Invesco Short Term Bond Fund
as of 09/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Pacific Gas and Electric Co
3.25
02/16/2024
1.32
Energy Transfer LP
5.50
06/01/2027
1.12
Ford Motor Credit Co LLC
2.30
02/10/2025
1.08
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
1.04
BX Trust 2021-LGCY
3.32
10/15/2023
0.97
BAMLL Commercial Mortgage Securitie
3.22
04/14/2033
0.77
STAR 2021-SFR1 Trust
3.59
04/17/2038
0.74
Tennessee Gas Pipeline Co LLC
7.00
10/15/2028
0.63
Toyota Motor Credit Corp
4.40
09/20/2024
0.61
Master Credit Card Trust II
1.99
09/21/2024
0.61
Nordea Bank Abp
4.75
09/22/2025
0.61
Credit Suisse AG/New York NY
4.75
08/09/2024
0.60
Citigroup Inc
3.53
07/01/2026
0.59
Aircastle Ltd
5.00
04/01/2023
0.58
General Motors Financial Co Inc
3.50
04/07/2025
0.58
VICI Properties LP / VICI Note Co I
5.62
05/01/2024
0.58
Citizens Bank NA/Providence RI
4.12
05/23/2025
0.57
Goldman Sachs Group Inc/The
3.67
03/09/2027
0.57
HSBC USA Inc
3.75
05/24/2024
0.57
Citigroup Inc
4.14
05/24/2025
0.57
COLT 2022-5 Mortgage Loan Trust
4.55
04/25/2067
0.57
American Express Co
3.95
08/01/2025
0.57
GSK Consumer Healthcare Capital US
3.02
03/24/2024
0.57
Toronto-Dominion Bank/The
3.77
06/06/2025
0.57
Skandinaviska Enskilda Banken AB
3.70
06/09/2025
0.56
Barclays PLC
5.30
08/09/2026
0.56
HSBC Holdings PLC
4.18
12/09/2025
0.56
GA Global Funding Trust
3.85
04/11/2025
0.56
Fells Point Funding Trust
3.05
01/31/2027
0.56
Federation des Caisses Desjardins d
4.40
08/23/2025
0.56
Eversource Energy
2.90
03/01/2027
0.53
Freeport-McMoRan Inc
4.38
08/01/2028
0.53
CSMC 2021-INV1Trust
2.50
07/25/2056
0.52
Volkswagen Group of America Finance
3.78
06/07/2024
0.52
Expedia Group Inc
4.62
08/01/2027
0.50
Citizens Financial Group Inc
4.30
12/03/2025
0.47
Credit Suisse AG/New York NY
3.70
02/21/2025
0.47
Bain Capital Credit CLO 2017-2 Ltd
3.96
07/25/2034
0.46
Credit Suisse Group AG
6.37
07/15/2026
0.46
Rogers Communications Inc
3.62
12/15/2025
0.44
Northwestern Mutual Global Funding
4.00
07/01/2025
0.44
BX Commercial Mortgage Trust 2021-V
3.77
09/15/2036
0.44
Goldman Sachs Group Inc/The
3.65
12/09/2026
0.43
Broadcom Inc
3.46
09/15/2026
0.43
Grand Canyon University
3.25
10/01/2023
0.41
Capital One Financial Corp
4.93
05/10/2028
0.41
JPMorgan Chase & Co
4.08
04/26/2026
0.41
Angel Oak Mortgage Trust 2021-7
1.98
10/25/2066
0.41
CSMC 2022-NQM4 Trust
4.82
06/25/2067
0.40
Capital One Financial Corp
4.17
05/09/2025
0.40
Tencent Holdings Ltd
3.28
04/11/2024
0.40
Toyota Motor Credit Corp
3.65
08/18/2025
0.40
Devon Energy Corp
5.88
06/15/2028
0.39
Netflix Inc
4.38
11/15/2026
0.39
Southern Co/The
4.47
08/01/2024
0.39
OCP CLO 2020-8R Ltd
3.96
01/17/2032
0.38
Meta Platforms Inc
3.50
08/15/2027
0.38
Celanese US Holdings LLC
6.05
03/15/2025
0.38
Take-Two Interactive Software Inc
3.30
03/28/2024
0.38
Citigroup Inc
5.61
09/29/2026
0.38
National Australia Bank Ltd/New Yor
3.50
06/09/2025
0.38
Take-Two Interactive Software Inc
3.55
04/14/2025
0.37
Nordea Bank Abp
3.60
06/06/2025
0.37
Toyota Motor Credit Corp
4.55
09/20/2027
0.37
UBS Group AG
4.49
05/12/2026
0.37
JPMorgan Chase & Co
3.79
04/26/2026
0.37
Boeing Co/The
2.75
02/01/2026
0.37
Corebridge Financial Inc
3.50
04/04/2025
0.37
Warnermedia Holdings Inc
3.79
03/15/2025
0.37
Svenska Handelsbanken AB
3.65
06/10/2025
0.37
Fidelity National Information Servi
4.50
07/15/2025
0.36
Ford Motor Credit Co LLC
2.70
08/10/2026
0.36
Banque Federative du Credit Mutuel
4.52
07/13/2025
0.36
Celanese US Holdings LLC
5.90
07/05/2024
0.36
OBX 2022-NQM8 Trust
6.10
09/25/2062
0.36
HSBC Holdings PLC
3.00
03/10/2026
0.36
Devon Energy Corp
5.25
10/15/2027
0.36
Octagon Investment Partners 49 Ltd
3.73
01/15/2033
0.35
Lloyds Banking Group PLC
4.72
08/11/2026
0.35
Flagstar Mortgage Trust 2021-11INV
3.70
11/25/2051
0.35
Invesco Treasury Portfolio
0.35
Office Properties Income Trust
4.25
05/15/2024
0.35
Progress Residential 2022-SFR5 Trus
4.45
06/17/2039
0.34
Mitsubishi UFJ Financial Group Inc
5.06
09/12/2025
0.34
NextEra Energy Capital Holdings Inc
4.25
09/01/2024
0.34
Golub Capital Partners CLO 35B Ltd
3.90
07/20/2029
0.34
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.33
United States Treasury Bill
0.00
11/17/2022
0.33
Morgan Stanley Capital I Trust 2017
3.52
11/15/2034
0.33
Ross Stores Inc
4.60
04/15/2025
0.33
Dell International LLC / EMC Corp
4.00
07/15/2024
0.33
Blackstone Secured Lending Fund
2.75
09/16/2026
0.32
Microchip Technology Inc
4.25
09/01/2025
0.31
AerCap Ireland Capital DAC / AerCap
1.65
10/29/2024
0.31
COLT 2021-5 Mortgage Loan Trust
1.73
11/26/2066
0.31
KNDL 2019-KNSQ Mortgage Trust
3.62
05/15/2036
0.31
T-Mobile USA Inc
2.25
02/15/2026
0.31
Goldentree Loan Management US Clo 2
3.62
11/20/2030
0.31
Invesco Government & Agency Portfol
0.30
Ford Motor Credit Co LLC
3.35
11/01/2022
0.30
Constellation Brands Inc
3.60
05/09/2024
0.30
Huntington Ingalls Industries Inc
3.84
05/01/2025
0.30
OHA Loan Funding 2016-1 Ltd
3.97
01/20/2033
0.30
Neuberger Berman Loan Advisers CLO
3.76
04/19/2030
0.30
Truist Financial Corp
4.26
07/28/2026
0.30
Occidental Petroleum Corp
6.95
07/01/2024
0.30
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.30
MFA 2021-INV2 Trust
1.91
11/25/2056
0.29
KeyBank NA/Cleveland OH
4.15
08/08/2025
0.29
Hyundai Capital America
5.75
04/06/2023
0.29
Life 2021-BMR Mortgage Trust
3.52
03/15/2038
0.29
Angel Oak Mortgage Trust 2022-1
2.88
12/25/2066
0.29
TICP CLO XV Ltd
3.99
04/20/2033
0.29
ING Groep NV
6.50
12/31/2049
0.28
Sasol Financing USA LLC
4.38
09/18/2026
0.28
Nissan Motor Co Ltd
3.04
09/15/2023
0.28
Banco Santander SA
5.15
08/18/2025
0.28
Northern Trust Corp
4.00
05/10/2027
0.28
Goldentree Loan Management US CLO 5
3.78
10/20/2032
0.28
JPMorgan Chase & Co
6.28
12/31/2049
0.27
Synovus Financial Corp
5.20
08/11/2025
0.27
NextEra Energy Capital Holdings Inc
4.20
06/20/2024
0.27
GA Global Funding Trust
0.80
09/13/2024
0.27
Nissan Motor Acceptance Co LLC
1.12
09/16/2024
0.27
American Express Co
3.38
05/03/2024
0.27
Connecticut Avenue Securities Trust
4.38
03/25/2042
0.27
T-Mobile USA Inc
2.62
04/15/2026
0.27
IP Lending IV LTD
6.05
04/28/2027
0.26
Berry Global Inc
1.65
01/15/2027
0.26
Med Trust 2021-MDLN
4.27
11/15/2038
0.26
Constellation Brands Inc
4.35
05/09/2027
0.26
VICI Properties LP
4.38
05/15/2025
0.26
Textainer Marine Containers VII Ltd
2.23
04/20/2046
0.26
Triton Container International Ltd
2.05
04/15/2026
0.26
BX Commercial Mortgage Trust 2021-V
3.52
09/15/2036
0.26
United Airlines 2020-1 Class A Pass
5.88
10/15/2027
0.26
CNH Industrial Capital LLC
3.95
05/23/2025
0.26
Netflix Inc
5.75
03/01/2024
0.26
PRKCM 2022-AFC2 Trust
5.33
08/25/2057
0.25
Swiss Re America Holding Corp
7.00
02/15/2026
0.25
Five Corners Funding Trust
4.42
11/15/2023
0.25
Warnermedia Holdings Inc
3.53
03/15/2024
0.25
CSMC 2022-ATH2
4.55
05/25/2067
0.25
Mizuho Financial Group Cayman 3 Ltd
4.60
03/27/2024
0.25
WEC Energy Group Inc
5.00
09/27/2025
0.25
BX Commercial Mortgage Trust 2021-V
4.47
09/15/2036
0.25
Wells Fargo & Co
4.54
08/15/2026
0.25
PACCAR Financial Corp
4.95
10/03/2025
0.24
Hyundai Capital America
5.88
04/07/2025
0.24
Wendy's Funding LLC
3.78
06/15/2049
0.24
Boeing Co/The
2.20
02/04/2026
0.24
Bank of Montreal
3.70
06/07/2025
0.24
Danske Bank A/S
4.30
09/12/2023
0.24
Kite Realty Group LP
4.00
10/01/2026
0.24
Meritage Homes Corp
6.00
06/01/2025
0.24
EQT Corp
5.68
10/01/2025
0.24
GoldentTree Loan Management US CLO
3.78
01/20/2033
0.24
Blackstone Private Credit Fund
2.35
11/22/2024
0.24
Dollar General Corp
4.25
09/20/2024
0.24
Blackstone Private Credit Fund
2.70
01/15/2025
0.24
Ellington Financial Mortgage Trust
5.00
08/25/2067
0.23
Cedar Funding IX CLO Ltd
3.69
04/20/2031
0.23
Delaware Life Global Funding
3.31
03/10/2025
0.23
Blackstone Private Credit Fund
2.62
12/15/2026
0.23
National Rural Utilities Cooperativ
3.45
06/15/2025
0.23
OBX 2022-NQM2 Trust
2.94
01/25/2062
0.22
Algonquin Power & Utilities Corp
4.75
01/18/2082
0.22
Bank of New York Mellon Corp/The
4.41
07/24/2026
0.22
Freeport-McMoRan Inc
4.55
11/14/2024
0.22
CSMC 2022-ATH1
2.87
01/25/2067
0.22
Northwestern Mutual Global Funding
4.35
09/15/2027
0.22
Berry Global Inc
4.88
07/15/2026
0.22
BX Trust 2022-LBA6
3.85
01/15/2039
0.22
Bayview MSR Opportunity Master Fund
3.00
11/25/2051
0.22
MMAF Equipment Finance LLC 2020-A
0.97
04/09/2027
0.22
Ryder System Inc
4.62
06/01/2025
0.22
Prosus NV
3.26
01/19/2027
0.22
INVESCO LIQUID ASSET CASH MF
0.22
Lithia Motors Inc
4.62
12/15/2027
0.21
Block Inc
2.75
06/01/2026
0.21
Gray Oak Pipeline LLC
2.60
10/15/2025
0.21
Bayview MSR Opportunity Master Fund
3.00
10/25/2051
0.21
Verus Securitization Trust 2021-7
1.83
10/25/2066
0.21
Penske Truck Leasing Co Lp / PTL Fi
3.45
07/01/2024
0.21
OCP CLO 2017-13 Ltd
3.47
07/15/2030
0.21
Onslow Bay Mortgage Loan Trust
1.96
10/25/2061
0.21
Netflix Inc
5.88
02/15/2025
0.21
POSCO
2.38
01/17/2023
0.20
Air Lease Corp
1.88
08/15/2026
0.20
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.20
Warnermedia Holdings Inc
3.43
03/15/2024
0.20
Bank of America Corp
2.55
02/04/2028
0.20
Citigroup Mortgage Loan Trust 2021-
2.50
05/25/2051
0.20
Bayer US Finance II LLC
3.88
12/15/2023
0.20
Meituan
2.12
10/28/2025
0.20
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.20
AerCap Ireland Capital DAC / AerCap
2.45
10/29/2026
0.20
Starwood Mortgage Residential Trust
2.45
12/25/2066
0.20
Lennar Corp
4.88
12/15/2023
0.19
ING Groep NV
3.98
04/01/2027
0.19
Comcast Corp
3.30
04/01/2027
0.19
Athene Global Funding
2.95
11/12/2026
0.19
NextEra Energy Capital Holdings Inc
4.45
06/20/2025
0.19
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.19
IP Lending II LTD
3.65
07/15/2025
0.19
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.19
DR Horton Inc
4.75
02/15/2023
0.19
JPMorgan Chase & Co
4.60
12/31/2049
0.19
GS Mortgage-Backed Securities Trust
2.50
12/25/2051
0.18
American Tower Corp
3.00
06/15/2023
0.18
Deutsche Bank AG/New York NY
3.96
11/26/2025
0.18
WFRBS Commercial Mortgage Trust 201
5.15
09/15/2046
0.18
OBX 2022-NQM1 Trust
2.31
11/25/2061
0.18
Komatsu Finance America Inc
5.50
10/06/2027
0.18
Global Payments Inc
4.00
06/01/2023
0.18
Welltower Inc
3.62
03/15/2024
0.18
Enbridge Inc
3.30
02/16/2024
0.18
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.18
CSMC 2021-NQM2
1.18
02/25/2066
0.18
Harley-Davidson Financial Services
3.35
06/08/2025
0.18
Bank of America Corp
3.86
07/23/2024
0.17
Constellation Energy Generation LLC
3.25
06/01/2025
0.17
Dominion Energy Inc
3.07
08/15/2024
0.17
AutoZone Inc
3.62
04/15/2025
0.17
KNDL 2019-KNSQ Mortgage Trust
3.87
05/15/2036
0.17
Workday Inc
3.50
04/01/2027
0.17
Tencent Holdings Ltd
2.98
01/19/2023
0.17
Med Trust 2021-MDLN
3.77
11/15/2038
0.16
Oceanview Mortgage Trust 2021-INV3
2.50
07/25/2051
0.16
Intercontinental Exchange Inc
4.00
09/15/2027
0.16
COLT 2022-2 Mortgage Loan Trust
2.99
02/25/2067
0.16
Morgan Stanley Capital I Trust 2017
3.67
11/15/2034
0.16
BMW US Capital LLC
3.25
04/01/2025
0.16
ONEOK Partners LP
4.90
03/15/2025
0.16
Textron Inc
4.30
03/01/2024
0.16
Bahamas Government International Bo
9.00
06/16/2029
0.16
Mercury Chile Holdco LLC
6.50
01/24/2027
0.16
COLT 2022-1 Mortgage Loan Trust
2.28
12/27/2066
0.16
KeyCorp
3.88
05/23/2025
0.16
Avient Corp
5.25
03/15/2023
0.15
Warnermedia Holdings Inc
3.64
03/15/2025
0.15
CSMC 2020-AFC1 Trust
2.24
02/25/2050
0.15
IP Lending III LTD
3.38
11/02/2026
0.15
Capital One Financial Corp
3.20
01/30/2023
0.15
PPM CLO 3 Ltd
3.83
04/17/2034
0.15
Sonic Capital LLC
2.19
08/20/2051
0.15
Truist Financial Corp
4.12
06/06/2028
0.15
OBX 2022-NQM2 Trust
2.78
01/25/2062
0.15
Plains All American Pipeline LP / P
3.85
10/15/2023
0.15
OBX 2022-NQM7 Trust
5.11
08/25/2062
0.15
NXP BV / NXP Funding LLC / NXP USA
4.40
06/01/2027
0.15
Humana Inc
2.90
12/15/2022
0.15
Canadian Natural Resources Ltd
2.95
01/15/2023
0.15
Mylan Inc
3.12
01/15/2023
0.15
Schlumberger Holdings Corp
3.75
05/01/2024
0.15
Energy Transfer LP
2.90
05/15/2025
0.15
Americredit Automobile Receivables
2.99
06/18/2025
0.15
Energy Transfer LP
5.88
01/15/2024
0.15
New Residential Mortgage Loan Trust
3.08
03/27/2062
0.15
ArcelorMittal SA
3.60
07/16/2024
0.15
NRG Energy Inc
3.75
06/15/2024
0.15
Nordea Bank Abp
5.38
09/22/2027
0.15
Hercules Capital Inc
3.38
01/20/2027
0.15
Takeda Pharmaceutical Co Ltd
4.40
11/26/2023
0.15
Verus Securitization Trust 2022-1
2.72
01/25/2067
0.15
Conagra Brands Inc
4.30
05/01/2024
0.15
ONEOK Inc
5.85
01/15/2026
0.15
British Telecommunications PLC
4.50
12/04/2023
0.15
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
EDP Finance BV
3.62
07/15/2024
0.14
Marvell Technology Inc
4.20
06/22/2023
0.14
Air Lease Corp
2.30
02/01/2025
0.14
WPP Finance 2010
3.75
09/19/2024
0.14
Microchip Technology Inc
4.33
06/01/2023
0.14
Swedbank AB
3.36
04/04/2025
0.14
Fiserv Inc
3.80
10/01/2023
0.14
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.14
Charter Communications Operating LL
4.50
02/01/2024
0.14
Alliant Energy Finance LLC
3.75
06/15/2023
0.14
Westinghouse Air Brake Technologies
4.40
03/15/2024
0.14
Ellington Financial Mortgage Trust
2.21
01/25/2067
0.14
Mello Mortgage Capital Acceptance 2
2.50
08/25/2051
0.14
Connecticut Avenue Securities Trust
4.28
03/25/2042
0.14
Life 2021-BMR Mortgage Trust
3.70
03/15/2038
0.14
Celanese US Holdings LLC
3.50
05/08/2024
0.14
Mello Mortgage Capital Acceptance 2
2.50
10/25/2051
0.14
GLP Capital LP / GLP Financing II I
3.35
09/01/2024
0.14
General Motors Financial Co Inc
5.00
04/09/2027
0.14
BX Commercial Mortgage Trust 2021-A
3.67
11/15/2038
0.14
Virginia Electric and Power Co
3.75
05/15/2027
0.13
BX Trust 2022-LBA6
4.15
01/15/2039
0.13
Goldman Sachs Group Inc/The
2.64
02/24/2028
0.13
Cintas Corp No 2
3.45
05/01/2025
0.13
Weir Group PLC/The
2.20
05/13/2026
0.13
Kia Corp
2.75
02/14/2027
0.13
Credit Suisse Group AG
2.59
09/11/2025
0.13
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.13
Progress Residential 2021-SFR10 Tru
2.39
12/17/2040
0.13
RUN 2022-NQM1 Trust
4.00
03/25/2067
0.13
Tampa Electric Co
3.88
07/12/2024
0.13
Hanesbrands Inc
4.62
05/15/2024
0.13
Citigroup Inc
4.70
12/31/2049
0.13
Nordea Bank Abp
6.62
12/31/2059
0.12
Packaging Corp of America
3.65
09/15/2024
0.12
OBX 2022-NQM2 Trust
3.38
01/25/2062
0.12
Kinder Morgan Inc
3.15
01/15/2023
0.12
OWL Rock Core Income Corp
4.70
02/08/2027
0.12
Synchrony Financial
4.25
08/15/2024
0.12
Angel Oak Mortgage Trust 2021-3
1.07
05/25/2066
0.12
Adani Green Energy Ltd
4.38
09/08/2024
0.12
Penske Truck Leasing Co Lp / PTL Fi
4.40
07/01/2027
0.12
Santander Holdings USA Inc
3.50
06/07/2024
0.12
Aramark Services Inc
5.00
04/01/2025
0.12
Albertsons Cos Inc / Safeway Inc /
3.50
02/15/2023
0.12
ICG US CLO 2016-1 Ltd
4.06
04/29/2034
0.12
Bank of Montreal
3.30
02/05/2024
0.12
GSK Consumer Healthcare Capital US
3.38
03/24/2027
0.12
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.12
United States Treasury Note/Bond
3.50
09/15/2025
0.12
Equitable Holdings Inc
3.90
04/20/2023
0.12
Take-Two Interactive Software Inc
3.70
04/14/2027
0.12
Freddie Mac STACR REMIC Trust 2022-
4.58
08/25/2042
0.11
Blackstone Private Credit Fund
7.05
09/29/2025
0.11
Energy Transfer LP
4.25
03/15/2023
0.11
Willis North America Inc
4.65
06/15/2027
0.11
HSBC Holdings PLC
3.95
05/18/2024
0.11
BBVA Bancomer SA/Texas
1.88
09/18/2025
0.11
Duke Energy Corp
4.30
03/15/2028
0.11
Morgan Stanley Capital I Trust 2017
3.82
11/15/2034
0.11
American Airlines 2021-1 Class B Pa
3.95
07/11/2030
0.11
BP Capital Markets PLC
4.38
12/31/2099
0.11
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.11
GS Mortgage Securities Corp Trust 2
3.58
08/15/2036
0.11
BX Commercial Mortgage Trust 2021-V
3.92
09/15/2036
0.11
CSMC 2022-ATH1
3.35
01/25/2067
0.10
Vistra Operations Co LLC
3.55
07/15/2024
0.10
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.10
Verus Securitization Trust 2021-1
1.31
01/25/2066
0.10
Cargill Inc
3.62
04/22/2027
0.10
Bank of America Corp
3.00
12/20/2023
0.10
HSBC Holdings PLC
3.28
11/22/2024
0.10
Galaxy Pipeline Assets Bidco Ltd
2.16
03/31/2034
0.10
Southern Co/The
3.75
09/15/2051
0.10
FREMF 2013-K25 Mortgage Trust
3.75
11/25/2045
0.10
CIFC Funding 2014-V Ltd
3.94
10/17/2031
0.10
CIFC Funding 2016-I Ltd
3.81
10/21/2031
0.10
Sherwin-Williams Co/The
4.25
08/08/2025
0.10
JP Morgan Chase Commercial Mortgage
4.52
12/15/2046
0.09
BX Commercial Mortgage Trust 2021-X
3.82
10/15/2038
0.09
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.09
Enterprise Products Operating LLC
5.91
08/16/2077
0.09
Verus Securitization Trust 2022-7
5.15
07/25/2067
0.09
Verus Securitization Trust 2021-R1
0.82
10/25/2063
0.09
Credit Suisse AG/New York NY
2.95
04/09/2025
0.09
Apache Corp
7.75
12/15/2029
0.09
WEC Energy Group Inc
5.15
10/01/2027
0.09
Textainer Marine Containers Ltd
1.94
08/20/2046
0.09
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.08
Interpublic Group of Cos Inc/The
4.20
04/15/2024
0.08
Apollo Management Holdings LP
4.95
01/14/2050
0.08
Ryder System Inc
4.30
06/15/2027
0.08
VEON Holdings BV
4.00
04/09/2025
0.08
Synovus Financial Corp
3.12
11/01/2022
0.08
Becton Dickinson and Co
3.36
06/06/2024
0.08
Americredit Automobile Receivables
3.74
10/18/2024
0.08
Dell International LLC / EMC Corp
5.85
07/15/2025
0.08
PNC Financial Services Group Inc/Th
0.08
FREMF 2013-K29 Mortgage Trust
3.59
05/25/2046
0.08
United Airlines 2016-2 Class B Pass
3.65
10/07/2025
0.08
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.08
Credit Suisse AG
6.50
08/08/2023
0.08
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.07
Flagstar Mortgage Trust 2021-8INV
2.50
09/25/2051
0.07
NatWest Group PLC
5.52
09/30/2028
0.07
MMAF Equipment Finance LLC 2020-A
0.74
04/09/2024
0.07
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.07
VeriSign Inc
5.25
04/01/2025
0.07
BX Trust 2022-LBA6
4.45
01/15/2039
0.07
BRAVO Residential Funding Trust 202
0.97
03/25/2060
0.07
EQT Corp
3.12
05/15/2026
0.07
Sierra Timeshare 2019-3 Receivables
2.34
08/20/2036
0.07
Freddie Mac STACR REMIC Trust 2022-
4.44
09/25/2042
0.07
United States Treasury Note/Bond
3.25
08/31/2024
0.07
Hercules Capital Inc
2.62
09/16/2026
0.07
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.07
Vontier Corp
1.80
04/01/2026
0.07
Danske Bank A/S
3.24
12/20/2025
0.07
Dryden 93 CLO Ltd
3.59
01/15/2034
0.07
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.07
FREMF 2013-K26 Mortgage Trust
3.69
12/25/2045
0.07
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.07
CCG Receivables Trust
3.22
09/14/2026
0.06
Angel Oak Mortgage Trust 2020-5
1.37
05/25/2065
0.06
Hilton Grand Vacations Trust 2019-A
2.34
07/25/2033
0.06
MVW 2019-2 LLC
2.22
10/20/2038
0.06
Daimler Trucks Finance North Americ
3.65
04/07/2027
0.06
Simon Property Group LP
3.50
09/01/2025
0.06
Visio 2020-1R Trust
1.31
11/25/2055
0.06
Hertz Vehicle Financing LLC
1.21
12/26/2025
0.06
Volkswagen Group of America Finance
4.35
06/08/2027
0.06
Verus Securitization Trust 2021-2
1.03
02/25/2066
0.06
Starwood Mortgage Residential Trust
1.03
11/25/2055
0.06
CCG Receivables Trust 2019-2
2.55
03/15/2027
0.06
Sirius XM Radio Inc
3.12
09/01/2026
0.06
JPMorgan Chase & Co
5.60
12/31/2049
0.06
FREMF 2017-K724 Mortgage Trust
5.26
12/25/2049
0.06
Ameriprise Financial Inc
3.00
04/02/2025
0.06
Americredit Automobile Receivables
2.74
04/18/2025
0.05
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.05
Freddie Mac Structured Agency Credi
7.33
11/25/2023
0.05
MVW Owner Trust 2019-1
2.89
11/20/2036
0.05
Fannie Mae REMICS
5.50
04/25/2035
0.05
United Airlines Inc
4.38
04/15/2026
0.05
Ellington Financial Mortgage Trust
0.80
02/25/2066
0.05
Carmax Auto Owner Trust 2018-4
3.85
07/15/2024
0.05
Office Properties Income Trust
2.65
06/15/2026
0.05
Leidos Inc
3.62
05/15/2025
0.05
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.05
Fox Corp
4.03
01/25/2024
0.05
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.05
Freddie Mac REMICS
5.00
08/15/2035
0.04
American Credit Acceptance Receivab
3.41
06/12/2025
0.04
CSMC 2021-NQM1
0.81
05/25/2065
0.04
Fannie Mae Connecticut Avenue Secur
9.08
09/25/2028
0.04
Goldman Sachs Group Inc/The
3.69
09/10/2027
0.04
FREMF 2013-K30 Mortgage Trust
3.67
06/25/2045
0.04
Sealed Air Corp
5.50
09/15/2025
0.04
Angel Oak Mortgage Trust 2020-1
2.16
12/25/2059
0.04
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.04
Residential Mortgage Loan Trust 202
2.38
01/26/2060
0.04
Credit Suisse Mortgage Capital Cert
1.62
04/25/2065
0.03
Ball Corp
4.88
03/15/2026
0.03
Fannie Mae REMICS
5.50
03/25/2037
0.03
Greentown China Holdings Ltd
4.70
04/29/2025
0.03
Swedbank AB
3.88
04/04/2025
0.03
Citigroup Commercial Mortgage Trust
1.22
10/12/2050
0.03
GCAT 2020-NQM2 Trust
1.55
04/25/2065
0.03
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.03
Freddie Mac Structured Agency Credi
7.58
02/25/2024
0.03
Newell Brands Inc
4.10
04/01/2023
0.03
Phillips 66
3.70
04/06/2023
0.03
Fannie Mae Pool
6.00
03/01/2037
0.03
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.03
British Airways 2019-1 Class A Pass
3.35
06/15/2029
0.03
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.03
Towd Point Mortgage Trust 2017-2
2.75
04/25/2057
0.03
Hertz Vehicle Financing LLC
1.56
12/26/2025
0.03
Sequoia Mortgage Trust 2013-6
3.00
05/25/2043
0.03
CCG Receivables Trust
3.57
09/14/2026
0.02
JPMBB Commercial Mortgage Securitie
1.29
02/15/2048
0.02
VeriSign Inc
4.75
07/15/2027
0.02
FREMF 2013-K27 Mortgage Trust
3.61
01/25/2046
0.02
FREMF 2013-K28 Mortgage Trust
3.60
06/25/2046
0.02
Freddie Mac Structured Agency Credi
7.08
08/25/2024
0.02
Agile Group Holdings Ltd
6.05
10/13/2025
0.02
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.02
Toll Brothers Finance Corp
4.88
11/15/2025
0.02
Citigroup Mortgage Loan Trust 2006-
3.15
10/25/2035
0.02
Sino-Ocean Land Treasure Finance I
6.00
07/30/2024
0.02
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.02
United States Treasury Bill
0.00
03/09/2023
0.02
Benchmark 2018-B1 Mortgage Trust
0.68
01/15/2051
0.02
Wells Fargo Commercial Mortgage Tru
1.01
12/15/2050
0.02
Fannie Mae Pool
6.50
12/01/2029
0.02
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.02
UBS Commercial Mortgage Trust 2017-
1.19
11/15/2050
0.02
Freddie Mac Gold Pool
5.50
09/01/2039
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.02
STACR Trust 2018-HRP1
4.73
04/25/2043
0.02
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.02
Verus Securitization Trust 2020-INV
0.33
03/25/2060
0.02
NextEra Energy Operating Partners L
4.25
09/15/2024
0.01
Fannie Mae REMICS
2.82
09/25/2047
0.01
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.01
Drive Auto Receivables Trust 2019-3
2.90
08/15/2025
0.01
Fannie Mae Pool
6.50
01/01/2034
0.01
Fox Corp
3.05
04/07/2025
0.01
Sino-Ocean Land Treasure IV Ltd
3.25
05/05/2026
0.01
Freddie Mac Gold Pool
7.50
01/01/2032
0.01
Freddie Mac Gold Pool
7.00
03/01/2035
0.01
Government National Mortgage Associ
4.50
09/16/2047
0.01
Citigroup Commercial Mortgage Trust
3.48
05/10/2047
0.01
Connecticut Avenue Securities Trust
5.48
04/25/2031
0.01
Fannie Mae Pool
7.50
01/01/2033
0.01
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.01
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.01
Fannie Mae Pool
7.00
04/01/2034
0.01
JP Morgan Chase Commercial Mortgage
2.43
08/15/2049
0.01
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.01
Fannie Mae Pool
7.00
12/01/2032
0.01
Freddie Mac REMICS
6.50
04/15/2028
0.01
Fannie Mae Pool
7.50
08/01/2033
0.01
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.01
United States Treasury Note/Bond
3.12
08/31/2027
0.01
Residential Mortgage Loan Trust 201
2.63
09/25/2059
0.01
GS Mortgage Securities Trust 2014-G
3.65
01/10/2047
0.01
Morgan Stanley Capital I 2017-HR2
1.01
12/15/2050
0.01
Shimao Group Holdings Ltd
4.75
12/31/2049
0.01
CD 2017-CD6 Mortgage Trust
1.02
11/13/2050
0.01
Chase Mortgage Finance Trust Series
3.03
01/25/2036
0.01
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.01
Fannie Mae Pool
6.00
10/01/2033
0.01
Fannie Mae REMICS
12.89
06/25/2036
0.01
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.01
Fannie Mae Pool
6.50
11/01/2031
0.01
Freddie Mac REMICS
6.00
04/15/2029
0.01
Logan Group Co Ltd
4.25
07/12/2025
0.01
WaMu Mortgage Pass-Through Certific
2.76
12/25/2035
0.01
Government National Mortgage Associ
3.26
10/16/2047
0.01
Drive Auto Receivables Trust
4.30
09/16/2024
0.01
Fannie Mae Pool
5.50
05/01/2036
0.01
Fannie Mae Pool
6.00
05/01/2032
0.01
JP Morgan Mortgage Trust 2007-A1
2.61
07/25/2035
0.01
Fannie Mae Pool
6.00
02/01/2034
0.01
Ginnie Mae I Pool
6.50
02/15/2034
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
0.01
Fannie Mae REMICS
7.00
04/25/2033
0.01
Fannie Mae Pool
7.50
09/01/2032
0.01
Country Garden Holdings Co Ltd
5.40
05/27/2025
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.01
Freddie Mac REMICS
2.23
12/15/2023
0.00
Freddie Mac REMICS
6.00
01/15/2029
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Freddie Mac Gold Pool
7.00
01/01/2033
0.00
Agile Group Holdings Ltd
5.50
05/17/2026
0.00
Bear Stearns ARM Trust 2005-9
0.76
10/25/2035
0.00
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.00
Fannie Mae REMICS
5.00
04/25/2040
0.00
Connecticut Avenue Securities Trust
5.23
09/25/2031
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Fannie Mae Pool
7.00
05/01/2028
0.00
Connecticut Avenue Securities Trust
5.38
08/25/2031
0.00
Ginnie Mae I Pool
6.50
04/15/2033
0.00
Freddie Mac REMICS
3.00
06/15/2027
0.00
WaMu Mortgage Pass-Through Certific
3.02
10/25/2033
0.00
Fannie Mae Pool
6.00
03/01/2033
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Logan Group Co Ltd
7.50
12/31/2049
0.00
Fannie Mae Pool
7.00
10/01/2032
0.00
Freddie Mac REMICS
3.28
01/15/2044
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae REMICS
13.26
03/25/2036
0.00
Citigroup Commercial Mortgage Trust
1.14
11/10/2046
0.00
Freddie Mac Gold Pool
5.00
06/01/2034
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Freddie Mac Gold Pool
5.00
07/01/2033
0.00
Freddie Mac Gold Pool
7.00
10/01/2031
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Fannie Mae REMICS
12.89
06/25/2036
0.00
Government National Mortgage Associ
3.71
04/16/2041
0.00
Citigroup Mortgage Loan Trust Inc
3.38
08/25/2034
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Agile Group Holdings Ltd
5.75
01/02/2025
0.00
Fannie Mae REMICS
3.07
12/25/2042
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Fannie Mae Pool
7.00
11/01/2025
0.00
Freddie Mac REMICS
4.00
06/15/2038
0.00
Chase Home Lending Mortgage Trust 2
4.00
04/25/2049
0.00
Fannie Mae REMICS
3.48
03/25/2042
0.00
Fannie Mae Pool
7.00
08/01/2036
0.00
Freddie Mac REMICS
3.25
05/15/2038
0.00
Government National Mortgage Associ
3.61
04/16/2037
0.00
Fannie Mae REMICS
3.62
02/25/2035
0.00
Fannie Mae REMIC Trust 2004-W5
3.53
02/25/2047
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Fannie Mae Pool
7.00
01/01/2030
0.00
Fannie Mae REMICS
6.50
11/25/2029
0.00
Freddie Mac Gold Pool
5.00
05/01/2034
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Structured Asset Securities Corp Pa
3.45
02/25/2032
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Freddie Mac REMICS
7.50
09/15/2029
0.00
Fannie Mae Pool
8.50
07/01/2030
0.00
Fannie Mae Pool
7.50
02/01/2027
0.00
GSR Mortgage Loan Trust 2005-AR4
3.65
07/25/2035
0.00
Freddie Mac REMICS
3.77
08/15/2031
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Ginnie Mae I Pool
6.50
07/15/2028
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Fannie Mae Pool
7.00
10/01/2029
0.00
WaMu Mortgage Pass-Through Certific
2.99
12/25/2035
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae REMICS
12.89
06/25/2036
0.00
Fannie Mae Pool
8.00
07/01/2032
0.00
Fannie Mae REMICS
4.50
02/25/2043
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Fannie Mae Pool
6.00
04/01/2033
0.00
Ginnie Mae I Pool
6.50
11/15/2032
0.00
Fannie Mae REMICS
3.48
11/25/2033
0.00
Fannie Mae REMICS
4.08
04/25/2032
0.00
Freddie Mac REMICS
8.00
03/15/2030
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Fannie Mae Pool
3.10
05/01/2035
0.00
Freddie Mac REMICS
3.82
03/15/2032
0.00
Fannie Mae REMICS
3.47
10/25/2041
0.00
Fannie Mae Pool
9.00
01/01/2030
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Interest Strip
5.50
11/25/2033
0.00
Fannie Mae Pool
6.50
12/01/2034
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae Pool
7.50
07/01/2032
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Fannie Mae Pool
7.00
02/01/2033
0.00
Freddie Mac REMICS
3.88
01/15/2035
0.00
Fannie Mae Pool
8.50
05/01/2030
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Bear Stearns ARM Trust 2003-6
3.86
08/25/2033
0.00
Ginnie Mae II Pool
8.50
07/20/2027
0.00
Wells Fargo Commercial Mortgage Tru
2.63
05/15/2048
0.00
Angel Oak Mortgage Trust I LLC 2019
3.63
03/25/2049
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Fannie Mae REMICS
2.97
03/25/2035
0.00
Fannie Mae Interest Strip
0.00
09/25/2032
0.00
Fannie Mae REMICS
2.88
10/18/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
Fannie Mae Pool
3.34
11/01/2032
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Banc of America Mortgage 2004-D Tru
3.04
05/25/2034
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Freddie Mac REMICS
3.90
05/15/2035
0.00
Freddie Mac REMICS
3.33
07/15/2035
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Freddie Mac Non Gold Pool
3.65
07/01/2036
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Fannie Mae Pool
6.50
10/01/2035
0.00
Fannie Mae REMICS
5.17
05/25/2033
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Freddie Mac REMICS
3.82
12/15/2031
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Ginnie Mae I Pool
7.00
01/15/2030
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Fannie Mae REMICS
4.87
07/25/2032
0.00
Fannie Mae REMICS
5.52
11/18/2031
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Freddie Mac REMICS
3.77
01/15/2032
0.00
Freddie Mac Gold Pool
8.50
08/17/2026
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Freddie Mac REMICS
5.23
02/15/2029
0.00
Fannie Mae REMICS
5.72
12/18/2032
0.00
Freddie Mac REMICS
3.43
12/15/2039
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Fannie Mae REMICS
6.50
06/25/2023
0.00
Fannie Mae REMICS
3.46
06/25/2037
0.00
Fannie Mae REMICS
4.08
04/25/2032
0.00
Fannie Mae REMICS
3.52
05/25/2035
0.00
GS Mortgage Securities Trust 2013-G
2.68
06/10/2046
0.00
Fannie Mae Pool
7.00
06/01/2031
0.00
Freddie Mac Gold Pool
8.50
06/01/2026
0.00
Fannie Mae REMICS
3.67
05/25/2035
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
5.17
02/25/2033
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
8.00
08/15/2028
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Fannie Mae REMICS
4.92
07/25/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Freddie Mac Non Gold Pool
2.45
01/01/2038
0.00
Freddie Mac REMICS
4.93
06/15/2029
0.00
Fannie Mae REMICS
5.62
03/18/2032
0.00
Fannie Mae Pool
7.50
11/01/2029
0.00
Westlake Automobile Receivables Tru
2.49
10/15/2024
0.00
Fannie Mae Pool
2.65
03/01/2038
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae REMICS
4.92
09/25/2032
0.00
Freddie Mac REMICS
4.18
12/15/2037
0.00
Fannie Mae REMICS
4.92
07/25/2032
0.00
Fannie Mae REMICS
5.02
03/25/2032
0.00
Freddie Mac Non Gold Pool
2.61
02/01/2037
0.00
Freddie Mac REMICS
3.93
02/15/2035
0.00
Fannie Mae REMICS
3.92
04/25/2032
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Fannie Mae REMICS
5.02
04/25/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2026
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Ginnie Mae I Pool
7.00
11/15/2026
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Freddie Mac REMICS
5.28
06/15/2029
0.00
Fannie Mae REMICS
4.92
09/25/2032
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae REMICS
4.82
11/25/2031
0.00
Freddie Mac Gold Pool
6.00
03/01/2023
0.00
Fannie Mae REMICS
4.72
04/25/2032
0.00
Freddie Mac REMICS
3.18
04/15/2038
0.00
Fannie Mae Pool
6.50
11/01/2033
0.00
Fannie Mae REMICS
5.52
12/18/2031
0.00
Fannie Mae REMICS
3.67
03/25/2035
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
4.87
01/25/2032
0.00
Ginnie Mae I Pool
7.50
11/15/2026
0.00
Freddie Mac REMICS
3.32
01/15/2033
0.00
Freddie Mac Gold Pool
7.00
10/25/2024
0.00
Fannie Mae Pool
6.50
07/01/2030
0.00
Ginnie Mae I Pool
7.50
03/15/2026
0.00
Fannie Mae Pool
7.00
12/01/2025
0.00
Freddie Mac REMICS
5.28
09/15/2029
0.00
Fannie Mae REMICS
5.72
12/18/2032
0.00
Fannie Mae Pool
6.50
01/01/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac Gold Pool
8.50
05/01/2024
0.00
Ginnie Mae I Pool
6.50
07/15/2023
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2025
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
2.97
07/25/2038
0.00
Fannie Mae Pool
7.00
05/01/2029
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.50
07/15/2026
0.00
Ginnie Mae I Pool
7.50
11/15/2025
0.00
Ginnie Mae I Pool
6.50
12/15/2023
0.00
Freddie Mac REMICS
3.18
03/15/2024
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Fannie Mae Pool
6.50
11/01/2023
0.00
Ginnie Mae I Pool
7.50
06/15/2026
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
7.00
08/01/2026
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Freddie Mac REMICS
6.32
07/17/2028
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Fannie Mae Pool
7.00
10/01/2030
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
6.50
11/15/2023
0.00
Fannie Mae Pool
7.00
11/01/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
COMM 2012-CCRE5 Mortgage Trust
1.50
12/10/2045
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Ginnie Mae I Pool
7.50
02/15/2024
0.00
Ginnie Mae I Pool
7.50
12/15/2022
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Pool
8.00
12/01/2022
0.00
Ginnie Mae I Pool
7.50
04/15/2024
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Ginnie Mae I Pool
8.00
03/15/2023
0.00
WFRBS Commercial Mortgage Trust 201
1.57
12/15/2045
0.00
Fannie Mae Pool
7.00
07/01/2026
0.00
Freddie Mac REMICS
6.32
07/17/2028
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Ginnie Mae I Pool
8.00
11/15/2022
0.00
Fannie Mae REMICS
3.62
02/25/2024
0.00
Ginnie Mae I Pool
7.50
12/15/2022
0.00
CASH & EQUIVALENTS
0.00
-0.19
as of 09/30/2022
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Pacific Gas and Electric Co | 3.25 | 02/16/2024 | 1.32 |
| Energy Transfer LP | 5.50 | 06/01/2027 | 1.12 |
| Ford Motor Credit Co LLC | 2.30 | 02/10/2025 | 1.08 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 1.04 |
| BX Trust 2021-LGCY | 3.32 | 10/15/2023 | 0.97 |
| BAMLL Commercial Mortgage Securitie | 3.22 | 04/14/2033 | 0.77 |
| STAR 2021-SFR1 Trust | 3.59 | 04/17/2038 | 0.74 |
| Tennessee Gas Pipeline Co LLC | 7.00 | 10/15/2028 | 0.63 |
| Toyota Motor Credit Corp | 4.40 | 09/20/2024 | 0.61 |
| Master Credit Card Trust II | 1.99 | 09/21/2024 | 0.61 |
| Nordea Bank Abp | 4.75 | 09/22/2025 | 0.61 |
| Credit Suisse AG/New York NY | 4.75 | 08/09/2024 | 0.60 |
| Citigroup Inc | 3.53 | 07/01/2026 | 0.59 |
| Aircastle Ltd | 5.00 | 04/01/2023 | 0.58 |
| General Motors Financial Co Inc | 3.50 | 04/07/2025 | 0.58 |
| VICI Properties LP / VICI Note Co I | 5.62 | 05/01/2024 | 0.58 |
| Citizens Bank NA/Providence RI | 4.12 | 05/23/2025 | 0.57 |
| Goldman Sachs Group Inc/The | 3.67 | 03/09/2027 | 0.57 |
| HSBC USA Inc | 3.75 | 05/24/2024 | 0.57 |
| Citigroup Inc | 4.14 | 05/24/2025 | 0.57 |
| COLT 2022-5 Mortgage Loan Trust | 4.55 | 04/25/2067 | 0.57 |
| American Express Co | 3.95 | 08/01/2025 | 0.57 |
| GSK Consumer Healthcare Capital US | 3.02 | 03/24/2024 | 0.57 |
| Toronto-Dominion Bank/The | 3.77 | 06/06/2025 | 0.57 |
| Skandinaviska Enskilda Banken AB | 3.70 | 06/09/2025 | 0.56 |
| Barclays PLC | 5.30 | 08/09/2026 | 0.56 |
| HSBC Holdings PLC | 4.18 | 12/09/2025 | 0.56 |
| GA Global Funding Trust | 3.85 | 04/11/2025 | 0.56 |
| Fells Point Funding Trust | 3.05 | 01/31/2027 | 0.56 |
| Federation des Caisses Desjardins d | 4.40 | 08/23/2025 | 0.56 |
| Eversource Energy | 2.90 | 03/01/2027 | 0.53 |
| Freeport-McMoRan Inc | 4.38 | 08/01/2028 | 0.53 |
| CSMC 2021-INV1Trust | 2.50 | 07/25/2056 | 0.52 |
| Volkswagen Group of America Finance | 3.78 | 06/07/2024 | 0.52 |
| Expedia Group Inc | 4.62 | 08/01/2027 | 0.50 |
| Citizens Financial Group Inc | 4.30 | 12/03/2025 | 0.47 |
| Credit Suisse AG/New York NY | 3.70 | 02/21/2025 | 0.47 |
| Bain Capital Credit CLO 2017-2 Ltd | 3.96 | 07/25/2034 | 0.46 |
| Credit Suisse Group AG | 6.37 | 07/15/2026 | 0.46 |
| Rogers Communications Inc | 3.62 | 12/15/2025 | 0.44 |
| Northwestern Mutual Global Funding | 4.00 | 07/01/2025 | 0.44 |
| BX Commercial Mortgage Trust 2021-V | 3.77 | 09/15/2036 | 0.44 |
| Goldman Sachs Group Inc/The | 3.65 | 12/09/2026 | 0.43 |
| Broadcom Inc | 3.46 | 09/15/2026 | 0.43 |
| Grand Canyon University | 3.25 | 10/01/2023 | 0.41 |
| Capital One Financial Corp | 4.93 | 05/10/2028 | 0.41 |
| JPMorgan Chase & Co | 4.08 | 04/26/2026 | 0.41 |
| Angel Oak Mortgage Trust 2021-7 | 1.98 | 10/25/2066 | 0.41 |
| CSMC 2022-NQM4 Trust | 4.82 | 06/25/2067 | 0.40 |
| Capital One Financial Corp | 4.17 | 05/09/2025 | 0.40 |
| Tencent Holdings Ltd | 3.28 | 04/11/2024 | 0.40 |
| Toyota Motor Credit Corp | 3.65 | 08/18/2025 | 0.40 |
| Devon Energy Corp | 5.88 | 06/15/2028 | 0.39 |
| Netflix Inc | 4.38 | 11/15/2026 | 0.39 |
| Southern Co/The | 4.47 | 08/01/2024 | 0.39 |
| OCP CLO 2020-8R Ltd | 3.96 | 01/17/2032 | 0.38 |
| Meta Platforms Inc | 3.50 | 08/15/2027 | 0.38 |
| Celanese US Holdings LLC | 6.05 | 03/15/2025 | 0.38 |
| Take-Two Interactive Software Inc | 3.30 | 03/28/2024 | 0.38 |
| Citigroup Inc | 5.61 | 09/29/2026 | 0.38 |
| National Australia Bank Ltd/New Yor | 3.50 | 06/09/2025 | 0.38 |
| Take-Two Interactive Software Inc | 3.55 | 04/14/2025 | 0.37 |
| Nordea Bank Abp | 3.60 | 06/06/2025 | 0.37 |
| Toyota Motor Credit Corp | 4.55 | 09/20/2027 | 0.37 |
| UBS Group AG | 4.49 | 05/12/2026 | 0.37 |
| JPMorgan Chase & Co | 3.79 | 04/26/2026 | 0.37 |
| Boeing Co/The | 2.75 | 02/01/2026 | 0.37 |
| Corebridge Financial Inc | 3.50 | 04/04/2025 | 0.37 |
| Warnermedia Holdings Inc | 3.79 | 03/15/2025 | 0.37 |
| Svenska Handelsbanken AB | 3.65 | 06/10/2025 | 0.37 |
| Fidelity National Information Servi | 4.50 | 07/15/2025 | 0.36 |
| Ford Motor Credit Co LLC | 2.70 | 08/10/2026 | 0.36 |
| Banque Federative du Credit Mutuel | 4.52 | 07/13/2025 | 0.36 |
| Celanese US Holdings LLC | 5.90 | 07/05/2024 | 0.36 |
| OBX 2022-NQM8 Trust | 6.10 | 09/25/2062 | 0.36 |
| HSBC Holdings PLC | 3.00 | 03/10/2026 | 0.36 |
| Devon Energy Corp | 5.25 | 10/15/2027 | 0.36 |
| Octagon Investment Partners 49 Ltd | 3.73 | 01/15/2033 | 0.35 |
| Lloyds Banking Group PLC | 4.72 | 08/11/2026 | 0.35 |
| Flagstar Mortgage Trust 2021-11INV | 3.70 | 11/25/2051 | 0.35 |
| Invesco Treasury Portfolio | 0.35 | ||
| Office Properties Income Trust | 4.25 | 05/15/2024 | 0.35 |
| Progress Residential 2022-SFR5 Trus | 4.45 | 06/17/2039 | 0.34 |
| Mitsubishi UFJ Financial Group Inc | 5.06 | 09/12/2025 | 0.34 |
| NextEra Energy Capital Holdings Inc | 4.25 | 09/01/2024 | 0.34 |
| Golub Capital Partners CLO 35B Ltd | 3.90 | 07/20/2029 | 0.34 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.33 |
| United States Treasury Bill | 0.00 | 11/17/2022 | 0.33 |
| Morgan Stanley Capital I Trust 2017 | 3.52 | 11/15/2034 | 0.33 |
| Ross Stores Inc | 4.60 | 04/15/2025 | 0.33 |
| Dell International LLC / EMC Corp | 4.00 | 07/15/2024 | 0.33 |
| Blackstone Secured Lending Fund | 2.75 | 09/16/2026 | 0.32 |
| Microchip Technology Inc | 4.25 | 09/01/2025 | 0.31 |
| AerCap Ireland Capital DAC / AerCap | 1.65 | 10/29/2024 | 0.31 |
| COLT 2021-5 Mortgage Loan Trust | 1.73 | 11/26/2066 | 0.31 |
| KNDL 2019-KNSQ Mortgage Trust | 3.62 | 05/15/2036 | 0.31 |
| T-Mobile USA Inc | 2.25 | 02/15/2026 | 0.31 |
| Goldentree Loan Management US Clo 2 | 3.62 | 11/20/2030 | 0.31 |
| Invesco Government & Agency Portfol | 0.30 | ||
| Ford Motor Credit Co LLC | 3.35 | 11/01/2022 | 0.30 |
| Constellation Brands Inc | 3.60 | 05/09/2024 | 0.30 |
| Huntington Ingalls Industries Inc | 3.84 | 05/01/2025 | 0.30 |
| OHA Loan Funding 2016-1 Ltd | 3.97 | 01/20/2033 | 0.30 |
| Neuberger Berman Loan Advisers CLO | 3.76 | 04/19/2030 | 0.30 |
| Truist Financial Corp | 4.26 | 07/28/2026 | 0.30 |
| Occidental Petroleum Corp | 6.95 | 07/01/2024 | 0.30 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.30 |
| MFA 2021-INV2 Trust | 1.91 | 11/25/2056 | 0.29 |
| KeyBank NA/Cleveland OH | 4.15 | 08/08/2025 | 0.29 |
| Hyundai Capital America | 5.75 | 04/06/2023 | 0.29 |
| Life 2021-BMR Mortgage Trust | 3.52 | 03/15/2038 | 0.29 |
| Angel Oak Mortgage Trust 2022-1 | 2.88 | 12/25/2066 | 0.29 |
| TICP CLO XV Ltd | 3.99 | 04/20/2033 | 0.29 |
| ING Groep NV | 6.50 | 12/31/2049 | 0.28 |
| Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.28 |
| Nissan Motor Co Ltd | 3.04 | 09/15/2023 | 0.28 |
| Banco Santander SA | 5.15 | 08/18/2025 | 0.28 |
| Northern Trust Corp | 4.00 | 05/10/2027 | 0.28 |
| Goldentree Loan Management US CLO 5 | 3.78 | 10/20/2032 | 0.28 |
| JPMorgan Chase & Co | 6.28 | 12/31/2049 | 0.27 |
| Synovus Financial Corp | 5.20 | 08/11/2025 | 0.27 |
| NextEra Energy Capital Holdings Inc | 4.20 | 06/20/2024 | 0.27 |
| GA Global Funding Trust | 0.80 | 09/13/2024 | 0.27 |
| Nissan Motor Acceptance Co LLC | 1.12 | 09/16/2024 | 0.27 |
| American Express Co | 3.38 | 05/03/2024 | 0.27 |
| Connecticut Avenue Securities Trust | 4.38 | 03/25/2042 | 0.27 |
| T-Mobile USA Inc | 2.62 | 04/15/2026 | 0.27 |
| IP Lending IV LTD | 6.05 | 04/28/2027 | 0.26 |
| Berry Global Inc | 1.65 | 01/15/2027 | 0.26 |
| Med Trust 2021-MDLN | 4.27 | 11/15/2038 | 0.26 |
| Constellation Brands Inc | 4.35 | 05/09/2027 | 0.26 |
| VICI Properties LP | 4.38 | 05/15/2025 | 0.26 |
| Textainer Marine Containers VII Ltd | 2.23 | 04/20/2046 | 0.26 |
| Triton Container International Ltd | 2.05 | 04/15/2026 | 0.26 |
| BX Commercial Mortgage Trust 2021-V | 3.52 | 09/15/2036 | 0.26 |
| United Airlines 2020-1 Class A Pass | 5.88 | 10/15/2027 | 0.26 |
| CNH Industrial Capital LLC | 3.95 | 05/23/2025 | 0.26 |
| Netflix Inc | 5.75 | 03/01/2024 | 0.26 |
| PRKCM 2022-AFC2 Trust | 5.33 | 08/25/2057 | 0.25 |
| Swiss Re America Holding Corp | 7.00 | 02/15/2026 | 0.25 |
| Five Corners Funding Trust | 4.42 | 11/15/2023 | 0.25 |
| Warnermedia Holdings Inc | 3.53 | 03/15/2024 | 0.25 |
| CSMC 2022-ATH2 | 4.55 | 05/25/2067 | 0.25 |
| Mizuho Financial Group Cayman 3 Ltd | 4.60 | 03/27/2024 | 0.25 |
| WEC Energy Group Inc | 5.00 | 09/27/2025 | 0.25 |
| BX Commercial Mortgage Trust 2021-V | 4.47 | 09/15/2036 | 0.25 |
| Wells Fargo & Co | 4.54 | 08/15/2026 | 0.25 |
| PACCAR Financial Corp | 4.95 | 10/03/2025 | 0.24 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.24 |
| Wendy's Funding LLC | 3.78 | 06/15/2049 | 0.24 |
| Boeing Co/The | 2.20 | 02/04/2026 | 0.24 |
| Bank of Montreal | 3.70 | 06/07/2025 | 0.24 |
| Danske Bank A/S | 4.30 | 09/12/2023 | 0.24 |
| Kite Realty Group LP | 4.00 | 10/01/2026 | 0.24 |
| Meritage Homes Corp | 6.00 | 06/01/2025 | 0.24 |
| EQT Corp | 5.68 | 10/01/2025 | 0.24 |
| GoldentTree Loan Management US CLO | 3.78 | 01/20/2033 | 0.24 |
| Blackstone Private Credit Fund | 2.35 | 11/22/2024 | 0.24 |
| Dollar General Corp | 4.25 | 09/20/2024 | 0.24 |
| Blackstone Private Credit Fund | 2.70 | 01/15/2025 | 0.24 |
| Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 0.23 |
| Cedar Funding IX CLO Ltd | 3.69 | 04/20/2031 | 0.23 |
| Delaware Life Global Funding | 3.31 | 03/10/2025 | 0.23 |
| Blackstone Private Credit Fund | 2.62 | 12/15/2026 | 0.23 |
| National Rural Utilities Cooperativ | 3.45 | 06/15/2025 | 0.23 |
| OBX 2022-NQM2 Trust | 2.94 | 01/25/2062 | 0.22 |
| Algonquin Power & Utilities Corp | 4.75 | 01/18/2082 | 0.22 |
| Bank of New York Mellon Corp/The | 4.41 | 07/24/2026 | 0.22 |
| Freeport-McMoRan Inc | 4.55 | 11/14/2024 | 0.22 |
| CSMC 2022-ATH1 | 2.87 | 01/25/2067 | 0.22 |
| Northwestern Mutual Global Funding | 4.35 | 09/15/2027 | 0.22 |
| Berry Global Inc | 4.88 | 07/15/2026 | 0.22 |
| BX Trust 2022-LBA6 | 3.85 | 01/15/2039 | 0.22 |
| Bayview MSR Opportunity Master Fund | 3.00 | 11/25/2051 | 0.22 |
| MMAF Equipment Finance LLC 2020-A | 0.97 | 04/09/2027 | 0.22 |
| Ryder System Inc | 4.62 | 06/01/2025 | 0.22 |
| Prosus NV | 3.26 | 01/19/2027 | 0.22 |
| INVESCO LIQUID ASSET CASH MF | 0.22 | ||
| Lithia Motors Inc | 4.62 | 12/15/2027 | 0.21 |
| Block Inc | 2.75 | 06/01/2026 | 0.21 |
| Gray Oak Pipeline LLC | 2.60 | 10/15/2025 | 0.21 |
| Bayview MSR Opportunity Master Fund | 3.00 | 10/25/2051 | 0.21 |
| Verus Securitization Trust 2021-7 | 1.83 | 10/25/2066 | 0.21 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.45 | 07/01/2024 | 0.21 |
| OCP CLO 2017-13 Ltd | 3.47 | 07/15/2030 | 0.21 |
| Onslow Bay Mortgage Loan Trust | 1.96 | 10/25/2061 | 0.21 |
| Netflix Inc | 5.88 | 02/15/2025 | 0.21 |
| POSCO | 2.38 | 01/17/2023 | 0.20 |
| Air Lease Corp | 1.88 | 08/15/2026 | 0.20 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.20 |
| Warnermedia Holdings Inc | 3.43 | 03/15/2024 | 0.20 |
| Bank of America Corp | 2.55 | 02/04/2028 | 0.20 |
| Citigroup Mortgage Loan Trust 2021- | 2.50 | 05/25/2051 | 0.20 |
| Bayer US Finance II LLC | 3.88 | 12/15/2023 | 0.20 |
| Meituan | 2.12 | 10/28/2025 | 0.20 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.20 |
| AerCap Ireland Capital DAC / AerCap | 2.45 | 10/29/2026 | 0.20 |
| Starwood Mortgage Residential Trust | 2.45 | 12/25/2066 | 0.20 |
| Lennar Corp | 4.88 | 12/15/2023 | 0.19 |
| ING Groep NV | 3.98 | 04/01/2027 | 0.19 |
| Comcast Corp | 3.30 | 04/01/2027 | 0.19 |
| Athene Global Funding | 2.95 | 11/12/2026 | 0.19 |
| NextEra Energy Capital Holdings Inc | 4.45 | 06/20/2025 | 0.19 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.19 |
| IP Lending II LTD | 3.65 | 07/15/2025 | 0.19 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.19 |
| DR Horton Inc | 4.75 | 02/15/2023 | 0.19 |
| JPMorgan Chase & Co | 4.60 | 12/31/2049 | 0.19 |
| GS Mortgage-Backed Securities Trust | 2.50 | 12/25/2051 | 0.18 |
| American Tower Corp | 3.00 | 06/15/2023 | 0.18 |
| Deutsche Bank AG/New York NY | 3.96 | 11/26/2025 | 0.18 |
| WFRBS Commercial Mortgage Trust 201 | 5.15 | 09/15/2046 | 0.18 |
| OBX 2022-NQM1 Trust | 2.31 | 11/25/2061 | 0.18 |
| Komatsu Finance America Inc | 5.50 | 10/06/2027 | 0.18 |
| Global Payments Inc | 4.00 | 06/01/2023 | 0.18 |
| Welltower Inc | 3.62 | 03/15/2024 | 0.18 |
| Enbridge Inc | 3.30 | 02/16/2024 | 0.18 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.18 |
| CSMC 2021-NQM2 | 1.18 | 02/25/2066 | 0.18 |
| Harley-Davidson Financial Services | 3.35 | 06/08/2025 | 0.18 |
| Bank of America Corp | 3.86 | 07/23/2024 | 0.17 |
| Constellation Energy Generation LLC | 3.25 | 06/01/2025 | 0.17 |
| Dominion Energy Inc | 3.07 | 08/15/2024 | 0.17 |
| AutoZone Inc | 3.62 | 04/15/2025 | 0.17 |
| KNDL 2019-KNSQ Mortgage Trust | 3.87 | 05/15/2036 | 0.17 |
| Workday Inc | 3.50 | 04/01/2027 | 0.17 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.17 |
| Med Trust 2021-MDLN | 3.77 | 11/15/2038 | 0.16 |
| Oceanview Mortgage Trust 2021-INV3 | 2.50 | 07/25/2051 | 0.16 |
| Intercontinental Exchange Inc | 4.00 | 09/15/2027 | 0.16 |
| COLT 2022-2 Mortgage Loan Trust | 2.99 | 02/25/2067 | 0.16 |
| Morgan Stanley Capital I Trust 2017 | 3.67 | 11/15/2034 | 0.16 |
| BMW US Capital LLC | 3.25 | 04/01/2025 | 0.16 |
| ONEOK Partners LP | 4.90 | 03/15/2025 | 0.16 |
| Textron Inc | 4.30 | 03/01/2024 | 0.16 |
| Bahamas Government International Bo | 9.00 | 06/16/2029 | 0.16 |
| Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.16 |
| COLT 2022-1 Mortgage Loan Trust | 2.28 | 12/27/2066 | 0.16 |
| KeyCorp | 3.88 | 05/23/2025 | 0.16 |
| Avient Corp | 5.25 | 03/15/2023 | 0.15 |
| Warnermedia Holdings Inc | 3.64 | 03/15/2025 | 0.15 |
| CSMC 2020-AFC1 Trust | 2.24 | 02/25/2050 | 0.15 |
| IP Lending III LTD | 3.38 | 11/02/2026 | 0.15 |
| Capital One Financial Corp | 3.20 | 01/30/2023 | 0.15 |
| PPM CLO 3 Ltd | 3.83 | 04/17/2034 | 0.15 |
| Sonic Capital LLC | 2.19 | 08/20/2051 | 0.15 |
| Truist Financial Corp | 4.12 | 06/06/2028 | 0.15 |
| OBX 2022-NQM2 Trust | 2.78 | 01/25/2062 | 0.15 |
| Plains All American Pipeline LP / P | 3.85 | 10/15/2023 | 0.15 |
| OBX 2022-NQM7 Trust | 5.11 | 08/25/2062 | 0.15 |
| NXP BV / NXP Funding LLC / NXP USA | 4.40 | 06/01/2027 | 0.15 |
| Humana Inc | 2.90 | 12/15/2022 | 0.15 |
| Canadian Natural Resources Ltd | 2.95 | 01/15/2023 | 0.15 |
| Mylan Inc | 3.12 | 01/15/2023 | 0.15 |
| Schlumberger Holdings Corp | 3.75 | 05/01/2024 | 0.15 |
| Energy Transfer LP | 2.90 | 05/15/2025 | 0.15 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.15 |
| Energy Transfer LP | 5.88 | 01/15/2024 | 0.15 |
| New Residential Mortgage Loan Trust | 3.08 | 03/27/2062 | 0.15 |
| ArcelorMittal SA | 3.60 | 07/16/2024 | 0.15 |
| NRG Energy Inc | 3.75 | 06/15/2024 | 0.15 |
| Nordea Bank Abp | 5.38 | 09/22/2027 | 0.15 |
| Hercules Capital Inc | 3.38 | 01/20/2027 | 0.15 |
| Takeda Pharmaceutical Co Ltd | 4.40 | 11/26/2023 | 0.15 |
| Verus Securitization Trust 2022-1 | 2.72 | 01/25/2067 | 0.15 |
| Conagra Brands Inc | 4.30 | 05/01/2024 | 0.15 |
| ONEOK Inc | 5.85 | 01/15/2026 | 0.15 |
| British Telecommunications PLC | 4.50 | 12/04/2023 | 0.15 |
| 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 |
| EDP Finance BV | 3.62 | 07/15/2024 | 0.14 |
| Marvell Technology Inc | 4.20 | 06/22/2023 | 0.14 |
| Air Lease Corp | 2.30 | 02/01/2025 | 0.14 |
| WPP Finance 2010 | 3.75 | 09/19/2024 | 0.14 |
| Microchip Technology Inc | 4.33 | 06/01/2023 | 0.14 |
| Swedbank AB | 3.36 | 04/04/2025 | 0.14 |
| Fiserv Inc | 3.80 | 10/01/2023 | 0.14 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.14 |
| Charter Communications Operating LL | 4.50 | 02/01/2024 | 0.14 |
| Alliant Energy Finance LLC | 3.75 | 06/15/2023 | 0.14 |
| Westinghouse Air Brake Technologies | 4.40 | 03/15/2024 | 0.14 |
| Ellington Financial Mortgage Trust | 2.21 | 01/25/2067 | 0.14 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 08/25/2051 | 0.14 |
| Connecticut Avenue Securities Trust | 4.28 | 03/25/2042 | 0.14 |
| Life 2021-BMR Mortgage Trust | 3.70 | 03/15/2038 | 0.14 |
| Celanese US Holdings LLC | 3.50 | 05/08/2024 | 0.14 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 10/25/2051 | 0.14 |
| GLP Capital LP / GLP Financing II I | 3.35 | 09/01/2024 | 0.14 |
| General Motors Financial Co Inc | 5.00 | 04/09/2027 | 0.14 |
| BX Commercial Mortgage Trust 2021-A | 3.67 | 11/15/2038 | 0.14 |
| Virginia Electric and Power Co | 3.75 | 05/15/2027 | 0.13 |
| BX Trust 2022-LBA6 | 4.15 | 01/15/2039 | 0.13 |
| Goldman Sachs Group Inc/The | 2.64 | 02/24/2028 | 0.13 |
| Cintas Corp No 2 | 3.45 | 05/01/2025 | 0.13 |
| Weir Group PLC/The | 2.20 | 05/13/2026 | 0.13 |
| Kia Corp | 2.75 | 02/14/2027 | 0.13 |
| Credit Suisse Group AG | 2.59 | 09/11/2025 | 0.13 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.13 |
| Progress Residential 2021-SFR10 Tru | 2.39 | 12/17/2040 | 0.13 |
| RUN 2022-NQM1 Trust | 4.00 | 03/25/2067 | 0.13 |
| Tampa Electric Co | 3.88 | 07/12/2024 | 0.13 |
| Hanesbrands Inc | 4.62 | 05/15/2024 | 0.13 |
| Citigroup Inc | 4.70 | 12/31/2049 | 0.13 |
| Nordea Bank Abp | 6.62 | 12/31/2059 | 0.12 |
| Packaging Corp of America | 3.65 | 09/15/2024 | 0.12 |
| OBX 2022-NQM2 Trust | 3.38 | 01/25/2062 | 0.12 |
| Kinder Morgan Inc | 3.15 | 01/15/2023 | 0.12 |
| OWL Rock Core Income Corp | 4.70 | 02/08/2027 | 0.12 |
| Synchrony Financial | 4.25 | 08/15/2024 | 0.12 |
| Angel Oak Mortgage Trust 2021-3 | 1.07 | 05/25/2066 | 0.12 |
| Adani Green Energy Ltd | 4.38 | 09/08/2024 | 0.12 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.40 | 07/01/2027 | 0.12 |
| Santander Holdings USA Inc | 3.50 | 06/07/2024 | 0.12 |
| Aramark Services Inc | 5.00 | 04/01/2025 | 0.12 |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 02/15/2023 | 0.12 |
| ICG US CLO 2016-1 Ltd | 4.06 | 04/29/2034 | 0.12 |
| Bank of Montreal | 3.30 | 02/05/2024 | 0.12 |
| GSK Consumer Healthcare Capital US | 3.38 | 03/24/2027 | 0.12 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.12 |
| United States Treasury Note/Bond | 3.50 | 09/15/2025 | 0.12 |
| Equitable Holdings Inc | 3.90 | 04/20/2023 | 0.12 |
| Take-Two Interactive Software Inc | 3.70 | 04/14/2027 | 0.12 |
| Freddie Mac STACR REMIC Trust 2022- | 4.58 | 08/25/2042 | 0.11 |
| Blackstone Private Credit Fund | 7.05 | 09/29/2025 | 0.11 |
| Energy Transfer LP | 4.25 | 03/15/2023 | 0.11 |
| Willis North America Inc | 4.65 | 06/15/2027 | 0.11 |
| HSBC Holdings PLC | 3.95 | 05/18/2024 | 0.11 |
| BBVA Bancomer SA/Texas | 1.88 | 09/18/2025 | 0.11 |
| Duke Energy Corp | 4.30 | 03/15/2028 | 0.11 |
| Morgan Stanley Capital I Trust 2017 | 3.82 | 11/15/2034 | 0.11 |
| American Airlines 2021-1 Class B Pa | 3.95 | 07/11/2030 | 0.11 |
| BP Capital Markets PLC | 4.38 | 12/31/2099 | 0.11 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.11 |
| GS Mortgage Securities Corp Trust 2 | 3.58 | 08/15/2036 | 0.11 |
| BX Commercial Mortgage Trust 2021-V | 3.92 | 09/15/2036 | 0.11 |
| CSMC 2022-ATH1 | 3.35 | 01/25/2067 | 0.10 |
| Vistra Operations Co LLC | 3.55 | 07/15/2024 | 0.10 |
| Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.10 |
| Verus Securitization Trust 2021-1 | 1.31 | 01/25/2066 | 0.10 |
| Cargill Inc | 3.62 | 04/22/2027 | 0.10 |
| Bank of America Corp | 3.00 | 12/20/2023 | 0.10 |
| HSBC Holdings PLC | 3.28 | 11/22/2024 | 0.10 |
| Galaxy Pipeline Assets Bidco Ltd | 2.16 | 03/31/2034 | 0.10 |
| Southern Co/The | 3.75 | 09/15/2051 | 0.10 |
| FREMF 2013-K25 Mortgage Trust | 3.75 | 11/25/2045 | 0.10 |
| CIFC Funding 2014-V Ltd | 3.94 | 10/17/2031 | 0.10 |
| CIFC Funding 2016-I Ltd | 3.81 | 10/21/2031 | 0.10 |
| Sherwin-Williams Co/The | 4.25 | 08/08/2025 | 0.10 |
| JP Morgan Chase Commercial Mortgage | 4.52 | 12/15/2046 | 0.09 |
| BX Commercial Mortgage Trust 2021-X | 3.82 | 10/15/2038 | 0.09 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.09 |
| Enterprise Products Operating LLC | 5.91 | 08/16/2077 | 0.09 |
| Verus Securitization Trust 2022-7 | 5.15 | 07/25/2067 | 0.09 |
| Verus Securitization Trust 2021-R1 | 0.82 | 10/25/2063 | 0.09 |
| Credit Suisse AG/New York NY | 2.95 | 04/09/2025 | 0.09 |
| Apache Corp | 7.75 | 12/15/2029 | 0.09 |
| WEC Energy Group Inc | 5.15 | 10/01/2027 | 0.09 |
| Textainer Marine Containers Ltd | 1.94 | 08/20/2046 | 0.09 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.08 |
| Interpublic Group of Cos Inc/The | 4.20 | 04/15/2024 | 0.08 |
| Apollo Management Holdings LP | 4.95 | 01/14/2050 | 0.08 |
| Ryder System Inc | 4.30 | 06/15/2027 | 0.08 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.08 |
| Synovus Financial Corp | 3.12 | 11/01/2022 | 0.08 |
| Becton Dickinson and Co | 3.36 | 06/06/2024 | 0.08 |
| Americredit Automobile Receivables | 3.74 | 10/18/2024 | 0.08 |
| Dell International LLC / EMC Corp | 5.85 | 07/15/2025 | 0.08 |
| PNC Financial Services Group Inc/Th | 0.08 | ||
| FREMF 2013-K29 Mortgage Trust | 3.59 | 05/25/2046 | 0.08 |
| United Airlines 2016-2 Class B Pass | 3.65 | 10/07/2025 | 0.08 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.08 |
| Credit Suisse AG | 6.50 | 08/08/2023 | 0.08 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.07 |
| Flagstar Mortgage Trust 2021-8INV | 2.50 | 09/25/2051 | 0.07 |
| NatWest Group PLC | 5.52 | 09/30/2028 | 0.07 |
| MMAF Equipment Finance LLC 2020-A | 0.74 | 04/09/2024 | 0.07 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.07 |
| VeriSign Inc | 5.25 | 04/01/2025 | 0.07 |
| BX Trust 2022-LBA6 | 4.45 | 01/15/2039 | 0.07 |
| BRAVO Residential Funding Trust 202 | 0.97 | 03/25/2060 | 0.07 |
| EQT Corp | 3.12 | 05/15/2026 | 0.07 |
| Sierra Timeshare 2019-3 Receivables | 2.34 | 08/20/2036 | 0.07 |
| Freddie Mac STACR REMIC Trust 2022- | 4.44 | 09/25/2042 | 0.07 |
| United States Treasury Note/Bond | 3.25 | 08/31/2024 | 0.07 |
| Hercules Capital Inc | 2.62 | 09/16/2026 | 0.07 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.07 |
| Vontier Corp | 1.80 | 04/01/2026 | 0.07 |
| Danske Bank A/S | 3.24 | 12/20/2025 | 0.07 |
| Dryden 93 CLO Ltd | 3.59 | 01/15/2034 | 0.07 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.07 |
| FREMF 2013-K26 Mortgage Trust | 3.69 | 12/25/2045 | 0.07 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.07 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.06 |
| Angel Oak Mortgage Trust 2020-5 | 1.37 | 05/25/2065 | 0.06 |
| Hilton Grand Vacations Trust 2019-A | 2.34 | 07/25/2033 | 0.06 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.06 |
| Daimler Trucks Finance North Americ | 3.65 | 04/07/2027 | 0.06 |
| Simon Property Group LP | 3.50 | 09/01/2025 | 0.06 |
| Visio 2020-1R Trust | 1.31 | 11/25/2055 | 0.06 |
| Hertz Vehicle Financing LLC | 1.21 | 12/26/2025 | 0.06 |
| Volkswagen Group of America Finance | 4.35 | 06/08/2027 | 0.06 |
| Verus Securitization Trust 2021-2 | 1.03 | 02/25/2066 | 0.06 |
| Starwood Mortgage Residential Trust | 1.03 | 11/25/2055 | 0.06 |
| CCG Receivables Trust 2019-2 | 2.55 | 03/15/2027 | 0.06 |
| Sirius XM Radio Inc | 3.12 | 09/01/2026 | 0.06 |
| JPMorgan Chase & Co | 5.60 | 12/31/2049 | 0.06 |
| FREMF 2017-K724 Mortgage Trust | 5.26 | 12/25/2049 | 0.06 |
| Ameriprise Financial Inc | 3.00 | 04/02/2025 | 0.06 |
| Americredit Automobile Receivables | 2.74 | 04/18/2025 | 0.05 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.05 |
| Freddie Mac Structured Agency Credi | 7.33 | 11/25/2023 | 0.05 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.05 |
| Fannie Mae REMICS | 5.50 | 04/25/2035 | 0.05 |
| United Airlines Inc | 4.38 | 04/15/2026 | 0.05 |
| Ellington Financial Mortgage Trust | 0.80 | 02/25/2066 | 0.05 |
| Carmax Auto Owner Trust 2018-4 | 3.85 | 07/15/2024 | 0.05 |
| Office Properties Income Trust | 2.65 | 06/15/2026 | 0.05 |
| Leidos Inc | 3.62 | 05/15/2025 | 0.05 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.05 |
| Fox Corp | 4.03 | 01/25/2024 | 0.05 |
| Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.05 |
| Freddie Mac REMICS | 5.00 | 08/15/2035 | 0.04 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.04 |
| CSMC 2021-NQM1 | 0.81 | 05/25/2065 | 0.04 |
| Fannie Mae Connecticut Avenue Secur | 9.08 | 09/25/2028 | 0.04 |
| Goldman Sachs Group Inc/The | 3.69 | 09/10/2027 | 0.04 |
| FREMF 2013-K30 Mortgage Trust | 3.67 | 06/25/2045 | 0.04 |
| Sealed Air Corp | 5.50 | 09/15/2025 | 0.04 |
| Angel Oak Mortgage Trust 2020-1 | 2.16 | 12/25/2059 | 0.04 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.04 |
| Residential Mortgage Loan Trust 202 | 2.38 | 01/26/2060 | 0.04 |
| Credit Suisse Mortgage Capital Cert | 1.62 | 04/25/2065 | 0.03 |
| Ball Corp | 4.88 | 03/15/2026 | 0.03 |
| Fannie Mae REMICS | 5.50 | 03/25/2037 | 0.03 |
| Greentown China Holdings Ltd | 4.70 | 04/29/2025 | 0.03 |
| Swedbank AB | 3.88 | 04/04/2025 | 0.03 |
| Citigroup Commercial Mortgage Trust | 1.22 | 10/12/2050 | 0.03 |
| GCAT 2020-NQM2 Trust | 1.55 | 04/25/2065 | 0.03 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.03 |
| Freddie Mac Structured Agency Credi | 7.58 | 02/25/2024 | 0.03 |
| Newell Brands Inc | 4.10 | 04/01/2023 | 0.03 |
| Phillips 66 | 3.70 | 04/06/2023 | 0.03 |
| Fannie Mae Pool | 6.00 | 03/01/2037 | 0.03 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.03 |
| British Airways 2019-1 Class A Pass | 3.35 | 06/15/2029 | 0.03 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.03 |
| Towd Point Mortgage Trust 2017-2 | 2.75 | 04/25/2057 | 0.03 |
| Hertz Vehicle Financing LLC | 1.56 | 12/26/2025 | 0.03 |
| Sequoia Mortgage Trust 2013-6 | 3.00 | 05/25/2043 | 0.03 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.02 |
| JPMBB Commercial Mortgage Securitie | 1.29 | 02/15/2048 | 0.02 |
| VeriSign Inc | 4.75 | 07/15/2027 | 0.02 |
| FREMF 2013-K27 Mortgage Trust | 3.61 | 01/25/2046 | 0.02 |
| FREMF 2013-K28 Mortgage Trust | 3.60 | 06/25/2046 | 0.02 |
| Freddie Mac Structured Agency Credi | 7.08 | 08/25/2024 | 0.02 |
| Agile Group Holdings Ltd | 6.05 | 10/13/2025 | 0.02 |
| Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.02 |
| Toll Brothers Finance Corp | 4.88 | 11/15/2025 | 0.02 |
| Citigroup Mortgage Loan Trust 2006- | 3.15 | 10/25/2035 | 0.02 |
| Sino-Ocean Land Treasure Finance I | 6.00 | 07/30/2024 | 0.02 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.02 |
| United States Treasury Bill | 0.00 | 03/09/2023 | 0.02 |
| Benchmark 2018-B1 Mortgage Trust | 0.68 | 01/15/2051 | 0.02 |
| Wells Fargo Commercial Mortgage Tru | 1.01 | 12/15/2050 | 0.02 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.02 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.02 |
| UBS Commercial Mortgage Trust 2017- | 1.19 | 11/15/2050 | 0.02 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.02 |
| STACR Trust 2018-HRP1 | 4.73 | 04/25/2043 | 0.02 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.02 |
| Verus Securitization Trust 2020-INV | 0.33 | 03/25/2060 | 0.02 |
| NextEra Energy Operating Partners L | 4.25 | 09/15/2024 | 0.01 |
| Fannie Mae REMICS | 2.82 | 09/25/2047 | 0.01 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.01 |
| Drive Auto Receivables Trust 2019-3 | 2.90 | 08/15/2025 | 0.01 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.01 |
| Fox Corp | 3.05 | 04/07/2025 | 0.01 |
| Sino-Ocean Land Treasure IV Ltd | 3.25 | 05/05/2026 | 0.01 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.01 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.01 |
| Citigroup Commercial Mortgage Trust | 3.48 | 05/10/2047 | 0.01 |
| Connecticut Avenue Securities Trust | 5.48 | 04/25/2031 | 0.01 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.01 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.01 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.01 |
| JP Morgan Chase Commercial Mortgage | 2.43 | 08/15/2049 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.01 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.01 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.01 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.01 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.01 |
| United States Treasury Note/Bond | 3.12 | 08/31/2027 | 0.01 |
| Residential Mortgage Loan Trust 201 | 2.63 | 09/25/2059 | 0.01 |
| GS Mortgage Securities Trust 2014-G | 3.65 | 01/10/2047 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 1.01 | 12/15/2050 | 0.01 |
| Shimao Group Holdings Ltd | 4.75 | 12/31/2049 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 1.02 | 11/13/2050 | 0.01 |
| Chase Mortgage Finance Trust Series | 3.03 | 01/25/2036 | 0.01 |
| Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.01 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.01 |
| Fannie Mae REMICS | 12.89 | 06/25/2036 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.01 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.01 |
| Logan Group Co Ltd | 4.25 | 07/12/2025 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 2.76 | 12/25/2035 | 0.01 |
| Government National Mortgage Associ | 3.26 | 10/16/2047 | 0.01 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2032 | 0.01 |
| JP Morgan Mortgage Trust 2007-A1 | 2.61 | 07/25/2035 | 0.01 |
| Fannie Mae Pool | 6.00 | 02/01/2034 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 02/15/2034 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.01 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.01 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.01 |
| Country Garden Holdings Co Ltd | 5.40 | 05/27/2025 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.01 |
| Freddie Mac REMICS | 2.23 | 12/15/2023 | 0.00 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.00 |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2033 | 0.00 |
| Agile Group Holdings Ltd | 5.50 | 05/17/2026 | 0.00 |
| Bear Stearns ARM Trust 2005-9 | 0.76 | 10/25/2035 | 0.00 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.00 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.00 |
| Connecticut Avenue Securities Trust | 5.23 | 09/25/2031 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2028 | 0.00 |
| Connecticut Avenue Securities Trust | 5.38 | 08/25/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2033 | 0.00 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 3.02 | 10/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| Logan Group Co Ltd | 7.50 | 12/31/2049 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.00 |
| Freddie Mac REMICS | 3.28 | 01/15/2044 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Fannie Mae REMICS | 13.26 | 03/25/2036 | 0.00 |
| Citigroup Commercial Mortgage Trust | 1.14 | 11/10/2046 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2034 | 0.00 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Fannie Mae REMICS | 12.89 | 06/25/2036 | 0.00 |
| Government National Mortgage Associ | 3.71 | 04/16/2041 | 0.00 |
| Citigroup Mortgage Loan Trust Inc | 3.38 | 08/25/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Agile Group Holdings Ltd | 5.75 | 01/02/2025 | 0.00 |
| Fannie Mae REMICS | 3.07 | 12/25/2042 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2025 | 0.00 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.00 |
| Chase Home Lending Mortgage Trust 2 | 4.00 | 04/25/2049 | 0.00 |
| Fannie Mae REMICS | 3.48 | 03/25/2042 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2036 | 0.00 |
| Freddie Mac REMICS | 3.25 | 05/15/2038 | 0.00 |
| Government National Mortgage Associ | 3.61 | 04/16/2037 | 0.00 |
| Fannie Mae REMICS | 3.62 | 02/25/2035 | 0.00 |
| Fannie Mae REMIC Trust 2004-W5 | 3.53 | 02/25/2047 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.00 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 05/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Structured Asset Securities Corp Pa | 3.45 | 02/25/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
| Freddie Mac REMICS | 7.50 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2030 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.65 | 07/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.77 | 08/15/2031 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2028 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2029 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 2.99 | 12/25/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae REMICS | 12.89 | 06/25/2036 | 0.00 |
| Fannie Mae Pool | 8.00 | 07/01/2032 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.00 |
| Fannie Mae REMICS | 3.48 | 11/25/2033 | 0.00 |
| Fannie Mae REMICS | 4.08 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
| Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
| Fannie Mae Pool | 3.10 | 05/01/2035 | 0.00 |
| Freddie Mac REMICS | 3.82 | 03/15/2032 | 0.00 |
| Fannie Mae REMICS | 3.47 | 10/25/2041 | 0.00 |
| Fannie Mae Pool | 9.00 | 01/01/2030 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae Pool | 7.50 | 07/01/2032 | 0.00 |
| Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.00 |
| Freddie Mac REMICS | 3.88 | 01/15/2035 | 0.00 |
| Fannie Mae Pool | 8.50 | 05/01/2030 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Bear Stearns ARM Trust 2003-6 | 3.86 | 08/25/2033 | 0.00 |
| Ginnie Mae II Pool | 8.50 | 07/20/2027 | 0.00 |
| Wells Fargo Commercial Mortgage Tru | 2.63 | 05/15/2048 | 0.00 |
| Angel Oak Mortgage Trust I LLC 2019 | 3.63 | 03/25/2049 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Fannie Mae REMICS | 2.97 | 03/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.88 | 10/18/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| Fannie Mae Pool | 3.34 | 11/01/2032 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Banc of America Mortgage 2004-D Tru | 3.04 | 05/25/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.90 | 05/15/2035 | 0.00 |
| Freddie Mac REMICS | 3.33 | 07/15/2035 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Freddie Mac Non Gold Pool | 3.65 | 07/01/2036 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2035 | 0.00 |
| Fannie Mae REMICS | 5.17 | 05/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.82 | 12/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Fannie Mae REMICS | 4.87 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 5.52 | 11/18/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Freddie Mac REMICS | 3.77 | 01/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/17/2026 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Freddie Mac REMICS | 5.23 | 02/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.72 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 3.43 | 12/15/2039 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
| Fannie Mae REMICS | 6.50 | 06/25/2023 | 0.00 |
| Fannie Mae REMICS | 3.46 | 06/25/2037 | 0.00 |
| Fannie Mae REMICS | 4.08 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.52 | 05/25/2035 | 0.00 |
| GS Mortgage Securities Trust 2013-G | 2.68 | 06/10/2046 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 06/01/2026 | 0.00 |
| Fannie Mae REMICS | 3.67 | 05/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 5.17 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Fannie Mae REMICS | 4.92 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Freddie Mac Non Gold Pool | 2.45 | 01/01/2038 | 0.00 |
| Freddie Mac REMICS | 4.93 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.62 | 03/18/2032 | 0.00 |
| Fannie Mae Pool | 7.50 | 11/01/2029 | 0.00 |
| Westlake Automobile Receivables Tru | 2.49 | 10/15/2024 | 0.00 |
| Fannie Mae Pool | 2.65 | 03/01/2038 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae REMICS | 4.92 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 4.18 | 12/15/2037 | 0.00 |
| Fannie Mae REMICS | 4.92 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 5.02 | 03/25/2032 | 0.00 |
| Freddie Mac Non Gold Pool | 2.61 | 02/01/2037 | 0.00 |
| Freddie Mac REMICS | 3.93 | 02/15/2035 | 0.00 |
| Fannie Mae REMICS | 3.92 | 04/25/2032 | 0.00 |
| Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Fannie Mae REMICS | 5.02 | 04/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2026 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Freddie Mac REMICS | 5.28 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 4.92 | 09/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.82 | 11/25/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2023 | 0.00 |
| Fannie Mae REMICS | 4.72 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 3.18 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2033 | 0.00 |
| Fannie Mae REMICS | 5.52 | 12/18/2031 | 0.00 |
| Fannie Mae REMICS | 3.67 | 03/25/2035 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.87 | 01/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 11/15/2026 | 0.00 |
| Freddie Mac REMICS | 3.32 | 01/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 03/15/2026 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2025 | 0.00 |
| Freddie Mac REMICS | 5.28 | 09/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.72 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 05/01/2024 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2023 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2025 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.97 | 07/25/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 11/15/2025 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2023 | 0.00 |
| Freddie Mac REMICS | 3.18 | 03/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.32 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| COMM 2012-CCRE5 Mortgage Trust | 1.50 | 12/10/2045 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 02/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 12/15/2022 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae Pool | 8.00 | 12/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 04/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 03/15/2023 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 1.57 | 12/15/2045 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2026 | 0.00 |
| Freddie Mac REMICS | 6.32 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2022 | 0.00 |
| Fannie Mae REMICS | 3.62 | 02/25/2024 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 12/15/2022 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | -0.19 |
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