Monday - Friday
9am to 6pm EST
Holdings
as of 12/31/2017
Swipe to view table
| SECURITY NAME | COUPON | MATURITY | CUSIP | SHARES | MARKET VALUE | WEIGHT |
|---|---|---|---|---|---|---|
| FED HOME LN DISCOUNT NT | 0.01 | 3/21/18 | '313385UN4 | 7,500,000.00 | 7,478,227.50 | 4.1% |
| FED HOME LN DISCOUNT NT | 0 | 12/29/17 | '313385RC2 | 6,500,000.00 | 6,500,000.00 | 3.6% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 1/24/48 | '21H032613 | 5,300,000.00 | 5,479,289.09 | 3.0% |
| FANNIE MAE | 1.5 | 6/22/20 | '3135G0D75 | 5,328,000.00 | 5,266,690.70 | 2.9% |
| FNMA TBA 30 YR 3.5 | 3.5 | 1/18/48 | '01F032617 | 4,021,000.00 | 4,128,750.42 | 2.3% |
| FANNIE MAE | 5.625 | 7/15/37 | '31398AFD9 | 2,376,000.00 | 3,341,413.94 | 1.8% |
| GNMA II TBA 30 YR 3 | 3 | 1/24/48 | '21H030617 | 3,300,000.00 | 3,330,164.08 | 1.8% |
| FHLMC TBA 30 YR 3.5 | 3.5 | 1/18/48 | '02R032612 | 3,000,000.00 | 3,081,016.56 | 1.7% |
| FNMA TBA 15 YR 3 | 3 | 1/23/33 | '01F030413 | 2,600,000.00 | 2,648,445.36 | 1.5% |
| FNMA POOL BE4435 | 3 | 11/1/46 | '3140FP4V8 | 2,403,239.50 | 2,406,561.62 | 1.3% |
| FNMA POOL BC1171 | 3.5 | 6/1/46 | '3140EVJR9 | 2,226,113.37 | 2,287,513.32 | 1.3% |
| GNMA II TBA 30 YR 4 | 4 | 1/24/48 | '21H040616 | 2,100,000.00 | 2,189,250.06 | 1.2% |
| FNMA POOL AN4301 | 3.15 | 1/1/27 | '3138LGX76 | 2,109,700.00 | 2,158,839.09 | 1.2% |
| FHLMC TBA 30 YR 4 | 4 | 1/18/48 | '02R040615 | 1,800,000.00 | 1,882,406.20 | 1.0% |
| FNMA POOL 469829 | 2.72 | 12/1/18 | '31381S4N9 | 1,610,145.58 | 1,618,338.69 | 0.9% |
| MET TRANSPRTN AUTH NY DEDICATE | 5 | 11/15/38 | '59259N6U2 | 1,275,000.00 | 1,526,723.25 | 0.8% |
| FNMA POOL AN6744 | 2.94 | 9/1/27 | '3138LKP68 | 1,500,000.00 | 1,509,937.08 | 0.8% |
| FNMA POOL AN7540 | 2.91 | 11/1/27 | '3138LLLW3 | 1,500,000.00 | 1,506,968.27 | 0.8% |
| FNMA POOL AN5557 | 2.9 | 5/1/27 | '3138LJE71 | 1,486,314.06 | 1,493,555.32 | 0.8% |
| FNMA POOL AN1840 | 2.45 | 6/1/26 | '3138LEBJ9 | 1,486,909.46 | 1,456,331.97 | 0.8% |
| FNMA POOL AM7598 | 3.07 | 12/1/24 | '3138L8NQ3 | 1,388,114.28 | 1,424,402.45 | 0.8% |
| FNMA POOL 471478 | 2.61 | 8/1/22 | '31381UXF9 | 1,351,543.34 | 1,360,531.74 | 0.8% |
| FNMA TBA 30 YR 4 | 4 | 1/18/48 | '01F040610 | 1,300,000.00 | 1,359,562.13 | 0.8% |
| FNMA POOL AN7300 | 3.29 | 11/1/27 | '3138LLDE2 | 1,236,407.87 | 1,278,921.26 | 0.7% |
| FNMA POOL AM5197 | 4.2 | 1/1/30 | '3138L5X39 | 1,165,843.91 | 1,273,834.17 | 0.7% |
| FNMA POOL AM8659 | 2.88 | 4/1/31 | '3138L9TR3 | 1,255,504.55 | 1,228,034.46 | 0.7% |
| FNMA POOL AN2787 | 2.6 | 9/1/28 | '3138LFCZ9 | 1,150,000.00 | 1,124,110.76 | 0.6% |
| FNMA POOL AN2791 | 2.44 | 9/1/26 | '3138LFC55 | 1,123,306.29 | 1,101,850.98 | 0.6% |
| FNMA POOL AM7507 | 3.08 | 12/1/24 | '3138L8KV5 | 1,043,874.21 | 1,071,690.35 | 0.6% |
| FNMA POOL AM9154 | 3.18 | 6/1/30 | '3138LAE47 | 1,054,173.42 | 1,069,152.56 | 0.6% |
| FNMA POOL 469879 | 3.22 | 12/1/21 | '31381S6Q0 | 986,101.57 | 1,013,403.00 | 0.6% |
| FNMA POOL AM6266 | 3.58 | 7/1/30 | '3138L66C7 | 963,740.06 | 996,209.27 | 0.6% |
| FNMA POOL AM8148 | 2.68 | 3/1/27 | '3138L9BS0 | 1,000,000.00 | 989,954.34 | 0.5% |
| FNMA POOL AM9239 | 3.03 | 6/1/25 | '3138LAHR3 | 968,128.29 | 989,529.36 | 0.5% |
| HUDSON YARDS | 2.835 | 8/10/38 | '44421LAA0 | 1,000,000.00 | 979,184.70 | 0.5% |
| FNMA POOL AN1767 | 2.98 | 6/1/31 | '3138LD6D0 | 974,555.90 | 969,943.91 | 0.5% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 1/24/48 | '21H042612 | 900,000.00 | 944,156.21 | 0.5% |
| AMERICAN BLDRS + CONTRACTORS | 0 | 10/31/23 | '02474RAE3 | 893,250.00 | 898,320.98 | 0.5% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A6YW6 | 847,000.00 | 877,871.96 | 0.5% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/45 | '67087MAA4 | 806,000.00 | 843,150.31 | 0.5% |
| CALIFORNIA ST | 7.625 | 3/1/40 | '13063BFR8 | 525,000.00 | 823,383.75 | 0.5% |
| FREDDIE MAC | 3.5 | 6/15/26 | '3137ACFM6 | 780,000.00 | 806,619.37 | 0.4% |
| FNMA POOL BE8063 | 3 | 12/1/46 | '3140FT5Z0 | 801,812.25 | 802,921.53 | 0.4% |
| CNH INDUSTRIAL CAPITAL L | 4.875 | 4/1/21 | '12592BAF1 | 750,000.00 | 789,375.00 | 0.4% |
| ONTARIO (PROVINCE OF) | 1.95 | 1/27/23 | '68323ADL5 | 1,000,000.00 | 786,376.15 | 0.4% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/24 | '939783TL0 | 800,000.00 | 785,720.00 | 0.4% |
| FNMA POOL AM4796 | 3.3 | 12/1/23 | '3138L5KJ8 | 737,380.58 | 763,899.65 | 0.4% |
| FNMA POOL AR9198 | 3 | 3/1/43 | '3138W7GG3 | 755,960.07 | 760,282.08 | 0.4% |
| FED HM LN PC POOL G08741 | 3 | 1/1/47 | '3128MJZF0 | 754,773.67 | 755,742.51 | 0.4% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/45 | '01959LAA0 | 660,000.00 | 755,235.12 | 0.4% |
| FHLMC MULTIFAMILY STRUCTURED P | 1.76188 | 7/25/24 | '3137F2LZ7 | 748,000.00 | 750,462.94 | 0.4% |
| FNMA POOL 469683 | 3.54 | 11/1/21 | '31381SXL1 | 719,690.71 | 747,506.93 | 0.4% |
| LOS ANGELES CNTY CA PUBLIC WKS | 7.488 | 8/1/33 | '54473ENT7 | 540,000.00 | 743,785.20 | 0.4% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/29 | '105340AP8 | 725,000.00 | 742,861.95 | 0.4% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/26 | '10103DAA4 | 705,000.00 | 734,999.46 | 0.4% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/34 | '55282MAA2 | 729,000.00 | 734,937.56 | 0.4% |
| FANNIEMAE ACES | 2.56117 | 7/25/24 | '3136AXVB8 | 740,000.00 | 734,758.14 | 0.4% |
| PARK AVENUE TRUST | 3.508 | 6/5/37 | '90187LAA7 | 712,000.00 | 733,597.81 | 0.4% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/32 | '68245HAA2 | 710,000.00 | 732,282.78 | 0.4% |
| NUMERICABLE GROUP SA | 0 | 1/31/26 | '963FXEII8 | 740,653.00 | 716,272.93 | 0.4% |
| FNMA POOL AM3278 | 2.85 | 5/1/23 | '3138L3UC7 | 701,862.90 | 714,635.06 | 0.4% |
| FNMA POOL AM7903 | 3.38 | 1/1/27 | '3138L8X90 | 669,445.15 | 698,064.12 | 0.4% |
| SANTANDER UK PLC | 5 | 11/7/23 | '80283LAA1 | 650,000.00 | 696,151.95 | 0.4% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/31 | '12625CAJ2 | 644,000.00 | 677,793.38 | 0.4% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/31 | '12625CAC7 | 640,000.00 | 664,592.77 | 0.4% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/38 | '316773CH1 | 425,000.00 | 650,893.48 | 0.4% |
| SWEDBANK AB | 2.2 | 3/4/20 | '87020PAE7 | 650,000.00 | 647,524.98 | 0.4% |
| AMERICAN MUNI PWR OHIO INC OHR | 6.27 | 2/15/50 | '02765UEQ3 | 490,000.00 | 642,698.70 | 0.4% |
| PROVINCE OF QUEBEC | 1.65 | 3/3/22 | '748148RW5 | 815,000.00 | 638,203.64 | 0.4% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/45 | '3132QQAC6 | 636,240.60 | 637,688.16 | 0.4% |
| TOTAL SYSTEM SERVICES IN | 3.8 | 4/1/21 | '891906AD1 | 600,000.00 | 615,436.00 | 0.3% |
| FNMA POOL AM5146 | 3.47 | 1/1/24 | '3138L5WG1 | 555,229.61 | 580,129.96 | 0.3% |
| AXA SA | 8.6 | 12/15/30 | '054536AA5 | 400,000.00 | 576,500.00 | 0.3% |
| O REILLY AUTOMOTIVE INC | 3.85 | 6/15/23 | '67103HAD9 | 550,000.00 | 575,904.97 | 0.3% |
| FNMA POOL 932441 | 4 | 1/1/40 | '31412Q5A3 | 544,187.15 | 572,231.23 | 0.3% |
| HOME DEPOT INC | 5.95 | 4/1/41 | '437076AV4 | 420,000.00 | 569,967.16 | 0.3% |
| FNMA POOL MA1931 | 2.5 | 6/1/24 | '31418BED4 | 561,879.88 | 563,700.25 | 0.3% |
| TREEHOUSE FOODS INC | 6 | 2/15/24 | '89469AAC8 | 530,000.00 | 553,850.00 | 0.3% |
| GREENKO DUTCH BV | 5.25 | 7/24/24 | '39530LAB6 | 545,000.00 | 553,474.75 | 0.3% |
| BPCE SA | 4.875 | 4/1/26 | '05578QAE3 | 500,000.00 | 536,420.69 | 0.3% |
| DIGNITY HEALTH | 5.267 | 11/1/64 | '254010AE1 | 500,000.00 | 535,710.53 | 0.3% |
| MORGAN STANLEY CAPITAL I TRUST | 1.95 | 11/15/34 | '61691LAA7 | 531,000.00 | 531,661.52 | 0.3% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/27 | '22535WAB3 | 510,000.00 | 530,537.29 | 0.3% |
| AUTONATION INC | 5.5 | 2/1/20 | '05329WAK8 | 500,000.00 | 528,118.53 | 0.3% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/45 | '675553AA9 | 400,000.00 | 523,459.10 | 0.3% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/23 | '911365BC7 | 500,000.00 | 518,810.00 | 0.3% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/24 | '26884TAL6 | 500,000.00 | 518,712.53 | 0.3% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/35 | '57586ETQ4 | 420,000.00 | 517,809.60 | 0.3% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/50 | '072024NV0 | 325,000.00 | 515,050.25 | 0.3% |
| CONSOLIDATED EDISON CO O | 3.3 | 12/1/24 | '209111FE8 | 500,000.00 | 513,315.08 | 0.3% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/27 | '25483VSC9 | 500,000.00 | 513,170.00 | 0.3% |
| US BANCORP | 3.6 | 9/11/24 | '91159HHK9 | 493,000.00 | 511,158.50 | 0.3% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/21 | '7591EPAK6 | 500,000.00 | 509,094.25 | 0.3% |
| SBA TOWER TRUST | 3.869 | 10/15/49 | '78403DAH3 | 500,000.00 | 505,326.60 | 0.3% |
| VENTAS REALTY LP | 3.5 | 2/1/25 | '92277GAE7 | 500,000.00 | 504,481.79 | 0.3% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/21 | '571903AN3 | 500,000.00 | 503,582.13 | 0.3% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/24 | '709193LY0 | 505,000.00 | 500,707.50 | 0.3% |
| RYDER SYSTEM INC | 2.35 | 2/26/19 | '78355HJU4 | 500,000.00 | 500,599.27 | 0.3% |
| XEROX CORPORATION | 5.625 | 12/15/19 | '984121CA9 | 475,000.00 | 499,742.65 | 0.3% |
| BPCE SA | 2.25 | 1/27/20 | '05578DAR3 | 500,000.00 | 499,135.50 | 0.3% |
| TORONTO DOMINION BANK | 1.85 | 9/11/20 | '89114QBT4 | 500,000.00 | 494,665.39 | 0.3% |
| CDW LLC | 0 | 8/17/23 | '12512YAF8 | 484,983.29 | 489,014.96 | 0.3% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/24 | '914908AX6 | 484,268.59 | 483,390.61 | 0.3% |
| DTZ U.S. BORROWER LLC | 0 | 11/4/21 | '23340DAH5 | 487,500.00 | 481,798.20 | 0.3% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/28 | '650116BD7 | 500,000.00 | 479,535.00 | 0.3% |
| FNMA POOL AM7812 | 3.1 | 1/1/27 | '3138L8VE1 | 467,714.09 | 478,096.94 | 0.3% |
| BIOGEN INC | 5.2 | 9/15/45 | '09062XAD5 | 400,000.00 | 476,683.02 | 0.3% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/41 | '215813HU3 | 435,000.00 | 474,524.10 | 0.3% |
| FNMA POOL AN1410 | 3.01 | 5/1/28 | '3138LDR88 | 464,542.16 | 470,433.26 | 0.3% |
| AIR LEASE CORP | 3.875 | 4/1/21 | '00912XAM6 | 450,000.00 | 466,445.39 | 0.3% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/22 | '00774MAA3 | 450,000.00 | 457,141.83 | 0.3% |
| AT+T INC | 3.95 | 1/15/25 | '00206RDD1 | 445,000.00 | 456,294.63 | 0.3% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/23 | '78249LAB6 | 443,250.00 | 447,571.69 | 0.2% |
| ILLINOIS ST | 5.877 | 3/1/19 | '452152HU8 | 425,000.00 | 438,340.75 | 0.2% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/26 | '10112RAX2 | 430,000.00 | 437,571.96 | 0.2% |
| WELLTOWER INC | 5.25 | 1/15/22 | '42217KAW6 | 400,000.00 | 435,047.66 | 0.2% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/21 | '446150AJ3 | 425,000.00 | 432,004.35 | 0.2% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/22 | '13645RAP9 | 400,000.00 | 426,368.11 | 0.2% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/25 | '92343VEB6 | 424,000.00 | 426,270.61 | 0.2% |
| DELPHI CORP | 4.15 | 3/15/24 | '247126AJ4 | 401,000.00 | 424,021.93 | 0.2% |
| ALLERGAN FUNDING SCS | 3 | 3/12/20 | '00507UAP6 | 420,000.00 | 423,993.99 | 0.2% |
| MICROSOFT CORP | 3.7 | 8/8/46 | '594918BT0 | 395,000.00 | 412,882.82 | 0.2% |
| GALLERIA CO | 0 | 9/29/23 | '36380UAB3 | 408,975.00 | 411,270.58 | 0.2% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/45 | '685869EJ4 | 350,000.00 | 409,426.50 | 0.2% |
| DIGNITY HEALTH | 4.5 | 11/1/42 | '254010AB7 | 408,000.00 | 409,305.24 | 0.2% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/24 | '85208EAB6 | 406,925.00 | 407,221.65 | 0.2% |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.8079 | 11/15/48 | '12635RAX6 | 388,000.00 | 406,564.40 | 0.2% |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.505 | 4/15/50 | '126281AZ7 | 394,000.00 | 406,463.13 | 0.2% |
| JM SMUCKER CO | 4.25 | 3/15/35 | '832696AM0 | 380,000.00 | 404,697.70 | 0.2% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/44 | '686515AA5 | 395,000.00 | 403,672.68 | 0.2% |
| CITIGROUP COMMERCIAL MORTGAGE | 3.717 | 9/15/48 | '17324DAU8 | 384,000.00 | 402,395.71 | 0.2% |
| SPRINT COMMUNICATIONS | 7 | 3/1/20 | '852061AQ3 | 375,000.00 | 402,187.50 | 0.2% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A7GE4 | 383,000.00 | 398,430.57 | 0.2% |
| QUEENSLAND TREASURY CORP | 3 | 3/22/24 | 'ACI0T3DS2 | 500,000.00 | 398,033.83 | 0.2% |
| AMERICAN TOWER CORP | 5 | 2/15/24 | '03027XAD2 | 362,000.00 | 397,048.76 | 0.2% |
| GS MORTGAGE SECURITIES TRUST | 2.17703 | 7/15/32 | '36253XAA3 | 395,000.00 | 395,832.34 | 0.2% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/22 | '21685WDF1 | 375,000.00 | 391,405.44 | 0.2% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/45 | '649322AA2 | 365,000.00 | 387,160.78 | 0.2% |
| AMAZON.COM INC | 4.8 | 12/5/34 | '023135AP1 | 325,000.00 | 382,586.58 | 0.2% |
| FANNIE MAE | 3.5 | 3/25/27 | '3136A4A82 | 368,000.00 | 379,018.80 | 0.2% |
| AEGEA FINANCE SARL | 5.75 | 10/10/24 | '00775CAA4 | 370,000.00 | 377,400.00 | 0.2% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/39 | '3128MJL57 | 350,961.18 | 374,505.72 | 0.2% |
| CBS CORP | 2.9 | 1/15/27 | '124857AR4 | 400,000.00 | 374,349.50 | 0.2% |
| WESTROCK CO | 3 | 9/15/24 | '96145DAA3 | 375,000.00 | 372,233.48 | 0.2% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/23 | '786091AD0 | 340,000.00 | 370,773.40 | 0.2% |
| AIA GROUP LTD | 4.5 | 3/16/46 | '00131LAE5 | 325,000.00 | 365,328.22 | 0.2% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3 | 11/15/22 | '74443UBF9 | 360,000.00 | 361,249.20 | 0.2% |
| FREDDIE MAC | 3.5 | 12/15/25 | '3137A4BE6 | 343,000.00 | 355,759.26 | 0.2% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/24 | '11134LAE9 | 355,000.00 | 353,481.00 | 0.2% |
| AT+T INC | 2.20606 | 3/11/19 | '00206RCD2 | 350,000.00 | 351,822.44 | 0.2% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/45 | '161175BA1 | 300,000.00 | 350,985.77 | 0.2% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/32 | '3128CUVF0 | 336,912.08 | 350,981.69 | 0.2% |
| FED HM LN PC POOL 849167 | 2.896 | 10/1/43 | '31300MFG3 | 346,564.01 | 350,784.65 | 0.2% |
| FNMA POOL AS3608 | 2.5 | 12/1/43 | '3138WDAJ0 | 361,458.46 | 350,479.39 | 0.2% |
| FNMA POOL 745327 | 6 | 3/1/36 | '31403DA41 | 307,067.40 | 348,556.15 | 0.2% |
| COMM MORTGAGE TRUST | 3.644 | 12/10/47 | '12592PBF9 | 325,000.00 | 338,349.64 | 0.2% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/23 | '796839BP2 | 315,000.00 | 337,727.25 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/41 | '646139X83 | 225,000.00 | 336,984.75 | 0.2% |
| CELGENE CORP | 3.875 | 8/15/25 | '151020AS3 | 325,000.00 | 336,941.17 | 0.2% |
| ILLINOIS ST | 5.1 | 6/1/33 | '452151LF8 | 335,000.00 | 335,030.15 | 0.2% |
| ILLINOIS ST | 5.547 | 4/1/19 | '452152FK2 | 325,000.00 | 333,710.00 | 0.2% |
| WELLS FARGO COMMERCIAL MORTGAG | 3.718 | 12/15/48 | '94989XBC8 | 318,000.00 | 332,904.47 | 0.2% |
| COMM MORTGAGE TRUST | 3.35 | 2/10/48 | '12629NAF2 | 326,000.00 | 332,573.01 | 0.2% |
| ON ASSIGNMENT INC | 0 | 6/5/22 | '68216FAV5 | 327,854.55 | 330,176.74 | 0.2% |
| FED HM LN PC POOL J17791 | 3 | 1/1/27 | '3128PXUQ7 | 322,233.39 | 328,468.05 | 0.2% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/25 | '254709AL2 | 325,000.00 | 327,640.93 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/46 | '61762XAU1 | 300,000.00 | 321,525.33 | 0.2% |
| CITY OF HOPE/THE | 5.623 | 11/15/43 | '17858PAA9 | 250,000.00 | 319,486.95 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/47 | '61763KBA1 | 300,000.00 | 319,013.82 | 0.2% |
| MORGAN STANLEY BAML TRUST | 3.892 | 6/15/47 | '61763MAF7 | 300,000.00 | 316,372.62 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/21 | '59447TLF8 | 320,000.00 | 310,800.00 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/40 | '646139W35 | 200,000.00 | 309,480.00 | 0.2% |
| EMPLOYEES RETMNT SYS OF THE GO | 6.15 | 7/1/38 | '29216MAC4 | 825,000.00 | 309,375.00 | 0.2% |
| REGENCY CENTERS LP | 3.75 | 6/15/24 | '75884RAT0 | 300,000.00 | 306,229.91 | 0.2% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/44 | '853254AN0 | 250,000.00 | 304,342.66 | 0.2% |
| FNMA POOL AB4168 | 3.5 | 1/1/32 | '31417AT25 | 292,462.72 | 304,223.40 | 0.2% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/26 | '22822VAC5 | 300,000.00 | 300,335.77 | 0.2% |
| ING BANK NV | 2 | 11/26/18 | '44987CAJ7 | 300,000.00 | 299,889.14 | 0.2% |
| CHARTER COMMUNICATIONS OPERATI | 0 | 4/30/25 | '932QLAII3 | 295,500.00 | 296,054.06 | 0.2% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/19 | '635405AM5 | 275,000.00 | 291,660.36 | 0.2% |
| FNMA POOL AB6472 | 2 | 10/1/27 | '31417DFN8 | 294,062.31 | 290,977.87 | 0.2% |
| SBA TOWER TRUST | 3.168 | 4/9/47 | '78403DAL4 | 290,000.00 | 288,968.59 | 0.2% |
| MET GOVT NASHVILLE DAVIDSONC | 4.053 | 7/1/26 | '592041WJ2 | 270,000.00 | 287,096.40 | 0.2% |
| NEXEO SOLUTIONS, LLC | 0 | 6/9/23 | '963LNUII0 | 280,739.25 | 282,727.73 | 0.2% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/24 | '883556BF8 | 265,000.00 | 281,464.20 | 0.2% |
| ALMONDE INC | 0 | 6/13/24 | '02034DAC1 | 274,312.49 | 275,399.04 | 0.2% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/19 | '64577BTU8 | 270,000.00 | 273,250.80 | 0.2% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/22 | '03969AAM2 | 260,000.00 | 265,200.00 | 0.1% |
| DUKE REALTY LP | 4.375 | 6/15/22 | '26441YAV9 | 250,000.00 | 265,185.14 | 0.1% |
| MAXLINEAR INC. | 0 | 5/12/24 | '962WWLII7 | 263,117.67 | 264,762.16 | 0.1% |
| PITNEY BOWES INC | 3.625 | 9/15/20 | '724479AM2 | 265,000.00 | 263,675.00 | 0.1% |
| NY + PRESBYTERIAN HOSPIT | 4.063 | 8/1/56 | '649322AD6 | 250,000.00 | 263,375.40 | 0.1% |
| FNMA POOL AY3370 | 2.5 | 4/1/45 | '3138YGW81 | 270,983.05 | 261,748.42 | 0.1% |
| FANNIE MAE CAS | 5.90213 | 5/25/29 | '30711XEC4 | 235,000.00 | 260,793.74 | 0.1% |
| CHICAGO IL | 6.207 | 1/1/32 | '167486HL6 | 250,000.00 | 259,882.50 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/22 | '14314MAF0 | 260,000.00 | 259,049.34 | 0.1% |
| FNMA POOL AE4192 | 4 | 10/1/40 | '31419EUS6 | 243,719.15 | 258,373.72 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/19 | '59447TLD3 | 260,000.00 | 256,757.80 | 0.1% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/26 | '759351AM1 | 250,000.00 | 255,960.26 | 0.1% |
| DELL INTL LLC | 0 | 9/7/23 | '24702NAZ3 | 254,487.47 | 254,634.82 | 0.1% |
| GO DADDY OPER CO LLC | 0 | 2/15/24 | '38017BAN6 | 253,451.24 | 254,472.14 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/21 | '821697P37 | 250,000.00 | 253,650.00 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/22 | '821697P45 | 250,000.00 | 253,495.00 | 0.1% |
| MEXICO CITY ARPT TRUST | 3.875 | 4/30/28 | '59284MAC8 | 255,000.00 | 252,450.00 | 0.1% |
| SWEDBANK AB | 2.8 | 3/14/22 | '87020PAH0 | 250,000.00 | 251,301.25 | 0.1% |
| AON PLC | 4.75 | 5/15/45 | '00185AAH7 | 225,000.00 | 251,163.31 | 0.1% |
| LENNAR CORP | 4.125 | 1/15/22 | '526057BY9 | 245,000.00 | 250,818.75 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.057 | 4/1/18 | '59447TLC5 | 250,000.00 | 249,547.50 | 0.1% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/47 | '16876BAA0 | 230,000.00 | 249,468.79 | 0.1% |
| FED HM LN PC POOL G01837 | 5 | 7/1/35 | '3128LXBE9 | 228,820.66 | 248,360.83 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/23 | '14314RAF9 | 250,000.00 | 248,265.90 | 0.1% |
| SELF HELP FED CRED UNION | 1.15 | 3/18/19 | '81632NAB1 | 250,000.00 | 248,109.25 | 0.1% |
| FREMF MORTGAGE TRUST | 3.6748 | 11/25/49 | '30306HAS9 | 250,000.00 | 247,965.68 | 0.1% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/19 | '81632LAC3 | 250,000.00 | 246,762.00 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.068 | 7/1/28 | '574218X40 | 240,000.00 | 246,528.00 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/20 | '59447TLE1 | 250,000.00 | 244,702.50 | 0.1% |
| APTIV PLC | 3.15 | 11/19/20 | '03835VAA4 | 240,000.00 | 243,869.16 | 0.1% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/18/23 | '41151PAL9 | 240,712.50 | 242,611.96 | 0.1% |
| SS C TECHNOLOGIES INC | 0 | 7/8/22 | '78466DAZ7 | 240,374.99 | 242,140.30 | 0.1% |
| FED HM LN PC POOL A95085 | 4 | 11/1/40 | '312943UJ0 | 229,867.83 | 241,439.71 | 0.1% |
| NETS HOLDING A/S | 0 | 11/27/24 | '963KKPII6 | 200,000.00 | 241,310.89 | 0.1% |
| TECHEM GMBH | 0 | 10/2/24 | '963BHGII0 | 200,000.00 | 241,180.72 | 0.1% |
| FNMA POOL AP9592 | 3.5 | 10/1/32 | '3138MDUS9 | 233,719.76 | 241,036.30 | 0.1% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/36 | '45506DWY7 | 235,000.00 | 238,917.45 | 0.1% |
| AVOLON TLB BORROWER 1 ( US ) | 0 | 4/3/22 | '05400KAB6 | 238,800.00 | 237,338.54 | 0.1% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/40 | '3128M9C34 | 214,050.00 | 236,689.12 | 0.1% |
| FNMA POOL AR1524 | 2 | 1/1/28 | '3138NXVS3 | 233,665.05 | 230,060.33 | 0.1% |
| FREMF MORTGAGE TRUST | 3.83508 | 7/25/49 | '30295AAN8 | 224,000.00 | 228,262.88 | 0.1% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/27 | '3128MDKL6 | 225,805.90 | 227,059.96 | 0.1% |
| FREMF MORTGAGE TRUST | 3.7532 | 11/25/50 | '35708WAS9 | 220,000.00 | 217,769.27 | 0.1% |
| ILLINOIS ST | 3.86 | 4/1/21 | '452152QN4 | 215,000.00 | 216,109.40 | 0.1% |
| MORGAN STANLEY | 3.95 | 4/23/27 | '61761JZN2 | 210,000.00 | 213,664.27 | 0.1% |
| AMAZON.COM INC | 3.875 | 8/22/37 | '023135BD7 | 200,000.00 | 212,944.81 | 0.1% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/52 | '586054AB4 | 200,000.00 | 211,292.76 | 0.1% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/41 | '452308AQ2 | 175,000.00 | 211,088.70 | 0.1% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/35 | '31297TPC1 | 196,478.92 | 209,702.30 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/27 | '574218X32 | 205,000.00 | 208,640.80 | 0.1% |
| SFR GROUP SA | 7.375 | 5/1/26 | '67054KAA7 | 200,000.00 | 206,000.00 | 0.1% |
| GRAY TELEVISION INC | 5.875 | 7/15/26 | '389375AJ5 | 200,000.00 | 205,500.00 | 0.1% |
| SEATTLE SPINCO | 0 | 6/21/24 | '962XKAII2 | 204,690.12 | 205,479.81 | 0.1% |
| DUKE REALTY LP | 3.625 | 4/15/23 | '26441YAX5 | 200,000.00 | 205,107.42 | 0.1% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/35 | '224044CF2 | 200,000.00 | 204,393.43 | 0.1% |
| FNMA POOL BE1416 | 2.5 | 11/1/31 | '3140FLSE9 | 203,021.95 | 202,868.39 | 0.1% |
| COTY INC | 0 | 10/27/22 | '22207EBA1 | 201,425.31 | 202,369.59 | 0.1% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/24 | '65336RAR9 | 201,390.40 | 202,271.48 | 0.1% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/23 | '01609WAS1 | 200,000.00 | 199,580.22 | 0.1% |
| HILLSBOROUGH CNTY FL AVIATION | 3.549 | 10/1/22 | '432275AE5 | 190,000.00 | 194,822.20 | 0.1% |
| FED HM LN PC POOL A94362 | 4 | 10/1/40 | '312942Z32 | 181,547.03 | 192,452.09 | 0.1% |
| FNMA POOL MA1630 | 4 | 10/1/33 | '31418AY44 | 181,793.83 | 192,272.74 | 0.1% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/36 | '3132GFAG2 | 177,222.75 | 189,254.38 | 0.1% |
| FNMA POOL 930672 | 4.5 | 3/1/39 | '31412N6H4 | 174,660.12 | 188,914.00 | 0.1% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.5 | 11/15/23 | '74443UBE2 | 185,000.00 | 186,868.50 | 0.1% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/47 | '61764PBU5 | 180,167.00 | 186,490.36 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/24 | '514045R39 | 165,000.00 | 185,481.45 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/27 | '48305QAC7 | 185,000.00 | 185,397.45 | 0.1% |
| UNUM GROUP | 3 | 5/15/21 | '91529YAM8 | 180,000.00 | 181,397.80 | 0.1% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/40 | '072024NU2 | 125,000.00 | 180,778.75 | 0.1% |
| ON SEMICONDUCTOR CORP | 0 | 3/31/23 | '68218EAF1 | 176,730.13 | 177,779.55 | 0.1% |
| FNMA POOL MA0949 | 3.5 | 1/1/32 | '31418ABT4 | 169,591.74 | 176,411.27 | 0.1% |
| MAYO CLINIC | 4.128 | 11/15/52 | '578454AD2 | 165,000.00 | 176,203.33 | 0.1% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/23 | '759351AL3 | 164,000.00 | 176,143.96 | 0.1% |
| FREMF MORTGAGE TRUST | 3.9715 | 7/25/49 | '35708TAS6 | 175,000.00 | 175,590.63 | 0.1% |
| USI INC | 0 | 5/16/24 | '90351NAE5 | 174,562.50 | 174,707.91 | 0.1% |
| FNMA POOL AB1343 | 4.5 | 8/1/40 | '31416WP55 | 160,928.28 | 174,081.77 | 0.1% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/36 | '3128M4AZ6 | 156,836.07 | 173,882.09 | 0.1% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/35 | '3128LXA59 | 161,546.77 | 172,503.75 | 0.1% |
| CHICAGO IL | 7.045 | 1/1/29 | '167486ZZ5 | 155,000.00 | 171,493.55 | 0.1% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/24 | '87246YAC0 | 160,000.00 | 169,108.73 | 0.1% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/33 | '05604FAA3 | 164,813.03 | 165,080.65 | 0.1% |
| FNMA POOL AE0216 | 4 | 8/1/40 | '31419AG27 | 155,637.54 | 163,605.74 | 0.1% |
| KIMCO REALTY CORP | 3.4 | 11/1/22 | '49446RAN9 | 160,000.00 | 163,343.88 | 0.1% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/22 | '67103HAC1 | 155,000.00 | 163,224.58 | 0.1% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/24 | '224044CH8 | 165,000.00 | 162,746.60 | 0.1% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/26 | '53117CAS1 | 165,000.00 | 162,693.27 | 0.1% |
| FED HM LN PC POOL G06079 | 6 | 7/1/39 | '3128M8CQ5 | 142,728.69 | 161,088.89 | 0.1% |
| FREMF MORTGAGE TRUST | 4.07286 | 5/25/27 | '30302XAE9 | 155,000.00 | 159,753.94 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/25 | '14040HBJ3 | 155,000.00 | 159,730.17 | 0.1% |
| MORGAN STANLEY BAML TRUST | 4.08219 | 7/15/46 | '61762MBW0 | 150,000.00 | 159,678.12 | 0.1% |
| CHICAGO IL | 7.375 | 1/1/33 | '167486VV8 | 135,000.00 | 156,463.65 | 0.1% |
| FED HM LN PC POOL A89384 | 4 | 10/1/39 | '312936M95 | 145,876.06 | 153,227.50 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/25 | '514045R47 | 135,000.00 | 152,035.65 | 0.1% |
| DIAMOND (BC) B V | 0 | 9/6/24 | 'N2611UAC9 | 150,000.00 | 150,611.25 | 0.1% |
| FED HM LN PC POOL G04997 | 5 | 1/1/37 | '3128M63E6 | 138,766.21 | 150,000.28 | 0.1% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/38 | '544445BD0 | 140,000.00 | 148,607.20 | 0.1% |
| RYDER SYSTEM INC | 2.5 | 5/11/20 | '78355HJZ3 | 145,000.00 | 145,221.19 | 0.1% |
| FNMA POOL AW4685 | 2.655 | 5/1/44 | '3138XUF31 | 142,445.41 | 144,455.19 | 0.1% |
| FREMF MORTGAGE TRUST | 4.03414 | 7/25/27 | '35708QAU7 | 136,000.00 | 139,738.75 | 0.1% |
| CAMELOT FIN LP | 0 | 10/3/23 | '13322HAE6 | 138,256.99 | 139,207.51 | 0.1% |
| VOYA FINANCIAL INC | 5.65 | 5/15/53 | '45685EAG1 | 130,000.00 | 138,775.00 | 0.1% |
| FNMA POOL 995243 | 4.5 | 8/1/38 | '31416BS82 | 128,480.69 | 137,116.68 | 0.1% |
| FNMA POOL MA0639 | 4 | 2/1/41 | '31417YV95 | 128,136.80 | 134,666.09 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/21 | '14314MAE3 | 135,000.00 | 134,100.51 | 0.1% |
| FNMA POOL AL1627 | 4.5 | 9/1/41 | '3138EHYZ9 | 123,142.23 | 131,893.36 | 0.1% |
| FANNIE MAE CAS | 5.10213 | 7/25/29 | '30711XEP5 | 120,000.00 | 130,541.96 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.58 | 11/16/20 | '14313RAG8 | 130,000.00 | 130,283.43 | 0.1% |
| MASSACHUSETTS ST | 3.277 | 6/1/46 | '57582RJN7 | 130,000.00 | 125,808.80 | 0.1% |
| FNMA POOL 190370 | 6 | 6/1/36 | '31368HMT7 | 109,179.64 | 123,730.64 | 0.1% |
| FREMF MORTGAGE TRUST | 3.6474 | 9/25/24 | '30305GAS2 | 120,000.00 | 121,578.60 | 0.1% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/41 | '312945ZL5 | 113,480.58 | 121,363.96 | 0.1% |
| FED HM LN PC POOL A89148 | 4 | 10/1/39 | '312936EV5 | 114,743.57 | 120,518.21 | 0.1% |
| FED HM LN PC POOL A93101 | 5 | 7/1/40 | '312941NS2 | 109,521.23 | 118,662.32 | 0.1% |
| FREMF MORTGAGE TRUST | 3.7264 | 10/25/49 | '30305KAG9 | 120,000.00 | 118,375.09 | 0.1% |
| KAR AUCTION SVCS INC | 0 | 3/9/23 | '48562RAK5 | 115,733.73 | 116,529.40 | 0.1% |
| HERTZ CORP | 5.5 | 10/15/24 | '428040CS6 | 125,000.00 | 113,437.50 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.5 | 4/1/22 | '48305QAA1 | 110,000.00 | 113,306.57 | 0.1% |
| FED HM LN PC POOL A95796 | 4 | 12/1/40 | '312944NM9 | 107,585.87 | 113,000.92 | 0.1% |
| FNMA POOL 995082 | 5.5 | 8/1/37 | '31416BM70 | 97,659.32 | 108,435.73 | 0.1% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/32 | '664675AM7 | 100,000.00 | 107,601.38 | 0.1% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/41 | '3132GDKC5 | 97,787.62 | 106,605.77 | 0.1% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/27 | '57584X4J7 | 100,000.00 | 104,768.00 | 0.1% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/23 | '571748BA9 | 100,000.00 | 102,604.54 | 0.1% |
| FREMF MORTGAGE TRUST | 3.87978 | 2/25/24 | '30301TAE9 | 100,000.00 | 101,963.10 | 0.1% |
| ZAYO GROUP LLC | 0 | 1/19/24 | '98919MAP0 | 100,094.75 | 100,543.47 | 0.1% |
| WASHINGTON ST HSG FIN COMMISSI | 4.375 | 1/1/21 | '939783SL1 | 100,000.00 | 100,000.00 | 0.1% |
| FNMA POOL AE0625 | 4 | 12/1/40 | '31419AVT1 | 92,478.34 | 98,576.49 | 0.1% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/22 | '14314EAE1 | 95,000.00 | 93,865.11 | 0.1% |
| FREMF MORTGAGE TRUST | 3.84437 | 8/25/27 | '30305EAE8 | 90,000.00 | 89,651.93 | 0.0% |
| FREMF MORTGAGE TRUST | 3.6748 | 11/25/49 | '30306HAU4 | 90,000.00 | 85,817.75 | 0.0% |
| FED HM LN PC POOL G08499 | 3 | 7/1/42 | '3128MJRV4 | 85,286.93 | 85,766.06 | 0.0% |
| FREMF MORTGAGE TRUST | 3.94419 | 9/25/49 | '30300YAS8 | 85,000.00 | 85,691.20 | 0.0% |
| FNMA POOL AD1649 | 4 | 3/1/40 | '31418NZP8 | 80,877.61 | 85,018.97 | 0.0% |
| FNMA POOL AA9846 | 4 | 8/1/39 | '31416T5G0 | 80,152.94 | 84,297.85 | 0.0% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/27 | '31306XDX8 | 80,159.90 | 80,599.97 | 0.0% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/26 | '14040HBK0 | 80,000.00 | 79,808.69 | 0.0% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/33 | '45750TAS2 | 70,000.00 | 79,463.30 | 0.0% |
| FED HM LN PC POOL A87874 | 4 | 8/1/39 | '312934XB3 | 74,586.43 | 78,823.83 | 0.0% |
| FNMA POOL AC1877 | 4.5 | 9/1/39 | '31417LCP8 | 72,828.30 | 77,890.03 | 0.0% |
| FNMA POOL AC9564 | 4.5 | 2/1/40 | '31417WTW1 | 69,169.52 | 74,669.18 | 0.0% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/22 | '14314EAF8 | 75,000.00 | 73,895.57 | 0.0% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/37 | '3132GRE98 | 69,057.93 | 72,260.83 | 0.0% |
| FNMA POOL AE0215 | 4 | 12/1/39 | '31419AGZ4 | 68,627.87 | 72,140.87 | 0.0% |
| FED HM LN PC POOL A89729 | 4 | 11/1/39 | '312936Y27 | 68,400.92 | 71,823.76 | 0.0% |
| FREMF MORTGAGE TRUST | 3.98048 | 3/25/27 | '30296CAE3 | 70,000.00 | 70,995.13 | 0.0% |
| FNMA POOL AE0624 | 4 | 11/1/40 | '31419AVS3 | 67,357.08 | 70,788.46 | 0.0% |
| ILLINOIS ST | 5.665 | 3/1/18 | '452152HT1 | 70,000.00 | 70,382.90 | 0.0% |
| FNMA POOL AI7951 | 4.5 | 8/1/36 | '3138AMZR9 | 65,624.31 | 70,209.12 | 0.0% |
| SS+C TECH HOLDINGS INC | 5.875 | 7/15/23 | '78467JAC4 | 65,000.00 | 68,900.00 | 0.0% |
| FNMA POOL AL0005 | 4.5 | 1/1/41 | '3138EGAF1 | 63,605.63 | 68,228.50 | 0.0% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/55 | '586054AC2 | 60,000.00 | 65,060.66 | 0.0% |
| AT+T INC | 4.75 | 5/15/46 | '00206RCQ3 | 65,000.00 | 63,817.63 | 0.0% |
| FNMA POOL AL0049 | 6 | 12/1/35 | '3138EGBT0 | 54,384.21 | 61,777.97 | 0.0% |
| FREMF MORTGAGE TRUST | 3.7532 | 11/25/50 | '35708WAU4 | 65,000.00 | 60,618.03 | 0.0% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/40 | '312942NM3 | 55,814.54 | 59,576.97 | 0.0% |
| FNMA POOL 889529 | 6 | 3/1/38 | '31410KHE7 | 51,487.26 | 58,229.92 | 0.0% |
| FNMA POOL AJ5974 | 4 | 12/1/36 | '3138AXT84 | 53,258.63 | 56,105.00 | 0.0% |
| FNMA POOL AE4113 | 4 | 10/1/40 | '31419ESB6 | 52,376.02 | 55,325.94 | 0.0% |
| FNMA POOL 745044 | 4.5 | 8/1/35 | '31403CWD9 | 47,662.30 | 50,989.42 | 0.0% |
| FNMA POOL AC2817 | 4 | 10/1/39 | '31417MDX8 | 44,244.32 | 46,512.07 | 0.0% |
| CORE + MAIN LP | 6.125 | 8/15/25 | '14987KAA1 | 45,000.00 | 45,787.50 | 0.0% |
| FED HM LN PC POOL G01838 | 5 | 7/1/35 | '3128LXBF6 | 40,036.97 | 43,454.71 | 0.0% |
| FNMA POOL AS8449 | 2.5 | 12/1/31 | '3138WJL71 | 41,788.29 | 41,756.68 | 0.0% |
| FNMA POOL AE5143 | 4 | 11/1/40 | '31419FWD4 | 39,251.76 | 41,360.60 | 0.0% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/29 | '574218X57 | 40,000.00 | 40,688.80 | 0.0% |
| FREMF MORTGAGE TRUST | 3.7264 | 10/25/49 | '30305KAJ3 | 40,000.00 | 38,247.24 | 0.0% |
| FED HM LN PC POOL G01779 | 5 | 4/1/35 | '31283H6Q3 | 35,035.03 | 38,034.86 | 0.0% |
| FNMA POOL AB1763 | 4 | 11/1/30 | '31416W5Z1 | 32,416.37 | 34,148.61 | 0.0% |
| FED HM LN PC POOL A94742 | 4 | 11/1/40 | '312943HT3 | 29,856.03 | 31,583.28 | 0.0% |
| FNMA POOL 890248 | 6 | 8/1/37 | '31410LBR2 | 27,734.62 | 31,563.51 | 0.0% |
| MA FINANCECO LLC | 0 | 6/21/24 | '55280FAG6 | 30,309.88 | 30,431.12 | 0.0% |
| FNMA POOL AD8033 | 4 | 8/1/40 | '31418V4T6 | 27,477.14 | 28,878.04 | 0.0% |
| FED HM LN PC POOL A12413 | 5 | 8/1/33 | '31296LVE8 | 26,513.14 | 28,710.15 | 0.0% |
| FED HM LN PC POOL A95084 | 4 | 11/1/40 | '312943UH4 | 25,545.62 | 26,831.13 | 0.0% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/36 | '3132FCAD7 | 23,427.77 | 26,354.23 | 0.0% |
| MISSION BROADCASTING INC | 0 | 1/17/24 | '605024AN8 | 25,423.67 | 25,534.90 | 0.0% |
| ILLINOIS ST | 5.163 | 2/1/18 | '452152BG5 | 25,000.00 | 25,055.50 | 0.0% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/24 | '12635YAF0 | 20,000.00 | 19,710.57 | 0.0% |
| FNMA POOL MA0919 | 3.5 | 12/1/31 | '31418AAV0 | 17,308.26 | 18,004.26 | 0.0% |
| FED HM LN PC POOL G05052 | 5 | 10/1/33 | '3128M65M6 | 14,578.88 | 15,849.02 | 0.0% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/41 | '3132J8KR0 | 14,092.88 | 14,748.18 | 0.0% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/25 | '224044CE5 | 10,000.00 | 10,248.33 | 0.0% |
| FNMA POOL AC5401 | 5 | 10/1/39 | '31417SAB6 | 7,716.67 | 8,330.84 | 0.0% |
| SS C TECHNOLOGIES INC | 0 | 7/8/22 | '78466DBA1 | 4,580.49 | 4,614.84 | 0.0% |
