Monday - Friday
9am to 6pm EST
Holdings
as of 3/31/2018
Swipe to view table
| Security Name | Coupon | Maturity | CUSIP | Shares | Market Value | Weight |
|---|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 4/12/48 | '01F032641 | 7,521,000.00 | 7,537,305.00 | 4.1% |
| FANNIE MAE | 5.625 | 7/15/37 | '31398AFD9 | 5,536,000.00 | 7,512,778.27 | 4.1% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 4/19/48 | '21H032647 | 5,300,000.00 | 5,351,861.19 | 2.9% |
| FANNIE MAE | 1.5 | 6/22/20 | '3135G0D75 | 5,328,000.00 | 5,226,592.18 | 2.9% |
| FEDERAL FARM CREDIT BANK | 2.71 | 12/16/22 | '3133EJGU7 | 3,523,000.00 | 3,531,617.26 | 1.9% |
| FED HOME LN DISCOUNT NT | 0 | 4/11/18 | '313385VK9 | 3,500,000.00 | 3,498,554.50 | 1.9% |
| GNMA II TBA 30 YR 3 | 3 | 4/19/48 | '21H030641 | 3,300,000.00 | 3,246,826.21 | 1.8% |
| FHLMC TBA 30 YR 3.5 | 3.5 | 4/12/48 | '02R032646 | 3,000,000.00 | 3,007,233.96 | 1.7% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/37 | '3133EGC52 | 2,730,000.00 | 2,502,132.36 | 1.4% |
| FNMA POOL BE4435 | 3 | 11/1/46 | '3140FP4V8 | 2,390,204.73 | 2,335,334.21 | 1.3% |
| GNMA II TBA 30 YR 4 | 4 | 4/19/48 | '21H040640 | 2,200,000.00 | 2,261,488.31 | 1.2% |
| FNMA POOL BC1171 | 3.5 | 6/1/46 | '3140EVJR9 | 2,153,504.63 | 2,161,124.16 | 1.2% |
| FNMA POOL AN4301 | 3.15 | 1/1/27 | '3138LGX76 | 2,109,700.00 | 2,109,091.73 | 1.2% |
| FHLMC TBA 30 YR 4 | 4 | 4/12/48 | '02R040649 | 1,800,000.00 | 1,847,882.75 | 1.0% |
| FNMA POOL 469829 | 2.72 | 12/1/18 | '31381S4N9 | 1,600,809.95 | 1,600,853.19 | 0.9% |
| MET TRANSPRTN AUTH NY DEDICATE | 5 | 11/15/38 | '59259N6U2 | 1,275,000.00 | 1,471,541.25 | 0.8% |
| FNMA POOL AN6744 | 2.94 | 9/1/27 | '3138LKP68 | 1,500,000.00 | 1,470,123.57 | 0.8% |
| FNMA POOL AN7540 | 2.91 | 11/1/27 | '3138LLLW3 | 1,500,000.00 | 1,466,428.88 | 0.8% |
| FNMA POOL AN5557 | 2.9 | 5/1/27 | '3138LJE71 | 1,480,034.87 | 1,451,502.34 | 0.8% |
| FNMA POOL AN1840 | 2.45 | 6/1/26 | '3138LEBJ9 | 1,480,035.93 | 1,425,505.71 | 0.8% |
| FNMA POOL AM7598 | 3.07 | 12/1/24 | '3138L8NQ3 | 1,381,765.36 | 1,389,303.39 | 0.8% |
| FNMA TBA 30 YR 4 | 4 | 4/12/48 | '01F040644 | 1,300,000.00 | 1,334,155.19 | 0.7% |
| FNMA POOL 471478 | 2.61 | 8/1/22 | '31381UXF9 | 1,343,566.43 | 1,330,028.87 | 0.7% |
| FED HOME LN DISCOUNT NT | 0 | 4/6/18 | '313385VE3 | 1,275,000.00 | 1,274,766.68 | 0.7% |
| FNMA POOL AN7300 | 3.29 | 11/1/27 | '3138LLDE2 | 1,231,596.92 | 1,241,093.96 | 0.7% |
| FNMA POOL AM5197 | 4.2 | 1/1/30 | '3138L5X39 | 1,162,438.79 | 1,238,579.67 | 0.7% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/28 | '67884XCP0 | 1,120,000.00 | 1,189,440.00 | 0.7% |
| FNMA POOL AM8659 | 2.88 | 4/1/31 | '3138L9TR3 | 1,250,872.29 | 1,187,125.24 | 0.7% |
| FNMA POOL AN2787 | 2.6 | 9/1/28 | '3138LFCZ9 | 1,150,000.00 | 1,091,426.61 | 0.6% |
| FNMA POOL AN2791 | 2.44 | 9/1/26 | '3138LFC55 | 1,117,689.47 | 1,071,381.53 | 0.6% |
| FNMA POOL AM7507 | 3.08 | 12/1/24 | '3138L8KV5 | 1,038,701.43 | 1,045,526.89 | 0.6% |
| FNMA POOL AM9154 | 3.18 | 6/1/30 | '3138LAE47 | 1,049,138.05 | 1,041,757.71 | 0.6% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/44 | '3133EJFF1 | 974,000.00 | 1,001,491.15 | 0.6% |
| FED HOME LN DISCOUNT NT | 0 | 4/20/18 | '313385VU7 | 1,000,000.00 | 999,175.00 | 0.5% |
| FNMA POOL 469879 | 3.22 | 12/1/21 | '31381S6Q0 | 980,475.52 | 992,487.96 | 0.5% |
| FNMA POOL AM6266 | 3.58 | 7/1/30 | '3138L66C7 | 960,645.22 | 966,648.86 | 0.5% |
| FNMA POOL AM8148 | 2.68 | 3/1/27 | '3138L9BS0 | 1,000,000.00 | 965,701.61 | 0.5% |
| FNMA POOL AM9239 | 3.03 | 6/1/25 | '3138LAHR3 | 964,471.50 | 964,572.08 | 0.5% |
| HUDSON YARDS | 2.835 | 8/10/38 | '44421LAA0 | 1,000,000.00 | 949,044.00 | 0.5% |
| FNMA POOL AN1767 | 2.98 | 6/1/31 | '3138LD6D0 | 970,014.43 | 942,187.69 | 0.5% |
| AMERICAN BLDRS + CONTRACTORS | 0 | 10/31/23 | '02474RAE3 | 891,000.00 | 894,217.40 | 0.5% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A6YW6 | 847,000.00 | 863,079.53 | 0.5% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/45 | '67087MAA4 | 806,000.00 | 832,060.80 | 0.5% |
| CALIFORNIA ST | 7.625 | 3/1/40 | '13063BFR8 | 525,000.00 | 801,444.00 | 0.4% |
| FREDDIE MAC | 3.5 | 6/15/26 | '3137ACFM6 | 780,000.00 | 799,091.51 | 0.4% |
| CNH INDUSTRIAL CAPITAL L | 4.875 | 4/1/21 | '12592BAF1 | 750,000.00 | 773,437.50 | 0.4% |
| FNMA POOL BE8063 | 3 | 12/1/46 | '3140FT5Z0 | 785,775.00 | 767,737.60 | 0.4% |
| ONTARIO (PROVINCE OF) | 1.95 | 1/27/23 | '68323ADL5 | 1,000,000.00 | 761,217.76 | 0.4% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.06007 | 7/25/24 | '3137F2LZ7 | 748,000.00 | 748,631.61 | 0.4% |
| FNMA POOL AM4796 | 3.3 | 12/1/23 | '3138L5KJ8 | 733,916.40 | 744,925.88 | 0.4% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/45 | '01959LAA0 | 660,000.00 | 743,579.79 | 0.4% |
| FNMA POOL 469683 | 3.54 | 11/1/21 | '31381SXL1 | 715,727.76 | 731,961.44 | 0.4% |
| FNMA POOL AR9198 | 3 | 3/1/43 | '3138W7GG3 | 738,599.83 | 727,443.52 | 0.4% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/29 | '105340AP8 | 725,000.00 | 726,888.01 | 0.4% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/26 | '10103DAA4 | 705,000.00 | 726,006.20 | 0.4% |
| LOS ANGELES CNTY CA PUBLIC WKS | 7.488 | 8/1/33 | '54473ENT7 | 540,000.00 | 723,999.60 | 0.4% |
| FED HM LN PC POOL G08741 | 3 | 1/1/47 | '3128MJZF0 | 741,724.30 | 723,942.40 | 0.4% |
| MADISON AVENUE TRUST | 2.97556 | 8/15/34 | '55282MAA2 | 729,000.00 | 723,220.12 | 0.4% |
| FANNIEMAE ACES | 2.56116 | 7/25/24 | '3136AXVB8 | 740,000.00 | 721,540.85 | 0.4% |
| NUMERICABLE GROUP SA | 0 | 1/31/26 | '963FXEII8 | 738,801.37 | 717,006.73 | 0.4% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/32 | '68245HAA2 | 710,000.00 | 716,871.66 | 0.4% |
| PARK AVENUE TRUST | 3.508 | 6/5/37 | '90187LAA7 | 712,000.00 | 709,299.81 | 0.4% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/24 | '939783TL0 | 700,000.00 | 698,943.00 | 0.4% |
| FNMA POOL AM3278 | 2.85 | 5/1/23 | '3138L3UC7 | 698,411.39 | 696,327.73 | 0.4% |
| FNMA POOL AM7903 | 3.38 | 1/1/27 | '3138L8X90 | 666,497.97 | 678,804.20 | 0.4% |
| SANTANDER UK PLC | 5 | 11/7/23 | '80283LAA1 | 650,000.00 | 673,359.05 | 0.4% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/31 | '12625CAJ2 | 644,000.00 | 666,601.44 | 0.4% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/31 | '12625CAC7 | 640,000.00 | 653,059.20 | 0.4% |
| SWEDBANK AB | 2.2 | 3/4/20 | '87020PAE7 | 650,000.00 | 639,769.53 | 0.4% |
| AMERICAN MUNI PWR OHIO INC OHR | 6.27 | 2/15/50 | '02765UEQ3 | 490,000.00 | 638,180.90 | 0.4% |
| PROVINCE OF QUEBEC | 1.65 | 3/3/22 | '748148RW5 | 815,000.00 | 618,382.24 | 0.3% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/38 | '316773CH1 | 425,000.00 | 611,675.14 | 0.3% |
| COTY INC. | 0 | 3/26/25 | '933XKYII6 | 610,400.00 | 608,874.00 | 0.3% |
| TOTAL SYSTEM SERVICES IN | 3.8 | 4/1/21 | '891906AD1 | 600,000.00 | 606,669.39 | 0.3% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/45 | '3132QQAC6 | 616,220.63 | 604,037.58 | 0.3% |
| FNMA POOL AM5146 | 3.47 | 1/1/24 | '3138L5WG1 | 552,725.39 | 565,600.12 | 0.3% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/28 | '88947EAT7 | 600,000.00 | 564,000.00 | 0.3% |
| ILLINOIS ST | 5.877 | 3/1/19 | '452152HU8 | 540,000.00 | 551,788.20 | 0.3% |
| AXA SA | 8.6 | 12/15/30 | '054536AA5 | 400,000.00 | 545,000.00 | 0.3% |
| FNMA POOL 932441 | 4 | 1/1/40 | '31412Q5A3 | 526,654.07 | 544,528.47 | 0.3% |
| HOME DEPOT INC | 5.95 | 4/1/41 | '437076AV4 | 420,000.00 | 538,553.76 | 0.3% |
| TREEHOUSE FOODS INC | 6 | 2/15/24 | '89469AAC8 | 530,000.00 | 535,300.00 | 0.3% |
| MORGAN STANLEY CAPITAL I TRUST | 2.4766 | 11/15/34 | '61691LAA7 | 531,000.00 | 532,196.13 | 0.3% |
| GREENKO DUTCH BV | 5.25 | 7/24/24 | '39530LAB6 | 545,000.00 | 524,562.50 | 0.3% |
| DIGNITY HEALTH | 5.267 | 11/1/64 | '254010AE1 | 500,000.00 | 523,306.51 | 0.3% |
| AUTONATION INC | 5.5 | 2/1/20 | '05329WAK8 | 500,000.00 | 520,690.17 | 0.3% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 4/19/48 | '21H042646 | 500,000.00 | 519,873.03 | 0.3% |
| FNMA POOL MA1931 | 2.5 | 6/1/24 | '31418BED4 | 518,296.13 | 516,288.14 | 0.3% |
| BPCE SA | 4.875 | 4/1/26 | '05578QAE3 | 500,000.00 | 514,844.84 | 0.3% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/23 | '911365BC7 | 500,000.00 | 510,625.00 | 0.3% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/27 | '22535WAB3 | 510,000.00 | 509,748.13 | 0.3% |
| SBA TOWER TRUST | 3.869 | 10/15/49 | '78403DAH3 | 500,000.00 | 508,159.35 | 0.3% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/45 | '675553AA9 | 400,000.00 | 507,858.15 | 0.3% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/27 | '25483VSC9 | 500,000.00 | 507,600.00 | 0.3% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/24 | '26884TAL6 | 500,000.00 | 506,163.47 | 0.3% |
| CMWLTH FING AUTH PA | 3.781 | 6/1/31 | '20281PKS0 | 500,000.00 | 505,925.00 | 0.3% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/35 | '57586ETQ4 | 420,000.00 | 503,596.80 | 0.3% |
| CONSOLIDATED EDISON CO O | 3.3 | 12/1/24 | '209111FE8 | 500,000.00 | 499,661.45 | 0.3% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/21 | '7591EPAK6 | 500,000.00 | 499,419.93 | 0.3% |
| RYDER SYSTEM INC | 2.35 | 2/26/19 | '78355HJU4 | 500,000.00 | 498,156.14 | 0.3% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/21 | '571903AN3 | 500,000.00 | 495,685.01 | 0.3% |
| US BANCORP | 3.6 | 9/11/24 | '91159HHK9 | 493,000.00 | 494,622.68 | 0.3% |
| XEROX CORPORATION | 5.625 | 12/15/19 | '984121CA9 | 475,000.00 | 494,129.19 | 0.3% |
| BPCE SA | 2.25 | 1/27/20 | '05578DAR3 | 500,000.00 | 493,191.50 | 0.3% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/24 | '709193LY0 | 505,000.00 | 493,162.80 | 0.3% |
| VENTAS REALTY LP | 3.5 | 2/1/25 | '92277GAE7 | 500,000.00 | 487,583.38 | 0.3% |
| TORONTO DOMINION BANK | 1.85 | 9/11/20 | '89114QBT4 | 500,000.00 | 486,776.26 | 0.3% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/50 | '072024NV0 | 325,000.00 | 486,398.25 | 0.3% |
| CDW LLC | 0 | 8/17/23 | '12512YAF8 | 483,752.37 | 485,743.01 | 0.3% |
| DTZ U.S. BORROWER LLC | 0 | 11/4/21 | '23340DAH5 | 486,250.00 | 484,325.42 | 0.3% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/41 | '215813HU3 | 435,000.00 | 477,125.40 | 0.3% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/24 | '914908AX6 | 482,955.81 | 476,088.66 | 0.3% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/28 | '650116BD7 | 500,000.00 | 467,540.00 | 0.3% |
| FNMA POOL AM7812 | 3.1 | 1/1/27 | '3138L8VE1 | 465,557.03 | 465,273.36 | 0.3% |
| AIR LEASE CORP | 3.875 | 4/1/21 | '00912XAM6 | 450,000.00 | 457,072.51 | 0.3% |
| FNMA POOL AN1410 | 3.01 | 5/1/28 | '3138LDR88 | 462,718.52 | 455,952.89 | 0.3% |
| AT+T INC | 3.95 | 1/15/25 | '00206RDD1 | 445,000.00 | 445,379.92 | 0.2% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/22 | '00774MAA3 | 450,000.00 | 443,709.43 | 0.2% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/23 | '933XLRII0 | 443,250.00 | 443,250.00 | 0.2% |
| BIOGEN INC | 5.2 | 9/15/45 | '09062XAD5 | 400,000.00 | 438,430.88 | 0.2% |
| WELLTOWER INC | 5.25 | 1/15/22 | '42217KAW6 | 400,000.00 | 425,305.64 | 0.2% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/21 | '446150AJ3 | 425,000.00 | 423,175.01 | 0.2% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/26 | '10112RAX2 | 430,000.00 | 421,161.80 | 0.2% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/44 | '686515AA5 | 395,000.00 | 420,004.16 | 0.2% |
| ALLERGAN FUNDING SCS | 3 | 3/12/20 | '00507UAP6 | 420,000.00 | 418,029.90 | 0.2% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/25 | '92343VEN0 | 424,000.00 | 417,388.74 | 0.2% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/22 | '13645RAP9 | 400,000.00 | 416,640.24 | 0.2% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 5/21/48 | '21H042653 | 400,000.00 | 415,179.67 | 0.2% |
| DELPHI CORP | 4.15 | 3/15/24 | '247126AJ4 | 401,000.00 | 411,746.91 | 0.2% |
| GALLERIA CO | 0 | 9/29/23 | '36380UAB3 | 407,950.00 | 408,969.88 | 0.2% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/24 | '85208EAB6 | 405,900.00 | 406,470.70 | 0.2% |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.8079 | 11/15/48 | '12635RAX6 | 388,000.00 | 398,766.50 | 0.2% |
| GS MORTGAGE SECURITIES TRUST | 2.4766 | 7/15/32 | '36253XAA3 | 395,000.00 | 395,766.93 | 0.2% |
| DIGNITY HEALTH | 4.5 | 11/1/42 | '254010AB7 | 408,000.00 | 395,037.45 | 0.2% |
| SPRINT COMMUNICATIONS | 7 | 3/1/20 | '852061AQ3 | 375,000.00 | 394,687.50 | 0.2% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/45 | '685869EJ4 | 350,000.00 | 394,464.00 | 0.2% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A7GE4 | 383,000.00 | 392,570.10 | 0.2% |
| MICROSOFT CORP | 3.7 | 8/8/46 | '594918BT0 | 395,000.00 | 390,752.51 | 0.2% |
| QUEENSLAND TREASURY CORP | 3 | 3/22/24 | 'ACI0T3DS2 | 500,000.00 | 389,098.00 | 0.2% |
| AMERICAN TOWER CORP | 5 | 2/15/24 | '03027XAD2 | 362,000.00 | 382,605.91 | 0.2% |
| JM SMUCKER CO | 4.25 | 3/15/35 | '832696AM0 | 380,000.00 | 380,926.33 | 0.2% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/22 | '21685WDF1 | 375,000.00 | 379,333.89 | 0.2% |
| FANNIE MAE | 3.5 | 3/25/27 | '3136A4A82 | 368,000.00 | 376,837.52 | 0.2% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/45 | '649322AA2 | 365,000.00 | 373,756.33 | 0.2% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/23 | '786091AD0 | 340,000.00 | 371,494.20 | 0.2% |
| AEGEA FINANCE SARL | 5.75 | 10/10/24 | '00775CAA4 | 370,000.00 | 368,150.00 | 0.2% |
| CBS CORP | 2.9 | 1/15/27 | '124857AR4 | 400,000.00 | 363,209.14 | 0.2% |
| AMAZON.COM INC | 4.8 | 12/5/34 | '023135AP1 | 325,000.00 | 361,063.74 | 0.2% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3 | 11/15/22 | '74443UBF9 | 360,000.00 | 360,759.60 | 0.2% |
| WESTROCK CO | 3 | 9/15/24 | '96145DAA3 | 375,000.00 | 359,033.11 | 0.2% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/39 | '3128MJL57 | 335,707.12 | 354,882.22 | 0.2% |
| AT+T INC | 2.7414 | 3/11/19 | '00206RCD2 | 350,000.00 | 351,499.77 | 0.2% |
| FREDDIE MAC | 3.5 | 12/15/25 | '3137A4BE6 | 343,000.00 | 351,062.08 | 0.2% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/24 | '11134LAF6 | 355,000.00 | 349,675.12 | 0.2% |
| AIA GROUP LTD | 4.5 | 3/16/46 | '00131LAE5 | 325,000.00 | 343,795.32 | 0.2% |
| FNMA POOL AS3608 | 2.5 | 12/1/43 | '3138WDAJ0 | 358,617.68 | 339,647.11 | 0.2% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/32 | '3128CUVF0 | 329,915.24 | 337,277.86 | 0.2% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/23 | '796839BP2 | 315,000.00 | 332,851.05 | 0.2% |
| ILLINOIS ST | 5.547 | 4/1/19 | '452152FK2 | 325,000.00 | 331,750.25 | 0.2% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/45 | '161175BA1 | 300,000.00 | 330,404.36 | 0.2% |
| FNMA POOL 745327 | 6 | 3/1/36 | '31403DA41 | 291,960.61 | 328,275.32 | 0.2% |
| ON ASSIGNMENT INC | 0 | 6/5/22 | '68216FAV5 | 322,278.79 | 324,293.03 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/41 | '646139X83 | 225,000.00 | 322,861.50 | 0.2% |
| CELGENE CORP | 3.875 | 8/15/25 | '151020AS3 | 325,000.00 | 322,493.69 | 0.2% |
| FED HM LN PC POOL 849167 | 2.887 | 10/1/43 | '31300MFG3 | 318,228.61 | 318,753.34 | 0.2% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/25 | '254709AL2 | 325,000.00 | 315,928.67 | 0.2% |
| CITY OF HOPE/THE | 5.623 | 11/15/43 | '17858PAA9 | 250,000.00 | 315,128.77 | 0.2% |
| ILLINOIS ST | 5.1 | 6/1/33 | '452151LF8 | 335,000.00 | 314,538.20 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/46 | '61762XAU1 | 300,000.00 | 314,211.06 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/47 | '61763KBA1 | 300,000.00 | 310,738.68 | 0.2% |
| FED HM LN PC POOL J17791 | 3 | 1/1/27 | '3128PXUQ7 | 306,826.22 | 308,645.83 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/21 | '59447TLF8 | 320,000.00 | 308,089.60 | 0.2% |
| EMPLOYEES RETMNT SYS OF THE GO | 6.15 | 7/1/38 | '29216MAC4 | 825,000.00 | 301,125.00 | 0.2% |
| ING BANK NV | 2 | 11/26/18 | '44987CAJ7 | 300,000.00 | 298,818.11 | 0.2% |
| REGENCY CENTERS LP | 3.75 | 6/15/24 | '75884RAT0 | 300,000.00 | 297,802.10 | 0.2% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/25 | '16117LBS7 | 294,761.25 | 296,161.37 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/40 | '646139W35 | 200,000.00 | 295,300.00 | 0.2% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/26 | '22822VAC5 | 300,000.00 | 289,211.30 | 0.2% |
| FNMA POOL AB4168 | 3.5 | 1/1/32 | '31417AT25 | 283,212.01 | 287,711.50 | 0.2% |
| SBA TOWER TRUST | 3.168 | 4/9/47 | '78403DAL4 | 290,000.00 | 287,281.77 | 0.2% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/19 | '635405AM5 | 275,000.00 | 287,125.56 | 0.2% |
| NEXEO SOLUTIONS LLC | 0 | 6/9/23 | '65339QAH0 | 280,040.95 | 283,628.83 | 0.2% |
| MET GOVT NASHVILLE DAVIDSONC | 4.053 | 7/1/26 | '592041WJ2 | 270,000.00 | 280,457.10 | 0.2% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/44 | '853254AN0 | 250,000.00 | 276,382.67 | 0.2% |
| ALMONDE INC | 0 | 6/13/24 | '02034DAC1 | 273,624.98 | 273,719.93 | 0.2% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/24 | '883556BF8 | 265,000.00 | 272,562.10 | 0.1% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/19 | '64577BTU8 | 270,000.00 | 272,405.70 | 0.1% |
| FNMA POOL AB6472 | 2 | 10/1/27 | '31417DFN8 | 277,900.00 | 269,857.75 | 0.1% |
| PITNEY BOWES INC | 3.625 | 9/15/20 | '724479AM2 | 265,000.00 | 263,675.00 | 0.1% |
| FANNIE MAE CAS | 6.2215 | 5/25/29 | '30711XEC4 | 235,000.00 | 261,274.41 | 0.1% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/22 | '03969AAM2 | 260,000.00 | 259,350.00 | 0.1% |
| DUKE REALTY LP | 4.375 | 6/15/22 | '26441YAV9 | 250,000.00 | 259,093.80 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/22 | '14314MAF0 | 260,000.00 | 258,066.93 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/19 | '59447TLD3 | 260,000.00 | 256,656.40 | 0.1% |
| CHICAGO IL | 6.207 | 1/1/32 | '167486HL6 | 250,000.00 | 255,995.00 | 0.1% |
| DELL INTL LLC | 0 | 9/7/23 | '24702NAZ3 | 253,851.25 | 254,406.68 | 0.1% |
| GO DADDY OPER CO LLC | 0 | 2/15/24 | '38017BAN6 | 252,813.74 | 253,796.93 | 0.1% |
| FNMA POOL AY3370 | 2.5 | 4/1/45 | '3138YGW81 | 266,642.39 | 251,552.17 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.057 | 4/1/18 | '59447TLC5 | 250,000.00 | 250,000.00 | 0.1% |
| FNMA POOL AE4192 | 4 | 10/1/40 | '31419EUS6 | 241,427.58 | 249,956.90 | 0.1% |
| NY + PRESBYTERIAN HOSPIT | 4.063 | 8/1/56 | '649322AD6 | 250,000.00 | 248,624.93 | 0.1% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/26 | '759351AM1 | 250,000.00 | 247,885.24 | 0.1% |
| SELF HELP FED CRED UNION | 1.15 | 3/18/19 | '81632NAB1 | 250,000.00 | 247,861.00 | 0.1% |
| SWEDBANK AB | 2.8 | 3/14/22 | '87020PAH0 | 250,000.00 | 246,808.25 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/21 | '821697P37 | 250,000.00 | 246,777.50 | 0.1% |
| MAXLINEAR INC | 0 | 5/12/24 | '57776UAB1 | 244,588.27 | 246,422.68 | 0.1% |
| TECHEM GMBH | 0 | 10/2/24 | '963BHGII0 | 200,000.00 | 246,299.44 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/23 | '14314RAF9 | 250,000.00 | 246,250.70 | 0.1% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/19 | '81632LAC3 | 250,000.00 | 245,953.00 | 0.1% |
| NETS HOLDING A/S | 0 | 2/6/25 | '963KKPII6 | 200,000.00 | 245,802.34 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.068 | 7/1/28 | '574218X40 | 240,000.00 | 244,231.20 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/22 | '821697P45 | 250,000.00 | 244,065.00 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/20 | '59447TLE1 | 250,000.00 | 243,497.50 | 0.1% |
| FREMF MORTGAGE TRUST | 3.67486 | 11/25/49 | '30306HAS9 | 250,000.00 | 242,717.08 | 0.1% |
| LENNAR CORP | 4.125 | 1/15/22 | '526057BY9 | 245,000.00 | 241,864.00 | 0.1% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/19/23 | '41151PAM7 | 240,110.72 | 240,727.56 | 0.1% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/47 | '16876BAA0 | 230,000.00 | 239,998.28 | 0.1% |
| APTIV PLC | 3.15 | 11/19/20 | '03835VAA4 | 240,000.00 | 239,711.01 | 0.1% |
| FED HM LN PC POOL G01837 | 5 | 7/1/35 | '3128LXBE9 | 218,460.78 | 235,756.15 | 0.1% |
| MEXICO CITY ARPT TRUST | 3.875 | 4/30/28 | '59284MAC8 | 255,000.00 | 235,268.10 | 0.1% |
| AON PLC | 4.75 | 5/15/45 | '00185AAH7 | 225,000.00 | 234,865.80 | 0.1% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/36 | '45506DWY7 | 235,000.00 | 233,310.35 | 0.1% |
| SS C TECHNOLOGIES INC | 0 | 7/8/22 | '78466DAZ7 | 231,673.07 | 233,224.35 | 0.1% |
| FED HM LN PC POOL A95085 | 4 | 11/1/40 | '312943UJ0 | 220,849.40 | 228,735.29 | 0.1% |
| FNMA POOL AP9592 | 3.5 | 10/1/32 | '3138MDUS9 | 227,022.27 | 228,454.56 | 0.1% |
| FREMF MORTGAGE TRUST | 3.83526 | 7/25/49 | '30295AAN8 | 224,000.00 | 226,317.55 | 0.1% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/40 | '3128M9C34 | 200,815.20 | 220,356.83 | 0.1% |
| FNMA POOL AR1524 | 2 | 1/1/28 | '3138NXVS3 | 227,410.17 | 219,698.54 | 0.1% |
| ILLINOIS ST | 3.86 | 4/1/21 | '452152QN4 | 215,000.00 | 214,855.95 | 0.1% |
| FREMF MORTGAGE TRUST | 3.75321 | 11/25/50 | '35708WAS9 | 220,000.00 | 213,185.85 | 0.1% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXX91 | 214,301.55 | 212,578.91 | 0.1% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/27 | '3128MDKL6 | 214,951.91 | 212,138.42 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/27 | '574218X32 | 205,000.00 | 207,052.05 | 0.1% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/52 | '586054AB4 | 200,000.00 | 206,960.85 | 0.1% |
| MORGAN STANLEY | 3.95 | 4/23/27 | '61761JZN2 | 210,000.00 | 204,856.58 | 0.1% |
| SEATTLE SPINCO | 0 | 6/21/24 | '962XKAII2 | 204,690.12 | 204,741.29 | 0.1% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/35 | '31297TPC1 | 194,547.65 | 204,593.67 | 0.1% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/41 | '452308AQ2 | 175,000.00 | 203,944.24 | 0.1% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXV44 | 204,388.34 | 202,752.52 | 0.1% |
| DUKE REALTY LP | 3.625 | 4/15/23 | '26441YAX5 | 200,000.00 | 201,518.66 | 0.1% |
| COTY INC | 0 | 10/27/22 | '22207EBA1 | 200,915.37 | 200,413.08 | 0.1% |
| AMAZON.COM INC | 3.875 | 8/22/37 | '023135BD7 | 200,000.00 | 199,967.52 | 0.1% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/24 | '65336RAR9 | 196,985.00 | 197,871.43 | 0.1% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/35 | '224044CF2 | 200,000.00 | 196,822.49 | 0.1% |
| FNMA POOL BE1416 | 2.5 | 11/1/31 | '3140FLSE9 | 199,182.74 | 195,334.18 | 0.1% |
| GRAY TELEVISION INC | 5.875 | 7/15/26 | '389375AJ5 | 200,000.00 | 195,000.00 | 0.1% |
| TURKIYE SINAI KALKINMA B | 5.5 | 1/16/23 | 'ACI0ZWNP6 | 200,000.00 | 194,648.60 | 0.1% |
| HILLSBOROUGH CNTY FL AVIATION | 3.549 | 10/1/22 | '432275AE5 | 190,000.00 | 194,398.50 | 0.1% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/23 | '01609WAS1 | 200,000.00 | 193,530.51 | 0.1% |
| SFR GROUP SA | 7.375 | 5/1/26 | '67054KAA7 | 200,000.00 | 191,250.00 | 0.1% |
| CINEWORLD LIMITED | 0 | 2/28/25 | '963PAQII4 | 190,000.00 | 189,988.22 | 0.1% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.5 | 11/15/23 | '74443UBE2 | 185,000.00 | 186,409.70 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/24 | '514045R39 | 165,000.00 | 183,955.20 | 0.1% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/36 | '3132GFAG2 | 174,158.58 | 183,227.05 | 0.1% |
| FED HM LN PC POOL A94362 | 4 | 10/1/40 | '312942Z32 | 176,295.49 | 182,593.66 | 0.1% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/47 | '61764PBU5 | 180,167.00 | 181,539.22 | 0.1% |
| FNMA POOL MA1630 | 4 | 10/1/33 | '31418AY44 | 173,443.40 | 180,690.40 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/27 | '48305QAC7 | 185,000.00 | 179,270.78 | 0.1% |
| UNUM GROUP | 3 | 5/15/21 | '91529YAM8 | 180,000.00 | 178,601.60 | 0.1% |
| ON SEMICONDUCTOR CORP | 0 | 3/31/23 | '68218EAF1 | 176,730.13 | 177,867.74 | 0.1% |
| FNMA POOL 930672 | 4.5 | 3/1/39 | '31412N6H4 | 166,841.60 | 176,818.83 | 0.1% |
| FREMF MORTGAGE TRUST | 3.97152 | 7/25/49 | '35708TAS6 | 175,000.00 | 175,256.38 | 0.1% |
| USI INC | 0 | 5/16/24 | '90351NAE5 | 174,125.00 | 174,865.03 | 0.1% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/40 | '072024NU2 | 125,000.00 | 174,561.25 | 0.1% |
| MAYO CLINIC | 4.128 | 11/15/52 | '578454AD2 | 165,000.00 | 172,334.49 | 0.1% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/23 | '759351AL3 | 164,000.00 | 170,518.88 | 0.1% |
| CHICAGO IL | 7.045 | 1/1/29 | '167486ZZ5 | 155,000.00 | 167,314.75 | 0.1% |
| FNMA POOL MA0949 | 3.5 | 1/1/32 | '31418ABT4 | 162,685.68 | 166,274.98 | 0.1% |
| FNMA POOL AB1343 | 4.5 | 8/1/40 | '31416WP55 | 156,492.06 | 165,873.26 | 0.1% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/35 | '3128LXA59 | 156,727.17 | 164,899.18 | 0.1% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/24 | '87246YAC0 | 160,000.00 | 163,135.81 | 0.1% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/36 | '3128M4AZ6 | 147,795.06 | 162,680.23 | 0.1% |
| KIMCO REALTY CORP | 3.4 | 11/1/22 | '49446RAN9 | 160,000.00 | 160,166.62 | 0.1% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/22 | '67103HAC1 | 155,000.00 | 158,703.95 | 0.1% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/24 | '224044CH8 | 165,000.00 | 158,463.17 | 0.1% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/33 | '05604FAA3 | 159,739.05 | 157,945.42 | 0.1% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/26 | '53117CAS1 | 165,000.00 | 157,320.64 | 0.1% |
| FREMF MORTGAGE TRUST | 4.07287 | 5/25/27 | '30302XAE9 | 155,000.00 | 156,830.16 | 0.1% |
| MORGAN STANLEY BAML TRUST | 4.08217 | 7/15/46 | '61762MBW0 | 150,000.00 | 156,010.38 | 0.1% |
| FED HM LN PC POOL G06079 | 6 | 7/1/39 | '3128M8CQ5 | 138,598.25 | 155,647.81 | 0.1% |
| FNMA POOL AE0216 | 4 | 8/1/40 | '31419AG27 | 149,923.30 | 155,033.35 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/25 | '14040HBJ3 | 155,000.00 | 153,829.81 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/25 | '514045R47 | 135,000.00 | 150,318.45 | 0.1% |
| CHICAGO IL | 7.375 | 1/1/33 | '167486VV8 | 135,000.00 | 149,893.20 | 0.1% |
| DIAMOND (BC) B V | 0 | 9/6/24 | 'N2611UAC9 | 149,625.00 | 149,625.00 | 0.1% |
| FED HM LN PC POOL A89384 | 4 | 10/1/39 | '312936M95 | 142,453.59 | 147,552.84 | 0.1% |
| IRON MOUNTAIN INC. | 0 | 3/23/26 | '933XHWII4 | 145,000.00 | 145,060.47 | 0.1% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/38 | '544445BD0 | 140,000.00 | 143,407.60 | 0.1% |
| RYDER SYSTEM INC | 2.5 | 5/11/20 | '78355HJZ3 | 145,000.00 | 143,238.35 | 0.1% |
| FED HM LN PC POOL G04997 | 5 | 1/1/37 | '3128M63E6 | 132,760.06 | 142,732.87 | 0.1% |
| FNMA POOL AW4685 | 2.655 | 5/1/44 | '3138XUF31 | 140,713.87 | 141,327.40 | 0.1% |
| CAMELOT FIN LP | 0 | 10/3/23 | '13322HAE6 | 137,910.48 | 138,920.12 | 0.1% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/30 | '67884XCQ8 | 130,000.00 | 138,457.80 | 0.1% |
| FREMF MORTGAGE TRUST | 4.03413 | 7/25/27 | '35708QAU7 | 136,000.00 | 137,386.82 | 0.1% |
| SHUTTERFLY INC. | 0 | 8/17/24 | '963QXDII6 | 135,000.00 | 136,012.50 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/21 | '14314MAE3 | 135,000.00 | 132,994.24 | 0.1% |
| VOYA FINANCIAL INC | 5.65 | 5/15/53 | '45685EAG1 | 130,000.00 | 132,925.00 | 0.1% |
| FANNIE MAE CAS | 5.4215 | 7/25/29 | '30711XEP5 | 120,000.00 | 130,419.41 | 0.1% |
| FNMA POOL 995243 | 4.5 | 8/1/38 | '31416BS82 | 123,441.57 | 130,071.41 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.58 | 11/16/20 | '14313RAG8 | 130,000.00 | 129,993.50 | 0.1% |
| FNMA POOL MA0639 | 4 | 2/1/41 | '31417YV95 | 123,528.48 | 127,735.87 | 0.1% |
| FNMA POOL AL1627 | 4.5 | 9/1/41 | '3138EHYZ9 | 117,096.62 | 123,636.26 | 0.1% |
| MASSACHUSETTS ST | 3.277 | 6/1/46 | '57582RJN7 | 130,000.00 | 122,759.00 | 0.1% |
| FREMF MORTGAGE TRUST | 3.72647 | 10/25/49 | '30305KAG9 | 120,000.00 | 118,107.13 | 0.1% |
| FREMF MORTGAGE TRUST | 3.64737 | 9/25/24 | '30305GAS2 | 120,000.00 | 117,637.80 | 0.1% |
| FED HM LN PC POOL A89148 | 4 | 10/1/39 | '312936EV5 | 112,656.57 | 116,611.03 | 0.1% |
| KAR AUCTION SVCS INC | 0 | 3/9/23 | '48562RAK5 | 115,733.73 | 116,529.40 | 0.1% |
| FNMA POOL 190370 | 6 | 6/1/36 | '31368HMT7 | 102,693.02 | 115,409.01 | 0.1% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/41 | '312945ZL5 | 108,722.84 | 115,086.24 | 0.1% |
| FED HM LN PC POOL A93101 | 5 | 7/1/40 | '312941NS2 | 104,027.30 | 112,082.11 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.5 | 4/1/22 | '48305QAA1 | 110,000.00 | 112,009.10 | 0.1% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/32 | '664675AM7 | 100,000.00 | 109,844.63 | 0.1% |
| FED HM LN PC POOL A95796 | 4 | 12/1/40 | '312944NM9 | 103,173.51 | 106,856.50 | 0.1% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/27 | '57584X4J7 | 100,000.00 | 103,111.00 | 0.1% |
| FNMA POOL 995082 | 5.5 | 8/1/37 | '31416BM70 | 92,648.84 | 101,821.82 | 0.1% |
| CROWN HOLDINGS INC. | 0 | 1/29/25 | '963MUEII6 | 100,000.00 | 100,991.10 | 0.1% |
| ZAYO GROUP LLC | 0 | 1/19/24 | '98919MAP0 | 100,094.75 | 100,735.96 | 0.1% |
| CH GUENTHER + SON INC. | 0 | 3/22/25 | '963SGKII5 | 100,000.00 | 100,671.90 | 0.1% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/23 | '571748BA9 | 100,000.00 | 99,790.33 | 0.1% |
| FREMF MORTGAGE TRUST | 3.87975 | 2/25/50 | '30301TAE9 | 100,000.00 | 99,406.07 | 0.1% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/41 | '3132GDKC5 | 91,578.52 | 98,817.39 | 0.1% |
| FNMA POOL AE0625 | 4 | 12/1/40 | '31419AVT1 | 89,971.05 | 93,429.20 | 0.1% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/22 | '14314EAE1 | 95,000.00 | 92,811.28 | 0.1% |
| FREMF MORTGAGE TRUST | 3.84436 | 8/25/27 | '30305EAE8 | 90,000.00 | 89,011.44 | 0.0% |
| FREMF MORTGAGE TRUST | 3.94418 | 9/25/49 | '30300YAS8 | 85,000.00 | 85,256.02 | 0.0% |
| FREMF MORTGAGE TRUST | 3.67486 | 11/25/49 | '30306HAU4 | 90,000.00 | 84,810.74 | 0.0% |
| FED HM LN PC POOL G08499 | 3 | 7/1/42 | '3128MJRV4 | 83,688.26 | 82,293.23 | 0.0% |
| FNMA POOL AD1649 | 4 | 3/1/40 | '31418NZP8 | 77,568.90 | 80,213.83 | 0.0% |
| FNMA POOL AA9846 | 4 | 8/1/39 | '31416T5G0 | 76,030.05 | 78,612.37 | 0.0% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/33 | '45750TAS2 | 70,000.00 | 77,869.40 | 0.0% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/26 | '14040HBK0 | 80,000.00 | 76,245.06 | 0.0% |
| FED HM LN PC POOL A87874 | 4 | 8/1/39 | '312934XB3 | 73,663.78 | 76,140.27 | 0.0% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/27 | '31306XDX8 | 77,146.24 | 76,135.97 | 0.0% |
| FNMA POOL AC1877 | 4.5 | 9/1/39 | '31417LCP8 | 70,755.34 | 74,850.71 | 0.0% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/22 | '14314EAF8 | 75,000.00 | 73,664.54 | 0.0% |
| FNMA POOL AC9564 | 4.5 | 2/1/40 | '31417WTW1 | 66,938.52 | 70,904.24 | 0.0% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/37 | '3132GRE98 | 67,959.38 | 69,847.28 | 0.0% |
| FREMF MORTGAGE TRUST | 3.98072 | 3/25/27 | '30296CAE3 | 70,000.00 | 69,264.80 | 0.0% |
| SS+C TECH HOLDINGS INC | 5.875 | 7/15/23 | '78467JAC4 | 65,000.00 | 68,802.50 | 0.0% |
| FNMA POOL AE0215 | 4 | 12/1/39 | '31419AGZ4 | 65,925.77 | 68,164.12 | 0.0% |
| FED HM LN PC POOL A89729 | 4 | 11/1/39 | '312936Y27 | 65,155.81 | 67,481.62 | 0.0% |
| FNMA POOL AE0624 | 4 | 11/1/40 | '31419AVS3 | 64,257.61 | 66,483.56 | 0.0% |
| FNMA POOL AI7951 | 4.5 | 8/1/36 | '3138AMZR9 | 62,317.87 | 65,643.22 | 0.0% |
| AT+T INC | 4.75 | 5/15/46 | '00206RCQ3 | 65,000.00 | 63,372.00 | 0.0% |
| FNMA POOL AL0005 | 4.5 | 1/1/41 | '3138EGAF1 | 59,760.74 | 63,224.77 | 0.0% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/55 | '586054AC2 | 60,000.00 | 62,727.19 | 0.0% |
| FREMF MORTGAGE TRUST | 3.75321 | 11/25/50 | '35708WAU4 | 65,000.00 | 60,406.77 | 0.0% |
| FNMA POOL AL0049 | 6 | 12/1/35 | '3138EGBT0 | 52,691.41 | 59,294.96 | 0.0% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/40 | '312942NM3 | 52,842.64 | 55,932.55 | 0.0% |
| FNMA POOL 889529 | 6 | 3/1/38 | '31410KHE7 | 49,594.14 | 55,888.47 | 0.0% |
| FREMF MORTGAGE TRUST | 4.02177 | 11/25/32 | '302968AE2 | 67,000.00 | 55,344.35 | 0.0% |
| FNMA POOL AE4113 | 4 | 10/1/40 | '31419ESB6 | 50,687.87 | 52,418.59 | 0.0% |
| FNMA POOL AJ5974 | 4 | 12/1/36 | '3138AXT84 | 50,685.51 | 52,418.33 | 0.0% |
| FNMA POOL 745044 | 4.5 | 8/1/35 | '31403CWD9 | 45,652.24 | 48,084.33 | 0.0% |
| FNMA POOL AC2817 | 4 | 10/1/39 | '31417MDX8 | 42,864.58 | 44,322.31 | 0.0% |
| CORE + MAIN LP | 6.125 | 8/15/25 | '14987KAA1 | 45,000.00 | 44,100.00 | 0.0% |
| FED HM LN PC POOL G01838 | 5 | 7/1/35 | '3128LXBF6 | 38,061.17 | 41,059.92 | 0.0% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/29 | '574218X57 | 40,000.00 | 40,287.60 | 0.0% |
| FNMA POOL AE5143 | 4 | 11/1/40 | '31419FWD4 | 38,448.69 | 39,760.25 | 0.0% |
| FNMA POOL AS8449 | 2.5 | 12/1/31 | '3138WJL71 | 40,510.19 | 39,727.46 | 0.0% |
| FREMF MORTGAGE TRUST | 3.72647 | 10/25/49 | '30305KAJ3 | 40,000.00 | 37,713.80 | 0.0% |
| FED HM LN PC POOL G01779 | 5 | 4/1/35 | '31283H6Q3 | 33,394.32 | 36,033.30 | 0.0% |
| FNMA POOL AB1763 | 4 | 11/1/30 | '31416W5Z1 | 31,407.38 | 32,487.29 | 0.0% |
| MA FINANCECO LLC | 0 | 6/21/24 | '55280FAG6 | 30,309.88 | 30,019.42 | 0.0% |
| FNMA POOL 890248 | 6 | 8/1/37 | '31410LBR2 | 26,639.90 | 30,019.14 | 0.0% |
| FED HM LN PC POOL A94742 | 4 | 11/1/40 | '312943HT3 | 28,958.90 | 29,993.92 | 0.0% |
| FED HM LN PC POOL A12413 | 5 | 8/1/33 | '31296LVE8 | 25,570.75 | 27,499.96 | 0.0% |
| FNMA POOL AD8033 | 4 | 8/1/40 | '31418V4T6 | 26,401.98 | 27,300.17 | 0.0% |
| HERTZ CORP | 5.5 | 10/15/24 | '428040CS6 | 30,000.00 | 25,500.00 | 0.0% |
| MISSION BROADCASTING INC | 0 | 1/17/24 | '605024AN8 | 25,359.95 | 25,474.07 | 0.0% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/36 | '3132FCAD7 | 22,566.77 | 25,264.63 | 0.0% |
| FED HM LN PC POOL A95084 | 4 | 11/1/40 | '312943UH4 | 24,297.45 | 25,165.42 | 0.0% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/24 | '12635YAF0 | 20,000.00 | 19,523.33 | 0.0% |
| FNMA POOL MA0919 | 3.5 | 12/1/31 | '31418AAV0 | 16,659.87 | 17,027.44 | 0.0% |
| FED HM LN PC POOL G05052 | 5 | 10/1/33 | '3128M65M6 | 14,103.79 | 15,245.51 | 0.0% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/41 | '3132J8KR0 | 13,854.23 | 14,239.10 | 0.0% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/25 | '224044CE5 | 10,000.00 | 10,025.13 | 0.0% |
| FNMA POOL AC5401 | 5 | 10/1/39 | '31417SAB6 | 7,224.35 | 7,813.79 | 0.0% |
| SS C TECHNOLOGIES INC | 0 | 7/8/22 | '78466DBA1 | 2,678.04 | 2,695.97 | 0.0% |
