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Quarterly Portfolio Holdings
as of
09/30/2023
Invesco Core Plus Fixed Income Trust - Class C
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| 01F0506A9 | FNMA FNCL TBA 30yr 5.0 10-01-53 | 15474000 | $14,622,392.71 | 4.54% | Aaa | 5.00 | 10/01/2053 |
| 912810TR9 | UNITED STATES TREASURY NOTE/BOND T 3 5/8 05/15/53 | 15648500 | $13,170,732.24 | 4.09% | Aaa | 3.63 | 05/15/2053 |
| 91282CHT1 | UNITED STATES TREASURY NOTE/BOND T 3 7/8 08/15/33 | 12032000 | $11,427,968.14 | 3.55% | Aaa | 3.88 | 08/15/2033 |
| 01F0526A5 | FNMA FNCL TBA 30yr 5.5 10-01-53 | 11500000 | $11,132,548.96 | 3.45% | Aaa | 5.50 | 10/01/2053 |
| 01F0204A4 | FNMA FNCI TBA 15yr 2.0 10-01-38 | 9195000 | $7,892,498.69 | 2.45% | Aaa | 2.00 | 10/01/2038 |
| 01F0326A7 | FNMA FNCL TBA 30yr 3.5 10-01-53 | 8500000 | $7,318,426.26 | 2.27% | Aaa | 3.50 | 10/01/2053 |
| 21H0426A2 | GNMA2 30YR TBA(REG C) 4.5 10/23/2023 4.5 10/1/2053 | 6856000 | $6,352,351.80 | 1.97% | Aaa | 4.50 | 10/01/2053 |
| 91282CHX2 | UNITED STATES TREASURY NOTE/BOND T 4 3/8 08/31/28 | 5800400 | $5,764,461.20 | 1.79% | Aaa | 4.38 | 08/31/2028 |
| 01F0206A2 | FNMA FNCL TBA 30yr 2.0 10-01-53 | 7035000 | $5,354,746.40 | 1.66% | Aaa | 2.00 | 10/01/2053 |
| 21H0526A1 | GNMA G2SF TBA 30yr 5.5 10-01-53 | 5332000 | $5,192,044.23 | 1.61% | Aaa | 5.50 | 10/01/2053 |
| 91282CHW4 | UNITED STATES TREASURY NOTE/BOND T 4 1/8 08/31/30 | 5011800 | $4,882,185.08 | 1.52% | Aaa | 4.13 | 08/31/2030 |
| 01F0426A6 | FNMA FNCL TBA 30yr 4.5 10-01-53 | 3598000 | $3,308,361.00 | 1.03% | Aaa | 4.50 | 10/01/2053 |
| 01F0406A0 | FNMA FNCL TBA 30yr 4.0 10-01-53 | 3598000 | $3,207,460.82 | 1.00% | Aaa | 4.00 | 10/01/2053 |
| 21H0206A8 | GINNIE MAE G2SF 2 10/23 2 10/1/2053 | 3830000 | $3,032,026.78 | 0.94% | Aaa | 2.00 | 10/01/2053 |
| 912810TU2 | UNITED STATES TREASURY NOTE/BOND T 4 3/8 08/15/43 | 2408400 | $2,260,419.20 | 0.70% | Aaa | 4.38 | 08/15/2043 |
| 91282CHV6 | UNITED STATES TREASURY NOTE/BOND T 5 08/31/25 | 2163500 | $2,168,318.10 | 0.67% | Aaa | 5.00 | 08/31/2025 |
| 01F0226A8 | FNMA FNCL TBA 30yr 2.5 10-01-53 | 2530000 | $2,009,819.37 | 0.62% | Aaa | 2.50 | 10/01/2053 |
| 720198AG5 | PIEDMONT OPERATING PARTNERSHIP LP PDM 9 1/4 07/20/28 | 1888000 | $1,940,048.77 | 0.60% | Baa2 | 9.25 | 07/20/2028 |
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 1753351 | $1,545,961.01 | 0.48% | Aaa | 3.50 | 05/01/2047 |
| 38141GA38 | GOLDMAN SACHS GROUP INC/THE GS 7 1/2 PERP | 1525000 | $1,520,908.17 | 0.47% | Ba1 | 7.50 | 12/31/2099 |
| 20602DAC5 | CONCENTRIX CORP CNXC 6.85 08/02/33 | 1538000 | $1,437,908.05 | 0.45% | Baa3 | 6.85 | 08/02/2033 |
| 05377REZ3 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A | 1446000 | $1,339,301.36 | 0.42% | Aaa | 3.83 | 08/21/2028 |
| 55261HAC4 | MAG MUTUAL HOLDING COMPANY 4.75 4/30/2041 | 1525000 | $1,246,116.60 | 0.39% | Baa3 | 4.75 | 04/30/2041 |
| 08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,233,335.55 | 0.38% | NR | 3.05 | 12/15/2062 |
| 05946KAM3 | BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 9 3/8 PERP | 1200000 | $1,194,450.72 | 0.37% | Ba2 | 9.38 | 12/31/2099 |
| 05683HAN5 | BAIN CAPITAL CREDIT CLO 2017-2 LTD BCC 2017-2A AR2 | 1151000 | $1,155,579.70 | 0.36% | Aaa | 6.79 | 07/25/2034 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,157,565.98 | 0.36% | A3 | 4.38 | 04/17/2026 |
| 912796CX5 | TREASURY BILL 0 4/18/2024 | 1157000 | $1,123,381.33 | 0.35% | Aaa | 0.00 | 04/18/2024 |
| 46647PDR4 | JPMORGAN CHASE & CO JPM 5.35 06/01/34 | 1160000 | $1,120,687.80 | 0.35% | A1 | 5.35 | 06/01/2034 |
| 446150BC7 | HUNTINGTON BANCSHARES INC/OH HBAN 6.208 08/21/29 | 1138000 | $1,121,098.96 | 0.35% | Baa1 | 6.21 | 08/21/2029 |
| 86562MCS7 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 5.766 01/13/33 | 1127000 | $1,115,513.92 | 0.35% | A1 | 5.77 | 01/13/2033 |
| 95000U3F8 | WELLS FARGO & CO WFC 5.557 07/25/34 | 1148000 | $1,098,717.67 | 0.34% | A1 | 5.56 | 07/25/2034 |
| 87166PAH4 | SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A | 1125000 | $1,091,954.99 | 0.34% | NR | 3.86 | 07/15/2028 |
| 46188BAE2 | INVITATION HOMES OPERATING PARTNERSHIP LP INVH 5.45 08/15/30 | 1135000 | $1,091,049.13 | 0.34% | Baa3 | 5.45 | 08/15/2030 |
| 58013MFU3 | MCDONALDS CORP MCD 4.8 08/14/28 | 1073000 | $1,056,236.20 | 0.33% | Baa1 | 4.80 | 08/14/2028 |
| 172967PC9 | CITIGROUP INC C 7 3/8 PERP | 1079000 | $1,057,148.76 | 0.33% | Ba1 | 7.38 | 12/31/2099 |
| 1018488 | $1,018,487.53 | 0.32% | N/A | ||||
| 38176EAL1 | GOLUB CAPITAL PARTNERS CLO 40B LTD GCBSL 2019-40A AR | 1041000 | $1,045,997.72 | 0.32% | Aaa | 6.70 | 01/25/2032 |
| 98920MAA0 | ZAXBYS FUNDING LLC ZAXBY 2021-1A A2 | 1229900 | $1,027,767.91 | 0.32% | NR | 3.24 | 07/30/2051 |
| 12597NAS2 | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 | 1238000 | $1,005,764.07 | 0.31% | Aaa | 2.56 | 03/15/2053 |
| 172967PE5 | CITIGROUP INC C 7 5/8 PERP | 1009000 | $986,519.58 | 0.31% | Ba1 | 7.63 | 12/31/2099 |
| 06051GLS6 | BANK OF AMERICA CORP BAC 5.819 09/15/29 | 1006000 | $996,255.53 | 0.31% | A1 | 5.82 | 09/15/2029 |
| 670898AC9 | OCP CLO 2020-8R LTD OCP 2020-8RA A1 | 970000 | $982,596.94 | 0.30% | NR | 6.79 | 01/17/2032 |
| 808513CH6 | CHARLES SCHWAB CORP/THE SCHW 6.136 08/24/34 | 990000 | $969,272.44 | 0.30% | A2 | 6.14 | 08/24/2034 |
| 25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1068255 | $931,477.41 | 0.29% | NR | 3.67 | 10/25/2049 |
| 279158AS8 | ECOPETROL SA ECOPET 8 7/8 01/13/33 | 950000 | $946,219.54 | 0.29% | Baa3 | 8.88 | 01/13/2033 |
| 33851TAF4 | FLAGSTAR MORTGAGE TRUST 2021-11INV FSMT 2021-11IN A6 | 1118362 | $939,822.15 | 0.29% | Aaa | 3.70 | 11/25/2051 |
| 055451BE7 | BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/33 | 972000 | $941,124.90 | 0.29% | A1 | 5.25 | 09/08/2033 |
| 03769M205 | APOLLO GLOBAL MANAGEMENT INC APO 7 5/8 09/15/53 | 35200 | $921,888.00 | 0.29% | A3 | 7.63 | 09/15/2053 |
| 345397C92 | FORD MOTOR CREDIT CO LLC F 6.8 05/12/28 | 863000 | $890,528.69 | 0.28% | Ba1 | 6.80 | 05/12/2028 |
| 67578FAA5 | OCTAGON INVESTMENT PARTNERS 49 LTD OCT49 2020-5A A1 | 882000 | $892,219.33 | 0.28% | NR | 6.79 | 01/15/2033 |
| 68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $888,742.46 | 0.28% | Aaa | 2.52 | 09/15/2054 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $902,656.80 | 0.28% | Aaa | 3.76 | 01/25/2029 |
| 05377RGY4 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-4A A | 906000 | $883,091.52 | 0.27% | Aaa | 5.49 | 06/20/2029 |
| 718172DA4 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 02/15/30 | 888000 | $857,444.50 | 0.27% | A2 | 5.13 | 02/15/2030 |
| 67575XAN1 | OCTAGON INVESTMENT PARTNERS 31 LTD OCT31 2017-1A AR | 873782 | $882,709.29 | 0.27% | Aaa | 6.64 | 07/20/2030 |
| 362419AA1 | GABON BLUE BOND MASTER TRUST SERIES 2 GABBMT 6.097 08/01/38 | 893000 | $878,009.19 | 0.27% | Aa2 | 6.10 | 08/01/2038 |
| 58013MFV1 | MCDONALDS CORP MCD 4.95 08/14/33 | 893000 | $857,585.34 | 0.27% | Baa1 | 4.95 | 08/14/2033 |
| 31429KAH6 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 4.55 08/23/27 | 894000 | $859,513.91 | 0.27% | A1 | 4.55 | 08/23/2027 |
| 85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 838800 | $825,396.87 | 0.26% | A1 | 5.15 | 03/20/2028 |
| 80386WAD7 | SASOL FINANCING USA LLC SASOL 5 1/2 03/18/31 | 1048000 | $823,380.28 | 0.26% | Ba2 | 5.50 | 03/18/2031 |
| 718172DB2 | PHILIP MORRIS INTERNATIONAL INC PM 5 3/8 02/15/33 | 887000 | $846,823.24 | 0.26% | A2 | 5.38 | 02/15/2033 |
| 29103CAA6 | EMERALD DEBT MERGER SUB LLC EMECLI 6 5/8 12/15/30 | 830000 | $819,182.06 | 0.25% | Ba3 | 6.63 | 12/15/2030 |
| 350930AA1 | FOUNDRY JV HOLDCO LLC FABSJV 5 7/8 01/25/34 | 819000 | $799,994.20 | 0.25% | A3 | 5.88 | 01/25/2034 |
| 74365PAE8 | PROSUS NV PRXNA 3.832 02/08/51 | 1418000 | $791,157.76 | 0.25% | Baa3 | 3.83 | 02/08/2051 |
| 0641598S8 | BANK OF NOVA SCOTIA/THE BNS 8 5/8 10/27/2082 | 783000 | $792,908.26 | 0.25% | Baa3 | 8.63 | 10/27/2082 |
| 61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $804,387.43 | 0.25% | NR | 4.07 | 03/15/2052 |
| 61747YFE0 | MORGAN STANLEY MS 5 1/4 04/21/34 | 825000 | $785,245.95 | 0.24% | A1 | 5.25 | 04/21/2034 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 772347 | $781,731.33 | 0.24% | Aaa | 6.71 | 07/20/2029 |
| 90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $764,883.21 | 0.24% | Aaa | 3.60 | 04/15/2052 |
| 71654QDL3 | PETROLEOS MEXICANOS PEMEX 8 3/4 06/02/29 | 852000 | $779,719.40 | 0.24% | B1 | 8.75 | 06/02/2029 |
| 06051GLU1 | BANK OF AMERICA CORP BAC 5.872 09/15/34 | 801000 | $781,608.11 | 0.24% | A1 | 5.87 | 09/15/2034 |
| 718172CZ0 | PHILIP MORRIS INTERNATIONAL INC PM 4 7/8 02/15/28 | 799000 | $779,028.95 | 0.24% | A2 | 4.88 | 02/15/2028 |
| 48250EAN5 | KKR CLO 30 LTD KKR 30A A1R | 762000 | $768,470.38 | 0.24% | NR | 6.59 | 10/17/2031 |
| 35910EAA2 | FRONTIER ISSUER LLC FYBR 2023-1 A2 | 816574 | $780,771.37 | 0.24% | NR | 6.60 | 08/20/2053 |
| 03965TAB9 | ARCOS DORADOS BV ARCO 6 1/8 05/27/29 | 789000 | $766,195.70 | 0.24% | Ba2 | 6.13 | 05/27/2029 |
| 12665WAC4 | CSMC 2022-ATH2 CSMC 2022-ATH2 A1 | 801715 | $760,112.47 | 0.24% | NR | 4.55 | 05/25/2067 |
| 969457CK4 | WILLIAMS COS INC/THE WMB 5.3 08/15/28 | 783000 | $771,761.86 | 0.24% | Baa2 | 5.30 | 08/15/2028 |
| 00180UAB1 | AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 B | 865000 | $759,606.61 | 0.24% | Aa3 | 1.73 | 10/17/2038 |
| 404280DW6 | HSBC HOLDINGS PLC HSBC 6.332 03/09/44 | 812000 | $782,823.16 | 0.24% | A3 | 6.33 | 03/09/2044 |
| 12570FAB7 | CK HUTCHISON INTERNATIONAL 23 LTD CKHH 4 7/8 04/21/33 | 760000 | $726,344.09 | 0.23% | A2 | 4.88 | 04/21/2033 |
| 06051GLG2 | BANK OF AMERICA CORP BAC 5.202 04/25/29 | 761000 | $750,228.50 | 0.23% | A1 | 5.20 | 04/25/2029 |
| 91087BAX8 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.338 05/04/53 | 800000 | $749,602.78 | 0.23% | Baa2 | 6.34 | 05/04/2053 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 778000 | $737,784.60 | 0.23% | Ba1 | 5.00 | 12/31/2049 |
| 03464BAA6 | ANGEL OAK MORTGAGE TRUST 2022-1 AOMT 2022-1 A1 | 882648 | $757,089.67 | 0.23% | NR | 2.88 | 12/25/2066 |
| 853254CM0 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 760000 | $743,538.31 | 0.23% | Ba1 | 7.75 | 12/31/2079 |
| 055451BC1 | BHP BILLITON FINANCE USA LTD BHP 5.1 09/08/28 | 757000 | $745,450.45 | 0.23% | A1 | 5.10 | 09/08/2028 |
| 86562MDJ6 | SUMIBK 5.808 33 5.808 9/14/2033 | 755000 | $735,632.71 | 0.23% | A1 | 5.81 | 09/14/2033 |
| 17327CAR4 | CITIGROUP INC C 6.174 05/25/34 | 751000 | $733,901.34 | 0.23% | Baa2 | 6.17 | 05/25/2034 |
| CASHEUR08 | EUR CURRENCY CASH | 698036 | $739,045.41 | 0.23% | 0.00 | ||
| 46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $710,361.90 | 0.22% | A3 | 4.86 | 03/17/2049 |
| 80386WAF2 | SASOL FINANCING USA LLC SASOL 8 3/4 05/03/29 | 715000 | $713,175.40 | 0.22% | Ba2 | 8.75 | 05/03/2029 |
| 12433EAA9 | BX TRUST 2022-LBA6 BX 2022-LBA6 A | 725000 | $710,667.85 | 0.22% | Aaa | 6.33 | 01/15/2039 |
| 337738BG2 | FISERV INC FI 5 3/8 08/21/28 | 722000 | $717,016.69 | 0.22% | Baa2 | 5.38 | 08/21/2028 |
| 92338CAC7 | VERALTO CORP VLTO 5.35 09/18/28 | 704000 | $697,397.13 | 0.22% | Baa1 | 5.35 | 09/18/2028 |
| 3140J9H87 | FNCL BM4754 3.5 05-01-47 | 785080 | $691,570.60 | 0.21% | Aaa | 3.50 | 05/01/2047 |
| 60687YCM9 | MIZUHO FINANCIAL GROUP INC MIZUHO 5.669 09/13/33 | 706000 | $676,815.41 | 0.21% | A1 | 5.67 | 09/13/2033 |
| 052528AP1 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD ANZ 6.742 12/08/32 | 650000 | $663,673.90 | 0.21% | Baa1 | 6.74 | 12/08/2032 |
| 693475BR5 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.582 06/12/29 | 690000 | $681,040.16 | 0.21% | A3 | 5.58 | 06/12/2029 |
| 90932LAJ6 | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST UAL 5.8 01/15/36 | 671000 | $663,191.12 | 0.21% | A3 | 5.80 | 07/15/2037 |
| 20753XAA2 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1 | 673452 | $682,158.84 | 0.21% | NR | 7.41 | 03/25/2042 |
| 345397D42 | FORD MOTOR CREDIT CO LLC F 7.2 06/10/30 | 644000 | $661,774.40 | 0.21% | Ba1 | 7.20 | 06/10/2030 |
| 74332YAA7 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST PROG 2022-SFR5 A | 705927 | $669,692.07 | 0.21% | Aaa | 4.45 | 06/17/2039 |
| 31573EAA9 | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 A1 | 697772 | $674,555.05 | 0.21% | NR | 5.00 | 08/25/2067 |
| 682680BN2 | ONEOK INC OKE 6 5/8 09/01/53 | 700000 | $690,209.95 | 0.21% | Baa2 | 6.63 | 09/01/2053 |
| 07336JAE8 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A2 | 905195 | $684,918.55 | 0.21% | Aaa | 2.50 | 11/25/2051 |
| 85573RAA6 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 STAR 2021-6 A1 | 871036 | $689,870.94 | 0.21% | NR | 1.92 | 11/25/2066 |
| 92538UAA9 | VERUS SECURITIZATION TRUST 2022-3 VERUS 2022-3 A1 | 760118 | $686,591.07 | 0.21% | NR | 4.13 | 02/25/2067 |
| 89117F8Z5 | TORONTO-DOMINION BANK/THE TD 8 1/8 10/31/2082 | 643000 | $648,543.47 | 0.20% | Baa1 | 8.13 | 10/31/2082 |
| 29250NBS3 | ENBRIDGE INC ENBCN 8 1/4 01/15/2084 | 660000 | $648,298.83 | 0.20% | Baa3 | 8.25 | 01/15/2084 |
| 683483AA9 | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE OFIDEV 4 1/2 01/26/26 | 645000 | $635,169.51 | 0.20% | NR | 4.50 | 01/26/2026 |
| 58769JAL1 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC MBGGR 5.1 08/03/28 | 663000 | $654,731.09 | 0.20% | A2 | 5.10 | 08/03/2028 |
| 345397D26 | FORD MOTOR CREDIT CO LLC F 6.95 06/10/26 | 633000 | $646,033.65 | 0.20% | Ba1 | 6.95 | 06/10/2026 |
| 46654VAA1 | J.P. MORGAN MORTGAGE TRUST 2021-LTV2 JPMMT 2021-LTV2 A1 | 824218 | $649,820.71 | 0.20% | Aaa | 2.52 | 05/25/2052 |
| 00774MBC8 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AER 5 3/4 06/06/28 | 643000 | $640,002.22 | 0.20% | Baa2 | 5.75 | 06/06/2028 |
| 67448DAA8 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1 | 747003 | $650,472.26 | 0.20% | NR | 2.95 | 01/25/2062 |
| 12659YAA2 | COLT 2022-3 MORTGAGE LOAN TRUST COLT 2022-3 A1 | 721516 | $651,275.32 | 0.20% | NR | 3.90 | 02/25/2067 |
| 74340XCF6 | PROLOGIS LP PLD 5 1/4 06/15/53 | 657000 | $600,372.47 | 0.19% | A3 | 5.25 | 06/15/2053 |
| 12660BAM3 | CSMC 2022-ATH1 CSMC 2022-ATH1 A1A | 658200 | $600,923.08 | 0.19% | NR | 2.87 | 01/25/2067 |
| 98877DAE5 | ZF NORTH AMERICA CAPITAL INC ZFFNGR 7 1/8 04/14/30 | 599000 | $606,687.02 | 0.19% | Ba1 | 7.13 | 04/14/2030 |
| 58933YBL8 | MERCK & CO INC MRK 4.9 05/17/44 | 671000 | $624,284.97 | 0.19% | A1 | 4.90 | 05/17/2044 |
| 74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $618,467.34 | 0.19% | Aa3 | 3.38 | 03/14/2024 |
| 092113AW9 | BLACK HILLS CORP 6.15 5/15/2034 | 620000 | $605,247.70 | 0.19% | Baa2 | 6.15 | 05/15/2034 |
| 68389XCJ2 | ORACLE CORP ORCL 6 1/4 11/09/32 | 584000 | $605,611.10 | 0.19% | Baa2 | 6.25 | 11/09/2032 |
| 87264ADC6 | T-MOBILE USA INC TMUS 5 3/4 01/15/34 | 611000 | $597,703.06 | 0.19% | Baa2 | 5.75 | 01/15/2034 |
| 46124HAG1 | INTUIT INC INTU 5.2 09/15/33 | 617000 | $602,233.36 | 0.19% | A3 | 5.20 | 09/15/2033 |
| 625454AB9 | MULTIBANK INC MULT 7 3/4 02/03/28 | 606000 | $617,505.58 | 0.19% | Ba1 | 7.75 | 02/03/2028 |
| 911312CA2 | UNITED PARCEL SERVICE INC UPS 5.05 03/03/53 | 669000 | $615,866.98 | 0.19% | A2 | 5.05 | 03/03/2053 |
| 46647PDU7 | JPMORGAN CHASE & CO JPM 5.299 07/24/29 | 632000 | $621,157.87 | 0.19% | A1 | 5.30 | 07/24/2029 |
| 86563VBM0 | SUMITR 5.55 28 5.55 9/14/2028 | 618000 | $616,102.79 | 0.19% | A1 | 5.55 | 09/14/2028 |
| 172967MV0 | CITIGROUP INC C 3 7/8 PERP | 719000 | $616,881.20 | 0.19% | Ba1 | 3.88 | 12/31/2099 |
| 44931NAT8 | ICG US CLO 2016-1 LTD ICG 2016-1A A1RR | 601000 | $599,899.66 | 0.19% | NR | 6.88 | 04/29/2034 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $596,443.59 | 0.19% | Baa3 | 6.00 | 12/31/2049 |
| 59217GFP9 | METROPOLITAN LIFE GLOBAL FUNDING I MET 5.15 03/28/33 | 615000 | $582,638.20 | 0.18% | Aa3 | 5.15 | 03/28/2033 |
| 716973AG7 | PFIZER INVESTMENT ENTERPRISES PTE LTD PFE 5.3 05/19/53 | 627000 | $594,763.32 | 0.18% | A1 | 5.30 | 05/19/2053 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $586,959.81 | 0.18% | NR | 3.29 | 08/15/2034 |
| 08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $573,561.15 | 0.18% | NR | 3.90 | 12/15/2062 |
| 06738ECL7 | BARCLAYS PLC FLT 9/13/2034 | 594000 | $581,898.52 | 0.18% | Baa1 | 6.69 | 09/13/2034 |
| 375558BZ5 | GILEAD SCIENCES INC GILD 5 1/4 10/15/33 | 603000 | $589,663.05 | 0.18% | A3 | 5.25 | 10/15/2033 |
| 225401BG2 | UBS GROUP AG UBS 6.301 09/22/34 | 599000 | $585,962.02 | 0.18% | NR | 6.30 | 09/22/2034 |
| 22112EAD0 | COSAN LUXEMBOURG SA CSANBZ 7 1/2 06/27/30 | 575000 | $581,972.59 | 0.18% | Ba2 | 7.50 | 06/27/2030 |
| 606822CK8 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.133 07/20/33 | 615000 | $581,981.93 | 0.18% | A1 | 1.80 | 07/20/2033 |
| 58013MFW9 | MCDONALDS CORP MCD 5.45 08/14/53 | 620000 | $587,395.55 | 0.18% | Baa1 | 5.45 | 08/14/2053 |
| 718172DC0 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/4 09/07/28 | 602000 | $591,596.63 | 0.18% | A2 | 5.25 | 09/07/2028 |
| 53218CAC4 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR B | 599612 | $586,984.37 | 0.18% | Aa1 | 6.33 | 03/15/2038 |
| 07336JAD0 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A1 | 741552 | $588,838.88 | 0.18% | Aaa | 3.00 | 11/25/2051 |
| 92538QAA8 | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1 | 688155 | $574,363.53 | 0.18% | NR | 1.83 | 10/25/2066 |
| 548661ES2 | LOWES COS INC LOW 5.85 04/01/63 | 600000 | $569,696.38 | 0.18% | Baa1 | 5.85 | 04/01/2063 |
| 05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 546000 | $538,810.00 | 0.17% | Baa2 | 6.75 | 12/31/2079 |
| 85573TAA2 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 STAR 2022-1 A1 | 647037 | $537,819.89 | 0.17% | NR | 2.45 | 12/25/2066 |
| 74982LAY6 | RACE POINT VIII CLO LTD RACEP 2013-8A AR2 | 534662 | $536,864.64 | 0.17% | NR | 6.68 | 02/20/2030 |
| 345397C35 | FORD MOTOR CREDIT CO LLC F 7.35 11/04/27 | 514000 | $539,534.82 | 0.17% | Ba1 | 7.35 | 11/04/2027 |
| 21871XAQ2 | COREBRIDGE FINANCIAL INC CRBG 6.05 09/15/33 | 565000 | $550,646.93 | 0.17% | Baa2 | 6.05 | 09/15/2033 |
| 55279HAW0 | MANUFACTURERS & TRADERS TRUST CO MTB 4.7 01/27/28 | 585000 | $545,166.24 | 0.17% | Baa1 | 4.70 | 01/27/2028 |
| 61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $533,698.30 | 0.17% | NR | 4.44 | 09/09/2032 |
| 35564KUW7 | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1A | 532821 | $537,271.71 | 0.17% | NR | 7.31 | 04/25/2042 |
| 06738EBX2 | BARCLAYS PLC BACR 8 PERP | 617000 | $555,915.25 | 0.17% | Ba1 | 8.00 | 12/31/2099 |
| 1248EPCS0 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 6 3/8 09/01/29 | 581000 | $544,848.96 | 0.17% | B1 | 6.38 | 09/01/2029 |
| 337738BH0 | FISERV INC FI 5 5/8 08/21/33 | 552000 | $538,307.03 | 0.17% | Baa2 | 5.63 | 08/21/2033 |
| 055451BD9 | BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/30 | 543000 | $532,160.69 | 0.17% | A1 | 5.25 | 09/08/2030 |
| 07336GAC8 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A3 | 688047 | $546,352.51 | 0.17% | Aaa | 3.00 | 10/25/2051 |
| 07336GAH7 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A8 | 640063 | $539,449.26 | 0.17% | Aaa | 2.50 | 10/25/2051 |
| 17329VBA6 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 CMLTI 2021-INV3 A3A | 710075 | $537,280.70 | 0.17% | Aaa | 2.50 | 05/25/2051 |
| 11102AAF8 | BRITISH TELECOMMUNICATIONS PLC BRITEL 4 1/4 11/23/2081 | 621000 | $547,104.18 | 0.17% | Ba1 | 4.25 | 11/23/2081 |
| 67115DAA0 | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1 | 708214 | $556,060.71 | 0.17% | NR | 1.96 | 10/25/2061 |
| 87250RAA2 | TICP CLO XV LTD TICP 2020-15A A | 541000 | $546,796.96 | 0.17% | NR | 6.87 | 04/20/2033 |
| 898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $516,921.91 | 0.16% | Baa2 | 5.25 | 01/30/2026 |
| 67114VAA1 | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1 | 606069 | $502,677.59 | 0.16% | NR | 2.31 | 11/25/2061 |
| 61691UBH1 | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS | 620000 | $516,209.48 | 0.16% | NR | 3.49 | 11/15/2052 |
| 08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $523,746.27 | 0.16% | NR | 3.56 | 12/15/2072 |
| 526107AG2 | LENNOX INTERNATIONAL INC LII 5 1/2 09/15/28 | 508000 | $499,809.02 | 0.16% | Baa2 | 5.50 | 09/15/2028 |
| 10554TAH8 | BRASKEM NETHERLANDS FINANCE BV BRASKM 8 1/2 01/12/31 | 505000 | $502,695.23 | 0.16% | NR | 8.50 | 01/12/2031 |
| 571903BN2 | MARRIOTT INTERNATIONAL INC/MD MAR 5.55 10/15/28 | 525000 | $520,421.56 | 0.16% | Baa2 | 5.55 | 10/15/2028 |
| 61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $508,593.76 | 0.16% | Baa3 | 6.88 | 12/31/2079 |
| 758750AF0 | REGAL REXNORD CORP RRX 6.4 04/15/33 | 532000 | $528,126.47 | 0.16% | Baa3 | 6.40 | 04/15/2033 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $524,347.06 | 0.16% | NR | 4.67 | 08/10/2048 |
| 06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $500,295.84 | 0.16% | Aa2 | 3.99 | 09/15/2048 |
| 91159HJM3 | US BANCORP USB 5.775 06/12/29 | 530000 | $525,158.75 | 0.16% | A3 | 5.78 | 06/12/2029 |
| 404280DG1 | HSBC HOLDINGS PLC HSBC 5.21 08/11/28 | 531000 | $514,918.39 | 0.16% | A3 | 5.21 | 08/11/2028 |
| 682680BK8 | ONEOK INC OKE 5.8 11/01/30 | 508000 | $500,386.20 | 0.16% | Baa2 | 5.80 | 11/01/2030 |
| 718172DE6 | PHILIP MORRIS INTERNATIONAL INC PM 5 5/8 09/07/33 | 535000 | $516,477.81 | 0.16% | A2 | 5.63 | 09/07/2033 |
| 37959GAC1 | GLOBAL ATLANTIC FIN CO GBLATL 4.7 10/15/51 | 695000 | $517,769.76 | 0.16% | Baa3 | 4.70 | 10/15/2051 |
| 07336GAD6 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A4 | 688047 | $520,612.90 | 0.16% | Aaa | 2.50 | 10/25/2051 |
| 58403YAD8 | MED TRUST 2021-MDLN MED 2021-MDLN A | 517516 | $505,999.30 | 0.16% | Aaa | 6.40 | 11/15/2038 |
| 233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 535680 | $503,191.79 | 0.16% | NR | 4.02 | 05/20/2049 |
| 57636QAX2 | MASTERCARD INC MA 4.85 03/09/33 | 497000 | $481,514.76 | 0.15% | Aa3 | 4.85 | 03/09/2033 |
| 95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 537225 | $481,922.64 | 0.15% | NR | 3.88 | 03/15/2048 |
| 31334XD97 | FNCL QA1028 4.0 07-01-49 | 542196 | $493,141.81 | 0.15% | Aaa | 4.00 | 07/01/2049 |
| 92338CAA1 | VERALTO CORP VLTO 5 1/2 09/18/26 | 481000 | $479,754.60 | 0.15% | Baa1 | 5.50 | 09/18/2026 |
| 92840VAQ5 | VISTRA OPERATIONS CO LLC VST 6.95 10/15/33 | 484000 | $475,191.23 | 0.15% | Baa3 | 6.95 | 10/15/2033 |
| 77586RAR1 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 1/8 01/17/33 | 470000 | $487,425.64 | 0.15% | Baa3 | 7.13 | 01/17/2033 |
| 80413TBE8 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 01/18/53 | 570000 | $478,879.17 | 0.15% | A1 | 5.00 | 01/18/2053 |
| 91159HJL5 | US BANCORP USB 4.839 02/01/34 | 529000 | $470,028.10 | 0.15% | A3 | 4.84 | 02/01/2034 |
| 03076CAM8 | AMERIPRISE FINANCIAL INC AMP 5.15 05/15/33 | 511000 | $497,430.13 | 0.15% | A3 | 5.15 | 05/15/2033 |
| 91159HJN1 | US BANCORP USB 5.836 06/12/34 | 507000 | $487,135.74 | 0.15% | A3 | 5.84 | 06/12/2034 |
| 61747YFG5 | MORGAN STANLEY MS 5.424 07/21/34 | 507000 | $483,596.12 | 0.15% | A1 | 5.42 | 07/21/2034 |
| 74460WAG2 | PUBLIC STORAGE OPERATING CO PSA 5.1 08/01/33 | 508000 | $490,280.27 | 0.15% | A2 | 5.10 | 08/01/2033 |
| 682680BL6 | ONEOK INC OKE 6.05 09/01/33 | 492000 | $486,415.19 | 0.15% | Baa2 | 6.05 | 09/01/2033 |
| 902674ZW3 | UBS AG/LONDON UBS 5.65 09/11/28 | 477000 | $470,554.01 | 0.15% | Aa3 | 5.65 | 09/11/2028 |
| 571748BU5 | MARSH & MCLENNAN 5.4 9/15/2033 | 507000 | $495,139.87 | 0.15% | A3 | 5.40 | 09/15/2033 |
| 88315LAQ1 | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-2A A | 564667 | $482,530.65 | 0.15% | NR | 2.23 | 04/20/2046 |
| 552732AA7 | MFA 2021-INV2 TRUST MFRA 2021-INV2 A1 | 581859 | $481,166.59 | 0.15% | NR | 1.91 | 11/25/2056 |
| 38528UAB2 | GRAND CANYON UNIVERSITY GCUNIV 3 1/4 10/01/23 | 465000 | $471,975.00 | 0.15% | Ba1 | 3.25 | 10/01/2023 |
| 95002YAA1 | WELLS FARGO & CO WFC 7 5/8 PERP | 457000 | $462,281.04 | 0.14% | Baa2 | 7.63 | 12/31/2099 |
| 12803RAC8 | CAIXABANK FLT 9/13/2034 | 450000 | $442,305.00 | 0.14% | Baa3 | 6.84 | 09/13/2034 |
| 80386WAC9 | SASOL FINANCING USA LLC SASOL 4 3/8 09/18/26 | 513000 | $455,577.28 | 0.14% | Ba2 | 4.38 | 09/18/2026 |
| 26884TAW2 | ERAC USA FINANCE LLC ENTERP 4.9 05/01/33 | 461000 | $443,471.77 | 0.14% | Baa1 | 4.90 | 05/01/2033 |
| 55279HAK6 | MANUFACTURERS & TRADERS TRUST CO MTB 2.9 02/06/25 | 467000 | $445,255.99 | 0.14% | Baa1 | 2.90 | 02/06/2025 |
| 19685EAA9 | COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1 | 509508 | $443,543.14 | 0.14% | NR | 2.99 | 02/25/2067 |
| 10373QBU3 | BP CAPITAL MARKETS AMERICA INC BPLN 4.812 02/13/33 | 479000 | $451,360.02 | 0.14% | A2 | 4.81 | 02/13/2033 |
| 36263KAF8 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 GSMBS 2021-INV1 A6 | 533889 | $449,771.04 | 0.14% | Aaa | 2.50 | 12/25/2051 |
| 38138DAN6 | GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD GLM 2019-5A AR | 444000 | $447,888.74 | 0.14% | NR | 6.66 | 10/20/2032 |
| 74977RDN1 | COOPERATIEVE RABOBANK UA RABOBK 3.649 04/06/28 | 486000 | $455,319.12 | 0.14% | A3 | 3.65 | 04/06/2028 |
| 606822CL6 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.017 07/20/28 | 473000 | $462,319.81 | 0.14% | A1 | 5.02 | 07/20/2028 |
| 233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 508800 | $462,178.88 | 0.14% | NR | 4.35 | 05/20/2049 |
| 571748BV3 | MARSH & MCLENNAN 5.7 9/15/2053 | 454000 | $439,813.70 | 0.14% | A3 | 5.70 | 09/15/2053 |
| 29280LAA1 | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA ENFRAG 5 3/8 12/30/30 | 613000 | $437,125.09 | 0.14% | Ba3 | 5.38 | 12/30/2030 |
| 797440CD4 | SAN DIEGO GAS & ELECTRIC CO SRE 5.35 04/01/53 | 491000 | $460,578.47 | 0.14% | A1 | 5.35 | 04/01/2053 |
| 603374AH2 | MINERVA LUX SA 8.875 9/13/2033 | 430000 | $428,476.45 | 0.13% | NR | 8.88 | 09/13/2033 |
| 30303M8R6 | META PLATFORMS INC META 5 3/4 05/15/63 | 436000 | $421,299.60 | 0.13% | A1 | 5.75 | 05/15/2063 |
| 75513ECR0 | RTX CORP RTX 5.15 02/27/33 | 448000 | $426,419.35 | 0.13% | Baa1 | 5.15 | 02/27/2033 |
| 74981CAA9 | RUN 2022-NQM1 TRUST RUN 2022-NQM1 A1 | 458921 | $420,711.93 | 0.13% | NR | 4.00 | 03/25/2067 |
| 05565A5R0 | BNP PARIBAS SA BNP 8 1/2 PERP | 417000 | $412,343.07 | 0.13% | Ba1 | 8.50 | 12/31/2079 |
| 29278GAZ1 | ENEL FINANCE INTERNATIONAL NV ENELIM 6.8 10/14/25 | 399000 | $416,230.82 | 0.13% | Baa1 | 6.80 | 10/14/2025 |
| 05609QAA4 | BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX 2021-ACNT A | 430000 | $423,008.26 | 0.13% | Aaa | 6.30 | 11/15/2038 |
| 05401AAS0 | AVOLON HOLDINGS FUNDING LTD AVOL 6 3/8 05/04/28 | 405000 | $408,456.78 | 0.13% | Baa3 | 6.38 | 05/04/2028 |
| 26884TAX0 | ERAC USA FINANCE LLC ENTERP 5.4 05/01/53 | 441000 | $417,431.35 | 0.13% | Baa1 | 5.40 | 05/01/2053 |
| 00138CAV0 | COREBRIDGE GLOBAL FUNDING CRBG 5.9 09/19/28 | 408000 | $407,395.88 | 0.13% | A2 | 5.90 | 09/19/2028 |
| 29250NBT1 | ENBRIDGE INC ENBCN 8 1/2 01/15/2084 | 430000 | $427,070.70 | 0.13% | Baa3 | 8.50 | 01/15/2084 |
| 12433EAG6 | BX TRUST 2022-LBA6 BX 2022-LBA6 B | 440000 | $430,808.72 | 0.13% | Aa3 | 6.63 | 01/15/2039 |
| 92538WAA5 | VERUS SECURITIZATION TRUST 2022-1 VERUS 2022-1 A1 | 486309 | $419,346.57 | 0.13% | NR | 2.72 | 01/25/2067 |
| 67448DAL4 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1A | 468181 | $421,147.33 | 0.13% | NR | 2.78 | 01/25/2062 |
| 268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/2114 | 510000 | $426,926.10 | 0.13% | Baa1 | 6.00 | 01/22/2114 |
| 64831MAA0 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 NRZT 2022-NQM2 A1 | 476880 | $417,304.78 | 0.13% | NR | 3.08 | 03/27/2062 |
| 95000U3E1 | WELLS FARGO & CO WFC 5.574 07/25/29 | 437000 | $430,799.26 | 0.13% | A1 | 5.57 | 07/25/2029 |
| 693475BP9 | PNC FINANCIAL SERVICES GROUP INC ( FLT 12/31/2079 | 484000 | $416,236.31 | 0.13% | Baa2 | 6.25 | 12/31/2099 |
| 14040HCZ6 | CAPITAL ONE FINANCIAL CORP COF 6.312 06/08/29 | 412000 | $410,809.19 | 0.13% | Baa1 | 6.31 | 06/08/2029 |
| 89788MAP7 | TRUIST FINANCIAL CORP TFC 5.867 06/08/34 | 409000 | $392,492.22 | 0.12% | A3 | 5.87 | 06/08/2034 |
| 67448DAM2 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1B | 465000 | $378,351.11 | 0.12% | NR | 3.38 | 01/25/2062 |
| 808513CD5 | CHARLES SCHWAB CORP/THE SCHW 5.643 05/19/29 | 376000 | $376,042.79 | 0.12% | A2 | 5.64 | 05/19/2029 |
| 31573CAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1 | 486574 | $395,900.55 | 0.12% | NR | 2.21 | 01/25/2067 |
| 74333WAA0 | PROGRESS RESIDENTIAL 2021-SFR10 TRUST PROG 2021-SFR10 A | 455246 | $382,884.49 | 0.12% | Aaa | 2.39 | 12/17/2040 |
| 03464JAA9 | ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A1 | 464628 | $376,440.24 | 0.12% | NR | 1.98 | 10/25/2066 |
| 91825MAB9 | UZBEKNEFTEGAZ JSC UNGUZB 4 3/4 11/16/28 | 489000 | $402,365.09 | 0.12% | NR | 4.75 | 11/16/2028 |
| 67647WAE7 | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5 | 462877 | $391,117.40 | 0.12% | Aaa | 2.50 | 07/25/2051 |
| 68205LAS2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 6 1/4 01/25/31 | 400000 | $399,099.34 | 0.12% | Ba2 | 6.25 | 01/25/2031 |
| 502431AQ2 | L3HARRIS TECHNOLOGIES INC LHX 5.4 07/31/33 | 408000 | $395,932.54 | 0.12% | Baa2 | 5.40 | 07/31/2033 |
| 031162DP2 | AMGEN INC AMGN 5.15 03/02/28 | 384000 | $379,255.43 | 0.12% | Baa1 | 5.15 | 03/02/2028 |
| 031162DR8 | AMGEN INC AMGN 5 1/4 03/02/33 | 394000 | $378,314.10 | 0.12% | Baa1 | 5.25 | 03/02/2033 |
| 46124HAH9 | INTUIT INC INTU 5 1/2 09/15/53 | 398000 | $382,825.14 | 0.12% | A3 | 5.50 | 09/15/2053 |
| 92338CAE3 | VERALTO CORP VLTO 5.45 09/18/33 | 396000 | $383,917.23 | 0.12% | Baa1 | 5.45 | 09/18/2033 |
| 438516CK0 | HONEYWELL INTERNATIONAL INC HON 5 02/15/33 | 406000 | $396,762.60 | 0.12% | A2 | 5.00 | 02/15/2033 |
| 36258RBA0 | GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5 | 485000 | $390,323.74 | 0.12% | NR | 2.38 | 05/12/2053 |
| 36258YBG2 | GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 | 465000 | $389,589.51 | 0.12% | NR | 2.91 | 02/13/2053 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $378,988.59 | 0.12% | Aaa | 3.63 | 01/25/2029 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $393,729.67 | 0.12% | NR | 6.63 | 11/01/2025 |
| 373334KT7 | GEORGIA POWER CO SO 4.95 05/17/33 | 388000 | $371,529.70 | 0.12% | Baa1 | 4.95 | 05/17/2033 |
| 404119CR8 | HCA INC HCA 5.9 06/01/53 | 430000 | $397,585.95 | 0.12% | Baa3 | 5.90 | 06/01/2053 |
| 61747YFD2 | MORGAN STANLEY MS 5.164 04/20/29 | 385000 | $379,227.27 | 0.12% | A1 | 5.16 | 04/20/2029 |
| 91889FAC5 | VALARIS LTD VAL 8 3/8 04/30/30 | 385000 | $399,798.44 | 0.12% | B2 | 8.38 | 04/30/2030 |
| 44891ACD7 | HYUNDAI CAPITAL AMERICA HYNMTR 5.6 03/30/28 | 371000 | $373,375.22 | 0.12% | Baa1 | 5.60 | 03/30/2028 |
| 89788MAN2 | TRUIST FINANCIAL CORP TFC 6.047 06/08/27 | 383000 | $386,103.53 | 0.12% | A3 | 6.05 | 06/08/2027 |
| 49177JAJ1 | KENVUE INC KVUE 4.9 03/22/33 | 400000 | $382,769.82 | 0.12% | A1 | 4.90 | 03/22/2033 |
| 47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 420000 | $389,283.00 | 0.12% | NR | 4.85 | 07/30/2047 |
| 172967MU2 | CITIGROUP INC C 4 PERP | 399000 | $349,956.73 | 0.11% | Ba1 | 4.00 | 12/31/2079 |
| 53218CAA8 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR A | 363699 | $357,381.24 | 0.11% | Aaa | 6.15 | 03/15/2038 |
| 55293BAB1 | MHP 2021-STOR MHP 2021-STOR A | 350000 | $344,367.21 | 0.11% | NR | 6.15 | 07/15/2038 |
| 58549XAF0 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV2 MELLO 2021-INV2 A4 | 415987 | $350,116.11 | 0.11% | Aaa | 2.50 | 08/25/2051 |
| 585491AF0 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3 MELLO 2021-INV3 A4 | 433518 | $364,189.65 | 0.11% | Aaa | 2.50 | 10/25/2051 |
| 58937CAA7 | MERCURY CHILE HOLDCO LLC AES 6 1/2 01/24/27 | 384000 | $356,352.66 | 0.11% | Ba1 | 6.50 | 01/24/2027 |
| 857477CC5 | STATE STREET CORP STT 5.159 05/18/34 | 361000 | $342,616.70 | 0.11% | A1 | 5.16 | 05/18/2034 |
| 637432PB5 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 7 1/8 09/15/53 | 358000 | $364,009.63 | 0.11% | A3 | 7.13 | 09/15/2053 |
| 808513CE3 | CHARLES SCHWAB CORP/THE SCHW 5.853 05/19/34 | 377000 | $366,577.64 | 0.11% | A2 | 5.85 | 05/19/2034 |
| 14040HDA0 | CAPITAL ONE FINANCIAL CORP COF 6.377 06/08/34 | 369000 | $355,617.22 | 0.11% | Baa1 | 6.38 | 06/08/2034 |
| 60687YCZ0 | MIZUHO FINANCIAL GROUP INC MIZUHO 5.778 07/06/29 | 352000 | $351,913.64 | 0.11% | A1 | 5.78 | 07/06/2029 |
| 709599BW3 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.05 08/01/28 | 360000 | $359,114.11 | 0.11% | Baa2 | 6.05 | 08/01/2028 |
| 655844CS5 | NORFOLK SOUTHERN CORP NSC 5.35 08/01/54 | 369000 | $340,335.29 | 0.11% | Baa1 | 5.35 | 08/01/2054 |
| 71643VAB1 | PETROLEOS MEXICANOS PEMEX 6.7 02/16/32 | 468000 | $351,255.01 | 0.11% | B1 | 6.70 | 02/16/2032 |
| 20753YCH3 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1 | 344531 | $347,315.80 | 0.11% | NR | 7.31 | 03/25/2042 |
| 05377RFD1 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A C | 400000 | $367,061.28 | 0.11% | Baa3 | 4.84 | 08/21/2028 |
| 45687VAB2 | INGERSOLL RAND INC IR 5.7 08/14/33 | 376000 | $365,681.45 | 0.11% | Baa3 | 5.70 | 08/14/2033 |
| 89236TLB9 | TOYOTA MTR CRED 5.25 9/11/2028 | 351000 | $350,043.15 | 0.11% | A1 | 5.25 | 09/11/2028 |
| 46647PDK9 | JPMORGAN CHASE & CO JPM 5.717 09/14/33 | 357000 | $344,141.07 | 0.11% | A3 | 5.72 | 09/14/2033 |
| 83370RAC2 | SOCIETE GENERALE SA SOCGEN 9 3/8 PERP | 337000 | $341,535.97 | 0.11% | Ba2 | 9.38 | 12/31/2079 |
| 195325EF8 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 8 04/20/33 | 362000 | $370,384.21 | 0.11% | Baa2 | 8.00 | 04/20/2033 |
| 00203QAF4 | AP MOLLER - MAERSK A/S MAERSK 5 7/8 09/14/33 | 356000 | $346,761.63 | 0.11% | Baa2 | 5.88 | 09/14/2033 |
| 92840VAP7 | VISTRA OPERATIONS CO LLC VST 7 3/4 10/15/31 | 351000 | $346,128.29 | 0.11% | Ba2 | 7.75 | 10/15/2031 |
| 345397C68 | FORD MOTOR CREDIT CO LLC F 7.35 03/06/30 | 339000 | $345,028.15 | 0.11% | Ba1 | 7.35 | 03/06/2030 |
| 77586RAQ3 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 6 5/8 02/17/28 | 348000 | $354,868.55 | 0.11% | Baa3 | 6.63 | 02/17/2028 |
| 031162DT4 | AMGEN INC AMGN 5.65 03/02/53 | 384000 | $361,142.06 | 0.11% | Baa1 | 5.65 | 03/02/2053 |
| 31307TDS7 | FGCI J36413 3.0 02-01-32 | 393030 | $364,915.46 | 0.11% | Aaa | 3.00 | 02/01/2032 |
| 85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 345375 | $342,211.58 | 0.11% | A1 | 4.74 | 03/20/2025 |
| 98877DAD7 | ZF NORTH AMERICA CAPITAL INC ZFFNGR 6 7/8 04/14/28 | 358000 | $361,711.45 | 0.11% | Ba1 | 6.88 | 04/14/2028 |
| 88032WAU0 | TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30 | 418000 | $338,699.54 | 0.11% | A1 | 2.39 | 06/03/2030 |
| AP1360043 | MEXICO CITY AIRPORT TRUST MEXCAT 5 1/2 07/31/47 | 400000 | $307,980.38 | 0.10% | Baa3 | 5.50 | 07/31/2047 |
| 05609VAJ4 | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C | 345000 | $332,490.03 | 0.10% | NR | 6.55 | 09/15/2036 |
| 548661EQ6 | LOWES COS INC LOW 5.15 07/01/33 | 342000 | $328,835.71 | 0.10% | Baa1 | 5.15 | 07/01/2033 |
| 90320WAG8 | UPMC UPMCHS 5.035 05/15/33 | 320000 | $309,925.62 | 0.10% | A2 | 5.04 | 05/15/2033 |
| 06051GLH0 | BANK OF AMERICA CORP BAC 5.288 04/25/34 | 345000 | $328,931.84 | 0.10% | A1 | 5.29 | 04/25/2034 |
| 67078AAF0 | NVENT FINANCE SARL NVT 5.65 05/15/33 | 335000 | $319,506.12 | 0.10% | NR | 5.65 | 05/15/2033 |
| 1248EPCT8 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 7 3/8 03/01/31 | 341000 | $331,443.38 | 0.10% | B1 | 7.38 | 03/01/2031 |
| 68389XCP8 | ORACLE CORP ORCL 4.9 02/06/33 | 350000 | $325,225.74 | 0.10% | Baa2 | 4.90 | 02/06/2033 |
| 39541EAC7 | GREENSAIF PIPELINES BIDCO SARL GASBCM 6.51 02/23/42 | 325000 | $320,873.87 | 0.10% | A1 | 6.51 | 02/23/2042 |
| 893647BR7 | TRANSDIGM INC TDG 6 3/4 08/15/28 | 310000 | $307,865.21 | 0.10% | Ba3 | 6.75 | 08/15/2028 |
| 031162DS6 | AMGEN INC AMGN 5.6 03/02/43 | 344000 | $321,362.66 | 0.10% | Baa1 | 5.60 | 03/02/2043 |
| 969457CJ7 | WILLIAMS COS INC/THE WMB 5.65 03/15/33 | 335000 | $324,548.85 | 0.10% | Baa2 | 5.65 | 03/15/2033 |
| 76774LAC1 | RITCHIE BROS HOLDINGS INC RBACN 7 3/4 03/15/31 | 320000 | $325,902.22 | 0.10% | B1 | 7.75 | 03/15/2031 |
| 29250NBR5 | ENBRIDGE INC ENBCN 5.7 03/08/33 | 326000 | $313,494.73 | 0.10% | Baa1 | 5.70 | 03/08/2033 |
| 49177JAG7 | KENVUE INC KVUE 5 03/22/30 | 334000 | $325,829.25 | 0.10% | A1 | 5.00 | 03/22/2030 |
| 709599BT0 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.55 05/01/28 | 326000 | $324,926.75 | 0.10% | Baa2 | 5.55 | 05/01/2028 |
| 718547AR3 | PHILLIPS 66 CO PSX 5.3 06/30/33 | 337000 | $331,515.80 | 0.10% | A3 | 5.30 | 06/30/2033 |
| 924923AA3 | VERUS SECURITIZATION TRUST 2022-INV2 VERUS 2022-INV2 A1 | 334271 | $335,710.17 | 0.10% | NR | 6.79 | 10/25/2067 |
| 25746UDR7 | DOMINION ENERGY INC D 5 3/8 11/15/32 | 335000 | $326,632.04 | 0.10% | Baa2 | 5.38 | 11/15/2032 |
| 59156RCD8 | METLIFE INC MET 5 1/4 01/15/54 | 371000 | $335,059.09 | 0.10% | A3 | 5.25 | 01/15/2054 |
| 758750AD5 | REGAL REXNORD CORP RRX 6.05 04/15/28 | 311000 | $311,175.33 | 0.10% | Baa3 | 6.05 | 04/15/2028 |
| 49456BAX9 | KINDER MORGAN INC KMI 5.2 06/01/33 | 337000 | $317,540.61 | 0.10% | Baa2 | 5.20 | 06/01/2033 |
| 316773DG2 | FIFTH THIRD BANCORP FITB 4.772 07/28/30 | 362000 | $331,645.82 | 0.10% | Baa1 | 4.77 | 07/28/2030 |
| 35564KE39 | FREDDIE MAC STACR REMIC TRUST 2022-HQA3 STACR 2022-HQA3 M1A | 317982 | $323,330.08 | 0.10% | A2 | 7.61 | 08/25/2042 |
| 20826FBG0 | CONOCOPHILLIPS CO COP 5.55 03/15/54 | 333000 | $318,751.19 | 0.10% | A2 | 5.55 | 03/15/2054 |
| 87264ACW3 | T-MOBILE USA INC TMUS 5.65 01/15/53 | 361000 | $333,989.90 | 0.10% | Baa2 | 5.65 | 01/15/2053 |
| 05609XAA9 | BX TRUST 2022-CLS BX 2022-CLS A | 320000 | $310,196.19 | 0.10% | Aaa | 5.76 | 10/13/2027 |
| 91324PEQ1 | UNITEDHEALTH GROUP INC UNH 5.3 02/15/30 | 323000 | $323,179.14 | 0.10% | A2 | 5.30 | 02/15/2030 |
| 126650DY3 | CVS HEALTH CORP CVS 5.3 06/01/33 | 328000 | $316,415.44 | 0.10% | Baa2 | 5.30 | 06/01/2033 |
| 12660BAN1 | CSMC 2022-ATH1 CSMC 2022-ATH1 A1B | 390000 | $329,523.61 | 0.10% | NR | 3.35 | 01/25/2067 |
| 17180TBA9 | CIFC FUNDING 2016-I LTD CIFC 2016-1A ARR | 320000 | $321,722.64 | 0.10% | NR | 6.68 | 10/21/2031 |
| 28504KAA5 | ELECTRICITE DE FRANCE SA EDF 9 1/8 PERP | 303000 | $323,787.03 | 0.10% | Ba2 | 9.13 | 12/31/2049 |
| 17888HAB9 | CIVITAS RESOURCES INC CIVI 8 3/4 07/01/31 | 324000 | $338,200.98 | 0.10% | B1 | 8.75 | 07/01/2031 |
| 053332BF8 | AUTOZONE INC AZO 5.2 08/01/33 | 329000 | $311,282.51 | 0.10% | Baa1 | 5.20 | 08/01/2033 |
| 92857WBW9 | VODAFONE GROUP PLC VOD 4 1/8 06/04/2081 | 392000 | $307,930.17 | 0.10% | Ba1 | 4.13 | 06/04/2081 |
| 92857WBX7 | VODAFONE GROUP PLC FLT 6/4/2081 | 450000 | $312,814.82 | 0.10% | Ba1 | 5.13 | 06/04/2081 |
| 853254CD0 | STANDARD CHARTERED PLC STANLN 4.3 PERP | 440000 | $321,744.44 | 0.10% | Ba1 | 4.30 | 12/31/2079 |
| 38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS FLOAT PERP | 334000 | $336,555.42 | 0.10% | Ba1 | 8.50 | 12/31/2079 |
| 10554NAA6 | BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 | 455000 | $296,374.10 | 0.09% | NR | 7.45 | 11/15/2029 |
| 30227FAE0 | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B | 289899 | $287,229.42 | 0.09% | Aa3 | 6.83 | 07/15/2038 |
| 86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 302763 | $284,871.19 | 0.09% | NR | 5.79 | 11/25/2033 |
| 07317QAJ4 | BAYTEX ENERGY CORP BTECN 8 1/2 04/30/30 | 281000 | $294,540.86 | 0.09% | B1 | 8.50 | 04/30/2030 |
| 3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 302815 | $275,437.02 | 0.09% | Aaa | 4.00 | 11/01/2048 |
| 911312BZ8 | UNITED PARCEL SERVICE INC UPS 4 7/8 03/03/33 | 314000 | $303,683.09 | 0.09% | A2 | 4.88 | 03/03/2033 |
| 49327M3F9 | KEYBANK NA/CLEVELAND OH KEY 5.85 11/15/27 | 287000 | $279,280.25 | 0.09% | A3 | 5.85 | 11/15/2027 |
| 703481AD3 | PATTERSON-UTI ENERGY INC PTEN 7.15 10/01/33 | 287000 | $289,057.09 | 0.09% | Baa3 | 7.15 | 10/01/2033 |
| 15189XBD9 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 5.2 10/01/28 | 283000 | $281,358.88 | 0.09% | A2 | 5.20 | 10/01/2028 |
| 36268NAA8 | GTCR W-2 MERGER SUB LLC WRLDPY 7 1/2 01/15/31 | 293000 | $293,410.20 | 0.09% | Ba3 | 7.50 | 01/15/2031 |
| 73730EAC7 | POSCO POHANG 5 5/8 01/17/26 | 284000 | $286,090.13 | 0.09% | Baa1 | 5.63 | 01/17/2026 |
| 89386MAA6 | TRANSOCEAN TITAN FINANCING LTD RIG 8 3/8 02/01/28 | 278000 | $286,745.42 | 0.09% | B2 | 8.38 | 02/01/2028 |
| 78016FZX5 | ROYAL BANK OF CANADA RY 5 02/01/33 | 299000 | $281,087.13 | 0.09% | A1 | 5.00 | 02/01/2033 |
| 09261XAD4 | BLACKSTONE SECURED LENDING FUND BXSL 2 1/8 02/15/27 | 334000 | $284,083.52 | 0.09% | Baa3 | 2.13 | 02/15/2027 |
| 03464UAA4 | ANGEL OAK MORTGAGE TRUST 2023-6 AOMT 2023-6 A1 | 285545 | $283,703.47 | 0.09% | NR | 6.50 | 12/25/2067 |
| 055451BF4 | BHP BILLITON FINANCE USA LTD BHP 5 1/2 09/08/53 | 305000 | $292,844.93 | 0.09% | A1 | 5.50 | 09/08/2053 |
| 86563VBK4 | SUMITR 5.65 26 5.65 9/14/2026 | 298000 | $297,606.16 | 0.09% | A1 | 5.65 | 09/14/2026 |
| 29269RAA3 | ENERFLEX LTD EFXCN 9 10/15/27 | 275000 | $282,975.00 | 0.09% | B2 | 9.00 | 10/15/2027 |
| 91324PER9 | UNITEDHEALTH GROUP INC UNH 5.35 02/15/33 | 277000 | $275,896.31 | 0.09% | A2 | 5.35 | 02/15/2033 |
| 12598RAA1 | COLT 2021-5 MORTGAGE LOAN TRUST COLT 2021-5 A1 | 348626 | $286,097.32 | 0.09% | NR | 1.73 | 11/26/2066 |
| 17888HAA1 | CIVITAS RESOURCES INC CIVI 8 3/8 07/01/28 | 280000 | $290,892.78 | 0.09% | B1 | 8.38 | 07/01/2028 |
| 74340XCG4 | PROLOGIS LP PLD 4 7/8 06/15/28 | 294000 | $290,165.63 | 0.09% | A3 | 4.88 | 06/15/2028 |
| 853254CT5 | STANDARD CHARTERED PLC STANLN 6.187 07/06/27 | 290000 | $293,042.19 | 0.09% | A3 | 6.19 | 07/06/2027 |
| 74460WAH0 | PUBLIC STORAGE OPERATING CO PSA 5.35 08/01/53 | 305000 | $281,434.22 | 0.09% | A2 | 5.35 | 08/01/2053 |
| 655844CR7 | NORFOLK SOUTHERN CORP NSC 5.05 08/01/30 | 293000 | $284,730.82 | 0.09% | Baa1 | 5.05 | 08/01/2030 |
| BN0026623 | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA ENFRAG 5 3/8 12/30/30 | 400000 | $285,236.60 | 0.09% | Ba3 | 5.38 | 12/30/2030 |
| 38138JAC7 | GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD GLM 2021-9A A | 294000 | $296,915.14 | 0.09% | NR | 6.66 | 01/20/2033 |
| 626717AN2 | MURPHY OIL CORP MUR 6 3/8 07/15/28 | 295000 | $293,946.12 | 0.09% | Ba2 | 6.38 | 07/15/2028 |
| 603374AF6 | MINERVA LUXEMBOURG SA BEEFBZ 4 3/8 03/18/31 | 368000 | $285,309.37 | 0.09% | NR | 4.38 | 03/18/2031 |
| 174610BD6 | CITIZENS FINANCIAL GROUP INC CFG 4 PERP | 365000 | $273,962.48 | 0.09% | Baa3 | 4.00 | 12/31/2079 |
| 83546DAG3 | SONIC CAPITAL LLC SONIC 2020-1A A2I | 331455 | $300,311.77 | 0.09% | NR | 3.85 | 01/20/2050 |
| 65339KBP4 | NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 6.051 03/01/25 | 243000 | $244,593.05 | 0.08% | Baa1 | 6.05 | 03/01/2025 |
| 83546DAN8 | SONIC CAPITAL LLC SONIC 2021-1A A2I | 333200 | $267,838.88 | 0.08% | NR | 2.19 | 08/20/2051 |
| 958667AE7 | WESTERN MIDSTREAM OPERATING LP WES 6.15 04/01/33 | 270000 | $268,554.45 | 0.08% | Baa3 | 6.15 | 04/01/2033 |
| 06406RBR7 | BANK OF NEW YORK MELLON CORP/THE BK 4.967 04/26/34 | 283000 | $267,003.31 | 0.08% | A1 | 4.97 | 04/26/2034 |
| 61690U4T4 | MORGAN STANLEY BANK NA MS 4.754 04/21/26 | 254000 | $253,639.91 | 0.08% | Aa3 | 4.75 | 04/21/2026 |
| 08161BBC6 | BENCHMARK 2018-B3 MORTGAGE TRUST BMARK 2018-B3 C | 376000 | $267,420.85 | 0.08% | NR | 4.68 | 04/10/2051 |
| 57665RAJ5 | MATCH GROUP HOLDINGS II LLC MTCHII 5 5/8 02/15/29 | 285000 | $264,947.50 | 0.08% | Ba3 | 5.63 | 02/15/2029 |
| ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 244000 | $253,297.91 | 0.08% | Baa3 | 3.88 | 11/15/2029 |
| 71654QDN9 | PETROLEOS MEXICANOS PEMEX 10 02/07/33 | 295000 | $267,029.87 | 0.08% | B1 | 10.00 | 02/07/2033 |
| 87264ACY9 | T-MOBILE USA INC TMUS 5.05 07/15/33 | 285000 | $267,464.50 | 0.08% | Baa2 | 5.05 | 07/15/2033 |
| 39541EAA1 | GREENSAIF PIPELINES BIDCO SARL GASBCM 6.129 02/23/38 | 270000 | $265,212.79 | 0.08% | A1 | 6.13 | 02/23/2038 |
| 22546QAP2 | CREDIT SUISSE AG/NEW YORK NY CS 3 5/8 09/09/24 | 250000 | $243,865.52 | 0.08% | A3 | 3.63 | 09/09/2024 |
| 49327M2K9 | KEYBANK NA/CLEVELAND OH KEY 3.3 06/01/25 | 256000 | $242,787.94 | 0.08% | A3 | 3.30 | 06/01/2025 |
| 74251VAT9 | PRINCIPAL FINANCIAL GROUP INC PFG 5 3/8 03/15/33 | 257000 | $247,344.25 | 0.08% | Baa1 | 5.38 | 03/15/2033 |
| 26443TAD8 | DUKE ENERGY INDIANA LLC DUK 5.4 04/01/53 | 263000 | $247,950.66 | 0.08% | Aa3 | 5.40 | 04/01/2053 |
| 571903BL6 | MARRIOTT INTERNATIONAL INC/MD MAR 4.9 04/15/29 | 273000 | $267,128.72 | 0.08% | Baa2 | 4.90 | 04/15/2029 |
| 20030NEB3 | COMCAST CORP CMCSA 5 1/2 11/15/32 | 261000 | $263,411.96 | 0.08% | A3 | 5.50 | 11/15/2032 |
| 68389XCK9 | ORACLE CORP ORCL 6.9 11/09/52 | 242000 | $255,877.64 | 0.08% | Baa2 | 6.90 | 11/09/2052 |
| 105340AR4 | BRANDYWINE OPERATING PARTNERSHIP LP BDN 7.55 03/15/28 | 268000 | $250,414.08 | 0.08% | Ba1 | 7.80 | 03/15/2028 |
| 375558CA9 | GILEAD SCIENCES INC GILD 5.55 10/15/53 | 255000 | $245,837.32 | 0.08% | A3 | 5.55 | 10/15/2053 |
| 655663AB8 | NORDSON CORP NDSN 5.8 09/15/33 | 273000 | $267,457.05 | 0.08% | Baa2 | 5.80 | 09/15/2033 |
| 896292AL3 | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND TRITOB 5.95 01/14/31 | 250000 | $248,202.43 | 0.08% | Ba2 | 5.95 | 01/14/2031 |
| 30190AAC8 | F&G ANNUITIES & LIFE INC FG 7.4 01/13/28 | 260000 | $263,536.23 | 0.08% | NR | 7.40 | 01/13/2028 |
| 05377RGC2 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-1A A | 267000 | $258,530.37 | 0.08% | Aaa | 5.25 | 04/20/2029 |
| 233853AP5 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC DTRGR 5.15 01/16/26 | 266000 | $265,354.09 | 0.08% | A3 | 5.15 | 01/16/2026 |
| 31429KAJ2 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 5.278 01/23/26 | 250000 | $248,800.60 | 0.08% | A1 | 5.28 | 01/23/2026 |
| 195325EG6 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 7 1/2 02/02/34 | 255000 | $243,910.54 | 0.08% | Baa2 | 7.50 | 02/02/2034 |
| 69377FAB2 | FREEPORT INDONESIA PT FRIDPT 5.315 04/14/32 | 269000 | $250,462.08 | 0.08% | Baa3 | 5.32 | 04/14/2032 |
| 89788NAA8 | TRUIST FINANCIAL CORP TFC 4.916 07/28/33 | 305000 | $261,360.67 | 0.08% | A3 | 4.92 | 07/28/2033 |
| 92539NAA4 | VERUS SECURITIZATION TRUST 2022-7 VERUS 2022-7 A1 | 263428 | $257,458.28 | 0.08% | Aaa | 5.15 | 07/25/2067 |
| 693475BF1 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.2 PERP | 278000 | $256,249.49 | 0.08% | Baa2 | 6.20 | 12/31/2099 |
| 595620AY1 | MIDAMERICAN ENERGY CO BRKHEC 5.85 09/15/54 | 266000 | $263,279.49 | 0.08% | Aa2 | 5.85 | 09/15/2054 |
| 44963HAA3 | IHS HOLDING LTD IHSHLD 5 5/8 11/29/26 | 296000 | $249,197.22 | 0.08% | NR | 5.63 | 11/29/2026 |
| 92840MAC6 | VISTRA CORP VST 7 PERP | 293000 | $273,401.56 | 0.08% | Ba3 | 7.00 | 12/31/2079 |
| 637639AK1 | NATIONAL SECURITIES CLEARING CORP NSCCLF 5 05/30/28 | 259000 | $257,696.16 | 0.08% | Aaa | 5.00 | 05/30/2028 |
| 06368LNT9 | BANK OF MONTREAL BMO 5.3 06/05/26 | 243000 | $243,876.91 | 0.08% | A2 | 5.30 | 06/05/2026 |
| 126650DW7 | CVS HEALTH CORP CVS 5 01/30/29 | 276000 | $271,564.63 | 0.08% | Baa2 | 5.00 | 01/30/2029 |
| 720186AQ8 | PIEDMONT NATURAL GAS CO INC DUK 5.4 06/15/33 | 280000 | $271,697.23 | 0.08% | A3 | 5.40 | 06/15/2033 |
| 16411QAP6 | CHENIERE ENERGY PARTNERS LP CQP 5.95 06/30/33 | 263000 | $258,002.42 | 0.08% | Ba1 | 5.95 | 06/30/2033 |
| 44891ACG0 | HYUNDAI CAPITAL AMERICA HYNMTR 5.65 06/26/26 | 245000 | $246,566.39 | 0.08% | Baa1 | 5.65 | 06/26/2026 |
| 74340XCH2 | PROLOGIS LP 5.125 1/15/2034 | 283000 | $271,002.15 | 0.08% | A3 | 5.13 | 01/15/2034 |
| 53218CAE0 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C | 255572 | $248,930.90 | 0.08% | Aa3 | 6.55 | 03/15/2038 |
| 55293BAD7 | MHP 2021-STOR MHP 2021-STOR B | 270000 | $263,984.59 | 0.08% | NR | 6.35 | 07/15/2038 |
| 05369AAN1 | AVIATION CAPITAL GROUP LLC ACGCAP 6 1/4 04/15/28 | 244000 | $246,152.11 | 0.08% | Baa2 | 6.25 | 04/15/2028 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 271530 | $230,516.40 | 0.07% | A2 | 3.75 | 12/25/2045 |
| 606822CY8 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.242 04/19/29 | 237000 | $235,954.88 | 0.07% | A1 | 5.24 | 04/19/2029 |
| 606822DC5 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.406 04/19/34 | 247000 | $240,324.71 | 0.07% | A1 | 5.41 | 04/19/2034 |
| 95000U3D3 | WELLS FARGO & CO WFC 5.389 04/24/34 | 239000 | $229,059.81 | 0.07% | A1 | 5.39 | 04/24/2034 |
| 3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $227,947.52 | 0.07% | Aaa | 4.03 | 10/25/2028 |
| 3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $229,107.93 | 0.07% | Aa3 | 4.06 | 10/25/2028 |
| 31573TAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | 258857 | $237,865.19 | 0.07% | NR | 2.74 | 11/25/2059 |
| 21987BBF4 | CORP NACIONAL DEL COBRE DE CHILE CDEL 5 1/8 02/02/33 | 237000 | $220,075.27 | 0.07% | A3 | 5.13 | 02/02/2033 |
| 20755AAB8 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1 | 235296 | $238,683.93 | 0.07% | NR | 7.61 | 01/25/2043 |
| 87164DVJ6 | SYNOVUS BANK/COLUMBUS GA SNV 5 5/8 02/15/28 | 254000 | $231,967.84 | 0.07% | NR | 5.63 | 02/15/2028 |
| 87266GAA8 | TMS ISSUER SARL GASBCM 5.78 08/23/32 | 220000 | $221,056.24 | 0.07% | A1 | 5.78 | 08/23/2032 |
| 03746AAA8 | APACHE CORP APA 7 3/4 12/15/29 | 203000 | $212,453.60 | 0.07% | Baa3 | 7.75 | 12/15/2029 |
| 30161NBL4 | EXELON CORP EXC 5.6 03/15/53 | 241000 | $219,824.36 | 0.07% | Baa2 | 5.60 | 03/15/2053 |
| 151290CB7 | CEMEX SAB DE CV CEMEX 9 1/8 PERP | 200000 | $213,625.31 | 0.07% | NR | 9.13 | 12/31/2079 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 228250 | $223,137.23 | 0.07% | Baa2 | 5.77 | 01/10/2033 |
| 91087BAV2 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.35 02/09/35 | 235000 | $231,888.49 | 0.07% | Baa2 | 6.35 | 02/09/2035 |
| 8426EPAG3 | SOUTHERN CO GAS CAPITAL CORP SO 5 3/4 09/15/33 | 229000 | $225,116.31 | 0.07% | Baa1 | 5.75 | 09/15/2033 |
| 44328UAB2 | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2 | 240000 | $240,183.05 | 0.07% | Aaa | 6.04 | 01/21/2031 |
| 210385AD2 | CONSTELLATION ENERGY GENERATION LLC CEG 6 1/8 01/15/34 | 213000 | $212,733.27 | 0.07% | Baa2 | 6.13 | 01/15/2034 |
| 73730EAD5 | POSCO POHANG 5 3/4 01/17/28 | 211000 | $212,222.63 | 0.07% | Baa1 | 5.75 | 01/17/2028 |
| 184496AQ0 | CLEAN HARBORS INC CLH 6 3/8 02/01/31 | 240000 | $235,919.02 | 0.07% | Ba3 | 6.38 | 02/01/2031 |
| 693475BM6 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.068 01/24/34 | 243000 | $222,656.33 | 0.07% | A3 | 5.07 | 01/24/2034 |
| 89788MAL6 | TRUIST FINANCIAL CORP TFC 4.873 01/26/29 | 240000 | $227,402.09 | 0.07% | A3 | 4.87 | 01/26/2029 |
| 03217KAB4 | SITIOS LATINOAMERICA SAB DE CV SILAMX 5 3/8 04/04/32 | 263000 | $233,347.56 | 0.07% | Baa3 | 5.38 | 04/04/2032 |
| 45866FAY0 | INTERCONTINENTAL EXCHANGE INC ICE 5.2 06/15/62 | 261000 | $232,261.84 | 0.07% | A3 | 5.20 | 06/15/2062 |
| 49326EEL3 | KEYCORP KEY 3.878 05/23/25 | 217000 | $212,177.80 | 0.07% | Baa1 | 3.88 | 05/23/2025 |
| 637417AS5 | NNN REIT INC NNN 5.6 10/15/33 | 221000 | $209,815.01 | 0.07% | Baa1 | 5.60 | 10/15/2033 |
| 20826FBH8 | CONOCOPHILLIPS CO COP 5.7 09/15/63 | 232000 | $222,645.72 | 0.07% | A2 | 5.70 | 09/15/2063 |
| 456837BH5 | ING GROEP NV INTNED 6.114 09/11/34 | 246000 | $239,728.98 | 0.07% | Baa1 | 6.11 | 09/11/2034 |
| 907818GD4 | UNION PACIFIC CORP UNP 5.15 01/20/63 | 246000 | $219,804.73 | 0.07% | A3 | 5.15 | 01/20/2063 |
| 548661EL7 | LOWES COS INC LOW 5 04/15/33 | 232000 | $223,704.61 | 0.07% | Baa1 | 5.00 | 04/15/2033 |
| 91159HJJ0 | US BANCORP USB 5.85 10/21/33 | 226000 | $219,812.49 | 0.07% | A3 | 5.85 | 10/21/2033 |
| 716473AE3 | PETROFAC LTD 9.75 11/15/2026 | 267000 | $214,570.10 | 0.07% | NR | 9.75 | 11/15/2026 |
| 28504DAB9 | ELECTRICITE DE FRANCE SA EDF 5.7 05/23/28 | 218000 | $220,301.99 | 0.07% | Baa1 | 5.70 | 05/23/2028 |
| 12433EAJ0 | BX TRUST 2022-LBA6 BX 2022-LBA6 C | 240000 | $234,115.48 | 0.07% | A3 | 6.93 | 01/15/2039 |
| 63111XAJ0 | NASDAQ INC NDAQ 5.55 02/15/34 | 222000 | $215,071.39 | 0.07% | Baa2 | 5.55 | 02/15/2034 |
| 61747YFF7 | MORGAN STANLEY MS 5.449 07/20/29 | 233000 | $229,519.92 | 0.07% | A1 | 5.45 | 07/20/2029 |
| 054989AC2 | BAT CAPITAL CORP BATSLN 7.079 08/02/43 | 222000 | $215,523.15 | 0.07% | Baa2 | 7.08 | 08/02/2043 |
| 13032UD88 | CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD88 4.19 6/1/2037 | 245000 | $215,487.80 | 0.07% | Aa3 | 4.19 | 06/01/2037 |
| 85573GAA0 | STAR 2021-1 TRUST STAR 2021-1 A1 | 276674 | $239,325.56 | 0.07% | NR | 1.22 | 05/25/2065 |
| 88032WBB1 | TENCENT HOLDINGS LTD TENCNT 3.68 04/22/41 | 301000 | $212,859.80 | 0.07% | A1 | 3.68 | 04/22/2041 |
| 48305QAF0 | KAISER FOUNDATION HOSPITALS KPERM 2.81 06/01/41 | 334000 | $227,455.89 | 0.07% | NR | 2.81 | 06/01/2041 |
| 853254CC2 | STANDARD CHARTERED PLC STANLN 2.678 06/29/32 | 301000 | $231,981.15 | 0.07% | A3 | 2.68 | 06/29/2032 |
| 42806MAE9 | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A A | 240000 | $210,613.70 | 0.07% | Aaa | 1.68 | 12/27/2027 |
| 83546DAQ1 | SONIC CAPITAL LLC SONIC 2021-1A A2II | 323400 | $238,992.42 | 0.07% | NR | 2.64 | 08/20/2051 |
| 26190TAA9 | DRYDEN 93 CLO LTD DRSLF 2021-93A A1A | 217546 | $219,514.14 | 0.07% | Aaa | 6.65 | 01/15/2034 |
| 38141GYU2 | GOLDMAN SACHS GROUP INC/THE GS 4 1/8 PERP | 284000 | $236,879.88 | 0.07% | Ba1 | 4.13 | 12/31/2059 |
| BJ4508351 | GRUPO ENERGIA BOGOTA SA ESP GEBCB 4 7/8 05/15/30 | 200000 | $183,183.33 | 0.06% | Baa2 | 4.88 | 05/15/2030 |
| 10554NAB4 | BRASKEM IDESA SAPI BAKIDE 6.99 02/20/32 | 325000 | $197,991.28 | 0.06% | NR | 6.99 | 02/20/2032 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 202000 | $195,989.65 | 0.06% | Ba1 | 6.25 | 12/31/2079 |
| 06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $178,990.98 | 0.06% | Baa1 | 5.00 | 07/27/2027 |
| AP1359938 | MEXICO CITY AIRPORT TRUST MEXCAT 3 7/8 04/30/28 | 200000 | $184,113.97 | 0.06% | Baa3 | 3.88 | 04/30/2028 |
| 55903VBF9 | WARNERMEDIA HOLDINGS INC 5.391 3/15/2062 | 246000 | $182,280.97 | 0.06% | Baa3 | 5.39 | 03/15/2062 |
| 80386WAB1 | SASOL FINANCING USA LLC SASOL 6 1/2 09/27/28 | 200000 | $178,802.26 | 0.06% | Ba2 | 6.50 | 09/27/2028 |
| 91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $190,338.32 | 0.06% | Baa2 | 4.50 | 04/22/2029 |
| AX1774725 | BANCO BTG PACTUAL SA/CAYMAN ISLANDS BTGPBZ 7 3/4 02/15/29 | 200000 | $201,980.56 | 0.06% | B1 | 7.75 | 02/15/2029 |
| 36179UV90 | G2SF MA6040 4.0 07-20-49 | 196013 | $179,267.25 | 0.06% | Aaa | 4.00 | 07/20/2049 |
| 16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 213155 | $183,256.74 | 0.06% | NR | 3.50 | 07/25/2049 |
| 82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $195,142.15 | 0.06% | A1 | 2.50 | 08/08/2024 |
| 55336VBV1 | MPLX LP 5 3/1/2033 | 208000 | $190,403.89 | 0.06% | Baa2 | 5.00 | 03/01/2033 |
| 10554TAG0 | BRASKEM NETHERLANDS FINANCE BV BRASKM 7 1/4 02/13/33 | 200000 | $186,207.79 | 0.06% | NR | 7.25 | 02/13/2033 |
| 674599CF0 | OCCIDENTAL PETROLEUM CORP OXY 4 5/8 06/15/45 | 282000 | $206,665.97 | 0.06% | Baa3 | 4.63 | 06/15/2045 |
| 52532XAJ4 | LEIDOS INC LDOS 5 3/4 03/15/33 | 211000 | $202,753.27 | 0.06% | Baa2 | 5.75 | 03/15/2033 |
| 35564KP37 | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1A | 195459 | $197,495.62 | 0.06% | NR | 7.41 | 03/25/2043 |
| 49177JAN2 | KENVUE INC KVUE 5.05 03/22/53 | 197000 | $179,188.31 | 0.06% | A1 | 5.05 | 03/22/2053 |
| 698299BV5 | PANAMA GOVERNMENT INTERNATIONAL BOND PANAMA 6.853 03/28/54 | 205000 | $190,473.48 | 0.06% | Baa2 | 6.85 | 03/28/2054 |
| 744448CY5 | PUBLIC SERVICE CO OF COLORADO XEL 5 1/4 04/01/53 | 202000 | $181,090.50 | 0.06% | A1 | 5.25 | 04/01/2053 |
| 927804GK4 | VIRGINIA ELECTRIC AND POWER CO D 5 04/01/33 | 192000 | $184,821.21 | 0.06% | A2 | 5.00 | 04/01/2033 |
| 89788MAK8 | TRUIST FINANCIAL CORP TFC 6.123 10/28/33 | 180000 | $177,764.48 | 0.06% | A3 | 6.12 | 10/28/2033 |
| 698299BT0 | PANAMA GOVERNMENT INTERNATIONAL BOND PANAMA 6.4 02/14/35 | 200000 | $195,277.43 | 0.06% | Baa2 | 6.40 | 02/14/2035 |
| 87264ADD4 | T-MOBILE USA INC TMUS 6 06/15/54 | 197000 | $188,343.00 | 0.06% | Baa2 | 6.00 | 06/15/2054 |
| 744538AF6 | PUBLIC SERVICE CO OF NEW HAMPSHIRE ES 5.35 10/01/33 | 202000 | $198,694.32 | 0.06% | A1 | 5.35 | 10/01/2033 |
| 210385AE0 | CONSTELLATION ENERGY GENERATION LLC CEG 6 1/2 10/01/53 | 188000 | $188,506.88 | 0.06% | Baa2 | 6.50 | 10/01/2053 |
| 401494AX7 | GUATEMALA GOVERNMENT BOND GUATEM 7.05 10/04/32 | 200000 | $200,500.00 | 0.06% | Ba1 | 7.05 | 10/04/2032 |
| 26442CBK9 | DUKE ENERGY CAROLINAS LLC DUK 5.35 01/15/53 | 208000 | $192,460.94 | 0.06% | Aa3 | 5.35 | 01/15/2053 |
| 77586RAS9 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 5/8 01/17/53 | 200000 | $207,327.12 | 0.06% | Baa3 | 7.63 | 01/17/2053 |
| 78392BAE7 | SK HYNIX INC HYUELE 6 3/8 01/17/28 | 200000 | $202,271.07 | 0.06% | Baa2 | 6.38 | 01/17/2028 |
| 37185LAN2 | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 8 7/8 04/15/30 | 173000 | $179,406.99 | 0.06% | B3 | 8.88 | 04/15/2030 |
| 89788MAM4 | TRUIST FINANCIAL CORP TFC 5.122 01/26/34 | 210000 | $189,671.16 | 0.06% | A3 | 5.12 | 01/26/2034 |
| 55261FAR5 | M&T BANK CORP MTB 5.053 01/27/34 | 220000 | $192,223.57 | 0.06% | Baa1 | 5.05 | 01/27/2034 |
| 49456BAW1 | KINDER MORGAN INC KMI 5.45 08/01/52 | 242000 | $207,888.35 | 0.06% | Baa2 | 5.45 | 08/01/2052 |
| 81725WAL7 | SENSATA TECHNOLOGIES BV ST 5 7/8 09/01/30 | 211000 | $197,605.58 | 0.06% | Ba2 | 5.88 | 09/01/2030 |
| 58013MFT6 | MCDONALDS CORP MCD 5.15 09/09/52 | 217000 | $195,127.99 | 0.06% | Baa1 | 5.15 | 09/09/2052 |
| 682680BJ1 | ONEOK INC OKE 5.65 11/01/28 | 186000 | $184,670.98 | 0.06% | Baa2 | 5.65 | 11/01/2028 |
| 29250NBP9 | ENBRIDGE INC ENBCN 7 5/8 01/15/2083 | 184000 | $178,655.60 | 0.06% | Baa3 | 7.63 | 01/15/2083 |
| 29250NBN4 | ENBRIDGE INC ENBCN 7 3/8 01/15/2083 | 215000 | $207,805.64 | 0.06% | Baa3 | 7.38 | 01/15/2083 |
| 80413TBA6 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 1/2 10/25/32 | 200000 | $204,754.67 | 0.06% | A1 | 5.50 | 10/25/2032 |
| 693475BJ3 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.037 10/28/33 | 183000 | $182,291.61 | 0.06% | A3 | 6.04 | 10/28/2033 |
| 91324PEP3 | UNITEDHEALTH GROUP INC UNH 5 1/4 02/15/28 | 189000 | $190,589.01 | 0.06% | A2 | 5.25 | 02/15/2028 |
| 02361DBA7 | AMEREN ILLINOIS CO AEE 4.95 06/01/33 | 217000 | $208,929.17 | 0.06% | A1 | 4.95 | 06/01/2033 |
| ZK8297671 | MVM ENERGETIKA ZRT MVMHU 7 1/2 06/09/28 | 200000 | $205,686.67 | 0.06% | NR | 7.50 | 06/09/2028 |
| 86562MCY4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 6.184 07/13/43 | 209000 | $202,507.46 | 0.06% | A2 | 6.18 | 07/13/2043 |
| 502431AR0 | L3HARRIS TECHNOLOGIES INC LHX 5.6 07/31/53 | 188000 | $177,594.39 | 0.06% | Baa2 | 5.60 | 07/31/2053 |
| 13032UD96 | CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD96 4.353 6/1/2041 | 220000 | $187,978.82 | 0.06% | Aa3 | 4.35 | 06/01/2041 |
| 01609WBA9 | ALIBABA GROUP HOLDING LTD BABA 3 1/4 02/09/61 | 337000 | $181,578.72 | 0.06% | A1 | 3.25 | 02/09/2061 |
| 88032WBC9 | TENCENT HOLDINGS LTD TENCNT 3.84 04/22/51 | 277000 | $181,369.42 | 0.06% | A1 | 3.84 | 04/22/2051 |
| BR4068234 | ELECTRICIDAD FIRME DE MEXICO HOLDINGS SA DE CV EFIRME 4.9 11/20/26 | 200000 | $178,566.11 | 0.06% | Ba2 | 4.90 | 11/20/2026 |
| 743820AB8 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP PSJHOG 2.7 10/01/51 | 348000 | $195,186.23 | 0.06% | A2 | 2.70 | 10/01/2051 |
| 29452EAA9 | EQUITABLE HOLDINGS INC EQH 4.95 PERP | 189000 | $180,634.15 | 0.06% | Baa3 | 4.95 | 12/31/2079 |
| 03465LAA3 | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1 | 181072 | $165,032.41 | 0.05% | NR | 1.69 | 04/25/2065 |
| 33852HAD4 | FLAGSTAR MORTGAGE TRUST 2021-8INV FSMT 2021-8INV A6 | 213673 | $176,908.94 | 0.05% | Aaa | 2.50 | 09/25/2051 |
| 01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $169,210.66 | 0.05% | A1 | 4.40 | 12/06/2057 |
| AQ3405596 | INFRAESTRUCTURA ENERGETICA NOVA SAPI DE CV IENOVA 4 7/8 01/14/48 | 200000 | $147,078.64 | 0.05% | Baa3 | 4.88 | 01/14/2048 |
| 55903VBD4 | WARNERMEDIA HOLDINGS INC WBD 5.05 03/15/42 | 226000 | $175,293.01 | 0.05% | Baa3 | 5.05 | 03/15/2042 |
| 58933YBM6 | MERCK & CO INC MRK 5 05/17/53 | 180000 | $167,053.31 | 0.05% | A1 | 5.00 | 05/17/2053 |
| 38502JAA9 | GRAN TIERRA ENERGY INC GTE 7 3/4 05/23/27 | 200000 | $177,010.45 | 0.05% | NR | 7.75 | 05/23/2027 |
| ZQ2853146 | CELULOSA ARAUCO Y CONSTITUCION SA CELARA 5.15 01/29/50 | 200000 | $156,153.29 | 0.05% | Baa3 | 5.15 | 01/29/2050 |
| ZQ3579419 | BRASKEM NETHERLANDS FINANCE BV BRASKM 5 7/8 01/31/50 | 200000 | $146,088.49 | 0.05% | NR | 5.88 | 01/31/2050 |
| 68389XCQ6 | ORACLE CORP ORCL 5.55 02/06/53 | 191000 | $168,966.74 | 0.05% | Baa2 | 5.55 | 02/06/2053 |
| 86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 163698 | $156,230.79 | 0.05% | NR | 6.17 | 07/25/2034 |
| 031162DQ0 | AMGEN INC AMGN 5 1/4 03/02/30 | 174000 | $170,731.57 | 0.05% | Baa1 | 5.25 | 03/02/2030 |
| 532457CG1 | ELI LILLY & CO LLY 4 7/8 02/27/53 | 173000 | $159,716.63 | 0.05% | A1 | 4.88 | 02/27/2053 |
| 00751YAJ5 | ADVANCE AUTO PARTS INC AAP 5.95 03/09/28 | 166000 | $157,494.09 | 0.05% | Baa2 | 5.95 | 03/09/2028 |
| 49177JAE2 | KENVUE INC KVUE 5.05 03/22/28 | 177000 | $174,880.04 | 0.05% | A1 | 5.05 | 03/22/2028 |
| 49177JAL6 | KENVUE INC KVUE 5.1 03/22/43 | 174000 | $160,787.92 | 0.05% | A1 | 5.10 | 03/22/2043 |
| 49177JAQ5 | KENVUE INC KVUE 5.2 03/22/63 | 167000 | $150,871.21 | 0.05% | A1 | 5.20 | 03/22/2063 |
| 91324PEX6 | UNITEDHEALTH GROUP INC UNH 5.2 04/15/63 | 158000 | $145,228.17 | 0.05% | A2 | 5.20 | 04/15/2063 |
| 91324PEW8 | UNITEDHEALTH GROUP INC UNH 5.05 04/15/53 | 189000 | $173,943.12 | 0.05% | A2 | 5.05 | 04/15/2053 |
| 845437BU5 | SOUTHWESTERN ELECTRIC POWER CO AEP 5.3 04/01/33 | 177000 | $171,852.06 | 0.05% | Baa2 | 5.30 | 04/01/2033 |
| 665859AX2 | NORTHERN TRUST CORP NTRS 6 1/8 11/02/32 | 171000 | $173,180.81 | 0.05% | A2 | 6.13 | 11/02/2032 |
| 718172CV9 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 11/17/27 | 163000 | $162,717.48 | 0.05% | A2 | 5.13 | 11/17/2027 |
| 826418BP9 | SIERRA PACIFIC POWER CO BRKHEC 5.9 03/15/54 | 178000 | $171,142.97 | 0.05% | A2 | 5.90 | 03/15/2054 |
| 709599BS2 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.7 02/01/28 | 155000 | $152,535.61 | 0.05% | Baa2 | 5.70 | 02/01/2028 |
| 87612EBR6 | TARGET CORP TGT 4.8 01/15/53 | 194000 | $167,912.60 | 0.05% | A2 | 4.80 | 01/15/2053 |
| 174610BE4 | CITIZENS FINANCIAL GROUP INC CFG 5.641 05/21/37 | 192000 | $164,729.39 | 0.05% | Baa1 | 5.64 | 05/21/2037 |
| 06051GKY4 | BANK OF AMERICA CORP BAC 5.015 07/22/33 | 180000 | $167,338.31 | 0.05% | A1 | 5.02 | 07/22/2033 |
| 785592AZ9 | SABINE PASS LIQUEFACTION LLC SPLLLC 5.9 09/15/37 | 152000 | $150,015.06 | 0.05% | NR | 5.90 | 09/15/2037 |
| 595620AX3 | MIDAMERICAN ENERGY CO BRKHEC 5.35 01/15/34 | 148000 | $146,557.02 | 0.05% | Aa2 | 5.35 | 01/15/2034 |
| 655663AA0 | NORDSON CORP NDSN 5.6 09/15/28 | 152000 | $150,966.31 | 0.05% | Baa2 | 5.60 | 09/15/2028 |
| 44963HAB1 | IHS HOLDING LTD IHSHLD 6 1/4 11/29/28 | 214000 | $166,825.96 | 0.05% | NR | 6.25 | 11/29/2028 |
| 39530MAA6 | GREENKO POWER II LTD GRNKEN 4.3 12/13/28 | 185500 | $160,973.48 | 0.05% | Ba2 | 4.30 | 12/13/2028 |
| 89417EAS8 | TRAVELERS COS INC/THE TRV 5.45 05/25/53 | 172000 | $167,233.64 | 0.05% | A2 | 5.45 | 05/25/2053 |
| 126650EA4 | CVS HEALTH CORP CVS 6 06/01/63 | 162000 | $151,958.77 | 0.05% | Baa2 | 6.00 | 06/01/2063 |
| 00206RMT6 | AT&T INC T 5.4 02/15/34 | 171000 | $161,218.52 | 0.05% | Baa2 | 5.40 | 02/15/2034 |
| 06051GKH1 | BANK OF AMERICA CORP BAC FLOAT 02/04/28 | 163000 | $163,706.07 | 0.05% | A1 | 6.39 | 02/04/2028 |
| BU3620426 | COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.264 02/15/52 | 200000 | $163,770.20 | 0.05% | Baa2 | 6.26 | 02/15/2052 |
| 126650DZ0 | CVS HEALTH CORP CVS 5 7/8 06/01/53 | 154000 | $145,401.05 | 0.05% | Baa2 | 5.88 | 06/01/2053 |
| 63111XAL5 | NASDAQ INC NDAQ 6.1 06/28/63 | 177000 | $167,397.00 | 0.05% | Baa2 | 6.10 | 06/28/2063 |
| 63111XAH4 | NASDAQ INC NDAQ 5.35 06/28/28 | 149000 | $148,337.13 | 0.05% | Baa2 | 5.35 | 06/28/2028 |
| 054989AD0 | BAT CAPITAL CORP BATSLN 7.081 08/02/53 | 176000 | $168,302.25 | 0.05% | Baa2 | 7.08 | 08/02/2053 |
| 19828AAA5 | COLUMBIA PIPELINES HOLDING CO LLC CPGX 6.055 08/15/26 | 147000 | $148,771.49 | 0.05% | Baa2 | 6.06 | 08/15/2026 |
| 38141GXN9 | GOLDMAN SACHS GROUP INC/THE GS FLOAT 12/09/26 | 152000 | $151,464.69 | 0.05% | A2 | 6.13 | 12/09/2026 |
| 92538BAA1 | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | 170085 | $151,128.88 | 0.05% | NR | 0.82 | 10/25/2063 |
| 195325DZ5 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 3 1/4 04/22/32 | 200000 | $146,399.41 | 0.05% | Baa2 | 3.25 | 04/22/2032 |
| 948596AE1 | WEIBO CORP WB 3 3/8 07/08/30 | 200000 | $157,566.68 | 0.05% | Baa2 | 3.38 | 07/08/2030 |
| 64830VAA1 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 | 157795 | $141,709.34 | 0.04% | NR | 2.46 | 01/26/2060 |
| 88332EAA1 | BIDVEST GROUP UK PLC/THE BVTSJ 3 5/8 09/23/26 | 160000 | $141,821.69 | 0.04% | Ba2 | 3.63 | 09/23/2026 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 153765 | $130,620.37 | 0.04% | A1 | 3.75 | 04/25/2045 |
| 3138WGD35 | FNCI AS6421 3.5 12-01-30 | 133226 | $125,600.83 | 0.04% | Aaa | 3.50 | 12/01/2030 |
| 30037DAB1 | EVERGY METRO INC EVRG 4.95 04/15/33 | 133000 | $127,758.12 | 0.04% | A2 | 4.95 | 04/15/2033 |
| 55903VBE2 | WARNERMEDIA HOLDINGS INC WBD 5.141 03/15/52 | 164000 | $122,233.36 | 0.04% | Baa3 | 5.14 | 03/15/2052 |
| 892356AB2 | TRACTOR SUPPLY CO TSCO 5 1/4 05/15/33 | 127000 | $122,624.43 | 0.04% | Baa1 | 5.25 | 05/15/2033 |
| 26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 129255 | $129,002.88 | 0.04% | NR | 2.96 | 04/15/2025 |
| 316773CY4 | FIFTH THIRD BANCORP FITB 2 3/8 01/28/25 | 147000 | $140,181.16 | 0.04% | Baa1 | 2.38 | 01/28/2025 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $121,375.80 | 0.04% | Baa2 | 5.10 | 06/18/2050 |
| 571748BT8 | MARSH & MCLENNAN COS INC MMC 5.45 03/15/53 | 126000 | $117,920.98 | 0.04% | A3 | 5.45 | 03/15/2053 |
| 845011AH8 | SOUTHWEST GAS CORP SWX 5.45 03/23/28 | 127000 | $125,168.79 | 0.04% | Baa1 | 5.45 | 03/23/2028 |
| 30225VAJ6 | EXTRA SPACE STORAGE LP EXR 5.7 04/01/28 | 123000 | $125,115.44 | 0.04% | Baa2 | 5.70 | 04/01/2028 |
| 678858BY6 | OKLAHOMA GAS AND ELECTRIC CO OGE 5.6 04/01/53 | 128000 | $123,117.49 | 0.04% | A3 | 5.60 | 04/01/2053 |
| 760759BC3 | REPUBLIC SERVICES INC RSG 5 04/01/34 | 120000 | $116,644.23 | 0.04% | Baa1 | 5.00 | 04/01/2034 |
| 74456QCM6 | PUBLIC SERVICE ELECTRIC AND GAS CO PEG 5 1/8 03/15/53 | 128000 | $116,949.10 | 0.04% | A1 | 5.13 | 03/15/2053 |
| 025537AV3 | AMERICAN ELECTRIC POWER CO INC AEP 5 3/4 11/01/27 | 133000 | $136,953.89 | 0.04% | Baa2 | 5.75 | 11/01/2027 |
| 172967GD7 | CITIGROUP INC C FLOAT PERP | 125000 | $126,849.26 | 0.04% | Ba1 | 9.70 | 12/31/2079 |
| 758750AE3 | REGAL REXNORD CORP RRX 6.3 02/15/30 | 122000 | $118,830.71 | 0.04% | Baa3 | 6.30 | 02/15/2030 |
| 61747YFA8 | MORGAN STANLEY MS 5.123 02/01/29 | 145000 | $140,875.34 | 0.04% | A1 | 5.12 | 02/01/2029 |
| 46647PDG8 | JPMORGAN CHASE & CO JPM 4.851 07/25/28 | 140000 | $136,200.19 | 0.04% | A1 | 4.85 | 07/25/2028 |
| 06051GKW8 | BANK OF AMERICA CORP BAC 4.948 07/22/28 | 133000 | $129,056.08 | 0.04% | A1 | 4.95 | 07/22/2028 |
| 49327M3E2 | KEYBANK NA/CLEVELAND OH KEY 4.15 08/08/25 | 133000 | $126,059.97 | 0.04% | A3 | 4.15 | 08/08/2025 |
| 361448BK8 | GATX CORP GMT 4.9 03/15/33 | 133000 | $120,950.11 | 0.04% | Baa2 | 4.90 | 03/15/2033 |
| 26441CBU8 | DUKE ENERGY CORP DUK 5 08/15/52 | 161000 | $134,862.38 | 0.04% | Baa2 | 5.00 | 08/15/2052 |
| 15189XBA5 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 4.85 10/01/52 | 135000 | $120,571.18 | 0.04% | A2 | 4.85 | 10/01/2052 |
| 92939UAJ5 | WEC ENERGY GROUP INC WEC 5.15 10/01/27 | 136000 | $137,222.56 | 0.04% | Baa1 | 5.15 | 10/01/2027 |
| 756109BP8 | REALTY INCOME CORP O 5 5/8 10/13/32 | 126000 | $125,118.89 | 0.04% | A3 | 5.63 | 10/13/2032 |
| 06406RBM8 | BANK OF NEW YORK MELLON CORP/THE BK 5.834 10/25/33 | 140000 | $141,158.52 | 0.04% | A1 | 5.83 | 10/25/2033 |
| 539830BV0 | LOCKHEED MARTIN CORP LMT 5.1 11/15/27 | 134000 | $135,804.71 | 0.04% | A2 | 5.10 | 11/15/2027 |
| 316773DD9 | FIFTH THIRD BANCORP FITB 1.707 11/01/27 | 157000 | $136,757.92 | 0.04% | Baa1 | 1.71 | 11/01/2027 |
| 78016EYZ4 | ROYAL BANK OF CANADA RY FLOAT 01/21/27 | 143000 | $142,922.14 | 0.04% | A1 | 6.03 | 01/21/2027 |
| 204429AA2 | CIA CERVECERIAS UNIDAS SA CCUCI 3.35 01/19/32 | 150000 | $123,794.60 | 0.04% | NR | 3.35 | 01/19/2032 |
| 341081GQ4 | FLORIDA POWER & LIGHT CO NEE 4.8 05/15/33 | 137000 | $131,928.16 | 0.04% | Aa2 | 4.80 | 05/15/2033 |
| 709599BV5 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.2 06/15/30 | 127000 | $127,931.37 | 0.04% | Baa2 | 6.20 | 06/15/2030 |
| 126650DX5 | CVS HEALTH CORP CVS 5 1/4 01/30/31 | 117000 | $114,446.68 | 0.04% | Baa2 | 5.25 | 01/30/2031 |
| 224044CS4 | COX COMMUNICATIONS INC COXENT 5.7 06/15/33 | 141000 | $138,139.15 | 0.04% | Baa2 | 5.70 | 06/15/2033 |
| 316773DK3 | FIFTH THIRD BANCORP FITB 6.339 07/27/29 | 117000 | $116,898.87 | 0.04% | Baa1 | 6.34 | 07/27/2029 |
| 143658BW1 | CARNIVAL CORP CCL 7 08/15/29 | 125000 | $124,541.49 | 0.04% | Ba2 | 7.00 | 08/15/2029 |
| 55336VBT6 | MPLX LP MPLX 4.95 03/14/52 | 149000 | $116,918.02 | 0.04% | Baa2 | 4.95 | 03/14/2052 |
| 117043AV1 | BRUNSWICK CORP/DE BC 5.1 04/01/52 | 167000 | $119,084.68 | 0.04% | Baa2 | 5.10 | 04/01/2052 |
| 536333AB3 | LIQUID TELECOMMUNICATIONS FINANCING PLC LIQTEL 5 1/2 09/04/26 | 200000 | $128,407.40 | 0.04% | B3 | 5.50 | 09/04/2026 |
| 89680YAC9 | TRITON CONTAINER INTERNATIONAL LTD TRTN 3.15 06/15/31 | 180000 | $137,363.62 | 0.04% | NR | 3.15 | 06/15/2031 |
| 48305QAG8 | KAISER FOUNDATION HOSPITALS KPERM 3.002 06/01/51 | 203000 | $129,814.65 | 0.04% | NR | 3.00 | 06/01/2051 |
| 03465EAA9 | ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1 | 169007 | $138,318.92 | 0.04% | NR | 1.07 | 05/25/2066 |
| 11042CAA8 | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST IAGLN 2.9 03/15/35 | 146623 | $121,581.37 | 0.04% | A2 | 2.90 | 03/15/2035 |
| 10569EAA9 | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1 | 135611 | $124,084.97 | 0.04% | NR | 0.97 | 03/25/2060 |
| 72014TAE9 | PIEDMONT HEALTHCARE INC PIEDGA 2.864 01/01/52 | 195000 | $115,415.20 | 0.04% | A1 | 2.86 | 01/01/2052 |
| 830867AB3 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 3/4 10/20/28 | 144745 | $138,913.36 | 0.04% | Baa1 | 4.75 | 10/20/2028 |
| 92536PAD6 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2 | 107408 | $101,121.36 | 0.03% | NR | 2.64 | 01/25/2060 |
| 31417TP51 | FNCL AC6743 5.0 12-01-39 | 95880 | $94,170.95 | 0.03% | Aaa | 5.00 | 12/01/2039 |
| 03464WAA0 | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1 | 111110 | $101,726.88 | 0.03% | NR | 1.37 | 05/25/2065 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 101000 | $87,876.59 | 0.03% | Baa1 | 6.63 | 05/15/2047 |
| 579780AT4 | MCCORMICK & CO INC/MD MKC 4.95 04/15/33 | 112000 | $106,906.06 | 0.03% | Baa2 | 4.95 | 04/15/2033 |
| 90320WAH6 | UPMC UPMCHS 5.377 05/15/43 | 106000 | $100,127.28 | 0.03% | A2 | 5.38 | 05/15/2043 |
| 21036PBP2 | CONSTELLATION BRANDS INC STZ 4.9 05/01/33 | 85000 | $80,624.86 | 0.03% | Baa3 | 4.90 | 05/01/2033 |
| 58933YBN4 | MERCK & CO INC MRK 5.15 05/17/63 | 117000 | $108,943.58 | 0.03% | A1 | 5.15 | 05/17/2063 |
| 31410G7L1 | FNCL 889299 6.0 04-01-38 | 94089 | $96,030.64 | 0.03% | Aaa | 6.00 | 04/01/2038 |
| 49326EEJ8 | KEYCORP KEY 2.55 10/01/29 | 142000 | $112,580.14 | 0.03% | Baa1 | 2.55 | 10/01/2029 |
| EK1766139 | SURA ASSET MANAGEMENT SA SUAMSA 4 7/8 04/17/24 | 100000 | $100,901.54 | 0.03% | NR | 4.88 | 04/17/2024 |
| 76774LAB3 | RITCHIE BROS HOLDINGS INC RBACN 6 3/4 03/15/28 | 89000 | $89,062.30 | 0.03% | Ba2 | 6.75 | 03/15/2028 |
| 65473PAN5 | NISOURCE INC NI 5 1/4 03/30/28 | 85000 | $85,621.29 | 0.03% | Baa2 | 5.25 | 03/30/2028 |
| 548661ER4 | LOWES COS INC LOW 5 3/4 07/01/53 | 104000 | $98,508.71 | 0.03% | Baa1 | 5.75 | 07/01/2053 |
| 718172CU1 | PHILIP MORRIS INTERNATIONAL INC PM 5 11/17/25 | 107000 | $107,717.63 | 0.03% | A2 | 5.00 | 11/17/2025 |
| 718172CX5 | PHILIP MORRIS INTERNATIONAL INC PM 5 3/4 11/17/32 | 101000 | $100,709.86 | 0.03% | A2 | 5.75 | 11/17/2032 |
| 91282CHY0 | UNITED STATES TREASURY NOTE/BOND T 4 5/8 09/15/26 | 91500 | $91,235.67 | 0.03% | Aaa | 4.63 | 09/15/2026 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 87907 | $86,065.45 | 0.03% | Aaa | 5.50 | 04/01/2035 |
| 31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 100951 | $85,280.11 | 0.03% | Aaa | 0.00 | 01/25/2037 |
| 61747YFB6 | MORGAN STANLEY MS 5.948 01/19/38 | 117000 | $110,748.92 | 0.03% | Baa1 | 5.95 | 01/19/2038 |
| 45866FAX2 | INTERCONTINENTAL EXCHANGE INC ICE 4.95 06/15/52 | 119000 | $104,985.02 | 0.03% | A3 | 4.95 | 06/15/2052 |
| 77586RAN0 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 5 1/4 11/25/27 | 100000 | $99,081.50 | 0.03% | Baa3 | 5.25 | 11/25/2027 |
| 87612KAC6 | TARGA RESOURCES CORP TRGP 6 1/4 07/01/52 | 115000 | $107,395.78 | 0.03% | Baa3 | 6.25 | 07/01/2052 |
| 91159HJG6 | US BANCORP USB 4.967 07/22/33 | 117000 | $102,948.20 | 0.03% | A3 | 4.97 | 07/22/2033 |
| 49456BAV3 | KINDER MORGAN INC KMI 4.8 02/01/33 | 119000 | $108,235.39 | 0.03% | Baa2 | 4.80 | 02/01/2033 |
| 45687VAA4 | INGERSOLL RAND INC IR 5.4 08/14/28 | 104000 | $102,982.17 | 0.03% | Baa3 | 5.40 | 08/14/2028 |
| 256677AM7 | DOLLAR GENERAL CORP DG 5 1/2 11/01/52 | 124000 | $106,387.02 | 0.03% | Baa2 | 5.50 | 11/01/2052 |
| 842587DL8 | SOUTHERN CO/THE SO 5.7 10/15/32 | 108000 | $108,919.21 | 0.03% | Baa2 | 5.70 | 10/15/2032 |
| 539830BY4 | LOCKHEED MARTIN CORP LMT 5.9 11/15/63 | 97000 | $100,959.46 | 0.03% | A2 | 5.90 | 11/15/2063 |
| 637432PA7 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 5.8 01/15/33 | 94000 | $95,013.18 | 0.03% | A1 | 5.80 | 01/15/2033 |
| 709599BU7 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5 3/4 05/24/26 | 101000 | $101,562.49 | 0.03% | Baa2 | 5.75 | 05/24/2026 |
| 77586RAL4 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 3 5/8 03/27/32 | 100000 | $81,190.28 | 0.03% | Baa3 | 3.63 | 03/27/2032 |
| 808513CB9 | CHARLES SCHWAB CORP/THE SCHW 5 PERP | 112000 | $94,067.56 | 0.03% | Baa2 | 5.00 | 12/31/2099 |
| 63111XAK7 | NASDAQ INC NDAQ 5.95 08/15/53 | 103000 | $97,793.58 | 0.03% | Baa2 | 5.95 | 08/15/2053 |
| 74460WAF4 | PUBLIC STORAGE OPERATING CO PSA 5 1/8 01/15/29 | 88000 | $87,419.31 | 0.03% | A2 | 5.13 | 01/15/2029 |
| 31390L5X0 | FNCL 649862 6.5 07-01-32 | 110486 | $111,741.50 | 0.03% | Aaa | 6.50 | 07/01/2032 |
| 31403UYK1 | FNARM 758614 6.6 11-01-33 | 85552 | $87,122.70 | 0.03% | Aaa | 6.65 | 11/01/2033 |
| 31404NAB2 | FNARM 773202 3.9 11-01-34 | 89640 | $88,953.45 | 0.03% | Aaa | 3.87 | 11/01/2034 |
| 92837MAA5 | VISIO 2020-1R TRUST VISIO 2020-1R A1 | 117978 | $103,808.12 | 0.03% | NR | 1.31 | 11/25/2055 |
| 85573EAA5 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1 | 122985 | $107,636.20 | 0.03% | NR | 1.03 | 11/25/2055 |
| 126407AA3 | CSMC 2021-NQM1 CSMC 2021-NQM1 A1 | 98339 | $81,370.12 | 0.03% | NR | 0.81 | 05/25/2065 |
| 92537QAD3 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1B | 125072 | $104,159.85 | 0.03% | NR | 1.32 | 01/25/2066 |
| 12662EAA1 | CSMC 2021-NQM2 CSMC 2021-NQM2 A1 | 131527 | $108,972.81 | 0.03% | NR | 1.18 | 02/25/2066 |
| 42806MAB5 | HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B | 103000 | $97,618.28 | 0.03% | A1 | 1.56 | 12/26/2025 |
| 42806MAF6 | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A B | 126000 | $110,476.53 | 0.03% | A1 | 2.12 | 12/27/2027 |
| 72014TAD1 | PIEDMONT HEALTHCARE INC PIEDGA 2.719 01/01/42 | 170000 | $109,970.60 | 0.03% | A1 | 2.72 | 01/01/2042 |
| 05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 112365 | $100,604.82 | 0.03% | NR | 3.93 | 12/20/2034 |
| 03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 52760 | $49,080.28 | 0.02% | NR | 2.16 | 12/25/2059 |
| 02379KAA2 | AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST AAL 2 7/8 07/11/34 | 61514 | $51,118.79 | 0.02% | A3 | 2.88 | 07/11/2034 |
| 830867AA5 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 1/2 10/20/25 | 74290 | $72,816.59 | 0.02% | Baa1 | 4.50 | 10/20/2025 |
| 22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 72089 | $67,011.42 | 0.02% | NR | 4.29 | 06/25/2034 |
| 44891ACE5 | HYUNDAI CAPITAL AMERICA HYNMTR 5.8 04/01/30 | 74000 | $74,150.76 | 0.02% | Baa1 | 5.80 | 04/01/2030 |
| 37045XEF9 | GENERAL MOTORS FINANCIAL CO INC GM 5.4 04/06/26 | 77000 | $77,428.07 | 0.02% | Baa2 | 5.40 | 04/06/2026 |
| 706451BR1 | PETROLEOS MEXICANOS PEMEX 6 5/8 06/15/38 | 90000 | $59,277.29 | 0.02% | B1 | 6.63 | 06/15/2038 |
| 64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 84235 | $77,792.92 | 0.02% | NR | 2.49 | 09/25/2059 |
| 36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 75959 | $69,943.56 | 0.02% | NR | 2.69 | 11/25/2059 |
| 760759BB5 | REPUBLIC SERVICES INC RSG 4 7/8 04/01/29 | 63000 | $62,788.33 | 0.02% | Baa1 | 4.88 | 04/01/2029 |
| 591894CE8 | METROPOLITAN EDISON CO FE 5.2 04/01/28 | 76000 | $76,126.13 | 0.02% | A3 | 5.20 | 04/01/2028 |
| 857524AE2 | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND POLAND 5 3/4 11/16/32 | 65000 | $66,469.81 | 0.02% | A2 | 5.75 | 11/16/2032 |
| 3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 54218 | $54,319.29 | 0.02% | Aaa | 5.50 | 06/01/2035 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 71680 | $60,624.51 | 0.02% | NR | 3.00 | 06/25/2043 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $70,968.55 | 0.02% | Aaa | 5.18 | 04/01/2030 |
| 95000U3A9 | WELLS FARGO & CO WFC 4.808 07/25/28 | 81000 | $78,009.98 | 0.02% | A1 | 4.81 | 07/25/2028 |
| 95000U3B7 | WELLS FARGO & CO WFC 4.897 07/25/33 | 80000 | $73,118.25 | 0.02% | A1 | 4.90 | 07/25/2033 |
| 548661EN3 | LOWES COS INC LOW 5.8 09/15/62 | 66000 | $60,366.75 | 0.02% | Baa1 | 5.80 | 09/15/2062 |
| 63718LAA2 | NPC UKRENERGO NPCUKR 6 7/8 11/09/28 | 200000 | $59,423.61 | 0.02% | Ca | 6.88 | 11/09/2028 |
| 064058AL4 | BANK OF NEW YORK MELLON CORP/THE BK 3 3/4 PERP | 70000 | $56,856.75 | 0.02% | Baa1 | 3.75 | 12/31/2079 |
| 90931GAA7 | UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST UAL 5 7/8 10/15/27 | 77843 | $78,143.53 | 0.02% | A3 | 5.88 | 10/15/2027 |
| 31405RNE2 | FNARM 796989 7.2 08-01-34 | 51434 | $52,360.95 | 0.02% | Aaa | 7.22 | 08/01/2034 |
| 92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 82912 | $78,260.77 | 0.02% | NR | 2.42 | 01/25/2060 |
| 76119CAA9 | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | 41257 | $39,089.16 | 0.01% | NR | 2.38 | 01/26/2060 |
| 72014TAC3 | PIEDMONT HEALTHCARE INC PIEDGA 2.044 01/01/32 | 37000 | $28,440.08 | 0.01% | A1 | 2.04 | 01/01/2032 |
| 31574PAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1 | 22070 | $21,099.39 | 0.01% | NR | 2.01 | 05/25/2065 |
| 59156RCA4 | METLIFE INC MET 3.85 PERP | 21000 | $19,462.76 | 0.01% | Baa2 | 3.85 | 12/31/2099 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 48903 | $46,745.00 | 0.01% | NR | 4.77 | 11/25/2034 |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 24377 | $24,638.62 | 0.01% | Aaa | 6.50 | 08/01/2038 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 36398 | $36,121.06 | 0.01% | Aaa | 6.00 | 08/01/2038 |
| TUZ3 | US 2YR NOTE (CBT) Dec23TUZ3 COMB | 179 | $18,179.60 | 0.01% | N/A | 12/29/2023 | |
| 76119NAA5 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | 18380 | $17,809.48 | 0.01% | NR | 2.63 | 09/25/2059 |
| EK4034410 | SINO-OCEAN LAND TREASURE FINANCE I LTD SINOCE 6 07/30/24 | 405000 | $28,620.00 | 0.01% | C | 6.00 | 07/30/2024 |
| USZ3 | US LONG BOND(CBT) Dec23USZ3 COMB | 101 | $28,406.25 | 0.01% | N/A | 12/19/2023 | |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 18105 | $17,787.87 | 0.01% | NR | 0.71 | 02/25/2035 |
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 16669 | $16,163.17 | 0.01% | NR | 5.92 | 09/25/2034 |
| 478115AH1 | JOHNS HOPKINS UNIVERSITY JHUNIV 4.705 07/01/32 | 34000 | $33,068.72 | 0.01% | Aa2 | 4.71 | 07/01/2032 |
| 570535AP9 | MARKEL GROUP INC MKL 5 03/30/43 | 25000 | $20,413.26 | 0.01% | Baa2 | 5.00 | 03/30/2043 |
| 279158AP4 | ECOPETROL SA ECOPET 4 5/8 11/02/31 | 45000 | $35,217.87 | 0.01% | Baa3 | 4.63 | 11/02/2031 |
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 20737 | $21,089.09 | 0.01% | Aaa | 7.50 | 01/01/2031 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 33718 | $34,284.83 | 0.01% | Aaa | 7.00 | 11/01/2031 |
| 31400FD79 | FNARM 686026 5.1 04-01-33 | 20096 | $19,858.68 | 0.01% | Aaa | 5.07 | 04/01/2033 |
| BM6309173 | B2W DIGITAL LUX SARL BTOWBZ 4 3/8 12/20/30 | 200000 | $25,250.00 | 0.01% | NR | 4.38 | 12/31/2049 |
| 225401AS7 | CREDIT SUISSE GROUP AG CS 4 1/2 PERP | 402000 | $39,597.00 | 0.01% | NR | 4.50 | 12/31/2049 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 22243 | $22,477.36 | 0.01% | Aaa | 8.00 | 01/15/2031 |
| 31574XAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1 | 41368 | $33,860.48 | 0.01% | NR | 0.80 | 02/25/2066 |
| BP1992257 | SINO-OCEAN LAND TREASURE IV LTD SINOCE 3 1/4 05/05/26 | 334000 | $22,999.43 | 0.01% | C | 3.25 | 05/05/2026 |
| 24703TAD8 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 17000 | $17,367.61 | 0.01% | Baa2 | 6.02 | 06/15/2026 |
| 00206RLJ9 | AT&T INC T 3.55 09/15/55 | 29000 | $17,798.34 | 0.01% | Baa2 | 3.55 | 09/15/2055 |
| 9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 45259 | $42,195.54 | 0.01% | NR | 5.35 | 06/25/2033 |
| 31283HLN3 | FGLMC G01233 7.0 04-01-31 | 153 | $154.85 | 0.00% | Aaa | 7.00 | 04/01/2031 |
| 31283HUA1 | FGLMC G01477 6.0 12-01-32 | 739 | $749.36 | 0.00% | Aaa | 6.00 | 12/01/2032 |
| 31336RTZ3 | FHARM 1B0068 6.2 08-01-31 | 127 | $126.20 | 0.00% | Aaa | 6.16 | 08/01/2031 |
| 31336RUW8 | FHARM 1B0097 6.2 08-01-31 | 14368 | $14,283.87 | 0.00% | Aaa | 6.16 | 08/01/2031 |
| 31336RVK3 | FHARM 1B0118 6.2 08-01-31 | 141 | $140.18 | 0.00% | Aaa | 6.16 | 08/01/2031 |
| 31295MYW4 | FHARM 788825 4.4 11-01-31 | 6067 | $6,197.36 | 0.00% | Aaa | 4.38 | 11/01/2031 |
| 31371HB72 | FNCL 252162 6.5 12-01-28 | 310 | $313.88 | 0.00% | Aaa | 6.50 | 12/01/2028 |
| 31374GT64 | FNCL 313873 7.0 12-01-27 | 811 | $820.64 | 0.00% | Aaa | 7.00 | 12/01/2027 |
| 31379D7G8 | FNCL 416795 6.5 02-01-28 | 124 | $125.33 | 0.00% | Aaa | 6.50 | 02/01/2028 |
| 31379EG68 | FNCL 417021 7.5 09-01-25 | 44 | $44.05 | 0.00% | Aaa | 7.50 | 09/01/2025 |
| 31380G5H8 | FNCL 440148 6.5 08-01-28 | 50 | $50.38 | 0.00% | Aaa | 6.50 | 08/01/2028 |
| 31383LUF0 | FNCL 506482 6.5 07-01-29 | 159 | $160.60 | 0.00% | Aaa | 6.50 | 07/01/2029 |
| 31386FVP7 | FNCL 562322 7.5 01-01-31 | 605 | $611.32 | 0.00% | Aaa | 7.50 | 01/01/2031 |
| 31389GF21 | FNCL 624885 6.5 01-01-32 | 698 | $705.34 | 0.00% | Aaa | 6.50 | 01/01/2032 |
| 31391SNF3 | FNARM 675490 5.5 03-01-33 | 6924 | $6,922.51 | 0.00% | Aaa | 5.54 | 03/01/2033 |
| 31400JAM1 | FNCL 688612 5.5 03-01-33 | 2587 | $2,585.96 | 0.00% | Aaa | 5.50 | 03/01/2033 |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 12689 | $12,682.22 | 0.00% | Aaa | 5.50 | 06/01/2033 |
| 36202DBW0 | G2SF 2753 6.0 05-20-29 | 725 | $740.99 | 0.00% | Aaa | 6.00 | 05/20/2029 |
| 36206FVG4 | GNSF 410215 7.5 12-15-25 | 152 | $153.04 | 0.00% | Aaa | 7.50 | 12/15/2025 |
| 36206FWN8 | GNSF 410253 7.0 12-15-25 | 32 | $31.56 | 0.00% | Aaa | 7.00 | 12/15/2025 |
| 36207LGU6 | GNSF 435011 8.0 01-15-31 | 7465 | $7,503.59 | 0.00% | Aaa | 8.00 | 01/15/2031 |
| 36207UKJ6 | GNSF 442297 7.0 01-15-27 | 3464 | $3,450.39 | 0.00% | Aaa | 7.00 | 01/15/2027 |
| 36209MGJ7 | GNSF 475501 6.5 08-15-28 | 193 | $195.27 | 0.00% | Aaa | 6.50 | 08/15/2028 |
| 36209SDF5 | GNSF 479902 7.5 01-15-31 | 5503 | $5,529.07 | 0.00% | Aaa | 7.50 | 01/15/2031 |
| 36210AWV5 | GNSF 486760 6.5 12-15-28 | 280 | $283.69 | 0.00% | Aaa | 6.50 | 12/15/2028 |
| 36210F6D3 | GNSF 491468 7.0 05-15-29 | 309 | $307.44 | 0.00% | Aaa | 7.00 | 05/15/2029 |
| 36210JXA1 | GNSF 493973 6.5 06-15-29 | 303 | $306.41 | 0.00% | Aaa | 6.50 | 06/15/2029 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 9418 | $9,523.87 | 0.00% | Aaa | 8.00 | 12/15/2030 |
| 36213R2R7 | GNSF 562484 6.0 02-15-34 | 2277 | $2,268.55 | 0.00% | Aaa | 6.00 | 02/15/2034 |
| 36213SYK5 | GNSF 563314 6.5 11-15-31 | 179 | $180.97 | 0.00% | Aaa | 6.50 | 11/15/2031 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 393 | $402.76 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 36225AQ37 | GNSF 780474 7.5 12-15-23 | 0 | $0.04 | 0.00% | Aaa | 7.50 | 12/15/2023 |
| 36225ATP5 | GNSF 780558 7.0 12-15-23 | 0 | $0.31 | 0.00% | Aaa | 7.00 | 12/15/2023 |
| 36225A3F5 | GNSF 780798 7.5 12-15-27 | 40 | $41.30 | 0.00% | Aaa | 7.50 | 12/15/2027 |
| 707567AE3 | PENN MUTUAL LIFE INSURANCE CO/THE PMUL 3.8 04/29/61 | 12000 | $7,302.04 | 0.00% | A2 | 3.80 | 04/29/2061 |
| 02666TAC1 | AMERICAN HOMES 4 RENT LP AMH 2 3/8 07/15/31 | 6000 | $4,604.66 | 0.00% | Baa2 | 2.38 | 07/15/2031 |
| 31374TV48 | FNCL 323835 6.5 05-01-29 | 172 | $173.69 | 0.00% | Aaa | 6.50 | 05/01/2029 |
| 756109BJ2 | REALTY INCOME CORP O 2.2 06/15/28 | 9000 | $7,749.94 | 0.00% | A3 | 2.20 | 06/15/2028 |
| 36209Y4T2 | GNSF 486034 8.0 11-15-30 | 751 | $759.85 | 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 | 0 | $0.00 | 0.00% | N/A | |||
| CASHAUD07 | AUD CURRENCY CASH | 0 | $0.00 | 0.00% | 0.00 | ||
| COP CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| 008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 9000 | $8,969.16 | 0.00% | A3 | 4.25 | 02/15/2024 |
| TRY CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| CASHCNY08 | CNY CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
| BRL CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| IDR CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| PEN CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| CASH SECURITY USD | 0 | $0.03 | 0.00% | N/A | |||
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 13231 | $12,456.95 | 0.00% | NR | 4.39 | 08/25/2035 |
| 91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 9000 | $8,826.42 | 0.00% | A2 | 3.75 | 07/15/2025 |
| WNZ3 | US ULTRA BOND CBT Dec23WNZ3 COMB | -1 | -$375.00 | 0.00% | N/A | 12/19/2023 | |
| TYZ3 | US 10YR NOTE (CBT)Dec23TYZ3 COMB | 54 | $6,987.01 | 0.00% | N/A | 12/19/2023 | |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 12000 | $11,371.22 | 0.00% | Baa1 | 3.95 | 01/15/2027 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 7000 | $6,458.33 | 0.00% | NR | 4.82 | 04/25/2034 |
| 46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 9000 | $8,401.12 | 0.00% | A3 | 3.63 | 12/01/2027 |
| 020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 9000 | $6,766.57 | 0.00% | A3 | 4.20 | 12/15/2046 |
| 71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 9000 | $8,476.10 | 0.00% | Baa2 | 4.30 | 03/15/2027 |
| 89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 7544 | $7,508.62 | 0.00% | Aaa | 2.75 | 04/25/2057 |
| 161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 16000 | $12,550.71 | 0.00% | Ba1 | 5.38 | 05/01/2047 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 16000 | $15,776.51 | 0.00% | Baa3 | 4.98 | 02/06/2026 |
| 24737RAA8 | DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 | 8000 | $7,930.03 | 0.00% | A3 | 3.40 | 04/25/2024 |
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 739 | $742.51 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| 85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 13022 | $12,057.61 | 0.00% | NR | 2.28 | 02/25/2050 |
| 589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 4577 | $4,257.50 | 0.00% | NR | 6.21 | 03/25/2028 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 12236 | $11,745.50 | 0.00% | NR | 6.10 | 06/20/2033 |
| 92537TAA3 | VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1 | 12127 | $11,882.68 | 0.00% | NR | 0.33 | 03/25/2060 |
| 19688JAA5 | COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1 | 4980 | $4,951.98 | 0.00% | NR | 1.85 | 03/25/2065 |
| 31292GU53 | FGLMC C00604 6.0 04-01-28 | 187 | $189.26 | 0.00% | Aaa | 6.00 | 04/01/2028 |
| 31293EME7 | FGLMC C18457 6.0 12-01-28 | 162 | $160.80 | 0.00% | Aaa | 6.00 | 12/01/2028 |
| 31294B6N0 | FGLMC C35377 7.0 01-01-30 | 57 | $56.42 | 0.00% | Aaa | 7.00 | 01/01/2030 |
| 12659LAA0 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES CSMC 2020-SPT1 A1 | 15972 | $15,830.76 | 0.00% | NR | 1.62 | 04/25/2065 |
| 31287RP94 | FGLMC C65848 6.5 04-01-32 | 2895 | $2,930.95 | 0.00% | Aaa | 6.50 | 04/01/2032 |
| 3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 276 | $276.17 | 0.00% | Aaa | 7.00 | 01/01/2027 |
| FVZ3 | US 5YR NOTE (CBT) Dec23FVZ3 COMB | -148 | -$27,958.44 | -0.01% | N/A | 12/29/2023 | |
| UXYZ3 | US 10yr Ultra Fut Dec23UXYZ3 COMB | -301 | -$70,546.88 | -0.02% | N/A | 12/19/2023 | |
| -925000 | -$981,395.79 | -0.30% | N/A | ||||
| CASHUSD00 | USD CURRENCY CASH | -29535847 | -$29,535,846.74 | -9.17% | 0.00 |
For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.
** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.
Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.
The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.
As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.
Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.
The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.
All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.
When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.
Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.
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