Quick Links
- Collective Trusts 101
- Change to notice period for plan sponsor withdrawals:
Quarterly Portfolio Holdings
Invesco Core Plus Fixed Income Trust - Class C
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 |
00287YBQ1 | ABBVIE INC ABBV 2.6 11/21/24 | 1478000 | $1,515,557.12 | 0.61% | Baa2 | 2.60 | 11/21/2024 |
36179UV90 | G2SF MA6040 4.0 07-20-49 | 1417070 | $1,508,442.34 | 0.61% | Aaa | 4.00 | 07/20/2049 |
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 |
00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,224,010.58 | 0.50% | A3 | 4.38 | 04/17/2026 |
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 |
00287YBL2 | ABBVIE INC ABBV 2.3 11/21/22 | 1194000 | $1,202,818.16 | 0.49% | Baa2 | 2.30 | 11/21/2022 |
12597NAS2 | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 | 1238000 | $1,223,396.92 | 0.49% | Aaa | 2.56 | 03/15/2053 |
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 |
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 |
37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1222000 | $1,100,378.60 | 0.45% | Baa3 | 4.40 | 10/15/2029 |
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 |
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 |
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 |
61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $945,332.80 | 0.38% | NR | 4.30 | 09/09/2032 |
552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 964000 | $923,672.67 | 0.37% | Ba2 | 6.00 | 01/15/2043 |
67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $909,159.27 | 0.37% | Aaa | 2.94 | 07/20/2029 |
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 |
92537FAA3 | VERUS SECURITIZATION TRUST 2019-INV1 VERUS 2019-INV1 A1 | 924619 | $888,340.43 | 0.36% | NR | 3.40 | 12/25/2059 |
61691LAA7 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A | 936000 | $886,706.59 | 0.36% | Aaa | 1.40 | 11/15/2034 |
92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $890,269.15 | 0.36% | Aaa | 4.70 | 04/15/2045 |
92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 933393 | $897,729.91 | 0.36% | NR | 2.42 | 01/25/2060 |
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 |
172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $864,541.35 | 0.35% | Ba1 | 5.00 | 12/31/2049 |
57701RAJ1 | MATTAMY GROUP CORP MATHOM 5 1/4 12/15/27 | 894000 | $846,543.50 | 0.34% | B1 | 5.25 | 12/15/2027 |
85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $837,477.99 | 0.34% | Baa2 | 2.65 | 01/17/2035 |
31307TDS7 | FGCI J36413 3.0 02-01-32 | 798162 | $842,457.10 | 0.34% | Aaa | 3.00 | 02/01/2032 |
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 |
14448CAF1 | CARRIER GLOBAL CORP UTX 2.242 02/15/25 | 842000 | $824,055.60 | 0.33% | Baa3 | 2.24 | 02/15/2025 |
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 |
03765HAE1 | APOLLO MANAGEMENT HOLDINGS LP APO 4.95 01/14/50 | 857000 | $784,486.86 | 0.32% | NR | 4.95 | 01/14/2050 |
05369AAA9 | AVIATION CAPITAL GROUP LLC ACGCAP 3 1/2 11/01/27 | 1026000 | $797,826.60 | 0.32% | Baa2 | 3.50 | 11/01/2027 |
674599BY0 | OCCIDENTAL PETROLEUM CORP OXY 4.1 02/01/21 | 936000 | $798,299.75 | 0.32% | Ba1 | 4.10 | 02/01/2021 |
68389XBX2 | ORACLE CORP ORCL 3.6 04/01/50 | 795000 | $791,794.95 | 0.32% | A3 | 3.60 | 04/01/2050 |
42806DCH0 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A | 800000 | $765,841.68 | 0.31% | Aaa | 3.42 | 05/25/2025 |
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 |
96950FAG9 | WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 | 773000 | $776,197.59 | 0.31% | Baa3 | 4.13 | 11/15/2020 |
80413TAR0 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 3 3/4 01/21/55 | 840000 | $778,345.40 | 0.31% | A1 | 3.75 | 01/21/2055 |
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 |
12597KAA7 | COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1 | 766800 | $743,247.38 | 0.30% | NR | 2.49 | 02/25/2050 |
36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 729805 | $714,480.15 | 0.29% | NR | 2.86 | 09/25/2059 |
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 |
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 |
45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 809000 | $700,374.89 | 0.28% | Ba3 | 4.75 | 10/01/2024 |
03464QAA3 | ANGEL OAK MORTGAGE TRUST 2019-3 AOMT 2019-3 A1 | 718863 | $692,967.06 | 0.28% | NR | 2.93 | 05/25/2059 |
14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 623000 | $689,668.11 | 0.28% | NR | 5.65 | 09/15/2048 |
47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 682500 | $689,946.95 | 0.28% | NR | 4.85 | 07/30/2047 |
46117MAA2 | INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A | 767000 | $698,332.18 | 0.28% | NR | 1.40 | 01/15/2033 |
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 |
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 |
42806DCD9 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A A | 700000 | $679,823.29 | 0.27% | Aaa | 3.71 | 03/25/2023 |
43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 684018 | $659,996.88 | 0.27% | NR | 3.45 | 01/25/2059 |
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 |
94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 551000 | $670,933.08 | 0.27% | A3 | 5.38 | 11/02/2043 |
268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/14 | 510000 | $656,298.60 | 0.27% | A3 | 6.00 | 01/22/2114 |
68389XBY0 | ORACLE CORP ORCL 3.85 04/01/60 | 660000 | $664,003.41 | 0.27% | A1 | 3.85 | 04/01/2060 |
08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $645,015.40 | 0.26% | NR | 3.56 | 12/15/2072 |
345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $645,730.04 | 0.26% | Ba2 | 5.09 | 01/07/2021 |
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 |
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 |
04686JAB7 | ATHENE HOLDING LTD ATH 6.15 04/03/30 | 654000 | $652,744.32 | 0.26% | NR | 6.15 | 04/03/2030 |
3137FCLD4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K071 A2 | 570000 | $647,317.73 | 0.26% | Aaa | 3.29 | 11/25/2027 |
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 |
14448CAA2 | CARRIER GLOBAL CORP UTX 2.722 02/15/30 | 694000 | $640,328.22 | 0.26% | Baa3 | 2.72 | 02/15/2030 |
08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $613,686.66 | 0.25% | NR | 3.78 | 12/15/2062 |
74982LBA7 | RACE POINT VIII CLO LTD RACEP 2013-8A BR2 | 689000 | $628,609.38 | 0.25% | NR | 3.60 | 02/20/2030 |
55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $627,481.14 | 0.25% | NR | 3.08 | 08/15/2034 |
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 |
38141GWG5 | GOLDMAN SACHS GROUP INC/THE GS 2.6 12/27/20 | 607000 | $611,151.06 | 0.25% | A3 | 2.60 | 12/27/2020 |
04686JAA9 | ATHENE HOLDING LTD ATH 4 1/8 01/12/28 | 671000 | $612,456.89 | 0.25% | NR | 4.13 | 01/12/2028 |
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 |
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 |
12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $581,622.06 | 0.24% | NR | 3.09 | 08/10/2029 |
3140HHSZ9 | FANNIE MAE POOL FN BK4135 4.5 12/1/2048 | 552990 | $597,674.01 | 0.24% | Aaa | 4.50 | 12/01/2048 |
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 |
44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $591,321.61 | 0.24% | Aaa | 2.91 | 07/29/2028 |
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 |
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 |
05565ALQ4 | BNP PARIBAS SA BNP 4 1/2 PERP | 737000 | $570,806.50 | 0.23% | Ba1 | 4.50 | 12/31/2059 |
125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 633999 | $569,024.60 | 0.23% | NR | 1.49 | 07/15/2032 |
36418XAA5 | GALTON FUNDING MORTGAGE TRUST 2019-H1 GFMT 2019-H1 A1 | 579004 | $574,381.88 | 0.23% | NR | 2.66 | 10/25/2059 |
84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 637000 | $552,514.02 | 0.22% | Baa3 | 3.40 | 01/15/2030 |
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 |
233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 553815 | $532,963.57 | 0.22% | NR | 4.02 | 05/20/2049 |
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 |
12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $552,374.74 | 0.22% | NR | 4.54 | 08/10/2048 |
26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $517,784.07 | 0.21% | NR | 2.96 | 04/15/2025 |
64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 515466 | $508,683.57 | 0.21% | NR | 2.49 | 09/25/2059 |
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 |
38611TDL8 | GRAND PARKWAY TRANSPORTATION CORP 38611TDL8 | 535000 | $521,178.93 | 0.21% | Aa1 | 3.24 | 10/01/2052 |
38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 503000 | $513,037.99 | 0.21% | A3 | 3.27 | 09/29/2025 |
034863AV2 | ANGLO AMERICAN CAPITAL PLC AALLN 5 3/8 04/01/25 | 514000 | $519,487.26 | 0.21% | Baa2 | 5.38 | 04/01/2025 |
CASHEUR08 | EUR CURRENCY CASH | 468152 | $513,398.58 | 0.21% | 0.00 | ||
61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $521,593.80 | 0.21% | Ba1 | 6.88 | 12/31/2049 |
40390AAA9 | HMH TRUST 2017-NSS HMH 2017-NSS A | 560000 | $525,349.85 | 0.21% | NR | 3.06 | 07/05/2031 |
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 |
25272KAK9 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 458000 | $495,449.33 | 0.20% | Baa3 | 6.02 | 06/15/2026 |
898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $504,428.98 | 0.20% | Baa2 | 5.25 | 01/30/2026 |
12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 589866 | $483,064.54 | 0.20% | NR | 2.00 | 08/15/2035 |
233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 526025 | $502,557.15 | 0.20% | NR | 4.35 | 05/20/2049 |
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 |
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 |
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 |
16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 528683 | $501,320.17 | 0.20% | Baa1 | 3.75 | 12/25/2045 |
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 |
55389PAA7 | MVW OWNER TRUST 2019-1 MVWOT 2019-1A A | 510556 | $477,112.46 | 0.19% | NR | 2.89 | 11/20/2036 |
36258YBG2 | GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 | 465000 | $479,733.30 | 0.19% | NR | 2.91 | 02/13/2053 |
125523AE0 | CIGNA CORP CI 3.4 09/17/21 | 455000 | $462,397.56 | 0.19% | Baa2 | 3.40 | 09/17/2021 |
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 |
83367TBV0 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 525000 | $473,161.72 | 0.19% | Ba2 | 7.38 | 12/31/2099 |
00206RFU1 | AT&T INC T 5.15 02/15/50 | 388000 | $466,260.65 | 0.19% | Baa2 | 5.15 | 02/15/2050 |
3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $475,808.78 | 0.19% | Aaa | 3.63 | 01/25/2029 |
548661DV6 | LOWES COS INC LOW 5 04/15/40 | 414000 | $468,785.98 | 0.19% | Baa1 | 5.00 | 04/15/2040 |
034863AW0 | ANGLO AMERICAN CAPITAL PLC AALLN 5 5/8 04/01/30 | 466000 | $473,066.84 | 0.19% | Baa2 | 5.63 | 04/01/2030 |
46513JB34 | ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 2 3/4 07/03/30 | 475000 | $475,000.00 | 0.19% | A1 | 2.75 | 07/03/2030 |
3137FEUB4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K730 AM | 441000 | $480,010.10 | 0.19% | Aaa | 3.59 | 01/25/2025 |
928563AA3 | VMWARE INC VMW 2.3 08/21/20 | 468000 | $464,209.83 | 0.19% | Baa2 | 2.30 | 08/21/2020 |
25277LAA4 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 5 3/8 08/15/26 | 569000 | $466,231.80 | 0.19% | Ba2 | 5.38 | 08/15/2026 |
898339AA4 | TRUST FIBRA UNO FUNOTR 4.869 01/15/30 | 520000 | $455,145.08 | 0.18% | Baa2 | 4.87 | 01/15/2030 |
55446MAB3 | MACH 1 CAYMAN 2019-1 LTD MAACH 2019-1 B | 725775 | $447,016.99 | 0.18% | NR | 4.34 | 10/15/2039 |
07274NAE3 | BAYER US FINANCE II LLC BAYNGR 3 7/8 12/15/23 | 431000 | $445,928.31 | 0.18% | Baa1 | 3.88 | 12/15/2023 |
15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 544000 | $437,976.67 | 0.18% | Ba1 | 6.13 | 12/31/2049 |
20030NCL3 | COMCAST CORP CMCSA 4.6 10/15/38 4.6 10/15/2038 | 355000 | $449,820.16 | 0.18% | A3 | 4.60 | 10/15/2038 |
571676AA3 | MARS INC MARS 2.7 04/01/25 | 435000 | $453,139.16 | 0.18% | A1 | 2.70 | 04/01/2025 |
88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $441,912.03 | 0.18% | A1 | 3.93 | 01/19/2038 |
513075BQ3 | LAMAR MEDIA CORP LAMR 3 3/4 02/15/28 | 463000 | $436,659.54 | 0.18% | Ba2 | 3.75 | 02/15/2028 |
172967MP3 | CITIGROUP INC C 4.412 03/31/31 | 414000 | $455,565.21 | 0.18% | A3 | 4.41 | 03/31/2031 |
548661DU8 | LOWES COS INC LOW 4 1/2 04/15/30 | 413000 | $455,941.89 | 0.18% | Baa1 | 4.50 | 04/15/2030 |
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 |
437076CD2 | HOME DEPOT INC/THE HD 3.35 04/15/50 | 419000 | $455,642.00 | 0.18% | A2 | 3.35 | 04/15/2050 |
14855MAA6 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A A | 650970 | $456,615.76 | 0.18% | NR | 3.97 | 04/15/2039 |
55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $426,727.41 | 0.17% | Baa2 | 2.10 | 09/09/2022 |
853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $418,031.13 | 0.17% | A2 | 2.10 | 09/10/2022 |
21987BBA5 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3.7 01/30/50 | 470000 | $408,402.08 | 0.17% | A3 | 3.70 | 01/30/2050 |
878742AE5 | TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 | 453000 | $430,352.41 | 0.17% | Baa3 | 6.13 | 10/01/2035 |
00206RCQ3 | AT&T INC T 4 3/4 05/15/46 | 363000 | $409,649.03 | 0.17% | Baa2 | 4.75 | 05/15/2046 |
00912XAS3 | AIR LEASE CORP AL 3 3/8 06/01/21 | 455000 | $414,454.77 | 0.17% | NR | 3.38 | 06/01/2021 |
928668AQ5 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/12/21 | 421000 | $413,510.52 | 0.17% | A3 | 2.65 | 11/12/2021 |
85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 449740 | $432,253.75 | 0.17% | NR | 2.28 | 02/25/2050 |
126650DK3 | CVS HEALTH CORP CVS 4 1/8 04/01/40 | 419000 | $421,254.25 | 0.17% | Baa2 | 4.13 | 04/01/2040 |
6174468P7 | MORGAN STANLEY MS 3.622 04/01/31 | 415000 | $431,948.36 | 0.17% | A3 | 3.62 | 04/01/2031 |
437076CC4 | HOME DEPOT INC/THE HD 3.3 04/15/40 | 419000 | $429,751.54 | 0.17% | A2 | 3.30 | 04/15/2040 |
61691LAG4 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS B | 460000 | $430,790.52 | 0.17% | Aa3 | 1.55 | 11/15/2034 |
26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $412,041.67 | 0.17% | NR | 6.63 | 11/01/2025 |
015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 417000 | $421,082.71 | 0.17% | Baa1 | 3.95 | 01/15/2027 |
3138WGD35 | FNCI AS6421 3.5 12-01-30 | 398587 | $424,468.43 | 0.17% | Aaa | 3.50 | 12/01/2030 |
00138CAC2 | AIG GLOBAL FUNDING AIG 2.7 12/15/21 | 412000 | $411,303.00 | 0.17% | A2 | 2.70 | 12/15/2021 |
78448TAD4 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 4 1/8 07/15/23 | 361000 | $392,556.12 | 0.16% | NR | 4.13 | 07/15/2023 |
303901BB7 | FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 4.85 04/17/28 | 369000 | $406,253.24 | 0.16% | Baa3 | 4.85 | 04/17/2028 |
699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 400000 | $400,064.00 | 0.16% | Ba1 | 5.40 | 03/30/2050 |
29379VBY8 | ENTERPRISE PRODUCTS OPERATING LLC EPD 3.7 01/31/51 | 436000 | $392,479.81 | 0.16% | Baa1 | 3.70 | 01/31/2051 |
21987BBB3 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3.15 01/14/30 | 420000 | $391,573.35 | 0.16% | A3 | 3.15 | 01/14/2030 |
025676AM9 | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL 5 06/15/27 | 417000 | $407,415.31 | 0.16% | NR | 5.00 | 06/15/2027 |
98956PAP7 | ZIMMER BIOMET HOLDINGS INC ZBH FLOAT 03/19/21 | 390000 | $385,552.84 | 0.16% | Baa3 | 1.80 | 03/19/2021 |
844741BF4 | SOUTHWEST AIRLINES CO LUV 2 5/8 02/10/30 | 479000 | $403,706.62 | 0.16% | Baa1 | 2.63 | 02/10/2030 |
04685A2L4 | ATHENE GLOBAL FUNDING ATH 2 1/2 01/14/25 | 407000 | $385,619.98 | 0.16% | NR | 2.50 | 01/14/2025 |
70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 391000 | $388,475.12 | 0.16% | NR | 2.65 | 10/01/2026 |
225310AN1 | CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 | 401000 | $370,789.94 | 0.15% | Ba3 | 5.13 | 12/31/2024 |
36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 393948 | $376,305.66 | 0.15% | NR | 2.69 | 11/25/2059 |
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 |
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 |
23371DAC8 | DAE FUNDING LLC DUBAEE 4 08/01/20 | 364000 | $359,146.67 | 0.15% | Baa3 | 4.00 | 08/01/2020 |
78448TAB8 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 3 07/15/22 | 377000 | $382,111.43 | 0.15% | NR | 3.00 | 07/15/2022 |
62877BAB1 | NORWEGIAN AIR SHUTTLE ASA 2016-1 CLASS B PASS THROUGH TRUST NASNO 7 1/2 11/10/23 | 366679 | $381,780.59 | 0.15% | B2 | 7.50 | 11/10/2023 |
46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 340000 | $364,628.48 | 0.15% | A3 | 3.63 | 12/01/2027 |
37954JAB2 | GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 | 383000 | $381,324.38 | 0.15% | NR | 4.50 | 10/20/2021 |
42806DBQ1 | HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A A | 400000 | $377,569.89 | 0.15% | Aaa | 3.29 | 02/25/2024 |
126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 299863 | $367,969.38 | 0.15% | Baa2 | 5.77 | 01/10/2033 |
031162CR9 | AMGEN INC AMGN 3.15 02/21/40 | 375000 | $370,940.75 | 0.15% | Baa1 | 3.15 | 02/21/2040 |
89236TGU3 | TOYOTA MOTOR CREDIT CORP TOYOTA 2.15 02/13/30 | 390000 | $363,236.29 | 0.15% | A1 | 2.15 | 02/13/2030 |
ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 350000 | $379,298.22 | 0.15% | Ba3 | 3.88 | 11/15/2029 |
80414L2A2 | SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 | 362000 | $359,174.31 | 0.15% | A1 | 2.75 | 04/16/2022 |
57665RAJ5 | MATCH GROUP INC MTCH 5 5/8 02/15/29 | 394000 | $379,101.88 | 0.15% | Ba3 | 5.63 | 02/15/2029 |
44891AAZ0 | HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 | 372000 | $374,292.88 | 0.15% | Baa1 | 4.30 | 02/01/2024 |
961214EM1 | WESTPAC BANKING CORP WSTP 2.894 02/04/30 | 365000 | $351,988.64 | 0.14% | Baa1 | 2.89 | 02/04/2030 |
07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $340,954.15 | 0.14% | Baa1 | 1.75 | 12/15/2023 |
747262AW3 | QVC INC QVCN 5.45 08/15/34 | 484000 | $358,068.71 | 0.14% | Ba2 | 5.45 | 08/15/2034 |
125282AJ2 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC C | 401046 | $355,049.07 | 0.14% | NR | 1.75 | 07/15/2032 |
556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $352,526.15 | 0.14% | Ba1 | 6.13 | 12/31/2049 |
853254BH2 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 335000 | $342,046.63 | 0.14% | Ba1 | 7.75 | 12/31/2049 |
3137BUX52 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K062 A1 | 329298 | $355,363.24 | 0.14% | Aaa | 3.03 | 09/25/2026 |
83546DAG3 | SONIC CAPITAL LLC SONIC 2020-1A A2I | 369692 | $354,343.88 | 0.14% | NR | 3.85 | 01/20/2050 |
47233JBH0 | JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINANCE INC JEF 4.15 01/23/30 | 351000 | $338,792.99 | 0.14% | Baa3 | 4.15 | 01/23/2030 |
05965MAG8 | BANCO DEL ESTADO DE CHILE BANCO 2.704 01/09/25 | 365000 | $341,975.48 | 0.14% | A1 | 2.70 | 01/09/2025 |
38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS 5 PERP | 405000 | $354,206.25 | 0.14% | Ba1 | 5.00 | 12/31/2049 |
31406UQQ4 | FNCL 820463 5.5 04-01-35 | 305923 | $347,055.68 | 0.14% | Aaa | 5.50 | 04/01/2035 |
25746UDG1 | DOMINION ENERGY INC D 3 3/8 04/01/30 | 349000 | $345,492.55 | 0.14% | Baa2 | 3.38 | 04/01/2030 |
225401AP3 | CREDIT SUISSE GROUP AG CS 4.194 04/01/31 | 327000 | $334,974.03 | 0.14% | Baa2 | 4.19 | 04/01/2031 |
427866BB3 | HERSHEY CO/THE HSY 3 1/8 11/15/49 | 356000 | $338,616.21 | 0.14% | A1 | 3.13 | 11/15/2049 |
638612AM3 | NATIONWIDE FINANCIAL SERVICES INC NATMUT 3.9 11/30/49 | 379000 | $337,127.41 | 0.14% | A2 | 3.90 | 11/30/2049 |
01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $322,336.34 | 0.13% | A1 | 4.40 | 12/06/2057 |
03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 331339 | $329,098.52 | 0.13% | NR | 2.47 | 12/25/2059 |
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 |
67091TAC9 | OCP SA OCPMR 4 1/2 10/22/25 | 323000 | $311,272.20 | 0.13% | NR | 4.50 | 10/22/2025 |
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 |
345397A29 | FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 | 346000 | $313,832.90 | 0.13% | Ba2 | 3.09 | 01/09/2023 |
05369AAD3 | AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 | 370000 | $320,921.19 | 0.13% | Baa2 | 4.13 | 08/01/2025 |
678858BV2 | OKLAHOMA GAS & ELECTRIC CO OGE 3 1/4 04/01/30 | 316000 | $316,686.35 | 0.13% | A3 | 3.25 | 04/01/2030 |
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 |
962166BY9 | WEYERHAEUSER CO WY 4 04/15/30 | 314000 | $315,311.88 | 0.13% | Baa2 | 4.00 | 04/15/2030 |
713448ES3 | PEPSICO INC PEP 2 3/4 03/19/30 | 299000 | $319,781.74 | 0.13% | A1 | 2.75 | 03/19/2030 |
651639AY2 | NEWMONT CORP NEM 2 1/4 10/01/30 | 348000 | $320,759.68 | 0.13% | Baa2 | 2.25 | 10/01/2030 |
47760QAA1 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I | 331768 | $329,720.11 | 0.13% | NR | 3.61 | 07/30/2047 |
14448CAH7 | CARRIER GLOBAL CORP UTX 2.493 02/15/27 | 340000 | $325,387.28 | 0.13% | Baa3 | 2.49 | 02/15/2027 |
00206RDC3 | AT&T INC T 4.45 04/01/24 | 297000 | $321,206.66 | 0.13% | Baa2 | 4.45 | 04/01/2024 |
86964WAF9 | SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 | 334000 | $315,685.67 | 0.13% | NR | 6.00 | 01/15/2029 |
16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 336125 | $329,348.04 | 0.13% | A2 | 3.75 | 04/25/2045 |
008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 306000 | $328,780.67 | 0.13% | A3 | 4.25 | 02/15/2024 |
87161CAL9 | SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 | 289000 | $293,372.81 | 0.12% | NR | 3.13 | 11/01/2022 |
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 |
88032WAG1 | TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 | 286000 | $304,778.26 | 0.12% | A1 | 3.60 | 01/19/2028 |
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 |
92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 230000 | $294,704.32 | 0.12% | Baa1 | 5.25 | 03/16/2037 |
76119CAA9 | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | 316551 | $303,449.69 | 0.12% | NR | 2.38 | 02/25/2024 |
57636QAR5 | MASTERCARD INC MA 3.3 03/26/27 | 281000 | $305,478.84 | 0.12% | A1 | 3.30 | 03/26/2027 |
46513JB42 | ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 3 7/8 07/03/50 | 305000 | $305,000.00 | 0.12% | A1 | 3.88 | 07/03/2050 |
02005NBA7 | ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 | 323000 | $308,742.28 | 0.12% | NR | 4.63 | 03/30/2025 |
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 |
595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 282000 | $297,759.32 | 0.12% | Baa3 | 4.98 | 02/06/2026 |
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 |
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 |
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 |
12594JAG0 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C | 285000 | $275,851.69 | 0.11% | NR | 3.46 | 08/10/2029 |
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 |
21036PBA5 | CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 | 276000 | $260,956.84 | 0.11% | Baa3 | 2.39 | 11/15/2021 |
86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 319322 | $278,977.27 | 0.11% | NR | 3.95 | 07/25/2034 |
91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 251000 | $274,262.53 | 0.11% | A3 | 3.75 | 07/15/2025 |
886065AB7 | THUNDERBOLT II AIRCRAFT LEASE LTD TBOLT 2018-A B | 409821 | $266,135.65 | 0.11% | NR | 5.07 | 09/15/2038 |
EI0106290 | BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP | 258000 | $265,872.58 | 0.11% | B2 | 8.50 | 12/31/2049 |
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 |
638671AL1 | NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 | 240000 | $275,653.22 | 0.11% | A3 | 4.95 | 04/22/2044 |
893727AA5 | TRANSJAMAICAN HIGHWAY LTD TRAJAM 5 3/4 10/10/36 | 275000 | $265,888.72 | 0.11% | NR | 5.75 | 10/10/2036 |
126650DJ6 | CVS HEALTH CORP CVS 3 3/4 04/01/30 | 262000 | $271,115.79 | 0.11% | Baa2 | 3.75 | 04/01/2030 |
05526DBN4 | BAT CAPITAL CORP BATSLN 4.906 04/02/30 | 255000 | $261,574.83 | 0.11% | Baa2 | 4.91 | 04/02/2030 |
46187BAA1 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A | 286665 | $260,366.06 | 0.11% | Aaa | 1.65 | 12/17/2036 |
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 |
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 |
632525AS0 | NATIONAL AUSTRALIA BANK LTD NAB 3.933 08/02/34 | 250000 | $247,617.67 | 0.10% | Baa1 | 3.93 | 08/02/2034 |
224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 250000 | $246,189.32 | 0.10% | Baa2 | 3.35 | 09/15/2026 |
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 |
138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 246000 | $257,929.69 | 0.10% | NR | 6.50 | 06/17/2022 |
172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $254,178.99 | 0.10% | Ba1 | 6.25 | 12/29/2049 |
05369AAE1 | AVIATION CAPITAL GROUP LLC ACGCAP FLOAT 07/30/21 | 271000 | $257,384.43 | 0.10% | Baa2 | 2.44 | 07/30/2021 |
81744YAC0 | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 | 245028 | $235,568.05 | 0.10% | Aaa | 1.55 | 04/25/2043 |
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 |
89788KAA4 | TRUIST BANK TFC 2 1/4 03/11/30 | 263000 | $241,505.83 | 0.10% | A3 | 2.25 | 03/11/2030 |
89788JAA7 | TRUIST BANK TFC 1 1/2 03/10/25 | 250000 | $243,543.48 | 0.10% | A2 | 1.50 | 03/10/2025 |
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 |
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 |
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 |
247361ZP6 | DELTA AIR LINES INC DAL 3.8 04/19/23 | 253000 | $242,084.43 | 0.10% | Baa3 | 3.80 | 04/19/2023 |
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 |
98971DAB6 | ZIONS BANCORP NA ZION 3 1/4 10/29/29 | 254000 | $218,975.01 | 0.09% | NR | 3.25 | 10/29/2029 |
85208NAA8 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 3.36 09/20/21 | 232875 | $231,949.72 | 0.09% | Baa2 | 3.36 | 09/20/2021 |
80413TAK5 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 4 3/8 04/16/29 | 200000 | $218,804.42 | 0.09% | A1 | 4.38 | 04/16/2029 |
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 |
84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 220000 | $217,065.82 | 0.09% | Baa3 | 4.00 | 07/15/2029 |
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 |
443293AB1 | HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 | 200000 | $222,096.94 | 0.09% | Ba2 | 5.88 | 10/23/2022 |
31410G7L1 | FNCL 889299 6.0 04-01-38 | 195798 | $225,979.41 | 0.09% | Aaa | 6.00 | 04/01/2038 |
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 |
EI4368631 | OOREDOO INTERNATIONAL FINANCE LTD QTELQD 5 10/19/25 | 200000 | $215,750.00 | 0.09% | A2 | 5.00 | 10/19/2025 |
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 |
084664CU3 | BERKSHIRE HATHAWAY FINANCE CORP BRK 1.85 03/12/30 | 235000 | $228,649.80 | 0.09% | Aa2 | 1.85 | 03/12/2030 |
57636QAP9 | MASTERCARD INC MA 3.35 03/26/30 | 207000 | $230,117.55 | 0.09% | A1 | 3.35 | 03/26/2030 |
654106AL7 | NIKE INC NKE 3 1/4 03/27/40 | 210000 | $219,345.82 | 0.09% | A1 | 3.25 | 03/27/2040 |
67103HAJ6 | OREILLY AUTOMOTIVE INC ORLY 4.2 04/01/30 | 210000 | $217,575.62 | 0.09% | Baa1 | 4.20 | 04/01/2030 |
754730AG4 | RAYMOND JAMES FINANCIAL INC RJF 4.65 04/01/30 | 207000 | $216,519.92 | 0.09% | Baa1 | 4.65 | 04/01/2030 |
05526DBQ7 | BAT CAPITAL CORP BATSLN 5.282 04/02/50 | 210000 | $210,720.46 | 0.09% | Baa2 | 5.28 | 04/02/2050 |
00115AAM1 | AEP TRANSMISSION CO LLC AEP 3.65 04/01/50 | 225000 | $232,086.19 | 0.09% | A2 | 3.65 | 04/01/2050 |
03076CAK2 | AMERIPRISE FINANCIAL INC AMP 3 04/02/25 | 228000 | $227,035.56 | 0.09% | A3 | 3.00 | 04/02/2025 |
71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 225000 | $210,172.18 | 0.09% | Baa3 | 4.30 | 03/15/2027 |
89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 225300 | $221,220.18 | 0.09% | Aaa | 2.75 | 04/25/2057 |
125282AL7 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC D | 236608 | $211,119.86 | 0.09% | NR | 2.30 | 07/15/2032 |
29379VBM4 | ENTERPRISE PRODUCTS OPERATING LLC EPD 4 7/8 08/16/77 | 304000 | $210,639.70 | 0.09% | Baa2 | 4.88 | 08/16/2077 |
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 |
156700BC9 | CENTURYLINK INC CTL 4 02/15/27 | 237000 | $228,099.33 | 0.09% | Ba3 | 4.00 | 02/15/2027 |
225401AN8 | CREDIT SUISSE GROUP AG CS 5.1 PERP | 276000 | $215,829.70 | 0.09% | NR | 5.10 | 12/31/2059 |
692733AA6 | OZTEL HOLDINGS SPC LTD OTELOM 5 5/8 10/24/23 | 274000 | $225,362.60 | 0.09% | Ba2 | 5.63 | 10/24/2023 |
92537BAA2 | VERUS SECURITIZATION TRUST 2018-3 VERUS 2018-3 A1 | 234979 | $231,208.23 | 0.09% | NR | 4.11 | 10/25/2058 |
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 |
085209AD6 | BERMUDA GOVERNMENT INTERNATIONAL BOND BERMUD 3.717 01/25/27 | 200000 | $191,862.90 | 0.08% | A2 | 3.72 | 01/25/2027 |
020564AD2 | ALPEK SAB DE CV ALPEKA 4 1/4 09/18/29 | 245000 | $200,178.41 | 0.08% | Baa3 | 4.25 | 09/18/2029 |
55276VAH5 | MDGH - GMTN BV MUBAUH 2 1/2 11/07/24 | 200000 | $192,374.40 | 0.08% | Aa2 | 2.50 | 11/07/2024 |
ZQ7314318 | MOROCCO GOVERNMENT INTERNATIONAL BOND MOROC 1 1/2 11/27/31 | 200000 | $194,143.01 | 0.08% | Ba1 | 1.50 | 11/27/2031 |
853254BL3 | STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 | 200000 | $194,257.16 | 0.08% | A2 | 2.97 | 01/20/2023 |
29245JAL6 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $201,466.18 | 0.08% | Baa3 | 5.25 | 11/06/2029 |
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 |
03846JW63 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 6.2004 03/01/24 | 200000 | $187,049.40 | 0.08% | B2 | 6.20 | 03/01/2024 |
105756CA6 | BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 4 1/2 05/30/29 | 200000 | $208,385.00 | 0.08% | Ba2 | 4.50 | 05/30/2029 |
02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $205,943.33 | 0.08% | NR | 4.65 | 04/09/2024 |
80414L2E4 | SAUDI ARABIAN OIL CO ARAMCO 4 1/4 04/16/39 | 200000 | $202,122.62 | 0.08% | A1 | 4.25 | 04/16/2039 |
29247QAA2 | EMPRESA DE TRANSMISION ELECTRICA SA EMTESA 5 1/8 05/02/49 | 200000 | $206,242.36 | 0.08% | Baa1 | 5.13 | 05/02/2049 |
491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $189,128.13 | 0.08% | B2 | 8.00 | 05/22/2032 |
401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $202,585.33 | 0.08% | Ba1 | 6.13 | 06/01/2050 |
898339AB2 | TRUST FIBRA UNO FUNOTR 6.39 01/15/50 | 200000 | $186,698.00 | 0.08% | Baa2 | 6.39 | 01/15/2050 |
92769XAM7 | VIRGIN MEDIA SECURED FINANCE PLC VMED 5 1/2 08/15/26 | 200000 | $204,405.56 | 0.08% | Ba3 | 5.50 | 08/15/2026 |
02154CAE3 | ALTICE FINANCING SA ALTICE 7 1/2 05/15/26 | 200000 | $197,666.67 | 0.08% | B2 | 7.50 | 05/15/2026 |
31417TP51 | FNCL AC6743 5.0 12-01-39 | 184863 | $205,869.91 | 0.08% | Aaa | 5.00 | 12/01/2039 |
EJ0174023 | DOLPHIN ENERGY LTD LLC DOLNRG 5 1/2 12/15/21 | 200000 | $201,900.89 | 0.08% | A2 | 5.50 | 12/15/2021 |
212015AH4 | CONTINENTAL RESOURCES INC/OK CLR 5 09/15/22 | 329000 | $204,686.82 | 0.08% | Ba1 | 5.00 | 09/15/2022 |
EJ4222752 | INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 | 195000 | $192,838.75 | 0.08% | Ba1 | 5.50 | 11/01/2022 |
17318UAG9 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 CGCMT 2012-GC8 B | 200000 | $197,731.45 | 0.08% | Aa3 | 4.29 | 09/10/2045 |
EJ5777036 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC SOIAZ 4 3/4 03/13/23 | 200000 | $194,675.00 | 0.08% | Ba2 | 4.75 | 03/13/2023 |
92536PAD6 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2 | 211242 | $203,244.29 | 0.08% | NR | 2.64 | 01/25/2060 |
747262AY9 | QVC INC QVCN 4 3/4 02/15/27 | 217000 | $193,723.68 | 0.08% | Ba2 | 4.75 | 02/15/2027 |
717081EW9 | PFIZER INC PFE 2 5/8 04/01/30 | 198000 | $207,841.75 | 0.08% | A1 | 2.63 | 04/01/2030 |
797440BY9 | SAN DIEGO GAS & ELECTRIC CO SRE 3.32 04/15/50 | 205000 | $205,662.36 | 0.08% | A2 | 3.32 | 04/15/2050 |
023608AJ1 | AMEREN CORP AEE 3 1/2 01/15/31 | 209000 | $208,504.67 | 0.08% | Baa1 | 3.50 | 01/15/2031 |
46513JB59 | ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 4 1/2 04/03/20 | 210000 | $210,000.00 | 0.08% | A1 | 4.50 | 04/03/2120 |
020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 187000 | $209,750.87 | 0.08% | A3 | 4.20 | 12/15/2046 |
06738EAW5 | BARCLAYS PLC BACR 4.836 05/09/28 | 200000 | $210,099.27 | 0.08% | Baa3 | 4.84 | 05/09/2028 |
172967LM1 | CITIGROUP INC C 2.876 07/24/23 | 196000 | $198,585.81 | 0.08% | A3 | 2.88 | 07/24/2023 |
06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $189,201.78 | 0.08% | Baa1 | 5.00 | 07/27/2027 |
21987BAW8 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3 5/8 08/01/27 | 200000 | $196,891.53 | 0.08% | A3 | 3.63 | 08/01/2027 |
455780CR5 | INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 3 1/2 02/14/50 | 200000 | $202,511.89 | 0.08% | Baa2 | 3.50 | 02/14/2050 |
455780CQ7 | INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 2.85 02/14/30 | 200000 | $195,212.58 | 0.08% | Baa2 | 2.85 | 02/14/2030 |
46187BAD5 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 D | 237651 | $204,072.55 | 0.08% | A3 | 2.60 | 12/17/2036 |
625454AA1 | MULTIBANK INC MULT 4 3/8 11/09/22 | 200000 | $187,453.39 | 0.08% | NR | 4.38 | 11/09/2022 |
682051AG2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 4 1/8 01/17/23 | 246000 | $206,880.88 | 0.08% | Ba2 | 4.13 | 01/17/2023 |
10922NAF0 | BRIGHTHOUSE FINANCIAL INC BHF 4.7 06/22/47 | 249000 | $202,881.06 | 0.08% | Baa3 | 4.70 | 06/22/2047 |
LW9070068 | MINMETALS BOUNTEOUS FINANCE BVI LTD MINMET 3 1/8 07/27/21 | 200000 | $201,387.11 | 0.08% | Baa1 | 3.13 | 07/27/2021 |
853254BF6 | STANDARD CHARTERED PLC STANLN 4.3 02/19/27 | 207000 | $202,576.70 | 0.08% | Baa2 | 4.30 | 02/19/2027 |
83368JKG4 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 210000 | $193,900.88 | 0.08% | Ba2 | 7.38 | 12/29/2049 |
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 |
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 |
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 |
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 |
98313RAE6 | WYNN MACAU LTD WYNMAC 5 1/8 12/15/29 | 213000 | $182,073.58 | 0.07% | B1 | 5.13 | 12/15/2029 |
02209SBC6 | ALTRIA GROUP INC MO 4.4 02/14/26 | 172000 | $179,102.20 | 0.07% | A3 | 4.40 | 02/14/2026 |
172967JZ5 | CITIGROUP INC C 5.95 PERP | 190000 | $168,644.53 | 0.07% | Ba1 | 5.95 | 12/31/2049 |
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 |
05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 205170 | $172,513.98 | 0.07% | NR | 4.01 | 12/20/2034 |
31390L5X0 | FNCL 649862 6.5 07-01-32 | 160685 | $184,567.01 | 0.07% | Aaa | 6.50 | 07/01/2032 |
195325DR3 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 01/30/30 | 200000 | $183,316.67 | 0.07% | Baa2 | 3.00 | 01/30/2030 |
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 |
58013MFP4 | MCDONALDS CORP MCD 3 1/2 07/01/27 | 165000 | $174,084.86 | 0.07% | Baa1 | 3.50 | 07/01/2027 |
58013MFR0 | MCDONALDS CORP MCD 4.2 04/01/50 | 148000 | $164,042.60 | 0.07% | Baa1 | 4.20 | 04/01/2050 |
05526DBP9 | BAT CAPITAL CORP BATSLN 4.7 04/02/27 | 177000 | $180,499.77 | 0.07% | Baa2 | 4.70 | 04/02/2027 |
716564AA7 | PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 | 200000 | $184,693.67 | 0.07% | NR | 4.75 | 06/19/2032 |
056732AJ9 | BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 | 200000 | $178,333.33 | 0.07% | Baa3 | 6.00 | 11/21/2028 |
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 |
283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $156,810.26 | 0.06% | B3 | 7.12 | 01/20/2050 |
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 |
20030NCY5 | COMCAST CORP CMCSA 3 1/4 11/01/39 | 130000 | $138,906.03 | 0.06% | A3 | 3.25 | 11/01/2039 |
AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $142,371.78 | 0.06% | A3 | 1.88 | 02/19/2049 |
05971PAA6 | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN BANORT 6 3/4 PERP | 200000 | $152,690.00 | 0.06% | Ba2 | 6.75 | 12/31/2059 |
91734JAA8 | USIMINAS INTERNATIONAL SARL USIM 5 7/8 07/18/26 | 200000 | $156,784.64 | 0.06% | Ba3 | 5.88 | 07/18/2026 |
31405RNE2 | FNARM 796989 3.4 08-01-34 | 153054 | $155,686.61 | 0.06% | Aaa | 3.44 | 08/01/2034 |
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 |
693475857 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 1/8 PERP SERIES P | 6000 | $154,320.00 | 0.06% | Baa2 | 6.13 | 12/31/2049 |
760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $155,702.48 | 0.06% | Baa2 | 5.10 | 06/18/2050 |
513075BS9 | LAMAR MEDIA CORP LAMR 4 02/15/30 | 157000 | $146,969.44 | 0.06% | Ba2 | 4.00 | 02/15/2030 |
37443GAG6 | GHANA GOVERNMENT INTERNATIONAL BOND GHANA 6 3/8 02/11/27 | 200000 | $148,270.83 | 0.06% | B3 | 6.38 | 02/11/2027 |
88579YBN0 | 3M CO MMM 3.05 04/15/30 | 147000 | $153,999.69 | 0.06% | A1 | 3.05 | 04/15/2030 |
654106AJ2 | NIKE INC NKE 2 3/4 03/27/27 | 136000 | $142,156.82 | 0.06% | A1 | 2.75 | 03/27/2027 |
87612EBL9 | TARGET CORP TGT 2 1/4 04/15/25 | 145000 | $147,218.37 | 0.06% | A2 | 2.25 | 04/15/2025 |
437076CA8 | HOME DEPOT INC/THE HD 2 1/2 04/15/27 | 147000 | $148,476.62 | 0.06% | A2 | 2.50 | 04/15/2027 |
126650DL1 | CVS HEALTH CORP CVS 4 1/4 04/01/50 | 140000 | $145,564.75 | 0.06% | Baa2 | 4.25 | 04/01/2050 |
35137LAL9 | FOX CORP FOXA 3 1/2 04/08/30 | 145000 | $144,708.55 | 0.06% | Baa2 | 3.50 | 04/08/2030 |
22822VAQ4 | CROWN CASTLE INTERNATIONAL CORP CCI 4.15 07/01/50 | 155000 | $153,295.00 | 0.06% | Baa3 | 4.15 | 07/01/2050 |
44106MAW2 | SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 | 206000 | $157,485.21 | 0.06% | Baa3 | 4.95 | 02/15/2027 |
31415PX86 | FNCL 985503 6.0 08-01-38 | 143129 | $159,243.73 | 0.06% | Aaa | 6.00 | 08/01/2038 |
3137G1BW6 | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 FWLS 2017-SC02 2A1 | 149240 | $149,396.34 | 0.06% | NR | 3.50 | 05/25/2047 |
29278NAP8 | ENERGY TRANSFER OPERATING LP ETP 2.9 05/15/25 | 162000 | $137,691.33 | 0.06% | Baa3 | 2.90 | 05/15/2025 |
46187BAB9 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B | 165000 | $144,219.68 | 0.06% | Aa1 | 1.95 | 12/17/2036 |
1248EPBM4 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 02/15/26 | 142000 | $144,520.11 | 0.06% | B1 | 5.75 | 02/15/2026 |
836205BB9 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 5 3/4 09/30/49 | 200000 | $145,031.94 | 0.06% | Ba1 | 5.75 | 09/30/2049 |
EUR/USD | 121038 | $121,038.01 | 0.05% | N/A | 05/29/2020 | ||
958667AB3 | WESTERN MIDSTREAM OPERATING LP WES 3.1 02/01/25 | 252000 | $133,525.38 | 0.05% | Ba1 | 3.10 | 02/01/2025 |
25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $135,093.33 | 0.05% | Ba3 | 6.40 | 06/05/2049 |
AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $118,169.26 | 0.05% | Caa1 | 6.75 | 06/20/2026 |
AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $116,526.93 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
87264AAP0 | T-MOBILE USA INC TMUS 6 1/2 01/15/26 | 111000 | $118,073.17 | 0.05% | Ba3 | 6.50 | 01/15/2026 |
404119BS7 | HCA INC HCA 5 7/8 02/15/26 | 120000 | $125,868.83 | 0.05% | Ba2 | 5.88 | 02/15/2026 |
3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 113576 | $129,208.93 | 0.05% | Aaa | 5.50 | 06/01/2035 |
404280AN9 | HSBC HOLDINGS PLC HSBC 4 03/30/22 | 115000 | $118,152.02 | 0.05% | A2 | 4.00 | 03/30/2022 |
126307AF4 | CSC HOLDINGS LLC CSCHLD 6 3/4 11/15/21 | 110000 | $116,105.00 | 0.05% | B3 | 6.75 | 11/15/2021 |
570535AP9 | MARKEL CORP MKL 5 03/30/43 | 105000 | $112,952.39 | 0.05% | Baa2 | 5.00 | 03/30/2043 |
48127FAA1 | JPMORGAN CHASE & CO JPM FLOAT PERP | 134000 | $118,063.84 | 0.05% | Baa2 | 5.23 | 12/31/2099 |
92826CAK8 | VISA INC V 2.7 04/15/40 | 135000 | $134,006.40 | 0.05% | Aa3 | 2.70 | 04/15/2040 |
70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 144000 | $131,053.88 | 0.05% | Baa3 | 5.25 | 08/15/2022 |
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 |
64110LAT3 | NETFLIX INC NFLX 5 7/8 11/15/28 | 117000 | $127,786.75 | 0.05% | Ba3 | 5.88 | 11/15/2028 |
46284VAF8 | IRON MOUNTAIN INC IRM 4 7/8 09/15/29 | 109000 | $102,628.59 | 0.04% | Ba3 | 4.88 | 09/15/2029 |
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 |
87264AAN5 | T-MOBILE USA INC TMUS 6 3/8 03/01/25 | 93000 | $95,586.56 | 0.04% | Ba3 | 6.38 | 03/01/2025 |
35671DBJ3 | FREEPORT-MCMORAN INC FCX 5.4 11/14/34 | 110000 | $104,010.50 | 0.04% | Ba1 | 5.40 | 11/14/2034 |
9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 106574 | $99,601.53 | 0.04% | Baa3 | 4.68 | 06/25/2033 |
22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 92916 | $87,282.26 | 0.04% | NR | 4.17 | 11/25/2034 |
759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 90000 | $99,265.92 | 0.04% | Baa1 | 4.70 | 09/15/2023 |
912828Z94 | UNITED STATES TREASURY NOTE/BOND T 1 1/2 02/15/30 | 86500 | $93,278.67 | 0.04% | Aaa | 1.50 | 02/15/2030 |
039482AA2 | ARCHER-DANIELS-MIDLAND CO ADM 2 3/4 03/27/25 | 106000 | $108,233.69 | 0.04% | A2 | 2.75 | 03/27/2025 |
654106AH6 | NIKE INC NKE 2.4 03/27/25 | 103000 | $106,799.18 | 0.04% | A1 | 2.40 | 03/27/2025 |
58013MFQ2 | MCDONALDS CORP MCD 3.6 07/01/30 | 106000 | $111,056.28 | 0.04% | Baa1 | 3.60 | 07/01/2030 |
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 |
513272AA2 | LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 | 110000 | $110,469.79 | 0.04% | Ba2 | 4.63 | 11/01/2024 |
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 |
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 |
00130HBW4 | AES CORP/VA AES 5 1/2 04/15/25 | 75000 | $75,402.08 | 0.03% | Ba1 | 5.50 | 04/15/2025 |
126307AH0 | CSC HOLDINGS LLC CSCHLD 5 1/4 06/01/24 | 68000 | $69,359.32 | 0.03% | B3 | 5.25 | 06/01/2024 |
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 |
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 |
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 |
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 |
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 |
03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 72704 | $71,340.30 | 0.03% | NR | 2.71 | 11/25/2047 |
74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $62,788.56 | 0.03% | NR | 7.00 | 12/01/2027 |
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 |
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 |
680665AL0 | OLIN CORP OLN 5 5/8 08/01/29 | 78000 | $72,510.75 | 0.03% | Ba2 | 5.63 | 08/01/2029 |
71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $41,236.74 | 0.02% | Baa3 | 6.49 | 01/23/2027 |
31415RJG0 | FNCL 986863 6.5 08-01-38 | 48777 | $54,308.50 | 0.02% | Aaa | 6.50 | 08/01/2038 |
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 |
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 |
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 |
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 |
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 |
82967NAW8 | SIRIUS XM RADIO INC SIRI 5 3/8 07/15/26 | 37000 | $37,871.25 | 0.02% | Ba3 | 5.38 | 07/15/2026 |
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 |
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 |
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 |
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 |
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 |
ZP5500142 | ECUADOR SOCIAL BOND SARL ECUASO 0 01/30/35 | 200000 | $50,000.00 | 0.02% | NR | 0.00 | 01/30/2035 |
857477BK8 | STATE STREET CORP STT 3.152 03/30/31 | 56000 | $57,384.95 | 0.02% | A1 | 3.15 | 03/30/2031 |
624756AE2 | MUELLER INDUSTRIES INC MLI 6 03/01/27 | 49000 | $44,467.50 | 0.02% | NR | 6.00 | 03/01/2027 |
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 |
78388JAV8 | SBA COMMUNICATIONS CORP SBAC 4 7/8 09/01/24 | 55000 | $55,979.69 | 0.02% | B1 | 4.88 | 09/01/2024 |
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 |
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 |
90290MAB7 | US FOODS INC USFOOD 5 7/8 06/15/24 | 45000 | $41,390.49 | 0.02% | B2 | 5.88 | 06/15/2024 |
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 |
UXYM0 | US 10yr Ultra Fut Jun20UXYM0 COMB | -121 | $39,703.13 | 0.02% | N/A | 06/19/2020 | |
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 |
156700AR7 | CENTURYLINK INC CTL 6.45 06/15/21 | 30000 | $30,959.75 | 0.01% | B2 | 6.45 | 06/15/2021 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
161175BM5 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 04/01/38 | 25000 | $27,653.53 | 0.01% | Ba1 | 5.38 | 04/01/2038 |
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 |
163851AB4 | CHEMOURS CO/THE CC 6 5/8 05/15/23 | 20000 | $17,500.56 | 0.01% | Ba3 | 6.63 | 05/15/2023 |
553283AB8 | MPH ACQUISITION HOLDINGS LLC MLTPLN 7 1/8 06/01/24 | 28000 | $25,026.68 | 0.01% | Caa1 | 7.13 | 06/01/2024 |
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 |
83001AAB8 | SIX FLAGS ENTERTAINMENT CORP SIX 4 7/8 07/31/24 | 25000 | $21,394.01 | 0.01% | B2 | 4.88 | 07/31/2024 |
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 |
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 |
71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $28,721.16 | 0.01% | Baa3 | 6.84 | 01/23/2030 |
71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $22,704.82 | 0.01% | Baa3 | 7.69 | 01/23/2050 |
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 |
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 |
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 |
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 |
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 |
693522AG9 | PQ CORP PQCOR 6 3/4 11/15/22 | 25000 | $25,763.55 | 0.01% | B1 | 6.75 | 11/15/2022 |
25272KAN3 | DELL INTERNATIONAL LLC / EMC CORP DELL 8.1 07/15/36 | 25000 | $29,174.73 | 0.01% | Baa3 | 8.10 | 07/15/2036 |
89469AAC8 | TREEHOUSE FOODS INC THS 6 02/15/24 | 23000 | $23,003.60 | 0.01% | B2 | 6.00 | 02/15/2024 |
893647AZ0 | TRANSDIGM INC TDG 6 1/2 05/15/25 | 23000 | $22,414.78 | 0.01% | B3 | 6.50 | 05/15/2025 |
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 |
81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 38840 | $34,675.99 | 0.01% | NR | 1.43 | 06/20/2033 |
31336RUW8 | FHARM 1B0097 4.5 08-01-31 | 19534 | $19,895.10 | 0.01% | Aaa | 4.53 | 08/01/2031 |
31295MYW4 | FHARM 788825 4.2 11-01-31 | 12880 | $13,192.44 | 0.01% | Aaa | 4.15 | 11/01/2031 |
31401H2H4 | FNCL 709176 5.5 06-01-33 | 24666 | $27,980.25 | 0.01% | Aaa | 5.50 | 06/01/2033 |
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 |
74733VAA8 | QEP RESOURCES INC QEP 6 7/8 03/01/21 | 50000 | $25,786.46 | 0.01% | B2 | 6.88 | 03/01/2021 |
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 |
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 |
36210AWV5 | GNSF 486760 6.5 12-15-28 | 614 | $705.39 | 0.00% | Aaa | 6.50 | 12/15/2028 |
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 |
CASHCAD09 | CAD CURRENCY CASH | 0 | $0.00 | 0.00% | 0.00 | ||
NZD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
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 | |||
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 | |||
TRY CURRENCY CASH | 0 | $0.05 | 0.00% | N/A | |||
29336UAC1 | ENLINK MIDSTREAM PARTNERS LP ENLK 5.6 04/01/44 | 30000 | $10,965.00 | 0.00% | Ba1 | 5.60 | 04/01/2044 |
CASHCNY08 | CNY CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
BRL CURRENCY CASH | 0 | $0.01 | 0.00% | N/A | |||
IDR CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
PEN CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
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 | |||
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 |
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 |
163851AD0 | CHEMOURS CO/THE CC 7 05/15/25 | 12000 | $10,307.33 | 0.00% | Ba3 | 7.00 | 05/15/2025 |
03674XAF3 | ANTERO RESOURCES CORP AR 5 5/8 06/01/23 | 28000 | $11,725.00 | 0.00% | B1 | 5.63 | 06/01/2023 |
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 |
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 |
67777LAC7 | OI EUROPEAN GROUP BV OI 4 03/15/23 | 7000 | $6,662.44 | 0.00% | Ba3 | 4.00 | 03/15/2023 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
36207LGU6 | GNSF 435011 8.0 01-15-31 | 9990 | $10,098.30 | 0.00% | Aaa | 8.00 | 01/15/2031 |
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.