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total market cap:
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Watchlist
Account
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
BBAG
#1576
ETF rank
$0.77 B
Marketcap
๐บ๐ธ US
Market
$44.03
Share price
-0.14%
Change (1 day)
-5.13%
Change (1 year)
๐๏ธ Bond ETFs
Categories
Market cap
Price history
Shares outstanding
Cost to borrow
Premium/Discount
Fees (Expense ratio)
Holdings
More
Cost to borrow
Premium/Discount
Fees (Expense ratio)
Distributions
JPMorgan BetaBuilders U.S. Aggregate Bond ETF - Holdings
Etf holdings as of
November 12, 2026
Number of holdings:
1326
Full holdings list
Weight %
Name
Ticker
ISIN
Shares Held
3.05%
JPMORGAN U.S. GOVERNMENT
MGMXX
23669066
2.12%
UNITED STATES 4.25% 08/35
T
US91282CNT44
17484000
1.69%
UNITED 3.875% 09/29
T
US91282CFL00
13496000
1.66%
UNITED STATES 3.5% 04/28
T
US91282CHA27
13094000
1.60%
UNITED STATES 2.75% 08/32
T
US91282CFF32
13969000
1.44%
UNITED STATES 3.5% 02/33
T
US91282CGM73
12136000
1.43%
UNITED STATES 3.5% 04/30
T
US91282CGZ86
11638700
1.20%
UNITED 3.875% 08/33
T
US91282CHT18
9958000
1.15%
UNITED 4.875% 10/30
T
US91282CJG78
8967000
1.13%
UNITED 3.625% 09/31
T
US91282CLM19
9302000
1.11%
UNITED 3.375% 05/33
T
US91282CHC82
9496000
0.92%
UMBS MORTPASS 3% 06/52
FN
US31418ED649
8625053
0.91%
UNITED 3.625% 02/53
T
US912810TN81
9572000
0.87%
UNITED STATES 3.75% 08/31
T
US91282CLJ89
7101000
0.76%
UNITED STATES 3.75% 12/28
T
US91282CJR34
6042000
0.76%
UNITED 4.125% 08/44
T
US912810UD80
6935000
0.75%
UNITED 3.625% 05/28
T
US91282CHE49
5924000
0.73%
UNITED 3.625% 05/53
T
US912810TR95
7679000
0.73%
GNMA II 2.5% 11/51
G2
US36179WR263
6969168
0.72%
UNITED STATES OF 4% 06/28
T
US91282CHK09
5684000
0.71%
UNITED STATES OF 4% 01/29
T
US91282CJW29
5615000
0.70%
UNITED 4.875% 08/45
T
US912810UN62
5830000
0.65%
UNITED 1.125% 02/28
T
US91282CBP59
5269000
0.64%
UMBS MORTPASS 2% 01/52
FR
US3132DPFC77
6505912
0.62%
UNITED 4.125% 07/28
T
US91282CHQ78
4898000
0.62%
UNITED 3.625% 08/29
T
US91282CLK52
4957000
0.62%
UNITED 4.125% 03/29
T
US91282CKG59
4863000
0.61%
UNITED STATES 3.5% 02/29
T
US91282CQA26
4905000
0.61%
UNITED STATES OF 4% 07/29
T
US91282CLC37
4841000
0.60%
UNITED STATES 4.75% 02/45
T
US912810UJ50
5111000
0.60%
UNITED STATES 0.75% 01/28
T
US91282CBJ99
4890000
0.60%
UNITED STATES OF 4% 02/34
T
US91282CJZ59
4958000
0.59%
UNITED 3.875% 02/43
T
US912810TQ13
5477800
0.58%
UNITED STATES 3.5% 09/29
T
US91282CLN91
4639000
0.56%
UNITED STATES 4.25% 02/54
T
US912810TX63
5224000
0.54%
UNITED 4.125% 08/53
T
US912810TT51
5227000
0.52%
GNMA II 3.5% 11/47
G2
US36179TLS23
4604854
0.52%
OTCBA FINRA CSH AT BROKER
4030000
0.51%
UNITED STATES OF 4% 02/28
T
US91282CGP05
3979000
0.50%
UMBS MORTPASS 5.5% 07/53
FN
US31418ET678
4012849
0.50%
UNITED STATES 3.75% 12/30
T
US91282CJQ50
4089000
0.48%
UNITED 2.625% 07/29
T
US91282CFC01
3920000
0.47%
UNITED STATES OF 4% 02/30
T
US91282CGQ87
3783000
0.47%
UNITED 4.625% 05/44
T
US912810UB25
4041000
0.47%
UNITED STATES OF 4% 04/32
T
US91282CNA52
3820000
0.45%
TBA UMBS SINGLE FAMILY 5%
FNCL
US01F0506C58
3762000
0.45%
UNITED STATES 4.5% 11/54
T
US912810UE63
4089000
0.45%
UNITED STATES 2.75% 05/29
T
US91282CES61
3686000
0.44%
UNITED STATES 1.25% 03/28
T
US91282CBS98
3620000
0.44%
UMBS MORTPASS 2% 02/52
FR
US3132DWC684
4473554
0.43%
UNITED 2.875% 08/28
T
US9128284V99
3464000
0.42%
UMBS MORTPASS 6% 02/55
FR
3276215
0.42%
UNITED STATES 1.25% 08/31
T
US91282CCS89
3846400
0.42%
UMBS MORTPASS 5.5% 03/53
FR
3323683
0.41%
UNITED STATES 4.5% 05/29
T
US91282CKT70
3219000
0.41%
UMBS MORTPASS 2.5% 04/52
FR
US3132DWDJ99
3945823
0.40%
UNITED 1.375% 11/31
T
US91282CDJ71
3700000
0.39%
GNMA II 4.5% 01/49
G2
US36179UKY72
3245939
0.39%
UNITED 3.625% 03/30
T
US91282CGS44
3157000
0.39%
TBA UMBS SINGLE FAMILY 6%
FNCL
US01F0606C40
3033000
0.38%
UNITED STATES 3.5% 01/30
T
US91282CGJ45
3085000
0.38%
UNITED 4.625% 11/44
T
US912810UF39
3264000
0.35%
UNITED 4.125% 08/30
T
US91282CHW47
2834400
0.35%
UNITED 3.875% 07/28
T
US91282CNM90
2720000
0.34%
GNMA II MORTPASS 2% 11/51
G2
US36179WRZ31
3388838
0.34%
UNITED 4.375% 11/30
T
US91282CJM47
2684000
0.33%
UNITED 4.625% 09/28
T
US91282CJA09
2589000
0.32%
TBA GNMA2 SINGLE 5.5%
G2SF
US21H0526B91
2543000
0.31%
UNITED STATES 4.5% 02/44
T
US912810TZ12
2710000
0.31%
UNITED 3.375% 08/42
T
US912810TK43
3067900
0.30%
UMBS MORTPASS 2% 12/51
FN
3070757
0.30%
UNITED 4.125% 03/31
T
US91282CKF76
2411000
0.30%
TBA UMBS SINGLE 4.5%
FNCL
US01F0426C22
2542000
0.30%
UMBS MORTPASS 5% 06/53
FN
US31418ES431
2437581
0.30%
GOLDMAN SACHS VAR 07/32
GS
US38141GYJ74
2674000
0.29%
UNITED 3.875% 05/29
T
US91282CQR50
2330000
0.29%
KINDER MORGAN 4.8% 02/33
KMI
US49456BAV36
2391000
0.29%
UMBS MORTPASS 2% 01/51
FR
US3133AD6H43
2931012
0.29%
MIZUHO VAR 07/32
MIZUHO
US60687YBT55
2600000
0.28%
GNMA II 5.5% 05/53
G2
US36179X2L97
2256662
0.28%
UMBS MORTPASS 2.5% 06/51
FN
US31418DZW54
2732855
0.28%
INTERNATIONA 1.125% 09/28
IBRD
US459058JZ74
2330000
0.28%
UNITED 4.625% 04/31
T
US91282CKN01
2186200
0.27%
UMBS MORTPASS 6% 03/55
FN
US31418FHZ36
2123821
0.27%
UNITED STATES 2.25% 02/52
T
US912810TD00
3774000
0.27%
SALESFORCE 1.95% 07/31
CRM
US79466LAJ35
2467000
0.27%
MORGAN STANLEY VAR 04/32
MS
US6174468X01
2449000
0.27%
TBA UMBS SINGLE 5.5%
FNCL
US01F0526C13
2136000
0.27%
UNITED 3.875% 05/43
T
US912810TS78
2478000
0.26%
UNITED STATES OF 4% 01/31
T
US91282CJX02
2070000
0.26%
UNITED STATES 3.25% 06/29
T
US91282CEV90
2069000
0.26%
UNITED 3.625% 10/30
T
US91282CPD73
2080000
0.25%
FORD MOTOR 2.9% 02/29
F
US345397B934
2117000
0.25%
UNITED 4.125% 02/36
T
US91282CPZ85
2100000
0.25%
DUKE ENERGY 6.4% 06/38
DUK
US341099CL11
1884000
0.24%
UMBS MORTPASS 2% 03/52
FN
2490197
0.24%
BANK OF NEW VAR 04/34
BNY
US06406RBR75
1971000
0.24%
GNMA II MORTPASS 4% 10/52
G2
US36179XHX75
2086029
0.24%
UNITED STATES 4.25% 02/31
T
US91282CKC46
1912000
0.24%
UNITED 5.375% 02/31
T
US912810FP85
1829000
0.24%
UNITED STATES 4.25% 06/29
T
US91282CKX82
1878000
0.24%
UNITED 4.375% 11/28
T
US91282CJN20
1846000
0.24%
WELLS FARGO & VAR 10/30
WFC
US95000U2G70
1967000
0.23%
EDISON 5.25% 11/28
EIX
US281020AY36
1838000
0.23%
ASTRAZENECA 1.75% 05/28
AZN
US04636NAE31
1890000
0.23%
UNITED 4.375% 07/33
T
US91282CRC72
1860000
0.23%
UNITED STATES OF 4% 07/30
T
US91282CHR51
1830000
0.22%
UMBS MORTPASS 5% 01/56
FN
1810012
0.22%
GNMA II MORTPASS 3% 04/52
G2
US36179W2V97
2009618
0.22%
UMBS MORTPASS 2% 12/36
FN
US31418D7K27
1902311
0.22%
UNITED STATES 4.5% 05/38
T
US912810PX00
1781000
0.21%
GNMA II MORTPASS 3% 09/51
G2
US36179WNF13
1954690
0.21%
GNMA II MORTPASS 5% 04/53
G2
US36179XX509
1730211
0.21%
ORACLE CORP 5.2% 09/35
ORCL
US68389XDM48
1949000
0.20%
UNITED 2.875% 05/52
T
US912810TG31
2452000
0.20%
LOCKHEED 3.6% 03/35
LMT
US539830BC24
1798000
0.20%
CALIFORNIA ST 7.55% 04/39
CAS
US13063A5G50
1400000
0.20%
UMBS MORTPASS 3.5% 08/52
FN
1802166
0.20%
T-MOBILE USA 4.375% 04/40
TMUS
US87264AAX37
1913000
0.20%
UMBS MORTPASS 4% 10/52
FR
US3132DWE581
1727616
0.20%
UNITED STATES 1.25% 05/28
T
US91282CCE93
1619000
0.19%
UNITED STATES 4.25% 08/54
T
US912810UC08
1815000
0.19%
UMBS MORTPASS 5.5% 11/54
FR
US3132DWMY65
1524143
0.19%
TBA UMBS SINGLE 2.5%
FNCL
US01F0226C40
1860000
0.19%
GNMA II MORTPASS 3% 05/52
G2
US36179W5C89
1737108
0.19%
UMBS MORTPASS 6.5% 06/54
FR
1430767
0.19%
TELEFONICA 4.665% 03/38
TELEFO
US87938WAV54
1702000
0.19%
UNITED STATES 1.25% 04/28
T
US91282CBZ32
1511000
0.18%
UNITED 3.375% 09/28
T
US91282CNY39
1472000
0.18%
GNMA II MORTPASS 5% 08/53
G2
US36179YDJ01
1491636
0.18%
BANK OF AMERICA VAR 03/32
BAC
US06051GJP54
1604000
0.18%
GNMA II MORTPASS 5% 06/53
G2
US36179X5G75
1455788
0.17%
GNMA II MORTPASS 6% 09/54
G2
US36180AAG85
1353297
0.17%
BROADCOM INC 4.926% 05/37
AVGO
US11135FBW05
1511000
0.17%
INTER-AMERIC 4.125% 02/28
IDBINV
US45828Q2B29
1319000
0.17%
UNITED 4.625% 05/54
T
US912810UA42
1486000
0.17%
UMBS MORTPASS 5% 07/53
FN
US31418ET595
1363738
0.17%
UMBS MORTPASS 2.5% 11/50
FN
1610390
0.16%
TENNESSEE 4.7% 07/33
TVA
US880591DV18
1315000
0.16%
3M CO 3.125% 09/46
MMM
US88579YAW12
1990000
0.16%
GENERAL MOTORS 2.4% 10/28
GM
US37045XDP87
1348000
0.16%
UMBS MORTPASS 2.5% 10/51
FR
1575769
0.16%
UNITED STATES 4.25% 05/35
T
US91282CNC19
1340000
0.16%
GNMA II MORTPASS 2% 12/50
G2
US36179VZQ66
1623012
0.16%
TYSON FOODS 4.875% 08/34
TSN
US902494AZ66
1338000
0.16%
AMAZON.COM 4.05% 08/47
AMZN
US023135BJ40
1726000
0.16%
PROVINCE OF 3.3% 03/28
ALTA
US013051EA13
1256000
0.16%
GNMA II MORTPASS 2% 12/51
G2
US36179WTX64
1555845
0.16%
MARSH & 2.25% 11/30
MRSH
US571748BN17
1365000
0.16%
CVS HEALTH 1.75% 08/30
CVS
US126650DN71
1386000
0.15%
M&T BANK CORP VAR 01/34
MTB
US55261FAR55
1262000
0.15%
UNITED STATES 4.25% 02/29
T
US91282CKD29
1213000
0.15%
GNMA II MORTPASS 5% 07/52
G2
US36179XBV73
1209597
0.15%
UMBS MORTPASS 2.5% 08/37
FN
1259959
0.15%
CATERPILLAR 1.1% 09/27
CAT
US14913R2G11
1172000
0.15%
GNMA II MORTPASS 6% 04/55
G2
1139280
0.15%
UMBS MORTPASS 1.5% 08/37
FN
1303857
0.15%
HSBC HOLDINGS VAR 03/36
HSBC
US404280ES41
1187000
0.15%
UMBS MORTPASS 2.5% 09/50
FR
1399899
0.14%
TBA UMBS SINGLE FAMILY 4%
FNCL
US01F0406C67
1270000
0.14%
INTERNATIONA 5.875% 11/32
IBM
US459200BB69
1102000
0.14%
TBA UMBS SINGLE FAMILY 2%
FNCL
US01F0206C85
1470000
0.14%
UMBS MORTPASS 2% 09/40
FN
1299379
0.14%
AVIS BUDGET 4.77% 02/29
AESOP
US05377RFP47
1100000
0.14%
UMBS MORTPASS 2% 04/51
FN
1404258
0.14%
UNITED 4.625% 02/46
T
US912810UT33
1210000
0.14%
TBA UMBS SINGLE FAMILY 2%
FNCI
US01F0204C04
1215000
0.14%
PFIZER INC 3.45% 03/29
PFE
US717081ET61
1120000
0.14%
UNITED STATES 4.5% 08/39
T
US912810QC53
1139000
0.14%
UMBS MORTPASS 2.5% 12/51
FR
1300646
0.14%
COCA-COLA 1.65% 06/30
KO
US191216CV08
1184000
0.13%
REPUBLIC 2.375% 03/33
RSG
US760759BA74
1206000
0.13%
UMBS MORTPASS 4.5% 10/52
FR
1091126
0.13%
ORACLE CORP 3.95% 03/51
ORCL
US68389XCA19
1812000
0.13%
BAT CAPITAL 4.39% 08/37
BATSLN
US05526DBD66
1141000
0.13%
UMBS MORTPASS 2% 04/37
FN
US31418ECU29
1102149
0.13%
FEDERAL HOME ZERO 12/29
FHLMC
US3134A3ZU35
1134000
0.12%
HSBC HOLDINGS VAR 06/31
HSBC
US404280CH04
1063000
0.12%
FHLMC 3.505% 03/29
FHMS
US3137FLN910
1000000
0.12%
UNITED STATES OF 5% 05/56
T
US912810UU06
1030000
0.12%
BLACKSTONE 3.25% 03/27
BCRED
US09261HAK32
954000
0.12%
REPUBLIC OF 4.95% 01/36
CHILE
US168863DZ80
990000
0.12%
MORGAN STANLEY VAR 01/31
MS
US6174468L62
1016000
0.12%
BOEING CO/THE 3.55% 03/38
BA
US097023BY08
1176000
0.12%
WESTPAC 1.953% 11/28
WSTP
US961214EW94
971000
0.12%
TELUS CORP 3.4% 05/32
TCN
US87971MBW29
1037000
0.12%
UMBS MORTPASS 2% 02/52
FN
US3140QNCK69
1193079
0.12%
SOUTHERN CO 5.15% 09/32
SO
US8426EPAF56
928000
0.11%
AERCAP IRELAND 3.3% 01/32
AER
US00774MAX39
1001000
0.11%
REPUBLIC OF 4.75% 03/35
PHILIP
US718286DC88
970000
0.11%
KRAFT HEINZ 6.5% 02/40
KHC
US50076QAN60
872000
0.11%
GILEAD 4.6% 09/35
GILD
US375558BG78
941000
0.11%
ORIENTAL 5.25% 09/60
URUGUA
US760942BG68
1025000
0.11%
FOX CORP 4.709% 01/29
FOXA
US35137LAH87
885000
0.11%
BANK OF AMERICA VAR 06/29
BAC
US06051GJZ37
910000
0.11%
BAXTER 1.73% 04/31
BAX
US071813CB37
1031000
0.11%
LINCOLN 3.05% 01/30
LNC
US534187BJ76
934000
0.11%
VERIZON 1.75% 01/31
VZ
US92343VFR06
1004000
0.11%
JAPAN 3.375% 06/28
JICA
US47109LAC81
876000
0.11%
INTERNATIONA 3.875% 02/30
IBRD
US459058KQ56
881000
0.11%
UMBS MORTPASS 2.5% 06/51
FN
1054994
0.11%
TARGET CORP 2.95% 01/52
TGT
US87612EBN58
1420000
0.11%
UNITED 4.625% 11/55
T
US912810UP11
950000
0.11%
UMBS MORTPASS 5.5% 01/53
FN
US31418EMT46
852765
0.11%
VISA INC 0.75% 08/27
V
US92826CAP77
850000
0.11%
SPACE 6.65% 07/56
SPCX
US84615QAJ22
990000
0.11%
UMBS MORTPASS 2% 11/51
FN
US3140QMHQ02
1079523
0.11%
ASIAN 4.375% 03/29
ASIA
US045167GD94
830000
0.11%
UNITED 4.125% 07/31
T
US91282CLD10
847000
0.10%
UMBS MORTPASS 4% 04/56
FN
913614
0.10%
UMBS MORTPASS 2% 12/51
FR
US3133AYL321
1048156
0.10%
PROVINCE OF 4.2% 07/33
BRCOL
US11070TAM09
849000
0.10%
UNITED 4.375% 02/38
T
US912810PW27
838000
0.10%
VIRGINIA 3.8% 09/47
D
US927804FY56
1094000
0.10%
SHELL 6.375% 12/38
RDSALN
US822905AU98
735000
0.10%
METLIFE INC 6.375% 06/34
MET
US59156RAJ77
740000
0.10%
NEW YORK AND 3.954% 08/19
NYPRES
US649322AF16
1210000
0.10%
CENCORA INC 2.7% 03/31
COR
US03073EAT29
852000
0.10%
GNMA II 5.5% 01/53
G2
US36179XQX74
774486
0.10%
VERIZON 2.355% 03/32
VZ
US92343VGN82
897000
0.10%
UNITED 4.625% 11/45
T
US912810UQ93
840000
0.10%
CITIGROUP INC VAR 06/31
C
US172967MS77
832000
0.10%
FHLMC 3.9% 07/30
FHMS
764001
0.10%
UNITED STATES 4.25% 11/34
T
US91282CLW90
784000
0.09%
UNITED 4.375% 11/39
T
US912810QD37
801000
0.09%
BANK OF AMERICA 5% 01/44
BAC
US06051GFC87
837000
0.09%
ELEVANCE 5.5% 10/32
ELV
US036752AW30
736000
0.09%
UNITED STATES 2.75% 02/28
T
US9128283W81
743000
0.09%
T-MOBILE USA 4.95% 11/35
TMUS
US87264ADX00
790000
0.09%
LOWE'S COS 5.15% 07/33
LOW
US548661EQ61
747000
0.09%
UNITED STATES 4.25% 05/39
T
US912810QB70
782900
0.09%
UMBS MORTPASS 4.5% 11/48
FN
761131
0.09%
REPUBLIC OF 2.45% 01/31
CHILE
US168863DP09
798000
0.09%
UMBS MORTPASS 6.5% 05/54
FR
692201
0.09%
TBA UMBS SINGLE FAMILY 5%
FNCI
US01F0504C76
720000
0.09%
UMBS MORTPASS 4.5% 12/52
FN
US31418ELW83
759508
0.09%
BRISTOL-MYERS 5.55% 02/54
BMY
US110122EK02
770000
0.09%
UBS 3.487% 08/50
UBSCM
US90276CAE12
700000
0.09%
UMBS MORTPASS 5.5% 03/53
FR
706379
0.09%
PUBLIC 5.25% 04/53
XEL
US744448CY50
806000
0.09%
UNITEDHEALTH 3.25% 05/51
UNH
US91324PEF53
1114000
0.09%
CITIGROUP INC VAR 04/48
C
US172967LJ87
900000
0.09%
KREDITANSTALT ZERO 04/36
KFW
US500769BR40
1108000
0.09%
UNITED 3.875% 08/34
T
US91282CLF67
740000
0.09%
UMBS MORTPASS 5.5% 02/53
FN
697049
0.09%
ERP OPERATING 1.9% 12/28
VMRK
US053484AC59
720000
0.09%
UMBS MORTPASS 5% 08/52
FN
708188
0.09%
SBNA AUTO 4.87% 07/29
SBALT
US78437KAD63
670000
0.09%
APPLE INC 1.2% 02/28
AAPL
US037833EC07
700000
0.09%
CITIGROUP INC VAR 11/33
C
US172967PA33
655000
0.09%
AT&T INC 4.5% 05/35
T
US00206RCP55
749000
0.09%
BRISTOL-MYERS 4.25% 10/49
BMY
US110122CR72
879000
0.08%
ZIONS BANCORP VAR 11/35
ZION
US98971DAC48
660000
0.08%
ENERGY 5.25% 04/29
ET
US29278NAG88
660000
0.08%
NEW MOUNTAIN 6.875% 02/29
NMFC
US647551AF79
660000
0.08%
STIFEL FINANCIAL 4% 05/30
SF
US860630AG72
695000
0.08%
UMBS MORTPASS 2% 02/42
FR
US3133KYWE57
787867
0.08%
WISCONSIN 1.95% 09/31
LNT
US976826BP11
771000
0.08%
EXTRA SPACE 5.4% 06/35
EXR
US30225VAU17
682000
0.08%
UNITED 3.875% 06/28
T
US91282CNH06
660000
0.08%
PORSCHE 4.69% 11/30
PILOT
650000
0.08%
UNITED 3.625% 08/28
T
US91282CNU17
660000
0.08%
AMGEN INC 2.3% 02/31
AMGN
US031162CW82
734000
0.08%
PACIFIC GAS 2.5% 02/31
PCG
US694308JG36
731000
0.08%
STARBUCKS CORP 3% 02/32
SBUX
US855244BC24
713000
0.08%
UMBS MORTPASS 5.5% 09/53
FN
US31418EV807
645956
0.08%
UMBS MORTPASS 1.5% 11/50
FR
US3132DWAD56
855800
0.08%
UNITED STATES OF 5% 05/45
T
US912810UL07
660000
0.08%
BANK OF AMERICA VAR 02/30
BAC
US06051GHQ55
643000
0.08%
UNITED STATES OF 4% 05/28
T
US91282CQS34
630000
0.08%
PUBLIC SERVICE 3.2% 03/50
XEL
US744448CS82
994000
0.08%
UNITED 2.625% 02/29
T
US9128286B18
648000
0.08%
ALPHABET INC 2.25% 08/60
GOOGL
US02079KAG22
1373000
0.08%
UNITED 4.625% 02/55
T
US912810UG12
700000
0.08%
UMBS MORTPASS 5.5% 10/55
FN
631836
0.08%
FHLMC 1.341% 06/30
FHMS
US3137FV5N89
700000
0.08%
UMBS MORTPASS 5% 12/52
FN
633760
0.08%
REPUBLIC OF 5.125% 09/34
POLAND
US731011AY80
630000
0.08%
MITSUBISHI 3.751% 07/39
MUFG
US606822BK96
750000
0.08%
ABBOTT 1.15% 01/28
ABT
US002824BP42
627000
0.08%
UMBS MORTPASS 2.5% 07/51
FN
US31418D2M38
742083
0.08%
UMBS MORTPASS 6% 06/54
FR
US3142GR6Y16
594508
0.08%
INTEL CORP 5.15% 02/34
INTC
US458140CL20
630000
0.08%
INTEL CORP 2% 08/31
INTC
US458140BU38
699000
0.07%
UNITED MEXICAN 4.6% 01/46
MEX
US91086QBF46
810000
0.07%
SEMPRA 3.8% 02/38
SRE
US816851BH17
721000
0.07%
ALTRIA GROUP 5.375% 01/44
MO
US02209SAR40
658000
0.07%
HSBC HOLDINGS VAR 03/29
HSBC
US404280DU06
567000
0.07%
UNITED 4.125% 03/32
T
US91282CMT52
592000
0.07%
UMBS MORTPASS 1.5% 02/51
FR
770556
0.07%
NATIONAL 3.905% 06/27
NAB
US63254ABE73
568000
0.07%
UMBS MORTPASS 5.5% 10/54
FR
577793
0.07%
UMBS MORTPASS 6% 08/53
FN
564418
0.07%
UMBS MORTPASS 2.5% 01/50
FR
695797
0.07%
GATX CORP 4.9% 03/33
GATX
US361448BK84
591000
0.07%
PROVINCE OF 4.9% 04/29
BRCOL
US110709AL63
560000
0.07%
PROVINCE OF 4.75% 06/34
BRCOL
US110709AN20
574000
0.07%
UNITED 3.875% 03/28
T
US91282CQH78
560000
0.07%
UMBS MORTPASS 2% 03/52
FN
712189
0.07%
BARCLAYS PLC VAR 08/33
BACR
US06738ECA10
554000
0.07%
TBA GNMA2 SINGLE 2%
G2SF
US21H0206C48
695000
0.07%
UMBS MORTPASS 1.5% 12/36
FR
622008
0.07%
TRUIST VAR 06/29
TFC
US89788MAE21
570000
0.07%
WELLS FARGO & 4.3% 07/27
WFC
US94974BGL80
542000
0.07%
NOMURA 2.71% 01/29
NOMURA
US65535HBB42
572000
0.07%
OKLAHOMA GAS 4.15% 04/47
OGE
US678858BR12
715000
0.07%
TWDC ENTERPRISES 3% 07/46
DIS
US25468PDN33
834000
0.07%
UMBS MORTPASS 2% 08/50
FN
694496
0.07%
HUNTINGTON VAR 08/36
HBAN
US446150AX20
637000
0.07%
UMBS MORTPASS 1.5% 12/50
FN
US31418DVB53
727374
0.07%
BARCLAYS PLC VAR 09/35
BACR
US06738ECV56
560000
0.07%
TBA GNMA2 SINGLE 2.5%
G2SF
US21H0226C02
650000
0.07%
UMBS MORTPASS 6.5% 01/54
FR
US3132DWKJ17
516554
0.07%
TEXAS 2.9% 11/27
TXN
US882508BC78
532000
0.07%
UNITED 2.659% 05/31
MEX
US91087BAM28
598000
0.07%
META 5.75% 11/65
META
US30303M8Y18
660000
0.07%
BENCHMARK 2.669% 12/54
BMARK
US08163MAE75
600000
0.07%
AMERICAN TOWER 2.1% 06/30
AMT
US03027XBC39
580000
0.07%
UMBS MORTPASS 4% 03/53
FN
575905
0.07%
FNMA MORTPASS 4.5% 06/51
FN
545457
0.07%
UMBS MORTPASS 6% 02/53
FN
509255
0.07%
HERSHEY 3.375% 08/46
HSY
US427866AW83
750000
0.07%
COMCAST CORP 4.8% 05/33
CMCSA
US20030NEE76
541000
0.07%
BOEING CO/THE 3.6% 05/34
BA
US097023CJ22
587000
0.06%
GOLDMAN SACHS VAR 02/33
GS
US38141GZM94
574000
0.06%
CITIGROUP INC VAR 03/31
C
US172967MP39
519000
0.06%
COCA-COLA 2.6% 06/50
KO
US191216CX63
874000
0.06%
UMBS MORTPASS 3.5% 05/49
FN
563612
0.06%
WELLS FARGO 3.453% 07/50
WFCM
500000
0.06%
DTE ELECTRIC 3.75% 08/47
DTE
US23338VAG14
697000
0.06%
REALTY INCOME 3.25% 01/31
O
US756109AX24
538000
0.06%
HUMANA INC 4.8% 03/47
HUM
US444859BG60
630000
0.06%
FEDERAL 0.875% 08/30
FNMA
US3135G05Q27
570000
0.06%
BARCLAYS PLC 4.95% 01/47
BACR
US06738EAV74
590000
0.06%
PROVINCE OF 1.6% 02/31
ONT
US68323AFH23
560000
0.06%
UMBS MORTPASS 6.5% 03/53
FN
479715
0.06%
THERMO FISHER 1.75% 10/28
TMO
US883556CK68
516000
0.06%
METLIFE INC 5.7% 06/35
MET
US59156RAM07
487000
0.06%
UNITED 3.25% 04/30
MEX
US91087BAH33
523000
0.06%
TBA GNMA2 SINGLE 4%
G2SF
US21H0406C20
551000
0.06%
ANHEUSER-BUSCH 4.7% 02/36
ABIBB
US03522AAH32
519000
0.06%
SHELL FINANCE US 3% 11/51
RDSALN
US822905BC81
803000
0.06%
WELLS FARGO & VAR 07/34
WFC
US95000U3F88
487000
0.06%
FHLMC VAR 11/30
FHMS
US3137FKKN59
500000
0.06%
FNMA-ACES 2.522% 08/29
FNA
US3136B6XJ73
510879
0.06%
BAPTIST 3.115% 11/71
BAPTST
US066836AC15
900000
0.06%
FHLMC VAR 10/28
FHMS
US3137FJZ934
487705
0.06%
UMBS MORTPASS 2% 01/52
FN
608177
0.06%
INTERNATIONA 1.625% 11/31
IBRD
US459058KA05
546000
0.06%
UNIVERSITY 2.256% 09/50
UNIHGR
US915217XF53
880000
0.06%
SUZANO AUSTRIA 6% 01/29
SUZANO
US86964WAF95
464000
0.06%
UMBS MORTPASS 6% 07/54
FN
464166
0.06%
UMBS MORTPASS 2.5% 05/51
FN
562150
0.06%
TD SYNNEX CORP 5.3% 10/35
SNX
US87162WAN02
500000
0.06%
ALEXANDRIA 4.9% 12/30
ARE
US015271AU38
475000
0.06%
UMBS MORTPASS 1.5% 05/51
FR
US3132DWBN20
628001
0.06%
GOLDMAN SACHS VAR 02/28
GS
US38141GZK39
461000
0.06%
BANK 2018-BNK13 VAR 08/61
BANK
500000
0.06%
EQUINOR ASA 3.25% 11/49
EQNR
US29446MAC64
714000
0.06%
DEUTSCHE BANK VAR 02/34
DB
US251526CT41
444000
0.06%
UNITED STATES OF 3% 08/52
T
US912810TJ79
697000
0.06%
OESTERREICHI 4.125% 01/29
OKB
US676167CL17
460000
0.06%
ASIAN 1.25% 06/28
ASIA
US045167FF51
478000
0.06%
CVS HEALTH 4.125% 04/40
CVS
US126650DK33
565000
0.06%
CALIFORNIA 2.719% 11/52
CASHGR
US13077DRW47
750000
0.06%
STATE OF 5.375% 03/29
ISRAEL
US46514BRN90
453000
0.06%
UMBS MORTPASS 5% 03/53
FN
472052
0.06%
BANK 2.403% 03/63
BANK
US06540JBG67
500000
0.06%
REPUBLIC OF 4.3% 04/53
PANAMA
US698299BB98
633000
0.06%
UMBS MORTPASS 3% 03/47
FN
517234
0.06%
GEORGIA POWER 4.95% 05/33
SO
US373334KT78
463000
0.06%
DOMINION 5.1% 06/65
D
US837004CJ73
546000
0.06%
UMBS MORTPASS 5% 02/56
FN
US3140Y8GZ35
472584
0.06%
META 6.45% 05/66
META
US30303MAL63
510000
0.06%
UMBS MORTPASS 3.5% 08/49
FN
505208
0.06%
UNION PACIFIC 2.95% 03/52
UNP
US907818FW39
757000
0.06%
SHELL 2.375% 11/29
RDSALN
US822905AF22
477000
0.06%
KEURIG DR 3.95% 04/29
KDP
US49271VAP58
456000
0.06%
FEDERAL REALTY 3.2% 06/29
FRT
US313747AZ04
460000
0.06%
SANTANDER UK VAR 11/28
SANUK
US80281LAG05
440000
0.06%
BANK 2.47% 09/64
BANK
US06540DBH70
500000
0.06%
UNION 3.375% 02/35
UNP
US907818EB01
507000
0.06%
EQUIFAX INC 3.1% 05/30
EFX
US294429AS42
470000
0.06%
DOW CHEMICAL 2.1% 11/30
DOW
US260543DC49
496000
0.06%
YAMANA GOLD 2.63% 08/31
YRICN
US98462YAF79
502000
0.06%
UMBS MORTPASS 2% 02/52
FR
558147
0.06%
UMBS MORTPASS 2.5% 10/35
FN
473461
0.05%
CITIGROUP INC VAR 03/30
C
US172967ME81
439000
0.05%
CITIGROUP INC VAR 03/29
C
US17327CAW38
425000
0.05%
COMCAST CORP 3.55% 05/28
CMCSA
US20030NCH26
433000
0.05%
T-MOBILE USA INC 3% 02/41
TMUS
US87264ABL89
625000
0.05%
CONSUMERS 3.25% 08/46
CMS
US210518CZ72
627000
0.05%
ABBVIE INC 4.05% 11/39
ABBV
US00287YCA55
506000
0.05%
DUKE ENERGY 2.125% 06/30
DUK
US26442EAH36
470000
0.05%
WYETH LLC 5.95% 04/37
PFE
US983024AN02
417000
0.05%
HOME DEPOT 2.8% 09/27
HD
US437076BT82
426000
0.05%
UNITED STATES 4.25% 02/28
T
US91282CMN82
420000
0.05%
UMBS MORTPASS 2.5% 04/50
FR
514720
0.05%
RIO TINTO 7.25% 03/31
RIOLN
US013716AQ81
391000
0.05%
INTERNATIONA 1.375% 04/28
IBRD
US459058JW44
437000
0.05%
NORTHERN TRUST VAR 11/40
NTRS
US665859AZ76
450000
0.05%
BANK OF AMERICA VAR 04/33
BAC
US06051GKQ19
437000
0.05%
BANCO 6.921% 08/33
SANTAN
US05964HAV78
400000
0.05%
TENNESSEE 4.875% 05/35
TVA
US880591FD91
420000
0.05%
UNION 2.891% 04/36
UNP
US907818FQ60
509000
0.05%
SVENSK 4.125% 06/28
SEK
US87031CAL72
409000
0.05%
WRKCO INC 3% 06/33
SW
US92940PAG90
477000
0.05%
EXELON CORP 4.7% 04/50
EXC
US30161NAY76
515000
0.05%
UMBS MORTPASS 1.5% 04/41
FN
US31418DYG14
491886
0.05%
REPUBLIC OF 2.65% 12/45
PHILIP
US718286CL96
692000
0.05%
BLACK HILLS 5.95% 03/28
BKH
US092113AV12
396000
0.05%
UMBS MORTPASS 2% 12/50
FN
517239
0.05%
UMBS MORTPASS 2% 02/37
FR
US3132D6BJ82
446864
0.05%
REPUBLIC OF 4.55% 01/28
INDON
US455780DQ66
400000
0.05%
ROPER 1.4% 09/27
ROP
US776743AN67
407000
0.05%
ELI LILLY & 4.95% 02/63
LLY
US532457CH90
480000
0.05%
UMBS MORTPASS 5.5% 02/56
FR
405480
0.05%
JOHNSON & 2.45% 09/60
JNJ
US478160CT90
800000
0.05%
CALIFORNIA 3.65% 09/19
CALTEC
US13034VAD64
670000
0.05%
ARCH CAPITAL 7.35% 05/34
ACGL
US03937LAA35
360000
0.05%
TBA UMBS SINGLE 1.5%
FNCI
US01F0124C76
450000
0.05%
UMBS MORTPASS 4.5% 07/52
FR
421572
0.05%
FHLMCGLD 3.5% 10/45
FG
432986
0.05%
UMBS MORTPASS 6% 05/54
FN
388804
0.05%
UMBS MORTPASS 1.5% 11/41
FN
US3140XFK675
477800
0.05%
UMBS MORTPASS 4% 03/45
FN
418295
0.05%
TBA UMBS SINGLE FAMILY 3%
FNCL
US01F0306C76
465000
0.05%
FNMA-ACES VAR 08/28
FNA
US3136B27L04
394002
0.05%
ENERGY TRANSFER 5% 05/50
ET
US29278NAR44
478000
0.05%
BAXTER 3.5% 08/46
BAX
US071813BP32
580000
0.05%
PARKER-HANNIF 4.25% 09/27
PH
US701094AR58
382000
0.05%
EUROPEAN 0.75% 09/30
EIB
US298785JH03
445000
0.05%
VISA INC 4.15% 12/35
V
US92826CAE21
418000
0.05%
UMBS MORTPASS 6.5% 11/53
FN
US31418EXW55
373192
0.05%
AMAZON.COM INC 2.7% 06/60
AMZN
US023135BU94
788000
0.05%
UDR INC 3.1% 11/34
UDR
US90265EAS90
460000
0.05%
VMWARE LLC 1.8% 08/28
VMW
US928563AK15
399000
0.05%
GNMA II 2.5% 08/50
G2
US36179VSG67
459954
0.05%
CATERPILLAR 4.75% 05/64
CAT
US149123CE90
466000
0.05%
UNITEDHEALTH 4.5% 04/33
UNH
US91324PEV04
395000
0.05%
FHLMC 2.537% 10/29
FHMS
US3137FQKC64
400000
0.05%
AMERICAN 2.3% 03/30
AEP
US025537AN10
410000
0.05%
AMAZON.COM 3.15% 08/27
AMZN
US023135BC96
374000
0.05%
ONEOK LLC 5.7% 11/54
OKE
US682680CF86
416000
0.05%
WESTERN UNION 2.75% 03/31
WU
US959802BA61
420000
0.05%
EUROPEAN 3.625% 07/30
EIB
US298785JW79
385000
0.05%
BP CAPITAL 3% 02/50
BPLN
US10373QBG47
605000
0.05%
UMBS MORTPASS 6% 06/54
FR
US3132DWLU52
368165
0.05%
FHLMC 3.444% 12/27
FHMS
US3137FEBQ22
371174
0.05%
UMBS MORTPASS 2% 01/51
FN
474638
0.05%
TBA GNMA2 SINGLE 3%
G2SF
US21H0306C39
430000
0.05%
MATTEL INC 5.45% 11/41
MAT
US577081AW27
410000
0.05%
UMBS MORTPASS 3% 11/49
FN
428569
0.05%
BAT CAPITAL 7.079% 08/43
BATSLN
US054989AC24
345000
0.05%
PHILLIPS 66 3.75% 03/28
PSX
US718547AH57
369000
0.05%
TBA UMBS SINGLE 3.5%
FNCL
US01F0326C31
420000
0.05%
CISCO SYSTEMS 5.9% 02/39
CSCO
US17275RAD44
363000
0.05%
DOW CHEMICAL 5.25% 11/41
DOW
US260543CE14
419000
0.05%
DIAMONDBACK 6.25% 03/53
FANG
US25278XAW92
366000
0.05%
MASTERCARD INC 3.3% 03/27
MA
US57636QAR56
360000
0.05%
UMBS MORTPASS 2.5% 09/50
FN
440926
0.05%
UMBS MORTPASS 2.5% 06/51
FN
441442
0.05%
CONAGRA BRANDS 5.3% 11/38
CAG
US205887CD22
397000
0.05%
FORD MOTOR 5.869% 10/35
F
US345397H899
380000
0.05%
BANCO 2.749% 12/30
SANTAN
US05971KAG40
400000
0.05%
UNITED 6.338% 05/53
MEX
US91087BAX82
408000
0.05%
WALT DISNEY 3.7% 03/27
DIS
US254687FP66
352000
0.05%
UNITEDHEALTH 5.8% 03/36
UNH
US91324PAR38
351000
0.04%
WELLS FARGO & 3.9% 05/45
WFC
US94974BGK08
470000
0.04%
ENTERPRISE 4.8% 02/49
EPD
US29379VBU61
419000
0.04%
O'REILLY 3.9% 06/29
ORLY
US67103HAH03
357000
0.04%
INTEL CORP 2.45% 11/29
INTC
US458140BH27
378000
0.04%
ONEOK LLC 3.4% 09/29
OKE
US682680AY93
362000
0.04%
GNMA II MORTPASS 2% 06/51
G2
US36179WG282
435855
0.04%
EUROPEAN 4.375% 10/31
EIB
US298785KE52
348000
0.04%
SHERWIN-WILLIA 4.5% 06/47
SHW
US824348AX47
431000
0.04%
UMBS MORTPASS 4% 09/50
FN
369195
0.04%
UNITED 2.875% 04/29
T
US91282CEM91
352000
0.04%
UMBS MORTPASS 3% 12/47
FR
389979
0.04%
ENERGY 4.95% 06/28
ET
US29278NAF06
337000
0.04%
AMCOR 2.63% 06/30
AMCR
US081437AT26
370000
0.04%
APOLLO GLOBAL VAR 12/54
APO
US03769MAD83
364000
0.04%
SAN DIEGO GAS 4.5% 08/40
SRE
US797440BM51
395000
0.04%
CHARTER 3.85% 04/61
CHTR
US161175BY99
611000
0.04%
PUGET SOUND 5.795% 03/40
PSD
US745332CB04
346000
0.04%
UNITEDHEALTH 3.125% 05/60
UNH
US91324PEA66
602000
0.04%
GOLDEN ST 3.293% 06/42
GLDGEN
US38122NB686
455000
0.04%
MORGAN STANLEY VAR 07/38
MS
US61744YAL20
400000
0.04%
UMBS MORTPASS 2.5% 12/51
FN
406287
0.04%
FNMA MORTPASS 3% 07/60
FN
402641
0.04%
CONSTELLATION 5.8% 03/33
CEG
US210385AC48
324000
0.04%
UMBS MORTPASS 2% 09/50
FN
413392
0.04%
FEDEX CORP 4.25% 05/30
FDX
US31428XBZ87
337000
0.04%
FREEPORT-MCMO 5.45% 03/43
FCX
US35671DBC83
359000
0.04%
UMBS MORTPASS 2.5% 01/42
FN
374803
0.04%
UMBS MORTPASS 2.5% 12/50
FR
399790
0.04%
ESSENTIAL 5.4% 12/35
EPRT
US29670VAB53
342000
0.04%
MORGAN STANLEY VAR 07/28
MS
US61744YAK47
324000
0.04%
UMBS MORTPASS 2.5% 08/51
FN
398297
0.04%
PROVINCE OF 2% 10/29
ONT
US68323AFG40
347000
0.04%
ALABAMA POWER CO 3% 03/52
SO
US010392FW36
540000
0.04%
INTEL CORP 4.25% 12/42
INTC
US458140AP51
434000
0.04%
ENTERPRISE 6.65% 10/34
EPD
US293791AP47
300000
0.04%
NORFOLK 5.05% 08/30
NSC
US655844CR73
320000
0.04%
BANK OF NOVA VAR 05/37
BNS
US06417XAG60
340000
0.04%
MERCK & CO INC 3.4% 03/29
MRK
US58933YAX31
327000
0.04%
ZOETIS INC 4.7% 02/43
ZTS
US98978VAH69
375000
0.04%
TBA UMBS SINGLE FAMILY 4%
FNCI
US01F0404C85
335000
0.04%
UNITED 3.875% 09/32
T
US91282CNZ04
331000
0.04%
CONOCOPHILLIPS 5.5% 01/55
COP
US20826FBM77
350000
0.04%
DIAMONDBACK 5.75% 04/54
FANG
US25278XBA63
339000
0.04%
NORTHERN 4.5% 06/52
XEL
US665772CV98
400000
0.04%
CANADA BOND 4.25% 05/31
CANADA
US135087U513
320000
0.04%
EXPEDIA GROUP 2.95% 03/31
EXPE
US30212PBH73
349000
0.04%
AON GLOBAL LTD 4.6% 06/44
AON
US00185AAG94
385000
0.04%
UMBS MORTPASS 5% 10/40
FN
319150
0.04%
PROCTER & 3.95% 01/28
PG
US742718FZ79
312000
0.04%
JOHN DEERE 3.35% 04/29
DE
US24422EWE57
322000
0.04%
CISCO SYSTEMS 4.85% 02/29
CSCO
US17275RBR21
310000
0.04%
UNITED 5.875% 08/38
UAL
US90932WAB90
319889
0.04%
REPUBLIC OF 5.375% 04/36
POLAND
US857524AK89
320000
0.04%
LOCKHEED 6.15% 09/36
LMT
US539830AR02
295000
0.04%
UMBS MORTPASS 1.5% 06/51
FN
US31418DZU98
415191
0.04%
UMBS MORTPASS 1.5% 02/37
FR
US3132D6BH27
350933
0.04%
UMBS MORTPASS 3.5% 03/50
FN
347110
0.04%
UMBS MORTPASS 2.5% 07/50
FR
378349
0.04%
UNITED PARCEL 6.2% 01/38
UPS
US911312AJ59
296000
0.04%
FORD MOTOR 6.8% 05/28
F
US345397C924
300000
0.04%
AERCAP 3.65% 07/27
AER
US00774MAB19
306000
0.04%
STATE STREET VAR 11/34
STT
US857477CG64
300000
0.04%
CAPITAL ONE 3.8% 01/28
COF
US14040HBW43
307000
0.04%
UMBS MORTPASS 6% 10/54
FN
301866
0.04%
MORGAN STANLEY VAR 01/52
MS
US6174468Y83
530000
0.04%
COOPERATIEVE 5.25% 08/45
RABOBK
US21684AAD81
349000
0.04%
MCCORMICK & CO 4.2% 08/47
MKC
US579780AP26
406000
0.04%
MORGAN STANLEY VAR 04/39
MS
US61744YAR99
347000
0.04%
UMBS MORTPASS 2.5% 07/52
FR
US3132DS6D90
378125
0.04%
BERRY GLOBAL 5.8% 06/31
AMCR
US08576BAB80
298000
0.04%
GOLDMAN 6.125% 02/33
GS
US38141GCU67
290000
0.04%
UNITED 4.375% 05/40
T
US912810QH41
326000
0.04%
APTIV SWISS 3.1% 12/51
APTV
US03835VAJ52
524000
0.04%
HELMERICH & 5.5% 12/34
HP
US423452AN18
317000
0.04%
ALIBABA GROUP 3.25% 02/61
BABA
US01609WBA99
530000
0.04%
UMBS MORTPASS 6.5% 05/54
FR
292425
0.04%
KROGER CO/THE 5.4% 07/40
KR
US501044CN97
323000
0.04%
BRISTOL-MYERS 2.55% 11/50
BMY
US110122DS47
541000
0.04%
UNITED 3.875% 04/30
T
US91282CMZ13
300000
0.04%
BOSTON 2.55% 04/32
BXP
US10112RBE36
340000
0.04%
GNMA II MORTPASS 5% 06/35
G2
293073
0.04%
ENBRIDGE INC 2.5% 08/33
ENBCN
US29250NBF15
347000
0.04%
CHARTER 6.484% 10/45
CHTR
US161175BA14
344000
0.04%
UNITEDHEALTH 6.5% 06/37
UNH
US91324PAX06
271000
0.04%
HOME DEPOT 3.5% 09/56
HD
US437076BP60
446000
0.04%
REGIONS 1.8% 08/28
RF
US7591EPAT77
300000
0.04%
EUROPEAN 3.75% 02/33
EIB
US298785JV96
301000
0.04%
EXPEDIA GROUP 3.25% 02/30
EXPE
US30212PAR64
301000
0.04%
PNC FINANCIAL VAR 01/34
PNC
US693475BM68
290000
0.04%
STATE STREET VAR 11/34
STT
US857477BF90
300000
0.04%
UMBS MORTPASS 5.5% 07/40
FN
277598
0.04%
UMBS MORTPASS 4% 11/47
FR
305401
0.04%
UMBS MORTPASS 4% 11/43
FN
US3138XBAY07
299316
0.04%
FHLMC 2.519% 07/29
FHMS
US3137FNB820
295000
0.04%
APPLE INC 4.375% 05/45
AAPL
US037833BH21
339000
0.04%
JBS NV/JBS USA 3% 02/29
JBS
US46590XAN66
290000
0.04%
ARTHUR J 3.05% 03/52
AJG
US04316JAB52
470000
0.04%
UMBS MORTPASS 4% 05/52
FN
301644
0.04%
KIMCO REALTY 4.6% 02/33
KIM
US49446RBA68
289000
0.03%
ROYAL BANK OF 5% 05/33
RY
US78016HZQ63
280000
0.03%
UMBS MORTPASS 3.5% 06/47
FR
302192
0.03%
ATMOS ENERGY 2.85% 02/52
ATO
US049560AW50
470000
0.03%
UMBS MORTPASS 2.5% 04/42
FN
312385
0.03%
UMBS MORTPASS 6% 03/53
FR
267910
0.03%
COMCAST CORP 2.987% 11/63
CMCSA
US20030NDW83
580000
0.03%
FEDERAL HOME 6.75% 03/31
FHLMC
US3134A4AA29
250000
0.03%
WALT DISNEY 4.95% 10/45
DIS
US254687EX00
310000
0.03%
BANK OF AMERICA VAR 10/51
BAC
US06051GJM24
460000
0.03%
UNITED 3.625% 08/30
T
US91282CNX55
277000
0.03%
UMBS MORTPASS 2% 12/51
FR
US3133KNGL10
345384
0.03%
PROLOGIS LP 1.75% 07/30
PLD
US74340XBZ33
301000
0.03%
FORD 2.815% 06/70
FRDFND
US34531XAC83
520000
0.03%
FREEPORT-MCMOR 5.4% 11/34
FCX
US35671DBJ37
272000
0.03%
AT&T INC 4.85% 03/39
T
US00206RHK14
307000
0.03%
MASCO CORP 2% 10/30
MAS
US574599BP01
300000
0.03%
SUN 2.7% 07/31
SUI
US866677AE75
298000
0.03%
PFIZER INC 4% 12/36
PFE
US717081EC37
298000
0.03%
UMBS MORTPASS 3.5% 01/35
FN
276679
0.03%
UNITED 3.625% 10/42
UPS
US911312AR75
349000
0.03%
L3HARRIS 5.054% 04/45
LHX
US413875AT20
300000
0.03%
VYLOR INC 4.8% 05/33
VYLR
US92892RAH12
278000
0.03%
JOHNSON CONTROLS 2% 09/31
JCI
US47837RAD26
304000
0.03%
NVR INC CALLABLE 3% 05/30
NVR
US62944TAF21
282000
0.03%
T-MOBILE USA 2.4% 03/29
TMUS
US87264ACS24
276000
0.03%
HELMERICH & 2.9% 09/31
HP
US423452AG66
296000
0.03%
FEDEX CORP 3.1% 08/29
FDX
US31428XBV73
274000
0.03%
ENTERPRISE 7.55% 04/38
EPD
US29379VAM54
230000
0.03%
ASIAN 4.5% 01/30
AIIB
US04522KAP12
260000
0.03%
BANK OF NOVA 5.25% 06/28
BNS
US06418GAD97
256000
0.03%
HALLIBURTON 4.85% 11/35
HAL
US406216BJ98
278000
0.03%
BERKSHIRE 2.5% 01/51
BRK
US084664CX75
470000
0.03%
ENERGY 6.25% 04/49
ET
US29279FAA75
270000
0.03%
APA CORP 5.35% 07/49
APA
US03743QBG29
298000
0.03%
INTERNATIONAL 1.25% 02/31
IBRD
US459058JR58
295000
0.03%
BAXTER 4.45% 02/29
BAX
US071813DC01
260000
0.03%
UMBS MORTPASS 2% 06/52
FN
334472
0.03%
PFIZER INC 3.6% 09/28
PFE
US717081EP40
258000
0.03%
PACIFIC GAS AND 3% 06/28
PCG
US694308JW85
261000
0.03%
EQUINIX INC 1.8% 07/27
EQIX
US29444UBG04
256000
0.03%
NASDAQ INC 6.1% 06/63
NDAQ
US63111XAL55
264000
0.03%
ENBRIDGE INC VAR 03/55
ENBCN
US29250NCG88
244000
0.03%
UMBS MORTPASS 1.5% 09/51
FN
339864
0.03%
HONEYWELL 1.95% 06/30
HON
US438516BZ80
280000
0.03%
AVNET INC 3% 05/31
AVT
US053807AU73
284000
0.03%
ALLY FINANCIAL 2.2% 11/28
ALLY
US02005NBP42
265000
0.03%
TEXAS A & M 3.66% 07/47
TAMHGR
US8821175V27
325000
0.03%
HSBC HOLDINGS 6.5% 05/36
HSBC
US404280DL07
247000
0.03%
UNITED 3.875% 03/28
T
US91282CMS79
250000
0.03%
BAXTER 2.272% 12/28
BAX
US071813CP23
264000
0.03%
BOSTON 3.25% 01/31
BXP
US10112RBD52
273000
0.03%
ENTERPRISE 4.95% 02/35
EPD
US29379VCG68
260000
0.03%
GNMA II 3.5% 06/51
G2
US36179WG514
283711
0.03%
OKLAHOMA GAS 5.9% 04/56
OGE
US678858CA77
260000
0.03%
ROYAL BANK 3.875% 05/32
RY
US78016FZQ08
265000
0.03%
INTER-AMERICA 2.25% 06/29
IADB
US4581X0DG01
260000
0.03%
LEIDOS INC 4.375% 05/30
LDOS
US52532XAF24
254000
0.03%
UMBS MORTPASS 3.5% 11/45
FN
271727
0.03%
ABBVIE INC 4.625% 10/42
ABBV
US00287YCZ07
286000
0.03%
UNITED STATES OF 3% 02/49
T
US912810SF66
357000
0.03%
UMBS MORTPASS 6.5% 03/53
FR
238100
0.03%
PACIFIC GAS 2.1% 08/27
PCG
US694308JF52
246000
0.03%
BANK 2.978% 11/62
BANK
US06540XBG51
260000
0.03%
PHILIP 3.375% 08/29
PM
US718172CJ63
253000
0.03%
UMBS MORTPASS 5.5% 01/41
FR
240006
0.03%
FHLMC VAR 05/33
FHMS
US3137FHQ630
250000
0.03%
ALPHABET INC 0.8% 08/27
GOOGL
US02079KAJ60
246000
0.03%
UNITED STATES OF 4% 06/32
T
US91282CNJ61
251000
0.03%
PACIFIC GAS 5.8% 05/34
PCG
US694308KR71
244000
0.03%
ATHENE HOLDING 3.5% 01/31
ATH
US04686JAC53
262000
0.03%
UMBS MORTPASS 3.5% 01/50
FN
271459
0.03%
UMBS MORTPASS 3% 05/37
FN
259123
0.03%
BERKSHIRE 3.8% 07/48
BRKHEC
US084659AP66
341000
0.03%
GEORGIA-PACI 8.875% 05/31
GP
US373298BU13
210000
0.03%
TRUSTEES OF 3.61% 02/19
UPENN
US91481CAC47
413000
0.03%
GILEAD SCIENCES 4% 09/36
GILD
US375558BJ18
271000
0.03%
UNITED 4.625% 05/31
T
US91282CKU44
240000
0.03%
CANADA BOND 3.75% 04/28
CANADA
US135087Q560
240000
0.03%
UMBS MORTPASS 1.5% 05/51
FN
323846
0.03%
FRANKLIN 2.95% 08/51
BEN
US354613AM38
410000
0.03%
COMCAST CORP 3.25% 11/39
CMCSA
US20030NCY58
338000
0.03%
UMBS MORTPASS 3.5% 08/49
FR
268524
0.03%
PG&E ENERGY 1.46% 07/33
PCG
US71710TAA60
256354
0.03%
MASTERCARD 2.95% 03/51
MA
US57636QAT13
390000
0.03%
REVVITY INC 1.9% 09/28
RVTY
US714046AM14
250000
0.03%
NXP BV / NXP 3.25% 11/51
NXPI
US62954HAN89
390000
0.03%
UMBS MORTPASS 3% 10/51
FR
281259
0.03%
UMBS MORTPASS 5.5% 04/56
FN
US31418FVY05
241480
0.03%
GEORGETOWN 5.215% 10/18
GTOWNU
US37310PAB76
294000
0.03%
UMBS MORTPASS 2% 09/41
FN
279078
0.03%
GNMA II 6.5% 09/53
G2
227026
0.03%
CONSOLIDATED 4.3% 12/56
ED
US209111FK46
320000
0.03%
UMBS MORTPASS 2.5% 08/51
FN
292372
0.03%
BANK OF AMERICA VAR 07/33
BAC
US06051GKY43
240000
0.03%
TRAVELERS COS 3.75% 05/46
TRV
US89417EAL39
320000
0.03%
ALABAMA POWER 3.45% 10/49
SO
US010392FT07
350000
0.03%
ORACLE CORP 6.125% 08/65
ORCL
US68389XDC65
320000
0.03%
UMBS MORTPASS 1.5% 05/36
FN
259991
0.03%
UMBS MORTPASS 3.5% 05/56
FN
263652
0.03%
UMBS MORTPASS 4.5% 08/52
FR
US3133KPUC03
246330
0.03%
NORFOLK 3.8% 08/28
NSC
US655844BZ09
231000
0.03%
UMBS MORTPASS 4.5% 06/44
FN
236860
0.03%
UMBS MORTPASS 3.5% 12/46
FR
248692
0.03%
UMBS MORTPASS 3.5% 05/52
FN
256875
0.03%
SABINE PASS 4.2% 03/28
SPLLLC
US785592AU04
224000
0.03%
INTERNATIONAL 1.75% 10/29
IBRD
US459058HJ50
241000
0.03%
UMBS MORTPASS 3% 04/35
FR
US3132CWKP85
233493
0.03%
UNITED MEXICAN 5% 04/51
MEX
US91087BAL45
300000
0.03%
EXPORT-IMPOR 5.125% 01/33
EIBKOR
US302154DW60
220000
0.03%
UMBS MORTPASS 5% 08/49
FN
227531
0.03%
GENERAL 3.75% 05/28
GD
US369550BC16
220000
0.03%
GNMA II MORTPASS 5% 07/55
G2
228192
0.03%
PRUDENTIAL 3.935% 12/49
PRU
US744320BA94
301000
0.03%
SAN DIEGO GAS & 3% 03/32
SRE
US797440CB87
240000
0.03%
SCE RECOVERY 2.943% 11/44
EIX
US78433LAE65
266000
0.03%
UNITED PARCEL 3.4% 11/46
UPS
US911312AZ91
310000
0.03%
UMBS MORTPASS 2.5% 01/51
FR
258312
0.03%
ROYAL 5.375% 01/36
RCL
US78017TAB98
220000
0.03%
AUTOZONE INC 4% 04/30
AZO
US053332AZ56
214000
0.03%
PG&E 4.451% 12/49
PCG
US693342AD95
250000
0.03%
UMBS MORTPASS 4% 08/50
FN
225765
0.03%
UMBS MORTPASS 3.5% 07/51
FN
233655
0.03%
UMBS MORTPASS 5% 04/54
FN
210780
0.03%
UMBS MORTPASS 3.5% 04/50
FN
230702
0.03%
UMBS MORTPASS 3% 02/47
FN
232147
0.03%
BANCO 5.439% 07/31
SANTAN
US05964HBG92
200000
0.03%
GS MORTGAGE VAR 03/51
GSMS
US36255NAT28
200000
0.03%
FEDERAL FARM 3.97% 11/28
FFCB
200000
0.03%
REPUBLIC OF 3.875% 03/28
PANAMA
US698299BF03
200000
0.02%
WALMART INC 1.5% 09/28
WMT
US931142ES82
206000
0.02%
TEXTRON INC 3.65% 03/27
TXT
US883203BX87
194000
0.02%
EXPORT 3.875% 02/28
EDC
US30216BJW37
195000
0.02%
GENERAL MOTORS 5.4% 10/29
GM
US37045VAY65
190000
0.02%
REPUBLIC OF 2.875% 10/29
ITALY
US465410BY32
200000
0.02%
FNMA-ACES VAR 02/27
FNA
US3136AV7G89
186915
0.02%
REPUBLIC OF 5.375% 02/35
POLAND
US857524AH50
193000
0.02%
BALTIMORE GAS 3.75% 08/47
EXC
US059165EJ51
264000
0.02%
WESTPAC BANKING VAR 11/35
WSTP
US961214EP44
210000
0.02%
CANADIAN 6.25% 03/38
CNQCN
US136385AL51
183000
0.02%
UMBS MORTPASS 3.5% 02/43
FN
200375
0.02%
KIMBERLY-CLARK 4.9% 03/33
KMB
US494368CP67
187000
0.02%
TAKEDA 2.05% 03/30
TACHEM
US874060AX48
200000
0.02%
UMBS MORTPASS 2.5% 04/42
FR
209339
0.02%
WESTPAC BANKING VAR 07/34
WSTP
US961214EF61
184000
0.02%
BANK OF AMERICA VAR 10/35
BAC
US06051GMD87
184000
0.02%
AMERICAN 3.45% 06/29
AWK
US03040WAU99
184000
0.02%
UMBS MORTPASS 3.5% 06/51
FR
US3132DWB363
202497
0.02%
UMBS MORTPASS 4.5% 05/49
FN
188374
0.02%
SOUTHERN 5.45% 06/52
EIX
US842400HR78
209000
0.02%
UMBS MORTPASS 2.5% 03/51
FN
209916
0.02%
UMASS 5.363% 07/52
UMASSH
US90407JAA60
198000
0.02%
UMBS MORTPASS 7% 03/53
FN
163981
0.02%
ASCENSION 3.106% 11/39
ASCHEA
US04352EAB11
225000
0.02%
UMBS MORTPASS 3.5% 12/48
FR
187741
0.02%
UMBS MORTPASS 3.5% 11/48
FN
184815
0.02%
TYSON FOODS 5.15% 08/44
TSN
US902494AY91
191000
0.02%
INTERNATIONA 0.875% 05/30
IBRD
US459058JC89
189000
0.02%
BROADCOM INC 2.6% 02/33
AVGO
US11135FCR01
203000
0.02%
WELLS FARGO & VAR 02/31
WFC
US95000U2J10
180000
0.02%
GOLDMAN SACHS VAR 04/29
GS
US38141GWV21
166000
0.02%
UMBS MORTPASS 6% 05/54
FN
161052
0.02%
UMBS MORTPASS 5.5% 02/56
FN
166033
0.02%
TRAVELERS COS 4.1% 03/49
TRV
US89417EAP43
215000
0.02%
POTOMAC 4.15% 03/43
EXC
US737679DE73
200000
0.02%
TBA UMBS SINGLE 3.5%
FNCI
US01F0324C58
170000
0.02%
TBA UMBS SINGLE FAMILY 3%
FNCI
US01F0304C94
170000
0.02%
PIEDMONT 5.1% 02/35
DUK
US720186AR65
161000
0.02%
REGAL REXNORD 6.05% 04/28
RRX
US758750AM58
150000
0.02%
BANK OF NOVA 2.45% 02/32
BNS
US06417XAE13
174000
0.02%
SOUTHERN 6% 01/34
EIX
US842400ES88
150000
0.02%
WORKDAY INC 3.7% 04/29
WDAY
US98138HAH49
155000
0.02%
ONEOK LLC 4.55% 07/28
OKE
US682680AU71
150000
0.02%
UMBS MORTPASS 3% 05/50
FN
174408
0.02%
RAYMOND JAMES 4.95% 07/46
RJF
US754730AF69
175000
0.02%
EXPAND ENERGY 5.7% 01/35
EXE
US165167DH73
150000
0.02%
CIGNA 3.4% 03/51
CI
US125523CQ19
225000
0.02%
GNMA II MORTPASS 4% 12/50
G2
US36179VZU78
156418
0.02%
RELX CAPITAL INC 3% 05/30
RELLN
US74949LAD47
152000
0.02%
UMBS MORTPASS 3.5% 11/47
FN
153055
0.02%
MORGAN 3.102% 11/49
MSBAM
US61766RAZ91
136616
0.02%
UMBS MORTPASS 2.5% 08/46
FN
162300
0.02%
CHARTER 3.95% 06/62
CHTR
US161175CG74
243000
0.02%
ALIBABA GROUP 2.7% 02/41
BABA
US01609WAY84
200000
0.02%
BANK 2.92% 12/52
BANK
US06541RBB87
142000
0.02%
3M CO 2.375% 08/29
MMM
US88579YBJ91
141000
0.02%
UMBS MORTPASS 2% 08/50
FN
US31418DRW47
169557
0.02%
UMBS MORTPASS 3.5% 05/52
FN
US3140QPAJ62
149255
0.02%
BANK OF NEW VAR 02/31
BNY
US06406RCB15
130000
0.02%
VERISK 5.25% 03/35
VRSK
US92345YAL02
135000
0.02%
UMBS MORTPASS 5% 06/53
FN
133211
0.02%
ENERGY 5.75% 02/33
ET
US29273VAQ32
124000
0.02%
DUPONT DE 5.319% 11/38
DD
US26078JAE01
128000
0.02%
EQUIFAX INC 2.35% 09/31
EFX
US294429AT25
140000
0.02%
ROYAL BANK OF VAR 02/31
RY
US78017DAC20
120000
0.02%
UMBS MORTPASS 5% 04/56
FN
US31418FVX22
124221
0.01%
WELLS FARGO 3.04% 10/52
WFCM
US95002BAE39
125000
0.01%
NXP BV / NXP 5.25% 08/35
NXPI
US62954HBH03
122000
0.01%
KILROY REALTY 2.5% 11/32
KRC
US49427RAQ56
143000
0.01%
UMBS MORTPASS 3% 05/42
FR
124075
0.01%
UMBS MORTPASS 2% 02/51
FN
142429
0.01%
UMBS MORTPASS 1.5% 07/51
FN
147545
0.01%
FEDERAL FARM 5.54% 09/45
FFCB
120000
0.01%
JOHN DEERE 4.125% 01/29
DE
US24422EYM55
110000
0.01%
BENCHMARK 4.2076% 07/51
BMARK
US08160BAD64
110000
0.01%
AMERICAN 4.45% 06/32
AWK
US03040WBA27
113000
0.01%
EUROPEAN 3.75% 05/29
EIB
US298785KR65
110000
0.01%
REPUBLIC OF 4.625% 04/31
POLAND
US857524AJ17
110000
0.01%
VMWARE LLC 2.2% 08/31
VMW
US928563AL97
125000
0.01%
PNC FINANCIAL VAR 07/36
PNC
US693475CE34
110000
0.01%
AMERICAN 5.25% 05/40
AAL
US02379VAA89
110000
0.01%
NORTHROP 5.2% 06/54
NOC
US666807CM21
121000
0.01%
GNMA II 6.5% 12/52
G2
US36179XNJ18
101916
0.01%
WALMART INC 4.15% 09/32
WMT
US931142EY50
110000
0.01%
EBAY INC 5.125% 11/35
EBAY
US278642BE25
110000
0.01%
JOHNSON 1.75% 09/30
JCI
US47837RAA86
117000
0.01%
TOTALENERGIE 4.724% 09/34
TTEFP
US89157XAD30
107000
0.01%
JOHNSON 5.5% 04/29
JCI
US477921AA87
100000
0.01%
UMBS MORTPASS 3% 04/47
FN
116549
0.01%
FEDERAL HOME 4.3% 05/28
FHLMC
100000
0.01%
POTOMAC 5.5% 03/54
EXC
US737679DJ60
110000
0.01%
FHLMCGLD 3% 02/47
FG
US3128MJZM58
114552
0.01%
UMBS MORTPASS 4% 10/47
FN
107542
0.01%
CITIBANK 3.96% 10/30
CCCIT
100000
0.01%
ABBVIE INC 4.5% 05/35
ABBV
US00287YAR09
105000
0.01%
UMBS MORTPASS 1.5% 12/50
FN
130622
0.01%
UMBS MORTPASS 3% 11/46
FN
US31418CDL54
110728
0.01%
AMAZON.COM 4.95% 12/44
AMZN
US023135AQ91
110000
0.01%
BANK 3.183% 08/61
BANK
US06540WBD48
100000
0.01%
RELX CAPITAL 4.75% 05/32
RELLN
US74949LAE20
97000
0.01%
MORGAN 3.127% 11/52
MSC
US61691UBE82
100000
0.01%
UMBS MORTPASS 3.5% 11/49
FR
105658
0.01%
ALLINA 3.887% 04/49
ALLINA
US01959LAC63
130000
0.01%
UMBS MORTPASS 2.5% 10/43
FN
108501
0.01%
CROWN CASTLE 3.8% 02/28
CCI
US22822VAK70
94000
0.01%
TBA GNMA2 SINGLE 5.5%
G2SF
US21H0526C74
95000
0.01%
AMERICAN HONDA 2% 03/28
HNDA
US02665WDW82
96000
0.01%
SUMITOMO MITSUI VAR 07/46
SUMIBK
US86562MEB28
100000
0.01%
UMBS MORTPASS 2.5% 07/35
FN
100421
0.01%
JEFFERIES 5.5% 02/36
JEF
US47233WLL18
100000
0.01%
QUALCOMM INC 4.65% 05/35
QCOM
US747525AJ27
98000
0.01%
CONOCOPHILLIPS 5.7% 09/63
COP
US20826FBH82
100000
0.01%
MORGAN 3.337% 12/49
MSC
US61691EAZ88
90378
0.01%
JEFFERIES 2.75% 10/32
JEF
US47233JDX37
110000
0.01%
TEXAS 3.922% 12/49
TXSTRN
US882667AZ12
120000
0.01%
PROVINCE OF 4.5% 06/29
ALTA
US013051EV59
90000
0.01%
WALT DISNEY 3.8% 03/30
DIS
US254687FQ40
93000
0.01%
UMBS MORTPASS 4% 11/44
FR
95439
0.01%
NXP BV / NXP 2.65% 02/32
NXPI
US62954HAJ77
102000
0.01%
EASTMAN 5.75% 03/33
EMN
US277432AX86
88000
0.01%
UNITED 6.05% 01/40
MEX
US91086QAV05
96000
0.01%
ARCELORMITTAL 6.55% 11/27
MTNA
US03938LBE39
86000
0.01%
TD SYNNEX 2.65% 08/31
SNX
US87162WAK62
101000
0.01%
UMBS MORTPASS 3.5% 01/47
FN
95163
0.01%
BP CAPITAL 4.812% 02/33
BPLN
US10373QBU31
90000
0.01%
ENERGY 5.95% 05/54
ET
US29273VAW00
95000
0.01%
AT&T INC 4.35% 03/29
T
US00206RHJ41
88000
0.01%
UMBS MORTPASS 3.5% 04/43
FR
94239
0.01%
EXXON MOBIL 3.452% 04/51
XOM
US30231GBM33
129000
0.01%
UMBS MORTPASS 2.5% 07/40
FN
97802
0.01%
NEXTERA 2.25% 06/30
NEE
US65339KBR05
95000
0.01%
ORACLE CORP 6.125% 07/39
ORCL
US68389XAH89
100000
0.01%
FHLMC VAR 06/33
FHMS
US3137FH2A03
91000
0.01%
MORGAN 3.72% 12/49
MSBAM
82715
0.01%
BOSTON 2.9% 03/30
BXP
US10112RBC79
90000
0.01%
MARRIOTT 3.5% 10/32
MAR
US571903BF91
90000
0.01%
UMBS MORTPASS 3.5% 11/45
FN
88363
0.01%
UMBS MORTPASS 5% 10/39
FN
80931
0.01%
UMBS MORTPASS 4% 02/49
FR
86652
0.01%
UMBS MORTPASS 3.5% 05/43
FN
85716
0.01%
UMBS MORTPASS 3% 11/46
FR
88115
0.01%
MOODY'S CORP 4.25% 02/29
MCO
US615369AP01
76000
0.01%
WILLIAMS COS 5.65% 03/33
WMB
US969457CJ76
75000
0.01%
NXP BV / NXP 4.3% 06/29
NXPI
US62954HAV06
76000
0.01%
FHLMCGLD 5.5% 09/36
FG
74952
0.01%
AMERICAN 5.625% 03/33
AEP
US025537AX91
72000
0.01%
AMERICAN 5.85% 11/27
AXP
US025816DB21
70000
0.01%
KIMBERLY-CLAR 5.05% 03/28
KMB
US494368CL53
70000
0.01%
UNION 5.125% 03/55
AEE
US906548CZ38
82000
0.01%
CANTOR 3.1163% 11/52
CF
75000
0.01%
BANK OF NEW 3.85% 04/28
BNY
US06406RAH03
70000
0.01%
UMBS MORTPASS 3% 06/49
FR
80128
0.01%
UBS COMMERCIAL VAR 11/50
UBSCM
70000
0.01%
UMBS MORTPASS 4% 04/49
FR
74855
0.01%
UMBS MORTPASS 4.5% 05/46
FN
US3138WG7L26
70986
0.01%
APOLLO GLOBAL 5.15% 08/35
APO
US03769MAE66
70000
0.01%
FHLMCGLD 3.5% 04/42
FG
70796
0.01%
LOWE'S COS INC 3% 10/50
LOW
US548661DZ79
110000
0.01%
UMBS MORTPASS 5% 08/44
FN
64381
0.01%
BLUE OWL 4.375% 02/32
OWL
US09581JAS50
70000
0.01%
SAFEHOLD GL 2.8% 06/31
SAFE
US78646UAA79
70000
0.01%
UMBS MORTPASS 3.5% 10/48
FN
67248
0.01%
AMERICAN 3.2% 12/29
AAL
US023765AA88
61820
0.01%
UMBS MORTPASS 4% 05/48
FN
65333
0.01%
CHARTER 2.8% 04/31
CHTR
US161175BU77
70000
0.01%
GNMA II MORTPASS 4% 10/43
G2
US36179NQ504
63931
0.01%
UMBS MORTPASS 4.5% 12/48
FN
62331
0.01%
BANK 4.005% 02/52
BANK
US065405AE24
60000
0.01%
FNMA-ACES VAR 09/28
FNA
US3136B3XY10
59351
0.01%
UMBS MORTPASS 4% 02/45
FN
61795
0.01%
JAPAN BANK 1.875% 04/31
JBIC
US471048CM82
65000
0.01%
FHLMCGLD 4% 06/47
FG
61929
0.01%
TARGA 6.125% 05/55
TRGP
US87612GAN16
60000
0.01%
UMBS MORTPASS 2% 06/35
FR
63192
0.01%
GEORGIA POWER 3.25% 03/51
SO
US373334KP56
89000
0.01%
BANK 2.851% 10/52
BANK
US06540BBD01
60000
0.01%
UMBS MORTPASS 2% 08/37
FN
57348
0.01%
RTX CORP 7.2% 08/27
RTX
US75513EBY68
50000
0.01%
ORACLE CORP 5.95% 09/55
ORCL
US68389XDR35
70000
0.01%
UMBS MORTPASS 3.5% 08/48
FR
57232
0.01%
UMBS MORTPASS 6% 07/41
FN
48743
0.01%
BENCHMARK VAR 01/51
BMARK
US08162PAX96
50000
0.01%
REPUBLIC OF 5.65% 01/53
INDON
US455780DS23
55000
0.01%
UBS COMMERCIAL VAR 12/50
UBSCM
US90276WAV90
50000
0.01%
ENTERPRISE VAR 08/77
EPD
US29379VBN29
49000
0.01%
DTE ELECTRIC 5.2% 03/34
DTE
US23338VAV80
50000
0.01%
CATERPILLAR 4.3% 05/44
CAT
US149123CD18
60000
0.01%
UMBS MORTPASS 5% 08/40
FN
49746
0.01%
FREEPORT-MCMO 4.25% 03/30
FCX
US35671DCF06
50000
0.01%
MORGAN 4.071% 03/52
MSC
US61768HAW60
50000
0.01%
PROVINCE OF 4.8% 06/35
BRCOL
US110709AQ50
50000
0.01%
UMBS MORTPASS 3% 01/47
FN
55289
0.01%
UMBS MORTPASS 4.5% 09/49
FN
51197
0.01%
META PLATFORMS 4.8% 05/30
META
US30303M8M79
48000
0.01%
UMBS MORTPASS 5.5% 11/39
FN
US31368HNQ29
47094
0.01%
PROVINCE OF 1.05% 05/27
ONT
US683234AQ19
47000
0.01%
UMBS MORTPASS 4% 01/46
FN
50099
0.01%
UMBS MORTPASS 5% 03/38
FN
47069
0.01%
SALES TAX 4.637% 01/40
STSGEN
50000
0.01%
ASIAN 4.125% 01/27
ASIA
45000
0.01%
AMPHENOL CORP 2.2% 09/31
APH
US032095AL53
50000
0.01%
PROGRESSIVE 4% 03/29
PGR
US743315AV57
44000
0.01%
PROCTER & 4.35% 01/29
PG
US742718GF07
43000
0.01%
CITIGROUP 5.875% 01/42
C
US172967FX46
43000
0.01%
MEMORIAL 5% 07/42
MSKCC
US586054AA68
47000
0.01%
FHLMC 2.673% 09/29
FHMS
US3137FQ3A94
44000
0.01%
UMBS MORTPASS 4% 11/45
FN
44505
0.01%
UMBS MORTPASS 3.5% 08/42
FR
44894
0.01%
UMBS MORTPASS 5% 07/44
FN
41756
0.01%
NATIONAL RURAL 5.1% 05/27
NRUC
US63743HFR84
40000
0.01%
MOTOROLA 5.6% 06/32
MSI
US620076BW88
40000
0.01%
TAMPA 4.35% 05/44
TE
US875127BC57
50000
0.01%
ARROW 2.95% 02/32
ARW
US04273WAC55
46000
0.01%
BBCMS 4.314% 12/51
BBCMS
US05491UBD90
40000
0.01%
ESSENTIAL 5.375% 01/34
WTRG
US29670GAH56
40000
0.01%
ARCELORMITTAL 4.25% 07/29
MTNA
US03938LBC72
40000
0.01%
UMBS MORTPASS 3% 01/35
FN
40504
0.00%
BENCHMARK 4.2317% 01/52
BMARK
US08162UAW09
40000
0.00%
UMBS MORTPASS 3.5% 07/47
FN
43243
0.00%
AT&T INC 2.25% 02/32
T
US00206RKH48
46000
0.00%
HASBRO INC 3.9% 11/29
HAS
US418056AZ06
40000
0.00%
MORGAN 3.561% 04/48
MSBAM
US61690FAP80
40000
0.00%
GNMA II MORTPASS 3% 04/45
G2
US36179RBW88
43799
0.00%
DUKE ENERGY 2.45% 02/30
DUK
US26442CBA18
41000
0.00%
METLIFE INC 10.75% 08/69
MET
US59156RAV06
30000
0.00%
KEYSIGHT 3% 10/29
KEYS
US49338LAF04
40000
0.00%
UMBS MORTPASS 3.5% 07/34
FN
39244
0.00%
FHLMCGLD 3.5% 01/43
FG
40088
0.00%
BANK OF AMERICA VAR 03/51
BAC
US06051GJA85
50000
0.00%
ORACLE CORP 6% 08/55
ORCL
US68389XDB82
50000
0.00%
KINDER MORGAN 1.75% 11/26
KMI
US49456BAU52
36000
0.00%
CITIGROUP VAR 04/48
CGCMT
40000
0.00%
WELLS FARGO 3.92% 06/51
WFCM
US95001NAX66
35928
0.00%
REALTY INCOME 3.4% 01/30
O
US756109CC68
37000
0.00%
MORGAN 6.15% 05/29
MSDL
US61774AAF03
35000
0.00%
EUROPEAN 3.875% 03/28
EIB
US298785JU14
35000
0.00%
FNMA-ACES VAR 07/28
FNA
US3136B2HA35
35338
0.00%
SYNCHRONY 5.15% 03/29
SYF
US87165BAP85
35000
0.00%
ORACLE CORP 5.55% 02/53
ORCL
US68389XCQ60
50000
0.00%
FHLMCGLD 5% 05/40
FG
34217
0.00%
DEVON ENERGY 7.95% 04/32
DVN
US251799AA02
30000
0.00%
HYDRO-QUEBEC 8.5% 12/29
QHEL
US448814DC42
30000
0.00%
AMERICAN 3.55% 07/27
AMT
US03027XAP50
33000
0.00%
IPALCO 4.25% 05/30
AES
US462613AP51
34000
0.00%
BROWN & BROWN 4.5% 03/29
BRO
US115236AB74
33000
0.00%
PRUDENTIAL VAR 03/54
PRU
US744320BP63
32000
0.00%
UMBS MORTPASS 4.5% 10/48
FN
33914
0.00%
PHILIP 3.875% 08/42
PM
US718172AU37
41000
0.00%
FRANKLIN 1.6% 10/30
BEN
US354613AL54
36000
0.00%
DUKE ENERGY 6.45% 10/32
DUK
US264399ED44
30000
0.00%
UMBS MORTPASS 3.5% 08/49
FR
35409
0.00%
UMBS MORTPASS 3.5% 08/47
FN
US3140GWFR94
34629
0.00%
UMBS MORTPASS 3% 02/49
FN
35737
0.00%
UMBS MORTPASS 3.5% 01/48
FN
US31418CS476
34650
0.00%
STARBUCKS 2.55% 11/30
SBUX
US855244AZ28
34000
0.00%
UMBS MORTPASS 4% 05/49
FR
33611
0.00%
UMBS MORTPASS 3% 09/35
FN
32853
0.00%
UMBS MORTPASS 3% 11/46
FN
US3138ERNB20
35221
0.00%
VERIZON 1.68% 10/30
VZ
US92343VFX73
35000
0.00%
TELEFONICA 7.045% 06/36
TELEFO
US87938WAC73
29000
0.00%
MARSH & 4.2% 03/48
MRSH
US571748BD35
40000
0.00%
SOUTHERN 5.7% 10/32
SO
US842587DL81
30000
0.00%
UMBS MORTPASS 3% 09/32
FR
31672
0.00%
CFCRE 3.5719% 06/50
CFCRE
US12532CBA27
30000
0.00%
UMBS MORTPASS 6% 10/39
FN
29150
0.00%
PROVINCE OF 4.7% 01/30
ONT
US683234ET12
30000
0.00%
DUKE ENERGY 6.2% 11/53
DUK
US26444HAR21
30000
0.00%
GOLDMAN SACHS VAR 05/29
GS
US38141GWZ35
30000
0.00%
SEMPRA 5.5% 08/33
SRE
US816851BR98
30000
0.00%
CD 2017-CD6 VAR 11/50
CD
US125039AH01
30000
0.00%
VERIZON 5.012% 08/54
VZ
US92343VCM46
37000
0.00%
UMBS MORTPASS 3% 09/32
FN
30369
0.00%
OVINTIV INC 6.25% 07/33
OVV
US69047QAC69
28000
0.00%
XCEL ENERGY 4.6% 06/32
XEL
US98388MAD92
30000
0.00%
CHARTER 2.25% 01/29
CHTR
US161175CD44
31000
0.00%
WESTROCK MWV 7.95% 02/31
SW
US961548AY02
26000
0.00%
EQUINOR ASA 4.75% 11/35
EQNR
US29446MAP77
30000
0.00%
FHLMCGLD 3% 07/45
FG
32100
0.00%
SUN 4.2% 04/32
SUI
US866677AH07
30000
0.00%
TORONTO-DOMINI 3.2% 03/32
TD
US89114TZV78
31000
0.00%
ENTERPRISE 3.7% 01/51
EPD
US29379VBY83
40000
0.00%
PHILLIPS 66 5.65% 06/54
PSX
US718547AW25
30000
0.00%
CVS HEALTH 4.78% 03/38
CVS
US126650CY46
30000
0.00%
NEW JERSEY 7.425% 02/29
NJSDEV
US645913AA22
26000
0.00%
CSX CORP 4.3% 03/48
CSX
US126408HK26
34000
0.00%
UMBS MORTPASS 3.5% 07/47
FN
US3138WLBQ54
29146
0.00%
EVEREST 4.868% 06/44
RE
US299808AF21
31000
0.00%
FORTUNE BRANDS 4% 03/32
FBINUS
US34964CAF32
28000
0.00%
CNA FINANCIAL 5.5% 06/33
CNA
US126117AX87
26000
0.00%
ASIAN 2.625% 01/27
ASIA
US045167DU47
25000
0.00%
GNMA II 3.5% 06/49
G2
US36179UUJ95
28527
0.00%
GNMA I 3.5% 06/43
GN
28220
0.00%
CENTERPOINT 2.95% 03/30
CNP
US15189TAX54
27000
0.00%
MORGAN STANLEY VAR 01/38
MS
US61747YFB65
25000
0.00%
BERKSHIRE 1.65% 05/31
BRKHEC
US084659BD28
29000
0.00%
UMBS MORTPASS 6% 03/34
FN
US31402CVV17
24399
0.00%
UMBS MORTPASS 2.5% 04/40
FR
27790
0.00%
MORGAN STANLEY VAR 06/50
MSC
25000
0.00%
UMBS MORTPASS 3.5% 07/48
FN
26993
0.00%
UMBS MORTPASS 4% 02/46
FN
25934
0.00%
CNA FINANCIAL 3.9% 05/29
CNA
US126117AV22
25000
0.00%
UMBS MORTPASS 4% 07/44
FN
US3138WCHZ90
26044
0.00%
UMBS MORTPASS 3.5% 10/49
FN
27468
0.00%
AMERICAN HOMES 4.9% 02/29
AMH
US02666TAB35
24000
0.00%
BENCHMARK 4.203% 10/51
BMARK
23912
0.00%
JBS NV/JBS 3.75% 12/31
JBS
US46590XAM83
26000
0.00%
ILLINOIS ST 5.1% 06/33
ILS
US452151LF83
23922
0.00%
UMBS MORTPASS 4% 06/44
FN
25019
0.00%
FHLMCGLD 3.5% 04/46
FG
25805
0.00%
UMBS MORTPASS 3% 04/45
FR
26507
0.00%
UMBS MORTPASS 3.5% 05/50
FR
26116
0.00%
UMBS MORTPASS 6% 02/37
FN
22384
0.00%
COMCAST CORP 2.65% 02/30
CMCSA
US20030NDA63
25000
0.00%
UMBS MORTPASS 3.5% 01/50
FN
25958
0.00%
GNMA II 5.5% 10/33
G2
22538
0.00%
GNMA I MORTPASS 3% 03/45
GN
25979
0.00%
UMBS MORTPASS 5% 09/40
FN
22978
0.00%
BOEING CO/THE 3.75% 02/50
BA
US097023CQ64
33000
0.00%
UMBS MORTPASS 3.5% 01/50
FN
US31418DKU53
25365
0.00%
GNMA II MORTPASS 4% 11/48
G2
US36179UGC09
24502
0.00%
LAS VEGAS 5.9% 06/27
LVS
US517834AJ61
22000
0.00%
FHLMCGLD 3% 03/42
FG
24707
0.00%
PHILIP MORRIS 4.9% 11/34
PM
US718172DQ97
23000
0.00%
UMBS MORTPASS 6% 11/36
FN
20998
0.00%
EVEREST 3.125% 10/52
RE
US299808AJ43
37000
0.00%
GENERAL 4.25% 04/40
GD
US369550BH03
25000
0.00%
UMBS MORTPASS 2.5% 11/39
FR
23967
0.00%
VALERO ENERGY 4% 06/52
VLO
US91913YBE95
30000
0.00%
BURLINGTON 6.15% 05/37
BNSF
US12189TAZ75
20000
0.00%
UMBS MORTPASS 2.5% 12/37
FN
22777
0.00%
AMGEN INC 2.8% 08/41
AMGN
US031162DA53
30000
0.00%
TOYOTA MOTOR 5.4% 11/26
TOYOTA
US89236TLD53
20000
0.00%
UMBS MORTPASS 3.5% 03/43
FN
21985
0.00%
GOLDMAN 6.345% 02/34
GS
US38143VAA70
20000
0.00%
UMBS MORTPASS 5% 09/40
FN
20785
0.00%
TOTALENERGIE 3.461% 07/49
TTEFP
US89153VAU35
30000
0.00%
PACIFIC GAS 3.75% 08/42
PCG
US694308HA83
28000
0.00%
DBJPM 3.328% 06/50
DBJPM
US23312JAF03
20000
0.00%
UMBS MORTPASS 4% 11/43
FN
21364
0.00%
UMBS MORTPASS 4% 02/47
FN
21391
0.00%
BANK 3.688% 02/61
BANK
US065404BB01
20000
0.00%
DBGS 2018-C1 4.466% 10/51
DBGS
US23307DBA00
20000
0.00%
UMBS MORTPASS 4% 02/41
FN
US31417YV955
20760
0.00%
NORFOLK 3.7% 03/53
NSC
US655844CN69
29000
0.00%
RYDER SYSTEM 6.3% 12/28
R
US78355HKX60
19000
0.00%
UMBS MORTPASS 3.5% 12/45
FN
21629
0.00%
AVISTA CORP 4% 04/52
AVA
US05379BAR87
27000
0.00%
FHLMCGLD 3% 06/46
FG
21874
0.00%
UMBS MORTPASS 3.5% 10/34
FR
19697
0.00%
WASTE MANAGEMENT 2% 06/29
WM
US94106LBQ14
20000
0.00%
UMBS MORTPASS 6% 04/35
FN
US31402RDG11
18262
0.00%
FHLMCGLD 4.5% 11/48
FG
19438
0.00%
REPUBLIC OF 5.75% 11/32
POLAND
US857524AE20
18000
0.00%
UMBS MORTPASS 3.5% 01/41
FN
19864
0.00%
GNMA II 5.5% 02/46
G2
17865
0.00%
FHLMCGLD 4% 02/49
FG
19752
0.00%
UMBS MORTPASS 4% 03/46
FN
19096
0.00%
JPMDB VAR 06/49
JPMDB
20000
0.00%
UMBS MORTPASS 4% 08/49
FR
19637
0.00%
UMBS MORTPASS 3.5% 05/44
FN
19410
0.00%
ENTERPRISE 5.1% 02/45
EPD
US29379VBC63
20000
0.00%
UMBS MORTPASS 4% 09/48
FN
19270
0.00%
RIO TINTO 5% 03/33
RIOLN
US76720AAN63
18000
0.00%
UMBS MORTPASS 4% 10/48
FN
US31418C3D48
19099
0.00%
BENCHMARK VAR 02/51
BMARK
20000
0.00%
UMBS MORTPASS 3.5% 12/32
FN
17807
0.00%
AT&T INC 3.1% 02/43
T
US00206RKD34
26000
0.00%
UMBS MORTPASS 4% 01/34
FN
17494
0.00%
UMBS MORTPASS 3.5% 09/43
FN
18569
0.00%
UMBS MORTPASS 3% 03/46
FN
18865
0.00%
EQUITABLE 5% 04/48
EQH
US054561AM77
20000
0.00%
FHLMCGLD 3.5% 01/29
FG
16519
0.00%
FHLMCGLD 4.5% 09/44
FG
17322
0.00%
TWDC ENTERPRISES 7% 03/32
DIS
US25468PBW59
15000
0.00%
CENTERPOINT 6.95% 03/33
CNP
US15189XAD03
15000
0.00%
UMBS MORTPASS 2.5% 12/32
FN
US3140GV2P90
16876
0.00%
UMBS MORTPASS 3% 05/30
FN
15962
0.00%
UMBS MORTPASS 3% 03/46
FN
17868
0.00%
JPMDB VAR 03/50
JPMDB
20000
0.00%
UMBS MORTPASS 4% 06/36
FN
15919
0.00%
CMS ENERGY 4.875% 03/44
CMS
US125896BN95
18000
0.00%
GNMA II MORTPASS 5% 02/50
G2
US36179VFT26
15551
0.00%
GNMA II MORTPASS 4% 04/40
G2
US36202FFS02
16225
0.00%
AMERICAN 2.25% 01/29
HNDA
US02665WEB37
16000
0.00%
UMBS MORTPASS 5.5% 11/35
FR
14928
0.00%
UMBS MORTPASS 2.5% 09/32
FN
15507
0.00%
FHLMCGLD 3% 04/47
FG
16782
0.00%
UMBS MORTPASS 4.5% 04/47
FN
15533
0.00%
GNMA II MORTPASS 5% 11/46
G2
US36179SQZ38
14780
0.00%
GNMA II MORTPASS 5% 05/45
G2
14756
0.00%
APPLE INC 3.75% 11/47
AAPL
US037833DG20
20000
0.00%
BANK OF 3.574% 02/50
BACM
US06427DAS27
14407
0.00%
NSTAR 3.95% 04/30
ES
US67021CAP23
15000
0.00%
UMBS MORTPASS 3% 01/48
FR
16803
0.00%
PRUDENTIAL 3.905% 12/47
PRU
US744320AY89
20000
0.00%
UMBS MORTPASS 5% 11/39
FN
14496
0.00%
UMBS MORTPASS 4.5% 09/44
FN
14980
0.00%
UMBS MORTPASS 2% 01/35
FN
15015
0.00%
NORTHERN 5.4% 03/54
XEL
US665772CY38
15000
0.00%
UMBS MORTPASS 3.5% 12/46
FN
US3140J7UN33
14937
0.00%
CVS HEALTH 3.25% 08/29
CVS
US126650DG21
14000
0.00%
UMBS MORTPASS 3.5% 10/42
FN
14349
0.00%
PUBLIC SERVICE 1.6% 08/30
PEG
US744573AQ91
15000
0.00%
GNMA I MORTPASS 4% 04/45
GN
13924
0.00%
FHLMCGLD 4.5% 09/46
FG
13545
0.00%
GNMA I MORTPASS 3% 08/45
GN
14697
0.00%
UMBS MORTPASS 3.5% 01/44
FR
13758
0.00%
FHLMCGLD 5.5% 10/35
FG
12564
0.00%
GNMA II 3.5% 01/42
G2
US36202F2L94
13520
0.00%
GNMA II 3.5% 04/43
G2
US3622A2MZ22
13487
0.00%
CHICAGO ILL 4.472% 01/49
CHITRN
US167593H625
15000
0.00%
UMBS MORTPASS 4% 02/41
FN
US3138A5GN69
12824
0.00%
UMBS MORTPASS 3.5% 01/42
FN
13015
0.00%
UMBS MORTPASS 5.5% 06/33
FN
11856
0.00%
NORFOLK 3.05% 05/50
NSC
US655844CF36
19000
0.00%
AT&T INC 5.55% 08/41
T
US00206RBA95
13000
0.00%
GNMA II MORTPASS 4% 03/41
G2
12242
0.00%
UMBS MORTPASS 5% 08/40
FN
11625
0.00%
UMBS MORTPASS 3% 08/49
FR
13222
0.00%
3M CO CALLABLE 4% 09/48
MMM
US88579YBD22
15000
0.00%
UMBS MORTPASS 3% 04/32
FN
11560
0.00%
AEP TEXAS INC 5.25% 05/52
AEP
US00108WAQ33
13000
0.00%
UMBS MORTPASS 4.5% 04/49
FN
11580
0.00%
UMBS MORTPASS 2.5% 11/32
FN
11488
0.00%
UMBS MORTPASS 4% 09/41
FN
11362
0.00%
FHLMCGLD 2.5% 06/30
FG
US3128MMTN35
11010
0.00%
UMBS MORTPASS 3.5% 12/42
FN
11476
0.00%
UMBS MORTPASS 3.5% 10/31
FN
10825
0.00%
UMBS MORTPASS 3.5% 04/49
FN
11717
0.00%
DUKE ENERGY 6.35% 08/38
DUK
US263901AA85
10000
0.00%
UMBS MORTPASS 4.5% 11/48
FN
11020
0.00%
UMBS MORTPASS 3.5% 08/31
FN
10513
0.00%
UMBS MORTPASS 3.5% 05/34
FN
10747
0.00%
AMERICAN VAR 12/54
AEP
US025537AZ40
10000
0.00%
UMBS MORTPASS 4% 04/49
FN
11222
0.00%
UMBS MORTPASS 3.5% 07/49
FN
11587
0.00%
UMBS MORTPASS 3.5% 02/41
FN
US31419A4N47
11108
0.00%
UMBS MORTPASS 4% 03/43
FN
10835
0.00%
UMBS MORTPASS 4% 03/47
FN
10969
0.00%
UMBS MORTPASS 6% 09/32
FN
9963
0.00%
EVERSOURCE 4.6% 07/27
ES
US30040WAR97
10000
0.00%
UMBS MORTPASS 6.5% 12/37
FN
US31413VTW71
9762
0.00%
JOHN DEERE 3.05% 01/28
DE
US24422EUB37
10000
0.00%
MORGAN STANLEY VAR 02/39
MS
US61747YFM21
10000
0.00%
HERCULES 5.35% 02/29
HTGC
US42711MAA18
10000
0.00%
LINDE INC/CT 2% 08/50
LIN
US74005PBS20
20000
0.00%
BROOKFIELD 4.35% 04/30
BNCN
US11271LAE20
10000
0.00%
BOEING CO/THE 3.45% 11/28
BA
US097023CA13
10000
0.00%
CANADIAN 6.125% 09/15
CP
US13645RAX26
10000
0.00%
EVEREST 3.5% 10/50
RE
US299808AH86
15000
0.00%
UMBS MORTPASS 6.5% 12/37
FN
9180
0.00%
UMBS MORTPASS 6% 08/34
FN
9469
0.00%
GNMA II 5.5% 02/41
G2
9305
0.00%
AMERICAN VAR 08/33
AXP
US025816DA48
10000
0.00%
WELLS FARGO 2.725% 02/53
WFCM
US95002EBB20
10000
0.00%
UMBS MORTPASS 3.5% 04/45
FN
10056
0.00%
FIFTH THIRD 8.25% 03/38
FITB
US316773CH12
8000
0.00%
SEMPRA CALLABLE VAR 04/52
SRE
US816851BM02
9000
0.00%
FHLMC 1.846% 01/31
FHMS
US3137F9Z796
10000
0.00%
WALT DISNEY 2.2% 01/28
DIS
US254687FW18
9000
0.00%
UMBS MORTPASS 3.5% 07/49
FR
US3132DV3J26
9823
0.00%
NORTHERN 3.15% 05/29
NTRS
US665859AU89
9000
0.00%
NORTHERN 5.1% 05/53
XEL
US665772CX54
10000
0.00%
GNMA II 3.5% 08/32
G2
8821
0.00%
UMBS MORTPASS 3.5% 11/47
FN
9556
0.00%
LOCKHEED 4.7% 05/46
LMT
US539830BL23
10000
0.00%
UMBS MORTPASS 4% 03/43
FN
8810
0.00%
GNMA II MORTPASS 3% 03/42
G2
9123
0.00%
OESTERREICHIS 4.75% 05/27
OKB
US676167CM99
8000
0.00%
ASIAN 4% 01/28
AIIB
US04522KAJ51
8000
0.00%
GNMA II MORTPASS 4% 07/39
G2
8505
0.00%
UMBS MORTPASS 4% 03/46
FN
8464
0.00%
SEMPRA CALLABLE VAR 10/54
SRE
US816851BT54
8000
0.00%
UMBS MORTPASS 3% 12/30
FR
7879
0.00%
FHLMCGLD 2.5% 02/30
FG
7636
0.00%
UMBS MORTPASS 4% 08/49
FN
US31418DEU28
8084
0.00%
CITIGROUP INC VAR 03/33
C
US172967NN71
8000
0.00%
GNMA II MORTPASS 4% 06/39
G2
7854
0.00%
UMBS MORTPASS 4.5% 08/47
FN
US3140Q7EW37
7634
0.00%
GENERAL 2.85% 06/41
GD
US369550BQ02
10000
0.00%
UMBS MORTPASS 3.5% 06/42
FN
7694
0.00%
CONNECTICUT 5.25% 01/53
ES
US207597EP64
8000
0.00%
KREDITANSTAL 3.875% 06/28
KFW
7000
0.00%
WISCONSIN 4.3% 10/48
WEC
US976656CK28
9000
0.00%
GNMA I MORTPASS 5% 09/39
GN
6956
0.00%
INTERNATIONAL 5.15% 05/46
IP
US460146CN10
8000
0.00%
CENTERPOINT 5.4% 07/34
CNP
US15189WAS98
7000
0.00%
GNMA II MORTPASS 4% 05/41
G2
US36202FTK20
7206
0.00%
UMBS MORTPASS 4% 11/34
FN
6933
0.00%
UMBS MORTPASS 3.5% 12/32
FR
6906
0.00%
FNMA-ACES VAR 11/27
FNA
US3136AY2H53
6710
0.00%
MASTERCARD 4.55% 01/35
MA
US57636QBC78
7000
0.00%
METLIFE INC 4.6% 05/46
MET
US59156RBR84
8000
0.00%
QUEST 2.95% 06/30
DGX
US74834LBB53
7000
0.00%
JPMBB VAR 07/45
JPMBB
6419
0.00%
UMBS MORTPASS 3% 12/35
FN
6733
0.00%
GNMA II MORTPASS 4% 03/40
G2
6679
0.00%
ALLEGHANY 3.25% 08/51
Y
US017175AF71
10000
0.00%
GNMA II MORTPASS 4% 02/41
G2
US36202FP676
6576
0.00%
FHLMCGLD 3% 04/48
FG
7137
0.00%
OWENS CORNING 4.3% 07/47
OC
US690742AG60
8000
0.00%
STATE OF 5.5% 09/33
AID
US46513EFG26
6000
0.00%
CARLISLE COS 2.2% 03/32
CSL
US142339AL49
7000
0.00%
VERIZON 3.875% 02/29
VZ
US92343VES97
6000
0.00%
SEMPRA CALLABLE VAR 04/55
SRE
US816851BV01
6000
0.00%
FEDERAL 1.875% 08/35
FDX
US314353AA14
6791
0.00%
UMBS MORTPASS 3% 01/48
FN
US3140QBN953
6546
0.00%
UMBS MORTPASS 2% 05/51
FR
7253
0.00%
FHLMCGLD 2.5% 01/29
FG
5644
0.00%
CROWN CASTLE 3.25% 01/51
CCI
US22822VAU52
9000
0.00%
RAYMOND JAMES 3.75% 04/51
RJF
US754730AH26
8000
0.00%
FHLMCGLD 4% 08/45
FG
5848
0.00%
UMBS MORTPASS 4.5% 09/45
FN
5598
0.00%
UMBS MORTPASS 2.5% 06/29
FN
5186
0.00%
CITIGROUP INC VAR 05/28
C
US172967PZ83
5000
0.00%
ORIX CORP 3.7% 07/27
ORIX
US686330AJ06
5000
0.00%
UMBS MORTPASS 3.5% 11/31
FN
5043
0.00%
UMBS MORTPASS 4% 05/49
FN
5431
0.00%
AMPHENOL CORP 4.35% 06/29
APH
US032095AH42
5000
0.00%
MASTERCARD 4.85% 03/33
MA
US57636QAX25
5000
0.00%
PROVINCE OF 3.7% 09/29
ONT
US683234AW86
5000
0.00%
AMGEN INC 3% 01/52
AMGN
US031162DC10
8000
0.00%
UMBS MORTPASS 3% 03/47
FN
US31418CG653
5552
0.00%
TRUIST VAR 07/33
TFC
US89788NAA81
5000
0.00%
GNMA II MORTPASS 4% 03/45
G2
US36179Q6Q92
5103
0.00%
GNMA II 2.5% 11/27
G2
4569
0.00%
UNITED STATES 4.75% 11/53
T
US912810TV08
5000
0.00%
UNITED 3.5% 09/31
UAL
US909318AA56
4729
0.00%
WELLS FARGO & VAR 03/33
WFC
US95000U2U64
5000
0.00%
CHUBB INA 3.05% 12/61
CB
US171239AJ50
8000
0.00%
UMBS MORTPASS 3.5% 05/49
FR
US3132AEEY86
5029
0.00%
FHLMCGLD 3.5% 05/47
FG
4904
0.00%
GNMA II MORTPASS 4% 12/41
G2
US36202FZY59
4663
0.00%
NEWMONT CORP 2.6% 07/32
NEM
US651639AZ99
5000
0.00%
GNMA II MORTPASS 4% 04/41
G2
US36202FSD95
4622
0.00%
HUMANA INC 5.5% 03/53
HUM
US444859BX93
5000
0.00%
PACIFICORP 3.3% 03/51
BRKHEC
US695114CX41
7000
0.00%
FHLMCGLD 2.5% 08/27
FG
US31306XEA72
4233
0.00%
UMBS MORTPASS 4.5% 02/45
FN
4479
0.00%
UNITEDHEALTH 5.2% 04/63
UNH
US91324PEX69
5000
0.00%
UNION PACIFIC 4.1% 09/67
UNP
US907818ER52
6000
0.00%
UMBS MORTPASS 2.5% 01/33
FN
4208
0.00%
FHLMCGLD 3% 12/47
FG
4734
0.00%
UNION 3.839% 03/60
UNP
US907818FG88
6000
0.00%
UMBS MORTPASS 2.5% 09/34
FN
4277
0.00%
DXC 2.375% 09/28
DXC
US23355LAM81
4000
0.00%
GNMA II MORTPASS 4% 11/39
G2
4037
0.00%
ORIENTAL 4.375% 10/27
URUGUA
US760942BB71
3666
0.00%
NISOURCE INC 5.25% 02/43
NI
US65473QBB86
4000
0.00%
RIO TINTO 4.75% 03/42
RIOLN
US76720AAD81
4000
0.00%
UMBS MORTPASS 3.5% 07/49
FN
3962
0.00%
GNMA I MORTPASS 4% 04/43
GN
3726
0.00%
AON CORP / AON 3.9% 02/52
AON
US03740LAE20
5000
0.00%
REPUBLIC OF 2.95% 05/45
PHILIP
US718286CH84
5000
0.00%
UMBS MORTPASS 3.5% 11/31
FN
3101
0.00%
UMBS MORTPASS 3.5% 03/32
FN
3105
0.00%
OKLAHOMA GAS 5.4% 01/33
OGE
US678858BX89
3000
0.00%
CD 2017-CD6 3.332% 11/50
CD
2957
0.00%
UMBS MORTPASS 2.5% 02/28
FN
2939
0.00%
FHLMCGLD 2.5% 05/28
FG
US3128MMQT32
2922
0.00%
WALMART INC 2.65% 09/51
WMT
US931142EV12
5000
0.00%
GNMA II MORTPASS 4% 09/40
G2
US36202FKM76
3049
0.00%
GNMA II MORTPASS 4% 06/40
G2
3013
0.00%
GNMA II MORTPASS 2% 01/51
G2
US36179V4U15
3442
0.00%
UMBS MORTPASS 4.5% 10/52
FR
US3132DWE664
2877
0.00%
PRECISION 4.375% 06/45
PCP
US740189AP05
3000
0.00%
FHLMCGLD 6% 05/40
FG
2245
0.00%
FHLMCGLD 3% 06/30
FG
2341
0.00%
UMBS MORTPASS 2.5% 05/30
FR
2185
0.00%
UMBS MORTPASS 4% 01/34
FN
2203
0.00%
HSBC HOLDINGS VAR 06/34
HSBC
US404280DX45
2000
0.00%
REPUBLIC OF 3.23% 07/21
PERU
US715638DR09
4000
0.00%
UNITED 3.875% 12/27
T
US91282CGC91
2000
0.00%
UMBS MORTPASS 1.5% 03/41
FR
2393
0.00%
UMBS MORTPASS 2.5% 09/28
FN
1977
0.00%
TOYOTA MOTOR 4.55% 05/30
TOYOTA
US89236TKU87
2000
0.00%
FHLMCGLD 4% 04/43
FG
2027
0.00%
UMBS MORTPASS 4% 04/49
FR
US3132AEB961
2074
0.00%
STATE OF 3.375% 01/50
ISRAEL
US46513JXN61
3000
0.00%
ATMOS ENERGY 2.625% 09/29
ATO
US049560AR65
2000
0.00%
INTERNATIONA 3.875% 08/34
IBRD
US459058LL50
2000
0.00%
FHLMCGLD 4% 11/41
FG
1919
0.00%
FHLMCGLD 2.5% 11/27
FG
1803
0.00%
UMBS MORTPASS 2.5% 03/40
FR
2019
0.00%
FHLMCGLD 3% 01/43
FG
1928
0.00%
UMBS MORTPASS 2% 06/51
FR
2223
0.00%
GNMA II MORTPASS 4% 05/40
G2
1797
0.00%
JOHNSON & 3.4% 01/38
JNJ
US478160CL64
2000
0.00%
AMERICAN WATER 4.3% 12/42
AWK
US03040WAJ45
2000
0.00%
LLOYDS BANKING VAR 12/46
LLOYDS
US53944YAQ61
2000
0.00%
GNMA II MORTPASS 3% 06/46
G2
US36179SEG84
1563
0.00%
UMBS MORTPASS 3.5% 02/43
FN
1474
0.00%
UMBS MORTPASS 2.5% 10/27
FN
1340
0.00%
UMBS MORTPASS 3.5% 12/49
FR
1492
0.00%
UMBS MORTPASS 2.5% 02/32
FN
1377
0.00%
FHLMCGLD 2.5% 04/33
FG
US3128MFQV37
1332
0.00%
UMBS MORTPASS 4% 08/37
FN
1216
0.00%
GNMA II MORTPASS 4% 11/41
G2
US36202FY678
1190
0.00%
UNITED 3.125% 11/28
T
US9128285M81
1000
0.00%
CHARLES SCHWAB 2% 03/28
SCHW
US808513BP97
1000
0.00%
APPLE INC 4.3% 05/33
AAPL
US037833EV87
1000
0.00%
UMBS MORTPASS 2% 07/51
FN
1253
0.00%
UMBS MORTPASS 3.5% 11/42
FN
1030
0.00%
DENTSPLY 3.25% 06/30
XRAY
US24906PAA75
1000
0.00%
GNMA II MORTPASS 4% 07/41
G2
US36202FVF07
977
0.00%
UMBS MORTPASS 4% 09/33
FN
900
0.00%
CBOE GLOBAL 1.625% 12/30
CBOE
US12503MAC29
1000
0.00%
UBS 3.366% 10/50
UBSCM
849
0.00%
UMBS MORTPASS 1% 08/36
FN
976
0.00%
QUALCOMM INC 1.65% 05/32
QCOM
US747525BP77
1000
0.00%
MICROSOFT CORP 4% 02/55
MSFT
US594918BE30
1000
0.00%
MOUNT SINAI 3.737% 07/49
MSINAI
US623115AE21
1000
0.00%
UMBS MORTPASS 4.5% 11/30
FN
624
0.00%
TRAVELERS COS 3.05% 06/51
TRV
US89417EAR09
1000
0.00%
UMBS MORTPASS 3.5% 01/27
FN
532
0.00%
UMBS MORTPASS 4% 07/49
FR
497
0.00%
GNMA I 3.5% 12/41
GN
472
0.00%
FHLMCGLD 4% 08/40
FG
230
0.00%
EURO
188
0.00%
UNITED STATES OF 4% 07/32
T
US91282CNR87
100
0.00%
FHLMCGLD 3.5% 12/30
FG
71
0.00%
UMBS MORTPASS 4% 11/33
FN
47
0.00%
FHLMCGLD 3.5% 03/27
FG
29
0.00%
UMBS MORTPASS 4% 11/33
FR
14
0.00%
FHLMCGLD 3.5% 02/42
FG
3
0.00%
FHLMCGLD 4% 07/29
FG
1
0.00%
FHLMCGLD 4% 09/27
FG
1
0.00%
CASH
-25102
-0.03%
COLLATERAL USD TBA
-250000
-0.49%
SWAP CASH COLLATERAL USD
-3780000