Monday - Friday
9am to 6pm EST
Holdings
as of 9/30/2019
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| Security Name | Interest Rate | Maturity Date | Shares | Market Value | Weight |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 10/10/2049 | 8,516,000 | 8,735,553.21 | 4.80% |
| FNMA TBA 30 YR 4 | 4 | 10/10/2049 | 5,800,000 | 6,018,632.86 | 3.31% |
| FED HOME LN DISCOUNT NT | 0 | 11/15/2019 | 5,650,000 | 5,636,793.13 | 3.10% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 10/21/2049 | 5,300,000 | 5,490,986.30 | 3.02% |
| FANNIE MAE | 5.625 | 7/15/2037 | 3,086,000 | 4,571,752.91 | 2.51% |
| FNMA TBA 15 YR 3 | 3 | 10/17/2034 | 3,600,000 | 3,680,156.27 | 2.02% |
| GNMA II TBA 30 YR 3 | 3 | 10/21/2049 | 3,300,000 | 3,386,496.07 | 1.86% |
| JAPAN TREASURY DISC BILL | 0 | 10/28/2019 | 350,000,000 | 3,238,877.07 | 1.78% |
| FED HM LN PC POOL G08816 | 3.5 | 6/1/2048 | 2,663,803 | 2,743,810.36 | 1.51% |
| FNMA TBA 15 YR 2.5 | 2.5 | 10/17/2034 | 2,600,000 | 2,622,292.95 | 1.44% |
| GNMA II POOL MA6040 | 4 | 7/20/2049 | 2,199,979 | 2,295,264.37 | 1.26% |
| FNMA POOL BL1840 | 3.62 | 3/1/2031 | 2,000,000 | 2,254,425.46 | 1.24% |
| FNMA POOL AN4301 | 3.15 | 1/1/2027 | 2,109,700 | 2,249,330.92 | 1.24% |
| FNMA POOL BE4435 | 3 | 11/1/2046 | 1,893,920 | 1,942,869.33 | 1.07% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/2037 | 1,800,000 | 1,909,262.70 | 1.05% |
| FNMA POOL AN8121 | 3.16 | 1/1/2035 | 1,500,000 | 1,587,331.22 | 0.87% |
| FNMA POOL AN7540 | 2.91 | 11/1/2027 | 1,500,000 | 1,585,812.18 | 0.87% |
| REPUBLIC OF CHILE | 0.83 | 7/2/2031 | 1,370,000 | 1,572,919.93 | 0.86% |
| FNMA POOL AN6744 | 2.94 | 9/1/2027 | 1,477,060 | 1,562,353.67 | 0.86% |
| FNMA POOL BC1171 | 3.5 | 6/1/2046 | 1,481,923 | 1,540,836.98 | 0.85% |
| FNMA POOL AN5557 | 2.9 | 5/1/2027 | 1,442,520 | 1,519,256.58 | 0.83% |
| FNMA POOL AN1840 | 2.45 | 6/1/2026 | 1,438,812 | 1,474,150.04 | 0.81% |
| FNMA POOL BJ6137 | 3.5 | 1/1/2048 | 1,385,407 | 1,432,933.47 | 0.79% |
| FNMA POOL AM7598 | 3.07 | 12/1/2024 | 1,343,710 | 1,414,476.34 | 0.78% |
| FNMA POOL BD1165 | 3 | 10/1/2046 | 1,374,068 | 1,407,663.61 | 0.77% |
| FNMA POOL AM5197 | 4.2 | 1/1/2030 | 1,142,612 | 1,313,943.13 | 0.72% |
| BANK OF AMERICA CORP | 3.124 | 1/20/2023 | 1,275,000 | 1,301,073.07 | 0.71% |
| FNMA POOL AN7300 | 3.29 | 11/1/2027 | 1,202,979 | 1,297,815.20 | 0.71% |
| FNMA POOL AM8659 | 2.88 | 4/1/2031 | 1,223,359 | 1,279,198.89 | 0.70% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/2044 | 974,000 | 1,179,476.13 | 0.65% |
| FEDERAL FARM CREDIT BANK | 3.43 | 4/6/2045 | 1,000,000 | 1,170,452.23 | 0.64% |
| FNMA POOL AN2787 | 2.6 | 9/1/2028 | 1,130,901 | 1,168,617.73 | 0.64% |
| FNMA POOL AN2791 | 2.44 | 9/1/2026 | 1,083,918 | 1,110,352.08 | 0.61% |
| FNMA POOL AM9154 | 3.18 | 6/1/2030 | 1,018,902 | 1,102,458.09 | 0.61% |
| FNMA POOL AM7507 | 3.08 | 12/1/2024 | 1,007,598 | 1,060,902.45 | 0.58% |
| FNMA POOL AM6266 | 3.58 | 7/1/2030 | 942,467 | 1,039,506.08 | 0.57% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/2021 | 1,025,000 | 1,034,369.13 | 0.57% |
| HUDSON YARDS | 2.835 | 8/10/2038 | 1,000,000 | 1,031,388.00 | 0.57% |
| FNMA POOL AM9218 | 3.39 | 9/1/2030 | 931,874 | 1,019,639.91 | 0.56% |
| FNMA POOL AN1767 | 2.98 | 6/1/2031 | 942,770 | 1,002,164.35 | 0.55% |
| WASHINGTON ST HSG FIN COMMISSI | 3 | 1/1/2025 | 985,000 | 986,310.05 | 0.54% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 10/21/2049 | 900,000 | 940,627.94 | 0.52% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/2028 | 770,000 | 896,295.40 | 0.49% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 847,000 | 888,750.07 | 0.49% |
| STARBUCKS CORP | 4.45 | 8/15/2049 | 750,000 | 870,348.71 | 0.48% |
| FNMA POOL AN9483 | 3.43 | 6/1/2028 | 788,798 | 863,969.19 | 0.47% |
| FNMA POOL AN9459 | 3.47 | 7/1/2028 | 786,156 | 862,528.00 | 0.47% |
| CALIFORNIA ST | 7.625 | 3/1/2040 | 525,000 | 862,454.25 | 0.47% |
| FHLMC MULTIFAMILY STRUCTURED P | 3.8 | 2/25/2027 | 793,913 | 860,225.90 | 0.47% |
| CON EDISON CO OF NY INC | 4.125 | 5/15/2049 | 750,000 | 860,174.63 | 0.47% |
| ING GROEP NV | 4.625 | 1/6/2026 | 750,000 | 831,067.59 | 0.46% |
| FNMA POOL AN3383 | 2.55 | 11/1/2028 | 800,000 | 823,498.16 | 0.45% |
| CONSERVATION FUND | 3.474 | 12/15/2029 | 800,000 | 814,647.68 | 0.45% |
| FREDDIE MAC | 3.5 | 6/15/2026 | 780,000 | 811,902.16 | 0.45% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/2045 | 806,000 | 811,455.01 | 0.45% |
| CITY OF TORONTO CANADA | 2.6 | 9/24/2039 | 1,060,000 | 798,618.73 | 0.44% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/2022 | 775,000 | 795,027.85 | 0.44% |
| AT+T INC | 4.75 | 5/15/2046 | 715,000 | 794,201.91 | 0.44% |
| CNH INDUSTRIAL CAP LLC | 4.875 | 4/1/2021 | 750,000 | 778,260.00 | 0.43% |
| HONG KONG | 2.5 | 5/28/2024 | 750,000 | 770,043.83 | 0.42% |
| PARK AVENUE TRUST | 3.508 | 6/5/2037 | 712,000 | 767,101.82 | 0.42% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/2034 | 729,000 | 758,839.14 | 0.42% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/2026 | 705,000 | 758,720.16 | 0.42% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.479 | 7/25/2024 | 748,000 | 748,836.19 | 0.41% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/2032 | 710,000 | 736,274.12 | 0.40% |
| PHILADELPHIA PA WTR WSTWTR R | 4.189 | 10/1/2037 | 665,000 | 723,759.40 | 0.40% |
| FNMA POOL AM7903 | 3.38 | 1/1/2027 | 648,865 | 703,671.37 | 0.39% |
| FNMA POOL BE8063 | 3 | 12/1/2046 | 669,889 | 687,198.27 | 0.38% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/2031 | 644,000 | 680,175.80 | 0.37% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/2050 | 490,000 | 676,160.80 | 0.37% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/2031 | 640,000 | 669,223.42 | 0.37% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/2038 | 425,000 | 654,601.74 | 0.36% |
| AMERICAN BLDRS CONTRACTORS | 0 | 10/31/2023 | 628,776 | 629,207.49 | 0.35% |
| BB+T CORPORATION | 3.875 | 3/19/2029 | 575,000 | 623,695.52 | 0.34% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/2028 | 600,000 | 622,500.00 | 0.34% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/2024 | 600,000 | 613,044.00 | 0.34% |
| HOME DEPOT INC | 5.95 | 4/1/2041 | 420,000 | 602,160.37 | 0.33% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.1283 | 7/5/2031 | 555,000 | 594,612.57 | 0.33% |
| AON PLC | 4.75 | 5/15/2045 | 500,000 | 588,123.97 | 0.32% |
| AXA SA | 8.6 | 12/15/2030 | 400,000 | 578,360.00 | 0.32% |
| BOSTON PROPERTIES LP | 4.5 | 12/1/2028 | 500,000 | 568,035.60 | 0.31% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/2035 | 420,000 | 568,020.60 | 0.31% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/2041 | 435,000 | 557,387.25 | 0.31% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/2045 | 400,000 | 555,246.17 | 0.30% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/2027 | 510,000 | 553,396.85 | 0.30% |
| AMGEN INC | 3.2 | 11/2/2027 | 525,000 | 549,347.93 | 0.30% |
| GREENKO DUTCH BV | 5.25 | 7/24/2024 | 545,000 | 546,754.90 | 0.30% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/2050 | 325,000 | 546,744.25 | 0.30% |
| BPCE SA | 4.875 | 4/1/2026 | 500,000 | 544,657.61 | 0.30% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/2029 | 500,000 | 542,422.34 | 0.30% |
| KEYSIGHT TECHNOLOGIES | 4.55 | 10/30/2024 | 500,000 | 539,708.74 | 0.30% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/2024 | 500,000 | 531,993.51 | 0.29% |
| MORGAN STANLEY CAPITAL I TRUST | 2.895 | 11/15/2034 | 531,000 | 531,400.85 | 0.29% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/2027 | 500,000 | 526,660.00 | 0.29% |
| US BANCORP | 3.6 | 9/11/2024 | 493,000 | 524,337.03 | 0.29% |
| VENTAS REALTY LP | 3.5 | 2/1/2025 | 500,000 | 523,887.44 | 0.29% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/2024 | 505,000 | 523,634.50 | 0.29% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/2028 | 500,000 | 522,610.00 | 0.29% |
| SBA TOWER TRUST | 3.869 | 10/15/2049 | 500,000 | 521,289.35 | 0.29% |
| AIR LEASE CORP | 3.625 | 12/1/2027 | 500,000 | 514,558.45 | 0.28% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/2023 | 500,000 | 512,925.00 | 0.28% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/2021 | 500,000 | 506,301.96 | 0.28% |
| AUTONATION INC | 5.5 | 2/1/2020 | 500,000 | 505,307.56 | 0.28% |
| KLABIN AUSTRIA GMBH | 5.75 | 4/3/2029 | 480,000 | 504,000.00 | 0.28% |
| AZURE POWER SOLAR ENERGY | 5.65 | 12/24/2024 | 500,000 | 502,125.00 | 0.28% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/2045 | 487,601 | 500,768.16 | 0.27% |
| BPCE SA | 2.25 | 1/27/2020 | 500,000 | 499,713.70 | 0.27% |
| CITIGROUP INC | 3.352 | 4/24/2025 | 475,000 | 492,484.80 | 0.27% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/2048 | 420,000 | 491,301.43 | 0.27% |
| FNMA POOL AN1410 | 3.01 | 5/1/2028 | 451,875 | 481,126.67 | 0.26% |
| XEROX CORPORATION | 5.625 | 12/15/2019 | 475,000 | 480,343.75 | 0.26% |
| ALTICE FRANCE SA | 0 | 1/31/2026 | 478,326 | 475,695.31 | 0.26% |
| AT+T INC | 3.95 | 1/15/2025 | 445,000 | 475,404.30 | 0.26% |
| BIOGEN INC | 5.2 | 9/15/2045 | 400,000 | 474,899.92 | 0.26% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/2044 | 395,000 | 472,409.19 | 0.26% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/2045 | 350,000 | 469,871.50 | 0.26% |
| FREMF MORTGAGE TRUST | 4.220709 | 10/25/2031 | 461,000 | 467,399.14 | 0.26% |
| FNMA POOL 932441 | 4 | 1/1/2040 | 432,722 | 462,188.75 | 0.25% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/2026 | 430,000 | 455,397.99 | 0.25% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/2024 | 465,890 | 453,576.76 | 0.25% |
| DIGNITY HEALTH | 4.5 | 11/1/2042 | 408,000 | 442,280.79 | 0.24% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/2021 | 425,000 | 430,834.24 | 0.24% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/2023 | 435,375 | 430,477.03 | 0.24% |
| APTIV CORP | 4.15 | 3/15/2024 | 401,000 | 424,751.39 | 0.23% |
| VODAFONE GROUP PLC | 4.375 | 2/19/2043 | 400,000 | 414,070.46 | 0.23% |
| VERIZON COMMUNICATIONS | 4.016 | 12/3/2029 | 370,000 | 411,533.20 | 0.23% |
| JM SMUCKER CO | 4.25 | 3/15/2035 | 380,000 | 410,636.19 | 0.23% |
| SELF HELP CREDIT | 2.5 | 6/27/2022 | 400,000 | 407,502.24 | 0.22% |
| AMAZON.COM INC | 4.8 | 12/5/2034 | 325,000 | 407,162.28 | 0.22% |
| AMERICAN INTL GROUP | 3.9 | 4/1/2026 | 380,000 | 405,152.05 | 0.22% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 383,000 | 405,051.34 | 0.22% |
| AMERICAN TOWER CORP | 5 | 2/15/2024 | 362,000 | 400,215.10 | 0.22% |
| AIA GROUP LTD | 4.5 | 3/16/2046 | 325,000 | 397,689.27 | 0.22% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/2024 | 399,750 | 397,351.50 | 0.22% |
| CBS CORP | 2.9 | 1/15/2027 | 400,000 | 396,888.79 | 0.22% |
| GS MORTGAGE SECURITIES TRUST | 2.896 | 7/15/2032 | 395,000 | 394,370.33 | 0.22% |
| TOTAL SYSTEM SERVICES IN | 4 | 6/1/2023 | 375,000 | 393,888.41 | 0.22% |
| FANNIE MAE | 3.5 | 3/25/2027 | 368,000 | 392,527.27 | 0.22% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/2022 | 375,000 | 390,814.86 | 0.21% |
| AEGEA FINANCE SARL | 5.75 | 10/10/2024 | 370,000 | 386,191.20 | 0.21% |
| WRKCO INC | 3 | 9/15/2024 | 375,000 | 382,257.48 | 0.21% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/2023 | 340,000 | 378,420.00 | 0.21% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/2045 | 300,000 | 365,570.86 | 0.20% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/2024 | 355,000 | 363,261.76 | 0.20% |
| ILLINOIS ST | 5.1 | 6/1/2033 | 335,000 | 363,140.00 | 0.20% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/2045 | 291,000 | 360,403.01 | 0.20% |
| MORGAN STANLEY | 3.625 | 1/20/2027 | 335,000 | 355,020.24 | 0.19% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/2041 | 225,000 | 353,351.25 | 0.19% |
| CELGENE CORP | 3.875 | 8/15/2025 | 325,000 | 351,062.73 | 0.19% |
| CITY OF HOPE/THE | 5.623 | 11/15/2043 | 250,000 | 344,698.42 | 0.19% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/2025 | 325,000 | 340,324.37 | 0.19% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/2021 | 320,000 | 323,526.40 | 0.18% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/2040 | 200,000 | 322,650.00 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/2047 | 300,000 | 322,532.70 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/2046 | 300,000 | 322,360.74 | 0.18% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/2026 | 300,000 | 316,547.78 | 0.17% |
| REGENCY CENTERS LP | 3.75 | 6/15/2024 | 300,000 | 315,450.03 | 0.17% |
| FREDDIE MAC | 3.5 | 12/15/2025 | 305,362 | 315,416.22 | 0.17% |
| FNMA POOL AS3608 | 2.5 | 12/1/2043 | 312,255 | 312,086.24 | 0.17% |
| FNMA POOL MA1931 | 2.5 | 6/1/2024 | 306,522 | 309,263.34 | 0.17% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/2044 | 250,000 | 307,127.80 | 0.17% |
| DIGNITY HEALTH | 5.267 | 11/1/2064 | 250,000 | 305,528.56 | 0.17% |
| SBA TOWER TRUST | 3.168 | 4/9/2047 | 290,000 | 293,074.87 | 0.16% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/2025 | 290,329 | 292,390.66 | 0.16% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/2039 | 263,787 | 286,026.94 | 0.16% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/2024 | 265,000 | 284,661.40 | 0.16% |
| STARBUCKS CORP | 3.75 | 12/1/2047 | 275,000 | 283,814.40 | 0.16% |
| MICRON TECHNOLOGY INC | 4.64 | 2/6/2024 | 260,000 | 276,000.43 | 0.15% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/2047 | 230,000 | 275,533.73 | 0.15% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/2035 | 250,000 | 272,243.35 | 0.15% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/2023 | 245,000 | 270,171.30 | 0.15% |
| PITNEY BOWES INC | 4.125 | 9/15/2020 | 265,000 | 267,981.25 | 0.15% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/2026 | 250,000 | 265,690.27 | 0.15% |
| COOPERATIEVE RABOBANK UA | 3.875 | 9/26/2023 | 250,000 | 265,059.59 | 0.15% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/2022 | 260,000 | 264,024.80 | 0.14% |
| DUKE REALTY LP | 4.375 | 6/15/2022 | 250,000 | 262,721.08 | 0.14% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/2036 | 235,000 | 260,004.00 | 0.14% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/2022 | 260,000 | 259,875.28 | 0.14% |
| FREMF MORTGAGE TRUST | 3.800198 | 11/25/2049 | 250,000 | 259,650.40 | 0.14% |
| FNMA POOL 745327 | 6 | 3/1/2036 | 223,683 | 257,593.19 | 0.14% |
| BNP PARIBAS | 3.8 | 1/10/2024 | 245,000 | 257,335.38 | 0.14% |
| CHARTER COMM OPT LLC/CAP | 5.75 | 4/1/2048 | 225,000 | 256,895.63 | 0.14% |
| FANNIE MAE | 3.5 | 7/25/2054 | 244,812 | 253,932.01 | 0.14% |
| BPCE SA | 3 | 5/22/2022 | 250,000 | 253,879.57 | 0.14% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/2045 | 215,000 | 253,788.45 | 0.14% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/2032 | 242,975 | 253,380.21 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2022 | 250,000 | 251,772.50 | 0.14% |
| LENNAR CORP | 4.125 | 1/15/2022 | 245,000 | 251,737.50 | 0.14% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/2023 | 250,000 | 251,706.15 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2021 | 250,000 | 251,460.00 | 0.14% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/2020 | 250,000 | 250,450.00 | 0.14% |
| ALMONDE INC | 0 | 6/13/2024 | 256,038 | 249,590.92 | 0.14% |
| AMERICAN TOWER CORP | 3.375 | 5/15/2024 | 235,000 | 244,413.35 | 0.13% |
| FNMA POOL AB4168 | 3.5 | 1/1/2032 | 232,257 | 241,712.92 | 0.13% |
| FED HM LN PC POOL 849167 | 2.867 | 10/1/2043 | 233,781 | 237,555.67 | 0.13% |
| VODAFONE GROUP PLC | 6.15 | 2/27/2037 | 185,000 | 233,645.16 | 0.13% |
| FREMF MORTGAGE TRUST | 3.881735 | 11/25/2050 | 220,000 | 232,987.26 | 0.13% |
| VERIZON COMMUNICATIONS | 3.875 | 2/8/2029 | 210,000 | 230,642.57 | 0.13% |
| AMAZON.COM INC | 3.875 | 8/22/2037 | 200,000 | 230,449.43 | 0.13% |
| FANNIE MAE CAS | 6.36838 | 5/25/2029 | 218,269 | 230,342.29 | 0.13% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/18/2023 | 236,301 | 230,196.30 | 0.13% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/2027 | 205,000 | 227,092.85 | 0.12% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/2041 | 175,000 | 225,766.41 | 0.12% |
| MORGAN STANLEY | 3.95 | 4/23/2027 | 210,000 | 222,314.49 | 0.12% |
| ADIENT US LLC | 0 | 5/6/2024 | 224,438 | 221,538.44 | 0.12% |
| FNMA POOL AY3370 | 2.5 | 4/1/2045 | 221,110 | 220,991.12 | 0.12% |
| ILLINOIS ST | 3.86 | 4/1/2021 | 215,000 | 218,951.70 | 0.12% |
| ING GROEP NV | 3.95 | 3/29/2027 | 200,000 | 215,528.06 | 0.12% |
| FNMA POOL AE4192 | 4 | 10/1/2040 | 201,072 | 214,879.18 | 0.12% |
| FED HM LN PC POOL J17791 | 3 | 1/1/2027 | 207,347 | 213,176.29 | 0.12% |
| GRAY TELEVISION INC | 5.875 | 7/15/2026 | 200,000 | 208,500.00 | 0.11% |
| DUKE REALTY LP | 3.625 | 4/15/2023 | 200,000 | 208,211.55 | 0.11% |
| EBAY INC | 3.6 | 6/5/2027 | 195,000 | 203,269.46 | 0.11% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/2023 | 200,000 | 203,087.25 | 0.11% |
| COTY INC | 0 | 4/7/2025 | 204,785 | 199,025.54 | 0.11% |
| FNMA POOL AB6472 | 2 | 10/1/2027 | 196,077 | 196,252.44 | 0.11% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/2027 | 185,000 | 195,033.78 | 0.11% |
| SEATTLE SPINCO INC | 0 | 6/21/2024 | 195,711 | 193,672.61 | 0.11% |
| NETS HOLDING A/S | 0 | 2/6/2025 | 176,389 | 191,265.46 | 0.11% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/2047 | 180,167 | 191,028.12 | 0.10% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/2040 | 125,000 | 189,421.25 | 0.10% |
| GO DADDY OPER CO LLC | 0 | 2/15/2024 | 187,727 | 188,261.94 | 0.10% |
| FED HM LN PC POOL A95085 | 4 | 11/1/2040 | 175,478 | 187,606.81 | 0.10% |
| FNMA POOL AP9592 | 3.5 | 10/1/2032 | 176,877 | 184,356.10 | 0.10% |
| FREMF MORTGAGE TRUST | 4.108074 | 7/25/2049 | 175,000 | 183,440.67 | 0.10% |
| FED HM LN PC POOL G01837 | 5 | 7/1/2035 | 165,477 | 182,902.34 | 0.10% |
| UNUM GROUP | 3 | 5/15/2021 | 180,000 | 182,774.94 | 0.10% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2024 | 165,000 | 180,716.25 | 0.10% |
| BLACKHAWK NETWORK HLDGS INC | 0 | 6/15/2025 | 177,750 | 177,453.69 | 0.10% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/2023 | 164,000 | 177,317.54 | 0.10% |
| FANNIE MAE | 3 | 9/25/2047 | 169,128 | 174,155.54 | 0.10% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/2035 | 160,218 | 173,512.64 | 0.10% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/2024 | 160,000 | 173,083.36 | 0.10% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/2040 | 150,375 | 169,634.85 | 0.09% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/2026 | 165,000 | 169,556.78 | 0.09% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/2024 | 165,000 | 169,087.27 | 0.09% |
| USI INC | 0 | 5/16/2024 | 171,500 | 168,784.64 | 0.09% |
| FREMF MORTGAGE TRUST | 4.213671 | 7/25/2050 | 155,000 | 167,238.49 | 0.09% |
| FANNIE MAE | 3 | 9/25/2047 | 161,333 | 166,121.69 | 0.09% |
| KIMCO REALTY CORP | 3.4 | 11/1/2022 | 160,000 | 165,503.80 | 0.09% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/2025 | 155,000 | 165,236.24 | 0.09% |
| FNMA POOL AR1524 | 2 | 1/1/2028 | 164,392 | 164,539.74 | 0.09% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/2022 | 155,000 | 160,891.91 | 0.09% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/2038 | 140,000 | 156,049.60 | 0.09% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/2030 | 130,000 | 155,290.20 | 0.09% |
| CROWN FIN US INC | 0 | 2/28/2025 | 155,721 | 154,923.36 | 0.09% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/2027 | 151,915 | 153,739.32 | 0.08% |
| FED HM LN PC POOL A94362 | 4 | 10/1/2040 | 140,734 | 150,472.15 | 0.08% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2025 | 135,000 | 149,978.25 | 0.08% |
| FREMF MORTGAGE TRUST | 4.173288 | 7/25/2027 | 136,000 | 146,081.35 | 0.08% |
| RYDER SYSTEM INC | 2.5 | 5/11/2020 | 145,000 | 145,264.22 | 0.08% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/2052 | 120,000 | 144,952.05 | 0.08% |
| FNMA POOL BE1416 | 2.5 | 11/1/2031 | 142,907 | 144,331.50 | 0.08% |
| FNMA POOL 930672 | 4.5 | 3/1/2039 | 132,401 | 143,474.66 | 0.08% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/2026 | 142,825 | 141,843.08 | 0.08% |
| DIAMOND (BC) B V | 0 | 9/6/2024 | 147,375 | 140,835.23 | 0.08% |
| FNMA POOL MA1630 | 4 | 10/1/2033 | 132,913 | 140,825.30 | 0.08% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/2024 | 136,748 | 137,018.49 | 0.08% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/2021 | 135,000 | 134,959.05 | 0.07% |
| FNMA POOL MA0949 | 3.5 | 1/1/2032 | 128,758 | 133,992.34 | 0.07% |
| CHICAGO IL | 7.375 | 1/1/2033 | 112,000 | 133,667.52 | 0.07% |
| FNMA POOL AB1343 | 4.5 | 8/1/2040 | 122,563 | 133,522.19 | 0.07% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/2033 | 129,260 | 131,526.59 | 0.07% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/2035 | 119,990 | 130,123.23 | 0.07% |
| WYNDHAM HOTELS + RESORTS INC | 0 | 5/30/2025 | 128,700 | 129,477.61 | 0.07% |
| FNMA POOL AE0216 | 4 | 8/1/2040 | 121,013 | 129,315.59 | 0.07% |
| FANNIE MAE CAS | 5.56838 | 7/25/2029 | 120,000 | 126,239.95 | 0.07% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/2036 | 110,438 | 125,005.64 | 0.07% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/2036 | 113,548 | 123,155.83 | 0.07% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/2032 | 100,000 | 122,248.23 | 0.07% |
| FED HM LN PC POOL A89384 | 4 | 10/1/2039 | 113,221 | 120,963.06 | 0.07% |
| FED HM LN PC POOL G04997 | 5 | 1/1/2037 | 102,024 | 112,751.01 | 0.06% |
| FED HM LN PC POOL G06079 | 6 | 7/1/2039 | 97,161 | 111,955.04 | 0.06% |
| FNMA POOL MA0639 | 4 | 2/1/2041 | 102,485 | 109,519.26 | 0.06% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/2027 | 100,000 | 108,885.00 | 0.06% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/2023 | 100,000 | 103,421.56 | 0.06% |
| FREMF MORTGAGE TRUST | 4.012444 | 2/25/2050 | 100,000 | 103,390.66 | 0.06% |
| FNMA POOL 995243 | 4.5 | 8/1/2038 | 93,681 | 101,433.77 | 0.06% |
| SELF HELP CREDIT UN | 2.2 | 6/25/2021 | 100,000 | 100,703.56 | 0.06% |
| ZAYO GROUP LLC | 0 | 1/19/2024 | 100,095 | 100,428.37 | 0.06% |
| CHG PPC PARENT LLC | 0 | 3/31/2025 | 98,750 | 98,873.44 | 0.05% |
| FED HM LN PC POOL A89148 | 4 | 10/1/2039 | 92,151 | 98,530.78 | 0.05% |
| FREMF MORTGAGE TRUST | 3.975596 | 10/25/2049 | 90,000 | 95,558.76 | 0.05% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/2022 | 95,000 | 94,809.12 | 0.05% |
| FED HM LN PC POOL A93101 | 5 | 7/1/2040 | 84,703 | 93,617.62 | 0.05% |
| FED HM LN PC POOL A95796 | 4 | 12/1/2040 | 86,231 | 92,195.46 | 0.05% |
| FREMF MORTGAGE TRUST | 3.800198 | 11/25/2049 | 90,000 | 91,464.44 | 0.05% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/2041 | 84,262 | 91,375.45 | 0.05% |
| FREMF MORTGAGE TRUST | 4.078906 | 9/25/2049 | 85,000 | 91,029.66 | 0.05% |
| FNMA POOL 190370 | 6 | 6/1/2036 | 78,305 | 90,177.89 | 0.05% |
| FNMA POOL AL1627 | 4.5 | 9/1/2041 | 82,332 | 89,252.16 | 0.05% |
| FNMA POOL BD1153 | 3 | 8/1/2046 | 87,120 | 89,243.93 | 0.05% |
| FREDDIE MAC STACR | 3.66838 | 4/25/2043 | 88,096 | 88,379.27 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 3/9/2027 | 80,000 | 84,048.57 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/2026 | 80,000 | 83,168.07 | 0.05% |
| FNMA POOL AW4685 | 2.625 | 5/1/2044 | 80,512 | 81,847.89 | 0.04% |
| FNMA POOL AE0625 | 4 | 12/1/2040 | 73,821 | 79,665.28 | 0.04% |
| FNMA POOL 995082 | 5.5 | 8/1/2037 | 70,080 | 79,251.62 | 0.04% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/2033 | 70,000 | 79,215.50 | 0.04% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 77,967 | 78,389.83 | 0.04% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/2041 | 70,610 | 77,915.41 | 0.04% |
| FREMF MORTGAGE TRUST | 4.116733 | 5/25/2050 | 70,000 | 75,598.18 | 0.04% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/2022 | 75,000 | 74,987.48 | 0.04% |
| FED HM LN PC POOL G08499 | 3 | 7/1/2042 | 72,359 | 74,627.92 | 0.04% |
| FNMA POOL AD1649 | 4 | 3/1/2040 | 63,252 | 67,593.79 | 0.04% |
| FREMF MORTGAGE TRUST | 4.159006 | 11/25/2032 | 67,000 | 67,439.68 | 0.04% |
| FREMF MORTGAGE TRUST | 3.881735 | 11/25/2050 | 65,000 | 66,350.61 | 0.04% |
| FNMA POOL AA9846 | 4 | 8/1/2039 | 59,388 | 63,425.63 | 0.03% |
| FED HM LN PC POOL A87874 | 4 | 8/1/2039 | 58,287 | 62,308.57 | 0.03% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/2037 | 58,237 | 61,564.19 | 0.03% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/2025 | 57,000 | 60,167.33 | 0.03% |
| FNMA POOL AC1877 | 4.5 | 9/1/2039 | 55,390 | 60,002.28 | 0.03% |
| FNMA POOL AC9564 | 4.5 | 2/1/2040 | 54,743 | 59,334.94 | 0.03% |
| FNMA POOL AE0215 | 4 | 12/1/2039 | 53,079 | 56,694.93 | 0.03% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/2027 | 55,595 | 56,195.75 | 0.03% |
| FED HM LN PC POOL A89729 | 4 | 11/1/2039 | 52,023 | 55,616.81 | 0.03% |
| FNMA POOL AE0624 | 4 | 11/1/2040 | 49,809 | 53,331.56 | 0.03% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 51,499 | 51,778.30 | 0.03% |
| FNMA POOL AL0005 | 4.5 | 1/1/2041 | 46,407 | 50,297.18 | 0.03% |
| FNMA POOL AI7951 | 4.5 | 8/1/2036 | 43,687 | 47,221.27 | 0.03% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/2029 | 40,000 | 45,546.40 | 0.03% |
| FNMA POOL AL0049 | 6 | 12/1/2035 | 39,523 | 45,369.38 | 0.02% |
| CORE + MAIN LP | 6.125 | 8/15/2025 | 45,000 | 45,112.50 | 0.02% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/2040 | 40,733 | 44,172.84 | 0.02% |
| FNMA POOL AJ5974 | 4 | 12/1/2036 | 39,763 | 42,496.92 | 0.02% |
| FNMA POOL 889529 | 6 | 3/1/2038 | 35,957 | 41,404.87 | 0.02% |
| FNMA POOL AE4113 | 4 | 10/1/2040 | 38,276 | 40,879.37 | 0.02% |
| FREMF MORTGAGE TRUST | 3.853413 | 10/25/2049 | 40,000 | 40,747.38 | 0.02% |
| FNMA POOL 745044 | 4.5 | 8/1/2035 | 36,032 | 39,033.04 | 0.02% |
| FNMA POOL AC2817 | 4 | 10/1/2039 | 35,934 | 38,385.77 | 0.02% |
| FNMA POOL AS8449 | 2.5 | 12/1/2031 | 32,728 | 33,054.82 | 0.02% |
| FNMA POOL AE5143 | 4 | 11/1/2040 | 29,890 | 31,939.86 | 0.02% |
| FED HM LN PC POOL G01838 | 5 | 7/1/2035 | 28,612 | 31,634.88 | 0.02% |
| MA FINANCECO LLC | 0 | 6/21/2024 | 28,980 | 28,690.55 | 0.02% |
| FED HM LN PC POOL G01779 | 5 | 4/1/2035 | 25,484 | 28,180.12 | 0.02% |
| MISSION BROADCASTING INC | 0 | 1/17/2024 | 27,173 | 27,226.29 | 0.01% |
| FED HM LN PC POOL A94742 | 4 | 11/1/2040 | 24,428 | 26,117.18 | 0.01% |
| FNMA POOL AB1763 | 4 | 11/1/2030 | 24,524 | 25,979.69 | 0.01% |
| FNMA POOL 890248 | 6 | 8/1/2037 | 20,482 | 23,584.25 | 0.01% |
| FNMA POOL AD8033 | 4 | 8/1/2040 | 21,805 | 23,298.66 | 0.01% |
| FED HM LN PC POOL A12413 | 5 | 8/1/2033 | 20,322 | 22,452.77 | 0.01% |
| FED HM LN PC POOL A95084 | 4 | 11/1/2040 | 20,036 | 21,467.82 | 0.01% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/2024 | 20,000 | 19,904.81 | 0.01% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/2036 | 16,902 | 19,473.06 | 0.01% |
| FNMA POOL MA0919 | 3.5 | 12/1/2031 | 12,935 | 13,460.23 | 0.01% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/2041 | 12,664 | 13,189.64 | 0.01% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/2055 | 10,000 | 12,247.17 | 0.01% |
| FED HM LN PC POOL G05052 | 5 | 10/1/2033 | 10,732 | 11,795.96 | 0.01% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/2025 | 10,000 | 10,575.23 | 0.01% |
| FNMA POOL AC5401 | 5 | 10/1/2039 | 5,769 | 6,377.94 | 0.00% |
| MICROSOFT CORP | 3.7 | 8/8/2046 | 5,000 | 5,699.06 | 0.00% |
