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)
4.75%
$429.9m
Data as of 30-Sep-2020
Data as of 30-Sep-2020
1YR Return
(View Total Returns)
Manager Tenure
5.80%
9yrs
Data as of 30-Sep-2020
Data as of 01-Oct-2020
Information Ratio
(5 Years)
Tracking Error
(5 Years)
-0.14
1.58%
Data as of 30-Sep-2020
Data as of 30-Sep-2020
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 % | 5.80% | 4.75% | 3.95% | 3.43% |
| Indicative Benchmark % | 6.98% | 5.24% | 4.18% | 3.70% |
| Excess Return % | -1.18% | -0.49% | -0.23% | -0.27% |
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 5.80% | 4.75% | 3.95% | 3.43% |
| Indicative Benchmark % | 6.98% | 5.24% | 4.18% | 3.70% |
| Excess Return % | -1.18% | -0.49% | -0.23% | -0.27% |
Recent Performance
| Month to DateData as of 28-Oct-2020 | Quarter to DateData as of 28-Oct-2020 | Year to DateData as of 28-Oct-2020 | 1 MonthData as of 30-Sep-2020 | 3 MonthsData as of 30-Sep-2020 | |
|---|---|---|---|---|---|
| Fund % | 0.22% | 0.22% | 5.78% | 0.07% | 0.88% |
| Indicative Benchmark % | -0.14% | -0.14% | 6.65% | -0.05% | 0.62% |
| Excess Return % | 0.36% | 0.36% | -0.87% | 0.12% | 0.26% |
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-2020
-
Brian J. Brennan,
Portfolio Manager,
The investment-grade U.S. fixed income market generated modestly negative returns in September. Treasury yields fell slightly in the intermediate and longer portions of the curve. However, corporate credit spreads widened across most subsectors, and agency mortgage-backed securities posted negative returns. The portfolio produced modestly positive returns and outperformed its benchmark. Our overweight exposure and positive security selection within commercial mortgage-backed securities (CMBS) and asset-backed securities (ABS) benefitted relative returns. Asset-backed securities and CMBS held up relatively well despite a busy month of new issuance. Spreads ended the month slightly tighter for both sectors as new supply was met with strong demand and bonds lower in the capital structure outperformed. Underweighting U.S. Treasuries and overweighting investment-grade corporate bonds both held back performance. Macroeconomic uncertainty, equity losses, rising coronavirus cases in Europe, and domestic political uncertainty fuelled risk aversion. However, positive security selection within investment-grade corporate bonds more than offset the negative impact from our overweight exposure.
Holdings
Holdings
Total
Holdings
1034
Largest Holding
U.S. Treasury Bonds
3.32%
Was
(30-Jun-2020) 3.37%
Top 10 Holdings 14.42%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 15.13% | -27.10% |
| Fund | 29.22% | 10.30% |
| Indicative Benchmark | 14.09% | 37.40% |
Average Credit Quality
AA-Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 0-1 Years | 3-5 Years |
| By % | 5.31% | -10.61% |
| Fund | 5.31% | 24.08% |
| Indicative Benchmark | 0.00% | 34.69% |
Weighted Average Maturity
9.35 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | 3-5 Years | 1-3 Years |
| By % | 5.77% | -12.53% |
| Fund | 28.84% | 21.04% |
| Indicative Benchmark | 23.07% | 33.57% |
Weighted Average Duration
6.12 Years
31-Aug-2020
-
Brian J. Brennan,
Portfolio Manager,
Sector allocations were relatively unchanged over the month. As the economy recovers from recession, we intend to focus on a combination of those positions that still offer high-risk premiums (for example, CMBS, ABS, and certain corporate subsectors) and attractive risk-adjusted potential returns. In terms of interest rate management, we see potential for higher long-term rates but intend to keep duration tactically around neutral to help balance our overweight credit risk exposures.
Sectors
Total
Sectors
8
Largest Sector
Corporate
39.53%
Was (31-Aug-2020)
39.44%
Other
View complete Sector Diversification
Largest Overweight
Corporate
By11.79%
Fund
39.53%
Indicative Benchmark
27.74%
Largest Underweight
U.S. Treasury
By-27.10%
Fund
10.30%
Indicative Benchmark
37.40%
30-Sep-2020
-
Brian J. Brennan,
Portfolio Manager,
We added some credit protection via corporate index-level credit default swaps as a tactical defensive trade against potential heightened volatility. Market volatility may increase as Congress and the Trump administration negotiate a fourth round of fiscal stimulus. The portfolio kept a neutral duration posture relative to the benchmark. While short-term yields should remain pegged, we feel that the Treasury curve has some potential to further steepen. However, we must first move past near-term event risks that have kept longer-term rates in check.
Countries
Total
Countries
30
Largest Country
United States
85.53%
Was (31-Aug-2020)
84.01%
Other
View complete Country Diversification
Largest Overweight
United Kingdom
By1.96%
Fund
3.18%
Indicative Benchmark
1.22%
Largest Underweight
United States
By-6.19%
Fund
85.53%
Indicative Benchmark
91.72%
Team (As of 01-Oct-2020)
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 at20
T. Rowe Price - Years investment34
experience
Fee Schedule
| Share Class | Minimum Initial Investment and Holding Amount (USD) | Minimum Subsequent Investment (USD) | Minimum Redemption Amount (USD) | 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-2020
| Characteristic | Fund | Indicative Benchmark |
|---|---|---|
| Weighted Average Coupon | 3.40% | 3.01% |
| Weighted Average Maturity | 9.35 Years | 8.13 Years |
| Weighted Average Duration | 6.12 Years | 6.03 Years |
| Number of Holdings | 1,034 | 11,902 |
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-2020| Risk/Return (5 Years) | Fund | Indicative Benchmark |
|---|---|---|
| Alpha | -0.26% | 0.00% |
| Beta | 1.02 | 1.00 |
| R-Squared | 0.80 | 1.00 |
| Annualized Std. Deviation | 3.53% | 3.13% |
| Information Ratio | -0.14 | 0.00 |
| Sharpe Ratio | 0.78 | 0.96 |
| Tracking Error | 1.58% | 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-2020)
| Quality Rating | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 28.68% | 27.54% | |
| US Treasury | 10.30% | 37.40% | |
| AAA | 8.48% | 4.79% | |
| AA | 5.64% | 3.56% | |
| A | 12.87% | 12.07% | |
| BBB | 29.22% | 14.09% | |
| BB | 3.92% | 0.54% | |
| Not Rated | 0.45% | 0.00% | |
| Reserves | 0.44% | 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-2020)
| Bond Maturity | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 5.31% | 0.00% | |
| 1-3 Years | 24.17% | 24.38% | |
| 3-5 Years | 24.08% | 34.69% | |
| 5-7 Years | 14.46% | 11.32% | |
| 7-10 Years | 10.84% | 9.66% | |
| 10+ Years | 21.14% | 19.95% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Duration (30-Sep-2020)
| Duration | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 11.57% | 6.28% | |
| 1-3 Years | 21.04% | 33.57% | |
| 3-5 Years | 28.84% | 23.07% | |
| 5-7 Years | 12.79% | 10.47% | |
| 7-10 Years | 9.34% | 7.88% | |
| Over 10 Years | 16.42% | 18.73% |
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-2020)
| Company | % of Fund | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bonds | 3.32% | -0.06 | $14,254,373.10 | 10,435,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2048 | 20.79 |
| U.S. Treasury Bonds | 2.40% | -0.03 | $10,336,860.98 | 8,380,000 | Treasuries | Treasuries | United States | 2.38% | Aaa | 15-Nov-2049 | 22.65 |
| U.S. Treasury Bonds | 2.08% | -0.01 | $8,926,328.11 | 6,800,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Nov-2047 | 20.87 |
| Federal National Mortgage Assn. | 1.99% | N/A | $8,542,957.51 | 8,255,000 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Jan-2050 | 4.08 |
| Federal National Mortgage Assn. | 1.81% | N/A | $7,782,274.22 | 7,415,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2044 | 2.18 |
| U.S. Treasury Bonds | 0.98% | 0.24 | $4,206,357.42 | 3,150,000 | Treasuries | Treasuries | United States | 2.88% | Aaa | 15-Nov-2046 | 20.12 |
| Reynolds American | 0.49% | 0.00 | $2,119,778.52 | 1,860,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.45% | Baa2 | 12-Jun-2025 | 4.06 |
| Goldman Sachs | 0.46% | 0.00 | $1,972,268.03 | 1,745,000 | Corporates | Banking | United States | 3.69% | A3 | 05-Jun-2028 | 5.94 |
| Government National Mortgage Assn. | 0.46% | -0.08 | $1,960,740.43 | 1,844,967 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2045 | 0.91 |
| Government National Mortgage Assn. | 0.44% | N/A | $1,909,240.66 | 1,852,465 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Mar-2050 | -0.20 |
| Discover Financial Services | 0.43% | 0.00 | $1,853,224.90 | 1,700,000 | Corporates | Banking | United States | 3.75% | Baa3 | 04-Mar-2025 | 3.92 |
| Federal National Mortgage Assn. | 0.42% | -0.03 | $1,784,634.31 | 1,649,992 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2047 | 3.92 |
| Federal National Mortgage Assn. | 0.40% | N/A | $1,708,918.05 | 1,580,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2035 | 2.22 |
| Morgan Stanley | 0.40% | 0.00 | $1,703,303.35 | 1,515,000 | Corporates | Banking | United States | 3.70% | A3 | 23-Oct-2024 | 3.75 |
| Federal National Mortgage Assn. | 0.38% | N/A | $1,623,411.71 | 1,520,414 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | 3.47 |
| Wells Fargo | 0.38% | 0.01 | $1,620,569.60 | 1,545,000 | Corporates | Banking | United States | 2.39% | A2 | 02-Jun-2028 | 6.15 |
| Corp Nacional del Cobre de Chile | 0.37% | 0.01 | $1,602,450.69 | 1,515,000 | Government Related | Owned No Guarantee | Chile | 3.00% | A3 | 30-Sep-2029 | 7.86 |
| Bank of America | 0.36% | -0.00 | $1,568,856.79 | 1,495,000 | Corporates | Banking | United States | 2.50% | A2 | 13-Feb-2031 | 8.41 |
| Capital One Bank USA NA | 0.36% | -0.00 | $1,545,936.47 | 1,455,000 | Corporates | Banking | United States | 3.38% | Baa1 | 15-Feb-2023 | 2.29 |
| Government National Mortgage Assn. | 0.35% | N/A | $1,523,199.32 | 1,465,000 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Jan-2050 | 2.50 |
| Federal National Mortgage Assn. | 0.35% | N/A | $1,513,863.21 | 1,445,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2042 | 1.46 |
| Bank of America | 0.35% | -0.00 | $1,508,211.90 | 1,375,000 | Corporates | Banking | United States | 3.37% | A2 | 23-Jan-2026 | 4.02 |
| Federal National Mortgage Assn. | 0.34% | N/A | $1,478,412.96 | 1,383,055 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | 1.99 |
| Citigroup Commercial Mortgage Trust 2016-P3 | 0.33% | 0.01 | $1,429,345.74 | 1,310,000 | Securitized | NON AGENCY CMBS | United States | 3.06% | Aaa | 15-Apr-2049 | 4.72 |
| Avis Budget Rental Car Funding AESOP | 0.33% | 0.01 | $1,417,265.14 | 1,370,000 | Securitized | Car Loan | United States | 2.97% | Aa2 | 20-Mar-2024 | 2.19 |
| CVS Health | 0.32% | -0.01 | $1,389,197.76 | 1,090,000 | Corporates | Consumer Non Cyclical | United States | 5.05% | Baa2 | 25-Mar-2048 | 16.55 |
| U.S. Treasury Bonds | 0.32% | -0.00 | $1,357,734.38 | 1,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2045 | 19.38 |
| T-Mobile USA | 0.32% | 0.01 | $1,357,447.88 | 1,190,000 | Corporates | Communications | United States | 3.75% | Baa3 | 15-Apr-2027 | 5.70 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.32% | -0.00 | $1,354,199.04 | 1,330,000 | Securitized | Car Loan | United States | 2.69% | Aaa | 19-Jun-2023 | 0.60 |
| Boral Finance Pty | 0.31% | 0.02 | $1,334,261.43 | 1,275,000 | Corporates | Capital Goods | Australia | 3.75% | Baa2 | 01-May-2028 | 6.44 |
| AbbVie | 0.31% | -0.01 | $1,333,079.47 | 1,050,000 | Corporates | Consumer Non Cyclical | United States | 4.88% | Baa2 | 14-Nov-2048 | 16.76 |
| Colombia Government International Bond | 0.31% | 0.01 | $1,330,689.82 | 1,185,000 | Government Related | Sovereign | Colombia | 4.50% | Baa2 | 15-Mar-2029 | 7.03 |
| Federal National Mortgage Assn. | 0.31% | N/A | $1,322,628.17 | 1,237,318 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | 3.05 |
| Federal National Mortgage Assn. | 0.29% | N/A | $1,246,889.77 | 1,168,321 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2033 | 2.70 |
| Verizon Communications | 0.29% | -0.00 | $1,226,806.77 | 895,000 | Corporates | Communications | United States | 4.86% | Baa1 | 21-Aug-2046 | 16.76 |
| Icl | 0.28% | 0.02 | $1,220,449.87 | 950,000 | Corporates | Basic Industry | Israel | 6.38% | NR | 31-May-2038 | 11.29 |
| Federal National Mortgage Assn. | 0.28% | N/A | $1,209,556.17 | 1,142,595 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | 3.00 |
| Benchmark 2018-B8 Mortgage Trust | 0.28% | 0.00 | $1,201,235.18 | 990,000 | Securitized | NON AGENCY CMBS | United States | 4.23% | NR | 15-Jan-2052 | 7.04 |
| Towd Point Mortgage Trust 2015-4 | 0.28% | 0.00 | $1,191,149.92 | 1,110,000 | Securitized | CMO | United States | 3.75% | Aaa | 25-Apr-2055 | 3.38 |
| FirstEnergy Transmission | 0.27% | -0.01 | $1,180,808.82 | 1,050,000 | Corporates | Electric | United States | 4.35% | Baa2 | 15-Jan-2025 | 3.74 |
| Federal National Mortgage Assn. | 0.27% | N/A | $1,168,223.18 | 1,087,436 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2031 | 2.53 |
| Federal National Mortgage Assn. | 0.27% | -0.03 | $1,167,693.19 | 1,062,530 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2045 | 3.20 |
| Sabine Pass Liquefaction | 0.27% | -0.00 | $1,163,706.37 | 1,030,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-Mar-2027 | 5.32 |
| Centene | 0.27% | N/A | $1,162,087.50 | 1,140,000 | Corporates | Insurance | United States | 3.00% | Ba1 | 15-Oct-2030 | 8.63 |
| Government National Mortgage Assn. | 0.27% | -0.02 | $1,157,882.70 | 1,068,911 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 2.39 |
| Government National Mortgage Assn. | 0.27% | N/A | $1,155,613.58 | 1,121,602 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2049 | 0.45 |
| U.S. Treasury Bonds | 0.27% | -0.00 | $1,147,469.73 | 925,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2046 | 20.29 |
| AT&T | 0.27% | 0.01 | $1,145,750.44 | 1,075,000 | Corporates | Communications | United States | 2.75% | Baa2 | 01-Jun-2031 | 9.18 |
| Arbys Funding | 0.27% | N/A | $1,141,921.63 | 1,095,000 | Securitized | ABS Other | United States | 3.24% | NR | 30-Jul-2050 | 5.95 |
| Morgan Stanley Capital I Trust 2017-ASHF | 0.27% | 0.01 | $1,141,461.46 | 1,210,000 | Securitized | NON AGENCY CMBS | United States | 1.40% | NR | 15-Nov-2034 | 0.63 |
| FirstEnergy | 0.27% | -0.01 | $1,139,427.68 | 1,030,000 | Corporates | Electric | United States | 3.90% | Baa3 | 15-Jul-2027 | 5.86 |
| APT Pipelines | 0.26% | -0.00 | $1,137,783.73 | 1,000,000 | Corporates | Natural Gas | Australia | 4.25% | Baa2 | 15-Jul-2027 | 5.81 |
| JPMorgan Chase | 0.26% | 0.00 | $1,126,677.39 | 1,070,000 | Corporates | Banking | United States | 2.08% | A2 | 22-Apr-2026 | 4.32 |
| Oracle | 0.26% | 0.00 | $1,126,600.52 | 1,015,000 | Corporates | Technology | United States | 2.80% | A3 | 01-Apr-2027 | 5.91 |
| Volkswagen Group of America Finance | 0.26% | 0.01 | $1,105,294.14 | 935,000 | Corporates | Consumer Cyclical | Germany | 4.63% | A3 | 13-Nov-2025 | 4.57 |
| Smb Private Education Loan Trust 2015 | 0.26% | 0.00 | $1,099,056.95 | 1,045,000 | Securitized | Student Loan | United States | 3.50% | Aa2 | 15-Sep-2043 | 4.91 |
| Federal National Mortgage Assn. | 0.25% | -0.04 | $1,095,788.21 | 1,024,554 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 2.55 |
| WFRBS Commercial Mortgage Trust 2014-C22 | 0.25% | 0.01 | $1,090,864.41 | 1,000,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa1 | 15-Sep-2057 | 3.68 |
| Avis Budget Rental Car Funding AESOP | 0.25% | 0.01 | $1,073,565.71 | 1,000,000 | Securitized | Car Loan | United States | 4.00% | Aa2 | 20-Mar-2025 | 3.07 |
| Federal National Mortgage Assn. | 0.24% | N/A | $1,053,235.64 | 979,900 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2050 | 3.22 |
| Healthcare Realty Trust | 0.24% | 0.01 | $1,052,052.70 | 940,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2028 | 6.32 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 0.24% | 0.01 | $1,051,737.54 | 975,000 | Securitized | NON AGENCY CMBS | United States | 4.57% | Aa3 | 15-Apr-2047 | 3.21 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.24% | -0.00 | $1,051,147.27 | 1,030,000 | Securitized | Car Loan | United States | 3.09% | NR | 22-Aug-2022 | 0.87 |
| Kookmin Bank | 0.24% | 0.00 | $1,049,046.08 | 900,000 | Corporates | Banking | South Korea | 4.50% | Baa1 | 01-Feb-2029 | 7.08 |
| Betony CLO 2 | 0.24% | 0.00 | $1,043,784.41 | 1,055,000 | Securitized | ABS Other | United States | 1.35% | Aaa | 30-Apr-2031 | 0.07 |
| Republic of South Africa Government International Bond | 0.24% | -0.00 | $1,037,659.28 | 1,085,000 | Government Related | Sovereign | South Africa | 4.85% | Ba1 | 30-Sep-2029 | 7.16 |
| Magnetite XVIII | 0.24% | 0.00 | $1,032,354.10 | 1,035,000 | Securitized | ABS Other | United States | 1.36% | Aaa | 15-Nov-2028 | 0.13 |
| Vereit Operating Partnership | 0.24% | 0.01 | $1,023,831.88 | 910,000 | Corporates | REITs | United States | 4.63% | Baa3 | 01-Nov-2025 | 4.39 |
| Federal National Mortgage Assn. | 0.24% | -0.04 | $1,020,419.14 | 955,039 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.55 |
| Enel Finance International | 0.24% | 0.01 | $1,019,615.45 | 905,000 | Corporates | Electric | Italy | 3.63% | Baa2 | 25-May-2027 | 5.92 |
| U.S. Treasury Bonds | 0.24% | -0.00 | $1,010,860.35 | 775,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2047 | 20.84 |
| Federal National Mortgage Assn. | 0.23% | -0.02 | $1,009,914.58 | 894,795 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2048 | 3.53 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | 0.23% | 0.01 | $1,007,320.35 | 930,000 | Securitized | NON AGENCY CMBS | United States | 3.92% | NR | 15-Jul-2050 | 5.94 |
| Government National Mortgage Assn. | 0.23% | -0.04 | $1,005,141.13 | 918,445 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2047 | 0.76 |
| Cigna | 0.23% | 0.00 | $1,003,895.57 | 830,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa2 | 15-Oct-2028 | 6.71 |
| Government National Mortgage Assn. | 0.23% | N/A | $999,574.01 | 929,121 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2047 | 0.31 |
| Saudi Arabian Oil | 0.23% | 0.00 | $999,444.51 | 900,000 | Government Related | Owned No Guarantee | Saudi Arabia | 3.50% | A1 | 16-Apr-2029 | 7.39 |
| Wells Fargo | 0.23% | -0.00 | $998,518.74 | 950,000 | Corporates | Banking | United States | 3.07% | A2 | 30-Apr-2041 | 15.05 |
| Avis Budget Rental Car Funding AESOP | 0.23% | 0.02 | $998,403.83 | 960,000 | Securitized | Car Loan | United States | 4.73% | Ba2 | 20-Sep-2024 | 2.59 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.23% | 0.00 | $995,359.77 | 910,000 | Corporates | Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 2.40 |
| Chile Government International Bond | 0.23% | 0.00 | $992,437.57 | 865,000 | Government Related | Sovereign | Chile | 3.50% | A1 | 25-Jan-2050 | 19.38 |
| SBA Tower Trust | 0.23% | 0.00 | $987,103.36 | 945,000 | Corporates | Communications | United States | 3.45% | A2 | 15-Mar-2023 | 2.34 |
| AbbVie | 0.23% | 0.00 | $986,557.70 | 880,000 | Corporates | Consumer Non Cyclical | United States | 3.60% | Baa2 | 14-May-2025 | 4.07 |
| GMF Floorplan Owner Revolving Trust | 0.23% | 0.00 | $984,550.98 | 960,000 | Securitized | Car Loan | United States | 3.68% | NR | 15-Sep-2023 | 0.94 |
| Navient Private Education Loan Trust 2018 | 0.23% | -0.02 | $984,308.76 | 946,399 | Securitized | Student Loan | United States | 3.61% | NR | 15-Dec-2059 | 2.97 |
| Sempra Energy | 0.23% | -0.00 | $979,906.41 | 885,000 | Corporates | Natural Gas | United States | 3.40% | Baa2 | 01-Feb-2028 | 6.41 |
| Comcast | 0.23% | 0.00 | $971,480.53 | 845,000 | Corporates | Communications | United States | 3.30% | A3 | 01-Apr-2027 | 5.84 |
| U.S. Treasury Bonds | 0.22% | -0.00 | $964,762.50 | 780,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2045 | 19.66 |
| mo Fisher Scientific | 0.22% | -0.00 | $963,078.60 | 780,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa1 | 25-Mar-2030 | 7.88 |
| Towd Point Mortgage Trust 2017-6 | 0.22% | -0.01 | $962,999.74 | 923,236 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2057 | 2.11 |
| American Campus Communities Operating Partnership | 0.22% | 0.01 | $955,764.82 | 885,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Nov-2027 | 6.13 |
| Federal National Mortgage Assn. | 0.22% | N/A | $950,601.77 | 905,195 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2050 | 1.95 |
| Federal National Mortgage Assn. | 0.22% | N/A | $947,350.88 | 883,283 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2050 | 3.45 |
| Barclays | 0.22% | -0.00 | $930,881.06 | 895,000 | Corporates | Banking | United Kingdom | 3.68% | Baa2 | 10-Jan-2023 | 1.25 |
| Transurban Finance Co Pty | 0.22% | 0.00 | $930,267.09 | 865,000 | Corporates | Transportation | Australia | 3.38% | Baa1 | 22-Mar-2027 | 5.74 |
| Federal National Mortgage Assn. | 0.22% | -0.02 | $926,364.51 | 845,581 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2045 | 3.34 |
| Vereit Operating Partnership | 0.21% | 0.00 | $916,092.46 | 810,000 | Corporates | REITs | United States | 4.88% | Baa3 | 01-Jun-2026 | 4.80 |
| Cigna | 0.21% | 0.00 | $910,946.13 | 785,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 15-Nov-2025 | 4.51 |
| Federal National Mortgage Assn. | 0.21% | -0.02 | $909,986.79 | 841,002 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2046 | 4.27 |
| BBVA Bancomer SA/Texas | 0.21% | 0.00 | $901,451.68 | 925,000 | Corporates | Banking | Mexico | 5.13% | NR | 18-Jan-2033 | 5.81 |
| Comcast | 0.21% | 0.00 | $901,180.75 | 800,000 | Corporates | Communications | United States | 3.25% | A3 | 01-Nov-2039 | 14.56 |
| Federal National Mortgage Assn. | 0.21% | -0.04 | $894,488.23 | 830,489 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2047 | 2.84 |
| Americredit Automobile Receivables Trust 2016-4 | 0.21% | 0.00 | $894,202.71 | 880,000 | Securitized | Car Loan | United States | 2.74% | NR | 08-Dec-2022 | 0.98 |
| CIFC Funding 2014-II-R | 0.21% | N/A | $893,916.05 | 900,000 | Securitized | ABS Other | United States | 1.31% | Aaa | 24-Apr-2030 | 0.21 |
| Neuberger Berman CLO XVI-S | 0.21% | -0.01 | $891,282.59 | 894,412 | Securitized | ABS Other | United States | 1.13% | Aaa | 15-Jan-2028 | 0.25 |
| Wells Fargo | 0.21% | 0.00 | $887,707.62 | 820,000 | Corporates | Banking | United States | 2.88% | A2 | 30-Oct-2030 | 7.99 |
| UBS Commercial Mortgage Trust 2017-C5 | 0.21% | 0.01 | $883,206.88 | 775,000 | Securitized | NON AGENCY CMBS | United States | 3.78% | Aa3 | 15-Nov-2050 | 6.27 |
| Bangkok Bank PCL/Hong Kong | 0.21% | 0.00 | $882,286.37 | 900,000 | Corporates | Banking | Thailand | 3.73% | Baa3 | 25-Sep-2034 | 7.54 |
| Government National Mortgage Assn. | 0.20% | -0.04 | $878,301.46 | 812,545 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2047 | 0.31 |
| COMM 2014-UBS5 Mortgage Trust | 0.20% | 0.10 | $873,931.36 | 790,000 | Securitized | NON AGENCY CMBS | United States | 3.84% | Aaa | 10-Sep-2047 | 3.65 |
| Vistra Operations | 0.20% | 0.00 | $864,229.42 | 805,000 | Corporates | Electric | United States | 3.55% | Baa3 | 15-Jul-2024 | 3.48 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.20% | 0.01 | $862,583.93 | 905,000 | Securitized | NON AGENCY CMBS | United States | 4.36% | NR | 15-Jun-2048 | 4.25 |
| Galton Funding Mortgage Trust 2017-1 | 0.20% | 0.00 | $860,914.05 | 823,450 | Securitized | CMO | United States | 3.95% | Aa1 | 25-Jul-2056 | 3.87 |
| Fannie Mae Connecticut Avenue Securities | 0.20% | -0.03 | $848,103.14 | 866,086 | Securitized | CMO | United States | 1.25% | NR | 25-Nov-2029 | 0.45 |
| Navient Private Education Refi Loan Trust 2018 | 0.20% | -0.04 | $846,508.71 | 826,958 | Securitized | Student Loan | United States | 3.19% | NR | 18-Feb-2042 | 2.43 |
| Becton Dickinson And | 0.20% | 0.00 | $844,156.90 | 773,000 | Corporates | Consumer Non Cyclical | United States | 3.36% | Ba1 | 06-Jun-2024 | 3.32 |
| Banco Santander | 0.20% | 0.00 | $842,756.93 | 800,000 | Corporates | Banking | Spain | 3.50% | Baa1 | 11-Apr-2022 | 1.47 |
| Federal National Mortgage Assn. | 0.19% | N/A | $835,439.04 | 742,270 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 3.71 |
| Brf | 0.19% | 0.01 | $829,142.00 | 800,000 | Corporates | Consumer Non Cyclical | Brazil | 4.88% | Ba2 | 24-Jan-2030 | 6.58 |
| Aes Gener | 0.19% | -0.01 | $828,089.15 | 800,000 | Corporates | Electric | Chile | 7.13% | Ba2 | 26-Mar-2079 | 3.22 |
| JPMorgan Chase | 0.19% | 0.00 | $827,911.24 | 760,000 | Corporates | Banking | United States | 2.74% | A2 | 15-Oct-2030 | 8.02 |
| Federal National Mortgage Assn. | 0.19% | N/A | $825,735.11 | 745,014 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2042 | 3.94 |
| Enel Finance International | 0.19% | 0.00 | $824,410.69 | 780,000 | Corporates | Electric | Italy | 2.75% | Baa2 | 06-Apr-2023 | 2.40 |
| Natwest | 0.19% | N/A | $821,557.55 | 765,000 | Corporates | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 2.80 |
| Smb Private Education Loan Trust 2020 | 0.19% | N/A | $818,152.34 | 815,000 | Securitized | Student Loan | United States | 1.29% | Aaa | 15-Jul-2053 | 3.44 |
| Woodside Finance | 0.19% | 0.01 | $809,438.94 | 758,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Mar-2028 | 6.45 |
| Equitable Holdings | 0.19% | 0.00 | $805,751.24 | 695,000 | Corporates | Insurance | United States | 4.35% | Baa2 | 20-Apr-2028 | 6.32 |
| Navient Private Education Refi Loan Trust 2020 | 0.19% | 0.00 | $803,739.27 | 775,000 | Securitized | Student Loan | United States | 2.15% | NR | 15-Nov-2068 | 4.92 |
| Baidu | 0.19% | -0.00 | $803,057.59 | 775,000 | Corporates | Technology | China | 2.88% | A3 | 06-Jul-2022 | 1.71 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.19% | N/A | $802,152.42 | 763,485 | Securitized | CMO | United States | 5.30% | A3 | 25-Nov-2028 | -1.53 |
| Federal National Mortgage Assn. | 0.19% | -0.01 | $800,184.44 | 749,803 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.58 |
| Vistra Operations | 0.18% | 0.00 | $795,268.26 | 724,000 | Corporates | Electric | United States | 4.30% | Baa3 | 15-Jul-2029 | 7.25 |
| Aia | 0.18% | 0.00 | $795,265.18 | 685,000 | Corporates | Insurance | Hong Kong | 3.90% | A2 | 06-Apr-2028 | 6.39 |
| Banco De Bogota | 0.18% | 0.00 | $794,840.31 | 750,000 | Corporates | Banking | Colombia | 4.38% | Baa2 | 03-Aug-2027 | 5.80 |
| Boston Properties | 0.18% | 0.00 | $792,657.34 | 730,000 | Corporates | REITs | United States | 2.75% | Baa1 | 01-Oct-2026 | 5.42 |
| Energy Transfer Operating | 0.18% | 0.11 | $790,063.19 | 710,000 | Corporates | Energy | United States | 5.88% | Baa3 | 15-Jan-2024 | 2.80 |
| Federal National Mortgage Assn. | 0.18% | -0.01 | $786,918.29 | 731,796 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.33 |
| Energy Transfer Operating | 0.18% | -0.01 | $783,846.07 | 765,000 | Corporates | Energy | United States | 6.00% | Baa3 | 15-Jun-2048 | 13.34 |
| Williams | 0.18% | -0.00 | $783,637.29 | 705,000 | Corporates | Energy | United States | 4.00% | Baa3 | 15-Sep-2025 | 4.37 |
| Morgan Stanley | 0.18% | -0.00 | $783,042.55 | 730,000 | Corporates | Banking | United States | 2.70% | A3 | 22-Jan-2031 | 8.28 |
| Bayer US Finance II | 0.18% | 0.00 | $782,679.00 | 710,000 | Corporates | Consumer Non Cyclical | Germany | 3.88% | Baa1 | 15-Dec-2023 | 2.94 |
| Federal National Mortgage Assn. | 0.18% | N/A | $780,162.78 | 691,212 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2041 | 3.90 |
| Banc of America Commercial Mortgage Trust 2016-UBS10 | 0.18% | 0.01 | $778,135.91 | 855,000 | Securitized | NON AGENCY CMBS | United States | 5.07% | NR | 15-Jul-2049 | 4.92 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.18% | N/A | $777,330.64 | 775,000 | Securitized | Car Loan | United States | 1.12% | Aa2 | 15-Jan-2026 | 2.61 |
| Bank of America | 0.18% | -0.00 | $767,603.45 | 675,000 | Corporates | Banking | United States | 3.82% | A2 | 20-Jan-2028 | 5.65 |
| Panama Government International Bond | 0.18% | 0.00 | $764,936.28 | 700,000 | Government Related | Sovereign | Panama | 3.16% | Baa1 | 23-Jan-2030 | 8.03 |
| Oracle | 0.18% | 0.00 | $764,068.86 | 675,000 | Corporates | Technology | United States | 2.95% | A3 | 01-Apr-2030 | 8.32 |
| CSAIL 2016-C7 Commercial Mortgage Trust | 0.18% | 0.01 | $758,320.55 | 670,000 | Securitized | NON AGENCY CMBS | United States | 3.96% | Aa3 | 15-Nov-2049 | 5.44 |
| Plains All American Pipeline LP / PAA Finance | 0.18% | 0.00 | $754,906.60 | 710,000 | Corporates | Energy | United States | 3.85% | Ba1 | 15-Oct-2023 | 2.65 |
| Transcontinental Gas Pipe Line | 0.17% | -0.00 | $749,760.48 | 670,000 | Corporates | Energy | United States | 4.00% | Baa2 | 15-Mar-2028 | 6.41 |
| Federal Home Loan Mortgage | 0.17% | -0.02 | $745,928.32 | 681,055 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | 3.57 |
| Keysight Technologies | 0.17% | 0.00 | $739,160.38 | 620,000 | Corporates | Technology | United States | 4.60% | Baa2 | 06-Apr-2027 | 5.50 |
| Regency Centers | 0.17% | 0.00 | $735,675.91 | 675,000 | Corporates | REITs | United States | 3.60% | Baa1 | 01-Feb-2027 | 5.55 |
| General Motors Financial | 0.17% | 0.00 | $733,628.27 | 665,000 | Corporates | Consumer Cyclical | United States | 5.10% | Baa3 | 17-Jan-2024 | 2.96 |
| Diamondback Energy | 0.17% | 0.00 | $731,509.71 | 715,000 | Corporates | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 3.84 |
| Government National Mortgage Assn. | 0.17% | -0.02 | $731,454.35 | 683,241 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2046 | 0.82 |
| Federal National Mortgage Assn. | 0.17% | -0.02 | $731,437.59 | 664,930 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2043 | 3.45 |
| Federal National Mortgage Assn. | 0.17% | N/A | $730,249.04 | 689,070 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2049 | 2.83 |
| Capital One Financial | 0.17% | -0.00 | $729,603.34 | 655,000 | Corporates | Banking | United States | 3.75% | Baa1 | 09-Mar-2027 | 5.74 |
| Credit Suisse | 0.17% | 0.00 | $729,132.26 | 620,000 | Corporates | Banking | Switzerland | 4.19% | Baa2 | 01-Apr-2031 | 8.04 |
| Credit Suisse | 0.17% | 0.00 | $727,282.62 | 695,000 | Corporates | Banking | Switzerland | 2.59% | Baa2 | 11-Sep-2025 | 3.75 |
| Occidental Petroleum | 0.17% | -0.01 | $726,880.65 | 870,000 | Corporates | Energy | United States | 2.90% | Ba2 | 15-Aug-2024 | 3.53 |
| Woodside Finance | 0.17% | 0.00 | $724,583.83 | 672,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.24 |
| Federal National Mortgage Assn. | 0.17% | -0.03 | $722,601.13 | 675,548 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.55 |
| Government National Mortgage Assn. | 0.17% | -0.03 | $721,857.09 | 675,260 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2047 | -0.08 |
| Bank of America | 0.17% | 0.00 | $717,994.27 | 610,000 | Corporates | Banking | United States | 4.25% | Baa1 | 22-Oct-2026 | 5.35 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.17% | 0.00 | $717,610.99 | 715,000 | Corporates | Communications | United States | 3.70% | Ba1 | 01-Apr-2051 | 18.42 |
| AbbVie | 0.17% | 0.00 | $714,895.45 | 650,000 | Corporates | Consumer Non Cyclical | United States | 2.95% | Baa2 | 21-Nov-2026 | 5.52 |
| Synchrony Credit Card Master Note Trust | 0.17% | 0.00 | $713,409.06 | 703,057 | Securitized | Credit Card | United States | 2.95% | NR | 15-May-2024 | 0.61 |
| Federal National Mortgage Assn. | 0.17% | N/A | $711,957.57 | 675,157 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2032 | 2.61 |
| Micron Technology | 0.17% | -0.00 | $711,102.46 | 635,000 | Corporates | Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 3.05 |
| Federal National Mortgage Assn. | 0.16% | N/A | $704,091.09 | 656,597 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2044 | 3.47 |
| Government National Mortgage Assn. | 0.16% | N/A | $703,548.24 | 687,917 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Oct-2049 | 0.54 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.16% | 0.01 | $699,119.42 | 725,000 | Securitized | NON AGENCY CMBS | United States | 1.08% | Aaa | 15-Dec-2036 | 0.67 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.16% | -0.00 | $698,912.35 | 600,000 | Corporates | Communications | United States | 4.91% | Ba1 | 23-Jul-2025 | 4.14 |
| Indonesia Government International Bond | 0.16% | 0.00 | $697,085.82 | 665,000 | Government Related | Sovereign | Indonesia | 2.95% | Baa2 | 11-Jan-2023 | 2.20 |
| Cno Financial | 0.16% | 0.01 | $696,724.38 | 597,000 | Corporates | Insurance | United States | 5.25% | Baa3 | 30-May-2025 | 3.97 |
| Wells Fargo | 0.16% | -0.00 | $694,648.30 | 660,000 | Corporates | Banking | United States | 2.57% | A2 | 11-Feb-2031 | 8.37 |
| Woodside Finance | 0.16% | -0.00 | $690,308.54 | 650,000 | Corporates | Energy | Australia | 3.65% | Baa1 | 05-Mar-2025 | 3.93 |
| SMBC Aviation Capital Finance DAC | 0.16% | N/A | $688,031.31 | 645,000 | Corporates | Finance Companies | Ireland | 4.13% | NR | 15-Jul-2023 | 2.56 |
| Federal National Mortgage Assn. | 0.16% | N/A | $687,434.23 | 645,292 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2031 | 2.36 |
| Credit Suisse | 0.16% | N/A | $685,394.98 | 660,000 | Corporates | Banking | Switzerland | 2.19% | Baa2 | 05-Jun-2026 | 4.42 |
| U.S. Treasury Bonds | 0.16% | -0.00 | $684,472.66 | 500,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2047 | 20.25 |
| Barclays | 0.16% | 0.00 | $684,333.11 | 650,000 | Corporates | Banking | United Kingdom | 2.85% | Baa2 | 07-May-2026 | 4.27 |
| Sempra Energy | 0.16% | 0.00 | $682,913.41 | 619,000 | Corporates | Natural Gas | United States | 3.25% | Baa2 | 15-Jun-2027 | 5.91 |
| Citigroup | 0.16% | 0.00 | $682,860.07 | 570,000 | Corporates | Banking | United States | 4.41% | A3 | 31-Mar-2031 | 8.01 |
| JPMorgan Chase | 0.16% | 0.00 | $682,069.84 | 650,000 | Corporates | Banking | United States | 2.18% | A2 | 01-Jun-2028 | 6.19 |
| Kilroy Realty | 0.16% | 0.01 | $682,016.38 | 605,000 | Corporates | REITs | United States | 4.38% | Baa2 | 01-Oct-2025 | 4.37 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.16% | -0.00 | $681,686.50 | 684,471 | Securitized | CMO | United States | 1.20% | NR | 25-Jul-2030 | 0.43 |
| Federal National Mortgage Assn. | 0.16% | N/A | $680,721.16 | 636,350 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2050 | 2.42 |
| Vodafone | 0.16% | 0.00 | $677,765.89 | 565,000 | Corporates | Communications | United Kingdom | 4.38% | Baa2 | 30-May-2028 | 6.60 |
| Bank of America | 0.16% | -0.00 | $677,440.56 | 575,000 | Corporates | Banking | United States | 4.27% | A2 | 23-Jul-2029 | 6.75 |
| Alexandria Real Estate Equities | 0.16% | 0.00 | $676,444.23 | 530,000 | Corporates | REITs | United States | 4.90% | Baa1 | 15-Dec-2030 | 8.18 |
| Government National Mortgage Assn. | 0.16% | N/A | $676,184.19 | 628,358 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2049 | 0.62 |
| Williams | 0.16% | 0.00 | $675,632.25 | 600,000 | Corporates | Energy | United States | 4.85% | Baa3 | 01-Mar-2048 | 15.97 |
| Santander UK Group Holdings | 0.16% | N/A | $671,436.84 | 680,000 | Corporates | Banking | United Kingdom | 1.53% | Baa1 | 21-Aug-2026 | 4.68 |
| U.S. Treasury Bonds | 0.16% | -0.00 | $670,894.53 | 590,000 | Treasuries | Treasuries | United States | 2.00% | NR | 15-Feb-2050 | 23.65 |
| Federal National Mortgage Assn. | 0.16% | -0.01 | $667,282.71 | 620,193 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.44 |
| Williams | 0.16% | -0.00 | $666,905.97 | 605,000 | Corporates | Energy | United States | 3.90% | Baa3 | 15-Jan-2025 | 3.78 |
| Essex Portfolio | 0.15% | 0.00 | $666,299.60 | 600,000 | Corporates | REITs | United States | 3.88% | Baa1 | 01-May-2024 | 3.13 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $664,356.35 | 618,001 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2046 | 3.65 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.15% | N/A | $662,188.69 | 660,000 | Securitized | Car Loan | United States | 1.64% | Baa2 | 16-Nov-2026 | 3.42 |
| Becton Dickinson And | 0.15% | 0.00 | $661,739.33 | 578,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Ba1 | 06-Jun-2027 | 5.81 |
| Federal National Mortgage Assn. | 0.15% | N/A | $659,955.91 | 613,385 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.49 |
| Smb Private Education Loan Trust 2017 | 0.15% | -0.01 | $657,686.99 | 634,981 | Securitized | Student Loan | United States | 2.82% | Aaa | 15-Oct-2035 | 3.00 |
| COMM 2015-PC1 Mortgage Trust | 0.15% | 0.00 | $654,072.11 | 610,000 | Securitized | NON AGENCY CMBS | United States | 4.43% | NR | 10-Jul-2050 | 4.27 |
| Federal National Mortgage Assn. | 0.15% | -0.03 | $653,192.23 | 612,591 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.10 |
| Centene | 0.15% | N/A | $652,370.72 | 620,000 | Corporates | Insurance | United States | 4.25% | Ba1 | 15-Dec-2027 | 3.30 |
| AT&T | 0.15% | 0.06 | $647,531.45 | 565,000 | Corporates | Communications | United States | 4.50% | Baa2 | 09-Mar-2048 | 16.70 |
| American Campus Communities Operating Partnership | 0.15% | 0.01 | $647,230.87 | 635,000 | Corporates | REITs | United States | 2.85% | Baa2 | 01-Feb-2030 | 8.11 |
| Expedia | 0.15% | 0.00 | $644,269.08 | 600,000 | Corporates | Consumer Cyclical | United States | 5.00% | Baa3 | 15-Feb-2026 | 4.58 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $643,424.15 | 600,828 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2037 | 0.88 |
| Americredit Automobile Receivables Trust 2018-2 | 0.15% | 0.00 | $642,299.30 | 610,000 | Securitized | Car Loan | United States | 3.59% | Aaa | 18-Jun-2024 | 1.77 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $641,592.53 | 590,862 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 1.76 |
| GM Financial Consumer Automobile Receivables Trust 2018-2 | 0.15% | 0.00 | $638,493.94 | 615,000 | Securitized | Car Loan | United States | 3.12% | NR | 18-Dec-2023 | 3.46 |
| Towd Point Mortgage Trust 2018-2 | 0.15% | -0.01 | $638,339.12 | 605,242 | Securitized | CMO | United States | 3.25% | Aaa | 25-Mar-2058 | 2.30 |
| Santander Retail Auto Lease Trust 2019 | 0.15% | 0.00 | $636,623.31 | 625,000 | Securitized | Car Loan | United States | 2.88% | NR | 20-Jun-2024 | 2.14 |
| Avis Budget Rental Car Funding AESOP | 0.15% | 0.01 | $634,716.71 | 630,000 | Securitized | Car Loan | United States | 2.68% | Baa2 | 20-Aug-2026 | 4.40 |
| Independence Plaza Trust 2018-INDP | 0.15% | 0.00 | $631,629.18 | 600,000 | Securitized | NON AGENCY CMBS | United States | 4.16% | NR | 10-Jul-2035 | 4.36 |
| Comcast | 0.15% | -0.00 | $630,427.31 | 625,000 | Corporates | Communications | United States | 2.80% | A3 | 15-Jan-2051 | 20.83 |
| Federal National Mortgage Assn. | 0.15% | -0.02 | $626,698.46 | 587,804 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2046 | 3.10 |
| Federal National Mortgage Assn. | 0.15% | -0.01 | $625,624.54 | 574,954 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.14 |
| Federal National Mortgage Assn. | 0.14% | -0.01 | $621,228.74 | 574,132 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.80 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 0.14% | -0.00 | $620,870.36 | 500,000 | Corporates | Consumer Non Cyclical | Belgium | 4.90% | Baa1 | 01-Feb-2046 | 15.75 |
| Federal National Mortgage Assn. | 0.14% | -0.04 | $620,722.36 | 579,295 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2048 | 2.21 |
| Federal National Mortgage Assn. | 0.14% | -0.01 | $619,680.32 | 566,267 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2045 | 3.22 |
| General Motors Financial | 0.14% | 0.00 | $614,760.60 | 560,000 | Corporates | Consumer Cyclical | United States | 4.30% | Baa3 | 13-Jul-2025 | 4.16 |
| Alexandria Real Estate Equities | 0.14% | 0.00 | $608,122.00 | 530,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2027 | 5.47 |
| Vistra Operations | 0.14% | 0.00 | $603,490.79 | 570,000 | Corporates | Electric | United States | 3.70% | Baa3 | 30-Jan-2027 | 5.56 |
| New York State dormitory Authority | 0.14% | 0.00 | $603,475.54 | 550,000 | Government Related | Local Authorities | United States | 3.88% | Aa2 | 01-Jul-2046 | 8.56 |
| Federal National Mortgage Assn. | 0.14% | N/A | $602,494.36 | 552,818 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2034 | 2.90 |
| Federal National Mortgage Assn. | 0.14% | N/A | $601,903.87 | 554,725 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.37 |
| Fannie Mae Connecticut Avenue Securities | 0.14% | -0.05 | $600,507.58 | 605,686 | Securitized | CMO | United States | 1.50% | NR | 25-Sep-2029 | 0.24 |
| Metropolitan Water Reclamation District of Greater Chicago | 0.14% | 0.00 | $599,802.19 | 410,000 | Government Related | Local Authorities | United States | 5.72% | Aa2 | 01-Dec-2038 | 11.56 |
| Boardwalk Pipelines | 0.14% | 0.01 | $598,756.27 | 505,000 | Corporates | Energy | United States | 5.95% | Baa3 | 01-Jun-2026 | 4.68 |
| Equate Petrochemical BV | 0.14% | 0.00 | $598,444.65 | 560,000 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 03-Nov-2026 | 5.29 |
| Humana | 0.14% | 0.00 | $594,487.65 | 465,000 | Corporates | Insurance | United States | 4.88% | Baa3 | 01-Apr-2030 | 7.79 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.14% | 0.00 | $592,612.83 | 565,000 | Corporates | Communications | United States | 2.80% | Ba1 | 01-Apr-2031 | 9.10 |
| Cigna | 0.14% | N/A | $591,717.17 | 505,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 25-Feb-2026 | 4.70 |
| Federal National Mortgage Assn. | 0.14% | N/A | $588,306.97 | 551,951 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2033 | 2.92 |
| Becton Dickinson And | 0.14% | 0.00 | $588,248.79 | 470,000 | Corporates | Consumer Non Cyclical | United States | 4.67% | Ba1 | 06-Jun-2047 | 16.51 |
| Federal National Mortgage Assn. | 0.14% | N/A | $585,360.65 | 544,325 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | 3.04 |
| Avis Budget Rental Car Funding AESOP | 0.14% | -0.14 | $584,344.64 | 582,500 | Securitized | Car Loan | United States | 2.63% | Aa2 | 20-Dec-2021 | 0.14 |
| JPMorgan Chase | 0.14% | 0.00 | $583,911.48 | 545,000 | Corporates | Banking | United States | 2.52% | A2 | 22-Apr-2031 | 8.51 |
| Government National Mortgage Assn. | 0.14% | N/A | $583,025.29 | 543,295 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2049 | -0.95 |
| Navient Student Loan Trust 2018-1 | 0.14% | -0.01 | $581,485.68 | 584,671 | Securitized | Student Loan | United States | 0.50% | Aaa | 25-Mar-2067 | 0.07 |
| Ford Credit Auto Owner Trust 2018-REV1 | 0.14% | 0.01 | $581,025.73 | 540,000 | Securitized | Car Loan | United States | 3.49% | A2 | 15-Jul-2031 | 5.44 |
| Federal National Mortgage Assn. | 0.13% | N/A | $579,013.91 | 536,273 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.29 |
| Federal National Mortgage Assn. | 0.13% | -0.02 | $576,888.84 | 547,796 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2046 | 2.16 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $572,526.42 | 523,565 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.90 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.13% | 0.00 | $569,284.85 | 525,000 | Securitized | NON AGENCY CMBS | United States | 2.86% | Aaa | 15-Sep-2049 | 5.45 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $567,378.06 | 502,993 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2041 | 3.71 |
| Brixmor Operating Partnership | 0.13% | 0.01 | $567,112.10 | 515,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-May-2029 | 7.14 |
| Government National Mortgage Assn. | 0.13% | -0.02 | $562,927.24 | 517,475 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2043 | 2.79 |
| Peruvian Government International Bond | 0.13% | 0.00 | $561,239.70 | 510,000 | Government Related | Sovereign | Peru | 2.84% | A3 | 20-Jun-2030 | 8.56 |
| JPMorgan Chase | 0.13% | 0.00 | $560,673.46 | 520,000 | Corporates | Banking | United States | 2.96% | A3 | 13-May-2031 | 8.39 |
| Willis North America | 0.13% | 0.00 | $558,560.30 | 505,000 | Corporates | Insurance | United States | 3.60% | Baa3 | 15-May-2024 | 3.25 |
| Eni | 0.13% | 0.00 | $557,435.89 | 475,000 | Corporates | Energy | Italy | 4.75% | Baa1 | 12-Sep-2028 | 6.77 |
| Cigna | 0.13% | -0.00 | $556,764.11 | 425,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Dec-2048 | 16.98 |
| Neuberger Berman Loan Advisers CLO 38 | 0.13% | N/A | $555,510.05 | 555,000 | Securitized | ABS Other | United States | 1.55% | NR | 20-Oct-2032 | 4.06 |
| Boral Finance Pty | 0.13% | 0.00 | $551,997.80 | 535,000 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 01-Nov-2022 | 1.93 |
| Federal National Mortgage Assn. | 0.13% | N/A | $545,101.45 | 479,933 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2047 | 4.03 |
| Unitedhealth | 0.13% | 0.00 | $543,811.99 | 470,000 | Corporates | Insurance | United States | 3.38% | A3 | 15-Apr-2027 | 5.88 |
| Republic of South Africa Government International Bond | 0.13% | 0.00 | $538,912.07 | 565,000 | Government Related | Sovereign | South Africa | 4.30% | Ba1 | 12-Oct-2028 | 6.51 |
| Pacific Gas & Electric | 0.13% | N/A | $538,282.50 | 495,000 | Corporates | Electric | United States | 4.55% | Baa3 | 01-Jul-2030 | 7.72 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.12% | -0.00 | $536,836.72 | 543,576 | Securitized | CMO | United States | 1.25% | NR | 25-Sep-2030 | 0.71 |
| Barclays | 0.12% | -0.00 | $536,736.11 | 510,000 | Corporates | Banking | United Kingdom | 4.61% | Baa2 | 15-Feb-2023 | 1.33 |
| Ventas Realty | 0.12% | 0.00 | $536,537.72 | 525,000 | Corporates | REITs | United States | 3.00% | Baa1 | 15-Jan-2030 | 8.02 |
| Government National Mortgage Assn. | 0.12% | -0.02 | $531,967.75 | 492,290 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2047 | 0.31 |
| Hasbro | 0.12% | 0.00 | $531,515.17 | 495,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 19-Nov-2024 | 3.81 |
| Pertamina Persero PT | 0.12% | 0.00 | $530,375.28 | 400,000 | Government Related | Owned No Guarantee | Indonesia | 6.45% | Baa2 | 30-May-2044 | 13.56 |
| Jack in the Box Funding | 0.12% | -0.00 | $523,723.22 | 506,175 | Securitized | ABS Other | United States | 3.98% | NR | 25-Aug-2049 | 2.70 |
| Avolon Holdings Funding | 0.12% | N/A | $523,250.35 | 520,000 | Corporates | Finance Companies | Ireland | 5.50% | Baa3 | 15-Jan-2026 | 4.52 |
| Vodafone | 0.12% | 0.00 | $519,787.24 | 450,000 | Corporates | Communications | United Kingdom | 4.13% | Baa2 | 30-May-2025 | 4.25 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.06 | $518,961.71 | 526,916 | Securitized | CMO | United States | 1.00% | NR | 25-Jul-2030 | 0.34 |
| Flagstar Mortgage Trust 2018-6RR | 0.12% | -0.01 | $516,734.05 | 477,936 | Securitized | CMO | United States | 4.00% | NR | 25-Sep-2048 | 2.55 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.12% | -0.02 | $514,707.03 | 509,998 | Securitized | CMO | United States | 3.77% | NR | 25-Jun-2048 | 2.01 |
| AbbVie | 0.12% | -0.00 | $513,200.49 | 440,000 | Corporates | Consumer Non Cyclical | United States | 4.05% | Baa2 | 21-Nov-2039 | 13.75 |
| Sequoia Mortgage Trust 2018-CH2 | 0.12% | -0.03 | $512,668.02 | 507,738 | Securitized | CMO | United States | 4.00% | Aaa | 25-Jun-2048 | 1.15 |
| State Grid Overseas Investment 2016 | 0.12% | 0.00 | $510,566.41 | 470,000 | Government Related | Owned No Guarantee | China | 3.75% | A1 | 02-May-2023 | 2.44 |
| Avnet | 0.12% | 0.00 | $510,305.51 | 490,000 | Corporates | Technology | United States | 3.75% | Baa3 | 01-Dec-2021 | 1.06 |
| Citigroup | 0.12% | 0.00 | $508,420.35 | 465,000 | Corporates | Banking | United States | 3.11% | A3 | 08-Apr-2026 | 4.18 |
| Pacific Gas & Electric | 0.12% | -0.00 | $507,681.75 | 530,000 | Corporates | Electric | United States | 2.50% | Baa3 | 01-Feb-2031 | 8.97 |
| Crown Castle International | 0.12% | -0.00 | $507,220.69 | 440,000 | Corporates | Communications | United States | 4.45% | Baa3 | 15-Feb-2026 | 4.67 |
| GS Mortgage Securities Trust 2016-GS4 | 0.12% | 0.00 | $506,989.81 | 460,000 | Securitized | NON AGENCY CMBS | United States | 3.18% | Aaa | 10-Nov-2049 | 5.37 |
| Southern | 0.12% | -0.00 | $505,046.46 | 450,000 | Corporates | Electric | United States | 3.25% | Baa2 | 01-Jul-2026 | 5.10 |
| Ari Fleet Lease Trust 2017 | 0.12% | -0.03 | $504,839.29 | 501,028 | Securitized | Car Loan | United States | 2.28% | NR | 15-Apr-2026 | 0.59 |
| Vodafone | 0.12% | 0.00 | $503,665.54 | 400,000 | Corporates | Communications | United Kingdom | 4.88% | Baa2 | 19-Jun-2049 | 16.96 |
| Diamondback Energy | 0.12% | 0.00 | $502,429.18 | 495,000 | Corporates | Energy | United States | 3.25% | Ba1 | 01-Dec-2026 | 5.46 |
| Federal National Mortgage Assn. | 0.12% | N/A | $501,583.75 | 460,224 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2035 | 2.85 |
| WFRBS Commercial Mortgage Trust 2013-C11 | 0.12% | 0.00 | $501,006.00 | 490,000 | Securitized | NON AGENCY CMBS | United States | 4.34% | NR | 15-Mar-2045 | 2.19 |
| T-Mobile USA | 0.12% | 0.00 | $497,495.49 | 430,000 | Corporates | Communications | United States | 3.88% | Baa3 | 15-Apr-2030 | 7.91 |
| Essex Portfolio | 0.12% | 0.00 | $496,386.91 | 440,000 | Corporates | REITs | United States | 3.38% | Baa1 | 15-Apr-2026 | 4.88 |
| Smb Private Education Loan Trust 2016 | 0.11% | -0.01 | $492,168.20 | 482,073 | Securitized | Student Loan | United States | 2.34% | Aaa | 15-Sep-2034 | 2.80 |
| Ascension Health | 0.11% | -0.00 | $492,105.69 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.95% | Aa2 | 15-Nov-2046 | 17.69 |
| Federal Home Loan Mortgage | 0.11% | -0.01 | $490,726.87 | 449,711 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2045 | 3.40 |
| Federal National Mortgage Assn. | 0.11% | -0.02 | $489,621.81 | 456,025 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2047 | 2.84 |
| Deephaven Residential Mortgage Trust 2018-4 | 0.11% | -0.02 | $489,574.30 | 483,485 | Securitized | CMO | United States | 4.08% | NR | 25-Oct-2058 | 0.23 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 0.11% | 0.00 | $489,169.07 | 470,000 | Securitized | NON AGENCY CMBS | United States | 3.21% | Aaa | 15-Feb-2046 | 2.21 |
| Federal National Mortgage Assn. | 0.11% | -0.02 | $486,182.13 | 448,375 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2044 | 1.13 |
| NXP BV / NXP Funding | 0.11% | -0.00 | $485,551.83 | 430,000 | Corporates | Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 3.11 |
| Saudi Arabian Oil | 0.11% | 0.01 | $485,322.34 | 400,000 | Government Related | Owned No Guarantee | Saudi Arabia | 4.38% | A1 | 16-Apr-2049 | 17.54 |
| Federal National Mortgage Assn. | 0.11% | -0.01 | $483,620.65 | 428,753 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Feb-2040 | 3.56 |
| Avolon Holdings Funding | 0.11% | 0.01 | $483,580.73 | 473,000 | Corporates | Finance Companies | Ireland | 5.13% | Baa3 | 01-Oct-2023 | 2.65 |
| Government National Mortgage Assn. | 0.11% | -0.01 | $482,913.05 | 437,733 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jan-2048 | 0.96 |
| Cardinal Health | 0.11% | -0.00 | $482,679.11 | 415,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Sep-2045 | 15.43 |
| WFRBS Commercial Mortgage Trust 2014-C20 | 0.11% | 0.00 | $478,567.06 | 449,355 | Securitized | NON AGENCY CMBS | United States | 3.72% | Aaa | 15-May-2047 | 2.77 |
| Baidu | 0.11% | -0.00 | $477,836.15 | 445,000 | Corporates | Technology | China | 3.88% | A3 | 29-Sep-2023 | 2.77 |
| Nelnet Student Loan Trust 2005-4 | 0.11% | -0.00 | $476,518.40 | 517,712 | Securitized | Student Loan | United States | 0.41% | Baa3 | 22-Mar-2032 | 0.25 |
| Government National Mortgage Assn. | 0.11% | -0.02 | $475,917.09 | 451,043 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2045 | 0.91 |
| Capital One Financial | 0.11% | 0.00 | $475,706.04 | 425,000 | Corporates | Banking | United States | 3.65% | Baa1 | 11-May-2027 | 5.82 |
| Hardee s Funding | 0.11% | -0.00 | $475,504.94 | 470,400 | Securitized | ABS Other | United States | 4.25% | NR | 20-Jun-2048 | 1.88 |
| Ge Capital International Funding Co Unlimited | 0.11% | 0.00 | $474,817.58 | 440,000 | Corporates | Finance Companies | United States | 3.37% | Baa1 | 15-Nov-2025 | 4.67 |
| Boardwalk Pipelines | 0.11% | N/A | $473,982.92 | 480,000 | Corporates | Energy | United States | 3.40% | Baa3 | 15-Feb-2031 | 8.64 |
| Barclays Bank | 0.11% | 0.00 | $471,553.30 | 460,000 | Corporates | Banking | United Kingdom | 5.14% | Baa3 | 14-Oct-2020 | 0.04 |
| Federal National Mortgage Assn. | 0.11% | -0.01 | $470,744.50 | 433,633 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.76 |
| Federal National Mortgage Assn. | 0.11% | -0.01 | $470,387.08 | 417,367 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2047 | 3.54 |
| Benchmark 2018-B1 Mortgage Trust | 0.11% | 0.00 | $468,652.76 | 415,000 | Securitized | NON AGENCY CMBS | United States | 4.06% | NR | 15-Jan-2051 | 6.36 |
| Barclays | 0.11% | 0.00 | $468,227.21 | 430,000 | Corporates | Banking | United Kingdom | 3.93% | Baa2 | 07-May-2025 | 3.32 |
| Starwood Mortgage Residential Trust 2018-IMC2 | 0.11% | -0.01 | $467,565.19 | 452,924 | Securitized | CMO | United States | 4.12% | NR | 25-Oct-2048 | 1.70 |
| Diamondback Energy | 0.11% | -0.05 | $467,524.46 | 480,000 | Corporates | Energy | United States | 3.50% | Ba1 | 01-Dec-2029 | 7.66 |
| Volkswagen Group of America Finance | 0.11% | 0.00 | $467,387.58 | 440,000 | Corporates | Consumer Cyclical | Germany | 2.85% | A3 | 26-Sep-2024 | 3.78 |
| Smb Private Education Loan Trust 2017 | 0.11% | -0.01 | $466,504.76 | 449,575 | Securitized | Student Loan | United States | 2.88% | Aaa | 15-Sep-2034 | 3.32 |
| Smb Private Education Loan Trust 2018 | 0.11% | -0.01 | $463,971.43 | 437,702 | Securitized | Student Loan | United States | 3.63% | Aaa | 15-Nov-2035 | 3.31 |
| Danske Bank | 0.11% | 0.00 | $461,254.29 | 405,000 | Corporates | Banking | Denmark | 5.38% | Baa3 | 12-Jan-2024 | 3.02 |
| Danske Bank | 0.11% | 0.00 | $460,390.35 | 455,000 | Corporates | Banking | Denmark | 1.23% | A3 | 22-Jun-2024 | 3.03 |
| Perrigo Finance Unlimited | 0.11% | 0.00 | $458,582.91 | 410,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa3 | 15-Mar-2026 | 4.75 |
| Alexandria Real Estate Equities | 0.11% | 0.00 | $456,757.09 | 405,000 | Corporates | REITs | United States | 3.45% | Baa1 | 30-Apr-2025 | 4.10 |
| British Telecommunications | 0.11% | -0.00 | $456,144.38 | 420,000 | Corporates | Communications | United Kingdom | 3.25% | Baa2 | 08-Nov-2029 | 7.78 |
| Bank of America | 0.11% | N/A | $454,514.65 | 455,000 | Corporates | Banking | United States | 1.90% | A2 | 23-Jul-2031 | 8.97 |
| Smb Private Education Loan Trust 2015 | 0.11% | 0.00 | $454,149.65 | 445,000 | Securitized | Student Loan | United States | 2.10% | Aaa | 16-Aug-2032 | 0.05 |
| SBA Tower Trust | 0.11% | 0.00 | $452,253.45 | 440,000 | Corporates | Communications | United States | 3.17% | A2 | 15-Apr-2022 | 0.54 |
| PerkinElmer | 0.10% | -0.02 | $451,381.50 | 405,000 | Corporates | Consumer Non Cyclical | United States | 3.30% | Baa3 | 15-Sep-2029 | 7.76 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets | 0.10% | 0.00 | $449,588.89 | 430,000 | Corporates | Transportation | United States | 6.50% | Baa3 | 20-Jun-2027 | 3.24 |
| Federal National Mortgage Assn. | 0.10% | -0.00 | $449,361.85 | 415,295 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.96 |
| HSBC Holdings | 0.10% | 0.00 | $448,573.60 | 400,000 | Corporates | Banking | United Kingdom | 3.90% | A2 | 25-May-2026 | 5.06 |
| Federal National Mortgage Assn. | 0.10% | N/A | $446,640.23 | 422,748 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2049 | 1.67 |
| Standard Chartered | 0.10% | 0.00 | $446,158.31 | 380,000 | Corporates | Banking | United Kingdom | 4.64% | A2 | 01-Apr-2031 | 7.88 |
| Pacific Gas & Electric | 0.10% | -0.00 | $446,103.81 | 460,000 | Corporates | Electric | United States | 2.10% | Baa3 | 01-Aug-2027 | 6.27 |
| BX Trust 2018-GW | 0.10% | N/A | $445,573.06 | 460,000 | Securitized | NON AGENCY CMBS | United States | 0.95% | NR | 15-May-2035 | 0.67 |
| Danske Bank | 0.10% | -0.00 | $443,986.95 | 430,000 | Corporates | Banking | Denmark | 2.70% | A3 | 02-Mar-2022 | 1.39 |
| Ausgrid Finance Pty | 0.10% | 0.00 | $443,923.81 | 385,000 | Corporates | Electric | Australia | 4.35% | Baa1 | 01-Aug-2028 | 6.60 |
| Cheniere Corpus Christi Holdings | 0.10% | 0.00 | $443,386.28 | 420,000 | Corporates | Energy | United States | 3.70% | Baa3 | 15-Nov-2029 | 7.52 |
| Federal National Mortgage Assn. | 0.10% | N/A | $443,082.91 | 405,833 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.36 |
| Apple | 0.10% | 0.00 | $442,663.64 | 425,000 | Corporates | Technology | United States | 1.65% | Aa1 | 11-May-2030 | 8.82 |
| Government National Mortgage Assn. | 0.10% | N/A | $441,626.44 | 415,000 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2040 | 0.54 |
| American Tower | 0.10% | 0.00 | $437,934.65 | 410,000 | Corporates | Communications | United States | 3.00% | Baa3 | 15-Jun-2023 | 2.59 |
| Federal National Mortgage Assn. | 0.10% | N/A | $437,633.74 | 402,378 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2046 | 4.40 |
| Cardinal Health | 0.10% | -0.00 | $437,345.37 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Sep-2025 | 4.39 |
| Vereit Operating Partnership | 0.10% | 0.00 | $436,706.95 | 415,000 | Corporates | REITs | United States | 3.40% | Baa3 | 15-Jan-2028 | 6.37 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $436,575.86 | 398,940 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.15 |
| Federal National Mortgage Assn. | 0.10% | -0.00 | $435,723.93 | 403,640 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.85 |
| Santander Retail Auto Lease Trust 2020 | 0.10% | 0.00 | $434,683.03 | 425,000 | Securitized | Car Loan | United States | 2.08% | A2 | 20-Mar-2024 | 2.43 |
| Government National Mortgage Assn. | 0.10% | N/A | $434,462.57 | 394,374 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Dec-2048 | 0.77 |
| Marriott International Inc/MD | 0.10% | N/A | $434,268.35 | 380,000 | Corporates | Consumer Cyclical | United States | 5.75% | Baa3 | 01-May-2025 | 3.92 |
| Worldwide Plaza Trust 2017-WWP | 0.10% | -0.00 | $431,696.83 | 390,000 | Securitized | NON AGENCY CMBS | United States | 3.53% | NR | 10-Nov-2036 | 6.38 |
| Federal National Mortgage Assn. | 0.10% | N/A | $429,201.59 | 406,242 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.76 |
| Micron Technology | 0.10% | 0.00 | $428,775.53 | 375,000 | Corporates | Technology | United States | 4.19% | Baa3 | 15-Feb-2027 | 5.56 |
| SGSP Australia Assets Pty | 0.10% | 0.00 | $428,515.32 | 400,000 | Government Related | Owned No Guarantee | Australia | 3.30% | A3 | 09-Apr-2023 | 2.39 |
| AT&T | 0.10% | 0.00 | $427,848.73 | 405,000 | Corporates | Communications | United States | 2.30% | Baa2 | 01-Jun-2027 | 6.09 |
| Neuberger Berman Loan Advisers CLO 29 | 0.10% | 0.00 | $426,881.43 | 430,000 | Securitized | ABS Other | United States | 1.40% | Aaa | 19-Oct-2031 | 0.20 |
| Aib | 0.10% | 0.00 | $426,643.70 | 390,000 | Corporates | Banking | Ireland | 4.26% | Baa2 | 10-Apr-2025 | 3.23 |
| Anglo American Capital | 0.10% | -0.00 | $426,402.16 | 405,000 | Corporates | Basic Industry | United Kingdom | 4.13% | Baa2 | 27-Sep-2022 | 1.92 |
| AT&T | 0.10% | -0.00 | $424,213.82 | 415,000 | Corporates | Communications | United States | 3.65% | Baa2 | 01-Jun-2051 | 18.59 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.10% | 0.01 | $422,903.18 | 415,000 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 03-Apr-2026 | 4.69 |
| Ross Stores | 0.10% | N/A | $422,665.23 | 315,000 | Corporates | Consumer Cyclical | United States | 5.45% | A2 | 15-Apr-2050 | 16.39 |
| Becton Dickinson And | 0.10% | 0.00 | $422,582.95 | 375,000 | Corporates | Consumer Non Cyclical | United States | 3.79% | Ba1 | 20-May-2050 | 18.57 |
| SBA Tower Trust | 0.10% | 0.00 | $422,383.51 | 400,000 | Corporates | Communications | United States | 2.84% | A2 | 15-Jan-2025 | 4.02 |
| U.S. Treasury Bonds | 0.10% | -0.00 | $421,523.44 | 300,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-May-2048 | 20.65 |
| Oracle | 0.10% | -0.00 | $420,717.05 | 370,000 | Corporates | Technology | United States | 3.60% | A3 | 01-Apr-2050 | 19.21 |
| SMART ABS Series 2016-2US Trust | 0.10% | -0.03 | $418,160.16 | 416,877 | Securitized | Car Loan | Australia | 2.05% | Aaa | 14-Dec-2022 | 0.39 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $416,929.10 | 390,354 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.55 |
| Ford Credit Floorplan Master Owner Trust | 0.10% | 0.00 | $416,346.41 | 400,000 | Securitized | Car Loan | United States | 2.48% | NR | 15-Sep-2024 | 1.91 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $415,801.25 | 388,734 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.55 |
| Martin Marietta Materials | 0.10% | 0.00 | $414,284.78 | 370,000 | Corporates | Capital Goods | United States | 4.25% | Baa3 | 02-Jul-2024 | 3.28 |
| Smb Private Education Loan Trust 2017 | 0.10% | -0.00 | $413,477.47 | 413,739 | Securitized | Student Loan | United States | 1.05% | Aaa | 15-Sep-2034 | 0.04 |
| HSBC Holdings | 0.10% | 0.00 | $413,153.11 | 405,000 | Corporates | Banking | United Kingdom | 2.10% | A2 | 04-Jun-2026 | 4.42 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 0.10% | 0.00 | $412,946.46 | 370,000 | Securitized | NON AGENCY CMBS | United States | 4.04% | Aa2 | 15-May-2048 | 4.39 |
| Hyundai Capital America | 0.10% | 0.00 | $412,160.72 | 400,000 | Corporates | Consumer Cyclical | United States | 2.38% | Baa1 | 10-Feb-2023 | 2.29 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $412,115.61 | 384,213 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.84 |
| Government National Mortgage Assn. | 0.10% | -0.01 | $410,564.23 | 378,384 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2043 | 2.54 |
| Boston Properties | 0.10% | -0.00 | $408,426.77 | 365,000 | Corporates | REITs | United States | 3.65% | Baa1 | 01-Feb-2026 | 4.72 |
| Smb Private Education Loan Trust 2015 | 0.09% | 0.00 | $407,764.50 | 400,000 | Securitized | Student Loan | United States | 1.90% | Aaa | 17-May-2032 | 0.05 |
| Pacific Gas & Electric | 0.09% | -0.01 | $404,987.57 | 440,000 | Corporates | Electric | United States | 3.30% | Baa3 | 01-Aug-2040 | 14.33 |
| NiSource | 0.09% | 0.00 | $404,544.73 | 350,000 | Corporates | Natural Gas | United States | 3.60% | Baa2 | 01-May-2030 | 8.05 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $403,373.76 | 362,391 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2047 | 1.23 |
| Energy Transfer Operating | 0.09% | -0.00 | $402,989.98 | 380,000 | Corporates | Energy | United States | 6.25% | Baa3 | 15-Apr-2049 | 13.17 |
| Israel Government International Bond | 0.09% | 0.00 | $401,542.50 | 360,000 | Government Related | Sovereign | Israel | 2.75% | A1 | 03-Jul-2030 | 8.65 |
| Intercontinental Exchange | 0.09% | N/A | $401,534.10 | 400,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 1.85% | A3 | 15-Sep-2032 | 10.71 |
| Cigna | 0.09% | N/A | $401,309.27 | 357,000 | Corporates | Consumer Non Cyclical | United States | 3.40% | Baa2 | 01-Mar-2027 | 5.68 |
| Bank of America | 0.09% | -0.00 | $399,950.03 | 390,000 | Corporates | Banking | United States | 2.68% | A2 | 19-Jun-2041 | 15.69 |
| Federal National Mortgage Assn. | 0.09% | N/A | $399,408.96 | 365,831 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 3.28 |
| Natwest | 0.09% | N/A | $398,632.53 | 380,000 | Corporates | Banking | United Kingdom | 3.50% | Baa2 | 15-May-2023 | 1.56 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.09% | 0.00 | $397,929.56 | 405,000 | Securitized | NON AGENCY CMBS | United States | 0.85% | NR | 15-Jan-2033 | 0.58 |
| Santander Retail Auto Lease Trust 2019 | 0.09% | 0.00 | $396,508.85 | 385,000 | Securitized | Car Loan | United States | 3.01% | Aa1 | 22-May-2023 | 1.27 |
| Federal National Mortgage Assn. | 0.09% | -0.06 | $395,718.55 | 357,143 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.58 |
| Towd Point Mortgage Trust 2016-5 | 0.09% | -0.01 | $395,285.29 | 385,575 | Securitized | CMO | United States | 2.50% | Aaa | 25-Oct-2056 | 1.63 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $392,941.71 | 354,721 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Dec-2047 | 0.96 |
| Becton Dickinson And | 0.09% | 0.00 | $392,680.41 | 360,000 | Corporates | Consumer Non Cyclical | United States | 2.82% | Ba1 | 20-May-2030 | 8.37 |
| Sequoia Mortgage Trust 2018-CH3 | 0.09% | -0.01 | $391,343.90 | 377,844 | Securitized | CMO | United States | 4.00% | Aaa | 25-Aug-2048 | 2.38 |
| Indonesia Government International Bond | 0.09% | 0.00 | $390,569.47 | 370,000 | Government Related | Sovereign | Indonesia | 2.85% | Baa2 | 14-Feb-2030 | 8.28 |
| Verus Securitization Trust 2018-2 | 0.09% | -0.01 | $386,318.16 | 378,729 | Securitized | CMO | United States | 3.68% | NR | 01-Jun-2058 | 1.81 |
| American Express Credit Account Master Trust | 0.09% | 0.00 | $386,009.00 | 385,000 | Securitized | Credit Card | United States | 0.73% | Aa2 | 18-Feb-2025 | 0.05 |
| Federal National Mortgage Assn. | 0.09% | -0.01 | $384,526.79 | 360,204 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2030 | 2.67 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.09% | N/A | $383,809.69 | 345,000 | Corporates | Communications | United States | 3.75% | Ba1 | 15-Feb-2028 | 6.37 |
| Vereit Operating Partnership | 0.09% | 0.00 | $383,795.93 | 358,000 | Corporates | REITs | United States | 3.95% | Baa3 | 15-Aug-2027 | 5.92 |
| SBA Tower Trust | 0.09% | -0.00 | $381,076.99 | 360,000 | Corporates | Communications | United States | 3.87% | A2 | 08-Oct-2024 | 2.56 |
| Federal National Mortgage Assn. | 0.09% | N/A | $380,857.46 | 352,936 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2048 | 2.64 |
| Federal National Mortgage Assn. | 0.09% | N/A | $378,428.69 | 348,094 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 3.29 |
| HSBC Holdings | 0.09% | -0.00 | $377,875.01 | 365,000 | Corporates | Banking | United Kingdom | 3.26% | A2 | 13-Mar-2023 | 1.42 |
| Federal National Mortgage Assn. | 0.09% | N/A | $374,635.75 | 342,655 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.21 |
| Federal National Mortgage Assn. | 0.09% | -0.00 | $372,994.54 | 341,514 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2032 | 2.38 |
| Verizon Owner Trust 2018-1 | 0.09% | 0.00 | $372,869.68 | 365,000 | Securitized | ABS Other | United States | 3.20% | NR | 20-Sep-2022 | 0.97 |
| Federal National Mortgage Assn. | 0.09% | -0.01 | $372,182.08 | 348,544 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 3.47 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $370,489.11 | 343,163 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 0.82 |
| Brixmor Operating Partnership | 0.09% | 0.00 | $369,457.73 | 335,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-Jun-2026 | 4.93 |
| Government National Mortgage Assn. | 0.09% | -0.01 | $368,863.40 | 333,697 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jan-2048 | 1.72 |
| Unitedhealth | 0.08% | 0.00 | $361,870.18 | 340,000 | Corporates | Insurance | United States | 2.90% | A3 | 15-May-2050 | 20.43 |
| Applebee S Funding Llc / Ihop Funding | 0.08% | 0.00 | $360,154.29 | 385,000 | Securitized | ABS Other | United States | 4.19% | NR | 07-Jun-2049 | 3.34 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $360,122.03 | 322,024 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-May-2048 | 1.19 |
| CVS Health | 0.08% | N/A | $359,805.49 | 365,000 | Corporates | Consumer Non Cyclical | United States | 1.30% | Baa2 | 21-Aug-2027 | 6.54 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.08% | -0.01 | $359,724.30 | 349,568 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2049 | 1.09 |
| Simon Property | 0.08% | N/A | $359,005.11 | 355,000 | Corporates | REITs | United States | 2.65% | A2 | 15-Jul-2030 | 8.53 |
| Federal National Mortgage Assn. | 0.08% | N/A | $357,926.05 | 335,079 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 3.44 |
| Simon Property | 0.08% | N/A | $357,276.45 | 325,000 | Corporates | REITs | United States | 3.50% | A2 | 01-Sep-2025 | 4.37 |
| Virginia Commonwealth Transportation Board | 0.08% | 0.00 | $356,759.27 | 265,000 | Government Related | Local Authorities | United States | 5.35% | Aa1 | 15-May-2035 | 8.08 |
| Palisades Center Trust 2016-PLSD | 0.08% | -0.02 | $352,699.24 | 445,000 | Securitized | NON AGENCY CMBS | United States | 2.71% | A1 | 13-Apr-2033 | 0.53 |
| Brixmor Operating Partnership | 0.08% | 0.00 | $352,365.25 | 332,000 | Corporates | REITs | United States | 3.90% | Baa3 | 15-Mar-2027 | 5.61 |
| Boardwalk Pipelines | 0.08% | 0.00 | $350,854.51 | 315,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Dec-2024 | 3.61 |
| Comcast | 0.08% | -0.00 | $350,824.73 | 260,000 | Corporates | Communications | United States | 4.70% | A3 | 15-Oct-2048 | 17.31 |
| Federal National Mortgage Assn. | 0.08% | N/A | $350,498.41 | 303,530 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2041 | 4.25 |
| Natwest | 0.08% | N/A | $350,280.43 | 315,000 | Corporates | Banking | United Kingdom | 5.13% | Baa3 | 28-May-2024 | 3.30 |
| Federal National Mortgage Assn. | 0.08% | N/A | $349,790.61 | 324,891 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2046 | 2.55 |
| World Omni Auto Receivables Trust 2017 | 0.08% | 0.00 | $345,612.07 | 340,000 | Securitized | Car Loan | United States | 2.37% | NR | 15-May-2024 | 2.33 |
| Federal National Mortgage Assn. | 0.08% | N/A | $343,994.38 | 321,723 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2050 | 3.45 |
| CVS Health | 0.08% | 0.00 | $343,223.00 | 295,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 01-Apr-2030 | 8.06 |
| Federal National Mortgage Assn. | 0.08% | N/A | $341,568.48 | 313,206 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2049 | 3.28 |
| Wells Fargo | 0.08% | 0.00 | $341,530.78 | 325,000 | Corporates | Banking | United States | 2.19% | A2 | 30-Apr-2026 | 4.33 |
| Federal National Mortgage Assn. | 0.08% | N/A | $337,357.73 | 310,342 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2048 | 1.98 |
| Fiserv | 0.08% | -0.00 | $336,017.32 | 300,000 | Corporates | Technology | United States | 3.20% | Baa2 | 01-Jul-2026 | 5.17 |
| AbbVie | 0.08% | -0.00 | $335,664.34 | 270,000 | Corporates | Consumer Non Cyclical | United States | 4.70% | Baa2 | 14-May-2045 | 15.62 |
| Ashford Hospitality Trust 2018-ASHF | 0.08% | 0.00 | $332,868.19 | 355,000 | Securitized | NON AGENCY CMBS | United States | 1.40% | NR | 15-Apr-2035 | 0.61 |
| Vodafone | 0.08% | -0.00 | $327,989.27 | 250,000 | Corporates | Communications | United Kingdom | 5.25% | Baa2 | 30-May-2048 | 16.26 |
| State of Oregon doT | 0.08% | N/A | $327,081.80 | 325,000 | Government Related | Local Authorities | United States | 1.66% | Aa1 | 15-Nov-2031 | 9.89 |
| BBVA Bancomer SA/Texas | 0.08% | 0.00 | $323,927.62 | 295,000 | Corporates | Banking | Mexico | 4.38% | Baa1 | 10-Apr-2024 | 3.22 |
| Towd Point Mortgage Trust 2018-5 | 0.08% | -0.00 | $322,941.98 | 301,161 | Securitized | CMO | United States | 3.25% | Aa1 | 25-Jul-2058 | 3.84 |
| Brixmor Operating Partnership | 0.07% | 0.00 | $317,126.91 | 299,000 | Corporates | REITs | United States | 3.65% | Baa3 | 15-Jun-2024 | 3.33 |
| Government National Mortgage Assn. | 0.07% | N/A | $316,782.04 | 291,519 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2043 | 2.54 |
| Highwoods Realty | 0.07% | 0.00 | $316,352.01 | 285,000 | Corporates | REITs | United States | 4.13% | Baa2 | 15-Mar-2028 | 6.37 |
| Vodafone | 0.07% | 0.00 | $316,179.07 | 250,000 | Corporates | Communications | United Kingdom | 5.00% | Baa2 | 30-May-2038 | 12.46 |
| Federal National Mortgage Assn. | 0.07% | N/A | $310,425.18 | 293,820 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.51 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.07% | -0.01 | $309,840.63 | 299,998 | Securitized | CMO | United States | 3.99% | NR | 25-Nov-2048 | 1.40 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $307,418.15 | 284,828 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 2.74 |
| Volkswagen Group of America Finance | 0.07% | 0.00 | $306,525.71 | 280,000 | Corporates | Consumer Cyclical | Germany | 3.20% | A3 | 26-Sep-2026 | 5.40 |
| Government National Mortgage Assn. | 0.07% | N/A | $304,520.04 | 286,501 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2049 | -0.08 |
| Kinder Morgan | 0.07% | 0.00 | $304,249.31 | 265,000 | Corporates | Energy | United States | 5.63% | Baa2 | 15-Nov-2023 | 2.65 |
| Galton Funding Mortgage Trust 2018-2 | 0.07% | -0.01 | $303,775.02 | 291,358 | Securitized | CMO | United States | 4.00% | NR | 25-Oct-2058 | 2.74 |
| Intercontinental Exchange | 0.07% | N/A | $302,115.94 | 300,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 2.65% | A3 | 15-Sep-2040 | 15.75 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $301,723.68 | 281,851 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2045 | 0.96 |
| Capital One Multi-Asset Execution Trust | 0.07% | -0.00 | $300,912.50 | 310,000 | Securitized | Credit Card | United States | 0.83% | Aa3 | 15-May-2028 | 0.14 |
| Federal National Mortgage Assn. | 0.07% | N/A | $300,419.14 | 278,154 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.73 |
| Government National Mortgage Assn. | 0.07% | N/A | $300,203.43 | 277,356 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jun-2048 | 0.19 |
| Barclays | 0.07% | 0.00 | $300,016.18 | 275,000 | Corporates | Banking | United Kingdom | 4.34% | Baa2 | 16-May-2024 | 2.46 |
| U.S. Treasury Bonds | 0.07% | -0.00 | $299,428.13 | 240,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-May-2046 | 20.34 |
| Federal National Mortgage Assn. | 0.07% | -0.01 | $295,968.58 | 273,032 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.29 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.07% | -0.09 | $295,741.19 | 294,111 | Securitized | Car Loan | United States | 2.40% | Aaa | 18-May-2022 | 0.11 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $295,141.55 | 279,621 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.15 |
| NiSource | 0.07% | N/A | $294,261.00 | 300,000 | Corporates | Natural Gas | United States | 1.70% | Baa2 | 15-Feb-2031 | 9.47 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $293,841.71 | 248,465 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jun-2035 | 4.06 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $292,532.61 | 272,376 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2032 | 3.01 |
| Perrigo Finance Unlimited | 0.07% | 0.00 | $291,518.34 | 265,000 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa3 | 15-Dec-2024 | 3.69 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.07% | 0.00 | $289,100.84 | 288,256 | Securitized | NON AGENCY CMBS | United States | 1.03% | NR | 15-Sep-2034 | 0.73 |
| SMBC Aviation Capital Finance DAC | 0.07% | 0.00 | $287,424.56 | 280,000 | Corporates | Finance Companies | Ireland | 3.00% | NR | 15-Jul-2022 | 1.67 |
| Federal National Mortgage Assn. | 0.07% | -0.00 | $286,539.95 | 266,469 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.37 |
| Avis Budget Rental Car Funding AESOP | 0.07% | 0.00 | $286,226.83 | 270,000 | Securitized | Car Loan | United States | 3.35% | Aa2 | 22-Sep-2025 | 3.54 |
| DRIVEN BRANDS FUNDING | 0.07% | 0.00 | $285,280.17 | 265,950 | Securitized | ABS Other | United States | 4.64% | NR | 20-Apr-2049 | 4.78 |
| Pacific Gas & Electric | 0.07% | -0.01 | $281,452.46 | 300,000 | Corporates | Electric | United States | 3.95% | Baa3 | 01-Dec-2047 | 16.47 |
| Anthem | 0.07% | 0.00 | $280,578.05 | 270,000 | Corporates | Insurance | United States | 2.25% | Baa2 | 15-May-2030 | 8.55 |
| Capital One Financial | 0.07% | -0.00 | $279,471.82 | 255,000 | Corporates | Banking | United States | 3.90% | Baa1 | 29-Jan-2024 | 3.06 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $278,237.88 | 250,006 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Sep-2047 | 1.23 |
| Citigroup Commercial Mortgage Trust 2018-B2 | 0.06% | N/A | $278,170.45 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.67% | NR | 10-Mar-2051 | 6.27 |
| Comcast | 0.06% | N/A | $276,895.50 | 295,000 | Corporates | Communications | United States | 2.45% | A3 | 15-Aug-2052 | 22.24 |
| Transcontinental Gas Pipe Line | 0.06% | -0.00 | $275,420.27 | 240,000 | Corporates | Energy | United States | 4.60% | Baa2 | 15-Mar-2048 | 16.55 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $274,569.85 | 253,663 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2036 | 1.48 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $272,496.04 | 248,820 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2048 | 0.54 |
| Sequoia Mortgage Trust 2017-CH2 | 0.06% | -0.01 | $272,205.17 | 264,219 | Securitized | CMO | United States | 4.00% | Aaa | 25-Dec-2047 | 2.50 |
| Federal National Mortgage Assn. | 0.06% | N/A | $271,527.33 | 260,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2027 | 0.81 |
| Crown Castle Towers | 0.06% | 0.00 | $270,258.51 | 255,000 | Corporates | Communications | United States | 3.66% | A2 | 15-May-2025 | 3.17 |
| JPMorgan Chase | 0.06% | 0.00 | $270,173.59 | 240,000 | Corporates | Banking | United States | 3.30% | A2 | 01-Apr-2026 | 4.92 |
| Booking Holdings | 0.06% | N/A | $269,133.16 | 220,000 | Corporates | Consumer Cyclical | United States | 4.63% | A3 | 13-Apr-2030 | 7.70 |
| Ausgrid Finance Pty | 0.06% | 0.00 | $268,867.71 | 250,000 | Corporates | Electric | Australia | 3.85% | Baa1 | 01-May-2023 | 2.23 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $267,000.10 | 246,872 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2046 | 0.69 |
| Kaiser Foundation Hospitals | 0.06% | 0.00 | $265,539.43 | 250,000 | Corporates | Consumer Non Cyclical | United States | 3.50% | NR | 01-Apr-2022 | 1.47 |
| University of North Carolina at Chapel Hill | 0.06% | N/A | $264,908.67 | 210,000 | Government Related | Local Authorities | United States | 3.85% | Aaa | 01-Dec-2034 | 10.53 |
| Qatar Government International Bond | 0.06% | 0.00 | $262,145.83 | 240,000 | Government Related | Sovereign | Qatar | 3.88% | Aa3 | 23-Apr-2023 | 2.42 |
| Dallas Fort Worth International Airport | 0.06% | N/A | $261,550.04 | 260,000 | Government Related | Local Authorities | United States | 2.92% | A1 | 01-Nov-2050 | 17.88 |
| Federal National Mortgage Assn. | 0.06% | N/A | $261,486.00 | 239,852 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2034 | 2.80 |
| Government National Mortgage Assn. | 0.06% | -0.00 | $261,337.32 | 237,349 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 4.79 |
| Transurban Finance Co Pty | 0.06% | N/A | $261,141.25 | 255,000 | Corporates | Transportation | Australia | 2.45% | Baa1 | 16-Mar-2031 | 9.20 |
| Federal National Mortgage Assn. | 0.06% | N/A | $260,700.42 | 243,303 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2049 | 1.96 |
| Unitedhealth | 0.06% | 0.02 | $260,562.62 | 245,000 | Corporates | Insurance | United States | 2.75% | A3 | 15-May-2040 | 15.43 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $255,281.40 | 237,831 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.55 |
| NRG Energy | 0.06% | 0.04 | $252,750.01 | 225,000 | Corporates | Electric | United States | 4.45% | Baa3 | 15-Jun-2029 | 7.14 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $252,342.85 | 236,497 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 3.47 |
| Autoridad del Canal de Panama | 0.06% | 0.00 | $252,288.50 | 200,000 | Government Related | Owned No Guarantee | Panama | 4.95% | A1 | 29-Jul-2035 | 10.66 |
| Energy Transfer Operating | 0.06% | 0.04 | $252,089.82 | 230,000 | Corporates | Energy | United States | 5.25% | Baa3 | 15-Apr-2029 | 6.71 |
| Danske Bank | 0.06% | 0.01 | $251,204.93 | 235,000 | Corporates | Banking | Denmark | 3.24% | Baa3 | 20-Dec-2025 | 3.93 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $250,974.08 | 238,208 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2029 | 2.12 |
| Braskem Finance | 0.06% | 0.00 | $249,349.23 | 244,000 | Corporates | Basic Industry | Brazil | 7.38% | Ba1 | 04-Jan-2169 | 0.02 |
| Government National Mortgage Assn. | 0.06% | 0.06 | $248,571.09 | 227,111 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2047 | 0.76 |
| City of New York NY | 0.06% | -0.00 | $248,410.94 | 165,000 | Government Related | Local Authorities | United States | 6.27% | Aa1 | 01-Dec-2037 | 10.66 |
| Apple | 0.06% | 0.00 | $247,743.27 | 235,000 | Corporates | Technology | United States | 2.65% | Aa1 | 11-May-2050 | 21.05 |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 0.06% | -0.00 | $246,644.62 | 175,000 | Government Related | Local Authorities | United States | 5.51% | Aa1 | 01-Aug-2037 | 10.54 |
| AT&T | 0.06% | N/A | $245,660.05 | 245,000 | Corporates | Communications | United States | 2.25% | Baa2 | 01-Feb-2032 | 9.96 |
| Freddie Mac Whole Loan Securities Trust | 0.06% | -0.00 | $244,781.87 | 243,805 | Securitized | CMO | United States | 3.59% | A3 | 25-Dec-2046 | 1.61 |
| Highwoods Realty | 0.06% | 0.00 | $244,307.93 | 235,000 | Corporates | REITs | United States | 3.05% | Baa2 | 15-Feb-2030 | 8.10 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $244,114.50 | 223,404 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.03 |
| Brixmor Operating Partnership | 0.06% | 0.03 | $243,931.92 | 225,000 | Corporates | REITs | United States | 4.05% | Baa3 | 01-Jul-2030 | 7.98 |
| HSBC Holdings | 0.06% | 0.01 | $242,053.63 | 200,000 | Corporates | Banking | United Kingdom | 4.95% | A2 | 31-Mar-2030 | 7.85 |
| Avolon Holdings Funding | 0.06% | 0.04 | $241,896.61 | 250,000 | Corporates | Finance Companies | Ireland | 4.38% | Baa3 | 01-May-2026 | 4.75 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $241,796.54 | 202,977 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2041 | 4.00 |
| Hasbro | 0.06% | 0.00 | $241,709.19 | 225,000 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa3 | 19-Nov-2026 | 5.40 |
| COLT 2018-4 Mortgage Loan Trust | 0.06% | N/A | $240,540.71 | 236,082 | Securitized | CMO | United States | 4.01% | NR | 28-Dec-2048 | 1.29 |
| Bermuda Government International Bond | 0.06% | 0.00 | $240,399.50 | 200,000 | Government Related | Sovereign | Bermuda | 4.75% | A2 | 15-Feb-2029 | 6.94 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $240,148.44 | 215,807 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2045 | 3.91 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $239,784.76 | 228,331 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2050 | 1.85 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $236,318.02 | 221,223 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | 3.39 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $235,605.45 | 224,038 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2047 | 2.08 |
| DRIVEN BRANDS FUNDING | 0.05% | 0.00 | $235,364.38 | 225,000 | Securitized | ABS Other | United States | 3.79% | NR | 20-Jul-2050 | 5.82 |
| Province of Ontario Canada | 0.05% | -0.00 | $235,179.02 | 230,000 | Government Related | Local Authorities | Canada | 2.50% | Aa3 | 10-Sep-2021 | 0.94 |
| QVC | 0.05% | 0.00 | $233,707.04 | 225,000 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 15-Mar-2023 | 2.32 |
| Mill City Mortgage Loan Trust 2018-1 | 0.05% | -0.00 | $232,425.21 | 221,897 | Securitized | CMO | United States | 3.25% | NR | 25-May-2062 | 2.32 |
| Ashford Hospitality Trust 2018-ASHF | 0.05% | 0.00 | $232,113.54 | 242,524 | Securitized | NON AGENCY CMBS | United States | 1.05% | NR | 15-Apr-2035 | 0.65 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $231,495.61 | 216,432 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2047 | 3.10 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $231,271.55 | 200,099 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2039 | 4.08 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $230,945.84 | 205,603 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2042 | 3.81 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $230,465.09 | 208,555 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 2.58 |
| NXP BV / NXP Funding | 0.05% | -0.00 | $230,271.01 | 195,000 | Corporates | Technology | Netherlands | 5.35% | Baa3 | 01-Mar-2026 | 4.68 |
| Hyundai Capital America | 0.05% | N/A | $229,275.21 | 230,000 | Corporates | Consumer Cyclical | United States | 1.80% | Baa1 | 15-Oct-2025 | 4.77 |
| Tampa-Hillsborough County Expressway Authority | 0.05% | N/A | $228,054.26 | 225,000 | Government Related | Local Authorities | United States | 1.94% | A2 | 01-Jul-2030 | 8.93 |
| CVS Health | 0.05% | 0.05 | $227,884.18 | 200,000 | Corporates | Consumer Non Cyclical | United States | 3.63% | Baa2 | 01-Apr-2027 | 5.78 |
| Vereit Operating Partnership | 0.05% | -0.00 | $227,006.52 | 210,000 | Corporates | REITs | United States | 4.60% | Baa3 | 06-Feb-2024 | 2.92 |
| Boston Properties | 0.05% | -0.00 | $222,562.88 | 205,000 | Corporates | REITs | United States | 3.25% | Baa1 | 30-Jan-2031 | 8.76 |
| Sequoia Mortgage Trust 2017-5 | 0.05% | 0.00 | $221,514.03 | 207,927 | Securitized | CMO | United States | 3.82% | Aa2 | 25-Aug-2047 | 6.27 |
| Booking Holdings | 0.05% | 0.01 | $221,440.14 | 185,000 | Corporates | Consumer Cyclical | United States | 4.50% | A3 | 13-Apr-2027 | 5.59 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $221,056.76 | 198,058 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Sep-2045 | 3.34 |
| Banco Santander | 0.05% | 0.00 | $220,894.73 | 200,000 | Corporates | Banking | Spain | 3.49% | Baa1 | 28-May-2030 | 8.24 |
| Corp Nacional del Cobre de Chile | 0.05% | 0.00 | $220,285.11 | 200,000 | Government Related | Owned No Guarantee | Chile | 3.63% | A3 | 01-Aug-2027 | 5.96 |
| George Washington University | 0.05% | 0.00 | $220,129.96 | 200,000 | Corporates | Industrial Other | United States | 3.55% | A1 | 15-Sep-2046 | 17.88 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $218,493.17 | 198,333 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2049 | 0.89 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $217,184.57 | 199,015 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2049 | 4.40 |
| HSBC Holdings | 0.05% | 0.00 | $216,901.69 | 200,000 | Corporates | Banking | United Kingdom | 3.95% | A2 | 18-May-2024 | 2.48 |
| Ross Stores | 0.05% | N/A | $216,851.33 | 175,000 | Corporates | Consumer Cyclical | United States | 4.80% | A2 | 15-Apr-2030 | 7.66 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.05% | 0.00 | $216,734.74 | 205,000 | Securitized | NON AGENCY CMBS | United States | 3.75% | NR | 15-Aug-2031 | 3.62 |
| Danske Bank | 0.05% | 0.00 | $216,144.98 | 200,000 | Corporates | Banking | Denmark | 3.88% | Baa3 | 12-Sep-2023 | 2.80 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $216,020.59 | 197,619 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2047 | 0.80 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $214,456.86 | 192,215 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2045 | 1.98 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $213,967.57 | 200,276 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2043 | 3.28 |
| Utah Transit Authority | 0.05% | 0.00 | $212,372.55 | 145,000 | Government Related | Local Authorities | United States | 5.94% | Aa2 | 15-Jun-2039 | 11.24 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $212,027.86 | 200,019 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 1.94 |
| AbbVie | 0.05% | 0.00 | $211,929.51 | 190,000 | Corporates | Consumer Non Cyclical | United States | 3.20% | Baa2 | 21-Nov-2029 | 7.85 |
| Perrigo Finance Unlimited | 0.05% | 0.00 | $209,303.71 | 200,000 | Corporates | Consumer Non Cyclical | United States | 3.15% | Baa3 | 15-Jun-2030 | 8.27 |
| Roper Technologies | 0.05% | 0.03 | $209,054.44 | 190,000 | Corporates | Capital Goods | United States | 2.95% | Baa2 | 15-Sep-2029 | 7.86 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $208,927.49 | 175,640 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2038 | 4.07 |
| Indonesia Government International Bond | 0.05% | -0.00 | $208,738.06 | 200,000 | Government Related | Sovereign | Indonesia | 3.70% | Baa2 | 08-Jan-2022 | 1.24 |
| Danske Bank | 0.05% | -0.00 | $204,061.58 | 200,000 | Corporates | Banking | Denmark | 3.00% | Baa3 | 20-Sep-2022 | 0.96 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $203,633.09 | 188,646 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2033 | 2.60 |
| Danske Bank | 0.05% | -0.00 | $202,929.80 | 200,000 | Corporates | Banking | Denmark | 2.00% | A3 | 08-Sep-2021 | 0.93 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $201,967.49 | 186,887 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 3.11 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $201,806.85 | 187,671 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.46 |
| JobsOhio Beverage System | 0.05% | 0.00 | $201,284.11 | 155,000 | Government Related | Local Authorities | United States | 4.53% | Aa3 | 01-Jan-2035 | 9.34 |
| Ubs | 0.05% | N/A | $200,649.87 | 200,000 | Corporates | Banking | Switzerland | 1.36% | NR | 30-Jan-2027 | 5.13 |
| Booking Holdings | 0.05% | 0.00 | $200,566.31 | 175,000 | Corporates | Consumer Cyclical | United States | 4.10% | A3 | 13-Apr-2025 | 4.06 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $200,194.17 | 184,554 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 1.67 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $199,806.24 | 186,859 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.18 |
| Fox | 0.05% | 0.04 | $199,480.59 | 165,000 | Corporates | Communications | United States | 4.71% | Baa2 | 25-Jan-2029 | 6.90 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $198,979.30 | 179,157 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jun-2048 | 2.95 |
| Cameron LNG | 0.05% | 0.01 | $198,683.69 | 175,000 | Corporates | Energy | United States | 3.30% | A3 | 15-Jan-2035 | 11.54 |
| Las Vegas Sands | 0.05% | 0.02 | $198,618.25 | 195,000 | Corporates | Consumer Cyclical | United States | 3.50% | Baa3 | 18-Aug-2026 | 5.22 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $197,435.50 | 180,898 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.51 |
| SLM Student Loan Trust 2008-9 | 0.05% | -0.00 | $195,779.15 | 198,697 | Securitized | Student Loan | United States | 1.74% | Baa3 | 25-Apr-2023 | 0.05 |
| Unitedhealth | 0.05% | 0.01 | $195,346.53 | 185,000 | Corporates | Insurance | United States | 2.00% | A3 | 15-May-2030 | 8.68 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | 0.00 | $193,249.13 | 180,000 | Securitized | NON AGENCY CMBS | United States | 4.08% | NR | 15-Jun-2050 | 5.87 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $192,420.30 | 176,322 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2049 | 4.20 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $191,487.61 | 176,971 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.84 |
| General Motors Financial | 0.04% | 0.03 | $191,111.65 | 175,000 | Corporates | Consumer Cyclical | United States | 4.00% | Baa3 | 06-Oct-2026 | 5.16 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $190,741.52 | 174,783 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2047 | 4.46 |
| Marsh & McLennan | 0.04% | 0.00 | $190,408.42 | 180,000 | Corporates | Insurance | United States | 2.25% | Baa1 | 15-Nov-2030 | 8.98 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $190,203.78 | 164,407 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 4.11 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.04% | 0.04 | $190,095.82 | 187,616 | Securitized | Car Loan | United States | 3.35% | Aaa | 17-Jul-2023 | 0.34 |
| Fifth Third Bancorp | 0.04% | 0.00 | $189,907.42 | 175,000 | Corporates | Banking | United States | 2.55% | Baa1 | 05-May-2027 | 6.02 |
| General Motors Financial | 0.04% | 0.03 | $188,199.52 | 170,000 | Corporates | Consumer Cyclical | United States | 4.35% | Baa3 | 09-Apr-2025 | 3.95 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.04% | -0.00 | $187,676.86 | 185,427 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2058 | 2.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.01 | $187,598.36 | 180,000 | Corporates | Finance Companies | Ireland | 4.88% | Baa3 | 16-Jan-2024 | 2.96 |
| Heathrow Funding | 0.04% | -0.00 | $186,312.69 | 180,000 | Corporates | Transportation | United Kingdom | 4.88% | NR | 15-Jul-2021 | 0.77 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | 0.00 | $186,309.34 | 165,000 | Securitized | NON AGENCY CMBS | United States | 3.77% | Aa2 | 15-Jun-2050 | 5.94 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $183,654.11 | 168,078 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2045 | 3.20 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $183,631.80 | 167,976 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2049 | 0.54 |
| COMM 2015-LC21 Mortgage Trust | 0.04% | 0.00 | $183,575.90 | 170,000 | Securitized | NON AGENCY CMBS | United States | 4.34% | NR | 10-Jul-2048 | 4.27 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $183,525.94 | 168,925 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2043 | 2.54 |
| Becton Dickinson And | 0.04% | 0.00 | $182,754.55 | 175,000 | Corporates | Consumer Non Cyclical | United States | 2.89% | Ba1 | 06-Jun-2022 | 1.56 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $182,367.50 | 152,903 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2034 | 3.98 |
| Cigna | 0.04% | -0.00 | $181,893.94 | 175,000 | Corporates | Consumer Non Cyclical | United States | 2.40% | Baa2 | 15-Mar-2030 | 8.43 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $181,808.31 | 165,744 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Feb-2044 | 2.71 |
| Mmaf Equipment Finance Llc 2016 | 0.04% | -0.01 | $181,021.55 | 180,049 | Securitized | ABS Other | United States | 1.76% | Aaa | 17-Jan-2023 | 0.36 |
| Cameron LNG | 0.04% | 0.01 | $177,560.18 | 160,000 | Corporates | Energy | United States | 2.90% | A3 | 15-Jul-2031 | 9.28 |
| Towd Point Mortgage Trust 2017-3 | 0.04% | -0.00 | $176,639.94 | 170,946 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2057 | 1.99 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $176,159.19 | 163,077 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2046 | 0.82 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $175,109.51 | 163,905 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.55 |
| CVS Health | 0.04% | 0.03 | $173,893.18 | 154,000 | Corporates | Consumer Non Cyclical | United States | 4.10% | Baa2 | 25-Mar-2025 | 4.02 |
| Healthcare Realty Trust | 0.04% | N/A | $173,529.64 | 175,000 | Corporates | REITs | United States | 2.05% | Baa2 | 15-Mar-2031 | 9.38 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $173,251.34 | 161,778 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.63 |
| Aflac | 0.04% | 0.00 | $172,320.92 | 145,000 | Corporates | Insurance | United States | 3.60% | A3 | 01-Apr-2030 | 8.12 |
| Prologis | 0.04% | N/A | $171,713.94 | 175,000 | Corporates | REITs | United States | 1.25% | A3 | 15-Oct-2030 | 9.40 |
| City of Houston TX Airport System Revenue | 0.04% | N/A | $171,001.18 | 170,000 | Government Related | Local Authorities | United States | 2.49% | A1 | 01-Jul-2032 | 9.56 |
| JPMorgan Chase | 0.04% | -0.00 | $170,980.36 | 150,000 | Corporates | Banking | United States | 3.90% | A2 | 15-Jul-2025 | 4.21 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $170,129.42 | 142,826 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.77 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 0.04% | 0.00 | $169,966.37 | 170,000 | Securitized | NON AGENCY CMBS | United States | 3.40% | A2 | 15-Aug-2049 | 5.42 |
| Mill City Mortgage Loan Trust 2017-2 | 0.04% | -0.01 | $169,746.52 | 165,925 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2059 | 1.48 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $169,576.45 | 158,544 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2046 | 3.10 |
| Valero Energy | 0.04% | 0.03 | $169,501.15 | 170,000 | Corporates | Energy | United States | 2.15% | Baa2 | 15-Sep-2027 | 6.40 |
| Transurban Finance Co Pty | 0.04% | 0.00 | $168,897.84 | 150,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 02-Feb-2026 | 4.67 |
| Unitedhealth | 0.04% | -0.00 | $167,738.83 | 125,000 | Corporates | Insurance | United States | 4.45% | A3 | 15-Dec-2048 | 17.87 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $167,699.49 | 157,914 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2032 | 2.88 |
| Unitedhealth | 0.04% | -0.00 | $167,413.82 | 145,000 | Corporates | Insurance | United States | 3.50% | A3 | 15-Aug-2039 | 14.35 |
| Energy Transfer Operating | 0.04% | 0.02 | $166,910.80 | 155,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Jun-2028 | 6.27 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $166,151.67 | 152,209 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2047 | 2.74 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.00 | $165,131.80 | 150,000 | Corporates | Finance Companies | Ireland | 6.50% | Baa3 | 15-Jul-2025 | 4.01 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.04% | -0.01 | $164,707.94 | 163,299 | Securitized | CMO | United States | 3.79% | NR | 25-Aug-2058 | 1.41 |
| Fannie Mae REMICS | 0.04% | -0.01 | $164,640.37 | 160,346 | Securitized | CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.49 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $163,706.83 | 156,127 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2032 | 2.25 |
| American Airlines 2017-2 Class AA Pass Through Trust | 0.04% | 0.00 | $161,869.05 | 169,434 | Corporates | Transportation | United States | 3.35% | Baa1 | 15-Oct-2029 | 5.42 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $161,836.00 | 140,151 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2042 | 4.16 |
| Banco Santander Chile | 0.04% | 0.00 | $158,938.71 | 150,000 | Corporates | Banking | Chile | 3.88% | A1 | 20-Sep-2022 | 1.91 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $158,440.36 | 147,537 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.47 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $158,079.98 | 150,000 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2041 | 1.56 |
| Verizon Communications | 0.04% | 0.02 | $156,392.67 | 140,000 | Corporates | Communications | United States | 3.00% | Baa1 | 22-Mar-2027 | 5.86 |
| Omnicom Group Inc / Omnicom Capital | 0.04% | N/A | $156,306.03 | 140,000 | Corporates | Communications | United States | 3.65% | Baa1 | 01-Nov-2024 | 3.59 |
| BAT International Finance | 0.04% | N/A | $155,615.37 | 155,000 | Corporates | Consumer Non Cyclical | United Kingdom | 1.67% | Baa2 | 25-Mar-2026 | 5.21 |
| NiSource | 0.04% | N/A | $155,108.15 | 155,000 | Corporates | Natural Gas | United States | 0.95% | Baa2 | 15-Aug-2025 | 4.72 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $154,701.15 | 145,064 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 2.63 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $152,762.53 | 143,586 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2050 | 2.78 |
| General Motors Financial | 0.04% | 0.02 | $152,348.38 | 150,000 | Corporates | Consumer Cyclical | United States | 4.20% | Baa3 | 01-Mar-2021 | 0.41 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $151,831.95 | 141,279 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.00 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.04% | -0.01 | $151,468.72 | 230,561 | Corporates | Transportation | United States | 3.70% | Ba2 | 15-Oct-2025 | 2.31 |
| Government National Mortgage Association | 0.04% | 0.04 | $150,762.47 | 142,314 | Securitized | CMO | United States | 3.00% | NR | 20-Nov-2047 | -0.18 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $150,187.45 | 138,867 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 3.38 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $148,841.00 | 134,633 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2043 | 3.94 |
| Aker BP | 0.03% | N/A | $148,578.54 | 150,000 | Corporates | Energy | Norway | 2.88% | Ba1 | 15-Jan-2026 | 4.86 |
| FirstKey Mortgage Trust 2014-1 | 0.03% | 0.00 | $148,440.25 | 141,133 | Securitized | CMO | United States | 4.00% | NR | 25-Nov-2044 | 2.89 |
| Cameron LNG | 0.03% | 0.00 | $148,102.74 | 130,000 | Corporates | Energy | United States | 3.70% | A3 | 15-Jan-2039 | 13.67 |
| Energy Transfer Operating | 0.03% | 0.02 | $147,553.33 | 145,000 | Corporates | Energy | United States | 2.90% | Baa3 | 15-May-2025 | 4.23 |
| Simon Property | 0.03% | 0.00 | $147,397.39 | 135,000 | Corporates | REITs | United States | 3.30% | A2 | 15-Jan-2026 | 4.71 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $147,223.20 | 133,030 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2043 | 3.98 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.03% | 0.00 | $146,963.25 | 150,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 15-Jan-2025 | 3.87 |
| Cheniere Corpus Christi Holdings | 0.03% | 0.00 | $146,422.53 | 130,000 | Corporates | Energy | United States | 5.13% | Baa3 | 30-Jun-2027 | 5.47 |
| AT&T | 0.03% | N/A | $145,765.19 | 145,000 | Corporates | Communications | United States | 1.65% | Baa2 | 01-Feb-2028 | 6.86 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $144,982.03 | 135,325 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.47 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $143,530.15 | 128,973 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2046 | 3.91 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $142,345.28 | 134,813 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 0.82 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $140,795.11 | 134,101 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2037 | 0.16 |
| Gray Oak Pipeline | 0.03% | N/A | $140,662.71 | 140,000 | Corporates | Energy | United States | 2.60% | Baa3 | 15-Oct-2025 | 4.67 |
| Volvo Financial Equipment Master Owner Trust | 0.03% | 0.00 | $140,102.98 | 140,000 | Securitized | ABS Other | United States | 0.65% | Aaa | 15-Nov-2022 | 0.04 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $139,762.46 | 121,139 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | 3.77 |
| CVS Health | 0.03% | 0.03 | $138,751.14 | 145,000 | Corporates | Consumer Non Cyclical | United States | 2.70% | Baa2 | 21-Aug-2040 | 15.50 |
| General Electric | 0.03% | 0.01 | $138,748.60 | 172,000 | Corporates | Capital Goods | United States | 5.00% | Baa3 | 15-Jun-2169 | -0.92 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $138,181.60 | 124,851 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.32 |
| South Carolina Public Service Authority | 0.03% | 0.00 | $137,498.61 | 130,000 | Government Related | Local Authorities | United States | 2.39% | A2 | 01-Dec-2023 | 3.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.03% | 0.00 | $136,840.32 | 100,000 | Corporates | Communications | United States | 6.48% | Ba1 | 23-Oct-2045 | 13.92 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $134,832.78 | 121,899 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2041 | 3.32 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $133,656.99 | 125,141 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2044 | 3.47 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $132,522.14 | 121,865 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2043 | 3.29 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $132,286.54 | 118,785 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.48 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $131,791.16 | 111,375 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $131,358.88 | 121,350 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2045 | 3.40 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $130,030.07 | 120,537 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.78 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $129,191.77 | 110,848 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Oct-2038 | 4.29 |
| Verizon Communications | 0.03% | 0.02 | $129,162.34 | 95,000 | Corporates | Communications | United States | 4.75% | Baa1 | 01-Nov-2041 | 14.58 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.03% | -0.00 | $128,838.46 | 125,987 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2055 | 1.63 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 0.03% | 0.00 | $128,817.16 | 115,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa2 | 15-Dec-2047 | 4.60 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $128,477.40 | 113,793 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2040 | 3.71 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $128,145.38 | 117,095 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 3.12 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $127,741.50 | 117,320 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2046 | 3.34 |
| Alexandria Real Estate Equities | 0.03% | -0.00 | $127,711.07 | 110,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2028 | 6.27 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $127,402.84 | 118,012 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2049 | 0.41 |
| Roper Technologies | 0.03% | 0.01 | $127,139.95 | 120,000 | Corporates | Capital Goods | United States | 2.35% | Baa2 | 15-Sep-2024 | 3.73 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $126,750.29 | 107,062 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2034 | 3.78 |
| Freddie Mac REMICS | 0.03% | -0.00 | $126,087.28 | 125,056 | Securitized | CMO | United States | 0.65% | NR | 15-Oct-2046 | 1.47 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,771.59 | 106,325 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2036 | 3.97 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,505.06 | 114,917 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2043 | 4.59 |
| Galton Funding Mortgage Trust 2017-1 | 0.03% | -0.00 | $125,161.48 | 120,687 | Securitized | CMO | United States | 3.50% | NR | 25-Nov-2057 | 3.17 |
| Verus Securitization Trust 2020-INV1 | 0.03% | 0.01 | $124,782.66 | 122,888 | Securitized | CMO | United States | 1.98% | NR | 25-Mar-2060 | 2.24 |
| Brixmor Operating Partnership | 0.03% | 0.00 | $123,965.36 | 115,000 | Corporates | REITs | United States | 3.85% | Baa3 | 01-Feb-2025 | 3.83 |
| United Airlines 2019-2 Class A Pass Through Trust | 0.03% | 0.00 | $123,540.40 | 145,000 | Corporates | Transportation | United States | 2.90% | Baa1 | 01-May-2028 | 5.14 |
| Reynolds American | 0.03% | 0.01 | $122,636.45 | 115,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.00% | Baa2 | 12-Jun-2022 | 1.64 |
| Las Vegas Sands | 0.03% | 0.00 | $122,076.18 | 120,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 08-Aug-2024 | 3.55 |
| Waco Educational Finance | 0.03% | N/A | $121,646.14 | 120,000 | Government Related | Local Authorities | United States | 2.06% | NR | 01-Mar-2031 | 9.08 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $121,241.24 | 111,689 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 1.40 |
| Government National Mortgage Association | 0.03% | 0.03 | $121,094.63 | 116,469 | Securitized | CMO | United States | 3.00% | NR | 20-Dec-2047 | 1.08 |
| Waco Educational Finance | 0.03% | N/A | $121,031.80 | 120,000 | Government Related | Local Authorities | United States | 1.89% | NR | 01-Mar-2030 | 8.66 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $119,991.59 | 110,305 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.75 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 0.03% | 0.00 | $119,308.65 | 110,000 | Securitized | NON AGENCY CMBS | United States | 3.57% | Aa1 | 10-Feb-2048 | 3.92 |
| Energy Transfer Operating | 0.03% | 0.01 | $118,782.75 | 110,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-Apr-2024 | 3.16 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $118,475.80 | 109,494 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.20 |
| GLP Capital LP / GLP Financing II | 0.03% | 0.00 | $117,375.17 | 115,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Sep-2024 | 3.61 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,208.76 | 101,571 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2039 | 3.91 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $116,604.29 | 107,764 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.99 |
| CVS Health | 0.03% | 0.02 | $115,405.63 | 105,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 15-Aug-2026 | 5.31 |
| Avolon Holdings Funding | 0.03% | 0.01 | $115,174.16 | 120,000 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 3.38 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $114,828.12 | 106,406 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2048 | 0.96 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $114,201.58 | 107,194 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 2.08 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.03% | -0.01 | $113,527.36 | 112,535 | Securitized | Car Loan | United States | 2.96% | Aaa | 15-Mar-2024 | 0.34 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $113,068.11 | 107,213 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2044 | 0.98 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $112,434.96 | 103,597 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2042 | 2.26 |
| Navient Private Education Loan Trust 2017 | 0.03% | -0.00 | $112,405.64 | 110,545 | Securitized | Student Loan | United States | 2.88% | NR | 16-Dec-2058 | 2.46 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $111,627.62 | 97,284 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2040 | 4.16 |
| 225 Liberty Street Trust 2016-225L | 0.03% | 0.00 | $110,594.36 | 100,000 | Securitized | NON AGENCY CMBS | United States | 3.60% | NR | 10-Feb-2036 | 4.92 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $110,574.61 | 101,941 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | 4.32 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $110,090.97 | 95,693 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 4.16 |
| Government National Mortgage Assn. | 0.03% | 0.02 | $108,470.64 | 91,005 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jun-2045 | 3.33 |
| Boardwalk Pipelines | 0.03% | 0.02 | $108,465.15 | 105,000 | Corporates | Energy | United States | 3.38% | Baa3 | 01-Feb-2023 | 2.06 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $108,255.94 | 93,786 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.78 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $107,248.69 | 98,657 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.25 |
| Waco Educational Finance | 0.02% | N/A | $106,043.51 | 105,000 | Government Related | Local Authorities | United States | 1.79% | NR | 01-Mar-2029 | 7.84 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $105,383.10 | 98,423 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.55 |
| Verus Securitization Trust 2020-INV1 | 0.02% | 0.00 | $104,980.03 | 100,000 | Securitized | CMO | United States | 3.89% | NR | 25-Mar-2060 | 5.64 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $104,676.64 | 95,645 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2045 | 3.58 |
| NXP BV / NXP Funding LLC / NXP USA | 0.02% | 0.01 | $104,061.12 | 95,000 | Corporates | Technology | Netherlands | 3.15% | Baa3 | 01-May-2027 | 5.84 |
| Sabine Pass Liquefaction | 0.02% | 0.02 | $103,128.50 | 90,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-May-2030 | 7.63 |
| SLM Student Loan Trust 2008-5 | 0.02% | -0.00 | $102,967.91 | 103,840 | Securitized | Student Loan | United States | 1.94% | Baa3 | 25-Jul-2023 | 0.18 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $102,957.61 | 91,290 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2039 | 3.55 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $102,942.00 | 94,878 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 1.96 |
| Towd Point Mortgage Trust 2017-5 | 0.02% | -0.00 | $102,580.69 | 102,709 | Securitized | CMO | United States | 0.75% | Aaa | 25-Feb-2057 | 0.07 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $102,556.47 | 94,500 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2042 | 1.85 |
| Cardinal Health | 0.02% | -0.00 | $99,463.42 | 90,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 15-Nov-2044 | 15.17 |
| General Electric | 0.02% | 0.00 | $97,854.00 | 90,000 | Corporates | Capital Goods | United States | 3.45% | Baa1 | 15-May-2024 | 3.19 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $96,831.33 | 87,014 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2047 | 1.23 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $96,748.26 | 84,581 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Dec-2039 | 3.57 |
| Brambles USA | 0.02% | 0.00 | $96,290.74 | 85,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 23-Oct-2025 | 4.38 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $95,985.00 | 89,694 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Oct-2031 | 2.73 |
| Towd Point Mortgage Trust 2015-5 | 0.02% | -0.01 | $95,341.24 | 94,141 | Securitized | CMO | United States | 2.75% | Aaa | 25-May-2055 | 0.82 |
| Towd Point Mortgage Trust 2016-2 | 0.02% | -0.00 | $95,216.24 | 92,405 | Securitized | CMO | United States | 2.75% | Aaa | 25-Aug-2055 | 1.61 |
| Jimmy Johns Funding | 0.02% | 0.00 | $94,230.36 | 92,150 | Securitized | ABS Other | United States | 3.61% | NR | 30-Jul-2047 | 0.81 |
| Reynolds American | 0.02% | 0.00 | $94,133.92 | 90,000 | Corporates | Consumer Non Cyclical | United Kingdom | 3.25% | Baa2 | 01-Nov-2022 | 2.00 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $94,103.88 | 86,731 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 3.49 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $93,955.66 | 83,192 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2041 | 2.95 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $93,504.93 | 80,922 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 4.03 |
| Roper Technologies | 0.02% | 0.00 | $92,406.21 | 90,000 | Corporates | Capital Goods | United States | 2.00% | Baa2 | 30-Jun-2030 | 8.79 |
| SBA Tower Trust | 0.02% | N/A | $91,808.76 | 90,000 | Corporates | Communications | United States | 2.33% | A2 | 15-Jan-2028 | 6.68 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.02% | -0.00 | $91,614.74 | 91,339 | Securitized | ABS Other | United States | 2.58% | NR | 20-Sep-2032 | 1.26 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $89,853.79 | 81,361 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.32 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $88,839.42 | 82,082 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.30 |
| Verus Securitization Trust 2018-INV1 | 0.02% | -0.00 | $88,698.08 | 85,237 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2058 | 1.96 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $86,933.57 | 80,037 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2046 | 3.34 |
| American International | 0.02% | 0.00 | $86,916.95 | 75,000 | Corporates | Insurance | United States | 3.90% | Baa1 | 01-Apr-2026 | 4.86 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $86,396.40 | 79,238 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.35 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $86,236.30 | 77,460 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2047 | 1.46 |
| Denver City & County School District No 1 | 0.02% | 0.00 | $85,996.78 | 70,000 | Government Related | Local Authorities | United States | 4.24% | Aa2 | 15-Dec-2037 | 10.65 |
| United Airlines 2019-2 Class AA Pass Through Trust | 0.02% | 0.00 | $85,830.75 | 90,000 | Corporates | Transportation | United States | 2.70% | A1 | 01-May-2032 | 6.93 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $85,694.70 | 77,630 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2042 | 3.12 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $85,119.97 | 80,004 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2030 | 2.69 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.02% | 0.00 | $84,997.43 | 79,000 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 15-Mar-2047 | 3.21 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $84,608.47 | 77,644 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2047 | 3.29 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $84,452.30 | 79,012 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2049 | 2.21 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $84,088.57 | 77,299 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Aug-2042 | 2.79 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $83,637.27 | 76,999 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2042 | 1.27 |
| Energy Transfer Operating | 0.02% | 0.00 | $83,605.11 | 75,000 | Corporates | Energy | United States | 5.50% | Baa3 | 01-Jun-2027 | 5.44 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $83,575.79 | 72,263 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2041 | 4.27 |
| District of Columbia | 0.02% | 0.00 | $83,242.90 | 60,000 | Government Related | Local Authorities | United States | 5.59% | Aa1 | 01-Dec-2034 | 8.12 |
| Sequoia Mortgage Trust 2018-CH1 | 0.02% | -0.00 | $83,139.15 | 80,606 | Securitized | CMO | United States | 3.50% | Aaa | 25-Feb-2048 | 3.09 |
| Suncor Energy | 0.02% | 0.00 | $81,723.81 | 75,000 | Corporates | Energy | Canada | 3.10% | Baa1 | 15-May-2025 | 4.23 |
| Concho Resources | 0.02% | N/A | $80,950.32 | 85,000 | Corporates | Energy | United States | 2.40% | Baa3 | 15-Feb-2031 | 9.09 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $80,602.56 | 74,492 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.88 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $77,953.02 | 72,052 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 3.56 |
| Avolon Holdings Funding | 0.02% | 0.00 | $76,593.14 | 75,000 | Corporates | Finance Companies | Ireland | 5.50% | Baa3 | 15-Jan-2023 | 2.07 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $76,218.78 | 67,658 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2042 | 3.71 |
| NRG Energy | 0.02% | 0.00 | $75,651.49 | 70,000 | Corporates | Electric | United States | 3.75% | Baa3 | 15-Jun-2024 | 3.38 |
| Healthpeak Properties | 0.02% | 0.00 | $74,670.99 | 70,000 | Corporates | REITs | United States | 2.88% | Baa1 | 15-Jan-2031 | 8.86 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $74,218.15 | 67,712 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2043 | 3.20 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $73,866.04 | 69,011 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2046 | 0.82 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $73,756.02 | 68,565 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 1.49 |
| Healthpeak Properties | 0.02% | 0.00 | $73,010.68 | 65,000 | Corporates | REITs | United States | 3.50% | Baa1 | 15-Jul-2029 | 7.52 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $72,619.77 | 61,793 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2036 | 4.06 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $71,958.60 | 64,033 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2044 | 4.04 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $71,481.95 | 64,565 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | 3.49 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.02% | 0.00 | $71,030.05 | 70,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 16-Mar-2023 | 2.23 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $69,809.20 | 64,341 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2050 | 3.40 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $69,319.87 | 62,148 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2039 | 2.83 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $68,209.52 | 61,739 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 3.32 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $67,490.15 | 58,587 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2042 | 4.27 |
| Healthpeak Properties | 0.02% | 0.00 | $67,476.37 | 60,000 | Corporates | REITs | United States | 3.25% | Baa1 | 15-Jul-2026 | 5.20 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $67,412.57 | 62,259 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 3.34 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $67,384.53 | 60,420 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 4.04 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $66,124.26 | 58,750 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2039 | 3.55 |
| Energy Transfer Operating | 0.02% | -0.00 | $65,883.25 | 70,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-May-2050 | 14.62 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $65,748.45 | 59,510 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.30 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $65,268.90 | 59,509 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 0.63 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $65,151.07 | 61,320 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2047 | 3.10 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $64,753.37 | 57,719 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2048 | 1.65 |
| US Airways 2013-1 Class A Pass Through Trust | 0.02% | 0.00 | $64,745.39 | 77,095 | Corporates | Transportation | United States | 3.95% | Ba1 | 15-Nov-2025 | 2.94 |
| Federal Home Loan Mortgage | 0.02% | 0.01 | $64,649.70 | 56,022 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 4.11 |
| CarMax Auto Owner Trust 2017-4 | 0.01% | -0.01 | $64,200.96 | 63,764 | Securitized | Car Loan | United States | 2.11% | NR | 17-Oct-2022 | 0.33 |
| American Airlines 2016-3 Class B Pass Through Trust | 0.01% | -0.02 | $63,356.74 | 89,590 | Corporates | Transportation | United States | 3.75% | Ba2 | 15-Oct-2025 | 2.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $62,827.09 | 53,090 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 4.06 |
| General Motors Financial | 0.01% | -0.00 | $61,362.99 | 60,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 06-Jul-2021 | 0.75 |
| Kinder Morgan Energy Partners | 0.01% | -0.00 | $60,615.48 | 60,000 | Corporates | Energy | United States | 3.50% | Baa2 | 01-Mar-2021 | 0.41 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $59,788.95 | 52,118 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Mar-2041 | 2.86 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $59,638.91 | 49,563 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 20-Dec-2033 | 2.96 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $59,622.91 | 55,616 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2046 | 2.92 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $58,917.98 | 53,529 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2044 | 3.20 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $58,552.78 | 52,856 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2042 | 3.12 |
| Verizon Communications | 0.01% | 0.00 | $58,475.21 | 42,000 | Corporates | Communications | United States | 4.67% | Baa1 | 15-Mar-2055 | 20.11 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | 0.00 | $57,736.33 | 56,006 | Securitized | CMO | United States | 3.00% | Aaa | 25-Feb-2055 | 1.53 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $57,198.32 | 49,594 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $56,826.84 | 53,198 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2027 | 1.54 |
| Gray Oak Pipeline | 0.01% | N/A | $56,376.28 | 55,000 | Corporates | Energy | United States | 3.45% | Baa3 | 15-Oct-2027 | 6.19 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $56,219.97 | 50,500 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2047 | 1.23 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $55,864.21 | 49,596 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2041 | 3.71 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $55,589.24 | 52,615 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2049 | 1.72 |
| US Airways 2012-2 Class A Pass Through Trust | 0.01% | -0.00 | $55,260.89 | 66,980 | Corporates | Transportation | United States | 4.63% | Ba1 | 03-Jun-2025 | 2.93 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $54,909.38 | 46,070 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Nov-2032 | 3.10 |
| Williams | 0.01% | -0.00 | $54,811.99 | 50,000 | Corporates | Energy | United States | 4.30% | Baa3 | 04-Mar-2024 | 3.00 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $54,091.52 | 48,257 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2044 | 3.98 |
| Smb Private Education Loan Trust 2016 | 0.01% | -0.00 | $53,218.65 | 51,841 | Securitized | Student Loan | United States | 2.70% | Aaa | 15-May-2031 | 2.71 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,047.10 | 47,187 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 3.98 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $52,771.87 | 48,760 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.18 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $51,834.09 | 49,062 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | 2.88 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.00 | $51,381.04 | 51,230 | Securitized | CMO | United States | 3.72% | NR | 25-Feb-2048 | 0.39 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $51,377.85 | 47,988 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 2.06 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,942.45 | 47,007 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | 3.46 |
| Ecolab | 0.01% | -0.00 | $50,940.77 | 40,000 | Corporates | Basic Industry | United States | 4.80% | Baa1 | 24-Mar-2030 | 7.81 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $50,853.58 | 46,065 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jan-2049 | 0.77 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $50,256.35 | 46,071 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.16 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,219.79 | 42,392 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2033 | 3.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,212.62 | 42,577 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,726.85 | 44,903 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 1.22 |
| NXP BV / NXP Funding LLC / NXP USA | 0.01% | 0.00 | $48,167.82 | 45,000 | Corporates | Technology | Netherlands | 2.70% | Baa3 | 01-May-2025 | 4.23 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $46,915.73 | 43,995 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Sep-2041 | 3.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $46,874.41 | 44,095 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 2.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,981.84 | 42,537 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.74 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,620.31 | 42,821 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2047 | 1.94 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,607.70 | 40,695 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2041 | 3.71 |
| Gray Oak Pipeline | 0.01% | N/A | $45,318.03 | 45,000 | Corporates | Energy | United States | 2.00% | Baa3 | 15-Sep-2023 | 2.86 |
| Ally Auto Receivables Trust 2017-2 | 0.01% | -0.00 | $45,084.87 | 45,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 15-Jun-2022 | 1.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $45,038.57 | 40,917 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.81 |
| Boardwalk Pipelines | 0.01% | 0.00 | $43,326.79 | 40,000 | Corporates | Energy | United States | 4.45% | Baa3 | 15-Jul-2027 | 5.74 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $42,896.73 | 38,699 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.09 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $42,810.34 | 38,885 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2045 | 4.09 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $42,565.53 | 38,510 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2041 | 3.12 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.00 | $42,378.45 | 42,333 | Securitized | CMO | United States | 1.35% | NR | 25-Oct-2029 | 0.07 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $42,104.00 | 39,425 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2032 | 2.69 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $41,979.15 | 38,440 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.57 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $41,960.32 | 37,971 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 3.30 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $41,848.78 | 35,858 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Apr-2037 | 4.14 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $41,356.50 | 39,151 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.26 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $40,896.67 | 35,757 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Jun-2040 | 3.68 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,885.88 | 37,645 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 1.30 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $40,853.37 | 40,202 | Securitized | CMO | United States | 2.50% | Aaa | 25-Apr-2057 | 0.87 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,664.60 | 38,564 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2030 | 1.84 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,566.46 | 34,066 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2037 | 4.00 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $39,959.76 | 36,260 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 4.83 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $39,067.26 | 35,000 | Securitized | NON AGENCY CMBS | United States | 4.12% | Aa2 | 15-Jul-2058 | 4.32 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $39,032.77 | 36,078 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 3.86 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $38,418.85 | 34,042 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2039 | 3.57 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $38,356.44 | 32,162 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2034 | 3.80 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $38,003.71 | 34,935 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2042 | 2.79 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $37,846.29 | 34,464 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 4.85 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $37,380.07 | 32,698 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Aug-2047 | 2.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $37,353.96 | 33,821 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.32 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $37,254.05 | 34,889 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2030 | 2.36 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.00 | $36,447.45 | 36,409 | Securitized | CMO | United States | 2.35% | Aaa | 25-Sep-2024 | 0.07 |
| Sabine Pass Liquefaction | 0.01% | 0.00 | $35,915.63 | 30,000 | Corporates | Energy | United States | 5.88% | Baa3 | 30-Jun-2026 | 4.62 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $35,654.22 | 30,079 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2037 | 4.13 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.00 | $35,604.38 | 35,617 | Securitized | CMO | United States | 0.90% | NR | 25-Mar-2030 | 0.07 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $34,882.85 | 29,557 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Sep-2034 | 3.11 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,742.07 | 31,999 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.79 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,606.10 | 29,794 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2040 | 4.14 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,061.04 | 30,291 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2037 | 4.03 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,995.46 | 30,183 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2042 | 3.90 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | -0.00 | $33,925.43 | 33,277 | Securitized | CMO | United States | 2.75% | Aaa | 25-Feb-2055 | 0.99 |
| Hilton Grand Vacations Trust 2017 | 0.01% | -0.00 | $33,919.00 | 33,170 | Securitized | ABS Other | United States | 2.66% | NR | 26-Dec-2028 | 1.68 |
| Edison International | 0.01% | 0.00 | $33,574.09 | 30,000 | Corporates | Electric | United States | 4.95% | Baa3 | 15-Apr-2025 | 3.95 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $33,282.21 | 29,710 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 1.64 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,127.01 | 30,532 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.38 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $32,484.89 | 29,746 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.54 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.00 | $31,386.60 | 31,245 | Securitized | CMO | United States | 2.10% | Aaa | 25-May-2025 | 0.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $31,046.77 | 26,222 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | 3.97 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $31,032.57 | 28,270 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2043 | 2.79 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $30,924.54 | 28,573 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2042 | 4.40 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $30,818.71 | 25,854 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2035 | 3.98 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $30,194.89 | 27,590 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 2.90 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,949.77 | 25,927 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2036 | 4.18 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,465.43 | 26,651 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2042 | 3.49 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $29,112.81 | 26,112 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2040 | 2.74 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $28,984.95 | 30,000 | Securitized | NON AGENCY CMBS | United States | 4.44% | NR | 15-Jul-2058 | 4.31 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,691.85 | 26,429 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.67 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,235.03 | 26,359 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2043 | 3.47 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $27,738.86 | 25,779 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2035 | 1.48 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $27,645.63 | 24,941 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.94 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $27,149.35 | 24,636 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 4.51 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $26,981.65 | 23,457 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.69 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $26,981.65 | 23,457 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.69 |
| Towd Point Mortgage Trust 2015-4 | 0.01% | -0.00 | $26,031.48 | 25,755 | Securitized | CMO | United States | 2.75% | Aaa | 25-Apr-2055 | 0.61 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,768.36 | 23,111 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2041 | 2.95 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,708.60 | 23,418 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 4.50 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,419.17 | 22,800 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2040 | 2.74 |
| CVS Health | 0.01% | -0.00 | $25,395.19 | 20,000 | Corporates | Consumer Non Cyclical | United States | 5.13% | Baa2 | 20-Jul-2045 | 15.36 |
| Crown Castle Towers | 0.01% | 0.00 | $25,320.80 | 25,000 | Corporates | Communications | United States | 3.22% | A2 | 15-May-2042 | 0.61 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,235.65 | 22,899 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.66 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $24,510.70 | 22,592 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.67 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $24,453.48 | 20,674 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2038 | 3.78 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $24,381.96 | 21,867 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2040 | 2.74 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $24,322.76 | 22,753 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.87 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $24,004.71 | 22,130 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.08 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,862.11 | 20,691 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 4.03 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $23,591.78 | 21,332 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2047 | 0.78 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $23,525.97 | 21,671 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 4.34 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $23,307.15 | 20,825 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2048 | 1.73 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $23,292.64 | 21,258 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2041 | 3.33 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $23,230.20 | 21,098 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 2.99 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,060.17 | 21,261 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.01 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $22,801.46 | 20,968 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 3.34 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.01% | 0.00 | $22,389.91 | 20,000 | Securitized | NON AGENCY CMBS | United States | 4.17% | Aa1 | 15-May-2048 | 4.25 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,489.95 | 19,797 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 1.64 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,907.55 | 18,520 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,537.19 | 17,345 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jul-2036 | 3.97 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,320.77 | 18,709 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2043 | 3.09 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,139.86 | 18,567 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 3.34 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,999.86 | 18,433 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,798.25 | 17,161 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2045 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,566.08 | 17,916 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2047 | 3.15 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,455.88 | 18,104 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2047 | 2.84 |
| Towd Point Mortgage Trust 2015-3 | 0.00% | -0.00 | $19,327.74 | 19,120 | Securitized | CMO | United States | 3.00% | Aaa | 25-Mar-2054 | 0.57 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $19,146.18 | 17,638 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,132.99 | 17,641 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2049 | 3.44 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $19,072.75 | 16,892 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2041 | 3.51 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,135.77 | 16,472 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2041 | 3.49 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,812.84 | 16,316 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2046 | 3.34 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,639.30 | 16,172 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.55 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,595.96 | 16,243 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2044 | 3.46 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,426.06 | 15,975 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 4.28 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,184.05 | 13,698 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jul-2032 | 3.55 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $16,017.16 | 14,944 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Oct-2048 | 0.18 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,982.78 | 13,927 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2032 | 3.24 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $15,872.60 | 14,504 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 1.37 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,806.91 | 13,703 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,257.50 | 13,577 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2033 | 3.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,184.24 | 13,218 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2042 | 4.16 |
| Government National Mortgage Association | 0.00% | 0.00 | $15,069.95 | 102,933 | Securitized | CMO | United States | 3.50% | NR | 20-May-2043 | -2.80 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,002.92 | 13,450 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2041 | 4.24 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,904.18 | 13,536 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 2.12 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,634.97 | 12,676 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 4.03 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,570.90 | 12,794 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2039 | 3.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,558.45 | 12,608 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2042 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,474.43 | 12,538 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2035 | 4.03 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,436.90 | 12,591 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2039 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,228.07 | 13,006 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.88 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,924.46 | 12,724 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.41 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,595.58 | 12,583 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.38 |
| MVW Owner Trust 2014-1 | 0.00% | -0.00 | $13,551.35 | 13,507 | Securitized | ABS Other | United States | 2.25% | NR | 22-Sep-2031 | 0.68 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,469.28 | 11,929 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,133.32 | 12,109 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2046 | 3.29 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,092.59 | 11,838 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2045 | 3.11 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $12,998.23 | 12,098 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2046 | 3.38 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,454.54 | 11,789 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2044 | 3.12 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,666.42 | 9,855 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,395.89 | 10,453 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,304.28 | 9,800 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.77 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $10,739.98 | 9,363 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2040 | 2.86 |
| GS Mortgage-Backed Securities Trust | 0.00% | -0.00 | $10,653.88 | 10,508 | Securitized | CMO | United States | 2.45% | NR | 25-Jul-2044 | 0.47 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $10,646.26 | 9,553 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,582.61 | 8,906 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2035 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,453.83 | 10,344 | Securitized | Agency_Hybrid_ARMS | United States | 3.34% | NR | 01-Dec-2035 | 0.41 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,251.08 | 9,480 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2046 | 3.29 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $10,216.29 | 9,469 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-May-2043 | 4.72 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $10,046.37 | 8,425 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2035 | 3.98 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,949.50 | 9,453 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2033 | 3.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,596.29 | 8,315 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,531.40 | 8,260 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,266.52 | 7,804 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2035 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,970.75 | 7,777 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2033 | 3.77 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | 0.00% | -0.01 | $7,963.46 | 7,957 | Securitized | NON AGENCY CMBS | United States | 1.42% | Aaa | 15-Jun-2049 | 0.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,911.67 | 6,860 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2038 | 3.91 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $7,538.16 | 6,572 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2040 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,489.04 | 6,494 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.91 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $7,373.83 | 7,357 | Securitized | ABS Other | United States | 2.53% | NR | 25-Feb-2027 | 0.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,166.30 | 6,943 | Securitized | Agency_Hybrid_ARMS | United States | 2.31% | NR | 01-Oct-2033 | 0.93 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $7,139.73 | 6,798 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-Oct-2042 | 4.12 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $7,057.49 | 6,332 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2039 | 2.83 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,795.61 | 5,785 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 15-Oct-2038 | 3.51 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,681.98 | 5,930 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Oct-2039 | 3.69 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,396.78 | 5,732 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2045 | 1.98 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $6,317.37 | 5,464 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 4.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,117.49 | 5,304 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,060.69 | 5,390 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2036 | 4.03 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,976.07 | 5,048 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,819.95 | 4,921 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2041 | 3.97 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $5,811.64 | 5,264 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Sep-2042 | 3.12 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,383.28 | 4,525 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.91 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.00% | -0.00 | $5,231.52 | 5,211 | Securitized | ABS Other | United States | 2.29% | Aaa | 10-Jun-2021 | 0.14 |
| Delta Air Lines Inc / SkyMiles IP | 0.00% | N/A | $5,142.52 | 5,000 | Corporates | Transportation | United States | 4.50% | Baa1 | 20-Oct-2025 | 3.34 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,787.14 | 4,517 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2023 | 1.03 |
| Government National Mortgage Association | 0.00% | 0.00 | $4,334.78 | 29,126 | Securitized | CMO | United States | 4.00% | NR | 20-Feb-2043 | -12.90 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,968.66 | 3,441 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,839.10 | 3,327 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $3,638.02 | 3,149 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Dec-2037 | 3.29 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,358.87 | 2,819 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,467.97 | 2,105 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2036 | 4.03 |
| Government National Mortgage Association | 0.00% | 0.00 | $2,436.69 | 51,537 | Securitized | CMO | United States | 4.00% | NR | 20-May-2037 | -7.20 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,270.44 | 1,916 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2038 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,219.96 | 2,062 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Apr-2047 | 2.84 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,218.15 | 1,927 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,199.43 | 1,906 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,856.38 | 1,558 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2034 | 3.91 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,691.99 | 1,530 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.30 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,589.77 | 1,343 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2034 | 3.98 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,583.45 | 1,464 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 2.22 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,356.23 | 1,204 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | 3.72 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,288.11 | 1,101 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2036 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,268.94 | 1,131 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 4.13 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,148.17 | 1,052 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.30 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,124.84 | 1,016 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.30 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,107.02 | 959 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $984.23 | 972 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | 0.40 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $881.24 | 785 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 4.13 |
| STACR Trust 2018-DNA3 | 0.00% | 0.00 | $615.72 | 614 | Securitized | CMO | United States | 0.90% | NR | 25-Sep-2048 | 0.07 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $571.56 | 516 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.30 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $452.59 | 382 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2037 | 4.07 |
| Government National Mortgage Association | 0.00% | 0.00 | $425.67 | 12,052 | Securitized | CMO | United States | 4.50% | NR | 20-Dec-2039 | -14.55 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $412.49 | 399 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 0.80 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $343.10 | 310 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.30 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $315.73 | 312 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 0.80 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $297.77 | 293 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2021 | 0.43 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $159.63 | 134 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2036 | 4.00 |
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-2020)
| Sector Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Corporate | 39.53% | 27.74% | |
| ABS | 8.41% | 0.37% | |
| Mortgage | 32.41% | 26.01% | |
| CMBS | 4.82% | 1.33% | |
| Cash Equivalent | 0.44% | 0.00% | |
| U.S. Municipal | 0.00% | 0.00% | |
| Equity & Other | -0.02% | 0.90% | |
| Government Related | 4.11% | 6.25% | |
| U.S. Treasury | 10.30% | 37.40% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Country Diversification (30-Sep-2020)
| Country Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| United Kingdom | 3.18% | 1.22% | |
| Australia | 1.92% | 0.19% | |
| Chile | 0.88% | 0.06% | |
| Ireland | 0.88% | 0.09% | |
| Denmark | 0.52% | 0.00% | |
| Italy | 0.56% | 0.06% | |
| South Africa | 0.37% | 0.00% | |
| Indonesia | 0.42% | 0.08% | |
| Saudi Arabia | 0.35% | 0.00% | |
| Switzerland | 0.54% | 0.21% | |
| Colombia | 0.49% | 0.18% | |
| Israel | 0.38% | 0.08% | |
| China | 0.42% | 0.18% | |
| Thailand | 0.21% | 0.00% | |
| Brazil | 0.25% | 0.06% | |
| Hong Kong | 0.19% | 0.00% | |
| Panama | 0.24% | 0.09% | |
| Kuwait | 0.14% | 0.00% | |
| South Korea | 0.24% | 0.11% | |
| Spain | 0.25% | 0.12% | |
| Germany | 0.62% | 0.50% | |
| Qatar | 0.06% | 0.00% | |
| Peru | 0.13% | 0.07% | |
| Bermuda | 0.06% | 0.01% | |
| Norway | 0.03% | 0.08% | |
| Mexico | 0.29% | 0.38% | |
| Netherlands | 0.20% | 0.34% | |
| Belgium | 0.14% | 0.32% | |
| Canada | 0.07% | 1.14% | |
| United States | 85.53% | 91.72% |
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: Bloomberg Index Services Limited
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.