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Collective Trust Funds

Quarterly Portfolio Holdings

as of 03/31/2020

Invesco Core Plus Fixed Income Trust - Class I

CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
01F030645 FNMA FNCL TBA 30yr 3.0 04-01-50 7037000 $7,387,438.92 2.99% Aaa 3.00 04/01/2050
01F022444 FNMA FNCI TBA 15yr 2.5 04-01-35 6420000 $6,669,973.19 2.70% Aaa 2.50 04/01/2035
3140J5PG8 FNCL BM1322 3.5 05-01-47 4921108 $5,253,082.09 2.12% Aaa 3.50 05/01/2047
21H030641 GNMA G2SF TBA 30yr 3.0 04-01-50 3830000 $4,057,639.37 1.64% Aaa 3.00 04/01/2050
CASHUSD00 USD CURRENCY CASH 3424135 $3,424,134.73 1.38% 0.00
219350BQ7 CORNING INC GLW 5.45 11/15/79 2922000 $3,043,467.96 1.23% Baa1 5.45 11/15/2079
01F030447 FNMA FNCI TBA 15yr 3.0 04-01-35 2775000 $2,906,366.15 1.18% Aaa 3.00 04/01/2035
3140J9H87 FNCL BM4754 3.5 05-01-47 2588796 $2,759,010.77 1.12% Aaa 3.50 05/01/2047
EUR/USD 2682750 $2,682,749.62 1.09% N/A 05/29/2020
01F022642 FNMA FNCL TBA 30yr 2.5 04-01-50 2530000 $2,624,172.22 1.06% Aaa 2.50 04/01/2050
3137FLMV3 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K090 A2 2000000 $2,312,182.33 0.94% Aaa 3.42 02/25/2029
31334XD97 FNCL QA1028 4.0 07-01-49 2047464 $2,206,085.28 0.89% Aaa 4.00 07/01/2049
3137FLN34 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K734 A2 1946000 $2,124,832.99 0.86% Aaa 3.21 02/25/2026
912828ZF0 UNITED STATES TREASURY NOTE/BOND T 0 1/2 03/31/25 2054400 $2,067,425.69 0.84% Aaa 0.50 03/31/2025
3131Y7TD9 FNCL ZN1448 4.0 11-01-48 1668171 $1,784,197.27 0.72% Aaa 4.00 11/01/2048
38176GAA0 GOLUB CAPITAL PARTNERS CLO 41 B LTD GCBSL 2019-41A A 1583000 $1,545,139.50 0.62% Aaa 3.19 04/20/2029
08162YAE2 BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 1455000 $1,524,203.15 0.62% NR 3.05 12/15/2062
36179UV90 G2SF MA6040 4.0 07-20-49 1417070 $1,508,442.34 0.61% Aaa 4.00 07/20/2049
00287YBQ1 ABBVIE INC ABBV 2.6 11/21/24 1478000 $1,515,557.12 0.61% Baa2 2.60 11/21/2024
85208NAE0 SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 1401000 $1,494,270.49 0.60% Baa2 5.15 03/20/2028
85208NAD2 SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 1390000 $1,419,812.33 0.57% Baa2 4.74 03/20/2025
31573TAA6 ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 1285929 $1,238,169.66 0.50% NR 2.74 11/25/2059
912796TQ2 TREASURY BILL 0 4/9/2020 1247000 $1,246,985.45 0.50% Aaa 0.00 04/09/2020
05363LAU7 AVERY POINT VI CLO LTD AVERY 2015-6A AR 1254000 $1,229,348.31 0.50% Aaa 2.79 08/05/2027
00830YAC5 AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 1230000 $1,224,010.58 0.50% A3 4.38 04/17/2026
12597NAS2 CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 1238000 $1,223,396.92 0.49% Aaa 2.56 03/15/2053
00287YBL2 ABBVIE INC ABBV 2.3 11/21/22 1194000 $1,202,818.16 0.49% Baa2 2.30 11/21/2022
36962GT95 GENERAL ELECTRIC CO GE 5.55 01/05/26 1103000 $1,206,261.15 0.49% Baa1 5.55 01/05/2026
6174468L6 MORGAN STANLEY MS 2.699 01/22/31 1212000 $1,192,289.75 0.48% A3 2.70 01/22/2031
16159GAC3 CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 1147117 $1,165,426.60 0.47% NR 3.50 07/25/2049
110122BZ0 BRISTOL-MYERS SQUIBB CO BMY 2.9 07/26/24 1070000 $1,139,572.11 0.46% A2 2.90 07/26/2024
3137FL6F6 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM 964000 $1,135,237.12 0.46% Aaa 3.76 01/25/2029
37959GAA5 GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 1222000 $1,100,378.60 0.45% Baa3 4.40 10/15/2029
68236JAA9 ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A 1116000 $1,114,036.52 0.45% Aaa 2.52 09/15/2054
80414L2C8 SAUDI ARABIAN OIL CO ARAMCO 2 7/8 04/16/24 1134000 $1,116,534.50 0.45% A1 2.88 04/16/2024
3137F4WZ1 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K731 A2 975000 $1,061,607.79 0.43% Aaa 3.60 02/25/2025
36198FAP7 GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B 1000000 $1,007,209.94 0.41% Aa2 4.75 08/10/2046
61768HAW6 MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 890000 $1,000,117.21 0.40% NR 4.07 03/15/2052
25755TAL4 DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 1104232 $992,202.23 0.40% NR 3.67 10/25/2049
62947QAW8 NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 958000 $964,555.15 0.39% Baa3 3.88 09/01/2022
90276YAE3 UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 870000 $952,908.91 0.39% Aaa 3.60 04/15/2052
552676AT5 MDC HOLDINGS INC MDC 3.85 01/15/30 1066000 $968,748.23 0.39% Ba2 3.85 01/15/2030
61764BAL7 MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C 1000000 $945,332.80 0.38% NR 4.30 09/09/2032
67107KAZ9 OCP CLO 2014-7 LTD OCP 2014-7A A1RR 940000 $909,159.27 0.37% Aaa 2.94 07/20/2029
552676AQ1 MDC HOLDINGS INC MDC 6 01/15/43 964000 $923,672.67 0.37% Ba2 6.00 01/15/2043
61691LAA7 MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A 936000 $886,706.59 0.36% Aaa 1.40 11/15/2034
92536PAA2 VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 933393 $897,729.91 0.36% NR 2.42 01/25/2060
92537FAA3 VERUS SECURITIZATION TRUST 2019-INV1 VERUS 2019-INV1 A1 924619 $888,340.43 0.36% NR 3.40 12/25/2059
03463WAA1 ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1 892479 $901,406.64 0.36% NR 3.63 03/25/2049
92936QAJ7 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B 881000 $890,269.15 0.36% Aaa 4.70 04/15/2045
172967MG3 CITIGROUP INC C 5 PERP 943000 $864,541.35 0.35% Ba1 5.00 12/31/2049
912828ZD5 UNITED STATES TREASURY NOTE/BOND T 0 1/2 03/15/23 866300 $871,914.48 0.35% Aaa 0.50 03/15/2023
912828ZE3 UNITED STATES TREASURY NOTE/BOND T 0 5/8 03/31/27 847800 $852,481.40 0.34% Aaa 0.63 03/31/2027
57701RAJ1 MATTAMY GROUP CORP MATHOM 5 1/4 12/15/27 894000 $846,543.50 0.34% B1 5.25 12/15/2027
31307TDS7 FGCI J36413 3.0 02-01-32 798162 $842,457.10 0.34% Aaa 3.00 02/01/2032
85572MAD2 STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D 895000 $837,477.99 0.34% Baa2 2.65 01/17/2035
14448CAF1 CARRIER GLOBAL CORP UTX 2.242 02/15/25 842000 $824,055.60 0.33% Baa3 2.24 02/15/2025
68389XBX2 ORACLE CORP ORCL 3.6 04/01/50 795000 $791,794.95 0.32% A3 3.60 04/01/2050
05369AAA9 AVIATION CAPITAL GROUP LLC ACGCAP 3 1/2 11/01/27 1026000 $797,826.60 0.32% Baa2 3.50 11/01/2027
03765HAE1 APOLLO MANAGEMENT HOLDINGS LP APO 4.95 01/14/50 857000 $784,486.86 0.32% NR 4.95 01/14/2050
912810SK5 UNITED STATES TREASURY NOTE/BOND T 2 3/8 11/15/49 630000 $791,894.52 0.32% Aaa 2.38 11/15/2049
674599BY0 OCCIDENTAL PETROLEUM CORP OXY 4.1 02/01/21 936000 $798,299.75 0.32% Ba1 4.10 02/01/2021
80413TAR0 SAUDI GOVERNMENT INTERNATIONAL BOND KSA 3 3/4 01/21/55 840000 $778,345.40 0.31% A1 3.75 01/21/2055
46645LBE6 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B 767000 $759,875.28 0.31% A3 4.74 03/15/2049
11134LAD1 BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD AVGO 3 01/15/22 767000 $764,818.80 0.31% Baa3 3.00 01/15/2022
42806DCH0 HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A 800000 $765,841.68 0.31% Aaa 3.42 05/25/2025
96950FAG9 WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 773000 $776,197.59 0.31% Baa3 4.13 11/15/2020
12597KAA7 COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1 766800 $743,247.38 0.30% NR 2.49 02/25/2050
595112BP7 MICRON TECHNOLOGY INC MU 4.185 02/15/27 738000 $750,814.42 0.30% Baa3 4.19 02/15/2027
64830VAA1 NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 759934 $751,641.96 0.30% NR 2.46 01/26/2060
780097BE0 ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.498 05/15/23 711000 $711,361.54 0.29% Baa2 3.50 05/15/2023
693483AH2 POSCO POHANG 2 1/2 01/17/25 735000 $711,872.60 0.29% Baa1 2.50 01/17/2025
46647PAW6 JPMORGAN CHASE & CO JPM FLOAT 07/23/24 781000 $708,735.76 0.29% A2 2.70 07/23/2024
344419AC0 FOMENTO ECONOMICO MEXICANO SAB DE CV FEMSA 3 1/2 01/16/50 775000 $727,697.21 0.29% NR 3.50 01/16/2050
36166MAA3 GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 729805 $714,480.15 0.29% NR 2.86 09/25/2059
912828ZG8 UNITED STATES TREASURY NOTE/BOND T 0 3/8 03/31/22 687000 $688,831.88 0.28% Aaa 0.38 03/31/2022
51817TAB8 LATAM AIRLINES 2015-1 PASS THROUGH TRUST A LATAIR 4.2 11/15/27 769761 $696,916.03 0.28% Baa1 4.20 11/15/2027
47760QAB9 JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II 682500 $689,946.95 0.28% NR 4.85 07/30/2047
14314CAA3 CARLYLE FINANCE LLC CG 5.65 09/15/48 623000 $689,668.11 0.28% NR 5.65 09/15/2048
03464QAA3 ANGEL OAK MORTGAGE TRUST 2019-3 AOMT 2019-3 A1 718863 $692,967.06 0.28% NR 2.93 05/25/2059
46117MAA2 INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A 767000 $698,332.18 0.28% NR 1.40 01/15/2033
45031UCF6 ISTAR INC STAR 4 3/4 10/01/24 809000 $700,374.89 0.28% Ba3 4.75 10/01/2024
68389XBY0 ORACLE CORP ORCL 3.85 04/01/60 660000 $664,003.41 0.27% A1 3.85 04/01/2060
74982LAY6 RACE POINT VIII CLO LTD RACEP 2013-8A AR2 689000 $661,293.55 0.27% NR 3.24 02/20/2030
46623EKG3 JPMORGAN CHASE & CO JPM 2.295 08/15/21 660000 $660,667.60 0.27% A2 2.30 08/15/2021
42806DCD9 HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A A 700000 $679,823.29 0.27% Aaa 3.71 03/25/2023
268317AL8 ELECTRICITE DE FRANCE SA EDF 6 01/22/14 510000 $656,298.60 0.27% A3 6.00 01/22/2114
43789EAA4 HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 684018 $659,996.88 0.27% NR 3.45 01/25/2059
94974BFP0 WELLS FARGO & CO WFC 5 3/8 11/02/43 551000 $670,933.08 0.27% A3 5.38 11/02/2043
460690BR0 INTERPUBLIC GROUP OF COS INC/THE IPG 4 3/4 03/30/30 635000 $631,265.68 0.26% Baa2 4.75 03/30/2030
3137FCLD4 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K071 A2 570000 $647,317.73 0.26% Aaa 3.29 11/25/2027
14448CAA2 CARRIER GLOBAL CORP UTX 2.722 02/15/30 694000 $640,328.22 0.26% Baa3 2.72 02/15/2030
36164QNA2 GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO GE 4.418 11/15/35 586000 $642,877.54 0.26% Baa1 4.42 11/15/2035
345397ZK2 FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 664000 $645,730.04 0.26% Ba2 5.09 01/07/2021
04686JAB7 ATHENE HOLDING LTD ATH 6.15 04/03/30 654000 $652,744.32 0.26% NR 6.15 04/03/2030
08160KAJ3 BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B 710000 $645,015.40 0.26% NR 3.56 12/15/2072
74727PAZ4 QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 625000 $636,933.59 0.26% Aa3 3.38 03/14/2024
345397ZQ9 FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 698000 $648,802.48 0.26% Ba2 5.58 03/18/2024
404280BL2 HSBC HOLDINGS PLC HSBC 6 PERP 655000 $634,695.00 0.26% Baa3 6.00 12/31/2049
55282MAA2 MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A 652000 $627,481.14 0.25% NR 3.08 08/15/2034
74982LBA7 RACE POINT VIII CLO LTD RACEP 2013-8A BR2 689000 $628,609.38 0.25% NR 3.60 02/20/2030
04686JAA9 ATHENE HOLDING LTD ATH 4 1/8 01/12/28 671000 $612,456.89 0.25% NR 4.13 01/12/2028
05254HAA2 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP 619000 $620,470.13 0.25% Baa2 6.75 12/31/2049
08162YAJ1 BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C 855600 $613,686.66 0.25% NR 3.78 12/15/2062
38141GWG5 GOLDMAN SACHS GROUP INC/THE GS 2.6 12/27/20 607000 $611,151.06 0.25% A3 2.60 12/27/2020
89236TGX7 TOYOTA MOTOR CREDIT CORP TOYOTA 3 04/01/25 594000 $596,791.08 0.24% A1 3.00 04/01/2025
20048EBB6 COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B 590000 $582,385.71 0.24% Aa2 3.74 01/10/2046
12594JAE5 COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B 595000 $581,622.06 0.24% NR 3.09 08/10/2029
20030NCZ2 COMCAST CORP CMCSA 3.45 02/01/50 541000 $596,748.57 0.24% A3 3.45 02/01/2050
61691UBH1 MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS 620000 $601,158.53 0.24% NR 3.49 11/15/2052
86562MBP4 SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 3.04 07/16/29 590000 $593,320.04 0.24% A1 3.04 07/16/2029
55336VBG4 MPLX LP MPLX FLOAT 09/09/21 633000 $598,911.90 0.24% Baa2 1.90 09/09/2021
44931NAJ0 ICG US CLO 2016-1 LTD ICG 2016-1A A1R 601000 $591,321.61 0.24% Aaa 2.91 07/29/2028
3140HHSZ9 FANNIE MAE POOL FN BK4135 4.5 12/1/2048 552990 $597,674.01 0.24% Aaa 4.50 12/01/2048
125282AA1 CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A 633999 $569,024.60 0.23% NR 1.49 07/15/2032
86359A5N9 STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 630003 $557,376.92 0.23% NR 4.06 11/25/2033
49326EEK5 KEYCORP KEY 2 1/4 04/06/27 611000 $579,220.71 0.23% Baa1 2.25 04/06/2027
17328BAA2 CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 593187 $573,160.30 0.23% NR 2.72 07/25/2049
55400DAA9 MVW 2019-2 LLC MVWOT 2019-2A A 630239 $578,965.24 0.23% NR 2.22 10/20/2038
912796XH7 UNITED STATES TREASURY BILL B 09/03/20 561000 $560,697.47 0.23% Aaa 0.00 09/03/2020
36418XAA5 GALTON FUNDING MORTGAGE TRUST 2019-H1 GFMT 2019-H1 A1 579004 $574,381.88 0.23% NR 2.66 10/25/2059
05565ALQ4 BNP PARIBAS SA BNP 4 1/2 PERP 737000 $570,806.50 0.23% Ba1 4.50 12/31/2059
12593PAZ5 COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B 561000 $552,374.74 0.22% NR 4.54 08/10/2048
06054ABB4 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS 536000 $548,282.85 0.22% Aa2 3.99 09/15/2048
25272KAR4 DELL INTERNATIONAL LLC / EMC CORP DELL 8.35 07/15/46 466000 $555,775.81 0.22% Baa3 8.35 07/15/2046
233046AK7 DB MASTER FINANCE LLC DNKN 2019-1A A2II 553815 $532,963.57 0.22% NR 4.02 05/20/2049
247361ZU5 DELTA AIR LINES INC DAL 2.9 10/28/24 680000 $552,644.98 0.22% Baa3 2.90 10/28/2024
ZQ3502213 PERUSAHAAN LISTRIK NEGARA PT PLNIJ 1 7/8 11/05/31 535000 $538,412.30 0.22% Baa2 1.88 11/05/2031
84861TAF5 SPIRIT REALTY LP SRC 3.4 01/15/30 637000 $552,514.02 0.22% Baa3 3.40 01/15/2030
034863AV2 ANGLO AMERICAN CAPITAL PLC AALLN 5 3/8 04/01/25 514000 $519,487.26 0.21% Baa2 5.38 04/01/2025
38141GWQ3 GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 503000 $513,037.99 0.21% A3 3.27 09/29/2025
38611TDL8 GRAND PARKWAY TRANSPORTATION CORP 38611TDL8 535000 $521,178.93 0.21% Aa1 3.24 10/01/2052
247361ZV3 DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST DAL 2 06/10/28 558000 $508,243.94 0.21% Aa3 2.00 06/10/2028
61763E207 MORGAN STANLEY MS 6 7/8 PERP SERIES F 20000 $521,593.80 0.21% Ba1 6.88 12/31/2049
20030NCN9 COMCAST CORP CMCSA 4.95 10/15/58 4.95 10/15/2058 365000 $512,416.90 0.21% A3 4.95 10/15/2058
87250RAA2 TICP CLO XV LTD TICP 2020-15A A 541000 $516,210.83 0.21% NR 2.92 04/20/2033
CASHEUR08 EUR CURRENCY CASH 468152 $513,398.58 0.21% 0.00
64828EAA3 NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 515466 $508,683.57 0.21% NR 2.49 09/25/2059
26253KAD6 DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D 537000 $517,784.07 0.21% NR 2.96 04/15/2025
40390AAA9 HMH TRUST 2017-NSS HMH 2017-NSS A 560000 $525,349.85 0.21% NR 3.06 07/05/2031
95058XAE8 WENDYS FUNDING LLC WEN 2018-1A A2II 557175 $505,355.62 0.20% NR 3.88 03/15/2048
48123UAB0 JPMORGAN CHASE & CO JPM FLOAT 05/15/47 740000 $505,579.21 0.20% Baa1 2.69 05/15/2047
ZP9910362 AT&T INC T 2 7/8 PERP FLT 12/31/2049 500000 $492,515.24 0.20% Ba1 2.88 12/31/2059
16164AAD7 CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 528683 $501,320.17 0.20% Baa1 3.75 12/25/2045
12653BAG5 CSWF 2018-TOP CSWF 2018-TOP B 589866 $483,064.54 0.20% NR 2.00 08/15/2035
898324AC2 TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 533000 $504,428.98 0.20% Baa2 5.25 01/30/2026
25272KAK9 DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 458000 $495,449.33 0.20% Baa3 6.02 06/15/2026
233046AL5 DB MASTER FINANCE LLC DNKN 2019-1A A23 526025 $502,557.15 0.20% NR 4.35 05/20/2049
909318AA5 UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST UAL 3 1/2 03/01/30 502901 $489,900.09 0.20% Aa3 3.50 03/01/2030
161175BB9 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 4.464 07/23/22 479000 $498,799.85 0.20% Ba1 4.46 07/23/2022
548661DV6 LOWES COS INC LOW 5 04/15/40 414000 $468,785.98 0.19% Baa1 5.00 04/15/2040
00206RFU1 AT&T INC T 5.15 02/15/50 388000 $466,260.65 0.19% Baa2 5.15 02/15/2050
928563AA3 VMWARE INC VMW 2.3 08/21/20 468000 $464,209.83 0.19% Baa2 2.30 08/21/2020
46513JB34 ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 2 3/4 07/03/30 475000 $475,000.00 0.19% A1 2.75 07/03/2030
037833DN7 APPLE INC AAPL 2.05 09/11/26 444000 $458,497.55 0.19% Aa1 2.05 09/11/2026
24381MAA8 DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1 487547 $459,246.62 0.19% NR 2.79 10/25/2059
10554NAA6 BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 655000 $477,243.73 0.19% NR 7.45 11/15/2029
36258YBG2 GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 465000 $479,733.30 0.19% NR 2.91 02/13/2053
3137FL6Q2 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM 408000 $475,808.78 0.19% Aaa 3.63 01/25/2029
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38141GXJ8 GOLDMAN SACHS GROUP INC/THE GS 3 1/2 04/01/25 431000 $437,093.86 0.18% A3 3.50 04/01/2025
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88032WAH9 TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 390000 $441,912.03 0.18% A1 3.93 01/19/2038
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437076CC4 HOME DEPOT INC/THE HD 3.3 04/15/40 419000 $429,751.54 0.17% A2 3.30 04/15/2040
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00912XAS3 AIR LEASE CORP AL 3 3/8 06/01/21 455000 $414,454.77 0.17% NR 3.38 06/01/2021
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853254BR0 STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 435000 $418,031.13 0.17% A2 2.10 09/10/2022
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37954JAB2 GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 383000 $381,324.38 0.15% NR 4.50 10/20/2021
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225310AN1 CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 401000 $370,789.94 0.15% Ba3 5.13 12/31/2024
80414L2A2 SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 362000 $359,174.31 0.15% A1 2.75 04/16/2022
ZS2929843 NETFLIX INC NFLX 3 7/8 11/15/29 350000 $379,298.22 0.15% Ba3 3.88 11/15/2029
26253KAC8 DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A C 370000 $362,561.40 0.15% NR 2.74 04/15/2025
35671DCC7 FREEPORT-MCMORAN INC FCX 5 09/01/27 400000 $373,046.67 0.15% Ba1 5.00 09/01/2027
42806DBQ1 HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A A 400000 $377,569.89 0.15% Aaa 3.29 02/25/2024
44891AAZ0 HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 372000 $374,292.88 0.15% Baa1 4.30 02/01/2024
02377CAA2 AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST AAL 3.6 10/15/29 392334 $363,601.68 0.15% A2 3.60 10/15/2029
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38148BAD0 GOLDMAN SACHS GROUP INC/THE GS 5 PERP 405000 $354,206.25 0.14% Ba1 5.00 12/31/2049
853254BH2 STANDARD CHARTERED PLC STANLN 7 3/4 PERP 335000 $342,046.63 0.14% Ba1 7.75 12/31/2049
747262AW3 QVC INC QVCN 5.45 08/15/34 484000 $358,068.71 0.14% Ba2 5.45 08/15/2034
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83546DAG3 SONIC CAPITAL LLC SONIC 2020-1A A2I 369692 $354,343.88 0.14% NR 3.85 01/20/2050
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25746UDG1 DOMINION ENERGY INC D 3 3/8 04/01/30 349000 $345,492.55 0.14% Baa2 3.38 04/01/2030
31406UQQ4 FNCL 820463 5.5 04-01-35 305923 $347,055.68 0.14% Aaa 5.50 04/01/2035
556079AB7 MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP 390000 $352,526.15 0.14% Ba1 6.13 12/31/2049
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09681LAH3 BOC AVIATION LTD BOCAVI FLOAT 09/26/23 312000 $310,696.74 0.13% NR 2.36 09/26/2023
437076CB6 HOME DEPOT INC/THE HD 2.7 04/15/30 314000 $320,032.11 0.13% A2 2.70 04/15/2030
678858BV2 OKLAHOMA GAS & ELECTRIC CO OGE 3 1/4 04/01/30 316000 $316,686.35 0.13% A3 3.25 04/01/2030
67091TAC9 OCP SA OCPMR 4 1/2 10/22/25 323000 $311,272.20 0.13% NR 4.50 10/22/2025
01609WAW2 ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 240000 $322,336.34 0.13% A1 4.40 12/06/2057
14448CAH7 CARRIER GLOBAL CORP UTX 2.493 02/15/27 340000 $325,387.28 0.13% Baa3 2.49 02/15/2027
651639AY2 NEWMONT CORP NEM 2 1/4 10/01/30 348000 $320,759.68 0.13% Baa2 2.25 10/01/2030
008252AM0 AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 306000 $328,780.67 0.13% A3 4.25 02/15/2024
47760QAA1 JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I 331768 $329,720.11 0.13% NR 3.61 07/30/2047
03464RAA1 ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 331339 $329,098.52 0.13% NR 2.47 12/25/2059
00206RDC3 AT&T INC T 4.45 04/01/24 297000 $321,206.66 0.13% Baa2 4.45 04/01/2024
16163YAD6 CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 336125 $329,348.04 0.13% A2 3.75 04/25/2045
62947QAV0 NXP BV / NXP FUNDING LLC NXPI 4 5/8 06/01/23 298000 $311,292.75 0.13% Baa3 4.63 06/01/2023
14739LAB8 CASCADES INC/CASCADES USA INC CASCN 5 3/8 01/15/28 333000 $324,229.84 0.13% Ba3 5.38 01/15/2028
345397A29 FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 346000 $313,832.90 0.13% Ba2 3.09 01/09/2023
03464NAA0 ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1 320442 $314,987.85 0.13% NR 3.65 09/25/2048
86964WAF9 SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 334000 $315,685.67 0.13% NR 6.00 01/15/2029
05369AAD3 AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 370000 $320,921.19 0.13% Baa2 4.13 08/01/2025
962166BY9 WEYERHAEUSER CO WY 4 04/15/30 314000 $315,311.88 0.13% Baa2 4.00 04/15/2030
57636QAR5 MASTERCARD INC MA 3.3 03/26/27 281000 $305,478.84 0.12% A1 3.30 03/26/2027
595112BM4 MICRON TECHNOLOGY INC MU 4.975 02/06/26 282000 $297,759.32 0.12% Baa3 4.98 02/06/2026
61691LAJ8 MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS C 312000 $293,009.24 0.12% A3 1.70 11/15/2034
01609WAV4 ALIBABA GROUP HOLDING LTD BABA 4.2 12/06/47 250000 $308,592.30 0.12% A1 4.20 12/06/2047
161175BL7 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 277000 $305,526.44 0.12% Ba1 5.38 05/01/2047
76119CAA9 RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 316551 $303,449.69 0.12% NR 2.38 02/25/2024
842587CY1 SOUTHERN CO/THE SO 5 1/2 03/15/57 321000 $306,179.16 0.12% Baa3 5.50 03/15/2057
594918CA0 MICROSOFT CORP MSFT 4 1/4 02/06/47 229000 $298,945.41 0.12% Aaa 4.25 02/06/2047
02005NBA7 ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 323000 $308,742.28 0.12% NR 4.63 03/30/2025
92343VDU5 VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 230000 $294,704.32 0.12% Baa1 5.25 03/16/2037
46513JB42 ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 3 7/8 07/03/50 305000 $305,000.00 0.12% A1 3.88 07/03/2050
70450YAE3 PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 290000 $292,087.20 0.12% NR 2.85 10/01/2029
76119NAA5 RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 309752 $298,477.99 0.12% NR 2.63 09/25/2059
90184LAG7 TWITTER INC TWTR 3 7/8 12/15/27 304000 $296,074.89 0.12% Ba2 3.88 12/15/2027
29379VBX0 ENTERPRISE PRODUCTS OPERATING LLC EPD 2.8 01/31/30 333000 $304,539.44 0.12% Baa1 2.80 01/31/2030
015271AS8 ALEXANDRIA REAL ESTATE EQUITIES INC ARE 4 02/01/50 338000 $308,431.14 0.12% Baa1 4.00 02/01/2050
11043XAB9 BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST IAGLN 3.35 06/15/29 305000 $287,728.58 0.12% A3 3.35 06/15/2029
674599CU7 OCCIDENTAL PETROLEUM CORP OXY 2.6 08/13/21 383000 $307,809.39 0.12% Ba1 2.60 08/13/2021
88032WAG1 TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 286000 $304,778.26 0.12% A1 3.60 01/19/2028
25466AAN1 DISCOVER BANK DFS 4.682 08/09/28 290000 $297,242.14 0.12% Baa3 4.68 08/09/2028
3137FJXW4 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM 241000 $288,043.86 0.12% Aaa 4.03 10/25/2028
3137FKJD9 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM 241000 $287,584.61 0.12% Aaa 4.06 10/25/2028
87161CAL9 SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 289000 $293,372.81 0.12% NR 3.13 11/01/2022
126650DJ6 CVS HEALTH CORP CVS 3 3/4 04/01/30 262000 $271,115.79 0.11% Baa2 3.75 04/01/2030
21036PBA5 CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 276000 $260,956.84 0.11% Baa3 2.39 11/15/2021
91324PCP5 UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 251000 $274,262.53 0.11% A3 3.75 07/15/2025
46187BAA1 INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A 286665 $260,366.06 0.11% Aaa 1.65 12/17/2036
893727AA5 TRANSJAMAICAN HIGHWAY LTD TRAJAM 5 3/4 10/10/36 275000 $265,888.72 0.11% NR 5.75 10/10/2036
14310FAA0 CARLYLE HOLDINGS II FINANCE LLC CG 5 5/8 03/30/43 239000 $266,129.19 0.11% NR 5.63 03/30/2043
81745CAB9 SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 282501 $276,349.98 0.11% NR 3.00 06/25/2043
12594JAG0 COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C 285000 $275,851.69 0.11% NR 3.46 08/10/2029
638671AL1 NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 240000 $275,653.22 0.11% A3 4.95 04/22/2044
86359BWG2 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A 319322 $278,977.27 0.11% NR 3.95 07/25/2034
EI0106290 BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP 258000 $265,872.58 0.11% B2 8.50 12/31/2049
02377LAA2 AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 303258 $274,264.39 0.11% Aa3 3.15 02/15/2032
90932KAA7 UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST UAL 3 1/2 05/01/28 325000 $278,052.55 0.11% Baa2 3.50 05/01/2028
88032WAE6 TENCENT HOLDINGS LTD TENCNT 2.985 01/19/23 256000 $262,581.42 0.11% A1 2.99 01/19/2023
75884RAX1 REGENCY CENTERS LP REG 4 1/8 03/15/28 278000 $281,032.65 0.11% Baa1 4.13 03/15/2028
886065AB7 THUNDERBOLT II AIRCRAFT LEASE LTD TBOLT 2018-A B 409821 $266,135.65 0.11% NR 5.07 09/15/2038
20030NCS8 COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 249000 $278,683.25 0.11% A3 3.95 10/15/2025
05526DBN4 BAT CAPITAL CORP BATSLN 4.906 04/02/30 255000 $261,574.83 0.11% Baa2 4.91 04/02/2030
89788KAA4 TRUIST BANK TFC 2 1/4 03/11/30 263000 $241,505.83 0.10% A3 2.25 03/11/2030
05369AAE1 AVIATION CAPITAL GROUP LLC ACGCAP FLOAT 07/30/21 271000 $257,384.43 0.10% Baa2 2.44 07/30/2021
225310AM3 CACC 6.625 3/15/2026 261000 $247,413.50 0.10% Ba3 6.63 03/15/2026
548661DW4 LOWES COS INC LOW 5 1/8 04/15/50 207000 $249,486.41 0.10% Baa1 5.13 04/15/2050
039482AB0 ARCHER-DANIELS-MIDLAND CO ADM 3 1/4 03/27/30 238000 $252,213.39 0.10% A2 3.25 03/27/2030
654106AM5 NIKE INC NKE 3 3/8 03/27/50 225000 $246,664.81 0.10% A1 3.38 03/27/2050
053332AY8 AUTOZONE INC AZO 3 5/8 04/15/25 246000 $249,438.42 0.10% Baa1 3.63 04/15/2025
138616AC1 CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 246000 $257,929.69 0.10% NR 6.50 06/17/2022
726503AE5 PLAINS ALL AMERICAN PIPELINE LP PAA 6 1/8 PERP 474000 $247,967.84 0.10% Ba3 6.13 12/31/2099
63859WAF6 NATIONWIDE BUILDING SOCIETY NWIDE 4 1/8 10/18/32 250000 $249,265.21 0.10% Baa1 4.13 10/18/2032
46187BAC7 INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 C 295000 $255,037.67 0.10% Aa3 2.25 12/17/2036
81744YAC0 SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 245028 $235,568.05 0.10% Aaa 1.55 04/25/2043
224044CG0 COX COMMUNICATIONS INC COXENT 3.35 09/15/26 250000 $246,189.32 0.10% Baa2 3.35 09/15/2026
31396PBC4 FANNIE MAE REMICS FNR 2006-123 BO 264478 $248,847.97 0.10% Aaa 0.00 01/25/2037
00912XAM6 AIR LEASE CORP AL 3 7/8 04/01/21 260000 $242,915.78 0.10% NR 3.88 04/01/2021
37959DAA2 GLOBO COMUNICACAO E PARTICIPACOES SA GLOPAR 5 1/8 03/31/27 266000 $236,223.26 0.10% NR 5.13 03/31/2027
172967KM2 CITIGROUP INC C 6 1/4 PERP 245000 $254,178.99 0.10% Ba1 6.25 12/29/2049
780097BM2 ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.754 11/01/29 260000 $244,535.82 0.10% Baa3 3.75 11/01/2029
24703DAZ4 DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 240000 $244,947.63 0.10% Baa3 4.90 10/01/2026
74727PBB6 QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 200000 $236,018.14 0.10% Aa3 4.82 03/14/2049
632525AS0 NATIONAL AUSTRALIA BANK LTD NAB 3.933 08/02/34 250000 $247,617.67 0.10% Baa1 3.93 08/02/2034
247361ZP6 DELTA AIR LINES INC DAL 3.8 04/19/23 253000 $242,084.43 0.10% Baa3 3.80 04/19/2023
89788JAA7 TRUIST BANK TFC 1 1/2 03/10/25 250000 $243,543.48 0.10% A2 1.50 03/10/2025
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29379VBM4 ENTERPRISE PRODUCTS OPERATING LLC EPD 4 7/8 08/16/77 304000 $210,639.70 0.09% Baa2 4.88 08/16/2077
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052528AL0 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD ANZ 2.95 07/22/30 230000 $219,233.46 0.09% Baa1 2.95 07/22/2030
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013092AE1 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 4 7/8 02/15/30 219000 $218,470.75 0.09% B2 4.88 02/15/2030
87250RAB0 TICP CLO XV LTD TICP 2020-15A B 250000 $222,204.89 0.09% NR 3.34 04/20/2033
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31403UYK1 FNARM 758614 3.5 11-01-33 213907 $217,246.78 0.09% Aaa 3.53 11/01/2033
31404NAB2 FNARM 773202 3.7 11-01-34 209502 $211,542.50 0.09% Aaa 3.70 11/01/2034
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43858AAB6 HONG KONG GOVERNMENT INTERNATIONAL BOND HKINTL 2 1/2 05/28/24 200000 $211,886.15 0.09% NR 2.50 05/28/2024
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015271AR0 ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3 3/8 08/15/31 222000 $216,797.46 0.09% Baa1 3.38 08/15/2031
692733AA6 OZTEL HOLDINGS SPC LTD OTELOM 5 5/8 10/24/23 274000 $225,362.60 0.09% Ba2 5.63 10/24/2023
31410G7L1 FNCL 889299 6.0 04-01-38 195798 $225,979.41 0.09% Aaa 6.00 04/01/2038
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491798AK0 KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 200000 $189,128.13 0.08% B2 8.00 05/22/2032
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898339AB2 TRUST FIBRA UNO FUNOTR 6.39 01/15/50 200000 $186,698.00 0.08% Baa2 6.39 01/15/2050
82939GAF5 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 200000 $200,037.19 0.08% A1 2.50 08/08/2024
82939GAH1 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2.95 08/08/29 200000 $207,436.92 0.08% A1 2.95 08/08/2029
682051AG2 OMAN GOVERNMENT INTERNATIONAL BOND OMAN 4 1/8 01/17/23 246000 $206,880.88 0.08% Ba2 4.13 01/17/2023
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853254BL3 STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 200000 $194,257.16 0.08% A2 2.97 01/20/2023
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74445PAA0 INDONESIA ASAHAN ALUMINIUM PERSERO PT IDASAL 5.23 11/15/21 200000 $203,951.56 0.08% Baa2 5.23 11/15/2021
91087BAF7 MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 200000 $208,977.00 0.08% A3 4.50 04/22/2029
06675QAB9 BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 200000 $189,201.78 0.08% Baa1 5.00 07/27/2027
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05526DBP9 BAT CAPITAL CORP BATSLN 4.7 04/02/27 177000 $180,499.77 0.07% Baa2 4.70 04/02/2027
172967JZ5 CITIGROUP INC C 5.95 PERP 190000 $168,644.53 0.07% Ba1 5.95 12/31/2049
056732AJ9 BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 200000 $178,333.33 0.07% Baa3 6.00 11/21/2028
907818FJ2 UNION PACIFIC CORP UNP 2.15 02/05/27 170000 $166,771.97 0.07% Baa1 2.15 02/05/2027
90015WAJ2 TURKIYE VAKIFLAR BANKASI TAO VAKBN 5 1/4 02/05/25 200000 $169,633.33 0.07% B2 5.25 02/05/2025
44891ABE6 HYUNDAI CAPITAL AMERICA HYNMTR 2 3/8 02/10/23 191000 $180,702.82 0.07% Baa1 2.38 02/10/2023
025932AK0 AMERICAN FINANCIAL GROUP INC/OH AFG 3 1/2 08/15/26 189000 $180,751.12 0.07% Baa1 3.50 08/15/2026
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195325DR3 COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 01/30/30 200000 $183,316.67 0.07% Baa2 3.00 01/30/2030
02376UAA3 AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST AAL 3.575 01/15/28 191618 $183,230.15 0.07% Aa3 3.58 01/15/2028
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31390L5X0 FNCL 649862 6.5 07-01-32 160685 $184,567.01 0.07% Aaa 6.50 07/01/2032
836205BA1 REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 4.85 09/30/29 200000 $163,738.94 0.07% Ba1 4.85 09/30/2029
29246XAB6 EMPRESA ELECTRICA COCHRANE SA 5.5 5/15/2027 200000 $184,461.11 0.07% Ba1 5.50 05/14/2027
105756CB4 BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 4 3/4 01/14/50 200000 $185,241.94 0.07% Ba2 4.75 01/14/2050
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29246BAE8 EMPRESAS PUBLICAS DE MEDELLIN ESP EEPPME 4 1/4 07/18/29 200000 $172,223.61 0.07% Baa3 4.25 07/18/2029
58013MFR0 MCDONALDS CORP MCD 4.2 04/01/50 148000 $164,042.60 0.07% Baa1 4.20 04/01/2050
88579YBN0 3M CO MMM 3.05 04/15/30 147000 $153,999.69 0.06% A1 3.05 04/15/2030
AX1852331 LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 100000 $142,371.78 0.06% A3 1.88 02/19/2049
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437076CA8 HOME DEPOT INC/THE HD 2 1/2 04/15/27 147000 $148,476.62 0.06% A2 2.50 04/15/2027
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22541SJB5 CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 157305 $145,728.82 0.06% NR 3.99 06/25/2034
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31415PX86 FNCL 985503 6.0 08-01-38 143129 $159,243.73 0.06% Aaa 6.00 08/01/2038
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38141GGQ1 GOLDMAN SACHS GROUP INC/THE GS 5 1/4 07/27/21 145000 $152,089.79 0.06% A3 5.25 07/27/2021
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20030NCY5 COMCAST CORP CMCSA 3 1/4 11/01/39 130000 $138,906.03 0.06% A3 3.25 11/01/2039
29278NAP8 ENERGY TRANSFER OPERATING LP ETP 2.9 05/15/25 162000 $137,691.33 0.06% Baa3 2.90 05/15/2025
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283875BZ4 EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 200000 $156,810.26 0.06% B3 7.12 01/20/2050
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404280AN9 HSBC HOLDINGS PLC HSBC 4 03/30/22 115000 $118,152.02 0.05% A2 4.00 03/30/2022
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70014LAA8 PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 144000 $131,053.88 0.05% Baa3 5.25 08/15/2022
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846502AC6 SPARC EM SPC PANAMA METRO LINE 2 SP PANAMT 0 12/05/22 126824 $116,678.26 0.05% NR 0.00 12/05/2022
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87612EBK1 TARGET CORP TGT 2.65 09/15/30 103000 $105,469.80 0.04% A2 2.65 09/15/2030
370334CL6 GENERAL MILLS INC GIS 2 7/8 04/15/30 105000 $104,753.36 0.04% Baa2 2.88 04/15/2030
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35671DBJ3 FREEPORT-MCMORAN INC FCX 5.4 11/14/34 110000 $104,010.50 0.04% Ba1 5.40 11/14/2034
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22541SRP5 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 92916 $87,282.26 0.04% NR 4.17 11/25/2034
24737RAA8 DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 101000 $98,452.89 0.04% A3 3.40 04/25/2024
715638DA7 PERUVIAN GOVERNMENT INTERNATIONAL BOND PERU 2.844 06/20/30 85000 $90,438.22 0.04% A3 2.84 06/20/2030
AZ2286302 SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 105000 $106,394.16 0.04% Ba3 1.50 06/26/2029
AZ3213354 CHILE GOVERNMENT INTERNATIONAL BOND CHILE 0.83 07/02/31 100000 $98,827.22 0.04% A1 0.83 07/02/2031
896366AA9 TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 100000 $95,433.33 0.04% Ba3 9.75 06/15/2026
AZ4613255 SAUDI GOVERNMENT INTERNATIONAL BOND KSA 0 3/4 07/09/27 100000 $104,367.23 0.04% A1 0.75 07/09/2027
AZ4613867 SAUDI GOVERNMENT INTERNATIONAL BOND KSA 2 07/09/39 100000 $103,944.89 0.04% A1 2.00 07/09/2039
039482AA2 ARCHER-DANIELS-MIDLAND CO ADM 2 3/4 03/27/25 106000 $108,233.69 0.04% A2 2.75 03/27/2025
00130HBW4 AES CORP/VA AES 5 1/2 04/15/25 75000 $75,402.08 0.03% Ba1 5.50 04/15/2025
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03463LAA5 ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 72704 $71,340.30 0.03% NR 2.71 11/25/2047
74340XBP5 PROLOGIS LP PLD 3 04/15/50 92000 $79,824.39 0.03% A3 3.00 04/15/2050
74340XBN0 PROLOGIS LP PLD 2 1/8 04/15/27 73000 $69,655.13 0.03% A3 2.13 04/15/2027
244199BH7 DEERE & CO DE 2 3/4 04/15/25 82000 $84,908.11 0.03% A2 2.75 04/15/2025
88579YBM2 3M CO MMM 2.65 04/15/25 71000 $74,124.94 0.03% A1 2.65 04/15/2025
857477BJ1 STATE STREET CORP STT 2.901 03/30/26 84000 $86,006.74 0.03% A1 2.90 03/30/2026
209111FX6 CONSOLIDATED EDISON CO OF NEW YORK INC ED 3.35 04/01/30 61000 $62,923.86 0.03% Baa1 3.35 04/01/2030
22541SDW5 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 68113 $66,626.52 0.03% NR 3.74 04/25/2034
63938CAE8 NAVIENT CORP NAVI 7 1/4 09/25/23 76000 $74,571.83 0.03% Ba3 7.25 09/25/2023
55261FAH7 M&T BANK CORP MTB 5 1/8 PERP 63000 $61,825.31 0.03% Baa2 5.13 12/29/2049
02005NAV2 ALLY FINANCIAL INC ALLY 5 1/8 09/30/24 82000 $79,919.85 0.03% Ba1 5.13 09/30/2024
527298BM4 LEVEL 3 FINANCING INC LVLT 5 1/4 03/15/26 64000 $65,509.33 0.03% Ba3 5.25 03/15/2026
629377CC4 NRG ENERGY INC NRG 6 5/8 01/15/27 70000 $73,779.03 0.03% Ba2 6.63 01/15/2027
040114GW4 ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 6 7/8 04/22/21 200000 $63,572.92 0.03% Caa2 6.88 04/22/2021
958667AD9 WESTERN MIDSTREAM OPERATING LP WES FLOAT 01/13/23 154000 $82,146.73 0.03% Ba1 2.70 01/13/2023
013092AD3 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 3 1/2 02/15/23 72000 $71,276.00 0.03% B2 3.50 02/15/2023
29444UAQ9 EQUINIX INC EQIX 5 7/8 01/15/26 65000 $67,130.23 0.03% Ba1 5.88 01/15/2026
007036BU9 ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 87458 $81,076.27 0.03% NR 4.06 02/25/2035
863579AQ1 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 71863 $69,330.42 0.03% NR 3.83 09/25/2034
527298BH5 LEVEL 3 FINANCING INC LVLT 5 3/8 05/01/25 77000 $76,959.90 0.03% Ba3 5.38 05/01/2025
25272KAW3 DELL INTERNATIONAL LLC / EMC CORP DELL 7 1/8 06/15/24 71000 $74,797.02 0.03% Ba2 7.13 06/15/2024
88283LHU3 TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 70000 $86,076.20 0.03% Aaa 5.18 04/01/2030
CASHGBP00 GBP CURRENCY CASH 60848 $75,484.37 0.03% 0.00
78442FEL8 NAVIENT CORP NAVI 7 1/4 01/25/22 68000 $67,336.43 0.03% Ba3 7.25 01/25/2022
74166AAA0 PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 50000 $62,788.56 0.03% NR 7.00 12/01/2027
911365BK9 UNITED RENTALS NORTH AMERICA INC URI 6 1/2 12/15/26 69000 $71,355.58 0.03% Ba3 6.50 12/15/2026
126307AH0 CSC HOLDINGS LLC CSCHLD 5 1/4 06/01/24 68000 $69,359.32 0.03% B3 5.25 06/01/2024
86723CAF5 SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP SXCP 7 1/2 06/15/25 62000 $46,009.17 0.02% B2 7.50 06/15/2025
71654QCQ3 PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 55000 $41,236.74 0.02% Baa3 6.49 01/23/2027
29275YAB8 ENERSYS ENS 5 04/30/23 58000 $56,461.97 0.02% Ba3 5.00 04/30/2023
058498AT3 BALL CORP BLL 5 1/4 07/01/25 41000 $45,117.43 0.02% Ba1 5.25 07/01/2025
67109EAA6 KENAN ADVANTAGE GROUP INC/THE KEADGR 7 7/8 07/31/23 55000 $46,899.54 0.02% Caa2 7.88 07/31/2023
68245XAE9 1011778 BC ULC / NEW RED FINANCE INC BCULC 5 10/15/25 49000 $47,924.23 0.02% B2 5.00 10/15/2025
013093AB5 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 6 5/8 06/15/24 38000 $39,311.26 0.02% B2 6.63 06/15/2024
55342UAH7 MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 5 10/15/27 59000 $58,590.28 0.02% Ba1 5.00 10/15/2027
724479AN0 PITNEY BOWES INC PBI 4.7 04/01/23 75000 $57,195.75 0.02% Ba3 5.70 04/01/2023
72147KAE8 PILGRIMS PRIDE CORP PPC 5 7/8 09/30/27 39000 $38,865.96 0.02% B1 5.88 09/30/2027
185401AG1 CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 57000 $47,684.06 0.02% B3 7.88 03/01/2023
465740AA6 ITRON INC ITRI 5 01/15/26 50000 $48,027.78 0.02% B2 5.00 01/15/2026
857477BK8 STATE STREET CORP STT 3.152 03/30/31 56000 $57,384.95 0.02% A1 3.15 03/30/2031
030981AJ3 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 7/8 08/20/26 46000 $44,366.58 0.02% Ba3 5.88 08/20/2026
31415RJG0 FNCL 986863 6.5 08-01-38 48777 $54,308.50 0.02% Aaa 6.50 08/01/2038
CASHAUD07 AUD CURRENCY CASH 66253 $40,516.85 0.02% 0.00
125581GR3 CIT GROUP INC CIT 5 08/01/23 39000 $37,847.29 0.02% Ba1 5.00 08/01/2023
73179PAK2 POLYONE CORP POL 5 1/4 03/15/23 39000 $37,141.00 0.02% Ba3 5.25 03/15/2023
40414LAJ8 HEALTHPEAK PROPERTIES INC PEAK 4 1/4 11/15/23 61000 $58,623.12 0.02% Baa1 4.25 11/15/2023
864486AH8 SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP SPH 5 1/2 06/01/24 59000 $56,541.67 0.02% B1 5.50 06/01/2024
969457BW9 WILLIAMS COS INC/THE WMB 4.55 06/24/24 60000 $55,410.29 0.02% Baa3 4.55 06/24/2024
552953CC3 MGM RESORTS INTERNATIONAL MGM 6 03/15/23 50000 $48,383.33 0.02% Ba3 6.00 03/15/2023
235825AE6 DANA INC DAN 5 1/2 12/15/24 45000 $39,991.70 0.02% B2 5.50 12/15/2024
466247SE4 JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 66118 $59,588.78 0.02% NR 4.02 08/25/2035
624756AE2 MUELLER INDUSTRIES INC MLI 6 03/01/27 49000 $44,467.50 0.02% NR 6.00 03/01/2027
UXYM0 US 10yr Ultra Fut Jun20UXYM0 COMB -121 $39,703.13 0.02% N/A 06/19/2020
71647NBF5 PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 45000 $41,546.74 0.02% Ba2 5.09 01/15/2030
48666KAY5 KB HOME KBH 4.8 11/15/29 46000 $39,541.60 0.02% Ba3 4.80 11/15/2029
05367GAB6 AVIANCA HOLDINGS SA PFAVH 9 05/10/23 262000 $58,363.12 0.02% NR 9.00 05/10/2023
ZP5500142 ECUADOR SOCIAL BOND SARL ECUASO 0 01/30/35 200000 $50,000.00 0.02% NR 0.00 01/30/2035
84762LAU9 SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 42000 $39,779.83 0.02% B2 5.75 07/15/2025
501797AL8 L BRANDS INC LB 6 7/8 11/01/35 54000 $41,506.88 0.02% Ba3 6.88 11/01/2035
00928QAP6 AIRCASTLE LTD AYR 5 04/01/23 50000 $50,061.58 0.02% Baa3 5.00 04/01/2023
156700BA3 CENTURYLINK INC CTL 7 1/2 04/01/24 45000 $50,962.50 0.02% B2 7.50 04/01/2024
410345AL6 HANESBRANDS INC HBI 4 7/8 05/15/26 38000 $38,024.54 0.02% Ba2 4.88 05/15/2026
70959WAG8 PENSKE AUTOMOTIVE GROUP INC PAG 5 1/2 05/15/26 50000 $46,587.89 0.02% Ba3 5.50 05/15/2026
31386FUZ6 FNCL 562300 7.5 01-01-31 38483 $44,624.41 0.02% Aaa 7.50 01/01/2031
31388XYM0 FNPPK0 618216 7.0 11-01-31 45553 $52,900.31 0.02% Aaa 7.00 11/01/2031
31400FD79 FNARM 686026 4.5 04-01-33 52900 $54,136.78 0.02% Aaa 4.52 04/01/2033
36209SDN8 GNSF 479909 8.0 01-15-31 36898 $42,710.69 0.02% Aaa 8.00 01/15/2031
82967NAW8 SIRIUS XM RADIO INC SIRI 5 3/8 07/15/26 37000 $37,871.25 0.02% Ba3 5.38 07/15/2026
90290MAB7 US FOODS INC USFOOD 5 7/8 06/15/24 45000 $41,390.49 0.02% B2 5.88 06/15/2024
87927VAR9 TELECOM ITALIA CAPITAL SA TITIM 7.2 07/18/36 58000 $60,876.80 0.02% Ba1 7.20 07/18/2036
817609AB6 SERVICEMASTER CO LLC/THE SERV 7.45 08/15/27 46000 $40,687.89 0.02% B2 7.45 08/15/2027
958254AH7 WESTERN MIDSTREAM OPERATING LP WES 4 1/2 03/01/28 102000 $49,873.05 0.02% Ba1 4.50 03/01/2028
70137TAL9 PARKLAND FUEL CORP PKICN 6 04/01/26 40000 $38,400.00 0.02% Ba3 6.00 04/01/2026
730481AJ7 JB POINDEXTER & CO INC JBPOIN 7 1/8 04/15/26 53000 $50,788.27 0.02% B2 7.13 04/15/2026
15137TAA8 CENTENE CORP CNC 5 3/8 06/01/26 52000 $54,497.39 0.02% Ba1 5.38 06/01/2026
526057CT9 LENNAR CORP LEN 5 1/4 06/01/26 54000 $54,658.80 0.02% Ba1 5.25 06/01/2026
808541AA4 SCHWEITZER-MAUDUIT INTERNATIONAL INC SWM 6 7/8 10/01/26 49000 $50,439.38 0.02% B2 6.88 10/01/2026
86765LAN7 SUNOCO LP / SUNOCO FINANCE CORP SUN 5 7/8 03/15/28 52000 $43,295.78 0.02% B1 5.88 03/15/2028
20338QAD5 COMMSCOPE INC COMM 6 03/01/26 41000 $41,143.50 0.02% Ba3 6.00 03/01/2026
71647NBD0 PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 48000 $46,905.60 0.02% Ba2 6.90 03/19/2049
29278NAM5 ENERGY TRANSFER OPERATING LP ETP 5 7/8 01/15/24 49000 $46,882.59 0.02% Baa3 5.88 01/15/2024
87612BBJ0 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 7/8 04/15/26 67000 $57,592.55 0.02% Ba3 5.88 04/15/2026
29355XAG2 ENPRO INDUSTRIES INC NPO 5 3/4 10/15/26 48000 $47,986.99 0.02% B1 5.75 10/15/2026
67059TAF2 NUSTAR LOGISTICS LP NSUS 6 06/01/26 55000 $41,800.00 0.02% Ba2 6.00 06/01/2026
65548PAF3 NORBORD INC OSBCN 5 3/4 07/15/27 41000 $37,927.21 0.02% Ba1 5.75 07/15/2027
78388JAV8 SBA COMMUNICATIONS CORP SBAC 4 7/8 09/01/24 55000 $55,979.69 0.02% B1 4.88 09/01/2024
60855RAH3 MOLINA HEALTHCARE INC MOH 4 7/8 06/15/25 16000 $15,829.67 0.01% B2 4.88 06/15/2025
876511AC0 TASEKO MINES LTD TKOCN 8 3/4 06/15/22 45000 $21,409.38 0.01% Caa1 8.75 06/15/2022
07556QBM6 BEAZER HOMES USA INC BZH 6 3/4 03/15/25 32000 $25,856.00 0.01% B3 6.75 03/15/2025
00774CAB3 AECOM ACM 5 1/8 03/15/27 15000 $13,534.17 0.01% Ba3 5.13 03/15/2027
226373AP3 CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP CMLP 5 3/4 04/01/25 24000 $14,431.44 0.01% B1 5.75 04/01/2025
03690AAC0 ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP AM 5 3/8 09/15/24 52000 $36,248.62 0.01% B1 5.38 09/15/2024
466112AR0 JBS USA LUX SA / JBS USA FINANCE INC JBSSBZ 5 3/4 06/15/25 32000 $32,861.78 0.01% Ba2 5.75 06/15/2025
500255AV6 KOHLS CORP KSS 5.55 07/17/45 25000 $17,225.19 0.01% Baa2 5.55 07/17/2045
120111BN8 STANDARD INDUSTRIES INC/NJ BMCAUS 6 10/15/25 30000 $30,314.00 0.01% Ba2 6.00 10/15/2025
402635AE6 GULFPORT ENERGY CORP GPOR 6 5/8 05/01/23 45000 $13,842.19 0.01% Caa2 6.63 05/01/2023
845467AM1 SOUTHWESTERN ENERGY CO SWN 7 1/2 04/01/26 18000 $12,465.00 0.01% Ba3 7.50 04/01/2026
845467AN9 SOUTHWESTERN ENERGY CO SWN 7 3/4 10/01/27 42000 $29,242.50 0.01% Ba3 7.75 10/01/2027
87612BBB7 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/8 02/01/25 32000 $27,550.13 0.01% Ba3 5.13 02/01/2025
588056AU5 MERCER INTERNATIONAL INC MERC 6 1/2 02/01/24 22000 $18,938.33 0.01% Ba3 6.50 02/01/2024
59001ABA9 MERITAGE HOMES CORP MTH 5 1/8 06/06/27 29000 $27,734.77 0.01% Ba2 5.13 06/06/2027
91911KAN2 BAUSCH HEALTH COS INC BHCCN 5 1/2 11/01/25 22000 $22,730.77 0.01% Ba2 5.50 11/01/2025
109696AA2 BRINKS CO/THE BCO 4 5/8 10/15/27 21000 $19,820.35 0.01% Ba2 4.63 10/15/2027
82873LAA3 SIMMONS FOODS INC SIMFOO 5 3/4 11/01/24 27000 $25,157.48 0.01% B3 5.75 11/01/2024
72766QAD7 ELEMENT SOLUTIONS INC ESI 5 7/8 12/01/25 24000 $23,990.00 0.01% B2 5.88 12/01/2025
37185LAK8 GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 6 1/4 05/15/26 26000 $19,203.89 0.01% B1 6.25 05/15/2026
46284VAE1 IRON MOUNTAIN INC IRM 5 1/4 03/15/28 36000 $35,644.80 0.01% Ba3 5.25 03/15/2028
15135BAM3 CENTENE CORP CNC 5 3/8 08/15/26 17000 $17,456.76 0.01% NR 5.38 08/15/2026
87724RAG7 TAYLOR MORRISON COMMUNITIES INC TMHC 6 5/8 07/15/27 36000 $32,903.50 0.01% Ba3 6.63 07/15/2027
62913TAP7 NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP NGL 7 1/2 04/15/26 36000 $13,845.00 0.01% B2 7.50 04/15/2026
60871RAD2 MOLSON COORS BEVERAGE CO TAP 5 05/01/42 25000 $24,783.66 0.01% Baa3 5.00 05/01/2042
125581GQ5 CIT GROUP INC CIT 5 08/15/22 25000 $24,535.77 0.01% Ba1 5.00 08/15/2022
50076QAE6 KRAFT HEINZ FOODS CO KHC 5 06/04/42 23000 $22,174.68 0.01% Baa3 5.00 06/04/2042
50076QAR7 KRAFT HEINZ FOODS CO KHC 6 7/8 01/26/39 25000 $28,986.54 0.01% Baa3 6.88 01/26/2039
501797AM6 L BRANDS INC LB 6 3/4 07/01/36 29000 $21,369.38 0.01% Ba3 6.75 07/01/2036
030981AH7 AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 5/8 05/20/24 30000 $28,551.56 0.01% Ba3 5.63 05/20/2024
00404AAM1 ACADIA HEALTHCARE CO INC ACHC 6 1/2 03/01/24 15000 $14,668.90 0.01% B3 6.50 03/01/2024
754730AF6 RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 15000 $17,434.32 0.01% Baa1 4.95 07/15/2046
29336UAF4 ENLINK MIDSTREAM PARTNERS LP ENLK 4.85 07/15/26 36000 $18,069.80 0.01% Ba1 4.85 07/15/2026
055604AA0 BMC EAST LLC BMCH 5 1/2 10/01/24 31000 $30,767.50 0.01% B1 5.50 10/01/2024
171871AP1 CINCINNATI BELL INC CBB 7 07/15/24 24000 $24,504.67 0.01% B3 7.00 07/15/2024
00175PAA1 AMN HEALTHCARE INC AMN 5 1/8 10/01/24 18000 $17,741.25 0.01% Ba2 5.13 10/01/2024
31407HYY6 FNCI 831527 6.0 06-01-21 15823 $16,158.89 0.01% Aaa 6.00 06/01/2021
25470XAY1 DISH DBS CORP DISH 7 3/4 07/01/26 13000 $13,609.38 0.01% B1 7.75 07/01/2026
443628AG7 HUDBAY MINERALS INC HBMCN 7 5/8 01/15/25 26000 $23,038.53 0.01% B3 7.63 01/15/2025
33936YAA3 FLEX ACQUISITION CO INC FLXACQ 6 7/8 01/15/25 19000 $18,040.76 0.01% Caa2 6.88 01/15/2025
500605AH3 KOPPERS INC KOP 6 02/15/25 22000 $17,768.67 0.01% B1 6.00 02/15/2025
853496AC1 STANDARD INDUSTRIES INC/NJ BMCAUS 5 02/15/27 16000 $14,662.22 0.01% Ba2 5.00 02/15/2027
46284PAQ7 IRON MOUNTAIN INC IRM 6 08/15/23 18000 $18,228.00 0.01% Ba3 6.00 08/15/2023
526057BN3 LENNAR CORP LEN 4 3/4 11/15/22 30000 $29,938.33 0.01% Ba1 4.75 11/15/2022
131477AL5 CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP CLMT 7 5/8 01/15/22 35000 $27,688.40 0.01% Caa1 7.63 01/15/2022
71647NAK5 PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 35000 $35,476.68 0.01% Ba2 7.25 03/17/2044
085790AX1 BERRY GLOBAL INC BERY 5 1/2 05/15/22 28000 $28,162.96 0.01% B2 5.50 05/15/2022
75508EAA6 RAYONIER AM PRODUCTS INC RYAM 5 1/2 06/01/24 37000 $17,513.33 0.01% Caa2 5.50 06/01/2024
920253AF8 VALMONT INDUSTRIES INC VMI 5 10/01/44 25000 $24,421.23 0.01% Baa3 5.00 10/01/2044
38869PAL8 GRAPHIC PACKAGING INTERNATIONAL LLC GPK 4 7/8 11/15/22 33000 $32,287.75 0.01% Ba2 4.88 11/15/2022
29078EAA3 EMBARQ CORP CTL 7.995 06/01/36 26000 $26,432.90 0.01% Ba2 8.00 06/01/2036
404119BR9 HCA INC HCA 5 3/8 02/01/25 20000 $20,528.97 0.01% Ba2 5.38 02/01/2025
131347CJ3 CALPINE CORP CPN 5 1/2 02/01/24 25000 $23,979.17 0.01% B2 5.50 02/01/2024
25470XAW5 DISH DBS CORP DISH 5 7/8 11/15/24 24000 $23,904.59 0.01% B1 5.88 11/15/2024
983130AV7 WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP WYNNLV 5 1/2 03/01/25 24000 $22,430.00 0.01% B1 5.50 03/01/2025
053773BA4 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/4 03/15/25 27000 $21,260.70 0.01% B1 5.25 03/15/2025
911365BD5 UNITED RENTALS NORTH AMERICA INC URI 5 1/2 07/15/25 37000 $36,689.61 0.01% Ba3 5.50 07/15/2025
893647BB2 TRANSDIGM INC TDG 6 3/8 06/15/26 33000 $32,216.94 0.01% B3 6.38 06/15/2026
50212YAB0 LPL HOLDINGS INC LPLA 5 3/4 09/15/25 25000 $24,063.89 0.01% B1 5.75 09/15/2025
038522AP3 ARAMARK SERVICES INC ARMK 5 04/01/25 25000 $24,290.00 0.01% Ba3 5.00 04/01/2025
05508RAE6 B&G FOODS INC BGS 5 1/4 04/01/25 25000 $25,047.75 0.01% B2 5.25 04/01/2025
14161TAA0 CARDTRONICS INC / CARDTRONICS USA INC CATM 5 1/2 05/01/25 21000 $20,431.25 0.01% B1 5.50 05/01/2025
626738AD0 MURPHY OIL USA INC MUSA 5 5/8 05/01/27 31000 $31,100.36 0.01% Ba2 5.63 05/01/2027
88023JAA4 TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP TEACLL 6 3/4 06/01/25 37000 $34,689.72 0.01% Caa1 6.75 06/01/2025
444454AD4 HUGHES SATELLITE SYSTEMS CORP SATS 5 1/4 08/01/26 26000 $25,967.50 0.01% Ba1 5.25 08/01/2026
00790RAA2 ADVANCED DRAINAGE SYSTEMS INC WMS 5 09/30/27 14000 $12,461.94 0.01% B1 5.00 09/30/2027
013092AC5 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 4 5/8 01/15/27 25000 $25,289.32 0.01% B2 4.63 01/15/2027
15135BAS0 CENTENE CORP CNC 4 5/8 12/15/29 22000 $22,435.03 0.01% Ba1 4.63 12/15/2029
29413XAD9 ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP EVA 6 1/2 01/15/26 20000 $19,904.44 0.01% B1 6.50 01/15/2026
615394AM5 MOOG INC MOGA 4 1/4 12/15/27 15000 $13,728.75 0.01% Ba3 4.25 12/15/2027
428102AC1 HESS MIDSTREAM OPERATIONS LP HESM 5 5/8 02/15/26 38000 $27,103.60 0.01% NR 5.63 02/15/2026
018581AK4 ALLIANCE DATA SYSTEMS CORP ADS 4 3/4 12/15/24 26000 $20,106.49 0.01% NR 4.75 12/15/2024
37185LAL6 GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 7 3/4 02/01/28 30000 $21,370.37 0.01% B1 7.75 02/01/2028
670001AE6 NOVELIS CORP HNDLIN 4 3/4 01/30/30 20000 $17,997.92 0.01% B2 4.75 01/30/2030
69318FAH1 PBF HOLDING CO LLC / PBF FINANCE CORP PBFENE 6 02/15/28 32000 $21,877.33 0.01% B1 6.00 02/15/2028
63938CAK4 NAVIENT CORP NAVI 5 03/15/27 30000 $26,057.67 0.01% Ba3 5.00 03/15/2027
15135BAL5 CENTENE CORP CNC 5 1/4 04/01/25 35000 $36,443.75 0.01% NR 5.25 04/01/2025
893647AZ0 TRANSDIGM INC TDG 6 1/2 05/15/25 23000 $22,414.78 0.01% B3 6.50 05/15/2025
00164VAD5 AMC NETWORKS INC AMCX 5 04/01/24 30000 $29,550.00 0.01% Ba3 5.00 04/01/2024
361841AH2 GLP CAPITAL LP / GLP FINANCING II INC GLPI 5 3/8 04/15/26 27000 $24,601.99 0.01% Ba1 5.38 04/15/2026
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589929G28 MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 17178 $15,186.67 0.01% NR 2.41 03/25/2028
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31295MYW4 FHARM 788825 4.2 11-01-31 12880 $13,192.44 0.01% Aaa 4.15 11/01/2031
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25272KAN3 DELL INTERNATIONAL LLC / EMC CORP DELL 8.1 07/15/36 25000 $29,174.73 0.01% Baa3 8.10 07/15/2036
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46289RAA3 IRON MOUNTAIN US HOLDINGS INC IRM 5 3/8 06/01/26 34000 $34,949.17 0.01% Ba3 5.38 06/01/2026
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36212GWQ1 GNSF 533555 8.0 12-15-30 16086 $18,797.76 0.01% Aaa 8.00 12/15/2030
969457BG4 WILLIAMS COS INC/THE WMB 7 7/8 09/01/21 16000 $15,211.06 0.01% Baa3 7.88 09/01/2021
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444454AA0 HUGHES SATELLITE SYSTEMS CORP SATS 7 5/8 06/15/21 32000 $33,358.44 0.01% B2 7.63 06/15/2021
552953BX8 MGM RESORTS INTERNATIONAL MGM 7 3/4 03/15/22 13000 $12,921.54 0.01% Ba3 7.75 03/15/2022
44988MAA3 IRB HOLDING CORP ARGIHC 6 3/4 02/15/26 23000 $18,837.93 0.01% Caa3 6.75 02/15/2026
896818AP6 TRIUMPH GROUP INC TGI 7 3/4 08/15/25 33000 $23,756.79 0.01% Caa2 7.75 08/15/2025
94107JAA1 WASTE PRO USA INC WASPRO 5 1/2 02/15/26 23000 $21,501.04 0.01% Caa1 5.50 02/15/2026
36164YAB7 GCP APPLIED TECHNOLOGIES INC GCPAPP 5 1/2 04/15/26 35000 $33,437.64 0.01% B1 5.50 04/15/2026
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67052NAA3 NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC NUFAU 5 3/4 04/30/26 16000 $14,361.78 0.01% B1 5.75 04/30/2026
42239PAA7 HADRIAN MERGER SUB INC HEARTL 8 1/2 05/01/26 35000 $27,314.58 0.01% Caa3 8.50 05/01/2026
33936YAC9 FLEX ACQUISITION CO INC FLXACQ 7 7/8 07/15/26 25000 $23,442.26 0.01% Caa2 7.88 07/15/2026
86828LAA0 SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC SPBCN 7 07/15/26 35000 $34,642.22 0.01% Ba3 7.00 07/15/2026
40390DAA3 HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC HLF 7 1/4 08/15/26 32000 $27,496.44 0.01% B1 7.25 08/15/2026
88830MAK8 TITAN INTERNATIONAL INC TWI 6 1/2 11/30/23 47000 $22,176.82 0.01% Caa2 6.50 11/30/2023
45824TBA2 INTELSAT JACKSON HOLDINGS SA INTEL 8 1/2 10/15/24 26000 $17,391.26 0.01% Caa2 8.50 10/15/2024
588056AW1 MERCER INTERNATIONAL INC MERC 5 1/2 01/15/26 33000 $25,458.22 0.01% Ba3 5.50 01/15/2026
87612BBG6 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 01/15/28 21000 $17,149.04 0.01% Ba3 5.00 01/15/2028
389284AA8 GRAY TELEVISION INC GTN 7 05/15/27 17000 $17,364.56 0.01% B3 7.00 05/15/2027
86765LAJ6 SUNOCO LP / SUNOCO FINANCE CORP SUN 4 7/8 01/15/23 19000 $18,543.27 0.01% B1 4.88 01/15/2023
53627NAC5 LIONS GATE CAPITAL HOLDINGS LLC LGF 6 3/8 02/01/24 24000 $21,375.00 0.01% B2 6.38 02/01/2024
589433AB7 MEREDITH CORP MDP 6 7/8 02/01/26 32000 $27,886.67 0.01% B3 6.88 02/01/2026
045086AH8 ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO ASHWOO 9 7/8 04/01/27 33000 $34,629.38 0.01% Caa1 9.88 04/01/2027
69888XAA7 PAR PHARMACEUTICAL INC ENDP 7 1/2 04/01/27 21000 $21,682.50 0.01% B1 7.50 04/01/2027
69867DAA6 PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC POWSOL 6 1/4 05/15/26 14000 $13,560.56 0.01% Ba3 6.25 05/15/2026
69867DAC2 PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC POWSOL 8 1/2 05/15/27 18000 $16,281.20 0.01% B3 8.50 05/15/2027
74166MAC0 PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 5 3/4 04/15/26 24000 $23,581.33 0.01% Ba3 5.75 04/15/2026
64110LAU0 NETFLIX INC NFLX 5 3/8 11/15/29 18000 $19,094.88 0.01% Ba3 5.38 11/15/2029
911365BL7 UNITED RENTALS NORTH AMERICA INC URI 5 1/4 01/15/30 34000 $34,366.63 0.01% Ba3 5.25 01/15/2030
45174HBD8 IHEARTCOMMUNICATIONS INC IHRT 8 3/8 05/01/27 28000 $24,816.28 0.01% Caa1 8.38 05/01/2027
23311VAH0 DCP MIDSTREAM OPERATING LP DCP 5 1/8 05/15/29 39000 $25,323.13 0.01% Ba2 5.13 05/15/2029
23110AAA4 CUMULUS MEDIA NEW HOLDINGS INC CUMINT 6 3/4 07/01/26 25000 $22,796.88 0.01% B2 6.75 07/01/2026
594087AU2 MICHAELS STORES INC MIK 8 07/15/27 27000 $20,436.00 0.01% B1 8.00 07/15/2027
42704LAA2 HERC HOLDINGS INC HRI 5 1/2 07/15/27 25000 $23,540.28 0.01% B3 5.50 07/15/2027
553777AA1 MTS SYSTEMS CORP MTSC 5 3/4 08/15/27 32000 $29,915.11 0.01% B3 5.75 08/15/2027
25277LAC0 DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 6 5/8 08/15/27 34000 $23,025.32 0.01% B2 6.63 08/15/2027
87724RAB8 TAYLOR MORRISON COMMUNITIES INC TMHC 5 3/4 01/15/28 23000 $20,816.24 0.01% Ba3 5.75 01/15/2028
16411QAD3 CHENIERE ENERGY PARTNERS LP CQP 5 5/8 10/01/26 24000 $22,995.00 0.01% Ba2 5.63 10/01/2026
013092AB7 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 5 7/8 02/15/28 15000 $15,379.60 0.01% B2 5.88 02/15/2028
44106MBB7 SERVICE PROPERTIES TRUST SVC 4.95 10/01/29 25000 $22,335.34 0.01% Baa3 4.95 10/01/2029
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71654QCW0 PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 32000 $22,704.82 0.01% Baa3 7.69 01/23/2050
67777LAC7 OI EUROPEAN GROUP BV OI 4 03/15/23 7000 $6,662.44 0.00% Ba3 4.00 03/15/2023
1248EPCE1 CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 4 1/2 08/15/30 12000 $11,824.50 0.00% B1 4.50 08/15/2030
043436AT1 ASBURY AUTOMOTIVE GROUP INC ABG 4 3/4 03/01/30 6000 $5,133.25 0.00% B1 4.75 03/01/2030
36207LGU6 GNSF 435011 8.0 01-15-31 9990 $10,098.30 0.00% Aaa 8.00 01/15/2031
36207UKJ6 GNSF 442297 7.0 01-15-27 8084 $8,280.94 0.00% Aaa 7.00 01/15/2027
36208VZV0 GNSF 462556 6.5 02-15-28 211 $232.97 0.00% Aaa 6.50 02/15/2028
36209MGJ7 GNSF 475501 6.5 08-15-28 410 $462.45 0.00% Aaa 6.50 08/15/2028
36209SDF5 GNSF 479902 7.5 01-15-31 10031 $10,251.57 0.00% Aaa 7.50 01/15/2031
36209WPA4 GNSF 483817 7.0 12-15-28 672 $704.04 0.00% Aaa 7.00 12/15/2028
163851AD0 CHEMOURS CO/THE CC 7 05/15/25 12000 $10,307.33 0.00% Ba3 7.00 05/15/2025
35906AAZ1 FRONTIER COMMUNICATIONS CORP FTR 11 09/15/25 45000 $11,920.00 0.00% Caa3 11.00 09/15/2025
880349AR6 TENNECO INC TEN 5 07/15/26 17000 $10,846.94 0.00% B3 5.00 07/15/2026
761735AT6 REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 1/8 07/15/ 8000 $8,026.48 0.00% B1 5.13 07/15/2023
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36210F6D3 GNSF 491468 7.0 05-15-29 644 $726.13 0.00% Aaa 7.00 05/15/2029
36210JXA1 GNSF 493973 6.5 06-15-29 559 $617.41 0.00% Aaa 6.50 06/15/2029
36213R2R7 GNSF 562484 6.0 02-15-34 5078 $5,626.80 0.00% Aaa 6.00 02/15/2034
36213SYK5 GNSF 563314 6.5 11-15-31 484 $552.52 0.00% Aaa 6.50 11/15/2031
36200ACN7 GNSF 595077 6.0 10-15-32 852 $972.19 0.00% Aaa 6.00 10/15/2032
36225AQ37 GNSF 780474 7.5 12-15-23 360 $387.55 0.00% Aaa 7.50 12/15/2023
36225ATP5 GNSF 780558 7.0 12-15-23 236 $254.57 0.00% Aaa 7.00 12/15/2023
36225A3F5 GNSF 780798 7.5 12-15-27 108 $127.75 0.00% Aaa 7.50 12/15/2027
745867AP6 PULTEGROUP INC PHM 6 3/8 05/15/33 1000 $1,034.78 0.00% Ba1 6.38 05/15/2033
87927VAF5 TELECOM ITALIA CAPITAL SA TITIM 6 3/8 11/15/33 4000 $4,156.33 0.00% Ba1 6.38 11/15/2033
31374TV48 FNCL 323835 6.5 05-01-29 434 $493.42 0.00% Aaa 6.50 05/01/2029
36209Y4T2 GNSF 486034 8.0 11-15-30 995 $1,069.70 0.00% Aaa 8.00 11/15/2030
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00928QAG6 AIRCASTLE LTD AYR 7 5/8 04/15/20 5000 $5,174.59 0.00% Baa3 7.63 04/15/2020
46284PAP9 IRON MOUNTAIN INC IRM 5 3/4 08/15/24 8000 $8,018.78 0.00% B2 5.75 08/15/2024
74733VAC4 QEP RESOURCES INC QEP 5 1/4 05/01/23 12000 $4,702.50 0.00% B2 5.25 05/01/2023
MXN CURRENCY CASH 240000 $10,243.47 0.00% N/A
761735AV1 REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 7 07/15/24 3000 $3,093.08 0.00% Caa1 7.00 07/15/2024
085790BA0 BERRY GLOBAL INC BERY 6 10/15/22 7000 $7,110.57 0.00% B2 6.00 10/15/2022
911365BF0 UNITED RENTALS NORTH AMERICA INC URI 5 1/2 05/15/27 11000 $10,800.66 0.00% Ba3 5.50 05/15/2027
817610AA6 SERVICEMASTER CO LLC/THE SERV 5 1/8 11/15/24 12000 $12,082.33 0.00% B1 5.13 11/15/2024
88047PAA2 TEAM HEALTH HOLDINGS INC TMH 6 3/8 02/01/25 16000 $5,770.00 0.00% Caa2 6.38 02/01/2025
966387AH5 WHITING PETROLEUM CORP WLL 5 3/4 03/15/21 24000 $1,674.13 0.00% Caa2 5.75 03/15/2021
044209AF1 ASHLAND LLC ASH 4 3/4 08/15/22 3000 $2,973.21 0.00% Ba1 4.75 08/15/2022
87612BAM4 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/4 05/01/23 12000 $10,702.50 0.00% Ba3 5.25 05/01/2023
COP CURRENCY CASH 2 $0.00 0.00% N/A
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29336UAC1 ENLINK MIDSTREAM PARTNERS LP ENLK 5.6 04/01/44 30000 $10,965.00 0.00% Ba1 5.60 04/01/2044
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40423BAA8 HILLMAN GROUP INC/THE HILCOS 6 3/8 07/15/22 13000 $10,266.21 0.00% Caa2 6.38 07/15/2022
893647AX5 TRANSDIGM INC TDG 6 1/2 07/15/24 7000 $6,761.11 0.00% B3 6.50 07/15/2024
CASH SECURITY USD 0 $0.03 0.00% N/A
12513GBC2 CDW LLC / CDW FINANCE CORP CDWC 5 09/01/25 11000 $11,379.13 0.00% Ba2 5.00 09/01/2025
04364VAA1 ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP ASCRES 10 04/01/22 18000 $10,530.00 0.00% B3 10.00 04/01/2022
13123XAT9 CALLON PETROLEUM CO CPE 6 1/8 10/01/24 23000 $4,786.88 0.00% Caa1 6.13 10/01/2024
404119BV0 HCA INC HCA 5 1/2 06/15/47 3000 $3,315.66 0.00% Baa3 5.50 06/15/2047
00165CAD6 AMC ENTERTAINMENT HOLDINGS INC AMC 6 1/8 05/15/27 28000 $12,267.89 0.00% Caa1 6.13 05/15/2027
536797AC7 LITHIA MOTORS INC LAD 5 1/4 08/01/25 12000 $10,545.00 0.00% Ba2 5.25 08/01/2025
00164VAE3 AMC NETWORKS INC AMCX 4 3/4 08/01/25 6000 $5,882.50 0.00% Ba3 4.75 08/01/2025
87724LAA3 TAYLOR MORRISON COMMUNITIES INC / TAYLOR MORRISON HOLDINGS II INC TMHC 5 7/8 04/15/23 6000 $6,042.54 0.00% Ba3 5.88 04/15/2023
74022DAJ9 PRECISION DRILLING CORP PDCN 5 1/4 11/15/24 23000 $8,506.17 0.00% B3 5.25 11/15/2024
966387AP7 WHITING PETROLEUM CORP WLL 6 1/4 04/01/23 18000 $1,359.38 0.00% Caa2 6.25 04/01/2023
00165AAH1 AMC ENTERTAINMENT HOLDINGS INC AMC 5 3/4 06/15/25 28000 $12,234.06 0.00% Caa1 5.75 06/15/2025
89668QAE8 TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC TRINSE 5 3/8 09/01/25 14000 $12,104.36 0.00% B2 5.38 09/01/2025
402635AH9 GULFPORT ENERGY CORP GPOR 6 10/15/24 23000 $6,271.33 0.00% Caa2 6.00 10/15/2024
14987RAA6 CINCINNATI BELL INC CBB 8 10/15/25 4000 $4,247.56 0.00% B3 8.00 10/15/2025
26884LAF6 EQT CORP EQT 3.9 10/01/27 11000 $7,801.20 0.00% Ba1 3.90 10/01/2027
74733VAD2 QEP RESOURCES INC QEP 5 5/8 03/01/26 25000 $9,242.19 0.00% B2 5.63 03/01/2026
29278NAA1 ENERGY TRANSFER OPERATING LP ETP 6 1/4 PERP 17000 $8,550.76 0.00% Ba2 6.25 12/31/2099
71647NAZ2 PETROBRAS GLOBAL FINANCE BV PETBRA 5 3/4 02/01/29 5000 $4,764.42 0.00% Ba2 5.75 02/01/2029
07556QBR5 BEAZER HOMES USA INC BZH 5 7/8 10/15/27 4000 $3,128.36 0.00% B3 5.88 10/15/2027
85205TAK6 SPIRIT AEROSYSTEMS INC SPR 4.6 06/15/28 10000 $8,734.33 0.00% Ba2 4.60 06/15/2028
DERIV USD BALANCE WITH R95947 ICE -797 -$797.12 0.00% 0.10 12/31/2050
526057CK8 LENNAR CORP LEN 8 3/8 01/15/21 6000 $6,196.08 0.00% Ba1 8.38 01/15/2021
031921AA7 AMWINS GROUP INC AMWINS 7 3/4 07/01/26 11000 $10,951.83 0.00% B3 7.75 07/01/2026
404121AH8 HCA INC HCA 5 3/8 09/01/26 10000 $10,344.79 0.00% Ba2 5.38 09/01/2026
103304BQ3 BOYD GAMING CORP BYD 6 08/15/26 12000 $10,412.00 0.00% Caa1 6.00 08/15/2026
13123XAZ5 CALLON PETROLEUM CO CPE 6 3/8 07/01/26 9000 $1,583.44 0.00% Caa1 6.38 07/01/2026
431318AS3 HILCORP ENERGY I LP / HILCORP FINANCE CO HILCRP 6 1/4 11/01/28 26000 $12,117.08 0.00% Ba2 6.25 11/01/2028
26483EAK6 DUN & BRADSTREET CORP/THE DNB 10 1/4 02/15/27 6000 $6,438.58 0.00% Caa2 10.25 02/15/2027
80874YBA7 SCIENTIFIC GAMES INTERNATIONAL INC SGMS 8 1/4 03/15/26 12000 $7,725.32 0.00% Caa2 8.25 03/15/2026
29359NAA3 ENSIGN DRILLING INC ESICN 9 1/4 04/15/24 24000 $9,843.67 0.00% Caa1 9.25 04/15/2024
233293AP4 DPL INC AES 4.35 04/15/29 4000 $3,886.17 0.00% Ba1 4.35 04/15/2029
36206PRG7 GNSF 417287 7.5 03-15-26 4155 $4,580.20 0.00% Aaa 7.50 03/15/2026
05508WAB1 B&G FOODS INC BGS 5 1/4 09/15/27 10000 $9,773.33 0.00% B2 5.25 09/15/2027
TYM0 US 10YR NOTE (CBT)Jun20TYM0 COMB 9 $3,654.07 0.00% N/A 06/19/2020
FVM0 US 5YR NOTE (CBT) Jun20FVM0 COMB 80 -$1,445.37 0.00% N/A 06/30/2020
CDS CDX.NA.HY.33.V3 5Y CLRD 0 $0.00 0.00% 5.00 12/20/2024
TUM0 US 2YR NOTE (CBT) Jun20TUM0 COMB 110 -$3,437.50 0.00% N/A 06/30/2020
31331FAX9 FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST FDX 6.72 01/15/22 1110 $1,174.13 0.00% A3 6.72 07/15/2023
235825AF3 DANA INC DAN 5 3/8 11/15/27 7000 $5,806.91 0.00% B2 5.38 11/15/2027
87612BBP6 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/2 03/01/30 6000 $4,778.67 0.00% Ba3 5.50 03/01/2030
536797AE3 LITHIA MOTORS INC LAD 4 5/8 12/15/27 10000 $9,144.89 0.00% Ba2 4.63 12/15/2027
29275YAC6 ENERSYS ENS 4 3/8 12/15/27 11000 $10,487.05 0.00% Ba3 4.38 12/15/2027
893830BL2 TRANSOCEAN INC RIG 8 02/01/27 8000 $3,931.56 0.00% Caa2 8.00 02/01/2027
63861CAA7 NATIONSTAR MORTGAGE HOLDINGS INC NSM 6 01/15/27 7000 $6,037.50 0.00% B2 6.00 01/15/2027
26884LAG4 EQT CORP EQT 7 02/01/30 7000 $5,310.42 0.00% Ba1 7.00 02/01/2030
435765AH5 HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP HEP 5 02/01/28 10000 $8,454.17 0.00% B1 5.00 02/01/2028
71654QCZ3 PETROLEOS MEXICANOS PEMEX 5.95 01/28/31 10000 $6,980.13 0.00% Baa3 5.95 01/28/2031
92564RAC9 VICI PROPERTIES LP / VICI NOTE CO INC VICI 3 1/2 02/15/25 9000 $8,362.75 0.00% Ba3 3.50 02/15/2025
92564RAD7 VICI PROPERTIES LP / VICI NOTE CO INC VICI 3 3/4 02/15/27 9000 $8,535.00 0.00% Ba3 3.75 02/15/2027
92564RAE5 VICI PROPERTIES LP / VICI NOTE CO INC VICI 4 1/8 08/15/30 9000 $8,585.25 0.00% Ba3 4.13 08/15/2030
03674XAF3 ANTERO RESOURCES CORP AR 5 5/8 06/01/23 28000 $11,725.00 0.00% B1 5.63 06/01/2023
410345AJ1 HANESBRANDS INC HBI 4 5/8 05/15/24 6000 $6,044.83 0.00% Ba2 4.63 05/15/2024
879369AE6 TELEFLEX INC TFX 4 7/8 06/01/26 6000 $5,947.50 0.00% Ba3 4.88 06/01/2026
31292GU53 FGLMC C00604 6.0 04-01-28 551 $619.28 0.00% Aaa 6.00 04/01/2028
31293EME7 FGLMC C18457 6.0 12-01-28 242 $268.33 0.00% Aaa 6.00 12/01/2028
31294B6N0 FGLMC C35377 7.0 01-01-30 83 $89.70 0.00% Aaa 7.00 01/01/2030
31287RP94 FGLMC C65848 6.5 04-01-32 9757 $11,419.70 0.00% Aaa 6.50 04/01/2032
3128FKNL5 FGLMC D77595 7.0 01-01-27 6423 $6,701.08 0.00% Aaa 7.00 01/01/2027
3128FSRY6 FGLMC D83203 6.5 10-01-27 15 $17.17 0.00% Aaa 6.50 10/01/2027
31283G4H7 FGLMC G00824 8.0 12-01-23 76 $79.71 0.00% Aaa 8.00 12/01/2023
31283HLN3 FGLMC G01233 7.0 04-01-31 315 $364.89 0.00% Aaa 7.00 04/01/2031
31283HUA1 FGLMC G01477 6.0 12-01-32 1593 $1,834.06 0.00% Aaa 6.00 12/01/2032
31336RTZ3 FHARM 1B0068 4.4 08-01-31 2077 $2,093.79 0.00% Aaa 4.41 08/01/2031
31336RVK3 FHARM 1B0118 4.2 08-01-31 191 $193.05 0.00% Aaa 4.16 08/01/2031
31371HB72 FNCL 252162 6.5 12-01-28 900 $1,022.60 0.00% Aaa 6.50 12/01/2028
31374GT64 FNCL 313873 7.0 12-01-27 2715 $3,152.70 0.00% Aaa 7.00 12/01/2027
31375EPM7 FNCL 332628 7.0 08-01-23 420 $447.18 0.00% Aaa 7.00 08/01/2023
31379D7G8 FNCL 416795 6.5 02-01-28 202 $225.18 0.00% Aaa 6.50 02/01/2028
31379EG68 FNCL 417021 7.5 09-01-25 638 $685.18 0.00% Aaa 7.50 09/01/2025
31380G5H8 FNCL 440148 6.5 08-01-28 134 $149.41 0.00% Aaa 6.50 08/01/2028
31383LUF0 FNCL 506482 6.5 07-01-29 620 $690.00 0.00% Aaa 6.50 07/01/2029
31386FVP7 FNCL 562322 7.5 01-01-31 1679 $1,946.71 0.00% Aaa 7.50 01/01/2031
31389GF21 FNCL 624885 6.5 01-01-32 897 $1,034.76 0.00% Aaa 6.50 01/01/2032
31391SM64 FNARM 675481 5.1 02-01-33 3899 $3,893.66 0.00% Aaa 5.07 02/01/2033
31391SNF3 FNARM 675490 4.0 03-01-33 9205 $9,281.66 0.00% Aaa 4.03 03/01/2033
31400JAM1 FNCL 688612 5.5 03-01-33 5947 $6,745.68 0.00% Aaa 5.50 03/01/2033
36202DBW0 G2SF 2753 6.0 05-20-29 2056 $2,303.31 0.00% Aaa 6.00 05/20/2029
36203DQU7 GNSF 346167 8.5 05-15-23 395 $404.01 0.00% Aaa 8.50 05/15/2023
36204DHK8 GNSF 366634 7.5 11-15-23 139 $141.40 0.00% Aaa 7.50 11/15/2023
36206FVG4 GNSF 410215 7.5 12-15-25 840 $926.01 0.00% Aaa 7.50 12/15/2025
36206FWN8 GNSF 410253 7.0 12-15-25 99 $107.09 0.00% Aaa 7.00 12/15/2025
USM0 US LONG BOND(CBT) Jun20USM0 COMB 16 -$26,500.00 -0.01% N/A 06/19/2020
EUR/USD -110906 -$121,906.02 -0.05% N/A 05/29/2020
WNM0 US ULTRA BOND CBT Jun20WNM0 COMB 59 -$161,775.20 -0.07% N/A 06/19/2020
EUR/USD -2463312 -$2,707,627.08 -1.10% 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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