ETF constituents for GTO

Below, a list of constituents for GTO (Invesco Total Return Bond ETF) is shown. In total, GTO consists of 804 securities.

Note: The data shown here is as of date 01/31/2022 (the latest that can be sourced directly from the fund provider).

Click here to go back to the full list of ETFs.

Join the Alphalerts Newsletter

Lot's of cool shit - financial research, unusual stock/option/crypto picks,
tutorials on how to build a fintech SaaS, free data and feature updates.



Holding Ticker Security Identifier Name CouponRate MaturityDate rating Shares/Par Value MarketValue
nan 912828Z78 United States Treasury Note/Bond 1.5 01/31/2027 AA+u/Aaa 107571000 105587659.6875
nan 91282CDY4 United States Treasury Note/Bond 1.88 02/15/2032 AA+u/Aaa 92632400 91785682.43191
nan TUM2 CBOT 2 Year US Treasury Note Future nan 06/30/2022 NR/NR 365 78292500.0
nan 912810TB4 United States Treasury Note/Bond 1.88 11/15/2051 AA+u/Aaa 45568700 41495997.4375
nan 912810TF5 United States Treasury Note/Bond 2.38 02/15/2042 AA+u/Aaa 37008900 37188161.85937
nan 91282CDW8 United States Treasury Note/Bond 1.75 01/31/2029 AA+u/Aaa 32664700 32207904.42261
nan 01F020638 Fannie Mae or Freddie Mac 2.0 03/01/2052 AA+/Aaa 25804850 24471767.58
-CASH- CASHUSD00 Cash/Receivables/Payables 0.0 nan NR/NR 22292163 22292163.25
nan 91282CDV0 United States Treasury Note/Bond 0.88 01/31/2024 AA+u/Aaa 20844000 20569608.33
nan USM2 CBOT US Long Bond Future nan 06/21/2022 NR/NR 117 18043593.75
nan 01F022634 Fannie Mae or Freddie Mac 2.5 03/01/2052 AA+/Aaa 17400000 16974175.89
nan FVM2 CBOT 5 Year US Treasury Note nan 06/30/2022 NR/NR 87 10216382.856
nan 05526QAA4 BAMLL Commercial Mortgage Securities Trust 2015-200P 3.22 04/14/2033 AAA/NR 10000000 10118265.0
nan 12434DAG7 BX Trust 2021-LGCY 1.05 10/15/2023 AA/NR 10000000 9700640.0
nan 015857AH8 Algonquin Power & Utilities Corp 4.75 01/18/2082 BB+/NR 10000000 9518750.0
nan 05609VAL9 BX Commercial Mortgage Trust 2021-VOLT 1.84 09/15/2036 NR/NR 8799000 8606821.92
nan 01F012437 Fannie Mae or Freddie Mac 1.5 03/01/2037 AA+/Aaa 8760000 8457506.34
nan 38176EAL1 Golub Capital Partners CLO 40A Ltd 1.35 01/25/2032 NR/Aaa 8000000 7959616.0
nan 61977KAA4 Motel Trust 2021-MTL6 1.09 09/15/2038 AAA/NR 6755812 6684077.94
nan 21H020634 Ginnie Mae II Pool 2.0 03/01/2052 AA+/Aaa 6645000 6421120.65
nan 21H022630 Ginnie Mae II Pool 2.5 03/01/2052 AA+/Aaa 5400000 5339566.44
nan 38138DAN6 Goldentree Loan Management US CLO 5 Ltd 1.32 10/20/2032 AAA/NR 5000000 4991205.0
nan 48250EAN5 KKR CLO 30 Ltd 1.26 10/17/2031 AAA/NR 5000000 4981980.0
nan 58937CAA7 Mercury Chile Holdco LLC 6.5 01/24/2027 BB+/Ba1 5000000 4908925.0
nan 552732AA7 MFA 2021-INV2 Trust 1.91 11/25/2056 AAA/NR 4927390 4788767.15
nan 36263KAF8 GS Mortgage-Backed Securities Trust 2021-INV1 2.5 12/25/2051 NR/Aaa 4699179 4622935.9
nan 01F020430 Fannie Mae or Freddie Mac 2.0 03/01/2037 AA+/Aaa 4687000 4613033.33
nan 60367QAD5 China Government International Bond 2.5 10/26/2051 A+u/A1u 4821000 4464436.96
nan 00180UAB1 AMSR 2021-SFR3 Trust 1.73 10/17/2038 NR/Aa3 4460000 4188139.36
nan 98920MAA0 ZAXBY'S FUNDING LLC 3.24 07/30/2051 BBB/NR 4278500 4139757.66
nan 025537AU5 American Electric Power Co Inc 3.88 02/15/2062 BBB/Baa3 4314000 4104669.92
nan 126408GK3 CSX Corp 6.15 05/01/2037 BBB+/Baa1 3184000 4064106.02864
nan 246114AA0 Delaware Life Global Funding 2.66 06/29/2026 BBB+/NR 4125000 4047037.5
nan 67575XAN1 OCTAGON INVESTMENT PARTNERS 31 LLC 1.3 07/20/2030 NR/Aaa 4000000 3991484.0
nan 38138JAC7 GoldentTree Loan Management US CLO 1 Ltd 1.32 01/20/2033 AAA/NR 4000000 3990028.0
nan 08160JAK3 Benchmark 2019-B9 Mortgage Trust 4.97 03/15/2052 NR/NR 3369000 3555953.22
nan 33851TAF4 Flagstar Mortgage Trust 2021-11INV 3.7 11/25/2051 NR/Aaa 3434042 3355810.55
nan 401494AT6 Guatemala Government Bond 3.7 10/07/2033 BB-/Ba1 3623000 3271605.23
nan 90015WAL7 Turkiye Vakiflar Bankasi TAO 5.5 10/01/2026 NR/NR 3448000 3213080.86
nan 80386WAD7 Sasol Financing USA LLC 5.5 03/18/2031 BB/Ba2 3250000 3141238.75
nan 03464BAA6 Angel Oak Mortgage Trust 2022-1 2.88 12/25/2066 NR/NR 3150000 3138506.91
nan 55261HAC4 MAG MUTUAL HOLDING COMPANY 4.75 04/30/2041 BBB-/Baa3 3179000 3106806.26
nan 67097LAH9 OCP CLO 2017-13 Ltd 1.2 07/15/2030 AAA/NR 3000000 3000912.0
nan 67578FAA5 Octagon Investment Partners 49 Ltd 1.46 01/15/2033 AAA/NR 3000000 2998500.0
nan 05683HAN5 Bain Capital Credit CLO 2017-2 Ltd 1.44 07/25/2034 AAA/Aaa 3000000 2996292.0
nan 91282CDZ1 United States Treasury Note/Bond 1.5 02/15/2025 AA+u/Aaa 3013000 2988872.46847
nan 15135BAX9 Centene Corp 2.5 03/01/2031 BBB-/Ba1 3272000 2986784.01
nan 10569EAB7 BRAVO Residential Funding Trust 2021-NQM2 1.28 03/25/2060 AA/NR 3014472 2984574.66
nan 1912ERAA8 Coca-Cola Icecek AS 4.5 01/20/2029 BBB-/NR 2973000 2976284.21
nan 85573RAA6 Starwood Mortgage Residential Trust 2021-6 1.92 11/25/2066 NR/NR 2986700 2928506.95
nan 912796Q36 United States Treasury Bill 0.0 05/26/2022 AA+u/Aaa 2929000 2926425.94
nan 05609VAJ4 BX Commercial Mortgage Trust 2021-VOLT 1.29 09/15/2036 A-/NR 3005000 2923963.86
nan 46652JBC5 JPMDB Commercial Mortgage Securities Trust 2020-COR7 3.72 05/13/2053 NR/NA 2908000 2883938.63
nan 08162MBD9 Benchmark 2020-B17 Mortgage Trust 3.37 03/15/2053 NR/NR 3000000 2861226.0
nan 46652JAW2 JPMDB Commercial Mortgage Securities Trust 2020-COR7 2.18 05/13/2053 AAA/NA 3000000 2837702.7
nan 855244BC2 Starbucks Corp 3.0 02/14/2032 BBB+/Baa1 2810000 2764409.3517
nan 219868CE4 Corp Andina de Fomento 1.25 10/26/2024 A+/Aa3 2769000 2706639.41
nan 46654VAA1 J.P. Morgan Mortgage Trust 2021-LTV2 2.52 05/25/2052 NR/Aaa 2752642 2679343.93
nan 3140QB3Q9 Fannie Mae Pool 3.0 10/01/2049 AA+/Aaa 2620321 2644954.98
nan 38141GYR9 Goldman Sachs Group Inc/The 0.97 10/21/2027 BBB+/A2 2649000 2641264.81404
nan 12565WAA9 CK Hutchison International 21 Ltd 1.5 04/15/2026 A/A2 2713000 2601861.98
nan 060505GB4 Bank of America Corp 4.38 12/31/2099 BBB-/Baa3 2676000 2595720.0
nan 67448DAA8 OBX 2022-NQM2 Trust 2.93 01/25/2062 (P)AAA/NR 2569000 2568445.87
nan 08161BBC6 Benchmark 2018-B3 Mortgage Trust 4.54 04/10/2051 NR/NR 2500000 2560240.5
nan 12660BAM3 Credit Suisse Mortgage Capital Certificates 2.87 01/25/2067 AAA/NR 2540000 2542474.21
nan 07336JAE8 Bayview MSR Opportunity Master Fund Trust 2021-INV5 2.5 11/25/2051 NR/Aaa 2649825 2533609.34
nan 38528UAB2 Grand Canyon University 3.25 10/01/2023 NR/Ba1 2470000 2482350.0
nan 09261HAC1 Blackstone Private Credit Fund 2.62 12/15/2026 BBB-/Baa3 2661000 2451719.48148
nan 900123CW8 Turkey Government International Bond 5.6 11/14/2024 BB-u/B2 2500000 2448875.0
nan 345397B77 Ford Motor Credit Co LLC 2.7 08/10/2026 BB+/Ba2 2541000 2423478.75
nan 38136MAU2 Goldentree Loan Management US Clo 2 Ltd 1.16 11/20/2030 NR/Aaa 2362000 2356439.85
nan 549875AA0 Lukoil Capital DAC 2.8 04/26/2027 BBB+/Baa2 2709000 2346275.74
nan 3132DVKR5 Freddie Mac Pool 3.5 08/01/2049 AA+/Aaa 2254305 2320418.97
nan 096630AJ7 Boardwalk Pipelines LP 3.6 09/01/2032 BBB-/Baa2 2324000 2291985.0408
nan 78016EYZ4 Royal Bank of Canada 0.76 01/21/2027 A/A1 2269000 2271172.39
nan 853254BH2 Standard Chartered PLC 7.75 04/02/2023 BB-/Ba1 2174000 2270177.76
nan 92538QAA8 Verus Securitization Trust 2021-7 1.83 10/25/2066 AAA/NR 2308207 2260554.72
nan 00774MAV7 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45 10/29/2026 BBB/Baa3 2313000 2228625.87714
nan 85573TAA2 Starwood Mortgage Residential Trust 2022-1 2.45 12/25/2066 NR/NR 2247000 2226498.37
nan EK4034410 Sino-Ocean Land Treasure Finance I Ltd 6.0 07/30/2024 NR/Baa3 2300000 2224641.49
nan 02376LAA3 American Airlines 2021-1 Class B Pass Through Trust 3.95 07/11/2030 BB+/Baa3 2341000 2224137.75
nan 064058AL4 Bank of New York Mellon Corp/The 3.75 12/31/2059 BBB/Baa1 2405000 2222821.25
nan 110122DU9 Bristol-Myers Squibb Co 2.95 03/15/2032 A+/A2 2217000 2217496.51932
nan 67115DAA0 Onslow Bay Mortgage Loan Trust 1.96 10/25/2061 NR/NR 2276246 2216047.14
nan 536797AG8 Lithia Motors Inc 3.88 06/01/2029 BB+/Ba2 2262000 2214079.53
nan 46625HHA1 JPMorgan Chase & Co 3.77 12/31/2049 BBB-/Baa2 2218000 2213406.97
nan BR6668783 Pershing Square Holdings Ltd/Fund 3.25 10/01/2031 BBB+/NR 2300000 2201732.5
nan 603374AF6 Minerva Luxembourg SA 4.38 03/18/2031 BB/NR 2418000 2201480.19
nan 58403YAK2 Med Trust 2021-MDLN 1.64 11/15/2038 AA/Aa1 2204000 2187259.3
nan 89680YAC9 Triton Container International Ltd 3.15 06/15/2031 BBB-/NR 2283000 2178257.67
nan 02379KAA2 American Airlines 2021-1 Class A Pass Through Trust 2.88 07/11/2034 A-/Baa1 2276000 2175850.54
nan 67114VAA1 OBX 2022-NQM1 Trust 2.31 11/25/2061 AAA/NR 2155000 2136861.8
nan 07336JAD0 Bayview MSR Opportunity Master Fund Trust 2021-INV5 3.0 11/25/2051 NR/Aaa 2171586 2136326.08
nan 98981BAA0 ZoomInfo Technologies LLC/ZoomInfo Finance Corp 3.88 02/01/2029 B/B3 2272000 2124990.24
nan 36321PAE0 Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040 NR/Aa2 2267000 2105678.1
nan 3140K42M1 Fannie Mae Pool 2.5 12/01/2034 AA+/Aaa 2064069 2094153.73
nan 81725WAK9 Sensata Technologies BV 4.0 04/15/2029 BB+/Ba3 2179000 2091731.05
nan 10554NAB4 Braskem Idesa SAPI 6.99 02/20/2032 B+/NR 2162000 2067607.08
nan 12433EAA9 BX Trust 2022-LBA6 1.1 01/15/2039 NR/Aaa 2085000 2066948.7
nan 552676AV0 MDC Holdings Inc 3.97 08/06/2061 BBB-/Ba1 2512000 2054917.71
nan 110122DV7 Bristol-Myers Squibb Co 3.55 03/15/2042 A+/A2 2038000 2043085.33988
nan 00946AAC8 Airport Authority 1.75 01/12/2027 AA+/NR 2078000 2028119.79
nan ZO9642570 Country Garden Holdings Co Ltd 3.12 10/22/2025 NR/Baa3 2500000 2025000.0
nan 91087BAS9 Mexico Government International Bond 4.4 02/12/2052 BBB/Baa1 2256000 2021827.2
nan 92538FAA2 Verus Securitization Trust 2021-2 1.03 02/25/2066 AAA/NR 2061352 2021762.33
nan 08162YAE2 Benchmark 2019-B14 Mortgage Trust 3.05 12/15/2062 AAA/NR 2000000 2017609.2
nan 25755TAL4 Domino's Pizza Master Issuer LLC 3.67 10/25/2049 BBB+/NR 1960000 1999060.45
nan 08160KAJ3 Benchmark 2019-B15 Mortgage Trust 3.56 12/15/2072 NR/NR 2000000 1997960.4
nan 110122DW5 Bristol-Myers Squibb Co 3.7 03/15/2052 A+/A2 1965000 1984561.575
nan 48305QAG8 Kaiser Foundation Hospitals 3.0 06/01/2051 AA-/NR 2180000 1977965.73
nan 87264ACM5 T-Mobile USA Inc 3.4 10/15/2052 BBB-/Baa3 2319000 1975288.53378
nan 11271LAJ1 Brookfield Finance Inc 3.62 02/15/2052 A-/Baa1 2126000 1943803.22
nan 19685EAA9 COLT 2022-2 Mortgage Loan Trust 2.99 02/25/2067 NR/NR 1940000 1939327.6
nan 07336GAC8 Bayview MSR Opportunity Master Fund Trust 2021-INV4 3.0 10/25/2051 NR/Aaa 1957584 1935675.35
nan 17329VBA6 Citigroup Mortgage Loan Trust 2021-INV3 2.5 05/25/2051 NR/Aaa 2022844 1934126.67
nan 29250NBM6 Enbridge Inc 0.68 02/16/2024 BBB+/Baa1 1924000 1928038.11
nan 78486QAP6 SVB Financial Group 4.25 12/31/2099 BB/Baa2 2008000 1916716.32
nan 372460AC9 Genuine Parts Co 2.75 02/01/2032 BBB/Baa1 2016000 1907967.47904
nan 07336GAH7 Bayview MSR Opportunity Master Fund Trust 2021-INV4 2.5 10/25/2051 NR/Aaa 1923112 1891758.65
nan 07336GAD6 Bayview MSR Opportunity Master Fund Trust 2021-INV4 2.5 10/25/2051 NR/Aaa 1957584 1871728.71
nan AM2522820 Credit Suisse Group AG 7.12 12/31/2099 BB-/Ba2u 1826000 1854284.74
nan 225313AP0 Credit Agricole SA 4.75 12/31/2059 BBB-/NR 1957000 1847408.0
nan 00946AAE4 Airport Authority 3.25 01/12/2052 AA+/NR 1971000 1846751.45
nan 655844CN6 Norfolk Southern Corp 3.7 03/15/2053 BBB+/Baa1 1849000 1826780.62247
nan 19688HAA9 COLT 2022-1 Mortgage Loan Trust 2.28 02/25/2067 NR/NR 1815000 1798111.43
nan 11102AAF8 British Telecommunications PLC 4.25 11/23/2081 BB+/Ba1 1870000 1797303.75
nan 13645RAX2 Canadian Pacific Railway Co 6.12 09/15/2115 BBB+/Baa2 1385000 1793370.14
nan 53218CAA8 Life 2021-BMR Mortgage Trust 0.89 03/15/2038 NR/Aaa 1798835 1771020.71
nan 72014TAE9 Piedmont Healthcare Inc 2.86 01/01/2052 AA-/A1 2000000 1765042.46
nan 71567PAT7 Perusahaan Penerbit SBSN Indonesia III 3.55 06/09/2051 BBB/Baa2 1886000 1762504.72
nan 80386WAC9 Sasol Financing USA LLC 4.38 09/18/2026 BB/Ba2 1785000 1757412.83
nan 55284FAF4 MFA 2021-AEINV1 Trust 2.5 08/25/2051 NR/Aaa 1780180 1751213.8
nan BN6473167 Gazprom PJSC via Gaz Finance PLC 2.95 01/27/2029 BBB-/Baa2 2242000 1749477.44
nan 03465EAA9 Angel Oak Mortgage Trust 2021-3 1.07 05/25/2066 NR/NR 1772897 1745094.16
nan 83546DAQ1 Sonic Capital LLC 2.64 08/20/2051 BBB/NR 1872167 1740524.55
nan 670898AC9 OCP CLO 2020-8R Ltd 1.46 01/17/2032 AAA/NR 1730000 1730581.28
nan 581557BR5 McKesson Corp 1.3 08/15/2026 BBB+/Baa2 1829000 1724513.11
nan 83546DAN8 Sonic Capital LLC 2.19 08/20/2051 BBB/NR 1832333 1723963.29
nan 36143L2G9 GA Global Funding Trust 2.25 01/06/2027 A-/A3 1781000 1714364.17
nan 11778EAA4 B3 SA - Brasil Bolsa Balcao 4.12 09/20/2031 NR/Ba1 1884000 1713027.0
nan 67448DAL4 OBX 2022-NQM2 Trust 2.78 01/25/2062 (P)AAA/NR 1704000 1705537.69
nan 36321PAD2 Galaxy Pipeline Assets Bidco Ltd 2.16 03/31/2034 NR/Aa2 1816000 1703620.74
nan 90353TAK6 Uber Technologies Inc 4.5 08/15/2029 B-/B3 1800000 1697940.0
nan 92538WAA5 Verus Securitization Trust 2022-1 2.72 01/25/2067 AAA/NR 1670000 1656814.52
nan 85521DAG7 STAR 2021-SFR1 Trust 1.42 04/17/2038 NR/NR 1665000 1655974.53
nan 17320DAU2 Citigroup Commercial Mortgage Trust 2013-GC11 4.42 04/10/2046 NR/NR 1650000 1648677.53
nan 92538BAA1 Verus Securitization Trust 2021-R1 0.82 10/25/2063 AAA/NR 1656474 1643004.73
nan 83546DAG3 Sonic Capital LLC 3.85 01/20/2050 BBB/NR 1603579 1633030.13
nan 92933BAT1 WMG Acquisition Corp 3.75 12/01/2029 BB+/Ba3 1711000 1619016.64
nan 31573CAA3 Ellington Financial Mortgage Trust 2022-1 2.21 02/25/2026 NR/NR 1630000 1615100.99
nan 61691UBH1 Morgan Stanley Capital I Trust 2019-L3 3.49 11/15/2052 AAA/NR 1580000 1614136.22
nan 48305QAF0 Kaiser Foundation Hospitals 2.81 06/01/2041 AA-/NR 1760000 1608505.75
nan 771049AA1 ROBLOX Corp 3.88 05/01/2030 BB/Ba2 1712000 1602058.27
nan 37959GAC1 Global Atlantic Fin Co 4.7 10/15/2051 BB/Ba1 1648000 1596088.0
nan 85573GAA0 STAR 2021-1 Trust 1.22 05/25/2065 NR/NR 1596455 1584164.96
nan 06051GKH1 Bank of America Corp 1.1 02/04/2028 A-/A2 1575000 1581028.08
nan 615369AX3 Moody's Corp 3.1 11/29/2061 BBB+/NR 1864000 1558768.84432
nan 36258YBG2 GS Mortgage Securities Trust 2020-GC45 2.91 02/13/2053 AAA/NR 1560000 1558027.54
nan 71675CAE8 Petronas Capital Ltd 3.4 04/28/2061 A-/A2 1716000 1549094.65
nan 91159HJB7 US Bancorp 2.49 11/03/2036 A/A2 1665000 1541053.737
nan 92537QAD3 Verus Securitization Trust 2021-1 1.31 01/25/2066 AAA/NR 1569993 1536177.59
nan 05565AB28 BNP Paribas SA 4.62 12/31/2059 BBB-/Ba1 1591000 1523382.5
nan 28368EAD8 Kinder Morgan Inc 7.8 08/01/2031 BBB/Baa2 1159000 1518922.61
nan 91087BAR1 Mexico Government International Bond 3.5 02/12/2034 BBB/Baa1 1645000 1517528.95
nan 83545GBD3 Sonic Automotive Inc 4.62 11/15/2029 BB-/B1 1615000 1517437.85
nan 526057CD4 Lennar Corp 4.75 11/29/2027 BBB-/Baa3 1400000 1509898.488
nan 78486QAJ0 SVB Financial Group 4.0 12/31/2049 BB/Baa2 1591000 1501506.25
nan ZS9863813 Fuqing Investment Management Ltd 4.0 06/12/2022 NR/NR 1499000 1494203.2
nan 00774MAW5 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.0 10/29/2028 BBB/Baa3 1546000 1482192.31304
nan 44988UAA5 IP Lending III LTD 3.38 11/02/2026 NR/A3 1474000 1470781.85
nan 36258RBA0 GS Mortgage Securities Trust 2020-GC47 2.38 05/12/2053 AAA/NR 1530000 1469723.81
nan 88315LAQ1 Textainer Marine Containers VII Ltd 2.23 04/20/2046 A/NR 1513400 1468757.29
nan 90184LAG7 Twitter Inc 3.88 12/15/2027 BB+/Ba2 1477000 1446536.88
nan 60700MAE8 MMAF Equipment Finance LLC 2020-A 1.56 10/09/2042 NR/Aaa 1500000 1444640.85
nan 3140J5RU5 Fannie Mae Pool 3.5 06/01/2047 AA+/Aaa 1375652 1432327.69
nan 86563VAY5 Sumitomo Mitsui Trust Bank Ltd 1.35 09/16/2026 A/A1 1507000 1428003.56
nan 82967NBM9 Sirius XM Radio Inc 3.88 09/01/2031 BB/Ba3 1568000 1426950.56
nan 67448DAM2 OBX 2022-NQM2 Trust 3.38 01/25/2062 (P)AAA/NR 1415000 1415266.59
nan 12597NAS2 CSAIL 2020-C19 Commercial Mortgage Trust 2.56 03/15/2053 NR/Aaa 1459000 1411931.64
nan 30321L2B7 F&G Global Funding 0.9 09/20/2024 A-/NR 1461000 1403816.27
nan 404280CY3 HSBC Holdings PLC 2.87 11/22/2032 A-/A3 1496000 1403667.254
nan 36143L2H7 GA Global Funding Trust 2.9 01/06/2032 A-/A3 1506000 1401603.58302
nan 62912XAC8 NGPL PipeCo LLC 7.77 12/15/2037 BBB-/Baa3 1055000 1398104.7157
nan 174610BD6 Citizens Financial Group Inc 4.0 12/31/2049 BB+/NA 1481000 1392140.0
nan 38141GXX7 Goldman Sachs Group Inc/The 0.86 03/09/2027 BBB+/A2 1396000 1388912.59176
nan 67647WAE7 Oceanview Mortgage Trust 2021-INV3 2.5 07/25/2051 NR/Aaa 1406302 1384124.7
nan 55284FAC1 MFA 2021-AEINV1 Trust 2.5 08/25/2051 NR/Aaa 1438581 1375487.88
nan 65559CAA9 Nordea Bank Abp 6.62 12/31/2059 BBB/Baa3u 1265000 1363632.05
nan 172967MV0 Citigroup Inc 3.88 12/31/2099 BB+/Ba1 1432000 1361488.32
nan 29278NAN3 Energy Transfer LP 5.5 06/01/2027 BBB-/Baa3 1240000 1357785.8888
nan 565130AA9 Maple Grove Funding Trust I 4.16 08/15/2051 BBB+/Baa1 1463000 1354161.1
nan 023135CB0 Amazon.com Inc 3.1 05/12/2051 AA/A1 1442000 1352247.41092
nan 58403YAD8 Med Trust 2021-MDLN 1.14 11/15/2038 AAA/Aaa 1360000 1346026.41
nan 822582CK6 Shell International Finance BV 2.88 11/26/2041 A+/Aa2 1487000 1342349.94859
nan 04684LAC2 Atento Luxco 1 SA 8.0 02/10/2026 NR/Ba3 1305000 1341234.86
nan 38141GZJ6 Goldman Sachs Group Inc/The 0.75 01/24/2025 BBB+/A2 1324000 1326609.18
nan 822582CL4 Shell International Finance BV 3.0 11/26/2051 A+/Aa2 1487000 1319475.38298
nan 224044CP0 Cox Communications Inc 3.6 06/15/2051 BBB/Baa2 1447000 1318107.82
nan 456837AX1 ING Groep NV 1.06 04/01/2027 A-/Baa1 1301000 1315877.36
nan 30212PBK0 Expedia Group Inc 4.62 08/01/2027 BBB-/Baa3 1230000 1311835.344
nan 31424EAB8 UAE INTERNATIONAL GOVERNMENT BOND 3.25 10/19/2061 NR/Aa2 1390000 1306941.94
nan 22788CAA3 Crowdstrike Holdings Inc 3.0 02/15/2029 BB/Ba3 1409000 1306875.68
nan 852234AM5 Block Inc 3.5 06/01/2031 BB/Ba2 1408000 1300759.68
nan 10921U2G2 Brighthouse Financial Global Funding 1.2 12/15/2023 A+/A3 1312000 1288252.6688
nan 78486QAQ4 SVB Financial Group 4.7 12/31/2099 BB/Baa2 1348000 1282285.0
nan 12550AAT3 CIFC Funding 2014-V Ltd 1.44 10/17/2031 AAA/Aaa 1281000 1281468.85
nan 00774MAZ8 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85 10/29/2041 BBB/Baa3 1380000 1280064.0432
nan 12433EAG6 BX Trust 2022-LBA6 1.4 01/15/2039 NR/Aa3 1285000 1271434.0
nan 174610AK1 Citizens Financial Group Inc 4.3 12/03/2025 BBB/NR 1190000 1252146.6076
nan 303075AB1 FactSet Research Systems Inc 3.45 03/01/2032 BBB/Baa3 1260000 1251426.0276
nan 404280CX5 HSBC Holdings PLC 2.25 11/22/2027 A-/A3 1304000 1251270.52
nan 71643VAA3 Petroleos Mexicanos 6.7 02/16/2032 BBB/Ba3 1323000 1251061.88
nan 585491AF0 Mello Mortgage Capital Acceptance 2021-INV3 2.5 10/25/2051 NR/Aaa 1261224 1240806.37
nan 853254CD0 Standard Chartered PLC 4.3 12/31/2049 BB-/Ba1 1362000 1232610.0
nan 345397A29 Ford Motor Credit Co LLC 3.09 01/09/2023 BB+/Ba2 1223000 1232496.6
nan 10922NAH6 Brighthouse Financial Inc 3.85 12/22/2051 BBB+/Baa3 1430000 1232018.6021
nan 969457BY5 Williams Cos Inc/The 2.6 03/15/2031 BBB/Baa2 1316000 1231893.95308
nan 33852HAD4 Flagstar Mortgage Trust 2021-8INV 2.5 09/25/2051 NR/Aaa 1246691 1227095.66
nan 853254BZ2 Standard Chartered PLC 1.46 01/14/2027 BBB+/A3 1304000 1224132.93
nan 6944PL2G3 Pacific Life Global Funding II 0.67 06/04/2026 AA-/Aa3 1214000 1219721.24
nan 92933BAR5 WMG Acquisition Corp 3.0 02/15/2031 BB+/Ba3 1333000 1201326.26
nan 172967MG3 Citigroup Inc 5.0 12/31/2049 BB+/Ba1 1196000 1200485.0
nan 00653XAA5 Adani Green Energy Ltd 4.38 09/08/2024 NA/Ba3 1198000 1198119.8
nan 53218CAC4 Life 2021-BMR Mortgage Trust 1.07 03/15/2038 NR/Aa1 1213968 1195004.26
nan 29280LAA1 EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia 5.38 12/30/2030 BBB-/Ba3 1450000 1194879.75
nan 11271LAC6 Brookfield Finance Inc 3.9 01/25/2028 A-/Baa1 1144000 1193799.15512
nan 05583JAK8 BPCE SA 2.04 10/19/2027 BBB+/Baa1 1254000 1192752.71
nan 699149AH3 Paraguay Government International Bond 5.4 03/30/2050 BB/Ba1 1200000 1191012.0
nan 09659W2N3 BNP Paribas SA 1.32 01/13/2027 A-/Baa1 1260000 1180869.0264
nan 38141GXW9 Goldman Sachs Group Inc/The 0.63 03/08/2024 BBB+/A2 1175000 1177340.72
nan 78410GAD6 SBA Communications Corp 3.88 02/15/2027 BB-/B1 1190000 1176535.15
nan 91825MAB9 Uzbekneftegaz JSC 4.75 11/16/2028 BB-/NR 1278000 1173798.27
nan 58549XAF0 Mello Mortgage Capital Acceptance 2021-INV2 2.5 08/25/2051 AAA/Aaa 1193365 1172345.62
nan 03847QAA1 Arabian Centres Sukuk II Ltd 5.62 10/07/2026 NA/Ba2 1178000 1169706.88
nan 12660BAN1 Credit Suisse Mortgage Capital Certificates 3.35 01/25/2067 AAA/NR 1160000 1165717.52
nan 72014TAC3 Piedmont Healthcare Inc 2.04 01/01/2032 AA-/A1 1275000 1164051.58
nan 053773BG1 Avis Budget Car Rental LLC / Avis Budget Finance Inc 4.75 04/01/2028 BB-/B2 1225000 1159205.25
nan 22303XAA3 Covanta Holding Corp 4.88 12/01/2029 B/B1 1212000 1153248.3
nan 902973BC9 US Bancorp 3.7 12/31/2059 BBB+/Baa1 1244000 1150700.0
nan 853254CC2 Standard Chartered PLC 2.68 06/29/2032 BBB+/A3 1244000 1141722.21
nan 09261XAB8 Blackstone Secured Lending Fund 2.75 09/16/2026 NA/Baa3 1186000 1137975.41
nan 81618TAE0 Office Properties Income Trust 4.25 05/15/2024 BBB-/Baa3 1106000 1129250.23
nan 05964HAN5 Banco Santander SA 1.72 09/14/2027 A-/Baa1 1200000 1126109.96
nan 05609QAA4 BX Commercial Mortgage Trust 2021-ACNT 1.04 11/15/2038 NR/Aaa 1135000 1124266.31
nan 85521DAE2 STAR 2021-SFR1 Trust 1.17 04/17/2038 NR/NR 1125000 1119063.49
nan 04686JAE1 Athene Holding Ltd 3.45 05/15/2052 A-/NA 1289000 1110555.49
nan 00774MAY1 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4 10/29/2033 BBB/Baa3 1180000 1110195.9672
nan 303075AA3 FactSet Research Systems Inc 2.9 03/01/2027 BBB/Baa3 1109000 1109430.81323
nan 097023CW3 Boeing Co/The 5.8 05/01/2050 BBB-/Baa2 940000 1097902.7604
nan 31358DDG6 Fannie Mae Principal Strip 0.0 01/15/2030 AA+/WR 1300000 1095562.92
nan 00774MAX3 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3 01/30/2032 BBB/Baa3 1159000 1095347.00142
nan 09261BAH3 Blackstone Holdings Finance Co LLC 3.2 01/30/2052 A+/NR 1245000 1095023.067
nan 19260QAC1 Coinbase Global Inc 3.38 10/01/2028 BB+/Ba1 1210000 1087251.55
nan 30321L2C5 F&G Global Funding 2.0 09/20/2028 A-/NR 1150000 1075959.33
nan 898339AA4 Trust Fibra Uno 4.87 01/15/2030 NR/Baa2 1080000 1074637.8
nan 830867AA5 Delta Air Lines Inc / SkyMiles IP Ltd 4.5 10/20/2025 NR/Baa1 1040165 1072211.05
nan 11042CAA8 British Airways 2021-1 Class A Pass Through Trust 2.9 03/15/2035 A/A2 1101894 1071976.02
nan 637432NY7 National Rural Utilities Cooperative Finance Corp 2.75 04/15/2032 A-/A1 1103000 1070850.6384
nan 92328MAC7 Venture Global Calcasieu Pass LLC 3.88 11/01/2033 BB/Ba3 1125000 1068558.3
nan 61765TAL7 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 4.53 10/15/2048 NR/NR 1032000 1068545.8
nan 35805BAC2 Fresenius Medical Care US Finance III Inc 1.88 12/01/2026 BBB/Baa3 1118000 1068169.5102
nan 3137F4D58 Freddie Mac Multifamily Structured Pass Through Certificates 3.6 02/25/2028 AA+/Aaa 1000000 1067599.7
nan 3137FDET5 Freddie Mac Multifamily Structured Pass Through Certificates 3.46 11/25/2032 AA+/Aaa 1000000 1067242.7
nan 3138LLZ73 Fannie Mae Pool 3.31 01/01/2033 AA+/Aaa 1000000 1066344.34
nan 26441CBP9 Duke Energy Corp 3.25 01/15/2082 BBB-/Baa3 1155000 1057390.5804
nan 695114CY2 PacifiCorp 2.9 06/15/2052 A+/A1 1222000 1054661.86176
nan 69120VAE1 OWL Rock Core Income Corp 4.7 02/08/2027 NR/Baa3 1064000 1049790.16296
nan 89613JAA8 Tricon American Homes 2020-SFR2 Trust 1.48 11/17/2039 NR/Aaa 1131207 1045884.24
nan 77289KAA3 Rockcliff Energy II LLC 5.5 10/15/2029 B+/B3 1058000 1042320.44
nan 31424EAC6 UAE INTERNATIONAL GOVERNMENT BOND 2.88 10/19/2041 NR/Aa2 1108000 1040518.37
nan 3137FCKD5 Freddie Mac Multifamily Structured Pass Through Certificates 3.0 10/25/2027 AA+/Aaa 1000000 1036627.8
nan 219350BQ7 Corning Inc 5.45 11/15/2079 BBB+/Baa1 929000 1034442.09456
nan 65480CAC9 Nissan Motor Acceptance Co LLC 1.85 09/16/2026 BBB-/Baa3 1103000 1030249.77
nan 64134JAA1 Neuberger Berman Loan Advisers Clo 40 Ltd 1.3 04/16/2033 AAA/NR 1023000 1021120.75
nan 85573EAA5 Starwood Mortgage Residential Trust 2020-INV 1.03 11/25/2055 AAA/NR 1029961 1017925.95
nan 79466LAL8 salesforce.com Inc 2.9 07/15/2051 A+/A2 1140000 1015590.1812
nan 3140QBS82 Fannie Mae Pool 3.0 09/01/2049 AA+/Aaa 1005871 1013009.21
nan 00774MAS4 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75 01/30/2026 BBB/Baa3 1070000 1012799.5441
nan 059578AF1 Banco do Brasil SA/Cayman 3.25 09/30/2026 NR/Ba2 1050000 1010514.75
nan 716473AE3 Petrofac Ltd 9.75 11/15/2026 BB-/NA 1052000 1007584.56
nan 74730DAD5 Qatar Energy 3.3 07/12/2051 AA-/Aa3 1070000 1006853.95
nan 83545GBE1 Sonic Automotive Inc 4.88 11/15/2031 BB-/B1 1069000 1003566.51
nan 455780DG8 Indonesia Government International Bond 3.2 09/23/2061 BBB/Baa2 1160000 1001569.64
nan 35563CAD0 Freddie Mac Military Housing Bonds Resecuritization Trust Ce 4.67 11/25/2055 AA+/Aaa 929625 999227.32
nan AO4037542 Country Garden Holdings Co Ltd 4.75 07/25/2022 NR/Baa3 1000000 992500.0
nan 36143L2D6 GA Global Funding Trust 1.95 09/15/2028 A-/A3 1082000 989606.11568
nan 06051GKK4 Bank of America Corp 2.97 02/04/2033 A-/A2 1021000 984932.82786
nan 29278GAQ1 Enel Finance International NV 2.88 07/12/2041 BBB+/Baa1 1160000 984820.33
nan 615369AY1 Moody's Corp 3.75 02/25/2052 BBB+/NA 1004000 979506.00436
nan 86038AAA0 Stewart Information Services Corp 3.6 11/15/2031 NR/NR 1024000 978551.49056
nan 47216QAB9 JDE Peet's NV 1.38 01/15/2027 BBB-/Baa3 1050000 972713.448
nan 06051GKC2 Bank of America Corp 2.48 09/21/2036 BBB+/Baa1 1083000 969918.85824
nan 71531QAD3 Pershing Square Holdings Ltd/Fund 3.25 11/15/2030 BBB+/NR 1000000 961362.0
nan 60687YBU2 Mizuho Financial Group Inc 2.56 09/13/2031 BBB+/A2 1051000 953734.02
nan 17180TBA9 CIFC Funding 2016-I Ltd nan 10/21/2031 AAA/NA 957000 953172.0
nan 61747YEJ0 Morgan Stanley 0.67 01/24/2025 BBB+/A1 945000 947832.39
nan 13077DRV6 California State University 2.94 11/01/2052 AA-/Aa2 1040000 947280.46
nan 09581JAA4 Blue Owl Finance LLC 3.12 06/10/2031 BBB/NR 1061000 945911.98253
nan BM0544734 Greentown China Holdings Ltd 4.7 04/29/2025 NR/Ba3 962000 939874.0
nan 682691AC4 OneMain Finance Corp 3.88 09/15/2028 BB/Ba2 1014000 931663.2
nan 08576PAF8 Berry Global Inc 1.65 01/15/2027 BBB-/Ba1u 998000 930032.06
nan 928668BN1 Volkswagen Group of America Finance LLC 1.62 11/24/2027 BBB+/A3 993000 927118.23
nan 904678AW9 UniCredit SpA 1.98 06/03/2027 BBB/Baa1 992000 925285.25
nan 853254BU3 Standard Chartered PLC 3.27 02/18/2036 BBB-/Baa2 1002000 924361.77
nan 452327AM1 Illumina Inc 2.55 03/23/2031 BBB/Baa3 983000 923119.40489
nan 60682LAF9 Mitsubishi HC Capital Inc 3.64 04/13/2025 A-/A3 894000 918649.01
nan 86562MCB4 Sumitomo Mitsui Financial Group Inc 2.13 07/08/2030 A-/A1 997000 918104.41
nan 18064PAC3 Clarivate Science Holdings Corp 3.88 07/01/2028 B/B1 976000 917537.6
nan 10569EAA9 BRAVO Residential Funding Trust 2021-NQM2 0.97 03/25/2060 AAA/NR 917973 907601.71
nan 08162YAJ1 Benchmark 2019-B14 Mortgage Trust 3.77 12/15/2062 NR/NR 930000 906449.98
nan 92857WBX7 Vodafone Group PLC 5.12 06/04/2081 BB+/Ba1 1011000 901326.72
nan 88332EAA1 Bidvest Group UK PLC/The 3.62 09/23/2026 NR/Ba2 931000 900165.28
nan 23355LAM8 DXC Technology Co 2.38 09/15/2028 BBB-/Baa2 952000 896101.31128
nan 38141GXN9 Goldman Sachs Group Inc/The 0.84 12/09/2026 BBB+/A2 899000 895954.67
nan 72014TAD1 Piedmont Healthcare Inc 2.72 01/01/2042 AA-/A1 1000000 894180.31
nan 655844CM8 Norfolk Southern Corp 3.0 03/15/2032 BBB+/Baa1 890000 892761.4119
nan 29250NBH7 Enbridge Inc 1.6 10/04/2026 BBB+/Baa1 940000 892349.7926
nan 09261HAJ6 Blackstone Private Credit Fund 3.25 03/15/2027 BBB-/Baa3 943000 888669.13044
nan 38141GYN8 Goldman Sachs Group Inc/The 2.65 10/21/2032 BBB+/A2 951000 885504.41127
nan 16412XAK1 Cheniere Corpus Christi Holdings LLC 2.74 12/31/2039 BBB-/Baa3 984000 879752.41272
nan 767201AT3 Rio Tinto Finance USA Ltd 2.75 11/02/2051 A/A2 1015000 877397.88115
nan 23636ABB6 Danske Bank A/S 1.55 09/10/2027 A+/A3 930000 874647.46
nan 61747YED3 Morgan Stanley 2.24 07/21/2032 BBB+/A1 945000 857868.21225
nan 64045DAC8 Nemak SAB de CV 3.62 06/28/2031 BB+/Ba1 955000 854152.0
nan 74331CAA6 Progress Residential 2020-SFR1 Trust 1.73 04/17/2037 NR/Aaa 870000 846282.15
nan 74365PAG3 Prosus NV 3.26 01/19/2027 BBB/Baa3 875000 844360.49
nan 085770AA3 Berry Global Inc 4.88 07/15/2026 BBB-/Ba1 833000 843824.835
nan 01538TAA3 Alfa Desarrollo SpA 4.55 09/27/2051 BBB-/Baa3 975000 842200.13
nan 292487AB1 Empresa de los Ferrocarriles del Estado 3.83 09/14/2061 A/NR 976000 841848.8
nan 87264ABU8 T-Mobile USA Inc 2.62 04/15/2026 BB+/Ba2 861000 838183.5
nan 46592QAA7 JBS Finance Luxembourg Sarl 3.62 01/15/2032 NR/Baa3 924000 836196.9
nan 037833EG1 Apple Inc 2.8 02/08/2061 AA+/Aaa 981000 835774.6239
nan 09261HAG2 Blackstone Private Credit Fund 2.35 11/22/2024 BBB-/Baa3 862000 835419.89382
nan 60687YBH1 Mizuho Financial Group Inc 2.2 07/10/2031 A-/A1 907000 833680.07
nan 06738EBU8 Barclays PLC 2.28 11/24/2027 BBB/Baa2 869000 833607.57
nan 68205LAS2 Oman Government International Bond 6.25 01/25/2031 B+/Ba3 795000 833259.38
nan 10373QBR0 BP Capital Markets America Inc 3.06 06/17/2041 A-/A2 924000 826023.78012
nan 06051GJT7 Bank of America Corp 2.69 04/22/2032 A-/A2 874000 823153.00484
nan 120568BC3 Bunge Ltd Finance Corp 2.75 05/14/2031 BBB/Baa2 872000 820672.4668
nan 024747AG2 American Builders & Contractors Supply Co Inc 3.88 11/15/2029 B+/B1 884000 817695.58
nan 89680YAA3 Triton Container International Ltd 2.05 04/15/2026 BBB-/NA 845000 816203.63
nan 87264ACC7 T-Mobile USA Inc 2.25 02/15/2026 BB+/Ba2 846000 813031.38
nan 46188BAC6 Invitation Homes Operating Partnership LP 2.7 01/15/2034 BBB-/Baa3 899000 811375.38698
nan 37443GAL5 Ghana Government International Bond 7.75 04/07/2029 B-/Caa1 1119000 810183.98
nan 09261XAC6 Blackstone Secured Lending Fund 2.12 02/15/2027 NA/Baa3 884000 810145.00892
nan 78410GAG9 SBA Communications Corp 3.12 02/01/2029 BB-/B1 892000 808936.96
nan 05973KAA5 Banco Mercantil del Norte SA/Grand Cayman 5.88 12/31/2049 BB-/Ba2 867000 808477.5
nan 78448TAG7 SMBC Aviation Capital Finance DAC 1.9 10/15/2026 A-/NR 844000 808258.52
nan 92857WBW9 Vodafone Group PLC 4.12 06/04/2081 BB+/Ba1 882000 804031.2
nan 58533EAB9 Meituan 2.12 10/28/2025 BBB-/Baa3 870000 801971.05
nan 55293BAB1 MHP 2021-STOR 0.89 07/15/2038 AAA/NR 815000 801666.76
nan 04685A2L4 Athene Global Funding 2.5 01/14/2025 A+/NR 803000 800282.96
nan 26441YBC0 Duke Realty LP 2.88 11/15/2029 BBB+/Baa1 799000 790940.02
nan 126407AA3 CSMC 2021-NQM1 0.81 05/25/2065 AAA/NR 803103 790109.42
nan 92840MAC6 Vistra Corp 7.0 12/31/2059 B/Ba3 796000 787184.3
nan 3138LKMB0 Fannie Mae Pool 3.08 10/01/2032 AA+/Aaa 750000 786242.19
nan 161175CE2 Charter Communications Operating LLC / Charter Communication 3.5 03/01/2042 BBB-/Ba1 935000 785707.5589
nan 22822VAY7 Crown Castle International Corp 2.5 07/15/2031 BBB-/Baa3 849000 779912.47218
nan 05973KAB3 Banco Mercantil del Norte SA/Grand Cayman 6.62 12/31/2049 BB-/Ba2 846000 779589.0
nan 606822BZ6 Mitsubishi UFJ Financial Group Inc 1.64 10/13/2027 A-/A1 823000 777970.06
nan 05609KAC3 BX Commercial Mortgage Trust 2021-XL2 1.19 10/15/2038 NR/Aa1 790000 776889.95
nan 574599BS4 Masco Corp 1.5 02/15/2028 BBB/Baa2 849000 773770.89957
nan 61747YEL5 Morgan Stanley 2.94 01/21/2033 BBB+/A1 795000 767320.73145
nan 44963HAA3 IHS Holding Ltd 5.62 11/29/2026 B/NR 771000 767145.0
nan 30225VAG2 Extra Space Storage LP 2.35 03/15/2032 BBB/Baa2 839000 764001.7061
nan 06738EBW4 Barclays PLC 3.33 11/24/2042 BBB/Baa2 844000 759922.63
nan 131347CR5 Calpine Corp 3.75 03/01/2031 BB+/Ba2 833000 756984.59
nan 64830VAA1 New Residential Mortgage Loan Trust 2020-NQM1 2.46 01/26/2060 NR/NR 756577 756332.51
nan 03846JAA8 Egypt Government International Bond 3.88 02/16/2026 B/B2 842000 751766.23
nan 38141GZN7 Goldman Sachs Group Inc/The 3.44 02/24/2043 BBB+/A2 795000 749323.28295
nan 55037AAA6 Lundin Energy Finance BV 2.0 07/15/2026 BBB-/Baa3 779000 748037.13
nan 38141GYM0 Goldman Sachs Group Inc/The 1.95 10/21/2027 BBB+/A2 783000 745291.22112
nan 06051GKD0 Bank of America Corp 2.57 10/20/2032 A-/A2 796000 741826.61208
nan 05565QDU9 BP Capital Markets PLC 4.38 12/31/2099 BBB/Baa1 724000 736452.8
nan 55037AAB4 Lundin Energy Finance BV 3.1 07/15/2031 BBB-/Baa3 779000 736418.69
nan 828807DP9 Simon Property Group LP 1.38 01/15/2027 A-/A3 781000 734531.46844
nan 665501AM4 Northern Natural Gas Co 3.4 10/16/2051 A/A2 822000 734059.43
nan 527298BT9 Level 3 Financing Inc 3.75 07/15/2029 BB/Ba3 846000 732784.05
nan 19260QAD9 Coinbase Global Inc 3.62 10/01/2031 BB+/Ba1 846000 729150.48
nan 018820AB6 Allianz SE 3.2 12/31/2059 A/Baa1 829000 725126.3
nan 225401AS7 Credit Suisse Group AG 4.5 12/31/2049 BB-/Ba2u 810000 724909.5
nan 30251GBC0 FMG Resources August 2006 Pty Ltd 4.38 04/01/2031 BB+/Ba1 746000 724582.34
nan 12597KAA7 COLT 2020-1 Mortgage Loan Trust 2.49 02/25/2050 NR/NR 724564 724121.4
nan 904678AY5 UniCredit SpA 3.13 06/03/2032 BBB/Baa1 790000 722744.87
nan 830867AB3 Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028 NR/Baa1 690804 722052.11
nan 17327CAP8 Citigroup Inc 0.74 01/25/2026 BBB+/A3 718000 719859.97
nan 38141GYU2 Goldman Sachs Group Inc/The 4.12 12/31/2059 BB+/Ba1 746000 713735.5
nan 172967NF4 Citigroup Inc 2.9 11/03/2042 BBB+/A3 806000 710753.53726
nan 31358DDR2 Fannie Mae Principal Strip 0.0 05/15/2030 AA+/Aaa 850000 708281.77
nan 47837RAD2 Johnson Controls International plc / Tyco Fire & Security Fi 2.0 09/16/2031 BBB+/Baa2 782000 707559.75434
nan 01626PAQ9 Alimentation Couche-Tard Inc 3.62 05/13/2051 BBB/Baa2 765000 706319.3286
nan 04010LBB8 Ares Capital Corp 2.88 06/15/2028 BBB-/Baa3 767000 706293.484
nan 44891ABX4 Hyundai Capital America 2.0 06/15/2028 BBB+/Baa1 764000 705602.896
nan 900123DB3 Turkey Government International Bond 4.75 01/26/2026 BB-u/B2 763000 704379.47
nan 31424EAA0 UAE INTERNATIONAL GOVERNMENT BOND 2.0 10/19/2031 NR/Aa2 733000 697349.81
nan 50220PAB9 LSEGA Financing PLC 1.38 04/06/2026 A/A3 729000 692058.49
nan 62547NAA7 Multifamily Connecticut Avenue Securities Trust 2019-01 1.81 10/15/2049 AA+/Aaa 698222 687600.7
nan 68245XAM1 1011778 BC ULC / New Red Finance Inc 4.0 10/15/2030 B+/B2 746000 687345.75
nan 11135FBL4 Broadcom Inc 3.47 04/15/2034 BBB-/Baa3 724000 686420.57728
nan 30227FAE0 Extended Stay America Trust 2021-ESH 1.57 07/15/2038 NR/Aa3 690749 685383.12
nan 49446RAY5 Kimco Realty Corp 2.25 12/01/2031 BBB+/Baa1 748000 684797.67268
nan 90138FAC6 Twilio Inc 3.62 03/15/2029 BB/Ba3 717000 682996.28
nan 12433EAJ0 BX Trust 2022-LBA6 1.7 01/15/2039 NR/A3 690000 682693.04
nan BP1992257 Sino-Ocean Land Treasure IV Ltd 3.25 05/05/2026 NR/Baa3 812000 679384.67
nan 097023DA0 Boeing Co/The 2.75 02/01/2026 BBB-/Baa2 682000 677542.19566
nan 778296AA1 Ross Stores Inc 3.38 09/15/2024 BBB+/A2 660000 677032.82
nan 74982LAY6 Race Point VIII CLO Ltd 1.52 02/20/2030 AAA/NR 672370 672249.54
nan 53227JAD6 Life Storage LP 2.4 10/15/2031 BBB/Baa2 729000 671638.15386
nan 09659W2R4 BNP Paribas SA 2.16 09/15/2029 A-/Baa1 724000 669844.71
nan 573874AJ3 Marvell Technology Inc 2.95 04/15/2031 BBB-/Baa3 696000 667411.91136
nan 302635AJ6 FS KKR Capital Corp 1.65 10/12/2024 NR/Baa3 696000 666833.0412
nan 09261HAA5 Blackstone Private Credit Fund 1.75 09/15/2024 BBB-/Baa3 693000 665962.85
nan 172967MU2 Citigroup Inc 4.0 12/31/2099 BB+/Ba1 691000 665087.5
nan 90138FAD4 Twilio Inc 3.88 03/15/2031 BB/Ba3 714000 661806.6
nan 552676AT5 MDC Holdings Inc 3.85 01/15/2030 BBB-/Ba1 661000 660574.98
nan 902613AD0 UBS Group AG 4.38 12/31/2049 BB/Baa3u 714000 656237.4
nan 38141GZL1 Goldman Sachs Group Inc/The 1.17 02/24/2028 BBB+/A2 652000 655169.77
nan 31429KAD5 Federation des Caisses Desjardins du Quebec 2.05 02/10/2025 A-/A1 662000 650797.99
nan 225401AJ7 Credit Suisse Group AG 7.5 12/31/2049 BB-/Ba2u 631000 650561.0
nan 097023DG7 Boeing Co/The 2.2 02/04/2026 BBB-/Baa2 669000 647844.96228
nan 92857WBV1 Vodafone Group PLC 3.25 06/04/2081 BB+/Ba1 691000 646561.79
nan 225313AD7 Credit Agricole SA 7.88 12/31/2099 BBB-/NR 597000 642774.98
nan 50220PAC7 LSEGA Financing PLC 2.0 04/06/2028 A/A3 677000 640122.63
nan 38141GZM9 Goldman Sachs Group Inc/The 3.1 02/24/2033 BBB+/A2 660000 638770.1958
nan 11272BAA1 Brookfield Finance I UK Plc 2.34 01/30/2032 A-/Baa1 702000 638494.32816
nan 103557AC8 Boyne USA Inc 4.75 05/15/2029 B/B1 653000 636661.94
nan 13077DRW4 California State University 2.72 11/01/2052 AA-/Aa2 695000 634961.94
nan 55336VBR0 MPLX LP 1.75 03/01/2026 BBB/Baa2 663000 634656.57099
nan 03027XBM1 American Tower Corp 2.7 04/15/2031 BBB-/Baa3 679000 633242.63814
nan 05583JAJ1 BPCE SA 2.28 01/20/2032 BBB+/Baa1 701000 631141.85
nan 05565QDV7 BP Capital Markets PLC 4.88 12/31/2049 BBB/Baa1 616000 627473.00616
nan 88339WAA4 Williams Cos Inc/The 3.5 10/15/2051 BBB/Baa2 712000 624470.28
nan 632525AY7 National Australia Bank Ltd 2.99 05/21/2031 BBB+/Baa1 656000 623506.77
nan 35566AAH2 Freddie Mac STACR REMIC Trust 2020-DNA5 2.85 10/25/2050 BBB-/NR 617586 622037.71
nan 06051GJE0 Bank of America Corp 2.68 06/19/2041 A-/A2 722000 621850.13816
nan 615369AV7 Moody's Corp 2.75 08/19/2041 BBB+/NR 717000 621697.44267
nan 24703DBG5 Dell International LLC / EMC Corp 3.45 12/15/2051 BBB/Baa3 745000 620803.17325
nan 202712BN4 Commonwealth Bank of Australia 2.69 03/11/2031 BBB+/Baa1 667000 617998.44
nan 90931GAA7 United Airlines 2020-1 Class A Pass Through Trust 5.88 10/15/2027 A/A3 574922 613737.00639
nan 626717AN2 Murphy Oil Corp 6.38 07/15/2028 BB/Ba3 592000 606746.72
nan 3140HBY77 Fannie Mae Pool 2.5 10/01/2034 AA+/Aaa 599669 604680.44
nan 34355JAB4 Flowserve Corp 2.8 01/15/2032 BBB-/Baa3 656000 604383.94544
nan 55293BAD7 MHP 2021-STOR 1.09 07/15/2038 AA+/NR 615000 604280.12
nan 79466LAM6 salesforce.com Inc 3.05 07/15/2061 A+/A2 691000 600108.98332
nan 283695BK9 El Paso Natural Gas Co LLC 8.38 06/15/2032 BBB/Baa2 438000 591584.3715
nan 09261XAF9 Blackstone Secured Lending Fund 2.85 09/30/2028 BBB-/Baa3 645000 590171.5815
nan 606822CB8 Mitsubishi UFJ Financial Group Inc 2.49 10/13/2032 A-/A1 629000 587160.18
nan 81211KAZ3 Sealed Air Corp 1.57 10/15/2026 BBB-/Baa2 624000 583748.01888
nan 47216QAC7 JDE Peet's NV 2.25 09/24/2031 BBB-/Baa3 651000 581282.18
nan 44963HAB1 IHS Holding Ltd 6.25 11/29/2028 B/NR 586000 580427.14
nan 578454AF7 Mayo Clinic 3.2 11/15/2061 AA/Aa2 601000 578183.74
nan 09261BAG5 Blackstone Holdings Finance Co LLC 2.55 03/30/2032 A+/NR 608000 572635.0416
nan 015271AY5 Alexandria Real Estate Equities Inc 2.95 03/15/2034 BBB+/Baa1 595000 571934.37875
nan 03846JAB6 Egypt Government International Bond 5.88 02/16/2031 B/B2 689000 556589.36
nan 615369AW5 Moody's Corp 2.0 08/19/2031 BBB+/NR 612000 555277.67352
nan 69403WAC1 Pacific Beacon LLC 5.51 07/15/2036 AA/Baa2 500000 552569.5
nan 03464WAA0 Angel Oak Mortgage Trust 2020-5 1.37 05/25/2065 NR/NR 555914 551594.64
nan 61747YEH4 Morgan Stanley 2.51 10/20/2032 BBB+/A1 589000 547886.14491
ZP9910362 BLKQDP0 AT&T Inc 2.88 12/31/2099 BB+/Ba1 500000 546592.97
nan 02005NBN9 Ally Financial Inc 4.7 12/31/2049 BB-/Ba2 582000 543995.4
nan 88283KBL1 Central Texas Turnpike System 3.03 08/15/2041 A/A3 580000 542435.66
nan 05971KAG4 Banco Santander SA 2.75 12/03/2030 BBB+/Baa2 600000 542128.47
nan 053773BF3 Avis Budget Car Rental LLC / Avis Budget Finance Inc 5.38 03/01/2029 BB-/B2 550000 538477.5
nan 67623CAE9 Office Properties Income Trust 2.4 02/01/2027 BBB-/Baa3 581000 536552.69241
nan 172967MY4 Citigroup Inc 2.56 05/01/2032 BBB+/A3 571000 533996.00811
nan 26190TAA9 Dryden 93 CLO Ltd 1.24 01/15/2034 NR/Aaa 532495 531668.57
nan 00914AAR3 Air Lease Corp 2.2 01/15/2027 BBB/NA 554000 529396.31154
nan 31847RAH5 First American Financial Corp 2.4 08/15/2031 BBB-/Baa2 584000 527213.14232
nan 55354GAM2 MSCI Inc 3.62 11/01/2031 BB+/Ba1 545000 525243.75
nan 55261FAN4 M&T Bank Corp 3.5 12/31/2099 BB+/Baa2 575000 523250.0
nan 06051GKA6 Bank of America Corp 2.3 07/21/2032 A-/A2 574000 522281.06168
nan 02005NBP4 Ally Financial Inc 2.2 11/02/2028 BBB-/Baa3 559000 520244.9213
nan 3138LKBT3 Fannie Mae Pool 2.99 09/01/2029 AA+/Aaa 500000 519989.44
nan 38141GYJ7 Goldman Sachs Group Inc/The 2.38 07/21/2032 BBB+/A2 571000 519559.88904
nan 78397PAB7 SA Global Sukuk Ltd 1.6 06/17/2026 NR/A1 541000 519295.08
nan 171239AJ5 Chubb INA Holdings Inc 3.05 12/15/2061 A/A3 595000 519193.97145
nan 961214EY5 Westpac Banking Corp 3.13 11/18/2041 BBB+/Baa1 581000 518608.91411
nan 46647PCU8 JPMorgan Chase & Co 2.96 01/25/2033 A-/A2 533000 517897.68485
nan 17327CAQ6 Citigroup Inc 3.06 01/25/2033 BBB+/A3 533000 517404.49462
nan 3138LLLA1 Fannie Mae Pool 2.9 11/01/2029 AA+/Aaa 500000 517358.71
nan 3138LKZP5 Fannie Mae Pool 3.05 10/01/2029 AA+/Aaa 497348 514833.91
nan 3138LFUS5 Fannie Mae Pool 2.86 09/01/2029 AA+/Aaa 496794 514607.71
nan 42806MAE9 Hertz Vehicle Financing III LP 1.68 12/27/2027 NR/Aaa 539000 514446.61
nan 3138LKVW4 Fannie Mae Pool 2.82 10/01/2029 AA+/Aaa 497276 513871.01
nan 682680BE2 ONEOK Inc 6.35 01/15/2031 BBB/Baa3 433000 512654.89217
nan 038461AS8 Egypt Government International Bond 5.25 10/06/2025 B/B2 519000 511298.04
nan 46647PCC8 JPMorgan Chase & Co 2.58 04/22/2032 A-/A2 542000 510848.7126
nan 161175CA0 Charter Communications Operating LLC / Charter Communication 3.9 06/01/2052 BBB-/Ba1 594000 504298.38492
nan 446150AW4 Huntington Bancshares Inc/OH 2.49 08/15/2036 BBB/Baa1 550000 500179.7735
nan 29670VAA7 Essential Properties LP 2.95 07/15/2031 BBB-/Baa3 549000 498960.85
nan 59156RBS6 MetLife Inc 9.25 04/08/2038 BBB/Baa2 350000 498898.48
nan 513075BR1 Lamar Media Corp 3.75 02/15/2028 BB/Ba3 518000 497906.78
nan 043436AX2 Asbury Automotive Group Inc 5.0 02/15/2032 BB/B1 516000 495850.2
nan 3132XEAF8 Freddie Mac Gold Pool 3.55 10/01/2033 AA+/Aaa 473746 495579.56
nan 35563PDD8 Seasoned Credit Risk Transfer Trust 2017-4 3.25 06/25/2057 AA+/Aaa 483001 494123.07
nan 172967NE7 Citigroup Inc 2.52 11/03/2032 BBB+/A3 532000 493360.11648
nan 00130HCE3 AES Corp/The 1.38 01/15/2026 BBB-/Ba1 523000 493117.63142
nan 00831TAC5 African Export-Import Bank/The 3.8 05/17/2031 NA/Baa1 500000 489890.0
nan 25714PEG9 Dominican Republic International Bond 5.3 01/21/2041 BB-/Ba3 560000 488605.6
nan 595112BS1 Micron Technology Inc 2.7 04/15/2032 BBB-/Baa3 524000 485056.32
nan 3138LLDY8 Fannie Mae Pool 3.24 11/01/2032 AA+/Aaa 463246 484594.9
nan 53218CAE0 Life 2021-BMR Mortgage Trust 1.29 03/15/2038 NR/Aa3 491485 483920.14
nan 052528AM8 Australia & New Zealand Banking Group Ltd 2.57 11/25/2035 BBB+/Baa1 532000 482882.1
nan 36167VAA2 GCAT 2019-NQM3 Trust 2.69 11/25/2059 AAA/NR 481015 482366.65
nan 36168QAM6 GFL Environmental Inc 3.5 09/01/2028 BB-/Ba3 509000 477363.11
nan 025676AM9 American Equity Investment Life Holding Co 5.0 06/15/2027 BBB-/NR 441000 477240.52887
nan 85521DAC6 STAR 2021-SFR1 Trust 0.87 04/17/2038 NR/Aa3 475000 472819.18
nan 95058XAH1 Wendy's Funding LLC 4.08 06/15/2049 BBB/NR 460000 472781.38
nan 681936BN9 Omega Healthcare Investors Inc 3.25 04/15/2033 BBB-/Baa3 524000 471234.82964
nan 084423AW2 W R Berkley Corp 3.15 09/30/2061 BBB+/Baa1 571000 468634.78011
nan 70137WAG3 Parkland Corp 4.5 10/01/2029 BB/Ba3 497000 468422.5
nan 31574XAA6 Ellington Financial Mortgage Trust 2017-1 0.8 02/25/2066 AAA/NR 479072 468400.73
nan 225401AN8 Credit Suisse Group AG 5.1 12/31/2049 BB-/Ba2u 492000 464300.4
nan 03027XBK5 American Tower Corp 2.95 01/15/2051 BBB-/Baa3 576000 463854.70656
nan 22966RAJ5 CubeSmart LP 2.5 02/15/2032 BBB/Baa2 498000 460713.51492
nan 225401AR9 Credit Suisse Group AG 5.25 12/31/2099 BB-/Ba2u 471000 459225.0
nan 86212VAB0 Store Master Funding I-VII 4.32 10/20/2046 A+/NR 453988 457701.7
nan 432833AN1 Hilton Domestic Operating Co Inc 3.62 02/15/2032 BB/Ba2 486000 455044.23
nan 00774MAP0 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.5 09/15/2023 BBB/Baa3 442000 455009.78
nan 024836AH1 American Campus Communities Operating Partnership LP 2.25 01/15/2029 BBB/Baa2 484000 454431.91728
nan 224044CN5 Cox Communications Inc 2.6 06/15/2031 BBB/Baa2 486000 451829.61216
nan AL2981127 ING Groep NV 6.88 12/31/2099 NA/Ba1 446000 449489.95
nan 285512AE9 Electronic Arts Inc 1.85 02/15/2031 BBB+/Baa1 495000 447599.493
nan 86562MBZ2 Sumitomo Mitsui Financial Group Inc 2.14 09/23/2030 BBB+/A2 494000 446749.25568
nan 928881AD3 Vontier Corp 2.4 04/01/2028 BBB-/Ba1 476000 442903.72
nan 529537AA0 LXP Industrial Trust 2.38 10/01/2031 BBB-/Baa2 482000 440370.68666
nan 91823N2A0 VEON Holdings BV 3.38 11/25/2027 BB+/NA 556000 439935.0
nan 68236JAA9 One Bryant Park Trust 2019-OBP 2.52 09/15/2054 NR/Aaa 457000 437319.25
nan 03465LAA3 Angel Oak Mortgage Trust 2020-3 1.69 04/25/2065 NR/NR 434105 433262.72
nan 67091TAE5 OCP SA 5.12 06/23/2051 BB+/NR 508000 430746.41
nan 45853NAA0 Interconexion Electrica SA ESP 3.83 11/26/2033 NR/Baa2 439000 429715.15
nan 1248EPCL5 CCO Holdings LLC / CCO Holdings Capital Corp 4.5 06/01/2033 BB/B1 462000 425624.43
nan 71675CAB4 Petronas Capital Ltd 2.48 01/28/2032 A-/A2 452000 424993.09
nan BO8895639 Logan Group Co Ltd 4.25 07/12/2025 NR/B1 725000 416875.0
nan 92343VFV1 Verizon Communications Inc 3.0 11/20/2060 BBB+/Baa1 516000 416495.89644
nan 20030NCY5 Comcast Corp 3.25 11/01/2039 A-/A3 439000 414519.19134
nan 285512AF6 Electronic Arts Inc 2.95 02/15/2051 BBB+/Baa1 485000 412121.90665
nan 125491AN0 CI Financial Corp 3.2 12/17/2030 BBB/Baa2 440000 411408.0608
nan 3140J9H87 Fannie Mae Pool 3.5 05/01/2047 AA+/Aaa 393605 408768.4
nan 12662EAA1 CSMC 2021-NQM2 1.18 02/25/2066 AAA/NR 414557 405661.59
nan 898339AB2 Trust Fibra Uno 6.39 01/15/2050 NR/Baa2 385000 403990.13
nan 86562MCA6 Sumitomo Mitsui Financial Group Inc 1.47 07/08/2025 A-/A1 417000 401487.1
nan 29250NBE4 Enbridge Inc 3.4 08/01/2051 BBB+/Baa1 453000 401001.92388
nan 212015AU5 Continental Resources Inc/OK 2.27 11/15/2026 BB+/Baa3 420000 400325.6502
nan 544495VY7 Los Angeles Department of Water & Power Power System Revenue 6.57 07/01/2045 AA-/Aa2 255000 397633.2
nan 92343EAM4 VeriSign Inc 2.7 06/15/2031 BBB/Baa3 423000 395856.09
nan 370334CQ5 General Mills Inc 2.25 10/14/2031 BBB/Baa2 424000 395675.51952
nan 92837MAA5 Visio 2020-1R Trust 1.31 11/25/2055 AAA/NR 400604 395279.19
nan 225401AP3 Credit Suisse Group AG 4.19 04/01/2031 BBB+/Baa1 383000 394999.13
nan 04685A2Q3 Athene Global Funding 1.2 10/13/2023 A+/NR 395000 389250.74
nan 928881AF8 Vontier Corp 2.95 04/01/2031 BBB-/NA 426000 389153.13
nan 31358DDC5 Fannie Mae Principal Strip 0.0 05/15/2029 AA+/Aaa 450000 385819.14
nan 00831TAB7 African Export-Import Bank/The 2.63 05/17/2026 NA/Baa1 398000 385371.46
nan 75524KNH3 Citizens Bank NA/Providence RI 2.25 04/28/2025 A-/Baa1 387000 384575.12
nan 30212PBH7 Expedia Group Inc 2.95 03/15/2031 BBB-/NR 406000 384036.1714
nan 42806MAA7 Hertz Vehicle Financing LLC 1.21 12/26/2025 NR/Aaa 394000 382155.93
nan 78486QAF8 SVB Financial Group 1.8 02/02/2031 BBB/A3 425000 380516.3635
nan 893727AA5 TransJamaican Highway Ltd 5.75 10/10/2036 B+/NR 381449 378414.34
nan 92939UAE6 WEC Energy Group Inc 1.8 10/15/2030 BBB+/Baa1 421000 376929.18
nan 928563AL9 VMware Inc 2.2 08/15/2031 BBB-/Baa3 414000 374559.255
nan 95000U2D4 Wells Fargo & Co 4.15 01/24/2029 BBB+/A1 352000 371813.1296
nan 949746TD3 Wells Fargo & Co 3.9 12/31/2099 BB+/Baa2 384000 369120.0
nan 172967ME8 Citigroup Inc 3.98 03/20/2030 BBB+/A3 352000 367331.60992
nan 161175BY9 Charter Communications Operating LLC / Charter Communication 3.85 04/01/2061 BBB-/Ba1 455000 364845.76765
nan 46647PBD7 JPMorgan Chase & Co 3.7 05/06/2030 A-/A2 352000 362266.99872
nan 808513BJ3 Charles Schwab Corp/The 4.0 12/31/2099 BBB/Baa2 391000 361186.25
WFC L 949746804 Wells Fargo & Co 7.5 nan BB+/Baa2 266 357770.0
nan 92939UAD8 WEC Energy Group Inc 1.38 10/15/2027 BBB+/Baa1 386000 357212.42108
nan 37959GAB3 Global Atlantic Fin Co 3.12 06/15/2031 BBB-/Baa3 383000 355660.45271
nan 637417AQ9 National Retail Properties Inc 3.5 04/15/2051 BBB+/Baa1 391000 355537.95
nan 31573TAA6 Ellington Financial Mortgage Trust 2019-2 2.74 11/25/2059 AAA/NR 356695 355455.23
nan AW8945916 Sino-Ocean Land Treasure IV Ltd 5.25 04/30/2022 NR/Baa3 356000 354665.23
nan BQ5553418 Agile Group Holdings Ltd 5.5 04/21/2025 NA/B2 874000 352003.5
nan 00206RKJ0 AT&T Inc 3.5 09/15/2053 BBB/Baa2 395000 351308.2995
nan 11120VAL7 Brixmor Operating Partnership LP 2.5 08/16/2031 BBB-/Baa3 381000 348064.61121
nan 172967JM4 Citigroup Inc 5.95 12/31/2099 BB+/Ba1 330000 342375.0
nan 81618TAC4 Office Properties Income Trust 4.5 02/01/2025 BBB-/Baa3 333000 341936.27478
nan 3132D53U4 Freddie Mac Pool 3.0 10/01/2034 AA+/Aaa 331046 339897.42
nan 90932LAH0 United Airlines Inc 4.62 04/15/2029 BB-/Ba1 349000 338711.48
nan 36198FAP7 GS Mortgage Securities Trust 2013-GCJ14 4.73 08/10/2046 AA/Aa2 325000 332102.32
nan 57665RAJ5 Match Group Holdings II LLC 5.62 02/15/2029 BB/Ba3 321000 330211.1
nan 20030NCZ2 Comcast Corp 3.45 02/01/2050 A-/A3 352000 328526.11616
nan 880591ES7 Tennessee Valley Authority 4.25 09/15/2065 AA+/Aaa 250000 323043.0
nan 008513AC7 Agree LP 2.6 06/15/2033 BBB/Baa2 348000 318870.06
nan 05401AAM3 Avolon Holdings Funding Ltd 2.12 02/21/2026 BBB-/Baa3 337000 318734.94
nan 126650DM9 CVS Health Corp 1.3 08/21/2027 BBB/Baa2 344000 318126.73488
nan 595112BT9 Micron Technology Inc 3.37 11/01/2041 BBB-/Baa3 353000 315610.24
nan 92939HBB0 WFRBS Commercial Mortgage Trust 2014-C23 4.39 10/15/2057 NR/Aa3 307000 314498.17
nan 57701RAJ1 Mattamy Group Corp 5.25 12/15/2027 BB/Ba3 315000 313124.18
nan 38937LAC5 Gray Oak Pipeline LLC 2.6 10/15/2025 BBB/Baa3 318000 313035.15822
nan 92343VGM0 Verizon Communications Inc 2.35 03/15/2032 BBB+/Baa1 340000 312709.0398
nan 842587DJ3 Southern Co/The 3.75 09/15/2051 BBB-/Baa3 335000 311968.75
nan 363576AB5 Arthur J Gallagher & Co 3.5 05/20/2051 BBB/Baa2 341000 310064.56184
nan 161175BZ6 Charter Communications Operating LLC / Charter Communication 3.5 06/01/2041 BBB-/Ba1 363000 305457.4578
nan 78486QAH4 SVB Financial Group 2.1 05/15/2028 BBB/A3 321000 305101.37397
nan AO0807757 Shimao Group Holdings Ltd 4.75 07/03/2022 NR/NA 553000 304426.5
nan 05401AAP6 Avolon Holdings Funding Ltd 2.75 02/21/2028 BBB-/Baa3 325000 304422.75825
nan 91282CEA5 United States Treasury Note/Bond 1.5 02/29/2024 AA+u/Aaa 304000 303667.5
nan 35563PBX6 Seasoned Credit Risk Transfer Trust Series 2017-3 3.25 07/25/2056 AA+/Aaa 295302 302567.04
nan 37959GAA5 Global Atlantic Fin Co 4.4 10/15/2029 BBB-/Baa3 292000 302063.42
nan 30225VAF4 Extra Space Storage LP 2.55 06/01/2031 BBB/Baa2 321000 301484.43
nan 00653VAC5 AdaptHealth LLC 4.62 08/01/2029 B/B1 334000 300269.34
nan 09261BAA8 Blackstone Holdings Finance Co LLC 1.6 03/30/2031 A+/NA 344000 300198.4628
nan nan Goldman Sachs International nan 07/08/2022 NR/NR 33533336 298250.61
nan 00130HCG8 AES Corp/The 2.45 01/15/2031 BBB-/NA 326000 297424.81
nan 617726AM6 Morocco Government International Bond 4.0 12/15/2050 BB+/Ba1u 365000 295547.44
nan 38141GXR0 Goldman Sachs Group Inc/The 1.99 01/27/2032 BBB+/A2 331000 294591.33393
nan 92343VGC2 Verizon Communications Inc 3.7 03/22/2061 BBB+/Baa1 318000 294549.34122
nan 00830YAC5 Africa Finance Corp 4.38 04/17/2026 NR/A3 280000 294151.2
nan 52532XAH8 Leidos Inc 2.3 02/15/2031 BBB-/Baa3 324000 293445.18
nan 04621WAE0 Assured Guaranty US Holdings Inc 3.6 09/15/2051 A/Baa2 319000 289653.00804
nan 10554NAA6 Braskem Idesa SAPI 7.45 11/15/2029 B+/NR 289000 288219.7
nan 44891ABJ5 Hyundai Capital America 5.75 04/06/2023 BBB+/Baa1 277000 287971.39
nan 3134A4CN2 Freddie Mac Coupon Strips 0.0 09/15/2030 AA+/Aaa 350000 287106.82
nan 31620RAL9 Fidelity National Financial Inc 3.2 09/17/2051 BBB/Baa2 337000 283705.8427
nan 172967MS7 Citigroup Inc 2.57 06/03/2031 BBB+/A3 296000 279027.33336
nan 460690BR0 Interpublic Group of Cos Inc/The 4.75 03/30/2030 BBB/Baa2 253000 278222.64778
nan 55354GAL4 MSCI Inc 3.88 02/15/2031 BB+/Ba1 283000 276657.97
nan 42806MAF6 Hertz Vehicle Financing III LP 2.12 12/27/2027 NR/A1 286000 275710.01
nan 171239AH9 Chubb INA Holdings Inc 2.85 12/15/2051 A/A3 313000 274781.4
nan 38141GXM1 Goldman Sachs Group Inc/The 1.09 12/09/2026 BBB+/A2 293000 274515.62913
nan 12659LAA0 Credit Suisse Mortgage Capital Certificates 1.62 04/25/2065 NR/NR 272673 272458.8
nan 29452EAA9 Equitable Holdings Inc 4.95 12/31/2049 BBB-/Ba1 269000 271690.0
nan 3140J5PG8 Fannie Mae Pool 3.5 05/01/2047 AA+/Aaa 260573 271133.97
nan 68389XBX2 Oracle Corp 3.6 04/01/2050 BBB+/Baa2 321000 269201.85426
nan 11135FAS0 Broadcom Inc 4.3 11/15/2032 BBB-/Baa3 252000 261942.85152
nan 46188BAB8 Invitation Homes Operating Partnership LP 2.3 11/15/2028 BBB-/Baa3 276000 260544.5106
nan 3137F2LK0 Freddie Mac Multifamily Structured Pass Through Certificates 3.2 06/25/2027 AA+/Aaa 250000 259916.8
nan 637639AB1 National Securities Clearing Corp 1.5 04/23/2025 AA+/Aaa 265000 258532.38
nan 136385AZ4 Canadian Natural Resources Ltd 2.05 07/15/2025 BBB-/Baa2 264000 258388.77504
nan 04685A2U4 Athene Global Funding 1.45 01/08/2026 A+/NR 271000 257337.53
nan 11135FBQ3 Broadcom Inc 3.19 11/15/2036 BBB-/Baa3 282000 255750.87318
nan 172967GD7 Citigroup Inc 5.95 12/29/2049 BB+/Ba1 248000 253890.0
nan 22966RAH9 CubeSmart LP 2.25 12/15/2028 BBB/Baa2 269000 253775.0304
nan 026874DR5 American International Group Inc 3.4 06/30/2030 BBB+/Baa2 246000 250478.96136
nan 46647PBK1 JPMorgan Chase & Co 2.08 04/22/2026 A-/A2 255000 250304.02455
nan 17401QAM3 Citizens Bank NA/Providence RI 0.99 05/26/2022 A-/Baa1 250000 250160.27
nan 008513AB9 Agree LP 2.0 06/15/2028 BBB/Baa2 267000 249984.53
nan 69355EAL9 PPM CLO 3 Ltd 1.33 04/17/2034 NR/Aaa 250000 248523.0
nan 11043XAB9 British Airways 2019-1 Class A Pass Through Trust 3.35 06/15/2029 BBB-/Baa2 252740 247875.82
nan 64828EAA3 New Residential Mortgage Loan Trust 2019-NQM4 2.49 09/25/2059 NR/NR 244782 245036.3
nan 303901BJ0 Fairfax Financial Holdings Ltd 3.38 03/03/2031 BBB-/Baa3 250000 244899.63
nan 452152GF2 State of Illinois 6.63 02/01/2035 AA/A2 200000 243926.52
nan 22535WAG2 Credit Agricole SA/London 1.91 06/16/2026 A-/A3 250000 242312.27
nan 754730AH2 Raymond James Financial Inc 3.75 04/01/2051 BBB+/A3 247000 239112.34893
nan 202795JQ4 Commonwealth Edison Co 3.2 11/15/2049 A/A1 256000 237389.49
nan 928881AB7 Vontier Corp 1.8 04/01/2026 BBB-/Ba1 252000 236966.94
nan 11043XAA1 British Airways 2019-1 Class AA Pass Through Trust 3.3 12/15/2032 A+/A2 237130 236656.98
nan 90932LAG2 United Airlines Inc 4.38 04/15/2026 BB-/Ba1 238000 234915.92
nan 92343VGK4 Verizon Communications Inc 3.4 03/22/2041 BBB+/Baa1 246000 231821.71128
nan 346845AF7 Fort Benning Family Communities LLC 5.81 01/15/2051 A/Baa1 200000 230718.0
nan 49446RAX7 Kimco Realty Corp 1.9 03/01/2028 BBB+/Baa1 244000 228541.0018
nan 00206RKD3 AT&T Inc 3.1 02/01/2043 BBB/Baa2 260000 226794.685
nan 59524EAC6 Mid-Atlantic Military Family Communities LLC 5.3 08/01/2050 A-/Baa2 221507 222214.08
nan 01626PAP1 Alimentation Couche-Tard Inc 3.44 05/13/2041 BBB/Baa2 237000 221163.45
nan 11135FBH3 Broadcom Inc 2.45 02/15/2031 BBB-/Baa3 241000 219205.73135
nan 84861TAH1 Spirit Realty LP 2.1 03/15/2028 BBB/Baa2 234000 219082.72
nan 49326EEK5 KeyCorp 2.25 04/06/2027 BBB+/Baa1 223000 218793.92564
nan 00164TAD0 AMC East Communities LLC 6.01 01/15/2053 A/WR 186951 217473.25
nan 31334XD97 Freddie Mac Pool 4.0 07/01/2049 AA+/Aaa 206984 217207.54
nan 26253KAD6 DT Auto Owner Trust 2019-3 2.96 04/15/2025 A-/NR 214000 216668.37
nan 92343VGJ7 Verizon Communications Inc 2.55 03/21/2031 BBB+/Baa1 229000 216415.92788
nan 04686JAB7 Athene Holding Ltd 6.15 04/03/2030 A-/NR 186000 216290.751
nan 466313AK9 Jabil Inc 3.0 01/15/2031 BBB-/Baa3 227000 216147.99033
nan 61977KAE6 Motel Trust 2021-MTL6 1.39 09/15/2038 AA-/NR 215764 213497.48
nan 55300RAA9 MGM China Holdings Ltd 5.38 05/15/2024 B+/Ba3 218000 212830.13
nan 064058AH3 Bank of New York Mellon Corp/The 4.7 12/31/2099 BBB/Baa1 202000 210096.16
nan 78448TAD4 SMBC Aviation Capital Finance DAC 4.12 07/15/2023 A-/NA 204000 209327.72
nan 161175CC6 Charter Communications Operating LLC / Charter Communication 4.4 12/01/2061 BBB-/Ba1 241000 209140.11089
nan 92343VES9 Verizon Communications Inc 3.88 02/08/2029 BBB+/Baa1 197000 207989.01657
ZP6261280 BL3GRL1 Ukraine Government International Bond 4.38 01/27/2030 B/NR 309000 207944.2
nan 31620RAK1 Fidelity National Financial Inc 2.45 03/15/2031 BBB/Baa2 222000 205890.08382
nan 74727PAZ4 Qatar Government International Bond 3.38 03/14/2024 AA-/Aa3 200000 205708.4
nan 38141GYC2 Goldman Sachs Group Inc/The 3.21 04/22/2042 BBB+/A2 225000 204765.1245
nan 86562MBP4 Sumitomo Mitsui Financial Group Inc 3.04 07/16/2029 A-/A1 205000 204222.87
nan 26151AAA7 Drax Finco PLC 6.62 11/01/2025 BB+/NR 200000 202791.0
nan 172967MQ1 Citigroup Inc 3.11 04/08/2026 BBB+/A3 200000 201623.706
nan 694476AE2 Pacific LifeCorp 3.35 09/15/2050 A-/A3 213000 200771.70621
nan 707567AE3 Penn Mutual Life Insurance Co/The 3.8 04/29/2061 A-/A2 197000 199432.35
nan 03027XBD1 American Tower Corp 3.1 06/15/2050 BBB-/Baa3 243000 199292.15619
nan 38141GYB4 Goldman Sachs Group Inc/The 2.62 04/22/2032 BBB+/A2 213000 199132.20261
nan ZO8346009 Agile Group Holdings Ltd 6.05 10/13/2025 NR/B2 488000 197762.0
nan 83088MAL6 Skyworks Solutions Inc 3.0 06/01/2031 BBB-/Ba1u 215000 197129.6859
nan 00928QAR2 Aircastle Ltd 4.4 09/25/2023 BBB-/Baa3 191000 196274.33
nan 59156RCA4 MetLife Inc 3.85 12/31/2099 BBB/Baa2 198000 195493.32
nan 084664CV1 Berkshire Hathaway Finance Corp 2.85 10/15/2050 AA/Aa2 226000 194710.72262
nan 866677AE7 Sun Communities Operating LP 2.7 07/15/2031 BBB/Baa3 208000 193584.82
nan 037833DW7 Apple Inc 2.65 05/11/2050 AA+/Aaa 218000 188733.63734
nan 17322VAW6 Citigroup Commercial Mortgage Trust 2014-GC23 4.17 07/10/2047 NR/Aa3 184000 188080.79
nan 92343VFR0 Verizon Communications Inc 1.75 01/20/2031 BBB+/Baa1 209000 185717.30804
nan 92343VFU3 Verizon Communications Inc 2.88 11/20/2050 BBB+/Baa1 223000 185266.56471
nan 11135FBK6 Broadcom Inc 3.42 04/15/2033 BBB-/Baa3 191000 183446.64524
nan 84861TAJ7 Spirit Realty LP 2.7 02/15/2032 BBB/Baa2 197000 182825.63
nan 05401AAL5 Avolon Holdings Funding Ltd 4.25 04/15/2026 BBB-/Baa3 178000 181507.47
nan 57665RAN6 Match Group Holdings II LLC 4.62 06/01/2028 BB/Ba3 182000 179850.58
nan 316773CY4 Fifth Third Bancorp 2.38 01/28/2025 BBB+/Baa1 179000 179090.83355
nan 38141GXJ8 Goldman Sachs Group Inc/The 3.5 04/01/2025 BBB+/A2 174000 178463.4393
nan 172967MP3 Citigroup Inc 4.41 03/31/2031 BBB+/A3 166000 178107.16518
nan 02079KAG2 Alphabet Inc 2.25 08/15/2060 AA+/Aa2 229000 177830.97592
nan 03076CAK2 Ameriprise Financial Inc 3.0 04/02/2025 A-/A3 174000 177235.704
nan 07389MAD9 Bear Stearns Asset Backed Securities I Trust 2006-HE9 0.25 11/25/2036 CCC/Ba3 177491 175275.71
nan BP4631803 Agile Group Holdings Ltd 5.5 05/17/2026 B/NR 425000 174250.0
nan 574599BQ8 Masco Corp 2.0 02/15/2031 BBB/Baa2 193000 174127.70923
nan 95765PAE9 Western & Southern Life Insurance Co/The 3.75 04/28/2061 A/A2 182000 172333.32
nan 015271AZ2 Alexandria Real Estate Equities Inc 3.55 03/15/2052 BBB+/Baa1 182000 171805.60306
nan 756109BJ2 Realty Income Corp 2.2 06/15/2028 A-/A3 178000 171599.54
nan 42806MAB5 Hertz Vehicle Financing LLC 1.56 12/26/2025 NR/A1 175000 169550.8
nan 44329HAJ3 HP Communities LLC 5.78 03/15/2046 AA/NR 150000 169284.0
nan 12597VAA3 COLT 2020-1R Mortgage Loan Trust 1.25 09/25/2065 NR/NR 168715 167601.24
nan AX3064588 Logan Group Co Ltd 7.5 08/25/2022 B+/NR 200000 164000.0
nan FXI 1 C41 iShares China Large-Cap ETF nan 01/20/2023 NR/NR 1153 161420.0
nan 76131VAB9 Kite Realty Group Trust 4.75 09/15/2030 BBB-/Baa3 151000 161373.03
nan 11120VAJ2 Brixmor Operating Partnership LP 4.05 07/01/2030 BBB-/Baa3 155000 160820.75995
nan 756109AX2 Realty Income Corp 3.25 01/15/2031 A-/A3 159000 160310.60838
nan 92343VFT6 Verizon Communications Inc 2.65 11/20/2040 BBB+/Baa1 189000 159607.52703
nan 174610AS4 Citizens Financial Group Inc 2.5 02/06/2030 BBB+/NA 165000 157521.69
nan 31620MBU9 Fidelity National Information Services Inc 3.1 03/01/2041 BBB/Baa2 176000 156388.5488
nan 880591DZ2 Tennessee Valley Authority 5.38 04/01/2056 AA+/Aaa 100000 153638.65
nan 44891ABK2 Hyundai Capital America 5.88 04/07/2025 BBB+/Baa1 140000 152840.12
nan 42225UAH7 Healthcare Trust of America Holdings LP 2.0 03/15/2031 BBB/Baa2 169000 151509.91622
nan 02666TAC1 American Homes 4 Rent LP 2.38 07/15/2031 BBB-/Baa3 165000 150058.87
nan 00206RLJ9 AT&T Inc 3.55 09/15/2055 BBB/Baa2 170000 149557.7006
nan nan Goldman Sachs International nan 07/08/2022 NR/NR 16766664 149125.27
nan 91159HJA9 US Bancorp 1.38 07/22/2030 A+/A2 168000 148602.98544
nan 59523UAU1 Mid-America Apartments LP 2.88 09/15/2051 BBB+/Baa1 171000 148541.13
nan 87342RAC8 Taco Bell Funding LLC 4.97 05/25/2046 BBB/NR 143250 148416.54
nan 02666TAD9 American Homes 4 Rent LP 3.38 07/15/2051 BBB-/Baa3 177000 148276.62
nan 03464RAA1 Angel Oak Mortgage Trust 2020-1 2.16 12/25/2059 AAA/NR 145542 145414.72
nan 161175BR4 Charter Communications Operating LLC / Charter Communication 5.05 03/30/2029 BBB-/Ba1 134000 144850.1542
nan 61772BAC7 Morgan Stanley 3.22 04/22/2042 BBB+/A1 153000 143604.24246
nan 00206RKF8 AT&T Inc 3.5 02/01/2061 BBB/Baa2 168000 143058.02616
nan 20030NDL2 Comcast Corp 2.8 01/15/2051 A-/A3 170000 142683.8696
nan 25746UDG1 Dominion Energy Inc 3.38 04/01/2030 BBB/Baa2 141000 141728.5188
nan 35137LAH8 Fox Corp 4.71 01/25/2029 BBB/Baa2 129000 139475.77653
nan 720198AE0 Piedmont Operating Partnership LP 3.15 08/15/2030 BBB/Baa2 141000 136823.23032
nan BN3594171 Logan Group Co Ltd 4.5 01/13/2028 NR/NR 250000 132812.5
nan 3131Y7TD9 Freddie Mac Pool 4.0 11/01/2048 AA+/Aaa 124317 129878.22
nan 31847RAE2 First American Financial Corp 4.3 02/01/2023 BBB-/Baa2 127000 129453.52
nan 84861TAF5 Spirit Realty LP 3.4 01/15/2030 BBB/Baa2 129000 128746.82202
nan 6174468Q5 Morgan Stanley 2.19 04/28/2026 BBB+/A1 130000 127574.8591
nan 3134A3ZU3 Federal Home Loan Mortgage Corp 0.0 12/14/2029 AA+/Aaa 150000 126535.78
nan 09261BAB6 Blackstone Holdings Finance Co LLC 2.8 09/30/2050 A+/NR 154000 125883.27
nan 78409VAS3 S&P Global Inc 1.25 08/15/2030 NA/A3 141000 124068.46056
nan 46647PAW6 JPMorgan Chase & Co 1.15 07/23/2024 A-/A2 122000 123054.88
ZS2929843 BK4PGV3 Netflix Inc 3.88 11/15/2029 BBB/Ba1 100000 122740.05
nan 49446RAW9 Kimco Realty Corp 2.7 10/01/2030 BBB+/Baa1 127000 122224.47361
nan 638612AM3 Nationwide Financial Services Inc 3.9 11/30/2049 A/A2 115000 120519.99
nan 16159GAC3 Chase Home Lending Mortgage Trust 2019-ATR2 3.5 07/25/2049 NR/NR 118247 119093.12
nan 04686JAD3 Athene Holding Ltd 3.95 05/25/2051 A-/NR 127000 118255.85
nan 76119CAA9 Residential Mortgage Loan Trust 2020-1 2.38 01/26/2060 AAA/NR 119213 118110.17
nan 48252MAA3 KKR Group Finance Co VIII LLC 3.5 08/25/2050 A/NR 125000 113557.73875
nan 92537TAA3 Verus Securitization Trust 2020-INV1 0.33 03/25/2060 AAA/NR 112603 112150.61
nan 19688JAA5 COLT 2020-2 Mortgage Loan Trust 1.85 03/25/2065 NR/NR 111139 111357.89
nan 224044CM7 Cox Communications Inc 2.95 10/01/2050 BBB/Baa2 138000 110979.67
nan 316773DA5 Fifth Third Bancorp 2.55 05/05/2027 BBB+/Baa1 110000 109351.0
nan 67623CAD1 Office Properties Income Trust 2.65 06/15/2026 BBB-/Baa3 115000 108920.8056
nan 92343VGB4 Verizon Communications Inc 3.55 03/22/2051 BBB+/Baa1 115000 108028.0928
nan 44329HAK0 HP Communities LLC 5.86 09/15/2053 AA/NR 100000 107951.0
nan 3137BFXU0 Freddie Mac Multifamily Structured Pass Through Certificates 1.03 12/25/2024 AA+/Aaa 4200411 105519.78
nan 85573AAA3 Starwood Mortgage Residential Trust 2020-1 2.27 02/25/2050 AAA/NR 105621 105249.56
nan 048677AB4 Atlantic Marine Corps Communities LLC 5.34 12/01/2050 A-/A2 93436 104521.29
nan 10112RBD5 Boston Properties LP 3.25 01/30/2031 BBB+/Baa1 105000 103896.7146
nan -Euro- Cash/Receivables/Payables 0.0 nan NR/NR 91579 103708.92
nan 595112BP7 Micron Technology Inc 4.18 02/15/2027 BBB-/Baa3 98000 103345.9
nan 83088MAK8 Skyworks Solutions Inc 1.8 06/01/2026 BBB-/Ba1u 106000 101604.9485
nan 3140Q73S4 Fannie Mae Pool 4.0 11/01/2047 AA+/Aaa 95293 100117.96
nan 46647PCR5 JPMorgan Chase & Co 2.54 11/08/2032 A-/A2 106000 98995.9493
nan 20030NCT6 Comcast Corp 4.15 10/15/2028 A-/A3 85000 91574.12865
nan 3137B8G50 Freddie Mac Multifamily Structured Pass Through Certificates 0.93 01/25/2024 AAA/Aaa 5973573 89076.14
nan BK1999766 Agile Group Holdings Ltd 5.75 01/02/2025 B/NR 208000 86320.0
nan 3137BBBE9 Freddie Mac Multifamily Structured Pass Through Certificates 1.1 03/25/2024 AA+/Aaa 3939784 77479.0
nan 31574PAA3 Ellington Financial Mortgage Trust 2020-1 2.01 05/25/2065 AAA/NR 76318 76395.01
nan 70450YAD5 PayPal Holdings Inc 2.65 10/01/2026 A-/A3 75000 75527.6835
nan 26253KAC8 DT Auto Owner Trust 2019-3 2.74 04/15/2025 AAA/NR 68810 69077.91
nan 95000CBE2 Wells Fargo Commercial Mortgage Trust 2016-NXS5 1.42 01/15/2059 NR/NR 1498560 66509.56
nan 69403WAA5 Pacific Beacon LLC 5.38 07/15/2026 AA/Baa2 64375 66452.16
nan 36179UV90 Ginnie Mae II Pool 4.0 07/20/2049 AA+/Aaa 61141 63423.5
nan 17328BAA2 Citigroup Mortgage Loan Trust 2019-IMC1 2.72 07/25/2049 AAA/NR 63004 62870.28
nan 00206RGD8 AT&T Inc 1.38 06/12/2024 BBB/Baa2 58000 59413.71
nan 3137B7N21 Freddie Mac Multifamily Structured Pass Through Certificates 0.77 10/25/2023 AA+/Aaa 5624022 58296.93
nan 70450YAE3 PayPal Holdings Inc 2.85 10/01/2029 A-/A3 50000 49466.1725
nan 99OPTNCAD Cash/Receivables/Payables 0.0 nan NR/NR 57980 45568.94
nan 76119NAA5 Residential Mortgage Loan Trust 2019-3 2.63 09/25/2059 AAA/NR 41919 41660.71
nan 95040QAJ3 Welltower Inc 3.1 01/15/2030 BBB+/Baa1 42000 41601.87738
nan 20753MAF5 Connecticut Avenue Securities Trust 2019-R03 2.26 09/25/2031 BBB/NR 41382 41537.06
nan 05369AAD3 Aviation Capital Group LLC 4.12 08/01/2025 BBB-/Baa2 40000 40957.76
nan 20754JAB0 Connecticut Avenue Securities Trust 2019-R06 2.21 09/25/2039 B/NR 40289 40372.84
nan 3137B5KX0 Freddie Mac Multifamily Structured Pass Through Certificates 0.33 08/25/2023 AA+/Aaa 7677247 35958.69
nan 29278NAD5 Energy Transfer LP 5.8 06/15/2038 BBB-/Baa3 29000 32268.51
nan 20030NDV0 Comcast Corp 2.99 11/01/2063 A-/A3 39000 31442.82141
nan 29278NAE3 Energy Transfer LP 6.0 06/15/2048 BBB-/Baa3 27000 30278.32137
nan 20030NDR9 Comcast Corp 2.89 11/01/2051 A-/A3 35000 29635.69735
nan 3137B1BT8 Freddie Mac Multifamily Structured Pass Through Certificates 0.93 11/25/2022 AA+/Aaa 4767350 24435.05
nan 595112BM4 Micron Technology Inc 4.97 02/06/2026 BBB-/Baa3 21000 22577.73
nan 30291JAQ6 FREMF 2013-K29 Mortgage Trust 0.12 05/25/2046 AA+/Aaa 25631864 18713.82
MSFT 9 C31 MSFT 9 C315 Microsoft Corp nan 09/16/2022 NR/NR 6 7215.0
GOOG 9 C31 GOOG 9 C3150 Alphabet Inc nan 09/16/2022 NR/NR 1 5590.0
SPX 9 C447 SPX 9 C4475 S&P 500 INDEX nan 09/16/2022 NR/NR 22 3958.02
AAPL 9 C18 AAPL 9 C185 Apple Inc nan 09/16/2022 NR/NR 5 3012.5
nan 247361ZV3 Delta Air Lines 2020-1 Class AA Pass Through Trust 2.0 06/10/2028 A+/A1 0 0.01
SPX 9 C477 SPX 9 C4775 S&P 500 INDEX nan 09/16/2022 NR/NR -22 -1389.33828
nan WNM2 CME Ultra Long Term US Treasury Bond Future nan 06/21/2022 NR/NR -18 -3295687.5
nan UXYM2 Ultra 10-Year US Treasury Note Futures nan 06/21/2022 NR/NR -599 -83579218.75
nan TYH2 CBOT 10 Year US Treasury Note nan 03/22/2022 NR/NR -817 -103171781.25