Home Logon FTA Investment Managers Blog Subscribe About Us Contact Us

Search by Ticker, Keyword or CUSIP       
 
 
First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 7/16/2024

Total Number of Holdings (excluding cash): 851

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Sep24 TUU4 5,963 $1,223,719,406.25 24.48%
U.S. Treasury Note, 4.25%, due 06/30/2029 91282CKX8 864,975,000 $871,360,946.05 17.43%
U.S. Treasury Bond, 4.625%, due 05/15/2044 912810UB2 299,525,000 $305,351,695.78 6.11%
U.S. Treasury Note, 4.375%, due 05/15/2034 91282CKQ3 298,435,000 $303,494,404.35 6.07%
U.S. Treasury Bond, 4.625%, due 05/15/2054 912810UA4 233,965,000 $243,670,892.98 4.87%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F040685 197,200,000 $183,600,380.06 3.67%
U.S. Treasury Note, 4.375%, due 07/15/2027 91282CKZ3 131,720,000 $132,352,873.77 2.65%
Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 01F042681 111,875,000 $107,091,048.24 2.14%
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020687 122,125,000 $97,595,578.23 1.95%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 01F032682 106,375,000 $95,874,607.80 1.92%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030686 109,825,000 $95,153,639.69 1.90%
GNMA TBA, 5%, due 04/01/2054 21H050680 80,500,000 $79,279,847.81 1.59%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 01F052680 70,150,000 $69,972,629.23 1.40%
U.S. Treasury Note, 4.625%, due 06/30/2026 91282CKY6 68,590,000 $68,843,193.82 1.38%
US 5YR NOTE (CBT) Sep24 FVU4 615 $66,170,156.25 1.32%
Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 01F050684 65,200,000 $63,895,915.89 1.28%
GNMA TBA, 4.50%, due 05/01/2053 21H042687 62,475,000 $60,173,674.65 1.20%
U.S. Treasury Bill, 0%, due 11/12/2024 912797MB0 58,160,000 $57,180,133.12 1.14%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 54,078,800 $51,782,244.94 1.04%
GNMA TBA, 2.50%, due 12/01/2051 21H022689 53,275,000 $45,605,439.36 0.91%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022683 48,275,000 $40,218,317.18 0.80%
U.S. Treasury Bill, 0%, due 08/01/2024 912797JU2 38,680,000 $38,595,770.43 0.77%
U.S. Treasury Note, 4.50%, due 05/31/2029 91282CKT7 36,729,000 $37,411,929.84 0.75%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 44,824,663 $35,897,924.43 0.72%
U.S. Treasury Bill, 0%, due 07/18/2024 912797JS7 35,535,000 $35,529,983.17 0.71%
GNMA TBA, 5.50%, due 04/01/2054 21H052686 34,250,000 $34,223,242.19 0.68%
Fannie Mae FN MA4978, 5%, due 04/01/2053 31418EQ86 34,114,794 $33,457,898.39 0.67%
GNMA G2 MA8347, 4.50%, due 10/20/2052 36179XHY5 26,473,716 $25,571,906.46 0.51%
FED HOME LN DISCOUNT NT N/C, 0%, due 08/28/2024 313384D71 25,000,000 $24,843,677.00 0.50%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 29,489,489 $23,587,047.44 0.47%
Fannie Mae FN CB0290, 2%, due 04/01/2051 3140QKKC1 28,186,434 $22,690,118.50 0.45%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 27,070,110 $21,641,243.59 0.43%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 26,492,057 $21,234,739.68 0.42%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 21,938,018 $20,998,630.87 0.42%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 21,290,000 $20,103,613.48 0.40%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 24,154,043 $19,342,197.85 0.39%
Fannie Mae FN BW8980, 4%, due 10/01/2052 3140N16S7 21,146,035 $19,711,905.33 0.39%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 24,494,187 $19,600,567.76 0.39%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 19,056,296 $18,826,558.83 0.38%
Fannie Mae FN BT6179, 2.50%, due 07/01/2051 3140LU2M2 22,501,951 $18,830,534.64 0.38%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 19,998,397 $19,149,178.60 0.38%
Progress Residential Trust Series 2021-SFR8, Class F, 3.181%, due 10/17/2038 74333TAN9 19,690,000 $17,860,501.68 0.36%
Fannie Mae FN BV4133, 2.50%, due 03/01/2052 3140MHSX8 21,055,357 $17,582,280.30 0.35%
Freddie Mac FR QD8259, 3%, due 03/01/2052 3133B6E89 20,103,604 $17,435,361.18 0.35%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 20,782,325 $17,349,232.17 0.35%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 18,965,000 $17,590,228.67 0.35%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 20,327,952 $16,974,649.74 0.34%
U.S. Treasury Bill, 0%, due 10/29/2024 912797LV7 16,870,000 $16,618,029.01 0.33%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 15,858,750 $15,887,116.23 0.32%
Babson CLO Ltd Serues 2018-4A, Class A1R, Variable rate, due 10/15/2030 06760XAL8 15,275,000 $15,298,953.34 0.31%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $15,271,424.31 0.31%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 16,615,000 $15,656,420.84 0.31%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 18,840,000 $15,550,158.63 0.31%
Woodward Capital Management Series 2024-CES3, Class A1A, Variable rate, due 05/25/2044 74942AAA1 15,417,654 $15,651,787.95 0.31%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 17,900,416 $14,915,242.88 0.30%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 14,731,951 $14,815,456.15 0.30%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $14,273,110.80 0.29%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 17,141,192 $14,319,079.71 0.29%
Freddie Mac FR RA4179, 2.50%, due 12/01/2050 3133KKUC1 16,968,147 $14,175,880.81 0.28%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 17,010,595 $14,208,572.52 0.28%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 14,000,000 $14,017,500.00 0.28%
OHA Credit Partners Ltd Series 2015-11A, Class A2R2, Variable rate, due 04/20/2037 67109FAW5 14,000,000 $14,047,105.66 0.28%
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 040555DE1 12,605,000 $13,480,763.51 0.27%
Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 29001VAW9 13,400,000 $13,399,497.50 0.27%
Fannie Mae FN CB6854, 4.50%, due 08/01/2053 3140QSTL5 13,894,327 $13,305,158.02 0.27%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $13,614,066.00 0.27%
PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 69361JAA4 15,921,249 $13,621,567.49 0.27%
Bluemountain CLO Ltd Series 2018-3A, Class BR, Variable rate, due 10/25/2030 09630AAS5 13,000,000 $13,008,373.82 0.26%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 13,561,801 $12,966,713.67 0.26%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 13,355,000 $13,199,218.47 0.26%
OCP CLO Ltd Series 2014-6A, Class A1R2, Variable rate, due 10/17/2030 67106BAU1 13,000,000 $13,022,807.72 0.26%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $13,015,051.40 0.26%
Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 06761HAN8 12,500,000 $12,515,149.38 0.25%
CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 12566DAA0 12,738,857 $12,578,407.46 0.25%
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 12569VAA7 12,642,107 $12,650,507.91 0.25%
Dryden Senior Loan Fund Series 2015-40A, Class AR2, Variable rate, due 08/15/2031 26244GAS4 12,414,207 $12,419,454.77 0.25%
Fannie Mae FN BV3101, 2%, due 03/01/2052 3140MGNT4 15,658,899 $12,541,577.77 0.25%
Madison Park Funding Ltd Series 2018-29A, Class AR, Variable rate, due 10/18/2030 55820CAN5 12,727,455 $12,740,603.42 0.25%
Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 67098DAU7 12,685,000 $12,701,606.82 0.25%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 13,606,000 $12,223,270.52 0.24%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 15,193,673 $12,108,893.58 0.24%
Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 55953HBD4 11,751,957 $11,765,710.93 0.24%
Fannie Mae FN MA4577, 2%, due 04/01/2052 31418ECP3 14,584,156 $11,671,948.76 0.23%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 12,740,106 $11,330,968.95 0.23%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 22,213,437 $11,703,724.65 0.23%
Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 949723AC4 11,650,000 $11,667,538.14 0.23%
BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 05605NAA5 12,546,000 $11,084,590.48 0.22%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 11,610,997 $11,122,506.28 0.22%
Fannie Mae FN MA4902, 3.50%, due 01/01/2053 31418ENU0 12,206,984 $11,007,866.04 0.22%
Freddie Mac FR QE0312, 2%, due 04/01/2052 3133B9KZ6 13,913,606 $11,134,620.08 0.22%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 12,589,922 $11,074,930.59 0.22%
Freddie Mac FR SD8189, 2.50%, due 01/01/2052 3132DWC27 13,422,729 $11,215,893.45 0.22%
GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 38380XFR3 12,227,012 $10,880,190.59 0.22%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 24,435,828 $11,031,122.04 0.22%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 11,200,000 $10,324,305.26 0.21%
BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 06744NBJ5 10,400,000 $10,418,600.30 0.21%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 11,847,316 $10,732,426.33 0.21%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 11,019,165 $10,258,274.48 0.21%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 12,251,674 $10,549,768.32 0.21%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 11,771,383 $10,387,032.72 0.21%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 11,357,768 $10,022,237.82 0.20%
FED HOME LN DISCOUNT NT N/C, 0%, due 10/30/2024 313384M63 10,000,000 $9,849,244.40 0.20%
HPS Loan Management Ltd Series 2024-19A, Class B2, Variable rate, due 04/15/2037 442924AJ5 9,750,000 $9,798,780.81 0.20%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $9,835,549.72 0.20%
Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 75009RAC7 10,000,000 $10,009,891.70 0.20%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 11,334,941 $10,244,519.65 0.20%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 10,865,963 $9,587,949.76 0.19%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 14,944,421 $9,691,204.31 0.19%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 21,186,910 $9,482,173.84 0.19%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 9,150,000 $9,110,295.41 0.18%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 13,259,732 $9,224,281.09 0.18%
Freddie Mac FR SD3246, 4%, due 08/01/2052 3132DQTB2 9,839,857 $9,165,611.42 0.18%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 9,759,308 $8,919,879.92 0.18%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 11,190,000 $8,838,329.41 0.18%
BANK OF AMERICA CORP Variable rate, due 02/04/2028 06051GKJ7 8,965,000 $8,447,483.64 0.17%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,331,011.33 0.17%
Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 14686MAK9 70,350 $8,287,167.60 0.17%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 10,929,232 $8,698,790.47 0.17%
Fannie Mae FN BV2784, 2.50%, due 02/01/2052 3140MGCW9 10,382,265 $8,664,352.46 0.17%
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 33767BAD1 9,101,000 $8,398,541.32 0.17%
JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 47214BAA6 7,976,000 $8,549,187.26 0.17%
OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 671000AE7 8,530,000 $8,541,969.04 0.17%
Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 74333DAQ7 9,120,000 $8,484,344.21 0.17%
BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 05606FAL7 8,670,000 $7,753,872.31 0.16%
BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 12433XAG4 9,320,000 $8,119,259.66 0.16%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 8,933,000 $8,174,653.51 0.16%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 8,490,000 $7,892,562.95 0.16%
JPMORGAN CHASE & CO Variable rate, due 12/10/2025 46647PCT1 8,015,000 $7,890,145.22 0.16%
PRP Advisors, LLC Series 2022-4, Class A1, Variable rate, due 08/25/2027 693588AA3 8,237,844 $8,146,956.21 0.16%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $8,099,435.21 0.16%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,000,000 $8,156,409.44 0.16%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 13,730,449 $7,302,649.41 0.15%
Angel Oak Mortgage Trust Series 2024-1, Class A1, Variable rate, due 08/25/2068 03465XAA7 7,657,688 $7,561,545.38 0.15%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 7,880,000 $7,746,466.78 0.15%
BAYER US FINANCE LLC 6.50%, due 11/21/2033 07274EAL7 7,245,000 $7,553,304.81 0.15%
BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 05607CAG4 8,500,000 $7,677,228.05 0.15%
Dryden Senior Loan Fund Series 2017-54A, Class BR, Variable rate, due 10/19/2029 26244RAG6 7,600,000 $7,604,945.32 0.15%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 8,569,637 $7,434,363.73 0.15%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 8,136,151 $7,541,445.33 0.15%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 7,530,000 $7,669,041.45 0.15%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 17,704,573 $7,486,106.12 0.15%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 7,863,761 $7,594,935.37 0.15%
Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 67114JAA8 9,275,016 $7,369,069.71 0.15%
Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 69360LAA0 7,733,965 $7,647,770.35 0.15%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 8,253,762 $7,454,161.21 0.15%
Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 05526QAN6 7,651,000 $7,233,077.13 0.14%
BAYER US FINANCE LLC 6.875%, due 11/21/2053 07274EAM5 6,490,000 $6,873,312.57 0.14%
Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 20753TAC7 6,402,694 $6,837,276.55 0.14%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 7,670,174 $7,009,211.09 0.14%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 8,003,000 $6,790,328.45 0.14%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 16,733,392 $7,065,324.90 0.14%
MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 58403YAR7 6,966,566 $6,968,010.69 0.14%
SOUTHWESTERN ELEC POWER 5.30%, due 04/01/2033 845437BU5 7,305,000 $7,233,754.34 0.14%
SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 85237AAJ2 7,100,000 $6,937,991.49 0.14%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 8,320,000 $7,100,983.06 0.14%
AMERICAN TOWER CORP 5.55%, due 07/15/2033 03027XCD0 6,465,000 $6,577,536.26 0.13%
CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 12516WAA9 6,470,000 $6,516,193.21 0.13%
CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 161175BV5 10,230,000 $6,374,818.16 0.13%
COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 202795HT0 5,953,000 $6,593,795.56 0.13%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 26,023,044 $6,270,117.23 0.13%
Fannie Mae FN CB2404, 2.50%, due 12/01/2051 3140QMU69 7,803,603 $6,511,644.15 0.13%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 7,203,930 $6,593,058.22 0.13%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 11,968,565 $6,528,543.68 0.13%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 7,000,000 $6,550,950.00 0.13%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 6,938,735 $6,588,586.48 0.13%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 10,000,000 $6,482,155.70 0.13%
SLG Office Trust Series 2021-OVA, Class A, 2.5854%, due 07/15/2041 78449RAA3 7,600,000 $6,307,120.68 0.13%
SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 85237AAN3 6,430,000 $6,309,371.91 0.13%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 7,275,000 $6,705,301.30 0.13%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 6,809,000 $6,327,058.23 0.13%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 6,260,000 $6,204,407.82 0.12%
CIM Trust Series 2020-R3, Class A1B, Variable rate, due 01/26/2060 12559NAC3 6,655,000 $5,845,517.08 0.12%
CROWN CASTLE INC 2.50%, due 07/15/2031 22822VAY7 6,901,000 $5,797,910.69 0.12%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 7,736,000 $5,874,639.65 0.12%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 11,265,706 $5,800,236.57 0.12%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 6,542,020 $5,877,096.02 0.12%
OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 670881AM3 6,200,000 $6,205,785.59 0.12%
Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 77341DAA5 6,205,625 $6,211,099.29 0.12%
TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 872480AA6 6,773,833 $6,206,832.32 0.12%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 6,145,000 $5,917,500.06 0.12%
WELLS FARGO & COMPANY Variable rate, due 04/24/2034 95000U3D3 5,920,000 $5,951,595.81 0.12%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,582,745.00 0.11%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 6,920,000 $5,653,927.12 0.11%
CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 12567HAC6 5,610,000 $5,613,504.23 0.11%
Credit Suisse Mortgage Trust Series 2021-NQM7, Class A1, Variable rate, due 10/25/2066 12662QAA4 6,103,063 $5,248,425.81 0.11%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 6,244,650 $5,510,292.94 0.11%
Freddie Mac FR SD7204, 2%, due 04/01/2052 3132DWDH3 7,176,080 $5,739,302.39 0.11%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 6,025,000 $5,375,209.84 0.11%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 6,500,000 $5,320,469.25 0.11%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,664,765.28 0.11%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 12,089,403 $5,053,654.75 0.10%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 5,256,000 $4,801,192.80 0.10%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 4,670,000 $4,900,509.24 0.10%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 5,055,411 $4,817,859.37 0.10%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 5,687,256 $4,880,009.10 0.10%
Freddie Mac FR RA4528, 2.50%, due 02/01/2051 3133KLA56 5,707,706 $4,768,476.84 0.10%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 5,827,840 $5,142,436.52 0.10%
GoldenTree Loan Management US CLO, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 38136NAQ9 5,000,000 $5,008,574.40 0.10%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 8,632,666 $4,964,585.95 0.10%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,406,942 $5,061,894.16 0.10%
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 42225UAH7 6,020,000 $4,827,822.92 0.10%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 5,955,000 $5,110,909.00 0.10%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 9,479,793 $4,814,392.30 0.10%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 5,250,000 $4,899,928.37 0.10%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 6,358,310 $5,047,079.62 0.10%
TENNET HOLDING BV 4.50%, due 10/28/2034 BMD5VP7 4,375,000 $5,136,587.57 0.10%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 5,400,000 $5,001,396.35 0.10%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 5,772,000 $4,851,411.94 0.10%
WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 55903VBC6 5,435,000 $4,808,708.43 0.10%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,209,757.47 0.10%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 11,688,332 $4,295,970.44 0.09%
AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 00180UAH8 5,000,000 $4,557,446.50 0.09%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 7,710,255 $4,277,236.78 0.09%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,265,000 $4,378,686.32 0.09%
BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 05609JAQ5 5,200,000 $4,673,748.04 0.09%
BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 056083AL2 5,000,000 $4,507,912.00 0.09%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 5,116,348 $4,599,470.72 0.09%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 8,694,988 $4,353,562.21 0.09%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 4,330,000 $4,261,230.08 0.09%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 4,834,127 $4,448,493.17 0.09%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 4,950,000 $4,253,229.10 0.09%
HYATT HOTELS CORP 1.80%, due 10/01/2024 448579AN2 4,385,000 $4,346,242.74 0.09%
Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 53218CAL4 4,914,851 $4,725,107.04 0.09%
MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 59217GBY4 4,645,000 $4,507,789.72 0.09%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 5,828,092 $4,348,656.02 0.09%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,403,244.74 0.09%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 4,215,000 $4,656,672.44 0.09%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 5,717,161 $4,465,374.47 0.09%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 5,925,818 $4,590,441.16 0.09%
REVVITY INC 2.55%, due 03/15/2031 714046AH2 5,000,000 $4,255,927.45 0.09%
REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 761713BA3 4,250,000 $4,276,309.93 0.09%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 4,530,000 $3,952,252.00 0.08%
BLACK HILLS CORP 6.15%, due 05/15/2034 092113AW9 4,000,000 $4,153,673.28 0.08%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 4,275,017 $4,104,194.79 0.08%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 4,508,832 $3,896,548.82 0.08%
ELO SACA 6%, due 03/22/2029 F0490QNZ2 3,600,000 $3,908,065.76 0.08%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 4,177,176 $3,823,729.36 0.08%
Fannie Mae FN MA4158, 2%, due 10/01/2050 31418DTQ5 4,799,550 $3,867,861.07 0.08%
Fannie Mae FN MA4547, 2%, due 02/01/2052 31418EBR0 4,727,793 $3,783,901.47 0.08%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 4,504,945 $4,004,346.33 0.08%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 38406JAJ7 5,080,000 $3,953,007.08 0.08%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 4,189,656 $3,811,933.67 0.08%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 4,055,000 $3,837,874.74 0.08%
PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 720186AQ8 4,125,000 $4,191,299.48 0.08%
Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 74333VAQ7 4,130,000 $3,840,997.06 0.08%
REALTY INCOME CORP 5.125%, due 07/06/2034 BPXZM88 3,510,000 $4,198,818.75 0.08%
SLG Office Trust Series 2021-OVA, Class E, 2.85061%, due 07/15/2041 78449RAL9 5,000,000 $3,889,029.00 0.08%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 5,714,269 $3,924,799.69 0.08%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 4,250,000 $3,788,504.78 0.08%
1375209 BC LTD 9%, due 01/30/2028 68251PAA5 3,505,000 $3,406,118.70 0.07%
APPALACHIAN POWER CO 5.65%, due 04/01/2034 037735DB0 3,415,000 $3,467,590.32 0.07%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAH4 3,948,000 $3,741,620.98 0.07%
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 BMHRN97 3,650,000 $3,464,613.02 0.07%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 3,519,541 $3,461,346.65 0.07%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 3,917,000 $3,380,035.74 0.07%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,711,211.92 0.07%
COMMSCOPE INC COMM TL B2 1L USD LX178454 3,620,618 $3,286,615.77 0.07%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 4,858,567 $3,575,865.65 0.07%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 3,804,121 $3,482,570.88 0.07%
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 BMDT375 4,065,000 $3,555,300.44 0.07%
DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 254709AK4 3,755,000 $3,733,339.58 0.07%
DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 26442UAQ7 3,500,000 $3,564,343.79 0.07%
Fannie Mae FN MA4598, 2.50%, due 05/01/2052 31418EDC1 4,154,834 $3,468,835.07 0.07%
GRIFOLS SA 3.875%, due 10/15/2028 E57009AB3 3,485,000 $3,357,829.98 0.07%
HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 BQBCWZ5 3,325,000 $3,633,682.37 0.07%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,349,451.41 0.07%
INVITATION HOMES OPERATING 2%, due 08/15/2031 46188BAA0 4,569,000 $3,685,929.54 0.07%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 3,463,841 $3,473,418.82 0.07%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 4,230,000 $3,453,769.70 0.07%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,463,325.45 0.07%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,602,146.69 0.07%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 4,075,000 $3,510,123.50 0.07%
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 BPX1YQ8 3,000,000 $3,303,818.68 0.07%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,735,000 $3,586,824.10 0.07%
SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 78449RAN5 5,000,000 $3,710,478.00 0.07%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 4,628,129 $3,685,608.31 0.07%
TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 87267HAQ0 3,600,000 $3,581,525.89 0.07%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 3,795,000 $3,340,385.83 0.07%
AIR LEASE CORP 4.625%, due 10/01/2028 00912XBF0 3,000,000 $2,950,565.97 0.06%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 3,000,000 $2,913,918.45 0.06%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 3,215,751 $3,066,510.78 0.06%
AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 02666TAD9 4,665,000 $3,124,830.24 0.06%
AMWINS GROUP INC AMWINS TL B 1L USD LX192658 2,882,608 $2,889,814.87 0.06%
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 04685A3C3 3,395,000 $2,993,243.44 0.06%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,148,012.45 0.06%
BERRY GLOBAL INC BERY TL AA 1L USD 3,221,342 $3,230,393.98 0.06%
CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 161175CA0 4,767,000 $3,059,457.98 0.06%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 3,054,082 $3,046,187.85 0.06%
CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 12654YAA7 3,500,000 $3,038,146.30 0.06%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 3,600,000 $3,117,849.84 0.06%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 3,235,000 $3,006,088.43 0.06%
EVERSOURCE ENERGY 5.95%, due 02/01/2029 30040WAW8 3,000,000 $3,100,496.43 0.06%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 3,618,913 $3,193,318.88 0.06%
FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 315289AC2 3,140,000 $2,888,189.59 0.06%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 3,146,542 $2,871,401.52 0.06%
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 35908MAE0 2,666,000 $2,800,936.92 0.06%
GLOBAL PAYMENTS INC 4.875%, due 03/17/2031 37940XAS1 2,685,000 $3,066,461.11 0.06%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 3,355,000 $3,052,948.01 0.06%
Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 44421GAJ2 3,537,000 $3,018,822.43 0.06%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,405,368 $3,032,262.77 0.06%
JPMORGAN CHASE & CO Variable rate, due 02/04/2032 46647PBX3 3,855,000 $3,189,198.02 0.06%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 3,410,000 $3,162,830.41 0.06%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 3,852,000 $3,129,737.56 0.06%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 4,205,000 $2,988,313.87 0.06%
MODIVCARE INC MODV TL B 1L USD 2,981,591 $2,914,505.19 0.06%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 5,505,902 $3,141,722.13 0.06%
Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 670857AA9 3,915,278 $3,155,252.97 0.06%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 3,510,000 $3,000,182.15 0.06%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 2,856,000 $2,943,989.96 0.06%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 3,480,000 $3,151,280.94 0.06%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,225,015.74 0.06%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 5,035,000 $3,110,086.52 0.06%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 3,010,000 $3,081,306.90 0.06%
UNITED MEXICAN STATES 6.35%, due 02/09/2035 91087BAV2 3,000,000 $3,082,217.94 0.06%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 4,545,000 $3,147,864.73 0.06%
US BANCORP Variable rate, due 06/12/2034 91159HJN1 2,825,000 $2,917,737.29 0.06%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 7,667,080 $2,861,557.34 0.06%
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 95000U2U6 3,425,000 $3,022,582.84 0.06%
ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 01882YAC0 2,655,000 $2,474,394.10 0.05%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 4,021,000 $2,256,022.26 0.05%
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 04685A3G4 2,605,000 $2,347,039.33 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 2,838,013 $2,596,249.24 0.05%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 2,572,465 $2,391,016.13 0.05%
BERRY GLOBAL INC 1.65%, due 01/15/2027 08576PAF8 2,809,000 $2,584,602.30 0.05%
BOEING CO 6.528%, due 05/01/2034 097023DL6 2,470,000 $2,580,604.48 0.05%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 2,702,143 $2,490,863.27 0.05%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 2,790,000 $2,698,642.00 0.05%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 2,200,000 $2,288,858.00 0.05%
Dryden Senior Loan Fund Series 2018-70A, Class B, Variable rate, due 01/16/2032 26252EAE9 2,500,000 $2,504,689.35 0.05%
DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 26442CBK9 2,375,000 $2,335,220.94 0.05%
EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD 2,804,536 $2,677,897.31 0.05%
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 30225VAG2 2,930,000 $2,381,630.41 0.05%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 2,565,656 $2,351,665.17 0.05%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $2,623,285.49 0.05%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 2,878,735 $2,727,745.22 0.05%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 2,722,883 $2,423,265.21 0.05%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 2,503,900 $2,386,968.51 0.05%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 2,660,693 $2,461,160.46 0.05%
IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 45262BAA1 2,325,000 $2,323,427.74 0.05%
JAZZ FINANCING LUX SARL JAZZ TL B 1L USD 2,394,570 $2,401,190.96 0.05%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAQ9 3,000,000 $2,270,191.50 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 2,625,000 $2,541,459.43 0.05%
LONZA FINANCE INTL NV 3.875%, due 04/24/2036 B5S9JXAC9 2,260,000 $2,482,962.92 0.05%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 6,813,745 $2,380,967.16 0.05%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 2,684,428 $2,366,916.18 0.05%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,190,828 $2,274,420.05 0.05%
MSD NETHERLANDS CAPITAL 3.70%, due 05/30/2044 N59340AC8 2,520,000 $2,704,987.43 0.05%
ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 68233JCM4 2,820,000 $2,637,241.55 0.05%
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 693475BM6 2,490,000 $2,447,982.72 0.05%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 2,800,000 $2,333,985.47 0.05%
REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 P75744AL9 2,800,000 $2,482,070.14 0.05%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 P75744AJ4 2,485,000 $2,421,622.85 0.05%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 3,000,000 $2,545,147.52 0.05%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 3,500,000 $2,655,696.99 0.05%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 2,746,223 $2,737,933.49 0.05%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 2,306,855 $2,251,086.07 0.05%
THE EAST OHIO GAS CO 2%, due 06/15/2030 27409LAC7 2,765,000 $2,331,727.98 0.05%
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 913903AZ3 2,630,000 $2,439,331.08 0.05%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 2,520,000 $2,473,468.60 0.05%
WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 F9867TJC8 2,500,000 $2,736,508.20 0.05%
ACRISURE LLC ACRISU TL B1 1L USD 2,014,091 $2,017,786.80 0.04%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 1,890,000 $1,861,555.22 0.04%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 1,888,109 $1,795,362.34 0.04%
AMERICAN TOWER CORP 2.70%, due 04/15/2031 03027XBM1 2,230,000 $1,923,209.11 0.04%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,141,180.22 0.04%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 2,145,000 $2,020,768.59 0.04%
BANK OF AMERICA CORP Variable rate, due 04/29/2031 06051GJB6 2,000,000 $1,755,124.82 0.04%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,540,000 $2,097,346.71 0.04%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 2,107,000 $2,090,744.41 0.04%
BON SECOURS MERCY 2.095%, due 06/01/2031 09778PAB1 2,105,000 $1,765,085.57 0.04%
CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 U1478NAJ6 2,130,000 $2,242,150.00 0.04%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 1,845,000 $1,781,792.51 0.04%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 2,426,340 $2,173,482.46 0.04%
CRSO Trust Series 2023-BRND, Class B, Variable rate, due 07/10/2040 228925AG8 1,700,000 $1,766,698.65 0.04%
DUKE ENERGY CORP 3.75%, due 04/01/2031 BMDLQD8 2,000,000 $2,158,835.44 0.04%
DUKE ENERGY CORP 3.85%, due 06/15/2034 BMY29L9 2,000,000 $2,147,020.39 0.04%
EURO-SCHATZ FUT Sep24 DUU4 16 $1,845,053.57 0.04%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,188,467 $2,016,624.63 0.04%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 2,422,530 $2,214,161.29 0.04%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $2,011,570.00 0.04%
FIRSTENERGY PENN ELECTRIC 4.30%, due 01/15/2029 591894CC2 2,253,000 $2,191,541.61 0.04%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 1,868,187 $1,773,708.08 0.04%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 1,973,271 $1,812,975.95 0.04%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,995,000 $1,995,422.90 0.04%
GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD LX183733 2,120,376 $2,067,960.25 0.04%
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 42225UAG9 2,000,000 $1,778,316.20 0.04%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,777,091.85 0.04%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 1,765,000 $1,752,537.12 0.04%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 2,515,000 $2,045,031.76 0.04%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 2,630,000 $2,115,805.42 0.04%
ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 451102CG0 2,082,000 $2,104,209.38 0.04%
IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 45262BAB9 2,295,000 $2,219,283.98 0.04%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 2,737,377 $2,095,450.22 0.04%
INVITATION HOMES OPERATING 5.50%, due 08/15/2033 46188BAF9 1,960,000 $1,970,602.37 0.04%
JBS USA/FOOD/FINANCE 7.25%, due 11/15/2053 47214BAB4 1,670,000 $1,854,733.73 0.04%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 1,895,000 $1,778,544.52 0.04%
KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 49338CAD5 2,180,000 $2,229,656.02 0.04%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 2,543,160 $2,199,645.29 0.04%
MKT 2020-525M Mortgage Trust Series 2020-525M, Class D, Variable rate, due 02/12/2040 55316PAJ6 2,719,000 $1,841,546.61 0.04%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 2,285,000 $2,149,442.15 0.04%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,230,125.01 0.04%
REALTY INCOME CORP 4.875%, due 07/06/2030 756109BU7 1,700,000 $1,961,537.08 0.04%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 2,000,000 $2,109,467.48 0.04%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 2,500,000 $2,191,405.00 0.04%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,708,808 $2,153,330.44 0.04%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,980,000 $1,974,791.99 0.04%
THE CIGNA GROUP 3.40%, due 03/01/2027 125523CB4 2,000,000 $1,931,700.06 0.04%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,283,576.22 0.03%
ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 BMCKV42 1,400,000 $1,419,377.31 0.03%
ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 G0390PAB1 1,270,000 $1,472,623.72 0.03%
ASURION LLC ASUCOR TL B8 1L USD LX191415 1,659,526 $1,655,260.85 0.03%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 1,755,000 $1,723,821.07 0.03%
BANK OF AMERICA CORP Variable rate, due 02/04/2033 06051GKK4 2,020,000 $1,740,995.12 0.03%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 1,750,000 $1,361,286.17 0.03%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 1,967,004 $1,748,250.29 0.03%
BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 L1051PAG2 1,560,000 $1,516,077.62 0.03%
BLACKSTONE PP EUR HOLD 1.75%, due 03/12/2029 BK4W8P2 1,350,000 $1,317,754.25 0.03%
BOEING CO 4.875%, due 05/01/2025 097023CT0 1,610,000 $1,597,749.80 0.03%
CAESARS ENTERTAIN INC CZR TL B1 1L USD LX225393 1,325,623 $1,329,394.07 0.03%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,311,995.58 0.03%
CITY BREWING CO LLC CTYBRW TL B 1L USD 2,028,862 $1,366,945.55 0.03%
CLEAN HARBORS INC CLH TL B 1L USD 1,313,982 $1,322,779.39 0.03%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,350,000 $1,261,472.40 0.03%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,523,930 $1,300,496.93 0.03%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 1,545,000 $1,377,340.62 0.03%
DOMINION ENERGY INC 3.30%, due 03/15/2025 25746UDE6 1,695,000 $1,671,203.00 0.03%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,508,831 $1,342,075.20 0.03%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,475,769 $1,381,053.49 0.03%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 1,622,048 $1,519,020.05 0.03%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,496,641.91 0.03%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,709,576.63 0.03%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,302,000 $1,365,599.45 0.03%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 1,737,386 $1,598,244.56 0.03%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,365,089 $1,296,434.54 0.03%
Freddie Mac FR SD8107, 2.50%, due 11/01/2050 3132DWAG8 1,949,455 $1,637,115.69 0.03%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,374,228 $1,266,295.26 0.03%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 1,458,720 $1,263,366.29 0.03%
HCA INC 3.125%, due 03/15/2027 404119CH0 1,750,000 $1,670,360.02 0.03%
HONEYWELL INTERNATIONAL 4.125%, due 11/02/2034 BLBRZ67 1,165,000 $1,324,720.43 0.03%
INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 461070AU8 1,450,000 $1,498,111.86 0.03%
JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 476556DC6 1,750,000 $1,728,225.71 0.03%
JOHNSON & JOHNSON 3.55%, due 06/01/2044 YX0783176 1,200,000 $1,331,689.70 0.03%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 1,445,000 $1,300,581.56 0.03%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,355,106.62 0.03%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 2,027,771 $1,718,255.79 0.03%
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 529043AE1 1,605,000 $1,379,767.00 0.03%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,633,434.40 0.03%
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 59217GFP9 1,380,000 $1,387,086.31 0.03%
MIDAMERICAN ENERGY CO 5.85%, due 09/15/2054 595620AY1 1,605,000 $1,700,137.88 0.03%
MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 X5T03SAD9 1,500,000 $1,526,343.75 0.03%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,525,000 $1,526,343.52 0.03%
NATL GAS TRANSMISSION 4.25%, due 04/05/2030 BMB3T48 1,555,000 $1,745,069.73 0.03%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,694,933.00 0.03%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 1,665,000 $1,275,057.80 0.03%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 2,093,000 $1,603,115.24 0.03%
PLAZE INC PLAZEI TL B 1L USD 1,495,750 $1,401,016.67 0.03%
REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 75886FAE7 1,510,000 $1,265,470.92 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 836205BC7 1,550,000 $1,472,112.50 0.03%
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 836205AY0 1,759,000 $1,705,616.11 0.03%
Rockford Tower CLO Ltd Series 2019-2A, Class AR, Variable rate, due 08/20/2032 77341GAJ9 1,625,000 $1,627,031.25 0.03%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,324,557.86 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 1,735,000 $1,618,813.75 0.03%
SBA SENIOR FINANCE II LLC SBAC TL B 1L USD LX224693 1,478,697 $1,482,393.25 0.03%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,634,253.21 0.03%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 1,590,000 $1,531,449.32 0.03%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 1,415,000 $1,374,121.42 0.03%
TRANSDIGM INC TDG TL I 1L USD 1,685,773 $1,693,645.81 0.03%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 1,700,000 $1,604,979.88 0.03%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 1,570,000 $1,448,441.65 0.03%
VONOVIA SE 0.75%, due 09/01/2032 D9581TAL4 1,800,000 $1,548,781.19 0.03%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,577,971 $1,334,683.22 0.03%
XCEL ENERGY INC 4.80%, due 09/15/2041 98389BAN0 1,505,000 $1,332,221.89 0.03%
ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD LX204417 1,781,074 $1,572,536.71 0.03%
1011778 BC ULC BCULC TL B5 1L USD LX235201 1,146,272 $1,143,171.50 0.02%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 1,118,000 $1,085,857.50 0.02%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 1,000,000 $988,943.69 0.02%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $921,613.23 0.02%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $873,063.77 0.02%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 1,314,719 $1,161,132.91 0.02%
AMPRION GMBH 0.625%, due 09/23/2033 D03614AR1 1,100,000 $927,762.99 0.02%
ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 G0390PAE5 900,000 $982,691.01 0.02%
ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 G0390PAH8 650,000 $783,855.13 0.02%
AVOLON TLB BORROWER 1 US AVOL TL B6 1L USD 829,177 $832,373.86 0.02%
BANK OF AMERICA CORP Variable rate, due 10/20/2032 06051GKD0 1,195,000 $1,009,131.31 0.02%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 1,400,000 $1,206,777.61 0.02%
BAUSCH + LOMB CORP BLCOCN TL 1L USD 848,033 $851,213.20 0.02%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 989,000 $975,441.70 0.02%
BERRY GLOBAL INC 5.65%, due 01/15/2034 08576PAP6 1,005,000 $1,004,126.29 0.02%
BOXER PARENT CO INC BMC TL B 1L USD LX236897 1,056,078 $1,055,549.87 0.02%
BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 05607CAL3 1,440,000 $1,224,956.59 0.02%
CARESTREAM DENTAL CARDEN TL 1L USD 1,123,288 $980,068.76 0.02%
CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 1248EPCK7 1,465,000 $1,222,179.78 0.02%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 1,410,000 $1,106,619.10 0.02%
CHEMOURS CO CC TL B2 1L USD 951,086 $948,708.36 0.02%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $1,012,321.23 0.02%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 926,000 $835,311.64 0.02%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,214,104 $1,213,835.48 0.02%
ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD LX185454 1,164,655 $1,164,486.24 0.02%
Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 30165JAN6 10,000 $1,021,047.05 0.02%
EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 30225VAP2 1,135,000 $958,312.26 0.02%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 892,483 $851,716.38 0.02%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,120,446 $1,039,230.71 0.02%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 864,001 $792,093.53 0.02%
Fannie Mae FN MA4379, 2.50%, due 07/01/2051 31418D2M3 1,198,277 $1,003,382.08 0.02%
FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 591894CB4 830,000 $818,573.04 0.02%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,274,936 $1,135,887.56 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 849,735 $777,059.00 0.02%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,114,953 $1,039,104.46 0.02%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,184,488 $1,091,381.23 0.02%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 951,380 $900,362.51 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,238,851 $964,364.11 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 1,060,964 $911,275.33 0.02%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 850,630 $786,633.66 0.02%
GNMA Series BMOC-5369, Class FA, Variable rate, due 05/01/2053 BCCXV1UI9 984,086 $982,063.38 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 950,000 $945,304.58 0.02%
GTCR W MERGER SUB WRLDPY TL B 1L USD LX216844 783,016 $785,114.21 0.02%
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 42225UAK0 895,000 $834,580.99 0.02%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 817,573 $809,397.31 0.02%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 817,573 $806,331.41 0.02%
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 44409MAC0 1,255,000 $926,763.29 0.02%
ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 451102CD7 1,175,000 $1,231,241.38 0.02%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,144,010 $913,885.59 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 459506AR2 1,040,000 $757,406.70 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 1,235,000 $835,361.74 0.02%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 1,480,000 $1,173,261.40 0.02%
JANE STREET GROUP LLC JANEST TL B 1L USD 1,098,697 $1,103,316.84 0.02%
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 46590XAX4 1,220,000 $1,241,400.02 0.02%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,244,039 $839,103.51 0.02%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 905,000 $765,387.06 0.02%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 1,200,000 $991,501.20 0.02%
KILROY REALTY LP 2.65%, due 11/15/2033 49427RAR3 1,093,000 $820,644.72 0.02%
LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 53944YAP8 860,000 $808,190.54 0.02%
MEDTRONIC INC 3.65%, due 10/15/2029 YX3905172 980,000 $1,086,128.76 0.02%
MILANO ACQUISITION CORP MILACQ TL 1L USD LX189433 1,111,587 $1,062,399.28 0.02%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $927,939.44 0.02%
NISOURCE INC 5.40%, due 06/30/2033 65473PAP0 1,080,000 $1,086,652.10 0.02%
NORTONLIFELOCK INC GEN TL A2 1L USD 1,156,164 $1,157,065.94 0.02%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 1,100,000 $1,110,285.00 0.02%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 800,000 $832,560.00 0.02%
PEER HOLDING III BV ACTINA TL B5 1L USD LX236238 1,033,975 $1,037,205.92 0.02%
PHILIP MORRIS INTL INC 1.45%, due 08/01/2039 718172CM9 1,120,000 $834,527.13 0.02%
PHILIP MORRIS INTL INC 2%, due 05/09/2036 718172BV0 1,022,000 $905,184.02 0.02%
PHOENIX NEWCO INC PRXL TL 1L USD LX196814 770,151 $772,820.06 0.02%
POWERTEAM SERVICES LLC POWBUY TL 1L USD 757,286 $760,863.98 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $810,541.31 0.02%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 1,485,000 $1,244,424.65 0.02%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,200,000 $967,870.25 0.02%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 1,000,000 $974,649.96 0.02%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 930,000 $889,868.48 0.02%
STAR PARENT INC SYNH TL B 1L USD LX216614 751,921 $754,387.56 0.02%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,302,311 $1,005,025.12 0.02%
TDC NET AS 6.50%, due 06/01/2031 K94547AC8 900,000 $1,060,021.28 0.02%
UNITED NATURAL FOODS INC UNFI TL B 1L USD 1,161,275 $1,168,533.38 0.02%
US BANCORP Variable rate, due 01/23/2035 91159HJR2 770,000 $785,266.37 0.02%
US BANCORP Variable rate, due 10/21/2033 91159HJJ0 1,210,000 $1,248,820.32 0.02%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $983,970.60 0.02%
VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 92332YAC5 979,000 $1,092,161.95 0.02%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 1,000,000 $934,893.36 0.02%
VICI PROPERTIES LP 5.125%, due 05/15/2032 925650AD5 1,274,000 $1,235,894.29 0.02%
WILLIAM MORRIS ENDEAVOR EN WMMORR TL B1 1L USD 956,932 $959,324.26 0.02%
XEROX CORPORATION XRXCRP TL 1L USD 887,984 $886,598.85 0.02%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 595,881 $598,284.97 0.01%
AI AQUA MERGER SUB INC CULLHO TL B 1L USD 431,344 $433,084.13 0.01%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 538,800 $497,235.89 0.01%
AIR LEASE CORP 2.30%, due 02/01/2025 00914AAF9 360,000 $353,266.09 0.01%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 525,000 $500,006.25 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 015271AG4 612,000 $598,374.54 0.01%
ALTICE FRANCE SA 5.50%, due 10/15/2029 02156LAH4 1,150,000 $749,710.78 0.01%
ALTICE FRANCE SA SFRFP TL B14-EXT 1L USD 690,731 $501,933.72 0.01%
AMENTUM GOVERNMENT SERVI AECMAN TL B 1L USD 361,237 $362,817.53 0.01%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 757,686 $732,250.60 0.01%
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 02401LAA2 500,000 $416,908.96 0.01%
AMPRION GMBH 4%, due 05/21/2044 D03614BL3 500,000 $539,024.46 0.01%
ARCHES BUYER INC ACOM TL 1L USD 348,030 $336,283.94 0.01%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 760,000 $641,726.44 0.01%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,050,000 $589,113.00 0.01%
ASURION LLC Variable rate, due 01/14/2029 LX196395 300,000 $277,101.00 0.01%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $634,340.42 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 309,762 $306,282.07 0.01%
BAT CAPITAL CORP 4.758%, due 09/06/2049 05526DBK0 409,000 $335,569.61 0.01%
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 07274NAX1 625,000 $609,752.56 0.01%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $702,050.10 0.01%
BOOST NEWCO BORROWER LLC WRLDPY TL B 1L USD LX236655 355,651 $356,603.92 0.01%
BUZZ FINCO LLC BMBL TL B 1L USD 291,096 $291,823.28 0.01%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 875,000 $663,982.20 0.01%
CARESTREAM DENTAL INC CARDEN TL 1L USD 344,035 $299,310.79 0.01%
CCI BUYER INC CONCEL TL B 1L USD 608,681 $610,820.09 0.01%
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 1248EPCD3 490,000 $431,596.36 0.01%
CENTRAL PARENT INC CDK TL B 1L USD LX232483 600,000 $595,443.00 0.01%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 340,000 $337,452.02 0.01%
CITY BREWING CO LLC CTYBRW TL 1L USD 287,221 $292,965.46 0.01%
COLUMBIA PIPELINES OPCO 6.036%, due 11/15/2033 19828TAB2 340,000 $353,860.21 0.01%
CSC HOLDINGS LLC 5.75%, due 01/15/2030 126307BA4 1,280,000 $516,434.18 0.01%
CSC HOLDINGS LLC CSCHLD TL B 1L USD LX183042 517,387 $449,694.29 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 568,390 $451,066.14 0.01%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $731,402.33 0.01%
DOC DR LLC 4.30%, due 03/15/2027 71951QAA0 475,000 $468,094.64 0.01%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 790,000 $724,632.73 0.01%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 597,148 $597,580.14 0.01%
ECOPETROL SA 8.875%, due 01/13/2033 279158AS8 450,000 $471,645.77 0.01%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $713,648.82 0.01%
EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 30225VAQ0 872,000 $727,408.92 0.01%
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 30225VAF4 615,000 $519,844.97 0.01%
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 30225VAH0 543,000 $517,504.97 0.01%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 676,251 $618,820.33 0.01%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 813,001 $747,213.04 0.01%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 574,386 $525,901.79 0.01%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 685,366 $629,663.07 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 402,103 $368,638.49 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 335,337 $307,411.22 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 406,460 $373,187.50 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 279,597 $271,683.73 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 403,431 $384,669.83 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 349,673 $325,775.17 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 338,906 $324,345.95 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 406,287 $361,656.53 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 353,022 $323,516.19 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 371,540 $340,140.76 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 352,607 $334,205.86 0.01%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 504,376 $461,542.12 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 394,344 $349,628.80 0.01%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 525,997 $448,544.24 0.01%
Fannie Mae FN MA4078, 2.50%, due 07/01/2050 31418DQ88 454,415 $382,173.71 0.01%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 758,180 $652,885.46 0.01%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 558,165 $493,596.72 0.01%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 500,000 $490,779.03 0.01%
FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 105756CK4 500,000 $497,189.64 0.01%
FORTREA HOLDINGS INC 7.50%, due 07/01/2030 34965KAA5 473,000 $479,455.50 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 290,956 $258,953.20 0.01%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 701,020 $623,913.57 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 419,087 $372,491.05 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 295,524 $273,767.70 0.01%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 599,243 $571,197.97 0.01%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 588,354 $542,859.32 0.01%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 559,940 $519,873.37 0.01%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 584,079 $538,976.43 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 346,017 $295,068.40 0.01%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 544,642 $501,845.36 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 269,633 $256,732.92 0.01%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 512,891 $472,427.66 0.01%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 644,068 $592,893.46 0.01%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 626,945 $574,872.62 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 338,071 $320,671.38 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 295,834 $275,284.23 0.01%
FRONERI US INC ICECR TL B 1L USD LX185230 660,995 $662,211.49 0.01%
GLP CAPITAL LP / FIN II 4%, due 01/15/2031 361841AQ2 615,000 $559,624.79 0.01%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 457,547 $412,630.59 0.01%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 590,045 $547,007.75 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 399,656 $358,983.00 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 393,120 $352,805.32 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 292,461 $270,428.67 0.01%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 587,881 $526,982.44 0.01%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 729,008 $673,354.13 0.01%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 702,640 $629,579.03 0.01%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 725,758 $670,268.05 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 361,924 $344,373.09 0.01%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 505,852 $467,167.58 0.01%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 379,400 $369,651.87 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 322,485 $284,273.02 0.01%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 292,748 $277,452.69 0.01%
GRIFOLS SA 4.75%, due 10/15/2028 39843UAA0 785,000 $712,359.63 0.01%
HANESBRANDS INC HBI TL A 1L USD 754,919 $748,313.61 0.01%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 977,728 $740,227.02 0.01%
HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 42225UAM6 453,000 $358,657.08 0.01%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 439,278 $408,722.98 0.01%
ICAHN ENTERPRISES/FIN 4.375%, due 02/01/2029 451102CC9 517,000 $450,641.55 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 393,510 $358,289.58 0.01%
INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 74445PAF9 600,000 $597,491.46 0.01%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 610,000 $551,182.34 0.01%
INVITATION HOMES OP INVH TL A 1L USD 523,813 $521,196.12 0.01%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,097,587 $579,456.51 0.01%
KILROY REALTY LP 2.50%, due 11/15/2032 49427RAQ5 860,000 $657,445.47 0.01%
LEG IMMOBILIEN SE 0.875%, due 03/30/2033 D4964ZAA2 700,000 $594,045.48 0.01%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 539439AQ2 730,000 $696,324.07 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 302,443 $294,322.29 0.01%
Madison Park Funding Ltd Series 2018-27A, Class A2, Variable rate, due 04/20/2030 55820YAC1 250,000 $250,247.31 0.01%
MAGNITE INC MGNI TL B 1L USD 303,414 $305,499.88 0.01%
MATIV HOLDINGS INC MATV TL DD 1L USD 423,489 $420,312.42 0.01%
MEDTRONIC GLOBAL HLDINGS 1.75%, due 07/02/2049 58507LAQ2 1,000,000 $727,764.35 0.01%
MH SUB I LLC INET TL B 1L USD LX212015 323,262 $323,229.66 0.01%
MORGAN STANLEY Variable rate, due 07/20/2027 61747YEC5 610,000 $568,325.76 0.01%
MORGAN STANLEY Variable rate, due 07/21/2032 61747YED3 760,000 $631,104.58 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $465,848.05 0.01%
MOZART BORROWER LP MEDIND TL B 1L USD LX198398 534,259 $536,072.78 0.01%
MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 X5T03SAC1 625,000 $656,250.00 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $448,657.05 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $405,098.80 0.01%
OOREDOO INTL FINANCE N/C, 2.625%, due 04/08/2031 G6753YAB0 500,000 $437,851.75 0.01%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 719,877 $692,835.81 0.01%
Other: Pay 27661000 USD, Receive 27661000 SOFRRATE - 12/20/2053 27,661,000 $339,387.47 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B 1L USD 466,023 $466,169.53 0.01%
PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD 270,852 $270,937.59 0.01%
PETROLEOS MEXICANOS 6.35%, due 02/12/2048 71654QCL4 768,000 $509,903.08 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $341,477.26 0.01%
PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 720198AE0 670,000 $544,876.17 0.01%
RENAISSANCE HOLDINGS COR RLRN TL 1L USD 728,755 $732,529.71 0.01%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 500,000 $493,854.00 0.01%
REPUBLIC OF PANAMA 8%, due 03/01/2038 698299BY9 394,000 $421,402.64 0.01%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 730,000 $681,796.27 0.01%
RESEARCH NOW GROUP LLC EREWDS TL B 1L USD 589,114 $453,824.19 0.01%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 318,891 $313,864.24 0.01%
ROMANIA N/C, 6.625%, due 02/17/2028 77586RAQ3 250,000 $257,906.25 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 509,566 $357,396.62 0.01%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 724,718 $736,743.63 0.01%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $711,736.69 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $318,244.93 0.01%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 434,468 $425,017.79 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $556,415.47 0.01%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 362,000 $303,642.70 0.01%
SPIN HOLDCO INC DRY TL 1L USD 891,845 $743,656.44 0.01%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 471,596 $470,275.07 0.01%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 453,681 $448,446.62 0.01%
TRANS UNION LLC TRUN TL B 1L USD 658,456 $659,980.22 0.01%
TRANS UNION LLC TRUN TL B8 1L USD 312,214 $312,238.59 0.01%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 700,000 $689,047.24 0.01%
TRANSCANADA PIPELINES 5.85%, due 03/15/2036 89352HAB5 275,000 $283,895.83 0.01%
TRITON WATER HOLDINGS IN TRIWAT TL B 1L USD 547,265 $549,174.50 0.01%
TRUGREEN LP SVMSTR TL B 1L USD LX190495 646,649 $619,571.03 0.01%
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 92564RAK1 732,000 $713,343.08 0.01%
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 92564RAG0 320,000 $316,498.43 0.01%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 715,000 $699,489.65 0.01%
VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD LX183232 725,000 $705,247.38 0.01%
VONOVIA SE 2.25%, due 04/07/2030 BM638C4 500,000 $507,841.91 0.01%
VONOVIA SE 5%, due 11/23/2030 BP38Y14 400,000 $464,346.62 0.01%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 714,000 $629,136.12 0.01%
Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 435,590 $429,986.54 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,031,065 $384,087.55 0.01%
8TH AVENUE FOOD & PRO POST TL 1L USD 115,234 $108,950.54 0.00%
AI AQUA MERGER SUB INC CULLHO TL DD 1L USD 101,596 $102,006.29 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 93,152 $89,209.14 0.00%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $154,492.30 0.00%
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 02666TAF4 300,000 $237,956.44 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 59,688 $58,325.07 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 83,415 $74,719.49 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 153,108 $128,687.58 0.00%
BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 LX202256 303,142 $245,854.22 0.00%
C&W SENIOR FINANCE LTD 6.875%, due 09/15/2027 12674TAA4 200,000 $195,229.44 0.00%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 201,742 $198,972.04 0.00%
CHURCHILL DOWNS INC CHDN TL B1 1L USD 150,555 $151,119.43 0.00%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 10,000 $9,561.96 0.00%
DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD 166,531 $166,842.88 0.00%
DOC DR LLC 3.95%, due 01/15/2028 71951QAB8 54,000 $52,192.39 0.00%
DTI HOLDCO INC DTIHOL TL B 1L USD 143,040 $143,442.83 0.00%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 109,824 $93,290.74 0.00%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 260,454 $240,069.44 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 61,206 $58,239.31 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 65,461 $61,695.07 0.00%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 223,069 $204,701.60 0.00%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 178,999 $173,804.07 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 107,464 $103,973.42 0.00%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 190,780 $182,136.84 0.00%
Fannie Mae FN MA120, 2.50%, due 09/01/2050 31418DSJ2 168,176 $141,267.90 0.00%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 99,627 $94,854.51 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 11,040 $10,131.27 0.00%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 157,117 $149,314.27 0.00%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 175,130 $159,584.21 0.00%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 132,551 $125,421.09 0.00%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 120,703 $117,225.58 0.00%
Fannie Mae FN MA4438, 2.50%, due 10/01/2051 31418D4Y5 126,592 $105,904.47 0.00%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 174,463 $168,300.09 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 117,340 $115,217.96 0.00%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 67,456 $62,026.27 0.00%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 80,268 $72,500.88 0.00%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 25,390 $24,760.08 0.00%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 39,743 $34,825.22 0.00%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 45,158 $41,879.85 0.00%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 43,502 $38,812.05 0.00%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 25,124 $22,373.09 0.00%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 91,942 $84,547.49 0.00%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 184,207 $163,850.59 0.00%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 128,530 $114,470.65 0.00%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 89,080 $81,653.72 0.00%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 95,796 $87,977.85 0.00%
Freddie Mac FG G08788, 3.50%, due 11/01/2047 3128MJ2W9 256,722 $235,118.98 0.00%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 114,798 $105,201.57 0.00%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 173,805 $159,239.86 0.00%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 45,461 $45,488.40 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 8,619 $8,617.64 0.00%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 158,329 $154,089.29 0.00%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 35,414 $35,406.16 0.00%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 88,440 $88,411.03 0.00%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 191,465 $176,898.47 0.00%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 247,492 $227,220.34 0.00%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 105,289 $93,667.26 0.00%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 181,667 $166,616.73 0.00%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 219,677 $204,917.28 0.00%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 264,376 $245,966.29 0.00%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 46,362 $42,880.64 0.00%
Freddie Mac FR QD3419, 2%, due 12/01/2051 3133B0YQ0 0 ($0.08) 0.00%
Freddie Mac FR SD8043, 2.50%, due 02/01/2050 3132DV5C5 154,281 $130,277.43 0.00%
FRONT RANGE BIDCO INC ZAYO TL 1L USD LX185593 250,000 $217,147.50 0.00%
FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 35906ABE7 80,000 $78,979.61 0.00%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 209,808 $204,422.51 0.00%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 157,115 $146,669.15 0.00%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 154,472 $143,301.38 0.00%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 112,659 $104,248.39 0.00%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 65,337 $58,627.92 0.00%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 78,095 $72,269.31 0.00%
GNMA G2 MA4262, 3.50%, due 02/20/2047 36179SWX1 100,199 $92,724.96 0.00%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 31,431 $30,691.11 0.00%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 33,310 $30,854.17 0.00%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 211,418 $206,701.38 0.00%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 34,739 $34,762.73 0.00%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 29,275 $26,235.09 0.00%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 241,532 $230,019.90 0.00%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 40,482 $38,529.79 0.00%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 189,185 $169,606.30 0.00%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 251,599 $232,282.58 0.00%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 182,858 $173,942.90 0.00%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 152,433 $144,739.78 0.00%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 40,127 $39,142.46 0.00%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 103,164 $103,191.78 0.00%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 127,869 $115,997.78 0.00%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 31,435 $28,463.05 0.00%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 188,496 $165,836.27 0.00%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 153,849 $140,462.95 0.00%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 165,776 $151,200.64 0.00%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 24,969 $22,346.82 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 59,243 $50,971.03 0.00%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 158,647 $104,237.40 0.00%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 0 $0.00 0.00%
HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 44409MAD8 65,000 $57,218.52 0.00%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 126,673 $118,826.11 0.00%
Intelsat S.A. 1991211D.LX L5217E120 59,835 $0.00 0.00%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 215,025 $183,180.29 0.00%
MATCH GROUP HLD II LLC MTCHII TL B 1L USD 221,266 $221,542.81 0.00%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 114,004 $111,032.07 0.00%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 63,500 $62,434.28 0.00%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 210,820 $202,600.02 0.00%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 107,587 $106,481.79 0.00%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 18,596 $18,078.44 0.00%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 34,227 $32,863.77 0.00%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 126,772 $124,092.69 0.00%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 233,640 $234,397.37 0.00%
Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 65540XAA5 105,411 $104,621.10 0.00%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $172,593.21 0.00%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 233,563 $211,418.72 0.00%
PATRIOT CONTAINER CORP WASQUI TL B 1L USD 161,619 $157,353.61 0.00%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 47,000 $32,279.25 0.00%
Pound Sterling $GBP 10,525 $13,655.33 0.00%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 300,000 $219,720.30 0.00%
REPUBLIC OF PANAMA 6.40%, due 02/14/2035 698299BT0 200,000 $192,650.18 0.00%
RESEARCH NOW DIP 10.8132%, due 05/31/2025 26813WAB7 21,432 $21,646.71 0.00%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 55,967 $55,446.68 0.00%
REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 76169XAB0 170,000 $138,132.41 0.00%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $80,215.82 0.00%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $133,792.91 0.00%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 152,489 $149,589.20 0.00%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 81,677 $80,139.47 0.00%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 101,063 $100,699.69 0.00%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 9,034 $8,740.85 0.00%
THE CIGNA GROUP 3.05%, due 10/15/2027 125523AZ3 75,000 $71,204.46 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 60,114 $57,129.55 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 125,093 $114,686.97 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 168,199 $146,240.22 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 261,304 $232,530.93 0.00%
LONG GILT FUTURE Sep24 G U4 -5 ($639,125.84) -0.01%
Euro $EUR -1,748,613 ($1,905,988.12) -0.04%
EURO-BUXL 30Y BND Sep24 UBU4 -43 ($6,187,327.06) -0.12%
EURO-BOBL FUTURE Sep24 OEU4 -164 ($20,867,883.82) -0.42%
EURO-BUND FUTURE Sep24 RXU4 -237 ($34,205,600.20) -0.68%
US 10YR NOTE (CBT)Sep24 TYU4 -417 ($46,423,828.13) -0.93%
US 10yr Ultra Fut Sep24 UXYU4 -402 ($46,261,406.25) -0.93%
US Dollar $USD -892,694,556 ($892,694,556.02) -17.86%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 10-11-2024 -60,573,000.00 EUR $65,885,146.81 $428,208.25
USD->GBP 10-11-2024 -3,587,000.00 GBP $4,597,224.75 $59,354.98
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
Follow First Trust:  
First Trust Portfolios L.P.  Member SIPC and FINRA. (Form CRS)   •  First Trust Advisors L.P. (Form CRS)
Home |  Important Legal Information |  Privacy Policy |  California Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2024 All rights reserved.