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)
3.59%
1.61%
Data as of 30-Jun-2021
Data as of 30-Jun-2021
1YR Return (Net)
(View Total Returns)
Information Ratio
(5 Years)
2.26%
0.55
Data as of 30-Jun-2021
Data as of 30-Jun-2021
Inception Date 31-Mar-1990
Performance figures calculated in USD
Other Literature
- This product's strategy also available as
- a US Mutual Fund
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 % | 2.49% | 3.82% | 2.76% | 2.27% |
| Composite Net % | 2.26% | 3.59% | 2.53% | 2.04% |
| Benchmark % | 0.44% | 2.96% | 1.88% | 1.49% |
| Excess Return (Gross) % | 2.05% | 0.86% | 0.88% | 0.78% |
Recent Performance
| 3 MonthsData as of 30-Jun-2021 | Year to DateData as of 30-Jun-2021 | |
|---|---|---|
| Composite Gross % | 0.30% | 0.53% |
| Composite Net % | 0.24% | 0.42% |
| Benchmark % | 0.04% | 0.00% |
| Excess Return (Gross) % | 0.26% | 0.53% |
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
988
Largest Holding
U.S. Treasury Notes
4.95%
Was
(31-Mar-2021) 0.00%
Top 10 Holdings 14.54%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 25.43% | -52.17% |
| Portfolio | 35.24% | 14.58% |
| Benchmark | 9.81% | 66.75% |
Average Credit Quality
A+Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 3-5 Years | 1-3 Years |
| By % | 21.79% | -40.13% |
| Portfolio | 21.79% | 59.87% |
| Benchmark | 0.00% | 100.00% |
Weighted Average Maturity
2.15 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Under 1 Year | 1-3 Years |
| By % | 26.49% | -44.35% |
| Portfolio | 28.37% | 53.77% |
| Benchmark | 1.88% | 98.12% |
Weighted Average Duration
1.74 YearsSectors
Total
Sectors
7
Largest Sector Corporate Bonds & Notes 49.87%
Was (31-Mar-2021)
51.59%
Other
View complete Sector Diversification
Largest Overweight
Corporate Bonds & Notes
By27.10%
Portfolio
49.87%
Benchmark
22.77%
Largest Underweight
U.S. Treasury Bonds and Notes
By-52.17%
Portfolio
14.58%
Benchmark
66.75%
Team (As of 10-Sep-2021)
Mike Reinartz is the 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 at25
T. Rowe Price - Years investment25
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 at10
T. Rowe Price - Years investment26
experience
Portfolio Characteristics
Representative Portfolio vs Benchmarkas of 30-Jun-2021
| Characteristic | Portfolio | Benchmark |
|---|---|---|
| Weighted Average Coupon | 2.13% | 1.77% |
| Weighted Average Maturity | 2.15 Years | 1.93 Years |
| Weighted Average Duration | 1.74 Years | 1.86 Years |
| Number of Holdings | 986 | 1,635 |
Risks
- Capital risk
- Counterparty risk
- ESG and Sustainability risk
- Geographic concentration risk
- Hedging risk
- Investment portfolio risk
- Management risk
- Operational risk
Risk/Return Characteristics
as of 30-Jun-2021US Short-Term Bond Composite
| Risk/Return (5 Years) | Composite | Benchmark |
|---|---|---|
| Alpha | 0.87% | 0.00% |
| Beta | 1.01 | 1.00 |
| R-Squared | 0.21 | 1.00 |
| Annualized Std. Deviation | 1.79% | 0.91% |
| Information Ratio | 0.55 | 0.00 |
| Sharpe Ratio | 0.89 | 0.80 |
| 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
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.00% | 3.43% | 0.84% | 1.25% | 0.96% | 2.18% | 1.83% | 1.84% | 4.75% | 4.77% | Composite Gross | |
| 1.78% | 3.19% | 0.61% | 1.02% | 0.74% | 1.95% | 1.60% | 1.62% | 4.52% | 4.53% | Composite Net | |
| 1.59% | 1.26% | 0.64% | 0.77% | 0.65% | 1.28% | 0.84% | 1.60% | 4.03% | 3.33% | Benchmark | |
| 0.19% | 1.93% | -0.03% | 0.25% | 0.09% | 0.67% | 0.76% | 0.02% | 0.49% | 1.20% | Value added (Gross) |
- Composite Gross
- Composite Net
- Benchmark
Top 10 Issuers (30-Jun-2021)
| Issuer Name | % of Portfolio | Sector | Industry | Country |
|---|---|---|---|---|
| PG&E | 0.98% | N/A | N/A | N/A |
| Charter Communications | 0.85% | N/A | N/A | N/A |
| AbbVie | 0.83% | N/A | N/A | N/A |
| Imperial Brands | 0.80% | N/A | N/A | N/A |
| Hyundai Motor | 0.75% | N/A | N/A | N/A |
| Energy Transfer | 0.75% | N/A | N/A | N/A |
| Synchrony Financial | 0.74% | N/A | N/A | N/A |
| Goldman Sachs | 0.74% | N/A | N/A | N/A |
| Aercap Holdings | 0.72% | N/A | N/A | N/A |
| Morgan Stanley | 0.67% | N/A | N/A | N/A |
Represents 7.82% 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-Jun-2021)
Representative Portfolio vs Benchmark
| Quality Rating | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 3.50% | 3.41% | |
| US Treasury | 14.58% | 66.75% | |
| AAA | 17.54% | 4.80% | |
| AA | 6.17% | 3.50% | |
| A | 19.38% | 11.53% | |
| BBB | 35.24% | 9.81% | |
| BB | 3.13% | 0.20% | |
| Not Rated | 0.46% | 0.00% | |
| Reserves | -0.01% | 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-Jun-2021)
Representative Portfolio vs Benchmark
| Bond Maturity | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 17.24% | 0.00% | |
| 1-3 Years | 59.87% | 100.00% | |
| 3-5 Years | 21.79% | 0.00% | |
| 5-7 Years | 1.00% | 0.00% | |
| 7-10 Years | 0.03% | 0.00% | |
| 10+ Years | 0.07% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Duration (30-Jun-2021)
Representative Portfolio vs Benchmark
| Duration | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 28.37% | 1.88% | |
| 1-3 Years | 53.77% | 98.12% | |
| 3-5 Years | 17.81% | 0.00% | |
| 5-7 Years | 0.04% | 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-Jun-2021)
| Company | % of Portfolio | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Notes | 4.95% | N/A | $301,998,851.84 | 302,455,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 30-Apr-2023 | 1.83 |
| U.S. Treasury Notes | 2.52% | -0.05 | $153,819,162.50 | 153,875,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 30-Nov-2022 | 1.41 |
| U.S. Treasury Notes | 1.65% | -0.27 | $100,964,710.43 | 100,975,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 31-Oct-2022 | 1.33 |
| U.S. Treasury Notes | 1.49% | N/A | $90,752,859.03 | 90,980,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 30-Jun-2023 | 1.99 |
| U.S. Treasury Notes | 0.89% | -0.02 | $54,167,119.72 | 54,280,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | NR | 15-Jul-2023 | 2.03 |
| U.S. Treasury Notes | 0.83% | -0.02 | $50,650,025.49 | 50,745,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 15-May-2023 | 1.87 |
| Perrigo Finance Unlimited | 0.58% | -0.01 | $35,131,347.70 | 32,625,000 | Corporate Securities | Drugs | United States | 3.90% | Baa3 | 15-Dec-2024 | 3.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.56% | 0.06 | $34,201,667.09 | 32,425,000 | Corporate Securities | Cable Operators | United States | 4.46% | Ba1 | 23-Jul-2022 | 0.87 |
| Synchrony Financial | 0.54% | -0.01 | $33,189,051.57 | 32,030,000 | Corporate Securities | Financial | United States | 2.85% | NR | 25-Jul-2022 | 0.96 |
| Pacific Gas & Electric | 0.54% | 0.07 | $32,910,355.32 | 32,894,000 | Corporate Securities | Utilities | United States | 1.75% | Baa3 | 16-Jun-2022 | 0.53 |
| U.S. Treasury Notes | 0.50% | N/A | $30,236,943.88 | 30,270,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 31-Mar-2023 | 1.74 |
| U.S. Treasury Notes | 0.49% | -0.01 | $29,976,664.40 | 30,000,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 31-Dec-2022 | 1.50 |
| AbbVie | 0.49% | -0.01 | $29,976,512.61 | 28,360,000 | Corporate Securities | Drugs | United States | 2.60% | Baa2 | 21-Nov-2024 | 3.21 |
| U.S. Treasury Notes | 0.44% | -0.01 | $26,607,063.35 | 26,600,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.25% | Aaa | 15-Jun-2023 | 1.95 |
| U.S. Treasury Notes | 0.43% | -0.01 | $26,464,539.32 | 26,535,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 15-Aug-2023 | 2.12 |
| Imperial Brands Finance | 0.42% | 0.02 | $25,559,933.35 | 24,560,000 | Corporate Securities | Food/Tobacco | United Kingdom | 3.75% | Baa3 | 21-Jul-2022 | 0.86 |
| Bunge Ltd Finance | 0.41% | -0.01 | $24,760,571.28 | 23,923,000 | Corporate Securities | Food Processing | United States | 3.00% | Baa3 | 25-Sep-2022 | 1.13 |
| U.S. Treasury Notes | 0.40% | N/A | $24,462,809.04 | 24,510,000 | US Govt & Agencies | U S Treasury Obligations | United States | 0.13% | Aaa | 31-May-2023 | 1.91 |
| Vistra Operations | 0.39% | -0.00 | $23,698,860.82 | 22,120,000 | Corporate Securities | Utilities | United States | 3.55% | Baa3 | 15-Jul-2024 | 2.80 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.38% | -0.01 | $23,483,897.18 | 21,993,000 | Corporate Securities | Wireless Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 1.73 |
| Bank Of Ireland | 0.37% | -0.02 | $22,651,764.84 | 20,873,000 | Corporate Securities | Banking | Ireland | 4.50% | Baa2 | 25-Nov-2023 | 2.29 |
| OCP CLO 2014-7 | 0.36% | -0.01 | $21,756,752.44 | 21,700,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.31% | Aaa | 20-Jul-2029 | 0.06 |
| Diamondback Energy | 0.35% | -0.01 | $21,124,493.85 | 19,955,000 | Corporate Securities | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 3.22 |
| GNMA II TBA JUL | 0.34% | N/A | $21,023,293.78 | 19,990,000 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jan-2042 | 2.28 |
| Micron Technology | 0.34% | -0.01 | $20,625,129.39 | 19,867,000 | Corporate Securities | Information Technology | United States | 2.50% | Baa3 | 24-Apr-2023 | 1.77 |
| Navient Private Education Refi Loan Trust 2020 | 0.34% | -0.01 | $20,602,077.76 | 20,035,000 | Asst Backed Securities | Student Loans | United States | 2.15% | NR | 15-Nov-2068 | 4.21 |
| Truist Bank | 0.33% | -0.01 | $20,200,905.92 | 19,830,000 | Corporate Securities | Banking | United States | 1.25% | A2 | 09-Mar-2023 | 1.60 |
| Sabine Pass Liquefaction | 0.33% | -0.01 | $20,069,837.51 | 19,214,000 | Corporate Securities | Energy | United States | 6.25% | Baa3 | 15-Mar-2022 | 0.69 |
| Energy Transfer | 0.32% | -0.00 | $19,700,110.17 | 17,363,000 | Corporate Securities | Oil Field Serv | United States | 5.88% | Baa3 | 15-Jan-2024 | 2.13 |
| Bpce | 0.32% | 0.01 | $19,385,067.99 | 17,347,000 | Corporate Securities | Banking | France | 5.70% | Baa2 | 22-Oct-2023 | 2.18 |
| Pacific Gas & Electric | 0.30% | 0.05 | $18,147,258.32 | 18,089,000 | Corporate Securities | Utilities | United States | 1.53% | Baa3 | 15-Nov-2021 | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.29% | -0.00 | $17,908,206.42 | 15,510,000 | Corporate Securities | Cable Operators | United States | 4.91% | Ba1 | 23-Jul-2025 | 3.50 |
| Deutsche Bank AG/New York NY | 0.29% | 0.10 | $17,853,353.15 | 17,505,000 | Corporate Securities | Banking | Germany | 4.25% | Baa3 | 14-Oct-2021 | 0.29 |
| Ross Stores | 0.29% | -0.01 | $17,787,182.70 | 15,635,000 | Corporate Securities | Retail | United States | 4.60% | A2 | 15-Apr-2025 | 3.44 |
| Exxon Mobil | 0.29% | -0.00 | $17,723,228.30 | 16,400,000 | Corporate Securities | Petroleum | United States | 2.99% | Aa2 | 19-Mar-2025 | 3.47 |
| Becton Dickinson And | 0.29% | -0.01 | $17,502,696.63 | 17,094,000 | Corporate Securities | Healthcare | United States | 2.89% | Baa3 | 06-Jun-2022 | 0.84 |
| Cooperatieve Rabobank UA | 0.28% | -0.01 | $17,365,323.68 | 16,500,000 | Corporate Securities | Banking | Netherlands | 3.95% | Baa1 | 09-Nov-2022 | 1.33 |
| Coca-Cola Europacific Partners | 0.28% | N/A | $17,196,931.51 | 17,240,000 | Corporate Securities | Beverages | United Kingdom | 0.80% | Baa1 | 03-May-2024 | 2.80 |
| EQT | 0.28% | -0.01 | $17,178,087.30 | 16,719,000 | Corporate Securities | Energy | United States | 3.00% | Ba2 | 01-Oct-2022 | 1.15 |
| Sinosing Services Pte | 0.28% | -0.00 | $17,158,587.10 | 16,700,000 | Corporate Securities | Utilities | China | 2.25% | A2 | 20-Feb-2025 | 3.48 |
| Imperial Brands Finance | 0.28% | 0.09 | $17,149,587.46 | 16,375,000 | Corporate Securities | Food/Tobacco | United Kingdom | 3.50% | Baa3 | 11-Feb-2023 | 1.33 |
| Cold Storage Trust 2020-ICE5 | 0.28% | 0.05 | $17,123,275.93 | 17,064,715 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.37% | Aa3 | 15-Nov-2037 | 0.12 |
| Equitable Financial Life Global Funding | 0.28% | N/A | $17,106,515.08 | 17,120,000 | Corporate Securities | Insurance | United States | 0.50% | A2 | 06-Apr-2023 | 1.75 |
| Williams | 0.28% | -0.00 | $17,069,589.61 | 16,130,000 | Corporate Securities | Energy | United States | 3.70% | Baa2 | 15-Jan-2023 | 1.25 |
| Gilead Sciences | 0.28% | -0.01 | $16,800,393.34 | 16,775,000 | Corporate Securities | Drugs | United States | 0.75% | A3 | 29-Sep-2023 | 0.73 |
| China Mengniu Dairy | 0.27% | 0.05 | $16,543,116.40 | 16,354,000 | Corporate Securities | Food/Tobacco | China | 1.88% | Baa1 | 17-Jun-2025 | 3.79 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.26% | -0.01 | $16,014,239.00 | 15,835,000 | Asst Backed Securities | Auto Backed | United States | 3.36% | NR | 21-Nov-2022 | 0.36 |
| AT&T | 0.26% | -0.01 | $15,980,640.85 | 15,945,000 | Corporate Securities | Telephones | United States | 0.90% | Baa2 | 25-Mar-2024 | 1.48 |
| Cheniere Corpus Christi Holdings | 0.26% | -0.01 | $15,883,788.32 | 13,870,000 | Corporate Securities | Energy | United States | 7.00% | Baa3 | 30-Jun-2024 | 2.36 |
| AmerisourceBergen | 0.26% | -0.01 | $15,862,142.20 | 15,815,000 | Corporate Securities | Healthcare | United States | 0.74% | Baa2 | 15-Mar-2023 | 1.03 |
| Shire Acquisitions Investments Ireland DAC | 0.26% | -0.00 | $15,843,296.11 | 15,030,000 | Corporate Securities | Drugs | Ireland | 2.88% | Baa2 | 23-Sep-2023 | 2.02 |
| Cenovus Energy | 0.26% | -0.00 | $15,808,757.98 | 15,348,000 | Corporate Securities | Energy | Canada | 3.00% | Baa3 | 15-Aug-2022 | 0.86 |
| Magnetite XVI | 0.25% | -0.01 | $15,517,196.10 | 15,486,119 | Asst Backed Securities | Coll Debt Obligation | United States | 0.99% | Aaa | 18-Jan-2028 | 0.06 |
| UniCredit | 0.25% | N/A | $15,478,792.11 | 15,001,000 | Corporate Securities | Banking | Italy | 3.75% | Baa1 | 12-Apr-2022 | 0.77 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 0.25% | N/A | $15,441,408.40 | 15,066,312 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Oct-2051 | 2.67 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.25% | -0.01 | $15,399,583.53 | 15,265,000 | Asst Backed Securities | Auto Backed | United States | 3.13% | NR | 18-Jan-2023 | 0.56 |
| CIFC Funding 2021-IV | 0.25% | N/A | $15,356,778.01 | 15,375,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.14% | NR | 15-Jul-2033 | 0.25 |
| Smb Private Education Loan Trust 2021 | 0.25% | N/A | $15,353,145.12 | 15,390,000 | Asst Backed Securities | Student Loans | United States | 1.31% | Aaa | 17-Jul-2051 | 3.55 |
| Santander Retail Auto Lease Trust 2021 | 0.25% | -0.01 | $15,347,869.25 | 15,370,000 | Asst Backed Securities | Auto Backed | United States | 1.14% | A2 | 20-Mar-2026 | 2.49 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.25% | -0.01 | $15,312,523.61 | 15,125,000 | Asst Backed Securities | Auto Backed | United States | 3.70% | NR | 20-Jun-2025 | 0.30 |
| NBN | 0.25% | N/A | $15,218,703.04 | 15,195,000 | Corporate Securities | Other Telecommunications | Australia | 1.45% | A1 | 05-May-2026 | 4.66 |
| Energy Transfer | 0.25% | 0.08 | $15,188,320.99 | 14,312,000 | Corporate Securities | Oil Field Serv | United States | 4.25% | Baa3 | 15-Mar-2023 | 1.41 |
| PSMC 2021-1 Trust | 0.25% | N/A | $15,134,127.93 | 14,730,564 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | NR | 25-Mar-2051 | 2.57 |
| Sabine Pass Liquefaction | 0.25% | 0.00 | $15,121,121.68 | 13,913,000 | Corporate Securities | Energy | United States | 5.63% | Baa3 | 15-Apr-2023 | 1.48 |
| Mizuho Financial Group Cayman 2 | 0.25% | N/A | $15,052,374.03 | 14,215,000 | Corporate Securities | Banking | Japan | 4.20% | A2 | 18-Jul-2022 | 1.01 |
| HCL America | 0.25% | -0.00 | $14,985,944.95 | 15,000,000 | Corporate Securities | Information Technology | India | 1.38% | NR | 10-Mar-2026 | 4.52 |
| Guangzhou Metro Investment Finance BVI | 0.24% | -0.00 | $14,912,692.74 | 15,000,000 | Corporate Securities | Transportation Services | China | 1.51% | NR | 17-Sep-2025 | 4.07 |
| General Motors Financial | 0.24% | -0.00 | $14,719,814.21 | 13,795,000 | Corporate Securities | Financial | United States | 2.90% | Baa3 | 26-Feb-2025 | 3.41 |
| Hyundai Capital America | 0.24% | -0.00 | $14,702,377.42 | 14,200,000 | Corporate Securities | Automotive | United States | 2.38% | Baa1 | 10-Feb-2023 | 1.57 |
| Goldman Sachs | 0.24% | -0.00 | $14,583,584.98 | 13,816,000 | Corporate Securities | Banking | United States | 5.75% | A2 | 24-Jan-2022 | 0.55 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.24% | -0.00 | $14,539,466.72 | 14,235,000 | Asst Backed Securities | Auto Backed | United States | 1.80% | A2 | 18-Dec-2025 | 2.16 |
| HPHT Finance 17 | 0.24% | -0.00 | $14,483,158.66 | 14,084,000 | Corporate Securities | Transportation Services | Hong Kong | 2.75% | Baa1 | 11-Sep-2022 | 1.17 |
| Carrier Global | 0.24% | -0.00 | $14,396,481.68 | 13,725,000 | Corporate Securities | Manufacturing | United States | 2.24% | Baa3 | 15-Feb-2025 | 3.43 |
| Hero Asia Investment | 0.24% | -0.01 | $14,369,719.30 | 14,320,000 | Corporate Securities | Utilities | China | 1.50% | NR | 18-Nov-2023 | 2.33 |
| Neuberger Berman Loan Advisers CLO 32 | 0.24% | -0.00 | $14,355,134.37 | 14,325,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.18% | NR | 20-Jan-2032 | 0.18 |
| Fiserv | 0.23% | -0.00 | $14,255,354.04 | 13,355,000 | Corporate Securities | Information Technology | United States | 2.75% | Baa2 | 01-Jul-2024 | 2.84 |
| Banco Bilbao Vizcaya Argentaria | 0.23% | -0.00 | $14,067,782.45 | 14,000,000 | Corporate Securities | Banking | Spain | 0.88% | A3 | 18-Sep-2023 | 2.19 |
| Navient Private Education Refi Loan Trust 2019-G | 0.23% | -0.05 | $14,029,394.95 | 13,734,501 | Asst Backed Securities | Student Loans | United States | 2.40% | NR | 15-Oct-2068 | 2.57 |
| Enel Finance International | 0.23% | 0.00 | $14,003,139.69 | 12,845,000 | Corporate Securities | Utilities | Italy | 4.25% | Baa1 | 14-Sep-2023 | 2.10 |
| Santander Retail Auto Lease Trust 2019 | 0.23% | -0.01 | $13,975,362.26 | 13,585,000 | Asst Backed Securities | Auto Backed | United States | 2.88% | NR | 20-Jun-2024 | 1.35 |
| Saudi Arabian Oil | 0.23% | -0.01 | $13,809,456.35 | 13,480,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | Saudi Arabia | 2.75% | A1 | 16-Apr-2022 | 0.78 |
| Daimler Finance North America | 0.23% | -0.00 | $13,741,172.59 | 13,400,000 | Corporate Securities | Automotive | United States | 1.75% | A3 | 10-Mar-2023 | 1.66 |
| Abn Amro Bank | 0.23% | -0.01 | $13,735,172.29 | 13,715,000 | Corporate Securities | Banking | Netherlands | 0.71% | A1 | 27-Aug-2021 | 0.16 |
| JPMorgan Chase | 0.22% | -0.00 | $13,686,707.43 | 13,190,000 | Corporate Securities | Banking | United States | 2.08% | A2 | 22-Apr-2026 | 3.67 |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust | 0.22% | N/A | $13,668,520.83 | 13,300,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Dec-2050 | 2.69 |
| Western Midstream Operating | 0.22% | -0.00 | $13,651,650.00 | 13,190,000 | Corporate Securities | Energy | United States | 4.00% | Ba2 | 01-Jul-2022 | 0.75 |
| State of Illinois | 0.22% | -0.00 | $13,629,984.65 | 13,440,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.25% | Baa2 | 01-Oct-2022 | 1.23 |
| NXP BV / NXP Funding | 0.22% | 0.05 | $13,539,692.79 | 12,550,000 | Corporate Securities | Information Technology | Netherlands | 4.63% | Baa3 | 01-Jun-2023 | 1.85 |
| Danske Bank | 0.22% | -0.00 | $13,538,824.21 | 13,375,000 | Corporate Securities | Banking | Denmark | 3.00% | Baa3 | 20-Sep-2022 | 0.22 |
| Nissan Motor Acceptance | 0.22% | N/A | $13,413,264.41 | 13,050,000 | Corporate Securities | Automotive | United States | 2.60% | Baa3 | 28-Sep-2022 | 1.22 |
| AbbVie | 0.22% | -0.01 | $13,384,782.56 | 12,900,000 | Corporate Securities | Drugs | United States | 2.90% | Baa2 | 06-Nov-2022 | 1.33 |
| Federal National Mortgage Assn. | 0.22% | N/A | $13,384,081.96 | 12,261,525 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2048 | 3.04 |
| New Orleans Hotel Trust 2019-HNLA | 0.22% | -0.00 | $13,238,198.32 | 13,305,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.36% | NR | 15-Apr-2032 | 0.35 |
| Citigroup | 0.22% | -0.01 | $13,237,937.23 | 13,095,000 | Corporate Securities | Banking | United States | 2.90% | A3 | 08-Dec-2021 | 0.44 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.21% | -0.00 | $13,090,562.14 | 13,085,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.00% | Aaa | 15-Dec-2036 | 0.37 |
| Nissan Master Owner Trust Receivables | 0.21% | -0.00 | $12,910,929.52 | 12,890,000 | Asst Backed Securities | Auto Backed | United States | 0.50% | Aaa | 15-Nov-2023 | 0.03 |
| Highwoods Realty | 0.21% | -0.00 | $12,908,734.53 | 12,275,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.63% | Baa2 | 15-Jan-2023 | 1.25 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.21% | -0.00 | $12,873,695.55 | 12,870,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.42% | NR | 15-Sep-2029 | 0.37 |
| HSBC Holdings | 0.21% | -0.00 | $12,855,973.51 | 12,655,000 | Corporate Securities | Banking | United Kingdom | 1.65% | A3 | 18-Apr-2026 | 3.68 |
| HSBC Holdings | 0.21% | -0.00 | $12,712,189.94 | 12,365,000 | Corporate Securities | Banking | United Kingdom | 2.10% | A3 | 04-Jun-2026 | 3.78 |
| Valero Energy | 0.21% | -0.01 | $12,708,844.04 | 12,198,000 | Corporate Securities | Gas & Gas Transmission | United States | 2.70% | Baa2 | 15-Apr-2023 | 1.74 |
| Ubs | 0.21% | -0.00 | $12,684,899.62 | 12,535,000 | Corporate Securities | Banking | Switzerland | 1.01% | NR | 30-Jul-2024 | 2.05 |
| Enel Finance International | 0.21% | -0.01 | $12,665,435.81 | 12,367,000 | Corporate Securities | Utilities | Italy | 2.88% | Baa1 | 25-May-2022 | 0.89 |
| Towd Point Mortgage Trust 2018-2 | 0.21% | -0.03 | $12,664,111.35 | 12,190,098 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.25% | Aaa | 25-Mar-2058 | 1.42 |
| Bank of America | 0.21% | -0.00 | $12,605,831.25 | 12,500,000 | Corporate Securities | Banking | United States | 1.35% | A2 | 20-Jan-2023 | 0.06 |
| NXP BV / NXP Funding | 0.21% | 0.02 | $12,552,366.91 | 11,950,000 | Corporate Securities | Information Technology | Netherlands | 3.88% | Baa3 | 01-Sep-2022 | 1.14 |
| Brixmor Operating Partnership | 0.21% | 0.02 | $12,514,187.24 | 11,797,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.25% | Baa3 | 15-Sep-2023 | 1.98 |
| Federal National Mortgage Assn. | 0.20% | N/A | $12,346,737.98 | 11,919,684 | Mortgage Backed Securities | Mortgages | United States | 2.00% | NR | 01-Jan-2036 | 3.68 |
| Smb Private Education Loan Trust 2014 | 0.20% | -0.00 | $12,291,731.13 | 12,170,000 | Asst Backed Securities | Student Loans | United States | 1.57% | Aaa | 15-Apr-2032 | 0.04 |
| AstraZeneca | 0.20% | N/A | $12,268,062.96 | 12,295,000 | Corporate Securities | Drugs | United Kingdom | 0.30% | A3 | 26-May-2023 | 1.89 |
| Korea Hydro & Nuclear Power | 0.20% | N/A | $12,015,665.48 | 12,038,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | South Korea | 1.25% | Aa2 | 27-Apr-2026 | 4.69 |
| Astrazeneca Finance | 0.20% | N/A | $12,004,740.35 | 12,035,000 | Corporate Securities | Drugs | United Kingdom | 1.20% | A3 | 28-May-2026 | 4.76 |
| Eni | 0.20% | 0.08 | $11,959,645.97 | 11,075,000 | Corporate Securities | Exploration & Production | Italy | 4.00% | Baa1 | 12-Sep-2023 | 2.10 |
| Health Care Service Corp A Mutual Legal Reserve | 0.19% | -0.00 | $11,882,057.95 | 11,700,000 | Corporate Securities | Healthcare | United States | 1.50% | A3 | 01-Jun-2025 | 3.78 |
| BX Trust 2018-GW | 0.19% | -0.00 | $11,863,622.60 | 11,837,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.87% | NR | 15-May-2035 | 0.37 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.19% | N/A | $11,858,750.49 | 10,987,000 | Corporate Securities | Financial | Ireland | 4.13% | Baa3 | 03-Jul-2023 | 1.83 |
| Canadian Natural Resources | 0.19% | 0.03 | $11,833,673.95 | 11,415,000 | Corporate Securities | Energy | Canada | 2.05% | Baa2 | 15-Jul-2025 | 3.82 |
| Smb Private Education Loan Trust 2018 | 0.19% | -0.02 | $11,831,958.39 | 11,793,194 | Asst Backed Securities | Student Loans | United States | 0.82% | Aaa | 15-Jan-2037 | 0.05 |
| Angel Oak Mortgage Trust 2021-1 | 0.19% | -0.03 | $11,769,961.51 | 11,783,382 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.91% | NR | 25-Jan-2066 | 1.35 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.19% | -0.01 | $11,754,457.32 | 11,521,000 | Asst Backed Securities | Auto Backed | United States | 3.18% | Aaa | 18-Jul-2023 | 0.91 |
| Oracle | 0.19% | -0.00 | $11,718,540.62 | 11,225,000 | Corporate Securities | Computer Service & Software | United States | 2.40% | Baa2 | 15-Sep-2023 | 2.01 |
| LSEGA Financing | 0.19% | -0.00 | $11,676,826.81 | 11,680,000 | Corporate Securities | Financial | United Kingdom | 0.65% | A3 | 06-Apr-2024 | 2.71 |
| PSMC Trust | 0.19% | N/A | $11,511,075.00 | 11,160,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | NR | 25-May-2051 | 2.38 |
| SMB Private Education Loan Trust 2020-PTB | 0.19% | -0.00 | $11,427,782.56 | 11,340,000 | Asst Backed Securities | Student Loans | United States | 1.60% | Aaa | 15-Sep-2054 | 3.74 |
| Verizon Communications | 0.19% | -0.00 | $11,424,968.86 | 11,600,000 | Corporate Securities | Telephones | United States | 0.85% | Baa1 | 20-Nov-2025 | 4.30 |
| Cheniere Corpus Christi Holdings | 0.19% | -0.00 | $11,421,965.28 | 9,955,000 | Corporate Securities | Energy | United States | 5.88% | Baa3 | 31-Mar-2025 | 3.06 |
| Avolon Holdings Funding | 0.19% | -0.01 | $11,417,981.92 | 11,115,000 | Corporate Securities | Financial | Ireland | 3.63% | Baa3 | 01-May-2022 | 0.74 |
| SLM Student Loan Trust 2008-1 | 0.19% | -0.01 | $11,398,115.65 | 11,735,105 | Asst Backed Securities | Student Loans | United States | 0.83% | Ba3 | 25-Jan-2022 | 0.00 |
| Roper Technologies | 0.19% | -0.01 | $11,370,698.02 | 11,005,000 | Corporate Securities | Manufacturing | United States | 3.13% | Baa2 | 15-Nov-2022 | 1.11 |
| Standard Chartered | 0.19% | -0.00 | $11,359,757.43 | 11,221,000 | Corporate Securities | Banking | United Kingdom | 2.74% | A2 | 10-Sep-2022 | 0.19 |
| Plains All American Pipeline LP / PAA Finance | 0.19% | N/A | $11,353,143.73 | 10,934,000 | Corporate Securities | Energy | United States | 2.85% | Ba1 | 31-Jan-2023 | 1.31 |
| State Board of Administration Finance | 0.19% | -0.00 | $11,337,422.80 | 11,160,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.26% | Aa3 | 01-Jul-2025 | 3.91 |
| QVC | 0.19% | -0.00 | $11,332,555.04 | 10,650,000 | Corporate Securities | Retail | United States | 4.38% | Ba2 | 15-Mar-2023 | 1.63 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 | 0.18% | -0.00 | $11,256,345.72 | 11,255,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.72% | Baa1 | 25-Aug-2033 | 0.10 |
| Schlumberger Holdings | 0.18% | -0.01 | $11,231,933.21 | 10,390,000 | Corporate Securities | Energy | United States | 3.75% | Baa1 | 01-May-2024 | 2.63 |
| Becton Dickinson And | 0.18% | -0.01 | $11,226,701.38 | 10,480,000 | Corporate Securities | Healthcare | United States | 3.36% | Baa3 | 06-Jun-2024 | 2.67 |
| ONE 2021-PARK Mortgage Trust | 0.18% | -0.00 | $11,210,599.97 | 11,219,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.02% | NR | 15-Mar-2036 | 0.38 |
| Heathrow Funding | 0.18% | -0.00 | $11,078,572.47 | 10,820,000 | Corporate Securities | Transportation (Excluding Railroads) | United Kingdom | 4.88% | NR | 15-Jul-2021 | 0.04 |
| MHC Commercial Mortgage Trust 2021-MHC | 0.18% | N/A | $11,057,679.74 | 11,045,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.17% | NR | 15-Apr-2038 | 0.29 |
| Tenaga Nasional | 0.18% | -0.01 | $11,040,640.99 | 8,850,000 | Corporate Securities | Utilities | Malaysia | 7.50% | A3 | 01-Nov-2025 | 3.80 |
| CNH Industrial Capital | 0.18% | -0.01 | $10,960,469.10 | 10,774,000 | Corporate Securities | Manufacturing | United States | 3.88% | Baa3 | 15-Oct-2021 | 0.29 |
| Danske Bank | 0.18% | -0.00 | $10,958,631.32 | 10,885,000 | Corporate Securities | Banking | Denmark | 1.23% | A3 | 22-Jun-2024 | 2.40 |
| NextEra Energy Capital Holdings | 0.18% | -0.00 | $10,952,069.87 | 10,945,000 | Corporate Securities | Utilities | United States | 0.69% | Baa1 | 28-Aug-2021 | 0.08 |
| CK Hutchison International 17 II | 0.18% | -0.00 | $10,849,742.34 | 10,400,000 | Corporate Securities | Supermarkets | Hong Kong | 2.75% | A2 | 29-Mar-2023 | 1.69 |
| Madison Park Funding XXIII | 0.18% | N/A | $10,835,000.05 | 10,835,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.15% | NR | 27-Jul-2031 | 0.20 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.18% | -0.01 | $10,830,663.28 | 10,350,000 | Corporate Securities | Banking | Mexico | 4.13% | Baa1 | 09-Nov-2022 | 1.32 |
| CGDB Commercial Mortgage Trust 2019-MOB | 0.18% | -0.00 | $10,826,236.79 | 10,831,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.72% | NR | 15-Nov-2036 | 0.36 |
| Madison Park Funding XVIII | 0.18% | -0.00 | $10,806,190.27 | 10,775,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.38% | NR | 21-Oct-2030 | 0.25 |
| PayPal Holdings | 0.18% | -0.00 | $10,794,918.71 | 10,600,000 | Corporate Securities | Information Technology | United States | 1.35% | A3 | 01-Jun-2023 | 1.89 |
| Aia | 0.18% | -0.00 | $10,774,284.37 | 10,770,000 | Corporate Securities | Insurance | Hong Kong | 0.65% | A1 | 20-Sep-2021 | 0.19 |
| Credit Suisse AG/New York NY | 0.18% | N/A | $10,742,723.80 | 10,620,000 | Corporate Securities | Banking | Switzerland | 1.00% | Aa3 | 05-May-2023 | 1.82 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.17% | -0.00 | $10,631,043.25 | 10,295,000 | Corporate Securities | Financial | Ireland | 3.95% | Baa3 | 01-Feb-2022 | 0.58 |
| Banque Federative Du Credit Mutuel | 0.17% | -0.01 | $10,612,233.06 | 10,350,000 | Corporate Securities | Banking | France | 2.13% | Aa3 | 21-Nov-2022 | 1.37 |
| Fannie Mae Connecticut Avenue Securities | 0.17% | -0.00 | $10,566,644.61 | 10,615,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.94% | NR | 25-Oct-2030 | 0.18 |
| New York Life Global Funding | 0.17% | -0.00 | $10,551,705.63 | 10,540,000 | Corporate Securities | Insurance | United States | 0.50% | Aaa | 06-Aug-2021 | 0.10 |
| COMM 2014-UBS5 Mortgage Trust | 0.17% | -0.00 | $10,524,876.53 | 9,680,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.84% | Aaa | 10-Sep-2047 | 2.99 |
| Prosperous Ray | 0.17% | -0.01 | $10,484,869.65 | 9,700,000 | Corporate Securities | Food/Tobacco | China | 4.63% | A3 | 12-Nov-2023 | 2.25 |
| Cedar Funding XIV CLO | 0.17% | N/A | $10,480,000.00 | 10,480,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.20% | NR | 15-Jul-2033 | 0.39 |
| Microchip Technology | 0.17% | -0.00 | $10,377,894.13 | 10,345,000 | Corporate Securities | Information Technology | United States | 0.97% | Baa3 | 15-Feb-2024 | 2.58 |
| Navient Private Education Refi Loan Trust 2019-E | 0.17% | -0.03 | $10,346,368.63 | 10,120,672 | Asst Backed Securities | Student Loans | United States | 2.64% | NR | 15-May-2068 | 2.30 |
| Morgan Stanley Capital I Trust 2014-150E | 0.17% | -0.00 | $10,331,100.82 | 9,590,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.91% | NR | 09-Sep-2032 | 3.02 |
| Eastern Creation II Investment Holdings | 0.17% | -0.00 | $10,285,835.30 | 10,265,000 | Corporate Securities | Railroads | China | 1.00% | A1 | 10-Sep-2023 | 2.16 |
| Sydney Airport Finance Co Pty | 0.17% | N/A | $10,273,484.04 | 9,674,000 | Corporate Securities | Transportation (Excluding Railroads) | Australia | 3.90% | Baa1 | 22-Mar-2023 | 1.66 |
| Verizon Owner Trust 2018-1 | 0.17% | -0.00 | $10,215,159.90 | 10,190,000 | Asst Backed Securities | Asset Backed Other | United States | 3.20% | NR | 20-Sep-2022 | 0.05 |
| American International | 0.17% | -0.00 | $10,166,302.87 | 9,660,000 | Corporate Securities | Financial | United States | 2.50% | Baa1 | 30-Jun-2025 | 3.78 |
| Enterprise Products Operating | 0.17% | -0.00 | $10,146,365.37 | 9,820,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.50% | Baa1 | 01-Feb-2022 | 0.58 |
| OBX 2021-J1 Trust | 0.17% | N/A | $10,127,659.30 | 9,857,597 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-May-2051 | 2.69 |
| Federal National Mortgage Assn. | 0.16% | N/A | $10,055,672.08 | 9,474,000 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Feb-2048 | 2.94 |
| NatWest Markets | 0.16% | -0.01 | $10,053,662.41 | 9,705,000 | Corporate Securities | Banking | United Kingdom | 2.38% | A3 | 21-May-2023 | 1.85 |
| NTT Finance | 0.16% | -0.00 | $9,937,468.82 | 9,925,000 | Corporate Securities | Other Telecommunications | Japan | 0.37% | A1 | 03-Mar-2023 | 1.66 |
| COMM 2015-LC23 Mortgage Trust | 0.16% | 0.00 | $9,920,885.44 | 9,801,194 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.22% | Aaa | 10-Oct-2048 | 1.25 |
| Verizon Communications | 0.16% | -0.00 | $9,911,255.36 | 9,810,000 | Corporate Securities | Telephones | United States | 1.45% | Baa1 | 20-Mar-2026 | 4.54 |
| Port Authority of New York & New Jersey | 0.16% | -0.00 | $9,814,165.61 | 9,590,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.09% | Aa3 | 01-Jul-2023 | 1.98 |
| Fidelity National Information Services | 0.16% | -0.00 | $9,787,513.44 | 9,785,000 | Corporate Securities | Services | United States | 0.38% | Baa2 | 01-Mar-2023 | 1.66 |
| Applebee S Funding Llc / Ihop Funding | 0.16% | -0.00 | $9,773,362.27 | 9,508,150 | Asst Backed Securities | Asset Backed Other | United States | 4.19% | NR | 07-Jun-2049 | 2.73 |
| KeyBank NA/Cleveland OH | 0.16% | -0.00 | $9,763,619.50 | 9,585,000 | Corporate Securities | Banking | United States | 1.25% | A3 | 10-Mar-2023 | 1.67 |
| Yongda Investment | 0.16% | -0.00 | $9,746,905.54 | 9,689,000 | Corporate Securities | Building & Real Estate | China | 2.25% | Baa2 | 16-Jun-2025 | 3.79 |
| Harley-Davidson Financial Services | 0.16% | -0.00 | $9,722,129.21 | 9,385,000 | Corporate Securities | Automotive | United States | 4.05% | Baa3 | 04-Feb-2022 | 0.58 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.16% | -0.00 | $9,691,235.29 | 9,660,000 | Asst Backed Securities | Auto Backed | United States | 0.69% | Aaa | 17-Mar-2025 | 1.19 |
| Morgan Stanley | 0.16% | -0.00 | $9,689,263.90 | 9,675,000 | Corporate Securities | Banking | United States | 0.56% | A1 | 10-Nov-2023 | 1.34 |
| WFRBS Commercial Mortgage Trust 2014-C23 | 0.16% | -0.00 | $9,643,646.59 | 8,820,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.92% | Aaa | 15-Oct-2057 | 3.03 |
| Fannie Mae Connecticut Avenue Securities | 0.16% | -0.01 | $9,586,604.36 | 9,704,563 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.19% | NR | 25-Nov-2029 | 1.28 |
| Citigroup | 0.16% | -0.00 | $9,532,757.89 | 9,430,000 | Corporate Securities | Banking | United States | 2.31% | A3 | 04-Nov-2022 | 0.35 |
| Nationwide Building Society | 0.15% | -0.01 | $9,428,078.87 | 9,140,000 | Corporate Securities | Banking | United Kingdom | 3.62% | Baa2 | 26-Apr-2023 | 0.81 |
| Federal National Mortgage Assn. | 0.15% | N/A | $9,384,100.16 | 7,796,520 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2049 | 3.77 |
| QNB Finance | 0.15% | -0.00 | $9,300,890.83 | 8,635,000 | Corporate Securities | Financial | Qatar | 3.50% | Aa3 | 28-Mar-2024 | 2.61 |
| Hasbro | 0.15% | -0.00 | $9,283,342.27 | 8,695,000 | Corporate Securities | Consumer Products | United States | 3.00% | Baa3 | 19-Nov-2024 | 3.18 |
| Western Union | 0.15% | -0.00 | $9,246,533.11 | 8,632,000 | Corporate Securities | Financial | United States | 2.85% | Baa2 | 10-Jan-2025 | 3.29 |
| Expedia | 0.15% | N/A | $9,236,457.43 | 8,695,000 | Corporate Securities | Information Technology | United States | 3.60% | NR | 15-Dec-2023 | 2.30 |
| Avolon Holdings Funding | 0.15% | 0.00 | $9,221,117.07 | 9,215,000 | Corporate Securities | Financial | Ireland | 2.13% | Baa3 | 21-Feb-2026 | 4.36 |
| Dryden 86 CLO | 0.15% | N/A | $9,145,000.00 | 9,145,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.26% | NR | 17-Jul-2034 | 0.25 |
| OBX 2021-NQM1 Trust | 0.15% | -0.02 | $9,123,160.44 | 9,137,803 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.07% | NR | 25-Feb-2066 | 1.82 |
| Hundred Acre Wood Trust 2021-INV1 | 0.15% | N/A | $9,108,995.70 | 8,854,893 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Jul-2051 | 2.62 |
| Bank of America | 0.15% | N/A | $9,085,359.71 | 9,040,000 | Corporate Securities | Banking | United States | 0.98% | A2 | 22-Apr-2025 | 2.77 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | 0.15% | -0.00 | $9,037,598.47 | 8,280,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.93% | Aaa | 15-Sep-2047 | 2.97 |
| Synchrony Financial | 0.15% | -0.00 | $9,027,290.62 | 8,135,000 | Corporate Securities | Financial | United States | 4.25% | NR | 15-Aug-2024 | 2.72 |
| Crown Castle International | 0.15% | -0.00 | $8,957,752.97 | 9,140,000 | Corporate Securities | Wireless Communications | United States | 1.05% | Baa3 | 15-Jul-2026 | 4.89 |
| Mitsubishi Ufj Financial | 0.15% | -0.00 | $8,949,221.12 | 8,685,000 | Corporate Securities | Banking | Japan | 3.22% | A1 | 07-Mar-2022 | 0.67 |
| Enbridge | 0.15% | N/A | $8,939,940.41 | 8,445,000 | Corporate Securities | Petroleum | Canada | 2.50% | Baa1 | 15-Jan-2025 | 3.33 |
| Nissan Motor | 0.15% | -0.00 | $8,932,665.76 | 8,504,000 | Corporate Securities | Automotive | Japan | 3.04% | Baa3 | 15-Sep-2023 | 2.13 |
| Madison Park Funding XXXV | 0.15% | -0.00 | $8,932,405.20 | 8,915,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.18% | NR | 20-Apr-2032 | 0.19 |
| Caterpillar Financial Services | 0.15% | -0.00 | $8,876,896.27 | 8,635,000 | Corporate Securities | Manufacturing | United States | 2.95% | A2 | 26-Feb-2022 | 0.65 |
| AmeriCredit Automobile Receivables Trust 2021-2 | 0.14% | N/A | $8,845,586.00 | 8,770,000 | Asst Backed Securities | Auto Backed | United States | 1.29% | A3 | 18-Jun-2027 | 4.00 |
| Angel Oak Mortgage Trust 2021-2 | 0.14% | N/A | $8,773,920.42 | 8,775,708 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.99% | NR | 25-Apr-2066 | 1.44 |
| Towd Point Mortgage Trust 2017-6 | 0.14% | -0.02 | $8,744,038.12 | 8,518,575 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Oct-2057 | 1.76 |
| KKR CLO 13 | 0.14% | -0.02 | $8,731,523.21 | 8,726,026 | Asst Backed Securities | Coll Debt Obligation | United States | 0.98% | Aaa | 16-Jan-2028 | 0.14 |
| New Residential Mortgage Loan Trust 2021-NQM1R | 0.14% | -0.06 | $8,687,455.32 | 8,677,421 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.94% | NR | 25-Jul-2055 | 1.93 |
| Goldman Sachs | 0.14% | -0.00 | $8,682,629.93 | 8,675,000 | Corporate Securities | Banking | United States | 0.48% | A2 | 27-Jan-2023 | 1.08 |
| Astrazeneca Finance | 0.14% | N/A | $8,599,774.52 | 8,605,000 | Corporate Securities | Drugs | United Kingdom | 0.70% | A3 | 28-May-2024 | 2.04 |
| Pacific Gas & Electric | 0.14% | N/A | $8,595,025.13 | 8,205,000 | Corporate Securities | Utilities | United States | 3.50% | Baa3 | 15-Jun-2025 | 3.57 |
| Verus Securitization Trust 2020-2 | 0.14% | -0.04 | $8,556,045.83 | 8,469,889 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.23% | NR | 25-May-2060 | 0.87 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.14% | -0.00 | $8,554,722.41 | 8,520,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.50% | A3 | 15-May-2036 | 0.36 |
| POSCO | 0.14% | -0.00 | $8,543,374.02 | 8,335,000 | Corporate Securities | Metals & Mining | South Korea | 2.38% | Baa1 | 12-Nov-2022 | 1.35 |
| FWD Securitization Trust 2020-INV1 | 0.14% | -0.03 | $8,538,086.69 | 8,408,003 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.24% | NR | 25-Jan-2050 | 3.56 |
| Morgan Stanley | 0.14% | N/A | $8,496,973.15 | 8,475,000 | Corporate Securities | Banking | United States | 0.73% | A1 | 05-Apr-2024 | 1.74 |
| Daimler Trucks Retail Trust 2020-1 | 0.14% | -0.00 | $8,428,905.53 | 8,360,000 | Asst Backed Securities | Asset Backed Other | United States | 1.37% | Aaa | 15-Jun-2027 | 1.71 |
| Comcast | 0.14% | -0.01 | $8,403,359.27 | 7,705,000 | Corporate Securities | Cable Operators | United States | 3.70% | A3 | 15-Apr-2024 | 2.59 |
| Austin Fairmont Hotel Trust 2019-FAIR | 0.14% | -0.00 | $8,364,401.14 | 8,355,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.12% | NR | 15-Sep-2032 | 0.15 |
| Microchip Technology | 0.14% | N/A | $8,351,620.10 | 8,380,000 | Corporate Securities | Information Technology | United States | 0.98% | Baa3 | 01-Sep-2024 | 3.12 |
| Towd Point Mortgage Trust 2018-5 | 0.14% | -0.03 | $8,349,758.83 | 8,167,101 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.25% | Aaa | 25-Jul-2058 | 2.53 |
| Cayuga Park CLO | 0.14% | -0.00 | $8,323,202.24 | 8,290,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.79% | NR | 17-Jul-2031 | 0.19 |
| General Motors | 0.14% | -0.01 | $8,315,365.69 | 7,465,000 | Corporate Securities | Automotive | United States | 5.40% | Baa3 | 02-Oct-2023 | 2.13 |
| Otis Worldwide | 0.14% | -0.00 | $8,310,682.70 | 7,965,000 | Corporate Securities | Manufacturing | United States | 2.06% | Baa2 | 05-Apr-2025 | 3.58 |
| Truist Bank | 0.14% | -0.00 | $8,301,460.17 | 8,110,000 | Corporate Securities | Banking | United States | 2.80% | A2 | 17-May-2022 | 0.87 |
| JPMorgan Chase | 0.14% | N/A | $8,292,317.60 | 8,300,000 | Corporate Securities | Banking | United States | 0.82% | A2 | 01-Jun-2025 | 2.88 |
| KKR CLO 29 | 0.14% | -0.00 | $8,288,702.49 | 8,250,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.34% | Aaa | 15-Jan-2032 | 0.18 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | 0.14% | -0.00 | $8,269,884.93 | 8,240,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.84% | NR | 15-Oct-2033 | 0.38 |
| Daimler Finance North America | 0.14% | -0.01 | $8,263,607.82 | 8,125,000 | Corporate Securities | Automotive | United States | 3.75% | A3 | 05-Nov-2021 | 0.35 |
| Natwest | 0.14% | -0.00 | $8,258,191.68 | 7,650,000 | Corporate Securities | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 2.11 |
| Citigroup Mortgage Loan Trust | 0.14% | -0.03 | $8,241,070.98 | 8,120,912 | Asst Backed Securities | Home Equity Loans Backed | United States | 2.50% | NR | 25-Aug-2050 | 3.63 |
| Morgan Stanley | 0.13% | -0.00 | $8,201,012.96 | 8,005,000 | Corporate Securities | Banking | United States | 2.75% | A1 | 19-May-2022 | 0.88 |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY | 0.13% | -0.00 | $8,185,920.87 | 8,180,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.92% | NR | 15-Sep-2034 | 0.28 |
| Wells Fargo Bank NA | 0.13% | -0.00 | $8,144,994.11 | 8,065,000 | Corporate Securities | Banking | United States | 2.08% | Aa2 | 09-Sep-2022 | 0.19 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.13% | -0.00 | $8,140,714.95 | 7,505,000 | Corporate Securities | Financial | Ireland | 4.50% | Baa3 | 15-Sep-2023 | 2.03 |
| WFRBS Commercial Mortgage Trust 2014-LC14 | 0.13% | -0.00 | $8,122,369.37 | 7,525,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.05% | Aaa | 15-Mar-2047 | 2.40 |
| Goldman Sachs | 0.13% | -0.00 | $8,114,167.61 | 7,425,000 | Corporate Securities | Banking | United States | 3.50% | A2 | 01-Apr-2025 | 3.47 |
| Fontainebleau Miami Beach Trust 2019-FBLU | 0.13% | 0.00 | $8,022,809.12 | 7,590,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.75% | A3 | 10-Dec-2036 | 3.25 |
| Danske Bank | 0.13% | -0.00 | $8,020,484.79 | 7,665,000 | Corporate Securities | Banking | Denmark | 5.00% | Baa3 | 12-Jan-2022 | 0.52 |
| Galton Funding Mortgage Trust 2019-H1 | 0.13% | -0.00 | $8,018,968.16 | 7,916,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.34% | NR | 25-Oct-2059 | 2.32 |
| Hyundai Capital America | 0.13% | -0.00 | $7,961,955.83 | 7,780,000 | Corporate Securities | Automotive | United States | 3.00% | Baa1 | 20-Jun-2022 | 0.96 |
| Sierra Timeshare 2019-3 Receivables Funding | 0.13% | N/A | $7,922,731.29 | 7,733,480 | Asst Backed Securities | Asset Backed Other | United States | 2.34% | NR | 20-Aug-2036 | 2.50 |
| Avis Budget Rental Car Funding AESOP | 0.13% | -0.00 | $7,900,930.64 | 7,360,000 | Asst Backed Securities | Auto Backed | United States | 3.35% | Aaa | 22-Sep-2025 | 2.88 |
| Morgan Stanley Capital I Trust 2019-MEAD | 0.13% | -0.00 | $7,870,452.86 | 7,880,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.18% | Baa3 | 10-Nov-2036 | 3.20 |
| Swedbank | 0.13% | -0.00 | $7,837,035.62 | 7,720,000 | Corporate Securities | Banking | Sweden | 1.30% | Aa3 | 02-Jun-2023 | 1.90 |
| Oracle | 0.13% | -0.00 | $7,761,129.86 | 7,345,000 | Corporate Securities | Computer Service & Software | United States | 2.50% | Baa2 | 01-Apr-2025 | 3.53 |
| Microchip Technology | 0.13% | N/A | $7,753,359.70 | 7,395,000 | Corporate Securities | Information Technology | United States | 2.67% | Baa3 | 01-Sep-2023 | 2.10 |
| Fannie Mae Connecticut Avenue Securities | 0.13% | -0.00 | $7,723,806.01 | 7,754,515 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.94% | NR | 25-Oct-2030 | 0.16 |
| Aker BP | 0.13% | -0.00 | $7,719,714.74 | 7,265,000 | Corporate Securities | Petroleum | Norway | 3.00% | Baa3 | 15-Jan-2025 | 3.29 |
| Ford Credit Auto Owner Trust 2020 | 0.13% | -0.00 | $7,710,837.88 | 7,465,000 | Asst Backed Securities | Auto Backed | United States | 2.04% | NR | 15-Dec-2026 | 2.92 |
| Barings CLO Ltd 2013-I | 0.13% | -0.01 | $7,677,058.15 | 7,659,109 | Asst Backed Securities | Coll Debt Obligation | United States | 0.99% | Aaa | 20-Jan-2028 | 0.25 |
| Cenovus Energy | 0.13% | -0.00 | $7,675,193.54 | 7,482,000 | Corporate Securities | Petroleum | Canada | 3.95% | Baa3 | 15-Apr-2022 | 0.78 |
| Standard Chartered | 0.13% | -0.00 | $7,659,154.60 | 7,600,000 | Corporate Securities | Banking | United Kingdom | 1.34% | A2 | 20-Jan-2023 | 0.06 |
| SBA Tower Trust | 0.13% | -0.00 | $7,641,839.21 | 7,240,000 | Corporate Securities | Wireless Communications | United States | 2.84% | A2 | 15-Jan-2025 | 2.63 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.13% | -0.00 | $7,636,136.23 | 7,510,000 | Corporate Securities | Financial | Ireland | 4.45% | Baa3 | 16-Dec-2021 | 0.46 |
| Charles Schwab | 0.12% | -0.00 | $7,627,595.93 | 6,770,000 | Corporate Securities | Investment Dealers | United States | 4.20% | A2 | 24-Mar-2025 | 3.41 |
| Siemens Financieringsmaatschappij | 0.12% | -0.00 | $7,624,194.28 | 7,615,000 | Corporate Securities | Manufacturing | Germany | 0.40% | A1 | 11-Mar-2023 | 1.68 |
| Banque Federative Du Credit Mutuel | 0.12% | -0.00 | $7,613,054.51 | 7,615,000 | Corporate Securities | Banking | France | 0.65% | Aa3 | 27-Feb-2024 | 2.63 |
| Citigroup | 0.12% | N/A | $7,546,415.23 | 7,545,000 | Corporate Securities | Banking | United States | 0.98% | A3 | 01-May-2025 | 2.79 |
| Freddie Mac STACR Trust 2018-DNA2 | 0.12% | -0.00 | $7,543,224.33 | 7,535,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.04% | NR | 25-Dec-2030 | 0.08 |
| Navient Private Education Refi Loan Trust 2019 | 0.12% | -0.02 | $7,449,280.49 | 7,256,300 | Asst Backed Securities | Student Loans | United States | 3.42% | NR | 15-Jan-2043 | 1.94 |
| Avolon Holdings Funding | 0.12% | 0.00 | $7,446,026.93 | 7,180,000 | Corporate Securities | Financial | Ireland | 2.88% | Baa3 | 15-Feb-2025 | 3.38 |
| CIM Trust 2020-INV1 | 0.12% | -0.03 | $7,442,686.12 | 7,302,075 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Apr-2050 | 3.72 |
| Smb Private Education Loan Trust 2016 | 0.12% | -0.01 | $7,409,655.78 | 7,341,083 | Asst Backed Securities | Student Loans | United States | 1.20% | Aaa | 15-Sep-2034 | 0.31 |
| Credit Suisse AG/New York NY | 0.12% | -0.00 | $7,338,375.47 | 7,350,000 | Corporate Securities | Banking | Switzerland | 0.50% | Aa3 | 02-Feb-2024 | 2.57 |
| Ares LVII CLO | 0.12% | -0.00 | $7,329,414.03 | 7,305,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.50% | NR | 25-Oct-2031 | 0.11 |
| Symphony CLO XXIII | 0.12% | -0.00 | $7,317,308.31 | 7,275,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.50% | NR | 15-Jan-2034 | 0.25 |
| BMW US Capital | 0.12% | -0.00 | $7,315,604.48 | 7,305,000 | Corporate Securities | Automotive | Germany | 0.66% | A2 | 13-Aug-2021 | 0.12 |
| Brighthouse Financial Global Funding | 0.12% | N/A | $7,300,692.68 | 7,275,000 | Corporate Securities | Insurance | United States | 1.00% | A3 | 12-Apr-2024 | 2.74 |
| Brighthouse Financial Global Funding | 0.12% | N/A | $7,280,277.95 | 7,280,000 | Corporate Securities | Insurance | United States | 0.60% | A3 | 28-Jun-2023 | 1.98 |
| PNC Bank NA | 0.12% | -0.00 | $7,273,687.00 | 7,050,000 | Corporate Securities | Banking | United States | 2.45% | A2 | 28-Jul-2022 | 0.98 |
| FirstEnergy | 0.12% | -0.00 | $7,208,028.67 | 6,995,000 | Corporate Securities | Utilities | United States | 3.35% | Ba1 | 15-Jul-2022 | 0.86 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.12% | -0.00 | $7,182,554.96 | 7,160,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.82% | NR | 25-Aug-2033 | 0.10 |
| BAT International Finance | 0.12% | -0.00 | $7,172,765.15 | 7,140,000 | Corporate Securities | Food/Tobacco | United Kingdom | 1.67% | Baa2 | 25-Mar-2026 | 4.52 |
| Moody s | 0.12% | -0.00 | $7,159,934.02 | 6,475,000 | Corporate Securities | Printing & Publishing | United States | 3.75% | NR | 24-Mar-2025 | 3.44 |
| Mitsubishi Ufj Financial | 0.12% | -0.00 | $7,105,505.81 | 7,060,000 | Corporate Securities | Banking | Japan | 1.07% | A1 | 22-Feb-2022 | 0.15 |
| Simon Property | 0.12% | -0.00 | $7,104,389.55 | 6,565,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.38% | A3 | 01-Oct-2024 | 2.90 |
| Ubs | 0.12% | -0.00 | $7,095,583.96 | 7,020,000 | Corporate Securities | Banking | Switzerland | 1.37% | A3 | 23-May-2023 | 0.16 |
| American Campus Communities Operating Partnership | 0.12% | -0.00 | $7,076,714.10 | 6,705,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.75% | Baa2 | 15-Apr-2023 | 1.50 |
| Occidental Petroleum | 0.12% | -0.00 | $7,066,632.98 | 6,980,000 | Corporate Securities | Energy | United States | 2.60% | Ba2 | 13-Aug-2021 | 0.12 |
| Symphony CLO XVII | 0.12% | -0.01 | $7,065,146.72 | 7,049,038 | Asst Backed Securities | Coll Debt Obligation | United States | 1.06% | Aaa | 15-Apr-2028 | 0.05 |
| Diamondback Energy | 0.12% | -0.00 | $7,054,796.79 | 6,245,000 | Corporate Securities | Energy | United States | 4.75% | Ba1 | 31-May-2025 | 3.56 |
| Neuberger Berman Loan Advisers CLO 38 | 0.12% | -0.00 | $7,024,974.61 | 6,990,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.49% | NR | 20-Oct-2032 | 0.19 |
| Amphenol | 0.11% | -0.00 | $7,012,905.95 | 6,720,000 | Corporate Securities | Information Technology | United States | 2.05% | Baa1 | 01-Mar-2025 | 3.49 |
| COMM 2014-CCRE15 Mortgage Trust | 0.11% | -0.00 | $6,998,147.72 | 6,420,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.81% | Aa3 | 10-Feb-2047 | 2.39 |
| Baidu | 0.11% | -0.00 | $6,914,690.37 | 6,676,000 | Corporate Securities | Information Technology | China | 2.88% | A3 | 06-Jul-2022 | 0.99 |
| Micron Technology | 0.11% | -0.00 | $6,881,959.23 | 6,180,000 | Corporate Securities | Information Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 2.37 |
| SBA Tower Trust | 0.11% | -0.00 | $6,822,429.33 | 6,515,000 | Corporate Securities | Wireless Communications | United States | 3.45% | A2 | 15-Mar-2023 | 0.70 |
| BlueMountain CLO 2015-2 | 0.11% | -0.02 | $6,818,109.95 | 6,799,329 | Asst Backed Securities | Coll Debt Obligation | United States | 1.12% | Aaa | 18-Jul-2027 | 0.15 |
| Madison Park Funding XXIII | 0.11% | N/A | $6,810,000.00 | 6,810,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.73% | NR | 27-Jul-2031 | 0.25 |
| SLM Student Loan Trust 2007-7 | 0.11% | -0.00 | $6,737,738.56 | 6,864,255 | Asst Backed Securities | Student Loans | United States | 0.51% | Ba3 | 25-Jan-2022 | 0.04 |
| REESE PARK CLO | 0.11% | -0.00 | $6,735,863.12 | 6,710,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.50% | NR | 15-Oct-2032 | 0.25 |
| Hilton Grand Vacations Trust 2017 | 0.11% | -0.01 | $6,713,972.61 | 6,555,020 | Asst Backed Securities | Asset Backed Other | United States | 2.66% | NR | 26-Dec-2028 | 1.37 |
| Cardinal Health | 0.11% | -0.00 | $6,689,641.00 | 6,185,000 | Corporate Securities | Drugs | United States | 3.50% | Baa2 | 15-Nov-2024 | 3.02 |
| Santander Retail Auto Lease Trust 2017 | 0.11% | N/A | $6,686,729.28 | 6,710,000 | Asst Backed Securities | Auto Backed | United States | 1.41% | NR | 20-Nov-2025 | 2.83 |
| Hasbro | 0.11% | -0.00 | $6,681,688.76 | 6,475,000 | Corporate Securities | Consumer Products | United States | 2.60% | Baa3 | 19-Nov-2022 | 1.36 |
| OBX 2021-NQM1 Trust | 0.11% | -0.01 | $6,657,194.44 | 6,667,262 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.18% | NR | 25-Feb-2066 | 1.82 |
| Republic Services | 0.11% | -0.00 | $6,656,055.50 | 6,285,000 | Corporate Securities | Services | United States | 2.50% | Baa2 | 15-Aug-2024 | 2.94 |
| OBX 2020-EXP2 Trust | 0.11% | -0.02 | $6,622,051.16 | 6,478,433 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-May-2060 | 2.93 |
| Park Aerospace Holdings | 0.11% | -0.00 | $6,609,037.29 | 6,200,000 | Corporate Securities | Financial | Ireland | 5.25% | Baa3 | 15-Aug-2022 | 1.00 |
| Federal National Mortgage Assn. | 0.11% | N/A | $6,589,261.10 | 6,174,290 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jul-2050 | 3.50 |
| Honeywell International | 0.11% | -0.00 | $6,576,255.90 | 6,450,000 | Corporate Securities | Manufacturing | United States | 1.35% | A2 | 01-Jun-2025 | 3.79 |
| Metropolitan Life Global Funding I | 0.11% | -0.00 | $6,551,575.76 | 6,570,000 | Corporate Securities | Insurance | United States | 0.40% | Aa3 | 07-Jan-2024 | 2.50 |
| Verus Securitization Trust 2021-R2 | 0.11% | -0.02 | $6,535,173.08 | 6,522,793 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.92% | NR | 25-Feb-2064 | 1.34 |
| Marsh & McLennan | 0.11% | -0.00 | $6,531,542.78 | 5,950,000 | Corporate Securities | Insurance | United States | 3.88% | Baa1 | 15-Mar-2024 | 2.50 |
| T-Mobile USA | 0.11% | N/A | $6,517,390.40 | 5,990,000 | Corporate Securities | Wireless Communications | United States | 3.50% | Baa3 | 15-Apr-2025 | 3.51 |
| Fannie Mae Connecticut Avenue Securities | 0.11% | -0.00 | $6,516,011.94 | 6,514,990 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.94% | NR | 25-Jul-2030 | 0.08 |
| Penske Truck Leasing Co Lp / PTL Finance | 0.11% | -0.00 | $6,497,914.69 | 6,330,000 | Corporate Securities | Transportation | United States | 3.38% | Baa2 | 01-Feb-2022 | 0.41 |
| WFRBS Commercial Mortgage Trust 2012-C6 | 0.11% | -0.00 | $6,493,766.46 | 6,351,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.70% | Aaa | 15-Apr-2045 | 0.68 |
| SLIde 2018-FUN | 0.11% | -0.00 | $6,468,497.51 | 6,527,928 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.17% | NR | 15-Jun-2031 | 0.27 |
| Morgan Stanley | 0.11% | -0.00 | $6,456,232.52 | 6,450,000 | Corporate Securities | Banking | United States | 0.53% | A1 | 25-Jan-2024 | 1.55 |
| Royalty Pharma | 0.11% | -0.00 | $6,442,746.27 | 6,420,000 | Corporate Securities | Healthcare | United States | 0.75% | Baa3 | 02-Sep-2023 | 2.15 |
| Ellington Financial Mortgage Trust 2020-2 | 0.11% | -0.02 | $6,430,202.71 | 6,411,889 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.18% | NR | 25-Oct-2065 | 1.59 |
| Marriott International Inc/MD | 0.10% | 0.00 | $6,407,594.91 | 5,967,000 | Corporate Securities | Lodging | United States | 3.60% | Baa3 | 15-Apr-2024 | 2.59 |
| AmeriCredit Automobile Receivables Trust 2021-1 | 0.10% | -0.00 | $6,376,666.87 | 6,385,000 | Asst Backed Securities | Auto Backed | United States | 0.89% | NR | 19-Oct-2026 | 2.89 |
| Navient Private Education Refi Loan Trust 2020 | 0.10% | -0.00 | $6,362,997.35 | 6,155,000 | Asst Backed Securities | Student Loans | United States | 2.46% | NR | 15-Nov-2068 | 3.84 |
| SLM Student Loan Trust 2010-1 | 0.10% | -0.01 | $6,348,575.16 | 6,454,503 | Asst Backed Securities | Student Loans | United States | 0.49% | Baa3 | 25-Mar-2025 | 0.07 |
| Wells Fargo | 0.10% | -0.00 | $6,338,387.39 | 6,200,000 | Corporate Securities | Banking | United States | 1.65% | A2 | 02-Jun-2024 | 1.89 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | 0.10% | -0.00 | $6,335,968.11 | 6,310,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.24% | NR | 15-Oct-2033 | 0.38 |
| CIFC Funding 2015-V | 0.10% | -0.01 | $6,331,333.86 | 6,319,333 | Asst Backed Securities | Coll Debt Obligation | United States | 1.04% | Aaa | 25-Oct-2027 | 0.08 |
| Verus Securitization Trust 2020-1 | 0.10% | -0.03 | $6,320,135.32 | 6,226,779 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.42% | NR | 25-Jan-2060 | 1.19 |
| Bank of America | 0.10% | -0.00 | $6,303,356.21 | 6,275,000 | Corporate Securities | Banking | United States | 0.80% | A2 | 24-Oct-2024 | 2.29 |
| Magnetite XXV | 0.10% | -0.00 | $6,297,944.63 | 6,240,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.45% | NR | 25-Jan-2032 | 0.20 |
| Nasdaq | 0.10% | -0.00 | $6,273,026.59 | 6,280,000 | Corporate Securities | Financial | United States | 0.45% | Baa2 | 21-Dec-2022 | 0.97 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.10% | -0.00 | $6,234,377.26 | 6,220,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.67% | Baa3 | 15-May-2036 | 0.36 |
| Merit 2020-Hill | 0.10% | N/A | $6,224,304.62 | 6,195,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.47% | Aa3 | 15-Aug-2037 | 0.36 |
| Drive Auto Receivables Trust 2020-1 | 0.10% | -0.00 | $6,211,870.34 | 6,095,000 | Asst Backed Securities | Auto Backed | United States | 2.36% | Aaa | 16-Mar-2026 | 1.07 |
| Mplx | 0.10% | -0.00 | $6,207,374.32 | 6,195,000 | Corporate Securities | Energy | United States | 1.22% | Baa2 | 09-Sep-2022 | 0.08 |
| Svenska Handelsbanken | 0.10% | N/A | $6,201,501.15 | 6,230,000 | Corporate Securities | Banking | Sweden | 0.55% | Aa2 | 11-Jun-2024 | 2.92 |
| Wells Fargo | 0.10% | -0.00 | $6,182,343.79 | 5,935,000 | Corporate Securities | Banking | United States | 2.19% | A2 | 30-Apr-2026 | 3.68 |
| Starwood Mortgage Residential Trust 2021-2 | 0.10% | N/A | $6,176,587.25 | 6,174,135 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.94% | NR | 25-May-2065 | 1.28 |
| Air Lease | 0.10% | -0.00 | $6,152,030.10 | 5,935,000 | Corporate Securities | Financial | United States | 2.25% | NR | 15-Jan-2023 | 1.51 |
| Suncor Energy | 0.10% | -0.00 | $6,143,586.77 | 5,895,000 | Corporate Securities | Petroleum | Canada | 2.80% | Baa1 | 15-May-2023 | 1.82 |
| Imperial Brands Finance | 0.10% | -0.00 | $6,140,457.28 | 5,780,000 | Corporate Securities | Food/Tobacco | United States | 3.13% | Baa3 | 26-Jul-2024 | 2.85 |
| Navient Private Education Loan Trust 2020-I | 0.10% | -0.01 | $6,134,865.04 | 6,143,845 | Asst Backed Securities | Student Loans | United States | 1.33% | NR | 15-Apr-2069 | 3.80 |
| Truist Financial | 0.10% | N/A | $6,126,820.13 | 6,125,000 | Corporate Securities | Banking | United States | 0.41% | A3 | 09-Jun-2025 | -0.04 |
| Verizon Communications | 0.10% | -0.00 | $6,122,735.67 | 6,085,000 | Corporate Securities | Telephones | United States | 0.75% | Baa1 | 22-Mar-2024 | 2.69 |
| Ing Groep | 0.10% | -0.00 | $6,079,717.35 | 6,030,000 | Corporate Securities | Banking | Netherlands | 1.30% | Baa1 | 29-Mar-2022 | 0.25 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.10% | -0.01 | $6,077,675.83 | 6,013,402 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jan-2058 | 1.80 |
| Svenska Handelsbanken | 0.10% | N/A | $6,070,981.47 | 6,100,000 | Corporate Securities | Banking | Sweden | 1.42% | A3 | 11-Jun-2027 | 4.79 |
| GMF Floorplan Owner Revolving Trust | 0.10% | -0.00 | $6,032,117.15 | 5,910,000 | Asst Backed Securities | Auto Backed | United States | 2.70% | Aaa | 15-Apr-2024 | 0.78 |
| Barclays | 0.10% | N/A | $6,030,510.78 | 5,640,000 | Corporate Securities | Banking | United Kingdom | 4.34% | Baa2 | 16-May-2024 | 1.81 |
| Global Payments | 0.10% | -0.00 | $6,020,024.42 | 5,665,000 | Corporate Securities | Services | United States | 2.65% | Baa3 | 15-Feb-2025 | 3.40 |
| Santander Drive Auto Receivables Trust 2020-4 | 0.10% | -0.00 | $6,012,339.50 | 5,975,000 | Asst Backed Securities | Auto Backed | United States | 1.01% | Aaa | 15-Jan-2026 | 1.37 |
| Enbridge | 0.10% | N/A | $6,004,732.14 | 5,580,000 | Corporate Securities | Petroleum | Canada | 4.00% | Baa1 | 01-Oct-2023 | 1.94 |
| GATX | 0.10% | -0.00 | $6,004,293.11 | 5,640,000 | Corporate Securities | Transportation | United States | 3.90% | Baa2 | 30-Mar-2023 | 1.68 |
| ONE 2021-PARK Mortgage Trust | 0.10% | -0.00 | $6,000,902.39 | 6,005,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.17% | NR | 15-Mar-2036 | 0.38 |
| NatWest Markets | 0.10% | N/A | $5,995,666.90 | 6,020,000 | Corporate Securities | Banking | United Kingdom | 0.80% | A3 | 12-Aug-2024 | 3.07 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 0.10% | N/A | $5,982,408.90 | 5,855,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.12% | NR | 25-Oct-2033 | -0.27 |
| Planet Fitness Master Issuer | 0.10% | -0.00 | $5,967,167.35 | 5,927,388 | Asst Backed Securities | Asset Backed Other | United States | 4.26% | NR | 05-Sep-2048 | 1.15 |
| Siemens Financieringsmaatschappij | 0.10% | -0.00 | $5,943,386.83 | 5,925,000 | Corporate Securities | Manufacturing | Germany | 0.65% | A1 | 11-Mar-2024 | 2.67 |
| Baidu | 0.10% | -0.00 | $5,941,033.26 | 5,706,000 | Corporate Securities | Information Technology | China | 3.50% | A3 | 28-Nov-2022 | 1.38 |
| General Motors | 0.10% | -0.00 | $5,919,208.91 | 5,380,000 | Corporate Securities | Automotive | United States | 4.88% | Baa3 | 02-Oct-2023 | 2.14 |
| Verus Securitization Trust 2019-INV2 | 0.10% | -0.03 | $5,917,695.24 | 5,806,760 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.91% | NR | 25-Jul-2059 | 0.92 |
| Hyundai Capital America | 0.10% | -0.00 | $5,914,954.38 | 5,910,000 | Corporate Securities | Automotive | United States | 0.80% | Baa1 | 08-Jan-2024 | 2.49 |
| Capital One Financial | 0.10% | -0.00 | $5,894,810.31 | 5,589,000 | Corporate Securities | Banking | United States | 3.20% | Baa1 | 30-Jan-2023 | 1.46 |
| American International | 0.10% | -0.00 | $5,892,225.90 | 5,637,000 | Corporate Securities | Financial | United States | 4.88% | Baa1 | 01-Jun-2022 | 0.90 |
| IHS Markit | 0.10% | N/A | $5,888,752.45 | 5,460,000 | Corporate Securities | Services | United States | 3.63% | Ba1 | 01-May-2024 | 2.64 |
| AES | 0.10% | -0.00 | $5,885,396.73 | 5,425,000 | Corporate Securities | Utilities | United States | 3.30% | Ba1 | 15-Jul-2025 | 3.71 |
| Homeward Opportunities Fund I Trust 2020-2 | 0.10% | -0.00 | $5,860,977.49 | 5,750,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.64% | NR | 25-May-2065 | 3.13 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.10% | -0.00 | $5,837,473.47 | 5,835,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.95% | NR | 15-Sep-2034 | 0.28 |
| Valero Energy | 0.10% | -0.00 | $5,812,403.25 | 5,750,000 | Corporate Securities | Gas & Gas Transmission | United States | 1.20% | Baa2 | 15-Mar-2024 | 2.65 |
| Hyundai Capital America | 0.09% | N/A | $5,768,629.73 | 5,795,000 | Corporate Securities | Automotive | United States | 0.88% | Baa1 | 14-Jun-2024 | 2.91 |
| LYB International Finance III | 0.09% | -0.00 | $5,752,110.96 | 5,740,000 | Corporate Securities | Chemicals | United States | 1.25% | Baa2 | 01-Oct-2025 | 4.12 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.09% | -0.00 | $5,744,733.25 | 5,170,000 | Corporate Securities | Financial | Ireland | 4.88% | Baa3 | 16-Jan-2024 | 2.30 |
| Humana | 0.09% | 0.02 | $5,743,126.04 | 5,254,000 | Corporate Securities | Healthcare | United States | 3.85% | Baa3 | 01-Oct-2024 | 2.87 |
| Panasonic | 0.09% | -0.00 | $5,734,728.59 | 5,560,000 | Corporate Securities | Manufacturing | Japan | 2.54% | Baa1 | 19-Jul-2022 | 0.95 |
| Principal Life Global Funding II | 0.09% | -0.00 | $5,717,237.57 | 5,795,000 | Corporate Securities | Insurance | United States | 0.88% | A1 | 12-Jan-2026 | 4.44 |
| GS Mortgage Securities Corp Trust 2021-ROSS | 0.09% | N/A | $5,711,190.81 | 5,705,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.67% | NR | 15-May-2026 | 0.36 |
| MHC Trust 2021-MHC2 | 0.09% | N/A | $5,671,982.98 | 5,660,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.17% | NR | 15-May-2023 | 0.28 |
| Fortinet | 0.09% | -0.00 | $5,662,419.68 | 5,710,000 | Corporate Securities | Information Technology | United States | 1.00% | Baa1 | 15-Mar-2026 | 4.58 |
| BX Commercial Mortgage Trust 2021-SOAR | 0.09% | N/A | $5,657,480.04 | 5,650,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.50% | NR | 15-Jun-2038 | 0.28 |
| Credit Agricole SA/London | 0.09% | -0.00 | $5,611,959.13 | 5,525,000 | Corporate Securities | Banking | France | 1.20% | Baa1 | 24-Apr-2023 | 0.08 |
| Bank of America | 0.09% | -0.00 | $5,606,785.43 | 5,545,000 | Corporate Securities | Banking | United States | 2.50% | A2 | 21-Oct-2022 | 0.31 |
| McDonald s | 0.09% | -0.00 | $5,587,440.66 | 5,285,000 | Corporate Securities | Restaurants | United States | 3.35% | Baa1 | 01-Apr-2023 | 1.62 |
| Trinity Acquisition | 0.09% | -0.00 | $5,584,935.33 | 5,535,000 | Corporate Securities | Insurance | United States | 3.50% | Baa3 | 15-Sep-2021 | 0.21 |
| RLGH Trust 2021-TROT | 0.09% | N/A | $5,583,787.15 | 5,580,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.87% | NR | 15-Apr-2036 | 0.37 |
| Golub Capital Partners CLO 39B | 0.09% | -0.01 | $5,573,257.45 | 5,557,141 | Asst Backed Securities | Coll Debt Obligation | United States | 1.34% | Aaa | 20-Oct-2028 | 0.15 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.09% | -0.00 | $5,563,845.67 | 5,560,898 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.19% | NR | 15-Dec-2036 | 0.36 |
| General Dynamics | 0.09% | -0.00 | $5,555,420.48 | 5,425,000 | Corporate Securities | Aerospace & Defense | United States | 2.25% | A2 | 15-Nov-2022 | 1.12 |
| JPMorgan Chase | 0.09% | N/A | $5,545,066.13 | 5,480,000 | Corporate Securities | Banking | United States | 0.90% | A2 | 22-Apr-2027 | -0.04 |
| World Omni Auto Receivables Trust 2019 | 0.09% | -0.00 | $5,533,737.57 | 5,370,000 | Asst Backed Securities | Auto Backed | United States | 2.40% | NR | 15-Jun-2026 | 2.07 |
| Cardinal Health | 0.09% | -0.00 | $5,531,947.60 | 5,250,000 | Corporate Securities | Drugs | United States | 3.20% | Baa2 | 15-Mar-2023 | 1.65 |
| Pioneer Natural Resources | 0.09% | -0.00 | $5,530,880.46 | 5,520,000 | Corporate Securities | Energy | United States | 0.75% | Baa2 | 15-Jan-2024 | 1.41 |
| Navistar Financial dealer Note Master Trust | 0.09% | -0.00 | $5,518,662.49 | 5,475,000 | Asst Backed Securities | Auto Backed | United States | 1.04% | Aaa | 25-Jul-2025 | 0.08 |
| CommonSpirit Health | 0.09% | -0.00 | $5,517,282.25 | 5,450,000 | Corporate Securities | Healthcare | United States | 1.55% | Baa1 | 01-Oct-2025 | 4.03 |
| Credit Suisse | 0.09% | -0.00 | $5,514,303.77 | 5,345,000 | Corporate Securities | Banking | Switzerland | 3.57% | Baa1 | 09-Jan-2023 | 0.52 |
| Cigna | 0.09% | -0.00 | $5,510,179.50 | 5,195,000 | Corporate Securities | Insurance | United States | 3.00% | Baa1 | 15-Jul-2023 | 1.82 |
| STACR Trust 2018-DNA3 | 0.09% | -0.00 | $5,507,672.40 | 5,505,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.99% | NR | 25-Sep-2048 | 0.07 |
| Volkswagen Group of America Finance | 0.09% | -0.00 | $5,498,317.13 | 5,475,000 | Corporate Securities | Automotive | Germany | 0.75% | A3 | 23-Nov-2022 | 1.39 |
| Hyundai Auto Receivables Trust 2019 | 0.09% | -0.00 | $5,478,211.55 | 5,280,000 | Asst Backed Securities | Auto Backed | United States | 2.94% | NR | 15-May-2025 | 1.55 |
| Energy Transfer | 0.09% | -0.00 | $5,449,790.83 | 4,925,000 | Corporate Securities | Oil Field Serv | United States | 4.90% | Baa3 | 01-Feb-2024 | 2.21 |
| Bayer US Finance II | 0.09% | -0.00 | $5,448,960.35 | 5,080,000 | Corporate Securities | Diversified Chemicals | Germany | 3.88% | Baa2 | 15-Dec-2023 | 2.29 |
| Navient Private Education Refi Loan Trust 2020-F | 0.09% | -0.02 | $5,448,170.82 | 5,413,837 | Asst Backed Securities | Student Loans | United States | 1.22% | NR | 15-Jul-2069 | 2.41 |
| OBX 2020-EXP3 Trust | 0.09% | -0.02 | $5,440,850.07 | 5,355,794 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-Jan-2060 | 2.48 |
| Drive Auto Receivables Trust 2021-1 | 0.09% | N/A | $5,440,334.34 | 5,405,000 | Asst Backed Securities | Auto Backed | United States | 1.45% | Baa2 | 16-Jan-2029 | 3.16 |
| Santander Retail Auto Lease Trust 2020 | 0.09% | -0.00 | $5,425,833.07 | 5,280,000 | Asst Backed Securities | Auto Backed | United States | 2.52% | NR | 20-Nov-2024 | 1.82 |
| FNMA 30 YR TBA JUL | 0.09% | N/A | $5,422,075.47 | 5,085,000 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2041 | 2.18 |
| Cardinal Health | 0.09% | -0.00 | $5,420,836.14 | 5,115,000 | Corporate Securities | Drugs | United States | 3.08% | Baa2 | 15-Jun-2024 | 2.71 |
| POSCO | 0.09% | -0.00 | $5,388,695.89 | 5,205,000 | Corporate Securities | Metals & Mining | South Korea | 2.38% | Baa1 | 17-Jan-2023 | 1.51 |
| Bayview Opportunity Master Fund IVa Trust 2017-SPL5 | 0.09% | -0.01 | $5,378,576.76 | 5,257,741 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jun-2057 | 1.64 |
| Morgan Stanley | 0.09% | -0.00 | $5,363,714.22 | 5,035,000 | Corporate Securities | Banking | United States | 4.88% | Baa1 | 01-Nov-2022 | 1.30 |
| BX Commercial Mortgage Trust 2020-BXLP | 0.09% | -0.00 | $5,360,244.08 | 5,357,096 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.32% | NR | 15-Dec-2036 | 0.36 |
| Ford Credit Auto Owner Trust 2019-REV1 | 0.09% | -0.00 | $5,360,077.89 | 5,000,000 | Asst Backed Securities | Auto Backed | United States | 3.82% | Aa1 | 15-Jul-2030 | 2.43 |
| AmeriCredit Automobile Receivables Trust 2020-1 | 0.09% | -0.00 | $5,347,318.62 | 5,255,000 | Asst Backed Securities | Auto Backed | United States | 1.59% | Aa1 | 20-Oct-2025 | 1.65 |
| Volkswagen Group of America Finance | 0.09% | -0.00 | $5,312,574.57 | 5,295,000 | Corporate Securities | Automotive | Germany | 0.88% | A3 | 22-Nov-2023 | 2.37 |
| Citizens Bank NA/Providence RI | 0.09% | -0.00 | $5,288,701.96 | 5,175,000 | Corporate Securities | Banking | United States | 2.65% | Baa1 | 26-May-2022 | 0.89 |
| Verus Securitization Trust 2021-2 | 0.09% | N/A | $5,285,572.26 | 5,279,150 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.03% | NR | 25-Feb-2066 | 1.46 |
| Lloyds Banking | 0.09% | -0.00 | $5,270,415.07 | 4,744,000 | Corporate Securities | Banking | United Kingdom | 4.50% | Baa1 | 04-Nov-2024 | 3.13 |
| Pioneer Natural Resources | 0.09% | N/A | $5,243,386.96 | 5,240,000 | Corporate Securities | Energy | United States | 0.55% | Baa2 | 15-May-2023 | 1.86 |
| Goldman Sachs | 0.09% | -0.00 | $5,220,408.99 | 5,200,000 | Corporate Securities | Banking | United States | 0.97% | A2 | 31-Oct-2022 | 0.08 |
| Citizens Bank NA/Providence RI | 0.08% | -0.00 | $5,185,430.94 | 5,060,000 | Corporate Securities | Banking | United States | 3.25% | Baa1 | 14-Feb-2022 | 0.62 |
| Enel Finance International | 0.08% | -0.00 | $5,178,511.55 | 4,960,000 | Corporate Securities | Utilities | Italy | 2.75% | Baa1 | 06-Apr-2023 | 1.72 |
| Equifax | 0.08% | -0.00 | $5,134,882.79 | 5,125,000 | Corporate Securities | Information Technology | United States | 1.03% | Baa2 | 15-Aug-2021 | 0.12 |
| Caterpillar Financial Services | 0.08% | -0.00 | $5,133,646.58 | 5,130,000 | Corporate Securities | Manufacturing | United States | 0.41% | A2 | 07-Sep-2021 | 0.19 |
| GCT Commercial Mortgage Trust 2021-GCT | 0.08% | -0.00 | $5,118,062.56 | 5,110,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.87% | Aaa | 15-Feb-2038 | 0.30 |
| PNC Bank NA | 0.08% | -0.00 | $5,113,435.43 | 4,870,000 | Corporate Securities | Banking | United States | 2.95% | A3 | 30-Jan-2023 | 1.46 |
| Verus Securitization Trust 2019-INV3 | 0.08% | -0.00 | $5,110,077.57 | 5,005,733 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.10% | NR | 25-Nov-2059 | 1.15 |
| Sierra Timeshare 2019-2 Receivables Funding | 0.08% | -0.01 | $5,082,776.82 | 4,961,974 | Asst Backed Securities | Asset Backed Other | United States | 2.59% | NR | 20-May-2036 | 2.37 |
| Federal National Mortgage Assn. | 0.08% | N/A | $5,082,114.01 | 4,793,099 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Sep-2028 | 2.15 |
| Navient Private Education Refi Loan Trust 2020-D | 0.08% | -0.02 | $5,063,574.37 | 5,009,548 | Asst Backed Securities | Student Loans | United States | 1.69% | NR | 15-May-2069 | 3.45 |
| MFA 2021-INV1 Trust | 0.08% | -0.01 | $5,048,433.21 | 5,067,213 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.85% | NR | 25-Jan-2056 | 1.83 |
| BX Commercial Mortgage Trust 2019-XL | 0.08% | -0.00 | $5,012,302.22 | 5,001,593 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.15% | Aa3 | 15-Oct-2036 | 0.36 |
| QNB Finance | 0.08% | -0.00 | $5,010,590.85 | 4,765,000 | Corporate Securities | Financial | Qatar | 2.63% | Aa3 | 12-May-2025 | 3.68 |
| OBX 2019-EXP3 Trust | 0.08% | -0.02 | $4,996,226.44 | 4,988,155 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.99% | NR | 25-Oct-2059 | 0.07 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.08% | -0.00 | $4,987,482.26 | 4,910,000 | Asst Backed Securities | Auto Backed | United States | 3.42% | Aaa | 18-Apr-2023 | 0.83 |
| Smb Private Education Loan Trust 2016 | 0.08% | -0.01 | $4,983,952.18 | 4,859,339 | Asst Backed Securities | Student Loans | United States | 2.43% | Aaa | 17-Feb-2032 | 2.48 |
| Goldman Sachs | 0.08% | N/A | $4,982,000.62 | 4,990,000 | Corporate Securities | Banking | United States | 0.66% | A2 | 10-Sep-2024 | 2.17 |
| Principal Life Global Funding II | 0.08% | N/A | $4,975,717.21 | 4,970,000 | Corporate Securities | Insurance | United States | 0.75% | A1 | 12-Apr-2024 | 2.75 |
| Verus Securitization Trust 2020-1 | 0.08% | -0.00 | $4,944,453.82 | 4,877,226 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.72% | NR | 25-Jan-2060 | 1.19 |
| Edison International | 0.08% | -0.00 | $4,937,016.56 | 4,775,000 | Corporate Securities | Utilities | United States | 3.13% | Baa3 | 15-Nov-2022 | 1.27 |
| Bpce | 0.08% | -0.00 | $4,918,662.16 | 4,865,000 | Corporate Securities | Banking | France | 1.37% | Baa2 | 22-May-2022 | 0.15 |
| Volkswagen Group of America Finance | 0.08% | -0.00 | $4,917,791.46 | 4,755,000 | Corporate Securities | Automotive | Germany | 2.70% | A3 | 26-Sep-2022 | 1.22 |
| Air Lease | 0.08% | -0.00 | $4,910,157.59 | 4,755,000 | Corporate Securities | Financial | United States | 3.50% | NR | 15-Jan-2022 | 0.53 |
| 7-Eleven | 0.08% | -0.00 | $4,890,352.19 | 4,890,000 | Corporate Securities | Retail | United States | 0.80% | Baa2 | 10-Feb-2024 | 1.74 |
| Cox Communications | 0.08% | -0.16 | $4,876,758.55 | 4,523,000 | Corporate Securities | Cable Operators | United States | 3.15% | Baa2 | 15-Aug-2024 | 2.84 |
| Equifax | 0.08% | -0.00 | $4,864,065.20 | 4,780,000 | Corporate Securities | Information Technology | United States | 3.60% | Baa2 | 15-Aug-2021 | 0.12 |
| Bristol-Myers Squibb | 0.08% | -0.00 | $4,860,944.53 | 4,503,000 | Corporate Securities | Drugs | United States | 2.90% | A2 | 26-Jul-2024 | 2.86 |
| Cenovus Energy | 0.08% | -0.00 | $4,856,323.16 | 4,555,000 | Corporate Securities | Energy | Canada | 3.80% | Baa3 | 15-Sep-2023 | 1.90 |
| Banco del Estado de Chile | 0.08% | -0.00 | $4,839,157.70 | 4,585,000 | Corporate Securities | Banking | Chile | 2.70% | A1 | 09-Jan-2025 | 3.29 |
| GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 0.08% | N/A | $4,819,780.71 | 4,819,457 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.02% | NR | 25-Jul-2061 | 1.77 |
| Santander Retail Auto Lease Trust 2019 | 0.08% | -0.00 | $4,816,576.60 | 4,715,000 | Asst Backed Securities | Auto Backed | United States | 2.77% | Aa2 | 21-Aug-2023 | 0.99 |
| OBX 2020-EXP1 Trust | 0.08% | -0.01 | $4,798,384.47 | 4,652,678 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 25-Feb-2060 | 2.46 |
| NRG Energy | 0.08% | -0.00 | $4,767,131.38 | 4,470,000 | Corporate Securities | Utilities | United States | 3.75% | Baa3 | 15-Jun-2024 | 2.75 |
| Tyson Foods | 0.08% | -0.00 | $4,748,045.11 | 4,705,000 | Corporate Securities | Food/Tobacco | United States | 2.25% | Baa2 | 23-Aug-2021 | 0.06 |
| RELX Capital | 0.08% | -0.00 | $4,733,594.25 | 4,470,000 | Corporate Securities | Publishing | United Kingdom | 3.50% | Baa1 | 16-Mar-2023 | 1.58 |
| Sempra Energy | 0.08% | -0.00 | $4,705,396.41 | 4,570,000 | Corporate Securities | Utilities | United States | 2.88% | Baa2 | 01-Oct-2022 | 0.99 |
| Fidelity National Information Services | 0.08% | -0.00 | $4,697,901.86 | 4,700,000 | Corporate Securities | Services | United States | 0.60% | Baa2 | 01-Mar-2024 | 2.64 |
| World Omni Select Auto Trust 2020 | 0.08% | -0.00 | $4,694,275.03 | 4,660,000 | Asst Backed Securities | Auto Backed | United States | 1.25% | NR | 15-Oct-2026 | 1.61 |
| Standard Chartered | 0.08% | N/A | $4,682,420.90 | 4,410,000 | Corporate Securities | Banking | United Kingdom | 3.95% | Baa2 | 11-Jan-2023 | 1.47 |
| Humana | 0.08% | -0.00 | $4,663,508.54 | 4,125,000 | Corporate Securities | Healthcare | United States | 4.50% | Baa3 | 01-Apr-2025 | 3.41 |
| Diageo Capital | 0.08% | -0.00 | $4,649,773.76 | 4,560,000 | Corporate Securities | Beverages | United Kingdom | 1.38% | A3 | 29-Sep-2025 | 4.10 |
| Avis Budget Rental Car Funding AESOP | 0.08% | -0.00 | $4,649,610.54 | 4,535,000 | Asst Backed Securities | Auto Backed | United States | 3.41% | Baa2 | 20-Sep-2023 | 0.99 |
| Galton Funding Mortgage Trust 2020-H1 | 0.08% | -0.00 | $4,628,967.90 | 4,592,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.83% | NR | 25-Jan-2060 | 2.57 |
| Ford Credit Auto Owner Trust 2020-REV2 | 0.08% | -0.00 | $4,625,750.95 | 4,600,000 | Asst Backed Securities | Auto Backed | United States | 1.74% | NR | 15-Apr-2033 | 4.15 |
| CarMax Auto Owner Trust 2021-2 | 0.08% | N/A | $4,607,447.81 | 4,605,000 | Asst Backed Securities | Auto Backed | United States | 1.34% | NR | 16-Feb-2027 | 4.12 |
| Navient Private Education Refi Loan Trust 2020 | 0.08% | -0.00 | $4,605,991.90 | 4,534,362 | Asst Backed Securities | Student Loans | United States | 2.12% | NR | 15-Jan-2069 | 2.41 |
| Nelnet Student Loan Trust 2005-4 | 0.08% | -0.00 | $4,600,035.37 | 4,748,322 | Asst Backed Securities | Student Loans | United States | 0.31% | Baa3 | 22-Mar-2032 | 0.25 |
| McDonald s | 0.08% | -0.00 | $4,582,574.82 | 4,475,000 | Corporate Securities | Restaurants | United States | 1.45% | Baa1 | 01-Sep-2025 | 4.02 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.07% | -0.00 | $4,562,510.81 | 4,490,000 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.07% | NR | 25-Mar-2049 | 0.72 |
| Cargill | 0.07% | -0.00 | $4,554,304.18 | 4,445,000 | Corporate Securities | Food Processing | United States | 1.38% | A2 | 23-Jul-2023 | 2.02 |
| Avis Budget Rental Car Funding AESOP | 0.07% | -0.00 | $4,552,127.15 | 4,265,000 | Asst Backed Securities | Auto Backed | United States | 3.55% | A1 | 22-Sep-2025 | 2.87 |
| AbbVie | 0.07% | -0.00 | $4,516,893.21 | 4,399,000 | Corporate Securities | Drugs | United States | 3.45% | Baa2 | 15-Mar-2022 | 0.70 |
| Capital One Financial | 0.07% | -0.00 | $4,506,774.45 | 4,115,000 | Corporate Securities | Banking | United States | 3.90% | Baa1 | 29-Jan-2024 | 2.37 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.07% | -0.00 | $4,496,676.37 | 4,622,481 | Corporate Securities | Airlines | United States | 3.70% | Ba2 | 15-Oct-2025 | 2.71 |
| Morgan Stanley Capital I Trust 2019-NUGS | 0.07% | -0.00 | $4,469,101.53 | 4,445,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.30% | Baa3 | 15-Dec-2036 | 0.45 |
| Ford Credit Auto Lease Trust 2020 | 0.07% | -0.00 | $4,467,191.45 | 4,395,000 | Asst Backed Securities | Auto Backed | United States | 2.05% | NR | 15-Jun-2023 | 0.92 |
| Santander Retail Auto Lease Trust 2019 | 0.07% | -0.00 | $4,462,988.55 | 4,415,000 | Asst Backed Securities | Auto Backed | United States | 1.86% | Aaa | 21-Feb-2023 | 0.60 |
| Barclays Bank | 0.07% | -0.00 | $4,408,641.40 | 4,350,000 | Corporate Securities | Banking | United Kingdom | 1.70% | A1 | 12-May-2022 | 0.86 |
| COMM 2013-300P Mortgage Trust | 0.07% | -0.00 | $4,393,913.68 | 4,134,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.35% | NR | 10-Aug-2030 | 2.02 |
| Angel Oak Mortgage Trust 2020-6 | 0.07% | -0.02 | $4,387,790.27 | 4,371,379 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.26% | NR | 25-May-2065 | 1.53 |
| Gray Oak Pipeline | 0.07% | N/A | $4,382,323.65 | 4,272,000 | Corporate Securities | Energy | United States | 2.00% | Baa3 | 15-Sep-2023 | 2.15 |
| Edison International | 0.07% | -0.00 | $4,366,748.41 | 4,199,000 | Corporate Securities | Utilities | United States | 2.95% | Baa3 | 15-Mar-2023 | 1.51 |
| Elara Hgv Timeshare Issuer 2019 | 0.07% | -0.01 | $4,365,433.93 | 4,237,122 | Asst Backed Securities | Asset Backed Other | United States | 2.61% | NR | 25-Jan-2034 | 2.69 |
| Citigroup | 0.07% | -0.00 | $4,343,247.88 | 4,035,000 | Corporate Securities | Banking | United States | 3.11% | A3 | 08-Apr-2026 | 3.57 |
| CarMax Auto Owner Trust 2020-4 | 0.07% | -0.00 | $4,342,625.34 | 4,290,000 | Asst Backed Securities | Auto Backed | United States | 1.75% | NR | 15-Apr-2027 | 3.20 |
| Verus Securitization Trust 2021-1 | 0.07% | -0.01 | $4,333,940.57 | 4,334,382 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.05% | NR | 25-Jan-2066 | 1.29 |
| State Bank of India/London | 0.07% | N/A | $4,333,696.27 | 4,000,000 | Corporate Securities | Banking | India | 4.50% | Baa3 | 28-Sep-2023 | 2.13 |
| Federal National Mortgage Assn. | 0.07% | N/A | $4,320,842.14 | 4,021,207 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2047 | 3.17 |
| First Niagara Financial | 0.07% | -0.00 | $4,290,176.21 | 4,150,000 | Corporate Securities | Banking | United States | 7.25% | Baa1 | 15-Dec-2021 | 0.46 |
| Capital One Financial | 0.07% | -0.00 | $4,268,548.01 | 4,030,000 | Corporate Securities | Banking | United States | 3.50% | Baa1 | 15-Jun-2023 | 1.90 |
| SBA Tower Trust | 0.07% | N/A | $4,262,059.24 | 4,260,000 | Corporate Securities | Wireless Communications | United States | 1.63% | A2 | 15-Nov-2026 | 4.86 |
| Public Storage | 0.07% | N/A | $4,259,195.78 | 4,245,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 0.48% | A2 | 23-Apr-2024 | -0.01 |
| BCP Trust 2021-330N | 0.07% | N/A | $4,253,505.87 | 4,285,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.90% | NR | 15-Jun-2038 | 0.27 |
| Symphony CLO XXVI | 0.07% | -0.00 | $4,240,442.25 | 4,230,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.19% | NR | 20-Apr-2033 | 0.18 |
| DAE Funding | 0.07% | N/A | $4,226,051.39 | 4,225,000 | Corporate Securities | Financial | United Arab Emirates | 1.55% | Baa3 | 01-Aug-2024 | 2.99 |
| Aetna | 0.07% | -0.00 | $4,223,225.91 | 4,055,000 | Corporate Securities | Insurance | United States | 2.80% | Baa2 | 15-Jun-2023 | 1.76 |
| Great Wolf Trust 2019-WOLF | 0.07% | -0.00 | $4,203,155.55 | 4,200,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.71% | A3 | 15-Dec-2036 | 0.36 |
| Standard Chartered | 0.07% | -0.00 | $4,197,182.01 | 4,160,000 | Corporate Securities | Banking | United Kingdom | 1.32% | A2 | 14-Oct-2023 | 1.27 |
| Carlyle Global Market Strategies CLO 2015-3 | 0.07% | -0.00 | $4,194,408.63 | 4,185,367 | Asst Backed Securities | Coll Debt Obligation | United States | 1.18% | Aaa | 28-Jul-2028 | 0.08 |
| COLT 2021-1 Mortgage Loan Trust | 0.07% | N/A | $4,183,740.99 | 4,188,412 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.37% | NR | 25-Jun-2066 | 1.46 |
| Hyundai Capital America | 0.07% | -0.00 | $4,138,182.41 | 3,995,000 | Corporate Securities | Automotive | United States | 3.95% | Baa1 | 01-Feb-2022 | 0.57 |
| Santander Retail Auto Lease Trust 2020 | 0.07% | -0.00 | $4,120,841.39 | 4,050,000 | Asst Backed Securities | Auto Backed | United States | 1.98% | NR | 20-Oct-2025 | 2.56 |
| Avis Budget Rental Car Funding AESOP | 0.07% | -0.00 | $4,119,260.05 | 3,950,000 | Asst Backed Securities | Auto Backed | United States | 2.33% | Aaa | 20-Aug-2026 | 3.77 |
| NTT Finance | 0.07% | -0.00 | $4,117,538.81 | 4,120,000 | Corporate Securities | Other Telecommunications | Japan | 0.58% | A1 | 01-Mar-2024 | 2.64 |
| World Omni Select Auto Trust 2020 | 0.07% | -0.00 | $4,091,471.19 | 4,085,000 | Asst Backed Securities | Auto Backed | United States | 0.84% | NR | 15-Jun-2026 | 1.37 |
| Neuberger Berman Loan Advisers Clo 40 | 0.07% | -0.00 | $4,085,633.36 | 4,060,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.25% | NR | 16-Apr-2033 | 0.18 |
| General Electric | 0.07% | -0.00 | $4,081,103.18 | 3,805,000 | Corporate Securities | Conglomerates | United States | 3.45% | Baa1 | 15-May-2024 | 2.54 |
| OZLM VIII | 0.07% | -0.00 | $4,029,513.06 | 4,018,374 | Asst Backed Securities | Coll Debt Obligation | United States | 1.36% | Aaa | 17-Oct-2029 | 0.18 |
| Towd Point Mortgage Trust 2017-3 | 0.07% | -0.01 | $3,989,543.14 | 3,905,155 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Jul-2057 | 0.89 |
| Fannie Mae Connecticut Avenue Securities | 0.07% | -0.00 | $3,978,313.67 | 4,077,113 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.29% | Baa1 | 25-Jan-2030 | 1.84 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 0.07% | N/A | $3,974,084.38 | 3,975,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.67% | NR | 15-Sep-2029 | 0.37 |
| SG Residential Mortgage Trust 2020-2 | 0.07% | N/A | $3,973,468.84 | 3,956,469 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.38% | NR | 25-May-2065 | 1.55 |
| AutoZone | 0.06% | -0.00 | $3,957,621.72 | 3,600,000 | Corporate Securities | Specialty Retailers | United States | 3.63% | Baa1 | 15-Apr-2025 | 3.50 |
| Exeter Automobile Receivables Trust 2021-2 | 0.06% | N/A | $3,945,922.95 | 3,935,000 | Asst Backed Securities | Auto Backed | United States | 0.98% | Aa2 | 15-Jun-2026 | 2.57 |
| AmeriCredit Automobile Receivables Trust 2020-3 | 0.06% | -0.00 | $3,944,185.07 | 3,915,000 | Asst Backed Securities | Auto Backed | United States | 1.06% | Aa3 | 18-Aug-2026 | 2.21 |
| AmeriCredit Automobile Receivables Trust 2021-1 | 0.06% | -0.00 | $3,935,351.10 | 3,945,000 | Asst Backed Securities | Auto Backed | United States | 1.21% | NR | 18-Dec-2026 | 3.45 |
| Fannie Mae Connecticut Avenue Securities | 0.06% | N/A | $3,931,179.11 | 3,904,935 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.44% | NR | 25-Sep-2029 | -0.35 |
| Government National Mortgage Assn. | 0.06% | 0.06 | $3,928,617.36 | 3,315,860 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 15-Sep-2045 | 4.25 |
| Starwood Mortgage Residential Trust 2019-1 | 0.06% | 0.00 | $3,907,981.52 | 3,880,740 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.30% | NR | 25-Jun-2049 | 3.25 |
| STACR Trust 2018-HRP2 | 0.06% | -0.00 | $3,889,814.26 | 3,888,946 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.34% | NR | 25-Feb-2047 | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.06% | -0.00 | $3,873,163.50 | 3,783,512 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.02% | Aaa | 15-Jul-2058 | 0.86 |
| Ellington Financial Mortgage Trust 2021-2 | 0.06% | N/A | $3,868,954.16 | 3,875,082 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.93% | NR | 25-Jun-2066 | 1.90 |
| Hyundai Capital America | 0.06% | 0.01 | $3,861,217.83 | 3,740,000 | Corporate Securities | Automotive | United States | 2.85% | Baa1 | 01-Nov-2022 | 1.31 |
| Federal Home Loan Mortgage | 0.06% | 0.06 | $3,860,722.32 | 3,545,942 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Mar-2046 | 4.05 |
| Ford Credit Floorplan Master Owner Trust | 0.06% | -0.00 | $3,838,210.63 | 3,805,000 | Asst Backed Securities | Auto Backed | United States | 0.98% | Aa2 | 15-Sep-2025 | 2.18 |
| Nissan Master Owner Trust Receivables | 0.06% | -0.00 | $3,818,726.84 | 3,805,000 | Asst Backed Securities | Auto Backed | United States | 0.63% | Aaa | 15-Feb-2024 | 0.03 |
| Flagstar Mortgage Trust | 0.06% | N/A | $3,817,616.33 | 3,730,000 | Asst Backed Securities | Home Equity Loans Backed | United States | 2.50% | Aaa | 25-May-2033 | 2.65 |
| American Tower | 0.06% | -0.00 | $3,813,905.15 | 3,384,000 | Corporate Securities | Wireless Communications | United States | 5.00% | Baa3 | 15-Feb-2024 | 2.46 |
| COMM 2020-CBM Mortgage Trust | 0.06% | -0.00 | $3,803,599.73 | 3,895,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.75% | Baa3 | 10-Feb-2037 | 3.39 |
| Great Wolf Trust 2019-WOLF | 0.06% | -0.00 | $3,789,207.41 | 3,785,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.11% | Aaa | 15-Dec-2036 | 0.36 |
| BX Trust 2021-VIEW | 0.06% | N/A | $3,787,404.07 | 3,785,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.43% | NR | 15-Jun-2023 | 0.28 |
| Angel Oak Mortgage Trust 2020-3 | 0.06% | N/A | $3,775,351.98 | 3,733,520 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.69% | NR | 25-Apr-2065 | 2.36 |
| Merit 2020-Hill | 0.06% | 0.01 | $3,762,784.78 | 3,740,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.42% | Baa3 | 15-Aug-2037 | 0.36 |
| Ellington Financial Mortgage Trust 2021-2 | 0.06% | N/A | $3,706,141.47 | 3,710,833 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.29% | NR | 25-Jun-2066 | 1.90 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $3,703,707.36 | 3,175,075 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2041 | 3.84 |
| Enel Finance International | 0.06% | 0.03 | $3,681,596.95 | 3,480,000 | Corporate Securities | Utilities | Italy | 2.65% | Baa1 | 10-Sep-2024 | 3.06 |
| COLT 2019-3 Mortgage Loan Trust | 0.06% | N/A | $3,680,495.88 | 3,672,206 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.76% | NR | 25-Aug-2049 | 1.22 |
| Ford Motor Credit | 0.06% | 0.02 | $3,667,147.84 | 3,610,000 | Corporate Securities | Automotive | United States | 3.81% | Ba2 | 12-Oct-2021 | 0.28 |
| FNMA 15 YR TBA JUL | 0.06% | N/A | $3,666,338.82 | 3,620,000 | Mortgage Backed Securities | Mortgages | United States | 1.50% | NR | 01-Jan-2036 | 4.21 |
| Ross Stores | 0.06% | -0.00 | $3,625,884.46 | 3,695,000 | Corporate Securities | Retail | United States | 0.88% | A2 | 15-Apr-2026 | 4.68 |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.06% | 0.02 | $3,585,630.02 | 3,585,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.07% | A3 | 15-Dec-2037 | 0.39 |
| Starbucks | 0.06% | -0.00 | $3,577,172.61 | 3,505,000 | Corporate Securities | Restaurants | United States | 2.70% | Baa1 | 15-Jun-2022 | 0.78 |
| FNMA 30 YR TBA JUL | 0.06% | N/A | $3,526,849.56 | 3,380,000 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jan-2043 | 2.84 |
| Martin Marietta Materials | 0.06% | N/A | $3,517,585.11 | 3,510,000 | Corporate Securities | Building Products | United States | 0.65% | Baa2 | 15-Jul-2023 | 1.50 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $3,516,691.30 | 3,299,004 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Dec-2034 | 3.20 |
| CSMC 2020-NET | 0.06% | -0.00 | $3,511,270.78 | 3,395,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.26% | Aaa | 15-Aug-2037 | 3.96 |
| Mitsubishi Ufj Financial | 0.06% | -0.00 | $3,502,806.28 | 3,496,000 | Corporate Securities | Banking | Japan | 0.83% | A1 | 26-Jul-2021 | 0.07 |
| Credit Suisse | 0.06% | 0.03 | $3,498,871.57 | 3,385,000 | Corporate Securities | Banking | Switzerland | 3.00% | Baa1 | 14-Dec-2023 | 1.43 |
| Simon Property | 0.06% | -0.00 | $3,488,027.57 | 3,350,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 2.00% | A3 | 13-Sep-2024 | 2.95 |
| Starwood Mortgage Residential Trust 2018-IMC2 | 0.06% | -0.00 | $3,484,795.04 | 3,429,503 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.38% | NR | 25-Oct-2048 | 0.45 |
| Goldman Sachs | 0.06% | -0.00 | $3,476,552.75 | 3,465,000 | Corporate Securities | Banking | United States | 0.67% | A2 | 08-Mar-2024 | 1.67 |
| Government National Mortgage Assn. | 0.06% | 0.06 | $3,474,553.15 | 3,168,038 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2047 | 3.58 |
| Park Aerospace Holdings | 0.06% | 0.00 | $3,473,323.39 | 3,263,000 | Corporate Securities | Financial | Ireland | 4.50% | Baa3 | 15-Mar-2023 | 1.56 |
| World Omni Auto Receivables Trust | 0.06% | -0.00 | $3,447,170.61 | 3,390,000 | Asst Backed Securities | Auto Backed | United States | 1.64% | NR | 17-Aug-2026 | 2.49 |
| Government National Mortgage Assn. | 0.06% | 0.06 | $3,446,197.20 | 3,244,702 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Oct-2050 | 2.51 |
| O Reilly Automotive | 0.06% | -0.00 | $3,426,346.47 | 3,280,000 | Corporate Securities | Specialty Retailers | United States | 3.80% | Baa1 | 01-Sep-2022 | 0.90 |
| Angel Oak Mortgage Trust I LLC 2019-4 | 0.06% | N/A | $3,413,900.97 | 3,372,317 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.30% | NR | 26-Jul-2049 | 0.15 |
| Starwood Mortgage Residential Trust 2020-1 | 0.06% | -0.00 | $3,412,311.82 | 3,371,223 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.41% | NR | 25-Feb-2050 | 1.26 |
| Avis Budget Rental Car Funding AESOP | 0.06% | 0.02 | $3,410,656.28 | 3,155,000 | Asst Backed Securities | Auto Backed | United States | 4.95% | Baa2 | 20-Mar-2025 | 2.37 |
| Hyundai Capital America | 0.06% | -0.00 | $3,398,213.26 | 3,375,000 | Corporate Securities | Automotive | United States | 1.15% | Baa1 | 10-Nov-2022 | 1.35 |
| Volvo Financial Equipment LLC Series 2018-1 | 0.06% | -0.00 | $3,396,472.58 | 3,360,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 2.91% | Aaa | 17-Jan-2023 | 0.58 |
| Navient Private Education Refi Loan Trust 2020-H | 0.06% | -0.01 | $3,394,357.97 | 3,369,989 | Asst Backed Securities | Student Loans | United States | 1.31% | NR | 15-Jan-2069 | 2.43 |
| Standard Chartered | 0.06% | 0.05 | $3,391,063.88 | 3,390,000 | Corporate Securities | Banking | United Kingdom | 0.99% | A2 | 12-Jan-2025 | 2.49 |
| Homeward Opportunities Fund I Trust 2020-2 | 0.05% | N/A | $3,356,289.78 | 3,331,846 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.66% | NR | 25-May-2065 | 1.22 |
| Harley-Davidson Financial Services | 0.05% | 0.01 | $3,338,490.24 | 3,280,000 | Corporate Securities | Automotive | United States | 2.55% | Baa3 | 09-Jun-2022 | 0.85 |
| AstraZeneca | 0.05% | -0.00 | $3,334,038.54 | 3,100,000 | Corporate Securities | Drugs | United Kingdom | 3.50% | A3 | 17-Aug-2023 | 1.97 |
| Lloyds Banking | 0.05% | -0.00 | $3,332,489.91 | 3,305,000 | Corporate Securities | Banking | United Kingdom | 1.33% | A3 | 15-Jun-2023 | 0.95 |
| Deephaven Residential Mortgage Trust 2021-2 | 0.05% | N/A | $3,327,559.30 | 3,327,200 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.26% | NR | 25-Apr-2066 | 1.40 |
| Deephaven Residential Mortgage Trust 2021-1 | 0.05% | -0.01 | $3,325,938.33 | 3,324,870 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.13% | NR | 25-May-2065 | 1.60 |
| City of Houston TX Airport System Revenue | 0.05% | 0.04 | $3,315,029.05 | 3,245,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.27% | A1 | 01-Jul-2024 | 2.95 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.05% | -0.00 | $3,312,644.96 | 3,065,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.11% | Aaa | 15-Oct-2047 | 3.03 |
| Navient Private Education Refi Loan Trust 2020-G | 0.05% | -0.01 | $3,302,399.05 | 3,287,028 | Asst Backed Securities | Student Loans | United States | 1.17% | NR | 16-Sep-2069 | 2.46 |
| Philip Morris International | 0.05% | -0.00 | $3,302,047.16 | 3,255,000 | Corporate Securities | Food/Tobacco | United States | 1.13% | A2 | 01-May-2023 | 1.81 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $3,285,590.34 | 3,066,788 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2050 | 3.05 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.05% | 0.04 | $3,275,122.37 | 3,162,511 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.79% | NR | 25-Apr-2028 | 0.13 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $3,265,298.26 | 2,929,978 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2041 | 4.09 |
| EMD Finance | 0.05% | -0.00 | $3,242,038.11 | 3,170,000 | Corporate Securities | Drugs | Germany | 2.95% | Baa1 | 19-Mar-2022 | 0.55 |
| Verus Securitization Trust 2019-4 | 0.05% | -0.00 | $3,231,494.90 | 3,172,751 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-Nov-2059 | 1.04 |
| Angel Oak Mortgage Trust LLC 2020-5 | 0.05% | -0.01 | $3,228,882.02 | 3,211,238 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.58% | NR | 25-May-2065 | 1.50 |
| Gray Oak Pipeline | 0.05% | 0.02 | $3,216,564.41 | 3,115,000 | Corporate Securities | Energy | United States | 2.60% | Baa3 | 15-Oct-2025 | 4.02 |
| Santander Retail Auto Lease Trust 2019 | 0.05% | N/A | $3,202,839.58 | 3,187,039 | Asst Backed Securities | Auto Backed | United States | 2.77% | Aaa | 20-Jun-2022 | 0.15 |
| Cigna | 0.05% | 0.00 | $3,183,490.33 | 2,942,000 | Corporate Securities | Insurance | United States | 3.75% | Baa1 | 15-Jul-2023 | 1.88 |
| New Residential Mortgage Loan Trust 2019-NQM5 | 0.05% | -0.01 | $3,181,623.30 | 3,137,885 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.71% | NR | 25-Nov-2059 | 2.03 |
| Cnh Equipment Trust 2018 | 0.05% | -0.00 | $3,175,639.75 | 3,105,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 3.47% | NR | 15-Oct-2025 | 2.75 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.05% | 0.00 | $3,156,192.47 | 3,117,751 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.46% | NR | 26-Jan-2060 | 1.28 |
| Sequoia Mortgage Trust 2018-CH2 | 0.05% | 0.03 | $3,154,025.45 | 3,097,834 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Jun-2048 | 3.09 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 | 0.05% | -0.01 | $3,145,020.44 | 3,144,670 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.67% | NR | 25-Jan-2051 | 0.12 |
| Flagstar Mortgage Trust 2020-1NV | 0.05% | -0.01 | $3,142,401.09 | 3,141,797 | Asst Backed Securities | Home Equity Loans Backed | United States | 0.94% | Aaa | 25-Mar-2050 | 0.09 |
| HSBC Holdings | 0.05% | -0.00 | $3,140,063.36 | 2,890,000 | Corporate Securities | Banking | United Kingdom | 3.80% | A3 | 11-Mar-2025 | 2.56 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $3,138,273.64 | 2,861,086 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Oct-2047 | 3.58 |
| Sky | 0.05% | -0.00 | $3,133,779.63 | 2,840,000 | Corporate Securities | Media & Communications | United Kingdom | 3.75% | A3 | 16-Sep-2024 | 3.03 |
| Intercontinental Exchange | 0.05% | -0.00 | $3,132,790.63 | 2,885,000 | Corporate Securities | Financial | United States | 4.00% | A3 | 15-Oct-2023 | 2.19 |
| BP Capital Markets America | 0.05% | -0.00 | $3,127,206.48 | 2,980,000 | Corporate Securities | Petroleum | United States | 2.94% | A2 | 06-Apr-2023 | 1.72 |
| Enbridge | 0.05% | -0.00 | $3,118,035.03 | 3,110,000 | Corporate Securities | Petroleum | Canada | 0.41% | Baa1 | 17-Feb-2023 | -0.01 |
| SMB Private Education Loan Trust | 0.05% | -0.01 | $3,103,942.30 | 3,092,314 | Asst Backed Securities | Student Loans | United States | 1.29% | Aaa | 15-Jul-2053 | 3.55 |
| BANK 2019-BNK24 | 0.05% | -0.00 | $3,098,838.99 | 3,040,873 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.06% | NR | 15-Nov-2062 | 1.85 |
| Aon | 0.05% | -0.00 | $3,091,744.93 | 3,010,000 | Corporate Securities | Insurance | United States | 2.20% | Baa2 | 15-Nov-2022 | 1.36 |
| Synchrony Bank | 0.05% | -0.00 | $3,084,647.56 | 3,013,000 | Corporate Securities | Financial | United States | 3.00% | NR | 15-Jun-2022 | 0.86 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2 | 0.05% | N/A | $3,066,463.60 | 2,984,694 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | NR | 25-May-2051 | 2.64 |
| Carmax Auto Owner Trust 2020-1 | 0.05% | -0.00 | $3,064,077.55 | 2,965,000 | Asst Backed Securities | Auto Backed | United States | 2.34% | NR | 17-Nov-2025 | 2.66 |
| Ares LVIII CLO | 0.05% | -0.00 | $3,051,277.43 | 3,025,000 | Asst Backed Securities | Coll Debt Obligation | United States | 1.46% | NR | 15-Jan-2033 | 0.13 |
| GM Financial Automobile Leasing Trust 2020-1 | 0.05% | -0.00 | $3,047,302.95 | 2,990,000 | Asst Backed Securities | Auto Backed | United States | 2.28% | NR | 20-Jun-2024 | 1.16 |
| 7-Eleven | 0.05% | 0.00 | $3,027,934.72 | 3,020,000 | Corporate Securities | Retail | United States | 0.63% | Baa2 | 10-Feb-2023 | 1.04 |
| Banco Santander | 0.05% | N/A | $3,005,376.46 | 3,000,000 | Corporate Securities | Banking | Spain | 0.70% | A2 | 30-Jun-2024 | 1.98 |
| SMBC Aviation Capital Finance DAC | 0.05% | 0.04 | $2,992,465.22 | 2,800,000 | Corporate Securities | Airlines | Ireland | 3.55% | NR | 15-Apr-2024 | 2.59 |
| Deephaven Residential Mortgage Trust 2021-2 | 0.05% | N/A | $2,988,486.51 | 2,989,090 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.90% | NR | 25-Apr-2066 | 1.40 |
| COMM 2014-CCRE19 Mortgage Trust | 0.05% | 0.00 | $2,976,175.48 | 2,995,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.86% | NR | 10-Aug-2047 | 2.90 |
| Nissan Auto Receivables 2020-A Owner Trust | 0.05% | -0.00 | $2,877,130.26 | 2,840,000 | Asst Backed Securities | Auto Backed | United States | 1.38% | Aaa | 16-Dec-2024 | 1.06 |
| Hilton Grand Vacations Trust 2019 | 0.05% | N/A | $2,877,031.12 | 2,810,740 | Asst Backed Securities | Asset Backed Other | United States | 2.54% | NR | 25-Jul-2033 | 2.52 |
| Stryker | 0.05% | -0.00 | $2,877,026.31 | 2,875,000 | Corporate Securities | Healthcare | United States | 0.60% | Baa1 | 01-Dec-2023 | 1.28 |
| Avnet | 0.05% | -0.00 | $2,869,128.31 | 2,705,000 | Corporate Securities | Information Technology | United States | 4.88% | Baa3 | 01-Dec-2022 | 1.38 |
| Schlumberger Holdings | 0.05% | -0.00 | $2,865,765.69 | 2,580,000 | Corporate Securities | Energy | United States | 4.00% | Baa1 | 21-Dec-2025 | 3.98 |
| Wells Fargo | 0.05% | 0.03 | $2,861,358.25 | 2,625,000 | Corporate Securities | Banking | United States | 4.13% | A3 | 15-Aug-2023 | 2.03 |
| Cigna | 0.05% | -0.00 | $2,845,062.68 | 2,840,000 | Corporate Securities | Insurance | United States | 0.61% | Baa1 | 15-Mar-2024 | 1.70 |
| Merit 2020-Hill | 0.05% | -0.00 | $2,839,629.55 | 2,825,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.77% | A3 | 15-Aug-2037 | 0.36 |
| Starwood Mortgage Residential Trust 2019-1 | 0.05% | -0.01 | $2,823,763.37 | 2,801,612 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.94% | NR | 25-Jun-2049 | 0.82 |
| KeyBank NA/Cleveland OH | 0.05% | -0.00 | $2,822,563.05 | 2,740,000 | Corporate Securities | Banking | United States | 2.30% | A3 | 14-Sep-2022 | 1.19 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $2,813,957.46 | 2,522,780 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2041 | 3.89 |
| Government National Mortgage Assn. | 0.05% | 0.04 | $2,808,394.25 | 2,591,441 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Aug-2047 | 2.51 |
| Roper Technologies | 0.05% | 0.02 | $2,779,554.99 | 2,640,000 | Corporate Securities | Manufacturing | United States | 2.35% | Baa2 | 15-Sep-2024 | 3.04 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $2,778,647.65 | 2,619,971 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Dec-2047 | 2.77 |
| Bank 2019-BNK19 | 0.05% | -0.00 | $2,772,125.66 | 2,704,179 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 2.26% | NR | 15-Aug-2061 | 1.68 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $2,766,262.76 | 2,485,153 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2044 | 3.68 |
| Nationwide Building Society | 0.05% | -0.00 | $2,766,045.66 | 2,605,000 | Corporate Securities | Banking | United Kingdom | 3.77% | Baa2 | 08-Mar-2024 | 1.62 |
| Credicorp | 0.05% | -0.00 | $2,765,164.82 | 2,715,000 | Corporate Securities | Financial | Peru | 2.75% | NR | 17-Jun-2025 | 3.72 |
| 7-Eleven | 0.04% | -0.00 | $2,743,729.14 | 2,740,000 | Corporate Securities | Retail | United States | 0.61% | Baa2 | 10-Aug-2022 | 0.11 |
| AmeriCredit Automobile Receivables Trust 2020-2 | 0.04% | -0.00 | $2,733,997.33 | 2,715,000 | Asst Backed Securities | Auto Backed | United States | 0.97% | NR | 18-Feb-2026 | 1.48 |
| Verus Securitization Trust 2020-5 | 0.04% | -0.01 | $2,731,281.41 | 2,725,024 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.73% | NR | 25-May-2065 | 1.66 |
| Towd Point Mortgage Trust 2017-1 | 0.04% | -0.01 | $2,703,042.95 | 2,656,306 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Oct-2056 | 1.26 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.04% | 0.01 | $2,698,791.59 | 2,634,575 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aa1 | 25-Aug-2050 | 4.22 |
| Ellington Financial Mortgage Trust 2019-2 | 0.04% | 0.01 | $2,693,283.10 | 2,641,114 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.74% | NR | 25-Nov-2059 | 1.11 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $2,689,742.60 | 2,502,193 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Aug-2044 | 2.98 |
| Sierra Timeshare 2020-2 Receivables Funding | 0.04% | -0.01 | $2,683,069.66 | 2,595,732 | Asst Backed Securities | Asset Backed Other | United States | 3.51% | NR | 20-Jul-2037 | 2.75 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $2,680,908.75 | 2,445,243 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jan-2048 | 3.26 |
| Marriott International Inc/MD | 0.04% | 0.03 | $2,677,583.72 | 2,575,000 | Corporate Securities | Lodging | United States | 3.13% | Baa3 | 15-Feb-2023 | 1.35 |
| United Airlines 2019-2 Class B Pass Through Trust | 0.04% | -0.00 | $2,662,279.21 | 2,673,922 | Corporate Securities | Airlines | United States | 3.50% | Baa2 | 01-May-2028 | 3.41 |
| SBA Tower Trust | 0.04% | 0.00 | $2,659,889.33 | 2,540,000 | Corporate Securities | Wireless Communications | United States | 3.87% | A2 | 08-Oct-2024 | 1.92 |
| Volkswagen Group of America Finance | 0.04% | 0.01 | $2,655,144.75 | 2,590,000 | Corporate Securities | Automotive | Germany | 2.90% | A3 | 13-May-2022 | 0.85 |
| Skyworks Solutions | 0.04% | N/A | $2,653,387.17 | 2,645,000 | Corporate Securities | Information Technology | United States | 0.90% | Ba1 | 01-Jun-2023 | 1.29 |
| FNMA 30 YR | 0.04% | N/A | $2,652,909.52 | 2,557,388 | Mortgage Backed Securities | Mortgages | United States | 2.50% | NR | 01-Nov-2050 | 5.39 |
| Kubota Credit Owner Trust 2020-1 | 0.04% | -0.00 | $2,652,703.59 | 2,600,000 | Asst Backed Securities | Equip Lease Heavy Duty | United States | 1.96% | Aaa | 15-Mar-2024 | 1.16 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.04% | 0.03 | $2,647,988.34 | 2,611,208 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.92% | NR | 27-Sep-2049 | 1.08 |
| Galton Funding Mortgage Trust 2020-H1 | 0.04% | N/A | $2,637,777.51 | 2,586,283 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.31% | NR | 25-Jan-2060 | 1.62 |
| Humana | 0.04% | 0.02 | $2,633,447.09 | 2,548,000 | Corporate Securities | Healthcare | United States | 3.15% | Baa3 | 01-Dec-2022 | 1.16 |
| CVS Health | 0.04% | -0.00 | $2,619,882.48 | 2,460,000 | Corporate Securities | Retail | United States | 2.63% | Baa2 | 15-Aug-2024 | 2.94 |
| Nelnet Student Loan Trust 2020-1 | 0.04% | -0.00 | $2,611,679.06 | 2,618,031 | Asst Backed Securities | Student Loans | United States | 0.83% | Aaa | 26-Mar-2068 | 0.28 |
| CVS Health | 0.04% | -0.00 | $2,596,370.93 | 2,442,000 | Corporate Securities | Retail | United States | 3.70% | Baa2 | 09-Mar-2023 | 1.56 |
| Verus Securitization Trust 2021-R1 | 0.04% | -0.01 | $2,569,969.19 | 2,573,751 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.06% | NR | 25-Oct-2063 | 1.24 |
| Verus Securitization Trust 2021-1 | 0.04% | -0.01 | $2,560,499.66 | 2,561,030 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.16% | NR | 25-Jan-2066 | 1.29 |
| Angel Oak Mortgage Trust 2021-2 | 0.04% | N/A | $2,534,268.37 | 2,534,384 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.19% | NR | 25-Apr-2066 | 1.44 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.04% | -0.00 | $2,526,489.78 | 2,503,616 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.03% | NR | 25-Nov-2059 | 1.11 |
| Ellington Financial Mortgage Trust 2017-1 | 0.04% | 0.00 | $2,524,843.96 | 2,530,432 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.80% | NR | 25-Feb-2066 | 3.21 |
| Volkswagen Group of America Finance | 0.04% | 0.01 | $2,515,007.82 | 2,400,000 | Corporate Securities | Automotive | Germany | 3.13% | A3 | 12-May-2023 | 1.81 |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.04% | -0.00 | $2,510,724.01 | 2,510,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.32% | Baa3 | 15-Dec-2037 | 0.39 |
| SBA Tower Trust | 0.04% | -0.00 | $2,505,876.55 | 2,480,000 | Corporate Securities | Wireless Communications | United States | 1.88% | A2 | 15-Jan-2026 | 3.99 |
| Ellington Financial Mortgage Trust 2020-1 | 0.04% | -0.01 | $2,498,928.83 | 2,465,196 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.01% | NR | 25-May-2065 | 1.33 |
| Fannie Mae REMICS | 0.04% | N/A | $2,494,748.03 | 2,454,581 | Mortgage Backed Securities | Agency Bkd CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.09 |
| New Residential Mortgage Loan Trust 2020-NQM1 | 0.04% | -0.01 | $2,481,051.47 | 2,453,737 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.77% | NR | 26-Jan-2060 | 1.28 |
| Morgan Stanley | 0.04% | N/A | $2,478,452.57 | 2,320,000 | Corporate Securities | Banking | United States | 4.10% | Baa1 | 22-May-2023 | 1.83 |
| Long Island Power Authority | 0.04% | -0.00 | $2,476,077.64 | 2,460,000 | Tax-Free Revenue | Electric Revenue | United States | 0.76% | A2 | 01-Mar-2023 | 1.12 |
| Vista Point Securitization Trust 2020-1 | 0.04% | -0.01 | $2,450,181.19 | 2,423,862 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.76% | NR | 25-Mar-2065 | 1.07 |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 0.04% | -0.00 | $2,441,394.98 | 2,361,000 | Corporate Securities | Oil Field Serv | United States | 2.77% | A3 | 15-Dec-2022 | 1.36 |
| Nissan Motor Acceptance | 0.04% | -0.00 | $2,435,281.14 | 2,395,000 | Corporate Securities | Automotive | United States | 3.65% | Baa3 | 21-Sep-2021 | 0.22 |
| Avolon Holdings Funding | 0.04% | 0.00 | $2,421,780.00 | 2,230,000 | Corporate Securities | Financial | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 2.79 |
| Towd Point Mortgage Trust 2017-4 | 0.04% | -0.01 | $2,418,901.87 | 2,347,355 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | NR | 25-Jun-2057 | 1.93 |
| Nucor | 0.04% | -0.00 | $2,411,839.72 | 2,330,000 | Corporate Securities | Metals & Mining | United States | 2.00% | Baa1 | 01-Jun-2025 | 3.74 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.04% | -0.02 | $2,409,077.26 | 2,374,048 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.63% | NR | 25-Mar-2049 | 0.62 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $2,406,449.81 | 2,015,419 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 15-Jul-2036 | 3.72 |
| Roper Technologies | 0.04% | 0.01 | $2,378,744.45 | 2,210,000 | Corporate Securities | Manufacturing | United States | 3.65% | Baa2 | 15-Sep-2023 | 2.05 |
| Schlumberger Finance Canada | 0.04% | -0.00 | $2,366,144.38 | 2,330,000 | Corporate Securities | Energy | United States | 1.40% | A2 | 17-Sep-2025 | 4.07 |
| WPP Finance 2010 | 0.04% | -0.00 | $2,364,612.46 | 2,255,000 | Corporate Securities | Advertising | United Kingdom | 3.63% | Baa2 | 07-Sep-2022 | 1.16 |
| EOG Resources | 0.04% | -0.00 | $2,354,044.58 | 2,263,000 | Corporate Securities | Exploration & Production | United States | 2.63% | A3 | 15-Mar-2023 | 1.44 |
| Williams | 0.04% | 0.01 | $2,338,210.40 | 2,123,000 | Corporate Securities | Energy | United States | 4.30% | Baa2 | 04-Mar-2024 | 2.32 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $2,308,554.97 | 2,137,176 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Mar-2049 | 2.36 |
| Vista Point Securitization Trust 2020-2 | 0.04% | -0.01 | $2,291,610.48 | 2,265,540 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | NR | 25-Apr-2065 | 1.58 |
| Humana | 0.04% | 0.01 | $2,288,820.98 | 2,215,000 | Corporate Securities | Healthcare | United States | 2.90% | Baa3 | 15-Dec-2022 | 1.36 |
| GMF Floorplan Owner Revolving Trust | 0.04% | -0.00 | $2,257,955.20 | 2,235,000 | Asst Backed Securities | Auto Backed | United States | 1.03% | Aa1 | 15-Aug-2025 | 2.10 |
| Analog devices | 0.04% | -0.00 | $2,232,759.55 | 2,075,000 | Corporate Securities | Information Technology | United States | 2.95% | Baa1 | 01-Apr-2025 | 3.50 |
| Galton Funding Mortgage Trust 2019-1 | 0.04% | -0.01 | $2,213,084.65 | 2,177,856 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | NR | 25-Feb-2059 | 2.14 |
| Baxalta | 0.04% | -0.00 | $2,205,921.25 | 2,150,000 | Corporate Securities | Healthcare | United States | 3.60% | Baa2 | 23-Jun-2022 | 0.80 |
| Fox | 0.04% | -0.00 | $2,200,736.07 | 2,125,000 | Corporate Securities | Media & Communications | United States | 3.67% | Baa2 | 25-Jan-2022 | 0.56 |
| Lincoln National | 0.04% | -0.00 | $2,200,623.94 | 2,025,000 | Corporate Securities | Insurance | United States | 4.00% | Baa1 | 01-Sep-2023 | 2.07 |
| METLIFE SECURITIZATION TRUST | 0.04% | -0.01 | $2,160,891.28 | 2,109,792 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-Apr-2055 | 3.00 |
| NXP BV / NXP Funding | 0.04% | -0.00 | $2,156,558.23 | 1,930,000 | Corporate Securities | Information Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 2.43 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.04% | -0.02 | $2,139,392.59 | 2,123,957 | Asst Backed Securities | Auto Backed | United States | 2.69% | Aaa | 19-Jun-2023 | 0.16 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.04% | -0.00 | $2,138,976.60 | 1,865,000 | Corporate Securities | Banking | Mexico | 5.38% | Baa1 | 17-Apr-2025 | 3.46 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.04% | 0.02 | $2,137,588.37 | 2,136,514 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.12% | Baa1 | 25-Nov-2050 | 0.06 |
| Ellington Financial Mortgage Trust 2017-1 | 0.03% | -0.01 | $2,135,338.16 | 2,139,483 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.11% | NR | 25-Feb-2066 | 1.79 |
| New Residential Mortgage Loan Trust 2020-NQM | 0.03% | -0.01 | $2,135,184.62 | 2,108,308 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.65% | NR | 24-May-2060 | 1.64 |
| JP Morgan Mortgage Trust 2020-LTV1 | 0.03% | N/A | $2,122,617.68 | 2,111,428 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Jun-2050 | 0.72 |
| Ford Motor Credit | 0.03% | -0.00 | $2,117,524.74 | 2,060,000 | Corporate Securities | Automotive | United States | 5.88% | Ba2 | 02-Aug-2021 | 0.09 |
| Capital Auto Receivables Asset Trust 2018-2 | 0.03% | 0.01 | $2,073,876.64 | 2,067,696 | Asst Backed Securities | Auto Backed | United States | 3.69% | Aaa | 20-Dec-2023 | 0.13 |
| Volkswagen Group of America Finance | 0.03% | -0.00 | $2,053,782.55 | 2,030,000 | Corporate Securities | Automotive | Germany | 2.50% | A3 | 24-Sep-2021 | 0.23 |
| Leaseplan | 0.03% | N/A | $2,034,010.24 | 1,925,000 | Corporate Securities | Automotive | Netherlands | 2.88% | Baa1 | 24-Oct-2024 | 3.16 |
| State of Connecticut | 0.03% | 0.02 | $2,021,863.31 | 1,925,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.00% | Aa3 | 01-Jul-2024 | 2.93 |
| COLT 2020-3 Mortgage Loan Trust | 0.03% | -0.01 | $2,011,225.49 | 2,000,978 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.51% | NR | 27-Apr-2065 | 1.44 |
| Discover Bank | 0.03% | -0.00 | $2,000,918.89 | 1,975,000 | Corporate Securities | Banking | United States | 3.20% | Baa2 | 09-Aug-2021 | 0.08 |
| Avis Budget Rental Car Funding AESOP | 0.03% | -0.00 | $1,992,137.25 | 1,960,000 | Asst Backed Securities | Auto Backed | United States | 3.70% | Baa2 | 20-Mar-2023 | 0.51 |
| Bre Grand Islander Timeshare Issuer 2019 | 0.03% | -0.00 | $1,962,562.27 | 1,870,723 | Asst Backed Securities | Asset Backed Other | United States | 3.28% | NR | 26-Sep-2033 | 2.34 |
| Energy Transfer | 0.03% | 0.02 | $1,962,214.08 | 1,860,000 | Corporate Securities | Oil Field Serv | United States | 2.90% | Baa3 | 15-May-2025 | 3.63 |
| Towd Point Mortgage Trust 2018-1 | 0.03% | -0.00 | $1,962,113.23 | 1,906,942 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Jan-2058 | 1.34 |
| Energy Transfer | 0.03% | 0.02 | $1,961,929.91 | 1,819,000 | Corporate Securities | Oil Field Serv | United States | 4.20% | Baa3 | 15-Sep-2023 | 2.03 |
| Freddie Mac STACR Trust 2018-DNA2 | 0.03% | -0.00 | $1,961,036.36 | 1,960,745 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.89% | NR | 25-Dec-2030 | 0.06 |
| MVW 2020-1 | 0.03% | -0.00 | $1,941,120.03 | 1,880,962 | Asst Backed Securities | Asset Backed Other | United States | 2.73% | NR | 20-Oct-2037 | 3.05 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 | 0.03% | -0.01 | $1,939,406.63 | 1,938,500 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.92% | NR | 25-Dec-2050 | 0.10 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.02 | $1,917,252.12 | 1,878,263 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.09% | NR | 25-Aug-2024 | -0.33 |
| Enterprise Fleet Financing 2019-3 | 0.03% | -0.01 | $1,915,212.55 | 1,888,793 | Asst Backed Securities | Auto Backed | United States | 2.06% | NR | 20-May-2025 | 0.75 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,905,628.94 | 1,606,432 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2039 | 3.81 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.03% | -0.00 | $1,899,008.11 | 1,895,000 | Asst Backed Securities | Auto Backed | United States | 2.52% | Aaa | 16-Mar-2023 | 2.39 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.03% | 0.01 | $1,870,675.69 | 1,865,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.02% | NR | 15-Jan-2033 | 0.39 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.03% | -0.00 | $1,867,891.33 | 1,821,130 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Jan-2055 | 1.39 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,840,746.64 | 1,582,794 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2035 | 3.52 |
| Crown Castle Towers | 0.03% | -0.00 | $1,838,682.58 | 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 | $1,833,310.16 | 1,723,108 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Mar-2035 | 3.17 |
| Valero Energy | 0.03% | -0.00 | $1,804,749.17 | 1,645,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.65% | Baa2 | 15-Mar-2025 | 3.47 |
| SMBC Aviation Capital Finance DAC | 0.03% | 0.02 | $1,764,708.89 | 1,631,000 | Corporate Securities | Airlines | Ireland | 4.13% | NR | 15-Jul-2023 | 1.86 |
| Becton Dickinson And | 0.03% | -0.00 | $1,759,971.04 | 1,615,000 | Corporate Securities | Healthcare | United States | 3.73% | Baa3 | 15-Dec-2024 | 3.09 |
| HSBC Holdings | 0.03% | -0.02 | $1,741,663.14 | 1,740,000 | Corporate Securities | Banking | United Kingdom | 1.00% | A3 | 24-May-2025 | 2.86 |
| Nissan Motor Acceptance | 0.03% | -0.01 | $1,736,434.48 | 1,685,000 | Corporate Securities | Automotive | United States | 2.65% | Baa3 | 13-Jul-2022 | 1.01 |
| Roper Technologies | 0.03% | 0.00 | $1,733,641.66 | 1,740,000 | Corporate Securities | Manufacturing | United States | 1.00% | Baa2 | 15-Sep-2025 | 4.10 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,711,920.65 | 1,577,292 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2050 | 2.68 |
| CarMax Auto Owner Trust 2017-4 | 0.03% | -0.00 | $1,703,412.84 | 1,685,000 | Asst Backed Securities | Auto Backed | United States | 2.70% | NR | 16-Oct-2023 | 1.03 |
| Dallas Fort Worth International Airport | 0.03% | -0.00 | $1,691,794.94 | 1,670,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.33% | A1 | 01-Nov-2025 | 4.23 |
| Williams | 0.03% | -0.00 | $1,664,788.87 | 1,605,000 | Corporate Securities | Energy | United States | 3.35% | Baa2 | 15-Aug-2022 | 0.85 |
| Towd Point Mortgage Trust 2017-2 | 0.03% | -0.01 | $1,657,640.98 | 1,631,181 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Apr-2057 | 1.04 |
| Galton Funding Mortgage Trust 2017-1 | 0.03% | -0.01 | $1,656,785.44 | 1,630,318 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 25-Nov-2057 | 2.09 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $1,645,160.32 | 1,643,524 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.29% | NR | 25-Oct-2029 | 0.05 |
| Deephaven Residential Mortgage Trust 2019-3 | 0.03% | -0.01 | $1,621,882.02 | 1,613,112 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.96% | NR | 25-Jul-2059 | 1.01 |
| JP Morgan Mortgage Trust 2020-INV1 | 0.03% | -0.01 | $1,614,137.68 | 1,601,822 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.92% | Aaa | 25-Aug-2050 | 0.41 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,605,922.59 | 1,350,038 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2045 | 3.53 |
| OBX 2020-INV1 Trust | 0.03% | -0.01 | $1,599,219.34 | 1,572,019 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Dec-2049 | 3.27 |
| Ellington Financial Mortgage Trust 2019-2 | 0.03% | -0.00 | $1,598,683.54 | 1,569,950 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.05% | NR | 25-Nov-2059 | 1.11 |
| Sierra Timeshare 2019-1 Receivables Funding | 0.03% | -0.00 | $1,592,516.96 | 1,538,452 | Asst Backed Securities | Asset Backed Other | United States | 3.20% | NR | 20-Jan-2036 | 1.78 |
| Bristol-Myers Squibb | 0.03% | -0.00 | $1,589,550.93 | 1,511,000 | Corporate Securities | Drugs | United States | 3.25% | A2 | 20-Feb-2023 | 1.51 |
| PeaceHealth Obligated | 0.03% | -0.00 | $1,570,327.82 | 1,555,000 | Corporate Securities | Healthcare | United States | 1.38% | NR | 15-Nov-2025 | 4.18 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $1,533,237.64 | 1,344,321 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2045 | 3.97 |
| Ralph Lauren | 0.03% | -0.00 | $1,530,845.81 | 1,510,000 | Corporate Securities | Consumer Products | United States | 1.70% | A3 | 15-Jun-2022 | 0.95 |
| Danske Bank | 0.03% | -0.00 | $1,528,538.46 | 1,350,000 | Corporate Securities | Banking | Denmark | 5.38% | Baa3 | 12-Jan-2024 | 2.35 |
| American Electric Power | 0.02% | -0.00 | $1,525,238.70 | 1,500,000 | Corporate Securities | Utilities | United States | 3.65% | Baa2 | 01-Dec-2021 | 0.42 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,515,406.31 | 1,320,777 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2035 | 3.47 |
| Roper Technologies | 0.02% | -0.00 | $1,512,640.40 | 1,510,000 | Corporate Securities | Manufacturing | United States | 0.45% | Baa2 | 15-Aug-2022 | 1.12 |
| Enterprise Fleet Financing 2019-1 | 0.02% | -0.01 | $1,511,731.01 | 1,498,807 | Asst Backed Securities | Auto Backed | United States | 2.98% | NR | 20-Oct-2024 | 0.27 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.02% | -0.00 | $1,499,431.20 | 1,495,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.57% | NR | 15-Jan-2033 | 0.39 |
| Sierra Timeshare 2016-3 Receivables Funding | 0.02% | -0.00 | $1,482,456.19 | 1,474,077 | Asst Backed Securities | Asset Backed Other | United States | 2.43% | NR | 20-Oct-2033 | 0.29 |
| NXP BV / NXP Funding LLC / NXP USA | 0.02% | -0.00 | $1,446,234.63 | 1,365,000 | Corporate Securities | Information Technology | Netherlands | 2.70% | Baa3 | 01-May-2025 | 3.60 |
| Homeward Opportunities Fund I Trust 2019-3 | 0.02% | -0.02 | $1,445,409.30 | 1,429,657 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.68% | NR | 25-Nov-2059 | 1.11 |
| AbbVie | 0.02% | 0.00 | $1,437,410.57 | 1,385,000 | Corporate Securities | Drugs | United States | 3.20% | Baa2 | 06-Nov-2022 | 1.17 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,429,196.87 | 1,355,847 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2024 | 1.07 |
| Perrigo | 0.02% | N/A | $1,422,933.23 | 1,355,000 | Corporate Securities | Drugs | United States | 4.00% | Baa3 | 15-Nov-2023 | 2.08 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,417,309.97 | 1,308,243 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2048 | 3.25 |
| Standard Chartered | 0.02% | 0.01 | $1,407,513.89 | 1,325,000 | Corporate Securities | Banking | United Kingdom | 3.89% | A2 | 15-Mar-2024 | 1.64 |
| Hilton Grand Vacations Trust 2019 | 0.02% | N/A | $1,403,780.25 | 1,364,674 | Asst Backed Securities | Asset Backed Other | United States | 2.34% | NR | 25-Jul-2033 | 2.42 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,396,249.31 | 1,216,094 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2036 | 3.84 |
| AbbVie | 0.02% | -0.00 | $1,382,903.27 | 1,335,000 | Corporate Securities | Drugs | United States | 3.25% | Baa2 | 01-Oct-2022 | 0.98 |
| State of Connecticut | 0.02% | 0.01 | $1,348,616.72 | 1,275,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.10% | Aa3 | 01-Jul-2025 | 3.86 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,339,025.32 | 1,217,726 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2048 | 3.22 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 | 0.02% | -0.04 | $1,331,418.82 | 1,331,127 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.32% | NR | 25-Oct-2050 | 0.08 |
| Nordstrom | 0.02% | -0.00 | $1,289,956.72 | 1,280,000 | Corporate Securities | Retail | United States | 2.30% | Baa3 | 08-Apr-2024 | 1.42 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,271,636.00 | 1,191,065 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2034 | 3.19 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $1,267,781.57 | 1,186,426 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Jan-2047 | 2.80 |
| Capital Auto Receivables Asset Trust 2017-1 | 0.02% | 0.01 | $1,266,062.21 | 1,263,629 | Asst Backed Securities | Auto Backed | United States | 2.70% | Aaa | 20-Sep-2022 | 0.17 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,251,886.17 | 1,170,440 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Nov-2049 | 3.03 |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | 0.02% | -0.01 | $1,237,865.51 | 1,224,292 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aa1 | 25-May-2050 | 3.65 |
| OBX 2020-EXP1 Trust | 0.02% | -0.00 | $1,237,259.02 | 1,241,811 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.04% | NR | 25-Feb-2060 | 0.07 |
| Sequoia Mortgage Trust 2018-CH2 | 0.02% | -0.01 | $1,202,217.61 | 1,183,322 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aa1 | 25-Jun-2048 | 3.07 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $1,201,681.08 | 1,127,641 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Nov-2046 | 2.80 |
| Societe Generale | 0.02% | -0.00 | $1,175,735.48 | 1,120,000 | Corporate Securities | Banking | France | 2.63% | Baa2 | 16-Oct-2024 | 3.16 |
| Cardinal Health | 0.02% | -0.01 | $1,154,163.57 | 1,131,000 | Corporate Securities | Drugs | United States | 2.62% | Baa2 | 15-Jun-2022 | 0.86 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $1,143,459.70 | 986,577 | Mortgage Backed Securities | Mortgages | United States | 7.00% | NR | 01-Mar-2039 | 3.11 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $1,132,612.34 | 996,554 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2039 | 3.91 |
| Verus Securitization Trust 2020-INV1 | 0.02% | -0.00 | $1,109,985.74 | 1,094,374 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.98% | NR | 25-Mar-2060 | 1.62 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,108,315.75 | 952,895 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 3.63 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $1,099,682.57 | 948,149 | Mortgage Backed Securities | Mortgages | United States | 7.50% | NR | 01-Jun-2038 | 2.65 |
| Boral Finance Pty | 0.02% | -0.00 | $1,098,722.89 | 1,070,000 | Corporate Securities | Building Products | Australia | 3.00% | Baa2 | 01-Nov-2022 | 1.23 |
| Elara Hgv Timeshare Issuer 2017 | 0.02% | -0.00 | $1,086,934.24 | 1,056,423 | Asst Backed Securities | Asset Backed Other | United States | 2.69% | NR | 25-Mar-2030 | 2.22 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,086,574.31 | 1,022,271 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2027 | 1.31 |
| International Business Machines | 0.02% | -0.00 | $1,059,369.58 | 1,020,000 | Corporate Securities | Computer Service & Software | United States | 2.88% | A2 | 09-Nov-2022 | 1.34 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,048,058.51 | 990,686 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2026 | 1.31 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,040,961.97 | 982,347 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Feb-2048 | 2.94 |
| Bunge Ltd Finance | 0.02% | -0.00 | $1,034,143.17 | 940,000 | Corporate Securities | Food Processing | United States | 4.35% | Baa3 | 15-Mar-2024 | 2.49 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,026,490.85 | 882,539 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 3.63 |
| Freddie Mac Stacr Remic Trust 2020-HQA2 | 0.02% | N/A | $1,014,435.04 | 1,013,917 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.19% | Baa1 | 25-Mar-2050 | 0.07 |
| OBX 2019-EXP2 Trust | 0.02% | -0.00 | $1,014,146.75 | 1,018,832 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.29% | NR | 25-Jun-2059 | 0.37 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $1,013,747.98 | 922,677 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2047 | 3.58 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $1,001,025.83 | 877,961 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2040 | 3.97 |
| GS Mortgage Securities Corp Trust 2019-SOHO | 0.02% | -0.00 | $1,000,412.04 | 1,000,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 0.97% | Aaa | 15-Jun-2036 | 0.36 |
| Kinder Morgan Energy Partners | 0.02% | -0.00 | $998,016.17 | 955,000 | Corporate Securities | Gas & Gas Transmission | United States | 3.95% | Baa2 | 01-Sep-2022 | 0.90 |
| OBX 2020-EXP2 Trust | 0.02% | -0.00 | $997,062.14 | 977,363 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | NR | 25-May-2060 | 3.01 |
| City of Houston TX Airport System Revenue | 0.02% | 0.01 | $990,367.07 | 975,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 1.05% | A1 | 01-Jul-2023 | 1.98 |
| Sequoia Mortgage Trust 2018-CH4 | 0.02% | 0.00 | $958,835.27 | 946,243 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Oct-2048 | 1.56 |
| Wells Fargo | 0.02% | -0.00 | $926,606.83 | 897,000 | Corporate Securities | Banking | United States | 3.50% | A2 | 08-Mar-2022 | 0.68 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $911,339.35 | 842,770 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2048 | 3.25 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $907,808.11 | 862,313 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2026 | 1.11 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $905,730.28 | 788,988 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.57 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | 0.01 | $871,101.84 | 862,012 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Feb-2055 | 0.98 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $849,280.78 | 731,009 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2034 | 3.52 |
| San Diego Gas & Electric | 0.01% | -0.00 | $823,056.44 | 813,610 | Corporate Securities | Utilities | United States | 1.91% | A1 | 01-Feb-2022 | 0.33 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.01% | 0.01 | $820,361.21 | 795,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 2.06% | NR | 01-Dec-2024 | 3.31 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $807,489.97 | 746,622 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2048 | 3.13 |
| State of Connecticut | 0.01% | -0.00 | $801,945.14 | 770,000 | Tax-Free Gen. Obligations | General Obligations - State | United States | 2.00% | Aa3 | 01-Jul-2023 | 1.97 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $799,494.06 | 687,360 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 3.63 |
| Marriott International Inc/MD | 0.01% | -0.00 | $773,777.89 | 760,000 | Corporate Securities | Lodging | United States | 2.30% | Baa3 | 15-Jan-2022 | 0.54 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $768,103.22 | 646,716 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2034 | 3.39 |
| Energy Transfer | 0.01% | 0.00 | $731,617.02 | 697,000 | Corporate Securities | Petroleum | United States | 3.45% | Baa3 | 15-Jan-2023 | 1.26 |
| Freddie Mac Stacr Trust 2018-HQA2 | 0.01% | -0.00 | $720,642.37 | 720,541 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.84% | NR | 25-Oct-2048 | 0.07 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.00 | $719,726.11 | 719,625 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.84% | NR | 25-Mar-2030 | 0.07 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $708,719.19 | 658,662 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Feb-2048 | 3.91 |
| Sequoia Mortgage Trust 2018-CH3 | 0.01% | -0.01 | $701,027.72 | 681,855 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.50% | Aa1 | 25-Aug-2048 | 1.70 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $690,472.89 | 655,071 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2025 | 1.11 |
| Navient Student Loan Trust 2019-2 | 0.01% | -0.01 | $688,653.65 | 688,612 | Asst Backed Securities | Student Loans | United States | 0.36% | Aaa | 27-Feb-2068 | 0.07 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $677,892.69 | 631,312 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Dec-2045 | 3.34 |
| Smb Private Education Loan Trust 2015 | 0.01% | -0.01 | $669,526.90 | 667,875 | Asst Backed Securities | Student Loans | United States | 1.07% | Aaa | 15-Jun-2027 | 0.03 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $667,033.23 | 612,786 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2049 | 3.15 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $661,219.37 | 632,029 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2023 | 0.75 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $636,112.11 | 573,776 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Mar-2048 | 3.66 |
| Sequoia Mortgage Trust 2018-CH4 | 0.01% | -0.00 | $623,357.51 | 613,636 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.50% | Aaa | 25-Oct-2048 | 1.55 |
| Starwood Mortgage Residential Trust 2019-INV1 | 0.01% | -0.00 | $588,193.32 | 579,721 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.61% | NR | 27-Sep-2049 | 1.08 |
| City of Houston TX Airport System Revenue | 0.01% | -0.00 | $580,593.78 | 575,000 | Tax-Free Revenue | Air & Sea Transportation | United States | 0.88% | A1 | 01-Jul-2022 | 1.00 |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 0.01% | -0.00 | $569,667.86 | 563,805 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.85% | A3 | 25-May-2047 | 1.78 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $563,777.48 | 520,569 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2048 | 2.82 |
| Towd Point Mortgage Trust 2016-2 | 0.01% | -0.00 | $547,899.92 | 541,896 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Aug-2055 | 1.11 |
| SMBC Aviation Capital Finance DAC | 0.01% | -0.00 | $546,979.04 | 540,000 | Corporate Securities | Airlines | Ireland | 2.65% | NR | 15-Jul-2021 | 0.04 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $544,835.25 | 475,254 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.47 |
| Standard Chartered | 0.01% | -0.00 | $523,048.19 | 520,000 | Corporate Securities | Banking | United Kingdom | 1.21% | A2 | 23-Mar-2025 | 2.67 |
| MVW Owner Trust 2017-1 | 0.01% | 0.01 | $518,517.82 | 507,365 | Asst Backed Securities | Asset Backed Other | United States | 2.42% | NR | 20-Dec-2034 | 2.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $518,095.62 | 478,048 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2050 | 3.25 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $516,491.88 | 493,605 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2024 | 0.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $503,444.93 | 471,298 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2049 | 3.04 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $499,361.32 | 450,615 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Feb-2049 | 2.17 |
| Energy Transfer | 0.01% | -0.00 | $495,070.46 | 455,000 | Corporate Securities | Petroleum | United States | 4.25% | Baa3 | 01-Apr-2024 | 2.39 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $462,540.73 | 398,417 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2035 | 3.58 |
| MVW Owner Trust 2017-1 | 0.01% | 0.00 | $461,260.81 | 454,339 | Asst Backed Securities | Asset Backed Other | United States | 2.99% | NR | 20-Dec-2034 | 2.24 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $451,704.49 | 418,522 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Mar-2048 | 3.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $431,264.50 | 370,772 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Oct-2035 | 3.63 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $424,477.11 | 403,210 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2024 | 1.07 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $420,368.44 | 359,836 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2039 | 3.84 |
| Hilton Grand Vacations Trust 2017 | 0.01% | -0.00 | $380,009.84 | 372,205 | Asst Backed Securities | Asset Backed Other | United States | 2.96% | NR | 26-Dec-2028 | 1.36 |
| Sierra Timeshare Conduit Receivables Funding | 0.01% | -0.00 | $374,848.20 | 370,207 | Asst Backed Securities | Asset Backed Other | United States | 2.91% | NR | 20-Mar-2034 | 2.69 |
| Freddie Mac STACR Remic Trust 2020-DNA2 | 0.01% | -0.02 | $369,460.33 | 369,409 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.84% | NR | 25-Feb-2050 | 0.07 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $360,730.35 | 349,609 | Mortgage Backed Securities | Mortgages | United States | 1.62% | NR | 01-Oct-2033 | 0.65 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $346,757.81 | 298,131 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 3.63 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $335,656.81 | 317,352 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2027 | 1.31 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $327,150.64 | 309,822 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2024 | 1.11 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $325,420.08 | 297,055 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.84 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $317,343.89 | 267,294 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2042 | 3.81 |
| Towd Point Mortgage Trust 2016-3 | 0.01% | -0.00 | $307,225.49 | 305,539 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.25% | Aaa | 25-Apr-2056 | 0.31 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $305,758.59 | 303,529 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Apr-2057 | 0.46 |
| Enterprise Fleet Financing 2018-2 | 0.00% | -0.01 | $301,868.51 | 300,829 | Asst Backed Securities | Auto Backed | United States | 3.14% | NR | 20-Feb-2024 | 0.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $301,683.30 | 293,920 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.50 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.00% | 0.00 | $299,756.43 | 295,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.71% | NR | 01-Dec-2022 | 1.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $284,271.25 | 269,562 | Mortgage Backed Securities | Mortgages | United States | 1.94% | NR | 01-May-2038 | 0.94 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $281,626.48 | 277,644 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.50% | NR | 01-Jul-2038 | 1.18 |
| Chicago Transit Authority Sales Tax Receipts Fund | 0.00% | -0.00 | $281,441.45 | 275,000 | Tax-Free Revenue | Dedicated Tax Revenue | United States | 1.84% | NR | 01-Dec-2023 | 2.37 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $273,107.91 | 237,616 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2036 | 3.57 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $254,393.27 | 239,531 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2026 | 1.31 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $253,749.12 | 231,612 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $251,275.00 | 212,248 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Jul-2032 | 3.15 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $240,848.18 | 208,433 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Dec-2032 | 2.92 |
| Towd Point Mortgage Trust 2016-1 | 0.00% | -0.00 | $236,735.96 | 235,809 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Feb-2055 | 0.36 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $236,654.84 | 209,311 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2034 | 3.63 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $232,611.03 | 232,327 | Asst Backed Securities | Asset Backed Other | United States | 2.53% | NR | 25-Feb-2027 | 0.43 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $230,819.76 | 208,519 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Dec-2048 | 2.17 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $228,844.20 | 215,606 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.34% | NR | 01-Oct-2036 | 1.09 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $228,816.11 | 213,938 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.46% | NR | 01-Feb-2038 | 0.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $224,795.39 | 218,839 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2023 | 0.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $212,486.10 | 182,694 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2036 | 3.63 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $210,486.22 | 194,586 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.51 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $209,997.07 | 184,770 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Feb-2040 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $206,350.66 | 179,850 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.47 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $204,328.29 | 175,866 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2035 | 3.53 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $203,987.02 | 193,864 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 1.88% | NR | 01-Jun-2038 | 1.08 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $194,902.69 | 186,198 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jan-2024 | 0.78 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $193,065.26 | 183,110 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2024 | 1.09 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $190,328.37 | 180,495 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Dec-2024 | 1.15 |
| MVW Owner Trust 2017-1 | 0.00% | -0.00 | $184,350.16 | 180,772 | Asst Backed Securities | Asset Backed Other | United States | 2.75% | NR | 20-Dec-2034 | 2.25 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $183,435.13 | 175,440 | Mortgage Backed Securities | Mortgages | United States | 2.10% | NR | 01-Apr-2038 | 0.93 |
| GS Mortgage-Backed Securities Trust | 0.00% | -0.00 | $182,305.74 | 180,536 | Mortgage Backed Securities | Whole Loans Backed | United States | 1.67% | NR | 25-Jul-2044 | 0.61 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.00% | -0.01 | $180,306.52 | 179,811 | Asst Backed Securities | Auto Backed | United States | 3.35% | Aaa | 17-Jul-2023 | 0.04 |
| AmeriCredit Automobile Receivables Trust 2017-1 | 0.00% | -0.02 | $163,070.73 | 162,740 | Asst Backed Securities | Auto Backed | United States | 2.71% | NR | 18-Aug-2022 | 0.05 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $162,152.32 | 159,421 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2024 | 0.50 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $157,665.14 | 149,637 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2024 | 1.08 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $157,111.10 | 148,309 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2026 | 1.24 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $155,412.94 | 141,884 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.84 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $148,486.78 | 131,352 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Dec-2035 | 3.73 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $148,389.00 | 135,467 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.75 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $148,230.88 | 124,354 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2035 | 3.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $147,011.22 | 126,438 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-May-2036 | 3.63 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $145,315.18 | 128,568 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2036 | 3.52 |
| Towd Point Mortgage Trust 2015-5 | 0.00% | -0.01 | $142,149.96 | 141,834 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-May-2055 | 0.15 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $129,152.85 | 126,582 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.47% | NR | 01-Nov-2034 | 0.90 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $127,982.57 | 107,400 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2037 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $121,898.46 | 119,902 | Mortgage Backed Securities | Mortgages | United States | 2.15% | NR | 01-May-2038 | 0.94 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $121,316.65 | 106,740 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Mar-2041 | 4.08 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $117,199.66 | 99,023 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2037 | 3.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $116,496.05 | 100,155 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Mar-2036 | 3.63 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $114,706.22 | 96,259 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2037 | 3.77 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $109,913.81 | 97,986 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jan-2036 | 3.73 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $105,157.06 | 96,757 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.14 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $105,050.71 | 91,466 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2038 | 3.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $100,676.86 | 94,878 | Mortgage Backed Securities | Mortgages | United States | 2.43% | NR | 01-Aug-2038 | 1.14 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $90,109.96 | 85,067 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.69% | NR | 01-Jul-2035 | 1.17 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $84,158.65 | 81,890 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2023 | 0.53 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $83,540.79 | 76,679 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 4.12 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $82,609.02 | 81,787 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.11% | NR | 01-May-2038 | 1.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $78,937.11 | 66,273 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Nov-2034 | 3.53 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $74,191.41 | 70,915 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2023 | 0.75 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $74,152.21 | 71,627 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2023 | 0.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $73,588.99 | 72,986 | Mortgage Backed Securities | Mortgages | United States | 2.16% | NR | 01-May-2038 | 0.87 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $72,333.29 | 60,784 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2037 | 3.77 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $71,537.79 | 66,386 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.10 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $71,304.20 | 66,316 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.54% | NR | 01-Feb-2037 | 0.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $67,651.45 | 66,253 | Mortgage Backed Securities | Mortgages | United States | 2.04% | NR | 01-Dec-2035 | 0.79 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $66,549.04 | 62,431 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.32% | NR | 01-Dec-2036 | 0.79 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.00% | -0.00 | $59,084.12 | 59,033 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.39% | Aaa | 15-Sep-2049 | 0.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $58,363.66 | 55,218 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jul-2025 | 1.31 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $57,304.16 | 54,750 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2023 | 0.78 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $55,155.15 | 52,621 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.11% | NR | 01-Feb-2037 | 0.87 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $55,064.08 | 52,687 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2022 | 0.50 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $53,853.71 | 50,837 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2025 | 1.31 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $52,830.27 | 49,649 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Apr-2050 | 3.26 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $50,014.80 | 47,185 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.03% | NR | 01-May-2037 | 1.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $48,646.92 | 46,152 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2024 | 1.11 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $44,758.02 | 44,443 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.21% | NR | 01-Jan-2037 | 0.73 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $44,398.22 | 43,747 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.09% | NR | 01-Dec-2032 | 0.66 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $44,180.00 | 44,155 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.00% | NR | 01-Jul-2035 | 0.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $40,982.62 | 34,392 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jun-2036 | 3.77 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $40,863.06 | 38,561 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.11% | NR | 01-Feb-2037 | 0.90 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $36,741.48 | 31,446 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Oct-2038 | 3.84 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $35,327.14 | 30,374 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2036 | 3.52 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $35,134.53 | 34,810 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.45% | NR | 01-Nov-2036 | 0.68 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $34,784.39 | 34,549 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.22% | NR | 01-Sep-2035 | 0.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $34,143.35 | 28,674 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2038 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $32,500.38 | 27,941 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2037 | 3.63 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $30,962.98 | 29,028 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2025 | 1.22 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $29,577.94 | 28,305 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-May-2023 | 0.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $27,904.45 | 27,430 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Feb-2023 | 0.50 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $26,534.51 | 25,588 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.26% | NR | 01-Jun-2038 | 1.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $25,157.03 | 24,972 | Mortgage Backed Securities | Mortgages | United States | 1.72% | NR | 01-Dec-2035 | 0.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $25,009.54 | 23,933 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2023 | 0.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $23,306.39 | 19,558 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2036 | 3.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $22,572.04 | 19,417 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2034 | 3.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $22,267.85 | 22,054 | Mortgage Backed Securities | Mortgages | United States | 2.31% | NR | 01-Dec-2035 | 0.61 |
| CDX IG S36 PAY 55 07/21/2021 | 0.00% | N/A | $22,117.62 | 101,300,000 | Corporate Securities | Miscellaneous | United States | N/A | NR | N/A | 0.06 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $19,935.49 | 18,642 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Oct-2046 | 2.80 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,780.43 | 19,517 | Mortgage Backed Securities | Mortgages | United States | 1.97% | NR | 01-Sep-2037 | 1.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $19,361.88 | 16,626 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2034 | 3.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,319.12 | 16,693 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jun-2036 | 3.21 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,914.27 | 17,827 | Mortgage Backed Securities | Mortgages | United States | 2.50% | NR | 01-Aug-2038 | 1.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,649.28 | 18,379 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Feb-2023 | 0.22 |
| FHLMC GOLD | 0.00% | N/A | $17,413.49 | 15,446 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2038 | 3.87 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,977.68 | 16,898 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.22% | NR | 01-Oct-2032 | 0.51 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,529.82 | 15,818 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2025 | 0.53 |
| STACR Trust 2018-DNA3 | 0.00% | -0.00 | $15,626.45 | 15,624 | Mortgage Backed Securities | Whole Loans Backed | United States | 0.84% | NR | 25-Sep-2048 | 0.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,449.76 | 13,430 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.16% | NR | 01-Jan-2034 | 0.56 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $13,364.95 | 13,192 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2023 | 0.47 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,029.59 | 12,703 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.50 |
| FHLMC GOLD | 0.00% | N/A | $12,200.91 | 10,823 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2038 | 3.87 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,317.67 | 10,212 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2022 | 0.21 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,768.13 | 8,503 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2035 | 3.57 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,247.32 | 9,228 | Mortgage Backed Securities | Mortgages | United States | 2.35% | NR | 01-Aug-2038 | 0.95 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,725.21 | 8,666 | Mortgage Backed Securities | Mortgages | United States | 2.15% | NR | 01-Dec-2035 | 0.67 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $8,539.20 | 8,085 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 1.92% | NR | 01-Apr-2037 | 1.01 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,141.86 | 7,784 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2023 | 0.78 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $7,824.97 | 7,701 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.36% | NR | 01-Feb-2034 | 0.79 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,631.21 | 7,491 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-May-2022 | 0.50 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,656.03 | 6,633 | Mortgage Backed Securities | Mortgages | United States | 2.07% | NR | 01-Jul-2034 | 0.82 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $6,029.64 | 5,911 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2022 | 0.47 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,916.16 | 3,877 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2022 | 0.21 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,883.91 | 2,886 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.05% | NR | 01-Feb-2033 | 0.71 |
| Fannie Mae REMIC Trust 2001-W4 | 0.00% | -0.00 | $2,045.58 | 1,901 | Mortgage Backed Securities | Agency Bkd CMO | United States | 5.11% | NR | 25-Jan-2032 | 2.22 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,027.02 | 2,012 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.25% | NR | 01-Jul-2027 | 1.60 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,019.32 | 2,011 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.23% | NR | 01-Sep-2032 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,688.26 | 1,627 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jan-2024 | 0.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,617.05 | 1,618 | Mortgage Backed Securities | Mortgages | United States | 2.13% | NR | 01-Jan-2035 | 0.89 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,430.15 | 1,409 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2022 | 0.50 |
| FNMA 15YR | 0.00% | 0.00 | $1,062.07 | 1,055 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.22 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $928.04 | 930 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.13% | NR | 01-Jul-2033 | 1.05 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $728.87 | 729 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.34% | NR | 01-Feb-2033 | 0.88 |
| FHLMC 15YR GOLD | 0.00% | N/A | $725.90 | 721 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2021 | 0.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $709.86 | 700 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jan-2025 | 0.81 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $614.66 | 610 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Nov-2023 | 0.22 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $516.88 | 512 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jun-2022 | 0.53 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $491.36 | 489 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 2.34% | NR | 01-Oct-2033 | 0.85 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $392.34 | 387 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.68% | NR | 01-May-2024 | 1.29 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $361.14 | 345 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2025 | 0.75 |
| FNMA 15YR | 0.00% | 0.00 | $321.51 | 320 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2021 | 0.22 |
| FNMA 15YR | 0.00% | 0.00 | $226.44 | 225 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.22 |
| FNMA 15YR | 0.00% | 0.00 | $146.58 | 146 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2021 | 0.21 |
| FNMA 15YR | 0.00% | 0.00 | $99.49 | 99 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Sep-2021 | 0.22 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $70.32 | 70 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2021 | 0.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $38.15 | 38 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2022 | 0.18 |
| FHLMC 15YR GOLD | 0.00% | N/A | $36.91 | 37 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Jul-2021 | 0.04 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $25.81 | 26 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Nov-2021 | 0.15 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $17.04 | 17 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Nov-2021 | 0.15 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $8.24 | 8 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2021 | 0.07 |
| FNMA 15YR | 0.00% | 0.00 | $5.89 | 6 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2021 | 0.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1.75 | 2 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2022 | 0.53 |
| CDX IG S36 PAY 70 07/21/2021 | -0.00% | N/A | $-14,572.06 | -202,600,000 | Corporate Securities | Miscellaneous | United States | N/A | NR | N/A | 0.06 |
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-Jun-2021)
Representative Portfolio vs Benchmark| Sector Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Corporate Bonds & Notes | 49.87% | 22.77% | |
| Asset-Backed Securities | 13.83% | 0.00% | |
| Mortgage-Backed Securities | 12.93% | 0.00% | |
| CMBS | 6.09% | 0.00% | |
| Cash & Equivalents | -0.01% | 0.00% | |
| Government Related | 2.70% | 10.47% | |
| U.S. Treasury Bonds and Notes | 14.58% | 66.75% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
T. Rowe Price uses a custom structure for sector and industry reporting for this product. Source: T. Rowe Price.
Strategies with co-portfolio managers display the manager with the longer tenure.
Holdings information and other breakdowns (such as country and currency) are related to those of representative portfolio ("Portfolio"). The Portfolio is an account in the composite we believe most closely reflects current portfolio management style for the strategy. Performance is not a consideration in the selection of the representative portfolio. The characteristics of the representative portfolio shown may differ from those of other accounts in the strategy. Please see the GIPS® Disclosure page for additional information on the composite.
The specific securities identified and described above do not represent all of the securities purchased, sold or recommended for advisory clients and no assumptions should be made that investments in the securities identified and discussed were or will be profitable.
Bloomberg Index Services Limited. 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 the 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.