Invesco V.I. Core Plus Bond Fund
as of 12/31/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
4.50
11/15/2033
7.22
Fannie Mae or Freddie Mac
5.00
01/01/2053
4.80
Invesco Treasury Portfolio
3.74
Fannie Mae or Freddie Mac
5.50
01/01/2053
3.73
United States Treasury Note/Bond
4.12
08/15/2053
3.71
United States Treasury Note/Bond
4.38
11/30/2028
3.47
Invesco Government & Agency Portfol
3.27
United States Treasury Note/Bond
4.75
11/15/2043
2.59
Fannie Mae or Freddie Mac
3.50
01/01/2054
2.47
Invesco Liquid Assets Portfolio
2.35
Ginnie Mae II Pool
4.50
01/01/2046
2.07
Ginnie Mae II Pool
5.50
01/01/2054
1.66
United States Treasury Note/Bond
4.38
11/30/2030
1.22
United States Treasury Note/Bond
4.88
11/30/2025
1.18
Piedmont Operating Partnership LP
9.25
07/20/2028
0.68
Fannie Mae or Freddie Mac
2.00
01/01/2037
0.59
Madison Park Funding XLVIII Ltd
6.81
04/19/2033
0.59
Bain Capital Credit CLO 2017-2 Ltd
6.82
07/25/2034
0.58
United States Treasury Note/Bond
4.38
12/15/2026
0.55
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.54
CSAIL 2020-C19 Commercial Mortgage
2.56
03/15/2053
0.52
MAG MUTUAL HOLDING COMPANY
4.75
04/30/2041
0.50
Morgan Stanley Bank of America Merr
3.83
12/15/2047
0.46
Avis Budget Rental Car Funding AESO
3.83
08/21/2028
0.42
TICP CLO XV Ltd
6.96
04/20/2033
0.41
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.35
United States Treasury Bill
0.00
04/18/2024
0.35
Banco Santander SA
9.62
12/31/2099
0.35
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.34
OCP CLO 2020-8R Ltd
6.88
01/17/2032
0.34
Banco Santander SA
9.62
12/31/2079
0.34
Synchrony Card Funding LLC
3.86
07/15/2028
0.33
Australia & New Zealand Banking Gro
6.74
12/08/2032
0.33
Ecopetrol SA
8.88
01/13/2033
0.32
Octagon Investment Partners 31 Ltd
6.73
07/20/2030
0.32
Flagstar Mortgage Trust 2021-11INV
3.70
11/25/2051
0.32
Octagon Investment Partners 49 Ltd
6.88
01/15/2033
0.32
Mitsubishi UFJ Financial Group Inc
8.20
12/31/2099
0.31
Westpac Banking Corp
6.82
11/17/2033
0.30
Fannie Mae or Freddie Mac
2.00
01/01/2053
0.29
CVR Energy Inc
8.50
01/15/2029
0.29
Apollo Global Management Inc Pfd
0.29
Qdoba Funding LLC
8.50
09/14/2053
0.29
Avis Budget Rental Car Funding AESO
5.49
06/20/2029
0.28
Ford Motor Credit Co LLC
6.80
05/12/2028
0.28
Goldman Sachs Group Inc/The
7.50
12/31/2099
0.28
AMSR 2021-SFR3 Trust
1.73
10/17/2038
0.27
HSBC Holdings PLC
6.33
03/09/2044
0.27
Foundry JV Holdco LLC
5.88
01/25/2034
0.27
Federation des Caisses Desjardins d
4.55
08/23/2027
0.27
TierPoint Issuer LLC
6.00
06/25/2053
0.26
Emerald Debt Merger Sub LLC
6.62
12/15/2030
0.26
Gabon Blue Bond Master Trust Series
6.10
08/01/2038
0.26
Golub Capital Partners CLO 40B Ltd
6.73
01/25/2032
0.26
Life 2021-BMR Mortgage Trust
6.36
03/15/2038
0.26
Bank of Nova Scotia/The
8.62
10/27/2082
0.25
SG Residential Mortgage Trust 2022-
3.17
03/27/2062
0.25
BX Trust 2022-LBA6
6.36
01/15/2039
0.25
CSMC 2022-ATH1
2.87
01/25/2067
0.25
Frontier Issuer LLC
6.60
08/20/2053
0.25
Bayview MSR Opportunity Master Fund
2.50
11/25/2051
0.25
Textainer Marine Containers VII Ltd
2.23
04/20/2046
0.24
Angel Oak Mortgage Trust 2022-1
2.88
12/25/2066
0.24
Credit Agricole SA
4.38
03/17/2025
0.24
Concentrix Corp
6.85
08/02/2033
0.24
Wells Fargo & Co
6.49
10/23/2034
0.24
Morgan Stanley Bank NA
5.88
10/30/2026
0.24
Sumitomo Mitsui Financial Group Inc
5.81
09/14/2033
0.24
Starwood Mortgage Residential Trust
1.92
11/25/2066
0.23
Standard Chartered PLC
7.75
12/31/2079
0.23
Ginnie Mae II Pool
2.00
01/01/2054
0.23
COLT 2022-3 Mortgage Loan Trust
3.90
02/25/2067
0.23
OHA Loan Funding 2016-1 Ltd
6.94
01/20/2033
0.23
Bank of America Corp
7.75
05/14/2038
0.22
Genuine Parts Co
6.50
11/01/2028
0.22
J.P. Morgan Mortgage Trust 2021-LTV
2.52
05/25/2052
0.22
Intesa Sanpaolo SpA
7.80
11/28/2053
0.22
OBX 2022-NQM2 Trust
2.96
01/25/2062
0.22
State Street Corp
5.68
11/21/2029
0.22
CSMC 2022-ATH2
4.55
05/25/2067
0.22
Connecticut Avenue Securities Trust
7.44
03/25/2042
0.21
KKR CLO 30 Ltd
6.68
10/17/2031
0.21
Neuberger Berman Loan Advisers CLO
6.68
04/19/2030
0.21
Bayview MSR Opportunity Master Fund
3.00
11/25/2051
0.21
Mercedes-Benz Finance North America
5.10
08/03/2028
0.21
Goldentree Loan Management US CLO 5
6.75
10/20/2032
0.21
Med Trust 2021-MDLN
6.43
11/15/2038
0.20
JPMorgan Chase & Co
6.25
10/23/2034
0.20
Ellington Financial Mortgage Trust
5.00
08/25/2067
0.20
Toronto-Dominion Bank/The
8.12
10/31/2082
0.20
Bayview MSR Opportunity Master Fund
3.00
10/25/2051
0.20
Polaris Inc
6.95
03/15/2029
0.20
GS Mortgage Securities Trust 2020-G
2.38
05/12/2053
0.20
ZF North America Capital Inc
7.12
04/14/2030
0.20
Neuberger Berman Loan Advisers Clo
6.72
04/16/2033
0.20
Verus Securitization Trust 2021-7
1.83
10/25/2066
0.20
Symphony CLO XXII Ltd
6.95
04/18/2033
0.20
BPCE SA
5.94
01/14/2025
0.20
Citigroup Inc
7.38
12/31/2099
0.20
Ford Motor Credit Co LLC
6.95
06/10/2026
0.20
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.20
Citigroup Mortgage Loan Trust 2021-
2.50
05/25/2051
0.19
Cedar Funding IX CLO Ltd
6.66
04/20/2031
0.19
Metropolitan Life Global Funding I
5.15
03/28/2033
0.19
Sumitomo Mitsui Trust Bank Ltd
5.55
09/14/2028
0.19
BX Commercial Mortgage Trust 2021-V
6.18
09/15/2036
0.19
Progress Residential 2022-SFR5 Trus
4.45
06/17/2039
0.19
OPEC Fund for International Develop
4.50
01/26/2026
0.19
OCP CLO 2017-13 Ltd
6.62
07/15/2030
0.19
Manufacturers & Traders Trust Co
2.90
02/06/2025
0.19
Onslow Bay Mortgage Loan Trust
1.96
10/25/2061
0.19
Bayview MSR Opportunity Master Fund
2.50
10/25/2051
0.19
Synovus Bank/Columbus GA
5.62
02/15/2028
0.19
Charter Communications Operating LL
6.65
02/01/2034
0.19
McDonald's Corp
4.80
08/14/2028
0.19
Cooperatieve Rabobank UA
3.65
04/06/2028
0.19
Starwood Mortgage Residential Trust
2.45
12/25/2066
0.19
Tricon American Homes 2020-SFR2 Tru
1.48
11/17/2039
0.18
Huntington Bancshares Inc/OH
6.21
08/21/2029
0.18
BX Commercial Mortgage Trust 2021-A
6.33
11/15/2038
0.18
Cosan Luxembourg SA
7.50
06/27/2030
0.18
UBS Group AG
6.30
09/22/2034
0.18
Charles Schwab Corp/The
6.14
08/24/2034
0.18
Verus Securitization Trust 2022-3
4.13
02/25/2067
0.18
JPMorgan Chase & Co
5.35
06/01/2034
0.18
Wells Fargo & Co
5.56
07/25/2034
0.18
OBX 2022-NQM1 Trust
2.31
11/25/2061
0.18
Citigroup Inc
7.62
12/31/2099
0.18
BX Trust 2022-LBA6
6.66
01/15/2039
0.18
GS Mortgage-Backed Securities Trust
2.50
12/25/2051
0.18
Electricite de France SA
9.12
12/31/2049
0.18
Manufacturers & Traders Trust Co
4.70
01/27/2028
0.18
UBS Group AG
9.25
12/31/2079
0.18
Sociedad Quimica y Minera de Chile
6.50
11/07/2033
0.18
BHP Billiton Finance USA Ltd
5.25
09/08/2033
0.18
CCO Holdings LLC / CCO Holdings Cap
6.38
09/01/2029
0.18
Bimbo Bakeries USA Inc
6.40
01/15/2034
0.18
Barclays PLC
6.69
09/13/2034
0.18
Ford Motor Credit Co LLC
7.35
11/04/2027
0.17
Ford Motor Credit Co LLC
7.12
11/07/2033
0.17
BX Commercial Mortgage Trust 2021-V
6.43
09/15/2036
0.17
Corebridge Financial Inc
5.75
01/15/2034
0.17
Banco Bilbao Vizcaya Argentaria SA
7.88
11/15/2034
0.17
MFA 2021-INV2 Trust
1.91
11/25/2056
0.17
Costa Rica Government International
7.30
11/13/2054
0.17
Mitsubishi UFJ Financial Group Inc
1.80
07/20/2033
0.17
Humana Inc
5.95
03/15/2034
0.17
UBS Group AG
9.25
12/31/2079
0.17
CK Hutchison International 23 Ltd
4.88
04/21/2033
0.17
JP Morgan Chase Commercial Mortgage
4.04
07/15/2047
0.17
Banco Bilbao Vizcaya Argentaria SA
9.38
12/31/2099
0.17
Intesa Sanpaolo SpA
7.20
11/28/2033
0.17
Banco Santander SA
6.61
11/07/2028
0.17
Alexander Funding Trust II
7.47
07/31/2028
0.17
Minerva Luxembourg SA
8.88
09/13/2033
0.17
Greensaif Pipelines Bidco Sarl
6.51
02/23/2042
0.17
GTCR W-2 Merger Sub LLC
7.50
01/15/2031
0.17
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.17
Central Texas Turnpike System
3.03
08/15/2041
0.17
Bimbo Bakeries USA Inc
6.05
01/15/2029
0.17
Fannie Mae Pool
3.50
05/01/2047
0.17
Republic of Uzbekistan Internationa
7.85
10/12/2028
0.17
Ford Motor Credit Co LLC
6.80
11/07/2028
0.17
COLT 2022-2 Mortgage Loan Trust
2.99
02/25/2067
0.17
Greensaif Pipelines Bidco Sarl
6.13
02/23/2038
0.17
UBS AG/London
5.65
09/11/2028
0.16
Trinidad & Tobago Government Intern
5.95
01/14/2031
0.16
Nationwide Building Society
6.56
10/18/2027
0.16
Banco Santander SA
6.53
11/07/2027
0.16
HSBC Holdings PLC
5.21
08/11/2028
0.16
Bayer US Finance LLC
6.50
11/21/2033
0.16
New Residential Mortgage Loan Trust
3.08
03/27/2062
0.16
State Street Corp
6.12
11/21/2034
0.16
Bayer US Finance LLC
6.38
11/21/2030
0.16
Mizuho Financial Group Inc
5.78
07/06/2029
0.16
Progress Residential 2021-SFR10 Tru
2.39
12/17/2040
0.16
Enel Finance International NV
6.80
10/14/2025
0.16
Bayer US Finance LLC
6.25
01/21/2029
0.16
Sasol Financing USA LLC
8.75
05/03/2029
0.16
Race Point VIII CLO Ltd
6.67
02/20/2030
0.16
Bank of America Corp
5.82
09/15/2029
0.16
Standard Chartered PLC
6.19
07/06/2027
0.16
Sumitomo Mitsui Trust Bank Ltd
5.65
09/14/2026
0.16
Verus Securitization Trust 2022-1
2.72
01/25/2067
0.16
POSCO
5.62
01/17/2026
0.16
McDonald's Corp
4.95
08/14/2033
0.16
Oceanview Mortgage Trust 2021-INV3
2.50
07/25/2051
0.16
RUN 2022-NQM1 Trust
4.00
03/25/2067
0.16
COLT 2022-1 Mortgage Loan Trust
2.28
12/27/2066
0.16
Mitsubishi UFJ Financial Group Inc
5.02
07/20/2028
0.16
Credit Agricole SA
7.88
12/31/2079
0.16
Multibank Inc
7.75
02/03/2028
0.16
OBX 2022-NQM2 Trust
3.38
01/25/2062
0.16
OBX 2022-NQM2 Trust
2.78
01/25/2062
0.16
Bristol-Myers Squibb Co
5.75
02/01/2031
0.15
Trust Fibra Uno
5.25
01/30/2026
0.15
Freddie Mac STACR REMIC Trust 2022-
7.34
04/25/2042
0.15
Corp Nacional del Cobre de Chile
5.12
02/02/2033
0.15
RTX Corp
6.40
03/15/2054
0.15
Ellington Financial Mortgage Trust
2.21
01/25/2067
0.15
HSBC Holdings PLC
6.00
12/31/2049
0.15
Philip Morris International Inc
5.38
02/15/2033
0.15
Philip Morris International Inc
5.12
02/15/2030
0.15
Sasol Financing USA LLC
4.38
09/18/2026
0.15
Credit Suisse AG/New York NY
3.62
09/09/2024
0.15
Edison International
7.88
06/15/2054
0.15
Venture Global LNG Inc
9.88
02/01/2032
0.15
Venture Global LNG Inc
9.50
02/01/2029
0.14
Public Service Enterprise Group Inc
5.88
10/15/2028
0.14
JPMBB Commercial Mortgage Securitie
4.07
11/15/2047
0.14
Charles Schwab Corp/The
6.20
11/17/2029
0.14
Sprint Spectrum Co LLC / Sprint Spe
5.15
03/20/2028
0.14
Williams Cos Inc/The
5.30
08/15/2028
0.14
Genuine Parts Co
6.88
11/01/2033
0.14
Citigroup Inc
5.00
12/31/2049
0.14
Home Depot Inc/The
4.90
04/15/2029
0.14
BHP Billiton Finance USA Ltd
5.10
09/08/2028
0.14
ONEOK Inc
6.62
09/01/2053
0.14
Petroleos Mexicanos
8.75
06/02/2029
0.14
Ameriprise Financial Inc
5.70
12/15/2028
0.13
Philip Morris International Inc
4.88
02/15/2028
0.13
Aviation Capital Group LLC
6.75
10/25/2028
0.13
Sasol Financing USA LLC
5.50
03/18/2031
0.13
Veralto Corp
5.50
09/18/2026
0.13
COMM 2014-LC15 Mortgage Trust
4.20
04/10/2047
0.13
Mello Mortgage Capital Acceptance 2
2.50
08/25/2051
0.13
PNC Financial Services Group Inc/Th
6.62
10/20/2027
0.13
Avolon Holdings Funding Ltd
6.38
05/04/2028
0.13
Republic Services Inc
4.88
04/01/2029
0.13
AvalonBay Communities Inc
5.30
12/07/2033
0.13
Bank of America Corp
5.87
09/15/2034
0.13
Angel Oak Mortgage Trust 2021-7
1.98
10/25/2066
0.13
Morgan Stanley
5.25
04/21/2034
0.13
Fiserv Inc
5.38
08/21/2028
0.13
Mello Mortgage Capital Acceptance 2
2.50
10/25/2051
0.13
JPMorgan Chase & Co
6.09
10/23/2029
0.13
United Airlines 2023-1 Class A Pass
5.80
07/15/2037
0.13
Morgan Stanley Reremic Trust
6.00
11/26/2036
0.13
Veralto Corp
5.35
09/18/2028
0.12
EnfraGen Energia Sur SA / EnfraGen
5.38
12/30/2030
0.12
Enbridge Inc
8.25
01/15/2084
0.12
AEP Texas Inc
3.95
06/01/2028
0.12
ZF North America Capital Inc
6.88
04/14/2028
0.12
Republic Services Inc
5.00
12/15/2033
0.12
Daimler Truck Finance North America
5.15
01/16/2026
0.12
Citigroup Inc
6.17
05/25/2034
0.12
PNC Financial Services Group Inc/Th
6.88
10/20/2034
0.12
Apollo Global Management Inc
6.38
11/15/2033
0.12
Life 2021-BMR Mortgage Trust
6.18
03/15/2038
0.12
Element Fleet Management Corp
6.32
12/04/2028
0.12
Bank of America Corp
5.20
04/25/2029
0.12
Merck & Co Inc
4.90
05/17/2044
0.12
COLT 2021-5 Mortgage Loan Trust
1.73
11/26/2066
0.12
American Electric Power Co Inc
5.20
01/15/2029
0.11
Prologis LP
5.25
06/15/2053
0.11
Connecticut Avenue Securities Trust
7.34
03/25/2042
0.11
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.11
Romanian Government International B
6.62
02/17/2028
0.11
T-Mobile USA Inc
5.75
01/15/2034
0.11
Intuit Inc
5.20
09/15/2033
0.11
United Parcel Service Inc
5.05
03/03/2053
0.11
Black Hills Corp
6.15
05/15/2034
0.11
CCO Holdings LLC / CCO Holdings Cap
7.38
03/01/2031
0.11
Vistra Operations Co LLC
7.75
10/15/2031
0.11
California Health Facilities Financ
4.19
06/01/2037
0.11
PNC Financial Services Group Inc/Th
5.58
06/12/2029
0.11
Morgan Stanley
6.41
11/01/2029
0.11
Gilead Sciences Inc
5.25
10/15/2033
0.11
Truist Financial Corp
7.16
10/30/2029
0.11
Philip Morris International Inc
5.25
09/07/2028
0.11
Verus Securitization Trust 2022-INV
6.79
10/25/2067
0.11
Ritchie Bros Holdings Inc
7.75
03/15/2031
0.11
Sonic Capital LLC
2.19
08/20/2051
0.11
Flagstar Mortgage Trust 2021-8INV
2.50
09/25/2051
0.10
Tapestry Inc
7.35
11/27/2028
0.10
Civitas Resources Inc
8.75
07/01/2031
0.10
BX Trust 2022-CLS
5.76
10/13/2027
0.10
Corebridge Financial Inc
6.05
09/15/2033
0.10
Tapestry Inc
7.85
11/27/2033
0.10
Fiserv Inc
5.62
08/21/2033
0.10
TransDigm Inc
6.75
08/15/2028
0.10
Morgan Stanley Pfd
0.10
Sonic Capital LLC
2.64
08/20/2051
0.10
BHP Billiton Finance USA Ltd
5.25
09/08/2030
0.10
Ryder System Inc
6.60
12/01/2033
0.10
Norfolk Southern Corp
5.95
03/15/2064
0.10
JPMorgan Chase & Co
5.30
07/24/2029
0.10
Consolidated Edison Co of New York
5.90
11/15/2053
0.10
Philip Morris International Inc
5.62
09/07/2033
0.10
Capital One Financial Corp
7.62
10/30/2031
0.10
MHP 2021-STOR
6.18
07/15/2038
0.10
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.10
Freddie Mac STACR REMIC Trust 2022-
7.64
08/25/2042
0.10
STAR 2021-1 Trust
1.22
05/25/2065
0.10
Petroleos Mexicanos
10.00
02/07/2033
0.10
Public Service Enterprise Group Inc
6.12
10/15/2033
0.09
RTX Corp
5.75
01/15/2029
0.09
Marriott International Inc/MD
5.55
10/15/2028
0.09
Pacific Life Global Funding II
6.24
03/30/2025
0.09
Marsh & McLennan Cos Inc
5.40
09/15/2033
0.09
ONEOK Inc
5.80
11/01/2030
0.09
Lennox International Inc
5.50
09/15/2028
0.09
Public Storage Operating Co
5.10
08/01/2033
0.09
ONEOK Inc
6.05
09/01/2033
0.09
Romanian Government International B
7.12
01/17/2033
0.09
Ameriprise Financial Inc
5.15
05/15/2033
0.09
Netflix Inc
3.88
11/15/2029
0.09
Transocean Titan Financing Ltd
8.38
02/01/2028
0.09
Vistra Operations Co LLC
6.95
10/15/2033
0.09
Wells Fargo & Co
6.30
10/23/2029
0.09
Civitas Resources Inc
8.38
07/01/2028
0.09
Discover Bank
4.65
09/13/2028
0.09
Mastercard Inc
4.85
03/09/2033
0.09
Marsh & McLennan Cos Inc
5.70
09/15/2053
0.09
Oncor Electric Delivery Co LLC
5.65
11/15/2033
0.08
San Diego Gas & Electric Co
5.35
04/01/2053
0.08
US Bancorp
5.78
06/12/2029
0.08
Extended Stay America Trust 2021-ES
6.86
07/15/2038
0.08
Tapestry Inc
7.70
11/27/2030
0.08
Petrofac Ltd
9.75
11/15/2026
0.08
Life 2021-BMR Mortgage Trust
6.58
03/15/2038
0.08
Citigroup Inc
4.70
12/31/2079
0.08
Wells Fargo & Co
7.62
12/31/2099
0.08
Highwoods Realty LP
7.65
02/01/2034
0.08
US Bancorp
5.84
06/12/2034
0.08
MHP 2021-STOR
6.38
07/15/2038
0.08
Angel Oak Mortgage Trust 2023-6
6.50
12/25/2067
0.08
Hertz Vehicle Financing III LP
1.68
12/27/2027
0.08
SG Residential Mortgage Trust 2022-
3.58
03/27/2062
0.08
Avis Budget Rental Car Funding AESO
5.25
04/20/2029
0.08
CSMC 2022-ATH1
3.35
01/25/2067
0.08
RTX Corp
5.15
02/27/2033
0.08
HPEFS Equipment Trust 2023-2
6.04
01/21/2031
0.08
Morgan Stanley
5.42
07/21/2034
0.08
Dryden 93 CLO Ltd
6.74
01/15/2034
0.08
PNC Financial Services Group Inc/Th
6.25
12/31/2099
0.08
California Health Facilities Financ
4.35
06/01/2041
0.08
ERAC USA Finance LLC
4.90
05/01/2033
0.08
Angel Oak Mortgage Trust 2020-3
1.69
04/25/2065
0.08
Capital One Financial Corp
7.15
10/29/2027
0.08
Meta Platforms Inc
5.75
05/15/2063
0.08
BX Trust 2022-LBA6
6.96
01/15/2039
0.08
Enbridge Inc
8.50
01/15/2084
0.08
Arthur J Gallagher & Co
6.75
02/15/2054
0.08
One Bryant Park Trust 2019-OBP
2.52
09/15/2054
0.08
Clean Harbors Inc
6.38
02/01/2031
0.08
Intuit Inc
5.50
09/15/2053
0.08
BX Commercial Mortgage Trust 2021-V
7.13
09/15/2036
0.08
Domino's Pizza Master Issuer LLC
3.67
10/25/2049
0.08
Verus Securitization Trust 2022-7
5.15
07/25/2067
0.08
Bristol-Myers Squibb Co
5.90
11/15/2033
0.08
Bristol-Myers Squibb Co
6.40
11/15/2063
0.08
Blackstone Secured Lending Fund
2.12
02/15/2027
0.07
Connecticut Avenue Securities Trust
7.64
01/25/2043
0.07
Hertz Vehicle Financing III LP
2.12
12/27/2027
0.07
HCA Inc
5.90
06/01/2053
0.07
Regal Rexnord Corp
6.40
04/15/2033
0.07
Norfolk Southern Corp
5.55
03/15/2034
0.07
Corebridge Global Funding
5.90
09/19/2028
0.07
Veralto Corp
5.45
09/18/2033
0.07
Freddie Mac Multifamily Structured
3.76
01/25/2029
0.07
Kenvue Inc
4.90
03/22/2033
0.07
Sumitomo Mitsui Financial Group Inc
6.18
07/13/2043
0.07
Ingersoll Rand Inc
5.70
08/14/2033
0.07
National Rural Utilities Cooperativ
7.12
09/15/2053
0.07
CVS Pass-Through Trust
5.77
01/10/2033
0.07
Wells Fargo & Co
5.57
07/25/2029
0.07
Norfolk Southern Corp
5.35
08/01/2054
0.07
US Bancorp
4.84
02/01/2034
0.07
Amgen Inc
5.65
03/02/2053
0.07
Charles Schwab Corp/The
5.85
05/19/2034
0.07
Quest Diagnostics Inc
6.40
11/30/2033
0.07
Capital One Financial Corp
6.31
06/08/2029
0.07
Charles Schwab Corp/The
5.64
05/19/2029
0.07
Amgen Inc
5.25
03/02/2033
0.07
Arthur J Gallagher & Co
6.50
02/15/2034
0.07
Amgen Inc
5.15
03/02/2028
0.07
Consolidated Edison Co of New York
5.50
03/15/2034
0.07
Verus Securitization Trust 2021-R1
0.82
10/25/2063
0.07
AP Moller - Maersk A/S
5.88
09/14/2033
0.07
Hyundai Capital America
5.60
03/30/2028
0.07
Anglo American Capital PLC
3.62
09/11/2024
0.06
Penske Truck Leasing Co Lp / PTL Fi
6.05
08/01/2028
0.06
Benchmark 2019-B14 Mortgage Trust
3.05
12/15/2062
0.06
Truist Financial Corp
5.87
06/08/2034
0.06
Kenvue Inc
5.00
03/22/2030
0.06
Toyota Motor Credit Corp
5.25
09/11/2028
0.06
CSMC 2021-NQM2
1.18
02/25/2066
0.06
AT&T Inc
5.40
02/15/2034
0.06
McDonald's Corp
5.45
08/14/2053
0.06
ConocoPhillips Co
5.55
03/15/2054
0.06
Brandywine Operating Partnership LP
7.80
03/15/2028
0.06
Capital One Financial Corp
6.38
06/08/2034
0.06
Morgan Stanley Capital I Trust 2019
4.07
03/15/2052
0.06
Freddie Mac STACR REMIC Trust 2023-
7.44
03/25/2043
0.06
Williams Cos Inc/The
5.65
03/15/2033
0.06
Lowe's Cos Inc
5.15
07/01/2033
0.06
Truist Financial Corp
6.05
06/08/2027
0.06
UPMC
5.04
05/15/2033
0.06
Morgan Stanley
5.16
04/20/2029
0.06
Amgen Inc
5.60
03/02/2043
0.06
UBS Commercial Mortgage Trust 2019-
3.60
04/15/2052
0.06
T-Mobile USA Inc
5.65
01/15/2053
0.06
Phillips 66 Co
5.30
06/30/2033
0.06
Enbridge Inc
5.70
03/08/2033
0.06
Fannie Mae Pool
3.50
05/01/2047
0.06
nVent Finance Sarl
5.65
05/15/2033
0.06
BHP Billiton Finance USA Ltd
5.50
09/08/2053
0.06
CVS Health Corp
5.30
06/01/2033
0.06
State Street Corp
5.16
05/18/2034
0.06
Verus Securitization Trust 2021-1
1.31
01/25/2066
0.06
AutoZone Inc
5.20
08/01/2033
0.06
Penske Truck Leasing Co Lp / PTL Fi
5.55
05/01/2028
0.06
Humana Inc
5.75
12/01/2028
0.06
Genesis Energy LP / Genesis Energy
8.88
04/15/2030
0.06
Oracle Corp
4.90
02/06/2033
0.06
Freddie Mac Gold Pool
5.50
09/01/2039
0.05
COMM 2015-CCRE25 Mortgage Trust
4.52
08/10/2048
0.05
ERAC USA Finance LLC
5.40
05/01/2053
0.05
Public Storage Operating Co
5.35
08/01/2053
0.05
Goldman Sachs Group Inc/The
4.12
12/31/2059
0.05
Angel Oak Mortgage Trust 2021-3
1.07
05/25/2066
0.05
Freddie Mac Multifamily Structured
0.94
05/25/2029
0.05
Southwestern Energy Co
5.38
03/15/2030
0.05
Banc of America Commercial Mortgage
3.99
09/15/2048
0.05
Bank of America Corp
5.29
04/25/2034
0.05
Patterson-UTI Energy Inc
7.15
10/01/2033
0.05
MidAmerican Energy Co
5.85
09/15/2054
0.05
BRAVO Residential Funding Trust 202
0.97
03/25/2060
0.05
Bristol-Myers Squibb Co
6.25
11/15/2053
0.05
Norfolk Southern Corp
5.05
08/01/2030
0.05
J M Smucker Co/The
6.20
11/15/2033
0.05
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.05
CenterPoint Energy Houston Electric
5.20
10/01/2028
0.05
Atmos Energy Corp
5.90
11/15/2033
0.05
RTX Corp
6.00
03/15/2031
0.05
Nordson Corp
5.80
09/15/2033
0.05
Kinder Morgan Inc
5.20
06/01/2033
0.05
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.05
United States Treasury Note/Bond
4.62
10/15/2026
0.05
Prologis LP
4.88
06/15/2028
0.05
Gilead Sciences Inc
5.55
10/15/2053
0.05
Advance Auto Parts Inc
5.95
03/09/2028
0.05
MetLife Inc
5.25
01/15/2054
0.05
Prologis LP
5.12
01/15/2034
0.05
Piedmont Natural Gas Co Inc
5.40
06/15/2033
0.05
Western Midstream Operating LP
6.15
04/01/2033
0.05
CVS Health Corp
5.00
01/30/2029
0.05
Dominion Energy South Carolina Inc
6.25
10/15/2053
0.05
Benchmark 2019-B14 Mortgage Trust
3.77
12/15/2062
0.05
Marriott International Inc/MD
4.90
04/15/2029
0.05
Energy Transfer LP
6.10
12/01/2028
0.05
Genesis Energy LP / Genesis Energy
8.25
01/15/2029
0.05
Cheniere Energy Partners LP
5.95
06/30/2033
0.05
Duke Energy Indiana LLC
5.40
04/01/2053
0.05
Carrier Global Corp
6.20
03/15/2054
0.05
Regal Rexnord Corp
6.05
04/15/2028
0.05
Fifth Third Bancorp
4.77
07/28/2030
0.05
UnitedHealth Group Inc
5.30
02/15/2030
0.05
PNC Financial Services Group Inc/Th
6.20
12/31/2099
0.05
T-Mobile USA Inc
5.05
07/15/2033
0.05
Aviation Capital Group LLC
6.25
04/15/2028
0.05
Providence St Joseph Health Obligat
2.70
10/01/2051
0.05
Office Properties Income Trust
4.25
05/15/2024
0.04
Dominion Energy Inc
5.38
11/15/2032
0.04
Principal Financial Group Inc
5.38
03/15/2033
0.04
Citigroup Mortgage Loan Trust 2006-
7.11
10/25/2035
0.04
ConocoPhillips Co
5.70
09/15/2063
0.04
LXP Industrial Trust
6.75
11/15/2028
0.04
BANK 2019-BNK16
0.94
02/15/2052
0.04
Sealed Air Corp/Sealed Air Corp US
7.25
02/15/2031
0.04
JPMorgan Chase & Co
5.72
09/14/2033
0.04
Bank of New York Mellon Corp/The
4.97
04/26/2034
0.04
Southern Co Gas Capital Corp
5.75
09/15/2033
0.04
Benchmark 2019-B15 Mortgage Trust
3.56
12/15/2072
0.04
Atmos Energy Corp
6.20
11/15/2053
0.04
Wendy's Funding LLC
3.88
03/15/2048
0.04
Goldman Sachs Group Inc/The
6.21
12/09/2026
0.04
NextEra Energy Capital Holdings Inc
6.05
03/01/2025
0.04
Morgan Stanley Capital I Trust 2019
3.49
11/15/2052
0.04
Ford Motor Credit Co LLC
7.20
06/10/2030
0.04
Exelon Corp
5.60
03/15/2053
0.04
Apache Corp
7.75
12/15/2029
0.04
NNN REIT Inc
5.60
10/15/2033
0.04
Freddie Mac Pool
4.00
07/01/2049
0.04
Carrier Global Corp
5.90
03/15/2034
0.04
Constellation Energy Generation LLC
6.12
01/15/2034
0.04
Occidental Petroleum Corp
4.62
06/15/2045
0.04
Nasdaq Inc
5.55
02/15/2034
0.04
UnitedHealth Group Inc
5.35
02/15/2033
0.04
Ameren Illinois Co
4.95
06/01/2033
0.04
Triton Container International Ltd
3.15
06/15/2031
0.04
Carnival Corp
7.00
08/15/2029
0.04
Morgan Stanley
5.45
07/20/2029
0.04
BAT Capital Corp
7.08
08/02/2043
0.04
Bank of Montreal
5.30
06/05/2026
0.04
Citigroup Commercial Mortgage Trust
0.98
10/12/2050
0.04
Verus Securitization Trust 2020-1
2.64
01/25/2060
0.04
Wells Fargo & Co
5.39
04/24/2034
0.04
T-Mobile USA Inc
6.00
06/15/2054
0.04
Oracle Corp
6.90
11/09/2052
0.04
Royal Bank of Canada
5.00
02/01/2033
0.04
F&G Annuities & Life Inc
7.40
01/13/2028
0.04
CSMC Mortgage-Backed Trust 2006-6
6.00
07/25/2036
0.04
DB Master Finance LLC
4.35
05/20/2049
0.04
DB Master Finance LLC
4.02
05/20/2049
0.04
Intercontinental Exchange Inc
5.20
06/15/2062
0.04
Public Service Co of New Hampshire
5.35
10/01/2033
0.04
Comcast Corp
5.50
11/15/2032
0.04
Sonic Capital LLC
3.85
01/20/2050
0.04
Freddie Mac REMICS
6.50
06/15/2032
0.04
Verus Securitization Trust 2020-1
2.42
01/25/2060
0.04
Union Pacific Corp
5.15
01/20/2063
0.04
Alabama Power Co
5.85
11/15/2033
0.04
Constellation Energy Generation LLC
6.50
10/01/2053
0.04
Leidos Inc
5.75
03/15/2033
0.04
GS Mortgage Securities Trust 2020-G
2.91
02/13/2053
0.04
Energy Transfer LP
6.55
12/01/2033
0.03
Public Service Co of Colorado
5.25
04/01/2053
0.03
L3Harris Technologies Inc
5.60
07/31/2053
0.03
Petroleos Mexicanos
6.70
02/16/2032
0.03
Visio 2020-1R Trust
1.31
11/25/2055
0.03
L3Harris Technologies Inc
5.40
07/31/2033
0.03
ONEOK Inc
5.65
11/01/2028
0.03
Sierra Pacific Power Co
5.90
03/15/2054
0.03
Freddie Mac REMICS
6.50
06/15/2028
0.03
Virginia Electric and Power Co
5.00
04/01/2033
0.03
UnitedHealth Group Inc
5.05
04/15/2053
0.03
MPLX LP
5.00
03/01/2033
0.03
Piedmont Healthcare Inc
2.86
01/01/2052
0.03
Merck & Co Inc
5.00
05/17/2053
0.03
Truist Financial Corp
4.92
07/28/2033
0.03
BAT Capital Corp
7.08
08/02/2053
0.03
Freddie Mac REMICS
6.50
04/15/2028
0.03
KeyCorp
3.88
05/23/2025
0.03
Kenvue Inc
5.05
03/22/2028
0.03
Travelers Cos Inc/The
5.45
05/25/2053
0.03
WaMu Mortgage Pass-Through Certific
4.92
12/25/2035
0.03
Truist Financial Corp
5.12
01/26/2034
0.03
Georgia Power Co
4.95
05/17/2033
0.03
British Airways 2021-1 Class A Pass
2.90
03/15/2035
0.03
Southwestern Electric Power Co
5.30
04/01/2033
0.03
Delta Air Lines Inc / SkyMiles IP L
4.75
10/20/2028
0.03
Freddie Mac Multifamily Structured
3.63
01/25/2029
0.03
Truist Financial Corp
4.87
01/26/2029
0.03
Kenvue Inc
5.10
03/22/2043
0.03
PNC Financial Services Group Inc/Th
5.07
01/24/2034
0.03
Oracle Corp
5.55
02/06/2053
0.03
Nasdaq Inc
6.10
06/28/2063
0.03
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.03
BP Capital Markets America Inc
4.81
02/13/2033
0.03
Ritchie Bros Holdings Inc
6.75
03/15/2028
0.03
Oracle Corp
6.25
11/09/2032
0.03
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.03
CSMC 2021-NQM1
0.81
05/25/2065
0.03
Eli Lilly & Co
4.88
02/27/2053
0.03
CVS Health Corp
6.00
06/01/2063
0.03
US Bancorp
5.85
10/21/2033
0.03
Amgen Inc
5.25
03/02/2030
0.03
Kenvue Inc
5.20
03/22/2063
0.03
Energy Transfer LP
6.40
12/01/2030
0.03
Enbridge Inc
7.38
01/15/2083
0.03
M&T Bank Corp
5.05
01/27/2034
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Duke Energy Carolinas LLC
5.35
01/15/2053
0.03
UnitedHealth Group Inc
5.20
04/15/2063
0.03
Lowe's Cos Inc
5.00
04/15/2033
0.03
CVS Health Corp
5.88
06/01/2053
0.03
Piedmont Healthcare Inc
2.72
01/01/2042
0.03
Kinder Morgan Inc
5.45
08/01/2052
0.03
Fannie Mae REMICS
4.58
03/25/2036
0.03
Fannie Mae REMICS
6.00
12/25/2031
0.03
Target Corp
4.80
01/15/2053
0.03
Columbia Pipelines Holding Co LLC
6.05
08/15/2026
0.03
Vistra Corp
7.00
12/31/2079
0.02
Benchmark 2018-B3 Mortgage Trust
4.52
04/10/2051
0.02
Nordson Corp
5.60
09/15/2028
0.02
Angel Oak Mortgage Trust 2020-1
2.16
12/25/2059
0.02
MidAmerican Energy Co
5.35
01/15/2034
0.02
Fannie Mae Pool
5.50
05/01/2036
0.02
Cox Communications Inc
5.70
06/15/2033
0.02
Textron Inc
6.10
11/15/2033
0.02
Romanian Government International B
5.25
11/25/2027
0.02
Freddie Mac REMICS
6.50
10/15/2029
0.02
Nasdaq Inc
5.35
06/28/2028
0.02
Freddie Mac Pool
4.00
11/01/2048
0.02
UPMC
5.38
05/15/2043
0.02
Florida Power & Light Co
4.80
05/15/2033
0.02
UnitedHealth Group Inc
5.25
02/15/2028
0.02
WEC Energy Group Inc
5.15
10/01/2027
0.02
Enbridge Inc
7.62
01/15/2083
0.02
Freddie Mac Structured Agency Credi
9.45
08/25/2024
0.02
Chase Mortgage Finance Corp
3.75
12/25/2045
0.02
Penske Truck Leasing Co Lp / PTL Fi
6.20
06/15/2030
0.02
Marsh & McLennan Cos Inc
5.45
03/15/2053
0.02
Public Service Electric and Gas Co
5.12
03/15/2053
0.02
Vodafone Group PLC
4.12
06/04/2081
0.02
Banc of America Funding 2007-1 Trus
6.00
01/25/2037
0.02
Sabine Pass Liquefaction LLC
5.90
09/15/2037
0.02
Fifth Third Bancorp
1.71
11/01/2027
0.02
Evergy Metro Inc
4.95
04/15/2033
0.02
Vodafone Group PLC
5.12
06/04/2081
0.02
Chase Mortgage Finance Trust Series
4.46
01/25/2036
0.02
GMACM Mortgage Loan Trust 2006-AR1
3.36
04/19/2036
0.02
UBS Commercial Mortgage Trust 2017-
1.07
11/15/2050
0.02
Pfizer Investment Enterprises Pte L
5.30
05/19/2053
0.02
Ginnie Mae II Pool
4.00
07/20/2049
0.02
Ellington Financial Mortgage Trust
0.80
02/25/2066
0.02
Global Atlantic Fin Co
4.70
10/15/2051
0.02
Wells Fargo Commercial Mortgage Tru
0.86
12/15/2050
0.02
Northern Trust Corp
6.12
11/02/2032
0.02
First Horizon Alternative Mortgage
5.50
11/25/2035
0.02
Bank of New York Mellon Corp/The
5.83
10/25/2033
0.02
Structured Asset Securities Corp Mo
6.60
11/25/2033
0.02
Fannie Mae REMICS
6.50
10/25/2028
0.02
Fannie Mae REMICS
0.45
09/25/2047
0.02
Oklahoma Gas and Electric Co
5.60
04/01/2053
0.02
Murphy Oil Corp
6.38
07/15/2028
0.02
Morgan Stanley
5.12
02/01/2029
0.02
PNC Financial Services Group Inc/Th
6.04
10/28/2033
0.02
Truist Financial Corp
6.12
10/28/2033
0.02
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.02
Freddie Mac Multifamily Structured
4.06
10/25/2028
0.02
Tractor Supply Co
5.25
05/15/2033
0.02
Freddie Mac Multifamily Structured
4.03
10/25/2028
0.02
Southwest Gas Corp
5.45
03/23/2028
0.02
Penske Truck Leasing Co Lp / PTL Fi
5.70
02/01/2028
0.02
Philip Morris International Inc
5.12
11/17/2027
0.02
Fifth Third Bancorp
2.38
01/28/2025
0.02
KeyCorp
2.55
10/01/2029
0.02
Merck & Co Inc
5.15
05/17/2063
0.02
Extra Space Storage LP
5.70
04/01/2028
0.02
CenterPoint Energy Houston Electric
4.85
10/01/2052
0.02
Citizens Financial Group Inc
5.64
05/21/2037
0.02
Chase Mortgage Finance Corp
3.75
04/25/2045
0.02
Bear Stearns ARM Trust 2005-9
0.76
10/25/2035
0.02
Republic Services Inc
5.00
04/01/2034
0.02
Office Properties Income Trust
4.50
02/01/2025
0.02
Starwood Mortgage Residential Trust
1.03
11/25/2055
0.02
Citigroup Inc
4.00
12/31/2079
0.02
Morgan Stanley
5.95
01/19/2038
0.02
Benchmark 2018-B1 Mortgage Trust
0.52
01/15/2051
0.02
Charles Schwab Corp/The
5.00
12/31/2099
0.02
Fannie Mae REMICS
4.21
06/25/2036
0.02
Bank of America Corp
5.01
07/22/2033
0.02
Freddie Mac STACR REMIC Trust 2020-
8.14
10/25/2050
0.02
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.02
Warnermedia Holdings Inc
5.05
03/15/2042
0.02
Sealed Air Corp/Sealed Air Corp US
6.12
02/01/2028
0.02
McCormick & Co Inc/MD
4.95
04/15/2033
0.02
Chase Home Lending Mortgage Trust 2
3.50
07/25/2049
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.01
Lowe's Cos Inc
5.85
04/01/2063
0.01
Fifth Third Bancorp
6.34
07/27/2029
0.01
Duke Energy Corp
5.00
08/15/2052
0.01
Ingersoll Rand Inc
5.40
08/14/2028
0.01
WaMu Mortgage Pass-Through Certific
4.93
12/25/2035
0.01
Delta Air Lines Inc / SkyMiles IP L
4.50
10/20/2025
0.01
Penske Truck Leasing Co Lp / PTL Fi
5.75
05/24/2026
0.01
US Bancorp
4.97
07/22/2033
0.01
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.01
WaMu Mortgage Pass-Through Certific
5.88
10/25/2033
0.01
Residential Mortgage Loan Trust 202
2.38
01/26/2060
0.01
Regal Rexnord Corp
6.30
02/15/2030
0.01
Nasdaq Inc
5.95
08/15/2053
0.01
Lowe's Cos Inc
5.75
07/01/2053
0.01
New Residential Mortgage Loan Trust
2.46
01/26/2060
0.01
American Electric Power Co Inc
5.75
11/01/2027
0.01
Lockheed Martin Corp
5.10
11/15/2027
0.01
Warnermedia Holdings Inc
5.39
03/15/2062
0.01
GCAT 2019-NQM3 Trust
3.69
11/25/2059
0.01
Government National Mortgage Associ
4.50
09/16/2047
0.01
Fannie Mae REMICS
6.50
11/25/2029
0.01
Goldman Sachs Group Inc/The
8.50
12/31/2079
0.01
Banc of America Mortgage 2007-1 Tru
6.00
03/25/2037
0.01
United Airlines 2020-1 Class A Pass
5.88
10/15/2027
0.01
Freddie Mac Gold Pool
6.50
04/01/2034
0.01
Ellington Financial Mortgage Trust
2.74
11/25/2059
0.01
Morgan Stanley Capital I 2017-HR2
0.85
12/15/2050
0.01
Fannie Mae REMICS
4.21
06/25/2036
0.01
JPMorgan Chase & Co
4.85
07/25/2028
0.01
CD 2017-CD6 Mortgage Trust
0.87
11/13/2050
0.01
Realty Income Corp
5.62
10/13/2032
0.01
Wells Fargo Commercial Mortgage Tru
2.93
05/15/2048
0.01
Public Storage Operating Co
5.12
01/15/2029
0.01
JPMBB Commercial Mortgage Securitie
1.14
02/15/2048
0.01
Thornburg Mortgage Securities Trust
4.66
04/25/2045
0.01
Fannie Mae Interest Strip
6.50
04/25/2032
0.01
Southern Co/The
5.70
10/15/2032
0.01
Dollar General Corp
5.50
11/01/2052
0.01
Government National Mortgage Associ
0.73
10/16/2047
0.01
CVS Health Corp
5.25
01/30/2031
0.01
NiSource Inc
5.25
03/30/2028
0.01
Constellation Brands Inc
4.90
05/01/2033
0.01
Angel Oak Mortgage Trust 2020-5
1.37
05/25/2065
0.01
Mastr Asset Backed Securities Trust
5.67
08/25/2036
0.01
Wells Fargo & Co
4.81
07/25/2028
0.01
Piedmont Healthcare Inc
2.04
01/01/2032
0.01
New Residential Mortgage Loan Trust
2.49
09/25/2059
0.01
Wells Fargo & Co
4.90
07/25/2033
0.01
Fannie Mae REMICS
6.00
11/25/2028
0.01
Freddie Mac Gold Pool
6.50
07/01/2028
0.01
Philip Morris International Inc
5.00
11/17/2025
0.01
JP Morgan Mortgage Trust 2007-A1
5.04
07/25/2035
0.01
Wells Fargo & Co Conv Pfd
0.01
Citigroup Inc
6.25
12/31/2079
0.01
Hyundai Capital America
5.80
04/01/2030
0.01
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Freddie Mac Gold Pool
7.00
10/01/2031
0.01
Bank of America Corp
4.95
07/22/2028
0.01
Fannie Mae Pool
3.50
12/01/2030
0.01
National Rural Utilities Cooperativ
5.80
01/15/2033
0.01
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.01
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.01
Ellington Financial Mortgage Trust
2.01
05/25/2065
0.01
Charter Communications Operating LL
7.29
02/01/2024
0.01
Ecopetrol SA
5.88
05/28/2045
0.01
Fannie Mae REMICS
6.39
06/25/2037
0.01
Ecopetrol SA
4.62
11/02/2031
0.01
Metropolitan Edison Co
5.20
04/01/2028
0.01
General Motors Financial Co Inc
5.40
04/06/2026
0.01
Freddie Mac REMICS
6.50
06/15/2031
0.01
Freddie Mac REMICS
0.62
05/15/2038
0.01
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.01
Banc of America Funding 2007-C Trus
4.38
05/20/2036
0.01
Starwood Mortgage Residential Trust
2.27
02/25/2050
0.01
Philip Morris International Inc
5.75
11/17/2032
0.01
Lockheed Martin Corp
5.90
11/15/2063
0.01
Fannie Mae Interest Strip
7.00
04/25/2032
0.01
Morgan Stanley
5.00
11/24/2025
0.01
Prudential Financial Inc
5.20
03/15/2044
0.01
Royal Bank of Canada
6.09
01/21/2027
0.01
Bank of New York Mellon Corp/The
3.75
12/31/2079
0.01
Fannie Mae Interest Strip
6.00
03/25/2036
0.01
Freddie Mac REMICS
1.25
01/15/2035
0.01
GSR Mortgage Loan Trust 2005-AR4
4.65
07/25/2035
0.01
Government National Mortgage Associ
1.18
04/16/2041
0.01
Targa Resources Corp
6.25
07/01/2052
0.01
Intercontinental Exchange Inc
4.95
06/15/2052
0.01
Bank of America Corp
6.44
02/04/2028
0.01
Warnermedia Holdings Inc
5.14
03/15/2052
0.01
Kinder Morgan Inc
4.80
02/01/2033
0.01
Anheuser-Busch InBev Worldwide Inc
8.20
01/15/2039
0.01
Kite Realty Group LP
4.00
10/01/2026
0.01
Fannie Mae Pool
5.50
02/01/2035
0.01
Lowe's Cos Inc
5.80
09/15/2062
0.01
Brunswick Corp/DE
5.10
04/01/2052
0.00
MPLX LP
4.95
03/14/2052
0.00
CSFB Mortgage-Backed Pass-Through C
4.15
06/25/2034
0.00
Dell International LLC / EMC Corp
5.30
10/01/2029
0.00
Freddie Mac REMICS
3.50
05/15/2032
0.00
Fannie Mae REMICS
5.50
07/25/2046
0.00
Bank of America Corp
6.50
12/31/2099
0.00
Synchrony Financial
4.25
08/15/2024
0.00
Brookfield Corp
4.00
01/15/2025
0.00
Huntington Bancshares Inc/OH
4.00
05/15/2025
0.00
AT&T Inc
4.30
02/15/2030
0.00
MPLX LP
4.25
12/01/2027
0.00
Fannie Mae Interest Strip
5.50
09/25/2033
0.00
Penske Truck Leasing Co Lp / PTL Fi
4.00
07/15/2025
0.00
Broadcom Inc
4.93
05/15/2037
0.00
Bank of America Corp
4.27
07/23/2029
0.00
Energy Transfer LP
4.00
10/01/2027
0.00
Citigroup Inc
4.08
04/23/2029
0.00
Broadcom Inc
4.15
11/15/2030
0.00
Manulife Financial Corp
4.06
02/24/2032
0.00
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.00
Fannie Mae REMICS
0.65
10/25/2035
0.00
Republic of Poland Government Inter
5.75
11/16/2032
0.00
Fannie Mae REMICS
1.25
05/25/2035
0.00
Fannie Mae Interest Strip
6.50
02/25/2033
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
JPMorgan Chase & Co
6.64
05/15/2047
0.00
S&P Global Inc
3.90
03/01/2062
0.00
Interpublic Group of Cos Inc/The
4.20
04/15/2024
0.00
AbbVie Inc
3.85
06/15/2024
0.00
Fannie Mae REMICS
0.70
12/25/2042
0.00
WPP Finance 2010
3.75
09/19/2024
0.00
American Tower Corp
4.00
06/01/2025
0.00
Fannie Mae REMICS
2.80
05/25/2033
0.00
JPMorgan Chase & Co
3.78
02/01/2028
0.00
American Airlines 2021-1 Class A Pa
2.88
07/11/2034
0.00
Freddie Mac REMICS
4.76
08/15/2035
0.00
Apple Inc
4.38
05/13/2045
0.00
Fannie Mae REMICS
2.55
09/25/2032
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae Interest Strip
6.00
06/25/2033
0.00
Verizon Communications Inc
2.85
09/03/2041
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Verus Securitization Trust 2020-INV
0.33
03/25/2060
0.00
JBS USA LUX SA / JBS USA Food Co /
3.75
12/01/2031
0.00
S&P Global Inc
3.70
03/01/2052
0.00
Fannie Mae Pool
7.00
12/01/2032
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
BAE Systems Holdings Inc
3.85
12/15/2025
0.00
Fannie Mae REMICS
2.55
12/25/2032
0.00
Fannie Mae REMICS
2.55
04/25/2032
0.00
Chase Home Lending Mortgage Trust 2
4.00
04/25/2049
0.00
Freddie Mac REMICS
0.65
01/15/2044
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae REMICS
2.45
11/25/2031
0.00
Fannie Mae Interest Strip
6.50
02/25/2033
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Freddie Mac Strips
0.00
06/01/2026
0.00
Fannie Mae REMICS
2.55
08/25/2032
0.00
Brixmor Operating Partnership LP
4.12
05/15/2029
0.00
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
RALI Series 2007-QS6 Trust
5.75
04/25/2037
0.00
Freddie Mac REMICS
3.00
06/15/2027
0.00
Fannie Mae REMICS
2.80
02/25/2033
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.00
Structured Adjustable Rate Mortgage
5.93
09/25/2034
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.00
Dell International LLC / EMC Corp
6.02
06/15/2026
0.00
Moody's Corp
5.25
07/15/2044
0.00
Hyundai Capital America
5.88
04/07/2025
0.00
UnitedHealth Group Inc
3.75
07/15/2025
0.00
Physicians Realty LP
4.30
03/15/2027
0.00
JPMorgan Chase & Co
3.62
12/01/2027
0.00
MetLife Inc
3.85
12/31/2099
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Apple Inc
4.25
02/09/2047
0.00
Freddie Mac REMICS
0.80
12/15/2039
0.00
Fannie Mae Pool
6.50
01/01/2034
0.00
Realty Income Corp
2.20
06/15/2028
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae REMICS
0.60
03/25/2035
0.00
Allstate Corp/The
4.20
12/15/2046
0.00
Adjustable Rate Mortgage Trust 2004
0.71
02/25/2035
0.00
Government National Mortgage Associ
1.08
04/16/2037
0.00
Fannie Mae REMICS
1.10
10/25/2041
0.00
Fannie Mae Interest Strip
5.50
05/25/2034
0.00
Fannie Mae REMICS
1.65
11/25/2030
0.00
Penn Mutual Life Insurance Co/The
3.80
04/29/2061
0.00
Freddie Mac Gold Pool
6.50
12/01/2028
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Fannie Mae REMICS
1.15
05/25/2035
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Fannie Mae Pool
7.50
01/01/2033
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Freddie Mac REMICS
1.27
05/15/2035
0.00
Freddie Mac REMICS
1.30
02/15/2035
0.00
Fannie Mae REMICS
2.50
01/25/2032
0.00
Freddie Mac Gold Pool
5.00
12/01/2034
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae REMICS
2.66
12/18/2032
0.00
Freddie Mac REMICS
5.85
09/15/2035
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Freddie Mac REMICS
2.20
03/15/2029
0.00
Fannie Mae REMICS
1.30
03/25/2035
0.00
Fannie Mae Pool
7.00
01/01/2030
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Freddie Mac REMICS
6.45
02/15/2032
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Fannie Mae REMICS
5.70
08/25/2035
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Fannie Mae REMICS
1.55
08/25/2032
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Freddie Mac REMICS
2.20
07/15/2026
0.00
Freddie Mac REMICS
1.55
12/15/2037
0.00
Fannie Mae REMICS
2.56
12/18/2032
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Freddie Mac REMICS
0.55
04/15/2038
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Freddie Mac REMICS
8.00
03/15/2030
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Fannie Mae REMICS
2.65
04/25/2032
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae REMICS
1.55
08/25/2032
0.00
Fannie Mae REMICS
1.80
01/25/2032
0.00
Freddie Mac REMICS
0.70
07/15/2035
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Fannie Mae REMICS
2.66
12/18/2032
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae REMICS
2.46
11/18/2031
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Ginnie Mae I Pool
7.00
07/15/2031
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
1.55
09/25/2032
0.00
Ginnie Mae I Pool
7.00
03/15/2026
0.00
Fannie Mae REMICS
1.30
05/25/2035
0.00
Fannie Mae REMICS
1.55
04/25/2032
0.00
Fannie Mae REMICS
2.55
07/25/2032
0.00
Fannie Mae REMICS
0.60
07/25/2038
0.00
Fannie Mae REMICS
2.56
03/18/2032
0.00
Fannie Mae REMICS
2.65
03/25/2032
0.00
Fannie Mae REMICS
2.55
07/25/2032
0.00
Fannie Mae REMICS
6.50
10/25/2031
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae REMICS
2.55
09/25/2032
0.00
Fannie Mae REMICS
2.45
11/25/2031
0.00
Freddie Mac REMICS
2.65
06/15/2029
0.00
Fannie Mae REMICS
2.35
04/25/2032
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Fannie Mae REMICS
2.46
12/18/2031
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Freddie Mac REMICS
3.25
07/17/2028
0.00
USD/EUR CFWD2024215
02/15/2024
-0.00
CASH & EQUIVALENTS
0.00
-0.09
as of 12/31/2023
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 4.50 | 11/15/2033 | 7.22 |
| Fannie Mae or Freddie Mac | 5.00 | 01/01/2053 | 4.80 |
| Invesco Treasury Portfolio | 3.74 | ||
| Fannie Mae or Freddie Mac | 5.50 | 01/01/2053 | 3.73 |
| United States Treasury Note/Bond | 4.12 | 08/15/2053 | 3.71 |
| United States Treasury Note/Bond | 4.38 | 11/30/2028 | 3.47 |
| Invesco Government & Agency Portfol | 3.27 | ||
| United States Treasury Note/Bond | 4.75 | 11/15/2043 | 2.59 |
| Fannie Mae or Freddie Mac | 3.50 | 01/01/2054 | 2.47 |
| Invesco Liquid Assets Portfolio | 2.35 | ||
| Ginnie Mae II Pool | 4.50 | 01/01/2046 | 2.07 |
| Ginnie Mae II Pool | 5.50 | 01/01/2054 | 1.66 |
| United States Treasury Note/Bond | 4.38 | 11/30/2030 | 1.22 |
| United States Treasury Note/Bond | 4.88 | 11/30/2025 | 1.18 |
| Piedmont Operating Partnership LP | 9.25 | 07/20/2028 | 0.68 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2037 | 0.59 |
| Madison Park Funding XLVIII Ltd | 6.81 | 04/19/2033 | 0.59 |
| Bain Capital Credit CLO 2017-2 Ltd | 6.82 | 07/25/2034 | 0.58 |
| United States Treasury Note/Bond | 4.38 | 12/15/2026 | 0.55 |
| COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.54 |
| CSAIL 2020-C19 Commercial Mortgage | 2.56 | 03/15/2053 | 0.52 |
| MAG MUTUAL HOLDING COMPANY | 4.75 | 04/30/2041 | 0.50 |
| Morgan Stanley Bank of America Merr | 3.83 | 12/15/2047 | 0.46 |
| Avis Budget Rental Car Funding AESO | 3.83 | 08/21/2028 | 0.42 |
| TICP CLO XV Ltd | 6.96 | 04/20/2033 | 0.41 |
| COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.35 |
| United States Treasury Bill | 0.00 | 04/18/2024 | 0.35 |
| Banco Santander SA | 9.62 | 12/31/2099 | 0.35 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.34 |
| OCP CLO 2020-8R Ltd | 6.88 | 01/17/2032 | 0.34 |
| Banco Santander SA | 9.62 | 12/31/2079 | 0.34 |
| Synchrony Card Funding LLC | 3.86 | 07/15/2028 | 0.33 |
| Australia & New Zealand Banking Gro | 6.74 | 12/08/2032 | 0.33 |
| Ecopetrol SA | 8.88 | 01/13/2033 | 0.32 |
| Octagon Investment Partners 31 Ltd | 6.73 | 07/20/2030 | 0.32 |
| Flagstar Mortgage Trust 2021-11INV | 3.70 | 11/25/2051 | 0.32 |
| Octagon Investment Partners 49 Ltd | 6.88 | 01/15/2033 | 0.32 |
| Mitsubishi UFJ Financial Group Inc | 8.20 | 12/31/2099 | 0.31 |
| Westpac Banking Corp | 6.82 | 11/17/2033 | 0.30 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2053 | 0.29 |
| CVR Energy Inc | 8.50 | 01/15/2029 | 0.29 |
| Apollo Global Management Inc Pfd | 0.29 | ||
| Qdoba Funding LLC | 8.50 | 09/14/2053 | 0.29 |
| Avis Budget Rental Car Funding AESO | 5.49 | 06/20/2029 | 0.28 |
| Ford Motor Credit Co LLC | 6.80 | 05/12/2028 | 0.28 |
| Goldman Sachs Group Inc/The | 7.50 | 12/31/2099 | 0.28 |
| AMSR 2021-SFR3 Trust | 1.73 | 10/17/2038 | 0.27 |
| HSBC Holdings PLC | 6.33 | 03/09/2044 | 0.27 |
| Foundry JV Holdco LLC | 5.88 | 01/25/2034 | 0.27 |
| Federation des Caisses Desjardins d | 4.55 | 08/23/2027 | 0.27 |
| TierPoint Issuer LLC | 6.00 | 06/25/2053 | 0.26 |
| Emerald Debt Merger Sub LLC | 6.62 | 12/15/2030 | 0.26 |
| Gabon Blue Bond Master Trust Series | 6.10 | 08/01/2038 | 0.26 |
| Golub Capital Partners CLO 40B Ltd | 6.73 | 01/25/2032 | 0.26 |
| Life 2021-BMR Mortgage Trust | 6.36 | 03/15/2038 | 0.26 |
| Bank of Nova Scotia/The | 8.62 | 10/27/2082 | 0.25 |
| SG Residential Mortgage Trust 2022- | 3.17 | 03/27/2062 | 0.25 |
| BX Trust 2022-LBA6 | 6.36 | 01/15/2039 | 0.25 |
| CSMC 2022-ATH1 | 2.87 | 01/25/2067 | 0.25 |
| Frontier Issuer LLC | 6.60 | 08/20/2053 | 0.25 |
| Bayview MSR Opportunity Master Fund | 2.50 | 11/25/2051 | 0.25 |
| Textainer Marine Containers VII Ltd | 2.23 | 04/20/2046 | 0.24 |
| Angel Oak Mortgage Trust 2022-1 | 2.88 | 12/25/2066 | 0.24 |
| Credit Agricole SA | 4.38 | 03/17/2025 | 0.24 |
| Concentrix Corp | 6.85 | 08/02/2033 | 0.24 |
| Wells Fargo & Co | 6.49 | 10/23/2034 | 0.24 |
| Morgan Stanley Bank NA | 5.88 | 10/30/2026 | 0.24 |
| Sumitomo Mitsui Financial Group Inc | 5.81 | 09/14/2033 | 0.24 |
| Starwood Mortgage Residential Trust | 1.92 | 11/25/2066 | 0.23 |
| Standard Chartered PLC | 7.75 | 12/31/2079 | 0.23 |
| Ginnie Mae II Pool | 2.00 | 01/01/2054 | 0.23 |
| COLT 2022-3 Mortgage Loan Trust | 3.90 | 02/25/2067 | 0.23 |
| OHA Loan Funding 2016-1 Ltd | 6.94 | 01/20/2033 | 0.23 |
| Bank of America Corp | 7.75 | 05/14/2038 | 0.22 |
| Genuine Parts Co | 6.50 | 11/01/2028 | 0.22 |
| J.P. Morgan Mortgage Trust 2021-LTV | 2.52 | 05/25/2052 | 0.22 |
| Intesa Sanpaolo SpA | 7.80 | 11/28/2053 | 0.22 |
| OBX 2022-NQM2 Trust | 2.96 | 01/25/2062 | 0.22 |
| State Street Corp | 5.68 | 11/21/2029 | 0.22 |
| CSMC 2022-ATH2 | 4.55 | 05/25/2067 | 0.22 |
| Connecticut Avenue Securities Trust | 7.44 | 03/25/2042 | 0.21 |
| KKR CLO 30 Ltd | 6.68 | 10/17/2031 | 0.21 |
| Neuberger Berman Loan Advisers CLO | 6.68 | 04/19/2030 | 0.21 |
| Bayview MSR Opportunity Master Fund | 3.00 | 11/25/2051 | 0.21 |
| Mercedes-Benz Finance North America | 5.10 | 08/03/2028 | 0.21 |
| Goldentree Loan Management US CLO 5 | 6.75 | 10/20/2032 | 0.21 |
| Med Trust 2021-MDLN | 6.43 | 11/15/2038 | 0.20 |
| JPMorgan Chase & Co | 6.25 | 10/23/2034 | 0.20 |
| Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 0.20 |
| Toronto-Dominion Bank/The | 8.12 | 10/31/2082 | 0.20 |
| Bayview MSR Opportunity Master Fund | 3.00 | 10/25/2051 | 0.20 |
| Polaris Inc | 6.95 | 03/15/2029 | 0.20 |
| GS Mortgage Securities Trust 2020-G | 2.38 | 05/12/2053 | 0.20 |
| ZF North America Capital Inc | 7.12 | 04/14/2030 | 0.20 |
| Neuberger Berman Loan Advisers Clo | 6.72 | 04/16/2033 | 0.20 |
| Verus Securitization Trust 2021-7 | 1.83 | 10/25/2066 | 0.20 |
| Symphony CLO XXII Ltd | 6.95 | 04/18/2033 | 0.20 |
| BPCE SA | 5.94 | 01/14/2025 | 0.20 |
| Citigroup Inc | 7.38 | 12/31/2099 | 0.20 |
| Ford Motor Credit Co LLC | 6.95 | 06/10/2026 | 0.20 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.20 |
| Citigroup Mortgage Loan Trust 2021- | 2.50 | 05/25/2051 | 0.19 |
| Cedar Funding IX CLO Ltd | 6.66 | 04/20/2031 | 0.19 |
| Metropolitan Life Global Funding I | 5.15 | 03/28/2033 | 0.19 |
| Sumitomo Mitsui Trust Bank Ltd | 5.55 | 09/14/2028 | 0.19 |
| BX Commercial Mortgage Trust 2021-V | 6.18 | 09/15/2036 | 0.19 |
| Progress Residential 2022-SFR5 Trus | 4.45 | 06/17/2039 | 0.19 |
| OPEC Fund for International Develop | 4.50 | 01/26/2026 | 0.19 |
| OCP CLO 2017-13 Ltd | 6.62 | 07/15/2030 | 0.19 |
| Manufacturers & Traders Trust Co | 2.90 | 02/06/2025 | 0.19 |
| Onslow Bay Mortgage Loan Trust | 1.96 | 10/25/2061 | 0.19 |
| Bayview MSR Opportunity Master Fund | 2.50 | 10/25/2051 | 0.19 |
| Synovus Bank/Columbus GA | 5.62 | 02/15/2028 | 0.19 |
| Charter Communications Operating LL | 6.65 | 02/01/2034 | 0.19 |
| McDonald's Corp | 4.80 | 08/14/2028 | 0.19 |
| Cooperatieve Rabobank UA | 3.65 | 04/06/2028 | 0.19 |
| Starwood Mortgage Residential Trust | 2.45 | 12/25/2066 | 0.19 |
| Tricon American Homes 2020-SFR2 Tru | 1.48 | 11/17/2039 | 0.18 |
| Huntington Bancshares Inc/OH | 6.21 | 08/21/2029 | 0.18 |
| BX Commercial Mortgage Trust 2021-A | 6.33 | 11/15/2038 | 0.18 |
| Cosan Luxembourg SA | 7.50 | 06/27/2030 | 0.18 |
| UBS Group AG | 6.30 | 09/22/2034 | 0.18 |
| Charles Schwab Corp/The | 6.14 | 08/24/2034 | 0.18 |
| Verus Securitization Trust 2022-3 | 4.13 | 02/25/2067 | 0.18 |
| JPMorgan Chase & Co | 5.35 | 06/01/2034 | 0.18 |
| Wells Fargo & Co | 5.56 | 07/25/2034 | 0.18 |
| OBX 2022-NQM1 Trust | 2.31 | 11/25/2061 | 0.18 |
| Citigroup Inc | 7.62 | 12/31/2099 | 0.18 |
| BX Trust 2022-LBA6 | 6.66 | 01/15/2039 | 0.18 |
| GS Mortgage-Backed Securities Trust | 2.50 | 12/25/2051 | 0.18 |
| Electricite de France SA | 9.12 | 12/31/2049 | 0.18 |
| Manufacturers & Traders Trust Co | 4.70 | 01/27/2028 | 0.18 |
| UBS Group AG | 9.25 | 12/31/2079 | 0.18 |
| Sociedad Quimica y Minera de Chile | 6.50 | 11/07/2033 | 0.18 |
| BHP Billiton Finance USA Ltd | 5.25 | 09/08/2033 | 0.18 |
| CCO Holdings LLC / CCO Holdings Cap | 6.38 | 09/01/2029 | 0.18 |
| Bimbo Bakeries USA Inc | 6.40 | 01/15/2034 | 0.18 |
| Barclays PLC | 6.69 | 09/13/2034 | 0.18 |
| Ford Motor Credit Co LLC | 7.35 | 11/04/2027 | 0.17 |
| Ford Motor Credit Co LLC | 7.12 | 11/07/2033 | 0.17 |
| BX Commercial Mortgage Trust 2021-V | 6.43 | 09/15/2036 | 0.17 |
| Corebridge Financial Inc | 5.75 | 01/15/2034 | 0.17 |
| Banco Bilbao Vizcaya Argentaria SA | 7.88 | 11/15/2034 | 0.17 |
| MFA 2021-INV2 Trust | 1.91 | 11/25/2056 | 0.17 |
| Costa Rica Government International | 7.30 | 11/13/2054 | 0.17 |
| Mitsubishi UFJ Financial Group Inc | 1.80 | 07/20/2033 | 0.17 |
| Humana Inc | 5.95 | 03/15/2034 | 0.17 |
| UBS Group AG | 9.25 | 12/31/2079 | 0.17 |
| CK Hutchison International 23 Ltd | 4.88 | 04/21/2033 | 0.17 |
| JP Morgan Chase Commercial Mortgage | 4.04 | 07/15/2047 | 0.17 |
| Banco Bilbao Vizcaya Argentaria SA | 9.38 | 12/31/2099 | 0.17 |
| Intesa Sanpaolo SpA | 7.20 | 11/28/2033 | 0.17 |
| Banco Santander SA | 6.61 | 11/07/2028 | 0.17 |
| Alexander Funding Trust II | 7.47 | 07/31/2028 | 0.17 |
| Minerva Luxembourg SA | 8.88 | 09/13/2033 | 0.17 |
| Greensaif Pipelines Bidco Sarl | 6.51 | 02/23/2042 | 0.17 |
| GTCR W-2 Merger Sub LLC | 7.50 | 01/15/2031 | 0.17 |
| JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.17 |
| Central Texas Turnpike System | 3.03 | 08/15/2041 | 0.17 |
| Bimbo Bakeries USA Inc | 6.05 | 01/15/2029 | 0.17 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.17 |
| Republic of Uzbekistan Internationa | 7.85 | 10/12/2028 | 0.17 |
| Ford Motor Credit Co LLC | 6.80 | 11/07/2028 | 0.17 |
| COLT 2022-2 Mortgage Loan Trust | 2.99 | 02/25/2067 | 0.17 |
| Greensaif Pipelines Bidco Sarl | 6.13 | 02/23/2038 | 0.17 |
| UBS AG/London | 5.65 | 09/11/2028 | 0.16 |
| Trinidad & Tobago Government Intern | 5.95 | 01/14/2031 | 0.16 |
| Nationwide Building Society | 6.56 | 10/18/2027 | 0.16 |
| Banco Santander SA | 6.53 | 11/07/2027 | 0.16 |
| HSBC Holdings PLC | 5.21 | 08/11/2028 | 0.16 |
| Bayer US Finance LLC | 6.50 | 11/21/2033 | 0.16 |
| New Residential Mortgage Loan Trust | 3.08 | 03/27/2062 | 0.16 |
| State Street Corp | 6.12 | 11/21/2034 | 0.16 |
| Bayer US Finance LLC | 6.38 | 11/21/2030 | 0.16 |
| Mizuho Financial Group Inc | 5.78 | 07/06/2029 | 0.16 |
| Progress Residential 2021-SFR10 Tru | 2.39 | 12/17/2040 | 0.16 |
| Enel Finance International NV | 6.80 | 10/14/2025 | 0.16 |
| Bayer US Finance LLC | 6.25 | 01/21/2029 | 0.16 |
| Sasol Financing USA LLC | 8.75 | 05/03/2029 | 0.16 |
| Race Point VIII CLO Ltd | 6.67 | 02/20/2030 | 0.16 |
| Bank of America Corp | 5.82 | 09/15/2029 | 0.16 |
| Standard Chartered PLC | 6.19 | 07/06/2027 | 0.16 |
| Sumitomo Mitsui Trust Bank Ltd | 5.65 | 09/14/2026 | 0.16 |
| Verus Securitization Trust 2022-1 | 2.72 | 01/25/2067 | 0.16 |
| POSCO | 5.62 | 01/17/2026 | 0.16 |
| McDonald's Corp | 4.95 | 08/14/2033 | 0.16 |
| Oceanview Mortgage Trust 2021-INV3 | 2.50 | 07/25/2051 | 0.16 |
| RUN 2022-NQM1 Trust | 4.00 | 03/25/2067 | 0.16 |
| COLT 2022-1 Mortgage Loan Trust | 2.28 | 12/27/2066 | 0.16 |
| Mitsubishi UFJ Financial Group Inc | 5.02 | 07/20/2028 | 0.16 |
| Credit Agricole SA | 7.88 | 12/31/2079 | 0.16 |
| Multibank Inc | 7.75 | 02/03/2028 | 0.16 |
| OBX 2022-NQM2 Trust | 3.38 | 01/25/2062 | 0.16 |
| OBX 2022-NQM2 Trust | 2.78 | 01/25/2062 | 0.16 |
| Bristol-Myers Squibb Co | 5.75 | 02/01/2031 | 0.15 |
| Trust Fibra Uno | 5.25 | 01/30/2026 | 0.15 |
| Freddie Mac STACR REMIC Trust 2022- | 7.34 | 04/25/2042 | 0.15 |
| Corp Nacional del Cobre de Chile | 5.12 | 02/02/2033 | 0.15 |
| RTX Corp | 6.40 | 03/15/2054 | 0.15 |
| Ellington Financial Mortgage Trust | 2.21 | 01/25/2067 | 0.15 |
| HSBC Holdings PLC | 6.00 | 12/31/2049 | 0.15 |
| Philip Morris International Inc | 5.38 | 02/15/2033 | 0.15 |
| Philip Morris International Inc | 5.12 | 02/15/2030 | 0.15 |
| Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.15 |
| Credit Suisse AG/New York NY | 3.62 | 09/09/2024 | 0.15 |
| Edison International | 7.88 | 06/15/2054 | 0.15 |
| Venture Global LNG Inc | 9.88 | 02/01/2032 | 0.15 |
| Venture Global LNG Inc | 9.50 | 02/01/2029 | 0.14 |
| Public Service Enterprise Group Inc | 5.88 | 10/15/2028 | 0.14 |
| JPMBB Commercial Mortgage Securitie | 4.07 | 11/15/2047 | 0.14 |
| Charles Schwab Corp/The | 6.20 | 11/17/2029 | 0.14 |
| Sprint Spectrum Co LLC / Sprint Spe | 5.15 | 03/20/2028 | 0.14 |
| Williams Cos Inc/The | 5.30 | 08/15/2028 | 0.14 |
| Genuine Parts Co | 6.88 | 11/01/2033 | 0.14 |
| Citigroup Inc | 5.00 | 12/31/2049 | 0.14 |
| Home Depot Inc/The | 4.90 | 04/15/2029 | 0.14 |
| BHP Billiton Finance USA Ltd | 5.10 | 09/08/2028 | 0.14 |
| ONEOK Inc | 6.62 | 09/01/2053 | 0.14 |
| Petroleos Mexicanos | 8.75 | 06/02/2029 | 0.14 |
| Ameriprise Financial Inc | 5.70 | 12/15/2028 | 0.13 |
| Philip Morris International Inc | 4.88 | 02/15/2028 | 0.13 |
| Aviation Capital Group LLC | 6.75 | 10/25/2028 | 0.13 |
| Sasol Financing USA LLC | 5.50 | 03/18/2031 | 0.13 |
| Veralto Corp | 5.50 | 09/18/2026 | 0.13 |
| COMM 2014-LC15 Mortgage Trust | 4.20 | 04/10/2047 | 0.13 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 08/25/2051 | 0.13 |
| PNC Financial Services Group Inc/Th | 6.62 | 10/20/2027 | 0.13 |
| Avolon Holdings Funding Ltd | 6.38 | 05/04/2028 | 0.13 |
| Republic Services Inc | 4.88 | 04/01/2029 | 0.13 |
| AvalonBay Communities Inc | 5.30 | 12/07/2033 | 0.13 |
| Bank of America Corp | 5.87 | 09/15/2034 | 0.13 |
| Angel Oak Mortgage Trust 2021-7 | 1.98 | 10/25/2066 | 0.13 |
| Morgan Stanley | 5.25 | 04/21/2034 | 0.13 |
| Fiserv Inc | 5.38 | 08/21/2028 | 0.13 |
| Mello Mortgage Capital Acceptance 2 | 2.50 | 10/25/2051 | 0.13 |
| JPMorgan Chase & Co | 6.09 | 10/23/2029 | 0.13 |
| United Airlines 2023-1 Class A Pass | 5.80 | 07/15/2037 | 0.13 |
| Morgan Stanley Reremic Trust | 6.00 | 11/26/2036 | 0.13 |
| Veralto Corp | 5.35 | 09/18/2028 | 0.12 |
| EnfraGen Energia Sur SA / EnfraGen | 5.38 | 12/30/2030 | 0.12 |
| Enbridge Inc | 8.25 | 01/15/2084 | 0.12 |
| AEP Texas Inc | 3.95 | 06/01/2028 | 0.12 |
| ZF North America Capital Inc | 6.88 | 04/14/2028 | 0.12 |
| Republic Services Inc | 5.00 | 12/15/2033 | 0.12 |
| Daimler Truck Finance North America | 5.15 | 01/16/2026 | 0.12 |
| Citigroup Inc | 6.17 | 05/25/2034 | 0.12 |
| PNC Financial Services Group Inc/Th | 6.88 | 10/20/2034 | 0.12 |
| Apollo Global Management Inc | 6.38 | 11/15/2033 | 0.12 |
| Life 2021-BMR Mortgage Trust | 6.18 | 03/15/2038 | 0.12 |
| Element Fleet Management Corp | 6.32 | 12/04/2028 | 0.12 |
| Bank of America Corp | 5.20 | 04/25/2029 | 0.12 |
| Merck & Co Inc | 4.90 | 05/17/2044 | 0.12 |
| COLT 2021-5 Mortgage Loan Trust | 1.73 | 11/26/2066 | 0.12 |
| American Electric Power Co Inc | 5.20 | 01/15/2029 | 0.11 |
| Prologis LP | 5.25 | 06/15/2053 | 0.11 |
| Connecticut Avenue Securities Trust | 7.34 | 03/25/2042 | 0.11 |
| WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.11 |
| Romanian Government International B | 6.62 | 02/17/2028 | 0.11 |
| T-Mobile USA Inc | 5.75 | 01/15/2034 | 0.11 |
| Intuit Inc | 5.20 | 09/15/2033 | 0.11 |
| United Parcel Service Inc | 5.05 | 03/03/2053 | 0.11 |
| Black Hills Corp | 6.15 | 05/15/2034 | 0.11 |
| CCO Holdings LLC / CCO Holdings Cap | 7.38 | 03/01/2031 | 0.11 |
| Vistra Operations Co LLC | 7.75 | 10/15/2031 | 0.11 |
| California Health Facilities Financ | 4.19 | 06/01/2037 | 0.11 |
| PNC Financial Services Group Inc/Th | 5.58 | 06/12/2029 | 0.11 |
| Morgan Stanley | 6.41 | 11/01/2029 | 0.11 |
| Gilead Sciences Inc | 5.25 | 10/15/2033 | 0.11 |
| Truist Financial Corp | 7.16 | 10/30/2029 | 0.11 |
| Philip Morris International Inc | 5.25 | 09/07/2028 | 0.11 |
| Verus Securitization Trust 2022-INV | 6.79 | 10/25/2067 | 0.11 |
| Ritchie Bros Holdings Inc | 7.75 | 03/15/2031 | 0.11 |
| Sonic Capital LLC | 2.19 | 08/20/2051 | 0.11 |
| Flagstar Mortgage Trust 2021-8INV | 2.50 | 09/25/2051 | 0.10 |
| Tapestry Inc | 7.35 | 11/27/2028 | 0.10 |
| Civitas Resources Inc | 8.75 | 07/01/2031 | 0.10 |
| BX Trust 2022-CLS | 5.76 | 10/13/2027 | 0.10 |
| Corebridge Financial Inc | 6.05 | 09/15/2033 | 0.10 |
| Tapestry Inc | 7.85 | 11/27/2033 | 0.10 |
| Fiserv Inc | 5.62 | 08/21/2033 | 0.10 |
| TransDigm Inc | 6.75 | 08/15/2028 | 0.10 |
| Morgan Stanley Pfd | 0.10 | ||
| Sonic Capital LLC | 2.64 | 08/20/2051 | 0.10 |
| BHP Billiton Finance USA Ltd | 5.25 | 09/08/2030 | 0.10 |
| Ryder System Inc | 6.60 | 12/01/2033 | 0.10 |
| Norfolk Southern Corp | 5.95 | 03/15/2064 | 0.10 |
| JPMorgan Chase & Co | 5.30 | 07/24/2029 | 0.10 |
| Consolidated Edison Co of New York | 5.90 | 11/15/2053 | 0.10 |
| Philip Morris International Inc | 5.62 | 09/07/2033 | 0.10 |
| Capital One Financial Corp | 7.62 | 10/30/2031 | 0.10 |
| MHP 2021-STOR | 6.18 | 07/15/2038 | 0.10 |
| WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.10 |
| Freddie Mac STACR REMIC Trust 2022- | 7.64 | 08/25/2042 | 0.10 |
| STAR 2021-1 Trust | 1.22 | 05/25/2065 | 0.10 |
| Petroleos Mexicanos | 10.00 | 02/07/2033 | 0.10 |
| Public Service Enterprise Group Inc | 6.12 | 10/15/2033 | 0.09 |
| RTX Corp | 5.75 | 01/15/2029 | 0.09 |
| Marriott International Inc/MD | 5.55 | 10/15/2028 | 0.09 |
| Pacific Life Global Funding II | 6.24 | 03/30/2025 | 0.09 |
| Marsh & McLennan Cos Inc | 5.40 | 09/15/2033 | 0.09 |
| ONEOK Inc | 5.80 | 11/01/2030 | 0.09 |
| Lennox International Inc | 5.50 | 09/15/2028 | 0.09 |
| Public Storage Operating Co | 5.10 | 08/01/2033 | 0.09 |
| ONEOK Inc | 6.05 | 09/01/2033 | 0.09 |
| Romanian Government International B | 7.12 | 01/17/2033 | 0.09 |
| Ameriprise Financial Inc | 5.15 | 05/15/2033 | 0.09 |
| Netflix Inc | 3.88 | 11/15/2029 | 0.09 |
| Transocean Titan Financing Ltd | 8.38 | 02/01/2028 | 0.09 |
| Vistra Operations Co LLC | 6.95 | 10/15/2033 | 0.09 |
| Wells Fargo & Co | 6.30 | 10/23/2029 | 0.09 |
| Civitas Resources Inc | 8.38 | 07/01/2028 | 0.09 |
| Discover Bank | 4.65 | 09/13/2028 | 0.09 |
| Mastercard Inc | 4.85 | 03/09/2033 | 0.09 |
| Marsh & McLennan Cos Inc | 5.70 | 09/15/2053 | 0.09 |
| Oncor Electric Delivery Co LLC | 5.65 | 11/15/2033 | 0.08 |
| San Diego Gas & Electric Co | 5.35 | 04/01/2053 | 0.08 |
| US Bancorp | 5.78 | 06/12/2029 | 0.08 |
| Extended Stay America Trust 2021-ES | 6.86 | 07/15/2038 | 0.08 |
| Tapestry Inc | 7.70 | 11/27/2030 | 0.08 |
| Petrofac Ltd | 9.75 | 11/15/2026 | 0.08 |
| Life 2021-BMR Mortgage Trust | 6.58 | 03/15/2038 | 0.08 |
| Citigroup Inc | 4.70 | 12/31/2079 | 0.08 |
| Wells Fargo & Co | 7.62 | 12/31/2099 | 0.08 |
| Highwoods Realty LP | 7.65 | 02/01/2034 | 0.08 |
| US Bancorp | 5.84 | 06/12/2034 | 0.08 |
| MHP 2021-STOR | 6.38 | 07/15/2038 | 0.08 |
| Angel Oak Mortgage Trust 2023-6 | 6.50 | 12/25/2067 | 0.08 |
| Hertz Vehicle Financing III LP | 1.68 | 12/27/2027 | 0.08 |
| SG Residential Mortgage Trust 2022- | 3.58 | 03/27/2062 | 0.08 |
| Avis Budget Rental Car Funding AESO | 5.25 | 04/20/2029 | 0.08 |
| CSMC 2022-ATH1 | 3.35 | 01/25/2067 | 0.08 |
| RTX Corp | 5.15 | 02/27/2033 | 0.08 |
| HPEFS Equipment Trust 2023-2 | 6.04 | 01/21/2031 | 0.08 |
| Morgan Stanley | 5.42 | 07/21/2034 | 0.08 |
| Dryden 93 CLO Ltd | 6.74 | 01/15/2034 | 0.08 |
| PNC Financial Services Group Inc/Th | 6.25 | 12/31/2099 | 0.08 |
| California Health Facilities Financ | 4.35 | 06/01/2041 | 0.08 |
| ERAC USA Finance LLC | 4.90 | 05/01/2033 | 0.08 |
| Angel Oak Mortgage Trust 2020-3 | 1.69 | 04/25/2065 | 0.08 |
| Capital One Financial Corp | 7.15 | 10/29/2027 | 0.08 |
| Meta Platforms Inc | 5.75 | 05/15/2063 | 0.08 |
| BX Trust 2022-LBA6 | 6.96 | 01/15/2039 | 0.08 |
| Enbridge Inc | 8.50 | 01/15/2084 | 0.08 |
| Arthur J Gallagher & Co | 6.75 | 02/15/2054 | 0.08 |
| One Bryant Park Trust 2019-OBP | 2.52 | 09/15/2054 | 0.08 |
| Clean Harbors Inc | 6.38 | 02/01/2031 | 0.08 |
| Intuit Inc | 5.50 | 09/15/2053 | 0.08 |
| BX Commercial Mortgage Trust 2021-V | 7.13 | 09/15/2036 | 0.08 |
| Domino's Pizza Master Issuer LLC | 3.67 | 10/25/2049 | 0.08 |
| Verus Securitization Trust 2022-7 | 5.15 | 07/25/2067 | 0.08 |
| Bristol-Myers Squibb Co | 5.90 | 11/15/2033 | 0.08 |
| Bristol-Myers Squibb Co | 6.40 | 11/15/2063 | 0.08 |
| Blackstone Secured Lending Fund | 2.12 | 02/15/2027 | 0.07 |
| Connecticut Avenue Securities Trust | 7.64 | 01/25/2043 | 0.07 |
| Hertz Vehicle Financing III LP | 2.12 | 12/27/2027 | 0.07 |
| HCA Inc | 5.90 | 06/01/2053 | 0.07 |
| Regal Rexnord Corp | 6.40 | 04/15/2033 | 0.07 |
| Norfolk Southern Corp | 5.55 | 03/15/2034 | 0.07 |
| Corebridge Global Funding | 5.90 | 09/19/2028 | 0.07 |
| Veralto Corp | 5.45 | 09/18/2033 | 0.07 |
| Freddie Mac Multifamily Structured | 3.76 | 01/25/2029 | 0.07 |
| Kenvue Inc | 4.90 | 03/22/2033 | 0.07 |
| Sumitomo Mitsui Financial Group Inc | 6.18 | 07/13/2043 | 0.07 |
| Ingersoll Rand Inc | 5.70 | 08/14/2033 | 0.07 |
| National Rural Utilities Cooperativ | 7.12 | 09/15/2053 | 0.07 |
| CVS Pass-Through Trust | 5.77 | 01/10/2033 | 0.07 |
| Wells Fargo & Co | 5.57 | 07/25/2029 | 0.07 |
| Norfolk Southern Corp | 5.35 | 08/01/2054 | 0.07 |
| US Bancorp | 4.84 | 02/01/2034 | 0.07 |
| Amgen Inc | 5.65 | 03/02/2053 | 0.07 |
| Charles Schwab Corp/The | 5.85 | 05/19/2034 | 0.07 |
| Quest Diagnostics Inc | 6.40 | 11/30/2033 | 0.07 |
| Capital One Financial Corp | 6.31 | 06/08/2029 | 0.07 |
| Charles Schwab Corp/The | 5.64 | 05/19/2029 | 0.07 |
| Amgen Inc | 5.25 | 03/02/2033 | 0.07 |
| Arthur J Gallagher & Co | 6.50 | 02/15/2034 | 0.07 |
| Amgen Inc | 5.15 | 03/02/2028 | 0.07 |
| Consolidated Edison Co of New York | 5.50 | 03/15/2034 | 0.07 |
| Verus Securitization Trust 2021-R1 | 0.82 | 10/25/2063 | 0.07 |
| AP Moller - Maersk A/S | 5.88 | 09/14/2033 | 0.07 |
| Hyundai Capital America | 5.60 | 03/30/2028 | 0.07 |
| Anglo American Capital PLC | 3.62 | 09/11/2024 | 0.06 |
| Penske Truck Leasing Co Lp / PTL Fi | 6.05 | 08/01/2028 | 0.06 |
| Benchmark 2019-B14 Mortgage Trust | 3.05 | 12/15/2062 | 0.06 |
| Truist Financial Corp | 5.87 | 06/08/2034 | 0.06 |
| Kenvue Inc | 5.00 | 03/22/2030 | 0.06 |
| Toyota Motor Credit Corp | 5.25 | 09/11/2028 | 0.06 |
| CSMC 2021-NQM2 | 1.18 | 02/25/2066 | 0.06 |
| AT&T Inc | 5.40 | 02/15/2034 | 0.06 |
| McDonald's Corp | 5.45 | 08/14/2053 | 0.06 |
| ConocoPhillips Co | 5.55 | 03/15/2054 | 0.06 |
| Brandywine Operating Partnership LP | 7.80 | 03/15/2028 | 0.06 |
| Capital One Financial Corp | 6.38 | 06/08/2034 | 0.06 |
| Morgan Stanley Capital I Trust 2019 | 4.07 | 03/15/2052 | 0.06 |
| Freddie Mac STACR REMIC Trust 2023- | 7.44 | 03/25/2043 | 0.06 |
| Williams Cos Inc/The | 5.65 | 03/15/2033 | 0.06 |
| Lowe's Cos Inc | 5.15 | 07/01/2033 | 0.06 |
| Truist Financial Corp | 6.05 | 06/08/2027 | 0.06 |
| UPMC | 5.04 | 05/15/2033 | 0.06 |
| Morgan Stanley | 5.16 | 04/20/2029 | 0.06 |
| Amgen Inc | 5.60 | 03/02/2043 | 0.06 |
| UBS Commercial Mortgage Trust 2019- | 3.60 | 04/15/2052 | 0.06 |
| T-Mobile USA Inc | 5.65 | 01/15/2053 | 0.06 |
| Phillips 66 Co | 5.30 | 06/30/2033 | 0.06 |
| Enbridge Inc | 5.70 | 03/08/2033 | 0.06 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.06 |
| nVent Finance Sarl | 5.65 | 05/15/2033 | 0.06 |
| BHP Billiton Finance USA Ltd | 5.50 | 09/08/2053 | 0.06 |
| CVS Health Corp | 5.30 | 06/01/2033 | 0.06 |
| State Street Corp | 5.16 | 05/18/2034 | 0.06 |
| Verus Securitization Trust 2021-1 | 1.31 | 01/25/2066 | 0.06 |
| AutoZone Inc | 5.20 | 08/01/2033 | 0.06 |
| Penske Truck Leasing Co Lp / PTL Fi | 5.55 | 05/01/2028 | 0.06 |
| Humana Inc | 5.75 | 12/01/2028 | 0.06 |
| Genesis Energy LP / Genesis Energy | 8.88 | 04/15/2030 | 0.06 |
| Oracle Corp | 4.90 | 02/06/2033 | 0.06 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.05 |
| COMM 2015-CCRE25 Mortgage Trust | 4.52 | 08/10/2048 | 0.05 |
| ERAC USA Finance LLC | 5.40 | 05/01/2053 | 0.05 |
| Public Storage Operating Co | 5.35 | 08/01/2053 | 0.05 |
| Goldman Sachs Group Inc/The | 4.12 | 12/31/2059 | 0.05 |
| Angel Oak Mortgage Trust 2021-3 | 1.07 | 05/25/2066 | 0.05 |
| Freddie Mac Multifamily Structured | 0.94 | 05/25/2029 | 0.05 |
| Southwestern Energy Co | 5.38 | 03/15/2030 | 0.05 |
| Banc of America Commercial Mortgage | 3.99 | 09/15/2048 | 0.05 |
| Bank of America Corp | 5.29 | 04/25/2034 | 0.05 |
| Patterson-UTI Energy Inc | 7.15 | 10/01/2033 | 0.05 |
| MidAmerican Energy Co | 5.85 | 09/15/2054 | 0.05 |
| BRAVO Residential Funding Trust 202 | 0.97 | 03/25/2060 | 0.05 |
| Bristol-Myers Squibb Co | 6.25 | 11/15/2053 | 0.05 |
| Norfolk Southern Corp | 5.05 | 08/01/2030 | 0.05 |
| J M Smucker Co/The | 6.20 | 11/15/2033 | 0.05 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.05 |
| CenterPoint Energy Houston Electric | 5.20 | 10/01/2028 | 0.05 |
| Atmos Energy Corp | 5.90 | 11/15/2033 | 0.05 |
| RTX Corp | 6.00 | 03/15/2031 | 0.05 |
| Nordson Corp | 5.80 | 09/15/2033 | 0.05 |
| Kinder Morgan Inc | 5.20 | 06/01/2033 | 0.05 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.05 |
| United States Treasury Note/Bond | 4.62 | 10/15/2026 | 0.05 |
| Prologis LP | 4.88 | 06/15/2028 | 0.05 |
| Gilead Sciences Inc | 5.55 | 10/15/2053 | 0.05 |
| Advance Auto Parts Inc | 5.95 | 03/09/2028 | 0.05 |
| MetLife Inc | 5.25 | 01/15/2054 | 0.05 |
| Prologis LP | 5.12 | 01/15/2034 | 0.05 |
| Piedmont Natural Gas Co Inc | 5.40 | 06/15/2033 | 0.05 |
| Western Midstream Operating LP | 6.15 | 04/01/2033 | 0.05 |
| CVS Health Corp | 5.00 | 01/30/2029 | 0.05 |
| Dominion Energy South Carolina Inc | 6.25 | 10/15/2053 | 0.05 |
| Benchmark 2019-B14 Mortgage Trust | 3.77 | 12/15/2062 | 0.05 |
| Marriott International Inc/MD | 4.90 | 04/15/2029 | 0.05 |
| Energy Transfer LP | 6.10 | 12/01/2028 | 0.05 |
| Genesis Energy LP / Genesis Energy | 8.25 | 01/15/2029 | 0.05 |
| Cheniere Energy Partners LP | 5.95 | 06/30/2033 | 0.05 |
| Duke Energy Indiana LLC | 5.40 | 04/01/2053 | 0.05 |
| Carrier Global Corp | 6.20 | 03/15/2054 | 0.05 |
| Regal Rexnord Corp | 6.05 | 04/15/2028 | 0.05 |
| Fifth Third Bancorp | 4.77 | 07/28/2030 | 0.05 |
| UnitedHealth Group Inc | 5.30 | 02/15/2030 | 0.05 |
| PNC Financial Services Group Inc/Th | 6.20 | 12/31/2099 | 0.05 |
| T-Mobile USA Inc | 5.05 | 07/15/2033 | 0.05 |
| Aviation Capital Group LLC | 6.25 | 04/15/2028 | 0.05 |
| Providence St Joseph Health Obligat | 2.70 | 10/01/2051 | 0.05 |
| Office Properties Income Trust | 4.25 | 05/15/2024 | 0.04 |
| Dominion Energy Inc | 5.38 | 11/15/2032 | 0.04 |
| Principal Financial Group Inc | 5.38 | 03/15/2033 | 0.04 |
| Citigroup Mortgage Loan Trust 2006- | 7.11 | 10/25/2035 | 0.04 |
| ConocoPhillips Co | 5.70 | 09/15/2063 | 0.04 |
| LXP Industrial Trust | 6.75 | 11/15/2028 | 0.04 |
| BANK 2019-BNK16 | 0.94 | 02/15/2052 | 0.04 |
| Sealed Air Corp/Sealed Air Corp US | 7.25 | 02/15/2031 | 0.04 |
| JPMorgan Chase & Co | 5.72 | 09/14/2033 | 0.04 |
| Bank of New York Mellon Corp/The | 4.97 | 04/26/2034 | 0.04 |
| Southern Co Gas Capital Corp | 5.75 | 09/15/2033 | 0.04 |
| Benchmark 2019-B15 Mortgage Trust | 3.56 | 12/15/2072 | 0.04 |
| Atmos Energy Corp | 6.20 | 11/15/2053 | 0.04 |
| Wendy's Funding LLC | 3.88 | 03/15/2048 | 0.04 |
| Goldman Sachs Group Inc/The | 6.21 | 12/09/2026 | 0.04 |
| NextEra Energy Capital Holdings Inc | 6.05 | 03/01/2025 | 0.04 |
| Morgan Stanley Capital I Trust 2019 | 3.49 | 11/15/2052 | 0.04 |
| Ford Motor Credit Co LLC | 7.20 | 06/10/2030 | 0.04 |
| Exelon Corp | 5.60 | 03/15/2053 | 0.04 |
| Apache Corp | 7.75 | 12/15/2029 | 0.04 |
| NNN REIT Inc | 5.60 | 10/15/2033 | 0.04 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.04 |
| Carrier Global Corp | 5.90 | 03/15/2034 | 0.04 |
| Constellation Energy Generation LLC | 6.12 | 01/15/2034 | 0.04 |
| Occidental Petroleum Corp | 4.62 | 06/15/2045 | 0.04 |
| Nasdaq Inc | 5.55 | 02/15/2034 | 0.04 |
| UnitedHealth Group Inc | 5.35 | 02/15/2033 | 0.04 |
| Ameren Illinois Co | 4.95 | 06/01/2033 | 0.04 |
| Triton Container International Ltd | 3.15 | 06/15/2031 | 0.04 |
| Carnival Corp | 7.00 | 08/15/2029 | 0.04 |
| Morgan Stanley | 5.45 | 07/20/2029 | 0.04 |
| BAT Capital Corp | 7.08 | 08/02/2043 | 0.04 |
| Bank of Montreal | 5.30 | 06/05/2026 | 0.04 |
| Citigroup Commercial Mortgage Trust | 0.98 | 10/12/2050 | 0.04 |
| Verus Securitization Trust 2020-1 | 2.64 | 01/25/2060 | 0.04 |
| Wells Fargo & Co | 5.39 | 04/24/2034 | 0.04 |
| T-Mobile USA Inc | 6.00 | 06/15/2054 | 0.04 |
| Oracle Corp | 6.90 | 11/09/2052 | 0.04 |
| Royal Bank of Canada | 5.00 | 02/01/2033 | 0.04 |
| F&G Annuities & Life Inc | 7.40 | 01/13/2028 | 0.04 |
| CSMC Mortgage-Backed Trust 2006-6 | 6.00 | 07/25/2036 | 0.04 |
| DB Master Finance LLC | 4.35 | 05/20/2049 | 0.04 |
| DB Master Finance LLC | 4.02 | 05/20/2049 | 0.04 |
| Intercontinental Exchange Inc | 5.20 | 06/15/2062 | 0.04 |
| Public Service Co of New Hampshire | 5.35 | 10/01/2033 | 0.04 |
| Comcast Corp | 5.50 | 11/15/2032 | 0.04 |
| Sonic Capital LLC | 3.85 | 01/20/2050 | 0.04 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.04 |
| Verus Securitization Trust 2020-1 | 2.42 | 01/25/2060 | 0.04 |
| Union Pacific Corp | 5.15 | 01/20/2063 | 0.04 |
| Alabama Power Co | 5.85 | 11/15/2033 | 0.04 |
| Constellation Energy Generation LLC | 6.50 | 10/01/2053 | 0.04 |
| Leidos Inc | 5.75 | 03/15/2033 | 0.04 |
| GS Mortgage Securities Trust 2020-G | 2.91 | 02/13/2053 | 0.04 |
| Energy Transfer LP | 6.55 | 12/01/2033 | 0.03 |
| Public Service Co of Colorado | 5.25 | 04/01/2053 | 0.03 |
| L3Harris Technologies Inc | 5.60 | 07/31/2053 | 0.03 |
| Petroleos Mexicanos | 6.70 | 02/16/2032 | 0.03 |
| Visio 2020-1R Trust | 1.31 | 11/25/2055 | 0.03 |
| L3Harris Technologies Inc | 5.40 | 07/31/2033 | 0.03 |
| ONEOK Inc | 5.65 | 11/01/2028 | 0.03 |
| Sierra Pacific Power Co | 5.90 | 03/15/2054 | 0.03 |
| Freddie Mac REMICS | 6.50 | 06/15/2028 | 0.03 |
| Virginia Electric and Power Co | 5.00 | 04/01/2033 | 0.03 |
| UnitedHealth Group Inc | 5.05 | 04/15/2053 | 0.03 |
| MPLX LP | 5.00 | 03/01/2033 | 0.03 |
| Piedmont Healthcare Inc | 2.86 | 01/01/2052 | 0.03 |
| Merck & Co Inc | 5.00 | 05/17/2053 | 0.03 |
| Truist Financial Corp | 4.92 | 07/28/2033 | 0.03 |
| BAT Capital Corp | 7.08 | 08/02/2053 | 0.03 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.03 |
| KeyCorp | 3.88 | 05/23/2025 | 0.03 |
| Kenvue Inc | 5.05 | 03/22/2028 | 0.03 |
| Travelers Cos Inc/The | 5.45 | 05/25/2053 | 0.03 |
| WaMu Mortgage Pass-Through Certific | 4.92 | 12/25/2035 | 0.03 |
| Truist Financial Corp | 5.12 | 01/26/2034 | 0.03 |
| Georgia Power Co | 4.95 | 05/17/2033 | 0.03 |
| British Airways 2021-1 Class A Pass | 2.90 | 03/15/2035 | 0.03 |
| Southwestern Electric Power Co | 5.30 | 04/01/2033 | 0.03 |
| Delta Air Lines Inc / SkyMiles IP L | 4.75 | 10/20/2028 | 0.03 |
| Freddie Mac Multifamily Structured | 3.63 | 01/25/2029 | 0.03 |
| Truist Financial Corp | 4.87 | 01/26/2029 | 0.03 |
| Kenvue Inc | 5.10 | 03/22/2043 | 0.03 |
| PNC Financial Services Group Inc/Th | 5.07 | 01/24/2034 | 0.03 |
| Oracle Corp | 5.55 | 02/06/2053 | 0.03 |
| Nasdaq Inc | 6.10 | 06/28/2063 | 0.03 |
| WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.03 |
| BP Capital Markets America Inc | 4.81 | 02/13/2033 | 0.03 |
| Ritchie Bros Holdings Inc | 6.75 | 03/15/2028 | 0.03 |
| Oracle Corp | 6.25 | 11/09/2032 | 0.03 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.03 |
| CSMC 2021-NQM1 | 0.81 | 05/25/2065 | 0.03 |
| Eli Lilly & Co | 4.88 | 02/27/2053 | 0.03 |
| CVS Health Corp | 6.00 | 06/01/2063 | 0.03 |
| US Bancorp | 5.85 | 10/21/2033 | 0.03 |
| Amgen Inc | 5.25 | 03/02/2030 | 0.03 |
| Kenvue Inc | 5.20 | 03/22/2063 | 0.03 |
| Energy Transfer LP | 6.40 | 12/01/2030 | 0.03 |
| Enbridge Inc | 7.38 | 01/15/2083 | 0.03 |
| M&T Bank Corp | 5.05 | 01/27/2034 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Duke Energy Carolinas LLC | 5.35 | 01/15/2053 | 0.03 |
| UnitedHealth Group Inc | 5.20 | 04/15/2063 | 0.03 |
| Lowe's Cos Inc | 5.00 | 04/15/2033 | 0.03 |
| CVS Health Corp | 5.88 | 06/01/2053 | 0.03 |
| Piedmont Healthcare Inc | 2.72 | 01/01/2042 | 0.03 |
| Kinder Morgan Inc | 5.45 | 08/01/2052 | 0.03 |
| Fannie Mae REMICS | 4.58 | 03/25/2036 | 0.03 |
| Fannie Mae REMICS | 6.00 | 12/25/2031 | 0.03 |
| Target Corp | 4.80 | 01/15/2053 | 0.03 |
| Columbia Pipelines Holding Co LLC | 6.05 | 08/15/2026 | 0.03 |
| Vistra Corp | 7.00 | 12/31/2079 | 0.02 |
| Benchmark 2018-B3 Mortgage Trust | 4.52 | 04/10/2051 | 0.02 |
| Nordson Corp | 5.60 | 09/15/2028 | 0.02 |
| Angel Oak Mortgage Trust 2020-1 | 2.16 | 12/25/2059 | 0.02 |
| MidAmerican Energy Co | 5.35 | 01/15/2034 | 0.02 |
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.02 |
| Cox Communications Inc | 5.70 | 06/15/2033 | 0.02 |
| Textron Inc | 6.10 | 11/15/2033 | 0.02 |
| Romanian Government International B | 5.25 | 11/25/2027 | 0.02 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.02 |
| Nasdaq Inc | 5.35 | 06/28/2028 | 0.02 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.02 |
| UPMC | 5.38 | 05/15/2043 | 0.02 |
| Florida Power & Light Co | 4.80 | 05/15/2033 | 0.02 |
| UnitedHealth Group Inc | 5.25 | 02/15/2028 | 0.02 |
| WEC Energy Group Inc | 5.15 | 10/01/2027 | 0.02 |
| Enbridge Inc | 7.62 | 01/15/2083 | 0.02 |
| Freddie Mac Structured Agency Credi | 9.45 | 08/25/2024 | 0.02 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.02 |
| Penske Truck Leasing Co Lp / PTL Fi | 6.20 | 06/15/2030 | 0.02 |
| Marsh & McLennan Cos Inc | 5.45 | 03/15/2053 | 0.02 |
| Public Service Electric and Gas Co | 5.12 | 03/15/2053 | 0.02 |
| Vodafone Group PLC | 4.12 | 06/04/2081 | 0.02 |
| Banc of America Funding 2007-1 Trus | 6.00 | 01/25/2037 | 0.02 |
| Sabine Pass Liquefaction LLC | 5.90 | 09/15/2037 | 0.02 |
| Fifth Third Bancorp | 1.71 | 11/01/2027 | 0.02 |
| Evergy Metro Inc | 4.95 | 04/15/2033 | 0.02 |
| Vodafone Group PLC | 5.12 | 06/04/2081 | 0.02 |
| Chase Mortgage Finance Trust Series | 4.46 | 01/25/2036 | 0.02 |
| GMACM Mortgage Loan Trust 2006-AR1 | 3.36 | 04/19/2036 | 0.02 |
| UBS Commercial Mortgage Trust 2017- | 1.07 | 11/15/2050 | 0.02 |
| Pfizer Investment Enterprises Pte L | 5.30 | 05/19/2053 | 0.02 |
| Ginnie Mae II Pool | 4.00 | 07/20/2049 | 0.02 |
| Ellington Financial Mortgage Trust | 0.80 | 02/25/2066 | 0.02 |
| Global Atlantic Fin Co | 4.70 | 10/15/2051 | 0.02 |
| Wells Fargo Commercial Mortgage Tru | 0.86 | 12/15/2050 | 0.02 |
| Northern Trust Corp | 6.12 | 11/02/2032 | 0.02 |
| First Horizon Alternative Mortgage | 5.50 | 11/25/2035 | 0.02 |
| Bank of New York Mellon Corp/The | 5.83 | 10/25/2033 | 0.02 |
| Structured Asset Securities Corp Mo | 6.60 | 11/25/2033 | 0.02 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.02 |
| Fannie Mae REMICS | 0.45 | 09/25/2047 | 0.02 |
| Oklahoma Gas and Electric Co | 5.60 | 04/01/2053 | 0.02 |
| Murphy Oil Corp | 6.38 | 07/15/2028 | 0.02 |
| Morgan Stanley | 5.12 | 02/01/2029 | 0.02 |
| PNC Financial Services Group Inc/Th | 6.04 | 10/28/2033 | 0.02 |
| Truist Financial Corp | 6.12 | 10/28/2033 | 0.02 |
| Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.02 |
| Freddie Mac Multifamily Structured | 4.06 | 10/25/2028 | 0.02 |
| Tractor Supply Co | 5.25 | 05/15/2033 | 0.02 |
| Freddie Mac Multifamily Structured | 4.03 | 10/25/2028 | 0.02 |
| Southwest Gas Corp | 5.45 | 03/23/2028 | 0.02 |
| Penske Truck Leasing Co Lp / PTL Fi | 5.70 | 02/01/2028 | 0.02 |
| Philip Morris International Inc | 5.12 | 11/17/2027 | 0.02 |
| Fifth Third Bancorp | 2.38 | 01/28/2025 | 0.02 |
| KeyCorp | 2.55 | 10/01/2029 | 0.02 |
| Merck & Co Inc | 5.15 | 05/17/2063 | 0.02 |
| Extra Space Storage LP | 5.70 | 04/01/2028 | 0.02 |
| CenterPoint Energy Houston Electric | 4.85 | 10/01/2052 | 0.02 |
| Citizens Financial Group Inc | 5.64 | 05/21/2037 | 0.02 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.02 |
| Bear Stearns ARM Trust 2005-9 | 0.76 | 10/25/2035 | 0.02 |
| Republic Services Inc | 5.00 | 04/01/2034 | 0.02 |
| Office Properties Income Trust | 4.50 | 02/01/2025 | 0.02 |
| Starwood Mortgage Residential Trust | 1.03 | 11/25/2055 | 0.02 |
| Citigroup Inc | 4.00 | 12/31/2079 | 0.02 |
| Morgan Stanley | 5.95 | 01/19/2038 | 0.02 |
| Benchmark 2018-B1 Mortgage Trust | 0.52 | 01/15/2051 | 0.02 |
| Charles Schwab Corp/The | 5.00 | 12/31/2099 | 0.02 |
| Fannie Mae REMICS | 4.21 | 06/25/2036 | 0.02 |
| Bank of America Corp | 5.01 | 07/22/2033 | 0.02 |
| Freddie Mac STACR REMIC Trust 2020- | 8.14 | 10/25/2050 | 0.02 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.02 |
| Warnermedia Holdings Inc | 5.05 | 03/15/2042 | 0.02 |
| Sealed Air Corp/Sealed Air Corp US | 6.12 | 02/01/2028 | 0.02 |
| McCormick & Co Inc/MD | 4.95 | 04/15/2033 | 0.02 |
| Chase Home Lending Mortgage Trust 2 | 3.50 | 07/25/2049 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.01 |
| Lowe's Cos Inc | 5.85 | 04/01/2063 | 0.01 |
| Fifth Third Bancorp | 6.34 | 07/27/2029 | 0.01 |
| Duke Energy Corp | 5.00 | 08/15/2052 | 0.01 |
| Ingersoll Rand Inc | 5.40 | 08/14/2028 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 4.93 | 12/25/2035 | 0.01 |
| Delta Air Lines Inc / SkyMiles IP L | 4.50 | 10/20/2025 | 0.01 |
| Penske Truck Leasing Co Lp / PTL Fi | 5.75 | 05/24/2026 | 0.01 |
| US Bancorp | 4.97 | 07/22/2033 | 0.01 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 5.88 | 10/25/2033 | 0.01 |
| Residential Mortgage Loan Trust 202 | 2.38 | 01/26/2060 | 0.01 |
| Regal Rexnord Corp | 6.30 | 02/15/2030 | 0.01 |
| Nasdaq Inc | 5.95 | 08/15/2053 | 0.01 |
| Lowe's Cos Inc | 5.75 | 07/01/2053 | 0.01 |
| New Residential Mortgage Loan Trust | 2.46 | 01/26/2060 | 0.01 |
| American Electric Power Co Inc | 5.75 | 11/01/2027 | 0.01 |
| Lockheed Martin Corp | 5.10 | 11/15/2027 | 0.01 |
| Warnermedia Holdings Inc | 5.39 | 03/15/2062 | 0.01 |
| GCAT 2019-NQM3 Trust | 3.69 | 11/25/2059 | 0.01 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.01 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.01 |
| Goldman Sachs Group Inc/The | 8.50 | 12/31/2079 | 0.01 |
| Banc of America Mortgage 2007-1 Tru | 6.00 | 03/25/2037 | 0.01 |
| United Airlines 2020-1 Class A Pass | 5.88 | 10/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.01 |
| Ellington Financial Mortgage Trust | 2.74 | 11/25/2059 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 0.85 | 12/15/2050 | 0.01 |
| Fannie Mae REMICS | 4.21 | 06/25/2036 | 0.01 |
| JPMorgan Chase & Co | 4.85 | 07/25/2028 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 0.87 | 11/13/2050 | 0.01 |
| Realty Income Corp | 5.62 | 10/13/2032 | 0.01 |
| Wells Fargo Commercial Mortgage Tru | 2.93 | 05/15/2048 | 0.01 |
| Public Storage Operating Co | 5.12 | 01/15/2029 | 0.01 |
| JPMBB Commercial Mortgage Securitie | 1.14 | 02/15/2048 | 0.01 |
| Thornburg Mortgage Securities Trust | 4.66 | 04/25/2045 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.01 |
| Southern Co/The | 5.70 | 10/15/2032 | 0.01 |
| Dollar General Corp | 5.50 | 11/01/2052 | 0.01 |
| Government National Mortgage Associ | 0.73 | 10/16/2047 | 0.01 |
| CVS Health Corp | 5.25 | 01/30/2031 | 0.01 |
| NiSource Inc | 5.25 | 03/30/2028 | 0.01 |
| Constellation Brands Inc | 4.90 | 05/01/2033 | 0.01 |
| Angel Oak Mortgage Trust 2020-5 | 1.37 | 05/25/2065 | 0.01 |
| Mastr Asset Backed Securities Trust | 5.67 | 08/25/2036 | 0.01 |
| Wells Fargo & Co | 4.81 | 07/25/2028 | 0.01 |
| Piedmont Healthcare Inc | 2.04 | 01/01/2032 | 0.01 |
| New Residential Mortgage Loan Trust | 2.49 | 09/25/2059 | 0.01 |
| Wells Fargo & Co | 4.90 | 07/25/2033 | 0.01 |
| Fannie Mae REMICS | 6.00 | 11/25/2028 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.01 |
| Philip Morris International Inc | 5.00 | 11/17/2025 | 0.01 |
| JP Morgan Mortgage Trust 2007-A1 | 5.04 | 07/25/2035 | 0.01 |
| Wells Fargo & Co Conv Pfd | 0.01 | ||
| Citigroup Inc | 6.25 | 12/31/2079 | 0.01 |
| Hyundai Capital America | 5.80 | 04/01/2030 | 0.01 |
| JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.01 |
| Bank of America Corp | 4.95 | 07/22/2028 | 0.01 |
| Fannie Mae Pool | 3.50 | 12/01/2030 | 0.01 |
| National Rural Utilities Cooperativ | 5.80 | 01/15/2033 | 0.01 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.01 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.01 |
| Ellington Financial Mortgage Trust | 2.01 | 05/25/2065 | 0.01 |
| Charter Communications Operating LL | 7.29 | 02/01/2024 | 0.01 |
| Ecopetrol SA | 5.88 | 05/28/2045 | 0.01 |
| Fannie Mae REMICS | 6.39 | 06/25/2037 | 0.01 |
| Ecopetrol SA | 4.62 | 11/02/2031 | 0.01 |
| Metropolitan Edison Co | 5.20 | 04/01/2028 | 0.01 |
| General Motors Financial Co Inc | 5.40 | 04/06/2026 | 0.01 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.01 |
| Freddie Mac REMICS | 0.62 | 05/15/2038 | 0.01 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.01 |
| Banc of America Funding 2007-C Trus | 4.38 | 05/20/2036 | 0.01 |
| Starwood Mortgage Residential Trust | 2.27 | 02/25/2050 | 0.01 |
| Philip Morris International Inc | 5.75 | 11/17/2032 | 0.01 |
| Lockheed Martin Corp | 5.90 | 11/15/2063 | 0.01 |
| Fannie Mae Interest Strip | 7.00 | 04/25/2032 | 0.01 |
| Morgan Stanley | 5.00 | 11/24/2025 | 0.01 |
| Prudential Financial Inc | 5.20 | 03/15/2044 | 0.01 |
| Royal Bank of Canada | 6.09 | 01/21/2027 | 0.01 |
| Bank of New York Mellon Corp/The | 3.75 | 12/31/2079 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2036 | 0.01 |
| Freddie Mac REMICS | 1.25 | 01/15/2035 | 0.01 |
| GSR Mortgage Loan Trust 2005-AR4 | 4.65 | 07/25/2035 | 0.01 |
| Government National Mortgage Associ | 1.18 | 04/16/2041 | 0.01 |
| Targa Resources Corp | 6.25 | 07/01/2052 | 0.01 |
| Intercontinental Exchange Inc | 4.95 | 06/15/2052 | 0.01 |
| Bank of America Corp | 6.44 | 02/04/2028 | 0.01 |
| Warnermedia Holdings Inc | 5.14 | 03/15/2052 | 0.01 |
| Kinder Morgan Inc | 4.80 | 02/01/2033 | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | 8.20 | 01/15/2039 | 0.01 |
| Kite Realty Group LP | 4.00 | 10/01/2026 | 0.01 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.01 |
| Lowe's Cos Inc | 5.80 | 09/15/2062 | 0.01 |
| Brunswick Corp/DE | 5.10 | 04/01/2052 | 0.00 |
| MPLX LP | 4.95 | 03/14/2052 | 0.00 |
| CSFB Mortgage-Backed Pass-Through C | 4.15 | 06/25/2034 | 0.00 |
| Dell International LLC / EMC Corp | 5.30 | 10/01/2029 | 0.00 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.00 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.00 |
| Bank of America Corp | 6.50 | 12/31/2099 | 0.00 |
| Synchrony Financial | 4.25 | 08/15/2024 | 0.00 |
| Brookfield Corp | 4.00 | 01/15/2025 | 0.00 |
| Huntington Bancshares Inc/OH | 4.00 | 05/15/2025 | 0.00 |
| AT&T Inc | 4.30 | 02/15/2030 | 0.00 |
| MPLX LP | 4.25 | 12/01/2027 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 09/25/2033 | 0.00 |
| Penske Truck Leasing Co Lp / PTL Fi | 4.00 | 07/15/2025 | 0.00 |
| Broadcom Inc | 4.93 | 05/15/2037 | 0.00 |
| Bank of America Corp | 4.27 | 07/23/2029 | 0.00 |
| Energy Transfer LP | 4.00 | 10/01/2027 | 0.00 |
| Citigroup Inc | 4.08 | 04/23/2029 | 0.00 |
| Broadcom Inc | 4.15 | 11/15/2030 | 0.00 |
| Manulife Financial Corp | 4.06 | 02/24/2032 | 0.00 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.00 |
| Fannie Mae REMICS | 0.65 | 10/25/2035 | 0.00 |
| Republic of Poland Government Inter | 5.75 | 11/16/2032 | 0.00 |
| Fannie Mae REMICS | 1.25 | 05/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| JPMorgan Chase & Co | 6.64 | 05/15/2047 | 0.00 |
| S&P Global Inc | 3.90 | 03/01/2062 | 0.00 |
| Interpublic Group of Cos Inc/The | 4.20 | 04/15/2024 | 0.00 |
| AbbVie Inc | 3.85 | 06/15/2024 | 0.00 |
| Fannie Mae REMICS | 0.70 | 12/25/2042 | 0.00 |
| WPP Finance 2010 | 3.75 | 09/19/2024 | 0.00 |
| American Tower Corp | 4.00 | 06/01/2025 | 0.00 |
| Fannie Mae REMICS | 2.80 | 05/25/2033 | 0.00 |
| JPMorgan Chase & Co | 3.78 | 02/01/2028 | 0.00 |
| American Airlines 2021-1 Class A Pa | 2.88 | 07/11/2034 | 0.00 |
| Freddie Mac REMICS | 4.76 | 08/15/2035 | 0.00 |
| Apple Inc | 4.38 | 05/13/2045 | 0.00 |
| Fannie Mae REMICS | 2.55 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 06/25/2033 | 0.00 |
| Verizon Communications Inc | 2.85 | 09/03/2041 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Verus Securitization Trust 2020-INV | 0.33 | 03/25/2060 | 0.00 |
| JBS USA LUX SA / JBS USA Food Co / | 3.75 | 12/01/2031 | 0.00 |
| S&P Global Inc | 3.70 | 03/01/2052 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
| BAE Systems Holdings Inc | 3.85 | 12/15/2025 | 0.00 |
| Fannie Mae REMICS | 2.55 | 12/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.55 | 04/25/2032 | 0.00 |
| Chase Home Lending Mortgage Trust 2 | 4.00 | 04/25/2049 | 0.00 |
| Freddie Mac REMICS | 0.65 | 01/15/2044 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae REMICS | 2.45 | 11/25/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Freddie Mac Strips | 0.00 | 06/01/2026 | 0.00 |
| Fannie Mae REMICS | 2.55 | 08/25/2032 | 0.00 |
| Brixmor Operating Partnership LP | 4.12 | 05/15/2029 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| RALI Series 2007-QS6 Trust | 5.75 | 04/25/2037 | 0.00 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 |
| Fannie Mae REMICS | 2.80 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.00 |
| Structured Adjustable Rate Mortgage | 5.93 | 09/25/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.00 |
| Dell International LLC / EMC Corp | 6.02 | 06/15/2026 | 0.00 |
| Moody's Corp | 5.25 | 07/15/2044 | 0.00 |
| Hyundai Capital America | 5.88 | 04/07/2025 | 0.00 |
| UnitedHealth Group Inc | 3.75 | 07/15/2025 | 0.00 |
| Physicians Realty LP | 4.30 | 03/15/2027 | 0.00 |
| JPMorgan Chase & Co | 3.62 | 12/01/2027 | 0.00 |
| MetLife Inc | 3.85 | 12/31/2099 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Apple Inc | 4.25 | 02/09/2047 | 0.00 |
| Freddie Mac REMICS | 0.80 | 12/15/2039 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.00 |
| Realty Income Corp | 2.20 | 06/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae REMICS | 0.60 | 03/25/2035 | 0.00 |
| Allstate Corp/The | 4.20 | 12/15/2046 | 0.00 |
| Adjustable Rate Mortgage Trust 2004 | 0.71 | 02/25/2035 | 0.00 |
| Government National Mortgage Associ | 1.08 | 04/16/2037 | 0.00 |
| Fannie Mae REMICS | 1.10 | 10/25/2041 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 05/25/2034 | 0.00 |
| Fannie Mae REMICS | 1.65 | 11/25/2030 | 0.00 |
| Penn Mutual Life Insurance Co/The | 3.80 | 04/29/2061 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 1.15 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Freddie Mac REMICS | 1.27 | 05/15/2035 | 0.00 |
| Freddie Mac REMICS | 1.30 | 02/15/2035 | 0.00 |
| Fannie Mae REMICS | 2.50 | 01/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 12/01/2034 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 2.66 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 5.85 | 09/15/2035 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
| Freddie Mac REMICS | 2.20 | 03/15/2029 | 0.00 |
| Fannie Mae REMICS | 1.30 | 03/25/2035 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.45 | 02/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Fannie Mae REMICS | 5.70 | 08/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Fannie Mae REMICS | 1.55 | 08/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
| Freddie Mac REMICS | 2.20 | 07/15/2026 | 0.00 |
| Freddie Mac REMICS | 1.55 | 12/15/2037 | 0.00 |
| Fannie Mae REMICS | 2.56 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Freddie Mac REMICS | 0.55 | 04/15/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
| Fannie Mae REMICS | 2.65 | 04/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae REMICS | 1.55 | 08/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.80 | 01/25/2032 | 0.00 |
| Freddie Mac REMICS | 0.70 | 07/15/2035 | 0.00 |
| Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.66 | 12/18/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae REMICS | 2.46 | 11/18/2031 | 0.00 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.55 | 09/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 03/15/2026 | 0.00 |
| Fannie Mae REMICS | 1.30 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 1.55 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.55 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 0.60 | 07/25/2038 | 0.00 |
| Fannie Mae REMICS | 2.56 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 2.65 | 03/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.55 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae REMICS | 2.55 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.45 | 11/25/2031 | 0.00 |
| Freddie Mac REMICS | 2.65 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 2.35 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Fannie Mae REMICS | 2.46 | 12/18/2031 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
| Freddie Mac REMICS | 3.25 | 07/17/2028 | 0.00 |
| USD/EUR CFWD2024215 | 02/15/2024 | -0.00 | |
| CASH & EQUIVALENTS | 0.00 | -0.09 |
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