Transamerica

08/31/2020*


Transamerica JPMorgan Core Bond VP

Security Description % of Total Net Assets
Uniform Mortgage-Backed Security, 2.00%, TBA 3.02%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.97%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.97%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 0.96%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.89%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.83%
U.S. Treasury Note, 1.62%, due 10/31/2023 0.83%
U.S. Treasury Note, 1.75%, due 07/15/2022 0.79%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.79%
U.S. Treasury Note, 2.00%, due 02/15/2023 0.60%
U.S. Treasury Note, 1.37%, due 09/30/2023 0.60%
U.S. Treasury Note, 1.25%, due 07/31/2023 0.60%
U.S. Treasury Bond, 2.50%, due 02/15/2046 0.59%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.57%
U.S. Treasury Bond, 2.87%, due 05/15/2043 0.57%
Government National Mortgage Association, 4.50%, due 10/20/2048 0.55%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 0.51%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 03/15/2035 0.45%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.45%
Federal National Mortgage Association, 3.33%, due 05/01/2028 0.45%
Federal National Mortgage Association, 3.08%, due 01/01/2028 0.43%
Federal National Mortgage Association, 0.75%, due 11/25/2028 0.43%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 0.41%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.40%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 0.40%
Government National Mortgage Association, 4.50%, due 07/20/2049 0.39%
Mariner Finance Issuance Trust, Series 2019-AA, Class C, 4.01%, due 07/20/2032 0.38%
Federal National Mortgage Association, 3.50%, due 12/01/2027 0.38%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.35%
Federal National Mortgage Association, 3.57%, due 01/01/2031 0.35%
Federal National Mortgage Association, 2.41%, due 11/01/2029 0.35%
Government National Mortgage Association, 4.50%, due 11/20/2049 0.35%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.35%
U.S. Treasury Note, 1.87%, due 11/30/2021 0.33%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.32%
Federal National Mortgage Association, 3.76%, due 12/01/2035 0.32%
Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 0.32%
Government National Mortgage Association, 4.50%, due 09/20/2049 0.32%
U.S. Treasury Note, 2.12%, due 05/15/2025 0.31%
TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 0.31%
Federal National Mortgage Association, 3.80%, due 02/01/2031 0.31%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.31%
U.S. Treasury Note, 2.00%, due 02/15/2025 0.31%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.85%, due 05/25/2028 0.31%
Orange Lake Timeshare Trust, Series 2019-A, Class C, 3.61%, due 04/09/2038 0.31%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.30%
Federal National Mortgage Association, 3.38%, due 12/01/2023 0.30%
U.S. Treasury Note, 1.37%, due 08/31/2023 0.30%
U.S. Treasury Note, 1.62%, due 08/31/2022 0.30%
Federal National Mortgage Association, 2.42%, due 10/01/2029 0.30%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.28%
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 0.28%
U.S. Treasury Note, 1.75%, due 01/31/2023 0.28%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.27%
Fort Cre LLC, Series 2018-1A, Class C, 3.01%, due 11/16/2035 0.27%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.27%
Carvana Auto Receivables Trust, Series 2019-2A, Class C, 3.00%, due 06/17/2024 0.27%
Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 0.27%
LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 0.26%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.08%, due 01/25/2031 0.26%
Federal National Mortgage Association, 3.66%, due 10/01/2028 0.26%
Federal National Mortgage Association, 3.92%, due 08/01/2021 0.26%
Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 0.26%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.26%
Federal National Mortgage Association, 3.77%, due 08/25/2030 0.25%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 0.25%
American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 0.25%
Federal National Mortgage Association, 3.09%, due 04/25/2027 0.25%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 0.25%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.25%
Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 0.24%
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 0.24%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 0.24%
US Auto Funding LLC, Series 2019-1A, Class B, 3.99%, due 12/15/2022 0.23%
Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11%, due 08/15/2025 0.23%
V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 0.23%
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 0.23%
Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 0.23%
Government National Mortgage Association, 0.66%, due 06/20/2064 0.23%
Headlands Residential LLC, Series 2018-RPL1, Class A, 4.25%, due 06/25/2023 0.23%
Pacific Gas & Electric Co., 1.75%, due 06/16/2022 0.22%
Federal National Mortgage Association, 3.67%, due 09/25/2028 0.22%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.22%
Federal National Mortgage Association, 3.36%, due 12/01/2027 0.22%
Headlands Residential LLC, Series 2017-RPL1, Class A, 5.87%, due 08/25/2022 0.22%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2049 0.22%
Federal National Mortgage Association REMIC, 4.50%, due 07/25/2029 0.22%
DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 0.22%
Federal National Mortgage Association, 3.18%, due 06/25/2027 0.22%
Federal National Mortgage Association, 3.48%, due 07/25/2028 0.22%
Federal National Mortgage Association, 3.24%, due 12/01/2026 0.22%
Federal National Mortgage Association, 3.34%, due 02/01/2027 0.22%
Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 0.22%
Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 0.21%
Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 0.21%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.21%
Federal National Mortgage Association, 4.02%, due 08/01/2021 0.21%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.21%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 0.21%
Government National Mortgage Association, 3.50%, due 06/20/2046 0.21%
Carnow Auto Receivables Trust, Series 2018-1A, Class B, 4.26%, due 09/15/2023 0.21%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.21%
Federal National Mortgage Association, 3.30%, due 12/01/2026 0.21%
Federal National Mortgage Association, 3.10%, due 09/01/2025 0.21%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.21%
Federal National Mortgage Association, 3.29%, due 04/25/2029 0.21%
Federal National Mortgage Association, 2.15%, due 07/25/2030 0.21%
Government National Mortgage Association, 0.63%, due 09/20/2064 0.21%
Federal National Mortgage Association, 2.92%, due 12/01/2024 0.21%
Federal National Mortgage Association, 3.12%, due 11/01/2026 0.21%
Federal National Mortgage Association, 2.38%, due 10/01/2026 0.20%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.20%
MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 0.20%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.20%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 0.20%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.20%
Federal National Mortgage Association REMIC, 5.00%, due 08/25/2040 0.20%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 0.20%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 0.20%
Apple, Inc., 3.85%, due 05/04/2043 0.20%
Federal National Mortgage Association, 3.45%, due 01/01/2024 0.20%
Government National Mortgage Association, 0.64%, due 02/20/2065 0.19%
AbbVie, Inc., 4.05%, due 11/21/2039 0.19%
Federal National Mortgage Association, 3.23%, due 10/01/2026 0.19%
Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 0.19%
SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 0.19%
SART, Series 2018-1, 4.75%, due 06/15/2025 0.19%
Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 0.19%
Federal National Mortgage Association, 5.00%, due 06/01/2048 0.19%
Israel Government AID Bond, Principal Only STRIPS, Series 2004-Z, due 08/15/2023 0.19%
Federal National Mortgage Association, 4.00%, due 07/01/2042 0.19%
Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 0.19%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.19%
CSMA SFR Holdings LLC, Series 2019-1, Class A, 2.00%, due 04/25/2023 0.19%
Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 0.18%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2043 0.18%
Federal National Mortgage Association, 4.06%, due 07/01/2021 0.18%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.18%
Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 0.18%
VOLT LXXXVII LLC, Series 2020-NPL3, Class A1A, 2.98%, due 02/25/2050 0.17%
Government National Mortgage Association, 0.81%, due 02/20/2064 0.17%
Federal National Mortgage Association, 2.69%, due 04/01/2023 0.17%
VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 0.17%
Government National Mortgage Association, 0.63%, due 07/20/2064 0.17%
Federal National Mortgage Association, 0.63%, due 09/01/2024 0.17%
Federal National Mortgage Association, 3.98%, due 08/01/2021 0.17%
VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 0.17%
MRCD Mortgage Trust, Series 2019-PARK, Class D, 2.71%, due 12/15/2036 0.17%
Partners Healthcare System, Inc., 3.34%, due 07/01/2060 0.17%
Federal National Mortgage Association, 3.81%, due 12/01/2028 0.17%
Federal National Mortgage Association, 2.46%, due 02/01/2023 0.17%
Federal National Mortgage Association, 3.86%, due 07/01/2021 0.16%
Athene Global Funding, 2.95%, due 11/12/2026 0.16%
Federal National Mortgage Association, 1.59%, due 11/25/2028 0.16%
Credit Acceptance Auto Loan Trust, Series 2019-1A, Class A, 3.33%, due 02/15/2028 0.16%
Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 0.16%
Morgan Stanley, 2.18%, due 04/28/2026 0.16%
Federal National Mortgage Association, 4.00%, due 08/01/2048 0.16%
Federal National Mortgage Association, 2.98%, due 08/25/2029 0.16%
Macquarie Group, Ltd., 5.03%, due 01/15/2030 0.16%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2043 0.16%
COMM Mortgage Trust, Series 2020-CBM,Class C, 3.40%, due 02/10/2037 0.16%
Veros Automobile Receivables Trust, Series 2018-1, Class B, 4.05%, due 02/15/2024 0.16%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 0.16%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.16%
Bank of Nova Scotia, 1.62%, due 05/01/2023 0.16%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 0.16%
Government National Mortgage Association, 0.66%, due 07/20/2064 0.16%
Government National Mortgage Association, 0.61%, due 08/20/2067 0.16%
Mexico Government International Bond, 4.50%, due 01/31/2050 0.16%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.16%
Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 0.15%
Bank of America Corp., 3.70%, due 04/24/2028 0.15%
Federal Home Loan Mortgage Corp. REMIC, 0.51%, due 06/15/2043 0.15%
VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 0.15%
Broadcom, Inc., 4.75%, due 04/15/2029 0.15%
Mariner Finance Issuance Trust, Series 2019-AA, Class B, 3.51%, due 07/20/2032 0.15%
Government National Mortgage Association, 0.66%, due 07/20/2064 0.15%
LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 0.15%
Glencore Funding LLC, 2.50%, due 09/01/2030 0.15%
SART, 4.75%, due 07/15/2024 0.15%
American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 0.15%
Federal National Mortgage Association, 3.50%, due 01/01/2044 0.15%
GS Mortgage Securities Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.15%
Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 0.15%
Federal National Mortgage Association, 2.79%, due 06/01/2023 0.14%
Santander Drive Auto Receivables Trust, Series 2019-1, Class C, 3.42%, due 04/15/2025 0.14%
Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 0.14%
Glencore Funding LLC, 1.62%, due 09/01/2025 0.14%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.14%
Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.14%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.14%
TC PipeLines, LP, 4.37%, due 03/13/2025 0.14%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 0.13%
Federal National Mortgage Association, 4.05%, due 08/01/2021 0.13%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 0.13%
Federal National Mortgage Association, 3.50%, due 01/01/2043 0.13%
Government National Mortgage Association, 4.76%, due 10/20/2043 0.13%
ANZ New Zealand International, Ltd., 2.55%, due 02/13/2030 0.13%
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 0.13%
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 0.13%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.13%
Upjohn, Inc., 2.30%, due 06/22/2027 0.13%
Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 0.13%
Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 0.13%
Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 0.13%
Federal National Mortgage Association, 3.42%, due 05/01/2024 0.13%
International Business Machines Corp., 1.70%, due 05/15/2027 0.13%
Federal National Mortgage Association, 3.02%, due 08/25/2024 0.13%
Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 0.13%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2049 0.12%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.12%
ING Groep NV, 4.10%, due 10/02/2023 0.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 0.12%
AT&T, Inc., 2.30%, due 06/01/2027 0.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 0.12%
AT&T, Inc., 4.50%, due 05/15/2035 0.12%
Boeing Co., 4.50%, due 05/01/2023 0.12%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 0.12%
Reliance Steel & Aluminum Co., 1.30%, due 08/15/2025 0.12%
Societe Generale SA, 3.00%, due 01/22/2030 0.12%
Federal National Mortgage Association, 3.14%, due 03/25/2028 0.12%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.12%
Government National Mortgage Association, 0.81%, due 01/20/2064 0.12%
DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 0.12%
Citigroup, Inc., 3.66%, due 07/24/2028 0.12%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.11%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 0.11%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.11%
AT&T, Inc., 3.10%, due 02/01/2043 0.11%
Lennox International, Inc., 1.35%, due 08/01/2025 0.11%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 0.11%
Macquarie Group, Ltd., 3.76%, due 11/28/2028 0.11%
Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 0.11%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 0.11%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.11%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.11%
Federal National Mortgage Association, 3.50%, due 06/01/2033 0.11%
Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 0.11%
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 5.12%, due 04/01/2025 0.11%
U.S. Treasury Bond, 2.25%, due 08/15/2049 0.11%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.10%
Government National Mortgage Association, 6.50%, due 06/20/2033 0.10%
QUALCOMM, Inc., 2.15%, due 05/20/2030 0.10%
BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 0.10%
Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 0.10%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 0.10%
Constellation Brands, Inc., 2.87%, due 05/01/2030 0.10%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.10%
Federal National Mortgage Association, 4.00%, due 08/01/2044 0.10%
BlackRock, Inc., 1.90%, due 01/28/2031 0.10%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.10%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.10%
Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 0.10%
Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 0.10%
Federal National Mortgage Association, 3.94%, due 07/01/2021 0.10%
Government National Mortgage Association, 0.63%, due 08/20/2065 0.10%
Comcast Corp., 4.20%, due 08/15/2034 0.10%
Government National Mortgage Association, 0.57%, due 03/20/2063 0.10%
Federal National Mortgage Association, 3.74%, due 07/01/2023 0.10%
ASB Bank, Ltd., 3.12%, due 05/23/2024 0.10%
UBS Group AG, 3.49%, due 05/23/2023 0.10%
Government National Mortgage Association, 0.68%, due 09/20/2065 0.10%
Federal National Mortgage Association, 4.45%, due 07/01/2026 0.10%
Mexico Government International Bond, 4.60%, due 01/23/2046 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 0.09%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.09%
Citigroup, Inc., 3.10%, due 04/08/2026 0.09%
Barclays PLC, 2.64%, due 06/24/2031 0.09%
American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 0.09%
Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.09%
Sumitomo Mitsui Financial Group, Inc., 3.04%, due 07/16/2029 0.09%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 0.09%
Bank of America Corp., 3.41%, due 12/20/2028 0.09%
Government National Mortgage Association, 0.56%, due 12/20/2060 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 0.09%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.09%
Tucson Electric Power Co., 4.85%, due 12/01/2048 0.09%
Regeneron Pharmaceuticals, Inc., 1.75%, due 09/15/2030 0.09%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.09%
Memorial Health Services, 3.44%, due 11/01/2049 0.09%
Hartford HealthCare Corp., 3.44%, due 07/01/2054 0.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 01/25/2023 0.09%
Northern Trust Corp., 1.95%, due 05/01/2030 0.09%
Citigroup, Inc., 3.98%, due 03/20/2030 0.09%
Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2035 0.09%
Panama Government International Bond, 3.87%, due 07/23/2060 0.09%
Oracle Corp., 3.60%, due 04/01/2040 0.09%
Federal National Mortgage Association, 3.19%, due 02/25/2030 0.09%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.09%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.09%
Alphabet, Inc., 2.05%, due 08/15/2050 0.09%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.97%, due 07/25/2049 0.08%
Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 0.08%
Federal National Mortgage Association, 3.97%, due 06/01/2021 0.08%
Morgan Stanley, 3.62%, due 01/20/2027 0.08%
Government National Mortgage Association, 1.16%, due 12/20/2066 0.08%
Federal National Mortgage Association, 3.97%, due 07/01/2021 0.08%
Federal National Mortgage Association REMIC, 4.00%, due 10/25/2025 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.08%
McCormick & Co., Inc., 2.50%, due 04/15/2030 0.08%
Banco Santander SA, 2.74%, due 05/28/2025 0.08%
University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 0.08%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2035 0.08%
Ausgrid Finance Pty, Ltd., 3.85%, due 05/01/2023 0.08%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.08%
Federal National Mortgage Association, 3.03%, due 12/01/2021 0.08%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.08%
Government National Mortgage Association, 0.61%, due 06/20/2065 0.08%
Mars, Inc., 1.62%, due 07/16/2032 0.08%
BNP Paribas SA, 3.05%, due 01/13/2031 0.08%
Government National Mortgage Association, 0.81%, due 03/20/2064 0.08%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.08%
Government National Mortgage Association, 0.82%, due 12/20/2065 0.08%
Credit Agricole SA, 1.90%, due 06/16/2026 0.08%
Svenska Handelsbanken AB, 0.62%, due 06/30/2023 0.08%
Federal Home Loan Mortgage Corp., 0.71%, due 08/15/2042 0.08%
T-Mobile USA, Inc., 2.05%, due 02/15/2028 0.08%
Federal Home Loan Mortgage Corp. REMIC, 0.71%, due 08/15/2037 0.08%
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.08%
Time Warner Cable LLC, 6.55%, due 05/01/2037 0.08%
Morgan Stanley, 3.59%, due 07/22/2028 0.08%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.08%
Air Lease Corp., 3.37%, due 07/01/2025 0.08%
Federal Home Loan Mortgage Corp., 0.71%, due 03/15/2044 0.08%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.08%
VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 0.08%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.08%
Air Lease Corp., 3.25%, due 10/01/2029 0.08%
Nomura Holdings, Inc., 2.64%, due 01/16/2025 0.08%
Marathon Petroleum Corp., 4.50%, due 05/01/2023 0.08%
Kabbage Funding LLC, Series 2019-1, Class A, 3.82%, due 03/15/2024 0.08%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.08%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.08%
Government National Mortgage Association, 5.50%, due 07/20/2037 0.08%
AT&T, Inc., 2.25%, due 02/01/2032 0.08%
U.S. Treasury Note, 1.75%, due 12/31/2026 0.08%
Natwest Group PLC, 4.44%, due 05/08/2030 0.07%
LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 0.07%
Bank of America Corp., 2.59%, due 04/29/2031 0.07%
Honeywell International, Inc., 1.35%, due 06/01/2025 0.07%
Federal National Mortgage Association REMIC, 5.00%, due 07/25/2033 0.07%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.07%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.07%
Interstate Power & Light Co., 2.30%, due 06/01/2030 0.07%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.07%
Roper Technologies, Inc., 1.40%, due 09/15/2027 0.07%
Exxon Mobil Corp., 2.99%, due 03/19/2025 0.07%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.07%
B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 0.07%
Credit Suisse Group AG, 2.59%, due 09/11/2025 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 0.07%
Total Capital International SA, 2.98%, due 06/29/2041 0.07%
Mitsubishi UFJ Financial Group, Inc., 2.04%, due 07/17/2030 0.07%
BNP Paribas SA, 2.21%, due 06/09/2026 0.07%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 0.07%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.07%
Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 0.07%
UnitedHealth Group, Inc., 3.50%, due 08/15/2039 0.07%
Aviation Capital Group LLC, 5.50%, due 12/15/2024 0.07%
Government National Mortgage Association, 3.50%, due 11/20/2039 0.07%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.07%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.07%
Federal National Mortgage Association, 3.76%, due 06/25/2021 0.07%
Natwest Group PLC, 3.75%, due 11/01/2029 0.07%
Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 0.07%
Cargill, Inc., 2.12%, due 04/23/2030 0.07%
Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 0.07%
FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 0.07%
Comcast Corp., 1.50%, due 02/15/2031 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 0.07%
American Water Capital Corp., 2.80%, due 05/01/2030 0.07%
Federal National Mortgage Association, 0.52%, due 09/25/2042 0.07%
Apple, Inc., 1.65%, due 05/11/2030 0.07%
Evergy, Inc., 2.90%, due 09/15/2029 0.07%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.07%
Life Storage, LP, 4.00%, due 06/15/2029 0.07%
Federal National Mortgage Association REMIC, 0.57%, due 10/25/2042 0.07%
Texas Health Resources, 4.33%, due 11/15/2055 0.07%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.07%
Fortis, Inc., 3.05%, due 10/04/2026 0.07%
Government National Mortgage Association, 0.74%, due 05/20/2066 0.07%
American Tower Corp., 3.70%, due 10/15/2049 0.07%
Exxon Mobil Corp., 2.61%, due 10/15/2030 0.06%
Federal Home Loan Mortgage Corp., 0.71%, due 07/15/2042 0.06%
Kimco Realty Corp., 2.70%, due 10/01/2030 0.06%
Tennessee Gas Pipeline Co. LLC, 2.90%, due 03/01/2030 0.06%
AbbVie, Inc., 3.85%, due 06/15/2024 0.06%
Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 0.06%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.06%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.06%
America Movil SAB de CV, 3.62%, due 04/22/2029 0.06%
FirstEnergy Corp., 2.65%, due 03/01/2030 0.06%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.06%
Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 0.06%
Crown Castle International Corp., 2.25%, due 01/15/2031 0.06%
Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 0.06%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.06%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.06%
Federal National Mortgage Association REMIC, 0.67%, due 09/25/2042 0.06%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.06%
Exxon Mobil Corp., 2.99%, due 08/16/2039 0.06%
Total Capital International SA, 3.12%, due 05/29/2050 0.06%
Total Capital International SA, 3.46%, due 07/12/2049 0.06%
AIB Group PLC, 4.75%, due 10/12/2023 0.06%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 0.06%
Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 0.06%
Morgan Stanley, 5.00%, due 11/24/2025 0.06%
CVS Pass-Through Trust, 8.35%, due 07/10/2031 0.06%
Barclays PLC, 4.61%, due 02/15/2023 0.06%
Rush Obligated Group, 3.92%, due 11/15/2029 0.06%
Biogen, Inc., 2.25%, due 05/01/2030 0.06%
HSBC Holdings PLC, 2.35%, due 08/18/2031 0.06%
Government National Mortgage Association, 5.50%, due 01/20/2038 0.06%
Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 0.06%
Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 0.06%
Standard Chartered PLC, 4.24%, due 01/20/2023 0.06%
BP Capital Markets America, Inc., 1.74%, due 08/10/2030 0.06%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 10/15/2032 0.06%
Raytheon Technologies Corp., 4.50%, due 06/01/2042 0.06%
FirstEnergy Corp., 3.40%, due 03/01/2050 0.06%
HCA, Inc., 5.12%, due 06/15/2039 0.06%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.06%
Banco Nacional de Panama, 2.50%, due 08/11/2030 0.06%
Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 0.06%
Comcast Corp., 4.60%, due 10/15/2038 0.06%
VMware, Inc., 2.95%, due 08/21/2022 0.06%
Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 0.06%
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 0.06%
U.S. Treasury Note, 2.87%, due 04/30/2025 0.06%
Federal National Mortgage Association, 0.72%, due 08/25/2042 0.06%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.06%
Emory University, 2.14%, due 09/01/2030 0.06%
UDR, Inc., Series MTN, 3.20%, due 01/15/2030 0.06%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.06%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.06%
Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 0.06%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.06%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.06%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.06%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.06%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.06%
Manulife Financial Corp., 4.06%, due 02/24/2032 0.06%
Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 0.06%
Hewlett Packard Enterprise Co., 1.45%, due 04/01/2024 0.06%
Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 0.06%
Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 0.06%
United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 0.06%
Amazon.com, Inc., 3.87%, due 08/22/2037 0.06%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.05%
Federal National Mortgage Association REMIC, 0.67%, due 10/25/2042 0.05%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.05%
Deutsche Bank AG, 3.70%, due 05/30/2024 0.05%
Toledo Edison Co., 6.15%, due 05/15/2037 0.05%
Jersey Central Power & Light Co., 4.30%, due 01/15/2026 0.05%
Comcast Corp., 4.25%, due 01/15/2033 0.05%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.05%
CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 0.05%
Noble Energy, Inc., 6.00%, due 03/01/2041 0.05%
Southern California Edison Co., 4.05%, due 03/15/2042 0.05%
Emera US Finance, LP, 4.75%, due 06/15/2046 0.05%
BPCE SA, 4.00%, due 09/12/2023 0.05%
Pioneer Natural Resources Co., 1.90%, due 08/15/2030 0.05%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.05%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.05%
Essex Portfolio, LP, 2.65%, due 03/15/2032 0.05%
Jackson National Life Global Funding, 3.05%, due 04/29/2026 0.05%
Discovery Communications LLC, 6.35%, due 06/01/2040 0.05%
Apple, Inc., 3.45%, due 02/09/2045 0.05%
US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 0.05%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 0.05%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.05%
Vodafone Group PLC, 4.87%, due 06/19/2049 0.05%
New York Life Insurance Co., 4.45%, due 05/15/2069 0.05%
British Airways Pass-Through Trust, 3.30%, due 06/15/2034 0.05%
Comcast Corp., 3.25%, due 11/01/2039 0.05%
Lowe's Cos., Inc., 3.65%, due 04/05/2029 0.05%
Hydro-Quebec, 9.40%, due 02/01/2021 0.05%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.05%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.05%
Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 0.05%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.05%
Credit Suisse Group AG, 2.19%, due 06/05/2026 0.05%
Liberty Mutual Group, Inc., 3.95%, due 10/15/2050 0.05%
Panama Government International Bond, 4.50%, due 04/16/2050 0.05%
Eli Lilly & Co., 2.50%, due 09/15/2060 0.05%
BBVA USA, 3.50%, due 06/11/2021 0.05%
Federal National Mortgage Association REMIC, 5.50%, due 12/25/2035 0.05%
Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 0.05%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.05%
Tennessee Valley Authority, Principal Only STRIPS, due 03/15/2032 0.05%
Cottage Health Obligated Group, 3.30%, due 11/01/2049 0.05%
Healthpeak Properties, Inc., 3.87%, due 08/15/2024 0.05%
BP Capital Markets America, Inc., 2.77%, due 11/10/2050 0.05%
Boston Scientific Corp., 4.55%, due 03/01/2039 0.05%
Enterprise Products Operating LLC, 5.75%, due 03/01/2035 0.05%
Royalty Pharma PLC, 0.75%, due 09/02/2023 0.05%
Royalty Pharma PLC, 1.20%, due 09/02/2025 0.05%
America Movil SAB de CV, 4.37%, due 04/22/2049 0.05%
Royalty Pharma PLC, 1.75%, due 09/02/2027 0.05%
VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 0.05%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.05%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.05%
Pfizer, Inc., 3.90%, due 03/15/2039 0.05%
AbbVie, Inc., 4.40%, due 11/06/2042 0.05%
Home Depot, Inc., 3.12%, due 12/15/2049 0.05%
Regency Centers, LP, 2.95%, due 09/15/2029 0.05%
HSBC Holdings PLC, 3.95%, due 05/18/2024 0.05%
AbbVie, Inc., 4.50%, due 05/14/2035 0.05%
Fox Corp., 5.57%, due 01/25/2049 0.05%
Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 0.05%
Republic Services, Inc., 1.45%, due 02/15/2031 0.05%
Boeing Co., 5.15%, due 05/01/2030 0.05%
Citigroup, Inc., 4.40%, due 06/10/2025 0.05%
Enel Finance International NV, 3.62%, due 05/25/2027 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 0.05%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.05%
NRG Energy, Inc., 4.45%, due 06/15/2029 0.05%
GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 0.05%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.05%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.05%
Assurant, Inc., 4.20%, due 09/27/2023 0.05%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.05%
Aviation Capital Group LLC, 4.12%, due 08/01/2025 0.05%
Westpac Banking Corp., 4.42%, due 07/24/2039 0.05%
One Gas, Inc., 2.00%, due 05/15/2030 0.05%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.05%
Park Aerospace Holdings, Ltd., 4.50%, due 03/15/2023 0.05%
Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 0.05%
Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 0.05%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.05%
Welltower, Inc., 3.10%, due 01/15/2030 0.05%
TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class C, 5.51%, due 08/15/2039 0.05%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.05%
Federal National Mortgage Association, 2.11%, due 11/25/2028 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.04%
Bristol-Myers Squibb Co., 3.90%, due 02/20/2028 0.04%
Comcast Corp., 3.15%, due 03/01/2026 0.04%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.04%
AT&T, Inc., 1.65%, due 02/01/2028 0.04%
Government National Mortgage Association, 5.57%, due 07/20/2040 0.04%
Nutrien, Ltd., 4.12%, due 03/15/2035 0.04%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.04%
British Airways Pass-Through Trust, 4.12%, due 03/20/2033 0.04%
Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 0.04%
Apple, Inc., 2.55%, due 08/20/2060 0.04%
Standard Chartered PLC, 2.81%, due 01/30/2026 0.04%
Microsoft Corp., 3.50%, due 02/12/2035 0.04%
National Retail Properties, Inc., 4.00%, due 11/15/2025 0.04%
Energy Transfer Operating, LP, 6.05%, due 06/01/2041 0.04%
Microsoft Corp., 3.95%, due 08/08/2056 0.04%
Edison International, 5.75%, due 06/15/2027 0.04%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.04%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.04%
HSBC Holdings PLC, 4.37%, due 11/23/2026 0.04%
Standard Chartered PLC, 4.30%, due 05/21/2030 0.04%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.04%
Vodafone Group PLC, 5.25%, due 05/30/2048 0.04%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.04%
Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 0.04%
Truist Bank, 3.30%, due 05/15/2026 0.04%
AIA Group, Ltd., 3.60%, due 04/09/2029 0.04%
Comcast Corp., 3.20%, due 07/15/2036 0.04%
Lloyds Banking Group PLC, 4.58%, due 12/10/2025 0.04%
L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 0.04%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.04%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.04%
Apple, Inc., 3.85%, due 08/04/2046 0.04%
John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 0.04%
International Business Machines Corp., 2.85%, due 05/15/2040 0.04%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.04%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.04%
Enel Finance International NV, 3.50%, due 04/06/2028 0.04%
UBS Group AG, 3.12%, due 08/13/2030 0.04%
Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 0.04%
Realty Income Corp., 3.25%, due 01/15/2031 0.04%
Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 0.04%
Merck & Co., Inc., 2.45%, due 06/24/2050 0.04%
BPCE SA, 4.62%, due 07/11/2024 0.04%
Boeing Co., 5.70%, due 05/01/2040 0.04%
Federal Home Loan Mortgage Corp. REMIC, 0.56%, due 10/15/2041 0.04%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.04%
Natwest Group PLC, 4.26%, due 03/22/2025 0.04%
Standard Chartered PLC, 5.20%, due 01/26/2024 0.04%
Federal National Mortgage Association, 4.26%, due 06/01/2021 0.04%
CRH America Finance, Inc., 3.40%, due 05/09/2027 0.04%
MPLX, LP, 2.65%, due 08/15/2030 0.04%
United Airlines Pass-Through Trust, 4.55%, due 02/25/2033 0.04%
Barclays PLC, 3.65%, due 03/16/2025 0.04%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.04%
ONEOK, Inc., 5.20%, due 07/15/2048 0.04%
Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 0.04%
Government National Mortgage Association, 5.50%, due 08/20/2038 0.04%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.04%
Eni SpA, 4.00%, due 09/12/2023 0.04%
Pepperdine University, 3.30%, due 12/01/2059 0.04%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.04%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.04%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2032 0.04%
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 0.04%
Societe Generale SA, 4.25%, due 04/14/2025 0.04%
UBS AG, 1.75%, due 04/21/2022 0.04%
Union Carbide Corp., 7.50%, due 06/01/2025 0.04%
Vendee Mortgage Trust, Series 1997-1, Class 2Z, 7.50%, due 02/15/2027 0.04%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.04%
Suncor Energy, Inc., 7.87%, due 06/15/2026 0.04%
ING Groep NV, 1.40%, due 07/01/2026 0.04%
Government National Mortgage Association, 0.67%, due 10/20/2062 0.04%
Comcast Corp., 3.45%, due 02/01/2050 0.04%
Edison International, 3.55%, due 11/15/2024 0.04%
Starbucks Corp., 2.55%, due 11/15/2030 0.04%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.04%
Blackstone / GSO Secured Lending Fund, 3.65%, due 07/14/2023 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.04%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.04%
Intact US Holdings, Inc., 4.60%, due 11/09/2022 0.04%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.04%
Federal Home Loan Mortgage Corp. REMIC, 0.84%, due 11/15/2037 0.04%
University of Southern California, 3.22%, due 10/01/2120 0.04%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.04%
Societe Generale SA, 2.62%, due 10/16/2024 0.04%
Zoetis, Inc., 2.00%, due 05/15/2030 0.04%
Nomura Holdings, Inc., 2.67%, due 07/16/2030 0.04%
Federal National Mortgage Association REMIC, 4.00%, due 04/25/2033 0.04%
Government National Mortgage Association, 0.50%, due 12/20/2062 0.04%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.04%
Deutsche Bank AG, 3.30%, due 11/16/2022 0.04%
Danske Bank A/S, 2.70%, due 03/02/2022 0.04%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.04%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.04%
Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 0.04%
BOC Aviation, Ltd., 2.75%, due 09/18/2022 0.04%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2043 0.04%
SITE Centers Corp., 3.62%, due 02/01/2025 0.04%
Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 0.04%
Hyundai Capital America, 3.00%, due 03/18/2021 0.04%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.04%
Korea Gas Corp., 1.87%, due 07/18/2021 0.04%
Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 0.04%
Royalty Pharma PLC, 3.30%, due 09/02/2040 0.04%
BOC Aviation, Ltd., 2.37%, due 09/15/2021 0.04%
CD Mortgage Trust, Series 2006-CD3, Class AM, 5.64%, due 10/15/2048 0.04%
nVent Finance SARL, 4.55%, due 04/15/2028 0.04%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.04%
Nationwide Building Society, 1.00%, due 08/28/2025 0.04%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 0.04%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 0.04%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 0.04%
NiSource, Inc., 1.70%, due 02/15/2031 0.04%
Deutsche Telekom AG, 3.62%, due 01/21/2050 0.04%
Yale-New Haven Health Services Corp., 2.49%, due 07/01/2050 0.04%
Raytheon Technologies Corp., 4.15%, due 05/15/2045 0.04%
NYU Langone Hospitals, 3.38%, due 07/01/2055 0.04%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.04%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.04%
Air Lease Corp., 3.25%, due 03/01/2025 0.04%
Office Properties Income Trust, 4.00%, due 07/15/2022 0.04%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.04%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.04%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.04%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.04%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.04%
General Electric Co., 3.62%, due 05/01/2030 0.04%
Citigroup, Inc., 3.35%, due 04/24/2025 0.04%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.04%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2032 0.04%
Valero Energy Corp., 2.70%, due 04/15/2023 0.04%
General Mills, Inc., 4.00%, due 04/17/2025 0.04%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.04%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.04%
Bank of Nova Scotia, 4.50%, due 12/16/2025 0.04%
Exelon Generation Co. LLC, 6.25%, due 10/01/2039 0.04%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.04%
Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 0.86%, due 01/19/2034 0.04%
HP, Inc., 3.00%, due 06/17/2027 0.04%
Abbott Laboratories, 1.40%, due 06/30/2030 0.04%
Mondelez International, Inc., 2.75%, due 04/13/2030 0.04%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.04%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.04%
Comcast Corp., 3.99%, due 11/01/2049 0.04%
Abbott Laboratories, 1.15%, due 01/30/2028 0.04%
Norfolk Southern Corp., 4.05%, due 08/15/2052 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 0.03%
Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 0.03%
Raytheon Technologies Corp., 3.75%, due 11/01/2046 0.03%
AutoZone, Inc., 1.65%, due 01/15/2031 0.03%
Children's National Medical Center, 2.92%, due 07/15/2050 0.03%
T-Mobile USA, Inc., 1.50%, due 02/15/2026 0.03%
Phillips 66 Partners, LP, 3.15%, due 12/15/2029 0.03%
AT&T, Inc., 3.50%, due 06/01/2041 0.03%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.03%
Airbus SE, 3.15%, due 04/10/2027 0.03%
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 0.03%
DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 0.03%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.03%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.03%
Corning, Inc., 3.90%, due 11/15/2049 0.03%
UDR, Inc., Series MTN, 2.10%, due 08/01/2032 0.03%
Atmos Energy Corp., 4.15%, due 01/15/2043 0.03%
Government National Mortgage Association, 5.50%, due 04/20/2034 0.03%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.03%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.03%
Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 0.03%
AT&T, Inc., 4.30%, due 12/15/2042 0.03%
Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 0.03%
Citigroup, Inc., 3.40%, due 05/01/2026 0.03%
Packaging Corp. of America, 4.05%, due 12/15/2049 0.03%
Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 0.03%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.03%
Enterprise Products Operating LLC, 4.45%, due 02/15/2043 0.03%
Anthem, Inc., 4.65%, due 08/15/2044 0.03%
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.79%, due 10/25/2028 0.03%
Diamondback Energy, Inc., 4.75%, due 05/31/2025 0.03%
Alternative Loan Trust, Series 2004-2CB, Class 1A9, 5.75%, due 03/25/2034 0.03%
Kellogg Co., 2.10%, due 06/01/2030 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 0.03%
Masco Corp., 6.50%, due 08/15/2032 0.03%
American Tower Corp., 2.10%, due 06/15/2030 0.03%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 0.03%
Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 0.03%
Private Export Funding Corp., 3.55%, due 01/15/2024 0.03%
Apple, Inc., 3.20%, due 05/11/2027 0.03%
Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 0.03%
Boardwalk Pipelines, LP, 4.80%, due 05/03/2029 0.03%
MPLX, LP, 5.50%, due 02/15/2049 0.03%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.03%
Kinder Morgan, Inc., 3.25%, due 08/01/2050 0.03%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.03%
Wells Fargo & Co., 3.06%, due 04/30/2041 0.03%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.03%
Boeing Co., 4.87%, due 05/01/2025 0.03%
Mid-America Apartments, LP, 1.70%, due 02/15/2031 0.03%
American Airlines Pass-Through Trust, 3.37%, due 11/01/2028 0.03%
Fiserv, Inc., 4.40%, due 07/01/2049 0.03%
Prologis, LP, 1.25%, due 10/15/2030 0.03%
RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 0.03%
Qwest Corp., 6.75%, due 12/01/2021 0.03%
Marathon Petroleum Corp., 3.62%, due 09/15/2024 0.03%
Burlington Northern Santa Fe LLC, 3.55%, due 02/15/2050 0.03%
Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 0.03%
Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 0.03%
AstraZeneca PLC, 6.45%, due 09/15/2037 0.03%
Williams Cos., Inc., 4.85%, due 03/01/2048 0.03%
Federal National Mortgage Association REMIC, 5.75%, due 06/25/2033 0.03%
Corning, Inc., 5.35%, due 11/15/2048 0.03%
Enbridge, Inc., 6.25%, due 03/01/2078 0.03%
Roper Technologies, Inc., 2.00%, due 06/30/2030 0.03%
American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 0.03%
U.S. Treasury Note, 2.00%, due 10/31/2021 0.03%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 0.03%
Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.85%, due 09/20/2034 0.03%
Oracle Corp., 3.85%, due 07/15/2036 0.03%
Government National Mortgage Association, 1.65%, due 01/20/2063 0.03%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.03%
Fiserv, Inc., 3.20%, due 07/01/2026 0.03%
DH Europe Finance II SARL, 3.25%, due 11/15/2039 0.03%
World Omni Auto Receivables Trust, Series 2016-B, Class A4, 1.48%, due 11/15/2022 0.03%
Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1, 0.86%, due 03/19/2034 0.03%
Coca-Cola Femsa SAB de CV, 1.85%, due 09/01/2032 0.03%
Israel Government AID Bond, 5.50%, due 09/18/2033 0.03%
MPLX, LP, 4.50%, due 04/15/2038 0.03%
Eni SpA, 5.70%, due 10/01/2040 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 02/25/2043 0.03%
Global Payments, Inc., 4.15%, due 08/15/2049 0.03%
Federal National Mortgage Association, 1.12%, due 11/25/2022 0.03%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2027 0.03%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 06/15/2029 0.03%
Brookfield Finance, Inc., 4.70%, due 09/20/2047 0.03%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.03%
Resolution Funding Corp., Principal Only STRIPS, due 10/15/2027 0.03%
AbbVie, Inc., 3.45%, due 03/15/2022 0.03%
Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 0.03%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.03%
Time Warner Cable LLC, 7.30%, due 07/01/2038 0.03%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.03%
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.03%
Ohio State University, Series A, 4.04%, due 12/01/2056 0.03%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.03%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.15%, due 02/25/2034 0.03%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 01/15/2034 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.26%, due 07/25/2032 0.03%
Progressive Corp., 5.37%, due 03/15/2023 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 2.37%, due 10/25/2044 0.03%
Alexandria Real Estate Equities, Inc., 1.87%, due 02/01/2033 0.03%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 0.03%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.03%
Eaton Corp., 5.80%, due 03/15/2037 0.03%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.03%
Kinder Morgan, Inc., 2.00%, due 02/15/2031 0.03%
TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 0.03%
CenterPoint Energy Resources Corp., 5.85%, due 01/15/2041 0.03%
Evergy Metro, Inc., 5.30%, due 10/01/2041 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.03%
CSX Corp., 4.75%, due 11/15/2048 0.03%
Oracle Corp., 3.90%, due 05/15/2035 0.03%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.03%
McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 0.03%
Steel Dynamics, Inc., 3.45%, due 04/15/2030 0.03%
Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 0.03%
Aviation Capital Group LLC, 3.50%, due 11/01/2027 0.03%
Noble Energy, Inc., 3.90%, due 11/15/2024 0.03%
Hanover Insurance Group, Inc., 2.50%, due 09/01/2030 0.03%
Concho Resources, Inc., 2.40%, due 02/15/2031 0.03%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.03%
Glencore Funding LLC, 4.12%, due 05/30/2023 0.03%
Federal Home Loan Mortgage Corp. REMIC, 0.57%, due 07/15/2037 0.03%
Welltower, Inc., 6.50%, due 03/15/2041 0.03%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.03%
AstraZeneca PLC, 2.12%, due 08/06/2050 0.03%
ITC Holdings Corp., 2.95%, due 05/14/2030 0.03%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.02%
DuPont de Nemours, Inc., 5.31%, due 11/15/2038 0.02%
Ecopetrol SA, 5.37%, due 06/26/2026 0.02%
Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 0.02%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 0.02%
AstraZeneca PLC, 1.37%, due 08/06/2030 0.02%
CVS Health Corp., 2.70%, due 08/21/2040 0.02%
Xylem, Inc., 2.25%, due 01/30/2031 0.02%
FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 0.02%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.02%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.02%
General Electric Co., 3.45%, due 05/01/2027 0.02%
U.S. Treasury Bond, 3.00%, due 11/15/2044 0.02%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.02%
Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 0.02%
MultiCare Health System, 2.80%, due 08/15/2050 0.02%
American International Group, Inc., 4.70%, due 07/10/2035 0.02%
Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 0.02%
Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/2028 0.02%
Federal National Mortgage Association REMIC, 0.47%, due 08/25/2041 0.02%
Eli Lilly & Co., 2.25%, due 05/15/2050 0.02%
Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 0.02%
Nevada Power Co., 5.37%, due 09/15/2040 0.02%
ONEOK, Inc., 3.40%, due 09/01/2029 0.02%
Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 06/01/2060 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.02%
COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 0.02%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.02%
Bank of Montreal, 3.80%, due 12/15/2032 0.02%
Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 0.02%
Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 0.02%
Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 01/15/2030 0.02%
Keurig Dr. Pepper, Inc., 3.13%, due 12/15/2023 0.02%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.02%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.02%
Alternative Loan Trust, Series 2005-28CB, Class 1A4, 5.50%, due 08/25/2035 0.02%
Goodman Finance Three LLC, 3.70%, due 03/15/2028 0.02%
Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 02/15/2033 0.02%
Constellation Brands, Inc., 4.40%, due 11/15/2025 0.02%
Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 09/15/2030 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.02%
PECO Energy Co., 2.80%, due 06/15/2050 0.02%
Enbridge, Inc., 4.50%, due 06/10/2044 0.02%
MPLX, LP, 4.12%, due 03/01/2027 0.02%
Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 0.02%
Nucor Corp., 6.40%, due 12/01/2037 0.02%
AEP Transmission Co. LLC, 4.00%, due 12/01/2046 0.02%
Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 0.02%
Entergy Texas, Inc., 3.55%, due 09/30/2049 0.02%
Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 0.02%
Ovintiv, Inc., 7.20%, due 11/01/2031 0.02%
Texas Health Resources, 2.32%, due 11/15/2050 0.02%
EQT Corp., 3.90%, due 10/01/2027 0.02%
New England Power Co., 3.80%, due 12/05/2047 0.02%
MPLX, LP, 5.25%, due 01/15/2025 0.02%
Brambles USA, Inc., 4.12%, due 10/23/2025 0.02%
Citigroup, Inc., 3.87%, due 03/26/2025 0.02%
Mexico Government International Bond, 4.35%, due 01/15/2047 0.02%
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.63%, due 04/25/2029 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 0.02%
International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 0.02%
Duke Realty, LP, 2.87%, due 11/15/2029 0.02%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.02%
Hess Corp., 6.00%, due 01/15/2040 0.02%
GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF, 0.52%, due 03/25/2035 0.02%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.52%, due 03/25/2036 0.02%
Berkshire Hathaway Finance Corp., 4.30%, due 05/15/2043 0.02%
Ovintiv, Inc., 8.12%, due 09/15/2030 0.02%
Tennessee Valley Authority, Principal Only STRIPS, Series 1-38, due 01/15/2038 0.02%
Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 0.02%
Ford Foundation, 2.81%, due 06/01/2070 0.02%
Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 0.02%
Federal National Mortgage Association REMIC, 6.50%, due 08/25/2032 0.02%
Ecopetrol SA, 4.12%, due 01/16/2025 0.02%
Nutrien, Ltd., 5.00%, due 04/01/2049 0.02%
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 0.02%
American Water Capital Corp., 4.00%, due 12/01/2046 0.02%
CMS Energy Corp., 2.95%, due 02/15/2027 0.02%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 0.02%
Government National Mortgage Association, 2.00%, due 05/16/2049 0.02%
SES SA, 3.60%, due 04/04/2023 0.02%
Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.83%, due 10/20/2034 0.02%
Dollar General Corp., 4.12%, due 05/01/2028 0.02%
Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 0.02%
UnitedHealth Group, Inc., 2.00%, due 05/15/2030 0.02%
Government National Mortgage Association, 5.50%, due 09/20/2039 0.02%
ViacomCBS, Inc., 4.37%, due 03/15/2043 0.02%
AstraZeneca PLC, 4.00%, due 09/18/2042 0.02%
American Water Capital Corp., 3.45%, due 06/01/2029 0.02%
Buckeye Partners, LP, 5.85%, due 11/15/2043 0.02%
Federal National Mortgage Association, 0.43%, due 11/25/2046 0.02%
Federal National Mortgage Association REMIC, 5.21%, due 12/25/2042 0.02%
Walt Disney Co., 8.87%, due 04/26/2023 0.02%
United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 0.02%
Union Pacific Corp., 4.10%, due 09/15/2067 0.02%
International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 0.02%
American Airlines Pass-Through Trust, 3.65%, due 08/15/2030 0.02%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.02%
Energy Transfer Operating, LP, 4.75%, due 01/15/2026 0.02%
Brookfield Finance, Inc., 3.90%, due 01/25/2028 0.02%
Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-4, Class CB7, 5.50%, due 06/25/2035 0.02%
GLS Auto Receivables Issuer Trust, Series 2019-1A, Class A, 3.37%, due 01/17/2023 0.02%
ViacomCBS, Inc., 4.00%, due 01/15/2026 0.02%
DXC Technology Co., 4.25%, due 04/15/2024 0.02%
Atmos Energy Corp., 4.12%, due 10/15/2044 0.02%
Mondelez International, Inc., 1.50%, due 05/04/2025 0.02%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.02%
Jersey Central Power & Light Co., 6.15%, due 06/01/2037 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 0.02%
Duke Energy Progress LLC, 4.10%, due 03/15/2043 0.02%
Walt Disney Co., 9.50%, due 07/15/2024 0.02%
Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 0.02%
Campbell Soup Co., 3.12%, due 04/24/2050 0.02%
Eni USA, Inc., 7.30%, due 11/15/2027 0.02%
Government National Mortgage Association, 5.86%, due 12/20/2038 0.02%
City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 0.02%
Eaton Corp., 7.62%, due 04/01/2024 0.02%
Southern California Edison Co., 5.55%, due 01/15/2036 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2032 0.02%
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.02%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.02%
Federal National Mortgage Association REMIC, 10.94%, due 07/25/2035 0.02%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2031 0.02%
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 0.02%
Federal National Mortgage Association REMIC, 19.04%, due 05/25/2034 0.02%
Federal Home Loan Mortgage Corp. REMIC, 16.96%, due 02/15/2040 0.02%
Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 0.02%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.02%
Northrop Grumman Corp., 3.25%, due 01/15/2028 0.02%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.20%, due 10/15/2037 0.02%
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.02%
CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 0.02%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.02%
Amazon.com, Inc., 2.70%, due 06/03/2060 0.02%
Enterprise Products Operating LLC, 4.20%, due 01/31/2050 0.02%
Spectra Energy Partners, LP, 5.95%, due 09/25/2043 0.02%
Biogen, Inc., 3.15%, due 05/01/2050 0.02%
Government National Mortgage Association, 6.00%, due 08/20/2039 0.02%
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.41%, due 07/19/2035 0.02%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 0.02%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.02%
Southern California Edison Co., 6.05%, due 03/15/2039 0.02%
Mylan NV, 3.95%, due 06/15/2026 0.02%
Ecopetrol SA, 5.87%, due 09/18/2023 0.02%
Enable Midstream Partners, LP, 4.95%, due 05/15/2028 0.02%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.02%
Phillips 66 Partners, LP, 4.90%, due 10/01/2046 0.01%
UDR, Inc., Series MTN, 2.95%, due 09/01/2026 0.01%
Alabama Power Co., 4.10%, due 01/15/2042 0.01%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.01%
Conagra Brands, Inc., 5.30%, due 11/01/2038 0.01%
Federal National Mortgage Association, 5.50%, due 05/01/2036 0.01%
Alternative Loan Trust, Interest Only STRIPS, Series 2005-22T1, Class A2, 4.89%, due 06/25/2035 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.01%
Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.91%, due 04/20/2033 0.01%
Sherwin-Williams Co., 3.12%, due 06/01/2024 0.01%
Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 0.01%
Raytheon Technologies Corp., 3.20%, due 03/15/2024 0.01%
TC PipeLines, LP, 3.90%, due 05/25/2027 0.01%
Williams Cos., Inc., 3.90%, due 01/15/2025 0.01%
Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 0.01%
Apple, Inc., 2.95%, due 09/11/2049 0.01%
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1, 3.45%, due 11/25/2035 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 05/15/2032 0.01%
Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 0.01%
Government National Mortgage Association, 6.00%, due 09/20/2038 0.01%
Federal National Mortgage Association REMIC, 16.93%, due 07/25/2035 0.01%
Constellation Brands, Inc., 5.25%, due 11/15/2048 0.01%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 08/25/2042 0.01%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.01%
ERAC USA Finance LLC, 5.62%, due 03/15/2042 0.01%
Enbridge, Inc., 3.70%, due 07/15/2027 0.01%
Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 0.01%
Aetna, Inc., 6.75%, due 12/15/2037 0.01%
Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 0.01%
Exeter Automobile Receivables Trust, Series 2018-4A, Class B, 3.64%, due 11/15/2022 0.01%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.01%
ONEOK Partners, LP, 5.00%, due 09/15/2023 0.01%
Public Service Co. of Colorado, 6.50%, due 08/01/2038 0.01%
Appalachian Power Co., 6.70%, due 08/15/2037 0.01%
Parker-Hannifin Corp., 4.10%, due 03/01/2047 0.01%
Air Lease Corp., 3.62%, due 04/01/2027 0.01%
Walt Disney Co., 7.30%, due 04/30/2028 0.01%
Anthem, Inc., 4.65%, due 01/15/2043 0.01%
Lowe's Cos., Inc., 4.65%, due 04/15/2042 0.01%
Federal National Mortgage Association REMIC, 0.67%, due 05/25/2035 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2036 0.01%
Suncor Energy, Inc., 6.80%, due 05/15/2038 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.37%, due 03/15/2032 0.01%
Dominion Energy, Inc., 2.85%, due 08/15/2026 0.01%
Jefferies Group LLC, 6.45%, due 06/08/2027 0.01%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 0.01%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.01%
Nevada Power Co., 5.45%, due 05/15/2041 0.01%
AbbVie, Inc., 3.37%, due 09/15/2020 0.01%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.01%
Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 0.01%
Oncor Electric Delivery Co. LLC, 5.75%, due 03/15/2029 0.01%
Cigna Corp., 4.80%, due 07/15/2046 0.01%
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.52%, due 09/25/2035 0.01%
FirstEnergy Corp., 4.85%, due 07/15/2047 0.01%
Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.75%, due 12/20/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.01%
Mylan, Inc., 5.40%, due 11/29/2043 0.01%
Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 0.01%
Anthem, Inc., 4.62%, due 05/15/2042 0.01%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2033 0.01%
Federal Home Loan Mortgage Corp., 3.51%, due 06/01/2036 0.01%
MPLX, LP, 5.20%, due 03/01/2047 0.01%
San Diego Gas & Electric Co., 6.00%, due 06/01/2026 0.01%
Apple, Inc., 3.75%, due 11/13/2047 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2032 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 04/15/2032 0.01%
ProLogis, LP, 3.25%, due 10/01/2026 0.01%
BAT Capital Corp., 4.54%, due 08/15/2047 0.01%
Public Service Co. of Colorado, 3.55%, due 06/15/2046 0.01%
Peru Government International Bond, 5.62%, due 11/18/2050 0.01%
First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 0.01%
Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 0.01%
General Mills, Inc., 4.55%, due 04/17/2038 0.01%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.01%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 05/25/2023 0.01%
Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 0.01%
Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 0.01%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.01%
Citigroup, Inc., 4.45%, due 09/29/2027 0.01%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 3.92%, due 10/25/2033 0.01%
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.01%
Dow Chemical Co., 5.25%, due 11/15/2041 0.01%
Albemarle Corp., 5.45%, due 12/01/2044 0.01%
Crown Castle International Corp., 4.00%, due 03/01/2027 0.01%
Halliburton Co., 7.60%, due 08/15/2096 0.01%
Federal Home Loan Mortgage Corp. REMIC, 0.61%, due 08/15/2039 0.01%
Enterprise Products Operating LLC, 4.95%, due 10/15/2054 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.35%, due 01/25/2041 0.01%
Federal National Mortgage Association REMIC, 5.71%, due 12/25/2042 0.01%
Federal National Mortgage Association REMIC, 6.50%, due 05/25/2044 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2024 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 10/15/2030 0.01%
Federal Home Loan Mortgage Corp., 7.00%, due 01/01/2031 0.01%
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.01%
San Diego Gas & Electric Co., 3.95%, due 11/15/2041 0.01%
Federal National Mortgage Association REMIC, 0.52%, due 04/25/2035 0.01%
Citigroup, Inc., 8.12%, due 07/15/2039 0.01%
Federal National Mortgage Association, 5.50%, due 07/01/2022 0.01%
Federal National Mortgage Association REMIC, 7.25%, due 08/25/2033 0.01%
ERAC USA Finance LLC, 5.25%, due 10/01/2020 0.01%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 0.01%
Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 0.01%
Duke Realty, LP, 3.25%, due 06/30/2026 0.01%
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-2, Class 1A4, 4.87%, due 04/25/2035 0.01%
Enterprise Products Operating LLC, 5.10%, due 02/15/2045 0.01%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.01%
Citigroup, Inc., 5.30%, due 05/06/2044 0.01%
Federal Home Loan Mortgage Corp., 3.78%, due 02/01/2036 0.01%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 0.01%
Northrop Grumman Corp., 3.85%, due 04/15/2045 0.01%
Airbus Finance BV, 2.70%, due 04/17/2023 0.01%
Government National Mortgage Association, 19.21%, due 04/16/2034 0.01%
Welltower, Inc., 2.70%, due 02/15/2027 0.01%
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.52%, due 05/25/2036 0.01%
Quest Diagnostics, Inc., 3.45%, due 06/01/2026 0.01%
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.23%, due 12/25/2044 0.01%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2034 0.01%
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.78%, due 02/25/2037 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.01%
Roper Technologies, Inc., 3.00%, due 12/15/2020 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 0.01%
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.01%
Norfolk Southern Corp., 3.95%, due 10/01/2042 0.01%
Federal National Mortgage Association REMIC, 19.04%, due 04/25/2034 0.01%
Pennsylvania Electric Co., 3.25%, due 03/15/2028 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 0.01%
Federal Home Loan Mortgage Corp. REMIC, 9.92%, due 07/15/2032 0.01%
Federal National Mortgage Association, 6.00%, due 10/01/2033 0.01%
Texas Eastern Transmission, LP, 3.50%, due 01/15/2028 0.01%
Government National Mortgage Association, 22.72%, due 04/20/2037 0.01%
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4, 6.00%, due 02/25/2036 0.01%
Microsoft Corp., 2.67%, due 06/01/2060 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
Alternative Loan Trust, Series 2005-54CB, Class 1A11, 5.50%, due 11/25/2035 0.01%
Xylem, Inc., 3.25%, due 11/01/2026 0.01%
Phillips 66 Partners, LP, 3.55%, due 10/01/2026 0.01%
Virginia Electric & Power Co., 4.45%, due 02/15/2044 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 3.00%, due 12/25/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, 12.96%, due 07/15/2033 0.01%
Medtronic, Inc., 4.62%, due 03/15/2045 0.01%
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 0.01%
Federal National Mortgage Association REMIC, 6.00%, due 07/25/2023 0.01%
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9, 6.00%, due 09/25/2035 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 06/16/2033 0.01%
CSX Corp., 3.35%, due 09/15/2049 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2031 0.01%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.01%
Healthpeak Properties, Inc., 4.20%, due 03/01/2024 0.01%
Boston Gas Co., 4.48%, due 02/15/2042 0.01%
Arrow Electronics, Inc., 4.50%, due 03/01/2023 0.01%
Federal Home Loan Mortgage Corp., 3.71%, due 09/01/2034 0.01%
Federal National Mortgage Association, 6.50%, due 10/01/2036 0.01%
Alternative Loan Trust, Interest Only STRIPS, Series 2005-20CB, Class 3A8, 4.57%, due 07/25/2035 0.01%
ONEOK Partners, LP, 3.37%, due 10/01/2022 0.01%
Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 0.01%
Aetna, Inc., 4.50%, due 05/15/2042 0.01%
Federal National Mortgage Association, 6.00%, due 11/01/2037 0.01%
FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 0.01%
Public Service Co. of Oklahoma, 4.40%, due 02/01/2021 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.03%, due 06/15/2038 0.01%
Chase Funding Trust, Series 2003-6, Class 1A7, 4.99%, due 11/25/2034 0.01%
Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 0.01%
Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 3.41%, due 11/25/2033 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8, 5.25%, due 10/25/2033 0.01%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 0.01%
Oracle Corp., 4.30%, due 07/08/2034 0.01%
Federal Home Loan Mortgage Corp., 2.48%, due 07/01/2036 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 03/20/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 12/15/2030 0.01%
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.82%, due 10/19/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.01%
Federal National Mortgage Association REMIC, 22.48%, due 06/25/2035 0.01%
PHH Alternative Mortgage Trust, Interest Only STRIPS, Series 2007-2, Class 2X, 6.00%, due 05/25/2037 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 08/01/2038 0.01%
Government National Mortgage Association, 2.50%, due 09/16/2056 0.00%**
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.85%, due 09/25/2022 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 0.00%**
Federal National Mortgage Association REMIC, 23.92%, due 03/25/2036 0.00%**
Eaton Corp., 4.00%, due 11/02/2032 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 23.89%, due 06/15/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 08/15/2030 0.00%**
Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.81%, due 07/25/2034 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
Government National Mortgage Association, 28.68%, due 09/20/2034 0.00%**
Government National Mortgage Association, 2.08%, due 07/16/2048 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.00%**
Federal National Mortgage Association REMIC, 15.19%, due 11/25/2031 0.00%**
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.00%**
Federal Home Loan Mortgage Corp., 3.87%, due 01/01/2035 0.00%**
Government National Mortgage Association, 13.08%, due 10/20/2037 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 0.00%**
Becton Dickinson & Co., 3.73%, due 12/15/2024 0.00%**
Federal Home Loan Mortgage Corp., 3.66%, due 11/01/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.14%, due 09/20/2035 0.00%**
Federal National Mortgage Association REMIC, 13.36%, due 07/25/2033 0.00%**
Baxalta, Inc., 3.60%, due 06/23/2022 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.10%, due 04/21/2034 0.00%**
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 3.53%, due 06/25/2035 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.23%, due 05/16/2038 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.79%, due 03/25/2039 0.00%**
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-3, Class CX, 5.50%, due 05/25/2035 0.00%**
Federal National Mortgage Association REMIC, 0.38%, due 06/27/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 02/15/2023 0.00%**
Federal National Mortgage Association, 3.82%, due 01/01/2036 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2036 0.00%**
Federal National Mortgage Association REMIC, 16.01%, due 05/25/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 0.00%**
Federal National Mortgage Association REMIC, 5.76%, due 10/25/2042 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2036 0.00%**
Federal Home Loan Mortgage Corp., 3.23%, due 10/01/2036 0.00%**
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 0.00%**
Federal Home Loan Mortgage Corp., 3.45%, due 08/01/2036 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.94%, due 04/25/2040 0.00%**
CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4, 5.25%, due 11/25/2033 0.00%**
MPLX, LP, 4.70%, due 04/15/2048 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 0.00%**
Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2, 3.20%, due 01/25/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.97%, due 07/25/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.59%, due 07/20/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Federal Home Loan Mortgage Corp., 3.75%, due 05/01/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 04/15/2033 0.00%**
Federal Home Loan Mortgage Corp., 4.35%, due 10/01/2036 0.00%**
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 3.83%, due 11/25/2033 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.10%, due 06/25/2033 0.00%**
Kroger Co., 5.40%, due 07/15/2040 0.00%**
Federal Home Loan Mortgage Corp., 2.96%, due 03/01/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2022 0.00%**
Southern California Edison Co., 1.84%, due 02/01/2022 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2005-7, Class 30, due 11/25/2035 0.00%**
Government National Mortgage Association, 16.04%, due 06/17/2035 0.00%**
Federal Home Loan Mortgage Corp., 3.01%, due 02/01/2037 0.00%**
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.45%, due 05/10/2063 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Federal National Mortgage Association, 5.00%, due 08/01/2024 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1, 3.55%, due 06/25/2034 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Baxalta, Inc., 5.25%, due 06/23/2045 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.40%, due 11/15/2023 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2004-1, due 03/25/2034 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 11/16/2037 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 3.31%, due 11/21/2034 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Federal National Mortgage Association REMIC, 23.29%, due 05/25/2034 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.94%, due 10/20/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.73%, due 02/25/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.67%, due 09/25/2038 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.83%, due 01/15/2038 0.00%**
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5, 7.00%, due 04/25/2033 0.00%**
Government National Mortgage Association, 19.73%, due 09/20/2037 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.00%**
Federal National Mortgage Association, 5.00%, due 05/01/2023 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2032 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.67%, due 09/25/2038 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.87%, due 08/25/2038 0.00%**
Federal National Mortgage Association REMIC, 25.85%, due 12/25/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2023 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.00%**
Federal National Mortgage Association REMIC, 25.49%, due 10/25/2036 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2, 3.66%, due 06/25/2034 0.00%**
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5, 5.25%, due 10/25/2033 0.00%**
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.00%**
Federal National Mortgage Association, 6.50%, due 01/01/2036 0.00%**
Federal National Mortgage Association REMIC, 12.20%, due 09/25/2033 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A, 3.27%, due 05/20/2034 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2, 2.89%, due 04/25/2034 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.36%, due 09/25/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.63%, due 04/15/2038 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 03/25/2031 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.25%, due 11/15/2037 0.00%**
Federal National Mortgage Association REMIC, 0.52%, due 08/25/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 03/20/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 0.60%, due 02/15/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 14.46%, due 09/15/2033 0.00%**
Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.86%, due 03/20/2035 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.67%, due 02/20/2038 0.00%**
Federal National Mortgage Association, 3.78%, due 01/01/2038 0.00%**
Government National Mortgage Association, 0.74%, due 09/20/2062 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.11%, due 04/20/2039 0.00%**
MASTR Resecuritization Trust, Principal Only STRIPS, Series 2005, Class 3, due 05/28/2035 0.00%**
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2, 6.00%, due 05/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.84%, due 11/20/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.64%, due 04/16/2037 0.00%**
Government National Mortgage Association, 9.00%, due 05/16/2027 0.00%**
Federal National Mortgage Association REMIC, 13.64%, due 03/25/2038 0.00%**
Union Pacific Railroad Co. Pass-Through Trust, 4.69%, due 01/02/2024 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 06/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.30%, due 06/16/2037 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.37%, due 02/25/2039 0.00%**
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 09/15/2035 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 02/25/2022 0.00%**
Federal National Mortgage Association REMIC, 14.16%, due 12/25/2032 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 05/20/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.61%, due 08/20/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.50%, due 03/20/2039 0.00%**
Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.52%, due 08/25/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 07/15/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 0.90%, due 08/25/2042 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 06/20/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.40%, due 06/25/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.92%, due 06/20/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.92%, due 06/25/2037 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 01/25/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.83%, due 02/15/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 7.83%, due 03/15/2032 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 03/16/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.54%, due 12/20/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.50%, due 05/25/2033 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2005-8, Class 30, due 01/25/2036 0.00%**
Federal National Mortgage Association, 8.00%, due 11/01/2037 0.00%**
Government National Mortgage Association, 0.61%, due 03/20/2060 0.00%**
Federal National Mortgage Association REMIC, 10.00%, due 03/25/2032 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.50%, due 10/16/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2032 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.39%, due 12/20/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.39%, due 11/20/2037 0.00%**
Federal National Mortgage Association REMIC, 24.61%, due 02/25/2032 0.00%**
Government National Mortgage Association, 0.71%, due 07/20/2062 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.24%, due 04/25/2040 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.05%, due 01/15/2040 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 2.99%, due 04/25/2041 0.00%**
Chase Funding Loan Acquisition Trust, Series 2003-C2, Class 1A, 4.75%, due 12/25/2019 0.00%**
Government National Mortgage Association, 0.59%, due 04/20/2060 0.00%**
Federal National Mortgage Association REMIC, 8.00%, due 05/25/2022 0.00%**
Government National Mortgage Association, 0.86%, due 05/20/2061 0.00%**
Federal Home Loan Mortgage Corp., 3.81%, due 12/01/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.93%, due 02/16/2039 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.14%, due 03/20/2039 0.00%**
Johnson Controls International PLC, 3.75%, due 12/01/2021 0.00%**
Federal National Mortgage Association, 6.50%, due 12/01/2022 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.93%, due 07/15/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.02%, due 03/25/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.00%, due 12/25/2039 0.00%**
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1, 4.50%, due 09/25/2019 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 2.50%, due 01/25/2038 0.00%**
Government National Mortgage Association, 0.46%, due 08/20/2060 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.83%, due 11/15/2037 0.00%**
Government National Mortgage Association, 16.36%, due 05/18/2034 0.00%**
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.00%**
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS, Series 2003-MS7, Class P, due 03/25/2033 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 0.00%**
RALI Trust, Series 2004-QS3, Class CB, 5.00%, due 03/25/2019 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.32%, due 06/25/2023 0.00%**
RALI Trust, Series 2002-QS16, Class A3, 16.25%, due 10/25/2017 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.23%, due 06/16/2039 0.00%**
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C24, Class XC, 0.00%, due 03/15/2045 0.00%**
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2006-LDP8, Class X, 0.28%, due 05/15/2045 0.00%**
Tricolor Auto Securitization Trust, Series 2018-2A, Class A, 3.96%, due 10/15/2021 0.00%**
Net Other Assets (Liabilities) 4.71%