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Quarterly Portfolio Holdings
as of
09/30/2020
Invesco Core Plus Fixed Income Trust - Class I
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| CASHUSD00 | USD CURRENCY CASH | 20007975 | $20,007,975.49 | 7.51% | 0.00 | ||
| 01F0306A1 | FNMA FNCL TBA 30yr 3.0 10-01-50 | 7037000 | $7,379,155.79 | 2.77% | Aaa | 3.00 | 10/01/2050 |
| 01F0204A4 | FNMA FNCI TBA 15yr 2.0 10-01-35 | 6420000 | $6,684,473.91 | 2.51% | Aaa | 2.00 | 10/01/2035 |
| 91282CAM3 | UNITED STATES TREASURY NOTE/BOND T 0 1/4 09/30/25 | 5699100 | $5,691,570.05 | 2.14% | Aaa | 0.25 | 09/30/2025 |
| 912810SN9 | UNITED STATES TREASURY NOTE/BOND T 1 1/4 05/15/50 | 5042700 | $4,802,555.12 | 1.80% | Aaa | 1.25 | 05/15/2050 |
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 4162981 | $4,452,478.08 | 1.67% | Aaa | 3.50 | 05/01/2047 |
| 21H0306A7 | GNMA G2SF TBA 30yr 3.0 10-01-50 | 3830000 | $4,016,513.02 | 1.51% | Aaa | 3.00 | 10/01/2050 |
| 91282CAE1 | UNITED STATES TREASURY NOTE/BOND T 0 5/8 08/15/30 | 3524700 | $3,507,136.36 | 1.32% | Aaa | 0.63 | 08/15/2030 |
| 219350BQ7 | CORNING INC GLW 5.45 11/15/79 | 2427000 | $3,142,392.51 | 1.18% | Baa1 | 5.45 | 11/15/2079 |
| 2910180 | $2,910,179.82 | 1.09% | N/A | ||||
| 01F0304A3 | FNMA FNCI TBA 15yr 3.0 10-01-35 | 2775000 | $2,916,069.73 | 1.09% | Aaa | 3.00 | 10/01/2035 |
| 01F0226A8 | FNMA FNCL TBA 30yr 2.5 10-01-50 | 2530000 | $2,659,772.30 | 1.00% | Aaa | 2.50 | 10/01/2050 |
| 3140J9H87 | FNCL BM4754 3.5 05-01-47 | 2101666 | $2,248,240.19 | 0.84% | Aaa | 3.50 | 05/01/2047 |
| 31334XD97 | FNCL QA1028 4.0 07-01-49 | 1609747 | $1,731,947.14 | 0.65% | Aaa | 4.00 | 07/01/2049 |
| 85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 1401000 | $1,651,882.99 | 0.62% | Baa1 | 5.15 | 03/20/2028 |
| 08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,637,446.38 | 0.61% | NR | 3.05 | 12/15/2062 |
| 38176GAA0 | GOLUB CAPITAL PARTNERS CLO 41 B LTD GCBSL 2019-41A A | 1583000 | $1,590,830.00 | 0.60% | Aaa | 1.64 | 04/20/2029 |
| 912810SQ2 | UNITED STATES TREASURY NOTE/BOND T 1 1/8 08/15/40 | 1635600 | $1,607,282.56 | 0.60% | Aaa | 1.13 | 08/15/2040 |
| CASHEUR08 | EUR CURRENCY CASH | 1371301 | $1,608,467.06 | 0.60% | 0.00 | ||
| 85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 1390000 | $1,504,949.83 | 0.56% | Baa1 | 4.74 | 03/20/2025 |
| 91282CAL5 | UNITED STATES TREASURY NOTE/BOND T 0 3/8 09/30/27 | 1418300 | $1,408,785.41 | 0.53% | Aaa | 0.38 | 09/30/2027 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,347,330.38 | 0.51% | A3 | 4.38 | 04/17/2026 |
| 12597NAS2 | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 | 1238000 | $1,334,118.94 | 0.50% | Aaa | 2.56 | 03/15/2053 |
| 00287YBQ1 | ABBVIE INC ABBV 2.6 11/21/24 | 1227000 | $1,312,741.40 | 0.49% | Baa2 | 2.60 | 11/21/2024 |
| 05363LAU7 | AVERY POINT VI CLO LTD AVERY 2015-6A AR | 1253708 | $1,250,107.51 | 0.47% | Aaa | 1.30 | 08/05/2027 |
| 68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $1,189,045.44 | 0.45% | Aaa | 2.52 | 09/15/2054 |
| 9127963W7 | UNITED STATES TREASURY BILL B 02/04/21 | 1210000 | $1,209,555.33 | 0.45% | Aaa | 0.00 | 02/04/2021 |
| 344419AC0 | FOMENTO ECONOMICO MEXICANO SAB DE CV FEMSA 3 1/2 01/16/50 | 1131000 | $1,208,533.20 | 0.45% | NR | 3.50 | 01/16/2050 |
| 25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1098698 | $1,175,226.90 | 0.44% | NR | 3.67 | 10/25/2049 |
| 3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 1104303 | $1,181,806.66 | 0.44% | Aaa | 4.00 | 11/01/2048 |
| 31573TAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | 1116117 | $1,139,981.33 | 0.43% | NR | 2.74 | 11/25/2059 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $1,154,424.87 | 0.43% | Aaa | 3.76 | 01/25/2029 |
| 552676AT5 | MDC HOLDINGS INC MDC 3.85 01/15/30 | 1066000 | $1,125,464.44 | 0.42% | Ba2 | 3.85 | 01/15/2030 |
| 6174468L6 | MORGAN STANLEY MS 2.699 01/22/31 | 1008000 | $1,081,355.27 | 0.41% | A3 | 2.70 | 01/22/2031 |
| 36198FAP7 | GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B | 1000000 | $1,081,856.48 | 0.41% | Aa2 | 4.90 | 08/10/2046 |
| 11135FBC4 | BROADCOM INC AVGO 4.7 04/15/25 | 930000 | $1,077,451.16 | 0.40% | Baa3 | 4.70 | 04/15/2025 |
| 37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1016000 | $1,078,511.93 | 0.40% | Baa3 | 4.40 | 10/15/2029 |
| 61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $1,043,456.69 | 0.39% | NR | 4.44 | 09/09/2032 |
| 61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $1,052,156.40 | 0.39% | NR | 4.07 | 03/15/2052 |
| 00287YBL2 | ABBVIE INC ABBV 2.3 11/21/22 | 992000 | $1,034,750.79 | 0.39% | Baa2 | 2.30 | 11/21/2022 |
| 62947QAW8 | NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 | 958000 | $1,015,549.71 | 0.38% | Baa3 | 3.88 | 09/01/2022 |
| 80414L2C8 | SAUDI ARABIAN OIL CO ARAMCO 2 7/8 04/16/24 | 927000 | $984,713.82 | 0.37% | A1 | 2.88 | 04/16/2024 |
| 90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $990,231.04 | 0.37% | Aaa | 3.60 | 04/15/2052 |
| 36179UV90 | G2SF MA6040 4.0 07-20-49 | 875763 | $932,991.62 | 0.35% | Aaa | 4.00 | 07/20/2049 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $935,063.74 | 0.35% | Aaa | 1.39 | 07/20/2029 |
| 61691LAA7 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A | 936000 | $933,370.90 | 0.35% | Aaa | 0.85 | 11/15/2034 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $940,773.47 | 0.35% | Ba1 | 5.00 | 12/31/2049 |
| 57701RAJ1 | MATTAMY GROUP CORP MATHOM 5 1/4 12/15/27 | 876000 | $913,631.50 | 0.34% | B1 | 5.25 | 12/15/2027 |
| 85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $892,687.14 | 0.34% | Baa2 | 2.10 | 01/17/2035 |
| 92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $913,593.45 | 0.34% | Aaa | 4.70 | 04/15/2045 |
| 16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 861839 | $889,803.51 | 0.33% | NR | 3.50 | 07/25/2049 |
| 654744AD3 | NISSAN MOTOR CO LTD NSANY 4.81 09/17/30 | 870000 | $874,042.51 | 0.33% | Baa3 | 4.81 | 09/17/2030 |
| 03465LAA3 | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1 | 872056 | $878,364.04 | 0.33% | NR | 1.69 | 04/25/2065 |
| 08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $863,226.47 | 0.32% | NR | 3.90 | 12/15/2062 |
| 46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $853,410.38 | 0.32% | A3 | 4.89 | 03/15/2049 |
| 92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 801329 | $819,872.17 | 0.31% | NR | 2.42 | 01/25/2060 |
| 31307TDS7 | FGCI J36413 3.0 02-01-32 | 737976 | $796,363.01 | 0.30% | Aaa | 3.00 | 02/01/2032 |
| 86562MBZ2 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 2.142 09/23/30 | 803000 | $790,809.56 | 0.30% | A2 | 2.14 | 09/23/2030 |
| 46647PAW6 | JPMORGAN CHASE & CO JPM FLOAT 07/23/24 | 781000 | $789,126.49 | 0.30% | A2 | 1.15 | 07/23/2024 |
| 08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $779,064.11 | 0.29% | NR | 3.56 | 12/15/2072 |
| 06051GJF7 | BANK OF AMERICA CORP BAC 1.898 07/23/31 | 769000 | $768,373.35 | 0.29% | A2 | 1.90 | 07/23/2031 |
| 45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 753000 | $746,411.25 | 0.28% | Ba3 | 4.75 | 10/01/2024 |
| 780097BE0 | NATWEST GROUP PLC NWG 3.498 05/15/23 | 711000 | $745,734.21 | 0.28% | Baa2 | 3.50 | 05/15/2023 |
| 68389XBX2 | ORACLE CORP ORCL 3.6 04/01/50 | 660000 | $747,795.03 | 0.28% | A3 | 3.60 | 04/01/2050 |
| 76025LAA2 | SCENTRE GROUP TRUST 2 SCGAU 4 3/4 09/24/80 | 766000 | $757,890.06 | 0.28% | Baa1 | 4.75 | 09/24/2080 |
| 46117MAA2 | INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A | 767000 | $749,603.17 | 0.28% | NR | 0.85 | 01/15/2033 |
| 05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 619000 | $720,463.39 | 0.27% | Baa2 | 6.75 | 12/31/2049 |
| 03463WAA1 | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1 | 695483 | $713,092.42 | 0.27% | NR | 3.63 | 03/25/2049 |
| 00206RMD1 | AT&T INC T 3.55 09/15/55 | 754000 | $722,241.51 | 0.27% | Baa2 | 3.55 | 09/15/2055 |
| 12659LAA0 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES CSMC 2020-SPT1 A1 | 705790 | $708,655.03 | 0.27% | NR | 1.70 | 04/25/2065 |
| 830867AB3 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 3/4 10/20/28 | 701000 | $728,027.44 | 0.27% | Baa1 | 4.75 | 10/20/2028 |
| 898339AA4 | TRUST FIBRA UNO FUNOTR 4.869 01/15/30 | 720000 | $732,260.88 | 0.27% | Baa2 | 4.87 | 01/15/2030 |
| 268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/14 | 510000 | $700,378.80 | 0.26% | A3 | 6.00 | 01/22/2114 |
| 595112BP7 | MICRON TECHNOLOGY INC MU 4.185 02/15/27 | 614000 | $700,730.94 | 0.26% | Baa3 | 4.19 | 02/15/2027 |
| 61691UBH1 | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS | 620000 | $699,643.24 | 0.26% | NR | 3.49 | 11/15/2052 |
| 64830VAA1 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 | 680470 | $689,873.77 | 0.26% | NR | 2.46 | 01/26/2060 |
| 47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 679000 | $694,407.38 | 0.26% | NR | 4.85 | 07/30/2047 |
| 00206RMC3 | AT&T INC T 3 1/2 09/15/53 | 722000 | $704,310.76 | 0.26% | Baa2 | 3.50 | 09/15/2053 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $685,457.50 | 0.26% | Baa3 | 6.00 | 12/31/2049 |
| 94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 493000 | $661,185.91 | 0.25% | A3 | 5.38 | 11/02/2043 |
| 74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $673,858.59 | 0.25% | Aa3 | 3.38 | 03/14/2024 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $678,667.46 | 0.25% | NR | 3.29 | 08/15/2034 |
| 14448CAF1 | CARRIER GLOBAL CORP CARR 2.242 02/15/25 | 636000 | $664,752.01 | 0.25% | Baa3 | 2.24 | 02/15/2025 |
| 345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $672,708.36 | 0.25% | Ba2 | 5.09 | 01/07/2021 |
| 11135FBD2 | BROADCOM INC AVGO 5 04/15/30 | 543000 | $653,435.03 | 0.25% | Baa3 | 5.00 | 04/15/2030 |
| 74982LAY6 | RACE POINT VIII CLO LTD RACEP 2013-8A AR2 | 680268 | $674,699.96 | 0.25% | NR | 1.29 | 02/20/2030 |
| 14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 517000 | $668,286.75 | 0.25% | NR | 5.65 | 09/15/2048 |
| 36164QNA2 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO GE 4.418 11/15/35 | 586000 | $629,089.55 | 0.24% | Baa1 | 4.42 | 11/15/2035 |
| 86562MBP4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 3.04 07/16/29 | 590000 | $646,078.24 | 0.24% | A1 | 3.04 | 07/16/2029 |
| 36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 613822 | $626,776.37 | 0.24% | NR | 2.86 | 09/25/2059 |
| 172967MS7 | CITIGROUP INC C 2.572 06/03/31 | 592000 | $627,234.58 | 0.24% | A3 | 2.57 | 06/03/2031 |
| 125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 633999 | $634,163.16 | 0.24% | NR | 0.94 | 07/15/2032 |
| 12597KAA7 | COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1 | 630373 | $638,527.97 | 0.24% | NR | 2.49 | 02/25/2050 |
| 10554NAA6 | BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 | 655000 | $634,959.91 | 0.24% | NR | 7.45 | 11/15/2029 |
| 20048EBB6 | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B | 590000 | $606,288.56 | 0.23% | Aa2 | 3.74 | 01/10/2046 |
| 682680BE2 | ONEOK INC OKE 6.35 01/15/31 | 529000 | $622,476.15 | 0.23% | Baa3 | 6.35 | 01/15/2031 |
| 034863AV2 | ANGLO AMERICAN CAPITAL PLC AALLN 5 3/8 04/01/25 | 514000 | $604,548.38 | 0.23% | Baa2 | 5.38 | 04/01/2025 |
| 14448CAA2 | CARRIER GLOBAL CORP CARR 2.722 02/15/30 | 576000 | $603,471.41 | 0.23% | Baa3 | 2.72 | 02/15/2030 |
| 81618TAC4 | OFFICE PROPERTIES INCOME TRUST OPI 4 1/2 02/01/25 | 585000 | $596,167.65 | 0.22% | Baa3 | 4.50 | 02/01/2025 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $595,902.92 | 0.22% | NR | 4.69 | 08/10/2048 |
| 06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $594,988.33 | 0.22% | Aa2 | 3.99 | 09/15/2048 |
| 12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $599,244.65 | 0.22% | NR | 3.09 | 08/10/2029 |
| 233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 552420 | $588,564.55 | 0.22% | NR | 4.02 | 05/20/2049 |
| 233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 524700 | $573,552.96 | 0.22% | NR | 4.35 | 05/20/2049 |
| 026874DR5 | AMERICAN INTERNATIONAL GROUP INC AIG 3.4 06/30/30 | 519000 | $579,371.56 | 0.22% | Baa1 | 3.40 | 06/30/2030 |
| 95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 554325 | $584,461.56 | 0.22% | NR | 3.88 | 03/15/2048 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 740000 | $577,130.41 | 0.22% | Baa1 | 1.28 | 05/15/2047 |
| 44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $599,292.26 | 0.22% | Aaa | 1.41 | 07/29/2028 |
| 26442UAK0 | DUKE ENERGY PROGRESS LLC DUK 2 1/2 08/15/50 | 600000 | $581,888.07 | 0.22% | Aa3 | 2.50 | 08/15/2050 |
| 03464WAA0 | ANGEL OAK MORTGAGE TRUST LLC 2020-5 AOMT 2020-5 A1 | 597003 | $598,010.41 | 0.22% | NR | 1.37 | 05/25/2065 |
| ZP9910362 | AT&T INC T 2 7/8 PERP FLT 12/31/2049 | 500000 | $575,939.36 | 0.22% | Ba1 | 2.88 | 12/31/2059 |
| 86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 604636 | $597,023.11 | 0.22% | NR | 3.42 | 11/25/2033 |
| 61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $551,593.80 | 0.21% | Ba1 | 6.88 | 12/31/2049 |
| 898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $571,053.98 | 0.21% | Baa2 | 5.25 | 01/30/2026 |
| 43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 551984 | $562,903.65 | 0.21% | NR | 3.45 | 01/25/2059 |
| 26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $550,695.24 | 0.21% | NR | 2.96 | 04/15/2025 |
| 46647PBK1 | JPMORGAN CHASE & CO JPM 2.083 04/22/26 | 528000 | $556,320.14 | 0.21% | A2 | 2.08 | 04/22/2026 |
| 15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 544000 | $555,711.22 | 0.21% | Ba1 | 6.13 | 12/31/2049 |
| 03464QAA3 | ANGEL OAK MORTGAGE TRUST 2019-3 AOMT 2019-3 A1 | 557364 | $565,738.69 | 0.21% | NR | 2.93 | 05/25/2059 |
| 87250RAA2 | TICP CLO XV LTD TICP 2020-15A A | 541000 | $547,824.11 | 0.21% | NR | 2.92 | 04/20/2033 |
| 778296AB9 | ROSS STORES INC ROST 4.6 04/15/25 | 467000 | $547,983.28 | 0.21% | A2 | 4.60 | 04/15/2025 |
| 55400DAA9 | MVW 2019-2 LLC MVWOT 2019-2A A | 556721 | $568,711.21 | 0.21% | NR | 2.22 | 10/20/2038 |
| 25272KAR4 | DELL INTERNATIONAL LLC / EMC CORP DELL 8.35 07/15/46 | 387000 | $519,840.41 | 0.20% | Baa3 | 8.35 | 07/15/2046 |
| 84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 530000 | $530,413.21 | 0.20% | Baa3 | 3.40 | 01/15/2030 |
| 40390AAA9 | HMH TRUST 2017-NSS HMH 2017-NSS A | 560000 | $541,414.18 | 0.20% | NR | 3.06 | 07/05/2031 |
| 44891ABJ5 | HYUNDAI CAPITAL AMERICA HYNMTR 5 3/4 04/06/23 | 473000 | $537,772.02 | 0.20% | Baa1 | 5.75 | 04/06/2023 |
| 36258YBG2 | GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 | 465000 | $520,823.81 | 0.20% | NR | 2.91 | 02/13/2053 |
| 49326EEK5 | KEYCORP KEY 2 1/4 04/06/27 | 507000 | $543,694.86 | 0.20% | Baa1 | 2.25 | 04/06/2027 |
| 136385AZ4 | CANADIAN NATURAL RESOURCES LTD CNQCN 2.05 07/15/25 | 528000 | $541,573.69 | 0.20% | Baa2 | 2.05 | 07/15/2025 |
| 17328BAA2 | CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 | 496414 | $505,803.20 | 0.19% | NR | 2.72 | 07/25/2049 |
| 20030NCZ2 | COMCAST CORP CMCSA 3.45 02/01/50 | 449000 | $512,433.78 | 0.19% | A3 | 3.45 | 02/01/2050 |
| 36258RBA0 | GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5 | 485000 | $519,387.81 | 0.19% | NR | 2.38 | 05/12/2053 |
| 191241AJ7 | COCA-COLA FEMSA SAB DE CV KOF 1.85 09/01/32 | 500000 | $501,870.83 | 0.19% | A2 | 1.85 | 09/01/2032 |
| 038461AS8 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 5 1/4 10/06/25 | 500000 | $498,850.00 | 0.19% | NR | 5.25 | 10/06/2025 |
| 12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 538400 | $518,496.59 | 0.19% | NR | 1.45 | 08/15/2035 |
| 25272KAK9 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 409000 | $487,603.17 | 0.18% | Baa3 | 6.02 | 06/15/2026 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $486,879.62 | 0.18% | Aaa | 3.63 | 01/25/2029 |
| 125523AE0 | CIGNA CORP CI 3.4 09/17/21 | 455000 | $468,848.13 | 0.18% | Baa2 | 3.40 | 09/17/2021 |
| 3137FEUB4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K730 AM | 441000 | $489,402.30 | 0.18% | Aaa | 3.59 | 01/25/2025 |
| 07274NAE3 | BAYER US FINANCE II LLC BAYNGR 3 7/8 12/15/23 | 431000 | $475,748.09 | 0.18% | Baa1 | 3.88 | 12/15/2023 |
| 064058AH3 | BANK OF NEW YORK MELLON CORP/THE BK 4.7 PERP | 454000 | $482,345.99 | 0.18% | Baa1 | 4.70 | 12/31/2059 |
| 723787AQ0 | PIONEER NATURAL RESOURCES CO PXD 1.9 08/15/30 | 505000 | $475,130.52 | 0.18% | Baa2 | 1.90 | 08/15/2030 |
| 76025LAB0 | SCENTRE GROUP TRUST 2 SCGAU 5 1/8 09/24/80 | 479000 | $470,734.47 | 0.18% | NR | 5.13 | 09/24/2080 |
| 91282CAN1 | UNITED STATES TREASURY NOTE/BOND T 0 1/8 09/30/22 | 489000 | $488,944.37 | 0.18% | Aaa | 0.13 | 09/30/2022 |
| 247361ZV3 | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST DAL 2 06/10/28 | 490000 | $476,451.60 | 0.18% | A1 | 2.00 | 06/10/2028 |
| 699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 400000 | $484,464.00 | 0.18% | Ba1 | 5.40 | 03/30/2050 |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 387000 | $443,472.13 | 0.17% | Baa1 | 3.95 | 01/15/2027 |
| 46647PBL9 | JPMORGAN CHASE & CO JPM 2.522 04/22/31 | 430000 | $462,478.65 | 0.17% | A2 | 2.52 | 04/22/2031 |
| 00912XAS3 | AIR LEASE CORP AL 3 3/8 06/01/21 | 455000 | $465,545.24 | 0.17% | NR | 3.38 | 06/01/2021 |
| ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 350000 | $457,296.14 | 0.17% | Ba3 | 3.88 | 11/15/2029 |
| 55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $458,394.02 | 0.17% | Baa2 | 1.34 | 09/09/2022 |
| 64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 451992 | $461,013.69 | 0.17% | NR | 2.49 | 09/25/2059 |
| 161175BB9 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 4.464 07/23/22 | 428000 | $456,720.05 | 0.17% | Ba1 | 4.46 | 07/23/2022 |
| 38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 418000 | $452,543.73 | 0.17% | A3 | 3.27 | 09/29/2025 |
| 61691LAG4 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS B | 460000 | $458,047.94 | 0.17% | Aa3 | 1.00 | 11/15/2034 |
| 88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $445,005.60 | 0.17% | A1 | 3.93 | 01/19/2038 |
| 20030NCN9 | COMCAST CORP CMCSA 4.95 10/15/58 4.95 10/15/2058 | 303000 | $440,631.76 | 0.17% | A3 | 4.95 | 10/15/2058 |
| 00206RKD3 | AT&T INC T 3.1 02/01/43 | 469000 | $459,838.78 | 0.17% | Baa2 | 3.10 | 02/01/2043 |
| 00507VAQ2 | ACTIVISION BLIZZARD INC ATVI 2 1/2 09/15/50 | 482000 | $442,600.68 | 0.17% | Baa1 | 2.50 | 09/15/2050 |
| 23918KAT5 | DAVITA INC DVA 3 3/4 02/15/31 | 464000 | $449,503.87 | 0.17% | Ba3 | 3.75 | 02/15/2031 |
| 04686JAB7 | ATHENE HOLDING LTD ATH 6.15 04/03/30 | 381000 | $463,138.18 | 0.17% | NR | 6.15 | 04/03/2030 |
| 778296AC7 | ROSS STORES INC ROST 4.7 04/15/27 | 386000 | $464,078.41 | 0.17% | A2 | 4.70 | 04/15/2027 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 440363 | $445,811.30 | 0.17% | Baa1 | 3.75 | 12/25/2045 |
| 55389PAA7 | MVW OWNER TRUST 2019-1 MVWOT 2019-1A A | 420695 | $432,843.34 | 0.16% | NR | 2.89 | 11/20/2036 |
| 35671DCC7 | FREEPORT-MCMORAN INC FCX 5 09/01/27 | 400000 | $420,074.67 | 0.16% | Ba1 | 5.00 | 09/01/2027 |
| 853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $436,799.23 | 0.16% | A2 | 1.45 | 09/10/2022 |
| 14739LAB8 | CASCADES INC/CASCADES USA INC CASCN 5 3/8 01/15/28 | 411000 | $436,727.46 | 0.16% | Ba3 | 5.38 | 01/15/2028 |
| 36418XAA5 | GALTON FUNDING MORTGAGE TRUST 2019-H1 GFMT 2019-H1 A1 | 426658 | $436,024.61 | 0.16% | NR | 2.66 | 10/25/2059 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $427,041.67 | 0.16% | NR | 6.63 | 11/01/2025 |
| 928668AQ5 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/12/21 | 421000 | $423,759.34 | 0.16% | A3 | 1.20 | 11/12/2021 |
| 57665RAJ5 | MATCH GROUP HOLDINGS II LLC MTCHII 5 5/8 02/15/29 | 394000 | $427,366.88 | 0.16% | Ba3 | 5.63 | 02/15/2029 |
| 466313AK9 | JABIL INC JBL 3 01/15/31 | 426000 | $437,390.45 | 0.16% | Baa3 | 3.00 | 01/15/2031 |
| 49446RAX7 | KIMCO REALTY CORP KIM 1.9 03/01/28 | 434000 | $429,117.92 | 0.16% | Baa1 | 1.90 | 03/01/2028 |
| 830867AA5 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 1/2 10/20/25 | 418000 | $429,390.50 | 0.16% | Baa1 | 4.50 | 10/20/2025 |
| 172967MP3 | CITIGROUP INC C 4.412 03/31/31 | 345000 | $413,815.55 | 0.16% | A3 | 4.41 | 03/31/2031 |
| 172967MQ1 | CITIGROUP INC C 3.106 04/08/26 | 402000 | $438,217.53 | 0.16% | A3 | 3.11 | 04/08/2026 |
| 88032WAU0 | TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30 | 418000 | $428,016.49 | 0.16% | A1 | 2.39 | 06/03/2030 |
| 19688JAA5 | COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1 | 434368 | $438,212.75 | 0.16% | NR | 1.85 | 03/25/2065 |
| 556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $401,861.15 | 0.15% | Ba1 | 6.13 | 12/31/2049 |
| 46647PBP0 | JPMORGAN CHASE & CO JPM 2.956 05/13/31 | 370000 | $399,689.19 | 0.15% | A3 | 2.96 | 05/13/2031 |
| 78448TAB8 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 3 07/15/22 | 377000 | $386,944.93 | 0.15% | NR | 3.00 | 07/15/2022 |
| 125282AJ2 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC C | 401046 | $398,997.21 | 0.15% | NR | 1.20 | 07/15/2032 |
| 38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS 5 PERP | 405000 | $396,073.13 | 0.15% | Ba1 | 5.00 | 12/31/2049 |
| 853496AH0 | STANDARD INDUSTRIES INC/NJ BMCAUS 3 3/8 01/15/31 | 391000 | $387,381.30 | 0.15% | Ba2 | 3.38 | 01/15/2031 |
| 231021AS5 | CUMMINS INC CMI 2.6 09/01/50 | 414000 | $406,159.70 | 0.15% | A2 | 2.60 | 09/01/2050 |
| 20369EAE2 | COMMUNITY HEALTH NETWORK INC COMHOS 3.099 05/01/50 | 425000 | $407,523.19 | 0.15% | A2 | 3.10 | 05/01/2050 |
| 31620RAK1 | FIDELITY NATIONAL FINANCIAL INC FNF 2.45 03/15/31 | 391000 | $387,891.92 | 0.15% | Baa2 | 2.45 | 03/15/2031 |
| 654744AC5 | NISSAN MOTOR CO LTD NSANY 4.345 09/17/27 | 399000 | $401,248.85 | 0.15% | Baa3 | 4.35 | 09/17/2027 |
| 37954JAB2 | GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 | 383000 | $399,325.38 | 0.15% | NR | 4.50 | 10/20/2021 |
| 225310AN1 | CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 | 401000 | $403,399.93 | 0.15% | Ba3 | 5.13 | 12/31/2024 |
| 513075BQ3 | LAMAR MEDIA CORP LAMR 3 3/4 02/15/28 | 403000 | $404,175.42 | 0.15% | B1 | 3.75 | 02/15/2028 |
| 85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 386585 | $394,332.41 | 0.15% | NR | 2.28 | 02/25/2050 |
| 6174468P7 | MORGAN STANLEY MS 3.622 04/01/31 | 346000 | $401,363.02 | 0.15% | A3 | 3.62 | 04/01/2031 |
| 38141GXJ8 | GOLDMAN SACHS GROUP INC/THE GS 3 1/2 04/01/25 | 359000 | $402,419.44 | 0.15% | A3 | 3.50 | 04/01/2025 |
| 03076CAK2 | AMERIPRISE FINANCIAL INC AMP 3 04/02/25 | 356000 | $394,632.93 | 0.15% | A3 | 3.00 | 04/02/2025 |
| 29135LAJ9 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 3 7/8 04/16/50 | 320000 | $396,083.33 | 0.15% | Aa2 | 3.88 | 04/16/2050 |
| 24381MAA8 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1 | 385082 | $391,274.92 | 0.15% | NR | 2.79 | 10/25/2059 |
| 80414L2A2 | SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 | 362000 | $375,454.93 | 0.14% | A1 | 2.75 | 04/16/2022 |
| 46647PBM7 | JPMORGAN CHASE & CO JPM 3.109 04/22/41 | 329000 | $362,825.19 | 0.14% | A2 | 3.11 | 04/22/2041 |
| 86964WAF9 | SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 | 334000 | $384,990.67 | 0.14% | NR | 6.00 | 01/15/2029 |
| 00138CAC2 | AIG GLOBAL FUNDING AIG 2.7 12/15/21 | 367000 | $379,762.89 | 0.14% | A2 | 2.70 | 12/15/2021 |
| 853254BH2 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 335000 | $369,265.38 | 0.14% | Ba1 | 7.75 | 12/31/2049 |
| 025676AM9 | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL 5 06/15/27 | 346000 | $381,847.43 | 0.14% | NR | 5.00 | 06/15/2027 |
| 909318AA5 | UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST UAL 3 1/2 03/01/30 | 386912 | $367,534.46 | 0.14% | A1 | 3.50 | 03/01/2030 |
| 07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $371,581.71 | 0.14% | Baa1 | 1.26 | 12/15/2023 |
| 78448TAD4 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 4 1/8 07/15/23 | 361000 | $384,707.91 | 0.14% | NR | 4.13 | 07/15/2023 |
| 20030NCL3 | COMCAST CORP CMCSA 4.6 10/15/38 4.6 10/15/2038 | 295000 | $381,841.36 | 0.14% | A3 | 4.60 | 10/15/2038 |
| 00774MAP0 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AER 4 1/2 09/15/23 | 353000 | $364,379.58 | 0.14% | Baa3 | 4.50 | 09/15/2023 |
| 02079KAG2 | ALPHABET INC GOOGL 2 1/4 08/15/60 | 408000 | $385,957.04 | 0.14% | Aa2 | 2.25 | 08/15/2060 |
| 882484AC2 | TEXAS HEALTH RESOURCES TXHLTH 2.328 11/15/50 | 397000 | $370,823.58 | 0.14% | Aa2 | 2.33 | 11/15/2050 |
| 92933BAR5 | WMG ACQUISITION CORP WMG 3 02/15/31 | 394000 | $384,675.33 | 0.14% | Ba3 | 3.00 | 02/15/2031 |
| 55336VBQ2 | MPLX LP MPLX 2.65 08/15/30 | 368000 | $361,747.30 | 0.14% | Baa2 | 2.65 | 08/15/2030 |
| 126650DM9 | CVS HEALTH CORP CVS 1.3 08/21/27 | 387000 | $381,523.14 | 0.14% | Baa2 | 1.30 | 08/21/2027 |
| 45866FAQ7 | INTERCONTINENTAL EXCHANGE INC ICE 3 09/15/60 | 378000 | $383,366.34 | 0.14% | A3 | 3.00 | 09/15/2060 |
| 694476AE2 | PACIFIC LIFECORP PACLIF 3.35 09/15/50 | 375000 | $376,378.54 | 0.14% | Baa1 | 3.35 | 09/15/2050 |
| 12597VAA3 | COLT 2020-1R MORTGAGE LOAN TRUST COLT 2020-1R A1 | 360000 | $360,373.04 | 0.14% | NR | 1.26 | 09/25/2065 |
| 05526DBU8 | BAT CAPITAL CORP BATSLN 3.984 09/25/50 | 382000 | $373,434.79 | 0.14% | Baa2 | 3.98 | 09/25/2050 |
| 3138WGD35 | FNCI AS6421 3.5 12-01-30 | 336825 | $366,216.98 | 0.14% | Aaa | 3.50 | 12/01/2030 |
| 05965MAG8 | BANCO DEL ESTADO DE CHILE BANCO 2.704 01/09/25 | 365000 | $385,957.98 | 0.14% | A1 | 2.70 | 01/09/2025 |
| 83546DAG3 | SONIC CAPITAL LLC SONIC 2020-1A A2I | 340005 | $359,951.35 | 0.14% | NR | 3.85 | 01/20/2050 |
| 80413TAR0 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 3 3/4 01/21/55 | 342000 | $372,178.65 | 0.14% | A1 | 3.75 | 01/21/2055 |
| 225401AP3 | CREDIT SUISSE GROUP AG CS 4.194 04/01/31 | 327000 | $384,128.31 | 0.14% | Baa2 | 4.19 | 04/01/2031 |
| 26253KAC8 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A C | 370000 | $376,905.08 | 0.14% | NR | 2.74 | 04/15/2025 |
| 015271AS8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 4 02/01/50 | 281000 | $337,531.38 | 0.13% | Baa1 | 4.00 | 02/01/2050 |
| 03765HAF8 | APOLLO MANAGEMENT HOLDINGS LP APO 2.65 06/05/30 | 339000 | $342,051.48 | 0.13% | NR | 2.65 | 06/05/2030 |
| 36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 345063 | $353,202.42 | 0.13% | NR | 2.69 | 11/25/2059 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 291856 | $337,872.82 | 0.13% | Baa2 | 5.77 | 01/10/2033 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 295879 | $349,022.50 | 0.13% | Aaa | 5.50 | 04/01/2035 |
| 46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 303000 | $342,660.46 | 0.13% | A3 | 3.63 | 12/01/2027 |
| 3137BUX52 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K062 A1 | 320054 | $344,353.42 | 0.13% | Aaa | 3.03 | 09/25/2026 |
| 47760QAA1 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I | 330067 | $336,251.19 | 0.13% | NR | 3.61 | 07/30/2047 |
| 303901BB7 | FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 4.85 04/17/28 | 306000 | $341,920.98 | 0.13% | Baa3 | 4.85 | 04/17/2028 |
| 44891AAZ0 | HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 | 309000 | $337,018.10 | 0.13% | Baa1 | 4.30 | 02/01/2024 |
| 3140HHSZ9 | FANNIE MAE POOL FN BK4135 4.5 12/1/2048 | 330600 | $358,649.61 | 0.13% | Aaa | 4.50 | 12/01/2048 |
| 86562MCA6 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 1.474 07/08/25 | 335000 | $342,224.94 | 0.13% | A1 | 1.47 | 07/08/2025 |
| 828807DK0 | SIMON PROPERTY GROUP LP SPG 2.65 07/15/30 | 330000 | $333,554.48 | 0.13% | A3 | 2.65 | 07/15/2030 |
| 55336VBR0 | MPLX LP MPLX 1 3/4 03/01/26 | 350000 | $349,936.08 | 0.13% | Baa2 | 1.75 | 03/01/2026 |
| 59156RCA4 | METLIFE INC MET 3.85 PERP | 352000 | $351,470.53 | 0.13% | Baa2 | 3.85 | 12/31/2099 |
| 654744AB7 | NISSAN MOTOR CO LTD NSANY 3.522 09/17/25 | 341000 | $345,044.46 | 0.13% | Baa3 | 3.52 | 09/17/2025 |
| 38937LAC5 | GRAY OAK PIPELINE LLC GRYOAK 2.6 10/15/25 | 351000 | $352,537.16 | 0.13% | Baa3 | 2.60 | 10/15/2025 |
| 05530QAN0 | BAT INTERNATIONAL FINANCE PLC BATSLN 1.668 03/25/26 | 356000 | $357,222.51 | 0.13% | Baa2 | 1.67 | 03/25/2026 |
| 345397A29 | FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 | 346000 | $341,474.84 | 0.13% | Ba2 | 3.09 | 01/09/2023 |
| 04685A2L4 | ATHENE GLOBAL FUNDING ATH 2 1/2 01/14/25 | 339000 | $351,174.70 | 0.13% | NR | 2.50 | 01/14/2025 |
| 75524KNH3 | CITIZENS BANK NA/PROVIDENCE RI CFG 2 1/4 04/28/25 | 331000 | $354,654.39 | 0.13% | Baa1 | 2.25 | 04/28/2025 |
| 756109AX2 | REALTY INCOME CORP O 3 1/4 01/15/31 | 319000 | $353,764.02 | 0.13% | A3 | 3.25 | 01/15/2031 |
| 20030NDL2 | COMCAST CORP CMCSA 2.8 01/15/51 | 339000 | $341,703.56 | 0.13% | A3 | 2.80 | 01/15/2051 |
| 70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 325000 | $358,849.35 | 0.13% | A3 | 2.65 | 10/01/2026 |
| 62947QAV0 | NXP BV / NXP FUNDING LLC NXPI 4 5/8 06/01/23 | 298000 | $330,895.49 | 0.12% | Baa3 | 4.63 | 06/01/2023 |
| 55354GAL4 | MSCI INC MSCI 3 7/8 02/15/31 | 298000 | $314,585.15 | 0.12% | Ba2 | 3.88 | 02/15/2031 |
| 638612AM3 | NATIONWIDE FINANCIAL SERVICES INC NATMUT 3.9 11/30/49 | 315000 | $326,376.00 | 0.12% | A2 | 3.90 | 11/30/2049 |
| 61691LAJ8 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS C | 312000 | $310,637.15 | 0.12% | A3 | 1.15 | 11/15/2034 |
| 01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $326,718.17 | 0.12% | A1 | 4.40 | 12/06/2057 |
| 01609WAV4 | ALIBABA GROUP HOLDING LTD BABA 4.2 12/06/47 | 250000 | $320,600.95 | 0.12% | A1 | 4.20 | 12/06/2047 |
| 88032WAG1 | TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 | 286000 | $316,770.60 | 0.12% | A1 | 3.60 | 01/19/2028 |
| 47233JBH0 | JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINANCE INC JEF 4.15 01/23/30 | 292000 | $331,076.78 | 0.12% | Baa3 | 4.15 | 01/23/2030 |
| 11120VAJ2 | BRIXMOR OPERATING PARTNERSHIP LP BRX 4.05 07/01/30 | 289000 | $313,662.80 | 0.12% | Baa3 | 4.05 | 07/01/2030 |
| 46284VAJ0 | IRON MOUNTAIN INC IRM 5 1/4 07/15/30 | 298000 | $314,967.38 | 0.12% | Ba3 | 5.25 | 07/15/2030 |
| 30212PBB0 | EXPEDIA GROUP INC EXPE 4 5/8 08/01/27 | 294000 | $311,676.69 | 0.12% | Baa3 | 4.63 | 08/01/2027 |
| 91159HJA9 | US BANCORP USB 1 3/8 07/22/30 | 312000 | $310,432.02 | 0.12% | A1 | 1.38 | 07/22/2030 |
| 23283PAT1 | CYRUSONE LP / CYRUSONE FINANCE CORP CONE 2.15 11/01/30 | 338000 | $330,461.66 | 0.12% | Ba1 | 2.15 | 11/01/2030 |
| 05526DBR5 | BAT CAPITAL CORP BATSLN 2.259 03/25/28 | 327000 | $327,920.36 | 0.12% | Baa2 | 2.26 | 03/25/2028 |
| 90184LAG7 | TWITTER INC TWTR 3 7/8 12/15/27 | 304000 | $320,844.56 | 0.12% | Ba2 | 3.88 | 12/15/2027 |
| 034863AW0 | ANGLO AMERICAN CAPITAL PLC AALLN 5 5/8 04/01/30 | 249000 | $312,443.72 | 0.12% | Baa2 | 5.63 | 04/01/2030 |
| 25746UDG1 | DOMINION ENERGY INC D 3 3/8 04/01/30 | 290000 | $331,508.42 | 0.12% | Baa2 | 3.38 | 04/01/2030 |
| 035240AT7 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 4 1/2 06/01/50 | 252000 | $307,682.04 | 0.12% | Baa1 | 4.50 | 06/01/2050 |
| 78355HKQ1 | RYDER SYSTEM INC R 4 5/8 06/01/25 | 275000 | $322,125.08 | 0.12% | Baa2 | 4.63 | 06/01/2025 |
| 06051GJB6 | BANK OF AMERICA CORP BAC 2.592 04/29/31 | 297000 | $316,878.36 | 0.12% | A2 | 2.59 | 04/29/2031 |
| 42806DCH0 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A | 312547 | $313,606.91 | 0.12% | Baa3 | 3.42 | 05/25/2025 |
| 008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 254000 | $281,178.05 | 0.11% | A3 | 4.25 | 02/15/2024 |
| 6174468Q5 | MORGAN STANLEY MS 2.188 04/28/26 | 268000 | $283,028.15 | 0.11% | A3 | 2.19 | 04/28/2026 |
| 12594JAG0 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C | 285000 | $286,911.83 | 0.11% | NR | 3.58 | 08/10/2029 |
| 00206RDC3 | AT&T INC T 4.45 04/01/24 | 247000 | $281,676.87 | 0.11% | Baa2 | 4.45 | 04/01/2024 |
| 898339AB2 | TRUST FIBRA UNO FUNOTR 6.39 01/15/50 | 300000 | $303,297.00 | 0.11% | Baa2 | 6.39 | 01/15/2050 |
| 02377LAA2 | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 | 297291 | $281,430.36 | 0.11% | Baa1 | 3.15 | 02/15/2032 |
| 842587CY1 | SOUTHERN CO/THE SO 5 1/2 03/15/57 | 276000 | $282,011.64 | 0.11% | Baa3 | 5.50 | 03/15/2057 |
| 46187BAA1 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A | 281734 | $281,012.29 | 0.11% | Aaa | 1.00 | 12/17/2036 |
| 46187BAC7 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 C | 295000 | $295,917.51 | 0.11% | Aa3 | 1.60 | 12/17/2036 |
| 161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 247000 | $298,249.79 | 0.11% | Ba1 | 5.38 | 05/01/2047 |
| 05369AAD3 | AVIATION CAPITAL GROUP LLC ACGCAP 4 1/8 08/01/25 | 307000 | $296,162.33 | 0.11% | Baa2 | 4.13 | 08/01/2025 |
| 09681LAH3 | BOC AVIATION LTD BOCAVI FLOAT 09/26/23 | 312000 | $304,753.23 | 0.11% | NR | 1.36 | 09/26/2023 |
| 3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $294,203.27 | 0.11% | Aaa | 4.03 | 10/25/2028 |
| 3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $290,485.81 | 0.11% | Aaa | 4.06 | 10/25/2028 |
| 31620RAJ4 | FIDELITY NATIONAL FINANCIAL INC FNF 3.4 06/15/30 | 262000 | $284,050.20 | 0.11% | Baa2 | 3.40 | 06/15/2030 |
| 19533PAC4 | COLOMBIA TELECOMUNICACIONES SA ESP TELEFO 4.95 07/17/30 | 290000 | $304,550.75 | 0.11% | NR | 4.95 | 07/17/2030 |
| 00206RKF8 | AT&T INC T 3 1/2 02/01/61 | 300000 | $286,514.33 | 0.11% | Baa2 | 3.50 | 02/01/2061 |
| 29717PAX5 | ESSEX PORTFOLIO LP ESS 2.65 09/01/50 | 310000 | $291,007.85 | 0.11% | Baa1 | 2.65 | 09/01/2050 |
| 080807AA8 | BELROSE FUNDING TRUST LNC 2.33 08/15/30 | 292000 | $289,176.45 | 0.11% | Baa1 | 2.33 | 08/15/2030 |
| 91282CAK7 | UNITED STATES TREASURY NOTE/BOND T 0 1/8 09/15/23 | 303900 | $303,631.88 | 0.11% | Aaa | 0.13 | 09/15/2023 |
| 42225UAH7 | HEALTHCARE TRUST OF AMERICA HOLDINGS LP HTA 2 03/15/31 | 293000 | $286,871.03 | 0.11% | Baa2 | 2.00 | 03/15/2031 |
| 03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 293861 | $297,375.97 | 0.11% | NR | 2.47 | 12/25/2059 |
| 76119CAA9 | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | 287738 | $292,430.48 | 0.11% | NR | 2.38 | 02/25/2024 |
| 86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 288009 | $297,077.56 | 0.11% | NR | 3.10 | 07/25/2034 |
| 225401AN8 | CREDIT SUISSE GROUP AG CS 5.1 PERP | 276000 | $268,959.70 | 0.10% | Ba2 | 5.10 | 12/31/2049 |
| 893727AA5 | TRANSJAMAICAN HIGHWAY LTD TRAJAM 5 3/4 10/10/36 | 275000 | $270,307.81 | 0.10% | NR | 5.75 | 10/10/2036 |
| 89788JAA7 | TRUIST BANK TFC 1 1/2 03/10/25 | 250000 | $257,944.47 | 0.10% | A2 | 1.50 | 03/10/2025 |
| 225310AM3 | CACC 6.625 3/15/2026 | 261000 | $270,251.00 | 0.10% | Ba3 | 6.63 | 03/15/2026 |
| 842587DE4 | SOUTHERN COMPANY (THE) 3.7 4/30/2030 | 234000 | $271,232.77 | 0.10% | Baa2 | 3.70 | 04/30/2030 |
| 084423AU6 | W R BERKLEY CORP WRB 4 05/12/50 | 231000 | $277,963.77 | 0.10% | Baa1 | 4.00 | 05/12/2050 |
| 58933YAY1 | MERCK & CO INC MRK 0 3/4 02/24/26 | 259000 | $260,314.22 | 0.10% | A1 | 0.75 | 02/24/2026 |
| 35671DCG8 | FREEPORT-MCMORAN INC FCX 4 3/8 08/01/28 | 246000 | $256,266.26 | 0.10% | Ba1 | 4.38 | 08/01/2028 |
| 62548LAA0 | MULTICARE HEALTH SYSTEM MULHEA 2.803 08/15/50 | 268000 | $264,388.21 | 0.10% | Aa3 | 2.80 | 08/15/2050 |
| 046353AW8 | ASTRAZENECA PLC AZN 1 3/8 08/06/30 | 260000 | $253,452.53 | 0.10% | A3 | 1.38 | 08/06/2030 |
| 46284VAN1 | IRON MOUNTAIN INC IRM 4 1/2 02/15/31 | 262000 | $264,853.18 | 0.10% | Ba3 | 4.50 | 02/15/2031 |
| 649322AJ3 | NEW YORK AND PRESBYTERIAN HOSPITAL/THE NYPRES 2.606 08/01/60 | 281000 | $272,466.95 | 0.10% | Aa2 | 2.61 | 08/01/2060 |
| 88034PAB5 | TENCENT MUSIC ENTERTAINMENT GROUP TME 2 09/03/30 | 260000 | $254,756.27 | 0.10% | A2 | 2.00 | 09/03/2030 |
| 62877BAB1 | NORWEGIAN AIR SHUTTLE ASA 2016-1 CLASS B PASS THROUGH TRUST NASNO 7 1/2 11/10/23 | 347631 | $274,410.95 | 0.10% | Caa2 | 7.50 | 11/10/2023 |
| 92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 191000 | $264,523.06 | 0.10% | Baa1 | 5.25 | 03/16/2037 |
| 63859WAF6 | NATIONWIDE BUILDING SOCIETY NWIDE 4 1/8 10/18/32 | 250000 | $270,796.96 | 0.10% | Baa2 | 4.13 | 10/18/2032 |
| 88032WAE6 | TENCENT HOLDINGS LTD TENCNT 2.985 01/19/23 | 256000 | $268,518.40 | 0.10% | A1 | 2.99 | 01/19/2023 |
| 75884RAX1 | REGENCY CENTERS LP REG 4 1/8 03/15/28 | 232000 | $259,807.37 | 0.10% | Baa1 | 4.13 | 03/15/2028 |
| 05369AAE1 | AVIATION CAPITAL GROUP LLC ACGCAP FLOAT 07/30/21 | 271000 | $264,249.27 | 0.10% | Baa2 | 0.94 | 07/30/2021 |
| 21036PBA5 | CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 | 276000 | $276,357.47 | 0.10% | Baa3 | 0.98 | 11/15/2021 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 234000 | $272,982.68 | 0.10% | Baa3 | 4.98 | 02/06/2026 |
| 74727PBB6 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 | 200000 | $269,744.94 | 0.10% | Aa3 | 4.82 | 03/14/2049 |
| 571676AA3 | MARS INC MARS 2.7 04/01/25 | 237000 | $259,564.13 | 0.10% | A1 | 2.70 | 04/01/2025 |
| 70450YAE3 | PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 | 241000 | $268,398.43 | 0.10% | A3 | 2.85 | 10/01/2029 |
| 98971DAB6 | ZIONS BANCORP NA ZION 3 1/4 10/29/29 | 254000 | $257,518.12 | 0.10% | NR | 3.25 | 10/29/2029 |
| EI0106290 | BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP | 258000 | $267,807.58 | 0.10% | B2 | 8.50 | 12/31/2049 |
| 552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 214000 | $261,650.67 | 0.10% | Ba2 | 6.00 | 01/15/2043 |
| 00912XAM6 | AIR LEASE CORP AL 3 7/8 04/01/21 | 260000 | $267,574.01 | 0.10% | NR | 3.88 | 04/01/2021 |
| 638671AL1 | NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 | 240000 | $260,187.53 | 0.10% | A3 | 4.95 | 04/22/2044 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 275385 | $275,351.38 | 0.10% | A2 | 3.75 | 04/25/2045 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $274,078.10 | 0.10% | Ba1 | 6.25 | 12/29/2049 |
| 02005NBA7 | ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 | 227000 | $249,328.38 | 0.09% | NR | 4.63 | 03/30/2025 |
| 49456BAS0 | KINDER MORGAN INC KMI 3 1/4 08/01/50 | 263000 | $238,840.59 | 0.09% | Baa2 | 3.25 | 08/01/2050 |
| 224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 207000 | $230,441.35 | 0.09% | Baa2 | 3.35 | 09/15/2026 |
| 20030NCS8 | COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 | 206000 | $239,986.45 | 0.09% | A3 | 3.95 | 10/15/2025 |
| 29245JAL6 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $236,529.17 | 0.09% | Baa3 | 5.25 | 11/06/2029 |
| 91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $227,875.00 | 0.09% | Baa1 | 4.50 | 04/22/2029 |
| 24703DAZ4 | DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 | 215000 | $248,861.97 | 0.09% | Baa3 | 4.90 | 10/01/2026 |
| 03464NAA0 | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1 | 245827 | $251,716.76 | 0.09% | NR | 3.65 | 09/25/2048 |
| 29247QAA2 | EMPRESA DE TRANSMISION ELECTRICA SA EMTESA 5 1/8 05/02/49 | 200000 | $235,392.36 | 0.09% | Baa1 | 5.13 | 05/02/2049 |
| 401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $242,583.33 | 0.09% | Ba1 | 6.13 | 06/01/2050 |
| 76119NAA5 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | 246856 | $252,069.07 | 0.09% | NR | 2.63 | 09/25/2059 |
| 14310FAA0 | CARLYLE HOLDINGS II FINANCE LLC CG 5 5/8 03/30/43 | 198000 | $246,827.31 | 0.09% | NR | 5.63 | 03/30/2043 |
| 720198AE0 | PIEDMONT OPERATING PARTNERSHIP LP PDM 3.15 08/15/30 | 256000 | $251,708.59 | 0.09% | Baa2 | 3.15 | 08/15/2030 |
| 29452EAA9 | EQUITABLE HOLDINGS INC EQH 4.95 PERP | 229000 | $235,154.38 | 0.09% | Ba1 | 4.95 | 12/31/2059 |
| 78409VAS3 | S&P GLOBAL INC SPGI 1 1/4 08/15/30 | 253000 | $249,146.47 | 0.09% | A3 | 1.25 | 08/15/2030 |
| 76131VAB9 | RETAIL PROPERTIES OF AMERICA INC RPAI 4 3/4 09/15/30 | 249000 | $250,485.17 | 0.09% | Baa3 | 4.75 | 09/15/2030 |
| 11575TAC2 | BROWN UNIVERSITY IN PROVIDENCE IN THE STATE OF RHODE ISLAND AND PROVIDENCE PLANT BROWNU 2.924 09/01/ | 225000 | $245,531.56 | 0.09% | Aa1 | 2.92 | 09/01/2050 |
| 125282AL7 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC D | 236608 | $236,505.94 | 0.09% | NR | 1.75 | 07/15/2032 |
| 87161CAL9 | SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 | 240000 | $249,425.00 | 0.09% | NR | 3.13 | 11/01/2022 |
| 46187BAD5 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 D | 237651 | $238,569.54 | 0.09% | A3 | 1.95 | 12/17/2036 |
| 056752AR9 | BAIDU INC BIDU 3.425 04/07/30 | 210000 | $234,390.94 | 0.09% | A3 | 3.43 | 04/07/2030 |
| 95000U2Q5 | WELLS FARGO & CO WFC 3.068 04/30/41 | 220000 | $231,091.44 | 0.09% | A2 | 3.07 | 04/30/2041 |
| 316773DA5 | FIFTH THIRD BANCORP FITB 2.55 05/05/27 | 225000 | $244,473.43 | 0.09% | Baa1 | 2.55 | 05/05/2027 |
| 10112RBD5 | BOSTON PROPERTIES LP BXP 3 1/4 01/30/31 | 220000 | $238,154.89 | 0.09% | Baa1 | 3.25 | 01/30/2031 |
| 828807DJ3 | SIMON PROPERTY GROUP LP SPG 3.8 07/15/50 | 246000 | $250,763.96 | 0.09% | A3 | 3.80 | 07/15/2050 |
| 49446RAW9 | KIMCO REALTY CORP KIM 2.7 10/01/30 | 235000 | $239,881.88 | 0.09% | Baa1 | 2.70 | 10/01/2030 |
| 57421CAW4 | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY 57421CAW4 3.197 7/1/2050 | 230000 | $241,777.74 | 0.09% | A2 | 3.20 | 07/01/2050 |
| 91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 208000 | $239,002.10 | 0.09% | A3 | 3.75 | 07/15/2025 |
| 138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 205000 | $225,042.85 | 0.08% | NR | 6.50 | 06/17/2022 |
| 948596AE1 | WEIBO CORP WB 3 3/8 07/08/30 | 200000 | $204,682.25 | 0.08% | Baa1 | 3.38 | 07/08/2030 |
| 31410G7L1 | FNCL 889299 6.0 04-01-38 | 178003 | $208,611.24 | 0.08% | Aaa | 6.00 | 04/01/2038 |
| 853254BL3 | STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 | 200000 | $201,315.56 | 0.08% | A2 | 1.42 | 01/20/2023 |
| 03846JW63 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 6.2004 03/01/24 | 200000 | $208,442.20 | 0.08% | B2 | 6.20 | 03/01/2024 |
| 02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $217,195.33 | 0.08% | NR | 4.65 | 04/09/2024 |
| 491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $202,794.13 | 0.08% | B2 | 8.00 | 05/22/2032 |
| 015271AR0 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3 3/8 08/15/31 | 185000 | $209,396.26 | 0.08% | Baa1 | 3.38 | 08/15/2031 |
| 29246BAE8 | EMPRESAS PUBLICAS DE MEDELLIN ESP EEPPME 4 1/4 07/18/29 | 200000 | $201,443.61 | 0.08% | Baa3 | 4.25 | 07/18/2029 |
| 82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $209,282.11 | 0.08% | A1 | 2.50 | 08/08/2024 |
| 82939GAH1 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2.95 08/08/29 | 200000 | $214,136.00 | 0.08% | A1 | 2.95 | 08/08/2029 |
| 21987BBA5 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3.7 01/30/50 | 200000 | $212,835.89 | 0.08% | A3 | 3.70 | 01/30/2050 |
| 427866BB3 | HERSHEY CO/THE HSY 3 1/8 11/15/49 | 201000 | $224,079.66 | 0.08% | A1 | 3.13 | 11/15/2049 |
| EJ4222752 | INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 | 195000 | $205,123.75 | 0.08% | Ba1 | 5.50 | 11/01/2022 |
| 17318UAG9 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 CGCMT 2012-GC8 B | 200000 | $202,701.13 | 0.08% | Aa3 | 4.29 | 09/10/2045 |
| EJ5777036 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC SOIAZ 4 3/4 03/13/23 | 200000 | $207,415.00 | 0.08% | Ba2 | 4.75 | 03/13/2023 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 218150 | $221,882.74 | 0.08% | NR | 3.00 | 06/25/2043 |
| 31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 230949 | $218,195.47 | 0.08% | Aaa | 0.00 | 01/25/2037 |
| 404280CJ6 | HSBC HOLDINGS PLC HSBC 1.645 04/18/26 | 218000 | $217,813.90 | 0.08% | A2 | 1.65 | 04/18/2026 |
| 88034PAA7 | TENCENT MUSIC ENTERTAINMENT GROUP TME 1 3/8 09/03/25 | 210000 | $209,113.37 | 0.08% | A2 | 1.38 | 09/03/2025 |
| 224044CM7 | COX COMMUNICATIONS INC COXENT 2.95 10/01/50 | 222000 | $213,350.22 | 0.08% | Baa2 | 2.95 | 10/01/2050 |
| 05526DBS3 | BAT CAPITAL CORP BATSLN 2.726 03/25/31 | 208000 | $206,102.96 | 0.08% | Baa2 | 2.73 | 03/25/2031 |
| 716564AA7 | PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 | 200000 | $218,693.67 | 0.08% | NR | 4.75 | 06/19/2032 |
| 06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $217,105.78 | 0.08% | Baa1 | 5.00 | 07/27/2027 |
| 625454AA1 | MULTIBANK INC MULT 4 3/8 11/09/22 | 200000 | $206,551.39 | 0.08% | NR | 4.38 | 11/09/2022 |
| 98313RAE6 | WYNN MACAU LTD WYNMAC 5 1/8 12/15/29 | 213000 | $207,582.41 | 0.08% | B1 | 5.13 | 12/15/2029 |
| 455780CR5 | INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 3 1/2 02/14/50 | 200000 | $212,508.57 | 0.08% | Baa2 | 3.50 | 02/14/2050 |
| 195325DR3 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 01/30/30 | 200000 | $204,216.67 | 0.08% | Baa2 | 3.00 | 01/30/2030 |
| 92536PAD6 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2 | 204207 | $208,792.60 | 0.08% | NR | 2.64 | 01/25/2060 |
| 754730AG4 | RAYMOND JAMES FINANCIAL INC RJF 4.65 04/01/30 | 172000 | $213,132.44 | 0.08% | Baa1 | 4.65 | 04/01/2030 |
| 035240AV2 | ANHEUSER-BUSCH INBEV WORLDWIDE INC ABIBB 3 1/2 06/01/30 | 196000 | $226,238.34 | 0.08% | Baa1 | 3.50 | 06/01/2030 |
| 709599BJ2 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 4 07/15/25 | 196000 | $222,381.27 | 0.08% | Baa2 | 4.00 | 07/15/2025 |
| 056752AQ1 | BAIDU INC BIDU 3.075 04/07/25 | 210000 | $226,292.33 | 0.08% | A3 | 3.08 | 04/07/2025 |
| 37331NAJ0 | GEORGIA-PACIFIC LLC GP 1 3/4 09/30/25 | 193000 | $201,185.86 | 0.08% | A3 | 1.75 | 09/30/2025 |
| 88032WAT3 | TENCENT HOLDINGS LTD TENCNT 1.81 01/26/26 | 200000 | $205,092.17 | 0.08% | A1 | 1.81 | 01/26/2026 |
| 88032WAW6 | TENCENT HOLDINGS LTD TENCNT 3.29 06/03/60 | 200000 | $205,424.78 | 0.08% | A1 | 3.29 | 06/03/2060 |
| 88032WAV8 | TENCENT HOLDINGS LTD TENCNT 3.24 06/03/50 | 200000 | $203,014.00 | 0.08% | A1 | 3.24 | 06/03/2050 |
| 594918CC6 | MICROSOFT CORP MSFT 2.525 06/01/50 | 191000 | $200,854.65 | 0.08% | Aaa | 2.53 | 06/01/2050 |
| 31574PAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1 | 197391 | $200,056.21 | 0.08% | NR | 2.01 | 05/25/2065 |
| 42250PAB9 | HEALTHPEAK PROPERTIES INC PEAK 2 7/8 01/15/31 | 192000 | $204,751.72 | 0.08% | Baa1 | 2.88 | 01/15/2031 |
| 03939AAA5 | ARCH CAPITAL GROUP LTD ACGL 3.635 06/30/50 | 208000 | $225,007.10 | 0.08% | Baa1 | 3.64 | 06/30/2050 |
| 853254BF6 | STANDARD CHARTERED PLC STANLN 4.3 02/19/27 | 207000 | $221,876.73 | 0.08% | Baa2 | 4.30 | 02/19/2027 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $183,038.63 | 0.07% | Baa2 | 5.10 | 06/18/2050 |
| 05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 185180 | $176,566.73 | 0.07% | NR | 3.87 | 12/20/2034 |
| 056732AJ9 | BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 | 200000 | $180,333.33 | 0.07% | Ba2 | 6.00 | 11/21/2028 |
| 04686JAA9 | ATHENE HOLDING LTD ATH 4 1/8 01/12/28 | 178000 | $194,449.71 | 0.07% | NR | 4.13 | 01/12/2028 |
| 10922NAF0 | BRIGHTHOUSE FINANCIAL INC BHF 4.7 06/22/47 | 206000 | $199,653.59 | 0.07% | Baa3 | 4.70 | 06/22/2047 |
| 92537BAA2 | VERUS SECURITIZATION TRUST 2018-3 VERUS 2018-3 A1 | 176354 | $181,276.61 | 0.07% | NR | 4.11 | 10/25/2058 |
| 84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 183000 | $191,787.79 | 0.07% | Baa3 | 4.00 | 07/15/2029 |
| 31417TP51 | FNCL AC6743 5.0 12-01-39 | 158968 | $183,819.85 | 0.07% | Aaa | 5.00 | 12/01/2039 |
| 292487AA3 | EMPRESA DE LOS FERROCARRILES DEL ESTADO BFFCC 3.068 08/18/50 | 200000 | $196,732.91 | 0.07% | NR | 3.07 | 08/18/2050 |
| 649322AH7 | NEW YORK AND PRESBYTERIAN HOSPITAL/THE NYPRES 2.256 08/01/40 | 191000 | $182,271.07 | 0.07% | Aa2 | 2.26 | 08/01/2040 |
| 404530AC1 | HACKENSACK MERIDIAN HEALTH INC HMHLTH 2.675 09/01/41 | 185000 | $184,529.53 | 0.07% | NR | 2.68 | 09/01/2041 |
| 404530AD9 | HACKENSACK MERIDIAN HEALTH INC HMHLTH 2 7/8 09/01/50 | 179000 | $175,846.14 | 0.07% | NR | 2.88 | 09/01/2050 |
| 16876DAA6 | CHILDRENS HOSPITAL/DC CHHSDC 2.928 07/15/50 | 199000 | $194,116.17 | 0.07% | A1 | 2.93 | 07/15/2050 |
| 233331BH9 | DTE ENERGY CO DTE 0.55 11/01/22 | 193000 | $192,933.06 | 0.07% | Baa2 | 0.55 | 11/01/2022 |
| 31390L5X0 | FNCL 649862 6.5 07-01-32 | 155398 | $179,228.94 | 0.07% | Aaa | 6.50 | 07/01/2032 |
| 31403UYK1 | FNARM 758614 2.7 11-01-33 | 180814 | $187,291.48 | 0.07% | Aaa | 2.70 | 11/01/2033 |
| 31404NAB2 | FNARM 773202 3.7 11-01-34 | 174868 | $182,764.61 | 0.07% | Aaa | 3.73 | 11/01/2034 |
| 020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 156000 | $196,324.22 | 0.07% | A3 | 4.20 | 12/15/2046 |
| 44106MAW2 | SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 | 206000 | $184,642.95 | 0.07% | Ba1 | 4.95 | 02/15/2027 |
| 71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 187000 | $196,418.31 | 0.07% | Baa3 | 4.30 | 03/15/2027 |
| 89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 192226 | $198,044.28 | 0.07% | Aaa | 2.75 | 04/25/2057 |
| 37443GAG6 | GHANA GOVERNMENT INTERNATIONAL BOND GHANA 6 3/8 02/11/27 | 200000 | $181,518.03 | 0.07% | B3 | 6.38 | 02/11/2027 |
| 548661DU8 | LOWES COS INC LOW 4 1/2 04/15/30 | 144000 | $181,146.78 | 0.07% | Baa1 | 4.50 | 04/15/2030 |
| 174610AT2 | CITIZENS FINANCIAL GROUP INC CFG 3 1/4 04/30/30 | 166000 | $185,379.47 | 0.07% | NR | 3.25 | 04/30/2030 |
| 62954HAD0 | NXP BV / NXP FUNDING LLC / NXP USA INC NXPI 3.4 05/01/30 | 174000 | $192,807.22 | 0.07% | Baa3 | 3.40 | 05/01/2030 |
| 718172CN7 | PHILIP MORRIS INTERNATIONAL INC PM 1 1/2 05/01/25 | 184000 | $191,008.13 | 0.07% | A2 | 1.50 | 05/01/2025 |
| 896292AK5 | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND TRITOB 4 1/2 06/26/30 | 200000 | $198,675.00 | 0.07% | Ba1 | 4.50 | 06/26/2030 |
| 02376UAA3 | AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST AAL 3.575 01/15/28 | 186155 | $180,011.85 | 0.07% | Baa1 | 3.58 | 01/15/2028 |
| 025932AK0 | AMERICAN FINANCIAL GROUP INC/OH AFG 3 1/2 08/15/26 | 158000 | $171,717.46 | 0.06% | Baa1 | 3.50 | 08/15/2026 |
| 57421CAV6 | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY 57421CAV6 3.052 7/1/2040 | 165000 | $169,471.45 | 0.06% | A2 | 3.05 | 07/01/2040 |
| AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $161,576.98 | 0.06% | A3 | 1.88 | 02/19/2049 |
| 25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $153,618.33 | 0.06% | Ba3 | 6.40 | 06/05/2049 |
| 11043XAB9 | BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST IAGLN 3.35 06/15/29 | 185940 | $154,792.88 | 0.06% | Baa2 | 3.35 | 06/15/2029 |
| 283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $158,490.26 | 0.06% | B3 | 7.12 | 01/20/2050 |
| 38141GGQ1 | GOLDMAN SACHS GROUP INC/THE GS 5 1/4 07/27/21 | 145000 | $152,005.79 | 0.06% | A3 | 5.25 | 07/27/2021 |
| 693475857 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 1/8 PERP SERIES P | 6000 | $159,600.00 | 0.06% | Baa2 | 6.13 | 12/31/2049 |
| 81744YAC0 | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 | 153051 | $153,256.88 | 0.06% | Aaa | 1.55 | 04/25/2043 |
| 29717PAW7 | ESSEX PORTFOLIO LP ESS 1.65 01/15/31 | 174000 | $169,704.16 | 0.06% | Baa1 | 1.65 | 01/15/2031 |
| 126650DP2 | CVS HEALTH CORP CVS 2.7 08/21/40 | 167000 | $160,235.94 | 0.06% | Baa2 | 2.70 | 08/21/2040 |
| 529043AE1 | LEXINGTON REALTY TRUST LXP 2.7 09/15/30 | 156000 | $159,307.14 | 0.06% | Baa2 | 2.70 | 09/15/2030 |
| 78081BAD5 | ROYALTY PHARMA PLC RPRX 2.2 09/02/30 | 157000 | $156,360.56 | 0.06% | Baa3 | 2.20 | 09/02/2030 |
| 913903AV2 | UNIVERSAL HEALTH SERVICES INC UHS 2.65 10/15/30 | 158000 | $157,408.47 | 0.06% | Ba1 | 2.65 | 10/15/2030 |
| 25714PEF1 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 4 7/8 09/23/32 | 150000 | $149,337.50 | 0.06% | Ba3 | 4.88 | 09/23/2032 |
| 85208NAA8 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 3.36 09/20/21 | 155250 | $157,148.19 | 0.06% | Baa1 | 3.36 | 09/20/2021 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 140065 | $157,139.54 | 0.06% | Aaa | 6.00 | 08/01/2038 |
| 172967LM1 | CITIGROUP INC C 2.876 07/24/23 | 163000 | $170,001.53 | 0.06% | A3 | 2.88 | 07/24/2023 |
| 46187BAB9 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B | 165000 | $165,134.73 | 0.06% | Aa1 | 1.30 | 12/17/2036 |
| 156700BC9 | CENTURYLINK INC LUMN 4 02/15/27 | 144000 | $147,027.04 | 0.06% | Ba3 | 4.00 | 02/15/2027 |
| 44891ABE6 | HYUNDAI CAPITAL AMERICA HYNMTR 2 3/8 02/10/23 | 159000 | $163,760.95 | 0.06% | Baa1 | 2.38 | 02/10/2023 |
| 22822VAQ4 | CROWN CASTLE INTERNATIONAL CORP CCI 4.15 07/01/50 | 129000 | $148,455.05 | 0.06% | Baa3 | 4.15 | 07/01/2050 |
| 24703DBB6 | DELL INTERNATIONAL LLC / EMC CORP DELL 5.85 07/15/25 | 134000 | $158,009.61 | 0.06% | Baa3 | 5.85 | 07/15/2025 |
| 032654AS4 | ANALOG DEVICES INC ADI 2.95 04/01/25 | 146000 | $160,830.66 | 0.06% | Baa1 | 2.95 | 04/01/2025 |
| 133131AZ5 | CAMDEN PROPERTY TRUST CPT 2.8 05/15/30 | 148000 | $162,706.25 | 0.06% | A3 | 2.80 | 05/15/2030 |
| 95000U2N2 | WELLS FARGO & CO WFC 2.188 04/30/26 | 156000 | $163,447.62 | 0.06% | A2 | 2.19 | 04/30/2026 |
| 682680BD4 | ONEOK INC OKE 5.85 01/15/26 | 139000 | $161,546.13 | 0.06% | Baa3 | 5.85 | 01/15/2026 |
| 78355HKR9 | RYDER SYSTEM INC R 3.35 09/01/25 | 147000 | $161,602.55 | 0.06% | Baa2 | 3.35 | 09/01/2025 |
| 615369AT2 | MOODYS CORP MCO 3 1/4 05/20/50 | 142000 | $153,336.23 | 0.06% | NR | 3.25 | 05/20/2050 |
| 92537TAA3 | VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1 | 151247 | $153,141.58 | 0.06% | NR | 1.98 | 03/25/2060 |
| 665772CS6 | NORTHERN STATES POWER CO/MN XEL 2.6 06/01/51 | 148000 | $150,989.92 | 0.06% | Aa3 | 2.60 | 06/01/2051 |
| 72650RBN1 | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP PAA 3.8 09/15/30 | 173000 | $167,899.61 | 0.06% | Ba1 | 3.80 | 09/15/2030 |
| 02209SBC6 | ALTRIA GROUP INC MO 4.4 02/14/26 | 143000 | $165,456.36 | 0.06% | A3 | 4.40 | 02/14/2026 |
| 828807CV7 | SIMON PROPERTY GROUP LP SPG 3 1/2 09/01/25 | 111000 | $121,973.70 | 0.05% | A3 | 3.50 | 09/01/2025 |
| 131153 | $131,153.05 | 0.05% | N/A | ||||
| AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $133,749.16 | 0.05% | Caa1 | 6.75 | 06/20/2026 |
| AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $130,705.83 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
| 20030NCY5 | COMCAST CORP CMCSA 3 1/4 11/01/39 | 108000 | $120,985.50 | 0.05% | A3 | 3.25 | 11/01/2039 |
| 3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 101960 | $120,608.28 | 0.05% | Aaa | 5.50 | 06/01/2035 |
| 59523UAS6 | MID-AMERICA APARTMENTS LP MAA 1.7 02/15/31 | 129000 | $127,215.28 | 0.05% | Baa1 | 1.70 | 02/15/2031 |
| 78409VAR5 | S&P GLOBAL INC SPGI 2.3 08/15/60 | 136000 | $122,206.93 | 0.05% | A3 | 2.30 | 08/15/2060 |
| 78081BAB9 | ROYALTY PHARMA PLC RPRX 1.2 09/02/25 | 140000 | $139,692.26 | 0.05% | Baa3 | 1.20 | 09/02/2025 |
| 78081BAC7 | ROYALTY PHARMA PLC RPRX 1 3/4 09/02/27 | 129000 | $129,069.61 | 0.05% | Baa3 | 1.75 | 09/02/2027 |
| 53227JAC8 | LIFE STORAGE LP LSI 2.2 10/15/30 | 132000 | $131,825.79 | 0.05% | Baa2 | 2.20 | 10/15/2030 |
| 224044CL9 | COX COMMUNICATIONS INC COXENT 1.8 10/01/30 | 139000 | $137,177.98 | 0.05% | Baa2 | 1.80 | 10/01/2030 |
| 31405RNE2 | FNARM 796989 2.1 08-01-34 | 132867 | $137,623.96 | 0.05% | Aaa | 2.06 | 08/01/2034 |
| 70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 119000 | $120,271.44 | 0.05% | Baa3 | 5.25 | 08/15/2022 |
| 846502AC6 | SPARC EM SPC PANAMA METRO LINE 2 SP PANAMT 0 12/05/22 | 126824 | $122,862.21 | 0.05% | NR | 0.00 | 12/05/2022 |
| ZP5500142 | ECUADOR SOCIAL BOND SARL ECUASO 0 01/30/35 | 192965 | $138,452.17 | 0.05% | NR | 0.00 | 01/30/2035 |
| 35137LAL9 | FOX CORP FOXA 3 1/2 04/08/30 | 119000 | $136,124.50 | 0.05% | Baa2 | 3.50 | 04/08/2030 |
| 65339KBQ2 | NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 2 3/4 05/01/25 | 121000 | $132,318.44 | 0.05% | Baa1 | 2.75 | 05/01/2025 |
| 559222AV6 | MAGNA INTERNATIONAL INC MGCN 2.45 06/15/30 | 138000 | $146,313.72 | 0.05% | A3 | 2.45 | 06/15/2030 |
| 22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 133533 | $135,791.86 | 0.05% | NR | 3.46 | 06/25/2034 |
| 24737RAA8 | DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 | 101000 | $98,937.32 | 0.04% | A3 | 3.40 | 04/25/2024 |
| 27409LAA1 | EAST OHIO GAS CO/THE D 1.3 06/15/25 | 110000 | $112,513.95 | 0.04% | A2 | 1.30 | 06/15/2025 |
| 896366AA9 | TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 | 100000 | $110,433.33 | 0.04% | Ba3 | 9.75 | 06/15/2026 |
| AZ4613255 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 0 3/4 07/09/27 | 100000 | $117,567.83 | 0.04% | A1 | 0.75 | 07/09/2027 |
| 46284VAF8 | IRON MOUNTAIN INC IRM 4 7/8 09/15/29 | 109000 | $111,143.67 | 0.04% | Ba3 | 4.88 | 09/15/2029 |
| 404280AN9 | HSBC HOLDINGS PLC HSBC 4 03/30/22 | 96000 | $100,814.71 | 0.04% | A2 | 4.00 | 03/30/2022 |
| 570535AP9 | MARKEL CORP MKL 5 03/30/43 | 98000 | $118,409.55 | 0.04% | Baa2 | 5.00 | 03/30/2043 |
| 046353AV0 | ASTRAZENECA PLC AZN 0.7 04/08/26 | 98000 | $96,199.80 | 0.04% | A3 | 0.70 | 04/08/2026 |
| 02079KAE7 | ALPHABET INC GOOGL 1.9 08/15/40 | 103000 | $99,053.05 | 0.04% | Aa2 | 1.90 | 08/15/2040 |
| 615369AU9 | MOODYS CORP MCO 2.55 08/18/60 | 117000 | $108,224.87 | 0.04% | NR | 2.55 | 08/18/2060 |
| 166756AH9 | CHEVRON USA INC CVX 2.343 08/12/50 | 117000 | $109,506.19 | 0.04% | Aa2 | 2.34 | 08/12/2050 |
| 20605PAM3 | CONCHO RESOURCES INC CXO 2.4 02/15/31 | 116000 | $111,130.24 | 0.04% | Baa3 | 2.40 | 02/15/2031 |
| 008513AA1 | AGREE LP ADC 2.9 10/01/30 | 113000 | $117,006.49 | 0.04% | Baa2 | 2.90 | 10/01/2030 |
| 115236AC5 | BROWN & BROWN INC BRO 2 3/8 03/15/31 | 113000 | $114,061.39 | 0.04% | Baa3 | 2.38 | 03/15/2031 |
| 9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 95387 | $96,129.09 | 0.04% | Baa3 | 3.11 | 06/25/2033 |
| AZ2286302 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 105000 | $119,340.11 | 0.04% | Ba3 | 1.50 | 06/26/2029 |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 76187 | $77,344.66 | 0.03% | NR | 3.17 | 02/25/2035 |
| 715638DA7 | PERUVIAN GOVERNMENT INTERNATIONAL BOND PERU 2.844 06/20/30 | 85000 | $93,115.72 | 0.03% | A3 | 2.84 | 06/20/2030 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $91,634.20 | 0.03% | Aaa | 5.18 | 04/01/2030 |
| CASHGBP00 | GBP CURRENCY CASH | 60848 | $78,684.94 | 0.03% | 0.00 | ||
| 759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 75000 | $82,963.81 | 0.03% | Baa1 | 4.70 | 09/15/2023 |
| 30040WAJ7 | EVERSOURCE ENERGY ES 0.8 08/15/25 | 69000 | $68,711.48 | 0.03% | Baa1 | 0.80 | 08/15/2025 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 85206 | $87,866.02 | 0.03% | NR | 3.34 | 11/25/2034 |
| 513272AA2 | LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 | 75000 | $79,632.81 | 0.03% | Ba2 | 4.63 | 11/01/2024 |
| 013092AD3 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 3 1/2 02/15/23 | 72000 | $73,528.00 | 0.03% | B2 | 3.50 | 02/15/2023 |
| 27409LAE3 | EAST OHIO GAS CO/THE D 3 06/15/50 | 75000 | $78,561.16 | 0.03% | A2 | 3.00 | 06/15/2050 |
| 49456BAR2 | KINDER MORGAN INC KMI 2 02/15/31 | 82000 | $79,007.67 | 0.03% | Baa2 | 2.00 | 02/15/2031 |
| 431282AT9 | HIGHWOODS REALTY LP HIW 2.6 02/01/31 | 92000 | $91,509.26 | 0.03% | Baa2 | 2.60 | 02/01/2031 |
| 71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $52,209.24 | 0.02% | Ba2 | 6.49 | 01/23/2027 |
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 58048 | $59,146.77 | 0.02% | NR | 2.87 | 08/25/2035 |
| UXYZ0 | US 10yr Ultra Fut Dec20UXYZ0 COMB | -116 | $54,375.00 | 0.02% | N/A | 12/21/2020 | |
| 71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 35000 | $39,999.56 | 0.02% | Ba2 | 7.25 | 03/17/2044 |
| 74340XBN0 | PROLOGIS LP PLD 2 1/8 04/15/27 | 61000 | $65,717.57 | 0.02% | A3 | 2.13 | 04/15/2027 |
| 958667AD9 | WESTERN MIDSTREAM OPERATING LP WES FLOAT 01/13/23 | 56000 | $52,343.36 | 0.02% | Ba2 | 2.12 | 01/13/2023 |
| 3137G1BW6 | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 FWLS 2017-SC02 2A1 | 47016 | $47,426.04 | 0.02% | Aaa | 3.50 | 05/25/2047 |
| 74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $60,150.74 | 0.02% | NR | 7.00 | 12/01/2027 |
| 31400FD79 | FNARM 686026 3.7 04-01-33 | 50047 | $51,106.28 | 0.02% | Aaa | 3.72 | 04/01/2033 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 44171 | $51,405.47 | 0.02% | Aaa | 7.00 | 11/01/2031 |
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 37023 | $43,072.66 | 0.02% | Aaa | 7.50 | 01/01/2031 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 59778 | $61,571.31 | 0.02% | NR | 3.00 | 04/25/2034 |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 48003 | $53,948.19 | 0.02% | Aaa | 6.50 | 08/01/2038 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 35025 | $40,448.59 | 0.02% | Aaa | 8.00 | 01/15/2031 |
| 247361ZZ4 | DELTA AIR LINES INC DAL 7 3/8 01/15/26 | 61000 | $65,298.05 | 0.02% | Baa3 | 7.38 | 01/15/2026 |
| CASHAUD07 | AUD CURRENCY CASH | 66253 | $47,486.64 | 0.02% | 0.00 | ||
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 61982 | $62,556.34 | 0.02% | NR | 2.74 | 09/25/2034 |
| 71647NBD0 | PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 | 48000 | $53,491.20 | 0.02% | Ba2 | 6.90 | 03/19/2049 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 34750 | $33,630.33 | 0.01% | NR | 0.82 | 06/20/2033 |
| 589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 14050 | $13,442.03 | 0.01% | NR | 0.93 | 03/25/2028 |
| TYZ0 | US 10YR NOTE (CBT)Dec20TYZ0 COMB | -94 | $26,753.14 | 0.01% | N/A | 12/21/2020 | |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 23493 | $27,768.73 | 0.01% | Aaa | 5.50 | 06/01/2033 |
| 71647NBE8 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 24000 | $25,478.91 | 0.01% | Ba2 | 5.09 | 01/15/2030 |
| 31336RUW8 | FHARM 1B0097 2.7 08-01-31 | 18874 | $19,064.71 | 0.01% | Aaa | 2.66 | 08/01/2031 |
| 71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $26,880.82 | 0.01% | Ba2 | 7.69 | 01/23/2050 |
| 71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $35,213.88 | 0.01% | Ba2 | 6.84 | 01/23/2030 |
| 917288BK7 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 4 3/8 01/23/31 | 30000 | $35,910.42 | 0.01% | Baa2 | 4.38 | 01/23/2031 |
| 03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 33686 | $33,804.46 | 0.01% | NR | 2.71 | 11/25/2047 |
| 754730AF6 | RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 | 11000 | $14,312.20 | 0.01% | Baa1 | 4.95 | 07/15/2046 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 15440 | $18,036.97 | 0.01% | Aaa | 8.00 | 12/15/2030 |
| 31407HYY6 | FNCI 831527 6.0 06-01-21 | 5858 | $5,941.83 | 0.00% | Aaa | 6.00 | 06/01/2021 |
| USZ0 | US LONG BOND(CBT) Dec20USZ0 COMB | 2 | -$1,875.00 | 0.00% | N/A | 12/21/2020 | |
| CDXBOAML1 | CDS CDX.NA.HY.34.V9 5Y CLRD | -5319440 | -$7,558.33 | 0.00% | 5.00 | 06/20/2025 | |
| TUZ0 | US 2YR NOTE (CBT) Dec20TUZ0 COMB | 449 | -$3,507.59 | 0.00% | N/A | 12/31/2020 | |
| 31292GU53 | FGLMC C00604 6.0 04-01-28 | 470 | $534.02 | 0.00% | Aaa | 6.00 | 04/01/2028 |
| 31293EME7 | FGLMC C18457 6.0 12-01-28 | 231 | $259.09 | 0.00% | Aaa | 6.00 | 12/01/2028 |
| 31294B6N0 | FGLMC C35377 7.0 01-01-30 | 76 | $80.86 | 0.00% | Aaa | 7.00 | 01/01/2030 |
| 31287RP94 | FGLMC C65848 6.5 04-01-32 | 9398 | $10,980.19 | 0.00% | Aaa | 6.50 | 04/01/2032 |
| 3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 5906 | $6,155.89 | 0.00% | Aaa | 7.00 | 01/01/2027 |
| 3128FSRY6 | FGLMC D83203 6.5 10-01-27 | 5 | $5.71 | 0.00% | Aaa | 6.50 | 10/01/2027 |
| 31283G4H7 | FGLMC G00824 8.0 12-01-23 | 55 | $56.48 | 0.00% | Aaa | 8.00 | 12/01/2023 |
| 31283HLN3 | FGLMC G01233 7.0 04-01-31 | 297 | $346.33 | 0.00% | Aaa | 7.00 | 04/01/2031 |
| 31283HUA1 | FGLMC G01477 6.0 12-01-32 | 1435 | $1,693.78 | 0.00% | Aaa | 6.00 | 12/01/2032 |
| 31336RTZ3 | FHARM 1B0068 2.5 08-01-31 | 1956 | $1,953.91 | 0.00% | Aaa | 2.53 | 08/01/2031 |
| 31336RVK3 | FHARM 1B0118 2.5 08-01-31 | 185 | $185.38 | 0.00% | Aaa | 2.53 | 08/01/2031 |
| WNZ0 | US ULTRA BOND CBT Dec20WNZ0 COMB | -1 | $2,000.00 | 0.00% | N/A | 12/21/2020 | |
| 31295MYW4 | FHARM 788825 4.1 11-01-31 | 11373 | $12,003.53 | 0.00% | Aaa | 4.07 | 11/01/2031 |
| 31371HB72 | FNCL 252162 6.5 12-01-28 | 825 | $931.67 | 0.00% | Aaa | 6.50 | 12/01/2028 |
| 31374GT64 | FNCL 313873 7.0 12-01-27 | 2442 | $2,825.82 | 0.00% | Aaa | 7.00 | 12/01/2027 |
| 31375EPM7 | FNCL 332628 7.0 08-01-23 | 318 | $336.65 | 0.00% | Aaa | 7.00 | 08/01/2023 |
| 31379D7G8 | FNCL 416795 6.5 02-01-28 | 192 | $216.02 | 0.00% | Aaa | 6.50 | 02/01/2028 |
| 31379EG68 | FNCL 417021 7.5 09-01-25 | 548 | $587.16 | 0.00% | Aaa | 7.50 | 09/01/2025 |
| 31380G5H8 | FNCL 440148 6.5 08-01-28 | 104 | $117.40 | 0.00% | Aaa | 6.50 | 08/01/2028 |
| 31383LUF0 | FNCL 506482 6.5 07-01-29 | 582 | $654.53 | 0.00% | Aaa | 6.50 | 07/01/2029 |
| 31386FVP7 | FNCL 562322 7.5 01-01-31 | 1468 | $1,714.88 | 0.00% | Aaa | 7.50 | 01/01/2031 |
| 31389GF21 | FNCL 624885 6.5 01-01-32 | 871 | $1,007.37 | 0.00% | Aaa | 6.50 | 01/01/2032 |
| 31391SM64 | FNARM 675481 4.2 02-01-33 | 3370 | $3,365.14 | 0.00% | Aaa | 4.23 | 02/01/2033 |
| 31391SNF3 | FNARM 675490 3.1 03-01-33 | 8900 | $8,945.53 | 0.00% | Aaa | 3.06 | 03/01/2033 |
| 31400JAM1 | FNCL 688612 5.5 03-01-33 | 5168 | $6,103.05 | 0.00% | Aaa | 5.50 | 03/01/2033 |
| 36202DBW0 | G2SF 2753 6.0 05-20-29 | 1646 | $1,851.79 | 0.00% | Aaa | 6.00 | 05/20/2029 |
| 36203DQU7 | GNSF 346167 8.5 05-15-23 | 313 | $319.48 | 0.00% | Aaa | 8.50 | 05/15/2023 |
| 36204DHK8 | GNSF 366634 7.5 11-15-23 | 117 | $119.07 | 0.00% | Aaa | 7.50 | 11/15/2023 |
| 36206FVG4 | GNSF 410215 7.5 12-15-25 | 769 | $844.10 | 0.00% | Aaa | 7.50 | 12/15/2025 |
| 36206FWN8 | GNSF 410253 7.0 12-15-25 | 70 | $72.71 | 0.00% | Aaa | 7.00 | 12/15/2025 |
| DERIV USD BALANCE WITH R95947 ICE | -797 | -$797.12 | 0.00% | 0.09 | 12/31/2050 | ||
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 3816 | $4,193.30 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| 31331FAX9 | FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST FDX 6.72 01/15/22 | 1100 | $1,149.63 | 0.00% | A3 | 6.72 | 07/15/2023 |
| 36207LGU6 | GNSF 435011 8.0 01-15-31 | 9696 | $9,802.63 | 0.00% | Aaa | 8.00 | 01/15/2031 |
| 36207UKJ6 | GNSF 442297 7.0 01-15-27 | 7348 | $7,516.25 | 0.00% | Aaa | 7.00 | 01/15/2027 |
| 36208VZV0 | GNSF 462556 6.5 02-15-28 | 197 | $218.41 | 0.00% | Aaa | 6.50 | 02/15/2028 |
| 36209MGJ7 | GNSF 475501 6.5 08-15-28 | 312 | $351.87 | 0.00% | Aaa | 6.50 | 08/15/2028 |
| 36209SDF5 | GNSF 479902 7.5 01-15-31 | 8705 | $8,897.06 | 0.00% | Aaa | 7.50 | 01/15/2031 |
| 36209WPA4 | GNSF 483817 7.0 12-15-28 | 134 | $135.11 | 0.00% | Aaa | 7.00 | 12/15/2028 |
| 36210AWV5 | GNSF 486760 6.5 12-15-28 | 523 | $592.94 | 0.00% | Aaa | 6.50 | 12/15/2028 |
| 36210F6D3 | GNSF 491468 7.0 05-15-29 | 615 | $694.10 | 0.00% | Aaa | 7.00 | 05/15/2029 |
| 36210JXA1 | GNSF 493973 6.5 06-15-29 | 526 | $584.55 | 0.00% | Aaa | 6.50 | 06/15/2029 |
| 36213R2R7 | GNSF 562484 6.0 02-15-34 | 4961 | $5,563.78 | 0.00% | Aaa | 6.00 | 02/15/2034 |
| 36213SYK5 | GNSF 563314 6.5 11-15-31 | 223 | $248.03 | 0.00% | Aaa | 6.50 | 11/15/2031 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 709 | $836.07 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 36225AQ37 | GNSF 780474 7.5 12-15-23 | 282 | $301.00 | 0.00% | Aaa | 7.50 | 12/15/2023 |
| 36225ATP5 | GNSF 780558 7.0 12-15-23 | 190 | $202.74 | 0.00% | Aaa | 7.00 | 12/15/2023 |
| 36225A3F5 | GNSF 780798 7.5 12-15-27 | 94 | $110.06 | 0.00% | Aaa | 7.50 | 12/15/2027 |
| 31374TV48 | FNCL 323835 6.5 05-01-29 | 384 | $434.51 | 0.00% | Aaa | 6.50 | 05/01/2029 |
| 36209Y4T2 | GNSF 486034 8.0 11-15-30 | 965 | $1,035.70 | 0.00% | Aaa | 8.00 | 11/15/2030 |
| CASHCAD09 | CAD CURRENCY CASH | 0 | $0.00 | 0.00% | 0.00 | ||
| NZD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| MXN CURRENCY CASH | 240000 | $10,878.01 | 0.00% | N/A | |||
| 40414LAJ8 | HEALTHPEAK PROPERTIES INC PEAK 4 1/4 11/15/23 | 3000 | $3,331.09 | 0.00% | Baa1 | 4.25 | 11/15/2023 |
| COP CURRENCY CASH | 2 | $0.00 | 0.00% | N/A | |||
| TRY CURRENCY CASH | 0 | $0.04 | 0.00% | N/A | |||
| CASHCNY08 | CNY CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
| BRL CURRENCY CASH | 0 | $0.01 | 0.00% | N/A | |||
| IDR CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| PEN CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| CASH SECURITY USD | 0 | $0.02 | 0.00% | N/A | |||
| FVZ0 | US 5YR NOTE (CBT) Dec20FVZ0 COMB | 178 | -$15,691.10 | -0.01% | N/A | 12/31/2020 | |
| -111000 | -$130,334.23 | -0.05% | N/A | ||||
| -2463000 | -$2,892,010.84 | -1.09% | 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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