SICAV
US Aggregate Bond Fund
Seeks to extract return from a broad spectrum of US debt securities.
ISIN LU0181329318
WKN A0CAFC
3YR Return Annualised
(View Total Returns)
Total Assets
(USD)
2.77%
$462.0m
Data as of 30-Sep-2019
Data as of 30-Sep-2019
1YR Return
(View Total Returns)
Manager Tenure
10.13%
8yrs
Data as of 30-Sep-2019
Data as of 31-Aug-2019
Information Ratio
(5 Years)
Tracking Error
(5 Years)
-0.27
0.62%
Data as of 30-Sep-2019
Data as of 30-Sep-2019
Inception Date 07-Jun-2011
Performance figures calculated in USD
Other Literature
- This product's strategy also available as
- a Strategy
Strategy
Investment Objective
To maximise the value of its shares through both growth in the value of, and income from, its investments. The fund invests mainly in a diversified portfolio of US bonds.Investment Approach
- Focused primarily on investment-grade, U.S. fixed income securities.
- Integrate proprietary credit and capital market research to identify market inefficiencies.
- Add value primarily through sector rotation, individual security selection, and term structure position.
- Exploit market inefficiencies through opportunistic trading conducted by specialist teams.
- Seek to exceed benchmark return by at least 50 basis points annually over a 3 to 5 year period.
Portfolio Construction
- Duration is managed within +/- 20% of benchmark
- Sector exposure will typically range +/- 25% of the benchmark
- Average credit quality of the portfolio is AA- or better
- Tracking Error should range between 0.5% to 1.0% in most market environments
Performance (Class I)
Annualised Performance
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 10.13% | 2.77% | 3.21% | 3.15% |
| Indicative Benchmark % | 10.30% | 2.92% | 3.38% | 3.31% |
| Excess Return % | -0.17% | -0.15% | -0.17% | -0.16% |
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 10.13% | 2.77% | 3.21% | 3.15% |
| Indicative Benchmark % | 10.30% | 2.92% | 3.38% | 3.31% |
| Excess Return % | -0.17% | -0.15% | -0.17% | -0.16% |
Recent Performance
| Month to DateData as of 16-Oct-2019 | Quarter to DateData as of 16-Oct-2019 | Year to DateData as of 16-Oct-2019 | 1 MonthData as of 30-Sep-2019 | 3 MonthsData as of 30-Sep-2019 | |
|---|---|---|---|---|---|
| Fund % | -0.23% | -0.23% | 8.67% | -0.46% | 2.37% |
| Indicative Benchmark % | -0.18% | -0.18% | 8.32% | -0.53% | 2.27% |
| Excess Return % | -0.05% | -0.05% | 0.35% | 0.07% | 0.10% |
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Where the base currency of the fund differs from the share class currency, exchange rate movements may affect returns.
30-Sep-2019
-
Brian J. Brennan,
Portfolio Manager,
The fund (I share class) outperformed its benchmark in September. Asset allocation boosted returns, while interest rate management moderately weighed on performance. The portfolio’s underweight in U.S. Treasuries, along with an overweight in investment-grade corporate bonds, contributed to relative returns. Corporates fared better relative to U.S. Treasuries as investors sought out higher yields in September. A slightly longer average duration posture weighed on relative performance as U.S. Treasury yields rose. Our overweight in asset-backed securities (ABS) also held back returns. ABS underperformed as heavier supply weighed on the sector and led to slightly wider spreads.
Holdings
Holdings
Total
Holdings
1001
Largest Holding
U.S. Treasury Bonds
3.11%
Was
(30-Jun-2019) 0.36%
Top 10 Holdings 14.51%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 11.95% | -21.89% |
| Fund | 24.77% | 18.13% |
| Indicative Benchmark | 12.82% | 40.01% |
Average Credit Quality
AAMaturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 5-7 Years | 1-3 Years |
| By % | 8.16% | -11.42% |
| Fund | 24.12% | 14.58% |
| Indicative Benchmark | 15.96% | 26.00% |
Weighted Average Maturity
8.55 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Under 1 Year | 1-3 Years |
| By % | 8.27% | -13.84% |
| Fund | 9.88% | 25.92% |
| Indicative Benchmark | 1.61% | 39.76% |
Weighted Average Duration
5.77 Years
30-Jun-2019
-
Brian J. Brennan,
Portfolio Manager,
The portfolio's duration positioning was slightly longer than the benchmark at period-end, with an overweight at the two-year point of the curve. The yield curve has the potential to steepen, with shorter-maturity rates falling more than longer-term rates, if the Federal Reserve cuts policy rates.
Added to agency MBS
The portfolio added to agency MBS. The deep drop in 10-year Treasury yields and ensuing decline in mortgage rates has reintroduced an elevated level of prepayment risk to the MBS market. Still, we believe the sector offers good liquidity, provides incremental yield pickup versus Treasuries, and remains one of the more attractively valued areas of fixed income markets.
Wider corporate spreads presented opportunity
We added to investment-grade corporates in June as widening spreads in the sector offered more attractive opportunities to incrementally add credit risk exposure. Within the sector, we continue to favor shorter-duration credits as they offer better risk-adjusted return potential. Despite adding nominal exposure, investment-grade corporates remain the fund's largest underweight from a risk perspective. We expect the fund's corporate risk exposure to remain low until growth rebounds, valuations improve, and the Fed is in easing mode.
Sectors
Total
Sectors
7
Largest Sector
Mortgage
31.27%
Was (31-Aug-2019)
29.37%
Other
View complete Sector Diversification
Largest Overweight
ABS
By6.72%
Fund
7.16%
Indicative Benchmark
0.44%
Largest Underweight
U.S. Treasury
By-21.89%
Fund
18.13%
Indicative Benchmark
40.01%
30-Sep-2019
-
Brian J. Brennan,
Portfolio Manager,
We rotated some assets out of U.S. Treasuries and into agency mortgage-backed securities (MBS). MBS spreads widened near the end of August, and we believe they offered compelling value and a good source of high-quality yield for the portfolio.
Countries
Total
Countries
29
Largest Country
United States
85.10%
Was (31-Aug-2019)
85.78%
Other
View complete Country Diversification
Largest Overweight
China
By1.75%
Fund
1.92%
Indicative Benchmark
0.17%
Largest Underweight
United States
By-6.65%
Fund
85.10%
Indicative Benchmark
91.75%
Team (As of 31-Aug-2019)
Brian Brennan is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Brennan has lead portfolio management responsibilities for the US Treasury, US Core Plus Bond, and Stable Value Strategies. He also is a member of the portfolio strategy team for T. Rowe Price's core and core plus mandates. Mr. Brennan is a vice president of T. Rowe Price Group, Inc., T. Rowe Price Associates, Inc., T. Rowe Price International Ltd, and T. Rowe Price Trust Company.
Mr. Brennan has 33 years of investment experience, 19 of which have been at T. Rowe Price. Prior to joining T. Rowe Price in 2000, he was a fixed income manager with Howard Hughes Medical Institute, responsible for Treasury, emerging, nondollar, and derivative strategies for core plus. Mr. Brennan began his career at CIGNA Investments, Inc., as a portfolio analyst for immunized and indexed fixed income accounts.
Mr. Brennan earned a B.S. in economics and computer sciences and an M.A. in economics from Trinity College in Hartford, Connecticut. He also earned the Chartered Financial Analyst (CFA) designation and is a former president and treasurer of the Baltimore CFA Society.
- Fund manager2011
since - Years at19
T. Rowe Price - Years investment33
experience
Fee Schedule
| Share Class | Minimum Initial Investment and Holding Amount | Minimum Subsequent Investment | Minimum Redemption Amount | Sales Charge (up to) | Investment Management Fee (up to) | Ongoing Charges |
|---|---|---|---|---|---|---|
| Class I | $2,500,000 | $100,000 | $0 | 0.00% | 40 basis points | 0.48% |
| Class Jd | $10,000,000 | $0 | $0 | 0.00% | 0 basis points | 0.04% |
| Class Sd | $10,000,000 | $0 | $0 | 0.00% | 0 basis points | 0.10% |
Please note that the Ongoing Charges figure is inclusive of the Investment Management Fee and is charged per annum.
Portfolio Characteristics
as of 30-Sep-2019
| Characteristic | Fund | Indicative Benchmark |
|---|---|---|
| Weighted Average Coupon | 3.52% | 3.27% |
| Weighted Average Maturity | 8.55 Years | 7.86 Years |
| Weighted Average Duration | 5.77 Years | 5.69 Years |
| Number of Holdings | 1,001 | 10,793 |
Risks
The following risks are materially relevant to the fund (refer to prospectus for further details):
- Capital risk
- Counterparty risk
- Country risk (Russia and Ukraine)
- Credit risk
- Default risk
- Derivatives risk
- Emerging markets risk
- Geographic concentration risk
- Hedging risk
- Interest rate risk
- Investment fund risk
- Issuer concentration risk
- Liquidity risk
- Management risk
- Market risk
- Operational risk
- Prepayment and extension risk
- Sector concentration risk
Risk/Return Characteristics
as of 30-Sep-2019| Risk/Return (5 Years) | Fund | Indicative Benchmark |
|---|---|---|
| Alpha | 0.04% | 0.00% |
| Beta | 0.91 | 1.00 |
| R-Squared | 0.96 | 1.00 |
| Annualized Std. Deviation | 2.85% | 3.05% |
| Information Ratio | -0.27 | 0.00 |
| Sharpe Ratio | 0.78 | 0.79 |
| Tracking Error | 0.62% | 0.00% |
Past performance is not a reliable indicator of future performance.
Statistics based on monthly net returns of the Fund's Class I shares.
Quality (30-Sep-2019)
| Quality Rating | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 28.67% | 27.70% | |
| US Treasury | 18.13% | 40.01% | |
| AAA | 9.86% | 4.76% | |
| AA | 4.50% | 3.32% | |
| A | 10.70% | 10.59% | |
| BBB | 24.77% | 12.82% | |
| BB | 2.00% | 0.79% | |
| Not Rated | 0.19% | 0.00% | |
| Reserves | 1.20% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sources for Credit Quality Diversification: Moody's Investors Service and Standard & Poor's (S&P) split ratings (i.e. BB/B and B/CCC) are assigned when the Moody's and S&P ratings differ. Short-Term holdings are not rated.
Maturity (30-Sep-2019)
| Bond Maturity | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 4.20% | 0.00% | |
| 1-3 Years | 14.58% | 26.00% | |
| 3-5 Years | 25.65% | 30.93% | |
| 5-7 Years | 24.12% | 15.96% | |
| 7-10 Years | 15.80% | 9.25% | |
| 10+ Years | 15.66% | 17.87% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Duration (30-Sep-2019)
| Duration | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 9.88% | 1.61% | |
| 1-3 Years | 25.92% | 39.76% | |
| 3-5 Years | 26.86% | 23.65% | |
| 5-7 Years | 16.56% | 10.91% | |
| 7-10 Years | 7.46% | 7.36% | |
| Over 10 Years | 13.33% | 16.71% |
Duration is a measure of a bond's sensitivity to interest rate changes.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Holdings (30-Sep-2019)
| Company | % of Fund | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bonds | 3.11% | 2.75 | $14,380,923.11 | 12,135,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2048 | 20.29 |
| U.S. Treasury Bonds | 1.67% | 0.07 | $7,733,406.28 | 6,800,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Nov-2047 | 20.39 |
| U.S. Treasury Notes | 1.63% | -0.27 | $7,532,580.24 | 7,475,000 | Treasuries | Treasuries | United States | 2.00% | Aaa | 31-Aug-2021 | 1.87 |
| U.S. Treasury Bonds | 1.59% | N/A | $7,365,312.51 | 6,500,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-Nov-2028 | 7.95 |
| U.S. Treasury Notes | 1.42% | -0.07 | $6,545,031.93 | 6,360,000 | Treasuries | Treasuries | United States | 2.38% | Aaa | 31-Jan-2023 | 3.19 |
| U.S. Treasury Notes | 1.15% | -0.42 | $5,321,052.64 | 5,310,000 | Treasuries | Treasuries | United States | 1.63% | Aaa | 31-Aug-2022 | 2.83 |
| U.S. Treasury Bonds | 1.12% | -0.03 | $5,180,078.15 | 5,000,000 | Treasuries | Treasuries | United States | 2.13% | Aaa | 15-May-2025 | 5.25 |
| U.S. Treasury Bonds | 1.00% | 0.03 | $4,624,095.31 | 3,895,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Aug-2048 | 20.53 |
| U.S. Treasury Notes | 0.93% | N/A | $4,315,312.52 | 4,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 30-Sep-2025 | 5.51 |
| Federal National Mortgage Assn. | 0.88% | N/A | $4,046,320.48 | 3,960,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2027 | 2.17 |
| Government National Mortgage Assn. | 0.82% | N/A | $3,806,715.28 | 3,680,000 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2041 | 1.08 |
| U.S. Treasury Bonds | 0.80% | 0.03 | $3,718,962.50 | 3,440,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-May-2046 | 19.99 |
| U.S. Treasury Bonds | 0.59% | 0.02 | $2,732,792.98 | 2,350,000 | Treasuries | Treasuries | United States | 2.88% | Aaa | 15-Nov-2046 | 19.72 |
| Government National Mortgage Assn. | 0.57% | N/A | $2,635,731.67 | 2,573,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2042 | 2.76 |
| Government National Mortgage Assn. | 0.57% | 0.04 | $2,617,813.80 | 2,536,022 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 2.90 |
| Ge Capital International Funding Co Unlimited | 0.56% | 0.11 | $2,595,726.90 | 2,440,000 | Corporates | Finance Companies | United States | 4.42% | Baa1 | 15-Nov-2035 | 11.47 |
| Verizon Communications | 0.51% | -0.00 | $2,356,492.93 | 1,925,000 | Corporates | Communications | United States | 4.86% | Baa1 | 21-Aug-2046 | 16.30 |
| Federal National Mortgage Assn. | 0.48% | -0.07 | $2,212,779.31 | 2,116,053 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jul-2048 | 1.55 |
| Tencent Holdings | 0.45% | -0.02 | $2,094,274.64 | 1,975,000 | Corporates | Technology | China | 3.80% | A1 | 11-Feb-2025 | 4.83 |
| Federal National Mortgage Assn. | 0.44% | -0.04 | $2,015,600.05 | 1,956,401 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2047 | 4.65 |
| Federal National Mortgage Assn. | 0.43% | N/A | $1,995,593.89 | 1,980,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2027 | 3.07 |
| U.S. Treasury Notes | 0.40% | -0.01 | $1,857,004.58 | 1,700,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 31-Oct-2025 | 5.52 |
| U.S. Treasury Bonds | 0.40% | 0.02 | $1,832,343.76 | 1,500,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-May-2048 | 20.11 |
| Federal National Mortgage Assn. | 0.39% | N/A | $1,800,633.96 | 1,755,187 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2046 | 3.76 |
| Discover Financial Services | 0.39% | -0.02 | $1,788,388.67 | 1,700,000 | Corporates | Banking | United States | 3.75% | Baa3 | 04-Mar-2025 | 4.75 |
| Federal National Mortgage Assn. | 0.36% | N/A | $1,685,981.02 | 1,637,740 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2049 | 3.00 |
| Federal National Mortgage Assn. | 0.36% | -0.03 | $1,682,251.93 | 1,635,693 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.29 |
| Keysight Technologies | 0.36% | -0.00 | $1,677,873.38 | 1,495,000 | Corporates | Technology | United States | 4.60% | Baa2 | 06-Apr-2027 | 6.15 |
| KazMunayGas National Co JSC | 0.36% | -0.01 | $1,660,302.08 | 1,500,000 | Government Related | Owned No Guarantee | Kazakhstan | 4.75% | Baa3 | 19-Apr-2027 | 6.26 |
| Expedia | 0.35% | -0.01 | $1,633,932.50 | 1,450,000 | Corporates | Consumer Cyclical | United States | 5.00% | Baa3 | 15-Feb-2026 | 5.33 |
| Morgan Stanley | 0.35% | -0.01 | $1,628,997.86 | 1,515,000 | Corporates | Banking | United States | 3.70% | A3 | 23-Oct-2024 | 4.55 |
| Federal National Mortgage Assn. | 0.35% | -0.03 | $1,612,635.24 | 1,571,771 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.69 |
| Barclays Dryrock Issuance Trust | 0.35% | -0.02 | $1,602,265.43 | 1,600,000 | Securitized | Credit Card | United States | 2.36% | NR | 15-Jul-2024 | 0.04 |
| U.S. Treasury Bonds | 0.34% | 0.01 | $1,589,728.13 | 1,480,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2045 | 19.43 |
| U.S. Treasury Bonds | 0.34% | -0.01 | $1,587,187.50 | 1,200,000 | Treasuries | Treasuries | United States | 5.50% | Aaa | 15-Aug-2028 | 7.31 |
| Federal National Mortgage Assn. | 0.34% | -0.03 | $1,576,578.10 | 1,498,597 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2045 | 2.46 |
| U.S. Treasury Bonds | 0.34% | 0.01 | $1,566,992.20 | 1,250,000 | Treasuries | Treasuries | United States | 3.38% | Aaa | 15-May-2044 | 17.84 |
| Federal National Mortgage Assn. | 0.34% | -0.03 | $1,549,504.87 | 1,510,244 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.96 |
| JPMorgan Chase | 0.33% | -0.02 | $1,521,977.70 | 1,435,000 | Corporates | Banking | United States | 3.80% | A2 | 23-Jul-2024 | 3.52 |
| Government National Mortgage Assn. | 0.33% | -0.05 | $1,520,165.34 | 1,440,489 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2047 | 1.58 |
| Federal National Mortgage Assn. | 0.33% | -0.03 | $1,507,805.70 | 1,444,087 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 2.87 |
| Corp Nacional del Cobre de Chile | 0.33% | N/A | $1,507,561.35 | 1,515,000 | Government Related | Owned No Guarantee | Chile | 3.00% | A3 | 30-Sep-2029 | 8.51 |
| Capital One Bank USA NA | 0.33% | -0.01 | $1,504,831.93 | 1,455,000 | Corporates | Banking | United States | 3.38% | Baa1 | 15-Feb-2023 | 3.17 |
| Government National Mortgage Assn. | 0.33% | N/A | $1,503,713.94 | 1,435,810 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2047 | 1.59 |
| Federal National Mortgage Assn. | 0.32% | -0.02 | $1,468,543.97 | 1,406,719 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.87 |
| Anheuser-Busch InBev Worldwide | 0.31% | -0.05 | $1,446,335.32 | 1,095,000 | Corporates | Consumer Non Cyclical | Belgium | 5.55% | Baa1 | 23-Jan-2049 | 16.24 |
| Federal National Mortgage Assn. | 0.31% | -0.03 | $1,439,856.44 | 1,368,259 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2047 | 2.12 |
| Bank of America | 0.31% | -0.01 | $1,438,263.07 | 1,375,000 | Corporates | Banking | United States | 3.37% | A2 | 23-Jan-2026 | 4.83 |
| U.S. Treasury Bonds | 0.31% | -0.01 | $1,427,171.49 | 1,365,000 | Treasuries | Treasuries | United States | 2.25% | Aaa | 15-Feb-2027 | 6.78 |
| Federal National Mortgage Assn. | 0.31% | N/A | $1,417,288.82 | 1,377,621 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2032 | 3.25 |
| Federal National Mortgage Assn. | 0.31% | N/A | $1,413,028.32 | 1,313,267 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2049 | 2.19 |
| Avis Budget Rental Car Funding AESOP | 0.30% | -0.01 | $1,402,422.42 | 1,370,000 | Securitized | Car Loan | United States | 2.97% | Aaa | 20-Mar-2024 | 3.09 |
| Celgene | 0.30% | -0.01 | $1,396,739.43 | 1,290,000 | Corporates | Consumer Non Cyclical | United States | 3.88% | Baa2 | 15-Aug-2025 | 5.09 |
| Government National Mortgage Assn. | 0.29% | -0.02 | $1,343,846.38 | 1,278,301 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 3.93 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.29% | -0.01 | $1,342,550.11 | 1,330,000 | Securitized | Car Loan | United States | 2.69% | Aaa | 19-Jun-2023 | 1.60 |
| Federal National Mortgage Assn. | 0.29% | N/A | $1,340,235.23 | 1,285,635 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2049 | 2.62 |
| Government National Mortgage Assn. | 0.29% | -0.06 | $1,332,611.36 | 1,268,150 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2047 | 1.59 |
| Boral Finance Pty | 0.29% | -0.00 | $1,325,924.56 | 1,275,000 | Corporates | Capital Goods | Australia | 3.75% | Baa2 | 01-May-2028 | 7.11 |
| Colombia Government International Bond | 0.29% | -0.01 | $1,320,664.72 | 1,185,000 | Government Related | Sovereign | Colombia | 4.50% | Baa2 | 15-Mar-2029 | 7.67 |
| Becton Dickinson And | 0.28% | -0.01 | $1,312,226.00 | 1,223,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Ba1 | 06-Jun-2027 | 6.50 |
| Government National Mortgage Assn. | 0.28% | N/A | $1,276,518.73 | 1,247,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2042 | 2.70 |
| Alibaba Group Holding | 0.27% | -0.01 | $1,242,937.80 | 1,170,000 | Corporates | Consumer Cyclical | China | 3.60% | A1 | 28-Nov-2024 | 4.50 |
| CVS Health | 0.27% | 0.10 | $1,238,306.91 | 1,090,000 | Corporates | Consumer Non Cyclical | United States | 5.05% | Baa2 | 25-Mar-2048 | 15.97 |
| Federal National Mortgage Assn. | 0.27% | -0.03 | $1,232,467.68 | 1,133,658 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2048 | 2.37 |
| Comcast | 0.26% | -0.01 | $1,223,385.63 | 1,155,000 | Corporates | Communications | United States | 3.30% | A3 | 01-Feb-2027 | 6.37 |
| Morgan Stanley Capital I Trust 2017-ASHF | 0.26% | -0.01 | $1,210,390.07 | 1,210,000 | Securitized | NON AGENCY CMBS | United States | 3.28% | NR | 15-Nov-2034 | 0.04 |
| Federal National Mortgage Assn. | 0.26% | -0.02 | $1,198,170.57 | 1,131,846 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2045 | 2.67 |
| Federal National Mortgage Assn. | 0.26% | -0.04 | $1,195,855.95 | 1,143,022 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2048 | 1.55 |
| U.S. Treasury Bonds | 0.26% | 0.01 | $1,185,390.63 | 1,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2045 | 19.05 |
| Towd Point Mortgage Trust 2017-6 | 0.25% | -0.02 | $1,157,527.24 | 1,142,994 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2057 | 2.33 |
| Broadcom Corp / Broadcom Cayman Finance | 0.25% | 0.09 | $1,153,848.73 | 1,120,000 | Corporates | Technology | United States | 3.63% | Baa3 | 15-Jan-2024 | 3.84 |
| Towd Point Mortgage Trust 2015-4 | 0.25% | -0.01 | $1,150,138.97 | 1,110,000 | Securitized | CMO | United States | 3.75% | Aaa | 25-Apr-2055 | 4.45 |
| FirstEnergy Transmission | 0.25% | -0.01 | $1,142,134.88 | 1,050,000 | Corporates | Electric | United States | 4.35% | Baa2 | 15-Jan-2025 | 4.54 |
| Synchrony Credit Card Master Note Trust | 0.25% | -0.01 | $1,140,673.70 | 1,140,000 | Securitized | Credit Card | United States | 2.56% | A1 | 15-Jun-2023 | 0.69 |
| Sabine Pass Liquefaction | 0.25% | -0.01 | $1,136,783.53 | 1,030,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-Mar-2027 | 5.99 |
| Benchmark 2018-B8 Mortgage Trust | 0.25% | -0.01 | $1,136,499.08 | 990,000 | Securitized | NON AGENCY CMBS | United States | 4.23% | NR | 15-Jan-2052 | 7.65 |
| Republic of South Africa Government International Bond | 0.24% | -0.24 | $1,108,931.25 | 1,125,000 | Government Related | Sovereign | South Africa | 4.30% | Baa3 | 12-Oct-2028 | 7.22 |
| FirstEnergy | 0.24% | -0.01 | $1,104,778.00 | 1,030,000 | Corporates | Electric | United States | 3.90% | Baa3 | 15-Jul-2027 | 6.56 |
| Sequoia Mortgage Trust 2018-CH2 | 0.24% | N/A | $1,103,685.22 | 1,085,983 | Securitized | CMO | United States | 4.00% | Aaa | 25-Jun-2048 | 1.85 |
| Republic of South Africa Government International Bond | 0.23% | N/A | $1,082,678.10 | 1,085,000 | Government Related | Sovereign | South Africa | 4.85% | Baa3 | 30-Sep-2029 | 7.85 |
| APT Pipelines | 0.23% | -0.01 | $1,079,569.17 | 1,000,000 | Corporates | Energy | Australia | 4.25% | Baa2 | 15-Jul-2027 | 6.48 |
| Smb Private Education Loan Trust 2015 | 0.23% | -0.01 | $1,078,660.32 | 1,045,000 | Securitized | Student Loan | United States | 3.50% | Aa2 | 15-Sep-2043 | 5.34 |
| WFRBS Commercial Mortgage Trust 2014-C22 | 0.23% | -0.01 | $1,074,013.01 | 1,000,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa1 | 15-Sep-2057 | 4.49 |
| JPMorgan Chase | 0.23% | -0.01 | $1,069,396.90 | 1,020,000 | Corporates | Banking | United States | 3.20% | A2 | 15-Jun-2026 | 5.85 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 0.23% | -0.01 | $1,052,634.54 | 975,000 | Securitized | NON AGENCY CMBS | United States | 4.57% | Aa3 | 15-Apr-2047 | 4.03 |
| Navient Private Education Refi Loan Trust 2018 | 0.23% | -0.01 | $1,048,129.81 | 1,025,000 | Securitized | Student Loan | United States | 3.19% | NR | 18-Feb-2042 | 4.27 |
| Volkswagen Group of America Finance | 0.23% | -0.00 | $1,047,294.15 | 935,000 | Corporates | Consumer Cyclical | Germany | 4.63% | A3 | 13-Nov-2025 | 5.28 |
| Government National Mortgage Assn. | 0.23% | -0.02 | $1,043,828.38 | 1,010,625 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 2.90 |
| Unitedhealth | 0.23% | -0.01 | $1,043,626.64 | 970,000 | Corporates | Insurance | United States | 3.38% | A3 | 15-Apr-2027 | 6.57 |
| Magnetite XVIII | 0.23% | -0.01 | $1,040,467.48 | 1,035,000 | Securitized | ABS Other | United States | 3.24% | Aaa | 15-Nov-2028 | 0.13 |
| Federal National Mortgage Assn. | 0.22% | -0.02 | $1,020,201.34 | 977,198 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.87 |
| Avis Budget Rental Car Funding AESOP | 0.22% | -0.01 | $1,020,170.96 | 960,000 | Securitized | Car Loan | United States | 4.73% | Baa3 | 20-Sep-2024 | 3.43 |
| Federal National Mortgage Assn. | 0.22% | N/A | $1,018,135.58 | 986,675 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | 4.12 |
| Baidu | 0.22% | -0.01 | $1,014,579.28 | 935,000 | Corporates | Technology | China | 4.38% | A3 | 29-Mar-2028 | 7.02 |
| Federal National Mortgage Assn. | 0.22% | -0.02 | $1,013,035.42 | 970,289 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.06 |
| Vereit Operating Partnership | 0.22% | -0.00 | $1,011,530.85 | 910,000 | Corporates | REITs | United States | 4.63% | Baa3 | 01-Nov-2025 | 5.14 |
| Government National Mortgage Assn. | 0.22% | N/A | $1,011,318.73 | 965,242 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2046 | 2.41 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | 0.22% | -0.00 | $1,002,169.36 | 930,000 | Securitized | NON AGENCY CMBS | United States | 3.92% | NR | 15-Jul-2050 | 6.68 |
| Federal National Mortgage Assn. | 0.22% | -0.02 | $997,805.98 | 933,968 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2043 | 2.74 |
| U.S. Treasury Bonds | 0.22% | 0.01 | $993,796.88 | 925,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2046 | 19.97 |
| Healthcare Realty Trust | 0.21% | -0.01 | $987,772.76 | 940,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2028 | 7.00 |
| DBCG 2017-BBG Mortgage Trust | 0.21% | -0.01 | $984,898.75 | 985,000 | Securitized | NON AGENCY CMBS | United States | 2.73% | NR | 15-Jun-2034 | 0.03 |
| Neuberger Berman CLO XVI-S | 0.21% | -0.01 | $975,738.45 | 970,000 | Securitized | ABS Other | United States | 3.15% | Aaa | 15-Jan-2028 | 0.25 |
| SBA Tower Trust | 0.21% | -0.01 | $973,140.04 | 945,000 | Corporates | Communications | United States | 3.45% | A2 | 15-Mar-2023 | 3.21 |
| Government National Mortgage Assn. | 0.21% | N/A | $972,382.76 | 925,698 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Apr-2049 | 1.45 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.21% | -0.01 | $970,666.29 | 910,000 | Corporates | Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 3.25 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.21% | -0.01 | $961,200.37 | 905,000 | Securitized | NON AGENCY CMBS | United States | 4.37% | NR | 15-Jun-2048 | 5.07 |
| Occidental Petroleum | 0.21% | N/A | $960,420.45 | 950,000 | Corporates | Energy | United States | 2.90% | Baa3 | 15-Aug-2024 | 4.46 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.21% | -0.01 | $957,834.01 | 955,000 | Securitized | Car Loan | United States | 2.40% | Aaa | 18-May-2022 | 0.80 |
| Enel Finance International | 0.21% | 0.00 | $952,387.44 | 905,000 | Corporates | Electric | Italy | 3.63% | Baa2 | 25-May-2027 | 6.59 |
| Comcast | 0.21% | N/A | $947,740.27 | 760,000 | Corporates | Communications | United States | 4.70% | A3 | 15-Oct-2048 | 16.93 |
| Chile Government International Bond | 0.20% | 0.00 | $942,613.57 | 865,000 | Government Related | Sovereign | Chile | 3.50% | A1 | 25-Jan-2050 | 19.13 |
| American Campus Communities Operating Partnership | 0.20% | -0.00 | $941,583.14 | 885,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Nov-2027 | 6.84 |
| Reynolds American | 0.20% | -0.01 | $934,321.10 | 865,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.45% | Baa2 | 12-Jun-2025 | 4.83 |
| Vodafone | 0.20% | -0.00 | $929,993.50 | 850,000 | Corporates | Communications | United Kingdom | 4.13% | Baa2 | 30-May-2025 | 5.00 |
| Avnet | 0.20% | -0.00 | $929,029.27 | 845,000 | Corporates | Technology | United States | 4.63% | Baa3 | 15-Apr-2026 | 5.42 |
| AbbVie | 0.20% | -0.01 | $927,599.20 | 880,000 | Corporates | Consumer Non Cyclical | United States | 3.60% | Baa2 | 14-May-2025 | 4.88 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.20% | N/A | $919,137.50 | 920,000 | Securitized | CMO | United States | 3.12% | NR | 25-Sep-2030 | 0.11 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.20% | N/A | $918,275.00 | 920,000 | Securitized | CMO | United States | 3.07% | NR | 25-Jul-2030 | 0.15 |
| Federal National Mortgage Assn. | 0.20% | N/A | $918,211.51 | 869,778 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 2.71 |
| Sempra Energy | 0.20% | -0.00 | $917,946.10 | 885,000 | Corporates | Natural Gas | United States | 3.40% | Baa1 | 01-Feb-2028 | 7.11 |
| Barclays | 0.20% | -0.01 | $917,385.45 | 895,000 | Corporates | Banking | United Kingdom | 3.68% | Baa3 | 10-Jan-2023 | 2.34 |
| Vereit Operating Partnership | 0.20% | -0.00 | $910,719.11 | 810,000 | Corporates | REITs | United States | 4.88% | Baa3 | 01-Jun-2026 | 5.51 |
| Federal National Mortgage Assn. | 0.19% | N/A | $900,735.86 | 840,000 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2034 | 1.47 |
| Federal Home Loan Mortgage | 0.19% | -0.02 | $898,981.31 | 851,417 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | 3.67 |
| Federal National Mortgage Assn. | 0.19% | -0.01 | $898,024.21 | 867,795 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2048 | 2.39 |
| Fannie Mae Connecticut Avenue Securities | 0.19% | -0.05 | $895,311.27 | 895,059 | Securitized | CMO | United States | 2.62% | NR | 25-Jul-2030 | 0.10 |
| Goldman Sachs | 0.19% | -0.00 | $890,007.05 | 845,000 | Corporates | Banking | United States | 3.50% | A3 | 16-Nov-2026 | 5.73 |
| Americredit Automobile Receivables Trust 2016-4 | 0.19% | N/A | $887,082.54 | 880,000 | Securitized | Car Loan | United States | 2.74% | NR | 08-Dec-2022 | 1.72 |
| Transurban Finance Co Pty | 0.19% | -0.01 | $879,363.33 | 865,000 | Corporates | Transportation | Australia | 3.38% | Baa1 | 22-Mar-2027 | 6.47 |
| U.S. Treasury Bonds | 0.19% | 0.01 | $875,750.00 | 775,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2047 | 20.39 |
| Federal National Mortgage Assn. | 0.19% | -0.01 | $869,731.87 | 846,164 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.32 |
| Galton Funding Mortgage Trust 2017-1 | 0.19% | -0.01 | $868,907.05 | 845,503 | Securitized | CMO | United States | 3.95% | Aa1 | 25-Jul-2056 | 4.35 |
| American Airlines 2016-2 Class A Pass Through Trust | 0.19% | -0.00 | $867,345.46 | 822,626 | Corporates | Transportation | United States | 3.65% | A2 | 15-Jun-2028 | 5.86 |
| Smb Private Education Loan Trust 2017 | 0.19% | N/A | $866,610.26 | 853,910 | Securitized | Student Loan | United States | 2.82% | Aaa | 15-Oct-2035 | 3.11 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.19% | -0.03 | $859,849.56 | 846,546 | Securitized | CMO | United States | 3.77% | NR | 25-Jun-2048 | 0.91 |
| Flagstar Mortgage Trust 2018-6RR | 0.19% | -0.03 | $859,849.12 | 820,415 | Securitized | CMO | United States | 4.00% | NR | 25-Sep-2048 | 0.26 |
| Cigna | 0.19% | N/A | $856,563.55 | 785,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 15-Nov-2025 | 5.26 |
| Government National Mortgage Assn. | 0.19% | N/A | $855,148.44 | 823,000 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2040 | 0.41 |
| CVS Health | 0.18% | -0.01 | $850,748.62 | 815,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Baa2 | 09-Mar-2023 | 3.16 |
| Federal National Mortgage Assn. | 0.18% | -0.02 | $848,998.02 | 816,641 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2046 | 3.06 |
| Navient Student Loan Trust 2018-1 | 0.18% | -0.02 | $836,682.66 | 837,206 | Securitized | Student Loan | United States | 2.37% | Aaa | 25-Mar-2067 | 0.10 |
| Banco Santander | 0.18% | -0.01 | $833,780.44 | 800,000 | Corporates | Banking | Spain | 3.50% | Baa1 | 11-Apr-2022 | 2.37 |
| Government National Mortgage Assn. | 0.18% | N/A | $833,581.52 | 800,250 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2047 | 1.63 |
| Deephaven Residential Mortgage Trust 2018-4 | 0.18% | -0.05 | $827,937.98 | 805,205 | Securitized | CMO | United States | 4.08% | NR | 25-Oct-2058 | 1.67 |
| Federal National Mortgage Assn. | 0.18% | N/A | $812,575.64 | 790,937 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2033 | 3.02 |
| Eskom Holdings SOC | 0.18% | -0.01 | $811,094.58 | 750,000 | Government Related | Government Guarantee | South Africa | 6.35% | Baa3 | 10-Aug-2028 | 6.75 |
| Federal National Mortgage Assn. | 0.18% | N/A | $810,754.56 | 786,492 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2044 | 4.12 |
| Government National Mortgage Assn. | 0.18% | -0.02 | $810,514.36 | 771,682 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2047 | 1.59 |
| CNAC HK Finbridge | 0.17% | -0.01 | $799,343.87 | 760,000 | Government Related | Owned No Guarantee | China | 4.63% | NR | 14-Mar-2023 | 3.17 |
| Enel Finance International | 0.17% | -0.00 | $796,861.00 | 780,000 | Corporates | Electric | Italy | 2.75% | Baa2 | 06-Apr-2023 | 3.28 |
| Government National Mortgage Assn. | 0.17% | N/A | $795,402.90 | 747,814 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Dec-2048 | 1.38 |
| Royal Bank Of Scotland | 0.17% | -0.01 | $791,708.07 | 765,000 | Corporates | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 3.64 |
| BXP Trust 2017-GM | 0.17% | -0.00 | $790,776.48 | 735,000 | Securitized | NON AGENCY CMBS | United States | 3.38% | Aaa | 13-Jun-2039 | 6.79 |
| U.S. Treasury Bonds | 0.17% | 0.00 | $785,312.50 | 700,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2042 | 17.68 |
| Baidu | 0.17% | -0.01 | $784,620.34 | 775,000 | Corporates | Technology | China | 2.88% | A3 | 06-Jul-2022 | 2.62 |
| Woodside Finance | 0.17% | -0.00 | $781,241.54 | 758,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Mar-2028 | 7.14 |
| Government National Mortgage Assn. | 0.17% | N/A | $778,522.21 | 748,485 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2049 | 1.63 |
| Government National Mortgage Assn. | 0.17% | -0.02 | $775,268.66 | 746,531 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2045 | 2.93 |
| Aia | 0.16% | -0.00 | $758,274.45 | 685,000 | Corporates | Insurance | Hong Kong | 3.90% | A2 | 06-Apr-2028 | 7.05 |
| Towd Point Mortgage Trust 2018-2 | 0.16% | -0.02 | $756,694.19 | 738,424 | Securitized | CMO | United States | 3.25% | Aaa | 25-Mar-2058 | 2.44 |
| AXA Equitable Holdings | 0.16% | -0.00 | $753,549.12 | 695,000 | Corporates | Insurance | United States | 4.35% | Baa2 | 20-Apr-2028 | 6.93 |
| Federal National Mortgage Assn. | 0.16% | -0.01 | $751,559.97 | 715,530 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 3.77 |
| Bayer US Finance II | 0.16% | -0.00 | $750,148.43 | 710,000 | Corporates | Consumer Non Cyclical | Germany | 3.88% | Baa1 | 15-Dec-2023 | 3.78 |
| State Grid Overseas Investment 2016 | 0.16% | -0.00 | $749,073.11 | 700,000 | Government Related | Owned No Guarantee | China | 3.50% | A1 | 04-May-2027 | 6.59 |
| Boston Properties | 0.16% | -0.00 | $748,464.34 | 730,000 | Corporates | REITs | United States | 2.75% | Baa1 | 01-Oct-2026 | 6.23 |
| QVC | 0.16% | -0.01 | $747,636.94 | 700,000 | Corporates | Consumer Cyclical | United States | 5.13% | Ba2 | 02-Jul-2022 | 2.53 |
| Williams | 0.16% | N/A | $746,197.85 | 705,000 | Corporates | Energy | United States | 4.00% | Baa3 | 15-Sep-2025 | 5.15 |
| Plains All American Pipeline LP / PAA Finance | 0.16% | -0.01 | $745,479.29 | 710,000 | Corporates | Energy | United States | 3.85% | Ba1 | 15-Oct-2023 | 3.50 |
| Federal National Mortgage Assn. | 0.16% | -0.01 | $744,292.60 | 709,519 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2045 | 3.64 |
| Federal National Mortgage Assn. | 0.16% | -0.01 | $741,084.27 | 719,314 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2037 | 3.25 |
| Alibaba Group Holding | 0.16% | -0.00 | $739,831.70 | 705,000 | Corporates | Consumer Cyclical | China | 3.40% | A1 | 06-Dec-2027 | 6.96 |
| Federal National Mortgage Assn. | 0.16% | N/A | $736,006.97 | 704,927 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.81 |
| Bank of America | 0.16% | -0.01 | $728,993.63 | 675,000 | Corporates | Banking | United States | 3.82% | A2 | 20-Jan-2028 | 6.35 |
| Goldman Sachs | 0.16% | -0.01 | $728,142.62 | 695,000 | Corporates | Banking | United States | 3.63% | A3 | 22-Jan-2023 | 3.09 |
| Government National Mortgage Assn. | 0.16% | -0.02 | $728,108.90 | 676,758 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jan-2048 | 1.86 |
| Panama Government International Bond | 0.16% | N/A | $727,671.78 | 700,000 | Government Related | Sovereign | Panama | 3.16% | Baa1 | 23-Jan-2030 | 8.66 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.16% | -0.01 | $725,582.28 | 725,000 | Securitized | NON AGENCY CMBS | United States | 2.96% | Aaa | 15-Dec-2036 | 0.04 |
| Morgan Stanley | 0.16% | -0.01 | $724,193.53 | 690,000 | Corporates | Banking | United States | 3.75% | A3 | 25-Feb-2023 | 3.18 |
| General Motors Financial | 0.16% | -0.01 | $721,994.94 | 665,000 | Corporates | Consumer Cyclical | United States | 5.10% | Baa3 | 17-Jan-2024 | 3.77 |
| CSAIL 2016-C7 Commercial Mortgage Trust | 0.16% | -0.00 | $719,738.60 | 670,000 | Securitized | NON AGENCY CMBS | United States | 3.96% | Aa3 | 15-Nov-2049 | 6.16 |
| First Abu Dhabi Bank PJSC | 0.16% | -0.00 | $718,305.58 | 700,000 | Government Related | Government Sponsored | United Arab Emirates | 5.25% | Baa3 | 17-Dec-2167 | 0.69 |
| Federal National Mortgage Assn. | 0.16% | -0.01 | $718,104.01 | 673,539 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.50 |
| Shire Acquisitions Investments Ireland DAC | 0.16% | -0.09 | $717,119.92 | 695,000 | Corporates | Consumer Non Cyclical | Ireland | 3.20% | Baa2 | 23-Sep-2026 | 6.12 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $714,388.71 | 671,959 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.79 |
| Transcontinental Gas Pipe Line | 0.15% | -0.01 | $713,510.92 | 670,000 | Corporates | Energy | United States | 4.00% | Baa2 | 15-Mar-2028 | 7.07 |
| Regency Centers | 0.15% | -0.01 | $713,260.35 | 675,000 | Corporates | REITs | United States | 3.60% | Baa1 | 01-Feb-2027 | 6.29 |
| Sequoia Mortgage Trust 2018-CH3 | 0.15% | -0.04 | $710,493.13 | 694,143 | Securitized | CMO | United States | 4.00% | Aaa | 25-Aug-2048 | 1.07 |
| Synchrony Credit Card Master Note Trust | 0.15% | -0.01 | $703,586.73 | 703,057 | Securitized | Credit Card | United States | 2.95% | NR | 15-May-2024 | 1.58 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $700,932.80 | 680,303 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.72 |
| Comcast | 0.15% | -0.00 | $700,919.09 | 615,000 | Corporates | Communications | United States | 4.15% | A3 | 15-Oct-2028 | 7.38 |
| Government National Mortgage Assn. | 0.15% | -0.01 | $698,844.27 | 656,703 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2043 | 3.66 |
| Woodside Finance | 0.15% | -0.01 | $696,132.64 | 672,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.99 |
| Government National Mortgage Assn. | 0.15% | N/A | $695,197.30 | 654,233 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Nov-2048 | 1.06 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $693,996.60 | 673,167 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.97 |
| SMART ABS Series 2016-2US Trust | 0.15% | -0.01 | $693,240.54 | 695,000 | Securitized | Car Loan | Australia | 2.05% | Aaa | 14-Dec-2022 | 1.20 |
| Credit Suisse | 0.15% | N/A | $689,577.98 | 695,000 | Corporates | Banking | Switzerland | 2.59% | Baa2 | 11-Sep-2025 | 4.60 |
| Capital One Financial | 0.15% | N/A | $688,950.29 | 655,000 | Corporates | Banking | United States | 3.75% | Baa1 | 09-Mar-2027 | 6.44 |
| Ford Credit Floorplan Master Owner Trust | 0.15% | -0.01 | $685,417.71 | 685,000 | Securitized | Car Loan | United States | 2.16% | Aa1 | 15-Nov-2021 | 0.12 |
| CVS Health | 0.15% | -0.01 | $683,654.04 | 640,000 | Corporates | Consumer Non Cyclical | United States | 4.10% | Baa2 | 25-Mar-2025 | 4.81 |
| Federal Home Loan Mortgage | 0.15% | -0.01 | $681,805.89 | 643,790 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2045 | 2.67 |
| Micron Technology | 0.15% | -0.00 | $680,770.80 | 635,000 | Corporates | Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 3.86 |
| Federal National Mortgage Assn. | 0.15% | -0.02 | $680,346.81 | 645,731 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.12 |
| Omnicom Group Inc / Omnicom Capital | 0.15% | -0.00 | $678,435.24 | 635,000 | Corporates | Communications | United States | 3.65% | Baa1 | 01-Nov-2024 | 4.42 |
| Indonesia Government International Bond | 0.15% | -0.01 | $677,354.96 | 665,000 | Government Related | Sovereign | Indonesia | 2.95% | Baa2 | 11-Jan-2023 | 3.09 |
| BANK 2017-BNK5 | 0.15% | 0.00 | $672,685.54 | 620,000 | Securitized | NON AGENCY CMBS | United States | 4.40% | NR | 15-Jun-2060 | 6.59 |
| Woodside Finance | 0.15% | -0.01 | $671,620.12 | 650,000 | Corporates | Energy | Australia | 3.65% | Baa1 | 05-Mar-2025 | 4.76 |
| Bank of America | 0.15% | -0.00 | $671,199.94 | 610,000 | Corporates | Banking | United States | 4.25% | Baa1 | 22-Oct-2026 | 6.02 |
| Kilroy Realty | 0.14% | -0.00 | $665,520.25 | 605,000 | Corporates | REITs | United States | 4.38% | Baa2 | 01-Oct-2025 | 5.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.14% | -0.01 | $664,004.60 | 600,000 | Corporates | Communications | United States | 4.91% | Ba1 | 23-Jul-2025 | 4.89 |
| Cno Financial | 0.14% | 0.04 | $659,849.18 | 597,000 | Corporates | Insurance | United States | 5.25% | Baa3 | 30-May-2025 | 4.69 |
| COMM 2015-PC1 Mortgage Trust | 0.14% | N/A | $659,114.97 | 610,000 | Securitized | NON AGENCY CMBS | United States | 4.58% | NR | 10-Jul-2050 | 5.03 |
| Starwood Mortgage Residential Trust 2018-IMC2 | 0.14% | -0.02 | $657,870.08 | 635,607 | Securitized | CMO | United States | 4.12% | NR | 25-Oct-2048 | 1.13 |
| Goldman Sachs | 0.14% | N/A | $648,828.49 | 585,000 | Corporates | Banking | United States | 4.22% | A3 | 01-May-2029 | 7.14 |
| Bank of America | 0.14% | N/A | $643,556.56 | 575,000 | Corporates | Banking | United States | 4.27% | A2 | 23-Jul-2029 | 7.37 |
| Essex Portfolio | 0.14% | -0.00 | $643,126.92 | 600,000 | Corporates | REITs | United States | 3.88% | Baa1 | 01-May-2024 | 3.97 |
| Government National Mortgage Assn. | 0.14% | N/A | $639,892.24 | 610,527 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2046 | 2.41 |
| Sempra Energy | 0.14% | -0.00 | $639,612.18 | 619,000 | Corporates | Natural Gas | United States | 3.25% | Baa1 | 15-Jun-2027 | 6.63 |
| Williams | 0.14% | -0.01 | $639,512.23 | 605,000 | Corporates | Energy | United States | 3.90% | Baa3 | 15-Jan-2025 | 4.60 |
| Government National Mortgage Assn. | 0.14% | N/A | $638,166.37 | 611,757 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2048 | 0.75 |
| Saudi Arabian Oil | 0.14% | 0.00 | $637,265.67 | 600,000 | Government Related | Owned No Guarantee | Saudi Arabia | 3.50% | A1 | 16-Apr-2029 | 8.00 |
| Vodafone | 0.14% | -0.00 | $632,231.23 | 565,000 | Corporates | Communications | United Kingdom | 4.38% | Baa2 | 30-May-2028 | 7.19 |
| GM Financial Consumer Automobile Receivables Trust 2018-2 | 0.14% | -0.01 | $631,385.34 | 615,000 | Securitized | Car Loan | United States | 3.12% | NR | 18-Dec-2023 | 3.46 |
| Americredit Automobile Receivables Trust 2018-2 | 0.14% | -0.01 | $630,227.28 | 610,000 | Securitized | Car Loan | United States | 3.59% | Aa1 | 18-Jun-2024 | 2.36 |
| Smb Private Education Loan Trust 2016 | 0.14% | -0.01 | $625,813.49 | 624,598 | Securitized | Student Loan | United States | 2.34% | Aaa | 15-Sep-2034 | 2.90 |
| Enel Chile | 0.13% | -0.00 | $622,479.00 | 550,000 | Corporates | Electric | Chile | 4.88% | Baa2 | 12-Jun-2028 | 7.08 |
| Government National Mortgage Assn. | 0.13% | -0.04 | $617,352.57 | 578,039 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-May-2048 | 1.69 |
| Altria | 0.13% | -0.01 | $615,959.87 | 560,000 | Corporates | Consumer Non Cyclical | United States | 4.80% | A3 | 14-Feb-2029 | 7.47 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $615,354.66 | 583,851 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2044 | 1.83 |
| Equate Petrochemical BV | 0.13% | -0.00 | $614,173.93 | 560,000 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 03-Nov-2026 | 6.05 |
| Verus Securitization Trust 2018-2 | 0.13% | -0.02 | $613,538.85 | 606,986 | Securitized | CMO | United States | 3.68% | NR | 01-Jun-2058 | 1.31 |
| Ford Motor Credit | 0.13% | -0.00 | $613,396.83 | 600,000 | Corporates | Consumer Cyclical | United States | 3.47% | Ba1 | 05-Apr-2021 | 1.44 |
| Federal National Mortgage Assn. | 0.13% | N/A | $612,820.85 | 592,500 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2025 | 1.42 |
| Federal National Mortgage Assn. | 0.13% | N/A | $612,728.31 | 592,500 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2026 | 1.47 |
| Ari Fleet Lease Trust 2017 | 0.13% | -0.01 | $611,398.61 | 610,000 | Securitized | Car Loan | United States | 2.28% | NR | 15-Apr-2026 | 1.42 |
| Capital One Financial | 0.13% | -0.00 | $611,290.08 | 583,000 | Corporates | Banking | United States | 3.30% | Baa1 | 30-Oct-2024 | 4.56 |
| Morgan Stanley | 0.13% | -0.01 | $609,983.19 | 565,000 | Corporates | Banking | United States | 3.88% | A3 | 27-Jan-2026 | 5.59 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $609,044.04 | 559,870 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Feb-2040 | 2.50 |
| Bunge Ltd Finance | 0.13% | -0.00 | $607,942.39 | 590,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa3 | 25-Sep-2027 | 6.78 |
| Federal National Mortgage Assn. | 0.13% | N/A | $603,706.39 | 570,794 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2049 | 1.83 |
| Solvay Finance America | 0.13% | -0.00 | $599,297.88 | 550,000 | Corporates | Basic Industry | Belgium | 4.45% | Baa2 | 03-Dec-2025 | 5.20 |
| U.S. Treasury Bonds | 0.13% | 0.00 | $595,273.44 | 500,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2047 | 19.79 |
| BAT Capital | 0.13% | -0.01 | $591,181.26 | 585,000 | Corporates | Consumer Non Cyclical | United Kingdom | 3.56% | Baa2 | 15-Aug-2027 | 6.70 |
| Government National Mortgage Assn. | 0.13% | -0.02 | $589,022.61 | 546,216 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2047 | 2.54 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.13% | -0.02 | $586,623.81 | 575,104 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2049 | 1.86 |
| General Motors Financial | 0.13% | N/A | $586,293.24 | 560,000 | Corporates | Consumer Cyclical | United States | 4.30% | Baa3 | 13-Jul-2025 | 4.93 |
| New York State dormitory Authority | 0.13% | -0.00 | $583,197.86 | 550,000 | Government Related | Local Authorities | United States | 3.88% | Aa2 | 01-Jul-2046 | 9.34 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $582,583.86 | 558,032 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.87 |
| Smb Private Education Loan Trust 2017 | 0.13% | -0.01 | $580,998.65 | 570,599 | Securitized | Student Loan | United States | 2.88% | Aaa | 15-Sep-2034 | 3.32 |
| Federal National Mortgage Assn. | 0.12% | -0.01 | $577,344.59 | 552,968 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.87 |
| Nelnet Student Loan Trust 2005-4 | 0.12% | -0.01 | $575,824.89 | 595,470 | Securitized | Student Loan | United States | 2.34% | Baa3 | 22-Mar-2032 | 0.25 |
| Boardwalk Pipelines | 0.12% | -0.00 | $574,731.95 | 505,000 | Corporates | Energy | United States | 5.95% | Baa3 | 01-Jun-2026 | 5.33 |
| Federal National Mortgage Assn. | 0.12% | -0.01 | $574,246.31 | 528,483 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2047 | 2.45 |
| Alexandria Real Estate Equities | 0.12% | -0.00 | $572,089.51 | 530,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2027 | 6.18 |
| Government National Mortgage Assn. | 0.12% | -0.02 | $569,367.29 | 528,085 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Dec-2047 | 1.86 |
| Metropolitan Water Reclamation District of Greater Chicago | 0.12% | 0.00 | $561,473.59 | 410,000 | Government Related | Local Authorities | United States | 5.72% | Aa2 | 01-Dec-2038 | 11.72 |
| PerkinElmer | 0.12% | N/A | $561,220.80 | 560,000 | Corporates | Consumer Non Cyclical | United States | 3.30% | Baa3 | 15-Sep-2029 | 8.35 |
| Brixmor Operating Partnership | 0.12% | N/A | $558,453.98 | 515,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-May-2029 | 7.76 |
| Becton Dickinson And | 0.12% | -0.00 | $557,411.34 | 530,000 | Corporates | Consumer Non Cyclical | United States | 3.36% | Ba1 | 06-Jun-2024 | 4.18 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.12% | -0.06 | $557,245.58 | 556,768 | Securitized | CMO | United States | 2.72% | NR | 25-Sep-2030 | 0.06 |
| Ford Credit Auto Owner Trust 2018-REV1 | 0.12% | -0.00 | $555,510.62 | 540,000 | Securitized | Car Loan | United States | 3.49% | A2 | 15-Jul-2031 | 5.44 |
| Perusahaan Gas Negara | 0.12% | -0.00 | $555,003.19 | 500,000 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 16-May-2024 | 4.06 |
| Express Scripts Holding | 0.12% | -0.01 | $554,207.21 | 505,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 25-Feb-2026 | 5.43 |
| Government National Mortgage Assn. | 0.12% | -0.03 | $545,386.59 | 522,818 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Oct-2048 | 0.75 |
| Federal National Mortgage Assn. | 0.12% | N/A | $544,566.60 | 517,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2035 | 1.59 |
| Boral Finance Pty | 0.12% | -0.00 | $543,167.67 | 535,000 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 01-Nov-2022 | 2.85 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.12% | -0.00 | $543,130.08 | 525,000 | Securitized | NON AGENCY CMBS | United States | 2.86% | Aaa | 15-Sep-2049 | 6.22 |
| Eni | 0.12% | -0.00 | $538,479.01 | 475,000 | Corporates | Energy | Italy | 4.75% | Baa1 | 12-Sep-2028 | 7.38 |
| Federal National Mortgage Assn. | 0.12% | -0.01 | $537,391.51 | 518,263 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.39 |
| USAA Auto Owner Trust 2016-1 | 0.12% | -0.01 | $535,330.54 | 535,000 | Securitized | Car Loan | United States | 1.82% | Aaa | 15-Oct-2023 | 0.26 |
| Federal National Mortgage Assn. | 0.12% | N/A | $535,037.41 | 507,409 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.71 |
| ArcelorMittal | 0.12% | N/A | $533,973.50 | 525,000 | Corporates | Basic Industry | Luxembourg | 3.60% | Baa3 | 16-Jul-2024 | 4.34 |
| Barclays | 0.12% | -0.01 | $532,280.63 | 510,000 | Corporates | Banking | United Kingdom | 4.61% | Baa3 | 15-Feb-2023 | 2.23 |
| Willis North America | 0.12% | -0.00 | $532,216.98 | 505,000 | Corporates | Insurance | United States | 3.60% | Baa3 | 15-May-2024 | 4.09 |
| Peruvian Government International Bond | 0.11% | -0.00 | $530,535.15 | 510,000 | Government Related | Sovereign | Peru | 2.84% | A3 | 20-Jun-2030 | 9.18 |
| Smb Private Education Loan Trust 2017 | 0.11% | N/A | $526,955.76 | 525,116 | Securitized | Student Loan | United States | 2.93% | Aaa | 15-Sep-2034 | 0.04 |
| Pertamina Persero PT | 0.11% | 0.00 | $524,134.00 | 400,000 | Government Related | Owned No Guarantee | Indonesia | 6.45% | Baa2 | 30-May-2044 | 13.71 |
| Jack In the Box Funding | 0.11% | N/A | $523,928.16 | 510,000 | Securitized | ABS Other | United States | 3.98% | NR | 25-Aug-2049 | 3.51 |
| Towd Point Mortgage Trust 2016-5 | 0.11% | -0.01 | $523,757.74 | 521,873 | Securitized | CMO | United States | 2.50% | Aaa | 25-Oct-2056 | 1.93 |
| Ventas Realty | 0.11% | N/A | $522,632.25 | 525,000 | Corporates | REITs | United States | 3.00% | Baa1 | 15-Jan-2030 | 8.70 |
| Government National Mortgage Assn. | 0.11% | N/A | $522,170.89 | 486,011 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2049 | 1.38 |
| WPP Finance 2010 | 0.11% | -0.01 | $520,647.92 | 500,000 | Corporates | Communications | United Kingdom | 3.75% | Baa2 | 19-Sep-2024 | 4.51 |
| Government National Mortgage Assn. | 0.11% | -0.01 | $519,884.70 | 492,754 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2043 | 3.83 |
| Federal National Mortgage Assn. | 0.11% | -0.01 | $515,818.73 | 491,753 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.33 |
| Avolon Holdings Funding | 0.11% | -0.00 | $514,309.26 | 473,000 | Corporates | Finance Companies | Ireland | 5.13% | Baa3 | 01-Oct-2023 | 3.48 |
| Government National Mortgage Assn. | 0.11% | N/A | $509,315.35 | 486,717 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 2.41 |
| Federal National Mortgage Assn. | 0.11% | N/A | $507,489.81 | 487,080 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2046 | 2.87 |
| Avnet | 0.11% | -0.00 | $506,741.26 | 490,000 | Corporates | Technology | United States | 3.75% | Baa3 | 01-Dec-2021 | 1.98 |
| COLT 2018-4 Mortgage Loan Trust | 0.11% | -0.03 | $506,558.54 | 497,692 | Securitized | CMO | United States | 4.01% | NR | 28-Dec-2048 | 0.94 |
| Smb Private Education Loan Trust 2018 | 0.11% | -0.01 | $501,430.80 | 480,000 | Securitized | Student Loan | United States | 3.63% | Aaa | 15-Nov-2035 | 4.02 |
| State Grid Overseas Investment 2016 | 0.11% | -0.00 | $499,446.28 | 470,000 | Government Related | Owned No Guarantee | China | 3.75% | A1 | 02-May-2023 | 3.30 |
| Cigna | 0.11% | N/A | $493,296.09 | 425,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Dec-2048 | 16.30 |
| Federal National Mortgage Assn. | 0.11% | -0.01 | $490,630.81 | 474,203 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 4.25 |
| Navient Private Education Loan Trust 2018 | 0.11% | -0.00 | $488,535.36 | 465,000 | Securitized | Student Loan | United States | 3.61% | NR | 15-Dec-2059 | 4.04 |
| GS Mortgage Securities Trust 2016-GS4 | 0.11% | -0.00 | $487,478.50 | 460,000 | Securitized | NON AGENCY CMBS | United States | 3.18% | Aaa | 10-Nov-2049 | 6.13 |
| Federal National Mortgage Assn. | 0.11% | N/A | $486,502.92 | 471,054 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 5.12 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $484,876.88 | 470,606 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.77 |
| Crown Castle International | 0.10% | -0.00 | $484,350.90 | 440,000 | Corporates | Communications | United States | 4.45% | Baa3 | 15-Feb-2026 | 5.41 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $484,262.82 | 466,163 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2047 | 2.39 |
| Hardee s Funding | 0.10% | -0.01 | $483,155.11 | 475,200 | Securitized | ABS Other | United States | 4.25% | NR | 20-Jun-2048 | 2.52 |
| Eni | 0.10% | -0.05 | $483,134.93 | 455,000 | Corporates | Energy | Italy | 4.00% | Baa1 | 12-Sep-2023 | 3.64 |
| Altria | 0.10% | -0.00 | $482,977.46 | 415,000 | Corporates | Consumer Non Cyclical | United States | 5.80% | A3 | 14-Feb-2039 | 12.10 |
| WFRBS Commercial Mortgage Trust 2014-C20 | 0.10% | -0.00 | $481,707.58 | 455,000 | Securitized | NON AGENCY CMBS | United States | 3.72% | Aaa | 15-May-2047 | 3.63 |
| Barclays Bank | 0.10% | -0.00 | $481,349.11 | 460,000 | Corporates | Banking | United Kingdom | 5.14% | Ba1 | 14-Oct-2020 | 0.98 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 0.10% | -0.00 | $481,341.88 | 470,000 | Securitized | NON AGENCY CMBS | United States | 3.21% | Aaa | 15-Feb-2046 | 3.11 |
| Enel Americas | 0.10% | -0.00 | $478,798.75 | 450,000 | Corporates | Electric | Chile | 4.00% | Baa3 | 25-Oct-2026 | 5.94 |
| Galton Funding Mortgage Trust 2018-2 | 0.10% | -0.02 | $475,066.69 | 457,018 | Securitized | CMO | United States | 4.00% | NR | 25-Oct-2058 | 0.32 |
| Government National Mortgage Assn. | 0.10% | -0.02 | $471,960.56 | 442,467 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2048 | 1.06 |
| CLNS Trust 2017-IKPR | 0.10% | -0.00 | $469,974.25 | 470,000 | Securitized | NON AGENCY CMBS | United States | 2.85% | NR | 11-Jun-2032 | 0.02 |
| NXP BV / NXP Funding | 0.10% | -0.00 | $467,542.05 | 430,000 | Corporates | Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 3.91 |
| Southern | 0.10% | -0.00 | $467,205.63 | 450,000 | Corporates | Electric | United States | 3.25% | Baa2 | 01-Jul-2026 | 5.88 |
| Essex Portfolio | 0.10% | -0.00 | $466,925.25 | 440,000 | Corporates | REITs | United States | 3.38% | Baa1 | 15-Apr-2026 | 5.65 |
| Ascension Health | 0.10% | 0.00 | $465,755.29 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.95% | Aa2 | 15-Nov-2046 | 17.57 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $465,186.11 | 457,940 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2030 | 3.25 |
| Baidu | 0.10% | -0.00 | $464,073.88 | 445,000 | Corporates | Technology | China | 3.88% | A3 | 29-Sep-2023 | 3.63 |
| Government National Mortgage Assn. | 0.10% | -0.01 | $460,462.59 | 436,336 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2047 | 1.58 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $460,020.64 | 434,212 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-May-2047 | 2.80 |
| Smb Private Education Loan Trust 2015 | 0.10% | -0.00 | $458,853.57 | 445,000 | Securitized | Student Loan | United States | 3.98% | Aaa | 16-Aug-2032 | 0.10 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $458,711.82 | 435,552 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2032 | 2.88 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $458,183.73 | 445,768 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.44 |
| Ford Motor Credit | 0.10% | N/A | $457,425.28 | 455,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Nov-2022 | 2.89 |
| AT&T | 0.10% | N/A | $456,774.13 | 425,000 | Corporates | Communications | United States | 4.50% | Baa2 | 09-Mar-2048 | 16.51 |
| BENCHMARK 2018-B1 Mortgage Trust | 0.10% | N/A | $455,958.45 | 415,000 | Securitized | NON AGENCY CMBS | United States | 4.06% | NR | 15-Jan-2051 | 7.03 |
| Ge Capital International Funding Co Unlimited | 0.10% | -0.00 | $455,271.85 | 440,000 | Corporates | Finance Companies | United States | 3.37% | Baa1 | 15-Nov-2025 | 5.44 |
| Government National Mortgage Assn. | 0.10% | N/A | $454,548.87 | 426,487 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2049 | 1.06 |
| Unitedhealth | 0.10% | N/A | $453,907.78 | 380,000 | Corporates | Insurance | United States | 4.45% | A3 | 15-Dec-2048 | 17.34 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.10% | N/A | $452,355.88 | 415,000 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 03-Apr-2026 | 5.46 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.10% | -0.02 | $452,188.77 | 442,899 | Securitized | CMO | United States | 3.99% | NR | 25-Nov-2048 | 1.08 |
| Barclays | 0.10% | N/A | $450,699.67 | 430,000 | Corporates | Banking | United Kingdom | 3.93% | Baa3 | 07-May-2025 | 4.12 |
| Vodafone | 0.10% | 0.00 | $450,590.83 | 400,000 | Corporates | Communications | United Kingdom | 4.88% | Baa2 | 19-Jun-2049 | 16.36 |
| Danske Bank | 0.10% | -0.00 | $449,252.66 | 405,000 | Corporates | Banking | Denmark | 5.38% | Baa2 | 12-Jan-2024 | 3.80 |
| Boston Properties | 0.10% | -0.00 | $448,305.82 | 430,000 | Corporates | REITs | United States | 3.20% | Baa1 | 15-Jan-2025 | 4.69 |
| Government National Mortgage Assn. | 0.10% | -0.01 | $447,163.36 | 420,200 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2042 | 3.66 |
| Palisades Center Trust 2016-PLSD | 0.10% | -0.00 | $446,091.70 | 445,000 | Securitized | NON AGENCY CMBS | United States | 2.71% | Aaa | 13-Apr-2033 | 1.50 |
| SBA Tower Trust | 0.10% | -0.00 | $445,577.79 | 440,000 | Corporates | Communications | United States | 3.17% | A2 | 15-Apr-2022 | 2.40 |
| Saudi Arabian Oil | 0.10% | 0.00 | $445,326.22 | 400,000 | Government Related | Owned No Guarantee | Saudi Arabia | 4.38% | A1 | 16-Apr-2049 | 17.02 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $444,143.75 | 412,244 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2048 | 1.82 |
| Volkswagen Group of America Finance | 0.10% | N/A | $442,581.33 | 440,000 | Corporates | Consumer Cyclical | Germany | 2.85% | A3 | 26-Sep-2024 | 4.58 |
| Broadcom | 0.09% | -0.00 | $437,799.98 | 415,000 | Corporates | Technology | United States | 4.25% | Baa3 | 15-Apr-2026 | 5.51 |
| Sequoia Mortgage Trust 2017-CH2 | 0.09% | -0.02 | $436,332.02 | 426,244 | Securitized | CMO | United States | 4.00% | Aa1 | 25-Dec-2047 | 2.98 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $435,166.13 | 414,111 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jan-2048 | 3.36 |
| Morgan Stanley | 0.09% | -0.00 | $434,772.98 | 420,000 | Corporates | Banking | United States | 3.13% | A3 | 27-Jul-2026 | 6.10 |
| Danske Bank | 0.09% | -0.00 | $433,231.45 | 430,000 | Corporates | Banking | Denmark | 2.70% | A2 | 02-Mar-2022 | 2.32 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.09% | -0.00 | $432,448.89 | 405,000 | Corporates | Finance Companies | Ireland | 4.63% | Baa3 | 01-Jul-2022 | 2.55 |
| Neuberger Berman Loan Advisers CLO 29 | 0.09% | N/A | $431,496.12 | 430,000 | Securitized | ABS Other | United States | 3.43% | Aaa | 19-Oct-2031 | 0.05 |
| Alexandria Real Estate Equities | 0.09% | -0.00 | $429,804.23 | 405,000 | Corporates | REITs | United States | 3.45% | Baa1 | 30-Apr-2025 | 4.91 |
| HSBC Holdings | 0.09% | -0.00 | $429,018.67 | 400,000 | Corporates | Banking | United Kingdom | 3.90% | A2 | 25-May-2026 | 5.79 |
| Verus Securitization Trust 2018-1 | 0.09% | N/A | $426,597.50 | 424,406 | Securitized | CMO | United States | 3.03% | NR | 25-Feb-2048 | 1.55 |
| Ausgrid Finance Pty | 0.09% | -0.00 | $424,225.41 | 385,000 | Corporates | Electric | Australia | 4.35% | Baa1 | 01-Aug-2028 | 7.23 |
| American Tower | 0.09% | -0.00 | $423,284.00 | 410,000 | Corporates | Communications | United States | 3.00% | Baa3 | 15-Jun-2023 | 3.46 |
| COMM 2014-UBS5 Mortgage Trust | 0.09% | -0.00 | $423,225.48 | 395,000 | Securitized | NON AGENCY CMBS | United States | 3.84% | Aaa | 10-Sep-2047 | 4.46 |
| Worldwide Plaza Trust 2017-WWP | 0.09% | -0.00 | $422,516.15 | 390,000 | Securitized | NON AGENCY CMBS | United States | 3.53% | NR | 10-Nov-2036 | 7.08 |
| Perrigo Finance Unlimited | 0.09% | -0.00 | $422,408.21 | 410,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa3 | 15-Mar-2026 | 5.48 |
| Anglo American Capital | 0.09% | -0.00 | $421,932.55 | 405,000 | Corporates | Basic Industry | United Kingdom | 4.13% | Baa2 | 27-Sep-2022 | 2.80 |
| SGSP Australia Assets Pty | 0.09% | -0.00 | $417,656.00 | 400,000 | Government Related | Owned No Guarantee | Australia | 3.30% | A3 | 09-Apr-2023 | 3.26 |
| Aib | 0.09% | -0.00 | $413,318.43 | 390,000 | Corporates | Banking | Ireland | 4.26% | Baa3 | 10-Apr-2025 | 4.02 |
| Becton Dickinson And | 0.09% | 0.00 | $409,975.63 | 345,000 | Corporates | Consumer Non Cyclical | United States | 4.67% | Ba1 | 06-Jun-2047 | 16.45 |
| Government National Mortgage Assn. | 0.09% | N/A | $407,327.45 | 387,839 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2045 | 2.43 |
| Smb Private Education Loan Trust 2015 | 0.09% | -0.01 | $407,206.41 | 400,000 | Securitized | Student Loan | United States | 3.78% | Aaa | 17-May-2032 | 0.06 |
| Ford Credit Floorplan Master Owner Trust | 0.09% | -0.00 | $406,379.17 | 400,000 | Securitized | Car Loan | United States | 2.48% | NR | 15-Sep-2024 | 2.83 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.09% | -0.00 | $405,863.50 | 405,000 | Securitized | NON AGENCY CMBS | United States | 2.73% | NR | 15-Jan-2033 | 0.07 |
| Federal National Mortgage Assn. | 0.09% | N/A | $405,278.14 | 393,150 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.26 |
| Cardinal Health | 0.09% | N/A | $405,097.88 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Sep-2025 | 5.19 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $402,393.70 | 373,174 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Sep-2047 | 1.86 |
| Federal National Mortgage Assn. | 0.09% | -0.01 | $402,235.50 | 385,017 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 2.81 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 0.09% | -0.00 | $402,132.66 | 370,000 | Securitized | NON AGENCY CMBS | United States | 4.04% | Aa2 | 15-May-2048 | 5.17 |
| Altria | 0.09% | -0.00 | $401,566.44 | 340,000 | Corporates | Consumer Non Cyclical | United States | 5.95% | A3 | 14-Feb-2049 | 14.93 |
| SBA Tower Trust | 0.09% | N/A | $399,207.81 | 400,000 | Corporates | Communications | United States | 2.84% | A2 | 15-Jan-2025 | 4.84 |
| Martin Marietta Materials | 0.09% | -0.00 | $399,114.89 | 370,000 | Corporates | Capital Goods | United States | 4.25% | Baa3 | 02-Jul-2024 | 4.10 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.09% | -0.05 | $397,514.81 | 395,258 | Securitized | CMO | United States | 4.62% | Aa1 | 25-Dec-2027 | 0.03 |
| Government National Mortgage Assn. | 0.09% | N/A | $395,774.26 | 371,907 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2043 | 3.83 |
| Applebee S Funding Llc / Ihop Funding | 0.09% | -0.03 | $395,453.71 | 385,000 | Securitized | ABS Other | United States | 4.19% | NR | 07-Jun-2049 | 4.14 |
| Santander Retail Auto Lease Trust 2019 | 0.08% | -0.00 | $391,211.32 | 385,000 | Securitized | Car Loan | United States | 3.01% | Aa1 | 22-May-2023 | 2.24 |
| Royal Bank Of Scotland | 0.08% | -0.00 | $390,120.35 | 380,000 | Corporates | Banking | United Kingdom | 3.50% | Baa2 | 15-May-2023 | 2.46 |
| Micron Technology | 0.08% | N/A | $389,417.81 | 375,000 | Corporates | Technology | United States | 4.19% | Baa3 | 15-Feb-2027 | 6.20 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.08% | -0.00 | $389,314.61 | 360,000 | Securitized | NON AGENCY CMBS | United States | 4.10% | Aaa | 15-Mar-2047 | 4.02 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $388,201.92 | 369,534 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 2.94 |
| Boston Properties | 0.08% | -0.00 | $388,147.19 | 365,000 | Corporates | REITs | United States | 3.65% | Baa1 | 01-Feb-2026 | 5.50 |
| Fidelity National Financial | 0.08% | -0.03 | $386,160.12 | 360,000 | Corporates | Insurance | United States | 4.50% | Baa2 | 15-Aug-2028 | 7.21 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.08% | -0.02 | $385,933.89 | 381,766 | Securitized | CMO | United States | 4.87% | NR | 25-Apr-2028 | -0.37 |
| American Express Credit Account Master Trust | 0.08% | -0.00 | $385,821.68 | 385,000 | Securitized | Credit Card | United States | 2.61% | Aa2 | 18-Feb-2025 | 0.04 |
| Humana | 0.08% | -0.00 | $381,452.13 | 355,000 | Corporates | Insurance | United States | 3.85% | Baa3 | 01-Oct-2024 | 4.39 |
| Vereit Operating Partnership | 0.08% | -0.00 | $379,377.08 | 358,000 | Corporates | REITs | United States | 3.95% | Baa3 | 15-Aug-2027 | 6.63 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $378,223.57 | 358,415 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2047 | 1.58 |
| WPP Finance 2010 | 0.08% | -0.00 | $377,793.08 | 355,000 | Corporates | Communications | United Kingdom | 4.75% | Baa2 | 21-Nov-2021 | 2.00 |
| SBA Tower Trust | 0.08% | -0.00 | $376,064.31 | 360,000 | Corporates | Communications | United States | 3.87% | A2 | 08-Oct-2024 | 4.51 |
| Banco De Bogota | 0.08% | -0.00 | $374,901.48 | 350,000 | Corporates | Banking | Colombia | 4.38% | Baa2 | 03-Aug-2027 | 6.61 |
| HSBC Holdings | 0.08% | -0.00 | $372,216.19 | 365,000 | Corporates | Banking | United Kingdom | 3.26% | A2 | 13-Mar-2023 | 2.34 |
| Government National Mortgage Assn. | 0.08% | N/A | $371,709.95 | 356,292 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Apr-2049 | 1.01 |
| Verizon Owner Trust 2018-1 | 0.08% | -0.00 | $371,346.50 | 365,000 | Securitized | ABS Other | United States | 3.20% | NR | 20-Sep-2022 | 1.75 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $370,319.33 | 348,128 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2046 | 2.62 |
| Express Scripts Holding | 0.08% | -0.02 | $369,578.50 | 357,000 | Corporates | Consumer Non Cyclical | United States | 3.40% | Baa2 | 01-Mar-2027 | 6.41 |
| Freddie Mac Whole Loan Securities Trust | 0.08% | -0.01 | $369,339.57 | 365,490 | Securitized | CMO | United States | 3.59% | A3 | 25-Dec-2046 | 2.07 |
| State Board of Administration Finance | 0.08% | -0.00 | $368,615.07 | 365,000 | Government Related | Local Authorities | United States | 3.00% | Aa3 | 01-Jul-2020 | 0.74 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.08% | -0.00 | $366,312.90 | 365,000 | Securitized | Car Loan | United States | 3.03% | Aaa | 15-Sep-2022 | 0.34 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $362,437.75 | 349,216 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.87 |
| Federal National Mortgage Assn. | 0.08% | N/A | $361,503.24 | 343,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2033 | 1.54 |
| Brixmor Operating Partnership | 0.08% | -0.00 | $360,371.65 | 335,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-Jun-2026 | 5.67 |
| Towd Point Mortgage Trust 2018-5 | 0.08% | N/A | $359,216.14 | 351,145 | Securitized | CMO | United States | 3.25% | NR | 25-Jul-2058 | 3.94 |
| MPT Operating Partnership LP / MPT Finance | 0.08% | -0.02 | $359,021.73 | 335,000 | Corporates | REITs | United States | 5.00% | Ba1 | 15-Oct-2027 | 6.60 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $356,947.62 | 342,438 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2036 | 2.81 |
| Great Wolf Trust 2017-WOLF | 0.08% | -0.00 | $355,720.42 | 355,000 | Securitized | NON AGENCY CMBS | United States | 3.13% | NR | 15-Sep-2034 | 0.03 |
| Government National Mortgage Assn. | 0.08% | N/A | $355,406.25 | 340,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2035 | 0.42 |
| Government National Mortgage Assn. | 0.08% | N/A | $355,087.50 | 340,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2036 | 0.46 |
| Ashford Hospitality Trust 2018-ASHF | 0.08% | -0.00 | $355,061.30 | 355,000 | Securitized | NON AGENCY CMBS | United States | 3.28% | NR | 15-Apr-2035 | 0.03 |
| Brixmor Operating Partnership | 0.08% | -0.00 | $348,219.86 | 332,000 | Corporates | REITs | United States | 3.90% | Baa3 | 15-Mar-2027 | 6.34 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $346,823.87 | 305,391 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jun-2035 | 3.77 |
| Discover Financial Services | 0.07% | -0.00 | $344,881.60 | 320,000 | Corporates | Banking | United States | 3.95% | Baa3 | 06-Nov-2024 | 4.39 |
| Boardwalk Pipelines | 0.07% | -0.00 | $344,239.09 | 315,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Dec-2024 | 4.39 |
| Fannie Mae REMICS | 0.07% | -0.01 | $342,432.79 | 328,455 | Securitized | CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.01 |
| World Omni Auto Receivables Trust 2017 | 0.07% | -0.00 | $341,921.37 | 340,000 | Securitized | Car Loan | United States | 2.37% | NR | 15-May-2024 | 2.33 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.07% | -0.01 | $341,847.79 | 338,150 | Securitized | CMO | United States | 3.74% | NR | 25-Feb-2048 | 1.65 |
| Royal Bank Of Scotland | 0.07% | N/A | $341,208.97 | 315,000 | Corporates | Banking | United Kingdom | 5.13% | Baa3 | 28-May-2024 | 4.07 |
| Virginia Commonwealth Transportation Board | 0.07% | -0.00 | $337,017.06 | 265,000 | Government Related | Local Authorities | United States | 5.35% | Aa1 | 15-May-2035 | 8.52 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $336,985.41 | 331,765 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2032 | 3.67 |
| Mmaf Equipment Finance Llc 2016 | 0.07% | -0.00 | $334,089.12 | 335,000 | Securitized | ABS Other | United States | 1.76% | Aaa | 17-Jan-2023 | 0.88 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.07% | N/A | $331,671.72 | 325,000 | Securitized | Car Loan | United States | 3.88% | A2 | 15-Feb-2024 | 1.48 |
| Occidental Petroleum | 0.07% | N/A | $331,148.99 | 320,000 | Corporates | Energy | United States | 4.40% | Baa3 | 15-Aug-2049 | 16.74 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $327,290.34 | 318,628 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.36 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $324,404.71 | 294,861 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2045 | 3.40 |
| Vistra Operations | 0.07% | -0.00 | $322,274.27 | 310,000 | Corporates | Electric | United States | 4.30% | Ba1 | 15-Jul-2029 | 7.79 |
| Fox | 0.07% | -0.00 | $321,661.86 | 280,000 | Corporates | Communications | United States | 4.71% | Baa2 | 25-Jan-2029 | 7.50 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $321,509.81 | 298,865 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2048 | 1.82 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $319,491.11 | 300,815 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2047 | 1.86 |
| BBVA Bancomer SA/Texas | 0.07% | -0.00 | $316,697.17 | 295,000 | Corporates | Banking | Mexico | 4.38% | A3 | 10-Apr-2024 | 4.02 |
| Energy Transfer Operating | 0.07% | -0.00 | $314,963.48 | 280,000 | Corporates | Energy | United States | 5.88% | Baa3 | 15-Jan-2024 | 3.60 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $314,926.44 | 305,927 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2029 | 2.77 |
| Brixmor Operating Partnership | 0.07% | -0.00 | $314,170.01 | 299,000 | Corporates | REITs | United States | 3.65% | Baa3 | 15-Jun-2024 | 4.17 |
| Fiserv | 0.07% | -0.00 | $313,397.50 | 300,000 | Corporates | Technology | United States | 3.20% | Baa2 | 01-Jul-2026 | 5.93 |
| Federal National Mortgage Assn. | 0.07% | N/A | $311,367.52 | 298,878 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2047 | 3.06 |
| Syngenta Finance | 0.07% | -0.00 | $310,574.40 | 300,000 | Government Related | Owned No Guarantee | Switzerland | 3.93% | Ba2 | 23-Apr-2021 | 1.48 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $308,962.86 | 301,076 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2032 | 3.02 |
| Capital One Multi-Asset Execution Trust | 0.07% | -0.00 | $307,335.91 | 310,000 | Securitized | Credit Card | United States | 2.85% | Aa3 | 15-May-2028 | -0.00 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $306,410.24 | 296,859 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 4.12 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $305,826.21 | 291,140 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2044 | 3.62 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | 0.07% | -0.00 | $305,093.62 | 290,000 | Securitized | NON AGENCY CMBS | United States | 3.16% | Aaa | 15-Mar-2059 | 5.63 |
| Highwoods Realty | 0.07% | -0.00 | $304,020.54 | 285,000 | Corporates | REITs | United States | 4.13% | Baa2 | 15-Mar-2028 | 7.04 |
| Citigroup Commercial Mortgage Trust 2018-B2 | 0.07% | -0.00 | $303,439.58 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.83% | NR | 10-Mar-2051 | 7.02 |
| Citigroup Commercial Mortgage Trust 2016-P3 | 0.07% | -0.00 | $303,357.72 | 290,000 | Securitized | NON AGENCY CMBS | United States | 3.06% | Aaa | 15-Apr-2049 | 5.56 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $302,931.93 | 288,212 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.12 |
| Cigna | 0.07% | N/A | $301,181.51 | 270,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa2 | 15-Oct-2028 | 7.28 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.06% | -0.01 | $300,261.11 | 297,244 | Securitized | CMO | United States | 3.79% | NR | 25-Aug-2058 | 1.10 |
| General Electric | 0.06% | N/A | $299,709.56 | 290,000 | Corporates | Capital Goods | United States | 3.38% | Baa1 | 11-Mar-2024 | 4.10 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | 0.06% | -0.00 | $297,961.14 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.34% | Aa3 | 15-Aug-2047 | 4.29 |
| Vodafone | 0.06% | 0.00 | $294,296.25 | 250,000 | Corporates | Communications | United Kingdom | 5.25% | Baa2 | 30-May-2048 | 15.67 |
| AbbVie | 0.06% | 0.00 | $292,817.85 | 270,000 | Corporates | Consumer Non Cyclical | United States | 4.70% | Baa2 | 14-May-2045 | 15.07 |
| Barclays | 0.06% | -0.00 | $291,470.31 | 275,000 | Corporates | Banking | United Kingdom | 4.34% | Baa3 | 16-May-2024 | 3.29 |
| Government National Mortgage Association | 0.06% | -0.01 | $291,087.96 | 287,839 | Securitized | CMO | United States | 3.00% | NR | 20-Nov-2047 | 0.35 |
| Vodafone | 0.06% | 0.00 | $289,892.92 | 250,000 | Corporates | Communications | United Kingdom | 5.00% | Baa2 | 30-May-2038 | 12.47 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $289,421.89 | 270,105 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.38 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.06% | -0.07 | $289,119.58 | 288,256 | Securitized | NON AGENCY CMBS | United States | 2.91% | NR | 15-Sep-2034 | 0.03 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $288,840.99 | 274,454 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 5.80 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.06% | -0.00 | $287,701.82 | 278,657 | Corporates | Transportation | United States | 3.70% | Baa3 | 15-Oct-2025 | 3.42 |
| Mill City Mortgage Loan Trust 2018-1 | 0.06% | -0.01 | $287,249.90 | 279,824 | Securitized | CMO | United States | 3.25% | NR | 25-May-2062 | 2.94 |
| United Airlines 2014-2 Class B Pass Through Trust | 0.06% | -0.01 | $286,294.58 | 275,716 | Corporates | Transportation | United States | 4.63% | NR | 03-Sep-2022 | 2.23 |
| DRIVEN BRANDS FUNDING | 0.06% | -0.04 | $285,833.97 | 268,650 | Securitized | ABS Other | United States | 4.64% | NR | 20-Apr-2049 | 5.45 |
| SMBC Aviation Capital Finance DAC | 0.06% | -0.00 | $284,764.20 | 280,000 | Corporates | Finance Companies | Ireland | 3.00% | NR | 15-Jul-2022 | 2.59 |
| Ascentium Equipment Receivables 2018-1 Trust | 0.06% | -0.00 | $283,490.59 | 280,000 | Securitized | ABS Other | United States | 3.21% | Aaa | 11-Sep-2023 | 1.05 |
| Volkswagen Group of America Finance | 0.06% | N/A | $282,507.56 | 280,000 | Corporates | Consumer Cyclical | Germany | 3.20% | A3 | 26-Sep-2026 | 6.16 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $281,975.02 | 243,749 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2041 | 3.74 |
| Avis Budget Rental Car Funding AESOP | 0.06% | -0.00 | $281,670.68 | 270,000 | Securitized | Car Loan | United States | 3.35% | Aaa | 22-Sep-2025 | 4.38 |
| Alibaba Group Holding | 0.06% | 0.00 | $281,522.98 | 255,000 | Corporates | Consumer Cyclical | China | 4.00% | A1 | 06-Dec-2037 | 12.97 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $279,265.31 | 251,680 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2039 | 3.32 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $277,901.45 | 258,697 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2042 | 3.75 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $275,651.58 | 256,622 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2045 | 3.70 |
| Perrigo Finance Unlimited | 0.06% | -0.00 | $274,699.01 | 265,000 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa3 | 15-Dec-2024 | 4.52 |
| Federal National Mortgage Assn. | 0.06% | N/A | $273,981.31 | 266,105 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | 4.02 |
| Government National Mortgage Association | 0.06% | -0.01 | $270,664.18 | 271,226 | Securitized | CMO | United States | 2.34% | NR | 20-Sep-2048 | 0.71 |
| Transcontinental Gas Pipe Line | 0.06% | -0.00 | $266,068.00 | 240,000 | Corporates | Energy | United States | 4.60% | Baa2 | 15-Mar-2048 | 16.50 |
| Government National Mortgage Assn. | 0.06% | -0.00 | $266,008.03 | 244,061 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Sep-2045 | 4.24 |
| Energy Transfer Operating | 0.06% | -0.00 | $265,832.28 | 230,000 | Corporates | Energy | United States | 5.25% | Baa3 | 15-Apr-2029 | 7.36 |
| Crown Castle Towers | 0.06% | -0.00 | $264,789.11 | 255,000 | Corporates | Communications | United States | 3.66% | A2 | 15-May-2025 | 3.78 |
| Kaiser Foundation Hospitals | 0.06% | -0.00 | $264,660.94 | 250,000 | Corporates | Consumer Non Cyclical | United States | 3.50% | NR | 01-Apr-2022 | 2.39 |
| Ausgrid Finance Pty | 0.06% | -0.00 | $264,451.18 | 250,000 | Corporates | Electric | Australia | 3.85% | Baa1 | 01-May-2023 | 3.11 |
| Avolon Holdings Funding | 0.06% | -0.00 | $264,405.14 | 250,000 | Corporates | Finance Companies | Ireland | 4.38% | Baa3 | 01-May-2026 | 5.52 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $264,070.27 | 245,295 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jun-2048 | 1.64 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $262,370.47 | 249,213 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.71 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $259,762.04 | 245,066 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2045 | 2.46 |
| Qatar Government International Bond | 0.06% | -0.00 | $258,242.23 | 240,000 | Government Related | Sovereign | Qatar | 3.88% | Aa3 | 23-Apr-2023 | 3.27 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $255,939.03 | 245,140 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.87 |
| American Airlines 2017-1 Class B Pass Through Trust | 0.06% | -0.01 | $255,586.27 | 240,035 | Corporates | Transportation | United States | 4.95% | Baa3 | 15-Feb-2025 | 2.63 |
| Federal Home Loan Mortgage | 0.06% | -0.00 | $255,113.21 | 247,214 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2043 | 4.08 |
| JPMorgan Chase | 0.06% | -0.00 | $254,979.20 | 240,000 | Corporates | Banking | United States | 3.30% | A2 | 01-Apr-2026 | 5.71 |
| Braskem Finance | 0.06% | -0.00 | $254,398.81 | 244,000 | Corporates | Basic Industry | Brazil | 7.38% | Ba1 | 04-Jan-2168 | 0.02 |
| Federal National Mortgage Assn. | 0.06% | -0.00 | $254,379.64 | 254,089 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2043 | 4.90 |
| Comcast | 0.05% | -0.00 | $251,568.60 | 240,000 | Corporates | Communications | United States | 3.15% | A3 | 01-Mar-2026 | 5.66 |
| Government National Mortgage Assn. | 0.05% | -0.00 | $247,588.28 | 235,258 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 4.48 |
| University of North Carolina at Chapel Hill | 0.05% | -0.00 | $246,037.36 | 210,000 | Government Related | Local Authorities | United States | 3.85% | Aaa | 01-Dec-2034 | 10.93 |
| AbbVie | 0.05% | N/A | $246,003.27 | 220,000 | Corporates | Consumer Non Cyclical | United States | 4.88% | Baa2 | 14-Nov-2048 | 15.98 |
| Federal National Mortgage Assn. | 0.05% | -0.00 | $244,117.92 | 230,417 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.56 |
| South Carolina Public Service Authority | 0.05% | -0.00 | $243,370.48 | 240,000 | Government Related | Local Authorities | United States | 2.39% | A2 | 01-Dec-2023 | 3.92 |
| STACR Trust 2018-HRP2 | 0.05% | -0.04 | $243,184.94 | 243,019 | Securitized | CMO | United States | 2.87% | NR | 25-Feb-2047 | 0.07 |
| Federal National Mortgage Assn. | 0.05% | -0.00 | $242,804.17 | 209,866 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2038 | 3.65 |
| Ashford Hospitality Trust 2018-ASHF | 0.05% | -0.01 | $242,446.72 | 242,524 | Securitized | NON AGENCY CMBS | United States | 2.93% | NR | 15-Apr-2035 | 0.03 |
| Federal National Mortgage Assn. | 0.05% | N/A | $242,128.85 | 234,697 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2033 | 3.51 |
| Verizon Communications | 0.05% | 0.04 | $242,014.72 | 190,000 | Corporates | Communications | United States | 5.01% | Baa1 | 15-Apr-2049 | 16.80 |
| Government National Mortgage Assn. | 0.05% | N/A | $241,472.25 | 230,935 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2046 | 2.41 |
| Avis Budget Rental Car Funding AESOP | 0.05% | -0.00 | $241,108.16 | 240,000 | Securitized | Car Loan | United States | 2.63% | Aaa | 20-Dec-2021 | 0.99 |
| Cenovus Energy | 0.05% | 0.00 | $241,105.20 | 210,000 | Corporates | Energy | Canada | 5.40% | Ba1 | 15-Jun-2047 | 14.95 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.05% | -0.01 | $240,940.39 | 236,366 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2058 | 1.95 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $240,151.65 | 230,128 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2046 | 3.06 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $239,679.28 | 224,137 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Feb-2044 | 3.41 |
| CGGS Commercial Mortgage Trust 2018-WSS | 0.05% | N/A | $239,631.61 | 240,000 | Securitized | NON AGENCY CMBS | United States | 3.13% | Aa3 | 15-Feb-2037 | 0.03 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $239,605.29 | 228,224 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.66 |
| City of New York NY | 0.05% | N/A | $239,423.11 | 165,000 | Government Related | Local Authorities | United States | 6.27% | Aa1 | 01-Dec-2037 | 10.88 |
| SLM Student Loan Trust 2008-9 | 0.05% | N/A | $239,111.17 | 236,204 | Securitized | Student Loan | United States | 3.78% | Baa3 | 25-Apr-2023 | 0.08 |
| Government National Mortgage Association | 0.05% | 0.05 | $238,844.20 | 230,225 | Securitized | CMO | United States | 3.00% | NR | 20-Dec-2047 | 0.32 |
| NRG Energy | 0.05% | 0.04 | $238,834.25 | 225,000 | Corporates | Electric | United States | 4.45% | Baa3 | 15-Jun-2029 | 7.69 |
| Mill City Mortgage Loan Trust 2017-2 | 0.05% | N/A | $238,834.07 | 236,935 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2059 | 1.82 |
| Danske Bank | 0.05% | 0.01 | $237,152.86 | 235,000 | Corporates | Banking | Denmark | 3.24% | Baa2 | 20-Dec-2025 | 4.76 |
| Province of Ontario Canada | 0.05% | N/A | $233,341.64 | 230,000 | Government Related | Local Authorities | Canada | 2.50% | Aa3 | 10-Sep-2021 | 1.89 |
| QVC | 0.05% | N/A | $233,153.54 | 225,000 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 15-Mar-2023 | 3.18 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.05% | N/A | $232,798.74 | 230,000 | Securitized | Car Loan | United States | 3.35% | Aaa | 17-Jul-2023 | 2.60 |
| Anglo American Capital | 0.05% | N/A | $232,489.38 | 225,000 | Corporates | Basic Industry | United Kingdom | 4.00% | Baa2 | 11-Sep-2027 | 6.78 |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 0.05% | -0.00 | $232,231.48 | 175,000 | Government Related | Local Authorities | United States | 5.51% | Aa1 | 01-Aug-2037 | 10.88 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $231,833.31 | 225,959 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.22 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $231,746.91 | 217,771 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2043 | 3.83 |
| Autoridad del Canal de Panama | 0.05% | -0.00 | $231,429.50 | 200,000 | Government Related | Owned No Guarantee | Panama | 4.95% | A1 | 29-Jul-2035 | 10.90 |
| Highwoods Realty | 0.05% | N/A | $230,642.00 | 235,000 | Corporates | REITs | United States | 3.05% | Baa2 | 15-Feb-2030 | 8.74 |
| COMM 2015-CCRE25 Mortgage Trust | 0.05% | -0.00 | $228,327.86 | 215,000 | Securitized | NON AGENCY CMBS | United States | 4.69% | NR | 10-Aug-2048 | 5.14 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $228,005.84 | 225,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2042 | 3.41 |
| Bermuda Government International Bond | 0.05% | -0.00 | $227,687.50 | 200,000 | Government Related | Sovereign | Bermuda | 4.75% | A2 | 15-Feb-2029 | 7.53 |
| Cenovus Energy | 0.05% | -0.00 | $227,310.23 | 220,000 | Corporates | Energy | Canada | 3.80% | Ba1 | 15-Sep-2023 | 3.49 |
| Sequoia Mortgage Trust 2017-5 | 0.05% | -0.00 | $226,120.04 | 213,681 | Securitized | CMO | United States | 3.87% | Aa2 | 25-Aug-2047 | 6.27 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $224,616.92 | 202,202 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 3.04 |
| American Airlines 2016-3 Class B Pass Through Trust | 0.05% | -0.00 | $224,287.52 | 216,856 | Corporates | Transportation | United States | 3.75% | Baa3 | 15-Oct-2025 | 3.62 |
| Towd Point Mortgage Trust 2017-3 | 0.05% | N/A | $223,717.77 | 222,014 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2057 | 2.28 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $221,415.20 | 210,902 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2047 | 2.12 |
| Bermuda Government International Bond | 0.05% | -0.00 | $220,690.20 | 200,000 | Government Related | Sovereign | Bermuda | 4.85% | A2 | 06-Feb-2024 | 3.92 |
| Broadcom Corp / Broadcom Cayman Finance | 0.05% | 0.00 | $219,692.09 | 220,000 | Corporates | Technology | United States | 3.13% | Baa3 | 15-Jan-2025 | 4.74 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $219,530.52 | 202,545 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2043 | 3.30 |
| Becton Dickinson And | 0.05% | -0.00 | $219,227.17 | 205,000 | Corporates | Consumer Non Cyclical | United States | 3.73% | Ba1 | 15-Dec-2024 | 4.53 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.05% | -0.00 | $217,344.37 | 205,000 | Securitized | NON AGENCY CMBS | United States | 3.75% | NR | 15-Aug-2031 | 4.44 |
| George Washington University | 0.05% | 0.00 | $216,860.82 | 200,000 | Corporates | Industrial Other | United States | 3.55% | A1 | 15-Sep-2046 | 17.99 |
| Vistra Operations | 0.05% | -0.00 | $215,249.71 | 210,000 | Corporates | Electric | United States | 3.55% | Ba1 | 15-Jul-2024 | 4.29 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $214,028.01 | 207,729 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.75 |
| Kimco Realty | 0.05% | -0.00 | $212,459.61 | 205,000 | Corporates | REITs | United States | 3.30% | Baa1 | 01-Feb-2025 | 4.76 |
| SMBC Aviation Capital Finance DAC | 0.05% | -0.00 | $212,263.75 | 200,000 | Corporates | Finance Companies | Ireland | 4.13% | NR | 15-Jul-2023 | 3.41 |
| HSBC Holdings | 0.05% | -0.00 | $211,956.67 | 200,000 | Corporates | Banking | United Kingdom | 3.95% | A2 | 18-May-2024 | 3.33 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $211,816.31 | 201,959 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2047 | 3.17 |
| Corp Nacional del Cobre de Chile | 0.05% | -0.00 | $211,638.19 | 200,000 | Government Related | Owned No Guarantee | Chile | 3.63% | A3 | 01-Aug-2027 | 6.67 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $211,093.00 | 182,439 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2034 | 3.72 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $209,919.34 | 204,285 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2032 | 3.02 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $209,232.22 | 202,602 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2047 | 5.08 |
| Energy Transfer Operating | 0.05% | 0.02 | $208,896.63 | 175,000 | Corporates | Energy | United States | 6.00% | Baa3 | 15-Jun-2048 | 14.61 |
| Danske Bank | 0.04% | 0.00 | $207,581.50 | 200,000 | Corporates | Banking | Denmark | 3.88% | Baa2 | 12-Sep-2023 | 3.64 |
| Ford Motor Credit | 0.04% | -0.00 | $207,442.75 | 200,000 | Corporates | Consumer Cyclical | United States | 5.09% | Ba1 | 07-Jan-2021 | 1.21 |
| Indonesia Government International Bond | 0.04% | -0.00 | $206,991.45 | 200,000 | Government Related | Sovereign | Indonesia | 3.70% | Baa2 | 08-Jan-2022 | 2.16 |
| Bristol-Myers Squibb | 0.04% | 0.02 | $206,807.47 | 195,000 | Corporates | Consumer Non Cyclical | United States | 3.20% | A2 | 15-Jun-2026 | 5.88 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $205,375.88 | 199,387 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2037 | 2.88 |
| Utah Transit Authority | 0.04% | -0.00 | $204,427.71 | 145,000 | Government Related | Local Authorities | United States | 5.94% | Aa2 | 15-Jun-2039 | 11.52 |
| CCCI Treasure | 0.04% | -0.00 | $203,399.71 | 200,000 | Government Related | Owned No Guarantee | China | 3.50% | A3 | 21-Oct-2167 | 0.54 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $202,558.24 | 192,447 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 3.44 |
| Danske Bank | 0.04% | -0.00 | $200,896.72 | 200,000 | Corporates | Banking | Denmark | 3.00% | Baa2 | 20-Sep-2022 | 1.90 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $200,888.94 | 198,659 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2032 | 3.13 |
| Bristol-Myers Squibb | 0.04% | 0.02 | $200,718.73 | 175,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | A2 | 15-Jun-2039 | 13.75 |
| STACR Trust 2018-DNA3 | 0.04% | N/A | $200,178.25 | 199,578 | Securitized | CMO | United States | 2.77% | NR | 25-Sep-2048 | 0.06 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $199,829.52 | 172,786 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.57 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $199,478.88 | 193,617 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 4.12 |
| Las Vegas Sands | 0.04% | N/A | $199,332.58 | 195,000 | Corporates | Consumer Cyclical | United States | 3.50% | Baa3 | 18-Aug-2026 | 5.98 |
| Towd Point Mortgage Trust 2015-5 | 0.04% | -0.01 | $199,280.45 | 197,661 | Securitized | CMO | United States | 2.75% | Aaa | 25-May-2055 | 1.46 |
| Danske Bank | 0.04% | -0.00 | $198,700.44 | 200,000 | Corporates | Banking | Denmark | 2.00% | A2 | 08-Sep-2021 | 1.88 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $198,457.01 | 193,080 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.24 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.01 | $196,129.95 | 180,000 | Corporates | Finance Companies | Ireland | 4.88% | Baa3 | 16-Jan-2024 | 3.79 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | 0.00 | $195,556.98 | 180,000 | Securitized | NON AGENCY CMBS | United States | 4.08% | NR | 15-Jun-2050 | 6.58 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $194,370.42 | 187,000 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2040 | 0.45 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $193,415.38 | 174,346 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2042 | 3.10 |
| Galton Funding Mortgage Trust 2017-1 | 0.04% | -0.01 | $191,891.30 | 189,353 | Securitized | CMO | United States | 3.50% | NR | 25-Nov-2057 | 3.17 |
| Roper Technologies | 0.04% | N/A | $191,465.11 | 190,000 | Corporates | Capital Goods | United States | 2.95% | Baa2 | 15-Sep-2029 | 8.49 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.04% | -0.00 | $191,305.76 | 190,000 | Securitized | Car Loan | United States | 2.96% | Aaa | 15-Mar-2024 | 0.83 |
| BMW Vehicle Lease Trust 2017-2 | 0.04% | N/A | $190,250.58 | 189,922 | Securitized | Car Loan | United States | 2.07% | Aaa | 20-Oct-2020 | 0.24 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $190,222.76 | 178,517 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2046 | 3.19 |
| Verizon Owner Trust 2017-1 | 0.04% | N/A | $189,879.63 | 189,847 | Securitized | ABS Other | United States | 2.06% | NR | 20-Sep-2021 | 0.49 |
| Philip Morris International | 0.04% | N/A | $189,709.88 | 180,000 | Corporates | Consumer Non Cyclical | United States | 3.38% | A2 | 15-Aug-2029 | 8.28 |
| American Airlines 2017-2 Class AA Pass Through Trust | 0.04% | -0.00 | $188,674.60 | 179,717 | Corporates | Transportation | United States | 3.35% | Aa3 | 15-Oct-2029 | 6.05 |
| JobsOhio Beverage System | 0.04% | -0.00 | $188,474.44 | 155,000 | Government Related | Local Authorities | United States | 4.53% | Aa3 | 01-Jan-2035 | 9.80 |
| Heathrow Funding | 0.04% | -0.00 | $188,308.67 | 180,000 | Corporates | Transportation | United Kingdom | 4.88% | NR | 15-Jul-2021 | 1.69 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $187,687.73 | 181,837 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.12 |
| Anheuser-Busch InBev Worldwide | 0.04% | 0.02 | $187,603.24 | 160,000 | Corporates | Consumer Non Cyclical | Belgium | 4.75% | Baa1 | 23-Jan-2029 | 7.50 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $185,864.81 | 183,227 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 3.35 |
| COMM 2015-LC21 Mortgage Trust | 0.04% | -0.00 | $185,792.71 | 170,000 | Securitized | NON AGENCY CMBS | United States | 4.44% | NR | 10-Jul-2048 | 5.05 |
| Navient Private Education Refi Loan Trust 2018 | 0.04% | N/A | $185,086.73 | 184,726 | Securitized | Student Loan | United States | 2.53% | NR | 18-Feb-2042 | 0.72 |
| Dow Chemical | 0.04% | -0.00 | $184,919.05 | 175,000 | Corporates | Basic Industry | United States | 3.63% | Baa2 | 15-May-2026 | 5.73 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $181,638.56 | 171,494 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2046 | 2.67 |
| General Motors Financial | 0.04% | -0.00 | $180,716.38 | 170,000 | Corporates | Consumer Cyclical | United States | 4.35% | Baa3 | 09-Apr-2025 | 4.72 |
| General Motors Financial | 0.04% | -0.00 | $180,468.46 | 175,000 | Corporates | Consumer Cyclical | United States | 4.00% | Baa3 | 06-Oct-2026 | 5.87 |
| Verizon Owner Trust 2016-2 | 0.04% | -0.00 | $180,324.51 | 180,000 | Securitized | ABS Other | United States | 2.36% | NR | 20-May-2021 | 0.71 |
| MVW Owner Trust 2013-1 | 0.04% | -0.01 | $179,413.83 | 179,638 | Securitized | ABS Other | United States | 2.15% | NR | 22-Apr-2030 | 1.03 |
| CSMC Trust 2015-GLPB | 0.04% | -0.00 | $178,696.84 | 170,000 | Securitized | NON AGENCY CMBS | United States | 3.94% | Aa2 | 15-Nov-2034 | 2.93 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | -0.00 | $178,036.11 | 165,000 | Securitized | NON AGENCY CMBS | United States | 3.77% | Aa2 | 15-Jun-2050 | 6.65 |
| FirstKey Mortgage Trust 2014-1 | 0.04% | -0.00 | $177,936.21 | 164,570 | Securitized | CMO | United States | 4.01% | NR | 25-Nov-2044 | 3.83 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 0.04% | -0.00 | $177,354.68 | 170,000 | Securitized | NON AGENCY CMBS | United States | 3.40% | A2 | 15-Aug-2049 | 6.19 |
| CarMax Auto Owner Trust 2017-4 | 0.04% | -0.00 | $175,285.73 | 175,000 | Securitized | Car Loan | United States | 2.11% | NR | 17-Oct-2022 | 0.75 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.04% | 0.02 | $175,209.46 | 175,063 | Securitized | CMO | United States | 2.77% | NR | 25-Mar-2030 | 0.09 |
| Energy Transfer Operating | 0.04% | 0.01 | $173,238.46 | 155,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Jun-2028 | 6.93 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $172,793.65 | 161,259 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.51 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $172,650.46 | 167,282 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.12 |
| Kraft Heinz Foods | 0.04% | N/A | $170,736.45 | 170,000 | Corporates | Consumer Non Cyclical | United States | 4.88% | Baa3 | 01-Oct-2049 | 15.82 |
| Regency Centers | 0.04% | -0.00 | $168,568.51 | 155,000 | Corporates | REITs | United States | 4.13% | Baa1 | 15-Mar-2028 | 7.05 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $168,324.29 | 157,054 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2041 | 2.51 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $168,186.54 | 154,517 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2040 | 2.56 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $167,185.62 | 150,740 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | 3.56 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $166,722.58 | 159,593 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Aug-2048 | 0.75 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $166,667.26 | 158,300 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2043 | 4.40 |
| GS Mortgage Securities Trust 2015-GC34 | 0.04% | -0.00 | $166,220.47 | 155,000 | Securitized | NON AGENCY CMBS | United States | 3.51% | Aaa | 10-Oct-2048 | 5.36 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $165,929.40 | 161,618 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2032 | 3.02 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $165,585.64 | 158,486 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2045 | 2.97 |
| Synchrony Financial | 0.04% | 0.02 | $164,809.45 | 155,000 | Corporates | Banking | United States | 4.38% | NR | 19-Mar-2024 | 4.00 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $163,725.87 | 159,291 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2047 | 4.43 |
| JPMorgan Chase | 0.04% | -0.00 | $162,964.50 | 150,000 | Corporates | Banking | United States | 3.90% | A2 | 15-Jul-2025 | 5.00 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.04% | -0.00 | $162,778.12 | 159,735 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2055 | 1.89 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $161,614.84 | 153,407 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2043 | 3.48 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $160,445.56 | 159,787 | Securitized | CMO | United States | 3.22% | NR | 25-Oct-2029 | -0.02 |
| Transurban Finance Co Pty | 0.03% | -0.00 | $160,419.88 | 150,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 02-Feb-2026 | 5.41 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $157,973.02 | 153,053 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2044 | 4.12 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $157,832.43 | 139,098 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Oct-2038 | 3.83 |
| GLP Capital LP / GLP Financing II | 0.03% | -0.00 | $156,583.58 | 140,000 | Corporates | Consumer Cyclical | United States | 5.25% | Ba1 | 01-Jun-2025 | 4.71 |
| Banco Santander Chile | 0.03% | -0.00 | $156,274.71 | 150,000 | Corporates | Banking | Chile | 3.88% | A1 | 20-Sep-2022 | 2.79 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $156,192.55 | 137,799 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.77 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $155,883.36 | 150,975 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Apr-2046 | 2.90 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.03% | -0.00 | $154,261.00 | 150,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 15-Jan-2025 | 4.69 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $153,718.22 | 146,534 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 3.46 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $151,731.30 | 144,524 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.64 |
| United Airlines 2019-2 Class B Pass Through Trust | 0.03% | N/A | $151,537.92 | 150,000 | Corporates | Transportation | United States | 3.50% | Baa2 | 01-May-2028 | 4.54 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $150,533.04 | 142,944 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jun-2048 | 0.83 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $150,374.32 | 145,689 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 3.52 |
| Towd Point Mortgage Trust 2017-5 | 0.03% | -0.01 | $150,276.97 | 150,458 | Securitized | CMO | United States | 2.62% | Aaa | 25-Feb-2057 | 0.07 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $147,817.11 | 142,716 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2044 | 3.06 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $147,550.03 | 129,856 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2034 | 3.61 |
| Navient Private Education Loan Trust 2017 | 0.03% | -0.00 | $147,432.35 | 145,000 | Securitized | Student Loan | United States | 2.88% | NR | 16-Dec-2058 | 3.18 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $147,044.37 | 140,852 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.87 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $146,536.30 | 128,975 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2036 | 3.75 |
| Freddie Mac REMICS | 0.03% | -0.00 | $146,258.27 | 146,067 | Securitized | CMO | United States | 2.53% | NR | 15-Oct-2046 | 0.69 |
| United Airlines 2019-2 Class A Pass Through Trust | 0.03% | N/A | $144,821.57 | 145,000 | Corporates | Transportation | United States | 2.90% | A2 | 01-May-2028 | 6.30 |
| American Airlines 2019-1 Class B Pass Through Trust | 0.03% | N/A | $142,369.15 | 140,000 | Corporates | Transportation | United States | 3.85% | Baa3 | 15-Feb-2028 | 4.80 |
| ArcelorMittal | 0.03% | -0.02 | $141,762.34 | 135,000 | Corporates | Basic Industry | Luxembourg | 4.55% | Baa3 | 11-Mar-2026 | 5.56 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $141,293.69 | 139,650 | Securitized | CMO | United States | 3.87% | Aa1 | 25-Oct-2027 | 0.05 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $140,817.95 | 140,336 | Securitized | CMO | United States | 4.02% | NR | 25-Dec-2028 | 0.02 |
| Volvo Financial Equipment Master Owner Trust | 0.03% | -0.00 | $140,482.59 | 140,000 | Securitized | ABS Other | United States | 2.53% | Aaa | 15-Nov-2022 | 0.06 |
| SMART ABS Series 2016-2US Trust | 0.03% | -0.02 | $140,265.89 | 140,286 | Securitized | Car Loan | Australia | 1.71% | Aaa | 15-Mar-2021 | 0.32 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $139,803.25 | 126,058 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2039 | 3.70 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $139,259.79 | 132,511 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 3.70 |
| Las Vegas Sands | 0.03% | N/A | $138,413.25 | 135,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 08-Aug-2024 | 4.41 |
| Sequoia Mortgage Trust 2018-CH1 | 0.03% | -0.00 | $137,982.73 | 134,888 | Securitized | CMO | United States | 3.50% | Aaa | 25-Feb-2048 | 3.09 |
| Towd Point Mortgage Trust 2016-2 | 0.03% | -0.00 | $137,668.31 | 136,699 | Securitized | CMO | United States | 2.75% | Aaa | 25-Aug-2055 | 2.08 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $136,862.45 | 136,974 | Securitized | CMO | United States | 2.47% | NR | 25-Jul-2030 | 0.07 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $136,505.07 | 129,612 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2048 | 2.43 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $135,772.57 | 125,890 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2047 | 2.54 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $135,206.21 | 131,227 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.43 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $133,484.85 | 118,521 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jun-2045 | 4.19 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $133,460.80 | 133,308 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Feb-2043 | 4.90 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $132,655.28 | 132,504 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2043 | 4.99 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.03% | -0.00 | $130,764.06 | 130,594 | Securitized | ABS Other | United States | 2.58% | NR | 20-Sep-2032 | 1.26 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $130,423.59 | 124,125 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2042 | 3.38 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $129,704.90 | 123,129 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.38 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $128,610.88 | 127,417 | Securitized | CMO | United States | 3.97% | Aa1 | 25-May-2025 | 0.05 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $128,020.54 | 121,939 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.59 |
| Ari Fleet Lease Trust 2017 | 0.03% | -0.01 | $127,802.99 | 127,944 | Securitized | Car Loan | United States | 1.91% | NR | 15-Apr-2026 | 0.40 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $127,731.17 | 120,713 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2046 | 2.67 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $127,637.10 | 115,095 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.61 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $126,470.74 | 120,409 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2042 | 3.42 |
| SLM Student Loan Trust 2008-5 | 0.03% | -0.00 | $126,067.81 | 123,884 | Securitized | Student Loan | United States | 3.98% | Baa3 | 25-Jul-2023 | 0.09 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $125,793.88 | 115,598 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2039 | 2.48 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.01 | $125,748.96 | 123,987 | Securitized | CMO | United States | 4.22% | Aaa | 25-Sep-2024 | -0.39 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,625.00 | 125,482 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Feb-2043 | 4.90 |
| Avolon Holdings Funding | 0.03% | -0.00 | $125,560.13 | 120,000 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 4.19 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,312.18 | 121,624 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.84 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,159.18 | 119,319 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2045 | 3.21 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 0.03% | -0.00 | $124,852.40 | 115,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa2 | 15-Dec-2047 | 5.37 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $124,613.25 | 120,738 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | 4.67 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.03% | 0.01 | $124,576.24 | 100,000 | Corporates | Communications | United States | 6.48% | Ba1 | 23-Oct-2045 | 13.49 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $124,451.24 | 118,497 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.18 |
| Verus Securitization Trust 2018-INV1 | 0.03% | -0.01 | $123,701.46 | 122,674 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2058 | 1.07 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $123,251.24 | 109,220 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Dec-2039 | 3.47 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $122,314.92 | 111,361 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2041 | 3.78 |
| Brixmor Operating Partnership | 0.03% | -0.00 | $121,160.52 | 115,000 | Corporates | REITs | United States | 3.85% | Baa3 | 01-Feb-2025 | 4.65 |
| Reynolds American | 0.03% | 0.01 | $121,143.30 | 115,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.00% | Baa2 | 12-Jun-2022 | 2.52 |
| Roper Technologies | 0.03% | N/A | $120,388.73 | 120,000 | Corporates | Capital Goods | United States | 2.35% | Baa2 | 15-Sep-2024 | 4.60 |
| Alexandria Real Estate Equities | 0.03% | -0.00 | $119,513.81 | 110,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2028 | 6.93 |
| Energy Transfer Operating | 0.03% | -0.00 | $119,478.15 | 110,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-Apr-2024 | 3.97 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $118,553.27 | 109,922 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2047 | 3.43 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,978.56 | 112,323 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2045 | 3.51 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,611.48 | 109,758 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.51 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 0.03% | -0.00 | $116,242.36 | 110,000 | Securitized | NON AGENCY CMBS | United States | 3.57% | Aa1 | 10-Feb-2048 | 4.73 |
| GLP Capital LP / GLP Financing II | 0.03% | -0.01 | $116,097.64 | 115,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Sep-2024 | 4.45 |
| Verizon Communications | 0.02% | 0.01 | $114,685.40 | 95,000 | Corporates | Communications | United States | 4.75% | Baa1 | 01-Nov-2041 | 14.37 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $114,470.59 | 108,267 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2047 | 2.71 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $112,848.03 | 111,185 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Oct-2031 | 3.61 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $110,469.77 | 99,531 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.75 |
| Royal Bank Of Scotland | 0.02% | -0.00 | $110,002.96 | 100,000 | Corporates | Banking | United Kingdom | 6.13% | Baa3 | 15-Dec-2022 | 2.87 |
| Ari Fleet Lease Trust 2016 | 0.02% | -0.01 | $109,593.73 | 109,436 | Securitized | Car Loan | United States | 2.11% | NR | 15-Jul-2024 | 0.36 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $109,296.49 | 103,131 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.67 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $108,776.01 | 105,450 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | 3.99 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $108,642.06 | 101,576 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2042 | 4.32 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $108,589.38 | 102,042 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Aug-2042 | 3.66 |
| 225 Liberty Street Trust 2016-225L | 0.02% | -0.00 | $107,861.04 | 100,000 | Securitized | NON AGENCY CMBS | United States | 3.60% | NR | 10-Feb-2036 | 5.69 |
| Boardwalk Pipelines | 0.02% | 0.01 | $107,740.63 | 105,000 | Corporates | Energy | United States | 3.38% | Baa3 | 01-Feb-2023 | 2.96 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $107,616.08 | 101,400 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jan-2049 | 1.38 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $106,631.62 | 103,138 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.50 |
| CVS Health | 0.02% | 0.02 | $106,019.55 | 105,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 15-Aug-2026 | 6.09 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $105,892.82 | 100,833 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 4.22 |
| American Airlines 2014-1 Class B Pass Through Trust | 0.02% | -0.00 | $105,884.45 | 100,188 | Corporates | Transportation | United States | 4.38% | NR | 01-Oct-2022 | 2.27 |
| General Electric | 0.02% | -0.02 | $103,161.20 | 107,000 | Corporates | Capital Goods | United States | 5.00% | Baa3 | 15-Jun-2168 | 0.96 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $102,625.43 | 98,182 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2046 | 2.41 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $101,758.28 | 96,826 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.19 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.02% | -0.00 | $99,373.10 | 85,000 | Corporates | Communications | United States | 5.75% | Ba1 | 01-Apr-2048 | 14.91 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $98,129.84 | 95,016 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.86 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | -0.00 | $97,924.34 | 97,838 | Securitized | CMO | United States | 2.82% | NR | 25-Dec-2029 | 0.08 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $97,730.76 | 89,803 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2042 | 2.56 |
| COLT 2018-1 Mortgage Loan Trust | 0.02% | 0.01 | $97,686.96 | 97,269 | Securitized | CMO | United States | 2.93% | NR | 25-Feb-2048 | 1.49 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $97,453.03 | 92,824 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2049 | 3.61 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | 0.02% | -0.01 | $96,539.52 | 96,988 | Securitized | NON AGENCY CMBS | United States | 1.42% | Aaa | 15-Jun-2049 | 0.58 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | -0.00 | $96,529.83 | 95,784 | Securitized | CMO | United States | 4.92% | Aa3 | 25-Jul-2028 | -0.13 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $95,768.43 | 92,950 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.77 |
| Synchrony Financial | 0.02% | 0.00 | $95,538.83 | 90,000 | Corporates | Banking | United States | 4.25% | NR | 15-Aug-2024 | 4.22 |
| Plains All American Pipeline LP / PAA Finance | 0.02% | -0.00 | $95,342.00 | 95,000 | Corporates | Energy | United States | 2.85% | Ba1 | 31-Jan-2023 | 3.02 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $95,148.44 | 85,947 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2041 | 3.36 |
| Jimmy Johns Funding | 0.02% | -0.00 | $94,547.06 | 93,100 | Securitized | ABS Other | United States | 3.61% | NR | 30-Jul-2047 | 1.70 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $94,105.50 | 89,580 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2042 | 3.56 |
| General Electric | 0.02% | -0.02 | $93,773.48 | 90,000 | Corporates | Capital Goods | United States | 3.45% | Baa1 | 15-May-2024 | 4.06 |
| Reynolds American | 0.02% | -0.00 | $92,560.63 | 90,000 | Corporates | Consumer Non Cyclical | United Kingdom | 3.25% | Baa2 | 01-Nov-2022 | 2.88 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $92,554.45 | 89,119 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2047 | 3.06 |
| US Airways 2013-1 Class A Pass Through Trust | 0.02% | -0.00 | $91,995.59 | 85,912 | Corporates | Transportation | United States | 3.95% | A3 | 15-Nov-2025 | 3.77 |
| Brambles USA | 0.02% | -0.00 | $91,814.41 | 85,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 23-Oct-2025 | 5.15 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $91,473.30 | 84,187 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2048 | 1.14 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $90,949.64 | 84,052 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2044 | 2.41 |
| United Airlines 2019-2 Class AA Pass Through Trust | 0.02% | N/A | $90,348.75 | 90,000 | Corporates | Transportation | United States | 2.70% | Aa3 | 01-May-2032 | 7.96 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $89,750.03 | 82,189 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2039 | 3.32 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $88,525.36 | 77,895 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2036 | 3.77 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $87,074.61 | 82,330 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2043 | 4.29 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $86,958.61 | 79,926 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2041 | 2.55 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $86,938.85 | 81,120 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | 2.65 |
| General Motors Financial | 0.02% | -0.02 | $86,697.53 | 80,000 | Corporates | Consumer Cyclical | United States | 5.25% | Baa3 | 01-Mar-2026 | 5.31 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $85,954.38 | 78,973 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2039 | 2.48 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.02% | -0.00 | $85,696.25 | 79,000 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 15-Mar-2047 | 4.02 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $85,547.12 | 79,821 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 2.51 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $84,896.45 | 76,666 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2042 | 3.36 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $84,418.14 | 76,029 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 3.04 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $83,267.98 | 78,913 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2027 | 1.84 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $83,069.14 | 77,465 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.45 |
| World Omni Auto Receivables Trust 2018 | 0.02% | -0.02 | $82,758.66 | 82,685 | Securitized | Car Loan | United States | 2.19% | NR | 17-May-2021 | 0.10 |
| US Airways 2012-2 Class A Pass Through Trust | 0.02% | -0.00 | $81,857.85 | 74,643 | Corporates | Transportation | United States | 4.63% | A3 | 03-Jun-2025 | 3.78 |
| Towd Point Mortgage Trust 2016-1 | 0.02% | 0.00 | $81,494.86 | 81,218 | Securitized | CMO | United States | 3.00% | Aaa | 25-Feb-2055 | 1.89 |
| American International | 0.02% | -0.00 | $81,390.51 | 75,000 | Corporates | Insurance | United States | 3.90% | Baa1 | 01-Apr-2026 | 5.62 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $80,971.28 | 78,412 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.90 |
| Denver City & County School District No 1 | 0.02% | -0.00 | $80,500.18 | 70,000 | Government Related | Local Authorities | United States | 4.24% | Aa2 | 15-Dec-2037 | 10.99 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $79,505.82 | 73,732 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2047 | 2.54 |
| District of Columbia | 0.02% | -0.00 | $78,132.08 | 60,000 | Government Related | Local Authorities | United States | 5.59% | Aa1 | 01-Dec-2034 | 8.52 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $75,593.50 | 71,323 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2044 | 2.46 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $75,531.60 | 71,535 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 4.42 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $73,983.79 | 66,690 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Mar-2041 | 3.75 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $73,742.34 | 67,762 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2041 | 2.56 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $73,688.38 | 64,841 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.77 |
| NRG Energy | 0.02% | -0.00 | $73,039.29 | 70,000 | Corporates | Electric | United States | 3.75% | Baa3 | 15-Jun-2024 | 4.20 |
| Synchrony Financial | 0.02% | -0.00 | $72,002.74 | 70,000 | Corporates | Banking | United States | 3.70% | NR | 04-Aug-2026 | 5.88 |
| Comcast | 0.02% | -0.00 | $71,765.52 | 70,000 | Corporates | Communications | United States | 3.20% | A3 | 15-Jul-2036 | 12.85 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $71,595.83 | 65,879 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 1.16 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $71,071.02 | 65,724 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2044 | 3.30 |
| Occidental Petroleum | 0.02% | N/A | $70,945.86 | 70,000 | Corporates | Energy | United States | 3.20% | Baa3 | 15-Aug-2026 | 6.04 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.02% | -0.00 | $70,342.32 | 70,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 16-Mar-2023 | 2.23 |
| CCG Receivables Trust 2017-1 | 0.02% | -0.01 | $69,425.73 | 69,474 | Securitized | ABS Other | United States | 1.84% | NR | 14-Nov-2023 | 0.32 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $69,091.41 | 64,595 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2042 | 4.32 |
| Sabine Pass Liquefaction | 0.01% | -0.00 | $68,940.95 | 65,000 | Corporates | Energy | United States | 4.20% | Baa3 | 15-Mar-2028 | 6.90 |
| Smb Private Education Loan Trust 2016 | 0.01% | -0.00 | $68,424.27 | 67,676 | Securitized | Student Loan | United States | 2.70% | Aaa | 15-May-2031 | 3.66 |
| HCP | 0.01% | 0.00 | $68,267.48 | 65,000 | Corporates | REITs | United States | 3.50% | Baa1 | 15-Jul-2029 | 8.13 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $68,057.58 | 61,369 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.70 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $67,538.14 | 65,435 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2046 | 3.93 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $67,061.51 | 66,654 | Securitized | CMO | United States | 2.50% | Aaa | 25-Apr-2057 | 1.55 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $66,897.53 | 64,458 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2047 | 2.39 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $66,365.34 | 61,391 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 3.30 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $66,220.01 | 56,998 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 20-Dec-2033 | 3.89 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $65,442.89 | 57,598 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Nov-2032 | 3.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $64,356.25 | 61,271 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2043 | 3.71 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $62,965.65 | 59,949 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 3.07 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $62,906.13 | 60,209 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | 3.41 |
| HCP | 0.01% | -0.00 | $62,192.02 | 60,000 | Corporates | REITs | United States | 3.25% | Baa1 | 15-Jul-2026 | 5.95 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $61,153.91 | 58,537 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.81 |
| Towd Point Mortgage Trust 2015-4 | 0.01% | -0.00 | $60,955.55 | 60,705 | Securitized | CMO | United States | 2.75% | Aaa | 25-Apr-2055 | 1.75 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $60,423.38 | 53,174 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2033 | 3.61 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $60,270.71 | 56,126 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.25 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $60,235.10 | 57,164 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Sep-2041 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $59,861.86 | 51,759 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2034 | 3.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $59,633.98 | 54,853 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2041 | 2.55 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $59,627.78 | 57,769 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.74 |
| Santander Drive Auto Receivables Trust 2015-5 | 0.01% | -0.00 | $59,620.47 | 59,336 | Securitized | Car Loan | United States | 3.65% | NR | 15-Dec-2021 | 0.42 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $57,874.61 | 57,060 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 3.21 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $57,530.36 | 56,209 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | 4.09 |
| Fannie Mae Connecticut Avenue Securities | 0.01% | 0.00 | $57,472.64 | 57,439 | Securitized | CMO | United States | 2.77% | NR | 25-Feb-2030 | 0.07 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | -0.00 | $57,016.36 | 56,658 | Securitized | CMO | United States | 2.75% | Aaa | 25-Feb-2055 | 1.43 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $55,175.18 | 53,367 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.46 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $54,768.52 | 51,207 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2041 | 3.77 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $53,721.34 | 50,098 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 2.45 |
| Williams | 0.01% | -0.00 | $53,317.53 | 50,000 | Corporates | Energy | United States | 4.30% | Baa3 | 04-Mar-2024 | 3.85 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,239.13 | 53,178 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2046 | 4.89 |
| Micron Technology | 0.01% | N/A | $52,569.41 | 50,000 | Corporates | Technology | United States | 4.66% | Baa3 | 15-Feb-2030 | 8.07 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $52,027.02 | 46,118 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Jun-2040 | 3.78 |
| Santander Drive Auto Receivables Trust 2017-1 | 0.01% | 0.01 | $50,922.78 | 50,817 | Securitized | Car Loan | United States | 2.58% | Aaa | 16-May-2022 | 0.32 |
| Towd Point Mortgage Trust 2015-3 | 0.01% | -0.00 | $50,604.43 | 50,224 | Securitized | CMO | United States | 3.00% | Aaa | 25-Mar-2054 | 1.21 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $50,573.41 | 48,051 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2045 | 5.23 |
| Verizon Communications | 0.01% | -0.00 | $50,324.68 | 42,000 | Corporates | Communications | United States | 4.67% | Baa1 | 15-Mar-2055 | 18.94 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,268.06 | 44,374 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Apr-2037 | 3.70 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $49,960.93 | 45,914 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2039 | 2.79 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $49,460.67 | 47,947 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.74 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,975.07 | 46,432 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.41 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,952.12 | 48,896 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Mar-2043 | 4.99 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $48,844.85 | 47,270 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.19 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,657.30 | 46,314 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 4.15 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $48,085.79 | 44,265 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2048 | 1.14 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $47,964.69 | 45,072 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2042 | 3.66 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,893.45 | 44,686 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,531.02 | 46,440 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,471.27 | 46,251 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2030 | 3.11 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,447.00 | 41,013 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2037 | 3.74 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $47,076.34 | 42,426 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Aug-2047 | 3.98 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $46,453.48 | 46,401 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Mar-2043 | 4.99 |
| Hilton Grand Vacations Trust 2017 | 0.01% | -0.00 | $46,366.54 | 46,200 | Securitized | ABS Other | United States | 2.66% | NR | 26-Dec-2028 | 2.04 |
| Wheels SPV 2 | 0.01% | -0.01 | $46,352.87 | 46,310 | Securitized | Car Loan | United States | 1.88% | NR | 20-Apr-2026 | 0.32 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $46,275.61 | 44,806 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 5.03 |
| INVISTA Finance | 0.01% | -0.00 | $45,894.11 | 45,000 | Corporates | Basic Industry | United States | 4.25% | Ba1 | 15-Oct-2019 | 0.04 |
| Ally Auto Receivables Trust 2017-2 | 0.01% | -0.00 | $45,102.51 | 45,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 15-Jun-2022 | 1.78 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $44,830.27 | 43,297 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 6.04 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $44,004.61 | 38,022 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2034 | 3.60 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,793.50 | 42,502 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2043 | 3.94 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,792.13 | 38,614 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2040 | 3.54 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $43,688.14 | 37,742 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2037 | 3.69 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,178.84 | 41,016 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.44 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $42,556.96 | 39,114 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2042 | 2.34 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $42,408.21 | 36,434 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Sep-2034 | 3.78 |
| Boardwalk Pipelines | 0.01% | -0.00 | $41,707.03 | 40,000 | Corporates | Energy | United States | 4.45% | Baa3 | 15-Jul-2027 | 6.40 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $41,491.98 | 40,150 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 6.12 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,967.11 | 39,011 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2043 | 3.90 |
| Sierra Timeshare 2015-2 Receivables Funding | 0.01% | -0.00 | $40,333.50 | 40,355 | Securitized | ABS Other | United States | 2.43% | NR | 20-Jun-2032 | 1.02 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $39,999.63 | 38,288 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2035 | 2.81 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $39,260.51 | 37,294 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 4.06 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $38,589.04 | 36,262 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2043 | 3.66 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $38,386.16 | 34,947 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2040 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,121.18 | 38,184 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Nov-2042 | 4.90 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $38,063.64 | 35,000 | Securitized | NON AGENCY CMBS | United States | 4.12% | Aa2 | 15-Jul-2058 | 5.10 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $36,814.19 | 34,343 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2042 | 2.65 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $36,562.91 | 34,358 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2042 | 3.66 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $36,080.63 | 31,750 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | 3.75 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $35,915.90 | 34,195 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.11 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $35,589.08 | 31,015 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2035 | 3.72 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $35,461.51 | 34,335 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 5.02 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $35,086.97 | 31,638 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2036 | 3.75 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,949.53 | 31,193 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2037 | 3.73 |
| Fannie Mae Connecticut Avenue Securities | 0.01% | -0.00 | $34,382.05 | 34,288 | Securitized | CMO | United States | 3.32% | NR | 25-Jul-2029 | 0.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,275.95 | 33,207 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2042 | 4.55 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $34,029.49 | 30,985 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2041 | 3.78 |
| Mmaf Equipment Finance Llc 2014 | 0.01% | -0.00 | $33,901.53 | 33,955 | Securitized | ABS Other | United States | 1.59% | Aaa | 08-Feb-2022 | 0.34 |
| Enterprise Fleet Financing | 0.01% | 0.00 | $33,892.15 | 33,904 | Securitized | Car Loan | United States | 1.97% | NR | 20-Jan-2023 | 0.31 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $33,284.22 | 30,302 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2040 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,276.37 | 31,408 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.59 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,113.68 | 32,066 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2043 | 4.12 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $32,895.24 | 31,872 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.29 |
| American Airlines 2015-1 Class B Pass Through Trust | 0.01% | -0.00 | $32,771.57 | 31,962 | Corporates | Transportation | United States | 3.70% | NR | 01-May-2023 | 2.48 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $32,672.43 | 28,955 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.63 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $32,672.43 | 28,955 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.63 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $32,597.98 | 30,390 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2041 | 2.48 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $32,585.92 | 30,784 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 2.67 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $32,161.21 | 30,388 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 2.67 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $32,058.11 | 29,184 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2040 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $31,920.11 | 30,392 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 2.87 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.01 | $31,449.16 | 31,439 | Securitized | CMO | United States | 2.57% | A2 | 25-Apr-2030 | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | -0.00 | $31,412.03 | 30,000 | Securitized | NON AGENCY CMBS | United States | 4.39% | NR | 15-Jul-2058 | 5.10 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $31,399.31 | 29,160 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2047 | 3.73 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $31,085.40 | 29,475 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 4.55 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $29,808.73 | 28,792 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 5.86 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,625.13 | 28,205 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.58 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,562.67 | 26,653 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.75 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,409.82 | 28,013 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2047 | 2.12 |
| COLT 2018-1 Mortgage Loan Trust | 0.01% | -0.00 | $28,735.67 | 28,611 | Securitized | CMO | United States | 2.98% | NR | 25-Feb-2048 | 1.49 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $28,703.11 | 27,722 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.94 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,124.02 | 24,270 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2038 | 3.49 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $28,095.37 | 27,204 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.36 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,090.21 | 26,752 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.59 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $27,709.98 | 26,816 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 5.98 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $26,401.43 | 25,574 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 5.53 |
| GS Mortgage-Backed Securities Trust | 0.01% | -0.00 | $26,312.25 | 26,277 | Securitized | CMO | United States | 2.45% | NR | 25-Jul-2044 | 0.49 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,232.84 | 25,008 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,064.24 | 23,955 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 2.55 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $25,665.44 | 24,397 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.40 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $25,575.27 | 24,349 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 2.57 |
| Crown Castle Towers | 0.01% | -0.00 | $25,274.31 | 25,000 | Corporates | Communications | United States | 3.22% | A2 | 15-May-2042 | 1.56 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $25,172.32 | 23,779 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2046 | 2.67 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $24,016.23 | 21,655 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2045 | 3.70 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,989.65 | 22,870 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2047 | 3.46 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,944.28 | 22,343 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2041 | 2.65 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,842.29 | 20,989 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jul-2036 | 3.75 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $23,778.74 | 22,595 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2044 | 4.25 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $23,642.10 | 22,458 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 4.92 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.00% | -0.00 | $23,039.55 | 22,992 | Securitized | ABS Other | United States | 2.29% | Aaa | 10-Jun-2021 | 0.57 |
| CVS Health | 0.00% | 0.00 | $22,857.21 | 20,000 | Corporates | Consumer Non Cyclical | United States | 5.13% | Baa2 | 20-Jul-2045 | 14.96 |
| Government National Mortgage Association | 0.00% | 0.00 | $22,415.21 | 129,181 | Securitized | CMO | United States | 3.50% | NR | 20-May-2043 | -2.14 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,792.51 | 20,730 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2043 | 3.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $21,723.37 | 19,957 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2041 | 2.85 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.00% | -0.00 | $21,691.67 | 20,000 | Securitized | NON AGENCY CMBS | United States | 4.17% | Aa1 | 15-May-2048 | 5.03 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $21,659.86 | 20,983 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 5.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,563.08 | 20,903 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2044 | 4.30 |
| Hilton Grand Vacations Trust 2014 | 0.00% | -0.00 | $21,498.34 | 21,576 | Securitized | ABS Other | United States | 1.77% | NR | 25-Nov-2026 | 0.69 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $21,381.51 | 20,681 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.63 |
| MVW Owner Trust 2014-1 | 0.00% | -0.00 | $20,583.13 | 20,600 | Securitized | ABS Other | United States | 2.25% | NR | 22-Sep-2031 | 1.38 |
| Cardinal Health | 0.00% | N/A | $20,546.33 | 20,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Sep-2045 | 14.81 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,903.44 | 17,134 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2032 | 3.22 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $19,361.89 | 17,179 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2039 | 3.23 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,278.57 | 17,398 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2042 | 3.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,959.41 | 16,600 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jul-2032 | 3.37 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $18,958.12 | 18,441 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 5.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,725.29 | 16,885 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.56 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $18,526.31 | 16,678 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2039 | 3.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,186.94 | 17,629 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2045 | 4.70 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,904.66 | 17,008 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2046 | 4.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,805.55 | 16,050 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2042 | 3.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,800.36 | 16,907 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.44 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,621.34 | 16,198 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 2.55 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,461.35 | 15,742 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,460.19 | 16,518 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2041 | 4.12 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,377.80 | 16,490 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2046 | 2.71 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,351.43 | 16,487 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 3.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,197.05 | 16,395 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.45 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,192.63 | 16,331 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,079.96 | 15,392 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2035 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,016.83 | 16,223 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.19 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $16,722.03 | 15,889 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2045 | 4.08 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,177.04 | 14,443 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2033 | 3.46 |
| Booking Holdings | 0.00% | N/A | $16,013.94 | 15,000 | Corporates | Consumer Cyclical | United States | 3.65% | A3 | 15-Mar-2025 | 4.79 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,804.82 | 15,322 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2043 | 4.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,740.14 | 13,968 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2046 | 2.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,275.92 | 13,600 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.13 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,786.30 | 12,413 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2040 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,689.33 | 12,047 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.77 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $13,461.13 | 13,041 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2043 | 4.02 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,422.81 | 12,104 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.56 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $13,334.14 | 13,334 | Securitized | ABS Other | United States | 2.53% | NR | 25-Feb-2027 | 1.20 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,086.98 | 12,810 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2033 | 3.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,061.26 | 12,661 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2043 | 4.34 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $12,772.77 | 11,910 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.35 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,693.76 | 12,402 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2044 | 3.78 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,466.58 | 10,923 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2035 | 3.77 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $11,924.38 | 11,523 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-May-2043 | 5.59 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $11,806.12 | 10,201 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2035 | 3.72 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,394.48 | 10,808 | Securitized | Agency_Hybrid_ARMS | United States | 4.34% | NR | 01-Dec-2035 | 0.51 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,272.21 | 10,162 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.56 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,127.81 | 9,756 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2035 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,099.49 | 9,477 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2036 | 3.67 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,086.23 | 9,995 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.56 |
| QVC | 0.00% | N/A | $10,805.25 | 10,000 | Corporates | Consumer Cyclical | United States | 4.85% | Ba2 | 01-Apr-2024 | 4.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,528.59 | 9,494 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2033 | 3.56 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $10,329.28 | 9,161 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Oct-2039 | 3.63 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,691.19 | 8,730 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2040 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,452.19 | 8,523 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2038 | 3.70 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,176.39 | 8,391 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2039 | 3.32 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,908.61 | 8,034 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,648.27 | 8,389 | Securitized | Agency_Hybrid_ARMS | United States | 3.70% | NR | 01-Oct-2033 | 0.79 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $8,614.40 | 8,359 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-Oct-2042 | 4.49 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $8,233.07 | 7,668 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2045 | 3.70 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $8,220.04 | 7,208 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 15-Oct-2038 | 3.78 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $7,942.69 | 7,151 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 3.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,923.36 | 7,642 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2023 | 1.33 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $7,268.36 | 6,795 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Sep-2042 | 4.32 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,246.60 | 6,534 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2035 | 3.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,037.17 | 6,193 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,781.26 | 5,967 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2041 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,326.97 | 5,473 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.70 |
| Chrysler Capital Auto Receivables Trust 2016 | 0.00% | -0.01 | $5,455.85 | 5,453 | Securitized | Car Loan | United States | 1.64% | Aaa | 15-Jul-2021 | 0.04 |
| Government National Mortgage Association | 0.00% | 0.00 | $5,284.77 | 39,060 | Securitized | CMO | United States | 4.00% | NR | 20-Feb-2043 | -13.68 |
| Government National Mortgage Association | 0.00% | 0.00 | $5,028.62 | 78,200 | Securitized | CMO | United States | 4.00% | NR | 20-May-2037 | -3.69 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,697.93 | 4,236 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.56 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $4,590.67 | 3,965 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Dec-2037 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,526.73 | 4,082 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,912.77 | 3,384 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2035 | 3.70 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $3,699.91 | 3,628 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | 0.74 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,679.90 | 3,587 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2033 | 3.09 |
| Kubota Credit Owner Trust 2016-1 | 0.00% | -0.00 | $3,653.63 | 3,653 | Securitized | ABS Other | United States | 1.50% | Aaa | 15-Jul-2020 | 0.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,585.54 | 3,407 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Apr-2047 | 2.12 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,906.50 | 2,520 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2036 | 3.67 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,692.17 | 2,327 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2038 | 3.68 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,678.08 | 2,415 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,617.96 | 2,361 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.56 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $2,362.15 | 2,250 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 3.74 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,295.30 | 2,140 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.45 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,150.14 | 1,859 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2034 | 3.70 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,730.11 | 1,590 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | 2.54 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,642.89 | 1,433 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2034 | 3.72 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,626.95 | 1,517 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.45 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,402.91 | 1,308 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.45 |
| Government National Mortgage Association | 0.00% | 0.00 | $1,321.51 | 36,446 | Securitized | CMO | United States | 4.50% | NR | 20-Dec-2039 | -15.94 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,319.89 | 1,172 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2036 | 3.67 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,307.83 | 1,179 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.70 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,297.11 | 1,165 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 3.69 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $898.04 | 809 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 3.69 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $776.41 | 752 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 1.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $737.82 | 723 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2021 | 0.76 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $675.70 | 630 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.45 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $498.17 | 443 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2037 | 3.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $463.19 | 459 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 1.10 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $431.41 | 402 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.45 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $188.91 | 163 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2036 | 3.74 |
| Government National Mortgage Association | 0.00% | 0.00 | $102.40 | 5,643 | Securitized | CMO | United States | 4.50% | NR | 20-Nov-2039 | -12.48 |
| Government National Mortgage Association | 0.00% | -0.00 | $38.13 | 2,087 | Securitized | CMO | United States | 4.50% | NR | 20-Feb-2039 | -15.28 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $0.98 | 1 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2019 | 0.15 |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sector Diversification (30-Sep-2019)
| Sector Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| ABS | 7.16% | 0.44% | |
| Corporate | 30.52% | 25.20% | |
| Mortgage | 31.27% | 26.51% | |
| CMBS | 4.60% | 1.26% | |
| Government Related | 7.13% | 5.79% | |
| Cash Equivalent | 1.20% | 0.00% | |
| U.S. Municipal | 0.00% | 0.00% | |
| Equity & Other | 0.00% | 0.78% | |
| U.S. Treasury | 18.13% | 40.01% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Country Diversification (30-Sep-2019)
| Country Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| China | 1.92% | 0.17% | |
| Australia | 1.77% | 0.23% | |
| United Kingdom | 2.47% | 1.16% | |
| Chile | 0.85% | 0.05% | |
| Ireland | 0.82% | 0.10% | |
| South Africa | 0.65% | 0.02% | |
| Italy | 0.60% | 0.03% | |
| Indonesia | 0.43% | 0.04% | |
| Denmark | 0.37% | 0.00% | |
| Kazakhstan | 0.36% | 0.00% | |
| Saudi Arabia | 0.23% | 0.00% | |
| Colombia | 0.37% | 0.17% | |
| Hong Kong | 0.16% | 0.00% | |
| Belgium | 0.48% | 0.32% | |
| United Arab Emirates | 0.16% | 0.00% | |
| Kuwait | 0.13% | 0.00% | |
| Panama | 0.21% | 0.08% | |
| Luxembourg | 0.15% | 0.02% | |
| Bermuda | 0.10% | 0.01% | |
| Qatar | 0.06% | 0.00% | |
| Spain | 0.18% | 0.13% | |
| Peru | 0.11% | 0.06% | |
| Switzerland | 0.22% | 0.17% | |
| Brazil | 0.06% | 0.08% | |
| Germany | 0.55% | 0.58% | |
| Austria | 0.00% | 0.04% | |
| Netherlands | 0.10% | 0.34% | |
| Mexico | 0.07% | 0.56% | |
| Canada | 0.15% | 1.16% | |
| United States | 85.10% | 91.75% |
A maximum of 30 largest countries are displayed.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Indicative Benchmark Data Source: Barclays
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Daily performance data is based on the latest available NAV. Performance returns for share classes less than 1 year old (and associated benchmarks) are cumulative rather than annualised.
Please note that no management fees are charged to the S and J share classes. No administration agent fees are charged to the J class. Fee arrangements for the S and J classes are made directly with the investment manager. Please see the prospectus for further information.
The Funds are sub-funds of the T. Rowe Price Funds SICAV, a Luxembourg investment company with variable capital which is registered with Commission de Surveillance du Secteur Financier and which qualifies as an undertaking for collective investment in transferable securities (“UCITS”). Full details of the objectives, investment policies and risks are located in the prospectus which is available with the key investor information documents in English and in an official language of the jurisdictions in which the Funds are registered for public sale, together with the annual and semi-annual reports (together “Fund Documents”). Any decision to invest should be made on the basis of the Fund Documents which are available free of charge from the local representative, local information/paying agent or from authorised distributors and via www.troweprice.com.
Hedged share classes (denoted by 'h') utilise investment techniques to mitigate currency risk between the underlying investment currency(ies) of the fund and the currency of the hedged share class. The costs of doing so will be borne by the share class and there is no guarantee that such hedging will be effective.
Net Asset figure applies to all share classes.
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
The specific securities identified and described in this report do not represent all of the securities purchased, sold, or recommended for the sub-fund and no assumptions should be made that the securities identified and discussed were or will be profitable.
A full list of the currently issued Share Classes including Distributing, Hedged, and Accumulating Categories may be obtained, free of charge and upon request, from the registered office of the Company.
Brian Brennan is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Brennan has lead portfolio management responsibilities for the US Treasury, US Core Plus Bond, and Stable Value Strategies. He also is a member of the portfolio strategy team for T. Rowe Price's core and core plus mandates. Mr. Brennan is a vice president of T. Rowe Price Group, Inc., T. Rowe Price Associates, Inc., T. Rowe Price International Ltd, and T. Rowe Price Trust Company.