Monday - Friday
9am to 6pm EST
Holdings
as of 6/30/2018
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| Security Name | Coupon | Maturity | CUSIP | Shares | Market Value | Weight |
|---|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 7/12/48 | '01F032674 | 8,721,000.00 | 8,680,657.70 | 4.7% |
| FED HOME LN DISCOUNT NT | 0 | 7/10/18 | '313385ZD1 | 8,000,000.00 | 7,996,696.00 | 4.4% |
| FANNIE MAE | 5.625 | 7/15/37 | '31398AFD9 | 5,561,000.00 | 7,428,005.65 | 4.0% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 7/19/48 | '21H032670 | 5,300,000.00 | 5,320,806.32 | 2.9% |
| FANNIE MAE | 1.5 | 6/22/20 | '3135G0D75 | 5,328,000.00 | 5,221,019.09 | 2.8% |
| GNMA II TBA 30 YR 3 | 3 | 7/19/48 | '21H030674 | 3,300,000.00 | 3,228,779.17 | 1.8% |
| FHLMC TBA 30 YR 4 | 4 | 7/12/48 | '02R040672 | 3,100,000.00 | 3,159,981.65 | 1.7% |
| FHLMC TBA 30 YR 3.5 | 3.5 | 7/12/48 | '02R032679 | 3,000,000.00 | 2,984,486.76 | 1.6% |
| FED HOME LN DISCOUNT NT | 0 | 9/26/18 | '313385H33 | 2,750,000.00 | 2,737,319.75 | 1.5% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/37 | '3133EGC52 | 2,730,000.00 | 2,443,319.97 | 1.3% |
| GNMA II TBA 30 YR 4 | 4 | 7/19/48 | '21H040673 | 2,200,000.00 | 2,255,000.07 | 1.2% |
| FNMA POOL BE4435 | 3 | 11/1/46 | '3140FP4V8 | 2,302,378.38 | 2,234,492.41 | 1.2% |
| FNMA POOL AN4301 | 3.15 | 1/1/27 | '3138LGX76 | 2,109,700.00 | 2,082,344.43 | 1.1% |
| FNMA POOL BC1171 | 3.5 | 6/1/46 | '3140EVJR9 | 2,083,610.91 | 2,080,700.04 | 1.1% |
| FED HOME LN DISCOUNT NT | 0 | 8/3/18 | '313385A55 | 1,600,000.00 | 1,597,283.20 | 0.9% |
| MET TRANSPRTN AUTH NY DEDICATE | 5 | 11/15/38 | '59259N6U2 | 1,275,000.00 | 1,467,907.50 | 0.8% |
| FNMA POOL BD1165 | 3 | 10/1/46 | '3140F8JK4 | 1,498,249.25 | 1,454,045.37 | 0.8% |
| FNMA POOL AN6744 | 2.94 | 9/1/27 | '3138LKP68 | 1,500,000.00 | 1,447,148.84 | 0.8% |
| FNMA POOL AN7540 | 2.91 | 11/1/27 | '3138LLLW3 | 1,500,000.00 | 1,438,611.14 | 0.8% |
| FEDERAL HOME LOAN BANK | 3.375 | 3/10/28 | '3130AECH1 | 1,415,000.00 | 1,431,678.61 | 0.8% |
| FNMA POOL AN5557 | 2.9 | 5/1/27 | '3138LJE71 | 1,474,041.65 | 1,425,954.64 | 0.8% |
| FNMA POOL AN1840 | 2.45 | 6/1/26 | '3138LEBJ9 | 1,473,407.07 | 1,396,675.21 | 0.8% |
| FNMA POOL AM7598 | 3.07 | 12/1/24 | '3138L8NQ3 | 1,375,701.56 | 1,364,780.31 | 0.7% |
| FNMA POOL 471478 | 2.61 | 8/1/22 | '31381UXF9 | 1,335,807.21 | 1,315,424.39 | 0.7% |
| FNMA POOL AN7300 | 3.29 | 11/1/27 | '3138LLDE2 | 1,227,045.28 | 1,215,891.82 | 0.7% |
| FNMA POOL AM5197 | 4.2 | 1/1/30 | '3138L5X39 | 1,159,331.34 | 1,205,469.13 | 0.7% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/28 | '67884XCP0 | 1,120,000.00 | 1,183,683.20 | 0.6% |
| FNMA POOL AM8659 | 2.88 | 4/1/31 | '3138L9TR3 | 1,246,477.14 | 1,158,104.02 | 0.6% |
| FNMA POOL AN2787 | 2.6 | 9/1/28 | '3138LFCZ9 | 1,150,000.00 | 1,071,934.92 | 0.6% |
| FNMA POOL AN2791 | 2.44 | 9/1/26 | '3138LFC55 | 1,112,242.83 | 1,052,747.56 | 0.6% |
| FNMA POOL AM9154 | 3.18 | 6/1/30 | '3138LAE47 | 1,044,296.23 | 1,027,262.89 | 0.6% |
| FNMA POOL AM7507 | 3.08 | 12/1/24 | '3138L8KV5 | 1,033,716.48 | 1,026,118.47 | 0.6% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/44 | '3133EJFF1 | 974,000.00 | 984,069.21 | 0.5% |
| FNMA POOL 469879 | 3.22 | 12/1/21 | '31381S6Q0 | 975,031.07 | 980,214.73 | 0.5% |
| FNMA POOL AM6266 | 3.58 | 7/1/30 | '3138L66C7 | 957,778.08 | 950,297.21 | 0.5% |
| FNMA POOL AM9239 | 3.03 | 6/1/25 | '3138LAHR3 | 961,063.97 | 949,894.78 | 0.5% |
| FNMA POOL AM8148 | 2.68 | 3/1/27 | '3138L9BS0 | 995,819.40 | 948,854.72 | 0.5% |
| HUDSON YARDS | 2.835 | 8/10/38 | '44421LAA0 | 1,000,000.00 | 940,336.80 | 0.5% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 7/19/48 | '21H042679 | 900,000.00 | 935,585.87 | 0.5% |
| FNMA POOL AN1767 | 2.98 | 6/1/31 | '3138LD6D0 | 965,644.75 | 919,964.43 | 0.5% |
| AMERICAN BLDRS CONTRACTORS | 0 | 10/31/23 | '02474RAF0 | 888,750.00 | 883,094.00 | 0.5% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A6YW6 | 847,000.00 | 863,086.22 | 0.5% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/45 | '67087MAA4 | 806,000.00 | 826,345.62 | 0.4% |
| FREDDIE MAC | 3.5 | 6/15/26 | '3137ACFM6 | 780,000.00 | 794,857.91 | 0.4% |
| CALIFORNIA ST | 7.625 | 3/1/40 | '13063BFR8 | 525,000.00 | 776,149.50 | 0.4% |
| CNH INDUSTRIAL CAPITAL L | 4.875 | 4/1/21 | '12592BAF1 | 750,000.00 | 771,562.50 | 0.4% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.3907 | 7/25/24 | '3137F2LZ7 | 748,000.00 | 749,697.66 | 0.4% |
| ONTARIO (PROVINCE OF) | 1.95 | 1/27/23 | '68323ADL5 | 1,000,000.00 | 744,300.43 | 0.4% |
| FNMA POOL BE8063 | 3 | 12/1/46 | '3140FT5Z0 | 762,653.01 | 740,190.30 | 0.4% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/45 | '01959LAA0 | 660,000.00 | 734,586.81 | 0.4% |
| FNMA POOL AM4796 | 3.3 | 12/1/23 | '3138L5KJ8 | 730,609.85 | 734,514.40 | 0.4% |
| NUMERICABLE GROUP SA | 0 | 1/31/26 | '963FXEII8 | 736,949.74 | 726,356.09 | 0.4% |
| FNMA POOL 469683 | 3.54 | 11/1/21 | '31381SXL1 | 711,907.29 | 722,660.88 | 0.4% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/26 | '10103DAA4 | 705,000.00 | 719,716.47 | 0.4% |
| FANNIEMAE ACES | 2.64651 | 7/25/24 | '3136AXVB8 | 740,000.00 | 717,480.47 | 0.4% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/34 | '55282MAA2 | 729,000.00 | 717,032.37 | 0.4% |
| LOS ANGELES CNTY CA PUBLIC WKS | 7.488 | 8/1/33 | '54473ENT7 | 540,000.00 | 716,925.60 | 0.4% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/29 | '105340AP8 | 725,000.00 | 712,253.29 | 0.4% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/32 | '68245HAA2 | 710,000.00 | 709,601.41 | 0.4% |
| PARK AVENUE TRUST | 3.508 | 6/5/37 | '90187LAA7 | 712,000.00 | 699,022.95 | 0.4% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/24 | '939783TL0 | 700,000.00 | 696,563.00 | 0.4% |
| FNMA POOL AM3278 | 2.85 | 5/1/23 | '3138L3UC7 | 695,106.43 | 686,115.12 | 0.4% |
| FNMA POOL AM7903 | 3.38 | 1/1/27 | '3138L8X90 | 663,695.54 | 664,696.70 | 0.4% |
| SANTANDER UK PLC | 5 | 11/7/23 | '80283LAA1 | 650,000.00 | 661,743.55 | 0.4% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/31 | '12625CAJ2 | 644,000.00 | 658,466.75 | 0.4% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/31 | '12625CAC7 | 640,000.00 | 645,125.31 | 0.4% |
| SWEDBANK AB | 2.2 | 3/4/20 | '87020PAE7 | 650,000.00 | 641,778.48 | 0.3% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/50 | '02765UEQ3 | 490,000.00 | 626,523.80 | 0.3% |
| PROVINCE OF QUEBEC | 1.65 | 3/3/22 | '748148RW5 | 815,000.00 | 605,842.79 | 0.3% |
| COTY INC | 0 | 4/7/25 | '22207EBG8 | 610,400.00 | 597,429.00 | 0.3% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/38 | '316773CH1 | 425,000.00 | 581,663.51 | 0.3% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/45 | '3132QQAC6 | 595,760.50 | 580,258.67 | 0.3% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.128 | 7/5/31 | '46649XAA5 | 555,000.00 | 573,352.74 | 0.3% |
| FNMA POOL AM5146 | 3.47 | 1/1/24 | '3138L5WG1 | 550,346.52 | 554,977.16 | 0.3% |
| ILLINOIS ST | 5.877 | 3/1/19 | '452152HU8 | 540,000.00 | 549,639.00 | 0.3% |
| TREEHOUSE FOODS INC | 6 | 2/15/24 | '89469AAC8 | 530,000.00 | 541,262.50 | 0.3% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/28 | '88947EAT7 | 600,000.00 | 539,250.00 | 0.3% |
| MORGAN STANLEY CAPITAL I TRUST | 2.77325 | 11/15/34 | '61691LAA7 | 531,000.00 | 530,677.31 | 0.3% |
| FNMA POOL 932441 | 4 | 1/1/40 | '31412Q5A3 | 507,625.51 | 521,467.69 | 0.3% |
| HOME DEPOT INC | 5.95 | 4/1/41 | '437076AV4 | 420,000.00 | 519,670.65 | 0.3% |
| AUTONATION INC | 5.5 | 2/1/20 | '05329WAK8 | 500,000.00 | 515,058.25 | 0.3% |
| AXA SA | 8.6 | 12/15/30 | '054536AA5 | 400,000.00 | 513,000.00 | 0.3% |
| DIGNITY HEALTH | 5.267 | 11/1/64 | '254010AE1 | 500,000.00 | 510,794.65 | 0.3% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/27 | '25483VSC9 | 500,000.00 | 506,485.00 | 0.3% |
| SBA TOWER TRUST | 3.869 | 10/15/49 | '78403DAH3 | 500,000.00 | 505,892.20 | 0.3% |
| CINCINNATI OH CITY SCH DIST | 3.375 | 6/1/26 | '172252K23 | 500,000.00 | 503,530.00 | 0.3% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/48 | '744448CQ2 | 500,000.00 | 502,925.38 | 0.3% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/23 | '911365BC7 | 500,000.00 | 500,625.00 | 0.3% |
| GREENKO DUTCH BV | 5.25 | 7/24/24 | '39530LAB6 | 545,000.00 | 500,310.00 | 0.3% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/35 | '57586ETQ4 | 420,000.00 | 498,947.40 | 0.3% |
| RYDER SYSTEM INC | 2.35 | 2/26/19 | '78355HJU4 | 500,000.00 | 498,369.57 | 0.3% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/24 | '26884TAL6 | 500,000.00 | 498,146.45 | 0.3% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/21 | '7591EPAK6 | 500,000.00 | 497,718.30 | 0.3% |
| BPCE SA | 4.875 | 4/1/26 | '05578QAE3 | 500,000.00 | 496,734.80 | 0.3% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/45 | '675553AA9 | 400,000.00 | 496,066.38 | 0.3% |
| CMWLTH FING AUTH PA | 3.781 | 6/1/31 | '20281PKS0 | 500,000.00 | 495,865.00 | 0.3% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/27 | '22535WAB3 | 510,000.00 | 494,282.22 | 0.3% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/21 | '571903AN3 | 500,000.00 | 493,371.00 | 0.3% |
| BPCE SA | 2.25 | 1/27/20 | '05578DAR3 | 500,000.00 | 492,257.50 | 0.3% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/24 | '709193LY0 | 505,000.00 | 490,844.85 | 0.3% |
| CONSOLIDATED EDISON CO O | 3.3 | 12/1/24 | '209111FE8 | 500,000.00 | 489,299.61 | 0.3% |
| XEROX CORPORATION | 5.625 | 12/15/19 | '984121CA9 | 475,000.00 | 487,447.19 | 0.3% |
| US BANCORP | 3.6 | 9/11/24 | '91159HHK9 | 493,000.00 | 487,426.52 | 0.3% |
| TORONTO DOMINION BANK | 1.85 | 9/11/20 | '89114QBT4 | 500,000.00 | 487,293.98 | 0.3% |
| DTZ U.S. BORROWER LLC | 0 | 11/4/21 | '23340DAH5 | 485,000.00 | 485,000.00 | 0.3% |
| CDW LLC | 0 | 8/17/23 | '12512YAF8 | 482,521.45 | 482,685.51 | 0.3% |
| VENTAS REALTY LP | 3.5 | 2/1/25 | '92277GAE7 | 500,000.00 | 479,465.41 | 0.3% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/50 | '072024NV0 | 325,000.00 | 476,713.25 | 0.3% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/28 | '650116BD7 | 500,000.00 | 476,250.00 | 0.3% |
| FNMA POOL MA1931 | 2.5 | 6/1/24 | '31418BED4 | 476,203.63 | 474,382.14 | 0.3% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/41 | '215813HU3 | 435,000.00 | 473,958.60 | 0.3% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/24 | '914908AX6 | 481,643.03 | 466,333.52 | 0.3% |
| AIR LEASE CORP | 3.875 | 4/1/21 | '00912XAM6 | 450,000.00 | 453,584.45 | 0.2% |
| FNMA POOL AN1410 | 3.01 | 5/1/28 | '3138LDR88 | 461,001.75 | 445,594.98 | 0.2% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/23 | '78249LAB6 | 441,000.00 | 442,984.50 | 0.2% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/22 | '00774MAA3 | 450,000.00 | 440,562.11 | 0.2% |
| AT+T INC | 3.95 | 1/15/25 | '00206RDD1 | 445,000.00 | 435,842.22 | 0.2% |
| OREGON ST | 3.724 | 5/1/29 | '68609TDY1 | 420,000.00 | 427,702.80 | 0.2% |
| BIOGEN INC | 5.2 | 9/15/45 | '09062XAD5 | 400,000.00 | 426,055.48 | 0.2% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/21 | '446150AJ3 | 425,000.00 | 422,891.01 | 0.2% |
| WELLTOWER INC | 5.25 | 1/15/22 | '42217KAW6 | 400,000.00 | 419,726.97 | 0.2% |
| ALLERGAN FUNDING SCS | 3 | 3/12/20 | '00507UAP6 | 420,000.00 | 418,180.80 | 0.2% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/26 | '10112RAX2 | 430,000.00 | 415,413.06 | 0.2% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/22 | '13645RAP9 | 400,000.00 | 413,706.05 | 0.2% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/25 | '92343VEN0 | 424,000.00 | 406,478.73 | 0.2% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/24 | '85208EAB6 | 404,875.00 | 403,230.40 | 0.2% |
| DELPHI CORP | 4.15 | 3/15/24 | '247126AJ4 | 401,000.00 | 402,542.22 | 0.2% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/44 | '686515AA5 | 395,000.00 | 400,248.74 | 0.2% |
| GS MORTGAGE SECURITIES TRUST | 2.77325 | 7/15/32 | '36253XAA3 | 395,000.00 | 395,220.81 | 0.2% |
| DIGNITY HEALTH | 4.5 | 11/1/42 | '254010AB7 | 408,000.00 | 394,492.89 | 0.2% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/45 | '685869EJ4 | 350,000.00 | 392,791.00 | 0.2% |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.8079 | 11/15/48 | '12635RAX6 | 388,000.00 | 391,927.41 | 0.2% |
| FREDDIE MAC | 3.5 | 2/15/26 | '3137A7GE4 | 383,000.00 | 390,494.01 | 0.2% |
| MICROSOFT CORP | 3.7 | 8/8/46 | '594918BT0 | 395,000.00 | 385,125.61 | 0.2% |
| QUEENSLAND TREASURY CORP | 3 | 3/22/24 | 'ACI0T3DS2 | 500,000.00 | 376,477.24 | 0.2% |
| TOTAL SYSTEM SERVICES IN | 4 | 6/1/23 | '891906AE9 | 375,000.00 | 376,201.30 | 0.2% |
| AMERICAN TOWER CORP | 5 | 2/15/24 | '03027XAD2 | 362,000.00 | 375,864.67 | 0.2% |
| FANNIE MAE | 3.5 | 3/25/27 | '3136A4A82 | 368,000.00 | 375,590.52 | 0.2% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/22 | '21685WDF1 | 375,000.00 | 371,740.25 | 0.2% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/45 | '649322AA2 | 365,000.00 | 365,994.98 | 0.2% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/23 | '786091AD0 | 340,000.00 | 363,963.20 | 0.2% |
| JM SMUCKER CO | 4.25 | 3/15/35 | '832696AM0 | 380,000.00 | 362,109.96 | 0.2% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3 | 11/15/22 | '74443UBF9 | 360,000.00 | 360,824.40 | 0.2% |
| AMAZON.COM INC | 4.8 | 12/5/34 | '023135AP1 | 325,000.00 | 357,092.71 | 0.2% |
| CBS CORP | 2.9 | 1/15/27 | '124857AR4 | 400,000.00 | 357,013.32 | 0.2% |
| WESTROCK CO | 3 | 9/15/24 | '96145DAA3 | 375,000.00 | 356,007.26 | 0.2% |
| AT+T INC | 2.99713 | 3/11/19 | '00206RCD2 | 350,000.00 | 351,142.51 | 0.2% |
| FREDDIE MAC | 3.5 | 12/15/25 | '3137A4BE6 | 343,000.00 | 349,122.62 | 0.2% |
| AIA GROUP LTD | 4.5 | 3/16/46 | '00131LAE5 | 325,000.00 | 345,464.47 | 0.2% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/24 | '11134LAF6 | 355,000.00 | 344,068.33 | 0.2% |
| AEGEA FINANCE SARL | 5.75 | 10/10/24 | '00775CAA4 | 370,000.00 | 343,915.00 | 0.2% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/39 | '3128MJL57 | 322,384.29 | 338,706.48 | 0.2% |
| FNMA POOL AS3608 | 2.5 | 12/1/43 | '3138WDAJ0 | 355,978.73 | 335,109.67 | 0.2% |
| EMPLOYEES RETMNT SYS OF THE GO | 6.15 | 7/1/38 | '29216MAC4 | 825,000.00 | 332,062.50 | 0.2% |
| ILLINOIS ST | 5.547 | 4/1/19 | '452152FK2 | 325,000.00 | 330,268.25 | 0.2% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/23 | '796839BP2 | 315,000.00 | 330,233.40 | 0.2% |
| MASSACHUSETTS ST EDUCTNL FING | 3.911 | 7/1/25 | '57563RPL7 | 315,000.00 | 321,810.30 | 0.2% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/32 | '3128CUVF0 | 313,267.21 | 317,890.08 | 0.2% |
| ILLINOIS ST | 5.1 | 6/1/33 | '452151LF8 | 335,000.00 | 317,559.90 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/41 | '646139X83 | 225,000.00 | 317,448.00 | 0.2% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/45 | '161175BA1 | 300,000.00 | 317,240.15 | 0.2% |
| CELGENE CORP | 3.875 | 8/15/25 | '151020AS3 | 325,000.00 | 316,763.97 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/46 | '61762XAU1 | 300,000.00 | 311,030.34 | 0.2% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/25 | '254709AL2 | 325,000.00 | 310,776.77 | 0.2% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/47 | '61763KBA1 | 300,000.00 | 307,920.54 | 0.2% |
| FNMA POOL 745327 | 6 | 3/1/36 | '31403DA41 | 278,494.86 | 307,303.27 | 0.2% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/21 | '59447TLF8 | 320,000.00 | 307,283.20 | 0.2% |
| CITY OF HOPE/THE | 5.623 | 11/15/43 | '17858PAA9 | 250,000.00 | 303,392.31 | 0.2% |
| ING BANK NV | 2 | 11/26/18 | '44987CAJ7 | 300,000.00 | 299,227.82 | 0.2% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/25 | '16117LBS7 | 294,022.50 | 294,089.24 | 0.2% |
| REGENCY CENTERS LP | 3.75 | 6/15/24 | '75884RAT0 | 300,000.00 | 294,076.17 | 0.2% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/40 | '646139W35 | 200,000.00 | 291,570.00 | 0.2% |
| FED HM LN PC POOL J17791 | 3 | 1/1/27 | '3128PXUQ7 | 286,873.09 | 287,066.05 | 0.2% |
| SBA TOWER TRUST | 3.168 | 4/9/47 | '78403DAL4 | 290,000.00 | 285,122.75 | 0.2% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/19 | '635405AM5 | 275,000.00 | 284,181.90 | 0.2% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/26 | '22822VAC5 | 300,000.00 | 283,355.13 | 0.2% |
| FED HM LN PC POOL 849167 | 2.893 | 10/1/43 | '31300MFG3 | 283,645.75 | 283,067.52 | 0.2% |
| FNMA POOL AB4168 | 3.5 | 1/1/32 | '31417AT25 | 278,374.50 | 282,630.84 | 0.2% |
| NEXEO SOLUTIONS LLC | 0 | 6/9/23 | '65339QAH0 | 279,337.33 | 280,035.67 | 0.2% |
| CHICAGO IL | 7.375 | 1/1/33 | '167486VV8 | 250,000.00 | 278,432.50 | 0.2% |
| MET GOVT NASHVILLE DAVIDSONC | 4.053 | 7/1/26 | '592041WJ2 | 270,000.00 | 278,172.90 | 0.2% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/19 | '64577BTU8 | 270,000.00 | 272,168.10 | 0.1% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/24 | '883556BF8 | 265,000.00 | 269,292.13 | 0.1% |
| ALMONDE INC | 0 | 6/13/24 | '02034DAC1 | 272,937.47 | 268,536.35 | 0.1% |
| ON ASSIGNMENT INC | 0 | 6/5/22 | '68216FAV5 | 267,636.37 | 267,970.92 | 0.1% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/44 | '853254AN0 | 250,000.00 | 261,849.87 | 0.1% |
| FANNIE MAE CAS | 6.44113 | 5/25/29 | '30711XEC4 | 235,000.00 | 261,730.97 | 0.1% |
| PITNEY BOWES INC | 3.625 | 9/15/20 | '724479AM2 | 265,000.00 | 259,700.00 | 0.1% |
| DUKE REALTY LP | 4.375 | 6/15/22 | '26441YAV9 | 250,000.00 | 257,209.40 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/19 | '59447TLD3 | 260,000.00 | 257,194.60 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/22 | '14314MAF0 | 260,000.00 | 256,020.47 | 0.1% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/22 | '03969AAM2 | 260,000.00 | 255,775.00 | 0.1% |
| FNMA POOL AB6472 | 2 | 10/1/27 | '31417DFN8 | 263,268.33 | 254,764.12 | 0.1% |
| CHICAGO IL | 6.207 | 1/1/32 | '167486HL6 | 250,000.00 | 252,770.00 | 0.1% |
| DELL INTL LLC | 0 | 9/7/23 | '24702NAZ3 | 253,215.03 | 252,389.80 | 0.1% |
| GO DADDY OPER CO LLC | 0 | 2/15/24 | '38017BAN6 | 252,176.24 | 251,283.03 | 0.1% |
| SELF HELP FED CRED UNION | 1.15 | 3/18/19 | '81632NAB1 | 250,000.00 | 248,044.00 | 0.1% |
| NY + PRESBYTERIAN HOSPIT | 4.063 | 8/1/56 | '649322AD6 | 250,000.00 | 247,524.81 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/21 | '821697P37 | 250,000.00 | 247,430.00 | 0.1% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/19 | '81632LAC3 | 250,000.00 | 246,106.25 | 0.1% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/26 | '759351AM1 | 250,000.00 | 245,398.94 | 0.1% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/22 | '821697P45 | 250,000.00 | 245,385.00 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/23 | '14314RAF9 | 250,000.00 | 245,236.98 | 0.1% |
| SWEDBANK AB | 2.8 | 3/14/22 | '87020PAH0 | 250,000.00 | 244,963.25 | 0.1% |
| FREMF MORTGAGE TRUST | 3.80061 | 11/25/49 | '30306HAS9 | 250,000.00 | 244,555.93 | 0.1% |
| FNMA POOL AY3370 | 2.5 | 4/1/45 | '3138YGW81 | 260,314.44 | 243,998.99 | 0.1% |
| LENNAR CORP | 4.125 | 1/15/22 | '526057BY9 | 245,000.00 | 243,468.75 | 0.1% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/20 | '59447TLE1 | 250,000.00 | 243,405.00 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.068 | 7/1/28 | '574218X40 | 240,000.00 | 241,980.00 | 0.1% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/19/23 | '41151PAM7 | 239,508.94 | 238,739.16 | 0.1% |
| APTIV PLC | 3.15 | 11/19/20 | '03835VAA4 | 240,000.00 | 238,393.44 | 0.1% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/47 | '16876BAA0 | 230,000.00 | 238,274.11 | 0.1% |
| MICROCHIP TECHNOLOGY INC | 4.333 | 6/1/23 | '595017AL8 | 235,000.00 | 235,653.74 | 0.1% |
| MEXICO CITY ARPT TRUST | 3.875 | 4/30/28 | '59284MAC8 | 255,000.00 | 232,764.00 | 0.1% |
| MAXLINEAR INC | 0 | 5/12/24 | '57776UAB1 | 231,247.09 | 231,825.21 | 0.1% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/36 | '45506DWY7 | 235,000.00 | 231,052.00 | 0.1% |
| FNMA POOL AE4192 | 4 | 10/1/40 | '31419EUS6 | 222,657.03 | 229,262.03 | 0.1% |
| FED HM LN PC POOL G01837 | 5 | 7/1/35 | '3128LXBE9 | 208,940.22 | 223,039.87 | 0.1% |
| AON PLC | 4.75 | 5/15/45 | '00185AAH7 | 225,000.00 | 223,013.66 | 0.1% |
| FREMF MORTGAGE TRUST | 3.96624 | 7/25/49 | '30295AAN8 | 224,000.00 | 222,349.43 | 0.1% |
| FNMA POOL AP9592 | 3.5 | 10/1/32 | '3138MDUS9 | 218,136.69 | 221,478.24 | 0.1% |
| FED HM LN PC POOL A95085 | 4 | 11/1/40 | '312943UJ0 | 210,920.83 | 216,933.92 | 0.1% |
| ILLINOIS ST | 3.86 | 4/1/21 | '452152QN4 | 215,000.00 | 212,237.25 | 0.1% |
| FREMF MORTGAGE TRUST | 3.88171 | 11/25/50 | '35708WAS9 | 220,000.00 | 210,973.62 | 0.1% |
| TECHEM GMBH | 0 | 10/2/24 | '963BHGII0 | 180,000.00 | 210,076.92 | 0.1% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/27 | '574218X32 | 205,000.00 | 206,799.90 | 0.1% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/40 | '3128M9C34 | 190,089.36 | 205,755.38 | 0.1% |
| SEATTLE SPINCO INC | 0 | 6/21/24 | '81271EAB7 | 204,178.39 | 204,008.31 | 0.1% |
| FNMA POOL AR1524 | 2 | 1/1/28 | '3138NXVS3 | 210,894.31 | 202,844.62 | 0.1% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/52 | '586054AB4 | 200,000.00 | 202,729.24 | 0.1% |
| NETS HOLDING A/S | 0 | 2/6/25 | '963KKPII6 | 176,388.82 | 202,724.99 | 0.1% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXX91 | 204,204.30 | 201,228.12 | 0.1% |
| MORGAN STANLEY | 3.95 | 4/23/27 | '61761JZN2 | 210,000.00 | 200,557.82 | 0.1% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/27 | '3128MDKL6 | 204,427.98 | 200,011.24 | 0.1% |
| DUKE REALTY LP | 3.625 | 4/15/23 | '26441YAX5 | 200,000.00 | 198,496.79 | 0.1% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/41 | '452308AQ2 | 175,000.00 | 196,777.36 | 0.1% |
| ALTICE FRANCE SA | 7.375 | 5/1/26 | '67054KAA7 | 200,000.00 | 196,290.00 | 0.1% |
| AMAZON.COM INC | 3.875 | 8/22/37 | '023135BF2 | 200,000.00 | 195,875.08 | 0.1% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/24 | '65336RAR9 | 194,782.30 | 194,904.04 | 0.1% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/23 | '01609WAS1 | 200,000.00 | 192,701.01 | 0.1% |
| FANNIE MAE | 3 | 9/25/47 | '3136AXV44 | 195,259.25 | 192,425.02 | 0.1% |
| HILLSBOROUGH CNTY FL AVIATION | 3.549 | 10/1/22 | '432275AE5 | 190,000.00 | 192,255.30 | 0.1% |
| GRAY TELEVISION INC | 5.875 | 7/15/26 | '389375AJ5 | 200,000.00 | 190,750.00 | 0.1% |
| FNMA POOL BE1416 | 2.5 | 11/1/31 | '3140FLSE9 | 195,427.97 | 190,091.33 | 0.1% |
| CROWN FIN US INC | 0 | 2/28/25 | '22834KAB7 | 189,525.00 | 188,565.62 | 0.1% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/35 | '31297TPC1 | 180,363.07 | 188,537.21 | 0.1% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.5 | 11/15/23 | '74443UBE2 | 185,000.00 | 186,572.50 | 0.1% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/35 | '224044CF2 | 200,000.00 | 184,680.86 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/24 | '514045R39 | 165,000.00 | 182,029.65 | 0.1% |
| BLACKHAWK NETWORK HOLDINGS, IN | 0 | 6/15/25 | '933XBXII8 | 180,000.00 | 179,803.08 | 0.1% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/47 | '61764PBU5 | 180,167.00 | 179,464.98 | 0.1% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/36 | '3132GFAG2 | 171,274.49 | 179,148.92 | 0.1% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/27 | '48305QAC7 | 185,000.00 | 177,373.91 | 0.1% |
| UNUM GROUP | 3 | 5/15/21 | '91529YAM8 | 180,000.00 | 177,359.69 | 0.1% |
| TURKIYE SINAI KALKINMA B | 5.5 | 1/16/23 | 'ACI0ZWNP6 | 200,000.00 | 176,585.00 | 0.1% |
| FREMF MORTGAGE TRUST | 4.10728 | 7/25/49 | '35708TAS6 | 175,000.00 | 173,071.99 | 0.1% |
| USI INC | 0 | 5/16/24 | '90351NAE5 | 173,687.50 | 172,884.20 | 0.1% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/40 | '072024NU2 | 125,000.00 | 172,653.75 | 0.1% |
| FNMA POOL MA1630 | 4 | 10/1/33 | '31418AY44 | 166,578.32 | 172,434.48 | 0.1% |
| FED HM LN PC POOL A94362 | 4 | 10/1/40 | '312942Z32 | 166,492.90 | 171,386.04 | 0.1% |
| MAYO CLINIC | 4.128 | 11/15/52 | '578454AD2 | 165,000.00 | 169,859.31 | 0.1% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/23 | '759351AL3 | 164,000.00 | 169,742.69 | 0.1% |
| ON SEMICONDUCTOR CORPORATION | 0 | 3/31/23 | '933LKTII3 | 169,394.18 | 169,511.74 | 0.1% |
| FNMA POOL 930672 | 4.5 | 3/1/39 | '31412N6H4 | 158,188.71 | 166,393.29 | 0.1% |
| SS C TECHNOLOGIES INC | 0 | 4/16/25 | '78466DBD5 | 165,141.29 | 165,492.22 | 0.1% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/24 | '87246YAC0 | 160,000.00 | 159,340.47 | 0.1% |
| FNMA POOL MA0949 | 3.5 | 1/1/32 | '31418ABT4 | 156,158.14 | 158,536.99 | 0.1% |
| FNMA POOL AB1343 | 4.5 | 8/1/40 | '31416WP55 | 150,370.75 | 158,257.89 | 0.1% |
| KIMCO REALTY CORP | 3.4 | 11/1/22 | '49446RAN9 | 160,000.00 | 157,730.07 | 0.1% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/35 | '3128LXA59 | 150,144.63 | 157,018.48 | 0.1% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/22 | '67103HAC1 | 155,000.00 | 156,871.30 | 0.1% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/24 | '224044CH8 | 165,000.00 | 156,530.03 | 0.1% |
| FREMF MORTGAGE TRUST | 4.21367 | 5/25/27 | '30302XAE9 | 155,000.00 | 154,785.98 | 0.1% |
| MORGAN STANLEY BAML TRUST | 4.21893 | 7/15/46 | '61762MBW0 | 150,000.00 | 154,499.49 | 0.1% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/26 | '53117CAS1 | 165,000.00 | 153,926.84 | 0.1% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/36 | '3128M4AZ6 | 140,294.92 | 152,228.39 | 0.1% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/33 | '05604FAA3 | 154,841.96 | 152,169.06 | 0.1% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/25 | '14040HBJ3 | 155,000.00 | 150,764.69 | 0.1% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/25 | '514045R47 | 135,000.00 | 149,674.50 | 0.1% |
| FNMA POOL AE0216 | 4 | 8/1/40 | '31419AG27 | 144,902.15 | 148,891.06 | 0.1% |
| FED HM LN PC POOL G06079 | 6 | 7/1/39 | '3128M8CQ5 | 133,238.23 | 147,117.85 | 0.1% |
| DIAMOND (BC) B V | 0 | 9/6/24 | 'N2611UAC9 | 149,250.00 | 147,104.53 | 0.1% |
| RYDER SYSTEM INC | 2.5 | 5/11/20 | '78355HJZ3 | 145,000.00 | 143,351.95 | 0.1% |
| FED HM LN PC POOL A89384 | 4 | 10/1/39 | '312936M95 | 138,715.12 | 142,580.06 | 0.1% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/38 | '544445BD0 | 140,000.00 | 142,217.60 | 0.1% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/26 | '46284NAQ2 | 144,637.50 | 141,744.75 | 0.1% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/30 | '67884XCQ8 | 130,000.00 | 137,684.30 | 0.1% |
| SHUTTERFLY INC | 0 | 8/17/24 | '82568QAH7 | 135,000.00 | 135,405.00 | 0.1% |
| FREMF MORTGAGE TRUST | 4.17192 | 7/25/27 | '35708QAU7 | 136,000.00 | 135,385.95 | 0.1% |
| FED HM LN PC POOL G04997 | 5 | 1/1/37 | '3128M63E6 | 127,190.20 | 135,269.72 | 0.1% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/21 | '14314MAE3 | 135,000.00 | 132,861.65 | 0.1% |
| FNMA POOL AW4685 | 2.654 | 5/1/44 | '3138XUF31 | 132,427.71 | 132,767.18 | 0.1% |
| FANNIE MAE CAS | 5.64113 | 7/25/29 | '30711XEP5 | 120,000.00 | 130,470.78 | 0.1% |
| WYNDHAM HOTELS + RESORTS INC. | 0 | 5/30/25 | '963TDMII2 | 130,000.00 | 130,094.77 | 0.1% |
| FREDDIE MAC STACR | 3.74113 | 4/25/43 | '3137G0VC0 | 125,000.00 | 125,738.60 | 0.1% |
| FNMA POOL MA0639 | 4 | 2/1/41 | '31417YV95 | 118,931.33 | 122,189.72 | 0.1% |
| FNMA POOL 995243 | 4.5 | 8/1/38 | '31416BS82 | 116,141.08 | 121,725.09 | 0.1% |
| MASSACHUSETTS ST | 3.277 | 6/1/46 | '57582RJN7 | 130,000.00 | 119,879.50 | 0.1% |
| FNMA POOL AL1627 | 4.5 | 9/1/41 | '3138EHYZ9 | 113,786.50 | 119,492.17 | 0.1% |
| FREMF MORTGAGE TRUST | 3.7642 | 11/25/50 | '30305GAS2 | 120,000.00 | 117,329.76 | 0.1% |
| KAR AUCTION SVCS INC | 0 | 3/9/23 | '48562RAK5 | 115,500.00 | 115,933.13 | 0.1% |
| FREMF MORTGAGE TRUST | 3.8536 | 10/25/49 | '30305KAG9 | 120,000.00 | 115,784.96 | 0.1% |
| FED HM LN PC POOL A89148 | 4 | 10/1/39 | '312936EV5 | 108,659.86 | 111,687.60 | 0.1% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/41 | '312945ZL5 | 103,029.33 | 108,404.45 | 0.1% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/32 | '664675AM7 | 100,000.00 | 108,403.66 | 0.1% |
| FNMA POOL 190370 | 6 | 6/1/36 | '31368HMT7 | 96,572.55 | 106,369.55 | 0.1% |
| FED HM LN PC POOL A93101 | 5 | 7/1/40 | '312941NS2 | 99,599.65 | 106,263.74 | 0.1% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/27 | '57584X4J7 | 100,000.00 | 102,879.00 | 0.1% |
| FED HM LN PC POOL A95796 | 4 | 12/1/40 | '312944NM9 | 100,022.31 | 102,872.91 | 0.1% |
| ZAYO GROUP LLC | 0 | 1/19/24 | '98919MAP0 | 100,094.75 | 100,273.52 | 0.1% |
| CROWN HOLDINGS INC. | 0 | 1/29/25 | '963MUEII6 | 100,000.00 | 100,256.90 | 0.1% |
| CHG PPC PARENT LLC | 0 | 3/31/25 | '963SGKII5 | 100,000.00 | 99,500.00 | 0.1% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/23 | '571748BA9 | 100,000.00 | 98,952.95 | 0.1% |
| FREMF MORTGAGE TRUST | 4.01242 | 2/25/50 | '30301TAE9 | 100,000.00 | 98,119.47 | 0.1% |
| FNMA POOL BD1153 | 3 | 8/1/46 | '3140F8H75 | 100,795.82 | 97,822.71 | 0.1% |
| FNMA POOL 995082 | 5.5 | 8/1/37 | '31416BM70 | 88,624.00 | 96,389.77 | 0.1% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/41 | '3132GDKC5 | 88,064.75 | 94,075.30 | 0.1% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/22 | '14314EAE1 | 95,000.00 | 92,631.35 | 0.1% |
| FNMA POOL AE0625 | 4 | 12/1/40 | '31419AVT1 | 86,617.78 | 89,424.63 | 0.0% |
| FREMF MORTGAGE TRUST | 3.9758 | 8/25/27 | '30305EAE8 | 90,000.00 | 87,933.14 | 0.0% |
| FREMF MORTGAGE TRUST | 3.80061 | 11/25/49 | '30306HAU4 | 90,000.00 | 84,216.62 | 0.0% |
| FREMF MORTGAGE TRUST | 4.07898 | 9/25/49 | '30300YAS8 | 85,000.00 | 83,882.62 | 0.0% |
| FED HM LN PC POOL G08499 | 3 | 7/1/42 | '3128MJRV4 | 81,792.15 | 79,962.18 | 0.0% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/33 | '45750TAS2 | 70,000.00 | 77,194.60 | 0.0% |
| FNMA POOL AD1649 | 4 | 3/1/40 | '31418NZP8 | 73,862.99 | 75,896.73 | 0.0% |
| FNMA POOL AA9846 | 4 | 8/1/39 | '31416T5G0 | 72,750.52 | 74,735.64 | 0.0% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/26 | '14040HBK0 | 80,000.00 | 74,462.28 | 0.0% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/22 | '14314EAF8 | 75,000.00 | 73,229.83 | 0.0% |
| FED HM LN PC POOL A87874 | 4 | 8/1/39 | '312934XB3 | 71,345.23 | 73,160.05 | 0.0% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/27 | '31306XDX8 | 72,647.65 | 71,078.14 | 0.0% |
| FNMA POOL AC1877 | 4.5 | 9/1/39 | '31417LCP8 | 67,102.61 | 70,594.57 | 0.0% |
| FREMF MORTGAGE TRUST | 4.11656 | 3/25/27 | '30296CAE3 | 70,000.00 | 69,454.57 | 0.0% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/37 | '3132GRE98 | 67,296.10 | 68,665.13 | 0.0% |
| FNMA POOL AC9564 | 4.5 | 2/1/40 | '31417WTW1 | 64,528.84 | 67,920.89 | 0.0% |
| FNMA POOL AE0215 | 4 | 12/1/39 | '31419AGZ4 | 63,487.39 | 65,220.00 | 0.0% |
| FED HM LN PC POOL A89729 | 4 | 11/1/39 | '312936Y27 | 62,248.23 | 64,003.77 | 0.0% |
| FNMA POOL AE0624 | 4 | 11/1/40 | '31419AVS3 | 61,393.64 | 63,116.51 | 0.0% |
| SS C TECHNOLOGIES INC | 0 | 4/16/25 | '78466DBE3 | 62,475.13 | 62,607.89 | 0.0% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/55 | '586054AC2 | 60,000.00 | 61,768.04 | 0.0% |
| FNMA POOL AI7951 | 4.5 | 8/1/36 | '3138AMZR9 | 58,186.96 | 60,962.61 | 0.0% |
| FREMF MORTGAGE TRUST | 3.88171 | 11/25/50 | '35708WAU4 | 65,000.00 | 59,838.69 | 0.0% |
| CHICAGO IL | 7.045 | 1/1/29 | '167486ZZ5 | 55,000.00 | 59,752.55 | 0.0% |
| FNMA POOL AL0005 | 4.5 | 1/1/41 | '3138EGAF1 | 56,445.99 | 59,414.73 | 0.0% |
| AT+T INC | 4.75 | 5/15/46 | '00206RCQ3 | 65,000.00 | 58,275.64 | 0.0% |
| FNMA POOL AL0049 | 6 | 12/1/35 | '3138EGBT0 | 51,187.89 | 56,484.65 | 0.0% |
| FREMF MORTGAGE TRUST | 4.15913 | 11/25/32 | '302968AE2 | 67,000.00 | 54,608.69 | 0.0% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/40 | '312942NM3 | 50,130.36 | 52,744.94 | 0.0% |
| FNMA POOL 889529 | 6 | 3/1/38 | '31410KHE7 | 45,918.84 | 50,777.54 | 0.0% |
| FNMA POOL AJ5974 | 4 | 12/1/36 | '3138AXT84 | 48,869.14 | 50,214.31 | 0.0% |
| FNMA POOL AE4113 | 4 | 10/1/40 | '31419ESB6 | 48,746.43 | 50,082.03 | 0.0% |
| FNMA POOL 745044 | 4.5 | 8/1/35 | '31403CWD9 | 43,943.73 | 46,029.51 | 0.0% |
| CORE + MAIN LP | 6.125 | 8/15/25 | '14987KAA1 | 45,000.00 | 42,862.50 | 0.0% |
| FNMA POOL AC2817 | 4 | 10/1/39 | '31417MDX8 | 41,635.10 | 42,772.54 | 0.0% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/29 | '574218X57 | 40,000.00 | 39,915.20 | 0.0% |
| FED HM LN PC POOL G01838 | 5 | 7/1/35 | '3128LXBF6 | 35,880.77 | 38,282.62 | 0.0% |
| FNMA POOL AE5143 | 4 | 11/1/40 | '31419FWD4 | 37,189.71 | 38,213.99 | 0.0% |
| FNMA POOL AS8449 | 2.5 | 12/1/31 | '3138WJL71 | 38,865.32 | 37,804.01 | 0.0% |
| FREMF MORTGAGE TRUST | 3.8536 | 10/25/49 | '30305KAJ3 | 40,000.00 | 36,928.97 | 0.0% |
| FED HM LN PC POOL G01779 | 5 | 4/1/35 | '31283H6Q3 | 31,902.36 | 34,053.29 | 0.0% |
| FNMA POOL AB1763 | 4 | 11/1/30 | '31416W5Z1 | 29,949.71 | 30,780.19 | 0.0% |
| MA FINANCECO LLC | 0 | 6/21/24 | '55280FAG6 | 30,234.11 | 30,054.58 | 0.0% |
| FED HM LN PC POOL A94742 | 4 | 11/1/40 | '312943HT3 | 27,458.95 | 28,244.25 | 0.0% |
| FNMA POOL 890248 | 6 | 8/1/37 | '31410LBR2 | 25,403.66 | 28,014.87 | 0.0% |
| FNMA POOL AD8033 | 4 | 8/1/40 | '31418V4T6 | 25,280.57 | 25,975.64 | 0.0% |
| FED HM LN PC POOL A12413 | 5 | 8/1/33 | '31296LVE8 | 24,070.72 | 25,617.16 | 0.0% |
| MISSION BROADCASTING INC | 0 | 1/17/24 | '605024AN8 | 25,296.23 | 25,312.04 | 0.0% |
| FED HM LN PC POOL A95084 | 4 | 11/1/40 | '312943UH4 | 23,128.61 | 23,788.42 | 0.0% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/36 | '3132FCAD7 | 21,516.89 | 23,676.14 | 0.0% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/24 | '12635YAF0 | 20,000.00 | 19,499.58 | 0.0% |
| FNMA POOL MA0919 | 3.5 | 12/1/31 | '31418AAV0 | 15,930.84 | 16,173.53 | 0.0% |
| FED HM LN PC POOL G05052 | 5 | 10/1/33 | '3128M65M6 | 13,309.83 | 14,230.94 | 0.0% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/41 | '3132J8KR0 | 13,662.26 | 13,942.91 | 0.0% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/25 | '224044CE5 | 10,000.00 | 9,810.09 | 0.0% |
| FNMA POOL AC5401 | 5 | 10/1/39 | '31417SAB6 | 6,982.28 | 7,490.89 | 0.0% |
| SPRINT COMMUNICATIONS | 7 | 3/1/20 | '852061AQ3 | - | - | 0.0% |
