | $1,800,208.78 | 1,615,000 | Corporate Securities | Healthcare | United States | 3.73% | Ba1 | 15-Dec-2024 | 3.70 |
| Verus Securitization Trust 2018-INV1 | 0.03% | 0.02 | $1,800,100.79 | 1,783,253 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.63% | NR | 25-Mar-2058 | 1.96 |
| WEA Finance LLC / Westfield UK & Europe Finance | 0.03% | -0.01 | $1,784,285.30 | 1,756,000 | Corporate Securities | Real Estate Investment Trust Securities | France | 3.25% | Baa1 | 05-Oct-2020 | 0.01 |
| Valero Energy | 0.03% | N/A | $1,774,649.46 | 1,645,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.65% | Baa2 | 15-Mar-2025 | 4.13 |
| Towd Point Mortgage Trust 2016-1 | 0.03% | 0.01 | $1,746,041.11 | 1,698,862 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Feb-2055 | 1.53 |
| Roper Technologies | 0.03% | -0.01 | $1,745,745.58 | 1,740,000 | Corporate Securities | Manufacturing | United States | 1.00% | Baa2 | 15-Sep-2025 | 4.80 |
| SMBC Aviation Capital Finance DAC | 0.03% | 0.02 | $1,739,474.89 | 1,631,000 | Corporate Securities | Airlines | Ireland | 4.13% | NR | 15-Jul-2023 | 2.56 |
| CarMax Auto Owner Trust 2017-4 | 0.03% | -0.00 | $1,723,420.86 | 1,685,000 | Asst Backed Securities | Auto Backed | United States | 2.70% | NR | 16-Oct-2023 | 1.79 |
| Cardinal Health | 0.03% | -0.00 | $1,713,877.02 | 1,650,000 | Corporate Securities | Drugs | United States | 2.62% | Baa2 | 15-Jun-2022 | 1.58 |
| Ally Auto Receivables Trust 2017-2 | 0.03% | 0.01 | $1,703,719.81 | 1,700,000 | Asst Backed Securities | Auto Backed | United States | 2.93% | Aaa | 15-Nov-2023 | 1.33 |
| Towd Point Mortgage Trust 2015-5 | 0.03% | -0.01 | $1,688,869.12 | 1,670,406 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-May-2055 | 0.82 |
| General Motors Financial | 0.03% | -0.00 | $1,686,452.96 | 1,665,000 | Corporate Securities | Financial | United States | 4.20% | Baa3 | 01-Mar-2021 | 0.41 |
| Bristol-Myers Squibb | 0.03% | 0.00 | $1,680,308.58 | 1,570,000 | Corporate Securities | Drugs | United States | 3.25% | A2 | 20-Feb-2023 | 2.23 |
| Dallas Fort Worth International Airport | 0.03% | N/A | $1,679,953.63 | 1,670,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.33% | A1 | 01-Nov-2025 | 4.91 |
| Williams | 0.03% | -0.00 | $1,673,892.27 | 1,605,000 | Corporate Securities | Energy | United States | 3.35% | Baa3 | 15-Aug-2022 | 1.59 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,648,835.84 | 1,513,249 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2034 | 2.80 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.03% | -0.00 | $1,624,939.94 | 1,580,000 | Corporate Securities | Transportation | United States | 3.30% | Baa2 | 01-Apr-2021 | 0.42 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,620,767.35 | 1,492,634 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2048 | 3.35 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $1,598,290.20 | 1,437,762 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2047 | 1.23 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,588,802.31 | 1,492,550 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2026 | 1.54 |
| American Electric Power | 0.03% | -0.00 | $1,571,419.00 | 1,500,000 | Corporate Securities | Utilities | United States | 3.65% | Baa2 | 01-Dec-2021 | 1.14 |
| Sequoia Mortgage Trust 2018-CH3 | 0.03% | -0.01 | $1,564,676.59 | 1,494,656 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.50% | Aa1 | 25-Aug-2048 | 2.38 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,551,253.73 | 1,454,561 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2027 | 1.54 |
| OBX 2019-EXP2 Trust | 0.03% | -0.00 | $1,546,900.98 | 1,561,158 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.35% | NR | 25-Jun-2059 | 0.58 |
| Ralph Lauren | 0.03% | -0.00 | $1,545,514.43 | 1,510,000 | Corporate Securities | Consumer Products | United States | 1.70% | A3 | 15-Jun-2022 | 1.67 |
| OBX 2020-EXP2 Trust | 0.03% | N/A | $1,544,876.30 | 1,508,138 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-May-2060 | 1.83 |
| Bristol-Myers Squibb | 0.03% | -0.00 | $1,536,830.87 | 1,375,000 | Corporate Securities | Drugs | United States | 3.63% | A2 | 15-May-2024 | 3.19 |
| Verus Securitization Trust 2020-INV1 | 0.03% | -0.00 | $1,531,415.78 | 1,512,472 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.98% | NR | 25-Mar-2060 | 2.24 |
| Sequoia Mortgage Trust 2018-CH4 | 0.03% | -0.01 | $1,529,240.67 | 1,478,164 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.50% | Aaa | 25-Oct-2048 | 2.32 |
| Ventas Realty | 0.03% | -0.00 | $1,522,670.09 | 1,455,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.10% | Baa1 | 15-Jan-2023 | 2.13 |
| Roper Technologies | 0.03% | -0.02 | $1,510,232.94 | 1,510,000 | Corporate Securities | Manufacturing | United States | 0.45% | Baa2 | 15-Aug-2022 | 1.86 |
| Government National Mortgage Assn. | 0.03% | 0.02 | $1,477,164.92 | 1,289,979 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2039 | 2.92 |
| AbbVie | 0.03% | 0.00 | $1,474,007.81 | 1,385,000 | Corporate Securities | Drugs | United States | 3.20% | Baa2 | 06-Nov-2022 | 1.87 |
| Brixmor Operating Partnership | 0.03% | -0.00 | $1,466,205.49 | 1,410,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.88% | Baa3 | 15-Aug-2022 | 1.66 |
| Towd Point Mortgage Trust 2015-4 | 0.03% | -0.01 | $1,463,463.62 | 1,451,484 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Apr-2055 | 0.61 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,461,974.01 | 1,347,425 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2048 | 3.49 |
| Verus Securitization Trust 2018-2 | 0.03% | 0.01 | $1,457,796.54 | 1,439,247 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.78% | NR | 01-Jun-2058 | 2.12 |
| NXP BV / NXP Funding LLC / NXP USA | 0.03% | -0.00 | $1,455,146.71 | 1,365,000 | Corporate Securities | Information Technology | Netherlands | 2.70% | Baa3 | 01-May-2025 | 4.23 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.03% | 0.00 | $1,450,075.96 | 1,495,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.40% | NR | 15-Jan-2033 | 0.57 |
| Fox | 0.03% | -0.00 | $1,442,783.21 | 1,305,000 | Corporate Securities | Media & Communications | United States | 3.05% | Baa2 | 07-Apr-2025 | 4.13 |
| Smb Private Education Loan Trust 2015 | 0.03% | -0.01 | $1,438,596.31 | 1,435,544 | Asst Backed Securities | Student Loans | United States | 1.15% | Aaa | 15-Jun-2027 | 0.05 |
| Humana | 0.03% | -0.00 | $1,433,348.03 | 1,360,000 | Corporate Securities | Healthcare | United States | 2.90% | Baa3 | 15-Dec-2022 | 2.06 |
| Deephaven Residential Mortgage Trust 2018-1 | 0.03% | -0.01 | $1,429,519.91 | 1,417,313 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.98% | NR | 25-Dec-2057 | 1.61 |
| AbbVie | 0.03% | -0.00 | $1,415,596.62 | 1,335,000 | Corporate Securities | Drugs | United States | 3.25% | Baa2 | 01-Oct-2022 | 1.72 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,407,941.80 | 1,321,586 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2026 | 1.33 |
| Freddie Mac STACR REMIC Trust 2020-HQA1 | 0.03% | -0.02 | $1,403,960.62 | 1,406,269 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Jan-2050 | 0.06 |
| Standard Chartered | 0.02% | -0.00 | $1,398,210.39 | 1,325,000 | Corporate Securities | Banking | United Kingdom | 3.89% | A2 | 15-Mar-2024 | 2.34 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,392,841.37 | 1,214,124 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2040 | 4.16 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,387,377.02 | 1,174,284 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $1,377,535.64 | 1,173,789 | Mortgage Backed Securities | Mortgages | United States | 7.00% | NR | 01-Mar-2039 | 3.34 |
| State of Connecticut | 0.02% | 0.01 | $1,362,132.39 | 1,275,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.10% | A1 | 01-Jul-2025 | 4.52 |
| Elara Hgv Timeshare Issuer 2017 | 0.02% | -0.00 | $1,358,476.98 | 1,329,890 | Asst Backed Securities | Asset Backed Other | United States | 2.69% | NR | 25-Mar-2030 | 2.45 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $1,334,532.55 | 1,129,699 | Mortgage Backed Securities | Mortgages | United States | 7.50% | NR | 01-Jun-2038 | 3.14 |
| SLM Student Loan Trust 2008-9 | 0.02% | -0.00 | $1,324,647.79 | 1,345,412 | Asst Backed Securities | Student Loans | United States | 1.74% | Baa3 | 25-Apr-2023 | 0.05 |
| Freddie Mac STACR Remic Trust 2020-DNA2 | 0.02% | -0.01 | $1,301,318.47 | 1,303,619 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Feb-2050 | 0.08 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,283,685.71 | 1,086,648 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.02% | 0.02 | $1,266,738.62 | 1,249,186 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.58% | NR | 25-Oct-2047 | 1.57 |
| Capital Auto Receivables Asset Trust 2017-1 | 0.02% | -0.00 | $1,247,106.21 | 1,235,000 | Asst Backed Securities | Auto Backed | United States | 2.43% | Aaa | 20-May-2022 | 0.54 |
| San Diego Gas & Electric | 0.02% | -0.01 | $1,233,066.31 | 1,220,393 | Corporate Securities | Utilities | United States | 1.91% | A2 | 01-Feb-2022 | 0.83 |
| Ally Auto Receivables Trust 2017-2 | 0.02% | -0.00 | $1,227,388.79 | 1,225,000 | Asst Backed Securities | Auto Backed | United States | 2.46% | Aaa | 15-Sep-2022 | 0.91 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.02% | -0.01 | $1,179,967.69 | 1,169,768 | Asst Backed Securities | Auto Backed | United States | 2.96% | Aaa | 15-Mar-2024 | 0.34 |
| Societe Generale | 0.02% | -0.00 | $1,171,045.80 | 1,120,000 | Corporate Securities | Banking | France | 2.63% | Baa2 | 16-Oct-2024 | 3.79 |
| Towd Point Mortgage Trust 2016-2 | 0.02% | -0.00 | $1,166,687.01 | 1,135,692 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Aug-2055 | 1.61 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,162,998.01 | 1,008,665 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 4.03 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.02% | -0.00 | $1,152,519.66 | 1,150,465 | Asst Backed Securities | Asset Backed Other | United States | 2.58% | NR | 20-Sep-2032 | 1.26 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02 | $1,135,345.00 | 1,125,906 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.72% | NR | 25-Feb-2048 | 0.39 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $1,131,754.93 | 1,069,138 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2023 | 1.04 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,126,432.04 | 1,051,897 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Dec-2045 | 2.55 |
| Boral Finance Pty | 0.02% | -0.00 | $1,111,323.21 | 1,070,000 | Corporate Securities | Building Products | Australia | 3.00% | Baa2 | 01-Nov-2022 | 1.93 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.02% | -0.00 | $1,096,157.90 | 1,078,054 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.61% | NR | 27-Sep-2049 | 1.54 |
| International Business Machines | 0.02% | -0.00 | $1,084,130.59 | 1,020,000 | Corporate Securities | Computer Service & Software | United States | 2.88% | A2 | 09-Nov-2022 | 2.04 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02 | $1,051,752.12 | 1,052,845 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Mar-2030 | 0.07 |
| RETL 2019-RVP | 0.02% | -0.02 | $1,046,697.82 | 1,046,052 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.30% | Aaa | 15-Mar-2036 | 0.73 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,039,791.86 | 958,344 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2050 | 3.40 |
| Towd Point Mortgage Trust 2016-1 | 0.02% | -0.01 | $1,037,951.60 | 1,020,200 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Feb-2055 | 0.99 |
| Bunge Ltd Finance | 0.02% | -0.00 | $1,034,971.63 | 940,000 | Corporate Securities | Food Processing | United States | 4.35% | Baa3 | 15-Mar-2024 | 3.17 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,033,295.13 | 874,242 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2034 | 3.97 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,031,118.54 | 966,200 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2025 | 1.33 |
| ERAC USA Finance | 0.02% | -0.00 | $1,026,360.00 | 1,000,000 | Corporate Securities | Transportation Services | United States | 5.25% | Baa1 | 01-Oct-2020 | 0.00 |
| Kinder Morgan Energy Partners | 0.02% | -0.00 | $1,008,184.41 | 955,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.95% | Baa2 | 01-Sep-2022 | 1.63 |
| GS Mortgage Securities Corp Trust 2019-SOHO | 0.02% | -0.00 | $993,042.92 | 1,000,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.06% | Aaa | 15-Jun-2036 | 0.72 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $985,774.02 | 835,277 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| MVW Owner Trust 2014-1 | 0.02% | -0.00 | $982,852.34 | 979,932 | Asst Backed Securities | Asset Backed Other | United States | 2.25% | NR | 22-Sep-2031 | 0.68 |
| City of Houston TX Airport System Revenue | 0.02% | N/A | $976,150.50 | 975,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.05% | A1 | 01-Jul-2023 | 2.65 |
| Shire Acquisitions Investments Ireland DAC | 0.02% | -0.00 | $970,444.75 | 915,000 | Corporate Securities | Drugs | Ireland | 2.88% | Baa2 | 23-Sep-2023 | 2.72 |
| Gray Oak Pipeline | 0.02% | N/A | $956,090.43 | 950,000 | Corporate Securities | Energy | United States | 2.00% | Baa3 | 15-Sep-2023 | 2.86 |
| Reinsurance Group of America | 0.02% | -0.00 | $952,253.73 | 910,000 | Corporate Securities | Insurance | United States | 5.00% | Baa1 | 01-Jun-2021 | 0.65 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $951,115.55 | 868,466 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2048 | 0.63 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $946,519.03 | 873,414 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Feb-2048 | 2.39 |
| Danske Bank | 0.02% | -0.00 | $931,056.57 | 820,000 | Corporate Securities | Banking | Denmark | 5.38% | Baa3 | 12-Jan-2024 | 3.02 |
| Deutsche Bank AG/New York NY | 0.02% | -0.00 | $928,049.54 | 905,000 | Corporate Securities | Banking | Germany | 3.38% | Baa3 | 12-May-2021 | 0.60 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $927,224.72 | 844,895 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2049 | 3.28 |
| Verus Securitization Trust 2018-2 | 0.02% | -0.00 | $913,643.90 | 902,967 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.83% | NR | 01-Jun-2058 | 2.13 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $910,463.10 | 773,248 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2034 | 3.77 |
| Sierra Timeshare 2016-1 Receivables Funding | 0.02% | -0.00 | $881,644.89 | 879,768 | Asst Backed Securities | Asset Backed Other | United States | 3.08% | NR | 21-Mar-2033 | 1.10 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $877,436.70 | 828,728 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2024 | 1.03 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $837,954.11 | 755,507 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Mar-2048 | 1.28 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $835,616.10 | 759,226 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Feb-2049 | 0.77 |
| Ari Fleet Lease Trust 2018 | 0.01% | -0.01 | $834,563.81 | 831,048 | Asst Backed Securities | Auto Backed | United States | 2.55% | NR | 15-Oct-2026 | 0.19 |
| Towd Point Mortgage Trust 2016-3 | 0.01% | -0.00 | $833,208.17 | 821,784 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.25% | Aaa | 25-Apr-2056 | 1.12 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.01% | N/A | $814,085.80 | 795,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 2.06% | NR | 01-Dec-2024 | 3.98 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $810,792.25 | 757,228 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2049 | 2.06 |
| State of Connecticut | 0.01% | -0.00 | $805,104.47 | 770,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.00% | A1 | 01-Jul-2023 | 2.67 |
| Verus Securitization Trust 2018-INV1 | 0.01% | -0.00 | $794,474.58 | 788,927 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.85% | NR | 25-Mar-2058 | 1.96 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $764,979.91 | 693,744 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Mar-2048 | 0.84 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.01% | -0.00 | $762,328.90 | 760,941 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.39% | Aaa | 15-Sep-2049 | 0.38 |
| MVW Owner Trust 2017-1 | 0.01% | 0.01 | $719,869.05 | 705,498 | Asst Backed Securities | Asset Backed Other | United States | 2.42% | NR | 20-Dec-2034 | 2.78 |
| Freddie Mac Stacr Trust 2018-HQA2 | 0.01% | -0.00 | $718,873.03 | 720,541 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Oct-2048 | 0.06 |
| Sunoco Logistics Partners Operations | 0.01% | -0.00 | $718,650.56 | 697,000 | Corporate Securities | Petroleum | United States | 3.45% | Baa3 | 15-Jan-2023 | 2.01 |
| Energy Transfer Operating | 0.01% | -0.02 | $714,457.57 | 665,000 | Corporate Securities | Oil Field Serv | United States | 4.90% | Baa3 | 01-Feb-2024 | 2.89 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $711,881.36 | 670,853 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2024 | 1.26 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $701,599.14 | 690,745 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Apr-2057 | 0.87 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $683,314.90 | 592,278 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $649,274.47 | 623,256 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.76 |
| Freddie Mac Stacr Remic Trust 2020-DNA1 | 0.01% | -0.01 | $647,680.86 | 648,305 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.85% | NR | 25-Jan-2050 | 0.06 |
| MVW Owner Trust 2017-1 | 0.01% | 0.01 | $634,749.86 | 631,764 | Asst Backed Securities | Asset Backed Other | United States | 2.99% | NR | 20-Dec-2034 | 2.46 |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 0.01% | -0.00 | $597,082.34 | 595,023 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.82% | A3 | 25-May-2047 | 1.78 |
| Sierra Timeshare 2016-2 Receivables Funding | 0.01% | -0.00 | $585,647.78 | 582,420 | Asst Backed Securities | Asset Backed Other | United States | 2.33% | NR | 20-Jul-2033 | 0.42 |
| City of Houston TX Airport System Revenue | 0.01% | N/A | $575,051.75 | 575,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 0.88% | A1 | 01-Jul-2022 | 1.68 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $563,259.04 | 543,155 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2023 | 0.80 |
| Freddie Mac REMICS | 0.01% | -0.01 | $561,747.20 | 552,562 | Mortgage Backed Securities | Agency Bkd CMO | United States | 4.00% | NR | 15-Nov-2036 | 0.07 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $556,984.11 | 467,992 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2035 | 3.98 |
| SMBC Aviation Capital Finance DAC | 0.01% | -0.00 | $548,428.24 | 540,000 | Corporate Securities | Airlines | Ireland | 2.65% | NR | 15-Jul-2021 | 0.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $527,481.55 | 447,801 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Oct-2035 | 4.06 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $524,178.79 | 450,629 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2039 | 4.28 |
| Sierra Timeshare Conduit Receivables Funding | 0.01% | -0.00 | $514,597.30 | 505,553 | Asst Backed Securities | Asset Backed Other | United States | 2.91% | NR | 20-Mar-2034 | 2.69 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $506,642.74 | 474,727 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2027 | 1.54 |
| Hilton Grand Vacations Trust 2017 | 0.01% | -0.00 | $502,303.30 | 499,209 | Asst Backed Securities | Asset Backed Other | United States | 2.96% | NR | 26-Dec-2028 | 1.67 |
| GreatAmerica Leasing Receivables Funding LLC Series 2018-1 | 0.01% | -0.01 | $493,106.72 | 491,495 | Asst Backed Securities | Equip Lease Small | United States | 2.60% | NR | 15-Jun-2021 | 0.11 |
| Sunoco Logistics Partners Operations | 0.01% | -0.00 | $485,712.50 | 455,000 | Corporate Securities | Petroleum | United States | 4.25% | Baa3 | 01-Apr-2024 | 3.09 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $484,397.64 | 469,700 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2024 | 0.76 |
| Elara Hgv Timeshare Issuer 2014 | 0.01% | -0.00 | $468,123.55 | 467,147 | Asst Backed Securities | Asset Backed Other | United States | 2.53% | NR | 25-Feb-2027 | 0.77 |
| CenterPoint Energy Resources | 0.01% | -0.00 | $465,066.00 | 460,000 | Corporate Securities | Utilities | United States | 4.50% | A3 | 15-Jan-2021 | 0.04 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $461,549.68 | 433,345 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2024 | 1.33 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $438,056.16 | 370,878 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $424,993.83 | 382,757 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.71 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $416,364.82 | 404,701 | Mortgage Backed Securities | Mortgages | United States | 2.31% | NR | 01-Oct-2033 | 0.93 |
| GS Mortgage-Backed Securities Trust | 0.01% | -0.00 | $390,402.57 | 385,970 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.45% | NR | 25-Jul-2044 | 0.47 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $388,361.36 | 328,463 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2042 | 4.10 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $371,337.44 | 337,391 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Dec-2048 | 0.77 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $366,618.60 | 343,297 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2026 | 1.54 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.01% | -0.01 | $365,479.94 | 364,126 | Asst Backed Securities | Equip Lease Small | United States | 2.29% | Aaa | 10-Jun-2021 | 0.14 |
| Santander Drive Auto Receivables Trust 2018-4 | 0.01% | -0.03 | $344,471.84 | 343,507 | Asst Backed Securities | Auto Backed | United States | 3.27% | Aaa | 17-Jan-2023 | 0.04 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $341,673.19 | 295,953 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2036 | 4.03 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.01% | -0.00 | $328,739.61 | 326,598 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.96% | NR | 25-Aug-2058 | 1.43 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $301,805.27 | 288,467 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.94% | NR | 01-Jun-2038 | 0.88 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $301,525.40 | 284,837 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jan-2024 | 1.03 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.01% | N/A | $298,741.64 | 295,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.71% | NR | 01-Dec-2022 | 2.12 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $295,421.58 | 278,723 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Dec-2024 | 1.35 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $293,246.32 | 248,776 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Jul-2032 | 3.55 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $292,182.35 | 278,537 | Mortgage Backed Securities | Mortgages | United States | 2.78% | NR | 01-May-2038 | 0.76 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $291,531.11 | 286,763 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.50% | NR | 01-Jul-2038 | 0.99 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $291,382.44 | 254,262 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2034 | 3.24 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $290,326.19 | 275,472 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.95% | NR | 01-Oct-2036 | 1.01 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $288,692.87 | 251,948 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Dec-2032 | 3.24 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $287,154.09 | 258,415 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.74 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $284,420.26 | 266,460 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2024 | 1.28 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.00% | N/A | $280,000.46 | 275,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.84% | NR | 01-Dec-2023 | 3.07 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $271,555.47 | 237,073 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Feb-2040 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $266,379.27 | 226,796 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2036 | 4.06 |
| Deephaven Residential Mortgage Trust 2017-1 | 0.00% | -0.00 | $257,210.17 | 255,239 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.49% | NR | 26-Dec-2046 | 0.90 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $256,619.84 | 222,436 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| MVW Owner Trust 2017-1 | 0.00% | -0.00 | $254,555.61 | 251,365 | Asst Backed Securities | Asset Backed Other | United States | 2.75% | NR | 20-Dec-2034 | 2.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $254,310.95 | 239,374 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2024 | 1.27 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $252,860.96 | 212,542 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2035 | 3.91 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $251,955.97 | 229,711 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.37 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $235,021.25 | 220,108 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.08% | NR | 01-Feb-2038 | 0.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $234,621.41 | 220,308 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2026 | 1.49 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $212,725.91 | 204,999 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2023 | 0.80 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $194,043.58 | 169,312 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2036 | 2.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $192,485.30 | 181,555 | Mortgage Backed Securities | Mortgages | United States | 3.62% | NR | 01-Apr-2038 | 0.73 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $183,284.29 | 156,008 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-May-2036 | 4.06 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $183,191.42 | 164,861 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $181,474.67 | 176,663 | Mortgage Backed Securities | Mortgages | United States | 3.64% | NR | 01-May-2038 | 0.73 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $180,810.49 | 151,871 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2035 | 3.98 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $178,929.76 | 175,306 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.10% | NR | 01-Nov-2034 | 0.96 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $178,717.18 | 155,941 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2035 | 3.02 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $175,675.09 | 158,096 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.81 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $156,434.13 | 136,559 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Mar-2041 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $154,266.89 | 129,632 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $149,770.12 | 127,328 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Mar-2036 | 4.06 |
| GS Mortgage Securities Trust 2016-GS3 | 0.00% | -0.00 | $145,496.69 | 145,311 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.43% | Aaa | 10-Oct-2049 | 0.15 |
| Enterprise Fleet Financing | 0.00% | -0.02 | $141,765.94 | 141,544 | Asst Backed Securities | Auto Backed | United States | 2.13% | NR | 22-May-2023 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $140,143.58 | 117,951 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2037 | 4.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $139,670.03 | 117,398 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $139,272.97 | 121,059 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2038 | 4.29 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $139,162.18 | 121,425 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jan-2036 | 3.02 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $125,478.03 | 118,640 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2022 | 0.76 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $125,326.72 | 114,256 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.06 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $124,156.00 | 118,319 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2023 | 1.08 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $122,737.41 | 115,931 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2023 | 1.04 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $120,318.93 | 114,439 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.72% | NR | 01-Jul-2035 | 1.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $117,720.12 | 111,654 | Mortgage Backed Securities | Mortgages | United States | 2.69% | NR | 01-Aug-2038 | 0.96 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $113,201.39 | 103,203 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 0.62 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $112,696.97 | 100,521 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 2.30 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $111,424.48 | 110,092 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.20% | NR | 01-May-2038 | 0.83 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $110,600.87 | 100,840 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 1.10 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.00% | -0.00 | $106,853.00 | 105,383 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.71% | NR | 25-Oct-2047 | 1.57 |
| Deephaven Residential Mortgage Trust 2017-3 | 0.00% | -0.00 | $99,901.68 | 98,604 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.81% | NR | 25-Oct-2047 | 0.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $99,032.89 | 97,732 | Mortgage Backed Securities | Mortgages | United States | 3.79% | NR | 01-May-2038 | 0.67 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $96,827.71 | 81,519 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Nov-2034 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $87,907.64 | 83,042 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2023 | 1.03 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $87,452.52 | 82,071 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jul-2025 | 1.54 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $86,001.37 | 80,532 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.19% | NR | 01-Feb-2037 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $83,147.45 | 80,629 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Feb-2023 | 0.76 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $80,766.18 | 75,810 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.12% | NR | 01-Dec-2036 | 0.60 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $79,110.65 | 74,960 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.75% | NR | 01-Feb-2037 | 0.64 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $77,818.83 | 72,984 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2025 | 1.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $77,461.47 | 75,784 | Mortgage Backed Securities | Mortgages | United States | 3.23% | NR | 01-Dec-2035 | 0.56 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $75,218.28 | 73,214 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Feb-2023 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $74,216.40 | 70,461 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.38% | NR | 01-May-2037 | 0.85 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $74,150.45 | 62,645 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $69,596.69 | 65,240 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2024 | 1.33 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $68,615.61 | 68,040 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.63% | NR | 01-Jul-2035 | 0.78 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $66,962.53 | 63,323 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-May-2023 | 0.79 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $63,920.38 | 60,446 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2023 | 0.79 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $63,888.15 | 62,372 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2023 | 0.40 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $53,236.80 | 50,491 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.73% | NR | 01-Feb-2037 | 0.69 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $51,142.70 | 50,681 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.88% | NR | 01-Jan-2037 | 0.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $49,318.52 | 41,438 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jun-2036 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $48,036.04 | 47,133 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.72% | NR | 01-Dec-2032 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $45,470.18 | 39,113 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Oct-2038 | 4.29 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $43,712.14 | 43,444 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.22% | NR | 01-Sep-2035 | 1.09 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $43,654.18 | 36,932 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2036 | 3.97 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $42,958.29 | 41,722 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $42,211.64 | 39,630 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2025 | 1.45 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $40,715.95 | 34,413 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2038 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $40,043.73 | 34,165 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $36,989.11 | 34,979 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2025 | 0.79 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $36,805.75 | 36,505 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.05% | NR | 01-Nov-2036 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $34,780.33 | 33,326 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.55% | NR | 01-Jun-2038 | 0.96 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $32,264.82 | 31,802 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Nov-2023 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $28,458.61 | 23,904 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2036 | 4.00 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $27,953.47 | 23,652 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2034 | 3.98 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $27,371.62 | 26,032 | Mortgage Backed Securities | Mortgages | United States | 2.68% | NR | 01-Aug-2038 | 0.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $27,087.45 | 22,959 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2034 | 3.93 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $26,248.08 | 25,981 | Mortgage Backed Securities | Mortgages | United States | 3.34% | NR | 01-Dec-2035 | 0.41 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $25,639.54 | 24,967 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2022 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $24,871.53 | 24,540 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2022 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $23,764.34 | 23,350 | Mortgage Backed Securities | Mortgages | United States | 2.58% | NR | 01-Sep-2037 | 0.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $23,531.94 | 20,057 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jun-2036 | 3.63 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $23,127.50 | 22,945 | Mortgage Backed Securities | Mortgages | United States | 3.85% | NR | 01-Dec-2035 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,186.11 | 18,070 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.59% | NR | 01-Oct-2032 | 1.09 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $17,735.92 | 15,829 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2038 | 4.13 |
| STACR Trust 2018-DNA3 | 0.00% | -0.00 | $15,593.70 | 15,624 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Sep-2048 | 0.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,762.98 | 14,341 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-May-2022 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,162.56 | 14,093 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.91% | NR | 01-Jan-2034 | 0.31 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $12,808.91 | 12,573 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jul-2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,514.44 | 11,821 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2023 | 1.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $12,414.74 | 11,083 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2038 | 4.13 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,032.33 | 10,419 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2035 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $10,157.91 | 9,651 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.47% | NR | 01-Apr-2037 | 0.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,701.33 | 9,627 | Mortgage Backed Securities | Mortgages | United States | 3.34% | NR | 01-Aug-2038 | 0.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,110.82 | 9,016 | Mortgage Backed Securities | Mortgages | United States | 3.77% | NR | 01-Dec-2035 | 0.44 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,762.26 | 8,650 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2022 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $8,036.42 | 7,901 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.99% | NR | 01-Feb-2034 | 0.57 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,642.38 | 7,539 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jun-2022 | 0.80 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $7,326.38 | 7,189 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,090.77 | 7,040 | Mortgage Backed Securities | Mortgages | United States | 3.35% | NR | 01-Jul-2034 | 0.61 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,586.66 | 6,467 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,840.81 | 5,827 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.23% | NR | 01-Sep-2032 | 1.05 |
| Fannie Mae REMIC Trust 2001-W4 | 0.00% | -0.00 | $4,615.06 | 4,187 | Mortgage Backed Securities | Agency Bkd CMO | United States | 5.61% | NR | 25-Jan-2032 | 2.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,413.12 | 4,289 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2022 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,769.12 | 3,564 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2021 | 0.14 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,254.06 | 3,104 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2024 | 1.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,236.15 | 3,182 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,212.45 | 3,194 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.68% | NR | 01-Feb-2033 | 0.49 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,775.86 | 2,743 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,585.18 | 2,575 | Mortgage Backed Securities | Mortgages | United States | 3.63% | NR | 01-Jan-2035 | 1.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,376.46 | 2,363 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.45% | NR | 01-Jul-2027 | 1.42 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,197.08 | 2,162 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,043.21 | 2,028 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.96% | NR | 01-Feb-2033 | 0.66 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,685.54 | 1,671 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Mar-2021 | 0.20 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,661.77 | 1,605 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,655.39 | 1,652 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.50% | NR | 01-Jul-2033 | 1.26 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,475.61 | 1,448 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,153.41 | 1,091 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2025 | 0.76 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,073.37 | 1,015 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2022 | 0.14 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $991.97 | 985 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Mar-2021 | 0.14 |
| FNMA 15YR | 0.00% | N/A | $659.06 | 623 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2020 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $532.46 | 527 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.72% | NR | 01-May-2024 | 1.55 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $528.53 | 524 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.97% | NR | 01-Oct-2033 | 0.97 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $525.75 | 516 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $431.46 | 408 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2021 | 0.42 |
| FNMA 15YR | 0.00% | N/A | $352.20 | 333 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2021 | 0.19 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $244.78 | 242 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Nov-2021 | 0.40 |
| FNMA 15YR | 0.00% | N/A | $233.91 | 221 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jan-2021 | 0.23 |
| FNMA 15YR | 0.00% | N/A | $196.65 | 187 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2020 | 0.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $182.74 | 180 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2022 | 0.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $134.63 | 133 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jun-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $119.84 | 113 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2021 | 0.42 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $115.74 | 114 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2021 | 0.43 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $94.28 | 93 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2021 | 0.40 |
| FED NATL MTG ASSN ARM | 0.00% | N/A | $93.60 | 93 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 1.90% | NR | 01-Nov-2020 | 0.11 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $72.58 | 72 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Nov-2021 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $37.91 | 37 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $33.91 | 32 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2021 | 0.42 |
| FNMA 15YR | 0.00% | N/A | $12.77 | 12 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jan-2021 | 0.14 |
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 |
|---|---|---|---|
| Corporate Bonds & Notes | 51.35% | 23.65% | |
| Asset-Backed Securities | 15.46% | 0.00% | |
| Mortgage-Backed Securities | 14.12% | 0.00% | |
| CMBS | 4.63% | 0.00% | |
| Cash & Equivalents | 0.53% | 0.00% | |
| Government Related | 2.14% | 10.87% | |
| U.S. Treasury Bonds and Notes | 11.78% | 65.48% |
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.
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Bloomberg Index Services Limited. BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Mike Reinartz is a portfolio manager for the US Short-Term Bond strategies in the Fixed Income Division. He is an executive vice president of the Fixed Income Series, Inc., an executive vice president and the chairman of the Investment Advisory Committee of the Short-Term Bond Fund, and a vice president of the Inflation Protected Bond and Limited Duration Inflation Focused Bond Funds. He also is the chairman of the Investment Advisory Committee for the Limited-Term Bond Portfolio and a member of the Investment Advisory Committees for the Ultra Short-Term Bond and Short Duration Income Funds. Mike is a vice president of T. Rowe Price Group, Inc., T. Rowe Price Associates, Inc., and T. Rowe Price Trust Company.