Monday - Friday
9am to 6pm EST
Holdings
as of 6/30/2020
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| Security Name | Interest Rate | Maturity Date | Shares | Market Value | Weight |
|---|---|---|---|---|---|
| FED HOME LN DISCOUNT NT | 0 | 8/26/2020 | 13,000,000 | 12,997,168.86 | 5.77% |
| FNMA TBA 30 YR 3 | 3 | 7/14/2050 | 8,800,000 | 9,268,874.91 | 4.11% |
| FNMA TBA 30 YR 2.5 | 2.5 | 7/14/2050 | 7,800,000 | 8,132,109.41 | 3.61% |
| GNMA II TBA 30 YR 3 | 3 | 7/21/2050 | 7,600,000 | 8,052,734.28 | 3.57% |
| FNMA TBA 30 YR 2.5 | 2.5 | 8/13/2050 | 7,700,000 | 8,015,368.67 | 3.56% |
| FNMA TBA 30 YR 3.5 | 3.5 | 7/14/2050 | 6,400,000 | 6,731,749.95 | 2.99% |
| FNMA TBA 30 YR 4 | 4 | 7/14/2050 | 5,800,000 | 6,146,753.87 | 2.73% |
| FREDDIE MAC | 1.5 | 2/12/2025 | 5,600,000 | 5,870,352.99 | 2.61% |
| FEDERAL HOME LOAN BANK | 2.375 | 3/14/2025 | 2,710,000 | 2,953,210.49 | 1.31% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 7/21/2050 | 2,700,000 | 2,849,238.26 | 1.26% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 8/20/2050 | 2,600,000 | 2,743,304.67 | 1.22% |
| FNMA TBA 15 YR 2.5 | 2.5 | 7/16/2035 | 2,600,000 | 2,722,281.28 | 1.21% |
| GNMA II TBA 30 YR 2.5 | 2.5 | 7/21/2050 | 2,000,000 | 2,105,468.76 | 0.93% |
| GNMA II TBA 30 YR 2.5 | 2.5 | 8/20/2050 | 1,900,000 | 1,996,113.27 | 0.89% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/2037 | 1,800,000 | 1,961,673.80 | 0.87% |
| FED HM LN PC POOL G08816 | 3.5 | 6/1/2048 | 1,795,986 | 1,891,172.13 | 0.84% |
| FNMA TBA 15 YR 3 | 3 | 7/16/2035 | 1,700,000 | 1,786,992.20 | 0.79% |
| PARK AVENUE TRUST | 3.508 | 6/5/2037 | 1,567,000 | 1,728,634.01 | 0.77% |
| FNMA POOL BE4435 | 3 | 11/1/2046 | 1,629,342 | 1,725,247.99 | 0.77% |
| GNMA II TBA 30 YR 4 | 4 | 7/21/2050 | 1,600,000 | 1,696,406.24 | 0.75% |
| REPUBLIC OF CHILE | 0.83 | 7/2/2031 | 1,370,000 | 1,510,710.92 | 0.67% |
| HP ENTERPRISE CO | 4.65 | 10/1/2024 | 1,200,000 | 1,348,774.79 | 0.60% |
| FNMA POOL BD1165 | 3 | 10/1/2046 | 1,258,957 | 1,332,295.32 | 0.59% |
| HP INC | 3 | 6/17/2027 | 1,250,000 | 1,312,534.71 | 0.58% |
| FEDERAL FARM CREDIT BANK | 2.625 | 10/15/2049 | 1,140,000 | 1,273,967.76 | 0.57% |
| FNMA POOL BC1171 | 3.5 | 6/1/2046 | 1,186,016 | 1,264,914.77 | 0.56% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/2044 | 974,000 | 1,264,880.11 | 0.56% |
| FEDERAL FARM CREDIT BANK | 3.43 | 4/6/2045 | 1,000,000 | 1,262,559.98 | 0.56% |
| CON EDISON CO OF NY INC | 3.95 | 4/1/2050 | 915,000 | 1,106,496.02 | 0.49% |
| BROADCOM INC | 4.15 | 11/15/2030 | 1,010,000 | 1,099,834.42 | 0.49% |
| FNMA POOL BJ6137 | 3.5 | 1/1/2048 | 1,038,018 | 1,096,784.82 | 0.49% |
| BWAY MORTGAGE TRUST | 3.4543 | 3/10/2033 | 1,000,000 | 1,074,575.40 | 0.48% |
| HUDSON YARDS | 2.835 | 8/10/2038 | 1,000,000 | 1,066,790.90 | 0.47% |
| PRES + FELLOWS OF HARVAR | 2.517 | 10/15/2050 | 1,025,000 | 1,064,999.47 | 0.47% |
| AMGEN INC | 2.3 | 2/25/2031 | 1,000,000 | 1,048,925.49 | 0.47% |
| AT+T INC | 2.75 | 6/1/2031 | 1,000,000 | 1,043,597.69 | 0.46% |
| STARBUCKS CORP | 2.55 | 11/15/2030 | 990,000 | 1,040,778.72 | 0.46% |
| NEW JERSEY ST EDUCTNL FACS AUT | 3.958 | 7/1/2048 | 1,000,000 | 1,035,010.00 | 0.46% |
| BANNER HEALTH | 2.338 | 1/1/2030 | 1,000,000 | 1,030,829.35 | 0.46% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/2021 | 1,025,000 | 1,030,177.54 | 0.46% |
| CITIGROUP INC | 1.678 | 5/15/2024 | 1,000,000 | 1,020,636.66 | 0.45% |
| NSTAR ELECTRIC CO | 3.95 | 4/1/2030 | 830,000 | 1,005,972.57 | 0.45% |
| MET TRANSPRTN AUTH NY REVENUE | 5.175 | 11/15/2049 | 855,000 | 1,000,538.10 | 0.44% |
| BRIGHTHOUSE FINANCIAL IN | 5.625 | 5/15/2030 | 890,000 | 989,758.13 | 0.44% |
| WASHINGTON ST HSG FIN COMMISSI | 3 | 1/1/2025 | 985,000 | 971,672.95 | 0.43% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 7/21/2050 | 900,000 | 961,382.81 | 0.43% |
| FRED HUTCHINSON CANCER | 3.949 | 1/1/2050 | 900,000 | 958,331.84 | 0.43% |
| OKLAHOMA ST UNIV AGRIC MECH | 3.627 | 9/1/2040 | 880,000 | 957,748.00 | 0.43% |
| UNIV OF CALIFORNIA CA RGTS MED | 3.706 | 5/15/2120 | 900,000 | 937,863.00 | 0.42% |
| UNITYPOINT HEALTH | 3.665 | 2/15/2050 | 845,000 | 934,957.96 | 0.41% |
| FNMA TBA 15 YR 2 | 2 | 7/16/2035 | 900,000 | 931,148.45 | 0.41% |
| CALIFORNIA ST | 7.625 | 3/1/2040 | 525,000 | 928,945.50 | 0.41% |
| FLORIDA ST DEV FIN CORP EDUCTN | 4.009 | 4/1/2040 | 925,000 | 923,261.00 | 0.41% |
| SUSTAINABLE ENERGY UTILITY INC | 2.344 | 9/15/2029 | 900,000 | 915,435.00 | 0.41% |
| USAA CAPITAL CORP | 2.125 | 5/1/2030 | 885,000 | 912,577.60 | 0.41% |
| STARBUCKS CORP | 4.45 | 8/15/2049 | 750,000 | 907,888.13 | 0.40% |
| XYLEM INC | 2.25 | 1/30/2031 | 900,000 | 907,323.77 | 0.40% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/2028 | 770,000 | 902,647.90 | 0.40% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 830,322 | 884,112.05 | 0.39% |
| ING GROEP NV | 4.625 | 1/6/2026 | 750,000 | 880,031.53 | 0.39% |
| CMWLTH FING AUTH PA | 2.758 | 6/1/2030 | 850,000 | 876,766.50 | 0.39% |
| TRINITY HEALTH CORP | 3.434 | 12/1/2048 | 800,000 | 874,365.94 | 0.39% |
| CONSERVATION FUND | 3.474 | 12/15/2029 | 800,000 | 859,625.10 | 0.38% |
| FNMA TBA 15 YR 2 | 2 | 8/17/2035 | 800,000 | 826,375.01 | 0.37% |
| FREDDIE MAC | 3.5 | 6/15/2026 | 780,000 | 821,171.36 | 0.36% |
| CLEARWAY ENERGY OP LLC | 4.75 | 3/15/2028 | 800,000 | 816,704.00 | 0.36% |
| CITY OF TORONTO CANADA | 2.6 | 9/24/2039 | 1,060,000 | 813,483.85 | 0.36% |
| PENNSYLVANIA ST UNIV | 2.345 | 9/1/2031 | 760,000 | 795,484.40 | 0.35% |
| HONG KONG | 2.5 | 5/28/2024 | 750,000 | 792,513.47 | 0.35% |
| CALIFORNIA ST HLTH FACS FING A | 2.984 | 6/1/2033 | 760,000 | 788,454.40 | 0.35% |
| CNH INDUSTRIAL CAP LLC | 4.875 | 4/1/2021 | 750,000 | 769,639.61 | 0.34% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/2026 | 705,000 | 769,580.54 | 0.34% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/2034 | 729,000 | 767,477.06 | 0.34% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/2022 | 775,000 | 767,421.91 | 0.34% |
| BLACKROCK INC | 1.9 | 1/28/2031 | 740,000 | 757,355.78 | 0.34% |
| BANK OF AMERICA CORP | 3.124 | 1/20/2023 | 725,000 | 751,100.17 | 0.33% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/2032 | 710,000 | 745,073.15 | 0.33% |
| PHILADELPHIA PA WTR WSTWTR R | 4.189 | 10/1/2037 | 665,000 | 738,429.30 | 0.33% |
| RIVERSIDE CNTY CA PENSN OBLG | 3.07 | 2/15/2028 | 670,000 | 717,911.70 | 0.32% |
| RIVERSIDE CNTY CA PENSN OBLG | 2.963 | 2/15/2027 | 670,000 | 711,700.80 | 0.32% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/2038 | 425,000 | 690,167.25 | 0.31% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/2031 | 644,000 | 689,840.44 | 0.31% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/2050 | 490,000 | 687,945.30 | 0.31% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/2031 | 640,000 | 680,937.60 | 0.30% |
| SCENTRE GROUP TRUST 1/2 | 4.375 | 5/28/2030 | 615,000 | 677,125.65 | 0.30% |
| AVANGRID INC | 3.2 | 4/15/2025 | 615,000 | 673,322.71 | 0.30% |
| STANFORD HEALTH CARE | 3.31 | 8/15/2030 | 595,000 | 667,812.99 | 0.30% |
| TRUIST FIN CORP | 3.875 | 3/19/2029 | 575,000 | 652,753.17 | 0.29% |
| NEW YORK TRANSPRTN DEV CORP LE | 4.248 | 9/1/2035 | 595,000 | 649,186.65 | 0.29% |
| MKT 2020 525M MORTGAGE TRUST | 2.694 | 2/12/2040 | 600,000 | 647,986.08 | 0.29% |
| HOME DEPOT INC | 5.95 | 4/1/2041 | 420,000 | 634,917.36 | 0.28% |
| FANNIE MAE | 5.625 | 7/15/2037 | 391,000 | 631,254.01 | 0.28% |
| AON PLC | 4.75 | 5/15/2045 | 500,000 | 626,590.87 | 0.28% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/2028 | 600,000 | 624,636.00 | 0.28% |
| COMMONSPIRIT HEALTH | 3.347 | 10/1/2029 | 600,000 | 618,326.05 | 0.27% |
| BLUEHUB LOAN FUND | 2.89 | 1/1/2027 | 600,000 | 606,828.77 | 0.27% |
| FNMA POOL BE8063 | 3 | 12/1/2046 | 571,103 | 604,501.90 | 0.27% |
| AMGEN INC | 3.2 | 11/2/2027 | 525,000 | 592,353.89 | 0.26% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.1283 | 7/5/2031 | 555,000 | 589,281.96 | 0.26% |
| NATIONWIDE MUTUAL INSURA | 4.35 | 4/30/2050 | 550,000 | 588,077.89 | 0.26% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/2050 | 325,000 | 584,096.50 | 0.26% |
| AT+T INC | 4.75 | 5/15/2046 | 485,000 | 582,349.74 | 0.26% |
| AXA SA | 8.6 | 12/15/2030 | 400,000 | 581,406.22 | 0.26% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/2027 | 510,000 | 576,030.17 | 0.26% |
| BANK OF AMERICA CORP | 2.456 | 10/22/2025 | 545,000 | 572,905.73 | 0.25% |
| BPCE SA | 4.875 | 4/1/2026 | 500,000 | 567,594.67 | 0.25% |
| MASS MUTUAL LIFE INS CO | 3.375 | 4/15/2050 | 550,000 | 567,040.74 | 0.25% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/2041 | 435,000 | 561,250.05 | 0.25% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/2035 | 420,000 | 558,671.40 | 0.25% |
| FANNIE MAE | 3.5 | 8/25/2058 | 509,351 | 550,400.79 | 0.24% |
| US BANCORP | 3.6 | 9/11/2024 | 493,000 | 549,138.35 | 0.24% |
| GREENKO DUTCH BV | 5.25 | 7/24/2024 | 545,000 | 541,054.20 | 0.24% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/2024 | 505,000 | 535,754.50 | 0.24% |
| SBA TOWER TRUST | 3.869 | 10/15/2049 | 500,000 | 529,817.90 | 0.24% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/2048 | 420,000 | 529,166.16 | 0.23% |
| MORGAN STANLEY CAPITAL I TRUST | 0.88475 | 11/15/2034 | 531,000 | 528,219.31 | 0.23% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/2024 | 500,000 | 527,083.50 | 0.23% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/2029 | 500,000 | 525,474.28 | 0.23% |
| BIOGEN INC | 5.2 | 9/15/2045 | 400,000 | 525,264.77 | 0.23% |
| VENTAS REALTY LP | 3.5 | 2/1/2025 | 500,000 | 516,686.21 | 0.23% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/2045 | 400,000 | 516,231.64 | 0.23% |
| CITIGROUP INC | 3.352 | 4/24/2025 | 475,000 | 513,504.81 | 0.23% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/2028 | 500,000 | 508,415.00 | 0.23% |
| KLABIN AUSTRIA GMBH | 5.75 | 4/3/2029 | 480,000 | 507,211.20 | 0.23% |
| AZURE POWER SOLAR ENERGY | 5.65 | 12/24/2024 | 500,000 | 505,962.50 | 0.22% |
| AT+T INC | 3.95 | 1/15/2025 | 445,000 | 498,621.08 | 0.22% |
| AIR LEASE CORP | 3.625 | 12/1/2027 | 500,000 | 488,546.98 | 0.22% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/2027 | 500,000 | 479,855.00 | 0.21% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/2044 | 395,000 | 478,182.81 | 0.21% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/2026 | 430,000 | 476,509.21 | 0.21% |
| AMERICAN BUILDERS CONTRACTOR | 0 | 1/15/2027 | 496,250 | 474,787.19 | 0.21% |
| HAT HOLDINGS I LLC/HAT | 6 | 4/15/2025 | 450,000 | 472,218.75 | 0.21% |
| YALE UNIVERSITY | 1.482 | 4/15/2030 | 460,000 | 465,567.31 | 0.21% |
| KOHL S CORPORATION | 9.5 | 5/15/2025 | 405,000 | 463,176.31 | 0.21% |
| ALTICE FRANCE SA | 0 | 1/31/2026 | 474,675 | 456,281.12 | 0.20% |
| JM SMUCKER CO | 4.25 | 3/15/2035 | 380,000 | 449,073.51 | 0.20% |
| UNUM GROUP | 4.5 | 3/15/2025 | 415,000 | 446,219.73 | 0.20% |
| AMAZON.COM INC | 4.8 | 12/5/2034 | 325,000 | 445,638.83 | 0.20% |
| OREGON ST HLTH SCIENCE UNIV | 5 | 7/1/2045 | 350,000 | 441,987.00 | 0.20% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/2045 | 410,749 | 439,406.12 | 0.20% |
| DIST OF COLUMBIA REVENUE | 3.432 | 4/1/2042 | 430,000 | 434,489.20 | 0.19% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/2021 | 425,000 | 432,104.18 | 0.19% |
| FNMA POOL 932441 | 4 | 1/1/2040 | 392,985 | 431,159.78 | 0.19% |
| AMERICAN INTL GROUP | 3.9 | 4/1/2026 | 380,000 | 429,654.16 | 0.19% |
| APTIV CORP | 4.15 | 3/15/2024 | 401,000 | 428,268.05 | 0.19% |
| THERMO FISHER SCIENTIFIC | 4.133 | 3/25/2025 | 375,000 | 427,839.39 | 0.19% |
| DIGNITY HEALTH | 4.5 | 11/1/2042 | 408,000 | 425,958.92 | 0.19% |
| RUSH OBLIGATED GROUP | 3.922 | 11/15/2029 | 375,000 | 421,468.46 | 0.19% |
| VIACOMCBS INC | 2.9 | 1/15/2027 | 400,000 | 420,499.52 | 0.19% |
| SELF HELP CREDIT | 2.5 | 6/27/2022 | 400,000 | 418,407.46 | 0.19% |
| AMERICAN TOWER CORP | 5 | 2/15/2024 | 362,000 | 413,187.61 | 0.18% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/2024 | 400,000 | 405,732.00 | 0.18% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 383,000 | 403,658.06 | 0.18% |
| FANNIE MAE | 3.5 | 3/25/2027 | 368,000 | 401,780.56 | 0.18% |
| DC OFFICE TRUST | 2.965 | 9/15/2045 | 370,000 | 401,157.77 | 0.18% |
| WRKCO INC | 3 | 9/15/2024 | 375,000 | 399,084.58 | 0.18% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/2045 | 300,000 | 398,057.35 | 0.18% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/2022 | 375,000 | 397,071.23 | 0.18% |
| GS MORTGAGE SECURITIES TRUST | 0.88475 | 7/15/2032 | 395,000 | 392,041.69 | 0.17% |
| THERMO FISHER SCIENTIFIC | 2.375 | 4/15/2032 | 305,000 | 391,323.95 | 0.17% |
| CHANGE HEALTH / FIN INC | 5.75 | 3/1/2025 | 395,000 | 390,978.90 | 0.17% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/2045 | 291,000 | 387,481.51 | 0.17% |
| AIA GROUP LTD | 4.5 | 3/16/2046 | 325,000 | 387,426.20 | 0.17% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/2023 | 387,551 | 377,700.89 | 0.17% |
| AEGEA FINANCE SARL | 5.75 | 10/10/2024 | 370,000 | 376,051.35 | 0.17% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/2023 | 340,000 | 374,659.60 | 0.17% |
| WELLS FARGO COMMERCIAL MORTGAG | 3.617 | 9/15/2057 | 340,000 | 372,794.16 | 0.17% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/2041 | 225,000 | 372,642.75 | 0.17% |
| BRISTOL MYERS SQUIBB CO | 3.875 | 8/15/2025 | 325,000 | 369,966.28 | 0.16% |
| CITY OF HOPE/THE | 5.623 | 11/15/2043 | 250,000 | 364,131.26 | 0.16% |
| FREDDIE MAC | 2.5 | 12/15/2042 | 348,300 | 362,827.55 | 0.16% |
| FREMF MORTGAGE TRUST | 4.220706 | 10/25/2031 | 461,000 | 362,552.85 | 0.16% |
| ARDAGH PKG FIN/HLDGS USA | 5.25 | 8/15/2027 | 360,000 | 354,265.20 | 0.16% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/2025 | 325,000 | 350,252.30 | 0.16% |
| ILLINOIS ST | 5.1 | 6/1/2033 | 335,000 | 340,336.55 | 0.15% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/2040 | 200,000 | 339,746.00 | 0.15% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/2026 | 300,000 | 335,941.02 | 0.15% |
| ADVOCATE HEALTH CORP | 2.211 | 6/15/2030 | 325,000 | 333,753.44 | 0.15% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/2047 | 300,000 | 326,135.16 | 0.14% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/2021 | 320,000 | 323,718.40 | 0.14% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/2046 | 300,000 | 321,734.10 | 0.14% |
| FNMA POOL AS3608 | 2.5 | 12/1/2043 | 303,177 | 321,291.08 | 0.14% |
| APPLE INC | 2.65 | 5/11/2050 | 300,000 | 315,862.68 | 0.14% |
| REGENCY CENTERS LP | 3.75 | 6/15/2024 | 300,000 | 315,711.12 | 0.14% |
| COMM MORTGAGE TRUST | 2.941 | 1/10/2046 | 304,902 | 314,196.47 | 0.14% |
| COMM MORTGAGE TRUST | 3.183 | 2/10/2048 | 291,000 | 313,195.85 | 0.14% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/2044 | 250,000 | 307,316.29 | 0.14% |
| DIGNITY HEALTH | 5.267 | 11/1/2064 | 250,000 | 299,382.73 | 0.13% |
| STARBUCKS CORP | 3.75 | 12/1/2047 | 275,000 | 296,736.49 | 0.13% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/2024 | 265,000 | 294,324.09 | 0.13% |
| SBA TOWER TRUST | 3.168 | 4/9/2047 | 290,000 | 293,165.21 | 0.13% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/2047 | 230,000 | 287,872.58 | 0.13% |
| MICRON TECHNOLOGY INC | 4.64 | 2/6/2024 | 260,000 | 286,776.15 | 0.13% |
| CHARTER COMM OPT LLC/CAP | 5.75 | 4/1/2048 | 225,000 | 280,514.60 | 0.12% |
| CHARTER COMMUNICATIONS OPERATI | 0 | 2/1/2027 | 288,151 | 277,745.86 | 0.12% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/2026 | 250,000 | 277,266.71 | 0.12% |
| COOPERATIEVE RABOBANK UA | 3.875 | 9/26/2023 | 250,000 | 273,334.15 | 0.12% |
| MET TRANSPRTN AUTH NY REVENUE | 5 | 11/15/2050 | 240,000 | 272,604.00 | 0.12% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/2023 | 245,000 | 265,724.55 | 0.12% |
| BNP PARIBAS | 3.8 | 1/10/2024 | 245,000 | 265,637.79 | 0.12% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/2036 | 235,000 | 264,807.40 | 0.12% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/2045 | 215,000 | 264,774.04 | 0.12% |
| FREMF MORTGAGE TRUST | 3.799847 | 11/25/2049 | 250,000 | 264,361.65 | 0.12% |
| CPT MORTGAGE TRUST | 2.865 | 11/13/2039 | 240,000 | 262,924.56 | 0.12% |
| VODAFONE GROUP PLC | 6.15 | 2/27/2037 | 185,000 | 259,597.99 | 0.12% |
| BPCE SA | 3 | 5/22/2022 | 250,000 | 258,660.33 | 0.11% |
| AMERICAN TOWER CORP | 3.375 | 5/15/2024 | 235,000 | 255,458.29 | 0.11% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/2023 | 250,000 | 253,211.90 | 0.11% |
| LENNAR CORP | 4.125 | 1/15/2022 | 245,000 | 248,607.63 | 0.11% |
| AMAZON.COM INC | 3.875 | 8/22/2037 | 200,000 | 247,957.74 | 0.11% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/2039 | 222,201 | 247,297.89 | 0.11% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2021 | 250,000 | 242,570.00 | 0.11% |
| FREDDIE MAC | 3.5 | 12/15/2025 | 229,351 | 240,972.98 | 0.11% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/2041 | 175,000 | 239,297.84 | 0.11% |
| MORGAN STANLEY | 3.95 | 4/23/2027 | 210,000 | 236,564.65 | 0.10% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2022 | 250,000 | 236,352.50 | 0.10% |
| FREMF MORTGAGE TRUST | 3.881603 | 11/25/2050 | 220,000 | 235,450.07 | 0.10% |
| FNMA POOL MA1931 | 2.5 | 6/1/2024 | 223,749 | 234,558.29 | 0.10% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/2032 | 217,037 | 232,449.19 | 0.10% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/2027 | 205,000 | 231,490.10 | 0.10% |
| FNMA POOL 745327 | 6 | 3/1/2036 | 197,214 | 230,383.61 | 0.10% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/18/2023 | 234,495 | 226,346.66 | 0.10% |
| FINASTRA USA, INC,. | 0 | 6/13/2024 | 253,975 | 223,180.67 | 0.10% |
| EBAY INC | 3.6 | 6/5/2027 | 195,000 | 221,654.82 | 0.10% |
| ADIENT US LLC | 0 | 5/6/2024 | 222,750 | 215,065.13 | 0.10% |
| FANNIE MAE | 3.5 | 7/25/2054 | 203,792 | 214,589.07 | 0.10% |
| ILLINOIS ST | 3.86 | 4/1/2021 | 215,000 | 213,563.80 | 0.09% |
| DUKE REALTY LP | 3.625 | 4/15/2023 | 200,000 | 212,604.37 | 0.09% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/2023 | 200,000 | 210,310.65 | 0.09% |
| FNMA POOL AY3370 | 2.5 | 4/1/2045 | 197,252 | 209,042.71 | 0.09% |
| FNMA POOL AB4168 | 3.5 | 1/1/2032 | 194,463 | 208,109.15 | 0.09% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/2027 | 185,000 | 205,789.20 | 0.09% |
| GRAY TELEVISION INC | 5.875 | 7/15/2026 | 200,000 | 199,537.00 | 0.09% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/2040 | 125,000 | 197,846.25 | 0.09% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/2047 | 180,167 | 193,751.48 | 0.09% |
| NETS HOLDING A/S | 0 | 2/6/2025 | 176,389 | 191,755.11 | 0.09% |
| CON EDISON CO OF NY INC | 4.125 | 5/15/2049 | 155,000 | 189,288.03 | 0.08% |
| FNMA POOL AE4192 | 4 | 10/1/2040 | 168,531 | 187,454.73 | 0.08% |
| FREMF MORTGAGE TRUST | 4.12697 | 7/25/2049 | 175,000 | 185,953.29 | 0.08% |
| PROLOGIS LP | 3.25 | 10/1/2026 | 165,000 | 185,439.53 | 0.08% |
| SEATTLE SPINCO INC | 0 | 6/21/2024 | 195,711 | 183,479.37 | 0.08% |
| COTY INC | 0 | 4/7/2025 | 203,230 | 182,652.78 | 0.08% |
| NEW YORK LIFE INSURANCE | 3.75 | 5/15/2050 | 160,000 | 181,194.92 | 0.08% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/2024 | 160,000 | 180,676.74 | 0.08% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/2023 | 164,000 | 179,492.80 | 0.08% |
| GO DADDY OPER CO LLC | 0 | 2/15/2024 | 185,815 | 179,404.36 | 0.08% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/2024 | 165,000 | 177,733.43 | 0.08% |
| FED HM LN PC POOL J17791 | 3 | 1/1/2027 | 168,110 | 177,600.10 | 0.08% |
| FNMA POOL AB6472 | 2 | 10/1/2027 | 166,495 | 174,228.41 | 0.08% |
| FREMF MORTGAGE TRUST | 4.213669 | 7/25/2050 | 155,000 | 170,120.99 | 0.08% |
| FANNIE MAE | 3 | 2/25/2049 | 160,142 | 169,446.27 | 0.08% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2024 | 165,000 | 168,714.15 | 0.07% |
| PRUDENTIAL PLC | 3.125 | 4/14/2030 | 155,000 | 166,883.44 | 0.07% |
| KIMCO REALTY CORP | 3.4 | 11/1/2022 | 160,000 | 166,618.54 | 0.07% |
| FNMA POOL AP9592 | 3.5 | 10/1/2032 | 155,245 | 166,222.23 | 0.07% |
| FED HM LN PC POOL G01837 | 5 | 7/1/2035 | 143,205 | 164,484.00 | 0.07% |
| BLACKHAWK NETWORK HLDGS INC | 0 | 6/15/2025 | 176,400 | 163,023.06 | 0.07% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/2022 | 155,000 | 162,897.70 | 0.07% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/2035 | 147,966 | 162,649.77 | 0.07% |
| FANNIE MAE CAS | 4.51825 | 5/25/2029 | 155,868 | 162,604.90 | 0.07% |
| MCCORMICK + CO | 2.5 | 4/15/2030 | 155,000 | 162,034.06 | 0.07% |
| USI INC | 0 | 5/16/2024 | 170,188 | 162,018.51 | 0.07% |
| FED HM LN PC POOL A95085 | 4 | 11/1/2040 | 147,522 | 161,806.19 | 0.07% |
| BANK | 3.314 | 11/15/2050 | 147,000 | 159,750.96 | 0.07% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/2052 | 120,000 | 157,064.23 | 0.07% |
| FANNIE MAE | 3 | 9/25/2047 | 143,667 | 154,035.56 | 0.07% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/2038 | 140,000 | 152,663.00 | 0.07% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/2030 | 130,000 | 150,956.00 | 0.07% |
| FREMF MORTGAGE TRUST | 4.172991 | 7/25/2027 | 136,000 | 147,725.77 | 0.07% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/2040 | 128,689 | 147,464.19 | 0.07% |
| FANNIE MAE | 3 | 9/25/2047 | 136,455 | 146,006.49 | 0.06% |
| FED HM LN PC POOL A94362 | 4 | 10/1/2040 | 126,145 | 140,241.06 | 0.06% |
| FNMA POOL AR1524 | 2 | 1/1/2028 | 134,485 | 139,892.90 | 0.06% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2025 | 135,000 | 138,658.50 | 0.06% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/2026 | 141,738 | 136,311.65 | 0.06% |
| DIAMOND (BC) B V | 0 | 9/6/2024 | 146,250 | 135,037.45 | 0.06% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/2027 | 122,853 | 130,329.80 | 0.06% |
| FED HM LN PC POOL 849167 | 2.845 | 10/1/2043 | 125,349 | 129,968.74 | 0.06% |
| FNMA POOL AB1343 | 4.5 | 8/1/2040 | 108,462 | 122,182.05 | 0.05% |
| FNMA POOL MA1630 | 4 | 10/1/2033 | 113,218 | 121,972.59 | 0.05% |
| FNMA POOL BE1416 | 2.5 | 11/1/2031 | 115,907 | 121,506.00 | 0.05% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/2032 | 100,000 | 121,389.29 | 0.05% |
| WYNDHAM HOTELS + RESORTS INC | 0 | 5/30/2025 | 127,725 | 121,083.30 | 0.05% |
| FNMA POOL 930672 | 4.5 | 3/1/2039 | 107,167 | 119,329.15 | 0.05% |
| CROWN FIN US INC | 0 | 2/28/2025 | 154,296 | 116,879.55 | 0.05% |
| FNMA POOL MA0949 | 3.5 | 1/1/2032 | 108,654 | 116,294.70 | 0.05% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/2033 | 113,264 | 116,237.65 | 0.05% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/2035 | 105,578 | 115,385.29 | 0.05% |
| FNMA POOL AE0216 | 4 | 8/1/2040 | 102,976 | 113,081.20 | 0.05% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/2036 | 94,062 | 108,067.60 | 0.05% |
| FANNIE MAE CAS | 3.71825 | 7/25/2029 | 105,292 | 107,961.28 | 0.05% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/2023 | 100,000 | 106,605.73 | 0.05% |
| FED HM LN PC POOL A89384 | 4 | 10/1/2039 | 96,160 | 105,706.01 | 0.05% |
| FREMF MORTGAGE TRUST | 4.011729 | 2/25/2050 | 100,000 | 105,081.55 | 0.05% |
| FED HM LN PC POOL G04997 | 5 | 1/1/2037 | 89,659 | 102,958.79 | 0.05% |
| FED HM LN PC POOL G06079 | 6 | 7/1/2039 | 87,806 | 102,619.16 | 0.05% |
| SELF HELP CREDIT UN | 2.2 | 6/25/2021 | 100,000 | 102,052.41 | 0.05% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/2027 | 100,000 | 101,633.00 | 0.05% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/2036 | 91,424 | 101,056.90 | 0.04% |
| HOWARD UNIVERSITY | 2.657 | 10/1/2026 | 100,000 | 100,899.79 | 0.04% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/2024 | 105,090 | 100,098.18 | 0.04% |
| FREMF MORTGAGE TRUST | 3.975348 | 10/25/2049 | 90,000 | 99,396.18 | 0.04% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/2022 | 95,000 | 95,295.31 | 0.04% |
| FNMA POOL MA0639 | 4 | 2/1/2041 | 86,188 | 94,675.08 | 0.04% |
| CHG PPC PARENT LLC | 0 | 3/31/2025 | 98,000 | 93,712.50 | 0.04% |
| FREMF MORTGAGE TRUST | 4.078831 | 9/25/2049 | 85,000 | 91,909.07 | 0.04% |
| FREMF MORTGAGE TRUST | 3.799847 | 11/25/2049 | 90,000 | 90,989.86 | 0.04% |
| FNMA POOL 995243 | 4.5 | 8/1/2038 | 81,289 | 90,405.61 | 0.04% |
| FED HM LN PC POOL A89148 | 4 | 10/1/2039 | 79,401 | 87,261.68 | 0.04% |
| FED HM LN PC POOL A93101 | 5 | 7/1/2040 | 72,672 | 83,556.27 | 0.04% |
| VODAFONE GROUP PLC | 4.375 | 2/19/2043 | 70,000 | 81,589.69 | 0.04% |
| FNMA POOL 190370 | 6 | 6/1/2036 | 69,147 | 80,752.15 | 0.04% |
| FNMA POOL BD1153 | 3 | 8/1/2046 | 75,675 | 80,087.57 | 0.04% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/2033 | 70,000 | 78,299.90 | 0.03% |
| FED HM LN PC POOL A95796 | 4 | 12/1/2040 | 70,779 | 77,679.57 | 0.03% |
| FNMA POOL AL1627 | 4.5 | 9/1/2041 | 69,320 | 77,194.87 | 0.03% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/2041 | 69,100 | 76,878.68 | 0.03% |
| FREMF MORTGAGE TRUST | 4.117066 | 5/25/2050 | 70,000 | 75,701.92 | 0.03% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/2022 | 75,000 | 75,211.98 | 0.03% |
| FNMA POOL AE0625 | 4 | 12/1/2040 | 64,856 | 73,142.19 | 0.03% |
| FNMA POOL 995082 | 5.5 | 8/1/2037 | 61,590 | 70,740.94 | 0.03% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/2041 | 60,985 | 70,110.28 | 0.03% |
| FED HM LN PC POOL G08499 | 3 | 7/1/2042 | 62,807 | 67,313.76 | 0.03% |
| FREMF MORTGAGE TRUST | 3.881603 | 11/25/2050 | 65,000 | 65,211.54 | 0.03% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/2025 | 57,000 | 63,461.68 | 0.03% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 65,934 | 63,166.84 | 0.03% |
| FREMF MORTGAGE TRUST | 4.158706 | 11/25/2032 | 67,000 | 62,367.36 | 0.03% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/2037 | 55,697 | 59,899.84 | 0.03% |
| FNMA POOL AD1649 | 4 | 3/1/2040 | 50,791 | 55,775.39 | 0.02% |
| FNMA POOL AA9846 | 4 | 8/1/2039 | 49,058 | 53,838.86 | 0.02% |
| FED HM LN PC POOL A87874 | 4 | 8/1/2039 | 47,714 | 52,899.13 | 0.02% |
| FNMA POOL AC9564 | 4.5 | 2/1/2040 | 47,145 | 52,706.02 | 0.02% |
| FREDDIE MAC STACR | 1.81825 | 4/25/2043 | 52,657 | 52,194.07 | 0.02% |
| FNMA POOL AC1877 | 4.5 | 9/1/2039 | 46,075 | 51,242.16 | 0.02% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/2027 | 47,116 | 49,488.41 | 0.02% |
| FNMA POOL AE0215 | 4 | 12/1/2039 | 44,897 | 49,269.45 | 0.02% |
| FNMA POOL AW4685 | 2.661 | 5/1/2044 | 47,190 | 48,855.86 | 0.02% |
| FED HM LN PC POOL A89729 | 4 | 11/1/2039 | 43,873 | 48,242.48 | 0.02% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/2029 | 40,000 | 46,366.00 | 0.02% |
| FNMA POOL AE0624 | 4 | 11/1/2040 | 41,147 | 45,193.86 | 0.02% |
| CORE + MAIN LP | 6.125 | 8/15/2025 | 45,000 | 44,989.43 | 0.02% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 46,323 | 44,379.10 | 0.02% |
| FNMA POOL AL0005 | 4.5 | 1/1/2041 | 38,931 | 43,344.82 | 0.02% |
| FREMF MORTGAGE TRUST | 3.853947 | 10/25/2049 | 40,000 | 40,936.09 | 0.02% |
| FNMA POOL AL0049 | 6 | 12/1/2035 | 34,235 | 39,732.28 | 0.02% |
| FNMA POOL AI7951 | 4.5 | 8/1/2036 | 35,198 | 38,979.76 | 0.02% |
| FNMA POOL AJ5974 | 4 | 12/1/2036 | 35,330 | 37,980.35 | 0.02% |
| FNMA POOL 889529 | 6 | 3/1/2038 | 32,406 | 37,858.99 | 0.02% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/2040 | 34,014 | 37,850.12 | 0.02% |
| FNMA POOL AE4113 | 4 | 10/1/2040 | 33,345 | 36,618.03 | 0.02% |
| FNMA POOL AC2817 | 4 | 10/1/2039 | 31,883 | 34,994.36 | 0.02% |
| FNMA POOL 745044 | 4.5 | 8/1/2035 | 31,450 | 34,390.17 | 0.02% |
| FNMA POOL AS8449 | 2.5 | 12/1/2031 | 27,836 | 29,233.03 | 0.01% |
| FED HM LN PC POOL G01838 | 5 | 7/1/2035 | 25,035 | 28,761.17 | 0.01% |
| MA FINANCECO LLC | 0 | 6/21/2024 | 28,980 | 27,169.08 | 0.01% |
| MISSION BROADCASTING INC | 0 | 1/17/2024 | 27,035 | 25,751.10 | 0.01% |
| FNMA POOL AE5143 | 4 | 11/1/2040 | 23,563 | 25,525.46 | 0.01% |
| FED HM LN PC POOL G01779 | 5 | 4/1/2035 | 22,056 | 25,345.60 | 0.01% |
| FED HM LN PC POOL A94742 | 4 | 11/1/2040 | 21,568 | 23,812.24 | 0.01% |
| FNMA POOL AB1763 | 4 | 11/1/2030 | 20,560 | 22,142.26 | 0.01% |
| FNMA POOL 890248 | 6 | 8/1/2037 | 18,089 | 21,121.17 | 0.01% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/2024 | 20,000 | 20,063.91 | 0.01% |
| FNMA POOL AD8033 | 4 | 8/1/2040 | 18,255 | 20,045.73 | 0.01% |
| FED HM LN PC POOL A12413 | 5 | 8/1/2033 | 17,015 | 19,521.63 | 0.01% |
| FED HM LN PC POOL A95084 | 4 | 11/1/2040 | 16,847 | 18,469.34 | 0.01% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/2036 | 14,580 | 17,023.79 | 0.01% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/2055 | 10,000 | 13,159.57 | 0.01% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/2041 | 11,455 | 12,223.66 | 0.01% |
| FNMA POOL MA0919 | 3.5 | 12/1/2031 | 10,980 | 11,554.15 | 0.01% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/2025 | 10,000 | 10,930.53 | 0.00% |
| FED HM LN PC POOL G05052 | 5 | 10/1/2033 | 9,097 | 10,104.94 | 0.00% |
| MICROSOFT CORP | 3.7 | 8/8/2046 | 5,000 | 6,237.37 | 0.00% |
| FNMA POOL AC5401 | 5 | 10/1/2039 | 4,589 | 5,273.80 | 0.00% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 3/9/2027 | - | - | 0.00% |
