Monday - Friday
9am to 6pm EST
Holdings
as of 6/30/2019
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| Security Name | Interest Rate | Maturity Date | Shares | Market Value | Weight |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 3.5 | 3.5 | 7/15/2049 | 6,616,000.00 | 6,764,601.51 | 3.86% |
| FNMA TBA 30 YR 4 | 4 | 7/15/2049 | 5,800,000.00 | 5,994,956.97 | 3.42% |
| FED HOME LN DISCOUNT NT | 0 | 7/19/2019 | 4,560,000.00 | 4,555,006.80 | 2.60% |
| FANNIE MAE | 5.625 | 7/15/2037 | 3,086,000.00 | 4,356,857.39 | 2.49% |
| FED HOME LN DISCOUNT NT | 0 | 7/10/2019 | 3,750,000.00 | 3,747,946.88 | 2.14% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 7/22/2049 | 3,600,000.00 | 3,719,109.35 | 2.12% |
| GNMA II TBA 30 YR 3 | 3 | 7/22/2049 | 3,300,000.00 | 3,372,574.19 | 1.92% |
| FED HM LN PC POOL G08816 | 3.5 | 6/1/2048 | 2,841,452.32 | 2,917,436.45 | 1.66% |
| GNMA II TBA 30 YR 4 | 4 | 7/22/2049 | 2,200,000.00 | 2,280,781.27 | 1.30% |
| FNMA POOL AN4301 | 3.15 | 1/1/2027 | 2,109,700.00 | 2,220,763.22 | 1.27% |
| FNMA POOL BL1840 | 3.62 | 3/1/2031 | 2,000,000.00 | 2,179,752.24 | 1.24% |
| FNMA POOL BE4435 | 3 | 11/1/2046 | 2,062,596.75 | 2,089,853.97 | 1.19% |
| FEDERAL FARM CREDIT BANK | 2.78 | 11/2/2037 | 1,800,000.00 | 1,797,321.92 | 1.03% |
| GNMA II TBA 30 YR 3.5 | 3.5 | 8/21/2049 | 1,700,000.00 | 1,754,851.57 | 1.00% |
| FNMA POOL BC1171 | 3.5 | 6/1/2046 | 1,550,839.40 | 1,598,804.60 | 0.91% |
| CHILE REPUBLIC | 1.11 | 7/2/2031 | 1,370,000.00 | 1,560,156.56 | 0.89% |
| FNMA POOL AN7540 | 2.91 | 11/1/2027 | 1,500,000.00 | 1,556,405.39 | 0.89% |
| FNMA POOL AN6744 | 2.94 | 9/1/2027 | 1,482,754.60 | 1,541,022.73 | 0.88% |
| FNMA POOL AN8121 | 3.16 | 1/1/2035 | 1,500,000.00 | 1,540,324.17 | 0.88% |
| FNMA POOL AN5557 | 2.9 | 5/1/2027 | 1,448,860.24 | 1,500,269.21 | 0.86% |
| FED HOME LN DISCOUNT NT | 0 | 8/16/2019 | 1,500,000.00 | 1,495,783.34 | 0.85% |
| FNMA POOL BJ6137 | 3.5 | 1/1/2048 | 1,449,557.03 | 1,490,655.45 | 0.85% |
| FNMA POOL AN1840 | 2.45 | 6/1/2026 | 1,445,774.07 | 1,460,847.91 | 0.83% |
| FNMA POOL BD1165 | 3 | 10/1/2046 | 1,393,722.57 | 1,412,141.51 | 0.81% |
| FNMA POOL AM7598 | 3.07 | 12/1/2024 | 1,350,157.91 | 1,407,851.70 | 0.80% |
| BANK OF AMERICA CORP | 3.124 | 1/20/2023 | 1,275,000.00 | 1,294,558.28 | 0.74% |
| FNMA POOL AM5197 | 4.2 | 1/1/2030 | 1,145,946.70 | 1,288,444.92 | 0.73% |
| FNMA POOL AN7300 | 3.29 | 11/1/2027 | 1,207,814.06 | 1,284,921.36 | 0.73% |
| FNMA POOL AM8659 | 2.88 | 4/1/2031 | 1,227,996.16 | 1,247,379.48 | 0.71% |
| FNMA POOL AN2787 | 2.6 | 9/1/2028 | 1,135,653.68 | 1,148,330.72 | 0.65% |
| FEDERAL FARM CREDIT BANK | 3.66 | 3/7/2044 | 974,000.00 | 1,100,652.54 | 0.63% |
| FNMA POOL AN2791 | 2.44 | 9/1/2026 | 1,089,621.67 | 1,100,203.02 | 0.63% |
| FEDERAL FARM CREDIT BANK | 3.43 | 4/6/2045 | 1,000,000.00 | 1,088,160.25 | 0.62% |
| FNMA POOL AM9154 | 3.18 | 6/1/2030 | 1,024,019.25 | 1,071,086.04 | 0.61% |
| FNMA POOL AM7507 | 3.08 | 12/1/2024 | 1,012,863.82 | 1,056,483.29 | 0.60% |
| MARRIOTT INTERNATIONAL | 2.875 | 3/1/2021 | 1,025,000.00 | 1,032,142.84 | 0.59% |
| FNMA POOL AM6266 | 3.58 | 7/1/2030 | 945,529.92 | 1,016,639.58 | 0.58% |
| HUDSON YARDS | 2.835 | 8/10/2038 | 1,000,000.00 | 1,015,459.40 | 0.58% |
| FNMA POOL AM8148 | 2.68 | 3/1/2027 | 978,345.65 | 1,000,017.30 | 0.57% |
| FNMA POOL AM9218 | 3.39 | 9/1/2030 | 936,416.05 | 994,760.60 | 0.57% |
| FNMA POOL AN1767 | 2.98 | 6/1/2031 | 947,376.08 | 974,472.07 | 0.56% |
| GNMA II TBA 30 YR 4.5 | 4.5 | 7/22/2049 | 900,000.00 | 938,241.23 | 0.54% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 847,000.00 | 885,330.14 | 0.50% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 5.45 | 8/15/2028 | 770,000.00 | 872,179.00 | 0.50% |
| FHLMC MULTIFAMILY STRUCTURED P | 3.8 | 2/25/2027 | 797,529.03 | 856,932.58 | 0.49% |
| FNMA POOL AN9483 | 3.43 | 6/1/2028 | 791,030.83 | 845,107.64 | 0.48% |
| FNMA POOL AN9459 | 3.47 | 7/1/2028 | 789,137.73 | 844,960.14 | 0.48% |
| CALIFORNIA ST | 7.625 | 3/1/2040 | 525,000.00 | 829,405.50 | 0.47% |
| STARBUCKS CORP | 4.45 | 8/15/2049 | 750,000.00 | 822,526.42 | 0.47% |
| ING GROEP NV | 4.625 | 1/6/2026 | 750,000.00 | 818,810.60 | 0.47% |
| OBP DEPOSITOR LLC TRUST | 4.6462 | 7/15/2045 | 806,000.00 | 815,199.12 | 0.46% |
| FREDDIE MAC | 3.5 | 6/15/2026 | 780,000.00 | 811,496.71 | 0.46% |
| CON EDISON CO OF NY INC | 4.125 | 5/15/2049 | 750,000.00 | 809,761.65 | 0.46% |
| FNMA POOL AN3383 | 2.55 | 11/1/2028 | 800,000.00 | 802,865.92 | 0.46% |
| FEDERAL FARM CREDIT BANK | 3.51 | 6/11/2040 | 725,000.00 | 800,989.43 | 0.46% |
| AERCAP IRELAND CAP/GLOBA | 3.5 | 5/26/2022 | 775,000.00 | 789,657.42 | 0.45% |
| CNH INDUSTRIAL CAP LLC | 4.875 | 4/1/2021 | 750,000.00 | 777,780.00 | 0.44% |
| HONG KONG | 2.5 | 5/28/2024 | 750,000.00 | 766,804.81 | 0.44% |
| AT+T INC | 4.75 | 5/15/2046 | 715,000.00 | 756,263.04 | 0.43% |
| MADISON AVENUE TRUST | 3.29437 | 8/15/2034 | 729,000.00 | 752,344.84 | 0.43% |
| PARK AVENUE TRUST | 3.508 | 6/5/2037 | 712,000.00 | 751,881.26 | 0.43% |
| FHLMC MULTIFAMILY STRUCTURED P | 2.8705 | 7/25/2024 | 748,000.00 | 747,463.38 | 0.43% |
| BOSTON MEDICAL CTR CORP | 4.519 | 7/1/2026 | 705,000.00 | 746,063.08 | 0.43% |
| ONE MARKET PLAZA TRUST | 3.6139 | 2/10/2032 | 710,000.00 | 741,894.34 | 0.42% |
| FNMA POOL BE8063 | 3 | 12/1/2046 | 693,747.11 | 702,683.23 | 0.40% |
| PHILADELPHIA PA WTR WSTWTR R | 4.189 | 10/1/2037 | 665,000.00 | 697,518.50 | 0.40% |
| FNMA POOL AM7903 | 3.38 | 1/1/2027 | 651,853.07 | 695,504.75 | 0.40% |
| COMM MORTGAGE TRUST | 3.7255 | 3/10/2031 | 644,000.00 | 677,495.08 | 0.39% |
| COMM MORTGAGE TRUST | 3.4244 | 3/10/2031 | 640,000.00 | 666,931.07 | 0.38% |
| AMERICAN MUNI PWR OHIO INC OH | 6.27 | 2/15/2050 | 490,000.00 | 658,922.60 | 0.38% |
| SWEDBANK AB | 2.2 | 3/4/2020 | 650,000.00 | 648,865.47 | 0.37% |
| FIFTH THIRD BANCORP | 8.25 | 3/1/2038 | 425,000.00 | 629,253.45 | 0.36% |
| AMERICAN BLDRS CONTRACTORS | 0 | 10/31/2023 | 630,387.76 | 622,163.09 | 0.35% |
| BB+T CORPORATION | 3.875 | 3/19/2029 | 575,000.00 | 616,416.74 | 0.35% |
| WASHINGTON ST HSG FIN COMMISSI | 4 | 1/1/2024 | 600,000.00 | 605,688.00 | 0.35% |
| TOLL BROS FINANCE CORP | 4.35 | 2/15/2028 | 600,000.00 | 601,500.00 | 0.34% |
| JP MORGAN CHASE COMMERCIAL MOR | 4.1283 | 7/5/2031 | 555,000.00 | 594,180.23 | 0.34% |
| HOME DEPOT INC | 5.95 | 4/1/2041 | 420,000.00 | 570,256.46 | 0.33% |
| AXA SA | 8.6 | 12/15/2030 | 400,000.00 | 569,360.00 | 0.32% |
| AON PLC | 4.75 | 5/15/2045 | 500,000.00 | 559,491.03 | 0.32% |
| BOSTON PROPERTIES LP | 4.5 | 12/1/2028 | 500,000.00 | 555,578.23 | 0.32% |
| MASSACHUSETTS ST HLTH EDUCTN | 6.432 | 10/1/2035 | 420,000.00 | 547,734.60 | 0.31% |
| CREDIT AGRICOLE LONDON | 4.125 | 1/10/2027 | 510,000.00 | 539,639.63 | 0.31% |
| BPCE SA | 4.875 | 4/1/2026 | 500,000.00 | 538,282.84 | 0.31% |
| GREENKO DUTCH BV | 5.25 | 7/24/2024 | 545,000.00 | 536,934.00 | 0.31% |
| AMGEN INC | 3.2 | 11/2/2027 | 525,000.00 | 536,720.57 | 0.31% |
| KEYSIGHT TECHNOLOGIES | 4.55 | 10/30/2024 | 500,000.00 | 535,448.60 | 0.31% |
| MORGAN STANLEY CAPITAL I TRUST | 3.14 | 11/15/2034 | 531,000.00 | 530,931.98 | 0.30% |
| ERAC USA FINANCE LLC | 3.85 | 11/15/2024 | 500,000.00 | 529,083.52 | 0.30% |
| FED HM LN PC POOL Q33602 | 3 | 5/1/2045 | 518,647.55 | 527,740.78 | 0.30% |
| BRANDYWINE OPER PARTNERS | 4.55 | 10/1/2029 | 500,000.00 | 527,591.32 | 0.30% |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043 | 4/1/2050 | 325,000.00 | 525,378.75 | 0.30% |
| OCHSNER CLINIC FOUNDATIO | 5.897 | 5/15/2045 | 400,000.00 | 523,295.59 | 0.30% |
| PENNSYLVANIA ST INDL DEV AUTH | 3.556 | 7/1/2024 | 505,000.00 | 521,856.90 | 0.30% |
| DIST OF COLUMBIA REVENUE | 4.125 | 7/1/2027 | 500,000.00 | 521,760.00 | 0.30% |
| US BANCORP | 3.6 | 9/11/2024 | 493,000.00 | 518,060.36 | 0.30% |
| VENTAS REALTY LP | 3.5 | 2/1/2025 | 500,000.00 | 518,007.27 | 0.30% |
| SBA TOWER TRUST | 3.869 | 10/15/2049 | 500,000.00 | 517,017.60 | 0.29% |
| NEW YORK ST TRANSPRTN DEV CORP | 3.473 | 7/1/2028 | 500,000.00 | 514,855.00 | 0.29% |
| UNITED RENTALS NORTH AM | 4.625 | 7/15/2023 | 500,000.00 | 512,250.00 | 0.29% |
| COOK CNTY IL CMNTY HIGH SCH DI | 5.019 | 12/1/2041 | 435,000.00 | 511,116.30 | 0.29% |
| KLABIN AUSTRIA GMBH | 5.75 | 4/3/2029 | 480,000.00 | 511,032.00 | 0.29% |
| AUTONATION INC | 5.5 | 2/1/2020 | 500,000.00 | 507,364.11 | 0.29% |
| REGIONS FINANCIAL CORP | 3.2 | 2/8/2021 | 500,000.00 | 505,571.92 | 0.29% |
| AIR LEASE CORP | 3.625 | 12/1/2027 | 500,000.00 | 503,281.53 | 0.29% |
| BPCE SA | 2.25 | 1/27/2020 | 500,000.00 | 499,677.84 | 0.29% |
| CITIGROUP INC | 3.352 | 4/24/2025 | 475,000.00 | 491,013.38 | 0.28% |
| XEROX CORPORATION | 5.625 | 12/15/2019 | 475,000.00 | 482,125.00 | 0.27% |
| FNMA POOL AN1410 | 3.01 | 5/1/2028 | 453,709.88 | 474,085.85 | 0.27% |
| FNMA POOL 932441 | 4 | 1/1/2040 | 446,926.63 | 471,348.30 | 0.27% |
| AT+T INC | 3.95 | 1/15/2025 | 445,000.00 | 470,292.50 | 0.27% |
| NUMERICABLE GROUP SA | 0 | 1/31/2026 | 479,543.21 | 466,355.77 | 0.27% |
| PUBLIC SERVICE COLORADO | 4.1 | 6/15/2048 | 420,000.00 | 464,002.82 | 0.26% |
| FREMF MORTGAGE TRUST | 4.22071 | 10/25/2031 | 461,000.00 | 453,336.98 | 0.26% |
| BIOGEN INC | 5.2 | 9/15/2045 | 400,000.00 | 449,900.13 | 0.26% |
| BOSTON PROPERTIES LP | 3.65 | 2/1/2026 | 430,000.00 | 447,127.94 | 0.26% |
| UNIVISION COMMUNICATIONS | 0 | 3/15/2024 | 465,889.76 | 444,383.82 | 0.25% |
| ORLANDO HEALTH OBL GRP | 4.416 | 10/1/2044 | 395,000.00 | 443,085.50 | 0.25% |
| OREGON ST HLTH SCIENCE UNIVR | 5 | 7/1/2045 | 350,000.00 | 438,294.50 | 0.25% |
| RUSSELL INVTS US INSTITUTIONAL | 0 | 6/1/2023 | 436,500.00 | 433,226.25 | 0.25% |
| HUNTINGTON BANCSHARES | 3.15 | 3/14/2021 | 425,000.00 | 430,402.12 | 0.25% |
| DIGNITY HEALTH | 4.5 | 11/1/2042 | 408,000.00 | 425,711.70 | 0.24% |
| WELLTOWER INC | 5.25 | 1/15/2022 | 400,000.00 | 425,536.59 | 0.24% |
| APTIV CORP | 4.15 | 3/15/2024 | 401,000.00 | 422,368.87 | 0.24% |
| CANADIAN PACIFIC RR CO | 4.5 | 1/15/2022 | 400,000.00 | 420,187.72 | 0.24% |
| FREDDIE MAC | 3.5 | 2/15/2026 | 383,000.00 | 404,284.88 | 0.23% |
| SELF HELP CREDIT | 2.5 | 6/27/2022 | 400,000.00 | 402,917.19 | 0.23% |
| VERIZON COMMUNICATIONS | 4.016 | 12/3/2029 | 370,000.00 | 400,950.93 | 0.23% |
| AMAZON.COM INC | 4.8 | 12/5/2034 | 325,000.00 | 400,325.01 | 0.23% |
| AMERICAN TOWER CORP | 5 | 2/15/2024 | 362,000.00 | 398,795.53 | 0.23% |
| AMERICAN INTL GROUP | 3.9 | 4/1/2026 | 380,000.00 | 398,028.48 | 0.23% |
| SPRINT COMMUNICATIONS INC | 0 | 2/2/2024 | 400,775.00 | 395,431.47 | 0.23% |
| GS MORTGAGE SECURITIES TRUST | 3.14 | 7/15/2032 | 395,000.00 | 394,795.07 | 0.23% |
| VODAFONE GROUP PLC | 4.375 | 2/19/2043 | 400,000.00 | 393,896.08 | 0.22% |
| TOTAL SYSTEM SERVICES IN | 4 | 6/1/2023 | 375,000.00 | 391,783.00 | 0.22% |
| JM SMUCKER CO | 4.25 | 3/15/2035 | 380,000.00 | 391,308.20 | 0.22% |
| FANNIE MAE | 3.5 | 3/25/2027 | 368,000.00 | 389,498.78 | 0.22% |
| COOPERATIEVE RABOBANK UA | 3.95 | 11/9/2022 | 375,000.00 | 389,254.13 | 0.22% |
| ADANI GREEN ENERGY UP | 6.25 | 12/10/2024 | 380,000.00 | 388,789.40 | 0.22% |
| CBS CORP | 2.9 | 1/15/2027 | 400,000.00 | 388,433.80 | 0.22% |
| AEGEA FINANCE SARL | 5.75 | 10/10/2024 | 370,000.00 | 383,508.70 | 0.22% |
| SACRAMENTO CNTY CA PENSN OBLG | 5.73 | 8/15/2023 | 340,000.00 | 379,225.80 | 0.22% |
| WRKCO INC | 3 | 9/15/2024 | 375,000.00 | 378,877.61 | 0.22% |
| AIA GROUP LTD | 4.5 | 3/16/2046 | 325,000.00 | 373,981.01 | 0.21% |
| BROADCOM CRP / CAYMN FI | 3.625 | 1/15/2024 | 355,000.00 | 358,606.57 | 0.20% |
| CHARTER COMM OPT LLC/CAP | 6.484 | 10/23/2045 | 300,000.00 | 353,993.91 | 0.20% |
| ILLINOIS ST | 5.1 | 6/1/2033 | 335,000.00 | 353,063.20 | 0.20% |
| MORGAN STANLEY | 3.625 | 1/20/2027 | 335,000.00 | 351,908.22 | 0.20% |
| CELGENE CORP | 3.875 | 8/15/2025 | 325,000.00 | 348,494.82 | 0.20% |
| FNMA POOL AS3608 | 2.5 | 12/1/2043 | 345,476.21 | 344,533.02 | 0.20% |
| FREDDIE MAC | 3.5 | 12/15/2025 | 331,267.00 | 341,795.06 | 0.19% |
| FNMA POOL MA1931 | 2.5 | 6/1/2024 | 337,664.81 | 341,158.29 | 0.19% |
| NEW JERSEY ST TURNPIKE AUTH | 7.102 | 1/1/2041 | 225,000.00 | 339,061.50 | 0.19% |
| DISCOVER FINANCIAL SVS | 3.75 | 3/4/2025 | 325,000.00 | 336,289.20 | 0.19% |
| CITY OF HOPE/THE | 5.623 | 11/15/2043 | 250,000.00 | 327,971.27 | 0.19% |
| MICHIGAN ST FIN AUTH REVENUE | 2.741 | 4/1/2021 | 320,000.00 | 323,513.60 | 0.18% |
| ALLINA HEALTH SYSTEM | 4.805 | 11/15/2045 | 291,000.00 | 323,292.17 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.259 | 10/15/2046 | 300,000.00 | 322,065.30 | 0.18% |
| MORGAN STANLEY BAML TRUST | 4.051 | 4/15/2047 | 300,000.00 | 321,179.88 | 0.18% |
| REGENCY CENTERS LP | 3.75 | 6/15/2024 | 300,000.00 | 312,694.40 | 0.18% |
| CROWN CASTLE INTL CORP | 3.7 | 6/15/2026 | 300,000.00 | 311,812.29 | 0.18% |
| NEW JERSEY ST TURNPIKE AUTH | 7.414 | 1/1/2040 | 200,000.00 | 309,762.00 | 0.18% |
| SAN BERNARDINO CNTY CA PENSN O | 6.02 | 8/1/2023 | 275,000.00 | 299,420.00 | 0.17% |
| FED HM LN PC POOL G08347 | 4.5 | 6/1/2039 | 277,431.21 | 298,249.00 | 0.17% |
| CHICAGO IL | 7.375 | 1/1/2033 | 250,000.00 | 297,402.50 | 0.17% |
| SBA TOWER TRUST | 3.168 | 4/9/2047 | 290,000.00 | 292,450.07 | 0.17% |
| STANDARD CHARTERED PLC | 5.7 | 3/26/2044 | 250,000.00 | 291,536.03 | 0.17% |
| CHARTER COMMUNICATIONS OPERAT | 0 | 4/30/2025 | 291,067.50 | 291,027.04 | 0.17% |
| DIGNITY HEALTH | 5.267 | 11/1/2064 | 250,000.00 | 285,367.13 | 0.16% |
| THERMO FISHER SCIENTIFIC | 4.15 | 2/1/2024 | 265,000.00 | 284,188.09 | 0.16% |
| FED HM LN PC POOL G30614 | 3.5 | 12/1/2032 | 265,158.96 | 275,275.27 | 0.16% |
| FANNIE MAE | 3.5 | 7/25/2054 | 265,744.61 | 274,404.59 | 0.16% |
| MICRON TECHNOLOGY INC | 4.64 | 2/6/2024 | 260,000.00 | 271,283.63 | 0.15% |
| STARBUCKS CORP | 3.75 | 12/1/2047 | 275,000.00 | 270,968.93 | 0.15% |
| CHICAGO IL | 6.207 | 1/1/2032 | 250,000.00 | 270,305.00 | 0.15% |
| PITNEY BOWES INC | 3.875 | 9/15/2020 | 265,000.00 | 265,588.30 | 0.15% |
| FNMA POOL 745327 | 6 | 3/1/2036 | 233,212.01 | 264,616.06 | 0.15% |
| COOPERATIEVE RABOBANK UA | 3.875 | 9/26/2023 | 250,000.00 | 263,898.11 | 0.15% |
| ARDAGH PKG FIN/HLDGS USA | 4.25 | 9/15/2022 | 260,000.00 | 263,250.00 | 0.15% |
| DUKE REALTY LP | 4.375 | 6/15/2022 | 250,000.00 | 263,029.51 | 0.15% |
| REINSURANCE GRP OF AMER | 3.95 | 9/15/2026 | 250,000.00 | 261,169.77 | 0.15% |
| CARMAX AUTO OWNER TRUST | 2.56 | 2/15/2022 | 260,000.00 | 259,414.64 | 0.15% |
| FREMF MORTGAGE TRUST | 3.80026 | 11/25/2049 | 250,000.00 | 256,534.03 | 0.15% |
| CHILDREN S HOSPITAL CORP | 4.115 | 1/1/2047 | 230,000.00 | 254,724.32 | 0.15% |
| BNP PARIBAS | 3.8 | 1/10/2024 | 245,000.00 | 254,533.37 | 0.15% |
| COX COMMUNICATIONS INC | 4.8 | 2/1/2035 | 250,000.00 | 253,707.00 | 0.14% |
| BPCE SA | 3 | 5/22/2022 | 250,000.00 | 252,476.47 | 0.14% |
| LENNAR CORP | 4.125 | 1/15/2022 | 245,000.00 | 252,276.50 | 0.14% |
| SWEDBANK AB | 2.8 | 3/14/2022 | 250,000.00 | 250,722.89 | 0.14% |
| ALMONDE INC | 0 | 6/13/2024 | 256,725.20 | 250,696.78 | 0.14% |
| CARMAX AUTO OWNER TRUST | 2.7 | 10/16/2023 | 250,000.00 | 250,635.60 | 0.14% |
| MICHIGAN ST FIN AUTH REVENUE | 2.491 | 4/1/2020 | 250,000.00 | 250,310.00 | 0.14% |
| FANNIE MAE CAS | 6.77975 | 5/25/2029 | 234,253.07 | 250,261.41 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2021 | 250,000.00 | 249,990.00 | 0.14% |
| FNMA POOL AB4168 | 3.5 | 1/1/2032 | 240,814.09 | 249,842.18 | 0.14% |
| SELF HELP CREDIT UNION | 1.15 | 9/16/2019 | 250,000.00 | 249,404.50 | 0.14% |
| CHARTER COMM OPT LLC/CAP | 5.75 | 4/1/2048 | 225,000.00 | 249,236.43 | 0.14% |
| SHELBY CNTY TN HLTH EDUCTNL H | 4 | 9/1/2022 | 250,000.00 | 249,180.00 | 0.14% |
| INDIANA ST FIN AUTH REVENUE | 3.624 | 7/1/2036 | 235,000.00 | 246,860.45 | 0.14% |
| AMERICAN TOWER CORP | 3.375 | 5/15/2024 | 235,000.00 | 241,909.39 | 0.14% |
| FED HM LN PC POOL 849167 | 2.868 | 10/1/2043 | 235,963.33 | 239,864.25 | 0.14% |
| NY + PRESBYTERIAN HOSPIT | 4.024 | 8/1/2045 | 215,000.00 | 238,635.89 | 0.14% |
| FNMA POOL AY3370 | 2.5 | 4/1/2045 | 234,770.40 | 233,184.82 | 0.13% |
| HARBOR FREIGHT TOOLS USA INC | 0 | 8/18/2023 | 236,300.65 | 230,639.36 | 0.13% |
| FED HM LN PC POOL J17791 | 3 | 1/1/2027 | 222,741.22 | 228,155.36 | 0.13% |
| FREMF MORTGAGE TRUST | 3.88176 | 11/25/2050 | 220,000.00 | 227,556.78 | 0.13% |
| VERIZON COMMUNICATIONS | 3.875 | 2/8/2029 | 210,000.00 | 225,446.05 | 0.13% |
| VODAFONE GROUP PLC | 6.15 | 2/27/2037 | 185,000.00 | 225,058.18 | 0.13% |
| MARYLAND ST HLTH HGR EDUCTNL | 3.968 | 7/1/2027 | 205,000.00 | 221,438.95 | 0.13% |
| AMAZON.COM INC | 3.875 | 8/22/2037 | 200,000.00 | 220,854.06 | 0.13% |
| ADIENT US LLC | 0 | 5/6/2024 | 225,000.00 | 219,890.70 | 0.13% |
| MORGAN STANLEY | 3.95 | 4/23/2027 | 210,000.00 | 219,846.35 | 0.13% |
| ILLINOIS ST | 3.86 | 4/1/2021 | 215,000.00 | 218,569.00 | 0.12% |
| FNMA POOL AE4192 | 4 | 10/1/2040 | 203,133.20 | 214,452.35 | 0.12% |
| ILLINOIS TOOL WORKS INC | 4.875 | 9/15/2041 | 175,000.00 | 212,395.77 | 0.12% |
| FNMA POOL AB6472 | 2 | 10/1/2027 | 210,785.51 | 210,601.84 | 0.12% |
| ING GROEP NV | 3.95 | 3/29/2027 | 200,000.00 | 210,481.81 | 0.12% |
| GRAY TELEVISION INC | 5.875 | 7/15/2026 | 200,000.00 | 208,000.00 | 0.12% |
| DUKE REALTY LP | 3.625 | 4/15/2023 | 200,000.00 | 207,017.64 | 0.12% |
| ALIBABA GROUP HOLDING | 2.8 | 6/6/2023 | 200,000.00 | 201,579.01 | 0.11% |
| COTY INC | 0 | 4/7/2025 | 205,303.56 | 200,855.25 | 0.11% |
| EBAY INC | 3.6 | 6/5/2027 | 195,000.00 | 199,773.34 | 0.11% |
| NETS HOLDING A/S | 0 | 2/6/2025 | 176,388.82 | 199,518.58 | 0.11% |
| FNMA POOL AP9592 | 3.5 | 10/1/2032 | 187,511.42 | 194,545.59 | 0.11% |
| FED HM LN PC POOL A95085 | 4 | 11/1/2040 | 183,453.22 | 193,684.27 | 0.11% |
| SEATTLE SPINCO INC | 0 | 6/21/2024 | 195,711.33 | 192,286.38 | 0.11% |
| FED HM LN PC POOL G01837 | 5 | 7/1/2035 | 174,484.16 | 191,042.87 | 0.11% |
| KAISER FOUNDATION HOSPIT | 3.15 | 5/1/2027 | 185,000.00 | 190,907.33 | 0.11% |
| MORGAN STANLEY BAML TRUST | 3.526 | 12/15/2047 | 180,167.00 | 189,486.75 | 0.11% |
| GO DADDY OPER CO LLC | 0 | 2/15/2024 | 188,364.98 | 188,583.67 | 0.11% |
| TURKIYE SINAI KALKINMA B | 5.5 | 1/16/2023 | 200,000.00 | 183,561.00 | 0.10% |
| FREMF MORTGAGE TRUST | 4.1081 | 7/25/2049 | 175,000.00 | 181,970.43 | 0.10% |
| UNUM GROUP | 3 | 5/15/2021 | 180,000.00 | 181,020.56 | 0.10% |
| FANNIE MAE | 3 | 9/25/2047 | 177,202.35 | 180,715.88 | 0.10% |
| BAY AREA CA TOLL AUTH TOLL BRI | 6.918 | 4/1/2040 | 125,000.00 | 180,393.75 | 0.10% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2024 | 165,000.00 | 179,011.80 | 0.10% |
| REINSURANCE GRP OF AMER | 4.7 | 9/15/2023 | 164,000.00 | 177,616.21 | 0.10% |
| BLACKHAWK NETWORK HLDGS INC | 0 | 6/15/2025 | 178,200.00 | 177,165.73 | 0.10% |
| FNMA POOL AR1524 | 2 | 1/1/2028 | 175,118.48 | 174,966.01 | 0.10% |
| FED HM LN PC POOL A37619 | 4.5 | 9/1/2035 | 162,321.06 | 174,290.68 | 0.10% |
| FED HM LN PC POOL G06990 | 5.5 | 8/1/2040 | 159,491.51 | 173,667.02 | 0.10% |
| FANNIE MAE | 3 | 9/25/2047 | 169,486.01 | 172,838.07 | 0.10% |
| NUVEEN FINANCE LLC | 4.125 | 11/1/2024 | 160,000.00 | 172,491.99 | 0.10% |
| USI INC | 0 | 5/16/2024 | 171,937.50 | 167,961.45 | 0.10% |
| COX COMMUNICATIONS INC | 3.15 | 8/15/2024 | 165,000.00 | 167,392.36 | 0.10% |
| LIBERTY PROPERTY LP | 3.25 | 10/1/2026 | 165,000.00 | 165,027.59 | 0.09% |
| KIMCO REALTY CORP | 3.4 | 11/1/2022 | 160,000.00 | 164,654.68 | 0.09% |
| ON SEMICONDUCTOR CORP | 0 | 3/31/2023 | 166,459.80 | 164,529.37 | 0.09% |
| FED HM LN PC POOL G14599 | 2.5 | 11/1/2027 | 162,103.78 | 163,692.00 | 0.09% |
| FREMF MORTGAGE TRUST | 4.21371 | 7/25/2050 | 155,000.00 | 163,272.60 | 0.09% |
| CAPITAL ONE FINANCIAL CO | 4.2 | 10/29/2025 | 155,000.00 | 162,916.33 | 0.09% |
| O REILLY AUTOMOTIVE INC | 3.8 | 9/1/2022 | 155,000.00 | 161,020.82 | 0.09% |
| FNMA POOL BE1416 | 2.5 | 11/1/2031 | 154,131.44 | 155,346.45 | 0.09% |
| CROWN FIN US INC | 0 | 2/28/2025 | 156,196.43 | 153,824.27 | 0.09% |
| FED HM LN PC POOL A94362 | 4 | 10/1/2040 | 145,250.79 | 153,495.98 | 0.09% |
| LOS ANGELES CA DEPT OF ARPTS A | 3.887 | 5/15/2038 | 140,000.00 | 149,864.40 | 0.09% |
| OKLAHOMA ST DEV FIN AUTH HLTHS | 4.65 | 8/15/2030 | 130,000.00 | 149,048.90 | 0.09% |
| FNMA POOL MA1630 | 4 | 10/1/2033 | 140,771.27 | 148,330.75 | 0.08% |
| FNMA POOL 930672 | 4.5 | 3/1/2039 | 137,826.38 | 148,069.59 | 0.08% |
| LANCASTER CNTY PA HOSP AUTH | 5 | 7/1/2025 | 135,000.00 | 148,009.95 | 0.08% |
| RYDER SYSTEM INC | 2.5 | 5/11/2020 | 145,000.00 | 144,975.18 | 0.08% |
| FREMF MORTGAGE TRUST | 4.17335 | 7/25/2027 | 136,000.00 | 142,824.22 | 0.08% |
| FNMA POOL MA0949 | 3.5 | 1/1/2032 | 134,965.54 | 140,018.76 | 0.08% |
| IRON MOUNTAIN INC DEL | 0 | 1/2/2026 | 143,187.50 | 139,339.34 | 0.08% |
| FNMA POOL AB1343 | 4.5 | 8/1/2040 | 129,124.78 | 139,086.61 | 0.08% |
| FED HM LN PC POOL G01828 | 4.5 | 4/1/2035 | 126,891.15 | 136,401.85 | 0.08% |
| NEXSTAR BROADCASTING INC | 0 | 1/17/2024 | 136,747.87 | 136,106.80 | 0.08% |
| BWAY MORTGAGE TRUST | 2.8093 | 3/10/2033 | 134,412.63 | 136,051.32 | 0.08% |
| MEMORIAL SLOAN KETTERING | 4.125 | 7/1/2052 | 120,000.00 | 135,301.05 | 0.08% |
| CARMAX AUTO OWNER TRUST | 2.16 | 12/15/2021 | 135,000.00 | 134,733.16 | 0.08% |
| FNMA POOL AE0216 | 4 | 8/1/2040 | 126,959.35 | 133,955.02 | 0.08% |
| DIAMOND (BC) B V | 0 | 9/6/2024 | 147,750.00 | 130,327.76 | 0.07% |
| FED HM LN PC POOL G02424 | 5.5 | 12/1/2036 | 116,658.55 | 129,657.59 | 0.07% |
| WYNDHAM HOTELS + RESORTS INC | 0 | 5/30/2025 | 129,025.00 | 128,873.78 | 0.07% |
| FANNIE MAE CAS | 5.97975 | 7/25/2029 | 120,000.00 | 127,135.19 | 0.07% |
| FED HM LN PC POOL A89384 | 4 | 10/1/2039 | 119,785.81 | 126,466.05 | 0.07% |
| FED HM LN PC POOL Q01807 | 4.5 | 7/1/2036 | 114,819.26 | 123,113.89 | 0.07% |
| NORTHEASTERN UNIVERSITY | 5.285 | 3/1/2032 | 100,000.00 | 117,337.83 | 0.07% |
| FED HM LN PC POOL G04997 | 5 | 1/1/2037 | 106,781.63 | 116,448.47 | 0.07% |
| FED HM LN PC POOL G06079 | 6 | 7/1/2039 | 99,704.37 | 113,021.60 | 0.06% |
| FNMA POOL MA0639 | 4 | 2/1/2041 | 105,692.87 | 111,517.83 | 0.06% |
| MASSACHUSETTS ST DEV FIN AGY R | 4 | 10/1/2027 | 100,000.00 | 107,969.00 | 0.06% |
| FNMA POOL 995243 | 4.5 | 8/1/2038 | 97,262.79 | 104,425.45 | 0.06% |
| FREMF MORTGAGE TRUST | 4.01229 | 2/25/2050 | 100,000.00 | 103,467.29 | 0.06% |
| MARSH + MCLENNAN COS INC | 3.3 | 3/14/2023 | 100,000.00 | 102,855.49 | 0.06% |
| SHUTTERFLY INC | 0 | 8/17/2024 | 101,091.21 | 101,175.42 | 0.06% |
| FED HM LN PC POOL A89148 | 4 | 10/1/2039 | 95,239.57 | 100,538.00 | 0.06% |
| ZAYO GROUP LLC | 0 | 1/19/2024 | 100,094.75 | 100,169.82 | 0.06% |
| SELF HELP CREDIT UN | 2.2 | 6/25/2021 | 100,000.00 | 100,023.19 | 0.06% |
| FREDDIE MAC STACR | 4.07975 | 4/25/2043 | 99,444.65 | 99,900.38 | 0.06% |
| FED HM LN PC POOL A93101 | 5 | 7/1/2040 | 90,874.91 | 98,875.13 | 0.06% |
| CHG PPC PARENT LLC | 0 | 3/31/2025 | 99,000.00 | 98,441.94 | 0.06% |
| FED HM LN PC POOL A97047 | 4.5 | 2/1/2041 | 88,496.42 | 95,152.36 | 0.05% |
| CARMAX AUTO OWNER TRUST | 1.9 | 4/15/2022 | 95,000.00 | 94,659.12 | 0.05% |
| FED HM LN PC POOL A95796 | 4 | 12/1/2040 | 89,309.61 | 94,290.06 | 0.05% |
| FREMF MORTGAGE TRUST | 3.97563 | 10/25/2049 | 90,000.00 | 93,188.84 | 0.05% |
| FNMA POOL AL1627 | 4.5 | 9/1/2041 | 86,379.00 | 92,808.88 | 0.05% |
| FNMA POOL 190370 | 6 | 6/1/2036 | 81,592.09 | 92,584.76 | 0.05% |
| FNMA POOL BD1153 | 3 | 8/1/2046 | 90,206.09 | 91,405.90 | 0.05% |
| FNMA POOL AW4685 | 2.611 | 5/1/2044 | 90,422.47 | 91,340.25 | 0.05% |
| FREMF MORTGAGE TRUST | 3.80026 | 11/25/2049 | 90,000.00 | 90,282.67 | 0.05% |
| FREMF MORTGAGE TRUST | 4.07892 | 9/25/2049 | 85,000.00 | 88,738.19 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 3/9/2027 | 80,000.00 | 82,657.66 | 0.05% |
| FNMA POOL 995082 | 5.5 | 8/1/2037 | 73,530.62 | 81,720.12 | 0.05% |
| CAPITAL ONE FINANCIAL CO | 3.75 | 7/28/2026 | 80,000.00 | 81,482.15 | 0.05% |
| FNMA POOL AE0625 | 4 | 12/1/2040 | 75,820.25 | 80,540.56 | 0.05% |
| FED HM LN PC POOL Q00291 | 5 | 4/1/2041 | 73,363.82 | 79,822.27 | 0.05% |
| INLAND VLY CA DEV AGY SUCCESSO | 5.5 | 3/1/2033 | 70,000.00 | 78,339.10 | 0.04% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 78,166.40 | 77,954.73 | 0.04% |
| FED HM LN PC POOL G08499 | 3 | 7/1/2042 | 74,650.16 | 76,006.03 | 0.04% |
| CARMAX AUTO OWNER TRUST | 2.2 | 6/15/2022 | 75,000.00 | 74,867.90 | 0.04% |
| FREMF MORTGAGE TRUST | 4.11672 | 5/25/2050 | 70,000.00 | 73,422.12 | 0.04% |
| FNMA POOL AD1649 | 4 | 3/1/2040 | 65,754.29 | 69,377.28 | 0.04% |
| FNMA POOL AA9846 | 4 | 8/1/2039 | 61,335.74 | 64,688.91 | 0.04% |
| FREMF MORTGAGE TRUST | 4.15903 | 11/25/2032 | 67,000.00 | 64,292.66 | 0.04% |
| FED HM LN PC POOL A87874 | 4 | 8/1/2039 | 60,791.64 | 64,167.38 | 0.04% |
| FREMF MORTGAGE TRUST | 3.88176 | 11/25/2050 | 65,000.00 | 63,920.83 | 0.04% |
| FED HM LN PC POOL Q06160 | 4 | 2/1/2037 | 59,095.30 | 61,950.68 | 0.04% |
| FNMA POOL AC1877 | 4.5 | 9/1/2039 | 57,488.29 | 61,745.25 | 0.04% |
| CHICAGO IL | 7.045 | 1/1/2029 | 55,000.00 | 61,023.05 | 0.03% |
| FNMA POOL AC9564 | 4.5 | 2/1/2040 | 56,445.81 | 60,651.75 | 0.03% |
| FED HM LN PC POOL J20118 | 2.5 | 8/1/2027 | 59,005.04 | 59,583.71 | 0.03% |
| VERIZON COMMUNICATIONS | 3.376 | 2/15/2025 | 57,000.00 | 59,536.75 | 0.03% |
| FNMA POOL AE0215 | 4 | 12/1/2039 | 55,409.76 | 58,440.03 | 0.03% |
| FED HM LN PC POOL A89729 | 4 | 11/1/2039 | 54,325.16 | 57,355.23 | 0.03% |
| FNMA POOL AE0624 | 4 | 11/1/2040 | 52,494.23 | 55,452.06 | 0.03% |
| CROWN AMERICAS LLC | 0 | 4/3/2025 | 53,663.04 | 54,028.65 | 0.03% |
| SS C TECHNOLOGIES INC | 0 | 4/16/2025 | 53,605.77 | 53,460.61 | 0.03% |
| FNMA POOL AL0005 | 4.5 | 1/1/2041 | 48,264.05 | 51,847.64 | 0.03% |
| FNMA POOL AI7951 | 4.5 | 8/1/2036 | 45,409.61 | 48,789.64 | 0.03% |
| FED HM LN PC POOL A93996 | 4.5 | 9/1/2040 | 42,922.02 | 46,150.50 | 0.03% |
| FNMA POOL AL0049 | 6 | 12/1/2035 | 40,646.13 | 45,992.19 | 0.03% |
| CORE + MAIN LP | 6.125 | 8/15/2025 | 45,000.00 | 45,675.00 | 0.03% |
| FNMA POOL AJ5974 | 4 | 12/1/2036 | 41,724.53 | 44,021.78 | 0.03% |
| MARYLAND ST HLTH HGR EDUCTNL | 4.168 | 7/1/2029 | 40,000.00 | 43,822.40 | 0.02% |
| FNMA POOL AE4113 | 4 | 10/1/2040 | 40,709.09 | 42,947.27 | 0.02% |
| FNMA POOL 889529 | 6 | 3/1/2038 | 37,103.21 | 42,103.70 | 0.02% |
| FNMA POOL 745044 | 4.5 | 8/1/2035 | 37,375.03 | 40,131.27 | 0.02% |
| FREMF MORTGAGE TRUST | 3.726281 | 10/25/2049 | 40,000.00 | 39,868.39 | 0.02% |
| FNMA POOL AC2817 | 4 | 10/1/2039 | 37,389.45 | 39,436.51 | 0.02% |
| FNMA POOL AS8449 | 2.5 | 12/1/2031 | 34,030.38 | 34,298.64 | 0.02% |
| FNMA POOL AE5143 | 4 | 11/1/2040 | 32,088.17 | 33,856.35 | 0.02% |
| FED HM LN PC POOL G01838 | 5 | 7/1/2035 | 29,973.98 | 32,819.64 | 0.02% |
| KAR AUCTION SVCS INC | 0 | 3/9/2023 | 30,073.92 | 30,087.84 | 0.02% |
| FED HM LN PC POOL G01779 | 5 | 4/1/2035 | 26,535.78 | 29,050.23 | 0.02% |
| MA FINANCECO LLC | 0 | 6/21/2024 | 28,980.35 | 28,473.19 | 0.02% |
| MISSION BROADCASTING INC | 0 | 1/17/2024 | 27,309.76 | 27,181.73 | 0.02% |
| FNMA POOL AB1763 | 4 | 11/1/2030 | 25,845.95 | 27,011.01 | 0.02% |
| FED HM LN PC POOL A94742 | 4 | 11/1/2040 | 24,672.99 | 26,087.96 | 0.01% |
| FNMA POOL 890248 | 6 | 8/1/2037 | 21,198.31 | 24,048.17 | 0.01% |
| FNMA POOL AD8033 | 4 | 8/1/2040 | 22,532.14 | 23,773.90 | 0.01% |
| FED HM LN PC POOL A12413 | 5 | 8/1/2033 | 21,097.41 | 22,930.57 | 0.01% |
| FED HM LN PC POOL A95084 | 4 | 11/1/2040 | 20,758.30 | 21,941.50 | 0.01% |
| FED HM LN PC POOL Z40004 | 6 | 8/1/2036 | 17,809.62 | 20,222.85 | 0.01% |
| CNH EQUIPMENT TRUST | 1.93 | 3/15/2024 | 20,000.00 | 19,866.07 | 0.01% |
| FNMA POOL MA0919 | 3.5 | 12/1/2031 | 13,585.61 | 14,094.91 | 0.01% |
| FED HM LN PC POOL Q17103 | 4 | 6/1/2041 | 12,868.57 | 13,346.56 | 0.01% |
| FED HM LN PC POOL G05052 | 5 | 10/1/2033 | 11,360.19 | 12,289.07 | 0.01% |
| MEMORIAL SLOAN KETTERING | 4.2 | 7/1/2055 | 10,000.00 | 11,431.10 | 0.01% |
| COX COMMUNICATIONS INC | 3.85 | 2/1/2025 | 10,000.00 | 10,460.40 | 0.01% |
| FNMA POOL AC5401 | 5 | 10/1/2039 | 6,079.33 | 6,607.18 | 0.00% |
| MICROSOFT CORP | 3.7 | 8/8/2046 | 5,000.00 | 5,412.12 | 0.00% |
| CDW LLC | 0 | 8/17/2023 | 0.03 | 0.03 | 0.00% |
