Security Name Coupon Rate Maturity Date Market Value Us/fixed_domestic.pdfSecurity Name Coupon Rate...

Security Name Coupon Rate Maturity Date Market Value

1011778 BC / NEW RED FIN 3.88 1/15/2028 257,643

1011778 BC / NEW RED FIN 4.25 5/15/2024 975,800

1011778 BC / NEW RED FIN 4.38 1/15/2028 75,188

1011778 BC / NEW RED FIN 5.00 10/15/2025 575,103

1211 AVENUE OF THE AMERICAS TR 3.90 8/10/2035 4,217,543

1211 AVENUE OF THE AMERICAS TR 4.14 8/10/2035 32,397,616

280 PARK AVENUE MORTGAGE TRUST 3.28 9/15/2034 2,503,025

3M COMPANY 1.63 9/19/2021 9,977,756

3M COMPANY 2.38 8/26/2029 6,906,967

3M COMPANY 2.88 10/15/2027 10,430,396

3M COMPANY 3.00 8/7/2025 11,040,817

3M COMPANY 3.63 9/14/2028 10,893,887

8TH AVE FOOD PROVISIONS INC ‐ 10/1/2025 71,517

ABB FINANCE USA INC 3.38 4/3/2023 10,395,961

ABBOTT LABORATORIES 2.55 3/15/2022 10,164,027

ABBVIE INC 2.50 5/14/2020 10,015,024

ABBVIE INC 2.95 11/21/2026 7,127,146

ABBVIE INC 3.20 11/6/2022 10,261,220

ABBVIE INC 3.20 5/14/2026 10,362,914

ABBVIE INC 3.20 11/21/2029 5,086,772

ABC SUPPLY CO INC 4.00 1/15/2028 472,990

ABC SUPPLY CO INC 5.88 5/15/2026 209,313

ACADIA HEALTHCARE CO INC 5.13 7/1/2022 75,563



ACCO BRANDS CORP 5.25 12/15/2024 463,356

ACI WORLDWIDE INC 5.75 8/15/2026 219,810

ACRISURE LLC / FIN INC 7.00 11/15/2025 120,625



ADIENT GLOBAL HOLDINGS 4.88 8/15/2026 535,500

ADIENT US LLC 7.00 5/15/2026 179,850

ADT SEC CORP 6.25 10/15/2021 152,975

ADVANCED DRAINAGE SYSTEM 5.00 9/30/2027 36,094

AES CORP/THE 4.50 3/15/2023 52,275

AES CORP/THE 5.13 9/1/2027 53,375

AES CORP/THE 5.50 4/15/2025 489,405

AETNA INC 2.80 6/15/2023 5,081,264

AHERN RENTALS INC 7.38 5/15/2023 59,438

AID ISRAEL 5.50 9/18/2023 28,260,851

AID ISRAEL 5.50 4/26/2024 115,229,209

AIG GLOBAL FUNDING 2.70 12/15/2021 10,153,803

AIR CANADA 7.75 4/15/2021 345,670

AIR MEDICAL GROUP HOLDIN 6.38 5/15/2023 89,500

AIR PRODUCTS + CHEMICALS 3.35 7/31/2024 12,634,693

ALBERTSONS COS/SAFEWAY 4.63 1/15/2027 306,632




ALCOA NEDERLAND HOLDING 6.13 5/15/2028 42,218



ALEXANDRIA REAL ESTATE E 3.95 1/15/2027 807,742




ALGECO GLOBAL FINANCE 8.00 2/15/2023 194,750

ALLEGHENY TECHNOLOGIES 5.88 12/1/2027 161,700

ALLERGAN FUNDING SCS 3.00 3/12/2020 10,007,322

ALLIANCE DATA SYSTEMS CO 4.75 12/15/2024 308,228

New York State Teachers' Retirement System

Domestic Fixed Income Holdings

As of December 31, 2019





ALLIED UNIVERSAL 6.63 7/15/2026 134,338

ALLIED UNIVERSAL 9.75 7/15/2027 267,068

ALLISON TRANSMISSION INC 4.75 10/1/2027 103,750



ALLY FINANCIAL INC 3.88 5/21/2024 298,538






ALPHABET INC 3.38 2/25/2024 12,764,990

ALPINE FIN MERGER SUB LLC ‐ 7/12/2024 349,856

ALTICE FINANCING SA 6.63 2/15/2023 203,500

ALTICE FINANCING SA 7.50 5/15/2026 860,000

ALTICE FRANCE SA ‐ 8/14/2026 123,853

ALTICE FRANCE SA 5.50 1/15/2028 436,709

ALTICE FRANCE SA 7.38 5/1/2026 1,538,526

ALTICE FRANCE SA 8.13 2/1/2027 573,261

ALTICE LUXEMBOURG SA 10.50 5/15/2027 256,511

ALTRA INDL MOTION CORP ‐ 10/1/2025 22,248

ALTRIA GROUP INC 2.63 1/14/2020 10,001,388

ALTRIA GROUP INC 3.49 2/14/2022 5,146,134

ALTRIA GROUP INC 4.40 2/14/2026 5,435,730

AMAZON.COM INC 2.80 8/22/2024 7,244,781

AMC ENTERTAINMENT HLDGS 6.13 5/15/2027 228,125

AMC NETWORKS INC 5.00 4/1/2024 239,700

AMEREN ILLINOIS CO 3.25 3/1/2025 10,481,764

AMEREN ILLINOIS CO 3.80 5/15/2028 10,903,940

AMERICAN AIRLINES GROUP 4.63 3/1/2020 250,393

AMERICAN AIRLINES GROUP 5.00 6/1/2022 130,781

AMERICAN AXLE + MFG INC 6.25 4/1/2025 41,650



AMERICAN CAMPUS CMNTYS 4.13 7/1/2024 454,368

AMERICAN EXPRESS CO 3.00 10/30/2024 14,991,864

AMERICAN EXPRESS CO 3.40 2/27/2023 11,941,138

AMERICAN EXPRESS CREDIT 2.38 5/26/2020 11,013,288



AMERICAN EXPRESS CREDIT ACCOUN 2.87 10/15/2024 10,217,224

AMERICAN HOMES 4 RENT 4.25 2/15/2028 639,158

AMERICAN HONDA FINANCE 2.45 9/24/2020 10,035,279

AMERICAN HONDA FINANCE 2.90 2/16/2024 10,310,484

AMERICAN INTL GROUP 3.75 7/10/2025 11,174,417

AMERICAN WATER CAPITAL C 3.75 9/1/2028 14,051,977

AMERICAN WOODMARK CORP 4.88 3/15/2026 486,875

AMERIGAS PART/FIN CORP 5.75 5/20/2027 356,688

AMERIGAS PART/FIN CORP 5.88 8/20/2026 198,450

AMGEN INC 2.13 5/1/2020 10,003,754

AMGEN INC 2.25 8/19/2023 10,093,964

AMGH HLDG CORP ‐ 3/14/2025 200,024

ANHEUSER BUSCH CO/INBEV 3.65 2/1/2026 10,665,625

ANHEUSER BUSCH INBEV FIN 3.30 2/1/2023 9,312,025

ANHEUSER BUSCH INBEV FIN 3.70 2/1/2024 10,603,970

ANHEUSER BUSCH INBEV WOR 4.00 4/13/2028 11,005,535



ANIXTER INC 6.00 12/1/2025 182,000

ANTERO MIDSTREAM PART/FI 5.38 9/15/2024 301,438







ANTERO RESOURCES CORP 5.13 12/1/2022 348,075



ANTHEM INC 2.88 9/15/2029 10,411,515

ANTHEM INC 2.95 12/1/2022 10,230,747

ANTHEM INC 3.35 12/1/2024 10,438,331

APERGY CORP 6.38 5/1/2026 244,760

APPLE INC 1.55 2/7/2020 9,996,118

APPLE INC 2.05 9/11/2026 14,893,778

APPLE INC 2.15 2/9/2022 10,084,882

APPLE INC 2.20 9/11/2029 9,812,263

APPLE INC 2.85 5/6/2021 5,077,131

APPLE INC 2.85 2/23/2023 12,857,470

APPLE INC 3.20 5/13/2025 10,566,891

APPLIED MATERIALS INC 2.63 10/1/2020 10,054,706

APPLIED MATERIALS INC 3.30 4/1/2027 3,181,625

APPLIED SYS INC ‐ 9/19/2024 191,678

APTIM CORP 7.75 6/15/2025 45,000

APX GROUP INC 7.88 12/1/2022 283,459

APX GROUP INC 8.50 11/1/2024 187,460

ARAMARK SERVICES INC 5.00 2/1/2028 463,650

ARAMARK SERVICES INC 5.13 1/15/2024 357,118

ARCHROCK PARTNERS LP/FIN 6.00 10/1/2022 347,588



ARCONIC INC 5.13 10/1/2024 98,100

ARCONIC INC 5.90 2/1/2027 355,038

ARD FINANCE SA 6.50 6/30/2027 206,790

ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 337,859

ARDAGH PKG FIN/HLDGS USA 6.00 2/15/2025 1,813,289

ARDONAGH MIDCO THREE PLC 8.63 7/15/2023 198,000

ARIZONA PUBLIC SERVICE 3.15 5/15/2025 10,370,320

ASCEND LEARNING LLC 6.88 8/1/2025 78,750

ASCENT RESOURCES/ARU FIN 7.00 11/1/2026 143,550

ASCENT RESOURCES/ARU FIN 10.00 4/1/2022 179,033

ASGN INCORPORATED 4.63 5/15/2028 255,942

ASHFORD HOSPITALITY TRUST 0.28 10/15/2019 2,416

ASHLAND LLC 4.75 8/15/2022 182,875

ASHTEAD CAPITAL INC 4.13 8/15/2025 411,000

ASHTON WOODS USA/FINANCE 6.75 8/1/2025 127,813

ASIAN DEVELOPMENT BANK 2.00 2/16/2022 25,169,792

ASTRAZENECA PLC 2.38 11/16/2020 10,031,619

ASTRAZENECA PLC 3.13 6/12/2027 10,430,918

ASTRAZENECA PLC 3.38 11/16/2025 10,628,523

ASTRAZENECA PLC 3.50 8/17/2023 10,465,380

AT+T INC 3.00 6/30/2022 13,280,140

AT+T INC 3.90 3/11/2024 15,956,426

AT+T INC 4.10 2/15/2028 14,347,239

AT+T INC 4.13 2/17/2026 12,465,277

AT+T INC 4.25 3/1/2027 16,201,136

ATLANTIC CITY ELECTRIC 4.00 10/15/2028 11,158,215

ATOTECH ALPHA 3 BV 6.25 2/1/2025 130,175

AUTOMATIC DATA PROCESSNG 2.25 9/15/2020 5,013,218

AUTOMATIC DATA PROCESSNG 3.38 9/15/2025 5,331,276

AVALONBAY COMMUNITIES 4.20 12/15/2023 386,525

AVANTOR INC ‐ 11/21/2024 11,635

AVANTOR INC 6.00 10/1/2024 688,785

AVANTOR INC 9.00 10/1/2025 315,143





AVENTURA MALL TRUST 4.11 7/5/2040 15,633,198

AVIS BUDGET CAR/FINANCE 5.25 3/15/2025 581,244

AVIS BUDGET CAR/FINANCE 6.38 4/1/2024 337,188

AVOLON HOLDINGS FNDG LTD 5.25 5/15/2024 27,290

AXALTA COATING SYSTEMS 4.88 8/15/2024 524,745

B+G FOODS INC 5.25 4/1/2025 120,315

B+G FOODS INC 5.25 9/15/2027 103,020

BANC OF AMERICA COMMERCIAL MOR 4.36 9/15/2048 1,068,052

BANC OF AMERICA MERRILL LYNCH 0.53 12/10/2030 603,396

BANC OF AMERICA MERRILL LYNCH 0.56 12/15/2035 607,155

BANC OF AMERICA MERRILL LYNCH 2.89 9/15/2034 1,268,540



BANK 0.15 11/15/2062 977,568

BANK 2.96 11/15/2062 1,393,516

BANK 2.98 11/15/2062 4,107,978

BANK 3.18 8/15/2061 5,220,746

BANK 3.46 11/15/2062 1,054,049

BANK 3.54 11/15/2054 4,232,101

BANK 3.63 11/15/2062 995,964

BANK 4.22 8/15/2061 4,307,740

BANK OF AMERICA CORP 2.46 10/22/2025 5,033,451










BANK OF AMERICA CORP 5.13 79,335

BANK OF AMERICA CORP 6.25 9/29/2049 444,500

BANK OF AMERICA CORP 6.30 12/29/2049 86,625

BANK OF AMERICA CREDIT CARD TR 1.74 1/15/2025 14,954,022



BANK OF MONTREAL 2.90 3/26/2022 10,195,845

BANK OF NOVA SCOTIA 1.88 4/26/2021 15,006,991



BANK OF NY MELLON CORP 2.20 8/16/2023 14,648,375





BARCLAYS BANK PLC 2.65 1/11/2021 15,098,122

BARCLAYS COMMERCIAL MORTGAGE 3.90 11/25/2034 1,890,486

BARCLAYS COMMERCIAL MORTGAGE S 0.34 9/5/2032 167,831


BARCLAYS COMMERCIAL MORTGAGE S 3.00 5/15/2052 2,295,387

BARCLAYS COMMERCIAL MORTGAGE S 3.31 8/10/2035 1,752,983



BARCLAYS PLC 3.93 5/7/2025 12,614,996

BAUSCH HEALTH AMERICAS 8.50 1/31/2027 408,829

BAUSCH HEALTH AMERICAS 9.25 4/1/2026 877,530

BAUSCH HEALTH COMPANIES INC. ‐ 6/2/2025 32,232

BAUSCH HEALTH COS INC 5.00 1/30/2028 313,049










BAUSCH HEALTH COS INC 6.13 4/15/2025 1,164,450





BAYER US FINANCE LLC 3.00 10/8/2021 10,129,366

BB UBS TRUST 0.60 11/5/2036 458,355

BEACON ROOFING SUPPLY IN 4.50 11/15/2026 233,810

BEACON ROOFING SUPPLY IN 4.88 11/1/2025 821,085

BEAR STEARNS COMMERCIAL MORTGA 5.07 9/11/2042 6,452,164

BEAZER HOMES USA 6.75 3/15/2025 330,750

BEAZER HOMES USA 7.25 10/15/2029 80,063

BELLRING BRANDS LLC ‐ 10/21/2024 142,323

BENCHMARK MORTGAGE TRUST 3.35 12/15/2062 2,067,744

BERKSHIRE HATHAWAY INC 2.75 3/15/2023 5,127,119

BERKSHIRE HATHAWAY INC 3.13 3/15/2026 5,270,050

BERRY GLOBAL INC 4.50 2/15/2026 228,038

BERRY GLOBAL INC 4.88 7/15/2026 586,413

BERRY GLOBAL INC 5.13 7/15/2023 387,923

BERRY GLOBAL INC 5.50 5/15/2022 202,250

BERRY GLOBAL INC 5.63 7/15/2027 26,813

BERRY PLASTICS GROUP ‐ 7/1/2026 174,416

BIG RIVER STEEL LLC ‐ 8/23/2023 146,726

BIG RIVER STEEL/BRS FIN 7.25 9/1/2025 484,245

BLACKROCK INC 3.20 3/15/2027 5,286,627

BLACKROCK INC 3.25 4/30/2029 10,736,508

BLUE RACER MID LLC/FINAN 6.13 11/15/2022 411,600

BLUE RACER MID LLC/FINAN 6.63 7/15/2026 36,200

BMC EAST LLC 5.50 10/1/2024 338,000

BNSF RAILWAY CO 2015 1 P 3.44 6/16/2028 13,180,697

BOARDWALK PIPELINES LP 5.95 6/1/2026 225,069

BOEING CO 2.20 10/30/2022 10,045,679

BOEING CO 2.70 2/1/2027 13,180,812

BOEING CO 3.20 3/1/2029 14,079,432

BOEING CO 3.25 3/1/2028 6,249,200

BOMBARDIER INC 6.00 10/15/2022 99,970

BOMBARDIER INC 6.13 1/15/2023 139,468

BOMBARDIER INC 7.50 12/1/2024 105,063

BOMBARDIER INC 7.50 3/15/2025 318,653

BOMBARDIER INC 7.88 4/15/2027 613,135

BOSTON PROPERTIES LP 2.90 3/15/2030 1,732,212

BOSTON PROPERTIES LP 3.13 9/1/2023 516,054

BOSTON PROPERTIES LP 3.80 2/1/2024 380,828

BOYD GAMING CORP 4.75 12/1/2027 281,501

BOYD GAMING CORP 6.00 8/15/2026 268,125

BOYD GAMING CORP 6.38 4/1/2026 483,096

BOYNE USA INC 7.25 5/1/2025 163,125

BP CAP MARKETS AMERICA 3.22 11/28/2023 10,419,530

BP CAP MARKETS AMERICA 3.80 9/21/2025 10,822,844

BP CAPITAL MARKETS PLC 3.99 9/26/2023 5,344,976

BRANDYWINE OPER PARTNERS 4.55 10/1/2029 1,088,265

BRISTOL MYERS SQUIBB CO 3.20 6/15/2026 7,354,333




BRIXMOR OPERATING PART 4.13 6/15/2026 1,065,463





BRIXMOR OPERATING PART 4.13 5/15/2029 585,538

BROOKFIELD PPTY REIT INC 5.75 5/15/2026 2,901,250

BROOKFIELD RESIDENTIAL 6.38 5/15/2025 124,800

BROOKLYN UNION GAS CO 3.41 3/10/2026 10,400,041

BUCKEYE PARTNERS LP 3.95 12/1/2026 164,224

BUCKEYE PARTNERS, LP ‐ 11/1/2026 105,832

BUILDERS FIRSTSOURCE INC 5.63 9/1/2024 148,720

BUILDERS FIRSTSOURCE INC 6.75 6/1/2027 109,625

BURLINGTN NORTH SANTA FE 3.40 9/1/2024 10,577,694

BURLINGTN NORTH SANTA FE 3.85 9/1/2023 10,617,300

BWAY HLDG CO ‐ 4/3/2024 543,171

BWAY MORTGAGE TRUST 2.81 3/10/2033 1,220,160




BWX TECHNOLOGIES INC 5.38 7/15/2026 127,200

BX COMMERCIAL MORTGAGE TRUST 2 3.19 10/15/2036 7,008,753

BX COMMERCIAL MORTGAGE TRUST 2 3.74 10/15/2036 22,063,759

BX TRUST 3.54 11/15/2035 6,313,783

BX TRUST 3.63 10/15/2036 1,996,133

BX TRUST 2019 OC11 3.20 12/9/2041 3,054,742

BXP TRUST 3.42 6/13/2039 39,103,133

BXP TRUST 3.55 8/13/2037 1,730,428

CAESARS RESORT / FINCO 5.25 10/15/2025 472,995

CALFRAC HOLDINGS LP 8.50 6/15/2026 26,650

CALLON PETROLEUM CO 6.13 10/1/2024 206,845

CALLON PETROLEUM CO 6.38 7/1/2026 431,207

CALPINE CORP 4.50 2/15/2028 378,326

CALPINE CORP 5.13 3/15/2028 476,667

CALPINE CORP 5.25 6/1/2026 576,853

CALPINE CORP 5.38 1/15/2023 199,709

CAMB COMMERCIAL MORTGAGE TRUST 3.49 12/15/2037 1,975,026

CAMDEN PROPERTY TRUST 3.35 11/1/2049 716,931

CAMDEN PROPERTY TRUST 4.25 1/15/2024 461,761

CAMELOT FINANCE SA 4.50 11/1/2026 248,655

CAMELOT U.S. ACQUISITION 1 CO ‐ 10/31/2026 75,413

CAMPBELL SOUP CO 3.65 3/15/2023 10,418,400

CAMPBELL SOUP CO 3.95 3/15/2025 10,654,890

CANADA GOVERNMENT 2.00 11/15/2022 24,222,240

CANADIAN NATL RAILWAY 2.75 3/1/2026 7,171,652

CANADIAN NATL RAILWAY 2.95 11/21/2024 10,328,203

CAPITAL ONE FINANCIAL CO 3.30 10/30/2024 10,414,943

CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 3,200,126

CAPITAL ONE NA 2.15 9/6/2022 7,011,884

CAPITAL ONE NA 2.95 7/23/2021 10,143,840

CAPITOL INV MERGER SUB 2 10.00 8/1/2024 77,813

CARDINAL HEALTH INC 2.62 6/15/2022 10,102,400



CARGILL INC 3.25 3/1/2023 10,332,023

CARGILL INC 3.25 5/23/2029 15,808,286

CARLSON TRAVEL INC 6.75 12/15/2023 408,000

CARRIZO OIL + GAS INC 6.25 4/15/2023 479,009

CARRIZO OIL + GAS INC 8.25 7/15/2025 127,813

CASCADES INC/USA INC 5.13 1/15/2026 25,688

CASCADES INC/USA INC 5.38 1/15/2028 25,688

CATALENT PHARMA SOLUTION 4.88 1/15/2026 302,220

CATALENT PHARMA SOLUTION 5.00 7/15/2027 61,803

CATERPILLAR FINANCIAL SE 3.75 11/24/2023 10,674,465

CATERPILLAR FINL SERVICE 2.75 8/20/2021 9,602,408





CATERPILLAR INC 2.60 9/19/2029 10,100,429

CCO HLDGS LLC/CAP CORP 4.75 3/1/2030 781,847


CCO HLDGS LLC/CAP CORP 5.13 5/1/2027 1,091,925





CCO HLDGS LLC/CAP CORP 5.75 2/15/2026 1,809,359



CD COMMERCIAL MORTGAGE TRUST 2.46 8/10/2049 4,993,543

CD COMMERCIAL MORTGAGE TRUST 3.15 2/10/2050 243,446

CDK GLOBAL INC 4.88 6/1/2027 202,800

CDK GLOBAL INC 5.25 5/15/2029 85,800

CDK GLOBAL INC 5.88 6/15/2026 170,925

CDW LLC/CDW FINANCE 4.25 4/1/2028 251,700

CDW LLC/CDW FINANCE 5.00 9/1/2025 679,250

CEDAR FAIR LP 5.25 7/15/2029 26,938

CEDAR FAIR LP/CANADA S W 5.38 6/1/2024 345,240

CENTENE CORP 4.25 12/15/2027 825,058

CENTENE CORP 4.63 12/15/2029 1,095,507

CENTENE CORP 4.75 1/15/2025 207,746

CENTENE CORP 5.38 6/1/2026 738,630

CENTENE CORP 6.13 2/15/2024 274,938

CENTENNIAL RESOURCE PROD 5.38 1/15/2026 274,118

CENTENNIAL RESOURCE PROD 6.88 4/1/2027 115,440

CENTRAL GARDEN + PET CO 5.13 2/1/2028 600,300

CENTURY COMMUNITIES 6.75 6/1/2027 321,660

CENTURYLINK INC 5.13 12/15/2026 662,477

CENTURYLINK INC 5.63 4/1/2020 352,188

CENTURYLINK INC 5.63 4/1/2025 212,510

CENTURYLINK INC 5.80 3/15/2022 653,890

CENTURYLINK INC 6.45 6/15/2021 183,181

CENTURYLINK INC 6.75 12/1/2023 379,525

CENTURYLINK INC 7.50 4/1/2024 1,293,243

CF INDUSTRIES INC 5.15 3/15/2034 67,050

CF INDUSTRIES INC 5.38 3/15/2044 196,200

CFCRE COMMERCIAL MORTGAGE TRUS 3.28 5/10/2058 1,237,146



CGRBS COMMERCIAL MORTGAGE TRUS 3.37 3/13/2035 4,444,272

CGRBS COMMERCIAL MORTGAGE TRUS 3.58 3/13/2035 1,040,741

CHANGE HEALTH / FIN INC 5.75 3/1/2025 265,095

CHARLES RIVER LABORATORI 4.25 5/1/2028 59,088

CHARLES RIVER LABORATORI 5.50 4/1/2026 376,250

CHARLES SCHWAB CORP 3.20 3/2/2027 10,467,420

CHARLES SCHWAB CORP 3.85 5/21/2025 10,836,760

CHASE ISSUANCE TRUST 1.84 4/15/2022 14,996,537

CHEMOURS CO 6.63 5/15/2023 160,613

CHEMOURS CO 7.00 5/15/2025 474,533

CHENIERE CORP CHRISTI HD 5.88 3/31/2025 281,115

CHENIERE CORP CHRISTI HD 7.00 6/30/2024 259,288

CHENIERE ENERGY PARTNERS 4.50 10/1/2029 481,944



CHESAPEAKE ENERGY CORP 8.00 1/15/2025 36,891

CHESAPEAKE ENERGY CORP 11.50 1/1/2025 182,385

CHEVRON CORP 2.43 6/24/2020 10,021,596

CHEVRON CORP 3.19 6/24/2023 15,615,940





CHEVRON CORP 3.33 11/17/2025 7,481,911

CHEVRON PHILLIPS CHEM CO 3.30 5/1/2023 10,299,309

CHEVRON PHILLIPS CHEM CO 3.70 6/1/2028 10,589,532

CHOBANI LLC/FINANCE CORP 7.50 4/15/2025 65,325

CHS/COMMUNITY HEALTH SYS 6.25 3/31/2023 423,255



CHUBB INA HOLDINGS INC 2.30 11/3/2020 10,035,417



CHURCHILL DOWNS INC 5.50 4/1/2027 79,500

CIGNA CORP 3.75 7/15/2023 5,243,978

CIGNA CORP 4.13 11/15/2025 5,426,218

CINCINNATI BELL INC 7.00 7/15/2024 230,725

CINCINNATI BELL INC 8.00 10/15/2025 37,100

CINEMARK USA INC 4.88 6/1/2023 496,946

CISCO SYSTEMS INC 2.60 2/28/2023 10,224,831




CITGO HOLDING INC 9.25 8/1/2024 187,688

CITGO PETROLEUM CORP 6.25 8/15/2022 506,875

CITIBANK CREDIT CARD ISSUANCE 1.92 4/7/2022 9,999,463

CITIBANK CREDIT CARD ISSUANCE 3.29 5/23/2025 15,593,106

CITIBANK NA 3.65 1/23/2024 12,703,664

CITIGROUP COMMERCIAL MORTGAGE 1.65 9/15/2048 72,950

CITIGROUP COMMERCIAL MORTGAGE 2.90 7/10/2049 1,989,102

















CITIGROUP INC 2.65 10/26/2020 15,081,874

CITIGROUP INC 2.88 7/24/2023 10,169,203

CITIGROUP INC 2.90 12/8/2021 15,246,510

CITIGROUP INC 2.98 11/5/2030 7,108,891

CITIGROUP INC 3.70 1/12/2026 15,999,473

CITIGROUP INC 4.08 4/23/2029 16,420,178

CITIGROUP INC 5.90 12/29/2049 345,313

CITIGROUP INC 6.25 12/29/2049 113,630

CITYCENTER HLDGS LLC ‐ 4/18/2024 103,502

CLEAN HARBORS INC 4.88 7/15/2027 131,563

CLEAN HARBORS INC 5.13 7/15/2029 71,864

CLEAR CHANNEL WORLDWIDE 5.13 8/15/2027 835,123

CLEAR CHANNEL WORLDWIDE 9.25 2/15/2024 611,340

CLEARWAY ENERGY OP LLC 4.75 3/15/2028 245,328



CLEAVER BROOKS INC 7.88 3/1/2023 134,663





CLEVELAND CLIFFS INC 5.75 3/1/2025 82,898

CLEVELAND CLIFFS INC 5.88 6/1/2027 96,000

CLOROX COMPANY 3.50 12/15/2024 10,585,162

CLOROX COMPANY 3.90 5/15/2028 10,992,524

CLOUD CRANE LLC 10.13 8/1/2024 52,500

CNX MIDSTREAM PTR/CNX 6.50 3/15/2026 184,500

CNX RESOURCES CORP 5.88 4/15/2022 125,088

CNX RESOURCES CORP 7.25 3/14/2027 87,470

COCA COLA CO/THE 2.45 11/1/2020 15,076,658

COEUR MINING INC 5.88 6/1/2024 100,000

COGENT COMMUNICATIONS GR 5.38 3/1/2022 313,500

COLFAX CORP 6.00 2/15/2024 223,125

COLFAX CORP 6.38 2/15/2026 68,670

COLGATE PALMOLIVE CO 3.25 3/15/2024 10,562,390

COMCAST CORP 3.38 8/15/2025 14,859,979

COMCAST CORP 3.55 5/1/2028 15,067,922

COMCAST CORP 3.60 3/1/2024 10,601,529

COMM MORTGAGE TRUST 0.50 12/10/2047 726,163



COMM MORTGAGE TRUST 2.77 12/10/2045 1,929,695













































COMMERCIAL METALS CO 5.75 4/15/2026 78,375

COMMONWEALTH EDISON CO 3.70 8/15/2028 10,940,808

COMMSCOPE INC 5.00 6/15/2021 79,040

COMMSCOPE INC 5.50 3/1/2024 182,438

COMMSCOPE INC 6.00 3/1/2026 745,689

COMMSCOPE INC 8.25 3/1/2027 474,678

COMMSCOPE TECH LLC 6.00 6/15/2025 848,958

COMPASS MINERALS INTERNA 6.75 12/1/2027 79,688

COMSTOCK RESOURCES INC 7.50 5/15/2025 172,000

CON EDISON CO OF NY INC 3.80 5/15/2028 10,890,967

CONNECT FINCO SARL/CONNE 6.75 10/1/2026 213,000

CONNECTICUT LIGHT + PWR 3.20 3/15/2027 10,564,860

CONSOLIDATED ENERGY FIN 6.50 5/15/2026 281,250

CONSTELLIUM SE 5.75 5/15/2024 51,375

CONSTELLIUM SE 5.88 2/15/2026 461,070

CONSTELLIUM SE 6.63 3/1/2025 322,694

CONSUMERS ENERGY CO 3.13 8/31/2024 10,403,831

CONSUMERS ENERGY CO 3.80 11/15/2028 11,058,796

COOPER STANDARD AUTOMOTI 5.63 11/15/2026 428,838

COOPERATIEVE RABOBANK UA 4.50 1/11/2021 10,263,114

CORECIVIC INC 4.13 4/1/2020 75,000

CORECIVIC INC 4.63 5/1/2023 197,750

CORNING INC 2.90 5/15/2022 10,232,169

CORPORATE OFFICE PROP LP 3.60 5/15/2023 962,212

CORPORATE OFFICE PROP LP 5.25 2/15/2024 1,345,409

CORTES NP ACQUISITION CORP ‐ 11/30/2023 173,410

COSTCO WHOLESALE CORP 1.75 2/15/2020 9,999,169

COSTCO WHOLESALE CORP 2.25 2/15/2022 10,107,211

COTT HOLDINGS INC 5.50 4/1/2025 600,875

COTY INC 6.50 4/15/2026 126,300

CREDIT ACCEPTANC 5.13 12/31/2024 77,885

CREDIT ACCEPTANC 6.63 3/15/2026 81,094

CREDIT SUISSE MORTGAGE TRUST 0.01 11/13/2039 346,368

CREDIT SUISSE MORTGAGE TRUST 0.02 11/10/2032 36,948

CREDIT SUISSE MORTGAGE TRUST 0.35 11/10/2032 1,215,188

CREDIT SUISSE MORTGAGE TRUST 3.79 12/15/2049 4,263,991

CRESTWOOD MID PARTNER LP 5.63 5/1/2027 187,544

CRESTWOOD MID PARTNER LP 5.75 4/1/2025 102,250

CRESTWOOD MIDSTREAM PART 6.25 4/1/2023 453,900

CRH AMERICA FINANCE INC 3.40 5/9/2027 10,398,598

CRH AMERICA INC 3.88 5/18/2025 10,685,656

CRH AMERICA INC 5.75 1/15/2021 10,349,442

CROWNROCK LP/CROWNROCK F 5.63 10/15/2025 676,260

CSAIL COMMERCIAL MORTGAGE TRUS 3.02 9/15/2052 2,016,780



CSAIL COMMERCIAL MORTGAGE TRUS 4.04 4/15/2050 787,116





CSC HOLDINGS LLC 5.38 7/15/2023 227,550

CSC HOLDINGS LLC 5.38 2/1/2028 438,229

CSC HOLDINGS LLC 5.50 5/15/2026 974,041

CSC HOLDINGS LLC 5.75 1/15/2030 777,140

CSC HOLDINGS LLC 6.50 2/1/2029 867,470

CSC HOLDINGS LLC 6.63 10/15/2025 788,239

CSC HOLDINGS LLC 7.50 4/1/2028 56,500

CSC HOLDINGS LLC 10.88 10/15/2025 881,708





CSX CORP 3.35 11/1/2025 10,596,405

CUBESMART LP 4.00 11/15/2025 703,435

CUBESMART LP 4.38 12/15/2023 420,613

CUBESMART LP 4.38 2/15/2029 658,933

CUMMINS INC 3.65 10/1/2023 13,218,090

CVS HEALTH CORP 3.25 8/15/2029 11,179,755

CVS HEALTH CORP 3.50 7/20/2022 9,291,885

CVS HEALTH CORP 3.70 3/9/2023 9,902,192

CVS HEALTH CORP 3.88 7/20/2025 12,781,268

CVS HEALTH CORP 4.00 12/5/2023 10,583,036

CVS HEALTH CORP 4.10 3/25/2025 7,515,649

CVS HEALTH CORP 4.30 3/25/2028 12,016,854

CVS PASS THROUGH TRUST 6.04 12/10/2028 4,740,853

CYRUSONE LP/CYRUSONE FIN 2.90 11/15/2024 677,592

CYRUSONE LP/CYRUSONE FIN 3.45 11/15/2029 401,096

DAE FUNDING LLC 5.00 8/1/2024 551,219

DAE FUNDING LLC 5.25 11/15/2021 103,750

DAIMLER FINANCE NA LLC 2.25 3/2/2020 10,002,477




DANA FINANCING LUX SARL 6.50 6/1/2026 571,781

DANA INC 5.38 11/15/2027 108,150

DANAHER CORP 3.35 9/15/2025 7,446,376

DARLING INGREDIENTS INC 5.25 4/15/2027 57,443

DAVITA INC 5.00 5/1/2025 706,751

DAVITA INC 5.13 7/15/2024 258,300

DBGS MORTGAGE TRUST 0.29 4/10/2037 1,245,235



DBUBS MORTGAGE TRUST 3.45 10/10/2034 2,781,683



DBUBS MORTGAGE TRUST 5.00 11/10/2046 878,022


DCP MIDSTREAM OPERATING 3.88 3/15/2023 67,485




DELEK LOG PART/FINANCE 6.75 5/15/2025 155,220

DELL INT LLC / EMC CORP 5.88 6/15/2021 200,079

DELL INT LLC / EMC CORP 6.02 6/15/2026 115,120

DELMARVA PWR + LIGHT CO 3.50 11/15/2023 10,469,040

DELPHI TECHNOLOGIES PLC 5.00 10/1/2025 554,075

DENBURY RESOURCES INC 9.00 5/15/2021 169,313

DENBURY RESOURCES INC 9.25 3/31/2022 136,663

DEUTSCHE BANK COMMERCIAL MORTG 2.76 8/10/2049 1,015,979



DEUTSCHE BANK NY 2.95 8/20/2020 15,035,072

DH EUROPE FINANCE II 2.60 11/15/2029 9,963,729

DIAGEO CAPITAL PLC 2.13 10/24/2024 10,002,338



DIAMOND OFFSHORE DRILL 7.88 8/15/2025 87,000

DIAMOND SPORTS GR/DIAMON 5.38 8/15/2026 690,890

DIAMOND SPORTS GR/DIAMON 6.63 8/15/2027 312,173

DIAMOND SPORTS GROUP LLC ‐ 8/24/2026 49,771

DIGICEL LTD 6.00 4/15/2021 156,002

DIGITAL REALTY TRUST LP 3.70 8/15/2027 264,934





DISH DBS CORP 5.00 3/15/2023 369,306

DISH DBS CORP 5.13 5/1/2020 112,700

DISH DBS CORP 5.88 11/15/2024 1,349,897

DISH DBS CORP 7.75 7/1/2026 2,411,172

DIVERSIFIED HEALTHCARE T 6.75 4/15/2020 501,783

DIVERSIFIED HEALTHCARE T 6.75 12/15/2021 266,443

DONNELLEY FINANCIAL SOL 8.25 10/15/2024 248,468

DOWNSTREAM DEVELOPMENT 10.50 2/15/2023 26,250

DUKE ENERGY CAROLINAS 2.50 3/15/2023 10,153,689

DUKE ENERGY CAROLINAS 2.95 12/1/2026 12,396,980

DUKE ENERGY FLORIDA LLC 3.80 7/15/2028 12,050,354

DUKE ENERGY OHIO INC 3.65 2/1/2029 10,868,427

DUKE ENERGY OHIO INC 3.80 9/1/2023 10,572,998

DUKE ENERGY PROGRESS LLC 3.25 8/15/2025 10,505,247

DUKE REALTY LP 2.88 11/15/2029 1,002,850

DUKE REALTY LP 3.75 12/1/2024 1,068,375

DUN + BRADSTREET CORP ‐ 2/6/2026 81,642

DUN + BRADSTREET CORP 6.88 8/15/2026 82,781

DUN + BRADSTREET CORP 10.25 2/15/2027 230,000

DUPONT DE NEMOURS INC 4.21 11/15/2023 9,629,535

DUPONT DE NEMOURS INC 4.49 11/15/2025 13,216,671

EAGLE INT GLO/RUYI US FI 7.50 5/1/2025 118,500

EBAY INC 2.88 8/1/2021 15,180,193

ELDORADO RESORTS INC 6.00 4/1/2025 725,550



ELEMENT SOLUTIONS INC 5.88 12/1/2025 494,876

ELLIE MAE INC ‐ 4/17/2026 219,409

EMBARQ CORP 8.00 6/1/2036 132,188

EMERSON ELECTRIC CO 3.15 6/1/2025 10,475,322

ENCOMPASS HEALTH CORP 4.50 2/1/2028 181,344




ENDEAVOR ENERGY RESOURCE 5.75 1/30/2028 196,584

ENERGIZER HOLDINGS INC 5.50 6/15/2025 233,438



ENERGY TRANSFER OPERATNG 7.50 10/15/2020 285,788

ENERSYS 4.38 12/15/2027 74,070

ENLINK MIDSTREAM LLC 5.38 6/1/2029 106,220

ENLINK MIDSTREAM PARTNER 4.40 4/1/2024 281,329




ENPRO INDUSTRIES INC 5.75 10/15/2026 203,415

ENSIGN DRILLING INC 9.25 4/15/2024 165,156

ENTEGRIS INC 4.63 2/10/2026 315,675

ENTERCOM MEDIA CORP 6.50 5/1/2027 74,900

ENTERCOM MEDIA CORP 7.25 11/1/2024 131,563

ENTERGY ARKANSAS LLC 3.50 4/1/2026 13,819,996

ENTERGY ARKANSAS LLC 4.00 6/1/2028 8,668,517

ENTERGY LOUISIANA LLC 3.12 9/1/2027 10,378,474

ENTERPRISE DEVELOP AUTH 12.00 7/15/2024 200,375

ENTERPRISE MERGER SUB INC ‐ 10/10/2025 298,908

ENVISION HEALTHCARE CORP 8.75 10/15/2026 145,700

EP ENER/EVEREST ACQ FIN 7.75 5/15/2026 318,175



EPIC CRUDE SVCS LP ‐ 3/2/2026 526,625





EPR PROPERTIES 4.95 4/15/2028 311,432

EQUINIX INC 2.63 11/18/2024 901,674

EQUINIX INC 2.90 11/18/2026 651,138

EQUINIX INC 5.88 1/15/2026 610,225

EQUINOR ASA 2.75 11/10/2021 10,175,971

EQUINOR ASA 2.90 11/8/2020 10,083,356

EQUINOR ASA 3.63 9/10/2028 10,980,723

ERAC USA FINANCE LLC 2.70 11/1/2023 12,146,575



ERP OPERATING LP 3.00 7/1/2029 517,958

ESH HOSPITALITY INC 4.63 10/1/2027 288,563

ESH HOSPITALITY INC 5.25 5/1/2025 434,175

ESSEX PORTFOLIO LP 3.00 1/15/2030 1,047,518

ESSEX PORTFOLIO LP 3.25 5/1/2023 308,249

ESSEX PORTFOLIO LP 3.88 5/1/2024 1,057,250

ESTEE LAUDER CO INC 2.00 12/1/2024 10,026,820

EUROPEAN INVESTMENT BANK 2.00 3/15/2021 25,100,317

EUROPEAN INVESTMENT BANK 2.25 3/15/2022 25,308,832

EVERGY KANSAS CENTRAL 3.25 12/1/2025 12,862,333

EVERSOURCE ENERGY 3.80 12/1/2023 5,793,144

EXELA INTERMED/EXELA FIN 10.00 7/15/2023 90,000

EXELON CORP 2.85 6/15/2020 5,512,649

EXPORT DEVELOPMNT CANADA 1.38 10/21/2021 24,855,500



EXPRESS SCRIPTS HOLDING 3.30 2/25/2021 10,126,010

EXTERRAN NRG SOLUTIONS/F 8.13 5/1/2025 98,500

EXXON MOBIL CORPORATION 1.91 3/6/2020 12,000,784






FAGE INTL / FAGE USA 5.63 8/15/2026 97,520

FAIR ISAAC CORP 4.00 6/15/2028 125,938

FAIR ISAAC CORP 5.25 5/15/2026 41,800

FAIRSTONE FINANCIAL INC 7.88 7/15/2024 134,375

FANNIE MAE 1.38 10/7/2021 19,924,029

FANNIE MAE 1.88 12/28/2020 22,053,620

FANNIE MAE 1.88 9/24/2026 29,946,301

FED HM LN PC POOL A26657 6.00 9/1/2034 491,694

FED HM LN PC POOL A36744 5.50 8/1/2030 570,374

FED HM LN PC POOL A36810 5.50 8/1/2030 40,980

FED HM LN PC POOL A39348 5.50 11/1/2035 298,872

FED HM LN PC POOL A39581 5.50 11/1/2035 521,112

FED HM LN PC POOL A39598 5.50 11/1/2035 223,696

FED HM LN PC POOL A40001 5.50 11/1/2035 1,171,279

FED HM LN PC POOL A40537 5.50 12/1/2035 407,382

FED HM LN PC POOL A41046 5.50 12/1/2035 188,000

FED HM LN PC POOL A42553 6.00 2/1/2036 464,330

FED HM LN PC POOL A42717 5.50 2/1/2036 515,547

FED HM LN PC POOL A44071 5.50 4/1/2036 502,755

FED HM LN PC POOL A44503 6.00 4/1/2036 677,093

FED HM LN PC POOL A47208 5.00 10/1/2035 675,117

FED HM LN PC POOL A48405 5.50 3/1/2036 409,680

FED HM LN PC POOL A48581 6.00 4/1/2036 433,890

FED HM LN PC POOL A50115 6.00 4/1/2036 741,978

FED HM LN PC POOL A54173 6.00 11/1/2036 303,330

FED HM LN PC POOL A54678 6.00 6/1/2036 539,398





FED HM LN PC POOL A54855 5.00 4/1/2035 2,142,883

FED HM LN PC POOL A56336 5.50 1/1/2037 1,030,309

FED HM LN PC POOL A59246 5.50 4/1/2037 645,192

FED HM LN PC POOL A61176 5.50 6/1/2036 986,657

FED HM LN PC POOL A61622 5.00 2/1/2034 3,561,086

FED HM LN PC POOL A66969 6.00 10/1/2037 267,726

FED HM LN PC POOL A87429 4.50 7/1/2039 7,249,002

FED HM LN PC POOL A90659 4.50 1/1/2040 8,866,779

FED HM LN PC POOL A95822 4.00 12/1/2040 9,106,707

FED HM LN PC POOL B19271 5.50 5/1/2020 23,796

FED HM LN PC POOL C00122 8.50 5/1/2022 651

FED HM LN PC POOL C00210 8.00 1/1/2023 3,970

FED HM LN PC POOL C00875 7.50 10/1/2029 58,682

FED HM LN PC POOL C00971 7.50 4/1/2030 9,691

FED HM LN PC POOL C01079 7.50 10/1/2030 27,748

FED HM LN PC POOL C01095 7.00 11/1/2030 75,437

FED HM LN PC POOL C01527 5.50 4/1/2033 513,314

FED HM LN PC POOL C01785 5.00 2/1/2034 2,504,400

FED HM LN PC POOL C02549 6.00 6/1/2036 1,186,824

FED HM LN PC POOL C03811 3.50 4/1/2042 13,072,284

FED HM LN PC POOL C39498 7.50 6/1/2030 9,941

FED HM LN PC POOL C60539 6.50 11/1/2031 30,814

FED HM LN PC POOL C78238 5.50 4/1/2033 172,004

FED HM LN PC POOL C90588 5.50 11/1/2022 95,328

FED HM LN PC POOL C90893 5.50 4/1/2025 475,246

FED HM LN PC POOL C91007 5.50 12/1/2026 402,361

FED HM LN PC POOL E02746 3.50 11/1/2025 8,604,886

FED HM LN PC POOL E02920 3.50 6/1/2026 3,216,222

FED HM LN PC POOL E04114 2.50 11/1/2027 15,978,849

FED HM LN PC POOL E04359 2.50 4/1/2028 9,662,834

FED HM LN PC POOL G00045 9.00 1/1/2022 180

FED HM LN PC POOL G00124 9.50 12/1/2022 396

FED HM LN PC POOL G00128 9.50 12/1/2022 56

FED HM LN PC POOL G00134 8.00 4/1/2023 1,821

FED HM LN PC POOL G00139 8.50 5/1/2023 2,923

FED HM LN PC POOL G01771 5.50 2/1/2035 1,241,680

FED HM LN PC POOL G01774 6.00 10/1/2034 3,632,211

FED HM LN PC POOL G01839 5.00 6/1/2035 2,425,037

FED HM LN PC POOL G01883 5.00 8/1/2035 886,443

FED HM LN PC POOL G01918 5.50 10/1/2035 382,255

FED HM LN PC POOL G01956 6.00 11/1/2035 1,240,918

FED HM LN PC POOL G01974 5.00 12/1/2035 1,396,880

FED HM LN PC POOL G02206 6.00 3/1/2036 211,337

FED HM LN PC POOL G02354 5.50 4/1/2034 2,684,699

FED HM LN PC POOL G02391 6.00 11/1/2036 454,797

FED HM LN PC POOL G02540 5.00 11/1/2034 1,174,517

FED HM LN PC POOL G02726 5.50 3/1/2037 436,884

FED HM LN PC POOL G02914 5.50 4/1/2037 614,470

FED HM LN PC POOL G02995 6.00 3/1/2037 424,915

FED HM LN PC POOL G03185 6.00 1/1/2036 1,194,051

FED HM LN PC POOL G03697 6.00 1/1/2038 861,983

FED HM LN PC POOL G03758 5.50 1/1/2038 1,534,366

FED HM LN PC POOL G04219 5.50 4/1/2038 652,526

FED HM LN PC POOL G04239 5.50 8/1/2037 2,363,881

FED HM LN PC POOL G04297 6.00 12/1/2037 936,202

FED HM LN PC POOL G04452 6.00 7/1/2038 1,601,685

FED HM LN PC POOL G06828 4.00 9/1/2041 9,113,858

FED HM LN PC POOL G07930 3.00 6/1/2043 21,147,033

FED HM LN PC POOL G08067 5.00 7/1/2035 1,192,908

FED HM LN PC POOL G08086 5.50 10/1/2035 958,614





FED HM LN PC POOL G08105 5.50 1/1/2036 558,302

FED HM LN PC POOL G08123 6.00 4/1/2036 835,873

FED HM LN PC POOL G08174 6.00 1/1/2037 887,351

FED HM LN PC POOL G08364 4.50 9/1/2039 8,879,232

FED HM LN PC POOL G11681 5.00 4/1/2020 6,862

FED HM LN PC POOL G11742 5.00 7/1/2020 17,314

FED HM LN PC POOL G11820 5.50 12/1/2020 129,248

FED HM LN PC POOL G11851 5.50 1/1/2021 128,901

FED HM LN PC POOL G11941 5.50 4/1/2021 129,589

FED HM LN PC POOL G11953 5.50 6/1/2020 6,033

FED HM LN PC POOL G11967 5.50 1/1/2021 89,816

FED HM LN PC POOL G11994 5.50 5/1/2021 102,804

FED HM LN PC POOL G12189 5.50 3/1/2021 88,914

FED HM LN PC POOL G12220 5.50 3/1/2021 38,448

FED HM LN PC POOL G12335 5.00 5/1/2021 113,998

FED HM LN PC POOL G12336 5.00 5/1/2021 98,564

FED HM LN PC POOL G12358 5.00 5/1/2021 81,826

FED HM LN PC POOL G12501 5.00 9/1/2021 110,828

FED HM LN PC POOL G14543 3.50 4/1/2027 3,852,647

FED HM LN PC POOL G14669 2.50 1/1/2028 7,671,432

FED HM LN PC POOL G18069 5.00 8/1/2020 46,314

FED HM LN PC POOL G18082 5.00 11/1/2020 42,718

FED HM LN PC POOL G18245 4.50 3/1/2023 260,822

FED HM LN PC POOL G60099 3.50 4/1/2045 15,907,114

FED HM LN PC POOL G60344 4.00 12/1/2045 38,564,683

FED HM LN PC POOL G60505 4.00 4/1/2046 29,175,413

FED HM LN PC POOL G60985 3.00 5/1/2047 21,622,224

FED HM LN PC POOL G60990 3.00 4/1/2047 22,551,582

FED HM LN PC POOL G61132 4.50 7/1/2047 26,276,812

FED HM LN PC POOL G61202 3.50 10/1/2047 27,778,630

FED HM LN PC POOL G61206 4.50 11/1/2047 46,855,686

FED HM LN PC POOL G61212 3.50 12/1/2047 27,982,109

FED HM LN PC POOL G61266 4.00 1/1/2048 21,780,828

FED HM LN PC POOL G61293 3.00 12/1/2047 26,702,217

FED HM LN PC POOL G61607 4.50 9/1/2048 28,223,268

FED HM LN PC POOL G67700 3.50 8/1/2046 19,237,211

FED HM LN PC POOL G67704 4.00 8/1/2047 44,982,179

FED HM LN PC POOL G67705 4.00 10/1/2047 25,980,274

FED HM LN PC POOL G67711 4.00 3/1/2048 54,525,508

FED HM LN PC POOL G67715 4.50 8/1/2048 27,399,855

FED HM LN PC POOL J00974 5.00 1/1/2021 92,467

FED HM LN PC POOL J02648 5.00 10/1/2020 16,832

FED HM LN PC POOL J02726 5.50 9/1/2020 176,274

FED HM LN PC POOL J06831 4.50 1/1/2023 95,401

FED HM LN PC POOL J14965 3.50 4/1/2026 6,646,536

FED HM LN PC POOL J22423 2.50 2/1/2028 8,126,336

FED HM LN PC POOL J23115 2.50 4/1/2028 7,365,934

FED HM LN PC POOL J23340 2.50 4/1/2028 14,584,410

FED HM LN PC POOL Q05266 4.00 12/1/2041 12,150,748

FED HM LN PC POOL Q12171 4.00 10/1/2042 9,620,842

FED HM LN PC POOL Q15805 3.50 2/1/2043 12,831,051

FED HM LN PC POOL Q19334 3.50 6/1/2043 16,824,970

FED HM LN PC POOL Q20860 3.50 8/1/2043 14,850,575

FED HM LN PC POOL Q45099 3.50 12/1/2046 22,221,716

FED HM LN PC POOL Q57863 4.50 8/1/2048 24,401,809

FED HM LN PC POOL Q59050 4.50 10/1/2048 28,531,535

FED HM LN PC POOL RA1377 3.00 9/1/2049 30,412,682

FED HM LN PC POOL V80284 3.50 8/1/2043 18,162,564

FED HM LN PC POOL V82647 3.00 10/1/2046 21,998,231

FED HM LN PC POOL V82851 3.00 1/1/2047 28,761,586





FED HM LN PC POOL V82942 3.00 2/1/2047 33,340,861

FEDERAL FARM CREDIT BANK 3.50 12/20/2023 10,711,411

FEDERAL HOME LOAN BANK 1.38 2/18/2021 24,938,390

FEDERAL HOME LOAN BANK 1.88 3/13/2020 30,012,546

FEDERAL REALTY INVESTMEN 3.20 6/15/2029 492,293

FEDEX CORP 3.40 2/15/2028 10,291,663

FEDEX CORP 4.00 1/15/2024 10,969,082

FELCOR LODGING LP 6.00 6/1/2025 339,625

FERRELLGAS LP/FERRELLGAS 6.50 5/1/2021 86,500

FHLMC MULTIFAMILY STRUCTURED P 3.95 12/25/2029 2,182,051

FIDELITY + GUARANTY LIFE 5.50 5/1/2025 106,500

FIFTH THIRD BANK 2.88 10/1/2021 10,151,429

FIFTH THIRD BANK 3.95 7/28/2025 10,869,624

FINANCIAL RISK US HLDGS INC ‐ 10/1/2025 749,275

FIRST QUANTUM MINERALS L 7.25 4/1/2023 207,056

FIRST QUANTUM MINERALS L 7.50 4/1/2025 204,500

FISERV INC 2.70 6/1/2020 5,012,390

FISERV INC 2.75 7/1/2024 10,176,649

FISERV INC 3.20 7/1/2026 10,356,456

FLORIDA POWER + LIGHT CO 2.75 6/1/2023 10,251,247



FLY LEASING LTD 5.25 10/15/2024 469,125

FNMA POOL 190312 6.50 4/1/2031 60,686

FNMA POOL 251236 7.50 10/1/2027 47,990

FNMA POOL 252656 7.00 6/1/2029 59,052

FNMA POOL 252754 7.00 7/1/2029 167,704

FNMA POOL 252945 8.00 10/1/2029 36,749

FNMA POOL 252981 7.50 1/1/2030 83,107

FNMA POOL 253134 8.00 1/1/2030 25,009

FNMA POOL 253346 7.50 6/1/2030 21,626

FNMA POOL 253397 7.50 8/1/2030 14,883

FNMA POOL 253545 7.00 12/1/2030 64,539

FNMA POOL 254147 6.50 1/1/2032 174,500

FNMA POOL 254868 5.00 9/1/2033 1,566,818

FNMA POOL 255028 5.50 1/1/2034 1,378,215

FNMA POOL 255225 5.50 6/1/2034 1,073,299

FNMA POOL 255230 5.00 6/1/2034 1,386,287

FNMA POOL 255745 5.50 5/1/2025 565,839

FNMA POOL 255934 6.00 11/1/2035 1,350,008

FNMA POOL 256041 5.50 12/1/2025 668,583

FNMA POOL 256064 5.50 1/1/2026 316,235

FNMA POOL 256103 5.50 2/1/2026 768,356

FNMA POOL 256153 5.50 3/1/2026 437,120

FNMA POOL 256198 5.50 4/1/2026 1,312,309

FNMA POOL 256800 6.00 7/1/2037 933,436

FNMA POOL 357832 6.00 6/1/2035 296,035

FNMA POOL 357959 5.50 9/1/2035 3,607,152

FNMA POOL 357960 5.50 9/1/2035 820,973

FNMA POOL 519266 7.00 1/1/2030 30,707

FNMA POOL 529011 7.50 1/1/2030 21,206

FNMA POOL 535083 7.50 12/1/2029 29,143

FNMA POOL 535143 7.50 2/1/2030 35,546

FNMA POOL 535161 7.50 2/1/2030 71,513

FNMA POOL 555880 5.50 11/1/2033 388,327

FNMA POOL 558126 7.50 10/1/2030 252

FNMA POOL 604565 6.50 12/1/2031 15,049

FNMA POOL 607397 6.50 10/1/2031 179,990

FNMA POOL 621283 6.00 12/1/2031 297,818

FNMA POOL 624876 6.50 3/1/2032 298,531





FNMA POOL 628668 6.50 3/1/2032 265,284

FNMA POOL 628882 6.50 4/1/2032 99,977

FNMA POOL 709688 5.50 6/1/2033 403,422

FNMA POOL 711167 5.00 8/1/2033 2,569,823

FNMA POOL 725027 5.00 11/1/2033 2,711,573

FNMA POOL 725206 5.50 2/1/2034 645,674

FNMA POOL 725424 5.50 4/1/2034 682,904

FNMA POOL 725598 5.50 7/1/2034 1,558,118

FNMA POOL 725704 6.00 8/1/2034 1,397,809

FNMA POOL 727205 5.50 8/1/2033 1,727,634

FNMA POOL 728790 5.50 8/1/2033 778,353

FNMA POOL 731726 5.00 8/1/2033 1,166,810

FNMA POOL 734831 5.00 8/1/2033 1,215,528

FNMA POOL 735224 5.50 2/1/2035 2,375,021

FNMA POOL 735502 6.00 4/1/2035 2,885,293

FNMA POOL 735871 5.50 7/1/2035 327,716

FNMA POOL 735897 5.50 10/1/2035 3,237,313

FNMA POOL 735989 5.50 2/1/2035 582,946

FNMA POOL 739729 6.00 11/1/2033 549,331

FNMA POOL 743272 6.00 10/1/2033 286,666

FNMA POOL 745079 5.00 12/1/2020 130,499

FNMA POOL 745096 5.50 11/1/2034 1,581,969

FNMA POOL 745257 6.00 1/1/2036 1,329,156

FNMA POOL 745931 5.00 1/1/2034 2,561,854

FNMA POOL 745944 5.00 12/1/2033 1,532,858

FNMA POOL 747691 5.50 11/1/2033 1,733,310

FNMA POOL 753091 5.50 12/1/2033 1,333,810

FNMA POOL 758322 5.50 12/1/2033 1,377,708

FNMA POOL 759230 5.50 1/1/2034 641,607

FNMA POOL 762204 5.50 12/1/2033 738,057

FNMA POOL 763703 5.50 4/1/2034 2,137,480

FNMA POOL 796244 5.50 11/1/2034 735,915

FNMA POOL 802084 5.50 11/1/2034 3,229,050

FNMA POOL 808094 5.50 2/1/2035 232,828

FNMA POOL 811751 5.00 3/1/2035 9,297,826

FNMA POOL 814915 5.50 3/1/2035 1,187,743

FNMA POOL 815975 5.50 3/1/2035 3,739,801

FNMA POOL 831546 6.00 5/1/2036 1,556,123

FNMA POOL 836866 5.50 10/1/2035 328,404

FNMA POOL 842060 5.50 7/1/2025 551,063

FNMA POOL 842164 5.50 10/1/2035 691,842

FNMA POOL 844786 5.50 12/1/2035 546,921

FNMA POOL 848060 5.50 9/1/2035 216,613

FNMA POOL 848216 5.50 11/1/2035 2,231,377

FNMA POOL 849897 5.50 9/1/2035 1,429,087

FNMA POOL 852841 6.00 11/1/2035 250,332

FNMA POOL 867435 6.00 5/1/2036 457,069

FNMA POOL 867481 6.00 7/1/2036 1,141,709

FNMA POOL 870608 6.00 6/1/2036 749,942

FNMA POOL 870699 6.00 8/1/2036 135,676

FNMA POOL 878095 6.00 4/1/2036 437,848

FNMA POOL 878200 6.00 9/1/2036 1,433,550

FNMA POOL 880009 6.00 4/1/2036 547,381

FNMA POOL 891781 6.00 6/1/2036 808,419

FNMA POOL 893368 5.00 12/1/2033 1,149,621

FNMA POOL 893372 5.50 4/1/2035 2,886,170

FNMA POOL 898808 6.00 11/1/2036 731,193

FNMA POOL 908735 5.50 1/1/2037 416,611

FNMA POOL 908906 5.50 3/1/2037 1,638,378

FNMA POOL 911606 6.00 5/1/2037 999,712





FNMA POOL 916939 6.00 5/1/2037 1,276,953

FNMA POOL 928554 5.50 8/1/2037 1,564,246

FNMA POOL 938506 6.00 5/1/2037 184,396

FNMA POOL 960660 5.50 9/1/2037 2,452,997

FNMA POOL 968603 5.50 1/1/2038 522,484

FNMA POOL 969809 4.50 2/1/2023 136,166

FNMA POOL 985125 6.00 7/1/2038 1,558,360

FNMA POOL 985527 6.00 6/1/2038 803,498

FNMA POOL 986783 5.50 7/1/2038 914,179

FNMA POOL AA4091 4.50 7/1/2039 8,367,377

FNMA POOL AB1801 4.00 11/1/2040 19,030,188

FNMA POOL AB2080 4.00 1/1/2041 12,114,821

FNMA POOL AB2300 3.50 2/1/2026 5,116,608

FNMA POOL AB3854 4.00 11/1/2041 12,434,158

FNMA POOL AB4085 3.00 12/1/2026 4,860,676

FNMA POOL AB4236 4.00 1/1/2042 12,567,605

FNMA POOL AB4605 4.00 3/1/2042 7,487,169

FNMA POOL AB4696 4.00 3/1/2042 13,037,850

FNMA POOL AB5671 3.50 7/1/2042 20,131,444

FNMA POOL AB6292 3.00 9/1/2027 6,577,262

FNMA POOL AB6647 2.50 10/1/2027 5,527,336

FNMA POOL AB6780 2.50 11/1/2027 6,403,296

FNMA POOL AB7143 2.50 12/1/2027 8,074,249

FNMA POOL AB7904 2.50 2/1/2028 8,554,021

FNMA POOL AB8451 2.50 2/1/2028 11,154,396

FNMA POOL AB8548 2.50 3/1/2028 10,398,410

FNMA POOL AB8550 2.50 3/1/2028 10,248,398

FNMA POOL AB8798 2.50 3/1/2028 7,646,947

FNMA POOL AB8993 2.50 4/1/2028 8,513,275

FNMA POOL AB9673 3.50 6/1/2043 13,550,019

FNMA POOL AI8492 4.50 8/1/2041 12,399,353

FNMA POOL AJ8539 3.00 1/1/2027 4,439,011

FNMA POOL AK6784 3.00 3/1/2027 5,234,989

FNMA POOL AK7800 3.00 3/1/2027 7,567,918

FNMA POOL AL0146 4.00 3/1/2041 13,709,880

FNMA POOL AL1368 4.00 1/1/2042 6,365,041

FNMA POOL AL1406 4.00 2/1/2042 17,443,412

FNMA POOL AL1998 4.00 3/1/2042 11,451,796

FNMA POOL AL2720 3.00 11/1/2027 6,291,650

FNMA POOL AL3305 2.50 3/1/2028 7,792,933

FNMA POOL AL3314 3.50 12/1/2042 13,652,537

FNMA POOL AL3481 2.50 4/1/2028 8,839,637

FNMA POOL AL3484 4.50 10/1/2042 7,893,213

FNMA POOL AL3687 4.00 5/1/2043 24,020,228

FNMA POOL AL3821 4.50 3/1/2042 10,557,171

FNMA POOL AL4224 4.00 9/1/2043 14,636,347

FNMA POOL AL9319 3.50 10/1/2046 27,577,576

FNMA POOL AL9773 3.00 1/1/2047 17,327,044

FNMA POOL AO4669 2.50 2/1/2028 4,560,152

FNMA POOL AP3080 3.50 9/1/2042 11,831,535

FNMA POOL AP5066 2.50 9/1/2027 4,117,881

FNMA POOL AP7539 3.00 9/1/2027 13,715,467

FNMA POOL AQ0437 2.50 10/1/2027 7,759,696

FNMA POOL AR4635 2.50 2/1/2028 5,573,512

FNMA POOL AR6882 2.50 2/1/2028 7,788,701

FNMA POOL AR8581 3.50 6/1/2043 16,296,245

FNMA POOL AS0021 3.00 7/1/2043 35,215,537

FNMA POOL AS0075 3.50 8/1/2043 14,397,168

FNMA POOL AS0357 4.00 9/1/2043 11,624,802

FNMA POOL AS0359 4.00 9/1/2043 18,952,355





FNMA POOL AS2274 4.50 4/1/2044 9,807,349

FNMA POOL AS2948 4.00 7/1/2044 17,291,345

FNMA POOL AS3104 4.00 8/1/2044 12,524,404

FNMA POOL AS4083 4.00 1/1/2045 19,457,156

FNMA POOL AS4570 3.50 3/1/2045 17,795,878

FNMA POOL AS4792 3.50 4/1/2045 25,722,023

FNMA POOL AS5014 4.00 5/1/2045 19,047,170

FNMA POOL AS5130 3.50 6/1/2045 15,111,180

FNMA POOL AS5168 3.00 6/1/2045 16,570,549

FNMA POOL AS5173 3.50 6/1/2045 16,336,424

FNMA POOL AS5175 3.50 6/1/2045 29,242,293

FNMA POOL AS5190 3.50 6/1/2045 43,304,666

FNMA POOL AS5951 4.00 10/1/2045 18,179,329

FNMA POOL AS6008 4.00 10/1/2045 19,400,909

FNMA POOL AS6220 4.00 11/1/2045 38,123,315

FNMA POOL AS6590 3.50 2/1/2046 25,468,185

FNMA POOL AS6656 3.50 2/1/2046 22,280,422

FNMA POOL AS6663 4.00 2/1/2046 34,884,321

FNMA POOL AS6935 3.50 4/1/2046 21,975,023

FNMA POOL AS6991 4.00 4/1/2046 18,151,864

FNMA POOL AS6997 3.50 4/1/2046 20,493,869

FNMA POOL AS7103 3.50 5/1/2046 19,893,738

FNMA POOL AS7392 3.50 6/1/2046 28,594,657

FNMA POOL AS7587 3.50 7/1/2046 36,973,494

FNMA POOL AS7589 3.50 7/1/2046 20,126,326

FNMA POOL AS7591 3.50 7/1/2046 37,286,958

FNMA POOL AS7689 3.50 8/1/2046 39,574,101

FNMA POOL AS7837 3.00 9/1/2046 23,405,675

FNMA POOL AS8057 3.50 10/1/2046 23,517,892

FNMA POOL AS8104 3.00 10/1/2046 38,404,641

FNMA POOL AS8118 3.00 10/1/2046 87,534,959

FNMA POOL AS8299 3.00 11/1/2046 38,332,036

FNMA POOL AS8361 3.50 11/1/2046 39,509,995

FNMA POOL AS8456 3.50 12/1/2046 20,226,350

FNMA POOL AS8486 3.00 12/1/2046 19,226,219

FNMA POOL AS8488 3.00 12/1/2046 19,636,958

FNMA POOL AS8491 3.00 1/1/2047 23,373,020

FNMA POOL AS8493 3.50 12/1/2046 43,504,123

FNMA POOL AS8522 3.00 12/1/2046 21,397,777

FNMA POOL AS8646 3.00 1/1/2047 21,454,106

FNMA POOL AS8682 3.50 1/1/2047 20,072,707

FNMA POOL AS8689 3.50 1/1/2047 19,832,275

FNMA POOL AS8792 3.00 2/1/2047 21,597,972

FNMA POOL AS8803 3.50 2/1/2047 19,542,680

FNMA POOL AS8942 3.00 3/1/2047 31,054,418

FNMA POOL AS8960 4.00 3/1/2047 20,213,055

FNMA POOL AS9467 4.00 4/1/2047 24,839,272

FNMA POOL AS9786 4.00 6/1/2047 21,159,746

FNMA POOL AT0358 3.50 5/1/2043 16,191,156

FNMA POOL BC1513 3.00 8/1/2046 26,811,706

FNMA POOL BD2429 3.00 1/1/2047 23,344,255

FNMA POOL BD6047 3.00 9/1/2046 23,625,747

FNMA POOL BE1498 3.00 12/1/2046 27,012,057

FNMA POOL BH5750 3.50 11/1/2047 23,807,500

FNMA POOL BJ7214 4.00 10/1/2048 30,036,211

FNMA POOL BM1319 3.00 2/1/2031 24,417,375

FNMA POOL BM1939 3.50 11/1/2046 23,046,065

FNMA POOL BM5040 4.50 12/1/2048 27,874,167

FNMA POOL BM5082 4.50 11/1/2048 29,228,770

FNMA POOL BM5381 3.00 6/1/2028 24,712,751





FNMA POOL BN7716 3.00 8/1/2034 12,497,648

FNMA POOL CA0123 4.00 8/1/2047 25,587,489

FNMA POOL CA0127 4.00 8/1/2047 21,631,979

FNMA POOL CA0684 3.50 11/1/2047 26,684,233

FNMA POOL CA2044 4.50 7/1/2048 23,499,537

FNMA POOL CA4469 3.50 11/1/2034 25,849,480

FNMA POOL FM1455 2.50 7/1/2030 23,953,402

FNMA POOL FM1721 2.50 10/1/2034 24,705,491

FNMA POOL FM1851 3.00 10/1/2034 25,414,602

FNMA POOL FM1900 2.50 11/1/2034 30,161,191

FNMA POOL MA3768 3.00 9/1/2034 21,392,764

FNMA POOL MA3800 3.00 10/1/2039 46,693,103

FNMA POOL MA3831 3.00 11/1/2039 23,807,244

FORD CREDIT AUTO OWNER TRUST/F 2.31 8/15/2027 5,971,678

FORD CREDIT AUTO OWNER TRUST/F 2.62 8/15/2028 10,115,473

FORD MOTOR COMPANY 4.35 12/8/2026 10,333,188

FORD MOTOR CREDIT CO LLC 3.10 5/4/2023 11,991,028



FORD MOTOR CREDIT CO LLC 4.69 6/9/2025 628,984

FORESTAR GROUP INC 8.00 4/15/2024 135,938

FORTRESS TRANS + INFRAST 6.50 10/1/2025 79,163

FORTRESS TRANS + INFRAST 6.75 3/15/2022 26,063

FOXTROT ESCROW ISSUER 12.25 11/15/2026 104,125

FREDDIE MAC 5.25 3/15/2035 207,329

FREEPORT MCMORAN INC 3.88 3/15/2023 432,748




FRONTDOOR INC 6.75 8/15/2026 111,180

FRONTIER COMMUNICATIONS 8.00 4/1/2027 266,475



FTS INTERNATIONAL INC 6.25 5/1/2022 113,750

GARTNER INC 5.13 4/1/2025 374,850

GATES GLOBAL LLC ‐ 4/1/2024 184,059

GATES GLOBAL/GATES CORP 6.25 1/15/2026 428,245

GCI LLC 6.63 6/15/2024 146,138

GCI LLC 6.88 4/15/2025 198,550

GCP APPLIED TECHNOLOGIES 5.50 4/15/2026 306,600

GEMSCO MTG PASS THRU 8.05 11/1/2022 86,411

GENERAL DYNAMICS CORP 1.88 8/15/2023 10,004,632



GENERAL ELECTRIC CO 3.10 1/9/2023 10,217,526

GENERAL ELECTRIC CO 3.38 3/11/2024 15,535,647

GENERAL MILLS INC 3.20 2/10/2027 15,806,989



GENERAL MOTORS CO 4.88 10/2/2023 214,652

GENWORTH HOLDINGS INC 7.63 9/24/2021 105,340

GENWORTH HOLDINGS INC 7.70 6/15/2020 127,842

GEO GROUP INC/THE 5.88 10/15/2024 113,750

GEORGIA POWER CO 2.40 4/1/2021 12,054,240

GEORGIA POWER CO 3.25 4/1/2026 10,384,650

GFL ENVIRONMENTAL INC 5.13 12/15/2026 126,166

GILEAD SCIENCES INC 2.35 2/1/2020 3,000,691









GLAXOSMITHKLINE CAP INC 3.38 5/15/2023 10,429,846

GLAXOSMITHKLINE CAP INC 3.63 5/15/2025 5,368,438

GLOBAL AIR LEASE CO LTD 6.50 9/15/2024 829,543

GLP CAPITAL LP / FIN II 5.25 6/1/2025 362,208

GLP CAPITAL LP / FIN II 5.75 6/1/2028 90,832

GM FINANCIAL SECURITIZED TERM 1.75 7/16/2024 5,966,213

GNMA II POOL 002576 6.00 4/20/2028 153,006

GNMA II POOL 002754 6.50 5/20/2029 142,817

GNMA II POOL 002838 7.00 11/20/2029 79,224

GNMA II POOL 002839 7.50 11/20/2029 81,359

GNMA II POOL 002852 7.00 12/20/2029 78,568

GNMA II POOL 002867 7.50 1/20/2030 65,746

GNMA II POOL 002883 7.50 2/20/2030 49,295

GNMA II POOL 002896 7.50 3/20/2030 102,220

GNMA II POOL 002908 7.50 4/20/2030 61,433

GNMA II POOL 002909 8.00 4/20/2030 72,770

GNMA II POOL 002921 7.50 5/20/2030 169,608

GNMA II POOL 002934 7.50 6/20/2030 66,573

GNMA II POOL 002945 7.50 7/20/2030 53,633

GNMA II POOL 002957 7.50 8/20/2030 40,586

GNMA II POOL 002972 7.50 9/20/2030 108,433

GNMA II POOL 002986 7.00 10/20/2030 123,085

GNMA II POOL 002987 7.50 10/20/2030 81,281

GNMA II POOL 003010 7.00 12/20/2030 89,477

GNMA II POOL 003053 6.50 3/20/2031 216,894

GNMA II POOL 003841 5.50 4/20/2036 1,757,728

GNMA II POOL 003851 5.50 5/20/2036 1,051,251

GNMA II POOL 003865 6.00 6/20/2036 868,857

GNMA II POOL 003985 5.50 5/20/2037 873,421

GNMA II POOL 004168 5.00 6/20/2038 1,369,431

GNMA II POOL 004195 6.00 7/20/2038 1,057,564

GNMA II POOL 784295 3.50 3/20/2047 23,930,572

GNMA II POOL 784519 3.50 11/20/2047 41,101,880

GNMA II POOL BC4800 3.50 9/20/2047 41,213,157

GNMA II POOL BD2903 4.00 1/20/2048 19,829,854

GNMA II POOL BD3828 3.50 11/20/2047 26,683,725

GNMA II POOL BD3853 4.00 12/20/2047 29,111,423

GNMA II POOL BD3893 3.50 1/20/2048 22,050,707

GNMA II POOL BD3983 4.00 4/20/2048 22,360,970

GNMA II POOL MA0783 3.50 2/20/2043 19,817,224

GNMA II POOL MA4197 4.00 1/20/2047 28,272,990

GNMA II POOL MA5875 3.50 4/20/2049 25,775,953

GNMA II POOL MA5931 4.00 5/20/2049 26,888,205

GNMA POOL 186963 7.00 9/15/2029 22,917

GNMA POOL 186981 7.50 10/15/2029 28,067

GNMA POOL 187002 7.50 12/15/2029 49,710

GNMA POOL 306512 8.50 7/15/2021 605

GNMA POOL 332701 8.50 9/15/2022 2,346

GNMA POOL 354823 8.00 5/15/2024 122,164

GNMA POOL 385724 7.50 6/15/2024 60,878

GNMA POOL 434550 7.50 10/15/2029 64,613

GNMA POOL 434654 7.50 1/15/2030 159,687

GNMA POOL 434716 7.50 2/15/2030 27,468

GNMA POOL 462680 7.00 4/15/2028 68,991

GNMA POOL 472597 7.00 5/15/2028 17,411

GNMA POOL 479066 7.50 1/15/2030 112,497

GNMA POOL 486794 6.50 12/15/2028 114,238

GNMA POOL 487111 7.00 4/15/2029 137,851

GNMA POOL 489030 7.00 8/15/2029 45,253





GNMA POOL 499934 7.00 7/15/2029 21,094

GNMA POOL 510083 7.00 7/15/2029 130,015

GNMA POOL 516439 8.00 2/15/2030 26,931

GNMA POOL 520085 7.50 1/15/2030 27,132

GNMA POOL 523039 8.00 2/15/2030 24,569

GNMA POOL 587032 6.50 4/15/2032 231,244

GNMA POOL 605619 6.00 7/15/2034 2,516,366

GNMA POOL 617404 5.50 2/15/2037 953,946

GNMA POOL 658243 5.50 1/15/2037 573,322

GNMA POOL 686735 6.00 5/15/2038 878,757

GNMA POOL 780410 7.50 8/15/2026 165,062

GNMA POOL 781035 6.50 5/15/2029 218,686

GO DADDY OPCO/FINCO 5.25 12/1/2027 78,938

GOLDEN ENTERTAINMENT INC 7.63 4/15/2026 79,500

GOLDEN NUGGET INC 6.75 10/15/2024 207,000

GOLDEN NUGGET INC 8.75 10/1/2025 26,734

GOLDMAN SACHS GROUP INC 3.50 1/23/2025 11,547,937





GOLDMAN SACHS GROUP INC 4.95 77,700



GRACE MORTGAGE TRUST 3.59 6/10/2028 2,508,758

GRAHAM HOLDINGS CO 5.75 6/1/2026 80,063

GRAPHIC PACKAGING INTERN 4.75 7/15/2027 114,490

GRAY TELEVISION INC 5.13 10/15/2024 233,438

GRAY TELEVISION INC 7.00 5/15/2027 412,274

GREENEDEN US HLDGS II LLC ‐ 12/1/2023 114,784

GREIF INC 6.50 3/1/2027 297,000

GREYSTAR REAL ESTATE PAR 5.75 12/1/2025 25,938

GRIFFON CORPORATION 5.25 3/1/2022 301,125

GRINDING MED/MOLY COP 7.38 12/15/2023 142,625

GROUP 1 AUTOMOTIVE INC 5.00 6/1/2022 126,719

GROUP 1 AUTOMOTIVE INC 5.25 12/15/2023 333,938

GS MORTGAGE SECURITIES TRUST 0.84 11/10/2052 983,874


GS MORTGAGE SECURITIES TRUST 2.85 10/10/2049 1,021,247




















GSCG TRUST 2019 600C A 2.94 9/6/2034 1,006,688

GULFPORT ENERGY CORP 6.00 10/15/2024 269,800







H+E EQUIPMENT SERVICES 5.63 9/1/2025 448,330

HANESBRANDS INC 4.63 5/15/2024 81,203

HANESBRANDS INC 4.88 5/15/2026 153,519

HARLAND CLARKE HOLDINGS 8.38 8/15/2022 101,875

HARLEY DAVIDSON FINL SER 2.85 1/15/2021 10,045,123

HASBRO INC 3.15 5/15/2021 10,125,397

HAT HOLDINGS I LLC/HAT 5.25 7/15/2024 131,406

HCA INC 5.38 2/1/2025 989,718

HCA INC 5.38 9/1/2026 194,906

HCA INC 5.63 9/1/2028 655,270

HCA INC 5.88 2/15/2026 3,577,411

HCA INC 5.88 2/1/2029 262,469

HEALTHCARE REALTY TRUST 3.75 4/15/2023 258,146

HEALTHCARE REALTY TRUST 3.88 5/1/2025 1,157,771

HEALTHPEAK PROPERTIES 3.00 1/15/2030 652,568

HECLA MINING CO 6.88 5/1/2021 74,756

HERC HOLDINGS INC 5.50 7/15/2027 372,585

HERSHEY COMPANY 2.45 11/15/2029 5,029,199

HERSHEY COMPANY 3.20 8/21/2025 10,584,918

HERSHEY COMPANY 3.38 5/15/2023 10,471,392

HERTZ CORP 5.50 10/15/2024 462,275

HERTZ CORP 6.00 1/15/2028 915,000

HERTZ CORP 7.13 8/1/2026 608,646

HERTZ CORP 7.63 6/1/2022 119,600

HESS MIDSTREAM OPERATION 5.13 6/15/2028 126,563

HESS MIDSTREAM OPERATION 5.63 2/15/2026 208,177

HEXION INC 7.88 7/15/2027 399,341

HIGHWOODS REALTY LP 3.05 2/15/2030 986,297

HILCORP ENERGY I/HILCORP 5.75 10/1/2025 42,902

HILCORP ENERGY I/HILCORP 6.25 11/1/2028 50,350

HILL ROM HOLDINGS INC 4.38 9/15/2027 128,594

HILL ROM HOLDINGS INC 5.00 2/15/2025 166,400

HILLMAN GROUP INC 6.38 7/15/2022 93,000

HILTON DOMESTIC OPERATIN 4.88 1/15/2030 52,970

HILTON DOMESTIC OPERATIN 5.13 5/1/2026 998,823

HILTON GRAND VACA LLC/IN 6.13 12/1/2024 129,600

HILTON USA TRUST 4.19 11/5/2038 2,582,958

HILTON WORLDWIDE FIN LLC 4.63 4/1/2025 174,675

HILTON WORLDWIDE FIN LLC 4.88 4/1/2027 31,875

HMH TRUST 3.06 7/5/2031 2,516,803

HOLLY ENERGY PARTNERS LP 6.00 8/1/2024 462,870

HOLOGIC INC 4.38 10/15/2025 397,513

HOME DEPOT INC 2.63 6/1/2022 10,203,138

HOME DEPOT INC 3.00 4/1/2026 10,467,012

HOME DEPOT INC 3.35 9/15/2025 5,343,018

HOME DEPOT INC 3.90 12/6/2028 6,176,968

HONDA AUTO RECEIVABLES OWNER T 1.68 8/16/2021 4,480,330



HONEYWELL INTERNATIONAL 2.30 8/15/2024 15,184,363



HOUSTON GALLERIA MALL TRUST 3.98 3/5/2037 17,847,345

HP ENTERPRISE CO 4.40 10/15/2022 13,207,870

HSBC HOLDINGS PLC 3.95 5/18/2024 10,521,592









HSBC USA INC 2.75 8/7/2020 15,064,661

HUB INTERNATIONAL LTD 7.00 5/1/2026 123,728

HUB INTL LTD ‐ 4/25/2025 191,797

HUDBAY MINERALS INC 7.25 1/15/2023 156,568

HUDBAY MINERALS INC 7.63 1/15/2025 595,302

HUDSON PACIFIC PROPERTIE 3.25 1/15/2030 994,950

HUDSON YARDS 2.84 8/10/2038 6,370,407

HUDSON YARDS 2.98 8/10/2038 8,738,524

HUDSON YARDS 3.04 12/10/2041 3,560,046

HUDSON YARDS 3.44 7/10/2039 2,837,821

HUGHES SATELLITE SYSTEMS 5.25 8/1/2026 109,750



HUNT COS INC 6.25 2/15/2026 74,063

HUNTSMAN INTERNATIONAL L 5.13 11/15/2022 176,247

HYUNDAI CAPITAL AMERICA 3.00 10/30/2020 10,062,175



IAA INC 5.50 6/15/2027 70,125

IAA SPINCO INC ‐ 6/28/2026 24,432

IAMGOLD CORP 7.00 4/15/2025 208,372

IBM CORP 2.25 2/19/2021 12,545,525

IBM CORP 3.38 8/1/2023 13,091,583

IBM CORP 3.45 2/19/2026 13,334,335

IBM CORP 3.50 5/15/2029 18,021,456

IBM CORP 3.63 2/12/2024 10,602,464

ICAHN ENTERPRISES/FIN 4.75 9/15/2024 256,875





IHEARTCOMMUNICATIONS INC 4.75 1/15/2028 497,125



IHO VERWALTUNGS GMBH 4.75 9/15/2026 126,480

IHS MARKIT LTD 4.75 2/15/2025 79,747

II VI INCORPORATED ‐ 9/24/2026 360,447

ILLINOIS TOOL WORKS INC 2.65 11/15/2026 11,296,735

ILLINOIS TOOL WORKS INC 3.50 3/1/2024 11,136,682

IMT TRUST 0.02 6/15/2034 292,557

INDEPENDENCE PLAZA TRUST 4.36 7/10/2035 33,575,129

INDIGO NATURAL RES LLC 6.88 2/15/2026 188,000

INEOS GROUP HOLDINGS SA 5.63 8/1/2024 1,058,837

INSTALLED BUILDING PRODU 5.75 2/1/2028 80,156

INTEL CORP 2.45 7/29/2020 6,022,914

INTEL CORP 2.45 11/15/2029 14,959,114

INTEL CORP 3.10 7/29/2022 10,319,726

INTEL CORP 3.15 5/11/2027 10,586,390

INTEL CORP 3.70 7/29/2025 6,490,300

INTELSAT CONNECT FINANCE 9.50 2/15/2023 69,970

INTELSAT JACKSON HLDG 8.00 2/15/2024 333,531



INTER AMERICAN DEVEL BK 2.13 1/18/2022 25,216,237

INTER AMERICAN DEVEL BK 3.00 10/4/2023 5,233,146

INTERNATIONAL GAME TECH 6.25 2/15/2022 192,010



INTERNATIONAL PAPER CO 3.80 1/15/2026 10,673,863





INTERSTATE POWER + LIGHT 3.40 8/15/2025 12,977,109

INTERSTATE POWER + LIGHT 4.10 9/26/2028 13,165,039

INTL BK RECON + DEVELOP 1.38 9/20/2021 19,904,024



IQVIA INC 5.00 10/15/2026 844,000

IQVIA INC 5.00 5/15/2027 264,464

IRB HLDG CORP ‐ 2/5/2025 191,069

IRB HOLDING CORP 6.75 2/15/2026 190,645

IRON MOUNTAIN INC 4.38 6/1/2021 145,447





ISTAR INC 4.75 10/1/2024 725,375

ISTAR INC 5.25 9/15/2022 77,995

J2 CLOUD LLC/CLOUD INC 6.00 7/15/2025 371,000

JACK OHIO FIN LLC/FIN 1 6.75 11/15/2021 37,740

JACOBS ENTERTAINMENT INC 7.88 2/1/2024 451,563

JAGGED PEAK ENERGY LLC 5.88 5/1/2026 461,519

JAGUAR HL / PPDI 6.38 8/1/2023 273,530

JAMES HARDIE INTL FIN 4.75 1/15/2025 576,850

JAMES HARDIE INTL FIN 5.00 1/15/2028 504,000

JBS USA LLC/JBS USA FINA 5.75 6/15/2025 25,875

JBS USA LLC/JBS USA FINA 5.88 7/15/2024 25,725

JBS USA/FOOD/FINANCE 5.50 1/15/2030 187,968

JBS USA/FOOD/FINANCE 6.50 4/15/2029 222,256

JELD WEN INC 4.63 12/15/2025 205,900

JELD WEN INC 4.88 12/15/2027 5,113

JM SMUCKER CO 2.50 3/15/2020 10,007,996

JM SMUCKER CO 3.00 3/15/2022 12,518,885

JOHN DEERE CAPITAL CORP 2.45 9/11/2020 5,019,351



JOHNSON + JOHNSON 2.45 12/5/2021 10,113,518

JOHNSON + JOHNSON 2.45 3/1/2026 11,171,344

JOHNSON + JOHNSON 2.63 1/15/2025 10,293,005

JOHNSON + JOHNSON 2.90 1/15/2028 10,439,869

JOHNSON + JOHNSON 3.38 12/5/2023 10,626,349

JP MORGAN CHASE COMMERCIAL MOR 0.12 2/15/2035 174

JP MORGAN CHASE COMMERCIAL MOR 0.15 9/15/2029 686,565



JP MORGAN CHASE COMMERCIAL MOR 2.85 9/6/2038 6,131,770












JPMBB COMMERCIAL MORTGAGE SECU 3.64 11/15/2047 7,080,288












JPMDB COMMERCIAL MORTGAGE SECU 3.06 11/13/2052 2,027,868

JPMDB COMMERCIAL MORTGAGE SECU 3.09 12/15/2049 902,486

JPMDB COMMERCIAL MORTGAGE SECU 4.74 6/15/2051 648,293

JPMORGAN CHASE + CO 3.54 5/1/2028 10,625,243








JPMORGAN CHASE + CO 6.13 12/31/2049 355,063

KAISER ALUMINUM CORP 4.63 3/1/2028 76,950

KANSAS CITY POWER + LT 3.65 8/15/2025 10,667,865

KAR AUCTION SERVICES INC ‐ 9/19/2026 25,093

KAR AUCTION SERVICES INC 5.13 6/1/2025 357,760

KB HOME 4.80 11/15/2029 51,125

KB HOME 6.88 6/15/2027 86,813

KB HOME 7.00 12/15/2021 150,150

KB HOME 7.63 5/15/2023 28,000

KEHE DISTRIBUTORS LLC/FI 8.63 10/15/2026 78,563

KELLOGG CO 3.25 4/1/2026 10,400,559

KELLOGG CO 3.40 11/15/2027 10,451,090

KELLOGG CO 4.30 5/15/2028 14,619,026

KENNEDY WILSON INC 5.88 4/1/2024 251,125

KENTUCKY UTILITIES CO 3.30 10/1/2025 5,254,456

KEURIG DR PEPPER INC 3.13 12/15/2023 10,282,824

KFC HLD/PIZZA HUT/TACO 5.00 6/1/2024 430,044

KFC HLD/PIZZA HUT/TACO 5.25 6/1/2026 132,930

KFW 1.63 3/15/2021 19,992,006

KFW 1.75 3/31/2020 17,501,557

KILROY REALTY LP 3.05 2/15/2030 690,408

KILROY REALTY LP 3.80 1/15/2023 466,397

KILROY REALTY LP 4.38 10/1/2025 489,631

KIMBERLY CLARK CORP 3.05 8/15/2025 10,559,427

KIMBERLY CLARK CORP 3.95 11/1/2028 11,113,262

KIMCO REALTY CORP 3.80 4/1/2027 1,057,929

KIMCO REALTY CORP 4.25 4/1/2045 456,109

KISSNER HLD / MILL / BSC 8.38 12/1/2022 100,440

KNDL MORTGAGE TRUST 0.82 5/15/2036 341,158

KORN/FERRY INTERNATIONAL 4.63 12/15/2027 75,375

KRATON POLYMERS LLC/CAP 7.00 4/15/2025 103,000

KROGER CO 3.30 1/15/2021 15,194,300

KROGER CO 3.70 8/1/2027 10,709,685

KROGER CO 4.00 2/1/2024 9,593,781

KROGER CO 4.50 1/15/2029 11,251,446

KRONOS ACQUISITION HLDGS INC ‐ 5/15/2023 161,700

L BRANDS INC 5.25 2/1/2028 139,283

L BRANDS INC 6.75 7/1/2036 87,750

L BRANDS INC 6.88 11/1/2035 32,220

L BRANDS INC 7.50 6/15/2029 246,170

LABL ESCROW ISSUER LLC 6.75 7/15/2026 377,188

LADDER CAP FIN LLLP/CORP 5.25 3/15/2022 77,906

LAMAR MEDIA CORP 5.00 5/1/2023 200,448

LAMAR MEDIA CORP 5.38 1/15/2024 226,440

LAMAR MEDIA CORP 5.75 2/1/2026 264,975

LAMB WESTON HLD 4.88 11/1/2026 100,700





LAREDO PETROLEUM INC 5.63 1/15/2022 253,170

LAREDO PETROLEUM INC 6.25 3/15/2023 112,500

LENNAR CORP 4.13 1/15/2022 204,500

LENNAR CORP 4.50 4/30/2024 119,498

LENNAR CORP 4.88 12/15/2023 531,790

LENNAR CORP 5.00 6/15/2027 225,680

LENNAR CORP 5.88 11/15/2024 223,000

LEVEL 3 FINANCING INC 5.38 1/15/2024 254,063



LIBERTY PROPERTY LP 4.38 2/1/2029 711,506

LIFE STORAGE LP 4.00 6/15/2029 364,127

LIONS GATE CAPITAL HOLD 5.88 11/1/2024 301,500

LIONS GATE CAPITAL HOLD 6.38 2/1/2024 78,377

LITHIA MOTORS INC 4.63 12/15/2027 51,393

LIVE NATION ENTERTAINMEN 4.75 10/15/2027 425,385



LOCKHEED MARTIN CORP 2.50 11/23/2020 10,052,650

LOCKHEED MARTIN CORP 3.55 1/15/2026 10,728,583

LPL HOLDINGS INC 4.63 11/15/2027 241,740

LPL HOLDINGS INC 5.75 9/15/2025 10,463

LSTAR COMMERCIAL MORTGAGE TRUS 2.58 3/10/2049 1,153,711

MACYS RETAIL HLDGS INC 3.45 1/15/2021 12,615,641

MADISON AVENUE TRUST 3.58 12/12/2034 11,375,727

MAGNA INTERNATIONAL INC 4.15 10/1/2025 5,419,475

MAGNOLIA OIL GAS/MAG FIN 6.00 8/1/2026 76,875

MALLINCKRODT FIN/SB 5.63 10/15/2023 114,000

MARRIOTT OWNERSHIP RESOR 4.75 1/15/2028 25,594

MARRIOTT OWNERSHIP RESORTS INC ‐ 8/31/2025 24,937

MARRIOTT OWNERSHIP/ILG 6.50 9/15/2026 577,038

MARSH + MCLENNAN COS INC 3.30 3/14/2023 10,346,650

MASONITE INTERNATIONAL C 5.38 2/1/2028 116,188

MASONITE INTERNATIONAL C 5.75 9/15/2026 403,750

MASTERCARD INC 2.95 6/1/2029 8,348,832

MASTERCARD INC 3.50 2/26/2028 5,393,651

MATADOR RESOURCES CO 5.88 9/15/2026 383,958

MATCH GROUP INC 5.00 12/15/2027 11,468

MATCH GROUP INC 5.63 2/15/2029 79,875

MATCH GROUP INC 6.38 6/1/2024 302,040

MATTEL INC 5.45 11/1/2041 75,205

MATTEL INC 5.88 12/15/2027 171,761

MATTEL INC 6.75 12/31/2025 879,186

MATTHEWS INTERNATIONAL C 5.25 12/1/2025 350,000

MAUSER PACKAGING SOLUT 5.50 4/15/2024 659,264

MCDONALD S CORP 2.20 5/26/2020 10,007,268

MCDONALD S CORP 3.25 6/10/2024 21,053,850

MCDONALD S CORP 3.70 1/30/2026 10,790,437

MCDONALD S CORP 3.80 4/1/2028 16,404,768

MCKESSON CORP 3.95 2/16/2028 10,669,088

MEDNAX INC 6.25 1/15/2027 76,875

MEG ENERGY CORP 6.38 1/30/2023 250,625

MEG ENERGY CORP 6.50 1/15/2025 296,429

MEG ENERGY CORP 7.00 3/31/2024 286,781

MELCO RESORTS FINANCE 5.38 12/4/2029 205,187

MERCER INTL INC 7.38 1/15/2025 80,734

MERCK + CO INC 1.85 2/10/2020 4,998,770

MERCK + CO INC 2.35 2/10/2022 10,099,924

MERCK + CO INC 3.40 3/7/2029 7,583,699

MEREDITH CORP 6.88 2/1/2026 285,918





MERITAGE HOMES CORP 5.13 6/6/2027 114,223



MERLIN ENTERTAINMENTS PL 5.75 6/15/2026 438,000

MET LIFE GLOB FUNDING I 2.50 12/3/2020 15,073,567



METLIFE INC 3.60 4/10/2024 5,327,904

METLIFE INC 3.60 11/13/2025 5,373,345

MGIC INVESTMENT CORP 5.75 8/15/2023 27,625

MGM CHINA HOLDINGS LTD 5.38 5/15/2024 208,000

MGM GROWTH/MGM FINANCE 5.63 5/1/2024 535,933

MGM GROWTH/MGM FINANCE 5.75 2/1/2027 274,290

MGM RESORTS INTL 4.63 9/1/2026 927,500

MGM RESORTS INTL 5.50 4/15/2027 338,550

MGM RESORTS INTL 5.75 6/15/2025 537,600

MGM RESORTS INTL 6.00 3/15/2023 629,965

MICHAELS STORES INC 8.00 7/15/2027 23,875

MICROSOFT CORP 1.85 2/12/2020 14,000,102

MICROSOFT CORP 2.38 2/12/2022 10,642,884

MICROSOFT CORP 2.40 8/8/2026 10,624,370

MICROSOFT CORP 3.13 11/3/2025 10,571,076

MICROSOFT CORP 3.63 12/15/2023 11,710,484

MID AMERICA APARTMENTS 4.30 10/15/2023 823,012

MIDAMERICAN ENERGY CO 3.50 10/15/2024 10,603,492



MIDCONTINENT COMM + FIN 5.38 8/15/2027 142,763

MINERAL RESOURCES LTD 8.13 5/1/2027 109,750

MONDELEZ INTERNATIONAL 3.63 5/7/2023 12,320,556



MOOG INC 4.25 12/15/2027 156,710

MOOG INC 5.25 12/1/2022 188,548

MORGAN STANLEY 2.65 1/27/2020 10,003,281

MORGAN STANLEY 3.63 1/20/2027 15,972,213

MORGAN STANLEY 3.70 10/23/2024 10,623,041

MORGAN STANLEY 3.77 1/24/2029 16,146,792

MORGAN STANLEY 5.75 1/25/2021 10,385,701

MORGAN STANLEY BAML TRUST 2.66 2/15/2046 574,325



MORGAN STANLEY BAML TRUST 3.14 3/15/2048 11,035,103






















MORGAN STANLEY CAPITAL BARCLAY 2.20 9/13/2031 2,269,444

MORGAN STANLEY CAPITAL I TRUST 0.08 2/5/2035 206,173


MORGAN STANLEY CAPITAL I TRUST 0.37 9/9/2032 1,661,365













MOSAIC CO 4.25 11/15/2023 10,668,248

MOSS CREEK RESOURCES HLD 7.50 1/15/2026 171,000

MOSS CREEK RESOURCES HLD 10.50 5/15/2027 125,250

MOTION FINCO SARL ‐ 11/4/2026 2,934

MOTION FINCO SARL ‐ 11/13/2026 22,324

MPLX LP 6.38 5/1/2024 209,280

MPT OPER PARTNERSP/FINL 4.63 8/1/2029 128,750

MRO HOLDINGS INC ‐ 6/4/2026 49,418

MSCI INC 5.38 5/15/2027 172,400

MSCI INC 5.75 8/15/2025 125,850

MTS SYSTEMS CORP 5.75 8/15/2027 70,015

MUELLER WATER PRODUCTS 5.50 6/15/2026 173,869

MURPHY OIL CORP 5.75 8/15/2025 339,934

MURPHY OIL CORP 5.88 12/1/2027 366,450

MURPHY OIL USA INC 4.75 9/15/2029 26,402

NABORS INDUSTRIES INC 5.50 1/15/2023 144,000

NABORS INDUSTRIES INC 5.75 2/1/2025 483,300

NARRAGANSETT ELECTRIC 3.92 8/1/2028 10,849,349

NATIONAL CINEMEDIA LLC 5.88 4/15/2028 53,125

NATIONAL INTERGOVERNMENTAL PUR ‐ 5/23/2025 49,540

NATIONAL RETAIL PROP INC 3.90 6/15/2024 757,179



NATIONAL RURAL UTIL COOP 2.30 11/1/2020 10,035,603




NATIONSTAR MTG HLD INC 8.13 7/15/2023 79,389

NATIONSTAR MTG HLD INC 9.13 7/15/2026 83,063

NATIXIS COMMERCIAL MORTGAGE SE 0.51 2/15/2039 2,923,490





NAVIENT CORP 5.50 1/25/2023 278,618

NAVIENT CORP 5.63 8/1/2033 43,000

NAVIENT CORP 5.88 3/25/2021 202,468

NAVIENT CORP 6.13 3/25/2024 132,370

NAVIENT CORP 6.50 6/15/2022 198,326

NAVIENT CORP 6.75 6/25/2025 27,600

NAVIENT CORP 6.75 6/15/2026 631,983

NAVIENT CORP 7.25 9/25/2023 621,517

NAVIENT CORP 8.00 3/25/2020 33,341

NCL CORPORATION LTD 3.63 12/15/2024 50,688





NCR CORP 5.75 9/1/2027 709,290

NCR CORP 6.13 9/1/2029 294,068

NCR CORP 6.38 12/15/2023 523,775

NEIMAN MARCUS GROUP LTD INC ‐ 10/25/2023 438,805

NESTLE HOLDINGS INC 3.35 9/24/2023 10,461,042

NESTLE HOLDINGS INC 3.50 9/24/2025 10,730,123

NETFLIX INC 4.88 4/15/2028 1,088,558

NETFLIX INC 4.88 6/15/2030 412,344

NETFLIX INC 5.38 2/1/2021 103,125

NETFLIX INC 5.38 11/15/2029 405,757

NETFLIX INC 5.88 11/15/2028 605,274

NETFLIX INC 6.38 5/15/2029 489,663

NEW ENTERPRISE STONE + L 6.25 3/15/2026 340,438

NEW YORK LIFE GLOBAL FDG 1.95 2/11/2020 9,999,951



NEWELL BRANDS INC 4.20 4/1/2026 464,026



NEWMARK GROUP INC 6.13 11/15/2023 689,255

NEXSTAR BROADCASTING INC ‐ 9/18/2026 100,466

NEXSTAR BROADCASTING INC 5.63 8/1/2024 344,025

NEXSTAR BROADCASTING INC 5.63 7/15/2027 532,169

NEXTERA ENERGY OPERATING 3.88 10/15/2026 175,656




NFP CORP 6.88 7/15/2025 125,313

NFP CORP 8.00 7/15/2025 76,500

NGPL PIPECO LLC 4.88 8/15/2027 132,867

NIAGARA MOHAWK POWER 4.28 12/15/2028 6,693,784

NIELSEN CO LUX SARL/THE 5.50 10/1/2021 124,465

NIELSEN FINANCE LLC/CO 5.00 4/15/2022 878,281

NISSAN AUTO RECEIVABLES OWNER 1.75 10/15/2021 8,924,671

NOBLE HOLDING INTL LTD 7.75 1/15/2024 5,715

NOBLE HOLDING INTL LTD 7.88 2/1/2026 90,625

NORTHERN STATES PWR MINN 2.20 8/15/2020 10,011,113

NORTHERN STATES PWR MINN 2.60 5/15/2023 10,157,403

NORTHROP GRUMMAN CORP 2.55 10/15/2022 10,151,602



NOVA CHEMICALS CORP 4.88 6/1/2024 206,500

NOVA CHEMICALS CORP 5.25 6/1/2027 519,915

NOVARTIS CAPITAL CORP 3.00 11/20/2025 10,512,750

NOVARTIS CAPITAL CORP 3.40 5/6/2024 10,590,505

NOVELIS CORP 5.88 9/30/2026 633,142

NOVELIS CORP 6.25 8/15/2024 317,771

NRG ENERGY INC 5.25 6/15/2029 287,613

NRG ENERGY INC 5.75 1/15/2028 52,080

NRG ENERGY INC 6.63 1/15/2027 271,250

NRG ENERGY INC 7.25 5/15/2026 515,660

NSTAR ELECTRIC CO 3.25 5/15/2029 10,559,919

NUANCE COMMUNICATIONS 5.63 12/15/2026 249,382

NUSTAR LOGISTICS LP 4.75 2/1/2022 195,700



NXP BV/NXP FUNDING LLC 4.13 6/1/2021 205,058

NXP BV/NXP FUNDING LLC 4.63 6/1/2023 213,820

NY STATE ELECTRIC + GAS 3.25 12/1/2026 10,372,923

NYT MORTGAGE TRUST 1.33 11/15/2035 390,626





O REILLY AUTOMOTIVE INC 3.90 6/1/2029 10,928,370

OASIS PETROLEUM INC 6.25 5/1/2026 170,150



OCCIDENTAL PETROLEUM COR 3.50 6/15/2025 10,327,220

OFFICE PPTY INCOME TRST 3.60 2/1/2020 1,075,000

OLIN CORP 5.63 8/1/2029 105,620

OLYMPIC TOWER MORTGAGE TRUST 0.25 5/10/2039 660,129

OLYMPIC TOWER MORTGAGE TRUST 3.95 5/10/2039 1,028,698

OMEGA HLTHCARE INVESTORS 3.63 10/1/2029 400,484

OMEGA HLTHCARE INVESTORS 4.95 4/1/2024 394,033

ONCOR ELECTRIC DELIVERY 3.70 11/15/2028 10,946,771

ONE BRYANT PARK TRUST 3.95 9/15/2054 46,288,584

ONTARIO (PROVINCE OF) 2.20 10/3/2022 25,270,157



ORACLE CORP 2.80 7/8/2021 10,152,884

ORACLE CORP 2.95 11/15/2024 10,395,076

ORACLE CORP 3.25 11/15/2027 10,598,745

ORACLE CORP 3.63 7/15/2023 10,574,908

ORANGE + ROCKLAND UTILIT 6.50 12/1/2027 7,352,659

OUTFRONT MEDIA CAP LLC/C 4.63 3/15/2030 209,605



OWENS BROCKWAY 5.00 1/15/2022 259,498

OWENS BROCKWAY 5.88 8/15/2023 662,918

OWENS BROCKWAY 6.38 8/15/2025 109,250

OXFORD FIN LLC/CO ISS II 6.38 12/15/2022 25,719

PACIFICORP 3.60 4/1/2024 10,556,141

PANTHER BF AGGREGATOR 2 6.25 5/15/2026 478,410

PANTHER BF AGGREGATOR 2 8.50 5/15/2027 283,688

PANTHER BF AGGREGATOR 2 LP ‐ 4/30/2026 124,922

PAR PHARMACEUTICAL INC 7.50 4/1/2027 561,180

PARK AEROSPACE HOLDINGS 5.25 8/15/2022 26,635

PARK AEROSPACE HOLDINGS 5.50 2/15/2024 27,448

PARK AVENUE TRUST 3.51 6/5/2037 5,264,727

PARK AVENUE TRUST 3.66 6/5/2037 34,978,716

PARK OHIO INDUSTRIES INC 6.63 4/15/2027 305,417

PARKER HANNIFIN CORP 3.25 3/1/2027 10,433,368



PARKLAND FUEL CORP 5.88 7/15/2027 107,536

PARSLEY ENERGY LLC/FINAN 5.25 8/15/2025 517,860



PATRICK INDUSTRIES INC 7.50 10/15/2027 133,125

PATTERN ENERGY GROUP INC 5.88 2/1/2024 50,409

PAYPAL HOLDINGS INC 2.40 10/1/2024 7,069,037

PAYPAL HOLDINGS INC 2.65 10/1/2026 10,140,453

PBF LOGISTICS LP/FINANCE 6.88 5/15/2023 206,000

PDC ENERGY INC 6.13 9/15/2024 340,200

PECO ENERGY CO 1.70 9/15/2021 14,981,694

PECO ENERGY CO 3.15 10/15/2025 10,452,985

PENSKE AUTO GROUP INC 5.75 10/1/2022 124,691

PEPSICO INC 1.85 4/30/2020 11,998,724

PEPSICO INC 2.63 7/29/2029 10,206,745

PEPSICO INC 3.00 10/15/2027 10,600,908

PEPSICO INC 3.10 7/17/2022 10,318,645

PEPSICO INC 3.50 7/17/2025 12,888,833

PERFORMANCE FOOD GROUP I 5.50 10/15/2027 312,075





PETSMART INC 5.88 6/1/2025 939,288

PETSMART INC 7.13 3/15/2023 98,000

PFIZER INC 2.20 12/15/2021 10,098,002

PFIZER INC 3.00 6/15/2023 10,397,446

PFIZER INC 3.40 5/15/2024 7,406,489

PFIZER INC 3.60 9/15/2028 16,450,244

PGT ESCROW ISSUER INC 6.75 8/1/2026 187,469

PHILIP MORRIS INTL INC 1.88 2/25/2021 10,000,601



PHOTO HOLDINGS MERGER SU 8.50 10/1/2026 269,700

PILGRIM S PRIDE CORP 5.75 3/15/2025 180,885

PILGRIM S PRIDE CORP 5.88 9/30/2027 27,031

PLANTRONICS INC ‐ 7/2/2025 210,122

PLANTRONICS INC 5.50 5/31/2023 263,925

PNC BANK NA 2.30 6/1/2020 15,019,483

PNC BANK NA 2.55 12/9/2021 10,120,977

PNC BANK NA 3.50 6/8/2023 10,490,678

POST HOLDINGS INC 5.00 8/15/2026 412,994



POST HOLDINGS INC 5.75 3/1/2027 1,021,020

PPG INDUSTRIES INC 3.20 3/15/2023 10,323,309

PPG INDUSTRIES INC 3.75 3/15/2028 10,881,433

PQ CORP 5.75 12/15/2025 205,865

PQ CORP 6.75 11/15/2022 560,293

PRAIRIE ECI ACQUIROR LP ‐ 3/11/2026 48,285

PRAXAIR INC 2.45 2/15/2022 10,121,167

PRECISION CASTPARTS CORP 2.25 6/15/2020 15,006,558

PRECISION DRILLING CORP 7.13 1/15/2026 71,250

PRECISION DRILLING CORP 7.75 12/15/2023 74,813

PRESTIGE BRANDS INC 5.13 1/15/2028 165,505

PRESTIGE BRANDS INC 6.38 3/1/2024 234,000

PRICOA GLOBAL FUNDING 1 2.40 9/23/2024 15,096,586



PRIME SECSRVC BRW/FINANC 5.25 4/15/2024 79,350

PRIME SECSRVC BRW/FINANC 9.25 5/15/2023 97,534

PRINCIPAL FINANCIAL GRP 3.70 5/15/2029 5,452,936

PRINCIPAL LFE GLB FND II 2.38 11/21/2021 10,057,967

PRIVATE EXPORT FUNDING 3.55 1/15/2024 10,681,213

PROCTER + GAMBLE CO/THE 1.85 2/2/2021 6,008,147



PROGRESSIVE CORP 4.00 3/1/2029 16,775,230

PROJECT ALPHA INTERMEDIATE HL ‐ 4/26/2024 174,215

PROVIDENT FDG/PFG FIN 6.38 6/15/2025 245,980

PROVINCE OF QUEBEC 2.38 1/31/2022 25,303,555

PROVINCE OF QUEBEC 2.75 4/12/2027 15,646,537

PRUDENTIAL FINANCIAL INC 3.50 5/15/2024 15,431,256

PRUDENTIAL FINANCIAL INC 3.88 3/27/2028 11,789,000

PTC INC 6.00 5/15/2024 173,263

PUBLIC SERVICE COLORADO 3.70 6/15/2028 10,910,856

PUBLIC SERVICE ELECTRIC 1.90 3/15/2021 10,537,706





QEP RESOURCES INC 5.63 3/1/2026 148,238

QORVO INC 4.38 10/15/2029 78,563





QORVO INC 5.50 7/15/2026 346,125

QTS LP/FINANCE 4.75 11/15/2025 547,140

QUALCOMM INC 3.00 5/20/2022 14,866,425

QUALCOMM INC 3.45 5/20/2025 13,749,957

QUEBECOR MEDIA INC 5.75 1/15/2023 190,094

QUEENS CENTER MORTGAGE TRUST 3.47 1/11/2037 5,388,583

QUICKEN LOANS INC 5.75 5/1/2025 432,108

RACKSPACE HOSTIN 8.63 11/15/2024 122,188

RADIAN GROUP INC 4.88 3/15/2027 184,188

RADIATE HOLDCO / FINANCE 6.63 2/15/2025 134,330

RAIN CII CARBON LLC/CII 7.25 4/1/2025 145,788

RANGE RESOURCES CORP 4.88 5/15/2025 192,375



RAYTHEON COMPANY 3.15 12/15/2024 11,552,161

RBS GLOBAL + REXNORD LLC 4.88 12/15/2025 129,063

REALOGY GROUP/CO ISSUER 4.88 6/1/2023 320,125

REALOGY GROUP/CO ISSUER 9.38 4/1/2027 104,346

REALTY INCOME CORP 3.88 4/15/2025 539,261

REFINITIV US HOLDINGS 6.25 5/15/2026 218,250

REFINITIV US HOLDINGS 8.25 11/15/2026 380,673

REGENCY CENTERS LP 2.95 9/15/2029 899,489

REGENCY CENTERS LP 3.60 2/1/2027 419,777

REGIONS FINANCIAL CORP 3.80 8/14/2023 11,115,948

REPUBLIC SERVICES INC 2.50 8/15/2024 10,114,523

REPUBLIC SERVICES INC 3.95 5/15/2028 11,019,948

RESIDEO FUNDING INC 6.13 11/1/2026 212,583

RETAIL OPPORTUNITY IN 5.00 12/15/2023 18,802,607

RETAIL PROPERTIES OF AME 4.00 3/15/2025 8,026,723

REYNOLDS GRP ISS/REYNOLD 5.13 7/15/2023 1,024,774

REYNOLDS GRP ISS/REYNOLD 5.75 10/15/2020 557,933

RHP HOTEL PPTY/RHP FINAN 5.00 4/15/2023 422,280

RIO TINTO FIN USA LTD 3.75 6/15/2025 16,129,178

RITCHIE BROS AUCTIONEERS 5.38 1/15/2025 131,355

RITE AID CORP 6.13 4/1/2023 312,800

ROCHE HOLDINGS INC 3.63 9/17/2028 16,537,900

ROCHESTER GAS + ELECTRIC 3.10 6/1/2027 7,232,224

ROCKPOINT GAS STORAGE CA 7.00 3/31/2023 258,398

ROYAL BANK OF CANADA 2.10 10/14/2020 15,017,336

ROYAL BANK OF CANADA 3.70 10/5/2023 10,572,298

ROYAL BK SCOTLND GRP PLC 4.27 3/22/2025 7,437,174

ROYAL BK SCOTLND GRP PLC 8.63 12/29/2049 643,500

RPAI SR NT 4.12 SERIES A 4.12 6/30/2021 9,957,484

RYMAN HOSPITALITY PROP 4.75 10/15/2027 301,490

SABRA HEALTH CARE LP 4.80 6/1/2024 1,688,393

SABRA HEALTH CARE LP 5.13 8/15/2026 150,783

SABRE GLBL INC 5.25 11/15/2023 415,631

SAN DIEGO G + E 3.60 9/1/2023 12,287,164

SANOFI 3.38 6/19/2023 15,723,364

SANOFI 3.63 6/19/2028 16,525,222

SBA COMMUNICATIONS CORP 4.88 9/1/2024 1,104,938

SCHLUMBERGER INVESTMENT 3.65 12/1/2023 10,582,121

SCHWEITZER MAUDUIT INTL 6.88 10/1/2026 26,938

SCIENTIFIC GAMES INTERNA 5.00 10/15/2025 365,141



SCOTTS MIRACLE GRO CO 4.50 10/15/2029 317,904

SCOTTS MIRACLE GRO CO 5.25 12/15/2026 453,688

SCRIPPS ESCROW INC 5.88 7/15/2027 223,118

SEALED AIR CORP 4.00 12/1/2027 101,250





SEALED AIR CORP 5.13 12/1/2024 215,500

SELECT MEDICAL CORP 6.25 8/15/2026 382,130

SENSATA TECH INC 4.38 2/15/2030 57,088

SENSATA TECH UK FIN CO 6.25 2/15/2026 915,875

SENSATA TECHNOLOGIES BV 5.63 11/1/2024 222,500

SERVICE CORP INTL 4.63 12/15/2027 265,838




SERVICE PROPERTIES TRUST 4.35 10/1/2024 1,233,220

SERVICE PROPERTIES TRUST 4.95 10/1/2029 1,067,366

SESI LLC 7.13 12/15/2021 21,323

SESI LLC 7.75 9/15/2024 66,500

SEVEN GENERATIONS ENERGY 5.38 9/30/2025 125,625

SG COMMERCIAL MORTGAGE SECURIT 3.06 10/10/2048 4,357,037

SG COMMERCIAL MORTGAGE SECURIT 3.59 9/15/2039 1,489,508

SHEA HOMES LP/FNDG CP 6.13 4/1/2025 336,375

SHELF DRILL HOLD LTD 8.25 2/15/2025 47,625

SHELL INTERNATIONAL FIN 2.13 5/11/2020 10,005,858




SHUTTERFLY INC ‐ 9/25/2026 84,225

SIERRA PACIFIC POWER CO 3.38 8/15/2023 12,367,901

SILVERSEA CRUISE FINANCE 7.25 2/1/2025 105,750

SIMON PROPERTY GROUP LP 2.00 9/13/2024 298,562



SINCLAIR TELEVISION GROU 5.13 2/15/2027 303,113

SINCLAIR TELEVISION GROU 5.50 3/1/2030 51,125

SINCLAIR TELEVISION GROUP INC ‐ 9/30/2026 50,000

SIRIUS XM RADIO INC 3.88 8/1/2022 105,189






SIX FLAGS ENTERTAINMENT 4.88 7/31/2024 129,531

SL GREEN OPERATING PARTN 3.25 10/15/2022 647,602

SM ENERGY CO 5.00 1/15/2024 190,500

SM ENERGY CO 6.13 11/15/2022 113,120

SM ENERGY CO 6.63 1/15/2027 219,177

SM ENERGY CO 6.75 9/15/2026 622,300

SONIC AUTOMOTIVE INC 6.13 3/15/2027 130,313

SOTHEBY S 7.38 10/15/2027 202,500

SOUTHERN CAL EDISON 2.40 2/1/2022 10,052,156



SOUTHERN CALIF GAS CO 3.15 9/15/2024 10,446,552

SOUTHERN CALIF GAS CO 3.20 6/15/2025 6,784,842

SOUTHERN CO 2.75 6/15/2020 15,536,914

SOUTHWEST AIRLINES CO 2.65 11/5/2020 10,053,164

SOUTHWESTERN ELEC POWER 4.10 9/15/2028 16,415,501

SOUTHWESTERN ENERGY CO 6.20 1/23/2025 427,415

SOUTHWESTERN PUBLIC SERV 3.30 6/15/2024 15,612,598

SP PF BUYER LLC ‐ 12/22/2025 480,194

SPCM SA 4.88 9/15/2025 535,600

SPECTRUM BRANDS INC 5.00 10/1/2029 170,363







SPIRIT REALTY LP 3.20 1/15/2027 500,814

SPIRIT REALTY LP 3.40 1/15/2030 502,631

SPIRIT REALTY LP 4.00 7/15/2029 1,053,181

SPIRIT REALTY LP 4.45 9/15/2026 1,026,399

SPRINGLEAF FINANCE CORP 5.38 11/15/2029 140,913






SPRINT CAPITAL CORP 8.75 3/15/2032 2,548,875

SPRINT COMMUNICATIONS 7.00 3/1/2020 255,351

SPRINT COMMUNICATIONS 7.00 8/15/2020 536,156

SPRINT CORP 7.25 9/15/2021 528,750

SPRINT CORP 7.63 2/15/2025 1,955,478

SPRINT CORP 7.63 3/1/2026 512,802

SPRINT CORP 7.88 9/15/2023 330,999

SPX FLOW INC 5.63 8/15/2024 915,259

SRC ENERGY INC 6.25 12/1/2025 75,563

SS+C TECHNOLOGIES INC 5.50 9/30/2027 480,375

STANDARD INDUSTRIES INC 4.75 1/15/2028 281,875

STANDARD INDUSTRIES INC 5.00 2/15/2027 26,063

STANLEY BLACK + DECKER I 4.25 11/15/2028 11,282,426

STAPLES INC ‐ 4/16/2026 73,254

STAPLES INC 7.50 4/15/2026 779,163

STAPLES INC 10.75 4/15/2027 483,140

STARBUCKS CORP 2.10 2/4/2021 6,766,812

STARBUCKS CORP 2.70 6/15/2022 10,178,022

STARBUCKS CORP 3.80 8/15/2025 10,775,948

STARFRUIT FINCO B V ‐ 10/1/2025 111,418

STARFRUIT FINCO/STAR US 8.00 10/1/2026 507,740

STARS GRP HLDS/STARS GRP 7.00 7/15/2026 147,220

STARWOOD PROPERTY TRUST 3.63 2/1/2021 128,800

STATE STREET CORP 3.30 12/16/2024 10,549,583

STATE STREET CORP 4.14 12/3/2029 6,138,638

STEEL DYNAMICS INC 5.13 10/1/2021 75,045

STEEL DYNAMICS INC 5.50 10/1/2024 103,011

STEINWAY MUSICAL INSTRS INC ‐ 2/14/2025 523,006

STEVENS HOLDING CO INC 6.13 10/1/2026 266,570

STRIPS ‐ 2/15/2026 44,627,531

STRIPS ‐ 2/15/2027 43,613,668

STRIPS ‐ 2/15/2028 42,519,713

STRIPS ‐ 2/15/2029 41,555,026

SUMMIT MATERIALS LLC/FIN 5.13 6/1/2025 205,500



SUMMIT MID HLDS LLC / FI 5.75 4/15/2025 229,125

SUMMIT MIDSTREAM PARTNER 9.50 51,000

SUNOCO LP/FINANCE CORP 4.88 1/15/2023 207,572



SUNSHINE LUXEMBOURG VII SARL ‐ 10/1/2026 297,475

SUPERIOR PLUS/GEN PRTNR 7.00 7/15/2026 241,594

SWEDISH EXPORT CREDIT 1.75 5/18/2020 10,997,288

SYSCO CORPORATION 2.60 10/1/2020 5,020,757



T MOBILE USA INC 4.50 2/1/2026 850,750

T MOBILE USA INC 4.75 2/1/2028 535,431

T MOBILE USA INC 5.38 4/15/2027 189,570





T MOBILE USA INC 6.38 3/1/2025 129,166

T MOBILE USA INC 6.50 1/15/2026 1,319,891

TALEN ENERGY SUPPLY LLC 6.63 1/15/2028 229,500



TALLGRASS NRG PRTNR/FIN 5.50 9/15/2024 183,915

TALLGRASS NRG PRTNR/FIN 5.50 1/15/2028 109,760

TANGER PROPERTIES LP 3.88 12/1/2023 813,388

TARGA RESOURCES PARTNERS 4.25 11/15/2023 257,550










TASEKO MINES LTD 8.75 6/15/2022 41,500

TAYLOR MORR COMM/HLDGS 5.63 3/1/2024 80,813

TAYLOR MORR COMM/HLDGS 5.88 4/15/2023 135,765

TAYLOR MORRISON COMM 5.75 1/15/2028 212,550

TEGNA INC 5.00 9/15/2029 229,955

TELECOM ITALIA CAPITAL 6.00 9/30/2034 413,985



TELECOM ITALIA SPA 5.30 5/30/2024 82,775

TELEFLEX INC 4.88 6/1/2026 78,375

TELESAT CANADA/TELESAT L 4.88 6/1/2027 76,313

TELESAT CANADA/TELESAT L 6.50 10/15/2027 52,125

TEMPUR SEALY INTL INC 5.63 10/15/2023 272,619

TENET HEALTHCARE CORP 4.63 7/15/2024 675,675


TENET HEALTHCARE CORP 4.88 1/1/2026 1,372,094



TENET HEALTHCARE CORP 6.25 2/1/2027 1,416,345




TENN VALLEY AUTHORITY 2.88 9/15/2024 15,709,155

TENN VALLEY AUTHORITY 2.88 2/1/2027 26,243,529

TENNANT CO 5.63 5/1/2025 261,250

TENNECO INC 5.00 7/15/2026 435,160

TEREX CORP 5.63 2/1/2025 361,375

TERRAFORM POWER OPERATIN 4.25 1/31/2023 53,532



TESLA INC 5.30 8/15/2025 169,750

TEXAS INSTRUMENTS INC 2.25 9/4/2029 9,874,093

TEXAS INSTRUMENTS INC 2.63 5/15/2024 10,267,041

TITAN ACQUISITION LIMITED ‐ 3/28/2025 241,238

TJX COS INC 2.75 6/15/2021 10,123,107

TMSQ MORTGAGE TRUST 0.15 10/10/2036 1,246,360

TOPBUILD CORP 5.63 5/1/2026 130,625

TORONTO DOMINION BANK 2.50 12/14/2020 15,086,183

TORONTO DOMINION BANK 3.50 7/19/2023 15,789,212

TOTAL CAPITAL INTL SA 2.75 6/19/2021 15,202,471

TOTAL CAPITAL INTL SA 3.70 1/15/2024 10,633,655

TOTAL CAPITAL SA 3.88 10/11/2028 11,200,402





TOYOTA AUTO RECEIVABLES OWNER 1.78 11/15/2021 6,329,567

TOYOTA AUTO RECEIVABLES OWNER 1.92 1/16/2024 6,996,912

TOYOTA MOTOR CORP 3.42 7/20/2023 12,559,549

TOYOTA MOTOR CREDIT CORP 2.75 5/17/2021 8,350,945




TPC GROUP INC 10.50 8/1/2024 226,688

TRANSDIGM INC 5.50 11/15/2027 964,713

TRANSDIGM INC 6.25 3/15/2026 1,348,932

TRANSDIGM INC 6.50 7/15/2024 125,825

TRANSDIGM INC 6.50 5/15/2025 507,520

TRANSDIGM INC 7.50 3/15/2027 184,852

TRANSMONTAIGE PARTNERS 6.13 2/15/2026 241,080

TRANSOCEAN GUARDIAN LTD 5.88 1/15/2024 164,715

TRANSOCEAN INC 9.00 7/15/2023 158,438

TRANSOCEAN PONTUS LTD 6.13 8/1/2025 151,434

TRANSOCEAN POSEIDON LTD 6.88 2/1/2027 157,940

TRANSOCEAN SENTRY LTD 5.38 5/15/2023 176,028

TREEHOUSE FOODS INC 6.00 2/15/2024 290,150

TRI POINTE GROUP / HOMES 5.88 6/15/2024 84,825

TRI POINTE GROUP INC 4.88 7/1/2021 194,750

TRI POINTE GROUP INC 5.25 6/1/2027 313,500

TRICON AMERICAN HOMES 2.72 9/17/2034 496,608

TRIDENT TPI HOLDINGS INC 9.25 8/1/2024 50,500

TRINSEO OP / TRINSEO FIN 5.38 9/1/2025 510,000

TRIUMPH GROUP INC 7.75 8/15/2025 198,113

TRIVIUM PACKAGING FIN 5.50 8/15/2026 415,178

TRONOX FINANCE PLC 5.75 10/1/2025 254,680

TRONOX INC 6.50 4/15/2026 77,265

TRUIST BANK 2.85 4/1/2021 10,107,355

TRUIST BANK 3.00 2/2/2023 13,336,974

TRUIST FIN CORP 3.70 6/5/2025 16,101,176

TRUIST FIN CORP 3.75 12/6/2023 10,608,284

TRUIST FIN CORP 4.00 5/1/2025 10,842,958

TWDC ENTERPRISES 18 CORP 2.15 9/17/2020 13,534,845



TWIN RIVER WORLDWIDE HLD 6.75 6/1/2027 104,250

TWITTER INC 3.88 12/15/2027 141,926

TYSON FOODS INC 2.25 8/23/2021 5,017,278

TYSON FOODS INC 3.55 6/2/2027 10,632,921

TYSON FOODS INC 4.00 3/1/2026 5,412,434

U.S. RENAL CARE, INC. ‐ 6/26/2026 113,565

UBS COMMERCIAL MORTGAGE TRUST 1.18 12/15/2052 1,128,093

UBS COMMERCIAL MORTGAGE TRUST 3.40 5/10/2045 2,440,098

UDR INC 3.00 8/15/2031 751,469

UDR INC 3.75 7/1/2024 264,167

UFC HOLDINGS, LLC ‐ 4/29/2026 25,016

ULTIMATE SOFTWARE GROUP INC ‐ 5/4/2026 97,317

UNILEVER CAPITAL CORP 2.10 7/30/2020 7,006,867




UNION ELECTRIC CO 2.95 6/15/2027 10,306,557

UNION PACIFIC CORP 2.25 6/19/2020 8,008,611



UNION PACIFIC RR 2014 1 3.23 5/14/2026 8,585,950

UNITED AIRLINES HOLDINGS 4.25 10/1/2022 261,250





UNITED PARCEL SERVICE 2.50 4/1/2023 19,858,854

UNITED RENTALS NORTH AM 3.88 11/15/2027 59,215






UNITED TECHNOLOGIES CORP 3.65 8/16/2023 10,544,070

UNITEDHEALTH GROUP INC 2.70 7/15/2020 7,029,117




UNITI GROUP/CSL CAPITAL 6.00 4/15/2023 168,000

UNITI GROUP/CSL CAPITAL 8.25 10/15/2023 65,438

UNIVAR SOLUTIONS USA INC 5.13 12/1/2027 78,284

UNIVISION COMMUNICATIONS 5.13 5/15/2023 174,563

UNIVISION COMMUNICATIONS 5.13 2/15/2025 197,750

UPCB FINANCE IV LTD 5.38 1/15/2025 616,800

US BANCORP 2.35 1/29/2021 10,055,155

US BANCORP 3.70 1/30/2024 15,925,310

US BANCORP 3.90 4/26/2028 16,833,244

US CELLULAR CORP 6.70 12/15/2033 427,050

US CONCRETE INC 6.38 6/1/2024 339,219

US FOODS INC 5.88 6/15/2024 257,500

US TREASURY N/B 1.13 3/31/2020 24,966,797

US TREASURY N/B 1.13 4/30/2020 24,957,031

US TREASURY N/B 1.13 2/28/2021 20,876,953

US TREASURY N/B 1.13 6/30/2021 24,825,195

US TREASURY N/B 1.13 7/31/2021 49,626,953

US TREASURY N/B 1.13 8/31/2021 49,615,235

US TREASURY N/B 1.13 9/30/2021 74,396,484

US TREASURY N/B 1.25 1/31/2020 24,991,959

US TREASURY N/B 1.25 2/29/2020 29,980,116

US TREASURY N/B 1.25 3/31/2021 20,904,023

US TREASURY N/B 1.25 10/31/2021 24,849,610

US TREASURY N/B 1.25 7/31/2023 75,968,320

US TREASURY N/B 1.38 1/31/2020 29,993,282

US TREASURY N/B 1.38 2/29/2020 49,976,736

US TREASURY N/B 1.38 3/31/2020 54,963,477

US TREASURY N/B 1.38 4/30/2020 49,953,023

US TREASURY N/B 1.38 5/31/2020 49,941,406

US TREASURY N/B 1.38 8/31/2020 24,958,008

US TREASURY N/B 1.38 9/15/2020 36,932,070

US TREASURY N/B 1.38 9/30/2020 24,949,219

US TREASURY N/B 1.38 10/31/2020 49,884,766

US TREASURY N/B 1.38 1/31/2021 24,930,664

US TREASURY N/B 1.38 6/30/2023 75,833,613

US TREASURY N/B 1.38 8/31/2023 51,520,625

US TREASURY N/B 1.38 9/30/2023 49,501,953

US TREASURY N/B 1.50 4/15/2020 24,993,164

US TREASURY N/B 1.50 5/31/2020 49,972,417

US TREASURY N/B 1.50 8/15/2020 24,980,469

US TREASURY N/B 1.50 9/30/2021 39,939,062

US TREASURY N/B 1.50 1/31/2022 74,888,672

US TREASURY N/B 1.50 3/31/2023 49,818,360

US TREASURY N/B 1.50 8/15/2026 73,549,805

US TREASURY N/B 1.63 6/30/2020 30,000,000

US TREASURY N/B 1.63 7/31/2020 29,998,828

US TREASURY N/B 1.63 8/15/2022 25,023,438

US TREASURY N/B 1.63 8/31/2022 51,041,836





US TREASURY N/B 1.63 11/15/2022 25,018,555

US TREASURY N/B 1.63 4/30/2023 49,996,094

US TREASURY N/B 1.63 5/31/2023 15,000,586

US TREASURY N/B 1.63 10/31/2023 49,955,078

US TREASURY N/B 1.63 5/15/2026 59,392,969

US TREASURY N/B 1.63 9/30/2026 49,404,297

US TREASURY N/B 1.63 10/31/2026 58,264,805

US TREASURY N/B 1.63 11/30/2026 24,683,594

US TREASURY N/B 1.63 8/15/2029 116,995,313

US TREASURY N/B 1.75 10/31/2020 50,041,016

US TREASURY N/B 1.75 11/15/2020 38,032,656

US TREASURY N/B 1.75 12/31/2020 50,046,875

US TREASURY N/B 1.75 7/31/2021 25,060,547

US TREASURY N/B 1.75 11/30/2021 50,154,297

US TREASURY N/B 1.75 2/28/2022 50,187,500

US TREASURY N/B 1.75 3/31/2022 50,187,500

US TREASURY N/B 1.75 4/30/2022 50,187,500

US TREASURY N/B 1.75 5/15/2022 75,275,391

US TREASURY N/B 1.75 5/31/2022 25,097,656

US TREASURY N/B 1.75 6/30/2022 25,103,516

US TREASURY N/B 1.75 9/30/2022 50,201,172

US TREASURY N/B 1.75 1/31/2023 50,207,031

US TREASURY N/B 1.75 5/15/2023 50,193,360

US TREASURY N/B 1.75 12/31/2026 49,763,672

US TREASURY N/B 1.75 11/15/2029 162,542,444

US TREASURY N/B 1.88 6/30/2020 25,030,274

US TREASURY N/B 1.88 12/15/2020 71,155,313

US TREASURY N/B 1.88 11/30/2021 25,145,508

US TREASURY N/B 1.88 2/28/2022 36,925,074

US TREASURY N/B 1.88 5/31/2022 25,171,875

US TREASURY N/B 1.88 7/31/2022 25,176,758

US TREASURY N/B 1.88 8/31/2022 35,257,031

US TREASURY N/B 1.88 9/30/2022 50,380,860

US TREASURY N/B 1.88 10/31/2022 40,298,438

US TREASURY N/B 1.88 8/31/2024 75,647,461

US TREASURY N/B 1.88 7/31/2026 25,110,352

US TREASURY N/B 2.00 1/31/2020 25,006,613

US TREASURY N/B 2.00 7/31/2020 25,051,758

US TREASURY N/B 2.00 9/30/2020 25,064,453

US TREASURY N/B 2.00 11/30/2020 50,162,110

US TREASURY N/B 2.00 1/15/2021 25,092,774

US TREASURY N/B 2.00 2/28/2021 25,102,539

US TREASURY N/B 2.00 5/31/2021 50,275,391

US TREASURY N/B 2.00 8/31/2021 50,330,078

US TREASURY N/B 2.00 10/31/2021 25,186,524

US TREASURY N/B 2.00 7/31/2022 50,515,625

US TREASURY N/B 2.00 10/31/2022 75,823,242

US TREASURY N/B 2.00 11/30/2022 75,846,680

US TREASURY N/B 2.00 2/15/2023 50,585,938

US TREASURY N/B 2.00 4/30/2024 50,685,547

US TREASURY N/B 2.00 5/31/2024 50,693,360

US TREASURY N/B 2.00 6/30/2024 76,040,039

US TREASURY N/B 2.00 2/15/2025 60,867,187

US TREASURY N/B 2.00 8/15/2025 60,822,656

US TREASURY N/B 2.00 11/15/2026 75,870,117

US TREASURY N/B 2.13 8/31/2020 25,076,172

US TREASURY N/B 2.13 1/31/2021 25,130,860

US TREASURY N/B 2.13 6/30/2021 50,394,531

US TREASURY N/B 2.13 8/15/2021 65,039,180

US TREASURY N/B 2.13 9/30/2021 50,447,266





US TREASURY N/B 2.13 12/31/2021 50,525,391

US TREASURY N/B 2.13 6/30/2022 50,660,156

US TREASURY N/B 2.13 12/31/2022 101,523,438

US TREASURY N/B 2.13 2/29/2024 50,927,735

US TREASURY N/B 2.13 3/31/2024 50,929,688

US TREASURY N/B 2.13 7/31/2024 76,458,984

US TREASURY N/B 2.13 9/30/2024 76,500,000

US TREASURY N/B 2.13 11/30/2024 51,021,485

US TREASURY N/B 2.13 5/15/2025 61,237,500

US TREASURY N/B 2.25 3/31/2021 50,380,860

US TREASURY N/B 2.25 4/30/2021 50,421,875

US TREASURY N/B 2.25 7/31/2021 50,503,906

US TREASURY N/B 2.25 12/31/2023 66,480,274

US TREASURY N/B 2.25 1/31/2024 51,158,203

US TREASURY N/B 2.25 10/31/2024 102,617,188

US TREASURY N/B 2.25 11/15/2024 61,572,656

US TREASURY N/B 2.25 12/31/2024 76,998,047

US TREASURY N/B 2.25 11/15/2025 61,633,594

US TREASURY N/B 2.25 2/15/2027 66,825,586

US TREASURY N/B 2.25 8/15/2027 103,554,886

US TREASURY N/B 2.25 11/15/2027 82,639,067

US TREASURY N/B 2.38 12/31/2020 25,176,758

US TREASURY N/B 2.38 1/31/2023 25,567,383

US TREASURY N/B 2.38 8/15/2024 51,531,250

US TREASURY N/B 2.38 5/15/2027 62,238,281

US TREASURY N/B 2.38 5/15/2029 26,002,930

US TREASURY N/B 2.50 3/31/2023 25,693,360

US TREASURY N/B 2.50 8/15/2023 51,498,047

US TREASURY N/B 2.50 5/15/2024 25,868,164

US TREASURY N/B 2.50 1/31/2025 77,941,406

US TREASURY N/B 2.63 7/31/2020 25,141,602

US TREASURY N/B 2.63 8/15/2020 50,300,781

US TREASURY N/B 2.63 8/31/2020 35,224,219

US TREASURY N/B 2.63 11/15/2020 25,209,961

US TREASURY N/B 2.63 5/15/2021 25,343,750

US TREASURY N/B 2.63 6/15/2021 25,363,281

US TREASURY N/B 2.63 2/28/2023 25,773,438

US TREASURY N/B 2.63 12/31/2023 51,865,235

US TREASURY N/B 2.63 3/31/2025 78,442,383

US TREASURY N/B 2.63 2/15/2029 26,513,672

US TREASURY N/B 2.75 4/30/2023 25,905,274

US TREASURY N/B 2.75 5/31/2023 51,843,750

US TREASURY N/B 2.75 11/15/2023 78,061,523

US TREASURY N/B 2.75 2/15/2024 26,077,149

US TREASURY N/B 2.75 2/28/2025 52,585,938

US TREASURY N/B 2.75 6/30/2025 79,001,954

US TREASURY N/B 2.75 8/31/2025 26,355,469

US TREASURY N/B 2.75 2/15/2028 79,959,961

US TREASURY N/B 2.88 10/15/2021 25,560,547

US TREASURY N/B 2.88 11/15/2021 26,101,641

US TREASURY N/B 2.88 9/30/2023 31,332,422

US TREASURY N/B 2.88 4/30/2025 52,947,266

US TREASURY N/B 2.88 5/31/2025 52,962,891

US TREASURY N/B 2.88 7/31/2025 79,532,227

US TREASURY N/B 2.88 11/30/2025 26,561,524

US TREASURY N/B 2.88 5/15/2028 80,780,273

US TREASURY N/B 2.88 8/15/2028 53,925,781

US TREASURY N/B 3.00 9/30/2025 80,115,234

US TREASURY N/B 3.00 10/31/2025 80,159,180

US TREASURY N/B 3.13 5/15/2021 51,021,485





US TREASURY N/B 3.13 11/15/2028 27,506,836

US TREASURY N/B 3.63 2/15/2020 75,173,812

US TREASURY N/B 3.63 2/15/2021 25,546,875

USA COM PART/USA COM FIN 6.88 4/1/2026 233,100

USA COM PART/USA COM FIN 6.88 9/1/2027 132,283

USAA CAPITAL CORP 2.45 8/1/2020 10,035,760

VALVOLINE INC 5.50 7/15/2024 313,325

VENATOR FIN SARL/VENATOR 5.75 7/15/2025 184,500

VENTAS REALTY LP 3.85 4/1/2027 443,601

VEREIT INC 3.75 12/15/2020 329,032

VEREIT OPERATING PARTNER 3.10 12/15/2029 854,955

VEREIT OPERATING PARTNER 4.88 6/1/2026 659,253

VERIZON COMMUNICATIONS 2.95 3/15/2022 10,645,228





VERTIV INT HOLD CORP 12.00 2/15/2022 103,750

VIACOMCBS INC 4.00 1/15/2026 10,715,004

VIASAT INC 5.63 4/15/2027 155,150

VICI PROP 1 / VICI FC 8.00 10/15/2023 622,438

VICI PROPERTIES / NOTE 4.25 12/1/2026 3,448,440

VICI PROPERTIES / NOTE 4.63 12/1/2029 5,251,073

VIDEOTRON LTD 5.00 7/15/2022 182,515

VIDEOTRON LTD 5.38 6/15/2024 27,500

VIDEOTRON LTD / LTEE 5.13 4/15/2027 654,840

VIKING CRUISES LTD 5.88 9/15/2027 245,813

VIKING CRUISES LTD 6.25 5/15/2025 318,623

VINE OIL + GAS LP / FIN 8.75 4/15/2023 36,750

VINE OIL + GAS LP / FIN 9.75 4/15/2023 25,000

VIPER ENERGY PARTNERS LP 5.38 11/1/2027 182,000

VIRGIN MEDIA FINANCE PLC 5.75 1/15/2025 182,089

VIRGIN MEDIA FINANCE PLC 6.00 10/15/2024 206,000

VIRGIN MEDIA SECURED FIN 5.50 8/15/2026 26,250

VIRGIN MEDIA SECURED FIN 5.50 5/15/2029 693,481

VIRGINIA ELEC + POWER CO 3.15 1/15/2026 10,454,845

VIRGINIA ELEC + POWER CO 3.45 2/15/2024 15,721,588

VISA INC 2.20 12/14/2020 10,039,827

VISA INC 2.80 12/14/2022 10,290,691

VISA INC 3.15 12/14/2025 10,572,644

VISTA OUTDOOR INC 5.88 10/1/2023 387,670

VISTAJET MALTA/XO MGMT 10.50 6/1/2024 95,000

VISTRA OPERATIONS CO LLC 3.55 7/15/2024 126,627




VNO MORTGAGE TRUST 0.34 11/15/2030 1,774,631


VNO MORTGAGE TRUST 3.81 12/13/2029 706,930


VOC ESCROW LTD 5.00 2/15/2028 26,188

VODAFONE GROUP PLC 7.00 4/4/2079 264,344

VOLKSWAGEN GROUP AMERICA 4.63 11/13/2025 16,607,370

WABASH NATIONAL CORP 5.50 10/1/2025 200,000

WALGREENS BOOTS ALLIANCE 3.30 11/18/2021 10,189,650

WALMART INC 2.55 4/11/2023 12,260,818

WALMART INC 3.05 7/8/2026 10,548,913

WALMART INC 3.25 7/8/2029 10,733,209

WALMART INC 3.30 4/22/2024 10,517,438

WALMART INC 3.55 6/26/2025 12,353,855





WALMART INC 3.70 6/26/2028 11,293,376

WASTE MANAGEMENT INC 2.95 6/15/2024 4,129,594

WASTE MANAGEMENT INC 3.20 6/15/2026 7,333,774

WASTE PRO USA INC 5.50 2/15/2026 26,063

WEEKLEY HOMES LLC/ FINAN 6.63 8/15/2025 207,500

WEINGARTEN REALTY INVEST 3.25 8/15/2026 658,395

WEINGARTEN REALTY INVEST 4.45 1/15/2024 307,298

WELBILT INC 9.50 2/15/2024 79,500

WELLCARE HEALTH PLANS 5.25 4/1/2025 177,840

WELLCARE HEALTH PLANS 5.38 8/15/2026 208,740

WELLS FARGO + COMPANY 2.15 1/30/2020 11,001,650







WELLS FARGO BANK NA 3.55 8/14/2023 10,480,730

WELLS FARGO COMMERCIAL MORTGAG 0.97 12/15/2052 531,647

WELLS FARGO COMMERCIAL MORTGAG 2.92 11/15/2049 4,101,399




























WELLTOWER INC 3.10 1/15/2030 911,441

WELLTOWER INC 3.63 3/15/2024 604,167

WELLTOWER INC 4.00 6/1/2025 231,483

WELLTOWER INC 4.95 9/1/2048 216,177

WELLTOWER INC 6.50 3/15/2041 779,293

WESCO DISTRIBUTION INC 5.38 12/15/2021 171,428

WESCO DISTRIBUTION INC 5.38 6/15/2024 19,713

WESTERN DIGITAL CORP 4.75 2/15/2026 234,563

WESTERN MIDSTREAM OPERAT 4.50 3/1/2028 151,055

WESTERN MIDSTREAM OPERAT 4.75 8/15/2028 46,415

WEX INC 4.75 2/1/2023 193,440

WF RBS COMMERCIAL MORTGAGE TRU 3.07 3/15/2045 4,092,318






WF RBS COMMERCIAL MORTGAGE TRU 3.75 12/15/2046 794,086

WF RBS COMMERCIAL MORTGAGE TRU 3.76 9/15/2057 968,977



WHITING PETROLEUM CORP 6.25 4/1/2023 92,125

WHITING PETROLEUM CORP 6.63 1/15/2026 275,999

WILLIAM CARTER 5.63 3/15/2027 268,750

WILLIAM LYON HOMES INC 6.00 9/1/2023 234,563

WILLIAM LYON HOMES INC 6.63 7/15/2027 27,125

WILLIAMS SCOTSMAN INTL 6.88 8/15/2023 210,500

WILLIAMS SCOTSMAN INTL 7.88 12/15/2022 70,890

WINDSTREAM SRVC / FIN 8.63 10/31/2025 288,000

WISCONSIN ELECTRIC POWER 3.10 6/1/2025 10,435,992

WMG ACQUISITION CORP 4.88 11/1/2024 103,500

WOLVERINE ESCROW LLC 9.00 11/15/2026 282,825

WP CAREY INC 3.85 7/15/2029 554,493

WP CAREY INC 4.00 2/1/2025 1,049,750

WP CAREY INC 4.60 4/1/2024 954,363

WPX ENERGY INC 5.25 10/15/2027 335,490

WPX ENERGY INC 5.75 6/1/2026 462,228

WPX ENERGY INC 8.25 8/1/2023 555,450

WR GRACE + CO CONN 5.63 10/1/2024 138,125

WYNDHAM DESTINATIONS INC 4.63 3/1/2030 75,188

WYNN LAS VEGAS LLC/CORP 4.25 5/30/2023 108,920



WYNN RESORTS FINANCE LLC 5.13 10/1/2029 570,570

XPO LOGISTICS INC 6.13 9/1/2023 392,274

XPO LOGISTICS INC 6.50 6/15/2022 246,598

YUM BRANDS INC 4.75 1/15/2030 95,323

ZAYO GROUP LLC/ZAYO CAP 5.75 1/15/2027 404,468



ZEKELMAN INDUSTRIES INC 9.88 6/15/2023 47,306

ZIGGO BOND CO BV 6.00 1/15/2027 422,000

ZIGGO BV 5.50 1/15/2027 788,375

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