Monday - Friday
9am to 6pm EST
Holdings
as of 3/31/2019
Swipe to view table
| Security Name | Interest Rate | Maturity Date | Shares | Market Value | Weight |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 4/10/2049 | 6,616,000 | 6,706,190.64 | 4.3% |
| FED HOME LN DISCOUNT NT | 0 | 5/1/2019 | 5,500,000 | 5,488,954.19 | 3.5% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 4/17/2049 | 5,300,000 | 5,415,005.81 | 3.5% |
| FANNIE MAE | 5.625 | 7/15/2037 | 3,086,000 | 4,178,366.70 | 2.7% |
| GNMA II TBA 30 YR 3 | 3 | 4/17/2049 | 3,300,000 | 3,314,437.53 | 2.1% |
| FHLMC TBA 30 YR 4 | 4 | 4/10/2049 | 3,100,000 | 3,191,244.16 | 2.0% |
| FED HM LN PC POOL G08816 | 3.5 | 6/1/2048 | 2,928,310 | 2,976,587.69 | 1.9% |
| GNMA II TBA 30 YR 4 | 4 | 4/17/2049 | 2,200,000 | 2,271,628.92 | 1.5% |
| FNMA POOL AN4301 | 3.15 | 1/1/2027 | 2,109,700 | 2,166,006.86 | 1.4% |
| FNMA POOL BE4435 | 3 | 11/1/2046 | 2,112,734 | 2,106,957.42 | 1.3% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/2037 | 1,800,000 | 1,679,066.14 | 1.1% |
| FNMA POOL BC1171 | 3.5 | 6/1/2046 | 1,616,220 | 1,643,622.65 | 1.1% |
| FNMA POOL AN7540 | 2.91 | 11/1/2027 | 1,500,000 | 1,506,110.61 | 1.0% |
| FNMA POOL AN6744 | 2.94 | 9/1/2027 | 1,488,382 | 1,498,161.70 | 1.0% |
| FNMA POOL BJ6137 | 3.5 | 1/1/2048 | 1,468,844 | 1,491,934.43 | 1.0% |
| FNMA POOL AN5557 | 2.9 | 5/1/2027 | 1,455,130 | 1,468,976.10 | 0.9% |
| FNMA POOL AN8121 | 3.16 | 1/1/2035 | 1,500,000 | 1,465,957.79 | 0.9% |
| FNMA POOL AN1840 | 2.45 | 6/1/2026 | 1,452,669 | 1,431,065.89 | 0.9% |
| FNMA POOL BD1165 | 3 | 10/1/2046 | 1,406,322 | 1,402,477.68 | 0.9% |
| FNMA POOL AM7598 | 3.07 | 12/1/2024 | 1,356,527 | 1,389,016.20 | 0.9% |
| FNMA POOL AM5197 | 4.2 | 1/1/2030 | 1,149,235 | 1,257,865.83 | 0.8% |
| FNMA POOL AN7300 | 3.29 | 11/1/2027 | 1,212,591 | 1,250,695.21 | 0.8% |
| FNMA POOL AM8659 | 2.88 | 4/1/2031 | 1,232,585 | 1,203,055.13 | 0.8% |
| FNMA POOL AN2787 | 2.6 | 9/1/2028 | 1,140,356 | 1,110,624.86 | 0.7% |
| FNMA POOL AN2791 | 2.44 | 9/1/2026 | 1,095,273 | 1,077,910.78 | 0.7% |
| FNMA POOL AM9154 | 3.18 | 6/1/2030 | 1,029,081 | 1,043,517.92 | 0.7% |
| FNMA POOL AM7507 | 3.08 | 12/1/2024 | 1,018,073 | 1,042,866.82 | 0.7% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/2044 | 974,000 | 998,039.02 | 0.6% |
| FNMA POOL AM6266 | 3.58 | 7/1/2030 | 948,553 | 987,931.94 | 0.6% |
| HUDSON YARDS | 2.835 | 8/10/2038 | 1,000,000 | 979,881.60 | 0.6% |
| FNMA POOL AM8148 | 2.68 | 3/1/2027 | 982,700 | 977,573.23 | 0.6% |
| FNMA POOL AM9239 | 3.03 | 6/1/2025 | 950,090 | 968,339.04 | 0.6% |
| FNMA POOL AN1767 | 2.98 | 6/1/2031 | 951,934 | 947,580.34 | 0.6% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 4/17/2049 | 900,000 | 934,892.58 | 0.6% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 847,000 | 872,510.79 | 0.6% |
| AMERICAN BLDRS CONTRACTORS | 0 | 10/31/2023 | 882,000 | 859,871.50 | 0.5% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/2028 | 770,000 | 845,336.80 | 0.5% |
| FHLMC MULTIFAMILY STRUCTURED P | 3.8 | 2/25/2027 | 798,346 | 844,989.67 | 0.5% |
| FNMA POOL AN9459 | 3.47 | 7/1/2028 | 792,083 | 824,205.19 | 0.5% |
| FNMA POOL AN9483 | 3.43 | 6/1/2028 | 793,238 | 823,267.16 | 0.5% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/2045 | 806,000 | 816,003.83 | 0.5% |
| FREDDIE MAC | 3.5 | 6/15/2026 | 780,000 | 809,881.41 | 0.5% |
| CALIFORNIA ST | 7.625 | 3/1/2040 | 525,000 | 796,152.00 | 0.5% |
| ING GROEP NV | 4.625 | 1/6/2026 | 750,000 | 787,616.12 | 0.5% |
| CNH INDUSTRIAL CAP LLC | 4.875 | 4/1/2021 | 750,000 | 772,500.00 | 0.5% |
| FNMA POOL AN3383 | 2.55 | 11/1/2028 | 800,000 | 770,332.90 | 0.5% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.88038 | 7/25/2024 | 748,000 | 748,906.73 | 0.5% |
| FEDERAL FARM CREDIT BANK | 3.51 | 6/11/2040 | 725,000 | 739,309.00 | 0.5% |
| MADISON AVENUE TRUST | 2.97556 | 8/15/2034 | 729,000 | 733,931.98 | 0.5% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/2032 | 710,000 | 727,413.89 | 0.5% |
| PARK AVENUE TRUST | 3.508 | 6/5/2037 | 712,000 | 722,419.55 | 0.5% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/2026 | 705,000 | 710,956.20 | 0.5% |
| FNMA POOL BE8063 | 3 | 12/1/2046 | 707,186 | 705,198.45 | 0.5% |
| AT+T INC | 4.75 | 5/15/2046 | 715,000 | 699,843.34 | 0.4% |
| NUMERICABLE GROUP SA | 0 | 1/31/2026 | 731,395 | 691,899.53 | 0.4% |
| FNMA POOL AM7903 | 3.38 | 1/1/2027 | 654,803 | 681,966.39 | 0.4% |
| PHILADELPHIA PA WTR WSTWTR R | 4.189 | 10/1/2037 | 665,000 | 679,816.20 | 0.4% |
| KLABIN AUSTRIA GMBH | 5.75 | 4/3/2029 | 680,000 | 677,212.00 | 0.4% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/2031 | 644,000 | 668,181.23 | 0.4% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/2031 | 640,000 | 657,297.34 | 0.4% |
| SWEDBANK AB | 2.2 | 3/4/2020 | 650,000 | 644,994.53 | 0.4% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/2050 | 490,000 | 639,258.90 | 0.4% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/2024 | 600,000 | 601,170.00 | 0.4% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/2038 | 425,000 | 592,591.16 | 0.4% |
| COTY INC | 0 | 4/7/2025 | 607,348 | 584,572.45 | 0.4% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.1283 | 7/5/2031 | 555,000 | 582,699.94 | 0.4% |
| BB+T CORPORATION | 3.875 | 3/19/2029 | 575,000 | 582,006.35 | 0.4% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/2028 | 600,000 | 564,000.00 | 0.4% |
| TREEHOUSE FOODS INC | 6 | 2/15/2024 | 530,000 | 551,862.50 | 0.4% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/2045 | 545,886 | 545,680.34 | 0.3% |
| HOME DEPOT INC | 5.95 | 4/1/2041 | 420,000 | 539,455.81 | 0.3% |
| BOSTON PROPERTIES LP | 4.5 | 12/1/2028 | 500,000 | 530,946.20 | 0.3% |
| MORGAN STANLEY CAPITAL I TRUST | 3.18375 | 11/15/2034 | 531,000 | 528,947.84 | 0.3% |
| GREENKO DUTCH BV | 5.25 | 7/24/2024 | 545,000 | 526,246.55 | 0.3% |
| AXA SA | 8.6 | 12/15/2030 | 400,000 | 524,374.00 | 0.3% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/2035 | 420,000 | 524,290.20 | 0.3% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/2027 | 510,000 | 521,196.20 | 0.3% |
| BPCE SA | 4.875 | 4/1/2026 | 500,000 | 514,800.17 | 0.3% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/2027 | 500,000 | 513,755.00 | 0.3% |
| AUTONATION INC | 5.5 | 2/1/2020 | 500,000 | 510,032.01 | 0.3% |
| SBA TOWER TRUST | 3.869 | 10/15/2049 | 500,000 | 509,795.80 | 0.3% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/2029 | 500,000 | 509,743.75 | 0.3% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/2023 | 500,000 | 509,687.50 | 0.3% |
| US BANCORP | 3.6 | 9/11/2024 | 493,000 | 508,715.40 | 0.3% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/2024 | 500,000 | 508,061.59 | 0.3% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/2021 | 500,000 | 503,976.77 | 0.3% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/2024 | 505,000 | 503,661.75 | 0.3% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/2045 | 400,000 | 502,364.39 | 0.3% |
| VENTAS REALTY LP | 3.5 | 2/1/2025 | 500,000 | 500,585.22 | 0.3% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/2021 | 500,000 | 499,346.98 | 0.3% |
| BPCE SA | 2.25 | 1/27/2020 | 500,000 | 497,942.00 | 0.3% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/2050 | 325,000 | 497,877.25 | 0.3% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/2028 | 500,000 | 492,975.00 | 0.3% |
| FNMA POOL 932441 | 4 | 1/1/2040 | 466,977 | 484,402.16 | 0.3% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/2041 | 435,000 | 484,076.70 | 0.3% |
| XEROX CORPORATION | 5.625 | 12/15/2019 | 475,000 | 483,892.00 | 0.3% |
| CDW LLC | 0 | 8/17/2023 | 478,829 | 478,338.85 | 0.3% |
| AIR LEASE CORP | 3.625 | 12/1/2027 | 500,000 | 467,636.79 | 0.3% |
| FNMA POOL AN1410 | 3.01 | 5/1/2028 | 455,521 | 459,002.26 | 0.3% |
| AT+T INC | 3.95 | 1/15/2025 | 445,000 | 454,342.92 | 0.3% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/2022 | 450,000 | 450,309.02 | 0.3% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/2048 | 420,000 | 442,714.59 | 0.3% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/2024 | 465,890 | 440,099.50 | 0.3% |
| FREMF MORTGAGE TRUST | 4.08133 | 10/25/2031 | 461,000 | 437,636.75 | 0.3% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/2026 | 430,000 | 433,279.09 | 0.3% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/2023 | 437,625 | 431,471.12 | 0.3% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/2021 | 425,000 | 428,687.82 | 0.3% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/2044 | 395,000 | 424,026.24 | 0.3% |
| BIOGEN INC | 5.2 | 9/15/2045 | 400,000 | 422,967.03 | 0.3% |
| WELLTOWER INC | 5.25 | 1/15/2022 | 400,000 | 422,302.98 | 0.3% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/2045 | 350,000 | 420,108.50 | 0.3% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/2022 | 400,000 | 415,186.35 | 0.3% |
| APTIV CORP | 4.15 | 3/15/2024 | 401,000 | 413,611.17 | 0.3% |
| DIGNITY HEALTH | 4.5 | 11/1/2042 | 408,000 | 402,535.22 | 0.3% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 383,000 | 398,138.00 | 0.3% |
| GS MORTGAGE SECURITIES TRUST | 3.18375 | 7/15/2032 | 395,000 | 394,575.22 | 0.3% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/2024 | 401,800 | 390,499.38 | 0.2% |
| AMERICAN TOWER CORP | 5 | 2/15/2024 | 362,000 | 389,793.63 | 0.2% |
| TOTAL SYSTEM SERVICES IN | 4 | 6/1/2023 | 375,000 | 385,499.01 | 0.2% |
| AMERICAN INTL GROUP | 3.9 | 4/1/2026 | 380,000 | 382,765.18 | 0.2% |
| FANNIE MAE | 3.5 | 3/25/2027 | 368,000 | 382,249.55 | 0.2% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/2022 | 375,000 | 382,090.46 | 0.2% |
| VERIZON COMMUNICATIONS | 4.016 | 12/3/2029 | 370,000 | 381,454.02 | 0.2% |
| AMAZON.COM INC | 4.8 | 12/5/2034 | 325,000 | 378,851.27 | 0.2% |
| CBS CORP | 2.9 | 1/15/2027 | 400,000 | 373,916.56 | 0.2% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/2023 | 340,000 | 372,993.60 | 0.2% |
| FNMA POOL MA1931 | 2.5 | 6/1/2024 | 372,005 | 370,550.86 | 0.2% |
| WRKCO INC | 3 | 9/15/2024 | 375,000 | 368,756.21 | 0.2% |
| JM SMUCKER CO | 4.25 | 3/15/2035 | 380,000 | 367,737.99 | 0.2% |
| AEGEA FINANCE SARL | 5.75 | 10/10/2024 | 370,000 | 365,748.70 | 0.2% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/2024 | 355,000 | 354,295.47 | 0.2% |
| AIA GROUP LTD | 4.5 | 3/16/2046 | 325,000 | 352,823.80 | 0.2% |
| FREDDIE MAC | 3.5 | 12/15/2025 | 343,000 | 350,941.34 | 0.2% |
| FNMA POOL AS3608 | 2.5 | 12/1/2043 | 348,143 | 339,847.01 | 0.2% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/2045 | 300,000 | 336,768.80 | 0.2% |
| MORGAN STANLEY | 3.625 | 1/20/2027 | 335,000 | 336,100.10 | 0.2% |
| CELGENE CORP | 3.875 | 8/15/2025 | 325,000 | 332,609.61 | 0.2% |
| ILLINOIS ST | 5.1 | 6/1/2033 | 335,000 | 329,442.35 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/2041 | 225,000 | 328,464.00 | 0.2% |
| ILLINOIS ST | 5.547 | 4/1/2019 | 325,000 | 325,000.00 | 0.2% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/2025 | 325,000 | 324,149.35 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/2021 | 320,000 | 320,966.40 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/2046 | 300,000 | 317,648.79 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/2047 | 300,000 | 314,939.82 | 0.2% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/2045 | 291,000 | 310,458.44 | 0.2% |
| CITY OF HOPE/THE | 5.623 | 11/15/2043 | 250,000 | 309,771.30 | 0.2% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/2039 | 289,302 | 306,454.52 | 0.2% |
| REGENCY CENTERS LP | 3.75 | 6/15/2024 | 300,000 | 305,003.17 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/2040 | 200,000 | 300,766.00 | 0.2% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/2026 | 300,000 | 299,347.78 | 0.2% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/2023 | 275,000 | 296,700.25 | 0.2% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/2025 | 291,806 | 290,217.07 | 0.2% |
| SBA TOWER TRUST | 3.168 | 4/9/2047 | 290,000 | 289,829.60 | 0.2% |
| BLITZ F18 675 GMBH | 0 | 7/31/2025 | 255,000 | 287,504.96 | 0.2% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/2032 | 277,517 | 285,673.83 | 0.2% |
| FANNIE MAE | 3.5 | 7/25/2054 | 280,233 | 285,489.67 | 0.2% |
| CHICAGO IL | 7.375 | 1/1/2033 | 250,000 | 279,072.50 | 0.2% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/2024 | 265,000 | 277,081.06 | 0.2% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/2019 | 275,000 | 276,386.19 | 0.2% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/2044 | 250,000 | 271,902.34 | 0.2% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/2019 | 270,000 | 270,302.40 | 0.2% |
| FNMA POOL 745327 | 6 | 3/1/2036 | 244,582 | 270,010.75 | 0.2% |
| PITNEY BOWES INC | 3.875 | 9/15/2020 | 265,000 | 265,662.50 | 0.2% |
| DIGNITY HEALTH | 5.267 | 11/1/2064 | 250,000 | 264,174.05 | 0.2% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/2022 | 260,000 | 260,650.00 | 0.2% |
| DUKE REALTY LP | 4.375 | 6/15/2022 | 250,000 | 260,172.51 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/2019 | 260,000 | 260,000.00 | 0.2% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/2022 | 260,000 | 258,013.50 | 0.2% |
| FED HM LN PC POOL 849167 | 2.874 | 10/1/2043 | 256,078 | 257,893.02 | 0.2% |
| FANNIE MAE CAS | 6.8355 | 5/25/2029 | 235,000 | 257,520.19 | 0.2% |
| CHICAGO IL | 6.207 | 1/1/2032 | 250,000 | 256,815.00 | 0.2% |
| FNMA POOL AB4168 | 3.5 | 1/1/2032 | 246,989 | 254,057.96 | 0.2% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/2026 | 250,000 | 251,873.63 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/2020 | 250,000 | 249,485.00 | 0.2% |
| FREMF MORTGAGE TRUST | 3.67461 | 11/25/2049 | 250,000 | 249,044.00 | 0.2% |
| GO DADDY OPER CO LLC | 0 | 2/15/2024 | 250,264 | 249,012.42 | 0.2% |
| DELL INTL LLC | 0 | 9/7/2023 | 251,306 | 248,730.48 | 0.2% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2021 | 250,000 | 248,630.00 | 0.2% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/2019 | 250,000 | 248,555.63 | 0.2% |
| ALMONDE INC | 0 | 6/13/2024 | 257,413 | 248,544.07 | 0.2% |
| LENNAR CORP | 4.125 | 1/15/2022 | 245,000 | 248,062.50 | 0.2% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/2023 | 250,000 | 247,229.45 | 0.2% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2022 | 250,000 | 247,087.50 | 0.2% |
| BNP PARIBAS | 3.8 | 1/10/2024 | 245,000 | 247,076.49 | 0.2% |
| SWEDBANK AB | 2.8 | 3/14/2022 | 250,000 | 243,619.50 | 0.2% |
| FED HM LN PC POOL J17791 | 3 | 1/1/2027 | 239,541 | 242,768.37 | 0.2% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/2047 | 230,000 | 239,317.25 | 0.2% |
| AMERICAN TOWER CORP | 3.375 | 5/15/2024 | 235,000 | 236,928.12 | 0.2% |
| FNMA POOL AY3370 | 2.5 | 4/1/2045 | 242,288 | 235,536.57 | 0.2% |
| CHARTER COMM OPT LLC/CAP | 5.75 | 4/1/2048 | 225,000 | 235,383.68 | 0.2% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/2036 | 235,000 | 234,478.30 | 0.1% |
| AON PLC | 4.75 | 5/15/2045 | 225,000 | 233,916.47 | 0.1% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/18/2023 | 236,301 | 231,377.80 | 0.1% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3 | 11/15/2022 | 230,000 | 230,046.00 | 0.1% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/2045 | 215,000 | 225,329.00 | 0.1% |
| FREMF MORTGAGE TRUST | 3.841039 | 7/25/2049 | 224,000 | 225,197.57 | 0.1% |
| FREMF MORTGAGE TRUST | 3.75331 | 11/25/2050 | 220,000 | 220,192.13 | 0.1% |
| FNMA POOL AE4192 | 4 | 10/1/2040 | 209,390 | 218,497.49 | 0.1% |
| FNMA POOL AB6472 | 2 | 10/1/2027 | 221,872 | 218,315.76 | 0.1% |
| ILLINOIS ST | 3.86 | 4/1/2021 | 215,000 | 217,040.35 | 0.1% |
| VERIZON COMMUNICATIONS | 3.875 | 2/8/2029 | 210,000 | 215,223.65 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/2027 | 205,000 | 213,894.95 | 0.1% |
| MORGAN STANLEY | 3.95 | 4/23/2027 | 210,000 | 210,137.73 | 0.1% |
| AMAZON.COM INC | 3.875 | 8/22/2037 | 200,000 | 208,173.92 | 0.1% |
| FNMA POOL AP9592 | 3.5 | 10/1/2032 | 200,856 | 206,607.74 | 0.1% |
| VODAFONE GROUP PLC | 6.15 | 2/27/2037 | 185,000 | 205,448.85 | 0.1% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/2041 | 175,000 | 204,687.75 | 0.1% |
| GRAY TELEVISION INC | 5.875 | 7/15/2026 | 200,000 | 204,040.00 | 0.1% |
| DUKE REALTY LP | 3.625 | 4/15/2023 | 200,000 | 203,970.05 | 0.1% |
| ING GROEP NV | 3.95 | 3/29/2027 | 200,000 | 200,950.74 | 0.1% |
| FED HM LN PC POOL A95085 | 4 | 11/1/2040 | 191,173 | 198,520.14 | 0.1% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/2023 | 200,000 | 198,451.57 | 0.1% |
| SEATTLE SPINCO INC | 0 | 6/21/2024 | 202,643 | 197,239.31 | 0.1% |
| ALTICE FRANCE SA | 7.375 | 5/1/2026 | 200,000 | 196,500.00 | 0.1% |
| FED HM LN PC POOL G01837 | 5 | 7/1/2035 | 181,822 | 196,087.66 | 0.1% |
| NETS HOLDING A/S | 0 | 2/6/2025 | 176,389 | 195,441.03 | 0.1% |
| EBAY INC | 3.6 | 6/5/2027 | 195,000 | 190,270.71 | 0.1% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/2035 | 200,000 | 189,450.32 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/2027 | 185,000 | 186,234.31 | 0.1% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.5 | 11/15/2023 | 185,000 | 185,070.30 | 0.1% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/2047 | 180,167 | 184,801.99 | 0.1% |
| FANNIE MAE | 3 | 9/25/2047 | 183,470 | 183,239.86 | 0.1% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/2040 | 165,321 | 180,741.62 | 0.1% |
| UNUM GROUP | 3 | 5/15/2021 | 180,000 | 180,009.18 | 0.1% |
| FNMA POOL AR1524 | 2 | 1/1/2028 | 182,724 | 179,793.44 | 0.1% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/2035 | 168,800 | 178,659.87 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2024 | 165,000 | 177,335.40 | 0.1% |
| FREMF MORTGAGE TRUST | 3.97173 | 7/25/2049 | 175,000 | 176,848.42 | 0.1% |
| BLACKHAWK NETWORK HLDGS INC | 0 | 6/15/2025 | 178,650 | 175,791.60 | 0.1% |
| CROWN FIN US INC | 0 | 2/28/2025 | 179,529 | 175,623.82 | 0.1% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/2023 | 164,000 | 175,443.19 | 0.1% |
| FANNIE MAE | 3 | 9/25/2047 | 175,333 | 175,118.08 | 0.1% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/2040 | 125,000 | 174,005.00 | 0.1% |
| TURKIYE SINAI KALKINMA B | 5.5 | 1/16/2023 | 200,000 | 172,750.00 | 0.1% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/2027 | 171,992 | 172,010.25 | 0.1% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/2024 | 160,000 | 168,256.42 | 0.1% |
| USI INC | 0 | 5/16/2024 | 172,375 | 166,988.28 | 0.1% |
| ON SEMICONDUCTOR CORP | 0 | 3/31/2023 | 166,460 | 165,003.28 | 0.1% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/2024 | 165,000 | 164,347.64 | 0.1% |
| KIMCO REALTY CORP | 3.4 | 11/1/2022 | 160,000 | 161,524.49 | 0.1% |
| FNMA POOL BE1416 | 2.5 | 11/1/2031 | 162,016 | 161,268.34 | 0.1% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/2026 | 165,000 | 160,323.99 | 0.1% |
| FREMF MORTGAGE TRUST | 4.07292 | 7/25/2050 | 155,000 | 159,522.73 | 0.1% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/2022 | 155,000 | 159,044.59 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/2025 | 155,000 | 157,763.33 | 0.1% |
| FED HM LN PC POOL A94362 | 4 | 10/1/2040 | 147,999 | 154,292.63 | 0.1% |
| FNMA POOL 930672 | 4.5 | 3/1/2039 | 144,370 | 153,457.87 | 0.1% |
| FNMA POOL MA1630 | 4 | 10/1/2033 | 146,760 | 153,174.66 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2025 | 135,000 | 146,268.45 | 0.1% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/2024 | 148,758 | 145,597.15 | 0.1% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/2038 | 140,000 | 145,208.00 | 0.1% |
| RYDER SYSTEM INC | 2.5 | 5/11/2020 | 145,000 | 144,593.68 | 0.1% |
| FNMA POOL MA0949 | 3.5 | 1/1/2032 | 140,381 | 144,398.92 | 0.1% |
| FNMA POOL AB1343 | 4.5 | 8/1/2040 | 134,100 | 142,618.98 | 0.1% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/2030 | 130,000 | 142,044.50 | 0.1% |
| DIAMOND (BC) B V | 0 | 9/6/2024 | 148,125 | 142,014.84 | 0.1% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/2026 | 143,550 | 139,692.09 | 0.1% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/2035 | 131,832 | 139,608.21 | 0.1% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/2033 | 139,514 | 139,070.36 | 0.1% |
| FREMF MORTGAGE TRUST | 4.03562 | 7/25/2027 | 136,000 | 138,737.19 | 0.1% |
| FNMA POOL AE0216 | 4 | 8/1/2040 | 131,933 | 136,903.83 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/2021 | 135,000 | 134,007.33 | 0.1% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/2036 | 121,169 | 133,189.77 | 0.1% |
| FANNIE MAE CAS | 6.0355 | 7/25/2029 | 120,000 | 129,027.84 | 0.1% |
| WYNDHAM HOTELS + RESORTS INC | 0 | 5/30/2025 | 129,350 | 127,914.99 | 0.1% |
| FED HM LN PC POOL A89384 | 4 | 10/1/2039 | 122,902 | 127,592.26 | 0.1% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/2052 | 120,000 | 124,548.50 | 0.1% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/2036 | 116,189 | 122,369.91 | 0.1% |
| FREMF MORTGAGE TRUST | 3.64713 | 11/25/2050 | 120,000 | 119,810.06 | 0.1% |
| FREMF MORTGAGE TRUST | 3.72635 | 10/25/2049 | 120,000 | 119,381.18 | 0.1% |
| FED HM LN PC POOL G04997 | 5 | 1/1/2037 | 110,914 | 119,125.41 | 0.1% |
| KAR AUCTION SVCS INC | 0 | 3/9/2023 | 114,614 | 114,136.66 | 0.1% |
| FED HM LN PC POOL G06079 | 6 | 7/1/2039 | 103,026 | 113,300.08 | 0.1% |
| FNMA POOL MA0639 | 4 | 2/1/2041 | 108,852 | 112,955.20 | 0.1% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/2032 | 100,000 | 111,466.56 | 0.1% |
| FREDDIE MAC STACR | 4.1355 | 4/25/2043 | 109,476 | 110,223.49 | 0.1% |
| FNMA POOL 995243 | 4.5 | 8/1/2038 | 100,904 | 106,667.29 | 0.1% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/2027 | 100,000 | 104,321.00 | 0.1% |
| FED HM LN PC POOL A89148 | 4 | 10/1/2039 | 99,136 | 102,917.22 | 0.1% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/2023 | 100,000 | 101,431.50 | 0.1% |
| FED HM LN PC POOL A93101 | 5 | 7/1/2040 | 93,367 | 100,917.59 | 0.1% |
| FREMF MORTGAGE TRUST | 3.87993 | 2/25/2050 | 100,000 | 100,608.46 | 0.1% |
| SHUTTERFLY INC | 0 | 8/17/2024 | 101,345 | 99,866.66 | 0.1% |
| ZAYO GROUP LLC | 0 | 1/19/2024 | 100,095 | 99,656.84 | 0.1% |
| FNMA POOL AL1627 | 4.5 | 9/1/2041 | 94,219 | 99,510.01 | 0.1% |
| FNMA POOL AW4685 | 2.601 | 5/1/2044 | 98,607 | 99,300.60 | 0.1% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/2041 | 93,223 | 98,763.14 | 0.1% |
| CHG PPC PARENT LLC | 0 | 3/31/2025 | 99,250 | 97,761.25 | 0.1% |
| FED HM LN PC POOL A95796 | 4 | 12/1/2040 | 91,997 | 95,529.98 | 0.1% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/2022 | 95,000 | 93,793.84 | 0.1% |
| FNMA POOL 190370 | 6 | 6/1/2036 | 84,899 | 93,705.02 | 0.1% |
| FNMA POOL BD1153 | 3 | 8/1/2046 | 92,698 | 92,445.09 | 0.1% |
| FREMF MORTGAGE TRUST | 3.84423 | 10/25/2049 | 90,000 | 90,309.98 | 0.1% |
| FREMF MORTGAGE TRUST | 3.67461 | 11/25/2049 | 90,000 | 88,056.75 | 0.1% |
| FREMF MORTGAGE TRUST | 3.94413 | 9/25/2049 | 85,000 | 86,144.15 | 0.1% |
| FNMA POOL 995082 | 5.5 | 8/1/2037 | 76,448 | 84,170.89 | 0.1% |
| FNMA POOL AE0625 | 4 | 12/1/2040 | 78,427 | 82,041.26 | 0.1% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/2041 | 75,178 | 81,258.12 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 3/9/2027 | 80,000 | 78,769.97 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/2026 | 80,000 | 77,997.24 | 0.0% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 78,365 | 77,818.41 | 0.0% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/2033 | 70,000 | 77,557.20 | 0.0% |
| FED HM LN PC POOL G08499 | 3 | 7/1/2042 | 76,757 | 76,823.24 | 0.0% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/2022 | 75,000 | 74,193.04 | 0.0% |
| FREMF MORTGAGE TRUST | 3.98074 | 5/25/2050 | 70,000 | 71,213.90 | 0.0% |
| FNMA POOL AD1649 | 4 | 3/1/2040 | 68,433 | 71,011.74 | 0.0% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/2037 | 64,123 | 66,585.41 | 0.0% |
| FNMA POOL AA9846 | 4 | 8/1/2039 | 63,794 | 66,180.21 | 0.0% |
| FED HM LN PC POOL A87874 | 4 | 8/1/2039 | 63,115 | 65,791.31 | 0.0% |
| FNMA POOL AC1877 | 4.5 | 9/1/2039 | 60,135 | 63,578.07 | 0.0% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/2027 | 61,823 | 61,830.02 | 0.0% |
| FREMF MORTGAGE TRUST | 3.75331 | 11/25/2050 | 65,000 | 61,789.07 | 0.0% |
| FNMA POOL AC9564 | 4.5 | 2/1/2040 | 58,061 | 61,673.82 | 0.0% |
| CHICAGO IL | 7.045 | 1/1/2029 | 55,000 | 61,397.05 | 0.0% |
| FNMA POOL AE0215 | 4 | 12/1/2039 | 57,495 | 59,643.10 | 0.0% |
| FREMF MORTGAGE TRUST | 4.02169 | 11/25/2032 | 67,000 | 58,934.87 | 0.0% |
| FED HM LN PC POOL A89729 | 4 | 11/1/2039 | 56,248 | 58,406.81 | 0.0% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/2025 | 57,000 | 57,724.73 | 0.0% |
| FNMA POOL AE0624 | 4 | 11/1/2040 | 54,076 | 56,112.15 | 0.0% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 56,344 | 55,951.26 | 0.0% |
| FNMA POOL AI7951 | 4.5 | 8/1/2036 | 51,707 | 54,689.07 | 0.0% |
| CROWN AMERICAS LLC | 0 | 4/3/2025 | 53,663 | 53,872.65 | 0.0% |
| FNMA POOL AL0005 | 4.5 | 1/1/2041 | 50,341 | 53,246.70 | 0.0% |
| FNMA POOL AL0049 | 6 | 12/1/2035 | 43,707 | 48,157.39 | 0.0% |
| FNMA POOL AJ5974 | 4 | 12/1/2036 | 45,249 | 46,953.10 | 0.0% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/2040 | 44,260 | 46,889.96 | 0.0% |
| CORE + MAIN LP | 6.125 | 8/15/2025 | 45,000 | 44,226.00 | 0.0% |
| FNMA POOL AE4113 | 4 | 10/1/2040 | 42,211 | 43,852.44 | 0.0% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/2029 | 40,000 | 42,456.00 | 0.0% |
| FNMA POOL 889529 | 6 | 3/1/2038 | 38,384 | 42,375.40 | 0.0% |
| FNMA POOL 745044 | 4.5 | 8/1/2035 | 38,858 | 41,079.15 | 0.0% |
| FNMA POOL AC2817 | 4 | 10/1/2039 | 38,518 | 39,960.72 | 0.0% |
| FREMF MORTGAGE TRUST | 3.72635 | 10/25/2049 | 40,000 | 38,116.83 | 0.0% |
| FNMA POOL AS8449 | 2.5 | 12/1/2031 | 35,292 | 35,087.62 | 0.0% |
| FNMA POOL AE5143 | 4 | 11/1/2040 | 33,467 | 34,727.86 | 0.0% |
| FED HM LN PC POOL G01838 | 5 | 7/1/2035 | 31,302 | 33,748.05 | 0.0% |
| FED HM LN PC POOL G01779 | 5 | 4/1/2035 | 27,922 | 30,104.28 | 0.0% |
| MA FINANCECO LLC | 0 | 6/21/2024 | 30,007 | 29,206.61 | 0.0% |
| FNMA POOL AB1763 | 4 | 11/1/2030 | 26,876 | 27,951.71 | 0.0% |
| MISSION BROADCASTING INC | 0 | 1/17/2024 | 27,378 | 26,796.59 | 0.0% |
| FED HM LN PC POOL A94742 | 4 | 11/1/2040 | 25,513 | 26,599.04 | 0.0% |
| FNMA POOL 890248 | 6 | 8/1/2037 | 21,978 | 24,253.26 | 0.0% |
| FED HM LN PC POOL A12413 | 5 | 8/1/2033 | 22,312 | 24,057.74 | 0.0% |
| FNMA POOL AD8033 | 4 | 8/1/2040 | 23,131 | 24,002.26 | 0.0% |
| FED HM LN PC POOL A95084 | 4 | 11/1/2040 | 20,978 | 21,783.82 | 0.0% |
| 99D0FA7C7 SWAPTION | 0 | 3/18/2020 | 4,425,000 | 21,181.15 | 0.0% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/2036 | 18,604 | 20,506.13 | 0.0% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/2024 | 20,000 | 19,715.53 | 0.0% |
| FNMA POOL MA0919 | 3.5 | 12/1/2031 | 14,146 | 14,550.53 | 0.0% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/2041 | 13,070 | 13,477.50 | 0.0% |
| FED HM LN PC POOL G05052 | 5 | 10/1/2033 | 11,760 | 12,633.48 | 0.0% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/2055 | 10,000 | 10,573.53 | 0.0% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/2025 | 10,000 | 10,208.66 | 0.0% |
| FNMA POOL AC5401 | 5 | 10/1/2039 | 6,250 | 6,745.34 | 0.0% |
| MICROSOFT CORP | 3.7 | 8/8/2046 | 5,000 | 5,109.91 | 0.0% |
| 99D0ECSY3 SWAPTION | 0 | 12/9/2019 | 2,420,000 | 3,621.41 | 0.0% |
