Wall Street Experts

JPMorgan BetaBuilders U.S. Aggregate Bond ETF BBAG

Cena: 45.625
AMEX 05-09 17:15
Podstawowy wskaźnik obejmuje rynek obligacji o stałej stopie inwestycyjnej w USA, z komponentami indeksu dla rządowych i korporacyjnych papierów wartościowych, za pośrednictwem papierów wartościowych hipotecznych i papierami wartościowymi zabezpieczonymi aktywami. Fundusz zainwestuje co najmniej 80% swoich aktywów w papiery wartościowe zawarte w indeksie bazowym.
Wartość aktywów (mln USD): 1 431
Liczba spółek: 2357
Stopa dywidendy: 2.59 %
Opłata za zarządzanie:: 0.03 %
Klasa aktywów: Equity

ISIN: US46641Q2416

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-betabuilders-u.s.-aggregate-bond-etf-etf-shares-46641q241


NOTOWANIA
ZMIANA CEN

Nazwa Symbol Klasa_aktywów Wartość_aktywów 5D 1M 3M 6M 2024 1R 3L 5L 10L

STRUKTURA SEKTOROWA PORTFELA ETF







Sektor Udział %
Rządowe 43.4
Zabezpieczone 27.0
Korporacyjne 23.4
Gotówka 5.5
Różne 0.3
Miejskie 0.3
Agencja 0.0
Minerały Energetyczne 0.0

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 12:04:30
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
JPMORGAN US GOVT MMKT FUN 30 982 328 2.8 30 982 328
UMBS MORTPASS 3% 06/52 FN 9 333 558 0.8 10 620 813
TBA UMBS SINGLE FAMILY 2% FNCL 9 004 235 0.8 11 088 000
UNITED STATES 3.5% 02/33 T 9 014 140 0.8 9 275 000
UNITED 1.125% 10/26 T 8 988 388 0.8 9 361 000
GNMA II 2.5% 11/51 G2 8 385 044 0.7 9 719 180
UNITED 1.25% 08/31 T 7 567 113 0.7 8 848 000
TBA UMBS SINGLE 5.5% FNCL 7 020 470 0.6 6 985 000
UNITED 3.75% 12/28 T 6 674 491 0.6 6 662 000
UNITED 4.125% 02/27 T 6 480 747 0.6 6 434 000
UNITED 3.375% 05/33 T 6 304 965 0.6 6 557 000
UNITED 3.625% 02/53 T 6 212 090 0.6 7 192 000
UNITED 2.75% 08/32 T 6 169 025 0.5 6 649 000
UNITED 4.375% 11/28 T 6 143 950 0.5 6 006 000
UNITED 4.625% 11/26 T 6 152 945 0.5 6 073 000
UNITED 1.125% 02/28 T 6 132 402 0.5 6 589 000
UNITED 1.25% 11/26 T 6 091 757 0.5 6 343 000
UNITED 4.625% 04/31 T 6 082 064 0.5 5 828 000
UNITED 0.75% 01/28 T 6 078 760 0.5 6 590 000
UNITED STATES 4% 01/29 T 6 058 696 0.5 5 995 000
GNMA II 3.5% 11/47 G2 6 023 451 0.5 6 444 416
UNITED 1.375% 11/31 T 6 021 634 0.5 7 030 000
UNITED 3.75% 08/31 T 5 991 835 0.5 6 021 000
UNITED 4.125% 08/53 T 5 968 577 0.5 6 317 000
UNITED 3.625% 05/28 T 5 944 231 0.5 5 954 000
UMBS MORTPASS 2% 02/52 FR 5 915 915 0.5 7 324 605
UNITED 3.625% 05/53 T 5 760 526 0.5 6 668 000
UNITED 0.625% 07/26 T 5 646 651 0.5 5 886 000
UNITED 3.875% 02/43 T 5 639 818 0.5 6 043 000
UNITED 1.125% 08/28 T 5 583 274 0.5 6 076 000
UNITED 3.875% 05/43 T 5 518 592 0.5 5 927 000
GNMA II MORTPASS 6% 09/54 G2 5 483 002 0.5 5 397 966
UNITED 0.75% 03/26 T 5 466 348 0.5 5 637 000
UNITED STATES 3.5% 04/30 T 5 362 414 0.5 5 423 000
UNITED 2.25% 11/27 T 5 342 872 0.5 5 538 000
UNITED 0.375% 09/27 T 5 068 278 0.4 5 495 000
UNITED 3.75% 12/30 T 5 047 538 0.4 5 059 000
UNITED 2.875% 05/32 T 4 995 409 0.4 5 324 000
UNITED 4.125% 08/44 T 4 950 946 0.4 5 180 000
UNITED 3.875% 09/29 T 4 896 792 0.4 4 866 000
TBA UMBS SINGLE 2.5% FNCL 4 808 132 0.4 5 666 000
UNITED 0.625% 12/27 T 4 802 883 0.4 5 213 000
UNITED STATES 0.5% 08/27 T 4 731 576 0.4 5 101 000
UNITED STATES 0.5% 04/27 T 4 674 848 0.4 4 989 000
TBA GNMA2 SINGLE 6% G2SF 4 584 581 0.4 4 520 000
UNITED 1.25% 03/28 T 4 568 484 0.4 4 900 000
UNITED 2.625% 07/29 T 4 565 039 0.4 4 770 000
UNITED 2.25% 02/27 T 4 485 992 0.4 4 606 000
UNITED 2.75% 05/29 T 4 409 047 0.4 4 576 000
UNITED STATES 3.5% 01/30 T 4 410 101 0.4 4 455 000
UNITED 3.625% 09/31 T 4 368 452 0.4 4 422 000
UNITED STATES 4% 02/28 T 4 347 040 0.4 4 309 000
UNITED 4.125% 07/28 T 4 310 797 0.4 4 252 000
UNITED 1.125% 02/27 T 4 306 748 0.4 4 518 000
UNITED 3.875% 11/29 T 4 239 312 0.4 4 212 000
UNITED 3.625% 05/26 T 4 199 485 0.4 4 211 000
UNITED STATES 4% 02/30 T 4 204 588 0.4 4 153 000
UNITED 4.375% 05/40 T 4 193 938 0.4 4 146 000
UNITED 1.75% 12/26 T 4 187 076 0.4 4 330 000
UMBS MORTPASS 5.5% 03/53 FR 4 191 320 0.4 4 140 520
UNITED 1.625% 11/26 T 4 154 707 0.4 4 300 000
UNITED 2.375% 02/42 T 4 126 474 0.4 5 443 000
UNITED 2.75% 07/27 T 4 096 072 0.4 4 182 000
UNITED 2.875% 05/28 T 4 056 967 0.4 4 155 000
UNITED 1.875% 02/41 T 4 025 325 0.4 5 620 000
UNITED 4.125% 08/30 T 4 008 026 0.4 3 940 000
UNITED 1.25% 12/26 T 3 993 827 0.4 4 166 000
UNITED 2.375% 11/49 T 3 994 670 0.4 5 903 000
UNITED 2.875% 08/28 T 3 970 240 0.4 4 074 000
UNITED 2.25% 05/41 T 3 946 629 0.4 5 223 000
UNITED STATES 1.5% 01/27 T 3 924 300 0.3 4 082 000
GNMA II 4.5% 01/49 G2 3 838 184 0.3 3 919 928
UNITED 3.625% 03/30 T 3 823 879 0.3 3 844 000
UNITED STATES 1.5% 02/30 T 3 813 038 0.3 4 229 000
UNITED 1.625% 10/26 T 3 777 372 0.3 3 903 000
UNITED 1.875% 02/51 T 3 767 345 0.3 6 335 000
UNITED STATES 4% 01/31 T 3 740 466 0.3 3 702 000
UNITED STATES 2% 11/26 T 3 704 618 0.3 3 808 000
UNITED STATES 4% 07/30 T 3 624 148 0.3 3 583 000
UMBS MORTPASS 2% 03/52 FN 3 576 177 0.3 4 431 419
UMBS MORTPASS 2% 06/52 FN 3 541 331 0.3 4 389 944
UNITED STATES 4.5% 05/38 T 3 522 819 0.3 3 396 000
GNMA II MORTPASS 3% 09/51 G2 3 518 355 0.3 3 919 535
UNITED 2.25% 08/27 T 3 487 591 0.3 3 603 000
UNITED 2.25% 02/52 T 3 479 665 0.3 5 374 000
UMBS MORTPASS 2% 12/51 FN 3 429 541 0.3 4 245 030
UNITED 5.375% 02/31 T 3 419 053 0.3 3 169 000
UNITED 4.25% 05/39 T 3 421 189 0.3 3 410 000
UNITED 3.875% 08/40 T 3 403 214 0.3 3 570 000
UNITED STATES 1.5% 08/26 T 3 372 301 0.3 3 478 000
UMBS MORTPASS 2.5% 06/51 FN 3 312 169 0.3 3 909 618
UNITED 4.625% 05/44 T 3 309 315 0.3 3 236 000
UNITED 2.875% 05/52 T 3 276 050 0.3 4 402 000
UMBS MORTPASS 2.5% 10/51 FR 3 266 453 0.3 3 833 803
UNITED 3.375% 08/42 T 3 205 427 0.3 3 664 000
UNITED 3.875% 12/29 T 3 198 110 0.3 3 178 000
UNITED STATES 2% 08/51 T 3 177 888 0.3 5 199 000
UNITED STATES 5% 05/37 T 3 095 516 0.3 2 844 000
UNITED 4.125% 01/27 T 3 069 550 0.3 3 048 000
UNITED STATES 3% 08/52 T 3 027 505 0.3 3 964 000
UMBS MORTPASS 2.5% 07/51 FN 3 001 768 0.3 3 539 548
UNITED 3.25% 06/29 T 2 955 402 0.3 3 009 000
UNITED STATES 0.5% 10/27 T 2 865 332 0.3 3 105 000
UNITED 1.875% 02/32 T 2 795 214 0.2 3 173 000
UNITED 3.75% 05/30 T 2 775 216 0.2 2 775 000
UNITED 0.875% 09/26 T 2 708 765 0.2 2 826 000
FEDERAL HOME 4.75% 04/27 FHLB 2 682 812 0.2 2 630 000
UNITED 4.625% 09/30 T 2 684 911 0.2 2 577 000
UNITED 2.375% 05/51 T 2 669 854 0.2 3 983 000
UMBS MORTPASS 6.5% 01/54 FR 2 659 912 0.2 2 572 625
UMBS MORTPASS 2% 01/51 FN 2 610 998 0.2 3 219 000
UNITED 3.75% 08/26 T 2 575 288 0.2 2 577 000
UNITED 4.25% 06/29 T 2 529 883 0.2 2 478 000
UNITED STATES 3.5% 02/39 T 2 477 392 0.2 2 667 000
UMBS MORTPASS 4% 08/52 FN 2 475 156 0.2 2 618 529
UNITED 4.625% 02/40 T 2 478 396 0.2 2 382 000
UNITED 3.125% 08/27 T 2 464 020 0.2 2 496 000
UNITED 4.125% 10/26 T 2 448 941 0.2 2 436 000
MIZUHO VAR 07/32 MIZUHO 2 426 381 0.2 2 820 000
DUKE ENERGY 6.4% 06/38 DUK 2 350 448 0.2 2 144 000
UNITED 1.25% 05/28 T 2 338 734 0.2 2 519 000
WELLS FARGO & VAR 10/30 WFC 2 347 481 0.2 2 545 000
UNITED 0.75% 05/26 T 2 259 522 0.2 2 341 000
UNITED 4.25% 02/31 T 2 243 375 0.2 2 192 000
ASTRAZENECA 1.75% 05/28 AZN 2 228 830 0.2 2 398 000
UNITED 6.125% 08/29 T 2 214 090 0.2 2 022 000
UNITED 1.25% 04/28 T 2 149 952 0.2 2 311 000
GNMA II MORTPASS 3% 04/52 G2 2 141 047 0.2 2 385 983
GNMA II MORTPASS 5% 04/53 G2 2 142 102 0.2 2 155 116
GNMA II MORTPASS 2% 06/51 G2 2 125 919 0.2 2 563 246
BANK OF NEW VAR 04/34 BK 2 113 165 0.2 2 125 000
UMBS MORTPASS 6% 02/53 FN 2 080 555 0.2 2 036 632
UNITED 1.25% 05/50 T 2 072 640 0.2 4 064 000
UNITED 4.375% 02/38 T 2 052 136 0.2 2 003 000
UNITED STATES 4.5% 08/39 T 2 038 572 0.2 1 981 000
UNITED 3.875% 12/27 T 2 023 536 0.2 2 013 000
UMBS MORTPASS 2% 04/51 FN 2 012 646 0.2 2 453 463
INTERNATIONA 1.125% 09/28 IBRD 2 006 773 0.2 2 190 000
MORGAN STANLEY VAR 07/27 MS 1 955 111 0.2 2 032 000
UNITED 4.125% 03/31 T 1 952 550 0.2 1 920 000
SALESFORCE 1.95% 07/31 CRM 1 939 605 0.2 2 237 000
GOLDMAN SACHS VAR 07/32 GS 1 921 905 0.2 2 236 000
UNITED 1.875% 11/51 T 1 920 204 0.2 3 252 000
UNITED STATES 4.5% 05/29 T 1 907 994 0.2 1 852 000
UMBS MORTPASS 6.5% 11/53 FN 1 903 679 0.2 1 834 397
UMBS MORTPASS 2.5% 11/50 FN 1 904 575 0.2 2 244 863
FHLMC 2.508% 07/29 FHMS 1 875 868 0.2 2 000 000
UMBS MORTPASS 2% 12/50 FN 1 884 946 0.2 2 323 432
UNITED 3.125% 11/28 T 1 884 080 0.2 1 921 000
GOLDMAN SACHS VAR 02/28 GS 1 869 100 0.2 1 936 000
KINDER MORGAN 4.8% 02/33 KMI 1 869 226 0.2 1 936 000
WELLS FARGO & VAR 06/28 WFC 1 874 245 0.2 1 961 000
BANK OF AMERICA 5% 01/44 BAC 1 862 873 0.2 1 988 000
GNMA II MORTPASS 3% 05/52 G2 1 858 638 0.2 2 071 267
UNITED 4.125% 11/31 T 1 852 338 0.2 1 823 000
UNITED STATES 0.5% 02/26 T 1 836 144 0.2 1 894 000
UNITED STATES 4.5% 05/27 T 1 833 033 0.2 1 804 000
SWAP CASH COLLATERAL USD -1 820 000 0.2 -1 820 000
OTCBA FINRA CSH AT BROKER 1 820 000 0.2 1 820 000
NEWMONT 4.875% 03/42 NEM 1 803 943 0.2 1 952 000
UNITED 3.875% 11/27 T 1 802 829 0.2 1 794 000
GNMA II MORTPASS 5% 08/53 G2 1 795 853 0.2 1 812 060
UMBS MORTPASS 1.5% 08/37 FN 1 774 630 0.2 2 008 329
GNMA II MORTPASS 2% 01/51 G2 1 783 770 0.2 2 151 117
GNMA II MORTPASS 5% 06/53 G2 1 778 399 0.2 1 790 514
UMBS MORTPASS 5% 07/53 FN 1 770 314 0.2 1 788 265
UMBS MORTPASS 2% 12/36 FN 1 753 487 0.2 1 923 828
UMBS MORTPASS 5% 06/53 FN 1 753 592 0.2 1 771 374
INTER-AMERIC 4.125% 02/28 IDBINV 1 754 007 0.2 1 739 000
GNMA II MORTPASS 4% 10/52 G2 1 747 620 0.2 1 840 932
UMBS MORTPASS 4% 03/53 FN 1 711 563 0.2 1 813 300
CAPITAL ONE 3.75% 07/26 COF 1 710 145 0.2 1 732 000
GNMA II MORTPASS 6% 04/53 G2 1 695 260 0.2 1 660 850
CALIFORNIA ST 7.55% 04/39 CAS 1 690 400 0.2 1 400 000
UMBS MORTPASS 5% 02/53 FN 1 684 070 0.2 1 700 699
UMBS MORTPASS 6% 11/53 FR 1 693 484 0.2 1 660 099
AMEREN CORP 1.75% 03/28 AEE 1 683 362 0.1 1 822 000
UMBS MORTPASS 2% 08/50 FN 1 678 980 0.1 2 069 059
UNITED 4.25% 02/29 T 1 662 217 0.1 1 630 000
UMBS MORTPASS 5.5% 02/53 FN 1 655 440 0.1 1 645 320
EUROPEAN 0.375% 03/26 EIB 1 646 232 0.1 1 704 000
EDISON 5.25% 11/28 EIX 1 644 874 0.1 1 662 000
UMBS MORTPASS 3.5% 08/52 FN 1 633 342 0.1 1 787 098
UMBS MORTPASS 4.5% 10/52 FR 1 637 913 0.1 1 691 215
T-MOBILE USA 3% 02/41 TMUS 1 631 798 0.1 2 232 000
CITIGROUP INC VAR 06/31 C 1 619 305 0.1 1 812 000
GNMA II MORTPASS 2% 12/51 G2 1 613 378 0.1 1 945 269
UNITED 3.75% 08/27 T 1 604 377 0.1 1 602 000
UNITED 2.75% 02/28 T 1 592 557 0.1 1 633 000
LOCKHEED 3.6% 03/35 LMT 1 574 052 0.1 1 748 000
GNMA II MORTPASS 2% 12/50 G2 1 562 185 0.1 1 883 899
UNITED STATES 4.5% 12/31 T 1 555 813 0.1 1 498 000
TELEFONICA 4.665% 03/38 TELEFO 1 551 288 0.1 1 702 000
UMBS MORTPASS 2.5% 08/37 FN 1 498 238 0.1 1 602 045
THERMO 1.75% 10/28 TMO 1 495 445 0.1 1 626 000
TYSON FOODS 4.875% 08/34 TSN 1 466 849 0.1 1 518 000
SUMITOMO 0.948% 01/26 SUMIBK 1 447 358 0.1 1 485 000
UMBS MORTPASS 6.5% 10/54 FN 1 431 105 0.1 1 381 941
BOEING 3.25% 03/28 BA 1 421 473 0.1 1 483 000
HSBC HOLDINGS VAR 06/31 HSBC 1 406 100 0.1 1 563 000
UNITED 4.875% 10/30 T 1 394 090 0.1 1 322 000
UMBS MORTPASS 2% 02/52 FN 1 396 804 0.1 1 728 997
UMBS MORTPASS 2% 04/52 FR 1 383 709 0.1 1 715 713
UNITED STATES 3% 02/49 T 1 381 295 0.1 1 787 000
UNITED 0.625% 03/27 T 1 374 309 0.1 1 459 000
UMBS MORTPASS 3% 10/51 FR 1 368 111 0.1 1 552 981
MORGAN STANLEY VAR 04/32 MS 1 357 658 0.1 1 617 000
UNITEDHEALTH 3.25% 05/51 UNH 1 362 709 0.1 2 023 000
MARSH & 2.25% 11/30 MMC 1 356 661 0.1 1 525 000
ORACLE CORP 3.95% 03/51 ORCL 1 348 752 0.1 1 829 000
TENNESSEE 4.7% 07/33 TVA 1 353 136 0.1 1 315 000
BARCLAYS 4.836% 05/28 BACR 1 353 316 0.1 1 361 000
AMERICAN 1.65% 11/26 AXP 1 351 941 0.1 1 409 000
UMBS MORTPASS 2% 10/50 FR 1 340 193 0.1 1 642 037
BANK OF VAR 03/32 BAC 1 329 169 0.1 1 504 000
GENERAL 2.4% 10/28 GM 1 324 874 0.1 1 448 000
T-MOBILE 4.375% 04/40 TMUS 1 330 319 0.1 1 500 000
INTERNATIONA 5.875% 11/32 IBM 1 315 523 0.1 1 233 000
UNITED 2.625% 02/29 T 1 315 417 0.1 1 368 000
UNITED STATES 0.5% 06/27 T 1 313 782 0.1 1 409 000
UBS 1.25% 08/26 UBS 1 314 518 0.1 1 369 000
UMBS MORTPASS 2.5% 12/51 FR 1 303 614 0.1 1 532 776
UMBS MORTPASS 2% 02/37 FR 1 278 830 0.1 1 406 914
UMBS MORTPASS 2% 06/51 FR 1 278 076 0.1 1 577 208
TBA GNMA2 SINGLE 4.5% G2SF 1 274 189 0.1 1 315 000
HCA INC 3.125% 03/27 HCA 1 260 889 0.1 1 296 000
UMBS MORTPASS 5.5% 01/53 FN 1 261 244 0.1 1 252 562
APPLE INC 4.375% 05/45 AAPL 1 250 615 0.1 1 410 000
FEDERAL HOME ZERO 12/29 FHLMC 1 243 705 0.1 1 494 000
APPLE INC 0.7% 02/26 AAPL 1 225 741 0.1 1 261 000
BAT CAPITAL 4.39% 08/37 BATSLN 1 223 364 0.1 1 391 000
LINCOLN 3.05% 01/30 LNC 1 224 002 0.1 1 323 000
TARGA 6.875% 01/29 TRGP 1 226 565 0.1 1 198 000
UNITED 3.125% 02/42 T 1 220 375 0.1 1 436 000
AERCAP 3.3% 01/32 AER 1 202 648 0.1 1 351 000
INTERNATIONA 1.625% 11/31 IBRD 1 200 009 0.1 1 386 000
TARGET CORP 2.95% 01/52 TGT 1 204 945 0.1 1 887 000
UMBS MORTPASS 3% 01/50 FN 1 188 362 0.1 1 325 040
HSBC HOLDINGS VAR 03/29 HSBC 1 188 709 0.1 1 147 000
WELLS FARGO & 4.3% 07/27 WFC 1 172 124 0.1 1 177 000
UMBS MORTPASS 2% 02/42 FR 1 155 613 0.1 1 341 535
UMBS MORTPASS 2.5% 04/52 FR 1 147 289 0.1 1 353 204
CVS HEALTH 1.75% 08/30 CVS 1 140 575 0.1 1 344 000
AMAZON.COM 4.05% 08/47 AMZN 1 126 485 0.1 1 351 000
COMCAST CORP 3.25% 11/39 CMCSA 1 120 698 0.1 1 435 000
UNITED 4.375% 11/39 T 1 125 929 0.1 1 111 000
UMBS MORTPASS 2% 04/52 FN 1 120 053 0.1 1 388 796
CONSOLIDATED 3.7% 11/59 ED 1 105 449 0.1 1 561 000
FHLMC 1.406% 08/30 FHMS 1 098 736 0.1 1 265 000
CITIGROUP INC VAR 11/33 C 1 089 014 0.1 1 025 000
ELEVANCE 5.5% 10/32 ELV 1 076 029 0.1 1 036 000
HSBC HOLDINGS 6.5% 05/36 HSBC 1 077 443 0.1 1 046 000
TBA UMBS SINGLE FAMILY 4% FNCL 1 071 248 0.1 1 130 000
CATERPILLAR 0.9% 03/26 CAT 1 066 755 0.1 1 100 000
UMBS MORTPASS 2.5% 06/51 FN 1 054 757 0.1 1 240 772
UMBS MORTPASS 3.5% 02/53 FN 1 062 397 0.1 1 162 974
COCA-COLA 2.6% 06/50 KO 1 060 599 0.1 1 707 000
AMGEN INC 2.3% 02/31 AMGN 1 053 174 0.1 1 200 000
INTERNATIONA 3.875% 02/30 IBRD 1 051 819 0.1 1 050 000
UNITED 4.125% 07/31 T 1 050 109 0.1 1 033 000
WESTPAC 1.953% 11/28 WSTP 1 031 573 0.1 1 118 000
UNITED 2.375% 05/27 T 1 020 080 0.1 1 048 000
ENERGY 5.25% 04/29 ET 1 012 383 0.1 1 000 000
PFIZER INC 3.45% 03/29 PFE 999 031 0.1 1 027 000
UNITED 3.625% 03/28 T 1 004 742 0.1 1 006 000
VERIZON MASTER 3.4% 11/28 VZMT 998 477 0.1 1 000 000
GNMA II MORTPASS 7% 12/53 G2 1 002 111 0.1 966 557
FHLMC 3.9% 07/30 FHMS 1 003 848 0.1 1 008 587
BROADCOM 4.926% 05/37 AVGO 990 728 0.1 1 026 000
FHLMC 3.413% 12/26 FHMS 988 221 0.1 1 000 000
FHLMC 3.771% 12/28 FHMS 989 397 0.1 1 000 000
FHLMC VAR 09/26 FHMS 985 881 0.1 1 000 000
UMBS MORTPASS 2% 09/40 FN 993 259 0.1 1 125 878
INTEL CORP 4.25% 12/42 INTC 986 866 0.1 1 244 000
FHLMC 3.224% 03/27 FHMS 984 847 0.1 1 000 000
FHLMC 3.505% 03/29 FHMS 979 011 0.1 1 000 000
TBA UMBS SINGLE FAMILY 3% FNCL 976 393 0.1 1 104 000
SANDS CHINA 2.85% 03/29 SANLTD 984 439 0.1 1 090 000
UNITED 1.375% 08/26 T 984 755 0.1 1 018 000
UNITED STATES 4.5% 02/44 T 970 072 0.1 963 000
M&T BANK CORP VAR 01/34 MTB 966 962 0.1 1 003 000
HOME DEPOT 2.8% 09/27 HD 968 884 0.1 1 000 000
HUNTINGTON VAR 08/36 HBAN 967 664 0.1 1 180 000
GNMA II MORTPASS 4% 09/52 G2 963 827 0.1 1 015 289
UMBS MORTPASS 5% 03/53 FN 966 897 0.1 973 020
PROVINCE OF 3.3% 03/28 ALTA 940 454 0.1 956 000
FEDERAL 6.25% 05/29 FNMA 947 971 0.1 867 000
COCA-COLA 1.65% 06/30 KO 949 244 0.1 1 084 000
TELUS CORP 3.4% 05/32 TCN 949 303 0.1 1 057 000
DEUTSCHE BANK VAR 02/34 DB 931 570 0.1 894 000
NASDAQ INC 6.1% 06/63 NDAQ 921 081 0.1 904 000
BERRY GLOBAL 1.57% 01/26 BERY 924 733 0.1 948 000
CI FINANCIAL 3.2% 12/30 CIXCN 908 199 0.1 1 042 000
CISCO 2.95% 02/26 CSCO 916 601 0.1 928 000
UMBS MORTPASS 3.5% 05/52 FR 910 103 0.1 996 318
AVALONBAY 1.9% 12/28 AVB 905 888 0.1 990 000
MICROSOFT CORP 4% 02/55 MSFT 891 889 0.1 1 081 000
FOX CORP 4.709% 01/29 FOXA 873 939 0.1 875 000
KEURIG DR 3.95% 04/29 KDP 880 252 0.1 901 000
UMBS MORTPASS 5.5% 03/53 FR 880 438 0.1 867 470
BANK OF VAR 06/29 BAC 880 483 0.1 950 000
UMBS MORTPASS 5.5% 09/53 FN 874 794 0.1 870 187
UMBS MORTPASS 1.5% 12/50 FN 877 969 0.1 1 147 305
WALT DISNEY 3.6% 01/51 DIS 880 427 0.1 1 189 000
UMBS MORTPASS 2% 04/37 FN 868 994 0.1 956 030
UMBS MORTPASS 5.5% 07/53 FN 865 124 0.1 860 614
HSBC HOLDINGS VAR 03/36 HSBC 866 316 0.1 877 000
SHELL 6.375% 12/38 RDSALN 867 488 0.1 782 000
UDR INC 3.1% 11/34 UDR 863 642 0.1 1 035 000
VERIZON 1.75% 01/31 VZ 854 119 0.1 1 004 000
SOUTHERN CO 5.15% 09/32 SO 855 115 0.1 850 000
UNITED STATES 1% 07/28 T 856 507 0.1 934 000
TBA UMBS SINGLE 4.5% FNCL 851 054 0.1 876 000
JAPAN 3.375% 06/28 JICA 859 669 0.1 876 000
UMBS MORTPASS 5.5% 02/53 FN 857 987 0.1 846 460
UMBS MORTPASS 1.5% 02/51 FR 853 502 0.1 1 114 124
ASIAN 1% 04/26 ASIA 849 748 0.1 875 000
UMBS MORTPASS 2.5% 10/35 FN 841 463 0.1 898 254
UMBS MORTPASS 4.5% 12/52 FN 841 907 0.1 869 401
UMBS MORTPASS 1.5% 11/50 FR 845 501 0.1 1 104 833
ALPHABET INC 2.25% 08/60 GOOGL 840 635 0.1 1 495 000
UMBS MORTPASS 5% 08/52 FN 837 434 0.1 844 815
UMBS MORTPASS 2.5% 10/51 FR 833 988 0.1 986 729
UMBS MORTPASS 5.5% 04/53 FN 834 240 0.1 829 569
UMBS MORTPASS 4.5% 08/52 FN 835 096 0.1 862 463
EXELON CORP 4.7% 04/50 EXC 835 773 0.1 990 000
BRISTOL-MYERS 4.25% 10/49 BMY 838 855 0.1 1 019 000
HUMANA INC 4.8% 03/47 HUM 824 209 0.1 990 000
DOMINION 5.1% 06/65 D 812 086 0.1 914 000
ENBRIDGE INC 2.5% 08/33 ENBCN 810 873 0.1 988 000
UMBS MORTPASS 3.5% 07/52 FN 807 556 0.1 883 278
UMBS MORTPASS 6.5% 03/53 FN 813 470 0.1 783 282
METLIFE INC 6.375% 06/34 MET 815 306 0.1 740 000
SVENSK 4.125% 06/28 SEK 816 058 0.1 809 000
AMERICAN 3.39% 05/27 AMXCA 798 988 0.1 800 000
UMBS MORTPASS 5% 12/52 FN 794 880 0.1 797 060
UMBS MORTPASS 6% 03/53 FR 794 414 0.1 777 860
UNITED STATES 3% 05/47 T 796 140 0.1 1 015 000
INTER-AMERIC 4.375% 02/27 IADB 793 046 0.1 785 000
BOSTON 3.25% 01/31 BXP 778 109 0.1 863 000
FEDERAL FARM 1.3% 03/27 FFCB 779 082 0.1 820 000
UMBS MORTPASS 2% 08/50 FN 782 453 0.1 962 989
UMBS MORTPASS 4% 09/52 FN 774 872 0.1 818 405
UNITED STATES 0.5% 05/27 T 773 856 0.1 828 000
UNITEDHEALTH 3.125% 05/60 UNH 781 597 0.1 1 277 000
VISA INC 0.75% 08/27 V 774 104 0.1 835 000
DEUTSCHE BANK VAR 11/26 DB 780 763 0.1 795 000
BARCLAYS PLC VAR 08/33 BACR 766 238 0.1 754 000
UMBS MORTPASS 3% 05/52 FR 765 847 0.1 863 122
KRAFT HEINZ 6.5% 02/40 KHC 764 709 0.1 705 000
REPUBLIC 2.375% 03/33 RSG 769 980 0.1 922 000
UMBS MORTPASS 6.5% 11/53 FN 749 746 0.1 725 180
TORONTO-DOMIN 0.75% 01/26 TD 756 222 0.1 777 000
MORGAN STANLEY VAR 01/31 MS 756 421 0.1 833 000
UMBS MORTPASS 3.5% 07/49 FN 758 628 0.1 822 067
CAPITAL ONE 3.49% 05/27 COMET 749 140 0.1 750 000
AMGEN INC 5.15% 11/41 AMGN 757 104 0.1 800 000
GNMA II 5.5% 09/52 G2 742 544 0.1 735 638
JAPAN BANK 2.25% 11/26 JBIC 740 081 0.1 760 000
UNITED 3.75% 11/43 T 743 852 0.1 817 000
UMBS MORTPASS 3.5% 05/49 FN 748 239 0.1 813 182
DISCOVER CARD 3.56% 07/27 DCENT 747 892 0.1 750 000
CITIGROUP INC VAR 03/31 C 740 542 0.1 759 000
CENCORA INC 2.7% 03/31 COR 734 875 0.1 824 000
METLIFE INC 5.7% 06/35 MET 733 478 0.1 697 000
MORGAN STANLEY VAR 07/28 MS 727 164 0.1 745 000
STARBUCKS CORP 3% 02/32 SBUX 726 569 0.1 813 000
UNITED 2.875% 08/45 T 727 198 0.1 931 000
UMBS MORTPASS 2.5% 04/42 FR 715 686 0.1 801 640
OKLAHOMA GAS 4.15% 04/47 OGE 715 856 0.1 890 000
GOLDMAN SACHS VAR 02/33 GS 716 957 0.1 814 000
NEVADA 3.125% 08/50 BRKHEC 724 899 0.1 1 102 000
UMBS MORTPASS 1.5% 05/51 FR 720 093 0.1 941 424
VIRGINIA 3.8% 09/47 D 720 080 0.1 944 000
AMAZON.COM 3.15% 08/27 AMZN 709 723 0.1 724 000
REPUBLIC OF 2.45% 01/31 CHILE 705 139 0.1 798 000
CISCO SYSTEMS 5.9% 02/39 CSCO 715 003 0.1 663 000
UMBS MORTPASS 2% 09/51 FN 705 656 0.1 876 045
UMBS MORTPASS 2.5% 01/52 FN 712 431 0.1 843 099
ABBVIE INC 4.85% 06/44 ABBV 698 152 0.1 749 000
CALIFORNIA 2.719% 11/52 CASHGR 702 421 0.1 1 070 000
UMBS MORTPASS 4.5% 07/49 FN 695 191 0.1 698 823
UMBS MORTPASS 2% 02/52 FR 696 229 0.1 854 016
UMBS MORTPASS 6.5% 03/53 FR 694 465 0.1 669 095
TBA UMBS SINGLE FAMILY 5% FNCL 691 932 0.1 701 000
UBS 3.487% 08/50 UBSCM 686 361 0.1 700 000
INTEL CORP 2% 08/31 INTC 690 963 0.1 819 000
BERKSHIRE 3.25% 04/28 BRKHEC 681 497 0.1 701 000
UMBS MORTPASS 2% 03/52 FN 684 590 0.1 837 432
ENERGY 5.35% 05/45 ET 684 336 0.1 766 000
GLOBAL 1.2% 03/26 GPN 678 287 0.1 701 000
NOMURA 2.71% 01/29 NOMURA 679 518 0.1 730 000
ORACLE CORP 3.6% 04/50 ORCL 675 988 0.1 971 000
UNITED STATES 4.5% 11/33 T 663 021 0.1 638 000
UNITED 4.375% 11/30 T 662 967 0.1 644 000
REPUBLIC OF 4.75% 03/35 PHILIP 667 472 0.1 685 000
UNITED 3.625% 08/43 T 666 810 0.1 744 000
UMBS MORTPASS 2.5% 11/49 FN 665 567 0.1 779 570
UMBS MORTPASS 3% 05/37 FN 658 834 0.1 691 542
CITIGROUP INC VAR 03/30 C 668 789 0.1 689 000
UMBS MORTPASS 2.5% 12/51 FN 667 925 0.1 789 712
CHARTER 5.5% 04/63 CHTR 660 460 0.1 832 000
PROVINCE OF 4.2% 07/33 BRCOL 651 071 0.1 659 000
UMBS MORTPASS 1.5% 04/37 FN 658 372 0.1 745 599
UMBS MORTPASS 2% 12/50 FN 658 343 0.1 816 536
UMBS MORTPASS 2.5% 06/51 FN 649 832 0.1 759 555
UMBS MORTPASS 2.5% 02/36 FR 656 927 0.1 701 732
GNMA II MORTPASS 4% 01/49 G2 651 531 0.1 677 005
MERCK & CO 3.4% 03/29 MRK 647 958 0.1 668 000
PARAMOUNT 4.2% 05/32 PARA 653 173 0.1 731 000
UNIVERSITY 2.256% 09/50 UNIHGR 647 094 0.1 1 120 000
UNILEVER 2.9% 05/27 UNANA 642 348 0.1 657 000
TENNESSEE 4.25% 09/65 TVA 644 620 0.1 785 000
TUCSON ARIZ 2.856% 07/47 TUCCTF 638 168 0.1 865 000
UMBS MORTPASS 2.5% 03/51 FN 639 152 0.1 758 333
MITSUBISHI 3.751% 07/39 MUFG 645 819 0.1 750 000
AMGEN INC 3.2% 11/27 AMGN 633 358 0.1 650 000
BANK OF 3.5% 04/26 BAC 629 202 0.1 635 000
UMBS MORTPASS 2% 03/37 FN 630 986 0.1 693 707
KLA CORP 5.25% 07/62 KLAC 626 858 0.1 662 000
ALTRIA 5.375% 01/44 MO 626 984 0.1 658 000
UNITED STATES 3% 05/42 T 628 188 0.1 756 000
TEXTRON INC 3.65% 03/27 TXT 632 058 0.1 644 000
INTEL CORP 2.8% 08/41 INTC 621 428 0.1 933 000
SHELL 3% 11/51 RDSALN 615 735 0.1 954 000
GNMA II 6.5% 09/53 G2 617 471 0.1 601 980
UMBS MORTPASS 3% 11/49 FN 619 958 0.1 694 677
FHLMC 1.341% 06/30 FHMS 610 342 0.1 700 000
UMBS MORTPASS 1.5% 05/36 FN 610 640 0.1 689 593
UMBS MORTPASS 2% 12/40 FN 608 512 0.1 703 301
FNMA-ACES VAR 10/31 FNA 605 881 0.1 700 000
WRKCO INC 3% 06/33 SW 602 507 0.1 697 000
UNITED 4.375% 08/43 T 605 288 0.1 609 000
ENTERPRISE 4.45% 02/43 EPD 609 255 0.1 701 000
FORD CREDIT 4.06% 11/30 FORDF 595 605 0.1 600 000
WYETH LLC 5.95% 04/37 PFE 591 667 0.1 557 000
AT&T INC 5.35% 09/40 T 593 482 0.1 607 000
JPMCC 3.7232% 03/50 JPMCC 588 641 0.1 600 000
VISA INC 4.15% 12/35 V 588 464 0.1 616 000
UNION 2.891% 04/36 UNP 579 993 0.1 702 000
SEMPRA 3.8% 02/38 SRE 580 188 0.1 701 000
UMBS MORTPASS 2.5% 09/50 FN 583 460 0.1 685 027
UMBS MORTPASS 2% 07/50 FR 589 940 0.1 725 778
FORD CREDIT 1.06% 09/27 FORDF 590 516 0.1 600 000
PROVINCE OF 0.9% 07/26 BRCOL 587 014 0.1 610 000
AMERICAN 3.45% 06/29 AWK 572 250 0.1 595 000
ENTERPRISE 3.125% 07/29 EPD 576 288 0.1 606 000
UMBS MORTPASS 3% 03/47 FN 570 221 0.1 628 520
HOME DEPOT 2.125% 09/26 HD 571 239 0.1 587 000
JBS USA HOLDING 3% 02/29 JBSSBZ 571 397 0.1 610 000
UMBS MORTPASS 2.5% 08/51 FN 564 797 0.0 664 851
UMBS MORTPASS 2.5% 11/35 FN 559 201 0.0 598 917
UMBS MORTPASS 2.5% 05/51 FN 561 865 0.0 660 118
BLACK HILLS 5.95% 03/28 BKH 565 138 0.0 545 000
UMBS MORTPASS 2% 09/51 FN 552 311 0.0 682 984
AT&T INC 4.5% 05/35 T 556 961 0.0 589 000
MATTEL INC 5.45% 11/41 MAT 549 418 0.0 610 000
ALPHABET INC 0.8% 08/27 GOOGL 555 666 0.0 597 000
ING GROEP NV VAR 04/27 INTNED 547 030 0.0 563 000
UMBS MORTPASS 1.5% 04/41 FN 547 633 0.0 652 664
FREEPORT-MCMO 5.45% 03/43 FCX 546 847 0.0 589 000
TWDC 3% 07/46 DIS 549 646 0.0 802 000
CVS HEALTH 4.3% 03/28 CVS 554 760 0.0 560 000
BOEING CO/THE 3.6% 05/34 BA 547 122 0.0 637 000
FHLMC 2.108% 01/31 FHMS 535 615 0.0 600 000
EXXON MOBIL 4.114% 03/46 XOM 541 635 0.0 657 000
UNION 3.375% 02/35 UNP 538 858 0.0 607 000
REPUBLIC OF 2.65% 12/45 PHILIP 544 447 0.0 841 000
GILEAD SCIENCES 4% 09/36 GILD 545 899 0.0 601 000
FNMA-ACES 2.522% 08/29 FNA 539 696 0.0 573 049
PROVINCE OF 4.75% 06/34 BRCOL 535 381 0.0 524 000
EUROPEAN 3.75% 11/29 EIB 540 719 0.0 542 000
CSX CORP 4.75% 05/42 CSX 536 128 0.0 586 000
BERKSHIRE 3.8% 07/48 BRKHEC 542 263 0.0 712 000
BAIDU INC 1.72% 04/26 BIDU 536 930 0.0 551 000
ASIAN 1.25% 06/28 ASIA 535 390 0.0 578 000
HOME DEPOT 3.5% 09/56 HD 531 736 0.0 759 000
WESTPAC VAR 07/34 WSTP 527 975 0.0 551 000
UNITED STATES 4.5% 07/26 T 528 257 0.0 524 000
PACIFIC GAS 2.5% 02/31 PCG 525 918 0.0 611 000
MORGAN STANLEY VAR 05/27 MS 525 856 0.0 543 000
BENCHMARK 2.669% 12/54 BMARK 523 738 0.0 600 000
UMBS MORTPASS 2.5% 09/51 FR 531 421 0.0 620 674
UMBS MORTPASS 2% 12/35 FN 523 806 0.0 570 395
GNMA II MORTPASS 5% 09/52 G2 523 813 0.0 526 046
EXPEDIA 3.25% 02/30 EXPE 522 275 0.0 561 000
EXPEDIA GROUP 5% 02/26 EXPE 516 020 0.0 517 000
FHLMC 3.75% 04/33 FHMS 522 864 0.0 545 000
TSMC ARIZONA 1.75% 10/26 TAISEM 519 312 0.0 540 000
UMBS MORTPASS 3% 08/48 FN 509 457 0.0 567 607
UNITED 6.35% 02/35 MEX 501 791 0.0 500 000
UNITED 2.659% 05/31 MEX 505 462 0.0 598 000
UNITED 2.375% 03/29 T 505 072 0.0 531 000
FORD MOTOR 6.8% 05/28 F 509 593 0.0 500 000
COMCAST CORP 4.8% 05/33 CMCSA 509 231 0.0 514 000
ALEXANDRIA 4.9% 12/30 ARE 501 402 0.0 500 000
RTX CORP 3.03% 03/52 RTX 511 325 0.0 796 000
BRISTOL-MYERS 5.55% 02/54 BMY 496 118 0.0 500 000
TWDC 1.85% 07/26 DIS 494 227 0.0 509 000
FHLMCGLD 3.5% 10/45 FG 492 434 0.0 525 140
FEDERAL HOME 6.25% 07/32 FHLMC 497 551 0.0 435 000
FHLMC VAR 10/28 FHMS 494 589 0.0 500 000
UMBS MORTPASS 1.5% 12/36 FR 499 956 0.0 565 794
UMBS MORTPASS 2.5% 04/50 FR 500 777 0.0 586 500
JPMBB 3.8014% 08/48 JPMBB 490 211 0.0 493 329
LOWE'S COS 2.5% 04/26 LOW 490 488 0.0 500 000
MORGAN 3.337% 12/49 MSC 493 114 0.0 509 304
UNITED 2.875% 04/29 T 496 080 0.0 512 000
WELLS FARGO 3.453% 07/50 WFCM 486 569 0.0 500 000
GENERAL 5.15% 04/38 GM 489 678 0.0 547 000
UNIVERSITY 4.063% 04/52 UNVMIA 481 674 0.0 609 000
DUKE ENERGY 3.7% 12/47 DUK 489 285 0.0 647 000
UMBS MORTPASS 4% 03/45 FN 488 240 0.0 508 743
BRUNSWICK 4.4% 09/32 BC 479 385 0.0 534 000
ARES CAPITAL 2.15% 07/26 ARCC 479 027 0.0 497 000
STATE OF 5.5% 09/33 AID 469 716 0.0 436 000
AMERICAN 2.1% 06/30 AMT 470 760 0.0 535 000
COMCAST CORP 3.15% 03/26 CMCSA 470 342 0.0 475 000
UMBS MORTPASS 3% 02/47 FN 468 292 0.0 521 562
GEORGIA 4.95% 05/33 SO 476 073 0.0 476 000
TOYOTA MOTOR 1.15% 08/27 TOYOTA 478 244 0.0 513 000
TEXAS 2.9% 11/27 TXN 468 356 0.0 482 000
NORFOLK 4.1% 05/21 NSC 458 215 0.0 652 000
WASTE 2.5% 11/50 WM 457 620 0.0 765 000
TOYOTA MOTOR 3.05% 01/28 TOYOTA 459 282 0.0 474 000
UNITED 3.625% 10/42 UPS 465 850 0.0 589 000
UNITED 3.25% 04/30 MEX 456 891 0.0 505 000
BLACKSTONE 3.25% 03/27 BCRED 456 088 0.0 474 000
BOSTON 2.55% 04/32 BXP 460 896 0.0 560 000
UMBS MORTPASS 1.5% 11/41 FN 463 152 0.0 557 084
INTERNATIONAL 4.5% 02/26 IBM 449 884 0.0 450 000
ROYAL BANK OF 1.4% 11/26 RY 453 231 0.0 473 000
PACIFIC GAS AND 3% 06/28 PCG 445 409 0.0 471 000
PROVINCE OF 3.1% 05/27 ONT 448 794 0.0 456 000
HSBC HOLDINGS VAR 06/29 HSBC 447 855 0.0 452 000
CONSUMERS 2.5% 05/60 CMS 452 920 0.0 819 000
PACIFICORP 5.1% 02/29 BRKHEC 447 770 0.0 439 000
BANK 2.403% 03/63 BANK 447 518 0.0 500 000
UMBS MORTPASS 3.5% 04/49 FN 433 884 0.0 466 433
TAKEDA 2.05% 03/30 TACHEM 437 345 0.0 494 000
NEXTERA 1.9% 06/28 NEE 439 034 0.0 474 000
MORGAN 3.102% 11/49 MSBAM 436 072 0.0 450 000
LEIDOS INC 4.375% 05/30 LDOS 442 687 0.0 454 000
GNMA II 6.5% 07/53 G2 433 792 0.0 422 737
DEUTSCHE BANK VAR 11/29 DB 440 847 0.0 416 000
FREDDIE MAC 1.621% 02/54 FHMS 435 896 0.0 500 000
POTOMAC 4.15% 03/43 EXC 436 371 0.0 515 000
EUROPEAN 3.75% 02/33 EIB 441 330 0.0 448 000
DOW CHEMICAL 5.25% 11/41 DOW 439 795 0.0 480 000
ABBVIE INC 2.95% 11/26 ABBV 441 304 0.0 450 000
BANK 2.47% 09/64 BANK 435 819 0.0 500 000
UNITED PARCEL 3.4% 09/49 UPS 424 871 0.0 595 000
BANCO 6.921% 08/33 SANTAN 425 052 0.0 400 000
JOHNSON STEP 07/64 JCI 429 825 0.0 505 000
REPUBLIC OF 2.875% 10/29 ITALY 423 334 0.0 452 000
HONEYWELL 5% 02/33 HON 430 223 0.0 426 000
UMBS MORTPASS 3% 02/50 FR 422 352 0.0 473 897
UMBS MORTPASS 4% 09/50 FN 432 635 0.0 451 225
UMBS MORTPASS 2.5% 10/50 FN 424 845 0.0 501 881
UMBS MORTPASS 2.5% 09/50 FN 428 354 0.0 501 854
ENERGY 6.25% 04/49 ET 432 053 0.0 440 000
BERKSHIRE 3.125% 03/26 BRK 432 127 0.0 436 000
BANK 2018-BNK13 VAR 08/61 BANK 427 954 0.0 500 000
ABBVIE INC 4.05% 11/39 ABBV 424 182 0.0 479 000
UMBS MORTPASS 3% 12/47 FR 421 052 0.0 468 745
NORTHERN 4.5% 06/52 XEL 418 052 0.0 490 000
PFIZER INC 3.6% 09/28 PFE 418 255 0.0 425 000
REPUBLIC OF 4.3% 04/53 PANAMA 418 084 0.0 690 000
UNITED 4.28% 08/41 MEX 419 363 0.0 552 000
EIDP INC 4.8% 05/33 CTVA 411 462 0.0 418 000
FNMA-ACES VAR 08/28 FNA 416 914 0.0 422 949
UMBS MORTPASS 2.5% 05/50 FN 414 689 0.0 486 610
UMBS MORTPASS 2% 01/36 FN 418 216 0.0 456 654
BP CAPITAL 2.721% 01/32 BPLN 416 879 0.0 473 000
UMBS MORTPASS 4% 09/52 FN 411 521 0.0 435 475
GNMA II MORTPASS 7% 01/53 G2 400 120 0.0 385 936
PIONEER 1.125% 01/26 PXD 406 395 0.0 417 000
PHILIP 4.875% 11/43 PM 410 032 0.0 449 000
GILEAD 4.6% 09/35 GILD 407 621 0.0 420 000
UMBS MORTPASS 3% 11/32 FR 409 010 0.0 421 464
UMBS MORTPASS 2.5% 12/51 FN 406 148 0.0 476 814
UMBS MORTPASS 2.5% 01/42 FN 401 130 0.0 449 306
UMBS MORTPASS 2% 01/36 FN 401 383 0.0 438 274
CUMMINS INC 2.6% 09/50 CMI 406 898 0.0 674 000
UMBS MORTPASS 2.5% 12/50 FR 393 828 0.0 462 322
VMWARE LLC 1.8% 08/28 VMW 390 910 0.0 428 000
SOUTHERN 3.7% 04/30 SO 399 390 0.0 417 000
PROVINCE OF 3.7% 09/29 ONT 395 370 0.0 400 000
FHLMC 3.444% 12/27 FHMS 393 569 0.0 400 000
UMBS MORTPASS 2.5% 04/52 FR 389 057 0.0 460 894
UMBS MORTPASS 3.5% 05/34 FN 399 400 0.0 405 938
UMBS MORTPASS 2.5% 12/51 FN 395 027 0.0 463 346
CAPITAL ONE 2.06% 08/28 COMET 388 916 0.0 400 000
INTEL CORP 3.1% 02/60 INTC 379 782 0.0 681 000
TRUSTEES OF 3.61% 02/19 UPENN 382 638 0.0 572 000
UNITED 4.375% 01/32 T 377 380 0.0 366 000
SVENSK 4.875% 10/30 SEK 377 769 0.0 362 000
RENAISSANCERE 3.6% 04/29 RNR 381 294 0.0 399 000
PHARMACIA LLC 6.6% 12/28 PFE 377 298 0.0 350 000
PUBLIC 0.95% 03/26 PEG 380 890 0.0 394 000
PROVINCE OF 2% 10/29 ONT 377 725 0.0 411 000
CD 2018-CD7 4.013% 08/51 CD 379 101 0.0 386 877
ILLINOIS ST 5.1% 06/33 ILS 385 901 0.0 385 882
GNMA II MORTPASS 3% 11/49 G2 377 528 0.0 418 908
UMBS MORTPASS 6.5% 07/53 FR 385 237 0.0 371 163
UMBS MORTPASS 1.5% 02/37 FR 385 663 0.0 436 451
UMBS MORTPASS 7% 01/54 FN 382 722 0.0 362 321
UMBS MORTPASS 3.5% 03/50 FN 377 805 0.0 408 962
UMBS MORTPASS 2.5% 08/51 FN 381 718 0.0 449 188
DOW CHEMICAL 2.1% 11/30 DOW 378 822 0.0 438 000
UMBS MORTPASS 4% 11/43 FN 370 496 0.0 382 156
SUZANO AUSTRIA 6% 01/29 SUZANO 368 719 0.0 364 000
ROYALTY 1.75% 09/27 RPRX 370 936 0.0 397 000
REPUBLIC OF 9.5% 02/30 PHILIP 367 551 0.0 304 000
REPUBLIC OF 6.4% 02/35 PANAMA 375 599 0.0 400 000
GNMA II MORTPASS 3% 07/51 G2 371 330 0.0 413 691
UMBS MORTPASS 3% 06/52 FR 366 070 0.0 413 396
DENTSPLY 3.25% 06/30 XRAY 375 018 0.0 421 000
UMBS MORTPASS 4% 08/37 FN 371 860 0.0 376 244
UMBS MORTPASS 2% 01/36 FN 373 299 0.0 408 221
FHLMC 2.673% 09/29 FHMS 376 723 0.0 400 000
FHLMC 2.537% 10/29 FHMS 374 264 0.0 400 000
REPUBLIC OF 3.25% 09/71 CHILE 366 312 0.0 603 000
APPLE INC 2.2% 09/29 AAPL 374 971 0.0 406 000
UMBS MORTPASS 3% 04/52 FN 368 888 0.0 415 641
UMBS MORTPASS 5% 10/40 FN 359 371 0.0 353 432
UNITED 3.125% 02/43 T 365 081 0.0 436 000
UNITED 1.25% 09/28 T 364 660 0.0 396 000
REPUBLIC OF 8% 03/38 PANAMA 365 650 0.0 355 000
KILROY REALTY 2.5% 11/32 KRC 354 969 0.0 450 000
GENERAL 1.5% 06/26 GM 357 236 0.0 372 000
UMBS MORTPASS 7% 01/54 FR 365 943 0.0 349 570
GOLDEN ST 3.293% 06/42 GLDGEN 355 566 0.0 455 000
UMBS MORTPASS 3.5% 11/45 FN 361 288 0.0 387 814
ABBOTT 6.15% 11/37 ABT 363 339 0.0 326 000
UMBS MORTPASS 1.5% 01/42 FN 364 017 0.0 438 501
ENTERPRISE 4.95% 02/35 EPD 356 152 0.0 360 000
DELL 3.375% 12/41 DELL 357 379 0.0 496 000
CARMAX AUTO 1.7% 08/27 CARMX 356 252 0.0 365 000
AMERICAN 2.3% 03/30 AEP 365 450 0.0 410 000
UMBS MORTPASS 2% 11/41 FN 361 381 0.0 419 553
BANCO 2.749% 12/30 SANTAN 349 698 0.0 400 000
UNITED 1.375% 08/50 T 348 924 0.0 667 000
SYNCHRONY 5.625% 08/27 SYF 354 602 0.0 350 000
UMBS MORTPASS 4.5% 06/47 FN 345 200 0.0 352 834
MORGAN STANLEY VAR 01/28 MS 354 273 0.0 367 000
UMBS MORTPASS 1.5% 06/51 FN 351 527 0.0 460 014
CHARTER 3.7% 04/51 CHTR 353 030 0.0 565 000
FS KKR 2.625% 01/27 FSK 343 077 0.0 360 000
UBS 1.25% 06/26 UBS 332 410 0.0 344 000
SHERWIN-WILLIA 4.5% 06/47 SHW 339 404 0.0 400 000
KENVUE INC 4.9% 03/33 KVUE 332 535 0.0 330 000
INTEL CORP 2.45% 11/29 INTC 340 375 0.0 378 000
ANHEUSER-BUSCH 4.9% 01/31 ABIBB 337 566 0.0 330 000
UMBS MORTPASS 3.5% 06/47 FR 340 239 0.0 362 812
UMBS MORTPASS 2.5% 04/42 FN 333 592 0.0 373 656
BOEING 3.55% 03/38 BA 342 914 0.0 438 000
APTIV SWISS 3.1% 12/51 APTV 341 599 0.0 590 000
UNION 2.95% 03/52 UNP 325 239 0.0 505 000
UNITED 2.875% 05/43 T 323 044 0.0 402 000
PNC FINANCIAL VAR 01/34 PNC 326 963 0.0 330 000
OVINTIV INC 5.65% 05/28 OVV 326 638 0.0 318 000
NASDAQ INC 3.85% 06/26 NDAQ 330 633 0.0 333 000
GENERAL 5.4% 10/29 GM 330 290 0.0 330 000
UMBS MORTPASS 4% 11/47 FR 328 533 0.0 344 943
UMBS MORTPASS 3% 04/35 FR 321 711 0.0 333 747
UMBS MORTPASS 7% 03/53 FN 322 019 0.0 307 169
FEDERAL FARM 1.32% 09/30 FFCB 321 060 0.0 373 000
DTE ELECTRIC 3.75% 08/47 DTE 326 451 0.0 420 000
CVS HEALTH 4.125% 04/40 CVS 331 560 0.0 405 000
CENOVUS 5.25% 06/37 CVECN 330 165 0.0 342 000
AUTOZONE INC 4% 04/30 AZO 323 338 0.0 334 000
APOLLO GLOBAL VAR 12/54 APO 326 523 0.0 340 000
AMAZON.COM 2.7% 06/60 AMZN 329 763 0.0 568 000
COCA-COLA 1.85% 09/32 KOF 318 416 0.0 391 000
WEIBO CORP 3.375% 07/30 WB 320 502 0.0 346 000
UNITEDHEALTH 4.5% 04/33 UNH 320 207 0.0 328 000
SHELL 2.375% 11/29 RDSALN 318 934 0.0 347 000
MCCORMICK & 4.2% 08/47 MKC 319 259 0.0 391 000
INTERNATIONAL 1.75% 10/29 IBRD 311 797 0.0 341 000
GNMA II 3.5% 06/51 G2 318 575 0.0 342 400
FMC CORP 3.45% 10/29 FMC 315 182 0.0 340 000
EBAY INC 4% 07/42 EBAY 310 929 0.0 382 000
JOHN DEERE 3.35% 04/29 DE 312 098 0.0 322 000
CARRIER 2.493% 02/27 CARR 310 770 0.0 321 000
UMBS MORTPASS 3.5% 08/49 FR 301 066 0.0 326 082
PUBLIC 3.2% 03/50 XEL 308 797 0.0 454 000
WELLS FARGO & 3% 04/26 WFC 305 787 0.0 310 000
PG&E ENERGY 1.46% 07/31 PCG 307 616 0.0 336 344
O'REILLY 3.9% 06/29 ORLY 298 439 0.0 307 000
NEW JERSEY 7.414% 01/40 NJSTRN 302 788 0.0 250 000
UMBS MORTPASS 2.5% 01/50 FR 303 971 0.0 356 522
UMBS MORTPASS 4.5% 06/44 FN 307 596 0.0 310 773
UMBS MORTPASS 1.5% 09/36 FN 300 475 0.0 339 421
ENERGY TRANSFER 5% 05/50 ET 299 661 0.0 358 000
ASIAN 3.125% 04/32 ASIA 304 879 0.0 321 000
MPLX LP 5.2% 03/47 MPLX 296 002 0.0 340 000
DISCOVERY 3.95% 03/28 WBD 287 788 0.0 300 000
WESTINGHOUSE 3.45% 11/26 WAB 295 403 0.0 300 000
TR FINANCE 3.35% 05/26 TRICN 289 772 0.0 295 000
TARGET CORP 2.5% 04/26 TGT 294 577 0.0 300 000
MORGAN 3.72% 12/49 MSBAM 289 268 0.0 295 000
MORGAN STANLEY VAR 04/42 MS 298 394 0.0 400 000
UNITEDHEALTH 6.5% 06/37 UNH 289 863 0.0 260 000
JOHNSON 4.5% 02/47 JCI 294 031 0.0 344 000
AMERICA 3.625% 04/29 AMXLMM 290 772 0.0 302 000
BERKSHIRE 2.85% 05/51 BRKHEC 294 934 0.0 477 000
CHARTER 2.25% 01/29 CHTR 289 341 0.0 321 000
HONEYWELL 1.95% 06/30 HON 292 626 0.0 330 000
CAPITAL ONE 3.8% 01/28 COF 291 042 0.0 297 000
EXPEDIA 2.95% 03/31 EXPE 296 198 0.0 329 000
WALMART INC 1.05% 09/26 WMT 283 298 0.0 295 000
UMBS MORTPASS 5% 08/49 FN 284 579 0.0 280 745
SOLVENTUM CORP 6% 05/64 SOLV 280 896 0.0 284 000
ALABAMA 3.45% 10/49 SO 286 472 0.0 400 000
PFIZER INC 4% 12/36 PFE 281 774 0.0 308 000
PACIFIC GAS 2.1% 08/27 PCG 282 207 0.0 300 000
REPUBLIC OF 4.5% 04/50 PANAMA 276 707 0.0 437 000
KREDITANSTAL 3.875% 06/28 KFW 278 104 0.0 277 000
UMBS MORTPASS 6.5% 12/53 FN 276 093 0.0 267 293
SOUTHERN 4.3% 01/49 SRE 275 913 0.0 339 000
UMBS MORTPASS 4.5% 01/42 FN 284 679 0.0 286 126
UMBS MORTPASS 3.5% 07/51 FN 278 154 0.0 302 536
UMBS MORTPASS 3.5% 01/50 FN 276 317 0.0 299 423
UMBS MORTPASS 2.5% 07/35 FN 282 056 0.0 301 293
UMBS MORTPASS 2% 09/41 FN 283 980 0.0 328 730
FHLMC 2.519% 07/29 FHMS 277 126 0.0 295 000
ENERGY 4.95% 06/28 ET 281 528 0.0 279 000
BRISTOL-MYERS 2.55% 11/50 BMY 281 711 0.0 476 000
BANK OF VAR 02/28 BAC 282 738 0.0 293 000
ALLY 2.2% 11/28 ALLY 285 385 0.0 315 000
FEDERAL HOME 3.25% 06/28 FHLB 275 628 0.0 280 000
TEXAS A & M 3.66% 07/47 TAMHGR 271 246 0.0 325 000
UMBS MORTPASS 2% 07/51 FN 268 745 0.0 333 637
UMBS MORTPASS 1.5% 05/51 FN 274 617 0.0 358 548
FIFTH THIRD 8.25% 03/38 FITB 272 338 0.0 229 000
FREEPORT-MCMOR 5.4% 11/34 FCX 270 878 0.0 272 000
CROWN CASTLE 2.25% 01/31 CCI 270 122 0.0 314 000
EQUITABLE 4.35% 04/28 EQH 274 996 0.0 277 000
AMERICAN VAR 07/34 AXP 264 897 0.0 260 000
CITIGROUP 4.125% 07/28 C 274 218 0.0 279 000
EXPORT 3.875% 02/28 EDC 265 776 0.0 265 000
KEYBANK 3.4% 05/26 KEY 255 931 0.0 260 000
VENTAS REALTY 4% 03/28 VTR 264 233 0.0 268 000
TORONTO-DOMI 4.108% 06/27 TD 258 651 0.0 260 000
PROVINCE OF 2.75% 04/27 Q 256 158 0.0 262 000
PROVIDENCE 5.403% 10/33 PSJHOG 264 215 0.0 260 000
MORGAN STANLEY VAR 10/27 MS 260 346 0.0 260 000
META 4.45% 08/52 META 261 826 0.0 307 000
METLIFE INC 4.6% 05/46 MET 262 724 0.0 298 000
NVR INC 3% 05/30 NVR 258 869 0.0 282 000
UMBS MORTPASS 3% 11/49 FR 262 677 0.0 294 993
UMBS MORTPASS 5.5% 03/53 FN 259 257 0.0 257 546
UMBS MORTPASS 4% 08/50 FN 256 364 0.0 269 310
UMBS MORTPASS 2% 02/41 FN 257 962 0.0 298 182
ENERGY 4.9% 03/35 ET 255 960 0.0 269 000
CHURCH & 5.6% 11/32 CHD 262 189 0.0 250 000
COMMONWEALTH 5.316% 03/26 CBAAU 262 585 0.0 260 000
FNMA-ACES VAR 02/27 FNA 261 151 0.0 266 328
BPCE SA 3.375% 12/26 BPCEGP 255 626 0.0 260 000
INTERNATIONAL 3.45% 02/26 IBM 247 760 0.0 250 000
UMBS MORTPASS 2.5% 01/51 FR 252 794 0.0 295 314
UMBS MORTPASS 3.5% 12/46 FR 244 140 0.0 262 808
GNMA II 2.5% 10/35 G2 251 018 0.0 266 628
GOLDMAN SACHS VAR 02/43 GS 252 163 0.0 335 000
UNITED 4.125% 11/29 T 243 126 0.0 239 000
JAPAN BANK 2.375% 04/26 JBIC 245 795 0.0 250 000
RIO TINTO 4.75% 03/42 RIOLN 251 868 0.0 274 000
SOUTHERN 5.25% 07/43 SO 244 638 0.0 260 000
VALERO ENERGY 2.8% 12/31 VLO 249 703 0.0 285 000
UMBS MORTPASS 2% 11/36 FN 253 119 0.0 278 470
UMBS MORTPASS 2% 06/51 FR 248 327 0.0 308 288
BRISTOL-MYERS 5.5% 02/44 BMY 250 207 0.0 250 000
FHLMC VAR 05/33 FHMS 247 606 0.0 250 000
PIEDMONT 5.1% 02/35 DUK 248 962 0.0 249 000
DEUTSCHE BANK VAR 11/27 DB 250 188 0.0 260 000
COMCAST CORP 2.45% 08/52 CMCSA 251 354 0.0 456 000
CHARTER 2.8% 04/31 CHTR 249 602 0.0 288 000
REPUBLIC OF 4.95% 01/36 CHILE 244 840 0.0 250 000
CITIGROUP INC VAR 05/33 C 245 478 0.0 250 000
BROWN & 4.5% 03/29 BRO 251 716 0.0 253 000
BERKSHIRE 2.5% 01/51 BRK 253 212 0.0 425 000
BAXTER 2.272% 12/28 BAX 243 362 0.0 264 000
BARCLAYS PLC VAR 09/35 BACR 242 920 0.0 250 000
INTER-AMERICAN 4% 01/28 IADB 239 632 0.0 238 000
UMBS MORTPASS 3% 09/33 FN 237 895 0.0 243 511
HCA INC 3.5% 09/30 HCA 231 905 0.0 250 000
UMBS MORTPASS 1.5% 02/51 FN 234 926 0.0 307 232
KRAFT HEINZ 4.625% 10/39 KHC 235 755 0.0 260 000
TEXAS 3.922% 12/49 TXSTRN 242 036 0.0 300 000
WORKDAY INC 3.7% 04/29 WDAY 237 215 0.0 245 000
UMBS MORTPASS 2.5% 11/50 FN 231 382 0.0 271 623
CANADIAN 1.75% 12/26 CP 239 460 0.0 250 000
FEDERAL FARM 0.69% 02/27 FFCB 231 090 0.0 245 000
BP CAPITAL 3% 02/50 BPLN 238 486 0.0 370 000
ATMOS ENERGY 5.5% 06/41 ATO 241 971 0.0 238 000
BANK 2.978% 11/62 BANK 240 288 0.0 260 000
DEUTSCHE BANK VAR 01/32 DB 233 453 0.0 260 000
CONAGRA 5.3% 11/38 CAG 234 747 0.0 247 000
COPT DEFENSE 2% 01/29 CDP 239 045 0.0 266 000
PARAMOUNT 4% 01/26 CBS 239 295 0.0 241 000
UMBS MORTPASS 3.5% 09/49 FN 221 170 0.0 239 530
WASTE 2.95% 01/52 WCNCN 220 372 0.0 346 000
THOMAS 3.847% 11/57 TJUNIV 229 905 0.0 321 000
PHILLIPS 66 2.15% 12/30 PSX 226 014 0.0 259 000
PG&E 4.451% 12/47 PCG 222 243 0.0 250 000
JOHNSON 1.75% 09/30 JCI 221 857 0.0 257 000
UMBS MORTPASS 3.5% 06/51 FR 229 589 0.0 249 770
UMBS MORTPASS 4.5% 05/49 FN 222 575 0.0 226 368
UMBS MORTPASS 2% 06/36 FR 220 254 0.0 241 650
UMBS MORTPASS 3.5% 04/50 FN 223 548 0.0 242 557
BANK OF VAR 04/42 BAC 224 385 0.0 295 000
AERCAP 3.65% 07/27 AER 225 112 0.0 230 000
UMBS MORTPASS 3.5% 02/43 FN 228 512 0.0 242 214
ATHENE 3.5% 01/31 ATH 224 436 0.0 242 000
AON GLOBAL 4.6% 06/44 AON 227 581 0.0 260 000
CHUBB INA 3.05% 12/61 CB 224 584 0.0 358 000
SCE 2.943% 11/42 EIX 219 981 0.0 266 000
FHLMCGLD 3% 01/47 FG 229 505 0.0 255 849
AT&T INC 4.3% 02/30 T 217 534 0.0 221 000
AT&T INC 3.85% 06/60 T 212 582 0.0 303 000
RIO TINTO 7.25% 03/31 RIOLN 215 150 0.0 191 000
UMBS MORTPASS 2.5% 03/51 FN 210 617 0.0 247 303
REALTY 3.25% 01/31 O 210 128 0.0 228 000
NISOURCE INC 5.25% 02/43 NI 210 980 0.0 224 000
MICRON 6.75% 11/29 MU 214 148 0.0 200 000
UMBS MORTPASS 4.5% 05/41 FN 216 213 0.0 217 007
CVS HEALTH 2.125% 09/31 CVS 215 243 0.0 257 000
UMBS MORTPASS 2.5% 02/35 FN 219 568 0.0 228 214
CANADIAN 6.25% 03/38 CNQCN 210 696 0.0 202 000
FHLMCGLD 3% 11/47 FG 213 414 0.0 238 701
CLOROX CO/THE 4.4% 05/29 CLX 218 583 0.0 219 000
COMCAST CORP 2.8% 01/51 CMCSA 212 346 0.0 350 000
CVS HEALTH 5.05% 03/48 CVS 210 842 0.0 246 000
FEDEX CORP 4.05% 02/48 FDX 210 055 0.0 286 000
STATE OF 3.375% 01/50 ISRAEL 204 055 0.0 313 000
WELLS FARGO & VAR 04/41 WFC 207 880 0.0 278 000
T-MOBILE USA 2.4% 03/29 TMUS 208 131 0.0 226 000
SVENSK 2.25% 03/27 SEK 207 395 0.0 214 000
BANCO 5.565% 01/30 SANTAN 205 679 0.0 200 000
SANDS CHINA 5.125% 08/25 SANLTD 199 678 0.0 200 000
PATTERSON-UTI 7.15% 10/33 PTEN 201 278 0.0 200 000
PHILIP 3.875% 08/42 PM 199 373 0.0 250 000
ORANGE SA 5.375% 01/42 ORAFP 204 902 0.0 209 000
KINDER 5.55% 06/45 KMI 202 107 0.0 217 000
KREDITANSTALT ZERO 04/36 KFW 197 952 0.0 314 000
ALABAMA 3.125% 07/51 SO 205 349 0.0 310 000
GENERAL 1.15% 06/26 GD 198 288 0.0 205 000
INTER-AMERICAN 4.5% 09/33 IADB 205 511 0.0 200 000
ELECTRONIC 4.8% 03/26 EA 197 166 0.0 197 000
UMBS MORTPASS 3.5% 12/48 FR 201 314 0.0 217 596
ANHEUSER-BUSCH 5% 06/34 ABIBB 206 637 0.0 204 000
CANADA BOND 4.625% 04/29 CANADA 206 429 0.0 200 000
CONSTELLATION 5.8% 03/33 CEG 207 796 0.0 200 000
AMERICAN 3.75% 08/27 AMXCA 199 442 0.0 200 000
ENBRIDGE INC VAR 06/54 ENBCN 206 774 0.0 208 000
FORD MOTOR 7.2% 06/30 F 206 823 0.0 200 000
UMBS MORTPASS 1.5% 12/50 FN 198 875 0.0 259 603
UMBS MORTPASS 2.5% 07/51 FN 198 618 0.0 234 410
UMBS MORTPASS 3.5% 11/48 FN 204 986 0.0 219 700
GNMA II MORTPASS 3% 06/46 G2 193 338 0.0 212 416
VERIZON 3% 11/60 VZ 194 980 0.0 329 000
UMASS 5.363% 07/52 UMASSH 187 263 0.0 198 000
WESTROCK MWV 7.95% 02/31 SW 192 061 0.0 166 000
RTX CORP 5% 02/26 RTX 188 688 0.0 188 000
RAYMOND 4.95% 07/46 RJF 186 118 0.0 205 000
KROGER CO/THE 5.4% 07/40 KR 190 465 0.0 193 000
GS MORTGAGE VAR 03/51 GSMS 195 854 0.0 200 000
GATX CORP 4.9% 03/33 GMT 187 795 0.0 190 000
MARATHON 6.5% 03/41 MPC 193 007 0.0 190 000
GNMA II 6.5% 12/52 G2 196 996 0.0 191 872
CHARTER 3.85% 04/61 CHTR 192 785 0.0 321 000
UMBS MORTPASS 2.5% 08/51 FR 190 667 0.0 224 330
BAT CAPITAL 6.421% 08/33 BATSLN 193 499 0.0 181 000
BANK OF NOVA 2.45% 02/32 BNS 192 755 0.0 224 000
BANK OF VAR 02/30 BAC 188 156 0.0 193 000
CENOVUS 2.65% 01/32 CVECN 192 474 0.0 228 000
WALT DISNEY 3.8% 03/30 DIS 187 558 0.0 193 000
DTE ELECTRIC 3.95% 03/49 DTE 192 007 0.0 240 000
UMBS MORTPASS 2.5% 08/51 FN 194 622 0.0 229 844
HIGHWOODS 2.6% 02/31 HIW 185 705 0.0 219 000
WESTPAC VAR 11/35 WSTP 184 421 0.0 212 000
TYSON FOODS 5.15% 08/44 TSN 175 412 0.0 191 000
REPUBLIC OF 3.16% 01/30 PANAMA 174 584 0.0 200 000
OCCIDENTAL 4.2% 03/48 OXY 175 293 0.0 250 000
LABORATORY 4.7% 02/45 LH 176 722 0.0 202 000
KIMCO REALTY 4.6% 02/33 KIM 181 978 0.0 188 000
INTERNATIONAL 5.15% 05/46 IP 178 948 0.0 195 000
UMBS MORTPASS 3% 05/50 FN 179 532 0.0 199 244
GNMA II MORTPASS 4% 12/50 G2 176 653 0.0 185 354
GNMA II 3.5% 03/50 G2 175 507 0.0 188 982
UMBS MORTPASS 2% 02/52 FR 177 058 0.0 219 811
UMBS MORTPASS 2.5% 04/51 FN 184 986 0.0 218 028
CVS HEALTH CORP 3% 08/26 CVS 176 270 0.0 180 000
AMERICAN VAR 07/27 AXP 182 003 0.0 180 000
ALLSTATE 3.28% 12/26 ALL 184 606 0.0 188 000
ABBVIE INC 4.625% 10/42 ABBV 181 551 0.0 198 000
INTERNATIONA 0.875% 05/30 IBRD 163 303 0.0 189 000
LEGGETT & 4.4% 03/29 LEG 169 878 0.0 179 000
LOWE'S COS 4.375% 09/45 LOW 169 151 0.0 202 000
GS MORTGAGE VAR 09/47 GSMS 163 365 0.0 170 000
MERCK & CO 2.9% 12/61 MRK 164 689 0.0 279 000
RIO TINTO 6.125% 12/33 RIOLN 172 082 0.0 160 000
AT&T INC 4.9% 08/37 T 163 560 0.0 170 000
VERIZON 2.355% 03/32 VZ 173 696 0.0 204 000
AMERICAN HONDA 2% 03/28 HNDA 165 032 0.0 177 000
DEUTSCHE 9.25% 06/32 DT 169 578 0.0 136 000
GNMA II 3.5% 02/48 G2 166 252 0.0 177 930
UMBS MORTPASS 3.5% 02/48 FN 170 223 0.0 181 083
FEDERAL FARM 1.23% 07/30 FFCB 166 746 0.0 194 000
EAST BAY 5.874% 06/40 EBYWTR 165 035 0.0 155 000
CVS HEALTH CORP 5% 02/26 CVS 170 243 0.0 170 000
ALIBABA 3.25% 02/61 BABA 172 126 0.0 269 000
ALIBABA 3.15% 02/51 BABA 173 421 0.0 260 000
PROVINCE OF 4.5% 06/29 ALTA 163 355 0.0 160 000
UMBS MORTPASS 3.5% 11/47 FN 166 754 0.0 178 072
LLOYDS 4.344% 01/48 LLOYDS 155 555 0.0 200 000
UNITEDHEALTH 5.8% 03/36 UNH 156 499 0.0 147 000
TYSON FOODS 4.35% 03/29 TSN 153 034 0.0 155 000
TOYOTA MOTOR 2.76% 07/29 TOYOTA 159 590 0.0 170 000
TELEFONICA 4.103% 03/27 TELEFO 161 040 0.0 162 000
TOYOTA AUTO 2.93% 09/26 TAOT 162 288 0.0 163 074
PUBLIC 5.1% 08/33 PSA 153 323 0.0 152 000
REPUBLIC OF 3.7% 03/41 PHILIP 162 536 0.0 200 000
GNMA I MORTPASS 4% 09/44 GN 153 124 0.0 158 642
UMBS MORTPASS 3.5% 05/52 FN 156 102 0.0 170 647
UMBS MORTPASS 2.5% 08/46 FN 159 637 0.0 184 997
UMBS MORTPASS 2% 01/51 FN 162 624 0.0 201 736
FEDEX CORP 3.875% 08/42 FDX 154 665 0.0 204 000
CVS HEALTH 6.125% 09/39 CVS 156 765 0.0 154 000
CALIFORNIA ST 7.5% 04/34 CAS 156 950 0.0 135 000
BOEING CO/THE 3.1% 05/26 BA 156 229 0.0 159 000
TRIMBLE INC 6.1% 03/33 TRMB 143 027 0.0 137 000
RELX CAPITAL 3% 05/30 RELLN 141 436 0.0 152 000
SNAP-ON INC 3.1% 05/50 SNA 145 493 0.0 216 000
SABINE PASS 4.2% 03/28 SPLLLC 148 551 0.0 150 000
THERMO 5.404% 08/43 TMO 147 954 0.0 147 000
TRANSCONTINEN 4.45% 08/42 WMB 147 648 0.0 172 000
TIME WARNER 4.5% 09/42 TWC 146 946 0.0 195 000
UNITED PARCEL 6.2% 01/38 UPS 147 793 0.0 136 000
DISCOVERY 4.9% 03/26 WBD 150 001 0.0 150 000
ONEOK INC 4.55% 07/28 OKE 149 917 0.0 150 000
PROVINCE OF 2.3% 06/26 ONT 145 159 0.0 148 000
CONNECTICUT 5.25% 01/53 ES 151 658 0.0 158 000
NUTRIEN LTD 4.2% 04/29 NTRCN 148 741 0.0 151 000
FEDERAL HOME 0.92% 02/27 FHLB 142 276 0.0 150 000
JOHNSON 2% 09/31 JCI 147 119 0.0 174 000
AMERICAN 4.3% 12/42 AWK 144 687 0.0 167 000
CIGNA 3.4% 03/51 CI 145 730 0.0 216 000
COMM 3.902% 07/50 COMM 145 877 0.0 146 200
UNION 3.25% 10/49 AEE 146 148 0.0 211 000
UMBS MORTPASS 2% 02/51 FN 146 432 0.0 181 650
UMBS MORTPASS 1.5% 03/41 FR 144 114 0.0 171 986
UMBS MORTPASS 1.5% 03/41 FR 146 181 0.0 174 453
GENERAL 5.25% 03/26 GM 150 252 0.0 150 000
UMBS MORTPASS 4% 01/44 FN 133 868 0.0 138 557
UNITED 0.75% 08/26 T 136 164 0.0 142 000
PHILLIPS 66 3.75% 03/28 PSX 131 608 0.0 134 000
REPUBLIC OF 2.95% 05/45 PHILIP 137 443 0.0 200 000
PARKER-HANNIF 4.25% 09/27 PH 134 048 0.0 134 000
NXP BV / 3.25% 05/41 NXPI 130 253 0.0 177 000
MERCK & CO 0.75% 02/26 MRK 135 803 0.0 140 000
LINCOLN 3.4% 01/31 LNC 132 185 0.0 144 000
GEORGETOWN 5.215% 10/18 GTOWNU 130 668 0.0 141 000
GNMA II MORTPASS 4% 12/48 G2 132 914 0.0 139 461
GNMA II MORTPASS 4% 10/49 G2 139 258 0.0 146 997
FS KKR 3.125% 10/28 FSK 130 748 0.0 145 000
ASIAN 0.5% 02/26 ASIA 130 205 0.0 134 000
UMBS MORTPASS 2.5% 01/51 FN 129 747 0.0 151 413
FLORIDA ST 2.154% 07/30 FLSGEN 131 215 0.0 147 000
FHLMC 3.059% 04/34 FHMS 135 733 0.0 150 000
VIRGINIA 4% 01/43 D 136 819 0.0 167 000
BANK 2.92% 12/52 BANK 131 186 0.0 142 000
AMERICAN 4.9% 02/26 AXP 135 489 0.0 135 000
AMERICAN 6.593% 10/37 AWK 134 237 0.0 120 000
IPALCO 4.25% 05/30 AES 137 147 0.0 144 000
AERCAP 3.4% 10/33 AER 130 855 0.0 151 000
UMBS MORTPASS 3.5% 01/48 FN 129 767 0.0 139 823
STARBUCKS 2.55% 11/30 SBUX 127 517 0.0 143 000
AT&T INC 1.7% 03/26 T 125 494 0.0 129 000
SOUTHERN CO 4.95% 09/34 SO 127 575 0.0 130 000
REPUBLIC OF 6.7% 01/36 PANAMA 123 535 0.0 129 000
ROYAL BANK OF VAR 02/31 RY 122 007 0.0 120 000
PACIFIC GAS 3.3% 12/27 PCG 118 302 0.0 123 000
UNILEVER 4.625% 08/34 UNANA 124 780 0.0 126 000
TEXAS ST G O 5.517% 04/39 TXS 124 053 0.0 120 000
WELLS FARGO & VAR 07/34 WFC 119 181 0.0 117 000
UNION 3.839% 03/60 UNP 121 615 0.0 166 000
UNION PACIFIC 4.1% 09/67 UNP 124 194 0.0 166 000
UNITED 4.45% 04/30 UPS 127 548 0.0 127 000
VIATRIS INC 2.3% 06/27 VTRS 126 512 0.0 134 000
OESTERREICHIS 4.75% 05/27 OKB 125 267 0.0 123 000
WILLIAMS COS 3.75% 06/27 WMB 125 041 0.0 127 000
WALMART INC 4.5% 09/52 WMT 126 418 0.0 142 000
ORIX CORP NOTES 5% 09/27 ORIX 121 516 0.0 120 000
3M CO 2.375% 08/29 MMM 129 038 0.0 141 000
NORFOLK 3.7% 03/53 NSC 119 572 0.0 164 000
UMBS MORTPASS 1.5% 07/51 FN 124 061 0.0 162 286
ATMOS ENERGY 4.15% 01/43 ATO 120 324 0.0 141 000
BANK OF NOVA VAR 05/37 BNS 121 138 0.0 130 000
CME GROUP 4.15% 06/48 CME 121 655 0.0 144 000
CONCENTRIX 6.6% 08/28 CNXC 120 102 0.0 115 000
EUROPEAN 4.25% 03/34 EBRD 122 068 0.0 121 000
UMBS MORTPASS 1% 08/36 FN 119 500 0.0 138 491
FHLMCGLD 3% 02/47 FG 118 869 0.0 132 513
UMBS MORTPASS 2% 02/51 FN 127 115 0.0 157 164
UMBS MORTPASS 2.5% 02/51 FN 124 243 0.0 145 951
UMBS MORTPASS 3% 04/47 FN 121 734 0.0 136 294
UMBS MORTPASS 4% 10/47 FN 121 878 0.0 127 409
GNMA II MORTPASS 4% 06/47 G2 124 286 0.0 129 785
GLP CAPITAL 5.375% 04/26 GLPI 120 183 0.0 120 000
ILLINOIS 4.875% 09/41 ITW 122 183 0.0 128 000
SHERWIN-WILLIAMS 4% 12/42 SHW 108 510 0.0 134 000
UMBS MORTPASS 4% 11/44 FR 109 329 0.0 113 870
KEURIG DR 3.8% 05/50 KDP 116 020 0.0 155 000
PACIFIC GAS 5.8% 05/34 PCG 112 317 0.0 111 000
PACIFIC GAS 6.75% 01/53 PCG 108 497 0.0 104 000
PORT AUTH N Y 4.81% 10/65 PORTRN 110 391 0.0 120 000
SHELL 2.875% 05/26 RDSALN 116 866 0.0 119 000
UMBS MORTPASS 3.5% 04/43 FR 115 056 0.0 121 955
AT&T INC 3.8% 12/57 T 113 864 0.0 161 000
UNITED 3.5% 03/30 UAL 115 341 0.0 122 452
UNITED 4.875% 11/40 UPS 114 866 0.0 120 000
WISCONSIN 4.3% 10/48 WEC 108 824 0.0 129 000
WELLS FARGO 3.04% 10/52 WFCM 116 855 0.0 125 000
PUBLIC 5.25% 04/53 XEL 107 697 0.0 116 000
UMBS MORTPASS 3.5% 11/49 FR 115 005 0.0 124 580
BROOKFIELD 4.35% 04/30 BNCN 107 041 0.0 110 000
UMBS MORTPASS 3.5% 09/49 FN 109 264 0.0 118 401
DIAMONDBACK 6.25% 03/53 FANG 108 050 0.0 110 000
UMBS MORTPASS 3.5% 01/47 FN 112 058 0.0 118 778
BENCHMARK 4.2076% 07/51 BMARK 108 067 0.0 110 000
CITIGROUP 5.875% 01/42 C 112 253 0.0 110 000
CROWN CASTLE 3.25% 01/51 CCI 117 323 0.0 179 000
CAPITAL ONE VAR 03/30 COF 114 197 0.0 122 000
EQUIFAX INC 2.35% 09/31 EFX 111 372 0.0 129 000
AVALONBAY 2.3% 03/30 AVB 109 890 0.0 122 000
FEDERAL FARM 1.24% 09/30 FFCB 110 777 0.0 129 000
UMBS MORTPASS 1.5% 12/50 FN 115 522 0.0 150 782
UMBS MORTPASS 2% 09/36 FN 117 793 0.0 129 449
UMBS MORTPASS 2.5% 10/43 FN 113 888 0.0 129 928
FEDERAL FARM 1.38% 01/31 FFCB 115 253 0.0 135 000
UMBS MORTPASS 3% 11/46 FN 115 917 0.0 129 215
HOME DEPOT 3.125% 12/49 HD 97 246 0.0 142 000
MORGAN STANLEY VAR 07/38 MS 103 962 0.0 120 000
MARSH & 4.375% 03/29 MMC 101 019 0.0 101 000
COCA-COLA 1% 03/28 KO 104 746 0.0 114 000
HUNTSMAN 4.5% 05/29 HUN 106 016 0.0 112 000
GNMA II MORTPASS 3% 02/46 G2 106 259 0.0 116 678
GOLDMAN 6.345% 02/34 GS 105 890 0.0 100 000
GNMA II 3.5% 03/45 G2 96 426 0.0 102 606
UMBS MORTPASS 4% 02/49 FR 100 209 0.0 105 077
NATIONAL HEALTH 3% 02/31 NHI 96 237 0.0 110 000
ARCELORMITTAL 6.55% 11/27 MTNA 104 197 0.0 100 000
AT&T INC 3.55% 09/55 T 101 867 0.0 150 000
NORTHERN 3.15% 05/29 NTRS 104 549 0.0 109 000
OCCIDENTAL 6.45% 09/36 OXY 100 790 0.0 99 000
PFIZER INC 3% 12/26 PFE 106 959 0.0 109 000
RELX CAPITAL 4.75% 05/32 RELLN 96 455 0.0 97 000
STIFEL 4% 05/30 SF 105 793 0.0 110 000
AT&T INC 2.3% 06/27 T 95 794 0.0 100 000
UMBS MORTPASS 5% 10/39 FN 103 126 0.0 101 421
TORONTO-DOMINIO VAR 09/34 TD 103 095 0.0 104 000
TOTALENERGIE 4.724% 09/34 TTEFP 105 147 0.0 107 000
UNITED PARCEL 5.6% 05/64 UPS 97 918 0.0 100 000
VERIZON 2.85% 09/41 VZ 97 592 0.0 138 000
EXXON MOBIL 3.482% 03/30 XOM 96 569 0.0 100 000
UMBS MORTPASS 2% 05/36 FR 101 259 0.0 110 932
GXO 1.65% 07/26 GXO 96 253 0.0 100 000
UMBS MORTPASS 4.5% 10/42 FN 106 563 0.0 107 051
COMCAST CORP 2.35% 01/27 CMCSA 96 885 0.0 100 000
UMBS MORTPASS 3.5% 11/45 FN 100 123 0.0 106 663
AMERICAN 3.875% 01/35 AIG 105 868 0.0 117 000
AFFILIATED 5.5% 08/34 AMG 98 996 0.0 100 000
ATMOS 4.125% 03/49 ATO 98 356 0.0 122 000
ATMOS ENERGY 5.75% 10/52 ATO 101 590 0.0 100 000
AMERICAN 2.8% 05/30 AWK 101 056 0.0 110 000
BANK OF NOVA 5.25% 06/28 BNS 101 540 0.0 99 000
BP CAPITAL 3.119% 05/26 BPLN 98 670 0.0 100 000
BOSTON 2.9% 03/30 BXP 99 363 0.0 110 000
CITIGROUP INC VAR 02/35 C 98 954 0.0 100 000
CITIBANK 3.96% 10/30 CCCIT 99 584 0.0 100 000
AMERICAN 4.45% 06/32 AWK 97 272 0.0 100 000
CENTENE 2.625% 08/31 CNC 101 511 0.0 120 000
FEDERAL FARM 0.79% 06/27 FFCB 102 515 0.0 110 000
CARLISLE COS 2.2% 03/32 CSL 97 652 0.0 117 000
UMBS MORTPASS 2.5% 07/40 FN 106 434 0.0 118 089
FEDERAL FARM 1.3% 02/31 FFCB 106 109 0.0 125 000
FEDERAL FARM 1.24% 12/30 FFCB 101 903 0.0 120 000
UMBS MORTPASS 3.5% 01/47 FN 100 611 0.0 108 108
EXPAND ENERGY 5.7% 01/35 EXE 100 442 0.0 100 000
EQT CORP 7% 02/30 EQT 100 462 0.0 93 000
ESTEE LAUDER 1.95% 03/31 EL 101 415 0.0 120 000
DELTA AIR 4.375% 04/28 DAL 104 917 0.0 107 000
MORGAN 6.15% 05/29 MSTDLF 85 807 0.0 85 000
REPUBLIC OF 5.17% 10/27 PHILIP 91 276 0.0 90 000
PEPSICO INC 2.75% 03/30 PEP 93 001 0.0 100 000
ORIX CORP 4.65% 09/29 ORIX 87 265 0.0 87 000
OWENS CORNING 4.3% 07/47 OC 86 521 0.0 108 000
NXP BV / 2.65% 02/32 NXPI 87 302 0.0 102 000
MORGAN 3.127% 11/52 MSC 93 370 0.0 100 000
MEMORIAL 4.125% 07/52 MSKCC 90 418 0.0 110 000
PHILIP 0.875% 05/26 PM 86 786 0.0 90 000
MERCK & CO 3.7% 02/45 MRK 95 506 0.0 120 000
KROGER 5.65% 09/64 KR 93 385 0.0 99 000
GILEAD 4.15% 03/47 GILD 90 586 0.0 110 000
PACKAGING 3.05% 10/51 PKG 91 898 0.0 143 000
EXXON MOBIL 3.452% 04/51 XOM 92 294 0.0 129 000
PPL ELECTRIC 6.25% 05/39 PPL 91 482 0.0 82 000
PRUDENTIAL 3.935% 12/49 PRU 86 319 0.0 113 000
QUANTA 3.05% 10/41 PWR 84 845 0.0 120 000
PAYPAL 5.05% 06/52 PYPL 91 567 0.0 100 000
UNITED 2.375% 04/26 T 95 473 0.0 97 000
VMWARE LLC 2.2% 08/31 VMW 87 433 0.0 103 000
VONTIER CORP 2.4% 04/28 VNT 93 074 0.0 100 000
VONTIER CORP 2.95% 04/31 VNT 87 193 0.0 100 000
VOYA 5.7% 07/43 VOYA 90 017 0.0 92 000
WELLS FARGO & VAR 02/31 WFC 90 361 0.0 100 000
WELLS FARGO 3.637% 06/48 WFCM 95 188 0.0 95 581
UMBS MORTPASS 4.5% 05/53 FR 86 489 0.0 89 366
GNMA II MORTPASS 5% 06/47 G2 91 996 0.0 91 713
UNITED 4.25% 11/26 T 94 745 0.0 94 000
UMBS MORTPASS 3.5% 08/51 FR 87 744 0.0 95 448
EASTMAN 5.75% 03/33 EMN 90 906 0.0 88 000
UMBS MORTPASS 3.5% 07/49 FR 89 626 0.0 97 028
ANHEUSER-BUSCH 4.7% 02/36 ABIBB 86 373 0.0 89 000
ALBEMARLE 5.45% 12/44 ALB 86 690 0.0 100 000
AMGEN INC 3.15% 02/40 AMGN 85 211 0.0 111 000
ATMOS 2.625% 09/29 ATO 93 030 0.0 100 000
BANK 3.183% 08/61 BANK 92 865 0.0 100 000
CONAGRA 5.4% 11/48 CAG 90 817 0.0 100 000
ANHEUSER-BUSCH 3.5% 06/30 ABIBB 93 820 0.0 98 000
CATERPILLAR 4.75% 05/64 CAT 87 565 0.0 100 000
CENTENE CORP 2.5% 03/31 CNC 84 847 0.0 100 000
DUKE ENERGY 2.125% 06/30 DUK 89 806 0.0 101 000
ELEVANCE 4.375% 12/47 ELV 90 529 0.0 110 000
AMERICAN VAR 04/27 AXP 85 953 0.0 85 000
CONSTELLATION 5.75% 10/41 EXC 89 624 0.0 90 000
UMBS MORTPASS 3.5% 10/42 FN 94 196 0.0 99 844
FEDERAL FARM 0.75% 12/26 FFCB 94 898 0.0 100 000
UMBS MORTPASS 3% 11/46 FR 92 630 0.0 103 063
UMBS MORTPASS 3% 06/49 FR 88 160 0.0 98 231
UMBS MORTPASS 4.5% 06/40 FN 92 412 0.0 92 653
UMBS MORTPASS 2% 01/29 FR 86 384 0.0 89 234
UMBS MORTPASS 3.5% 05/43 FN 90 716 0.0 96 156
UMBS MORTPASS 3% 09/49 FN 87 436 0.0 99 343
FHLMC VAR 07/36 FHMS 86 919 0.0 91 000
FEDERAL HOME 6.75% 03/31 FHLMC 91 946 0.0 80 000
FHLMCGLD 5.5% 09/36 FG 92 264 0.0 90 015
GNMA II MORTPASS 4% 10/43 G2 74 689 0.0 77 189
REPUBLIC OF THE 5% 07/33 PHILIP 79 609 0.0 80 000
GEORGE 4.126% 09/48 GRWASH 77 020 0.0 93 000
INTERNATIONAL 4% 06/42 IBM 80 433 0.0 97 000
SOUTHWEST 5.125% 06/27 LUV 82 583 0.0 82 000
MASCO CORP 3.125% 02/51 MAS 82 994 0.0 129 000
MOODY'S CORP 4.25% 02/29 MCO 75 919 0.0 76 000
NASDAQ INC 2.5% 12/40 NDAQ 83 043 0.0 120 000
WHIRLPOOL 2.4% 05/31 WHR 83 884 0.0 100 000
PROLOGIS LP 1.75% 07/30 PLD 74 557 0.0 86 000
PUBLIC 0.875% 02/26 PSA 81 477 0.0 84 000
PROVIDENCE 3.93% 10/48 PSJHOG 74 637 0.0 99 000
TOYOTA MOTOR 5.4% 11/26 TOYOTA 81 527 0.0 80 000
VULCAN 4.7% 03/48 VMC 83 100 0.0 96 000
WILLIAMS COS 5.65% 03/33 WMB 76 965 0.0 75 000
UMBS MORTPASS 4% 04/49 FR 78 211 0.0 81 848
GNMA II 3.5% 12/41 G2 84 177 0.0 88 631
WHIRLPOOL 4.7% 05/32 WHR 83 411 0.0 90 000
UMBS MORTPASS 2% 06/35 FR 83 343 0.0 91 003
DIAMONDBACK 4.4% 03/51 FANG 77 119 0.0 100 000
ARROW 2.95% 02/32 ARW 82 794 0.0 96 000
UNION 5.125% 03/55 AEE 75 960 0.0 82 000
CONNECTICUT 5.85% 03/32 CTS 80 541 0.0 75 000
DTE ENERGY 2.95% 03/30 DTE 78 159 0.0 85 000
DUKE ENERGY 4.15% 12/44 DUK 82 851 0.0 100 000
DEVON ENERGY 5% 06/45 DVN 82 679 0.0 100 000
BALTIMORE 3.75% 08/47 EXC 75 890 0.0 100 000
UMBS MORTPASS 5% 08/44 FN 77 596 0.0 75 972
FEDERAL FARM 1.15% 08/30 FFCB 79 481 0.0 93 000
UMBS MORTPASS 2.5% 03/50 FN 73 303 0.0 85 859
UMBS MORTPASS 4% 02/45 FN 77 546 0.0 79 764
UMBS MORTPASS 4% 03/42 FN 75 526 0.0 77 570
UMBS MORTPASS 4% 05/48 FN 73 295 0.0 76 360
UMBS MORTPASS 4.5% 05/46 FN 82 971 0.0 84 083
UMBS MORTPASS 4.5% 12/48 FN 77 526 0.0 78 814
FHLMCGLD 3.5% 04/42 FG 75 092 0.0 79 497
INTEL CORP 4.6% 03/40 INTC 73 151 0.0 84 000
UMBS MORTPASS 6% 07/41 FN 63 814 0.0 61 001
FNMA-ACES VAR 09/28 FNA 69 649 0.0 70 733
UMBS MORTPASS 2.5% 05/40 FR 63 680 0.0 70 555
GNMA II 3.5% 01/49 G2 61 956 0.0 66 320
GILEAD 2.95% 03/27 GILD 68 278 0.0 70 000
GNMA I 3.5% 12/41 GN 70 115 0.0 73 655
GRAND 3.236% 10/52 GPTTRN 69 639 0.0 100 000
MOUNT SINAI 3.737% 07/49 MSINAI 67 595 0.0 100 000
JAPAN 2.75% 04/27 JICA 63 282 0.0 65 000
KROGER 3.95% 01/50 KR 67 393 0.0 89 000
LOEWS CORP 3.75% 04/26 L 62 627 0.0 63 000
AT&T INC 3.5% 02/61 T 65 065 0.0 100 000
UBS COMMERCIAL VAR 11/50 UBSCM 66 346 0.0 70 000
UNITEDHEALTH 1.15% 05/26 UNH 67 708 0.0 70 000
WELLS FARGO & 3.9% 05/45 WFC 73 148 0.0 93 000
UMBS MORTPASS 5% 01/41 FN 64 292 0.0 63 230
YAMANA GOLD 2.63% 08/31 YRICN 70 702 0.0 82 000
UMBS MORTPASS 5% 08/40 FN 66 253 0.0 65 318
UMBS MORTPASS 4% 12/40 FN 69 424 0.0 71 288
SOUTHERN 5.45% 06/52 EIX 62 412 0.0 69 000
UMBS MORTPASS 3.5% 10/48 FN 72 269 0.0 77 830
AMERICAN 5.625% 03/33 AEP 63 884 0.0 62 000
ALLSTATE VAR 05/57 ALL 72 591 0.0 72 000
BANK OF VAR 07/52 BAC 63 025 0.0 98 000
BETH ISRAEL 3.08% 07/51 BETHIS 64 701 0.0 100 000
CHARTER 4.4% 12/61 CHTR 70 257 0.0 106 000
CVS HEALTH 1.3% 08/27 CVS 69 280 0.0 75 000
DTE ELECTRIC 4.3% 07/44 DTE 71 451 0.0 83 000
CANTOR 3.1163% 11/52 CF 67 955 0.0 75 000
ENTERPRISE 3.95% 01/60 EPD 66 032 0.0 90 000
UMBS MORTPASS 2% 08/37 FN 65 878 0.0 72 477
ENERGY 5.75% 02/33 ET 65 337 0.0 64 000
UMBS MORTPASS 3% 01/35 FN 69 379 0.0 71 168
UMBS MORTPASS 2.5% 08/50 FN 65 722 0.0 77 152
UMBS MORTPASS 3.5% 01/45 FN 69 632 0.0 73 808
FHLMC 2.988% 05/31 FHMS 70 142 0.0 75 000
FHLMCGLD 4% 06/47 FG 69 770 0.0 72 863
MERCK & CO 3.6% 09/42 MRK 54 018 0.0 68 000
HEALTHCARE 3.5% 08/26 HR 58 040 0.0 59 000
REPUBLIC OF 5.65% 01/53 INDON 54 325 0.0 55 000
UMBS MORTPASS 4% 07/49 FR 57 750 0.0 60 138
JAPAN BANK 1.875% 04/31 JBIC 57 342 0.0 65 000
JAPAN BANK 2.75% 11/27 JBIC 58 255 0.0 60 000
JOHNSON & 3.4% 01/38 JNJ 53 337 0.0 62 000
LEGGETT & 3.5% 11/51 LEG 61 164 0.0 100 000
MUNICIPAL 7.055% 04/57 MELPWR 54 326 0.0 48 000
UNITED 6.338% 05/53 MEX 54 345 0.0 60 000
TOYOTA MOTOR 4.55% 05/30 TOYOTA 51 908 0.0 52 000
ONEOK INC 3.4% 09/29 OKE 52 042 0.0 55 000
PEPSICO INC 1.625% 05/30 PEP 57 862 0.0 66 000
PUGET SOUND 5.795% 03/40 PSD 57 921 0.0 56 000
HYDRO-QUEBEC 8.5% 12/29 QHEL 58 877 0.0 50 000
REGAL 6.05% 04/28 RRX 51 170 0.0 50 000
STARBUCKS CORP 2% 03/27 SBUX 59 283 0.0 62 000
ALABAMA POWER 3.7% 12/47 SO 54 838 0.0 72 000
SALES TAX 4.637% 01/40 STSGEN 52 775 0.0 55 000
VERIZON 3.875% 02/29 VZ 54 822 0.0 56 000
CHICAGO ILL 5.72% 12/38 GCHWTR 57 298 0.0 55 000
REPUBLIC OF 3.875% 05/51 ITALY 57 302 0.0 80 000
UMBS MORTPASS 3.5% 08/48 FR 57 656 0.0 62 789
UMBS MORTPASS 3.5% 08/49 FN 61 389 0.0 66 522
BANK 2.851% 10/52 BANK 55 223 0.0 60 000
BANK 4.005% 02/52 BANK 58 534 0.0 60 000
DOW CHEMICAL 6.3% 03/33 DOW 53 257 0.0 50 000
DUKE ENERGY 5.25% 03/33 DUK 51 193 0.0 50 000
FHLMCGLD 4.5% 12/34 FG 55 480 0.0 55 872
FEDERAL HOME 0.9% 10/27 FHLMC 60 227 0.0 65 000
FHLMC 2.57% 07/26 FHMS 61 874 0.0 63 000
UMBS MORTPASS 1.5% 06/36 FN 58 522 0.0 66 089
UMBS MORTPASS 3% 01/47 FN 60 111 0.0 66 408
CONSTELLATION 5.6% 06/42 EXC 55 637 0.0 57 000
UMBS MORTPASS 3.5% 09/43 FN 59 138 0.0 62 684
UMBS MORTPASS 4.5% 06/40 FN 58 552 0.0 58 687
UMBS MORTPASS 4% 01/46 FN 60 389 0.0 62 646
UMBS MORTPASS 5% 07/44 FN 55 999 0.0 54 699
UMBS MORTPASS 5% 03/38 FN 54 687 0.0 53 783
UMBS MORTPASS 4.5% 09/49 FN 61 408 0.0 62 402
UMBS MORTPASS 5.5% 11/39 FN 61 156 0.0 59 859
UMBS MORTPASS 4.5% 01/42 FN 52 012 0.0 52 229
UMBS MORTPASS 4% 11/45 FN 50 881 0.0 52 926
UMBS MORTPASS 4% 03/44 FN 53 154 0.0 54 581
REALTY INCOME 4% 07/29 O 48 625 0.0 50 000
GNMA II MORTPASS 3% 04/45 G2 47 590 0.0 52 218
GOLDMAN SACHS VAR 03/27 GS 48 537 0.0 50 000
HELMERICH & 2.9% 09/31 HP 43 908 0.0 53 000
JPMBB VAR 05/48 JPMBB 39 559 0.0 40 000
COCA-COLA 3.45% 03/30 KO 48 328 0.0 50 000
MORGAN 3.561% 04/48 MSBAM 39 454 0.0 40 000
MORGAN 3.635% 10/48 MSBAM 39 722 0.0 40 000
MORGAN 4.071% 03/52 MSC 48 704 0.0 50 000
MEMORIAL 5% 07/42 MSKCC 45 727 0.0 47 000
NETFLIX INC 4.375% 11/26 NFLX 45 114 0.0 45 000
NISOURCE INC 5.4% 06/33 NI 50 482 0.0 50 000
GNMA I 3.5% 04/43 GN 49 778 0.0 52 498
VENTAS REALTY 5.7% 09/43 VTR 45 044 0.0 46 000
ONEOK INC 5.45% 06/47 OKE 50 624 0.0 57 000
PROVINCE OF 1.05% 05/27 ONT 44 320 0.0 47 000
PROGRESSIVE 4% 03/29 PGR 43 539 0.0 44 000
SABRA HEALTH 3.2% 12/31 SBRA 47 830 0.0 55 000
CHARLES 3.45% 02/26 SCHW 47 552 0.0 48 000
TEXAS 4.1% 08/52 TXN 40 464 0.0 50 000
TEXAS ST G O 4.681% 04/40 TXS 43 371 0.0 45 000
UBS COMMERCIAL VAR 12/50 UBSCM 48 529 0.0 50 000
UNIV CALIF 6.548% 05/48 UNVHGR 43 797 0.0 40 000
UMBS MORTPASS 3% 09/32 FR 46 219 0.0 47 923
WESTERN 3.1% 02/32 WDC 41 369 0.0 50 000
ESSENTIAL 5.375% 01/34 WTRG 40 480 0.0 40 000
UMBS MORTPASS 3.5% 08/42 FR 48 632 0.0 51 548
ONEOK 6.65% 10/36 OKE 45 202 0.0 42 000
UMBS MORTPASS 6% 10/39 FN 39 839 0.0 38 083
CENTERPOINT 4.45% 10/32 CNP 48 751 0.0 50 000
UMBS MORTPASS 4.5% 10/48 FN 40 661 0.0 41 345
ASIAN 4.25% 03/34 AIIB 50 488 0.0 50 000
AIR LEASE 3.75% 06/26 AL 41 627 0.0 42 000
ALLSTATE 4.5% 06/43 ALL 47 562 0.0 55 000
AMPHENOL CORP 2.2% 09/31 APH 43 275 0.0 50 000
ASIAN 4% 01/33 ASIA 49 997 0.0 50 000
BROADCOM INC 4.11% 09/28 AVGO 45 452 0.0 46 000
AMERICAN 4.15% 06/49 AWK 40 479 0.0 50 000
BBCMS 4.314% 12/51 BBCMS 39 536 0.0 40 000
BENCHMARK VAR 01/51 BMARK 48 620 0.0 50 000
BOSTON 4.55% 03/39 BSX 47 138 0.0 50 000
CATERPILLAR 4.3% 05/44 CAT 44 167 0.0 50 000
ANHEUSER-BUSC 5.55% 01/49 ABIBB 50 470 0.0 50 000
FEDERAL FARM 0.84% 02/28 FFCB 45 847 0.0 50 000
UMBS MORTPASS 3% 09/32 FN 44 568 0.0 46 438
UMBS MORTPASS 4% 04/41 FN 49 116 0.0 50 445
UMBS MORTPASS 4% 01/44 FN 45 669 0.0 46 429
UMBS MORTPASS 3.5% 07/47 FN 49 472 0.0 52 499
UMBS MORTPASS 3% 09/35 FN 41 886 0.0 44 043
UMBS MORTPASS 3.5% 07/34 FN 48 287 0.0 49 518
UMBS MORTPASS 3% 05/30 FN 45 615 0.0 46 442
FHLMC 2.862% 05/26 FHMS 47 341 0.0 48 002
FHLMCGLD 5% 05/40 FG 42 015 0.0 41 270
FHLMCGLD 3.5% 01/43 FG 48 084 0.0 50 904
FHLMCGLD 3.5% 01/29 FG 42 312 0.0 42 741
FEDERAL FARM 1.68% 04/30 FFCB 48 729 0.0 55 000
GNMA I 3.5% 06/43 GN 33 977 0.0 35 834
GNMA II 5.5% 10/33 G2 32 825 0.0 31 823
GNMA II MORTPASS 3% 12/46 G2 38 753 0.0 42 638
GNMA II MORTPASS 4% 03/45 G2 34 467 0.0 35 697
GNMA II MORTPASS 4% 12/40 G2 30 491 0.0 31 539
KINDER 1.75% 11/26 KMI 34 458 0.0 36 000
GNMA I MORTPASS 3% 03/45 GN 28 389 0.0 31 397
UMBS MORTPASS 4% 07/44 FN 30 984 0.0 32 097
AMERICAN 2.25% 01/29 HNDA 33 135 0.0 36 000
HUMANA INC 1.35% 02/27 HUM 34 935 0.0 37 000
INTERNATIONAL 2.5% 11/27 IBRD 35 863 0.0 37 000
GNMA II 3.5% 06/49 G2 31 648 0.0 34 090
UMBS MORTPASS 3% 01/29 FR 38 096 0.0 38 731
UMBS MORTPASS 4% 05/49 FR 37 819 0.0 39 656
UMBS MORTPASS 3.5% 08/49 FR 38 735 0.0 41 974
UMBS MORTPASS 3.5% 06/49 FR 30 627 0.0 33 188
UMBS MORTPASS 3.5% 05/50 FR 28 395 0.0 30 760
UMBS MORTPASS 3% 04/45 FR 28 184 0.0 31 213
UMBS MORTPASS 2.5% 04/40 FR 30 061 0.0 33 297
FNMA-ACES VAR 07/28 FNA 38 403 0.0 39 133
UMBS MORTPASS 6% 11/36 FN 30 035 0.0 28 711
UMBS MORTPASS 6% 03/34 FN 36 711 0.0 35 319
UMBS MORTPASS 6% 02/37 FN 28 366 0.0 27 116
UMBS MORTPASS 5% 09/40 FN 30 414 0.0 29 911
MASTERCARD 4.85% 03/33 MA 35 490 0.0 35 000
LOWE'S COS 5.15% 07/33 LOW 30 354 0.0 30 000
OVINTIV INC 6.25% 07/33 OVV 28 850 0.0 28 000
MCDONALD'S 4.6% 09/32 MCD 29 897 0.0 30 000
MCDONALD'S 4.7% 12/35 MCD 35 046 0.0 36 000
XCEL ENERGY 4.6% 06/32 XEL 29 080 0.0 30 000
WASTE 4.625% 02/33 WM 29 873 0.0 30 000
WELLS FARGO 3.92% 06/51 WFCM 35 067 0.0 35 928
UNITEDHEALTH 4.25% 01/29 UNH 29 926 0.0 30 000
TELEFONICA 7.045% 06/36 TELEFO 32 418 0.0 29 000
SUN 4.2% 04/32 SUI 28 221 0.0 30 000
SEMPRA 5.5% 08/33 SRE 30 412 0.0 30 000
SOUTHERN 5.7% 10/32 SO 31 381 0.0 30 000
PRUDENTIAL VAR 03/54 PRU 32 704 0.0 32 000
PHILIP 3.375% 08/29 PM 38 174 0.0 40 000
PFIZER 4.75% 05/33 PFE 29 886 0.0 30 000
PRECISION 4.375% 06/45 PCP 28 951 0.0 33 000
BLUE OWL 2.5% 01/27 OTFINC 34 078 0.0 36 000
ORIX CORP 3.7% 07/27 ORIX 34 462 0.0 35 000
OKLAHOMA GAS 5.4% 01/33 OGE 30 771 0.0 30 000
REALTY INCOME 3.4% 01/30 O 35 000 0.0 37 000
NXP BV / 4.3% 06/29 NXPI 29 437 0.0 30 000
NORTHROP 4.4% 05/30 NOC 29 788 0.0 30 000
NEW JERSEY 7.425% 02/29 NJSDEV 36 969 0.0 35 000
NETFLIX INC 5.875% 11/28 NFLX 31 523 0.0 30 000
NEXTERA ENERGY 5% 02/30 NEE 30 671 0.0 30 000
FLORIDA POWER 4.8% 05/33 NEE 30 004 0.0 30 000
MOTOROLA 5.6% 06/32 MSI 31 135 0.0 30 000
UMBS MORTPASS 5% 09/40 FN 29 369 0.0 29 131
ELEVANCE 1.5% 03/26 ELV 33 070 0.0 34 000
UMBS MORTPASS 4% 06/44 FN 30 592 0.0 31 663
COMM 3.759% 08/48 COMM 29 863 0.0 30 000
COMCAST CORP 3.3% 02/27 CMCSA 36 404 0.0 37 000
CITIGROUP VAR 04/48 CGCMT 37 299 0.0 40 000
CFCRE 3.5719% 06/50 CFCRE 29 117 0.0 30 000
CD 2017-CD6 VAR 11/50 CD 28 914 0.0 30 000
CROWN CASTLE 4.8% 09/28 CCI 30 017 0.0 30 000
CITIGROUP INC 4.3% 11/26 C 37 883 0.0 38 000
BP CAPITAL 3.279% 09/27 BPLN 29 331 0.0 30 000
BRISTOL-MYERS 3.9% 03/62 BMY 29 892 0.0 41 000
BRISTOL-MYERS 3.4% 07/29 BMY 28 969 0.0 30 000
BRISTOL-MYERS 3.2% 06/26 BMY 34 662 0.0 35 000
BENCHMARK 4.2317% 01/52 BMARK 39 032 0.0 40 000
BENCHMARK 4.203% 10/51 BMARK 28 432 0.0 28 784
BECTON 4.298% 08/32 BDX 38 320 0.0 40 000
BRUNSWICK 2.4% 08/31 BC 33 159 0.0 40 000
AMERICAN 3.75% 09/47 AWK 37 532 0.0 49 000
AMERICAN 3.65% 03/27 AMT 29 530 0.0 30 000
AMERICAN 3.55% 07/27 AMT 32 310 0.0 33 000
AMERICAN 1.45% 09/26 AMT 33 541 0.0 35 000
AMERICAN MUN 7.834% 02/41 AMEPWR 30 243 0.0 25 000
ASIAN 4% 01/28 AIIB 28 195 0.0 28 000
ANALOG 2.95% 10/51 ADI 38 038 0.0 58 000
ADOBE INC 2.15% 02/27 ADBE 33 850 0.0 35 000
UMBS MORTPASS 4% 02/46 FN 31 324 0.0 32 172
COMM 2015-LC21 VAR 07/48 COMM 29 876 0.0 30 000
AMERICAN 3.45% 05/50 AWK 35 538 0.0 50 000
DOMINION 4.05% 09/42 D 32 340 0.0 40 000
FHLMCGLD 3.5% 04/46 FG 28 599 0.0 30 586
VIRGINIA 2.45% 12/50 D 32 893 0.0 58 000
UMBS MORTPASS 3.5% 10/49 FN 29 615 0.0 32 091
UMBS MORTPASS 3.5% 08/47 FN 37 213 0.0 40 063
UMBS MORTPASS 3.5% 07/48 FN 29 613 0.0 31 737
UMBS MORTPASS 3.5% 07/47 FN 33 333 0.0 35 889
UMBS MORTPASS 3% 11/46 FN 36 885 0.0 41 096
UMBS MORTPASS 3% 10/47 FN 29 804 0.0 33 361
UMBS MORTPASS 3% 03/35 FN 30 074 0.0 30 754
UMBS MORTPASS 3% 02/49 FN 37 819 0.0 42 149
UMBS MORTPASS 2% 03/28 FN 29 232 0.0 30 097
FHLMC 3.308% 09/25 FHMS 37 179 0.0 37 414
UMBS MORTPASS 3.5% 01/48 FN 37 385 0.0 40 361
FHLMCGLD 3% 07/45 FG 33 861 0.0 37 542
EUROPEAN 3.875% 03/28 EIB 35 147 0.0 35 000
HEALTHPEAK 6.75% 02/41 DOC 30 673 0.0 28 000
FHLMCGLD 2% 04/28 FG 31 531 0.0 32 450
DUKE ENERGY 2.45% 02/30 DUK 37 444 0.0 41 000
DUKE ENERGY 6.45% 10/32 DUK 33 000 0.0 30 000
DEVON ENERGY 7.95% 04/32 DVN 34 443 0.0 30 000
DIAMONDBACK 3.125% 03/31 FANG 34 253 0.0 38 000
FEDERAL FARM 1.12% 09/28 FFCB 31 762 0.0 35 000
FEDERAL FARM 1.23% 09/29 FFCB 31 020 0.0 35 000
FHLMCGLD 2% 03/28 FG 32 718 0.0 33 648
GNMA II MORTPASS 4% 06/44 G2 26 963 0.0 28 034
GLP CAPITAL 5.75% 06/28 GLPI 20 367 0.0 20 000
GNMA II MORTPASS 4% 11/48 G2 27 776 0.0 29 144
GNMA II MORTPASS 5% 02/50 G2 18 994 0.0 18 883
GNMA II MORTPASS 4% 04/40 G2 19 935 0.0 20 567
GNMA II MORTPASS 5% 05/45 G2 19 329 0.0 19 019
GNMA II MORTPASS 5% 11/46 G2 19 770 0.0 19 381
GENERAL 4.25% 04/40 GD 22 323 0.0 25 000
HOME DEPOT 1.5% 09/28 HD 22 867 0.0 25 000
GOLDMAN SACHS VAR 05/29 GS 27 628 0.0 28 000
GS MORTGAGE 3.382% 05/50 GSMS 17 708 0.0 17 765
HALLIBURTON 4.85% 11/35 HAL 17 191 0.0 18 000
HEWLETT 1.75% 04/26 HPE 26 249 0.0 27 000
JBS USA 3.75% 12/31 JBSSBZ 23 829 0.0 26 000
GNMA II 3.5% 10/48 G2 21 880 0.0 23 431
JPMDB VAR 03/50 JPMDB 17 230 0.0 20 000
GNMA II 5.5% 02/46 G2 24 584 0.0 23 859
UMBS MORTPASS 4% 11/43 FN 23 810 0.0 24 580
GNMA II 2.5% 11/27 G2 20 576 0.0 20 983
UMBS MORTPASS 5.5% 11/35 FR 21 471 0.0 20 862
KEURIG DR 4.5% 04/52 KDP 20 981 0.0 25 000
UMBS MORTPASS 4% 09/43 FN 21 648 0.0 22 288
UMBS MORTPASS 4% 09/48 FN 21 459 0.0 22 498
UMBS MORTPASS 4% 10/38 FN 24 170 0.0 24 518
UMBS MORTPASS 4% 10/48 FN 21 573 0.0 22 621
UMBS MORTPASS 4.5% 04/47 FN 19 226 0.0 19 496
UMBS MORTPASS 4.5% 09/44 FN 19 107 0.0 19 378
UMBS MORTPASS 5% 11/39 FN 18 734 0.0 18 424
UMBS MORTPASS 6% 04/35 FN 26 975 0.0 25 766
UMBS MORTPASS 2.5% 02/40 FR 21 746 0.0 24 067
UMBS MORTPASS 2.5% 11/39 FR 26 773 0.0 29 550
UMBS MORTPASS 3% 01/48 FR 17 733 0.0 19 859
UMBS MORTPASS 3.5% 06/37 FR 22 412 0.0 23 143
UMBS MORTPASS 3.5% 10/34 FR 27 639 0.0 28 099
UMBS MORTPASS 4% 08/49 FR 23 030 0.0 24 149
JPMDB VAR 06/49 JPMDB 17 406 0.0 20 000
TC PIPELINES 3.9% 05/27 TCP 19 734 0.0 20 000
KEYSIGHT 3% 10/29 KEYS 27 920 0.0 30 000
ROGERS 4.35% 05/49 RCICN 19 764 0.0 25 000
RIO TINTO 5% 03/33 RIOLN 18 158 0.0 18 000
CHARLES SCHWAB 2% 03/28 SCHW 23 461 0.0 25 000
AT&T INC 3.1% 02/43 T 18 682 0.0 26 000
UNITED 4.25% 12/26 T 24 205 0.0 24 000
UMBS MORTPASS 4% 03/46 FN 22 859 0.0 23 485
T-MOBILE USA 1.5% 02/26 TMUS 24 369 0.0 25 000
UBS 3.366% 10/50 UBSCM 18 455 0.0 18 691
UNITEDHEALTH 3.375% 04/27 UNH 19 725 0.0 20 000
UNITEDHEALTH 5.2% 04/63 UNH 22 693 0.0 25 000
VALERO ENERGY 4% 06/52 VLO 21 166 0.0 30 000
VERIZON 2.875% 11/50 VZ 18 800 0.0 30 000
VERIZON 5.012% 08/54 VZ 24 142 0.0 27 000
DISCOVERY 4% 09/55 WBD 20 538 0.0 33 000
WELLS FARGO & VAR 03/33 WFC 22 544 0.0 25 000
WELLS FARGO 3.54% 05/48 WFCM 19 245 0.0 19 311
EVEREST 4.868% 06/44 RE 27 256 0.0 31 000
PRUDENTIAL 4.6% 05/44 PRU 27 472 0.0 31 000
LAS VEGAS 5.9% 06/27 LVS 22 356 0.0 22 000
REPUBLIC OF 5.75% 11/32 POLAND 19 016 0.0 18 000
META 4.8% 05/30 META 24 559 0.0 24 000
MARSH & 4.2% 03/48 MMC 20 764 0.0 25 000
3M CO 3.25% 08/49 MMM 20 877 0.0 30 000
MORGAN STANLEY VAR 06/50 MSC 23 151 0.0 25 000
ARCELORMITTAL 4.25% 07/29 MTNA 19 561 0.0 20 000
NEXTERA 2.25% 06/30 NEE 22 253 0.0 25 000
NEWMONT CORP 2.6% 07/32 NEM 21 754 0.0 25 000
NIKE INC 2.375% 11/26 NKE 19 478 0.0 20 000
NORTHROP 5.2% 06/54 NOC 19 839 0.0 21 000
NATIONAL 4.8% 03/28 NRUC 20 302 0.0 20 000
OESTERREICHI 0.375% 09/25 OKB 24 563 0.0 25 000
PROVINCE OF 1.125% 10/30 ONT 25 734 0.0 30 000
OCCIDENTAL 5.2% 08/29 OXY 25 891 0.0 26 000
PACIFIC GAS 3.75% 08/42 PCG 20 775 0.0 28 000
PROLOGIS LP 4.375% 02/29 PLD 17 946 0.0 18 000
UMBS MORTPASS 4% 06/36 FN 21 022 0.0 21 140
UMBS MORTPASS 3.5% 03/49 FR 17 134 0.0 18 557
UMBS MORTPASS 4% 02/47 FN 26 447 0.0 27 492
CAPITAL ONE VAR 02/34 COF 17 086 0.0 17 000
COMCAST CORP 2.65% 02/30 CMCSA 22 966 0.0 25 000
COMCAST CORP 3.55% 05/28 CMCSA 24 412 0.0 25 000
CNA FINANCIAL 3.9% 05/29 CNA 24 404 0.0 25 000
CNA FINANCIAL 5.5% 06/33 CNA 26 677 0.0 26 000
CENTENE CORP 3% 10/30 CNC 20 186 0.0 23 000
CENTERPOINT 2.95% 03/30 CNP 27 552 0.0 30 000
CENTERPOINT 6.95% 03/33 CNP 16 908 0.0 15 000
COMM 2014-UBS5 VAR 09/47 COMM 21 339 0.0 21 675
ENERGY 5.4% 10/47 ET 22 979 0.0 26 000
CSAIL 3.7182% 08/48 CSAIL 27 230 0.0 27 355
CSAIL 3.7567% 11/48 CSAIL 26 819 0.0 27 000
CSX CORP 4.3% 03/48 CSX 20 110 0.0 24 000
CVS HEALTH 4.78% 03/38 CVS 27 106 0.0 30 000
DBGS 2018-C1 4.466% 10/51 DBGS 19 649 0.0 20 000
DBJPM 3.328% 06/50 DBJPM 19 369 0.0 20 000
TWDC 7% 03/32 DIS 16 988 0.0 15 000
CROWN CASTLE 3.8% 02/28 CCI 19 536 0.0 20 000
COMMONSPIRIT 4.35% 11/42 CATMED 21 063 0.0 25 000
CITIGROUP INC VAR 03/33 C 22 941 0.0 25 000
BURLINGTON 6.15% 05/37 BNSF 21 851 0.0 20 000
APPLE INC 2.05% 09/26 AAPL 25 293 0.0 26 000
UMBS MORTPASS 4% 02/41 FN 24 079 0.0 24 731
APPLE INC 4.3% 05/33 AAPL 19 945 0.0 20 000
ABBVIE INC 4.45% 05/46 ABBV 18 385 0.0 21 000
AIR LEASE 3.25% 10/29 AL 23 450 0.0 25 000
AMGEN INC 4.95% 10/41 AMGN 23 971 0.0 26 000
AMERICAN 4.9% 02/29 AMH 24 183 0.0 24 000
AVISTA CORP 4% 04/52 AVA 20 350 0.0 27 000
BOEING 3.75% 02/50 BA 22 833 0.0 33 000
BANK OF 4.25% 10/26 BAC 26 918 0.0 27 000
BANK OF 3.574% 02/50 BACM 19 595 0.0 20 000
BANK 3.688% 02/61 BANK 19 550 0.0 20 000
BAY AREA 6.918% 04/40 BAYTRN 22 665 0.0 20 000
BENCHMARK 3.4097% 05/52 BMARK 21 254 0.0 21 572
BENCHMARK VAR 02/51 BMARK 18 123 0.0 20 000
WALT DISNEY 2.2% 01/28 DIS 27 538 0.0 29 000
CHICAGO ILL 4.472% 01/49 CHITRN 22 246 0.0 25 000
FORTUNE BRANDS 4% 03/32 FBINUS 26 214 0.0 28 000
UMBS MORTPASS 3.5% 03/43 FN 24 193 0.0 25 551
UMBS MORTPASS 3% 03/46 FN 21 181 0.0 23 249
UMBS MORTPASS 3% 04/32 FN 17 772 0.0 18 392
UMBS MORTPASS 3% 04/46 FN 25 833 0.0 28 743
UMBS MORTPASS 3% 09/47 FN 26 649 0.0 29 829
UMBS MORTPASS 3.5% 01/27 FN 21 399 0.0 21 588
UMBS MORTPASS 3.5% 01/50 FN 27 527 0.0 29 829
UMBS MORTPASS 3.5% 01/50 FN 27 612 0.0 29 921
UMBS MORTPASS 3.5% 05/44 FN 23 472 0.0 24 880
UMBS MORTPASS 2.5% 12/37 FN 27 430 0.0 29 623
UMBS MORTPASS 3.5% 08/31 FN 20 936 0.0 21 174
UMBS MORTPASS 3.5% 09/43 FN 18 621 0.0 19 822
UMBS MORTPASS 3.5% 10/31 FN 17 342 0.0 17 658
UMBS MORTPASS 3.5% 12/32 FN 22 082 0.0 22 586
FHLMCGLD 2.5% 01/29 FG 17 538 0.0 17 927
UMBS MORTPASS 3.5% 12/45 FN 23 855 0.0 25 662
UMBS MORTPASS 4% 01/34 FN 25 491 0.0 25 882
UMBS MORTPASS 3% 03/46 FN 20 164 0.0 22 412
UMBS MORTPASS 3.5% 01/41 FN 23 484 0.0 24 892
FHLMCGLD 3% 03/32 FG 22 168 0.0 22 780
FHLMCGLD 4.5% 09/44 FG 21 431 0.0 21 637
FHLMCGLD 2.5% 06/30 FG 18 925 0.0 19 568
FHLMCGLD 2.5% 08/27 FG 21 580 0.0 21 973
UMBS MORTPASS 2.5% 12/32 FN 24 113 0.0 25 209
FHLMCGLD 3% 03/42 FG 26 033 0.0 28 256
FHLMCGLD 3% 04/47 FG 17 660 0.0 19 611
FHLMCGLD 3% 06/46 FG 23 131 0.0 25 711
FHLMCGLD 4.5% 09/41 FG 17 857 0.0 17 915
FHLMCGLD 4% 02/49 FG 26 432 0.0 27 678
FHLMCGLD 4.5% 11/48 FG 20 709 0.0 21 036
FHLMCGLD 5.5% 01/36 FG 23 012 0.0 22 392
UMBS MORTPASS 2% 01/35 FN 18 328 0.0 19 972
UMBS MORTPASS 2.5% 06/29 FN 17 535 0.0 17 917
UMBS MORTPASS 2.5% 07/27 FN 17 372 0.0 17 763
UMBS MORTPASS 2.5% 09/32 FN 22 524 0.0 23 470
UMBS MORTPASS 4% 09/40 FR 16 229 0.0 16 668
UMBS MORTPASS 2.5% 05/30 FR 9 528 0.0 9 716
UMBS MORTPASS 2.5% 01/40 FR 12 974 0.0 14 457
UMBS MORTPASS 3% 08/49 FR 13 583 0.0 15 247
UMBS MORTPASS 3% 12/30 FR 13 672 0.0 14 004
UMBS MORTPASS 3.5% 01/44 FR 15 953 0.0 16 909
UMBS MORTPASS 3.5% 07/49 FR 10 852 0.0 11 759
UMBS MORTPASS 3.5% 12/32 FR 10 360 0.0 10 552
GNMA II MORTPASS 4% 02/41 G2 7 758 0.0 8 004
FORTIVE CORP 4.3% 06/46 FTV 13 976 0.0 17 000
GNMA II 3.5% 01/42 G2 15 710 0.0 16 552
GNMA II 3.5% 03/41 G2 9 439 0.0 9 948
GNMA II 3.5% 04/43 G2 15 089 0.0 16 223
GNMA II 3.5% 07/48 G2 5 845 0.0 6 270
GNMA II 3.5% 08/32 G2 13 453 0.0 13 640
GNMA II 5.5% 02/41 G2 13 895 0.0 13 485
FNMA-ACES VAR 11/27 FNA 7 094 0.0 7 307
GNMA II MORTPASS 3% 03/42 G2 10 429 0.0 11 344
UMBS MORTPASS 2% 05/51 FR 6 608 0.0 8 132
UMBS MORTPASS 4.5% 02/46 FN 15 106 0.0 15 217
UMBS MORTPASS 6.5% 12/37 FN 16 485 0.0 15 624
UMBS MORTPASS 4.5% 09/45 FN 8 414 0.0 8 527
GNMA II MORTPASS 4% 03/41 G2 14 542 0.0 15 003
UMBS MORTPASS 4% 11/44 FN 7 980 0.0 8 308
UMBS MORTPASS 4.5% 02/45 FN 5 798 0.0 5 870
UMBS MORTPASS 4.5% 02/47 FN 12 977 0.0 13 026
UMBS MORTPASS 4.5% 04/49 FN 14 100 0.0 14 325
UMBS MORTPASS 4.5% 05/47 FN 12 002 0.0 12 048
UMBS MORTPASS 4.5% 08/47 FN 8 440 0.0 8 604
UMBS MORTPASS 4.5% 11/48 FN 13 065 0.0 13 274
UMBS MORTPASS 6.5% 12/37 FN 11 278 0.0 10 834
UMBS MORTPASS 4.5% 11/52 FN 8 340 0.0 8 612
UMBS MORTPASS 5% 08/40 FN 12 955 0.0 12 731
UMBS MORTPASS 5.5% 01/37 FN 15 381 0.0 14 945
UMBS MORTPASS 5.5% 06/33 FN 14 471 0.0 14 350
UMBS MORTPASS 5.5% 06/38 FN 11 956 0.0 11 688
UMBS MORTPASS 6% 08/34 FN 11 834 0.0 11 450
UMBS MORTPASS 6% 09/32 FN 15 265 0.0 14 663
GNMA II MORTPASS 4% 03/40 G2 7 503 0.0 7 741
WELLS FARGO 2.725% 02/53 WFCM 9 143 0.0 10 000
GNMA II MORTPASS 4% 05/41 G2 8 686 0.0 8 961
GNMA II MORTPASS 4% 06/39 G2 9 248 0.0 9 609
NISOURCE INC 3.6% 05/30 NI 9 518 0.0 10 000
PUBLIC 1.6% 08/30 PEG 12 843 0.0 15 000
REGENERON 2.8% 09/50 REGN 6 509 0.0 11 000
GEORGIA 3.25% 03/51 SO 6 833 0.0 10 000
SEMPRA VAR 04/52 SRE 8 393 0.0 9 000
SYNCHRONY 5.15% 03/29 SYF 10 895 0.0 11 000
AT&T INC 3.5% 06/41 T 12 409 0.0 16 000
AT&T INC 4.5% 03/48 T 12 505 0.0 15 000
AT&T INC 5.55% 08/41 T 12 778 0.0 13 000
UNITED 0.375% 07/27 T 9 271 0.0 10 000
UNITED 0.625% 11/27 T 9 235 0.0 10 000
TORONTO-DOMINI 3.2% 03/32 TD 16 064 0.0 18 000
TRAVELERS 3.05% 06/51 TRV 13 886 0.0 21 000
WELLS FARGO 4.15% 01/29 WFC 9 865 0.0 10 000
WALMART INC 1.5% 09/28 WMT 9 210 0.0 10 000
WALMART INC 2.65% 09/51 WMT 15 880 0.0 25 000
UMBS MORTPASS 4% 09/41 FN 13 600 0.0 13 968
MORGAN STANLEY VAR 02/39 MS 10 120 0.0 10 000
MORGAN STANLEY VAR 01/38 MS 15 163 0.0 15 000
MARRIOTT 3.5% 10/32 MAR 8 897 0.0 10 000
GNMA I MORTPASS 5% 09/39 GN 11 583 0.0 11 359
GNMA II MORTPASS 4% 07/39 G2 10 167 0.0 10 485
GNMA II MORTPASS 4% 09/42 G2 13 843 0.0 14 319
GENERAL 2.85% 06/41 GD 7 215 0.0 10 000
GILEAD 4.75% 03/46 GILD 13 560 0.0 15 000
GNMA I 5.5% 01/39 GN 12 596 0.0 12 286
GNMA I MORTPASS 3% 08/45 GN 16 646 0.0 18 410
GNMA I MORTPASS 4% 04/45 GN 16 174 0.0 16 701
GOLDMAN SACHS VAR 04/29 GS 11 725 0.0 12 000
MASTERCARD 3.3% 03/27 MA 9 854 0.0 10 000
HASBRO INC 3.9% 11/29 HAS 9 499 0.0 10 000
HUMANA INC 5.5% 03/53 HUM 14 376 0.0 16 000
INTERNATIONA 3.875% 08/34 IBRD 11 775 0.0 12 000
JBS USA 5.5% 01/30 JBSSBZ 10 167 0.0 10 000
JPMBB VAR 07/45 JPMBB 10 308 0.0 10 723
INTERSTATE 3.1% 11/51 LNT 9 908 0.0 15 000
LAS VEGAS 3.9% 08/29 LVS 10 331 0.0 11 000
UMBS MORTPASS 4% 11/34 FN 9 625 0.0 9 680
CARRIER 3.577% 04/50 CARR 10 244 0.0 14 000
UMBS MORTPASS 4% 08/49 FN 9 322 0.0 9 775
FHLMCGLD 4.5% 01/45 FG 15 349 0.0 15 361
DOW 4.625% 10/44 DOW 8 253 0.0 10 000
ELECTRONIC 1.85% 02/31 EA 9 418 0.0 11 000
EUROPEAN 2.125% 04/26 EIB 10 802 0.0 11 000
ELEVANCE 3.65% 12/27 ELV 14 756 0.0 15 000
EVERSOURCE 4.6% 07/27 ES 10 030 0.0 10 000
NSTAR 3.95% 04/30 ES 14 633 0.0 15 000
EATON CORP 4.15% 11/42 ETN 9 476 0.0 11 000
ENTERGY CORP 2.8% 06/30 ETR 9 099 0.0 10 000
FEDEX CORP 1.875% 02/34 FDX 6 393 0.0 7 593
FEDERAL FARM 1.69% 08/35 FFCB 8 341 0.0 11 000
FEDERAL FARM 2.23% 03/35 FFCB 9 673 0.0 12 000
FHLMCGLD 2.5% 02/30 FG 13 887 0.0 14 332
FHLMCGLD 2.5% 05/28 FG 8 430 0.0 8 618
FHLMCGLD 2.5% 11/27 FG 13 557 0.0 13 789
FHLMCGLD 3% 04/48 FG 7 330 0.0 8 204
FHLMCGLD 3% 12/47 FG 16 746 0.0 18 438
FHLMCGLD 4% 05/26 FG 10 281 0.0 10 318
QUEST 2.95% 06/30 DGX 14 728 0.0 16 000
DUPONT DE 4.725% 11/28 DD 10 081 0.0 10 000
CVS HEALTH 3.25% 08/29 CVS 13 102 0.0 14 000
ASIAN 4.5% 08/28 ASIA 10 236 0.0 10 000
APPLE INC 2.55% 08/60 AAPL 14 859 0.0 25 000
AMERICAN VAR 12/54 AEP 10 084 0.0 10 000
SOUTHWESTERN 2.75% 10/26 AEP 9 739 0.0 10 000
AMGEN INC 2.6% 08/26 AMGN 9 767 0.0 10 000
APA CORP 5.35% 07/49 APA 15 912 0.0 19 000
ALEXANDRIA 3.55% 03/52 ARE 6 831 0.0 10 000
ASIAN 2% 04/26 ASIA 12 745 0.0 13 000
UMBS MORTPASS 4% 05/49 FN 6 305 0.0 6 611
CMS ENERGY 4.875% 03/44 CMS 16 181 0.0 18 000
BANK 3.419% 05/50 BANK 10 460 0.0 10 577
BORGWARNER 2.65% 07/27 BWA 9 610 0.0 10 000
CBOE GLOBAL 1.625% 12/30 CBOE 9 425 0.0 11 000
CD 2017-CD6 3.332% 11/50 CD 9 920 0.0 10 068
CFCRE 3.6436% 12/54 CFCRE 6 123 0.0 6 177
CITIGROUP 3.003% 05/49 CGCMT 14 093 0.0 14 186
CIGNA 3.4% 03/27 CI 9 820 0.0 10 000
FHLMCGLD 4% 08/45 FG 8 478 0.0 8 921
AVALONBAY 2.95% 05/26 AVB 10 828 0.0 11 000
FHLMCGLD 4.5% 09/46 FG 16 445 0.0 16 610
UMBS MORTPASS 3.5% 02/41 FN 12 916 0.0 13 690
UMBS MORTPASS 3.5% 04/45 FN 11 122 0.0 11 789
UMBS MORTPASS 3.5% 04/49 FN 12 965 0.0 14 046
UMBS MORTPASS 3.5% 06/42 FN 9 037 0.0 9 579
UMBS MORTPASS 3.5% 07/49 FN 12 901 0.0 13 980
UMBS MORTPASS 3.5% 09/32 FN 7 981 0.0 8 043
UMBS MORTPASS 3.5% 10/42 FN 16 674 0.0 17 674
UMBS MORTPASS 3.5% 11/31 FN 7 601 0.0 7 682
UMBS MORTPASS 3.5% 11/31 FN 11 724 0.0 11 853
UMBS MORTPASS 3.5% 11/47 FN 10 338 0.0 11 186
UMBS MORTPASS 3.5% 12/42 FN 14 051 0.0 14 894
UMBS MORTPASS 3.5% 12/46 FN 16 391 0.0 17 508
UMBS MORTPASS 4% 02/41 FN 15 115 0.0 15 521
UMBS MORTPASS 4% 03/43 FN 10 578 0.0 10 874
UMBS MORTPASS 4% 03/46 FN 9 856 0.0 10 175
UMBS MORTPASS 4% 03/47 FN 12 479 0.0 13 032
UMBS MORTPASS 4% 04/49 FN 12 904 0.0 13 531
FHLMCGLD 4.5% 12/39 FG 14 818 0.0 14 834
UMBS MORTPASS 3.5% 03/32 FN 10 840 0.0 10 956
UMBS MORTPASS 4% 03/43 FN 12 484 0.0 12 848
UMBS MORTPASS 3.5% 01/42 FN 15 710 0.0 16 652
UMBS MORTPASS 2% 12/27 FN 10 842 0.0 11 146
FHLMCGLD 5.5% 09/37 FG 15 101 0.0 14 667
UMBS MORTPASS 3% 12/35 FN 8 504 0.0 8 991
FHLMCGLD 5.5% 10/35 FG 15 948 0.0 15 477
FHLMC 3.045% 08/26 FHMS 12 973 0.0 13 112
UMBS MORTPASS 2% 06/30 FN 12 945 0.0 13 408
UMBS MORTPASS 2% 07/29 FN 7 579 0.0 7 878
UMBS MORTPASS 2% 11/31 FN 10 857 0.0 11 454
FHLMC 1.846% 01/31 FHMS 8 800 0.0 10 000
UMBS MORTPASS 2.5% 01/33 FN 8 209 0.0 8 474
UMBS MORTPASS 3% 03/47 FN 5 828 0.0 6 502
UMBS MORTPASS 2.5% 09/28 FN 7 850 0.0 8 004
UMBS MORTPASS 2.5% 09/34 FN 5 665 0.0 6 019
UMBS MORTPASS 2.5% 11/32 FN 16 742 0.0 17 617
UMBS MORTPASS 3% 05/32 FN 7 834 0.0 8 109
UMBS MORTPASS 3% 01/48 FN 7 058 0.0 7 908
UMBS MORTPASS 2.5% 02/28 FN 9 539 0.0 9 748
UMBS MORTPASS 4% 11/33 FR 502 0.0 504
UMBS MORTPASS 4% 09/25 FR 70 0.0 70
UMBS MORTPASS 4% 04/49 FR 2 349 0.0 2 463
UMBS MORTPASS 3.5% 12/49 FR 1 713 0.0 1 857
UMBS MORTPASS 3.5% 11/34 FR 3 696 0.0 3 771
UMBS MORTPASS 3.5% 11/25 FR 1 377 0.0 1 387
UMBS MORTPASS 3% 09/33 FR 1 987 0.0 2 067
UMBS MORTPASS 3.5% 10/27 FR 2 721 0.0 2 738
UMBS MORTPASS 3.5% 05/49 FR 5 524 0.0 6 004
UMBS MORTPASS 2.5% 03/40 FR 2 196 0.0 2 432
UMBS MORTPASS 4.5% 11/30 FN 1 192 0.0 1 191
UMBS MORTPASS 4.5% 03/29 FN 518 0.0 518
GNMA II MORTPASS 4% 04/41 G2 5 498 0.0 5 672
UMBS MORTPASS 4% 11/33 FN 2 538 0.0 2 553
GNMA II MORTPASS 3% 09/47 G2 5 287 0.0 5 827
GNMA II MORTPASS 5% 09/48 G2 4 833 0.0 4 818
GNMA II MORTPASS 4% 05/40 G2 2 222 0.0 2 292
GNMA II MORTPASS 4% 06/40 G2 3 468 0.0 3 578
GNMA II MORTPASS 4% 07/41 G2 1 152 0.0 1 189
GNMA II MORTPASS 4% 09/40 G2 3 600 0.0 3 715
GNMA II MORTPASS 4% 11/39 G2 4 616 0.0 4 799
GNMA II MORTPASS 4% 11/41 G2 1 413 0.0 1 458
GNMA II MORTPASS 4% 12/41 G2 5 443 0.0 5 616
GNMA I 3.5% 03/48 GN 0 0.0 0
GNMA I MORTPASS 4% 04/43 GN 4 253 0.0 4 391
INTERNATIONA 2.125% 04/26 IFC 4 912 0.0 5 000
JAPAN BANK 2.75% 01/26 JBIC 988 0.0 1 000
MORGAN 3.383% 10/48 MSBAM 2 409 0.0 2 417
UNITED 1.375% 11/40 T 265 0.0 400
UMBS MORTPASS 4% 09/33 FN 1 373 0.0 1 376
UMBS MORTPASS 4% 09/48 FN 3 327 0.0 3 488
FHLMCGLD 4% 05/27 FG 124 0.0 124
UMBS MORTPASS 4% 09/27 FN 1 965 0.0 1 973
FHLMCGLD 4% 08/40 FG 612 0.0 625
CASH -3 478 0.0 -3 478
EURO 35 0.0 32
FHLMCGLD 2% 05/28 FG 4 629 0.0 4 767
FHLMCGLD 2.5% 04/33 FG 1 870 0.0 1 957
FHLMCGLD 3% 01/43 FG 2 117 0.0 2 321
FHLMCGLD 3% 06/30 FG 4 652 0.0 4 750
FHLMCGLD 3% 12/47 FG 4 881 0.0 5 458
FHLMCGLD 3.5% 02/42 FG 3 0.0 4
FHLMCGLD 3.5% 03/27 FG 5 534 0.0 5 595
FHLMCGLD 3.5% 05/47 FG 5 436 0.0 5 842
FHLMCGLD 3.5% 12/30 FG 2 637 0.0 2 648
FHLMCGLD 4% 04/43 FG 2 444 0.0 2 512
FHLMCGLD 4% 07/29 FG 87 0.0 88
FHLMCGLD 4% 09/27 FG 734 0.0 739
UMBS MORTPASS 4% 08/37 FN 1 567 0.0 1 581
FHLMCGLD 4% 11/41 FG 2 272 0.0 2 334
FHLMCGLD 4.5% 08/42 FG 1 819 0.0 1 821
FHLMCGLD 6% 05/40 FG 3 146 0.0 3 004
UMBS MORTPASS 2% 06/28 FN 4 126 0.0 4 262
UMBS MORTPASS 2.5% 02/28 FN 4 162 0.0 4 254
UMBS MORTPASS 2.5% 02/32 FN 2 051 0.0 2 136
UMBS MORTPASS 2.5% 10/27 FN 4 931 0.0 5 034
UMBS MORTPASS 3.5% 02/26 FN 4 196 0.0 4 219
UMBS MORTPASS 3.5% 02/43 FN 1 752 0.0 1 857
UMBS MORTPASS 3.5% 11/42 FN 1 297 0.0 1 375
UMBS MORTPASS 4% 01/34 FN 3 458 0.0 3 466
UMBS MORTPASS 4% 02/27 FN 4 355 0.0 4 377
UMBS MORTPASS 4% 05/26 FN 1 144 0.0 1 149
Security Description Ticker 0 0.0 0