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Quarterly Portfolio Holdings
as of
09/30/2019
Invesco Core Plus Fixed Income Trust - Class C
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| CASHUSD00 | USD CURRENCY CASH | 10812969 | $10,812,968.66 | 4.58% | 0.00 | ||
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 5174085 | $5,397,013.81 | 2.29% | Aaa | 3.50 | 05/01/2047 |
| 01F0306B9 | FNMA FNCL TBA 30yr 3.0 11-01-49 | 4537000 | $4,607,819.71 | 1.95% | Aaa | 3.00 | 11/01/2049 |
| 912828YH7 | UNITED STATES TREASURY NOTE/BOND T 1 1/2 09/30/24 | 4308000 | $4,297,911.41 | 1.82% | Aaa | 1.50 | 09/30/2024 |
| 912810SH2 | UNITED STATES TREASURY NOTE/BOND T 2 7/8 05/15/49 | 3512300 | $4,137,928.42 | 1.75% | Aaa | 2.88 | 05/15/2049 |
| 21H0306B5 | GNMA G2SF TBA 30yr 3.0 11-01-49 | 3830000 | $3,933,160.64 | 1.67% | Aaa | 3.00 | 11/01/2049 |
| 01F0224B8 | FNMA FNCI TBA 15yr 2.5 11-01-34 | 3890000 | $3,926,882.40 | 1.66% | Aaa | 2.50 | 11/01/2034 |
| 912828YF1 | UNITED STATES TREASURY NOTE/BOND T 1 1/2 09/15/22 | 3581500 | $3,577,286.01 | 1.52% | Aaa | 1.50 | 09/15/2022 |
| 3140J9H87 | FNCL BM4754 3.5 05-01-47 | 2902263 | $3,025,521.72 | 1.28% | Aaa | 3.50 | 05/01/2047 |
| 01F0304B1 | FNMA FNCI TBA 15yr 3.0 11-01-34 | 2775000 | $2,840,393.17 | 1.20% | Aaa | 3.00 | 11/01/2034 |
| 31334XD97 | FNCL QA1028 4.0 07-01-49 | 2265511 | $2,377,230.75 | 1.01% | Aaa | 4.00 | 07/01/2049 |
| 3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 2204108 | $2,301,015.12 | 0.98% | Aaa | 4.00 | 11/01/2048 |
| 3137FLMV3 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K090 A2 | 2000000 | $2,208,182.93 | 0.94% | Aaa | 3.42 | 02/25/2029 |
| 912828YG9 | UNITED STATES TREASURY NOTE/BOND T 1 5/8 09/30/26 | 2167000 | $2,167,519.45 | 0.92% | Aaa | 1.63 | 09/30/2026 |
| 3137FLN34 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K734 A2 | 1946000 | $2,072,258.69 | 0.88% | Aaa | 3.21 | 02/25/2026 |
| 21H0406B4 | GNMA G2SF TBA 30yr 4.0 11-01-49 | 1586000 | $1,652,292.60 | 0.70% | Aaa | 4.00 | 11/01/2049 |
| 1624974 | $1,624,974.43 | 0.69% | N/A | ||||
| 38176GAA0 | GOLUB CAPITAL PARTNERS CLO 41 B LTD GCBSL 2019-41A A | 1583000 | $1,612,017.82 | 0.68% | Aaa | 3.96 | 04/20/2029 |
| 16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 1518913 | $1,545,712.48 | 0.66% | NR | 3.50 | 07/25/2049 |
| 85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 1401000 | $1,522,290.49 | 0.65% | Baa2 | 5.15 | 03/20/2028 |
| 85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 1390000 | $1,479,596.23 | 0.63% | Baa2 | 4.74 | 03/20/2025 |
| 36962GT95 | GENERAL ELECTRIC CO GE 5.55 01/05/26 | 1151000 | $1,317,122.39 | 0.56% | Baa1 | 5.55 | 01/05/2026 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,323,394.58 | 0.56% | A3 | 4.38 | 04/17/2026 |
| 37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1275000 | $1,272,832.50 | 0.54% | Baa3 | 4.40 | 10/15/2029 |
| 05363LAU7 | AVERY POINT VI CLO LTD AVERY 2015-6A AR | 1254000 | $1,259,496.52 | 0.53% | Aaa | 3.34 | 08/05/2027 |
| 3137FKUN4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K087 A1 | 1058626 | $1,146,672.37 | 0.49% | Aaa | 3.59 | 10/25/2027 |
| 110122BZ0 | BRISTOL-MYERS SQUIBB CO BMY 2.9 07/26/24 | 1117000 | $1,164,744.29 | 0.49% | A2 | 2.90 | 07/26/2024 |
| 80414L2C8 | SAUDI ARABIAN OIL CO ARAMCO 2 7/8 04/16/24 | 1134000 | $1,161,733.99 | 0.49% | A1 | 2.88 | 04/16/2024 |
| 03463WAA1 | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1 | 1144200 | $1,163,648.33 | 0.49% | NR | 3.63 | 03/25/2049 |
| 68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $1,125,011.38 | 0.48% | Aaa | 2.52 | 09/13/2049 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $1,084,005.92 | 0.46% | Aaa | 3.76 | 01/25/2029 |
| 92537FAA3 | VERUS SECURITIZATION TRUST 2019-INV1 VERUS 2019-INV1 A1 | 1066582 | $1,078,418.04 | 0.46% | NR | 3.40 | 12/25/2059 |
| 05369AAA9 | AVIATION CAPITAL GROUP LLC PACLIF 3 1/2 11/01/27 | 1070000 | $1,082,551.58 | 0.46% | NR | 3.50 | 11/01/2027 |
| 61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $1,075,149.80 | 0.46% | NR | 4.44 | 09/09/2032 |
| 36198FAP7 | GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B | 1000000 | $1,073,611.57 | 0.46% | Aa2 | 4.91 | 08/10/2046 |
| 3137F4WZ1 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K731 A2 | 975000 | $1,045,275.17 | 0.44% | Aaa | 3.60 | 02/25/2025 |
| 552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 964000 | $1,007,540.67 | 0.43% | Ba2 | 6.00 | 01/15/2043 |
| 61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $1,007,066.07 | 0.43% | NR | 4.07 | 03/15/2052 |
| 62947QAW8 | NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 | 958000 | $992,630.70 | 0.42% | Baa3 | 3.88 | 09/01/2022 |
| 3137FKUP9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K087 A2 | 886300 | $999,675.76 | 0.42% | Aaa | 3.77 | 12/25/2028 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $956,993.07 | 0.41% | Ba1 | 5.00 | 12/31/2049 |
| 90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $951,676.82 | 0.40% | Aaa | 3.60 | 04/15/2052 |
| 61691LAA7 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A | 936000 | $937,133.42 | 0.40% | Aaa | 2.73 | 11/15/2034 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $939,457.23 | 0.40% | Aaa | 3.40 | 07/20/2029 |
| 92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $928,472.57 | 0.39% | Aa1 | 4.70 | 04/15/2045 |
| 44891AAZ0 | HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 | 857000 | $908,908.60 | 0.39% | Baa1 | 4.30 | 02/01/2024 |
| 31307TDS7 | FGCI J36413 3.0 02-01-32 | 866904 | $894,916.39 | 0.38% | Aaa | 3.00 | 02/01/2032 |
| 85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $896,945.02 | 0.38% | Baa2 | 3.98 | 01/17/2035 |
| 36164QNA2 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO GE 4.418 11/15/35 | 810000 | $863,136.99 | 0.37% | Baa1 | 4.42 | 11/15/2035 |
| 43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 867252 | $876,465.72 | 0.37% | NR | 3.45 | 01/25/2059 |
| 46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $854,036.51 | 0.36% | A3 | 4.90 | 03/15/2049 |
| 36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 830000 | $831,898.43 | 0.35% | NR | 2.86 | 09/25/2059 |
| 42806DCH0 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A | 800000 | $826,555.04 | 0.35% | Aaa | 3.42 | 05/25/2025 |
| 61744YAK4 | MORGAN STANLEY MS 3.591 07/22/28 | 788000 | $836,584.29 | 0.35% | A3 | 3.59 | 07/22/2028 |
| 51817TAB8 | LATAM AIRLINES 2015-1 PASS THROUGH TRUST A LATAIR 4.2 11/15/27 | 800975 | $823,535.96 | 0.35% | A3 | 4.20 | 11/15/2027 |
| 46647PAW6 | JPMORGAN CHASE & CO JPM FLOAT 07/23/24 | 815000 | $822,904.03 | 0.35% | A2 | 3.15 | 07/23/2024 |
| 595112BP7 | MICRON TECHNOLOGY INC MU 4.185 02/15/27 | 770000 | $799,598.03 | 0.34% | Baa3 | 4.19 | 02/15/2027 |
| 15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 751000 | $794,260.73 | 0.34% | Ba1 | 6.13 | 12/31/2059 |
| 96950FAG9 | WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 | 773000 | $797,150.94 | 0.34% | Baa3 | 4.13 | 11/15/2020 |
| ZR7746004 | ECUADOR GOVERNMENT INTERNATIONAL BOND ECUA 7 7/8 03/27/25 | 805000 | $804,899.38 | 0.34% | NR | 7.88 | 03/27/2025 |
| 11134LAD1 | BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD AVGO 3 01/15/22 | 800000 | $812,829.77 | 0.34% | Baa3 | 3.00 | 01/15/2022 |
| 10552TAG2 | BRF SA BRFSBZ 4 7/8 01/24/30 | 780000 | $770,989.38 | 0.33% | Ba2 | 4.88 | 01/24/2030 |
| 42806DCE7 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A B | 750000 | $773,051.13 | 0.33% | NR | 4.10 | 03/25/2023 |
| CASHEUR08 | EUR CURRENCY CASH | 716973 | $781,644.22 | 0.33% | 0.00 | ||
| 46117MAA2 | INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A | 767000 | $766,724.43 | 0.33% | NR | 2.73 | 01/15/2033 |
| 14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 651000 | $770,483.54 | 0.33% | NR | 5.65 | 09/15/2048 |
| 35671DCC7 | FREEPORT-MCMORAN INC FCX 5 09/01/27 | 751000 | $752,981.81 | 0.32% | Ba1 | 5.00 | 09/01/2027 |
| 345397ZQ9 | FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 | 698000 | $743,805.46 | 0.32% | Ba1 | 5.58 | 03/18/2024 |
| 17328BAA2 | CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 | 743558 | $744,140.04 | 0.32% | NR | 2.72 | 07/25/2049 |
| 29246BAE8 | EMPRESAS PUBLICAS DE MEDELLIN ESP EEPPME 4 1/4 07/18/29 | 690000 | $731,412.46 | 0.31% | Baa3 | 4.25 | 07/18/2029 |
| 42806DCD9 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A A | 700000 | $721,330.35 | 0.31% | Aaa | 3.71 | 03/25/2023 |
| 14855MAA6 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A A | 722028 | $734,277.10 | 0.31% | NR | 3.97 | 04/15/2039 |
| 47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 686000 | $730,817.26 | 0.31% | NR | 4.85 | 07/30/2047 |
| 04686JAA9 | ATHENE HOLDING LTD ATH 4 1/8 01/12/28 | 700000 | $726,186.36 | 0.31% | NR | 4.13 | 01/12/2028 |
| 780097BE0 | ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.498 05/15/23 | 711000 | $729,883.09 | 0.31% | Baa2 | 3.50 | 05/15/2023 |
| 94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 575000 | $738,890.01 | 0.31% | A3 | 5.38 | 11/02/2043 |
| 836205BB9 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 5 3/4 09/30/49 | 705000 | $701,526.97 | 0.30% | Baa3 | 5.75 | 09/30/2049 |
| 05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 619000 | $697,845.13 | 0.30% | Baa2 | 6.75 | 12/31/2049 |
| 110122CB2 | BRISTOL-MYERS SQUIBB CO BMY 3.4 07/26/29 | 644000 | $696,786.03 | 0.30% | A2 | 3.40 | 07/26/2029 |
| 72650RBM3 | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP PAA 3.55 12/15/29 | 700000 | $689,196.99 | 0.29% | Ba1 | 3.55 | 12/15/2029 |
| 345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $688,797.60 | 0.29% | Ba1 | 5.09 | 01/07/2021 |
| 3140HHSZ9 | FANNIE MAE POOL FN BK4135 4.5 12/1/2048 | 650708 | $687,024.05 | 0.29% | Aaa | 4.50 | 12/01/2048 |
| 855244AU3 | STARBUCKS CORP SBUX 4.45 08/15/49 | 580000 | $676,599.20 | 0.29% | Baa1 | 4.45 | 08/15/2049 |
| 125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 694000 | $694,868.07 | 0.29% | NR | 2.82 | 07/15/2032 |
| 86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 670857 | $686,774.60 | 0.29% | NR | 4.51 | 11/25/2033 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $687,763.10 | 0.29% | Baa3 | 6.00 | 12/31/2049 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $679,686.34 | 0.29% | NR | 3.29 | 08/15/2034 |
| 12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 673000 | $673,990.11 | 0.29% | NR | 3.33 | 08/15/2035 |
| 84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 665000 | $660,766.42 | 0.28% | Baa3 | 3.40 | 01/15/2030 |
| 74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $654,902.34 | 0.28% | Aa3 | 3.38 | 03/14/2024 |
| 46623EKG3 | JPMORGAN CHASE & CO JPM 2.295 08/15/21 | 660000 | $663,686.60 | 0.28% | A2 | 2.30 | 08/15/2021 |
| 09659T2A8 | BNP PARIBAS SA BNP 4 3/8 03/01/33 | 618000 | $654,200.12 | 0.28% | Baa2 | 4.38 | 03/01/2033 |
| 25272KAR4 | DELL INTERNATIONAL LLC / EMC CORP DELL 8.35 07/15/46 | 486000 | $649,271.09 | 0.28% | Baa3 | 8.35 | 07/15/2046 |
| 55336VBG4 | MPLX LP MPLX FLOAT 09/09/21 | 633000 | $636,262.88 | 0.27% | Baa2 | 3.00 | 09/09/2021 |
| 86562MBP4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 3.04 07/16/29 | 590000 | $607,125.96 | 0.26% | A1 | 3.04 | 07/16/2029 |
| 00206RFU1 | AT&T INC T 5.15 02/15/50 | 525000 | $618,128.59 | 0.26% | Baa2 | 5.15 | 02/15/2050 |
| 268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/14 | 510000 | $624,156.17 | 0.26% | A3 | 6.00 | 01/22/2114 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 588641 | $605,247.12 | 0.26% | Baa1 | 3.75 | 12/25/2045 |
| 44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $602,528.70 | 0.26% | Aaa | 3.40 | 07/29/2028 |
| 3137FCLD4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K071 A2 | 570000 | $618,354.15 | 0.26% | Aaa | 3.29 | 11/25/2027 |
| 20048EBB6 | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B | 590000 | $612,404.21 | 0.26% | Aa3 | 3.74 | 01/10/2046 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $610,265.14 | 0.26% | NR | 4.69 | 08/10/2048 |
| 912796SX8 | UNITED STATES TREASURY BILL B 12/19/19 | 593000 | $590,740.93 | 0.25% | Aaa | 0.00 | 12/19/2019 |
| 233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 556605 | $579,581.36 | 0.25% | NR | 4.02 | 05/20/2049 |
| 02005NAZ3 | ALLY FINANCIAL INC ALLY 4 1/8 03/30/20 | 590000 | $593,755.10 | 0.25% | NR | 4.13 | 03/30/2020 |
| 724479AK6 | PITNEY BOWES INC PBI 3 3/8 10/01/21 | 575000 | $589,015.63 | 0.25% | Ba2 | 4.13 | 10/01/2021 |
| 00653GAB0 | ADANI ABBOT POINT TERMINAL PTY LTD ADAABB 4.45 12/15/22 | 584000 | $589,608.02 | 0.25% | NR | 4.45 | 12/15/2022 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 740000 | $587,651.10 | 0.25% | Baa1 | 3.16 | 05/15/2047 |
| 12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $601,523.86 | 0.25% | NR | 3.09 | 08/10/2029 |
| 06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $581,019.80 | 0.25% | Aa2 | 3.99 | 09/15/2048 |
| 70450YAC7 | PAYPAL HOLDINGS INC PYPL 2.4 10/01/24 | 571000 | $573,086.96 | 0.24% | NR | 2.40 | 10/01/2024 |
| 02377LAA2 | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 | 546000 | $562,957.89 | 0.24% | Aa3 | 3.15 | 02/15/2032 |
| 90932MAA3 | UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST UAL 2.9 05/01/28 | 559000 | $557,119.69 | 0.24% | A2 | 2.90 | 05/01/2028 |
| 64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 575200 | $576,524.67 | 0.24% | NR | 2.49 | 09/25/2059 |
| 233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 528675 | $561,139.05 | 0.24% | NR | 4.35 | 05/20/2049 |
| 40390AAA9 | HMH TRUST 2017-NSS HMH 2017-NSS A | 560000 | $570,259.05 | 0.24% | NR | 3.06 | 07/05/2031 |
| 61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $568,993.80 | 0.24% | Ba1 | 6.88 | 12/31/2049 |
| 898324AC2 | TRUST F/1401 FUNOTR 5 1/4 01/30/26 | 533000 | $573,052.73 | 0.24% | Baa2 | 5.25 | 01/30/2026 |
| 83367TBV0 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 525000 | $571,599.22 | 0.24% | Ba2 | 7.38 | 12/31/2059 |
| 95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 560025 | $576,958.04 | 0.24% | NR | 3.88 | 03/15/2048 |
| 909318AA5 | UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST UAL 3 1/2 03/01/30 | 539247 | $565,810.90 | 0.24% | Aa3 | 3.50 | 03/01/2030 |
| 55389PAA7 | MVW OWNER TRUST 2019-1 MVWOT 2019-1A A | 560377 | $570,981.50 | 0.24% | NR | 2.89 | 11/20/2036 |
| 42806DCJ6 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A B | 517000 | $532,146.48 | 0.23% | NR | 3.67 | 05/25/2025 |
| 898339AA4 | TRUST F/1401 FUNOTR 4.869 01/15/30 | 520000 | $540,840.69 | 0.23% | Baa2 | 4.87 | 01/15/2030 |
| 26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $541,234.70 | 0.23% | NR | 2.96 | 04/15/2025 |
| 05526DBH7 | BAT CAPITAL CORP BATSLN 3.462 09/06/29 | 560000 | $549,319.03 | 0.23% | Baa2 | 3.46 | 09/06/2029 |
| 38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 525000 | $541,968.25 | 0.23% | A3 | 3.27 | 09/29/2025 |
| 878742AE5 | TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 | 471000 | $548,125.85 | 0.23% | Baa3 | 6.13 | 10/01/2035 |
| 25272KAK9 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 478000 | $547,507.28 | 0.23% | Baa3 | 6.02 | 06/15/2026 |
| 09681LAH3 | BOC AVIATION LTD BOCAVI FLOAT 09/26/23 | 542000 | $544,547.25 | 0.23% | NR | 3.24 | 09/26/2023 |
| 50077LAY2 | KRAFT HEINZ FOODS CO KHC 4 7/8 10/01/49 | 545000 | $550,475.39 | 0.23% | Baa3 | 4.88 | 10/01/2049 |
| 912828YB0 | UNITED STATES TREASURY NOTE/BOND T 1 5/8 08/15/29 | 530000 | $528,506.90 | 0.22% | Aaa | 1.63 | 08/15/2029 |
| 02377CAA2 | AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST AAL 3.6 10/15/29 | 488073 | $508,284.64 | 0.22% | A2 | 3.60 | 10/15/2029 |
| 247361ZJ0 | DELTA AIR LINES INC DAL 3 5/8 03/15/22 | 512000 | $526,788.45 | 0.22% | Baa3 | 3.63 | 03/15/2022 |
| 161175BB9 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 4.464 07/23/22 | 500000 | $530,598.85 | 0.22% | Ba1 | 4.46 | 07/23/2022 |
| 747262AW3 | QVC INC QVCN 5.45 08/15/34 | 479000 | $490,780.36 | 0.21% | Ba2 | 5.45 | 08/15/2034 |
| 20030NCN9 | COMCAST CORP CMCSA 4.95 10/15/58 4.95 10/15/2058 | 381000 | $497,505.83 | 0.21% | A3 | 4.95 | 10/15/2058 |
| 45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 471000 | $479,585.94 | 0.20% | Ba3 | 4.75 | 10/01/2024 |
| 025676AM9 | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL 5 06/15/27 | 435000 | $463,639.21 | 0.20% | NR | 5.00 | 06/15/2027 |
| 125523AE0 | CIGNA CORP CI 3.4 09/17/21 | 455000 | $465,921.62 | 0.20% | Baa2 | 3.40 | 09/17/2021 |
| 55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $460,341.23 | 0.20% | Baa2 | 3.20 | 09/09/2022 |
| 26907YAB0 | ESH HOSPITALITY INC STAY 4 5/8 10/01/27 | 469000 | $470,955.80 | 0.20% | Ba3 | 4.63 | 10/01/2027 |
| 571676AA3 | MARS INC MARS 2.7 04/01/25 | 454000 | $472,096.80 | 0.20% | A1 | 2.70 | 04/01/2025 |
| 00912XAS3 | AIR LEASE CORP AL 3 3/8 06/01/21 | 455000 | $467,296.13 | 0.20% | NR | 3.38 | 06/01/2021 |
| 3137FEUB4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K730 AM | 441000 | $476,228.75 | 0.20% | A1 | 3.59 | 01/25/2025 |
| 928563AA3 | VMWARE INC VMW 2.3 08/21/20 | 468000 | $469,435.09 | 0.20% | Baa2 | 2.30 | 08/21/2020 |
| 61691LAG4 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS B | 460000 | $460,587.65 | 0.20% | Aa3 | 2.88 | 11/15/2034 |
| 212015AH4 | CONTINENTAL RESOURCES INC/OK CLR 5 09/15/22 | 474000 | $479,229.27 | 0.20% | Ba1 | 5.00 | 09/15/2022 |
| 761735AP4 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 3/4 10/15/ | 463233 | $476,488.40 | 0.20% | B1 | 5.75 | 10/15/2020 |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 435000 | $469,431.55 | 0.20% | Baa1 | 3.95 | 01/15/2027 |
| 3138WGD35 | FNCI AS6421 3.5 12-01-30 | 445469 | $467,453.64 | 0.20% | Aaa | 3.50 | 12/01/2030 |
| 29135LAD2 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 2 1/8 09/30/24 | 475000 | $472,178.04 | 0.20% | Aa2 | 2.13 | 09/30/2024 |
| 49271VAE0 | KEURIG DR PEPPER INC KDP 3.551 05/25/21 | 423000 | $437,607.83 | 0.19% | Baa2 | 3.55 | 05/25/2021 |
| 037833DN7 | APPLE INC AAPL 2.05 09/11/26 | 463000 | $458,011.21 | 0.19% | Aa1 | 2.05 | 09/11/2026 |
| 037833DQ0 | APPLE INC AAPL 2.95 09/11/49 | 468000 | $458,918.62 | 0.19% | Aa1 | 2.95 | 09/11/2049 |
| 853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $437,712.19 | 0.19% | A2 | 3.33 | 09/10/2022 |
| 03464NAA0 | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1 | 441655 | $448,028.54 | 0.19% | NR | 3.65 | 09/25/2048 |
| 125282AJ2 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC C | 439000 | $439,599.75 | 0.19% | NR | 3.08 | 07/15/2032 |
| 07274NAE3 | BAYER US FINANCE II LLC BAYNGR 3 7/8 12/15/23 | 431000 | $455,183.49 | 0.19% | Baa1 | 3.88 | 12/15/2023 |
| 886065AB7 | THUNDERBOLT II AIRCRAFT LEASE LTD TBOLT 2018-A B | 426214 | $437,171.95 | 0.19% | NR | 5.07 | 09/15/2038 |
| 20030NCL3 | COMCAST CORP CMCSA 4.6 10/15/38 4.6 10/15/2038 | 370000 | $451,206.16 | 0.19% | A3 | 4.60 | 10/15/2038 |
| 726503AE5 | PLAINS ALL AMERICAN PIPELINE LP PAA 6 1/8 PERP | 473000 | $456,491.78 | 0.19% | Ba3 | 6.13 | 12/31/2099 |
| 00206RDT6 | AT&T INC T 5.7 03/01/57 | 350000 | $442,651.50 | 0.19% | Baa2 | 5.70 | 03/01/2057 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $454,416.49 | 0.19% | Aaa | 3.63 | 01/25/2029 |
| 25277LAA4 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 5 3/8 08/15/26 | 408000 | $426,894.09 | 0.18% | Ba2 | 5.38 | 08/15/2026 |
| 02378MAA9 | AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST AAL 3 1/2 02/15/32 | 418000 | $434,934.11 | 0.18% | A2 | 3.50 | 02/15/2032 |
| 928668AQ5 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/12/21 | 421000 | $425,155.46 | 0.18% | A3 | 3.12 | 11/12/2021 |
| 303901BB7 | FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 4.85 04/17/28 | 385000 | $425,077.95 | 0.18% | Baa3 | 4.85 | 04/17/2028 |
| 57665RAJ5 | MATCH GROUP INC MTCH 5 5/8 02/15/29 | 394000 | $425,396.88 | 0.18% | Ba3 | 5.63 | 02/15/2029 |
| 00206RCQ3 | AT&T INC T 4 3/4 05/15/46 | 379000 | $427,362.52 | 0.18% | Baa2 | 4.75 | 05/15/2046 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $427,041.67 | 0.18% | NR | 6.63 | 11/01/2025 |
| 88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $421,153.20 | 0.18% | A1 | 3.93 | 01/19/2038 |
| 224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 405000 | $418,992.90 | 0.18% | Baa2 | 3.35 | 09/15/2026 |
| 00138CAC2 | AIG GLOBAL FUNDING AIG 2.7 12/15/21 | 412000 | $419,194.97 | 0.18% | A2 | 2.70 | 12/15/2021 |
| 68245XAE9 | 1011778 BC ULC / NEW RED FINANCE INC BCULC 5 10/15/25 | 412000 | $435,094.89 | 0.18% | B2 | 5.00 | 10/15/2025 |
| 588056AZ4 | MERCER INTERNATIONAL INC MERC 7 3/8 01/15/25 | 380000 | $401,880.08 | 0.17% | Ba3 | 7.38 | 01/15/2025 |
| 46625HRY8 | JPMORGAN CHASE & CO JPM 3.782 02/01/28 | 368000 | $396,521.28 | 0.17% | A2 | 3.78 | 02/01/2028 |
| 29135LAF7 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 3 1/8 09/30/49 | 405000 | $392,378.91 | 0.17% | Aa2 | 3.13 | 09/30/2049 |
| 05946KAG6 | BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 6 1/2 PERP | 400000 | $409,077.78 | 0.17% | Ba2 | 6.50 | 12/31/2099 |
| 26441CBG9 | DUKE ENERGY CORP DUK 4 7/8 PERP | 391000 | $400,975.32 | 0.17% | Baa3 | 4.88 | 12/31/2049 |
| 556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $393,963.65 | 0.17% | Ba1 | 6.13 | 12/31/2049 |
| ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 350000 | $410,707.11 | 0.17% | Ba3 | 3.88 | 11/15/2029 |
| 98956PAP7 | ZIMMER BIOMET HOLDINGS INC ZBH FLOAT 03/19/21 | 390000 | $390,385.68 | 0.17% | Baa3 | 2.91 | 03/19/2021 |
| 05369AAD3 | AVIATION CAPITAL GROUP LLC PACLIF 4 1/8 08/01/25 | 386000 | $405,385.82 | 0.17% | NR | 4.13 | 08/01/2025 |
| 38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS 5 PERP | 405000 | $405,519.75 | 0.17% | Ba1 | 5.00 | 12/31/2049 |
| 42806DBQ1 | HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A A | 400000 | $410,343.49 | 0.17% | Aaa | 3.29 | 02/25/2024 |
| 90931VAA4 | UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST UAL 3.7 03/01/30 | 395575 | $412,023.45 | 0.17% | A2 | 3.70 | 03/01/2030 |
| 37954JAB2 | GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 | 383000 | $401,960.42 | 0.17% | NR | 4.50 | 10/20/2021 |
| 62877BAB1 | NORWEGIAN AIR SHUTTLE ASA 2016-1 CLASS B PASS THROUGH TRUST NASNO 7 1/2 11/10/23 | 385727 | $398,793.69 | 0.17% | B2 | 7.50 | 11/10/2023 |
| 70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 409000 | $410,920.30 | 0.17% | NR | 2.65 | 10/01/2026 |
| 29135LAE0 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 2 1/2 09/30/29 | 375000 | $372,393.54 | 0.16% | Aa2 | 2.50 | 09/30/2029 |
| 23371DAC8 | DAE FUNDING LLC DUBAEE 4 08/01/20 | 364000 | $368,701.67 | 0.16% | Ba2 | 4.00 | 08/01/2020 |
| 26253KAC8 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A C | 370000 | $374,115.65 | 0.16% | NR | 2.74 | 04/15/2025 |
| 126650DE7 | CVS HEALTH CORP CVS 2 5/8 08/15/24 | 371000 | $373,525.00 | 0.16% | Baa2 | 2.63 | 08/15/2024 |
| 86964WAF9 | SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 | 334000 | $367,288.67 | 0.16% | NR | 6.00 | 01/15/2029 |
| 80414L2A2 | SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 | 362000 | $369,634.97 | 0.16% | A1 | 2.75 | 04/16/2022 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 375929 | $385,072.17 | 0.16% | Baa1 | 3.75 | 04/25/2045 |
| 07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $368,703.80 | 0.16% | Baa1 | 3.13 | 12/15/2023 |
| 78448TAD4 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 4 1/8 07/15/23 | 361000 | $382,612.33 | 0.16% | NR | 4.13 | 07/15/2023 |
| 47233JBH0 | JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINANCE INC JEF 4.15 01/23/30 | 366000 | $368,545.81 | 0.16% | Baa3 | 4.15 | 01/23/2030 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 328369 | $372,338.62 | 0.16% | Aaa | 5.50 | 04/01/2035 |
| 46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 355000 | $378,457.76 | 0.16% | A3 | 3.63 | 12/01/2027 |
| 853254BH2 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 335000 | $374,916.83 | 0.16% | Ba1 | 7.75 | 12/31/2049 |
| 78448TAB8 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 3 07/15/22 | 377000 | $383,473.46 | 0.16% | NR | 3.00 | 07/15/2022 |
| 015271AS8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 4 02/01/50 | 353000 | $387,755.76 | 0.16% | Baa1 | 4.00 | 02/01/2050 |
| 11043XAA1 | BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST IAGLN 3.3 12/15/32 | 340000 | $354,954.89 | 0.15% | Aa2 | 3.30 | 12/15/2032 |
| 928668AV4 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/13/20 | 345000 | $347,546.18 | 0.15% | A3 | 2.95 | 11/13/2020 |
| 008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 320000 | $343,246.61 | 0.15% | A3 | 4.25 | 02/15/2024 |
| 86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 345926 | $351,023.93 | 0.15% | NR | 4.41 | 07/25/2034 |
| 02005NBA7 | ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 | 335000 | $360,586.78 | 0.15% | NR | 4.63 | 03/30/2025 |
| 29379VBM4 | ENTERPRISE PRODUCTS OPERATING LLC EPD 4 7/8 08/16/77 | 376000 | $365,601.25 | 0.15% | Baa2 | 4.88 | 08/16/2077 |
| 00206RDC3 | AT&T INC T 4.45 04/01/24 | 310000 | $342,250.63 | 0.15% | Baa2 | 4.45 | 04/01/2024 |
| 404280BR9 | HSBC HOLDINGS PLC HSBC FLOAT 05/18/24 | 343000 | $345,639.78 | 0.15% | A2 | 3.12 | 05/18/2024 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 307644 | $352,354.28 | 0.15% | Baa2 | 5.77 | 01/10/2033 |
| 3137BUX52 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K062 A1 | 337076 | $352,767.14 | 0.15% | Aaa | 3.03 | 09/25/2026 |
| 67091TAC9 | OCP SA OCPMR 4 1/2 10/22/25 | 323000 | $345,569.63 | 0.15% | NR | 4.50 | 10/22/2025 |
| 11043XAB9 | BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST IAGLN 3.35 06/15/29 | 319000 | $326,075.87 | 0.14% | A3 | 3.35 | 06/15/2029 |
| 55342UAJ3 | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 4 5/8 08/01/29 | 307000 | $318,773.66 | 0.14% | Ba1 | 4.63 | 08/01/2029 |
| 05526DBG9 | BAT CAPITAL CORP BATSLN 2.789 09/06/24 | 339000 | $336,428.82 | 0.14% | Baa2 | 2.79 | 09/06/2024 |
| 90932KAA7 | UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST UAL 3 1/2 05/01/28 | 339000 | $340,246.98 | 0.14% | Baa2 | 3.50 | 05/01/2028 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 295000 | $320,002.50 | 0.14% | Baa3 | 4.98 | 02/06/2026 |
| 47760QAA1 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I | 333470 | $338,007.00 | 0.14% | NR | 3.61 | 07/30/2047 |
| 161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 290000 | $322,070.43 | 0.14% | Ba1 | 5.38 | 05/01/2047 |
| 62947QAV0 | NXP BV / NXP FUNDING LLC NXPI 4 5/8 06/01/23 | 298000 | $322,081.73 | 0.14% | Baa3 | 4.63 | 06/01/2023 |
| 032654AM7 | ANALOG DEVICES INC ADI 3 1/8 12/05/23 | 310000 | $322,205.27 | 0.14% | Baa1 | 3.13 | 12/05/2023 |
| 842587CY1 | SOUTHERN CO/THE SO 5 1/2 03/15/57 | 321000 | $334,838.39 | 0.14% | Baa3 | 5.50 | 03/15/2057 |
| 40414LAP4 | HCP INC HCP 4 12/01/22 | 314000 | $332,977.30 | 0.14% | Baa1 | 4.00 | 12/01/2022 |
| 70450YAE3 | PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 | 303000 | $304,094.48 | 0.13% | NR | 2.85 | 10/01/2029 |
| 92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 240000 | $298,814.84 | 0.13% | Baa1 | 5.25 | 03/16/2037 |
| 92537BAA2 | VERUS SECURITIZATION TRUST 2018-3 VERUS 2018-3 A1 | 306690 | $311,116.00 | 0.13% | NR | 4.11 | 10/25/2058 |
| 862121AB6 | STORE CAPITAL CORP STOR 4 5/8 03/15/29 | 270000 | $297,519.10 | 0.13% | Baa2 | 4.63 | 03/15/2029 |
| 25466AAN1 | DISCOVER BANK DFS 4.682 08/09/28 | 290000 | $305,154.76 | 0.13% | Baa3 | 4.68 | 08/09/2028 |
| 023771S41 | AMERICAN AIRLINES 2016-3 CLASS B PASS THROUGH TRUST AAL 3 3/4 10/15/25 | 294057 | $303,747.95 | 0.13% | Baa3 | 3.75 | 10/15/2025 |
| 87161CAL9 | SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 | 302000 | $307,653.69 | 0.13% | NR | 3.13 | 11/01/2022 |
| 46187BAC7 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 C | 295000 | $295,110.53 | 0.13% | A2 | 3.47 | 12/17/2036 |
| 61691LAJ8 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS C | 312000 | $312,420.25 | 0.13% | A3 | 3.03 | 11/15/2034 |
| 88032WAG1 | TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 | 286000 | $300,937.09 | 0.13% | A1 | 3.60 | 01/19/2028 |
| 75884RAX1 | REGENCY CENTERS LP REG 4 1/8 03/15/28 | 291000 | $316,537.50 | 0.13% | Baa1 | 4.13 | 03/15/2028 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 308024 | $311,634.15 | 0.13% | NR | 3.00 | 06/25/2043 |
| 85208NAA8 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 3.36 09/20/21 | 310500 | $311,983.16 | 0.13% | Baa2 | 3.36 | 09/20/2021 |
| 345397YE7 | FORD MOTOR CREDIT CO LLC F 2.681 01/09/20 | 303000 | $304,828.99 | 0.13% | Ba1 | 2.68 | 01/09/2020 |
| 594918CA0 | MICROSOFT CORP MSFT 4 1/4 02/06/47 | 239000 | $298,266.39 | 0.13% | Aaa | 4.25 | 02/06/2047 |
| 247361ZK7 | DELTA AIR LINES INC DAL 2 7/8 03/13/20 | 307000 | $308,097.88 | 0.13% | Baa3 | 2.88 | 03/13/2020 |
| 225433AC5 | CREDIT SUISSE GROUP FUNDING GUERNSEY LTD CS 3 3/4 03/26/25 | 300000 | $315,410.58 | 0.13% | Baa2 | 3.75 | 03/26/2025 |
| 82967NBE7 | SIRIUS XM RADIO INC SIRI 4 5/8 07/15/24 | 267000 | $279,886.50 | 0.12% | Ba3 | 4.63 | 07/15/2024 |
| 37959DAA2 | GLOBO COMUNICACAO E PARTICIPACOES SA GLOPAR 5 1/8 03/31/27 | 266000 | $272,687.87 | 0.12% | NR | 5.13 | 03/31/2027 |
| 21036PBA5 | CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 | 276000 | $277,030.21 | 0.12% | Baa3 | 2.86 | 11/15/2021 |
| 3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $275,342.61 | 0.12% | Aaa | 4.03 | 10/25/2028 |
| 3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $275,674.96 | 0.12% | Aaa | 4.06 | 10/25/2028 |
| 225310AL5 | CREDIT ACCEPTANCE CORP CACC 6 5/8 03/15/26 | 261000 | $280,038.50 | 0.12% | Ba3 | 6.63 | 03/15/2026 |
| 24703DAZ4 | DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 | 250000 | $274,316.84 | 0.12% | Baa3 | 4.90 | 10/01/2026 |
| 548661DR5 | LOWES COS INC LOW 3.65 04/05/29 | 265000 | $288,141.70 | 0.12% | Baa1 | 3.65 | 04/05/2029 |
| 31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 303053 | $275,123.57 | 0.12% | Aaa | 0.00 | 01/25/2037 |
| 638671AL1 | NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 | 240000 | $284,727.32 | 0.12% | A3 | 4.95 | 04/22/2044 |
| 138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 256000 | $280,957.65 | 0.12% | NR | 6.50 | 06/17/2022 |
| 91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 262000 | $284,015.44 | 0.12% | A3 | 3.75 | 07/15/2025 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $274,825.35 | 0.12% | Ba1 | 6.25 | 12/29/2049 |
| 247361ZP6 | DELTA AIR LINES INC DAL 3.8 04/19/23 | 264000 | $278,313.27 | 0.12% | Baa3 | 3.80 | 04/19/2023 |
| 692733AA6 | OZTEL HOLDINGS SPC LTD OTELOM 5 5/8 10/24/23 | 274000 | $288,941.56 | 0.12% | Ba1 | 5.63 | 10/24/2023 |
| 05369AAE1 | AVIATION CAPITAL GROUP LLC PACLIF FLOAT 07/30/21 | 271000 | $271,854.14 | 0.12% | NR | 2.94 | 07/30/2021 |
| 20030NCS8 | COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 | 260000 | $287,823.13 | 0.12% | A3 | 3.95 | 10/15/2025 |
| 46187BAA1 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A | 294072 | $294,546.27 | 0.12% | Aaa | 2.87 | 12/17/2036 |
| 01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $283,586.69 | 0.12% | A1 | 4.40 | 12/06/2057 |
| 01609WAV4 | ALIBABA GROUP HOLDING LTD BABA 4.2 12/06/47 | 250000 | $286,970.89 | 0.12% | A1 | 4.20 | 12/06/2047 |
| EI0106290 | BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP | 258000 | $280,939.78 | 0.12% | B2 | 8.50 | 12/31/2049 |
| 14310FAA0 | CARLYLE HOLDINGS II FINANCE LLC CG 5 5/8 03/30/43 | 249000 | $290,669.62 | 0.12% | NR | 5.63 | 03/30/2043 |
| 12594JAG0 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C | 285000 | $289,393.69 | 0.12% | NR | 3.58 | 08/10/2029 |
| 02379DAA8 | AMERICAN AIRLINES 2019-1 CLASS B PASS THROUGH TRUST AAL 3.85 02/15/28 | 271000 | $275,062.36 | 0.12% | Baa3 | 3.85 | 02/15/2028 |
| 260543CS0 | DOW CHEMICAL CO/THE DOW 3.15 05/15/24 | 243000 | $252,337.35 | 0.11% | Baa2 | 3.15 | 05/15/2024 |
| 125282AL7 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC D | 259000 | $259,417.91 | 0.11% | NR | 3.63 | 07/15/2032 |
| 632525AS0 | NATIONAL AUSTRALIA BANK LTD NAB 3.933 08/02/34 | 250000 | $258,250.84 | 0.11% | Baa1 | 3.93 | 08/02/2034 |
| 42806DCF4 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A C | 250000 | $259,077.75 | 0.11% | NR | 4.99 | 03/25/2023 |
| 74727PBB6 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 | 200000 | $247,866.14 | 0.11% | Aa3 | 4.82 | 03/14/2049 |
| 00912XAM6 | AIR LEASE CORP AL 3 7/8 04/01/21 | 260000 | $270,579.21 | 0.11% | NR | 3.88 | 04/01/2021 |
| 31410G7L1 | FNCL 889299 6.0 04-01-38 | 219343 | $253,122.31 | 0.11% | Aaa | 6.00 | 04/01/2038 |
| 63859WAF6 | NATIONWIDE BUILDING SOCIETY NWIDE 4 1/8 10/18/32 | 250000 | $253,860.95 | 0.11% | Baa1 | 4.13 | 10/18/2032 |
| 88032WAE6 | TENCENT HOLDINGS LTD TENCNT 2.985 01/19/23 | 256000 | $261,541.20 | 0.11% | A1 | 2.99 | 01/19/2023 |
| 94982CAG3 | WELLS FARGO MORTGAGE BACKED SECURITIES 2004-DD TRUST WFMBS 2004-DD 2A6 | 249556 | $260,252.60 | 0.11% | Baa3 | 5.01 | 01/25/2035 |
| 31404NAB2 | FNARM 773202 4.5 11-01-34 | 239180 | $250,486.13 | 0.11% | Aaa | 4.50 | 11/01/2034 |
| 81744YAC0 | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 | 280476 | $269,879.93 | 0.11% | Aaa | 1.55 | 04/25/2043 |
| EJ6655637 | AVIANCA HOLDINGS SA / AVIANCA LEASING LLC / GRUPO TACA HOLDINGS LTD PFAVHC 8 3/8 05/10/20 | 262000 | $258,804.15 | 0.11% | NR | 8.38 | 05/10/2020 |
| 71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 235000 | $251,652.61 | 0.11% | Baa3 | 4.30 | 03/15/2027 |
| 89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 259461 | $262,022.98 | 0.11% | Aaa | 2.75 | 04/25/2057 |
| 595112BQ5 | MICRON TECHNOLOGY INC MU 4.663 02/15/30 | 255000 | $268,410.58 | 0.11% | Baa3 | 4.66 | 02/15/2030 |
| 401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $237,119.36 | 0.10% | Ba1 | 6.13 | 06/01/2050 |
| 3137G1BW6 | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 FWLS 2017-SC02 2A1 | 242674 | $246,657.94 | 0.10% | NR | 3.50 | 05/25/2047 |
| 015271AR0 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3 3/8 08/15/31 | 232000 | $243,474.82 | 0.10% | Baa1 | 3.38 | 08/15/2031 |
| 90932JAA0 | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST UAL 2.7 05/01/32 | 242000 | $242,571.12 | 0.10% | Aa3 | 2.70 | 05/01/2032 |
| 037833DP2 | APPLE INC AAPL 2.2 09/11/29 | 231000 | $227,079.57 | 0.10% | Aa1 | 2.20 | 09/11/2029 |
| 020564AD2 | ALPEK SAB DE CV ALPEKA 4 1/4 09/18/29 | 245000 | $247,213.51 | 0.10% | Baa3 | 4.25 | 09/18/2029 |
| 29245JAL6 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $234,944.75 | 0.10% | Baa3 | 5.25 | 11/06/2029 |
| 80413TAK5 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 4 3/8 04/16/29 | 200000 | $228,510.42 | 0.10% | A1 | 4.38 | 04/16/2029 |
| 699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 200000 | $227,530.00 | 0.10% | Ba1 | 5.40 | 03/30/2050 |
| 29247QAA2 | EMPRESA DE TRANSMISION ELECTRICA SA EMTESA 5 1/8 05/02/49 | 200000 | $234,117.36 | 0.10% | Baa1 | 5.13 | 05/02/2049 |
| 060505FL3 | BANK OF AMERICA CORP BAC 5 7/8 PERP | 215000 | $233,320.39 | 0.10% | Baa3 | 5.88 | 12/31/2049 |
| 692733AB4 | OZTEL HOLDINGS SPC LTD OTELOM 6 5/8 04/24/28 | 227000 | $235,122.60 | 0.10% | Ba1 | 6.63 | 04/24/2028 |
| 46187BAD5 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 D | 238000 | $238,583.48 | 0.10% | Baa2 | 3.82 | 12/17/2036 |
| 682051AG2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 4 1/8 01/17/23 | 246000 | $247,470.88 | 0.10% | Ba1 | 4.13 | 01/17/2023 |
| 31403UYK1 | FNARM 758614 4.1 11-01-33 | 222601 | $230,480.39 | 0.10% | Aaa | 4.15 | 11/01/2033 |
| 31417TP51 | FNCL AC6743 5.0 12-01-39 | 211387 | $234,531.01 | 0.10% | Aaa | 5.00 | 12/01/2039 |
| EI4368631 | OOREDOO INTERNATIONAL FINANCE LTD QTELQD 5 10/19/25 | 200000 | $229,610.00 | 0.10% | A2 | 5.00 | 10/19/2025 |
| 22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 223709 | $230,175.83 | 0.10% | NR | 4.40 | 06/25/2034 |
| 020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 195000 | $229,027.99 | 0.10% | A3 | 4.20 | 12/15/2046 |
| 84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 230000 | $243,080.53 | 0.10% | Baa3 | 4.00 | 07/15/2029 |
| 60284MAB8 | MINERA MEXICO SA DE CV SCCOMX 4 1/2 01/26/50 | 205000 | $202,053.13 | 0.09% | Baa2 | 4.50 | 01/26/2050 |
| 21987BAW8 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3 5/8 08/01/27 | 200000 | $211,816.33 | 0.09% | A3 | 3.63 | 08/01/2027 |
| 898339AB2 | TRUST F/1401 FUNOTR 6.39 01/15/50 | 200000 | $216,281.50 | 0.09% | Baa2 | 6.39 | 01/15/2050 |
| 91734JAA8 | USIMINAS INTERNATIONAL SARL USIM 5 7/8 07/18/26 | 200000 | $204,322.64 | 0.09% | Ba3 | 5.88 | 07/18/2026 |
| 17162LAB7 | PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV TERRAF 4.962 07/18/29 | 200000 | $205,764.37 | 0.09% | Baa3 | 4.96 | 07/18/2029 |
| 698299BK9 | PANAMA GOVERNMENT INTERNATIONAL BOND PANAMA 3.16 01/23/30 | 200000 | $207,493.78 | 0.09% | Baa1 | 3.16 | 01/23/2030 |
| 283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $205,676.96 | 0.09% | B3 | 7.12 | 01/20/2050 |
| 82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $200,793.23 | 0.09% | A1 | 2.50 | 08/08/2024 |
| 82939GAH1 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2.95 08/08/29 | 200000 | $201,612.16 | 0.09% | A1 | 2.95 | 08/08/2029 |
| 82939GAJ7 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 3.68 08/08/49 | 200000 | $215,116.28 | 0.09% | A1 | 3.68 | 08/08/2049 |
| 46284VAF8 | IRON MOUNTAIN INC IRM 4 7/8 09/15/29 | 204000 | $207,728.95 | 0.09% | Ba3 | 4.88 | 09/15/2029 |
| 74445PAA0 | INDONESIA ASAHAN ALUMINIUM PERSERO PT IDASAL 5.23 11/15/21 | 200000 | $213,863.48 | 0.09% | Baa2 | 5.23 | 11/15/2021 |
| 91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $221,302.00 | 0.09% | A3 | 4.50 | 04/22/2029 |
| 03846JW63 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 6.2004 03/01/24 | 200000 | $209,816.60 | 0.09% | B2 | 6.20 | 03/01/2024 |
| 74727PBA8 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4 03/14/29 | 200000 | $221,877.78 | 0.09% | Aa3 | 4.00 | 03/14/2029 |
| 02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $213,705.73 | 0.09% | NR | 4.65 | 04/09/2024 |
| 80414L2E4 | SAUDI ARABIAN OIL CO ARAMCO 4 1/4 04/16/39 | 200000 | $219,620.64 | 0.09% | A1 | 4.25 | 04/16/2039 |
| 491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $215,159.73 | 0.09% | B2 | 8.00 | 05/22/2032 |
| 92769XAM7 | VIRGIN MEDIA SECURED FINANCE PLC VMED 5 1/2 08/15/26 | 200000 | $211,215.56 | 0.09% | Ba3 | 5.50 | 08/15/2026 |
| 02154CAE3 | ALTICE FINANCING SA ALTICE 7 1/2 05/15/26 | 200000 | $215,664.67 | 0.09% | B2 | 7.50 | 05/15/2026 |
| 443293AB1 | HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 | 200000 | $222,694.14 | 0.09% | Ba2 | 5.88 | 10/23/2022 |
| 02376UAA3 | AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST AAL 3.575 01/15/28 | 205649 | $218,208.64 | 0.09% | Aa3 | 3.58 | 01/15/2028 |
| 853254BL3 | STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 | 200000 | $201,774.81 | 0.09% | A2 | 3.43 | 01/20/2023 |
| 625454AA1 | MULTIBANK INC MULT 4 3/8 11/09/22 | 200000 | $209,153.39 | 0.09% | NR | 4.38 | 11/09/2022 |
| 056732AJ9 | BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 | 200000 | $216,085.33 | 0.09% | Baa3 | 6.00 | 11/21/2028 |
| 05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 216881 | $212,825.49 | 0.09% | NR | 4.40 | 12/20/2034 |
| EJ0174023 | DOLPHIN ENERGY LTD LLC DOLNRG 5 1/2 12/15/21 | 200000 | $215,484.89 | 0.09% | A2 | 5.50 | 12/15/2021 |
| EJ4222752 | INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 | 195000 | $208,487.50 | 0.09% | Ba1 | 5.50 | 11/01/2022 |
| 17318UAG9 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 CGCMT 2012-GC8 B | 200000 | $209,217.15 | 0.09% | Aa3 | 4.29 | 09/10/2045 |
| EJ5777036 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC SOIAZ 4 3/4 03/13/23 | 200000 | $207,803.00 | 0.09% | Ba2 | 4.75 | 03/13/2023 |
| LW9070068 | MINMETALS BOUNTEOUS FINANCE BVI LTD MINMET 3 1/8 07/27/21 | 200000 | $201,869.11 | 0.09% | Baa1 | 3.13 | 07/27/2021 |
| 025932AK0 | AMERICAN FINANCIAL GROUP INC/OH AFG 3 1/2 08/15/26 | 198000 | $204,285.94 | 0.09% | Baa1 | 3.50 | 08/15/2026 |
| 853254BF6 | STANDARD CHARTERED PLC STANLN 4.3 02/19/27 | 207000 | $215,825.52 | 0.09% | Baa2 | 4.30 | 02/19/2027 |
| 83368JKG4 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 210000 | $221,715.38 | 0.09% | Ba2 | 7.38 | 12/29/2049 |
| 085209AD6 | BERMUDA GOVERNMENT INTERNATIONAL BOND BERMUD 3.717 01/25/27 | 200000 | $211,114.90 | 0.09% | A2 | 3.72 | 01/25/2027 |
| 44106MAW2 | SERVICE PROPERTIES TRUST HPT 4.95 02/15/27 | 215000 | $219,229.16 | 0.09% | Baa3 | 4.95 | 02/15/2027 |
| 06738EAW5 | BARCLAYS PLC BACR 4.836 05/09/28 | 200000 | $212,820.60 | 0.09% | Ba1 | 4.84 | 05/09/2028 |
| 716564AA7 | PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 | 200000 | $221,941.67 | 0.09% | NR | 4.75 | 06/19/2032 |
| 172967LM1 | CITIGROUP INC C 2.876 07/24/23 | 205000 | $208,886.05 | 0.09% | A3 | 2.88 | 07/24/2023 |
| 06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $214,177.78 | 0.09% | Baa1 | 5.00 | 07/27/2027 |
| 43858AAB6 | HONG KONG GOVERNMENT INTERNATIONAL BOND HKINTL 2 1/2 05/28/24 | 200000 | $206,828.35 | 0.09% | NR | 2.50 | 05/28/2024 |
| 31390L5X0 | FNCL 649862 6.5 07-01-32 | 165847 | $185,688.42 | 0.08% | Aaa | 6.50 | 07/01/2032 |
| 31405RNE2 | FNARM 796989 4.0 08-01-34 | 174623 | $181,243.16 | 0.08% | Aaa | 3.96 | 08/01/2034 |
| 172967JZ5 | CITIGROUP INC C 5.95 PERP | 190000 | $195,449.73 | 0.08% | Ba1 | 5.95 | 12/31/2049 |
| 595112BN2 | MICRON TECHNOLOGY INC MU 5.327 02/06/29 | 170000 | $188,251.40 | 0.08% | Baa3 | 5.33 | 02/06/2029 |
| 02209SBC6 | ALTRIA GROUP INC MO 4.4 02/14/26 | 180000 | $193,452.75 | 0.08% | A3 | 4.40 | 02/14/2026 |
| 512807AT5 | LAM RESEARCH CORP LRCX 4 7/8 03/15/49 | 155000 | $189,956.02 | 0.08% | A3 | 4.88 | 03/15/2049 |
| 512807AU2 | LAM RESEARCH CORP LRCX 4 03/15/29 | 175000 | $193,343.20 | 0.08% | A3 | 4.00 | 03/15/2029 |
| 05401AAG6 | AVOLON HOLDINGS FUNDING LTD AVOL 4 3/8 05/01/26 | 170000 | $179,171.85 | 0.08% | Baa3 | 4.38 | 05/01/2026 |
| 02376RAC6 | AMERICAN AIRLINES GROUP INC AAL 5 06/01/22 | 185000 | $195,460.72 | 0.08% | B1 | 5.00 | 06/01/2022 |
| 05971PAA6 | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN BANORT 6 3/4 PERP | 200000 | $199,910.00 | 0.08% | Ba2 | 6.75 | 12/31/2059 |
| 907818FE3 | UNION PACIFIC CORP UNP 3.95 08/15/59 | 185000 | $198,351.93 | 0.08% | Baa1 | 3.95 | 08/15/2059 |
| 836205BA1 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 4.85 09/30/29 | 200000 | $199,256.94 | 0.08% | Baa3 | 4.85 | 09/30/2029 |
| 25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $162,844.83 | 0.07% | Ba3 | 6.40 | 06/05/2049 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $162,283.73 | 0.07% | Baa2 | 5.10 | 06/18/2050 |
| 46187BAB9 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B | 165000 | $164,879.45 | 0.07% | Aa2 | 3.17 | 12/17/2036 |
| 42806DBS7 | HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A C | 160000 | $164,675.18 | 0.07% | NR | 4.39 | 02/25/2024 |
| 846502AC6 | SPARC EM SPC PANAMA METRO LINE 2 SP PANAMT 0 12/05/22 | 170833 | $163,401.38 | 0.07% | NR | 0.00 | 12/05/2022 |
| 693475857 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 1/8 PERP SERIES P | 6000 | $164,520.00 | 0.07% | Baa2 | 6.13 | 12/31/2049 |
| 70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 150000 | $159,091.25 | 0.07% | Baa3 | 5.25 | 08/15/2022 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 146045 | $162,102.05 | 0.07% | Aaa | 6.00 | 08/01/2038 |
| 38141GGQ1 | GOLDMAN SACHS GROUP INC/THE GS 5 1/4 07/27/21 | 145000 | $154,141.28 | 0.07% | A3 | 5.25 | 07/27/2021 |
| AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $137,394.50 | 0.06% | Caa1 | 6.75 | 06/20/2026 |
| 1248EPBM4 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 02/15/26 | 140000 | $148,728.61 | 0.06% | B1 | 5.75 | 02/15/2026 |
| 404119BS7 | HCA INC HCA 5 7/8 02/15/26 | 120000 | $135,060.83 | 0.06% | Ba2 | 5.88 | 02/15/2026 |
| AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $141,079.16 | 0.06% | A3 | 1.88 | 02/19/2049 |
| 377373AJ4 | GLAXOSMITHKLINE CAPITAL PLC GSK 2 7/8 06/01/22 | 138000 | $143,031.24 | 0.06% | A2 | 2.88 | 06/01/2022 |
| 775109BN0 | ROGERS COMMUNICATIONS INC RCICN 4.35 05/01/49 | 117000 | $136,778.27 | 0.06% | Baa1 | 4.35 | 05/01/2049 |
| 48127FAA1 | JPMORGAN CHASE & CO JPM FLOAT PERP | 140000 | $142,017.47 | 0.06% | Baa2 | 5.64 | 12/31/2099 |
| 118230AP6 | BUCKEYE PARTNERS LP BPL 5.6 10/15/44 | 175000 | $145,622.20 | 0.06% | Baa3 | 5.60 | 10/15/2044 |
| 81618TAC4 | OFFICE PROPERTIES INCOME TRUST OPI 4 1/2 02/01/25 | 130000 | $135,023.48 | 0.06% | Baa3 | 4.50 | 02/01/2025 |
| 858119BC3 | STEEL DYNAMICS INC STLD 5 1/8 10/01/21 | 134000 | $137,910.79 | 0.06% | Ba1 | 5.13 | 10/01/2021 |
| 724479AN0 | PITNEY BOWES INC PBI 4.7 04/01/23 | 130000 | $131,267.50 | 0.06% | Ba2 | 5.20 | 04/01/2023 |
| 19687UAA1 | COLT 2018-1 MORTGAGE LOAN TRUST COLT 2018-1 A1 | 142184 | $142,451.18 | 0.06% | NR | 2.93 | 02/25/2048 |
| 38141EA58 | GOLDMAN SACHS GROUP INC/THE GS 5 3/8 03/15/20 | 145000 | $147,431.33 | 0.06% | A3 | 5.38 | 03/15/2020 |
| 3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 124283 | $141,216.76 | 0.06% | Aaa | 5.50 | 06/01/2035 |
| AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $130,941.49 | 0.06% | Ba3 | 1.50 | 06/26/2029 |
| AZ3213354 | CHILE GOVERNMENT INTERNATIONAL BOND CHILE 0.83 07/02/31 | 100000 | $114,559.71 | 0.05% | A1 | 0.83 | 07/02/2031 |
| 513272AA2 | LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 | 110000 | $117,883.79 | 0.05% | Ba2 | 4.63 | 11/01/2024 |
| AZ4613255 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 0 3/4 07/09/27 | 100000 | $112,739.91 | 0.05% | A1 | 0.75 | 07/09/2027 |
| AZ4613867 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 2 07/09/39 | 100000 | $119,056.40 | 0.05% | A1 | 2.00 | 07/09/2039 |
| 410345AL6 | HANESBRANDS INC HBI 4 7/8 05/15/26 | 112000 | $120,390.67 | 0.05% | Ba2 | 4.88 | 05/15/2026 |
| 87264AAP0 | T-MOBILE USA INC TMUS 6 1/2 01/15/26 | 111000 | $120,869.26 | 0.05% | Ba2 | 6.50 | 01/15/2026 |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 104304 | $106,558.29 | 0.05% | NR | 4.44 | 02/25/2035 |
| 124006 | $124,006.20 | 0.05% | N/A | ||||
| 24737RAA8 | DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 | 105000 | $111,869.70 | 0.05% | A3 | 3.40 | 04/25/2024 |
| 64110LAT3 | NETFLIX INC NFLX 5 7/8 11/15/28 | 112000 | $124,151.38 | 0.05% | Ba3 | 5.88 | 11/15/2028 |
| 126307AF4 | CSC HOLDINGS LLC CSCHLD 6 3/4 11/15/21 | 110000 | $121,330.00 | 0.05% | B3 | 6.75 | 11/15/2021 |
| 570535AP9 | MARKEL CORP MKL 5 03/30/43 | 110000 | $121,305.79 | 0.05% | Baa2 | 5.00 | 03/30/2043 |
| 35671DBJ3 | FREEPORT-MCMORAN INC FCX 5.4 11/14/34 | 110000 | $106,760.50 | 0.05% | Ba1 | 5.40 | 11/14/2034 |
| 03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 115317 | $115,221.95 | 0.05% | NR | 2.71 | 11/25/2047 |
| 9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 124089 | $128,307.31 | 0.05% | Baa3 | 4.71 | 06/25/2033 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 102773 | $106,895.78 | 0.05% | NR | 4.43 | 11/25/2034 |
| 404280AN9 | HSBC HOLDINGS PLC HSBC 4 03/30/22 | 120000 | $125,226.39 | 0.05% | A2 | 4.00 | 03/30/2022 |
| 896366AA9 | TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 | 100000 | $113,433.33 | 0.05% | Ba3 | 9.75 | 06/15/2026 |
| 715638DA7 | PERUVIAN GOVERNMENT INTERNATIONAL BOND PERU 2.844 06/20/30 | 85000 | $87,590.72 | 0.04% | A3 | 2.84 | 06/20/2030 |
| 040114GW4 | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 6 7/8 04/22/21 | 200000 | $104,074.92 | 0.04% | Caa2 | 6.88 | 04/22/2021 |
| 81728UAA2 | SENSATA TECHNOLOGIES INC ST 4 3/8 02/15/30 | 94000 | $94,125.66 | 0.04% | Ba3 | 4.38 | 02/15/2030 |
| 156700BA3 | CENTURYLINK INC CTL 7 1/2 04/01/24 | 77000 | $89,000.45 | 0.04% | B2 | 7.50 | 04/01/2024 |
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 89666 | $91,893.99 | 0.04% | NR | 4.22 | 09/25/2034 |
| 759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 94000 | $101,776.04 | 0.04% | Baa1 | 4.70 | 09/15/2023 |
| 87264AAN5 | T-MOBILE USA INC TMUS 6 3/8 03/01/25 | 93000 | $96,838.34 | 0.04% | Ba2 | 6.38 | 03/01/2025 |
| 02005NAV2 | ALLY FINANCIAL INC ALLY 5 1/8 09/30/24 | 82000 | $89,391.67 | 0.04% | Ba2 | 5.13 | 09/30/2024 |
| 25470XAW5 | DISH DBS CORP DISH 5 7/8 11/15/24 | 89000 | $90,196.56 | 0.04% | B1 | 5.88 | 11/15/2024 |
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 92619 | $94,554.23 | 0.04% | NR | 4.08 | 08/25/2035 |
| 958254AH7 | WESTERN MIDSTREAM OPERATING LP WES 4 1/2 03/01/28 | 107000 | $103,563.42 | 0.04% | Ba1 | 4.50 | 03/01/2028 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $87,951.50 | 0.04% | Aaa | 5.18 | 04/01/2030 |
| 05960BAB8 | BANCO INTERNACIONAL DEL PERU SAA/PANAMA BINTPE 5 3/4 10/07/20 | 100000 | $105,780.17 | 0.04% | Baa1 | 5.75 | 10/07/2020 |
| 56068TAF4 | MAJAPAHIT HOLDING BV PLNIJ 7 3/4 01/20/20 | 100000 | $103,021.47 | 0.04% | Baa2 | 7.75 | 01/20/2020 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 90001 | $92,733.89 | 0.04% | NR | 4.34 | 04/25/2034 |
| 42704LAA2 | HERC HOLDINGS INC HRI 5 1/2 07/15/27 | 99000 | $104,200.25 | 0.04% | B3 | 5.50 | 07/15/2027 |
| 71647NBF5 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 70315 | $73,478.88 | 0.03% | NR | 5.09 | 01/15/2030 |
| 55342UAH7 | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 5 10/15/27 | 56000 | $59,951.11 | 0.03% | Ba1 | 5.00 | 10/15/2027 |
| 527298BH5 | LEVEL 3 FINANCING INC LVLT 5 3/8 05/01/25 | 77000 | $80,136.15 | 0.03% | Ba3 | 5.38 | 05/01/2025 |
| 911365BK9 | UNITED RENTALS NORTH AMERICA INC URI 6 1/2 12/15/26 | 66000 | $73,170.17 | 0.03% | Ba3 | 6.50 | 12/15/2026 |
| 87612BBJ0 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 7/8 04/15/26 | 63000 | $68,250.44 | 0.03% | Ba3 | 5.88 | 04/15/2026 |
| 40414LAJ8 | HCP INC HCP 4 1/4 11/15/23 | 64000 | $69,354.53 | 0.03% | Baa1 | 4.25 | 11/15/2023 |
| 45824TAP0 | INTELSAT JACKSON HOLDINGS SA INTEL 5 1/2 08/01/23 | 65000 | $61,234.33 | 0.03% | Caa2 | 5.50 | 08/01/2023 |
| 969457BW9 | WILLIAMS COS INC/THE WMB 4.55 06/24/24 | 60000 | $65,339.02 | 0.03% | Baa3 | 4.55 | 06/24/2024 |
| 00130HBW4 | AES CORP/VA AES 5 1/2 04/15/25 | 75000 | $79,808.33 | 0.03% | Ba1 | 5.50 | 04/15/2025 |
| 29275YAB8 | ENERSYS ENS 5 04/30/23 | 57000 | $59,620.42 | 0.03% | Ba2 | 5.00 | 04/30/2023 |
| 126307AH0 | CSC HOLDINGS LLC CSCHLD 5 1/4 06/01/24 | 65000 | $71,012.50 | 0.03% | B3 | 5.25 | 06/01/2024 |
| 74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $62,157.75 | 0.03% | NR | 7.00 | 12/01/2027 |
| 31400FD79 | FNARM 686026 4.8 04-01-33 | 62356 | $65,983.64 | 0.03% | Aaa | 4.75 | 04/01/2033 |
| 21079UAA3 | CONTINENTAL AIRLINES 2009-2 CLASS A PASS THROUGH TRUST UAL 7 1/4 11/10/19 | 65964 | $68,140.07 | 0.03% | Baa1 | 7.25 | 05/10/2021 |
| 87927VAR9 | TELECOM ITALIA CAPITAL SA TITIM 7.2 07/18/36 | 55000 | $64,878.55 | 0.03% | Ba1 | 7.20 | 07/18/2036 |
| CASHGBP00 | GBP CURRENCY CASH | 60848 | $74,991.50 | 0.03% | 0.00 | ||
| 78442FEL8 | NAVIENT CORP NAVI 7 1/4 01/25/22 | 65000 | $70,901.46 | 0.03% | Ba3 | 7.25 | 01/25/2022 |
| 25272KAW3 | DELL INTERNATIONAL LLC / EMC CORP DELL 7 1/8 06/15/24 | 71000 | $76,430.02 | 0.03% | Ba2 | 7.13 | 06/15/2024 |
| 63938CAE8 | NAVIENT CORP NAVI 7 1/4 09/25/23 | 73000 | $79,439.21 | 0.03% | Ba3 | 7.25 | 09/25/2023 |
| 55261FAH7 | M&T BANK CORP MTB 5 1/8 PERP | 66000 | $70,709.38 | 0.03% | Baa2 | 5.13 | 12/29/2049 |
| 629377CC4 | NRG ENERGY INC NRG 6 5/8 01/15/27 | 67000 | $73,521.52 | 0.03% | Ba3 | 6.63 | 01/15/2027 |
| 29444UAQ9 | EQUINIX INC EQIX 5 7/8 01/15/26 | 65000 | $69,960.33 | 0.03% | Ba2 | 5.88 | 01/15/2026 |
| 67059TAF2 | NUSTAR LOGISTICS LP NSUS 6 06/01/26 | 48000 | $52,985.40 | 0.02% | Ba2 | 6.00 | 06/01/2026 |
| 845467AN9 | SOUTHWESTERN ENERGY CO SWN 7 3/4 10/01/27 | 40000 | $36,425.00 | 0.02% | Ba3 | 7.75 | 10/01/2027 |
| 71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $57,411.32 | 0.02% | Baa3 | 6.49 | 01/23/2027 |
| 71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $40,393.08 | 0.02% | Baa3 | 6.84 | 01/23/2030 |
| 00928QAP6 | AIRCASTLE LTD AYR 5 04/01/23 | 50000 | $54,799.63 | 0.02% | Baa3 | 5.00 | 04/01/2023 |
| 70959WAG8 | PENSKE AUTOMOTIVE GROUP INC PAG 5 1/2 05/15/26 | 47000 | $50,131.51 | 0.02% | Ba3 | 5.50 | 05/15/2026 |
| 70137TAL9 | PARKLAND FUEL CORP PKICN 6 04/01/26 | 38000 | $41,277.50 | 0.02% | B1 | 6.00 | 04/01/2026 |
| 730481AJ7 | JB POINDEXTER & CO INC JBPOIN 7 1/8 04/15/26 | 50000 | $53,392.71 | 0.02% | B2 | 7.13 | 04/15/2026 |
| 15137TAA8 | CENTENE CORP CNC 5 3/8 06/01/26 | 49000 | $52,205.42 | 0.02% | Ba1 | 5.38 | 06/01/2026 |
| 526057CT9 | LENNAR CORP LEN 5 1/4 06/01/26 | 51000 | $56,036.25 | 0.02% | Ba1 | 5.25 | 06/01/2026 |
| 88830MAK8 | TITAN INTERNATIONAL INC TWI 6 1/2 11/30/23 | 44000 | $35,941.28 | 0.02% | Caa2 | 6.50 | 11/30/2023 |
| 808541AA4 | SCHWEITZER-MAUDUIT INTERNATIONAL INC SWM 6 7/8 10/01/26 | 46000 | $50,226.25 | 0.02% | B2 | 6.88 | 10/01/2026 |
| 84762LAU9 | SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 | 40000 | $42,225.16 | 0.02% | B2 | 5.75 | 07/15/2025 |
| 86765LAN7 | SUNOCO LP / SUNOCO FINANCE CORP SUN 5 7/8 03/15/28 | 49000 | $52,137.19 | 0.02% | B1 | 5.88 | 03/15/2028 |
| 20338QAD5 | COMMSCOPE INC COMM 6 03/01/26 | 39000 | $40,552.20 | 0.02% | Ba3 | 6.00 | 03/01/2026 |
| 71647NBD0 | PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 | 48000 | $55,166.40 | 0.02% | Ba2 | 6.90 | 03/19/2049 |
| 29278NAM5 | ENERGY TRANSFER OPERATING LP ETP 5 7/8 01/15/24 | 49000 | $55,088.18 | 0.02% | Baa3 | 5.88 | 01/15/2024 |
| 23311VAH0 | DCP MIDSTREAM OPERATING LP DCP 5 1/8 05/15/29 | 37000 | $38,441.72 | 0.02% | Ba2 | 5.13 | 05/15/2029 |
| 29355XAG2 | ENPRO INDUSTRIES INC NPO 5 3/4 10/15/26 | 45000 | $49,174.38 | 0.02% | B1 | 5.75 | 10/15/2026 |
| CASHAUD07 | AUD CURRENCY CASH | 66251 | $44,689.90 | 0.02% | 0.00 | ||
| 125581GR3 | CIT GROUP INC CIT 5 08/01/23 | 39000 | $41,860.00 | 0.02% | Ba1 | 5.00 | 08/01/2023 |
| 55616XAK3 | MACYS RETAIL HOLDINGS INC M 4 3/8 09/01/23 | 42000 | $43,457.31 | 0.02% | Baa3 | 4.38 | 09/01/2023 |
| 73179PAK2 | POLYONE CORP POL 5 1/4 03/15/23 | 39000 | $42,162.25 | 0.02% | Ba3 | 5.25 | 03/15/2023 |
| 71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 35000 | $41,993.68 | 0.02% | Ba2 | 7.25 | 03/17/2044 |
| 864486AH8 | SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP SPH 5 1/2 06/01/24 | 52000 | $53,993.33 | 0.02% | B1 | 5.50 | 06/01/2024 |
| 55354GAA8 | MSCI INC MSCI 5 1/4 11/15/24 | 35000 | $36,831.67 | 0.02% | Ba2 | 5.25 | 11/15/2024 |
| 552953CC3 | MGM RESORTS INTERNATIONAL MGM 6 03/15/23 | 50000 | $55,218.33 | 0.02% | Ba3 | 6.00 | 03/15/2023 |
| 235825AE6 | DANA INC DAN 5 1/2 12/15/24 | 45000 | $46,516.25 | 0.02% | B2 | 5.50 | 12/15/2024 |
| 911365BD5 | UNITED RENTALS NORTH AMERICA INC URI 5 1/2 07/15/25 | 35000 | $36,823.89 | 0.02% | Ba3 | 5.50 | 07/15/2025 |
| 058498AT3 | BALL CORP BLL 5 1/4 07/01/25 | 39000 | $43,655.63 | 0.02% | Ba1 | 5.25 | 07/01/2025 |
| 67109EAA6 | KENAN ADVANTAGE GROUP INC/THE KEADGR 7 7/8 07/31/23 | 55000 | $50,096.41 | 0.02% | Caa2 | 7.88 | 07/31/2023 |
| 185401AG1 | CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 | 54000 | $51,519.38 | 0.02% | B3 | 7.88 | 03/01/2023 |
| 465740AA6 | ITRON INC ITRI 5 01/15/26 | 47000 | $48,920.21 | 0.02% | B2 | 5.00 | 01/15/2026 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 42864 | $43,592.67 | 0.02% | NR | 2.70 | 06/20/2033 |
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 46698 | $53,137.66 | 0.02% | Aaa | 7.50 | 01/01/2031 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 46875 | $52,736.28 | 0.02% | Aaa | 7.00 | 11/01/2031 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 38693 | $43,707.90 | 0.02% | Aaa | 8.00 | 01/15/2031 |
| 817609AB6 | SERVICEMASTER CO LLC/THE SERV 7.45 08/15/27 | 43000 | $48,569.34 | 0.02% | B2 | 7.45 | 08/15/2027 |
| 74733VAA8 | QEP RESOURCES INC QEP 6 7/8 03/01/21 | 47000 | $46,916.77 | 0.02% | Ba3 | 6.88 | 03/01/2021 |
| 532716AU1 | L BRANDS INC LB 5 5/8 02/15/22 | 45000 | $47,742.19 | 0.02% | Ba1 | 5.63 | 02/15/2022 |
| 852061AQ3 | SPRINT COMMUNICATIONS INC S 7 03/01/20 | 57000 | $58,258.75 | 0.02% | B1 | 7.00 | 03/01/2020 |
| 553283AB8 | MPH ACQUISITION HOLDINGS LLC MLTPLN 7 1/8 06/01/24 | 40000 | $37,800.00 | 0.02% | Caa1 | 7.13 | 06/01/2024 |
| 90290MAB7 | US FOODS INC USFOOD 5 7/8 06/15/24 | 45000 | $47,128.44 | 0.02% | B2 | 5.88 | 06/15/2024 |
| 030981AJ3 | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 7/8 08/20/26 | 43000 | $47,442.62 | 0.02% | Ba3 | 5.88 | 08/20/2026 |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 50237 | $56,954.79 | 0.02% | Aaa | 6.50 | 08/01/2038 |
| 94946TAC0 | WELLCARE HEALTH PLANS INC WCG 5 1/4 04/01/25 | 35000 | $37,362.50 | 0.02% | Ba2 | 5.25 | 04/01/2025 |
| 624756AE2 | MUELLER INDUSTRIES INC MLI 6 03/01/27 | 46000 | $46,690.00 | 0.02% | NR | 6.00 | 03/01/2027 |
| 88023JAA4 | TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP TEACLL 6 3/4 06/01/25 | 35000 | $36,837.50 | 0.02% | Caa1 | 6.75 | 06/01/2025 |
| 86723CAF5 | SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP SXCP 7 1/2 06/15/25 | 62000 | $56,549.17 | 0.02% | B2 | 7.50 | 06/15/2025 |
| 13123XAT9 | CALLON PETROLEUM CO CPE 6 1/8 10/01/24 | 40000 | $40,625.00 | 0.02% | B2 | 6.13 | 10/01/2024 |
| 876511AC0 | TASEKO MINES LTD TKOCN 8 3/4 06/15/22 | 45000 | $42,334.38 | 0.02% | B3 | 8.75 | 06/15/2022 |
| 404119BV0 | HCA INC HCA 5 1/2 06/15/47 | 43000 | $49,310.50 | 0.02% | Baa3 | 5.50 | 06/15/2047 |
| 78388JAV8 | SBA COMMUNICATIONS CORP SBAC 4 7/8 09/01/24 | 55000 | $57,148.44 | 0.02% | B2 | 4.88 | 09/01/2024 |
| 14987KAA1 | CORE & MAIN LP HDSUWA 6 1/8 08/15/25 | 41000 | $41,218.38 | 0.02% | Caa2 | 6.13 | 08/15/2025 |
| 03690AAC0 | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP AM 5 3/8 09/15/24 | 49000 | $44,202.36 | 0.02% | Ba3 | 5.38 | 09/15/2024 |
| 013093AB5 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 6 5/8 06/15/24 | 36000 | $38,412.25 | 0.02% | B3 | 6.63 | 06/15/2024 |
| 34964CAE6 | FORTUNE BRANDS HOME & SECURITY INC FBHS 3 1/4 09/15/29 | 52000 | $51,847.87 | 0.02% | Baa3 | 3.25 | 09/15/2029 |
| 23110AAA4 | CUMULUS MEDIA NEW HOLDINGS INC CUMINT 6 3/4 07/01/26 | 23000 | $24,530.94 | 0.01% | B2 | 6.75 | 07/01/2026 |
| 65548PAF3 | NORBORD INC OSBCN 5 3/4 07/15/27 | 32000 | $33,295.78 | 0.01% | Ba1 | 5.75 | 07/15/2027 |
| 594087AU2 | MICHAELS STORES INC MIK 8 07/15/27 | 25000 | $25,492.36 | 0.01% | B1 | 8.00 | 07/15/2027 |
| 96926DAV2 | WILLIAM LYON HOMES INC WLH 6 5/8 07/15/27 | 32000 | $33,682.89 | 0.01% | B2 | 6.63 | 07/15/2027 |
| 553777AA1 | MTS SYSTEMS CORP MTSC 5 3/4 08/15/27 | 17000 | $17,883.65 | 0.01% | B3 | 5.75 | 08/15/2027 |
| 680665AL0 | OLIN CORP OLN 5 5/8 08/01/29 | 30000 | $31,560.56 | 0.01% | Ba1 | 5.63 | 08/01/2029 |
| 25277LAC0 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 6 5/8 08/15/27 | 32000 | $33,501.04 | 0.01% | B2 | 6.63 | 08/15/2027 |
| 87724RAB8 | TAYLOR MORRISON COMMUNITIES INC TMHC 5 3/4 01/15/28 | 21000 | $22,986.25 | 0.01% | Ba3 | 5.75 | 01/15/2028 |
| 16411QAD3 | CHENIERE ENERGY PARTNERS LP CQP 5 5/8 10/01/26 | 22000 | $23,348.74 | 0.01% | NR | 5.63 | 10/01/2026 |
| 013092AB7 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 5 7/8 02/15/28 | 24000 | $25,582.73 | 0.01% | B3 | 5.88 | 02/15/2028 |
| 45174HBE6 | IHEARTCOMMUNICATIONS INC IHRT 5 1/4 08/15/27 | 20000 | $20,957.50 | 0.01% | B1 | 5.25 | 08/15/2027 |
| 71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $33,424.28 | 0.01% | Baa3 | 7.69 | 01/23/2050 |
| 402635AE6 | GULFPORT ENERGY CORP GPOR 6 5/8 05/01/23 | 37000 | $29,881.35 | 0.01% | B1 | 6.63 | 05/01/2023 |
| 00164VAD5 | AMC NETWORKS INC AMCX 5 04/01/24 | 30000 | $31,650.00 | 0.01% | Ba3 | 5.00 | 04/01/2024 |
| 361841AH2 | GLP CAPITAL LP / GLP FINANCING II INC GLPI 5 3/8 04/15/26 | 25000 | $28,150.87 | 0.01% | Ba1 | 5.38 | 04/15/2026 |
| 74166MAA4 | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 9 1/4 05/15/23 | 22000 | $23,897.38 | 0.01% | B3 | 9.25 | 05/15/2023 |
| 693522AG9 | PQ CORP PQCOR 6 3/4 11/15/22 | 25000 | $26,512.50 | 0.01% | B1 | 6.75 | 11/15/2022 |
| 82967NAW8 | SIRIUS XM RADIO INC SIRI 5 3/8 07/15/26 | 33000 | $35,019.84 | 0.01% | Ba3 | 5.38 | 07/15/2026 |
| 36164YAB7 | GCP APPLIED TECHNOLOGIES INC GCPAPP 5 1/2 04/15/26 | 33000 | $34,496.92 | 0.01% | B1 | 5.50 | 04/15/2026 |
| 67052NAA3 | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC NUFAU 5 3/4 04/30/26 | 14000 | $14,162.65 | 0.01% | B1 | 5.75 | 04/30/2026 |
| 42239PAA7 | HADRIAN MERGER SUB INC HEARTL 8 1/2 05/01/26 | 35000 | $35,233.33 | 0.01% | Caa2 | 8.50 | 05/01/2026 |
| 18683KAM3 | CLEVELAND-CLIFFS INC CLF 5 3/4 03/01/25 | 30000 | $29,618.75 | 0.01% | B1 | 5.75 | 03/01/2025 |
| 44485HAA2 | GFL ENVIRONMENTAL INC GFLENV 7 06/01/26 | 31000 | $33,350.83 | 0.01% | Caa2 | 7.00 | 06/01/2026 |
| 33936YAC9 | FLEX ACQUISITION CO INC FLXACQ 7 7/8 07/15/26 | 23000 | $21,484.88 | 0.01% | Caa2 | 7.88 | 07/15/2026 |
| 94946TAD8 | WELLCARE HEALTH PLANS INC WCG 5 3/8 08/15/26 | 15000 | $16,112.52 | 0.01% | Ba2 | 5.38 | 08/15/2026 |
| 40390DAA3 | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC HLF 7 1/4 08/15/26 | 30000 | $30,577.92 | 0.01% | B1 | 7.25 | 08/15/2026 |
| 45824TBA2 | INTELSAT JACKSON HOLDINGS SA INTEL 8 1/2 10/15/24 | 24000 | $25,113.23 | 0.01% | Caa2 | 8.50 | 10/15/2024 |
| 89469AAC8 | TREEHOUSE FOODS INC THS 6 02/15/24 | 21000 | $21,948.50 | 0.01% | B2 | 6.00 | 02/15/2024 |
| 893647AZ0 | TRANSDIGM INC TDG 6 1/2 05/15/25 | 21000 | $22,303.17 | 0.01% | B3 | 6.50 | 05/15/2025 |
| 03674XAF3 | ANTERO RESOURCES CORP AR 5 5/8 06/01/23 | 26000 | $22,973.75 | 0.01% | Ba3 | 5.63 | 06/01/2023 |
| 501797AL8 | L BRANDS INC LB 6 7/8 11/01/35 | 20000 | $17,942.92 | 0.01% | Ba1 | 6.88 | 11/01/2035 |
| 389284AA8 | GRAY TELEVISION INC GTN 7 05/15/27 | 15000 | $16,877.17 | 0.01% | B3 | 7.00 | 05/15/2027 |
| 86765LAJ6 | SUNOCO LP / SUNOCO FINANCE CORP SUN 4 7/8 01/15/23 | 19000 | $19,694.29 | 0.01% | B1 | 4.88 | 01/15/2023 |
| 105000 | $25,203.81 | 0.01% | N/A | ||||
| BRL/USD | 25214 | $25,213.72 | 0.01% | N/A | 10/02/2019 | ||
| 53627NAC5 | LIONS GATE CAPITAL HOLDINGS LLC LGF 6 3/8 02/01/24 | 22000 | $23,496.11 | 0.01% | B2 | 6.38 | 02/01/2024 |
| 589433AB7 | MEREDITH CORP MDP 6 7/8 02/01/26 | 30000 | $30,831.25 | 0.01% | B3 | 6.88 | 02/01/2026 |
| 47009LAC9 | JAGGED PEAK ENERGY LLC JAG 5 7/8 05/01/26 | 27000 | $27,728.44 | 0.01% | B3 | 5.88 | 05/01/2026 |
| 69888XAA7 | PAR PHARMACEUTICAL INC ENDP 7 1/2 04/01/27 | 19000 | $18,014.38 | 0.01% | B1 | 7.50 | 04/01/2027 |
| 74166MAC0 | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 5 3/4 04/15/26 | 22000 | $22,964.82 | 0.01% | Ba3 | 5.75 | 04/15/2026 |
| 86881WAD4 | SURGERY CENTER HOLDINGS INC SURCEN 10 04/15/27 | 18000 | $19,120.00 | 0.01% | Caa2 | 10.00 | 04/15/2027 |
| 62913TAN2 | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP NGL 7 1/2 04/15/26 | 22000 | $22,887.33 | 0.01% | B2 | 7.50 | 04/15/2026 |
| 29359NAA3 | ENSIGN DRILLING INC ESICN 9 1/4 04/15/24 | 22000 | $21,536.63 | 0.01% | B2 | 9.25 | 04/15/2024 |
| 911365BL7 | UNITED RENTALS NORTH AMERICA INC URI 5 1/4 01/15/30 | 32000 | $34,198.16 | 0.01% | Ba3 | 5.25 | 01/15/2030 |
| 45174HBD8 | IHEARTCOMMUNICATIONS INC IHRT 8 3/8 05/01/27 | 12000 | $13,378.75 | 0.01% | Caa1 | 8.38 | 05/01/2027 |
| 125581GQ5 | CIT GROUP INC CIT 5 08/15/22 | 25000 | $26,644.72 | 0.01% | Ba1 | 5.00 | 08/15/2022 |
| MXN CURRENCY CASH | 240000 | $12,153.07 | 0.01% | N/A | |||
| 552953CA7 | MGM RESORTS INTERNATIONAL MGM 6 5/8 12/15/21 | 26000 | $28,704.18 | 0.01% | Ba3 | 6.63 | 12/15/2021 |
| 46284PAQ7 | IRON MOUNTAIN INC IRM 6 08/15/23 | 18000 | $18,562.80 | 0.01% | Ba3 | 6.00 | 08/15/2023 |
| 526057BN3 | LENNAR CORP LEN 4 3/4 11/15/22 | 30000 | $32,113.33 | 0.01% | Ba1 | 4.75 | 11/15/2022 |
| 044209AF1 | ASHLAND LLC ASH 4 3/4 08/15/22 | 25000 | $26,339.24 | 0.01% | Ba3 | 4.75 | 08/15/2022 |
| 87612BAM4 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/4 05/01/23 | 12000 | $12,367.50 | 0.01% | Ba3 | 5.25 | 05/01/2023 |
| 131477AL5 | CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP CLMT 7 5/8 01/15/22 | 24000 | $23,546.33 | 0.01% | Caa1 | 7.63 | 01/15/2022 |
| 1248EPBD4 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 09/01/23 | 30000 | $30,743.75 | 0.01% | B1 | 5.75 | 09/01/2023 |
| 085790AX1 | BERRY GLOBAL INC BERY 5 1/2 05/15/22 | 28000 | $28,966.78 | 0.01% | B2 | 5.50 | 05/15/2022 |
| 75508EAA6 | RAYONIER AM PRODUCTS INC RYAM 5 1/2 06/01/24 | 35000 | $26,213.55 | 0.01% | B3 | 5.50 | 06/01/2024 |
| 40423BAA8 | HILLMAN GROUP INC/THE HILCOS 6 3/8 07/15/22 | 29000 | $27,577.79 | 0.01% | Caa2 | 6.38 | 07/15/2022 |
| 131347CE4 | CALPINE CORP CPN 5 3/8 01/15/23 | 23000 | $23,857.55 | 0.01% | B2 | 5.38 | 01/15/2023 |
| 98212BAE3 | WPX ENERGY INC WPX 5 1/4 09/15/24 | 18000 | $18,482.69 | 0.01% | B1 | 5.25 | 09/15/2024 |
| 38869PAL8 | GRAPHIC PACKAGING INTERNATIONAL LLC GPK 4 7/8 11/15/22 | 33000 | $35,092.75 | 0.01% | Ba2 | 4.88 | 11/15/2022 |
| 615394AK9 | MOOG INC MOGA 5 1/4 12/01/22 | 21000 | $21,708.75 | 0.01% | Ba3 | 5.25 | 12/01/2022 |
| 404119BR9 | HCA INC HCA 5 3/8 02/01/25 | 20000 | $22,029.17 | 0.01% | Ba2 | 5.38 | 02/01/2025 |
| 131347CJ3 | CALPINE CORP CPN 5 1/2 02/01/24 | 23000 | $23,440.83 | 0.01% | B2 | 5.50 | 02/01/2024 |
| 983130AV7 | WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP WYNNLV 5 1/2 03/01/25 | 22000 | $23,200.83 | 0.01% | B1 | 5.50 | 03/01/2025 |
| 64110LAG1 | NETFLIX INC NFLX 5 3/4 03/01/24 | 23000 | $25,237.71 | 0.01% | Ba3 | 5.75 | 03/01/2024 |
| 053773BA4 | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/4 03/15/25 | 25000 | $25,745.83 | 0.01% | B1 | 5.25 | 03/15/2025 |
| 87724LAA3 | TAYLOR MORRISON COMMUNITIES INC / TAYLOR MORRISON HOLDINGS II INC TMHC 5 7/8 04/15/23 | 24000 | $26,270.17 | 0.01% | Ba3 | 5.88 | 04/15/2023 |
| 74022DAJ9 | PRECISION DRILLING CORP PDCN 5 1/4 11/15/24 | 21000 | $18,843.12 | 0.01% | B2 | 5.25 | 11/15/2024 |
| 103304BK6 | BOYD GAMING CORP BYD 6 7/8 05/15/23 | 30000 | $31,904.17 | 0.01% | B3 | 6.88 | 05/15/2023 |
| 466112AR0 | JBS USA LUX SA / JBS USA FINANCE INC JBSSBZ 5 3/4 06/15/25 | 30000 | $31,762.52 | 0.01% | Ba3 | 5.75 | 06/15/2025 |
| 80874YAU4 | SCIENTIFIC GAMES INTERNATIONAL INC SGMS 10 12/01/22 | 19000 | $20,393.33 | 0.01% | Caa1 | 10.00 | 12/01/2022 |
| 20337YAA5 | COMMSCOPE TECHNOLOGIES LLC COMM 6 06/15/25 | 37000 | $34,046.17 | 0.01% | B3 | 6.00 | 06/15/2025 |
| 688239AE2 | OSHKOSH CORP OSK 5 3/8 03/01/25 | 25000 | $26,080.73 | 0.01% | Ba1 | 5.38 | 03/01/2025 |
| 966387AP7 | WHITING PETROLEUM CORP WLL 6 1/4 04/01/23 | 23000 | $18,646.28 | 0.01% | B2 | 6.25 | 04/01/2023 |
| 00165AAH1 | AMC ENTERTAINMENT HOLDINGS INC AMC 5 3/4 06/15/25 | 26000 | $25,222.09 | 0.01% | B3 | 5.75 | 06/15/2025 |
| 595112BC6 | MICRON TECHNOLOGY INC MU 5 1/2 02/01/25 | 26000 | $26,957.91 | 0.01% | Baa3 | 5.50 | 02/01/2025 |
| 88033GCN8 | TENET HEALTHCARE CORP THC 6 3/4 06/15/23 | 33000 | $35,311.82 | 0.01% | Caa1 | 6.75 | 06/15/2023 |
| 120111BN8 | STANDARD INDUSTRIES INC/NJ BMCAUS 6 10/15/25 | 30000 | $32,283.80 | 0.01% | Ba2 | 6.00 | 10/15/2025 |
| 87612BBB7 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/8 02/01/25 | 30000 | $31,106.75 | 0.01% | Ba3 | 5.13 | 02/01/2025 |
| 588056AU5 | MERCER INTERNATIONAL INC MERC 6 1/2 02/01/24 | 20000 | $20,716.67 | 0.01% | Ba3 | 6.50 | 02/01/2024 |
| 59001ABA9 | MERITAGE HOMES CORP MTH 5 1/8 06/06/27 | 27000 | $28,927.03 | 0.01% | Ba2 | 5.13 | 06/06/2027 |
| 91911KAN2 | BAUSCH HEALTH COS INC BHCCN 5 1/2 11/01/25 | 16000 | $17,108.27 | 0.01% | Ba2 | 5.50 | 11/01/2025 |
| 109696AA2 | BRINKS CO/THE BCO 4 5/8 10/15/27 | 19000 | $19,512.31 | 0.01% | Ba2 | 4.63 | 10/15/2027 |
| 74733VAD2 | QEP RESOURCES INC QEP 5 5/8 03/01/26 | 23000 | $19,887.81 | 0.01% | Ba3 | 5.63 | 03/01/2026 |
| 72766QAD7 | ELEMENT SOLUTIONS INC ESI 5 7/8 12/01/25 | 22000 | $23,456.03 | 0.01% | B2 | 5.88 | 12/01/2025 |
| 29278NAA1 | ENERGY TRANSFER OPERATING LP ETP 6 1/4 PERP | 16000 | $14,967.78 | 0.01% | Ba2 | 6.25 | 12/31/2099 |
| 37185LAK8 | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 6 1/4 05/15/26 | 24000 | $23,666.67 | 0.01% | B1 | 6.25 | 05/15/2026 |
| 46284VAE1 | IRON MOUNTAIN INC IRM 5 1/4 03/15/28 | 12000 | $12,432.64 | 0.01% | Ba3 | 5.25 | 03/15/2028 |
| 23283PAK0 | CYRUSONE LP / CYRUSONE FINANCE CORP CONE 5 3/8 03/15/27 | 22000 | $23,510.06 | 0.01% | Ba1 | 5.38 | 03/15/2027 |
| 23283PAG9 | CYRUSONE LP / CYRUSONE FINANCE CORP CONE 5 03/15/24 | 15000 | $15,558.33 | 0.01% | Ba1 | 5.00 | 03/15/2024 |
| 44988MAA3 | IRB HOLDING CORP ARGIHC 6 3/4 02/15/26 | 21000 | $21,758.63 | 0.01% | Caa2 | 6.75 | 02/15/2026 |
| 896818AP6 | TRIUMPH GROUP INC TGI 7 3/4 08/15/25 | 31000 | $31,616.99 | 0.01% | Caa2 | 7.75 | 08/15/2025 |
| 94107JAA1 | WASTE PRO USA INC WASPRO 5 1/2 02/15/26 | 21000 | $21,797.74 | 0.01% | B3 | 5.50 | 02/15/2026 |
| 338906AE0 | FLEXI-VAN LEASING INC FLVC 10 02/15/23 | 16000 | $15,844.44 | 0.01% | Caa2 | 10.00 | 02/15/2023 |
| 81663AAD7 | SEMGROUP CORP SEMG 6 3/8 03/15/25 | 25000 | $25,945.83 | 0.01% | B3 | 6.38 | 03/15/2025 |
| 589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 21594 | $21,712.22 | 0.01% | NR | 2.80 | 03/25/2028 |
| 31287RP94 | FGLMC C65848 6.5 04-01-32 | 10878 | $12,411.71 | 0.01% | Aaa | 6.50 | 04/01/2032 |
| 31336RUW8 | FHARM 1B0097 4.5 08-01-31 | 20166 | $20,686.73 | 0.01% | Aaa | 4.53 | 08/01/2031 |
| 31295MYW4 | FHARM 788825 4.7 11-01-31 | 14731 | $15,610.45 | 0.01% | Aaa | 4.67 | 11/01/2031 |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 25434 | $28,865.15 | 0.01% | Aaa | 5.50 | 06/01/2033 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 16705 | $19,016.16 | 0.01% | Aaa | 8.00 | 12/15/2030 |
| 969457BG4 | WILLIAMS COS INC/THE WMB 7 7/8 09/01/21 | 16000 | $17,719.35 | 0.01% | Baa3 | 7.88 | 09/01/2021 |
| 24736TAA5 | DELTA AIR LINES 2009-1 CLASS A PASS THROUGH TRUST DAL 7 3/4 12/17/19 | 17412 | $17,982.04 | 0.01% | A1 | 7.75 | 12/17/2019 |
| 78442FEJ3 | NAVIENT CORP NAVI 8 03/25/20 | 30000 | $30,640.00 | 0.01% | Ba3 | 8.00 | 03/25/2020 |
| 59001AAN2 | MERITAGE HOMES CORP MTH 7.15 04/15/20 | 25000 | $26,358.93 | 0.01% | Ba2 | 7.15 | 04/15/2020 |
| 02005NAE0 | ALLY FINANCIAL INC ALLY 8 03/15/20 | 20000 | $20,494.91 | 0.01% | Ba2 | 8.00 | 03/15/2020 |
| 156700AR7 | CENTURYLINK INC CTL 6.45 06/15/21 | 28000 | $29,931.77 | 0.01% | B2 | 6.45 | 06/15/2021 |
| 48666KAQ2 | KB HOME KBH 8 03/15/20 | 12000 | $12,333.07 | 0.01% | Ba3 | 8.00 | 03/15/2020 |
| 444454AA0 | HUGHES SATELLITE SYSTEMS CORP SATS 7 5/8 06/15/21 | 32000 | $35,198.44 | 0.01% | B2 | 7.63 | 06/15/2021 |
| 552953BX8 | MGM RESORTS INTERNATIONAL MGM 7 3/4 03/15/22 | 13000 | $14,588.66 | 0.01% | Ba3 | 7.75 | 03/15/2022 |
| 163851AB4 | CHEMOURS CO/THE CC 6 5/8 05/15/23 | 18000 | $18,225.50 | 0.01% | Ba3 | 6.63 | 05/15/2023 |
| 46289RAA3 | IRON MOUNTAIN US HOLDINGS INC IRM 5 3/8 06/01/26 | 32000 | $33,533.33 | 0.01% | Ba3 | 5.38 | 06/01/2026 |
| 35906AAZ1 | FRONTIER COMMUNICATIONS CORP FTR 11 09/15/25 | 42000 | $19,184.08 | 0.01% | Caa3 | 11.00 | 09/15/2025 |
| 83001AAB8 | SIX FLAGS ENTERTAINMENT CORP SIX 4 7/8 07/31/24 | 23000 | $23,994.99 | 0.01% | B2 | 4.88 | 07/31/2024 |
| 085790BA0 | BERRY GLOBAL INC BERY 6 10/15/22 | 15000 | $15,621.25 | 0.01% | B2 | 6.00 | 10/15/2022 |
| 030981AH7 | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 5/8 05/20/24 | 28000 | $30,550.63 | 0.01% | Ba3 | 5.63 | 05/20/2024 |
| 00404AAM1 | ACADIA HEALTHCARE CO INC ACHC 6 1/2 03/01/24 | 13000 | $13,590.42 | 0.01% | B3 | 6.50 | 03/01/2024 |
| 754730AF6 | RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 | 17000 | $20,502.37 | 0.01% | Baa1 | 4.95 | 07/15/2046 |
| 055604AA0 | BMC EAST LLC BMCH 5 1/2 10/01/24 | 31000 | $33,064.21 | 0.01% | B1 | 5.50 | 10/01/2024 |
| 171871AP1 | CINCINNATI BELL INC CBB 7 07/15/24 | 22000 | $20,675.11 | 0.01% | B3 | 7.00 | 07/15/2024 |
| 00175PAA1 | AMN HEALTHCARE INC AMN 5 1/8 10/01/24 | 18000 | $19,136.25 | 0.01% | Ba2 | 5.13 | 10/01/2024 |
| 31407HYY6 | FNCI 831527 6.0 06-01-21 | 26141 | $26,591.15 | 0.01% | Aaa | 6.00 | 06/01/2021 |
| 817610AA6 | SERVICEMASTER CO LLC/THE SERV 5 1/8 11/15/24 | 12000 | $12,682.33 | 0.01% | B1 | 5.13 | 11/15/2024 |
| 443628AG7 | HUDBAY MINERALS INC HBMCN 7 5/8 01/15/25 | 26000 | $26,776.03 | 0.01% | B3 | 7.63 | 01/15/2025 |
| 88047PAA2 | TEAM HEALTH HOLDINGS INC TMH 6 3/8 02/01/25 | 20000 | $14,032.50 | 0.01% | Caa2 | 6.38 | 02/01/2025 |
| 500605AH3 | KOPPERS INC KOP 6 02/15/25 | 20000 | $20,165.93 | 0.01% | B1 | 6.00 | 02/15/2025 |
| 853496AC1 | STANDARD INDUSTRIES INC/NJ BMCAUS 5 02/15/27 | 14000 | $14,583.64 | 0.01% | Ba2 | 5.00 | 02/15/2027 |
| 893647BB2 | TRANSDIGM INC TDG 6 3/8 06/15/26 | 31000 | $33,170.65 | 0.01% | B3 | 6.38 | 06/15/2026 |
| 50212YAB0 | LPL HOLDINGS INC LPLA 5 3/4 09/15/25 | 23000 | $23,978.78 | 0.01% | B1 | 5.75 | 09/15/2025 |
| 038522AP3 | ARAMARK SERVICES INC ARMK 5 04/01/25 | 23000 | $24,322.50 | 0.01% | Ba3 | 5.00 | 04/01/2025 |
| 527298BM4 | LEVEL 3 FINANCING INC LVLT 5 1/4 03/15/26 | 21000 | $22,345.23 | 0.01% | Ba3 | 5.25 | 03/15/2026 |
| 05508RAE6 | B&G FOODS INC BGS 5 1/4 04/01/25 | 23000 | $24,092.50 | 0.01% | B2 | 5.25 | 04/01/2025 |
| 04364VAA1 | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP ASCRES 10 04/01/22 | 18000 | $19,441.54 | 0.01% | B2 | 10.00 | 04/01/2022 |
| 14161TAA0 | CARDTRONICS INC / CARDTRONICS USA INC CATM 5 1/2 05/01/25 | 18000 | $18,682.50 | 0.01% | B1 | 5.50 | 05/01/2025 |
| 626738AD0 | MURPHY OIL USA INC MUSA 5 5/8 05/01/27 | 29000 | $31,274.69 | 0.01% | Ba2 | 5.63 | 05/01/2027 |
| 26959XAA1 | EAGLE HOLDING CO II LLC PPDI 7 5/8 05/15/22 | 19000 | $19,689.81 | 0.01% | Caa1 | 7.63 | 05/15/2022 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS CORP SATS 5 1/4 08/01/26 | 24000 | $25,890.00 | 0.01% | Ba1 | 5.25 | 08/01/2026 |
| 60855RAH3 | MOLINA HEALTHCARE INC MOH 4 7/8 06/15/25 | 15000 | $15,290.31 | 0.01% | B2 | 4.88 | 06/15/2025 |
| 07556QBM6 | BEAZER HOMES USA INC BZH 6 3/4 03/15/25 | 19000 | $19,437.00 | 0.01% | B3 | 6.75 | 03/15/2025 |
| 00774CAB3 | AECOM ACM 5 1/8 03/15/27 | 13000 | $13,679.61 | 0.01% | Ba3 | 5.13 | 03/15/2027 |
| 00165CAD6 | AMC ENTERTAINMENT HOLDINGS INC AMC 6 1/8 05/15/27 | 26000 | $24,131.61 | 0.01% | B3 | 6.13 | 05/15/2027 |
| 536797AC7 | LITHIA MOTORS INC LAD 5 1/4 08/01/25 | 12000 | $12,615.00 | 0.01% | Ba2 | 5.25 | 08/01/2025 |
| 89668QAE8 | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC TRINSE 5 3/8 09/01/25 | 12000 | $11,920.17 | 0.01% | B2 | 5.38 | 09/01/2025 |
| 402635AH9 | GULFPORT ENERGY CORP GPOR 6 10/15/24 | 21000 | $15,771.35 | 0.01% | B1 | 6.00 | 10/15/2024 |
| 845467AM1 | SOUTHWESTERN ENERGY CO SWN 7 1/2 04/01/26 | 18000 | $16,335.00 | 0.01% | Ba3 | 7.50 | 04/01/2026 |
| 24718PAA5 | DELPHI TECHNOLOGIES PLC DLPH 5 10/01/25 | 21000 | $19,110.00 | 0.01% | B1 | 5.00 | 10/01/2025 |
| 00928QAG6 | AIRCASTLE LTD AYR 7 5/8 04/15/20 | 5000 | $5,315.63 | 0.00% | Baa3 | 7.63 | 04/15/2020 |
| 46284PAP9 | IRON MOUNTAIN INC IRM 5 3/4 08/15/24 | 8000 | $8,138.78 | 0.00% | B2 | 5.75 | 08/15/2024 |
| 74733VAC4 | QEP RESOURCES INC QEP 5 1/4 05/01/23 | 10000 | $9,493.95 | 0.00% | Ba3 | 5.25 | 05/01/2023 |
| COP CURRENCY CASH | 2 | $0.00 | 0.00% | N/A | |||
| TRY CURRENCY CASH | 0 | $0.06 | 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 | |||
| 893647AX5 | TRANSDIGM INC TDG 6 1/2 07/15/24 | 7000 | $7,314.81 | 0.00% | B3 | 6.50 | 07/15/2024 |
| CASH SECURITY USD | 0 | $0.03 | 0.00% | N/A | |||
| 85207UAJ4 | SPRINT CORP S 7 5/8 02/15/25 | 5000 | $5,548.72 | 0.00% | B3 | 7.63 | 02/15/2025 |
| 588056AR2 | MERCER INTERNATIONAL INC MERC 7 3/4 12/01/22 | 3000 | $3,193.75 | 0.00% | Ba3 | 7.75 | 12/01/2022 |
| 410345AJ1 | HANESBRANDS INC HBI 4 5/8 05/15/24 | 6000 | $6,427.39 | 0.00% | Ba2 | 4.63 | 05/15/2024 |
| 879369AE6 | TELEFLEX INC TFX 4 7/8 06/01/26 | 6000 | $6,352.50 | 0.00% | Ba3 | 4.88 | 06/01/2026 |
| DERIV USD BALANCE WITH R95947 ICE | -797 | -$797.12 | 0.00% | 1.85 | 12/31/2050 | ||
| 526057CK8 | LENNAR CORP LEN 8 3/8 01/15/21 | 6000 | $6,533.58 | 0.00% | Ba1 | 8.38 | 01/15/2021 |
| 404121AH8 | HCA INC HCA 5 3/8 09/01/26 | 10000 | $11,031.79 | 0.00% | Ba2 | 5.38 | 09/01/2026 |
| 103304BQ3 | BOYD GAMING CORP BYD 6 08/15/26 | 11000 | $11,688.31 | 0.00% | B3 | 6.00 | 08/15/2026 |
| 13123XAZ5 | CALLON PETROLEUM CO CPE 6 3/8 07/01/26 | 9000 | $8,926.09 | 0.00% | B2 | 6.38 | 07/01/2026 |
| 96926DAU4 | WILLIAM LYON HOMES INC WLH 6 09/01/23 | 7000 | $7,315.00 | 0.00% | B2 | 6.00 | 09/01/2023 |
| 588056AW1 | MERCER INTERNATIONAL INC MERC 5 1/2 01/15/26 | 8000 | $7,792.89 | 0.00% | Ba3 | 5.50 | 01/15/2026 |
| UXYZ9 | US 10yr Ultra Fut Dec19UXYZ9 COMB | -108 | $3,375.00 | 0.00% | N/A | 12/19/2019 | |
| TYZ9 | US 10YR NOTE (CBT)Dec19TYZ9 COMB | 54 | -$3,230.43 | 0.00% | N/A | 12/19/2019 | |
| USZ9 | US LONG BOND(CBT) Dec19USZ9 COMB | 16 | -$500.00 | 0.00% | N/A | 12/19/2019 | |
| FVZ9 | US 5YR NOTE (CBT) Dec19FVZ9 COMB | 74 | -$2,483.70 | 0.00% | N/A | 12/31/2019 | |
| 233293AP4 | DPL INC AES 4.35 04/15/29 | 2000 | $2,015.61 | 0.00% | Ba1 | 4.35 | 04/15/2029 |
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 4480 | $4,846.48 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| WNZ9 | US ULTRA BOND CBT Dec19WNZ9 COMB | 67 | $4,187.50 | 0.00% | N/A | 12/19/2019 | |
| TUZ9 | US 2YR NOTE (CBT) Dec19TUZ9 COMB | 82 | -$2,562.50 | 0.00% | N/A | 12/31/2019 | |
| 00790RAA2 | ADVANCED DRAINAGE SYSTEMS INC WMS 5 09/30/27 | 5000 | $5,074.26 | 0.00% | B1 | 5.00 | 09/30/2027 |
| 163851AD0 | CHEMOURS CO/THE CC 7 05/15/25 | 10000 | $9,731.44 | 0.00% | Ba3 | 7.00 | 05/15/2025 |
| 761735AT6 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 1/8 07/15/ | 8000 | $8,276.56 | 0.00% | B1 | 5.13 | 07/15/2023 |
| 761735AV1 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 7 07/15/24 | 3000 | $3,153.08 | 0.00% | Caa1 | 7.00 | 07/15/2024 |
| 501797AM6 | L BRANDS INC LB 6 3/4 07/01/36 | 5000 | $4,326.13 | 0.00% | Ba1 | 6.75 | 07/01/2036 |
| 25470XAY1 | DISH DBS CORP DISH 7 3/4 07/01/26 | 9000 | $9,345.38 | 0.00% | B1 | 7.75 | 07/01/2026 |
| 911365BF0 | UNITED RENTALS NORTH AMERICA INC URI 5 1/2 05/15/27 | 9000 | $9,603.25 | 0.00% | Ba3 | 5.50 | 05/15/2027 |
| 12513GBC2 | CDW LLC / CDW FINANCE CORP CDWC 5 09/01/25 | 11000 | $11,506.46 | 0.00% | Ba2 | 5.00 | 09/01/2025 |
| 00164VAE3 | AMC NETWORKS INC AMCX 4 3/4 08/01/25 | 6000 | $6,235.00 | 0.00% | Ba3 | 4.75 | 08/01/2025 |
| 91823KAA7 | VFH PARENT LLC / ORCHESTRA CO-ISSUER INC VIRT 6 3/4 06/15/22 | 8000 | $8,433.40 | 0.00% | B1 | 6.75 | 06/15/2022 |
| 14987RAA6 | CINCINNATI BELL INC CBB 8 10/15/25 | 4000 | $3,669.56 | 0.00% | B3 | 8.00 | 10/15/2025 |
| 67777LAC7 | OI EUROPEAN GROUP BV OI 4 03/15/23 | 7000 | $7,056.19 | 0.00% | Ba3 | 4.00 | 03/15/2023 |
| 71647NAZ2 | PETROBRAS GLOBAL FINANCE BV PETBRA 5 3/4 02/01/29 | 5000 | $5,562.32 | 0.00% | Ba2 | 5.75 | 02/01/2029 |
| 07556QBR5 | BEAZER HOMES USA INC BZH 5 7/8 10/15/27 | 4000 | $3,993.36 | 0.00% | B3 | 5.88 | 10/15/2027 |
| 31331FAX9 | FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST FDX 6.72 01/15/22 | 2253 | $2,366.41 | 0.00% | A3 | 6.72 | 07/15/2023 |
| 31292GU53 | FGLMC C00604 6.0 04-01-28 | 622 | $698.60 | 0.00% | Aaa | 6.00 | 04/01/2028 |
| 31293EME7 | FGLMC C18457 6.0 12-01-28 | 251 | $279.05 | 0.00% | Aaa | 6.00 | 12/01/2028 |
| 31294B6N0 | FGLMC C35377 7.0 01-01-30 | 88 | $93.64 | 0.00% | Aaa | 7.00 | 01/01/2030 |
| 3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 6918 | $7,139.38 | 0.00% | Aaa | 7.00 | 01/01/2027 |
| 3128FSRY6 | FGLMC D83203 6.5 10-01-27 | 25 | $28.02 | 0.00% | Aaa | 6.50 | 10/01/2027 |
| 31283G4H7 | FGLMC G00824 8.0 12-01-23 | 99 | $104.10 | 0.00% | Aaa | 8.00 | 12/01/2023 |
| 31283HLN3 | FGLMC G01233 7.0 04-01-31 | 383 | $430.52 | 0.00% | Aaa | 7.00 | 04/01/2031 |
| 31283HUA1 | FGLMC G01477 6.0 12-01-32 | 1758 | $2,032.93 | 0.00% | Aaa | 6.00 | 12/01/2032 |
| 31336RTZ3 | FHARM 1B0068 4.4 08-01-31 | 2185 | $2,204.38 | 0.00% | Aaa | 4.41 | 08/01/2031 |
| 31336RVK3 | FHARM 1B0118 4.2 08-01-31 | 197 | $199.85 | 0.00% | Aaa | 4.16 | 08/01/2031 |
| 31371HB72 | FNCL 252162 6.5 12-01-28 | 1020 | $1,148.02 | 0.00% | Aaa | 6.50 | 12/01/2028 |
| 31374GT64 | FNCL 313873 7.0 12-01-27 | 3056 | $3,475.91 | 0.00% | Aaa | 7.00 | 12/01/2027 |
| 31375EPM7 | FNCL 332628 7.0 08-01-23 | 483 | $506.91 | 0.00% | Aaa | 7.00 | 08/01/2023 |
| 31379D7G8 | FNCL 416795 6.5 02-01-28 | 212 | $237.29 | 0.00% | Aaa | 6.50 | 02/01/2028 |
| 31379EG68 | FNCL 417021 7.5 09-01-25 | 980 | $1,041.50 | 0.00% | Aaa | 7.50 | 09/01/2025 |
| 31380G5H8 | FNCL 440148 6.5 08-01-28 | 166 | $185.99 | 0.00% | Aaa | 6.50 | 08/01/2028 |
| 31383LUF0 | FNCL 506482 6.5 07-01-29 | 667 | $746.44 | 0.00% | Aaa | 6.50 | 07/01/2029 |
| 31386FVP7 | FNCL 562322 7.5 01-01-31 | 1851 | $2,088.59 | 0.00% | Aaa | 7.50 | 01/01/2031 |
| 31389GF21 | FNCL 624885 6.5 01-01-32 | 921 | $1,031.44 | 0.00% | Aaa | 6.50 | 01/01/2032 |
| 31391SM64 | FNARM 675481 5.7 02-01-33 | 4134 | $4,148.94 | 0.00% | Aaa | 5.67 | 02/01/2033 |
| 31391SNF3 | FNARM 675490 4.6 03-01-33 | 9502 | $9,577.16 | 0.00% | Aaa | 4.62 | 03/01/2033 |
| 31400JAM1 | FNCL 688612 5.5 03-01-33 | 6749 | $7,628.93 | 0.00% | Aaa | 5.50 | 03/01/2033 |
| 36202DBW0 | G2SF 2753 6.0 05-20-29 | 2182 | $2,448.11 | 0.00% | Aaa | 6.00 | 05/20/2029 |
| 36203DQU7 | GNSF 346167 8.5 05-15-23 | 456 | $464.40 | 0.00% | Aaa | 8.50 | 05/15/2023 |
| 36204DHK8 | GNSF 366634 7.5 11-15-23 | 156 | $158.19 | 0.00% | Aaa | 7.50 | 11/15/2023 |
| 36206FVG4 | GNSF 410215 7.5 12-15-25 | 965 | $1,041.47 | 0.00% | Aaa | 7.50 | 12/15/2025 |
| 36206FWN8 | GNSF 410253 7.0 12-15-25 | 158 | $169.42 | 0.00% | Aaa | 7.00 | 12/15/2025 |
| 36207LGU6 | GNSF 435011 8.0 01-15-31 | 10275 | $10,370.17 | 0.00% | Aaa | 8.00 | 01/15/2031 |
| 36207UKJ6 | GNSF 442297 7.0 01-15-27 | 8793 | $8,962.70 | 0.00% | Aaa | 7.00 | 01/15/2027 |
| 36208VZV0 | GNSF 462556 6.5 02-15-28 | 225 | $250.72 | 0.00% | Aaa | 6.50 | 02/15/2028 |
| 36209MGJ7 | GNSF 475501 6.5 08-15-28 | 439 | $488.20 | 0.00% | Aaa | 6.50 | 08/15/2028 |
| 36209RNG4 | GNSF 479291 8.0 04-15-30 | 959 | $992.96 | 0.00% | Aaa | 8.00 | 04/15/2030 |
| 36209SDF5 | GNSF 479902 7.5 01-15-31 | 11297 | $11,511.41 | 0.00% | Aaa | 7.50 | 01/15/2031 |
| 36209WPA4 | GNSF 483817 7.0 12-15-28 | 706 | $730.41 | 0.00% | Aaa | 7.00 | 12/15/2028 |
| 36210AWV5 | GNSF 486760 6.5 12-15-28 | 697 | $785.13 | 0.00% | Aaa | 6.50 | 12/15/2028 |
| 36210F6D3 | GNSF 491468 7.0 05-15-29 | 672 | $738.17 | 0.00% | Aaa | 7.00 | 05/15/2029 |
| 36210JXA1 | GNSF 493973 6.5 06-15-29 | 742 | $825.82 | 0.00% | Aaa | 6.50 | 06/15/2029 |
| 36213R2R7 | GNSF 562484 6.0 02-15-34 | 7495 | $8,329.10 | 0.00% | Aaa | 6.00 | 02/15/2034 |
| 36213SYK5 | GNSF 563314 6.5 11-15-31 | 498 | $553.44 | 0.00% | Aaa | 6.50 | 11/15/2031 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 933 | $1,074.64 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 36225AQ37 | GNSF 780474 7.5 12-15-23 | 443 | $474.24 | 0.00% | Aaa | 7.50 | 12/15/2023 |
| 36225ATP5 | GNSF 780558 7.0 12-15-23 | 303 | $323.54 | 0.00% | Aaa | 7.00 | 12/15/2023 |
| 36225A3F5 | GNSF 780798 7.5 12-15-27 | 120 | $138.36 | 0.00% | Aaa | 7.50 | 12/15/2027 |
| 745867AP6 | PULTEGROUP INC PHM 6 3/8 05/15/33 | 1000 | $1,130.68 | 0.00% | Ba1 | 6.38 | 05/15/2033 |
| 87927VAF5 | TELECOM ITALIA CAPITAL SA TITIM 6 3/8 11/15/33 | 4000 | $4,496.33 | 0.00% | Ba1 | 6.38 | 11/15/2033 |
| 31374TV48 | FNCL 323835 6.5 05-01-29 | 474 | $532.51 | 0.00% | Aaa | 6.50 | 05/01/2029 |
| 36209Y4T2 | GNSF 486034 8.0 11-15-30 | 1024 | $1,085.90 | 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 | |||
| 90345WAB0 | US AIRWAYS 2012-1 CLASS B PASS THROUGH TRUST AAL 8 10/01/19 | 3218 | $3,347.02 | 0.00% | NR | 8.00 | 04/01/2021 |
| -25180 | -$25,179.86 | -0.01% | N/A | ||||
| BRL/USD | -105000 | -$25,203.81 | -0.01% | N/A | 10/02/2019 | ||
| ICE: (CDX.NA.HY.32.V2) | -5114340 | -$15,591.92 | -0.01% | 5.00 | 06/20/2024 | ||
| -110906 | -$121,446.04 | -0.05% | N/A | ||||
| -1453312 | -$1,591,426.17 | -0.67% | N/A |
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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