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%
$429.2m
Data as of 29-Feb-2020
Data as of 29-Feb-2020
1YR Return
(View Total Returns)
Manager Tenure
11.13%
8yrs
Data as of 29-Feb-2020
Data as of 31-Mar-2020
Information Ratio
(5 Years)
Tracking Error
(5 Years)
-0.22
0.62%
Data as of 29-Feb-2020
Data as of 29-Feb-2020
Inception Date 07-Jun-2011
Performance figures calculated in USD
Other Literature
- This product's strategy also available as
- a Strategy
Strategy
Manager's Outlook
Our outlook remains optimistic as global growth has stabilized, but more evidence is required to confirm a re-acceleration in growth. Financial conditions are supportive and global policy, both monetary and fiscal, has become increasingly accommodative. Easy financial conditions and reduced uncertainty has led to lower market volatility and strong credit returns, but further gains must be supported by an improving growth environment that has yet to be confirmed. We continue to believe this is likely but will look to incoming manufacturing and capital expenditure data for confirmation.
�
The Federal Reserve has provided a credible policy response after overtightening in 2018. The implementation of a repurchase program, combined with renewed expansion of the balance sheet, successfully calmed volatility in the funding markets, easing liquidity concerns. Additionally, three rate cuts have provided sufficient, and needed, accommodation to an economy reacting to both tight monetary conditions and tightening fiscal policies via trade tariffs. Liquidity conditions must remain accommodative, however, to maintain present low levels of market volatility. We believe the Federal Reserve will ultimately overdeliver on its promise of an abundant reserve regime but will be especially wary if conditions become unnecessarily tight. We will look to the funding markets as our gauge of broad liquidity conditions and adjust risk positions on any material changes to the present regime.
�
Treasury yields have gradually moved off their 2019 lows and an improving macro backdrop increases the probability of a breakout to higher yields. If manufacturing data improves as we expect, 10-year U.S. Treasury yields should trade back above 2% in the near future. Improving economic data and an accommodative Fed that is on hold will likely lead the curve to steepen as well. Any backsliding in the economic environment or a reduction in Fed accommodation would challenge these positions.
�
Credit sector valuations remain fair to slightly rich, limiting upside potential from further spread compression. An improving macro backdrop can reduce volatility and increase the probability of excess returns from credit, however. In portfolio construction, we remain focused on maximizing income on a volatility-adjusted basis. As always, we continue to believe security selection is an important source of return and diversification.
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 % | 11.13% | 4.75% | 3.44% | 3.39% |
| Indicative Benchmark % | 11.68% | 5.01% | 3.58% | 3.61% |
| Excess Return % | -0.55% | -0.26% | -0.14% | -0.22% |
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 9.18% | 4.06% | 2.98% | 3.08% |
| Indicative Benchmark % | 8.72% | 4.03% | 3.05% | 3.23% |
| Excess Return % | 0.46% | 0.03% | -0.07% | -0.15% |
Recent Performance
| Month to DateData as of 02-Apr-2020 | Quarter to DateData as of 02-Apr-2020 | Year to DateData as of 02-Apr-2020 | 1 MonthData as of 29-Feb-2020 | 3 MonthsData as of 29-Feb-2020 | |
|---|---|---|---|---|---|
| Fund % | 0.08% | 0.08% | -0.39% | 1.36% | 3.08% |
| Indicative Benchmark % | 0.17% | 0.17% | 3.32% | 1.80% | 3.69% |
| Excess Return % | -0.09% | -0.09% | -3.71% | -0.44% | -0.61% |
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.
29-Feb-2020
-
Brian J. Brennan,
Portfolio Manager,
The investment-grade U.S. fixed income market, as measured by the Bloomberg Barclays U.S. Aggregate Bond Index, continued to generate strong absolute returns. Investors turned more risk averse and rotated to haven assets in response to mounting fears about the effects of the coronavirus on the global economy, and the portfolio underperformed its benchmark. Sector allocation weighed on performance during February’s risk-adverse market environment. The portfolio’s structural underweight to U.S. Treasuries, along with an overweight to investment-grade corporate bonds, significantly dragged for the period. A slightly shorter average duration posture was also negative for the portfolio as rates fell. Overall security selection was slightly positive with contributions from investment-grade corporate bonds and some holdings in the government-related sector. Overweighting asset-backed securities (ABS) also mildly added to relative performance.
Holdings
Holdings
Total
Holdings
1010
Largest Holding
U.S. Treasury Bonds
2.93%
Was
(30-Sep-2019) 3.11%
Top 10 Holdings 13.63%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 17.95% | -29.79% |
| Fund | 30.69% | 10.56% |
| Indicative Benchmark | 12.74% | 40.35% |
Average Credit Quality
AA-Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 7-10 Years | 3-5 Years |
| By % | 7.89% | -9.32% |
| Fund | 17.25% | 22.16% |
| Indicative Benchmark | 9.37% | 31.48% |
Weighted Average Maturity
8.44 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Under 1 Year | 1-3 Years |
| By % | 9.69% | -10.70% |
| Fund | 10.69% | 27.00% |
| Indicative Benchmark | 1.00% | 37.69% |
Weighted Average Duration
5.90 Years
31-Dec-2019
-
Brian J. Brennan,
Portfolio Manager,
We see potential for a rebound in Treasury yields in early 2020 if hard economic data improves, as our global economic team has been forecasting. As such, we moved from a neutral to a shorter-than-benchmark duration posture. And with the Fed holding short-term rates steady while longer-term rates have the potential to increase, we have positioned the portfolio for a steeper yield curve, with duration concentrated in maturities at the front end of the curve.
Increased exposure to investment-grade corporates
We added to investment-grade corporate bonds, moving from a relatively neutral risk weighting at the start of the quarter to an overweight risk exposure. Our conviction in the sector increased as a more supportive policy environment quelled near-term recession concerns and market volatility. Progress on a "phase one" U.S.-China trade deal was also positive.
�
After being defensively positioned in corporate credit for much of 2019, we added spread duration by buying some longer-term credit. In cash bonds, we focused on our analysts' favored cyclical names that have upside potential if the recent reflationary environment persists in 2020.
Added to CMBS
The portfolio added to securitized credit, mainly in CMBS, to take advantage of attractive valuations. New supply for CMBS was heavy, so we had ample opportunities to add exposure.
Sectors
Total
Sectors
7
Largest Sector
Corporate
37.34%
Was (31-Jan-2020)
36.80%
Other
View complete Sector Diversification
Largest Overweight
Corporate
By12.24%
Fund
37.34%
Indicative Benchmark
25.10%
Largest Underweight
U.S. Treasury
By-29.79%
Fund
10.56%
Indicative Benchmark
40.35%
29-Feb-2020
-
Brian J. Brennan,
Portfolio Manager,
We made no major changes in sector allocations during the month. We did not add to the portfolio’s risk exposure despite more attractive valuations, and we did not feel compelled to sell into extremely volatile markets. We moved portfolio duration to close to neutral versus the benchmark in February after being slightly short earlier in the year, which was helpful given the significant decline in Treasury yields.
Countries
Total
Countries
32
Largest Country
United States
82.95%
Was (31-Jan-2020)
83.60%
Other
View complete Country Diversification
Largest Overweight
United States
By17.28%
Fund
82.95%
Indicative Benchmark
65.67%
Largest Underweight
SNAT (Supe Natl Wrld Global)
By-1.34%
Fund
0.00%
Indicative Benchmark
1.34%
Team (As of 31-Mar-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 at19
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 29-Feb-2020
| Characteristic | Fund | Indicative Benchmark |
|---|---|---|
| Weighted Average Coupon | 3.65% | 3.21% |
| Weighted Average Maturity | 8.44 Years | 7.93 Years |
| Weighted Average Duration | 5.90 Years | 5.76 Years |
| Number of Holdings | 1,000 | 11,120 |
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 29-Feb-2020| Risk/Return (5 Years) | Fund | Indicative Benchmark |
|---|---|---|
| Alpha | 0.07% | 0.00% |
| Beta | 0.92 | 1.00 |
| R-Squared | 0.96 | 1.00 |
| Annualized Std. Deviation | 2.85% | 3.04% |
| Information Ratio | -0.22 | 0.00 |
| Sharpe Ratio | 0.81 | 0.81 |
| Tracking Error | 0.62% | 0.00% |
Past performance is not a reliable indicator of future performance.
Statistics based on monthly net returns of the Fund's Class I shares.
Quality (29-Feb-2020)
| Quality Rating | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 28.59% | 27.33% | |
| US Treasury | 10.56% | 40.35% | |
| AAA | 10.34% | 4.73% | |
| AA | 4.35% | 3.27% | |
| A | 11.73% | 10.74% | |
| BBB | 30.69% | 12.74% | |
| BB | 2.85% | 0.84% | |
| Not Rated | 0.36% | 0.00% | |
| Reserves | 0.53% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sources for Credit Quality 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 (29-Feb-2020)
| Bond Maturity | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 4.82% | 0.00% | |
| 1-3 Years | 15.21% | 23.25% | |
| 3-5 Years | 22.16% | 31.48% | |
| 5-7 Years | 21.37% | 16.90% | |
| 7-10 Years | 17.25% | 9.37% | |
| 10+ Years | 19.18% | 19.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Duration (29-Feb-2020)
| Duration | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 10.69% | 1.00% | |
| 1-3 Years | 27.00% | 37.69% | |
| 3-5 Years | 22.75% | 25.57% | |
| 5-7 Years | 17.43% | 10.80% | |
| 7-10 Years | 5.76% | 7.10% | |
| Over 10 Years | 16.38% | 17.83% |
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 (31-Dec-2019)
| Company | % of Fund | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bonds | 2.93% | -0.19 | $13,811,146.88 | 12,135,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2048 | 19.76 |
| U.S. Treasury Notes | 1.75% | 0.12 | $8,282,010.89 | 8,175,000 | Treasuries | Treasuries | United States | 2.00% | Aaa | 31-Aug-2021 | 1.63 |
| U.S. Treasury Bonds | 1.55% | -0.12 | $7,332,569.37 | 6,800,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Nov-2047 | 20.12 |
| U.S. Treasury Notes | 1.39% | -0.03 | $6,564,658.51 | 6,360,000 | Treasuries | Treasuries | United States | 2.38% | Aaa | 31-Jan-2023 | 2.94 |
| U.S. Treasury Notes | 1.13% | -0.02 | $5,341,409.60 | 5,310,000 | Treasuries | Treasuries | United States | 1.63% | Aaa | 31-Aug-2022 | 2.58 |
| U.S. Treasury Bonds | 1.08% | -0.04 | $5,114,013.15 | 5,000,000 | Treasuries | Treasuries | United States | 2.13% | Aaa | 15-May-2025 | 5.06 |
| FNMA 15YR | 1.00% | N/A | $4,726,670.34 | 4,673,123 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Nov-2034 | 3.70 |
| U.S. Treasury Bonds | 0.94% | -0.06 | $4,441,821.50 | 3,895,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Aug-2048 | 20.00 |
| U.S. Treasury Notes | 0.94% | N/A | $4,440,050.13 | 4,300,000 | Treasuries | Treasuries | United States | 2.25% | Aaa | 31-Mar-2026 | 5.80 |
| U.S. Treasury Notes | 0.91% | -0.02 | $4,300,320.17 | 4,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 30-Sep-2025 | 5.27 |
| U.S. Treasury Bonds | 0.75% | -0.06 | $3,531,761.90 | 3,440,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-May-2046 | 19.75 |
| FNMA 15YR | 0.62% | N/A | $2,930,754.53 | 2,845,654 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2034 | 3.15 |
| GNMA ll 30 YR | 0.61% | N/A | $2,860,901.24 | 2,737,943 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Sep-2049 | 1.54 |
| Ge Capital International Funding Co Unlimited | 0.56% | -0.01 | $2,622,463.74 | 2,440,000 | Corporates | Finance Companies | United States | 4.42% | Baa1 | 15-Nov-2035 | 11.56 |
| U.S. Treasury Bonds | 0.55% | -0.04 | $2,592,252.98 | 2,350,000 | Treasuries | Treasuries | United States | 2.88% | Aaa | 15-Nov-2046 | 19.47 |
| Verizon Communications | 0.51% | 0.00 | $2,429,344.65 | 1,925,000 | Corporates | Communications | United States | 4.86% | Baa1 | 21-Aug-2046 | 16.18 |
| GNMA ll 30 YR | 0.47% | N/A | $2,214,567.22 | 2,155,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jan-2050 | 3.10 |
| FNMA 30 YR | 0.45% | N/A | $2,127,080.37 | 2,057,495 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2049 | 3.22 |
| Tencent Holdings | 0.45% | -0.01 | $2,108,623.02 | 1,975,000 | Corporates | Technology | China | 3.80% | A1 | 11-Feb-2025 | 4.59 |
| FNMA 30 YR | 0.41% | N/A | $1,952,228.91 | 1,890,839 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2047 | 5.06 |
| FNMA 30 YR | 0.41% | N/A | $1,926,682.99 | 1,841,251 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jul-2048 | 1.94 |
| Goldman Sachs | 0.39% | N/A | $1,858,046.68 | 1,745,000 | Corporates | Banking | United States | 3.69% | A3 | 05-Jun-2028 | 6.52 |
| Anheuser-Busch InBev Worldwide | 0.39% | 0.08 | $1,837,511.82 | 1,385,000 | Corporates | Consumer Non Cyclical | Belgium | 5.55% | Baa1 | 23-Jan-2049 | 15.96 |
| U.S. Treasury Notes | 0.39% | -0.02 | $1,824,492.02 | 1,700,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 31-Oct-2025 | 5.35 |
| Discover Financial Services | 0.39% | -0.00 | $1,820,916.75 | 1,700,000 | Corporates | Banking | United States | 3.75% | Baa3 | 04-Mar-2025 | 4.51 |
| GNMA ll 30 YR | 0.38% | N/A | $1,788,579.57 | 1,705,490 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2049 | 1.54 |
| GNMA II 30 YR | 0.38% | N/A | $1,787,591.32 | 1,760,526 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2049 | 3.45 |
| U.S. Treasury Bonds | 0.37% | -0.03 | $1,737,017.51 | 1,500,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-May-2048 | 19.85 |
| KazMunayGas National Co JSC | 0.35% | -0.01 | $1,663,527.08 | 1,500,000 | Government Related | Owned No Guarantee | Kazakhstan | 4.75% | Baa3 | 19-Apr-2027 | 6.18 |
| Morgan Stanley | 0.34% | -0.01 | $1,618,192.55 | 1,515,000 | Corporates | Banking | United States | 3.70% | A3 | 23-Oct-2024 | 4.39 |
| Barclays Dryrock Issuance Trust | 0.34% | -0.01 | $1,603,887.99 | 1,600,000 | Securitized | Credit Card | United States | 2.07% | NR | 15-Jul-2024 | 0.06 |
| FNMA 30 YR | 0.33% | N/A | $1,570,764.14 | 1,529,053 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 5.20 |
| U.S. Treasury Bonds | 0.33% | -0.01 | $1,569,281.26 | 1,200,000 | Treasuries | Treasuries | United States | 5.50% | Aaa | 15-Aug-2028 | 7.06 |
| GNMA ll 30 YR | 0.33% | N/A | $1,564,476.87 | 1,499,274 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Aug-2049 | 1.54 |
| U.S. Treasury Bonds | 0.32% | -0.02 | $1,527,984.38 | 1,480,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2045 | 18.98 |
| Expedia | 0.32% | -0.03 | $1,523,802.58 | 1,365,000 | Corporates | Consumer Cyclical | United States | 5.00% | Baa3 | 15-Feb-2026 | 5.09 |
| Capital One Bank USA NA | 0.32% | -0.00 | $1,520,809.65 | 1,455,000 | Corporates | Banking | United States | 3.38% | Baa1 | 15-Feb-2023 | 2.93 |
| Corp Nacional del Cobre de Chile | 0.32% | -0.01 | $1,507,000.80 | 1,515,000 | Government Related | Owned No Guarantee | Chile | 3.00% | A3 | 30-Sep-2029 | 8.28 |
| GNMA ll 30 YR | 0.32% | N/A | $1,490,382.88 | 1,438,318 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2045 | 3.48 |
| U.S. Treasury Bonds | 0.32% | -0.02 | $1,487,948.58 | 1,250,000 | Treasuries | Treasuries | United States | 3.38% | Aaa | 15-May-2044 | 17.64 |
| FNMA 30 YR | 0.31% | N/A | $1,482,209.08 | 1,388,889 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2045 | 2.76 |
| Bank of America | 0.31% | -0.00 | $1,459,279.94 | 1,375,000 | Corporates | Banking | United States | 3.37% | A2 | 23-Jan-2026 | 4.59 |
| FNMA 30 YR | 0.30% | N/A | $1,423,825.34 | 1,359,253 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 3.28 |
| U.S. Treasury Bonds | 0.30% | -0.01 | $1,414,054.69 | 1,365,000 | Treasuries | Treasuries | United States | 2.25% | Aaa | 15-Feb-2027 | 6.55 |
| Bristol-Myers Squibb | 0.30% | N/A | $1,413,986.92 | 1,290,000 | Corporates | Consumer Non Cyclical | United States | 3.88% | A2 | 15-Aug-2025 | 4.86 |
| Avis Budget Rental Car Funding AESOP | 0.30% | -0.01 | $1,396,521.97 | 1,370,000 | Securitized | Car Loan | United States | 2.97% | Aaa | 20-Mar-2024 | 2.86 |
| FNMA 30 YR | 0.29% | N/A | $1,384,106.94 | 1,321,554 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 3.28 |
| GNMA ll 30 YR | 0.29% | N/A | $1,379,152.50 | 1,293,567 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2047 | 1.94 |
| Citigroup Commercial Mortgage Trust 2016-P3 | 0.29% | 0.22 | $1,359,301.33 | 1,310,000 | Securitized | NON AGENCY CMBS | United States | 3.06% | Aaa | 15-Apr-2049 | 5.34 |
| FNMA 15YR | 0.29% | N/A | $1,349,421.69 | 1,307,859 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2032 | 3.32 |
| GNMA ll 30 YR | 0.29% | N/A | $1,347,987.30 | 1,286,040 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2047 | 2.16 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.28% | -0.01 | $1,344,689.57 | 1,330,000 | Securitized | Car Loan | United States | 2.69% | Aaa | 19-Jun-2023 | 1.44 |
| FNMA 30 YR | 0.28% | N/A | $1,339,524.50 | 1,282,532 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2049 | 2.79 |
| Colombia Government International Bond | 0.28% | -0.00 | $1,330,577.25 | 1,185,000 | Government Related | Sovereign | Colombia | 4.50% | Baa2 | 15-Mar-2029 | 7.44 |
| FNMA 30 YR | 0.28% | N/A | $1,329,472.57 | 1,256,043 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2047 | 2.50 |
| FNMA 30 YR | 0.28% | N/A | $1,324,464.64 | 1,229,657 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2049 | 2.20 |
| FNMA 30 YR | 0.28% | N/A | $1,319,773.74 | 1,240,775 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2049 | 2.54 |
| CVS Health | 0.28% | 0.01 | $1,309,609.57 | 1,090,000 | Corporates | Consumer Non Cyclical | United States | 5.05% | Baa2 | 25-Mar-2048 | 16.01 |
| FNMA 30 YR | 0.28% | N/A | $1,300,655.63 | 1,311,570 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Dec-2049 | 5.94 |
| GNMA II 30 YR | 0.27% | N/A | $1,296,686.77 | 1,238,223 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 4.45 |
| Boral Finance Pty | 0.27% | -0.01 | $1,294,616.94 | 1,275,000 | Corporates | Capital Goods | Australia | 3.75% | Baa2 | 01-May-2028 | 7.01 |
| Comcast | 0.26% | -0.00 | $1,237,853.93 | 1,155,000 | Corporates | Communications | United States | 3.30% | A3 | 01-Feb-2027 | 6.15 |
| FNMA 15 YR TBA JAN | 0.26% | N/A | $1,228,511.66 | 1,185,000 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2025 | 1.70 |
| AbbVie | 0.26% | 0.21 | $1,220,503.81 | 1,050,000 | Corporates | Consumer Non Cyclical | United States | 4.88% | Baa2 | 14-Nov-2048 | 16.40 |
| GNMA ll 30 YR | 0.26% | N/A | $1,219,729.45 | 1,171,881 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2049 | 1.54 |
| Morgan Stanley Capital I Trust 2017-ASHF | 0.26% | -0.01 | $1,209,121.15 | 1,210,000 | Securitized | NON AGENCY CMBS | United States | 2.99% | NR | 15-Nov-2034 | 0.03 |
| GNMA ll 30 YR | 0.26% | N/A | $1,204,030.25 | 1,148,160 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2047 | 2.16 |
| FNMA 30 YR | 0.25% | N/A | $1,183,743.64 | 1,083,169 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2048 | 2.64 |
| Avis Budget Rental Car Funding AESOP | 0.25% | 0.20 | $1,169,853.87 | 1,165,000 | Securitized | Car Loan | United States | 2.63% | Aaa | 20-Dec-2021 | 0.74 |
| FNMA 30 YR | 0.25% | N/A | $1,162,301.09 | 1,131,527 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2046 | 4.36 |
| Towd Point Mortgage Trust 2015-4 | 0.25% | -0.00 | $1,160,823.06 | 1,110,000 | Securitized | CMO | United States | 3.75% | Aaa | 25-Apr-2055 | 4.19 |
| FirstEnergy Transmission | 0.24% | -0.00 | $1,156,200.50 | 1,050,000 | Corporates | Electric | United States | 4.35% | Baa2 | 15-Jan-2025 | 4.30 |
| Sabine Pass Liquefaction | 0.24% | -0.00 | $1,151,933.69 | 1,030,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-Mar-2027 | 5.78 |
| FNMA 30 YR | 0.24% | N/A | $1,141,992.76 | 1,071,976 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2045 | 2.99 |
| Israel Chemicals | 0.24% | N/A | $1,141,907.12 | 950,000 | Corporates | Basic Industry | Israel | 6.38% | NR | 31-May-2038 | 11.42 |
| Synchrony Credit Card Master Note Trust | 0.24% | -0.01 | $1,141,174.86 | 1,140,000 | Securitized | Credit Card | United States | 2.56% | A1 | 15-Jun-2023 | 0.45 |
| Becton Dickinson And | 0.24% | 0.15 | $1,129,182.73 | 945,000 | Corporates | Consumer Non Cyclical | United States | 4.67% | Ba1 | 06-Jun-2047 | 16.55 |
| U.S. Treasury Bonds | 0.24% | -0.02 | $1,125,041.21 | 1,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2045 | 18.82 |
| Ecopetrol | 0.24% | N/A | $1,123,547.22 | 1,000,000 | Government Related | Owned No Guarantee | Colombia | 5.38% | Baa3 | 26-Jun-2026 | 5.40 |
| Benchmark 2018-B8 Mortgage Trust | 0.24% | -0.01 | $1,120,618.04 | 990,000 | Securitized | NON AGENCY CMBS | United States | 4.23% | NR | 15-Jan-2052 | 7.48 |
| FirstEnergy | 0.24% | -0.00 | $1,119,860.63 | 1,030,000 | Corporates | Electric | United States | 3.90% | Baa3 | 15-Jul-2027 | 6.34 |
| Republic of South Africa Government International Bond | 0.24% | -0.00 | $1,116,496.88 | 1,125,000 | Government Related | Sovereign | South Africa | 4.30% | Baa3 | 12-Oct-2028 | 7.16 |
| Republic of South Africa Government International Bond | 0.23% | -0.00 | $1,101,020.03 | 1,085,000 | Government Related | Sovereign | South Africa | 4.85% | Baa3 | 30-Sep-2029 | 7.60 |
| Towd Point Mortgage Trust 2017-6 | 0.23% | -0.02 | $1,100,127.33 | 1,090,236 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2057 | 2.26 |
| FNMA 30 YR | 0.23% | N/A | $1,096,881.92 | 1,059,742 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 4.51 |
| APT Pipelines | 0.23% | -0.00 | $1,095,229.17 | 1,000,000 | Corporates | Energy | Australia | 4.25% | Baa2 | 15-Jul-2027 | 6.26 |
| GNMA ll 30 YR | 0.23% | N/A | $1,083,274.25 | 1,048,274 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2049 | 2.34 |
| Empresa Nacional De Telecomunicaciones | 0.23% | N/A | $1,073,125.00 | 1,000,000 | Corporates | Communications | Chile | 4.88% | Baa3 | 30-Oct-2024 | 3.47 |
| Fannie Mae Connecticut Avenue Securities | 0.23% | N/A | $1,071,333.35 | 1,075,000 | Securitized | CMO | United States | 2.89% | NR | 25-Nov-2029 | 0.33 |
| JPMorgan Chase | 0.23% | -0.01 | $1,066,402.07 | 1,020,000 | Corporates | Banking | United States | 3.20% | A2 | 15-Jun-2026 | 5.72 |
| Navient Private Education Loan Trust 2018 | 0.23% | 0.12 | $1,066,194.96 | 1,032,000 | Securitized | Student Loan | United States | 3.61% | NR | 15-Dec-2059 | 3.75 |
| Smb Private Education Loan Trust 2015 | 0.23% | -0.01 | $1,065,048.49 | 1,045,000 | Securitized | Student Loan | United States | 3.50% | Aa2 | 15-Sep-2043 | 5.37 |
| WFRBS Commercial Mortgage Trust 2014-C22 | 0.22% | -0.01 | $1,061,067.31 | 1,000,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa1 | 15-Sep-2057 | 4.28 |
| Avis Budget Rental Car Funding AESOP | 0.22% | N/A | $1,058,988.62 | 1,000,000 | Securitized | Car Loan | United States | 4.00% | Aaa | 20-Mar-2025 | 3.69 |
| FNMA 30 YR | 0.22% | N/A | $1,048,089.69 | 1,000,405 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2048 | 1.94 |
| GNMA ll 30 YR | 0.22% | N/A | $1,044,959.44 | 1,000,161 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2046 | 3.01 |
| Volkswagen Group of America Finance | 0.22% | -0.01 | $1,042,540.58 | 935,000 | Corporates | Consumer Cyclical | Germany | 4.63% | A3 | 13-Nov-2025 | 5.16 |
| Unitedhealth | 0.22% | -0.01 | $1,040,654.80 | 970,000 | Corporates | Insurance | United States | 3.38% | A3 | 15-Apr-2027 | 6.46 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 0.22% | -0.01 | $1,040,194.41 | 975,000 | Securitized | NON AGENCY CMBS | United States | 4.57% | Aa3 | 15-Apr-2047 | 3.82 |
| Magnetite XVIII | 0.22% | -0.01 | $1,039,092.77 | 1,035,000 | Securitized | ABS Other | United States | 2.99% | Aaa | 15-Nov-2028 | 0.13 |
| Navient Private Education Refi Loan Trust 2018 | 0.22% | -0.01 | $1,034,120.84 | 1,025,000 | Securitized | Student Loan | United States | 3.19% | NR | 18-Feb-2042 | 3.70 |
| Baidu | 0.22% | -0.00 | $1,023,253.74 | 935,000 | Corporates | Technology | China | 4.38% | A3 | 29-Mar-2028 | 6.80 |
| Avis Budget Rental Car Funding AESOP | 0.21% | -0.01 | $1,009,060.01 | 960,000 | Securitized | Car Loan | United States | 4.73% | Baa3 | 20-Sep-2024 | 3.22 |
| Vereit Operating Partnership | 0.21% | -0.01 | $1,002,950.43 | 910,000 | Corporates | REITs | United States | 4.63% | Baa3 | 01-Nov-2025 | 5.02 |
| Kookmin Bank | 0.21% | N/A | $999,413.37 | 900,000 | Corporates | Banking | South Korea | 4.50% | Baa1 | 01-Feb-2029 | 7.42 |
| Healthcare Realty Trust | 0.21% | -0.00 | $987,996.66 | 940,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2028 | 6.78 |
| DBCG 2017-BBG Mortgage Trust | 0.21% | -0.00 | $985,051.25 | 985,000 | Securitized | NON AGENCY CMBS | United States | 2.44% | NR | 15-Jun-2034 | 0.03 |
| GNMA II 30 YR | 0.21% | N/A | $984,976.17 | 970,782 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Oct-2049 | 3.40 |
| FNMA 30 YR | 0.21% | N/A | $983,005.86 | 951,970 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | 4.56 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | 0.21% | -0.01 | $981,633.01 | 930,000 | Securitized | NON AGENCY CMBS | United States | 3.92% | NR | 15-Jul-2050 | 6.49 |
| St Marys Cement Inc Canada | 0.21% | N/A | $977,668.11 | 850,000 | Corporates | Capital Goods | Brazil | 5.75% | Ba1 | 28-Jan-2027 | 5.65 |
| SBA Tower Trust | 0.21% | -0.00 | $975,828.87 | 945,000 | Corporates | Communications | United States | 3.45% | A2 | 15-Mar-2023 | 3.00 |
| Neuberger Berman CLO XVI-S | 0.21% | -0.00 | $975,472.61 | 970,000 | Securitized | ABS Other | United States | 2.85% | Aaa | 15-Jan-2028 | 0.25 |
| Occidental Petroleum | 0.21% | -0.00 | $974,941.73 | 950,000 | Corporates | Energy | United States | 2.90% | Baa3 | 15-Aug-2024 | 4.22 |
| FNMA 30 YR | 0.21% | N/A | $972,086.51 | 928,113 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 3.28 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.20% | -0.01 | $961,652.21 | 910,000 | Corporates | Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 3.07 |
| AmeriCredit Automobile Receivables Trust 2017-2 | 0.20% | -0.00 | $957,293.12 | 955,000 | Securitized | Car Loan | United States | 2.40% | Aaa | 18-May-2022 | 0.54 |
| U.S. Treasury Bonds | 0.20% | -0.01 | $955,351.57 | 925,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2046 | 19.50 |
| Fannie Mae Connecticut Avenue Securities | 0.20% | N/A | $947,704.96 | 945,000 | Securitized | CMO | United States | 3.14% | NR | 25-Sep-2029 | 0.10 |
| Comcast | 0.20% | -0.00 | $946,292.89 | 760,000 | Corporates | Communications | United States | 4.70% | A3 | 15-Oct-2048 | 17.07 |
| Keysight Technologies | 0.20% | -0.16 | $942,909.33 | 840,000 | Corporates | Technology | United States | 4.60% | Baa2 | 06-Apr-2027 | 6.05 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.20% | -0.01 | $942,589.23 | 905,000 | Securitized | NON AGENCY CMBS | United States | 4.22% | NR | 15-Jun-2048 | 4.87 |
| GNMA ll 30 YR | 0.20% | N/A | $941,966.21 | 900,885 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2046 | 3.01 |
| Saudi Arabian Oil | 0.20% | 0.06 | $941,381.50 | 900,000 | Government Related | Owned No Guarantee | Saudi Arabia | 3.50% | A1 | 16-Apr-2029 | 7.90 |
| Enel Finance International | 0.20% | -0.01 | $940,959.55 | 905,000 | Corporates | Electric | Italy | 3.63% | Baa2 | 25-May-2027 | 6.48 |
| AT&T | 0.20% | 0.10 | $940,459.80 | 840,000 | Corporates | Communications | United States | 4.50% | Baa2 | 09-Mar-2048 | 16.45 |
| Sequoia Mortgage Trust 2018-CH2 | 0.20% | -0.04 | $935,980.21 | 924,271 | Securitized | CMO | United States | 4.00% | Aaa | 25-Jun-2048 | 1.85 |
| American Campus Communities Operating Partnership | 0.20% | -0.01 | $935,052.90 | 885,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Nov-2027 | 6.74 |
| Barclays | 0.20% | -0.00 | $933,220.09 | 895,000 | Corporates | Banking | United Kingdom | 3.68% | Baa3 | 10-Jan-2023 | 2.02 |
| AbbVie | 0.20% | -0.00 | $932,562.40 | 880,000 | Corporates | Consumer Non Cyclical | United States | 3.60% | Baa2 | 14-May-2025 | 4.73 |
| Reynolds American | 0.20% | -0.00 | $932,408.25 | 865,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.45% | Baa2 | 12-Jun-2025 | 4.70 |
| FNMA 30 YR | 0.20% | N/A | $930,429.66 | 868,852 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2043 | 3.03 |
| Sempra Energy | 0.20% | -0.00 | $930,211.70 | 885,000 | Corporates | Natural Gas | United States | 3.40% | Baa1 | 01-Feb-2028 | 6.89 |
| Cigna | 0.20% | 0.13 | $928,580.02 | 830,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa2 | 15-Oct-2028 | 7.22 |
| Banc of America Commercial Mortgage Trust 2016-UBS10 | 0.20% | N/A | $927,849.66 | 855,000 | Securitized | NON AGENCY CMBS | United States | 5.07% | NR | 15-Jul-2049 | 5.50 |
| Vodafone | 0.20% | -0.01 | $925,448.13 | 850,000 | Corporates | Communications | United Kingdom | 4.13% | Baa2 | 30-May-2025 | 4.86 |
| Chile Government International Bond | 0.20% | -0.01 | $920,949.65 | 865,000 | Government Related | Sovereign | Chile | 3.50% | A1 | 25-Jan-2050 | 18.68 |
| FNMA 30 YR | 0.20% | N/A | $920,782.37 | 880,407 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.57 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.20% | -0.00 | $920,595.79 | 920,000 | Securitized | CMO | United States | 2.89% | NR | 25-Sep-2030 | 0.34 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.19% | -0.00 | $919,378.50 | 920,000 | Securitized | CMO | United States | 2.84% | NR | 25-Jul-2030 | 0.33 |
| Avnet | 0.19% | -0.01 | $908,830.37 | 845,000 | Corporates | Technology | United States | 4.63% | Baa3 | 15-Apr-2026 | 5.30 |
| Vereit Operating Partnership | 0.19% | -0.01 | $900,231.98 | 810,000 | Corporates | REITs | United States | 4.88% | Baa3 | 01-Jun-2026 | 5.40 |
| Energy Transfer Operating | 0.19% | N/A | $896,787.83 | 765,000 | Corporates | Energy | United States | 6.00% | Baa3 | 15-Jun-2048 | 14.67 |
| FNMA 30 YR | 0.19% | N/A | $892,818.04 | 867,354 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.51 |
| Goldman Sachs | 0.19% | -0.00 | $892,205.93 | 845,000 | Corporates | Banking | United States | 3.50% | A3 | 16-Nov-2026 | 5.60 |
| Americredit Automobile Receivables Trust 2016-4 | 0.19% | -0.00 | $887,414.75 | 880,000 | Securitized | Car Loan | United States | 2.74% | NR | 08-Dec-2022 | 1.59 |
| Transurban Finance Co Pty | 0.19% | -0.00 | $883,317.07 | 865,000 | Corporates | Transportation | Australia | 3.38% | Baa1 | 22-Mar-2027 | 6.25 |
| Sigma Finance Netherlands BV | 0.19% | N/A | $874,515.00 | 800,000 | Corporates | Consumer Non Cyclical | Mexico | 4.88% | Baa3 | 27-Mar-2028 | 6.66 |
| FNMA 30 YR | 0.18% | N/A | $865,336.87 | 830,398 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2048 | 2.91 |
| FHLMC GOLD | 0.18% | N/A | $865,213.98 | 814,684 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | 4.09 |
| Cigna | 0.18% | -0.00 | $855,733.08 | 785,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 15-Nov-2025 | 5.12 |
| Galton Funding Mortgage Trust 2017-1 | 0.18% | -0.01 | $855,097.16 | 840,127 | Securitized | CMO | United States | 3.95% | Aa1 | 25-Jul-2056 | 4.44 |
| FNMA 30 YR | 0.18% | N/A | $850,161.59 | 825,849 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.79 |
| U.S. Treasury Bonds | 0.18% | -0.01 | $840,996.10 | 775,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2047 | 19.88 |
| American Airlines 2016-2 Class A Pass Through Trust | 0.18% | -0.01 | $829,414.51 | 801,521 | Corporates | Transportation | United States | 3.65% | A2 | 15-Jun-2028 | 5.84 |
| Banco Santander | 0.18% | -0.01 | $827,542.22 | 800,000 | Corporates | Banking | Spain | 3.50% | Baa1 | 11-Apr-2022 | 2.17 |
| FNMA 30 YR | 0.17% | N/A | $825,435.92 | 781,425 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jun-2049 | 2.61 |
| UBS Commercial Mortgage Trust 2017-C5 | 0.17% | N/A | $819,222.88 | 775,000 | Securitized | NON AGENCY CMBS | United States | 3.78% | Aa3 | 15-Nov-2050 | 6.78 |
| Comcast | 0.17% | N/A | $817,748.44 | 800,000 | Corporates | Communications | United States | 3.25% | A3 | 01-Nov-2039 | 14.71 |
| FNMA 30 YR | 0.17% | N/A | $812,317.71 | 771,917 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.07 |
| CNAC HK Finbridge | 0.17% | -0.00 | $810,434.55 | 760,000 | Government Related | Owned No Guarantee | China | 4.63% | NR | 14-Mar-2023 | 2.93 |
| Royal Bank Of Scotland | 0.17% | 0.00 | $809,547.97 | 765,000 | Corporates | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 3.41 |
| FNMA 30 YR | 0.17% | N/A | $803,573.47 | 770,452 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2047 | 2.91 |
| GNMA ll 30 YR | 0.17% | N/A | $801,517.86 | 753,653 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Nov-2048 | 1.42 |
| FNMA 30 YR | 0.17% | N/A | $800,249.30 | 767,690 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2046 | 3.57 |
| Baidu | 0.17% | -0.00 | $792,980.65 | 775,000 | Corporates | Technology | China | 2.88% | A3 | 06-Jul-2022 | 2.38 |
| Woodside Finance | 0.17% | -0.00 | $792,406.88 | 758,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Mar-2028 | 6.92 |
| Enel Finance International | 0.17% | -0.00 | $790,936.90 | 780,000 | Corporates | Electric | Italy | 2.75% | Baa2 | 06-Apr-2023 | 3.08 |
| FNMA 30 YR | 0.17% | N/A | $786,226.43 | 761,791 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2044 | 4.56 |
| Smb Private Education Loan Trust 2017 | 0.17% | -0.02 | $785,441.39 | 781,930 | Securitized | Student Loan | United States | 2.82% | Aaa | 15-Oct-2035 | 3.14 |
| BXP Trust 2017-GM | 0.16% | -0.01 | $775,362.70 | 735,000 | Securitized | NON AGENCY CMBS | United States | 3.38% | Aaa | 13-Jun-2039 | 6.60 |
| FNMA 15YR | 0.16% | N/A | $772,275.50 | 749,341 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2033 | 3.22 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.16% | -0.02 | $767,410.37 | 757,994 | Securitized | CMO | United States | 3.77% | NR | 25-Jun-2048 | 1.08 |
| Equitable Holdings | 0.16% | N/A | $759,398.12 | 695,000 | Corporates | Insurance | United States | 4.35% | Baa2 | 20-Apr-2028 | 6.87 |
| U.S. Treasury Bonds | 0.16% | -0.01 | $756,164.07 | 700,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2042 | 17.29 |
| Vistra Operations | 0.16% | 0.09 | $756,126.69 | 724,000 | Corporates | Electric | United States | 4.30% | Baa3 | 15-Jul-2029 | 7.56 |
| Navient Student Loan Trust 2018-1 | 0.16% | -0.02 | $755,973.47 | 757,355 | Securitized | Student Loan | United States | 2.14% | Aaa | 25-Mar-2067 | 0.07 |
| Williams | 0.16% | -0.00 | $755,476.43 | 705,000 | Corporates | Energy | United States | 4.00% | Baa3 | 15-Sep-2025 | 4.92 |
| QVC | 0.16% | -0.00 | $755,186.35 | 700,000 | Corporates | Consumer Cyclical | United States | 5.13% | Ba2 | 02-Jul-2022 | 2.29 |
| FNMA 15YR | 0.16% | N/A | $748,479.61 | 740,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Dec-2034 | 3.70 |
| Bayer US Finance II | 0.16% | -0.00 | $746,520.43 | 710,000 | Corporates | Consumer Non Cyclical | Germany | 3.88% | Baa1 | 15-Dec-2023 | 3.61 |
| Boston Properties | 0.16% | -0.00 | $745,216.85 | 730,000 | Corporates | REITs | United States | 2.75% | Baa1 | 01-Oct-2026 | 6.02 |
| Aia | 0.16% | -0.01 | $741,310.43 | 685,000 | Corporates | Insurance | Hong Kong | 3.90% | A2 | 06-Apr-2028 | 6.94 |
| Plains All American Pipeline LP / PAA Finance | 0.16% | -0.00 | $739,779.37 | 710,000 | Corporates | Energy | United States | 3.85% | Ba1 | 15-Oct-2023 | 3.33 |
| General Motors | 0.16% | N/A | $739,020.13 | 655,000 | Corporates | Consumer Cyclical | United States | 5.95% | Baa3 | 01-Apr-2049 | 14.41 |
| State Grid Overseas Investment 2016 | 0.16% | -0.01 | $737,953.61 | 700,000 | Government Related | Owned No Guarantee | China | 3.50% | A1 | 04-May-2027 | 6.46 |
| Bank of America | 0.16% | -0.00 | $737,313.00 | 675,000 | Corporates | Banking | United States | 3.82% | A2 | 20-Jan-2028 | 6.13 |
| General Motors Financial | 0.16% | -0.00 | $736,772.35 | 665,000 | Corporates | Consumer Cyclical | United States | 5.10% | Baa3 | 17-Jan-2024 | 3.53 |
| GNMA ll 30 YR | 0.16% | N/A | $734,656.47 | 699,633 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2047 | 2.16 |
| FNMA 30 YR | 0.16% | N/A | $734,184.15 | 712,765 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.78 |
| Panama Government International Bond | 0.16% | -0.00 | $731,745.78 | 700,000 | Government Related | Sovereign | Panama | 3.16% | Baa1 | 23-Jan-2030 | 8.44 |
| Deephaven Residential Mortgage Trust 2018-4 | 0.15% | -0.03 | $726,323.70 | 718,434 | Securitized | CMO | United States | 4.08% | NR | 25-Oct-2058 | 1.53 |
| Diamondback Energy | 0.15% | N/A | $724,685.67 | 715,000 | Corporates | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 4.52 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.15% | -0.00 | $724,662.55 | 725,000 | Securitized | NON AGENCY CMBS | United States | 2.67% | Aaa | 15-Dec-2036 | 0.03 |
| Regency Centers | 0.15% | -0.00 | $722,648.25 | 675,000 | Corporates | REITs | United States | 3.60% | Baa1 | 01-Feb-2027 | 6.08 |
| Transcontinental Gas Pipe Line | 0.15% | -0.00 | $722,426.01 | 670,000 | Corporates | Energy | United States | 4.00% | Baa2 | 15-Mar-2028 | 6.85 |
| FNMA 30 yr | 0.15% | N/A | $721,814.55 | 684,415 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.00 |
| Towd Point Mortgage Trust 2018-2 | 0.15% | -0.01 | $721,496.04 | 704,987 | Securitized | CMO | United States | 3.25% | Aaa | 25-Mar-2058 | 2.77 |
| FNMA 30 YR | 0.15% | N/A | $721,265.10 | 682,393 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2045 | 4.03 |
| Diamondback Energy | 0.15% | N/A | $718,382.86 | 705,000 | Corporates | Energy | United States | 3.50% | Ba1 | 01-Dec-2029 | 8.28 |
| FNMA 20YR | 0.15% | N/A | $715,382.53 | 694,760 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2037 | 3.69 |
| First Abu Dhabi Bank PJSC | 0.15% | -0.01 | $708,047.08 | 700,000 | Government Related | Government Sponsored | United Arab Emirates | 5.25% | Baa3 | 17-Dec-2168 | 0.46 |
| CSAIL 2016-C7 Commercial Mortgage Trust | 0.15% | -0.01 | $707,231.57 | 670,000 | Securitized | NON AGENCY CMBS | United States | 3.96% | Aa3 | 15-Nov-2049 | 5.98 |
| Capital One Financial | 0.15% | 0.00 | $706,674.05 | 655,000 | Corporates | Banking | United States | 3.75% | Baa1 | 09-Mar-2027 | 6.23 |
| Woodside Finance | 0.15% | -0.00 | $706,061.44 | 672,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.78 |
| Synchrony Credit Card Master Note Trust | 0.15% | -0.00 | $703,903.42 | 703,057 | Securitized | Credit Card | United States | 2.95% | NR | 15-May-2024 | 1.35 |
| Credit Suisse | 0.15% | -0.00 | $702,440.70 | 695,000 | Corporates | Banking | Switzerland | 2.59% | Baa2 | 11-Sep-2025 | 4.37 |
| Micron Technology | 0.15% | 0.00 | $700,277.29 | 635,000 | Corporates | Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 3.63 |
| Comcast | 0.15% | -0.00 | $696,970.96 | 615,000 | Corporates | Communications | United States | 4.15% | A3 | 15-Oct-2028 | 7.30 |
| FNMA 30 YR | 0.15% | N/A | $695,109.80 | 662,821 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 3.23 |
| CVS Health | 0.15% | -0.00 | $695,102.93 | 640,000 | Corporates | Consumer Non Cyclical | United States | 4.10% | Baa2 | 25-Mar-2025 | 4.58 |
| SMART ABS Series 2016-2US Trust | 0.15% | -0.00 | $694,251.14 | 695,000 | Securitized | Car Loan | Australia | 2.05% | Aaa | 14-Dec-2022 | 1.70 |
| FNMA 30 YR | 0.15% | N/A | $686,555.44 | 646,174 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 4.30 |
| Dell International LLC / EMC | 0.14% | N/A | $684,356.63 | 615,000 | Corporates | Technology | United States | 4.90% | Baa3 | 01-Oct-2026 | 5.65 |
| Indonesia Government International Bond | 0.14% | -0.00 | $684,234.39 | 665,000 | Government Related | Sovereign | Indonesia | 2.95% | Baa2 | 11-Jan-2023 | 2.85 |
| FNMA 30 YR | 0.14% | N/A | $683,500.45 | 647,850 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2047 | 2.50 |
| Woodside Finance | 0.14% | -0.00 | $682,058.72 | 650,000 | Corporates | Energy | Australia | 3.65% | Baa1 | 05-Mar-2025 | 4.53 |
| FNMA 30 YR | 0.14% | N/A | $681,777.61 | 660,300 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 5.12 |
| Flagstar Mortgage Trust 2018-6RR | 0.14% | -0.04 | $681,364.15 | 664,920 | Securitized | CMO | United States | 4.00% | NR | 25-Sep-2048 | 2.68 |
| FNMA 30YR | 0.14% | N/A | $677,876.96 | 634,242 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.62 |
| Omnicom Group Inc / Omnicom Capital | 0.14% | N/A | $674,759.47 | 635,000 | Corporates | Communications | United States | 3.65% | Baa1 | 01-Nov-2024 | 4.25 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.14% | -0.00 | $674,277.40 | 600,000 | Corporates | Communications | United States | 4.91% | Ba1 | 23-Jul-2025 | 4.65 |
| Bank of America | 0.14% | -0.00 | $670,887.66 | 610,000 | Corporates | Banking | United States | 4.25% | Baa1 | 22-Oct-2026 | 5.92 |
| FNMA 30 YR | 0.14% | N/A | $668,014.67 | 646,197 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 5.33 |
| Williams | 0.14% | N/A | $666,799.00 | 600,000 | Corporates | Energy | United States | 4.85% | Baa3 | 01-Mar-2048 | 15.76 |
| Cno Financial | 0.14% | -0.00 | $666,254.99 | 597,000 | Corporates | Insurance | United States | 5.25% | Baa3 | 30-May-2025 | 4.58 |
| Kilroy Realty | 0.14% | -0.00 | $665,619.49 | 605,000 | Corporates | REITs | United States | 4.38% | Baa2 | 01-Oct-2025 | 4.92 |
| GNMA ll 30 YR | 0.14% | N/A | $665,483.10 | 629,906 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2043 | 4.11 |
| Vistra Operations | 0.14% | N/A | $663,451.01 | 640,000 | Corporates | Electric | United States | 3.55% | Baa3 | 15-Jul-2024 | 4.06 |
| GNMA ll 30 YR | 0.14% | N/A | $657,024.39 | 609,879 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jan-2048 | 1.96 |
| BANK 2017-BNK5 | 0.14% | -0.01 | $655,126.21 | 620,000 | Securitized | NON AGENCY CMBS | United States | 4.26% | NR | 15-Jun-2060 | 6.41 |
| GNMA ll 30 YR | 0.14% | N/A | $652,692.54 | 610,465 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Dec-2048 | 1.42 |
| COMM 2015-PC1 Mortgage Trust | 0.14% | -0.00 | $651,482.08 | 610,000 | Securitized | NON AGENCY CMBS | United States | 4.44% | NR | 10-Jul-2050 | 4.84 |
| Bank of America | 0.14% | -0.00 | $649,989.38 | 575,000 | Corporates | Banking | United States | 4.27% | A2 | 23-Jul-2029 | 7.15 |
| Goldman Sachs | 0.14% | -0.00 | $649,075.65 | 585,000 | Corporates | Banking | United States | 4.22% | A3 | 01-May-2029 | 7.07 |
| Williams | 0.14% | -0.00 | $645,960.52 | 605,000 | Corporates | Energy | United States | 3.90% | Baa3 | 15-Jan-2025 | 4.36 |
| GNMA II TBA JAN | 0.14% | N/A | $644,262.56 | 625,000 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2041 | 1.97 |
| Sempra Energy | 0.14% | -0.00 | $638,442.45 | 619,000 | Corporates | Natural Gas | United States | 3.25% | Baa1 | 15-Jun-2027 | 6.52 |
| Essex Portfolio | 0.14% | -0.00 | $637,958.00 | 600,000 | Corporates | REITs | United States | 3.88% | Baa1 | 01-May-2024 | 3.80 |
| FHLMC GOLD | 0.13% | N/A | $636,743.52 | 598,292 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2045 | 3.00 |
| Altria | 0.13% | 0.00 | $633,965.73 | 560,000 | Corporates | Consumer Non Cyclical | United States | 4.80% | A3 | 14-Feb-2029 | 7.27 |
| Americredit Automobile Receivables Trust 2018-2 | 0.13% | -0.00 | $629,200.17 | 610,000 | Securitized | Car Loan | United States | 3.59% | Aa1 | 18-Jun-2024 | 2.30 |
| GM Financial Consumer Automobile Receivables Trust 2018-2 | 0.13% | -0.00 | $628,673.79 | 615,000 | Securitized | Car Loan | United States | 3.12% | NR | 18-Dec-2023 | 3.46 |
| Independence Plaza Trust 2018-INDP | 0.13% | N/A | $628,184.52 | 600,000 | Securitized | NON AGENCY CMBS | United States | 4.16% | NR | 10-Jul-2035 | 4.93 |
| Vodafone | 0.13% | -0.00 | $627,882.15 | 565,000 | Corporates | Communications | United Kingdom | 4.38% | Baa2 | 30-May-2028 | 7.11 |
| FNMA 30 YR | 0.13% | N/A | $621,109.97 | 585,998 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2048 | 3.14 |
| FNMA 30 YR | 0.13% | N/A | $617,445.86 | 585,127 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.50 |
| Becton Dickinson And | 0.13% | -0.15 | $617,231.43 | 578,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Ba1 | 06-Jun-2027 | 6.40 |
| Morgan Stanley | 0.13% | -0.00 | $616,757.61 | 565,000 | Corporates | Banking | United States | 3.88% | A3 | 27-Jan-2026 | 5.36 |
| Occidental Petroleum | 0.13% | 0.06 | $616,027.10 | 585,000 | Corporates | Energy | United States | 4.40% | Baa3 | 15-Aug-2049 | 16.52 |
| Starwood Mortgage Residential Trust 2018-IMC2 | 0.13% | -0.01 | $615,914.50 | 597,725 | Securitized | CMO | United States | 4.12% | NR | 25-Oct-2048 | 1.25 |
| Enel Chile | 0.13% | -0.00 | $613,520.88 | 550,000 | Corporates | Electric | Chile | 4.88% | Baa2 | 12-Jun-2028 | 7.01 |
| Ari Fleet Lease Trust 2017 | 0.13% | -0.00 | $611,492.75 | 610,000 | Securitized | Car Loan | United States | 2.28% | NR | 15-Apr-2026 | 1.19 |
| Ford Motor Credit | 0.13% | -0.00 | $610,286.67 | 600,000 | Corporates | Consumer Cyclical | United States | 3.47% | Ba1 | 05-Apr-2021 | 1.22 |
| Bunge Ltd Finance | 0.13% | -0.00 | $609,944.95 | 590,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa3 | 25-Sep-2027 | 6.55 |
| Sequoia Mortgage Trust 2018-CH3 | 0.13% | -0.02 | $609,022.45 | 593,809 | Securitized | CMO | United States | 4.00% | Aaa | 25-Aug-2048 | 2.68 |
| General Motors Financial | 0.13% | 0.00 | $608,410.13 | 560,000 | Corporates | Consumer Cyclical | United States | 4.30% | Baa3 | 13-Jul-2025 | 4.70 |
| BAT Capital | 0.13% | 0.00 | $605,078.70 | 585,000 | Corporates | Consumer Non Cyclical | United Kingdom | 3.56% | Baa2 | 15-Aug-2027 | 6.49 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 0.13% | N/A | $604,505.83 | 500,000 | Corporates | Consumer Non Cyclical | Belgium | 4.90% | Baa1 | 01-Feb-2046 | 15.53 |
| Equate Petrochemical BV | 0.13% | -0.01 | $602,971.13 | 560,000 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 03-Nov-2026 | 5.93 |
| Solvay Finance America | 0.13% | -0.00 | $597,878.11 | 550,000 | Corporates | Basic Industry | Belgium | 4.45% | Baa2 | 03-Dec-2025 | 5.08 |
| Smb Private Education Loan Trust 2016 | 0.12% | -0.01 | $587,057.99 | 587,796 | Securitized | Student Loan | United States | 2.34% | Aaa | 15-Sep-2034 | 3.10 |
| FNMA 30 YR | 0.12% | N/A | $586,482.52 | 554,658 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2044 | 2.11 |
| FNMA 30 YR | 0.12% | N/A | $581,826.67 | 560,479 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2049 | 4.17 |
| New York State dormitory Authority | 0.12% | -0.00 | $580,758.75 | 550,000 | Government Related | Local Authorities | United States | 3.88% | Aa2 | 01-Jul-2046 | 9.76 |
| PerkinElmer | 0.12% | 0.00 | $579,603.73 | 560,000 | Corporates | Consumer Non Cyclical | United States | 3.30% | Baa3 | 15-Sep-2029 | 8.15 |
| Alexandria Real Estate Equities | 0.12% | -0.00 | $579,602.11 | 530,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2027 | 5.96 |
| FNMA 30 YR | 0.12% | N/A | $575,199.02 | 527,587 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Feb-2040 | 2.71 |
| Vistra Operations | 0.12% | N/A | $569,881.88 | 570,000 | Corporates | Electric | United States | 3.70% | Baa3 | 30-Jan-2027 | 6.12 |
| Boardwalk Pipelines | 0.12% | -0.00 | $569,490.19 | 505,000 | Corporates | Energy | United States | 5.95% | Baa3 | 01-Jun-2026 | 5.25 |
| U.S. Treasury Bonds | 0.12% | -0.01 | $564,942.48 | 500,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2047 | 19.54 |
| Cigna | 0.12% | N/A | $563,734.03 | 505,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 25-Feb-2026 | 5.20 |
| FNMA 30 YR | 0.12% | N/A | $563,267.30 | 515,639 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2047 | 2.72 |
| FNMA 30 YR | 0.12% | N/A | $556,309.13 | 523,430 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2049 | 1.81 |
| Brixmor Operating Partnership | 0.12% | -0.00 | $555,646.81 | 515,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-May-2029 | 7.70 |
| Nelnet Student Loan Trust 2005-4 | 0.12% | -0.01 | $554,554.73 | 576,172 | Securitized | Student Loan | United States | 2.11% | Baa3 | 22-Mar-2032 | 0.25 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.08 | $553,472.89 | 553,314 | Securitized | CMO | United States | 2.39% | NR | 25-Jul-2030 | 0.08 |
| FNMA 30 YR | 0.12% | N/A | $552,733.74 | 527,734 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.28 |
| Ford Credit Auto Owner Trust 2018-REV1 | 0.12% | -0.00 | $551,999.94 | 540,000 | Securitized | Car Loan | United States | 3.49% | A2 | 15-Jul-2031 | 5.44 |
| FNMA 30 YR | 0.12% | N/A | $551,651.68 | 526,654 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.28 |
| GNMA ll 30 YR | 0.12% | N/A | $551,283.01 | 528,698 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2048 | 1.39 |
| Verus Securitization Trust 2018-2 | 0.12% | -0.02 | $550,789.09 | 544,627 | Securitized | CMO | United States | 3.68% | NR | 01-Jun-2058 | 1.41 |
| Perusahaan Gas Negara | 0.12% | -0.00 | $547,824.44 | 500,000 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 16-May-2024 | 3.91 |
| Occidental Petroleum | 0.12% | N/A | $547,559.72 | 535,000 | Corporates | Energy | United States | 3.20% | Baa3 | 15-Aug-2026 | 5.82 |
| Eni | 0.12% | -0.00 | $545,794.00 | 475,000 | Corporates | Energy | Italy | 4.75% | Baa1 | 12-Sep-2028 | 7.17 |
| Smb Private Education Loan Trust 2017 | 0.12% | -0.01 | $542,949.81 | 539,522 | Securitized | Student Loan | United States | 2.88% | Aaa | 15-Sep-2034 | 3.32 |
| Barclays | 0.11% | -0.00 | $541,442.78 | 510,000 | Corporates | Banking | United Kingdom | 4.61% | Baa3 | 15-Feb-2023 | 1.99 |
| Metropolitan Water Reclamation District of Greater Chicago | 0.11% | -0.01 | $540,362.23 | 410,000 | Government Related | Local Authorities | United States | 5.72% | Aa2 | 01-Dec-2038 | 11.68 |
| Boral Finance Pty | 0.11% | -0.00 | $539,323.70 | 535,000 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 01-Nov-2022 | 2.65 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.11% | -0.00 | $537,871.39 | 525,000 | Securitized | NON AGENCY CMBS | United States | 2.86% | Aaa | 15-Sep-2049 | 6.02 |
| FNMA 30 YR | 0.11% | N/A | $531,204.27 | 499,437 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2048 | 2.56 |
| Willis North America | 0.11% | -0.00 | $530,969.63 | 505,000 | Corporates | Insurance | United States | 3.60% | Baa3 | 15-May-2024 | 3.92 |
| FNMA 30 yr | 0.11% | N/A | $529,074.12 | 501,667 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.83 |
| GNMA ll 30 YR | 0.11% | N/A | $529,073.72 | 510,035 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2045 | 3.48 |
| GNMA ll 30 YR | 0.11% | N/A | $528,647.96 | 492,574 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-May-2048 | 1.99 |
| Peruvian Government International Bond | 0.11% | -0.00 | $527,337.45 | 510,000 | Government Related | Sovereign | Peru | 2.84% | A3 | 20-Jun-2030 | 9.08 |
| Ventas Realty | 0.11% | -0.00 | $527,167.38 | 525,000 | Corporates | REITs | United States | 3.00% | Baa1 | 15-Jan-2030 | 8.48 |
| FNMA 30 YR | 0.11% | N/A | $522,382.82 | 499,321 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2048 | 2.97 |
| GNMA ll 30 YR | 0.11% | N/A | $521,975.54 | 487,073 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2047 | 2.78 |
| GNMA ll 30 YR | 0.11% | N/A | $519,752.58 | 482,028 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Dec-2047 | 1.96 |
| Pertamina Persero PT | 0.11% | -0.00 | $518,320.00 | 400,000 | Government Related | Owned No Guarantee | Indonesia | 6.45% | Baa2 | 30-May-2044 | 13.81 |
| Jack in the Box Funding | 0.11% | -0.00 | $516,187.32 | 510,000 | Securitized | ABS Other | United States | 3.98% | NR | 25-Aug-2049 | 3.32 |
| Avolon Holdings Funding | 0.11% | -0.00 | $514,930.07 | 473,000 | Corporates | Finance Companies | Ireland | 5.13% | Baa3 | 01-Oct-2023 | 3.33 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.11% | -0.02 | $513,794.43 | 505,183 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2049 | 1.86 |
| Cigna | 0.11% | 0.00 | $510,836.31 | 425,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Dec-2048 | 16.68 |
| FNMA 30 YR | 0.11% | N/A | $505,006.67 | 483,972 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.91 |
| Diamondback Energy | 0.11% | N/A | $502,233.06 | 495,000 | Corporates | Energy | United States | 3.25% | Ba1 | 01-Dec-2026 | 6.11 |
| AbbVie | 0.11% | N/A | $501,864.69 | 470,000 | Corporates | Consumer Non Cyclical | United States | 4.25% | Baa2 | 21-Nov-2049 | 17.29 |
| Avnet | 0.11% | -0.00 | $501,757.55 | 490,000 | Corporates | Technology | United States | 3.75% | Baa3 | 01-Dec-2021 | 1.77 |
| FNMA 30 YR | 0.11% | N/A | $501,185.36 | 482,506 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 4.41 |
| Smb Private Education Loan Trust 2018 | 0.11% | -0.00 | $500,950.58 | 480,000 | Securitized | Student Loan | United States | 3.63% | Aaa | 15-Nov-2035 | 3.80 |
| Altria | 0.11% | 0.00 | $499,005.22 | 415,000 | Corporates | Consumer Non Cyclical | United States | 5.80% | A3 | 14-Feb-2039 | 11.97 |
| Hasbro | 0.11% | N/A | $498,940.20 | 495,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 19-Nov-2024 | 4.47 |
| FNMA 30 YR | 0.11% | N/A | $498,777.18 | 471,020 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 3.07 |
| Smb Private Education Loan Trust 2017 | 0.11% | -0.01 | $496,993.35 | 496,516 | Securitized | Student Loan | United States | 2.64% | Aaa | 15-Sep-2034 | 0.04 |
| FNMA 30 YR | 0.10% | N/A | $494,959.01 | 468,316 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.73 |
| GNMA ll 30 YR | 0.10% | N/A | $493,403.49 | 468,657 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2043 | 4.27 |
| State Grid Overseas Investment 2016 | 0.10% | -0.00 | $493,263.43 | 470,000 | Government Related | Owned No Guarantee | China | 3.75% | A1 | 02-May-2023 | 3.11 |
| Crown Castle International | 0.10% | -0.00 | $488,853.69 | 440,000 | Corporates | Communications | United States | 4.45% | Baa3 | 15-Feb-2026 | 5.18 |
| Towd Point Mortgage Trust 2016-5 | 0.10% | -0.01 | $487,312.67 | 485,060 | Securitized | CMO | United States | 2.50% | Aaa | 25-Oct-2056 | 1.85 |
| FNMA 30 YR | 0.10% | N/A | $486,429.39 | 459,744 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2049 | 2.61 |
| FNMA 30 YR | 0.10% | N/A | $481,222.44 | 458,869 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2046 | 3.28 |
| GS Mortgage Securities Trust 2016-GS4 | 0.10% | -0.00 | $480,933.83 | 460,000 | Securitized | NON AGENCY CMBS | United States | 3.18% | Aaa | 10-Nov-2049 | 5.93 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 0.10% | -0.00 | $478,731.91 | 470,000 | Securitized | NON AGENCY CMBS | United States | 3.21% | Aaa | 15-Feb-2046 | 2.88 |
| WFRBS Commercial Mortgage Trust 2014-C20 | 0.10% | -0.00 | $478,275.07 | 455,000 | Securitized | NON AGENCY CMBS | United States | 3.72% | Aaa | 15-May-2047 | 3.41 |
| Hardee s Funding | 0.10% | -0.00 | $477,857.70 | 474,000 | Securitized | ABS Other | United States | 4.25% | NR | 20-Jun-2048 | 2.53 |
| NXP BV / NXP Funding | 0.10% | -0.00 | $475,399.22 | 430,000 | Corporates | Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 3.68 |
| GNMA ll 30 YR | 0.10% | N/A | $474,704.71 | 454,132 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 3.01 |
| Southern | 0.10% | -0.00 | $474,482.25 | 450,000 | Corporates | Electric | United States | 3.25% | Baa2 | 01-Jul-2026 | 5.75 |
| Barclays Bank | 0.10% | -0.00 | $474,112.29 | 460,000 | Corporates | Banking | United Kingdom | 5.14% | Ba1 | 14-Oct-2020 | 0.77 |
| FNMA 30 YR | 0.10% | N/A | $473,607.90 | 458,688 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 5.18 |
| FNMA 20YR | 0.10% | N/A | $472,735.27 | 457,163 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 4.41 |
| FNMA 30 YR | 0.10% | N/A | $472,018.11 | 456,057 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 5.45 |
| Enel Americas | 0.10% | -0.00 | $470,485.00 | 450,000 | Corporates | Electric | Chile | 4.00% | Baa3 | 25-Oct-2026 | 5.82 |
| Baidu | 0.10% | -0.00 | $467,955.39 | 445,000 | Corporates | Technology | China | 3.88% | A3 | 29-Sep-2023 | 3.39 |
| AbbVie | 0.10% | N/A | $465,247.20 | 440,000 | Corporates | Consumer Non Cyclical | United States | 4.05% | Baa2 | 21-Nov-2039 | 13.85 |
| GNMA ll 30 YR | 0.10% | N/A | $463,118.30 | 442,894 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Oct-2048 | 1.39 |
| Vodafone | 0.10% | 0.00 | $463,099.83 | 400,000 | Corporates | Communications | United Kingdom | 4.88% | Baa2 | 19-Jun-2049 | 16.71 |
| Ford Motor Credit | 0.10% | -0.00 | $462,545.42 | 455,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Nov-2022 | 2.67 |
| Essex Portfolio | 0.10% | -0.00 | $462,125.40 | 440,000 | Corporates | REITs | United States | 3.38% | Baa1 | 15-Apr-2026 | 5.52 |
| Ge Capital International Funding Co Unlimited | 0.10% | -0.00 | $460,154.18 | 440,000 | Corporates | Finance Companies | United States | 3.37% | Baa1 | 15-Nov-2025 | 5.31 |
| Energy Transfer Operating | 0.10% | N/A | $459,727.30 | 375,000 | Corporates | Energy | United States | 6.25% | Baa3 | 15-Apr-2049 | 14.65 |
| Smb Private Education Loan Trust 2015 | 0.10% | -0.00 | $455,892.53 | 445,000 | Securitized | Student Loan | United States | 3.69% | Aaa | 16-Aug-2032 | 0.07 |
| Unitedhealth | 0.10% | -0.00 | $455,102.36 | 380,000 | Corporates | Insurance | United States | 4.45% | A3 | 15-Dec-2048 | 17.47 |
| Danske Bank | 0.10% | -0.00 | $454,265.55 | 405,000 | Corporates | Banking | Denmark | 5.38% | Baa3 | 12-Jan-2024 | 3.56 |
| Barclays | 0.10% | -0.00 | $454,219.22 | 430,000 | Corporates | Banking | United Kingdom | 3.93% | Baa3 | 07-May-2025 | 3.98 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.10% | -0.00 | $450,112.23 | 415,000 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 03-Apr-2026 | 5.35 |
| Volkswagen Group of America Finance | 0.10% | -0.00 | $449,717.77 | 440,000 | Corporates | Consumer Cyclical | Germany | 2.85% | A3 | 26-Sep-2024 | 4.34 |
| SBA Tower Trust | 0.10% | -0.00 | $449,118.01 | 440,000 | Corporates | Communications | United States | 3.17% | A2 | 15-Apr-2022 | 2.18 |
| Benchmark 2018-B1 Mortgage Trust | 0.09% | -0.00 | $444,890.15 | 415,000 | Securitized | NON AGENCY CMBS | United States | 4.06% | NR | 15-Jan-2051 | 6.84 |
| Palisades Center Trust 2016-PLSD | 0.09% | -0.00 | $443,699.06 | 445,000 | Securitized | NON AGENCY CMBS | United States | 2.71% | Aaa | 13-Apr-2033 | 1.26 |
| Saudi Arabian Oil | 0.09% | -0.00 | $442,231.22 | 400,000 | Government Related | Owned No Guarantee | Saudi Arabia | 4.38% | A1 | 16-Apr-2049 | 17.10 |
| Cardinal Health | 0.09% | N/A | $442,028.03 | 415,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Sep-2045 | 14.70 |
| FNMA 15YR | 0.09% | N/A | $440,898.30 | 432,671 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2030 | 3.23 |
| Morgan Stanley | 0.09% | -0.00 | $439,863.08 | 420,000 | Corporates | Banking | United States | 3.13% | A3 | 27-Jul-2026 | 5.87 |
| FNMA 30 YR | 0.09% | N/A | $438,763.88 | 410,594 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-May-2047 | 3.02 |
| Ascension Health | 0.09% | -0.01 | $438,218.64 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.95% | Aa2 | 15-Nov-2046 | 17.36 |
| Occidental Petroleum | 0.09% | N/A | $437,950.03 | 435,000 | Corporates | Energy | United States | 4.20% | Baa3 | 15-Mar-2048 | 16.34 |
| Danske Bank | 0.09% | -0.00 | $436,993.95 | 430,000 | Corporates | Banking | Denmark | 2.70% | A3 | 02-Mar-2022 | 2.07 |
| GNMA ll 30 YR | 0.09% | N/A | $436,370.33 | 411,607 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2049 | 1.42 |
| FNMA 15YR | 0.09% | N/A | $432,280.55 | 410,978 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2032 | 2.88 |
| Neuberger Berman Loan Advisers CLO 29 | 0.09% | -0.00 | $431,901.27 | 430,000 | Securitized | ABS Other | United States | 3.10% | Aaa | 19-Oct-2031 | 0.05 |
| Cheniere Corpus Christi Holdings | 0.09% | N/A | $431,547.20 | 420,000 | Corporates | Energy | United States | 3.70% | Ba1 | 15-Nov-2029 | 8.07 |
| Perrigo Finance Unlimited | 0.09% | -0.00 | $429,270.80 | 410,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa3 | 15-Mar-2026 | 5.26 |
| Alexandria Real Estate Equities | 0.09% | -0.00 | $429,194.70 | 405,000 | Corporates | REITs | United States | 3.45% | Baa1 | 30-Apr-2025 | 4.75 |
| HSBC Holdings | 0.09% | -0.00 | $428,170.00 | 400,000 | Corporates | Banking | United Kingdom | 3.90% | A2 | 25-May-2026 | 5.67 |
| Ausgrid Finance Pty | 0.09% | -0.00 | $427,800.13 | 385,000 | Corporates | Electric | Australia | 4.35% | Baa1 | 01-Aug-2028 | 7.01 |
| Anglo American Capital | 0.09% | -0.00 | $426,594.94 | 405,000 | Corporates | Basic Industry | United Kingdom | 4.13% | Baa2 | 27-Sep-2022 | 2.56 |
| GNMA ll 30 YR | 0.09% | N/A | $425,033.17 | 400,989 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2042 | 4.11 |
| GNMA ll 30 YR | 0.09% | N/A | $424,558.66 | 397,045 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2047 | 1.94 |
| GNMA II 30 YR | 0.09% | N/A | $422,217.83 | 398,803 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jan-2048 | 3.62 |
| Altria | 0.09% | 0.00 | $420,657.54 | 340,000 | Corporates | Consumer Non Cyclical | United States | 5.95% | A3 | 14-Feb-2049 | 14.91 |
| American Tower | 0.09% | -0.00 | $420,575.27 | 410,000 | Corporates | Communications | United States | 3.00% | Baa3 | 15-Jun-2023 | 3.27 |
| Cardinal Health | 0.09% | 0.00 | $419,701.10 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Sep-2025 | 4.96 |
| COMM 2014-UBS5 Mortgage Trust | 0.09% | -0.00 | $418,254.89 | 395,000 | Securitized | NON AGENCY CMBS | United States | 3.84% | Aaa | 10-Sep-2047 | 4.25 |
| Galton Funding Mortgage Trust 2018-2 | 0.09% | -0.01 | $417,120.91 | 408,062 | Securitized | CMO | United States | 4.00% | NR | 25-Oct-2058 | 2.90 |
| Aib | 0.09% | -0.00 | $416,536.90 | 390,000 | Corporates | Banking | Ireland | 4.26% | Baa2 | 10-Apr-2025 | 3.88 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.09% | -0.01 | $413,983.98 | 407,735 | Securitized | CMO | United States | 3.99% | NR | 25-Nov-2048 | 1.33 |
| SGSP Australia Assets Pty | 0.09% | -0.00 | $413,684.00 | 400,000 | Government Related | Owned No Guarantee | Australia | 3.30% | A3 | 09-Apr-2023 | 3.07 |
| Worldwide Plaza Trust 2017-WWP | 0.09% | -0.00 | $413,221.42 | 390,000 | Securitized | NON AGENCY CMBS | United States | 3.53% | NR | 10-Nov-2036 | 6.89 |
| Smb Private Education Loan Trust 2015 | 0.09% | -0.00 | $408,944.03 | 400,000 | Securitized | Student Loan | United States | 3.49% | Aaa | 17-May-2032 | 0.06 |
| Micron Technology | 0.09% | 0.00 | $408,694.22 | 375,000 | Corporates | Technology | United States | 4.19% | Baa3 | 15-Feb-2027 | 6.01 |
| COLT 2018-4 Mortgage Loan Trust | 0.09% | -0.02 | $406,315.16 | 402,222 | Securitized | CMO | United States | 4.01% | NR | 28-Dec-2048 | 1.16 |
| Ford Credit Floorplan Master Owner Trust | 0.09% | -0.00 | $405,021.77 | 400,000 | Securitized | Car Loan | United States | 2.48% | NR | 15-Sep-2024 | 2.60 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.09% | -0.00 | $404,944.32 | 405,000 | Securitized | NON AGENCY CMBS | United States | 2.44% | NR | 15-Jan-2033 | 0.05 |
| Martin Marietta Materials | 0.09% | -0.00 | $403,635.57 | 370,000 | Corporates | Capital Goods | United States | 4.25% | Baa3 | 02-Jul-2024 | 3.86 |
| SBA Tower Trust | 0.09% | -0.00 | $402,729.10 | 400,000 | Corporates | Communications | United States | 2.84% | A2 | 15-Jan-2025 | 4.64 |
| Fidelity National Financial | 0.08% | 0.00 | $398,061.00 | 360,000 | Corporates | Insurance | United States | 4.50% | Baa2 | 15-Aug-2028 | 7.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 0.08% | -0.00 | $396,512.80 | 370,000 | Securitized | NON AGENCY CMBS | United States | 4.04% | Aa2 | 15-May-2048 | 4.97 |
| GNMA ll 30 YR | 0.08% | N/A | $396,321.00 | 371,365 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2048 | 1.42 |
| FNMA 30 YR | 0.08% | N/A | $392,632.92 | 380,545 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.64 |
| Boston Properties | 0.08% | -0.00 | $392,370.74 | 365,000 | Corporates | REITs | United States | 3.65% | Baa1 | 01-Feb-2026 | 5.27 |
| Applebee S Funding Llc / Ihop Funding | 0.08% | -0.00 | $391,698.62 | 385,000 | Securitized | ABS Other | United States | 4.19% | NR | 07-Jun-2049 | 3.94 |
| FNMA 30 YR | 0.08% | N/A | $391,588.51 | 364,573 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2048 | 2.08 |
| Royal Bank Of Scotland | 0.08% | -0.00 | $390,606.75 | 380,000 | Corporates | Banking | United Kingdom | 3.50% | Baa2 | 15-May-2023 | 2.26 |
| Santander Retail Auto Lease Trust 2019 | 0.08% | -0.00 | $390,111.38 | 385,000 | Securitized | Car Loan | United States | 3.01% | Aa1 | 22-May-2023 | 1.99 |
| Sequoia Mortgage Trust 2017-CH2 | 0.08% | -0.01 | $389,481.65 | 382,394 | Securitized | CMO | United States | 4.00% | Aaa | 25-Dec-2047 | 2.98 |
| American Express Credit Account Master Trust | 0.08% | -0.00 | $386,378.02 | 385,000 | Securitized | Credit Card | United States | 2.32% | Aa2 | 18-Feb-2025 | 0.04 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.08% | -0.00 | $386,310.13 | 360,000 | Securitized | NON AGENCY CMBS | United States | 4.10% | Aaa | 15-Mar-2047 | 3.81 |
| FNMA 30 YR | 0.08% | N/A | $386,155.67 | 367,058 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 3.25 |
| Vereit Operating Partnership | 0.08% | -0.00 | $382,135.37 | 358,000 | Corporates | REITs | United States | 3.95% | Baa3 | 15-Aug-2027 | 6.41 |
| GNMA ll 30 YR | 0.08% | N/A | $381,548.39 | 364,041 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2045 | 3.05 |
| Humana | 0.08% | N/A | $381,216.76 | 355,000 | Corporates | Insurance | United States | 3.85% | Baa3 | 01-Oct-2024 | 4.15 |
| GNMA ll 30 YR | 0.08% | N/A | $379,958.73 | 355,690 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2049 | 1.42 |
| Banco De Bogota | 0.08% | -0.00 | $377,950.85 | 350,000 | Corporates | Banking | Colombia | 4.38% | Baa2 | 03-Aug-2027 | 6.27 |
| HSBC Holdings | 0.08% | -0.00 | $376,935.65 | 365,000 | Corporates | Banking | United Kingdom | 3.26% | A2 | 13-Mar-2023 | 2.09 |
| SBA Tower Trust | 0.08% | -0.00 | $376,160.96 | 360,000 | Corporates | Communications | United States | 3.87% | A2 | 08-Oct-2024 | 4.32 |
| Verus Securitization Trust 2018-1 | 0.08% | -0.01 | $376,128.24 | 374,139 | Securitized | CMO | United States | 3.03% | NR | 25-Feb-2048 | 1.43 |
| GNMA ll 30 YR | 0.08% | N/A | $375,882.71 | 354,960 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2043 | 4.27 |
| Cigna | 0.08% | N/A | $375,363.49 | 357,000 | Corporates | Consumer Non Cyclical | United States | 3.40% | Baa2 | 01-Mar-2027 | 6.20 |
| State Board of Administration Finance | 0.08% | -0.00 | $372,254.38 | 365,000 | Government Related | Local Authorities | United States | 3.00% | Aa3 | 01-Jul-2020 | 0.50 |
| Verizon Owner Trust 2018-1 | 0.08% | -0.00 | $370,815.25 | 365,000 | Securitized | ABS Other | United States | 3.20% | NR | 20-Sep-2022 | 1.57 |
| Broadcom Corp / Broadcom Cayman Finance | 0.08% | -0.17 | $368,501.10 | 350,000 | Corporates | Technology | United States | 3.63% | Baa3 | 15-Jan-2024 | 3.59 |
| GNMA ll 30 YR | 0.08% | N/A | $361,537.84 | 335,251 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Sep-2047 | 1.96 |
| FNMA 30 YR | 0.08% | N/A | $361,036.25 | 347,580 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 4.32 |
| FNMA 30 yr | 0.08% | N/A | $360,813.43 | 342,181 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 3.30 |
| Brixmor Operating Partnership | 0.08% | -0.00 | $357,231.72 | 335,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-Jun-2026 | 5.55 |
| Ashford Hospitality Trust 2018-ASHF | 0.08% | -0.00 | $354,656.67 | 355,000 | Securitized | NON AGENCY CMBS | United States | 2.99% | NR | 15-Apr-2035 | 0.04 |
| Brixmor Operating Partnership | 0.07% | -0.00 | $352,271.37 | 332,000 | Corporates | REITs | United States | 3.90% | Baa3 | 15-Mar-2027 | 6.12 |
| FNMA 30 YR | 0.07% | N/A | $346,048.04 | 331,048 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 3.28 |
| Royal Bank Of Scotland | 0.07% | -0.00 | $343,259.57 | 315,000 | Corporates | Banking | United Kingdom | 5.13% | Baa3 | 28-May-2024 | 3.95 |
| Boardwalk Pipelines | 0.07% | -0.00 | $342,272.70 | 315,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Dec-2024 | 4.24 |
| Towd Point Mortgage Trust 2018-5 | 0.07% | -0.01 | $341,273.47 | 332,088 | Securitized | CMO | United States | 3.25% | NR | 25-Jul-2058 | 3.87 |
| World Omni Auto Receivables Trust 2017 | 0.07% | -0.00 | $341,248.86 | 340,000 | Securitized | Car Loan | United States | 2.37% | NR | 15-May-2024 | 2.33 |
| GNMA ll 30 YR | 0.07% | N/A | $339,480.26 | 323,072 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2046 | 3.24 |
| GNMA ll 30 YR | 0.07% | N/A | $338,161.81 | 318,096 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2047 | 1.94 |
| FNMA 20YR | 0.07% | N/A | $337,501.42 | 321,445 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2036 | 3.00 |
| FNMA 30 YR | 0.07% | N/A | $336,189.82 | 316,917 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 2.81 |
| Avolon Holdings Funding | 0.07% | N/A | $335,267.44 | 305,000 | Corporates | Finance Companies | Ireland | 5.25% | Baa3 | 15-May-2024 | 3.85 |
| Freddie Mac Whole Loan Securities Trust | 0.07% | -0.01 | $334,500.52 | 331,882 | Securitized | CMO | United States | 3.59% | A3 | 25-Dec-2046 | 2.07 |
| FNMA 30 YR | 0.07% | N/A | $333,921.75 | 295,357 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jun-2035 | 3.79 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.07% | -0.00 | $332,859.10 | 325,000 | Securitized | Car Loan | United States | 3.88% | Aa3 | 15-Feb-2024 | 1.42 |
| Virginia Commonwealth Transportation Board | 0.07% | -0.00 | $325,739.62 | 265,000 | Government Related | Local Authorities | United States | 5.35% | Aa1 | 15-May-2035 | 8.41 |
| Fox | 0.07% | -0.00 | $324,727.39 | 280,000 | Corporates | Communications | United States | 4.71% | Baa2 | 25-Jan-2029 | 7.27 |
| FNMA 15YR | 0.07% | N/A | $322,802.32 | 317,202 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2032 | 3.68 |
| FNMA 30 YR | 0.07% | N/A | $322,680.56 | 307,086 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2049 | 2.79 |
| Cardinal Health | 0.07% | N/A | $322,470.40 | 315,000 | Corporates | Consumer Non Cyclical | United States | 3.41% | Baa2 | 15-Jun-2027 | 6.47 |
| Mmaf Equipment Finance Llc 2016 | 0.07% | -0.00 | $318,126.39 | 318,589 | Securitized | ABS Other | United States | 1.76% | Aaa | 17-Jan-2023 | 0.71 |
| BBVA Bancomer SA/Texas | 0.07% | -0.00 | $317,756.96 | 295,000 | Corporates | Banking | Mexico | 4.38% | A3 | 10-Apr-2024 | 3.87 |
| Energy Transfer Operating | 0.07% | -0.00 | $317,209.28 | 280,000 | Corporates | Energy | United States | 5.88% | Baa3 | 15-Jan-2024 | 3.36 |
| Fiserv | 0.07% | -0.00 | $316,146.67 | 300,000 | Corporates | Technology | United States | 3.20% | Baa2 | 01-Jul-2026 | 5.80 |
| Brixmor Operating Partnership | 0.07% | -0.00 | $313,304.82 | 299,000 | Corporates | REITs | United States | 3.65% | Baa3 | 15-Jun-2024 | 4.00 |
| FNMA 30 YR | 0.07% | N/A | $312,493.15 | 303,753 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.85 |
| GNMA ll 30 YR | 0.07% | N/A | $312,417.22 | 301,860 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 3.49 |
| Highwoods Realty | 0.07% | -0.00 | $309,416.19 | 285,000 | Corporates | REITs | United States | 4.13% | Baa2 | 15-Mar-2028 | 6.82 |
| Capital One Multi-Asset Execution Trust | 0.06% | -0.00 | $305,439.29 | 310,000 | Securitized | Credit Card | United States | 2.54% | Aa3 | 15-May-2028 | -0.01 |
| General Electric | 0.06% | -0.00 | $303,711.93 | 290,000 | Corporates | Capital Goods | United States | 3.38% | Baa1 | 11-Mar-2024 | 3.87 |
| AbbVie | 0.06% | 0.00 | $303,516.75 | 270,000 | Corporates | Consumer Non Cyclical | United States | 4.70% | Baa2 | 14-May-2045 | 15.41 |
| Plains All American Pipeline LP / PAA Finance | 0.06% | N/A | $303,383.25 | 305,000 | Corporates | Energy | United States | 3.55% | Ba1 | 15-Dec-2029 | 8.19 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | 0.06% | -0.00 | $302,685.27 | 290,000 | Securitized | NON AGENCY CMBS | United States | 3.16% | Aaa | 15-Mar-2059 | 5.43 |
| Vodafone | 0.06% | 0.00 | $302,662.50 | 250,000 | Corporates | Communications | United Kingdom | 5.25% | Baa2 | 30-May-2048 | 16.06 |
| FNMA 30 YR | 0.06% | N/A | $297,966.78 | 271,984 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2045 | 3.56 |
| Fannie Mae REMICS | 0.06% | -0.01 | $297,854.98 | 287,182 | Securitized | CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.21 |
| FNMA 15YR | 0.06% | N/A | $297,561.81 | 288,229 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2029 | 2.84 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | -0.02 | $296,387.35 | 293,289 | Securitized | CMO | United States | 4.64% | NR | 25-Apr-2028 | -0.32 |
| FNMA 30 YR | 0.06% | N/A | $295,419.53 | 285,980 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 4.56 |
| Citigroup Commercial Mortgage Trust 2018-B2 | 0.06% | -0.00 | $295,089.13 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.67% | NR | 10-Mar-2051 | 6.84 |
| FNMA 30 yr | 0.06% | N/A | $294,592.49 | 279,331 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2044 | 3.85 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | 0.06% | -0.00 | $294,442.44 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.34% | Aa3 | 15-Aug-2047 | 4.08 |
| United Airlines 2014-2 Class B Pass Through Trust | 0.06% | 0.00 | $293,336.23 | 275,716 | Corporates | Transportation | United States | 4.63% | NR | 03-Sep-2022 | 1.99 |
| FNMA 30 YR | 0.06% | N/A | $293,041.12 | 280,791 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2047 | 3.57 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | -0.01 | $292,375.96 | 289,683 | Securitized | CMO | United States | 3.74% | NR | 25-Feb-2048 | 1.46 |
| GNMA ll 30 YR | 0.06% | N/A | $292,288.93 | 275,104 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2047 | 2.18 |
| Vodafone | 0.06% | -0.00 | $291,816.67 | 250,000 | Corporates | Communications | United Kingdom | 5.00% | Baa2 | 30-May-2038 | 12.61 |
| FNMA 15YR | 0.06% | N/A | $291,603.45 | 283,330 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2032 | 3.22 |
| Barclays | 0.06% | -0.00 | $291,184.30 | 275,000 | Corporates | Banking | United Kingdom | 4.34% | Baa3 | 16-May-2024 | 3.12 |
| Volkswagen Group of America Finance | 0.06% | 0.00 | $289,459.64 | 280,000 | Corporates | Consumer Cyclical | Germany | 3.20% | A3 | 26-Sep-2026 | 5.94 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.06% | -0.00 | $288,967.86 | 288,256 | Securitized | NON AGENCY CMBS | United States | 2.62% | NR | 15-Sep-2034 | 0.03 |
| SMBC Aviation Capital Finance DAC | 0.06% | -0.00 | $288,901.20 | 280,000 | Corporates | Finance Companies | Ireland | 3.00% | NR | 15-Jul-2022 | 2.34 |
| AbbVie | 0.06% | N/A | $285,417.38 | 280,000 | Corporates | Consumer Non Cyclical | United States | 2.95% | Baa2 | 21-Nov-2026 | 6.15 |
| FNMA 30 YR | 0.06% | N/A | $284,405.86 | 269,232 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 2.50 |
| Ascentium Equipment Receivables 2018-1 Trust | 0.06% | -0.00 | $283,043.69 | 280,000 | Securitized | ABS Other | United States | 3.21% | Aaa | 11-Sep-2023 | 0.75 |
| GNMA ll 30 YR | 0.06% | N/A | $279,783.23 | 266,749 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 5.92 |
| DRIVEN BRANDS FUNDING | 0.06% | -0.00 | $279,664.90 | 267,975 | Securitized | ABS Other | United States | 4.64% | NR | 20-Apr-2049 | 5.27 |
| Avis Budget Rental Car Funding AESOP | 0.06% | -0.00 | $279,245.70 | 270,000 | Securitized | Car Loan | United States | 3.35% | Aaa | 22-Sep-2025 | 4.17 |
| FNMA 30 YR | 0.06% | N/A | $277,444.42 | 258,441 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2048 | 2.08 |
| FNMA 30 YR | 0.06% | N/A | $275,782.57 | 256,228 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.70 |
| Perrigo Finance Unlimited | 0.06% | -0.00 | $273,050.39 | 265,000 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa3 | 15-Dec-2024 | 4.36 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.06% | -0.00 | $270,689.00 | 262,986 | Corporates | Transportation | United States | 3.70% | Baa3 | 15-Oct-2025 | 3.45 |
| Mill City Mortgage Loan Trust 2018-1 | 0.06% | -0.00 | $270,133.75 | 264,343 | Securitized | CMO | United States | 3.25% | NR | 25-May-2062 | 2.46 |
| Crown Castle Towers | 0.06% | -0.00 | $267,696.93 | 255,000 | Corporates | Communications | United States | 3.66% | A2 | 15-May-2025 | 3.57 |
| Transcontinental Gas Pipe Line | 0.06% | -0.00 | $267,283.07 | 240,000 | Corporates | Energy | United States | 4.60% | Baa2 | 15-Mar-2048 | 16.22 |
| Avolon Holdings Funding | 0.06% | -0.00 | $267,130.03 | 250,000 | Corporates | Finance Companies | Ireland | 4.38% | Baa3 | 01-May-2026 | 5.43 |
| FNMA 30 YR | 0.06% | N/A | $265,913.06 | 246,226 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2042 | 4.04 |
| FNMA 30 YR | 0.06% | N/A | $265,751.52 | 230,454 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2041 | 3.72 |
| FNMA 30 YR | 0.06% | N/A | $265,718.54 | 239,832 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2039 | 3.45 |
| FNMA 30 YR | 0.06% | N/A | $265,271.35 | 257,105 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | 4.45 |
| Ausgrid Finance Pty | 0.06% | -0.00 | $261,873.68 | 250,000 | Corporates | Electric | Australia | 3.85% | Baa1 | 01-May-2023 | 2.93 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.06% | -0.02 | $261,390.59 | 260,551 | Securitized | Car Loan | United States | 3.03% | Aaa | 15-Sep-2022 | 0.23 |
| Energy Transfer Operating | 0.06% | -0.00 | $261,261.22 | 230,000 | Corporates | Energy | United States | 5.25% | Baa3 | 15-Apr-2029 | 7.30 |
| GNMA ll 30 YR | 0.06% | N/A | $261,177.57 | 243,010 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2045 | 3.87 |
| Kaiser Foundation Hospitals | 0.06% | -0.00 | $260,287.50 | 250,000 | Corporates | Consumer Non Cyclical | United States | 3.50% | NR | 01-Apr-2022 | 2.14 |
| GNMA ll 30 YR | 0.05% | N/A | $258,954.91 | 246,822 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-May-2049 | 1.29 |
| American Airlines 2017-1 Class B Pass Through Trust | 0.05% | -0.00 | $257,040.47 | 240,035 | Corporates | Transportation | United States | 4.95% | Baa3 | 15-Feb-2025 | 2.39 |
| Government National Mortgage Association | 0.05% | -0.00 | $255,463.45 | 256,214 | Securitized | CMO | United States | 2.06% | NR | 20-Sep-2048 | 0.58 |
| Qatar Government International Bond | 0.05% | -0.00 | $255,414.43 | 240,000 | Government Related | Sovereign | Qatar | 3.88% | Aa3 | 23-Apr-2023 | 3.09 |
| GNMA 30 YR PLAT | 0.05% | N/A | $254,580.11 | 233,051 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Sep-2045 | 4.41 |
| JPMorgan Chase | 0.05% | -0.00 | $254,272.80 | 240,000 | Corporates | Banking | United States | 3.30% | A2 | 01-Apr-2026 | 5.49 |
| FNMA 30 YR | 0.05% | N/A | $254,103.90 | 239,423 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 4.26 |
| Comcast | 0.05% | 0.04 | $253,783.20 | 240,000 | Corporates | Communications | United States | 3.15% | A3 | 01-Mar-2026 | 5.43 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.05% | N/A | $253,731.89 | 250,862 | Securitized | CMO | United States | 3.79% | NR | 25-Aug-2058 | 1.08 |
| Braskem Finance | 0.05% | N/A | $252,250.39 | 244,000 | Corporates | Basic Industry | Brazil | 7.38% | Ba1 | 04-Jan-2169 | 0.03 |
| FNMA 30 YR | 0.05% | N/A | $247,625.53 | 229,383 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jun-2048 | 1.91 |
| FHLMC GOLD | 0.05% | N/A | $246,572.68 | 238,759 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2043 | 4.51 |
| Verizon Communications | 0.05% | 0.04 | $245,853.52 | 190,000 | Corporates | Communications | United States | 5.01% | Baa1 | 15-Apr-2049 | 17.04 |
| FNMA 30 YR | 0.05% | N/A | $245,575.99 | 230,920 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2045 | 2.76 |
| Cenovus Energy | 0.05% | 0.00 | $245,224.35 | 210,000 | Corporates | Energy | Canada | 5.40% | Ba1 | 15-Jun-2047 | 15.26 |
| FNMA 30 YR | 0.05% | N/A | $243,756.02 | 232,719 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 3.28 |
| FNMA 30 YR | 0.05% | N/A | $243,378.94 | 243,893 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2043 | 5.25 |
| Ashford Hospitality Trust 2018-ASHF | 0.05% | N/A | $241,947.43 | 242,524 | Securitized | NON AGENCY CMBS | United States | 2.64% | NR | 15-Apr-2035 | 0.04 |
| CGGS Commercial Mortgage Trust 2018-WSS | 0.05% | -0.00 | $239,450.40 | 240,000 | Securitized | NON AGENCY CMBS | United States | 2.84% | Aa3 | 15-Feb-2037 | 0.04 |
| Anglo American Capital | 0.05% | 0.00 | $238,653.25 | 225,000 | Corporates | Basic Industry | United Kingdom | 4.00% | Baa2 | 11-Sep-2027 | 6.57 |
| University of North Carolina at Chapel Hill | 0.05% | N/A | $238,527.63 | 210,000 | Government Related | Local Authorities | United States | 3.85% | Aaa | 01-Dec-2034 | 10.83 |
| Danske Bank | 0.05% | 0.01 | $237,896.64 | 235,000 | Corporates | Banking | Denmark | 3.24% | Baa3 | 20-Dec-2025 | 4.56 |
| Autoridad del Canal de Panama | 0.05% | 0.00 | $237,841.50 | 200,000 | Government Related | Owned No Guarantee | Panama | 4.95% | A1 | 29-Jul-2035 | 10.73 |
| NRG Energy | 0.05% | 0.03 | $237,013.38 | 225,000 | Corporates | Electric | United States | 4.45% | Baa3 | 15-Jun-2029 | 7.65 |
| QVC | 0.05% | 0.05 | $235,430.32 | 225,000 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 15-Mar-2023 | 2.94 |
| Province of Ontario Canada | 0.05% | -0.00 | $234,612.27 | 230,000 | Government Related | Local Authorities | Canada | 2.50% | Aa3 | 10-Sep-2021 | 1.64 |
| Highwoods Realty | 0.05% | -0.00 | $234,243.30 | 235,000 | Corporates | REITs | United States | 3.05% | Baa2 | 15-Feb-2030 | 8.53 |
| FNMA 30 YR | 0.05% | N/A | $233,794.77 | 218,772 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.73 |
| Government National Mortgage Association | 0.05% | 0.05 | $233,386.89 | 231,034 | Securitized | CMO | United States | 3.00% | NR | 20-Nov-2047 | 2.08 |
| FNMA 30 YR | 0.05% | N/A | $232,982.30 | 202,115 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2038 | 3.66 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.05% | -0.00 | $232,787.02 | 230,000 | Securitized | Car Loan | United States | 3.35% | Aaa | 17-Jul-2023 | 2.60 |
| FNMA 30 yr | 0.05% | N/A | $231,148.55 | 219,073 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.91 |
| Bermuda Government International Bond | 0.05% | 0.00 | $231,099.50 | 200,000 | Government Related | Sovereign | Bermuda | 4.75% | A2 | 15-Feb-2029 | 7.31 |
| FNMA 15YR | 0.05% | N/A | $231,058.70 | 223,385 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2033 | 3.61 |
| GNMA II 30 YR | 0.05% | N/A | $230,589.09 | 219,942 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 4.93 |
| City of New York NY | 0.05% | -0.00 | $230,552.16 | 165,000 | Government Related | Local Authorities | United States | 6.27% | Aa1 | 01-Dec-2037 | 10.79 |
| Cenovus Energy | 0.05% | -0.00 | $230,377.16 | 220,000 | Corporates | Energy | Canada | 3.80% | Ba1 | 15-Sep-2023 | 3.26 |
| SLM Student Loan Trust 2008-9 | 0.05% | -0.00 | $228,239.67 | 225,904 | Securitized | Student Loan | United States | 3.44% | Baa3 | 25-Apr-2023 | 0.09 |
| Hasbro | 0.05% | N/A | $228,139.13 | 225,000 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa3 | 19-Nov-2026 | 6.01 |
| General Motors | 0.05% | N/A | $227,338.28 | 200,000 | Corporates | Consumer Cyclical | United States | 6.25% | Baa3 | 02-Oct-2043 | 12.90 |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 0.05% | -0.00 | $226,754.50 | 175,000 | Government Related | Local Authorities | United States | 5.51% | Aa1 | 01-Aug-2037 | 10.57 |
| GNMA ll 30 YR | 0.05% | N/A | $225,801.26 | 211,938 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Feb-2044 | 3.81 |
| FNMA 30 YR | 0.05% | N/A | $225,591.27 | 215,489 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2046 | 3.57 |
| FNMA 30 YR | 0.05% | N/A | $225,160.67 | 219,182 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.73 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.05% | 0.04 | $225,116.50 | 225,009 | Securitized | CMO | United States | 2.49% | NR | 25-Sep-2030 | 0.06 |
| COMM 2015-CCRE25 Mortgage Trust | 0.05% | -0.00 | $224,899.34 | 215,000 | Securitized | NON AGENCY CMBS | United States | 4.54% | NR | 10-Aug-2048 | 4.94 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.05% | N/A | $224,877.32 | 222,338 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2058 | 2.38 |
| GNMA ll 30 YR | 0.05% | N/A | $224,770.02 | 215,374 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2046 | 3.01 |
| NXP BV / NXP Funding | 0.05% | N/A | $224,049.10 | 195,000 | Corporates | Technology | Netherlands | 5.35% | Baa3 | 01-Mar-2026 | 5.14 |
| Bermuda Government International Bond | 0.05% | -0.00 | $222,898.17 | 200,000 | Government Related | Sovereign | Bermuda | 4.85% | A2 | 06-Feb-2024 | 3.67 |
| Sequoia Mortgage Trust 2017-5 | 0.05% | -0.00 | $222,652.37 | 212,267 | Securitized | CMO | United States | 3.85% | Aa2 | 25-Aug-2047 | 6.27 |
| FNMA 30 YR | 0.05% | N/A | $222,425.19 | 218,499 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2049 | 4.45 |
| FNMA 30 YR | 0.05% | N/A | $221,989.35 | 215,641 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.92 |
| FNMA 30 YR | 0.05% | N/A | $221,770.33 | 214,274 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2049 | 5.90 |
| Mill City Mortgage Loan Trust 2017-2 | 0.05% | -0.00 | $221,402.19 | 219,739 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2059 | 1.75 |
| GNMA ll 30 YR | 0.05% | N/A | $220,150.70 | 208,482 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2043 | 4.27 |
| Kimco Realty | 0.05% | -0.00 | $215,972.63 | 205,000 | Corporates | REITs | United States | 3.30% | Baa1 | 01-Feb-2025 | 4.53 |
| FHLMC GOLD | 0.05% | N/A | $214,918.90 | 193,795 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 3.22 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.05% | -0.00 | $214,700.67 | 205,000 | Securitized | NON AGENCY CMBS | United States | 3.75% | NR | 15-Aug-2031 | 4.23 |
| SMBC Aviation Capital Finance DAC | 0.05% | -0.00 | $214,242.25 | 200,000 | Corporates | Finance Companies | Ireland | 4.13% | NR | 15-Jul-2023 | 3.17 |
| Corp Nacional del Cobre de Chile | 0.04% | -0.00 | $211,381.69 | 200,000 | Government Related | Owned No Guarantee | Chile | 3.63% | A3 | 01-Aug-2027 | 6.45 |
| HSBC Holdings | 0.04% | -0.00 | $211,066.67 | 200,000 | Corporates | Banking | United Kingdom | 3.95% | A2 | 18-May-2024 | 3.15 |
| George Washington University | 0.04% | -0.00 | $210,293.35 | 200,000 | Corporates | Industrial Other | United States | 3.55% | A1 | 15-Sep-2046 | 17.47 |
| American Airlines 2016-3 Class B Pass Through Trust | 0.04% | -0.00 | $210,064.13 | 205,808 | Corporates | Transportation | United States | 3.75% | Baa3 | 15-Oct-2025 | 3.63 |
| Towd Point Mortgage Trust 2017-3 | 0.04% | -0.00 | $209,911.18 | 208,073 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2057 | 2.20 |
| Danske Bank | 0.04% | 0.00 | $209,880.00 | 200,000 | Corporates | Banking | Denmark | 3.88% | Baa3 | 12-Sep-2023 | 3.40 |
| Ford Motor Credit | 0.04% | -0.00 | $209,513.50 | 200,000 | Corporates | Consumer Cyclical | United States | 5.09% | Ba1 | 07-Jan-2021 | 0.97 |
| Indonesia Government International Bond | 0.04% | -0.00 | $208,530.45 | 200,000 | Government Related | Sovereign | Indonesia | 3.70% | Baa2 | 08-Jan-2022 | 1.91 |
| FNMA 30 YR | 0.04% | N/A | $205,452.00 | 189,234 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2043 | 3.49 |
| FNMA 30 YR | 0.04% | N/A | $204,512.93 | 198,070 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 5.15 |
| Las Vegas Sands | 0.04% | 0.01 | $204,371.81 | 195,000 | Corporates | Consumer Cyclical | United States | 3.50% | Baa3 | 18-Aug-2026 | 5.77 |
| Danske Bank | 0.04% | 0.00 | $203,435.22 | 200,000 | Corporates | Banking | Denmark | 3.00% | Baa3 | 20-Sep-2022 | 1.66 |
| FNMA 30 YR | 0.04% | N/A | $202,688.58 | 191,807 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2047 | 3.62 |
| FHLMC GOLD | 0.04% | N/A | $202,612.90 | 175,609 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2034 | 3.68 |
| CCCI Treasure | 0.04% | -0.00 | $201,845.73 | 200,000 | Government Related | Owned No Guarantee | China | 3.50% | A3 | 21-Oct-2168 | 0.30 |
| FNMA 30 YR | 0.04% | N/A | $201,764.09 | 194,954 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2047 | 5.42 |
| Danske Bank | 0.04% | -0.00 | $200,598.44 | 200,000 | Corporates | Banking | Denmark | 2.00% | A3 | 08-Sep-2021 | 1.64 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.01 | $199,410.08 | 180,000 | Corporates | Finance Companies | Ireland | 4.88% | Baa3 | 16-Jan-2024 | 3.55 |
| FNMA 15YR | 0.04% | N/A | $198,554.45 | 192,377 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2032 | 3.22 |
| FNMA 30 YR | 0.04% | N/A | $198,393.18 | 191,745 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2049 | 5.75 |
| Utah Transit Authority | 0.04% | -0.00 | $196,743.06 | 145,000 | Government Related | Local Authorities | United States | 5.94% | Aa2 | 15-Jun-2039 | 11.44 |
| Government National Mortgage Association | 0.04% | 0.04 | $195,890.92 | 194,234 | Securitized | CMO | United States | 3.00% | NR | 20-Dec-2047 | 2.47 |
| FNMA 30 YR | 0.04% | N/A | $194,138.22 | 183,658 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 3.86 |
| Roper Technologies | 0.04% | 0.02 | $194,096.98 | 190,000 | Corporates | Capital Goods | United States | 2.95% | Baa2 | 15-Sep-2029 | 8.27 |
| FNMA 15YR | 0.04% | N/A | $191,691.46 | 188,733 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2032 | 3.24 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | 0.00 | $191,588.95 | 180,000 | Securitized | NON AGENCY CMBS | United States | 4.08% | NR | 15-Jun-2050 | 6.40 |
| FNMA 20YR | 0.04% | N/A | $191,551.68 | 186,063 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2037 | 3.44 |
| Heathrow Funding | 0.04% | -0.00 | $191,527.48 | 180,000 | Corporates | Transportation | United Kingdom | 4.88% | NR | 15-Jul-2021 | 1.45 |
| FNMA 20YR | 0.04% | N/A | $191,523.78 | 186,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 4.30 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.04% | -0.00 | $191,312.21 | 190,000 | Securitized | Car Loan | United States | 2.96% | Aaa | 15-Mar-2024 | 0.65 |
| FNMA 30 YR | 0.04% | N/A | $189,487.91 | 164,491 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.54 |
| Anheuser-Busch InBev Worldwide | 0.04% | -0.00 | $188,927.56 | 160,000 | Corporates | Consumer Non Cyclical | Belgium | 4.75% | Baa1 | 23-Jan-2029 | 7.27 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.04% | 0.03 | $188,544.29 | 187,866 | Securitized | CMO | United States | 4.39% | Aa1 | 25-Dec-2027 | 0.03 |
| FNMA 30 YR | 0.04% | N/A | $187,957.02 | 184,717 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2049 | 4.45 |
| JobsOhio Beverage System | 0.04% | -0.00 | $185,693.10 | 155,000 | Government Related | Local Authorities | United States | 4.53% | Aa3 | 01-Jan-2035 | 9.70 |
| Dow Chemical | 0.04% | -0.00 | $184,738.22 | 175,000 | Corporates | Basic Industry | United States | 3.63% | Baa2 | 15-May-2026 | 5.60 |
| General Motors Financial | 0.04% | 0.02 | $184,419.28 | 175,000 | Corporates | Consumer Cyclical | United States | 4.00% | Baa3 | 06-Oct-2026 | 5.77 |
| General Motors Financial | 0.04% | 0.02 | $183,053.17 | 170,000 | Corporates | Consumer Cyclical | United States | 4.35% | Baa3 | 09-Apr-2025 | 4.59 |
| COMM 2015-LC21 Mortgage Trust | 0.04% | -0.00 | $182,973.80 | 170,000 | Securitized | NON AGENCY CMBS | United States | 4.30% | NR | 10-Jul-2048 | 4.85 |
| FNMA 30 YR | 0.04% | N/A | $182,497.25 | 176,684 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.56 |
| FNMA 30 YR | 0.04% | N/A | $182,299.93 | 164,635 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2042 | 3.26 |
| American Airlines 2017-2 Class AA Pass Through Trust | 0.04% | -0.00 | $180,534.49 | 174,575 | Corporates | Transportation | United States | 3.35% | Aa3 | 15-Oct-2029 | 6.06 |
| Verizon Owner Trust 2016-2 | 0.04% | -0.00 | $180,351.51 | 180,000 | Securitized | ABS Other | United States | 2.36% | NR | 20-May-2021 | 0.39 |
| FNMA 30 YR | 0.04% | N/A | $180,297.53 | 172,800 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2049 | 1.94 |
| FNMA 30 YR | 0.04% | N/A | $178,773.41 | 165,632 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2046 | 3.42 |
| Cameron LNG | 0.04% | N/A | $178,405.68 | 175,000 | Corporates | Energy | United States | 3.30% | A3 | 15-Jan-2035 | 11.81 |
| FNMA 15YR | 0.04% | N/A | $176,095.98 | 173,160 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 3.34 |
| Galton Funding Mortgage Trust 2017-1 | 0.04% | -0.00 | $175,291.70 | 173,732 | Securitized | CMO | United States | 3.50% | NR | 25-Nov-2057 | 3.17 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | -0.00 | $174,640.86 | 165,000 | Securitized | NON AGENCY CMBS | United States | 3.77% | Aa2 | 15-Jun-2050 | 6.46 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 0.04% | -0.00 | $174,592.51 | 170,000 | Securitized | NON AGENCY CMBS | United States | 3.40% | A2 | 15-Aug-2049 | 5.99 |
| FirstKey Mortgage Trust 2014-1 | 0.04% | -0.00 | $173,865.34 | 162,766 | Securitized | CMO | United States | 4.01% | NR | 25-Nov-2044 | 3.64 |
| Towd Point Mortgage Trust 2015-5 | 0.04% | -0.01 | $171,799.30 | 171,157 | Securitized | CMO | United States | 2.75% | Aaa | 25-May-2055 | 1.31 |
| Energy Transfer Operating | 0.04% | 0.01 | $170,532.55 | 155,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Jun-2028 | 6.86 |
| FNMA 30 YR | 0.04% | N/A | $169,917.03 | 159,788 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2046 | 2.99 |
| Regency Centers | 0.04% | -0.00 | $169,760.00 | 155,000 | Corporates | REITs | United States | 4.13% | Baa1 | 15-Mar-2028 | 6.83 |
| General Electric | 0.04% | 0.02 | $169,282.11 | 172,000 | Corporates | Capital Goods | United States | 5.00% | Baa3 | 15-Jun-2168 | 0.87 |
| FNMA 30 YR | 0.04% | N/A | $166,659.71 | 161,334 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.56 |
| JPMorgan Chase | 0.03% | -0.00 | $164,718.50 | 150,000 | Corporates | Banking | United States | 3.90% | A2 | 15-Jul-2025 | 4.77 |
| FNMA 30 YR | 0.03% | N/A | $164,655.80 | 152,970 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.91 |
| GS Mortgage Securities Trust 2015-GC34 | 0.03% | -0.00 | $164,405.04 | 155,000 | Securitized | NON AGENCY CMBS | United States | 3.51% | Aaa | 10-Oct-2048 | 5.16 |
| FNMA 30 YR | 0.03% | N/A | $162,285.78 | 152,905 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2043 | 4.63 |
| Transurban Finance Co Pty | 0.03% | -0.00 | $161,791.94 | 150,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 02-Feb-2026 | 5.19 |
| Cameron LNG | 0.03% | N/A | $160,792.96 | 160,000 | Corporates | Energy | United States | 2.90% | NR | 15-Jul-2031 | 9.71 |
| MVW Owner Trust 2013-1 | 0.03% | -0.01 | $159,549.87 | 159,476 | Securitized | ABS Other | United States | 2.15% | NR | 22-Apr-2030 | 1.03 |
| FNMA 30 YR | 0.03% | N/A | $159,252.06 | 147,933 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2041 | 2.91 |
| FNMA 30 YR | 0.03% | N/A | $159,183.45 | 143,787 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | 3.55 |
| FNMA 30 YR | 0.03% | N/A | $158,800.69 | 150,939 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2045 | 3.41 |
| FHLMC GOLD | 0.03% | N/A | $157,596.50 | 144,461 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2040 | 2.81 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.03% | -0.00 | $157,178.83 | 150,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 15-Jan-2025 | 4.46 |
| FNMA 15YR | 0.03% | N/A | $156,917.29 | 151,808 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2032 | 3.22 |
| Banco Santander Chile | 0.03% | -0.00 | $156,673.33 | 150,000 | Corporates | Banking | Chile | 3.88% | A1 | 20-Sep-2022 | 2.55 |
| Unitedhealth | 0.03% | N/A | $155,466.34 | 145,000 | Corporates | Insurance | United States | 3.50% | A3 | 15-Aug-2039 | 14.25 |
| GLP Capital LP / GLP Financing II | 0.03% | 0.01 | $154,578.20 | 140,000 | Corporates | Consumer Cyclical | United States | 5.25% | Ba1 | 01-Jun-2025 | 4.58 |
| FHLMC GOLD | 0.03% | N/A | $154,233.25 | 145,760 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2043 | 3.86 |
| United Airlines 2019-2 Class B Pass Through Trust | 0.03% | -0.00 | $153,161.22 | 150,000 | Corporates | Transportation | United States | 3.50% | Baa2 | 01-May-2028 | 4.31 |
| FNMA 30 YR | 0.03% | N/A | $152,564.65 | 147,698 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2044 | 4.56 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.03% | -0.00 | $151,626.46 | 149,488 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2055 | 1.82 |
| FNMA 30 YR | 0.03% | N/A | $148,440.97 | 140,441 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 3.89 |
| FNMA 30 YR | 0.03% | N/A | $147,637.02 | 130,981 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.79 |
| CarMax Auto Owner Trust 2017-4 | 0.03% | -0.01 | $147,178.04 | 146,874 | Securitized | Car Loan | United States | 2.11% | NR | 17-Oct-2022 | 0.68 |
| United Airlines 2019-2 Class A Pass Through Trust | 0.03% | -0.00 | $146,800.86 | 145,000 | Corporates | Transportation | United States | 2.90% | A2 | 01-May-2028 | 6.07 |
| FHLMC GOLD | 0.03% | N/A | $146,613.81 | 129,977 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Oct-2038 | 3.87 |
| Navient Private Education Loan Trust 2017 | 0.03% | -0.00 | $145,704.96 | 145,000 | Securitized | Student Loan | United States | 2.88% | NR | 16-Dec-2058 | 2.94 |
| FNMA 30 yr | 0.03% | N/A | $145,125.72 | 137,544 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.89 |
| American Airlines 2019-1 Class B Pass Through Trust | 0.03% | -0.00 | $144,485.32 | 140,000 | Corporates | Transportation | United States | 3.85% | Baa3 | 15-Feb-2028 | 4.57 |
| Cheniere Corpus Christi Holdings | 0.03% | N/A | $144,021.15 | 130,000 | Corporates | Energy | United States | 5.13% | Ba1 | 30-Jun-2027 | 6.05 |
| GNMA ll 30 YR | 0.03% | N/A | $143,928.39 | 137,717 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Aug-2048 | 1.39 |
| FNMA 30 YR | 0.03% | N/A | $142,300.70 | 137,740 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 4.04 |
| GNMA II 30 YR | 0.03% | N/A | $141,465.56 | 136,201 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2044 | 3.62 |
| Freddie Mac REMICS | 0.03% | -0.00 | $141,054.06 | 140,832 | Securitized | CMO | United States | 2.24% | NR | 15-Oct-2046 | 0.51 |
| Las Vegas Sands | 0.03% | -0.00 | $140,993.63 | 135,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 08-Aug-2024 | 4.17 |
| STACR Trust 2018-DNA3 | 0.03% | -0.01 | $140,815.60 | 140,507 | Securitized | CMO | United States | 2.54% | NR | 25-Sep-2048 | 0.08 |
| Volvo Financial Equipment Master Owner Trust | 0.03% | -0.00 | $140,514.94 | 140,000 | Securitized | ABS Other | United States | 2.24% | Aaa | 15-Nov-2022 | 0.03 |
| FNMA 30 YR | 0.03% | N/A | $140,507.55 | 124,289 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2034 | 3.59 |
| FNMA 30 YR | 0.03% | N/A | $139,586.09 | 123,500 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2036 | 3.74 |
| FNMA 30 YR | 0.03% | N/A | $138,489.10 | 132,229 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 3.28 |
| FHLMC GOLD | 0.03% | N/A | $134,864.25 | 127,793 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 3.91 |
| Towd Point Mortgage Trust 2017-5 | 0.03% | -0.00 | $133,788.09 | 134,153 | Securitized | CMO | United States | 2.39% | Aaa | 25-Feb-2057 | 0.07 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.02 | $133,470.68 | 133,294 | Securitized | CMO | United States | 2.54% | NR | 25-Mar-2030 | 0.07 |
| Cameron LNG | 0.03% | N/A | $133,101.22 | 130,000 | Corporates | Energy | United States | 3.70% | NR | 15-Jan-2039 | 13.78 |
| FNMA 30 YR | 0.03% | N/A | $132,107.63 | 119,340 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2039 | 3.69 |
| FNMA 30 YR | 0.03% | N/A | $131,905.73 | 127,750 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.87 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.03% | 0.02 | $131,613.67 | 131,066 | Securitized | CMO | United States | 2.99% | NR | 25-Oct-2029 | -0.01 |
| GNMA II 30 YR | 0.03% | N/A | $130,955.38 | 124,498 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2048 | 3.05 |
| South Carolina Public Service Authority | 0.03% | N/A | $130,652.60 | 130,000 | Government Related | Local Authorities | United States | 2.39% | A2 | 01-Dec-2023 | 3.71 |
| FNMA 30 YR | 0.03% | N/A | $129,896.75 | 125,128 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2043 | 5.38 |
| Avolon Holdings Funding | 0.03% | 0.00 | $128,534.33 | 120,000 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 4.07 |
| FNMA 30 YR | 0.03% | N/A | $127,971.62 | 128,244 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Feb-2043 | 5.25 |
| GNMA ll 30 YR | 0.03% | N/A | $127,883.89 | 120,899 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jun-2048 | 1.13 |
| Towd Point Mortgage Trust 2016-2 | 0.03% | -0.00 | $127,507.19 | 126,587 | Securitized | CMO | United States | 2.75% | Aaa | 25-Aug-2055 | 1.98 |
| FNMA 30 YR | 0.03% | N/A | $127,026.00 | 127,296 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2043 | 5.39 |
| GNMA ll 30 YR | 0.03% | N/A | $126,639.21 | 117,403 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2047 | 2.78 |
| FHLMC GOLD | 0.03% | N/A | $125,785.81 | 119,203 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2042 | 3.71 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.03% | 0.01 | $125,700.76 | 100,000 | Corporates | Communications | United States | 6.48% | Ba1 | 23-Oct-2045 | 13.76 |
| FHLMC GOLD | 0.03% | N/A | $125,388.96 | 118,506 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.81 |
| GNMA ll 30 YR | 0.03% | N/A | $124,929.26 | 111,640 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jun-2045 | 4.24 |
| FNMA 30 yr | 0.03% | N/A | $123,539.25 | 117,085 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.82 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 0.03% | -0.00 | $122,989.37 | 115,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa2 | 15-Dec-2047 | 5.17 |
| Brixmor Operating Partnership | 0.03% | -0.00 | $122,835.14 | 115,000 | Corporates | REITs | United States | 3.85% | Baa3 | 01-Feb-2025 | 4.41 |
| FNMA 30 YR | 0.03% | N/A | $122,067.65 | 118,222 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 5.24 |
| FNMA 30 YR | 0.03% | N/A | $121,452.60 | 109,714 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.59 |
| Roper Technologies | 0.03% | -0.00 | $121,343.96 | 120,000 | Corporates | Capital Goods | United States | 2.35% | Baa2 | 15-Sep-2024 | 4.37 |
| FNMA 30 YR | 0.03% | N/A | $120,828.82 | 114,324 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2045 | 3.65 |
| FNMA 30 YR | 0.03% | N/A | $120,824.98 | 116,812 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | 5.11 |
| FNMA 30 yr | 0.03% | N/A | $120,503.97 | 114,277 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2042 | 3.68 |
| FNMA 30 YR | 0.03% | N/A | $120,448.43 | 120,705 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Feb-2043 | 5.25 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.03% | -0.00 | $120,384.65 | 120,074 | Securitized | ABS Other | United States | 2.58% | NR | 20-Sep-2032 | 1.26 |
| Alexandria Real Estate Equities | 0.03% | -0.00 | $120,263.98 | 110,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2028 | 6.71 |
| Sequoia Mortgage Trust 2018-CH1 | 0.03% | -0.00 | $120,106.87 | 118,040 | Securitized | CMO | United States | 3.50% | Aaa | 25-Feb-2048 | 3.09 |
| Reynolds American | 0.03% | 0.01 | $119,996.88 | 115,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.00% | Baa2 | 12-Jun-2022 | 2.32 |
| SLM Student Loan Trust 2008-5 | 0.03% | -0.00 | $119,907.90 | 118,173 | Securitized | Student Loan | United States | 3.64% | Baa3 | 25-Jul-2023 | 0.09 |
| FNMA 30 yr | 0.03% | N/A | $119,668.72 | 113,488 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.50 |
| GLP Capital LP / GLP Financing II | 0.03% | 0.00 | $119,022.45 | 115,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Sep-2024 | 4.22 |
| FNMA 30 YR | 0.03% | N/A | $118,192.47 | 111,134 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2046 | 2.99 |
| Energy Transfer Operating | 0.03% | -0.00 | $118,077.30 | 110,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-Apr-2024 | 3.82 |
| GNMA 30 YR PLAT | 0.02% | N/A | $116,702.22 | 104,231 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Dec-2039 | 3.65 |
| Verizon Communications | 0.02% | 0.01 | $116,457.33 | 95,000 | Corporates | Communications | United States | 4.75% | Baa1 | 01-Nov-2041 | 14.55 |
| FHLMC GOLD | 0.02% | N/A | $115,810.79 | 106,217 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2039 | 2.68 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02 | $115,473.36 | 114,305 | Securitized | CMO | United States | 3.64% | Aaa | 25-Oct-2027 | 0.05 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 0.02% | -0.00 | $114,919.22 | 110,000 | Securitized | NON AGENCY CMBS | United States | 3.57% | Aa1 | 10-Feb-2048 | 4.52 |
| GNMA ll 30 YR | 0.02% | N/A | $114,058.60 | 105,168 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2041 | 4.02 |
| FNMA 30 yr | 0.02% | N/A | $113,436.38 | 107,578 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2045 | 3.82 |
| Verus Securitization Trust 2018-INV1 | 0.02% | -0.00 | $112,545.45 | 111,103 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2058 | 1.06 |
| FNMA 30 YR | 0.02% | N/A | $110,892.45 | 103,024 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.91 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02 | $110,615.62 | 108,820 | Securitized | CMO | United States | 3.74% | Aaa | 25-May-2025 | 0.05 |
| GNMA ll 30 YR | 0.02% | N/A | $109,767.76 | 101,761 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2047 | 3.63 |
| Royal Bank Of Scotland | 0.02% | -0.00 | $109,353.72 | 100,000 | Corporates | Banking | United Kingdom | 6.13% | Baa3 | 15-Dec-2022 | 2.71 |
| Boardwalk Pipelines | 0.02% | 0.01 | $108,814.91 | 105,000 | Corporates | Energy | United States | 3.38% | Baa3 | 01-Feb-2023 | 2.72 |
| CVS Health | 0.02% | 0.02 | $108,480.05 | 105,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 15-Aug-2026 | 5.87 |
| Navient Private Education Refi Loan Trust 2018 | 0.02% | -0.02 | $108,383.98 | 108,233 | Securitized | Student Loan | United States | 2.53% | NR | 18-Feb-2042 | 0.73 |
| FNMA 15YR | 0.02% | N/A | $107,575.54 | 105,818 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Oct-2031 | 3.66 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.02 | $107,029.05 | 105,692 | Securitized | CMO | United States | 3.99% | Aaa | 25-Sep-2024 | -0.29 |
| FNMA 30 YR | 0.02% | N/A | $106,700.96 | 100,426 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2047 | 3.07 |
| 225 Liberty Street Trust 2016-225L | 0.02% | -0.00 | $106,168.38 | 100,000 | Securitized | NON AGENCY CMBS | United States | 3.60% | NR | 10-Feb-2036 | 5.49 |
| FNMA 30 YR | 0.02% | N/A | $104,556.78 | 94,432 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.75 |
| GNMA ll 30 YR | 0.02% | N/A | $104,016.90 | 97,616 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2042 | 4.61 |
| GNMA ll 30 YR | 0.02% | N/A | $103,769.25 | 100,235 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.79 |
| GNMA ll 30 YR | 0.02% | N/A | $103,241.39 | 97,410 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Aug-2042 | 4.11 |
| FNMA 30 yr | 0.02% | N/A | $100,802.25 | 95,580 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 4.39 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.02% | -0.00 | $100,553.31 | 85,000 | Corporates | Communications | United States | 5.75% | Ba1 | 01-Apr-2048 | 14.85 |
| FHLMC GOLD | 0.02% | N/A | $99,294.07 | 94,095 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.50 |
| FNMA 30 YR | 0.02% | N/A | $98,753.94 | 93,171 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.99 |
| Verizon Owner Trust 2017-1 | 0.02% | -0.02 | $98,189.50 | 98,115 | Securitized | ABS Other | United States | 2.06% | NR | 20-Sep-2021 | 0.49 |
| Plains All American Pipeline LP / PAA Finance | 0.02% | -0.00 | $97,314.49 | 95,000 | Corporates | Energy | United States | 2.85% | Ba1 | 31-Jan-2023 | 2.77 |
| American Airlines 2014-1 Class B Pass Through Trust | 0.02% | -0.00 | $96,059.87 | 92,017 | Corporates | Transportation | United States | 4.38% | NR | 01-Oct-2022 | 2.03 |
| GNMA ll 30 YR | 0.02% | N/A | $95,518.46 | 91,649 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2046 | 3.01 |
| FNMA 30 YR | 0.02% | N/A | $95,180.96 | 92,183 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 5.14 |
| FNMA 30 YR | 0.02% | N/A | $94,931.43 | 91,831 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 5.12 |
| FNMA 30 yr | 0.02% | N/A | $93,998.59 | 89,088 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2049 | 3.85 |
| General Electric | 0.02% | -0.00 | $93,881.10 | 90,000 | Corporates | Capital Goods | United States | 3.45% | Baa1 | 15-May-2024 | 3.88 |
| Jimmy Johns Funding | 0.02% | -0.00 | $93,750.83 | 92,863 | Securitized | ABS Other | United States | 3.61% | NR | 30-Jul-2047 | 1.51 |
| Reynolds American | 0.02% | -0.00 | $92,350.86 | 90,000 | Corporates | Consumer Non Cyclical | United Kingdom | 3.25% | Baa2 | 01-Nov-2022 | 2.68 |
| FHLMC GOLD | 0.02% | N/A | $92,348.61 | 84,662 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2042 | 2.81 |
| FNMA 30 YR | 0.02% | N/A | $91,230.03 | 82,385 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2041 | 3.49 |
| United Airlines 2019-2 Class AA Pass Through Trust | 0.02% | -0.00 | $91,104.63 | 90,000 | Corporates | Transportation | United States | 2.70% | Aa3 | 01-May-2032 | 7.72 |
| Brambles USA | 0.02% | -0.00 | $91,104.42 | 85,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 23-Oct-2025 | 5.01 |
| FNMA 30 yr | 0.02% | N/A | $90,097.67 | 85,430 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2042 | 3.83 |
| General Motors Financial | 0.02% | 0.00 | $90,082.40 | 80,000 | Corporates | Consumer Cyclical | United States | 5.25% | Baa3 | 01-Mar-2026 | 5.10 |
| Cardinal Health | 0.02% | 0.01 | $89,746.20 | 90,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 15-Nov-2044 | 14.87 |
| BMW Vehicle Lease Trust 2017-2 | 0.02% | -0.02 | $89,563.04 | 89,390 | Securitized | Car Loan | United States | 2.07% | Aaa | 20-Oct-2020 | 0.09 |
| STACR Trust 2018-HRP2 | 0.02% | N/A | $88,259.13 | 88,218 | Securitized | CMO | United States | 2.64% | NR | 25-Feb-2047 | 0.07 |
| FNMA 30 YR | 0.02% | N/A | $87,242.62 | 83,752 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2047 | 3.57 |
| US Airways 2013-1 Class A Pass Through Trust | 0.02% | -0.00 | $86,345.44 | 81,545 | Corporates | Transportation | United States | 3.95% | A3 | 15-Nov-2025 | 3.78 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.02% | -0.00 | $84,664.07 | 79,000 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 15-Mar-2047 | 3.81 |
| Ari Fleet Lease Trust 2017 | 0.02% | -0.01 | $84,630.03 | 84,637 | Securitized | Car Loan | United States | 1.91% | NR | 15-Apr-2026 | 0.40 |
| FNMA 30 YR | 0.02% | N/A | $84,327.86 | 77,934 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2044 | 2.81 |
| GNMA ll 30 YR | 0.02% | N/A | $84,192.89 | 77,630 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2039 | 3.63 |
| FNMA 30 YR | 0.02% | N/A | $82,964.44 | 77,077 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | 3.10 |
| Avolon Holdings Funding | 0.02% | -0.01 | $82,724.87 | 75,000 | Corporates | Finance Companies | Ireland | 5.50% | Baa3 | 15-Jan-2023 | 2.68 |
| FNMA 30 YR | 0.02% | N/A | $82,456.27 | 75,626 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2041 | 2.81 |
| GNMA II 30 YR | 0.02% | N/A | $82,015.17 | 77,841 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2043 | 4.69 |
| FNMA 30 YR | 0.02% | N/A | $81,918.50 | 76,091 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 2.91 |
| FHLMC GOLD | 0.02% | N/A | $81,564.69 | 74,790 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2039 | 2.68 |
| American International | 0.02% | -0.00 | $81,124.13 | 75,000 | Corporates | Insurance | United States | 3.90% | Baa1 | 01-Apr-2026 | 5.39 |
| FNMA 30 YR | 0.02% | N/A | $80,524.42 | 71,484 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2036 | 3.79 |
| FNMA 30 YR | 0.02% | N/A | $79,456.36 | 71,825 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2042 | 3.49 |
| FHLMC GOLD | 0.02% | N/A | $79,399.88 | 73,714 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.86 |
| GNMA ll 30 YR | 0.02% | N/A | $79,080.66 | 73,996 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jan-2049 | 1.42 |
| GNMA ll 30 YR | 0.02% | N/A | $78,963.32 | 76,411 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.30 |
| FHLMC GOLD | 0.02% | N/A | $78,956.24 | 71,206 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 3.22 |
| Denver City & County School District No 1 | 0.02% | -0.00 | $78,298.87 | 70,000 | Government Related | Local Authorities | United States | 4.24% | Aa2 | 15-Dec-2037 | 10.91 |
| Ari Fleet Lease Trust 2016 | 0.02% | -0.01 | $78,069.35 | 77,932 | Securitized | Car Loan | United States | 2.11% | NR | 15-Jul-2024 | 0.36 |
| COLT 2018-1 Mortgage Loan Trust | 0.02% | 0.01 | $78,044.49 | 77,603 | Securitized | CMO | United States | 2.93% | NR | 25-Feb-2048 | 1.49 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | 0.01 | $77,505.38 | 77,540 | Securitized | CMO | United States | 2.24% | NR | 25-Jul-2030 | 0.07 |
| US Airways 2012-2 Class A Pass Through Trust | 0.02% | -0.00 | $76,845.32 | 70,812 | Corporates | Transportation | United States | 4.63% | A3 | 03-Jun-2025 | 3.79 |
| FNMA 30 YR | 0.02% | N/A | $76,390.60 | 73,588 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2049 | 4.05 |
| GNMA ll 30 YR | 0.02% | N/A | $76,308.96 | 70,380 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2048 | 1.27 |
| Towd Point Mortgage Trust 2016-1 | 0.02% | 0.00 | $76,045.28 | 75,498 | Securitized | CMO | United States | 3.00% | Aaa | 25-Feb-2055 | 1.82 |
| FNMA 15YR | 0.02% | N/A | $75,477.56 | 71,514 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2027 | 1.79 |
| District of Columbia | 0.02% | -0.00 | $74,779.15 | 60,000 | Government Related | Local Authorities | United States | 5.59% | Aa1 | 01-Dec-2034 | 8.41 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | 0.02% | -0.01 | $74,608.51 | 74,810 | Securitized | NON AGENCY CMBS | United States | 1.42% | Aaa | 15-Jun-2049 | 0.45 |
| FNMA 30 YR | 0.02% | N/A | $74,402.13 | 69,588 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 4.66 |
| Synchrony Financial | 0.02% | -0.00 | $73,483.08 | 70,000 | Corporates | Banking | United States | 3.70% | NR | 04-Aug-2026 | 5.66 |
| Comcast | 0.02% | -0.00 | $72,766.09 | 70,000 | Corporates | Communications | United States | 3.20% | A3 | 15-Jul-2036 | 12.68 |
| GNMA ll 30 YR | 0.02% | N/A | $72,575.15 | 67,292 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2047 | 2.78 |
| NRG Energy | 0.02% | -0.00 | $72,470.42 | 70,000 | Corporates | Electric | United States | 3.75% | Baa3 | 15-Jun-2024 | 4.04 |
| FNMA 30 YR | 0.02% | N/A | $72,154.16 | 67,846 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2044 | 2.76 |
| GNMA ll 30 YR | 0.01% | N/A | $70,569.14 | 63,594 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Mar-2041 | 3.88 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.01% | -0.00 | $70,287.24 | 70,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 16-Mar-2023 | 2.23 |
| FNMA 30 YR | 0.01% | N/A | $69,744.98 | 61,713 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.79 |
| Sabine Pass Liquefaction | 0.01% | -0.00 | $69,733.41 | 65,000 | Corporates | Energy | United States | 4.20% | Baa3 | 15-Mar-2028 | 6.68 |
| FHLMC GOLD | 0.01% | N/A | $69,053.84 | 63,308 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2041 | 2.81 |
| Healthpeak Properties | 0.01% | N/A | $68,698.25 | 65,000 | Corporates | REITs | United States | 3.50% | Baa1 | 15-Jul-2029 | 7.91 |
| FNMA 30 YR | 0.01% | N/A | $67,315.87 | 62,153 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2044 | 3.49 |
| GNMA ll 30 YR | 0.01% | N/A | $66,672.06 | 62,568 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2042 | 4.61 |
| GNMA ll 30 YR | 0.01% | N/A | $65,201.73 | 63,155 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2046 | 4.45 |
| GNMA ll 30 YR | 0.01% | N/A | $65,150.14 | 56,056 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 20-Dec-2033 | 3.85 |
| FNMA 30 YR | 0.01% | N/A | $64,506.83 | 58,274 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.69 |
| GNMA ll 30 YR | 0.01% | N/A | $64,057.31 | 58,921 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 1.24 |
| Smb Private Education Loan Trust 2016 | 0.01% | -0.00 | $63,770.35 | 63,448 | Securitized | Student Loan | United States | 2.70% | Aaa | 15-May-2031 | 3.02 |
| Healthpeak Properties | 0.01% | N/A | $63,212.64 | 60,000 | Corporates | REITs | United States | 3.25% | Baa1 | 15-Jul-2026 | 5.73 |
| FNMA 30 YR | 0.01% | N/A | $62,856.14 | 60,275 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2047 | 2.91 |
| FNMA 30 YR | 0.01% | N/A | $62,440.40 | 57,704 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 3.49 |
| GNMA ll 30 YR | 0.01% | N/A | $61,971.78 | 54,819 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Nov-2032 | 3.57 |
| FNMA 30 yr | 0.01% | N/A | $61,859.35 | 58,654 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2043 | 3.94 |
| SMART ABS Series 2016-2US Trust | 0.01% | -0.02 | $60,563.51 | 60,557 | Securitized | Car Loan | Australia | 1.71% | Aaa | 15-Mar-2021 | 0.27 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.01 | $60,081.76 | 60,028 | Securitized | CMO | United States | 2.59% | NR | 25-Dec-2029 | 0.07 |
| FNMA 30 yr | 0.01% | N/A | $59,734.15 | 56,646 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 3.42 |
| FNMA 30 YR | 0.01% | N/A | $59,637.49 | 56,617 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | 3.78 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $59,513.55 | 59,364 | Securitized | CMO | United States | 2.50% | Aaa | 25-Apr-2057 | 1.09 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.01 | $58,443.79 | 58,249 | Securitized | CMO | United States | 3.79% | NR | 25-Dec-2028 | 0.07 |
| FNMA 30 YR | 0.01% | N/A | $57,824.78 | 54,966 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 3.23 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $57,784.33 | 54,880 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Sep-2041 | 4.00 |
| FNMA 30 YR | 0.01% | N/A | $57,316.27 | 55,470 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 5.02 |
| FNMA 30 YR | 0.01% | N/A | $57,218.54 | 50,614 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2033 | 3.59 |
| Arcelormittal | 0.01% | -0.02 | $57,204.11 | 53,000 | Corporates | Basic Industry | Luxembourg | 4.55% | NR | 11-Mar-2026 | 5.35 |
| FNMA 30 YR | 0.01% | N/A | $57,147.54 | 52,410 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2041 | 2.81 |
| FNMA 30 YR | 0.01% | N/A | $57,087.96 | 55,739 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | 4.46 |
| FNMA 30 YR | 0.01% | N/A | $56,554.24 | 52,503 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.53 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.01 | $56,224.25 | 55,854 | Securitized | CMO | United States | 4.69% | Aa1 | 25-Jul-2028 | 0.01 |
| Micron Technology | 0.01% | 0.00 | $56,221.26 | 50,000 | Corporates | Technology | United States | 4.66% | Baa3 | 15-Feb-2030 | 7.93 |
| FNMA 30 YR | 0.01% | N/A | $56,155.14 | 49,607 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2034 | 3.54 |
| FNMA 15YR | 0.01% | N/A | $55,403.02 | 54,498 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 3.21 |
| GNMA ll 30 YR | 0.01% | N/A | $54,342.21 | 52,487 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.72 |
| Williams | 0.01% | -0.00 | $54,013.75 | 50,000 | Corporates | Energy | United States | 4.30% | Baa3 | 04-Mar-2024 | 3.61 |
| Verizon Communications | 0.01% | 0.00 | $52,585.95 | 42,000 | Corporates | Communications | United States | 4.67% | Baa1 | 15-Mar-2055 | 18.96 |
| Towd Point Mortgage Trust 2015-4 | 0.01% | -0.00 | $51,930.69 | 51,762 | Securitized | CMO | United States | 2.75% | Aaa | 25-Apr-2055 | 1.75 |
| GNMA II 30 YR | 0.01% | N/A | $51,660.93 | 48,494 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2041 | 4.10 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | -0.00 | $51,609.75 | 51,353 | Securitized | CMO | United States | 2.75% | Aaa | 25-Feb-2055 | 1.34 |
| FHLMC GOLD | 0.01% | N/A | $51,180.59 | 47,517 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 2.86 |
| FNMA 30 YR | 0.01% | N/A | $50,772.51 | 50,881 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2046 | 5.47 |
| GNMA 30 YR PLAT | 0.01% | N/A | $50,180.96 | 44,823 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Jun-2040 | 3.89 |
| GNMA ll 30 YR | 0.01% | N/A | $49,156.79 | 46,864 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2045 | 5.49 |
| GNMA ll 30 YR | 0.01% | N/A | $47,910.76 | 44,092 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2048 | 1.20 |
| FNMA 30 YR | 0.01% | N/A | $47,427.56 | 42,077 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Apr-2037 | 3.74 |
| FNMA 30 YR | 0.01% | N/A | $47,347.30 | 44,336 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.62 |
| FNMA 30 YR | 0.01% | N/A | $47,272.01 | 47,373 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Mar-2043 | 5.39 |
| CCG Receivables Trust 2017-1 | 0.01% | -0.01 | $47,035.98 | 47,024 | Securitized | ABS Other | United States | 1.84% | NR | 14-Nov-2023 | 0.23 |
| FNMA 15YR | 0.01% | N/A | $46,690.65 | 45,226 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2030 | 3.14 |
| FNMA 30 yr | 0.01% | N/A | $46,400.80 | 43,998 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 4.34 |
| GNMA ll 30 YR | 0.01% | N/A | $45,625.20 | 43,061 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2042 | 4.11 |
| FNMA 30 YR | 0.01% | N/A | $45,534.01 | 44,459 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 4.79 |
| FHLMC GOLD | 0.01% | N/A | $45,529.37 | 41,744 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2039 | 2.95 |
| FNMA 30 YR | 0.01% | N/A | $45,508.99 | 42,275 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.91 |
| FNMA 30 YR | 0.01% | N/A | $45,437.19 | 45,534 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Mar-2043 | 5.39 |
| FNMA 30 YR | 0.01% | N/A | $45,254.63 | 39,245 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2037 | 3.72 |
| FNMA 30 YR | 0.01% | N/A | $45,182.53 | 43,654 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 5.25 |
| GNMA ll 30 YR | 0.01% | N/A | $45,169.25 | 43,833 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.48 |
| Ally Auto Receivables Trust 2017-2 | 0.01% | -0.00 | $45,096.19 | 45,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 15-Jun-2022 | 1.78 |
| Towd Point Mortgage Trust 2015-3 | 0.01% | -0.00 | $43,203.22 | 42,943 | Securitized | CMO | United States | 3.00% | Aaa | 25-Mar-2054 | 1.08 |
| FNMA 30 YR | 0.01% | N/A | $43,199.97 | 38,289 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2040 | 3.64 |
| Santander Drive Auto Receivables Trust 2015-5 | 0.01% | -0.00 | $43,141.23 | 42,950 | Securitized | Car Loan | United States | 3.65% | NR | 15-Dec-2021 | 0.34 |
| Hilton Grand Vacations Trust 2017 | 0.01% | -0.00 | $42,714.90 | 42,491 | Securitized | ABS Other | United States | 2.66% | NR | 26-Dec-2028 | 1.94 |
| GNMA ll 30 YR | 0.01% | N/A | $42,688.35 | 41,176 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 6.27 |
| FNMA 30 YR | 0.01% | N/A | $42,523.81 | 41,234 | Securitized | Agency Fixed Rate | United States | N/A | N/A | 01-Jul-2049 | N/A |
| Government National Mortgage Assn. | 0.01% | 0.01 | $42,297.95 | 38,214 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Aug-2047 | 4.08 |
| Boardwalk Pipelines | 0.01% | -0.00 | $41,994.38 | 40,000 | Corporates | Energy | United States | 4.45% | Baa3 | 15-Jul-2027 | 6.18 |
| FHLMC GOLD | 0.01% | N/A | $41,681.98 | 36,129 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2034 | 3.57 |
| FNMA 30 YR | 0.01% | N/A | $40,721.59 | 38,526 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.86 |
| FNMA 30 YR | 0.01% | N/A | $40,694.23 | 37,321 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2042 | 3.13 |
| FHLMC GOLD | 0.01% | N/A | $40,537.68 | 35,180 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2037 | 3.70 |
| GNMA ll 30 YR | 0.01% | N/A | $40,485.95 | 39,113 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 6.26 |
| GNMA ll 30 YR | 0.01% | N/A | $40,106.47 | 34,902 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Sep-2034 | 3.78 |
| FNMA 30 yr | 0.01% | N/A | $39,480.55 | 37,435 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2043 | 4.13 |
| FNMA 20YR | 0.01% | N/A | $39,000.62 | 37,211 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2035 | 3.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $37,522.27 | 35,000 | Securitized | NON AGENCY CMBS | United States | 4.12% | Aa2 | 15-Jul-2058 | 4.90 |
| GNMA ll 30 YR | 0.01% | N/A | $37,172.96 | 35,446 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 4.45 |
| Sierra Timeshare 2015-2 Receivables Funding | 0.01% | -0.00 | $36,936.47 | 36,922 | Securitized | ABS Other | United States | 2.43% | NR | 20-Jun-2032 | 1.02 |
| GNMA ll 30 YR | 0.01% | N/A | $36,685.90 | 34,772 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2043 | 4.11 |
| FNMA 30 YR | 0.01% | N/A | $36,262.84 | 36,529 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Nov-2042 | 5.25 |
| GNMA ll 30 YR | 0.01% | N/A | $35,946.32 | 33,137 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2040 | 3.78 |
| FNMA 30 YR | 0.01% | N/A | $35,307.41 | 32,836 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2042 | 3.10 |
| GNMA ll 30 YR | 0.01% | N/A | $34,640.87 | 32,797 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2042 | 4.11 |
| FNMA 30 YR | 0.01% | N/A | $34,579.00 | 30,973 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2037 | 3.71 |
| FNMA 30 yr | 0.01% | N/A | $34,529.13 | 32,742 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.37 |
| FNMA 30 YR | 0.01% | N/A | $34,427.82 | 30,452 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | 3.74 |
| FNMA 30 YR | 0.01% | N/A | $34,200.41 | 33,044 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 5.23 |
| FHLMC GOLD | 0.01% | N/A | $34,032.56 | 29,753 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2035 | 3.68 |
| FNMA 30 YR | 0.01% | N/A | $33,215.68 | 29,992 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2036 | 3.75 |
| FNMA 30 YR | 0.01% | N/A | $33,174.76 | 32,101 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2042 | 4.85 |
| FNMA 30 YR | 0.01% | N/A | $32,262.17 | 30,189 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 2.76 |
| Fannie Mae Pool | 0.01% | N/A | $32,107.10 | 31,069 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2043 | 4.56 |
| GNMA ll 30 YR | 0.01% | N/A | $31,924.29 | 29,432 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2041 | 4.02 |
| Santander Drive Auto Receivables Trust 2017-1 | 0.01% | -0.00 | $31,836.34 | 31,775 | Securitized | Car Loan | United States | 2.58% | Aaa | 16-May-2022 | 0.22 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | -0.00 | $31,757.60 | 30,000 | Securitized | NON AGENCY CMBS | United States | 4.31% | NR | 15-Jul-2058 | 4.91 |
| GNMA 30 YR PLAT | 0.01% | N/A | $31,489.00 | 28,118 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.79 |
| GNMA 30 YR PLAT | 0.01% | N/A | $31,489.00 | 28,118 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.79 |
| GNMA ll 30 YR | 0.01% | N/A | $31,300.69 | 28,855 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2040 | 3.78 |
| Arcelormittal | 0.01% | -0.02 | $31,263.75 | 30,000 | Corporates | Basic Industry | Luxembourg | 3.60% | Baa3 | 16-Jul-2024 | 4.11 |
| FHLM Gold | 0.01% | N/A | $31,248.12 | 29,037 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2041 | 2.92 |
| American Airlines 2015-1 Class B Pass Through Trust | 0.01% | -0.00 | $30,659.04 | 29,891 | Corporates | Transportation | United States | 3.70% | NR | 01-May-2023 | 2.44 |
| FNMA 30 YR | 0.01% | N/A | $30,379.16 | 28,569 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 2.99 |
| FNMA 30 yr | 0.01% | N/A | $30,248.04 | 28,681 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 3.21 |
| FNMA 30 YR | 0.01% | N/A | $30,067.86 | 28,257 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 4.77 |
| GNMA ll 30 YR | 0.01% | N/A | $29,953.46 | 27,617 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2040 | 3.78 |
| FNMA 30 YR | 0.01% | N/A | $29,462.77 | 27,704 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 2.99 |
| GNMA ll 30 YR | 0.01% | N/A | $29,315.89 | 27,224 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2047 | 3.90 |
| GNMA ll 30 YR | 0.01% | N/A | $28,739.03 | 27,721 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 6.03 |
| GNMA ll 30 YR | 0.01% | N/A | $28,245.12 | 27,242 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 6.12 |
| FNMA 30 YR | 0.01% | N/A | $28,134.00 | 25,417 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.75 |
| FHLM GOLD | 0.01% | N/A | $27,197.43 | 26,304 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 4.78 |
| FNMA 30 YR | 0.01% | N/A | $27,048.41 | 25,679 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2047 | 2.50 |
| FNMA 30 YR | 0.01% | N/A | $26,327.65 | 22,876 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2038 | 3.47 |
| GNMA ll 30 YR | 0.01% | N/A | $26,197.80 | 25,311 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 6.02 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,109.59 | 24,639 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2049 | 2.61 |
| Crown Castle Towers | 0.01% | -0.00 | $25,429.63 | 25,000 | Corporates | Communications | United States | 3.22% | A2 | 15-May-2042 | 1.32 |
| FNMA 30 yr | 0.01% | N/A | $25,176.70 | 23,874 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 3.75 |
| FNMA 30 YR | 0.01% | N/A | $24,751.15 | 23,443 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.67 |
| FNMA 30 YR | 0.01% | N/A | $24,641.93 | 22,598 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 2.81 |
| FNMA 30 YR | 0.01% | N/A | $24,558.57 | 23,292 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.89 |
| GNMA ll 30 YR | 0.01% | N/A | $24,417.25 | 23,696 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 5.74 |
| FNMA 30 yr | 0.01% | N/A | $24,199.60 | 22,958 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 2.93 |
| CVS Health | 0.01% | 0.00 | $24,179.00 | 20,000 | Corporates | Consumer Non Cyclical | United States | 5.13% | Baa2 | 20-Jul-2045 | 14.98 |
| Wheels SPV 2 | 0.00% | -0.01 | $23,508.73 | 23,471 | Securitized | Car Loan | United States | 1.88% | NR | 20-Apr-2026 | 0.18 |
| GNMA ll 30 YR | 0.00% | N/A | $23,431.62 | 22,337 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 5.07 |
| FNMA 30 YR | 0.00% | N/A | $23,278.32 | 21,890 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2046 | 2.99 |
| FNMA 30 YR | 0.00% | N/A | $23,192.34 | 21,945 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2047 | 3.87 |
| COLT 2018-1 Mortgage Loan Trust | 0.00% | -0.00 | $22,958.14 | 22,827 | Securitized | CMO | United States | 2.98% | NR | 25-Feb-2048 | 1.49 |
| FNMA 30 YR | 0.00% | N/A | $22,675.41 | 21,087 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2041 | 3.10 |
| FNMA 30 YR | 0.00% | N/A | $22,625.41 | 20,017 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jul-2036 | 3.74 |
| FNMA 30 YR | 0.00% | N/A | $22,624.04 | 20,438 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2045 | 3.69 |
| Enterprise Fleet Financing | 0.00% | -0.00 | $22,528.41 | 22,522 | Securitized | Car Loan | United States | 1.97% | NR | 20-Jan-2023 | 0.16 |
| GNMA ll 30 YR | 0.00% | N/A | $22,358.76 | 21,320 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2044 | 4.68 |
| GS Mortgage-Backed Securities Trust | 0.00% | -0.00 | $21,579.24 | 21,491 | Securitized | CMO | United States | 2.45% | NR | 25-Jul-2044 | 0.42 |
| FHLMC GOLD | 0.00% | N/A | $21,428.14 | 19,641 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2041 | 3.07 |
| Government National Mortgage Association | 0.00% | 0.00 | $21,424.11 | 124,598 | Securitized | CMO | United States | 3.50% | NR | 20-May-2043 | -1.44 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.00% | -0.00 | $21,387.64 | 20,000 | Securitized | NON AGENCY CMBS | United States | 4.03% | Aa1 | 15-May-2048 | 4.83 |
| GNMA ll 30 YR | 0.00% | N/A | $20,942.96 | 20,256 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 5.65 |
| GNMA ll 30 YR | 0.00% | N/A | $20,660.81 | 19,958 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 5.89 |
| FNMA 30 YR | 0.00% | N/A | $20,188.26 | 19,119 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2043 | 3.74 |
| Hilton Grand Vacations Trust 2014 | 0.00% | -0.00 | $18,921.60 | 18,965 | Securitized | ABS Other | United States | 1.77% | NR | 25-Nov-2026 | 0.69 |
| GNMA ll 30 YR | 0.00% | N/A | $18,778.92 | 18,151 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 3.49 |
| MVW Owner Trust 2014-1 | 0.00% | -0.00 | $18,628.77 | 18,634 | Securitized | ABS Other | United States | 2.25% | NR | 22-Sep-2031 | 1.26 |
| FNMA 30 YR | 0.00% | N/A | $18,616.79 | 16,824 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2042 | 3.26 |
| FNMA 30 YR | 0.00% | N/A | $18,505.66 | 16,292 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2032 | 3.17 |
| GNMA 30 YR | 0.00% | N/A | $18,398.88 | 16,436 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2039 | 3.40 |
| GNMA ll 30 YR | 0.00% | N/A | $18,271.62 | 17,650 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 5.83 |
| FNMA 30YR | 0.00% | N/A | $17,878.61 | 15,873 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jul-2032 | 3.34 |
| FNMA 30 YR | 0.00% | N/A | $17,795.10 | 16,076 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.55 |
| GNMA ll 30 YR | 0.00% | N/A | $17,742.52 | 16,914 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2046 | 4.93 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.00% | -0.00 | $17,688.73 | 17,651 | Securitized | ABS Other | United States | 2.29% | Aaa | 10-Jun-2021 | 0.46 |
| GNMA ll 30 YR | 0.00% | N/A | $17,457.64 | 15,715 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2039 | 3.71 |
| FNMA 30 YR | 0.00% | N/A | $17,380.72 | 16,437 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.86 |
| GNMA ll 30 YR | 0.00% | N/A | $17,193.36 | 16,392 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 4.38 |
| FNMA 30 YR | 0.00% | N/A | $17,047.29 | 15,935 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2041 | 4.38 |
| GNMA ll 30 YR | 0.00% | N/A | $17,017.06 | 16,222 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 4.36 |
| FNMA 30 YR | 0.00% | N/A | $16,794.43 | 15,169 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 3.75 |
| FNMA 30 YR | 0.00% | N/A | $16,776.11 | 15,150 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2042 | 3.26 |
| FNMA 30 YR | 0.00% | N/A | $16,460.28 | 15,574 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.61 |
| FNMA 30 YR | 0.00% | N/A | $16,362.56 | 15,006 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 2.81 |
| FNMA 30 YR | 0.00% | N/A | $16,358.88 | 14,769 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2035 | 3.75 |
| FNMA 30 YR | 0.00% | N/A | $16,206.70 | 15,327 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2046 | 3.07 |
| FNMA 30 YR | 0.00% | N/A | $16,101.36 | 15,235 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.84 |
| GNMA ll 30 YR | 0.00% | N/A | $15,897.17 | 15,159 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2045 | 4.50 |
| FNMA 30 YR | 0.00% | N/A | $15,897.02 | 14,244 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2033 | 3.42 |
| Mmaf Equipment Finance Llc 2014 | 0.00% | -0.00 | $15,012.79 | 15,012 | Securitized | ABS Other | United States | 1.59% | Aaa | 08-Feb-2022 | 0.14 |
| Fannie Mae Connecticut Avenue Securities | 0.00% | -0.00 | $14,913.66 | 14,908 | Securitized | CMO | United States | 2.54% | NR | 25-Feb-2030 | 0.07 |
| Fannie Mae Connecticut Avenue Securities | 0.00% | -0.00 | $14,842.14 | 14,821 | Securitized | CMO | United States | 3.09% | NR | 25-Jul-2029 | 0.07 |
| FNMA 30 YR | 0.00% | N/A | $13,878.64 | 13,100 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2046 | 3.07 |
| FNMA 30 YR | 0.00% | N/A | $13,574.81 | 12,887 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.56 |
| FNMA 30 YR | 0.00% | N/A | $13,171.78 | 11,651 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.79 |
| GNMA ll 30 YR | 0.00% | N/A | $13,062.95 | 11,759 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2040 | 3.88 |
| FNMA 30 YR | 0.00% | N/A | $12,841.91 | 12,562 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2033 | 3.54 |
| FNMA 30 YR | 0.00% | N/A | $12,695.30 | 11,468 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.55 |
| FNMA 30 YR | 0.00% | N/A | $12,543.10 | 12,247 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2044 | 4.04 |
| FHLMC GOLD | 0.00% | N/A | $12,102.55 | 11,235 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.67 |
| FNMA 30 YR | 0.00% | N/A | $11,826.58 | 10,420 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2035 | 3.79 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $11,724.36 | 11,708 | Securitized | ABS Other | United States | 2.53% | NR | 25-Feb-2027 | 1.09 |
| GNMA 30 YR | 0.00% | N/A | $11,536.57 | 11,155 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-May-2043 | 5.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,250.23 | 10,701 | Securitized | Agency_Hybrid_ARMS | United States | 3.34% | NR | 01-Dec-2035 | 0.97 |
| FHLMC GOLD | 0.00% | N/A | $11,009.73 | 9,551 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2035 | 3.68 |
| FNMA 30 YR | 0.00% | N/A | $10,938.20 | 9,397 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2036 | 3.66 |
| FNMA 30 YR | 0.00% | N/A | $10,700.11 | 9,664 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.55 |
| QVC | 0.00% | -0.00 | $10,611.05 | 10,000 | Corporates | Consumer Cyclical | United States | 4.85% | Ba2 | 01-Apr-2024 | 3.79 |
| FNMA 30 YR | 0.00% | N/A | $10,566.66 | 9,544 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.55 |
| FNMA 30 YR | 0.00% | N/A | $10,435.61 | 9,192 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2035 | 3.79 |
| FNMA 30 YR | 0.00% | N/A | $10,011.04 | 9,043 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2033 | 3.55 |
| GNMA 30 YR | 0.00% | N/A | $9,800.25 | 8,755 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Oct-2039 | 3.79 |
| GNMA ll 30 YR | 0.00% | N/A | $9,214.75 | 8,299 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2040 | 3.88 |
| FNMA 30 YR | 0.00% | N/A | $8,944.89 | 8,081 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2038 | 3.69 |
| GNMA ll 30 YR | 0.00% | N/A | $8,629.67 | 7,956 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2039 | 3.63 |
| FNMA 30 YR | 0.00% | N/A | $8,471.49 | 7,653 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.69 |
| FNMA ARM | 0.00% | N/A | $8,269.14 | 8,016 | Securitized | Agency_Hybrid_ARMS | United States | 3.56% | NR | 01-Oct-2033 | 0.42 |
| GNMA 30 YR | 0.00% | N/A | $8,198.29 | 7,927 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-Oct-2042 | 4.84 |
| GNMA 30 YR PLAT | 0.00% | N/A | $7,750.03 | 6,876 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 15-Oct-2038 | 3.76 |
| GNMA ll 30 YR | 0.00% | N/A | $7,734.86 | 7,202 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2045 | 3.87 |
| FHLMC GOLD | 0.00% | N/A | $7,389.49 | 6,668 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 3.22 |
| GNMA ll 30 YR | 0.00% | N/A | $6,950.54 | 6,522 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Sep-2042 | 4.61 |
| FNMA 30 YR | 0.00% | N/A | $6,887.17 | 6,221 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2035 | 3.69 |
| FNMA 15YR | 0.00% | N/A | $6,826.51 | 6,576 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2023 | 1.28 |
| FNMA 30 YR | 0.00% | N/A | $6,679.59 | 5,910 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.79 |
| FNMA 30 YR | 0.00% | N/A | $6,476.32 | 5,729 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2041 | 3.74 |
| FNMA 30 YR | 0.00% | N/A | $5,996.04 | 5,201 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.68 |
| Government National Mortgage Association | 0.00% | 0.00 | $5,189.14 | 37,055 | Securitized | CMO | United States | 4.00% | NR | 20-Feb-2043 | -11.05 |
| Government National Mortgage Association | 0.00% | 0.00 | $4,625.93 | 73,420 | Securitized | CMO | United States | 4.00% | NR | 20-May-2037 | -2.90 |
| FNMA 30 YR | 0.00% | N/A | $4,469.20 | 4,037 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.55 |
| FNMA 30 YR | 0.00% | N/A | $4,322.25 | 3,905 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.69 |
| GNMA ll 30 YR | 0.00% | N/A | $4,284.62 | 3,735 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Dec-2037 | 4.09 |
| FNMA 30 YR | 0.00% | N/A | $3,739.76 | 3,243 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2035 | 3.68 |
| FNMA 30 YR | 0.00% | N/A | $3,270.91 | 3,097 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Apr-2047 | 2.50 |
| FNMA 30 YR | 0.00% | N/A | $2,741.10 | 2,412 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2036 | 3.66 |
| FHLMC 15YR GOLD | 0.00% | N/A | $2,648.72 | 2,600 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | 0.64 |
| FNMA 30 YR | 0.00% | N/A | $2,556.91 | 2,218 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2038 | 3.69 |
| FNMA 30 YR | 0.00% | N/A | $2,511.68 | 2,269 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.69 |
| FNMA 30 YR | 0.00% | N/A | $2,470.54 | 2,232 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.55 |
| GNMA ll 30 YR | 0.00% | N/A | $2,345.02 | 2,238 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 4.21 |
| FNMA 30 YR | 0.00% | N/A | $2,052.25 | 1,781 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2034 | 3.68 |
| FHLMC GOLD | 0.00% | N/A | $2,025.02 | 1,880 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.86 |
| FHLMC GOLD | 0.00% | N/A | $1,649.48 | 1,512 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | 2.84 |
| FHLMC GOLD | 0.00% | N/A | $1,616.22 | 1,500 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.86 |
| FHLMC GOLD | 0.00% | N/A | $1,613.11 | 1,412 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2034 | 3.68 |
| FHLMC GOLD | 0.00% | N/A | $1,330.77 | 1,236 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 2.86 |
| FNMA 30 YR | 0.00% | N/A | $1,294.16 | 1,154 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2036 | 3.66 |
| FHLMC GOLD | 0.00% | N/A | $1,283.58 | 1,157 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 3.70 |
| FNMA 30 YR | 0.00% | N/A | $1,243.10 | 1,123 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.69 |
| Government National Mortgage Association | 0.00% | 0.00 | $1,071.68 | 28,766 | Securitized | CMO | United States | 4.50% | NR | 20-Dec-2039 | -13.36 |
| FHLMC GOLD | 0.00% | N/A | $888.77 | 803 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 3.70 |
| FNMA 15YR | 0.00% | N/A | $697.59 | 677 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 1.04 |
| FNMA 15YR | 0.00% | N/A | $638.30 | 626 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2021 | 0.69 |
| FHLMC GOLD | 0.00% | N/A | $594.07 | 552 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 2.86 |
| FNMA 30 YR | 0.00% | N/A | $492.26 | 439 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2037 | 3.66 |
| FNMA 15YR | 0.00% | N/A | $427.05 | 423 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 1.04 |
| FHLMC GOLD | 0.00% | N/A | $413.67 | 384 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.86 |
| FNMA 30 YR | 0.00% | N/A | $180.83 | 157 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2036 | 3.72 |
| Government National Mortgage Association | 0.00% | 0.00 | $70.54 | 4,097 | Securitized | CMO | United States | 4.50% | NR | 20-Nov-2039 | -11.30 |
| Government National Mortgage Association | 0.00% | -0.00 | $26.32 | 1,533 | Securitized | CMO | United States | 4.50% | NR | 20-Feb-2039 | -13.84 |
| Fannie Mae Pool | 0.00% | N/A | $0.01 | 0 | Securitized | Agency Fixed Rate | United States | N/A | N/A | 01-Oct-2046 | N/A |
| FNMA 30 yr | 0.00% | N/A | $0.01 | 0 | Securitized | Agency Fixed Rate | United States | N/A | N/A | 01-Aug-2043 | N/A |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sector Diversification (29-Feb-2020)
| Sector Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Corporate | 37.34% | 25.10% | |
| Mortgage | 33.55% | 26.17% | |
| ABS | 7.40% | 0.42% | |
| CMBS | 5.44% | 1.30% | |
| Cash Equivalent | 0.53% | 0.00% | |
| U.S. Municipal | 0.00% | 0.00% | |
| Government Related | 5.19% | 5.85% | |
| Equity & Other | 0.00% | 0.81% | |
| U.S. Treasury | 10.56% | 40.35% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Country Diversification (29-Feb-2020)
| Country Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| United States | 82.95% | 65.67% | |
| Australia | 1.94% | 0.22% | |
| Chile | 1.55% | 0.06% | |
| United Kingdom | 2.63% | 1.17% | |
| China | 1.59% | 0.17% | |
| Ireland | 0.76% | 0.09% | |
| Colombia | 0.77% | 0.18% | |
| Indonesia | 0.55% | 0.05% | |
| Italy | 0.55% | 0.06% | |
| Belgium | 0.77% | 0.30% | |
| Denmark | 0.41% | 0.00% | |
| Brazil | 0.47% | 0.07% | |
| Kazakhstan | 0.39% | 0.00% | |
| South Africa | 0.39% | 0.01% | |
| Saudi Arabia | 0.33% | 0.00% | |
| Israel | 0.28% | 0.05% | |
| India | 0.19% | 0.00% | |
| Hong Kong | 0.18% | 0.00% | |
| United Arab Emirates | 0.17% | 0.00% | |
| Panama | 0.23% | 0.08% | |
| Kuwait | 0.14% | 0.00% | |
| South Korea | 0.24% | 0.12% | |
| Spain | 0.20% | 0.12% | |
| Peru | 0.13% | 0.06% | |
| Germany | 0.61% | 0.54% | |
| Switzerland | 0.17% | 0.17% | |
| France | 0.15% | 0.15% | |
| Netherlands | 0.17% | 0.33% | |
| Mexico | 0.29% | 0.60% | |
| Canada | 0.12% | 1.12% |
A maximum of 30 largest countries are displayed.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Indicative Benchmark Data Source: Barclays
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Daily performance data is based on the latest available NAV. Performance returns for share classes less than 1 year old (and associated benchmarks) are cumulative rather than annualised.
Please note that no management fees are charged to the S and J share classes. No administration agent fees are charged to the J class. Fee arrangements for the S and J classes are made directly with the investment manager. Please see the prospectus for further information.
The Funds are sub-funds of the T. Rowe Price Funds SICAV, a Luxembourg investment company with variable capital which is registered with Commission de Surveillance du Secteur Financier and which qualifies as an undertaking for collective investment in transferable securities (“UCITS”). Full details of the objectives, investment policies and risks are located in the prospectus which is available with the key investor information documents in English and in an official language of the jurisdictions in which the Funds are registered for public sale, together with the annual and semi-annual reports (together “Fund Documents”). Any decision to invest should be made on the basis of the Fund Documents which are available free of charge from the local representative, local information/paying agent or from authorised distributors and via www.troweprice.com.
Hedged share classes (denoted by 'h') utilise investment techniques to mitigate currency risk between the underlying investment currency(ies) of the fund and the currency of the hedged share class. The costs of doing so will be borne by the share class and there is no guarantee that such hedging will be effective.
Net Asset figure applies to all share classes.
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
The specific securities identified and described in this report do not represent all of the securities purchased, sold, or recommended for the sub-fund and no assumptions should be made that the securities identified and discussed were or will be profitable.
A full list of the currently issued Share Classes including Distributing, Hedged, and Accumulating Categories may be obtained, free of charge and upon request, from the registered office of the Company.
Brian Brennan is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Brennan has lead portfolio management responsibilities for the US Treasury, US Core Plus Bond, and Stable Value Strategies. He also is a member of the portfolio strategy team for T. Rowe Price's core and core plus mandates. Mr. Brennan is a vice president of T. Rowe Price Group, Inc., T. Rowe Price Associates, Inc., T. Rowe Price International Ltd, and T. Rowe Price Trust Company.