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Quarterly Portfolio Holdings
as of
03/31/2020
Invesco Active Multi-Sector Credit Trust - Class II
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| GEMINI US LOAN FUND LLC - CLASS G | 77824 | $6,344,967.97 | 19.05% | N/A | |||
| EUR/USD | 2936745 | $2,936,744.66 | 8.82% | N/A | 05/29/2020 | ||
| CASHUSD00 | USD CURRENCY CASH | 2209443 | $2,209,442.63 | 6.63% | 0.00 | ||
| CASHEUR08 | EUR CURRENCY CASH | 738158 | $809,500.80 | 2.43% | 0.00 | ||
| EUR/USD | 741229 | $741,229.41 | 2.23% | N/A | 05/29/2020 | ||
| EUR/USD | 643648 | $643,647.64 | 1.93% | N/A | 05/29/2020 | ||
| 48911490 | $455,679.21 | 1.37% | N/A | ||||
| USD/JPY | 450000 | $450,000.00 | 1.35% | N/A | 09/11/2020 | ||
| AM9018038 | FIRST QUANTUM MINERALS LTD FMCN 7 1/4 04/01/23 | 500000 | $444,375.00 | 1.33% | Caa1 | 7.25 | 04/01/2023 |
| GBP/USD | 406439 | $406,439.31 | 1.22% | N/A | 05/29/2020 | ||
| 912810SK5 | UNITED STATES TREASURY NOTE/BOND T 2 3/8 11/15/49 | 279300 | $351,116.16 | 1.05% | Aaa | 2.38 | 11/15/2049 |
| EUR/USD | 324367 | $324,366.82 | 0.97% | N/A | 05/29/2020 | ||
| AR4168563 | FIRST QUANTUM MINERALS LTD FMCN 6 7/8 03/01/26 | 400000 | $320,291.67 | 0.96% | NR | 6.88 | 03/01/2026 |
| 46625HJH4 | JPMORGAN CHASE & CO JPM 3.2 01/25/23 | 304000 | $314,530.64 | 0.94% | A2 | 3.20 | 01/25/2023 |
| 912828Z94 | UNITED STATES TREASURY NOTE/BOND T 1 1/2 02/15/30 | 270200 | $291,800.46 | 0.88% | Aaa | 1.50 | 02/15/2030 |
| 552676AT5 | MDC HOLDINGS INC MDC 3.85 01/15/30 | 307000 | $278,992.22 | 0.84% | Ba2 | 3.85 | 01/15/2030 |
| 037833DG2 | APPLE INC AAPL 3 3/4 11/13/47 | 221000 | $267,551.69 | 0.80% | Aa1 | 3.75 | 11/13/2047 |
| 594918CA0 | MICROSOFT CORP MSFT 4 1/4 02/06/47 | 197000 | $257,171.38 | 0.77% | Aaa | 4.25 | 02/06/2047 |
| USD/JPY | 27248775 | $253,844.28 | 0.76% | N/A | 09/09/2020 | ||
| 92343VEA8 | VERIZON COMMUNICATIONS INC VZ 4 1/2 08/10/33 | 206000 | $249,289.07 | 0.75% | Baa1 | 4.50 | 08/10/2033 |
| USD/JPY | 250000 | $250,000.00 | 0.75% | N/A | 09/09/2020 | ||
| 00206RDR0 | AT&T INC T 5 1/4 03/01/37 | 209000 | $244,236.87 | 0.73% | Baa2 | 5.25 | 03/01/2037 |
| 912828ZF0 | UNITED STATES TREASURY NOTE/BOND T 0 1/2 03/31/25 | 241400 | $242,930.91 | 0.73% | Aaa | 0.50 | 03/31/2025 |
| 00287YBF5 | ABBVIE INC ABBV 4 1/4 11/14/28 | 209000 | $229,412.07 | 0.69% | Baa2 | 4.25 | 11/14/2028 |
| USD/JPY | 230000 | $230,000.00 | 0.69% | N/A | 07/07/2020 | ||
| 20030NCS8 | COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 | 201000 | $224,961.18 | 0.68% | A3 | 3.95 | 10/15/2025 |
| EK9980302 | HSBC HOLDINGS PLC HSBC 3 06/30/25 | 200000 | $223,209.72 | 0.67% | A3 | 3.00 | 06/30/2025 |
| 95000U2A0 | WELLS FARGO & CO WFC 3.584 05/22/28 | 209000 | $221,536.77 | 0.67% | A2 | 3.58 | 05/22/2028 |
| 126408HM8 | CSX CORP CSX 4 1/4 03/15/29 | 200000 | $224,783.60 | 0.67% | Baa1 | 4.25 | 03/15/2029 |
| 025816CA5 | AMERICAN EXPRESS CO AXP 4.2 11/06/25 | 200000 | $224,281.18 | 0.67% | A3 | 4.20 | 11/06/2025 |
| 61744YAK4 | MORGAN STANLEY MS 3.591 07/22/28 | 213000 | $224,707.11 | 0.67% | A3 | 3.59 | 07/22/2028 |
| 71568QAH0 | PERUSAHAAN LISTRIK NEGARA PT PLNIJ 6 1/4 01/25/49 | 200000 | $219,291.67 | 0.66% | Baa2 | 6.25 | 01/25/2049 |
| 460690BL3 | INTERPUBLIC GROUP OF COS INC/THE IPG 4.2 04/15/24 | 204000 | $215,339.68 | 0.65% | Baa2 | 4.20 | 04/15/2024 |
| AR4620241 | GAZPROM PJSC VIA GAZ CAPITAL SA GAZPRU 2 1/2 03/21/26 | 200000 | $217,315.10 | 0.65% | Baa2 | 2.50 | 03/21/2026 |
| 06051GFH7 | BANK OF AMERICA CORP BAC 4.2 08/26/24 | 202000 | $215,533.93 | 0.65% | Baa1 | 4.20 | 08/26/2024 |
| EK6884242 | HUARONG FINANCE II CO LTD HRINTH 5 1/2 01/16/25 | 200000 | $212,232.00 | 0.64% | Baa1 | 5.50 | 01/16/2025 |
| AV5564795 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW 4 3/4 11/13/28 | 200000 | $214,463.67 | 0.64% | A3 | 4.75 | 11/13/2028 |
| 36962GXZ2 | GENERAL ELECTRIC CO GE 6 3/4 03/15/32 | 175000 | $212,644.67 | 0.64% | Baa1 | 6.75 | 03/15/2032 |
| 172967KA8 | CITIGROUP INC C 4.45 09/29/27 | 203000 | $212,907.26 | 0.64% | Baa2 | 4.45 | 09/29/2027 |
| 615369AC9 | MOODYS CORP MCO 4 7/8 02/15/24 | 192000 | $208,888.95 | 0.63% | NR | 4.88 | 02/15/2024 |
| 86787EBB2 | TRUIST BANK TFC 4.05 11/03/25 | 200000 | $210,395.01 | 0.63% | A2 | 4.05 | 11/03/2025 |
| 38141GWM2 | GOLDMAN SACHS GROUP INC/THE GS 2.905 07/24/23 | 209000 | $211,126.37 | 0.63% | A3 | 2.91 | 07/24/2023 |
| 105756CA6 | BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 4 1/2 05/30/29 | 200000 | $208,385.00 | 0.63% | Ba2 | 4.50 | 05/30/2029 |
| AL2949884 | COUNTRY GARDEN HOLDINGS CO LTD COGARD 5 5/8 12/15/26 | 200000 | $202,062.50 | 0.61% | Ba2 | 5.63 | 12/15/2026 |
| EJ5291327 | OOREDOO INTERNATIONAL FINANCE LTD QTELQD 3 7/8 01/31/28 | 200000 | $204,162.79 | 0.61% | A2 | 3.88 | 01/31/2028 |
| EJ4594531 | DEVELOPMENT BANK OF KAZAKHSTAN JSC DBKAZ 4 1/8 12/10/22 | 200000 | $198,719.75 | 0.60% | Baa3 | 4.13 | 12/10/2022 |
| 912796TQ2 | TREASURY BILL 0 4/9/2020 | 200000 | $199,997.67 | 0.60% | Aaa | 0.00 | 04/09/2020 |
| AV3658151 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $201,466.18 | 0.60% | Baa3 | 5.25 | 11/06/2029 |
| AN2178670 | KAZMUNAYGAS NATIONAL CO JSC KZOKZ 4 3/4 04/19/27 | 200000 | $195,361.40 | 0.59% | Baa3 | 4.75 | 04/19/2027 |
| 10553YAF2 | BRASKEM FINANCE LTD BRASKM 6.45 02/03/24 | 200000 | $197,078.33 | 0.59% | Ba1 | 6.45 | 02/03/2024 |
| 126650CX6 | CVS HEALTH CORP CVS 4.3 03/25/28 | 181000 | $192,352.39 | 0.58% | Baa2 | 4.30 | 03/25/2028 |
| 25470MAB5 | DISH NETWORK CORP DISH 3 3/8 08/15/26 | 231000 | $188,533.88 | 0.57% | Ba3 | 3.38 | 08/15/2026 |
| AT5867565 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6 07/19/28 | 200000 | $190,402.00 | 0.57% | Ba3 | 6.00 | 07/19/2028 |
| AZ3404839 | TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 | 200000 | $190,866.67 | 0.57% | Ba3 | 9.75 | 06/15/2026 |
| 548661DR5 | LOWES COS INC LOW 3.65 04/05/29 | 181000 | $189,621.33 | 0.57% | Baa1 | 3.65 | 04/05/2029 |
| EJ7302882 | AVIVA PLC AVLN 6 1/8 07/05/43 | 150000 | $186,514.08 | 0.56% | A3 | 6.13 | 07/05/2043 |
| AU7195897 | PAPUA NEW GUINEA GOVERNMENT INTERNATIONAL BOND PNGIB 8 3/8 10/04/28 | 200000 | $186,235.42 | 0.56% | B2 | 8.38 | 10/04/2028 |
| AN6287618 | MELCO RESORTS FINANCE LTD MPEL 4 7/8 06/06/25 | 200000 | $186,991.90 | 0.56% | Ba2 | 4.88 | 06/06/2025 |
| AH0078842 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 200000 | $186,079.17 | 0.56% | Baa2 | 5.25 | 01/30/2026 |
| ZR6326220 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 200000 | $183,650.38 | 0.55% | Ba2 | 5.09 | 01/15/2030 |
| 195325DR3 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 01/30/30 | 200000 | $183,316.67 | 0.55% | Baa2 | 3.00 | 01/30/2030 |
| AV2550193 | OMAN SOVEREIGN SUKUK SAOC OMANGS 5.932 10/31/25 | 200000 | $184,010.29 | 0.55% | Ba2 | 5.93 | 10/31/2025 |
| AN9553354 | PETROLEOS DEL PERU SA PETRPE 5 5/8 06/19/47 | 200000 | $184,439.50 | 0.55% | NR | 5.63 | 06/19/2047 |
| 912828ZE3 | UNITED STATES TREASURY NOTE/BOND T 0 5/8 03/31/27 | 183600 | $184,614.37 | 0.55% | Aaa | 0.63 | 03/31/2027 |
| AM1927178 | KERNEL HOLDING SA KERPW 8 3/4 01/31/22 | 200000 | $175,215.28 | 0.53% | NR | 8.75 | 01/31/2022 |
| 91086QBC1 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 10/02/23 | 170000 | $176,781.11 | 0.53% | A3 | 4.00 | 10/02/2023 |
| 244199BE4 | DEERE & CO DE 2.6 06/08/22 | 169000 | $172,223.55 | 0.52% | A2 | 2.60 | 06/08/2022 |
| 02209SBD4 | ALTRIA GROUP INC MO 4.8 02/14/29 | 161000 | $169,467.58 | 0.51% | A3 | 4.80 | 02/14/2029 |
| AZ2020891 | MICHAELS STORES INC MIK 8 07/15/27 | 225000 | $170,300.00 | 0.51% | B1 | 8.00 | 07/15/2027 |
| 78468R622 | SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF | 1782 | $168,826.68 | 0.51% | N/A | ||
| 78468R408 | SPDR BLOOMBERG BARCLAYS SHORT TERM HIGH YIELD BOND ETF | 7060 | $166,333.60 | 0.50% | N/A | ||
| AP1047038 | SOFTBANK GROUP CORP SOFTBK 5 1/8 09/19/27 | 200000 | $167,841.67 | 0.50% | Ba3 | 5.13 | 09/19/2027 |
| AN6361074 | SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP SXCP 7 1/2 06/15/25 | 225000 | $166,968.75 | 0.50% | B2 | 7.50 | 06/15/2025 |
| EJ8189684 | CREDIT SUISSE AG CS 5 3/4 09/18/25 | 150000 | $166,491.92 | 0.50% | NR | 5.75 | 09/18/2025 |
| EK8261373 | AKBANK T.A.S. AKBNK 5 1/8 03/31/25 | 200000 | $162,546.87 | 0.49% | B2 | 5.13 | 03/31/2025 |
| 151191BD4 | CELULOSA ARAUCO Y CONSTITUCION SA CELARA 5 1/2 11/02/47 | 200000 | $160,552.78 | 0.48% | Baa3 | 5.50 | 11/02/2047 |
| USD/JPY | 17344704 | $161,248.21 | 0.48% | N/A | 07/07/2020 | ||
| AO2624986 | SOFTBANK GROUP CORP SOFTBK 6 PERP | 200000 | $152,400.00 | 0.46% | B2 | 6.00 | 12/31/2099 |
| ZQ7727766 | BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 | 200000 | $145,723.28 | 0.44% | NR | 7.45 | 11/15/2029 |
| EUR/USD | 140069 | $140,068.75 | 0.42% | N/A | 05/13/2020 | ||
| CAD/USD | 140090 | $140,089.63 | 0.42% | N/A | 05/29/2020 | ||
| EUR/USD | 125000 | $137,316.23 | 0.41% | N/A | 05/13/2020 | ||
| 71647NAP4 | PETROBRAS GLOBAL FINANCE BV PETBRA 8 3/8 05/23/21 | 130000 | $136,146.11 | 0.41% | Ba2 | 8.38 | 05/23/2021 |
| 852060AT9 | SPRINT CAPITAL CORP S 8 3/4 03/15/32 | 102000 | $135,291.67 | 0.41% | B1 | 8.75 | 03/15/2032 |
| EK2508092 | TSB BANKING GROUP PLC TSBLN 5 3/4 05/06/26 | 100000 | $125,089.28 | 0.38% | Baa3 | 5.75 | 05/06/2026 |
| 172967MD0 | CITIGROUP INC C 4.65 07/23/48 | 103000 | $124,895.73 | 0.37% | A3 | 4.65 | 07/23/2048 |
| CAD/USD | 124282 | $124,282.08 | 0.37% | N/A | 05/29/2020 | ||
| ZS2796366 | EG GLOBAL FINANCE PLC EGBLFN 4 3/8 02/07/25 | 140000 | $119,067.56 | 0.36% | B2 | 4.38 | 02/07/2025 |
| 135087J39 | CANADIAN GOVERNMENT BOND CAN 2 1/4 06/01/29 | 150000 | $120,392.05 | 0.36% | Aaa | 2.25 | 06/01/2029 |
| AP6212892 | COVENTRY BUILDING SOCIETY COVBS 1 7/8 10/24/23 | 100000 | $120,971.82 | 0.36% | A2 | 1.88 | 10/24/2023 |
| 45866FAH7 | INTERCONTINENTAL EXCHANGE INC ICE 4 1/4 09/21/48 | 100000 | $115,993.06 | 0.35% | A2 | 4.25 | 09/21/2048 |
| 98420EAD7 | XLIT LTD XL 5 1/2 03/31/45 | 100000 | $115,837.07 | 0.35% | Baa1 | 5.50 | 03/31/2045 |
| EJ6027597 | BAT INTERNATIONAL FINANCE PLC BATSLN 2 3/4 03/25/25 | 100000 | $112,222.76 | 0.34% | Baa2 | 2.75 | 03/25/2025 |
| EK6080361 | SKY LTD CMCSA 1 7/8 11/24/23 | 100000 | $114,605.47 | 0.34% | A3 | 1.88 | 11/24/2023 |
| UV8531187 | OMV AG OMVAV 5 1/4 PERP | 100000 | $112,280.79 | 0.34% | Baa2 | 5.25 | 12/31/2049 |
| AV6454327 | GAZPROM PJSC VIA GAZ CAPITAL SA GAZPRU 2.949 01/24/24 | 100000 | $111,636.66 | 0.34% | Baa2 | 2.95 | 01/24/2024 |
| AQ0499030 | VODAFONE GROUP PLC VOD 2 7/8 11/20/37 | 100000 | $113,005.35 | 0.34% | Baa2 | 2.88 | 11/20/2037 |
| 907818EW4 | UNION PACIFIC CORP UNP 4 1/2 09/10/48 | 100000 | $112,454.77 | 0.34% | Baa1 | 4.50 | 09/10/2048 |
| LW0680196 | TOTAL SA TOTAL 3 7/8 PERP | 100000 | $114,562.40 | 0.34% | A2 | 3.88 | 12/31/2099 |
| EI1066782 | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND POLAND 5 1/4 01/20/25 | 80000 | $109,034.03 | 0.33% | A2 | 5.25 | 01/20/2025 |
| QJ8834781 | BPCE SA BPCEGP 2 3/4 11/30/27 | 100000 | $109,184.89 | 0.33% | Baa2 | 2.75 | 11/30/2027 |
| JK3380660 | BRITISH TELECOMMUNICATIONS PLC BRITEL 1 3/4 03/10/26 | 100000 | $110,518.93 | 0.33% | Baa2 | 1.75 | 03/10/2026 |
| QZ5414391 | IRON MOUNTAIN CANADA OPERATIONS ULC IRM 5 3/8 09/15/23 | 150000 | $109,977.17 | 0.33% | Ba3 | 5.38 | 09/15/2023 |
| 06406YAA0 | BANK OF NEW YORK MELLON CORP/THE BK 3.3 08/23/29 | 108000 | $111,069.99 | 0.33% | A2 | 3.30 | 08/23/2029 |
| 161175BJ2 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 3 3/4 02/15/28 | 110000 | $111,134.16 | 0.33% | Ba1 | 3.75 | 02/15/2028 |
| 71654QCP5 | PETROLEOS MEXICANOS PEMEX 6 1/2 01/23/29 | 150000 | $110,216.67 | 0.33% | Baa3 | 6.50 | 01/23/2029 |
| 49326EEG4 | KEYCORP KEY 4.1 04/30/28 | 102000 | $109,188.26 | 0.33% | Baa1 | 4.10 | 04/30/2028 |
| AU5397669 | ABBOTT IRELAND FINANCING DAC ABT 1 1/2 09/27/26 | 100000 | $111,185.95 | 0.33% | A3 | 1.50 | 09/27/2026 |
| AU6699006 | ELECTRICITE DE FRANCE SA EDF 4 PERP | 100000 | $108,693.60 | 0.33% | Baa3 | 4.00 | 12/31/2099 |
| AV3034502 | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND KAZAKS 2 3/8 11/09/28 | 100000 | $110,909.07 | 0.33% | Baa3 | 2.38 | 11/09/2028 |
| 10112RBA1 | BOSTON PROPERTIES LP BXP 4 1/2 12/01/28 | 100000 | $111,474.53 | 0.33% | Baa1 | 4.50 | 12/01/2028 |
| 26884ABK8 | ERP OPERATING LP EQR 4.15 12/01/28 | 100000 | $109,186.24 | 0.33% | A3 | 4.15 | 12/01/2028 |
| 06738EAZ8 | BARCLAYS PLC BACR 3 1/4 01/17/33 | 100000 | $109,396.39 | 0.33% | Baa2 | 3.25 | 01/17/2033 |
| EK0631110 | UBS AG UBS 4 3/4 02/12/26 | 100000 | $108,180.72 | 0.32% | NR | 4.75 | 02/12/2026 |
| 57385LAB4 | MARVELL TECHNOLOGY GROUP LTD MRVL 4 7/8 06/22/28 | 100000 | $104,960.42 | 0.32% | Baa3 | 4.88 | 06/22/2028 |
| AR4642179 | SVENSKA HANDELSBANKEN AB SHBASS 1 1/4 03/02/28 | 100000 | $106,909.27 | 0.32% | A3 | 1.25 | 03/02/2028 |
| 58507LAH2 | MEDTRONIC GLOBAL HOLDINGS SCA MDT 1 1/8 03/07/27 | 100000 | $107,800.75 | 0.32% | A3 | 1.13 | 03/07/2027 |
| EK8348634 | BAYER AG BAYNGR 2 3/8 04/02/75 | 100000 | $103,532.80 | 0.31% | Baa3 | 2.38 | 04/02/2075 |
| AU4641919 | SCHWEITZER-MAUDUIT INTERNATIONAL INC SWM 6 7/8 10/01/26 | 100000 | $103,187.50 | 0.31% | B2 | 6.88 | 10/01/2026 |
| 219350BQ7 | CORNING INC GLW 5.45 11/15/79 | 100000 | $104,172.15 | 0.31% | Baa1 | 5.45 | 11/15/2079 |
| AN8803222 | VOLKSWAGEN INTERNATIONAL FINANCE NV VW 2.7 PERP | 100000 | $102,468.90 | 0.31% | Baa2 | 2.70 | 12/31/2099 |
| AQ3263391 | VOLKSWAGEN BANK GMBH VW 1 1/4 12/15/25 | 100000 | $102,368.17 | 0.31% | A3 | 1.25 | 12/15/2025 |
| 025537AL5 | AMERICAN ELECTRIC POWER CO INC AEP 3.65 12/01/21 | 100000 | $102,428.25 | 0.31% | Baa1 | 3.65 | 12/01/2021 |
| AR5250915 | LLOYDS BANKING GROUP PLC LLOYDS 1 3/4 09/07/28 | 100000 | $103,409.43 | 0.31% | Baa1 | 1.75 | 09/07/2028 |
| 09857LAD0 | BOOKING HOLDINGS INC BKNG 1.8 03/03/27 | 100000 | $103,508.64 | 0.31% | A3 | 1.80 | 03/03/2027 |
| 637417AL0 | NATIONAL RETAIL PROPERTIES INC NNN 4.3 10/15/28 | 100000 | $103,857.09 | 0.31% | Baa1 | 4.30 | 10/15/2028 |
| 44932HAM5 | IBM CREDIT LLC IBM 3.6 11/30/21 | 100000 | $104,559.93 | 0.31% | A2 | 3.60 | 11/30/2021 |
| AR3866563 | SOCIETE GENERALE SA SOCGEN 1 3/8 02/23/28 | 100000 | $102,460.19 | 0.31% | Baa3 | 1.38 | 02/23/2028 |
| ZR6113974 | KERRY GROUP FINANCIAL SERVICES UNLTD CO KYGID 0 5/8 09/20/29 | 100000 | $100,694.27 | 0.30% | Baa2 | 0.63 | 09/20/2029 |
| AZ0186553 | ARKEMA SA AKEFP 2 3/4 PERP | 100000 | $101,056.45 | 0.30% | Baa3 | 2.75 | 12/31/2059 |
| ZP9910362 | AT&T INC T 2 7/8 PERP FLT 12/31/2049 | 100000 | $98,503.05 | 0.30% | Ba1 | 2.88 | 12/31/2059 |
| 55336VAR1 | MPLX LP MPLX 4 03/15/28 | 107000 | $95,284.09 | 0.29% | Baa2 | 4.00 | 03/15/2028 |
| 28368EAD8 | KINDER MORGAN INC/DE KMI 7.8 08/01/31 | 82000 | $95,224.31 | 0.29% | Baa2 | 7.80 | 08/01/2031 |
| AM9668501 | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP ASCRES 10 04/01/22 | 153000 | $89,505.00 | 0.27% | B3 | 10.00 | 04/01/2022 |
| 824348BJ4 | SHERWIN-WILLIAMS CO/THE SHW 2.95 08/15/29 | 88000 | $86,723.47 | 0.26% | Baa3 | 2.95 | 08/15/2029 |
| AZ7741517 | CAPITOL INVESTMENT MERGER SUB 2 LLC NSCOHL 10 08/01/24 | 95000 | $87,083.33 | 0.26% | Caa1 | 10.00 | 08/01/2024 |
| 822582CB6 | SHELL INTERNATIONAL FINANCE BV RDSALN 3 7/8 11/13/28 | 75000 | $83,088.10 | 0.25% | Aa2 | 3.88 | 11/13/2028 |
| 80386WAA3 | SASOL FINANCING USA LLC SASOL 5 7/8 03/27/24 | 200000 | $84,102.06 | 0.25% | Ba2 | 5.88 | 03/27/2024 |
| 12686CBB4 | CABLEVISION SYSTEMS CORP CVC 5 7/8 09/15/22 | 80000 | $81,008.89 | 0.24% | NR | 5.88 | 09/15/2022 |
| UV4999909 | OWENS-BROCKWAY GLASS CONTAINER INC OI 5 7/8 08/15/23 | 80000 | $78,200.56 | 0.23% | B1 | 5.88 | 08/15/2023 |
| 05526DBN4 | BAT CAPITAL CORP BATSLN 4.906 04/02/30 | 73000 | $74,882.21 | 0.22% | Baa2 | 4.91 | 04/02/2030 |
| USD/JPY | 7631186 | $70,944.71 | 0.21% | N/A | 07/07/2020 | ||
| 91324PDM1 | UNITEDHEALTH GROUP INC UNH 3 1/2 02/15/24 | 66000 | $70,523.78 | 0.21% | A3 | 3.50 | 02/15/2024 |
| 097023CB9 | BOEING CO/THE BA 3.85 11/01/48 | 75000 | $69,352.48 | 0.21% | Baa1 | 3.85 | 11/01/2048 |
| 35906AAW8 | FRONTIER COMMUNICATIONS CORP FTR 10 1/2 09/15/22 | 265000 | $70,467.92 | 0.21% | Caa3 | 10.50 | 09/15/2022 |
| 22822VAR2 | CROWN CASTLE INTERNATIONAL CORP CCI 3.3 07/01/30 | 65000 | $64,466.35 | 0.19% | Baa3 | 3.30 | 07/01/2030 |
| 03523TBX5 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 4.15 01/23/25 | 56000 | $60,845.02 | 0.18% | Baa1 | 4.15 | 01/23/2025 |
| 912796XH7 | UNITED STATES TREASURY BILL B 09/03/20 | 60000 | $59,967.65 | 0.18% | Aaa | 0.00 | 09/03/2020 |
| 682680AY9 | ONEOK INC OKE 3.4 09/01/29 | 75000 | $56,256.87 | 0.17% | Baa3 | 3.40 | 09/01/2029 |
| 857477BD4 | STATE STREET CORP STT 4.141 12/03/29 | 50000 | $55,188.62 | 0.17% | A1 | 4.14 | 12/03/2029 |
| AP7607900 | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 3 3/8 01/15/23 | 200000 | $56,389.83 | 0.17% | Caa2 | 3.38 | 01/15/2023 |
| 247361ZU5 | DELTA AIR LINES INC DAL 2.9 10/28/24 | 66000 | $53,639.07 | 0.16% | Baa3 | 2.90 | 10/28/2024 |
| 444454AA0 | HUGHES SATELLITE SYSTEMS CORP SATS 7 5/8 06/15/21 | 51000 | $53,165.02 | 0.16% | B2 | 7.63 | 06/15/2021 |
| QJ6941273 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 02/15/26 | 51000 | $52,139.71 | 0.16% | B1 | 5.75 | 02/15/2026 |
| 097023BY0 | BOEING CO/THE BA 3.55 03/01/38 | 62000 | $53,863.76 | 0.16% | Baa1 | 3.55 | 03/01/2038 |
| 966387AL6 | WHITING PETROLEUM CORP WLL 1 1/4 04/01/20 | 112000 | $54,304.72 | 0.16% | NR | 1.25 | 04/01/2020 |
| 84762LAU9 | SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 | 51000 | $48,304.08 | 0.15% | B2 | 5.75 | 07/15/2025 |
| 911365BK9 | UNITED RENTALS NORTH AMERICA INC URI 6 1/2 12/15/26 | 49000 | $50,672.81 | 0.15% | Ba3 | 6.50 | 12/15/2026 |
| 125509BV0 | CIGNA HOLDING CO CI 3.05 10/15/27 | 50000 | $49,000.19 | 0.15% | Baa2 | 3.05 | 10/15/2027 |
| CASHCAD09 | CAD CURRENCY CASH | 64078 | $45,014.30 | 0.14% | 0.00 | ||
| AP4080846 | BRINKS CO/THE BCO 4 5/8 10/15/27 | 50000 | $47,066.32 | 0.14% | Ba2 | 4.63 | 10/15/2027 |
| 103304BM2 | BOYD GAMING CORP BYD 6 3/8 04/01/26 | 51000 | $45,740.63 | 0.14% | Caa1 | 6.38 | 04/01/2026 |
| AL4701531 | HUDBAY MINERALS INC HBMCN 7 5/8 01/15/25 | 51000 | $45,190.96 | 0.14% | B3 | 7.63 | 01/15/2025 |
| 25470XAW5 | DISH DBS CORP DISH 5 7/8 11/15/24 | 44000 | $43,825.08 | 0.13% | B1 | 5.88 | 11/15/2024 |
| 893647BH9 | TRANSDIGM INC TDG 7 1/2 03/15/27 | 44000 | $42,549.47 | 0.13% | B3 | 7.50 | 03/15/2027 |
| AL3172791 | BOMBARDIER INC BBDBCN 8 3/4 12/01/21 | 51000 | $43,307.50 | 0.13% | Caa1 | 8.75 | 12/01/2021 |
| 88033GCE8 | TENET HEALTHCARE CORP THC 8 1/8 04/01/22 | 45000 | $44,353.13 | 0.13% | Caa1 | 8.13 | 04/01/2022 |
| USD C CAD P @1.440000 EO | 2700000 | $42,254.30 | 0.13% | N/A | 09/18/2020 | ||
| 126307AH0 | CSC HOLDINGS LLC CSCHLD 5 1/4 06/01/24 | 38000 | $38,759.62 | 0.12% | B3 | 5.25 | 06/01/2024 |
| AS2442406 | SIGNATURE AVIATION US HOLDINGS INC BBALN 5 3/8 05/01/26 | 40000 | $39,295.83 | 0.12% | Ba2 | 5.38 | 05/01/2026 |
| 513075BL4 | LAMAR MEDIA CORP LAMR 5 3/4 02/01/26 | 39000 | $40,278.55 | 0.12% | Ba2 | 5.75 | 02/01/2026 |
| 50076QAR7 | KRAFT HEINZ FOODS CO KHC 6 7/8 01/26/39 | 35000 | $40,581.15 | 0.12% | Baa3 | 6.88 | 01/26/2039 |
| 29078EAA3 | EMBARQ CORP CTL 7.995 06/01/36 | 37000 | $37,616.05 | 0.11% | Ba2 | 8.00 | 06/01/2036 |
| 532716AU1 | L BRANDS INC LB 5 5/8 02/15/22 | 39000 | $36,527.30 | 0.11% | Ba3 | 5.63 | 02/15/2022 |
| 59001KAD2 | MERITOR INC MTOR 6 1/4 02/15/24 | 39000 | $37,365.75 | 0.11% | B1 | 6.25 | 02/15/2024 |
| 90932JAA0 | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST UAL 2.7 05/01/32 | 41000 | $37,486.48 | 0.11% | Aa3 | 2.70 | 05/01/2032 |
| 552953CC3 | MGM RESORTS INTERNATIONAL MGM 6 03/15/23 | 39000 | $37,739.00 | 0.11% | Ba3 | 6.00 | 03/15/2023 |
| 15135BAJ0 | CENTENE CORP CNC 4 3/4 01/15/25 | 35000 | $35,788.47 | 0.11% | Ba1 | 4.75 | 01/15/2025 |
| 45174HBD8 | IHEARTCOMMUNICATIONS INC IHRT 8 3/8 05/01/27 | 40000 | $35,451.83 | 0.11% | Caa1 | 8.38 | 05/01/2027 |
| 458204AP9 | INTELSAT LUXEMBOURG SA INTEL 7 3/4 06/01/21 | 70000 | $36,808.33 | 0.11% | Ca | 7.75 | 06/01/2021 |
| 85207UAJ4 | SPRINT CORP S 7 5/8 02/15/25 | 29000 | $32,375.40 | 0.10% | B1 | 7.63 | 02/15/2025 |
| JK9042827 | REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC RGCARE 8 1/4 05/01/23 | 30000 | $32,193.75 | 0.10% | B1 | 8.25 | 05/01/2023 |
| 78355HKP3 | RYDER SYSTEM INC R 2.9 12/01/26 | 34000 | $33,562.04 | 0.10% | Baa1 | 2.90 | 12/01/2026 |
| 747262AY9 | QVC INC QVCN 4 3/4 02/15/27 | 38000 | $33,923.97 | 0.10% | Ba2 | 4.75 | 02/15/2027 |
| 404119CA5 | HCA INC HCA 3 1/2 09/01/30 | 35000 | $31,894.95 | 0.10% | Ba2 | 3.50 | 09/01/2030 |
| 131477AL5 | CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP CLMT 7 5/8 01/15/22 | 40000 | $31,643.89 | 0.10% | Caa1 | 7.63 | 01/15/2022 |
| 87264AAN5 | T-MOBILE USA INC TMUS 6 3/8 03/01/25 | 31000 | $31,862.19 | 0.10% | Ba3 | 6.38 | 03/01/2025 |
| 02209SBB8 | ALTRIA GROUP INC MO 3.8 02/14/24 | 33000 | $33,616.69 | 0.10% | A3 | 3.80 | 02/14/2024 |
| 29278NAM5 | ENERGY TRANSFER OPERATING LP ETP 5 7/8 01/15/24 | 35000 | $33,487.57 | 0.10% | Baa3 | 5.88 | 01/15/2024 |
| 38141GWG5 | GOLDMAN SACHS GROUP INC/THE GS 2.6 12/27/20 | 32000 | $32,218.83 | 0.10% | A3 | 2.60 | 12/27/2020 |
| 64110LAT3 | NETFLIX INC NFLX 5 7/8 11/15/28 | 29000 | $31,673.64 | 0.10% | Ba3 | 5.88 | 11/15/2028 |
| 35671DCC7 | FREEPORT-MCMORAN INC FCX 5 09/01/27 | 35000 | $32,641.58 | 0.10% | Ba1 | 5.00 | 09/01/2027 |
| 05526DBG9 | BAT CAPITAL CORP BATSLN 2.789 09/06/24 | 35000 | $34,517.96 | 0.10% | Baa2 | 2.79 | 09/06/2024 |
| 896818AP6 | TRIUMPH GROUP INC TGI 7 3/4 08/15/25 | 45000 | $32,395.63 | 0.10% | Caa2 | 7.75 | 08/15/2025 |
| 88830MAK8 | TITAN INTERNATIONAL INC TWI 6 1/2 11/30/23 | 70000 | $33,029.31 | 0.10% | Caa2 | 6.50 | 11/30/2023 |
| AQ2106799 | CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 | 40000 | $33,462.50 | 0.10% | B3 | 7.88 | 03/01/2023 |
| 80874YAQ3 | SCIENTIFIC GAMES INTERNATIONAL INC SGMS 6 5/8 05/15/21 | 40000 | $32,905.11 | 0.10% | Caa2 | 6.63 | 05/15/2021 |
| 053773AV9 | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/2 04/01/23 | 33000 | $28,957.50 | 0.09% | B1 | 5.50 | 04/01/2023 |
| 156700BA3 | CENTURYLINK INC CTL 7 1/2 04/01/24 | 26000 | $29,445.00 | 0.09% | B2 | 7.50 | 04/01/2024 |
| 030981AJ3 | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 7/8 08/20/26 | 30000 | $28,934.73 | 0.09% | Ba3 | 5.88 | 08/20/2026 |
| 00165CAD6 | AMC ENTERTAINMENT HOLDINGS INC AMC 6 1/8 05/15/27 | 67000 | $29,355.31 | 0.09% | Caa1 | 6.13 | 05/15/2027 |
| 90931CAA6 | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST UAL 4.15 08/25/31 | 30220 | $31,457.93 | 0.09% | Aa3 | 4.15 | 08/25/2031 |
| 78355HKN8 | RYDER SYSTEM INC R 2 1/2 09/01/24 | 32000 | $30,532.91 | 0.09% | Baa1 | 2.50 | 09/01/2024 |
| 126650CV0 | CVS HEALTH CORP CVS 3.7 03/09/23 | 30000 | $31,297.47 | 0.09% | Baa2 | 3.70 | 03/09/2023 |
| 161175BM5 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 04/01/38 | 27000 | $29,865.81 | 0.09% | Ba1 | 5.38 | 04/01/2038 |
| 87612BBJ0 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 7/8 04/15/26 | 35000 | $30,085.66 | 0.09% | Ba3 | 5.88 | 04/15/2026 |
| USD P JPY C @104.3500 EO | 1500000 | $27,429.32 | 0.08% | N/A | 09/08/2020 | ||
| USD P JPY C @101.1000 EO | 2250000 | $28,229.28 | 0.08% | N/A | 09/09/2020 | ||
| 235825AE6 | DANA INC DAN 5 1/2 12/15/24 | 29000 | $25,772.43 | 0.08% | B2 | 5.50 | 12/15/2024 |
| 70137TAJ4 | PARKLAND FUEL CORP PKICN 5 5/8 05/09/25 | 39000 | $26,087.44 | 0.08% | NR | 5.63 | 05/09/2025 |
| AT0010294 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 5 1/8 06/15/48 | 24000 | $25,082.17 | 0.08% | Baa3 | 5.13 | 06/15/2048 |
| 013093AB5 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 6 5/8 06/15/24 | 25000 | $25,862.67 | 0.08% | B2 | 6.63 | 06/15/2024 |
| 912828Y95 | UNITED STATES TREASURY NOTE/BOND T 1 7/8 07/31/26 | 23000 | $25,023.68 | 0.08% | Aaa | 1.88 | 07/31/2026 |
| 02377LAA2 | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 | 30523 | $27,604.53 | 0.08% | Aa3 | 3.15 | 02/15/2032 |
| 03690AAC0 | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP AM 5 3/8 09/15/24 | 40000 | $27,883.56 | 0.08% | B1 | 5.38 | 09/15/2024 |
| EK5707964 | STANDARD INDUSTRIES INC/NJ BMCAUS 5 3/8 11/15/24 | 25000 | $24,509.14 | 0.07% | Ba2 | 5.38 | 11/15/2024 |
| AT8693760 | INTELSAT CONNECT FINANCE SA INTEL 9 1/2 02/15/23 | 60000 | $23,728.33 | 0.07% | Ca | 9.50 | 02/15/2023 |
| 07556QBM6 | BEAZER HOMES USA INC BZH 6 3/4 03/15/25 | 27000 | $21,816.00 | 0.07% | B3 | 6.75 | 03/15/2025 |
| 037389BD4 | AON CORP AON 2.2 11/15/22 | 24000 | $24,081.88 | 0.07% | Baa2 | 2.20 | 11/15/2022 |
| 29379VBY8 | ENTERPRISE PRODUCTS OPERATING LLC EPD 3.7 01/31/51 | 25000 | $22,504.58 | 0.07% | Baa1 | 3.70 | 01/31/2051 |
| 031162CR9 | AMGEN INC AMGN 3.15 02/21/40 | 22000 | $21,761.86 | 0.07% | Baa1 | 3.15 | 02/21/2040 |
| 126650DJ6 | CVS HEALTH CORP CVS 3 3/4 04/01/30 | 21000 | $21,730.66 | 0.07% | Baa2 | 3.75 | 04/01/2030 |
| 29266RAC2 | EDGEWELL PERSONAL CARE CO EPC 4.7 05/24/22 | 25000 | $24,733.76 | 0.07% | Ba3 | 4.70 | 05/24/2022 |
| 125581GR3 | CIT GROUP INC CIT 5 08/01/23 | 21000 | $20,379.31 | 0.06% | Ba1 | 5.00 | 08/01/2023 |
| 228255AH8 | CROWN CORK & SEAL CO INC CCK 7 3/8 12/15/26 | 19000 | $19,887.59 | 0.06% | B1 | 7.38 | 12/15/2026 |
| 35671DBJ3 | FREEPORT-MCMORAN INC FCX 5.4 11/14/34 | 21000 | $19,856.55 | 0.06% | Ba1 | 5.40 | 11/14/2034 |
| 48666KAV1 | KB HOME KBH 7 5/8 05/15/23 | 19000 | $19,642.31 | 0.06% | Ba3 | 7.63 | 05/15/2023 |
| 75281AAU3 | RANGE RESOURCES CORP RRC 5 7/8 07/01/22 | 29000 | $21,305.94 | 0.06% | B1 | 5.88 | 07/01/2022 |
| 058498AV8 | BALL CORP BLL 4 7/8 03/15/26 | 19000 | $19,777.42 | 0.06% | Ba1 | 4.88 | 03/15/2026 |
| 404030AH1 | H&E EQUIPMENT SERVICES INC HEES 5 5/8 09/01/25 | 21000 | $19,575.94 | 0.06% | B2 | 5.63 | 09/01/2025 |
| 50077LAT3 | KRAFT HEINZ FOODS CO KHC 4 5/8 01/30/29 | 19000 | $19,302.08 | 0.06% | Baa3 | 4.63 | 01/30/2029 |
| 526057CT9 | LENNAR CORP LEN 5 1/4 06/01/26 | 20000 | $20,244.00 | 0.06% | Ba1 | 5.25 | 06/01/2026 |
| AQ3134568 | ITRON INC ITRI 5 01/15/26 | 20000 | $18,611.11 | 0.06% | B2 | 5.00 | 01/15/2026 |
| JK5491895 | INTELSAT JACKSON HOLDINGS SA INTEL 8 02/15/24 | 20000 | $19,729.44 | 0.06% | B1 | 8.00 | 02/15/2024 |
| AW9821546 | COMMSCOPE INC COMM 5 1/2 03/01/24 | 20000 | $20,331.67 | 0.06% | Ba3 | 5.50 | 03/01/2024 |
| 00164VAD5 | AMC NETWORKS INC AMCX 5 04/01/24 | 20000 | $19,700.00 | 0.06% | Ba3 | 5.00 | 04/01/2024 |
| 163851AB4 | CHEMOURS CO/THE CC 6 5/8 05/15/23 | 22000 | $19,250.61 | 0.06% | Ba3 | 6.63 | 05/15/2023 |
| 038522AN8 | ARAMARK SERVICES INC ARMK 4 3/4 06/01/26 | 22000 | $21,081.84 | 0.06% | Ba3 | 4.75 | 06/01/2026 |
| 12543DAY6 | CHS/COMMUNITY HEALTH SYSTEMS INC CYH 6 1/4 03/31/23 | 20000 | $18,990.97 | 0.06% | Caa2 | 6.25 | 03/31/2023 |
| 527298BM4 | LEVEL 3 FINANCING INC LVLT 5 1/4 03/15/26 | 19000 | $19,448.09 | 0.06% | Ba3 | 5.25 | 03/15/2026 |
| LW4385875 | US FOODS INC USFOOD 5 7/8 06/15/24 | 21000 | $19,525.77 | 0.06% | B2 | 5.88 | 06/15/2024 |
| 00774CAB3 | AECOM ACM 5 1/8 03/15/27 | 22000 | $19,853.24 | 0.06% | Ba3 | 5.13 | 03/15/2027 |
| 013093AD1 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 5 3/4 03/15/25 | 20000 | $20,026.31 | 0.06% | B2 | 5.75 | 03/15/2025 |
| 00130HBY0 | AES CORP/VA AES 5 1/8 09/01/27 | 19000 | $19,128.27 | 0.06% | Ba1 | 5.13 | 09/01/2027 |
| 05508WAB1 | B&G FOODS INC BGS 5 1/4 09/15/27 | 20000 | $19,546.67 | 0.06% | B2 | 5.25 | 09/15/2027 |
| 961214EM1 | WESTPAC BANKING CORP WSTP 2.894 02/04/30 | 21000 | $20,251.40 | 0.06% | Baa1 | 2.89 | 02/04/2030 |
| 00101JAH9 | ADT SECURITY CORP/THE ADT 4 1/8 06/15/23 | 21000 | $20,782.35 | 0.06% | Ba3 | 4.13 | 06/15/2023 |
| 588056AW1 | MERCER INTERNATIONAL INC MERC 5 1/2 01/15/26 | 20000 | $15,429.22 | 0.05% | Ba3 | 5.50 | 01/15/2026 |
| 713448ES3 | PEPSICO INC PEP 2 3/4 03/19/30 | 15000 | $16,042.56 | 0.05% | A1 | 2.75 | 03/19/2030 |
| 29379VBX0 | ENTERPRISE PRODUCTS OPERATING LLC EPD 2.8 01/31/30 | 18000 | $16,461.59 | 0.05% | Baa1 | 2.80 | 01/31/2030 |
| 674599CZ6 | OCCIDENTAL PETROLEUM CORP OXY 4.85 03/15/21 | 21000 | $17,637.01 | 0.05% | Ba1 | 4.85 | 03/15/2021 |
| 589433AB7 | MEREDITH CORP MDP 6 7/8 02/01/26 | 21000 | $18,300.63 | 0.05% | B3 | 6.88 | 02/01/2026 |
| 626738AE8 | MURPHY OIL USA INC MUSA 4 3/4 09/15/29 | 19000 | $17,852.61 | 0.05% | Ba2 | 4.75 | 09/15/2029 |
| 85207UAF2 | SPRINT CORP S 7 7/8 09/15/23 | 16000 | $17,694.08 | 0.05% | B1 | 7.88 | 09/15/2023 |
| JK9341047 | PQ CORP PQCOR 6 3/4 11/15/22 | 15000 | $15,570.00 | 0.05% | B1 | 6.75 | 11/15/2022 |
| 428040CN7 | HERTZ CORP/THE HTZ 6 1/4 10/15/22 | 25000 | $18,232.99 | 0.05% | Caa1 | 6.25 | 10/15/2022 |
| CSHCSFBD9 | CASH COLLATERAL USD | 14200 | $14,200.00 | 0.04% | N/A | 12/31/2049 | |
| 71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 12000 | $12,163.43 | 0.04% | Ba2 | 7.25 | 03/17/2044 |
| 172967GD7 | CITIGROUP INC C 5.95 PERP | 12000 | $11,727.38 | 0.04% | Ba1 | 5.95 | 12/29/2049 |
| 552953BX8 | MGM RESORTS INTERNATIONAL MGM 7 3/4 03/15/22 | 12000 | $11,927.57 | 0.04% | Ba3 | 7.75 | 03/15/2022 |
| 577081AU6 | MATTEL INC MAT 6.2 10/01/40 | 15000 | $12,877.50 | 0.04% | B3 | 6.20 | 10/01/2040 |
| 29379VBZ5 | ENTERPRISE PRODUCTS OPERATING LLC EPD 3.95 01/31/60 | 17000 | $14,448.39 | 0.04% | Baa1 | 3.95 | 01/31/2060 |
| 45031UCG4 | ISTAR INC STAR 4 1/4 08/01/25 | 18000 | $14,930.70 | 0.04% | Ba3 | 4.25 | 08/01/2025 |
| 655844CD8 | NORFOLK SOUTHERN CORP NSC 3.4 11/01/49 | 14000 | $13,800.15 | 0.04% | Baa1 | 3.40 | 11/01/2049 |
| 680665AL0 | OLIN CORP OLN 5 5/8 08/01/29 | 14000 | $13,014.75 | 0.04% | Ba2 | 5.63 | 08/01/2029 |
| 60855RAG5 | MOLINA HEALTHCARE INC MOH 5 3/8 11/15/22 | 14000 | $14,144.28 | 0.04% | B2 | 5.38 | 11/15/2022 |
| 87927VAV0 | TELECOM ITALIA CAPITAL SA TITIM 7.721 06/04/38 | 12000 | $12,987.64 | 0.04% | Ba1 | 7.72 | 06/04/2038 |
| 64110LAS5 | NETFLIX INC NFLX 4 7/8 04/15/28 | 12000 | $12,509.75 | 0.04% | Ba3 | 4.88 | 04/15/2028 |
| 25470XAL9 | DISH DBS CORP DISH 5 03/15/23 | 9000 | $8,660.45 | 0.03% | B1 | 5.00 | 03/15/2023 |
| 60871RAD2 | MOLSON COORS BEVERAGE CO TAP 5 05/01/42 | 10000 | $9,913.46 | 0.03% | Baa3 | 5.00 | 05/01/2042 |
| 88165FAG7 | TEVA PHARMACEUTICAL FINANCE CO BV TEVA 2.95 12/18/22 | 12000 | $11,103.12 | 0.03% | Ba2 | 2.95 | 12/18/2022 |
| CSHMLBSW3 | CASH COLLATERAL USD BOAML | 10000 | $10,000.00 | 0.03% | 0.00 | 12/31/2049 | |
| 404119BV0 | HCA INC HCA 5 1/2 06/15/47 | 10000 | $11,052.21 | 0.03% | Baa3 | 5.50 | 06/15/2047 |
| 24702RAF8 | DELL INC DELL 6 1/2 04/15/38 | 10000 | $9,899.72 | 0.03% | Ba2 | 6.50 | 04/15/2038 |
| AO5145690 | NGPL PIPECO LLC NGPLCO 4 3/8 08/15/22 | 10000 | $9,597.22 | 0.03% | Baa3 | 4.38 | 08/15/2022 |
| 63938CAJ7 | NAVIENT CORP NAVI 6 3/4 06/15/26 | 10000 | $9,398.75 | 0.03% | Ba3 | 6.75 | 06/15/2026 |
| 526057CV4 | LENNAR CORP LEN 5 06/15/27 | 12000 | $11,156.67 | 0.03% | Ba1 | 5.00 | 06/15/2027 |
| 88166JAA1 | TEVA PHARMACEUTICAL FINANCE IV BV TEVA 3.65 11/10/21 | 11000 | $10,737.38 | 0.03% | Ba2 | 3.65 | 11/10/2021 |
| LW2392717 | MPH ACQUISITION HOLDINGS LLC MLTPLN 7 1/8 06/01/24 | 10000 | $8,938.10 | 0.03% | Caa1 | 7.13 | 06/01/2024 |
| 920253AF8 | VALMONT INDUSTRIES INC VMI 5 10/01/44 | 10000 | $9,768.49 | 0.03% | Baa3 | 5.00 | 10/01/2044 |
| 44106MBB7 | SERVICE PROPERTIES TRUST SVC 4.95 10/01/29 | 10000 | $8,934.14 | 0.03% | Baa3 | 4.95 | 10/01/2029 |
| 45824TAP0 | INTELSAT JACKSON HOLDINGS SA INTEL 5 1/2 08/01/23 | 17000 | $10,610.83 | 0.03% | Caa2 | 5.50 | 08/01/2023 |
| 00206RCQ3 | AT&T INC T 4 3/4 05/15/46 | 10000 | $11,285.09 | 0.03% | Baa2 | 4.75 | 05/15/2046 |
| 50076QAE6 | KRAFT HEINZ FOODS CO KHC 5 06/04/42 | 11000 | $10,605.28 | 0.03% | Baa3 | 5.00 | 06/04/2042 |
| 85172FAR0 | SPRINGLEAF FINANCE CORP AMGFIN 5 3/8 11/15/29 | 10000 | $9,370.20 | 0.03% | Ba3 | 5.38 | 11/15/2029 |
| 50077LAK2 | KRAFT HEINZ FOODS CO KHC 3.95 07/15/25 | 10000 | $9,915.03 | 0.03% | Baa3 | 3.95 | 07/15/2025 |
| 19624RAA4 | COLONY CAPITAL INC CLNY 5 04/15/23 | 8000 | $6,740.35 | 0.02% | NR | 5.00 | 04/15/2023 |
| 674599CW3 | OCCIDENTAL PETROLEUM CORP OXY 2.9 08/15/24 | 15000 | $8,230.58 | 0.02% | Ba1 | 2.90 | 08/15/2024 |
| 402635AL0 | GULFPORT ENERGY CORP GPOR 6 3/8 05/15/25 | 29000 | $7,730.92 | 0.02% | Caa2 | 6.38 | 05/15/2025 |
| 747262AW3 | QVC INC QVCN 5.45 08/15/34 | 10000 | $7,398.11 | 0.02% | Ba2 | 5.45 | 08/15/2034 |
| 500255AV6 | KOHLS CORP KSS 5.55 07/17/45 | 10000 | $6,890.07 | 0.02% | Baa2 | 5.55 | 07/17/2045 |
| EK9454811 | COMMSCOPE TECHNOLOGIES LLC COMM 6 06/15/25 | 7000 | $6,530.07 | 0.02% | B3 | 6.00 | 06/15/2025 |
| 87927VAR9 | TELECOM ITALIA CAPITAL SA TITIM 7.2 07/18/36 | 7000 | $7,347.20 | 0.02% | Ba1 | 7.20 | 07/18/2036 |
| 516806AG1 | LAREDO PETROLEUM INC LPI 10 1/8 01/15/28 | 5000 | $1,994.22 | 0.01% | B3 | 10.13 | 01/15/2028 |
| 74022DAJ9 | PRECISION DRILLING CORP PDCN 5 1/4 11/15/24 | 9000 | $3,328.50 | 0.01% | B3 | 5.25 | 11/15/2024 |
| 85205TAK6 | SPIRIT AEROSYSTEMS INC SPR 4.6 06/15/28 | 4000 | $3,493.74 | 0.01% | Ba2 | 4.60 | 06/15/2028 |
| UXYM0 | US 10yr Ultra Fut Jun20UXYM0 COMB | -11 | $3,609.37 | 0.01% | N/A | 06/19/2020 | |
| 63938CAK4 | NAVIENT CORP NAVI 5 03/15/27 | 5000 | $4,342.94 | 0.01% | Ba3 | 5.00 | 03/15/2027 |
| 724479AN0 | PITNEY BOWES INC PBI 4.7 04/01/23 | 5000 | $3,813.05 | 0.01% | Ba3 | 5.70 | 04/01/2023 |
| CASHGBP00 | GBP CURRENCY CASH | 2325 | $2,884.15 | 0.01% | 0.00 | ||
| 88167AAD3 | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV TEVA 2.8 07/21/23 | 5000 | $4,589.67 | 0.01% | Ba2 | 2.80 | 07/21/2023 |
| 78454LAP5 | SM ENERGY CO SM 6 5/8 01/15/27 | 10000 | $3,050.51 | 0.01% | B2 | 6.63 | 01/15/2027 |
| LW0479839 | DENBURY RESOURCES INC DNR 9 05/15/21 | 3000 | $912.00 | 0.00% | Caa2 | 9.00 | 05/15/2021 |
| 966387AP7 | WHITING PETROLEUM CORP WLL 6 1/4 04/01/23 | 5000 | $375.00 | 0.00% | Caa2 | 6.25 | 04/01/2023 |
| 46138G508 | INVESCO SENIOR LOAN ETF | 0 | $0.00 | 0.00% | N/A | ||
| 966387BG6 | WHITING PETROLEUM CORP WLL 6 5/8 01/15/26 | 11000 | $896.35 | 0.00% | Caa2 | 6.63 | 01/15/2026 |
| AL3394379 | EP ENERGY LLC / EVEREST ACQUISITION FINANCE INC EPENEG 8 11/29/24 | 20000 | $400.00 | 0.00% | NR | 8.00 | 11/29/2024 |
| 26884LAF6 | EQT CORP EQT 3.9 10/01/27 | 2000 | $1,418.40 | 0.00% | Ba1 | 3.90 | 10/01/2027 |
| DUM0 | EURO-SCHATZ FUT Jun20DUM0 | 2 | -$109.67 | 0.00% | N/A | 06/08/2020 | |
| USM0 | US LONG BOND(CBT) Jun20USM0 COMB | 1 | -$1,656.25 | 0.00% | N/A | 06/19/2020 | |
| TYM0 | US 10YR NOTE (CBT)Jun20TYM0 COMB | 7 | -$984.37 | 0.00% | N/A | 06/19/2020 | |
| FVM0 | US 5YR NOTE (CBT) Jun20FVM0 COMB | 1 | -$46.87 | 0.00% | N/A | 06/30/2020 | |
| CDS CDX.NA.HY.33.V3 5Y CLRD | 931000 | $0.00 | 0.00% | 5.00 | 12/20/2024 | ||
| G M0 | LONG GILT FUTURE Jun20G M0 | 2 | -$1,240.55 | 0.00% | N/A | 06/26/2020 | |
| TUM0 | US 2YR NOTE (CBT) Jun20TUM0 COMB | 4 | -$125.00 | 0.00% | N/A | 06/30/2020 | |
| 26884LAG4 | EQT CORP EQT 7 02/01/30 | 2000 | $1,517.26 | 0.00% | Ba1 | 7.00 | 02/01/2030 |
| TRS IBXXLLTR LONG MORG-DV | 2772 | $0.00 | 0.00% | N/A | 12/20/2020 | ||
| TRS US0003M SHORT MORG-DV | -500000 | -$185.96 | 0.00% | 1.20 | 12/20/2020 | ||
| 10Y RTP 1.730000 19-MAY-2020 | 4850000 | $424.35 | 0.00% | N/A | 05/19/2020 | ||
| OEM0 | EURO-BOBL FUTURE Jun20OEM0 | 2 | -$657.99 | 0.00% | N/A | 06/08/2020 | |
| IRS CAD PAY 1.4180 10Y XBAML | 0 | $0.00 | 0.00% | N/A | 03/03/2030 | ||
| IRS 1.4180 PAY 03/03/2030 XBAML | 0 | $0.00 | 0.00% | 1.42 | 03/03/2030 | ||
| IRS CDOR03 RECEIVE 03/03/2030 XBAML | 0 | $0.00 | 0.00% | 1.69 | 03/03/2030 | ||
| IRS CAD REC 1.2830 3Y XBAML | 0 | $0.00 | 0.00% | N/A | 03/03/2023 | ||
| IRS 1.2830 RECEIVE 03/03/2023 XBAML | 0 | $0.00 | 0.00% | 1.28 | 03/03/2023 | ||
| IRS CDOR03 PAY 03/03/2023 XBAML | 0 | $0.00 | 0.00% | 1.69 | 03/03/2023 | ||
| 966387AH5 | WHITING PETROLEUM CORP WLL 5 3/4 03/15/21 | 10000 | $697.56 | 0.00% | Caa2 | 5.75 | 03/15/2021 |
| 25271CAN2 | DIAMOND OFFSHORE DRILLING INC DO 4 7/8 11/01/43 | 5000 | $776.56 | 0.00% | Caa2 | 4.88 | 11/01/2043 |
| 19624RAB2 | COLONY CAPITAL INC CLNY 3 7/8 01/15/21 | 2000 | $1,616.38 | 0.00% | NR | 3.88 | 01/15/2021 |
| 893830AF6 | TRANSOCEAN INC RIG 7 1/2 04/15/31 | 5000 | $1,447.17 | 0.00% | Caa3 | 7.50 | 04/15/2031 |
| CASH SECURITY USD | 0 | -$281.87 | 0.00% | N/A | |||
| 78412FAU8 | SESI LLC SPN 7 3/4 09/15/24 | 5000 | $1,317.22 | 0.00% | Caa1 | 7.75 | 09/15/2024 |
| CDS CDX.NA.HY.32.V4 5Y CLRD | 225040 | -$3,299.10 | -0.01% | 5.00 | 06/20/2024 | ||
| CDS CDX.NA.IG.33.V1 5Y CLRD | 700000 | -$1,962.96 | -0.01% | 1.00 | 12/20/2024 | ||
| UBM0 | EURO-BUXL 30Y BND Jun20UBM0 | 1 | -$5,000.72 | -0.02% | N/A | 08/06/2020 | |
| USD P JPY C @93.8000 EO | -2250000 | -$13,923.10 | -0.04% | N/A | 09/09/2020 | ||
| USD C CAD P @1.560000 EO | -2700000 | -$13,316.13 | -0.04% | N/A | 09/18/2020 | ||
| USD P JPY C @99.0000 EO | -1500000 | -$15,048.52 | -0.05% | N/A | 09/08/2020 | ||
| TRS SPBDAL LONG MORG-DV | 2772 | -$61,571.24 | -0.18% | 0.00 | 12/20/2020 | ||
| USD/JPY | -70000 | -$70,000.00 | -0.21% | N/A | 07/07/2020 | ||
| CAD/USD | -165000 | -$115,969.20 | -0.35% | N/A | 05/29/2020 | ||
| CAD/USD | -185986 | -$130,719.43 | -0.39% | N/A | 05/29/2020 | ||
| EUR/USD | -136622 | -$136,621.70 | -0.41% | N/A | 05/13/2020 | ||
| EUR/USD | -125000 | -$137,316.23 | -0.41% | N/A | 05/13/2020 | ||
| USD/JPY | -160000 | -$160,000.00 | -0.48% | N/A | 07/07/2020 | ||
| USD/JPY | -25577035 | -$237,781.58 | -0.71% | N/A | 07/07/2020 | ||
| USD/JPY | -26223950 | -$244,297.21 | -0.73% | N/A | 09/09/2020 | ||
| USD/JPY | -250000 | -$250,000.00 | -0.75% | N/A | 09/09/2020 | ||
| EUR/USD | -293609 | -$322,729.22 | -0.97% | N/A | 05/29/2020 | ||
| GBP/USD | -313580 | -$389,446.37 | -1.17% | N/A | 05/29/2020 | ||
| USD/JPY | -47240505 | -$440,111.64 | -1.32% | N/A | 09/11/2020 | ||
| -450000 | -$450,000.00 | -1.35% | N/A | ||||
| EUR/USD | -591000 | -$649,616.26 | -1.95% | N/A | 05/29/2020 | ||
| EUR/USD | -680600 | -$748,102.92 | -2.25% | N/A | 05/29/2020 | ||
| EUR/USD | -2696531 | -$2,963,977.45 | -8.90% | N/A | 05/29/2020 |
For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.
** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.
Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.
The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.
As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.
Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.
The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.
All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.
When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.
Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.
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