Monday - Friday
9am to 6pm EST
Holdings
as of 9/30/2018
Swipe to view table
| Security Name | Coupon | Maturity | CUSIP | Shares | Market Value | Weight |
|---|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 10/11/48 | '01F0326A7 | 7,221,000.00 | 7,106,236.86 | 4.13% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 10/18/48 | '21H0326A3 | 5,300,000.00 | 5,270,394.36 | 3.06% |
| FANNIE MAE | 1.5 | 6/22/20 | '3135G0D75 | 5,328,000.00 | 5,215,115.66 | 3.03% |
| JAPAN TREASURY DISC BILL | 0 | 10/9/18 | 'ACI13S7L5 | 485,000,000.00 | 4,270,015.41 | 2.48% |
| FANNIE MAE | 5.625 | 7/15/37 | '31398AFD9 | 3,086,000.00 | 4,008,652.28 | 2.33% |
| GNMA II TBA 30 YR 3 | 3 | 10/18/48 | '21H0306A7 | 3,300,000.00 | 3,196,101.58 | 1.86% |
| FHLMC TBA 30 YR 4 | 4 | 10/11/48 | '02R0406A5 | 3,100,000.00 | 3,130,626.20 | 1.82% |
| FED HM LN PC POOL G08816 | 3.5 | 6/1/48 | '3128MJ4A5 | 2,999,999.55 | 2,955,605.71 | 1.72% |
| GNMA II TBA 30 YR 4 | 4 | 10/18/48 | '21H0406A6 | 2,200,000.00 | 2,237,554.73 | 1.30% |
| FNMA POOL BE4435 | 3 | 11/1/46 | '3140FP4V8 | 2,198,511.53 | 2,107,452.00 | 1.22% |
| FNMA POOL AN4301 | 3.15 | 1/1/27 | '3138LGX76 | 2,109,700.00 | 2,060,068.29 | 1.20% |
| FNMA POOL BC1171 | 3.5 | 6/1/46 | '3140EVJR9 | 2,014,158.69 | 1,990,054.21 | 1.16% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/37 | '3133EGC52 | 2,230,000.00 | 1,927,094.64 | 1.12% |
| JAPAN TREASURY DISC BILL | 0 | 11/5/18 | 'ACI147TR3 | 200,000,000.00 | 1,761,012.46 | 1.02% |
| FED HOME LN DISCOUNT NT | 0.01 | 11/28/18 | '313385R24 | 1,655,000.00 | 1,649,293.56 | 0.96% |
| FED HOME LN DISCOUNT NT | 0 | 10/31/18 | '313385M60 | 1,500,000.00 | 1,497,375.00 | 0.87% |
| FNMA POOL BJ6137 | 3.5 | 1/1/48 | '3140H7ZB6 | 1,499,999.62 | 1,477,405.40 | 0.86% |
| FNMA POOL AN6744 | 2.94 | 9/1/27 | '3138LKP68 | 1,500,000.00 | 1,439,956.26 | 0.84% |
| FNMA POOL AN7540 | 2.91 | 11/1/27 | '3138LLLW3 | 1,500,000.00 | 1,434,636.60 | 0.83% |
| FNMA POOL AN5557 | 2.9 | 5/1/27 | '3138LJE71 | 1,467,980.97 | 1,411,452.65 | 0.82% |
| FNMA POOL BD1165 | 3 | 10/1/46 | '3140F8JK4 | 1,459,512.50 | 1,398,239.35 | 0.81% |
| FNMA POOL AN1840 | 2.45 | 6/1/26 | '3138LEBJ9 | 1,466,713.05 | 1,381,902.92 | 0.80% |
| FNMA POOL AM7598 | 3.07 | 12/1/24 | '3138L8NQ3 | 1,369,563.32 | 1,347,186.98 | 0.78% |
| FNMA POOL 471478 | 2.61 | 8/1/22 | '31381UXF9 | 1,327,967.21 | 1,300,280.93 | 0.76% |
| FNMA POOL AN7300 | 3.29 | 11/1/27 | '3138LLDE2 | 1,222,438.77 | 1,199,589.79 | 0.70% |
| FNMA POOL AM5197 | 4.2 | 1/1/30 | '3138L5X39 | 1,156,180.36 | 1,186,806.13 | 0.69% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/28 | '67884XCP0 | 1,120,000.00 | 1,162,369.60 | 0.68% |
| FNMA POOL AM8659 | 2.88 | 4/1/31 | '3138L9TR3 | 1,242,034.89 | 1,143,854.58 | 0.66% |
| FNMA POOL AN2787 | 2.6 | 9/1/28 | '3138LFCZ9 | 1,150,000.00 | 1,064,185.61 | 0.62% |
| FNMA POOL AN2791 | 2.44 | 9/1/26 | '3138LFC55 | 1,106,745.83 | 1,040,408.50 | 0.60% |
| FNMA POOL AM7507 | 3.08 | 12/1/24 | '3138L8KV5 | 1,028,676.79 | 1,012,487.77 | 0.59% |
| FNMA POOL AM9154 | 3.18 | 6/1/30 | '3138LAE47 | 1,039,400.74 | 1,001,697.91 | 0.58% |
| FNMA POOL 469879 | 3.22 | 12/1/21 | '31381S6Q0 | 969,522.50 | 968,907.66 | 0.56% |
| FNMA POOL AM8148 | 2.68 | 3/1/27 | '3138L9BS0 | 991,596.27 | 943,270.70 | 0.55% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/44 | '3133EJFF1 | 974,000.00 | 942,981.02 | 0.55% |
| FNMA POOL AM6266 | 3.58 | 7/1/30 | '3138L66C7 | 954,873.30 | 940,323.17 | 0.55% |
| FNMA POOL AM9239 | 3.03 | 6/1/25 | '3138LAHR3 | 957,606.09 | 937,963.72 | 0.54% |
| HUDSON YARDS | 2.835 | 8/10/38 | '44421LAA0 | 1,000,000.00 | 934,215.50 | 0.54% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 10/18/48 | '21H0426A2 | 900,000.00 | 930,204.59 | 0.54% |
| FNMA POOL AN1767 | 2.98 | 6/1/31 | '3138LD6D0 | 961,228.92 | 895,593.21 | 0.52% |
| AMERICAN BLDRS CONTRACTORS | 0 | 10/31/23 | '02474RAF0 | 886,500.00 | 885,290.81 | 0.51% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A6YW6 | 847,000.00 | 856,227.98 | 0.50% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/45 | '67087MAA4 | 806,000.00 | 821,994.59 | 0.48% |
| FHLMC MULTIFAMILY STRUCTURED P | 3.8 | 2/25/27 | '3137FGZG3 | 799,784.26 | 812,000.16 | 0.47% |
| FREDDIE MAC | 3.5 | 6/15/26 | '3137ACFM6 | 780,000.00 | 789,488.93 | 0.46% |
| CNH INDUSTRIAL CAPITAL L | 4.875 | 4/1/21 | '12592BAF1 | 750,000.00 | 770,492.34 | 0.45% |
| CALIFORNIA ST | 7.625 | 3/1/40 | '13063BFR8 | 525,000.00 | 766,295.25 | 0.45% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.50375 | 7/25/24 | '3137F2LZ7 | 748,000.00 | 750,152.15 | 0.44% |
| NUMERICABLE GROUP SA | 0 | 1/31/26 | '963FXEII8 | 735,098.11 | 727,747.13 | 0.42% |
| FNMA POOL AM4796 | 3.3 | 12/1/23 | '3138L5KJ8 | 727,260.71 | 724,889.87 | 0.42% |
| FANNIEMAE ACES | 2.64648 | 7/25/24 | '3136AXVB8 | 740,000.00 | 716,001.28 | 0.42% |
| FNMA POOL 469683 | 3.54 | 11/1/21 | '31381SXL1 | 708,039.00 | 714,098.39 | 0.41% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/34 | '55282MAA2 | 729,000.00 | 709,694.77 | 0.41% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/26 | '10103DAA4 | 705,000.00 | 709,651.43 | 0.41% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/29 | '105340AP8 | 725,000.00 | 708,229.68 | 0.41% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/32 | '68245HAA2 | 710,000.00 | 706,680.75 | 0.41% |
| FNMA POOL BE8063 | 3 | 12/1/46 | '3140FT5Z0 | 734,844.48 | 704,436.82 | 0.41% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/45 | '01959LAA0 | 660,000.00 | 703,259.39 | 0.41% |
| LOS ANGELES CNTY CA PUBLIC WKS | 7.488 | 8/1/33 | '54473ENT7 | 540,000.00 | 701,892.00 | 0.41% |
| FEDERAL FARM CREDIT BANK | 3.51 | 6/11/40 | '3133EJKT5 | 725,000.00 | 696,506.05 | 0.40% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/24 | '939783TL0 | 700,000.00 | 695,261.00 | 0.40% |
| PARK AVENUE TRUST | 3.508 | 6/5/37 | '90187LAA7 | 712,000.00 | 694,335.92 | 0.40% |
| FNMA POOL AM3278 | 2.85 | 5/1/23 | '3138L3UC7 | 691,759.35 | 677,996.60 | 0.39% |
| SANTANDER UK PLC | 5 | 11/7/23 | '80283LAA1 | 650,000.00 | 656,273.15 | 0.38% |
| FNMA POOL AM7903 | 3.38 | 1/1/27 | '3138L8X90 | 660,857.23 | 656,267.71 | 0.38% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/31 | '12625CAJ2 | 644,000.00 | 656,056.00 | 0.38% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/31 | '12625CAC7 | 640,000.00 | 644,469.38 | 0.37% |
| SWEDBANK AB | 2.2 | 3/4/20 | '87020PAE7 | 650,000.00 | 640,588.10 | 0.37% |
| COTY INC | 0 | 4/7/25 | '22207EBG8 | 608,874.00 | 603,165.81 | 0.35% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/50 | '02765UEQ3 | 490,000.00 | 596,359.40 | 0.35% |
| MCLAREN HEALTH CARE CORP | 4.386 | 5/15/48 | '581760AV7 | 590,000.00 | 581,281.11 | 0.34% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/38 | '316773CH1 | 425,000.00 | 581,199.95 | 0.34% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.1283 | 7/5/31 | '46649XAA5 | 555,000.00 | 569,969.90 | 0.33% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/28 | '88947EAT7 | 600,000.00 | 552,930.00 | 0.32% |
| FNMA POOL AM5146 | 3.47 | 1/1/24 | '3138L5WG1 | 547,935.62 | 550,193.39 | 0.32% |
| TREEHOUSE FOODS INC | 6 | 2/15/24 | '89469AAC8 | 530,000.00 | 549,212.50 | 0.32% |
| ILLINOIS ST | 5.877 | 3/1/19 | '452152HU8 | 540,000.00 | 546,253.20 | 0.32% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/45 | '3132QQAC6 | 564,671.70 | 543,756.42 | 0.32% |
| MORGAN STANLEY CAPITAL I TRUST | 2.85844 | 11/15/34 | '61691LAA7 | 531,000.00 | 530,815.00 | 0.31% |
| HOME DEPOT INC | 5.95 | 4/1/41 | '437076AV4 | 420,000.00 | 523,919.59 | 0.30% |
| AXA SA | 8.6 | 12/15/30 | '054536AA5 | 400,000.00 | 521,000.00 | 0.30% |
| AUTONATION INC | 5.5 | 2/1/20 | '05329WAK8 | 500,000.00 | 513,112.86 | 0.30% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/23 | '911365BC7 | 500,000.00 | 505,625.00 | 0.29% |
| GREENKO DUTCH BV | 5.25 | 7/24/24 | '39530LAB6 | 545,000.00 | 504,125.00 | 0.29% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/27 | '25483VSC9 | 500,000.00 | 503,460.00 | 0.29% |
| BPCE SA | 4.875 | 4/1/26 | '05578QAE3 | 500,000.00 | 499,984.11 | 0.29% |
| SBA TOWER TRUST | 3.869 | 10/15/49 | '78403DAH3 | 500,000.00 | 499,422.10 | 0.29% |
| RYDER SYSTEM INC | 2.35 | 2/26/19 | '78355HJU4 | 500,000.00 | 499,194.01 | 0.29% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/35 | '57586ETQ4 | 420,000.00 | 499,128.00 | 0.29% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/21 | '7591EPAK6 | 500,000.00 | 497,949.21 | 0.29% |
| CINCINNATI OH CITY SCH DIST | 3.375 | 6/1/26 | '172252K23 | 500,000.00 | 497,450.00 | 0.29% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/24 | '26884TAL6 | 500,000.00 | 496,796.07 | 0.29% |
| FNMA POOL 932441 | 4 | 1/1/40 | '31412Q5A3 | 487,325.07 | 495,970.75 | 0.29% |
| DIGNITY HEALTH | 5.267 | 11/1/64 | '254010AE1 | 500,000.00 | 494,645.80 | 0.29% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/27 | '22535WAB3 | 510,000.00 | 494,326.84 | 0.29% |
| BPCE SA | 2.25 | 1/27/20 | '05578DAR3 | 500,000.00 | 493,708.00 | 0.29% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/21 | '571903AN3 | 500,000.00 | 492,742.59 | 0.29% |
| CONSOLIDATED EDISON CO O | 3.3 | 12/1/24 | '209111FE8 | 500,000.00 | 489,825.02 | 0.28% |
| US BANCORP | 3.6 | 9/11/24 | '91159HHK9 | 493,000.00 | 488,975.24 | 0.28% |
| TORONTO DOMINION BANK | 1.85 | 9/11/20 | '89114QBT4 | 500,000.00 | 488,790.02 | 0.28% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/24 | '709193LY0 | 505,000.00 | 487,617.90 | 0.28% |
| XEROX CORPORATION | 5.625 | 12/15/19 | '984121CA9 | 475,000.00 | 486,516.99 | 0.28% |
| CMWLTH FING AUTH PA | 3.781 | 6/1/31 | '20281PKS0 | 500,000.00 | 486,180.00 | 0.28% |
| CDW LLC | 0 | 8/17/23 | '12512YAF8 | 481,290.53 | 482,822.00 | 0.28% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/45 | '675553AA9 | 400,000.00 | 481,160.39 | 0.28% |
| VENTAS REALTY LP | 3.5 | 2/1/25 | '92277GAE7 | 500,000.00 | 478,050.86 | 0.28% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/50 | '072024NV0 | 325,000.00 | 477,529.00 | 0.28% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/41 | '215813HU3 | 435,000.00 | 471,344.25 | 0.27% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/28 | '650116BD7 | 500,000.00 | 469,385.00 | 0.27% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/24 | '914908AX6 | 480,330.35 | 467,807.66 | 0.27% |
| AIR LEASE CORP | 3.875 | 4/1/21 | '00912XAM6 | 450,000.00 | 452,762.45 | 0.26% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/23 | '78249LAB6 | 439,875.00 | 442,899.14 | 0.26% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/22 | '00774MAA3 | 450,000.00 | 441,883.83 | 0.26% |
| FNMA POOL AN1410 | 3.01 | 5/1/28 | '3138LDR88 | 459,262.20 | 440,637.57 | 0.26% |
| AT+T INC | 3.95 | 1/15/25 | '00206RDD1 | 445,000.00 | 438,747.85 | 0.25% |
| FNMA POOL MA1931 | 2.5 | 6/1/24 | '31418BED4 | 437,028.33 | 432,312.47 | 0.25% |
| BIOGEN INC | 5.2 | 9/15/45 | '09062XAD5 | 400,000.00 | 425,955.32 | 0.25% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/21 | '446150AJ3 | 425,000.00 | 421,564.71 | 0.24% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/48 | '744448CQ2 | 420,000.00 | 417,470.76 | 0.24% |
| WELLTOWER INC | 5.25 | 1/15/22 | '42217KAW6 | 400,000.00 | 417,416.19 | 0.24% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/26 | '10112RAX2 | 430,000.00 | 417,239.40 | 0.24% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/22 | '13645RAP9 | 400,000.00 | 412,203.14 | 0.24% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/25 | '92343VEN0 | 424,000.00 | 412,150.49 | 0.24% |
| MEXICO CITY ARPT TRUST | 3.875 | 4/30/28 | '59284MAC8 | 455,000.00 | 409,504.55 | 0.24% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/24 | '85208EAB6 | 403,850.00 | 405,112.03 | 0.24% |
| APTIV CORP | 4.15 | 3/15/24 | '247126AJ4 | 401,000.00 | 402,259.59 | 0.23% |
| GS MORTGAGE SECURITIES TRUST | 2.85844 | 7/15/32 | '36253XAA3 | 395,000.00 | 395,349.02 | 0.23% |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.8079 | 11/15/48 | '12635RAX6 | 388,000.00 | 390,215.09 | 0.23% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A7GE4 | 383,000.00 | 387,800.52 | 0.23% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/44 | '686515AA5 | 395,000.00 | 387,436.87 | 0.23% |
| DIGNITY HEALTH | 4.5 | 11/1/42 | '254010AB7 | 408,000.00 | 382,755.69 | 0.22% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/45 | '685869EJ4 | 350,000.00 | 380,460.50 | 0.22% |
| AMERICAN TOWER CORP | 5 | 2/15/24 | '03027XAD2 | 362,000.00 | 378,976.11 | 0.22% |
| TOTAL SYSTEM SERVICES IN | 4 | 6/1/23 | '891906AE9 | 375,000.00 | 377,825.56 | 0.22% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/22 | '21685WDF1 | 375,000.00 | 373,217.99 | 0.22% |
| AMERICAN INTL GROUP | 3.9 | 4/1/26 | '026874DH7 | 380,000.00 | 372,092.56 | 0.22% |
| FANNIE MAE | 3.5 | 3/25/27 | '3136A4A82 | 368,000.00 | 370,727.58 | 0.22% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3 | 11/15/22 | '74443UBF9 | 360,000.00 | 360,194.40 | 0.21% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/23 | '786091AD0 | 340,000.00 | 360,063.40 | 0.21% |
| JM SMUCKER CO | 4.25 | 3/15/35 | '832696AM0 | 380,000.00 | 359,531.85 | 0.21% |
| CBS CORP | 2.9 | 1/15/27 | '124857AR4 | 400,000.00 | 358,528.86 | 0.21% |
| AMAZON.COM INC | 4.8 | 12/5/34 | '023135AP1 | 325,000.00 | 355,538.52 | 0.21% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/45 | '649322AA2 | 365,000.00 | 355,125.90 | 0.21% |
| WESTROCK CO | 3 | 9/15/24 | '96145DAA3 | 375,000.00 | 354,960.11 | 0.21% |
| AT+T INC | 3.00125 | 3/11/19 | '00206RCD2 | 350,000.00 | 350,897.63 | 0.20% |
| AEGEA FINANCE SARL | 5.75 | 10/10/24 | '00775CAA4 | 370,000.00 | 346,875.00 | 0.20% |
| FREDDIE MAC | 3.5 | 12/15/25 | '3137A4BE6 | 343,000.00 | 346,861.15 | 0.20% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/24 | '11134LAF6 | 355,000.00 | 345,323.93 | 0.20% |
| AIA GROUP LTD | 4.5 | 3/16/46 | '00131LAE5 | 325,000.00 | 333,023.83 | 0.19% |
| FNMA POOL AS3608 | 2.5 | 12/1/43 | '3138WDAJ0 | 353,315.91 | 328,804.13 | 0.19% |
| ILLINOIS ST | 5.547 | 4/1/19 | '452152FK2 | 325,000.00 | 328,763.50 | 0.19% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/45 | '161175BA1 | 300,000.00 | 323,551.41 | 0.19% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/39 | '3128MJL57 | 310,210.36 | 323,353.11 | 0.19% |
| ILLINOIS ST | 5.1 | 6/1/33 | '452151LF8 | 335,000.00 | 322,048.90 | 0.19% |
| MORGAN STANLEY | 3.625 | 1/20/27 | '61746BEF9 | 335,000.00 | 322,032.77 | 0.19% |
| CELGENE CORP | 3.875 | 8/15/25 | '151020AS3 | 325,000.00 | 320,646.82 | 0.19% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/41 | '646139X83 | 225,000.00 | 310,817.25 | 0.18% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/25 | '254709AL2 | 325,000.00 | 310,239.34 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/46 | '61762XAU1 | 300,000.00 | 309,223.08 | 0.18% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/21 | '59447TLF8 | 320,000.00 | 306,489.60 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/47 | '61763KBA1 | 300,000.00 | 306,044.31 | 0.18% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/32 | '3128CUVF0 | 303,864.09 | 305,177.29 | 0.18% |
| ING BANK NV | 2 | 11/26/18 | '44987CAJ7 | 300,000.00 | 299,758.44 | 0.17% |
| BLITZ F18 675 GMBH | 0 | 7/31/25 | '963YGZII9 | 255,000.00 | 298,807.74 | 0.17% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/23 | '796839BP2 | 275,000.00 | 295,226.25 | 0.17% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/25 | '16117LBS7 | 293,283.75 | 294,033.68 | 0.17% |
| REGENCY CENTERS LP | 3.75 | 6/15/24 | '75884RAT0 | 300,000.00 | 293,444.18 | 0.17% |
| CITY OF HOPE/THE | 5.623 | 11/15/43 | '17858PAA9 | 250,000.00 | 290,807.34 | 0.17% |
| FNMA POOL 745327 | 6 | 3/1/36 | '31403DA41 | 263,901.41 | 290,784.49 | 0.17% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/26 | '22822VAC5 | 300,000.00 | 287,182.32 | 0.17% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/40 | '646139W35 | 200,000.00 | 286,844.00 | 0.17% |
| SBA TOWER TRUST | 3.168 | 4/9/47 | '78403DAL4 | 290,000.00 | 285,755.24 | 0.17% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/19 | '635405AM5 | 275,000.00 | 282,126.11 | 0.16% |
| NEXEO SOLUTIONS LLC | 0 | 6/9/23 | '65339QAH0 | 278,633.71 | 280,653.80 | 0.16% |
| FED HM LN PC POOL 849167 | 2.893 | 10/1/43 | '31300MFG3 | 281,208.29 | 278,834.75 | 0.16% |
| CHICAGO IL | 7.375 | 1/1/33 | '167486VV8 | 250,000.00 | 272,355.00 | 0.16% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/19 | '64577BTU8 | 270,000.00 | 271,120.50 | 0.16% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/24 | '883556BF8 | 265,000.00 | 270,238.71 | 0.16% |
| CITY OF TORONTO CANADA | 3.2 | 8/1/48 | '891288DR0 | 365,000.00 | 270,059.34 | 0.16% |
| FNMA POOL AB4168 | 3.5 | 1/1/32 | '31417AT25 | 264,319.83 | 265,392.20 | 0.15% |
| FED HM LN PC POOL J17791 | 3 | 1/1/27 | '3128PXUQ7 | 266,656.07 | 264,776.00 | 0.15% |
| FANNIE MAE CAS | 6.56581 | 5/25/29 | '30711XEC4 | 235,000.00 | 263,123.91 | 0.15% |
| PITNEY BOWES INC | 3.625 | 9/15/20 | '724479AM2 | 265,000.00 | 262,681.25 | 0.15% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/44 | '853254AN0 | 250,000.00 | 259,775.31 | 0.15% |
| ALMONDE INC | 0 | 6/13/24 | '02034DAC1 | 258,787.72 | 259,252.76 | 0.15% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/19 | '59447TLD3 | 260,000.00 | 257,966.80 | 0.15% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/22 | '03969AAM2 | 260,000.00 | 256,750.00 | 0.15% |
| DUKE REALTY LP | 4.375 | 6/15/22 | '26441YAV9 | 250,000.00 | 256,369.78 | 0.15% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/22 | '14314MAF0 | 260,000.00 | 256,038.74 | 0.15% |
| DELL INTL LLC | 0 | 9/7/23 | '24702NAZ3 | 252,578.81 | 253,368.12 | 0.15% |
| GO DADDY OPER CO LLC | 0 | 2/15/24 | '38017BAN6 | 251,538.74 | 252,774.05 | 0.15% |
| CHICAGO IL | 6.207 | 1/1/32 | '167486HL6 | 250,000.00 | 251,495.00 | 0.15% |
| SELF HELP FED CRED UNION | 1.15 | 3/18/19 | '81632NAB1 | 250,000.00 | 248,798.00 | 0.14% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/19 | '81632LAC3 | 250,000.00 | 246,827.75 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/21 | '821697P37 | 250,000.00 | 246,615.00 | 0.14% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/23 | '14314RAF9 | 250,000.00 | 244,661.70 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/22 | '821697P45 | 250,000.00 | 244,325.00 | 0.14% |
| SWEDBANK AB | 2.8 | 3/14/22 | '87020PAH0 | 250,000.00 | 244,055.50 | 0.14% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/20 | '59447TLE1 | 250,000.00 | 243,490.00 | 0.14% |
| LENNAR CORP | 4.125 | 1/15/22 | '526057BY9 | 245,000.00 | 243,468.75 | 0.14% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/26 | '759351AM1 | 250,000.00 | 242,908.95 | 0.14% |
| FREMF MORTGAGE TRUST | 3.80056 | 11/25/49 | '30306HAS9 | 250,000.00 | 242,269.53 | 0.14% |
| FNMA POOL AB6472 | 2 | 10/1/27 | '31417DFN8 | 250,612.78 | 240,162.68 | 0.14% |
| BNP PARIBAS | 3.8 | 1/10/24 | '05581KAB7 | 245,000.00 | 240,143.38 | 0.14% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.068 | 7/1/28 | '574218X40 | 240,000.00 | 238,176.00 | 0.14% |
| APTIV PLC | 3.15 | 11/19/20 | '03835VAA4 | 240,000.00 | 237,946.92 | 0.14% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/19/23 | '41151PAM7 | 236,500.03 | 236,976.34 | 0.14% |
| FNMA POOL AY3370 | 2.5 | 4/1/45 | '3138YGW81 | 246,189.39 | 228,111.44 | 0.13% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/47 | '16876BAA0 | 230,000.00 | 227,671.14 | 0.13% |
| AON PLC | 4.75 | 5/15/45 | '00185AAH7 | 225,000.00 | 225,933.48 | 0.13% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/36 | '45506DWY7 | 235,000.00 | 225,576.50 | 0.13% |
| FREMF MORTGAGE TRUST | 3.96619 | 7/25/49 | '30295AAN8 | 224,000.00 | 224,790.54 | 0.13% |
| FNMA POOL AE4192 | 4 | 10/1/40 | '31419EUS6 | 220,257.72 | 224,513.35 | 0.13% |
| ON ASSIGNMENT INC | 0 | 6/3/22 | '68216FAV5 | 218,569.71 | 219,525.95 | 0.13% |
| ABBVIE INC | 3.6 | 5/14/25 | '00287YAQ2 | 220,000.00 | 213,240.96 | 0.12% |
| ILLINOIS ST | 3.86 | 4/1/21 | '452152QN4 | 215,000.00 | 212,839.25 | 0.12% |
| FNMA POOL AP9592 | 3.5 | 10/1/32 | '3138MDUS9 | 210,465.71 | 211,339.66 | 0.12% |
| BLITZ F18 675 GMBH | 0 | 7/31/25 | '933NMHII3 | 180,000.00 | 210,923.11 | 0.12% |
| FREMF MORTGAGE TRUST | 3.88173 | 11/25/50 | '35708WAS9 | 220,000.00 | 209,441.85 | 0.12% |
| FED HM LN PC POOL G01837 | 5 | 7/1/35 | '3128LXBE9 | 197,188.88 | 209,412.32 | 0.12% |
| FED HM LN PC POOL A95085 | 4 | 11/1/40 | '312943UJ0 | 202,627.34 | 206,504.44 | 0.12% |
| NETS HOLDING A/S | 0 | 2/6/25 | '963KKPII6 | 176,388.82 | 205,592.60 | 0.12% |
| VODAFONE GROUP PLC | 6.15 | 2/27/37 | '92857WAQ3 | 185,000.00 | 204,880.99 | 0.12% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/27 | '574218X32 | 205,000.00 | 203,829.45 | 0.12% |
| SEATTLE SPINCO INC | 0 | 6/21/24 | '81271EAB7 | 203,666.66 | 202,750.16 | 0.12% |
| MORGAN STANLEY | 3.95 | 4/23/27 | '61761JZN2 | 210,000.00 | 201,921.46 | 0.12% |
| ALTICE FRANCE SA | 7.375 | 5/1/26 | '67054KAA7 | 200,000.00 | 200,750.00 | 0.12% |
| GRAY TELEVISION INC | 5.875 | 7/15/26 | '389375AJ5 | 200,000.00 | 198,750.00 | 0.12% |
| DUKE REALTY LP | 3.625 | 4/15/23 | '26441YAX5 | 200,000.00 | 198,124.28 | 0.12% |
| GRUPO BIMBO SAB DE CV | 3.875 | 6/27/24 | '40052VAC8 | 200,000.00 | 197,498.68 | 0.11% |
| AMAZON.COM INC | 3.875 | 8/22/37 | '023135BF2 | 200,000.00 | 196,459.22 | 0.11% |
| OREGON ST | 3.724 | 5/1/29 | '68609TDY1 | 195,000.00 | 195,397.80 | 0.11% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/40 | '3128M9C34 | 179,481.67 | 193,645.82 | 0.11% |
| DANSKE BANK A/S | 4.375 | 6/12/28 | '23636AAR2 | 200,000.00 | 193,094.41 | 0.11% |
| FNMA POOL AR1524 | 2 | 1/1/28 | '3138NXVS3 | 201,345.90 | 192,945.40 | 0.11% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/23 | '01609WAS1 | 200,000.00 | 192,687.00 | 0.11% |
| ING GROEP NV | 3.95 | 3/29/27 | '456837AH6 | 200,000.00 | 192,308.08 | 0.11% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/41 | '452308AQ2 | 175,000.00 | 192,051.67 | 0.11% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXX91 | 195,963.42 | 191,143.03 | 0.11% |
| HILLSBOROUGH CNTY FL AVIATION | 3.549 | 10/1/22 | '432275AE5 | 190,000.00 | 190,621.30 | 0.11% |
| CROWN FIN US INC | 0 | 2/28/25 | '22834KAB7 | 189,050.00 | 188,958.12 | 0.11% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/35 | '224044CF2 | 200,000.00 | 187,183.44 | 0.11% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/27 | '3128MDKL6 | 191,495.44 | 186,095.59 | 0.11% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.5 | 11/15/23 | '74443UBE2 | 185,000.00 | 185,649.35 | 0.11% |
| EBAY INC | 3.6 | 6/5/27 | '278642AU7 | 195,000.00 | 185,568.05 | 0.11% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXV44 | 187,315.88 | 182,713.12 | 0.11% |
| BLACKHAWK NETWORK HLDGS INC | 0 | 6/15/25 | '09238FAK7 | 179,550.00 | 180,915.30 | 0.11% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/24 | '65336RAR9 | 179,914.10 | 180,888.69 | 0.11% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/24 | '514045R39 | 165,000.00 | 180,109.05 | 0.10% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/47 | '61764PBU5 | 180,167.00 | 179,113.73 | 0.10% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/35 | '31297TPC1 | 172,529.94 | 178,927.30 | 0.10% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/27 | '48305QAC7 | 185,000.00 | 177,614.39 | 0.10% |
| UNUM GROUP | 3 | 5/15/21 | '91529YAM8 | 180,000.00 | 177,201.85 | 0.10% |
| ONTARIO (PROVINCE OF) | 1.95 | 1/27/23 | '68323ADL5 | 235,000.00 | 176,715.42 | 0.10% |
| USI INC | 0 | 5/16/24 | '90351NAE5 | 173,250.00 | 173,497.57 | 0.10% |
| FNMA POOL BE1416 | 2.5 | 11/1/31 | '3140FLSE9 | 179,288.21 | 173,187.14 | 0.10% |
| FREMF MORTGAGE TRUST | 4.10729 | 7/25/49 | '35708TAS6 | 175,000.00 | 171,382.38 | 0.10% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/23 | '759351AL3 | 164,000.00 | 168,641.66 | 0.10% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/40 | '072024NU2 | 125,000.00 | 168,247.50 | 0.10% |
| ON SEMICONDUCTOR CORP | 0 | 3/31/23 | '68218EAG9 | 166,459.80 | 166,907.24 | 0.10% |
| TURKIYE SINAI KALKINMA B | 5.5 | 1/16/23 | 'ACI0ZWNP6 | 200,000.00 | 165,700.00 | 0.10% |
| FNMA POOL MA1630 | 4 | 10/1/33 | '31418AY44 | 158,214.64 | 162,221.05 | 0.09% |
| PROVINCE OF QUEBEC | 1.65 | 3/3/22 | '748148RW5 | 215,000.00 | 161,825.51 | 0.09% |
| FED HM LN PC POOL A94362 | 4 | 10/1/40 | '312942Z32 | 156,381.36 | 159,368.45 | 0.09% |
| FNMA POOL 930672 | 4.5 | 3/1/39 | '31412N6H4 | 152,176.79 | 158,562.72 | 0.09% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/24 | '87246YAC0 | 160,000.00 | 158,422.61 | 0.09% |
| SS C TECHNOLOGIES INC | 0 | 4/16/25 | '78466DBD5 | 158,074.31 | 158,383.03 | 0.09% |
| KIMCO REALTY CORP | 3.4 | 11/1/22 | '49446RAN9 | 160,000.00 | 157,544.09 | 0.09% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/24 | '224044CH8 | 165,000.00 | 156,352.64 | 0.09% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/22 | '67103HAC1 | 155,000.00 | 155,798.29 | 0.09% |
| QUEENSLAND TREASURY CORP | 3 | 3/22/24 | 'ACI0T3DS2 | 210,000.00 | 154,546.41 | 0.09% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/26 | '53117CAS1 | 165,000.00 | 153,879.49 | 0.09% |
| MORGAN STANLEY BAML TRUST | 4.21854 | 7/15/46 | '61762MBW0 | 150,000.00 | 153,787.23 | 0.09% |
| FREMF MORTGAGE TRUST | 4.21368 | 7/25/50 | '30302XAE9 | 155,000.00 | 152,489.91 | 0.09% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/25 | '14040HBJ3 | 155,000.00 | 151,694.06 | 0.09% |
| FNMA POOL MA0949 | 3.5 | 1/1/32 | '31418ABT4 | 150,046.90 | 150,664.55 | 0.09% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/25 | '514045R47 | 135,000.00 | 148,259.70 | 0.09% |
| FNMA POOL AB1343 | 4.5 | 8/1/40 | '31416WP55 | 141,678.73 | 147,521.33 | 0.09% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/36 | '3132GFAG2 | 142,124.19 | 147,178.07 | 0.09% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/33 | '05604FAA3 | 149,894.92 | 146,637.69 | 0.09% |
| DIAMOND (BC) B V | 0 | 9/6/24 | 'N2611UAC9 | 148,875.00 | 146,362.73 | 0.09% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/35 | '3128LXA59 | 139,532.13 | 144,756.01 | 0.08% |
| RYDER SYSTEM INC | 2.5 | 5/11/20 | '78355HJZ3 | 145,000.00 | 143,295.07 | 0.08% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/26 | '46284NAQ2 | 144,275.00 | 142,772.09 | 0.08% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/36 | '3128M4AZ6 | 131,704.77 | 142,666.71 | 0.08% |
| FNMA POOL AE0216 | 4 | 8/1/40 | '31419AG27 | 139,607.73 | 142,103.40 | 0.08% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/38 | '544445BD0 | 140,000.00 | 138,481.00 | 0.08% |
| FED HM LN PC POOL A89384 | 4 | 10/1/39 | '312936M95 | 134,586.42 | 137,071.12 | 0.08% |
| SHUTTERFLY INC | 0 | 8/17/24 | '82568QAH7 | 134,662.50 | 135,318.98 | 0.08% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/30 | '67884XCQ8 | 130,000.00 | 134,720.30 | 0.08% |
| FREMF MORTGAGE TRUST | 4.17358 | 7/25/27 | '35708QAU7 | 136,000.00 | 133,000.07 | 0.08% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/21 | '14314MAE3 | 135,000.00 | 132,609.53 | 0.08% |
| FED HM LN PC POOL G06079 | 6 | 7/1/39 | '3128M8CQ5 | 119,051.46 | 131,229.39 | 0.08% |
| FANNIE MAE CAS | 5.76581 | 7/25/29 | '30711XEP5 | 120,000.00 | 131,143.50 | 0.08% |
| WYNDHAM HOTELS + RESORTS INC | 0 | 5/30/25 | '98310CAC6 | 130,000.00 | 130,552.50 | 0.08% |
| FNMA POOL AW4685 | 2.626 | 5/1/44 | '3138XUF31 | 130,387.20 | 130,301.00 | 0.08% |
| FED HM LN PC POOL G04997 | 5 | 1/1/37 | '3128M63E6 | 121,830.38 | 128,914.68 | 0.07% |
| FREDDIE MAC STACR | 3.86581 | 4/25/43 | '3137G0VC0 | 123,183.26 | 124,683.11 | 0.07% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/52 | '586054AB4 | 120,000.00 | 118,701.77 | 0.07% |
| FNMA POOL MA0639 | 4 | 2/1/41 | '31417YV95 | 114,244.52 | 116,285.31 | 0.07% |
| KAR AUCTION SVCS INC | 0 | 3/9/23 | '48562RAK5 | 115,208.33 | 115,855.69 | 0.07% |
| MASSACHUSETTS ST | 3.277 | 6/1/46 | '57582RJN7 | 130,000.00 | 115,155.30 | 0.07% |
| FREMF MORTGAGE TRUST | 3.76415 | 11/25/50 | '30305GAS2 | 120,000.00 | 115,060.82 | 0.07% |
| FNMA POOL 995243 | 4.5 | 8/1/38 | '31416BS82 | 110,196.05 | 114,422.72 | 0.07% |
| FREMF MORTGAGE TRUST | 3.85357 | 10/25/49 | '30305KAG9 | 120,000.00 | 113,581.39 | 0.07% |
| FNMA POOL AL1627 | 4.5 | 9/1/41 | '3138EHYZ9 | 105,920.12 | 110,144.46 | 0.06% |
| MAYO CLINIC | 4.128 | 11/15/52 | '578454AD2 | 110,000.00 | 110,066.50 | 0.06% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/32 | '664675AM7 | 100,000.00 | 109,358.40 | 0.06% |
| FED HM LN PC POOL A89148 | 4 | 10/1/39 | '312936EV5 | 105,431.29 | 107,367.57 | 0.06% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/41 | '312945ZL5 | 99,256.40 | 103,605.20 | 0.06% |
| FED HM LN PC POOL A93101 | 5 | 7/1/40 | '312941NS2 | 96,363.81 | 102,270.79 | 0.06% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/27 | '57584X4J7 | 100,000.00 | 102,124.00 | 0.06% |
| FNMA POOL 190370 | 6 | 6/1/36 | '31368HMT7 | 92,281.95 | 101,721.86 | 0.06% |
| ZAYO GROUP LLC | 0 | 1/19/24 | '98919MAP0 | 100,094.75 | 100,644.17 | 0.06% |
| CROWN AMERICAS LLC | 0 | 4/3/25 | '22818RAW6 | 99,750.00 | 100,404.56 | 0.06% |
| CHG PPC PARENT LLC | 0 | 3/31/25 | '963SGKII5 | 99,750.00 | 99,968.25 | 0.06% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/23 | '571748BA9 | 100,000.00 | 98,128.48 | 0.06% |
| FREMF MORTGAGE TRUST | 4.01241 | 2/25/50 | '30301TAE9 | 100,000.00 | 97,869.90 | 0.06% |
| FED HM LN PC POOL A95796 | 4 | 12/1/40 | '312944NM9 | 95,835.51 | 97,667.65 | 0.06% |
| FNMA POOL BD1153 | 3 | 8/1/46 | '3140F8H75 | 99,726.06 | 95,544.54 | 0.06% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/22 | '14314EAE1 | 95,000.00 | 92,588.12 | 0.05% |
| FNMA POOL 995082 | 5.5 | 8/1/37 | '31416BM70 | 84,874.89 | 91,730.00 | 0.05% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/41 | '3132GDKC5 | 83,535.92 | 88,769.08 | 0.05% |
| FREMF MORTGAGE TRUST | 3.97577 | 10/25/49 | '30305EAE8 | 90,000.00 | 86,126.27 | 0.05% |
| FNMA POOL AE0625 | 4 | 12/1/40 | '31419AVT1 | 83,086.51 | 84,736.32 | 0.05% |
| FREMF MORTGAGE TRUST | 3.80056 | 11/25/49 | '30306HAU4 | 90,000.00 | 84,137.38 | 0.05% |
| FREMF MORTGAGE TRUST | 4.07897 | 9/25/49 | '30300YAS8 | 85,000.00 | 82,145.27 | 0.05% |
| FED HM LN PC POOL G08499 | 3 | 7/1/42 | '3128MJRV4 | 79,304.51 | 76,668.67 | 0.04% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/33 | '45750TAS2 | 70,000.00 | 75,971.70 | 0.04% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 3/9/27 | '14040HBN4 | 80,000.00 | 75,648.91 | 0.04% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/26 | '14040HBK0 | 80,000.00 | 74,777.96 | 0.04% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/22 | '14314EAF8 | 75,000.00 | 73,246.95 | 0.04% |
| FNMA POOL AD1649 | 4 | 3/1/40 | '31418NZP8 | 71,944.15 | 73,230.23 | 0.04% |
| FED HM LN PC POOL A87874 | 4 | 8/1/39 | '312934XB3 | 70,508.56 | 71,624.78 | 0.04% |
| FNMA POOL AA9846 | 4 | 8/1/39 | '31416T5G0 | 68,582.64 | 69,798.81 | 0.04% |
| FREMF MORTGAGE TRUST | 4.11658 | 5/25/50 | '30296CAE3 | 70,000.00 | 68,207.35 | 0.04% |
| FNMA POOL AC1877 | 4.5 | 9/1/39 | '31417LCP8 | 64,345.88 | 67,011.83 | 0.04% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/27 | '31306XDX8 | 68,935.05 | 66,991.04 | 0.04% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/37 | '3132GRE98 | 66,067.48 | 66,801.20 | 0.04% |
| FNMA POOL AC9564 | 4.5 | 2/1/40 | '31417WTW1 | 62,119.00 | 64,703.97 | 0.04% |
| FNMA POOL AE0215 | 4 | 12/1/39 | '31419AGZ4 | 61,058.28 | 62,141.15 | 0.04% |
| FED HM LN PC POOL A89729 | 4 | 11/1/39 | '312936Y27 | 60,628.86 | 61,790.53 | 0.04% |
| SS C TECHNOLOGIES INC | 0 | 4/16/25 | '78466DBE3 | 61,359.13 | 61,478.96 | 0.04% |
| FREMF MORTGAGE TRUST | 3.88173 | 11/25/50 | '35708WAU4 | 65,000.00 | 59,773.65 | 0.03% |
| AT+T INC | 4.75 | 5/15/46 | '00206RCQ3 | 65,000.00 | 59,605.20 | 0.03% |
| FNMA POOL AE0624 | 4 | 11/1/40 | '31419AVS3 | 57,785.83 | 58,850.07 | 0.03% |
| CHICAGO IL | 7.045 | 1/1/29 | '167486ZZ5 | 55,000.00 | 58,817.00 | 0.03% |
| FNMA POOL AL0005 | 4.5 | 1/1/41 | '3138EGAF1 | 54,490.44 | 56,730.29 | 0.03% |
| FNMA POOL AI7951 | 4.5 | 8/1/36 | '3138AMZR9 | 54,303.67 | 56,370.21 | 0.03% |
| FREMF MORTGAGE TRUST | 4.15911 | 11/25/32 | '302968AE2 | 67,000.00 | 53,130.00 | 0.03% |
| FNMA POOL AL0049 | 6 | 12/1/35 | '3138EGBT0 | 45,947.64 | 50,534.02 | 0.03% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/40 | '312942NM3 | 47,221.45 | 49,289.36 | 0.03% |
| FNMA POOL 889529 | 6 | 3/1/38 | '31410KHE7 | 43,535.38 | 47,917.65 | 0.03% |
| FNMA POOL AJ5974 | 4 | 12/1/36 | '3138AXT84 | 46,694.58 | 47,528.78 | 0.03% |
| FNMA POOL AE4113 | 4 | 10/1/40 | '31419ESB6 | 45,612.38 | 46,425.30 | 0.03% |
| FNMA POOL 745044 | 4.5 | 8/1/35 | '31403CWD9 | 41,785.51 | 43,374.26 | 0.03% |
| CORE + MAIN LP | 6.125 | 8/15/25 | '14987KAA1 | 45,000.00 | 43,200.00 | 0.03% |
| FNMA POOL AC2817 | 4 | 10/1/39 | '31417MDX8 | 40,323.66 | 41,039.33 | 0.02% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/29 | '574218X57 | 40,000.00 | 39,245.60 | 0.02% |
| FREMF MORTGAGE TRUST | 3.85357 | 10/25/49 | '30305KAJ3 | 40,000.00 | 36,862.18 | 0.02% |
| FNMA POOL AE5143 | 4 | 11/1/40 | '31419FWD4 | 35,666.31 | 36,303.93 | 0.02% |
| FNMA POOL AS8449 | 2.5 | 12/1/31 | '3138WJL71 | 37,514.63 | 36,238.03 | 0.02% |
| FED HM LN PC POOL G01838 | 5 | 7/1/35 | '3128LXBF6 | 33,813.69 | 35,891.14 | 0.02% |
| FED HM LN PC POOL G01779 | 5 | 4/1/35 | '31283H6Q3 | 30,355.09 | 32,233.32 | 0.02% |
| MA FINANCECO LLC | 0 | 6/21/24 | '55280FAG6 | 30,158.34 | 30,045.25 | 0.02% |
| FNMA POOL AB1763 | 4 | 11/1/30 | '31416W5Z1 | 28,853.32 | 29,376.34 | 0.02% |
| FNMA POOL 890248 | 6 | 8/1/37 | '31410LBR2 | 24,273.48 | 26,740.18 | 0.02% |
| FED HM LN PC POOL A94742 | 4 | 11/1/40 | '312943HT3 | 25,935.71 | 26,431.66 | 0.02% |
| MISSION BROADCASTING INC | 0 | 1/17/24 | '605024AN8 | 25,232.51 | 25,319.26 | 0.01% |
| FED HM LN PC POOL A12413 | 5 | 8/1/33 | '31296LVE8 | 23,738.70 | 25,133.67 | 0.01% |
| FNMA POOL AD8033 | 4 | 8/1/40 | '31418V4T6 | 24,382.90 | 24,818.84 | 0.01% |
| FED HM LN PC POOL A95084 | 4 | 11/1/40 | '312943UH4 | 22,727.56 | 23,162.50 | 0.01% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/36 | '3132FCAD7 | 20,371.66 | 22,494.89 | 0.01% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/24 | '12635YAF0 | 20,000.00 | 19,457.17 | 0.01% |
| FNMA POOL MA0919 | 3.5 | 12/1/31 | '31418AAV0 | 15,233.72 | 15,117.92 | 0.01% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/41 | '3132J8KR0 | 13,467.89 | 13,620.54 | 0.01% |
| FED HM LN PC POOL G05052 | 5 | 10/1/33 | '3128M65M6 | 12,763.58 | 13,578.16 | 0.01% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/55 | '586054AC2 | 10,000.00 | 10,041.48 | 0.01% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/25 | '224044CE5 | 10,000.00 | 9,826.34 | 0.01% |
| FNMA POOL AC5401 | 5 | 10/1/39 | '31417SAB6 | 6,655.09 | 7,082.59 | 0.00% |
| MICROSOFT CORP | 3.7 | 8/8/46 | '594918BT0 | 5,000.00 | 4,794.63 | 0.00% |
| MAXLINEAR INC | 0 | 5/12/24 | '57776UAB1 | 0.02 | 0.02 | 0.00% |
| SPRINT COMMUNICATIONS | 7 | 3/1/20 | '852061AQ3 | - | - | 0.00% |
