Invesco Short Term Bond Fund
as of 09/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
0.25
09/30/2025
3.65
United States Treasury Note/Bond
0.12
09/15/2023
2.12
STIT - Treasury Portfolio
1.63
STIT - Government & Agency Portfoli
1.43
New York Life Global Funding
0.55
01/10/2023
1.18
INVESCO LIQUID ASSET CASH MF
1.06
Morgan Stanley
0.92
06/10/2022
1.01
Toyota Motor Credit Corp
3.00
04/01/2025
0.88
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
0.88
AbbVie Inc
2.15
11/19/2021
0.75
Penske Truck Leasing Co Lp / PTL Fi
3.65
07/29/2021
0.74
Boeing Co/The
0.00
11/17/2020
0.67
United States Treasury Note/Bond
0.12
09/30/2022
0.58
Hyundai Capital America
3.95
02/01/2022
0.56
Exxon Mobil Corp
1.57
04/15/2023
0.56
Master Credit Card Trust II
1.99
09/21/2024
0.52
Caterpillar Financial Services Corp
0.65
07/07/2023
0.51
Saudi Arabian Oil Co
2.75
04/16/2022
0.51
AbbVie Inc
2.60
11/21/2024
0.47
Pacific Gas and Electric Co
1.75
06/16/2022
0.47
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.45
Shell International Finance BV
0.38
09/15/2023
0.45
CSMC 2020-AFC1 Trust
2.24
02/25/2050
0.44
Broadcom Inc
3.46
09/15/2026
0.44
Equinix Inc
2.62
11/18/2024
0.43
WEC Energy Group Inc
0.55
09/15/2023
0.42
AstraZeneca PLC
0.70
04/08/2026
0.41
Taconic Park CLO Ltd
1.27
01/20/2029
0.40
McKesson Corp
3.65
11/30/2020
0.38
MPLX LP
1.75
03/01/2026
0.37
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.37
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.37
DTE Energy Co
0.55
11/01/2022
0.37
Caterpillar Financial Services Corp
0.45
09/14/2023
0.36
Verus Securitization Trust 2019-2
3.21
05/25/2059
0.36
Tencent Holdings Ltd
3.28
04/11/2024
0.36
Jimmy Johns Funding LLC
3.61
07/30/2047
0.34
CenterPoint Energy Inc
2.50
09/01/2024
0.34
Intercontinental Exchange Inc
0.90
06/15/2023
0.34
Toyota Motor Credit Corp
0.48
10/23/2020
0.34
Truist Bank
1.25
03/09/2023
0.33
Zions Bancorp NA
3.50
08/27/2021
0.33
Ross Stores Inc
4.60
04/15/2025
0.33
0.33
CarMax Auto Owner Trust
3.13
06/15/2023
0.32
Gray Oak Pipeline LLC
2.00
09/15/2023
0.32
ONEOK Inc
4.25
02/01/2022
0.31
DB Master Finance LLC
3.79
05/20/2049
0.31
Dell International LLC / EMC Corp
4.00
07/15/2024
0.31
Chevron USA Inc
0.43
08/11/2023
0.30
Southern California Gas Co
0.57
09/14/2023
0.30
Golub Capital Partners CLO 35B Ltd
1.46
07/20/2029
0.30
Dominion Energy Inc
0.78
09/15/2023
0.30
Wells Fargo & Co
2.62
07/22/2022
0.29
Reliance Standard Life Global Fundi
2.50
10/30/2024
0.29
Marriott International Inc/MD
0.85
12/01/2020
0.29
COLT 2020-1 Mortgage Loan Trust
2.49
02/25/2050
0.29
Ryder System Inc
3.35
09/01/2025
0.28
Credit Suisse Mortgage Capital Cert
1.70
04/25/2065
0.28
Ryder System Inc
2.50
09/01/2024
0.28
Dominion Energy Inc
2.71
08/15/2021
0.28
AbbVie Inc
3.85
06/15/2024
0.28
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.28
Hyundai Capital America
5.75
04/06/2023
0.28
Hyundai Capital America
2.65
02/10/2025
0.28
Saudi Arabian Oil Co
2.88
04/16/2024
0.28
Amazon.com Inc
0.80
06/03/2025
0.27
PNC Bank NA
0.67
12/09/2022
0.27
Morgan Stanley Capital I Trust 2017
0.85
11/15/2034
0.27
Cigna Corp
3.40
09/17/2021
0.27
Plains All American Pipeline LP / P
5.00
02/01/2021
0.27
Anheuser-Busch InBev Worldwide Inc
4.15
01/23/2025
0.27
Synovus Financial Corp
5.75
12/15/2025
0.27
Phillips 66
0.83
02/26/2021
0.27
Zions Bancorp NA
3.35
03/04/2022
0.26
POSCO
2.38
01/17/2023
0.26
KNDL 2019-KNSQ Mortgage Trust
0.95
05/15/2036
0.26
Exelon Corp
3.50
06/01/2022
0.26
Starwood Waypoint Homes 2017-1 Trus
2.10
01/17/2035
0.26
MPLX LP
1.34
09/09/2022
0.25
OHA Loan Funding 2016-1 Ltd
1.53
01/20/2033
0.25
Nissan Motor Co Ltd
3.04
09/15/2023
0.25
UnitedHealth Group Inc
2.38
08/15/2024
0.25
Neuberger Berman Loan Advisers CLO
1.29
04/19/2030
0.25
Wendy's Funding LLC
3.78
06/15/2049
0.25
0.25
AIG Global Funding
2.70
12/15/2021
0.24
Hyundai Capital America
5.88
04/07/2025
0.24
Hyundai Capital America
4.30
02/01/2024
0.24
TICP CLO XV Ltd
2.92
04/20/2033
0.24
Angel Oak Mortgage Trust LLC 2020-5
1.37
05/25/2065
0.24
Merck & Co Inc
0.75
02/24/2026
0.23
Credit Suisse Group AG
3.57
01/09/2023
0.23
Hyundai Capital America
2.85
11/01/2022
0.23
Credit Suisse AG/New York NY
1.00
05/05/2023
0.23
Banco Bilbao Vizcaya Argentaria SA
1.12
09/18/2025
0.23
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.23
Banco del Estado de Chile
2.70
01/09/2025
0.23
Harley-Davidson Financial Services
3.35
02/15/2023
0.23
UBS AG/London
1.75
04/21/2022
0.23
Ford Motor Credit Co LLC
3.81
10/12/2021
0.23
Global Bank Corp
4.50
10/20/2021
0.22
Carrier Global Corp
1.92
02/15/2023
0.22
Cargill Inc
1.38
07/23/2023
0.22
Keurig Dr Pepper Inc
4.06
05/25/2023
0.22
Ryder System Inc
4.62
06/01/2025
0.22
Homeward Opportunities Fund I Trust
3.45
01/25/2059
0.22
VMware Inc
2.95
08/21/2022
0.22
Citigroup Mortgage Loan Trust 2019-
2.72
07/25/2049
0.22
Vodafone Group PLC
3.75
01/16/2024
0.22
Moody's Corp
2.62
01/15/2023
0.22
Angel Oak Mortgage Trust 2019-3
2.93
05/25/2059
0.21
Barclays Bank PLC
10.18
06/12/2021
0.21
AbbVie Inc
3.38
11/14/2021
0.21
Zimmer Biomet Holdings Inc
0.98
03/19/2021
0.21
AbbVie Inc
2.30
11/21/2022
0.21
Telefonica Emisiones SA
4.57
04/27/2023
0.21
Hyundai Capital America
3.10
04/05/2022
0.21
Hyundai Capital America
2.38
02/10/2023
0.21
Exxon Mobil Corp
2.99
03/19/2025
0.21
American Honda Finance Corp
0.60
06/11/2021
0.21
Comcast Corp
3.30
04/01/2027
0.20
Penske Truck Leasing Co Lp / PTL Fi
3.45
07/01/2024
0.20
Ford Motor Credit Co LLC
1.15
10/12/2021
0.20
Barclays PLC
1.71
02/15/2023
0.20
Goldentree Loan Management US Clo 2
1.42
11/28/2030
0.20
MMAF Equipment Finance LLC 2020-A
0.97
04/09/2027
0.20
Athene Global Funding
2.95
11/12/2026
0.20
Danske Bank A/S
1.31
09/12/2023
0.20
BMW Finance NV
2.40
08/14/2024
0.20
MPLX LP
3.50
12/01/2022
0.20
FREMF 2014-K714 Mortgage Trust
4.40
01/25/2047
0.20
Enel Finance International NV
2.75
04/06/2023
0.20
Upjohn Inc
1.12
06/22/2022
0.19
Bayer US Finance II LLC
3.88
12/15/2023
0.19
John Deere Capital Corp
0.70
07/05/2023
0.19
Skandinaviska Enskilda Banken AB
0.89
12/12/2022
0.19
CGDBB Commercial Mortgage Trust 201
0.94
07/15/2032
0.19
Raytheon Technologies Corp
2.80
03/15/2022
0.19
Daimler Finance North America LLC
2.70
06/14/2024
0.19
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.19
FREMF 2012-K23 Mortgage Trust
3.78
10/25/2045
0.18
Angel Oak Mortgage Trust I LLC 2019
3.63
03/25/2049
0.18
PayPal Holdings Inc
2.20
09/26/2022
0.18
Morgan Stanley
2.75
05/19/2022
0.18
JPMorgan Chase & Co
4.60
12/31/2049
0.18
Banco Bilbao Vizcaya Argentaria SA
0.88
09/18/2023
0.18
Bristol-Myers Squibb Co
3.25
02/20/2023
0.18
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.18
MMAF Equipment Finance LLC 2020-A
0.74
04/09/2024
0.18
BAT Capital Corp
3.22
08/15/2024
0.18
Omnicom Group Inc / Omnicom Capital
3.62
05/01/2022
0.18
DR Horton Inc
4.75
02/15/2023
0.18
John Deere Capital Corp
2.95
04/01/2022
0.18
Enterprise Products Operating LLC
3.50
02/01/2022
0.18
Cardinal Health Inc
2.62
06/15/2022
0.17
Cigna Corp
3.75
07/15/2023
0.17
Verus Securitization Trust 2018-3
4.11
10/25/2058
0.17
Exelon Generation Co LLC
3.25
06/01/2025
0.17
DTE Energy Co
2.53
10/01/2024
0.17
AutoZone Inc
3.62
04/15/2025
0.17
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.17
0.17
Global Payments Inc
4.00
06/01/2023
0.17
Harley-Davidson Financial Services
3.35
06/08/2025
0.17
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.17
NextEra Energy Capital Holdings Inc
3.15
04/01/2024
0.17
Welltower Inc
3.62
03/15/2024
0.17
Becton Dickinson and Co
3.36
06/06/2024
0.17
DXC Technology Co
4.25
04/15/2024
0.17
Dominion Energy Inc
3.07
08/15/2024
0.17
Equitable Holdings Inc
3.90
04/20/2023
0.17
SL Green Operating Partnership LP
1.26
08/16/2021
0.17
0.17
Analog Devices Inc
2.50
12/05/2021
0.17
Bank of America Corp
3.86
07/23/2024
0.17
Sierra Timeshare 2019-3 Receivables
2.34
08/20/2036
0.17
Cantor Fitzgerald LP
6.50
06/17/2022
0.16
Drive Auto Receivables Trust 2019-1
3.78
04/15/2025
0.16
Constellation Brands Inc
3.75
05/01/2021
0.16
NXP BV / NXP Funding LLC
4.62
06/01/2023
0.16
WEC Energy Group Inc
3.10
03/08/2022
0.16
Enbridge Inc
2.90
07/15/2022
0.16
Goldman Sachs Group Inc/The
2.91
06/05/2023
0.16
PACCAR Financial Corp
0.80
06/08/2023
0.16
Fortive Corp
2.35
06/15/2021
0.16
Digital Realty Trust LP
2.75
02/01/2023
0.16
Occidental Petroleum Corp
2.90
08/15/2024
0.16
Santander Drive Auto Receivables Tr
5.05
07/15/2024
0.16
Ford Motor Credit Co LLC
5.60
01/07/2022
0.16
Keurig Dr Pepper Inc
3.55
05/25/2021
0.16
Broadcom Inc
2.25
11/15/2023
0.16
Georgia-Pacific LLC
1.75
09/30/2025
0.16
Expedia Group Inc
3.60
12/15/2023
0.16
BAE Systems Holdings Inc
2.85
12/15/2020
0.16
Pernod Ricard SA
4.25
07/15/2022
0.16
Williams Cos Inc/The
3.35
08/15/2022
0.16
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.16
Dell Equipment Finance Trust 2019-1
3.14
03/22/2024
0.15
ONEOK Partners LP
4.90
03/15/2025
0.15
Hewlett Packard Enterprise Co
4.40
10/15/2022
0.15
Intercontinental Exchange Inc
0.70
06/15/2023
0.15
Macquarie Group Ltd
3.19
11/28/2023
0.15
Federation des Caisses Desjardins d
2.05
02/10/2025
0.15
VEON Holdings BV
4.00
04/09/2025
0.15
Sprint Spectrum Co LLC / Sprint Spe
3.36
09/20/2021
0.15
Textron Inc
4.30
03/01/2024
0.15
Deephaven Residential Mortgage Trus
3.48
04/25/2058
0.15
Sumitomo Mitsui Trust Bank Ltd
0.80
09/12/2023
0.15
GCAT 2019-NQM2 Trust
2.85
09/25/2059
0.15
Exeter Automobile Receivables Trust
3.30
03/15/2024
0.15
Norwegian Air Shuttle ASA 2016-1 Cl
7.50
11/10/2023
0.15
DTE Energy Co
1.05
06/01/2025
0.15
Santander Retail Auto Lease Trust 2
3.30
05/22/2023
0.15
Ford Motor Credit Co LLC
5.08
01/07/2021
0.15
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.15
Emera US Finance LP
2.70
06/15/2021
0.15
BAT Capital Corp
2.79
09/06/2024
0.15
GlaxoSmithKline Capital PLC
2.88
06/01/2022
0.15
Enterprise Products Operating LLC
4.88
08/16/2077
0.15
Royalty Pharma PLC
0.75
09/02/2023
0.15
Hertz Vehicle Financing II LP
3.71
03/25/2023
0.15
Fifth Third Bancorp
1.62
05/05/2023
0.15
WFRBS Commercial Mortgage Trust 201
5.19
09/15/2046
0.15
NextEra Energy Operating Partners L
4.25
09/15/2024
0.15
Bunge Ltd Finance Corp
4.35
03/15/2024
0.14
ONEOK Inc
5.85
01/15/2026
0.14
Eversource Energy
3.80
12/01/2023
0.14
COLT 2020-1R Mortgage Loan Trust
1.25
09/25/2065
0.14
PPG Industries Inc
2.40
08/15/2024
0.14
Conagra Brands Inc
4.30
05/01/2024
0.14
Schlumberger Holdings Corp
3.75
05/01/2024
0.14
KNDL 2019-KNSQ Mortgage Trust
1.20
05/15/2036
0.14
Tencent Holdings Ltd
2.98
01/19/2023
0.14
Takeda Pharmaceutical Co Ltd
4.40
11/26/2023
0.14
NRG Energy Inc
3.75
06/15/2024
0.14
EDP Finance BV
3.62
07/15/2024
0.14
0.14
nVent Finance Sarl
3.95
04/15/2023
0.14
Energy Transfer Operating LP
5.88
01/15/2024
0.14
WPP Finance 2010
3.75
09/19/2024
0.14
BAT International Finance PLC
1.67
03/25/2026
0.14
KeyBank NA/Cleveland OH
2.50
11/22/2021
0.14
HCA Inc
5.38
02/01/2025
0.14
Imperial Brands Finance PLC
3.12
07/26/2024
0.14
Ventas Realty LP
2.65
01/15/2025
0.14
Energy Transfer Operating LP
2.90
05/15/2025
0.14
Capital One Financial Corp
3.20
01/30/2023
0.14
Charter Communications Operating LL
4.50
02/01/2024
0.14
GM Financial Automobile Leasing Tru
3.95
05/22/2023
0.14
Gray Oak Pipeline LLC
2.60
10/15/2025
0.14
Plains All American Pipeline LP / P
3.85
10/15/2023
0.14
ArcelorMittal SA
3.60
07/16/2024
0.14
Starbucks Corp
1.30
05/07/2022
0.14
Netflix Inc
5.50
02/15/2022
0.14
Mylan Inc
3.12
01/15/2023
0.14
Fiserv Inc
3.80
10/01/2023
0.14
Mizuho Financial Group Inc
1.24
07/10/2024
0.14
Targa Resources Partners LP / Targa
4.25
11/15/2023
0.14
Verus Securitization Trust 2019-1
3.84
02/25/2059
0.14
Las Vegas Sands Corp
3.20
08/08/2024
0.14
Shire Acquisitions Investments Irel
2.88
09/23/2023
0.14
FREMF 2011-K10 Mortgage Trust
4.78
11/25/2049
0.14
JPMorgan Chase & Co
2.78
04/25/2023
0.14
Westinghouse Air Brake Technologies
4.40
03/15/2024
0.14
Altria Group Inc
4.00
01/31/2024
0.14
AutoNation Inc
3.35
01/15/2021
0.14
Humana Inc
2.90
12/15/2022
0.14
Citizens Bank NA/Providence RI
2.65
05/26/2022
0.14
Avient Corp
5.25
03/15/2023
0.14
Hasbro Inc
2.60
11/19/2022
0.14
L3Harris Technologies Inc
3.85
06/15/2023
0.13
Canadian Natural Resources Ltd
2.95
01/15/2023
0.13
Marvell Technology Group Ltd
4.20
06/22/2023
0.13
MVW 2019-2 LLC
2.22
10/20/2038
0.13
Celanese US Holdings LLC
3.50
05/08/2024
0.13
Microchip Technology Inc
4.33
06/01/2023
0.13
PSEG Power LLC
3.85
06/01/2023
0.13
Dollar Tree Inc
3.70
05/15/2023
0.13
Ally Financial Inc
1.45
10/02/2023
0.13
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.13
Alliant Energy Finance LLC
3.75
06/15/2023
0.13
Cimarex Energy Co
4.38
06/01/2024
0.13
Elanco Animal Health Inc
5.27
08/28/2023
0.13
Angel Oak Mortgage Trust 2020-1
2.47
12/25/2059
0.13
Toyota Motor Corp
2.36
07/02/2024
0.13
Air Lease Corp
2.30
02/01/2025
0.13
Morgan Stanley Capital I Trust 2017
1.00
11/15/2034
0.13
Chevron Phillips Chemical Co LLC /
3.30
05/01/2023
0.13
Goodyear Tire & Rubber Co/The
5.12
11/15/2023
0.13
Volkswagen Group of America Finance
4.00
11/12/2021
0.13
Georgia Power Co
2.85
05/15/2022
0.13
Americredit Automobile Receivables
2.99
06/18/2025
0.13
PPM CLO 3 Ltd
1.67
07/17/2030
0.13
Lamb Weston Holdings Inc
4.62
11/01/2024
0.13
PNC Financial Services Group Inc/Th
3.50
01/23/2024
0.13
Sumitomo Mitsui Trust Bank Ltd
1.05
09/12/2025
0.13
Credit Suisse Group AG
2.59
09/11/2025
0.13
CVS Health Corp
2.62
08/15/2024
0.13
POSCO
2.50
01/17/2025
0.13
Nissan Motor Acceptance Corp
3.88
09/21/2023
0.13
FirstEnergy Corp
4.25
03/15/2023
0.13
USAA Capital Corp
1.50
05/01/2023
0.13
Southern Power Co
2.50
12/15/2021
0.13
World Financial Network Credit Card
2.49
04/15/2026
0.13
GLP Capital LP / GLP Financing II I
3.35
09/01/2024
0.13
United States Treasury Bill
0.00
02/04/2021
0.13
Citizens Financial Group Inc
4.26
12/29/2049
0.13
Nordea Bank Abp
1.00
06/09/2023
0.13
DT Auto Owner Trust 2017-1
5.79
02/15/2024
0.13
Nutrien Ltd
3.50
06/01/2023
0.13
Residential Mortgage Loan Trust 202
2.38
02/25/2024
0.13
PNM Resources Inc
3.25
03/09/2021
0.13
Truist Bank
3.69
08/02/2024
0.13
Oracle Corp
2.50
04/01/2025
0.12
AerCap Ireland Capital DAC / AerCap
3.50
05/26/2022
0.12
EQM Midstream Partners LP
4.75
07/15/2023
0.12
East Ohio Gas Co/The
1.30
06/15/2025
0.12
Philip Morris International Inc
1.12
05/01/2023
0.12
Westlake Automobile Receivables Tru
2.49
10/15/2024
0.12
Citigroup Inc
4.70
12/31/2049
0.12
Americredit Automobile Receivables
3.74
10/18/2024
0.12
Hilton Grand Vacations Trust 2019-A
2.34
07/25/2033
0.12
Lloyds Banking Group PLC
2.91
11/07/2023
0.12
John Deere Capital Corp
1.20
04/06/2023
0.12
Alabama Power Co
2.45
03/30/2022
0.12
Domtar Corp
4.40
04/01/2022
0.12
Towd Point Mortgage Trust 2017-2
2.75
04/25/2057
0.12
CGDBB Commercial Mortgage Trust 201
1.20
07/15/2032
0.12
Packaging Corp of America
3.65
09/15/2024
0.12
CSWF 2018-TOP
1.45
08/15/2035
0.12
Bristol-Myers Squibb Co
2.88
02/19/2021
0.12
CNH Industrial Capital LLC
4.88
04/01/2021
0.12
Roper Technologies Inc
0.45
08/15/2022
0.12
Upjohn Inc
1.65
06/22/2025
0.12
LyondellBasell Industries NV
6.00
11/15/2021
0.12
GMF Floorplan Owner Revolving Trust
3.88
09/15/2023
0.12
MVW Owner Trust 2019-1
2.89
11/20/2036
0.12
0.12
Huntington Bancshares Inc/OH
2.62
08/06/2024
0.12
Alimentation Couche-Tard Inc
2.70
07/26/2022
0.12
Credit Agricole SA/London
3.38
01/10/2022
0.12
Truist Bank
3.20
04/01/2024
0.12
Time Warner Cable LLC
4.00
09/01/2021
0.11
Santander Holdings USA Inc
3.50
06/07/2024
0.11
Hanesbrands Inc
4.62
05/15/2024
0.11
Bank of Montreal
3.30
02/05/2024
0.11
DuPont de Nemours Inc
4.21
11/15/2023
0.11
Danske Bank A/S
3.00
09/20/2022
0.11
CF Industries Inc
3.45
06/01/2023
0.11
GCAT 2020-NQM2 Trust
1.55
04/25/2065
0.11
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.11
BBVA USA
2.50
08/27/2024
0.11
Carrier Global Corp
2.24
02/15/2025
0.11
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.11
BBVA Bancomer SA/Texas
1.88
09/18/2025
0.11
Kinder Morgan Inc
3.15
01/15/2023
0.11
Westlake Automobile Receivables Tru
4.63
07/15/2024
0.11
Santander Drive Auto Receivables Tr
3.20
11/15/2023
0.11
Virgin Media Secured Finance PLC
5.50
08/15/2026
0.11
Caterpillar Financial Services Corp
0.53
09/07/2021
0.11
Bank of Ireland Group PLC
4.50
11/25/2023
0.11
Leidos Inc
2.95
05/15/2023
0.11
Ford Motor Credit Co LLC
3.09
01/09/2023
0.11
World Financial Network Credit Card
2.21
07/15/2026
0.11
Mercedes-Benz Auto Lease Trust 2019
3.10
11/15/2021
0.11
First Horizon National Corp
3.50
12/15/2020
0.11
Freddie Mac Structured Agency Credi
3.90
09/25/2024
0.11
0.11
AmeriCredit Automobile Receivables
3.42
04/18/2023
0.11
Ameriprise Financial Inc
3.00
03/22/2022
0.10
Aramark Services Inc
5.00
04/01/2025
0.10
Energy Transfer Operating LP
4.25
03/15/2023
0.10
Apollo Management Holdings LP
4.95
01/14/2050
0.10
Westlake Automobile Receivables Tru
3.50
01/16/2024
0.10
ICG US CLO 2016-1 Ltd
1.41
07/29/2028
0.10
Cummins Inc
0.75
09/01/2025
0.10
Western Midstream Operating LP
2.12
01/13/2023
0.10
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.10
Albertsons Cos Inc / Safeway Inc /
3.50
02/15/2023
0.10
Home Partners of America 2018-1 Tru
1.25
07/17/2037
0.10
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.10
Vistra Operations Co LLC
3.55
07/15/2024
0.10
DT Auto Owner Trust 2019-3
2.74
04/15/2025
0.10
Santander Drive Auto Receivables Tr
3.81
12/16/2024
0.10
Galton Funding Mortgage Trust 2019-
2.66
10/25/2059
0.10
FREMF 2014-K715 Mortgage Trust
4.29
02/25/2046
0.10
Santander Retail Auto Lease Trust 2
2.39
11/20/2023
0.10
Kroger Co/The
2.95
11/01/2021
0.10
Credit Suisse AG/New York NY
2.80
04/08/2022
0.10
Volkswagen Group of America Finance
1.20
11/12/2021
0.10
Anglo American Capital PLC
3.75
04/10/2022
0.10
Drive Auto Receivables Trust 2018-2
4.14
08/15/2024
0.10
Westlake Automobile Receivables Tru
2.84
07/15/2024
0.10
Drive Auto Receivables Trust 2018-5
3.99
01/15/2025
0.10
DT Auto Owner Trust 2017-4
5.15
11/15/2024
0.10
GMF Floorplan Owner Revolving Trust
3.68
09/15/2023
0.09
AT&T Inc
1.43
06/12/2024
0.09
Lennar Corp
2.95
11/29/2020
0.09
Wells Fargo Re-REMIC Trust 2011-RR1
4.81
09/17/2047
0.09
Invitation Homes 2017-SFR2 Trust
1.60
12/17/2036
0.09
Ross Stores Inc
3.38
09/15/2024
0.09
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.09
Credit Suisse AG/New York NY
2.95
04/09/2025
0.09
0.09
Avolon Holdings Funding Ltd
3.62
05/01/2022
0.09
Bank of America Corp
3.00
12/20/2023
0.09
Royalty Pharma PLC
1.20
09/02/2025
0.09
Tencent Music Entertainment Group
1.38
09/03/2025
0.09
American Airlines 2019-1 Class B Pa
3.85
02/15/2028
0.09
Drive Auto Receivables Trust
4.30
09/16/2024
0.09
Morgan Stanley Capital I Trust 2017
1.15
11/15/2034
0.09
DT Auto Owner Trust 2016-4
6.49
09/15/2023
0.09
Deephaven Residential Mortgage Trus
2.79
10/25/2059
0.09
General Motors Financial Co Inc
3.20
07/06/2021
0.09
CCG Receivables Trust
3.22
09/14/2026
0.09
TC PipeLines LP
4.65
06/15/2021
0.09
Bunge Ltd Finance Corp
1.63
08/17/2025
0.09
American Credit Acceptance Receivab
3.57
01/10/2024
0.09
Drive Auto Receivables Trust 2019-3
2.90
08/15/2025
0.09
Fannie Mae REMICS
5.50
04/25/2035
0.09
GS Mortgage Securities Trust 2012-G
4.95
01/10/2045
0.09
Discover Bank
2.45
09/12/2024
0.09
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.09
JP Morgan Chase Commercial Mortgage
4.52
12/15/2046
0.09
Drive Auto Receivables Trust 2017-1
3.84
03/15/2023
0.08
Invitation Homes 2017-SFR2 Trust
1.00
12/17/2036
0.08
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.08
DT Auto Owner Trust 2017-3
5.60
08/15/2024
0.08
Hertz Vehicle Financing II LP
3.42
05/25/2025
0.08
FREMF 2013-K25 Mortgage Trust
3.74
11/25/2045
0.08
Kroger Co/The
2.80
08/01/2022
0.08
Walgreen Co
3.10
09/15/2022
0.08
General Motors Financial Co Inc
1.12
04/09/2021
0.08
Fannie Mae Connecticut Avenue Secur
6.15
09/25/2028
0.08
CarMax Auto Owner Trust 2017-1
3.43
07/17/2023
0.08
Continental Resources Inc/OK
5.00
09/15/2022
0.08
American Credit Acceptance Receivab
3.97
01/13/2025
0.08
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.08
Galton Funding Mortgage Trust 2018-
4.50
10/25/2058
0.08
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.08
Tencent Holdings Ltd
1.81
01/26/2026
0.08
CF Industries Inc
3.40
12/01/2021
0.08
L Brands Inc
5.62
02/15/2022
0.08
ALM VII Ltd
1.45
07/15/2029
0.08
Newell Brands Inc
4.35
04/01/2023
0.08
CGDBB Commercial Mortgage Trust 201
1.75
07/15/2032
0.07
COLT 2020-1 Mortgage Loan Trust
2.69
02/25/2050
0.07
American Credit Acceptance Receivab
2.76
09/12/2025
0.07
Lennar Corp
4.12
01/15/2022
0.07
Ralph Lauren Corp
1.70
06/15/2022
0.07
Sierra Timeshare 2016-1 Receivables
3.08
03/21/2033
0.07
Eversource Energy
0.80
08/15/2025
0.07
Invitation Homes 2017-SFR2 Trust
1.95
12/17/2036
0.07
EQT Corp
3.00
10/01/2022
0.07
Freddie Mac REMICS
5.00
08/15/2035
0.07
Synovus Financial Corp
3.12
11/01/2022
0.07
Freddie Mac Structured Agency Credi
4.40
11/25/2023
0.07
Santander Drive Auto Receivables Tr
3.88
02/15/2024
0.07
Angel Oak Mortgage Trust I LLC 2018
3.26
04/27/2048
0.07
United Auto Credit Securitization T
3.16
08/12/2024
0.07
Connecticut Avenue Securities Trust
2.55
04/25/2031
0.07
United Airlines 2016-2 Class B Pass
3.65
10/07/2025
0.07
Southwestern Electric Power Co
3.55
02/15/2022
0.07
International Game Technology PLC
6.25
02/15/2022
0.07
NextEra Energy Capital Holdings Inc
2.75
05/01/2025
0.07
VeriSign Inc
5.25
04/01/2025
0.07
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.07
Park Aerospace Holdings Ltd
5.25
08/15/2022
0.07
Flagship Credit Auto Trust 2016-1
6.22
06/15/2022
0.07
FREMF 2013-K29 Mortgage Trust
3.60
05/25/2046
0.07
Philip Morris International Inc
1.50
05/01/2025
0.07
American Credit Acceptance Receivab
3.41
06/12/2025
0.07
PNC Financial Services Group Inc/Th
0.07
Sequoia Mortgage Trust 2013-6
3.00
05/25/2043
0.07
Verus Securitization Trust 2020-INV
1.98
03/25/2060
0.07
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.06
Danske Bank A/S
3.24
12/20/2025
0.06
DT Auto Owner Trust 2018-3
3.56
09/15/2022
0.06
JPMorgan Chase & Co
3.74
12/31/2049
0.06
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.06
Simon Property Group LP
3.50
09/01/2025
0.06
STACR Trust 2018-HRP2
1.40
02/25/2047
0.06
Roper Technologies Inc
1.00
09/15/2025
0.06
Graphic Packaging International LLC
4.75
04/15/2021
0.06
Steel Dynamics Inc
2.40
06/15/2025
0.06
Aviation Capital Group LLC
0.94
07/30/2021
0.06
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.06
STACR Trust 2018-HRP1
1.80
04/25/2043
0.06
Unilever Capital Corp
0.38
09/14/2023
0.06
Adani Abbot Point Terminal Pty Ltd
4.45
12/15/2022
0.06
Residential Mortgage Loan Trust 201
2.63
09/25/2059
0.06
GM Financial Automobile Leasing Tru
3.50
04/20/2022
0.06
FREMF 2013-K26 Mortgage Trust
3.72
12/25/2045
0.06
American International Group Inc
2.50
06/30/2025
0.06
Home Partners of America 2018-1 Tru
1.05
07/17/2037
0.06
American Credit Acceptance Receivab
3.50
04/14/2025
0.06
M&T Bank Corp
3.55
07/26/2023
0.06
Ameriprise Financial Inc
3.00
04/02/2025
0.06
Altria Group Inc
2.35
05/06/2025
0.06
Santander Retail Auto Lease Trust 2
2.77
08/21/2023
0.05
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.05
Freddie Mac Structured Agency Credi
4.15
08/25/2024
0.05
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.05
American Airlines 2016-3 Class B Pa
3.75
10/15/2025
0.05
Morgan Stanley Capital I Trust 2011
4.66
06/15/2044
0.05
Santander Drive Auto Receivables Tr
3.49
07/17/2023
0.05
Walgreens Boots Alliance Inc
3.30
11/18/2021
0.05
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.05
AmeriCredit Automobile Receivables
3.08
12/18/2023
0.05
FREMF 2017-K724 Mortgage Trust
3.60
11/25/2023
0.05
CCG Receivables Trust 2019-2
2.55
03/15/2027
0.05
American Credit Acceptance Receivab
3.70
07/10/2024
0.05
Invitation Homes 2017-SFR2 Trust
1.30
12/17/2036
0.05
Fannie Mae REMICS
5.00
09/25/2047
0.05
JP Morgan Chase Commercial Mortgage
2.43
08/15/2049
0.05
Fannie Mae REMICS
5.50
03/25/2037
0.05
Americredit Automobile Receivables
2.74
04/18/2025
0.05
DT Auto Owner Trust 2018-3
3.79
07/15/2024
0.05
Standard Chartered PLC
1.42
01/20/2023
0.05
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.05
Leidos Inc
3.62
05/15/2025
0.05
Home Partners of America 2018-1 Tru
1.40
07/17/2037
0.05
Citigroup Commercial Mortgage Trust
1.25
10/12/2050
0.04
Hertz Vehicle Financing II LP
3.29
02/25/2024
0.04
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.04
Fox Corp
4.03
01/25/2024
0.04
JPMorgan Chase & Co
3.62
12/31/2099
0.04
GS Mortgage Securities Trust 2012-G
3.48
01/10/2045
0.04
DT Auto Owner Trust 2017-4
3.47
07/17/2023
0.04
Carmax Auto Owner Trust 2018-4
3.85
07/15/2024
0.04
JPMBB Commercial Mortgage Securitie
1.31
02/15/2048
0.04
Santander Drive Auto Receivables Tr
3.32
03/15/2024
0.04
DT Auto Owner Trust 2018-2
4.15
03/15/2024
0.04
Freddie Mac Structured Agency Credi
2.45
09/25/2030
0.04
FREMF 2015-K721 Mortgage Trust
3.68
11/25/2047
0.04
Barclays Bank PLC
5.14
10/14/2020
0.04
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.04
Fannie Mae Pool
6.00
03/01/2037
0.04
American Airlines 2017-2 Class B Pa
3.70
10/15/2025
0.04
PACCAR Financial Corp
2.65
04/06/2023
0.04
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.04
Credit Acceptance Corp
5.12
12/31/2024
0.04
Freddie Mac Structured Agency Credi
4.65
02/25/2024
0.04
Dell Equipment Finance Trust 2018-1
3.34
06/22/2023
0.04
Flagship Credit Auto Trust 2015-3
4.65
03/15/2022
0.04
CCG Receivables Trust 2018-1
3.09
06/16/2025
0.04
Sealed Air Corp
5.50
09/15/2025
0.04
World Financial Network Credit Card
3.14
12/15/2025
0.03
Drive Auto Receivables Trust 2016-C
4.18
03/15/2024
0.03
Connecticut Avenue Securities Trust
2.30
09/25/2031
0.03
Connecticut Avenue Securities Trust
2.45
08/25/2031
0.03
FREMF 2013-K30 Mortgage Trust
3.67
06/25/2045
0.03
Citigroup Mortgage Loan Trust 2006-
3.88
10/25/2035
0.03
Ball Corp
4.88
03/15/2026
0.03
Industrial & Commercial Bank of Chi
2.96
11/08/2022
0.03
Freddie Mac Gold Pool
5.50
09/01/2039
0.03
McDonald's Corp
3.30
07/01/2025
0.03
Freddie Mac Structured Agency Credi
4.80
10/25/2028
0.03
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.03
British Airways 2019-1 Class A Pass
3.35
06/15/2029
0.03
Deephaven Residential Mortgage Trus
2.81
10/25/2047
0.03
National Securities Clearing Corp
1.50
04/23/2025
0.03
Towd Point Mortgage Trust 2016-3
2.25
04/25/2056
0.03
Citigroup Commercial Mortgage Trust
3.48
05/10/2047
0.03
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.03
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.03
Phillips 66
3.70
04/06/2023
0.03
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.03
Fannie Mae Pool
6.50
12/01/2029
0.03
First Niagara Financial Group Inc
7.25
12/15/2021
0.03
Benchmark 2018-B1 Mortgage Trust
0.66
01/15/2051
0.03
CCG Receivables Trust 2018-2
3.87
12/15/2025
0.03
Freddie Mac STACR Trust 2019-HRP1
1.55
02/25/2049
0.03
Archer-Daniels-Midland Co
2.75
03/27/2025
0.03
CNH Equipment Trust 2017-C
2.54
05/15/2025
0.03
UBS Commercial Mortgage Trust 2017-
1.15
11/15/2050
0.03
NIKE Inc
2.40
03/27/2025
0.02
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.02
Government National Mortgage Associ
6.05
10/16/2047
0.02
Freddie Mac Multifamily Structured
0.50
03/25/2024
0.02
GS Mortgage Securities Trust 2014-G
3.65
01/10/2047
0.02
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.02
DT Auto Owner Trust 2017-1
3.55
11/15/2022
0.02
Wells Fargo Commercial Mortgage Tru
1.03
12/15/2050
0.02
Merrill Lynch Mortgage Investors Tr
4.01
11/25/2035
0.02
VeriSign Inc
4.75
07/15/2027
0.02
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Freddie Mac Gold Pool
7.50
01/01/2032
0.02
Newmont Corp
3.70
03/15/2023
0.02
Fannie Mae Pool
7.50
01/01/2033
0.02
Fannie Mae Pool
6.50
01/01/2034
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
0.02
CCG Receivables Trust
3.57
09/14/2026
0.02
Freddie Mac REMICS
2.10
12/15/2023
0.02
STACR Trust 2018-DNA2
0.95
12/25/2030
0.02
Toll Brothers Finance Corp
4.88
11/15/2025
0.02
FREMF 2013-K28 Mortgage Trust
3.61
06/25/2046
0.02
FREMF 2013-K27 Mortgage Trust
3.62
01/25/2046
0.02
CASH & EQUIVALENTS
0.00
0.02
Fannie Mae Pool
7.00
04/01/2034
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Fannie Mae Pool
7.50
08/01/2033
0.02
Freddie Mac REMICS
6.50
04/15/2028
0.02
Fannie Mae REMICS
23.66
06/25/2036
0.02
Chase Home Lending Mortgage Trust 2
4.00
04/25/2049
0.02
DT Auto Owner Trust 2017-2
3.89
01/15/2023
0.02
Fannie Mae Pool
7.00
12/01/2032
0.02
Bear Stearns ARM Trust 2006-1
3.84
02/25/2036
0.02
Capital Auto Receivables Asset Trus
3.15
02/20/2025
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.01
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.01
JP Morgan Mortgage Trust 2018-8
4.00
01/25/2049
0.01
Chase Mortgage Finance Trust Series
3.86
01/25/2036
0.01
Morgan Stanley Capital I 2017-HR2
0.93
12/15/2050
0.01
Fox Corp
3.05
04/07/2025
0.01
CD 2017-CD6 Mortgage Trust
1.07
11/13/2050
0.01
Freddie Mac Stacr Trust 2018-HQA2
0.90
10/25/2048
0.01
Fannie Mae Pool
6.50
11/01/2031
0.01
Freddie Mac REMICS
6.00
04/15/2029
0.01
American Credit Acceptance Receivab
4.14
10/15/2024
0.01
GLS Auto Receivables Trust 2018-1
2.82
07/15/2022
0.01
Fannie Mae Pool
6.00
10/01/2033
0.01
COMM 2012-CCRE5 Mortgage Trust
1.66
12/10/2045
0.01
JP Morgan Mortgage Trust 2007-A1
3.60
07/25/2035
0.01
Citigroup Commercial Mortgage Trust
1.18
11/10/2046
0.01
Fannie Mae REMICS
5.00
04/25/2040
0.01
Navistar Financial Dealer Note Mast
1.10
05/25/2024
0.01
Government National Mortgage Associ
6.50
04/16/2041
0.01
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.01
Angel Oak Mortgage Trust LLC
2.71
11/25/2047
0.01
Navistar Financial Dealer Note Mast
1.60
05/25/2024
0.01
WaMu Mortgage Pass-Through Certific
3.72
12/25/2035
0.01
Fannie Mae Pool
6.00
05/01/2032
0.01
Fannie Mae Pool
5.50
05/01/2036
0.01
Fannie Mae Pool
6.00
02/01/2034
0.01
Freddie Mac Structured Agency Credi
4.70
10/25/2024
0.01
Deephaven Residential Mortgage Trus
2.71
10/25/2047
0.01
Freddie Mac REMICS
5.95
01/15/2044
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Fannie Mae REMICS
7.00
04/25/2033
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Fannie Mae REMICS
6.00
12/25/2042
0.01
Freddie Mac REMICS
3.00
06/15/2027
0.01
Fannie Mae Pool
7.50
09/01/2032
0.01
Fannie Mae Pool
7.00
05/01/2028
0.01
Element Rail Leasing I LLC
2.30
04/19/2044
0.01
Government National Mortgage Associ
6.40
04/16/2037
0.01
Freddie Mac REMICS
6.50
10/15/2031
0.01
Freddie Mac REMICS
5.92
05/15/2038
0.01
Freddie Mac Gold Pool
6.00
07/01/2024
0.01
Fannie Mae Pool
7.00
11/01/2025
0.01
Freddie Mac REMICS
6.50
03/15/2032
0.01
Fannie Mae REMICS
6.55
02/25/2035
0.01
Wells Fargo Commercial Mortgage Tru
2.63
05/15/2048
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
0.01
Bear Stearns ARM Trust 2005-9
2.41
10/25/2035
0.01
GS Mortgage Securities Trust 2013-G
2.68
06/10/2046
0.01
Freddie Mac REMICS
4.00
06/15/2038
0.01
Deephaven Residential Mortgage Trus
2.71
06/25/2047
0.01
Fannie Mae REMICS
7.50
09/25/2022
0.01
Ginnie Mae I Pool
6.50
04/15/2033
0.01
Fannie Mae REMICS
23.66
06/25/2036
0.01
Ginnie Mae I Pool
6.50
02/15/2034
0.01
Fannie Mae REMICS
24.02
03/25/2036
0.01
Deephaven Residential Mortgage Trus
2.61
06/25/2047
0.01
Fannie Mae Pool
7.00
08/01/2036
0.01
Freddie Mac REMICS
6.50
06/15/2032
0.01
Fannie Mae Pool
6.00
03/01/2033
0.01
WaMu Mortgage Pass-Through Certific
3.61
10/25/2033
0.01
Freddie Mac Gold Pool
7.00
10/01/2031
0.01
Angel Oak Mortgage Trust I LLC 2017
2.81
01/25/2047
0.01
Freddie Mac Gold Pool
7.00
01/01/2033
0.00
Freddie Mac REMICS
4.00
04/15/2040
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Freddie Mac Gold Pool
5.00
07/01/2033
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Freddie Mac Gold Pool
5.00
06/01/2034
0.00
Fannie Mae REMICS
6.40
10/25/2041
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Fannie Mae REMICS
0.55
03/25/2042
0.00
Freddie Mac REMICS
6.55
01/15/2035
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Freddie Mac Structured Agency Credi
2.35
02/25/2024
0.00
GSR Mortgage Loan Trust 2005-AR4
3.34
07/25/2035
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Citigroup Mortgage Loan Trust Inc
2.51
08/25/2034
0.00
Fannie Mae Pool
7.00
01/01/2030
0.00
Ginnie Mae I Pool
6.50
07/15/2028
0.00
Fannie Mae Pool
7.00
10/01/2032
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae REMICS
6.50
11/25/2029
0.00
WFRBS Commercial Mortgage Trust 201
1.67
12/15/2045
0.00
Fannie Mae Pool
7.50
02/01/2027
0.00
Freddie Mac REMICS
6.00
07/15/2035
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Healthpeak Properties Inc
4.25
11/15/2023
0.00
Fannie Mae Pool
8.50
07/01/2030
0.00
Freddie Mac REMICS
7.50
09/15/2029
0.00
Fannie Mae Pool
7.00
02/01/2033
0.00
Fannie Mae REMICS
5.90
03/25/2035
0.00
Fannie Mae REMICS
23.66
06/25/2036
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Freddie Mac REMICS
6.57
05/15/2035
0.00
Freddie Mac Gold Pool
5.00
05/01/2034
0.00
Fannie Mae REMIC Trust 2004-W5
0.60
02/25/2047
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Freddie Mac REMICS
1.10
08/15/2031
0.00
Fannie Mae REMICS
6.50
06/25/2023
0.00
Structured Asset Securities Corp Pa
3.45
02/25/2032
0.00
CPS Auto Receivables Trust 2018-B
3.23
07/15/2022
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
WaMu Mortgage Pass-Through Certific
3.68
12/25/2035
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae REMICS
4.50
02/25/2043
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Fannie Mae Pool
8.50
05/01/2030
0.00
Fannie Mae Pool
6.00
04/01/2033
0.00
Ginnie Mae I Pool
6.50
11/15/2032
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Fannie Mae REMICS
6.60
05/25/2035
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Freddie Mac REMICS
8.00
03/15/2030
0.00
Fannie Mae REMICS
0.55
11/25/2033
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Fannie Mae Pool
3.19
05/01/2035
0.00
HomeBanc Mortgage Trust 2005-3
0.46
07/25/2035
0.00
Ginnie Mae II Pool
8.50
07/20/2027
0.00
Fannie Mae Pool
7.00
10/01/2029
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Freddie Mac Gold Pool
6.00
03/01/2023
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Fannie Mae REMICS
7.80
07/25/2032
0.00
Freddie Mac REMICS
1.15
02/15/2032
0.00
Fannie Mae Interest Strip
5.50
11/25/2033
0.00
Freddie Mac REMICS
1.15
02/15/2032
0.00
Bear Stearns ARM Trust 2003-6
2.78
08/25/2033
0.00
Freddie Mac REMICS
7.90
02/15/2029
0.00
Freddie Mac REMICS
1.15
03/15/2032
0.00
Freddie Mac REMICS
6.10
12/15/2039
0.00
Fannie Mae Pool
8.00
07/01/2032
0.00
Fannie Mae REMICS
6.45
05/25/2035
0.00
Fannie Mae REMICS
6.39
06/25/2037
0.00
Freddie Mac Gold Pool
8.50
08/17/2026
0.00
Fannie Mae REMICS
7.75
11/18/2031
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae Pool
9.00
01/01/2030
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Freddie Mac REMICS
7.60
06/15/2029
0.00
Fannie Mae REMICS
8.10
05/25/2033
0.00
Alternative Loan Trust 2004-8CB
0.42
06/25/2034
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Freddie Mac REMICS
1.15
02/15/2032
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae REMICS
7.95
12/18/2032
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae Interest Strip
0.00
09/25/2032
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
WFRBS Commercial Mortgage Trust 201
2.24
04/15/2045
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae Pool
6.50
12/01/2034
0.00
Fannie Mae Pool
7.50
07/01/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac REMICS
5.85
03/15/2024
0.00
Freddie Mac Non Gold Pool
2.28
07/01/2036
0.00
Banc of America Mortgage 2004-D Tru
3.79
05/25/2034
0.00
Fannie Mae REMICS
0.65
10/18/2032
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Freddie Mac REMICS
6.60
02/15/2035
0.00
WFRBS Commercial Mortgage Trust 201
1.48
03/15/2044
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Ginnie Mae I Pool
6.50
07/15/2023
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
Freddie Mac REMICS
1.15
12/15/2031
0.00
RBSSP Resecuritization Trust 2010-1
3.00
07/26/2045
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae REMICS
8.10
02/25/2033
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Fannie Mae Pool
6.50
10/01/2035
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae REMICS
7.85
03/18/2032
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Fannie Mae Pool
3.18
11/01/2032
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Freddie Mac REMICS
6.85
12/15/2037
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Fannie Mae REMICS
6.85
04/25/2032
0.00
Freddie Mac REMICS
7.95
06/15/2029
0.00
Fannie Mae Pool
8.00
12/01/2026
0.00
Fannie Mae Pool
7.00
06/01/2031
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Fannie Mae REMICS
7.95
03/25/2032
0.00
Freddie Mac Gold Pool
8.50
06/01/2026
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2030
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Freddie Mac REMICS
1.10
01/15/2032
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Fannie Mae REMICS
7.95
04/25/2032
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Fannie Mae Pool
7.50
11/01/2029
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae Pool
3.48
03/01/2038
0.00
Fannie Mae REMICS
7.75
12/18/2031
0.00
Freddie Mac Gold Pool
8.50
05/01/2024
0.00
Fannie Mae Pool
8.00
06/01/2029
0.00
Freddie Mac REMICS
7.95
09/15/2029
0.00
Fannie Mae REMICS
6.60
03/25/2035
0.00
Fannie Mae REMICS
4.00
10/25/2046
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Ginnie Mae I Pool
8.00
08/15/2028
0.00
Fannie Mae REMICS
7.65
04/25/2032
0.00
Fannie Mae REMICS
7.75
11/25/2031
0.00
Freddie Mac Non Gold Pool
4.09
02/01/2037
0.00
Fannie Mae REMICS
7.95
12/18/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.50
02/01/2027
0.00
Ginnie Mae I Pool
7.00
10/15/2026
0.00
Freddie Mac Gold Pool
7.00
10/25/2024
0.00
Fannie Mae REMICS
7.80
01/25/2032
0.00
Ginnie Mae I Pool
7.00
11/15/2026
0.00
Fannie Mae REMICS
5.90
07/25/2038
0.00
Freddie Mac Non Gold Pool
4.08
01/01/2038
0.00
Freddie Mac REMICS
5.85
04/15/2038
0.00
Fannie Mae Pool
7.00
12/01/2025
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Freddie Mac Gold Pool
7.00
10/01/2034
0.00
Freddie Mac Gold Pool
6.50
01/01/2022
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Fannie Mae Pool
6.50
11/01/2033
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
6.50
07/01/2030
0.00
Freddie Mac REMICS
0.65
01/15/2033
0.00
Ginnie Mae I Pool
7.50
11/15/2026
0.00
Ginnie Mae I Pool
7.50
03/15/2026
0.00
Fannie Mae Pool
6.50
11/01/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Ginnie Mae I Pool
7.50
07/15/2026
0.00
Fannie Mae Pool
6.50
01/01/2032
0.00
Ginnie Mae I Pool
6.50
12/15/2023
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Ginnie Mae I Pool
7.50
07/15/2026
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
8.00
12/01/2022
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
STACR Trust 2018-DNA3
0.90
09/25/2048
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2025
0.00
Fannie Mae Pool
7.00
05/01/2029
0.00
Fannie Mae REMICS
13.80
12/25/2033
0.00
Ginnie Mae I Pool
7.50
06/15/2026
0.00
Capital Lease Funding Securitizatio
1.51
06/22/2024
0.00
Ginnie Mae I Pool
6.50
11/15/2023
0.00
Ginnie Mae I Pool
7.50
11/15/2025
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
5.00
05/01/2022
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.50
12/15/2022
0.00
Freddie Mac Gold Pool
6.00
01/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Ginnie Mae I Pool
7.75
02/15/2021
0.00
Fannie Mae Pool
5.00
01/01/2022
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Freddie Mac Gold Pool
6.50
04/01/2021
0.00
Fannie Mae Pool
5.00
12/01/2021
0.00
Fannie Mae Pool
7.00
10/01/2030
0.00
Ginnie Mae I Pool
8.00
11/15/2022
0.00
Fannie Mae Pool
7.00
08/01/2026
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
6.50
11/15/2023
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Ginnie Mae I Pool
7.50
02/15/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.50
04/15/2024
0.00
Ginnie Mae I Pool
8.00
02/15/2023
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Ginnie Mae I Pool
8.00
03/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
7.00
11/01/2029
0.00
Fannie Mae Pool
5.00
06/01/2022
0.00
Ginnie Mae I Pool
7.50
10/15/2022
0.00
Ginnie Mae I Pool
7.50
10/15/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
6.55
02/25/2024
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Ginnie Mae I Pool
8.00
08/15/2023
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Fannie Mae Pool
7.00
07/01/2026
0.00
Ginnie Mae I Pool
8.00
06/15/2023
0.00
Fannie Mae Pool
5.00
12/01/2021
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Fannie Mae REMICS
3.00
01/25/2021
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Ginnie Mae I Pool
7.50
12/15/2022
0.00
Ginnie Mae I Pool
8.00
05/15/2025
0.00
Ginnie Mae I Pool
8.00
05/15/2023
0.00
Ginnie Mae I Pool
8.00
02/15/2022
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
as of 09/30/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 0.25 | 09/30/2025 | 3.65 |
| United States Treasury Note/Bond | 0.12 | 09/15/2023 | 2.12 |
| STIT - Treasury Portfolio | 1.63 | ||
| STIT - Government & Agency Portfoli | 1.43 | ||
| New York Life Global Funding | 0.55 | 01/10/2023 | 1.18 |
| INVESCO LIQUID ASSET CASH MF | 1.06 | ||
| Morgan Stanley | 0.92 | 06/10/2022 | 1.01 |
| Toyota Motor Credit Corp | 3.00 | 04/01/2025 | 0.88 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 0.88 |
| AbbVie Inc | 2.15 | 11/19/2021 | 0.75 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.65 | 07/29/2021 | 0.74 |
| Boeing Co/The | 0.00 | 11/17/2020 | 0.67 |
| United States Treasury Note/Bond | 0.12 | 09/30/2022 | 0.58 |
| Hyundai Capital America | 3.95 | 02/01/2022 | 0.56 |
| Exxon Mobil Corp | 1.57 | 04/15/2023 | 0.56 |
| Master Credit Card Trust II | 1.99 | 09/21/2024 | 0.52 |
| Caterpillar Financial Services Corp | 0.65 | 07/07/2023 | 0.51 |
| Saudi Arabian Oil Co | 2.75 | 04/16/2022 | 0.51 |
| AbbVie Inc | 2.60 | 11/21/2024 | 0.47 |
| Pacific Gas and Electric Co | 1.75 | 06/16/2022 | 0.47 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.45 |
| Shell International Finance BV | 0.38 | 09/15/2023 | 0.45 |
| CSMC 2020-AFC1 Trust | 2.24 | 02/25/2050 | 0.44 |
| Broadcom Inc | 3.46 | 09/15/2026 | 0.44 |
| Equinix Inc | 2.62 | 11/18/2024 | 0.43 |
| WEC Energy Group Inc | 0.55 | 09/15/2023 | 0.42 |
| AstraZeneca PLC | 0.70 | 04/08/2026 | 0.41 |
| Taconic Park CLO Ltd | 1.27 | 01/20/2029 | 0.40 |
| McKesson Corp | 3.65 | 11/30/2020 | 0.38 |
| MPLX LP | 1.75 | 03/01/2026 | 0.37 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.37 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.37 |
| DTE Energy Co | 0.55 | 11/01/2022 | 0.37 |
| Caterpillar Financial Services Corp | 0.45 | 09/14/2023 | 0.36 |
| Verus Securitization Trust 2019-2 | 3.21 | 05/25/2059 | 0.36 |
| Tencent Holdings Ltd | 3.28 | 04/11/2024 | 0.36 |
| Jimmy Johns Funding LLC | 3.61 | 07/30/2047 | 0.34 |
| CenterPoint Energy Inc | 2.50 | 09/01/2024 | 0.34 |
| Intercontinental Exchange Inc | 0.90 | 06/15/2023 | 0.34 |
| Toyota Motor Credit Corp | 0.48 | 10/23/2020 | 0.34 |
| Truist Bank | 1.25 | 03/09/2023 | 0.33 |
| Zions Bancorp NA | 3.50 | 08/27/2021 | 0.33 |
| Ross Stores Inc | 4.60 | 04/15/2025 | 0.33 |
| 0.33 | |||
| CarMax Auto Owner Trust | 3.13 | 06/15/2023 | 0.32 |
| Gray Oak Pipeline LLC | 2.00 | 09/15/2023 | 0.32 |
| ONEOK Inc | 4.25 | 02/01/2022 | 0.31 |
| DB Master Finance LLC | 3.79 | 05/20/2049 | 0.31 |
| Dell International LLC / EMC Corp | 4.00 | 07/15/2024 | 0.31 |
| Chevron USA Inc | 0.43 | 08/11/2023 | 0.30 |
| Southern California Gas Co | 0.57 | 09/14/2023 | 0.30 |
| Golub Capital Partners CLO 35B Ltd | 1.46 | 07/20/2029 | 0.30 |
| Dominion Energy Inc | 0.78 | 09/15/2023 | 0.30 |
| Wells Fargo & Co | 2.62 | 07/22/2022 | 0.29 |
| Reliance Standard Life Global Fundi | 2.50 | 10/30/2024 | 0.29 |
| Marriott International Inc/MD | 0.85 | 12/01/2020 | 0.29 |
| COLT 2020-1 Mortgage Loan Trust | 2.49 | 02/25/2050 | 0.29 |
| Ryder System Inc | 3.35 | 09/01/2025 | 0.28 |
| Credit Suisse Mortgage Capital Cert | 1.70 | 04/25/2065 | 0.28 |
| Ryder System Inc | 2.50 | 09/01/2024 | 0.28 |
| Dominion Energy Inc | 2.71 | 08/15/2021 | 0.28 |
| AbbVie Inc | 3.85 | 06/15/2024 | 0.28 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.28 |
| Hyundai Capital America | 5.75 | 04/06/2023 | 0.28 |
| Hyundai Capital America | 2.65 | 02/10/2025 | 0.28 |
| Saudi Arabian Oil Co | 2.88 | 04/16/2024 | 0.28 |
| Amazon.com Inc | 0.80 | 06/03/2025 | 0.27 |
| PNC Bank NA | 0.67 | 12/09/2022 | 0.27 |
| Morgan Stanley Capital I Trust 2017 | 0.85 | 11/15/2034 | 0.27 |
| Cigna Corp | 3.40 | 09/17/2021 | 0.27 |
| Plains All American Pipeline LP / P | 5.00 | 02/01/2021 | 0.27 |
| Anheuser-Busch InBev Worldwide Inc | 4.15 | 01/23/2025 | 0.27 |
| Synovus Financial Corp | 5.75 | 12/15/2025 | 0.27 |
| Phillips 66 | 0.83 | 02/26/2021 | 0.27 |
| Zions Bancorp NA | 3.35 | 03/04/2022 | 0.26 |
| POSCO | 2.38 | 01/17/2023 | 0.26 |
| KNDL 2019-KNSQ Mortgage Trust | 0.95 | 05/15/2036 | 0.26 |
| Exelon Corp | 3.50 | 06/01/2022 | 0.26 |
| Starwood Waypoint Homes 2017-1 Trus | 2.10 | 01/17/2035 | 0.26 |
| MPLX LP | 1.34 | 09/09/2022 | 0.25 |
| OHA Loan Funding 2016-1 Ltd | 1.53 | 01/20/2033 | 0.25 |
| Nissan Motor Co Ltd | 3.04 | 09/15/2023 | 0.25 |
| UnitedHealth Group Inc | 2.38 | 08/15/2024 | 0.25 |
| Neuberger Berman Loan Advisers CLO | 1.29 | 04/19/2030 | 0.25 |
| Wendy's Funding LLC | 3.78 | 06/15/2049 | 0.25 |
| 0.25 | |||
| AIG Global Funding | 2.70 | 12/15/2021 | 0.24 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.24 |
| Hyundai Capital America | 4.30 | 02/01/2024 | 0.24 |
| TICP CLO XV Ltd | 2.92 | 04/20/2033 | 0.24 |
| Angel Oak Mortgage Trust LLC 2020-5 | 1.37 | 05/25/2065 | 0.24 |
| Merck & Co Inc | 0.75 | 02/24/2026 | 0.23 |
| Credit Suisse Group AG | 3.57 | 01/09/2023 | 0.23 |
| Hyundai Capital America | 2.85 | 11/01/2022 | 0.23 |
| Credit Suisse AG/New York NY | 1.00 | 05/05/2023 | 0.23 |
| Banco Bilbao Vizcaya Argentaria SA | 1.12 | 09/18/2025 | 0.23 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.23 |
| Banco del Estado de Chile | 2.70 | 01/09/2025 | 0.23 |
| Harley-Davidson Financial Services | 3.35 | 02/15/2023 | 0.23 |
| UBS AG/London | 1.75 | 04/21/2022 | 0.23 |
| Ford Motor Credit Co LLC | 3.81 | 10/12/2021 | 0.23 |
| Global Bank Corp | 4.50 | 10/20/2021 | 0.22 |
| Carrier Global Corp | 1.92 | 02/15/2023 | 0.22 |
| Cargill Inc | 1.38 | 07/23/2023 | 0.22 |
| Keurig Dr Pepper Inc | 4.06 | 05/25/2023 | 0.22 |
| Ryder System Inc | 4.62 | 06/01/2025 | 0.22 |
| Homeward Opportunities Fund I Trust | 3.45 | 01/25/2059 | 0.22 |
| VMware Inc | 2.95 | 08/21/2022 | 0.22 |
| Citigroup Mortgage Loan Trust 2019- | 2.72 | 07/25/2049 | 0.22 |
| Vodafone Group PLC | 3.75 | 01/16/2024 | 0.22 |
| Moody's Corp | 2.62 | 01/15/2023 | 0.22 |
| Angel Oak Mortgage Trust 2019-3 | 2.93 | 05/25/2059 | 0.21 |
| Barclays Bank PLC | 10.18 | 06/12/2021 | 0.21 |
| AbbVie Inc | 3.38 | 11/14/2021 | 0.21 |
| Zimmer Biomet Holdings Inc | 0.98 | 03/19/2021 | 0.21 |
| AbbVie Inc | 2.30 | 11/21/2022 | 0.21 |
| Telefonica Emisiones SA | 4.57 | 04/27/2023 | 0.21 |
| Hyundai Capital America | 3.10 | 04/05/2022 | 0.21 |
| Hyundai Capital America | 2.38 | 02/10/2023 | 0.21 |
| Exxon Mobil Corp | 2.99 | 03/19/2025 | 0.21 |
| American Honda Finance Corp | 0.60 | 06/11/2021 | 0.21 |
| Comcast Corp | 3.30 | 04/01/2027 | 0.20 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.45 | 07/01/2024 | 0.20 |
| Ford Motor Credit Co LLC | 1.15 | 10/12/2021 | 0.20 |
| Barclays PLC | 1.71 | 02/15/2023 | 0.20 |
| Goldentree Loan Management US Clo 2 | 1.42 | 11/28/2030 | 0.20 |
| MMAF Equipment Finance LLC 2020-A | 0.97 | 04/09/2027 | 0.20 |
| Athene Global Funding | 2.95 | 11/12/2026 | 0.20 |
| Danske Bank A/S | 1.31 | 09/12/2023 | 0.20 |
| BMW Finance NV | 2.40 | 08/14/2024 | 0.20 |
| MPLX LP | 3.50 | 12/01/2022 | 0.20 |
| FREMF 2014-K714 Mortgage Trust | 4.40 | 01/25/2047 | 0.20 |
| Enel Finance International NV | 2.75 | 04/06/2023 | 0.20 |
| Upjohn Inc | 1.12 | 06/22/2022 | 0.19 |
| Bayer US Finance II LLC | 3.88 | 12/15/2023 | 0.19 |
| John Deere Capital Corp | 0.70 | 07/05/2023 | 0.19 |
| Skandinaviska Enskilda Banken AB | 0.89 | 12/12/2022 | 0.19 |
| CGDBB Commercial Mortgage Trust 201 | 0.94 | 07/15/2032 | 0.19 |
| Raytheon Technologies Corp | 2.80 | 03/15/2022 | 0.19 |
| Daimler Finance North America LLC | 2.70 | 06/14/2024 | 0.19 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.19 |
| FREMF 2012-K23 Mortgage Trust | 3.78 | 10/25/2045 | 0.18 |
| Angel Oak Mortgage Trust I LLC 2019 | 3.63 | 03/25/2049 | 0.18 |
| PayPal Holdings Inc | 2.20 | 09/26/2022 | 0.18 |
| Morgan Stanley | 2.75 | 05/19/2022 | 0.18 |
| JPMorgan Chase & Co | 4.60 | 12/31/2049 | 0.18 |
| Banco Bilbao Vizcaya Argentaria SA | 0.88 | 09/18/2023 | 0.18 |
| Bristol-Myers Squibb Co | 3.25 | 02/20/2023 | 0.18 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.18 |
| MMAF Equipment Finance LLC 2020-A | 0.74 | 04/09/2024 | 0.18 |
| BAT Capital Corp | 3.22 | 08/15/2024 | 0.18 |
| Omnicom Group Inc / Omnicom Capital | 3.62 | 05/01/2022 | 0.18 |
| DR Horton Inc | 4.75 | 02/15/2023 | 0.18 |
| John Deere Capital Corp | 2.95 | 04/01/2022 | 0.18 |
| Enterprise Products Operating LLC | 3.50 | 02/01/2022 | 0.18 |
| Cardinal Health Inc | 2.62 | 06/15/2022 | 0.17 |
| Cigna Corp | 3.75 | 07/15/2023 | 0.17 |
| Verus Securitization Trust 2018-3 | 4.11 | 10/25/2058 | 0.17 |
| Exelon Generation Co LLC | 3.25 | 06/01/2025 | 0.17 |
| DTE Energy Co | 2.53 | 10/01/2024 | 0.17 |
| AutoZone Inc | 3.62 | 04/15/2025 | 0.17 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.17 |
| 0.17 | |||
| Global Payments Inc | 4.00 | 06/01/2023 | 0.17 |
| Harley-Davidson Financial Services | 3.35 | 06/08/2025 | 0.17 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.17 |
| NextEra Energy Capital Holdings Inc | 3.15 | 04/01/2024 | 0.17 |
| Welltower Inc | 3.62 | 03/15/2024 | 0.17 |
| Becton Dickinson and Co | 3.36 | 06/06/2024 | 0.17 |
| DXC Technology Co | 4.25 | 04/15/2024 | 0.17 |
| Dominion Energy Inc | 3.07 | 08/15/2024 | 0.17 |
| Equitable Holdings Inc | 3.90 | 04/20/2023 | 0.17 |
| SL Green Operating Partnership LP | 1.26 | 08/16/2021 | 0.17 |
| 0.17 | |||
| Analog Devices Inc | 2.50 | 12/05/2021 | 0.17 |
| Bank of America Corp | 3.86 | 07/23/2024 | 0.17 |
| Sierra Timeshare 2019-3 Receivables | 2.34 | 08/20/2036 | 0.17 |
| Cantor Fitzgerald LP | 6.50 | 06/17/2022 | 0.16 |
| Drive Auto Receivables Trust 2019-1 | 3.78 | 04/15/2025 | 0.16 |
| Constellation Brands Inc | 3.75 | 05/01/2021 | 0.16 |
| NXP BV / NXP Funding LLC | 4.62 | 06/01/2023 | 0.16 |
| WEC Energy Group Inc | 3.10 | 03/08/2022 | 0.16 |
| Enbridge Inc | 2.90 | 07/15/2022 | 0.16 |
| Goldman Sachs Group Inc/The | 2.91 | 06/05/2023 | 0.16 |
| PACCAR Financial Corp | 0.80 | 06/08/2023 | 0.16 |
| Fortive Corp | 2.35 | 06/15/2021 | 0.16 |
| Digital Realty Trust LP | 2.75 | 02/01/2023 | 0.16 |
| Occidental Petroleum Corp | 2.90 | 08/15/2024 | 0.16 |
| Santander Drive Auto Receivables Tr | 5.05 | 07/15/2024 | 0.16 |
| Ford Motor Credit Co LLC | 5.60 | 01/07/2022 | 0.16 |
| Keurig Dr Pepper Inc | 3.55 | 05/25/2021 | 0.16 |
| Broadcom Inc | 2.25 | 11/15/2023 | 0.16 |
| Georgia-Pacific LLC | 1.75 | 09/30/2025 | 0.16 |
| Expedia Group Inc | 3.60 | 12/15/2023 | 0.16 |
| BAE Systems Holdings Inc | 2.85 | 12/15/2020 | 0.16 |
| Pernod Ricard SA | 4.25 | 07/15/2022 | 0.16 |
| Williams Cos Inc/The | 3.35 | 08/15/2022 | 0.16 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.16 |
| Dell Equipment Finance Trust 2019-1 | 3.14 | 03/22/2024 | 0.15 |
| ONEOK Partners LP | 4.90 | 03/15/2025 | 0.15 |
| Hewlett Packard Enterprise Co | 4.40 | 10/15/2022 | 0.15 |
| Intercontinental Exchange Inc | 0.70 | 06/15/2023 | 0.15 |
| Macquarie Group Ltd | 3.19 | 11/28/2023 | 0.15 |
| Federation des Caisses Desjardins d | 2.05 | 02/10/2025 | 0.15 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.15 |
| Sprint Spectrum Co LLC / Sprint Spe | 3.36 | 09/20/2021 | 0.15 |
| Textron Inc | 4.30 | 03/01/2024 | 0.15 |
| Deephaven Residential Mortgage Trus | 3.48 | 04/25/2058 | 0.15 |
| Sumitomo Mitsui Trust Bank Ltd | 0.80 | 09/12/2023 | 0.15 |
| GCAT 2019-NQM2 Trust | 2.85 | 09/25/2059 | 0.15 |
| Exeter Automobile Receivables Trust | 3.30 | 03/15/2024 | 0.15 |
| Norwegian Air Shuttle ASA 2016-1 Cl | 7.50 | 11/10/2023 | 0.15 |
| DTE Energy Co | 1.05 | 06/01/2025 | 0.15 |
| Santander Retail Auto Lease Trust 2 | 3.30 | 05/22/2023 | 0.15 |
| Ford Motor Credit Co LLC | 5.08 | 01/07/2021 | 0.15 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.15 |
| Emera US Finance LP | 2.70 | 06/15/2021 | 0.15 |
| BAT Capital Corp | 2.79 | 09/06/2024 | 0.15 |
| GlaxoSmithKline Capital PLC | 2.88 | 06/01/2022 | 0.15 |
| Enterprise Products Operating LLC | 4.88 | 08/16/2077 | 0.15 |
| Royalty Pharma PLC | 0.75 | 09/02/2023 | 0.15 |
| Hertz Vehicle Financing II LP | 3.71 | 03/25/2023 | 0.15 |
| Fifth Third Bancorp | 1.62 | 05/05/2023 | 0.15 |
| WFRBS Commercial Mortgage Trust 201 | 5.19 | 09/15/2046 | 0.15 |
| NextEra Energy Operating Partners L | 4.25 | 09/15/2024 | 0.15 |
| Bunge Ltd Finance Corp | 4.35 | 03/15/2024 | 0.14 |
| ONEOK Inc | 5.85 | 01/15/2026 | 0.14 |
| Eversource Energy | 3.80 | 12/01/2023 | 0.14 |
| COLT 2020-1R Mortgage Loan Trust | 1.25 | 09/25/2065 | 0.14 |
| PPG Industries Inc | 2.40 | 08/15/2024 | 0.14 |
| Conagra Brands Inc | 4.30 | 05/01/2024 | 0.14 |
| Schlumberger Holdings Corp | 3.75 | 05/01/2024 | 0.14 |
| KNDL 2019-KNSQ Mortgage Trust | 1.20 | 05/15/2036 | 0.14 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.14 |
| Takeda Pharmaceutical Co Ltd | 4.40 | 11/26/2023 | 0.14 |
| NRG Energy Inc | 3.75 | 06/15/2024 | 0.14 |
| EDP Finance BV | 3.62 | 07/15/2024 | 0.14 |
| 0.14 | |||
| nVent Finance Sarl | 3.95 | 04/15/2023 | 0.14 |
| Energy Transfer Operating LP | 5.88 | 01/15/2024 | 0.14 |
| WPP Finance 2010 | 3.75 | 09/19/2024 | 0.14 |
| BAT International Finance PLC | 1.67 | 03/25/2026 | 0.14 |
| KeyBank NA/Cleveland OH | 2.50 | 11/22/2021 | 0.14 |
| HCA Inc | 5.38 | 02/01/2025 | 0.14 |
| Imperial Brands Finance PLC | 3.12 | 07/26/2024 | 0.14 |
| Ventas Realty LP | 2.65 | 01/15/2025 | 0.14 |
| Energy Transfer Operating LP | 2.90 | 05/15/2025 | 0.14 |
| Capital One Financial Corp | 3.20 | 01/30/2023 | 0.14 |
| Charter Communications Operating LL | 4.50 | 02/01/2024 | 0.14 |
| GM Financial Automobile Leasing Tru | 3.95 | 05/22/2023 | 0.14 |
| Gray Oak Pipeline LLC | 2.60 | 10/15/2025 | 0.14 |
| Plains All American Pipeline LP / P | 3.85 | 10/15/2023 | 0.14 |
| ArcelorMittal SA | 3.60 | 07/16/2024 | 0.14 |
| Starbucks Corp | 1.30 | 05/07/2022 | 0.14 |
| Netflix Inc | 5.50 | 02/15/2022 | 0.14 |
| Mylan Inc | 3.12 | 01/15/2023 | 0.14 |
| Fiserv Inc | 3.80 | 10/01/2023 | 0.14 |
| Mizuho Financial Group Inc | 1.24 | 07/10/2024 | 0.14 |
| Targa Resources Partners LP / Targa | 4.25 | 11/15/2023 | 0.14 |
| Verus Securitization Trust 2019-1 | 3.84 | 02/25/2059 | 0.14 |
| Las Vegas Sands Corp | 3.20 | 08/08/2024 | 0.14 |
| Shire Acquisitions Investments Irel | 2.88 | 09/23/2023 | 0.14 |
| FREMF 2011-K10 Mortgage Trust | 4.78 | 11/25/2049 | 0.14 |
| JPMorgan Chase & Co | 2.78 | 04/25/2023 | 0.14 |
| Westinghouse Air Brake Technologies | 4.40 | 03/15/2024 | 0.14 |
| Altria Group Inc | 4.00 | 01/31/2024 | 0.14 |
| AutoNation Inc | 3.35 | 01/15/2021 | 0.14 |
| Humana Inc | 2.90 | 12/15/2022 | 0.14 |
| Citizens Bank NA/Providence RI | 2.65 | 05/26/2022 | 0.14 |
| Avient Corp | 5.25 | 03/15/2023 | 0.14 |
| Hasbro Inc | 2.60 | 11/19/2022 | 0.14 |
| L3Harris Technologies Inc | 3.85 | 06/15/2023 | 0.13 |
| Canadian Natural Resources Ltd | 2.95 | 01/15/2023 | 0.13 |
| Marvell Technology Group Ltd | 4.20 | 06/22/2023 | 0.13 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.13 |
| Celanese US Holdings LLC | 3.50 | 05/08/2024 | 0.13 |
| Microchip Technology Inc | 4.33 | 06/01/2023 | 0.13 |
| PSEG Power LLC | 3.85 | 06/01/2023 | 0.13 |
| Dollar Tree Inc | 3.70 | 05/15/2023 | 0.13 |
| Ally Financial Inc | 1.45 | 10/02/2023 | 0.13 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.13 |
| Alliant Energy Finance LLC | 3.75 | 06/15/2023 | 0.13 |
| Cimarex Energy Co | 4.38 | 06/01/2024 | 0.13 |
| Elanco Animal Health Inc | 5.27 | 08/28/2023 | 0.13 |
| Angel Oak Mortgage Trust 2020-1 | 2.47 | 12/25/2059 | 0.13 |
| Toyota Motor Corp | 2.36 | 07/02/2024 | 0.13 |
| Air Lease Corp | 2.30 | 02/01/2025 | 0.13 |
| Morgan Stanley Capital I Trust 2017 | 1.00 | 11/15/2034 | 0.13 |
| Chevron Phillips Chemical Co LLC / | 3.30 | 05/01/2023 | 0.13 |
| Goodyear Tire & Rubber Co/The | 5.12 | 11/15/2023 | 0.13 |
| Volkswagen Group of America Finance | 4.00 | 11/12/2021 | 0.13 |
| Georgia Power Co | 2.85 | 05/15/2022 | 0.13 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.13 |
| PPM CLO 3 Ltd | 1.67 | 07/17/2030 | 0.13 |
| Lamb Weston Holdings Inc | 4.62 | 11/01/2024 | 0.13 |
| PNC Financial Services Group Inc/Th | 3.50 | 01/23/2024 | 0.13 |
| Sumitomo Mitsui Trust Bank Ltd | 1.05 | 09/12/2025 | 0.13 |
| Credit Suisse Group AG | 2.59 | 09/11/2025 | 0.13 |
| CVS Health Corp | 2.62 | 08/15/2024 | 0.13 |
| POSCO | 2.50 | 01/17/2025 | 0.13 |
| Nissan Motor Acceptance Corp | 3.88 | 09/21/2023 | 0.13 |
| FirstEnergy Corp | 4.25 | 03/15/2023 | 0.13 |
| USAA Capital Corp | 1.50 | 05/01/2023 | 0.13 |
| Southern Power Co | 2.50 | 12/15/2021 | 0.13 |
| World Financial Network Credit Card | 2.49 | 04/15/2026 | 0.13 |
| GLP Capital LP / GLP Financing II I | 3.35 | 09/01/2024 | 0.13 |
| United States Treasury Bill | 0.00 | 02/04/2021 | 0.13 |
| Citizens Financial Group Inc | 4.26 | 12/29/2049 | 0.13 |
| Nordea Bank Abp | 1.00 | 06/09/2023 | 0.13 |
| DT Auto Owner Trust 2017-1 | 5.79 | 02/15/2024 | 0.13 |
| Nutrien Ltd | 3.50 | 06/01/2023 | 0.13 |
| Residential Mortgage Loan Trust 202 | 2.38 | 02/25/2024 | 0.13 |
| PNM Resources Inc | 3.25 | 03/09/2021 | 0.13 |
| Truist Bank | 3.69 | 08/02/2024 | 0.13 |
| Oracle Corp | 2.50 | 04/01/2025 | 0.12 |
| AerCap Ireland Capital DAC / AerCap | 3.50 | 05/26/2022 | 0.12 |
| EQM Midstream Partners LP | 4.75 | 07/15/2023 | 0.12 |
| East Ohio Gas Co/The | 1.30 | 06/15/2025 | 0.12 |
| Philip Morris International Inc | 1.12 | 05/01/2023 | 0.12 |
| Westlake Automobile Receivables Tru | 2.49 | 10/15/2024 | 0.12 |
| Citigroup Inc | 4.70 | 12/31/2049 | 0.12 |
| Americredit Automobile Receivables | 3.74 | 10/18/2024 | 0.12 |
| Hilton Grand Vacations Trust 2019-A | 2.34 | 07/25/2033 | 0.12 |
| Lloyds Banking Group PLC | 2.91 | 11/07/2023 | 0.12 |
| John Deere Capital Corp | 1.20 | 04/06/2023 | 0.12 |
| Alabama Power Co | 2.45 | 03/30/2022 | 0.12 |
| Domtar Corp | 4.40 | 04/01/2022 | 0.12 |
| Towd Point Mortgage Trust 2017-2 | 2.75 | 04/25/2057 | 0.12 |
| CGDBB Commercial Mortgage Trust 201 | 1.20 | 07/15/2032 | 0.12 |
| Packaging Corp of America | 3.65 | 09/15/2024 | 0.12 |
| CSWF 2018-TOP | 1.45 | 08/15/2035 | 0.12 |
| Bristol-Myers Squibb Co | 2.88 | 02/19/2021 | 0.12 |
| CNH Industrial Capital LLC | 4.88 | 04/01/2021 | 0.12 |
| Roper Technologies Inc | 0.45 | 08/15/2022 | 0.12 |
| Upjohn Inc | 1.65 | 06/22/2025 | 0.12 |
| LyondellBasell Industries NV | 6.00 | 11/15/2021 | 0.12 |
| GMF Floorplan Owner Revolving Trust | 3.88 | 09/15/2023 | 0.12 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.12 |
| 0.12 | |||
| Huntington Bancshares Inc/OH | 2.62 | 08/06/2024 | 0.12 |
| Alimentation Couche-Tard Inc | 2.70 | 07/26/2022 | 0.12 |
| Credit Agricole SA/London | 3.38 | 01/10/2022 | 0.12 |
| Truist Bank | 3.20 | 04/01/2024 | 0.12 |
| Time Warner Cable LLC | 4.00 | 09/01/2021 | 0.11 |
| Santander Holdings USA Inc | 3.50 | 06/07/2024 | 0.11 |
| Hanesbrands Inc | 4.62 | 05/15/2024 | 0.11 |
| Bank of Montreal | 3.30 | 02/05/2024 | 0.11 |
| DuPont de Nemours Inc | 4.21 | 11/15/2023 | 0.11 |
| Danske Bank A/S | 3.00 | 09/20/2022 | 0.11 |
| CF Industries Inc | 3.45 | 06/01/2023 | 0.11 |
| GCAT 2020-NQM2 Trust | 1.55 | 04/25/2065 | 0.11 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.11 |
| BBVA USA | 2.50 | 08/27/2024 | 0.11 |
| Carrier Global Corp | 2.24 | 02/15/2025 | 0.11 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.11 |
| BBVA Bancomer SA/Texas | 1.88 | 09/18/2025 | 0.11 |
| Kinder Morgan Inc | 3.15 | 01/15/2023 | 0.11 |
| Westlake Automobile Receivables Tru | 4.63 | 07/15/2024 | 0.11 |
| Santander Drive Auto Receivables Tr | 3.20 | 11/15/2023 | 0.11 |
| Virgin Media Secured Finance PLC | 5.50 | 08/15/2026 | 0.11 |
| Caterpillar Financial Services Corp | 0.53 | 09/07/2021 | 0.11 |
| Bank of Ireland Group PLC | 4.50 | 11/25/2023 | 0.11 |
| Leidos Inc | 2.95 | 05/15/2023 | 0.11 |
| Ford Motor Credit Co LLC | 3.09 | 01/09/2023 | 0.11 |
| World Financial Network Credit Card | 2.21 | 07/15/2026 | 0.11 |
| Mercedes-Benz Auto Lease Trust 2019 | 3.10 | 11/15/2021 | 0.11 |
| First Horizon National Corp | 3.50 | 12/15/2020 | 0.11 |
| Freddie Mac Structured Agency Credi | 3.90 | 09/25/2024 | 0.11 |
| 0.11 | |||
| AmeriCredit Automobile Receivables | 3.42 | 04/18/2023 | 0.11 |
| Ameriprise Financial Inc | 3.00 | 03/22/2022 | 0.10 |
| Aramark Services Inc | 5.00 | 04/01/2025 | 0.10 |
| Energy Transfer Operating LP | 4.25 | 03/15/2023 | 0.10 |
| Apollo Management Holdings LP | 4.95 | 01/14/2050 | 0.10 |
| Westlake Automobile Receivables Tru | 3.50 | 01/16/2024 | 0.10 |
| ICG US CLO 2016-1 Ltd | 1.41 | 07/29/2028 | 0.10 |
| Cummins Inc | 0.75 | 09/01/2025 | 0.10 |
| Western Midstream Operating LP | 2.12 | 01/13/2023 | 0.10 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.10 |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 02/15/2023 | 0.10 |
| Home Partners of America 2018-1 Tru | 1.25 | 07/17/2037 | 0.10 |
| Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.10 |
| Vistra Operations Co LLC | 3.55 | 07/15/2024 | 0.10 |
| DT Auto Owner Trust 2019-3 | 2.74 | 04/15/2025 | 0.10 |
| Santander Drive Auto Receivables Tr | 3.81 | 12/16/2024 | 0.10 |
| Galton Funding Mortgage Trust 2019- | 2.66 | 10/25/2059 | 0.10 |
| FREMF 2014-K715 Mortgage Trust | 4.29 | 02/25/2046 | 0.10 |
| Santander Retail Auto Lease Trust 2 | 2.39 | 11/20/2023 | 0.10 |
| Kroger Co/The | 2.95 | 11/01/2021 | 0.10 |
| Credit Suisse AG/New York NY | 2.80 | 04/08/2022 | 0.10 |
| Volkswagen Group of America Finance | 1.20 | 11/12/2021 | 0.10 |
| Anglo American Capital PLC | 3.75 | 04/10/2022 | 0.10 |
| Drive Auto Receivables Trust 2018-2 | 4.14 | 08/15/2024 | 0.10 |
| Westlake Automobile Receivables Tru | 2.84 | 07/15/2024 | 0.10 |
| Drive Auto Receivables Trust 2018-5 | 3.99 | 01/15/2025 | 0.10 |
| DT Auto Owner Trust 2017-4 | 5.15 | 11/15/2024 | 0.10 |
| GMF Floorplan Owner Revolving Trust | 3.68 | 09/15/2023 | 0.09 |
| AT&T Inc | 1.43 | 06/12/2024 | 0.09 |
| Lennar Corp | 2.95 | 11/29/2020 | 0.09 |
| Wells Fargo Re-REMIC Trust 2011-RR1 | 4.81 | 09/17/2047 | 0.09 |
| Invitation Homes 2017-SFR2 Trust | 1.60 | 12/17/2036 | 0.09 |
| Ross Stores Inc | 3.38 | 09/15/2024 | 0.09 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.09 |
| Credit Suisse AG/New York NY | 2.95 | 04/09/2025 | 0.09 |
| 0.09 | |||
| Avolon Holdings Funding Ltd | 3.62 | 05/01/2022 | 0.09 |
| Bank of America Corp | 3.00 | 12/20/2023 | 0.09 |
| Royalty Pharma PLC | 1.20 | 09/02/2025 | 0.09 |
| Tencent Music Entertainment Group | 1.38 | 09/03/2025 | 0.09 |
| American Airlines 2019-1 Class B Pa | 3.85 | 02/15/2028 | 0.09 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.09 |
| Morgan Stanley Capital I Trust 2017 | 1.15 | 11/15/2034 | 0.09 |
| DT Auto Owner Trust 2016-4 | 6.49 | 09/15/2023 | 0.09 |
| Deephaven Residential Mortgage Trus | 2.79 | 10/25/2059 | 0.09 |
| General Motors Financial Co Inc | 3.20 | 07/06/2021 | 0.09 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.09 |
| TC PipeLines LP | 4.65 | 06/15/2021 | 0.09 |
| Bunge Ltd Finance Corp | 1.63 | 08/17/2025 | 0.09 |
| American Credit Acceptance Receivab | 3.57 | 01/10/2024 | 0.09 |
| Drive Auto Receivables Trust 2019-3 | 2.90 | 08/15/2025 | 0.09 |
| Fannie Mae REMICS | 5.50 | 04/25/2035 | 0.09 |
| GS Mortgage Securities Trust 2012-G | 4.95 | 01/10/2045 | 0.09 |
| Discover Bank | 2.45 | 09/12/2024 | 0.09 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.09 |
| JP Morgan Chase Commercial Mortgage | 4.52 | 12/15/2046 | 0.09 |
| Drive Auto Receivables Trust 2017-1 | 3.84 | 03/15/2023 | 0.08 |
| Invitation Homes 2017-SFR2 Trust | 1.00 | 12/17/2036 | 0.08 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.08 |
| DT Auto Owner Trust 2017-3 | 5.60 | 08/15/2024 | 0.08 |
| Hertz Vehicle Financing II LP | 3.42 | 05/25/2025 | 0.08 |
| FREMF 2013-K25 Mortgage Trust | 3.74 | 11/25/2045 | 0.08 |
| Kroger Co/The | 2.80 | 08/01/2022 | 0.08 |
| Walgreen Co | 3.10 | 09/15/2022 | 0.08 |
| General Motors Financial Co Inc | 1.12 | 04/09/2021 | 0.08 |
| Fannie Mae Connecticut Avenue Secur | 6.15 | 09/25/2028 | 0.08 |
| CarMax Auto Owner Trust 2017-1 | 3.43 | 07/17/2023 | 0.08 |
| Continental Resources Inc/OK | 5.00 | 09/15/2022 | 0.08 |
| American Credit Acceptance Receivab | 3.97 | 01/13/2025 | 0.08 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.08 |
| Galton Funding Mortgage Trust 2018- | 4.50 | 10/25/2058 | 0.08 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.08 |
| Tencent Holdings Ltd | 1.81 | 01/26/2026 | 0.08 |
| CF Industries Inc | 3.40 | 12/01/2021 | 0.08 |
| L Brands Inc | 5.62 | 02/15/2022 | 0.08 |
| ALM VII Ltd | 1.45 | 07/15/2029 | 0.08 |
| Newell Brands Inc | 4.35 | 04/01/2023 | 0.08 |
| CGDBB Commercial Mortgage Trust 201 | 1.75 | 07/15/2032 | 0.07 |
| COLT 2020-1 Mortgage Loan Trust | 2.69 | 02/25/2050 | 0.07 |
| American Credit Acceptance Receivab | 2.76 | 09/12/2025 | 0.07 |
| Lennar Corp | 4.12 | 01/15/2022 | 0.07 |
| Ralph Lauren Corp | 1.70 | 06/15/2022 | 0.07 |
| Sierra Timeshare 2016-1 Receivables | 3.08 | 03/21/2033 | 0.07 |
| Eversource Energy | 0.80 | 08/15/2025 | 0.07 |
| Invitation Homes 2017-SFR2 Trust | 1.95 | 12/17/2036 | 0.07 |
| EQT Corp | 3.00 | 10/01/2022 | 0.07 |
| Freddie Mac REMICS | 5.00 | 08/15/2035 | 0.07 |
| Synovus Financial Corp | 3.12 | 11/01/2022 | 0.07 |
| Freddie Mac Structured Agency Credi | 4.40 | 11/25/2023 | 0.07 |
| Santander Drive Auto Receivables Tr | 3.88 | 02/15/2024 | 0.07 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.26 | 04/27/2048 | 0.07 |
| United Auto Credit Securitization T | 3.16 | 08/12/2024 | 0.07 |
| Connecticut Avenue Securities Trust | 2.55 | 04/25/2031 | 0.07 |
| United Airlines 2016-2 Class B Pass | 3.65 | 10/07/2025 | 0.07 |
| Southwestern Electric Power Co | 3.55 | 02/15/2022 | 0.07 |
| International Game Technology PLC | 6.25 | 02/15/2022 | 0.07 |
| NextEra Energy Capital Holdings Inc | 2.75 | 05/01/2025 | 0.07 |
| VeriSign Inc | 5.25 | 04/01/2025 | 0.07 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.07 |
| Park Aerospace Holdings Ltd | 5.25 | 08/15/2022 | 0.07 |
| Flagship Credit Auto Trust 2016-1 | 6.22 | 06/15/2022 | 0.07 |
| FREMF 2013-K29 Mortgage Trust | 3.60 | 05/25/2046 | 0.07 |
| Philip Morris International Inc | 1.50 | 05/01/2025 | 0.07 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.07 |
| PNC Financial Services Group Inc/Th | 0.07 | ||
| Sequoia Mortgage Trust 2013-6 | 3.00 | 05/25/2043 | 0.07 |
| Verus Securitization Trust 2020-INV | 1.98 | 03/25/2060 | 0.07 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.06 |
| Danske Bank A/S | 3.24 | 12/20/2025 | 0.06 |
| DT Auto Owner Trust 2018-3 | 3.56 | 09/15/2022 | 0.06 |
| JPMorgan Chase & Co | 3.74 | 12/31/2049 | 0.06 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.06 |
| Simon Property Group LP | 3.50 | 09/01/2025 | 0.06 |
| STACR Trust 2018-HRP2 | 1.40 | 02/25/2047 | 0.06 |
| Roper Technologies Inc | 1.00 | 09/15/2025 | 0.06 |
| Graphic Packaging International LLC | 4.75 | 04/15/2021 | 0.06 |
| Steel Dynamics Inc | 2.40 | 06/15/2025 | 0.06 |
| Aviation Capital Group LLC | 0.94 | 07/30/2021 | 0.06 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.06 |
| STACR Trust 2018-HRP1 | 1.80 | 04/25/2043 | 0.06 |
| Unilever Capital Corp | 0.38 | 09/14/2023 | 0.06 |
| Adani Abbot Point Terminal Pty Ltd | 4.45 | 12/15/2022 | 0.06 |
| Residential Mortgage Loan Trust 201 | 2.63 | 09/25/2059 | 0.06 |
| GM Financial Automobile Leasing Tru | 3.50 | 04/20/2022 | 0.06 |
| FREMF 2013-K26 Mortgage Trust | 3.72 | 12/25/2045 | 0.06 |
| American International Group Inc | 2.50 | 06/30/2025 | 0.06 |
| Home Partners of America 2018-1 Tru | 1.05 | 07/17/2037 | 0.06 |
| American Credit Acceptance Receivab | 3.50 | 04/14/2025 | 0.06 |
| M&T Bank Corp | 3.55 | 07/26/2023 | 0.06 |
| Ameriprise Financial Inc | 3.00 | 04/02/2025 | 0.06 |
| Altria Group Inc | 2.35 | 05/06/2025 | 0.06 |
| Santander Retail Auto Lease Trust 2 | 2.77 | 08/21/2023 | 0.05 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.05 |
| Freddie Mac Structured Agency Credi | 4.15 | 08/25/2024 | 0.05 |
| Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.05 |
| American Airlines 2016-3 Class B Pa | 3.75 | 10/15/2025 | 0.05 |
| Morgan Stanley Capital I Trust 2011 | 4.66 | 06/15/2044 | 0.05 |
| Santander Drive Auto Receivables Tr | 3.49 | 07/17/2023 | 0.05 |
| Walgreens Boots Alliance Inc | 3.30 | 11/18/2021 | 0.05 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.05 |
| AmeriCredit Automobile Receivables | 3.08 | 12/18/2023 | 0.05 |
| FREMF 2017-K724 Mortgage Trust | 3.60 | 11/25/2023 | 0.05 |
| CCG Receivables Trust 2019-2 | 2.55 | 03/15/2027 | 0.05 |
| American Credit Acceptance Receivab | 3.70 | 07/10/2024 | 0.05 |
| Invitation Homes 2017-SFR2 Trust | 1.30 | 12/17/2036 | 0.05 |
| Fannie Mae REMICS | 5.00 | 09/25/2047 | 0.05 |
| JP Morgan Chase Commercial Mortgage | 2.43 | 08/15/2049 | 0.05 |
| Fannie Mae REMICS | 5.50 | 03/25/2037 | 0.05 |
| Americredit Automobile Receivables | 2.74 | 04/18/2025 | 0.05 |
| DT Auto Owner Trust 2018-3 | 3.79 | 07/15/2024 | 0.05 |
| Standard Chartered PLC | 1.42 | 01/20/2023 | 0.05 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.05 |
| Leidos Inc | 3.62 | 05/15/2025 | 0.05 |
| Home Partners of America 2018-1 Tru | 1.40 | 07/17/2037 | 0.05 |
| Citigroup Commercial Mortgage Trust | 1.25 | 10/12/2050 | 0.04 |
| Hertz Vehicle Financing II LP | 3.29 | 02/25/2024 | 0.04 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.04 |
| Fox Corp | 4.03 | 01/25/2024 | 0.04 |
| JPMorgan Chase & Co | 3.62 | 12/31/2099 | 0.04 |
| GS Mortgage Securities Trust 2012-G | 3.48 | 01/10/2045 | 0.04 |
| DT Auto Owner Trust 2017-4 | 3.47 | 07/17/2023 | 0.04 |
| Carmax Auto Owner Trust 2018-4 | 3.85 | 07/15/2024 | 0.04 |
| JPMBB Commercial Mortgage Securitie | 1.31 | 02/15/2048 | 0.04 |
| Santander Drive Auto Receivables Tr | 3.32 | 03/15/2024 | 0.04 |
| DT Auto Owner Trust 2018-2 | 4.15 | 03/15/2024 | 0.04 |
| Freddie Mac Structured Agency Credi | 2.45 | 09/25/2030 | 0.04 |
| FREMF 2015-K721 Mortgage Trust | 3.68 | 11/25/2047 | 0.04 |
| Barclays Bank PLC | 5.14 | 10/14/2020 | 0.04 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.04 |
| Fannie Mae Pool | 6.00 | 03/01/2037 | 0.04 |
| American Airlines 2017-2 Class B Pa | 3.70 | 10/15/2025 | 0.04 |
| PACCAR Financial Corp | 2.65 | 04/06/2023 | 0.04 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.04 |
| Credit Acceptance Corp | 5.12 | 12/31/2024 | 0.04 |
| Freddie Mac Structured Agency Credi | 4.65 | 02/25/2024 | 0.04 |
| Dell Equipment Finance Trust 2018-1 | 3.34 | 06/22/2023 | 0.04 |
| Flagship Credit Auto Trust 2015-3 | 4.65 | 03/15/2022 | 0.04 |
| CCG Receivables Trust 2018-1 | 3.09 | 06/16/2025 | 0.04 |
| Sealed Air Corp | 5.50 | 09/15/2025 | 0.04 |
| World Financial Network Credit Card | 3.14 | 12/15/2025 | 0.03 |
| Drive Auto Receivables Trust 2016-C | 4.18 | 03/15/2024 | 0.03 |
| Connecticut Avenue Securities Trust | 2.30 | 09/25/2031 | 0.03 |
| Connecticut Avenue Securities Trust | 2.45 | 08/25/2031 | 0.03 |
| FREMF 2013-K30 Mortgage Trust | 3.67 | 06/25/2045 | 0.03 |
| Citigroup Mortgage Loan Trust 2006- | 3.88 | 10/25/2035 | 0.03 |
| Ball Corp | 4.88 | 03/15/2026 | 0.03 |
| Industrial & Commercial Bank of Chi | 2.96 | 11/08/2022 | 0.03 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.03 |
| McDonald's Corp | 3.30 | 07/01/2025 | 0.03 |
| Freddie Mac Structured Agency Credi | 4.80 | 10/25/2028 | 0.03 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.03 |
| British Airways 2019-1 Class A Pass | 3.35 | 06/15/2029 | 0.03 |
| Deephaven Residential Mortgage Trus | 2.81 | 10/25/2047 | 0.03 |
| National Securities Clearing Corp | 1.50 | 04/23/2025 | 0.03 |
| Towd Point Mortgage Trust 2016-3 | 2.25 | 04/25/2056 | 0.03 |
| Citigroup Commercial Mortgage Trust | 3.48 | 05/10/2047 | 0.03 |
| Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.03 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.03 |
| Phillips 66 | 3.70 | 04/06/2023 | 0.03 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.03 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.03 |
| First Niagara Financial Group Inc | 7.25 | 12/15/2021 | 0.03 |
| Benchmark 2018-B1 Mortgage Trust | 0.66 | 01/15/2051 | 0.03 |
| CCG Receivables Trust 2018-2 | 3.87 | 12/15/2025 | 0.03 |
| Freddie Mac STACR Trust 2019-HRP1 | 1.55 | 02/25/2049 | 0.03 |
| Archer-Daniels-Midland Co | 2.75 | 03/27/2025 | 0.03 |
| CNH Equipment Trust 2017-C | 2.54 | 05/15/2025 | 0.03 |
| UBS Commercial Mortgage Trust 2017- | 1.15 | 11/15/2050 | 0.03 |
| NIKE Inc | 2.40 | 03/27/2025 | 0.02 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.02 |
| Government National Mortgage Associ | 6.05 | 10/16/2047 | 0.02 |
| Freddie Mac Multifamily Structured | 0.50 | 03/25/2024 | 0.02 |
| GS Mortgage Securities Trust 2014-G | 3.65 | 01/10/2047 | 0.02 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.02 |
| DT Auto Owner Trust 2017-1 | 3.55 | 11/15/2022 | 0.02 |
| Wells Fargo Commercial Mortgage Tru | 1.03 | 12/15/2050 | 0.02 |
| Merrill Lynch Mortgage Investors Tr | 4.01 | 11/25/2035 | 0.02 |
| VeriSign Inc | 4.75 | 07/15/2027 | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.02 |
| Newmont Corp | 3.70 | 03/15/2023 | 0.02 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.02 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.02 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.02 |
| Freddie Mac REMICS | 2.10 | 12/15/2023 | 0.02 |
| STACR Trust 2018-DNA2 | 0.95 | 12/25/2030 | 0.02 |
| Toll Brothers Finance Corp | 4.88 | 11/15/2025 | 0.02 |
| FREMF 2013-K28 Mortgage Trust | 3.61 | 06/25/2046 | 0.02 |
| FREMF 2013-K27 Mortgage Trust | 3.62 | 01/25/2046 | 0.02 |
| CASH & EQUIVALENTS | 0.00 | 0.02 | |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.02 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.02 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.02 |
| Chase Home Lending Mortgage Trust 2 | 4.00 | 04/25/2049 | 0.02 |
| DT Auto Owner Trust 2017-2 | 3.89 | 01/15/2023 | 0.02 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.02 |
| Bear Stearns ARM Trust 2006-1 | 3.84 | 02/25/2036 | 0.02 |
| Capital Auto Receivables Asset Trus | 3.15 | 02/20/2025 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.01 |
| JP Morgan Mortgage Trust 2018-8 | 4.00 | 01/25/2049 | 0.01 |
| Chase Mortgage Finance Trust Series | 3.86 | 01/25/2036 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 0.93 | 12/15/2050 | 0.01 |
| Fox Corp | 3.05 | 04/07/2025 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 1.07 | 11/13/2050 | 0.01 |
| Freddie Mac Stacr Trust 2018-HQA2 | 0.90 | 10/25/2048 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.01 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.01 |
| American Credit Acceptance Receivab | 4.14 | 10/15/2024 | 0.01 |
| GLS Auto Receivables Trust 2018-1 | 2.82 | 07/15/2022 | 0.01 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.01 |
| COMM 2012-CCRE5 Mortgage Trust | 1.66 | 12/10/2045 | 0.01 |
| JP Morgan Mortgage Trust 2007-A1 | 3.60 | 07/25/2035 | 0.01 |
| Citigroup Commercial Mortgage Trust | 1.18 | 11/10/2046 | 0.01 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.01 |
| Navistar Financial Dealer Note Mast | 1.10 | 05/25/2024 | 0.01 |
| Government National Mortgage Associ | 6.50 | 04/16/2041 | 0.01 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.01 |
| Angel Oak Mortgage Trust LLC | 2.71 | 11/25/2047 | 0.01 |
| Navistar Financial Dealer Note Mast | 1.60 | 05/25/2024 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.72 | 12/25/2035 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.01 |
| Fannie Mae Pool | 6.00 | 02/01/2034 | 0.01 |
| Freddie Mac Structured Agency Credi | 4.70 | 10/25/2024 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.71 | 10/25/2047 | 0.01 |
| Freddie Mac REMICS | 5.95 | 01/15/2044 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Fannie Mae REMICS | 6.00 | 12/25/2042 | 0.01 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.01 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.01 |
| Fannie Mae Pool | 7.00 | 05/01/2028 | 0.01 |
| Element Rail Leasing I LLC | 2.30 | 04/19/2044 | 0.01 |
| Government National Mortgage Associ | 6.40 | 04/16/2037 | 0.01 |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.01 |
| Freddie Mac REMICS | 5.92 | 05/15/2038 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2025 | 0.01 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.01 |
| Fannie Mae REMICS | 6.55 | 02/25/2035 | 0.01 |
| Wells Fargo Commercial Mortgage Tru | 2.63 | 05/15/2048 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.01 |
| Bear Stearns ARM Trust 2005-9 | 2.41 | 10/25/2035 | 0.01 |
| GS Mortgage Securities Trust 2013-G | 2.68 | 06/10/2046 | 0.01 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.71 | 06/25/2047 | 0.01 |
| Fannie Mae REMICS | 7.50 | 09/25/2022 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 04/15/2033 | 0.01 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 02/15/2034 | 0.01 |
| Fannie Mae REMICS | 24.02 | 03/25/2036 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.61 | 06/25/2047 | 0.01 |
| Fannie Mae Pool | 7.00 | 08/01/2036 | 0.01 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.01 |
| Fannie Mae Pool | 6.00 | 03/01/2033 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.61 | 10/25/2033 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.01 |
| Angel Oak Mortgage Trust I LLC 2017 | 2.81 | 01/25/2047 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2033 | 0.00 |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2033 | 0.00 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2034 | 0.00 |
| Fannie Mae REMICS | 6.40 | 10/25/2041 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 0.55 | 03/25/2042 | 0.00 |
| Freddie Mac REMICS | 6.55 | 01/15/2035 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| Freddie Mac Structured Agency Credi | 2.35 | 02/25/2024 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.34 | 07/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Citigroup Mortgage Loan Trust Inc | 2.51 | 08/25/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 1.67 | 12/15/2045 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.00 |
| Freddie Mac REMICS | 6.00 | 07/15/2035 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Healthpeak Properties Inc | 4.25 | 11/15/2023 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2030 | 0.00 |
| Freddie Mac REMICS | 7.50 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.00 |
| Fannie Mae REMICS | 5.90 | 03/25/2035 | 0.00 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Freddie Mac REMICS | 6.57 | 05/15/2035 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 05/01/2034 | 0.00 |
| Fannie Mae REMIC Trust 2004-W5 | 0.60 | 02/25/2047 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac REMICS | 1.10 | 08/15/2031 | 0.00 |
| Fannie Mae REMICS | 6.50 | 06/25/2023 | 0.00 |
| Structured Asset Securities Corp Pa | 3.45 | 02/25/2032 | 0.00 |
| CPS Auto Receivables Trust 2018-B | 3.23 | 07/15/2022 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 3.68 | 12/25/2035 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Fannie Mae Pool | 8.50 | 05/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
| Fannie Mae REMICS | 6.60 | 05/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 |
| Fannie Mae REMICS | 0.55 | 11/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 3.19 | 05/01/2035 | 0.00 |
| HomeBanc Mortgage Trust 2005-3 | 0.46 | 07/25/2035 | 0.00 |
| Ginnie Mae II Pool | 8.50 | 07/20/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2029 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2023 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.80 | 07/25/2032 | 0.00 |
| Freddie Mac REMICS | 1.15 | 02/15/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 |
| Freddie Mac REMICS | 1.15 | 02/15/2032 | 0.00 |
| Bear Stearns ARM Trust 2003-6 | 2.78 | 08/25/2033 | 0.00 |
| Freddie Mac REMICS | 7.90 | 02/15/2029 | 0.00 |
| Freddie Mac REMICS | 1.15 | 03/15/2032 | 0.00 |
| Freddie Mac REMICS | 6.10 | 12/15/2039 | 0.00 |
| Fannie Mae Pool | 8.00 | 07/01/2032 | 0.00 |
| Fannie Mae REMICS | 6.45 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 6.39 | 06/25/2037 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/17/2026 | 0.00 |
| Fannie Mae REMICS | 7.75 | 11/18/2031 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 9.00 | 01/01/2030 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Freddie Mac REMICS | 7.60 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 8.10 | 05/25/2033 | 0.00 |
| Alternative Loan Trust 2004-8CB | 0.42 | 06/25/2034 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Freddie Mac REMICS | 1.15 | 02/15/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae REMICS | 7.95 | 12/18/2032 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 2.24 | 04/15/2045 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 7.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 5.85 | 03/15/2024 | 0.00 |
| Freddie Mac Non Gold Pool | 2.28 | 07/01/2036 | 0.00 |
| Banc of America Mortgage 2004-D Tru | 3.79 | 05/25/2034 | 0.00 |
| Fannie Mae REMICS | 0.65 | 10/18/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Freddie Mac REMICS | 6.60 | 02/15/2035 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 1.48 | 03/15/2044 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2023 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| Freddie Mac REMICS | 1.15 | 12/15/2031 | 0.00 |
| RBSSP Resecuritization Trust 2010-1 | 3.00 | 07/26/2045 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Fannie Mae REMICS | 8.10 | 02/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2035 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae REMICS | 7.85 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 3.18 | 11/01/2032 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 6.85 | 12/15/2037 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Fannie Mae REMICS | 6.85 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 7.95 | 06/15/2029 | 0.00 |
| Fannie Mae Pool | 8.00 | 12/01/2026 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2031 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Fannie Mae REMICS | 7.95 | 03/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 06/01/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2030 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Freddie Mac REMICS | 1.10 | 01/15/2032 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Fannie Mae REMICS | 7.95 | 04/25/2032 | 0.00 |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Fannie Mae Pool | 7.50 | 11/01/2029 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 3.48 | 03/01/2038 | 0.00 |
| Fannie Mae REMICS | 7.75 | 12/18/2031 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 8.00 | 06/01/2029 | 0.00 |
| Freddie Mac REMICS | 7.95 | 09/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.60 | 03/25/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 10/25/2046 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.65 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.75 | 11/25/2031 | 0.00 |
| Freddie Mac Non Gold Pool | 4.09 | 02/01/2037 | 0.00 |
| Fannie Mae REMICS | 7.95 | 12/18/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2026 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/25/2024 | 0.00 |
| Fannie Mae REMICS | 7.80 | 01/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2026 | 0.00 |
| Fannie Mae REMICS | 5.90 | 07/25/2038 | 0.00 |
| Freddie Mac Non Gold Pool | 4.08 | 01/01/2038 | 0.00 |
| Freddie Mac REMICS | 5.85 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2025 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2030 | 0.00 |
| Freddie Mac REMICS | 0.65 | 01/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 11/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 03/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2023 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 8.00 | 12/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| STACR Trust 2018-DNA3 | 0.90 | 09/25/2048 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2025 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2029 | 0.00 |
| Fannie Mae REMICS | 13.80 | 12/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2026 | 0.00 |
| Capital Lease Funding Securitizatio | 1.51 | 06/22/2024 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 11/15/2025 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 5.00 | 05/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 12/15/2022 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 01/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.75 | 02/15/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2030 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2026 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 02/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 04/15/2024 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 03/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 5.00 | 06/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 10/15/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 10/15/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.55 | 02/25/2024 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 08/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2026 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2023 | 0.00 |
| Fannie Mae Pool | 5.00 | 12/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
| Fannie Mae REMICS | 3.00 | 01/25/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 12/15/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 05/15/2025 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2022 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
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