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Quarterly Portfolio Holdings
as of
06/30/2020
Invesco Core Plus Fixed Income Trust - Class C
| 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 |
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 4593533 | $4,907,979.14 | 1.96% | Aaa | 3.50 | 05/01/2047 |
| 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 |
| 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 |
| 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 |
| 08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,619,673.56 | 0.65% | NR | 3.05 | 12/15/2062 |
| 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 |
| 00287YBQ1 | ABBVIE INC ABBV 2.6 11/21/24 | 1478000 | $1,578,161.90 | 0.63% | Baa2 | 2.60 | 11/21/2024 |
| 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 |
| 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 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,306,989.46 | 0.52% | A3 | 4.38 | 04/17/2026 |
| 00287YBL2 | ABBVIE INC ABBV 2.3 11/21/22 | 1194000 | $1,237,274.85 | 0.50% | Baa2 | 2.30 | 11/21/2022 |
| 05363LAU7 | AVERY POINT VI CLO LTD AVERY 2015-6A AR | 1254000 | $1,240,676.49 | 0.50% | Aaa | 1.59 | 08/05/2027 |
| 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 |
| 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 |
| 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 |
| 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 |
| 25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1101465 | $1,161,290.70 | 0.46% | NR | 3.67 | 10/25/2049 |
| 36179UV90 | G2SF MA6040 4.0 07-20-49 | 1071646 | $1,139,203.14 | 0.46% | Aaa | 4.00 | 07/20/2049 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $1,155,367.95 | 0.46% | Aaa | 3.76 | 01/25/2029 |
| 37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1222000 | $1,136,150.95 | 0.45% | Baa3 | 4.40 | 10/15/2029 |
| 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 |
| 552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 964000 | $1,041,280.67 | 0.42% | Ba2 | 6.00 | 01/15/2043 |
| 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 |
| 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 |
| 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 |
| 674599BY0 | OCCIDENTAL PETROLEUM CORP OXY 4.1 02/01/21 | 1007000 | $1,028,230.92 | 0.41% | Ba2 | 4.10 | 02/01/2021 |
| 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 | ||
| 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 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $924,264.87 | 0.37% | Aaa | 2.26 | 07/20/2029 |
| 92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 885439 | $899,454.36 | 0.36% | NR | 2.42 | 01/25/2060 |
| 68389XBX2 | ORACLE CORP ORCL 3.6 04/01/50 | 795000 | $903,130.54 | 0.36% | A3 | 3.60 | 04/01/2050 |
| 85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $891,255.30 | 0.36% | Baa2 | 2.13 | 01/17/2035 |
| 92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $905,073.91 | 0.36% | Aaa | 4.70 | 04/15/2045 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $901,926.59 | 0.36% | Ba1 | 5.00 | 12/31/2049 |
| 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 |
| 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 |
| 595112BP7 | MICRON TECHNOLOGY INC MU 4.185 02/15/27 | 738000 | $829,058.54 | 0.33% | Baa3 | 4.19 | 02/15/2027 |
| 86562MCB4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 2.13 07/08/30 | 803000 | $804,700.22 | 0.32% | A1 | 2.13 | 07/08/2030 |
| 08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $796,627.87 | 0.32% | NR | 3.90 | 12/15/2062 |
| 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 |
| 03765HAE1 | APOLLO MANAGEMENT HOLDINGS LP APO 4.95 01/14/50 | 857000 | $772,331.03 | 0.31% | NR | 4.95 | 01/14/2050 |
| 14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 623000 | $762,779.59 | 0.31% | NR | 5.65 | 09/15/2048 |
| 46647PAW6 | JPMORGAN CHASE & CO JPM FLOAT 07/23/24 | 781000 | $785,033.80 | 0.31% | A2 | 1.93 | 07/23/2024 |
| 96950FAG9 | WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 | 773000 | $778,332.74 | 0.31% | Baa3 | 4.13 | 11/15/2020 |
| 912796XH7 | UNITED STATES TREASURY BILL B 09/03/20 | 771000 | $770,809.82 | 0.31% | Aaa | 0.00 | 09/03/2020 |
| 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 |
| 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 |
| 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 |
| 682680BE2 | ONEOK INC OKE 6.35 01/15/31 | 636000 | $750,394.80 | 0.30% | Baa3 | 6.35 | 01/15/2031 |
| 94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 551000 | $752,980.58 | 0.30% | A3 | 5.38 | 11/02/2043 |
| 808513BD6 | CHARLES SCHWAB CORP/THE SCHW 5 3/8 PERP | 694000 | $747,734.78 | 0.30% | Baa2 | 5.38 | 12/31/2099 |
| 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 |
| 345397ZQ9 | FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 | 698000 | $715,922.16 | 0.29% | Ba2 | 5.58 | 03/18/2024 |
| 45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 753000 | $712,055.63 | 0.29% | Ba3 | 4.75 | 10/01/2024 |
| 12597KAA7 | COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1 | 705457 | $714,570.59 | 0.29% | NR | 2.49 | 02/25/2050 |
| 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 |
| 36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 695922 | $709,100.04 | 0.28% | NR | 2.86 | 09/25/2059 |
| 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 |
| 74982LAY6 | RACE POINT VIII CLO LTD RACEP 2013-8A AR2 | 685829 | $672,101.97 | 0.27% | NR | 1.42 | 02/20/2030 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $686,262.60 | 0.27% | NR | 3.29 | 08/15/2034 |
| 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 |
| 345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $679,688.66 | 0.27% | Ba2 | 5.09 | 01/07/2021 |
| 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 |
| 74982LBA7 | RACE POINT VIII CLO LTD RACEP 2013-8A BR2 | 689000 | $653,895.18 | 0.26% | NR | 1.88 | 02/20/2030 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $655,163.75 | 0.26% | Baa3 | 6.00 | 12/31/2049 |
| 46647PBK1 | JPMORGAN CHASE & CO JPM 2.083 04/22/26 | 635000 | $661,367.78 | 0.26% | A2 | 2.08 | 04/22/2026 |
| 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 |
| 778296AB9 | ROSS STORES INC ROST 4.6 04/15/25 | 562000 | $651,580.19 | 0.26% | A2 | 4.60 | 04/15/2025 |
| 11135FAR2 | BROADCOM INC AVGO 4.3 11/15/32 | 567000 | $629,514.25 | 0.25% | Baa3 | 4.30 | 11/15/2032 |
| 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 |
| 43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 617972 | $630,405.89 | 0.25% | NR | 3.45 | 01/25/2059 |
| 125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 633999 | $629,543.32 | 0.25% | NR | 0.97 | 07/15/2032 |
| 84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 637000 | $612,620.25 | 0.25% | Baa3 | 3.40 | 01/15/2030 |
| 20030NCZ2 | COMCAST CORP CMCSA 3.45 02/01/50 | 541000 | $620,963.80 | 0.25% | A3 | 3.45 | 02/01/2050 |
| 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 |
| 55336VBG4 | MPLX LP MPLX FLOAT 09/09/21 | 633000 | $628,451.22 | 0.25% | Baa2 | 1.21 | 09/09/2021 |
| 816851BK4 | SEMPRA ENERGY SRE 4 7/8 PERP | 588000 | $588,955.50 | 0.24% | Ba1 | 4.88 | 12/31/2099 |
| 034863AV2 | ANGLO AMERICAN CAPITAL PLC AALLN 5 3/8 04/01/25 | 514000 | $587,441.31 | 0.24% | Baa2 | 5.38 | 04/01/2025 |
| 00751YAD8 | ADVANCE AUTO PARTS INC AAP 3.9 04/15/30 | 548000 | $590,574.14 | 0.24% | Baa2 | 3.90 | 04/15/2030 |
| 55400DAA9 | MVW 2019-2 LLC MVWOT 2019-2A A | 595863 | $596,095.96 | 0.24% | NR | 2.22 | 10/20/2038 |
| 20048EBB6 | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B | 590000 | $599,352.76 | 0.24% | Aa2 | 3.74 | 01/10/2046 |
| 44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $590,693.88 | 0.24% | Aaa | 1.98 | 07/29/2028 |
| 12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $598,306.81 | 0.24% | NR | 3.09 | 08/10/2029 |
| 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 |
| 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 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $590,252.23 | 0.24% | NR | 4.69 | 08/10/2048 |
| 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 |
| 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 |
| 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 |
| 898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $572,986.10 | 0.23% | Baa2 | 5.25 | 01/30/2026 |
| 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 |
| 693483AH2 | POSCO POHANG 2 1/2 01/17/25 | 535000 | $554,868.63 | 0.22% | Baa1 | 2.50 | 01/17/2025 |
| 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 |
| 83367TBV0 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 525000 | $538,294.53 | 0.22% | Ba2 | 7.38 | 12/31/2099 |
| 15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 544000 | $538,307.95 | 0.22% | Ba1 | 6.13 | 12/31/2049 |
| 17328BAA2 | CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 | 547416 | $555,854.49 | 0.22% | NR | 2.72 | 07/25/2049 |
| 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 |
| 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 |
| 38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 503000 | $546,469.32 | 0.22% | A3 | 3.27 | 09/29/2025 |
| 26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $540,208.82 | 0.22% | NR | 2.96 | 04/15/2025 |
| 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 |
| 04686JAB7 | ATHENE HOLDING LTD ATH 6.15 04/03/30 | 459000 | $535,117.50 | 0.21% | NR | 6.15 | 04/03/2030 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 740000 | $521,343.19 | 0.21% | Baa1 | 1.39 | 05/15/2047 |
| 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 |
| 172967MQ1 | CITIGROUP INC C 3.106 04/08/26 | 483000 | $521,309.56 | 0.21% | A3 | 3.11 | 04/08/2026 |
| 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 |
| 12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 538400 | $511,153.61 | 0.20% | NR | 1.48 | 08/15/2035 |
| 191216CX6 | COCA-COLA CO/THE KO 2.6 06/01/50 | 495000 | $502,265.31 | 0.20% | A1 | 2.60 | 06/01/2050 |
| 00206RHA3 | AT&T INC T 5.15 11/15/46 | 390000 | $492,987.26 | 0.20% | Baa2 | 5.15 | 11/15/2046 |
| 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 |
| 172967MP3 | CITIGROUP INC C 4.412 03/31/31 | 414000 | $494,249.93 | 0.20% | A3 | 4.41 | 03/31/2031 |
| 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 |
| 03076CAK2 | AMERIPRISE FINANCIAL INC AMP 3 04/02/25 | 428000 | $467,727.05 | 0.19% | A3 | 3.00 | 04/02/2025 |
| 699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 400000 | $468,460.00 | 0.19% | Ba1 | 5.40 | 03/30/2050 |
| 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 |
| 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 |
| 878742AE5 | TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 | 407000 | $466,971.75 | 0.19% | Baa3 | 6.13 | 10/01/2035 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 472561 | $470,743.10 | 0.19% | Baa1 | 3.75 | 12/25/2045 |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 417000 | $475,044.70 | 0.19% | Baa1 | 3.95 | 01/15/2027 |
| 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 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $484,387.56 | 0.19% | Aaa | 3.63 | 01/25/2029 |
| 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 |
| 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 |
| 88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $444,639.98 | 0.18% | A1 | 3.93 | 01/19/2038 |
| 55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $450,797.23 | 0.18% | Baa2 | 1.41 | 09/09/2022 |
| 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 |
| 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 |
| 20030NDL2 | COMCAST CORP CMCSA 2.8 01/15/51 | 408000 | $418,030.83 | 0.17% | A3 | 2.80 | 01/15/2051 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $414,416.67 | 0.17% | NR | 6.63 | 11/01/2025 |
| 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 |
| 85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 423159 | $427,514.59 | 0.17% | NR | 2.28 | 02/25/2050 |
| 46647PBM7 | JPMORGAN CHASE & CO JPM 3.109 04/22/41 | 395000 | $427,562.46 | 0.17% | A2 | 3.11 | 04/22/2041 |
| 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 |
| 853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $435,948.60 | 0.17% | A2 | 1.51 | 09/10/2022 |
| 70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 391000 | $427,502.36 | 0.17% | A3 | 2.65 | 10/01/2026 |
| 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 |
| 88032WAU0 | TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30 | 418000 | $418,155.35 | 0.17% | A1 | 2.39 | 06/03/2030 |
| 225310AN1 | CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 | 401000 | $387,302.79 | 0.16% | Ba3 | 5.13 | 12/31/2024 |
| 98956PAP7 | ZIMMER BIOMET HOLDINGS INC ZBH FLOAT 03/19/21 | 390000 | $390,070.68 | 0.16% | Baa3 | 1.07 | 03/19/2021 |
| 031162CR9 | AMGEN INC AMGN 3.15 02/21/40 | 375000 | $402,872.99 | 0.16% | Baa1 | 3.15 | 02/21/2040 |
| 548661DU8 | LOWES COS INC LOW 4 1/2 04/15/30 | 327000 | $404,952.67 | 0.16% | Baa1 | 4.50 | 04/15/2030 |
| 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 |
| 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 |
| 556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $393,598.02 | 0.16% | Ba1 | 6.13 | 12/31/2049 |
| 55446MAB3 | MACH 1 CAYMAN 2019-1 LTD MAACH 2019-1 B | 711240 | $397,017.86 | 0.16% | NR | 4.34 | 10/15/2039 |
| 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 |
| 04685A2L4 | ATHENE GLOBAL FUNDING ATH 2 1/2 01/14/25 | 407000 | $411,176.27 | 0.16% | NR | 2.50 | 01/14/2025 |
| 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 |
| 07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $367,903.76 | 0.15% | Baa1 | 1.32 | 12/15/2023 |
| 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 |
| 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 |
| 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 |
| 225401AP3 | CREDIT SUISSE GROUP AG CS 4.194 04/01/31 | 327000 | $376,292.96 | 0.15% | Baa2 | 4.19 | 04/01/2031 |
| 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 |
| 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 |
| 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 |
| 084423AU6 | W R BERKLEY CORP WRB 4 05/12/50 | 310000 | $346,325.12 | 0.14% | Baa1 | 4.00 | 05/12/2050 |
| 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 |
| 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 |
| 05369AAD3 | AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 | 370000 | $339,467.22 | 0.14% | Baa2 | 4.13 | 08/01/2025 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 300925 | $346,099.78 | 0.14% | Aaa | 5.50 | 04/01/2035 |
| 67091TAC9 | OCP SA OCPMR 4 1/2 10/22/25 | 323000 | $338,895.80 | 0.14% | NR | 4.50 | 10/22/2025 |
| 14448CAH7 | CARRIER GLOBAL CORP CARR 2.493 02/15/27 | 340000 | $349,217.29 | 0.14% | Baa3 | 2.49 | 02/15/2027 |
| 86562MCA6 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 1.474 07/08/25 | 335000 | $334,938.96 | 0.13% | A1 | 1.47 | 07/08/2025 |
| 92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 230000 | $314,800.56 | 0.13% | Baa1 | 5.25 | 03/16/2037 |
| 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 |
| 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 |
| 70450YAE3 | PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 | 290000 | $319,404.33 | 0.13% | A3 | 2.85 | 10/01/2029 |
| 345397A29 | FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 | 346000 | $334,017.67 | 0.13% | Ba2 | 3.09 | 01/09/2023 |
| 03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 318021 | $321,005.43 | 0.13% | NR | 2.47 | 12/25/2059 |
| 842587DE4 | SOUTHERN COMPANY (THE) 3.7 4/30/2030 | 283000 | $325,553.75 | 0.13% | Baa2 | 3.70 | 04/30/2030 |
| 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 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 282000 | $329,203.39 | 0.13% | Baa3 | 4.98 | 02/06/2026 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 295889 | $333,941.59 | 0.13% | Baa2 | 5.77 | 01/10/2033 |
| 008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 306000 | $337,013.28 | 0.13% | A3 | 4.25 | 02/15/2024 |
| 00206RDC3 | AT&T INC T 4.45 04/01/24 | 297000 | $336,038.86 | 0.13% | Baa2 | 4.45 | 04/01/2024 |
| 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 |
| 842587CY1 | SOUTHERN CO/THE SO 5 1/2 03/15/57 | 309000 | $318,275.16 | 0.13% | Baa3 | 5.50 | 03/15/2057 |
| 035240AS9 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 4.35 06/01/40 | 276000 | $317,237.08 | 0.13% | Baa1 | 4.35 | 06/01/2040 |
| 46284VAJ0 | IRON MOUNTAIN INC IRM 5 1/4 07/15/30 | 298000 | $292,192.73 | 0.12% | Ba3 | 5.25 | 07/15/2030 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 300167 | $299,078.53 | 0.12% | A2 | 3.75 | 04/25/2045 |
| 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 |
| 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 |
| 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 |
| 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 |
| 874060AX4 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 2.05 03/31/30 | 302000 | $298,916.80 | 0.12% | Baa2 | 2.05 | 03/31/2030 |
| 874060AZ9 | TAKEDA PHARMACEUTICAL CO LTD TACHEM 3.175 07/09/50 | 284000 | $285,103.97 | 0.11% | Baa2 | 3.18 | 07/09/2050 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $265,570.27 | 0.11% | Ba1 | 6.25 | 12/29/2049 |
| 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 |
| 10112RBD5 | BOSTON PROPERTIES LP BXP 3 1/4 01/30/31 | 265000 | $286,393.60 | 0.11% | Baa1 | 3.25 | 01/30/2031 |
| 247361ZZ4 | DELTA AIR LINES INC DAL 7 3/8 01/15/26 | 293000 | $284,588.12 | 0.11% | Baa3 | 7.38 | 01/15/2026 |
| 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 |
| 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 |
| 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 |
| 24703DAZ4 | DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 | 240000 | $267,193.29 | 0.11% | Baa3 | 4.90 | 10/01/2026 |
| 74727PBB6 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 | 200000 | $265,709.44 | 0.11% | Aa3 | 4.82 | 03/14/2049 |
| 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 |
| 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 |
| 224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 250000 | $278,885.08 | 0.11% | Baa2 | 3.35 | 09/15/2026 |
| 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 |
| 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 |
| 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 |
| 37331NAJ0 | GEORGIA-PACIFIC LLC GP 1 3/4 09/30/25 | 233000 | $241,060.98 | 0.10% | A3 | 1.75 | 09/30/2025 |
| 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 |
| 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 |
| 98971DAB6 | ZIONS BANCORP NA ZION 3 1/4 10/29/29 | 254000 | $251,776.69 | 0.10% | NR | 3.25 | 10/29/2029 |
| 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 |
| 020564AD2 | ALPEK SAB DE CV ALPEKA 4 1/4 09/18/29 | 245000 | $244,916.63 | 0.10% | Baa3 | 4.25 | 09/18/2029 |
| 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 |
| 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 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 250037 | $259,971.64 | 0.10% | NR | 3.00 | 06/25/2043 |
| 138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 246000 | $261,594.43 | 0.10% | NR | 6.50 | 06/17/2022 |
| 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 |
| 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 |
| 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 |
| 756109AX2 | REALTY INCOME CORP O 3 1/4 01/15/31 | 200000 | $217,283.61 | 0.09% | A3 | 3.25 | 01/15/2031 |
| 31574PAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1 | 217176 | $218,069.85 | 0.09% | NR | 2.01 | 06/25/2065 |
| 84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 220000 | $220,824.63 | 0.09% | Baa3 | 4.00 | 07/15/2029 |
| 29379VBX0 | ENTERPRISE PRODUCTS OPERATING LLC EPD 2.8 01/31/30 | 219000 | $232,456.36 | 0.09% | Baa1 | 2.80 | 01/31/2030 |
| 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 |
| 02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $215,142.33 | 0.09% | NR | 4.65 | 04/09/2024 |
| 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 |
| 401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $232,320.83 | 0.09% | Ba1 | 6.13 | 06/01/2050 |
| 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 |
| 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 |
| 085209AD6 | BERMUDA GOVERNMENT INTERNATIONAL BOND BERMUD 3.717 01/25/27 | 200000 | $215,221.40 | 0.09% | A2 | 3.72 | 01/25/2027 |
| 443293AB1 | HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 | 200000 | $216,694.64 | 0.09% | Ba2 | 5.88 | 10/23/2022 |
| 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 |
| 882830AP7 | TEXAS TRANSPORTATION COMMISSION 882830AP7 2.562 4/1/2042 | 195000 | $197,950.35 | 0.08% | Aaa | 2.56 | 04/01/2042 |
| 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 |
| 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 |
| 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 |
| 195325DS1 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 1/8 04/15/31 | 200000 | $198,770.75 | 0.08% | Baa2 | 3.13 | 04/15/2031 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $198,733.33 | 0.08% | B2 | 8.00 | 05/22/2032 |
| 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 |
| 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 |
| 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 |
| 57582RG34 | COMMONWEALTH OF MASSACHUSETTS 57582RG34 2.514 7/1/2041 | 205000 | $205,766.70 | 0.08% | Aa1 | 2.51 | 07/01/2041 |
| 87264ABJ3 | T-MOBILE USA INC TMUS 2.55 02/15/31 | 173000 | $173,677.74 | 0.07% | Baa3 | 2.55 | 02/15/2031 |
| 44106MAW2 | SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 | 206000 | $184,612.17 | 0.07% | Ba1 | 4.95 | 02/15/2027 |
| 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 |
| 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 |
| 615369AT2 | MOODYS CORP MCO 3 1/4 05/20/50 | 153000 | $164,578.48 | 0.07% | NR | 3.25 | 05/20/2050 |
| 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 |
| 283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $168,572.56 | 0.07% | B3 | 7.12 | 01/20/2050 |
| 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 |
| 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 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $174,399.98 | 0.07% | Baa2 | 5.10 | 06/18/2050 |
| 172967JZ5 | CITIGROUP INC C 5.95 PERP | 190000 | $184,001.28 | 0.07% | Ba1 | 5.95 | 12/31/2049 |
| 664675AT2 | NORTHEASTERN UNIVERSITY NEUNIV 2.894 10/01/50 | 170000 | $172,201.05 | 0.07% | A1 | 2.89 | 10/01/2050 |
| 16876BAB8 | CHILDRENS HOSPITAL CORP/THE BOSCHI 2.585 02/01/50 | 158000 | $159,469.09 | 0.06% | Aa2 | 2.59 | 02/01/2050 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 141782 | $158,546.01 | 0.06% | Aaa | 6.00 | 08/01/2038 |
| 668444AS1 | NORTHWESTERN UNIVERSITY NWUNI 2.64 12/01/50 | 145000 | $152,898.18 | 0.06% | Aa1 | 2.64 | 12/01/2050 |
| 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 |
| 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 |
| AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $151,338.12 | 0.06% | A3 | 1.88 | 02/19/2049 |
| 25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $137,568.33 | 0.06% | Ba3 | 6.40 | 06/05/2049 |
| 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 |
| 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 |
| 70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 144000 | $138,030.08 | 0.06% | Baa3 | 5.25 | 08/15/2022 |
| 31405RNE2 | FNARM 796989 3.3 08-01-34 | 141297 | $145,555.13 | 0.06% | Aaa | 3.32 | 08/01/2034 |
| 05565QDU9 | BP CAPITAL MARKETS PLC BPLN 4 3/8 PERP | 114000 | $115,823.50 | 0.05% | A3 | 4.38 | 12/31/2059 |
| 023135BU9 | AMAZON.COM INC AMZN 2.7 06/03/60 | 122000 | $124,092.81 | 0.05% | A2 | 2.70 | 06/03/2060 |
| 27409LAA1 | EAST OHIO GAS CO/THE D 1.3 06/15/25 | 133000 | $133,801.26 | 0.05% | A2 | 1.30 | 06/15/2025 |
| EUR/USD | 122090 | $122,090.34 | 0.05% | N/A | 08/28/2020 | ||
| 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 |
| 48127FAA1 | JPMORGAN CHASE & CO JPM FLOAT PERP | 134000 | $119,865.08 | 0.05% | Baa2 | 4.75 | 12/31/2099 |
| AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $120,963.30 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
| 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 |
| AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $131,350.74 | 0.05% | Caa1 | 6.75 | 06/20/2026 |
| 92340LAF6 | VEREIT OPERATING PARTNERSHIP LP VER 3.4 01/15/28 | 89000 | $89,554.93 | 0.04% | Baa3 | 3.40 | 01/15/2028 |
| 759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 90000 | $99,629.64 | 0.04% | Baa1 | 4.70 | 09/15/2023 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $90,593.65 | 0.04% | Aaa | 5.18 | 04/01/2030 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 90752 | $91,364.33 | 0.04% | NR | 3.75 | 11/25/2034 |
| 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 |
| 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 |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 81110 | $80,143.62 | 0.03% | NR | 3.88 | 02/25/2035 |
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 69862 | $69,897.22 | 0.03% | NR | 3.71 | 09/25/2034 |
| CASHGBP00 | GBP CURRENCY CASH | 60848 | $75,192.30 | 0.03% | 0.00 | ||
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 37760 | $43,968.51 | 0.02% | Aaa | 7.50 | 01/01/2031 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 44868 | $52,157.50 | 0.02% | Aaa | 7.00 | 11/01/2031 |
| 31400FD79 | FNARM 686026 3.7 04-01-33 | 52047 | $53,294.73 | 0.02% | Aaa | 3.72 | 04/01/2033 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 35972 | $41,595.44 | 0.02% | Aaa | 8.00 | 01/15/2031 |
| 58933YBB0 | MERCK & CO INC MRK 2.45 06/24/50 | 53000 | $53,199.42 | 0.02% | A1 | 2.45 | 06/24/2050 |
| 71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $51,775.56 | 0.02% | Ba2 | 6.49 | 01/23/2027 |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 48385 | $54,072.97 | 0.02% | Aaa | 6.50 | 08/01/2038 |
| 74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $60,708.78 | 0.02% | NR | 7.00 | 12/01/2027 |
| 71647NBD0 | PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 | 48000 | $51,458.40 | 0.02% | Ba2 | 6.90 | 03/19/2049 |
| CASHAUD07 | AUD CURRENCY CASH | 66253 | $45,611.69 | 0.02% | 0.00 | ||
| 71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 35000 | $38,778.06 | 0.02% | Ba2 | 7.25 | 03/17/2044 |
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 58688 | $58,577.64 | 0.02% | NR | 3.77 | 08/25/2035 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 61047 | $61,842.17 | 0.02% | NR | 3.69 | 04/25/2034 |
| 03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 54551 | $54,636.93 | 0.02% | NR | 2.71 | 11/25/2047 |
| 31336RUW8 | FHARM 1B0097 4.5 08-01-31 | 19212 | $19,482.77 | 0.01% | Aaa | 4.53 | 08/01/2031 |
| 31295MYW4 | FHARM 788825 4.1 11-01-31 | 12138 | $12,732.96 | 0.01% | Aaa | 4.15 | 11/01/2031 |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 23937 | $27,547.39 | 0.01% | Aaa | 5.50 | 06/01/2033 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 15766 | $18,444.22 | 0.01% | Aaa | 8.00 | 12/15/2030 |
| 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 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 35953 | $34,252.21 | 0.01% | NR | 0.85 | 06/20/2033 |
| 754730AF6 | RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 | 15000 | $18,480.95 | 0.01% | Baa1 | 4.95 | 07/15/2046 |
| 71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $35,369.88 | 0.01% | Ba2 | 6.84 | 01/23/2030 |
| 71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $27,604.82 | 0.01% | Ba2 | 7.69 | 01/23/2050 |
| 71647NBF5 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 24000 | $24,468.08 | 0.01% | Ba2 | 5.09 | 01/15/2030 |
| UXYU0 | US 10yr Ultra Fut Sep20UXYU0 COMB | -125 | $31,250.00 | 0.01% | N/A | 09/21/2020 | |
| TYU0 | US 10YR NOTE (CBT)Sep20TYU0 COMB | -227 | $37,408.10 | 0.01% | N/A | 09/21/2020 | |
| 917288BK7 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 4 3/8 01/23/31 | 30000 | $35,642.49 | 0.01% | Baa2 | 4.38 | 01/23/2031 |
| 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 |
| 36225AQ37 | GNSF 780474 7.5 12-15-23 | 319 | $342.24 | 0.00% | Aaa | 7.50 | 12/15/2023 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 814 | $953.39 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 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 | ||
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 3988 | $4,389.45 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| 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 |
| USU0 | US LONG BOND(CBT) Sep20USU0 COMB | 16 | -$7,500.00 | 0.00% | N/A | 09/21/2020 | |
| 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 |
| 36225ATP5 | GNSF 780558 7.0 12-15-23 | 215 | $230.97 | 0.00% | Aaa | 7.00 | 12/15/2023 |
| 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.
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