Invesco Short Term Bond Fund
as of 12/31/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Energy Transfer LP
5.50
06/01/2027
1.21
Ford Motor Credit Co LLC
2.30
02/10/2025
1.17
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
1.11
BX Trust 2021-LGCY
4.82
10/15/2036
1.04
Avis Budget Rental Car Funding AESO
6.12
04/20/2027
0.84
BAMLL Commercial Mortgage Securitie
3.22
04/14/2033
0.80
STAR 2021-SFR1 Trust
4.94
04/17/2038
0.77
United States Treasury Note/Bond
3.88
11/30/2027
0.73
Tennessee Gas Pipeline Co LLC
7.00
10/15/2028
0.69
Caterpillar Financial Services Corp
4.90
01/17/2025
0.65
Nordea Bank Abp
4.75
09/22/2025
0.65
Master Credit Card Trust II
1.99
09/21/2024
0.65
Toyota Motor Credit Corp
4.40
09/20/2024
0.64
JPMorgan Chase & Co
5.55
12/15/2025
0.64
Citigroup Inc
4.99
07/01/2026
0.63
United States Treasury Note/Bond
4.00
12/15/2025
0.63
Credit Suisse AG/New York NY
4.75
08/09/2024
0.62
Aircastle Ltd
5.00
04/01/2023
0.62
Barclays PLC
5.30
08/09/2026
0.61
VICI Properties LP / VICI Note Co I
5.62
05/01/2024
0.61
Citigroup Inc
4.14
05/24/2025
0.61
Citizens Bank NA/Providence RI
4.12
05/23/2025
0.60
Philip Morris International Inc
5.12
11/15/2024
0.60
HSBC Holdings PLC
4.18
12/09/2025
0.60
COLT 2022-5 Mortgage Loan Trust
4.55
04/25/2067
0.60
Federation des Caisses Desjardins d
4.40
08/23/2025
0.59
Freeport-McMoRan Inc
4.38
08/01/2028
0.58
Invesco Treasury Portfolio
0.56
Expedia Group Inc
4.62
08/01/2027
0.54
Pacific Gas and Electric Co
3.25
02/16/2024
0.54
CSMC 2021-INV1Trust
2.50
07/25/2056
0.53
Citizens Financial Group Inc
4.30
12/03/2025
0.50
Bain Capital Credit CLO 2017-2 Ltd
5.54
07/25/2034
0.50
Carmax Auto Owner Trust 2022-4
5.70
07/17/2028
0.50
Invesco Government & Agency Portfol
0.49
Credit Suisse Group AG
6.37
07/15/2026
0.47
BX Commercial Mortgage Trust 2021-V
5.27
09/15/2036
0.46
HSBC Holdings PLC
7.34
11/03/2026
0.45
JPMorgan Chase & Co
4.08
04/26/2026
0.44
General Mills Inc
5.24
11/18/2025
0.43
Capital One Financial Corp
4.17
05/09/2025
0.43
Tencent Holdings Ltd
3.28
04/11/2024
0.42
Netflix Inc
4.38
11/15/2026
0.42
Devon Energy Corp
5.88
06/15/2028
0.42
CSMC 2022-NQM4 Trust
4.82
06/25/2067
0.41
Angel Oak Mortgage Trust 2021-7
1.98
10/25/2066
0.41
OCP CLO 2020-8R Ltd
5.30
01/17/2032
0.41
Southern Co/The
4.47
08/01/2024
0.41
Citigroup Inc
5.61
09/29/2026
0.40
Ford Motor Credit Co LLC
2.70
08/10/2026
0.40
UBS Group AG
4.49
05/12/2026
0.40
Toyota Motor Credit Corp
4.55
09/20/2027
0.40
Citizens Bank NA/Providence RI
6.06
10/24/2025
0.40
Goldman Sachs Group Inc/The
5.07
12/09/2026
0.39
HSBC USA Inc
3.75
05/24/2024
0.39
American Express Co
3.95
08/01/2025
0.39
Celanese US Holdings LLC
5.90
07/05/2024
0.39
General Motors Financial Co Inc
6.05
10/10/2025
0.39
Banque Federative du Credit Mutuel
4.52
07/13/2025
0.39
Fidelity National Information Servi
4.50
07/15/2025
0.39
Toronto-Dominion Bank/The
3.77
06/06/2025
0.39
Skandinaviska Enskilda Banken AB
3.70
06/09/2025
0.38
Manufacturers & Traders Trust Co
5.40
11/21/2025
0.38
Northwestern Mutual Global Funding
4.00
07/01/2025
0.38
GA Global Funding Trust
3.85
04/11/2025
0.38
Octagon Investment Partners 49 Ltd
5.30
01/15/2033
0.38
IP Lending VII LTD
8.00
10/11/2027
0.38
Office Properties Income Trust
4.25
05/15/2024
0.38
OBX 2022-NQM8 Trust
6.10
09/25/2062
0.37
Devon Energy Corp
5.25
10/15/2027
0.37
Fifth Third Bank NA
5.85
10/27/2025
0.36
Mitsubishi UFJ Financial Group Inc
5.06
09/12/2025
0.36
US Bancorp
5.73
10/21/2026
0.36
Flagstar Mortgage Trust 2021-11INV
3.70
11/25/2051
0.36
NextEra Energy Capital Holdings Inc
4.25
09/01/2024
0.36
Progress Residential 2022-SFR5 Trus
4.45
06/17/2039
0.36
Golub Capital Partners CLO 35B Ltd
5.43
07/20/2029
0.35
INVESCO LIQUID ASSET CASH MF
0.35
Rogers Communications Inc
3.62
12/15/2025
0.35
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.35
Ross Stores Inc
4.60
04/15/2025
0.35
United States Treasury Bill
0.00
05/11/2023
0.34
General Motors Financial Co Inc
4.99
04/07/2025
0.34
GSK Consumer Healthcare Capital US
3.02
03/24/2024
0.34
Microchip Technology Inc
4.25
09/01/2025
0.33
KNDL 2019-KNSQ Mortgage Trust
5.12
05/15/2036
0.33
Goldman Sachs Group Inc/The
5.09
03/09/2027
0.33
Goldentree Loan Management US Clo 2
5.15
11/20/2030
0.33
OHA Loan Funding 2016-1 Ltd
5.50
01/20/2033
0.32
Volkswagen Group of America Finance
5.21
06/07/2024
0.32
COLT 2021-5 Mortgage Loan Trust
1.73
11/26/2066
0.32
Truist Financial Corp
4.26
07/28/2026
0.32
ING Groep NV
6.50
12/31/2049
0.32
Neuberger Berman Loan Advisers CLO
5.25
04/19/2030
0.32
Credit Suisse AG/New York NY
3.70
02/21/2025
0.31
KeyBank NA/Cleveland OH
4.15
08/08/2025
0.31
Elevance Health Inc
5.35
10/15/2025
0.31
TICP CLO XV Ltd
5.52
04/20/2033
0.31
Hyundai Capital America
5.75
04/06/2023
0.30
Life 2021-BMR Mortgage Trust
5.02
03/15/2038
0.30
Sasol Financing USA LLC
4.38
09/18/2026
0.30
Banco Santander SA
5.15
08/18/2025
0.30
Meta Platforms Inc
3.50
08/15/2027
0.30
Goldentree Loan Management US CLO 5
5.31
10/20/2032
0.30
National Rural Utilities Cooperativ
5.45
10/30/2025
0.30
Nordea Bank Abp
3.60
06/06/2025
0.29
Zoetis Inc
5.40
11/14/2025
0.29
Synovus Financial Corp
5.20
08/11/2025
0.29
MFA 2021-INV2 Trust
1.91
11/25/2056
0.29
NextEra Energy Capital Holdings Inc
4.20
06/20/2024
0.28
Dell International LLC / EMC Corp
4.00
07/15/2024
0.28
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.28
Constellation Brands Inc
4.35
05/09/2027
0.28
VICI Properties LP
4.38
05/15/2025
0.28
Triton Container International Ltd
2.05
04/15/2026
0.28
Med Trust 2021-MDLN
5.77
11/15/2038
0.28
IP Lending IV LTD
6.05
04/28/2027
0.28
BX Commercial Mortgage Trust 2021-V
5.02
09/15/2036
0.27
Toyota Motor Credit Corp
3.65
08/18/2025
0.27
Angel Oak Mortgage Trust 2022-1
2.88
12/25/2066
0.27
United Airlines 2020-1 Class A Pass
5.88
10/15/2027
0.27
Netflix Inc
5.75
03/01/2024
0.27
PRKCM 2022-AFC2 Trust
5.33
08/25/2057
0.27
Textainer Marine Containers VII Ltd
2.23
04/20/2046
0.27
Five Corners Funding Trust
4.42
11/15/2023
0.27
Blackstone Secured Lending Fund
2.75
09/16/2026
0.27
Philip Morris International Inc
5.00
11/17/2025
0.26
Connecticut Avenue Securities Trust
6.03
03/25/2042
0.26
Wells Fargo & Co
4.54
08/15/2026
0.26
BX Commercial Mortgage Trust 2021-V
5.97
09/15/2036
0.26
Mizuho Financial Group Cayman 3 Ltd
4.60
03/27/2024
0.26
WEC Energy Group Inc
5.00
09/27/2025
0.26
Meritage Homes Corp
6.00
06/01/2025
0.26
CSMC 2022-ATH2
4.55
05/25/2067
0.26
PACCAR Financial Corp
4.95
10/03/2025
0.26
Fells Point Funding Trust
3.05
01/31/2027
0.26
Hyundai Capital America
5.88
04/07/2025
0.26
National Australia Bank Ltd/New Yor
3.50
06/09/2025
0.26
Danske Bank A/S
5.80
09/12/2023
0.26
Wendy's Funding LLC
3.78
06/15/2049
0.26
GoldentTree Loan Management US CLO
5.31
01/20/2033
0.25
Take-Two Interactive Software Inc
3.55
04/14/2025
0.25
JPMorgan Chase & Co
5.27
04/26/2026
0.25
Corebridge Financial Inc
3.50
04/04/2025
0.25
EQT Corp
5.68
10/01/2025
0.25
Warnermedia Holdings Inc
3.79
03/15/2025
0.25
ArcelorMittal SA
6.55
11/29/2027
0.25
Svenska Handelsbanken AB
3.65
06/10/2025
0.25
UnitedHealth Group Inc
5.00
10/15/2024
0.25
Dollar General Corp
4.25
09/20/2024
0.25
Cedar Funding IX CLO Ltd
5.22
04/20/2031
0.25
CNH Industrial Capital LLC
5.45
10/14/2025
0.25
Delaware Life Global Funding
3.31
03/10/2025
0.25
Duke Energy Corp
5.00
12/08/2025
0.25
Thermo Fisher Scientific Inc
4.80
11/21/2027
0.25
Prosus NV
3.26
01/19/2027
0.24
Northern Trust Corp
4.00
05/10/2027
0.24
Ellington Financial Mortgage Trust
5.00
08/25/2067
0.24
Eversource Energy
2.90
03/01/2027
0.24
Berry Global Inc
4.88
07/15/2026
0.24
Brandywine Operating Partnership LP
7.55
03/15/2028
0.24
Bank of New York Mellon Corp/The
4.41
07/24/2026
0.24
Northwestern Mutual Global Funding
4.35
09/15/2027
0.24
Freeport-McMoRan Inc
4.55
11/14/2024
0.24
Lithia Motors Inc
4.62
12/15/2027
0.24
MMAF Equipment Finance LLC 2020-A
0.97
04/09/2027
0.23
Block Inc
2.75
06/01/2026
0.23
BX Trust 2022-LBA6
5.34
01/15/2039
0.23
Ryder System Inc
4.62
06/01/2025
0.23
Bayview MSR Opportunity Master Fund
3.00
11/25/2051
0.23
OBX 2022-NQM2 Trust
2.94
01/25/2062
0.23
John Deere Capital Corp
4.55
10/11/2024
0.23
CSMC 2022-ATH1
2.87
01/25/2067
0.23
National Securities Clearing Corp
5.10
11/21/2027
0.22
PNC Financial Services Group Inc/Th
5.67
10/28/2025
0.22
OCP CLO 2017-13 Ltd
5.04
07/15/2030
0.22
Netflix Inc
5.88
02/15/2025
0.22
Grand Canyon University
3.25
10/01/2023
0.22
POSCO
2.38
01/17/2023
0.22
Bayview MSR Opportunity Master Fund
3.00
10/25/2051
0.21
Goldman Sachs Group Inc/The
5.70
11/01/2024
0.21
Verus Securitization Trust 2021-7
1.83
10/25/2066
0.21
Citigroup Mortgage Loan Trust 2021-
2.50
05/25/2051
0.21
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.21
ING Groep NV
5.33
04/01/2027
0.21
Kite Realty Group LP
4.00
10/01/2026
0.21
Algonquin Power & Utilities Corp
4.75
01/18/2082
0.21
Onslow Bay Mortgage Loan Trust
1.96
10/25/2061
0.21
Bahamas Government International Bo
9.00
06/16/2029
0.21
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.21
Huntington Ingalls Industries Inc
3.84
05/01/2025
0.21
Lennar Corp
4.88
12/15/2023
0.20
NextEra Energy Capital Holdings Inc
4.45
06/20/2025
0.20
Broadcom Inc
3.46
09/15/2026
0.20
Gray Oak Pipeline LLC
2.60
10/15/2025
0.20
JPMorgan Chase & Co
4.60
12/31/2049
0.20
IP Lending II LTD
3.65
07/15/2025
0.20
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.20
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.19
Komatsu Finance America Inc
5.50
10/06/2027
0.19
Starwood Mortgage Residential Trust
2.45
12/25/2066
0.19
Bank of New York Mellon Corp/The
5.80
10/25/2028
0.19
GS Mortgage-Backed Securities Trust
2.50
12/25/2051
0.19
United States Treasury Note/Bond
4.50
11/30/2024
0.19
WFRBS Commercial Mortgage Trust 201
4.98
09/15/2046
0.19
OBX 2022-NQM1 Trust
2.31
11/25/2061
0.19
Cargill Inc
4.88
10/10/2025
0.18
Mercury Chile Holdco LLC
6.50
01/24/2027
0.18
Bank of New York Mellon/The
5.22
11/21/2025
0.18
KNDL 2019-KNSQ Mortgage Trust
5.37
05/15/2036
0.18
Santander UK Group Holdings PLC
6.83
11/21/2026
0.18
Berry Global Inc
1.65
01/15/2027
0.18
UnitedHealth Group Inc
5.15
10/15/2025
0.18
CNH Industrial Capital LLC
3.95
05/23/2025
0.17
Tencent Holdings Ltd
2.98
01/19/2023
0.17
Boeing Co/The
2.75
02/01/2026
0.17
Med Trust 2021-MDLN
5.27
11/15/2038
0.17
Warnermedia Holdings Inc
3.53
03/15/2024
0.17
Oracle Corp
5.80
11/10/2025
0.17
ONEOK Partners LP
4.90
03/15/2025
0.17
HSBC Holdings PLC
3.00
03/10/2026
0.17
Australia & New Zealand Banking Gro
5.09
12/08/2025
0.17
Oceanview Mortgage Trust 2021-INV3
2.50
07/25/2051
0.17
Textron Inc
4.30
03/01/2024
0.17
CSMC 2021-NQM2
1.18
02/25/2066
0.17
COLT 2022-2 Mortgage Loan Trust
2.99
02/25/2067
0.17
Bank of Montreal
3.70
06/07/2025
0.16
NatWest Group PLC
7.47
11/10/2026
0.16
AerCap Ireland Capital DAC / AerCap
1.65
10/29/2024
0.16
PPM CLO 3 Ltd
5.17
04/17/2034
0.16
Truist Financial Corp
4.12
06/06/2028
0.16
Nordea Bank Abp
5.38
09/22/2027
0.16
Enbridge Inc
4.78
02/16/2024
0.16
NXP BV / NXP Funding LLC / NXP USA
4.40
06/01/2027
0.16
Lockheed Martin Corp
4.95
10/15/2025
0.16
COLT 2022-1 Mortgage Loan Trust
2.28
12/27/2066
0.16
IP Lending III LTD
3.38
11/02/2026
0.16
Sonic Capital LLC
2.19
08/20/2051
0.16
Nissan Motor Acceptance Co LLC
1.12
09/16/2024
0.16
Energy Transfer LP
5.88
01/15/2024
0.16
Americredit Automobile Receivables
2.99
06/18/2025
0.16
ONEOK Inc
5.85
01/15/2026
0.15
Global Payments Inc
4.00
06/01/2023
0.15
OBX 2022-NQM7 Trust
5.11
08/25/2062
0.15
HCA Inc
5.38
02/01/2025
0.15
New Residential Mortgage Loan Trust
3.08
03/27/2062
0.15
Conagra Brands Inc
4.30
05/01/2024
0.15
British Telecommunications PLC
4.50
12/04/2023
0.15
CSMC 2020-AFC1 Trust
2.24
02/25/2050
0.15
Take-Two Interactive Software Inc
3.30
03/28/2024
0.15
OBX 2022-NQM2 Trust
2.78
01/25/2062
0.15
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.15
Microchip Technology Inc
4.33
06/01/2023
0.15
Marvell Technology Inc
4.20
06/22/2023
0.15
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.15
Charter Communications Operating LL
4.50
02/01/2024
0.15
Westinghouse Air Brake Technologies
4.40
03/15/2024
0.15
Verus Securitization Trust 2022-1
2.72
01/25/2067
0.15
Enel Finance International NV
6.80
10/14/2025
0.15
General Motors Financial Co Inc
5.00
04/09/2027
0.15
T-Mobile USA Inc
2.25
02/15/2026
0.15
Occidental Petroleum Corp
6.95
07/01/2024
0.15
Life 2021-BMR Mortgage Trust
5.20
03/15/2038
0.15
Ellington Financial Mortgage Trust
2.21
01/25/2067
0.15
Weir Group PLC/The
2.20
05/13/2026
0.14
BX Commercial Mortgage Trust 2021-A
5.17
11/15/2038
0.14
Alliant Energy Finance LLC
3.75
06/15/2023
0.14
Mello Mortgage Capital Acceptance 2
2.50
08/25/2051
0.14
Nissan Motor Co Ltd
3.04
09/15/2023
0.14
Intercontinental Exchange Inc
4.00
09/15/2027
0.14
BX Trust 2022-LBA6
5.64
01/15/2039
0.14
Mello Mortgage Capital Acceptance 2
2.50
10/25/2051
0.14
Nordea Bank Abp
6.62
12/31/2049
0.14
Philip Morris International Inc
5.12
11/17/2027
0.14
Connecticut Avenue Securities Trust
5.93
03/25/2042
0.14
Verus Securitization Trust 2022-INV
6.79
10/25/2067
0.14
Citigroup Inc
4.70
12/31/2049
0.14
Kia Corp
2.75
02/14/2027
0.14
Hanesbrands Inc
4.62
05/15/2024
0.14
RUN 2022-NQM1 Trust
4.00
03/25/2067
0.13
Bayer US Finance II LLC
3.88
12/15/2023
0.13
Progress Residential 2021-SFR10 Tru
2.39
12/17/2040
0.13
Workday Inc
3.50
04/01/2027
0.13
Adani Green Energy Ltd
4.38
09/08/2024
0.13
Aramark Services Inc
5.00
04/01/2025
0.13
Penske Truck Leasing Co Lp / PTL Fi
4.40
07/01/2027
0.13
Synchrony Financial
4.25
08/15/2024
0.13
OBX 2022-NQM2 Trust
3.38
01/25/2062
0.13
ICG US CLO 2016-1 Ltd
5.66
04/29/2034
0.13
Albertsons Cos Inc / Safeway Inc /
3.50
02/15/2023
0.13
T-Mobile USA Inc
2.62
04/15/2026
0.12
Blackstone Private Credit Fund
7.05
09/29/2025
0.12
Energy Transfer LP
4.25
03/15/2023
0.12
Welltower Inc
3.62
03/15/2024
0.12
Freddie Mac STACR REMIC Trust 2022-
6.23
08/25/2042
0.12
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.12
Warnermedia Holdings Inc
3.43
03/15/2024
0.12
Bank of America Corp
3.86
07/23/2024
0.12
BP Capital Markets PLC
4.38
12/31/2099
0.12
Duke Energy Corp
4.30
03/15/2028
0.12
Angel Oak Mortgage Trust 2021-3
1.07
05/25/2066
0.12
BBVA Bancomer SA/Texas
1.88
09/18/2025
0.12
National Rural Utilities Cooperativ
3.45
06/15/2025
0.12
BX Commercial Mortgage Trust 2021-V
5.42
09/15/2036
0.11
ArcelorMittal SA
3.60
07/16/2024
0.11
Boeing Co/The
2.20
02/04/2026
0.11
GS Mortgage Securities Corp Trust 2
5.07
08/15/2036
0.11
Southern Co/The
5.15
10/06/2025
0.11
American Airlines 2021-1 Class B Pa
3.95
07/11/2030
0.11
Blackstone Private Credit Fund
2.70
01/15/2025
0.11
BX Trust 2022-CLS
5.76
10/13/2027
0.11
Blackstone Private Credit Fund
2.35
11/22/2024
0.11
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.11
Galaxy Pipeline Assets Bidco Ltd
2.16
03/31/2034
0.11
American Express Co
3.38
05/03/2024
0.11
VEON Holdings BV
4.00
04/09/2025
0.11
CSMC 2022-ATH1
3.35
01/25/2067
0.11
KeyCorp
3.88
05/23/2025
0.11
State Street Corp
5.75
11/04/2026
0.11
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.11
Athene Global Funding
2.95
11/12/2026
0.11
Warnermedia Holdings Inc
3.64
03/15/2025
0.10
CIFC Funding 2016-I Ltd
5.36
10/21/2031
0.10
CIFC Funding 2014-V Ltd
5.28
10/17/2031
0.10
Plains All American Pipeline LP / P
3.85
10/15/2023
0.10
Sherwin-Williams Co/The
4.25
08/08/2025
0.10
NRG Energy Inc
3.75
06/15/2024
0.10
JP Morgan Chase Commercial Mortgage
4.52
12/15/2046
0.10
WPP Finance 2010
3.75
09/19/2024
0.10
Enerflex Ltd
9.00
10/15/2027
0.10
Fiserv Inc
3.80
10/01/2023
0.10
Verus Securitization Trust 2021-1
1.31
01/25/2066
0.10
Air Lease Corp
1.88
08/15/2026
0.10
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.10
BX Commercial Mortgage Trust 2021-X
5.32
10/15/2038
0.10
Bank of America Corp
2.55
02/04/2028
0.10
EDP Finance BV
3.62
07/15/2024
0.10
Celanese US Holdings LLC
3.50
05/08/2024
0.09
Enterprise Products Operating LLC
7.63
08/16/2077
0.09
AerCap Ireland Capital DAC / AerCap
2.45
10/29/2026
0.09
Apache Corp
7.75
12/15/2029
0.09
WEC Energy Group Inc
5.15
10/01/2027
0.09
Take-Two Interactive Software Inc
3.70
04/14/2027
0.09
Comcast Corp
3.30
04/01/2027
0.09
Verus Securitization Trust 2022-7
5.15
07/25/2067
0.09
Interpublic Group of Cos Inc/The
4.20
04/15/2024
0.09
United States Treasury Bill
0.00
03/09/2023
0.09
Ryder System Inc
4.30
06/15/2027
0.09
Textainer Marine Containers Ltd
1.94
08/20/2046
0.09
Apollo Management Holdings LP
4.95
01/14/2050
0.09
Tampa Electric Co
3.88
07/12/2024
0.09
Packaging Corp of America
3.65
09/15/2024
0.08
Dell International LLC / EMC Corp
5.85
07/15/2025
0.08
Verus Securitization Trust 2021-R1
0.82
10/25/2063
0.08
Imperial Brands Finance PLC
3.12
07/26/2024
0.08
FREMF 2013-K29 Mortgage Trust
3.47
05/25/2046
0.08
NatWest Group PLC
5.52
09/30/2028
0.08
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.08
Santander Holdings USA Inc
3.50
06/07/2024
0.08
HSBC Holdings PLC
3.95
05/18/2024
0.08
Equitable Holdings Inc
3.90
04/20/2023
0.08
Credit Suisse AG
6.50
08/08/2023
0.08
Credit Suisse Group AG
2.59
09/11/2025
0.08
Flagstar Mortgage Trust 2021-8INV
2.50
09/25/2051
0.08
VeriSign Inc
5.25
04/01/2025
0.08
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.08
United Airlines 2016-2 Class B Pass
3.65
10/07/2025
0.08
BX Trust 2022-LBA6
5.94
01/15/2039
0.08
Southern Co/The
3.75
09/15/2051
0.08
American Tower Corp
3.00
06/15/2023
0.07
Mylan Inc
3.12
01/15/2023
0.07
Dryden 93 CLO Ltd
5.16
01/15/2034
0.07
Duke Energy Corp
5.00
12/08/2027
0.07
Vistra Operations Co LLC
3.55
07/15/2024
0.07
Constellation Energy Generation LLC
3.25
06/01/2025
0.07
Harley-Davidson Financial Services
3.35
06/08/2025
0.07
Dominion Energy Inc
3.07
08/15/2024
0.07
BRAVO Residential Funding Trust 202
0.97
03/25/2060
0.07
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.07
Freddie Mac STACR REMIC Trust 2022-
6.08
09/25/2042
0.07
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.07
Ventas Realty LP
2.65
01/15/2025
0.07
GSK Consumer Healthcare Capital US
3.38
03/24/2027
0.07
Sierra Timeshare 2019-3 Receivables
2.34
08/20/2036
0.07
HSBC Holdings PLC
4.75
11/22/2024
0.06
Volkswagen Group of America Finance
4.35
06/08/2027
0.06
Hertz Vehicle Financing LLC
1.21
12/26/2025
0.06
Angel Oak Mortgage Trust 2020-5
1.37
05/25/2065
0.06
MVW 2019-2 LLC
2.22
10/20/2038
0.06
Goldman Sachs Group Inc/The
2.64
02/24/2028
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
Hilton Grand Vacations Trust 2019-A
2.34
07/25/2033
0.06
Capital One Financial Corp
3.20
01/30/2023
0.06
Swedbank AB
3.36
04/04/2025
0.06
Verus Securitization Trust 2021-2
1.03
02/25/2066
0.06
Energy Transfer LP
2.90
05/15/2025
0.06
FREMF 2017-K724 Mortgage Trust
5.26
12/25/2049
0.06
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.06
Starwood Mortgage Residential Trust
1.03
11/25/2055
0.06
Air Lease Corp
2.30
02/01/2025
0.06
Visio 2020-1R Trust
1.31
11/25/2055
0.06
United Airlines Inc
4.38
04/15/2026
0.06
Danske Bank A/S
3.24
12/20/2025
0.05
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.05
Freddie Mac Structured Agency Credi
8.64
11/25/2023
0.05
Comcast Corp
5.25
11/07/2025
0.05
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.05
Cintas Corp No 2
3.45
05/01/2025
0.05
MMAF Equipment Finance LLC 2020-A
0.74
04/09/2024
0.05
Takeda Pharmaceutical Co Ltd
4.40
11/26/2023
0.05
MVW Owner Trust 2019-1
2.89
11/20/2036
0.05
Office Properties Income Trust
2.65
06/15/2026
0.05
Kinder Morgan Inc
3.15
01/15/2023
0.05
EQT Corp
3.12
05/15/2026
0.05
Fannie Mae REMICS
5.50
04/25/2035
0.05
Americredit Automobile Receivables
2.74
04/18/2025
0.05
Fox Corp
4.03
01/25/2024
0.05
Energy Transfer LP
5.55
02/15/2028
0.05
Cargill Inc
3.62
04/22/2027
0.05
Bank of Montreal
3.30
02/05/2024
0.05
Ellington Financial Mortgage Trust
0.80
02/25/2066
0.05
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.05
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.05
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.05
Freddie Mac REMICS
5.00
08/15/2035
0.04
Americredit Automobile Receivables
3.74
10/18/2024
0.04
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.04
Sealed Air Corp
5.50
09/15/2025
0.04
CSMC 2021-NQM1
0.81
05/25/2065
0.04
FREMF 2013-K30 Mortgage Trust
3.55
06/25/2045
0.04
Greentown China Holdings Ltd
4.70
04/29/2025
0.04
Open Text Corp
6.90
12/01/2027
0.04
Ball Corp
4.88
03/15/2026
0.04
Sino-Ocean Land Treasure Finance I
6.00
07/30/2024
0.04
Angel Oak Mortgage Trust 2020-1
2.16
12/25/2059
0.03
Agile Group Holdings Ltd
6.05
10/13/2025
0.03
Fannie Mae REMICS
5.50
03/25/2037
0.03
GCAT 2020-NQM2 Trust
1.55
04/25/2065
0.03
Becton Dickinson and Co
3.36
06/06/2024
0.03
Freddie Mac Structured Agency Credi
8.89
02/25/2024
0.03
Credit Suisse AG/New York NY
2.95
04/09/2025
0.03
Residential Mortgage Loan Trust 202
2.38
01/26/2060
0.03
Leidos Inc
3.62
05/15/2025
0.03
Goldman Sachs Group Inc/The
5.10
09/10/2027
0.03
American Credit Acceptance Receivab
3.41
06/12/2025
0.03
Citigroup Commercial Mortgage Trust
1.04
10/12/2050
0.03
Freddie Mac Multifamily Structured
1.10
05/25/2026
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
Credit Suisse Mortgage Capital Cert
1.62
04/25/2065
0.03
Fannie Mae Pool
6.00
03/01/2037
0.03
New Residential Mortgage Loan Trust
2.49
09/25/2059
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
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.02
Sino-Ocean Land Treasure IV Ltd
3.25
05/05/2026
0.02
VeriSign Inc
4.75
07/15/2027
0.02
FREMF 2013-K28 Mortgage Trust
3.44
06/25/2046
0.02
Towd Point Mortgage Trust 2017-2
2.75
04/25/2057
0.02
Ameriprise Financial Inc
3.00
04/02/2025
0.02
JPMBB Commercial Mortgage Securitie
1.15
02/15/2048
0.02
Toll Brothers Finance Corp
4.88
11/15/2025
0.02
Freddie Mac Structured Agency Credi
8.39
08/25/2024
0.02
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.02
Citigroup Mortgage Loan Trust 2006-
3.15
10/25/2035
0.02
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.02
Freddie Mac Gold Pool
5.50
09/01/2039
0.02
Wells Fargo Commercial Mortgage Tru
0.86
12/15/2050
0.02
UBS Commercial Mortgage Trust 2017-
1.07
11/15/2050
0.02
Fannie Mae Pool
6.50
12/01/2029
0.02
Benchmark 2018-B1 Mortgage Trust
0.53
01/15/2051
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.02
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.02
NextEra Energy Operating Partners L
4.25
09/15/2024
0.02
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.02
Shimao Group Holdings Ltd
4.75
12/31/2049
0.01
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.01
Fannie Mae REMICS
1.51
09/25/2047
0.01
Verus Securitization Trust 2020-INV
0.33
03/25/2060
0.01
Fannie Mae Pool
6.50
01/01/2034
0.01
Freddie Mac Gold Pool
7.50
01/01/2032
0.01
Government National Mortgage Associ
4.50
09/16/2047
0.01
Freddie Mac Gold Pool
7.00
03/01/2035
0.01
Fannie Mae Pool
7.50
01/01/2033
0.01
Country Garden Holdings Co Ltd
5.40
05/27/2025
0.01
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.01
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.01
Fannie Mae Pool
7.00
04/01/2034
0.01
Fannie Mae Pool
7.00
12/01/2032
0.01
Fannie Mae Pool
7.50
08/01/2033
0.01
Freddie Mac REMICS
6.50
04/15/2028
0.01
Connecticut Avenue Securities Trust
6.79
04/25/2031
0.01
Morgan Stanley Capital I 2017-HR2
0.87
12/15/2050
0.01
Citigroup Commercial Mortgage Trust
3.48
05/10/2047
0.01
Logan Group Co Ltd
4.25
07/12/2025
0.01
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.01
CD 2017-CD6 Mortgage Trust
0.88
11/13/2050
0.01
Chase Mortgage Finance Trust Series
3.64
01/25/2036
0.01
Residential Mortgage Loan Trust 201
2.63
09/25/2059
0.01
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.01
STACR Trust 2018-HRP1
6.04
04/25/2043
0.01
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.01
Agile Group Holdings Ltd
5.50
05/17/2026
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Fannie Mae REMICS
8.11
06/25/2036
0.01
GS Mortgage Securities Trust 2014-G
3.65
01/10/2047
0.01
Fannie Mae Pool
6.00
10/01/2033
0.01
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.01
Fannie Mae Pool
6.50
11/01/2031
0.01
Freddie Mac REMICS
6.00
04/15/2029
0.01
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.01
WaMu Mortgage Pass-Through Certific
3.84
12/25/2035
0.01
Government National Mortgage Associ
1.87
10/16/2047
0.01
Fannie Mae Pool
5.50
05/01/2036
0.01
Fannie Mae Pool
6.00
05/01/2032
0.01
Fannie Mae Pool
6.00
02/01/2034
0.01
Ginnie Mae I Pool
6.50
02/15/2034
0.01
JP Morgan Mortgage Trust 2007-A1
3.45
07/25/2035
0.01
Fox Corp
3.05
04/07/2025
0.01
Fannie Mae REMICS
7.00
04/25/2033
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Fannie Mae Pool
7.50
09/01/2032
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
0.01
Freddie Mac Gold Pool
7.00
01/01/2033
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Freddie Mac REMICS
6.00
01/15/2029
0.00
Agile Group Holdings Ltd
5.75
01/02/2025
0.00
Logan Group Co Ltd
7.50
12/31/2049
0.00
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.00
Bear Stearns ARM Trust 2005-9
0.76
10/25/2035
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Fannie Mae Pool
7.00
05/01/2028
0.00
Fannie Mae REMICS
5.00
04/25/2040
0.00
Freddie Mac REMICS
3.00
12/15/2023
0.00
Ginnie Mae I Pool
6.50
04/15/2033
0.00
WaMu Mortgage Pass-Through Certific
4.24
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
Freddie Mac REMICS
3.00
06/15/2027
0.00
Fannie Mae Pool
7.00
10/01/2032
0.00
Fannie Mae REMICS
8.47
03/25/2036
0.00
Freddie Mac REMICS
1.78
01/15/2044
0.00
Freddie Mac Gold Pool
5.00
07/01/2033
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Connecticut Avenue Securities Trust
6.54
09/25/2031
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Freddie Mac Gold Pool
5.00
06/01/2034
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Citigroup Mortgage Loan Trust Inc
3.88
08/25/2034
0.00
Fannie Mae REMICS
8.11
06/25/2036
0.00
Freddie Mac Gold Pool
7.00
10/01/2031
0.00
Connecticut Avenue Securities Trust
6.69
08/25/2031
0.00
Government National Mortgage Associ
2.32
04/16/2041
0.00
Fannie Mae REMICS
1.76
12/25/2042
0.00
Freddie Mac REMICS
4.00
06/15/2038
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Chase Home Lending Mortgage Trust 2
4.00
04/25/2049
0.00
Fannie Mae Pool
7.00
08/01/2036
0.00
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Citigroup Commercial Mortgage Trust
0.99
11/10/2046
0.00
Fannie Mae REMICS
4.79
03/25/2042
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac REMICS
1.75
05/15/2038
0.00
Fannie Mae REMIC Trust 2004-W5
4.84
02/25/2047
0.00
Fannie Mae Pool
7.00
11/01/2025
0.00
Fannie Mae REMICS
2.31
02/25/2035
0.00
Government National Mortgage Associ
2.22
04/16/2037
0.00
Fannie Mae REMICS
6.50
11/25/2029
0.00
Fannie Mae Pool
7.00
01/01/2030
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Freddie Mac Gold Pool
5.00
05/01/2034
0.00
Fannie Mae Pool
8.50
07/01/2030
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Freddie Mac REMICS
5.27
08/15/2031
0.00
GSR Mortgage Loan Trust 2005-AR4
3.65
07/25/2035
0.00
Freddie Mac REMICS
7.50
09/15/2029
0.00
Fannie Mae Pool
7.50
02/01/2027
0.00
Ginnie Mae I Pool
6.50
07/15/2028
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
WaMu Mortgage Pass-Through Certific
3.89
12/25/2035
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
8.00
07/01/2032
0.00
Fannie Mae REMICS
8.11
06/25/2036
0.00
Fannie Mae Pool
7.00
10/01/2029
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Fannie Mae REMICS
4.50
02/25/2043
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Ginnie Mae I Pool
6.50
11/15/2032
0.00
Fannie Mae Pool
6.00
04/01/2033
0.00
Fannie Mae REMICS
5.39
04/25/2032
0.00
Fannie Mae REMICS
4.79
11/25/2033
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Freddie Mac REMICS
8.00
03/15/2030
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Freddie Mac REMICS
5.32
02/15/2032
0.00
Freddie Mac REMICS
5.32
02/15/2032
0.00
Fannie Mae Pool
3.49
05/01/2035
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Freddie Mac REMICS
5.32
03/15/2032
0.00
Fannie Mae Pool
9.00
01/01/2030
0.00
Fannie Mae Pool
6.50
12/01/2034
0.00
Fannie Mae Interest Strip
5.50
11/25/2033
0.00
Fannie Mae REMICS
2.16
10/25/2041
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
7.00
02/01/2033
0.00
Fannie Mae Pool
7.50
07/01/2032
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
8.50
05/01/2030
0.00
Freddie Mac REMICS
5.32
02/15/2032
0.00
Bear Stearns ARM Trust 2003-6
3.86
08/25/2033
0.00
Wells Fargo Commercial Mortgage Tru
2.63
05/15/2048
0.00
Ginnie Mae II Pool
8.50
07/20/2027
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Structured Asset Securities Corp Pa
3.45
02/25/2032
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Freddie Mac REMICS
2.38
01/15/2035
0.00
Fannie Mae Interest Strip
0.00
09/25/2032
0.00
Fannie Mae REMICS
4.84
10/18/2032
0.00
Fannie Mae REMICS
1.66
03/25/2035
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
4.33
11/01/2032
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
Banc of America Mortgage 2004-D Tru
3.05
05/25/2034
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
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
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Freddie Mac REMICS
2.40
05/15/2035
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae REMICS
3.86
05/25/2033
0.00
Freddie Mac REMICS
5.32
12/15/2031
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Freddie Mac REMICS
1.83
07/15/2035
0.00
Ginnie Mae I Pool
7.00
01/15/2030
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Freddie Mac REMICS
5.27
01/15/2032
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Freddie Mac Gold Pool
8.50
08/17/2026
0.00
Fannie Mae REMICS
3.56
11/18/2031
0.00
Fannie Mae REMICS
3.56
07/25/2032
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Freddie Mac REMICS
1.93
12/15/2039
0.00
Fannie Mae REMICS
3.76
12/18/2032
0.00
Freddie Mac REMICS
3.73
02/15/2029
0.00
Fannie Mae REMICS
5.39
04/25/2032
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Fannie Mae REMICS
2.15
06/25/2037
0.00
Fannie Mae Pool
7.00
06/01/2031
0.00
Fannie Mae REMICS
2.21
05/25/2035
0.00
Freddie Mac Gold Pool
8.50
06/01/2026
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Ginnie Mae I Pool
8.00
08/15/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Non Gold Pool
2.45
01/01/2038
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae REMICS
3.86
02/25/2033
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Fannie Mae REMICS
2.36
05/25/2035
0.00
Fannie Mae REMICS
3.61
07/25/2032
0.00
Freddie Mac REMICS
3.43
06/15/2029
0.00
Fannie Mae Pool
7.50
11/01/2029
0.00
Fannie Mae REMICS
3.66
03/18/2032
0.00
Fannie Mae Pool
2.89
03/01/2038
0.00
Fannie Mae REMICS
6.50
06/25/2023
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae REMICS
3.61
09/25/2032
0.00
Freddie Mac REMICS
2.68
12/15/2037
0.00
Fannie Mae REMICS
3.71
03/25/2032
0.00
Fannie Mae REMICS
3.61
07/25/2032
0.00
Freddie Mac REMICS
2.43
02/15/2035
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Fannie Mae REMICS
2.61
04/25/2032
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2026
0.00
Freddie Mac Non Gold Pool
2.66
02/01/2037
0.00
Fannie Mae REMICS
3.71
04/25/2032
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Ginnie Mae I Pool
7.00
11/15/2026
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae REMICS
3.61
09/25/2032
0.00
Freddie Mac REMICS
3.78
06/15/2029
0.00
Fannie Mae REMICS
3.51
11/25/2031
0.00
Fannie Mae Pool
6.50
11/01/2033
0.00
Freddie Mac REMICS
1.68
04/15/2038
0.00
Fannie Mae REMICS
3.41
04/25/2032
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
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Freddie Mac REMICS
4.82
01/15/2033
0.00
Fannie Mae REMICS
2.36
03/25/2035
0.00
Fannie Mae REMICS
3.56
12/18/2031
0.00
Ginnie Mae I Pool
7.50
11/15/2026
0.00
Fannie Mae REMICS
3.56
01/25/2032
0.00
Fannie Mae Pool
6.50
07/01/2030
0.00
Ginnie Mae I Pool
7.50
03/15/2026
0.00
Freddie Mac Gold Pool
7.00
10/25/2024
0.00
Fannie Mae Pool
6.50
01/01/2032
0.00
Freddie Mac REMICS
3.78
09/15/2029
0.00
Fannie Mae Pool
7.00
12/01/2025
0.00
Fannie Mae REMICS
3.76
12/18/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Freddie Mac Gold Pool
6.00
03/01/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2025
0.00
Fannie Mae Pool
7.00
05/01/2029
0.00
Freddie Mac Gold Pool
8.50
05/01/2024
0.00
Fannie Mae REMICS
1.66
07/25/2038
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
7.00
02/15/2028
0.00
Ginnie Mae I Pool
7.50
06/15/2026
0.00
Ginnie Mae I Pool
6.50
12/15/2023
0.00
Fannie Mae Pool
6.50
11/01/2023
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
Freddie Mac REMICS
1.68
03/15/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
7.00
10/01/2030
0.00
Fannie Mae Pool
7.00
11/01/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
6.50
07/15/2023
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
7.50
01/15/2024
0.00
Ginnie Mae I Pool
6.50
11/15/2023
0.00
Freddie Mac REMICS
4.36
07/17/2028
0.00
Ginnie Mae I Pool
7.50
02/15/2024
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
04/15/2024
0.00
Fannie Mae Pool
7.00
07/01/2026
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Ginnie Mae I Pool
8.00
03/15/2023
0.00
Freddie Mac REMICS
4.36
07/17/2028
0.00
COMM 2012-CCRE5 Mortgage Trust
1.09
12/10/2045
0.00
WFRBS Commercial Mortgage Trust 201
1.18
12/15/2045
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Fannie Mae REMICS
2.31
02/25/2024
0.00
CASH & EQUIVALENTS
0.00
-0.10
as of 12/31/2022
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Energy Transfer LP | 5.50 | 06/01/2027 | 1.21 |
| Ford Motor Credit Co LLC | 2.30 | 02/10/2025 | 1.17 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 1.11 |
| BX Trust 2021-LGCY | 4.82 | 10/15/2036 | 1.04 |
| Avis Budget Rental Car Funding AESO | 6.12 | 04/20/2027 | 0.84 |
| BAMLL Commercial Mortgage Securitie | 3.22 | 04/14/2033 | 0.80 |
| STAR 2021-SFR1 Trust | 4.94 | 04/17/2038 | 0.77 |
| United States Treasury Note/Bond | 3.88 | 11/30/2027 | 0.73 |
| Tennessee Gas Pipeline Co LLC | 7.00 | 10/15/2028 | 0.69 |
| Caterpillar Financial Services Corp | 4.90 | 01/17/2025 | 0.65 |
| Nordea Bank Abp | 4.75 | 09/22/2025 | 0.65 |
| Master Credit Card Trust II | 1.99 | 09/21/2024 | 0.65 |
| Toyota Motor Credit Corp | 4.40 | 09/20/2024 | 0.64 |
| JPMorgan Chase & Co | 5.55 | 12/15/2025 | 0.64 |
| Citigroup Inc | 4.99 | 07/01/2026 | 0.63 |
| United States Treasury Note/Bond | 4.00 | 12/15/2025 | 0.63 |
| Credit Suisse AG/New York NY | 4.75 | 08/09/2024 | 0.62 |
| Aircastle Ltd | 5.00 | 04/01/2023 | 0.62 |
| Barclays PLC | 5.30 | 08/09/2026 | 0.61 |
| VICI Properties LP / VICI Note Co I | 5.62 | 05/01/2024 | 0.61 |
| Citigroup Inc | 4.14 | 05/24/2025 | 0.61 |
| Citizens Bank NA/Providence RI | 4.12 | 05/23/2025 | 0.60 |
| Philip Morris International Inc | 5.12 | 11/15/2024 | 0.60 |
| HSBC Holdings PLC | 4.18 | 12/09/2025 | 0.60 |
| COLT 2022-5 Mortgage Loan Trust | 4.55 | 04/25/2067 | 0.60 |
| Federation des Caisses Desjardins d | 4.40 | 08/23/2025 | 0.59 |
| Freeport-McMoRan Inc | 4.38 | 08/01/2028 | 0.58 |
| Invesco Treasury Portfolio | 0.56 | ||
| Expedia Group Inc | 4.62 | 08/01/2027 | 0.54 |
| Pacific Gas and Electric Co | 3.25 | 02/16/2024 | 0.54 |
| CSMC 2021-INV1Trust | 2.50 | 07/25/2056 | 0.53 |
| Citizens Financial Group Inc | 4.30 | 12/03/2025 | 0.50 |
| Bain Capital Credit CLO 2017-2 Ltd | 5.54 | 07/25/2034 | 0.50 |
| Carmax Auto Owner Trust 2022-4 | 5.70 | 07/17/2028 | 0.50 |
| Invesco Government & Agency Portfol | 0.49 | ||
| Credit Suisse Group AG | 6.37 | 07/15/2026 | 0.47 |
| BX Commercial Mortgage Trust 2021-V | 5.27 | 09/15/2036 | 0.46 |
| HSBC Holdings PLC | 7.34 | 11/03/2026 | 0.45 |
| JPMorgan Chase & Co | 4.08 | 04/26/2026 | 0.44 |
| General Mills Inc | 5.24 | 11/18/2025 | 0.43 |
| Capital One Financial Corp | 4.17 | 05/09/2025 | 0.43 |
| Tencent Holdings Ltd | 3.28 | 04/11/2024 | 0.42 |
| Netflix Inc | 4.38 | 11/15/2026 | 0.42 |
| Devon Energy Corp | 5.88 | 06/15/2028 | 0.42 |
| CSMC 2022-NQM4 Trust | 4.82 | 06/25/2067 | 0.41 |
| Angel Oak Mortgage Trust 2021-7 | 1.98 | 10/25/2066 | 0.41 |
| OCP CLO 2020-8R Ltd | 5.30 | 01/17/2032 | 0.41 |
| Southern Co/The | 4.47 | 08/01/2024 | 0.41 |
| Citigroup Inc | 5.61 | 09/29/2026 | 0.40 |
| Ford Motor Credit Co LLC | 2.70 | 08/10/2026 | 0.40 |
| UBS Group AG | 4.49 | 05/12/2026 | 0.40 |
| Toyota Motor Credit Corp | 4.55 | 09/20/2027 | 0.40 |
| Citizens Bank NA/Providence RI | 6.06 | 10/24/2025 | 0.40 |
| Goldman Sachs Group Inc/The | 5.07 | 12/09/2026 | 0.39 |
| HSBC USA Inc | 3.75 | 05/24/2024 | 0.39 |
| American Express Co | 3.95 | 08/01/2025 | 0.39 |
| Celanese US Holdings LLC | 5.90 | 07/05/2024 | 0.39 |
| General Motors Financial Co Inc | 6.05 | 10/10/2025 | 0.39 |
| Banque Federative du Credit Mutuel | 4.52 | 07/13/2025 | 0.39 |
| Fidelity National Information Servi | 4.50 | 07/15/2025 | 0.39 |
| Toronto-Dominion Bank/The | 3.77 | 06/06/2025 | 0.39 |
| Skandinaviska Enskilda Banken AB | 3.70 | 06/09/2025 | 0.38 |
| Manufacturers & Traders Trust Co | 5.40 | 11/21/2025 | 0.38 |
| Northwestern Mutual Global Funding | 4.00 | 07/01/2025 | 0.38 |
| GA Global Funding Trust | 3.85 | 04/11/2025 | 0.38 |
| Octagon Investment Partners 49 Ltd | 5.30 | 01/15/2033 | 0.38 |
| IP Lending VII LTD | 8.00 | 10/11/2027 | 0.38 |
| Office Properties Income Trust | 4.25 | 05/15/2024 | 0.38 |
| OBX 2022-NQM8 Trust | 6.10 | 09/25/2062 | 0.37 |
| Devon Energy Corp | 5.25 | 10/15/2027 | 0.37 |
| Fifth Third Bank NA | 5.85 | 10/27/2025 | 0.36 |
| Mitsubishi UFJ Financial Group Inc | 5.06 | 09/12/2025 | 0.36 |
| US Bancorp | 5.73 | 10/21/2026 | 0.36 |
| Flagstar Mortgage Trust 2021-11INV | 3.70 | 11/25/2051 | 0.36 |
| NextEra Energy Capital Holdings Inc | 4.25 | 09/01/2024 | 0.36 |
| Progress Residential 2022-SFR5 Trus | 4.45 | 06/17/2039 | 0.36 |
| Golub Capital Partners CLO 35B Ltd | 5.43 | 07/20/2029 | 0.35 |
| INVESCO LIQUID ASSET CASH MF | 0.35 | ||
| Rogers Communications Inc | 3.62 | 12/15/2025 | 0.35 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.35 |
| Ross Stores Inc | 4.60 | 04/15/2025 | 0.35 |
| United States Treasury Bill | 0.00 | 05/11/2023 | 0.34 |
| General Motors Financial Co Inc | 4.99 | 04/07/2025 | 0.34 |
| GSK Consumer Healthcare Capital US | 3.02 | 03/24/2024 | 0.34 |
| Microchip Technology Inc | 4.25 | 09/01/2025 | 0.33 |
| KNDL 2019-KNSQ Mortgage Trust | 5.12 | 05/15/2036 | 0.33 |
| Goldman Sachs Group Inc/The | 5.09 | 03/09/2027 | 0.33 |
| Goldentree Loan Management US Clo 2 | 5.15 | 11/20/2030 | 0.33 |
| OHA Loan Funding 2016-1 Ltd | 5.50 | 01/20/2033 | 0.32 |
| Volkswagen Group of America Finance | 5.21 | 06/07/2024 | 0.32 |
| COLT 2021-5 Mortgage Loan Trust | 1.73 | 11/26/2066 | 0.32 |
| Truist Financial Corp | 4.26 | 07/28/2026 | 0.32 |
| ING Groep NV | 6.50 | 12/31/2049 | 0.32 |
| Neuberger Berman Loan Advisers CLO | 5.25 | 04/19/2030 | 0.32 |
| Credit Suisse AG/New York NY | 3.70 | 02/21/2025 | 0.31 |
| KeyBank NA/Cleveland OH | 4.15 | 08/08/2025 | 0.31 |
| Elevance Health Inc | 5.35 | 10/15/2025 | 0.31 |
| TICP CLO XV Ltd | 5.52 | 04/20/2033 | 0.31 |
| Hyundai Capital America | 5.75 | 04/06/2023 | 0.30 |
| Life 2021-BMR Mortgage Trust | 5.02 | 03/15/2038 | 0.30 |
| Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.30 |
| Banco Santander SA | 5.15 | 08/18/2025 | 0.30 |
| Meta Platforms Inc | 3.50 | 08/15/2027 | 0.30 |
| Goldentree Loan Management US CLO 5 | 5.31 | 10/20/2032 | 0.30 |
| National Rural Utilities Cooperativ | 5.45 | 10/30/2025 | 0.30 |
| Nordea Bank Abp | 3.60 | 06/06/2025 | 0.29 |
| Zoetis Inc | 5.40 | 11/14/2025 | 0.29 |
| Synovus Financial Corp | 5.20 | 08/11/2025 | 0.29 |
| MFA 2021-INV2 Trust | 1.91 | 11/25/2056 | 0.29 |
| NextEra Energy Capital Holdings Inc | 4.20 | 06/20/2024 | 0.28 |
| Dell International LLC / EMC Corp | 4.00 | 07/15/2024 | 0.28 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.28 |
| Constellation Brands Inc | 4.35 | 05/09/2027 | 0.28 |
| VICI Properties LP | 4.38 | 05/15/2025 | 0.28 |
| Triton Container International Ltd | 2.05 | 04/15/2026 | 0.28 |
| Med Trust 2021-MDLN | 5.77 | 11/15/2038 | 0.28 |
| IP Lending IV LTD | 6.05 | 04/28/2027 | 0.28 |
| BX Commercial Mortgage Trust 2021-V | 5.02 | 09/15/2036 | 0.27 |
| Toyota Motor Credit Corp | 3.65 | 08/18/2025 | 0.27 |
| Angel Oak Mortgage Trust 2022-1 | 2.88 | 12/25/2066 | 0.27 |
| United Airlines 2020-1 Class A Pass | 5.88 | 10/15/2027 | 0.27 |
| Netflix Inc | 5.75 | 03/01/2024 | 0.27 |
| PRKCM 2022-AFC2 Trust | 5.33 | 08/25/2057 | 0.27 |
| Textainer Marine Containers VII Ltd | 2.23 | 04/20/2046 | 0.27 |
| Five Corners Funding Trust | 4.42 | 11/15/2023 | 0.27 |
| Blackstone Secured Lending Fund | 2.75 | 09/16/2026 | 0.27 |
| Philip Morris International Inc | 5.00 | 11/17/2025 | 0.26 |
| Connecticut Avenue Securities Trust | 6.03 | 03/25/2042 | 0.26 |
| Wells Fargo & Co | 4.54 | 08/15/2026 | 0.26 |
| BX Commercial Mortgage Trust 2021-V | 5.97 | 09/15/2036 | 0.26 |
| Mizuho Financial Group Cayman 3 Ltd | 4.60 | 03/27/2024 | 0.26 |
| WEC Energy Group Inc | 5.00 | 09/27/2025 | 0.26 |
| Meritage Homes Corp | 6.00 | 06/01/2025 | 0.26 |
| CSMC 2022-ATH2 | 4.55 | 05/25/2067 | 0.26 |
| PACCAR Financial Corp | 4.95 | 10/03/2025 | 0.26 |
| Fells Point Funding Trust | 3.05 | 01/31/2027 | 0.26 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.26 |
| National Australia Bank Ltd/New Yor | 3.50 | 06/09/2025 | 0.26 |
| Danske Bank A/S | 5.80 | 09/12/2023 | 0.26 |
| Wendy's Funding LLC | 3.78 | 06/15/2049 | 0.26 |
| GoldentTree Loan Management US CLO | 5.31 | 01/20/2033 | 0.25 |
| Take-Two Interactive Software Inc | 3.55 | 04/14/2025 | 0.25 |
| JPMorgan Chase & Co | 5.27 | 04/26/2026 | 0.25 |
| Corebridge Financial Inc | 3.50 | 04/04/2025 | 0.25 |
| EQT Corp | 5.68 | 10/01/2025 | 0.25 |
| Warnermedia Holdings Inc | 3.79 | 03/15/2025 | 0.25 |
| ArcelorMittal SA | 6.55 | 11/29/2027 | 0.25 |
| Svenska Handelsbanken AB | 3.65 | 06/10/2025 | 0.25 |
| UnitedHealth Group Inc | 5.00 | 10/15/2024 | 0.25 |
| Dollar General Corp | 4.25 | 09/20/2024 | 0.25 |
| Cedar Funding IX CLO Ltd | 5.22 | 04/20/2031 | 0.25 |
| CNH Industrial Capital LLC | 5.45 | 10/14/2025 | 0.25 |
| Delaware Life Global Funding | 3.31 | 03/10/2025 | 0.25 |
| Duke Energy Corp | 5.00 | 12/08/2025 | 0.25 |
| Thermo Fisher Scientific Inc | 4.80 | 11/21/2027 | 0.25 |
| Prosus NV | 3.26 | 01/19/2027 | 0.24 |
| Northern Trust Corp | 4.00 | 05/10/2027 | 0.24 |
| Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 0.24 |
| Eversource Energy | 2.90 | 03/01/2027 | 0.24 |
| Berry Global Inc | 4.88 | 07/15/2026 | 0.24 |
| Brandywine Operating Partnership LP | 7.55 | 03/15/2028 | 0.24 |
| Bank of New York Mellon Corp/The | 4.41 | 07/24/2026 | 0.24 |
| Northwestern Mutual Global Funding | 4.35 | 09/15/2027 | 0.24 |
| Freeport-McMoRan Inc | 4.55 | 11/14/2024 | 0.24 |
| Lithia Motors Inc | 4.62 | 12/15/2027 | 0.24 |
| MMAF Equipment Finance LLC 2020-A | 0.97 | 04/09/2027 | 0.23 |
| Block Inc | 2.75 | 06/01/2026 | 0.23 |
| BX Trust 2022-LBA6 | 5.34 | 01/15/2039 | 0.23 |
| Ryder System Inc | 4.62 | 06/01/2025 | 0.23 |
| Bayview MSR Opportunity Master Fund | 3.00 | 11/25/2051 | 0.23 |
| OBX 2022-NQM2 Trust | 2.94 | 01/25/2062 | 0.23 |
| John Deere Capital Corp | 4.55 | 10/11/2024 | 0.23 |
| CSMC 2022-ATH1 | 2.87 | 01/25/2067 | 0.23 |
| National Securities Clearing Corp | 5.10 | 11/21/2027 | 0.22 |
| PNC Financial Services Group Inc/Th | 5.67 | 10/28/2025 | 0.22 |
| OCP CLO 2017-13 Ltd | 5.04 | 07/15/2030 | 0.22 |
| Netflix Inc | 5.88 | 02/15/2025 | 0.22 |
| Grand Canyon University | 3.25 | 10/01/2023 | 0.22 |
| POSCO | 2.38 | 01/17/2023 | 0.22 |
| Bayview MSR Opportunity Master Fund | 3.00 | 10/25/2051 | 0.21 |
| Goldman Sachs Group Inc/The | 5.70 | 11/01/2024 | 0.21 |
| Verus Securitization Trust 2021-7 | 1.83 | 10/25/2066 | 0.21 |
| Citigroup Mortgage Loan Trust 2021- | 2.50 | 05/25/2051 | 0.21 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.21 |
| ING Groep NV | 5.33 | 04/01/2027 | 0.21 |
| Kite Realty Group LP | 4.00 | 10/01/2026 | 0.21 |
| Algonquin Power & Utilities Corp | 4.75 | 01/18/2082 | 0.21 |
| Onslow Bay Mortgage Loan Trust | 1.96 | 10/25/2061 | 0.21 |
| Bahamas Government International Bo | 9.00 | 06/16/2029 | 0.21 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.21 |
| Huntington Ingalls Industries Inc | 3.84 | 05/01/2025 | 0.21 |
| Lennar Corp | 4.88 | 12/15/2023 | 0.20 |
| NextEra Energy Capital Holdings Inc | 4.45 | 06/20/2025 | 0.20 |
| Broadcom Inc | 3.46 | 09/15/2026 | 0.20 |
| Gray Oak Pipeline LLC | 2.60 | 10/15/2025 | 0.20 |
| JPMorgan Chase & Co | 4.60 | 12/31/2049 | 0.20 |
| IP Lending II LTD | 3.65 | 07/15/2025 | 0.20 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.20 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.19 |
| Komatsu Finance America Inc | 5.50 | 10/06/2027 | 0.19 |
| Starwood Mortgage Residential Trust | 2.45 | 12/25/2066 | 0.19 |
| Bank of New York Mellon Corp/The | 5.80 | 10/25/2028 | 0.19 |
| GS Mortgage-Backed Securities Trust | 2.50 | 12/25/2051 | 0.19 |
| United States Treasury Note/Bond | 4.50 | 11/30/2024 | 0.19 |
| WFRBS Commercial Mortgage Trust 201 | 4.98 | 09/15/2046 | 0.19 |
| OBX 2022-NQM1 Trust | 2.31 | 11/25/2061 | 0.19 |
| Cargill Inc | 4.88 | 10/10/2025 | 0.18 |
| Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.18 |
| Bank of New York Mellon/The | 5.22 | 11/21/2025 | 0.18 |
| KNDL 2019-KNSQ Mortgage Trust | 5.37 | 05/15/2036 | 0.18 |
| Santander UK Group Holdings PLC | 6.83 | 11/21/2026 | 0.18 |
| Berry Global Inc | 1.65 | 01/15/2027 | 0.18 |
| UnitedHealth Group Inc | 5.15 | 10/15/2025 | 0.18 |
| CNH Industrial Capital LLC | 3.95 | 05/23/2025 | 0.17 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.17 |
| Boeing Co/The | 2.75 | 02/01/2026 | 0.17 |
| Med Trust 2021-MDLN | 5.27 | 11/15/2038 | 0.17 |
| Warnermedia Holdings Inc | 3.53 | 03/15/2024 | 0.17 |
| Oracle Corp | 5.80 | 11/10/2025 | 0.17 |
| ONEOK Partners LP | 4.90 | 03/15/2025 | 0.17 |
| HSBC Holdings PLC | 3.00 | 03/10/2026 | 0.17 |
| Australia & New Zealand Banking Gro | 5.09 | 12/08/2025 | 0.17 |
| Oceanview Mortgage Trust 2021-INV3 | 2.50 | 07/25/2051 | 0.17 |
| Textron Inc | 4.30 | 03/01/2024 | 0.17 |
| CSMC 2021-NQM2 | 1.18 | 02/25/2066 | 0.17 |
| COLT 2022-2 Mortgage Loan Trust | 2.99 | 02/25/2067 | 0.17 |
| Bank of Montreal | 3.70 | 06/07/2025 | 0.16 |
| NatWest Group PLC | 7.47 | 11/10/2026 | 0.16 |
| AerCap Ireland Capital DAC / AerCap | 1.65 | 10/29/2024 | 0.16 |
| PPM CLO 3 Ltd | 5.17 | 04/17/2034 | 0.16 |
| Truist Financial Corp | 4.12 | 06/06/2028 | 0.16 |
| Nordea Bank Abp | 5.38 | 09/22/2027 | 0.16 |
| Enbridge Inc | 4.78 | 02/16/2024 | 0.16 |
| NXP BV / NXP Funding LLC / NXP USA | 4.40 | 06/01/2027 | 0.16 |
| Lockheed Martin Corp | 4.95 | 10/15/2025 | 0.16 |
| COLT 2022-1 Mortgage Loan Trust | 2.28 | 12/27/2066 | 0.16 |
| IP Lending III LTD | 3.38 | 11/02/2026 | 0.16 |
| Sonic Capital LLC | 2.19 | 08/20/2051 | 0.16 |
| Nissan Motor Acceptance Co LLC | 1.12 | 09/16/2024 | 0.16 |
| Energy Transfer LP | 5.88 | 01/15/2024 | 0.16 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.16 |
| ONEOK Inc | 5.85 | 01/15/2026 | 0.15 |
| Global Payments Inc | 4.00 | 06/01/2023 | 0.15 |
| OBX 2022-NQM7 Trust | 5.11 | 08/25/2062 | 0.15 |
| HCA Inc | 5.38 | 02/01/2025 | 0.15 |
| New Residential Mortgage Loan Trust | 3.08 | 03/27/2062 | 0.15 |
| Conagra Brands Inc | 4.30 | 05/01/2024 | 0.15 |
| British Telecommunications PLC | 4.50 | 12/04/2023 | 0.15 |
| CSMC 2020-AFC1 Trust | 2.24 | 02/25/2050 | 0.15 |
| Take-Two Interactive Software Inc | 3.30 | 03/28/2024 | 0.15 |
| OBX 2022-NQM2 Trust | 2.78 | 01/25/2062 | 0.15 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.15 |
| Microchip Technology Inc | 4.33 | 06/01/2023 | 0.15 |
| Marvell Technology Inc | 4.20 | 06/22/2023 | 0.15 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.15 |
| Charter Communications Operating LL | 4.50 | 02/01/2024 | 0.15 |
| Westinghouse Air Brake Technologies | 4.40 | 03/15/2024 | 0.15 |
| Verus Securitization Trust 2022-1 | 2.72 | 01/25/2067 | 0.15 |
| Enel Finance International NV | 6.80 | 10/14/2025 | 0.15 |
| General Motors Financial Co Inc | 5.00 | 04/09/2027 | 0.15 |
| T-Mobile USA Inc | 2.25 | 02/15/2026 | 0.15 |
| Occidental Petroleum Corp | 6.95 | 07/01/2024 | 0.15 |
| Life 2021-BMR Mortgage Trust | 5.20 | 03/15/2038 | 0.15 |
| Ellington Financial Mortgage Trust | 2.21 | 01/25/2067 | 0.15 |
| Weir Group PLC/The | 2.20 | 05/13/2026 | 0.14 |
| BX Commercial Mortgage Trust 2021-A | 5.17 | 11/15/2038 | 0.14 |
| Alliant Energy Finance LLC | 3.75 | 06/15/2023 | 0.14 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 08/25/2051 | 0.14 |
| Nissan Motor Co Ltd | 3.04 | 09/15/2023 | 0.14 |
| Intercontinental Exchange Inc | 4.00 | 09/15/2027 | 0.14 |
| BX Trust 2022-LBA6 | 5.64 | 01/15/2039 | 0.14 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 10/25/2051 | 0.14 |
| Nordea Bank Abp | 6.62 | 12/31/2049 | 0.14 |
| Philip Morris International Inc | 5.12 | 11/17/2027 | 0.14 |
| Connecticut Avenue Securities Trust | 5.93 | 03/25/2042 | 0.14 |
| Verus Securitization Trust 2022-INV | 6.79 | 10/25/2067 | 0.14 |
| Citigroup Inc | 4.70 | 12/31/2049 | 0.14 |
| Kia Corp | 2.75 | 02/14/2027 | 0.14 |
| Hanesbrands Inc | 4.62 | 05/15/2024 | 0.14 |
| RUN 2022-NQM1 Trust | 4.00 | 03/25/2067 | 0.13 |
| Bayer US Finance II LLC | 3.88 | 12/15/2023 | 0.13 |
| Progress Residential 2021-SFR10 Tru | 2.39 | 12/17/2040 | 0.13 |
| Workday Inc | 3.50 | 04/01/2027 | 0.13 |
| Adani Green Energy Ltd | 4.38 | 09/08/2024 | 0.13 |
| Aramark Services Inc | 5.00 | 04/01/2025 | 0.13 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.40 | 07/01/2027 | 0.13 |
| Synchrony Financial | 4.25 | 08/15/2024 | 0.13 |
| OBX 2022-NQM2 Trust | 3.38 | 01/25/2062 | 0.13 |
| ICG US CLO 2016-1 Ltd | 5.66 | 04/29/2034 | 0.13 |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 02/15/2023 | 0.13 |
| T-Mobile USA Inc | 2.62 | 04/15/2026 | 0.12 |
| Blackstone Private Credit Fund | 7.05 | 09/29/2025 | 0.12 |
| Energy Transfer LP | 4.25 | 03/15/2023 | 0.12 |
| Welltower Inc | 3.62 | 03/15/2024 | 0.12 |
| Freddie Mac STACR REMIC Trust 2022- | 6.23 | 08/25/2042 | 0.12 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.12 |
| Warnermedia Holdings Inc | 3.43 | 03/15/2024 | 0.12 |
| Bank of America Corp | 3.86 | 07/23/2024 | 0.12 |
| BP Capital Markets PLC | 4.38 | 12/31/2099 | 0.12 |
| Duke Energy Corp | 4.30 | 03/15/2028 | 0.12 |
| Angel Oak Mortgage Trust 2021-3 | 1.07 | 05/25/2066 | 0.12 |
| BBVA Bancomer SA/Texas | 1.88 | 09/18/2025 | 0.12 |
| National Rural Utilities Cooperativ | 3.45 | 06/15/2025 | 0.12 |
| BX Commercial Mortgage Trust 2021-V | 5.42 | 09/15/2036 | 0.11 |
| ArcelorMittal SA | 3.60 | 07/16/2024 | 0.11 |
| Boeing Co/The | 2.20 | 02/04/2026 | 0.11 |
| GS Mortgage Securities Corp Trust 2 | 5.07 | 08/15/2036 | 0.11 |
| Southern Co/The | 5.15 | 10/06/2025 | 0.11 |
| American Airlines 2021-1 Class B Pa | 3.95 | 07/11/2030 | 0.11 |
| Blackstone Private Credit Fund | 2.70 | 01/15/2025 | 0.11 |
| BX Trust 2022-CLS | 5.76 | 10/13/2027 | 0.11 |
| Blackstone Private Credit Fund | 2.35 | 11/22/2024 | 0.11 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.11 |
| Galaxy Pipeline Assets Bidco Ltd | 2.16 | 03/31/2034 | 0.11 |
| American Express Co | 3.38 | 05/03/2024 | 0.11 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.11 |
| CSMC 2022-ATH1 | 3.35 | 01/25/2067 | 0.11 |
| KeyCorp | 3.88 | 05/23/2025 | 0.11 |
| State Street Corp | 5.75 | 11/04/2026 | 0.11 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.11 |
| Athene Global Funding | 2.95 | 11/12/2026 | 0.11 |
| Warnermedia Holdings Inc | 3.64 | 03/15/2025 | 0.10 |
| CIFC Funding 2016-I Ltd | 5.36 | 10/21/2031 | 0.10 |
| CIFC Funding 2014-V Ltd | 5.28 | 10/17/2031 | 0.10 |
| Plains All American Pipeline LP / P | 3.85 | 10/15/2023 | 0.10 |
| Sherwin-Williams Co/The | 4.25 | 08/08/2025 | 0.10 |
| NRG Energy Inc | 3.75 | 06/15/2024 | 0.10 |
| JP Morgan Chase Commercial Mortgage | 4.52 | 12/15/2046 | 0.10 |
| WPP Finance 2010 | 3.75 | 09/19/2024 | 0.10 |
| Enerflex Ltd | 9.00 | 10/15/2027 | 0.10 |
| Fiserv Inc | 3.80 | 10/01/2023 | 0.10 |
| Verus Securitization Trust 2021-1 | 1.31 | 01/25/2066 | 0.10 |
| Air Lease Corp | 1.88 | 08/15/2026 | 0.10 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.10 |
| BX Commercial Mortgage Trust 2021-X | 5.32 | 10/15/2038 | 0.10 |
| Bank of America Corp | 2.55 | 02/04/2028 | 0.10 |
| EDP Finance BV | 3.62 | 07/15/2024 | 0.10 |
| Celanese US Holdings LLC | 3.50 | 05/08/2024 | 0.09 |
| Enterprise Products Operating LLC | 7.63 | 08/16/2077 | 0.09 |
| AerCap Ireland Capital DAC / AerCap | 2.45 | 10/29/2026 | 0.09 |
| Apache Corp | 7.75 | 12/15/2029 | 0.09 |
| WEC Energy Group Inc | 5.15 | 10/01/2027 | 0.09 |
| Take-Two Interactive Software Inc | 3.70 | 04/14/2027 | 0.09 |
| Comcast Corp | 3.30 | 04/01/2027 | 0.09 |
| Verus Securitization Trust 2022-7 | 5.15 | 07/25/2067 | 0.09 |
| Interpublic Group of Cos Inc/The | 4.20 | 04/15/2024 | 0.09 |
| United States Treasury Bill | 0.00 | 03/09/2023 | 0.09 |
| Ryder System Inc | 4.30 | 06/15/2027 | 0.09 |
| Textainer Marine Containers Ltd | 1.94 | 08/20/2046 | 0.09 |
| Apollo Management Holdings LP | 4.95 | 01/14/2050 | 0.09 |
| Tampa Electric Co | 3.88 | 07/12/2024 | 0.09 |
| Packaging Corp of America | 3.65 | 09/15/2024 | 0.08 |
| Dell International LLC / EMC Corp | 5.85 | 07/15/2025 | 0.08 |
| Verus Securitization Trust 2021-R1 | 0.82 | 10/25/2063 | 0.08 |
| Imperial Brands Finance PLC | 3.12 | 07/26/2024 | 0.08 |
| FREMF 2013-K29 Mortgage Trust | 3.47 | 05/25/2046 | 0.08 |
| NatWest Group PLC | 5.52 | 09/30/2028 | 0.08 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.08 |
| Santander Holdings USA Inc | 3.50 | 06/07/2024 | 0.08 |
| HSBC Holdings PLC | 3.95 | 05/18/2024 | 0.08 |
| Equitable Holdings Inc | 3.90 | 04/20/2023 | 0.08 |
| Credit Suisse AG | 6.50 | 08/08/2023 | 0.08 |
| Credit Suisse Group AG | 2.59 | 09/11/2025 | 0.08 |
| Flagstar Mortgage Trust 2021-8INV | 2.50 | 09/25/2051 | 0.08 |
| VeriSign Inc | 5.25 | 04/01/2025 | 0.08 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.08 |
| United Airlines 2016-2 Class B Pass | 3.65 | 10/07/2025 | 0.08 |
| BX Trust 2022-LBA6 | 5.94 | 01/15/2039 | 0.08 |
| Southern Co/The | 3.75 | 09/15/2051 | 0.08 |
| American Tower Corp | 3.00 | 06/15/2023 | 0.07 |
| Mylan Inc | 3.12 | 01/15/2023 | 0.07 |
| Dryden 93 CLO Ltd | 5.16 | 01/15/2034 | 0.07 |
| Duke Energy Corp | 5.00 | 12/08/2027 | 0.07 |
| Vistra Operations Co LLC | 3.55 | 07/15/2024 | 0.07 |
| Constellation Energy Generation LLC | 3.25 | 06/01/2025 | 0.07 |
| Harley-Davidson Financial Services | 3.35 | 06/08/2025 | 0.07 |
| Dominion Energy Inc | 3.07 | 08/15/2024 | 0.07 |
| BRAVO Residential Funding Trust 202 | 0.97 | 03/25/2060 | 0.07 |
| Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.07 |
| Freddie Mac STACR REMIC Trust 2022- | 6.08 | 09/25/2042 | 0.07 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.07 |
| Ventas Realty LP | 2.65 | 01/15/2025 | 0.07 |
| GSK Consumer Healthcare Capital US | 3.38 | 03/24/2027 | 0.07 |
| Sierra Timeshare 2019-3 Receivables | 2.34 | 08/20/2036 | 0.07 |
| HSBC Holdings PLC | 4.75 | 11/22/2024 | 0.06 |
| Volkswagen Group of America Finance | 4.35 | 06/08/2027 | 0.06 |
| Hertz Vehicle Financing LLC | 1.21 | 12/26/2025 | 0.06 |
| Angel Oak Mortgage Trust 2020-5 | 1.37 | 05/25/2065 | 0.06 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.06 |
| Goldman Sachs Group Inc/The | 2.64 | 02/24/2028 | 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 |
| Hilton Grand Vacations Trust 2019-A | 2.34 | 07/25/2033 | 0.06 |
| Capital One Financial Corp | 3.20 | 01/30/2023 | 0.06 |
| Swedbank AB | 3.36 | 04/04/2025 | 0.06 |
| Verus Securitization Trust 2021-2 | 1.03 | 02/25/2066 | 0.06 |
| Energy Transfer LP | 2.90 | 05/15/2025 | 0.06 |
| FREMF 2017-K724 Mortgage Trust | 5.26 | 12/25/2049 | 0.06 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.06 |
| Starwood Mortgage Residential Trust | 1.03 | 11/25/2055 | 0.06 |
| Air Lease Corp | 2.30 | 02/01/2025 | 0.06 |
| Visio 2020-1R Trust | 1.31 | 11/25/2055 | 0.06 |
| United Airlines Inc | 4.38 | 04/15/2026 | 0.06 |
| Danske Bank A/S | 3.24 | 12/20/2025 | 0.05 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.05 |
| Freddie Mac Structured Agency Credi | 8.64 | 11/25/2023 | 0.05 |
| Comcast Corp | 5.25 | 11/07/2025 | 0.05 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.05 |
| Cintas Corp No 2 | 3.45 | 05/01/2025 | 0.05 |
| MMAF Equipment Finance LLC 2020-A | 0.74 | 04/09/2024 | 0.05 |
| Takeda Pharmaceutical Co Ltd | 4.40 | 11/26/2023 | 0.05 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.05 |
| Office Properties Income Trust | 2.65 | 06/15/2026 | 0.05 |
| Kinder Morgan Inc | 3.15 | 01/15/2023 | 0.05 |
| EQT Corp | 3.12 | 05/15/2026 | 0.05 |
| Fannie Mae REMICS | 5.50 | 04/25/2035 | 0.05 |
| Americredit Automobile Receivables | 2.74 | 04/18/2025 | 0.05 |
| Fox Corp | 4.03 | 01/25/2024 | 0.05 |
| Energy Transfer LP | 5.55 | 02/15/2028 | 0.05 |
| Cargill Inc | 3.62 | 04/22/2027 | 0.05 |
| Bank of Montreal | 3.30 | 02/05/2024 | 0.05 |
| Ellington Financial Mortgage Trust | 0.80 | 02/25/2066 | 0.05 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.05 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.05 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.05 |
| Freddie Mac REMICS | 5.00 | 08/15/2035 | 0.04 |
| Americredit Automobile Receivables | 3.74 | 10/18/2024 | 0.04 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.04 |
| Sealed Air Corp | 5.50 | 09/15/2025 | 0.04 |
| CSMC 2021-NQM1 | 0.81 | 05/25/2065 | 0.04 |
| FREMF 2013-K30 Mortgage Trust | 3.55 | 06/25/2045 | 0.04 |
| Greentown China Holdings Ltd | 4.70 | 04/29/2025 | 0.04 |
| Open Text Corp | 6.90 | 12/01/2027 | 0.04 |
| Ball Corp | 4.88 | 03/15/2026 | 0.04 |
| Sino-Ocean Land Treasure Finance I | 6.00 | 07/30/2024 | 0.04 |
| Angel Oak Mortgage Trust 2020-1 | 2.16 | 12/25/2059 | 0.03 |
| Agile Group Holdings Ltd | 6.05 | 10/13/2025 | 0.03 |
| Fannie Mae REMICS | 5.50 | 03/25/2037 | 0.03 |
| GCAT 2020-NQM2 Trust | 1.55 | 04/25/2065 | 0.03 |
| Becton Dickinson and Co | 3.36 | 06/06/2024 | 0.03 |
| Freddie Mac Structured Agency Credi | 8.89 | 02/25/2024 | 0.03 |
| Credit Suisse AG/New York NY | 2.95 | 04/09/2025 | 0.03 |
| Residential Mortgage Loan Trust 202 | 2.38 | 01/26/2060 | 0.03 |
| Leidos Inc | 3.62 | 05/15/2025 | 0.03 |
| Goldman Sachs Group Inc/The | 5.10 | 09/10/2027 | 0.03 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.03 |
| Citigroup Commercial Mortgage Trust | 1.04 | 10/12/2050 | 0.03 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 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 |
| Credit Suisse Mortgage Capital Cert | 1.62 | 04/25/2065 | 0.03 |
| Fannie Mae Pool | 6.00 | 03/01/2037 | 0.03 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 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 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.02 |
| Sino-Ocean Land Treasure IV Ltd | 3.25 | 05/05/2026 | 0.02 |
| VeriSign Inc | 4.75 | 07/15/2027 | 0.02 |
| FREMF 2013-K28 Mortgage Trust | 3.44 | 06/25/2046 | 0.02 |
| Towd Point Mortgage Trust 2017-2 | 2.75 | 04/25/2057 | 0.02 |
| Ameriprise Financial Inc | 3.00 | 04/02/2025 | 0.02 |
| JPMBB Commercial Mortgage Securitie | 1.15 | 02/15/2048 | 0.02 |
| Toll Brothers Finance Corp | 4.88 | 11/15/2025 | 0.02 |
| Freddie Mac Structured Agency Credi | 8.39 | 08/25/2024 | 0.02 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.02 |
| Citigroup Mortgage Loan Trust 2006- | 3.15 | 10/25/2035 | 0.02 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.02 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.02 |
| Wells Fargo Commercial Mortgage Tru | 0.86 | 12/15/2050 | 0.02 |
| UBS Commercial Mortgage Trust 2017- | 1.07 | 11/15/2050 | 0.02 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.02 |
| Benchmark 2018-B1 Mortgage Trust | 0.53 | 01/15/2051 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.02 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.02 |
| NextEra Energy Operating Partners L | 4.25 | 09/15/2024 | 0.02 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.02 |
| Shimao Group Holdings Ltd | 4.75 | 12/31/2049 | 0.01 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.01 |
| Fannie Mae REMICS | 1.51 | 09/25/2047 | 0.01 |
| Verus Securitization Trust 2020-INV | 0.33 | 03/25/2060 | 0.01 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.01 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.01 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.01 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.01 |
| Country Garden Holdings Co Ltd | 5.40 | 05/27/2025 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.01 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.01 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.01 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.01 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.01 |
| Connecticut Avenue Securities Trust | 6.79 | 04/25/2031 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 0.87 | 12/15/2050 | 0.01 |
| Citigroup Commercial Mortgage Trust | 3.48 | 05/10/2047 | 0.01 |
| Logan Group Co Ltd | 4.25 | 07/12/2025 | 0.01 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 0.88 | 11/13/2050 | 0.01 |
| Chase Mortgage Finance Trust Series | 3.64 | 01/25/2036 | 0.01 |
| Residential Mortgage Loan Trust 201 | 2.63 | 09/25/2059 | 0.01 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.01 |
| STACR Trust 2018-HRP1 | 6.04 | 04/25/2043 | 0.01 |
| Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.01 |
| Agile Group Holdings Ltd | 5.50 | 05/17/2026 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Fannie Mae REMICS | 8.11 | 06/25/2036 | 0.01 |
| GS Mortgage Securities Trust 2014-G | 3.65 | 01/10/2047 | 0.01 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.01 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.01 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.84 | 12/25/2035 | 0.01 |
| Government National Mortgage Associ | 1.87 | 10/16/2047 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2032 | 0.01 |
| Fannie Mae Pool | 6.00 | 02/01/2034 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 02/15/2034 | 0.01 |
| JP Morgan Mortgage Trust 2007-A1 | 3.45 | 07/25/2035 | 0.01 |
| Fox Corp | 3.05 | 04/07/2025 | 0.01 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.00 |
| Agile Group Holdings Ltd | 5.75 | 01/02/2025 | 0.00 |
| Logan Group Co Ltd | 7.50 | 12/31/2049 | 0.00 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.00 |
| Bear Stearns ARM Trust 2005-9 | 0.76 | 10/25/2035 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2028 | 0.00 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2033 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 4.24 | 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 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.00 |
| Fannie Mae REMICS | 8.47 | 03/25/2036 | 0.00 |
| Freddie Mac REMICS | 1.78 | 01/15/2044 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2033 | 0.00 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
| Connecticut Avenue Securities Trust | 6.54 | 09/25/2031 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Citigroup Mortgage Loan Trust Inc | 3.88 | 08/25/2034 | 0.00 |
| Fannie Mae REMICS | 8.11 | 06/25/2036 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 |
| Connecticut Avenue Securities Trust | 6.69 | 08/25/2031 | 0.00 |
| Government National Mortgage Associ | 2.32 | 04/16/2041 | 0.00 |
| Fannie Mae REMICS | 1.76 | 12/25/2042 | 0.00 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| Chase Home Lending Mortgage Trust 2 | 4.00 | 04/25/2049 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2036 | 0.00 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Citigroup Commercial Mortgage Trust | 0.99 | 11/10/2046 | 0.00 |
| Fannie Mae REMICS | 4.79 | 03/25/2042 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac REMICS | 1.75 | 05/15/2038 | 0.00 |
| Fannie Mae REMIC Trust 2004-W5 | 4.84 | 02/25/2047 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2025 | 0.00 |
| Fannie Mae REMICS | 2.31 | 02/25/2035 | 0.00 |
| Government National Mortgage Associ | 2.22 | 04/16/2037 | 0.00 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 05/01/2034 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2030 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Freddie Mac REMICS | 5.27 | 08/15/2031 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.65 | 07/25/2035 | 0.00 |
| Freddie Mac REMICS | 7.50 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 3.89 | 12/25/2035 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 8.00 | 07/01/2032 | 0.00 |
| Fannie Mae REMICS | 8.11 | 06/25/2036 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2033 | 0.00 |
| Fannie Mae REMICS | 5.39 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.79 | 11/25/2033 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Freddie Mac REMICS | 5.32 | 02/15/2032 | 0.00 |
| Freddie Mac REMICS | 5.32 | 02/15/2032 | 0.00 |
| Fannie Mae Pool | 3.49 | 05/01/2035 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Freddie Mac REMICS | 5.32 | 03/15/2032 | 0.00 |
| Fannie Mae Pool | 9.00 | 01/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 |
| Fannie Mae REMICS | 2.16 | 10/25/2041 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.00 |
| Fannie Mae Pool | 7.50 | 07/01/2032 | 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 | 8.50 | 05/01/2030 | 0.00 |
| Freddie Mac REMICS | 5.32 | 02/15/2032 | 0.00 |
| Bear Stearns ARM Trust 2003-6 | 3.86 | 08/25/2033 | 0.00 |
| Wells Fargo Commercial Mortgage Tru | 2.63 | 05/15/2048 | 0.00 |
| Ginnie Mae II Pool | 8.50 | 07/20/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Structured Asset Securities Corp Pa | 3.45 | 02/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 2.38 | 01/15/2035 | 0.00 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.84 | 10/18/2032 | 0.00 |
| Fannie Mae REMICS | 1.66 | 03/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 4.33 | 11/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| Banc of America Mortgage 2004-D Tru | 3.05 | 05/25/2034 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 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 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Freddie Mac REMICS | 2.40 | 05/15/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 3.86 | 05/25/2033 | 0.00 |
| Freddie Mac REMICS | 5.32 | 12/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Freddie Mac REMICS | 1.83 | 07/15/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2030 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Freddie Mac REMICS | 5.27 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/17/2026 | 0.00 |
| Fannie Mae REMICS | 3.56 | 11/18/2031 | 0.00 |
| Fannie Mae REMICS | 3.56 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
| Freddie Mac REMICS | 1.93 | 12/15/2039 | 0.00 |
| Fannie Mae REMICS | 3.76 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 3.73 | 02/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.39 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Fannie Mae REMICS | 2.15 | 06/25/2037 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2031 | 0.00 |
| Fannie Mae REMICS | 2.21 | 05/25/2035 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 06/01/2026 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 08/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Freddie Mac Non Gold Pool | 2.45 | 01/01/2038 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae REMICS | 3.86 | 02/25/2033 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Fannie Mae REMICS | 2.36 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.61 | 07/25/2032 | 0.00 |
| Freddie Mac REMICS | 3.43 | 06/15/2029 | 0.00 |
| Fannie Mae Pool | 7.50 | 11/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.66 | 03/18/2032 | 0.00 |
| Fannie Mae Pool | 2.89 | 03/01/2038 | 0.00 |
| Fannie Mae REMICS | 6.50 | 06/25/2023 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae REMICS | 3.61 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 2.68 | 12/15/2037 | 0.00 |
| Fannie Mae REMICS | 3.71 | 03/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.61 | 07/25/2032 | 0.00 |
| Freddie Mac REMICS | 2.43 | 02/15/2035 | 0.00 |
| Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
| Fannie Mae REMICS | 2.61 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2026 | 0.00 |
| Freddie Mac Non Gold Pool | 2.66 | 02/01/2037 | 0.00 |
| Fannie Mae REMICS | 3.71 | 04/25/2032 | 0.00 |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae REMICS | 3.61 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 3.78 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 3.51 | 11/25/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2033 | 0.00 |
| Freddie Mac REMICS | 1.68 | 04/15/2038 | 0.00 |
| Fannie Mae REMICS | 3.41 | 04/25/2032 | 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 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Freddie Mac REMICS | 4.82 | 01/15/2033 | 0.00 |
| Fannie Mae REMICS | 2.36 | 03/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.56 | 12/18/2031 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 11/15/2026 | 0.00 |
| Fannie Mae REMICS | 3.56 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 03/15/2026 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2032 | 0.00 |
| Freddie Mac REMICS | 3.78 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2025 | 0.00 |
| Fannie Mae REMICS | 3.76 | 12/18/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2025 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 05/01/2024 | 0.00 |
| Fannie Mae REMICS | 1.66 | 07/25/2038 | 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 | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2026 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2023 | 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 |
| Freddie Mac REMICS | 1.68 | 03/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2023 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2023 | 0.00 |
| Freddie Mac REMICS | 4.36 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 02/15/2024 | 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 | 04/15/2024 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2026 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 03/15/2023 | 0.00 |
| Freddie Mac REMICS | 4.36 | 07/17/2028 | 0.00 |
| COMM 2012-CCRE5 Mortgage Trust | 1.09 | 12/10/2045 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 1.18 | 12/15/2045 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
| Fannie Mae REMICS | 2.31 | 02/25/2024 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | -0.10 |
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