Quick Links
- Collective Trusts 101
- Change to notice period for plan sponsor withdrawals:
Quarterly Portfolio Holdings
Invesco Core Plus Fixed Income Trust - Class I
CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
---|---|---|---|---|---|---|---|
01F030678 | FNMA FNCL TBA 30yr 3.0 07-01-50 | 7037000 | $7,429,734.20 | 2.97% | Aaa | 3.00 | 07/01/2050 |
01F022477 | FNMA FNCI TBA 15yr 2.5 07-01-35 | 6420000 | $6,726,371.11 | 2.69% | Aaa | 2.50 | 07/01/2035 |
912828ZW3 | UNITED STATES TREASURY NOTE/BOND T 0 1/4 06/30/25 | 4911800 | $4,902,225.35 | 1.96% | Aaa | 0.25 | 06/30/2025 |
3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 4593533 | $4,907,979.14 | 1.96% | Aaa | 3.50 | 05/01/2047 |
21H030674 | GNMA G2SF TBA 30yr 3.0 07-01-50 | 3830000 | $4,063,041.50 | 1.63% | Aaa | 3.00 | 07/01/2050 |
219350BQ7 | CORNING INC GLW 5.45 11/15/79 | 2922000 | $3,508,105.86 | 1.40% | Baa1 | 5.45 | 11/15/2079 |
01F030470 | FNMA FNCI TBA 15yr 3.0 07-01-35 | 2775000 | $2,919,495.11 | 1.17% | Aaa | 3.00 | 07/01/2035 |
EUR/USD | 2709086 | $2,709,085.72 | 1.08% | N/A | 08/28/2020 | ||
01F022675 | FNMA FNCL TBA 30yr 2.5 07-01-50 | 2530000 | $2,643,070.35 | 1.06% | Aaa | 2.50 | 07/01/2050 |
912810SL3 | UNITED STATES TREASURY NOTE/BOND T 2 02/15/50 | 2284400 | $2,631,660.32 | 1.05% | Aaa | 2.00 | 02/15/2050 |
3140J9H87 | FNCL BM4754 3.5 05-01-47 | 2344927 | $2,508,207.61 | 1.00% | Aaa | 3.50 | 05/01/2047 |
31334XD97 | FNCL QA1028 4.0 07-01-49 | 1871104 | $2,001,086.14 | 0.80% | Aaa | 4.00 | 07/01/2049 |
912828ZQ6 | UNITED STATES TREASURY NOTE/BOND T 0 5/8 05/15/30 | 1905200 | $1,900,792.38 | 0.76% | Aaa | 0.63 | 05/15/2030 |
08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,619,673.56 | 0.65% | NR | 3.05 | 12/15/2062 |
85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 1401000 | $1,613,355.49 | 0.65% | Baa1 | 5.15 | 03/20/2028 |
00287YBQ1 | ABBVIE INC ABBV 2.6 11/21/24 | 1478000 | $1,578,161.90 | 0.63% | Baa2 | 2.60 | 11/21/2024 |
38176GAA0 | GOLUB CAPITAL PARTNERS CLO 41 B LTD GCBSL 2019-41A A | 1583000 | $1,574,594.43 | 0.63% | Aaa | 2.51 | 04/20/2029 |
85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 1390000 | $1,506,687.33 | 0.60% | Baa1 | 4.74 | 03/20/2025 |
3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 1362266 | $1,447,906.44 | 0.58% | Aaa | 4.00 | 11/01/2048 |
12597NAS2 | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 | 1238000 | $1,314,522.14 | 0.53% | Aaa | 2.56 | 03/15/2053 |
00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,306,989.46 | 0.52% | A3 | 4.38 | 04/17/2026 |
6174468L6 | MORGAN STANLEY MS 2.699 01/22/31 | 1212000 | $1,301,759.04 | 0.52% | A3 | 2.70 | 01/22/2031 |
36962GT95 | GENERAL ELECTRIC CO GE 5.55 01/05/26 | 1103000 | $1,310,312.44 | 0.52% | Baa1 | 5.55 | 01/05/2026 |
05363LAU7 | AVERY POINT VI CLO LTD AVERY 2015-6A AR | 1254000 | $1,240,676.49 | 0.50% | Aaa | 1.59 | 08/05/2027 |
00287YBL2 | ABBVIE INC ABBV 2.3 11/21/22 | 1194000 | $1,237,274.85 | 0.50% | Baa2 | 2.30 | 11/21/2022 |
191216CW8 | COCA-COLA CO/THE KO 2 1/2 06/01/40 | 1208000 | $1,255,082.22 | 0.50% | A1 | 2.50 | 06/01/2040 |
31573TAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | 1205016 | $1,212,151.25 | 0.49% | NR | 2.74 | 11/25/2059 |
80414L2C8 | SAUDI ARABIAN OIL CO ARAMCO 2 7/8 04/16/24 | 1134000 | $1,185,404.83 | 0.47% | A1 | 2.88 | 04/16/2024 |
344419AC0 | FOMENTO ECONOMICO MEXICANO SAB DE CV FEMSA 3 1/2 01/16/50 | 1131000 | $1,185,006.11 | 0.47% | NR | 3.50 | 01/16/2050 |
68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $1,183,040.69 | 0.47% | Aaa | 2.52 | 09/15/2054 |
3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $1,155,367.95 | 0.46% | Aaa | 3.76 | 01/25/2029 |
25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1101465 | $1,161,290.70 | 0.46% | NR | 3.67 | 10/25/2049 |
912828ZV5 | UNITED STATES TREASURY NOTE/BOND T 0 1/2 06/30/27 | 1142800 | $1,143,529.78 | 0.46% | Aaa | 0.50 | 06/30/2027 |
36179UV90 | G2SF MA6040 4.0 07-20-49 | 1071646 | $1,139,203.14 | 0.46% | Aaa | 4.00 | 07/20/2049 |
37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1222000 | $1,136,150.95 | 0.45% | Baa3 | 4.40 | 10/15/2029 |
61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $1,048,098.80 | 0.42% | NR | 4.07 | 03/15/2052 |
552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 964000 | $1,041,280.67 | 0.42% | Ba2 | 6.00 | 01/15/2043 |
552676AT5 | MDC HOLDINGS INC MDC 3.85 01/15/30 | 1066000 | $1,037,638.48 | 0.42% | Ba2 | 3.85 | 01/15/2030 |
11135FAF8 | BROADCOM INC AVGO 4.7 04/15/25 | 930000 | $1,057,023.20 | 0.42% | Baa3 | 4.70 | 04/15/2025 |
36198FAP7 | GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B | 1000000 | $1,040,350.02 | 0.42% | Aa2 | 4.90 | 08/10/2046 |
16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 1004931 | $1,032,176.05 | 0.41% | NR | 3.50 | 07/25/2049 |
674599BY0 | OCCIDENTAL PETROLEUM CORP OXY 4.1 02/01/21 | 1007000 | $1,028,230.92 | 0.41% | Ba2 | 4.10 | 02/01/2021 |
62947QAW8 | NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 | 958000 | $1,025,149.91 | 0.41% | Baa3 | 3.88 | 09/01/2022 |
61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $1,028,238.19 | 0.41% | NR | 4.44 | 09/09/2032 |
90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $978,065.92 | 0.39% | Aaa | 3.60 | 04/15/2052 |
CASHEUR08 | EUR CURRENCY CASH | 850047 | $954,645.22 | 0.38% | 0.00 | ||
67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $924,264.87 | 0.37% | Aaa | 2.26 | 07/20/2029 |
03465LAA3 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2020-3 A1 | 933000 | $934,309.90 | 0.37% | NR | 1.69 | 04/25/2065 |
61691LAA7 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A | 936000 | $930,140.85 | 0.37% | Aaa | 0.88 | 11/15/2034 |
172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $901,926.59 | 0.36% | Ba1 | 5.00 | 12/31/2049 |
85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $891,255.30 | 0.36% | Baa2 | 2.13 | 01/17/2035 |
68389XBX2 | ORACLE CORP ORCL 3.6 04/01/50 | 795000 | $903,130.54 | 0.36% | A3 | 3.60 | 04/01/2050 |
92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 885439 | $899,454.36 | 0.36% | NR | 2.42 | 01/25/2060 |
92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $905,073.91 | 0.36% | Aaa | 4.70 | 04/15/2045 |
57701RAJ1 | MATTAMY GROUP CORP MATHOM 5 1/4 12/15/27 | 876000 | $873,664.00 | 0.35% | B1 | 5.25 | 12/15/2027 |
14448CAF1 | CARRIER GLOBAL CORP CARR 2.242 02/15/25 | 842000 | $869,788.22 | 0.35% | Baa3 | 2.24 | 02/15/2025 |
80413TAR0 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 3 3/4 01/21/55 | 840000 | $869,084.72 | 0.35% | A1 | 3.75 | 01/21/2055 |
05369AAA9 | AVIATION CAPITAL GROUP LLC ACGCAP 3 1/2 11/01/27 | 1026000 | $851,666.28 | 0.34% | Baa2 | 3.50 | 11/01/2027 |
595112BP7 | MICRON TECHNOLOGY INC MU 4.185 02/15/27 | 738000 | $829,058.54 | 0.33% | Baa3 | 4.19 | 02/15/2027 |
136385AZ4 | CANADIAN NATURAL RESOURCES LTD CNQCN 2.05 07/15/25 | 812000 | $813,944.92 | 0.33% | Baa2 | 2.05 | 07/15/2025 |
31307TDS7 | FGCI J36413 3.0 02-01-32 | 766905 | $819,442.64 | 0.33% | Aaa | 3.00 | 02/01/2032 |
46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $812,918.69 | 0.33% | A3 | 4.89 | 03/15/2049 |
03463WAA1 | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1 | 788019 | $809,815.61 | 0.32% | NR | 3.63 | 03/25/2049 |
08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $796,627.87 | 0.32% | NR | 3.90 | 12/15/2062 |
86562MCB4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 2.13 07/08/30 | 803000 | $804,700.22 | 0.32% | A1 | 2.13 | 07/08/2030 |
46647PAW6 | JPMORGAN CHASE & CO JPM FLOAT 07/23/24 | 781000 | $785,033.80 | 0.31% | A2 | 1.93 | 07/23/2024 |
14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 623000 | $762,779.59 | 0.31% | NR | 5.65 | 09/15/2048 |
03765HAE1 | APOLLO MANAGEMENT HOLDINGS LP APO 4.95 01/14/50 | 857000 | $772,331.03 | 0.31% | NR | 4.95 | 01/14/2050 |
912796XH7 | UNITED STATES TREASURY BILL B 09/03/20 | 771000 | $770,809.82 | 0.31% | Aaa | 0.00 | 09/03/2020 |
96950FAG9 | WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 | 773000 | $778,332.74 | 0.31% | Baa3 | 4.13 | 11/15/2020 |
94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 551000 | $752,980.58 | 0.30% | A3 | 5.38 | 11/02/2043 |
780097BE0 | ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.498 05/15/23 | 711000 | $741,367.21 | 0.30% | Baa2 | 3.50 | 05/15/2023 |
808513BD6 | CHARLES SCHWAB CORP/THE SCHW 5 3/8 PERP | 694000 | $747,734.78 | 0.30% | Baa2 | 5.38 | 12/31/2099 |
460690BR0 | INTERPUBLIC GROUP OF COS INC/THE IPG 4 3/4 03/30/30 | 635000 | $756,190.71 | 0.30% | Baa2 | 4.75 | 03/30/2030 |
172967MS7 | CITIGROUP INC C 2.572 06/03/31 | 713000 | $738,295.92 | 0.30% | A3 | 2.57 | 06/03/2031 |
64830VAA1 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 | 725004 | $738,812.87 | 0.30% | NR | 2.46 | 01/26/2060 |
682680BE2 | ONEOK INC OKE 6.35 01/15/31 | 636000 | $750,394.80 | 0.30% | Baa3 | 6.35 | 01/15/2031 |
45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 753000 | $712,055.63 | 0.29% | Ba3 | 4.75 | 10/01/2024 |
345397ZQ9 | FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 | 698000 | $715,922.16 | 0.29% | Ba2 | 5.58 | 03/18/2024 |
12597KAA7 | COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1 | 705457 | $714,570.59 | 0.29% | NR | 2.49 | 02/25/2050 |
89832QAF6 | TRUIST FINANCIAL CORP TFC 5.1 PERP | 693000 | $716,769.90 | 0.29% | Baa2 | 5.10 | 12/31/2059 |
08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $718,678.19 | 0.29% | NR | 3.56 | 12/15/2072 |
46117MAA2 | INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A | 767000 | $717,656.37 | 0.29% | NR | 0.88 | 01/15/2033 |
36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 695922 | $709,100.04 | 0.28% | NR | 2.86 | 09/25/2059 |
14448CAA2 | CARRIER GLOBAL CORP CARR 2.722 02/15/30 | 694000 | $702,132.88 | 0.28% | Baa3 | 2.72 | 02/15/2030 |
04686JAA9 | ATHENE HOLDING LTD ATH 4 1/8 01/12/28 | 671000 | $705,176.26 | 0.28% | NR | 4.13 | 01/12/2028 |
05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 619000 | $688,563.22 | 0.28% | Baa2 | 6.75 | 12/31/2049 |
345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $679,688.66 | 0.27% | Ba2 | 5.09 | 01/07/2021 |
74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $675,315.78 | 0.27% | Aa3 | 3.38 | 03/14/2024 |
268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/14 | 510000 | $667,906.20 | 0.27% | A3 | 6.00 | 01/22/2114 |
46623EKG3 | JPMORGAN CHASE & CO JPM 2.295 08/15/21 | 660000 | $667,114.80 | 0.27% | A2 | 2.30 | 08/15/2021 |
74982LAY6 | RACE POINT VIII CLO LTD RACEP 2013-8A AR2 | 685829 | $672,101.97 | 0.27% | NR | 1.42 | 02/20/2030 |
026874DR5 | AMERICAN INTERNATIONAL GROUP INC AIG 3.4 06/30/30 | 625000 | $679,970.58 | 0.27% | Baa1 | 3.40 | 06/30/2030 |
22822VAU5 | CROWN CASTLE INTERNATIONAL CORP CCI 3 1/4 01/15/51 | 670000 | $669,607.24 | 0.27% | Baa3 | 3.25 | 01/15/2051 |
06051GJE0 | BANK OF AMERICA CORP BAC 2.676 06/19/41 | 667000 | $685,529.06 | 0.27% | A2 | 2.68 | 06/19/2041 |
55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $686,262.60 | 0.27% | NR | 3.29 | 08/15/2034 |
42806DCH0 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A | 644845 | $638,326.75 | 0.26% | Baa3 | 3.42 | 05/25/2025 |
86562MBP4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 3.04 07/16/29 | 590000 | $643,988.11 | 0.26% | A1 | 3.04 | 07/16/2029 |
404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $655,163.75 | 0.26% | Baa3 | 6.00 | 12/31/2049 |
778296AB9 | ROSS STORES INC ROST 4.6 04/15/25 | 562000 | $651,580.19 | 0.26% | A2 | 4.60 | 04/15/2025 |
74982LBA7 | RACE POINT VIII CLO LTD RACEP 2013-8A BR2 | 689000 | $653,895.18 | 0.26% | NR | 1.88 | 02/20/2030 |
61691UBH1 | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS | 620000 | $654,154.77 | 0.26% | NR | 3.49 | 11/15/2052 |
03464QAA3 | ANGEL OAK MORTGAGE TRUST 2019-3 AOMT 2019-3 A1 | 646992 | $655,526.76 | 0.26% | NR | 2.93 | 05/25/2059 |
49326EEK5 | KEYCORP KEY 2 1/4 04/06/27 | 611000 | $644,545.91 | 0.26% | Baa1 | 2.25 | 04/06/2027 |
46647PBK1 | JPMORGAN CHASE & CO JPM 2.083 04/22/26 | 635000 | $661,367.78 | 0.26% | A2 | 2.08 | 04/22/2026 |
55336VBG4 | MPLX LP MPLX FLOAT 09/09/21 | 633000 | $628,451.22 | 0.25% | Baa2 | 1.21 | 09/09/2021 |
84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 637000 | $612,620.25 | 0.25% | Baa3 | 3.40 | 01/15/2030 |
43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 617972 | $630,405.89 | 0.25% | NR | 3.45 | 01/25/2059 |
25272KAR4 | DELL INTERNATIONAL LLC / EMC CORP DELL 8.35 07/15/46 | 466000 | $623,207.04 | 0.25% | Baa3 | 8.35 | 07/15/2046 |
47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 680750 | $628,408.01 | 0.25% | NR | 4.85 | 07/30/2047 |
10554NAA6 | BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 | 655000 | $619,478.99 | 0.25% | NR | 7.45 | 11/15/2029 |
44891ABJ5 | HYUNDAI CAPITAL AMERICA HYNMTR 5 3/4 04/06/23 | 570000 | $630,049.89 | 0.25% | Baa1 | 5.75 | 04/06/2023 |
11135FAH4 | BROADCOM INC AVGO 5 04/15/30 | 543000 | $630,155.30 | 0.25% | Baa3 | 5.00 | 04/15/2030 |
11135FAR2 | BROADCOM INC AVGO 4.3 11/15/32 | 567000 | $629,514.25 | 0.25% | Baa3 | 4.30 | 11/15/2032 |
20030NCZ2 | COMCAST CORP CMCSA 3.45 02/01/50 | 541000 | $620,963.80 | 0.25% | A3 | 3.45 | 02/01/2050 |
125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 633999 | $629,543.32 | 0.25% | NR | 0.97 | 07/15/2032 |
44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $590,693.88 | 0.24% | Aaa | 1.98 | 07/29/2028 |
20048EBB6 | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B | 590000 | $599,352.76 | 0.24% | Aa2 | 3.74 | 01/10/2046 |
12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $590,252.23 | 0.24% | NR | 4.69 | 08/10/2048 |
36164QNA2 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO GE 4.418 11/15/35 | 586000 | $598,242.35 | 0.24% | Baa1 | 4.42 | 11/15/2035 |
12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $598,306.81 | 0.24% | NR | 3.09 | 08/10/2029 |
86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 611678 | $591,271.57 | 0.24% | NR | 3.67 | 11/25/2033 |
95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 555750 | $587,920.27 | 0.24% | NR | 3.88 | 03/15/2048 |
00751YAD8 | ADVANCE AUTO PARTS INC AAP 3.9 04/15/30 | 548000 | $590,574.14 | 0.24% | Baa2 | 3.90 | 04/15/2030 |
816851BK4 | SEMPRA ENERGY SRE 4 7/8 PERP | 588000 | $588,955.50 | 0.24% | Ba1 | 4.88 | 12/31/2099 |
55400DAA9 | MVW 2019-2 LLC MVWOT 2019-2A A | 595863 | $596,095.96 | 0.24% | NR | 2.22 | 10/20/2038 |
034863AV2 | ANGLO AMERICAN CAPITAL PLC AALLN 5 3/8 04/01/25 | 514000 | $587,441.31 | 0.24% | Baa2 | 5.38 | 04/01/2025 |
233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 553815 | $585,299.09 | 0.23% | NR | 4.02 | 05/20/2049 |
233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 526025 | $571,413.82 | 0.23% | NR | 4.35 | 05/20/2049 |
14855MAA6 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A A | 642337 | $563,014.61 | 0.23% | NR | 3.97 | 04/15/2039 |
06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $573,842.70 | 0.23% | Aa2 | 3.99 | 09/15/2048 |
034863AW0 | ANGLO AMERICAN CAPITAL PLC AALLN 5 5/8 04/01/30 | 466000 | $569,324.56 | 0.23% | Baa2 | 5.63 | 04/01/2030 |
037833DW7 | APPLE INC AAPL 2.65 05/11/50 | 556000 | $575,241.85 | 0.23% | Aa1 | 2.65 | 05/11/2050 |
03027XBD1 | AMERICAN TOWER CORP AMT 3.1 06/15/50 | 579000 | $570,291.82 | 0.23% | Baa3 | 3.10 | 06/15/2050 |
03765HAF8 | APOLLO MANAGEMENT HOLDINGS LP APO 2.65 06/05/30 | 570000 | $567,913.63 | 0.23% | NR | 2.65 | 06/05/2030 |
38611TDL8 | GRAND PARKWAY TRANSPORTATION CORP 38611TDL8 | 535000 | $563,427.88 | 0.23% | Aa1 | 3.24 | 10/01/2052 |
898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $572,986.10 | 0.23% | Baa2 | 5.25 | 01/30/2026 |
15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 544000 | $538,307.95 | 0.22% | Ba1 | 6.13 | 12/31/2049 |
83367TBV0 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 525000 | $538,294.53 | 0.22% | Ba2 | 7.38 | 12/31/2099 |
26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $540,208.82 | 0.22% | NR | 2.96 | 04/15/2025 |
17328BAA2 | CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 | 547416 | $555,854.49 | 0.22% | NR | 2.72 | 07/25/2049 |
61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $540,193.80 | 0.22% | Ba1 | 6.88 | 12/31/2049 |
40390AAA9 | HMH TRUST 2017-NSS HMH 2017-NSS A | 560000 | $539,374.83 | 0.22% | NR | 3.06 | 07/05/2031 |
ZP9910362 | AT&T INC T 2 7/8 PERP FLT 12/31/2049 | 500000 | $537,595.66 | 0.22% | Ba1 | 2.88 | 12/31/2059 |
778296AC7 | ROSS STORES INC ROST 4.7 04/15/27 | 464000 | $543,624.14 | 0.22% | A2 | 4.70 | 04/15/2027 |
46647PBL9 | JPMORGAN CHASE & CO JPM 2.522 04/22/31 | 517000 | $548,507.77 | 0.22% | A2 | 2.52 | 04/22/2031 |
896292AK5 | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND TRITOB 4 1/2 06/26/30 | 555000 | $544,940.63 | 0.22% | Ba1 | 4.50 | 06/26/2030 |
ZQ3502213 | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA PLNIJ 1 7/8 11/05/31 | 535000 | $558,920.04 | 0.22% | Baa2 | 1.88 | 11/05/2031 |
693483AH2 | POSCO POHANG 2 1/2 01/17/25 | 535000 | $554,868.63 | 0.22% | Baa1 | 2.50 | 01/17/2025 |
38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 503000 | $546,469.32 | 0.22% | A3 | 3.27 | 09/29/2025 |
20030NCN9 | COMCAST CORP CMCSA 4.95 10/15/58 4.95 10/15/2058 | 365000 | $522,694.80 | 0.21% | A3 | 4.95 | 10/15/2058 |
898339AA4 | TRUST FIBRA UNO FUNOTR 4.869 01/15/30 | 520000 | $536,359.98 | 0.21% | Baa2 | 4.87 | 01/15/2030 |
25272KAK9 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 458000 | $526,311.11 | 0.21% | Baa3 | 6.02 | 06/15/2026 |
161175BB9 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 4.464 07/23/22 | 479000 | $520,083.93 | 0.21% | Ba1 | 4.46 | 07/23/2022 |
48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 740000 | $521,343.19 | 0.21% | Baa1 | 1.39 | 05/15/2047 |
04686JAB7 | ATHENE HOLDING LTD ATH 6.15 04/03/30 | 459000 | $535,117.50 | 0.21% | NR | 6.15 | 04/03/2030 |
064058AH3 | BANK OF NEW YORK MELLON CORP/THE BK 4.7 PERP | 508000 | $531,105.53 | 0.21% | Baa1 | 4.70 | 12/31/2059 |
36418XAA5 | GALTON FUNDING MORTGAGE TRUST 2019-H1 GFMT 2019-H1 A1 | 517121 | $529,644.49 | 0.21% | NR | 2.66 | 10/25/2059 |
87250RAA2 | TICP CLO XV LTD TICP 2020-15A A | 541000 | $532,825.40 | 0.21% | NR | 2.92 | 04/20/2033 |
247361ZV3 | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST DAL 2 06/10/28 | 558000 | $532,485.01 | 0.21% | A1 | 2.00 | 06/10/2028 |
172967MQ1 | CITIGROUP INC C 3.106 04/08/26 | 483000 | $521,309.56 | 0.21% | A3 | 3.11 | 04/08/2026 |
64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 491754 | $496,178.20 | 0.20% | NR | 2.49 | 09/25/2059 |
3137FEUB4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K730 AM | 441000 | $489,358.77 | 0.20% | Aaa | 3.59 | 01/25/2025 |
12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 538400 | $511,153.61 | 0.20% | NR | 1.48 | 08/15/2035 |
00206RHA3 | AT&T INC T 5.15 11/15/46 | 390000 | $492,987.26 | 0.20% | Baa2 | 5.15 | 11/15/2046 |
172967MP3 | CITIGROUP INC C 4.412 03/31/31 | 414000 | $494,249.93 | 0.20% | A3 | 4.41 | 03/31/2031 |
36258RBA0 | GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5 | 485000 | $512,034.49 | 0.20% | NR | 2.38 | 05/12/2053 |
19688JAA5 | COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1 | 494389 | $495,046.32 | 0.20% | NR | 1.85 | 03/25/2065 |
91533BAF7 | UPJOHN INC UPJOHN 4 06/22/50 | 457000 | $489,598.08 | 0.20% | Baa3 | 4.00 | 06/22/2050 |
36258YBG2 | GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 | 465000 | $509,969.36 | 0.20% | NR | 2.91 | 02/13/2053 |
191216CX6 | COCA-COLA CO/THE KO 2.6 06/01/50 | 495000 | $502,265.31 | 0.20% | A1 | 2.60 | 06/01/2050 |
909318AA5 | UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST UAL 3 1/2 03/01/30 | 502901 | $476,243.65 | 0.19% | A1 | 3.50 | 03/01/2030 |
07274NAE3 | BAYER US FINANCE II LLC BAYNGR 3 7/8 12/15/23 | 431000 | $473,346.15 | 0.19% | Baa1 | 3.88 | 12/15/2023 |
699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 400000 | $468,460.00 | 0.19% | Ba1 | 5.40 | 03/30/2050 |
3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $484,387.56 | 0.19% | Aaa | 3.63 | 01/25/2029 |
55389PAA7 | MVW OWNER TRUST 2019-1 MVWOT 2019-1A A | 476391 | $485,035.48 | 0.19% | NR | 2.89 | 11/20/2036 |
125523AE0 | CIGNA CORP CI 3.4 09/17/21 | 455000 | $474,853.19 | 0.19% | Baa2 | 3.40 | 09/17/2021 |
03076CAK2 | AMERIPRISE FINANCIAL INC AMP 3 04/02/25 | 428000 | $467,727.05 | 0.19% | A3 | 3.00 | 04/02/2025 |
015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 417000 | $475,044.70 | 0.19% | Baa1 | 3.95 | 01/15/2027 |
16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 472561 | $470,743.10 | 0.19% | Baa1 | 3.75 | 12/25/2045 |
91533BAD2 | UPJOHN INC UPJOHN 2.7 06/22/30 | 463000 | $476,004.25 | 0.19% | Baa3 | 2.70 | 06/22/2030 |
03939AAA5 | ARCH CAPITAL GROUP LTD ACGL 3.635 06/30/50 | 451000 | $471,976.45 | 0.19% | Baa1 | 3.64 | 06/30/2050 |
6174468P7 | MORGAN STANLEY MS 3.622 04/01/31 | 415000 | $477,782.75 | 0.19% | A3 | 3.62 | 04/01/2031 |
38141GXJ8 | GOLDMAN SACHS GROUP INC/THE GS 3 1/2 04/01/25 | 431000 | $476,407.93 | 0.19% | A3 | 3.50 | 04/01/2025 |
878742AE5 | TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 | 407000 | $466,971.75 | 0.19% | Baa3 | 6.13 | 10/01/2035 |
55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $450,797.23 | 0.18% | Baa2 | 1.41 | 09/09/2022 |
20030NCL3 | COMCAST CORP CMCSA 4.6 10/15/38 4.6 10/15/2038 | 355000 | $455,535.58 | 0.18% | A3 | 4.60 | 10/15/2038 |
00912XAS3 | AIR LEASE CORP AL 3 3/8 06/01/21 | 455000 | $458,089.08 | 0.18% | NR | 3.38 | 06/01/2021 |
025676AM9 | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL 5 06/15/27 | 417000 | $453,597.26 | 0.18% | NR | 5.00 | 06/15/2027 |
61691LAG4 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS B | 460000 | $452,076.91 | 0.18% | Aa3 | 1.03 | 11/15/2034 |
513075BQ3 | LAMAR MEDIA CORP LAMR 3 3/4 02/15/28 | 463000 | $443,509.63 | 0.18% | Ba3 | 3.75 | 02/15/2028 |
716743AR0 | PETRONAS CAPITAL LTD PETMK 4.55 04/21/50 | 355000 | $452,525.91 | 0.18% | A2 | 4.55 | 04/21/2050 |
46647PBP0 | JPMORGAN CHASE & CO JPM 2.956 05/13/31 | 415000 | $442,937.82 | 0.18% | A3 | 2.96 | 05/13/2031 |
29379VBY8 | ENTERPRISE PRODUCTS OPERATING LLC EPD 3.7 01/31/51 | 436000 | $460,726.57 | 0.18% | Baa1 | 3.70 | 01/31/2051 |
21987BBB3 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3.15 01/14/30 | 420000 | $442,744.05 | 0.18% | A3 | 3.15 | 01/14/2030 |
88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $444,639.98 | 0.18% | A1 | 3.93 | 01/19/2038 |
853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $435,948.60 | 0.17% | A2 | 1.51 | 09/10/2022 |
85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 423159 | $427,514.59 | 0.17% | NR | 2.28 | 02/25/2050 |
26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $414,416.67 | 0.17% | NR | 6.63 | 11/01/2025 |
928668AQ5 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/12/21 | 421000 | $420,503.24 | 0.17% | A3 | 1.37 | 11/12/2021 |
57665RAJ5 | MATCH GROUP INC/OLD MTCH 5 5/8 02/15/29 | 394000 | $423,699.72 | 0.17% | Ba3 | 5.63 | 02/15/2029 |
3140HHSZ9 | FANNIE MAE POOL FN BK4135 4.5 12/1/2048 | 403832 | $435,097.93 | 0.17% | Aaa | 4.50 | 12/01/2048 |
ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 350000 | $413,071.58 | 0.17% | Ba3 | 3.88 | 11/15/2029 |
015271AS8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 4 02/01/50 | 338000 | $418,153.52 | 0.17% | Baa1 | 4.00 | 02/01/2050 |
00206RCQ3 | AT&T INC T 4 3/4 05/15/46 | 363000 | $432,069.30 | 0.17% | Baa2 | 4.75 | 05/15/2046 |
00138CAC2 | AIG GLOBAL FUNDING AIG 2.7 12/15/21 | 412000 | $424,803.58 | 0.17% | A2 | 2.70 | 12/15/2021 |
46647PBM7 | JPMORGAN CHASE & CO JPM 3.109 04/22/41 | 395000 | $427,562.46 | 0.17% | A2 | 3.11 | 04/22/2041 |
20030NDL2 | COMCAST CORP CMCSA 2.8 01/15/51 | 408000 | $418,030.83 | 0.17% | A3 | 2.80 | 01/15/2051 |
88032WAU0 | TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30 | 418000 | $418,155.35 | 0.17% | A1 | 2.39 | 06/03/2030 |
874060BD7 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 3 3/8 07/09/60 | 421000 | $421,031.78 | 0.17% | Baa2 | 3.38 | 07/09/2060 |
24381MAA8 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1 | 427235 | $432,729.02 | 0.17% | NR | 2.79 | 10/25/2059 |
70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 391000 | $427,502.36 | 0.17% | A3 | 2.65 | 10/01/2026 |
556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $393,598.02 | 0.16% | Ba1 | 6.13 | 12/31/2049 |
548661DU8 | LOWES COS INC LOW 4 1/2 04/15/30 | 327000 | $404,952.67 | 0.16% | Baa1 | 4.50 | 04/15/2030 |
303901BB7 | FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 4.85 04/17/28 | 369000 | $398,856.54 | 0.16% | Baa3 | 4.85 | 04/17/2028 |
44891AAZ0 | HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 | 372000 | $403,771.63 | 0.16% | Baa1 | 4.30 | 02/01/2024 |
35671DCC7 | FREEPORT-MCMORAN INC FCX 5 09/01/27 | 400000 | $408,541.67 | 0.16% | Ba1 | 5.00 | 09/01/2027 |
37954JAB2 | GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 | 383000 | $394,346.38 | 0.16% | NR | 4.50 | 10/20/2021 |
3138WGD35 | FNCI AS6421 3.5 12-01-30 | 364703 | $390,176.82 | 0.16% | Aaa | 3.50 | 12/01/2030 |
125282AJ2 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC C | 401046 | $393,564.27 | 0.16% | NR | 1.23 | 07/15/2032 |
47233JBH0 | JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINANCE INC JEF 4.15 01/23/30 | 351000 | $387,461.27 | 0.16% | Baa3 | 4.15 | 01/23/2030 |
25746UDG1 | DOMINION ENERGY INC D 3 3/8 04/01/30 | 349000 | $388,953.91 | 0.16% | Baa2 | 3.38 | 04/01/2030 |
455780CS3 | INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 3.85 10/15/30 | 355000 | $397,864.37 | 0.16% | Baa2 | 3.85 | 10/15/2030 |
55446MAB3 | MACH 1 CAYMAN 2019-1 LTD MAACH 2019-1 B | 711240 | $397,017.86 | 0.16% | NR | 4.34 | 10/15/2039 |
225310AN1 | CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 | 401000 | $387,302.79 | 0.16% | Ba3 | 5.13 | 12/31/2024 |
04685A2L4 | ATHENE GLOBAL FUNDING ATH 2 1/2 01/14/25 | 407000 | $411,176.27 | 0.16% | NR | 2.50 | 01/14/2025 |
031162CR9 | AMGEN INC AMGN 3.15 02/21/40 | 375000 | $402,872.99 | 0.16% | Baa1 | 3.15 | 02/21/2040 |
98956PAP7 | ZIMMER BIOMET HOLDINGS INC ZBH FLOAT 03/19/21 | 390000 | $390,070.68 | 0.16% | Baa3 | 1.07 | 03/19/2021 |
07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $367,903.76 | 0.15% | Baa1 | 1.32 | 12/15/2023 |
225401AP3 | CREDIT SUISSE GROUP AG CS 4.194 04/01/31 | 327000 | $376,292.96 | 0.15% | Baa2 | 4.19 | 04/01/2031 |
80414L2A2 | SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 | 362000 | $371,638.59 | 0.15% | A1 | 2.75 | 04/16/2022 |
26253KAC8 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A C | 370000 | $374,718.09 | 0.15% | NR | 2.74 | 04/15/2025 |
674599CU7 | OCCIDENTAL PETROLEUM CORP OXY 2.6 08/13/21 | 383000 | $378,119.30 | 0.15% | Ba2 | 2.60 | 08/13/2021 |
86964WAF9 | SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 | 334000 | $369,546.51 | 0.15% | NR | 6.00 | 01/15/2029 |
46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 340000 | $376,768.98 | 0.15% | A3 | 3.63 | 12/01/2027 |
78448TAB8 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 3 07/15/22 | 377000 | $384,004.34 | 0.15% | NR | 3.00 | 07/15/2022 |
38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS 5 PERP | 405000 | $377,493.75 | 0.15% | Ba1 | 5.00 | 12/31/2049 |
035240AT7 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 4 1/2 06/01/50 | 303000 | $364,627.30 | 0.15% | Baa1 | 4.50 | 06/01/2050 |
78355HKQ1 | RYDER SYSTEM INC R 4 5/8 06/01/25 | 332000 | $373,963.12 | 0.15% | Baa2 | 4.63 | 06/01/2025 |
29135LAJ9 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 3 7/8 04/16/50 | 320000 | $380,423.33 | 0.15% | Aa2 | 3.88 | 04/16/2050 |
06051GJB6 | BANK OF AMERICA CORP BAC 2.592 04/29/31 | 357000 | $379,210.97 | 0.15% | A2 | 2.59 | 04/29/2031 |
136385BA8 | CANADIAN NATURAL RESOURCES LTD CNQCN 2.95 07/15/30 | 376000 | $373,287.87 | 0.15% | Baa2 | 2.95 | 07/15/2030 |
638612AM3 | NATIONWIDE FINANCIAL SERVICES INC NATMUT 3.9 11/30/49 | 379000 | $379,744.87 | 0.15% | A2 | 3.90 | 11/30/2049 |
36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 374786 | $381,077.25 | 0.15% | NR | 2.69 | 11/25/2059 |
05965MAG8 | BANCO DEL ESTADO DE CHILE BANCO 2.704 01/09/25 | 365000 | $379,752.98 | 0.15% | A1 | 2.70 | 01/09/2025 |
78448TAD4 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 4 1/8 07/15/23 | 361000 | $381,533.19 | 0.15% | NR | 4.13 | 07/15/2023 |
05369AAD3 | AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 | 370000 | $339,467.22 | 0.14% | Baa2 | 4.13 | 08/01/2025 |
67091TAC9 | OCP SA OCPMR 4 1/2 10/22/25 | 323000 | $338,895.80 | 0.14% | NR | 4.50 | 10/22/2025 |
853254BH2 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 335000 | $356,074.76 | 0.14% | Ba1 | 7.75 | 12/31/2049 |
3137BUX52 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K062 A1 | 324700 | $350,538.94 | 0.14% | Aaa | 3.03 | 09/25/2026 |
75524KNH3 | CITIZENS BANK NA/PROVIDENCE RI CFG 2 1/4 04/28/25 | 331000 | $352,517.09 | 0.14% | Baa1 | 2.25 | 04/28/2025 |
14448CAH7 | CARRIER GLOBAL CORP CARR 2.493 02/15/27 | 340000 | $349,217.29 | 0.14% | Baa3 | 2.49 | 02/15/2027 |
00774MAP0 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AER 4 1/2 09/15/23 | 353000 | $353,041.37 | 0.14% | Baa3 | 4.50 | 09/15/2023 |
31406UQQ4 | FNCL 820463 5.5 04-01-35 | 300925 | $346,099.78 | 0.14% | Aaa | 5.50 | 04/01/2035 |
14739LAB8 | CASCADES INC/CASCADES USA INC CASCN 5 3/8 01/15/28 | 333000 | $348,684.53 | 0.14% | Ba3 | 5.38 | 01/15/2028 |
83546DAG3 | SONIC CAPITAL LLC SONIC 2020-1A A2I | 340860 | $357,659.23 | 0.14% | NR | 3.85 | 01/20/2050 |
084423AU6 | W R BERKLEY CORP WRB 4 05/12/50 | 310000 | $346,325.12 | 0.14% | Baa1 | 4.00 | 05/12/2050 |
70450YAE3 | PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 | 290000 | $319,404.33 | 0.13% | A3 | 2.85 | 10/01/2029 |
03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 318021 | $321,005.43 | 0.13% | NR | 2.47 | 12/25/2059 |
25277LAA4 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 5 3/8 08/15/26 | 452000 | $336,805.79 | 0.13% | Ba3 | 5.38 | 08/15/2026 |
008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 306000 | $337,013.28 | 0.13% | A3 | 4.25 | 02/15/2024 |
62947QAV0 | NXP BV / NXP FUNDING LLC NXPI 4 5/8 06/01/23 | 298000 | $328,008.91 | 0.13% | Baa3 | 4.63 | 06/01/2023 |
00206RDC3 | AT&T INC T 4.45 04/01/24 | 297000 | $336,038.86 | 0.13% | Baa2 | 4.45 | 04/01/2024 |
842587CY1 | SOUTHERN CO/THE SO 5 1/2 03/15/57 | 309000 | $318,275.16 | 0.13% | Baa3 | 5.50 | 03/15/2057 |
92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 230000 | $314,800.56 | 0.13% | Baa1 | 5.25 | 03/16/2037 |
47760QAA1 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I | 330917 | $326,597.95 | 0.13% | NR | 3.61 | 07/30/2047 |
726503AE5 | PLAINS ALL AMERICAN PIPELINE LP PAA 6 1/8 PERP | 453000 | $326,874.10 | 0.13% | Ba3 | 6.13 | 12/31/2099 |
161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 277000 | $329,451.16 | 0.13% | Ba1 | 5.38 | 05/01/2047 |
88032WAG1 | TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 | 286000 | $316,299.15 | 0.13% | A1 | 3.60 | 01/19/2028 |
842587DE4 | SOUTHERN COMPANY (THE) 3.7 4/30/2030 | 283000 | $325,553.75 | 0.13% | Baa2 | 3.70 | 04/30/2030 |
035240AS9 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 4.35 06/01/40 | 276000 | $317,237.08 | 0.13% | Baa1 | 4.35 | 06/01/2040 |
29135LAG5 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 2 1/2 04/16/25 | 300000 | $316,805.50 | 0.13% | Aa2 | 2.50 | 04/16/2025 |
6174468Q5 | MORGAN STANLEY MS 2.188 04/28/26 | 322000 | $336,116.44 | 0.13% | A3 | 2.19 | 04/28/2026 |
191216CY4 | COCA-COLA CO/THE KO 2 3/4 06/01/60 | 332000 | $336,850.56 | 0.13% | A1 | 2.75 | 06/01/2060 |
31620RAJ4 | FIDELITY NATIONAL FINANCIAL INC FNF 3.4 06/15/30 | 315000 | $328,416.30 | 0.13% | Baa2 | 3.40 | 06/15/2030 |
86562MCA6 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 1.474 07/08/25 | 335000 | $334,938.96 | 0.13% | A1 | 1.47 | 07/08/2025 |
126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 295889 | $333,941.59 | 0.13% | Baa2 | 5.77 | 01/10/2033 |
345397A29 | FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 | 346000 | $334,017.67 | 0.13% | Ba2 | 3.09 | 01/09/2023 |
595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 282000 | $329,203.39 | 0.13% | Baa3 | 4.98 | 02/06/2026 |
76119NAA5 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | 284458 | $287,549.53 | 0.12% | NR | 2.63 | 09/25/2059 |
90184LAG7 | TWITTER INC TWTR 3 7/8 12/15/27 | 304000 | $304,553.96 | 0.12% | Ba2 | 3.88 | 12/15/2027 |
844741BF4 | SOUTHWEST AIRLINES CO LUV 2 5/8 02/10/30 | 344000 | $311,670.73 | 0.12% | Baa1 | 2.63 | 02/10/2030 |
76119CAA9 | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | 305360 | $309,794.62 | 0.12% | NR | 2.38 | 02/25/2024 |
89236TGU3 | TOYOTA MOTOR CREDIT CORP TOYOTA 2.15 02/13/30 | 278000 | $294,615.19 | 0.12% | A1 | 2.15 | 02/13/2030 |
716743AP4 | PETRONAS CAPITAL LTD PETMK 3 1/2 04/21/30 | 275000 | $307,443.59 | 0.12% | A2 | 3.50 | 04/21/2030 |
316773DA5 | FIFTH THIRD BANCORP FITB 2.55 05/05/27 | 271000 | $290,788.93 | 0.12% | Baa1 | 2.55 | 05/05/2027 |
075887CK3 | BECTON DICKINSON AND CO BDX 3.794 05/20/50 | 259000 | $289,369.10 | 0.12% | Ba1 | 3.79 | 05/20/2050 |
55354GAL4 | MSCI INC MSCI 3 7/8 02/15/31 | 298000 | $305,082.67 | 0.12% | Ba2 | 3.88 | 02/15/2031 |
559222AV6 | MAGNA INTERNATIONAL INC MGCN 2.45 06/15/30 | 291000 | $298,141.61 | 0.12% | A3 | 2.45 | 06/15/2030 |
58933YAY1 | MERCK & CO INC MRK 0 3/4 02/24/26 | 311000 | $310,787.61 | 0.12% | A1 | 0.75 | 02/24/2026 |
46284VAJ0 | IRON MOUNTAIN INC IRM 5 1/4 07/15/30 | 298000 | $292,192.73 | 0.12% | Ba3 | 5.25 | 07/15/2030 |
874060AX4 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 2.05 03/31/30 | 302000 | $298,916.80 | 0.12% | Baa2 | 2.05 | 03/31/2030 |
14310FAA0 | CARLYLE HOLDINGS II FINANCE LLC CG 5 5/8 03/30/43 | 239000 | $289,525.97 | 0.12% | NR | 5.63 | 03/30/2043 |
86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 298922 | $301,858.74 | 0.12% | NR | 3.53 | 07/25/2034 |
02005NBA7 | ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 | 273000 | $294,569.66 | 0.12% | NR | 4.63 | 03/30/2025 |
91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 251000 | $290,461.75 | 0.12% | A3 | 3.75 | 07/15/2025 |
16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 300167 | $299,078.53 | 0.12% | A2 | 3.75 | 04/25/2045 |
87161CAL9 | SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 | 289000 | $294,083.03 | 0.12% | NR | 3.13 | 11/01/2022 |
46187BAC7 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 C | 295000 | $292,628.85 | 0.12% | Aa3 | 1.64 | 12/17/2036 |
61691LAJ8 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS C | 312000 | $303,761.54 | 0.12% | A3 | 1.18 | 11/15/2034 |
01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $308,902.95 | 0.12% | A1 | 4.40 | 12/06/2057 |
01609WAV4 | ALIBABA GROUP HOLDING LTD BABA 4.2 12/06/47 | 250000 | $308,934.47 | 0.12% | A1 | 4.20 | 12/06/2047 |
75884RAX1 | REGENCY CENTERS LP REG 4 1/8 03/15/28 | 278000 | $306,640.81 | 0.12% | Baa1 | 4.13 | 03/15/2028 |
09681LAH3 | BOC AVIATION LTD BOCAVI FLOAT 09/26/23 | 312000 | $302,229.93 | 0.12% | NR | 1.41 | 09/26/2023 |
20030NCS8 | COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 | 249000 | $287,417.38 | 0.12% | A3 | 3.95 | 10/15/2025 |
3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $292,303.22 | 0.12% | Aaa | 4.03 | 10/25/2028 |
3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $292,045.11 | 0.12% | Aaa | 4.06 | 10/25/2028 |
03464NAA0 | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1 | 288151 | $294,598.62 | 0.12% | NR | 3.65 | 09/25/2048 |
571676AA3 | MARS INC MARS 2.7 04/01/25 | 286000 | $308,052.15 | 0.12% | A1 | 2.70 | 04/01/2025 |
24703DAZ4 | DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 | 240000 | $267,193.29 | 0.11% | Baa3 | 4.90 | 10/01/2026 |
10112RBD5 | BOSTON PROPERTIES LP BXP 3 1/4 01/30/31 | 265000 | $286,393.60 | 0.11% | Baa1 | 3.25 | 01/30/2031 |
02377LAA2 | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 | 303258 | $282,621.33 | 0.11% | Baa1 | 3.15 | 02/15/2032 |
638671AL1 | NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 | 240000 | $278,631.93 | 0.11% | A3 | 4.95 | 04/22/2044 |
12594JAG0 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C | 285000 | $286,160.57 | 0.11% | NR | 3.58 | 08/10/2029 |
172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $265,570.27 | 0.11% | Ba1 | 6.25 | 12/29/2049 |
224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 250000 | $278,885.08 | 0.11% | Baa2 | 3.35 | 09/15/2026 |
29379VBM4 | ENTERPRISE PRODUCTS OPERATING LLC EPD 4 7/8 08/16/77 | 304000 | $269,961.50 | 0.11% | Baa2 | 4.88 | 08/16/2077 |
63859WAF6 | NATIONWIDE BUILDING SOCIETY NWIDE 4 1/8 10/18/32 | 250000 | $272,672.40 | 0.11% | Baa2 | 4.13 | 10/18/2032 |
46187BAA1 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A | 284590 | $281,195.95 | 0.11% | Aaa | 1.04 | 12/17/2036 |
88032WAE6 | TENCENT HOLDINGS LTD TENCNT 2.985 01/19/23 | 256000 | $269,344.11 | 0.11% | A1 | 2.99 | 01/19/2023 |
21036PBA5 | CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 | 276000 | $276,371.67 | 0.11% | Baa3 | 1.09 | 11/15/2021 |
247361ZZ4 | DELTA AIR LINES INC DAL 7 3/8 01/15/26 | 293000 | $284,588.12 | 0.11% | Baa3 | 7.38 | 01/15/2026 |
874060AZ9 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 3.175 07/09/50 | 284000 | $285,103.97 | 0.11% | Baa2 | 3.18 | 07/09/2050 |
EI0106290 | BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP | 258000 | $264,260.08 | 0.11% | B2 | 8.50 | 12/31/2049 |
00912XAM6 | AIR LEASE CORP AL 3 7/8 04/01/21 | 260000 | $264,015.06 | 0.11% | NR | 3.88 | 04/01/2021 |
427866BB3 | HERSHEY CO/THE HSY 3 1/8 11/15/49 | 242000 | $266,827.70 | 0.11% | A1 | 3.13 | 11/15/2049 |
225401AN8 | CREDIT SUISSE GROUP AG CS 5.1 PERP | 276000 | $267,648.70 | 0.11% | NR | 5.10 | 12/31/2049 |
893727AA5 | TRANSJAMAICAN HIGHWAY LTD TRAJAM 5 3/4 10/10/36 | 275000 | $267,557.81 | 0.11% | NR | 5.75 | 10/10/2036 |
89788KAA4 | TRUIST BANK TFC 2 1/4 03/11/30 | 263000 | $267,452.66 | 0.11% | A3 | 2.25 | 03/11/2030 |
225310AM3 | CACC 6.625 3/15/2026 | 261000 | $267,148.36 | 0.11% | Ba3 | 6.63 | 03/15/2026 |
035240AV2 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 3 1/2 06/01/30 | 237000 | $268,454.69 | 0.11% | Baa1 | 3.50 | 06/01/2030 |
74727PBD2 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/4 04/16/30 | 230000 | $263,696.04 | 0.11% | Aa3 | 3.75 | 04/16/2030 |
95000U2Q5 | WELLS FARGO & CO WFC 3.068 04/30/41 | 265000 | $277,117.47 | 0.11% | A2 | 3.07 | 04/30/2041 |
37331NAL5 | GEORGIA-PACIFIC LLC GP 2.1 04/30/27 | 255000 | $265,674.54 | 0.11% | A3 | 2.10 | 04/30/2027 |
74727PBB6 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 | 200000 | $265,709.44 | 0.11% | Aa3 | 4.82 | 03/14/2049 |
015271AR0 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3 3/8 08/15/31 | 222000 | $250,400.57 | 0.10% | Baa1 | 3.38 | 08/15/2031 |
37331NAJ0 | GEORGIA-PACIFIC LLC GP 1 3/4 09/30/25 | 233000 | $241,060.98 | 0.10% | A3 | 1.75 | 09/30/2025 |
020564AD2 | ALPEK SAB DE CV ALPEKA 4 1/4 09/18/29 | 245000 | $244,916.63 | 0.10% | Baa3 | 4.25 | 09/18/2029 |
138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 246000 | $261,594.43 | 0.10% | NR | 6.50 | 06/17/2022 |
62877BAB1 | NORWEGIAN AIR SHUTTLE ASA 2016-1 CLASS B PASS THROUGH TRUST NASNO 7 1/2 11/10/23 | 366679 | $249,570.84 | 0.10% | Caa2 | 7.50 | 11/10/2023 |
682051AG2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 4 1/8 01/17/23 | 246000 | $245,740.63 | 0.10% | Ba3 | 4.13 | 01/17/2023 |
05369AAE1 | AVIATION CAPITAL GROUP LLC ACGCAP FLOAT 07/30/21 | 271000 | $256,191.57 | 0.10% | Baa2 | 1.43 | 07/30/2021 |
594918CC6 | MICROSOFT CORP MSFT 2.525 06/01/50 | 229000 | $237,430.44 | 0.10% | Aaa | 2.53 | 06/01/2050 |
42250PAB9 | HEALTHPEAK PROPERTIES INC PEAK 2 7/8 01/15/31 | 232000 | $238,320.50 | 0.10% | Baa1 | 2.88 | 01/15/2031 |
71568PAN9 | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA PLNIJ 3 06/30/30 | 245000 | $242,578.94 | 0.10% | Baa2 | 3.00 | 06/30/2030 |
81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 250037 | $259,971.64 | 0.10% | NR | 3.00 | 06/25/2043 |
98971DAB6 | ZIONS BANCORP NA ZION 3 1/4 10/29/29 | 254000 | $251,776.69 | 0.10% | NR | 3.25 | 10/29/2029 |
87250RAB0 | TICP CLO XV LTD TICP 2020-15A B | 250000 | $243,718.36 | 0.10% | NR | 3.34 | 04/20/2033 |
651639AY2 | NEWMONT CORP NEM 2 1/4 10/01/30 | 249000 | $253,890.67 | 0.10% | Baa2 | 2.25 | 10/01/2030 |
89788JAA7 | TRUIST BANK TFC 1 1/2 03/10/25 | 250000 | $257,760.68 | 0.10% | A2 | 1.50 | 03/10/2025 |
754730AG4 | RAYMOND JAMES FINANCIAL INC RJF 4.65 04/01/30 | 207000 | $249,899.87 | 0.10% | Baa1 | 4.65 | 04/01/2030 |
709599BJ2 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 4 07/15/25 | 237000 | $261,406.19 | 0.10% | Baa2 | 4.00 | 07/15/2025 |
90932KAA7 | UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST UAL 3 1/2 05/01/28 | 325000 | $246,270.25 | 0.10% | Baa2 | 3.50 | 05/01/2028 |
02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $215,142.33 | 0.09% | NR | 4.65 | 04/09/2024 |
756109AX2 | REALTY INCOME CORP O 3 1/4 01/15/31 | 200000 | $217,283.61 | 0.09% | A3 | 3.25 | 01/15/2031 |
401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $232,320.83 | 0.09% | Ba1 | 6.13 | 06/01/2050 |
84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 220000 | $220,824.63 | 0.09% | Baa3 | 4.00 | 07/15/2029 |
853254BF6 | STANDARD CHARTERED PLC STANLN 4.3 02/19/27 | 207000 | $222,208.26 | 0.09% | Baa2 | 4.30 | 02/19/2027 |
83368JKG4 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 210000 | $216,473.25 | 0.09% | Ba2 | 7.38 | 12/29/2049 |
443293AB1 | HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 | 200000 | $216,694.64 | 0.09% | Ba2 | 5.88 | 10/23/2022 |
085209AD6 | BERMUDA GOVERNMENT INTERNATIONAL BOND BERMUD 3.717 01/25/27 | 200000 | $215,221.40 | 0.09% | A2 | 3.72 | 01/25/2027 |
020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 187000 | $231,406.27 | 0.09% | A3 | 4.20 | 12/15/2046 |
71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 225000 | $237,173.61 | 0.09% | Baa3 | 4.30 | 03/15/2027 |
716564AA7 | PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 | 200000 | $222,316.67 | 0.09% | NR | 4.75 | 06/19/2032 |
21987BAW8 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3 5/8 08/01/27 | 200000 | $217,608.83 | 0.09% | A3 | 3.63 | 08/01/2027 |
125282AL7 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC D | 236608 | $233,458.07 | 0.09% | NR | 1.78 | 07/15/2032 |
46187BAD5 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 D | 237651 | $235,281.26 | 0.09% | A3 | 1.99 | 12/17/2036 |
247361ZP6 | DELTA AIR LINES INC DAL 3.8 04/19/23 | 253000 | $227,124.99 | 0.09% | Baa3 | 3.80 | 04/19/2023 |
10922NAF0 | BRIGHTHOUSE FINANCIAL INC BHF 4.7 06/22/47 | 249000 | $227,960.79 | 0.09% | Baa3 | 4.70 | 06/22/2047 |
31410G7L1 | FNCL 889299 6.0 04-01-38 | 187190 | $218,707.40 | 0.09% | Aaa | 6.00 | 04/01/2038 |
886065AB7 | THUNDERBOLT II AIRCRAFT LEASE LTD TBOLT 2018-A B | 409821 | $228,328.40 | 0.09% | NR | 5.07 | 09/15/2038 |
29245JAL6 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $224,356.83 | 0.09% | Baa3 | 5.25 | 11/06/2029 |
92537BAA2 | VERUS SECURITIZATION TRUST 2018-3 VERUS 2018-3 A1 | 210439 | $215,943.98 | 0.09% | NR | 4.11 | 10/25/2058 |
91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $219,225.00 | 0.09% | Baa1 | 4.50 | 04/22/2029 |
31574PAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1 | 217176 | $218,069.85 | 0.09% | NR | 2.01 | 06/25/2065 |
71568PAP4 | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA PLNIJ 4 06/30/50 | 240000 | $234,044.68 | 0.09% | Baa2 | 4.00 | 06/30/2050 |
31404NAB2 | FNARM 773202 3.7 11-01-34 | 206419 | $216,492.96 | 0.09% | Aaa | 3.70 | 11/01/2034 |
EI4368631 | OOREDOO INTERNATIONAL FINANCE LTD QTELQD 5 10/19/25 | 200000 | $230,100.00 | 0.09% | A2 | 5.00 | 10/19/2025 |
31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 247173 | $233,727.79 | 0.09% | Aaa | 0.00 | 01/25/2037 |
29379VBX0 | ENTERPRISE PRODUCTS OPERATING LLC EPD 2.8 01/31/30 | 219000 | $232,456.36 | 0.09% | Baa1 | 2.80 | 01/31/2030 |
056752AR9 | BAIDU INC BIDU 3.425 04/07/30 | 210000 | $229,302.33 | 0.09% | A3 | 3.43 | 04/07/2030 |
056752AQ1 | BAIDU INC BIDU 3.075 04/07/25 | 210000 | $222,170.61 | 0.09% | A3 | 3.08 | 04/07/2025 |
174610AT2 | CITIZENS FINANCIAL GROUP INC CFG 3 1/4 04/30/30 | 200000 | $217,199.43 | 0.09% | NR | 3.25 | 04/30/2030 |
62954HAD0 | NXP BV / NXP FUNDING LLC / NXP USA INC NXPI 3.4 05/01/30 | 209000 | $226,078.79 | 0.09% | Baa3 | 3.40 | 05/01/2030 |
718172CN7 | PHILIP MORRIS INTERNATIONAL INC PM 1 1/2 05/01/25 | 221000 | $227,111.98 | 0.09% | A2 | 1.50 | 05/01/2025 |
29247QAA2 | EMPRESA DE TRANSMISION ELECTRICA SA EMTESA 5 1/8 05/02/49 | 200000 | $235,679.86 | 0.09% | Baa1 | 5.13 | 05/02/2049 |
491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $198,733.33 | 0.08% | B2 | 8.00 | 05/22/2032 |
195325DS1 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 1/8 04/15/31 | 200000 | $198,770.75 | 0.08% | Baa2 | 3.13 | 04/15/2031 |
11043XAB9 | BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST IAGLN 3.35 06/15/29 | 247967 | $204,937.49 | 0.08% | Baa1 | 3.35 | 06/15/2029 |
82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $209,321.53 | 0.08% | A1 | 2.50 | 08/08/2024 |
82939GAH1 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2.95 08/08/29 | 200000 | $211,025.76 | 0.08% | A1 | 2.95 | 08/08/2029 |
21987BBA5 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3.7 01/30/50 | 200000 | $207,091.89 | 0.08% | A3 | 3.70 | 01/30/2050 |
025932AK0 | AMERICAN FINANCIAL GROUP INC/OH AFG 3 1/2 08/15/26 | 189000 | $203,939.32 | 0.08% | Baa1 | 3.50 | 08/15/2026 |
02376UAA3 | AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST AAL 3.575 01/15/28 | 191618 | $188,547.59 | 0.08% | Baa1 | 3.58 | 01/15/2028 |
85208NAA8 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 3.36 09/20/21 | 194062 | $196,625.42 | 0.08% | Baa1 | 3.36 | 09/20/2021 |
89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 207881 | $212,018.17 | 0.08% | Aaa | 2.75 | 04/25/2057 |
172967LM1 | CITIGROUP INC C 2.876 07/24/23 | 196000 | $206,442.29 | 0.08% | A3 | 2.88 | 07/24/2023 |
06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $212,277.78 | 0.08% | Baa1 | 5.00 | 07/27/2027 |
625454AA1 | MULTIBANK INC MULT 4 3/8 11/09/22 | 200000 | $202,365.89 | 0.08% | NR | 4.38 | 11/09/2022 |
853254BL3 | STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 | 200000 | $200,858.10 | 0.08% | A2 | 2.29 | 01/20/2023 |
02209SBC6 | ALTRIA GROUP INC MO 4.4 02/14/26 | 172000 | $200,711.57 | 0.08% | A3 | 4.40 | 02/14/2026 |
03846JW63 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 6.2004 03/01/24 | 200000 | $209,141.60 | 0.08% | B2 | 6.20 | 03/01/2024 |
72650RBN1 | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP PAA 3.8 09/15/30 | 208000 | $205,263.68 | 0.08% | Ba1 | 3.80 | 09/15/2030 |
07737JAD5 | REPUBLIC OF BELARUS MINISTRY OF FINANCE BELRUS 6.378 02/24/31 | 210000 | $202,656.34 | 0.08% | B3 | 6.38 | 02/24/2031 |
07737JAE3 | REPUBLIC OF BELARUS MINISTRY OF FINANCE BELRUS 5 7/8 02/24/26 | 200000 | $193,868.47 | 0.08% | B3 | 5.88 | 02/24/2026 |
882830AP7 | TEXAS TRANSPORTATION COMMISSION 882830AP7 2.562 4/1/2042 | 195000 | $197,950.35 | 0.08% | Aaa | 2.56 | 04/01/2042 |
57582RG34 | COMMONWEALTH OF MASSACHUSETTS 57582RG34 2.514 7/1/2041 | 205000 | $205,766.70 | 0.08% | Aa1 | 2.51 | 07/01/2041 |
874060AY2 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 3.025 07/09/40 | 203000 | $204,547.90 | 0.08% | Baa2 | 3.03 | 07/09/2040 |
948596AE1 | WEIBO CORP WB 3 3/8 07/08/30 | 200000 | $198,674.00 | 0.08% | Baa1 | 3.38 | 07/08/2030 |
31403UYK1 | FNARM 758614 2.8 11-01-33 | 195855 | $201,716.63 | 0.08% | Aaa | 2.83 | 11/01/2033 |
31417TP51 | FNCL AC6743 5.0 12-01-39 | 172257 | $198,687.17 | 0.08% | Aaa | 5.00 | 12/01/2039 |
EJ4222752 | INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 | 195000 | $199,031.95 | 0.08% | Ba1 | 5.50 | 11/01/2022 |
17318UAG9 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 CGCMT 2012-GC8 B | 200000 | $198,992.15 | 0.08% | Aa3 | 4.29 | 09/10/2045 |
EJ5777036 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC SOIAZ 4 3/4 03/13/23 | 200000 | $210,491.20 | 0.08% | Ba2 | 4.75 | 03/13/2023 |
81744YAC0 | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 | 199850 | $200,412.25 | 0.08% | Aaa | 1.55 | 04/25/2043 |
98313RAE6 | WYNN MACAU LTD WYNMAC 5 1/8 12/15/29 | 213000 | $207,095.17 | 0.08% | B1 | 5.13 | 12/15/2029 |
455780CR5 | INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 3 1/2 02/14/50 | 200000 | $209,047.67 | 0.08% | Baa2 | 3.50 | 02/14/2050 |
195325DR3 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 01/30/30 | 200000 | $200,016.67 | 0.08% | Baa2 | 3.00 | 01/30/2030 |
92536PAD6 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2 | 204207 | $205,338.31 | 0.08% | NR | 2.64 | 01/25/2060 |
37443GAG6 | GHANA GOVERNMENT INTERNATIONAL BOND GHANA 6 3/8 02/11/27 | 200000 | $191,708.33 | 0.08% | B3 | 6.38 | 02/11/2027 |
44891ABE6 | HYUNDAI CAPITAL AMERICA HYNMTR 2 3/8 02/10/23 | 191000 | $194,713.65 | 0.08% | Baa1 | 2.38 | 02/10/2023 |
962166BY9 | WEYERHAEUSER CO WY 4 04/15/30 | 186000 | $211,970.78 | 0.08% | Baa2 | 4.00 | 04/15/2030 |
032654AS4 | ANALOG DEVICES INC ADI 2.95 04/01/25 | 175000 | $190,801.24 | 0.08% | Baa1 | 2.95 | 04/01/2025 |
133131AZ5 | CAMDEN PROPERTY TRUST CPT 2.8 05/15/30 | 178000 | $193,273.95 | 0.08% | A3 | 2.80 | 05/15/2030 |
345370CV0 | FORD MOTOR CO F 8 1/2 04/21/23 | 184000 | $197,577.67 | 0.08% | Ba2 | 8.50 | 04/21/2023 |
95000U2N2 | WELLS FARGO & CO WFC 2.188 04/30/26 | 187000 | $194,045.18 | 0.08% | A2 | 2.19 | 04/30/2026 |
682680BD4 | ONEOK INC OKE 5.85 01/15/26 | 167000 | $192,164.28 | 0.08% | Baa3 | 5.85 | 01/15/2026 |
78355HKR9 | RYDER SYSTEM INC R 3.35 09/01/25 | 176000 | $188,403.77 | 0.08% | Baa2 | 3.35 | 09/01/2025 |
88032WAT3 | TENCENT HOLDINGS LTD TENCNT 1.81 01/26/26 | 200000 | $202,525.60 | 0.08% | A1 | 1.81 | 01/26/2026 |
88032WAW6 | TENCENT HOLDINGS LTD TENCNT 3.29 06/03/60 | 200000 | $202,112.45 | 0.08% | A1 | 3.29 | 06/03/2060 |
88032WAV8 | TENCENT HOLDINGS LTD TENCNT 3.24 06/03/50 | 200000 | $200,854.21 | 0.08% | A1 | 3.24 | 06/03/2050 |
29246BAE8 | EMPRESAS PUBLICAS DE MEDELLIN ESP EEPPME 4 1/4 07/18/29 | 200000 | $204,348.61 | 0.08% | Baa3 | 4.25 | 07/18/2029 |
283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $168,572.56 | 0.07% | B3 | 7.12 | 01/20/2050 |
615369AT2 | MOODYS CORP MCO 3 1/4 05/20/50 | 153000 | $164,578.48 | 0.07% | NR | 3.25 | 05/20/2050 |
172967JZ5 | CITIGROUP INC C 5.95 PERP | 190000 | $184,001.28 | 0.07% | Ba1 | 5.95 | 12/31/2049 |
44106MAW2 | SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 | 206000 | $184,612.17 | 0.07% | Ba1 | 4.95 | 02/15/2027 |
46187BAB9 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B | 165000 | $164,363.81 | 0.07% | Aa1 | 1.34 | 12/17/2036 |
056732AJ9 | BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 | 200000 | $176,333.33 | 0.07% | Ba2 | 6.00 | 11/21/2028 |
337932AP2 | FIRSTENERGY CORP FE 2 1/4 09/01/30 | 175000 | $175,603.57 | 0.07% | Baa3 | 2.25 | 09/01/2030 |
912828ZU7 | UNITED STATES TREASURY NOTE/BOND T 0 1/4 06/15/23 | 178800 | $179,194.16 | 0.07% | Aaa | 0.25 | 06/15/2023 |
665772CS6 | NORTHERN STATES POWER CO/MN XEL 2.6 06/01/51 | 179000 | $180,655.58 | 0.07% | Aa3 | 2.60 | 06/01/2051 |
87264ABJ3 | T-MOBILE USA INC TMUS 2.55 02/15/31 | 173000 | $173,677.74 | 0.07% | Baa3 | 2.55 | 02/15/2031 |
664675AT2 | NORTHEASTERN UNIVERSITY NEUNIV 2.894 10/01/50 | 170000 | $172,201.05 | 0.07% | A1 | 2.89 | 10/01/2050 |
05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 192983 | $179,069.41 | 0.07% | NR | 3.91 | 12/20/2034 |
31390L5X0 | FNCL 649862 6.5 07-01-32 | 158064 | $181,848.35 | 0.07% | Aaa | 6.50 | 07/01/2032 |
126650DL1 | CVS HEALTH CORP CVS 4 1/4 04/01/50 | 140000 | $169,899.97 | 0.07% | Baa2 | 4.25 | 04/01/2050 |
35137LAL9 | FOX CORP FOXA 3 1/2 04/08/30 | 145000 | $163,066.42 | 0.07% | Baa2 | 3.50 | 04/08/2030 |
22822VAQ4 | CROWN CASTLE INTERNATIONAL CORP CCI 4.15 07/01/50 | 155000 | $179,732.85 | 0.07% | Baa3 | 4.15 | 07/01/2050 |
24703DBB6 | DELL INTERNATIONAL LLC / EMC CORP DELL 5.85 07/15/25 | 150000 | $174,324.84 | 0.07% | Baa3 | 5.85 | 07/15/2025 |
62944TAF2 | NVR INC NVR 3 05/15/30 | 169000 | $177,400.16 | 0.07% | Baa1 | 3.00 | 05/15/2030 |
760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $174,399.98 | 0.07% | Baa2 | 5.10 | 06/18/2050 |
25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $137,568.33 | 0.06% | Ba3 | 6.40 | 06/05/2049 |
668444AS1 | NORTHWESTERN UNIVERSITY NWUNI 2.64 12/01/50 | 145000 | $152,898.18 | 0.06% | Aa1 | 2.64 | 12/01/2050 |
70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 144000 | $138,030.08 | 0.06% | Baa3 | 5.25 | 08/15/2022 |
31415PX86 | FNCL 985503 6.0 08-01-38 | 141782 | $158,546.01 | 0.06% | Aaa | 6.00 | 08/01/2038 |
AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $151,338.12 | 0.06% | A3 | 1.88 | 02/19/2049 |
92537TAA3 | VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1 | 156150 | $155,672.88 | 0.06% | NR | 1.98 | 04/25/2060 |
11120VAJ2 | BRIXMOR OPERATING PARTNERSHIP LP BRX 4.05 07/01/30 | 147000 | $150,498.26 | 0.06% | Baa3 | 4.05 | 07/01/2030 |
16876BAB8 | CHILDRENS HOSPITAL CORP/THE BOSCHI 2.585 02/01/50 | 158000 | $159,469.09 | 0.06% | Aa2 | 2.59 | 02/01/2050 |
31405RNE2 | FNARM 796989 3.3 08-01-34 | 141297 | $145,555.13 | 0.06% | Aaa | 3.32 | 08/01/2034 |
38141GGQ1 | GOLDMAN SACHS GROUP INC/THE GS 5 1/4 07/27/21 | 145000 | $155,501.87 | 0.06% | A3 | 5.25 | 07/27/2021 |
693475857 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 1/8 PERP SERIES P | 6000 | $157,800.00 | 0.06% | Baa2 | 6.13 | 12/31/2049 |
20030NCY5 | COMCAST CORP CMCSA 3 1/4 11/01/39 | 130000 | $144,930.27 | 0.06% | A3 | 3.25 | 11/01/2039 |
156700BC9 | CENTURYLINK INC CTL 4 02/15/27 | 144000 | $141,893.92 | 0.06% | Ba3 | 4.00 | 02/15/2027 |
513075BS9 | LAMAR MEDIA CORP LAMR 4 02/15/30 | 157000 | $150,559.51 | 0.06% | Ba3 | 4.00 | 02/15/2030 |
65339KBQ2 | NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 2 3/4 05/01/25 | 147000 | $159,682.38 | 0.06% | Baa1 | 2.75 | 05/01/2025 |
22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 155584 | $154,676.06 | 0.06% | NR | 3.84 | 06/25/2034 |
AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $131,350.74 | 0.05% | Caa1 | 6.75 | 06/20/2026 |
AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $120,963.30 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
48127FAA1 | JPMORGAN CHASE & CO JPM FLOAT PERP | 134000 | $119,865.08 | 0.05% | Baa2 | 4.75 | 12/31/2099 |
846502AC6 | SPARC EM SPC PANAMA METRO LINE 2 SP PANAMT 0 12/05/22 | 126824 | $122,144.39 | 0.05% | NR | 0.00 | 12/05/2022 |
27409LAA1 | EAST OHIO GAS CO/THE D 1.3 06/15/25 | 133000 | $133,801.26 | 0.05% | A2 | 1.30 | 06/15/2025 |
023135BU9 | AMAZON.COM INC AMZN 2.7 06/03/60 | 122000 | $124,092.81 | 0.05% | A2 | 2.70 | 06/03/2060 |
3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 107959 | $124,525.93 | 0.05% | Aaa | 5.50 | 06/01/2035 |
404280AN9 | HSBC HOLDINGS PLC HSBC 4 03/30/22 | 115000 | $122,721.83 | 0.05% | A2 | 4.00 | 03/30/2022 |
570535AP9 | MARKEL CORP MKL 5 03/30/43 | 105000 | $125,316.99 | 0.05% | Baa2 | 5.00 | 03/30/2043 |
EUR/USD | 122090 | $122,090.34 | 0.05% | N/A | 08/28/2020 | ||
05565QDU9 | BP CAPITAL MARKETS PLC BPLN 4 3/8 PERP | 114000 | $115,823.50 | 0.05% | A3 | 4.38 | 12/31/2059 |
24737RAA8 | DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 | 101000 | $89,816.58 | 0.04% | A3 | 3.40 | 04/25/2024 |
715638DA7 | PERUVIAN GOVERNMENT INTERNATIONAL BOND PERU 2.844 06/20/30 | 85000 | $91,236.37 | 0.04% | A3 | 2.84 | 06/20/2030 |
AZ2286302 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 105000 | $110,444.76 | 0.04% | Ba3 | 1.50 | 06/26/2029 |
896366AA9 | TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 | 100000 | $100,533.33 | 0.04% | Ba3 | 9.75 | 06/15/2026 |
AZ4613255 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 0 3/4 07/09/27 | 100000 | $112,241.67 | 0.04% | A1 | 0.75 | 07/09/2027 |
46284VAF8 | IRON MOUNTAIN INC IRM 4 7/8 09/15/29 | 109000 | $107,567.10 | 0.04% | Ba3 | 4.88 | 09/15/2029 |
3137G1BW6 | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 FWLS 2017-SC02 2A1 | 96218 | $97,404.23 | 0.04% | Aaa | 3.50 | 05/25/2047 |
27409LAE3 | EAST OHIO GAS CO/THE D 3 06/15/50 | 90000 | $89,963.33 | 0.04% | A2 | 3.00 | 06/15/2050 |
960386AQ3 | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB 3.2 06/15/25 | 95000 | $96,999.46 | 0.04% | Ba1 | 3.20 | 06/15/2025 |
46284VAG6 | IRON MOUNTAIN INC IRM 5 07/15/28 | 90000 | $87,975.00 | 0.04% | Ba3 | 5.00 | 07/15/2028 |
92340LAF6 | VEREIT OPERATING PARTNERSHIP LP VER 3.4 01/15/28 | 89000 | $89,554.93 | 0.04% | Baa3 | 3.40 | 01/15/2028 |
22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 90752 | $91,364.33 | 0.04% | NR | 3.75 | 11/25/2034 |
88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $90,593.65 | 0.04% | Aaa | 5.18 | 04/01/2030 |
759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 90000 | $99,629.64 | 0.04% | Baa1 | 4.70 | 09/15/2023 |
958667AD9 | WESTERN MIDSTREAM OPERATING LP WES FLOAT 01/13/23 | 99000 | $91,326.94 | 0.04% | Ba2 | 2.16 | 01/13/2023 |
ZP5500142 | ECUADOR SOCIAL BOND SARL ECUASO 0 01/30/35 | 200000 | $99,500.00 | 0.04% | NR | 0.00 | 01/30/2035 |
9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 101878 | $100,464.32 | 0.04% | Baa3 | 3.10 | 06/25/2033 |
013092AD3 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 3 1/2 02/15/23 | 72000 | $73,922.00 | 0.03% | B2 | 3.50 | 02/15/2023 |
74340XBN0 | PROLOGIS LP PLD 2 1/8 04/15/27 | 73000 | $77,346.60 | 0.03% | A3 | 2.13 | 04/15/2027 |
513272AA2 | LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 | 75000 | $78,390.63 | 0.03% | Ba2 | 4.63 | 11/01/2024 |
55261FAH7 | M&T BANK CORP MTB 5 1/8 PERP | 63000 | $63,340.94 | 0.03% | Baa2 | 5.13 | 12/29/2049 |
CASHGBP00 | GBP CURRENCY CASH | 60848 | $75,192.30 | 0.03% | 0.00 | ||
863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 69862 | $69,897.22 | 0.03% | NR | 3.71 | 09/25/2034 |
007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 81110 | $80,143.62 | 0.03% | NR | 3.88 | 02/25/2035 |
337932AN7 | FIRSTENERGY CORP FE 1.6 01/15/26 | 65000 | $65,639.70 | 0.03% | Baa3 | 1.60 | 01/15/2026 |
776743AJ5 | ROPER TECHNOLOGIES INC ROP 2 06/30/30 | 85000 | $85,084.41 | 0.03% | Baa2 | 2.00 | 06/30/2030 |
74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $60,708.78 | 0.02% | NR | 7.00 | 12/01/2027 |
03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 54551 | $54,636.93 | 0.02% | NR | 2.71 | 11/25/2047 |
31415RJG0 | FNCL 986863 6.5 08-01-38 | 48385 | $54,072.97 | 0.02% | Aaa | 6.50 | 08/01/2038 |
22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 61047 | $61,842.17 | 0.02% | NR | 3.69 | 04/25/2034 |
466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 58688 | $58,577.64 | 0.02% | NR | 3.77 | 08/25/2035 |
71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 35000 | $38,778.06 | 0.02% | Ba2 | 7.25 | 03/17/2044 |
71647NBD0 | PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 | 48000 | $51,458.40 | 0.02% | Ba2 | 6.90 | 03/19/2049 |
71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $51,775.56 | 0.02% | Ba2 | 6.49 | 01/23/2027 |
CASHAUD07 | AUD CURRENCY CASH | 66253 | $45,611.69 | 0.02% | 0.00 | ||
36209SDN8 | GNSF 479909 8.0 01-15-31 | 35972 | $41,595.44 | 0.02% | Aaa | 8.00 | 01/15/2031 |
31400FD79 | FNARM 686026 3.7 04-01-33 | 52047 | $53,294.73 | 0.02% | Aaa | 3.72 | 04/01/2033 |
31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 44868 | $52,157.50 | 0.02% | Aaa | 7.00 | 11/01/2031 |
31386FUZ6 | FNCL 562300 7.5 01-01-31 | 37760 | $43,968.51 | 0.02% | Aaa | 7.50 | 01/01/2031 |
58933YBB0 | MERCK & CO INC MRK 2.45 06/24/50 | 53000 | $53,199.42 | 0.02% | A1 | 2.45 | 06/24/2050 |
71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $35,369.88 | 0.01% | Ba2 | 6.84 | 01/23/2030 |
912810SR0 | UNITED STATES TREASURY NOTE/BOND T 1 1/8 05/15/40 | 26500 | $26,287.57 | 0.01% | Aaa | 1.13 | 05/15/2040 |
31401H2H4 | FNCL 709176 5.5 06-01-33 | 23937 | $27,547.39 | 0.01% | Aaa | 5.50 | 06/01/2033 |
589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 15023 | $14,245.82 | 0.01% | NR | 0.96 | 03/25/2028 |
36212GWQ1 | GNSF 533555 8.0 12-15-30 | 15766 | $18,444.22 | 0.01% | Aaa | 8.00 | 12/15/2030 |
71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $27,604.82 | 0.01% | Ba2 | 7.69 | 01/23/2050 |
917288BK7 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 4 3/8 01/23/31 | 30000 | $35,642.49 | 0.01% | Baa2 | 4.38 | 01/23/2031 |
TYU0 | US 10YR NOTE (CBT)Sep20TYU0 COMB | -227 | $37,408.10 | 0.01% | N/A | 09/21/2020 | |
31295MYW4 | FHARM 788825 4.1 11-01-31 | 12138 | $12,732.96 | 0.01% | Aaa | 4.15 | 11/01/2031 |
31336RUW8 | FHARM 1B0097 4.5 08-01-31 | 19212 | $19,482.77 | 0.01% | Aaa | 4.53 | 08/01/2031 |
UXYU0 | US 10yr Ultra Fut Sep20UXYU0 COMB | -125 | $31,250.00 | 0.01% | N/A | 09/21/2020 | |
71647NBF5 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 24000 | $24,468.08 | 0.01% | Ba2 | 5.09 | 01/15/2030 |
754730AF6 | RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 | 15000 | $18,480.95 | 0.01% | Baa1 | 4.95 | 07/15/2046 |
81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 35953 | $34,252.21 | 0.01% | NR | 0.85 | 06/20/2033 |
31331FAX9 | FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST FDX 6.72 01/15/22 | 1110 | $1,183.60 | 0.00% | A3 | 6.72 | 07/15/2023 |
36206PRG7 | GNSF 417287 7.5 03-15-26 | 3988 | $4,389.45 | 0.00% | Aaa | 7.50 | 03/15/2026 |
TUU0 | US 2YR NOTE (CBT) Sep20TUU0 COMB | 356 | $5,562.86 | 0.00% | N/A | 09/30/2020 | |
FVU0 | US 5YR NOTE (CBT) Sep20FVU0 COMB | 117 | -$3,186.81 | 0.00% | N/A | 09/30/2020 | |
31292GU53 | FGLMC C00604 6.0 04-01-28 | 524 | $592.63 | 0.00% | Aaa | 6.00 | 04/01/2028 |
31293EME7 | FGLMC C18457 6.0 12-01-28 | 236 | $263.93 | 0.00% | Aaa | 6.00 | 12/01/2028 |
31294B6N0 | FGLMC C35377 7.0 01-01-30 | 80 | $86.34 | 0.00% | Aaa | 7.00 | 01/01/2030 |
31287RP94 | FGLMC C65848 6.5 04-01-32 | 9583 | $11,170.96 | 0.00% | Aaa | 6.50 | 04/01/2032 |
3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 6168 | $6,430.68 | 0.00% | Aaa | 7.00 | 01/01/2027 |
3128FSRY6 | FGLMC D83203 6.5 10-01-27 | 10 | $11.73 | 0.00% | Aaa | 6.50 | 10/01/2027 |
31283G4H7 | FGLMC G00824 8.0 12-01-23 | 68 | $70.16 | 0.00% | Aaa | 8.00 | 12/01/2023 |
31283HLN3 | FGLMC G01233 7.0 04-01-31 | 307 | $356.97 | 0.00% | Aaa | 7.00 | 04/01/2031 |
31283HUA1 | FGLMC G01477 6.0 12-01-32 | 1508 | $1,759.72 | 0.00% | Aaa | 6.00 | 12/01/2032 |
31336RTZ3 | FHARM 1B0068 4.4 08-01-31 | 2007 | $2,013.31 | 0.00% | Aaa | 4.41 | 08/01/2031 |
31336RVK3 | FHARM 1B0118 4.2 08-01-31 | 188 | $189.12 | 0.00% | Aaa | 4.16 | 08/01/2031 |
31371HB72 | FNCL 252162 6.5 12-01-28 | 870 | $984.47 | 0.00% | Aaa | 6.50 | 12/01/2028 |
31374GT64 | FNCL 313873 7.0 12-01-27 | 2567 | $2,972.60 | 0.00% | Aaa | 7.00 | 12/01/2027 |
31375EPM7 | FNCL 332628 7.0 08-01-23 | 343 | $364.10 | 0.00% | Aaa | 7.00 | 08/01/2023 |
31379D7G8 | FNCL 416795 6.5 02-01-28 | 197 | $220.47 | 0.00% | Aaa | 6.50 | 02/01/2028 |
31379EG68 | FNCL 417021 7.5 09-01-25 | 594 | $636.82 | 0.00% | Aaa | 7.50 | 09/01/2025 |
31380G5H8 | FNCL 440148 6.5 08-01-28 | 129 | $143.91 | 0.00% | Aaa | 6.50 | 08/01/2028 |
31383LUF0 | FNCL 506482 6.5 07-01-29 | 601 | $671.90 | 0.00% | Aaa | 6.50 | 07/01/2029 |
31386FVP7 | FNCL 562322 7.5 01-01-31 | 1605 | $1,865.03 | 0.00% | Aaa | 7.50 | 01/01/2031 |
31389GF21 | FNCL 624885 6.5 01-01-32 | 884 | $1,021.37 | 0.00% | Aaa | 6.50 | 01/01/2032 |
31391SM64 | FNARM 675481 4.6 02-01-33 | 3698 | $3,699.63 | 0.00% | Aaa | 4.63 | 02/01/2033 |
31391SNF3 | FNARM 675490 3.7 03-01-33 | 9056 | $9,123.89 | 0.00% | Aaa | 3.67 | 03/01/2033 |
31400JAM1 | FNCL 688612 5.5 03-01-33 | 5661 | $6,525.59 | 0.00% | Aaa | 5.50 | 03/01/2033 |
36202DBW0 | G2SF 2753 6.0 05-20-29 | 1910 | $2,156.86 | 0.00% | Aaa | 6.00 | 05/20/2029 |
36203DQU7 | GNSF 346167 8.5 05-15-23 | 352 | $359.80 | 0.00% | Aaa | 8.50 | 05/15/2023 |
36204DHK8 | GNSF 366634 7.5 11-15-23 | 129 | $131.39 | 0.00% | Aaa | 7.50 | 11/15/2023 |
36206FVG4 | GNSF 410215 7.5 12-15-25 | 805 | $885.40 | 0.00% | Aaa | 7.50 | 12/15/2025 |
36206FWN8 | GNSF 410253 7.0 12-15-25 | 93 | $100.53 | 0.00% | Aaa | 7.00 | 12/15/2025 |
36207LGU6 | GNSF 435011 8.0 01-15-31 | 9843 | $9,950.85 | 0.00% | Aaa | 8.00 | 01/15/2031 |
36207UKJ6 | GNSF 442297 7.0 01-15-27 | 7719 | $7,902.19 | 0.00% | Aaa | 7.00 | 01/15/2027 |
36208VZV0 | GNSF 462556 6.5 02-15-28 | 204 | $225.68 | 0.00% | Aaa | 6.50 | 02/15/2028 |
36209MGJ7 | GNSF 475501 6.5 08-15-28 | 395 | $445.20 | 0.00% | Aaa | 6.50 | 08/15/2028 |
36209SDF5 | GNSF 479902 7.5 01-15-31 | 9299 | $9,503.61 | 0.00% | Aaa | 7.50 | 01/15/2031 |
36209WPA4 | GNSF 483817 7.0 12-15-28 | 205 | $206.73 | 0.00% | Aaa | 7.00 | 12/15/2028 |
36210AWV5 | GNSF 486760 6.5 12-15-28 | 571 | $651.08 | 0.00% | Aaa | 6.50 | 12/15/2028 |
36210F6D3 | GNSF 491468 7.0 05-15-29 | 630 | $710.22 | 0.00% | Aaa | 7.00 | 05/15/2029 |
36210JXA1 | GNSF 493973 6.5 06-15-29 | 543 | $600.48 | 0.00% | Aaa | 6.50 | 06/15/2029 |
36213R2R7 | GNSF 562484 6.0 02-15-34 | 5020 | $5,608.07 | 0.00% | Aaa | 6.00 | 02/15/2034 |
36213SYK5 | GNSF 563314 6.5 11-15-31 | 477 | $545.60 | 0.00% | Aaa | 6.50 | 11/15/2031 |
36200ACN7 | GNSF 595077 6.0 10-15-32 | 814 | $953.39 | 0.00% | Aaa | 6.00 | 10/15/2032 |
36225AQ37 | GNSF 780474 7.5 12-15-23 | 319 | $342.24 | 0.00% | Aaa | 7.50 | 12/15/2023 |
36225ATP5 | GNSF 780558 7.0 12-15-23 | 215 | $230.97 | 0.00% | Aaa | 7.00 | 12/15/2023 |
36225A3F5 | GNSF 780798 7.5 12-15-27 | 101 | $118.41 | 0.00% | Aaa | 7.50 | 12/15/2027 |
31374TV48 | FNCL 323835 6.5 05-01-29 | 410 | $465.19 | 0.00% | Aaa | 6.50 | 05/01/2029 |
36209Y4T2 | GNSF 486034 8.0 11-15-30 | 980 | $1,052.70 | 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 | |||
MXN CURRENCY CASH | 240000 | $10,389.21 | 0.00% | N/A | |||
40414LAJ8 | HEALTHPEAK PROPERTIES INC PEAK 4 1/4 11/15/23 | 3000 | $3,281.76 | 0.00% | Baa1 | 4.25 | 11/15/2023 |
COP CURRENCY CASH | 2 | $0.00 | 0.00% | N/A | |||
TRY CURRENCY CASH | 0 | $0.05 | 0.00% | N/A | |||
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 | |||
CASH SECURITY USD | 0 | $0.03 | 0.00% | N/A | |||
31407HYY6 | FNCI 831527 6.0 06-01-21 | 10301 | $10,477.47 | 0.00% | Aaa | 6.00 | 06/01/2021 |
DERIV USD BALANCE WITH R95947 ICE | -797 | -$797.12 | 0.00% | 0.08 | 12/31/2050 | ||
USU0 | US LONG BOND(CBT) Sep20USU0 COMB | 16 | -$7,500.00 | 0.00% | N/A | 09/21/2020 | |
WNU0 | US ULTRA BOND CBT Sep20WNU0 COMB | 23 | -$23,718.75 | -0.01% | N/A | 09/21/2020 | |
EUR/USD | -111000 | -$124,817.96 | -0.05% | N/A | 08/28/2020 | ||
EUR/USD | -2463000 | -$2,769,609.31 | -1.11% | N/A | 08/28/2020 | ||
CASHUSD00 | USD CURRENCY CASH | -8160817 | -$8,160,816.95 | -3.27% | 0.00 |
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.