| JPMORGAN US GOVT MMKT FUN | 6.15 | 102,155,840 |
| TBA UMBS SINGLE FAMILY 2% | 1.65 | 34,158,000 |
| TBA UMBS SINGLE FAMILY 4% | 1.20 | 21,367,000 |
| UNITED STATES 0.5% 02/26 | 1.14 | 19,768,000 |
| TBA GNMA2 SINGLE 6% 07/35 | 1.05 | 17,301,000 |
| UMBS MORTPASS 2% 03/52 | 0.96 | 19,844,785 |
| UNITED 0.375% 01/26 | 0.89 | 15,546,000 |
| TBA UMBS SINGLE FAMILY 6% | 0.69 | 11,390,000 |
| TBA UMBS SINGLE FAMILY 3% | 0.69 | 12,183,000 |
| TBA UMBS SINGLE 5.5% | 0.69 | 11,393,000 |
| UMBS MORTPASS 3% 06/52 | 0.57 | 10,826,066 |
| UNITED 1.125% 10/26 | 0.53 | 9,361,000 |
| GNMA II 2.5% 11/51 | 0.51 | 9,999,094 |
| UMBS MORTPASS 5.5% 03/53 | 0.49 | 8,145,379 |
| UNITED 1.25% 08/31 | 0.49 | 9,740,000 |
| UNITED 1.625% 05/31 | 0.47 | 9,064,000 |
| UNITED 1.875% 02/32 | 0.47 | 9,129,000 |
| UNITED 0.625% 08/30 | 0.45 | 9,059,000 |
| UNITED 3.625% 08/29 | 0.44 | 7,433,000 |
| UNITED 0.75% 03/26 | 0.41 | 7,091,000 |
| UNITED 0.75% 04/26 | 0.40 | 7,047,000 |
| UNITED 0.75% 05/26 | 0.40 | 7,034,000 |
| UNITED 3.75% 12/28 | 0.40 | 6,662,000 |
| UNITED 4.125% 02/27 | 0.39 | 6,434,000 |
| UNITED 3.625% 02/53 | 0.38 | 7,192,000 |
| UNITED 4.625% 09/28 | 0.37 | 6,109,000 |
| UNITED 4.625% 11/26 | 0.37 | 6,148,000 |
| GNMA II 3.5% 11/47 | 0.37 | 6,648,865 |
| UNITED 4.625% 04/31 | 0.36 | 5,828,000 |
| UNITED 1.25% 11/26 | 0.36 | 6,343,000 |
| UNITED 0.875% 06/26 | 0.36 | 6,256,000 |
| UNITED 1.125% 02/28 | 0.36 | 6,589,000 |
| UNITED 0.75% 01/28 | 0.36 | 6,590,000 |
| UNITED 2.75% 08/32 | 0.36 | 6,649,000 |
| UNITED 1.375% 11/31 | 0.35 | 7,030,000 |
| UNITED 3.75% 08/31 | 0.35 | 6,021,000 |
| UNITED 3.625% 09/31 | 0.35 | 6,060,000 |
| UNITED 3.875% 02/43 | 0.34 | 6,142,000 |
| UNITED 3.875% 05/43 | 0.34 | 6,041,000 |
| UNITED 4.375% 11/28 | 0.34 | 5,624,000 |
| UNITED 0.625% 12/27 | 0.34 | 6,293,000 |
| UNITED 0.625% 05/30 | 0.34 | 6,768,000 |
| UNITED 0.625% 07/26 | 0.33 | 5,886,000 |
| UNITED 0.625% 11/27 | 0.33 | 6,026,000 |
| UNITED 1.375% 10/28 | 0.33 | 6,031,000 |
| UNITED 1.125% 08/28 | 0.33 | 6,088,000 |
| UNITED 2.25% 11/27 | 0.32 | 5,538,000 |
| UNITED STATES 0.5% 10/27 | 0.32 | 5,845,000 |
| UNITED STATES 3.5% 04/28 | 0.32 | 5,466,000 |
| UNITED STATES 3.5% 04/30 | 0.32 | 5,437,000 |
| UNITED 0.375% 09/27 | 0.32 | 5,898,000 |
| UNITED 3.625% 03/30 | 0.31 | 5,315,000 |
| UNITED 1.125% 02/31 | 0.30 | 5,984,000 |
| UNITED 1.625% 11/50 | 0.30 | 8,919,000 |
| UNITED STATES 1.5% 02/30 | 0.30 | 5,614,000 |
| UNITED 2.25% 03/26 | 0.29 | 5,025,000 |
| UNITED 2.875% 05/32 | 0.29 | 5,324,000 |
| UNITED 3.875% 09/29 | 0.29 | 4,866,000 |
| UNITED 4.875% 10/28 | 0.29 | 4,688,000 |
| UNITED 3.75% 08/26 | 0.28 | 4,626,000 |
| UNITED 1.25% 03/28 | 0.28 | 5,136,000 |
| UNITED STATES 0.5% 04/27 | 0.28 | 4,989,000 |
| UNITED STATES 0.5% 08/27 | 0.28 | 5,101,000 |
| UNITED STATES 2.5% 02/26 | 0.28 | 4,811,000 |
| UNITED STATES 4% 10/29 | 0.27 | 4,564,000 |
| UNITED 2.625% 07/29 | 0.27 | 4,847,000 |
| UNITED 1.875% 02/27 | 0.27 | 4,627,000 |
| UNITED 2.25% 02/27 | 0.27 | 4,606,000 |
| UNITED 3.625% 05/28 | 0.27 | 4,603,000 |
| UNITED 3.125% 08/29 | 0.26 | 4,494,000 |
| UNITED 3.25% 06/27 | 0.26 | 4,366,000 |
| UNITED 3.375% 05/33 | 0.26 | 4,637,000 |
| UNITED 3.75% 05/30 | 0.26 | 4,457,000 |
| UNITED 3.875% 11/29 | 0.26 | 4,296,000 |
| UNITED 4.125% 11/32 | 0.26 | 4,318,000 |
| UNITED 4.25% 05/39 | 0.26 | 4,314,000 |
| UNITED 4.375% 05/40 | 0.26 | 4,256,000 |
| UNITED 2.625% 05/27 | 0.26 | 4,534,000 |
| UNITED 2.75% 05/29 | 0.26 | 4,576,000 |
| UNITED 2.875% 05/52 | 0.26 | 5,639,000 |
| UNITED 1.875% 02/41 | 0.26 | 6,070,000 |
| UNITED STATES 3.5% 02/33 | 0.26 | 4,575,000 |
| UNITED STATES 5% 05/37 | 0.26 | 3,978,000 |
| UNITED STATES 3.5% 01/30 | 0.25 | 4,337,000 |
| UNITED STATES 4% 02/30 | 0.25 | 4,153,000 |
| UNITED 1.625% 10/26 | 0.25 | 4,426,000 |
| UNITED 1.625% 11/26 | 0.25 | 4,300,000 |
| UNITED 0.875% 11/30 | 0.25 | 4,925,000 |
| UNITED 1.125% 02/27 | 0.25 | 4,518,000 |
| UNITED 2.875% 04/29 | 0.25 | 4,299,000 |
| UNITED 2.75% 07/27 | 0.25 | 4,275,000 |
| UNITED 2.375% 11/49 | 0.25 | 6,090,000 |
| UNITED 1.75% 12/26 | 0.25 | 4,374,000 |
| UNITED 2.375% 02/42 | 0.25 | 5,443,000 |
| UNITED 4.375% 05/34 | 0.25 | 4,124,000 |
| UNITED 4.625% 05/31 | 0.25 | 4,079,000 |
| UNITED 3.875% 08/34 | 0.25 | 4,218,000 |
| UNITED 3.625% 05/26 | 0.25 | 4,211,000 |
| UNITED 0.625% 03/27 | 0.25 | 4,422,000 |
| UNITED 3.625% 05/53 | 0.24 | 4,631,000 |
| UNITED 4.125% 08/30 | 0.24 | 4,003,000 |
| UNITED 2.25% 05/41 | 0.24 | 5,223,000 |
| UNITED 2.875% 05/28 | 0.24 | 4,155,000 |
| UNITED 2.875% 08/28 | 0.24 | 4,104,000 |
| UNITED 1.25% 12/26 | 0.24 | 4,208,000 |
| UNITED STATES 4% 02/28 | 0.24 | 4,061,000 |
| UNITED STATES 2.5% 03/27 | 0.24 | 4,187,000 |
| GNMA II 4.5% 01/49 | 0.24 | 4,042,919 |
| UNITED STATES 1.5% 01/27 | 0.23 | 4,082,000 |
| UNITED STATES 4.5% 05/38 | 0.23 | 3,735,000 |
| UNITED 1.875% 02/51 | 0.23 | 6,489,000 |
| UNITED 1.625% 09/26 | 0.23 | 4,072,000 |
| UNITED 2.75% 04/27 | 0.23 | 3,896,000 |
| UNITED 2.25% 02/52 | 0.23 | 5,868,000 |
| UNITED 4.375% 08/43 | 0.23 | 3,898,000 |
| UNITED 0.25% 09/25 | 0.23 | 3,955,000 |
| UNITED 0.375% 12/25 | 0.23 | 4,028,000 |
| UNITED 3.875% 12/29 | 0.22 | 3,712,000 |
| UNITED 4.375% 02/38 | 0.22 | 3,595,000 |
| UNITED 3.875% 08/40 | 0.22 | 3,782,000 |
| UNITED 3.75% 06/30 | 0.22 | 3,760,000 |
| UNITED 1.25% 05/50 | 0.22 | 7,211,000 |
| UNITED STATES 4% 07/30 | 0.22 | 3,619,000 |
| UNITED STATES 3% 05/47 | 0.22 | 4,610,000 |
| UNITED STATES 2% 11/26 | 0.22 | 3,808,000 |
| GNMA II MORTPASS 3% 09/51 | 0.22 | 4,048,652 |
| UMBS MORTPASS 2% 03/52 | 0.22 | 4,510,342 |
| UMBS MORTPASS 2% 06/52 | 0.22 | 4,472,146 |
| UMBS MORTPASS 2% 12/51 | 0.21 | 4,387,913 |
| UNITED STATES 2% 02/50 | 0.21 | 5,560,000 |
| UNITED 2.25% 08/27 | 0.21 | 3,603,000 |
| UNITED 4.125% 08/53 | 0.21 | 3,662,000 |
| UNITED 0.375% 11/25 | 0.21 | 3,582,000 |
| UNITED 0.375% 07/27 | 0.20 | 3,731,000 |
| UNITED 5.375% 02/31 | 0.20 | 3,169,000 |
| UNITED STATES 1.5% 08/26 | 0.20 | 3,478,000 |
| UNITED STATES 3% 08/52 | 0.20 | 4,276,000 |
| UMBS MORTPASS 2.5% 10/51 | 0.20 | 3,925,653 |
| UMBS MORTPASS 2.5% 06/51 | 0.20 | 3,997,279 |
| UNITED STATES 3% 02/49 | 0.19 | 4,078,000 |
| UNITED STATES 2% 08/51 | 0.19 | 5,199,000 |
| UNITED 3.875% 10/27 | 0.19 | 3,148,000 |
| UNITED 3.625% 03/28 | 0.19 | 3,211,000 |
| UNITED 3.375% 08/42 | 0.19 | 3,664,000 |
| UNITED 2.875% 08/45 | 0.19 | 4,081,000 |
| UNITED 3.875% 11/27 | 0.18 | 2,983,000 |
| UMBS MORTPASS 2.5% 07/51 | 0.18 | 3,621,824 |
| FEDERAL HOME 4.75% 04/27 | 0.18 | 2,880,000 |
| BANK OF NEW VAR 04/34 | 0.17 | 2,876,000 |
| UNITED 3.25% 06/29 | 0.17 | 3,009,000 |
| UNITED 4.25% 08/54 | 0.17 | 2,951,000 |
| UNITED 1.875% 11/51 | 0.17 | 4,787,000 |
| UNITED STATES 2.5% 02/45 | 0.17 | 3,889,000 |
| UNITED STATES 3.5% 02/39 | 0.16 | 2,961,000 |
| UNITED 1.375% 11/40 | 0.16 | 3,978,400 |
| UNITED 0.875% 09/26 | 0.16 | 2,847,000 |
| UNITED 2.375% 05/51 | 0.16 | 3,983,000 |
| UNITED 4.625% 09/30 | 0.16 | 2,605,000 |
| UNITED 4.625% 02/40 | 0.16 | 2,598,000 |
| UNITED 4.375% 11/30 | 0.16 | 2,669,000 |
| UMBS MORTPASS 2% 01/51 | 0.16 | 3,324,770 |
| UMBS MORTPASS 4% 08/52 | 0.15 | 2,676,839 |
| UNITED 4.75% 02/37 | 0.15 | 2,377,000 |
| UNITED 4.125% 10/26 | 0.15 | 2,436,000 |
| UNITED 2.875% 05/49 | 0.15 | 3,269,000 |
| UNITED 3.125% 08/27 | 0.15 | 2,576,000 |
| UNITED 3.875% 12/27 | 0.15 | 2,439,000 |
| UNITED 2.25% 08/49 | 0.15 | 3,662,000 |
| UNITED STATES 2% 11/41 | 0.15 | 3,437,000 |
| T-MOBILE USA 3% 02/41 | 0.15 | 3,232,000 |
| INTERNATIONA 1.125% 09/28 | 0.15 | 2,725,000 |
| LOCKHEED 3.6% 03/35 | 0.15 | 2,816,000 |
| MORGAN STANLEY VAR 07/27 | 0.14 | 2,432,000 |
| GOLDMAN SACHS VAR 02/28 | 0.14 | 2,362,000 |
| GOLDMAN SACHS VAR 07/32 | 0.14 | 2,630,000 |
| TORONTO-DOMIN 0.75% 01/26 | 0.14 | 2,404,000 |
| UNITED 2.375% 05/27 | 0.14 | 2,403,000 |
| UNITED 2.375% 05/29 | 0.14 | 2,556,000 |
| UNITED 2.625% 12/25 | 0.14 | 2,426,000 |
| UNITED 1.25% 05/28 | 0.14 | 2,519,000 |
| UNITED 6.125% 08/29 | 0.14 | 2,100,000 |
| UNITED 6.125% 11/27 | 0.14 | 2,134,000 |
| BAT CAPITAL 4.39% 08/37 | 0.14 | 2,691,000 |
| DUKE ENERGY 6.4% 06/38 | 0.14 | 2,144,000 |
| WELLS FARGO & VAR 10/30 | 0.14 | 2,545,000 |
| BANK OF AMERICA 5% 01/44 | 0.13 | 2,205,000 |
| AMEREN CORP 1.75% 03/28 | 0.13 | 2,315,000 |
| UMBS MORTPASS 6% 02/53 | 0.13 | 2,156,359 |
| UNITED 1.25% 04/28 | 0.13 | 2,311,000 |
| UNITED 1.75% 08/41 | 0.13 | 3,066,000 |
| UNITED STATES 4% 02/34 | 0.13 | 2,229,000 |
| SUMITOMO 0.948% 01/26 | 0.13 | 2,244,000 |
| GNMA II MORTPASS 3% 04/52 | 0.13 | 2,464,309 |
| GNMA II MORTPASS 2% 06/51 | 0.13 | 2,631,710 |
| GNMA II MORTPASS 5% 04/53 | 0.13 | 2,227,283 |
| GNMA II 2.5% 07/52 | 0.12 | 2,367,273 |
| UNITED STATES 2.5% 05/46 | 0.12 | 2,846,000 |
| UNITED STATES 4.5% 08/39 | 0.12 | 2,015,000 |
| THERMO 1.75% 10/28 | 0.12 | 2,156,000 |
| UNITED 4.75% 02/41 | 0.12 | 1,891,000 |
| UNITED 4.125% 03/31 | 0.12 | 1,920,000 |
| UMBS MORTPASS 2% 12/50 | 0.12 | 2,364,848 |
| UMBS MORTPASS 2% 04/51 | 0.12 | 2,523,767 |
| UMBS MORTPASS 2.5% 11/50 | 0.12 | 2,294,745 |
| ASTRAZENECA 1.75% 05/28 | 0.12 | 2,185,000 |
| EUROPEAN 0.375% 03/26 | 0.12 | 2,099,000 |
| SALESFORCE 1.95% 07/31 | 0.12 | 2,240,000 |
| AMERICAN 1.65% 11/26 | 0.11 | 1,848,000 |
| APPLE INC 4.375% 05/45 | 0.11 | 2,045,000 |
| BOEING 3.25% 03/28 | 0.11 | 1,933,000 |
| BARCLAYS 4.836% 05/28 | 0.11 | 1,801,000 |
| UMBS MORTPASS 3% 01/52 | 0.11 | 2,144,150 |
| UMBS MORTPASS 2.5% 08/51 | 0.11 | 2,163,674 |
| UMBS MORTPASS 2% 12/36 | 0.11 | 2,012,131 |
| UMBS MORTPASS 1.5% 08/37 | 0.11 | 2,083,407 |
| FHLMC 2.508% 07/29 | 0.11 | 2,000,000 |
| UMBS MORTPASS 6.5% 11/53 | 0.11 | 1,841,123 |
| UMBS MORTPASS 5% 06/53 | 0.11 | 1,810,553 |
| UMBS MORTPASS 5% 07/53 | 0.11 | 1,827,513 |
| UMBS MORTPASS 3.5% 05/52 | 0.11 | 2,002,371 |
| UNITED 3.125% 11/28 | 0.11 | 1,940,000 |
| NEWMONT 4.875% 03/42 | 0.11 | 1,952,000 |
| UMBS MORTPASS 6% 11/53 | 0.11 | 1,728,244 |
| GNMA II MORTPASS 4% 10/52 | 0.11 | 1,898,575 |
| GNMA II MORTPASS 5% 06/53 | 0.11 | 1,842,729 |
| GNMA II MORTPASS 5% 08/53 | 0.11 | 1,863,603 |
| GNMA II MORTPASS 6% 04/53 | 0.11 | 1,729,401 |
| GNMA II MORTPASS 2% 01/51 | 0.11 | 2,208,441 |
| GNMA II MORTPASS 3% 05/52 | 0.11 | 2,134,546 |
| HSBC HOLDINGS VAR 06/31 | 0.11 | 2,003,000 |
| INTER-AMERIC 4.125% 02/28 | 0.11 | 1,842,000 |
| KINDER MORGAN 4.8% 02/33 | 0.11 | 1,889,000 |
| WELLS FARGO & VAR 06/28 | 0.11 | 1,961,000 |
| VERIZON 1.75% 01/31 | 0.11 | 2,091,000 |
| WALMART INC 1.05% 09/26 | 0.11 | 1,990,000 |
| HCA INC 3.125% 03/27 | 0.10 | 1,726,000 |
| GNMA II MORTPASS 2% 12/50 | 0.10 | 1,933,045 |
| GNMA II MORTPASS 2% 12/51 | 0.10 | 1,998,411 |
| GNMA II 4.5% 07/53 | 0.10 | 1,805,240 |
| UMBS MORTPASS 4.5% 10/52 | 0.10 | 1,717,191 |
| NOMURA 2.71% 01/29 | 0.10 | 1,730,000 |
| UNITED 3.75% 08/27 | 0.10 | 1,602,000 |
| UNITED 4.125% 08/44 | 0.10 | 1,727,000 |
| UNITED 4.25% 02/54 | 0.10 | 1,622,000 |
| UBS 1.25% 08/26 | 0.10 | 1,799,000 |
| UNION 2.891% 04/36 | 0.10 | 1,955,000 |
| UMBS MORTPASS 4% 03/53 | 0.10 | 1,838,911 |
| UMBS MORTPASS 3.5% 12/52 | 0.10 | 1,822,104 |
| UMBS MORTPASS 3.5% 08/52 | 0.10 | 1,828,652 |
| UMBS MORTPASS 5% 02/53 | 0.10 | 1,747,760 |
| UMBS MORTPASS 5.5% 02/53 | 0.10 | 1,715,468 |
| FEDERAL 0.75% 10/27 | 0.10 | 1,791,000 |
| UMBS MORTPASS 2% 08/50 | 0.10 | 2,114,251 |
| UMBS MORTPASS 2.5% 09/51 | 0.10 | 1,964,508 |
| BANK OF VAR 03/32 | 0.10 | 1,808,000 |
| BANK OF VAR 06/29 | 0.10 | 1,821,000 |
| CITIGROUP INC VAR 06/31 | 0.10 | 1,812,000 |
| CITIGROUP INC VAR 11/33 | 0.10 | 1,510,000 |
| CALIFORNIA ST 7.55% 04/39 | 0.10 | 1,400,000 |
| CAPITAL ONE 3.75% 07/26 | 0.10 | 1,732,000 |
| REPUBLIC OF 2.45% 01/31 | 0.09 | 1,748,000 |
| AMAZON.COM 3.15% 08/27 | 0.09 | 1,557,000 |
| UMBS MORTPASS 3% 05/37 | 0.09 | 1,605,184 |
| UMBS MORTPASS 2.5% 08/37 | 0.09 | 1,665,382 |
| UMBS MORTPASS 2.5% 05/37 | 0.09 | 1,542,830 |
| UMBS MORTPASS 2% 02/52 | 0.09 | 1,757,943 |
| UMBS MORTPASS 6.5% 10/54 | 0.09 | 1,461,347 |
| UMBS MORTPASS 3% 10/51 | 0.09 | 1,768,674 |
| TELEFONICA 4.665% 03/38 | 0.09 | 1,702,000 |
| UNITED 4.25% 12/25 | 0.09 | 1,519,000 |
| UNITED 2.75% 02/28 | 0.09 | 1,633,000 |
| ORACLE CORP 3.6% 04/50 | 0.09 | 1,966,000 |
| ORACLE CORP 3.95% 03/51 | 0.09 | 1,829,000 |
| ALPHABET INC 0.8% 08/27 | 0.09 | 1,550,000 |
| INTERNATIONA 3.875% 02/30 | 0.09 | 1,500,000 |
| WESTPAC 1.953% 11/28 | 0.09 | 1,613,000 |
| WELLS FARGO & 4.3% 07/27 | 0.09 | 1,582,000 |
| INTERNATIONA 5.875% 11/32 | 0.08 | 1,233,000 |
| LINCOLN 3.05% 01/30 | 0.08 | 1,423,000 |
| MORGAN STANLEY VAR 04/42 | 0.08 | 1,730,000 |
| MARSH & 2.25% 11/30 | 0.08 | 1,510,000 |
| GENERAL 2.4% 10/28 | 0.08 | 1,448,000 |
| GNMA II MORTPASS 7% 12/53 | 0.08 | 1,222,511 |
| UMBS MORTPASS 2.5% 12/51 | 0.08 | 1,577,885 |
| UMBS MORTPASS 3% 10/51 | 0.08 | 1,565,680 |
| OKLAHOMA GAS 4.15% 04/47 | 0.08 | 1,565,000 |
| UNITED 2.625% 02/29 | 0.08 | 1,368,000 |
| UNITED 4.125% 10/27 | 0.08 | 1,295,000 |
| UNITED 4.125% 09/27 | 0.08 | 1,301,000 |
| UNITED 4.875% 10/30 | 0.08 | 1,342,000 |
| T-MOBILE 4.375% 04/40 | 0.08 | 1,500,000 |
| TARGET CORP 2.95% 01/52 | 0.08 | 1,903,000 |
| UNITED STATES 0.5% 06/27 | 0.08 | 1,440,000 |
| UNITEDHEALTH 3.25% 05/51 | 0.08 | 1,943,000 |
| TARGA 6.875% 01/29 | 0.08 | 1,365,000 |
| TYSON FOODS 4.875% 08/34 | 0.08 | 1,410,000 |
| TENNESSEE 4.7% 07/33 | 0.08 | 1,315,000 |
| TIME WARNER 4.5% 09/42 | 0.08 | 1,659,000 |
| UMBS MORTPASS 5.5% 01/53 | 0.08 | 1,294,104 |
| UMBS MORTPASS 2% 04/52 | 0.08 | 1,747,632 |
| UMBS MORTPASS 2% 02/37 | 0.08 | 1,462,389 |
| UMBS MORTPASS 2% 06/51 | 0.08 | 1,611,363 |
| UMBS MORTPASS 2% 10/50 | 0.08 | 1,694,041 |
| UMBS MORTPASS 2.5% 05/51 | 0.08 | 1,504,990 |
| ANHEUSER-BUSC 4.75% 04/58 | 0.08 | 1,444,000 |
| BOEING 3.55% 03/38 | 0.08 | 1,638,000 |
| CHARTER 2.8% 04/31 | 0.08 | 1,626,000 |
| CONSUMERS 2.5% 05/60 | 0.08 | 2,114,000 |
| COMCAST CORP 3.25% 11/39 | 0.07 | 1,435,000 |
| CONSOLIDATED 3.7% 11/59 | 0.07 | 1,561,000 |
| BANK OF VAR 09/36 | 0.07 | 1,338,000 |
| BANK OF VAR 02/28 | 0.07 | 1,158,000 |
| CITIGROUP INC VAR 03/31 | 0.07 | 1,159,000 |
| CITIGROUP 4.125% 07/28 | 0.07 | 1,195,000 |
| APPLE INC 3.45% 02/45 | 0.07 | 1,387,000 |
| APPLE INC 0.7% 02/26 | 0.07 | 1,261,000 |
| AERCAP 3.3% 01/32 | 0.07 | 1,351,000 |
| AMAZON.COM 4.05% 08/47 | 0.07 | 1,351,000 |
| UMBS MORTPASS 2% 04/52 | 0.07 | 1,413,583 |
| UMBS MORTPASS 3% 01/50 | 0.07 | 1,347,624 |
| FEDERAL HOME ZERO 12/29 | 0.07 | 1,494,000 |
| UMBS MORTPASS 2% 02/42 | 0.07 | 1,378,943 |
| FOX CORP 4.709% 01/29 | 0.07 | 1,112,000 |
| UMBS MORTPASS 4% 12/52 | 0.07 | 1,266,701 |
| UMBS MORTPASS 3.5% 08/50 | 0.07 | 1,182,633 |
| TEXAS 2.9% 11/27 | 0.07 | 1,246,000 |
| TRIMBLE INC 6.1% 03/33 | 0.07 | 1,112,000 |
| UDR INC 3.1% 11/34 | 0.07 | 1,422,000 |
| TSMC ARIZONA 1.75% 10/26 | 0.07 | 1,230,000 |
| UNITED 4.375% 11/39 | 0.07 | 1,148,000 |
| UNITED 3.125% 02/42 | 0.07 | 1,436,000 |
| UNITED 1.625% 05/26 | 0.07 | 1,213,000 |
| AT&T INC 3.85% 06/60 | 0.07 | 1,493,000 |
| REPUBLIC 2.375% 03/33 | 0.07 | 1,422,000 |
| J M SMUCKER 3.375% 12/27 | 0.07 | 1,243,000 |
| UMBS MORTPASS 2.5% 04/52 | 0.07 | 1,367,743 |
| UMBS MORTPASS 2.5% 04/52 | 0.07 | 1,394,224 |
| GNMA II 2.5% 06/51 | 0.07 | 1,424,671 |
| MORGAN STANLEY VAR 07/28 | 0.07 | 1,117,000 |
| MORGAN STANLEY VAR 01/31 | 0.07 | 1,273,000 |
| MORGAN STANLEY VAR 07/34 | 0.07 | 1,061,000 |
| MITSUBISHI 3.751% 07/39 | 0.07 | 1,242,000 |
| COCA-COLA 2.6% 06/50 | 0.07 | 1,707,000 |
| INTERNATIONA 1.625% 11/31 | 0.07 | 1,386,000 |
| HSBC HOLDINGS VAR 03/29 | 0.07 | 1,147,000 |
| VERIZON 3% 11/60 | 0.07 | 1,829,000 |
| VISA INC 0.75% 08/27 | 0.07 | 1,286,000 |
| DENTSPLY 3.25% 06/30 | 0.07 | 1,374,000 |
| YAMANA GOLD 2.63% 08/31 | 0.06 | 1,082,000 |
| EXXON MOBIL 3.482% 03/30 | 0.06 | 1,000,000 |
| WILLIAMS COS 3.75% 06/27 | 0.06 | 987,000 |
| VERIZON MASTER 3.4% 11/28 | 0.06 | 1,000,000 |
| HOME DEPOT 2.8% 09/27 | 0.06 | 1,000,000 |
| INTEL CORP 4.25% 12/42 | 0.06 | 1,244,000 |
| ING GROEP NV VAR 04/27 | 0.06 | 957,000 |
| COCA-COLA 1.65% 06/30 | 0.06 | 1,084,000 |
| M&T BANK CORP VAR 01/34 | 0.06 | 1,003,000 |
| MICROSOFT CORP 4% 02/55 | 0.06 | 1,111,000 |
| MERCK & CO 1.45% 06/30 | 0.06 | 1,100,000 |
| UNITED 3.5% 02/34 | 0.06 | 1,276,000 |
| UMBS MORTPASS 3.5% 05/52 | 0.06 | 1,019,210 |
| GNMA II MORTPASS 6% 12/52 | 0.06 | 1,042,358 |
| GNMA II MORTPASS 4% 09/52 | 0.06 | 1,044,152 |
| GNMA II MORTPASS 2% 08/50 | 0.06 | 1,133,001 |
| GNMA II MORTPASS 2% 02/51 | 0.06 | 1,276,316 |
| GNMA II MORTPASS 2% 11/50 | 0.06 | 1,246,127 |
| PROVINCE OF 2.5% 04/26 | 0.06 | 991,000 |
| NASDAQ INC 6.1% 06/63 | 0.06 | 904,000 |
| FLORIDA POWER 3.7% 12/47 | 0.06 | 1,277,000 |
| UNITED 1.375% 08/26 | 0.06 | 1,084,000 |
| UNITED 4.75% 11/53 | 0.06 | 1,000,000 |
| UNITED 3.75% 12/30 | 0.06 | 942,000 |
| UNITED 3.125% 11/41 | 0.06 | 1,099,000 |
| TELUS CORP 3.4% 05/32 | 0.06 | 1,057,000 |
| UMBS MORTPASS 4% 04/47 | 0.06 | 971,465 |
| UMBS MORTPASS 4% 09/45 | 0.06 | 1,108,225 |
| UMBS MORTPASS 3.5% 02/53 | 0.06 | 1,188,126 |
| UMBS MORTPASS 5% 03/53 | 0.06 | 977,646 |
| FHLMC 1.406% 08/30 | 0.06 | 1,265,000 |
| FHLMC 3.224% 03/27 | 0.06 | 1,000,000 |
| FHLMC 3.413% 12/26 | 0.06 | 1,000,000 |
| FHLMC 3.505% 03/29 | 0.06 | 1,000,000 |
| FHLMC 3.771% 12/28 | 0.06 | 1,000,000 |
| FHLMC 3.9% 07/30 | 0.06 | 1,041,048 |
| FHLMC VAR 09/26 | 0.06 | 1,000,000 |
| UMBS MORTPASS 1.5% 01/36 | 0.06 | 1,103,019 |
| UMBS MORTPASS 2% 09/40 | 0.06 | 1,158,259 |
| UMBS MORTPASS 2.5% 06/51 | 0.06 | 1,270,242 |
| AMGEN INC 3.2% 11/27 | 0.06 | 1,090,000 |
| BROADCOM 4.926% 05/37 | 0.06 | 1,004,000 |
| ASIAN 1.25% 06/28 | 0.06 | 1,018,000 |
| PROVINCE OF 3.3% 03/28 | 0.06 | 1,056,000 |
| AMGEN INC 2.3% 02/31 | 0.06 | 1,200,000 |
| ABBVIE INC 4.25% 11/49 | 0.06 | 1,219,000 |
| ALIBABA 3.25% 02/61 | 0.06 | 1,409,000 |
| BAXTER 3.132% 12/51 | 0.06 | 1,437,000 |
| BLACK HILLS 5.95% 03/28 | 0.06 | 996,000 |
| BERRY GLOBAL 1.57% 01/26 | 0.06 | 977,000 |
| ELEVANCE 5.5% 10/32 | 0.06 | 1,036,000 |
| WALT DISNEY 3.6% 01/51 | 0.06 | 1,189,000 |
| ENERGY 5.25% 04/29 | 0.06 | 1,000,000 |
| CI FINANCIAL 3.2% 12/30 | 0.06 | 1,102,000 |
| CATERPILLAR 0.9% 03/26 | 0.06 | 1,100,000 |
| CVS HEALTH 4.3% 03/28 | 0.06 | 1,000,000 |
| DEUTSCHE BANK VAR 02/34 | 0.06 | 894,000 |
| DEUTSCHE BANK VAR 11/26 | 0.06 | 945,000 |
| JOHN DEERE 4.75% 01/28 | 0.06 | 1,000,000 |
| DOMINION 5.1% 06/65 | 0.05 | 865,000 |
| CVS HEALTH 5.05% 03/48 | 0.05 | 993,000 |
| CISCO 2.95% 02/26 | 0.05 | 928,000 |
| CITIGROUP 3.038% 11/52 | 0.05 | 1,000,000 |
| ENERGY 5.35% 05/45 | 0.05 | 951,000 |
| ENTERPRISE 4.45% 02/43 | 0.05 | 851,000 |
| EXELON CORP 4.7% 04/50 | 0.05 | 990,000 |
| FEDERAL FARM 1.3% 03/27 | 0.05 | 820,000 |
| DUKE ENERGY 3.75% 06/45 | 0.05 | 975,000 |
| ENBRIDGE INC 2.5% 08/33 | 0.05 | 980,000 |
| BLACKSTONE 3.25% 03/27 | 0.05 | 914,000 |
| BOEING CO/THE 3.6% 05/34 | 0.05 | 880,000 |
| BARCLAYS PLC VAR 08/33 | 0.05 | 754,000 |
| BOSTON 3.25% 01/31 | 0.05 | 863,000 |
| NEVADA 3.125% 08/50 | 0.05 | 1,142,000 |
| CITIGROUP INC VAR 11/30 | 0.05 | 841,000 |
| CITIGROUP INC VAR 11/32 | 0.05 | 971,000 |
| CALIFORNIA 2.719% 11/52 | 0.05 | 1,070,000 |
| BRISTOL-MYERS 4.25% 10/49 | 0.05 | 1,019,000 |
| BAIDU INC 1.72% 04/26 | 0.05 | 946,000 |
| ALLY 2.2% 11/28 | 0.05 | 855,000 |
| ASIAN 1% 04/26 | 0.05 | 875,000 |
| AMERICAN 3.39% 05/27 | 0.05 | 800,000 |
| AMGEN INC 5.15% 11/41 | 0.05 | 800,000 |
| UMBS MORTPASS 2% 08/50 | 0.05 | 982,591 |
| UMBS MORTPASS 2% 04/37 | 0.05 | 995,757 |
| UMBS MORTPASS 2.5% 10/35 | 0.05 | 947,799 |
| UMBS MORTPASS 3% 02/50 | 0.05 | 870,651 |
| UMBS MORTPASS 3% 04/52 | 0.05 | 954,908 |
| UMBS MORTPASS 1.5% 12/50 | 0.05 | 1,168,858 |
| FEDERAL HOME 4% 10/26 | 0.05 | 760,000 |
| FEDERAL HOME 6.25% 07/32 | 0.05 | 685,000 |
| UMBS MORTPASS 4.5% 12/52 | 0.05 | 891,287 |
| UMBS MORTPASS 5.5% 02/53 | 0.05 | 880,712 |
| UMBS MORTPASS 5% 12/52 | 0.05 | 829,790 |
| UMBS MORTPASS 5% 08/52 | 0.05 | 865,851 |
| UMBS MORTPASS 5% 09/52 | 0.05 | 861,197 |
| UMBS MORTPASS 4% 10/52 | 0.05 | 899,196 |
| UMBS MORTPASS 4.5% 08/52 | 0.05 | 884,013 |
| UMBS MORTPASS 1.5% 02/51 | 0.05 | 1,133,019 |
| UMBS MORTPASS 1.5% 11/50 | 0.05 | 1,125,107 |
| UMBS MORTPASS 1.5% 12/35 | 0.05 | 887,815 |
| UMBS MORTPASS 6.5% 03/53 | 0.05 | 841,184 |
| UMBS MORTPASS 5.5% 04/53 | 0.05 | 855,904 |
| UMBS MORTPASS 5.5% 07/53 | 0.05 | 886,382 |
| UMBS MORTPASS 5.5% 09/53 | 0.05 | 895,617 |
| UMBS MORTPASS 6.5% 11/53 | 0.05 | 784,823 |
| UMBS MORTPASS 3.5% 05/49 | 0.05 | 838,634 |
| UMBS MORTPASS 3.5% 07/52 | 0.05 | 899,533 |
| UMBS MORTPASS 4% 09/52 | 0.05 | 839,173 |
| UMBS MORTPASS 3.5% 07/49 | 0.05 | 845,641 |
| UMBS MORTPASS 3.5% 11/52 | 0.05 | 922,740 |
| UMBS MORTPASS 3.5% 11/47 | 0.05 | 860,992 |
| UMBS MORTPASS 4% 01/53 | 0.05 | 897,857 |
| UNITED STATES 0.5% 05/27 | 0.05 | 828,000 |
| UNITED STATES 1% 07/28 | 0.05 | 934,000 |
| UNITED STATES 4% 11/52 | 0.05 | 898,000 |
| UNITEDHEALTH 3.125% 05/60 | 0.05 | 1,277,000 |
| TEXTRON INC 3.65% 03/27 | 0.05 | 845,000 |
| NEXTERA 1.875% 01/27 | 0.05 | 895,000 |
| PROVINCE OF 1.125% 10/30 | 0.05 | 928,000 |
| NORFOLK 3.7% 03/53 | 0.05 | 1,164,000 |
| PUBLIC 0.95% 03/26 | 0.05 | 909,000 |
| PFIZER INC 3.6% 09/28 | 0.05 | 835,000 |
| SHELL 6.375% 12/38 | 0.05 | 782,000 |
| PHILLIPS 66 3.75% 03/28 | 0.05 | 934,000 |
| SVENSK 4.125% 06/28 | 0.05 | 809,000 |
| ROYAL BANK OF 1.4% 11/26 | 0.05 | 903,000 |
| STATE STREET VAR 01/34 | 0.05 | 824,000 |
| SOUTHERN CO 5.15% 09/32 | 0.05 | 850,000 |
| GNMA II MORTPASS 2% 03/51 | 0.05 | 955,155 |
| GNMA II MORTPASS 2% 04/52 | 0.05 | 996,900 |
| GNMA II MORTPASS 2% 09/51 | 0.05 | 913,911 |
| GNMA II 5.5% 09/52 | 0.05 | 781,135 |
| GNMA II MORTPASS 2% 01/52 | 0.05 | 1,008,753 |
| GOLDMAN 6.125% 02/33 | 0.05 | 708,000 |
| GILEAD SCIENCES 4% 09/36 | 0.05 | 851,000 |
| UMBS MORTPASS 3.5% 04/52 | 0.05 | 970,620 |
| UMBS MORTPASS 3.5% 01/52 | 0.05 | 901,393 |
| UMBS MORTPASS 3% 04/51 | 0.05 | 919,757 |
| UMBS MORTPASS 3% 05/52 | 0.05 | 880,156 |
| UMBS MORTPASS 2.5% 10/51 | 0.05 | 1,009,655 |
| UMBS MORTPASS 5.5% 03/53 | 0.05 | 884,321 |
| UMBS MORTPASS 6.5% 03/53 | 0.05 | 761,872 |
| GNMA II 2.5% 09/51 | 0.05 | 874,534 |
| UMBS MORTPASS 6% 03/53 | 0.05 | 840,187 |
| UNITED 3.771% 05/61 | 0.05 | 1,236,000 |
| METLIFE INC 5.7% 06/35 | 0.05 | 783,000 |
| METLIFE INC 6.375% 06/34 | 0.05 | 750,000 |
| MERCK & CO 3.4% 03/29 | 0.05 | 785,000 |
| KIMBERLY-CLA 6.625% 08/37 | 0.05 | 672,000 |
| JBS USA 5.5% 01/30 | 0.05 | 883,000 |
| JAPAN 3.375% 06/28 | 0.05 | 876,000 |
| KEURIG DR 3.95% 04/29 | 0.05 | 901,000 |
| HOME DEPOT 3.5% 09/56 | 0.05 | 1,023,000 |
| HUMANA INC 4.8% 03/47 | 0.05 | 990,000 |
| INTER-AMERIC 4.375% 02/27 | 0.05 | 869,000 |
| INTERNATIONAL 2.5% 11/27 | 0.05 | 786,000 |
| US BANCORP VAR 11/36 | 0.05 | 907,000 |
| WELLS FARGO & 3.9% 05/45 | 0.05 | 918,000 |
| ZIONS 3.25% 10/29 | 0.05 | 962,000 |
| VISA INC 4.15% 12/35 | 0.04 | 616,000 |
| VALERO ENERGY 3.4% 09/26 | 0.04 | 598,000 |
| VIATRIS INC 3.85% 06/40 | 0.04 | 958,000 |
| HSBC USA 5.625% 03/25 | 0.04 | 661,000 |
| HARTFORD 2.8% 08/29 | 0.04 | 668,000 |
| HUNTINGTON VAR 08/36 | 0.04 | 712,000 |
| GOLDMAN SACHS VAR 02/33 | 0.04 | 814,000 |
| KOREA 1% 09/26 | 0.04 | 646,000 |
| JAPAN 2.125% 10/26 | 0.04 | 656,000 |
| JOHNSON STEP 07/64 | 0.04 | 766,000 |
| JPMCC 3.7232% 03/50 | 0.04 | 600,000 |
| JAPAN BANK 2.25% 11/26 | 0.04 | 760,000 |
| INTEL CORP 2% 08/31 | 0.04 | 819,000 |
| INTEL CORP 2.8% 08/41 | 0.04 | 983,000 |
| INTERNATIONAL 1.75% 10/29 | 0.04 | 664,000 |
| REPUBLIC OF 2.5% 06/29 | 0.04 | 672,000 |
| ALTRIA 5.375% 01/44 | 0.04 | 658,000 |
| MORGAN 4.3% 01/45 | 0.04 | 695,000 |
| GNMA II 2.5% 12/50 | 0.04 | 785,077 |
| UMBS MORTPASS 3% 02/50 | 0.04 | 815,132 |
| UMBS MORTPASS 3% 04/43 | 0.04 | 645,565 |
| UMBS MORTPASS 2.5% 02/36 | 0.04 | 729,009 |
| UMBS MORTPASS 2.5% 04/42 | 0.04 | 823,697 |
| GENERAL MOTORS 5% 04/35 | 0.04 | 707,000 |
| GLOBAL 1.2% 03/26 | 0.04 | 701,000 |
| GNMA II MORTPASS 6% 07/53 | 0.04 | 582,695 |
| GNMA II 6.5% 09/53 | 0.04 | 679,289 |
| GNMA II MORTPASS 3% 02/52 | 0.04 | 819,958 |
| GNMA II MORTPASS 3% 03/52 | 0.04 | 834,365 |
| GNMA II MORTPASS 4% 01/49 | 0.04 | 682,468 |
| AT&T INC 4.5% 05/35 | 0.04 | 628,000 |
| AT&T INC 5.35% 09/40 | 0.04 | 607,000 |
| WRKCO INC 3% 06/33 | 0.04 | 710,000 |
| BANCO 2.749% 12/30 | 0.04 | 800,000 |
| STARBUCKS CORP 3% 02/32 | 0.04 | 813,000 |
| CHARLES 3.2% 03/27 | 0.04 | 700,000 |
| PIONEER 1.125% 01/26 | 0.04 | 652,000 |
| PRUDENTIAL 3.935% 12/49 | 0.04 | 781,000 |
| SHELL 3% 11/51 | 0.04 | 1,052,000 |
| WYETH LLC 5.95% 04/37 | 0.04 | 557,000 |
| PEPSICO INC 1.625% 05/30 | 0.04 | 689,000 |
| REPUBLIC OF 3.23% 07/21 | 0.04 | 1,058,000 |
| REPUBLIC OF 2.65% 12/45 | 0.04 | 1,041,000 |
| REPUBLIC OF 4.5% 01/63 | 0.04 | 1,116,000 |
| PARAMOUNT 4.2% 05/32 | 0.04 | 669,000 |
| ORACLE CORP 4% 11/47 | 0.04 | 753,000 |
| PROVINCE OF 2.5% 04/26 | 0.04 | 761,000 |
| ORACLE CORP 3.25% 11/27 | 0.04 | 773,000 |
| NXP BV / 3.25% 05/41 | 0.04 | 927,000 |
| OESTERREICHI 4.125% 01/29 | 0.04 | 593,000 |
| UNILEVER 2.9% 05/27 | 0.04 | 657,000 |
| UBS 3.487% 08/50 | 0.04 | 700,000 |
| UNIVERSITY 2.256% 09/50 | 0.04 | 1,120,000 |
| UNION 3.375% 02/35 | 0.04 | 706,000 |
| TUCSON ARIZ 2.856% 07/47 | 0.04 | 865,000 |
| UNITED STATES 3% 05/42 | 0.04 | 789,000 |
| UNITED STATES 4.5% 11/33 | 0.04 | 638,000 |
| UNITED 3.375% 11/48 | 0.04 | 785,000 |
| UNITED 3.625% 08/43 | 0.04 | 808,000 |
| UNITED 3.75% 11/43 | 0.04 | 817,000 |
| UMBS MORTPASS 4% 08/43 | 0.04 | 717,079 |
| UMBS MORTPASS 3.5% 06/46 | 0.04 | 716,884 |
| UMBS MORTPASS 3.5% 03/48 | 0.04 | 659,196 |
| UMBS MORTPASS 3% 11/49 | 0.04 | 719,526 |
| FNMA-ACES VAR 10/31 | 0.04 | 700,000 |
| UMBS MORTPASS 1.5% 05/51 | 0.04 | 958,545 |
| FORD CREDIT 1.06% 09/27 | 0.04 | 600,000 |
| FORD CREDIT 4.06% 11/30 | 0.04 | 600,000 |
| UMBS MORTPASS 2% 02/52 | 0.04 | 871,910 |
| UMBS MORTPASS 2% 07/50 | 0.04 | 738,844 |
| UMBS MORTPASS 5% 01/53 | 0.04 | 711,361 |
| UMBS MORTPASS 4.5% 07/49 | 0.04 | 710,997 |
| UMBS MORTPASS 2% 03/37 | 0.04 | 727,602 |
| UMBS MORTPASS 1.5% 04/37 | 0.04 | 772,313 |
| UMBS MORTPASS 1.5% 05/36 | 0.04 | 723,844 |
| FIFTH THIRD VAR 11/27 | 0.04 | 690,000 |
| FHLMC 1.341% 06/30 | 0.04 | 700,000 |
| UMBS MORTPASS 3% 03/47 | 0.04 | 651,247 |
| UMBS MORTPASS 3% 05/37 | 0.04 | 723,036 |
| UMBS MORTPASS 2.5% 11/49 | 0.04 | 797,214 |
| UMBS MORTPASS 3% 04/51 | 0.04 | 684,906 |
| UMBS MORTPASS 3% 07/50 | 0.04 | 807,233 |
| UMBS MORTPASS 2.5% 09/50 | 0.04 | 700,377 |
| UMBS MORTPASS 2.5% 07/50 | 0.04 | 819,682 |
| UMBS MORTPASS 3% 01/50 | 0.04 | 742,921 |
| UMBS MORTPASS 2.5% 12/51 | 0.04 | 809,287 |
| UMBS MORTPASS 2% 03/51 | 0.04 | 765,778 |
| UMBS MORTPASS 2% 03/52 | 0.04 | 844,873 |
| UMBS MORTPASS 2% 12/40 | 0.04 | 722,814 |
| UMBS MORTPASS 2% 09/51 | 0.04 | 887,501 |
| UMBS MORTPASS 2% 12/50 | 0.04 | 826,025 |
| UMBS MORTPASS 2.5% 06/51 | 0.04 | 780,909 |
| UMBS MORTPASS 2.5% 05/51 | 0.04 | 679,391 |
| UMBS MORTPASS 2.5% 03/51 | 0.04 | 772,591 |
| UMBS MORTPASS 2.5% 01/52 | 0.04 | 862,585 |
| UMBS MORTPASS 2.5% 02/52 | 0.04 | 875,850 |
| BROADCOM 3.137% 11/35 | 0.04 | 728,000 |
| AMERICAN 3.875% 01/35 | 0.04 | 670,000 |
| ABBVIE INC 4.85% 06/44 | 0.04 | 749,000 |
| APPLE INC 2.2% 09/29 | 0.04 | 647,000 |
| BP CAPITAL 2.721% 01/32 | 0.04 | 690,000 |
| BP CAPITAL 3% 02/50 | 0.04 | 870,000 |
| PROVINCE OF 4.2% 07/33 | 0.04 | 733,000 |
| PROVINCE OF 4.75% 06/34 | 0.04 | 694,000 |
| BANK OF VAR 01/37 | 0.04 | 830,000 |
| CARRIER 2.493% 02/27 | 0.04 | 621,000 |
| BERKSHIRE 3.25% 04/28 | 0.04 | 701,000 |
| BANK OF 3.5% 04/26 | 0.04 | 635,000 |
| BOOKING 4.625% 04/30 | 0.04 | 650,000 |
| BAXTER 2.272% 12/28 | 0.04 | 659,000 |
| EUROPEAN 3.75% 11/29 | 0.04 | 742,000 |
| DUKE ENERGY 3.7% 12/47 | 0.04 | 816,000 |
| DIAGEO 2.125% 04/32 | 0.04 | 700,000 |
| TWDC 1.85% 07/26 | 0.04 | 660,000 |
| TWDC 3% 07/46 | 0.04 | 885,000 |
| ENTERGY 4.95% 01/45 | 0.04 | 800,000 |
| COPT DEFENSE 2% 01/29 | 0.04 | 661,000 |
| COMCAST CORP 3.2% 07/36 | 0.04 | 844,000 |
| CAPITAL ONE 3.8% 01/28 | 0.04 | 737,000 |
| CAPITAL ONE 3.49% 05/27 | 0.04 | 750,000 |
| CENCORA INC 2.7% 03/31 | 0.04 | 824,000 |
| CANADIAN 1.75% 12/26 | 0.04 | 690,000 |
| CVS HEALTH 4.125% 04/40 | 0.04 | 724,000 |
| DISCOVER CARD 3.56% 07/27 | 0.04 | 750,000 |
| VIRGINIA 3.8% 09/47 | 0.04 | 944,000 |
| DEUTSCHE BANK VAR 11/29 | 0.03 | 416,000 |
| CVS HEALTH 6.125% 09/39 | 0.03 | 440,000 |
| CHEVRON 2.236% 05/30 | 0.03 | 573,000 |
| CSX CORP 4.75% 05/42 | 0.03 | 586,000 |
| COMCAST CORP 3.15% 03/26 | 0.03 | 493,000 |
| CUMMINS INC 2.6% 09/50 | 0.03 | 659,000 |
| CHARTER 3.85% 04/61 | 0.03 | 817,000 |
| CROWN CASTLE 3.25% 01/51 | 0.03 | 702,000 |
| CH ROBINSON 4.2% 04/28 | 0.03 | 502,000 |
| CHARTER 2.25% 01/29 | 0.03 | 475,000 |
| REPUBLIC OF 2.55% 07/33 | 0.03 | 541,000 |
| COMMONWEALTH 3.65% 06/46 | 0.03 | 590,000 |
| ENERGY 6.25% 04/49 | 0.03 | 440,000 |
| EQUITABLE 4.35% 04/28 | 0.03 | 513,000 |
| EUROPEAN 3.75% 02/33 | 0.03 | 448,000 |
| EOG RESOURCES 3.9% 04/35 | 0.03 | 527,000 |
| ENTERPRISE 3.125% 07/29 | 0.03 | 606,000 |
| EQUINOR ASA 3.625% 09/28 | 0.03 | 462,000 |
| ERP 4.15% 12/28 | 0.03 | 427,000 |
| POTOMAC 4.15% 03/43 | 0.03 | 515,000 |
| FORD MOTOR 7.35% 03/30 | 0.03 | 400,000 |
| EXPEDIA 3.25% 02/30 | 0.03 | 601,000 |
| EXPEDIA GROUP 5% 02/26 | 0.03 | 517,000 |
| FORD MOTOR 6.8% 05/28 | 0.03 | 500,000 |
| FREEPORT-MCMO 5.45% 03/43 | 0.03 | 589,000 |
| DOW CHEMICAL 5.25% 11/41 | 0.03 | 480,000 |
| DTE ENERGY 2.95% 03/30 | 0.03 | 488,000 |
| ELEVANCE 3.7% 09/49 | 0.03 | 612,000 |
| EDISON 5.25% 11/28 | 0.03 | 500,000 |
| EQUIFAX INC 2.35% 09/31 | 0.03 | 577,000 |
| BANK 2.403% 03/63 | 0.03 | 500,000 |
| BANK 2.47% 09/64 | 0.03 | 500,000 |
| BANK 2018-BNK13 VAR 08/61 | 0.03 | 500,000 |
| BENCHMARK 2.669% 12/54 | 0.03 | 600,000 |
| BRUNSWICK 4.4% 09/32 | 0.03 | 615,000 |
| BELL 2.15% 02/32 | 0.03 | 506,000 |
| ASTRAZENECA 1.375% 08/30 | 0.03 | 519,000 |
| AUTOZONE INC 4% 04/30 | 0.03 | 475,000 |
| BOEING CO/THE 3.5% 03/39 | 0.03 | 548,000 |
| PACIFICORP 5.1% 02/29 | 0.03 | 500,000 |
| BRIXMOR 4.05% 07/30 | 0.03 | 486,000 |
| BRISTOL-MYERS 5.5% 02/44 | 0.03 | 500,000 |
| BRISTOL-MYERS 5.55% 02/54 | 0.03 | 500,000 |
| OTCBA FINRA CSH AT BROKER | 0.03 | 420,000 |
| ABBVIE INC 2.95% 11/26 | 0.03 | 450,000 |
| ABBVIE INC 4.05% 11/39 | 0.03 | 479,000 |
| ABBVIE INC 5.4% 03/54 | 0.03 | 500,000 |
| ADOBE INC 2.15% 02/27 | 0.03 | 465,000 |
| STATE OF 5.5% 09/33 | 0.03 | 446,000 |
| ALLSTATE 3.28% 12/26 | 0.03 | 488,000 |
| AMGEN INC 3% 01/52 | 0.03 | 800,000 |
| AMERICAN 3.45% 06/29 | 0.03 | 595,000 |
| ASIAN 0.5% 02/26 | 0.03 | 568,000 |
| ARES CAPITAL 2.15% 07/26 | 0.03 | 497,000 |
| ALEXANDRIA 4.9% 12/30 | 0.03 | 500,000 |
| AMERICAN 2.1% 06/30 | 0.03 | 537,000 |
| UMBS MORTPASS 2.5% 05/50 | 0.03 | 500,125 |
| UMBS MORTPASS 2% 12/35 | 0.03 | 602,074 |
| UMBS MORTPASS 2% 09/51 | 0.03 | 696,229 |
| UMBS MORTPASS 2.5% 12/51 | 0.03 | 493,416 |
| UMBS MORTPASS 2.5% 09/50 | 0.03 | 514,906 |
| UMBS MORTPASS 2.5% 08/51 | 0.03 | 681,607 |
| UMBS MORTPASS 2.5% 11/35 | 0.03 | 620,099 |
| UMBS MORTPASS 2.5% 10/50 | 0.03 | 512,887 |
| UMBS MORTPASS 3% 02/47 | 0.03 | 536,248 |
| FHLMC 2.108% 01/31 | 0.03 | 600,000 |
| FHLMC VAR 10/28 | 0.03 | 500,000 |
| FREDDIE MAC 1.621% 02/54 | 0.03 | 500,000 |
| FHLMC 3.75% 04/33 | 0.03 | 545,000 |
| UMBS MORTPASS 1.5% 04/41 | 0.03 | 670,712 |
| UMBS MORTPASS 1.5% 11/41 | 0.03 | 571,437 |
| UMBS MORTPASS 2% 01/36 | 0.03 | 476,226 |
| FHLMCGLD 3.5% 10/45 | 0.03 | 544,831 |
| UMBS MORTPASS 5% 10/40 | 0.03 | 424,263 |
| UMBS MORTPASS 4% 09/50 | 0.03 | 463,452 |
| UMBS MORTPASS 1.5% 12/36 | 0.03 | 587,712 |
| FNMA-ACES 2.522% 08/29 | 0.03 | 575,626 |
| UMBS MORTPASS 7% 01/54 | 0.03 | 400,963 |
| UMBS MORTPASS 3% 12/45 | 0.03 | 469,790 |
| UMBS MORTPASS 3% 08/48 | 0.03 | 586,734 |
| UMBS MORTPASS 3% 07/47 | 0.03 | 517,123 |
| UMBS MORTPASS 3.5% 04/49 | 0.03 | 473,520 |
| UMBS MORTPASS 3.5% 05/34 | 0.03 | 461,840 |
| UMBS MORTPASS 3.5% 05/43 | 0.03 | 615,541 |
| UMBS MORTPASS 4% 09/52 | 0.03 | 445,415 |
| UMBS MORTPASS 4% 03/45 | 0.03 | 523,161 |
| UNITED 1.375% 08/50 | 0.03 | 871,000 |
| UNITED 1.625% 02/26 | 0.03 | 584,000 |
| UNITED 3.125% 02/43 | 0.03 | 576,000 |
| UNITED 2.375% 03/29 | 0.03 | 531,000 |
| UNITED STATES 4.5% 07/26 | 0.03 | 524,000 |
| TJX COS 1.15% 05/28 | 0.03 | 630,000 |
| TRUIST VAR 03/27 | 0.03 | 496,000 |
| UNITED STATES 4% 11/42 | 0.03 | 562,000 |
| TOYOTA MOTOR 1.15% 08/27 | 0.03 | 513,000 |
| TOYOTA MOTOR 2.76% 07/29 | 0.03 | 550,000 |
| TOYOTA MOTOR 3.05% 01/28 | 0.03 | 474,000 |
| UNITEDHEALTH 4.75% 05/52 | 0.03 | 500,000 |
| ONEOK INC 4.55% 07/28 | 0.03 | 550,000 |
| OESTERREICHIS 4.75% 05/27 | 0.03 | 553,000 |
| OESTERREICHISC 0.5% 02/26 | 0.03 | 555,000 |
| NORFOLK 4.1% 05/21 | 0.03 | 633,000 |
| NORTHERN TRUST VAR 05/32 | 0.03 | 499,000 |
| NETFLIX INC 4.375% 11/26 | 0.03 | 475,000 |
| NOV INC 3.6% 12/29 | 0.03 | 470,000 |
| OVINTIV INC 5.65% 05/28 | 0.03 | 497,000 |
| PROVINCE OF 3.1% 05/27 | 0.03 | 456,000 |
| PACIFIC GAS 2.5% 02/31 | 0.03 | 611,000 |
| REPUBLIC OF 8.875% 09/27 | 0.03 | 420,000 |
| PACIFIC GAS AND 3% 06/28 | 0.03 | 471,000 |
| PROLOGIS LP 1.75% 07/30 | 0.03 | 486,000 |
| PHILIP 4.875% 11/43 | 0.03 | 449,000 |
| PROCTER & 4.05% 01/33 | 0.03 | 483,000 |
| BANCO 6.921% 08/33 | 0.03 | 400,000 |
| SHERWIN-WILLIA 4.5% 06/47 | 0.03 | 492,000 |
| ROYAL BANK OF 6% 11/27 | 0.03 | 402,000 |
| RTX CORP 3.03% 03/52 | 0.03 | 796,000 |
| RTX CORP 5% 02/26 | 0.03 | 505,000 |
| RTX CORP 1.9% 09/31 | 0.03 | 540,000 |
| CONSTELLATION 3.6% 02/28 | 0.03 | 554,000 |
| SEMPRA 3.8% 02/38 | 0.03 | 565,000 |
| GNMA II 6.5% 07/53 | 0.03 | 481,625 |
| GNMA II 3.5% 11/47 | 0.03 | 613,135 |
| GNMA II MORTPASS 7% 01/53 | 0.03 | 453,314 |
| GNMA II MORTPASS 5% 09/52 | 0.03 | 546,189 |
| GILEAD 2.95% 03/27 | 0.03 | 510,000 |
| UMBS MORTPASS 2.5% 04/50 | 0.03 | 612,339 |
| UMBS MORTPASS 2.5% 09/51 | 0.03 | 643,425 |
| UMBS MORTPASS 3% 02/50 | 0.03 | 487,013 |
| UMBS MORTPASS 3% 11/32 | 0.03 | 449,876 |
| UMBS MORTPASS 3% 12/47 | 0.03 | 483,623 |
| GNMA II 2.5% 10/50 | 0.03 | 654,068 |
| UMBS MORTPASS 6.5% 07/53 | 0.03 | 414,084 |
| UMBS MORTPASS 7% 01/54 | 0.03 | 413,281 |
| FS KKR 2.625% 01/27 | 0.03 | 460,000 |
| MORGAN STANLEY VAR 05/27 | 0.03 | 543,000 |
| MORGAN 3.102% 11/49 | 0.03 | 450,000 |
| MICROSOFT 3.4% 06/27 | 0.03 | 500,000 |
| MORGAN 3.337% 12/49 | 0.03 | 540,924 |
| MORGAN STANLEY VAR 04/32 | 0.03 | 693,000 |
| NASDAQ INC 3.85% 06/26 | 0.03 | 433,000 |
| MCCORMICK & 4.2% 08/47 | 0.03 | 518,000 |
| UNITED 4.28% 08/41 | 0.03 | 625,000 |
| UNITED 3.25% 04/30 | 0.03 | 505,000 |
| UNITED 6.35% 02/35 | 0.03 | 500,000 |
| LLOYDS 4.344% 01/48 | 0.03 | 538,000 |
| KRAFT HEINZ 6.5% 02/40 | 0.03 | 488,000 |
| KINDER MORGAN 5.2% 03/48 | 0.03 | 593,000 |
| LOWE'S COS 2.5% 04/26 | 0.03 | 500,000 |
| LEIDOS INC 4.375% 05/30 | 0.03 | 454,000 |
| LAM RESEARCH 1.9% 06/30 | 0.03 | 502,000 |
| MARRIOTT 3.5% 10/32 | 0.03 | 492,000 |
| MCKESSON CORP 1.3% 08/26 | 0.03 | 524,000 |
| MCKESSON CORP 5.1% 07/33 | 0.03 | 478,000 |
| REPUBLIC OF 4.45% 04/70 | 0.03 | 654,000 |
| ING GROEP NV 3.95% 03/27 | 0.03 | 500,000 |
| JBS USA HOLDING 3% 02/29 | 0.03 | 610,000 |
| JPMBB 3.8014% 08/48 | 0.03 | 534,009 |
| GOLDMAN SACHS VAR 02/43 | 0.03 | 535,000 |
| HOME DEPOT 2.125% 09/26 | 0.03 | 600,000 |
| HCA INC 3.5% 09/30 | 0.03 | 500,000 |
| HALLIBURTON 4.85% 11/35 | 0.03 | 448,000 |
| HONEYWELL 4.5% 01/34 | 0.03 | 544,000 |
| HONEYWELL 5% 02/33 | 0.03 | 426,000 |
| AMERICAN HONDA 2% 03/28 | 0.03 | 502,000 |
| HSBC HOLDINGS VAR 06/29 | 0.03 | 452,000 |
| INTER-AMERICAN 4% 01/28 | 0.03 | 487,000 |
| INTERNATIONAL 4.5% 02/26 | 0.03 | 450,000 |
| WEIBO CORP 3.375% 07/30 | 0.03 | 546,000 |
| VERIZON 3.55% 03/51 | 0.03 | 600,000 |
| WELLS FARGO & VAR 04/41 | 0.03 | 578,000 |
| WESTERN 5.3% 03/48 | 0.03 | 624,000 |
| WELLS FARGO 2.892% 08/52 | 0.03 | 500,000 |
| WELLS FARGO 3.055% 06/52 | 0.03 | 471,462 |
| UNIVERSITY 4.063% 04/52 | 0.03 | 609,000 |
| UNITED PARCEL 3.4% 09/49 | 0.03 | 595,000 |
| WELLS FARGO 3.453% 07/50 | 0.03 | 500,000 |
| EXXON MOBIL 4.114% 03/46 | 0.03 | 657,000 |
| NORTHERN 4.5% 06/52 | 0.03 | 500,000 |
| PUBLIC 3.2% 03/50 | 0.03 | 659,000 |
| WESTPAC VAR 11/35 | 0.03 | 607,000 |
| EXXON MOBIL 2.995% 08/39 | 0.02 | 319,000 |
| UNION PACIFIC 4.1% 09/67 | 0.02 | 352,000 |
| TRUSTEES OF 3.61% 02/19 | 0.02 | 496,000 |
| UNITED 3.625% 10/42 | 0.02 | 355,000 |
| UNITEDHEALTH 6.5% 06/37 | 0.02 | 260,000 |
| ORIENTAL 5.75% 10/34 | 0.02 | 330,000 |
| US BANCORP 1.375% 07/30 | 0.02 | 390,000 |
| VULCAN 3.5% 06/30 | 0.02 | 289,000 |
| VIATRIS INC 2.3% 06/27 | 0.02 | 300,000 |
| VENTAS REALTY 4% 03/28 | 0.02 | 268,000 |
| WELLS FARGO & 3% 04/26 | 0.02 | 419,000 |
| DISCOVERY 3.95% 03/28 | 0.02 | 300,000 |
| WESTINGHOUSE 3.45% 11/26 | 0.02 | 300,000 |
| WASTE 2.95% 01/52 | 0.02 | 548,000 |
| WASTE 4.2% 01/33 | 0.02 | 303,000 |
| WORKDAY INC 3.7% 04/29 | 0.02 | 300,000 |
| WESTERN 2.85% 02/29 | 0.02 | 310,000 |
| INTERNATIONAL 4.75% 02/33 | 0.02 | 284,000 |
| INTERNATIONAL 3.5% 07/28 | 0.02 | 373,000 |
| HSBC HOLDINGS VAR 08/31 | 0.02 | 463,000 |
| HSBC HOLDINGS VAR 11/27 | 0.02 | 280,000 |
| HSBC BANK USA 7% 01/39 | 0.02 | 255,000 |
| INTER-AMERICAN 3.2% 08/42 | 0.02 | 408,000 |
| HONEYWELL 1.95% 06/30 | 0.02 | 340,000 |
| HP INC 1.45% 06/26 | 0.02 | 300,000 |
| HESS CORP 7.3% 08/31 | 0.02 | 287,000 |
| GXO 1.65% 07/26 | 0.02 | 300,000 |
| JOHNSON & 3.4% 01/38 | 0.02 | 362,000 |
| KELLANOVA 4.3% 05/28 | 0.02 | 375,000 |
| KEYBANK 3.4% 05/26 | 0.02 | 260,000 |
| KEYBANK 4.7% 01/26 | 0.02 | 350,000 |
| STATE OF 2.75% 07/30 | 0.02 | 305,000 |
| STATE OF 3.375% 01/50 | 0.02 | 582,000 |
| REPUBLIC OF 2.875% 10/29 | 0.02 | 452,000 |
| INTEL CORP 3.1% 02/60 | 0.02 | 477,000 |
| INTEL CORP 2.45% 11/29 | 0.02 | 378,000 |
| ILLINOIS ST 5.1% 06/33 | 0.02 | 385,882 |
| MCDONALD'S 4.6% 05/45 | 0.02 | 312,000 |
| MEDTRONIC 4.375% 03/35 | 0.02 | 369,000 |
| MID-AMERICA 1.1% 09/26 | 0.02 | 292,000 |
| COCA-COLA 1.375% 03/31 | 0.02 | 300,000 |
| COCA-COLA 3.45% 03/30 | 0.02 | 390,000 |
| COCA-COLA 1.85% 09/32 | 0.02 | 391,000 |
| KIMCO REALTY 4.6% 02/33 | 0.02 | 288,000 |
| LLOYDS BANKING VAR 05/27 | 0.02 | 373,000 |
| KROGER CO/THE 5.4% 07/40 | 0.02 | 294,000 |
| KILROY REALTY 2.5% 11/32 | 0.02 | 519,000 |
| KENVUE INC 4.9% 03/33 | 0.02 | 330,000 |
| KENVUE INC 5% 03/30 | 0.02 | 330,000 |
| UNITED 2.659% 05/31 | 0.02 | 303,000 |
| UNITED 4.75% 04/32 | 0.02 | 307,000 |
| METLIFE INC 4.6% 05/46 | 0.02 | 298,000 |
| META 4.45% 08/52 | 0.02 | 307,000 |
| MPLX LP 4.9% 04/58 | 0.02 | 453,000 |
| MPLX LP 5.2% 03/47 | 0.02 | 340,000 |
| NATIONAL BANK VAR 07/27 | 0.02 | 260,000 |
| MICRON 2.703% 04/32 | 0.02 | 307,000 |
| MORGAN STANLEY VAR 10/27 | 0.02 | 260,000 |
| MORGAN 3.72% 12/49 | 0.02 | 295,000 |
| MORGAN STANLEY VAR 01/28 | 0.02 | 367,000 |
| MORGAN STANLEY VAR 01/29 | 0.02 | 308,000 |
| MORGAN STANLEY VAR 02/32 | 0.02 | 471,000 |
| UMBS MORTPASS 4% 11/47 | 0.02 | 360,747 |
| UMBS MORTPASS 4% 03/48 | 0.02 | 404,328 |
| GNMA II 2.5% 11/50 | 0.02 | 369,253 |
| GNMA II 2.5% 10/35 | 0.02 | 279,343 |
| GNMA II 2.5% 10/46 | 0.02 | 320,348 |
| GNMA II 2.5% 12/46 | 0.02 | 291,622 |
| GNMA II 2.5% 12/50 | 0.02 | 473,882 |
| GNMA II 3.5% 06/51 | 0.02 | 352,533 |
| UMBS MORTPASS 3.5% 03/46 | 0.02 | 376,336 |
| UMBS MORTPASS 3% 11/49 | 0.02 | 298,127 |
| UMBS MORTPASS 3% 04/35 | 0.02 | 355,065 |
| UMBS MORTPASS 3.5% 06/47 | 0.02 | 376,742 |
| UMBS MORTPASS 3.5% 08/49 | 0.02 | 335,478 |
| UMBS MORTPASS 3% 06/52 | 0.02 | 425,314 |
| UMBS MORTPASS 2.5% 12/50 | 0.02 | 473,689 |
| UMBS MORTPASS 3% 02/50 | 0.02 | 321,206 |
| UMBS MORTPASS 2.5% 07/35 | 0.02 | 276,783 |
| UMBS MORTPASS 2.5% 04/52 | 0.02 | 470,773 |
| UMBS MORTPASS 2.5% 01/50 | 0.02 | 364,902 |
| UMBS MORTPASS 2.5% 01/51 | 0.02 | 301,873 |
| GENERAL 5.4% 10/29 | 0.02 | 330,000 |
| GOLDMAN SACHS 4.8% 07/44 | 0.02 | 289,000 |
| GENERAL 5.15% 04/38 | 0.02 | 420,000 |
| ALPHABET INC 2.25% 08/60 | 0.02 | 594,000 |
| GILEAD 4.6% 09/35 | 0.02 | 420,000 |
| GOLDEN ST 3.293% 06/42 | 0.02 | 455,000 |
| GE CAPITAL 4.55% 05/32 | 0.02 | 278,000 |
| GENERAL 1.5% 06/26 | 0.02 | 372,000 |
| GNMA II 3.5% 12/49 | 0.02 | 359,991 |
| GNMA II MORTPASS 2% 10/50 | 0.02 | 435,840 |
| GNMA II MORTPASS 3% 11/49 | 0.02 | 431,127 |
| GNMA II MORTPASS 3% 11/49 | 0.02 | 419,801 |
| GNMA II MORTPASS 3% 07/51 | 0.02 | 427,997 |
| SOUTHERN 4.3% 01/49 | 0.02 | 339,000 |
| SIMON 3.375% 12/27 | 0.02 | 315,000 |
| SUMITOMO 1.902% 09/28 | 0.02 | 342,000 |
| SOLVENTUM CORP 6% 05/64 | 0.02 | 284,000 |
| ALABAMA 3.45% 10/49 | 0.02 | 400,000 |
| SOUTHERN 3.7% 04/30 | 0.02 | 417,000 |
| SOUTHERN 5.25% 07/43 | 0.02 | 260,000 |
| SUZANO AUSTRIA 6% 01/29 | 0.02 | 364,000 |
| SYNCHRONY 5.625% 08/27 | 0.02 | 350,000 |
| RTX CORP 2.375% 03/32 | 0.02 | 350,000 |
| ROYALTY 1.75% 09/27 | 0.02 | 397,000 |
| RIO TINTO 4.75% 03/42 | 0.02 | 274,000 |
| RIO TINTO 7.25% 03/31 | 0.02 | 290,000 |
| RENAISSANCERE 3.6% 04/29 | 0.02 | 399,000 |
| SVENSK 4.875% 10/30 | 0.02 | 362,000 |
| CHARLES SCHWAB 2% 03/28 | 0.02 | 420,000 |
| HUNGARY 7.625% 03/41 | 0.02 | 298,000 |
| COOPERATIEVE 3.75% 07/26 | 0.02 | 267,000 |
| ROGERS 5% 03/44 | 0.02 | 269,000 |
| SHELL 2.375% 11/29 | 0.02 | 387,000 |
| SHELL 2.5% 09/26 | 0.02 | 277,000 |
| PROVIDENCE 5.403% 10/33 | 0.02 | 260,000 |
| PHARMACIA LLC 6.6% 12/28 | 0.02 | 350,000 |
| PFIZER INC 4% 12/36 | 0.02 | 308,000 |
| REPUBLIC OF 5.375% 02/35 | 0.02 | 260,000 |
| PEPSICO INC 7% 03/29 | 0.02 | 350,000 |
| PNC FINANCIAL VAR 01/34 | 0.02 | 330,000 |
| REPUBLIC OF 3.7% 02/42 | 0.02 | 350,000 |
| REPUBLIC OF 3.7% 03/41 | 0.02 | 500,000 |
| REPUBLIC OF 9.5% 02/30 | 0.02 | 304,000 |
| PG&E ENERGY 1.46% 07/31 | 0.02 | 362,586 |
| REPUBLIC OF 2.252% 09/32 | 0.02 | 557,000 |
| REPUBLIC OF 6.4% 02/35 | 0.02 | 400,000 |
| PACIFIC GAS 2.1% 08/27 | 0.02 | 300,000 |
| O'REILLY 3.9% 06/29 | 0.02 | 428,000 |
| ORIX CORP 4.65% 09/29 | 0.02 | 390,000 |
| NOVANT 2.637% 11/36 | 0.02 | 331,000 |
| NEW JERSEY 7.414% 01/40 | 0.02 | 250,000 |
| NEXTERA ENERGY VAR 03/82 | 0.02 | 263,000 |
| NORTHROP 5.25% 05/50 | 0.02 | 272,000 |
| NISOURCE INC 5.25% 02/43 | 0.02 | 283,000 |
| NEWMONT CORP 2.25% 10/30 | 0.02 | 320,000 |
| REALTY 3.25% 01/31 | 0.02 | 337,000 |
| OAKTREE 2.7% 01/27 | 0.02 | 300,000 |
| PROVINCE OF 2% 10/29 | 0.02 | 411,000 |
| PROVINCE OF 2.3% 06/26 | 0.02 | 337,000 |
| UNITEDHEALTH 4.5% 04/33 | 0.02 | 328,000 |
| UNION 2.95% 03/52 | 0.02 | 505,000 |
| UNILEVER 4.625% 08/34 | 0.02 | 317,000 |
| UBS 1.25% 06/26 | 0.02 | 344,000 |
| UNITED AIRLINES 4% 04/26 | 0.02 | 277,996 |
| TAPESTRY 4.125% 07/27 | 0.02 | 288,000 |
| TEXAS 3.922% 12/49 | 0.02 | 300,000 |
| THOMSON 3.35% 05/26 | 0.02 | 295,000 |
| UNITED STATES 3% 11/44 | 0.02 | 511,000 |
| TARGET CORP 2.5% 04/26 | 0.02 | 300,000 |
| TRUIST 1.125% 08/27 | 0.02 | 278,000 |
| TENCENT MUSIC 2% 09/30 | 0.02 | 314,000 |
| TEXAS A & M 3.66% 07/47 | 0.02 | 325,000 |
| TOYOTA AUTO 2.93% 09/26 | 0.02 | 269,586 |
| TAKEDA 2.05% 03/30 | 0.02 | 294,000 |
| TORONTO-DOMI 4.108% 06/27 | 0.02 | 260,000 |
| UNITED 2.25% 08/46 | 0.02 | 447,000 |
| UNITED 2.875% 05/43 | 0.02 | 402,000 |
| UNITED 1.25% 09/28 | 0.02 | 396,000 |
| UMBS MORTPASS 4% 08/37 | 0.02 | 393,904 |
| UMBS MORTPASS 4% 08/50 | 0.02 | 278,643 |
| UMBS MORTPASS 3.5% 07/51 | 0.02 | 315,058 |
| UMBS MORTPASS 3.5% 07/52 | 0.02 | 436,898 |
| UMBS MORTPASS 3.5% 11/45 | 0.02 | 392,471 |
| UMBS MORTPASS 3.5% 03/50 | 0.02 | 417,323 |
| UMBS MORTPASS 3% 11/49 | 0.02 | 440,633 |
| UMBS MORTPASS 3% 09/33 | 0.02 | 272,064 |
| UMBS MORTPASS 3.5% 01/50 | 0.02 | 302,329 |
| UMBS MORTPASS 7% 03/53 | 0.02 | 327,340 |
| UMBS MORTPASS 6.5% 12/53 | 0.02 | 291,109 |
| FNMA-ACES VAR 02/27 | 0.02 | 268,236 |
| FNMA-ACES VAR 08/28 | 0.02 | 424,292 |
| UMBS MORTPASS 1.5% 10/36 | 0.02 | 289,771 |
| UMBS MORTPASS 1.5% 11/36 | 0.02 | 290,432 |
| UMBS MORTPASS 1.5% 01/37 | 0.02 | 373,025 |
| UMBS MORTPASS 1.5% 02/37 | 0.02 | 452,221 |
| UMBS MORTPASS 2% 06/51 | 0.02 | 312,824 |
| UMBS MORTPASS 2% 08/52 | 0.02 | 444,082 |
| UMBS MORTPASS 2% 01/52 | 0.02 | 426,774 |
| UMBS MORTPASS 2% 04/51 | 0.02 | 355,339 |
| UMBS MORTPASS 4.5% 06/44 | 0.02 | 314,625 |
| UMBS MORTPASS 4.5% 06/47 | 0.02 | 356,145 |
| UMBS MORTPASS 4% 11/43 | 0.02 | 388,448 |
| UMBS MORTPASS 4.5% 01/42 | 0.02 | 294,300 |
| UMBS MORTPASS 5.5% 03/53 | 0.02 | 264,912 |
| UMBS MORTPASS 5% 08/49 | 0.02 | 292,355 |
| FHLMCGLD 3% 09/46 | 0.02 | 388,145 |
| FEDERAL HOME 3.25% 06/28 | 0.02 | 280,000 |
| FHLMCGLD 3% 06/46 | 0.02 | 461,643 |
| UMBS MORTPASS 2% 01/36 | 0.02 | 423,143 |
| UMBS MORTPASS 2% 01/36 | 0.02 | 459,116 |
| UMBS MORTPASS 2% 02/41 | 0.02 | 304,280 |
| FIFTH THIRD 3.85% 03/26 | 0.02 | 260,000 |
| UMBS MORTPASS 1.5% 01/42 | 0.02 | 448,814 |
| UMBS MORTPASS 1.5% 02/36 | 0.02 | 359,216 |
| UMBS MORTPASS 1.5% 05/51 | 0.02 | 364,523 |
| UMBS MORTPASS 1.5% 06/51 | 0.02 | 467,346 |
| UMBS MORTPASS 1.5% 09/36 | 0.02 | 351,597 |
| UMBS MORTPASS 1.5% 10/36 | 0.02 | 399,527 |
| FHLMC 3.444% 12/27 | 0.02 | 400,000 |
| FHLMC 2.673% 09/29 | 0.02 | 400,000 |
| FHLMC 2.519% 07/29 | 0.02 | 295,000 |
| FHLMC 2.537% 10/29 | 0.02 | 400,000 |
| UMBS MORTPASS 3% 04/43 | 0.02 | 431,911 |
| UMBS MORTPASS 3% 04/52 | 0.02 | 429,368 |
| UMBS MORTPASS 3% 07/51 | 0.02 | 449,082 |
| UMBS MORTPASS 3% 05/52 | 0.02 | 451,039 |
| UMBS MORTPASS 2.5% 08/51 | 0.02 | 459,958 |
| UMBS MORTPASS 2.5% 12/51 | 0.02 | 475,263 |
| UMBS MORTPASS 2% 12/50 | 0.02 | 420,039 |
| UMBS MORTPASS 2% 11/36 | 0.02 | 290,439 |
| UMBS MORTPASS 2% 11/41 | 0.02 | 432,253 |
| UMBS MORTPASS 2.5% 01/42 | 0.02 | 462,379 |
| UMBS MORTPASS 2% 09/41 | 0.02 | 338,746 |
| UMBS MORTPASS 2% 07/51 | 0.02 | 339,856 |
| UMBS MORTPASS 2.5% 07/35 | 0.02 | 314,801 |
| UMBS MORTPASS 2.5% 04/42 | 0.02 | 385,162 |
| AUSTRALIA & 3.919% 09/27 | 0.02 | 260,000 |
| AMERICA 3.625% 04/29 | 0.02 | 302,000 |
| APTIV PLC 3.1% 12/51 | 0.02 | 516,000 |
| AMAZON.COM 2.7% 06/60 | 0.02 | 568,000 |
| AVALONBAY 2.3% 03/30 | 0.02 | 464,000 |
| ASIAN 3.125% 04/32 | 0.02 | 321,000 |
| AMERICAN VAR 07/34 | 0.02 | 260,000 |
| AMGEN INC 2.77% 09/53 | 0.02 | 514,000 |
| ABBOTT 6.15% 11/37 | 0.02 | 326,000 |
| AMERICAN 4.75% 04/48 | 0.02 | 349,000 |
| AMERICAN 2.3% 03/30 | 0.02 | 448,000 |
| SOUTHWESTERN 2.75% 10/26 | 0.02 | 300,000 |
| ANHEUSER-BUSCH 4.9% 01/31 | 0.02 | 330,000 |
| ANHEUSER-BUSCH 5% 06/34 | 0.02 | 309,000 |
| BANK OF NOVA 1.05% 03/26 | 0.02 | 328,000 |
| BERKSHIRE 2.5% 01/51 | 0.02 | 568,000 |
| BERKSHIRE 2.875% 03/32 | 0.02 | 341,000 |
| BERKSHIRE 3.125% 03/26 | 0.02 | 386,000 |
| BERKSHIRE 2.85% 05/51 | 0.02 | 477,000 |
| BPCE SA 3.375% 12/26 | 0.02 | 260,000 |
| BRISTOL-MYERS 2.55% 11/50 | 0.02 | 581,000 |
| BROWN & 4.5% 03/29 | 0.02 | 253,000 |
| BERKSHIRE 3.8% 07/48 | 0.02 | 442,000 |
| BOSTON 2.55% 04/32 | 0.02 | 360,000 |
| BOSTON 2.75% 10/26 | 0.02 | 266,000 |
| CITIGROUP 6.625% 06/32 | 0.02 | 292,000 |
| CANADA BOND 0.75% 05/26 | 0.02 | 395,000 |
| CARMAX AUTO 1.7% 08/27 | 0.02 | 365,000 |
| CITIGROUP INC VAR 03/30 | 0.02 | 308,000 |
| BANK OF 4.25% 10/26 | 0.02 | 291,000 |
| BARCLAYS PLC VAR 09/35 | 0.02 | 386,000 |
| BANK OF VAR 10/51 | 0.02 | 412,000 |
| BANK OF VAR 12/28 | 0.02 | 310,000 |
| BANK OF VAR 10/26 | 0.02 | 386,000 |
| BANK OF VAR 06/41 | 0.02 | 373,000 |
| BRIGHTHOUSE 5.625% 05/30 | 0.02 | 300,000 |
| EXPORT 3.875% 02/28 | 0.02 | 265,000 |
| EUROPEAN 1.625% 10/29 | 0.02 | 303,000 |
| EBAY INC 4% 07/42 | 0.02 | 382,000 |
| EUROPEAN 4.25% 03/34 | 0.02 | 250,000 |
| PIEDMONT 5.1% 02/35 | 0.02 | 300,000 |
| EDISON 5.75% 06/27 | 0.02 | 404,000 |
| ESTEE 3.125% 12/49 | 0.02 | 412,000 |
| ESTEE 4.375% 05/28 | 0.02 | 275,000 |
| DTE ELECTRIC 3.75% 08/47 | 0.02 | 420,000 |
| DUKE ENERGY 4.1% 05/42 | 0.02 | 395,000 |
| JOHN DEERE 3.35% 04/29 | 0.02 | 322,000 |
| DOW CHEMICAL 2.1% 11/30 | 0.02 | 438,000 |
| ROHM AND 7.85% 07/29 | 0.02 | 290,000 |
| FEDERAL FARM 1.32% 09/30 | 0.02 | 373,000 |
| CONNECTICUT 5.25% 01/53 | 0.02 | 304,000 |
| EOG 4.15% 01/26 | 0.02 | 377,000 |
| ENTERPRISE 4.95% 02/35 | 0.02 | 360,000 |
| ENERGY TRANSFER 5% 05/50 | 0.02 | 358,000 |
| ENERGY 4.9% 03/35 | 0.02 | 269,000 |
| ENERGY 4.95% 06/28 | 0.02 | 279,000 |
| REPUBLIC OF 4.34% 03/42 | 0.02 | 370,000 |
| CF 4.95% 06/43 | 0.02 | 300,000 |
| CROWN CASTLE 2.25% 01/31 | 0.02 | 314,000 |
| CD 2018-CD7 4.013% 08/51 | 0.02 | 397,730 |
| CALIFORNIA ST 7.5% 04/34 | 0.02 | 235,000 |
| COMMONWEALTH 5.316% 03/26 | 0.02 | 260,000 |
| CHURCH & 5.6% 11/32 | 0.02 | 250,000 |
| CANADIAN VAR 09/27 | 0.02 | 260,000 |
| COMCAST CORP 4.8% 05/33 | 0.02 | 400,000 |
| CINTAS CORP 3.7% 04/27 | 0.02 | 412,000 |
| CAPITAL ONE 2.06% 08/28 | 0.02 | 400,000 |
| CANADIAN 6.125% 09/15 | 0.02 | 246,000 |
| COMM 3.902% 07/50 | 0.02 | 300,000 |
| TOSCO CORP 8.125% 02/30 | 0.02 | 343,000 |
| CENOVUS 5.25% 06/37 | 0.02 | 342,000 |
| DELL 3.375% 12/41 | 0.02 | 496,000 |
| DELL 4.9% 10/26 | 0.02 | 250,000 |
| VIRGINIA 3.8% 04/28 | 0.02 | 258,000 |
| DEUTSCHE BANK VAR 01/32 | 0.01 | 260,000 |
| DEUTSCHE BANK VAR 11/27 | 0.01 | 260,000 |
| DELTA AIR 4.375% 04/28 | 0.01 | 130,000 |
| DELL 5.25% 02/28 | 0.01 | 150,000 |
| CENOVUS 2.65% 01/32 | 0.01 | 279,000 |
| CVS HEALTH CORP 3% 08/26 | 0.01 | 180,000 |
| CVS HEALTH CORP 5% 02/26 | 0.01 | 170,000 |
| DOMINION 3.375% 04/30 | 0.01 | 140,000 |
| DOMINION 4.35% 08/32 | 0.01 | 191,000 |
| COMM 3.183% 02/48 | 0.01 | 164,782 |
| COSTCO 3% 05/27 | 0.01 | 108,000 |
| CAPITAL ONE VAR 03/30 | 0.01 | 105,000 |
| CAPITAL ONE VAR 11/27 | 0.01 | 260,000 |
| CANADIAN 6.25% 03/38 | 0.01 | 202,000 |
| CANADIAN 2.75% 03/26 | 0.01 | 205,000 |
| CONCENTRIX 6.6% 08/28 | 0.01 | 115,000 |
| CAMDEN 4.1% 10/28 | 0.01 | 154,000 |
| EIDP INC 4.8% 05/33 | 0.01 | 245,000 |
| CVS HEALTH 1.75% 08/30 | 0.01 | 218,000 |
| CME GROUP 4.15% 06/48 | 0.01 | 144,000 |
| CUMMINS INC 0.75% 09/25 | 0.01 | 104,000 |
| COMCAST CORP 4.25% 01/33 | 0.01 | 100,000 |
| COMCAST CORP 3.3% 02/27 | 0.01 | 97,000 |
| CONSUMERS 4.625% 05/33 | 0.01 | 200,000 |
| CNA FINANCIAL 5.5% 06/33 | 0.01 | 126,000 |
| CENTENE 2.625% 08/31 | 0.01 | 140,000 |
| CENTENE CORP 4.25% 12/27 | 0.01 | 130,000 |
| COMCAST 2.937% 11/56 | 0.01 | 271,000 |
| CONTINENTAL 4.375% 01/28 | 0.01 | 123,000 |
| CLOROX CO/THE 4.4% 05/29 | 0.01 | 219,000 |
| COMCAST CORP 1.95% 01/31 | 0.01 | 100,000 |
| COMCAST CORP 2.35% 01/27 | 0.01 | 100,000 |
| COMCAST CORP 2.45% 08/52 | 0.01 | 220,000 |
| CIGNA 3.4% 03/51 | 0.01 | 216,000 |
| CHARTER 3.95% 06/62 | 0.01 | 141,000 |
| CHARTER 6.484% 10/45 | 0.01 | 164,000 |
| CHARTER 6.834% 10/55 | 0.01 | 202,000 |
| PARAMOUNT 4% 01/26 | 0.01 | 131,000 |
| CITIBANK 3.96% 10/30 | 0.01 | 100,000 |
| CHUBB INA 3.05% 12/61 | 0.01 | 358,000 |
| CONSTELLATION 5.8% 03/33 | 0.01 | 200,000 |
| CF 5.375% 03/44 | 0.01 | 113,000 |
| REPUBLIC OF 4.95% 01/36 | 0.01 | 250,000 |
| REPUBLIC OF 3.1% 05/41 | 0.01 | 260,000 |
| CHARTER 3.7% 04/51 | 0.01 | 343,000 |
| EQUINIX INC 3.9% 04/32 | 0.01 | 145,000 |
| COMMONWEALTH 3.125% 03/51 | 0.01 | 174,000 |
| ENERGY 5.5% 06/27 | 0.01 | 150,000 |
| ENTERGY 3.35% 06/52 | 0.01 | 307,000 |
| EQT CORP 7% 02/30 | 0.01 | 144,000 |
| EVERSOURCE 4.6% 07/27 | 0.01 | 100,000 |
| PUBLIC 5.35% 10/33 | 0.01 | 200,000 |
| FEDERAL FARM 1.38% 01/31 | 0.01 | 135,000 |
| FEDEX CORP 3.875% 08/42 | 0.01 | 304,000 |
| FEDEX CORP 4.05% 02/48 | 0.01 | 286,000 |
| FEDEX CORP 5.25% 05/50 | 0.01 | 100,000 |
| FEDERAL FARM 0.69% 02/27 | 0.01 | 245,000 |
| FEDERAL FARM 0.75% 12/26 | 0.01 | 100,000 |
| FEDERAL FARM 0.79% 06/27 | 0.01 | 110,000 |
| FORD MOTOR 7.2% 06/30 | 0.01 | 200,000 |
| AMDOCS LTD 2.538% 06/30 | 0.01 | 277,000 |
| DEUTSCHE 9.25% 06/32 | 0.01 | 136,000 |
| DTE ELECTRIC 1.9% 04/28 | 0.01 | 97,000 |
| WALT DISNEY 2.2% 01/28 | 0.01 | 89,000 |
| WALT DISNEY 3.8% 03/30 | 0.01 | 200,000 |
| DICK'S 4.1% 01/52 | 0.01 | 155,000 |
| DOLLAR TREE 2.65% 12/31 | 0.01 | 129,000 |
| HEALTHPEAK 6.75% 02/41 | 0.01 | 107,000 |
| DUKE ENERGY 4.15% 12/44 | 0.01 | 100,000 |
| DTE ELECTRIC 3.7% 03/45 | 0.01 | 307,000 |
| DUKE ENERGY 2.75% 04/50 | 0.01 | 247,000 |
| DTE ELECTRIC 3.95% 03/49 | 0.01 | 240,000 |
| DUKE ENERGY 2.125% 06/30 | 0.01 | 101,000 |
| ESTEE LAUDER 1.95% 03/31 | 0.01 | 130,000 |
| ESTEE LAUDER 6% 05/37 | 0.01 | 130,000 |
| SCE 2.943% 11/42 | 0.01 | 266,000 |
| SOUTHERN 1.2% 02/26 | 0.01 | 100,000 |
| ELEVANCE 4.375% 12/47 | 0.01 | 110,000 |
| ELEVANCE 4.75% 02/33 | 0.01 | 227,000 |
| EASTMAN 5.75% 03/33 | 0.01 | 88,000 |
| DUKE ENERGY 4% 09/42 | 0.01 | 100,000 |
| ELECTRONIC 4.8% 03/26 | 0.01 | 197,000 |
| EAST BAY 5.874% 06/40 | 0.01 | 155,000 |
| BHP BILLITON 4.75% 02/28 | 0.01 | 150,000 |
| BOOKING 3.55% 03/28 | 0.01 | 216,000 |
| BAT CAPITAL 3.462% 09/29 | 0.01 | 150,000 |
| BRUNSWICK 5.1% 04/52 | 0.01 | 210,000 |
| BANK 3.183% 08/61 | 0.01 | 100,000 |
| BANK 2.92% 12/52 | 0.01 | 142,000 |
| BANK 2.978% 11/62 | 0.01 | 260,000 |
| BAXTER 2.539% 02/32 | 0.01 | 177,000 |
| BAXTER 2.6% 08/26 | 0.01 | 100,000 |
| BAT CAPITAL 6.421% 08/33 | 0.01 | 181,000 |
| BAY AREA 6.263% 04/49 | 0.01 | 100,000 |
| BANK OF VAR 10/31 | 0.01 | 200,000 |
| BANK OF VAR 02/30 | 0.01 | 193,000 |
| BANK OF VAR 04/42 | 0.01 | 250,000 |
| BARCLAYS PLC VAR 09/35 | 0.01 | 250,000 |
| BANK OF 7.75% 05/38 | 0.01 | 130,000 |
| ALIBABA 3.15% 02/51 | 0.01 | 260,000 |
| BANK OF VAR 01/49 | 0.01 | 263,000 |
| BOEING CO/THE 3.1% 05/26 | 0.01 | 159,000 |
| BOARDWALK 4.8% 05/29 | 0.01 | 183,000 |
| CONAGRA 5.3% 11/38 | 0.01 | 247,000 |
| CONAGRA 5.4% 11/48 | 0.01 | 100,000 |
| CITIGROUP INC VAR 05/33 | 0.01 | 250,000 |
| CANADA BOND 4.625% 04/29 | 0.01 | 200,000 |
| SABRA 5.125% 08/26 | 0.01 | 121,000 |
| CITIGROUP INC 4.3% 11/26 | 0.01 | 114,000 |
| CITIGROUP INC VAR 02/35 | 0.01 | 100,000 |
| MIDAMERICAN 5.35% 01/34 | 0.01 | 200,000 |
| NEVADA POWER 3.7% 05/29 | 0.01 | 100,000 |
| PACIFICORP 3.3% 03/51 | 0.01 | 250,000 |
| BP CAPITAL 2.772% 11/50 | 0.01 | 130,000 |
| BP CAPITAL 2.939% 06/51 | 0.01 | 214,000 |
| BP CAPITAL 3.119% 05/26 | 0.01 | 100,000 |
| BANK OF NOVA 4.85% 02/30 | 0.01 | 200,000 |
| BANK OF NOVA 5.25% 06/28 | 0.01 | 99,000 |
| BANK OF NOVA VAR 05/37 | 0.01 | 130,000 |
| BURLINGTON 2.875% 06/52 | 0.01 | 150,000 |
| BRISTOL-MYER 1.125% 11/27 | 0.01 | 93,000 |
| BANK OF 1.25% 09/26 | 0.01 | 135,000 |
| BANK OF 5.203% 02/28 | 0.01 | 150,000 |
| BENCHMARK 4.2076% 07/51 | 0.01 | 110,000 |
| ABBOTT 1.4% 06/30 | 0.01 | 252,000 |
| ANHEUSER-BUSCH 4.7% 02/36 | 0.01 | 89,000 |
| ANALOG 2.95% 10/51 | 0.01 | 160,000 |
| UNION 3.25% 10/49 | 0.01 | 260,000 |
| ABBVIE INC 4.625% 10/42 | 0.01 | 260,000 |
| APPLE INC 4.3% 05/33 | 0.01 | 100,000 |
| APPLE INC 4.421% 05/26 | 0.01 | 156,000 |
| APPLE INC 4.5% 02/36 | 0.01 | 144,000 |
| AERCAP 1.75% 01/26 | 0.01 | 162,000 |
| AERCAP 3.4% 10/33 | 0.01 | 151,000 |
| AERCAP 3.65% 07/27 | 0.01 | 230,000 |
| IPALCO 4.25% 05/30 | 0.01 | 144,000 |
| AETNA INC 4.125% 11/42 | 0.01 | 160,000 |
| AFRICAN 4.375% 11/27 | 0.01 | 84,000 |
| AFLAC INC 3.6% 04/30 | 0.01 | 250,000 |
| AIR LEASE 2.875% 01/32 | 0.01 | 250,000 |
| PROVINCE OF 4.5% 06/29 | 0.01 | 160,000 |
| APPLIED 2.75% 06/50 | 0.01 | 145,000 |
| AMERICAN 4.9% 02/26 | 0.01 | 110,000 |
| AMERICAN VAR 02/28 | 0.01 | 100,000 |
| AMERICAN 4.45% 06/32 | 0.01 | 100,000 |
| AVERY 4.875% 12/28 | 0.01 | 152,000 |
| AMERICAN 2.3% 06/31 | 0.01 | 259,000 |
| BROADCOM INC 3.5% 02/41 | 0.01 | 180,000 |
| ASIAN 4.25% 01/26 | 0.01 | 126,000 |
| AVALONBAY 1.9% 12/28 | 0.01 | 190,000 |
| AMPHENOL CORP 2.8% 02/30 | 0.01 | 155,000 |
| APTIV PLC / 4.15% 05/52 | 0.01 | 130,000 |
| AON GLOBAL 4.6% 06/44 | 0.01 | 260,000 |
| AIR PRODUCTS 4.85% 02/34 | 0.01 | 108,000 |
| AMAZON.COM 3.3% 04/27 | 0.01 | 250,000 |
| AMERICAN 2.75% 01/27 | 0.01 | 130,000 |
| AMERICAN 3.375% 10/26 | 0.01 | 171,000 |
| AMERICAN 3.75% 08/27 | 0.01 | 200,000 |
| AMGEN INC 5.75% 03/63 | 0.01 | 215,000 |
| AMERICAN 4.9% 02/29 | 0.01 | 224,000 |
| AMGEN INC 4.4% 05/45 | 0.01 | 269,000 |
| AMGEN INC 4.563% 06/48 | 0.01 | 200,000 |
| AMGEN INC 4.663% 06/51 | 0.01 | 230,000 |
| UMBS MORTPASS 2.5% 03/51 | 0.01 | 257,662 |
| UMBS MORTPASS 2.5% 04/51 | 0.01 | 223,195 |
| UMBS MORTPASS 2.5% 02/35 | 0.01 | 246,783 |
| UMBS MORTPASS 2.5% 02/51 | 0.01 | 147,854 |
| UMBS MORTPASS 2.5% 07/40 | 0.01 | 122,085 |
| UMBS MORTPASS 2.5% 07/51 | 0.01 | 240,781 |
| UMBS MORTPASS 2.5% 08/46 | 0.01 | 188,773 |
| UMBS MORTPASS 2.5% 08/51 | 0.01 | 156,076 |
| UMBS MORTPASS 2.5% 08/51 | 0.01 | 234,194 |
| UMBS MORTPASS 2% 09/36 | 0.01 | 134,793 |
| UMBS MORTPASS 2.5% 01/51 | 0.01 | 154,689 |
| UMBS MORTPASS 2% 09/51 | 0.01 | 164,516 |
| UMBS MORTPASS 2.5% 11/50 | 0.01 | 276,833 |
| UMBS MORTPASS 3% 01/43 | 0.01 | 108,631 |
| UMBS MORTPASS 2.5% 10/43 | 0.01 | 133,590 |
| UMBS MORTPASS 3% 05/50 | 0.01 | 204,524 |
| UMBS MORTPASS 3% 04/47 | 0.01 | 140,497 |
| UMBS MORTPASS 3% 07/51 | 0.01 | 189,334 |
| FHLMC 3.059% 04/34 | 0.01 | 150,000 |
| FHLMC VAR 05/33 | 0.01 | 250,000 |
| FHLMC VAR 07/36 | 0.01 | 91,000 |
| FLORIDA ST 2.154% 07/30 | 0.01 | 147,000 |
| FMC CORP 3.45% 10/29 | 0.01 | 220,000 |
| UMBS MORTPASS 1% 08/36 | 0.01 | 146,489 |
| UMBS MORTPASS 1.5% 11/36 | 0.01 | 144,127 |
| UMBS MORTPASS 1.5% 09/36 | 0.01 | 284,390 |
| UMBS MORTPASS 1.5% 07/51 | 0.01 | 165,296 |
| UMBS MORTPASS 1.5% 02/51 | 0.01 | 312,816 |
| FIFTH THIRD 8.25% 03/38 | 0.01 | 130,000 |
| UMBS MORTPASS 2% 02/51 | 0.01 | 159,011 |
| UMBS MORTPASS 2% 02/51 | 0.01 | 187,566 |
| UMBS MORTPASS 2% 01/51 | 0.01 | 206,262 |
| UMBS MORTPASS 2% 03/51 | 0.01 | 232,425 |
| FISERV INC 5.6% 03/33 | 0.01 | 165,000 |
| UMBS MORTPASS 1.5% 12/50 | 0.01 | 153,018 |
| UMBS MORTPASS 1.5% 12/50 | 0.01 | 266,100 |
| FEDERAL FARM 1.24% 09/30 | 0.01 | 129,000 |
| FEDERAL FARM 1.24% 12/30 | 0.01 | 120,000 |
| FEDERAL FARM 1.3% 02/31 | 0.01 | 125,000 |
| DIAMONDBACK 6.25% 03/53 | 0.01 | 110,000 |
| FEDERAL FARM 1.23% 07/30 | 0.01 | 194,000 |
| FHLMCGLD 3% 01/43 | 0.01 | 137,672 |
| FHLMCGLD 3% 01/47 | 0.01 | 265,043 |
| FHLMCGLD 3% 02/47 | 0.01 | 136,069 |
| FHLMCGLD 3% 11/47 | 0.01 | 245,062 |
| CONSTELLATION 5.75% 10/41 | 0.01 | 90,000 |
| FEDERAL HOME 0.92% 02/27 | 0.01 | 150,000 |
| FHLMCGLD 3% 09/46 | 0.01 | 103,636 |
| FHLMCGLD 5.5% 09/36 | 0.01 | 92,855 |
| FHLMCGLD 4% 01/41 | 0.01 | 164,548 |
| UMBS MORTPASS 5% 10/39 | 0.01 | 103,784 |
| UMBS MORTPASS 4% 10/47 | 0.01 | 131,616 |
| UMBS MORTPASS 4.5% 06/40 | 0.01 | 98,674 |
| UMBS MORTPASS 4.5% 05/41 | 0.01 | 220,509 |
| UMBS MORTPASS 4.5% 05/46 | 0.01 | 85,037 |
| UMBS MORTPASS 4.5% 05/49 | 0.01 | 235,499 |
| UMBS MORTPASS 4.5% 10/42 | 0.01 | 113,374 |
| UMBS MORTPASS 2% 05/36 | 0.01 | 117,208 |
| UMBS MORTPASS 2% 02/52 | 0.01 | 223,823 |
| UMBS MORTPASS 2% 08/51 | 0.01 | 239,373 |
| UMBS MORTPASS 2% 06/35 | 0.01 | 99,571 |
| UMBS MORTPASS 2% 06/36 | 0.01 | 249,986 |
| UMBS MORTPASS 1.5% 03/41 | 0.01 | 181,430 |
| UMBS MORTPASS 1.5% 03/41 | 0.01 | 178,231 |
| UMBS MORTPASS 2% 01/29 | 0.01 | 101,737 |
| UMBS MORTPASS 3.5% 01/47 | 0.01 | 122,592 |
| UMBS MORTPASS 3.5% 01/47 | 0.01 | 111,210 |
| UMBS MORTPASS 3.5% 01/48 | 0.01 | 147,411 |
| UMBS MORTPASS 3% 12/47 | 0.01 | 237,697 |
| UMBS MORTPASS 3% 09/49 | 0.01 | 102,199 |
| UMBS MORTPASS 3% 11/46 | 0.01 | 132,628 |
| UMBS MORTPASS 3.5% 02/48 | 0.01 | 183,562 |
| UMBS MORTPASS 3.5% 02/43 | 0.01 | 246,138 |
| UMBS MORTPASS 3.5% 05/43 | 0.01 | 98,326 |
| UMBS MORTPASS 3.5% 04/50 | 0.01 | 245,043 |
| UMBS MORTPASS 3.5% 05/52 | 0.01 | 173,365 |
| UMBS MORTPASS 3.5% 07/43 | 0.01 | 103,147 |
| UMBS MORTPASS 3.5% 11/45 | 0.01 | 110,515 |
| UMBS MORTPASS 3.5% 09/49 | 0.01 | 248,093 |
| UMBS MORTPASS 3.5% 09/49 | 0.01 | 121,828 |
| UMBS MORTPASS 3.5% 10/42 | 0.01 | 102,319 |
| UMBS MORTPASS 3.5% 08/51 | 0.01 | 107,163 |
| UMBS MORTPASS 3.5% 11/48 | 0.01 | 226,871 |
| UMBS MORTPASS 3.5% 11/47 | 0.01 | 184,730 |
| UMBS MORTPASS 3.5% 12/47 | 0.01 | 175,903 |
| UMBS MORTPASS 4% 01/44 | 0.01 | 145,134 |
| UNITED 1.75% 11/29 | 0.01 | 168,000 |
| UNITED 2.375% 04/26 | 0.01 | 194,000 |
| UNITED 3.875% 08/33 | 0.01 | 163,000 |
| TAKEDA 3.375% 07/60 | 0.01 | 250,000 |
| TC PIPELINES 3.9% 05/27 | 0.01 | 160,000 |
| MOLSON COORS 3% 07/26 | 0.01 | 100,000 |
| THOMAS 3.847% 11/57 | 0.01 | 211,000 |
| T-MOBILE 5.375% 04/27 | 0.01 | 100,000 |
| THERMO 5.404% 08/43 | 0.01 | 147,000 |
| THERMO FISHER 5.2% 01/34 | 0.01 | 200,000 |
| GRUPO TELEVISA 5% 05/45 | 0.01 | 260,000 |
| TELEDYNE 2.75% 04/31 | 0.01 | 222,000 |
| TELEFONICA 4.103% 03/27 | 0.01 | 162,000 |
| UNITED STATES 3% 02/47 | 0.01 | 174,000 |
| TOYOTA MOTOR 5.4% 11/26 | 0.01 | 100,000 |
| SIXTH STREET 2.5% 08/26 | 0.01 | 188,000 |
| TYSON FOODS 3.55% 06/27 | 0.01 | 174,000 |
| TYSON FOODS 4.35% 03/29 | 0.01 | 155,000 |
| TYSON FOODS 5.15% 08/44 | 0.01 | 191,000 |
| TOTALENERGIE 2.829% 01/30 | 0.01 | 234,000 |
| TOTALENERGIE 4.724% 09/34 | 0.01 | 107,000 |
| TOTALENERGIE 5.425% 09/64 | 0.01 | 183,000 |
| TEXTRON INC 3% 06/30 | 0.01 | 175,000 |
| TEXAS ST G O 5.517% 04/39 | 0.01 | 120,000 |
| TARGA 6.5% 07/27 | 0.01 | 93,000 |
| T-MOBILE USA 2.4% 03/29 | 0.01 | 226,000 |
| TOYOTA MOTOR 0.8% 10/25 | 0.01 | 223,000 |
| CREDIT 7.125% 07/32 | 0.01 | 100,000 |
| UNITED 2.7% 05/32 | 0.01 | 117,362 |
| UNITED 3.5% 03/30 | 0.01 | 184,595 |
| UNITED 5.45% 02/37 | 0.01 | 100,000 |
| UNITEDHEALTH 1.15% 05/26 | 0.01 | 124,000 |
| UMASS 5.363% 07/52 | 0.01 | 198,000 |
| UNION 3.839% 03/60 | 0.01 | 166,000 |
| UNITEDHEALTH 5.8% 03/36 | 0.01 | 147,000 |
| ONEOK INC 5.15% 10/43 | 0.01 | 260,000 |
| OMNICOM GROUP 2.6% 08/31 | 0.01 | 142,000 |
| PROVINCE OF 1.05% 04/26 | 0.01 | 125,000 |
| OWENS CORNING 4.3% 07/47 | 0.01 | 108,000 |
| NORFOLK 3.4% 11/49 | 0.01 | 114,000 |
| NUTRIEN LTD 4.2% 04/29 | 0.01 | 151,000 |
| NVIDIA CORP 2.85% 04/30 | 0.01 | 200,000 |
| NVR INC 3% 05/30 | 0.01 | 115,000 |
| NISOURCE 4.375% 05/47 | 0.01 | 120,000 |
| NOKIA OYJ 4.375% 06/27 | 0.01 | 129,000 |
| NORTHROP 4.7% 03/33 | 0.01 | 150,000 |
| NNN REIT INC 3% 04/52 | 0.01 | 160,000 |
| NOVARTIS 2.2% 08/30 | 0.01 | 190,000 |
| NOVARTIS 3% 11/25 | 0.01 | 157,000 |
| OVINTIV INC 6.5% 08/34 | 0.01 | 200,000 |
| OCCIDENTAL 5.2% 08/29 | 0.01 | 99,000 |
| PROVINCE OF 3.7% 09/29 | 0.01 | 100,000 |
| ORANGE SA 5.375% 01/42 | 0.01 | 189,000 |
| ORIX CORP 3.7% 07/27 | 0.01 | 191,000 |
| PACIFIC GAS 3.3% 12/27 | 0.01 | 123,000 |
| PACIFIC GAS 5.8% 05/34 | 0.01 | 111,000 |
| PG&E 4.451% 12/47 | 0.01 | 250,000 |
| PUBLIC 6.125% 10/33 | 0.01 | 200,000 |
| PULTEGROUP 7.875% 06/32 | 0.01 | 85,000 |
| PULTEGROUP INC 6% 02/35 | 0.01 | 130,000 |
| PACKAGING 3.05% 10/51 | 0.01 | 260,000 |
| REPUBLIC OF 5.17% 10/27 | 0.01 | 90,000 |
| PROLOGIS LP 2.25% 04/30 | 0.01 | 100,000 |
| REPUBLIC OF 2.78% 12/60 | 0.01 | 228,000 |
| REPUBLIC OF 3% 01/34 | 0.01 | 254,000 |
| PFIZER INC 3% 12/26 | 0.01 | 109,000 |
| PFIZER INC 3.45% 03/29 | 0.01 | 220,000 |
| PARKER-HANNIF 4.25% 09/27 | 0.01 | 201,000 |
| PHILLIPS 66 2.15% 12/30 | 0.01 | 259,000 |
| PUGET SOUND 3.25% 09/49 | 0.01 | 250,000 |
| PATTERSON-UTI 7.15% 10/33 | 0.01 | 200,000 |
| PHILIP 0.875% 05/26 | 0.01 | 90,000 |
| PORT AUTH N Y 4.81% 10/65 | 0.01 | 120,000 |
| PILGRIM'S 3.5% 03/32 | 0.01 | 200,000 |
| PILGRIM'S 4.25% 04/31 | 0.01 | 95,000 |
| SHELL 2.875% 05/26 | 0.01 | 119,000 |
| ROGERS 2.9% 11/26 | 0.01 | 222,000 |
| RELX CAPITAL 4.75% 05/32 | 0.01 | 97,000 |
| LANDWIRTSCHA 0.875% 09/30 | 0.01 | 161,000 |
| PHILIP 3.875% 08/42 | 0.01 | 250,000 |
| SVENSK 0.625% 05/25 | 0.01 | 205,000 |
| SVENSK 2.25% 03/27 | 0.01 | 214,000 |
| SHERWIN-WILLIAMS 4% 12/42 | 0.01 | 134,000 |
| SNAP-ON INC 3.1% 05/50 | 0.01 | 216,000 |
| ALABAMA 3.125% 07/51 | 0.01 | 259,000 |
| SANTANDER UK VAR 06/27 | 0.01 | 200,000 |
| SANTANDER VAR 06/29 | 0.01 | 100,000 |
| SABRA HEALTH 3.2% 12/31 | 0.01 | 260,000 |
| STARBUCKS 2.55% 11/30 | 0.01 | 143,000 |
| CHARLES 3.2% 01/28 | 0.01 | 124,000 |
| RAYMOND 4.95% 07/46 | 0.01 | 205,000 |
| SANDS CHINA 5.125% 08/25 | 0.01 | 200,000 |
| AT&T INC 1.7% 03/26 | 0.01 | 129,000 |
| AT&T INC 2.3% 06/27 | 0.01 | 100,000 |
| WESTROCK MWV 7.95% 02/31 | 0.01 | 166,000 |
| AT&T INC 4.3% 02/30 | 0.01 | 200,000 |
| AT&T INC 4.55% 03/49 | 0.01 | 169,000 |
| EXPAND 8.375% 09/28 | 0.01 | 131,000 |
| UNITED 0.75% 08/26 | 0.01 | 142,000 |
| ALABAMA 3.75% 03/45 | 0.01 | 141,000 |
| SIMON 1.375% 01/27 | 0.01 | 160,000 |
| SIMON 2.45% 09/29 | 0.01 | 107,000 |
| SIMON 3.375% 06/27 | 0.01 | 250,000 |
| SOUTHERN CO 5.875% 03/41 | 0.01 | 130,000 |
| RIO TINTO 6.125% 12/33 | 0.01 | 160,000 |
| SOUTHERN CO 4.95% 09/34 | 0.01 | 130,000 |
| SUMITOMO 2.296% 01/41 | 0.01 | 249,000 |
| SUMITOMO 2.472% 01/29 | 0.01 | 201,000 |
| SUMITOMO 3.784% 03/26 | 0.01 | 222,000 |
| SUN 4.2% 04/32 | 0.01 | 130,000 |
| SABINE PASS 4.2% 03/28 | 0.01 | 150,000 |
| SABINE PASS 5.875% 06/26 | 0.01 | 150,000 |
| SEMPRA 3.4% 02/28 | 0.01 | 128,000 |
| STEEL DYNAMICS 5% 12/26 | 0.01 | 103,000 |
| GNMA II MORTPASS 3% 04/43 | 0.01 | 101,912 |
| GNMA II MORTPASS 3% 05/45 | 0.01 | 127,547 |
| GNMA II MORTPASS 3% 04/51 | 0.01 | 253,255 |
| GNMA II MORTPASS 3% 06/46 | 0.01 | 218,786 |
| GNMA II MORTPASS 3% 02/43 | 0.01 | 154,094 |
| GNMA II MORTPASS 3% 02/46 | 0.01 | 119,890 |
| GNMA II MORTPASS 3% 01/43 | 0.01 | 102,569 |
| GNMA II 6.5% 12/52 | 0.01 | 219,017 |
| GNMA II 3.5% 12/41 | 0.01 | 91,740 |
| GNMA II 3.5% 12/44 | 0.01 | 159,803 |
| GNMA II 4.5% 02/41 | 0.01 | 180,646 |
| GNMA II 4.5% 11/48 | 0.01 | 227,784 |
| GLP CAPITAL 3.25% 01/32 | 0.01 | 100,000 |
| GENERAL MILLS 3% 02/51 | 0.01 | 260,000 |
| GNMA I MORTPASS 4% 09/44 | 0.01 | 172,755 |
| GENERAL 5.2% 04/45 | 0.01 | 130,000 |
| GENERAL 5.25% 03/26 | 0.01 | 150,000 |
| GENERAL 3.1% 01/32 | 0.01 | 96,000 |
| GOLDMAN 6.75% 10/37 | 0.01 | 149,000 |
| GOLDMAN SACHS 2.6% 02/30 | 0.01 | 258,000 |
| GLOBAL 2.9% 05/30 | 0.01 | 200,000 |
| GILEAD 4.15% 03/47 | 0.01 | 110,000 |
| GE CAPITAL 4.418% 11/35 | 0.01 | 250,000 |
| GOLUB 2.05% 02/27 | 0.01 | 127,000 |
| GENERAL 1.15% 06/26 | 0.01 | 121,000 |
| GENERAL 2.85% 06/41 | 0.01 | 260,000 |
| GNMA II MORTPASS 4% 12/48 | 0.01 | 143,508 |
| GNMA II MORTPASS 4% 12/50 | 0.01 | 193,606 |
| GNMA II MORTPASS 4% 10/49 | 0.01 | 152,509 |
| GNMA II MORTPASS 5% 06/47 | 0.01 | 92,424 |
| GNMA II MORTPASS 4% 06/47 | 0.01 | 134,109 |
| UMBS MORTPASS 2.5% 08/51 | 0.01 | 229,978 |
| UMBS MORTPASS 2.5% 12/49 | 0.01 | 137,284 |
| UMBS MORTPASS 3% 08/47 | 0.01 | 253,714 |
| UMBS MORTPASS 3.5% 06/51 | 0.01 | 254,925 |
| UMBS MORTPASS 3.5% 07/49 | 0.01 | 100,269 |
| UMBS MORTPASS 3.5% 08/51 | 0.01 | 98,481 |
| UMBS MORTPASS 3.5% 12/46 | 0.01 | 265,846 |
| UMBS MORTPASS 3.5% 12/47 | 0.01 | 246,770 |
| UMBS MORTPASS 3.5% 12/48 | 0.01 | 221,200 |
| UMBS MORTPASS 3% 09/51 | 0.01 | 209,289 |
| UMBS MORTPASS 3% 06/49 | 0.01 | 99,379 |
| UMBS MORTPASS 3% 11/46 | 0.01 | 105,816 |
| GNMA II 3.5% 06/46 | 0.01 | 230,196 |
| GNMA II 3.5% 10/43 | 0.01 | 177,291 |
| GNMA II 3.5% 03/50 | 0.01 | 194,866 |
| GNMA II 3.5% 03/45 | 0.01 | 106,016 |
| GNMA II 3.5% 05/48 | 0.01 | 176,587 |
| GNMA II 3.5% 02/48 | 0.01 | 183,861 |
| UMBS MORTPASS 4% 04/49 | 0.01 | 87,671 |
| UMBS MORTPASS 4.5% 05/53 | 0.01 | 90,843 |
| UMBS MORTPASS 3.5% 11/49 | 0.01 | 128,028 |
| UMBS MORTPASS 3.5% 04/43 | 0.01 | 126,502 |
| UMBS MORTPASS 4% 02/49 | 0.01 | 109,540 |
| FS KKR 3.125% 10/28 | 0.01 | 145,000 |
| UMBS MORTPASS 4% 11/44 | 0.01 | 117,357 |
| GNMA II 2.5% 06/49 | 0.01 | 106,054 |
| MORGAN 3.127% 11/52 | 0.01 | 100,000 |
| MICRON 4.975% 02/26 | 0.01 | 187,000 |
| MICRON 6.75% 11/29 | 0.01 | 200,000 |
| ARCELORMITTAL 6.55% 11/27 | 0.01 | 100,000 |
| MICROSOFT 2.5% 09/50 | 0.01 | 139,000 |
| MICROSOFT 3.5% 02/35 | 0.01 | 140,000 |
| MERCK & CO 0.75% 02/26 | 0.01 | 140,000 |
| MERCK & CO 2.9% 12/61 | 0.01 | 279,000 |
| MARATHON OIL 6.8% 03/32 | 0.01 | 98,000 |
| MARATHON 6.5% 03/41 | 0.01 | 190,000 |
| MPLX LP 4.7% 04/48 | 0.01 | 270,000 |
| 3M CO 2.375% 08/29 | 0.01 | 191,000 |
| 3M CO 2.875% 10/27 | 0.01 | 90,000 |
| METLIFE INC 4.875% 11/43 | 0.01 | 186,000 |
| META 3.5% 08/27 | 0.01 | 200,000 |
| KROGER 3.95% 01/50 | 0.01 | 154,000 |
| KROGER 5.65% 09/64 | 0.01 | 99,000 |
| COCA-COLA 2.5% 06/40 | 0.01 | 144,000 |
| ELI LILLY & 2.5% 09/60 | 0.01 | 384,000 |
| ELI LILLY & 3.1% 05/27 | 0.01 | 115,000 |
| ELI LILLY & 4.7% 02/33 | 0.01 | 150,000 |
| LEGGETT & 4.4% 03/29 | 0.01 | 179,000 |
| LENNAR CORP 4.75% 11/27 | 0.01 | 150,000 |
| LABORATORY 4.7% 02/45 | 0.01 | 202,000 |
| KLA CORP 4.95% 07/52 | 0.01 | 100,000 |
| KIMBERLY-CLARK 3.1% 03/30 | 0.01 | 240,000 |
| KINDER 1.75% 11/26 | 0.01 | 187,000 |
| KINDER 5.55% 06/45 | 0.01 | 217,000 |
| KINDER MORGAN 3.6% 02/51 | 0.01 | 260,000 |
| REPUBLIC OF 2.5% 06/29 | 0.01 | 204,000 |
| COCA-COLA 1.5% 03/28 | 0.01 | 140,000 |
| COCA-COLA 1% 03/28 | 0.01 | 125,000 |
| LEIDOS INC 2.3% 02/31 | 0.01 | 260,000 |
| MASCO CORP 3.125% 02/51 | 0.01 | 239,000 |
| MERCEDES-BENZ 8.5% 01/31 | 0.01 | 152,000 |
| LAS VEGAS 5.9% 06/27 | 0.01 | 122,000 |
| MCDONALD'S 4.7% 12/35 | 0.01 | 101,000 |
| METLIFE INC 4.05% 03/45 | 0.01 | 172,000 |
| MOODY'S CORP 4.25% 02/29 | 0.01 | 175,000 |
| SOUTHWEST 5.125% 06/27 | 0.01 | 100,000 |
| LOWE'S COS INC 5% 04/33 | 0.01 | 220,000 |
| LOWE'S COS 4.05% 05/47 | 0.01 | 191,000 |
| LOWE'S COS 4.375% 09/45 | 0.01 | 142,000 |
| LINCOLN 3.4% 01/31 | 0.01 | 244,000 |
| LOWE'S COS 1.7% 10/30 | 0.01 | 145,000 |
| HORMEL FOODS 1.7% 06/28 | 0.01 | 243,000 |
| INTERNATIONA 3.875% 10/29 | 0.01 | 130,000 |
| INTEL CORP 3.05% 08/51 | 0.01 | 336,000 |
| INTEL CORP 3.2% 08/61 | 0.01 | 260,000 |
| INTEL CORP 3.25% 11/49 | 0.01 | 245,000 |
| INDIANA 3.97% 11/48 | 0.01 | 129,000 |
| INTERNATIONAL 4.8% 06/44 | 0.01 | 124,000 |
| INTERNATIONAL 5.15% 05/46 | 0.01 | 195,000 |
| JAPAN BANK 2.375% 04/26 | 0.01 | 250,000 |
| JAPAN BANK 2.75% 01/26 | 0.01 | 201,000 |
| KREDITANSTAL 3.625% 04/26 | 0.01 | 99,000 |
| KREDITANSTAL 4.375% 03/27 | 0.01 | 200,000 |
| KREDITANSTAL 4.125% 07/33 | 0.01 | 214,000 |
| KEURIG DR 3.8% 05/50 | 0.01 | 155,000 |
| KRAFT HEINZ 4.625% 10/39 | 0.01 | 260,000 |
| JBS USA 5.125% 02/28 | 0.01 | 123,000 |
| JD.COM INC 3.375% 01/30 | 0.01 | 200,000 |
| JEFFERIES 4.15% 01/30 | 0.01 | 202,000 |
| ILLINOIS 4.875% 09/41 | 0.01 | 128,000 |
| GXO 2.65% 07/31 | 0.01 | 260,000 |
| HASBRO INC 3.9% 11/29 | 0.01 | 197,000 |
| GS MORTGAGE VAR 03/51 | 0.01 | 200,000 |
| GS MORTGAGE VAR 09/47 | 0.01 | 170,000 |
| HOME DEPOT 3.125% 12/49 | 0.01 | 142,000 |
| HIGHWOODS 2.6% 02/31 | 0.01 | 134,000 |
| HP INC 5.5% 01/33 | 0.01 | 150,000 |
| HUMANA INC 5.875% 03/33 | 0.01 | 220,000 |
| HUNTSMAN 4.5% 05/29 | 0.01 | 112,000 |
| HEXCEL CORP 4.2% 02/27 | 0.01 | 129,000 |
| HUMANA INC 1.35% 02/27 | 0.01 | 187,000 |
| HUMANA INC 2.15% 02/32 | 0.01 | 201,000 |
| HSBC HOLDINGS 6.5% 05/36 | 0.01 | 161,000 |
| HSBC HOLDINGS 6.5% 05/36 | 0.01 | 185,000 |
| HSBC HOLDINGS 6.8% 06/38 | 0.01 | 130,000 |
| INTERCONTINEN 3.75% 12/25 | 0.01 | 100,000 |
| INTERNATIONA 0.875% 05/30 | 0.01 | 199,000 |
| INTER-AMERICAN 4.5% 09/33 | 0.01 | 200,000 |
| INTERNATIONAL 3.43% 02/52 | 0.01 | 288,000 |
| INTERNATIONAL 3.45% 02/26 | 0.01 | 150,000 |
| WESTERN 3.1% 02/32 | 0.01 | 131,000 |
| WISCONSIN 4.3% 10/48 | 0.01 | 129,000 |
| WELLTOWER OP 3.1% 01/30 | 0.01 | 100,000 |
| WELLTOWER OP 4.95% 09/48 | 0.01 | 111,000 |
| DISCOVERY 4.9% 03/26 | 0.01 | 150,000 |
| WACHOVIA CORP 5.5% 08/35 | 0.01 | 130,000 |
| WELLS FARGO & VAR 05/28 | 0.01 | 134,000 |
| WELLS FARGO 3.04% 10/52 | 0.01 | 125,000 |
| WELLS FARGO & VAR 07/34 | 0.01 | 117,000 |
| VODAFONE 5.875% 06/64 | 0.01 | 117,000 |
| VOYA 5.7% 07/43 | 0.01 | 242,000 |
| VALERO ENERGY 2.8% 12/31 | 0.01 | 285,000 |
| VULCAN 4.7% 03/48 | 0.01 | 96,000 |
| VALERO ENERGY 4% 06/52 | 0.01 | 130,000 |
| VONTIER CORP 2.95% 04/31 | 0.01 | 140,000 |
| UNIV CALIF 3.706% 05/20 | 0.01 | 140,000 |
| ORIENTAL 4.375% 10/27 | 0.01 | 207,000 |
| EXXON MOBIL 3.452% 04/51 | 0.01 | 129,000 |
| XCEL ENERGY 3.4% 06/30 | 0.01 | 245,000 |
| ESSENTIAL 4.276% 05/49 | 0.01 | 181,000 |
| WESTPAC VAR 07/34 | 0.01 | 102,000 |
| WALMART INC 4.1% 04/33 | 0.01 | 173,000 |
| WALMART INC 4.5% 09/52 | 0.01 | 142,000 |
| WP CAREY INC 3.85% 07/29 | 0.01 | 150,000 |
| WELLS FARGO 3.637% 06/48 | 0.01 | 120,000 |
| WHIRLPOOL 4.7% 05/32 | 0.01 | 90,000 |
| WESTLAKE CORP 5% 08/46 | 0.01 | 191,000 |
| WASTE 2.5% 11/50 | 0.01 | 260,000 |
| TRANSCONTINEN 4.45% 08/42 | 0.01 | 172,000 |
| WALMART INC 1.5% 09/28 | 0.01 | 249,000 |
| WILLIAMS COS 4.9% 01/45 | 0.01 | 133,000 |
| YALE 1.482% 04/30 | 0.01 | 183,000 |
| WILLIAMS COS 5.65% 03/33 | 0.00 | 75,000 |
| WILLIAMS COS 5.75% 06/44 | 0.00 | 50,000 |
| WALMART INC 2.65% 09/51 | 0.00 | 25,000 |
| WASTE 4.625% 02/33 | 0.00 | 30,000 |
| WELLS FARGO 3.92% 06/51 | 0.00 | 35,928 |
| WFRBS 3.752% 09/57 | 0.00 | 277 |
| WELLS FARGO 3.54% 05/48 | 0.00 | 20,000 |
| W R BERKLEY 3.15% 09/61 | 0.00 | 10,000 |
| XCEL ENERGY 4.6% 06/32 | 0.00 | 30,000 |
| PUBLIC 6.25% 09/37 | 0.00 | 50,000 |
| UNIV CALIF 6.548% 05/48 | 0.00 | 40,000 |
| UNITED 3.75% 11/47 | 0.00 | 60,000 |
| UNITED 4.875% 03/33 | 0.00 | 50,000 |
| US BANCORP VAR 07/33 | 0.00 | 50,000 |
| VICI 4.75% 02/28 | 0.00 | 50,000 |
| VICI 5.75% 04/34 | 0.00 | 22,000 |
| VALERO 3.65% 12/51 | 0.00 | 103,000 |
| VODAFONE 4.375% 05/28 | 0.00 | 79,000 |
| VMWARE LLC 1.4% 08/26 | 0.00 | 58,000 |
| VMWARE LLC 1.8% 08/28 | 0.00 | 24,000 |
| VMWARE LLC 2.2% 08/31 | 0.00 | 11,000 |
| VONTIER CORP 2.4% 04/28 | 0.00 | 16,000 |
| VERIZON 2.355% 03/32 | 0.00 | 25,000 |
| VERISK 5.75% 04/33 | 0.00 | 30,000 |
| VENTAS REALTY 5.7% 09/43 | 0.00 | 46,000 |
| WELLS FARGO 4.15% 01/29 | 0.00 | 10,000 |
| WELLS FARGO 2.725% 02/53 | 0.00 | 10,000 |
| WELLS FARGO 3.19% 02/48 | 0.00 | 1,594 |
| WELLS FARGO & VAR 03/33 | 0.00 | 25,000 |
| WELLS FARGO & 3% 10/26 | 0.00 | 50,000 |
| WASTE 3.5% 05/29 | 0.00 | 30,000 |
| DISCOVERY 4% 09/55 | 0.00 | 33,000 |
| VERIZON 3.875% 02/29 | 0.00 | 56,000 |
| VERIZON 5.012% 08/54 | 0.00 | 27,000 |
| INTERNATIONAL 4% 06/42 | 0.00 | 97,000 |
| INTERCONTINENTAL 3% 06/50 | 0.00 | 10,000 |
| INTERNATIONA 3.875% 08/34 | 0.00 | 12,000 |
| HSBC HOLDINGS 6.1% 01/42 | 0.00 | 59,000 |
| HUMANA INC 5.5% 03/53 | 0.00 | 16,000 |
| HEALTHCARE 3.5% 08/26 | 0.00 | 59,000 |
| HELMERICH & 2.9% 09/31 | 0.00 | 88,000 |
| HEWLETT 1.75% 04/26 | 0.00 | 27,000 |
| HPS 6.75% 01/29 | 0.00 | 10,000 |
| AMERICAN 2.25% 01/29 | 0.00 | 36,000 |
| GS MORTGAGE 3.382% 05/50 | 0.00 | 25,000 |
| GOLDMAN SACHS VAR 03/27 | 0.00 | 50,000 |
| GOLDMAN SACHS VAR 04/29 | 0.00 | 12,000 |
| GOLDMAN SACHS VAR 05/29 | 0.00 | 28,000 |
| HOME DEPOT 1.5% 09/28 | 0.00 | 25,000 |
| JAPAN BANK 1.875% 04/31 | 0.00 | 65,000 |
| JAPAN BANK 2.125% 02/25 | 0.00 | 5,000 |
| JAPAN 2.75% 04/27 | 0.00 | 65,000 |
| JOHNSON & 2.95% 03/27 | 0.00 | 47,000 |
| JPMDB VAR 03/50 | 0.00 | 20,000 |
| JPMDB VAR 06/49 | 0.00 | 20,000 |
| JOHNSON & 3.55% 03/36 | 0.00 | 40,000 |
| JPMBB VAR 05/48 | 0.00 | 40,000 |
| JPMBB VAR 07/45 | 0.00 | 11,653 |
| KREDITANSTAL 4.375% 02/34 | 0.00 | 28,000 |
| KREDITANSTALT 0.75% 09/30 | 0.00 | 100,000 |
| KREDITANSTALT 3% 05/27 | 0.00 | 22,000 |
| KREDITANSTALT 4% 03/29 | 0.00 | 77,000 |
| KREDITANSTALT 5% 03/26 | 0.00 | 27,000 |
| KREDITANSTAL 3.875% 06/28 | 0.00 | 50,000 |
| KEYSIGHT 3% 10/29 | 0.00 | 30,000 |
| KEURIG DR 3.2% 05/30 | 0.00 | 30,000 |
| KEURIG DR 4.05% 04/32 | 0.00 | 40,000 |
| KEURIG DR 4.5% 04/52 | 0.00 | 25,000 |
| JAPAN BANK 2.75% 11/27 | 0.00 | 60,000 |
| JBS USA 3.75% 12/31 | 0.00 | 66,000 |
| JOHNSON 1.75% 09/30 | 0.00 | 76,000 |
| JOHNSON 4.5% 02/47 | 0.00 | 62,000 |
| REPUBLIC OF 3.875% 05/51 | 0.00 | 80,000 |
| ITC HOLDINGS 3.35% 11/27 | 0.00 | 10,000 |
| INTERNATIONA 2.125% 04/26 | 0.00 | 5,000 |
| REPUBLIC OF 5.65% 01/53 | 0.00 | 55,000 |
| LOWE'S COS 5.15% 07/33 | 0.00 | 30,000 |
| LAM 2.875% 06/50 | 0.00 | 20,000 |
| LEAR CORP 5.25% 05/49 | 0.00 | 85,000 |
| LAS VEGAS 3.5% 08/26 | 0.00 | 55,000 |
| LAM RESEARCH 3.75% 03/26 | 0.00 | 72,000 |
| MCDONALD'S 4.6% 09/32 | 0.00 | 30,000 |
| METHODIST 2.705% 12/50 | 0.00 | 10,000 |
| MUNICIPAL 7.055% 04/57 | 0.00 | 48,000 |
| LYB 1.25% 10/25 | 0.00 | 45,000 |
| MASTERCARD 3.3% 03/27 | 0.00 | 10,000 |
| MASTERCARD 4.85% 03/33 | 0.00 | 50,000 |
| KLA CORP 5.25% 07/62 | 0.00 | 50,000 |
| L3HARRIS 4.854% 04/35 | 0.00 | 70,000 |
| LOEWS CORP 3.75% 04/26 | 0.00 | 63,000 |
| META 3.85% 08/32 | 0.00 | 56,000 |
| META 4.8% 05/30 | 0.00 | 44,000 |
| UNITED 6.338% 05/53 | 0.00 | 60,000 |
| UNITED 6.75% 09/34 | 0.00 | 43,000 |
| MAGNA 5.98% 03/26 | 0.00 | 11,000 |
| 3M CO 3.25% 08/49 | 0.00 | 30,000 |
| MARSH & 4.2% 03/48 | 0.00 | 25,000 |
| MARATHON 5.125% 12/26 | 0.00 | 73,000 |
| MERCK & CO 3.6% 09/42 | 0.00 | 68,000 |
| MOTOROLA 5.6% 06/32 | 0.00 | 30,000 |
| MEMORIAL 5% 07/42 | 0.00 | 47,000 |
| MORGAN 4.071% 03/52 | 0.00 | 50,000 |
| MORGAN STANLEY VAR 06/50 | 0.00 | 25,000 |
| ARCELORMITTAL 4.25% 07/29 | 0.00 | 20,000 |
| MORGAN 3.383% 10/48 | 0.00 | 5,778 |
| MORGAN 3.561% 04/48 | 0.00 | 40,000 |
| MORGAN 3.635% 10/48 | 0.00 | 40,000 |
| MORGAN STANLEY VAR 02/39 | 0.00 | 10,000 |
| MORGAN STANLEY VAR 07/32 | 0.00 | 10,000 |
| GNMA II 2.5% 06/50 | 0.00 | 44,226 |
| GNMA II 2.5% 07/47 | 0.00 | 70,697 |
| UMBS MORTPASS 5.5% 11/35 | 0.00 | 23,620 |
| FORTIVE CORP 4.3% 06/46 | 0.00 | 17,000 |
| GNMA II 2.5% 02/47 | 0.00 | 51,115 |
| UMBS MORTPASS 3.5% 12/32 | 0.00 | 11,115 |
| UMBS MORTPASS 5% 02/39 | 0.00 | 13,124 |
| UMBS MORTPASS 4% 04/49 | 0.00 | 2,539 |
| UMBS MORTPASS 4% 05/49 | 0.00 | 40,834 |
| UMBS MORTPASS 4% 07/49 | 0.00 | 62,179 |
| UMBS MORTPASS 4% 08/49 | 0.00 | 25,155 |
| UMBS MORTPASS 4% 09/25 | 0.00 | 518 |
| UMBS MORTPASS 4% 09/40 | 0.00 | 17,324 |
| UMBS MORTPASS 4% 11/33 | 0.00 | 1,456 |
| GNMA II 3.5% 03/41 | 0.00 | 10,238 |
| GNMA II 3.5% 01/36 | 0.00 | 62,173 |
| GNMA II 3.5% 01/42 | 0.00 | 17,132 |
| GNMA II 3.5% 01/43 | 0.00 | 66,244 |
| GNMA II 3.5% 01/49 | 0.00 | 68,723 |
| GNMA II 2.5% 09/46 | 0.00 | 58,634 |
| GNMA II 2.5% 11/27 | 0.00 | 25,157 |
| GNMA II 3.5% 06/33 | 0.00 | 39,514 |
| GNMA II 3.5% 03/47 | 0.00 | 28,726 |
| GNMA II 3.5% 04/43 | 0.00 | 16,762 |
| GNMA II 3.5% 04/47 | 0.00 | 35,877 |
| GNMA II 3.5% 05/42 | 0.00 | 47,648 |
| GNMA II 3.5% 10/48 | 0.00 | 24,077 |
| GNMA II 3.5% 06/49 | 0.00 | 35,172 |
| GNMA II 3.5% 07/48 | 0.00 | 6,484 |
| GNMA II 3.5% 08/32 | 0.00 | 14,650 |
| GNMA II 3.5% 10/41 | 0.00 | 7,152 |
| UMBS MORTPASS 3% 12/30 | 0.00 | 15,558 |
| UMBS MORTPASS 3.5% 03/49 | 0.00 | 19,109 |
| UMBS MORTPASS 3.5% 01/44 | 0.00 | 17,505 |
| UMBS MORTPASS 3.5% 05/49 | 0.00 | 6,177 |
| UMBS MORTPASS 3.5% 05/50 | 0.00 | 31,134 |
| UMBS MORTPASS 3.5% 06/37 | 0.00 | 24,287 |
| UMBS MORTPASS 3.5% 12/49 | 0.00 | 1,907 |
| UMBS MORTPASS 4% 01/25 | 0.00 | 411 |
| UMBS MORTPASS 3.5% 10/27 | 0.00 | 4,716 |
| UMBS MORTPASS 3.5% 10/34 | 0.00 | 29,844 |
| UMBS MORTPASS 3.5% 11/25 | 0.00 | 2,402 |
| UMBS MORTPASS 3.5% 11/34 | 0.00 | 4,077 |
| UMBS MORTPASS 3.5% 07/49 | 0.00 | 12,096 |
| UMBS MORTPASS 3.5% 08/42 | 0.00 | 52,533 |
| UMBS MORTPASS 3.5% 08/48 | 0.00 | 63,999 |
| UMBS MORTPASS 3.5% 08/49 | 0.00 | 43,167 |
| UMBS MORTPASS 3.5% 06/49 | 0.00 | 34,332 |
| UMBS MORTPASS 3% 08/49 | 0.00 | 15,604 |
| UMBS MORTPASS 3% 09/26 | 0.00 | 16,639 |
| UMBS MORTPASS 3% 09/32 | 0.00 | 51,411 |
| UMBS MORTPASS 3% 09/33 | 0.00 | 2,196 |
| UMBS MORTPASS 3% 04/27 | 0.00 | 6,550 |
| UMBS MORTPASS 3% 04/45 | 0.00 | 32,038 |
| UMBS MORTPASS 2.5% 11/39 | 0.00 | 30,580 |
| UMBS MORTPASS 2.5% 11/49 | 0.00 | 7,257 |
| UMBS MORTPASS 3% 01/29 | 0.00 | 46,348 |
| UMBS MORTPASS 3% 01/48 | 0.00 | 20,315 |
| UMBS MORTPASS 2.5% 10/32 | 0.00 | 2,156 |
| UMBS MORTPASS 2.5% 05/30 | 0.00 | 11,659 |
| UMBS MORTPASS 2.5% 05/40 | 0.00 | 72,937 |
| UMBS MORTPASS 2.5% 02/40 | 0.00 | 24,978 |
| UMBS MORTPASS 2.5% 03/40 | 0.00 | 2,524 |
| UMBS MORTPASS 2.5% 04/28 | 0.00 | 612 |
| UMBS MORTPASS 2.5% 04/40 | 0.00 | 34,235 |
| GNMA II MORTPASS 4% 07/39 | 0.00 | 10,810 |
| GNMA II MORTPASS 4% 07/41 | 0.00 | 1,226 |
| GNMA II MORTPASS 4% 09/40 | 0.00 | 3,851 |
| GNMA II MORTPASS 4% 09/42 | 0.00 | 14,641 |
| GNMA II MORTPASS 4% 11/39 | 0.00 | 5,000 |
| GNMA II MORTPASS 4% 11/41 | 0.00 | 1,509 |
| GNMA II MORTPASS 4% 11/48 | 0.00 | 30,044 |
| GNMA II MORTPASS 4% 12/40 | 0.00 | 32,797 |
| GNMA II MORTPASS 4% 12/41 | 0.00 | 5,809 |
| GNMA II MORTPASS 5% 05/45 | 0.00 | 19,808 |
| GNMA II MORTPASS 5% 02/50 | 0.00 | 19,591 |
| GNMA II MORTPASS 4% 10/43 | 0.00 | 80,022 |
| GENERAL 4.25% 04/40 | 0.00 | 25,000 |
| CHICAGO ILL 5.72% 12/38 | 0.00 | 55,000 |
| GNMA II MORTPASS 5% 11/46 | 0.00 | 20,012 |
| GNMA II MORTPASS 5% 09/48 | 0.00 | 4,968 |
| GNMA II MORTPASS 6% 08/38 | 0.00 | 6,846 |
| GRAND 3.236% 10/52 | 0.00 | 100,000 |
| GEORGE 4.126% 09/48 | 0.00 | 93,000 |
| GOLDMAN 5.15% 05/45 | 0.00 | 21,000 |
| GNMA I MORTPASS 5% 09/39 | 0.00 | 11,666 |
| GILEAD 4.75% 03/46 | 0.00 | 15,000 |
| GLP CAPITAL 5.375% 04/26 | 0.00 | 31,000 |
| GNMA I 3.5% 03/48 | 0.00 | 0 |
| GNMA I 3.5% 04/43 | 0.00 | 54,199 |
| GNMA I 3.5% 06/43 | 0.00 | 36,406 |
| GNMA I 3.5% 07/43 | 0.00 | 42,683 |
| GNMA I 3.5% 12/41 | 0.00 | 76,945 |
| GNMA I 5.5% 01/39 | 0.00 | 12,600 |
| GNMA I MORTPASS 3% 03/45 | 0.00 | 32,304 |
| GNMA I MORTPASS 3% 08/45 | 0.00 | 19,565 |
| GNMA I MORTPASS 3% 08/46 | 0.00 | 64,229 |
| GNMA I MORTPASS 3% 09/42 | 0.00 | 39,348 |
| GNMA I MORTPASS 4% 04/43 | 0.00 | 4,507 |
| GNMA I MORTPASS 4% 04/45 | 0.00 | 17,376 |
| GNMA II 4.5% 12/39 | 0.00 | 5,180 |
| GNMA II 5.5% 02/41 | 0.00 | 13,859 |
| GNMA II 5.5% 02/46 | 0.00 | 24,898 |
| GNMA II 4.5% 04/40 | 0.00 | 972 |
| GNMA II 4.5% 05/39 | 0.00 | 2,140 |
| GNMA II 4.5% 06/39 | 0.00 | 1,883 |
| GNMA II 4.5% 07/39 | 0.00 | 8,158 |
| GNMA II 3.5% 12/45 | 0.00 | 15,069 |
| GNMA II 3.5% 12/47 | 0.00 | 118 |
| GNMA II 4.5% 01/40 | 0.00 | 2,782 |
| GNMA II 4.5% 02/39 | 0.00 | 26,169 |
| GNMA II 5.5% 10/33 | 0.00 | 33,927 |
| GNMA II 4.5% 08/39 | 0.00 | 3,059 |
| GNMA II 4.5% 10/39 | 0.00 | 2,585 |
| GNMA II MORTPASS 3% 01/43 | 0.00 | 82,446 |
| GNMA II MORTPASS 3% 02/43 | 0.00 | 12,908 |
| GNMA II MORTPASS 3% 03/42 | 0.00 | 11,669 |
| GNMA II MORTPASS 3% 06/45 | 0.00 | 13,966 |
| GNMA II MORTPASS 3% 06/45 | 0.00 | 27,659 |
| GNMA II MORTPASS 3% 04/45 | 0.00 | 53,950 |
| GNMA II MORTPASS 3% 09/43 | 0.00 | 13,664 |
| GNMA II MORTPASS 3% 09/46 | 0.00 | 61,984 |
| GNMA II MORTPASS 3% 09/46 | 0.00 | 18,359 |
| GNMA II MORTPASS 3% 09/47 | 0.00 | 6,030 |
| GNMA II MORTPASS 3% 12/46 | 0.00 | 43,972 |
| GNMA II MORTPASS 3% 10/46 | 0.00 | 47,410 |
| GNMA II MORTPASS 4% 02/41 | 0.00 | 8,333 |
| GNMA II MORTPASS 4% 03/40 | 0.00 | 7,969 |
| GNMA II MORTPASS 4% 03/41 | 0.00 | 15,476 |
| GNMA II MORTPASS 4% 03/45 | 0.00 | 36,698 |
| GNMA II MORTPASS 4% 04/40 | 0.00 | 21,726 |
| GNMA II MORTPASS 4% 04/41 | 0.00 | 5,889 |
| GNMA II MORTPASS 4% 05/40 | 0.00 | 2,346 |
| GNMA II MORTPASS 4% 05/41 | 0.00 | 9,319 |
| GNMA II MORTPASS 4% 06/39 | 0.00 | 9,946 |
| GNMA II MORTPASS 4% 06/40 | 0.00 | 3,698 |
| GNMA II MORTPASS 4% 06/44 | 0.00 | 28,344 |
| SALES TAX 4.637% 01/40 | 0.00 | 55,000 |
| SEMPRA 5.5% 08/33 | 0.00 | 30,000 |
| SEMPRA VAR 04/52 | 0.00 | 9,000 |
| S&P GLOBAL 2.3% 08/60 | 0.00 | 73,000 |
| STATE STREET VAR 11/28 | 0.00 | 12,000 |
| SUZANO 5.5% 01/27 | 0.00 | 39,000 |
| ALABAMA 5.85% 11/33 | 0.00 | 50,000 |
| ALABAMA POWER 3.7% 12/47 | 0.00 | 72,000 |
| GEORGIA 3.25% 03/51 | 0.00 | 10,000 |
| GEORGIA 4.95% 05/33 | 0.00 | 30,000 |
| SOUTHERN 5.7% 10/32 | 0.00 | 30,000 |
| SOUTHERN CO 4.4% 05/47 | 0.00 | 62,000 |
| SYNCHRONY 5.15% 03/29 | 0.00 | 11,000 |
| AT&T INC 3.875% 01/26 | 0.00 | 30,000 |
| EXPAND 5.375% 03/30 | 0.00 | 46,000 |
| AT&T INC 3.8% 12/57 | 0.00 | 30,000 |
| REGAL 6.05% 04/28 | 0.00 | 50,000 |
| RIO TINTO 5% 03/33 | 0.00 | 50,000 |
| ROPER 1% 09/25 | 0.00 | 84,000 |
| ROPER 1.75% 02/31 | 0.00 | 71,000 |
| ROPER 3.85% 12/25 | 0.00 | 25,000 |
| CHARLES 3.45% 02/26 | 0.00 | 48,000 |
| STARBUCKS CORP 2% 03/27 | 0.00 | 62,000 |
| SHERWIN-WILLI 2.95% 08/29 | 0.00 | 30,000 |
| EVEREST 4.868% 06/44 | 0.00 | 31,000 |
| REGENERON 2.8% 09/50 | 0.00 | 111,000 |
| REGIONS 1.8% 08/28 | 0.00 | 50,000 |
| ROGERS 4.35% 05/49 | 0.00 | 25,000 |
| QUALCOMM INC 5.4% 05/33 | 0.00 | 30,000 |
| HYDRO-QUEBEC 8.5% 12/29 | 0.00 | 50,000 |
| PHILIP 3.375% 08/29 | 0.00 | 40,000 |
| PRUDENTIAL 4.6% 05/44 | 0.00 | 31,000 |
| PRUDENTIAL VAR 03/54 | 0.00 | 32,000 |
| PUBLIC 0.875% 02/26 | 0.00 | 84,000 |
| PAYPAL 2.85% 10/29 | 0.00 | 40,000 |
| PUGET SOUND 5.795% 03/40 | 0.00 | 35,000 |
| PROSPECT 3.364% 11/26 | 0.00 | 10,000 |
| PROGRESSIVE 4% 03/29 | 0.00 | 44,000 |
| PFIZER INC 4.1% 09/38 | 0.00 | 71,000 |
| PEPSICO INC 3.45% 10/46 | 0.00 | 63,000 |
| REPUBLIC OF 5.625% 11/50 | 0.00 | 31,000 |
| PFIZER 4.75% 05/33 | 0.00 | 30,000 |
| PROLOGIS LP 4.375% 02/29 | 0.00 | 18,000 |
| PROLOGIS LP 4.875% 06/28 | 0.00 | 50,000 |
| PROLOGIS LP 5.125% 01/34 | 0.00 | 50,000 |
| REPUBLIC OF 5.5% 04/53 | 0.00 | 81,000 |
| REPUBLIC OF 5.5% 11/27 | 0.00 | 50,000 |
| REPUBLIC OF 5.75% 11/32 | 0.00 | 18,000 |
| REPUBLIC OF THE 5% 07/33 | 0.00 | 80,000 |
| PUBLIC SERVICE 3% 05/27 | 0.00 | 10,000 |
| PUBLIC 1.6% 08/30 | 0.00 | 15,000 |
| PRECISION 4.375% 06/45 | 0.00 | 33,000 |
| OVINTIV INC 6.25% 07/33 | 0.00 | 28,000 |
| ORIX CORP 5.2% 09/32 | 0.00 | 31,000 |
| ORIX CORP NOTES 4% 04/32 | 0.00 | 29,000 |
| NOVARTIS 4.2% 09/34 | 0.00 | 64,000 |
| NATIONAL 3.05% 04/27 | 0.00 | 50,000 |
| NATIONAL 4.8% 03/28 | 0.00 | 20,000 |
| NORTHROP 4.4% 05/30 | 0.00 | 30,000 |
| NIKE INC 2.375% 11/26 | 0.00 | 20,000 |
| NISOURCE INC 3.6% 05/30 | 0.00 | 25,000 |
| NETFLIX INC 5.875% 11/28 | 0.00 | 30,000 |
| NISOURCE INC 5.4% 06/33 | 0.00 | 50,000 |
| NORDIC 2.625% 04/25 | 0.00 | 55,000 |
| NEW JERSEY 7.425% 02/29 | 0.00 | 35,000 |
| NEWMONT CORP 2.6% 07/32 | 0.00 | 25,000 |
| FLORIDA POWER 4.8% 05/33 | 0.00 | 30,000 |
| NEXTERA 1.9% 06/28 | 0.00 | 90,000 |
| NEXTERA 2.25% 06/30 | 0.00 | 25,000 |
| NEXTERA 4.9% 02/28 | 0.00 | 49,000 |
| NEXTERA ENERGY 5% 02/30 | 0.00 | 30,000 |
| NEXTERA ENERGY 5% 07/32 | 0.00 | 50,000 |
| NXP BV / 2.65% 02/32 | 0.00 | 90,000 |
| NORFOLK 4.45% 03/33 | 0.00 | 85,000 |
| NORFOLK 4.45% 06/45 | 0.00 | 57,000 |
| NXP BV / 4.3% 06/29 | 0.00 | 30,000 |
| REALTY INCOME 3.4% 01/30 | 0.00 | 37,000 |
| REALTY INCOME 4% 07/29 | 0.00 | 50,000 |
| OWENS 3.875% 06/30 | 0.00 | 40,000 |
| OKLAHOMA GAS 5.4% 01/33 | 0.00 | 30,000 |
| OESTERREICHI 0.375% 09/25 | 0.00 | 25,000 |
| ONEOK 6.65% 10/36 | 0.00 | 42,000 |
| ONEOK INC 3.4% 09/29 | 0.00 | 55,000 |
| PROVINCE OF 1.05% 05/27 | 0.00 | 20,000 |
| OESTERREICHIS 3.75% 09/29 | 0.00 | 50,000 |
| UNITEDHEALTH 5.2% 04/63 | 0.00 | 25,000 |
| UNITEDHEALTH 3.375% 04/27 | 0.00 | 20,000 |
| UNITEDHEALTH 3.45% 01/27 | 0.00 | 30,000 |
| UNITEDHEALTH 4.25% 01/29 | 0.00 | 30,000 |
| UNION PACIFIC 2.4% 02/30 | 0.00 | 25,000 |
| UNION 3.375% 02/42 | 0.00 | 21,000 |
| UNIVERSITY 3.037% 10/49 | 0.00 | 50,000 |
| UBS COMMERCIAL VAR 11/50 | 0.00 | 70,000 |
| UBS COMMERCIAL VAR 12/50 | 0.00 | 50,000 |
| UNITED 5.875% 10/27 | 0.00 | 66,420 |
| UNITED 2.875% 10/28 | 0.00 | 41,927 |
| UBS 3.366% 10/50 | 0.00 | 21,754 |
| TOLL 4.875% 11/25 | 0.00 | 49,000 |
| TOYOTA MOTOR 4.55% 05/30 | 0.00 | 30,000 |
| TARGA RESOURCES 4% 01/32 | 0.00 | 50,000 |
| TRANSCANADA 4.1% 04/30 | 0.00 | 13,000 |
| TRAVELERS 3.05% 06/51 | 0.00 | 21,000 |
| TRACTOR 5.25% 05/33 | 0.00 | 10,000 |
| TEXAS ST G O 4.681% 04/40 | 0.00 | 45,000 |
| UNITED STATES 4% 12/25 | 0.00 | 10,000 |
| TELEFONICA 7.045% 06/36 | 0.00 | 29,000 |
| T-MOBILE USA 1.5% 02/26 | 0.00 | 25,000 |
| TORONTO-DOMINI 1.2% 06/26 | 0.00 | 71,000 |
| TORONTO-DOMINI 3.2% 03/32 | 0.00 | 18,000 |
| UNITED 4.625% 05/44 | 0.00 | 67,000 |
| UMBS MORTPASS 4% 01/46 | 0.00 | 65,348 |
| UMBS MORTPASS 4% 04/25 | 0.00 | 380 |
| UMBS MORTPASS 4% 04/41 | 0.00 | 51,368 |
| UMBS MORTPASS 4% 08/49 | 0.00 | 10,159 |
| UMBS MORTPASS 4% 10/38 | 0.00 | 25,579 |
| UMBS MORTPASS 4% 09/48 | 0.00 | 3,585 |
| UMBS MORTPASS 4% 09/48 | 0.00 | 23,271 |
| UMBS MORTPASS 4% 09/27 | 0.00 | 3,466 |
| UMBS MORTPASS 4% 09/33 | 0.00 | 1,476 |
| UMBS MORTPASS 4% 09/41 | 0.00 | 14,596 |
| UMBS MORTPASS 4% 09/43 | 0.00 | 23,973 |
| UMBS MORTPASS 4% 03/46 | 0.00 | 24,598 |
| UMBS MORTPASS 4% 03/46 | 0.00 | 10,564 |
| UMBS MORTPASS 4% 03/47 | 0.00 | 13,695 |
| UMBS MORTPASS 4% 01/34 | 0.00 | 26,676 |
| UMBS MORTPASS 4% 01/34 | 0.00 | 3,611 |
| UMBS MORTPASS 4% 01/44 | 0.00 | 48,231 |
| UMBS MORTPASS 4% 04/49 | 0.00 | 13,946 |
| UMBS MORTPASS 4% 05/25 | 0.00 | 2 |
| UMBS MORTPASS 4% 05/26 | 0.00 | 1,842 |
| UMBS MORTPASS 4% 05/48 | 0.00 | 78,929 |
| UMBS MORTPASS 4% 05/49 | 0.00 | 6,881 |
| UMBS MORTPASS 4% 06/36 | 0.00 | 22,131 |
| UMBS MORTPASS 4% 06/44 | 0.00 | 32,975 |
| UMBS MORTPASS 4% 07/44 | 0.00 | 32,959 |
| UMBS MORTPASS 4% 08/37 | 0.00 | 1,658 |
| UMBS MORTPASS 3.5% 12/32 | 0.00 | 23,450 |
| UMBS MORTPASS 3.5% 12/42 | 0.00 | 15,565 |
| UMBS MORTPASS 3.5% 12/45 | 0.00 | 25,938 |
| UMBS MORTPASS 3.5% 12/46 | 0.00 | 18,079 |
| UMBS MORTPASS 4% 02/27 | 0.00 | 6,795 |
| UMBS MORTPASS 4% 02/41 | 0.00 | 25,537 |
| UMBS MORTPASS 4% 02/41 | 0.00 | 16,174 |
| UMBS MORTPASS 4% 02/45 | 0.00 | 82,195 |
| UMBS MORTPASS 4% 02/46 | 0.00 | 33,186 |
| UMBS MORTPASS 4% 02/47 | 0.00 | 28,376 |
| UMBS MORTPASS 4% 03/25 | 0.00 | 231 |
| UMBS MORTPASS 4% 03/42 | 0.00 | 81,563 |
| UMBS MORTPASS 4% 03/43 | 0.00 | 13,206 |
| UMBS MORTPASS 4% 03/43 | 0.00 | 11,268 |
| UMBS MORTPASS 4% 03/44 | 0.00 | 56,646 |
| UMBS MORTPASS 3.5% 09/32 | 0.00 | 11,796 |
| UMBS MORTPASS 3.5% 09/38 | 0.00 | 8,853 |
| UMBS MORTPASS 3.5% 09/43 | 0.00 | 20,062 |
| UMBS MORTPASS 3.5% 09/43 | 0.00 | 15,460 |
| UMBS MORTPASS 3.5% 09/43 | 0.00 | 63,951 |
| UMBS MORTPASS 3.5% 10/42 | 0.00 | 18,558 |
| UMBS MORTPASS 3.5% 10/48 | 0.00 | 79,561 |
| UMBS MORTPASS 3.5% 10/49 | 0.00 | 32,986 |
| UMBS MORTPASS 3.5% 11/31 | 0.00 | 13,659 |
| UMBS MORTPASS 3.5% 11/31 | 0.00 | 8,966 |
| UMBS MORTPASS 3.5% 11/42 | 0.00 | 1,420 |
| UMBS MORTPASS 3.5% 10/31 | 0.00 | 18,875 |
| UMBS MORTPASS 3.5% 11/47 | 0.00 | 11,399 |
| UMBS MORTPASS 3.5% 07/47 | 0.00 | 54,622 |
| UMBS MORTPASS 3.5% 07/47 | 0.00 | 36,849 |
| UMBS MORTPASS 3.5% 07/48 | 0.00 | 32,415 |
| UMBS MORTPASS 3.5% 07/49 | 0.00 | 14,112 |
| UMBS MORTPASS 3.5% 08/31 | 0.00 | 23,388 |
| UMBS MORTPASS 3.5% 08/47 | 0.00 | 40,568 |
| UMBS MORTPASS 3.5% 08/49 | 0.00 | 68,442 |
| UMBS MORTPASS 3.5% 05/44 | 0.00 | 25,800 |
| UMBS MORTPASS 3.5% 07/34 | 0.00 | 51,719 |
| UMBS MORTPASS 3.5% 06/42 | 0.00 | 9,957 |
| UMBS MORTPASS 3.5% 04/41 | 0.00 | 85,640 |
| UMBS MORTPASS 3.5% 04/45 | 0.00 | 12,116 |
| UMBS MORTPASS 3.5% 04/49 | 0.00 | 14,499 |
| UMBS MORTPASS 3.5% 02/43 | 0.00 | 1,955 |
| UMBS MORTPASS 3.5% 03/32 | 0.00 | 13,912 |
| UMBS MORTPASS 3.5% 03/43 | 0.00 | 26,335 |
| UMBS MORTPASS 3.5% 03/47 | 0.00 | 2,580 |
| UMBS MORTPASS 3% 09/32 | 0.00 | 49,626 |
| UMBS MORTPASS 3% 11/26 | 0.00 | 14,935 |
| UMBS MORTPASS 3% 11/32 | 0.00 | 13,744 |
| UMBS MORTPASS 3% 11/46 | 0.00 | 42,999 |
| UMBS MORTPASS 3% 10/28 | 0.00 | 27,467 |
| UMBS MORTPASS 3% 10/28 | 0.00 | 14,648 |
| UMBS MORTPASS 3% 10/29 | 0.00 | 40,617 |
| UMBS MORTPASS 3% 10/44 | 0.00 | 72,899 |
| UMBS MORTPASS 3% 10/46 | 0.00 | 86,979 |
| UMBS MORTPASS 3% 10/47 | 0.00 | 34,151 |
| UMBS MORTPASS 3% 09/35 | 0.00 | 46,193 |
| UMBS MORTPASS 3% 09/43 | 0.00 | 29,161 |
| UMBS MORTPASS 3% 09/47 | 0.00 | 30,576 |
| UMBS MORTPASS 3% 12/47 | 0.00 | 39,104 |
| UMBS MORTPASS 3.5% 01/27 | 0.00 | 27,725 |
| UMBS MORTPASS 3.5% 01/41 | 0.00 | 26,691 |
| UMBS MORTPASS 3.5% 01/42 | 0.00 | 17,231 |
| UMBS MORTPASS 3.5% 01/45 | 0.00 | 77,598 |
| UMBS MORTPASS 3% 12/35 | 0.00 | 9,434 |
| UMBS MORTPASS 3% 12/43 | 0.00 | 46,961 |
| UMBS MORTPASS 3% 12/45 | 0.00 | 32,976 |
| UMBS MORTPASS 3.5% 01/48 | 0.00 | 41,427 |
| UMBS MORTPASS 3.5% 01/50 | 0.00 | 31,053 |
| UMBS MORTPASS 3.5% 01/50 | 0.00 | 30,792 |
| UMBS MORTPASS 3.5% 02/26 | 0.00 | 6,837 |
| UMBS MORTPASS 3.5% 02/41 | 0.00 | 14,237 |
| FEDERAL 1.875% 09/26 | 0.00 | 34,000 |
| UMBS MORTPASS 2% 06/50 | 0.00 | 55,778 |
| UMBS MORTPASS 2.5% 01/40 | 0.00 | 14,711 |
| UMBS MORTPASS 2% 05/51 | 0.00 | 8,365 |
| FNMA-ACES VAR 09/28 | 0.00 | 71,050 |
| FNMA-ACES VAR 07/28 | 0.00 | 39,292 |
| FNMA-ACES VAR 11/27 | 0.00 | 7,322 |
| UMBS MORTPASS 6.5% 12/37 | 0.00 | 16,030 |
| UMBS MORTPASS 6.5% 12/37 | 0.00 | 11,034 |
| UMBS MORTPASS 5.5% 11/39 | 0.00 | 64,043 |
| UMBS MORTPASS 6% 02/37 | 0.00 | 29,626 |
| UMBS MORTPASS 5.5% 06/33 | 0.00 | 14,833 |
| UMBS MORTPASS 5.5% 06/38 | 0.00 | 11,977 |
| UMBS MORTPASS 6% 03/34 | 0.00 | 37,682 |
| UMBS MORTPASS 6% 04/35 | 0.00 | 27,377 |
| UMBS MORTPASS 6% 07/41 | 0.00 | 64,163 |
| UMBS MORTPASS 6% 08/34 | 0.00 | 11,828 |
| UMBS MORTPASS 6% 09/32 | 0.00 | 15,647 |
| UMBS MORTPASS 6% 10/39 | 0.00 | 39,977 |
| UMBS MORTPASS 6% 11/36 | 0.00 | 29,338 |
| UMBS MORTPASS 4.5% 10/48 | 0.00 | 43,378 |
| UMBS MORTPASS 4.5% 11/30 | 0.00 | 1,287 |
| UMBS MORTPASS 4.5% 11/48 | 0.00 | 13,680 |
| UMBS MORTPASS 4.5% 11/52 | 0.00 | 8,818 |
| UMBS MORTPASS 4.5% 12/48 | 0.00 | 81,506 |
| UMBS MORTPASS 4.5% 09/44 | 0.00 | 20,267 |
| UMBS MORTPASS 4.5% 09/45 | 0.00 | 8,997 |
| UMBS MORTPASS 4.5% 09/49 | 0.00 | 64,584 |
| UMBS MORTPASS 4.5% 06/40 | 0.00 | 62,592 |
| UMBS MORTPASS 4.5% 05/47 | 0.00 | 12,521 |
| UMBS MORTPASS 4% 10/48 | 0.00 | 23,370 |
| UMBS MORTPASS 4.5% 01/25 | 0.00 | 106 |
| UMBS MORTPASS 4.5% 01/42 | 0.00 | 54,591 |
| UMBS MORTPASS 4.5% 02/45 | 0.00 | 6,868 |
| UMBS MORTPASS 4.5% 02/46 | 0.00 | 15,817 |
| UMBS MORTPASS 4.5% 02/47 | 0.00 | 13,435 |
| UMBS MORTPASS 4.5% 03/29 | 0.00 | 896 |
| UMBS MORTPASS 4.5% 04/47 | 0.00 | 20,427 |
| UMBS MORTPASS 4.5% 04/49 | 0.00 | 14,804 |
| UMBS MORTPASS 4% 11/44 | 0.00 | 8,495 |
| UMBS MORTPASS 4% 11/45 | 0.00 | 55,241 |
| UMBS MORTPASS 4% 12/40 | 0.00 | 73,287 |
| UMBS MORTPASS 4% 11/33 | 0.00 | 6,808 |
| UMBS MORTPASS 4% 11/34 | 0.00 | 10,126 |
| UMBS MORTPASS 4% 11/43 | 0.00 | 24,931 |
| UMBS MORTPASS 5% 09/40 | 0.00 | 30,541 |
| UMBS MORTPASS 5% 09/40 | 0.00 | 29,539 |
| UMBS MORTPASS 5% 09/48 | 0.00 | 7,180 |
| UMBS MORTPASS 5.5% 01/37 | 0.00 | 15,608 |
| UMBS MORTPASS 5% 10/41 | 0.00 | 64,255 |
| UMBS MORTPASS 5% 11/39 | 0.00 | 19,387 |
| UMBS MORTPASS 5% 12/33 | 0.00 | 10,090 |
| UMBS MORTPASS 4.5% 08/47 | 0.00 | 8,684 |
| UMBS MORTPASS 5% 01/41 | 0.00 | 64,292 |
| UMBS MORTPASS 5% 06/40 | 0.00 | 18,990 |
| UMBS MORTPASS 5% 03/34 | 0.00 | 7,286 |
| UMBS MORTPASS 5% 03/38 | 0.00 | 55,026 |
| UMBS MORTPASS 5% 08/35 | 0.00 | 20,565 |
| UMBS MORTPASS 5% 08/40 | 0.00 | 12,938 |
| UMBS MORTPASS 5% 08/40 | 0.00 | 67,773 |
| UMBS MORTPASS 5% 08/44 | 0.00 | 79,859 |
| UMBS MORTPASS 5% 07/37 | 0.00 | 13,145 |
| UMBS MORTPASS 5% 07/40 | 0.00 | 21,444 |
| UMBS MORTPASS 5% 07/44 | 0.00 | 57,241 |
| FHLMCGLD 4% 02/49 | 0.00 | 15,929 |
| FHLMCGLD 4% 02/49 | 0.00 | 29,396 |
| FHLMCGLD 4% 04/43 | 0.00 | 2,649 |
| FHLMCGLD 4% 05/26 | 0.00 | 14,997 |
| FHLMCGLD 4% 05/27 | 0.00 | 307 |
| FHLMCGLD 4% 05/47 | 0.00 | 14,562 |
| FHLMCGLD 4% 06/45 | 0.00 | 78,224 |
| FHLMCGLD 4% 06/47 | 0.00 | 74,764 |
| FHLMCGLD 4% 06/48 | 0.00 | 18,360 |
| FHLMCGLD 4% 07/29 | 0.00 | 236 |
| FHLMCGLD 4% 08/40 | 0.00 | 802 |
| FHLMCGLD 4% 08/45 | 0.00 | 9,058 |
| FHLMCGLD 4% 08/47 | 0.00 | 25,358 |
| FHLMCGLD 4% 08/47 | 0.00 | 59,755 |
| FHLMCGLD 4% 09/27 | 0.00 | 1,348 |
| FHLMCGLD 4% 10/48 | 0.00 | 9,785 |
| FHLMCGLD 4% 11/41 | 0.00 | 2,433 |
| FHLMCGLD 4% 12/47 | 0.00 | 23,607 |
| FHLMCGLD 4.5% 01/45 | 0.00 | 16,203 |
| FHLMCGLD 4.5% 08/42 | 0.00 | 1,903 |
| FHLMCGLD 4.5% 09/41 | 0.00 | 18,223 |
| FHLMCGLD 4.5% 09/44 | 0.00 | 22,369 |
| FHLMCGLD 4.5% 09/46 | 0.00 | 17,641 |
| FHLMCGLD 4.5% 11/48 | 0.00 | 22,304 |
| FHLMCGLD 4.5% 12/34 | 0.00 | 57,718 |
| FHLMCGLD 4.5% 12/39 | 0.00 | 15,169 |
| FHLMCGLD 5% 01/35 | 0.00 | 34,386 |
| FHLMCGLD 5% 05/40 | 0.00 | 47,411 |
| FHLMCGLD 5.5% 01/36 | 0.00 | 23,736 |
| FHLMCGLD 5.5% 09/37 | 0.00 | 15,202 |
| FHLMCGLD 5.5% 10/35 | 0.00 | 15,868 |
| FHLMCGLD 6% 05/40 | 0.00 | 3,109 |
| FEDERAL HOME 0.58% 02/26 | 0.00 | 65,000 |
| FHLMCGLD 3% 11/30 | 0.00 | 22,067 |
| FHLMCGLD 3.5% 10/47 | 0.00 | 40,284 |
| FHLMCGLD 3.5% 12/30 | 0.00 | 3,771 |
| FEDERAL HOME 3.25% 11/28 | 0.00 | 10,000 |
| FEDERAL HOME 0.9% 10/27 | 0.00 | 65,000 |
| FHLMCGLD 3% 12/42 | 0.00 | 2,125 |
| FHLMCGLD 3% 12/42 | 0.00 | 23,717 |
| FHLMCGLD 3% 12/47 | 0.00 | 5,607 |
| FHLMCGLD 3% 12/47 | 0.00 | 19,954 |
| FHLMCGLD 3.5% 01/29 | 0.00 | 48,975 |
| FHLMCGLD 3.5% 01/43 | 0.00 | 53,490 |
| FHLMCGLD 3.5% 01/48 | 0.00 | 68,335 |
| FHLMCGLD 3.5% 02/42 | 0.00 | 4 |
| FHLMCGLD 3.5% 03/27 | 0.00 | 7,896 |
| FHLMCGLD 3.5% 04/42 | 0.00 | 80,961 |
| FHLMCGLD 3.5% 04/46 | 0.00 | 31,496 |
| FHLMCGLD 3.5% 05/47 | 0.00 | 5,992 |
| FHLMCGLD 3.5% 06/42 | 0.00 | 16,584 |
| FHLMCGLD 3.5% 09/42 | 0.00 | 69,966 |
| FHLMCGLD 3.5% 10/41 | 0.00 | 16,141 |
| FHLMCGLD 3% 03/32 | 0.00 | 77,765 |
| FHLMCGLD 3% 03/32 | 0.00 | 23,999 |
| FHLMCGLD 3% 03/42 | 0.00 | 31,534 |
| FHLMCGLD 3% 04/43 | 0.00 | 42,065 |
| FHLMCGLD 3% 04/47 | 0.00 | 20,181 |
| FHLMCGLD 3% 04/48 | 0.00 | 8,403 |
| FHLMCGLD 3% 05/47 | 0.00 | 74,151 |
| FHLMCGLD 3% 06/30 | 0.00 | 5,391 |
| FEDERAL FARM 1.23% 09/29 | 0.00 | 35,000 |
| FORTUNE BRANDS 4% 03/32 | 0.00 | 28,000 |
| FREEPORT-MCM 4.375% 08/28 | 0.00 | 83,000 |
| FHLMCGLD 3% 06/46 | 0.00 | 26,407 |
| FHLMCGLD 3% 07/45 | 0.00 | 38,620 |
| UMBS MORTPASS 2% 01/35 | 0.00 | 21,112 |
| UMBS MORTPASS 2% 03/28 | 0.00 | 35,159 |
| UMBS MORTPASS 1.5% 06/36 | 0.00 | 68,148 |
| FISERV INC 2.65% 06/30 | 0.00 | 30,000 |
| FHLMC VAR 02/25 | 0.00 | 27,620 |
| FHLMC 3.308% 09/25 | 0.00 | 38,765 |
| FHLMC 2.862% 05/26 | 0.00 | 48,276 |
| FHLMC 2.988% 05/31 | 0.00 | 75,000 |
| FHLMC 3.045% 08/26 | 0.00 | 16,187 |
| FHLMC 2.57% 07/26 | 0.00 | 63,000 |
| FHLMC 1.846% 01/31 | 0.00 | 10,000 |
| UMBS MORTPASS 3% 08/42 | 0.00 | 74,618 |
| UMBS MORTPASS 3% 07/31 | 0.00 | 81,362 |
| UMBS MORTPASS 3% 07/34 | 0.00 | 3,688 |
| UMBS MORTPASS 3% 07/43 | 0.00 | 66,785 |
| UMBS MORTPASS 3% 05/48 | 0.00 | 18,393 |
| UMBS MORTPASS 3% 06/28 | 0.00 | 32,289 |
| UMBS MORTPASS 3% 05/27 | 0.00 | 6,666 |
| UMBS MORTPASS 3% 05/30 | 0.00 | 53,936 |
| UMBS MORTPASS 3% 05/32 | 0.00 | 8,671 |
| UMBS MORTPASS 3% 04/46 | 0.00 | 29,944 |
| UMBS MORTPASS 3% 02/49 | 0.00 | 43,449 |
| UMBS MORTPASS 3% 04/32 | 0.00 | 76,670 |
| UMBS MORTPASS 3% 04/32 | 0.00 | 5,850 |
| UMBS MORTPASS 3% 04/32 | 0.00 | 20,636 |
| UMBS MORTPASS 3% 04/43 | 0.00 | 28,941 |
| UMBS MORTPASS 3% 03/35 | 0.00 | 34,619 |
| UMBS MORTPASS 3% 03/46 | 0.00 | 24,135 |
| UMBS MORTPASS 3% 03/46 | 0.00 | 23,161 |
| UMBS MORTPASS 3% 03/47 | 0.00 | 6,674 |
| UMBS MORTPASS 2.5% 10/27 | 0.00 | 5,880 |
| UMBS MORTPASS 2.5% 11/32 | 0.00 | 19,019 |
| UMBS MORTPASS 2.5% 09/28 | 0.00 | 9,498 |
| UMBS MORTPASS 2.5% 09/32 | 0.00 | 25,149 |
| UMBS MORTPASS 2.5% 09/34 | 0.00 | 6,353 |
| UMBS MORTPASS 3% 01/47 | 0.00 | 68,221 |
| UMBS MORTPASS 3% 01/48 | 0.00 | 8,094 |
| UMBS MORTPASS 3% 02/27 | 0.00 | 5,722 |
| UMBS MORTPASS 3% 02/28 | 0.00 | 27,033 |
| UMBS MORTPASS 3% 02/43 | 0.00 | 41,129 |
| UMBS MORTPASS 2.5% 12/32 | 0.00 | 26,665 |
| UMBS MORTPASS 2.5% 12/37 | 0.00 | 30,845 |
| UMBS MORTPASS 3% 01/35 | 0.00 | 78,149 |
| UMBS MORTPASS 3% 01/43 | 0.00 | 16,060 |
| UMBS MORTPASS 2% 11/31 | 0.00 | 12,108 |
| UMBS MORTPASS 2% 12/27 | 0.00 | 12,844 |
| UMBS MORTPASS 2.5% 01/43 | 0.00 | 46,037 |
| UMBS MORTPASS 2.5% 01/47 | 0.00 | 10,188 |
| UMBS MORTPASS 2.5% 01/33 | 0.00 | 9,505 |
| UMBS MORTPASS 2.5% 01/33 | 0.00 | 25,315 |
| UMBS MORTPASS 2% 08/37 | 0.00 | 75,435 |
| UMBS MORTPASS 2% 07/29 | 0.00 | 8,652 |
| UMBS MORTPASS 2% 06/28 | 0.00 | 4,750 |
| UMBS MORTPASS 2% 06/30 | 0.00 | 15,030 |
| UMBS MORTPASS 2.5% 08/50 | 0.00 | 78,839 |
| UMBS MORTPASS 2.5% 08/46 | 0.00 | 27,350 |
| UMBS MORTPASS 2.5% 07/27 | 0.00 | 20,674 |
| UMBS MORTPASS 2.5% 03/50 | 0.00 | 86,830 |
| UMBS MORTPASS 2.5% 02/28 | 0.00 | 11,231 |
| UMBS MORTPASS 2.5% 02/28 | 0.00 | 5,039 |
| UMBS MORTPASS 2.5% 02/32 | 0.00 | 2,290 |
| UMBS MORTPASS 2.5% 04/48 | 0.00 | 9,661 |
| UMBS MORTPASS 2.5% 06/29 | 0.00 | 21,222 |
| UMBS MORTPASS 2.5% 06/46 | 0.00 | 21,231 |
| UMBS MORTPASS 2.5% 06/46 | 0.00 | 87,634 |
| AMGEN INC 4.95% 10/41 | 0.00 | 26,000 |
| AMERICAN 1.45% 09/26 | 0.00 | 45,000 |
| AMGEN INC 4.2% 03/33 | 0.00 | 50,000 |
| AMERICAN 3.55% 07/27 | 0.00 | 33,000 |
| AMERICAN 3.65% 03/27 | 0.00 | 30,000 |
| AMERICAN 5.25% 07/28 | 0.00 | 30,000 |
| AMERICAN 5.5% 03/28 | 0.00 | 30,000 |
| AMAZON.COM 1.65% 05/28 | 0.00 | 79,000 |
| AMAZON.COM 2.5% 06/50 | 0.00 | 76,000 |
| AON GLOBAL 3.875% 12/25 | 0.00 | 12,000 |
| AUTONATION 4.75% 06/30 | 0.00 | 16,000 |
| AMPHENOL CORP 2.2% 09/31 | 0.00 | 70,000 |
| AIR PRODUCTS 4.8% 03/33 | 0.00 | 50,000 |
| ARES 2.875% 06/28 | 0.00 | 35,000 |
| AVALONBAY 2.95% 05/26 | 0.00 | 11,000 |
| ASIAN 4.5% 08/28 | 0.00 | 10,000 |
| ATHENE 3.5% 01/31 | 0.00 | 56,000 |
| AVISTA CORP 4% 04/52 | 0.00 | 27,000 |
| ASIAN 1.75% 09/29 | 0.00 | 74,000 |
| ASIAN 2% 04/26 | 0.00 | 13,000 |
| ARROW 2.95% 02/32 | 0.00 | 96,000 |
| ALEXANDRIA 3.55% 03/52 | 0.00 | 10,000 |
| BROADCOM INC 4.11% 09/28 | 0.00 | 46,000 |
| BROADCOM INC 4.3% 11/32 | 0.00 | 47,000 |
| AMERICAN VAR 07/27 | 0.00 | 30,000 |
| AUTOZONE INC 1.65% 01/31 | 0.00 | 40,000 |
| AMERICAN MUN 7.834% 02/41 | 0.00 | 25,000 |
| AMGEN INC 2.6% 08/26 | 0.00 | 10,000 |
| AIR LEASE 3.25% 10/29 | 0.00 | 25,000 |
| AIR LEASE 3.75% 06/26 | 0.00 | 42,000 |
| ALLSTATE 4.5% 06/43 | 0.00 | 42,000 |
| ALLSTATE VAR 05/57 | 0.00 | 18,000 |
| AFRICAN 4.625% 01/27 | 0.00 | 45,000 |
| AFLAC INC 2.875% 10/26 | 0.00 | 49,000 |
| AMERICAN 5.625% 03/33 | 0.00 | 62,000 |
| ASIAN 4% 01/28 | 0.00 | 28,000 |
| ARTHUR J 2.4% 11/31 | 0.00 | 80,000 |
| AMERICAN 3.375% 02/31 | 0.00 | 19,000 |
| AMERICAN 2.875% 07/34 | 0.00 | 80,347 |
| AMERICAN 3.65% 02/29 | 0.00 | 63,875 |
| APPLE INC 2.375% 02/41 | 0.00 | 15,000 |
| APPLE INC 2.05% 09/26 | 0.00 | 26,000 |
| ABBVIE INC 4.8% 03/27 | 0.00 | 13,000 |
| ABBVIE INC 4.45% 05/46 | 0.00 | 21,000 |
| ANHEUSER-BUSC 5.55% 01/49 | 0.00 | 50,000 |
| ANHEUSER-BUSCH 4.7% 02/36 | 0.00 | 17,000 |
| BENCHMARK 4.2317% 01/52 | 0.00 | 40,000 |
| BENCHMARK VAR 01/51 | 0.00 | 50,000 |
| BENCHMARK VAR 02/51 | 0.00 | 20,000 |
| BURLINGTON 6.15% 05/37 | 0.00 | 20,000 |
| BP CAPITAL 3.279% 09/27 | 0.00 | 30,000 |
| BROADRIDGE 2.9% 12/29 | 0.00 | 44,000 |
| PROVINCE OF 0.9% 07/26 | 0.00 | 76,000 |
| PROVINCE OF 2.25% 06/26 | 0.00 | 35,000 |
| BP CAPITAL 3.06% 06/41 | 0.00 | 45,000 |
| BRISTOL-MYERS 3.4% 07/29 | 0.00 | 30,000 |
| BRISTOL-MYERS 3.9% 03/62 | 0.00 | 41,000 |
| BOSTON 4.55% 03/39 | 0.00 | 50,000 |
| BORGWARNER 2.65% 07/27 | 0.00 | 10,000 |
| BOSTON 3.65% 02/26 | 0.00 | 50,000 |
| CARRIER 3.577% 04/50 | 0.00 | 14,000 |
| CITIGROUP INC VAR 03/33 | 0.00 | 25,000 |
| BOEING 3.75% 02/50 | 0.00 | 33,000 |
| BOEING 3.95% 08/59 | 0.00 | 96,000 |
| BANK OF 3.574% 02/50 | 0.00 | 20,000 |
| BANK OF VAR 11/28 | 0.00 | 55,000 |
| BANK OF VAR 02/31 | 0.00 | 25,000 |
| BANK OF VAR 07/29 | 0.00 | 50,000 |
| BAY AREA 6.918% 04/40 | 0.00 | 20,000 |
| BBCMS 4.314% 12/51 | 0.00 | 40,000 |
| BRUNSWICK 2.4% 08/31 | 0.00 | 70,000 |
| BANK 2.851% 10/52 | 0.00 | 60,000 |
| BANK 3.419% 05/50 | 0.00 | 12,888 |
| BANK 3.688% 02/61 | 0.00 | 20,000 |
| BANK 4.005% 02/52 | 0.00 | 60,000 |
| BECTON 4.298% 08/32 | 0.00 | 50,000 |
| BETH ISRAEL 3.08% 07/51 | 0.00 | 100,000 |
| BENCHMARK 3.4097% 05/52 | 0.00 | 21,585 |
| BENCHMARK 4.203% 10/51 | 0.00 | 29,206 |
| EXPORT 3% 05/27 | 0.00 | 10,000 |
| EUROPEAN 2.125% 04/26 | 0.00 | 11,000 |
| DUKE ENERGY 6.45% 10/32 | 0.00 | 30,000 |
| DUKE 2.682% 10/44 | 0.00 | 10,000 |
| DEVON ENERGY 4.5% 01/30 | 0.00 | 74,000 |
| DEVON ENERGY 7.95% 04/32 | 0.00 | 30,000 |
| ELECTRONIC 1.85% 02/31 | 0.00 | 37,000 |
| ENBRIDGE INC 3.4% 08/51 | 0.00 | 20,000 |
| ENLINK 5.45% 06/47 | 0.00 | 57,000 |
| EUROPEAN 3.875% 03/28 | 0.00 | 35,000 |
| EUROPEAN 4.875% 02/36 | 0.00 | 21,000 |
| ELEVANCE 2.875% 09/29 | 0.00 | 67,000 |
| ELEVANCE 3.65% 12/27 | 0.00 | 15,000 |
| DUKE ENERGY 2.45% 02/30 | 0.00 | 41,000 |
| DUKE ENERGY 0.9% 09/25 | 0.00 | 65,000 |
| DTE ELECTRIC 4.3% 07/44 | 0.00 | 35,000 |
| DOW CHEMICAL 6.3% 03/33 | 0.00 | 50,000 |
| DUKE ENERGY 3% 12/51 | 0.00 | 50,000 |
| DUKE ENERGY 5.25% 03/33 | 0.00 | 50,000 |
| DUKE ENERGY 3.75% 09/46 | 0.00 | 67,000 |
| DUKE ENERGY 3.95% 03/48 | 0.00 | 57,000 |
| DOW 4.625% 10/44 | 0.00 | 10,000 |
| WALT DISNEY 1.75% 01/26 | 0.00 | 20,000 |
| QUEST 2.95% 06/30 | 0.00 | 16,000 |
| WALT DISNEY 3.375% 11/26 | 0.00 | 25,000 |
| DTE ELECTRIC 3.25% 04/51 | 0.00 | 29,000 |
| DIAMONDBACK 3.125% 03/31 | 0.00 | 38,000 |
| DIAMONDBACK 4.4% 03/51 | 0.00 | 100,000 |
| EXPEDIA 2.95% 03/31 | 0.00 | 30,000 |
| FEDERAL FARM 0.84% 02/28 | 0.00 | 50,000 |
| FEDERAL FARM 1.12% 09/28 | 0.00 | 35,000 |
| FEDERAL FARM 1.15% 08/30 | 0.00 | 93,000 |
| FEDEX CORP 4.55% 04/46 | 0.00 | 86,000 |
| FEDEX CORP 4.9% 01/34 | 0.00 | 30,000 |
| FEDERAL FARM 1.68% 04/30 | 0.00 | 55,000 |
| FEDERAL FARM 1.69% 08/35 | 0.00 | 11,000 |
| FEDERAL FARM 2.23% 03/35 | 0.00 | 12,000 |
| FHLMCGLD 2% 03/28 | 0.00 | 39,127 |
| FHLMCGLD 2% 04/28 | 0.00 | 37,740 |
| FHLMCGLD 2% 05/28 | 0.00 | 5,526 |
| FHLMCGLD 2.5% 01/29 | 0.00 | 20,994 |
| FHLMCGLD 2.5% 02/30 | 0.00 | 15,914 |
| FHLMCGLD 2.5% 02/43 | 0.00 | 74,657 |
| FHLMCGLD 2.5% 04/33 | 0.00 | 2,087 |
| FHLMCGLD 2.5% 05/28 | 0.00 | 10,031 |
| FHLMCGLD 2.5% 06/30 | 0.00 | 21,462 |
| FHLMCGLD 2.5% 08/27 | 0.00 | 26,708 |
| FHLMCGLD 2.5% 09/46 | 0.00 | 10,043 |
| FHLMCGLD 2.5% 11/27 | 0.00 | 17,108 |
| FHLMCGLD 2.5% 12/46 | 0.00 | 10,630 |
| FHLMCGLD 3% 01/43 | 0.00 | 2,372 |
| ENERGY 4.75% 01/26 | 0.00 | 11,000 |
| NSTAR 3.25% 05/29 | 0.00 | 12,000 |
| NSTAR 3.95% 04/30 | 0.00 | 15,000 |
| EVERSOURCE 1.65% 08/30 | 0.00 | 50,000 |
| EQUINIX INC 1% 09/25 | 0.00 | 35,000 |
| ENTERPRISE 3.95% 01/60 | 0.00 | 90,000 |
| ENTERGY CORP 2.8% 06/30 | 0.00 | 10,000 |
| CONSTELLATION 5.6% 06/42 | 0.00 | 57,000 |
| EATON CORP 4.15% 11/42 | 0.00 | 11,000 |
| ENERGY 5.4% 10/47 | 0.00 | 26,000 |
| ENERGY 5.75% 02/33 | 0.00 | 64,000 |
| CHICAGO ILL 4.472% 01/49 | 0.00 | 25,000 |
| CFCRE 3.5719% 06/50 | 0.00 | 30,000 |
| CFCRE 3.6436% 12/54 | 0.00 | 7,510 |
| CITIGROUP 3.003% 05/49 | 0.00 | 22,409 |
| CITIGROUP VAR 04/48 | 0.00 | 40,000 |
| REPUBLIC OF 2.55% 01/32 | 0.00 | 70,000 |
| CANTOR 3.1163% 11/52 | 0.00 | 75,000 |
| CROWN CASTLE 3.8% 02/28 | 0.00 | 20,000 |
| CROWN CASTLE 4.8% 09/28 | 0.00 | 30,000 |
| CD 2017-CD6 3.332% 11/50 | 0.00 | 11,459 |
| CD 2017-CD6 VAR 11/50 | 0.00 | 30,000 |
| CATERPILLAR 4.3% 05/44 | 0.00 | 50,000 |
| COMMONSPIRIT 4.35% 11/42 | 0.00 | 25,000 |
| CBOE GLOBAL 1.625% 12/30 | 0.00 | 11,000 |
| CIGNA 3.4% 03/27 | 0.00 | 10,000 |
| CHARTER 3.9% 06/52 | 0.00 | 70,000 |
| COMCAST CORP 2.65% 02/30 | 0.00 | 25,000 |
| COMCAST 4.049% 11/52 | 0.00 | 50,000 |
| CENTERPOINT 2.95% 03/30 | 0.00 | 30,000 |
| CENTERPOINT 4.45% 10/32 | 0.00 | 50,000 |
| CENTERPOINT 6.95% 03/33 | 0.00 | 15,000 |
| CNA FINANCIAL 3.9% 05/29 | 0.00 | 25,000 |
| CMS ENERGY 4.875% 03/44 | 0.00 | 18,000 |
| CMS ENERGY VAR 12/50 | 0.00 | 11,000 |
| COMCAST CORP 3.55% 05/28 | 0.00 | 25,000 |
| COMCAST CORP 4.4% 08/35 | 0.00 | 74,000 |
| CVS HEALTH 2.125% 09/31 | 0.00 | 57,000 |
| CVS HEALTH 2.7% 08/40 | 0.00 | 58,000 |
| CVS HEALTH 3.25% 08/29 | 0.00 | 14,000 |
| CUBESMART LP 2% 02/31 | 0.00 | 35,000 |
| CUBESMART LP 2.5% 02/32 | 0.00 | 92,000 |
| CONNECTICUT 5.85% 03/32 | 0.00 | 75,000 |
| CSAIL 3.7182% 08/48 | 0.00 | 30,000 |
| CSAIL 3.7567% 11/48 | 0.00 | 27,000 |
| CISCO SYSTEMS 5.9% 02/39 | 0.00 | 12,000 |
| CSX CORP 4.1% 11/32 | 0.00 | 30,000 |
| CSX CORP 4.3% 03/48 | 0.00 | 24,000 |
| CAPITAL ONE VAR 02/29 | 0.00 | 51,000 |
| COMM 2014-UBS5 VAR 09/47 | 0.00 | 26,506 |
| COMM 2015-LC21 VAR 07/48 | 0.00 | 30,000 |
| CAMDEN 2.8% 05/30 | 0.00 | 45,000 |
| COMM 3.759% 08/48 | 0.00 | 30,000 |
| DOMINION 4.7% 12/44 | 0.00 | 49,000 |
| VIRGINIA 2.45% 12/50 | 0.00 | 58,000 |
| DOMINION 4.05% 09/42 | 0.00 | 40,000 |
| CVS HEALTH 4.78% 03/38 | 0.00 | 30,000 |
| CVS HEALTH 1.3% 08/27 | 0.00 | 75,000 |
| DOLLAR 4.15% 11/25 | 0.00 | 10,000 |
| DOLLAR GENERAL 5% 11/32 | 0.00 | 50,000 |
| DBGS 2018-C1 4.466% 10/51 | 0.00 | 20,000 |
| DBJPM 3.328% 06/50 | 0.00 | 20,000 |
| DUPONT DE 4.725% 11/28 | 0.00 | 10,000 |
| JOHN DEERE 0.7% 01/26 | 0.00 | 45,000 |
| DELTA AIR 7.375% 01/26 | 0.00 | 27,000 |
| DALLAS TEX 2.613% 12/48 | 0.00 | 100,000 |
| VIRGINIA 4% 01/43 | 0.00 | 15,000 |
