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)
5.06%
$443.7m
Data as of 31-Dec-2020
Data as of 31-Dec-2020
1YR Return
(View Total Returns)
Manager Tenure
6.94%
9yrs
Data as of 31-Dec-2020
Data as of 08-Jan-2021
Information Ratio
(5 Years)
Tracking Error
(5 Years)
-0.10
1.59%
Data as of 31-Dec-2020
Data as of 31-Dec-2020
Inception Date 07-Jun-2011
Performance figures calculated in USD
Other Literature
- This product's strategy also available as
- a Strategy
Strategy
Investment Objective
To maximise the value of its shares through both growth in the value of, and income from, its investments. The fund invests mainly in a diversified portfolio of US bonds.Investment Approach
- Focused primarily on investment-grade, U.S. fixed income securities.
- Integrate proprietary credit and capital market research to identify market inefficiencies.
- Add value primarily through sector rotation, individual security selection, and term structure position.
- Exploit market inefficiencies through opportunistic trading conducted by specialist teams.
- Seek to exceed benchmark return by at least 50 basis points annually over a 3 to 5 year period.
Portfolio Construction
- Duration is managed within +/- 20% of benchmark
- Sector exposure will typically range +/- 25% of the benchmark
- Average credit quality of the portfolio is AA- or better
- Tracking Error should range between 0.5% to 1.0% in most market environments
Performance (Class I)
Annualised Performance
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 6.94% | 5.06% | 4.28% | 3.48% |
| Indicative Benchmark % | 7.51% | 5.34% | 4.44% | 3.67% |
| Excess Return % | -0.57% | -0.28% | -0.16% | -0.19% |
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | 6.94% | 5.06% | 4.28% | 3.48% |
| Indicative Benchmark % | 7.51% | 5.34% | 4.44% | 3.67% |
| Excess Return % | -0.57% | -0.28% | -0.16% | -0.19% |
Recent Performance
| Month to DateData as of 14-Jan-2021 | Quarter to DateData as of 14-Jan-2021 | Year to DateData as of 14-Jan-2021 | 1 MonthData as of 31-Dec-2020 | 3 MonthsData as of 31-Dec-2020 | |
|---|---|---|---|---|---|
| Fund % | -0.58% | -0.58% | -0.58% | 0.36% | 1.31% |
| Indicative Benchmark % | -0.89% | -0.89% | -0.89% | 0.14% | 0.67% |
| Excess Return % | 0.31% | 0.31% | 0.31% | 0.22% | 0.64% |
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Where the base currency of the fund differs from the share class currency, exchange rate movements may affect returns.
30-Nov-2020
-
Brian J. Brennan,
Portfolio Manager,
The investment-grade U.S. fixed income market generated positive returns in November, with Treasury yields modestly lower across most of the curve. Investment-grade corporate bonds outperformed. Within the portfolio, sector allocation contributed to relative outperformance. Our underweight position in U.S. Treasuries and overweight to investment-grade corporate bonds helped. Corporate credit spreads tightened as investors welcomed greater political clarity and positive news on coronavirus vaccines. However, security selection within investment-grade corporate bonds was negative. Our overweight and some out-of-benchmark exposure in select banking names dragged as financials broadly underperformed industrials in November. Exposure to emerging markets (EM) corporate bonds added to relative returns. EM corporates largely outperformed U.S. investment-grade corporate debt as oil prices rose and the U.S. dollar weakened. A shorter average duration posture relative to the benchmark also modestly weighed on performance with Treasury yields falling slightly over the period.
Holdings
Holdings
Total
Holdings
1024
Largest Holding
U.S. Treasury Bonds
3.11%
Was
(30-Sep-2020) 3.32%
Top 10 Holdings 13.03%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | BBB | US Treasury |
| By % | 15.44% | -26.57% |
| Fund | 29.83% | 10.60% |
| Indicative Benchmark | 14.39% | 37.17% |
Average Credit Quality
AA-Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | 0-1 Years | 3-5 Years |
| By % | 7.70% | -13.35% |
| Fund | 7.70% | 19.48% |
| Indicative Benchmark | 0.00% | 32.83% |
Weighted Average Maturity
9.08 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Under 1 Year | 1-3 Years |
| By % | 10.76% | -13.43% |
| Fund | 16.27% | 19.50% |
| Indicative Benchmark | 5.51% | 32.93% |
Weighted Average Duration
5.90 Years
30-Sep-2020
-
Brian J. Brennan,
Portfolio Manager,
Sector allocations were relatively consistent over the quarter, and we only made modest changes.
�
As the economy recovers from recession, we intend to focus on a combination of those positions that still offer pockets of value (for example, CMBS, ABS, and certain corporate subsectors) and attractive risk-adjusted potential returns. As valuations moved closer to fair, we reduced some positions in securitized credit and emerging markets corporates, which helped bring overall risk levels down.
�
In terms of interest rate management, we see potential for higher long-term rates but intend to keep duration tactically around neutral for now. While short-term yields should remain pegged, we feel that the Treasury curve has some potential to further steepen. However, we must first move past near-term event risks that have helped keep longer-term rates in check.
Added some protection as volatility could increase in Q4
Closer to the end of the quarter, we added some credit protection via corporate index-level credit default swaps as a tactical defensive trade against potential heightened volatility. Market volatility may increase ahead of the U.S. election with increasing uncertainty when or if additional fiscal stimulus will be delivered.
Sectors
Total
Sectors
8
Largest Sector Corporate 40.17%
Was (30-Nov-2020)
40.00%
Other
View complete Sector Diversification
Largest Overweight
Corporate
By12.29%
Fund
40.17%
Indicative Benchmark
27.88%
Largest Underweight
U.S. Treasury
By-27.07%
Fund
10.10%
Indicative Benchmark
37.17%
30-Nov-2020
-
Brian J. Brennan,
Portfolio Manager,
Over the month, we moderately trimmed exposure to agency mortgage-backed securities and added to investment-grade corporate bonds. In addition, we re-established a small out-of-benchmark position in U.S. Treasury inflation protected securities (TIPS). Inflation has the potential to rise next year amid pent-up demand, and the market appears to not be fully pricing in an increase in inflation, providing valuation support for TIPS.
Countries
Total
Countries
30
Largest Country United States 82.75%
Was (30-Nov-2020)
84.35%
Other
View complete Country Diversification
Largest Overweight
Australia
By1.61%
Fund
1.80%
Indicative Benchmark
0.18%
Largest Underweight
United States
By-8.92%
Fund
82.75%
Indicative Benchmark
91.67%
Team (As of 08-Jan-2021)
Brian Brennan is a portfolio manager in the Fixed Income Division. He has lead portfolio management responsibilities for the US Treasury, US Investment Grade Core Bond, US Core Plus Bond, and Stable Value Strategies. He also is a member of the portfolio strategy team for T. Rowe Price's investment-grade core and core plus mandates. Brian is the president of the U.S. Treasury Funds, Inc.; an executive vice president of the Institutional Income Funds, Inc.; a vice president of the Multi-Sector Account Portfolios, Inc.; and a vice president and Investment Advisory Committee member of the GNMA, Inflation Protected Bond, New Income, Limited Duration Inflation Focused Bond, Total Return, and QM U.S. Bond Index Funds. Brian also 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.
Brian’s investment experience began in 1986, and he has been with T. Rowe Price since 2000, beginning in the Fixed Income Division. Prior to this, Brian was employed by Howard Hughes Medical Institute as a fixed income manager responsible for Treasury, emerging, nondollar, and derivative strategies for core plus. He also was employed by CIGNA Investments, Inc., as a portfolio analyst for immunized and indexed fixed income accounts.
Brian earned a B.S. in economics and computer sciences and an M.A. in economics from Trinity College. He also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Fund manager2011
since - Years at20
T. Rowe Price - Years investment35
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 31-Dec-2020
| Characteristic | Fund | Benchmark |
|---|---|---|
| Weighted Average Coupon | 3.24% | 2.89% |
| Weighted Average Maturity | 9.08 Years | 8.27 Years |
| Weighted Average Duration | 5.90 Years | 6.14 Years |
| Number of Holdings | 1,024 | 11,998 |
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 31-Dec-2020| Risk/Return (5 Years) | Fund | Indicative Benchmark |
|---|---|---|
| Alpha | -0.20% | 0.00% |
| Beta | 1.02 | 1.00 |
| R-Squared | 0.80 | 1.00 |
| Annualized Std. Deviation | 3.53% | 3.13% |
| Information Ratio | -0.10 | 0.00 |
| Sharpe Ratio | 0.88 | 1.04 |
| Tracking Error | 1.59% | 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 (31-Dec-2020)
| Quality Rating | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 25.89% | 27.64% | |
| US Treasury | 10.60% | 37.17% | |
| AAA | 7.99% | 4.75% | |
| AA | 5.10% | 3.53% | |
| A | 13.33% | 12.05% | |
| BBB | 29.83% | 14.39% | |
| BB | 3.74% | 0.46% | |
| Not Rated | 0.20% | 0.00% | |
| Reserves | 3.32% | 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 (31-Dec-2020)
| Bond Maturity | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 7.70% | 0.00% | |
| 1-3 Years | 26.72% | 24.03% | |
| 3-5 Years | 19.48% | 32.83% | |
| 5-7 Years | 12.63% | 13.05% | |
| 7-10 Years | 12.62% | 9.88% | |
| 10+ Years | 20.85% | 20.22% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
(31-Dec-2020)
| Duration | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 16.27% | 5.51% | |
| 1-3 Years | 19.50% | 32.93% | |
| 3-5 Years | 25.45% | 23.58% | |
| 5-7 Years | 12.78% | 11.10% | |
| 7-10 Years | 10.26% | 7.84% | |
| Over 10 Years | 15.74% | 19.04% |
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-2020)
| Company | % of Fund | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bonds | 3.11% | -0.21 | $13,793,765.63 | 10,435,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Feb-2048 | 20.30 |
| U.S. Treasury Bonds | 2.22% | -0.18 | $9,853,131.90 | 8,380,000 | Treasuries | Treasuries | United States | 2.38% | Aaa | 15-Nov-2049 | 22.34 |
| U.S. Treasury Bonds | 1.93% | -0.15 | $8,544,215.54 | 6,800,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Nov-2047 | 20.61 |
| Federal National Mortgage Assn. | 1.43% | N/A | $6,363,840.10 | 6,135,000 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Jan-2050 | 4.10 |
| Federal National Mortgage Assn. | 1.19% | N/A | $5,285,510.81 | 5,020,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2044 | 1.95 |
| U.S. Treasury Bonds | 0.91% | -0.07 | $4,030,341.92 | 3,150,000 | Treasuries | Treasuries | United States | 2.88% | Aaa | 15-Nov-2046 | 19.87 |
| Federal National Mortgage Assn. | 0.71% | N/A | $3,165,190.82 | 3,022,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2042 | 1.85 |
| U.S. Treasury Bonds | 0.52% | N/A | $2,293,033.89 | 2,300,000 | Treasuries | Treasuries | United States | 0.88% | Aaa | 15-Nov-2030 | 9.57 |
| Federal National Mortgage Assn. | 0.51% | N/A | $2,255,987.38 | 2,160,000 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01-Jan-2035 | 0.94 |
| U.S. Treasury Inflation Indexed Bonds | 0.50% | N/A | $2,220,331.25 | 1,950,000 | Treasuries | Treasuries | United States | 0.13% | Aaa | 15-Jul-2030 | 4.70 |
| Reynolds American | 0.48% | -0.01 | $2,123,190.77 | 1,860,000 | Corporates | Consumer Non Cyclical | United Kingdom | 4.45% | Baa2 | 12-Jun-2025 | 3.91 |
| Goldman Sachs | 0.45% | -0.00 | $2,014,561.21 | 1,745,000 | Corporates | Banking | United States | 3.69% | A3 | 05-Jun-2028 | 5.82 |
| Government National Mortgage Assn. | 0.45% | N/A | $1,992,945.66 | 1,885,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2044 | -0.63 |
| T-Mobile USA | 0.43% | 0.11 | $1,905,209.67 | 1,660,000 | Corporates | Communications | United States | 3.75% | Baa3 | 15-Apr-2027 | 5.57 |
| Discover Financial Services | 0.43% | -0.00 | $1,893,353.55 | 1,700,000 | Corporates | Banking | United States | 3.75% | Baa3 | 04-Mar-2025 | 3.68 |
| Federal National Mortgage Assn. | 0.39% | N/A | $1,735,781.12 | 1,643,573 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Nov-2050 | 2.95 |
| Federal National Mortgage Assn. | 0.39% | N/A | $1,712,078.05 | 1,580,000 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2035 | 2.39 |
| Government National Mortgage Assn. | 0.38% | -0.07 | $1,703,201.32 | 1,587,020 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2045 | 0.92 |
| Morgan Stanley | 0.38% | -0.01 | $1,696,995.06 | 1,515,000 | Corporates | Banking | United States | 3.70% | A2 | 23-Oct-2024 | 3.57 |
| Corp Nacional del Cobre de Chile | 0.37% | 0.00 | $1,654,100.50 | 1,515,000 | Government Related | Owned No Guarantee | Chile | 3.00% | A3 | 30-Sep-2029 | 7.66 |
| Wells Fargo | 0.37% | -0.01 | $1,647,095.21 | 1,545,000 | Corporates | Banking | United States | 2.39% | A2 | 02-Jun-2028 | 5.99 |
| Federal National Mortgage Assn. | 0.37% | -0.04 | $1,646,665.37 | 1,516,989 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2047 | 4.06 |
| Bank of America | 0.36% | -0.00 | $1,602,590.92 | 1,495,000 | Corporates | Banking | United States | 2.50% | A2 | 13-Feb-2031 | 8.21 |
| Capital One Bank USA NA | 0.35% | -0.01 | $1,558,066.70 | 1,455,000 | Corporates | Banking | United States | 3.38% | Baa1 | 15-Feb-2023 | 2.04 |
| Bank of America | 0.35% | -0.01 | $1,534,417.90 | 1,375,000 | Corporates | Banking | United States | 3.37% | A2 | 23-Jan-2026 | 3.78 |
| CVS Health | 0.34% | 0.01 | $1,490,982.04 | 1,090,000 | Corporates | Consumer Non Cyclical | United States | 5.05% | Baa2 | 25-Mar-2048 | 16.64 |
| Federal National Mortgage Assn. | 0.34% | N/A | $1,490,747.39 | 1,398,855 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2047 | 3.63 |
| AbbVie | 0.32% | 0.01 | $1,426,090.78 | 1,050,000 | Corporates | Consumer Non Cyclical | United States | 4.88% | Baa2 | 14-Nov-2048 | 17.26 |
| Avis Budget Rental Car Funding AESOP | 0.32% | -0.01 | $1,418,415.26 | 1,370,000 | Securitized | Car Loan | United States | 2.97% | Aa2 | 20-Mar-2024 | 1.95 |
| Citigroup Commercial Mortgage Trust 2016-P3 | 0.32% | -0.01 | $1,417,834.10 | 1,310,000 | Securitized | NON AGENCY CMBS | United States | 3.06% | Aaa | 15-Apr-2049 | 4.51 |
| Government National Mortgage Assn. | 0.32% | N/A | $1,414,794.06 | 1,375,193 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Mar-2050 | 0.38 |
| Boral Finance Pty | 0.31% | -0.01 | $1,353,769.24 | 1,275,000 | Corporates | Capital Goods | Australia | 3.75% | Baa2 | 01-May-2028 | 6.34 |
| AmeriCredit Automobile Receivables Trust 2017-3 | 0.30% | -0.01 | $1,349,761.93 | 1,330,000 | Securitized | Car Loan | United States | 2.69% | Aaa | 19-Jun-2023 | 0.41 |
| Government National Mortgage Assn. | 0.30% | N/A | $1,328,439.81 | 1,270,000 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | 0.17 |
| U.S. Treasury Bonds | 0.29% | -0.02 | $1,303,148.09 | 1,000,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-Nov-2045 | 19.15 |
| Icl | 0.29% | 0.00 | $1,265,322.30 | 950,000 | Corporates | Basic Industry | Israel | 6.38% | NR | 31-May-2038 | 11.45 |
| Federal National Mortgage Assn. | 0.28% | N/A | $1,231,341.18 | 1,150,356 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | 2.19 |
| Sabine Pass Liquefaction | 0.28% | 0.01 | $1,229,806.66 | 1,030,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-Mar-2027 | 5.07 |
| Verizon Communications | 0.28% | -0.01 | $1,224,753.10 | 895,000 | Corporates | Communications | United States | 4.86% | Baa1 | 21-Aug-2046 | 16.39 |
| Centene | 0.27% | 0.00 | $1,217,691.00 | 1,140,000 | Corporates | Insurance | United States | 3.00% | Ba1 | 15-Oct-2030 | 8.45 |
| Towd Point Mortgage Trust 2015-4 | 0.27% | -0.01 | $1,187,026.05 | 1,110,000 | Securitized | CMO | United States | 3.75% | Aaa | 25-Apr-2055 | 3.01 |
| Republic of South Africa Government International Bond | 0.26% | 0.02 | $1,168,075.20 | 1,085,000 | Government Related | Sovereign | South Africa | 4.85% | Ba2 | 30-Sep-2029 | 7.06 |
| FirstEnergy Transmission | 0.26% | -0.01 | $1,164,968.96 | 1,050,000 | Corporates | Electric | United States | 4.35% | Baa2 | 15-Jan-2025 | 3.49 |
| APT Pipelines | 0.26% | -0.00 | $1,155,217.20 | 1,000,000 | Corporates | Natural Gas | Australia | 4.25% | Baa2 | 15-Jul-2027 | 5.57 |
| Federal National Mortgage Assn. | 0.26% | N/A | $1,152,555.42 | 1,070,983 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2033 | 2.62 |
| AT&T | 0.26% | -0.01 | $1,151,568.31 | 1,075,000 | Corporates | Communications | United States | 2.75% | Baa2 | 01-Jun-2031 | 9.10 |
| JPMorgan Chase | 0.26% | -0.01 | $1,134,897.96 | 1,070,000 | Corporates | Banking | United States | 2.08% | A2 | 22-Apr-2026 | 4.12 |
| Arbys Funding | 0.25% | -0.01 | $1,128,283.57 | 1,092,263 | Securitized | ABS Other | United States | 3.24% | NR | 30-Jul-2050 | 5.76 |
| Meituan | 0.25% | N/A | $1,128,258.49 | 1,075,000 | Corporates | Consumer Cyclical | China | 3.05% | Baa3 | 28-Oct-2030 | 8.46 |
| Oracle | 0.25% | -0.01 | $1,127,055.95 | 1,015,000 | Corporates | Technology | United States | 2.80% | A3 | 01-Apr-2027 | 5.68 |
| Export-Import Bank of India | 0.25% | N/A | $1,120,998.19 | 1,000,000 | Government Related | Owned No Guarantee | India | 3.88% | Baa3 | 01-Feb-2028 | 6.20 |
| U.S. Treasury Bonds | 0.25% | -0.02 | $1,111,987.31 | 925,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2046 | 19.83 |
| Government National Mortgage Assn. | 0.25% | 0.02 | $1,111,178.67 | 1,012,117 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Aug-2047 | 0.70 |
| WFRBS Commercial Mortgage Trust 2014-C22 | 0.25% | -0.00 | $1,110,118.81 | 1,000,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa1 | 15-Sep-2057 | 3.47 |
| Federal National Mortgage Assn. | 0.25% | N/A | $1,108,938.62 | 1,033,895 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2050 | 3.29 |
| BXP Trust 2017-GM | 0.25% | N/A | $1,106,129.56 | 1,005,000 | Securitized | NON AGENCY CMBS | United States | 3.42% | A3 | 13-Jun-2039 | 5.86 |
| Longfor Group Holdings | 0.25% | N/A | $1,101,981.15 | 1,000,000 | Corporates | Consumer Cyclical | China | 3.95% | Baa2 | 16-Sep-2029 | 7.42 |
| Bank of America | 0.25% | N/A | $1,098,192.31 | 1,080,000 | Corporates | Banking | United States | 0.80% | A2 | 24-Oct-2031 | 9.01 |
| Smb Private Education Loan Trust 2015 | 0.25% | -0.01 | $1,097,522.08 | 1,045,000 | Securitized | Student Loan | United States | 3.50% | Aa2 | 15-Sep-2043 | 4.79 |
| Volkswagen Group of America Finance | 0.25% | -0.01 | $1,096,384.51 | 935,000 | Corporates | Consumer Cyclical | Germany | 4.63% | A3 | 13-Nov-2025 | 4.42 |
| Government National Mortgage Assn. | 0.25% | -0.02 | $1,090,019.74 | 981,535 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2048 | 2.10 |
| Avis Budget Rental Car Funding AESOP | 0.24% | -0.00 | $1,086,723.32 | 1,000,000 | Securitized | Car Loan | United States | 4.00% | Aa2 | 20-Mar-2025 | 2.84 |
| Healthcare Realty Trust | 0.24% | -0.00 | $1,081,308.80 | 940,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Jan-2028 | 6.10 |
| Kookmin Bank | 0.24% | -0.00 | $1,074,853.48 | 900,000 | Corporates | Banking | South Korea | 4.50% | Baa1 | 01-Feb-2029 | 6.87 |
| Federal National Mortgage Assn. | 0.24% | N/A | $1,074,594.64 | 1,011,406 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2031 | 2.50 |
| MVW Owner Trust 2018-1 | 0.24% | N/A | $1,064,638.24 | 1,021,808 | Securitized | ABS Other | United States | 3.45% | NR | 21-Jan-2036 | 2.49 |
| Federal National Mortgage Assn. | 0.24% | N/A | $1,061,058.08 | 1,001,227 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | 3.35 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 0.24% | -0.01 | $1,055,246.95 | 975,000 | Securitized | NON AGENCY CMBS | United States | 4.57% | Aa3 | 15-Apr-2047 | 2.99 |
| Vereit Operating Partnership | 0.24% | -0.00 | $1,054,812.70 | 910,000 | Corporates | REITs | United States | 4.63% | Baa3 | 01-Nov-2025 | 4.27 |
| OBX 2018-EXP1 Trust | 0.24% | N/A | $1,053,793.26 | 1,012,227 | Securitized | CMO | United States | 4.00% | NR | 25-Apr-2048 | 1.65 |
| Marriott International Inc/MD | 0.24% | 0.14 | $1,049,905.03 | 890,000 | Corporates | Consumer Cyclical | United States | 5.75% | Baa3 | 01-May-2025 | 3.82 |
| Capital Auto Receivables Asset Trust 2018-1 | 0.24% | -0.01 | $1,044,957.21 | 1,030,000 | Securitized | Car Loan | United States | 3.09% | NR | 22-Aug-2022 | 0.57 |
| Wells Fargo | 0.23% | 0.00 | $1,037,668.96 | 950,000 | Corporates | Banking | United States | 3.07% | A2 | 30-Apr-2041 | 15.09 |
| Magnetite XVIII | 0.23% | -0.01 | $1,035,757.88 | 1,035,000 | Securitized | ABS Other | United States | 1.30% | Aaa | 15-Nov-2028 | 0.14 |
| Enel Finance International | 0.23% | -0.00 | $1,030,901.21 | 905,000 | Corporates | Electric | Italy | 3.63% | Baa2 | 25-May-2027 | 5.79 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | 0.23% | -0.00 | $1,026,564.10 | 930,000 | Securitized | NON AGENCY CMBS | United States | 3.92% | NR | 15-Jul-2050 | 5.79 |
| Sempra Energy | 0.23% | 0.00 | $1,021,386.80 | 885,000 | Corporates | Natural Gas | United States | 3.40% | Baa2 | 01-Feb-2028 | 6.20 |
| BBVA Bancomer SA/Texas | 0.23% | 0.02 | $1,019,539.49 | 925,000 | Corporates | Banking | Mexico | 5.13% | NR | 18-Jan-2033 | 5.82 |
| Intercontinental Exchange | 0.23% | 0.13 | $1,012,935.84 | 1,000,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 1.85% | A3 | 15-Sep-2032 | 10.52 |
| Cigna | 0.23% | -0.01 | $1,010,228.06 | 830,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa2 | 15-Oct-2028 | 6.61 |
| Chile Government International Bond | 0.23% | -0.00 | $1,007,793.72 | 865,000 | Government Related | Sovereign | Chile | 3.50% | A1 | 25-Jan-2050 | 19.15 |
| Saudi Arabian Oil | 0.23% | -0.01 | $1,007,069.20 | 900,000 | Government Related | Owned No Guarantee | Saudi Arabia | 3.50% | A1 | 16-Apr-2029 | 7.29 |
| Federal National Mortgage Assn. | 0.23% | -0.05 | $1,003,634.62 | 915,516 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2045 | 3.43 |
| Avis Budget Rental Car Funding AESOP | 0.23% | -0.01 | $1,002,052.88 | 960,000 | Securitized | Car Loan | United States | 4.73% | Ba2 | 20-Sep-2024 | 2.37 |
| Pacific Gas & Electric | 0.22% | 0.10 | $985,922.58 | 865,000 | Corporates | Electric | United States | 4.55% | Baa3 | 01-Jul-2030 | 7.70 |
| SBA Tower Trust | 0.22% | -0.01 | $985,682.43 | 945,000 | Corporates | Communications | United States | 3.45% | A2 | 15-Mar-2023 | 2.11 |
| AbbVie | 0.22% | -0.01 | $985,400.24 | 880,000 | Corporates | Consumer Non Cyclical | United States | 3.60% | Baa2 | 14-May-2025 | 3.89 |
| mo Fisher Scientific | 0.22% | -0.00 | $984,575.95 | 780,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa1 | 25-Mar-2030 | 7.67 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.22% | -0.01 | $984,404.03 | 910,000 | Corporates | Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 2.19 |
| GMF Floorplan Owner Revolving Trust | 0.22% | -0.01 | $982,023.31 | 960,000 | Securitized | Car Loan | United States | 3.68% | NR | 15-Sep-2023 | 0.69 |
| American Campus Communities Operating Partnership | 0.22% | -0.00 | $979,966.87 | 885,000 | Corporates | REITs | United States | 3.63% | Baa2 | 15-Nov-2027 | 6.02 |
| U.S. Treasury Bonds | 0.22% | -0.01 | $978,195.32 | 775,000 | Treasuries | Treasuries | United States | 2.75% | Aaa | 15-Aug-2047 | 20.36 |
| Transurban Finance Co Pty | 0.22% | 0.00 | $971,039.33 | 865,000 | Corporates | Transportation | Australia | 3.38% | Baa1 | 22-Mar-2027 | 5.50 |
| Comcast | 0.22% | -0.01 | $968,390.17 | 845,000 | Corporates | Communications | United States | 3.30% | A3 | 01-Apr-2027 | 5.60 |
| Vereit Operating Partnership | 0.21% | 0.00 | $953,379.88 | 810,000 | Corporates | REITs | United States | 4.88% | Baa3 | 01-Jun-2026 | 4.67 |
| Bangkok Bank PCL/Hong Kong | 0.21% | 0.01 | $947,347.68 | 900,000 | Corporates | Banking | Thailand | 3.73% | Baa3 | 25-Sep-2034 | 7.37 |
| Federal National Mortgage Assn. | 0.21% | -0.04 | $944,791.72 | 879,780 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 2.85 |
| Barclays | 0.21% | -0.01 | $938,396.78 | 895,000 | Corporates | Banking | United Kingdom | 3.68% | Baa2 | 10-Jan-2023 | 1.00 |
| U.S. Treasury Bonds | 0.21% | -0.01 | $936,091.41 | 780,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-Feb-2045 | 19.22 |
| Federal National Mortgage Assn. | 0.21% | N/A | $933,927.55 | 870,095 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2050 | 3.52 |
| Colorado Health Facilities Authority | 0.21% | N/A | $930,212.07 | 880,000 | Government Related | Local Authorities | United States | 4.48% | NR | 01-Dec-2040 | 9.69 |
| Federal National Mortgage Assn. | 0.21% | -0.03 | $924,666.12 | 829,261 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2048 | 3.69 |
| Humana | 0.21% | N/A | $917,928.57 | 790,000 | Corporates | Insurance | United States | 3.95% | Baa3 | 15-Mar-2027 | 5.40 |
| Simon Property | 0.21% | 0.12 | $917,160.57 | 855,000 | Corporates | REITs | United States | 2.65% | A3 | 15-Jul-2030 | 8.36 |
| Aes Gener | 0.21% | 0.01 | $911,550.00 | 800,000 | Corporates | Electric | Chile | 7.13% | Ba2 | 26-Mar-2079 | 3.04 |
| Cigna | 0.20% | -0.01 | $907,498.48 | 785,000 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 15-Nov-2025 | 4.35 |
| Energy Transfer Operating | 0.20% | 0.02 | $903,994.84 | 765,000 | Corporates | Energy | United States | 6.00% | Baa3 | 15-Jun-2048 | 14.56 |
| CIFC Funding 2014-II-R | 0.20% | -0.01 | $900,310.57 | 900,000 | Securitized | ABS Other | United States | 1.26% | Aaa | 24-Apr-2030 | 0.30 |
| Navient Private Education Loan Trust 2018 | 0.20% | -0.03 | $899,635.86 | 861,038 | Securitized | Student Loan | United States | 3.61% | NR | 15-Dec-2059 | 2.89 |
| Wells Fargo | 0.20% | -0.00 | $898,431.11 | 820,000 | Corporates | Banking | United States | 2.88% | A2 | 30-Oct-2030 | 7.90 |
| Verizon Communications | 0.20% | N/A | $896,467.04 | 885,000 | Corporates | Communications | United States | 2.99% | Baa1 | 30-Oct-2056 | 22.29 |
| Americredit Automobile Receivables Trust 2016-4 | 0.20% | -0.01 | $890,143.72 | 880,000 | Securitized | Car Loan | United States | 2.74% | NR | 08-Dec-2022 | 0.79 |
| Brf | 0.20% | 0.01 | $886,408.00 | 800,000 | Corporates | Consumer Non Cyclical | Brazil | 4.88% | Ba2 | 24-Jan-2030 | 6.41 |
| Vistra Operations | 0.20% | -0.00 | $885,283.58 | 805,000 | Corporates | Electric | United States | 3.55% | Baa3 | 15-Jul-2024 | 3.24 |
| UBS Commercial Mortgage Trust 2017-C5 | 0.20% | -0.01 | $882,637.41 | 775,000 | Securitized | NON AGENCY CMBS | United States | 3.78% | Aa3 | 15-Nov-2050 | 6.09 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.20% | -0.00 | $882,394.71 | 905,000 | Securitized | NON AGENCY CMBS | United States | 4.21% | NR | 15-Jun-2048 | 4.03 |
| Becton Dickinson And | 0.20% | 0.04 | $877,507.33 | 763,000 | Corporates | Consumer Non Cyclical | United States | 3.70% | Ba1 | 06-Jun-2027 | 5.66 |
| COMM 2014-UBS5 Mortgage Trust | 0.20% | -0.01 | $875,958.74 | 790,000 | Securitized | NON AGENCY CMBS | United States | 3.84% | Aaa | 10-Sep-2047 | 3.43 |
| Government National Mortgage Assn. | 0.20% | N/A | $871,372.23 | 804,062 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2047 | 0.35 |
| Volkswagen Group of America Finance | 0.20% | 0.12 | $869,006.43 | 780,000 | Corporates | Consumer Cyclical | Germany | 3.20% | A3 | 26-Sep-2026 | 5.16 |
| Federal National Mortgage Assn. | 0.20% | -0.02 | $867,138.85 | 797,396 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2046 | 4.38 |
| Banc of America Commercial Mortgage Trust 2016-UBS10 | 0.20% | 0.01 | $865,908.15 | 855,000 | Securitized | NON AGENCY CMBS | United States | 4.90% | NR | 15-Jul-2049 | 4.72 |
| Galton Funding Mortgage Trust 2017-1 | 0.19% | -0.01 | $862,683.24 | 817,765 | Securitized | CMO | United States | 3.95% | Aa1 | 25-Jul-2056 | 3.62 |
| Federal National Mortgage Assn. | 0.19% | -0.05 | $850,395.88 | 792,070 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.85 |
| Occidental Petroleum | 0.19% | 0.02 | $848,211.33 | 870,000 | Corporates | Energy | United States | 2.90% | Ba2 | 15-Aug-2024 | 3.34 |
| Towd Point Mortgage Trust 2017-6 | 0.19% | -0.03 | $847,526.30 | 820,971 | Securitized | CMO | United States | 2.75% | Aaa | 25-Oct-2057 | 1.99 |
| Banco De Bogota | 0.19% | 0.01 | $843,093.44 | 750,000 | Corporates | Banking | Colombia | 4.38% | Baa2 | 03-Aug-2027 | 5.59 |
| Government National Mortgage Assn. | 0.19% | N/A | $841,853.56 | 812,602 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2049 | 0.37 |
| Neuberger Berman CLO XVI-S | 0.19% | -0.02 | $840,124.50 | 839,267 | Securitized | ABS Other | United States | 1.09% | Aaa | 15-Jan-2028 | 0.25 |
| Natwest | 0.19% | -0.00 | $839,456.35 | 765,000 | Corporates | Banking | United Kingdom | 3.88% | Baa2 | 12-Sep-2023 | 2.56 |
| Banco Santander | 0.19% | -0.01 | $837,067.69 | 800,000 | Corporates | Banking | Spain | 3.50% | Baa1 | 11-Apr-2022 | 1.25 |
| Fannie Mae Connecticut Avenue Securities | 0.19% | -0.01 | $836,896.79 | 854,357 | Securitized | CMO | United States | 1.25% | NR | 25-Nov-2029 | 0.27 |
| JPMorgan Chase | 0.19% | -0.01 | $830,218.07 | 760,000 | Corporates | Banking | United States | 2.74% | A2 | 15-Oct-2030 | 7.91 |
| Equitable Holdings | 0.19% | -0.00 | $827,561.26 | 695,000 | Corporates | Insurance | United States | 4.35% | Baa2 | 20-Apr-2028 | 6.24 |
| Energy Transfer Operating | 0.18% | 0.00 | $817,751.16 | 710,000 | Corporates | Energy | United States | 5.88% | Baa3 | 15-Jan-2024 | 2.56 |
| Woodside Finance | 0.18% | -0.00 | $816,334.56 | 758,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Mar-2028 | 6.22 |
| Federal National Mortgage Assn. | 0.18% | -0.03 | $815,101.10 | 744,172 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2045 | 3.51 |
| Baidu | 0.18% | -0.00 | $809,594.12 | 775,000 | Corporates | Technology | China | 2.88% | A3 | 06-Jul-2022 | 1.46 |
| Williams | 0.18% | -0.00 | $808,300.64 | 705,000 | Corporates | Energy | United States | 4.00% | Baa3 | 15-Sep-2025 | 4.13 |
| Federal National Mortgage Assn. | 0.18% | N/A | $802,846.27 | 765,346 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2050 | 2.04 |
| Boston Properties | 0.18% | -0.00 | $801,657.57 | 730,000 | Corporates | REITs | United States | 2.75% | Baa1 | 01-Oct-2026 | 5.19 |
| Navient Private Education Refi Loan Trust 2020 | 0.18% | -0.01 | $800,163.60 | 775,000 | Securitized | Student Loan | United States | 2.15% | NR | 15-Nov-2068 | 4.71 |
| Morgan Stanley | 0.18% | -0.00 | $799,861.54 | 730,000 | Corporates | Banking | United States | 2.70% | A2 | 22-Jan-2031 | 8.09 |
| Bank of America | 0.18% | N/A | $799,808.22 | 705,000 | Corporates | Banking | United States | 3.19% | A2 | 23-Jul-2030 | 7.55 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets | 0.18% | 0.08 | $798,357.22 | 740,000 | Corporates | Transportation | United States | 6.50% | Baa3 | 20-Jun-2027 | 2.73 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.18% | -0.01 | $795,844.43 | 756,420 | Securitized | CMO | United States | 5.30% | A3 | 25-Nov-2028 | -1.11 |
| Panama Government International Bond | 0.18% | -0.00 | $786,216.28 | 700,000 | Government Related | Sovereign | Panama | 3.16% | Baa1 | 23-Jan-2030 | 7.83 |
| Aia | 0.18% | -0.01 | $786,138.17 | 685,000 | Corporates | Insurance | Hong Kong | 3.90% | A2 | 06-Apr-2028 | 6.28 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.18% | -0.00 | $783,530.72 | 775,000 | Securitized | Car Loan | United States | 1.12% | Aa1 | 15-Jan-2026 | 2.39 |
| Transcontinental Gas Pipe Line | 0.18% | 0.00 | $778,011.55 | 670,000 | Corporates | Energy | United States | 4.00% | Baa2 | 15-Mar-2028 | 6.19 |
| Bayer US Finance II | 0.17% | -0.01 | $775,380.72 | 710,000 | Corporates | Consumer Non Cyclical | Germany | 3.88% | Baa1 | 15-Dec-2023 | 2.74 |
| Plains All American Pipeline LP / PAA Finance | 0.17% | -0.00 | $765,653.31 | 710,000 | Corporates | Energy | United States | 3.85% | Ba1 | 15-Oct-2023 | 2.43 |
| Oracle | 0.17% | -0.01 | $758,998.37 | 675,000 | Corporates | Technology | United States | 2.95% | A3 | 01-Apr-2030 | 8.10 |
| CSAIL 2016-C7 Commercial Mortgage Trust | 0.17% | -0.01 | $758,493.01 | 670,000 | Securitized | NON AGENCY CMBS | United States | 3.96% | Aa3 | 15-Nov-2049 | 5.25 |
| General Motors Financial | 0.17% | 0.00 | $757,814.15 | 665,000 | Corporates | Consumer Cyclical | United States | 5.10% | Baa3 | 17-Jan-2024 | 2.73 |
| Federal National Mortgage Assn. | 0.17% | N/A | $757,357.69 | 681,345 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2042 | 4.00 |
| Capital One Financial | 0.17% | 0.00 | $755,278.91 | 655,000 | Corporates | Banking | United States | 3.75% | Baa1 | 09-Mar-2027 | 5.52 |
| Diamondback Energy | 0.17% | -0.00 | $753,791.59 | 715,000 | Corporates | Energy | United States | 2.88% | Ba1 | 01-Dec-2024 | 3.65 |
| Regency Centers | 0.17% | -0.00 | $752,534.88 | 675,000 | Corporates | REITs | United States | 3.60% | Baa1 | 01-Feb-2027 | 5.32 |
| Government National Mortgage Assn. | 0.17% | -0.03 | $752,431.64 | 696,705 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2047 | 0.35 |
| Federal National Mortgage Assn. | 0.17% | N/A | $750,339.37 | 666,878 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 3.82 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.17% | 0.00 | $749,930.49 | 715,000 | Corporates | Communications | United States | 3.70% | Ba1 | 01-Apr-2051 | 18.49 |
| SMB Private Education Loan Trust | 0.17% | N/A | $746,898.63 | 743,131 | Securitized | Student Loan | United States | 1.29% | Aaa | 15-Jul-2053 | 3.61 |
| Williams | 0.17% | 0.01 | $746,729.54 | 600,000 | Corporates | Energy | United States | 4.85% | Baa3 | 01-Mar-2048 | 16.32 |
| Keysight Technologies | 0.17% | -0.00 | $745,643.42 | 620,000 | Corporates | Technology | United States | 4.60% | Baa2 | 06-Apr-2027 | 5.38 |
| Federal National Mortgage Assn. | 0.17% | -0.04 | $739,367.37 | 683,454 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2047 | 3.06 |
| Woodside Finance | 0.17% | -0.00 | $738,904.97 | 672,000 | Corporates | Energy | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.00 |
| Credit Suisse | 0.17% | -0.00 | $738,903.74 | 695,000 | Corporates | Banking | Switzerland | 2.59% | Baa1 | 11-Sep-2025 | 3.51 |
| Credit Suisse | 0.17% | -0.00 | $736,343.22 | 620,000 | Corporates | Banking | Switzerland | 4.19% | Baa1 | 01-Apr-2031 | 7.84 |
| Federal National Mortgage Assn. | 0.16% | -0.02 | $729,172.43 | 680,715 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.70 |
| AbbVie | 0.16% | N/A | $722,296.73 | 650,000 | Corporates | Consumer Non Cyclical | United States | 2.95% | Baa2 | 21-Nov-2026 | 5.36 |
| Bank of America | 0.16% | -0.00 | $720,333.34 | 610,000 | Corporates | Banking | United States | 4.25% | Baa1 | 22-Oct-2026 | 5.22 |
| Sabine Pass Liquefaction | 0.16% | N/A | $719,950.00 | 595,000 | Corporates | Energy | United States | 5.88% | Baa3 | 30-Jun-2026 | 4.49 |
| Micron Technology | 0.16% | -0.00 | $719,285.89 | 635,000 | Corporates | Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 2.80 |
| Federal National Mortgage Assn. | 0.16% | -0.02 | $718,751.25 | 664,717 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.42 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.16% | -0.00 | $710,028.51 | 600,000 | Corporates | Communications | United States | 4.91% | Ba1 | 23-Jul-2025 | 3.91 |
| Woodside Finance | 0.16% | -0.00 | $709,923.56 | 650,000 | Corporates | Energy | Australia | 3.65% | Baa1 | 05-Mar-2025 | 3.69 |
| Synchrony Credit Card Master Note Trust | 0.16% | -0.01 | $709,747.44 | 703,057 | Securitized | Credit Card | United States | 2.95% | NR | 15-May-2024 | 0.37 |
| Federal National Mortgage Assn. | 0.16% | N/A | $707,867.69 | 628,347 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2041 | 3.99 |
| Wells Fargo | 0.16% | -0.00 | $707,047.48 | 660,000 | Corporates | Banking | United States | 2.57% | A2 | 11-Feb-2031 | 8.17 |
| Indonesia Government International Bond | 0.16% | -0.00 | $704,190.28 | 665,000 | Government Related | Sovereign | Indonesia | 2.95% | Baa2 | 11-Jan-2023 | 1.95 |
| Atrium Hotel Portfolio Trust 2017-ATRM | 0.16% | -0.00 | $703,855.81 | 725,000 | Securitized | NON AGENCY CMBS | United States | 1.09% | Aaa | 15-Dec-2036 | 0.50 |
| SMBC Aviation Capital Finance DAC | 0.16% | -0.00 | $701,464.46 | 645,000 | Corporates | Finance Companies | Ireland | 4.13% | NR | 15-Jul-2023 | 2.31 |
| Barclays | 0.16% | -0.00 | $701,368.32 | 650,000 | Corporates | Banking | United Kingdom | 2.85% | Baa2 | 07-May-2026 | 4.10 |
| Citigroup | 0.16% | -0.00 | $698,787.09 | 570,000 | Corporates | Banking | United States | 4.41% | A3 | 31-Mar-2031 | 7.81 |
| Cno Financial | 0.16% | -0.01 | $696,740.47 | 597,000 | Corporates | Insurance | United States | 5.25% | Baa3 | 30-May-2025 | 3.82 |
| Bank of America | 0.16% | -0.00 | $695,314.66 | 575,000 | Corporates | Banking | United States | 4.27% | A2 | 23-Jul-2029 | 6.55 |
| Santander UK Group Holdings | 0.16% | 0.00 | $694,556.99 | 680,000 | Corporates | Banking | United Kingdom | 1.53% | Baa1 | 21-Aug-2026 | 4.46 |
| JPMorgan Chase | 0.16% | N/A | $694,145.89 | 685,000 | Corporates | Banking | United States | 1.76% | A2 | 19-Nov-2031 | 9.16 |
| Sempra Energy | 0.16% | -0.00 | $693,449.79 | 619,000 | Corporates | Natural Gas | United States | 3.25% | Baa2 | 15-Jun-2027 | 5.76 |
| AT&T | 0.16% | N/A | $691,581.66 | 662,000 | Corporates | Communications | United States | 3.80% | Baa2 | 01-Dec-2057 | 20.39 |
| Credit Suisse | 0.16% | N/A | $691,279.84 | 660,000 | Corporates | Banking | Switzerland | 2.19% | Baa1 | 05-Jun-2026 | 4.23 |
| JPMorgan Chase | 0.16% | -0.00 | $690,434.09 | 650,000 | Corporates | Banking | United States | 2.18% | A2 | 01-Jun-2028 | 6.03 |
| Kilroy Realty | 0.15% | -0.00 | $685,803.03 | 605,000 | Corporates | REITs | United States | 4.38% | Baa2 | 01-Oct-2025 | 4.14 |
| Expedia | 0.15% | 0.00 | $683,775.41 | 600,000 | Corporates | Consumer Cyclical | United States | 5.00% | Baa3 | 15-Feb-2026 | 4.36 |
| Williams | 0.15% | -0.00 | $681,858.29 | 605,000 | Corporates | Energy | United States | 3.90% | Baa3 | 15-Jan-2025 | 3.53 |
| Vodafone | 0.15% | -0.00 | $678,664.84 | 565,000 | Corporates | Communications | United Kingdom | 4.38% | Baa2 | 30-May-2028 | 6.50 |
| Navient Private Education Refi Loan Trust 2018 | 0.15% | -0.04 | $678,150.09 | 663,784 | Securitized | Student Loan | United States | 3.19% | NR | 18-Feb-2042 | 2.19 |
| Federal Home Loan Mortgage | 0.15% | -0.02 | $676,584.20 | 621,550 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2046 | 3.81 |
| Alexandria Real Estate Equities | 0.15% | -0.01 | $675,742.71 | 530,000 | Corporates | REITs | United States | 4.90% | Baa1 | 15-Dec-2030 | 8.13 |
| American Campus Communities Operating Partnership | 0.15% | 0.00 | $672,540.83 | 635,000 | Corporates | REITs | United States | 2.85% | Baa2 | 01-Feb-2030 | 7.92 |
| Santander Drive Auto Receivables Trust 2020-3 | 0.15% | -0.00 | $670,889.20 | 660,000 | Securitized | Car Loan | United States | 1.64% | Baa1 | 16-Nov-2026 | 3.18 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.15% | -0.01 | $670,391.45 | 671,856 | Securitized | CMO | United States | 1.20% | NR | 25-Jul-2030 | 0.11 |
| Federal National Mortgage Assn. | 0.15% | N/A | $664,522.49 | 621,945 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2049 | 2.78 |
| Essex Portfolio | 0.15% | -0.01 | $664,312.38 | 600,000 | Corporates | REITs | United States | 3.88% | Baa1 | 01-May-2024 | 2.94 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 0.15% | 0.00 | $661,223.95 | 500,000 | Corporates | Consumer Non Cyclical | Belgium | 4.90% | Baa1 | 01-Feb-2046 | 15.78 |
| Centene | 0.15% | -0.00 | $659,806.41 | 620,000 | Corporates | Insurance | United States | 4.25% | Ba1 | 15-Dec-2027 | 2.59 |
| U.S. Treasury Bonds | 0.15% | -0.01 | $655,773.27 | 500,000 | Treasuries | Treasuries | United States | 3.00% | Aaa | 15-May-2047 | 20.00 |
| Federal National Mortgage Assn. | 0.15% | N/A | $654,774.29 | 621,645 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2032 | 2.52 |
| COMM 2015-PC1 Mortgage Trust | 0.15% | -0.00 | $653,333.10 | 610,000 | Securitized | NON AGENCY CMBS | United States | 4.43% | NR | 10-Jul-2050 | 4.06 |
| Federal National Mortgage Assn. | 0.15% | N/A | $652,701.32 | 635,000 | Securitized | Agency Fixed Rate | United States | 1.50% | NR | 01-Jan-2035 | 2.31 |
| Government National Mortgage Assn. | 0.15% | -0.02 | $650,856.97 | 601,098 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2046 | 0.68 |
| ServiceMaster Funding | 0.15% | N/A | $646,120.30 | 630,000 | Securitized | ABS Other | United States | 2.84% | NR | 30-Jan-2051 | 6.27 |
| Santander Retail Auto Lease Trust 2019 | 0.15% | -0.00 | $644,640.31 | 625,000 | Securitized | Car Loan | United States | 2.88% | NR | 20-Jun-2024 | 1.90 |
| U.S. Treasury Bonds | 0.15% | -0.01 | $644,067.97 | 590,000 | Treasuries | Treasuries | United States | 2.00% | NR | 15-Feb-2050 | 23.10 |
| Avis Budget Rental Car Funding AESOP | 0.14% | -0.00 | $640,941.77 | 630,000 | Securitized | Car Loan | United States | 2.68% | Baa2 | 20-Aug-2026 | 4.18 |
| Americredit Automobile Receivables Trust 2018-2 | 0.14% | -0.01 | $639,684.91 | 610,000 | Securitized | Car Loan | United States | 3.59% | Aaa | 18-Jun-2024 | 1.41 |
| General Motors Financial | 0.14% | 0.00 | $639,088.36 | 560,000 | Corporates | Consumer Cyclical | United States | 4.30% | Baa3 | 13-Jul-2025 | 3.92 |
| Vistra Operations | 0.14% | 0.00 | $637,238.62 | 570,000 | Corporates | Electric | United States | 3.70% | Baa3 | 30-Jan-2027 | 5.35 |
| GM Financial Consumer Automobile Receivables Trust 2018-2 | 0.14% | -0.01 | $636,131.15 | 615,000 | Securitized | Car Loan | United States | 3.12% | NR | 18-Dec-2023 | 3.46 |
| Federal National Mortgage Assn. | 0.14% | N/A | $630,268.23 | 586,210 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2031 | 2.27 |
| Equate Petrochemical BV | 0.14% | 0.00 | $629,565.53 | 560,000 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 03-Nov-2026 | 5.21 |
| Federal National Mortgage Assn. | 0.14% | N/A | $628,968.94 | 586,893 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2044 | 3.63 |
| Government National Mortgage Assn. | 0.14% | -0.03 | $626,652.15 | 582,423 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2047 | 0.02 |
| Smb Private Education Loan Trust 2017 | 0.14% | -0.01 | $624,697.76 | 601,198 | Securitized | Student Loan | United States | 2.82% | Aaa | 15-Oct-2035 | 2.94 |
| Federal National Mortgage Assn. | 0.14% | -0.03 | $622,163.78 | 569,746 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2043 | 3.62 |
| Alexandria Real Estate Equities | 0.14% | -0.00 | $619,290.33 | 530,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2027 | 5.22 |
| Becton Dickinson And | 0.14% | 0.00 | $618,951.14 | 470,000 | Corporates | Consumer Non Cyclical | United States | 4.67% | Ba1 | 06-Jun-2047 | 16.89 |
| Federal National Mortgage Assn. | 0.14% | -0.02 | $618,055.39 | 570,623 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2046 | 3.74 |
| Federal National Mortgage Assn. | 0.14% | -0.02 | $616,090.81 | 569,264 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.54 |
| Federal National Mortgage Assn. | 0.14% | -0.01 | $611,503.47 | 566,068 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2037 | 0.98 |
| Federal National Mortgage Assn. | 0.14% | N/A | $607,949.61 | 564,351 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.62 |
| T-Mobile USA | 0.14% | 0.02 | $607,167.89 | 520,000 | Corporates | Communications | United States | 3.88% | Baa3 | 15-Apr-2030 | 7.84 |
| Energy Transfer Operating | 0.14% | N/A | $606,216.15 | 525,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Jun-2028 | 6.24 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.14% | -0.00 | $601,744.87 | 565,000 | Corporates | Communications | United States | 2.80% | Ba1 | 01-Apr-2031 | 8.89 |
| Cigna | 0.14% | -0.00 | $601,058.24 | 505,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 25-Feb-2026 | 4.46 |
| Boardwalk Pipelines | 0.14% | -0.00 | $600,281.46 | 505,000 | Corporates | Energy | United States | 5.95% | Baa3 | 01-Jun-2026 | 4.56 |
| New York State dormitory Authority | 0.13% | -0.01 | $597,886.19 | 550,000 | Government Related | Local Authorities | United States | 3.88% | Aa2 | 01-Jul-2046 | 8.85 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $597,301.64 | 544,899 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 1.75 |
| Federal National Mortgage Assn. | 0.13% | N/A | $596,938.92 | 556,904 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2050 | 3.41 |
| Brixmor Operating Partnership | 0.13% | 0.00 | $595,679.88 | 515,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-May-2029 | 7.10 |
| Republic of South Africa Government International Bond | 0.13% | 0.01 | $595,621.12 | 565,000 | Government Related | Sovereign | South Africa | 4.30% | Ba2 | 12-Oct-2028 | 6.54 |
| Towd Point Mortgage Trust 2018-2 | 0.13% | -0.01 | $594,030.79 | 565,517 | Securitized | CMO | United States | 3.25% | Aaa | 25-Mar-2058 | 2.20 |
| Federal National Mortgage Assn. | 0.13% | -0.03 | $593,920.32 | 553,252 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.85 |
| Fannie Mae Connecticut Avenue Securities | 0.13% | -0.01 | $592,489.96 | 596,147 | Securitized | CMO | United States | 1.50% | NR | 25-Sep-2029 | 0.19 |
| Metropolitan Water Reclamation District of Greater Chicago | 0.13% | -0.01 | $589,999.91 | 410,000 | Government Related | Local Authorities | United States | 5.72% | Aa2 | 01-Dec-2038 | 11.55 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $589,948.02 | 542,244 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.29 |
| JPMorgan Chase | 0.13% | -0.00 | $588,559.46 | 545,000 | Corporates | Banking | United States | 2.52% | A2 | 22-Apr-2031 | 8.40 |
| Humana | 0.13% | -0.01 | $587,030.70 | 465,000 | Corporates | Insurance | United States | 4.88% | Baa3 | 01-Apr-2030 | 7.57 |
| Angel Oak Mortgage Trust I LLC 2018-3 | 0.13% | N/A | $586,550.44 | 572,388 | Securitized | CMO | United States | 3.65% | NR | 25-Sep-2048 | 0.57 |
| Ford Credit Auto Owner Trust 2018-REV1 | 0.13% | -0.00 | $585,266.42 | 540,000 | Securitized | Car Loan | United States | 3.49% | A2 | 15-Jul-2031 | 5.44 |
| Cigna | 0.13% | 0.00 | $585,108.10 | 425,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Dec-2048 | 17.37 |
| Federal National Mortgage Assn. | 0.13% | -0.01 | $582,787.21 | 536,734 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.91 |
| Eni | 0.13% | 0.00 | $580,527.77 | 475,000 | Corporates | Energy | Italy | 4.75% | Baa1 | 12-Sep-2028 | 6.59 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 0.13% | -0.00 | $576,446.97 | 525,000 | Securitized | NON AGENCY CMBS | United States | 2.86% | Aaa | 15-Sep-2049 | 5.24 |
| Ventas Realty | 0.13% | 0.00 | $572,883.37 | 525,000 | Corporates | REITs | United States | 3.00% | Baa1 | 15-Jan-2030 | 7.84 |
| JPMorgan Chase | 0.13% | -0.00 | $572,469.37 | 520,000 | Corporates | Banking | United States | 2.96% | A3 | 13-May-2031 | 8.31 |
| Peruvian Government International Bond | 0.13% | -0.00 | $566,538.60 | 510,000 | Government Related | Sovereign | Peru | 2.84% | A3 | 20-Jun-2030 | 8.47 |
| Federal National Mortgage Assn. | 0.13% | N/A | $562,936.57 | 525,473 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2034 | 2.98 |
| Government National Mortgage Assn. | 0.13% | N/A | $557,919.82 | 514,298 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2049 | 0.65 |
| Neuberger Berman Loan Advisers CLO 38 | 0.13% | -0.00 | $557,715.20 | 555,000 | Securitized | ABS Other | United States | 1.53% | NR | 20-Oct-2032 | 0.31 |
| Boral Finance Pty | 0.12% | -0.00 | $549,582.55 | 535,000 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 01-Nov-2022 | 1.71 |
| Pertamina Persero PT | 0.12% | 0.00 | $548,183.50 | 400,000 | Government Related | Owned No Guarantee | Indonesia | 6.45% | Baa2 | 30-May-2044 | 13.88 |
| Federal National Mortgage Assn. | 0.12% | -0.02 | $544,681.76 | 499,594 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2045 | 3.48 |
| Barclays | 0.12% | -0.00 | $541,298.46 | 510,000 | Corporates | Banking | United Kingdom | 4.61% | Baa2 | 15-Feb-2023 | 1.09 |
| Federal National Mortgage Assn. | 0.12% | -0.03 | $541,216.10 | 506,405 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2046 | 3.31 |
| Federal National Mortgage Assn. | 0.12% | N/A | $540,652.84 | 497,351 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.56 |
| Hasbro | 0.12% | -0.00 | $538,174.53 | 495,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa3 | 19-Nov-2024 | 3.62 |
| AbbVie | 0.12% | N/A | $535,344.70 | 440,000 | Corporates | Consumer Non Cyclical | United States | 4.05% | Baa2 | 21-Nov-2039 | 13.90 |
| Vodafone | 0.12% | 0.00 | $534,857.47 | 400,000 | Corporates | Communications | United Kingdom | 4.88% | Baa2 | 19-Jun-2049 | 17.51 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.12% | -0.01 | $531,426.86 | 532,199 | Securitized | CMO | United States | 1.25% | NR | 25-Sep-2030 | 0.09 |
| Diamondback Energy | 0.12% | 0.00 | $530,361.82 | 495,000 | Corporates | Energy | United States | 3.25% | Ba1 | 01-Dec-2026 | 5.32 |
| Federal National Mortgage Assn. | 0.12% | -0.03 | $530,071.27 | 496,039 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2046 | 3.31 |
| Pacific Gas & Electric | 0.12% | 0.00 | $529,744.01 | 530,000 | Corporates | Electric | United States | 2.50% | Baa3 | 01-Feb-2031 | 8.80 |
| Jack in the Box Funding | 0.12% | -0.00 | $523,312.67 | 506,175 | Securitized | ABS Other | United States | 3.98% | NR | 25-Aug-2049 | 2.48 |
| Federal National Mortgage Assn. | 0.12% | N/A | $522,845.64 | 487,248 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2033 | 2.85 |
| Federal National Mortgage Assn. | 0.12% | N/A | $522,306.09 | 484,435 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2050 | 3.36 |
| Federal National Mortgage Assn. | 0.12% | -0.02 | $520,645.11 | 475,377 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.93 |
| Federal National Mortgage Assn. | 0.12% | -0.01 | $519,587.99 | 461,537 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2041 | 3.82 |
| Cardinal Health | 0.12% | 0.00 | $517,840.52 | 415,000 | Corporates | Consumer Non Cyclical | United States | 4.90% | Baa2 | 15-Sep-2045 | 15.44 |
| Crown Castle International | 0.12% | -0.00 | $516,307.34 | 440,000 | Corporates | Communications | United States | 4.45% | Baa3 | 15-Feb-2026 | 4.43 |
| Vodafone | 0.12% | -0.00 | $516,204.82 | 450,000 | Corporates | Communications | United Kingdom | 4.13% | Baa2 | 30-May-2025 | 4.08 |
| Government National Mortgage Assn. | 0.12% | -0.01 | $514,725.47 | 471,423 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2043 | 3.05 |
| Southern | 0.12% | -0.00 | $512,215.50 | 450,000 | Corporates | Electric | United States | 3.25% | Baa2 | 01-Jul-2026 | 4.93 |
| Avolon Holdings Funding | 0.12% | 0.00 | $511,688.17 | 473,000 | Corporates | Finance Companies | Ireland | 5.13% | Baa3 | 01-Oct-2023 | 2.49 |
| Fannie Mae Connecticut Avenue Securities | 0.12% | -0.01 | $511,593.58 | 518,638 | Securitized | CMO | United States | 1.00% | NR | 25-Jul-2030 | 0.24 |
| Citigroup | 0.12% | -0.00 | $511,417.63 | 465,000 | Corporates | Banking | United States | 3.11% | A3 | 08-Apr-2026 | 4.01 |
| Federal National Mortgage Assn. | 0.12% | N/A | $511,286.39 | 450,293 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2047 | 3.98 |
| Federal National Mortgage Assn. | 0.12% | N/A | $510,854.83 | 471,816 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.42 |
| State Grid Overseas Investment 2016 | 0.11% | -0.00 | $505,405.25 | 470,000 | Government Related | Owned No Guarantee | China | 3.75% | A1 | 02-May-2023 | 2.24 |
| Navient Student Loan Trust 2018-1 | 0.11% | -0.02 | $503,865.66 | 506,090 | Securitized | Student Loan | United States | 0.50% | Aaa | 25-Mar-2067 | 0.07 |
| Avnet | 0.11% | -0.01 | $503,519.02 | 490,000 | Corporates | Technology | United States | 3.75% | Baa3 | 01-Dec-2021 | 0.83 |
| Boardwalk Pipelines | 0.11% | 0.00 | $503,149.46 | 480,000 | Corporates | Energy | United States | 3.40% | Baa3 | 15-Feb-2031 | 8.48 |
| GS Mortgage Securities Trust 2016-GS4 | 0.11% | -0.00 | $501,184.69 | 460,000 | Securitized | NON AGENCY CMBS | United States | 3.18% | Aaa | 10-Nov-2049 | 5.15 |
| Ascension Health | 0.11% | -0.00 | $499,865.44 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.95% | Aa2 | 15-Nov-2046 | 17.84 |
| Essex Portfolio | 0.11% | -0.00 | $497,415.12 | 440,000 | Corporates | REITs | United States | 3.38% | Baa1 | 15-Apr-2026 | 4.70 |
| Federal National Mortgage Assn. | 0.11% | -0.03 | $494,605.75 | 459,738 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jun-2048 | 2.51 |
| NXP BV / NXP Funding | 0.11% | -0.00 | $492,055.07 | 430,000 | Corporates | Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 2.87 |
| Ge Capital International Funding Co Unlimited | 0.11% | 0.00 | $490,950.62 | 440,000 | Corporates | Finance Companies | United States | 3.37% | Baa1 | 15-Nov-2025 | 4.53 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 0.11% | -0.00 | $489,450.08 | 470,000 | Securitized | NON AGENCY CMBS | United States | 3.21% | Aaa | 15-Feb-2046 | 1.98 |
| Federal National Mortgage Assn. | 0.11% | -0.02 | $488,550.67 | 460,311 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2046 | 2.38 |
| Capital One Financial | 0.11% | -0.00 | $487,473.94 | 425,000 | Corporates | Banking | United States | 3.65% | Baa1 | 11-May-2027 | 5.71 |
| Metropolitan Atlanta Rapid Transit Authority | 0.11% | N/A | $487,459.97 | 475,000 | Government Related | Local Authorities | United States | 2.41% | Aa2 | 01-Jul-2036 | 11.04 |
| Saudi Arabian Oil | 0.11% | -0.00 | $486,538.26 | 400,000 | Government Related | Owned No Guarantee | Saudi Arabia | 4.38% | A1 | 16-Apr-2049 | 17.60 |
| Baidu | 0.11% | -0.00 | $484,681.73 | 445,000 | Corporates | Technology | China | 3.88% | A3 | 29-Sep-2023 | 2.53 |
| Government National Mortgage Assn. | 0.11% | N/A | $483,568.87 | 468,266 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Oct-2049 | 0.08 |
| Nelnet Student Loan Trust 2005-4 | 0.11% | -0.00 | $481,053.31 | 503,962 | Securitized | Student Loan | United States | 0.42% | Baa3 | 22-Mar-2032 | 0.25 |
| Federal National Mortgage Assn. | 0.11% | N/A | $474,133.29 | 444,700 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2050 | 2.75 |
| Federal National Mortgage Assn. | 0.11% | N/A | $473,976.25 | 442,237 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2035 | 2.93 |
| Volkswagen Group of America Finance | 0.11% | -0.00 | $473,611.19 | 440,000 | Corporates | Consumer Cyclical | Germany | 2.85% | A3 | 26-Sep-2024 | 3.54 |
| Barclays | 0.11% | -0.00 | $473,034.09 | 430,000 | Corporates | Banking | United Kingdom | 3.93% | Baa2 | 07-May-2025 | 3.15 |
| Benchmark 2018-B1 Mortgage Trust | 0.11% | -0.00 | $471,764.18 | 415,000 | Securitized | NON AGENCY CMBS | United States | 4.06% | NR | 15-Jan-2051 | 6.18 |
| Government National Mortgage Assn. | 0.11% | N/A | $471,677.75 | 438,721 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2049 | -0.60 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.11% | 0.01 | $471,185.74 | 415,000 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 03-Apr-2026 | 4.60 |
| Perrigo Finance Unlimited | 0.11% | -0.00 | $469,669.32 | 410,000 | Corporates | Consumer Non Cyclical | United States | 4.38% | Baa3 | 15-Mar-2026 | 4.51 |
| Cheniere Corpus Christi Holdings | 0.11% | N/A | $468,222.37 | 420,000 | Corporates | Energy | United States | 3.70% | Baa3 | 15-Nov-2029 | 7.47 |
| Smb Private Education Loan Trust 2016 | 0.11% | -0.01 | $467,879.04 | 454,747 | Securitized | Student Loan | United States | 2.34% | Aaa | 15-Sep-2034 | 2.72 |
| Danske Bank | 0.11% | -0.00 | $467,432.65 | 405,000 | Corporates | Banking | Denmark | 5.38% | Baa3 | 12-Jan-2024 | 2.77 |
| Pacific Gas & Electric | 0.11% | 0.00 | $467,307.31 | 460,000 | Corporates | Electric | United States | 2.10% | Baa3 | 01-Aug-2027 | 6.06 |
| British Telecommunications | 0.10% | -0.00 | $465,726.31 | 420,000 | Corporates | Communications | United Kingdom | 3.25% | Baa2 | 08-Nov-2029 | 7.69 |
| Vereit Operating Partnership | 0.10% | 0.00 | $465,289.70 | 415,000 | Corporates | REITs | United States | 3.40% | Baa3 | 15-Jan-2028 | 6.18 |
| Standard Chartered | 0.10% | 0.00 | $464,522.15 | 380,000 | Corporates | Banking | United Kingdom | 4.64% | A2 | 01-Apr-2031 | 7.73 |
| Bank of America | 0.10% | -0.00 | $463,405.47 | 455,000 | Corporates | Banking | United States | 1.90% | A2 | 23-Jul-2031 | 8.77 |
| Vereit Operating Partnership | 0.10% | N/A | $461,542.76 | 440,000 | Corporates | REITs | United States | 2.85% | Baa3 | 15-Dec-2032 | 10.18 |
| Danske Bank | 0.10% | -0.00 | $460,652.65 | 455,000 | Corporates | Banking | Denmark | 1.23% | A3 | 22-Jun-2024 | 2.70 |
| Government National Mortgage Assn. | 0.10% | -0.02 | $459,472.98 | 424,233 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jun-2047 | 0.35 |
| HSBC Holdings | 0.10% | -0.00 | $458,330.10 | 400,000 | Corporates | Banking | United Kingdom | 3.90% | A2 | 25-May-2026 | 4.93 |
| Smb Private Education Loan Trust 2015 | 0.10% | -0.00 | $456,642.48 | 445,000 | Securitized | Student Loan | United States | 2.11% | Aaa | 16-Aug-2032 | 0.05 |
| Homeward Opportunities Fund I Trust 2018-1 | 0.10% | -0.02 | $455,224.95 | 450,387 | Securitized | CMO | United States | 3.77% | NR | 25-Jun-2048 | 1.39 |
| Ausgrid Finance Pty | 0.10% | -0.00 | $453,802.96 | 385,000 | Corporates | Electric | Australia | 4.35% | Baa1 | 01-Aug-2028 | 6.39 |
| BX Trust 2018-GW | 0.10% | -0.00 | $453,703.94 | 460,000 | Securitized | NON AGENCY CMBS | United States | 0.96% | NR | 15-May-2035 | 0.51 |
| Alexandria Real Estate Equities | 0.10% | -0.00 | $452,783.99 | 405,000 | Corporates | REITs | United States | 3.45% | Baa1 | 30-Apr-2025 | 3.92 |
| Smb Private Education Loan Trust 2018 | 0.10% | -0.01 | $450,639.75 | 415,284 | Securitized | Student Loan | United States | 3.63% | Aaa | 15-Nov-2035 | 3.32 |
| Verus Securitization Trust 2019-4 | 0.10% | N/A | $447,529.47 | 435,648 | Securitized | CMO | United States | 2.85% | NR | 25-Nov-2059 | 1.32 |
| Becton Dickinson And | 0.10% | 0.00 | $447,157.40 | 375,000 | Corporates | Consumer Non Cyclical | United States | 3.79% | Ba1 | 20-May-2050 | 19.00 |
| Hilton Grand Vacations Trust 2017 | 0.10% | N/A | $445,907.31 | 435,382 | Securitized | ABS Other | United States | 2.66% | NR | 26-Dec-2028 | 1.58 |
| Smb Private Education Loan Trust 2017 | 0.10% | -0.01 | $445,659.62 | 425,246 | Securitized | Student Loan | United States | 2.88% | Aaa | 15-Sep-2034 | 3.32 |
| Micron Technology | 0.10% | 0.00 | $445,113.92 | 375,000 | Corporates | Technology | United States | 4.19% | Baa3 | 15-Feb-2027 | 5.34 |
| Cardinal Health | 0.10% | -0.00 | $444,893.04 | 390,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 15-Sep-2025 | 4.15 |
| Danske Bank | 0.10% | -0.00 | $444,762.55 | 430,000 | Corporates | Banking | Denmark | 2.70% | A3 | 02-Mar-2022 | 1.14 |
| Sequoia Mortgage Trust 2018-CH4 | 0.10% | N/A | $441,813.08 | 429,065 | Securitized | CMO | United States | 4.00% | Aaa | 25-Oct-2048 | 2.10 |
| SBA Tower Trust | 0.10% | -0.01 | $441,360.19 | 440,000 | Corporates | Communications | United States | 3.17% | A2 | 15-Apr-2022 | 0.28 |
| Pacific Gas & Electric | 0.10% | 0.01 | $440,931.92 | 440,000 | Corporates | Electric | United States | 3.30% | Baa3 | 01-Aug-2040 | 14.37 |
| Comcast | 0.10% | -0.11 | $438,930.53 | 385,000 | Corporates | Communications | United States | 3.25% | A3 | 01-Nov-2039 | 14.55 |
| Apple | 0.10% | -0.00 | $438,628.27 | 425,000 | Corporates | Technology | United States | 1.65% | Aa1 | 11-May-2030 | 8.68 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $438,527.55 | 389,214 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Feb-2040 | 3.66 |
| AT&T | 0.10% | 0.00 | $437,853.50 | 415,000 | Corporates | Communications | United States | 3.65% | Baa2 | 01-Jun-2051 | 18.88 |
| HEFA of the State of Missouri | 0.10% | N/A | $436,861.78 | 365,000 | Government Related | Local Authorities | United States | 3.47% | Aa1 | 15-Jan-2036 | 12.08 |
| Santander Retail Auto Lease Trust 2020 | 0.10% | -0.00 | $436,526.41 | 425,000 | Securitized | Car Loan | United States | 2.08% | A2 | 20-Mar-2024 | 2.19 |
| Oracle | 0.10% | 0.00 | $436,359.50 | 370,000 | Corporates | Technology | United States | 3.60% | A3 | 01-Apr-2050 | 19.19 |
| Government National Mortgage Assn. | 0.10% | -0.01 | $436,052.25 | 390,728 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jan-2048 | 0.94 |
| American Tower | 0.10% | -0.00 | $435,109.76 | 410,000 | Corporates | Communications | United States | 3.00% | Baa3 | 15-Jun-2023 | 2.38 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $432,429.48 | 394,644 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.76 |
| AT&T | 0.10% | -0.00 | $432,338.24 | 405,000 | Corporates | Communications | United States | 2.30% | Baa2 | 01-Jun-2027 | 5.93 |
| Neuberger Berman Loan Advisers CLO 29 | 0.10% | -0.00 | $431,182.38 | 430,000 | Securitized | ABS Other | United States | 1.35% | Aaa | 19-Oct-2031 | 0.30 |
| Anglo American Capital | 0.10% | -0.00 | $431,042.11 | 405,000 | Corporates | Basic Industry | South Africa | 4.13% | Baa2 | 27-Sep-2022 | 1.68 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $430,791.37 | 386,255 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2047 | 3.71 |
| Aib | 0.10% | -0.00 | $429,640.24 | 390,000 | Corporates | Banking | Ireland | 4.26% | Baa2 | 10-Apr-2025 | 3.05 |
| Federal National Mortgage Assn. | 0.10% | -0.02 | $429,333.59 | 396,682 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2044 | 1.40 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $426,298.05 | 392,762 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.09 |
| SGSP Australia Assets Pty | 0.10% | -0.00 | $424,765.79 | 400,000 | Government Related | Owned No Guarantee | Australia | 3.30% | A3 | 09-Apr-2023 | 2.18 |
| Federal Home Loan Mortgage | 0.10% | -0.02 | $422,875.39 | 388,511 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2045 | 3.57 |
| Federal National Mortgage Assn. | 0.10% | -0.01 | $421,970.27 | 386,777 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.61 |
| HSBC Holdings | 0.10% | -0.00 | $421,796.56 | 405,000 | Corporates | Banking | United Kingdom | 2.10% | A2 | 04-Jun-2026 | 4.23 |
| Boston Properties | 0.09% | -0.00 | $421,352.89 | 365,000 | Corporates | REITs | United States | 3.65% | Baa1 | 01-Feb-2026 | 4.48 |
| Martin Marietta Materials | 0.09% | -0.00 | $420,608.48 | 370,000 | Corporates | Capital Goods | United States | 4.25% | Baa2 | 02-Jul-2024 | 3.03 |
| SBA Tower Trust | 0.09% | -0.00 | $419,312.66 | 400,000 | Corporates | Communications | United States | 2.84% | A2 | 15-Jan-2025 | 3.80 |
| Federal National Mortgage Assn. | 0.09% | -0.02 | $419,004.53 | 389,265 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2047 | 3.06 |
| Federal National Mortgage Assn. | 0.09% | N/A | $418,003.11 | 383,459 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.52 |
| Starwood Mortgage Residential Trust 2018-IMC2 | 0.09% | -0.01 | $417,449.18 | 403,396 | Securitized | CMO | United States | 4.12% | NR | 25-Oct-2048 | 1.11 |
| Government National Mortgage Assn. | 0.09% | -0.02 | $417,356.53 | 391,065 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2045 | 0.92 |
| Hyundai Capital America | 0.09% | -0.00 | $416,392.66 | 400,000 | Corporates | Consumer Cyclical | United States | 2.38% | Baa1 | 10-Feb-2023 | 2.04 |
| Federal National Mortgage Assn. | 0.09% | N/A | $415,573.57 | 381,323 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2046 | 4.48 |
| Ford Credit Floorplan Master Owner Trust | 0.09% | -0.00 | $415,300.09 | 400,000 | Securitized | Car Loan | United States | 2.48% | NR | 15-Sep-2024 | 1.67 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 0.09% | -0.00 | $413,278.72 | 370,000 | Securitized | NON AGENCY CMBS | United States | 4.04% | Aa2 | 15-May-2048 | 4.18 |
| Vereit Operating Partnership | 0.09% | 0.00 | $411,039.27 | 358,000 | Corporates | REITs | United States | 3.95% | Baa3 | 15-Aug-2027 | 5.71 |
| Cigna | 0.09% | -0.00 | $408,332.80 | 357,000 | Corporates | Consumer Non Cyclical | United States | 3.40% | Baa2 | 01-Mar-2027 | 5.44 |
| Smb Private Education Loan Trust 2015 | 0.09% | -0.00 | $407,890.83 | 400,000 | Securitized | Student Loan | United States | 1.91% | Aaa | 17-May-2032 | 0.05 |
| NiSource | 0.09% | -0.00 | $407,376.70 | 350,000 | Corporates | Natural Gas | United States | 3.60% | Baa2 | 01-May-2030 | 7.98 |
| Bank of America | 0.09% | -0.00 | $407,330.46 | 390,000 | Corporates | Banking | United States | 2.68% | A2 | 19-Jun-2041 | 15.69 |
| Indonesia Government International Bond | 0.09% | 0.00 | $404,416.26 | 370,000 | Government Related | Sovereign | Indonesia | 2.85% | Baa2 | 14-Feb-2030 | 8.09 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.09% | -0.00 | $403,885.94 | 405,000 | Securitized | NON AGENCY CMBS | United States | 0.86% | NR | 15-Jan-2033 | 0.48 |
| Flagstar Mortgage Trust 2018-6RR | 0.09% | -0.03 | $403,688.34 | 374,939 | Securitized | CMO | United States | 4.00% | NR | 25-Sep-2048 | 2.34 |
| U.S. Treasury Bonds | 0.09% | -0.01 | $403,320.21 | 300,000 | Treasuries | Treasuries | United States | 3.13% | Aaa | 15-May-2048 | 20.39 |
| Israel Government International Bond | 0.09% | -0.00 | $402,429.18 | 360,000 | Government Related | Sovereign | Israel | 2.75% | A1 | 03-Jul-2030 | 8.43 |
| Government National Mortgage Assn. | 0.09% | N/A | $399,873.04 | 375,000 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 0.41 |
| Deephaven Residential Mortgage Trust 2018-4 | 0.09% | -0.02 | $399,353.77 | 394,288 | Securitized | CMO | United States | 4.08% | NR | 25-Oct-2058 | 1.08 |
| Federal National Mortgage Assn. | 0.09% | -0.01 | $398,829.29 | 366,022 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.39 |
| Anheuser-Busch InBev Worldwide | 0.09% | N/A | $398,518.88 | 315,000 | Corporates | Consumer Non Cyclical | Belgium | 4.50% | Baa1 | 01-Jun-2050 | 18.00 |
| Becton Dickinson And | 0.09% | -0.00 | $396,939.03 | 360,000 | Corporates | Consumer Non Cyclical | United States | 2.82% | Ba1 | 20-May-2030 | 8.27 |
| Natwest | 0.09% | -0.00 | $396,264.33 | 380,000 | Corporates | Banking | United Kingdom | 3.50% | Baa2 | 15-May-2023 | 1.34 |
| Santander Retail Auto Lease Trust 2019 | 0.09% | -0.00 | $395,433.58 | 385,000 | Securitized | Car Loan | United States | 3.01% | Aa1 | 22-May-2023 | 1.04 |
| Smb Private Education Loan Trust 2017 | 0.09% | -0.01 | $393,260.90 | 391,350 | Securitized | Student Loan | United States | 1.06% | Aaa | 15-Sep-2034 | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.09% | -0.00 | $392,028.03 | 345,000 | Corporates | Communications | United States | 3.75% | Ba1 | 15-Feb-2028 | 6.16 |
| American Express Credit Account Master Trust | 0.09% | -0.00 | $386,778.19 | 385,000 | Securitized | Credit Card | United States | 0.74% | Aa2 | 18-Feb-2025 | 0.07 |
| SBA Tower Trust | 0.09% | -0.00 | $386,485.11 | 360,000 | Corporates | Communications | United States | 3.87% | A2 | 08-Oct-2024 | 2.26 |
| Vistra Operations | 0.09% | -0.10 | $385,707.85 | 334,000 | Corporates | Electric | United States | 4.30% | Baa3 | 15-Jul-2029 | 7.07 |
| Ari Fleet Lease Trust 2017 | 0.09% | -0.03 | $385,676.13 | 384,883 | Securitized | Car Loan | United States | 2.28% | NR | 15-Apr-2026 | 0.45 |
| Federal National Mortgage Assn. | 0.09% | N/A | $382,383.76 | 360,966 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2049 | 1.75 |
| Applebee S Funding Llc / Ihop Funding | 0.09% | 0.00 | $382,031.90 | 384,038 | Securitized | ABS Other | United States | 4.19% | NR | 07-Jun-2049 | 3.15 |
| Brixmor Operating Partnership | 0.09% | -0.00 | $380,615.32 | 335,000 | Corporates | REITs | United States | 4.13% | Baa3 | 15-Jun-2026 | 4.78 |
| Sequoia Mortgage Trust 2018-CH3 | 0.09% | N/A | $378,772.87 | 363,677 | Securitized | CMO | United States | 4.50% | Aaa | 25-Aug-2048 | 2.23 |
| Government National Mortgage Assn. | 0.09% | N/A | $377,855.57 | 341,059 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Dec-2048 | 0.82 |
| Federal National Mortgage Assn. | 0.08% | N/A | $377,111.47 | 344,788 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 3.43 |
| Unitedhealth | 0.08% | 0.00 | $376,475.00 | 340,000 | Corporates | Insurance | United States | 2.90% | A3 | 15-May-2050 | 20.70 |
| Ross Stores | 0.08% | N/A | $373,100.42 | 370,000 | Corporates | Consumer Cyclical | United States | 1.88% | A2 | 15-Apr-2031 | 9.35 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $373,072.10 | 340,939 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Sep-2043 | 2.80 |
| Brixmor Operating Partnership | 0.08% | 0.00 | $372,943.01 | 332,000 | Corporates | REITs | United States | 3.90% | Baa3 | 15-Mar-2027 | 5.39 |
| Verizon Owner Trust 2018-1 | 0.08% | -0.00 | $370,350.60 | 365,000 | Securitized | ABS Other | United States | 3.20% | NR | 20-Sep-2022 | 0.73 |
| CVS Health | 0.08% | -0.00 | $369,810.67 | 365,000 | Corporates | Consumer Non Cyclical | United States | 1.30% | Baa2 | 21-Aug-2027 | 6.32 |
| Simon Property | 0.08% | -0.00 | $364,835.67 | 325,000 | Corporates | REITs | United States | 3.50% | A3 | 01-Sep-2025 | 4.13 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $363,729.46 | 340,329 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2030 | 2.57 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $363,311.00 | 331,481 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.84 |
| Verus Securitization Trust 2020-5 | 0.08% | N/A | $360,369.82 | 358,934 | Securitized | CMO | United States | 1.22% | NR | 25-May-2065 | 1.92 |
| Federal National Mortgage Assn. | 0.08% | N/A | $360,153.23 | 339,980 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.83 |
| Natwest | 0.08% | -0.00 | $356,954.74 | 315,000 | Corporates | Banking | United Kingdom | 5.13% | Baa3 | 28-May-2024 | 3.15 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $356,869.98 | 319,711 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2047 | 1.29 |
| AbbVie | 0.08% | 0.00 | $354,560.41 | 270,000 | Corporates | Consumer Non Cyclical | United States | 4.70% | Baa2 | 14-May-2045 | 15.97 |
| Towd Point Mortgage Trust 2016-5 | 0.08% | -0.01 | $354,319.46 | 346,623 | Securitized | CMO | United States | 2.50% | Aaa | 25-Oct-2056 | 1.52 |
| Boardwalk Pipelines | 0.08% | -0.00 | $352,540.94 | 315,000 | Corporates | Energy | United States | 4.95% | Baa3 | 15-Dec-2024 | 3.44 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $352,317.66 | 328,186 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.85 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $351,899.24 | 315,320 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Dec-2047 | 1.29 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $350,695.96 | 326,702 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 2.85 |
| Vodafone | 0.08% | 0.00 | $349,105.49 | 250,000 | Corporates | Communications | United Kingdom | 5.25% | Baa2 | 30-May-2048 | 16.80 |
| Federal National Mortgage Assn. | 0.08% | N/A | $347,761.01 | 322,402 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2048 | 2.90 |
| CVS Health | 0.08% | -0.00 | $346,167.81 | 295,000 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 01-Apr-2030 | 7.86 |
| World Omni Auto Receivables Trust 2017 | 0.08% | -0.00 | $345,816.35 | 340,000 | Securitized | Car Loan | United States | 2.37% | NR | 15-May-2024 | 2.33 |
| Federal National Mortgage Assn. | 0.08% | -0.02 | $345,238.54 | 319,474 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 3.06 |
| Wells Fargo | 0.08% | -0.00 | $343,636.26 | 325,000 | Corporates | Banking | United States | 2.19% | A2 | 30-Apr-2026 | 4.13 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $343,392.13 | 317,892 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2032 | 2.33 |
| Federal National Mortgage Assn. | 0.08% | N/A | $342,713.65 | 312,580 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.37 |
| Virginia Commonwealth Transportation Board | 0.08% | -0.01 | $341,899.00 | 265,000 | Government Related | Local Authorities | United States | 5.35% | Aa1 | 15-May-2035 | 7.94 |
| Fiserv | 0.08% | -0.00 | $340,996.34 | 300,000 | Corporates | Technology | United States | 3.20% | Baa2 | 01-Jul-2026 | 5.00 |
| Ashford Hospitality Trust 2018-ASHF | 0.08% | -0.00 | $339,217.67 | 355,000 | Securitized | NON AGENCY CMBS | United States | 1.41% | NR | 15-Apr-2035 | 0.46 |
| Government National Mortgage Assn. | 0.08% | -0.01 | $337,376.83 | 304,628 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jan-2048 | 1.80 |
| Federal National Mortgage Assn. | 0.08% | -0.01 | $334,256.81 | 312,226 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 3.63 |
| WFRBS Commercial Mortgage Trust 2014-C20 | 0.08% | -0.04 | $334,128.77 | 315,458 | Securitized | NON AGENCY CMBS | United States | 3.72% | Aaa | 15-May-2047 | 2.34 |
| Sequoia Mortgage Trust 2018-CH2 | 0.08% | -0.04 | $333,570.74 | 331,008 | Securitized | CMO | United States | 4.00% | Aaa | 25-Jun-2048 | 0.94 |
| State of Oregon doT | 0.07% | -0.00 | $330,344.14 | 325,000 | Government Related | Local Authorities | United States | 1.66% | Aa1 | 15-Nov-2031 | 9.71 |
| Federal National Mortgage Assn. | 0.07% | N/A | $330,086.74 | 309,047 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2050 | 3.49 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $329,282.68 | 303,258 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 0.68 |
| Lowe s | 0.07% | N/A | $328,639.85 | 325,000 | Corporates | Consumer Cyclical | United States | 1.30% | Baa1 | 15-Apr-2028 | 6.94 |
| Vodafone | 0.07% | 0.00 | $328,021.04 | 250,000 | Corporates | Communications | United Kingdom | 5.00% | Baa2 | 30-May-2038 | 12.63 |
| City & County of denver CO Airport System Revenue | 0.07% | N/A | $326,811.57 | 320,000 | Government Related | Local Authorities | United States | 2.24% | A1 | 15-Nov-2030 | 8.92 |
| Brixmor Operating Partnership | 0.07% | -0.00 | $325,476.05 | 299,000 | Corporates | REITs | United States | 3.65% | Baa3 | 15-Jun-2024 | 3.13 |
| Sequoia Mortgage Trust 2018-CH3 | 0.07% | -0.02 | $324,735.99 | 313,706 | Securitized | CMO | United States | 4.00% | Aaa | 25-Aug-2048 | 2.24 |
| Highwoods Realty | 0.07% | -0.00 | $324,184.02 | 285,000 | Corporates | REITs | United States | 4.13% | Baa2 | 15-Mar-2028 | 6.15 |
| BBVA Bancomer SA/Texas | 0.07% | -0.00 | $324,126.01 | 295,000 | Corporates | Banking | Mexico | 4.38% | Baa1 | 10-Apr-2024 | 3.05 |
| Federal National Mortgage Assn. | 0.07% | N/A | $324,062.06 | 299,419 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2047 | 3.42 |
| Government National Mortgage Assn. | 0.07% | -0.01 | $319,923.04 | 285,227 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-May-2048 | 1.30 |
| Federal National Mortgage Assn. | 0.07% | N/A | $316,560.61 | 271,571 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2041 | 4.25 |
| Federal National Mortgage Assn. | 0.07% | N/A | $316,109.58 | 295,975 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 3.60 |
| Verus Securitization Trust 2018-2 | 0.07% | -0.02 | $314,816.25 | 313,040 | Securitized | CMO | United States | 3.68% | NR | 01-Jun-2058 | 1.34 |
| Central Texas Regional Mobility Authority | 0.07% | N/A | $311,915.65 | 305,000 | Government Related | Local Authorities | United States | 2.64% | Baa1 | 01-Jan-2032 | 9.00 |
| Pacific Gas & Electric | 0.07% | 0.00 | $311,762.11 | 300,000 | Corporates | Electric | United States | 3.95% | Baa3 | 01-Dec-2047 | 17.15 |
| Intercontinental Exchange | 0.07% | -0.00 | $311,621.19 | 300,000 | Corporates | Brokerage Assetmanagers Exchanges | United States | 2.65% | A3 | 15-Sep-2040 | 15.55 |
| CVS Health | 0.07% | N/A | $308,747.83 | 305,000 | Corporates | Consumer Non Cyclical | United States | 1.88% | Baa2 | 28-Feb-2031 | 9.27 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.07% | -0.01 | $305,203.96 | 296,842 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2049 | 0.95 |
| Capital One Multi-Asset Execution Trust | 0.07% | -0.00 | $304,817.60 | 310,000 | Securitized | Credit Card | United States | 0.79% | Aa3 | 15-May-2028 | 0.25 |
| Federal National Mortgage Assn. | 0.07% | N/A | $301,094.30 | 275,380 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2049 | 3.40 |
| Wells Fargo | 0.07% | N/A | $300,764.38 | 210,000 | Corporates | Banking | United States | 5.01% | A2 | 04-Apr-2051 | 17.85 |
| Kinder Morgan | 0.07% | -0.00 | $300,621.59 | 265,000 | Corporates | Energy | United States | 5.63% | Baa2 | 15-Nov-2023 | 2.47 |
| NiSource | 0.07% | -0.00 | $300,613.73 | 300,000 | Corporates | Natural Gas | United States | 1.70% | Baa2 | 15-Feb-2031 | 9.26 |
| Towd Point Mortgage Trust 2018-5 | 0.07% | -0.01 | $299,593.46 | 281,449 | Securitized | CMO | United States | 3.25% | Aa1 | 25-Jul-2058 | 3.17 |
| Barclays | 0.07% | -0.00 | $299,194.67 | 275,000 | Corporates | Banking | United Kingdom | 4.34% | Baa2 | 16-May-2024 | 2.26 |
| Avolon Holdings Funding | 0.07% | -0.05 | $298,406.15 | 260,000 | Corporates | Finance Companies | Ireland | 5.50% | Baa3 | 15-Jan-2026 | 4.36 |
| Transcontinental Gas Pipe Line | 0.07% | 0.00 | $298,376.05 | 240,000 | Corporates | Energy | United States | 4.60% | Baa2 | 15-Mar-2048 | 16.72 |
| North Texas Tollway Authority | 0.07% | N/A | $295,603.44 | 285,000 | Government Related | Local Authorities | United States | 3.08% | A1 | 01-Jan-2042 | 11.19 |
| Perrigo Finance Unlimited | 0.07% | -0.00 | $292,101.29 | 265,000 | Corporates | Consumer Non Cyclical | United States | 3.90% | Baa3 | 15-Dec-2024 | 3.51 |
| SMBC Aviation Capital Finance DAC | 0.07% | -0.00 | $291,376.20 | 280,000 | Corporates | Finance Companies | Ireland | 3.00% | NR | 15-Jul-2022 | 1.41 |
| Government National Mortgage Assn. | 0.07% | N/A | $290,319.59 | 265,819 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2043 | 2.80 |
| Federal National Mortgage Assn. | 0.07% | N/A | $289,846.46 | 268,209 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2046 | 2.85 |
| Avis Budget Rental Car Funding AESOP | 0.07% | -0.00 | $289,158.83 | 270,000 | Securitized | Car Loan | United States | 3.35% | Aa2 | 22-Sep-2025 | 3.32 |
| Anthem | 0.06% | -0.00 | $287,873.60 | 270,000 | Corporates | Insurance | United States | 2.25% | Baa2 | 15-May-2030 | 8.45 |
| U.S. Treasury Bonds | 0.06% | -0.00 | $287,093.68 | 240,000 | Treasuries | Treasuries | United States | 2.50% | Aaa | 15-May-2046 | 20.08 |
| Citigroup Commercial Mortgage Trust 2018-B2 | 0.06% | -0.00 | $285,375.64 | 280,000 | Securitized | NON AGENCY CMBS | United States | 4.67% | NR | 10-Mar-2051 | 6.16 |
| DRIVEN BRANDS FUNDING | 0.06% | -0.00 | $284,753.31 | 265,275 | Securitized | ABS Other | United States | 4.64% | NR | 20-Apr-2049 | 4.60 |
| Capital One Financial | 0.06% | -0.00 | $283,627.90 | 255,000 | Corporates | Banking | United States | 3.90% | Baa1 | 29-Jan-2024 | 2.81 |
| Federal National Mortgage Assn. | 0.06% | N/A | $283,023.99 | 265,824 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2035 | 2.88 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $278,092.32 | 235,775 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jun-2035 | 3.99 |
| Federal National Mortgage Assn. | 0.06% | N/A | $275,786.77 | 253,818 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2048 | 2.13 |
| Booking Holdings | 0.06% | -0.00 | $275,641.65 | 220,000 | Corporates | Consumer Cyclical | United States | 4.63% | A3 | 13-Apr-2030 | 7.67 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $273,389.56 | 256,090 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-May-2032 | 2.95 |
| Avolon Holdings Funding | 0.06% | N/A | $272,822.69 | 250,000 | Corporates | Finance Companies | Ireland | 4.38% | Baa3 | 01-May-2026 | 4.67 |
| Federal National Mortgage Assn. | 0.06% | -0.01 | $271,847.18 | 250,591 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 2.88 |
| Government National Mortgage Assn. | 0.06% | N/A | $271,600.96 | 252,965 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2049 | 0.02 |
| Federal National Mortgage Assn. | 0.06% | N/A | $271,105.43 | 260,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2027 | 0.81 |
| Energy Transfer Operating | 0.06% | N/A | $271,057.97 | 230,000 | Corporates | Energy | United States | 5.25% | Baa3 | 15-Apr-2029 | 6.74 |
| JPMorgan Chase | 0.06% | -0.00 | $270,699.54 | 240,000 | Corporates | Banking | United States | 3.30% | A2 | 01-Apr-2026 | 4.68 |
| Becton Dickinson And | 0.06% | -0.14 | $270,244.48 | 248,000 | Corporates | Consumer Non Cyclical | United States | 3.36% | Ba1 | 06-Jun-2024 | 3.12 |
| Transurban Finance Co Pty | 0.06% | 0.00 | $269,624.43 | 255,000 | Corporates | Transportation | Australia | 2.45% | Baa1 | 16-Mar-2031 | 9.01 |
| Government National Mortgage Assn. | 0.06% | -0.01 | $269,013.41 | 249,122 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2045 | 0.92 |
| Dallas Fort Worth International Airport | 0.06% | -0.00 | $268,654.31 | 260,000 | Government Related | Local Authorities | United States | 2.92% | A1 | 01-Nov-2050 | 17.89 |
| Crown Castle Towers | 0.06% | -0.00 | $267,466.44 | 255,000 | Corporates | Communications | United States | 3.66% | A2 | 15-May-2025 | 2.82 |
| Unitedhealth | 0.06% | N/A | $266,363.17 | 245,000 | Corporates | Insurance | United States | 2.75% | A3 | 15-May-2040 | 15.43 |
| Ausgrid Finance Pty | 0.06% | -0.00 | $265,741.16 | 250,000 | Corporates | Electric | Australia | 3.85% | Baa1 | 01-May-2023 | 2.02 |
| University of North Carolina at Chapel Hill | 0.06% | -0.00 | $264,090.51 | 210,000 | Government Related | Local Authorities | United States | 3.85% | Aaa | 01-Dec-2034 | 10.50 |
| Brixmor Operating Partnership | 0.06% | 0.03 | $263,505.86 | 225,000 | Corporates | REITs | United States | 4.05% | Baa3 | 01-Jul-2030 | 7.99 |
| Federal National Mortgage Assn. | 0.06% | N/A | $263,380.98 | 248,613 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2049 | 1.58 |
| Galton Funding Mortgage Trust 2018-2 | 0.06% | -0.01 | $262,384.40 | 251,728 | Securitized | CMO | United States | 4.00% | NR | 25-Oct-2058 | 2.63 |
| Kaiser Foundation Hospitals | 0.06% | N/A | $261,942.11 | 250,000 | Corporates | Consumer Non Cyclical | United States | 3.50% | NR | 01-Apr-2022 | 1.22 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $261,807.48 | 248,008 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.31 |
| Federal National Mortgage Assn. | 0.06% | 0.06 | $261,690.80 | 242,018 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.47 |
| NRG Energy | 0.06% | 0.04 | $261,231.31 | 225,000 | Corporates | Electric | United States | 4.45% | Baa3 | 15-Jun-2029 | 7.10 |
| Qatar Government International Bond | 0.06% | -0.00 | $259,987.15 | 240,000 | Government Related | Sovereign | Qatar | 3.88% | Aa3 | 23-Apr-2023 | 2.21 |
| Autoridad del Canal de Panama | 0.06% | -0.00 | $257,513.50 | 200,000 | Government Related | Owned No Guarantee | Panama | 4.95% | A1 | 29-Jul-2035 | 10.48 |
| Braskem Finance | 0.06% | -0.00 | $254,714.79 | 244,000 | Corporates | Basic Industry | Brazil | 7.38% | Ba1 | 04-Jan-2170 | 0.04 |
| HSBC Holdings | 0.06% | 0.01 | $253,162.85 | 200,000 | Corporates | Banking | United Kingdom | 4.95% | A2 | 31-Mar-2030 | 7.68 |
| Hasbro | 0.06% | 0.00 | $252,298.71 | 225,000 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa3 | 19-Nov-2026 | 5.26 |
| Danske Bank | 0.06% | 0.01 | $251,904.76 | 235,000 | Corporates | Banking | Denmark | 3.24% | Baa3 | 20-Dec-2025 | 3.74 |
| Highwoods Realty | 0.06% | -0.00 | $251,508.70 | 235,000 | Corporates | REITs | United States | 3.05% | Baa2 | 15-Feb-2030 | 7.89 |
| AT&T | 0.06% | 0.02 | $251,021.99 | 245,000 | Corporates | Communications | United States | 2.25% | Baa2 | 01-Feb-2032 | 9.76 |
| City of New York NY | 0.06% | -0.00 | $250,836.78 | 165,000 | Government Related | Local Authorities | United States | 6.27% | Aa2 | 01-Dec-2037 | 10.61 |
| Apple | 0.06% | -0.00 | $250,081.92 | 235,000 | Corporates | Technology | United States | 2.65% | Aa1 | 11-May-2050 | 21.14 |
| JPMorgan Chase | 0.06% | 0.02 | $246,782.66 | 221,000 | Corporates | Banking | United States | 3.11% | A2 | 22-Apr-2051 | 20.25 |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 0.06% | -0.00 | $244,636.77 | 175,000 | Government Related | Local Authorities | United States | 5.51% | Aa1 | 01-Aug-2037 | 10.34 |
| Federal National Mortgage Assn. | 0.06% | 0.05 | $244,145.24 | 226,515 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2036 | 1.57 |
| Federal National Mortgage Assn. | 0.06% | 0.05 | $244,040.78 | 225,217 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.63 |
| Freddie Mac Whole Loan Securities Trust | 0.05% | -0.00 | $243,370.83 | 241,304 | Securitized | CMO | United States | 3.60% | A3 | 25-Dec-2046 | 1.60 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $242,882.76 | 225,683 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2034 | 2.83 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $241,376.91 | 217,500 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 4.91 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $240,858.57 | 219,295 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2046 | 1.11 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $240,348.58 | 215,319 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Sep-2047 | 1.29 |
| QVC | 0.05% | -0.00 | $239,429.69 | 225,000 | Corporates | Consumer Cyclical | United States | 4.38% | Ba2 | 15-Mar-2023 | 2.08 |
| NXP BV / NXP Funding | 0.05% | 0.00 | $238,598.52 | 195,000 | Corporates | Technology | Netherlands | 5.35% | Baa3 | 01-Mar-2026 | 4.44 |
| Hyundai Capital America | 0.05% | 0.00 | $237,191.78 | 230,000 | Corporates | Consumer Cyclical | United States | 1.80% | Baa1 | 15-Oct-2025 | 4.53 |
| Palisades Center Trust 2016-PLSD | 0.05% | N/A | $236,955.93 | 275,000 | Securitized | NON AGENCY CMBS | United States | 2.71% | A1 | 13-Apr-2033 | 0.77 |
| DRIVEN BRANDS FUNDING | 0.05% | -0.00 | $236,040.84 | 224,438 | Securitized | ABS Other | United States | 3.79% | NR | 20-Jul-2050 | 5.65 |
| Province of Ontario Canada | 0.05% | -0.00 | $235,336.87 | 230,000 | Government Related | Local Authorities | Canada | 2.50% | Aa3 | 10-Sep-2021 | 0.69 |
| Vereit Operating Partnership | 0.05% | 0.00 | $235,022.01 | 210,000 | Corporates | REITs | United States | 4.60% | Baa3 | 06-Feb-2024 | 2.67 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $231,477.47 | 192,261 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2041 | 3.94 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $229,554.08 | 208,520 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2048 | 0.52 |
| CVS Health | 0.05% | 0.05 | $229,330.08 | 200,000 | Corporates | Consumer Non Cyclical | United States | 3.63% | Baa2 | 01-Apr-2027 | 5.55 |
| Sequoia Mortgage Trust 2017-CH2 | 0.05% | N/A | $229,201.42 | 222,401 | Securitized | CMO | United States | 4.00% | Aaa | 25-Dec-2047 | 2.38 |
| Boston Properties | 0.05% | -0.00 | $228,692.49 | 205,000 | Corporates | REITs | United States | 3.25% | Baa1 | 30-Jan-2031 | 8.57 |
| George Washington University | 0.05% | 0.00 | $228,438.13 | 200,000 | Corporates | Industrial Other | United States | 3.55% | A1 | 15-Sep-2046 | 17.65 |
| Tampa-Hillsborough County Expressway Authority | 0.05% | -0.00 | $227,097.14 | 225,000 | Government Related | Local Authorities | United States | 1.94% | A2 | 01-Jul-2030 | 8.76 |
| Corp Nacional del Cobre de Chile | 0.05% | -0.00 | $226,520.36 | 200,000 | Government Related | Owned No Guarantee | Chile | 3.63% | A3 | 01-Aug-2027 | 5.73 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $226,450.89 | 211,086 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2049 | 2.03 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $225,064.44 | 213,638 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2029 | 2.01 |
| Banco Santander | 0.05% | -0.00 | $224,948.54 | 200,000 | Corporates | Banking | Spain | 3.49% | Baa1 | 28-May-2030 | 8.18 |
| Booking Holdings | 0.05% | 0.00 | $221,995.55 | 185,000 | Corporates | Consumer Cyclical | United States | 4.50% | A3 | 13-Apr-2027 | 5.46 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $221,870.92 | 196,231 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2045 | 3.94 |
| Sequoia Mortgage Trust 2017-5 | 0.05% | -0.00 | $220,853.80 | 206,669 | Securitized | CMO | United States | 3.82% | Aa2 | 25-Aug-2047 | 6.27 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $219,573.03 | 205,928 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 3.63 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $218,506.50 | 187,252 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2039 | 4.14 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 0.05% | -0.00 | $218,365.42 | 205,000 | Securitized | NON AGENCY CMBS | United States | 3.75% | NR | 15-Aug-2031 | 3.40 |
| Danske Bank | 0.05% | 0.00 | $217,968.31 | 200,000 | Corporates | Banking | Denmark | 3.88% | Baa3 | 12-Sep-2023 | 2.55 |
| AbbVie | 0.05% | -0.00 | $214,896.69 | 190,000 | Corporates | Consumer Non Cyclical | United States | 3.20% | Baa2 | 21-Nov-2029 | 7.77 |
| Perrigo Finance Unlimited | 0.05% | -0.00 | $214,259.94 | 200,000 | Corporates | Consumer Non Cyclical | United States | 3.15% | Baa3 | 15-Jun-2030 | 8.19 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $213,373.34 | 197,898 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.85 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $213,108.36 | 194,483 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2047 | 0.70 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $212,066.24 | 190,177 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2042 | 3.93 |
| Mill City Mortgage Loan Trust 2018-1 | 0.05% | -0.01 | $211,951.26 | 204,134 | Securitized | CMO | United States | 3.25% | NR | 25-May-2062 | 1.90 |
| Las Vegas Sands | 0.05% | 0.02 | $211,278.86 | 195,000 | Corporates | Consumer Cyclical | United States | 3.50% | Baa3 | 18-Aug-2026 | 5.00 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $210,934.02 | 192,536 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.86 |
| PerkinElmer | 0.05% | N/A | $210,594.72 | 185,000 | Corporates | Consumer Non Cyclical | United States | 3.30% | Baa3 | 15-Sep-2029 | 7.55 |
| Utah Transit Authority | 0.05% | -0.00 | $210,519.57 | 145,000 | Government Related | Local Authorities | United States | 5.94% | Aa2 | 15-Jun-2039 | 11.26 |
| Roper Technologies | 0.05% | 0.03 | $210,445.10 | 190,000 | Corporates | Capital Goods | United States | 2.95% | Baa2 | 15-Sep-2029 | 7.65 |
| HSBC Holdings | 0.05% | -0.00 | $210,414.92 | 205,000 | Corporates | Banking | United Kingdom | 1.65% | A2 | 18-Apr-2026 | 4.14 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $210,271.84 | 196,921 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2043 | 3.57 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $208,025.23 | 190,114 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2050 | 3.28 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $207,258.67 | 189,677 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2049 | 4.55 |
| Danske Bank | 0.05% | -0.00 | $204,884.85 | 200,000 | Corporates | Banking | Denmark | 3.00% | Baa3 | 20-Sep-2022 | 0.71 |
| Federal Home Loan Mortgage | 0.05% | 0.05 | $204,417.75 | 194,462 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2047 | 2.32 |
| Danske Bank | 0.05% | -0.00 | $203,523.44 | 200,000 | Corporates | Banking | Denmark | 2.00% | A3 | 08-Sep-2021 | 0.68 |
| Ubs | 0.05% | -0.00 | $203,460.68 | 200,000 | Corporates | Banking | Switzerland | 1.36% | NR | 30-Jan-2027 | 4.89 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $203,103.44 | 169,690 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2038 | 4.01 |
| Government National Mortgage Assn. | 0.05% | 0.05 | $202,941.52 | 180,587 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 15-Sep-2045 | 3.42 |
| JobsOhio Beverage System | 0.05% | -0.00 | $202,300.78 | 155,000 | Government Related | Local Authorities | United States | 4.53% | Aa3 | 01-Jan-2035 | 9.31 |
| TJX | 0.05% | N/A | $202,297.19 | 200,000 | Corporates | Consumer Cyclical | United States | 1.60% | A2 | 15-May-2031 | 9.58 |
| Federal National Mortgage Assn. | 0.05% | 0.05 | $201,945.90 | 188,636 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2047 | 3.31 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.05% | 0.01 | $200,450.07 | 180,000 | Corporates | Finance Companies | Ireland | 4.88% | Baa3 | 16-Jan-2024 | 2.73 |
| Cameron LNG | 0.05% | 0.01 | $200,439.72 | 175,000 | Corporates | Energy | United States | 3.30% | A3 | 15-Jan-2035 | 11.33 |
| Booking Holdings | 0.05% | -0.00 | $200,164.08 | 175,000 | Corporates | Consumer Cyclical | United States | 4.10% | A3 | 13-Apr-2025 | 3.89 |
| General Motors Financial | 0.04% | 0.03 | $198,779.71 | 175,000 | Corporates | Consumer Cyclical | United States | 4.00% | Baa3 | 06-Oct-2026 | 5.02 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $198,368.66 | 189,103 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Mar-2050 | 2.06 |
| Unitedhealth | 0.04% | 0.01 | $196,761.12 | 185,000 | Corporates | Insurance | United States | 2.00% | A3 | 15-May-2030 | 8.66 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $194,999.70 | 175,982 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Mar-2049 | 0.97 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | 0.00 | $194,907.93 | 180,000 | Securitized | NON AGENCY CMBS | United States | 4.08% | NR | 15-Jun-2050 | 5.70 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $193,503.36 | 173,007 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jul-2045 | 2.09 |
| SLM Student Loan Trust 2008-9 | 0.04% | -0.00 | $192,102.25 | 191,444 | Securitized | Student Loan | United States | 1.71% | Baa3 | 25-Apr-2023 | 0.08 |
| General Motors Financial | 0.04% | 0.03 | $191,639.99 | 170,000 | Corporates | Consumer Cyclical | United States | 4.35% | Baa3 | 09-Apr-2025 | 3.80 |
| Fifth Third Bancorp | 0.04% | -0.00 | $191,297.78 | 175,000 | Corporates | Banking | United States | 2.55% | Baa1 | 05-May-2027 | 5.86 |
| Marsh & McLennan | 0.04% | -0.00 | $191,010.07 | 180,000 | Corporates | Insurance | United States | 2.25% | Baa1 | 15-Nov-2030 | 8.87 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $189,241.65 | 173,072 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2047 | 0.77 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $188,917.57 | 177,188 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2043 | 3.46 |
| Heathrow Funding | 0.04% | -0.00 | $187,812.19 | 180,000 | Corporates | Transportation | United Kingdom | 4.88% | NR | 15-Jul-2021 | 0.52 |
| Cigna | 0.04% | 0.00 | $187,800.56 | 175,000 | Corporates | Consumer Non Cyclical | United States | 2.40% | Baa2 | 15-Mar-2030 | 8.23 |
| Morgan Stanley Capital I Trust 2017-H1 | 0.04% | -0.00 | $186,327.83 | 165,000 | Securitized | NON AGENCY CMBS | United States | 3.77% | Aa2 | 15-Jun-2050 | 5.75 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $185,942.97 | 174,910 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2033 | 2.67 |
| COMM 2015-LC21 Mortgage Trust | 0.04% | -0.00 | $184,927.44 | 170,000 | Securitized | NON AGENCY CMBS | United States | 4.33% | NR | 10-Jul-2048 | 4.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.01 | $184,911.34 | 150,000 | Corporates | Finance Companies | Ireland | 6.50% | Baa3 | 15-Jul-2025 | 3.85 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $184,904.31 | 170,946 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 3.55 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $183,685.68 | 167,957 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2049 | 4.38 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $183,612.46 | 169,168 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.95 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $182,698.71 | 166,201 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2046 | 3.00 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $181,076.80 | 165,035 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 2.60 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $180,936.00 | 165,818 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2047 | 4.60 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $180,646.36 | 168,419 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.31 |
| T-Mobile USA | 0.04% | N/A | $180,626.70 | 175,000 | Corporates | Communications | United States | 2.25% | Baa3 | 15-Nov-2031 | 9.65 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $177,592.31 | 159,370 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jun-2048 | 3.08 |
| Cameron LNG | 0.04% | 0.01 | $177,415.27 | 160,000 | Corporates | Energy | United States | 2.90% | A3 | 15-Jul-2031 | 9.05 |
| Healthcare Realty Trust | 0.04% | -0.00 | $176,885.73 | 175,000 | Corporates | REITs | United States | 2.05% | Baa2 | 15-Mar-2031 | 9.18 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $176,532.40 | 151,282 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 4.13 |
| Federal Home Loan Mortgage | 0.04% | 0.04 | $175,800.19 | 145,561 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2034 | 3.91 |
| Valero Energy | 0.04% | 0.00 | $174,968.48 | 170,000 | Corporates | Energy | United States | 2.15% | Baa2 | 15-Sep-2027 | 6.18 |
| Unitedhealth | 0.04% | 0.00 | $174,318.79 | 145,000 | Corporates | Insurance | United States | 3.50% | A3 | 15-Aug-2039 | 14.17 |
| Prologis | 0.04% | -0.00 | $174,139.70 | 175,000 | Corporates | REITs | United States | 1.25% | A3 | 15-Oct-2030 | 9.20 |
| Transurban Finance Co Pty | 0.04% | -0.00 | $173,403.37 | 150,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 02-Feb-2026 | 4.43 |
| JPMorgan Chase | 0.04% | -0.00 | $173,069.46 | 150,000 | Corporates | Banking | United States | 3.90% | A2 | 15-Jul-2025 | 3.97 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $172,905.18 | 162,427 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2047 | 2.28 |
| Bayview Mortgage Fund IVc Trust 2017-RT3 | 0.04% | -0.00 | $172,876.36 | 170,511 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2058 | 2.00 |
| City of Houston TX Airport System Revenue | 0.04% | -0.00 | $172,694.89 | 170,000 | Government Related | Local Authorities | United States | 2.49% | A1 | 01-Jul-2032 | 9.46 |
| Unitedhealth | 0.04% | -0.00 | $172,686.65 | 125,000 | Corporates | Insurance | United States | 4.45% | A3 | 15-Dec-2048 | 18.15 |
| Aflac | 0.04% | -0.00 | $171,358.67 | 145,000 | Corporates | Insurance | United States | 3.60% | A3 | 01-Apr-2030 | 7.91 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $169,550.97 | 154,771 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2043 | 2.80 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $165,999.71 | 149,798 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Feb-2044 | 2.77 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $162,946.75 | 149,762 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 1.68 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $162,938.55 | 150,827 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2036 | 2.43 |
| Bank of America | 0.04% | N/A | $162,411.89 | 155,000 | Corporates | Banking | United States | 2.83% | A2 | 24-Oct-2051 | 20.83 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.00 | $161,679.37 | 150,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 15-Jan-2025 | 3.62 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 0.04% | -0.00 | $161,637.14 | 150,666 | Securitized | NON AGENCY CMBS | United States | 3.40% | A2 | 15-Aug-2049 | 5.24 |
| American Airlines 2017-2 Class AA Pass Through Trust | 0.04% | -0.00 | $161,346.54 | 164,292 | Corporates | Transportation | United States | 3.35% | Baa1 | 15-Oct-2029 | 5.52 |
| General Electric | 0.04% | 0.01 | $160,576.33 | 172,000 | Corporates | Capital Goods | United States | 5.00% | Baa3 | 15-Jun-2169 | -0.39 |
| BAT International Finance | 0.04% | -0.00 | $159,417.30 | 155,000 | Corporates | Consumer Non Cyclical | United Kingdom | 1.67% | Baa2 | 25-Mar-2026 | 4.97 |
| Government National Mortgage Assn. | 0.04% | 0.04 | $159,244.38 | 144,928 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2049 | 0.52 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $158,779.75 | 133,774 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.70 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $158,513.67 | 150,000 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2041 | 1.85 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $157,210.51 | 146,391 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2032 | 2.77 |
| Verizon Communications | 0.04% | 0.02 | $156,631.01 | 140,000 | Corporates | Communications | United States | 3.00% | Baa1 | 22-Mar-2027 | 5.62 |
| Towd Point Mortgage Trust 2017-3 | 0.04% | -0.01 | $156,388.87 | 151,419 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2057 | 1.37 |
| Government National Mortgage Assn. | 0.04% | 0.03 | $155,923.44 | 142,892 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jun-2046 | 0.68 |
| Federal National Mortgage Assn. | 0.04% | 0.04 | $155,865.18 | 142,705 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2045 | 3.43 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.04% | 0.00 | $155,783.67 | 150,000 | Corporates | Finance Companies | Ireland | 3.50% | Baa3 | 26-May-2022 | 1.29 |
| Becton Dickinson And | 0.03% | -0.01 | $154,337.61 | 149,000 | Corporates | Consumer Non Cyclical | United States | 2.89% | Ba1 | 06-Jun-2022 | 1.32 |
| Aker BP | 0.03% | 0.00 | $154,287.48 | 150,000 | Corporates | Energy | Norway | 2.88% | Ba1 | 15-Jan-2026 | 4.62 |
| Energy Transfer Operating | 0.03% | 0.02 | $154,056.85 | 145,000 | Corporates | Energy | United States | 2.90% | Baa3 | 15-May-2025 | 4.06 |
| Cheniere Corpus Christi Holdings | 0.03% | 0.00 | $153,895.10 | 130,000 | Corporates | Energy | United States | 5.13% | Baa3 | 30-Jun-2027 | 5.37 |
| General Motors Financial | 0.03% | 0.02 | $152,469.95 | 150,000 | Corporates | Consumer Cyclical | United States | 4.20% | Baa3 | 01-Mar-2021 | 0.08 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $151,227.97 | 142,887 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2050 | 2.71 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $151,220.80 | 140,875 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.85 |
| Simon Property | 0.03% | -0.00 | $150,383.75 | 135,000 | Corporates | REITs | United States | 3.30% | A3 | 15-Jan-2026 | 4.47 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $149,140.15 | 136,865 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2047 | 3.01 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $149,114.09 | 127,924 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2042 | 4.18 |
| AT&T | 0.03% | -0.00 | $149,000.64 | 145,000 | Corporates | Communications | United States | 1.65% | Baa2 | 01-Feb-2028 | 6.64 |
| Cameron LNG | 0.03% | -0.00 | $148,925.01 | 130,000 | Corporates | Energy | United States | 3.70% | A3 | 15-Jan-2039 | 13.43 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $148,765.85 | 142,167 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jan-2032 | 2.18 |
| Mill City Mortgage Loan Trust 2017-2 | 0.03% | -0.01 | $148,313.72 | 145,258 | Securitized | CMO | United States | 2.75% | Aaa | 25-Jul-2059 | 1.34 |
| CVS Health | 0.03% | 0.03 | $148,282.24 | 145,000 | Corporates | Consumer Non Cyclical | United States | 2.70% | Baa2 | 21-Aug-2040 | 15.40 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $146,570.54 | 136,036 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 1.63 |
| Gray Oak Pipeline | 0.03% | 0.02 | $145,624.75 | 140,000 | Corporates | Energy | United States | 2.60% | Baa3 | 15-Oct-2025 | 4.44 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 0.03% | 0.00 | $142,756.45 | 100,000 | Corporates | Communications | United States | 6.48% | Ba1 | 23-Oct-2045 | 14.29 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $141,506.64 | 131,853 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2046 | 3.31 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $139,336.61 | 131,000 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 2.56 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $138,845.99 | 129,481 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.63 |
| FirstKey Mortgage Trust 2014-1 | 0.03% | -0.00 | $137,463.27 | 130,297 | Securitized | CMO | United States | 4.00% | NR | 25-Nov-2044 | 2.46 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $137,346.59 | 125,302 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2043 | 4.09 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.03% | -0.01 | $137,171.52 | 135,911 | Securitized | CMO | United States | 3.79% | NR | 25-Aug-2058 | 0.93 |
| Energy Transfer Operating | 0.03% | 0.02 | $137,170.40 | 110,000 | Corporates | Energy | United States | 6.25% | Baa3 | 15-Apr-2049 | 14.50 |
| United Airlines 2019-2 Class A Pass Through Trust | 0.03% | 0.00 | $136,290.52 | 142,286 | Corporates | Transportation | United States | 2.90% | Baa1 | 01-May-2028 | 5.31 |
| South Carolina Public Service Authority | 0.03% | -0.00 | $135,822.36 | 130,000 | Government Related | Local Authorities | United States | 2.39% | A2 | 01-Dec-2023 | 2.82 |
| Ross Stores | 0.03% | -0.02 | $135,303.53 | 135,000 | Corporates | Consumer Cyclical | United States | 0.88% | A2 | 15-Apr-2026 | 5.14 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $131,715.33 | 122,116 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2045 | 3.54 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $131,419.40 | 117,812 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2046 | 3.99 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $131,289.04 | 113,229 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2035 | 3.71 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $130,224.52 | 122,653 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2050 | 2.26 |
| Alexandria Real Estate Equities | 0.03% | -0.00 | $129,838.93 | 110,000 | Corporates | REITs | United States | 3.95% | Baa1 | 15-Jan-2028 | 6.04 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.03% | -0.02 | $129,491.33 | 128,206 | Securitized | Car Loan | United States | 3.35% | Aaa | 17-Jul-2023 | 0.24 |
| Avolon Holdings Funding | 0.03% | 0.01 | $129,177.14 | 120,000 | Corporates | Finance Companies | Ireland | 3.95% | Baa3 | 01-Jul-2024 | 3.22 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $128,976.31 | 120,366 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.63 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 0.03% | -0.00 | $128,920.26 | 115,000 | Securitized | NON AGENCY CMBS | United States | 4.07% | Aa2 | 15-Dec-2047 | 4.39 |
| Roper Technologies | 0.03% | 0.01 | $128,773.18 | 120,000 | Corporates | Capital Goods | United States | 2.35% | Baa2 | 15-Sep-2024 | 3.48 |
| Las Vegas Sands | 0.03% | 0.00 | $128,683.63 | 120,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 08-Aug-2024 | 3.32 |
| Brixmor Operating Partnership | 0.03% | -0.00 | $127,847.39 | 115,000 | Corporates | REITs | United States | 3.85% | Baa3 | 01-Feb-2025 | 3.58 |
| Verizon Communications | 0.03% | 0.01 | $126,534.83 | 95,000 | Corporates | Communications | United States | 4.75% | Baa1 | 01-Nov-2041 | 14.55 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $126,294.04 | 113,650 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Sep-2043 | 4.05 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $125,634.00 | 116,335 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.50 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $124,882.76 | 112,507 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2048 | 3.68 |
| Government National Mortgage Association | 0.03% | 0.03 | $124,228.83 | 116,984 | Securitized | CMO | United States | 3.00% | NR | 20-Nov-2047 | -0.16 |
| Government National Mortgage Assn. | 0.03% | 0.03 | $123,674.89 | 115,795 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 0.87 |
| Waco Educational Finance | 0.03% | 0.00 | $123,247.47 | 120,000 | Government Related | Local Authorities | United States | 2.06% | NR | 01-Mar-2031 | 8.87 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $123,051.49 | 104,292 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.99 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $122,871.40 | 112,680 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2043 | 3.41 |
| Waco Educational Finance | 0.03% | 0.00 | $122,426.89 | 120,000 | Government Related | Local Authorities | United States | 1.89% | NR | 01-Mar-2030 | 8.45 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $122,256.43 | 108,476 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2040 | 3.81 |
| GLP Capital LP / GLP Financing II | 0.03% | 0.00 | $122,177.92 | 115,000 | Corporates | Consumer Cyclical | United States | 3.35% | Ba1 | 01-Sep-2024 | 3.37 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $122,065.92 | 103,302 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Oct-2038 | 4.25 |
| Fannie Mae REMICS | 0.03% | -0.01 | $121,630.48 | 118,752 | Securitized | CMO | United States | 4.00% | NR | 25-Jun-2044 | 0.41 |
| Energy Transfer Operating | 0.03% | 0.01 | $121,453.12 | 110,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-Apr-2024 | 2.99 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $120,765.31 | 109,732 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.43 |
| Verus Securitization Trust 2020-INV1 | 0.03% | 0.00 | $119,664.30 | 117,643 | Securitized | CMO | United States | 1.98% | NR | 25-Mar-2060 | 1.86 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $119,571.45 | 108,782 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2041 | 3.43 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $119,352.65 | 111,801 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2044 | 3.63 |
| Avolon Holdings Funding | 0.03% | 0.01 | $119,066.24 | 110,000 | Corporates | Finance Companies | Ireland | 4.25% | Baa3 | 15-Apr-2026 | 4.70 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 0.03% | -0.00 | $118,959.22 | 110,000 | Securitized | NON AGENCY CMBS | United States | 3.57% | Aa1 | 10-Feb-2048 | 3.70 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $118,772.20 | 109,160 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2040 | 2.42 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $118,624.33 | 101,215 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2034 | 3.71 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,772.40 | 108,425 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2045 | 3.53 |
| CVS Health | 0.03% | 0.02 | $117,510.35 | 105,000 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 15-Aug-2026 | 5.07 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,388.27 | 107,364 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2043 | 4.69 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $117,310.06 | 99,793 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2036 | 3.90 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $115,617.76 | 110,122 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2037 | 0.36 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $114,764.20 | 105,264 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2045 | 3.39 |
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 | 0.03% | -0.00 | $114,620.85 | 111,661 | Securitized | CMO | United States | 3.50% | NR | 28-Jan-2055 | 1.53 |
| Federal National Mortgage Assn. | 0.03% | 0.03 | $114,419.34 | 105,337 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 4.28 |
| Federal Home Loan Mortgage | 0.03% | 0.03 | $113,846.67 | 103,852 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 1.31 |
| Galton Funding Mortgage Trust 2017-1 | 0.03% | -0.00 | $112,639.98 | 108,573 | Securitized | CMO | United States | 3.50% | NR | 25-Nov-2057 | 3.17 |
| Boardwalk Pipelines | 0.03% | 0.01 | $111,101.89 | 105,000 | Corporates | Energy | United States | 3.38% | Baa3 | 01-Feb-2023 | 1.78 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $110,167.87 | 94,696 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2039 | 3.86 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $109,574.48 | 100,413 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Mar-2046 | 3.51 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $108,173.78 | 99,626 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Dec-2046 | 4.11 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $108,053.23 | 99,616 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2049 | 0.28 |
| Sabine Pass Liquefaction | 0.02% | 0.02 | $107,219.17 | 90,000 | Corporates | Energy | United States | 4.50% | Baa3 | 15-May-2030 | 7.62 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $107,164.99 | 98,660 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2048 | 0.92 |
| Waco Educational Finance | 0.02% | -0.00 | $107,004.84 | 105,000 | Government Related | Local Authorities | United States | 1.79% | NR | 01-Mar-2029 | 7.61 |
| Cardinal Health | 0.02% | 0.00 | $106,106.69 | 90,000 | Corporates | Consumer Non Cyclical | United States | 4.50% | Baa2 | 15-Nov-2044 | 15.48 |
| Verus Securitization Trust 2020-INV1 | 0.02% | -0.00 | $105,881.28 | 100,000 | Securitized | CMO | United States | 3.89% | NR | 25-Mar-2060 | 5.10 |
| NXP BV / NXP Funding LLC / NXP USA | 0.02% | 0.01 | $105,253.02 | 95,000 | Corporates | Technology | Netherlands | 3.15% | Baa3 | 01-May-2027 | 5.70 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $104,298.34 | 96,522 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jan-2047 | 4.42 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $103,947.77 | 94,887 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2042 | 2.25 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $103,002.83 | 88,673 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.75 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $101,963.32 | 86,607 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jun-2045 | 3.44 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $100,810.93 | 87,054 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2040 | 4.18 |
| Navient Private Education Loan Trust 2017 | 0.02% | -0.00 | $100,716.12 | 98,924 | Securitized | Student Loan | United States | 2.88% | NR | 16-Dec-2058 | 2.26 |
| SLM Student Loan Trust 2008-5 | 0.02% | -0.00 | $100,712.59 | 100,135 | Securitized | Student Loan | United States | 1.91% | Baa3 | 25-Jul-2023 | 0.27 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $99,530.93 | 93,351 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2044 | 1.05 |
| Mmaf Equipment Finance Llc 2016 | 0.02% | -0.02 | $99,286.59 | 98,792 | Securitized | ABS Other | United States | 1.76% | Aaa | 17-Jan-2023 | 0.31 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $98,820.52 | 85,373 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 4.18 |
| Brambles USA | 0.02% | -0.00 | $96,334.06 | 85,000 | Corporates | Transportation | Australia | 4.13% | Baa1 | 23-Oct-2025 | 4.22 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $96,322.91 | 90,701 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-May-2043 | 2.43 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $96,098.50 | 88,170 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 3.40 |
| Government National Mortgage Association | 0.02% | 0.02 | $95,230.49 | 91,684 | Securitized | CMO | United States | 3.00% | NR | 20-Dec-2047 | 1.25 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $93,686.84 | 85,931 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-May-2045 | 3.76 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $93,117.94 | 85,293 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 2.03 |
| Towd Point Mortgage Trust 2017-5 | 0.02% | -0.00 | $93,055.89 | 93,303 | Securitized | CMO | United States | 0.75% | Aaa | 25-Feb-2057 | 0.07 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $92,421.90 | 84,627 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2042 | 1.93 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $92,387.63 | 82,006 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2039 | 3.65 |
| Roper Technologies | 0.02% | -0.00 | $91,977.76 | 90,000 | Corporates | Capital Goods | United States | 2.00% | Baa2 | 30-Jun-2030 | 8.66 |
| SBA Tower Trust | 0.02% | -0.00 | $91,865.76 | 90,000 | Corporates | Communications | United States | 2.33% | A2 | 15-Jan-2028 | 6.49 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $90,377.02 | 78,450 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Dec-2039 | 3.65 |
| Energy Transfer Operating | 0.02% | 0.00 | $89,125.95 | 75,000 | Corporates | Energy | United States | 5.50% | Baa3 | 01-Jun-2027 | 5.37 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $88,947.32 | 83,574 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Oct-2031 | 2.66 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $87,873.24 | 81,763 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2045 | 2.85 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $86,904.48 | 74,451 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.98 |
| American International | 0.02% | -0.00 | $86,267.01 | 75,000 | Corporates | Insurance | United States | 3.90% | Baa1 | 01-Apr-2026 | 4.61 |
| WFRBS Commercial Mortgage Trust 2014-C19 | 0.02% | -0.00 | $86,260.83 | 79,000 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 15-Mar-2047 | 2.99 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $86,051.37 | 76,751 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2047 | 1.29 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $85,967.53 | 75,861 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2041 | 3.02 |
| United Airlines 2019-2 Class AA Pass Through Trust | 0.02% | -0.00 | $85,499.62 | 88,671 | Corporates | Transportation | United States | 2.70% | A1 | 01-May-2032 | 6.94 |
| Denver City & County School District No 1 | 0.02% | -0.00 | $85,108.85 | 70,000 | Government Related | Local Authorities | United States | 4.24% | Aa2 | 15-Dec-2037 | 10.61 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $84,167.04 | 77,370 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2043 | 4.36 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $83,382.92 | 75,882 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.47 |
| Avolon Holdings Funding | 0.02% | 0.00 | $81,675.17 | 75,000 | Corporates | Finance Companies | Ireland | 5.50% | Baa3 | 15-Jan-2023 | 1.82 |
| District of Columbia | 0.02% | -0.00 | $81,421.87 | 60,000 | Government Related | Local Authorities | United States | 5.59% | Aa1 | 01-Dec-2034 | 8.06 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $80,936.64 | 75,184 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2030 | 2.56 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $78,845.44 | 72,405 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2048 | 3.65 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $78,423.62 | 70,662 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Jul-2042 | 3.23 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $78,198.85 | 70,044 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2047 | 1.55 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $77,105.10 | 70,322 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.43 |
| Healthpeak Properties | 0.02% | 0.00 | $76,836.41 | 70,000 | Corporates | REITs | United States | 2.88% | Baa1 | 15-Jan-2031 | 8.66 |
| NRG Energy | 0.02% | -0.00 | $76,817.49 | 70,000 | Corporates | Electric | United States | 3.75% | Baa3 | 15-Jun-2024 | 3.20 |
| Verus Securitization Trust 2018-INV1 | 0.02% | -0.00 | $76,570.90 | 75,359 | Securitized | CMO | United States | 3.63% | NR | 25-Mar-2058 | 1.61 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $76,439.42 | 70,318 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2046 | 3.96 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $76,324.38 | 65,382 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2041 | 4.28 |
| Energy Transfer Operating | 0.02% | 0.00 | $76,270.95 | 70,000 | Corporates | Energy | United States | 5.00% | Baa3 | 15-May-2050 | 15.95 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $76,192.09 | 70,301 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 3.78 |
| Government National Mortgage Assn. | 0.02% | 0.02 | $76,038.85 | 69,608 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Aug-2042 | 3.05 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $75,379.41 | 69,394 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2047 | 3.42 |
| Towd Point Mortgage Trust 2016-2 | 0.02% | -0.01 | $75,219.37 | 74,107 | Securitized | CMO | United States | 2.75% | Aaa | 25-Aug-2055 | 1.38 |
| Healthpeak Properties | 0.02% | 0.00 | $74,825.77 | 65,000 | Corporates | REITs | United States | 3.50% | Baa1 | 15-Jul-2029 | 7.32 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $71,184.18 | 65,443 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2046 | 3.51 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $71,115.09 | 65,273 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2042 | 1.51 |
| Marriott International Inc/MD | 0.02% | N/A | $71,017.86 | 65,000 | Corporates | Consumer Cyclical | United States | 3.75% | Baa3 | 01-Oct-2025 | 4.19 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 0.02% | -0.00 | $70,802.34 | 70,000 | Securitized | Car Loan | United States | 2.33% | Aaa | 16-Mar-2023 | 2.23 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $69,576.59 | 63,945 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 1.38 |
| Healthpeak Properties | 0.02% | -0.00 | $68,763.57 | 60,000 | Corporates | REITs | United States | 3.25% | Baa1 | 15-Jul-2026 | 4.96 |
| Federal Home Loan Mortgage | 0.02% | 0.02 | $68,577.99 | 60,891 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-May-2042 | 3.81 |
| Sequoia Mortgage Trust 2018-CH1 | 0.02% | -0.00 | $68,534.55 | 67,140 | Securitized | CMO | United States | 3.50% | Aaa | 25-Feb-2048 | 3.09 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $67,766.01 | 57,386 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Dec-2036 | 3.99 |
| Government National Mortgage Assn. | 0.02% | 0.01 | $67,694.55 | 60,957 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Mar-2043 | 3.24 |
| US Airways 2013-1 Class A Pass Through Trust | 0.02% | 0.00 | $67,531.87 | 72,572 | Corporates | Transportation | United States | 3.95% | Ba1 | 15-May-2027 | 3.13 |
| Federal National Mortgage Assn. | 0.02% | 0.02 | $67,029.65 | 59,548 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2044 | 4.17 |
| Santander Drive Auto Receivables Trust 2018-1 | 0.02% | -0.01 | $66,993.11 | 66,580 | Securitized | Car Loan | United States | 2.96% | Aaa | 15-Mar-2024 | 0.20 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $66,265.15 | 61,855 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2049 | 2.51 |
| Towd Point Mortgage Trust 2015-5 | 0.01% | -0.01 | $65,966.16 | 65,244 | Securitized | CMO | United States | 2.75% | Aaa | 25-May-2055 | 0.63 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $65,804.52 | 60,756 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jul-2046 | 0.68 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $64,662.40 | 57,490 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2048 | 1.60 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $63,976.28 | 57,767 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Mar-2044 | 4.19 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $63,739.14 | 57,730 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2041 | 3.60 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $63,381.89 | 56,686 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2039 | 2.97 |
| General Motors Financial | 0.01% | -0.00 | $61,583.47 | 60,000 | Corporates | Consumer Cyclical | United States | 3.20% | Baa3 | 06-Jul-2021 | 0.50 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $61,531.34 | 52,792 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-May-2042 | 4.28 |
| Kinder Morgan Energy Partners | 0.01% | -0.00 | $60,700.00 | 60,000 | Corporates | Energy | United States | 3.50% | Baa2 | 01-Mar-2021 | 0.11 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $60,574.85 | 52,169 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2040 | 4.13 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $60,204.32 | 54,725 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 3.43 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $58,697.61 | 52,297 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jul-2039 | 3.65 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $58,464.55 | 49,553 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.99 |
| Gray Oak Pipeline | 0.01% | 0.00 | $58,052.67 | 55,000 | Corporates | Energy | United States | 3.45% | Baa3 | 15-Oct-2027 | 5.97 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $57,507.20 | 53,536 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jun-2046 | 3.01 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $57,334.08 | 52,083 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.42 |
| Verizon Communications | 0.01% | -0.00 | $56,996.13 | 42,000 | Corporates | Communications | United States | 4.67% | Baa1 | 15-Mar-2055 | 19.55 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $56,517.35 | 51,246 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 0.69 |
| Williams | 0.01% | -0.00 | $55,855.04 | 50,000 | Corporates | Energy | United States | 4.30% | Baa3 | 04-Mar-2024 | 2.76 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $55,543.63 | 46,158 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 20-Dec-2033 | 3.01 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $55,296.85 | 51,811 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2047 | 3.31 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $55,282.18 | 47,996 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Mar-2041 | 3.04 |
| American Airlines 2017-2 Class B Pass Through Trust | 0.01% | -0.02 | $54,156.67 | 62,768 | Corporates | Transportation | United States | 3.70% | Ba2 | 15-Oct-2025 | 2.75 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,968.53 | 46,387 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.86 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,902.79 | 49,537 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2050 | 3.64 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $53,875.70 | 48,457 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Nov-2042 | 3.23 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $53,858.25 | 49,549 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2045 | 3.51 |
| Ecolab | 0.01% | -0.00 | $51,425.98 | 40,000 | Corporates | Basic Industry | United States | 4.80% | Baa1 | 24-Mar-2030 | 7.60 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $51,408.15 | 47,548 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Aug-2043 | 2.57 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,999.02 | 46,492 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2044 | 3.43 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $50,781.34 | 45,489 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2047 | 1.29 |
| Smb Private Education Loan Trust 2016 | 0.01% | -0.00 | $50,456.48 | 48,724 | Securitized | Student Loan | United States | 2.70% | Aaa | 15-May-2031 | 2.63 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $50,063.62 | 46,971 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2027 | 1.47 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $49,359.30 | 42,367 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Nov-2032 | 3.09 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $49,058.07 | 45,097 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.24 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | 0.00 | $48,969.80 | 47,606 | Securitized | CMO | United States | 3.00% | Aaa | 25-Feb-2055 | 1.37 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $48,884.20 | 43,550 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Jan-2044 | 4.05 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $48,816.43 | 43,493 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Oct-2041 | 3.81 |
| NXP BV / NXP Funding LLC / NXP USA | 0.01% | -0.00 | $48,599.20 | 45,000 | Corporates | Technology | Netherlands | 2.70% | Baa3 | 01-May-2025 | 4.04 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,569.32 | 39,955 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2034 | 3.70 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $47,316.14 | 43,060 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.31 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $47,283.49 | 42,084 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2046 | 4.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $46,962.14 | 40,084 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2033 | 3.71 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $46,110.09 | 43,025 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2049 | 2.13 |
| Gray Oak Pipeline | 0.01% | -0.00 | $45,995.25 | 45,000 | Corporates | Energy | United States | 2.00% | Baa3 | 15-Sep-2023 | 2.62 |
| Boardwalk Pipelines | 0.01% | 0.00 | $45,522.34 | 40,000 | Corporates | Energy | United States | 4.45% | Baa3 | 15-Jul-2027 | 5.53 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,788.54 | 41,149 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01-Jul-2030 | 2.52 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $43,734.48 | 39,388 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 20-Jan-2049 | 0.82 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,179.42 | 38,336 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2041 | 3.82 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $43,044.47 | 39,582 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2042 | 1.29 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $42,079.53 | 39,259 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 15-Sep-2041 | 3.51 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $41,731.18 | 38,666 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Oct-2045 | 3.68 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $41,136.55 | 37,351 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2043 | 4.22 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,633.34 | 37,456 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Nov-2045 | 2.90 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $40,029.24 | 33,908 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Apr-2037 | 4.09 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $39,864.19 | 36,461 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.64 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $39,589.78 | 37,372 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2049 | 1.78 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $39,587.96 | 37,550 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2030 | 1.76 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $39,533.18 | 35,622 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2045 | 3.88 |
| CarMax Auto Owner Trust 2017-4 | 0.01% | -0.01 | $39,485.16 | 39,294 | Securitized | Car Loan | United States | 2.11% | NR | 17-Oct-2022 | 0.22 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | 0.00 | $39,337.24 | 39,304 | Securitized | CMO | United States | 1.35% | NR | 25-Oct-2029 | 0.06 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $39,149.72 | 36,410 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2032 | 2.56 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $38,904.15 | 35,000 | Securitized | NON AGENCY CMBS | United States | 4.12% | Aa2 | 15-Jul-2058 | 4.11 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,762.80 | 35,340 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.00 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,648.44 | 36,585 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2046 | 3.32 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $38,479.53 | 34,666 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-May-2041 | 3.21 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $38,353.35 | 35,804 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2047 | 2.28 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $38,156.11 | 33,082 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Jun-2040 | 3.74 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $37,902.79 | 31,965 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Mar-2037 | 3.94 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $37,586.95 | 34,283 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 1.24 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $37,407.32 | 32,393 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Aug-2047 | 2.25 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $36,898.75 | 33,423 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 5.00 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $36,803.61 | 33,463 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 5.03 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $36,599.61 | 33,245 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Jan-2041 | 3.42 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $36,355.71 | 30,105 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2034 | 3.74 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $36,247.10 | 33,286 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.00 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $35,827.79 | 31,789 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2039 | 3.72 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $35,028.90 | 32,079 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Dec-2042 | 3.05 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,666.65 | 32,202 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2030 | 2.27 |
| Edison International | 0.01% | -0.00 | $34,505.75 | 30,000 | Corporates | Electric | United States | 4.95% | Baa3 | 15-Apr-2025 | 3.83 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $34,475.52 | 29,536 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2040 | 4.12 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $34,352.74 | 28,849 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2037 | 4.08 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,872.92 | 30,055 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2037 | 3.96 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $33,160.64 | 30,142 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.43 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $33,116.55 | 27,820 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Sep-2034 | 3.13 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $32,712.84 | 32,300 | Securitized | CMO | United States | 2.50% | Aaa | 25-Apr-2057 | 0.73 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $32,121.99 | 29,322 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2044 | 1.78 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.00 | $32,002.15 | 31,939 | Securitized | CMO | United States | 0.90% | NR | 25-Mar-2030 | 0.06 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $30,780.58 | 27,362 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Apr-2042 | 3.99 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.01% | 0.00 | $30,599.15 | 30,000 | Securitized | NON AGENCY CMBS | United States | 4.29% | NR | 15-Jul-2058 | 4.12 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $30,566.82 | 27,958 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Oct-2042 | 4.61 |
| Federal Home Loan Mortgage | 0.01% | 0.01 | $29,497.81 | 24,426 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Feb-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $29,299.19 | 26,934 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Nov-2042 | 4.45 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,987.91 | 24,632 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2035 | 3.90 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $28,823.49 | 26,633 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 3.54 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $28,666.59 | 26,022 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Feb-2043 | 3.05 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $27,815.37 | 25,066 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 2.97 |
| CVS Health | 0.01% | 0.00 | $27,369.48 | 20,000 | Corporates | Consumer Non Cyclical | United States | 5.13% | Baa2 | 20-Jul-2045 | 15.43 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $27,250.70 | 23,598 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Dec-2036 | 4.13 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,682.57 | 24,246 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Feb-2042 | 3.60 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,628.75 | 24,669 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Feb-2035 | 1.57 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $26,437.13 | 23,630 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Sep-2040 | 2.82 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $26,255.47 | 24,119 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.79 |
| Towd Point Mortgage Trust 2016-1 | 0.01% | -0.00 | $25,861.21 | 25,486 | Securitized | CMO | United States | 2.75% | Aaa | 25-Feb-2055 | 0.80 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $25,775.29 | 23,404 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 4.08 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,524.57 | 22,149 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.75 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,524.57 | 22,149 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Feb-2040 | 3.75 |
| Crown Castle Towers | 0.01% | -0.00 | $25,179.12 | 25,000 | Corporates | Communications | United States | 3.22% | A2 | 15-May-2042 | 0.37 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $25,149.50 | 22,782 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 4.68 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $24,883.27 | 23,271 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jul-2043 | 3.63 |
| Government National Mortgage Assn. | 0.01% | 0.01 | $23,879.44 | 21,628 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.85 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,693.33 | 20,053 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Aug-2038 | 3.76 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $23,562.06 | 21,065 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Mar-2041 | 3.02 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $23,483.27 | 22,049 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Sep-2050 | 3.70 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $23,317.07 | 20,846 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2040 | 2.82 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $22,794.36 | 20,954 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Aug-2046 | 4.48 |
| Federal National Mortgage Assn. | 0.01% | 0.01 | $22,714.42 | 20,865 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2043 | 3.77 |
| Federal Home Loan Mortgage | 0.01% | 0.00 | $22,471.74 | 20,936 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Apr-2043 | 3.95 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.01% | -0.00 | $22,394.69 | 20,000 | Securitized | NON AGENCY CMBS | United States | 4.03% | Aa1 | 15-May-2048 | 4.04 |
| Federal National Mortgage Assn. | 0.01% | 0.00 | $22,322.92 | 19,137 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.98 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $22,299.81 | 19,937 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Oct-2040 | 2.82 |
| Government National Mortgage Assn. | 0.01% | 0.00 | $22,205.24 | 20,375 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 4.63 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $21,694.49 | 19,938 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2043 | 3.07 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $21,391.23 | 19,318 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Jan-2047 | 0.96 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $21,167.22 | 19,065 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 3.15 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $20,313.49 | 18,567 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2041 | 3.45 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $20,209.52 | 18,486 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 3.51 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,917.89 | 18,381 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jul-2042 | 1.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,566.13 | 17,860 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2043 | 1.63 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $19,174.42 | 16,280 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jul-2036 | 3.90 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,828.23 | 16,733 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 3.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $18,825.28 | 16,154 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2045 | 3.86 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $18,638.89 | 16,540 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Aug-2041 | 3.65 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,517.62 | 16,090 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Sep-2046 | 4.01 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,438.25 | 16,018 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Aug-2047 | 3.39 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,393.41 | 16,018 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2042 | 1.73 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $17,065.97 | 15,648 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2045 | 3.51 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $17,030.05 | 15,497 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-Jul-2046 | 4.68 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,857.53 | 15,641 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2047 | 3.06 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $16,648.92 | 15,228 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 20-May-2046 | 4.48 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $16,614.84 | 14,970 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Oct-2044 | 3.43 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,415.63 | 15,094 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Nov-2049 | 3.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $16,353.23 | 14,857 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2041 | 3.60 |
| Towd Point Mortgage Trust 2015-4 | 0.00% | -0.00 | $15,591.46 | 15,451 | Securitized | CMO | United States | 2.75% | Aaa | 25-Apr-2055 | 0.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,464.03 | 14,220 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Sep-2046 | 3.51 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,235.02 | 12,924 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Jul-2032 | 3.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,209.82 | 13,281 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2032 | 3.18 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $15,004.85 | 13,322 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2033 | 3.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,947.84 | 12,900 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.71 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,811.01 | 13,227 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jul-2048 | 1.75 |
| Government National Mortgage Association | 0.00% | 0.00 | $14,482.08 | 97,885 | Securitized | CMO | United States | 3.50% | NR | 20-May-2043 | -2.46 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,326.53 | 13,270 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Apr-2043 | 3.17 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $14,099.50 | 12,595 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-May-2048 | 1.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $14,030.26 | 12,039 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2045 | 3.98 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,766.35 | 11,877 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2042 | 4.18 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,759.68 | 12,421 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Dec-2041 | 4.33 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,678.77 | 11,725 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Aug-2035 | 3.98 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,529.99 | 12,271 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 1.46 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,346.95 | 12,023 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Jan-2046 | 2.96 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,297.39 | 11,650 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Sep-2039 | 3.58 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $13,180.94 | 11,477 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Oct-2039 | 3.08 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $13,153.22 | 11,290 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jan-2042 | 4.18 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,786.54 | 11,728 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.13 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,576.58 | 11,633 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Feb-2044 | 2.94 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,294.29 | 11,297 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jan-2046 | 3.67 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $12,203.03 | 10,836 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Dec-2040 | 3.82 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $12,009.02 | 10,980 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2045 | 3.08 |
| MVW Owner Trust 2014-1 | 0.00% | -0.00 | $11,981.16 | 11,946 | Securitized | ABS Other | United States | 2.25% | NR | 22-Sep-2031 | 0.42 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $11,948.88 | 10,721 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-Apr-2045 | 3.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,935.56 | 10,986 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2046 | 3.42 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $11,664.71 | 10,816 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Sep-2042 | 3.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,951.26 | 9,295 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Jan-2036 | 3.99 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,632.99 | 9,173 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.71 |
| Towd Point Mortgage Trust 2015-3 | 0.00% | -0.00 | $10,443.02 | 10,366 | Securitized | CMO | United States | 3.00% | Aaa | 25-Mar-2054 | 0.35 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,374.20 | 9,526 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01-Jun-2046 | 3.26 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $10,282.99 | 10,223 | Securitized | Agency_Hybrid_ARMS | United States | 1.72% | NR | 01-Dec-2035 | 0.98 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,956.14 | 8,409 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-May-2035 | 3.99 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,879.55 | 8,598 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Jun-2040 | 3.04 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $9,737.33 | 8,781 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.67 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $9,638.47 | 7,983 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,426.83 | 8,678 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Aug-2046 | 3.42 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $9,400.06 | 8,689 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-May-2043 | 4.82 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,025.75 | 7,784 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $9,010.30 | 7,764 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Nov-2033 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,797.34 | 7,422 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Nov-2035 | 3.99 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $8,468.01 | 7,292 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Oct-2033 | 3.71 |
| GS Mortgage-Backed Securities Trust | 0.00% | -0.00 | $7,714.25 | 7,620 | Securitized | CMO | United States | 2.31% | NR | 25-Jul-2044 | 0.23 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,518.09 | 6,451 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Feb-2038 | 3.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,056.64 | 6,072 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2035 | 3.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $7,027.94 | 6,818 | Securitized | Agency_Hybrid_ARMS | United States | 2.06% | NR | 01-Oct-2033 | 0.87 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,937.78 | 6,038 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 20-Aug-2040 | 3.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,840.59 | 6,506 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01-Jun-2033 | 2.93 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,321.92 | 5,658 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Nov-2039 | 2.97 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,299.69 | 5,421 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 15-Oct-2038 | 3.49 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $6,120.96 | 6,107 | Securitized | ABS Other | United States | 2.53% | NR | 25-Feb-2027 | 0.66 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $6,063.80 | 5,729 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 15-Oct-2042 | 4.30 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $6,058.25 | 5,346 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Nov-2036 | 3.96 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $5,785.81 | 5,083 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 15-Oct-2039 | 3.75 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $5,769.18 | 4,944 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2040 | 4.13 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,759.02 | 4,959 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Apr-2035 | 3.86 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $5,659.94 | 5,061 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 20-Dec-2045 | 2.09 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,566.70 | 4,715 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2037 | 3.99 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,399.78 | 4,591 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Sep-2041 | 3.90 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $5,346.14 | 4,818 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 20-Sep-2042 | 3.23 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $5,133.45 | 4,252 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Nov-2034 | 3.84 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $4,213.08 | 3,993 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Sep-2023 | 0.97 |
| Government National Mortgage Association | 0.00% | 0.00 | $3,893.86 | 26,159 | Securitized | CMO | United States | 4.00% | NR | 20-Feb-2043 | -11.59 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,737.50 | 3,222 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Mar-2034 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,641.84 | 3,124 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.86 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $3,446.74 | 2,958 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 20-Dec-2037 | 3.40 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,184.66 | 2,638 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2035 | 3.84 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,318.85 | 1,982 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Oct-2036 | 3.96 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,140.64 | 1,804 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-May-2038 | 4.04 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,108.34 | 1,822 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jul-2037 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,084.54 | 1,788 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,859.48 | 1,722 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Apr-2047 | 3.06 |
| Government National Mortgage Association | 0.00% | 0.00 | $1,841.62 | 44,458 | Securitized | CMO | United States | 4.00% | NR | 20-May-2037 | -6.14 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,791.55 | 1,485 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Dec-2034 | 3.84 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,678.43 | 1,518 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.42 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $1,587.95 | 1,456 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 20-May-2046 | 2.19 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,356.43 | 1,146 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Sep-2034 | 3.91 |
| Ascentium Equipment Receivables 2017-1 Trust | 0.00% | -0.00 | $1,342.70 | 1,338 | Securitized | ABS Other | United States | 2.29% | Aaa | 10-Jun-2021 | 0.02 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,270.19 | 1,087 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 01-Dec-2036 | 3.96 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,267.03 | 1,122 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 4.08 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,180.13 | 1,051 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01-Mar-2041 | 3.83 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,044.05 | 895 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01-Jun-2035 | 3.86 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $991.63 | 898 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Nov-2040 | 3.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $953.28 | 870 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $880.38 | 779 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2038 | 4.08 |
| STACR Trust 2018-DNA3 | 0.00% | -0.00 | $617.23 | 614 | Securitized | CMO | United States | 0.90% | NR | 25-Sep-2048 | 0.06 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $565.44 | 511 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Oct-2040 | 3.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $515.78 | 510 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Oct-2021 | 0.30 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $451.75 | 378 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Jan-2037 | 4.01 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $308.79 | 279 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01-Dec-2040 | 3.42 |
| Government National Mortgage Association | 0.00% | -0.00 | $285.14 | 8,841 | Securitized | CMO | United States | 4.50% | NR | 20-Dec-2039 | -14.65 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $276.45 | 269 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 0.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $187.17 | 185 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Aug-2022 | 0.70 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $178.68 | 176 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01-Aug-2021 | 0.35 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $149.51 | 125 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 01-Apr-2036 | 3.94 |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sector Diversification (31-Dec-2020)
| Sector Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Corporate | 40.17% | 27.88% | |
| ABS | 7.71% | 0.34% | |
| Mortgage | 29.78% | 26.00% | |
| Cash Equivalent | 3.32% | 0.00% | |
| CMBS | 3.88% | 1.31% | |
| TIPS | 0.50% | 0.00% | |
| U.S. Municipal | 0.00% | 0.00% | |
| Equity & Other | 0.00% | 0.92% | |
| Government Related | 4.54% | 6.37% | |
| U.S. Treasury | 10.10% | 37.17% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Country Diversification (31-Dec-2020)
| Country Diversification | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Australia | 1.80% | 0.18% | |
| United Kingdom | 2.79% | 1.25% | |
| Ireland | 0.90% | 0.09% | |
| Chile | 0.86% | 0.06% | |
| China | 0.91% | 0.17% | |
| Denmark | 0.51% | 0.00% | |
| South Africa | 0.49% | 0.00% | |
| Switzerland | 0.53% | 0.18% | |
| Saudi Arabia | 0.34% | 0.00% | |
| Israel | 0.38% | 0.08% | |
| Indonesia | 0.37% | 0.08% | |
| Italy | 0.36% | 0.07% | |
| India | 0.25% | 0.00% | |
| Germany | 0.72% | 0.49% | |
| Thailand | 0.21% | 0.00% | |
| Brazil | 0.26% | 0.07% | |
| Hong Kong | 0.18% | 0.00% | |
| Kuwait | 0.14% | 0.00% | |
| South Korea | 0.24% | 0.11% | |
| Panama | 0.24% | 0.11% | |
| Spain | 0.24% | 0.13% | |
| Qatar | 0.06% | 0.00% | |
| Peru | 0.13% | 0.09% | |
| Colombia | 0.19% | 0.19% | |
| Norway | 0.03% | 0.08% | |
| Belgium | 0.24% | 0.31% | |
| Mexico | 0.30% | 0.40% | |
| Netherlands | 0.20% | 0.35% | |
| Canada | 0.05% | 1.13% | |
| United States | 82.75% | 91.67% |
A maximum of 30 largest countries are displayed.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Indicative Benchmark Data Source: Bloomberg Index Services Limited
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Daily performance data is based on the latest available NAV. Performance returns for share classes less than 1 year old (and associated benchmarks) are cumulative rather than annualised.
Please note that no management fees are charged to the S and J share classes. No administration agent fees are charged to the J class. Fee arrangements for the S and J classes are made directly with the investment manager. Please see the prospectus for further information.
The Funds are sub-funds of the T. Rowe Price Funds SICAV, a Luxembourg investment company with variable capital which is registered with Commission de Surveillance du Secteur Financier and which qualifies as an undertaking for collective investment in transferable securities (“UCITS”). Full details of the objectives, investment policies and risks are located in the prospectus which is available with the key investor information documents in English and in an official language of the jurisdictions in which the Funds are registered for public sale, together with the annual and semi-annual reports (together “Fund Documents”). Any decision to invest should be made on the basis of the Fund Documents which are available free of charge from the local representative, local information/paying agent or from authorised distributors and via www.troweprice.com.
Hedged share classes (denoted by 'h') utilise investment techniques to mitigate currency risk between the underlying investment currency(ies) of the fund and the currency of the hedged share class. The costs of doing so will be borne by the share class and there is no guarantee that such hedging will be effective.
Net Asset figure applies to all share classes.
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
The specific securities identified and described in this report do not represent all of the securities purchased, sold, or recommended for the sub-fund and no assumptions should be made that the securities identified and discussed were or will be profitable.
A full list of the currently issued Share Classes including Distributing, Hedged, and Accumulating Categories may be obtained, free of charge and upon request, from the registered office of the Company.
Brian Brennan is a portfolio manager in the Fixed Income Division. He has lead portfolio management responsibilities for the US Treasury, US Investment Grade Core Bond, US Core Plus Bond, and Stable Value Strategies. He also is a member of the portfolio strategy team for T. Rowe Price's investment-grade core and core plus mandates. Brian is the president of the U.S. Treasury Funds, Inc.; an executive vice president of the Institutional Income Funds, Inc.; a vice president of the Multi-Sector Account Portfolios, Inc.; and a vice president and Investment Advisory Committee member of the GNMA, Inflation Protected Bond, New Income, Limited Duration Inflation Focused Bond, Total Return, and QM U.S. Bond Index Funds. Brian also 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.