Monday - Friday
9am to 6pm EST
Holdings
as of 12/31/2018
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| Security Name | Interest Rate | Maturity Date | Shares | Market Value | Weight |
|---|---|---|---|---|---|
| GNMA II TBA 30 YR 3.5 | 3.500 | 1/23/2049 | 5,300,000 | 5,333,124.95 | 3.58% |
| FNMA TBA 30 YR 3.5 | 3.500 | 1/14/2049 | 5,301,000 | 5,300,482.36 | 3.56% |
| JAPAN TREASURY DISC BILL | 0.000 | 1/15/2019 | 485,500,000 | 4,425,278.40 | 2.97% |
| FANNIE MAE | 5.625 | 7/15/2037 | 3,086,000 | 4,074,609.36 | 2.73% |
| GNMA II TBA 30 YR 3 | 3.000 | 1/23/2049 | 3,300,000 | 3,249,919.89 | 2.18% |
| FHLMC TBA 30 YR 4 | 4.000 | 1/14/2049 | 3,100,000 | 3,160,486.30 | 2.12% |
| FED HM LN PC POOL G08816 | 3.500 | 6/1/2048 | 2,964,422 | 2,964,629.70 | 1.99% |
| GNMA II TBA 30 YR 4 | 4.000 | 1/23/2049 | 2,200,000 | 2,252,765.64 | 1.51% |
| FNMA POOL AN4301 | 3.150 | 1/1/2027 | 2,109,700 | 2,102,344.13 | 1.41% |
| FNMA POOL BE4435 | 3.000 | 11/1/2046 | 2,124,957 | 2,074,260.83 | 1.39% |
| FNMA POOL BC1171 | 3.500 | 6/1/2046 | 1,653,695 | 1,658,928.14 | 1.11% |
| FEDERAL FARM CREDIT BANK | 2.780 | 11/2/2037 | 1,800,000 | 1,612,697.40 | 1.08% |
| FNMA POOL BJ6137 | 3.500 | 1/1/2048 | 1,492,981 | 1,493,400.26 | 1.00% |
| FNMA POOL AN7540 | 2.910 | 11/1/2027 | 1,500,000 | 1,454,786.51 | 0.98% |
| FNMA POOL AN6744 | 2.940 | 9/1/2027 | 1,494,318 | 1,454,584.03 | 0.98% |
| FNMA POOL AN5557 | 2.900 | 5/1/2027 | 1,461,677 | 1,431,856.40 | 0.96% |
| FNMA POOL AN1840 | 2.450 | 6/1/2026 | 1,459,800 | 1,406,895.33 | 0.94% |
| FNMA POOL BD1165 | 3.000 | 10/1/2046 | 1,438,026 | 1,402,927.86 | 0.94% |
| FNMA POOL AM7598 | 3.070 | 12/1/2024 | 1,363,172 | 1,371,809.25 | 0.92% |
| FNMA POOL AM5197 | 4.200 | 1/1/2030 | 1,152,815 | 1,220,283.22 | 0.82% |
| FNMA POOL AN7300 | 3.290 | 11/1/2027 | 1,217,621 | 1,215,861.49 | 0.82% |
| FNMA POOL AM8659 | 2.880 | 4/1/2031 | 1,237,404 | 1,155,745.42 | 0.78% |
| FNMA POOL AN2787 | 2.600 | 9/1/2028 | 1,145,268 | 1,090,396.42 | 0.73% |
| FNMA POOL AN2791 | 2.440 | 9/1/2026 | 1,101,089 | 1,059,721.23 | 0.71% |
| FNMA POOL AM7507 | 3.080 | 12/1/2024 | 1,023,462 | 1,030,458.10 | 0.69% |
| FNMA POOL AM9154 | 3.180 | 6/1/2030 | 1,034,329 | 1,016,223.60 | 0.68% |
| FEDERAL FARM CREDIT BANK | 3.660 | 3/7/2044 | 974,000 | 968,771.57 | 0.65% |
| FNMA POOL AM9239 | 3.030 | 6/1/2025 | 953,948 | 957,418.86 | 0.64% |
| FNMA POOL AM6266 | 3.580 | 7/1/2030 | 951,798 | 952,660.22 | 0.64% |
| FNMA POOL AM8148 | 2.680 | 3/1/2027 | 987,223 | 952,631.04 | 0.64% |
| HUDSON YARDS | 2.835 | 8/10/2038 | 1,000,000 | 950,250.70 | 0.64% |
| GNMA II TBA 30 YR 4.5 | 4.500 | 1/23/2049 | 900,000 | 931,412.11 | 0.63% |
| FNMA POOL AN1767 | 2.980 | 6/1/2031 | 956,659 | 914,892.69 | 0.61% |
| FREDDIE MAC | 3.500 | 2/15/2026 | 847,000 | 873,378.63 | 0.59% |
| AMERICAN BLDRS CONTRACTORS | 0.000 | 10/31/2023 | 884,250 | 843,827.40 | 0.57% |
| FHLMC MULTIFAMILY STRUCTURED P | 3.800 | 2/25/2027 | 799,082 | 834,296.30 | 0.56% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.450 | 8/15/2028 | 770,000 | 826,317.80 | 0.55% |
| OBP DEPOSITOR LLC TRUST | 4.646 | 7/15/2045 | 806,000 | 819,824.03 | 0.55% |
| FREDDIE MAC | 3.500 | 6/15/2026 | 780,000 | 802,685.99 | 0.54% |
| FNMA POOL AN9459 | 3.470 | 7/1/2028 | 795,197 | 802,586.14 | 0.54% |
| FNMA POOL AN9483 | 3.430 | 6/1/2028 | 795,618 | 800,484.92 | 0.54% |
| CNH INDUSTRIAL CAPITAL L | 4.875 | 4/1/2021 | 750,000 | 763,950.00 | 0.51% |
| ING GROEP NV | 4.625 | 1/6/2026 | 750,000 | 756,186.95 | 0.51% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.737 | 7/25/2024 | 748,000 | 750,082.96 | 0.50% |
| CALIFORNIA ST | 7.625 | 3/1/2040 | 525,000 | 749,238.00 | 0.50% |
| FNMA POOL AN3383 | 2.550 | 11/1/2028 | 800,000 | 745,214.38 | 0.50% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/2026 | 705,000 | 725,906.98 | 0.49% |
| MADISON AVENUE TRUST | 3.188 | 8/15/2034 | 729,000 | 720,137.77 | 0.48% |
| FEDERAL FARM CREDIT BANK | 3.510 | 6/11/2040 | 725,000 | 714,045.98 | 0.48% |
| ONE MARKET PLAZA TRUST | 3.614 | 2/10/2032 | 710,000 | 713,828.68 | 0.48% |
| PARK AVENUE TRUST | 3.508 | 6/5/2037 | 712,000 | 704,148.42 | 0.47% |
| WASHINGTON ST HSG FIN COMMISSI | 4.000 | 1/1/2024 | 700,000 | 699,664.00 | 0.47% |
| FNMA POOL BE8063 | 3.000 | 12/1/2046 | 716,733 | 699,649.60 | 0.47% |
| NUMERICABLE GROUP SA | 0.000 | 1/31/2026 | 733,246 | 681,231.44 | 0.46% |
| FNMA POOL AM7903 | 3.380 | 1/1/2027 | 657,893 | 669,904.59 | 0.45% |
| COMM MORTGAGE TRUST | 3.726 | 3/10/2031 | 644,000 | 663,671.11 | 0.45% |
| COMM MORTGAGE TRUST | 3.424 | 3/10/2031 | 640,000 | 650,998.40 | 0.44% |
| SWEDBANK AB | 2.200 | 3/4/2020 | 650,000 | 642,644.12 | 0.43% |
| AMERICAN MUNI PWR OHIO INC OH | 6.270 | 2/15/2050 | 490,000 | 609,564.90 | 0.41% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.128 | 7/5/2031 | 555,000 | 575,921.28 | 0.39% |
| FIFTH THIRD BANCORP | 8.250 | 3/1/2038 | 425,000 | 564,951.76 | 0.38% |
| COTY INC | 0.000 | 4/7/2025 | 607,348 | 562,556.09 | 0.38% |
| FED HM LN PC POOL Q33602 | 3.000 | 5/1/2045 | 552,619 | 541,887.87 | 0.36% |
| TREEHOUSE FOODS INC | 6.000 | 2/15/2024 | 530,000 | 526,687.50 | 0.35% |
| MORGAN STANLEY CAPITAL I TRUST | 3.155 | 11/15/2034 | 531,000 | 523,334.27 | 0.35% |
| HOME DEPOT INC | 5.950 | 4/1/2041 | 420,000 | 516,402.29 | 0.35% |
| TOLL BROS FINANCE CORP | 4.350 | 2/15/2028 | 600,000 | 516,000.00 | 0.35% |
| BOSTON PROPERTIES LP | 4.500 | 12/1/2028 | 500,000 | 512,221.68 | 0.34% |
| AUTONATION INC | 5.500 | 2/1/2020 | 500,000 | 511,113.02 | 0.34% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/2035 | 420,000 | 510,799.80 | 0.34% |
| RYDER SYSTEM INC | 2.350 | 2/26/2019 | 500,000 | 499,443.75 | 0.34% |
| ERAC USA FINANCE LLC | 3.850 | 11/15/2024 | 500,000 | 498,166.91 | 0.33% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/2024 | 505,000 | 497,728.00 | 0.33% |
| REGIONS FINANCIAL CORP | 3.200 | 2/8/2021 | 500,000 | 497,086.66 | 0.33% |
| SBA TOWER TRUST | 3.869 | 10/15/2049 | 500,000 | 496,861.15 | 0.33% |
| AXA SA | 8.600 | 12/15/2030 | 400,000 | 495,836.00 | 0.33% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/2027 | 500,000 | 494,880.00 | 0.33% |
| BPCE SA | 2.250 | 1/27/2020 | 500,000 | 493,632.50 | 0.33% |
| BRANDYWINE OPER PARTNERS | 4.550 | 10/1/2029 | 500,000 | 493,409.65 | 0.33% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/2021 | 500,000 | 493,316.39 | 0.33% |
| BPCE SA | 4.875 | 4/1/2026 | 500,000 | 493,301.89 | 0.33% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/2027 | 510,000 | 492,620.58 | 0.33% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/2023 | 500,000 | 492,500.00 | 0.33% |
| US BANCORP | 3.600 | 9/11/2024 | 493,000 | 491,007.02 | 0.33% |
| GREENKO DUTCH BV | 5.250 | 7/24/2024 | 545,000 | 490,500.00 | 0.33% |
| FNMA POOL 932441 | 4.000 | 1/1/2040 | 475,469 | 489,041.60 | 0.33% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/2028 | 500,000 | 487,375.00 | 0.33% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/2045 | 400,000 | 485,277.07 | 0.33% |
| VENTAS REALTY LP | 3.500 | 2/1/2025 | 500,000 | 479,279.20 | 0.32% |
| XEROX CORPORATION | 5.625 | 12/15/2019 | 475,000 | 478,701.36 | 0.32% |
| CDW LLC | 0.000 | 8/17/2023 | 480,060 | 466,370.71 | 0.31% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/2041 | 435,000 | 465,328.20 | 0.31% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/2050 | 325,000 | 463,115.25 | 0.31% |
| AIR LEASE CORP | 3.875 | 4/1/2021 | 450,000 | 450,804.66 | 0.30% |
| FNMA POOL AN1410 | 3.010 | 5/1/2028 | 457,435 | 446,902.54 | 0.30% |
| AERCAP IRELAND CAP/GLOBA | 3.500 | 5/26/2022 | 450,000 | 436,645.95 | 0.29% |
| AT+T INC | 3.950 | 1/15/2025 | 445,000 | 435,723.06 | 0.29% |
| UNIVISION COMMUNICATIONS | 0.000 | 3/15/2024 | 479,018 | 435,426.97 | 0.29% |
| FREMF MORTGAGE TRUST | 4.081 | 10/25/2031 | 461,000 | 429,410.02 | 0.29% |
| RUSSELL INVTS US INSTITUTIONAL | 0.000 | 6/1/2023 | 438,750 | 429,152.34 | 0.29% |
| HUNTINGTON BANCSHARES | 3.150 | 3/14/2021 | 425,000 | 423,348.46 | 0.28% |
| BOSTON PROPERTIES LP | 3.650 | 2/1/2026 | 430,000 | 416,734.89 | 0.28% |
| WELLTOWER INC | 5.250 | 1/15/2022 | 400,000 | 416,090.99 | 0.28% |
| BIOGEN INC | 5.200 | 9/15/2045 | 400,000 | 414,501.19 | 0.28% |
| PUBLIC SERVICE COLORADO | 4.100 | 6/15/2048 | 420,000 | 414,093.31 | 0.28% |
| CANADIAN PACIFIC RR CO | 4.500 | 1/15/2022 | 400,000 | 412,429.22 | 0.28% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/2025 | 424,000 | 412,015.53 | 0.28% |
| FNMA POOL MA1931 | 2.500 | 6/1/2024 | 402,039 | 402,706.54 | 0.27% |
| APTIV CORP | 4.150 | 3/15/2024 | 401,000 | 401,844.25 | 0.27% |
| OREGON ST HLTH SCIENCE UNIVR | 5.000 | 7/1/2045 | 350,000 | 395,528.00 | 0.27% |
| FREDDIE MAC | 3.500 | 2/15/2026 | 383,000 | 394,451.36 | 0.26% |
| GS MORTGAGE SECURITIES TRUST | 3.155 | 7/15/2032 | 395,000 | 391,337.92 | 0.26% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/2044 | 395,000 | 389,492.57 | 0.26% |
| SPRINT COMMUNICATIONS INC | 0.000 | 2/2/2024 | 402,825 | 385,704.94 | 0.26% |
| DIGNITY HEALTH | 4.500 | 11/1/2042 | 408,000 | 383,605.31 | 0.26% |
| FANNIE MAE | 3.500 | 3/25/2027 | 368,000 | 378,388.82 | 0.25% |
| AMERICAN TOWER CORP | 5.000 | 2/15/2024 | 362,000 | 374,887.40 | 0.25% |
| TOTAL SYSTEM SERVICES IN | 4.000 | 6/1/2023 | 375,000 | 374,767.53 | 0.25% |
| COOPERATIEVE RABOBANK UA | 3.950 | 11/9/2022 | 375,000 | 374,107.52 | 0.25% |
| AMERICAN INTL GROUP | 3.900 | 4/1/2026 | 380,000 | 366,154.84 | 0.25% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.730 | 8/15/2023 | 340,000 | 365,394.60 | 0.25% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.000 | 11/15/2022 | 360,000 | 360,032.40 | 0.24% |
| CBS CORP | 2.900 | 1/15/2027 | 400,000 | 355,286.52 | 0.24% |
| AEGEA FINANCE SARL | 5.750 | 10/10/2024 | 370,000 | 354,275.00 | 0.24% |
| WRKCO INC | 3.000 | 9/15/2024 | 375,000 | 353,726.47 | 0.24% |
| FREDDIE MAC | 3.500 | 12/15/2025 | 343,000 | 351,053.09 | 0.24% |
| AMAZON.COM INC | 4.800 | 12/5/2034 | 325,000 | 348,695.99 | 0.23% |
| JM SMUCKER CO | 4.250 | 3/15/2035 | 380,000 | 348,301.75 | 0.23% |
| AIA GROUP LTD | 4.500 | 3/16/2046 | 325,000 | 336,946.77 | 0.23% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/2024 | 355,000 | 336,245.85 | 0.23% |
| FNMA POOL AS3608 | 2.500 | 12/1/2043 | 350,724 | 332,776.33 | 0.22% |
| ILLINOIS ST | 5.547 | 4/1/2019 | 325,000 | 326,826.50 | 0.22% |
| ILLINOIS ST | 5.100 | 6/1/2033 | 335,000 | 319,918.30 | 0.21% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/2021 | 320,000 | 319,657.60 | 0.21% |
| MORGAN STANLEY | 3.625 | 1/20/2027 | 335,000 | 318,711.60 | 0.21% |
| CELGENE CORP | 3.875 | 8/15/2025 | 325,000 | 313,315.68 | 0.21% |
| FED HM LN PC POOL G08347 | 4.500 | 6/1/2039 | 299,292 | 313,038.14 | 0.21% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/2046 | 300,000 | 311,930.04 | 0.21% |
| DISCOVER FINANCIAL SVS | 3.750 | 3/4/2025 | 325,000 | 311,215.67 | 0.21% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/2045 | 291,000 | 310,193.91 | 0.21% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/2045 | 300,000 | 309,365.38 | 0.21% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/2047 | 300,000 | 309,062.94 | 0.21% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/2041 | 225,000 | 308,099.25 | 0.21% |
| REGENCY CENTERS LP | 3.750 | 6/15/2024 | 300,000 | 297,242.96 | 0.20% |
| SAN BERNARDINO CNTY CA PENSN O | 6.020 | 8/1/2023 | 275,000 | 296,491.25 | 0.20% |
| FED HM LN PC POOL G30614 | 3.500 | 12/1/2032 | 291,012 | 296,400.83 | 0.20% |
| FANNIE MAE | 3.500 | 7/25/2054 | 291,030 | 294,853.79 | 0.20% |
| CITY OF HOPE/THE | 5.623 | 11/15/2043 | 250,000 | 293,876.47 | 0.20% |
| BLITZ F18 675 GMBH | 0.000 | 7/31/2025 | 255,000 | 290,938.56 | 0.20% |
| CROWN CASTLE INTL CORP | 3.700 | 6/15/2026 | 300,000 | 288,839.10 | 0.19% |
| SBA TOWER TRUST | 3.168 | 4/9/2047 | 290,000 | 286,519.28 | 0.19% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/2040 | 200,000 | 282,466.00 | 0.19% |
| CHARTER COMMUNICATIONS OPERAT | 0.000 | 4/30/2025 | 292,545 | 281,282.02 | 0.19% |
| PNC FINANCIAL SERVICES | 6.875 | 5/15/2019 | 275,000 | 278,799.42 | 0.19% |
| CHICAGO IL | 7.375 | 1/1/2033 | 250,000 | 275,332.50 | 0.18% |
| FNMA POOL 745327 | 6.000 | 3/1/2036 | 251,640 | 274,709.15 | 0.18% |
| NEXEO SOLUTIONS LLC | 0.000 | 6/9/2023 | 277,930 | 274,108.55 | 0.18% |
| NEW JERSEY ST ECON DEV AUTH RE | 3.882 | 6/15/2019 | 270,000 | 270,434.70 | 0.18% |
| THERMO FISHER SCIENTIFIC | 4.150 | 2/1/2024 | 265,000 | 268,730.41 | 0.18% |
| FNMA POOL AB4168 | 3.500 | 1/1/2032 | 258,114 | 262,992.66 | 0.18% |
| PITNEY BOWES INC | 3.875 | 9/15/2020 | 265,000 | 260,031.25 | 0.17% |
| MICHIGAN ST FIN AUTH REVENUE | 2.267 | 4/1/2019 | 260,000 | 259,664.60 | 0.17% |
| FED HM LN PC POOL 849167 | 2.893 | 10/1/2043 | 258,392 | 259,018.39 | 0.17% |
| CARMAX AUTO OWNER TRUST | 2.560 | 2/15/2022 | 260,000 | 257,063.43 | 0.17% |
| DUKE REALTY LP | 4.375 | 6/15/2022 | 250,000 | 256,437.91 | 0.17% |
| FANNIE MAE CAS | 6.856 | 5/25/2029 | 235,000 | 254,724.49 | 0.17% |
| FED HM LN PC POOL J17791 | 3.000 | 1/1/2027 | 252,966 | 254,020.16 | 0.17% |
| CHICAGO IL | 6.207 | 1/1/2032 | 250,000 | 252,382.50 | 0.17% |
| DIGNITY HEALTH | 5.267 | 11/1/2064 | 250,000 | 251,320.90 | 0.17% |
| STANDARD CHARTERED PLC | 5.700 | 3/26/2044 | 250,000 | 251,003.20 | 0.17% |
| SELF HELP FED CRED UNION | 1.150 | 3/18/2019 | 250,000 | 249,348.75 | 0.17% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/2020 | 250,000 | 248,680.00 | 0.17% |
| ARDAGH PKG FIN/HLDGS USA | 4.250 | 9/15/2022 | 260,000 | 248,300.00 | 0.17% |
| SELF HELP CREDIT UNION | 1.150 | 9/16/2019 | 250,000 | 247,456.75 | 0.17% |
| CARMAX AUTO OWNER TRUST | 2.700 | 10/16/2023 | 250,000 | 247,154.85 | 0.17% |
| FREMF MORTGAGE TRUST | 3.675 | 11/25/2049 | 250,000 | 246,689.73 | 0.17% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4.000 | 9/1/2021 | 250,000 | 246,640.00 | 0.17% |
| SWEDBANK AB | 2.800 | 3/14/2022 | 250,000 | 246,201.75 | 0.17% |
| REINSURANCE GRP OF AMER | 3.950 | 9/15/2026 | 250,000 | 245,589.18 | 0.16% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4.000 | 9/1/2022 | 250,000 | 244,410.00 | 0.16% |
| DELL INTL LLC | 0.000 | 9/7/2023 | 251,943 | 242,617.19 | 0.16% |
| ALMONDE INC | 0.000 | 6/13/2024 | 258,100 | 241,452.76 | 0.16% |
| GO DADDY OPER CO LLC | 0.000 | 2/15/2024 | 250,901 | 240,551.56 | 0.16% |
| BNP PARIBAS | 3.800 | 1/10/2024 | 245,000 | 238,806.33 | 0.16% |
| APTIV PLC | 3.150 | 11/19/2020 | 240,000 | 237,707.82 | 0.16% |
| LENNAR CORP | 4.125 | 1/15/2022 | 245,000 | 236,118.75 | 0.16% |
| FNMA POOL AB6472 | 2.000 | 10/1/2027 | 238,192 | 232,787.68 | 0.16% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/2047 | 230,000 | 231,421.04 | 0.16% |
| FNMA POOL AY3370 | 2.500 | 4/1/2045 | 244,370 | 230,876.21 | 0.15% |
| FREMF MORTGAGE TRUST | 3.836 | 7/25/2049 | 224,000 | 227,783.90 | 0.15% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/2036 | 235,000 | 225,950.15 | 0.15% |
| FNMA POOL AE4192 | 4.000 | 10/1/2040 | 218,062 | 224,325.03 | 0.15% |
| HARBOR FREIGHT TOOLS USA INC | 0.000 | 8/18/2023 | 236,301 | 223,796.33 | 0.15% |
| AON PLC | 4.750 | 5/15/2045 | 225,000 | 221,595.39 | 0.15% |
| ILLINOIS ST | 3.860 | 4/1/2021 | 215,000 | 214,580.75 | 0.14% |
| ABBVIE INC | 3.600 | 5/14/2025 | 220,000 | 211,316.71 | 0.14% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/2045 | 215,000 | 209,385.28 | 0.14% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/2027 | 205,000 | 209,208.65 | 0.14% |
| FREMF MORTGAGE TRUST | 3.753 | 11/25/2050 | 220,000 | 208,711.10 | 0.14% |
| FNMA POOL AP9592 | 3.500 | 10/1/2032 | 203,892 | 207,747.21 | 0.14% |
| BLITZ F18 675 GMBH | 0.000 | 7/31/2025 | 180,000 | 205,368.39 | 0.14% |
| FED HM LN PC POOL A95085 | 4.000 | 11/1/2040 | 196,767 | 202,553.27 | 0.14% |
| FED HM LN PC POOL G01837 | 5.000 | 7/1/2035 | 188,925 | 200,728.61 | 0.13% |
| DUKE REALTY LP | 3.625 | 4/15/2023 | 200,000 | 200,042.27 | 0.13% |
| NETS HOLDING A/S | 0.000 | 2/6/2025 | 176,389 | 199,514.38 | 0.13% |
| MORGAN STANLEY | 3.950 | 4/23/2027 | 210,000 | 198,331.38 | 0.13% |
| VODAFONE GROUP PLC | 6.150 | 2/27/2037 | 185,000 | 194,438.31 | 0.13% |
| ALIBABA GROUP HOLDING | 2.800 | 6/6/2023 | 200,000 | 193,721.34 | 0.13% |
| AMAZON.COM INC | 3.875 | 8/22/2037 | 200,000 | 193,530.10 | 0.13% |
| ING GROEP NV | 3.950 | 3/29/2027 | 200,000 | 192,241.32 | 0.13% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/2041 | 175,000 | 191,003.38 | 0.13% |
| SEATTLE SPINCO INC | 0.000 | 6/21/2024 | 203,155 | 189,949.86 | 0.13% |
| FNMA POOL AR1524 | 2.000 | 1/1/2028 | 191,844 | 187,488.62 | 0.13% |
| FANNIE MAE | 3.000 | 9/25/2047 | 187,595 | 187,348.91 | 0.13% |
| GRAY TELEVISION INC | 5.875 | 7/15/2026 | 200,000 | 186,960.00 | 0.13% |
| PUBLIC FIN AUTH WI SENIOR LIVI | 3.500 | 11/15/2023 | 185,000 | 185,049.95 | 0.12% |
| ON ASSIGNMENT INC | 0.000 | 6/3/2022 | 187,903 | 184,262.42 | 0.12% |
| FED HM LN PC POOL G06990 | 5.500 | 8/1/2040 | 171,995 | 184,037.74 | 0.12% |
| ALTICE FRANCE SA | 7.375 | 5/1/2026 | 200,000 | 184,000.00 | 0.12% |
| COX COMMUNICATIONS INC | 4.800 | 2/1/2035 | 200,000 | 182,838.32 | 0.12% |
| EBAY INC | 3.600 | 6/5/2027 | 195,000 | 182,294.14 | 0.12% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/2047 | 180,167 | 180,822.39 | 0.12% |
| FANNIE MAE | 3.000 | 9/25/2047 | 180,282 | 179,766.63 | 0.12% |
| CROWN FIN US INC | 0.000 | 2/28/2025 | 188,575 | 179,429.11 | 0.12% |
| FED HM LN PC POOL G14599 | 2.500 | 11/1/2027 | 180,724 | 178,769.07 | 0.12% |
| UNUM GROUP | 3.000 | 5/15/2021 | 180,000 | 178,044.94 | 0.12% |
| KAISER FOUNDATION HOSPIT | 3.150 | 5/1/2027 | 185,000 | 178,039.14 | 0.12% |
| FREMF MORTGAGE TRUST | 3.972 | 7/25/2049 | 175,000 | 177,532.11 | 0.12% |
| FED HM LN PC POOL A37619 | 4.500 | 9/1/2035 | 170,664 | 177,475.88 | 0.12% |
| LANCASTER CNTY PA HOSP AUTH | 5.000 | 7/1/2024 | 165,000 | 175,492.35 | 0.12% |
| FNMA POOL BE1416 | 2.500 | 11/1/2031 | 175,779 | 171,787.93 | 0.12% |
| REINSURANCE GRP OF AMER | 4.700 | 9/15/2023 | 164,000 | 171,311.57 | 0.11% |
| BLACKHAWK NETWORK HLDGS INC | 0.000 | 6/15/2025 | 179,100 | 170,965.82 | 0.11% |
| TURKIYE SINAI KALKINMA B | 5.500 | 1/16/2023 | 200,000 | 168,482.00 | 0.11% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/2040 | 125,000 | 167,252.50 | 0.11% |
| USI INC | 0.000 | 5/16/2024 | 172,813 | 163,653.44 | 0.11% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/2024 | 160,000 | 163,185.08 | 0.11% |
| ON SEMICONDUCTOR CORP | 0.000 | 3/31/2023 | 166,460 | 161,101.79 | 0.11% |
| COX COMMUNICATIONS INC | 3.150 | 8/15/2024 | 165,000 | 158,932.44 | 0.11% |
| NEXSTAR BROADCASTING INC | 0.000 | 1/17/2024 | 166,526 | 157,922.10 | 0.11% |
| FNMA POOL MA1630 | 4.000 | 10/1/2033 | 151,966 | 157,714.14 | 0.11% |
| KIMCO REALTY CORP | 3.400 | 11/1/2022 | 160,000 | 157,628.25 | 0.11% |
| O REILLY AUTOMOTIVE INC | 3.800 | 9/1/2022 | 155,000 | 156,792.94 | 0.11% |
| FED HM LN PC POOL A94362 | 4.000 | 10/1/2040 | 151,431 | 155,876.65 | 0.10% |
| FNMA POOL 930672 | 4.500 | 3/1/2039 | 147,875 | 154,914.89 | 0.10% |
| LIBERTY PROPERTY LP | 3.250 | 10/1/2026 | 165,000 | 154,334.08 | 0.10% |
| FREMF MORTGAGE TRUST | 4.073 | 7/25/2050 | 155,000 | 153,914.18 | 0.10% |
| CAPITAL ONE FINANCIAL CO | 4.200 | 10/29/2025 | 155,000 | 149,347.35 | 0.10% |
| FNMA POOL MA0949 | 3.500 | 1/1/2032 | 144,855 | 147,592.75 | 0.10% |
| SS C TECHNOLOGIES INC | 0.000 | 4/16/2025 | 153,085 | 145,321.62 | 0.10% |
| FNMA POOL AB1343 | 4.500 | 8/1/2040 | 137,824 | 144,426.49 | 0.10% |
| LANCASTER CNTY PA HOSP AUTH | 5.000 | 7/1/2025 | 135,000 | 144,246.15 | 0.10% |
| BWAY MORTGAGE TRUST | 2.809 | 3/10/2033 | 144,785 | 143,727.19 | 0.10% |
| RYDER SYSTEM INC | 2.500 | 5/11/2020 | 145,000 | 143,339.81 | 0.10% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/2038 | 140,000 | 141,957.20 | 0.10% |
| FED HM LN PC POOL G01828 | 4.500 | 4/1/2035 | 135,434 | 140,881.44 | 0.09% |
| FED HM LN PC POOL Q01807 | 4.500 | 7/1/2036 | 135,112 | 140,166.60 | 0.09% |
| FNMA POOL AE0216 | 4.000 | 8/1/2040 | 135,513 | 139,404.86 | 0.09% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.650 | 8/15/2030 | 130,000 | 138,860.80 | 0.09% |
| DIAMOND (BC) B V | 0.000 | 9/6/2024 | 148,500 | 137,362.50 | 0.09% |
| IRON MOUNTAIN INC DEL | 0.000 | 1/2/2026 | 143,913 | 136,357.09 | 0.09% |
| FED HM LN PC POOL G02424 | 5.500 | 12/1/2036 | 126,015 | 136,012.57 | 0.09% |
| FREMF MORTGAGE TRUST | 4.036 | 7/25/2027 | 136,000 | 133,970.30 | 0.09% |
| CARMAX AUTO OWNER TRUST | 2.160 | 12/15/2021 | 135,000 | 133,367.50 | 0.09% |
| FED HM LN PC POOL A89384 | 4.000 | 10/1/2039 | 127,040 | 130,736.63 | 0.09% |
| ILLINOIS ST | 5.877 | 3/1/2019 | 130,000 | 130,578.50 | 0.09% |
| SHUTTERFLY INC | 0.000 | 8/17/2024 | 134,326 | 130,296.06 | 0.09% |
| FNMA POOL AW4685 | 2.626 | 5/1/2044 | 128,614 | 129,595.76 | 0.09% |
| FANNIE MAE CAS | 6.056 | 7/25/2029 | 120,000 | 127,316.11 | 0.09% |
| WYNDHAM HOTELS + RESORTS INC | 0.000 | 5/30/2025 | 129,675 | 124,974.28 | 0.08% |
| FED HM LN PC POOL G06079 | 6.000 | 7/1/2039 | 114,038 | 123,952.68 | 0.08% |
| FED HM LN PC POOL G04997 | 5.000 | 1/1/2037 | 116,128 | 122,889.77 | 0.08% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/2052 | 120,000 | 119,965.29 | 0.08% |
| FREMF MORTGAGE TRUST | 3.647 | 11/25/2050 | 120,000 | 119,563.46 | 0.08% |
| FREDDIE MAC STACR | 4.156 | 4/25/2043 | 116,974 | 117,171.22 | 0.08% |
| FREMF MORTGAGE TRUST | 3.726 | 10/25/2049 | 120,000 | 114,812.77 | 0.08% |
| FNMA POOL MA0639 | 4.000 | 2/1/2041 | 110,604 | 113,780.47 | 0.08% |
| KAR AUCTION SVCS INC | 0.000 | 3/9/2023 | 114,614 | 111,939.97 | 0.08% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/2032 | 100,000 | 111,006.92 | 0.07% |
| FNMA POOL 995243 | 4.500 | 8/1/2038 | 104,785 | 109,277.65 | 0.07% |
| FED HM LN PC POOL A89148 | 4.000 | 10/1/2039 | 103,150 | 106,102.99 | 0.07% |
| FNMA POOL AL1627 | 4.500 | 9/1/2041 | 99,605 | 104,100.06 | 0.07% |
| FREMF MORTGAGE TRUST | 3.880 | 2/25/2050 | 100,000 | 101,028.32 | 0.07% |
| FED HM LN PC POOL A97047 | 4.500 | 2/1/2041 | 96,003 | 100,565.56 | 0.07% |
| FED HM LN PC POOL A93101 | 5.000 | 7/1/2040 | 94,108 | 99,607.55 | 0.07% |
| MASSACHUSETTS ST DEV FIN AGY R | 4.000 | 10/1/2027 | 100,000 | 99,266.00 | 0.07% |
| MARSH + MCLENNAN COS INC | 3.300 | 3/14/2023 | 100,000 | 98,974.10 | 0.07% |
| FED HM LN PC POOL A95796 | 4.000 | 12/1/2040 | 93,699 | 96,452.60 | 0.06% |
| FNMA POOL 190370 | 6.000 | 6/1/2036 | 88,337 | 96,437.08 | 0.06% |
| ZAYO GROUP LLC | 0.000 | 1/19/2024 | 100,095 | 96,257.82 | 0.06% |
| CHG PPC PARENT LLC | 0.000 | 3/31/2025 | 99,500 | 95,520.00 | 0.06% |
| CARMAX AUTO OWNER TRUST | 1.900 | 4/15/2022 | 95,000 | 93,290.13 | 0.06% |
| FNMA POOL BD1153 | 3.000 | 8/1/2046 | 94,794 | 92,480.36 | 0.06% |
| FREMF MORTGAGE TRUST | 3.844 | 10/25/2049 | 90,000 | 87,039.44 | 0.06% |
| FREMF MORTGAGE TRUST | 3.675 | 11/25/2049 | 90,000 | 86,445.93 | 0.06% |
| FNMA POOL 995082 | 5.500 | 8/1/2037 | 78,803 | 84,737.00 | 0.06% |
| FED HM LN PC POOL Q00291 | 5.000 | 4/1/2041 | 79,173 | 83,905.24 | 0.06% |
| FNMA POOL AE0625 | 4.000 | 12/1/2040 | 80,722 | 83,126.13 | 0.06% |
| FREMF MORTGAGE TRUST | 3.944 | 9/25/2049 | 85,000 | 82,934.30 | 0.06% |
| CROWN AMERICAS LLC | 0.000 | 4/3/2025 | 77,141 | 76,835.97 | 0.05% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.500 | 3/1/2033 | 70,000 | 76,799.80 | 0.05% |
| FED HM LN PC POOL G08499 | 3.000 | 7/1/2042 | 77,991 | 76,747.12 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.750 | 3/9/2027 | 80,000 | 74,431.99 | 0.05% |
| CARMAX AUTO OWNER TRUST | 2.200 | 6/15/2022 | 75,000 | 73,783.22 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.750 | 7/28/2026 | 80,000 | 73,393.50 | 0.05% |
| FNMA POOL AD1649 | 4.000 | 3/1/2040 | 70,456 | 72,478.79 | 0.05% |
| FNMA POOL AA9846 | 4.000 | 8/1/2039 | 66,793 | 68,701.31 | 0.05% |
| FED HM LN PC POOL A87874 | 4.000 | 8/1/2039 | 66,819 | 68,530.16 | 0.05% |
| FREMF MORTGAGE TRUST | 3.981 | 5/25/2050 | 70,000 | 67,932.14 | 0.05% |
| FED HM LN PC POOL Q06160 | 4.000 | 2/1/2037 | 64,908 | 66,239.81 | 0.04% |
| FED HM LN PC POOL J20118 | 2.500 | 8/1/2027 | 65,872 | 65,158.92 | 0.04% |
| FNMA POOL AC1877 | 4.500 | 9/1/2039 | 61,811 | 64,753.20 | 0.04% |
| FNMA POOL AC9564 | 4.500 | 2/1/2040 | 59,691 | 62,550.51 | 0.04% |
| FNMA POOL AE0215 | 4.000 | 12/1/2039 | 59,252 | 60,944.05 | 0.04% |
| FED HM LN PC POOL A89729 | 4.000 | 11/1/2039 | 57,671 | 59,345.61 | 0.04% |
| CHICAGO IL | 7.045 | 1/1/2029 | 55,000 | 59,246.00 | 0.04% |
| FREMF MORTGAGE TRUST | 3.753 | 11/25/2050 | 65,000 | 59,175.07 | 0.04% |
| AT+T INC | 4.750 | 5/15/2046 | 65,000 | 57,922.15 | 0.04% |
| FNMA POOL AE0624 | 4.000 | 11/1/2040 | 55,666 | 57,264.25 | 0.04% |
| SS C TECHNOLOGIES INC | 0.000 | 4/16/2025 | 58,067 | 55,200.22 | 0.04% |
| FNMA POOL AI7951 | 4.500 | 8/1/2036 | 52,588 | 54,784.15 | 0.04% |
| FREMF MORTGAGE TRUST | 4.022 | 11/25/2032 | 67,000 | 54,664.30 | 0.04% |
| FNMA POOL AL0005 | 4.500 | 1/1/2041 | 51,866 | 54,340.35 | 0.04% |
| FREMF MORTGAGE TRUST | 4.293 | 11/25/2051 | 54,000 | 48,861.95 | 0.03% |
| FNMA POOL AL0049 | 6.000 | 12/1/2035 | 44,607 | 48,624.49 | 0.03% |
| FED HM LN PC POOL A93996 | 4.500 | 9/1/2040 | 45,430 | 47,589.58 | 0.03% |
| FNMA POOL AJ5974 | 4.000 | 12/1/2036 | 45,763 | 47,076.44 | 0.03% |
| FNMA POOL AE4113 | 4.000 | 10/1/2040 | 43,373 | 44,618.74 | 0.03% |
| FNMA POOL 889529 | 6.000 | 3/1/2038 | 40,269 | 44,000.75 | 0.03% |
| FNMA POOL 745044 | 4.500 | 8/1/2035 | 40,258 | 41,938.26 | 0.03% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/2029 | 40,000 | 41,087.60 | 0.03% |
| FNMA POOL AC2817 | 4.000 | 10/1/2039 | 39,456 | 40,584.20 | 0.03% |
| CORE + MAIN LP | 6.125 | 8/15/2025 | 45,000 | 39,825.00 | 0.03% |
| FREMF MORTGAGE TRUST | 3.726 | 10/25/2049 | 40,000 | 37,424.77 | 0.03% |
| FNMA POOL AS8449 | 2.500 | 12/1/2031 | 36,290 | 35,466.47 | 0.02% |
| FNMA POOL AE5143 | 4.000 | 11/1/2040 | 34,008 | 34,984.43 | 0.02% |
| FED HM LN PC POOL G01838 | 5.000 | 7/1/2035 | 32,455 | 34,482.75 | 0.02% |
| FED HM LN PC POOL G01779 | 5.000 | 4/1/2035 | 29,214 | 31,034.48 | 0.02% |
| FNMA POOL AB1763 | 4.000 | 11/1/2030 | 27,859 | 28,621.90 | 0.02% |
| MA FINANCECO LLC | 0.000 | 6/21/2024 | 30,083 | 28,127.20 | 0.02% |
| FED HM LN PC POOL A94742 | 4.000 | 11/1/2040 | 25,723 | 26,478.61 | 0.02% |
| MISSION BROADCASTING INC | 0.000 | 1/17/2024 | 27,447 | 26,028.90 | 0.02% |
| FNMA POOL 890248 | 6.000 | 8/1/2037 | 22,762 | 24,843.37 | 0.02% |
| FNMA POOL AD8033 | 4.000 | 8/1/2040 | 23,770 | 24,452.91 | 0.02% |
| FED HM LN PC POOL A12413 | 5.000 | 8/1/2033 | 22,808 | 24,226.47 | 0.02% |
| FED HM LN PC POOL A95084 | 4.000 | 11/1/2040 | 21,720 | 22,359.01 | 0.02% |
| 99D0ECSY3 SWAPTION | 0.000 | 12/9/2019 | 2,420,000 | 21,671.97 | 0.01% |
| FED HM LN PC POOL Z40004 | 6.000 | 8/1/2036 | 19,489 | 21,240.35 | 0.01% |
| CNH EQUIPMENT TRUST | 1.930 | 3/15/2024 | 20,000 | 19,603.21 | 0.01% |
| FNMA POOL MA0919 | 3.500 | 12/1/2031 | 14,684 | 14,961.48 | 0.01% |
| FED HM LN PC POOL Q17103 | 4.000 | 6/1/2041 | 13,270 | 13,542.85 | 0.01% |
| FED HM LN PC POOL G05052 | 5.000 | 10/1/2033 | 12,255 | 12,980.27 | 0.01% |
| 99D0BCAF6 USD PUT .032 2019053 | 0.000 | 5/30/2019 | 4,080,000 | 11,770.47 | 0.01% |
| MEMORIAL SLOAN KETTERING | 4.200 | 7/1/2055 | 10,000 | 10,068.46 | 0.01% |
| COX COMMUNICATIONS INC | 3.850 | 2/1/2025 | 10,000 | 9,865.00 | 0.01% |
| FNMA POOL AC5401 | 5.000 | 10/1/2039 | 6,364 | 6,757.92 | 0.00% |
| MICROSOFT CORP | 3.700 | 8/8/2046 | 5,000 | 4,802.11 | 0.00% |
| SPRINT COMMUNICATIONS | 7.000 | 3/1/2020 | - | - | 0.00% |
