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Collective Trust Funds

Quarterly Portfolio Holdings

as of 06/30/2023

Invesco Core Plus Fixed Income Trust - Class A1

CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
01F050676 FNMA FNCL TBA 30yr 5.0 07-01-53 15474000 $15,187,892.19 4.62% Aaa 5.00 07/01/2053
912810TN8 UNITED STATES TREASURY NOTE/BOND T 3 5/8 02/15/53 12540600 $12,205,844.79 3.71% Aaa 3.63 02/15/2053
01F052672 FNMA FNCL TBA 30yr 5.5 07-01-53 11500000 $11,465,380.21 3.49% Aaa 5.50 07/01/2053
91282CHC8 UNITED STATES TREASURY NOTE/BOND T 3 3/8 05/15/33 8473800 $8,207,908.07 2.50% Aaa 3.38 05/15/2033
01F020471 UMBS 15YR TBA(REG B) 2 7/18/2023 2 7/1/2038 9195000 $8,156,316.20 2.48% Aaa 2.00 07/01/2038
91282CHE4 UNITED STATES TREASURY NOTE/BOND T 3 5/8 05/31/28 7994900 $7,844,365.61 2.38% Aaa 3.63 05/31/2028
01F032674 FNMA FNCL TBA 30yr 3.5 07-01-53 8500000 $7,755,209.66 2.36% Aaa 3.50 07/01/2053
21H042679 GINNIE MAE G2SF 4.5 7/23 4.5 7/1/2053 6856000 $6,633,394.25 2.02% Aaa 4.50 07/01/2053
01F020679 FNMA FNCL TBA 30yr 2.0 07-01-53 7035000 $5,741,237.87 1.75% Aaa 2.00 07/01/2053
21H052678 GINNIE MAE G2SF 5.5 7/23 5.5 7/1/2053 5332000 $5,322,483.86 1.62% Aaa 5.50 07/01/2053
91282CHF1 UNITED STATES TREASURY NOTE/BOND T 3 3/4 05/31/30 4145200 $4,100,721.92 1.25% Aaa 3.75 05/31/2030
01F042673 FNMA FNCL TBA 30yr 4.5 07-01-53 3598000 $3,464,536.69 1.05% Aaa 4.50 07/01/2053
01F040677 FNMA FNCL TBA 30yr 4.0 07-01-53 3598000 $3,381,154.92 1.03% Aaa 4.00 07/01/2053
21H020675 GINNIE MAE G2SF 2 7/23 2 7/1/2053 3830000 $3,222,888.49 0.98% Aaa 2.00 07/01/2053
01F022675 FNMA FNCL TBA 30yr 2.5 07-01-53 2530000 $2,147,271.62 0.65% Aaa 2.50 07/01/2053
912810TS7 UNITED STATES TREASURY NOTE/BOND T 3 7/8 05/15/43 2190000 $2,147,799.36 0.65% Aaa 3.88 05/15/2043
3140J5PG8 FNCL BM1322 3.5 05-01-47 1805469 $1,684,612.82 0.51% Aaa 3.50 05/01/2047
404280DX4 HSBC HOLDINGS PLC HSBC 6.547 06/20/34 1575000 $1,572,037.19 0.48% Baa1 6.55 06/20/2034
05377REZ3 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A 1446000 $1,342,531.73 0.41% Aaa 3.83 08/21/2028
91282CHD6 UNITED STATES TREASURY NOTE/BOND T 4 1/4 05/31/25 1359900 $1,347,690.28 0.41% Aaa 4.25 05/31/2025
55261HAC4 MAG MUTUAL HOLDING COMPANY 4.75 4/30/2041 1525000 $1,246,980.22 0.38% Baa3 4.75 04/30/2041
08162YAE2 BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 1455000 $1,258,937.30 0.38% NR 3.05 12/15/2062
86562MCS7 SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 5.766 01/13/33 1127000 $1,189,929.87 0.36% A1 5.77 01/13/2033
718172DB2 PHILIP MORRIS INTERNATIONAL INC PM 5 3/8 02/15/33 1149000 $1,169,799.55 0.36% A2 5.38 02/15/2033
718172DA4 PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 02/15/30 1150000 $1,159,319.50 0.35% A2 5.13 02/15/2030
00830YAC5 AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 1230000 $1,150,656.46 0.35% A3 4.38 04/17/2026
05683HAN5 BAIN CAPITAL CREDIT CLO 2017-2 LTD BCC 2017-2A AR2 1151000 $1,141,895.02 0.35% Aaa 6.44 07/25/2034
912796CX5 TREASURY BILL 0 4/18/2024 1157000 $1,108,974.94 0.34% Aaa 0.00 04/18/2024
61747YFD2 MORGAN STANLEY MS 5.164 04/20/29 1112000 $1,109,583.51 0.34% A1 5.16 04/20/2029
87166PAH4 SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A 1125000 $1,092,908.09 0.33% NR 3.86 07/15/2028
172967PC9 CITIGROUP INC C 7 3/8 PERP 1079000 $1,096,274.32 0.33% Ba1 7.38 12/31/2099
718172CZ0 PHILIP MORRIS INTERNATIONAL INC PM 4 7/8 02/15/28 1033000 $1,036,240.82 0.32% A2 4.88 02/15/2028
58933YBJ3 MERCK & CO INC MRK 4.3 05/17/30 1068000 $1,050,847.12 0.32% A1 4.30 05/17/2030
60687YDB2 MIZUHO FINANCIAL GROUP INC MIZUHO 5.748 07/06/34 1006000 $1,008,994.50 0.31% A1 5.75 07/06/2034
61747YFE0 MORGAN STANLEY MS 5 1/4 04/21/34 1038000 $1,035,567.47 0.31% A1 5.25 04/21/2034
38176EAL1 GOLUB CAPITAL PARTNERS CLO 40A LTD GCBSL 2019-40A AR 1041000 $1,035,378.61 0.31% Aaa 6.35 01/25/2032
12597NAS2 CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 1238000 $1,026,923.23 0.31% Aaa 2.56 03/15/2053
98920MAA0 ZAXBYS FUNDING LLC ZAXBY 2021-1A A2 1233038 $1,033,563.61 0.31% NR 3.24 07/30/2051
EUR/USD 1024872 $1,024,872.25 0.31% N/A 08/17/2023
06051GLG2 BANK OF AMERICA CORP BAC 5.202 04/25/29 987000 $985,626.29 0.30% A1 5.20 04/25/2029
17327CAR4 CITIGROUP INC C 6.174 05/25/34 971000 $985,454.64 0.30% Baa2 6.17 05/25/2034
33851TAF4 FLAGSTAR MORTGAGE TRUST 2021-11INV FSMT 2021-11IN A6 1148802 $984,753.55 0.30% Aaa 3.70 11/25/2051
279158AS8 ECOPETROL SA ECOPET 8 7/8 01/13/33 950000 $980,059.20 0.30% Baa3 8.88 01/13/2033
404280DS5 HSBC HOLDINGS PLC HSBC 8.113 11/03/33 866000 $972,675.83 0.30% Baa1 8.11 11/03/2033
670898AC9 OCP CLO 2020-8R LTD OCP 2020-8RA A1 970000 $972,609.89 0.30% NR 6.48 01/17/2032
36198FAP7 GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B 1000000 $961,466.47 0.29% Aa3 4.71 08/10/2046
25755TAL4 DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 1071022 $943,040.31 0.29% NR 3.67 10/25/2049
06051GLH0 BANK OF AMERICA CORP BAC 5.288 04/25/34 946000 $946,379.24 0.29% A1 5.29 04/25/2034
3137FL6F6 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM 964000 $924,878.15 0.28% Aaa 3.76 01/25/2029
68236JAA9 ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A 1116000 $908,391.98 0.28% Aaa 2.52 09/15/2054
67575XAN1 OCTAGON INVESTMENT PARTNERS 31 LTD OCT31 2017-1A AR 931277 $936,205.23 0.28% Aaa 6.30 07/20/2030
75968NAE1 RENAISSANCERE HOLDINGS LTD RNR 5 3/4 06/05/33 915000 $899,940.52 0.27% A3 5.75 06/05/2033
693475BR5 PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.582 06/12/29 893000 $891,428.36 0.27% A3 5.58 06/12/2029
05377RGY4 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-4A A 906000 $892,766.43 0.27% Aaa 5.49 06/20/2029
345397C92 FORD MOTOR CREDIT CO LLC F 6.8 05/12/28 863000 $877,647.33 0.27% Ba2 6.80 05/12/2028
31429KAH6 FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 4.55 08/23/27 894000 $874,599.94 0.27% A1 4.55 08/23/2027
85208NAE0 SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 885400 $877,448.16 0.27% A1 5.15 03/20/2028
911312CA2 UNITED PARCEL SERVICE INC UPS 5.05 03/03/53 866000 $895,856.62 0.27% A2 5.05 03/03/2053
74365PAE8 PROSUS NV PRXNA 3.832 02/08/51 1418000 $892,772.24 0.27% Baa3 3.83 02/08/2051
67578FAA5 OCTAGON INVESTMENT PARTNERS 49 LTD OCT49 2020-5A A1 882000 $887,846.43 0.27% NR 6.48 01/15/2033
58933YBL8 MERCK & CO INC MRK 4.9 05/17/44 868000 $875,440.06 0.27% A1 4.90 05/17/2044
716973AG7 PFIZER INVESTMENT ENTERPRISES PTE LTD PFE 5.3 05/19/53 814000 $851,333.79 0.26% A1 5.30 05/19/2053
80386WAD7 SASOL FINANCING USA LLC SASOL 5 1/2 03/18/31 1048000 $840,666.62 0.26% Ba2 5.50 03/18/2031
404280DW6 HSBC HOLDINGS PLC HSBC 6.332 03/09/44 812000 $857,726.45 0.26% A3 6.33 03/09/2044
55608JBN7 MACQUARIE GROUP LTD MQGAU 5.887 06/15/34 845000 $832,203.08 0.25% A2 5.89 06/15/2034
90932LAJ6 UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST UAL 5.8 01/15/36 794000 $808,188.16 0.25% A3 5.80 07/15/2037
71647NBK4 PETROBRAS GLOBAL FINANCE BV PETBRA 6 1/2 07/03/33 825000 $807,262.50 0.25% Ba1 6.50 07/03/2033
91087BAX8 MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.338 05/04/53 800000 $823,799.20 0.25% Baa2 6.34 05/04/2053
29103CAA6 EMERALD DEBT MERGER SUB LLC EMECLI 6 5/8 12/15/30 830000 $829,152.71 0.25% Ba3 6.63 12/15/2030
68389XCJ2 ORACLE CORP ORCL 6 1/4 11/09/32 755000 $808,242.47 0.25% Baa2 6.25 11/09/2032
46647PDR4 JPMORGAN CHASE & CO JPM 5.35 06/01/34 819000 $829,178.38 0.25% A1 5.35 06/01/2034
67107KAZ9 OCP CLO 2014-7 LTD OCP 2014-7A A1RR 813265 $817,195.89 0.25% Aaa 6.37 07/20/2029
61768HAW6 MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 890000 $821,165.80 0.25% NR 4.07 03/15/2052
74340XCF6 PROLOGIS LP PLD 5 1/4 06/15/53 849000 $836,232.91 0.25% A3 5.25 06/15/2053
0641598S8 BANK OF NOVA SCOTIA/THE BNS 8 5/8 10/27/2082 783000 $827,827.23 0.25% Baa3 8.63 10/27/2082
350930AA1 FOUNDRY JV HOLDCO LLC FABSJV 5 7/8 01/25/34 819000 $821,375.91 0.25% A3 5.88 01/25/2034
90276YAE3 UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 870000 $782,476.43 0.24% Aaa 3.60 04/15/2052
548661ES2 LOWES COS INC LOW 5.85 04/01/63 776000 $785,058.93 0.24% Baa1 5.85 04/01/2063
03464BAA6 ANGEL OAK MORTGAGE TRUST 2022-1 AOMT 2022-1 A1 897129 $780,084.33 0.24% NR 2.88 12/25/2066
853254CM0 STANDARD CHARTERED PLC STANLN 7 3/4 PERP 760000 $774,848.71 0.24% Ba1 7.75 12/31/2079
71654QDL3 PETROLEOS MEXICANOS PEMEX 8 3/4 06/02/29 852000 $777,017.11 0.24% B1 8.75 06/02/2029
12665WAC4 CSMC 2022-ATH2 CSMC 2022-ATH2 A1 821654 $786,768.63 0.24% NR 4.55 05/25/2067
24422EWZ8 JOHN DEERE CAPITAL CORP DE 4.7 06/10/30 761000 $758,262.78 0.23% A2 4.70 06/10/2030
12570FAB7 CK HUTCHISON INTERNATIONAL 23 LTD CKHH 4 7/8 04/21/33 760000 $759,410.25 0.23% A2 4.88 04/21/2033
00180UAB1 AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 B 865000 $756,821.75 0.23% Aa3 1.73 10/17/2038
03965TAB9 ARCOS DORADOS BV ARCO 6 1/8 05/27/29 789000 $771,936.70 0.23% Ba2 6.13 05/27/2029
404280DH9 HSBC HOLDINGS PLC HSBC 5.402 08/11/33 765000 $763,984.77 0.23% A3 5.40 08/11/2033
48250EAN5 KKR CLO 30 LTD KKR 30A A1R 762000 $763,700.74 0.23% NR 6.28 10/17/2031
07336JAE8 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A2 921869 $741,900.01 0.23% Aaa 2.50 11/25/2051
3140J9H87 FNCL BM4754 3.5 05-01-47 807614 $753,280.97 0.23% Aaa 3.50 05/01/2047
172967MG3 CITIGROUP INC C 5 PERP 778000 $737,994.38 0.22% Ba1 5.00 12/31/2049
61764BAL7 MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C 1000000 $738,439.19 0.22% NR 4.44 09/09/2032
60687YCM9 MIZUHO FINANCIAL GROUP INC MIZUHO 5.669 09/13/33 706000 $723,055.81 0.22% A1 5.67 09/13/2033
92538UAA9 VERUS SECURITIZATION TRUST 2022-3 VERUS 2022-3 A1 785017 $719,573.96 0.22% NR 4.13 02/25/2067
85573RAA6 STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 STAR 2021-6 A1 888043 $719,761.72 0.22% NR 1.92 11/25/2066
12433EAA9 BX TRUST 2022-LBA6 BX 2022-LBA6 A 725000 $709,248.65 0.22% Aaa 6.15 01/15/2039
20753XAA2 CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1 719471 $722,942.13 0.22% NR 7.17 03/25/2042
46645LBE6 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B 767000 $712,195.67 0.22% A3 4.86 03/17/2049
91159HJM3 US BANCORP USB 5.775 06/12/29 687000 $688,888.49 0.21% A3 5.78 06/12/2029
80386WAF2 SASOL FINANCING USA LLC SASOL 8 3/4 05/03/29 715000 $706,591.04 0.21% Ba2 8.75 05/03/2029
758750AF0 REGAL REXNORD CORP RRX 6.4 04/15/33 690000 $698,740.99 0.21% Baa3 6.40 04/15/2033
74332YAA7 PROGRESS RESIDENTIAL 2022-SFR5 TRUST PROG 2022-SFR5 A 708074 $675,695.71 0.21% Aaa 4.45 06/17/2039
12659YAA2 COLT 2022-3 MORTGAGE LOAN TRUST COLT 2022-3 A1 734873 $675,139.98 0.21% NR 3.90 02/25/2067
052528AP1 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD ANZ 6.742 12/08/32 650000 $675,037.18 0.21% Baa1 6.74 12/08/2032
46654VAA1 J.P. MORGAN MORTGAGE TRUST 2021-LTV2 JPMMT 2021-LTV2 A1 846514 $682,385.60 0.21% Aaa 2.52 05/25/2052
67448DAA8 OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1 763745 $679,905.77 0.21% NR 2.95 01/25/2062
31573EAA9 ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 A1 714205 $689,853.15 0.21% NR 5.00 08/25/2067
345397D42 FORD MOTOR CREDIT CO LLC F 7.2 06/10/30 644000 $652,893.64 0.20% Ba2 7.20 06/10/2030
03076CAM8 AMERIPRISE FINANCIAL INC AMP 5.15 05/15/33 662000 $667,892.76 0.20% A3 5.15 05/15/2033
57636QAX2 MASTERCARD INC MA 4.85 03/09/33 643000 $663,481.53 0.20% Aa3 4.85 03/09/2033
89117F8Z5 TORONTO-DOMINION BANK/THE TD 8 1/8 10/31/2082 643000 $662,063.25 0.20% Baa1 8.13 10/31/2082
74340XCE9 PROLOGIS LP PLD 4 3/4 06/15/33 665000 $650,984.95 0.20% A3 4.75 06/15/2033
683483AA9 OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE OFIDEV 4 1/2 01/26/26 645000 $645,814.09 0.20% NR 4.50 01/26/2026
91159HJL5 US BANCORP USB 4.839 02/01/34 686000 $654,574.26 0.20% A3 4.84 02/01/2034
58507LBB4 MEDTRONIC GLOBAL HOLDINGS SCA MDT 4 1/4 03/30/28 655000 $646,334.50 0.20% A3 4.25 03/30/2028
00774MBC8 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AER 5 3/4 06/06/28 643000 $640,248.58 0.19% Baa2 5.75 06/06/2028
12660BAM3 CSMC 2022-ATH1 CSMC 2022-ATH1 A1A 688955 $630,654.45 0.19% NR 2.87 01/25/2067
91159HJN1 US BANCORP USB 5.836 06/12/34 622000 $628,416.32 0.19% A3 5.84 06/12/2034
06738ECH6 BARCLAYS PLC BACR 7.119 06/27/34 638000 $638,250.05 0.19% Baa1 7.12 06/27/2034
98877DAE5 ZF NORTH AMERICA CAPITAL INC ZFFNGR 7 1/8 04/14/30 599000 $618,343.86 0.19% Ba1 7.13 04/14/2030
09247XAT8 BLACKROCK INC BLK 4 3/4 05/25/33 639000 $630,927.54 0.19% Aa3 4.75 05/25/2033
74727PAZ4 QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 625000 $621,732.03 0.19% Aa3 3.38 03/14/2024
10373QBU3 BP CAPITAL MARKETS AMERICA INC BPLN 4.812 02/13/33 620000 $622,425.80 0.19% A2 4.81 02/13/2033
797440CD4 SAN DIEGO GAS & ELECTRIC CO SRE 5.35 04/01/53 635000 $640,296.58 0.19% A1 5.35 04/01/2053
59217GFP9 METROPOLITAN LIFE GLOBAL FUNDING I MET 5.15 03/28/33 615000 $616,416.39 0.19% Aa3 5.15 03/28/2033
08162YAJ1 BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C 855600 $637,692.20 0.19% NR 3.90 12/15/2062
625454AB9 MULTIBANK INC MULT 7 3/4 02/03/28 606000 $632,136.62 0.19% Ba1 7.75 02/03/2028
603374AF6 MINERVA LUXEMBOURG SA BEEFBZ 4 3/8 03/18/31 781000 $620,863.03 0.19% NR 4.38 03/18/2031
606822CK8 MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.133 07/20/33 615000 $616,993.29 0.19% A1 1.80 07/20/2033
07336JAD0 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A1 755212 $635,999.91 0.19% Aaa 3.00 11/25/2051
345397D26 FORD MOTOR CREDIT CO LLC F 6.95 06/10/26 633000 $638,931.39 0.19% Ba2 6.95 06/10/2026
12189LBK6 BURLINGTON NORTHERN SANTA FE LLC BNSF 5.2 04/15/54 570000 $583,160.85 0.18% A3 5.20 04/15/2054
92538QAA8 VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1 701765 $595,413.47 0.18% NR 1.83 10/25/2066
26884TAW2 ERAC USA FINANCE LLC ENTERP 4.9 05/01/33 596000 $587,249.86 0.18% Baa1 4.90 05/01/2033
30303M8R6 META PLATFORMS INC META 5 3/4 05/15/63 565000 $589,964.49 0.18% A1 5.75 05/15/2063
716973AC6 PFIZER INVESTMENT ENTERPRISES PTE LTD PFE 4.45 05/19/28 607000 $599,766.32 0.18% A1 4.45 05/19/2028
75513ECR0 RAYTHEON TECHNOLOGIES CORP RTX 5.15 02/27/33 580000 $598,216.25 0.18% Baa1 5.15 02/27/2033
08160KAJ3 BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B 710000 $576,697.86 0.18% NR 3.56 12/15/2072
74982LAY6 RACE POINT VIII CLO LTD RACEP 2013-8A AR2 593131 $592,875.06 0.18% NR 6.42 02/20/2030
172967MV0 CITIGROUP INC C 3 7/8 PERP 719000 $605,490.37 0.18% Ba1 3.88 12/31/2099
53218CAC4 LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR B 599612 $583,177.54 0.18% Aa1 6.14 03/15/2038
88315LAQ1 TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-2A A 702667 $602,886.80 0.18% NR 2.23 04/20/2046
44931NAT8 ICG US CLO 2016-1 LTD ICG 2016-1A A1RR 601000 $595,883.18 0.18% NR 6.55 04/29/2034
07336GAC8 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A3 699084 $588,732.38 0.18% Aaa 3.00 10/25/2051
17329VBA6 CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 CMLTI 2021-INV3 A3A 722233 $581,237.37 0.18% Aaa 2.50 05/25/2051
404280BL2 HSBC HOLDINGS PLC HSBC 6 PERP 655000 $589,663.75 0.18% Baa3 6.00 12/31/2049
55282MAA2 MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A 652000 $600,936.73 0.18% NR 3.29 08/15/2034
67115DAA0 ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1 722606 $587,550.32 0.18% NR 1.96 10/25/2061
12570FAA9 CK HUTCHISON INTERNATIONAL 23 LTD CKHH 4 3/4 04/21/28 604000 $602,911.01 0.18% A2 4.75 04/21/2028
22112EAD0 COSAN LUXEMBOURG SA CSANBZ 7 1/2 06/27/30 575000 $569,844.17 0.17% Ba2 7.50 06/27/2030
571676AT2 MARS INC MARS 4.55 04/20/28 562000 $557,896.44 0.17% A1 4.55 04/20/2028
26884TAX0 ERAC USA FINANCE LLC ENTERP 5.4 05/01/53 571000 $575,226.23 0.17% Baa1 5.40 05/01/2053
404119CR8 HCA INC HCA 5.9 06/01/53 554000 $553,994.34 0.17% Baa3 5.90 06/01/2053
76720AAP1 RIO TINTO FINANCE USA PLC RIOLN 5 1/8 03/09/53 547000 $560,284.59 0.17% A2 5.13 03/09/2053
55279HAW0 MANUFACTURERS & TRADERS TRUST CO MTB 4.7 01/27/28 585000 $558,792.72 0.17% A3 4.70 01/27/2028
693475BP9 PNC FINANCIAL SERVICES GROUP INC ( FLT 12/31/2079 628000 $565,531.44 0.17% Baa2 6.25 12/31/2099
07336GAD6 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A4 699084 $562,607.84 0.17% Aaa 2.50 10/25/2051
07336GAH7 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A8 654779 $560,387.26 0.17% Aaa 2.50 10/25/2051
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693475BE4 PNC FINANCIAL SERVICES GROUP INC/THE PNC 4.626 06/06/33 310000 $286,159.61 0.09% A3 4.63 06/06/2033
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55903VBD4 WARNERMEDIA HOLDINGS INC WBD 5.05 03/15/42 292000 $250,459.13 0.08% Baa3 5.05 03/15/2042
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88032WAG1 TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 286000 $270,824.16 0.08% A1 3.60 01/19/2028
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49177JAN2 KENVUE INC KVUE 5.05 03/22/53 254000 $262,769.52 0.08% A1 5.05 03/22/2053
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744448CY5 PUBLIC SERVICE CO OF COLORADO XEL 5 1/4 04/01/53 261000 $254,011.03 0.08% A1 5.25 04/01/2053
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05377RGC2 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-1A A 267000 $260,686.69 0.08% Aaa 5.25 04/20/2029
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55261FAR5 M&T BANK CORP MTB 5.053 01/27/34 285000 $266,456.30 0.08% A3 5.05 01/27/2034
55336VBV1 MPLX LP 5 3/1/2033 269000 $262,976.25 0.08% Baa2 5.00 03/01/2033
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83546DAN8 SONIC CAPITAL LLC SONIC 2021-1A A2I 334050 $267,786.57 0.08% NR 2.19 08/20/2051
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03746AAA8 APACHE CORP APA 7 3/4 12/15/29 263000 $272,014.97 0.08% Baa3 7.75 12/15/2029
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49326EEL3 KEYCORP KEY 3.878 05/23/25 282000 $261,931.01 0.08% Baa1 3.88 05/23/2025
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15089QAL8 CELANESE US HOLDINGS LLC CE 6.05 03/15/25 252000 $255,459.49 0.08% Baa3 6.05 03/15/2025
92539NAA4 VERUS SECURITIZATION TRUST 2022-7 VERUS 2022-7 A1 270044 $260,955.98 0.08% Aaa 5.15 07/25/2067
907818GB8 UNION PACIFIC CORP UNP 4 1/2 01/20/33 270000 $270,921.37 0.08% A3 4.50 01/20/2033
548661EN3 LOWES COS INC LOW 5.8 09/15/62 266000 $267,612.95 0.08% Baa1 5.80 09/15/2062
29269RAA3 ENERFLEX LTD EFXCN 9 10/15/27 275000 $272,791.75 0.08% B2 9.00 10/15/2027
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49327M3F9 KEYBANK NA/CLEVELAND OH KEY 5.85 11/15/27 287000 $272,405.37 0.08% A3 5.85 11/15/2027
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92328MAC7 VENTURE GLOBAL CALCASIEU PASS LLC VENTGL 3 7/8 11/01/33 305000 $251,729.96 0.08% Ba2 3.88 11/01/2033
44963HAA3 IHS HOLDING LTD IHSHLD 5 5/8 11/29/26 296000 $259,118.40 0.08% NR 5.63 11/29/2026
92840MAC6 VISTRA CORP VST 7 PERP 293000 $256,554.06 0.08% Ba3 7.00 12/31/2079
74365PAG3 PROSUS NV PRXNA 3.257 01/19/27 303000 $278,287.50 0.08% Baa3 3.26 01/19/2027
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38141GYU2 GOLDMAN SACHS GROUP INC/THE GS 4 1/8 PERP 284000 $239,072.27 0.07% Ba1 4.13 12/31/2059
716473AE3 PETROFAC LTD 9.75 11/15/2026 267000 $214,923.88 0.07% NR 9.75 11/15/2026
12433EAJ0 BX TRUST 2022-LBA6 BX 2022-LBA6 C 240000 $232,291.62 0.07% A3 6.75 01/15/2039
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65339KCH1 NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 4 5/8 07/15/27 231000 $230,799.88 0.07% Baa1 4.63 07/15/2027
15089QAR5 CELANESE US HOLDINGS LLC CE 5.9 07/05/24 236000 $242,305.62 0.07% Baa3 5.90 07/05/2024
06051GKY4 BANK OF AMERICA CORP BAC 5.015 07/22/33 234000 $234,092.03 0.07% A1 5.02 07/22/2033
15189XAZ1 CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 4.45 10/01/32 223000 $216,789.29 0.07% A2 4.45 10/01/2032
29250NBP9 ENBRIDGE INC ENBCN 7 5/8 01/15/2083 211000 $219,446.48 0.07% Baa3 7.63 01/15/2083
693475BJ3 PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.037 10/28/33 237000 $245,043.07 0.07% A3 6.04 10/28/2033
665859AX2 NORTHERN TRUST CORP NTRS 6 1/8 11/02/32 220000 $230,291.86 0.07% A2 6.13 11/02/2032
89788MAK8 TRUIST FINANCIAL CORP TFC 6.123 10/28/33 234000 $239,975.99 0.07% A3 6.12 10/28/2033
126650BV1 CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 243446 $235,043.53 0.07% Baa2 5.77 01/10/2033
853254CC2 STANDARD CHARTERED PLC STANLN 2.678 06/29/32 301000 $235,429.67 0.07% A3 2.68 06/29/2032
13077DRW4 CALIFORNIA STATE UNIVERSITY 13077DRW4 2.719 11/1/2052 310000 $217,995.19 0.07% Aa2 2.72 11/01/2052
83546DAQ1 SONIC CAPITAL LLC SONIC 2021-1A A2II 324225 $242,333.37 0.07% NR 2.64 08/20/2051
30251GBC0 FMG RESOURCES AUGUST 2006 PTY LTD FMGAU 4 3/8 04/01/31 264000 $228,293.89 0.07% Ba1 4.38 04/01/2031
88032WBB1 TENCENT HOLDINGS LTD TENCNT 3.68 04/22/41 301000 $234,397.67 0.07% A1 3.68 04/22/2041
22546QAP2 CREDIT SUISSE AG/NEW YORK NY CS 3 5/8 09/09/24 250000 $243,572.64 0.07% A3 3.63 09/09/2024
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26190TAA9 DRYDEN 93 CLO LTD DRSLF 2021-93A A1A 217546 $216,625.11 0.07% Aaa 6.34 01/15/2034
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26253KAD6 DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D 217188 $215,787.32 0.07% NR 2.96 04/15/2025
68245XAM1 1011778 BC ULC / NEW RED FINANCE INC BCULC 4 10/15/30 283000 $244,590.41 0.07% B2 4.00 10/15/2030
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77586RAS9 ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 5/8 01/17/53 200000 $226,598.02 0.07% Baa3 7.63 01/17/2053
73730EAD5 POSCO POHANG 5 3/4 01/17/28 211000 $219,583.26 0.07% Baa1 5.75 01/17/2028
89236TKQ7 TOYOTA MOTOR CREDIT CORP TOYOTA 4 5/8 01/12/28 212000 $214,742.43 0.07% A1 4.63 01/12/2028
718286CY1 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIP 4 5/8 07/17/28 213000 $217,750.96 0.07% Baa2 4.63 07/17/2028
87612EBR6 TARGET CORP TGT 4.8 01/15/53 250000 $244,542.33 0.07% A2 4.80 01/15/2053
21987BBF4 CORP NACIONAL DEL COBRE DE CHILE CDEL 5 1/8 02/02/33 237000 $238,368.80 0.07% A3 5.13 02/02/2033
68389XCQ6 ORACLE CORP ORCL 5.55 02/06/53 246000 $243,711.55 0.07% Baa2 5.55 02/06/2053
15189TAS6 CENTERPOINT ENERGY INC CNP 6 1/8 PERP 242000 $238,485.77 0.07% Ba1 6.13 12/31/2079
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87164DVJ6 SYNOVUS BANK/COLUMBUS GA SNV 5 5/8 02/15/28 254000 $234,883.34 0.07% NR 5.63 02/15/2028
87266GAA8 TMS ISSUER SARL GASBCM 5.78 08/23/32 220000 $230,386.00 0.07% A1 5.78 08/23/2032
031162DQ0 AMGEN INC AMGN 5 1/4 03/02/30 224000 $228,334.27 0.07% Baa1 5.25 03/02/2030
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39530MAA6 GREENKO POWER II LTD GRNKEN 4.3 12/13/28 185500 $161,396.77 0.05% Ba2 4.30 12/13/2028
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87612KAC6 TARGA RESOURCES CORP TRGP 6 1/4 07/01/52 149000 $150,301.89 0.05% Baa3 6.25 07/01/2052
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49456BAV3 KINDER MORGAN INC KMI 4.8 02/01/33 156000 $150,249.03 0.05% Baa2 4.80 02/01/2033
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256677AM7 DOLLAR GENERAL CORP DG 5 1/2 11/01/52 161000 $155,390.05 0.05% Baa2 5.50 11/01/2052
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115637AU4 BROWN-FORMAN CORP BFB 4 3/4 04/15/33 138000 $140,301.30 0.04% A1 4.75 04/15/2033
842587DL8 SOUTHERN CO/THE SO 5.7 10/15/32 139000 $145,504.34 0.04% Baa2 5.70 10/15/2032
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49326EEJ8 KEYCORP KEY 2.55 10/01/29 183000 $139,264.91 0.04% Baa1 2.55 10/01/2029
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204429AA2 CIA CERVECERIAS UNIDAS SA CCUCI 3.35 01/19/32 150000 $130,137.75 0.04% NR 3.35 01/19/2032
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49327M3E2 KEYBANK NA/CLEVELAND OH KEY 4.15 08/08/25 133000 $125,097.37 0.04% A3 4.15 08/08/2025
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548661ER4 LOWES COS INC LOW 5 3/4 07/01/53 134000 $138,487.79 0.04% Baa1 5.75 07/01/2053
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65473PAN5 NISOURCE INC NI 5 1/4 03/30/28 111000 $112,482.40 0.03% Baa2 5.25 03/30/2028
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31410G7L1 FNCL 889299 6.0 04-01-38 95614 $99,409.29 0.03% Aaa 6.00 04/01/2038
42806MAB5 HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B 103000 $96,336.44 0.03% A1 1.56 12/26/2025
42806MAF6 HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A B 126000 $110,109.69 0.03% A1 2.12 12/27/2027
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22541SRP5 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 53688 $51,706.22 0.02% NR 4.23 11/25/2034
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015271AJ8 ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 20000 $19,317.96 0.01% Baa1 3.95 01/15/2027
279158AP4 ECOPETROL SA ECOPET 4 5/8 11/02/31 45000 $35,077.93 0.01% Baa3 4.63 11/02/2031
63718LAA2 NPC UKRENERGO NPCUKR 6 7/8 11/09/28 200000 $43,986.11 0.01% Ca 6.88 11/09/2028
46647PCU8 JPMORGAN CHASE & CO JPM 2.963 01/25/33 21000 $17,960.30 0.01% A1 2.96 01/25/2033
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79466LAL8 SALESFORCE INC CRM 2.9 07/15/51 59000 $42,265.94 0.01% A2 2.90 07/15/2051
24703TAD8 DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 47000 $47,896.98 0.01% Baa2 6.02 06/15/2026
595112BM4 MICRON TECHNOLOGY INC MU 4.975 02/06/26 24000 $24,127.75 0.01% Baa3 4.98 02/06/2026
05369AAD3 AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 40000 $38,050.65 0.01% Baa2 4.13 08/01/2025
161175BL7 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 24000 $20,052.32 0.01% Ba1 5.38 05/01/2047
037833EG1 APPLE INC AAPL 2.8 02/08/61 71000 $48,753.75 0.01% Aaa 2.80 02/08/2061
36209SDN8 GNSF 479909 8.0 01-15-31 22988 $23,242.50 0.01% Aaa 8.00 01/15/2031
225401AS7 CREDIT SUISSE GROUP AG CS 4 1/2 PERP 402000 $20,936.08 0.01% NR 4.50 12/31/2049
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31400FD79 FNARM 686026 5.1 04-01-33 20586 $20,265.68 0.01% Aaa 5.07 04/01/2033
31388XYM0 FNPPK0 618216 7.0 11-01-31 34615 $35,302.08 0.01% Aaa 7.00 11/01/2031
31386FUZ6 FNCL 562300 7.5 01-01-31 21566 $21,999.99 0.01% Aaa 7.50 01/01/2031
59156RCA4 METLIFE INC MET 3.85 PERP 25000 $23,382.90 0.01% Baa2 3.85 12/31/2099
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172967MS7 CITIGROUP INC C 2.572 06/03/31 35000 $29,266.09 0.01% A3 2.57 06/03/2031
9292274D5 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 48049 $45,144.62 0.01% NR 5.35 06/25/2033
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31383LUF0 FNCL 506482 6.5 07-01-29 165 $169.35 0.00% Aaa 6.50 07/01/2029
31386FVP7 FNCL 562322 7.5 01-01-31 628 $634.95 0.00% Aaa 7.50 01/01/2031
31389GF21 FNCL 624885 6.5 01-01-32 714 $732.83 0.00% Aaa 6.50 01/01/2032
31391SNF3 FNARM 675490 4.9 03-01-33 7074 $7,036.12 0.00% Aaa 4.90 03/01/2033
31400JAM1 FNCL 688612 5.5 03-01-33 2668 $2,739.07 0.00% Aaa 5.50 03/01/2033
31401H2H4 FNCL 709176 5.5 06-01-33 13033 $13,395.19 0.00% Aaa 5.50 06/01/2033
36202DBW0 G2SF 2753 6.0 05-20-29 817 $847.31 0.00% Aaa 6.00 05/20/2029
36206FVG4 GNSF 410215 7.5 12-15-25 214 $216.07 0.00% Aaa 7.50 12/15/2025
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36207LGU6 GNSF 435011 8.0 01-15-31 7680 $7,720.47 0.00% Aaa 8.00 01/15/2031
36207UKJ6 GNSF 442297 7.0 01-15-27 3699 $3,691.60 0.00% Aaa 7.00 01/15/2027
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36209MGJ7 GNSF 475501 6.5 08-15-28 202 $207.37 0.00% Aaa 6.50 08/15/2028
36209SDF5 GNSF 479902 7.5 01-15-31 5641 $5,668.69 0.00% Aaa 7.50 01/15/2031
36210AWV5 GNSF 486760 6.5 12-15-28 294 $301.59 0.00% Aaa 6.50 12/15/2028
36210F6D3 GNSF 491468 7.0 05-15-29 323 $323.02 0.00% Aaa 7.00 05/15/2029
36210JXA1 GNSF 493973 6.5 06-15-29 323 $331.27 0.00% Aaa 6.50 06/15/2029
36212GWQ1 GNSF 533555 8.0 12-15-30 9651 $9,764.81 0.00% Aaa 8.00 12/15/2030
36213R2R7 GNSF 562484 6.0 02-15-34 2663 $2,706.18 0.00% Aaa 6.00 02/15/2034
36213SYK5 GNSF 563314 6.5 11-15-31 183 $187.46 0.00% Aaa 6.50 11/15/2031
36200ACN7 GNSF 595077 6.0 10-15-32 406 $423.85 0.00% Aaa 6.00 10/15/2032
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36225ATP5 GNSF 780558 7.0 12-15-23 3 $3.38 0.00% Aaa 7.00 12/15/2023
36225A3F5 GNSF 780798 7.5 12-15-27 44 $44.87 0.00% Aaa 7.50 12/15/2027
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24737RAA8 DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 12000 $11,764.98 0.00% A3 3.40 04/25/2024
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22966RAH9 CUBESMART LP CUBE 2 1/4 12/15/28 11000 $9,280.26 0.00% Baa2 2.25 12/15/2028
36209Y4T2 GNSF 486034 8.0 11-15-30 773 $782.54 0.00% Aaa 8.00 11/15/2030
20030NDS7 COMCAST CORP CMCSA 2.887 11/01/51 15000 $10,129.03 0.00% A3 2.89 11/01/2051
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83088MAK8 SKYWORKS SOLUTIONS INC SWKS 1.8 06/01/26 9000 $8,052.24 0.00% Ba1 1.80 06/01/2026
866677AE7 SUN COMMUNITIES OPERATING LP SUI 2.7 07/15/31 8000 $6,420.90 0.00% Baa3 2.70 07/15/2031
02666TAC1 AMERICAN HOMES 4 RENT LP AMH 2 3/8 07/15/31 6000 $4,829.86 0.00% Baa2 2.38 07/15/2031
59523UAU1 MID-AMERICA APARTMENTS LP MAA 2 7/8 09/15/51 9000 $5,863.74 0.00% A3 2.88 09/15/2051
00130HCG8 AES CORP/THE AES 2.45 01/15/31 15000 $12,293.75 0.00% Baa3 2.45 01/15/2031
31374TV48 FNCL 323835 6.5 05-01-29 183 $187.82 0.00% Aaa 6.50 05/01/2029
84861TAJ7 SPIRIT REALTY LP SRC 2.7 02/15/32 11000 $8,525.16 0.00% Baa2 2.70 02/15/2032
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31620MBU9 FIDELITY NATIONAL INFORMATION SERVICES INC FIS 3.1 03/01/41 12000 $8,381.97 0.00% Baa2 3.10 03/01/2041
38141GYB4 GOLDMAN SACHS GROUP INC/THE GS 2.615 04/22/32 15000 $12,376.97 0.00% A2 2.62 04/22/2032
38141GYC2 GOLDMAN SACHS GROUP INC/THE GS 3.21 04/22/42 15000 $11,174.57 0.00% A2 3.21 04/22/2042
61772BAC7 MORGAN STANLEY MS 3.217 04/22/42 12000 $9,173.59 0.00% A1 3.22 04/22/2042
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11135FBQ3 BROADCOM INC AVGO 3.187 11/15/36 6000 $4,558.95 0.00% Baa3 3.19 11/15/2036
36206PRG7 GNSF 417287 7.5 03-15-26 861 $866.25 0.00% Aaa 7.50 03/15/2026
70450YAE3 PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 12000 $10,726.47 0.00% A3 2.85 10/01/2029
20030NCY5 COMCAST CORP CMCSA 3 1/4 11/01/39 5000 $3,993.20 0.00% A3 3.25 11/01/2039
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03076CAK2 AMERIPRISE FINANCIAL INC AMP 3 04/02/25 15000 $14,392.05 0.00% A3 3.00 04/02/2025
95000U2Q5 WELLS FARGO & CO WFC 3.068 04/30/41 15000 $11,110.72 0.00% A1 3.07 04/30/2041
316773DA5 FIFTH THIRD BANCORP FITB 2.55 05/05/27 11000 $9,759.78 0.00% Baa1 2.55 05/05/2027
589929G28 MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 4976 $4,671.23 0.00% NR 5.93 03/25/2028
81743PAP1 SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 13426 $12,926.92 0.00% NR 5.82 06/20/2033
594918CC6 MICROSOFT CORP MSFT 2.525 06/01/50 10000 $6,938.50 0.00% Aaa 2.53 06/01/2050
92537TAA3 VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1 16721 $16,275.77 0.00% NR 0.33 03/25/2060
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49446RAW9 KIMCO REALTY OP LLC KIM 2.7 10/01/30 13000 $10,797.76 0.00% Baa1 2.70 10/01/2030
31292GU53 FGLMC C00604 6.0 04-01-28 203 $209.10 0.00% Aaa 6.00 04/01/2028
31293EME7 FGLMC C18457 6.0 12-01-28 168 $170.68 0.00% Aaa 6.00 12/01/2028
31294B6N0 FGLMC C35377 7.0 01-01-30 58 $58.21 0.00% Aaa 7.00 01/01/2030
31287RP94 FGLMC C65848 6.5 04-01-32 3702 $3,812.32 0.00% Aaa 6.50 04/01/2032
3128FKNL5 FGLMC D77595 7.0 01-01-27 2328 $2,328.01 0.00% Aaa 7.00 01/01/2027
720198AE0 PIEDMONT OPERATING PARTNERSHIP LP PDM 3.15 08/15/30 11000 $8,162.74 0.00% Baa2 3.15 08/15/2030
31283HLN3 FGLMC G01233 7.0 04-01-31 162 $164.15 0.00% Aaa 7.00 04/01/2031
31283HUA1 FGLMC G01477 6.0 12-01-32 781 $808.16 0.00% Aaa 6.00 12/01/2032
31336RTZ3 FHARM 1B0068 4.2 08-01-31 291 $286.68 0.00% Aaa 4.16 08/01/2031
31336RUW8 FHARM 1B0097 4.2 08-01-31 14733 $14,523.10 0.00% Aaa 4.16 08/01/2031
31336RVK3 FHARM 1B0118 4.2 08-01-31 144 $142.65 0.00% Aaa 4.16 08/01/2031
31295MYW4 FHARM 788825 4.4 11-01-31 6603 $6,707.86 0.00% Aaa 4.38 11/01/2031
31371HB72 FNCL 252162 6.5 12-01-28 346 $355.68 0.00% Aaa 6.50 12/01/2028
224044CM7 COX COMMUNICATIONS INC COXENT 2.95 10/01/50 12000 $7,630.86 0.00% Baa2 2.95 10/01/2050
31374GT64 FNCL 313873 7.0 12-01-27 941 $955.40 0.00% Aaa 7.00 12/01/2027
42225UAH7 HEALTHCARE REALTY HOLDINGS LP HR 2 03/15/31 13000 $10,056.72 0.00% Baa2 2.00 03/15/2031
31375EPM7 FNCL 332628 7.0 08-01-23 10 $9.90 0.00% Aaa 7.00 08/01/2023
31379D7G8 FNCL 416795 6.5 02-01-28 130 $133.75 0.00% Aaa 6.50 02/01/2028
31379EG68 FNCL 417021 7.5 09-01-25 74 $73.96 0.00% Aaa 7.50 09/01/2025
31380G5H8 FNCL 440148 6.5 08-01-28 53 $54.50 0.00% Aaa 6.50 08/01/2028
WNU3 US ULTRA BOND CBT Sep23WNU3 COMB -16 -$20,000.00 -0.01% N/A 09/20/2023
UXYU3 US 10yr Ultra Fut Sep23UXYU3 COMB -225 -$66,796.88 -0.02% N/A 09/20/2023
EUR/USD -925000 -$1,011,840.33 -0.31% N/A 08/17/2023
CASHUSD00 USD CURRENCY CASH -39596348 -$39,596,347.88 -12.04% 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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