Invesco Core Plus Bond Fund
as of 09/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
0.62
08/15/2030
5.56
STIT - Treasury Portfolio
3.85
United States Treasury Note/Bond
0.25
09/30/2025
3.84
STIT - Government & Agency Portfoli
3.37
United States Treasury Note/Bond
1.25
05/15/2050
2.72
Fannie Mae or Freddie Mac
2.00
10/01/2035
2.54
INVESCO LIQUID ASSET CASH MF
2.40
Fannie Mae or Freddie Mac
2.00
10/01/2050
1.90
Fannie Mae or Freddie Mac
2.50
10/01/2050
1.70
Fannie Mae Pool
3.00
10/11/2018
1.69
Ginnie Mae II Pool
3.00
10/01/2048
1.13
United States Treasury Note/Bond
0.38
09/30/2027
1.10
Corning Inc
5.45
11/15/2079
0.92
Fannie Mae Pool
3.00
10/16/2018
0.68
Wells Fargo & Co Conv Pfd
0.68
Fannie Mae Pool
4.50
10/01/2048
0.63
Sprint Spectrum Co LLC / Sprint Spe
5.15
03/20/2028
0.59
Fannie Mae Pool
3.50
05/01/2047
0.58
Golub Capital Partners CLO 41 B Ltd
1.64
04/20/2029
0.57
AT&T Inc
3.55
09/15/2055
0.56
United States Treasury Bill
0.00
02/04/2021
0.55
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.53
Bank of America Corp
2.68
06/19/2041
0.53
Invitation Homes 2018-SFR1 Trust
0.85
03/17/2037
0.52
CSAIL 2020-C19 Commercial Mortgage
2.56
03/15/2053
0.44
Fannie Mae Pool
4.00
12/01/2048
0.44
Fannie Mae Pool
4.00
12/01/2048
0.43
Avery Point VI CLO Ltd
1.30
08/05/2027
0.43
United States Treasury Note/Bond
0.12
09/15/2023
0.43
One Bryant Park Trust 2019-OBP
2.52
09/15/2054
0.43
Freddie Mac Multifamily Structured
3.76
01/25/2029
0.42
Fomento Economico Mexicano SAB de C
3.50
01/16/2050
0.41
Africa Finance Corp
4.38
04/17/2026
0.40
Saudi Arabian Oil Co
2.88
04/16/2024
0.40
Morgan Stanley Capital I Trust 2019
4.07
03/15/2052
0.38
Domino's Pizza Master Issuer LLC
3.67
10/25/2049
0.38
MDC Holdings Inc
3.85
01/15/2030
0.37
Golub Capital Partners CLO 35B Ltd
1.46
07/20/2029
0.37
Global Atlantic Fin Co
4.40
10/15/2029
0.36
ASTERIX INC
3.90
03/31/2023
0.35
UBS Commercial Mortgage Trust 2019-
3.60
04/15/2052
0.35
Broadcom Inc
4.70
04/15/2025
0.35
Nissan Motor Co Ltd
4.81
09/17/2030
0.35
Benchmark 2019-B14 Mortgage Trust
3.05
12/15/2062
0.34
AbbVie Inc
2.60
11/21/2024
0.34
Morgan Stanley Capital I Trust 2017
0.85
11/15/2034
0.34
AbbVie Inc
2.30
11/21/2022
0.33
Morgan Stanley Bank of America Merr
4.68
10/15/2048
0.33
OCP CLO 2014-7 Ltd
1.39
07/20/2029
0.32
Citigroup Inc
5.00
12/31/2049
0.32
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.32
Jimmy Johns Funding LLC
3.61
07/30/2047
0.31
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.31
Taconic Park CLO Ltd
1.27
01/20/2029
0.31
Sumitomo Mitsui Financial Group Inc
2.14
09/23/2030
0.31
Starwood Waypoint Homes 2017-1 Trus
2.10
01/17/2035
0.30
Scentre Group Trust 2
4.75
09/24/2080
0.30
Goldentree Loan Management US Clo 2
1.42
11/28/2030
0.30
Delta Air Lines Inc / SkyMiles IP L
4.75
10/20/2028
0.30
InTown Hotel Portfolio Trust 2018-S
0.85
01/15/2033
0.29
CGDBB Commercial Mortgage Trust 201
1.20
07/15/2032
0.29
AT&T Inc
3.50
09/15/2053
0.28
United States Treasury Note/Bond
1.12
08/15/2040
0.28
Benchmark 2019-B14 Mortgage Trust
3.90
12/15/2062
0.28
CASH & EQUIVALENTS
0.00
0.28
Duke Energy Progress LLC
2.50
08/15/2050
0.27
Credit Suisse Mortgage Capital Cert
1.70
04/25/2065
0.27
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.27
Micron Technology Inc
4.18
02/15/2027
0.27
AerCap Global Aviation Trust
6.50
06/15/2045
0.27
Progress Residential 2020-SFR1 Trus
1.73
04/17/2037
0.26
Oracle Corp
3.60
04/01/2050
0.26
Angel Oak Mortgage Trust I LLC 2019
3.63
03/25/2049
0.25
Mitsubishi UFJ Lease & Finance Co L
3.64
04/13/2025
0.25
Benchmark 2019-B15 Mortgage Trust
3.56
12/15/2072
0.25
Apollo Management Holdings LP
4.95
01/14/2050
0.24
Trust Fibra Uno
4.87
01/15/2030
0.24
JPMBB Commercial Mortgage Securitie
5.05
01/15/2047
0.24
JPMorgan Chase & Co
1.15
07/23/2024
0.24
Office Properties Income Trust
4.50
02/01/2025
0.24
Mizuho Financial Group Inc
2.20
07/10/2031
0.23
Morgan Stanley Capital I Trust 2019
3.49
11/15/2052
0.23
ONEOK Inc
6.35
01/15/2031
0.23
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.23
MAD Mortgage Trust 2017-330M
3.29
08/15/2034
0.22
Anglo American Capital PLC
5.38
04/01/2025
0.22
Broadcom Inc
5.00
04/15/2030
0.22
Interpublic Group of Cos Inc/The
4.75
03/30/2030
0.22
Race Point VIII CLO Ltd
1.29
02/20/2030
0.22
Blackstone Holdings Finance Co LLC
1.60
03/30/2031
0.22
GCAT 2019-NQM2 Trust
2.85
09/25/2059
0.21
NXP BV / NXP Funding LLC
3.88
09/01/2022
0.21
Wendy's Funding LLC
3.88
03/15/2048
0.21
CGDBB Commercial Mortgage Trust 201
0.94
07/15/2032
0.21
COLT 2020-1 Mortgage Loan Trust
2.49
02/25/2050
0.21
CASH & EQUIVALENTS
0.00
0.21
DB Master Finance LLC
4.02
05/20/2049
0.21
ICG US CLO 2016-1 Ltd
1.41
07/29/2028
0.21
Crown Castle International Corp
3.25
01/15/2051
0.21
Carrier Global Corp
2.72
02/15/2030
0.21
Angel Oak Mortgage Trust LLC 2020-5
1.37
05/25/2065
0.21
Ellington Financial Mortgage Trust
2.74
11/25/2059
0.20
Ross Stores Inc
4.70
04/15/2027
0.20
DB Master Finance LLC
4.35
05/20/2049
0.20
Ford Motor Credit Co LLC
5.08
01/07/2021
0.20
AT&T Inc
2.88
12/31/2059
0.20
Carrier Global Corp
2.24
02/15/2025
0.20
Oracle Corp
3.85
04/01/2060
0.20
Canadian Natural Resources Ltd
2.05
07/15/2025
0.20
Homeward Opportunities Fund I Trust
3.45
01/25/2059
0.20
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.20
Broadcom Inc
4.30
11/15/2032
0.20
CASH & EQUIVALENTS
0.00
0.20
JPMorgan Chase & Co
2.08
04/22/2026
0.20
MVW 2019-2 LLC
2.22
10/20/2038
0.19
OHA Loan Funding 2016-1 Ltd
1.53
01/20/2033
0.19
CenterPoint Energy Inc
6.12
12/31/2049
0.19
Neuberger Berman Loan Advisers CLO
1.29
04/19/2030
0.19
Verus Securitization Trust 2019-1
3.84
02/25/2059
0.19
Pioneer Natural Resources Co
1.90
08/15/2030
0.19
Norwegian Air Shuttle ASA 2016-1 Cl
7.50
11/10/2023
0.19
Ross Stores Inc
4.60
04/15/2025
0.19
Toyota Motor Credit Corp
3.00
04/01/2025
0.19
AT&T Inc
3.10
02/01/2043
0.19
Sumitomo Mitsui Financial Group Inc
3.04
07/16/2029
0.19
Scentre Group Trust 2
5.12
09/24/2080
0.19
Credit Suisse Group AG
5.25
12/31/2099
0.19
Hyundai Capital America
5.75
04/06/2023
0.19
Egypt Government International Bond
5.25
10/06/2025
0.19
Freddie Mac Gold Pool
4.50
02/01/2040
0.18
Citigroup Mortgage Loan Trust 2019-
2.72
07/25/2049
0.18
Sonic Capital LLC
3.85
01/20/2050
0.18
CSWF 2018-TOP
1.45
08/15/2035
0.18
Federation des Caisses Desjardins d
2.05
02/10/2025
0.18
GE Capital International Funding Co
4.42
11/15/2035
0.18
Spirit Realty LP
3.40
01/15/2030
0.18
American Tower Corp
3.10
06/15/2050
0.18
Braskem Idesa SAPI
7.45
11/15/2029
0.18
TICP CLO XV Ltd
2.92
04/20/2033
0.18
Drax Finco PLC
6.62
11/01/2025
0.18
PPM CLO 3 Ltd
1.67
07/17/2030
0.18
KeyCorp
2.25
04/06/2027
0.18
Freddie Mac Multifamily Structured
3.63
01/25/2029
0.18
Dell International LLC / EMC Corp
8.35
07/15/2046
0.18
Activision Blizzard Inc
2.50
09/15/2050
0.18
Fannie Mae Connecticut Avenue Secur
3.00
11/25/2029
0.18
Kimco Realty Corp
1.90
03/01/2028
0.17
GS Mortgage Securities Trust 2020-G
2.38
05/12/2053
0.17
Bank of New York Mellon Corp/The
4.70
12/31/2059
0.17
Freddie Mac Multifamily Structured
3.03
09/25/2026
0.17
GS Mortgage Securities Trust 2020-G
2.91
02/13/2053
0.17
DaVita Inc
3.75
02/15/2031
0.17
Cummins Inc
2.60
09/01/2050
0.17
Citigroup Inc
4.45
09/29/2027
0.17
Apple Inc
2.65
05/11/2050
0.17
JPMorgan Chase & Co
1.28
05/15/2047
0.17
HMH Trust 2017-NSS
3.06
07/05/2031
0.17
Jimmy Johns Funding LLC
4.85
07/30/2047
0.17
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
0.17
Morgan Stanley Capital I Trust 2017
1.00
11/15/2034
0.17
MPLX LP
1.34
09/09/2022
0.16
Freeport-McMoRan Inc
5.00
09/01/2027
0.16
Kinder Morgan Inc
7.75
01/15/2032
0.16
Trust Fibra Uno
5.25
01/30/2026
0.16
Cigna Corp
3.40
09/17/2021
0.16
BRF SA
5.75
09/21/2050
0.16
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.16
Jabil Inc
3.00
01/15/2031
0.16
Netflix Inc
3.88
11/15/2029
0.16
Freddie Mac Multifamily Structured
3.59
01/25/2025
0.16
Ford Motor Credit Co LLC
3.81
10/12/2021
0.16
MVW Owner Trust 2019-1
2.89
11/20/2036
0.16
Community Health Network Inc
3.10
05/01/2050
0.16
Alphabet Inc
2.25
08/15/2060
0.16
Athene Holding Ltd
6.15
04/03/2030
0.16
CVS Health Corp
1.30
08/21/2027
0.16
Intercontinental Exchange Inc
3.00
09/15/2060
0.16
JP Morgan Trust 2015-3
3.67
05/25/2045
0.16
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.16
InTown Hotel Portfolio Trust 2018-S
1.20
01/15/2033
0.15
Delta Air Lines 2020-1 Class AA Pas
2.00
06/10/2028
0.15
Citigroup Inc
3.11
04/08/2026
0.15
Freddie Mac Structured Agency Credi
2.80
12/25/2029
0.15
Connecticut Avenue Securities Trust
2.25
09/25/2039
0.15
Wells Fargo & Co
5.38
11/02/2043
0.15
Match Group Holdings II LLC
5.62
02/15/2029
0.15
Standard Industries Inc/NJ
3.38
01/15/2031
0.15
Fidelity National Financial Inc
2.45
03/15/2031
0.15
Cigna Corp
1.17
07/15/2023
0.15
Tencent Holdings Ltd
2.39
06/03/2030
0.15
Fairfax Financial Holdings Ltd
4.62
04/29/2030
0.15
Delta Air Lines Inc
2.60
12/04/2020
0.15
Home Partners of America 2018-1 Tru
1.25
07/17/2037
0.15
WMG Acquisition Corp
3.00
02/15/2031
0.15
Nissan Motor Co Ltd
4.34
09/17/2027
0.15
MDC Holdings Inc
6.00
01/15/2043
0.15
MPLX LP
2.65
08/15/2030
0.15
Pacific LifeCorp
3.35
09/15/2050
0.15
Carlyle Finance LLC
5.65
09/15/2048
0.14
BAT Capital Corp
3.98
09/25/2050
0.14
Citigroup Inc
4.41
03/31/2031
0.14
Cascades Inc/Cascades USA Inc
5.38
01/15/2028
0.14
Global Bank Corp
4.50
10/20/2021
0.14
Galton Funding Mortgage Trust 2019-
2.66
10/25/2059
0.14
COLT 2020-1R Mortgage Loan Trust
1.25
09/25/2065
0.14
JPMorgan Chase & Co
2.96
05/13/2031
0.14
Texas Health Resources
2.33
11/15/2050
0.14
MPLX LP
1.75
03/01/2026
0.14
Coca-Cola Femsa SAB de CV
1.85
09/01/2032
0.14
Ginnie Mae II Pool
4.00
03/20/2048
0.14
Nissan Motor Co Ltd
3.52
09/17/2025
0.14
Freddie Mac Gold Pool
4.50
05/01/2041
0.14
Apollo Management Holdings LP
2.65
06/05/2030
0.14
Goldman Sachs Group Inc/The
5.00
12/31/2049
0.14
BAT International Finance PLC
1.67
03/25/2026
0.14
Ameriprise Financial Inc
3.00
04/02/2025
0.14
DT Auto Owner Trust 2019-3
2.74
04/15/2025
0.14
Goldman Sachs Group Inc/The
3.50
04/01/2025
0.14
Morgan Stanley
3.62
04/01/2031
0.14
Gray Oak Pipeline LLC
2.60
10/15/2025
0.14
Citigroup Inc
6.25
12/29/2049
0.14
Suzano Austria GmbH
6.00
01/15/2029
0.14
Saudi Arabian Oil Co
2.75
04/16/2022
0.14
Alibaba Group Holding Ltd
4.40
12/06/2057
0.14
Bayer US Finance II LLC
1.26
12/15/2023
0.14
Dominican Republic International Bo
4.88
09/23/2032
0.13
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.13
Lamar Media Corp
3.75
02/15/2028
0.13
Twitter Inc
3.88
12/15/2027
0.13
United Airlines 2018-1 Class AA Pas
3.50
03/01/2030
0.13
Bayer US Finance II LLC
3.88
12/15/2023
0.13
BOC Aviation Ltd
1.36
09/26/2023
0.13
SMBC Aviation Capital Finance DAC
4.12
07/15/2023
0.13
Abu Dhabi Government International
3.88
04/16/2050
0.13
Deephaven Residential Mortgage Trus
2.79
10/25/2059
0.13
Expedia Group Inc
4.62
08/01/2027
0.13
Fannie Mae Pool
4.50
12/01/2048
0.13
CyrusOne LP / CyrusOne Finance Corp
2.15
11/01/2030
0.13
Realty Income Corp
3.25
01/15/2031
0.13
Comcast Corp
2.80
01/15/2051
0.13
JPMorgan Chase & Co
3.11
04/22/2041
0.13
Alibaba Group Holding Ltd
4.20
12/06/2047
0.13
BAT Capital Corp
2.26
03/25/2028
0.13
Sprint Spectrum Co LLC / Sprint Spe
3.36
09/20/2021
0.13
Chase Mortgage Finance Corp
3.75
12/25/2045
0.13
Morgan Stanley Pfd
0.12
Anglo American Capital PLC
5.62
04/01/2030
0.12
NGPL PipeCo LLC
7.77
12/15/2037
0.12
Simon Property Group LP
2.65
07/15/2030
0.12
Banco del Estado de Chile
2.70
01/09/2025
0.12
Brixmor Operating Partnership LP
4.05
07/01/2030
0.12
Credit Suisse Group AG
4.19
04/01/2031
0.12
PayPal Holdings Inc
2.65
10/01/2026
0.12
Volkswagen Group of America Finance
1.20
11/12/2021
0.12
GCAT 2019-NQM3 Trust
2.69
11/25/2059
0.12
VEON Holdings BV
4.00
04/09/2025
0.12
Northern States Power Co/MN
2.60
06/01/2051
0.12
Essex Portfolio LP
2.65
09/01/2050
0.12
American Equity Investment Life Hol
5.00
06/15/2027
0.12
Targa Resources Partners LP / Targa
5.25
05/01/2023
0.12
General Motors Financial Co Inc
1.12
04/09/2021
0.12
AT&T Inc
3.50
02/01/2061
0.12
Ford Motor Credit Co LLC
5.60
01/07/2022
0.12
Goldman Sachs Group Inc/The
3.27
09/29/2025
0.12
US Bancorp
1.38
07/22/2030
0.11
Invitation Homes 2017-SFR2 Trust
1.60
12/17/2036
0.11
Athene Global Funding
2.50
01/14/2025
0.11
Dominion Energy Inc
3.38
04/01/2030
0.11
Freddie Mac Structured Agency Credi
4.05
04/25/2029
0.11
Natixis Commercial Mortgage Securit
3.92
11/15/2032
0.11
Australia & New Zealand Banking Gro
6.75
12/31/2049
0.11
POSCO
2.50
01/17/2025
0.11
Morgan Stanley Capital I Trust 2017
1.15
11/15/2034
0.11
Standard Chartered PLC
7.75
12/31/2049
0.11
Hertz Vehicle Financing II LP
3.42
05/25/2025
0.11
Bank of America Corp
2.59
04/29/2031
0.11
BBVA Bancomer SA/Texas
1.88
09/18/2025
0.11
Ryder System Inc
4.62
06/01/2025
0.11
Ford Motor Credit Co LLC
3.09
01/09/2023
0.11
Comcast Corp
4.60
10/15/2038
0.11
Trust Fibra Uno
6.39
01/15/2050
0.11
Iron Mountain Inc
5.25
07/15/2030
0.11
Retail Properties of America Inc
4.75
09/15/2030
0.11
COLT 2020-1 Mortgage Loan Trust
2.69
02/25/2050
0.11
WFRBS Commercial Mortgage Trust 201
4.70
04/15/2045
0.11
Sumitomo Mitsui Financial Group Inc
1.47
07/08/2025
0.11
Citizens Bank NA/Providence RI
2.25
04/28/2025
0.11
Anheuser-Busch InBev Worldwide Inc
4.50
06/01/2050
0.11
Aviation Capital Group LLC
3.50
11/01/2027
0.11
Citigroup Inc
5.50
09/13/2025
0.11
Discovery Communications LLC
4.00
09/15/2055
0.11
Wendy's Funding LLC
4.08
06/15/2049
0.11
Freddie Mac Multifamily Structured
4.03
10/25/2028
0.11
Invesco Total Return Bond ETF
0.11
Colombia Telecomunicaciones SA ESP
4.95
07/17/2030
0.11
New York and Presbyterian Hospital/
2.61
08/01/2060
0.11
Ukraine Government International Bo
4.38
01/27/2030
0.11
Fidelity National Financial Inc
3.40
06/15/2030
0.11
Freddie Mac Multifamily Structured
4.06
10/25/2028
0.11
Hyundai Capital America
5.88
04/07/2025
0.10
Belrose Funding Trust
2.33
08/15/2030
0.10
United States Treasury Note/Bond
0.12
09/30/2022
0.10
Connecticut Avenue Securities Trust
2.30
09/25/2031
0.10
JPMBB Commercial Mortgage Securitie
4.89
03/15/2049
0.10
Dell International LLC / EMC Corp
6.02
06/15/2026
0.10
ALM VII Ltd
1.45
07/15/2029
0.10
MSCI Inc
3.88
02/15/2031
0.10
COMM 2015-CCRE25 Mortgage Trust
4.69
08/10/2048
0.10
Ross Stores Inc
5.45
04/15/2050
0.10
AstraZeneca PLC
1.38
08/06/2030
0.10
Iron Mountain Inc
4.50
02/15/2031
0.10
Fannie Mae Pool
3.50
10/01/2046
0.10
Welltower Inc
3.10
01/15/2030
0.10
Invitation Homes 2017-SFR2 Trust
1.00
12/17/2036
0.10
UDR Inc
3.00
08/15/2031
0.10
Dominican Republic International Bo
5.88
01/30/2060
0.10
W R Berkley Corp
4.00
05/12/2050
0.10
Tencent Holdings Ltd
2.98
01/19/2023
0.10
S&P Global Inc
1.25
08/15/2030
0.10
Piedmont Operating Partnership LP
3.15
08/15/2030
0.10
Morgan Stanley
2.19
04/28/2026
0.10
GS Mortgage Securities Trust 2013-G
4.90
08/10/2046
0.10
Angel Oak Mortgage Trust I LLC 2018
3.26
04/27/2048
0.10
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.10
Deutsche Mortgage Securities Inc Re
3.24
06/27/2037
0.10
Kinder Morgan Inc
2.00
02/15/2031
0.10
Angel Oak Mortgage Trust 2020-1
2.47
12/25/2059
0.10
Kinder Morgan Inc
3.25
08/01/2050
0.10
Merck & Co Inc
0.75
02/24/2026
0.10
Credit Acceptance Corp
6.62
03/15/2026
0.10
GCAT 2020-NQM2 Trust
1.55
04/25/2065
0.10
AES Panama Generation Holdings SRL
4.38
05/31/2030
0.10
Banco Nacional de Panama
2.50
08/11/2030
0.10
Netflix Inc
5.38
11/15/2029
0.10
Southern Co/The
3.70
04/30/2030
0.10
Brown University in Providence in t
2.92
09/01/2050
0.10
Goldman Sachs Group Inc/The
3.75
05/22/2025
0.09
Constellation Brands Inc
0.98
11/15/2021
0.09
Hyundai Capital America
4.30
02/01/2024
0.09
WFRBS Commercial Mortgage Trust 201
5.84
11/15/2044
0.09
Brighthouse Financial Inc
4.70
06/22/2047
0.09
Fairfax Financial Holdings Ltd
4.85
04/17/2028
0.09
Residential Mortgage Loan Trust 202
2.38
02/25/2024
0.09
WFRBS Commercial Mortgage Trust 201
4.53
10/15/2057
0.09
Apollo Management Holdings LP
4.00
05/30/2024
0.09
Prudential Financial Inc
5.62
06/15/2043
0.09
CFCRE Commercial Mortgage Trust 201
5.93
12/15/2047
0.09
Petronas Capital Ltd
4.55
04/21/2050
0.09
Blackstone Holdings Finance Co LLC
2.80
09/30/2050
0.09
Simon Property Group LP
3.80
07/15/2050
0.09
MultiCare Health System
2.80
08/15/2050
0.09
KKR Group Finance Co VIII LLC
3.50
08/25/2050
0.09
Micron Technology Inc
4.97
02/06/2026
0.09
AIA Group Ltd
3.20
09/16/2040
0.09
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.09
Tencent Music Entertainment Group
2.00
09/03/2030
0.09
Saudi Government International Bond
3.75
01/21/2055
0.09
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.09
Equitable Holdings Inc
4.95
12/31/2059
0.09
Banc of America Commercial Mortgage
3.99
09/15/2048
0.09
JPMorgan Chase & Co
3.74
12/31/2049
0.09
Fannie Mae Pool
3.50
11/01/2046
0.09
Kimco Realty Corp
2.70
10/01/2030
0.09
Freeport-McMoRan Inc
4.38
08/01/2028
0.09
Credit Suisse Group AG
5.10
12/31/2049
0.09
Mars Inc
2.70
04/01/2025
0.09
JPMorgan Chase & Co
3.62
12/01/2027
0.09
JP Morgan Chase Commercial Mortgage
3.81
12/15/2047
0.09
Invitation Homes 2017-SFR2 Trust
1.95
12/17/2036
0.09
Fifth Third Bancorp
2.55
05/05/2027
0.09
Freddie Mac Gold Pool
4.50
10/01/2046
0.09
BAT Capital Corp
2.73
03/25/2031
0.09
Panama Government International Bon
2.25
09/29/2032
0.09
NXP BV / NXP Funding LLC
4.62
06/01/2023
0.09
TransJamaican Highway Ltd
5.75
10/10/2036
0.09
Dell International LLC / EMC Corp
4.90
10/01/2026
0.09
COMM 2016-GCT Mortgage Trust
3.09
08/10/2029
0.08
PayPal Holdings Inc
2.85
10/01/2029
0.08
Arch Capital Group Ltd
3.63
06/30/2050
0.08
Residential Mortgage Loan Trust 201
2.63
09/25/2059
0.08
Maryland Health & Higher Educationa
3.20
07/01/2050
0.08
Aviation Capital Group LLC
0.94
07/30/2021
0.08
CGDBB Commercial Mortgage Trust 201
1.75
07/15/2032
0.08
Fannie Mae Pool
3.50
12/01/2030
0.08
Cox Communications Inc
2.95
10/01/2050
0.08
Fannie Mae Pool
3.50
10/01/2046
0.08
Home Partners of America 2018-1 Tru
1.05
07/17/2037
0.08
Athene Holding Ltd
4.12
01/12/2028
0.08
Wells Fargo & Co
3.07
04/30/2041
0.08
Parkland Corp/Canada
5.88
07/15/2027
0.08
Benchmark 2019-B11 Mortgage Trust
3.00
05/15/2052
0.08
Bank of America Corp
4.20
08/26/2024
0.08
Anheuser-Busch InBev Worldwide Inc
3.50
06/01/2030
0.08
UBS-Citigroup Commercial Mortgage T
6.25
01/10/2045
0.08
Verus Securitization Trust 2019-2
3.21
05/25/2059
0.08
HSBC Holdings PLC
1.65
04/18/2026
0.08
Aviation Capital Group LLC
4.12
08/01/2025
0.08
Regency Centers LP
4.12
03/15/2028
0.08
Comcast Corp
3.95
10/15/2025
0.08
Deephaven Residential Mortgage Trus
2.98
12/25/2057
0.08
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.08
Synovus Financial Corp
3.12
11/01/2022
0.08
CVS Health Corp
2.70
08/21/2040
0.08
Children's Hospital/DC
2.93
07/15/2050
0.08
Alexandria Real Estate Equities Inc
3.38
08/15/2031
0.08
East Ohio Gas Co/The
3.00
06/15/2050
0.07
AT&T Inc
5.10
11/25/2048
0.07
Ashtead Capital Inc
4.00
05/01/2028
0.07
DTE Energy Co
0.55
11/01/2022
0.07
Freeport-McMoRan Inc
4.12
03/01/2028
0.07
Mattamy Group Corp
4.62
03/01/2030
0.07
Raymond James Financial Inc
4.65
04/01/2030
0.07
Hackensack Meridian Health Inc
2.67
09/01/2041
0.07
CGDBB Commercial Mortgage Trust 201
1.12
07/15/2032
0.07
Morgan Stanley
5.50
07/28/2021
0.07
New York and Presbyterian Hospital/
2.26
08/01/2040
0.07
ONEOK Inc
5.85
01/15/2026
0.07
NXP BV / NXP Funding LLC / NXP USA
3.40
05/01/2030
0.07
Georgia-Pacific LLC
1.75
09/30/2025
0.07
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.07
Blackstone Holdings Finance Co LLC
5.00
06/15/2044
0.07
Fannie Mae Connecticut Avenue Secur
2.50
01/25/2031
0.07
Fannie Mae Pool
3.50
10/01/2046
0.07
Suzano Austria GmbH
3.75
01/15/2031
0.07
Fannie Mae Pool
3.50
10/01/2046
0.07
Essex Portfolio LP
1.65
01/15/2031
0.07
Hackensack Meridian Health Inc
2.88
09/01/2050
0.07
Spirit Realty LP
4.00
07/15/2029
0.07
Southern Co/The
5.50
03/15/2057
0.07
Ryder System Inc
3.35
09/01/2025
0.07
Adani Abbot Point Terminal Pty Ltd
4.45
12/15/2022
0.07
Tencent Music Entertainment Group
1.38
09/03/2025
0.07
Altria Group Inc
4.40
02/14/2026
0.07
Verus Securitization Trust 2020-1
2.64
01/25/2060
0.07
Royalty Pharma PLC
2.20
09/02/2030
0.07
Home Partners of America 2018-1 Tru
1.40
07/17/2037
0.07
SMBC Aviation Capital Finance DAC
3.00
07/15/2022
0.07
Philip Morris International Inc
1.50
05/01/2025
0.07
Match Group Holdings II LLC
4.62
06/01/2028
0.07
Citizens Financial Group Inc
3.25
04/30/2030
0.07
Hershey Co/The
3.12
11/15/2049
0.07
Tencent Holdings Ltd
1.81
01/26/2026
0.07
Empresa de los Ferrocarriles del Es
3.07
08/18/2050
0.06
San Diego Gas & Electric Co
3.32
04/15/2050
0.06
Fannie Mae Pool
3.50
09/01/2046
0.06
Magna International Inc
2.45
06/15/2030
0.06
Morgan Stanley Capital I Trust 2014
4.44
09/09/2032
0.06
Lexington Realty Trust
2.70
09/15/2030
0.06
Fannie Mae Pool
3.00
08/01/2043
0.06
September 21 Calls on SPXSPX US 09/
09/17/2021
0.06
Plains All American Pipeline LP / P
3.80
09/15/2030
0.06
WFRBS Commercial Mortgage Trust 201
4.64
08/15/2046
0.06
Towd Point Mortgage Trust 2017-2
2.75
04/25/2057
0.06
Universal Health Services Inc
2.65
10/15/2030
0.06
Chase Mortgage Finance Corp
3.75
12/25/2045
0.06
Maryland Health & Higher Educationa
3.05
07/01/2040
0.06
Royalty Pharma PLC
1.20
09/02/2025
0.06
Verus Securitization Trust 2018-3
4.11
10/25/2058
0.06
Invitation Homes 2017-SFR2 Trust
1.30
12/17/2036
0.06
Royalty Pharma PLC
1.75
09/02/2027
0.06
Wells Fargo & Co
2.19
04/30/2026
0.06
Camden Property Trust
2.80
05/15/2030
0.06
Constellation Brands Inc
3.75
05/01/2050
0.06
Cox Communications Inc
1.80
10/01/2030
0.06
Credit Acceptance Corp
5.12
12/31/2024
0.06
Analog Devices Inc
2.95
04/01/2025
0.06
Fannie Mae Pool
3.50
11/01/2046
0.06
Citigroup Commercial Mortgage Trust
4.17
07/10/2047
0.06
Freddie Mac Structured Agency Credi
3.95
03/25/2029
0.06
CCO Holdings LLC / CCO Holdings Cap
4.25
02/01/2031
0.06
WFRBS Commercial Mortgage Trust 201
5.19
09/15/2046
0.05
Verus Securitization Trust 2020-INV
1.98
03/25/2060
0.05
Concho Resources Inc
2.40
02/15/2031
0.05
Dell International LLC / EMC Corp
5.85
07/15/2025
0.05
Petronas Capital Ltd
3.50
04/21/2030
0.05
Lowe's Cos Inc
4.50
04/15/2030
0.05
Apple Inc
2.51
08/19/2024
0.05
HSBC Holdings PLC
3.20
12/05/2023
0.05
Cibanco SA Ibm / PLA Administradora
4.96
07/18/2029
0.05
Carlyle Holdings II Finance LLC
5.62
03/30/2043
0.05
Baidu Inc
3.08
04/07/2025
0.05
HSBC Holdings PLC
1.27
05/18/2024
0.05
Angel Oak Mortgage Trust 2019-3
2.93
05/25/2059
0.05
Moody's Corp
3.25
05/20/2050
0.05
Crown Castle International Corp
4.15
07/01/2050
0.05
CVS Health Corp
3.75
04/01/2030
0.05
Hyundai Capital America
2.38
02/10/2023
0.05
Life Storage LP
2.20
10/15/2030
0.05
British Airways 2019-1 Class A Pass
3.35
06/15/2029
0.05
S&P Global Inc
2.30
08/15/2060
0.05
East Ohio Gas Co/The
1.30
06/15/2025
0.05
Continental Resources Inc/OK
5.00
09/15/2022
0.05
Kinder Morgan Inc
7.80
08/01/2031
0.05
Agree LP
2.90
10/01/2030
0.05
NextEra Energy Capital Holdings Inc
2.75
05/01/2025
0.05
Fox Corp
3.50
04/08/2030
0.05
CenturyLink Inc
4.00
02/15/2027
0.05
Cox Communications Inc
3.35
09/15/2026
0.05
Simon Property Group LP
3.50
09/01/2025
0.05
Moody's Corp
2.55
08/18/2060
0.04
Chevron USA Inc
2.34
08/12/2050
0.04
Brown & Brown Inc
2.38
03/15/2031
0.04
American Airlines 2017-2 Class B Pa
3.70
10/15/2025
0.04
AstraZeneca PLC
0.70
04/08/2026
0.04
Tencent Holdings Ltd
3.29
06/03/2060
0.04
Alphabet Inc
1.90
08/15/2040
0.04
Highwoods Realty LP
2.60
02/01/2031
0.04
Iron Mountain Inc
4.88
09/15/2029
0.04
Tencent Holdings Ltd
3.24
06/03/2050
0.04
COMM 2016-GCT Mortgage Trust
3.58
08/10/2029
0.04
Freddie Mac Gold Pool
3.00
02/01/2032
0.04
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.04
Diversified Healthcare Trust
6.75
12/15/2021
0.04
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.04
Service Properties Trust
4.95
02/15/2027
0.03
Chase Mortgage Finance Corp
3.75
04/25/2045
0.03
Baidu Inc
3.42
04/07/2030
0.03
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.03
CGRBS Commercial Mortgage Trust 201
3.37
03/13/2035
0.03
Bank of America Corp Conv Pfd
0.03
WFRBS Commercial Mortgage Trust 201
3.34
06/15/2046
0.03
Eversource Energy
0.80
08/15/2025
0.03
BBVA Bancomer SA/Texas
4.38
04/10/2024
0.03
Cantor Fitzgerald LP
6.50
06/17/2022
0.03
Linde Inc/CT
2.00
08/10/2050
0.03
Molson Coors International LP
3.44
07/15/2026
0.03
Bear Stearns ALT-A Trust 2004-11
2.88
11/25/2034
0.02
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.02
Citigroup Commercial Mortgage Trust
3.14
02/10/2048
0.02
CASH & EQUIVALENTS
0.00
0.02
Citigroup Commercial Mortgage Trust
4.29
09/10/2045
0.02
Albertsons Cos Inc / Safeway Inc /
3.50
02/15/2023
0.02
Freddie Mac Gold Pool
5.00
11/01/2039
0.02
Freddie Mac Gold Pool
5.50
07/01/2040
0.02
American Airlines 2017-1 Class B Pa
4.95
02/15/2025
0.02
CSAIL 2015-C3 Commercial Mortgage T
3.72
08/15/2048
0.02
JPMBB Commercial Mortgage Securitie
3.80
08/15/2048
0.02
Freddie Mac Gold Pool
4.50
06/01/2041
0.02
Structured Adjustable Rate Mortgage
3.10
07/25/2034
0.02
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.02
HCA Inc
5.50
06/15/2047
0.02
Fannie Mae Pool
5.50
04/01/2033
0.02
Dell International LLC / EMC Corp
4.42
06/15/2021
0.02
Morgan Stanley
4.35
09/08/2026
0.02
CSFB Mortgage-Backed Pass-Through C
3.46
06/25/2034
0.02
Equinix Inc
3.20
11/18/2029
0.02
Adjustable Rate Mortgage Trust 2004
3.17
02/25/2035
0.02
Adjustable Rate Mortgage Trust 2005
3.53
05/25/2035
0.02
Ryder System Inc
2.90
12/01/2026
0.02
Energy Transfer Operating LP
4.75
01/15/2026
0.02
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.02
Advance Auto Parts Inc
3.90
04/15/2030
0.02
Constellation Brands Inc
4.65
11/15/2028
0.02
Freddie Mac Whole Loan Securities T
3.50
05/25/2047
0.02
Western Midstream Operating LP
2.12
01/13/2023
0.02
Delta Air Lines Inc
7.38
01/15/2026
0.02
Apple Inc
09/17/2021
0.02
EQM Midstream Partners LP
4.00
08/01/2024
0.02
Municipal Electric Authority of Geo
6.66
04/01/2057
0.02
Credit Suisse Group Funding Guernse
3.75
03/26/2025
0.01
Moody's Corp
4.88
02/15/2024
0.01
Lowe's Cos Inc
3.65
04/05/2029
0.01
Freddie Mac Multifamily Structured
1.28
03/25/2024
0.01
Leidos Inc
2.95
05/15/2023
0.01
Empresa Nacional de Telecomunicacio
4.88
10/30/2024
0.01
Merrill Lynch Mortgage Investors Tr
3.51
06/25/2035
0.01
Synchrony Financial
4.50
07/23/2025
0.01
JPMorgan Chase & Co
3.78
02/01/2028
0.01
Freddie Mac Gold Pool
5.00
09/01/2039
0.01
HSBC Holdings PLC
2.01
09/22/2028
0.01
Citigroup Commercial Mortgage Trust
4.56
04/10/2046
0.01
Thornburg Mortgage Securities Trust
3.58
04/25/2045
0.01
L3Harris Technologies Inc
3.85
12/15/2026
0.01
Merrill Lynch Mortgage Investors Tr
4.01
11/25/2035
0.01
Cigna Corp
4.12
11/15/2025
0.01
Citigroup Inc
2.57
06/03/2031
0.01
Volkswagen Group of America Finance
3.20
09/26/2026
0.01
Angel Oak Mortgage Trust LLC
2.71
11/25/2047
0.01
BNP Paribas SA
4.38
03/01/2033
0.01
Electricite de France SA
4.88
09/21/2038
0.01
Host Hotels & Resorts LP
4.50
02/01/2026
0.01
PNC Financial Services Group Inc/Th
0.01
Alexandria Real Estate Equities Inc
1.88
02/01/2033
0.01
Barclays PLC
4.84
05/09/2028
0.01
American Financial Group Inc/OH
3.50
08/15/2026
0.01
DBUBS 2011-LC1 Mortgage Trust
5.79
11/10/2046
0.01
Dolphin Energy Ltd LLC
5.50
12/15/2021
0.01
HSBC Holdings PLC
4.38
11/23/2026
0.01
Charles Schwab Corp/The
5.38
12/31/2099
0.01
National Australia Bank Ltd
2.33
08/21/2030
0.01
Ford Motor Credit Co LLC
5.58
03/18/2024
0.01
JP Morgan Mortgage Trust 2007-A4
3.40
06/25/2037
0.01
MPLX LP
4.00
03/15/2028
0.01
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.01
Lam Research Corp
4.00
03/15/2029
0.01
Deephaven Residential Mortgage Trus
2.71
10/25/2047
0.01
Dow Chemical Co/The
4.55
11/30/2025
0.01
Freddie Mac Gold Pool
7.00
05/01/2030
0.01
Dollar Tree Inc
4.00
05/15/2025
0.01
Lloyds Banking Group PLC
4.65
03/24/2026
0.01
Comcast Corp
3.40
07/15/2046
0.01
UBS-Barclays Commercial Mortgage Tr
2.85
12/10/2045
0.01
Owens Corning
4.20
12/01/2024
0.01
Fannie Mae Pool
5.00
12/01/2039
0.01
Penske Truck Leasing Co Lp / PTL Fi
3.90
02/01/2024
0.01
Williams Cos Inc/The
3.50
11/15/2030
0.01
Anheuser-Busch Cos LLC / Anheuser-B
3.65
02/01/2026
0.01
Structured Adjustable Rate Mortgage
2.74
09/25/2034
0.01
Prime Healthcare Foundation Inc
7.00
12/01/2027
0.01
International Paper Co
5.00
09/15/2035
0.01
Avnet Inc
4.62
04/15/2026
0.01
Industrial Senior Trust
5.50
11/01/2022
0.01
Analog Devices Inc
3.12
12/05/2023
0.01
WFRBS Commercial Mortgage Trust 201
4.97
11/15/2045
0.01
JP Morgan Mortgage Trust 2005-A3
3.80
06/25/2035
0.01
Freddie Mac Gold Pool
7.50
05/01/2030
0.01
GMACM Mortgage Loan Trust 2006-AR1
3.69
04/19/2036
0.01
Paraguay Government International B
5.40
03/30/2050
0.01
Saudi Government International Bond
4.38
04/16/2029
0.01
Verizon Communications Inc
5.25
03/16/2037
0.01
Guatemala Government Bond
6.12
06/01/2050
0.01
Becton Dickinson and Co
2.82
05/20/2030
0.01
Hyundai Capital America
2.38
10/15/2027
0.01
Qatar Government International Bond
4.82
03/14/2049
0.01
Ukraine Government International Bo
6.75
06/20/2026
0.01
CNOOC Finance 2015 USA LLC
3.50
05/05/2025
0.01
Discovery Communications LLC
5.20
09/20/2047
0.01
JP Morgan Mortgage Trust 2005-A3
3.15
06/25/2035
0.01
Royal Caribbean Cruises Ltd
3.70
03/15/2028
0.01
Bear Stearns ARM Trust 2004-10
4.07
01/25/2035
0.01
Freddie Mac Gold Pool
3.50
08/01/2026
0.01
Freeport-McMoRan Inc
5.40
11/14/2034
0.01
Banco de Bogota SA
4.38
08/03/2027
0.01
GS Mortgage Securities Trust 2013-G
2.06
04/10/2031
0.01
Intercontinental Exchange Inc
1.85
09/15/2032
0.01
Kraft Heinz Foods Co
4.38
06/01/2046
0.01
Teleflex Inc
4.62
11/15/2027
0.01
Petroleos del Peru SA
4.75
06/19/2032
0.01
General Motors Co
4.88
10/02/2023
0.01
Trinidad Generation UnLtd
5.25
11/04/2027
0.01
QVC Inc
4.45
02/15/2025
0.01
Gazprom PJSC Via Gaz Capital SA
5.15
02/11/2026
0.01
Allstate Corp/The
4.20
12/15/2046
0.01
Qatar Government International Bond
4.00
03/14/2029
0.01
Raymond James Financial Inc
4.95
07/15/2046
0.01
Bahamas Government International Bo
6.00
11/21/2028
0.01
Thornburg Mortgage Securities Trust
0.65
12/25/2033
0.01
Jefferies Group LLC / Jefferies Gro
4.15
01/23/2030
0.01
Autoridad del Canal de Panama
4.95
07/29/2035
0.01
SPARC EM SPC Panama Metro Line 2 SP
0.00
12/05/2022
0.01
Fannie Mae Pool
7.50
03/01/2031
0.01
Discover Bank
3.45
07/27/2026
0.01
Hudson Pacific Properties LP
3.95
11/01/2027
0.01
Nationwide Building Society
4.12
10/18/2032
0.01
Slovenia Government International B
5.25
02/18/2024
0.01
Bear Stearns ARM Trust 2006-1
3.84
02/25/2036
0.01
JP Morgan Mortgage Trust 2005-A5
2.87
08/25/2035
0.01
Reinsurance Group of America Inc
4.70
09/15/2023
0.01
Physicians Realty LP
4.30
03/15/2027
0.01
WaMu Mortgage Pass-Through Certific
3.12
11/25/2036
0.01
Apple Inc
4.25
02/09/2047
0.01
Air Lease Corp
3.62
12/01/2027
0.01
Northrop Grumman Corp
3.25
01/15/2028
0.01
Deephaven Residential Mortgage Trus
2.71
06/25/2047
0.01
Credit Suisse Group AG
7.50
12/31/2049
0.01
El Salvador Government Internationa
7.12
01/20/2050
0.01
Colombia Government International B
3.88
04/25/2027
0.01
Serbia International Bond
1.50
06/26/2029
0.01
MMC Norilsk Nickel OJSC Via MMC Fin
6.62
10/14/2022
0.01
Qatar Government International Bond
5.10
04/23/2048
0.01
Nutrien Ltd
2.95
05/13/2030
0.01
L Brands Inc
5.62
02/15/2022
0.01
Development Bank of Kazakhstan JSC
4.12
12/10/2022
0.01
Fondo MIVIVIENDA SA
3.50
01/31/2023
0.01
Deephaven Residential Mortgage Trus
2.61
06/25/2047
0.01
Alpek SAB de CV
4.50
11/20/2022
0.01
Jabil Inc
3.95
01/12/2028
0.01
ViacomCBS Inc
3.50
01/15/2025
0.01
Charter Communications Operating LL
4.91
07/23/2025
0.01
Banco del Estado de Chile
4.12
10/07/2020
0.01
DISH DBS Corp
5.88
11/15/2024
0.01
Petroleos Mexicanos
6.88
08/04/2026
0.01
Sixsigma Networks Mexico SA de CV
7.50
05/02/2025
0.01
Republic of South Africa Government
4.85
09/30/2029
0.01
HSBC Holdings PLC
2.36
08/18/2031
0.01
Fannie Mae Pool
7.00
02/01/2034
0.01
Charter Communications Operating LL
4.46
07/23/2022
0.01
Freddie Mac Gold Pool
6.00
02/01/2034
0.01
Indonesia Government International
5.35
02/11/2049
0.01
Empresa Nacional del Petroleo
5.25
11/06/2029
0.00
Chile Government International Bond
3.50
01/25/2050
0.00
UBS-Barclays Commercial Mortgage Tr
3.09
08/10/2049
0.00
NBM US Holdings Inc
7.00
05/14/2026
0.00
Oman Government International Bond
4.12
01/17/2023
0.00
Russian Foreign Bond - Eurobond
5.25
06/23/2047
0.00
Walt Disney Co/The
6.55
03/15/2033
0.00
Jamaica Government International Bo
8.00
03/15/2039
0.00
Indonesia Government International
5.25
01/08/2047
0.00
Microsoft Corp
2.52
06/01/2050
0.00
Jamaica Government International Bo
7.88
07/28/2045
0.00
Abu Dhabi Government International
4.12
10/11/2047
0.00
Dominican Republic International Bo
6.40
06/05/2049
0.00
DP World PLC
6.85
07/02/2037
0.00
CVS Health Corp
4.10
03/25/2025
0.00
Abu Dhabi National Energy Co PJSC
4.88
04/23/2030
0.00
POSCO
4.00
08/01/2023
0.00
COMM 2013-SFS Mortgage Trust
1.87
04/12/2035
0.00
Ford Motor Co
9.00
04/22/2025
0.00
Suzano Austria GmbH
7.00
03/16/2047
0.00
Qatar Government International Bond
4.50
04/23/2028
0.00
Indonesia Government International
4.75
02/11/2029
0.00
Philippine Government International
3.95
01/20/2040
0.00
Perusahaan Perseroan Persero PT Per
5.45
05/21/2028
0.00
SABIC Capital II BV
4.50
10/10/2028
0.00
Emirates Semb Corp Water & Power Co
4.45
08/01/2035
0.00
Sinopec Group Overseas Development
3.68
08/08/2049
0.00
Crown Castle International Corp
3.80
02/15/2028
0.00
Empresa de Transmision Electrica SA
5.12
05/02/2049
0.00
Saudi Arabian Oil Co
4.25
04/16/2039
0.00
Israel Electric Corp Ltd
4.25
08/14/2028
0.00
Abu Dhabi Crude Oil Pipeline LLC
3.65
11/02/2029
0.00
Axiata SPV2 Bhd
4.36
03/24/2026
0.00
Colbun SA
3.95
10/11/2027
0.00
Mexico Government International Bon
4.50
04/22/2029
0.00
Eskom Holdings SOC Ltd
6.35
08/10/2028
0.00
State Grid Overseas Investment 2016
3.50
05/04/2027
0.00
Guatemala Government Bond
4.90
06/01/2030
0.00
KSA Sukuk Ltd
3.63
04/20/2027
0.00
Bermuda Government International Bo
3.72
01/25/2027
0.00
Saudi Arabian Oil Co
3.50
04/16/2029
0.00
CNOOC Curtis Funding No 1 Pty Ltd
4.50
10/03/2023
0.00
Corp Nacional del Cobre de Chile
3.62
08/01/2027
0.00
Minera Mexico SA de CV
4.50
01/26/2050
0.00
MetLife Inc
5.88
12/31/2099
0.00
Panama Government International Bon
3.16
01/23/2030
0.00
Korea East-West Power Co Ltd
3.88
07/19/2023
0.00
Arab Petroleum Investments Corp
4.12
09/18/2023
0.00
Banque Ouest Africaine de Developpe
5.00
07/27/2027
0.00
CLP Power Hong Kong Financing Ltd
3.12
05/06/2025
0.00
SABIC Capital II BV
4.00
10/10/2023
0.00
CHL Mortgage Pass-Through Trust 200
6.00
08/25/2037
0.00
MDGH - GMTN BV
2.88
11/07/2029
0.00
Pertamina Persero PT
4.30
05/20/2023
0.00
Fannie Mae Pool
7.50
06/01/2030
0.00
Sinopec Group Overseas Development
2.95
08/08/2029
0.00
ALROSA Finance SA
4.65
04/09/2024
0.00
Corp Nacional del Cobre de Chile
3.15
01/14/2030
0.00
Indonesia Government International
3.50
02/14/2050
0.00
Eversource Energy
1.65
08/15/2030
0.00
Tengizchevroil Finance Co Internati
4.00
08/15/2026
0.00
Corp Nacional del Cobre de Chile
3.70
01/30/2050
0.00
Bharti Airtel Ltd
4.38
06/10/2025
0.00
Falabella SA
3.75
10/30/2027
0.00
Hong Kong Government International
2.50
05/28/2024
0.00
Export-Import Bank of India
3.38
08/05/2026
0.00
Shinhan Financial Group Co Ltd
3.34
02/05/2030
0.00
Korea Hydro & Nuclear Power Co Ltd
3.00
09/19/2022
0.00
Sinopec Group Overseas Development
2.50
08/08/2024
0.00
Cable Onda SA
4.50
01/30/2030
0.00
Egypt Government International Bond
6.20
03/01/2024
0.00
Oleoducto Central SA
4.00
07/14/2027
0.00
Pertamina Persero PT
3.10
08/27/2030
0.00
Studio City Finance Ltd
7.25
02/11/2024
0.00
Perusahaan Perseroan Persero PT Per
3.38
02/05/2030
0.00
DIB Sukuk Ltd
3.66
02/14/2022
0.00
Citigroup Mortgage Loan Trust Inc
2.51
08/25/2034
0.00
AES Gener SA
7.12
03/26/2079
0.00
CITIC Ltd
3.12
02/28/2022
0.00
Hidrovias International Finance SAR
5.95
01/24/2025
0.00
Multibank Inc
4.38
11/09/2022
0.00
Colombia Government International B
3.00
01/30/2030
0.00
Weibo Corp
3.38
07/08/2030
0.00
Banco de Credito del Peru
3.12
07/01/2030
0.00
Empresas Publicas de Medellin ESP
4.25
07/18/2029
0.00
Centrais Eletricas Brasileiras SA
3.62
02/04/2025
0.00
Huarong Finance II Co Ltd
2.88
12/29/2049
0.00
Empresa Electrica Cochrane SpA
5.50
05/14/2027
0.00
Kenya Government International Bond
8.00
05/22/2032
0.00
Trinidad & Tobago Government Intern
4.50
06/26/2030
0.00
Wells Fargo Mortgage Backed Securit
3.09
08/25/2035
0.00
Lehman Mortgage Trust 2006-1
5.50
02/25/2036
0.00
Amazon.com Inc
01/21/2022
0.00
Embotelladora Andina SA
3.95
01/21/2050
0.00
Vale SA
3.75
01/10/2023
0.00
Oman Government International Bond
6.00
08/01/2029
0.00
Peru Enhanced Pass-Through Finance
0.00
06/02/2025
0.00
GSR Mortgage Loan Trust 2005-AR6
3.68
09/25/2035
0.00
Ghana Government International Bond
6.38
02/11/2027
0.00
MetLife Inc
3.83
12/31/2049
0.00
QVC Inc
5.45
08/15/2034
0.00
Suntrust Alternative Loan Trust Ser
6.00
12/25/2035
0.00
Boston Properties LP
3.25
01/30/2031
0.00
Rutas 2 and 7 Finance Ltd
0.00
09/30/2036
0.00
Republic of South Africa Government
5.75
09/30/2049
0.00
Puma International Financing SA
5.00
01/24/2026
0.00
Freddie Mac Gold Pool
5.50
01/01/2038
0.00
Ghana Government International Bond
7.88
02/11/2035
0.00
Latvia Government International Bon
1.88
02/19/2049
0.00
Ginnie Mae I Pool
7.00
09/15/2032
0.00
Banco Internacional del Peru SAA In
3.38
01/18/2023
0.00
Uruguay Government International Bo
4.38
01/23/2031
0.00
Pitney Bowes Inc
5.95
04/01/2023
0.00
Consumer Discretionary Select Secto
01/15/2021
0.00
Ecuador Social Bond Sarl
0.00
01/30/2035
0.00
Lam Research Corp
3.75
03/15/2026
0.00
Freddie Mac Gold Pool
5.50
04/01/2037
0.00
Microsoft Corp
09/17/2021
0.00
Provident Home Equity Loan Trust 20
0.69
08/25/2031
0.00
Fannie Mae Pool
3.19
05/01/2035
0.00
Saudi Government International Bond
2.00
07/09/2039
0.00
Serbia International Bond
1.50
06/26/2029
0.00
Mexico Government International Bon
2.88
04/08/2039
0.00
Steel Dynamics Inc
3.25
01/15/2031
0.00
Bioceanico Sovereign Certificate Lt
0.00
06/05/2034
0.00
Diamondback Energy Inc
4.75
05/31/2025
0.00
Trinidad Petroleum Holdings Ltd
9.75
06/15/2026
0.00
Ecopetrol SA
5.88
05/28/2045
0.00
Ginnie Mae I Pool
6.56
01/15/2027
0.00
Southwest Airlines Co
5.25
05/04/2025
0.00
Freddie Mac Gold Pool
7.00
07/01/2022
0.00
Freddie Mac Gold Pool
6.50
08/01/2036
0.00
Carnival Corp
11.50
04/01/2023
0.00
Healthpeak Properties Inc
4.25
11/15/2023
0.00
Constellation Brands Inc
2.88
05/01/2030
0.00
Freddie Mac Gold Pool
6.50
09/01/2036
0.00
Peruvian Government International B
2.84
06/20/2030
0.00
Freddie Mac Gold Pool
5.00
07/01/2034
0.00
Petroleos Mexicanos
6.50
01/23/2029
0.00
Telecom Argentina SA
8.00
07/18/2026
0.00
Bear Stearns ARM Trust 2003-6
2.78
08/25/2033
0.00
Fannie Mae Pool
7.50
08/01/2037
0.00
Gran Tierra Energy Inc
7.75
05/23/2027
0.00
Freddie Mac Non Gold Pool
2.98
05/01/2037
0.00
Freddie Mac Non Gold Pool
4.03
12/01/2036
0.00
Fannie Mae Pool
8.50
10/01/2032
0.00
Fannie Mae Pool
8.00
04/01/2033
0.00
Ginnie Mae I Pool
5.50
06/15/2035
0.00
Ginnie Mae I Pool
5.00
08/15/2035
0.00
Global Atlantic Fin Co
8.62
04/15/2021
0.00
Petroleos Mexicanos
6.49
01/23/2027
0.00
Lehman Brothers Holdings Inc
5.62
12/31/2049
0.00
Ginnie Mae I Pool
6.50
09/15/2034
0.00
Fannie Mae Pool
3.67
01/01/2037
0.00
First Horizon Alternative Mortgage
5.00
11/25/2020
0.00
CASH & EQUIVALENTS
0.00
Freddie Mac Gold Pool
7.50
05/01/2035
0.00
Freddie Mac Gold Pool
5.00
06/01/2040
0.00
Fannie Mae Pool
7.00
02/01/2033
0.00
Specialty Underwriting & Residentia
0.69
05/25/2035
0.00
Fannie Mae Pool
3.48
03/01/2038
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Petroleos Mexicanos
6.84
01/23/2030
0.00
Fannie Mae Pool
7.50
08/01/2030
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Freddie Mac Gold Pool
8.00
08/01/2032
0.00
Freddie Mac Gold Pool
5.50
01/01/2034
0.00
Petroleos Mexicanos
7.69
01/23/2050
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Fannie Mae Pool
5.50
06/01/2040
0.00
HarborView Mortgage Loan Trust 2005
0.61
06/20/2035
0.00
Ginnie Mae II Pool
3.00
01/20/2025
0.00
Freddie Mac Non Gold Pool
4.09
02/01/2037
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Fannie Mae Pool
7.00
10/01/2032
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2033
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.00
10/01/2039
0.00
Ginnie Mae I Pool
8.00
09/15/2026
0.00
Fannie Mae Pool
6.50
12/01/2030
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Freddie Mac Gold Pool
6.00
10/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2035
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
8.00
06/15/2026
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Ginnie Mae II Pool
2.88
05/20/2025
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Ginnie Mae I Pool
7.00
02/15/2031
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
6.50
01/15/2029
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Ginnie Mae II Pool
3.00
06/20/2025
0.00
Ginnie Mae I Pool
9.00
09/15/2024
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
5.00
07/15/2035
0.00
Ginnie Mae I Pool
7.50
06/15/2023
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Ginnie Mae I Pool
7.50
05/15/2031
0.00
Ginnie Mae I Pool
8.00
02/15/2026
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.00
03/01/2022
0.00
Freddie Mac Gold Pool
7.00
10/01/2034
0.00
Ginnie Mae I Pool
7.00
06/15/2029
0.00
Westrock Co
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Ginnie Mae I Pool
6.00
11/15/2028
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Ginnie Mae I Pool
6.00
12/15/2031
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Ginnie Mae I Pool
6.00
01/15/2032
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Fannie Mae Pool
7.00
07/01/2032
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Ginnie Mae I Pool
6.50
07/15/2032
0.00
Ginnie Mae I Pool
7.00
04/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae REMICS
7.00
05/25/2033
0.00
Fannie Mae REMICS
6.00
07/25/2033
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Freddie Mac Gold Pool
6.50
07/01/2032
0.00
Fannie Mae Pool
7.50
04/01/2032
0.00
CASH & EQUIVALENTS
0.00
Ginnie Mae I Pool
7.00
10/15/2028
0.00
Fannie Mae Pool
7.00
07/01/2032
0.00
Ingevity Corp
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Freddie Mac Gold Pool
7.00
05/01/2028
0.00
Ginnie Mae I Pool
6.50
01/15/2032
0.00
Ginnie Mae I Pool
6.50
08/15/2031
0.00
Fannie Mae Pool
7.00
03/01/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2032
0.00
Freddie Mac Gold Pool
7.50
12/01/2030
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Freddie Mac Gold Pool
7.50
03/01/2032
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Freddie Mac Gold Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
7.50
02/01/2030
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Freddie Mac Gold Pool
6.00
05/01/2031
0.00
Ginnie Mae I Pool
6.50
03/15/2031
0.00
Fannie Mae Pool
7.50
03/01/2021
0.00
Vantage Drilling International
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Fannie Mae Pool
6.00
04/01/2037
0.00
Fannie Mae Pool
6.50
01/01/2037
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Freddie Mac Gold Pool
5.50
02/01/2037
0.00
Fannie Mae Pool
5.50
03/01/2021
0.00
CASH & EQUIVALENTS
0.00
EXIDE CORP C.B. ESCROW
0.00
CASH & EQUIVALENTS
0.00
-0.00
June 21 Calls on SPXSPX US 06/18/21
06/18/2021
-0.00
-0.02
as of 09/30/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 0.62 | 08/15/2030 | 5.56 |
| STIT - Treasury Portfolio | 3.85 | ||
| United States Treasury Note/Bond | 0.25 | 09/30/2025 | 3.84 |
| STIT - Government & Agency Portfoli | 3.37 | ||
| United States Treasury Note/Bond | 1.25 | 05/15/2050 | 2.72 |
| Fannie Mae or Freddie Mac | 2.00 | 10/01/2035 | 2.54 |
| INVESCO LIQUID ASSET CASH MF | 2.40 | ||
| Fannie Mae or Freddie Mac | 2.00 | 10/01/2050 | 1.90 |
| Fannie Mae or Freddie Mac | 2.50 | 10/01/2050 | 1.70 |
| Fannie Mae Pool | 3.00 | 10/11/2018 | 1.69 |
| Ginnie Mae II Pool | 3.00 | 10/01/2048 | 1.13 |
| United States Treasury Note/Bond | 0.38 | 09/30/2027 | 1.10 |
| Corning Inc | 5.45 | 11/15/2079 | 0.92 |
| Fannie Mae Pool | 3.00 | 10/16/2018 | 0.68 |
| Wells Fargo & Co Conv Pfd | 0.68 | ||
| Fannie Mae Pool | 4.50 | 10/01/2048 | 0.63 |
| Sprint Spectrum Co LLC / Sprint Spe | 5.15 | 03/20/2028 | 0.59 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.58 |
| Golub Capital Partners CLO 41 B Ltd | 1.64 | 04/20/2029 | 0.57 |
| AT&T Inc | 3.55 | 09/15/2055 | 0.56 |
| United States Treasury Bill | 0.00 | 02/04/2021 | 0.55 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.53 |
| Bank of America Corp | 2.68 | 06/19/2041 | 0.53 |
| Invitation Homes 2018-SFR1 Trust | 0.85 | 03/17/2037 | 0.52 |
| CSAIL 2020-C19 Commercial Mortgage | 2.56 | 03/15/2053 | 0.44 |
| Fannie Mae Pool | 4.00 | 12/01/2048 | 0.44 |
| Fannie Mae Pool | 4.00 | 12/01/2048 | 0.43 |
| Avery Point VI CLO Ltd | 1.30 | 08/05/2027 | 0.43 |
| United States Treasury Note/Bond | 0.12 | 09/15/2023 | 0.43 |
| One Bryant Park Trust 2019-OBP | 2.52 | 09/15/2054 | 0.43 |
| Freddie Mac Multifamily Structured | 3.76 | 01/25/2029 | 0.42 |
| Fomento Economico Mexicano SAB de C | 3.50 | 01/16/2050 | 0.41 |
| Africa Finance Corp | 4.38 | 04/17/2026 | 0.40 |
| Saudi Arabian Oil Co | 2.88 | 04/16/2024 | 0.40 |
| Morgan Stanley Capital I Trust 2019 | 4.07 | 03/15/2052 | 0.38 |
| Domino's Pizza Master Issuer LLC | 3.67 | 10/25/2049 | 0.38 |
| MDC Holdings Inc | 3.85 | 01/15/2030 | 0.37 |
| Golub Capital Partners CLO 35B Ltd | 1.46 | 07/20/2029 | 0.37 |
| Global Atlantic Fin Co | 4.40 | 10/15/2029 | 0.36 |
| ASTERIX INC | 3.90 | 03/31/2023 | 0.35 |
| UBS Commercial Mortgage Trust 2019- | 3.60 | 04/15/2052 | 0.35 |
| Broadcom Inc | 4.70 | 04/15/2025 | 0.35 |
| Nissan Motor Co Ltd | 4.81 | 09/17/2030 | 0.35 |
| Benchmark 2019-B14 Mortgage Trust | 3.05 | 12/15/2062 | 0.34 |
| AbbVie Inc | 2.60 | 11/21/2024 | 0.34 |
| Morgan Stanley Capital I Trust 2017 | 0.85 | 11/15/2034 | 0.34 |
| AbbVie Inc | 2.30 | 11/21/2022 | 0.33 |
| Morgan Stanley Bank of America Merr | 4.68 | 10/15/2048 | 0.33 |
| OCP CLO 2014-7 Ltd | 1.39 | 07/20/2029 | 0.32 |
| Citigroup Inc | 5.00 | 12/31/2049 | 0.32 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.32 |
| Jimmy Johns Funding LLC | 3.61 | 07/30/2047 | 0.31 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.31 |
| Taconic Park CLO Ltd | 1.27 | 01/20/2029 | 0.31 |
| Sumitomo Mitsui Financial Group Inc | 2.14 | 09/23/2030 | 0.31 |
| Starwood Waypoint Homes 2017-1 Trus | 2.10 | 01/17/2035 | 0.30 |
| Scentre Group Trust 2 | 4.75 | 09/24/2080 | 0.30 |
| Goldentree Loan Management US Clo 2 | 1.42 | 11/28/2030 | 0.30 |
| Delta Air Lines Inc / SkyMiles IP L | 4.75 | 10/20/2028 | 0.30 |
| InTown Hotel Portfolio Trust 2018-S | 0.85 | 01/15/2033 | 0.29 |
| CGDBB Commercial Mortgage Trust 201 | 1.20 | 07/15/2032 | 0.29 |
| AT&T Inc | 3.50 | 09/15/2053 | 0.28 |
| United States Treasury Note/Bond | 1.12 | 08/15/2040 | 0.28 |
| Benchmark 2019-B14 Mortgage Trust | 3.90 | 12/15/2062 | 0.28 |
| CASH & EQUIVALENTS | 0.00 | 0.28 | |
| Duke Energy Progress LLC | 2.50 | 08/15/2050 | 0.27 |
| Credit Suisse Mortgage Capital Cert | 1.70 | 04/25/2065 | 0.27 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.27 |
| Micron Technology Inc | 4.18 | 02/15/2027 | 0.27 |
| AerCap Global Aviation Trust | 6.50 | 06/15/2045 | 0.27 |
| Progress Residential 2020-SFR1 Trus | 1.73 | 04/17/2037 | 0.26 |
| Oracle Corp | 3.60 | 04/01/2050 | 0.26 |
| Angel Oak Mortgage Trust I LLC 2019 | 3.63 | 03/25/2049 | 0.25 |
| Mitsubishi UFJ Lease & Finance Co L | 3.64 | 04/13/2025 | 0.25 |
| Benchmark 2019-B15 Mortgage Trust | 3.56 | 12/15/2072 | 0.25 |
| Apollo Management Holdings LP | 4.95 | 01/14/2050 | 0.24 |
| Trust Fibra Uno | 4.87 | 01/15/2030 | 0.24 |
| JPMBB Commercial Mortgage Securitie | 5.05 | 01/15/2047 | 0.24 |
| JPMorgan Chase & Co | 1.15 | 07/23/2024 | 0.24 |
| Office Properties Income Trust | 4.50 | 02/01/2025 | 0.24 |
| Mizuho Financial Group Inc | 2.20 | 07/10/2031 | 0.23 |
| Morgan Stanley Capital I Trust 2019 | 3.49 | 11/15/2052 | 0.23 |
| ONEOK Inc | 6.35 | 01/15/2031 | 0.23 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.23 |
| MAD Mortgage Trust 2017-330M | 3.29 | 08/15/2034 | 0.22 |
| Anglo American Capital PLC | 5.38 | 04/01/2025 | 0.22 |
| Broadcom Inc | 5.00 | 04/15/2030 | 0.22 |
| Interpublic Group of Cos Inc/The | 4.75 | 03/30/2030 | 0.22 |
| Race Point VIII CLO Ltd | 1.29 | 02/20/2030 | 0.22 |
| Blackstone Holdings Finance Co LLC | 1.60 | 03/30/2031 | 0.22 |
| GCAT 2019-NQM2 Trust | 2.85 | 09/25/2059 | 0.21 |
| NXP BV / NXP Funding LLC | 3.88 | 09/01/2022 | 0.21 |
| Wendy's Funding LLC | 3.88 | 03/15/2048 | 0.21 |
| CGDBB Commercial Mortgage Trust 201 | 0.94 | 07/15/2032 | 0.21 |
| COLT 2020-1 Mortgage Loan Trust | 2.49 | 02/25/2050 | 0.21 |
| CASH & EQUIVALENTS | 0.00 | 0.21 | |
| DB Master Finance LLC | 4.02 | 05/20/2049 | 0.21 |
| ICG US CLO 2016-1 Ltd | 1.41 | 07/29/2028 | 0.21 |
| Crown Castle International Corp | 3.25 | 01/15/2051 | 0.21 |
| Carrier Global Corp | 2.72 | 02/15/2030 | 0.21 |
| Angel Oak Mortgage Trust LLC 2020-5 | 1.37 | 05/25/2065 | 0.21 |
| Ellington Financial Mortgage Trust | 2.74 | 11/25/2059 | 0.20 |
| Ross Stores Inc | 4.70 | 04/15/2027 | 0.20 |
| DB Master Finance LLC | 4.35 | 05/20/2049 | 0.20 |
| Ford Motor Credit Co LLC | 5.08 | 01/07/2021 | 0.20 |
| AT&T Inc | 2.88 | 12/31/2059 | 0.20 |
| Carrier Global Corp | 2.24 | 02/15/2025 | 0.20 |
| Oracle Corp | 3.85 | 04/01/2060 | 0.20 |
| Canadian Natural Resources Ltd | 2.05 | 07/15/2025 | 0.20 |
| Homeward Opportunities Fund I Trust | 3.45 | 01/25/2059 | 0.20 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.20 |
| Broadcom Inc | 4.30 | 11/15/2032 | 0.20 |
| CASH & EQUIVALENTS | 0.00 | 0.20 | |
| JPMorgan Chase & Co | 2.08 | 04/22/2026 | 0.20 |
| MVW 2019-2 LLC | 2.22 | 10/20/2038 | 0.19 |
| OHA Loan Funding 2016-1 Ltd | 1.53 | 01/20/2033 | 0.19 |
| CenterPoint Energy Inc | 6.12 | 12/31/2049 | 0.19 |
| Neuberger Berman Loan Advisers CLO | 1.29 | 04/19/2030 | 0.19 |
| Verus Securitization Trust 2019-1 | 3.84 | 02/25/2059 | 0.19 |
| Pioneer Natural Resources Co | 1.90 | 08/15/2030 | 0.19 |
| Norwegian Air Shuttle ASA 2016-1 Cl | 7.50 | 11/10/2023 | 0.19 |
| Ross Stores Inc | 4.60 | 04/15/2025 | 0.19 |
| Toyota Motor Credit Corp | 3.00 | 04/01/2025 | 0.19 |
| AT&T Inc | 3.10 | 02/01/2043 | 0.19 |
| Sumitomo Mitsui Financial Group Inc | 3.04 | 07/16/2029 | 0.19 |
| Scentre Group Trust 2 | 5.12 | 09/24/2080 | 0.19 |
| Credit Suisse Group AG | 5.25 | 12/31/2099 | 0.19 |
| Hyundai Capital America | 5.75 | 04/06/2023 | 0.19 |
| Egypt Government International Bond | 5.25 | 10/06/2025 | 0.19 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2040 | 0.18 |
| Citigroup Mortgage Loan Trust 2019- | 2.72 | 07/25/2049 | 0.18 |
| Sonic Capital LLC | 3.85 | 01/20/2050 | 0.18 |
| CSWF 2018-TOP | 1.45 | 08/15/2035 | 0.18 |
| Federation des Caisses Desjardins d | 2.05 | 02/10/2025 | 0.18 |
| GE Capital International Funding Co | 4.42 | 11/15/2035 | 0.18 |
| Spirit Realty LP | 3.40 | 01/15/2030 | 0.18 |
| American Tower Corp | 3.10 | 06/15/2050 | 0.18 |
| Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.18 |
| TICP CLO XV Ltd | 2.92 | 04/20/2033 | 0.18 |
| Drax Finco PLC | 6.62 | 11/01/2025 | 0.18 |
| PPM CLO 3 Ltd | 1.67 | 07/17/2030 | 0.18 |
| KeyCorp | 2.25 | 04/06/2027 | 0.18 |
| Freddie Mac Multifamily Structured | 3.63 | 01/25/2029 | 0.18 |
| Dell International LLC / EMC Corp | 8.35 | 07/15/2046 | 0.18 |
| Activision Blizzard Inc | 2.50 | 09/15/2050 | 0.18 |
| Fannie Mae Connecticut Avenue Secur | 3.00 | 11/25/2029 | 0.18 |
| Kimco Realty Corp | 1.90 | 03/01/2028 | 0.17 |
| GS Mortgage Securities Trust 2020-G | 2.38 | 05/12/2053 | 0.17 |
| Bank of New York Mellon Corp/The | 4.70 | 12/31/2059 | 0.17 |
| Freddie Mac Multifamily Structured | 3.03 | 09/25/2026 | 0.17 |
| GS Mortgage Securities Trust 2020-G | 2.91 | 02/13/2053 | 0.17 |
| DaVita Inc | 3.75 | 02/15/2031 | 0.17 |
| Cummins Inc | 2.60 | 09/01/2050 | 0.17 |
| Citigroup Inc | 4.45 | 09/29/2027 | 0.17 |
| Apple Inc | 2.65 | 05/11/2050 | 0.17 |
| JPMorgan Chase & Co | 1.28 | 05/15/2047 | 0.17 |
| HMH Trust 2017-NSS | 3.06 | 07/05/2031 | 0.17 |
| Jimmy Johns Funding LLC | 4.85 | 07/30/2047 | 0.17 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 0.17 |
| Morgan Stanley Capital I Trust 2017 | 1.00 | 11/15/2034 | 0.17 |
| MPLX LP | 1.34 | 09/09/2022 | 0.16 |
| Freeport-McMoRan Inc | 5.00 | 09/01/2027 | 0.16 |
| Kinder Morgan Inc | 7.75 | 01/15/2032 | 0.16 |
| Trust Fibra Uno | 5.25 | 01/30/2026 | 0.16 |
| Cigna Corp | 3.40 | 09/17/2021 | 0.16 |
| BRF SA | 5.75 | 09/21/2050 | 0.16 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.16 |
| Jabil Inc | 3.00 | 01/15/2031 | 0.16 |
| Netflix Inc | 3.88 | 11/15/2029 | 0.16 |
| Freddie Mac Multifamily Structured | 3.59 | 01/25/2025 | 0.16 |
| Ford Motor Credit Co LLC | 3.81 | 10/12/2021 | 0.16 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.16 |
| Community Health Network Inc | 3.10 | 05/01/2050 | 0.16 |
| Alphabet Inc | 2.25 | 08/15/2060 | 0.16 |
| Athene Holding Ltd | 6.15 | 04/03/2030 | 0.16 |
| CVS Health Corp | 1.30 | 08/21/2027 | 0.16 |
| Intercontinental Exchange Inc | 3.00 | 09/15/2060 | 0.16 |
| JP Morgan Trust 2015-3 | 3.67 | 05/25/2045 | 0.16 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.16 |
| InTown Hotel Portfolio Trust 2018-S | 1.20 | 01/15/2033 | 0.15 |
| Delta Air Lines 2020-1 Class AA Pas | 2.00 | 06/10/2028 | 0.15 |
| Citigroup Inc | 3.11 | 04/08/2026 | 0.15 |
| Freddie Mac Structured Agency Credi | 2.80 | 12/25/2029 | 0.15 |
| Connecticut Avenue Securities Trust | 2.25 | 09/25/2039 | 0.15 |
| Wells Fargo & Co | 5.38 | 11/02/2043 | 0.15 |
| Match Group Holdings II LLC | 5.62 | 02/15/2029 | 0.15 |
| Standard Industries Inc/NJ | 3.38 | 01/15/2031 | 0.15 |
| Fidelity National Financial Inc | 2.45 | 03/15/2031 | 0.15 |
| Cigna Corp | 1.17 | 07/15/2023 | 0.15 |
| Tencent Holdings Ltd | 2.39 | 06/03/2030 | 0.15 |
| Fairfax Financial Holdings Ltd | 4.62 | 04/29/2030 | 0.15 |
| Delta Air Lines Inc | 2.60 | 12/04/2020 | 0.15 |
| Home Partners of America 2018-1 Tru | 1.25 | 07/17/2037 | 0.15 |
| WMG Acquisition Corp | 3.00 | 02/15/2031 | 0.15 |
| Nissan Motor Co Ltd | 4.34 | 09/17/2027 | 0.15 |
| MDC Holdings Inc | 6.00 | 01/15/2043 | 0.15 |
| MPLX LP | 2.65 | 08/15/2030 | 0.15 |
| Pacific LifeCorp | 3.35 | 09/15/2050 | 0.15 |
| Carlyle Finance LLC | 5.65 | 09/15/2048 | 0.14 |
| BAT Capital Corp | 3.98 | 09/25/2050 | 0.14 |
| Citigroup Inc | 4.41 | 03/31/2031 | 0.14 |
| Cascades Inc/Cascades USA Inc | 5.38 | 01/15/2028 | 0.14 |
| Global Bank Corp | 4.50 | 10/20/2021 | 0.14 |
| Galton Funding Mortgage Trust 2019- | 2.66 | 10/25/2059 | 0.14 |
| COLT 2020-1R Mortgage Loan Trust | 1.25 | 09/25/2065 | 0.14 |
| JPMorgan Chase & Co | 2.96 | 05/13/2031 | 0.14 |
| Texas Health Resources | 2.33 | 11/15/2050 | 0.14 |
| MPLX LP | 1.75 | 03/01/2026 | 0.14 |
| Coca-Cola Femsa SAB de CV | 1.85 | 09/01/2032 | 0.14 |
| Ginnie Mae II Pool | 4.00 | 03/20/2048 | 0.14 |
| Nissan Motor Co Ltd | 3.52 | 09/17/2025 | 0.14 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2041 | 0.14 |
| Apollo Management Holdings LP | 2.65 | 06/05/2030 | 0.14 |
| Goldman Sachs Group Inc/The | 5.00 | 12/31/2049 | 0.14 |
| BAT International Finance PLC | 1.67 | 03/25/2026 | 0.14 |
| Ameriprise Financial Inc | 3.00 | 04/02/2025 | 0.14 |
| DT Auto Owner Trust 2019-3 | 2.74 | 04/15/2025 | 0.14 |
| Goldman Sachs Group Inc/The | 3.50 | 04/01/2025 | 0.14 |
| Morgan Stanley | 3.62 | 04/01/2031 | 0.14 |
| Gray Oak Pipeline LLC | 2.60 | 10/15/2025 | 0.14 |
| Citigroup Inc | 6.25 | 12/29/2049 | 0.14 |
| Suzano Austria GmbH | 6.00 | 01/15/2029 | 0.14 |
| Saudi Arabian Oil Co | 2.75 | 04/16/2022 | 0.14 |
| Alibaba Group Holding Ltd | 4.40 | 12/06/2057 | 0.14 |
| Bayer US Finance II LLC | 1.26 | 12/15/2023 | 0.14 |
| Dominican Republic International Bo | 4.88 | 09/23/2032 | 0.13 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.13 |
| Lamar Media Corp | 3.75 | 02/15/2028 | 0.13 |
| Twitter Inc | 3.88 | 12/15/2027 | 0.13 |
| United Airlines 2018-1 Class AA Pas | 3.50 | 03/01/2030 | 0.13 |
| Bayer US Finance II LLC | 3.88 | 12/15/2023 | 0.13 |
| BOC Aviation Ltd | 1.36 | 09/26/2023 | 0.13 |
| SMBC Aviation Capital Finance DAC | 4.12 | 07/15/2023 | 0.13 |
| Abu Dhabi Government International | 3.88 | 04/16/2050 | 0.13 |
| Deephaven Residential Mortgage Trus | 2.79 | 10/25/2059 | 0.13 |
| Expedia Group Inc | 4.62 | 08/01/2027 | 0.13 |
| Fannie Mae Pool | 4.50 | 12/01/2048 | 0.13 |
| CyrusOne LP / CyrusOne Finance Corp | 2.15 | 11/01/2030 | 0.13 |
| Realty Income Corp | 3.25 | 01/15/2031 | 0.13 |
| Comcast Corp | 2.80 | 01/15/2051 | 0.13 |
| JPMorgan Chase & Co | 3.11 | 04/22/2041 | 0.13 |
| Alibaba Group Holding Ltd | 4.20 | 12/06/2047 | 0.13 |
| BAT Capital Corp | 2.26 | 03/25/2028 | 0.13 |
| Sprint Spectrum Co LLC / Sprint Spe | 3.36 | 09/20/2021 | 0.13 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.13 |
| Morgan Stanley Pfd | 0.12 | ||
| Anglo American Capital PLC | 5.62 | 04/01/2030 | 0.12 |
| NGPL PipeCo LLC | 7.77 | 12/15/2037 | 0.12 |
| Simon Property Group LP | 2.65 | 07/15/2030 | 0.12 |
| Banco del Estado de Chile | 2.70 | 01/09/2025 | 0.12 |
| Brixmor Operating Partnership LP | 4.05 | 07/01/2030 | 0.12 |
| Credit Suisse Group AG | 4.19 | 04/01/2031 | 0.12 |
| PayPal Holdings Inc | 2.65 | 10/01/2026 | 0.12 |
| Volkswagen Group of America Finance | 1.20 | 11/12/2021 | 0.12 |
| GCAT 2019-NQM3 Trust | 2.69 | 11/25/2059 | 0.12 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.12 |
| Northern States Power Co/MN | 2.60 | 06/01/2051 | 0.12 |
| Essex Portfolio LP | 2.65 | 09/01/2050 | 0.12 |
| American Equity Investment Life Hol | 5.00 | 06/15/2027 | 0.12 |
| Targa Resources Partners LP / Targa | 5.25 | 05/01/2023 | 0.12 |
| General Motors Financial Co Inc | 1.12 | 04/09/2021 | 0.12 |
| AT&T Inc | 3.50 | 02/01/2061 | 0.12 |
| Ford Motor Credit Co LLC | 5.60 | 01/07/2022 | 0.12 |
| Goldman Sachs Group Inc/The | 3.27 | 09/29/2025 | 0.12 |
| US Bancorp | 1.38 | 07/22/2030 | 0.11 |
| Invitation Homes 2017-SFR2 Trust | 1.60 | 12/17/2036 | 0.11 |
| Athene Global Funding | 2.50 | 01/14/2025 | 0.11 |
| Dominion Energy Inc | 3.38 | 04/01/2030 | 0.11 |
| Freddie Mac Structured Agency Credi | 4.05 | 04/25/2029 | 0.11 |
| Natixis Commercial Mortgage Securit | 3.92 | 11/15/2032 | 0.11 |
| Australia & New Zealand Banking Gro | 6.75 | 12/31/2049 | 0.11 |
| POSCO | 2.50 | 01/17/2025 | 0.11 |
| Morgan Stanley Capital I Trust 2017 | 1.15 | 11/15/2034 | 0.11 |
| Standard Chartered PLC | 7.75 | 12/31/2049 | 0.11 |
| Hertz Vehicle Financing II LP | 3.42 | 05/25/2025 | 0.11 |
| Bank of America Corp | 2.59 | 04/29/2031 | 0.11 |
| BBVA Bancomer SA/Texas | 1.88 | 09/18/2025 | 0.11 |
| Ryder System Inc | 4.62 | 06/01/2025 | 0.11 |
| Ford Motor Credit Co LLC | 3.09 | 01/09/2023 | 0.11 |
| Comcast Corp | 4.60 | 10/15/2038 | 0.11 |
| Trust Fibra Uno | 6.39 | 01/15/2050 | 0.11 |
| Iron Mountain Inc | 5.25 | 07/15/2030 | 0.11 |
| Retail Properties of America Inc | 4.75 | 09/15/2030 | 0.11 |
| COLT 2020-1 Mortgage Loan Trust | 2.69 | 02/25/2050 | 0.11 |
| WFRBS Commercial Mortgage Trust 201 | 4.70 | 04/15/2045 | 0.11 |
| Sumitomo Mitsui Financial Group Inc | 1.47 | 07/08/2025 | 0.11 |
| Citizens Bank NA/Providence RI | 2.25 | 04/28/2025 | 0.11 |
| Anheuser-Busch InBev Worldwide Inc | 4.50 | 06/01/2050 | 0.11 |
| Aviation Capital Group LLC | 3.50 | 11/01/2027 | 0.11 |
| Citigroup Inc | 5.50 | 09/13/2025 | 0.11 |
| Discovery Communications LLC | 4.00 | 09/15/2055 | 0.11 |
| Wendy's Funding LLC | 4.08 | 06/15/2049 | 0.11 |
| Freddie Mac Multifamily Structured | 4.03 | 10/25/2028 | 0.11 |
| Invesco Total Return Bond ETF | 0.11 | ||
| Colombia Telecomunicaciones SA ESP | 4.95 | 07/17/2030 | 0.11 |
| New York and Presbyterian Hospital/ | 2.61 | 08/01/2060 | 0.11 |
| Ukraine Government International Bo | 4.38 | 01/27/2030 | 0.11 |
| Fidelity National Financial Inc | 3.40 | 06/15/2030 | 0.11 |
| Freddie Mac Multifamily Structured | 4.06 | 10/25/2028 | 0.11 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.10 |
| Belrose Funding Trust | 2.33 | 08/15/2030 | 0.10 |
| United States Treasury Note/Bond | 0.12 | 09/30/2022 | 0.10 |
| Connecticut Avenue Securities Trust | 2.30 | 09/25/2031 | 0.10 |
| JPMBB Commercial Mortgage Securitie | 4.89 | 03/15/2049 | 0.10 |
| Dell International LLC / EMC Corp | 6.02 | 06/15/2026 | 0.10 |
| ALM VII Ltd | 1.45 | 07/15/2029 | 0.10 |
| MSCI Inc | 3.88 | 02/15/2031 | 0.10 |
| COMM 2015-CCRE25 Mortgage Trust | 4.69 | 08/10/2048 | 0.10 |
| Ross Stores Inc | 5.45 | 04/15/2050 | 0.10 |
| AstraZeneca PLC | 1.38 | 08/06/2030 | 0.10 |
| Iron Mountain Inc | 4.50 | 02/15/2031 | 0.10 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.10 |
| Welltower Inc | 3.10 | 01/15/2030 | 0.10 |
| Invitation Homes 2017-SFR2 Trust | 1.00 | 12/17/2036 | 0.10 |
| UDR Inc | 3.00 | 08/15/2031 | 0.10 |
| Dominican Republic International Bo | 5.88 | 01/30/2060 | 0.10 |
| W R Berkley Corp | 4.00 | 05/12/2050 | 0.10 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.10 |
| S&P Global Inc | 1.25 | 08/15/2030 | 0.10 |
| Piedmont Operating Partnership LP | 3.15 | 08/15/2030 | 0.10 |
| Morgan Stanley | 2.19 | 04/28/2026 | 0.10 |
| GS Mortgage Securities Trust 2013-G | 4.90 | 08/10/2046 | 0.10 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.26 | 04/27/2048 | 0.10 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.10 |
| Deutsche Mortgage Securities Inc Re | 3.24 | 06/27/2037 | 0.10 |
| Kinder Morgan Inc | 2.00 | 02/15/2031 | 0.10 |
| Angel Oak Mortgage Trust 2020-1 | 2.47 | 12/25/2059 | 0.10 |
| Kinder Morgan Inc | 3.25 | 08/01/2050 | 0.10 |
| Merck & Co Inc | 0.75 | 02/24/2026 | 0.10 |
| Credit Acceptance Corp | 6.62 | 03/15/2026 | 0.10 |
| GCAT 2020-NQM2 Trust | 1.55 | 04/25/2065 | 0.10 |
| AES Panama Generation Holdings SRL | 4.38 | 05/31/2030 | 0.10 |
| Banco Nacional de Panama | 2.50 | 08/11/2030 | 0.10 |
| Netflix Inc | 5.38 | 11/15/2029 | 0.10 |
| Southern Co/The | 3.70 | 04/30/2030 | 0.10 |
| Brown University in Providence in t | 2.92 | 09/01/2050 | 0.10 |
| Goldman Sachs Group Inc/The | 3.75 | 05/22/2025 | 0.09 |
| Constellation Brands Inc | 0.98 | 11/15/2021 | 0.09 |
| Hyundai Capital America | 4.30 | 02/01/2024 | 0.09 |
| WFRBS Commercial Mortgage Trust 201 | 5.84 | 11/15/2044 | 0.09 |
| Brighthouse Financial Inc | 4.70 | 06/22/2047 | 0.09 |
| Fairfax Financial Holdings Ltd | 4.85 | 04/17/2028 | 0.09 |
| Residential Mortgage Loan Trust 202 | 2.38 | 02/25/2024 | 0.09 |
| WFRBS Commercial Mortgage Trust 201 | 4.53 | 10/15/2057 | 0.09 |
| Apollo Management Holdings LP | 4.00 | 05/30/2024 | 0.09 |
| Prudential Financial Inc | 5.62 | 06/15/2043 | 0.09 |
| CFCRE Commercial Mortgage Trust 201 | 5.93 | 12/15/2047 | 0.09 |
| Petronas Capital Ltd | 4.55 | 04/21/2050 | 0.09 |
| Blackstone Holdings Finance Co LLC | 2.80 | 09/30/2050 | 0.09 |
| Simon Property Group LP | 3.80 | 07/15/2050 | 0.09 |
| MultiCare Health System | 2.80 | 08/15/2050 | 0.09 |
| KKR Group Finance Co VIII LLC | 3.50 | 08/25/2050 | 0.09 |
| Micron Technology Inc | 4.97 | 02/06/2026 | 0.09 |
| AIA Group Ltd | 3.20 | 09/16/2040 | 0.09 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.09 |
| Tencent Music Entertainment Group | 2.00 | 09/03/2030 | 0.09 |
| Saudi Government International Bond | 3.75 | 01/21/2055 | 0.09 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.09 |
| Equitable Holdings Inc | 4.95 | 12/31/2059 | 0.09 |
| Banc of America Commercial Mortgage | 3.99 | 09/15/2048 | 0.09 |
| JPMorgan Chase & Co | 3.74 | 12/31/2049 | 0.09 |
| Fannie Mae Pool | 3.50 | 11/01/2046 | 0.09 |
| Kimco Realty Corp | 2.70 | 10/01/2030 | 0.09 |
| Freeport-McMoRan Inc | 4.38 | 08/01/2028 | 0.09 |
| Credit Suisse Group AG | 5.10 | 12/31/2049 | 0.09 |
| Mars Inc | 2.70 | 04/01/2025 | 0.09 |
| JPMorgan Chase & Co | 3.62 | 12/01/2027 | 0.09 |
| JP Morgan Chase Commercial Mortgage | 3.81 | 12/15/2047 | 0.09 |
| Invitation Homes 2017-SFR2 Trust | 1.95 | 12/17/2036 | 0.09 |
| Fifth Third Bancorp | 2.55 | 05/05/2027 | 0.09 |
| Freddie Mac Gold Pool | 4.50 | 10/01/2046 | 0.09 |
| BAT Capital Corp | 2.73 | 03/25/2031 | 0.09 |
| Panama Government International Bon | 2.25 | 09/29/2032 | 0.09 |
| NXP BV / NXP Funding LLC | 4.62 | 06/01/2023 | 0.09 |
| TransJamaican Highway Ltd | 5.75 | 10/10/2036 | 0.09 |
| Dell International LLC / EMC Corp | 4.90 | 10/01/2026 | 0.09 |
| COMM 2016-GCT Mortgage Trust | 3.09 | 08/10/2029 | 0.08 |
| PayPal Holdings Inc | 2.85 | 10/01/2029 | 0.08 |
| Arch Capital Group Ltd | 3.63 | 06/30/2050 | 0.08 |
| Residential Mortgage Loan Trust 201 | 2.63 | 09/25/2059 | 0.08 |
| Maryland Health & Higher Educationa | 3.20 | 07/01/2050 | 0.08 |
| Aviation Capital Group LLC | 0.94 | 07/30/2021 | 0.08 |
| CGDBB Commercial Mortgage Trust 201 | 1.75 | 07/15/2032 | 0.08 |
| Fannie Mae Pool | 3.50 | 12/01/2030 | 0.08 |
| Cox Communications Inc | 2.95 | 10/01/2050 | 0.08 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.08 |
| Home Partners of America 2018-1 Tru | 1.05 | 07/17/2037 | 0.08 |
| Athene Holding Ltd | 4.12 | 01/12/2028 | 0.08 |
| Wells Fargo & Co | 3.07 | 04/30/2041 | 0.08 |
| Parkland Corp/Canada | 5.88 | 07/15/2027 | 0.08 |
| Benchmark 2019-B11 Mortgage Trust | 3.00 | 05/15/2052 | 0.08 |
| Bank of America Corp | 4.20 | 08/26/2024 | 0.08 |
| Anheuser-Busch InBev Worldwide Inc | 3.50 | 06/01/2030 | 0.08 |
| UBS-Citigroup Commercial Mortgage T | 6.25 | 01/10/2045 | 0.08 |
| Verus Securitization Trust 2019-2 | 3.21 | 05/25/2059 | 0.08 |
| HSBC Holdings PLC | 1.65 | 04/18/2026 | 0.08 |
| Aviation Capital Group LLC | 4.12 | 08/01/2025 | 0.08 |
| Regency Centers LP | 4.12 | 03/15/2028 | 0.08 |
| Comcast Corp | 3.95 | 10/15/2025 | 0.08 |
| Deephaven Residential Mortgage Trus | 2.98 | 12/25/2057 | 0.08 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.08 |
| Synovus Financial Corp | 3.12 | 11/01/2022 | 0.08 |
| CVS Health Corp | 2.70 | 08/21/2040 | 0.08 |
| Children's Hospital/DC | 2.93 | 07/15/2050 | 0.08 |
| Alexandria Real Estate Equities Inc | 3.38 | 08/15/2031 | 0.08 |
| East Ohio Gas Co/The | 3.00 | 06/15/2050 | 0.07 |
| AT&T Inc | 5.10 | 11/25/2048 | 0.07 |
| Ashtead Capital Inc | 4.00 | 05/01/2028 | 0.07 |
| DTE Energy Co | 0.55 | 11/01/2022 | 0.07 |
| Freeport-McMoRan Inc | 4.12 | 03/01/2028 | 0.07 |
| Mattamy Group Corp | 4.62 | 03/01/2030 | 0.07 |
| Raymond James Financial Inc | 4.65 | 04/01/2030 | 0.07 |
| Hackensack Meridian Health Inc | 2.67 | 09/01/2041 | 0.07 |
| CGDBB Commercial Mortgage Trust 201 | 1.12 | 07/15/2032 | 0.07 |
| Morgan Stanley | 5.50 | 07/28/2021 | 0.07 |
| New York and Presbyterian Hospital/ | 2.26 | 08/01/2040 | 0.07 |
| ONEOK Inc | 5.85 | 01/15/2026 | 0.07 |
| NXP BV / NXP Funding LLC / NXP USA | 3.40 | 05/01/2030 | 0.07 |
| Georgia-Pacific LLC | 1.75 | 09/30/2025 | 0.07 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.07 |
| Blackstone Holdings Finance Co LLC | 5.00 | 06/15/2044 | 0.07 |
| Fannie Mae Connecticut Avenue Secur | 2.50 | 01/25/2031 | 0.07 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.07 |
| Suzano Austria GmbH | 3.75 | 01/15/2031 | 0.07 |
| Fannie Mae Pool | 3.50 | 10/01/2046 | 0.07 |
| Essex Portfolio LP | 1.65 | 01/15/2031 | 0.07 |
| Hackensack Meridian Health Inc | 2.88 | 09/01/2050 | 0.07 |
| Spirit Realty LP | 4.00 | 07/15/2029 | 0.07 |
| Southern Co/The | 5.50 | 03/15/2057 | 0.07 |
| Ryder System Inc | 3.35 | 09/01/2025 | 0.07 |
| Adani Abbot Point Terminal Pty Ltd | 4.45 | 12/15/2022 | 0.07 |
| Tencent Music Entertainment Group | 1.38 | 09/03/2025 | 0.07 |
| Altria Group Inc | 4.40 | 02/14/2026 | 0.07 |
| Verus Securitization Trust 2020-1 | 2.64 | 01/25/2060 | 0.07 |
| Royalty Pharma PLC | 2.20 | 09/02/2030 | 0.07 |
| Home Partners of America 2018-1 Tru | 1.40 | 07/17/2037 | 0.07 |
| SMBC Aviation Capital Finance DAC | 3.00 | 07/15/2022 | 0.07 |
| Philip Morris International Inc | 1.50 | 05/01/2025 | 0.07 |
| Match Group Holdings II LLC | 4.62 | 06/01/2028 | 0.07 |
| Citizens Financial Group Inc | 3.25 | 04/30/2030 | 0.07 |
| Hershey Co/The | 3.12 | 11/15/2049 | 0.07 |
| Tencent Holdings Ltd | 1.81 | 01/26/2026 | 0.07 |
| Empresa de los Ferrocarriles del Es | 3.07 | 08/18/2050 | 0.06 |
| San Diego Gas & Electric Co | 3.32 | 04/15/2050 | 0.06 |
| Fannie Mae Pool | 3.50 | 09/01/2046 | 0.06 |
| Magna International Inc | 2.45 | 06/15/2030 | 0.06 |
| Morgan Stanley Capital I Trust 2014 | 4.44 | 09/09/2032 | 0.06 |
| Lexington Realty Trust | 2.70 | 09/15/2030 | 0.06 |
| Fannie Mae Pool | 3.00 | 08/01/2043 | 0.06 |
| September 21 Calls on SPXSPX US 09/ | 09/17/2021 | 0.06 | |
| Plains All American Pipeline LP / P | 3.80 | 09/15/2030 | 0.06 |
| WFRBS Commercial Mortgage Trust 201 | 4.64 | 08/15/2046 | 0.06 |
| Towd Point Mortgage Trust 2017-2 | 2.75 | 04/25/2057 | 0.06 |
| Universal Health Services Inc | 2.65 | 10/15/2030 | 0.06 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.06 |
| Maryland Health & Higher Educationa | 3.05 | 07/01/2040 | 0.06 |
| Royalty Pharma PLC | 1.20 | 09/02/2025 | 0.06 |
| Verus Securitization Trust 2018-3 | 4.11 | 10/25/2058 | 0.06 |
| Invitation Homes 2017-SFR2 Trust | 1.30 | 12/17/2036 | 0.06 |
| Royalty Pharma PLC | 1.75 | 09/02/2027 | 0.06 |
| Wells Fargo & Co | 2.19 | 04/30/2026 | 0.06 |
| Camden Property Trust | 2.80 | 05/15/2030 | 0.06 |
| Constellation Brands Inc | 3.75 | 05/01/2050 | 0.06 |
| Cox Communications Inc | 1.80 | 10/01/2030 | 0.06 |
| Credit Acceptance Corp | 5.12 | 12/31/2024 | 0.06 |
| Analog Devices Inc | 2.95 | 04/01/2025 | 0.06 |
| Fannie Mae Pool | 3.50 | 11/01/2046 | 0.06 |
| Citigroup Commercial Mortgage Trust | 4.17 | 07/10/2047 | 0.06 |
| Freddie Mac Structured Agency Credi | 3.95 | 03/25/2029 | 0.06 |
| CCO Holdings LLC / CCO Holdings Cap | 4.25 | 02/01/2031 | 0.06 |
| WFRBS Commercial Mortgage Trust 201 | 5.19 | 09/15/2046 | 0.05 |
| Verus Securitization Trust 2020-INV | 1.98 | 03/25/2060 | 0.05 |
| Concho Resources Inc | 2.40 | 02/15/2031 | 0.05 |
| Dell International LLC / EMC Corp | 5.85 | 07/15/2025 | 0.05 |
| Petronas Capital Ltd | 3.50 | 04/21/2030 | 0.05 |
| Lowe's Cos Inc | 4.50 | 04/15/2030 | 0.05 |
| Apple Inc | 2.51 | 08/19/2024 | 0.05 |
| HSBC Holdings PLC | 3.20 | 12/05/2023 | 0.05 |
| Cibanco SA Ibm / PLA Administradora | 4.96 | 07/18/2029 | 0.05 |
| Carlyle Holdings II Finance LLC | 5.62 | 03/30/2043 | 0.05 |
| Baidu Inc | 3.08 | 04/07/2025 | 0.05 |
| HSBC Holdings PLC | 1.27 | 05/18/2024 | 0.05 |
| Angel Oak Mortgage Trust 2019-3 | 2.93 | 05/25/2059 | 0.05 |
| Moody's Corp | 3.25 | 05/20/2050 | 0.05 |
| Crown Castle International Corp | 4.15 | 07/01/2050 | 0.05 |
| CVS Health Corp | 3.75 | 04/01/2030 | 0.05 |
| Hyundai Capital America | 2.38 | 02/10/2023 | 0.05 |
| Life Storage LP | 2.20 | 10/15/2030 | 0.05 |
| British Airways 2019-1 Class A Pass | 3.35 | 06/15/2029 | 0.05 |
| S&P Global Inc | 2.30 | 08/15/2060 | 0.05 |
| East Ohio Gas Co/The | 1.30 | 06/15/2025 | 0.05 |
| Continental Resources Inc/OK | 5.00 | 09/15/2022 | 0.05 |
| Kinder Morgan Inc | 7.80 | 08/01/2031 | 0.05 |
| Agree LP | 2.90 | 10/01/2030 | 0.05 |
| NextEra Energy Capital Holdings Inc | 2.75 | 05/01/2025 | 0.05 |
| Fox Corp | 3.50 | 04/08/2030 | 0.05 |
| CenturyLink Inc | 4.00 | 02/15/2027 | 0.05 |
| Cox Communications Inc | 3.35 | 09/15/2026 | 0.05 |
| Simon Property Group LP | 3.50 | 09/01/2025 | 0.05 |
| Moody's Corp | 2.55 | 08/18/2060 | 0.04 |
| Chevron USA Inc | 2.34 | 08/12/2050 | 0.04 |
| Brown & Brown Inc | 2.38 | 03/15/2031 | 0.04 |
| American Airlines 2017-2 Class B Pa | 3.70 | 10/15/2025 | 0.04 |
| AstraZeneca PLC | 0.70 | 04/08/2026 | 0.04 |
| Tencent Holdings Ltd | 3.29 | 06/03/2060 | 0.04 |
| Alphabet Inc | 1.90 | 08/15/2040 | 0.04 |
| Highwoods Realty LP | 2.60 | 02/01/2031 | 0.04 |
| Iron Mountain Inc | 4.88 | 09/15/2029 | 0.04 |
| Tencent Holdings Ltd | 3.24 | 06/03/2050 | 0.04 |
| COMM 2016-GCT Mortgage Trust | 3.58 | 08/10/2029 | 0.04 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.04 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.04 |
| Diversified Healthcare Trust | 6.75 | 12/15/2021 | 0.04 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.04 |
| Service Properties Trust | 4.95 | 02/15/2027 | 0.03 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.03 |
| Baidu Inc | 3.42 | 04/07/2030 | 0.03 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.03 |
| CGRBS Commercial Mortgage Trust 201 | 3.37 | 03/13/2035 | 0.03 |
| Bank of America Corp Conv Pfd | 0.03 | ||
| WFRBS Commercial Mortgage Trust 201 | 3.34 | 06/15/2046 | 0.03 |
| Eversource Energy | 0.80 | 08/15/2025 | 0.03 |
| BBVA Bancomer SA/Texas | 4.38 | 04/10/2024 | 0.03 |
| Cantor Fitzgerald LP | 6.50 | 06/17/2022 | 0.03 |
| Linde Inc/CT | 2.00 | 08/10/2050 | 0.03 |
| Molson Coors International LP | 3.44 | 07/15/2026 | 0.03 |
| Bear Stearns ALT-A Trust 2004-11 | 2.88 | 11/25/2034 | 0.02 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.02 |
| Citigroup Commercial Mortgage Trust | 3.14 | 02/10/2048 | 0.02 |
| CASH & EQUIVALENTS | 0.00 | 0.02 | |
| Citigroup Commercial Mortgage Trust | 4.29 | 09/10/2045 | 0.02 |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 02/15/2023 | 0.02 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.02 |
| Freddie Mac Gold Pool | 5.50 | 07/01/2040 | 0.02 |
| American Airlines 2017-1 Class B Pa | 4.95 | 02/15/2025 | 0.02 |
| CSAIL 2015-C3 Commercial Mortgage T | 3.72 | 08/15/2048 | 0.02 |
| JPMBB Commercial Mortgage Securitie | 3.80 | 08/15/2048 | 0.02 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.02 |
| Structured Adjustable Rate Mortgage | 3.10 | 07/25/2034 | 0.02 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.02 |
| HCA Inc | 5.50 | 06/15/2047 | 0.02 |
| Fannie Mae Pool | 5.50 | 04/01/2033 | 0.02 |
| Dell International LLC / EMC Corp | 4.42 | 06/15/2021 | 0.02 |
| Morgan Stanley | 4.35 | 09/08/2026 | 0.02 |
| CSFB Mortgage-Backed Pass-Through C | 3.46 | 06/25/2034 | 0.02 |
| Equinix Inc | 3.20 | 11/18/2029 | 0.02 |
| Adjustable Rate Mortgage Trust 2004 | 3.17 | 02/25/2035 | 0.02 |
| Adjustable Rate Mortgage Trust 2005 | 3.53 | 05/25/2035 | 0.02 |
| Ryder System Inc | 2.90 | 12/01/2026 | 0.02 |
| Energy Transfer Operating LP | 4.75 | 01/15/2026 | 0.02 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.02 |
| Advance Auto Parts Inc | 3.90 | 04/15/2030 | 0.02 |
| Constellation Brands Inc | 4.65 | 11/15/2028 | 0.02 |
| Freddie Mac Whole Loan Securities T | 3.50 | 05/25/2047 | 0.02 |
| Western Midstream Operating LP | 2.12 | 01/13/2023 | 0.02 |
| Delta Air Lines Inc | 7.38 | 01/15/2026 | 0.02 |
| Apple Inc | 09/17/2021 | 0.02 | |
| EQM Midstream Partners LP | 4.00 | 08/01/2024 | 0.02 |
| Municipal Electric Authority of Geo | 6.66 | 04/01/2057 | 0.02 |
| Credit Suisse Group Funding Guernse | 3.75 | 03/26/2025 | 0.01 |
| Moody's Corp | 4.88 | 02/15/2024 | 0.01 |
| Lowe's Cos Inc | 3.65 | 04/05/2029 | 0.01 |
| Freddie Mac Multifamily Structured | 1.28 | 03/25/2024 | 0.01 |
| Leidos Inc | 2.95 | 05/15/2023 | 0.01 |
| Empresa Nacional de Telecomunicacio | 4.88 | 10/30/2024 | 0.01 |
| Merrill Lynch Mortgage Investors Tr | 3.51 | 06/25/2035 | 0.01 |
| Synchrony Financial | 4.50 | 07/23/2025 | 0.01 |
| JPMorgan Chase & Co | 3.78 | 02/01/2028 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 09/01/2039 | 0.01 |
| HSBC Holdings PLC | 2.01 | 09/22/2028 | 0.01 |
| Citigroup Commercial Mortgage Trust | 4.56 | 04/10/2046 | 0.01 |
| Thornburg Mortgage Securities Trust | 3.58 | 04/25/2045 | 0.01 |
| L3Harris Technologies Inc | 3.85 | 12/15/2026 | 0.01 |
| Merrill Lynch Mortgage Investors Tr | 4.01 | 11/25/2035 | 0.01 |
| Cigna Corp | 4.12 | 11/15/2025 | 0.01 |
| Citigroup Inc | 2.57 | 06/03/2031 | 0.01 |
| Volkswagen Group of America Finance | 3.20 | 09/26/2026 | 0.01 |
| Angel Oak Mortgage Trust LLC | 2.71 | 11/25/2047 | 0.01 |
| BNP Paribas SA | 4.38 | 03/01/2033 | 0.01 |
| Electricite de France SA | 4.88 | 09/21/2038 | 0.01 |
| Host Hotels & Resorts LP | 4.50 | 02/01/2026 | 0.01 |
| PNC Financial Services Group Inc/Th | 0.01 | ||
| Alexandria Real Estate Equities Inc | 1.88 | 02/01/2033 | 0.01 |
| Barclays PLC | 4.84 | 05/09/2028 | 0.01 |
| American Financial Group Inc/OH | 3.50 | 08/15/2026 | 0.01 |
| DBUBS 2011-LC1 Mortgage Trust | 5.79 | 11/10/2046 | 0.01 |
| Dolphin Energy Ltd LLC | 5.50 | 12/15/2021 | 0.01 |
| HSBC Holdings PLC | 4.38 | 11/23/2026 | 0.01 |
| Charles Schwab Corp/The | 5.38 | 12/31/2099 | 0.01 |
| National Australia Bank Ltd | 2.33 | 08/21/2030 | 0.01 |
| Ford Motor Credit Co LLC | 5.58 | 03/18/2024 | 0.01 |
| JP Morgan Mortgage Trust 2007-A4 | 3.40 | 06/25/2037 | 0.01 |
| MPLX LP | 4.00 | 03/15/2028 | 0.01 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.01 |
| Lam Research Corp | 4.00 | 03/15/2029 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.71 | 10/25/2047 | 0.01 |
| Dow Chemical Co/The | 4.55 | 11/30/2025 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 05/01/2030 | 0.01 |
| Dollar Tree Inc | 4.00 | 05/15/2025 | 0.01 |
| Lloyds Banking Group PLC | 4.65 | 03/24/2026 | 0.01 |
| Comcast Corp | 3.40 | 07/15/2046 | 0.01 |
| UBS-Barclays Commercial Mortgage Tr | 2.85 | 12/10/2045 | 0.01 |
| Owens Corning | 4.20 | 12/01/2024 | 0.01 |
| Fannie Mae Pool | 5.00 | 12/01/2039 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.90 | 02/01/2024 | 0.01 |
| Williams Cos Inc/The | 3.50 | 11/15/2030 | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-B | 3.65 | 02/01/2026 | 0.01 |
| Structured Adjustable Rate Mortgage | 2.74 | 09/25/2034 | 0.01 |
| Prime Healthcare Foundation Inc | 7.00 | 12/01/2027 | 0.01 |
| International Paper Co | 5.00 | 09/15/2035 | 0.01 |
| Avnet Inc | 4.62 | 04/15/2026 | 0.01 |
| Industrial Senior Trust | 5.50 | 11/01/2022 | 0.01 |
| Analog Devices Inc | 3.12 | 12/05/2023 | 0.01 |
| WFRBS Commercial Mortgage Trust 201 | 4.97 | 11/15/2045 | 0.01 |
| JP Morgan Mortgage Trust 2005-A3 | 3.80 | 06/25/2035 | 0.01 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2030 | 0.01 |
| GMACM Mortgage Loan Trust 2006-AR1 | 3.69 | 04/19/2036 | 0.01 |
| Paraguay Government International B | 5.40 | 03/30/2050 | 0.01 |
| Saudi Government International Bond | 4.38 | 04/16/2029 | 0.01 |
| Verizon Communications Inc | 5.25 | 03/16/2037 | 0.01 |
| Guatemala Government Bond | 6.12 | 06/01/2050 | 0.01 |
| Becton Dickinson and Co | 2.82 | 05/20/2030 | 0.01 |
| Hyundai Capital America | 2.38 | 10/15/2027 | 0.01 |
| Qatar Government International Bond | 4.82 | 03/14/2049 | 0.01 |
| Ukraine Government International Bo | 6.75 | 06/20/2026 | 0.01 |
| CNOOC Finance 2015 USA LLC | 3.50 | 05/05/2025 | 0.01 |
| Discovery Communications LLC | 5.20 | 09/20/2047 | 0.01 |
| JP Morgan Mortgage Trust 2005-A3 | 3.15 | 06/25/2035 | 0.01 |
| Royal Caribbean Cruises Ltd | 3.70 | 03/15/2028 | 0.01 |
| Bear Stearns ARM Trust 2004-10 | 4.07 | 01/25/2035 | 0.01 |
| Freddie Mac Gold Pool | 3.50 | 08/01/2026 | 0.01 |
| Freeport-McMoRan Inc | 5.40 | 11/14/2034 | 0.01 |
| Banco de Bogota SA | 4.38 | 08/03/2027 | 0.01 |
| GS Mortgage Securities Trust 2013-G | 2.06 | 04/10/2031 | 0.01 |
| Intercontinental Exchange Inc | 1.85 | 09/15/2032 | 0.01 |
| Kraft Heinz Foods Co | 4.38 | 06/01/2046 | 0.01 |
| Teleflex Inc | 4.62 | 11/15/2027 | 0.01 |
| Petroleos del Peru SA | 4.75 | 06/19/2032 | 0.01 |
| General Motors Co | 4.88 | 10/02/2023 | 0.01 |
| Trinidad Generation UnLtd | 5.25 | 11/04/2027 | 0.01 |
| QVC Inc | 4.45 | 02/15/2025 | 0.01 |
| Gazprom PJSC Via Gaz Capital SA | 5.15 | 02/11/2026 | 0.01 |
| Allstate Corp/The | 4.20 | 12/15/2046 | 0.01 |
| Qatar Government International Bond | 4.00 | 03/14/2029 | 0.01 |
| Raymond James Financial Inc | 4.95 | 07/15/2046 | 0.01 |
| Bahamas Government International Bo | 6.00 | 11/21/2028 | 0.01 |
| Thornburg Mortgage Securities Trust | 0.65 | 12/25/2033 | 0.01 |
| Jefferies Group LLC / Jefferies Gro | 4.15 | 01/23/2030 | 0.01 |
| Autoridad del Canal de Panama | 4.95 | 07/29/2035 | 0.01 |
| SPARC EM SPC Panama Metro Line 2 SP | 0.00 | 12/05/2022 | 0.01 |
| Fannie Mae Pool | 7.50 | 03/01/2031 | 0.01 |
| Discover Bank | 3.45 | 07/27/2026 | 0.01 |
| Hudson Pacific Properties LP | 3.95 | 11/01/2027 | 0.01 |
| Nationwide Building Society | 4.12 | 10/18/2032 | 0.01 |
| Slovenia Government International B | 5.25 | 02/18/2024 | 0.01 |
| Bear Stearns ARM Trust 2006-1 | 3.84 | 02/25/2036 | 0.01 |
| JP Morgan Mortgage Trust 2005-A5 | 2.87 | 08/25/2035 | 0.01 |
| Reinsurance Group of America Inc | 4.70 | 09/15/2023 | 0.01 |
| Physicians Realty LP | 4.30 | 03/15/2027 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.12 | 11/25/2036 | 0.01 |
| Apple Inc | 4.25 | 02/09/2047 | 0.01 |
| Air Lease Corp | 3.62 | 12/01/2027 | 0.01 |
| Northrop Grumman Corp | 3.25 | 01/15/2028 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.71 | 06/25/2047 | 0.01 |
| Credit Suisse Group AG | 7.50 | 12/31/2049 | 0.01 |
| El Salvador Government Internationa | 7.12 | 01/20/2050 | 0.01 |
| Colombia Government International B | 3.88 | 04/25/2027 | 0.01 |
| Serbia International Bond | 1.50 | 06/26/2029 | 0.01 |
| MMC Norilsk Nickel OJSC Via MMC Fin | 6.62 | 10/14/2022 | 0.01 |
| Qatar Government International Bond | 5.10 | 04/23/2048 | 0.01 |
| Nutrien Ltd | 2.95 | 05/13/2030 | 0.01 |
| L Brands Inc | 5.62 | 02/15/2022 | 0.01 |
| Development Bank of Kazakhstan JSC | 4.12 | 12/10/2022 | 0.01 |
| Fondo MIVIVIENDA SA | 3.50 | 01/31/2023 | 0.01 |
| Deephaven Residential Mortgage Trus | 2.61 | 06/25/2047 | 0.01 |
| Alpek SAB de CV | 4.50 | 11/20/2022 | 0.01 |
| Jabil Inc | 3.95 | 01/12/2028 | 0.01 |
| ViacomCBS Inc | 3.50 | 01/15/2025 | 0.01 |
| Charter Communications Operating LL | 4.91 | 07/23/2025 | 0.01 |
| Banco del Estado de Chile | 4.12 | 10/07/2020 | 0.01 |
| DISH DBS Corp | 5.88 | 11/15/2024 | 0.01 |
| Petroleos Mexicanos | 6.88 | 08/04/2026 | 0.01 |
| Sixsigma Networks Mexico SA de CV | 7.50 | 05/02/2025 | 0.01 |
| Republic of South Africa Government | 4.85 | 09/30/2029 | 0.01 |
| HSBC Holdings PLC | 2.36 | 08/18/2031 | 0.01 |
| Fannie Mae Pool | 7.00 | 02/01/2034 | 0.01 |
| Charter Communications Operating LL | 4.46 | 07/23/2022 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 02/01/2034 | 0.01 |
| Indonesia Government International | 5.35 | 02/11/2049 | 0.01 |
| Empresa Nacional del Petroleo | 5.25 | 11/06/2029 | 0.00 |
| Chile Government International Bond | 3.50 | 01/25/2050 | 0.00 |
| UBS-Barclays Commercial Mortgage Tr | 3.09 | 08/10/2049 | 0.00 |
| NBM US Holdings Inc | 7.00 | 05/14/2026 | 0.00 |
| Oman Government International Bond | 4.12 | 01/17/2023 | 0.00 |
| Russian Foreign Bond - Eurobond | 5.25 | 06/23/2047 | 0.00 |
| Walt Disney Co/The | 6.55 | 03/15/2033 | 0.00 |
| Jamaica Government International Bo | 8.00 | 03/15/2039 | 0.00 |
| Indonesia Government International | 5.25 | 01/08/2047 | 0.00 |
| Microsoft Corp | 2.52 | 06/01/2050 | 0.00 |
| Jamaica Government International Bo | 7.88 | 07/28/2045 | 0.00 |
| Abu Dhabi Government International | 4.12 | 10/11/2047 | 0.00 |
| Dominican Republic International Bo | 6.40 | 06/05/2049 | 0.00 |
| DP World PLC | 6.85 | 07/02/2037 | 0.00 |
| CVS Health Corp | 4.10 | 03/25/2025 | 0.00 |
| Abu Dhabi National Energy Co PJSC | 4.88 | 04/23/2030 | 0.00 |
| POSCO | 4.00 | 08/01/2023 | 0.00 |
| COMM 2013-SFS Mortgage Trust | 1.87 | 04/12/2035 | 0.00 |
| Ford Motor Co | 9.00 | 04/22/2025 | 0.00 |
| Suzano Austria GmbH | 7.00 | 03/16/2047 | 0.00 |
| Qatar Government International Bond | 4.50 | 04/23/2028 | 0.00 |
| Indonesia Government International | 4.75 | 02/11/2029 | 0.00 |
| Philippine Government International | 3.95 | 01/20/2040 | 0.00 |
| Perusahaan Perseroan Persero PT Per | 5.45 | 05/21/2028 | 0.00 |
| SABIC Capital II BV | 4.50 | 10/10/2028 | 0.00 |
| Emirates Semb Corp Water & Power Co | 4.45 | 08/01/2035 | 0.00 |
| Sinopec Group Overseas Development | 3.68 | 08/08/2049 | 0.00 |
| Crown Castle International Corp | 3.80 | 02/15/2028 | 0.00 |
| Empresa de Transmision Electrica SA | 5.12 | 05/02/2049 | 0.00 |
| Saudi Arabian Oil Co | 4.25 | 04/16/2039 | 0.00 |
| Israel Electric Corp Ltd | 4.25 | 08/14/2028 | 0.00 |
| Abu Dhabi Crude Oil Pipeline LLC | 3.65 | 11/02/2029 | 0.00 |
| Axiata SPV2 Bhd | 4.36 | 03/24/2026 | 0.00 |
| Colbun SA | 3.95 | 10/11/2027 | 0.00 |
| Mexico Government International Bon | 4.50 | 04/22/2029 | 0.00 |
| Eskom Holdings SOC Ltd | 6.35 | 08/10/2028 | 0.00 |
| State Grid Overseas Investment 2016 | 3.50 | 05/04/2027 | 0.00 |
| Guatemala Government Bond | 4.90 | 06/01/2030 | 0.00 |
| KSA Sukuk Ltd | 3.63 | 04/20/2027 | 0.00 |
| Bermuda Government International Bo | 3.72 | 01/25/2027 | 0.00 |
| Saudi Arabian Oil Co | 3.50 | 04/16/2029 | 0.00 |
| CNOOC Curtis Funding No 1 Pty Ltd | 4.50 | 10/03/2023 | 0.00 |
| Corp Nacional del Cobre de Chile | 3.62 | 08/01/2027 | 0.00 |
| Minera Mexico SA de CV | 4.50 | 01/26/2050 | 0.00 |
| MetLife Inc | 5.88 | 12/31/2099 | 0.00 |
| Panama Government International Bon | 3.16 | 01/23/2030 | 0.00 |
| Korea East-West Power Co Ltd | 3.88 | 07/19/2023 | 0.00 |
| Arab Petroleum Investments Corp | 4.12 | 09/18/2023 | 0.00 |
| Banque Ouest Africaine de Developpe | 5.00 | 07/27/2027 | 0.00 |
| CLP Power Hong Kong Financing Ltd | 3.12 | 05/06/2025 | 0.00 |
| SABIC Capital II BV | 4.00 | 10/10/2023 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 6.00 | 08/25/2037 | 0.00 |
| MDGH - GMTN BV | 2.88 | 11/07/2029 | 0.00 |
| Pertamina Persero PT | 4.30 | 05/20/2023 | 0.00 |
| Fannie Mae Pool | 7.50 | 06/01/2030 | 0.00 |
| Sinopec Group Overseas Development | 2.95 | 08/08/2029 | 0.00 |
| ALROSA Finance SA | 4.65 | 04/09/2024 | 0.00 |
| Corp Nacional del Cobre de Chile | 3.15 | 01/14/2030 | 0.00 |
| Indonesia Government International | 3.50 | 02/14/2050 | 0.00 |
| Eversource Energy | 1.65 | 08/15/2030 | 0.00 |
| Tengizchevroil Finance Co Internati | 4.00 | 08/15/2026 | 0.00 |
| Corp Nacional del Cobre de Chile | 3.70 | 01/30/2050 | 0.00 |
| Bharti Airtel Ltd | 4.38 | 06/10/2025 | 0.00 |
| Falabella SA | 3.75 | 10/30/2027 | 0.00 |
| Hong Kong Government International | 2.50 | 05/28/2024 | 0.00 |
| Export-Import Bank of India | 3.38 | 08/05/2026 | 0.00 |
| Shinhan Financial Group Co Ltd | 3.34 | 02/05/2030 | 0.00 |
| Korea Hydro & Nuclear Power Co Ltd | 3.00 | 09/19/2022 | 0.00 |
| Sinopec Group Overseas Development | 2.50 | 08/08/2024 | 0.00 |
| Cable Onda SA | 4.50 | 01/30/2030 | 0.00 |
| Egypt Government International Bond | 6.20 | 03/01/2024 | 0.00 |
| Oleoducto Central SA | 4.00 | 07/14/2027 | 0.00 |
| Pertamina Persero PT | 3.10 | 08/27/2030 | 0.00 |
| Studio City Finance Ltd | 7.25 | 02/11/2024 | 0.00 |
| Perusahaan Perseroan Persero PT Per | 3.38 | 02/05/2030 | 0.00 |
| DIB Sukuk Ltd | 3.66 | 02/14/2022 | 0.00 |
| Citigroup Mortgage Loan Trust Inc | 2.51 | 08/25/2034 | 0.00 |
| AES Gener SA | 7.12 | 03/26/2079 | 0.00 |
| CITIC Ltd | 3.12 | 02/28/2022 | 0.00 |
| Hidrovias International Finance SAR | 5.95 | 01/24/2025 | 0.00 |
| Multibank Inc | 4.38 | 11/09/2022 | 0.00 |
| Colombia Government International B | 3.00 | 01/30/2030 | 0.00 |
| Weibo Corp | 3.38 | 07/08/2030 | 0.00 |
| Banco de Credito del Peru | 3.12 | 07/01/2030 | 0.00 |
| Empresas Publicas de Medellin ESP | 4.25 | 07/18/2029 | 0.00 |
| Centrais Eletricas Brasileiras SA | 3.62 | 02/04/2025 | 0.00 |
| Huarong Finance II Co Ltd | 2.88 | 12/29/2049 | 0.00 |
| Empresa Electrica Cochrane SpA | 5.50 | 05/14/2027 | 0.00 |
| Kenya Government International Bond | 8.00 | 05/22/2032 | 0.00 |
| Trinidad & Tobago Government Intern | 4.50 | 06/26/2030 | 0.00 |
| Wells Fargo Mortgage Backed Securit | 3.09 | 08/25/2035 | 0.00 |
| Lehman Mortgage Trust 2006-1 | 5.50 | 02/25/2036 | 0.00 |
| Amazon.com Inc | 01/21/2022 | 0.00 | |
| Embotelladora Andina SA | 3.95 | 01/21/2050 | 0.00 |
| Vale SA | 3.75 | 01/10/2023 | 0.00 |
| Oman Government International Bond | 6.00 | 08/01/2029 | 0.00 |
| Peru Enhanced Pass-Through Finance | 0.00 | 06/02/2025 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR6 | 3.68 | 09/25/2035 | 0.00 |
| Ghana Government International Bond | 6.38 | 02/11/2027 | 0.00 |
| MetLife Inc | 3.83 | 12/31/2049 | 0.00 |
| QVC Inc | 5.45 | 08/15/2034 | 0.00 |
| Suntrust Alternative Loan Trust Ser | 6.00 | 12/25/2035 | 0.00 |
| Boston Properties LP | 3.25 | 01/30/2031 | 0.00 |
| Rutas 2 and 7 Finance Ltd | 0.00 | 09/30/2036 | 0.00 |
| Republic of South Africa Government | 5.75 | 09/30/2049 | 0.00 |
| Puma International Financing SA | 5.00 | 01/24/2026 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2038 | 0.00 |
| Ghana Government International Bond | 7.88 | 02/11/2035 | 0.00 |
| Latvia Government International Bon | 1.88 | 02/19/2049 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2032 | 0.00 |
| Banco Internacional del Peru SAA In | 3.38 | 01/18/2023 | 0.00 |
| Uruguay Government International Bo | 4.38 | 01/23/2031 | 0.00 |
| Pitney Bowes Inc | 5.95 | 04/01/2023 | 0.00 |
| Consumer Discretionary Select Secto | 01/15/2021 | 0.00 | |
| Ecuador Social Bond Sarl | 0.00 | 01/30/2035 | 0.00 |
| Lam Research Corp | 3.75 | 03/15/2026 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 04/01/2037 | 0.00 |
| Microsoft Corp | 09/17/2021 | 0.00 | |
| Provident Home Equity Loan Trust 20 | 0.69 | 08/25/2031 | 0.00 |
| Fannie Mae Pool | 3.19 | 05/01/2035 | 0.00 |
| Saudi Government International Bond | 2.00 | 07/09/2039 | 0.00 |
| Serbia International Bond | 1.50 | 06/26/2029 | 0.00 |
| Mexico Government International Bon | 2.88 | 04/08/2039 | 0.00 |
| Steel Dynamics Inc | 3.25 | 01/15/2031 | 0.00 |
| Bioceanico Sovereign Certificate Lt | 0.00 | 06/05/2034 | 0.00 |
| Diamondback Energy Inc | 4.75 | 05/31/2025 | 0.00 |
| Trinidad Petroleum Holdings Ltd | 9.75 | 06/15/2026 | 0.00 |
| Ecopetrol SA | 5.88 | 05/28/2045 | 0.00 |
| Ginnie Mae I Pool | 6.56 | 01/15/2027 | 0.00 |
| Southwest Airlines Co | 5.25 | 05/04/2025 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 07/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2036 | 0.00 |
| Carnival Corp | 11.50 | 04/01/2023 | 0.00 |
| Healthpeak Properties Inc | 4.25 | 11/15/2023 | 0.00 |
| Constellation Brands Inc | 2.88 | 05/01/2030 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 09/01/2036 | 0.00 |
| Peruvian Government International B | 2.84 | 06/20/2030 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2034 | 0.00 |
| Petroleos Mexicanos | 6.50 | 01/23/2029 | 0.00 |
| Telecom Argentina SA | 8.00 | 07/18/2026 | 0.00 |
| Bear Stearns ARM Trust 2003-6 | 2.78 | 08/25/2033 | 0.00 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.00 |
| Gran Tierra Energy Inc | 7.75 | 05/23/2027 | 0.00 |
| Freddie Mac Non Gold Pool | 2.98 | 05/01/2037 | 0.00 |
| Freddie Mac Non Gold Pool | 4.03 | 12/01/2036 | 0.00 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2035 | 0.00 |
| Ginnie Mae I Pool | 5.00 | 08/15/2035 | 0.00 |
| Global Atlantic Fin Co | 8.62 | 04/15/2021 | 0.00 |
| Petroleos Mexicanos | 6.49 | 01/23/2027 | 0.00 |
| Lehman Brothers Holdings Inc | 5.62 | 12/31/2049 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2034 | 0.00 |
| Fannie Mae Pool | 3.67 | 01/01/2037 | 0.00 |
| First Horizon Alternative Mortgage | 5.00 | 11/25/2020 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.00 |
| Specialty Underwriting & Residentia | 0.69 | 05/25/2035 | 0.00 |
| Fannie Mae Pool | 3.48 | 03/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
| Petroleos Mexicanos | 6.84 | 01/23/2030 | 0.00 |
| Fannie Mae Pool | 7.50 | 08/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2034 | 0.00 |
| Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2040 | 0.00 |
| HarborView Mortgage Loan Trust 2005 | 0.61 | 06/20/2035 | 0.00 |
| Ginnie Mae II Pool | 3.00 | 01/20/2025 | 0.00 |
| Freddie Mac Non Gold Pool | 4.09 | 02/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2039 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2026 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Ginnie Mae II Pool | 2.88 | 05/20/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Ginnie Mae II Pool | 3.00 | 06/20/2025 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 5.00 | 07/15/2035 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2023 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2029 | 0.00 |
| Westrock Co | 0.00 | ||
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.00 |
| Fannie Mae REMICS | 6.00 | 07/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 7.50 | 04/01/2032 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Ginnie Mae I Pool | 7.00 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.00 |
| Ingevity Corp | 0.00 | ||
| Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 05/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 03/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 12/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 03/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 05/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2031 | 0.00 |
| Fannie Mae Pool | 7.50 | 03/01/2021 | 0.00 |
| Vantage Drilling International | 0.00 | ||
| Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2037 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 02/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2021 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| EXIDE CORP C.B. ESCROW | 0.00 | ||
| CASH & EQUIVALENTS | 0.00 | -0.00 | |
| June 21 Calls on SPXSPX US 06/18/21 | 06/18/2021 | -0.00 | |
| -0.02 |
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