Invesco V.I. Core Plus Bond Fund
as of 12/31/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
4.12
11/15/2032
7.10
United States Treasury Note/Bond
4.00
11/15/2042
4.71
Fannie Mae or Freddie Mac
5.50
01/01/2053
3.98
United States Treasury Note/Bond
3.88
11/30/2027
3.92
Fannie Mae or Freddie Mac
5.00
01/01/2053
3.00
Fannie Mae or Freddie Mac
3.50
01/01/2053
2.61
United States Treasury Note/Bond
3.00
08/15/2052
1.66
United States Treasury Note/Bond
3.88
11/30/2029
1.56
Invesco Treasury Portfolio
1.06
Invesco Government & Agency Portfol
0.93
INVESCO LIQUID ASSET CASH MF
0.68
STAR 2021-SFR1 Trust
4.94
04/17/2038
0.64
Fannie Mae or Freddie Mac
2.00
01/01/2038
0.62
Madison Park Funding XLVIII Ltd
5.38
04/19/2033
0.62
Bain Capital Credit CLO 2017-2 Ltd
5.54
07/25/2034
0.60
Oracle Corp
6.25
11/09/2032
0.59
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.57
CSAIL 2020-C19 Commercial Mortgage
2.56
03/15/2053
0.55
MAG MUTUAL HOLDING COMPANY
4.75
04/30/2041
0.54
Morgan Stanley Bank of America Merr
3.83
12/15/2047
0.48
Avis Budget Rental Car Funding AESO
3.83
08/21/2028
0.45
PacifiCorp
5.35
12/01/2053
0.43
TICP CLO XV Ltd
5.52
04/20/2033
0.43
Octagon Investment Partners 31 Ltd
5.29
07/20/2030
0.42
Honeywell International Inc
5.00
02/15/2033
0.40
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.38
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.38
Flagstar Mortgage Trust 2021-11INV
3.70
11/25/2051
0.37
Cooperatieve Rabobank UA
3.76
04/06/2033
0.36
OCP CLO 2020-8R Ltd
5.30
01/17/2032
0.36
Blackstone Holdings Finance Co LLC
6.20
04/22/2033
0.36
Synchrony Card Funding LLC
3.86
07/15/2028
0.35
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.34
Diamondback Energy Inc
6.25
03/15/2053
0.34
Octagon Investment Partners 49 Ltd
5.30
01/15/2033
0.33
Australia & New Zealand Banking Gro
6.74
12/08/2032
0.33
United States Treasury Note/Bond
4.00
12/15/2025
0.33
Credit Suisse Group AG
6.54
08/12/2033
0.33
UnitedHealth Group Inc
5.30
02/15/2030
0.33
Dominion Energy Inc
5.38
11/15/2032
0.32
Citigroup Inc
3.88
12/31/2099
0.32
Lowe's Cos Inc
5.00
04/15/2033
0.32
JPMorgan Chase & Co
5.72
09/14/2033
0.31
Fannie Mae or Freddie Mac
2.00
01/01/2053
0.31
Truist Bank
2.64
09/17/2029
0.31
HSBC Holdings PLC
8.11
11/03/2033
0.30
Barclays PLC
7.44
11/02/2033
0.30
ING Groep NV
5.33
04/01/2027
0.30
CSMC 2022-ATH1
2.87
01/25/2067
0.30
Med Trust 2021-MDLN
5.77
11/15/2038
0.30
ArcelorMittal SA
6.55
11/29/2027
0.29
SG Residential Mortgage Trust 2022-
3.17
03/27/2062
0.28
UnitedHealth Group Inc
5.35
02/15/2033
0.28
Philip Morris International Inc
5.62
11/17/2029
0.28
Starwood Mortgage Residential Trust
1.92
11/25/2066
0.28
Connecticut Avenue Securities Trust
6.03
03/25/2042
0.28
Bayview MSR Opportunity Master Fund
2.50
11/25/2051
0.28
Angel Oak Mortgage Trust 2022-1
2.88
12/25/2066
0.27
Textainer Marine Containers VII Ltd
2.23
04/20/2046
0.27
AMSR 2021-SFR3 Trust
1.73
10/17/2038
0.27
Federation des Caisses Desjardins d
4.55
08/23/2027
0.27
Golub Capital Partners CLO 40A Ltd
5.45
01/25/2032
0.27
Life 2021-BMR Mortgage Trust
5.20
03/15/2038
0.27
Bank of Nova Scotia/The
8.62
10/27/2082
0.27
JP Morgan Chase Commercial Mortgage
3.37
12/15/2047
0.27
Comcast Corp
5.50
11/15/2032
0.26
COLT 2022-3 Mortgage Loan Trust
3.90
02/25/2067
0.26
BX Trust 2022-LBA6
5.34
01/15/2039
0.26
J.P. Morgan Mortgage Trust 2021-LTV
2.52
05/25/2052
0.25
Oracle Corp
6.90
11/09/2052
0.25
Credit Agricole SA
4.38
03/17/2025
0.25
JP Morgan Chase Commercial Mortgage
4.52
12/15/2046
0.25
CSMC 2022-ATH2
4.55
05/25/2067
0.25
OBX 2022-NQM2 Trust
2.94
01/25/2062
0.25
Ginnie Mae II Pool
2.00
01/01/2053
0.24
Brandywine Operating Partnership LP
7.55
03/15/2028
0.24
Neuberger Berman Loan Advisers CLO
5.25
04/19/2030
0.24
Standard Chartered PLC
7.75
12/31/2049
0.24
Petroleos Mexicanos
8.75
06/02/2029
0.24
OHA Loan Funding 2016-1 Ltd
5.50
01/20/2033
0.24
FREMF 2013-K28 Mortgage Trust
3.44
06/25/2046
0.24
Truist Financial Corp
4.92
07/28/2033
0.24
Citigroup Inc
5.00
12/31/2049
0.24
Bayview MSR Opportunity Master Fund
3.00
11/25/2051
0.23
Union Pacific Corp
5.15
01/20/2063
0.23
Ellington Financial Mortgage Trust
5.00
08/25/2067
0.23
Lowe's Cos Inc
5.62
04/15/2053
0.23
Americredit Automobile Receivables
2.99
06/18/2025
0.23
Credit Suisse Group AG
6.44
08/11/2028
0.23
US Bancorp
5.85
10/21/2033
0.23
Goldman Sachs Group Inc/The
5.07
12/09/2026
0.23
Bank of America Corp
7.75
05/14/2038
0.23
Union Pacific Corp
4.95
09/09/2052
0.23
Prologis LP
4.62
01/15/2033
0.23
Bayview MSR Opportunity Master Fund
3.00
10/25/2051
0.23
Verus Securitization Trust 2021-7
1.83
10/25/2066
0.22
Mizuho Financial Group Inc
5.67
09/13/2033
0.22
HSBC Holdings PLC
5.40
08/11/2033
0.22
KKR CLO 30 Ltd
5.10
10/17/2031
0.22
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.22
Verus Securitization Trust 2022-3
4.13
02/25/2067
0.22
Credit Suisse AG/New York NY
5.00
07/09/2027
0.22
Onslow Bay Mortgage Loan Trust
1.96
10/25/2061
0.22
Citigroup Mortgage Loan Trust 2021-
2.50
05/25/2051
0.22
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.22
JAB Holdings BV
4.50
04/08/2052
0.22
Toronto-Dominion Bank/The
8.12
10/31/2082
0.22
Credit Suisse Group AG
9.02
11/15/2033
0.22
Med Trust 2021-MDLN
5.27
11/15/2038
0.22
Goldentree Loan Management US CLO 5
5.31
10/20/2032
0.22
Race Point VIII CLO Ltd
5.72
02/20/2030
0.21
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.21
Starwood Mortgage Residential Trust
2.45
12/25/2066
0.21
OBX 2022-NQM1 Trust
2.31
11/25/2061
0.21
GS Mortgage Securities Trust 2020-G
2.38
05/12/2053
0.21
Cedar Funding IX CLO Ltd
5.22
04/20/2031
0.21
OCP CLO 2017-13 Ltd
5.04
07/15/2030
0.21
Neuberger Berman Loan Advisers Clo
5.14
04/16/2033
0.21
Symphony CLO XXII Ltd
5.48
04/18/2033
0.21
Mitsubishi HC Capital Inc
3.64
04/13/2025
0.21
Freddie Mac STACR REMIC Trust 2022-
5.93
04/25/2042
0.21
McDonald's Corp
5.15
09/09/2052
0.21
BPCE SA
4.36
01/14/2025
0.21
GS Mortgage-Backed Securities Trust
2.50
12/25/2051
0.21
PNC Bank NA
2.50
08/27/2024
0.21
COMM 2013-CCRE6 Mortgage Trust
3.15
03/10/2046
0.21
Enbridge Inc
7.38
01/15/2083
0.20
Tricon American Homes 2020-SFR2 Tru
1.48
11/17/2039
0.20
BX Commercial Mortgage Trust 2021-V
5.02
09/15/2036
0.20
Cooperatieve Rabobank UA
4.66
08/22/2028
0.20
Bahamas Government International Bo
9.00
06/16/2029
0.20
Progress Residential 2022-SFR5 Trus
4.45
06/17/2039
0.20
SVB Financial Group
4.25
12/31/2099
0.20
Ford Motor Co
6.10
08/19/2032
0.20
MFA 2021-INV2 Trust
1.91
11/25/2056
0.20
PNC Financial Services Group Inc/Th
6.20
12/31/2099
0.20
KeyBank NA/Cleveland OH
4.90
08/08/2032
0.20
Development Bank of Kazakhstan JSC
5.75
05/12/2025
0.20
Cooperatieve Rabobank UA
3.65
04/06/2028
0.19
American Electric Power Co Inc
5.95
11/01/2032
0.19
COLT 2022-2 Mortgage Loan Trust
2.99
02/25/2067
0.19
Lowe's Cos Inc
5.80
09/15/2062
0.19
Bank of America Corp
6.12
12/31/2099
0.19
Kinder Morgan Inc
5.45
08/01/2052
0.19
Fannie Mae Pool
3.50
05/01/2047
0.19
BX Commercial Mortgage Trust 2021-A
5.17
11/15/2038
0.19
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.19
UnitedHealth Group Inc
5.25
02/15/2028
0.19
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.19
Barclays PLC
8.00
12/31/2099
0.19
JPMorgan Chase & Co
4.91
07/25/2033
0.19
PNC Financial Services Group Inc/Th
6.04
10/28/2033
0.19
Truist Financial Corp
6.12
10/28/2033
0.19
Oceanview Mortgage Trust 2021-INV3
2.50
07/25/2051
0.19
BX Trust 2022-LBA6
5.64
01/15/2039
0.19
New Residential Mortgage Loan Trust
3.08
03/27/2062
0.19
COLT 2022-1 Mortgage Loan Trust
2.28
12/27/2066
0.18
Union Pacific Corp
4.50
01/20/2033
0.18
Celanese US Holdings LLC
6.17
07/15/2027
0.18
OBX 2022-NQM2 Trust
2.78
01/25/2062
0.18
RUN 2022-NQM1 Trust
4.00
03/25/2067
0.18
Ford Motor Credit Co LLC
7.35
11/04/2027
0.18
Verus Securitization Trust 2022-1
2.72
01/25/2067
0.18
Panama Government International Bon
6.40
02/14/2035
0.18
BX Commercial Mortgage Trust 2021-V
5.27
09/15/2036
0.18
CCO Holdings LLC / CCO Holdings Cap
6.38
09/01/2029
0.18
JP Morgan Chase Commercial Mortgage
4.04
07/15/2047
0.18
EDP Finance BV
3.62
07/15/2024
0.18
Celanese US Holdings LLC
6.05
03/15/2025
0.18
Ellington Financial Mortgage Trust
2.21
01/25/2067
0.18
Sprint Spectrum Co LLC / Sprint Spe
5.15
03/20/2028
0.17
Societe Generale SA
9.38
12/31/2049
0.17
Enel Finance International NV
6.80
10/14/2025
0.17
MFA 2021-AEINV1 Trust
2.50
08/25/2051
0.17
Air Lease Corp
5.85
12/15/2027
0.17
Swedbank AB
5.34
09/20/2027
0.17
UBS Group AG
4.75
05/12/2028
0.17
Northern Trust Corp
6.12
11/02/2032
0.17
Mitsubishi UFJ Financial Group Inc
1.80
07/20/2033
0.17
Corebridge Financial Inc
6.88
12/15/2052
0.17
Alcon Finance Corp
5.38
12/06/2032
0.17
Alcon Finance Corp
5.75
12/06/2052
0.17
Nordea Bank Abp
5.38
09/22/2027
0.17
Colombia Government International B
8.00
04/20/2033
0.17
Philip Morris International Inc
5.12
11/17/2027
0.17
HSBC Holdings PLC
5.21
08/11/2028
0.17
Fairfax Financial Holdings Ltd
5.62
08/16/2032
0.17
Nordea Bank Abp
6.62
12/31/2049
0.17
Bermuda Government International Bo
5.00
07/15/2032
0.17
Central Texas Turnpike System
3.03
08/15/2041
0.17
Credit Agricole SA
7.88
12/31/2049
0.17
Progress Residential 2021-SFR10 Tru
2.39
12/17/2040
0.17
HSBC Holdings PLC
5.70
03/10/2026
0.17
Celanese US Holdings LLC
5.90
07/05/2024
0.17
Mitsubishi UFJ Financial Group Inc
5.02
07/20/2028
0.17
Trust Fibra Uno
5.25
01/30/2026
0.16
OBX 2022-NQM2 Trust
3.38
01/25/2062
0.16
JPMBB Commercial Mortgage Securitie
4.07
11/15/2047
0.16
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.16
Volkswagen Group of America Finance
4.60
06/08/2029
0.16
Adani Green Energy Ltd
4.38
09/08/2024
0.16
Enbridge Inc
7.62
01/15/2083
0.16
HSBC Holdings PLC
6.00
12/31/2049
0.16
Bank of America Corp
5.01
07/22/2033
0.16
Fifth Third Bancorp
6.36
10/27/2028
0.15
America Movil SAB de CV
5.38
04/04/2032
0.15
Connecticut Avenue Securities Trust
5.93
03/25/2042
0.15
Angel Oak Mortgage Trust 2021-7
1.98
10/25/2066
0.15
PNC Financial Services Group Inc/Th
4.63
06/06/2033
0.15
BPCE SA
4.50
03/15/2025
0.15
Sasol Financing USA LLC
4.38
09/18/2026
0.15
Mello Mortgage Capital Acceptance 2
2.50
08/25/2051
0.15
Credit Suisse AG/New York NY
3.62
09/09/2024
0.15
Morgan Stanley Reremic Trust
6.00
11/26/2036
0.15
HSBC Holdings PLC
4.60
12/31/2049
0.15
Credit Suisse Group AG
9.75
12/31/2099
0.15
Coca-Cola Icecek AS
4.50
01/20/2029
0.15
UnitedHealth Group Inc
5.88
02/15/2053
0.15
Mello Mortgage Capital Acceptance 2
2.50
10/25/2051
0.15
Trust Fibra Uno
4.87
01/15/2030
0.15
COLT 2021-5 Mortgage Loan Trust
1.73
11/26/2066
0.14
Fifth Third Bancorp
4.77
07/28/2030
0.14
Bank of New York Mellon Corp/The
5.83
10/25/2033
0.14
B3 SA - Brasil Bolsa Balcao
4.12
09/20/2031
0.14
Prudential Financial Inc
6.00
09/01/2052
0.14
Sabine Pass Liquefaction LLC
5.90
09/15/2037
0.14
Petronas Capital Ltd
2.48
01/28/2032
0.14
Lincoln National Corp
9.25
12/31/2099
0.14
Meta Platforms Inc
4.65
08/15/2062
0.14
COMM 2014-LC15 Mortgage Trust
4.20
04/10/2047
0.14
Minerva Luxembourg SA
4.38
03/18/2031
0.14
Providence St Joseph Health Obligat
2.70
10/01/2051
0.14
Pacific Life Global Funding II
5.12
03/30/2025
0.14
Sasol Financing USA LLC
5.50
03/18/2031
0.14
Nordea Bank Abp
3.75
12/31/2059
0.14
Duke Energy Corp
5.00
08/15/2052
0.14
Mexico Government International Bon
3.50
02/12/2034
0.14
Fifth Third Bank NA
3.85
03/15/2026
0.14
NextEra Energy Capital Holdings Inc
4.62
07/15/2027
0.13
UnitedHealth Group Inc
6.05
02/15/2063
0.13
Verus Securitization Trust 2022-INV
6.79
10/25/2067
0.13
Target Corp
4.50
09/15/2032
0.13
Lockheed Martin Corp
5.10
11/15/2027
0.13
American Electric Power Co Inc
5.75
11/01/2027
0.13
Galaxy Pipeline Assets Bidco Ltd
2.94
09/30/2040
0.13
STAR 2021-1 Trust
1.22
05/25/2065
0.13
Sumitomo Mitsui Financial Group Inc
2.22
09/17/2031
0.13
SVB Financial Group
4.70
12/31/2099
0.13
UAE INTERNATIONAL GOVERNMENT BOND
3.25
10/19/2061
0.13
AEP Texas Inc
3.95
06/01/2028
0.13
Alfa Desarrollo SpA
4.55
09/27/2051
0.13
Standard Chartered PLC
2.68
06/29/2032
0.13
Kaiser Foundation Hospitals
2.81
06/01/2041
0.13
California State University
2.94
11/01/2052
0.13
AerCap Ireland Capital DAC / AerCap
4.50
09/15/2023
0.13
Scentre Group Trust 2
4.75
09/24/2080
0.13
QatarEnergy Trading LLC
3.30
07/12/2051
0.13
Mexico Government International Bon
4.40
02/12/2052
0.12
Life 2021-BMR Mortgage Trust
5.02
03/15/2038
0.12
United States Treasury Bill
0.00
05/11/2023
0.12
Kaiser Foundation Hospitals
3.00
06/01/2051
0.12
UBS Group AG
4.12
04/15/2026
0.12
US Bancorp
4.55
07/22/2028
0.12
Realty Income Corp
5.62
10/13/2032
0.12
JPMorgan Chase & Co
4.85
07/25/2028
0.12
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.12
WEC Energy Group Inc
5.15
10/01/2027
0.12
CSX Corp
4.50
11/15/2052
0.12
Deutsche Telekom International Fina
4.38
06/21/2028
0.12
VEON Holdings BV
3.38
11/25/2027
0.12
Flagstar Mortgage Trust 2021-8INV
2.50
09/25/2051
0.12
Goldman Sachs Group Inc/The
4.80
10/21/2027
0.12
Dollar General Corp
5.50
11/01/2052
0.12
Empresa de los Ferrocarriles del Es
3.83
09/14/2061
0.12
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.12
EnfraGen Energia Sur SA / EnfraGen
5.38
12/30/2030
0.12
CenterPoint Energy Houston Electric
4.45
10/01/2032
0.12
Bank of America Corp
4.95
07/22/2028
0.12
Freddie Mac STACR REMIC Trust 2022-
6.23
08/25/2042
0.12
Energy Transfer LP
5.75
02/15/2033
0.12
Citigroup Inc
4.70
12/31/2049
0.12
GATX Corp
4.90
03/15/2033
0.12
Expedia Group Inc
3.25
02/15/2030
0.12
Johns Hopkins University
4.71
07/01/2032
0.12
PNC Financial Services Group Inc/Th
6.00
12/31/2059
0.12
American Airlines 2021-1 Class B Pa
3.95
07/11/2030
0.11
CenterPoint Energy Houston Electric
4.85
10/01/2052
0.11
California Health Facilities Financ
4.19
06/01/2037
0.11
China Government International Bond
2.50
10/26/2051
0.11
Warnermedia Holdings Inc
5.05
03/15/2042
0.11
Nationwide Building Society
3.96
07/18/2030
0.11
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.11
Credit Suisse Group AG
4.55
04/17/2026
0.11
Blackstone Private Credit Fund
7.05
09/29/2025
0.11
National Australia Bank Ltd
3.93
08/02/2034
0.11
GA Global Funding Trust
2.90
01/06/2032
0.11
BX Trust 2022-CLS
5.76
10/13/2027
0.11
Sonic Capital LLC
2.19
08/20/2051
0.11
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.11
Morgan Stanley Pfd
0.11
GS Mortgage Securities Corp Trust 2
5.07
08/15/2036
0.10
Equitable Holdings Inc
4.95
12/31/2049
0.10
Entegris Escrow Corp
5.95
06/15/2030
0.10
Philip Morris International Inc
5.00
11/17/2025
0.10
Lockheed Martin Corp
5.90
11/15/2063
0.10
Triton Container International Ltd
3.15
06/15/2031
0.10
Meta Platforms Inc
4.45
08/15/2052
0.10
MHP 2021-STOR
5.02
07/15/2038
0.10
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.10
Delta Air Lines Inc / SkyMiles IP L
4.75
10/20/2028
0.10
Lockheed Martin Corp
5.70
11/15/2054
0.10
Kinetik Holdings LP
5.88
06/15/2030
0.10
PNC Financial Services Group Inc/Th
8.12
12/31/2049
0.10
Southern Co/The
5.70
10/15/2032
0.10
Credit Suisse Group AG
5.10
12/31/2049
0.10
Philip Morris International Inc
5.75
11/17/2032
0.10
Celanese US Holdings LLC
6.38
07/15/2032
0.10
Goldman Sachs Group Inc/The
5.09
03/09/2027
0.10
National Rural Utilities Cooperativ
5.80
01/15/2033
0.10
Walmart Inc
4.50
09/09/2052
0.10
Sonic Capital LLC
2.64
08/20/2051
0.10
Petrofac Ltd
9.75
11/15/2026
0.10
UnitedHealth Group Inc
4.00
05/15/2029
0.10
Citizens Financial Group Inc
5.64
05/21/2037
0.10
Goldman Sachs Group Inc/The
4.12
12/31/2059
0.09
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.09
SG Residential Mortgage Trust 2022-
3.58
03/27/2062
0.09
Enerflex Ltd
9.00
10/15/2027
0.09
Discover Bank
4.65
09/13/2028
0.09
Kinder Morgan Inc
4.80
02/01/2033
0.09
Warnermedia Holdings Inc
5.39
03/15/2062
0.09
US Bancorp
4.97
07/22/2033
0.09
Extended Stay America Trust 2021-ES
5.70
07/15/2038
0.09
ONEOK Inc
6.10
11/15/2032
0.09
Verus Securitization Trust 2021-R1
0.82
10/25/2063
0.09
Cargill Inc
5.12
10/11/2032
0.09
Bank of America Corp
4.57
04/27/2033
0.09
Targa Resources Corp
6.25
07/01/2052
0.09
CVS Pass-Through Trust
5.77
01/10/2033
0.09
CCG Receivables Trust 2019-2
2.55
03/15/2027
0.09
Apache Corp
7.75
12/15/2029
0.09
Life 2021-BMR Mortgage Trust
5.42
03/15/2038
0.09
Verus Securitization Trust 2022-7
5.15
07/25/2067
0.09
American Express Co
4.42
08/03/2033
0.09
HSBC Holdings PLC
3.95
05/18/2024
0.09
Home Depot Inc/The
4.95
09/15/2052
0.08
Netflix Inc
3.88
11/15/2029
0.08
MHP 2021-STOR
5.22
07/15/2038
0.08
Walmart Inc
4.15
09/09/2032
0.08
SVB Financial Group
4.10
12/31/2099
0.08
Rogers Communications Inc
4.55
03/15/2052
0.08
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.08
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.08
Hertz Vehicle Financing III LP
1.68
12/27/2027
0.08
BRAVO Residential Funding Trust 202
0.97
03/25/2060
0.08
California State University
2.72
11/01/2052
0.08
Dryden 93 CLO Ltd
5.16
01/15/2034
0.08
Elevance Health Inc
5.50
10/15/2032
0.08
California Health Facilities Financ
4.35
06/01/2041
0.08
AT&T Inc
2.88
12/31/2099
0.08
Hertz Vehicle Financing LLC
1.21
12/26/2025
0.08
United States Treasury Note/Bond
4.50
11/30/2024
0.08
CSMC 2022-ATH1
3.35
01/25/2067
0.08
BX Trust 2022-LBA6
5.94
01/15/2039
0.08
Targa Resources Corp
5.20
07/01/2027
0.08
Tenet Healthcare Corp
6.12
06/15/2030
0.08
Algonquin Power & Utilities Corp
4.75
01/18/2082
0.08
General Motors Financial Co Inc
5.00
04/09/2027
0.08
BX Commercial Mortgage Trust 2021-V
5.97
09/15/2036
0.08
Wells Fargo Commercial Mortgage Tru
2.93
05/15/2048
0.08
One Bryant Park Trust 2019-OBP
2.52
09/15/2054
0.08
BX Commercial Mortgage Trust 2021-X
5.32
10/15/2038
0.08
Liberty Mutual Group Inc
5.50
06/15/2052
0.08
Domino's Pizza Master Issuer LLC
3.67
10/25/2049
0.08
Triton Container International Ltd
2.05
04/15/2026
0.08
VICI Properties LP
4.95
02/15/2030
0.08
AutoZone Inc
4.75
08/01/2032
0.08
VICI Properties LP
4.75
02/15/2028
0.08
Wells Fargo & Co
4.61
04/25/2053
0.07
Hertz Vehicle Financing III LP
2.12
12/27/2027
0.07
Freddie Mac Multifamily Structured
3.76
01/25/2029
0.07
Blackstone Secured Lending Fund
2.12
02/15/2027
0.07
Duke Energy Corp
5.00
12/08/2027
0.07
AT&T Inc
4.96
03/25/2024
0.07
Ameren Illinois Co
5.90
12/01/2052
0.07
CSMC 2021-NQM2
1.18
02/25/2066
0.07
Marsh & McLennan Cos Inc
6.25
11/01/2052
0.07
Blackstone Secured Lending Fund
2.75
09/16/2026
0.07
American Express Co
4.99
05/26/2033
0.07
United Airlines 2020-1 Class A Pass
5.88
10/15/2027
0.07
Verus Securitization Trust 2021-1
1.31
01/25/2066
0.07
Americredit Automobile Receivables
2.74
04/18/2025
0.07
Wells Fargo & Co
4.81
07/25/2028
0.07
Massachusetts Mutual Life Insurance
5.67
12/01/2052
0.07
Anglo American Capital PLC
3.62
09/11/2024
0.07
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.07
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.07
Intercontinental Exchange Inc
4.95
06/15/2052
0.07
Wells Fargo & Co
4.90
07/25/2033
0.07
CNH Equipment Trust 2019-A
3.22
01/15/2026
0.07
EQT Corp
5.70
04/01/2028
0.07
Dollar General Corp
4.62
11/01/2027
0.07
Benchmark 2019-B14 Mortgage Trust
3.05
12/15/2062
0.07
Angel Oak Mortgage Trust 2021-3
1.07
05/25/2066
0.07
Fannie Mae Pool
3.50
05/01/2047
0.07
Royal Bank of Canada
4.59
01/21/2027
0.07
Consolidated Edison Co of New York
6.15
11/15/2052
0.07
Meta Platforms Inc
3.85
08/15/2032
0.06
JPMorgan Chase & Co
4.59
04/26/2033
0.06
Warnermedia Holdings Inc
5.14
03/15/2052
0.06
Pacific Life Global Funding II
4.87
06/04/2026
0.06
Jackson Financial Inc
5.67
06/08/2032
0.06
Freddie Mac Gold Pool
5.50
09/01/2039
0.06
Office Properties Income Trust
4.25
05/15/2024
0.06
Morgan Stanley Capital I Trust 2019
4.07
03/15/2052
0.06
Apple Inc
3.35
08/08/2032
0.06
AvalonBay Communities Inc
5.00
02/15/2033
0.06
CNX Resources Corp
7.38
01/15/2031
0.06
Elevance Health Inc
6.10
10/15/2052
0.06
Piedmont Healthcare Inc
2.04
01/01/2032
0.06
UBS Commercial Mortgage Trust 2019-
3.60
04/15/2052
0.06
Americredit Automobile Receivables
3.74
10/18/2024
0.06
Charles Schwab Corp/The
5.00
12/31/2099
0.06
Citigroup Inc
4.91
05/24/2033
0.06
Dollar General Corp
5.00
11/01/2032
0.06
Bank of America Corp
4.38
04/27/2028
0.06
State Street Corp
5.82
11/04/2028
0.06
Citigroup Mortgage Loan Trust 2006-
3.15
10/25/2035
0.06
Mayo Clinic
3.20
11/15/2061
0.06
Jackson Financial Inc
5.17
06/08/2027
0.06
JPMorgan Chase & Co
4.32
04/26/2028
0.06
Berry Global Inc
1.65
01/15/2027
0.06
Charles Schwab Corp/The
5.30
03/03/2027
0.06
COMM 2015-CCRE25 Mortgage Trust
4.52
08/10/2048
0.06
Goldman Sachs Group Inc/The
4.48
08/23/2028
0.06
South32 Treasury Ltd
4.35
04/14/2032
0.06
Piedmont Healthcare Inc
2.86
01/01/2052
0.06
Banc of America Commercial Mortgage
3.99
09/15/2048
0.05
Citigroup Inc
4.66
05/24/2028
0.05
BANK 2019-BNK16
0.94
02/15/2052
0.05
Benchmark 2019-B14 Mortgage Trust
3.77
12/15/2062
0.05
Intercontinental Exchange Inc
5.20
06/15/2062
0.05
Piedmont Healthcare Inc
2.72
01/01/2042
0.05
MPLX LP
4.95
03/14/2052
0.05
PayPal Holdings Inc
5.05
06/01/2052
0.05
Citigroup Inc
3.79
03/17/2033
0.05
Citigroup Commercial Mortgage Trust
1.04
10/12/2050
0.05
Intercontinental Exchange Inc
4.60
03/15/2033
0.05
Virginia Electric and Power Co
4.62
05/15/2052
0.05
Freddie Mac REMICS
6.50
06/15/2028
0.05
Verus Securitization Trust 2020-1
2.64
01/25/2060
0.05
Energy Transfer LP
5.55
02/15/2028
0.05
Duke Energy Corp
4.30
03/15/2028
0.05
Freddie Mac REMICS
6.50
04/15/2028
0.05
Benchmark 2019-B15 Mortgage Trust
3.56
12/15/2072
0.05
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.05
Freddie Mac Pool
4.00
07/01/2049
0.05
T-Mobile USA Inc
5.65
01/15/2053
0.05
Open Text Corp
6.90
12/01/2027
0.05
Uber Technologies Inc
4.50
08/15/2029
0.05
Visio 2020-1R Trust
1.31
11/25/2055
0.05
Freddie Mac REMICS
6.50
06/15/2032
0.05
British Airways 2021-1 Class A Pass
2.90
03/15/2035
0.05
Moody's Corp
3.10
11/29/2061
0.05
Norfolk Southern Corp
4.55
06/01/2053
0.05
Cboe Global Markets Inc
3.00
03/16/2032
0.05
TransAlta Corp
7.75
11/15/2029
0.04
EPR Properties
4.95
04/15/2028
0.04
Truist Financial Corp
4.12
06/06/2028
0.04
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.04
CSMC Mortgage-Backed Trust 2006-6
6.00
07/25/2036
0.04
Wendy's Funding LLC
3.88
03/15/2048
0.04
Morgan Stanley Capital I Trust 2019
3.49
11/15/2052
0.04
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
0.04
Grand Canyon University
3.25
10/01/2023
0.04
Moody's Corp
4.25
08/08/2032
0.04
Global Atlantic Fin Co
4.70
10/15/2051
0.04
AEP Texas Inc
5.25
05/15/2052
0.04
El Paso Natural Gas Co LLC
8.38
06/15/2032
0.04
OWL Rock Core Income Corp
4.70
02/08/2027
0.04
NextEra Energy Capital Holdings Inc
5.00
07/15/2032
0.04
Bank of New York Mellon Corp/The
4.60
07/26/2030
0.04
Intercontinental Exchange Inc
4.00
09/15/2027
0.04
Charter Communications Operating LL
6.09
02/01/2024
0.04
WaMu Mortgage Pass-Through Certific
3.89
12/25/2035
0.04
Bank of New York Mellon Corp/The
3.75
12/31/2049
0.04
Huntington Bancshares Inc/OH
4.44
08/04/2028
0.04
NSTAR Electric Co
4.55
06/01/2052
0.04
MetLife Inc
5.00
07/15/2052
0.04
Tampa Electric Co
5.00
07/15/2052
0.04
Freddie Mac Gold Pool
6.00
10/01/2029
0.04
DB Master Finance LLC
4.02
05/20/2049
0.04
ROBLOX Corp
3.88
05/01/2030
0.04
DB Master Finance LLC
4.35
05/20/2049
0.04
GS Mortgage Securities Trust 2013-G
4.65
11/10/2046
0.04
Sirius XM Radio Inc
3.88
09/01/2031
0.04
Moody's Corp
3.75
02/25/2052
0.04
Lithia Motors Inc
3.88
06/01/2029
0.04
KeyCorp
4.79
06/01/2033
0.04
Sonic Capital LLC
3.85
01/20/2050
0.04
CASH & EQUIVALENTS
0.00
0.04
GS Mortgage Securities Trust 2020-G
2.91
02/13/2053
0.04
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.04
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.04
Avis Budget Car Rental LLC / Avis B
4.75
04/01/2028
0.03
US Bancorp
2.49
11/03/2036
0.03
CSMC 2021-NQM1
0.81
05/25/2065
0.03
Freddie Mac REMICS
6.50
10/15/2029
0.03
Petroleos Mexicanos
6.70
02/16/2032
0.03
T-Mobile USA Inc
3.40
10/15/2052
0.03
Fannie Mae REMICS
6.00
12/25/2031
0.03
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.03
Angel Oak Mortgage Trust 2020-1
2.16
12/25/2059
0.03
Advanced Drainage Systems Inc
6.38
06/15/2030
0.03
Colgate-Palmolive Co
3.10
08/15/2027
0.03
American Airlines 2021-1 Class A Pa
2.88
07/11/2034
0.03
EQM Midstream Partners LP
7.50
06/01/2030
0.03
Ford Motor Credit Co LLC
2.70
08/10/2026
0.03
Intercontinental Exchange Inc
4.35
06/15/2029
0.03
Freddie Mac Multifamily Structured
3.63
01/25/2029
0.03
Cargill Inc
4.00
06/22/2032
0.03
Fannie Mae Pool
5.50
05/01/2036
0.03
Ameriprise Financial Inc
4.50
05/13/2032
0.03
Fifth Third Bancorp
4.34
04/25/2033
0.03
JPMBB Commercial Mortgage Securitie
1.15
02/15/2048
0.03
Benchmark 2018-B3 Mortgage Trust
4.54
04/10/2051
0.03
Fannie Mae REMICS
8.47
03/25/2036
0.03
1011778 BC ULC / New Red Finance In
4.00
10/15/2030
0.03
Citigroup Inc
4.00
12/31/2049
0.03
Freddie Mac Structured Agency Credi
8.39
08/25/2024
0.03
Take-Two Interactive Software Inc
4.00
04/14/2032
0.03
Willis North America Inc
4.65
06/15/2027
0.03
Calpine Corp
3.75
03/01/2031
0.03
UBS Commercial Mortgage Trust 2017-
1.07
11/15/2050
0.03
Freddie Mac Pool
4.00
11/01/2048
0.03
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.03
AEP Texas Inc
4.70
05/15/2032
0.03
SBA Communications Corp
3.12
02/01/2029
0.03
AT&T Inc
2.55
12/01/2033
0.03
Workday Inc
3.70
04/01/2029
0.03
Fannie Mae REMICS
6.50
10/25/2028
0.03
Office Properties Income Trust
4.50
02/01/2025
0.03
Structured Asset Securities Corp Mo
4.19
11/25/2033
0.03
Ellington Financial Mortgage Trust
0.80
02/25/2066
0.03
CDI Escrow Issuer Inc
5.75
04/01/2030
0.03
Venture Global Calcasieu Pass LLC
3.88
11/01/2033
0.03
Broadcom Inc
3.14
11/15/2035
0.03
Citizens Financial Group Inc
4.30
12/03/2025
0.03
Freddie Mac STACR REMIC Trust 2020-
6.73
10/25/2050
0.03
Wells Fargo Commercial Mortgage Tru
0.86
12/15/2050
0.02
OneMain Finance Corp
3.88
09/15/2028
0.02
MVW 2019-2 LLC
2.22
10/20/2038
0.02
Stewart Information Services Corp
3.60
11/15/2031
0.02
Vistra Corp
7.00
12/31/2059
0.02
Citizens Financial Group Inc
2.64
09/30/2032
0.02
Chase Mortgage Finance Corp
3.75
12/25/2045
0.02
Romanian Government International B
5.25
11/25/2027
0.02
American Homes 4 Rent LP
3.62
04/15/2032
0.02
Virginia Electric and Power Co
3.75
05/15/2027
0.02
Chase Mortgage Finance Trust Series
3.64
01/25/2036
0.02
Brunswick Corp/DE
5.10
04/01/2052
0.02
UnitedHealth Group Inc
3.70
05/15/2027
0.02
Clarivate Science Holdings Corp
3.88
07/01/2028
0.02
Benchmark 2018-B1 Mortgage Trust
0.53
01/15/2051
0.02
Williams Cos Inc/The
2.60
03/15/2031
0.02
Sonic Automotive Inc
4.88
11/15/2031
0.02
Residential Mortgage Loan Trust 202
2.38
01/26/2060
0.02
Ginnie Mae II Pool
4.00
07/20/2049
0.02
General Motors Financial Co Inc
3.80
04/07/2025
0.02
American Builders & Contractors Sup
3.88
11/15/2029
0.02
Goldman Sachs Group Inc/The
5.31
02/24/2028
0.02
Bank of America Corp
2.48
09/21/2036
0.02
Starwood Mortgage Residential Trust
1.03
11/25/2055
0.02
Goldman Sachs Group Inc/The
7.47
12/31/2049
0.02
Bank of America Corp
5.15
02/04/2028
0.02
EPR Properties
4.75
12/15/2026
0.02
Banc of America Funding 2007-1 Trus
6.00
01/25/2037
0.02
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.02
Citizens Financial Group Inc
4.00
12/31/2049
0.02
Allegiant Travel Co
7.25
08/15/2027
0.02
Block Inc
3.50
06/01/2031
0.02
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.02
First Horizon Alternative Mortgage
5.04
11/25/2035
0.02
State Street Corp
4.16
08/04/2033
0.02
FMG Resources August 2006 Pty Ltd
4.38
04/01/2031
0.02
Office Properties Income Trust
2.40
02/01/2027
0.02
WMG Acquisition Corp
3.00
02/15/2031
0.02
GMACM Mortgage Loan Trust 2006-AR1
2.98
04/19/2036
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Vodafone Group PLC
5.12
06/04/2081
0.02
MVW Owner Trust 2019-1
2.89
11/20/2036
0.02
Sonic Automotive Inc
4.62
11/15/2029
0.02
Ryder System Inc
4.30
06/15/2027
0.02
American Equity Investment Life Hol
5.00
06/15/2027
0.02
Bear Stearns ARM Trust 2005-9
0.76
10/25/2035
0.02
Twilio Inc
3.62
03/15/2029
0.02
Cargill Inc
4.38
04/22/2052
0.02
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.02
Lamar Media Corp
3.75
02/15/2028
0.02
Match Group Holdings II LLC
5.62
02/15/2029
0.02
Fannie Mae REMICS
8.11
06/25/2036
0.02
Wells Fargo & Co
3.53
03/24/2028
0.02
Avis Budget Car Rental LLC / Avis B
5.38
03/01/2029
0.02
Twilio Inc
3.88
03/15/2031
0.02
Chase Mortgage Finance Corp
3.75
04/25/2045
0.02
Lockheed Martin Corp
4.30
06/15/2062
0.02
MDC Holdings Inc
3.97
08/06/2061
0.02
Bank of America Corp
2.69
04/22/2032
0.02
American Tower Corp
4.05
03/15/2032
0.02
Freddie Mac Multifamily Structured
4.06
10/25/2028
0.02
Vodafone Group PLC
4.12
06/04/2081
0.02
Freddie Mac Multifamily Structured
4.03
10/25/2028
0.02
Murphy Oil Corp
6.38
07/15/2028
0.02
Charles Schwab Corp/The
2.90
03/03/2032
0.02
Fannie Mae REMICS
6.50
11/25/2029
0.02
GFL Environmental Inc
3.50
09/01/2028
0.02
Morgan Stanley
5.00
11/24/2025
0.02
Freddie Mac Gold Pool
7.00
10/01/2031
0.02
Shell International Finance BV
3.00
11/26/2051
0.02
Vodafone Group PLC
3.25
06/04/2081
0.02
National Rural Utilities Cooperativ
2.75
04/15/2032
0.02
WaMu Mortgage Pass-Through Certific
3.84
12/25/2035
0.02
Fannie Mae REMICS
1.51
09/25/2047
0.02
Citigroup Commercial Mortgage Trust
3.48
05/10/2047
0.02
Kite Realty Group Trust
4.75
09/15/2030
0.02
Blackstone Secured Lending Fund
2.85
09/30/2028
0.02
Prudential Financial Inc
5.20
03/15/2044
0.02
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.02
Nissan Motor Acceptance Co LLC
1.85
09/16/2026
0.02
Boardwalk Pipelines LP
3.60
09/01/2032
0.02
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.02
Dell International LLC / EMC Corp
5.30
10/01/2029
0.02
Fannie Mae Interest Strip
6.50
04/25/2032
0.02
WaMu Mortgage Pass-Through Certific
4.24
10/25/2033
0.02
S&P Global Inc
3.90
03/01/2062
0.02
Advance Auto Parts Inc
1.75
10/01/2027
0.02
United States Treasury Bill
0.00
03/09/2023
0.02
Ellington Financial Mortgage Trust
2.74
11/25/2059
0.02
Apple Inc
2.80
02/08/2061
0.02
BMW US Capital LLC
3.70
04/01/2032
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Citigroup Inc
6.25
12/29/2049
0.02
Bank of America Corp
2.97
02/04/2033
0.02
DR Horton Inc
4.75
02/15/2023
0.02
EPR Properties
3.60
11/15/2031
0.02
Morgan Stanley Capital I 2017-HR2
0.87
12/15/2050
0.02
Lockheed Martin Corp
4.15
06/15/2053
0.02
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.02
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.02
DXC Technology Co
2.38
09/15/2028
0.02
Southern Copper Corp
5.88
04/23/2045
0.02
Broadcom Inc
4.93
05/15/2037
0.02
Apple Inc
2.55
08/20/2060
0.02
Bank of America Corp
3.85
03/08/2037
0.02
Athene Holding Ltd
6.15
04/03/2030
0.02
Vontier Corp
2.95
04/01/2031
0.02
Huntington Bancshares Inc/OH
2.49
08/15/2036
0.02
CD 2017-CD6 Mortgage Trust
0.88
11/13/2050
0.02
BP Capital Markets America Inc
3.06
06/17/2041
0.02
Salesforce Inc
2.90
07/15/2051
0.02
Fannie Mae REMICS
8.11
06/25/2036
0.01
Kite Realty Group LP
4.00
10/01/2026
0.01
Goldman Sachs Group Inc/The
2.65
10/21/2032
0.01
Charter Communications Operating LL
3.50
03/01/2042
0.01
BP Capital Markets PLC
4.38
12/31/2099
0.01
Freddie Mac Gold Pool
6.50
04/01/2034
0.01
American Tower Corp
2.70
04/15/2031
0.01
Angel Oak Mortgage Trust 2020-5
1.37
05/25/2065
0.01
CenterPoint Energy Inc
6.12
12/31/2049
0.01
Crowdstrike Holdings Inc
3.00
02/15/2029
0.01
Thornburg Mortgage Securities Trust
4.66
04/25/2045
0.01
Parkland Corp/Alberta
4.50
10/01/2029
0.01
Banc of America Mortgage 2007-1 Tru
6.00
03/25/2037
0.01
Gray Oak Pipeline LLC
2.60
10/15/2025
0.01
Freddie Mac Gold Pool
6.50
07/01/2028
0.01
Genuine Parts Co
2.75
02/01/2032
0.01
Hilcorp Energy I LP / Hilcorp Finan
6.00
04/15/2030
0.01
Fannie Mae REMICS
6.00
11/25/2028
0.01
Verizon Communications Inc
2.85
09/03/2041
0.01
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.01
AbbVie Inc
3.85
06/15/2024
0.01
GS Mortgage Securities Trust 2014-G
3.65
01/10/2047
0.01
Verus Securitization Trust 2020-INV
0.33
03/25/2060
0.01
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.01
Hilcorp Energy I LP / Hilcorp Finan
6.25
04/15/2032
0.01
Hyundai Capital America
2.00
06/15/2028
0.01
Boeing Co/The
2.20
02/04/2026
0.01
Athene Holding Ltd
3.45
05/15/2052
0.01
Sumitomo Mitsui Financial Group Inc
2.14
09/23/2030
0.01
Vontier Corp
2.40
04/01/2028
0.01
Hilton Domestic Operating Co Inc
3.62
02/15/2032
0.01
BMW US Capital LLC
3.45
04/01/2027
0.01
Centene Corp
2.50
03/01/2031
0.01
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Conagra Brands Inc
4.60
11/01/2025
0.01
Amazon.com Inc
2.88
05/12/2041
0.01
Goldman Sachs Group Inc/The
3.44
02/24/2043
0.01
Asbury Automotive Group Inc
5.00
02/15/2032
0.01
Hyundai Capital America
4.12
06/08/2023
0.01
JPMorgan Chase & Co
3.80
07/23/2024
0.01
JP Morgan Mortgage Trust 2007-A1
3.45
07/25/2035
0.01
Anheuser-Busch InBev Worldwide Inc
8.20
01/15/2039
0.01
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.01
Fannie Mae Pool
3.50
12/01/2030
0.01
Fannie Mae Connecticut Avenue Secur
9.39
11/25/2024
0.01
CCO Holdings LLC / CCO Holdings Cap
4.50
06/01/2033
0.01
Goldman Sachs Group Inc/The
3.62
03/15/2028
0.01
Mastr Asset Backed Securities Trust
4.59
08/25/2036
0.01
Wells Fargo & Co
4.75
12/07/2046
0.01
Bank of America Corp
2.57
10/20/2032
0.01
Freddie Mac REMICS
6.50
06/15/2031
0.01
Athene Global Funding
1.45
01/08/2026
0.01
Wells Fargo & Co Conv Pfd
0.01
Athene Global Funding
2.95
11/12/2026
0.01
Reliance Standard Life Global Fundi
2.75
01/21/2027
0.01
Fannie Mae Interest Strip
7.00
04/25/2032
0.01
General Motors Financial Co Inc
4.30
04/06/2029
0.01
Fannie Mae REMICS
5.33
06/25/2037
0.01
S&P Global Inc
2.90
03/01/2032
0.01
Brunswick Corp/DE
4.40
09/15/2032
0.01
Mylan Inc
3.12
01/15/2023
0.01
Citigroup Inc
5.95
12/31/2049
0.01
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.01
Duke Energy Corp
3.25
01/15/2082
0.01
Essential Properties LP
2.95
07/15/2031
0.01
S&P Global Inc
3.70
03/01/2052
0.01
JPMorgan Chase & Co
5.21
07/23/2024
0.01
Banc of America Funding 2007-C Trus
3.47
05/20/2036
0.01
GSR Mortgage Loan Trust 2005-AR4
3.65
07/25/2035
0.01
Enbridge Inc
4.78
02/16/2024
0.01
Goldman Sachs Group Inc/The
4.60
01/24/2025
0.01
Huntington Bancshares Inc/OH
4.00
05/15/2025
0.01
WPP Finance 2010
3.75
09/19/2024
0.01
Government National Mortgage Associ
1.87
10/16/2047
0.01
United Airlines Inc
4.62
04/15/2029
0.01
Fannie Mae Interest Strip
6.00
03/25/2036
0.01
JPMorgan Chase & Co
3.78
02/01/2028
0.01
MSCI Inc
3.88
02/15/2031
0.01
Government National Mortgage Associ
2.32
04/16/2041
0.01
Freddie Mac REMICS
1.75
05/15/2038
0.01
MSCI Inc
3.62
11/01/2031
0.01
General Motors Financial Co Inc
4.15
06/19/2023
0.01
Goldman Sachs Group Inc/The
4.85
03/08/2024
0.01
Ross Stores Inc
3.38
09/15/2024
0.01
Freddie Mac REMICS
2.38
01/15/2035
0.01
Ecopetrol SA
4.62
11/02/2031
0.01
Ecopetrol SA
5.88
05/28/2045
0.01
Citigroup Inc
4.08
04/23/2029
0.01
Peruvian Government International B
2.78
01/23/2031
0.01
Penske Truck Leasing Co Lp / PTL Fi
3.40
11/15/2026
0.01
Fannie Mae Interest Strip
5.50
09/25/2033
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Energy Transfer LP
4.25
03/15/2023
0.01
Morgan Stanley
4.58
01/24/2025
0.01
Brookfield Corp
4.00
01/15/2025
0.01
Cigna Corp
4.12
11/15/2025
0.01
Synchrony Financial
4.25
08/15/2024
0.01
Office Properties Income Trust
2.65
06/15/2026
0.01
BAE Systems Holdings Inc
3.85
12/15/2025
0.01
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.01
Fannie Mae Pool
5.50
02/01/2035
0.01
QUALCOMM Inc
2.15
05/20/2030
0.01
British Airways 2019-1 Class A Pass
3.35
06/15/2029
0.01
AT&T Inc
4.30
02/15/2030
0.01
Lowe's Cos Inc
3.35
04/01/2027
0.01
Freddie Mac REMICS
3.50
05/15/2032
0.01
Credit Suisse Mortgage Capital Cert
1.62
04/25/2065
0.01
Bank of America Corp
4.27
07/23/2029
0.01
Wells Fargo & Co
3.58
05/22/2028
0.01
Blackstone Private Credit Fund
1.75
09/15/2024
0.01
T-Mobile USA Inc
2.62
04/15/2026
0.01
Manulife Financial Corp
4.06
02/24/2032
0.01
T-Mobile USA Inc
2.25
02/15/2026
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
CSFB Mortgage-Backed Pass-Through C
3.17
06/25/2034
0.01
Broadcom Inc
4.15
11/15/2030
0.01
BMW US Capital LLC
5.16
04/01/2025
0.01
American Tower Corp
3.00
06/15/2023
0.01
Global Atlantic Fin Co
4.40
10/15/2029
0.01
Fairfax Financial Holdings Ltd
3.38
03/03/2031
0.01
Agree LP
2.00
06/15/2028
0.01
QUALCOMM Inc
3.25
05/20/2050
0.01
Freddie Mac Gold Pool
7.00
10/01/2037
0.01
Goldman Sachs Group Inc/The
2.62
04/22/2032
0.01
Corebridge Financial Inc
4.40
04/05/2052
0.01
Towd Point Mortgage Trust 2017-2
2.75
04/25/2057
0.01
Fannie Mae Interest Strip
6.00
09/25/2035
0.01
Fannie Mae REMICS
2.31
05/25/2035
0.01
Fannie Mae Interest Strip
6.00
06/25/2033
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Bank of America Corp
6.50
12/31/2049
0.01
Santander Holdings USA Inc
3.50
06/07/2024
0.00
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.00
Fannie Mae REMICS
3.61
09/25/2032
0.00
MPLX LP
4.25
12/01/2027
0.00
US Bancorp
3.10
04/27/2026
0.00
Fannie Mae REMICS
3.86
05/25/2033
0.00
Energy Transfer LP
4.00
10/01/2027
0.00
Fannie Mae REMICS
1.71
10/25/2035
0.00
United Airlines Inc
4.38
04/15/2026
0.00
JPMorgan Chase & Co
3.54
05/01/2028
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Freddie Mac REMICS
8.92
08/15/2035
0.00
JPMorgan Chase & Co
5.61
05/15/2047
0.00
Republic of Poland Government Inter
5.75
11/16/2032
0.00
Dominion Energy Inc
3.38
04/01/2030
0.00
Freddie Mac REMICS
3.00
06/15/2027
0.00
Freddie Mac Strips
0.00
06/01/2026
0.00
Fannie Mae Pool
7.00
12/01/2032
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Royal Bank of Canada
3.70
10/05/2023
0.00
Interpublic Group of Cos Inc/The
4.20
04/15/2024
0.00
Freeport-McMoRan Inc
5.00
09/01/2027
0.00
Citizens Financial Group Inc
2.50
02/06/2030
0.00
Citigroup Inc
4.62
01/25/2026
0.00
American Tower Corp
4.00
06/01/2025
0.00
Packaging Corp of America
3.65
09/15/2024
0.00
Illumina Inc
2.55
03/23/2031
0.00
AES Corp/The
2.45
01/15/2031
0.00
Cargill Inc
3.62
04/22/2027
0.00
Fannie Mae REMICS
1.76
12/25/2042
0.00
Healthcare Realty Holdings LP
3.50
08/01/2026
0.00
Apple Inc
4.38
05/13/2045
0.00
Healthcare Realty Holdings LP
2.00
03/15/2031
0.00
American Express Co
2.55
03/04/2027
0.00
Freddie Mac REMICS
1.78
01/15/2044
0.00
Comcast Corp
2.65
08/15/2062
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Spirit Realty LP
3.20
01/15/2027
0.00
Fannie Mae Interest Strip
6.50
02/25/2033
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Fannie Mae REMICS
3.61
12/25/2032
0.00
Realty Income Corp
2.20
06/15/2028
0.00
Regency Centers LP
2.95
09/15/2029
0.00
Fannie Mae REMICS
3.61
04/25/2032
0.00
CubeSmart LP
2.25
12/15/2028
0.00
JBS USA LUX SA / JBS USA Food Co /
3.75
12/01/2031
0.00
Delta Air Lines Inc
7.38
01/15/2026
0.00
Fannie Mae REMICS
3.51
11/25/2031
0.00
Chase Home Lending Mortgage Trust 2
4.00
04/25/2049
0.00
Ameren Corp
2.50
09/15/2024
0.00
Structured Adjustable Rate Mortgage
3.98
09/25/2034
0.00
Intercontinental Exchange Inc
3.00
09/15/2060
0.00
Fannie Mae REMICS
3.61
08/25/2032
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Kimco Realty Corp
2.70
10/01/2030
0.00
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.00
Adjustable Rate Mortgage Trust 2004
0.71
02/25/2035
0.00
Fannie Mae REMICS
6.50
06/25/2023
0.00
Fannie Mae REMICS
3.86
02/25/2033
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
RALI Series 2007-QS6 Trust
5.75
04/25/2037
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Brixmor Operating Partnership LP
4.12
05/15/2029
0.00
Fannie Mae REMICS
5.50
04/25/2023
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Morgan Stanley
2.70
01/22/2031
0.00
Fannie Mae Pool
6.50
01/01/2034
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Citigroup Inc
2.57
06/03/2031
0.00
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Connecticut Avenue Securities Trust
6.54
09/25/2031
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
United Airlines 2018-1 Class AA Pas
3.50
03/01/2030
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Dell International LLC / EMC Corp
6.02
06/15/2026
0.00
Hyundai Capital America
5.88
04/07/2025
0.00
Reinsurance Group of America Inc
4.70
09/15/2023
0.00
Fannie Mae REMICS
2.71
11/25/2030
0.00
Fifth Third Bancorp
4.30
01/16/2024
0.00
Freddie Mac REMICS
1.93
12/15/2039
0.00
Air Lease Corp
3.00
09/15/2023
0.00
UnitedHealth Group Inc
3.75
07/15/2025
0.00
Moody's Corp
5.25
07/15/2044
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Micron Technology Inc
4.18
02/15/2027
0.00
Fairfax Financial Holdings Ltd
4.85
04/17/2028
0.00
Physicians Realty LP
4.30
03/15/2027
0.00
Goldman Sachs Group Inc/The
3.50
11/16/2026
0.00
Fannie Mae Interest Strip
5.50
05/25/2034
0.00
Aviation Capital Group LLC
4.12
08/01/2025
0.00
MetLife Inc
3.85
12/31/2099
0.00
Apple Inc
4.25
02/09/2047
0.00
JPMorgan Chase & Co
3.62
12/01/2027
0.00
Progressive Corp/The
2.50
03/15/2027
0.00
Fannie Mae REMICS
0.00
09/25/2023
0.00
Fifth Third Bancorp
2.55
05/05/2027
0.00
Government National Mortgage Associ
2.22
04/16/2037
0.00
Fannie Mae REMICS
1.66
03/25/2035
0.00
Citigroup Commercial Mortgage Trust
0.99
11/10/2046
0.00
Allstate Corp/The
4.20
12/15/2046
0.00
Boston Properties LP
3.25
01/30/2031
0.00
Spirit Realty LP
2.10
03/15/2028
0.00
JPMorgan Chase & Co
2.96
01/25/2033
0.00
MDC Holdings Inc
3.85
01/15/2030
0.00
Realty Income Corp
2.85
12/15/2032
0.00
Sun Communities Operating LP
2.70
07/15/2031
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Masco Corp
2.00
02/15/2031
0.00
Piedmont Operating Partnership LP
3.15
08/15/2030
0.00
Freddie Mac Gold Pool
6.50
12/01/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Morgan Stanley
3.22
04/22/2042
0.00
Spirit Realty LP
2.70
02/15/2032
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Goldman Sachs Group Inc/The
3.21
04/22/2042
0.00
Verizon Communications Inc
3.55
03/22/2051
0.00
Wells Fargo & Co
3.07
04/30/2041
0.00
Nationwide Financial Services Inc
3.90
11/30/2049
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Fannie Mae REMICS
2.16
10/25/2041
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Penn Mutual Life Insurance Co/The
3.80
04/29/2061
0.00
Microsoft Corp
2.52
06/01/2050
0.00
Comcast Corp
2.89
11/01/2051
0.00
Mid-America Apartments LP
2.88
09/15/2051
0.00
Fannie Mae REMICS
2.21
05/25/2035
0.00
Cox Communications Inc
2.95
10/01/2050
0.00
Fannie Mae Pool
7.50
01/01/2033
0.00
Freddie Mac REMICS
2.40
05/15/2035
0.00
Fannie Mae REMICS
3.56
01/25/2032
0.00
Freddie Mac REMICS
2.43
02/15/2035
0.00
Fannie Mae REMICS
3.76
12/18/2032
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Freddie Mac Gold Pool
5.00
12/01/2034
0.00
Freddie Mac REMICS
3.33
03/15/2029
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Freddie Mac REMICS
4.72
09/15/2035
0.00
Freddie Mac REMICS
3.33
07/15/2026
0.00
Fannie Mae Pool
7.00
01/01/2030
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Fannie Mae REMICS
2.36
03/25/2035
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Fannie Mae REMICS
4.64
08/25/2035
0.00
Connecticut Avenue Securities Trust
6.49
09/25/2039
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Freddie Mac REMICS
5.32
02/15/2032
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Freddie Mac REMICS
8.00
03/15/2030
0.00
Fannie Mae REMICS
6.50
10/25/2031
0.00
Fannie Mae REMICS
2.61
08/25/2032
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Fannie Mae REMICS
3.66
12/18/2032
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Freddie Mac REMICS
2.68
12/15/2037
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Freddie Mac REMICS
1.68
04/15/2038
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.00
Fannie Mae REMICS
3.71
04/25/2032
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Ginnie Mae I Pool
8.50
11/15/2024
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae REMICS
2.61
08/25/2032
0.00
Freddie Mac REMICS
1.83
07/15/2035
0.00
Fannie Mae REMICS
2.86
01/25/2032
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae REMICS
3.76
12/18/2032
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
3.56
11/18/2031
0.00
Ginnie Mae I Pool
7.00
07/15/2031
0.00
Ginnie Mae I Pool
7.00
03/15/2026
0.00
Fannie Mae REMICS
2.61
09/25/2032
0.00
Fannie Mae REMICS
2.36
05/25/2035
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Fannie Mae REMICS
3.61
07/25/2032
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Fannie Mae REMICS
2.61
04/25/2032
0.00
Fannie Mae REMICS
3.66
03/18/2032
0.00
Fannie Mae REMICS
3.71
03/25/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Fannie Mae REMICS
3.61
07/25/2032
0.00
Fannie Mae REMICS
1.66
07/25/2038
0.00
Fannie Mae Interest Strip
7.00
06/25/2023
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Freddie Mac REMICS
3.78
06/15/2029
0.00
Fannie Mae REMICS
3.61
09/25/2032
0.00
Fannie Mae REMICS
3.51
11/25/2031
0.00
Fannie Mae REMICS
3.41
04/25/2032
0.00
Fannie Mae REMICS
3.56
12/18/2031
0.00
Government National Mortgage Associ
3.17
02/16/2032
0.00
Freddie Mac REMICS
4.36
07/17/2028
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
COMM 2012-CCRE5 Mortgage Trust
1.09
12/10/2045
0.00
LB Commercial Conduit Mortgage Trus
0.76
02/18/2030
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Freddie Mac REMICS
4.36
07/17/2028
0.00
Fannie Mae REMICS
2.31
02/25/2024
0.00
USD/EUR CFWD2023217
02/17/2023
-0.00
as of 12/31/2022
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 4.12 | 11/15/2032 | 7.10 |
| United States Treasury Note/Bond | 4.00 | 11/15/2042 | 4.71 |
| Fannie Mae or Freddie Mac | 5.50 | 01/01/2053 | 3.98 |
| United States Treasury Note/Bond | 3.88 | 11/30/2027 | 3.92 |
| Fannie Mae or Freddie Mac | 5.00 | 01/01/2053 | 3.00 |
| Fannie Mae or Freddie Mac | 3.50 | 01/01/2053 | 2.61 |
| United States Treasury Note/Bond | 3.00 | 08/15/2052 | 1.66 |
| United States Treasury Note/Bond | 3.88 | 11/30/2029 | 1.56 |
| Invesco Treasury Portfolio | 1.06 | ||
| Invesco Government & Agency Portfol | 0.93 | ||
| INVESCO LIQUID ASSET CASH MF | 0.68 | ||
| STAR 2021-SFR1 Trust | 4.94 | 04/17/2038 | 0.64 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2038 | 0.62 |
| Madison Park Funding XLVIII Ltd | 5.38 | 04/19/2033 | 0.62 |
| Bain Capital Credit CLO 2017-2 Ltd | 5.54 | 07/25/2034 | 0.60 |
| Oracle Corp | 6.25 | 11/09/2032 | 0.59 |
| COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.57 |
| CSAIL 2020-C19 Commercial Mortgage | 2.56 | 03/15/2053 | 0.55 |
| MAG MUTUAL HOLDING COMPANY | 4.75 | 04/30/2041 | 0.54 |
| Morgan Stanley Bank of America Merr | 3.83 | 12/15/2047 | 0.48 |
| Avis Budget Rental Car Funding AESO | 3.83 | 08/21/2028 | 0.45 |
| PacifiCorp | 5.35 | 12/01/2053 | 0.43 |
| TICP CLO XV Ltd | 5.52 | 04/20/2033 | 0.43 |
| Octagon Investment Partners 31 Ltd | 5.29 | 07/20/2030 | 0.42 |
| Honeywell International Inc | 5.00 | 02/15/2033 | 0.40 |
| COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.38 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.38 |
| Flagstar Mortgage Trust 2021-11INV | 3.70 | 11/25/2051 | 0.37 |
| Cooperatieve Rabobank UA | 3.76 | 04/06/2033 | 0.36 |
| OCP CLO 2020-8R Ltd | 5.30 | 01/17/2032 | 0.36 |
| Blackstone Holdings Finance Co LLC | 6.20 | 04/22/2033 | 0.36 |
| Synchrony Card Funding LLC | 3.86 | 07/15/2028 | 0.35 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.34 |
| Diamondback Energy Inc | 6.25 | 03/15/2053 | 0.34 |
| Octagon Investment Partners 49 Ltd | 5.30 | 01/15/2033 | 0.33 |
| Australia & New Zealand Banking Gro | 6.74 | 12/08/2032 | 0.33 |
| United States Treasury Note/Bond | 4.00 | 12/15/2025 | 0.33 |
| Credit Suisse Group AG | 6.54 | 08/12/2033 | 0.33 |
| UnitedHealth Group Inc | 5.30 | 02/15/2030 | 0.33 |
| Dominion Energy Inc | 5.38 | 11/15/2032 | 0.32 |
| Citigroup Inc | 3.88 | 12/31/2099 | 0.32 |
| Lowe's Cos Inc | 5.00 | 04/15/2033 | 0.32 |
| JPMorgan Chase & Co | 5.72 | 09/14/2033 | 0.31 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2053 | 0.31 |
| Truist Bank | 2.64 | 09/17/2029 | 0.31 |
| HSBC Holdings PLC | 8.11 | 11/03/2033 | 0.30 |
| Barclays PLC | 7.44 | 11/02/2033 | 0.30 |
| ING Groep NV | 5.33 | 04/01/2027 | 0.30 |
| CSMC 2022-ATH1 | 2.87 | 01/25/2067 | 0.30 |
| Med Trust 2021-MDLN | 5.77 | 11/15/2038 | 0.30 |
| ArcelorMittal SA | 6.55 | 11/29/2027 | 0.29 |
| SG Residential Mortgage Trust 2022- | 3.17 | 03/27/2062 | 0.28 |
| UnitedHealth Group Inc | 5.35 | 02/15/2033 | 0.28 |
| Philip Morris International Inc | 5.62 | 11/17/2029 | 0.28 |
| Starwood Mortgage Residential Trust | 1.92 | 11/25/2066 | 0.28 |
| Connecticut Avenue Securities Trust | 6.03 | 03/25/2042 | 0.28 |
| Bayview MSR Opportunity Master Fund | 2.50 | 11/25/2051 | 0.28 |
| Angel Oak Mortgage Trust 2022-1 | 2.88 | 12/25/2066 | 0.27 |
| Textainer Marine Containers VII Ltd | 2.23 | 04/20/2046 | 0.27 |
| AMSR 2021-SFR3 Trust | 1.73 | 10/17/2038 | 0.27 |
| Federation des Caisses Desjardins d | 4.55 | 08/23/2027 | 0.27 |
| Golub Capital Partners CLO 40A Ltd | 5.45 | 01/25/2032 | 0.27 |
| Life 2021-BMR Mortgage Trust | 5.20 | 03/15/2038 | 0.27 |
| Bank of Nova Scotia/The | 8.62 | 10/27/2082 | 0.27 |
| JP Morgan Chase Commercial Mortgage | 3.37 | 12/15/2047 | 0.27 |
| Comcast Corp | 5.50 | 11/15/2032 | 0.26 |
| COLT 2022-3 Mortgage Loan Trust | 3.90 | 02/25/2067 | 0.26 |
| BX Trust 2022-LBA6 | 5.34 | 01/15/2039 | 0.26 |
| J.P. Morgan Mortgage Trust 2021-LTV | 2.52 | 05/25/2052 | 0.25 |
| Oracle Corp | 6.90 | 11/09/2052 | 0.25 |
| Credit Agricole SA | 4.38 | 03/17/2025 | 0.25 |
| JP Morgan Chase Commercial Mortgage | 4.52 | 12/15/2046 | 0.25 |
| CSMC 2022-ATH2 | 4.55 | 05/25/2067 | 0.25 |
| OBX 2022-NQM2 Trust | 2.94 | 01/25/2062 | 0.25 |
| Ginnie Mae II Pool | 2.00 | 01/01/2053 | 0.24 |
| Brandywine Operating Partnership LP | 7.55 | 03/15/2028 | 0.24 |
| Neuberger Berman Loan Advisers CLO | 5.25 | 04/19/2030 | 0.24 |
| Standard Chartered PLC | 7.75 | 12/31/2049 | 0.24 |
| Petroleos Mexicanos | 8.75 | 06/02/2029 | 0.24 |
| OHA Loan Funding 2016-1 Ltd | 5.50 | 01/20/2033 | 0.24 |
| FREMF 2013-K28 Mortgage Trust | 3.44 | 06/25/2046 | 0.24 |
| Truist Financial Corp | 4.92 | 07/28/2033 | 0.24 |
| Citigroup Inc | 5.00 | 12/31/2049 | 0.24 |
| Bayview MSR Opportunity Master Fund | 3.00 | 11/25/2051 | 0.23 |
| Union Pacific Corp | 5.15 | 01/20/2063 | 0.23 |
| Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 0.23 |
| Lowe's Cos Inc | 5.62 | 04/15/2053 | 0.23 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.23 |
| Credit Suisse Group AG | 6.44 | 08/11/2028 | 0.23 |
| US Bancorp | 5.85 | 10/21/2033 | 0.23 |
| Goldman Sachs Group Inc/The | 5.07 | 12/09/2026 | 0.23 |
| Bank of America Corp | 7.75 | 05/14/2038 | 0.23 |
| Union Pacific Corp | 4.95 | 09/09/2052 | 0.23 |
| Prologis LP | 4.62 | 01/15/2033 | 0.23 |
| Bayview MSR Opportunity Master Fund | 3.00 | 10/25/2051 | 0.23 |
| Verus Securitization Trust 2021-7 | 1.83 | 10/25/2066 | 0.22 |
| Mizuho Financial Group Inc | 5.67 | 09/13/2033 | 0.22 |
| HSBC Holdings PLC | 5.40 | 08/11/2033 | 0.22 |
| KKR CLO 30 Ltd | 5.10 | 10/17/2031 | 0.22 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.22 |
| Verus Securitization Trust 2022-3 | 4.13 | 02/25/2067 | 0.22 |
| Credit Suisse AG/New York NY | 5.00 | 07/09/2027 | 0.22 |
| Onslow Bay Mortgage Loan Trust | 1.96 | 10/25/2061 | 0.22 |
| Citigroup Mortgage Loan Trust 2021- | 2.50 | 05/25/2051 | 0.22 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.22 |
| JAB Holdings BV | 4.50 | 04/08/2052 | 0.22 |
| Toronto-Dominion Bank/The | 8.12 | 10/31/2082 | 0.22 |
| Credit Suisse Group AG | 9.02 | 11/15/2033 | 0.22 |
| Med Trust 2021-MDLN | 5.27 | 11/15/2038 | 0.22 |
| Goldentree Loan Management US CLO 5 | 5.31 | 10/20/2032 | 0.22 |
| Race Point VIII CLO Ltd | 5.72 | 02/20/2030 | 0.21 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.21 |
| Starwood Mortgage Residential Trust | 2.45 | 12/25/2066 | 0.21 |
| OBX 2022-NQM1 Trust | 2.31 | 11/25/2061 | 0.21 |
| GS Mortgage Securities Trust 2020-G | 2.38 | 05/12/2053 | 0.21 |
| Cedar Funding IX CLO Ltd | 5.22 | 04/20/2031 | 0.21 |
| OCP CLO 2017-13 Ltd | 5.04 | 07/15/2030 | 0.21 |
| Neuberger Berman Loan Advisers Clo | 5.14 | 04/16/2033 | 0.21 |
| Symphony CLO XXII Ltd | 5.48 | 04/18/2033 | 0.21 |
| Mitsubishi HC Capital Inc | 3.64 | 04/13/2025 | 0.21 |
| Freddie Mac STACR REMIC Trust 2022- | 5.93 | 04/25/2042 | 0.21 |
| McDonald's Corp | 5.15 | 09/09/2052 | 0.21 |
| BPCE SA | 4.36 | 01/14/2025 | 0.21 |
| GS Mortgage-Backed Securities Trust | 2.50 | 12/25/2051 | 0.21 |
| PNC Bank NA | 2.50 | 08/27/2024 | 0.21 |
| COMM 2013-CCRE6 Mortgage Trust | 3.15 | 03/10/2046 | 0.21 |
| Enbridge Inc | 7.38 | 01/15/2083 | 0.20 |
| Tricon American Homes 2020-SFR2 Tru | 1.48 | 11/17/2039 | 0.20 |
| BX Commercial Mortgage Trust 2021-V | 5.02 | 09/15/2036 | 0.20 |
| Cooperatieve Rabobank UA | 4.66 | 08/22/2028 | 0.20 |
| Bahamas Government International Bo | 9.00 | 06/16/2029 | 0.20 |
| Progress Residential 2022-SFR5 Trus | 4.45 | 06/17/2039 | 0.20 |
| SVB Financial Group | 4.25 | 12/31/2099 | 0.20 |
| Ford Motor Co | 6.10 | 08/19/2032 | 0.20 |
| MFA 2021-INV2 Trust | 1.91 | 11/25/2056 | 0.20 |
| PNC Financial Services Group Inc/Th | 6.20 | 12/31/2099 | 0.20 |
| KeyBank NA/Cleveland OH | 4.90 | 08/08/2032 | 0.20 |
| Development Bank of Kazakhstan JSC | 5.75 | 05/12/2025 | 0.20 |
| Cooperatieve Rabobank UA | 3.65 | 04/06/2028 | 0.19 |
| American Electric Power Co Inc | 5.95 | 11/01/2032 | 0.19 |
| COLT 2022-2 Mortgage Loan Trust | 2.99 | 02/25/2067 | 0.19 |
| Lowe's Cos Inc | 5.80 | 09/15/2062 | 0.19 |
| Bank of America Corp | 6.12 | 12/31/2099 | 0.19 |
| Kinder Morgan Inc | 5.45 | 08/01/2052 | 0.19 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.19 |
| BX Commercial Mortgage Trust 2021-A | 5.17 | 11/15/2038 | 0.19 |
| JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.19 |
| UnitedHealth Group Inc | 5.25 | 02/15/2028 | 0.19 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.19 |
| Barclays PLC | 8.00 | 12/31/2099 | 0.19 |
| JPMorgan Chase & Co | 4.91 | 07/25/2033 | 0.19 |
| PNC Financial Services Group Inc/Th | 6.04 | 10/28/2033 | 0.19 |
| Truist Financial Corp | 6.12 | 10/28/2033 | 0.19 |
| Oceanview Mortgage Trust 2021-INV3 | 2.50 | 07/25/2051 | 0.19 |
| BX Trust 2022-LBA6 | 5.64 | 01/15/2039 | 0.19 |
| New Residential Mortgage Loan Trust | 3.08 | 03/27/2062 | 0.19 |
| COLT 2022-1 Mortgage Loan Trust | 2.28 | 12/27/2066 | 0.18 |
| Union Pacific Corp | 4.50 | 01/20/2033 | 0.18 |
| Celanese US Holdings LLC | 6.17 | 07/15/2027 | 0.18 |
| OBX 2022-NQM2 Trust | 2.78 | 01/25/2062 | 0.18 |
| RUN 2022-NQM1 Trust | 4.00 | 03/25/2067 | 0.18 |
| Ford Motor Credit Co LLC | 7.35 | 11/04/2027 | 0.18 |
| Verus Securitization Trust 2022-1 | 2.72 | 01/25/2067 | 0.18 |
| Panama Government International Bon | 6.40 | 02/14/2035 | 0.18 |
| BX Commercial Mortgage Trust 2021-V | 5.27 | 09/15/2036 | 0.18 |
| CCO Holdings LLC / CCO Holdings Cap | 6.38 | 09/01/2029 | 0.18 |
| JP Morgan Chase Commercial Mortgage | 4.04 | 07/15/2047 | 0.18 |
| EDP Finance BV | 3.62 | 07/15/2024 | 0.18 |
| Celanese US Holdings LLC | 6.05 | 03/15/2025 | 0.18 |
| Ellington Financial Mortgage Trust | 2.21 | 01/25/2067 | 0.18 |
| Sprint Spectrum Co LLC / Sprint Spe | 5.15 | 03/20/2028 | 0.17 |
| Societe Generale SA | 9.38 | 12/31/2049 | 0.17 |
| Enel Finance International NV | 6.80 | 10/14/2025 | 0.17 |
| MFA 2021-AEINV1 Trust | 2.50 | 08/25/2051 | 0.17 |
| Air Lease Corp | 5.85 | 12/15/2027 | 0.17 |
| Swedbank AB | 5.34 | 09/20/2027 | 0.17 |
| UBS Group AG | 4.75 | 05/12/2028 | 0.17 |
| Northern Trust Corp | 6.12 | 11/02/2032 | 0.17 |
| Mitsubishi UFJ Financial Group Inc | 1.80 | 07/20/2033 | 0.17 |
| Corebridge Financial Inc | 6.88 | 12/15/2052 | 0.17 |
| Alcon Finance Corp | 5.38 | 12/06/2032 | 0.17 |
| Alcon Finance Corp | 5.75 | 12/06/2052 | 0.17 |
| Nordea Bank Abp | 5.38 | 09/22/2027 | 0.17 |
| Colombia Government International B | 8.00 | 04/20/2033 | 0.17 |
| Philip Morris International Inc | 5.12 | 11/17/2027 | 0.17 |
| HSBC Holdings PLC | 5.21 | 08/11/2028 | 0.17 |
| Fairfax Financial Holdings Ltd | 5.62 | 08/16/2032 | 0.17 |
| Nordea Bank Abp | 6.62 | 12/31/2049 | 0.17 |
| Bermuda Government International Bo | 5.00 | 07/15/2032 | 0.17 |
| Central Texas Turnpike System | 3.03 | 08/15/2041 | 0.17 |
| Credit Agricole SA | 7.88 | 12/31/2049 | 0.17 |
| Progress Residential 2021-SFR10 Tru | 2.39 | 12/17/2040 | 0.17 |
| HSBC Holdings PLC | 5.70 | 03/10/2026 | 0.17 |
| Celanese US Holdings LLC | 5.90 | 07/05/2024 | 0.17 |
| Mitsubishi UFJ Financial Group Inc | 5.02 | 07/20/2028 | 0.17 |
| Trust Fibra Uno | 5.25 | 01/30/2026 | 0.16 |
| OBX 2022-NQM2 Trust | 3.38 | 01/25/2062 | 0.16 |
| JPMBB Commercial Mortgage Securitie | 4.07 | 11/15/2047 | 0.16 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.16 |
| Volkswagen Group of America Finance | 4.60 | 06/08/2029 | 0.16 |
| Adani Green Energy Ltd | 4.38 | 09/08/2024 | 0.16 |
| Enbridge Inc | 7.62 | 01/15/2083 | 0.16 |
| HSBC Holdings PLC | 6.00 | 12/31/2049 | 0.16 |
| Bank of America Corp | 5.01 | 07/22/2033 | 0.16 |
| Fifth Third Bancorp | 6.36 | 10/27/2028 | 0.15 |
| America Movil SAB de CV | 5.38 | 04/04/2032 | 0.15 |
| Connecticut Avenue Securities Trust | 5.93 | 03/25/2042 | 0.15 |
| Angel Oak Mortgage Trust 2021-7 | 1.98 | 10/25/2066 | 0.15 |
| PNC Financial Services Group Inc/Th | 4.63 | 06/06/2033 | 0.15 |
| BPCE SA | 4.50 | 03/15/2025 | 0.15 |
| Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.15 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 08/25/2051 | 0.15 |
| Credit Suisse AG/New York NY | 3.62 | 09/09/2024 | 0.15 |
| Morgan Stanley Reremic Trust | 6.00 | 11/26/2036 | 0.15 |
| HSBC Holdings PLC | 4.60 | 12/31/2049 | 0.15 |
| Credit Suisse Group AG | 9.75 | 12/31/2099 | 0.15 |
| Coca-Cola Icecek AS | 4.50 | 01/20/2029 | 0.15 |
| UnitedHealth Group Inc | 5.88 | 02/15/2053 | 0.15 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 10/25/2051 | 0.15 |
| Trust Fibra Uno | 4.87 | 01/15/2030 | 0.15 |
| COLT 2021-5 Mortgage Loan Trust | 1.73 | 11/26/2066 | 0.14 |
| Fifth Third Bancorp | 4.77 | 07/28/2030 | 0.14 |
| Bank of New York Mellon Corp/The | 5.83 | 10/25/2033 | 0.14 |
| B3 SA - Brasil Bolsa Balcao | 4.12 | 09/20/2031 | 0.14 |
| Prudential Financial Inc | 6.00 | 09/01/2052 | 0.14 |
| Sabine Pass Liquefaction LLC | 5.90 | 09/15/2037 | 0.14 |
| Petronas Capital Ltd | 2.48 | 01/28/2032 | 0.14 |
| Lincoln National Corp | 9.25 | 12/31/2099 | 0.14 |
| Meta Platforms Inc | 4.65 | 08/15/2062 | 0.14 |
| COMM 2014-LC15 Mortgage Trust | 4.20 | 04/10/2047 | 0.14 |
| Minerva Luxembourg SA | 4.38 | 03/18/2031 | 0.14 |
| Providence St Joseph Health Obligat | 2.70 | 10/01/2051 | 0.14 |
| Pacific Life Global Funding II | 5.12 | 03/30/2025 | 0.14 |
| Sasol Financing USA LLC | 5.50 | 03/18/2031 | 0.14 |
| Nordea Bank Abp | 3.75 | 12/31/2059 | 0.14 |
| Duke Energy Corp | 5.00 | 08/15/2052 | 0.14 |
| Mexico Government International Bon | 3.50 | 02/12/2034 | 0.14 |
| Fifth Third Bank NA | 3.85 | 03/15/2026 | 0.14 |
| NextEra Energy Capital Holdings Inc | 4.62 | 07/15/2027 | 0.13 |
| UnitedHealth Group Inc | 6.05 | 02/15/2063 | 0.13 |
| Verus Securitization Trust 2022-INV | 6.79 | 10/25/2067 | 0.13 |
| Target Corp | 4.50 | 09/15/2032 | 0.13 |
| Lockheed Martin Corp | 5.10 | 11/15/2027 | 0.13 |
| American Electric Power Co Inc | 5.75 | 11/01/2027 | 0.13 |
| Galaxy Pipeline Assets Bidco Ltd | 2.94 | 09/30/2040 | 0.13 |
| STAR 2021-1 Trust | 1.22 | 05/25/2065 | 0.13 |
| Sumitomo Mitsui Financial Group Inc | 2.22 | 09/17/2031 | 0.13 |
| SVB Financial Group | 4.70 | 12/31/2099 | 0.13 |
| UAE INTERNATIONAL GOVERNMENT BOND | 3.25 | 10/19/2061 | 0.13 |
| AEP Texas Inc | 3.95 | 06/01/2028 | 0.13 |
| Alfa Desarrollo SpA | 4.55 | 09/27/2051 | 0.13 |
| Standard Chartered PLC | 2.68 | 06/29/2032 | 0.13 |
| Kaiser Foundation Hospitals | 2.81 | 06/01/2041 | 0.13 |
| California State University | 2.94 | 11/01/2052 | 0.13 |
| AerCap Ireland Capital DAC / AerCap | 4.50 | 09/15/2023 | 0.13 |
| Scentre Group Trust 2 | 4.75 | 09/24/2080 | 0.13 |
| QatarEnergy Trading LLC | 3.30 | 07/12/2051 | 0.13 |
| Mexico Government International Bon | 4.40 | 02/12/2052 | 0.12 |
| Life 2021-BMR Mortgage Trust | 5.02 | 03/15/2038 | 0.12 |
| United States Treasury Bill | 0.00 | 05/11/2023 | 0.12 |
| Kaiser Foundation Hospitals | 3.00 | 06/01/2051 | 0.12 |
| UBS Group AG | 4.12 | 04/15/2026 | 0.12 |
| US Bancorp | 4.55 | 07/22/2028 | 0.12 |
| Realty Income Corp | 5.62 | 10/13/2032 | 0.12 |
| JPMorgan Chase & Co | 4.85 | 07/25/2028 | 0.12 |
| WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.12 |
| WEC Energy Group Inc | 5.15 | 10/01/2027 | 0.12 |
| CSX Corp | 4.50 | 11/15/2052 | 0.12 |
| Deutsche Telekom International Fina | 4.38 | 06/21/2028 | 0.12 |
| VEON Holdings BV | 3.38 | 11/25/2027 | 0.12 |
| Flagstar Mortgage Trust 2021-8INV | 2.50 | 09/25/2051 | 0.12 |
| Goldman Sachs Group Inc/The | 4.80 | 10/21/2027 | 0.12 |
| Dollar General Corp | 5.50 | 11/01/2052 | 0.12 |
| Empresa de los Ferrocarriles del Es | 3.83 | 09/14/2061 | 0.12 |
| WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.12 |
| EnfraGen Energia Sur SA / EnfraGen | 5.38 | 12/30/2030 | 0.12 |
| CenterPoint Energy Houston Electric | 4.45 | 10/01/2032 | 0.12 |
| Bank of America Corp | 4.95 | 07/22/2028 | 0.12 |
| Freddie Mac STACR REMIC Trust 2022- | 6.23 | 08/25/2042 | 0.12 |
| Energy Transfer LP | 5.75 | 02/15/2033 | 0.12 |
| Citigroup Inc | 4.70 | 12/31/2049 | 0.12 |
| GATX Corp | 4.90 | 03/15/2033 | 0.12 |
| Expedia Group Inc | 3.25 | 02/15/2030 | 0.12 |
| Johns Hopkins University | 4.71 | 07/01/2032 | 0.12 |
| PNC Financial Services Group Inc/Th | 6.00 | 12/31/2059 | 0.12 |
| American Airlines 2021-1 Class B Pa | 3.95 | 07/11/2030 | 0.11 |
| CenterPoint Energy Houston Electric | 4.85 | 10/01/2052 | 0.11 |
| California Health Facilities Financ | 4.19 | 06/01/2037 | 0.11 |
| China Government International Bond | 2.50 | 10/26/2051 | 0.11 |
| Warnermedia Holdings Inc | 5.05 | 03/15/2042 | 0.11 |
| Nationwide Building Society | 3.96 | 07/18/2030 | 0.11 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.11 |
| Credit Suisse Group AG | 4.55 | 04/17/2026 | 0.11 |
| Blackstone Private Credit Fund | 7.05 | 09/29/2025 | 0.11 |
| National Australia Bank Ltd | 3.93 | 08/02/2034 | 0.11 |
| GA Global Funding Trust | 2.90 | 01/06/2032 | 0.11 |
| BX Trust 2022-CLS | 5.76 | 10/13/2027 | 0.11 |
| Sonic Capital LLC | 2.19 | 08/20/2051 | 0.11 |
| WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.11 |
| Morgan Stanley Pfd | 0.11 | ||
| GS Mortgage Securities Corp Trust 2 | 5.07 | 08/15/2036 | 0.10 |
| Equitable Holdings Inc | 4.95 | 12/31/2049 | 0.10 |
| Entegris Escrow Corp | 5.95 | 06/15/2030 | 0.10 |
| Philip Morris International Inc | 5.00 | 11/17/2025 | 0.10 |
| Lockheed Martin Corp | 5.90 | 11/15/2063 | 0.10 |
| Triton Container International Ltd | 3.15 | 06/15/2031 | 0.10 |
| Meta Platforms Inc | 4.45 | 08/15/2052 | 0.10 |
| MHP 2021-STOR | 5.02 | 07/15/2038 | 0.10 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.10 |
| Delta Air Lines Inc / SkyMiles IP L | 4.75 | 10/20/2028 | 0.10 |
| Lockheed Martin Corp | 5.70 | 11/15/2054 | 0.10 |
| Kinetik Holdings LP | 5.88 | 06/15/2030 | 0.10 |
| PNC Financial Services Group Inc/Th | 8.12 | 12/31/2049 | 0.10 |
| Southern Co/The | 5.70 | 10/15/2032 | 0.10 |
| Credit Suisse Group AG | 5.10 | 12/31/2049 | 0.10 |
| Philip Morris International Inc | 5.75 | 11/17/2032 | 0.10 |
| Celanese US Holdings LLC | 6.38 | 07/15/2032 | 0.10 |
| Goldman Sachs Group Inc/The | 5.09 | 03/09/2027 | 0.10 |
| National Rural Utilities Cooperativ | 5.80 | 01/15/2033 | 0.10 |
| Walmart Inc | 4.50 | 09/09/2052 | 0.10 |
| Sonic Capital LLC | 2.64 | 08/20/2051 | 0.10 |
| Petrofac Ltd | 9.75 | 11/15/2026 | 0.10 |
| UnitedHealth Group Inc | 4.00 | 05/15/2029 | 0.10 |
| Citizens Financial Group Inc | 5.64 | 05/21/2037 | 0.10 |
| Goldman Sachs Group Inc/The | 4.12 | 12/31/2059 | 0.09 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.09 |
| SG Residential Mortgage Trust 2022- | 3.58 | 03/27/2062 | 0.09 |
| Enerflex Ltd | 9.00 | 10/15/2027 | 0.09 |
| Discover Bank | 4.65 | 09/13/2028 | 0.09 |
| Kinder Morgan Inc | 4.80 | 02/01/2033 | 0.09 |
| Warnermedia Holdings Inc | 5.39 | 03/15/2062 | 0.09 |
| US Bancorp | 4.97 | 07/22/2033 | 0.09 |
| Extended Stay America Trust 2021-ES | 5.70 | 07/15/2038 | 0.09 |
| ONEOK Inc | 6.10 | 11/15/2032 | 0.09 |
| Verus Securitization Trust 2021-R1 | 0.82 | 10/25/2063 | 0.09 |
| Cargill Inc | 5.12 | 10/11/2032 | 0.09 |
| Bank of America Corp | 4.57 | 04/27/2033 | 0.09 |
| Targa Resources Corp | 6.25 | 07/01/2052 | 0.09 |
| CVS Pass-Through Trust | 5.77 | 01/10/2033 | 0.09 |
| CCG Receivables Trust 2019-2 | 2.55 | 03/15/2027 | 0.09 |
| Apache Corp | 7.75 | 12/15/2029 | 0.09 |
| Life 2021-BMR Mortgage Trust | 5.42 | 03/15/2038 | 0.09 |
| Verus Securitization Trust 2022-7 | 5.15 | 07/25/2067 | 0.09 |
| American Express Co | 4.42 | 08/03/2033 | 0.09 |
| HSBC Holdings PLC | 3.95 | 05/18/2024 | 0.09 |
| Home Depot Inc/The | 4.95 | 09/15/2052 | 0.08 |
| Netflix Inc | 3.88 | 11/15/2029 | 0.08 |
| MHP 2021-STOR | 5.22 | 07/15/2038 | 0.08 |
| Walmart Inc | 4.15 | 09/09/2032 | 0.08 |
| SVB Financial Group | 4.10 | 12/31/2099 | 0.08 |
| Rogers Communications Inc | 4.55 | 03/15/2052 | 0.08 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.08 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.08 |
| Hertz Vehicle Financing III LP | 1.68 | 12/27/2027 | 0.08 |
| BRAVO Residential Funding Trust 202 | 0.97 | 03/25/2060 | 0.08 |
| California State University | 2.72 | 11/01/2052 | 0.08 |
| Dryden 93 CLO Ltd | 5.16 | 01/15/2034 | 0.08 |
| Elevance Health Inc | 5.50 | 10/15/2032 | 0.08 |
| California Health Facilities Financ | 4.35 | 06/01/2041 | 0.08 |
| AT&T Inc | 2.88 | 12/31/2099 | 0.08 |
| Hertz Vehicle Financing LLC | 1.21 | 12/26/2025 | 0.08 |
| United States Treasury Note/Bond | 4.50 | 11/30/2024 | 0.08 |
| CSMC 2022-ATH1 | 3.35 | 01/25/2067 | 0.08 |
| BX Trust 2022-LBA6 | 5.94 | 01/15/2039 | 0.08 |
| Targa Resources Corp | 5.20 | 07/01/2027 | 0.08 |
| Tenet Healthcare Corp | 6.12 | 06/15/2030 | 0.08 |
| Algonquin Power & Utilities Corp | 4.75 | 01/18/2082 | 0.08 |
| General Motors Financial Co Inc | 5.00 | 04/09/2027 | 0.08 |
| BX Commercial Mortgage Trust 2021-V | 5.97 | 09/15/2036 | 0.08 |
| Wells Fargo Commercial Mortgage Tru | 2.93 | 05/15/2048 | 0.08 |
| One Bryant Park Trust 2019-OBP | 2.52 | 09/15/2054 | 0.08 |
| BX Commercial Mortgage Trust 2021-X | 5.32 | 10/15/2038 | 0.08 |
| Liberty Mutual Group Inc | 5.50 | 06/15/2052 | 0.08 |
| Domino's Pizza Master Issuer LLC | 3.67 | 10/25/2049 | 0.08 |
| Triton Container International Ltd | 2.05 | 04/15/2026 | 0.08 |
| VICI Properties LP | 4.95 | 02/15/2030 | 0.08 |
| AutoZone Inc | 4.75 | 08/01/2032 | 0.08 |
| VICI Properties LP | 4.75 | 02/15/2028 | 0.08 |
| Wells Fargo & Co | 4.61 | 04/25/2053 | 0.07 |
| Hertz Vehicle Financing III LP | 2.12 | 12/27/2027 | 0.07 |
| Freddie Mac Multifamily Structured | 3.76 | 01/25/2029 | 0.07 |
| Blackstone Secured Lending Fund | 2.12 | 02/15/2027 | 0.07 |
| Duke Energy Corp | 5.00 | 12/08/2027 | 0.07 |
| AT&T Inc | 4.96 | 03/25/2024 | 0.07 |
| Ameren Illinois Co | 5.90 | 12/01/2052 | 0.07 |
| CSMC 2021-NQM2 | 1.18 | 02/25/2066 | 0.07 |
| Marsh & McLennan Cos Inc | 6.25 | 11/01/2052 | 0.07 |
| Blackstone Secured Lending Fund | 2.75 | 09/16/2026 | 0.07 |
| American Express Co | 4.99 | 05/26/2033 | 0.07 |
| United Airlines 2020-1 Class A Pass | 5.88 | 10/15/2027 | 0.07 |
| Verus Securitization Trust 2021-1 | 1.31 | 01/25/2066 | 0.07 |
| Americredit Automobile Receivables | 2.74 | 04/18/2025 | 0.07 |
| Wells Fargo & Co | 4.81 | 07/25/2028 | 0.07 |
| Massachusetts Mutual Life Insurance | 5.67 | 12/01/2052 | 0.07 |
| Anglo American Capital PLC | 3.62 | 09/11/2024 | 0.07 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.07 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.07 |
| Intercontinental Exchange Inc | 4.95 | 06/15/2052 | 0.07 |
| Wells Fargo & Co | 4.90 | 07/25/2033 | 0.07 |
| CNH Equipment Trust 2019-A | 3.22 | 01/15/2026 | 0.07 |
| EQT Corp | 5.70 | 04/01/2028 | 0.07 |
| Dollar General Corp | 4.62 | 11/01/2027 | 0.07 |
| Benchmark 2019-B14 Mortgage Trust | 3.05 | 12/15/2062 | 0.07 |
| Angel Oak Mortgage Trust 2021-3 | 1.07 | 05/25/2066 | 0.07 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.07 |
| Royal Bank of Canada | 4.59 | 01/21/2027 | 0.07 |
| Consolidated Edison Co of New York | 6.15 | 11/15/2052 | 0.07 |
| Meta Platforms Inc | 3.85 | 08/15/2032 | 0.06 |
| JPMorgan Chase & Co | 4.59 | 04/26/2033 | 0.06 |
| Warnermedia Holdings Inc | 5.14 | 03/15/2052 | 0.06 |
| Pacific Life Global Funding II | 4.87 | 06/04/2026 | 0.06 |
| Jackson Financial Inc | 5.67 | 06/08/2032 | 0.06 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.06 |
| Office Properties Income Trust | 4.25 | 05/15/2024 | 0.06 |
| Morgan Stanley Capital I Trust 2019 | 4.07 | 03/15/2052 | 0.06 |
| Apple Inc | 3.35 | 08/08/2032 | 0.06 |
| AvalonBay Communities Inc | 5.00 | 02/15/2033 | 0.06 |
| CNX Resources Corp | 7.38 | 01/15/2031 | 0.06 |
| Elevance Health Inc | 6.10 | 10/15/2052 | 0.06 |
| Piedmont Healthcare Inc | 2.04 | 01/01/2032 | 0.06 |
| UBS Commercial Mortgage Trust 2019- | 3.60 | 04/15/2052 | 0.06 |
| Americredit Automobile Receivables | 3.74 | 10/18/2024 | 0.06 |
| Charles Schwab Corp/The | 5.00 | 12/31/2099 | 0.06 |
| Citigroup Inc | 4.91 | 05/24/2033 | 0.06 |
| Dollar General Corp | 5.00 | 11/01/2032 | 0.06 |
| Bank of America Corp | 4.38 | 04/27/2028 | 0.06 |
| State Street Corp | 5.82 | 11/04/2028 | 0.06 |
| Citigroup Mortgage Loan Trust 2006- | 3.15 | 10/25/2035 | 0.06 |
| Mayo Clinic | 3.20 | 11/15/2061 | 0.06 |
| Jackson Financial Inc | 5.17 | 06/08/2027 | 0.06 |
| JPMorgan Chase & Co | 4.32 | 04/26/2028 | 0.06 |
| Berry Global Inc | 1.65 | 01/15/2027 | 0.06 |
| Charles Schwab Corp/The | 5.30 | 03/03/2027 | 0.06 |
| COMM 2015-CCRE25 Mortgage Trust | 4.52 | 08/10/2048 | 0.06 |
| Goldman Sachs Group Inc/The | 4.48 | 08/23/2028 | 0.06 |
| South32 Treasury Ltd | 4.35 | 04/14/2032 | 0.06 |
| Piedmont Healthcare Inc | 2.86 | 01/01/2052 | 0.06 |
| Banc of America Commercial Mortgage | 3.99 | 09/15/2048 | 0.05 |
| Citigroup Inc | 4.66 | 05/24/2028 | 0.05 |
| BANK 2019-BNK16 | 0.94 | 02/15/2052 | 0.05 |
| Benchmark 2019-B14 Mortgage Trust | 3.77 | 12/15/2062 | 0.05 |
| Intercontinental Exchange Inc | 5.20 | 06/15/2062 | 0.05 |
| Piedmont Healthcare Inc | 2.72 | 01/01/2042 | 0.05 |
| MPLX LP | 4.95 | 03/14/2052 | 0.05 |
| PayPal Holdings Inc | 5.05 | 06/01/2052 | 0.05 |
| Citigroup Inc | 3.79 | 03/17/2033 | 0.05 |
| Citigroup Commercial Mortgage Trust | 1.04 | 10/12/2050 | 0.05 |
| Intercontinental Exchange Inc | 4.60 | 03/15/2033 | 0.05 |
| Virginia Electric and Power Co | 4.62 | 05/15/2052 | 0.05 |
| Freddie Mac REMICS | 6.50 | 06/15/2028 | 0.05 |
| Verus Securitization Trust 2020-1 | 2.64 | 01/25/2060 | 0.05 |
| Energy Transfer LP | 5.55 | 02/15/2028 | 0.05 |
| Duke Energy Corp | 4.30 | 03/15/2028 | 0.05 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.05 |
| Benchmark 2019-B15 Mortgage Trust | 3.56 | 12/15/2072 | 0.05 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.05 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.05 |
| T-Mobile USA Inc | 5.65 | 01/15/2053 | 0.05 |
| Open Text Corp | 6.90 | 12/01/2027 | 0.05 |
| Uber Technologies Inc | 4.50 | 08/15/2029 | 0.05 |
| Visio 2020-1R Trust | 1.31 | 11/25/2055 | 0.05 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.05 |
| British Airways 2021-1 Class A Pass | 2.90 | 03/15/2035 | 0.05 |
| Moody's Corp | 3.10 | 11/29/2061 | 0.05 |
| Norfolk Southern Corp | 4.55 | 06/01/2053 | 0.05 |
| Cboe Global Markets Inc | 3.00 | 03/16/2032 | 0.05 |
| TransAlta Corp | 7.75 | 11/15/2029 | 0.04 |
| EPR Properties | 4.95 | 04/15/2028 | 0.04 |
| Truist Financial Corp | 4.12 | 06/06/2028 | 0.04 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.04 |
| CSMC Mortgage-Backed Trust 2006-6 | 6.00 | 07/25/2036 | 0.04 |
| Wendy's Funding LLC | 3.88 | 03/15/2048 | 0.04 |
| Morgan Stanley Capital I Trust 2019 | 3.49 | 11/15/2052 | 0.04 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 0.04 |
| Grand Canyon University | 3.25 | 10/01/2023 | 0.04 |
| Moody's Corp | 4.25 | 08/08/2032 | 0.04 |
| Global Atlantic Fin Co | 4.70 | 10/15/2051 | 0.04 |
| AEP Texas Inc | 5.25 | 05/15/2052 | 0.04 |
| El Paso Natural Gas Co LLC | 8.38 | 06/15/2032 | 0.04 |
| OWL Rock Core Income Corp | 4.70 | 02/08/2027 | 0.04 |
| NextEra Energy Capital Holdings Inc | 5.00 | 07/15/2032 | 0.04 |
| Bank of New York Mellon Corp/The | 4.60 | 07/26/2030 | 0.04 |
| Intercontinental Exchange Inc | 4.00 | 09/15/2027 | 0.04 |
| Charter Communications Operating LL | 6.09 | 02/01/2024 | 0.04 |
| WaMu Mortgage Pass-Through Certific | 3.89 | 12/25/2035 | 0.04 |
| Bank of New York Mellon Corp/The | 3.75 | 12/31/2049 | 0.04 |
| Huntington Bancshares Inc/OH | 4.44 | 08/04/2028 | 0.04 |
| NSTAR Electric Co | 4.55 | 06/01/2052 | 0.04 |
| MetLife Inc | 5.00 | 07/15/2052 | 0.04 |
| Tampa Electric Co | 5.00 | 07/15/2052 | 0.04 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.04 |
| DB Master Finance LLC | 4.02 | 05/20/2049 | 0.04 |
| ROBLOX Corp | 3.88 | 05/01/2030 | 0.04 |
| DB Master Finance LLC | 4.35 | 05/20/2049 | 0.04 |
| GS Mortgage Securities Trust 2013-G | 4.65 | 11/10/2046 | 0.04 |
| Sirius XM Radio Inc | 3.88 | 09/01/2031 | 0.04 |
| Moody's Corp | 3.75 | 02/25/2052 | 0.04 |
| Lithia Motors Inc | 3.88 | 06/01/2029 | 0.04 |
| KeyCorp | 4.79 | 06/01/2033 | 0.04 |
| Sonic Capital LLC | 3.85 | 01/20/2050 | 0.04 |
| CASH & EQUIVALENTS | 0.00 | 0.04 | |
| GS Mortgage Securities Trust 2020-G | 2.91 | 02/13/2053 | 0.04 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.04 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.04 |
| Avis Budget Car Rental LLC / Avis B | 4.75 | 04/01/2028 | 0.03 |
| US Bancorp | 2.49 | 11/03/2036 | 0.03 |
| CSMC 2021-NQM1 | 0.81 | 05/25/2065 | 0.03 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.03 |
| Petroleos Mexicanos | 6.70 | 02/16/2032 | 0.03 |
| T-Mobile USA Inc | 3.40 | 10/15/2052 | 0.03 |
| Fannie Mae REMICS | 6.00 | 12/25/2031 | 0.03 |
| JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.03 |
| Angel Oak Mortgage Trust 2020-1 | 2.16 | 12/25/2059 | 0.03 |
| Advanced Drainage Systems Inc | 6.38 | 06/15/2030 | 0.03 |
| Colgate-Palmolive Co | 3.10 | 08/15/2027 | 0.03 |
| American Airlines 2021-1 Class A Pa | 2.88 | 07/11/2034 | 0.03 |
| EQM Midstream Partners LP | 7.50 | 06/01/2030 | 0.03 |
| Ford Motor Credit Co LLC | 2.70 | 08/10/2026 | 0.03 |
| Intercontinental Exchange Inc | 4.35 | 06/15/2029 | 0.03 |
| Freddie Mac Multifamily Structured | 3.63 | 01/25/2029 | 0.03 |
| Cargill Inc | 4.00 | 06/22/2032 | 0.03 |
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.03 |
| Ameriprise Financial Inc | 4.50 | 05/13/2032 | 0.03 |
| Fifth Third Bancorp | 4.34 | 04/25/2033 | 0.03 |
| JPMBB Commercial Mortgage Securitie | 1.15 | 02/15/2048 | 0.03 |
| Benchmark 2018-B3 Mortgage Trust | 4.54 | 04/10/2051 | 0.03 |
| Fannie Mae REMICS | 8.47 | 03/25/2036 | 0.03 |
| 1011778 BC ULC / New Red Finance In | 4.00 | 10/15/2030 | 0.03 |
| Citigroup Inc | 4.00 | 12/31/2049 | 0.03 |
| Freddie Mac Structured Agency Credi | 8.39 | 08/25/2024 | 0.03 |
| Take-Two Interactive Software Inc | 4.00 | 04/14/2032 | 0.03 |
| Willis North America Inc | 4.65 | 06/15/2027 | 0.03 |
| Calpine Corp | 3.75 | 03/01/2031 | 0.03 |
| UBS Commercial Mortgage Trust 2017- | 1.07 | 11/15/2050 | 0.03 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.03 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.03 |
| AEP Texas Inc | 4.70 | 05/15/2032 | 0.03 |
| SBA Communications Corp | 3.12 | 02/01/2029 | 0.03 |
| AT&T Inc | 2.55 | 12/01/2033 | 0.03 |
| Workday Inc | 3.70 | 04/01/2029 | 0.03 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.03 |
| Office Properties Income Trust | 4.50 | 02/01/2025 | 0.03 |
| Structured Asset Securities Corp Mo | 4.19 | 11/25/2033 | 0.03 |
| Ellington Financial Mortgage Trust | 0.80 | 02/25/2066 | 0.03 |
| CDI Escrow Issuer Inc | 5.75 | 04/01/2030 | 0.03 |
| Venture Global Calcasieu Pass LLC | 3.88 | 11/01/2033 | 0.03 |
| Broadcom Inc | 3.14 | 11/15/2035 | 0.03 |
| Citizens Financial Group Inc | 4.30 | 12/03/2025 | 0.03 |
| Freddie Mac STACR REMIC Trust 2020- | 6.73 | 10/25/2050 | 0.03 |
| Wells Fargo Commercial Mortgage Tru | 0.86 | 12/15/2050 | 0.02 |
| OneMain Finance Corp | 3.88 | 09/15/2028 | 0.02 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.02 |
| Stewart Information Services Corp | 3.60 | 11/15/2031 | 0.02 |
| Vistra Corp | 7.00 | 12/31/2059 | 0.02 |
| Citizens Financial Group Inc | 2.64 | 09/30/2032 | 0.02 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.02 |
| Romanian Government International B | 5.25 | 11/25/2027 | 0.02 |
| American Homes 4 Rent LP | 3.62 | 04/15/2032 | 0.02 |
| Virginia Electric and Power Co | 3.75 | 05/15/2027 | 0.02 |
| Chase Mortgage Finance Trust Series | 3.64 | 01/25/2036 | 0.02 |
| Brunswick Corp/DE | 5.10 | 04/01/2052 | 0.02 |
| UnitedHealth Group Inc | 3.70 | 05/15/2027 | 0.02 |
| Clarivate Science Holdings Corp | 3.88 | 07/01/2028 | 0.02 |
| Benchmark 2018-B1 Mortgage Trust | 0.53 | 01/15/2051 | 0.02 |
| Williams Cos Inc/The | 2.60 | 03/15/2031 | 0.02 |
| Sonic Automotive Inc | 4.88 | 11/15/2031 | 0.02 |
| Residential Mortgage Loan Trust 202 | 2.38 | 01/26/2060 | 0.02 |
| Ginnie Mae II Pool | 4.00 | 07/20/2049 | 0.02 |
| General Motors Financial Co Inc | 3.80 | 04/07/2025 | 0.02 |
| American Builders & Contractors Sup | 3.88 | 11/15/2029 | 0.02 |
| Goldman Sachs Group Inc/The | 5.31 | 02/24/2028 | 0.02 |
| Bank of America Corp | 2.48 | 09/21/2036 | 0.02 |
| Starwood Mortgage Residential Trust | 1.03 | 11/25/2055 | 0.02 |
| Goldman Sachs Group Inc/The | 7.47 | 12/31/2049 | 0.02 |
| Bank of America Corp | 5.15 | 02/04/2028 | 0.02 |
| EPR Properties | 4.75 | 12/15/2026 | 0.02 |
| Banc of America Funding 2007-1 Trus | 6.00 | 01/25/2037 | 0.02 |
| Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.02 |
| Citizens Financial Group Inc | 4.00 | 12/31/2049 | 0.02 |
| Allegiant Travel Co | 7.25 | 08/15/2027 | 0.02 |
| Block Inc | 3.50 | 06/01/2031 | 0.02 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.02 |
| First Horizon Alternative Mortgage | 5.04 | 11/25/2035 | 0.02 |
| State Street Corp | 4.16 | 08/04/2033 | 0.02 |
| FMG Resources August 2006 Pty Ltd | 4.38 | 04/01/2031 | 0.02 |
| Office Properties Income Trust | 2.40 | 02/01/2027 | 0.02 |
| WMG Acquisition Corp | 3.00 | 02/15/2031 | 0.02 |
| GMACM Mortgage Loan Trust 2006-AR1 | 2.98 | 04/19/2036 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Vodafone Group PLC | 5.12 | 06/04/2081 | 0.02 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.02 |
| Sonic Automotive Inc | 4.62 | 11/15/2029 | 0.02 |
| Ryder System Inc | 4.30 | 06/15/2027 | 0.02 |
| American Equity Investment Life Hol | 5.00 | 06/15/2027 | 0.02 |
| Bear Stearns ARM Trust 2005-9 | 0.76 | 10/25/2035 | 0.02 |
| Twilio Inc | 3.62 | 03/15/2029 | 0.02 |
| Cargill Inc | 4.38 | 04/22/2052 | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.02 |
| Lamar Media Corp | 3.75 | 02/15/2028 | 0.02 |
| Match Group Holdings II LLC | 5.62 | 02/15/2029 | 0.02 |
| Fannie Mae REMICS | 8.11 | 06/25/2036 | 0.02 |
| Wells Fargo & Co | 3.53 | 03/24/2028 | 0.02 |
| Avis Budget Car Rental LLC / Avis B | 5.38 | 03/01/2029 | 0.02 |
| Twilio Inc | 3.88 | 03/15/2031 | 0.02 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.02 |
| Lockheed Martin Corp | 4.30 | 06/15/2062 | 0.02 |
| MDC Holdings Inc | 3.97 | 08/06/2061 | 0.02 |
| Bank of America Corp | 2.69 | 04/22/2032 | 0.02 |
| American Tower Corp | 4.05 | 03/15/2032 | 0.02 |
| Freddie Mac Multifamily Structured | 4.06 | 10/25/2028 | 0.02 |
| Vodafone Group PLC | 4.12 | 06/04/2081 | 0.02 |
| Freddie Mac Multifamily Structured | 4.03 | 10/25/2028 | 0.02 |
| Murphy Oil Corp | 6.38 | 07/15/2028 | 0.02 |
| Charles Schwab Corp/The | 2.90 | 03/03/2032 | 0.02 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.02 |
| GFL Environmental Inc | 3.50 | 09/01/2028 | 0.02 |
| Morgan Stanley | 5.00 | 11/24/2025 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.02 |
| Shell International Finance BV | 3.00 | 11/26/2051 | 0.02 |
| Vodafone Group PLC | 3.25 | 06/04/2081 | 0.02 |
| National Rural Utilities Cooperativ | 2.75 | 04/15/2032 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 3.84 | 12/25/2035 | 0.02 |
| Fannie Mae REMICS | 1.51 | 09/25/2047 | 0.02 |
| Citigroup Commercial Mortgage Trust | 3.48 | 05/10/2047 | 0.02 |
| Kite Realty Group Trust | 4.75 | 09/15/2030 | 0.02 |
| Blackstone Secured Lending Fund | 2.85 | 09/30/2028 | 0.02 |
| Prudential Financial Inc | 5.20 | 03/15/2044 | 0.02 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.02 |
| Nissan Motor Acceptance Co LLC | 1.85 | 09/16/2026 | 0.02 |
| Boardwalk Pipelines LP | 3.60 | 09/01/2032 | 0.02 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.02 |
| Dell International LLC / EMC Corp | 5.30 | 10/01/2029 | 0.02 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 4.24 | 10/25/2033 | 0.02 |
| S&P Global Inc | 3.90 | 03/01/2062 | 0.02 |
| Advance Auto Parts Inc | 1.75 | 10/01/2027 | 0.02 |
| United States Treasury Bill | 0.00 | 03/09/2023 | 0.02 |
| Ellington Financial Mortgage Trust | 2.74 | 11/25/2059 | 0.02 |
| Apple Inc | 2.80 | 02/08/2061 | 0.02 |
| BMW US Capital LLC | 3.70 | 04/01/2032 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Citigroup Inc | 6.25 | 12/29/2049 | 0.02 |
| Bank of America Corp | 2.97 | 02/04/2033 | 0.02 |
| DR Horton Inc | 4.75 | 02/15/2023 | 0.02 |
| EPR Properties | 3.60 | 11/15/2031 | 0.02 |
| Morgan Stanley Capital I 2017-HR2 | 0.87 | 12/15/2050 | 0.02 |
| Lockheed Martin Corp | 4.15 | 06/15/2053 | 0.02 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.02 |
| DXC Technology Co | 2.38 | 09/15/2028 | 0.02 |
| Southern Copper Corp | 5.88 | 04/23/2045 | 0.02 |
| Broadcom Inc | 4.93 | 05/15/2037 | 0.02 |
| Apple Inc | 2.55 | 08/20/2060 | 0.02 |
| Bank of America Corp | 3.85 | 03/08/2037 | 0.02 |
| Athene Holding Ltd | 6.15 | 04/03/2030 | 0.02 |
| Vontier Corp | 2.95 | 04/01/2031 | 0.02 |
| Huntington Bancshares Inc/OH | 2.49 | 08/15/2036 | 0.02 |
| CD 2017-CD6 Mortgage Trust | 0.88 | 11/13/2050 | 0.02 |
| BP Capital Markets America Inc | 3.06 | 06/17/2041 | 0.02 |
| Salesforce Inc | 2.90 | 07/15/2051 | 0.02 |
| Fannie Mae REMICS | 8.11 | 06/25/2036 | 0.01 |
| Kite Realty Group LP | 4.00 | 10/01/2026 | 0.01 |
| Goldman Sachs Group Inc/The | 2.65 | 10/21/2032 | 0.01 |
| Charter Communications Operating LL | 3.50 | 03/01/2042 | 0.01 |
| BP Capital Markets PLC | 4.38 | 12/31/2099 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.01 |
| American Tower Corp | 2.70 | 04/15/2031 | 0.01 |
| Angel Oak Mortgage Trust 2020-5 | 1.37 | 05/25/2065 | 0.01 |
| CenterPoint Energy Inc | 6.12 | 12/31/2049 | 0.01 |
| Crowdstrike Holdings Inc | 3.00 | 02/15/2029 | 0.01 |
| Thornburg Mortgage Securities Trust | 4.66 | 04/25/2045 | 0.01 |
| Parkland Corp/Alberta | 4.50 | 10/01/2029 | 0.01 |
| Banc of America Mortgage 2007-1 Tru | 6.00 | 03/25/2037 | 0.01 |
| Gray Oak Pipeline LLC | 2.60 | 10/15/2025 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.01 |
| Genuine Parts Co | 2.75 | 02/01/2032 | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.00 | 04/15/2030 | 0.01 |
| Fannie Mae REMICS | 6.00 | 11/25/2028 | 0.01 |
| Verizon Communications Inc | 2.85 | 09/03/2041 | 0.01 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.01 |
| AbbVie Inc | 3.85 | 06/15/2024 | 0.01 |
| GS Mortgage Securities Trust 2014-G | 3.65 | 01/10/2047 | 0.01 |
| Verus Securitization Trust 2020-INV | 0.33 | 03/25/2060 | 0.01 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 04/15/2032 | 0.01 |
| Hyundai Capital America | 2.00 | 06/15/2028 | 0.01 |
| Boeing Co/The | 2.20 | 02/04/2026 | 0.01 |
| Athene Holding Ltd | 3.45 | 05/15/2052 | 0.01 |
| Sumitomo Mitsui Financial Group Inc | 2.14 | 09/23/2030 | 0.01 |
| Vontier Corp | 2.40 | 04/01/2028 | 0.01 |
| Hilton Domestic Operating Co Inc | 3.62 | 02/15/2032 | 0.01 |
| BMW US Capital LLC | 3.45 | 04/01/2027 | 0.01 |
| Centene Corp | 2.50 | 03/01/2031 | 0.01 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Conagra Brands Inc | 4.60 | 11/01/2025 | 0.01 |
| Amazon.com Inc | 2.88 | 05/12/2041 | 0.01 |
| Goldman Sachs Group Inc/The | 3.44 | 02/24/2043 | 0.01 |
| Asbury Automotive Group Inc | 5.00 | 02/15/2032 | 0.01 |
| Hyundai Capital America | 4.12 | 06/08/2023 | 0.01 |
| JPMorgan Chase & Co | 3.80 | 07/23/2024 | 0.01 |
| JP Morgan Mortgage Trust 2007-A1 | 3.45 | 07/25/2035 | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | 8.20 | 01/15/2039 | 0.01 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.01 |
| Fannie Mae Pool | 3.50 | 12/01/2030 | 0.01 |
| Fannie Mae Connecticut Avenue Secur | 9.39 | 11/25/2024 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 06/01/2033 | 0.01 |
| Goldman Sachs Group Inc/The | 3.62 | 03/15/2028 | 0.01 |
| Mastr Asset Backed Securities Trust | 4.59 | 08/25/2036 | 0.01 |
| Wells Fargo & Co | 4.75 | 12/07/2046 | 0.01 |
| Bank of America Corp | 2.57 | 10/20/2032 | 0.01 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.01 |
| Athene Global Funding | 1.45 | 01/08/2026 | 0.01 |
| Wells Fargo & Co Conv Pfd | 0.01 | ||
| Athene Global Funding | 2.95 | 11/12/2026 | 0.01 |
| Reliance Standard Life Global Fundi | 2.75 | 01/21/2027 | 0.01 |
| Fannie Mae Interest Strip | 7.00 | 04/25/2032 | 0.01 |
| General Motors Financial Co Inc | 4.30 | 04/06/2029 | 0.01 |
| Fannie Mae REMICS | 5.33 | 06/25/2037 | 0.01 |
| S&P Global Inc | 2.90 | 03/01/2032 | 0.01 |
| Brunswick Corp/DE | 4.40 | 09/15/2032 | 0.01 |
| Mylan Inc | 3.12 | 01/15/2023 | 0.01 |
| Citigroup Inc | 5.95 | 12/31/2049 | 0.01 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.01 |
| Duke Energy Corp | 3.25 | 01/15/2082 | 0.01 |
| Essential Properties LP | 2.95 | 07/15/2031 | 0.01 |
| S&P Global Inc | 3.70 | 03/01/2052 | 0.01 |
| JPMorgan Chase & Co | 5.21 | 07/23/2024 | 0.01 |
| Banc of America Funding 2007-C Trus | 3.47 | 05/20/2036 | 0.01 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.65 | 07/25/2035 | 0.01 |
| Enbridge Inc | 4.78 | 02/16/2024 | 0.01 |
| Goldman Sachs Group Inc/The | 4.60 | 01/24/2025 | 0.01 |
| Huntington Bancshares Inc/OH | 4.00 | 05/15/2025 | 0.01 |
| WPP Finance 2010 | 3.75 | 09/19/2024 | 0.01 |
| Government National Mortgage Associ | 1.87 | 10/16/2047 | 0.01 |
| United Airlines Inc | 4.62 | 04/15/2029 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2036 | 0.01 |
| JPMorgan Chase & Co | 3.78 | 02/01/2028 | 0.01 |
| MSCI Inc | 3.88 | 02/15/2031 | 0.01 |
| Government National Mortgage Associ | 2.32 | 04/16/2041 | 0.01 |
| Freddie Mac REMICS | 1.75 | 05/15/2038 | 0.01 |
| MSCI Inc | 3.62 | 11/01/2031 | 0.01 |
| General Motors Financial Co Inc | 4.15 | 06/19/2023 | 0.01 |
| Goldman Sachs Group Inc/The | 4.85 | 03/08/2024 | 0.01 |
| Ross Stores Inc | 3.38 | 09/15/2024 | 0.01 |
| Freddie Mac REMICS | 2.38 | 01/15/2035 | 0.01 |
| Ecopetrol SA | 4.62 | 11/02/2031 | 0.01 |
| Ecopetrol SA | 5.88 | 05/28/2045 | 0.01 |
| Citigroup Inc | 4.08 | 04/23/2029 | 0.01 |
| Peruvian Government International B | 2.78 | 01/23/2031 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.40 | 11/15/2026 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 09/25/2033 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Energy Transfer LP | 4.25 | 03/15/2023 | 0.01 |
| Morgan Stanley | 4.58 | 01/24/2025 | 0.01 |
| Brookfield Corp | 4.00 | 01/15/2025 | 0.01 |
| Cigna Corp | 4.12 | 11/15/2025 | 0.01 |
| Synchrony Financial | 4.25 | 08/15/2024 | 0.01 |
| Office Properties Income Trust | 2.65 | 06/15/2026 | 0.01 |
| BAE Systems Holdings Inc | 3.85 | 12/15/2025 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.01 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.01 |
| QUALCOMM Inc | 2.15 | 05/20/2030 | 0.01 |
| British Airways 2019-1 Class A Pass | 3.35 | 06/15/2029 | 0.01 |
| AT&T Inc | 4.30 | 02/15/2030 | 0.01 |
| Lowe's Cos Inc | 3.35 | 04/01/2027 | 0.01 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.01 |
| Credit Suisse Mortgage Capital Cert | 1.62 | 04/25/2065 | 0.01 |
| Bank of America Corp | 4.27 | 07/23/2029 | 0.01 |
| Wells Fargo & Co | 3.58 | 05/22/2028 | 0.01 |
| Blackstone Private Credit Fund | 1.75 | 09/15/2024 | 0.01 |
| T-Mobile USA Inc | 2.62 | 04/15/2026 | 0.01 |
| Manulife Financial Corp | 4.06 | 02/24/2032 | 0.01 |
| T-Mobile USA Inc | 2.25 | 02/15/2026 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| CSFB Mortgage-Backed Pass-Through C | 3.17 | 06/25/2034 | 0.01 |
| Broadcom Inc | 4.15 | 11/15/2030 | 0.01 |
| BMW US Capital LLC | 5.16 | 04/01/2025 | 0.01 |
| American Tower Corp | 3.00 | 06/15/2023 | 0.01 |
| Global Atlantic Fin Co | 4.40 | 10/15/2029 | 0.01 |
| Fairfax Financial Holdings Ltd | 3.38 | 03/03/2031 | 0.01 |
| Agree LP | 2.00 | 06/15/2028 | 0.01 |
| QUALCOMM Inc | 3.25 | 05/20/2050 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.01 |
| Goldman Sachs Group Inc/The | 2.62 | 04/22/2032 | 0.01 |
| Corebridge Financial Inc | 4.40 | 04/05/2052 | 0.01 |
| Towd Point Mortgage Trust 2017-2 | 2.75 | 04/25/2057 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.01 |
| Fannie Mae REMICS | 2.31 | 05/25/2035 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 06/25/2033 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Bank of America Corp | 6.50 | 12/31/2049 | 0.01 |
| Santander Holdings USA Inc | 3.50 | 06/07/2024 | 0.00 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.61 | 09/25/2032 | 0.00 |
| MPLX LP | 4.25 | 12/01/2027 | 0.00 |
| US Bancorp | 3.10 | 04/27/2026 | 0.00 |
| Fannie Mae REMICS | 3.86 | 05/25/2033 | 0.00 |
| Energy Transfer LP | 4.00 | 10/01/2027 | 0.00 |
| Fannie Mae REMICS | 1.71 | 10/25/2035 | 0.00 |
| United Airlines Inc | 4.38 | 04/15/2026 | 0.00 |
| JPMorgan Chase & Co | 3.54 | 05/01/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
| Freddie Mac REMICS | 8.92 | 08/15/2035 | 0.00 |
| JPMorgan Chase & Co | 5.61 | 05/15/2047 | 0.00 |
| Republic of Poland Government Inter | 5.75 | 11/16/2032 | 0.00 |
| Dominion Energy Inc | 3.38 | 04/01/2030 | 0.00 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 |
| Freddie Mac Strips | 0.00 | 06/01/2026 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Royal Bank of Canada | 3.70 | 10/05/2023 | 0.00 |
| Interpublic Group of Cos Inc/The | 4.20 | 04/15/2024 | 0.00 |
| Freeport-McMoRan Inc | 5.00 | 09/01/2027 | 0.00 |
| Citizens Financial Group Inc | 2.50 | 02/06/2030 | 0.00 |
| Citigroup Inc | 4.62 | 01/25/2026 | 0.00 |
| American Tower Corp | 4.00 | 06/01/2025 | 0.00 |
| Packaging Corp of America | 3.65 | 09/15/2024 | 0.00 |
| Illumina Inc | 2.55 | 03/23/2031 | 0.00 |
| AES Corp/The | 2.45 | 01/15/2031 | 0.00 |
| Cargill Inc | 3.62 | 04/22/2027 | 0.00 |
| Fannie Mae REMICS | 1.76 | 12/25/2042 | 0.00 |
| Healthcare Realty Holdings LP | 3.50 | 08/01/2026 | 0.00 |
| Apple Inc | 4.38 | 05/13/2045 | 0.00 |
| Healthcare Realty Holdings LP | 2.00 | 03/15/2031 | 0.00 |
| American Express Co | 2.55 | 03/04/2027 | 0.00 |
| Freddie Mac REMICS | 1.78 | 01/15/2044 | 0.00 |
| Comcast Corp | 2.65 | 08/15/2062 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Spirit Realty LP | 3.20 | 01/15/2027 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Fannie Mae REMICS | 3.61 | 12/25/2032 | 0.00 |
| Realty Income Corp | 2.20 | 06/15/2028 | 0.00 |
| Regency Centers LP | 2.95 | 09/15/2029 | 0.00 |
| Fannie Mae REMICS | 3.61 | 04/25/2032 | 0.00 |
| CubeSmart LP | 2.25 | 12/15/2028 | 0.00 |
| JBS USA LUX SA / JBS USA Food Co / | 3.75 | 12/01/2031 | 0.00 |
| Delta Air Lines Inc | 7.38 | 01/15/2026 | 0.00 |
| Fannie Mae REMICS | 3.51 | 11/25/2031 | 0.00 |
| Chase Home Lending Mortgage Trust 2 | 4.00 | 04/25/2049 | 0.00 |
| Ameren Corp | 2.50 | 09/15/2024 | 0.00 |
| Structured Adjustable Rate Mortgage | 3.98 | 09/25/2034 | 0.00 |
| Intercontinental Exchange Inc | 3.00 | 09/15/2060 | 0.00 |
| Fannie Mae REMICS | 3.61 | 08/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
| Kimco Realty Corp | 2.70 | 10/01/2030 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.00 |
| Adjustable Rate Mortgage Trust 2004 | 0.71 | 02/25/2035 | 0.00 |
| Fannie Mae REMICS | 6.50 | 06/25/2023 | 0.00 |
| Fannie Mae REMICS | 3.86 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| RALI Series 2007-QS6 Trust | 5.75 | 04/25/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Brixmor Operating Partnership LP | 4.12 | 05/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.50 | 04/25/2023 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Morgan Stanley | 2.70 | 01/22/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Citigroup Inc | 2.57 | 06/03/2031 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Connecticut Avenue Securities Trust | 6.54 | 09/25/2031 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| United Airlines 2018-1 Class AA Pas | 3.50 | 03/01/2030 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Dell International LLC / EMC Corp | 6.02 | 06/15/2026 | 0.00 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.00 |
| Reinsurance Group of America Inc | 4.70 | 09/15/2023 | 0.00 |
| Fannie Mae REMICS | 2.71 | 11/25/2030 | 0.00 |
| Fifth Third Bancorp | 4.30 | 01/16/2024 | 0.00 |
| Freddie Mac REMICS | 1.93 | 12/15/2039 | 0.00 |
| Air Lease Corp | 3.00 | 09/15/2023 | 0.00 |
| UnitedHealth Group Inc | 3.75 | 07/15/2025 | 0.00 |
| Moody's Corp | 5.25 | 07/15/2044 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Micron Technology Inc | 4.18 | 02/15/2027 | 0.00 |
| Fairfax Financial Holdings Ltd | 4.85 | 04/17/2028 | 0.00 |
| Physicians Realty LP | 4.30 | 03/15/2027 | 0.00 |
| Goldman Sachs Group Inc/The | 3.50 | 11/16/2026 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 05/25/2034 | 0.00 |
| Aviation Capital Group LLC | 4.12 | 08/01/2025 | 0.00 |
| MetLife Inc | 3.85 | 12/31/2099 | 0.00 |
| Apple Inc | 4.25 | 02/09/2047 | 0.00 |
| JPMorgan Chase & Co | 3.62 | 12/01/2027 | 0.00 |
| Progressive Corp/The | 2.50 | 03/15/2027 | 0.00 |
| Fannie Mae REMICS | 0.00 | 09/25/2023 | 0.00 |
| Fifth Third Bancorp | 2.55 | 05/05/2027 | 0.00 |
| Government National Mortgage Associ | 2.22 | 04/16/2037 | 0.00 |
| Fannie Mae REMICS | 1.66 | 03/25/2035 | 0.00 |
| Citigroup Commercial Mortgage Trust | 0.99 | 11/10/2046 | 0.00 |
| Allstate Corp/The | 4.20 | 12/15/2046 | 0.00 |
| Boston Properties LP | 3.25 | 01/30/2031 | 0.00 |
| Spirit Realty LP | 2.10 | 03/15/2028 | 0.00 |
| JPMorgan Chase & Co | 2.96 | 01/25/2033 | 0.00 |
| MDC Holdings Inc | 3.85 | 01/15/2030 | 0.00 |
| Realty Income Corp | 2.85 | 12/15/2032 | 0.00 |
| Sun Communities Operating LP | 2.70 | 07/15/2031 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Masco Corp | 2.00 | 02/15/2031 | 0.00 |
| Piedmont Operating Partnership LP | 3.15 | 08/15/2030 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Morgan Stanley | 3.22 | 04/22/2042 | 0.00 |
| Spirit Realty LP | 2.70 | 02/15/2032 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Goldman Sachs Group Inc/The | 3.21 | 04/22/2042 | 0.00 |
| Verizon Communications Inc | 3.55 | 03/22/2051 | 0.00 |
| Wells Fargo & Co | 3.07 | 04/30/2041 | 0.00 |
| Nationwide Financial Services Inc | 3.90 | 11/30/2049 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Fannie Mae REMICS | 2.16 | 10/25/2041 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Penn Mutual Life Insurance Co/The | 3.80 | 04/29/2061 | 0.00 |
| Microsoft Corp | 2.52 | 06/01/2050 | 0.00 |
| Comcast Corp | 2.89 | 11/01/2051 | 0.00 |
| Mid-America Apartments LP | 2.88 | 09/15/2051 | 0.00 |
| Fannie Mae REMICS | 2.21 | 05/25/2035 | 0.00 |
| Cox Communications Inc | 2.95 | 10/01/2050 | 0.00 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.00 |
| Freddie Mac REMICS | 2.40 | 05/15/2035 | 0.00 |
| Fannie Mae REMICS | 3.56 | 01/25/2032 | 0.00 |
| Freddie Mac REMICS | 2.43 | 02/15/2035 | 0.00 |
| Fannie Mae REMICS | 3.76 | 12/18/2032 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 12/01/2034 | 0.00 |
| Freddie Mac REMICS | 3.33 | 03/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Freddie Mac REMICS | 4.72 | 09/15/2035 | 0.00 |
| Freddie Mac REMICS | 3.33 | 07/15/2026 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Fannie Mae REMICS | 2.36 | 03/25/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Fannie Mae REMICS | 4.64 | 08/25/2035 | 0.00 |
| Connecticut Avenue Securities Trust | 6.49 | 09/25/2039 | 0.00 |
| Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Freddie Mac REMICS | 5.32 | 02/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2031 | 0.00 |
| Fannie Mae REMICS | 2.61 | 08/25/2032 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 3.66 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Freddie Mac REMICS | 2.68 | 12/15/2037 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Freddie Mac REMICS | 1.68 | 04/15/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.00 |
| Fannie Mae REMICS | 3.71 | 04/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Ginnie Mae I Pool | 8.50 | 11/15/2024 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae REMICS | 2.61 | 08/25/2032 | 0.00 |
| Freddie Mac REMICS | 1.83 | 07/15/2035 | 0.00 |
| Fannie Mae REMICS | 2.86 | 01/25/2032 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae REMICS | 3.76 | 12/18/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.56 | 11/18/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 03/15/2026 | 0.00 |
| Fannie Mae REMICS | 2.61 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.36 | 05/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
| Fannie Mae REMICS | 3.61 | 07/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Fannie Mae REMICS | 2.61 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.66 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 3.71 | 03/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
| Fannie Mae REMICS | 3.61 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.66 | 07/25/2038 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 06/25/2023 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Freddie Mac REMICS | 3.78 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 3.61 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.51 | 11/25/2031 | 0.00 |
| Fannie Mae REMICS | 3.41 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.56 | 12/18/2031 | 0.00 |
| Government National Mortgage Associ | 3.17 | 02/16/2032 | 0.00 |
| Freddie Mac REMICS | 4.36 | 07/17/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| COMM 2012-CCRE5 Mortgage Trust | 1.09 | 12/10/2045 | 0.00 |
| LB Commercial Conduit Mortgage Trus | 0.76 | 02/18/2030 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Freddie Mac REMICS | 4.36 | 07/17/2028 | 0.00 |
| Fannie Mae REMICS | 2.31 | 02/25/2024 | 0.00 |
| USD/EUR CFWD2023217 | 02/17/2023 | -0.00 |
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