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Quarterly Portfolio Holdings
as of
12/31/2019
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 | 11150124 | $11,150,123.90 | 4.43% | 0.00 | ||
| 912828YS3 | UNITED STATES TREASURY NOTE/BOND T 1 3/4 11/15/29 | 7826400 | $7,719,810.03 | 3.07% | Aaa | 1.75 | 11/15/2029 |
| 912828YY0 | UNITED STATES TREASURY NOTE/BOND T 1 3/4 12/31/24 | 6339700 | $6,353,768.03 | 2.52% | Aaa | 1.75 | 12/31/2024 |
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 5006735 | $5,228,098.13 | 2.08% | Aaa | 3.50 | 05/01/2047 |
| 01F030611 | FNMA FNCL TBA 30yr 3.0 01-01-50 | 4537000 | $4,605,881.90 | 1.83% | Aaa | 3.00 | 01/01/2050 |
| 912810SJ8 | UNITED STATES TREASURY NOTE/BOND T 2 1/4 08/15/49 | 4157300 | $4,063,365.15 | 1.61% | Aaa | 2.25 | 08/15/2049 |
| 01F022410 | FNMA FNCI TBA 15yr 2.5 01-01-35 | 3890000 | $3,928,665.68 | 1.56% | Aaa | 2.50 | 01/01/2035 |
| 21H030617 | GNMA G2SF TBA 30yr 3.0 01-01-50 | 3830000 | $3,937,949.64 | 1.56% | Aaa | 3.00 | 01/01/2050 |
| 219350BQ7 | CORNING INC GLW 5.45 11/15/79 | 3050000 | $3,349,211.11 | 1.33% | Baa1 | 5.45 | 11/15/2079 |
| 912828YX2 | UNITED STATES TREASURY NOTE/BOND T 1 3/4 12/31/26 | 2886800 | $2,869,794.23 | 1.14% | Aaa | 1.75 | 12/31/2026 |
| 3140J9H87 | FNCL BM4754 3.5 05-01-47 | 2726629 | $2,842,829.19 | 1.13% | Aaa | 3.50 | 05/01/2047 |
| 01F030413 | FNMA FNCI TBA 15yr 3.0 01-01-35 | 2775000 | $2,846,564.72 | 1.13% | Aaa | 3.00 | 01/01/2035 |
| 912828YW4 | UNITED STATES TREASURY NOTE/BOND T 1 5/8 12/15/22 | 2440300 | $2,443,110.01 | 0.97% | Aaa | 1.63 | 12/15/2022 |
| 31334XD97 | FNCL QA1028 4.0 07-01-49 | 2194884 | $2,308,125.15 | 0.92% | Aaa | 4.00 | 07/01/2049 |
| 3137FLMV3 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K090 A2 | 2000000 | $2,153,653.13 | 0.86% | Aaa | 3.42 | 02/25/2029 |
| 3137FLN34 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K734 A2 | 1946000 | $2,050,764.92 | 0.81% | Aaa | 3.21 | 02/25/2026 |
| 3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 1879294 | $1,961,977.02 | 0.78% | Aaa | 4.00 | 11/01/2048 |
| 00287YBQ1 | ABBVIE INC ABBV 2.6 11/21/24 | 1712000 | $1,726,746.83 | 0.69% | Baa2 | 2.60 | 11/21/2024 |
| 36179UV90 | G2SF MA6040 4.0 07-20-49 | 1554480 | $1,616,043.81 | 0.64% | Aaa | 4.00 | 07/20/2049 |
| EUR/USD | 1613088 | $1,613,087.79 | 0.64% | N/A | 02/28/2020 | ||
| 38176GAA0 | GOLUB CAPITAL PARTNERS CLO 41 B LTD GCBSL 2019-41A A | 1583000 | $1,594,503.92 | 0.63% | Aaa | 3.34 | 04/20/2029 |
| 85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 1401000 | $1,529,295.49 | 0.61% | Baa2 | 5.15 | 03/20/2028 |
| 08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,503,979.52 | 0.60% | NR | 3.05 | 12/15/2062 |
| 85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 1390000 | $1,473,994.53 | 0.59% | Baa2 | 4.74 | 03/20/2025 |
| 31573TAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | 1372957 | $1,375,035.95 | 0.55% | NR | 2.74 | 11/25/2059 |
| 16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 1342152 | $1,367,771.53 | 0.54% | NR | 3.50 | 07/25/2049 |
| 36962GT95 | GENERAL ELECTRIC CO GE 5.55 01/05/26 | 1151000 | $1,351,482.26 | 0.54% | Baa1 | 5.55 | 01/05/2026 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,314,553.96 | 0.52% | A3 | 4.38 | 04/17/2026 |
| 37959GAA5 | GLOBAL ATLANTIC FIN CO GBLATL 4.4 10/15/29 | 1275000 | $1,270,121.78 | 0.50% | Baa3 | 4.40 | 10/15/2029 |
| 05363LAU7 | AVERY POINT VI CLO LTD AVERY 2015-6A AR | 1254000 | $1,256,697.72 | 0.50% | Aaa | 2.94 | 08/05/2027 |
| 00287YBL2 | ABBVIE INC ABBV 2.3 11/21/22 | 1246000 | $1,255,094.36 | 0.50% | Baa2 | 2.30 | 11/21/2022 |
| 912796TQ2 | TREASURY BILL 0 4/9/2020 | 1228000 | $1,222,901.26 | 0.49% | Aaa | 0.00 | 04/09/2020 |
| 110122BZ0 | BRISTOL-MYERS SQUIBB CO BMY 2.9 07/26/24 | 1117000 | $1,172,683.02 | 0.47% | A2 | 2.90 | 07/26/2024 |
| 80414L2C8 | SAUDI ARABIAN OIL CO ARAMCO 2 7/8 04/16/24 | 1134000 | $1,156,954.93 | 0.46% | A1 | 2.88 | 04/16/2024 |
| 25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1107000 | $1,111,925.41 | 0.44% | NR | 3.67 | 10/25/2049 |
| 05369AAA9 | AVIATION CAPITAL GROUP LLC PACLIF 3 1/2 11/01/27 | 1070000 | $1,082,217.48 | 0.43% | Baa2 | 3.50 | 11/01/2027 |
| 68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $1,087,684.52 | 0.43% | Aaa | 2.52 | 09/15/2054 |
| 36198FAP7 | GS MORTGAGE SECURITIES TRUST 2013-GCJ14 GSMS 2013-GC14 B | 1000000 | $1,061,990.99 | 0.42% | Aa2 | 4.74 | 08/10/2046 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $1,056,422.70 | 0.42% | Aaa | 3.76 | 01/25/2029 |
| 61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $1,060,045.90 | 0.42% | NR | 4.30 | 09/09/2032 |
| 3137F4WZ1 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K731 A2 | 975000 | $1,034,255.14 | 0.41% | Aaa | 3.60 | 02/25/2025 |
| 552676AQ1 | MDC HOLDINGS INC MDC 6 01/15/43 | 964000 | $1,029,230.67 | 0.41% | Ba2 | 6.00 | 01/15/2043 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 943000 | $1,002,068.47 | 0.40% | Ba1 | 5.00 | 12/31/2049 |
| 62947QAW8 | NXP BV / NXP FUNDING LLC NXPI 3 7/8 09/01/22 | 958000 | $1,005,854.67 | 0.40% | Baa3 | 3.88 | 09/01/2022 |
| 92537FAA3 | VERUS SECURITIZATION TRUST 2019-INV1 VERUS 2019-INV1 A1 | 1002338 | $1,010,860.44 | 0.40% | NR | 3.40 | 12/25/2059 |
| 03463WAA1 | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1 | 1005087 | $1,019,233.02 | 0.40% | NR | 3.63 | 03/25/2049 |
| 61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $990,518.21 | 0.39% | NR | 4.07 | 03/15/2052 |
| 247361ZU5 | DELTA AIR LINES INC DAL 2.9 10/28/24 | 981000 | $986,400.41 | 0.39% | Baa3 | 2.90 | 10/28/2024 |
| 92936QAJ7 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 WFRBS 2012-C6 B | 881000 | $921,499.80 | 0.37% | Aa1 | 4.70 | 04/15/2045 |
| 57701RAJ1 | MATTAMY GROUP CORP MATHOM 5 1/4 12/15/27 | 894000 | $933,149.75 | 0.37% | B1 | 5.25 | 12/15/2027 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 940000 | $939,815.34 | 0.37% | Aaa | 3.09 | 07/20/2029 |
| 61691LAA7 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS A | 936000 | $934,734.06 | 0.37% | Aaa | 2.44 | 11/15/2034 |
| 90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $935,680.74 | 0.37% | Aaa | 3.60 | 04/15/2052 |
| 85572MAD2 | STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 D | 895000 | $897,055.54 | 0.36% | Baa2 | 3.69 | 01/17/2035 |
| 03765HAE1 | APOLLO MANAGEMENT HOLDINGS LP APO 4.95 01/14/50 | 895000 | $908,339.42 | 0.36% | NR | 4.95 | 01/14/2050 |
| 45031UCF6 | ISTAR INC STAR 4 3/4 10/01/24 | 809000 | $849,534.27 | 0.34% | Ba3 | 4.75 | 10/01/2024 |
| 31307TDS7 | FGCI J36413 3.0 02-01-32 | 821730 | $849,889.91 | 0.34% | Aaa | 3.00 | 02/01/2032 |
| 36164QNA2 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO GE 4.418 11/15/35 | 810000 | $867,041.08 | 0.34% | Baa1 | 4.42 | 11/15/2035 |
| 08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $868,278.45 | 0.34% | NR | 3.78 | 12/15/2062 |
| 03464QAA3 | ANGEL OAK MORTGAGE TRUST 2019-3 AOMT 2019-3 A1 | 836875 | $840,634.17 | 0.33% | NR | 2.93 | 05/25/2059 |
| 46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $837,962.91 | 0.33% | A3 | 4.74 | 03/15/2049 |
| 46647PAW6 | JPMORGAN CHASE & CO JPM FLOAT 07/23/24 | 815000 | $825,965.33 | 0.33% | A2 | 2.82 | 07/23/2024 |
| 595112BP7 | MICRON TECHNOLOGY INC MU 4.185 02/15/27 | 770000 | $838,713.31 | 0.33% | Baa3 | 4.19 | 02/15/2027 |
| 11134LAD1 | BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD AVGO 3 01/15/22 | 800000 | $822,592.71 | 0.33% | Baa3 | 3.00 | 01/15/2022 |
| 42806DCH0 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A | 800000 | $824,396.32 | 0.33% | Aaa | 3.42 | 05/25/2025 |
| 51817TAB8 | LATAM AIRLINES 2015-1 PASS THROUGH TRUST A LATAIR 4.2 11/15/27 | 785368 | $812,953.06 | 0.32% | A3 | 4.20 | 11/15/2027 |
| 15189TAS6 | CENTERPOINT ENERGY INC CNP 6 1/8 PERP | 751000 | $809,515.42 | 0.32% | Ba1 | 6.13 | 12/31/2099 |
| 96950FAG9 | WILLIAMS COS INC/THE WMB 4 1/8 11/15/20 | 773000 | $786,245.44 | 0.31% | Baa3 | 4.13 | 11/15/2020 |
| 36166MAA3 | GCAT 2019-NQM2 TRUST GCAT 2019-NQM2 A1 | 786920 | $790,107.22 | 0.31% | NR | 2.86 | 09/25/2059 |
| 14314CAA3 | CARLYLE FINANCE LLC CG 5.65 09/15/48 | 651000 | $783,390.94 | 0.31% | NR | 5.65 | 09/15/2048 |
| 43789EAA4 | HOMEWARD OPPORTUNITIES FUND I TRUST 2019-1 HOF 2019-1 A1 | 771026 | $777,334.80 | 0.31% | NR | 3.45 | 01/25/2059 |
| 42806DCE7 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A B | 750000 | $769,610.05 | 0.31% | NR | 4.10 | 03/25/2023 |
| 46117MAA2 | INTOWN HOTEL PORTFOLIO TRUST 2018-STAY IHPT 2018-STAY A | 767000 | $765,467.84 | 0.30% | NR | 2.44 | 01/15/2033 |
| 345397ZQ9 | FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 | 698000 | $766,183.90 | 0.30% | Ba1 | 5.58 | 03/18/2024 |
| 94974BFP0 | WELLS FARGO & CO WFC 5 3/8 11/02/43 | 575000 | $741,459.43 | 0.29% | A3 | 5.38 | 11/02/2043 |
| 55446MAB3 | MACH 1 CAYMAN 2019-1 LTD MAACH 2019-1 B | 740310 | $738,094.15 | 0.29% | NR | 4.34 | 10/15/2039 |
| 780097BE0 | ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.498 05/15/23 | 711000 | $731,223.89 | 0.29% | Baa2 | 3.50 | 05/15/2023 |
| 42806DCD9 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A A | 700000 | $718,445.09 | 0.29% | Aaa | 3.71 | 03/25/2023 |
| 04686JAA9 | ATHENE HOLDING LTD ATH 4 1/8 01/12/28 | 700000 | $737,515.45 | 0.29% | NR | 4.13 | 01/12/2028 |
| 08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $732,407.46 | 0.29% | NR | 3.56 | 12/15/2072 |
| 882667AZ1 | TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP 882667AZ1 3.922 12/31/2049 | 690000 | $694,668.00 | 0.28% | Baa2 | 3.92 | 12/31/2049 |
| 36418XAA5 | GALTON FUNDING MORTGAGE TRUST 2019-H1 GFMT 2019-H1 A1 | 710332 | $712,113.92 | 0.28% | NR | 2.66 | 10/25/2059 |
| 10554NAA6 | BRASKEM IDESA SAPI BAKIDE 7.45 11/15/29 | 655000 | $701,839.96 | 0.28% | NR | 7.45 | 11/15/2029 |
| 47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 684250 | $705,948.45 | 0.28% | NR | 4.85 | 07/30/2047 |
| 14855MAA6 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A A | 705236 | $712,781.27 | 0.28% | NR | 3.97 | 04/15/2039 |
| 05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 619000 | $708,290.75 | 0.28% | Baa2 | 6.75 | 12/31/2049 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $701,832.50 | 0.28% | Baa3 | 6.00 | 12/31/2049 |
| 345397ZK2 | FORD MOTOR CREDIT CO LLC F 5.085 01/07/21 | 664000 | $696,091.56 | 0.28% | Ba1 | 5.09 | 01/07/2021 |
| 84861TAF5 | SPIRIT REALTY LP SRC 3.4 01/15/30 | 665000 | $674,109.57 | 0.27% | Baa3 | 3.40 | 01/15/2030 |
| 92334VAA3 | VEON HOLDINGS BV VIP 4 04/09/25 | 653000 | $686,414.74 | 0.27% | NR | 4.00 | 04/09/2025 |
| 17328BAA2 | CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1 | 682265 | $684,458.70 | 0.27% | NR | 2.72 | 07/25/2049 |
| 44891AAZ0 | HYUNDAI CAPITAL AMERICA HYNMTR 4.3 02/01/24 | 637000 | $681,971.55 | 0.27% | Baa1 | 4.30 | 02/01/2024 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $667,538.89 | 0.27% | NR | 3.19 | 08/15/2034 |
| 09659T2A8 | BNP PARIBAS SA BNP 4 3/8 03/01/33 | 618000 | $675,710.28 | 0.27% | Baa2 | 4.38 | 03/01/2033 |
| 12653BAG5 | CSWF 2018-TOP CSWF 2018-TOP B | 673000 | $673,169.22 | 0.27% | NR | 3.04 | 08/15/2035 |
| 25272KAR4 | DELL INTERNATIONAL LLC / EMC CORP DELL 8.35 07/15/46 | 486000 | $686,799.94 | 0.27% | Baa3 | 8.35 | 07/15/2046 |
| 86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 662969 | $677,439.41 | 0.27% | NR | 4.13 | 11/25/2033 |
| 55400DAA9 | MVW 2019-2 LLC MVWOT 2019-2A A | 668578 | $664,489.35 | 0.26% | NR | 2.22 | 10/20/2038 |
| 46623EKG3 | JPMORGAN CHASE & CO JPM 2.295 08/15/21 | 660000 | $667,174.95 | 0.26% | A2 | 2.30 | 08/15/2021 |
| 74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $660,175.78 | 0.26% | Aa3 | 3.38 | 03/14/2024 |
| 78355HKP3 | RYDER SYSTEM INC R 2.9 12/01/26 | 639000 | $645,069.31 | 0.26% | Baa1 | 2.90 | 12/01/2026 |
| 61691UBH1 | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS | 620000 | $640,935.32 | 0.25% | NR | 3.49 | 11/15/2029 |
| 55336VBG4 | MPLX LP MPLX FLOAT 09/09/21 | 633000 | $636,063.83 | 0.25% | Baa2 | 2.79 | 09/09/2021 |
| 125282AA1 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A | 633999 | $634,160.29 | 0.25% | NR | 2.53 | 07/15/2032 |
| 3140HHSZ9 | FANNIE MAE POOL FN BK4135 4.5 12/1/2048 | 593766 | $626,024.52 | 0.25% | Aaa | 4.50 | 12/01/2048 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 740000 | $624,411.27 | 0.25% | Baa1 | 2.91 | 05/15/2047 |
| 00206RFU1 | AT&T INC T 5.15 02/15/50 | 525000 | $641,776.48 | 0.25% | Baa2 | 5.15 | 02/15/2050 |
| 20048EBB6 | COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 B | 590000 | $608,953.95 | 0.24% | Aa2 | 3.74 | 01/10/2046 |
| 268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/14 | 510000 | $615,967.80 | 0.24% | A3 | 6.00 | 01/22/2114 |
| ZQ3502213 | PERUSAHAAN LISTRIK NEGARA PT PLNIJ 1 7/8 11/05/31 | 535000 | $597,627.32 | 0.24% | Baa2 | 1.88 | 11/05/2031 |
| 02005NAZ3 | ALLY FINANCIAL INC ALLY 4 1/8 03/30/20 | 590000 | $598,364.48 | 0.24% | NR | 4.13 | 03/30/2020 |
| 12594JAE5 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT B | 595000 | $599,377.10 | 0.24% | NR | 3.09 | 08/10/2029 |
| 86562MBP4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 3.04 07/16/29 | 590000 | $609,417.50 | 0.24% | A1 | 3.04 | 07/16/2029 |
| 35671DCC7 | FREEPORT-MCMORAN INC FCX 5 09/01/27 | 556000 | $594,302.22 | 0.24% | Ba1 | 5.00 | 09/01/2027 |
| 3137FCLD4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K071 A2 | 570000 | $607,070.71 | 0.24% | Aaa | 3.29 | 11/25/2027 |
| 44931NAJ0 | ICG US CLO 2016-1 LTD ICG 2016-1A A1R | 601000 | $604,131.31 | 0.24% | Aaa | 3.07 | 07/29/2028 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $600,072.56 | 0.24% | NR | 4.54 | 08/10/2048 |
| 61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $574,593.80 | 0.23% | Ba1 | 6.88 | 12/31/2049 |
| 20030NCZ2 | COMCAST CORP CMCSA 3.45 02/01/50 | 565000 | $580,241.45 | 0.23% | A3 | 3.45 | 02/01/2050 |
| 06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $570,597.06 | 0.23% | Aa2 | 3.99 | 09/15/2048 |
| 898324AC2 | TRUST F/1401 FUNOTR 5 1/4 01/30/26 | 533000 | $584,051.18 | 0.23% | Baa2 | 5.25 | 01/30/2026 |
| 40390AAA9 | HMH TRUST 2017-NSS HMH 2017-NSS A | 560000 | $567,230.52 | 0.23% | NR | 3.06 | 07/05/2031 |
| 233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 555210 | $571,355.22 | 0.23% | NR | 4.02 | 05/20/2049 |
| 95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 558600 | $568,993.44 | 0.23% | NR | 3.88 | 03/15/2048 |
| 724479AK6 | PITNEY BOWES INC PBI 3 3/8 10/01/21 | 575000 | $588,476.56 | 0.23% | Ba3 | 4.13 | 10/01/2021 |
| 83367TBV0 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 525000 | $582,919.53 | 0.23% | Ba2 | 7.38 | 12/31/2099 |
| 64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 548995 | $547,429.51 | 0.22% | NR | 2.49 | 09/25/2059 |
| 98971DAB6 | ZIONS BANCORP NA ZION 3 1/4 10/29/29 | 565000 | $557,177.36 | 0.22% | NR | 3.25 | 10/29/2029 |
| 898339AA4 | TRUST F/1401 FUNOTR 4.869 01/15/30 | 520000 | $560,284.79 | 0.22% | Baa2 | 4.87 | 01/15/2030 |
| 233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 527350 | $548,964.20 | 0.22% | NR | 4.35 | 05/20/2049 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 555659 | $562,062.74 | 0.22% | Baa1 | 3.75 | 12/25/2045 |
| 878742AE5 | TECK RESOURCES LTD TCKBCN 6 1/8 10/01/35 | 471000 | $560,002.02 | 0.22% | Baa3 | 6.13 | 10/01/2035 |
| 38141GWQ3 | GOLDMAN SACHS GROUP INC/THE GS 3.272 09/29/25 | 525000 | $547,431.85 | 0.22% | A3 | 3.27 | 09/29/2025 |
| 909318AA5 | UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST UAL 3 1/2 03/01/30 | 539247 | $561,403.43 | 0.22% | Aa3 | 3.50 | 03/01/2030 |
| 25272KAK9 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 478000 | $551,037.63 | 0.22% | Baa3 | 6.02 | 06/15/2026 |
| 55389PAA7 | MVW OWNER TRUST 2019-1 MVWOT 2019-1A A | 534841 | $541,750.68 | 0.22% | NR | 2.89 | 11/20/2036 |
| 50212YAC8 | LPL HOLDINGS INC LPLA 4 5/8 11/15/27 | 507000 | $520,331.64 | 0.21% | B1 | 4.63 | 11/15/2027 |
| 24381MAA8 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1 | 528367 | $529,625.62 | 0.21% | NR | 2.79 | 10/25/2059 |
| 247361ZJ0 | DELTA AIR LINES INC DAL 3 5/8 03/15/22 | 512000 | $529,605.07 | 0.21% | Baa3 | 3.63 | 03/15/2022 |
| 26253KAD6 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A D | 537000 | $537,771.80 | 0.21% | NR | 2.96 | 04/15/2025 |
| 161175BB9 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 4.464 07/23/22 | 500000 | $535,139.90 | 0.21% | Ba1 | 4.46 | 07/23/2022 |
| 42806DCJ6 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A B | 517000 | $529,478.66 | 0.21% | NR | 3.67 | 05/25/2025 |
| 20030NCN9 | COMCAST CORP CMCSA 4.95 10/15/58 4.95 10/15/2058 | 381000 | $498,682.84 | 0.20% | A3 | 4.95 | 10/15/2058 |
| 212015AH4 | CONTINENTAL RESOURCES INC/OK CLR 5 09/15/22 | 474000 | $484,137.05 | 0.19% | Ba1 | 5.00 | 09/15/2022 |
| 761735AP4 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 3/4 10/15/ | 463233 | $469,435.67 | 0.19% | B1 | 5.75 | 10/15/2020 |
| 29135LAD2 | ABU DHABI GOVERNMENT INTERNATIONAL BOND ADGB 2 1/8 09/30/24 | 475000 | $475,912.73 | 0.19% | Aa2 | 2.13 | 09/30/2024 |
| 125523AE0 | CIGNA CORP CI 3.4 09/17/21 | 455000 | $470,108.93 | 0.19% | Baa2 | 3.40 | 09/17/2021 |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 435000 | $475,856.05 | 0.19% | Baa1 | 3.95 | 01/15/2027 |
| 747262AW3 | QVC INC QVCN 5.45 08/15/34 | 479000 | $468,933.79 | 0.19% | Ba2 | 5.45 | 08/15/2034 |
| 928563AA3 | VMWARE INC VMW 2.3 08/21/20 | 468000 | $472,539.10 | 0.19% | Baa2 | 2.30 | 08/21/2020 |
| 3137FEUB4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K730 AM | 441000 | $470,974.54 | 0.19% | A1 | 3.59 | 01/25/2025 |
| 571676AA3 | MARS INC MARS 2.7 04/01/25 | 454000 | $467,203.96 | 0.19% | A1 | 2.70 | 04/01/2025 |
| 55336VBH2 | MPLX LP MPLX FLOAT 09/09/22 | 458000 | $460,703.53 | 0.18% | Baa2 | 2.99 | 09/09/2022 |
| 037833DN7 | APPLE INC AAPL 2.05 09/11/26 | 463000 | $462,090.21 | 0.18% | Aa1 | 2.05 | 09/11/2026 |
| 72650RBM3 | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP PAA 3.55 12/15/29 | 463000 | $460,504.46 | 0.18% | Ba1 | 3.55 | 12/15/2029 |
| 00912XAS3 | AIR LEASE CORP AL 3 3/8 06/01/21 | 455000 | $463,908.68 | 0.18% | NR | 3.38 | 06/01/2021 |
| 20030NCL3 | COMCAST CORP CMCSA 4.6 10/15/38 4.6 10/15/2038 | 370000 | $443,684.53 | 0.18% | A3 | 4.60 | 10/15/2038 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $442,549.48 | 0.18% | Aaa | 3.63 | 01/25/2029 |
| 726503AE5 | PLAINS ALL AMERICAN PIPELINE LP PAA 6 1/8 PERP | 474000 | $445,714.70 | 0.18% | Ba3 | 6.13 | 12/31/2099 |
| 61691LAG4 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS B | 460000 | $460,562.00 | 0.18% | Aa3 | 2.59 | 11/15/2034 |
| 07274NAE3 | BAYER US FINANCE II LLC BAYNGR 3 7/8 12/15/23 | 431000 | $452,860.08 | 0.18% | Baa1 | 3.88 | 12/15/2023 |
| 3138WGD35 | FNCI AS6421 3.5 12-01-30 | 428791 | $449,232.28 | 0.18% | Aaa | 3.50 | 12/01/2030 |
| 00206RDT6 | AT&T INC T 5.7 03/01/57 | 350000 | $457,098.27 | 0.18% | Baa2 | 5.70 | 03/01/2057 |
| 025676AM9 | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL 5 06/15/27 | 435000 | $464,894.26 | 0.18% | NR | 5.00 | 06/15/2027 |
| 853254BR0 | STANDARD CHARTERED PLC STANLN FLOAT 09/10/22 | 435000 | $439,097.11 | 0.17% | A2 | 3.09 | 09/10/2022 |
| 02377CAA2 | AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST AAL 3.6 10/15/29 | 409792 | $419,156.86 | 0.17% | A2 | 3.60 | 10/15/2029 |
| 247361ZT8 | DELTA AIR LINES INC DAL 3 3/4 10/28/29 | 417000 | $419,073.53 | 0.17% | Baa3 | 3.75 | 10/28/2029 |
| 36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 424726 | $425,345.07 | 0.17% | NR | 2.69 | 11/25/2059 |
| 225310AN1 | CREDIT ACCEPTANCE CORP CACC 5 1/8 12/31/24 | 401000 | $417,164.59 | 0.17% | Ba3 | 5.13 | 12/31/2024 |
| 00206RCQ3 | AT&T INC T 4 3/4 05/15/46 | 379000 | $429,980.48 | 0.17% | Baa2 | 4.75 | 05/15/2046 |
| 25277LAA4 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 5 3/8 08/15/26 | 411000 | $424,891.19 | 0.17% | Ba2 | 5.38 | 08/15/2026 |
| 928668AQ5 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW FLOAT 11/12/21 | 421000 | $426,327.41 | 0.17% | A3 | 2.84 | 11/12/2021 |
| 303901BB7 | FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 4.85 04/17/28 | 385000 | $422,850.39 | 0.17% | Baa3 | 4.85 | 04/17/2028 |
| 57665RAJ5 | MATCH GROUP INC MTCH 5 5/8 02/15/29 | 394000 | $427,982.50 | 0.17% | Ba3 | 5.63 | 02/15/2029 |
| ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 350000 | $416,030.71 | 0.17% | Ba3 | 3.88 | 11/15/2029 |
| 68245XAE9 | 1011778 BC ULC / NEW RED FINANCE INC BCULC 5 10/15/25 | 415000 | $432,868.05 | 0.17% | B2 | 5.00 | 10/15/2025 |
| 88032WAH9 | TENCENT HOLDINGS LTD TENCNT 3.925 01/19/38 | 390000 | $417,558.93 | 0.17% | A1 | 3.93 | 01/19/2038 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $429,416.67 | 0.17% | NR | 6.63 | 11/01/2025 |
| 886065AB7 | THUNDERBOLT II AIRCRAFT LEASE LTD TBOLT 2018-A B | 418018 | $425,427.97 | 0.17% | NR | 5.07 | 09/15/2038 |
| 224044CG0 | COX COMMUNICATIONS INC COXENT 3.35 09/15/26 | 405000 | $421,963.47 | 0.17% | Baa2 | 3.35 | 09/15/2026 |
| 00138CAC2 | AIG GLOBAL FUNDING AIG 2.7 12/15/21 | 412000 | $418,666.39 | 0.17% | A2 | 2.70 | 12/15/2021 |
| 70450YAD5 | PAYPAL HOLDINGS INC PYPL 2.65 10/01/26 | 409000 | $417,141.16 | 0.17% | NR | 2.65 | 10/01/2026 |
| 556079AB7 | MACQUARIE BANK LTD/LONDON MQGAU 6 1/8 PERP | 390000 | $411,148.02 | 0.16% | Ba1 | 6.13 | 12/31/2049 |
| 638612AM3 | NATIONWIDE FINANCIAL SERVICES INC NATMUT 3.9 11/30/49 | 395000 | $412,038.82 | 0.16% | A2 | 3.90 | 11/30/2049 |
| 015271AS8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 4 02/01/50 | 353000 | $392,053.99 | 0.16% | Baa1 | 4.00 | 02/01/2050 |
| 125282AJ2 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC C | 401046 | $400,823.84 | 0.16% | NR | 2.79 | 07/15/2032 |
| 37954JAB2 | GLOBAL BANK CORP GLBACO 4 1/2 10/20/21 | 383000 | $397,701.46 | 0.16% | NR | 4.50 | 10/20/2021 |
| 42806DBQ1 | HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A A | 400000 | $409,383.73 | 0.16% | Aaa | 3.29 | 02/25/2024 |
| 47233JBH0 | JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINANCE INC JEF 4.15 01/23/30 | 366000 | $394,232.30 | 0.16% | Baa3 | 4.15 | 01/23/2030 |
| 98956PAP7 | ZIMMER BIOMET HOLDINGS INC ZBH FLOAT 03/19/21 | 390000 | $390,411.79 | 0.16% | Baa3 | 2.65 | 03/19/2021 |
| 05369AAD3 | AVIATION CAPITAL GROUP LLC PACLIF 4 1/8 08/01/25 | 386000 | $409,868.42 | 0.16% | Baa2 | 4.13 | 08/01/2025 |
| 38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS 5 PERP | 405000 | $410,906.25 | 0.16% | Ba1 | 5.00 | 12/31/2049 |
| 427866BB3 | HERSHEY CO/THE HSY 3 1/8 11/15/49 | 371000 | $368,632.05 | 0.15% | A1 | 3.13 | 11/15/2049 |
| 02005NBA7 | ALLY FINANCIAL INC ALLY 4 5/8 03/30/25 | 335000 | $366,553.98 | 0.15% | NR | 4.63 | 03/30/2025 |
| 26253KAC8 | DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A C | 370000 | $372,212.08 | 0.15% | NR | 2.74 | 04/15/2025 |
| 86964WAF9 | SUZANO AUSTRIA GMBH SUZANO 6 01/15/29 | 334000 | $385,825.67 | 0.15% | NR | 6.00 | 01/15/2029 |
| 03464NAA0 | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1 | 381344 | $386,880.14 | 0.15% | NR | 3.65 | 09/25/2048 |
| 80414L2A2 | SAUDI ARABIAN OIL CO ARAMCO 2 3/4 04/16/22 | 362000 | $367,973.64 | 0.15% | A1 | 2.75 | 04/16/2022 |
| 23371DAC8 | DAE FUNDING LLC DUBAEE 4 08/01/20 | 364000 | $372,341.67 | 0.15% | Ba2 | 4.00 | 08/01/2020 |
| 78448TAD4 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 4 1/8 07/15/23 | 361000 | $386,490.39 | 0.15% | NR | 4.13 | 07/15/2023 |
| 46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 355000 | $375,731.19 | 0.15% | A3 | 3.63 | 12/01/2027 |
| 62877BAB1 | NORWEGIAN AIR SHUTTLE ASA 2016-1 CLASS B PASS THROUGH TRUST NASNO 7 1/2 11/10/23 | 366679 | $379,169.32 | 0.15% | B2 | 7.50 | 11/10/2023 |
| 853254BH2 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 335000 | $377,012.26 | 0.15% | Ba1 | 7.75 | 12/31/2049 |
| 78448TAB8 | SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 3 07/15/22 | 377000 | $388,762.40 | 0.15% | NR | 3.00 | 07/15/2022 |
| 07274NAG8 | BAYER US FINANCE II LLC BAYNGR FLOAT 12/15/23 | 368000 | $370,666.69 | 0.15% | Baa1 | 2.90 | 12/15/2023 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 303782 | $343,273.32 | 0.14% | Baa2 | 5.77 | 01/10/2033 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 323522 | $365,014.34 | 0.14% | Aaa | 5.50 | 04/01/2035 |
| 008252AM0 | AFFILIATED MANAGERS GROUP INC AMG 4 1/4 02/15/24 | 320000 | $347,614.32 | 0.14% | A3 | 4.25 | 02/15/2024 |
| 14739LAB8 | CASCADES INC/CASCADES USA INC CASCN 5 3/8 01/15/28 | 333000 | $343,897.66 | 0.14% | Ba3 | 5.38 | 01/15/2028 |
| 03846JX21 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 7.0529 01/15/32 | 340000 | $358,955.84 | 0.14% | B2 | 7.05 | 01/15/2032 |
| 3137BUX52 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K062 A1 | 333962 | $347,041.35 | 0.14% | Aaa | 3.03 | 09/25/2026 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 353790 | $358,733.77 | 0.14% | A2 | 3.75 | 04/25/2045 |
| 90932KAA7 | UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST UAL 3 1/2 05/01/28 | 339000 | $345,806.61 | 0.14% | Baa2 | 3.50 | 05/01/2028 |
| 404280BR9 | HSBC HOLDINGS PLC HSBC FLOAT 05/18/24 | 343000 | $347,003.16 | 0.14% | A2 | 2.90 | 05/18/2024 |
| 842587CY1 | SOUTHERN CO/THE SO 5 1/2 03/15/57 | 321000 | $341,501.48 | 0.14% | Baa3 | 5.50 | 03/15/2057 |
| 67091TAC9 | OCP SA OCPMR 4 1/2 10/22/25 | 323000 | $348,209.83 | 0.14% | NR | 4.50 | 10/22/2025 |
| 76119NAA5 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | 333841 | $333,536.95 | 0.13% | NR | 2.63 | 09/25/2059 |
| 86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 332414 | $336,324.82 | 0.13% | NR | 4.21 | 07/25/2034 |
| 00206RDC3 | AT&T INC T 4.45 04/01/24 | 310000 | $339,250.56 | 0.13% | Baa2 | 4.45 | 04/01/2024 |
| 11043XAB9 | BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST IAGLN 3.35 06/15/29 | 319000 | $328,929.80 | 0.13% | A3 | 3.35 | 06/15/2029 |
| 55342UAJ3 | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 4 5/8 08/01/29 | 307000 | $322,323.35 | 0.13% | Ba1 | 4.63 | 08/01/2029 |
| 02377LAA2 | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST AAL 3.15 02/15/32 | 322000 | $334,609.58 | 0.13% | Aa3 | 3.15 | 02/15/2032 |
| 47760QAA1 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2I | 332619 | $335,195.59 | 0.13% | NR | 3.61 | 07/30/2047 |
| 29379VBM4 | ENTERPRISE PRODUCTS OPERATING LLC EPD 4 7/8 08/16/77 | 318000 | $319,838.44 | 0.13% | Baa2 | 4.88 | 08/16/2077 |
| 161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 290000 | $327,043.35 | 0.13% | Ba1 | 5.38 | 05/01/2047 |
| 75884RAX1 | REGENCY CENTERS LP REG 4 1/8 03/15/28 | 291000 | $318,871.64 | 0.13% | Baa1 | 4.13 | 03/15/2028 |
| 62947QAV0 | NXP BV / NXP FUNDING LLC NXPI 4 5/8 06/01/23 | 298000 | $319,531.11 | 0.13% | Baa3 | 4.63 | 06/01/2023 |
| 032654AM7 | ANALOG DEVICES INC ADI 3 1/8 12/05/23 | 310000 | $320,911.16 | 0.13% | Baa1 | 3.13 | 12/05/2023 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 295000 | $333,141.06 | 0.13% | Baa3 | 4.98 | 02/06/2026 |
| 14310FAA0 | CARLYLE HOLDINGS II FINANCE LLC CG 5 5/8 03/30/43 | 249000 | $295,760.62 | 0.12% | NR | 5.63 | 03/30/2043 |
| 92343VDU5 | VERIZON COMMUNICATIONS INC VZ 5 1/4 03/16/37 | 240000 | $304,417.79 | 0.12% | Baa1 | 5.25 | 03/16/2037 |
| 70450YAE3 | PAYPAL HOLDINGS INC PYPL 2.85 10/01/29 | 303000 | $306,799.64 | 0.12% | NR | 2.85 | 10/01/2029 |
| 44891ABD8 | HYUNDAI CAPITAL AMERICA HYNMTR 3 1/2 11/02/26 | 297000 | $302,606.66 | 0.12% | Baa1 | 3.50 | 11/02/2026 |
| 90184LAG7 | TWITTER INC TWTR 3 7/8 12/15/27 | 304000 | $304,561.81 | 0.12% | Ba2 | 3.88 | 12/15/2027 |
| 09681LAH3 | BOC AVIATION LTD BOCAVI FLOAT 09/26/23 | 312000 | $313,624.46 | 0.12% | NR | 3.07 | 09/26/2023 |
| 87161CAL9 | SYNOVUS FINANCIAL CORP SNV 3 1/8 11/01/22 | 302000 | $306,804.32 | 0.12% | NR | 3.13 | 11/01/2022 |
| 46187BAA1 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A | 291039 | $290,246.38 | 0.12% | Aaa | 2.59 | 12/17/2036 |
| 46187BAC7 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 C | 295000 | $295,530.64 | 0.12% | A2 | 3.19 | 12/17/2036 |
| 61691LAJ8 | MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS C | 312000 | $312,403.22 | 0.12% | A3 | 2.74 | 11/15/2034 |
| 88032WAG1 | TENCENT HOLDINGS LTD TENCNT 3.595 01/19/28 | 286000 | $302,820.57 | 0.12% | A1 | 3.60 | 01/19/2028 |
| 692733AA6 | OZTEL HOLDINGS SPC LTD OTELOM 5 5/8 10/24/23 | 274000 | $295,020.94 | 0.12% | Ba1 | 5.63 | 10/24/2023 |
| 25466AAN1 | DISCOVER BANK DFS 4.682 08/09/28 | 290000 | $308,405.69 | 0.12% | Baa3 | 4.68 | 08/09/2028 |
| 345397YE7 | FORD MOTOR CREDIT CO LLC F 2.681 01/09/20 | 303000 | $306,904.61 | 0.12% | Ba1 | 2.68 | 01/09/2020 |
| 594918CA0 | MICROSOFT CORP MSFT 4 1/4 02/06/47 | 239000 | $296,422.20 | 0.12% | Aaa | 4.25 | 02/06/2047 |
| 247361ZK7 | DELTA AIR LINES INC DAL 2 7/8 03/13/20 | 307000 | $309,695.57 | 0.12% | Baa3 | 2.88 | 03/13/2020 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 296326 | $297,469.62 | 0.12% | NR | 3.00 | 06/25/2043 |
| 131347CN4 | CALPINE CORP CPN 5 1/8 03/15/28 | 274000 | $279,827.83 | 0.11% | B2 | 5.13 | 03/15/2028 |
| 37959DAA2 | GLOBO COMUNICACAO E PARTICIPACOES SA GLOPAR 5 1/8 03/31/27 | 266000 | $279,423.65 | 0.11% | NR | 5.13 | 03/31/2027 |
| 00912XAM6 | AIR LEASE CORP AL 3 7/8 04/01/21 | 260000 | $267,802.04 | 0.11% | NR | 3.88 | 04/01/2021 |
| 638671AL1 | NATIONWIDE MUTUAL INSURANCE CO NATMUT 4.95 04/22/44 | 240000 | $271,017.29 | 0.11% | A3 | 4.95 | 04/22/2044 |
| 780097BM2 | ROYAL BANK OF SCOTLAND GROUP PLC RBS 3.754 11/01/29 | 260000 | $266,929.23 | 0.11% | Baa3 | 3.75 | 11/01/2029 |
| 138616AC1 | CANTOR FITZGERALD LP CANTOR 6 1/2 06/17/22 | 256000 | $277,474.32 | 0.11% | NR | 6.50 | 06/17/2022 |
| 91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 262000 | $287,263.59 | 0.11% | A3 | 3.75 | 07/15/2025 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 245000 | $284,178.22 | 0.11% | Ba1 | 6.25 | 12/29/2049 |
| 20030NCS8 | COMCAST CORP CMCSA 3.95 10/15/25 3.95 10/15/2025 | 260000 | $285,717.22 | 0.11% | A3 | 3.95 | 10/15/2025 |
| 21036PBA5 | CONSTELLATION BRANDS INC STZ FLOAT 11/15/21 | 276000 | $276,988.64 | 0.11% | Baa3 | 2.61 | 11/15/2021 |
| 3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $268,704.69 | 0.11% | Aaa | 4.03 | 10/25/2028 |
| 92537BAA2 | VERUS SECURITIZATION TRUST 2018-3 VERUS 2018-3 A1 | 264144 | $267,655.07 | 0.11% | NR | 4.11 | 10/25/2058 |
| 3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $268,982.42 | 0.11% | Aaa | 4.06 | 10/25/2028 |
| 225310AL5 | CREDIT ACCEPTANCE CORP CACC 6 5/8 03/15/26 | 261000 | $287,297.56 | 0.11% | Ba3 | 6.63 | 03/15/2026 |
| 24703DAZ4 | DELL INTERNATIONAL LLC / EMC CORP DELL 4.9 10/01/26 | 250000 | $278,072.58 | 0.11% | Baa3 | 4.90 | 10/01/2026 |
| 01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $275,668.95 | 0.11% | A1 | 4.40 | 12/06/2057 |
| 01609WAV4 | ALIBABA GROUP HOLDING LTD BABA 4.2 12/06/47 | 250000 | $277,609.98 | 0.11% | A1 | 4.20 | 12/06/2047 |
| 247361ZP6 | DELTA AIR LINES INC DAL 3.8 04/19/23 | 264000 | $275,775.29 | 0.11% | Baa3 | 3.80 | 04/19/2023 |
| 05369AAE1 | AVIATION CAPITAL GROUP LLC PACLIF FLOAT 07/30/21 | 271000 | $272,230.24 | 0.11% | Baa2 | 2.61 | 07/30/2021 |
| 12594JAG0 | COMM 2016-GCT MORTGAGE TRUST COMM 2016-GCT C | 285000 | $287,968.24 | 0.11% | NR | 3.46 | 08/10/2029 |
| 85208NAA8 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 3.36 09/20/21 | 271688 | $274,384.45 | 0.11% | Baa2 | 3.36 | 09/20/2021 |
| EI0106290 | BANCO DO BRASIL SA/CAYMAN BANBRA 8 1/2 PERP | 258000 | $272,454.16 | 0.11% | B2 | 8.50 | 12/31/2049 |
| 05367GAB6 | AVIANCA HOLDINGS SA PFAVH 9 05/10/23 | 262000 | $241,105.50 | 0.10% | NR | 9.00 | 05/10/2023 |
| 89173HAA4 | TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 | 241337 | $243,435.21 | 0.10% | Aaa | 2.75 | 04/25/2057 |
| 31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 284311 | $257,950.95 | 0.10% | Aaa | 0.00 | 01/25/2037 |
| 020564AD2 | ALPEK SAB DE CV ALPEKA 4 1/4 09/18/29 | 245000 | $252,879.13 | 0.10% | Baa3 | 4.25 | 09/18/2029 |
| 151191BL6 | CELULOSA ARAUCO Y CONSTITUCION SA CELARA 5.15 01/29/50 | 255000 | $255,349.21 | 0.10% | Baa3 | 5.15 | 01/29/2050 |
| 03846JX39 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 8.15 11/20/59 | 235000 | $253,062.56 | 0.10% | B2 | 8.15 | 11/20/2059 |
| 103304BR1 | BOYD GAMING CORP BYD 4 3/4 12/01/27 | 231000 | $240,804.67 | 0.10% | B3 | 4.75 | 12/01/2027 |
| 84861TAD0 | SPIRIT REALTY LP SRC 4 07/15/29 | 230000 | $246,599.06 | 0.10% | Baa3 | 4.00 | 07/15/2029 |
| 015271AR0 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3 3/8 08/15/31 | 232000 | $245,393.69 | 0.10% | Baa1 | 3.38 | 08/15/2031 |
| 632525AS0 | NATIONAL AUSTRALIA BANK LTD NAB 3.933 08/02/34 | 250000 | $263,549.06 | 0.10% | Baa1 | 3.93 | 08/02/2034 |
| 42806DCF4 | HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A C | 250000 | $258,339.55 | 0.10% | NR | 4.99 | 03/25/2023 |
| 74727PBB6 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4.817 03/14/49 | 200000 | $250,363.44 | 0.10% | Aa3 | 4.82 | 03/14/2049 |
| 63859WAF6 | NATIONWIDE BUILDING SOCIETY NWIDE 4 1/8 10/18/32 | 250000 | $262,163.56 | 0.10% | Baa1 | 4.13 | 10/18/2032 |
| 682051AG2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 4 1/8 01/17/23 | 246000 | $256,327.98 | 0.10% | Ba1 | 4.13 | 01/17/2023 |
| 88032WAE6 | TENCENT HOLDINGS LTD TENCNT 2.985 01/19/23 | 256000 | $263,246.92 | 0.10% | A1 | 2.99 | 01/19/2023 |
| 31410G7L1 | FNCL 889299 6.0 04-01-38 | 213910 | $246,006.90 | 0.10% | Aaa | 6.00 | 04/01/2038 |
| 71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 235000 | $253,963.59 | 0.10% | Baa3 | 4.30 | 03/15/2027 |
| 81744YAC0 | SEQUOIA MORTGAGE TRUST 2013-4 SEMT 2013-4 A3 | 261537 | $254,865.88 | 0.10% | Aaa | 1.55 | 04/25/2043 |
| 31403UYK1 | FNARM 758614 3.6 11-01-33 | 219734 | $227,894.46 | 0.09% | Aaa | 3.57 | 11/01/2033 |
| 125282AL7 | CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC D | 236608 | $237,126.01 | 0.09% | NR | 3.34 | 07/15/2032 |
| 31417TP51 | FNCL AC6743 5.0 12-01-39 | 197310 | $218,557.25 | 0.09% | Aaa | 5.00 | 12/01/2039 |
| EI4368631 | OOREDOO INTERNATIONAL FINANCE LTD QTELQD 5 10/19/25 | 200000 | $225,124.00 | 0.09% | A2 | 5.00 | 10/19/2025 |
| ZQ7314318 | MOROCCO GOVERNMENT INTERNATIONAL BOND MOROC 1 1/2 11/27/31 | 200000 | $224,668.43 | 0.09% | Ba1 | 1.50 | 11/27/2031 |
| 98313RAE6 | WYNN MACAU LTD WYNMAC 5 1/8 12/15/29 | 213000 | $217,793.15 | 0.09% | B1 | 5.13 | 12/15/2029 |
| 92769XAM7 | VIRGIN MEDIA SECURED FINANCE PLC VMED 5 1/2 08/15/26 | 200000 | $214,155.56 | 0.09% | Ba3 | 5.50 | 08/15/2026 |
| 02154CAE3 | ALTICE FINANCING SA ALTICE 7 1/2 05/15/26 | 200000 | $221,916.67 | 0.09% | B2 | 7.50 | 05/15/2026 |
| 491798AK0 | KENYA GOVERNMENT INTERNATIONAL BOND KENINT 8 05/22/32 | 200000 | $219,313.33 | 0.09% | B2 | 8.00 | 05/22/2032 |
| 443293AB1 | HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 | 200000 | $220,939.44 | 0.09% | Ba2 | 5.88 | 10/23/2022 |
| 02376UAA3 | AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST AAL 3.575 01/15/28 | 205649 | $219,178.60 | 0.09% | Aa3 | 3.58 | 01/15/2028 |
| 401494AR0 | GUATEMALA GOVERNMENT BOND GUATEM 6 1/8 06/01/50 | 200000 | $236,772.83 | 0.09% | Ba1 | 6.13 | 06/01/2050 |
| 898339AB2 | TRUST F/1401 FUNOTR 6.39 01/15/50 | 200000 | $221,498.50 | 0.09% | Baa2 | 6.39 | 01/15/2050 |
| 283875BZ4 | EL SALVADOR GOVERNMENT INTERNATIONAL BOND ELSALV 7.1246 01/20/50 | 200000 | $218,615.26 | 0.09% | B3 | 7.12 | 01/20/2050 |
| 29245JAL6 | EMPRESA NACIONAL DEL PETROLEO ENAPCL 5 1/4 11/06/29 | 200000 | $225,482.35 | 0.09% | Baa3 | 5.25 | 11/06/2029 |
| 80413TAK5 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 4 3/8 04/16/29 | 200000 | $226,060.92 | 0.09% | A1 | 4.38 | 04/16/2029 |
| 91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $221,025.00 | 0.09% | A3 | 4.50 | 04/22/2029 |
| 699149AH3 | PARAGUAY GOVERNMENT INTERNATIONAL BOND PARGUY 5.4 03/30/50 | 200000 | $233,480.00 | 0.09% | Ba1 | 5.40 | 03/30/2050 |
| 03846JW63 | EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT 6.2004 03/01/24 | 200000 | $220,176.00 | 0.09% | B2 | 6.20 | 03/01/2024 |
| 74727PBA8 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 4 03/14/29 | 200000 | $225,578.58 | 0.09% | Aa3 | 4.00 | 03/14/2029 |
| 02109TAD4 | ALROSA FINANCE SA ALRSRU 4.65 04/09/24 | 200000 | $215,575.13 | 0.09% | NR | 4.65 | 04/09/2024 |
| 80414L2E4 | SAUDI ARABIAN OIL CO ARAMCO 4 1/4 04/16/39 | 200000 | $215,483.42 | 0.09% | A1 | 4.25 | 04/16/2039 |
| 29247QAA2 | EMPRESA DE TRANSMISION ELECTRICA SA EMTESA 5 1/8 05/02/49 | 200000 | $229,181.86 | 0.09% | Baa1 | 5.13 | 05/02/2049 |
| 46187BAD5 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 D | 237651 | $238,339.59 | 0.09% | Baa2 | 3.54 | 12/17/2036 |
| 056732AJ9 | BAHAMAS GOVERNMENT INTERNATIONAL BOND BAHAMA 6 11/21/28 | 200000 | $224,333.33 | 0.09% | Baa3 | 6.00 | 11/21/2028 |
| 853254BF6 | STANDARD CHARTERED PLC STANLN 4.3 02/19/27 | 207000 | $221,090.56 | 0.09% | Baa2 | 4.30 | 02/19/2027 |
| 83368JKG4 | SOCIETE GENERALE SA SOCGEN 7 3/8 PERP | 210000 | $227,246.25 | 0.09% | Ba2 | 7.38 | 12/29/2049 |
| 020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 195000 | $224,396.03 | 0.09% | A3 | 4.20 | 12/15/2046 |
| 44106MAW2 | SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 | 215000 | $226,773.64 | 0.09% | Baa3 | 4.95 | 02/15/2027 |
| 06738EAW5 | BARCLAYS PLC BACR 4.836 05/09/28 | 200000 | $216,840.00 | 0.09% | Ba1 | 4.84 | 05/09/2028 |
| 716564AA7 | PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 | 200000 | $219,316.67 | 0.09% | NR | 4.75 | 06/19/2032 |
| 06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $216,257.78 | 0.09% | Baa1 | 5.00 | 07/27/2027 |
| 31404NAB2 | FNARM 773202 3.7 11-01-34 | 212250 | $221,934.61 | 0.09% | Aaa | 3.70 | 11/01/2034 |
| 05968LAL6 | BANCOLOMBIA SA BCOLO 4 5/8 12/18/29 | 200000 | $203,084.03 | 0.08% | Ba3 | 4.63 | 12/18/2029 |
| 21987BAW8 | CORP NACIONAL DEL COBRE DE CHILE CDEL 3 5/8 08/01/27 | 200000 | $210,691.92 | 0.08% | A3 | 3.63 | 08/01/2027 |
| EJ0174023 | DOLPHIN ENERGY LTD LLC DOLNRG 5 1/2 12/15/21 | 200000 | $211,982.89 | 0.08% | A2 | 5.50 | 12/15/2021 |
| EJ4222752 | INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 | 195000 | $205,564.45 | 0.08% | Ba1 | 5.50 | 11/01/2022 |
| 17318UAG9 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 CGCMT 2012-GC8 B | 200000 | $207,685.03 | 0.08% | Aa3 | 4.29 | 09/10/2045 |
| EJ5777036 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC SOIAZ 4 3/4 03/13/23 | 200000 | $213,050.00 | 0.08% | Ba2 | 4.75 | 03/13/2023 |
| 46284VAF8 | IRON MOUNTAIN INC IRM 4 7/8 09/15/29 | 204000 | $210,317.20 | 0.08% | Ba3 | 4.88 | 09/15/2029 |
| 836205BA1 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 4.85 09/30/29 | 200000 | $202,451.94 | 0.08% | Baa3 | 4.85 | 09/30/2029 |
| 836205BB9 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND SOAF 5 3/4 09/30/49 | 200000 | $197,690.94 | 0.08% | Baa3 | 5.75 | 09/30/2049 |
| 71568PAL3 | PERUSAHAAN LISTRIK NEGARA PT PLNIJ 3 3/8 02/05/30 | 200000 | $200,650.00 | 0.08% | Baa2 | 3.38 | 02/05/2030 |
| 55276VAH5 | MDGH - GMTN BV MUBAUH 2 1/2 11/07/24 | 200000 | $201,250.00 | 0.08% | Aa2 | 2.50 | 11/07/2024 |
| 10554TAE5 | BRASKEM NETHERLANDS FINANCE BV BRASKM 5 7/8 01/31/50 | 200000 | $200,708.33 | 0.08% | NR | 5.88 | 01/31/2050 |
| 29246XAB6 | EMPRESA ELECTRICA COCHRANE SA 5.5 5/15/2027 | 200000 | $210,211.11 | 0.08% | Ba1 | 5.50 | 05/14/2027 |
| 105756CB4 | BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 4 3/4 01/14/50 | 200000 | $198,346.28 | 0.08% | Ba2 | 4.75 | 01/14/2050 |
| 172967JZ5 | CITIGROUP INC C 5.95 PERP | 190000 | $198,684.48 | 0.08% | Ba1 | 5.95 | 12/31/2049 |
| 02376RAC6 | AMERICAN AIRLINES GROUP INC AAL 5 06/01/22 | 185000 | $194,327.08 | 0.08% | B1 | 5.00 | 06/01/2022 |
| 43858AAB6 | HONG KONG GOVERNMENT INTERNATIONAL BOND HKINTL 2 1/2 05/28/24 | 200000 | $204,256.63 | 0.08% | NR | 2.50 | 05/28/2024 |
| 82967NBE7 | SIRIUS XM RADIO INC SIRI 4 5/8 07/15/24 | 181000 | $194,212.37 | 0.08% | Ba3 | 4.63 | 07/15/2024 |
| 05971PAA6 | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN BANORT 6 3/4 PERP | 200000 | $207,902.00 | 0.08% | Ba2 | 6.75 | 12/31/2059 |
| 91734JAA8 | USIMINAS INTERNATIONAL SARL USIM 5 7/8 07/18/26 | 200000 | $213,122.14 | 0.08% | Ba3 | 5.88 | 07/18/2026 |
| 29246BAE8 | EMPRESAS PUBLICAS DE MEDELLIN ESP EEPPME 4 1/4 07/18/29 | 200000 | $211,689.61 | 0.08% | Baa3 | 4.25 | 07/18/2029 |
| 17162LAB7 | CIBANCO SA IBM / PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV TERRAF 4.962 07/18/29 | 200000 | $211,245.37 | 0.08% | Baa3 | 4.96 | 07/18/2029 |
| 698299BK9 | PANAMA GOVERNMENT INTERNATIONAL BOND PANAMA 3.16 01/23/30 | 200000 | $208,773.78 | 0.08% | Baa1 | 3.16 | 01/23/2030 |
| 82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $202,584.40 | 0.08% | A1 | 2.50 | 08/08/2024 |
| 82939GAH1 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2.95 08/08/29 | 200000 | $203,514.23 | 0.08% | A1 | 2.95 | 08/08/2029 |
| 82939GAJ7 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 3.68 08/08/49 | 200000 | $207,485.35 | 0.08% | A1 | 3.68 | 08/08/2049 |
| 853254BL3 | STANDARD CHARTERED PLC STANLN FLOAT 01/20/23 | 200000 | $202,426.28 | 0.08% | A2 | 3.12 | 01/20/2023 |
| 74445PAA0 | INDONESIA ASAHAN ALUMINIUM PERSERO PT IDASAL 5.23 11/15/21 | 200000 | $210,936.56 | 0.08% | Baa2 | 5.23 | 11/15/2021 |
| 02209SBC6 | ALTRIA GROUP INC MO 4.4 02/14/26 | 180000 | $198,418.75 | 0.08% | A3 | 4.40 | 02/14/2026 |
| 105756CA6 | BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 4 1/2 05/30/29 | 200000 | $212,675.00 | 0.08% | Ba2 | 4.50 | 05/30/2029 |
| 625454AA1 | MULTIBANK INC MULT 4 3/8 11/09/22 | 200000 | $208,015.89 | 0.08% | NR | 4.38 | 11/09/2022 |
| 22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 186438 | $191,503.10 | 0.08% | NR | 4.40 | 06/25/2034 |
| LW9070068 | MINMETALS BOUNTEOUS FINANCE BVI LTD MINMET 3 1/8 07/27/21 | 200000 | $203,639.61 | 0.08% | Baa1 | 3.13 | 07/27/2021 |
| 025932AK0 | AMERICAN FINANCIAL GROUP INC/OH AFG 3 1/2 08/15/26 | 198000 | $206,402.21 | 0.08% | Baa1 | 3.50 | 08/15/2026 |
| 085209AD6 | BERMUDA GOVERNMENT INTERNATIONAL BOND BERMUD 3.717 01/25/27 | 200000 | $213,223.40 | 0.08% | A2 | 3.72 | 01/25/2027 |
| 172967LM1 | CITIGROUP INC C 2.876 07/24/23 | 205000 | $211,125.90 | 0.08% | A3 | 2.88 | 07/24/2023 |
| 05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 210416 | $206,137.14 | 0.08% | NR | 4.01 | 12/20/2034 |
| 31390L5X0 | FNCL 649862 6.5 07-01-32 | 163273 | $182,147.65 | 0.07% | Aaa | 6.50 | 07/01/2032 |
| 31405RNE2 | FNARM 796989 3.9 08-01-34 | 164386 | $170,536.36 | 0.07% | Aaa | 3.86 | 08/01/2034 |
| 693475857 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 1/8 PERP SERIES P | 6000 | $164,340.00 | 0.07% | Baa2 | 6.13 | 12/31/2049 |
| EUR/USD | 165988 | $165,987.66 | 0.07% | N/A | 02/28/2020 | ||
| 3137G1BW6 | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 FWLS 2017-SC02 2A1 | 182135 | $184,443.42 | 0.07% | NR | 3.50 | 05/25/2047 |
| 05401AAG6 | AVOLON HOLDINGS FUNDING LTD AVOL 4 3/8 05/01/26 | 170000 | $180,810.58 | 0.07% | Baa3 | 4.38 | 05/01/2026 |
| 46187BAB9 | INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B | 165000 | $164,962.81 | 0.07% | Aa2 | 2.89 | 12/17/2036 |
| 42806DBS7 | HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A C | 160000 | $164,552.72 | 0.07% | NR | 4.39 | 02/25/2024 |
| 25714PEB0 | DOMINICAN REPUBLIC INTERNATIONAL BOND DOMREP 6.4 06/05/49 | 150000 | $165,130.83 | 0.07% | Ba3 | 6.40 | 06/05/2049 |
| 38141EA58 | GOLDMAN SACHS GROUP INC/THE GS 5 3/8 03/15/20 | 145000 | $148,300.50 | 0.06% | A3 | 5.38 | 03/15/2020 |
| 38141GGQ1 | GOLDMAN SACHS GROUP INC/THE GS 5 1/4 07/27/21 | 145000 | $155,395.68 | 0.06% | A3 | 5.25 | 07/27/2021 |
| 48127FAA1 | JPMORGAN CHASE & CO JPM FLOAT PERP | 140000 | $142,988.67 | 0.06% | Baa2 | 5.42 | 12/31/2099 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $162,208.13 | 0.06% | Baa2 | 5.10 | 06/18/2050 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 144754 | $160,248.17 | 0.06% | Aaa | 6.00 | 08/01/2038 |
| AZ1511809 | UKRAINE GOVERNMENT INTERNATIONAL BOND UKRAIN 6 3/4 06/20/26 | 115000 | $149,490.75 | 0.06% | Caa1 | 6.75 | 06/20/2026 |
| AX1852331 | LATVIA GOVERNMENT INTERNATIONAL BOND LATVIA 1 7/8 02/19/49 | 100000 | $139,805.50 | 0.06% | A3 | 1.88 | 02/19/2049 |
| 1248EPBM4 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 02/15/26 | 142000 | $152,897.40 | 0.06% | B1 | 5.75 | 02/15/2026 |
| 70014LAA8 | PARK AEROSPACE HOLDINGS LTD AVOL 5 1/4 08/15/22 | 150000 | $162,785.00 | 0.06% | Baa3 | 5.25 | 08/15/2022 |
| 404119BS7 | HCA INC HCA 5 7/8 02/15/26 | 120000 | $139,118.93 | 0.06% | Ba2 | 5.88 | 02/15/2026 |
| 513272AA2 | LAMB WESTON HOLDINGS INC LW 4 5/8 11/01/24 | 110000 | $117,585.42 | 0.05% | Ba2 | 4.63 | 11/01/2024 |
| 846502AC6 | SPARC EM SPC PANAMA METRO LINE 2 SP PANAMT 0 12/05/22 | 126824 | $121,752.50 | 0.05% | NR | 0.00 | 12/05/2022 |
| 724479AN0 | PITNEY BOWES INC PBI 4.7 04/01/23 | 130000 | $129,658.75 | 0.05% | Ba3 | 5.20 | 04/01/2023 |
| 19687UAA1 | COLT 2018-1 MORTGAGE LOAN TRUST COLT 2018-1 A1 | 113438 | $113,775.67 | 0.05% | NR | 2.93 | 02/25/2048 |
| 775109BN0 | ROGERS COMMUNICATIONS INC RCICN 4.35 05/01/49 | 117000 | $131,420.54 | 0.05% | Baa1 | 4.35 | 05/01/2049 |
| 64110LAT3 | NETFLIX INC NFLX 5 7/8 11/15/28 | 117000 | $130,579.83 | 0.05% | Ba3 | 5.88 | 11/15/2028 |
| 35671DBJ3 | FREEPORT-MCMORAN INC FCX 5.4 11/14/34 | 110000 | $116,000.50 | 0.05% | Ba1 | 5.40 | 11/14/2034 |
| 858119BC3 | STEEL DYNAMICS INC STLD 5 1/8 10/01/21 | 134000 | $135,797.31 | 0.05% | Baa3 | 5.13 | 10/01/2021 |
| 410345AL6 | HANESBRANDS INC HBI 4 7/8 05/15/26 | 114000 | $121,407.63 | 0.05% | Ba2 | 4.88 | 05/15/2026 |
| 87264AAP0 | T-MOBILE USA INC TMUS 6 1/2 01/15/26 | 111000 | $122,342.23 | 0.05% | Ba2 | 6.50 | 01/15/2026 |
| AZ2272021 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 115000 | $132,197.49 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
| AZ2286302 | SERBIA INTERNATIONAL BOND SERBIA 1 1/2 06/26/29 | 105000 | $120,702.06 | 0.05% | Ba3 | 1.50 | 06/26/2029 |
| AZ3213354 | CHILE GOVERNMENT INTERNATIONAL BOND CHILE 0.83 07/02/31 | 100000 | $114,217.51 | 0.05% | A1 | 0.83 | 07/02/2031 |
| AZ4613255 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 0 3/4 07/09/27 | 100000 | $115,991.33 | 0.05% | A1 | 0.75 | 07/09/2027 |
| AZ4613867 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 2 07/09/39 | 100000 | $119,012.40 | 0.05% | A1 | 2.00 | 07/09/2039 |
| 20030NCY5 | COMCAST CORP CMCSA 3 1/4 11/01/39 | 135000 | $137,455.93 | 0.05% | A3 | 3.25 | 11/01/2039 |
| EUR/USD | 123099 | $123,099.09 | 0.05% | N/A | 02/28/2020 | ||
| 9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 113124 | $115,530.52 | 0.05% | Baa3 | 4.70 | 06/25/2033 |
| 3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 118900 | $134,430.54 | 0.05% | Aaa | 5.50 | 06/01/2035 |
| 404280AN9 | HSBC HOLDINGS PLC HSBC 4 03/30/22 | 120000 | $126,221.55 | 0.05% | A2 | 4.00 | 03/30/2022 |
| 126307AF4 | CSC HOLDINGS LLC CSCHLD 6 3/4 11/15/21 | 110000 | $119,336.25 | 0.05% | B3 | 6.75 | 11/15/2021 |
| 570535AP9 | MARKEL CORP MKL 5 03/30/43 | 110000 | $120,428.44 | 0.05% | Baa2 | 5.00 | 03/30/2043 |
| 56068TAF4 | MAJAPAHIT HOLDING BV PLNIJ 7 3/4 01/20/20 | 100000 | $103,707.97 | 0.04% | Baa2 | 7.75 | 01/20/2020 |
| 759351AL3 | REINSURANCE GROUP OF AMERICA INC RGA 4.7 09/15/23 | 94000 | $103,206.21 | 0.04% | Baa1 | 4.70 | 09/15/2023 |
| 87264AAN5 | T-MOBILE USA INC TMUS 6 3/8 03/01/25 | 93000 | $98,075.94 | 0.04% | Ba2 | 6.38 | 03/01/2025 |
| 02005NAV2 | ALLY FINANCIAL INC ALLY 5 1/8 09/30/24 | 82000 | $91,491.08 | 0.04% | Ba1 | 5.13 | 09/30/2024 |
| 156700BA3 | CENTURYLINK INC CTL 7 1/2 04/01/24 | 81000 | $92,846.25 | 0.04% | B2 | 7.50 | 04/01/2024 |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 93761 | $95,504.35 | 0.04% | NR | 4.22 | 02/25/2035 |
| 040114GW4 | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND ARGENT 6 7/8 04/22/21 | 200000 | $110,635.42 | 0.04% | Caa2 | 6.88 | 04/22/2021 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 96958 | $100,817.94 | 0.04% | NR | 4.36 | 11/25/2034 |
| 03463LAA5 | ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1 | 96476 | $96,592.95 | 0.04% | NR | 2.71 | 11/25/2047 |
| 958254AH7 | WESTERN MIDSTREAM OPERATING LP WES 4 1/2 03/01/28 | 107000 | $107,113.74 | 0.04% | Ba1 | 4.50 | 03/01/2028 |
| 24737RAA8 | DELTA AIR LINES 2019-1 CLASS A PASS THROUGH TRUST DAL 3.404 04/25/24 | 105000 | $109,449.01 | 0.04% | A3 | 3.40 | 04/25/2024 |
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 90879 | $92,663.64 | 0.04% | NR | 4.11 | 08/25/2035 |
| 896366AA9 | TRINIDAD PETROLEUM HOLDINGS LTD TPHLTT 9 3/4 06/15/26 | 100000 | $111,433.33 | 0.04% | Ba3 | 9.75 | 06/15/2026 |
| 31400FD79 | FNARM 686026 4.6 04-01-33 | 61461 | $64,985.93 | 0.03% | Aaa | 4.63 | 04/01/2033 |
| 55342UAH7 | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP MPW 5 10/15/27 | 59000 | $63,162.78 | 0.03% | Ba1 | 5.00 | 10/15/2027 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $85,174.25 | 0.03% | Aaa | 5.18 | 04/01/2030 |
| CASHGBP00 | GBP CURRENCY CASH | 60848 | $80,565.13 | 0.03% | 0.00 | ||
| 78442FEL8 | NAVIENT CORP NAVI 7 1/4 01/25/22 | 68000 | $76,014.25 | 0.03% | Ba3 | 7.25 | 01/25/2022 |
| 40414LAJ8 | HEALTHPEAK PROPERTIES INC PEAK 4 1/4 11/15/23 | 64000 | $68,600.12 | 0.03% | Baa1 | 4.25 | 11/15/2023 |
| 969457BW9 | WILLIAMS COS INC/THE WMB 4.55 06/24/24 | 60000 | $64,780.90 | 0.03% | Baa3 | 4.55 | 06/24/2024 |
| 00130HBW4 | AES CORP/VA AES 5 1/2 04/15/25 | 75000 | $78,308.33 | 0.03% | Ba1 | 5.50 | 04/15/2025 |
| 29275YAB8 | ENERSYS ENS 5 04/30/23 | 60000 | $63,358.33 | 0.03% | Ba3 | 5.00 | 04/30/2023 |
| 126307AH0 | CSC HOLDINGS LLC CSCHLD 5 1/4 06/01/24 | 68000 | $73,567.50 | 0.03% | B3 | 5.25 | 06/01/2024 |
| 29444UAQ9 | EQUINIX INC EQIX 5 7/8 01/15/26 | 65000 | $70,742.77 | 0.03% | Ba1 | 5.88 | 01/15/2026 |
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 82398 | $84,313.04 | 0.03% | NR | 4.16 | 09/25/2034 |
| 527298BH5 | LEVEL 3 FINANCING INC LVLT 5 3/8 05/01/25 | 77000 | $81,074.58 | 0.03% | Ba3 | 5.38 | 05/01/2025 |
| 715638DA7 | PERUVIAN GOVERNMENT INTERNATIONAL BOND PERU 2.844 06/20/30 | 85000 | $87,751.37 | 0.03% | A3 | 2.84 | 06/20/2030 |
| 71647NBF5 | PETROBRAS GLOBAL FINANCE BV PETBRA 5.093 01/15/30 | 70000 | $76,026.19 | 0.03% | Ba2 | 5.09 | 01/15/2030 |
| 911365BK9 | UNITED RENTALS NORTH AMERICA INC URI 6 1/2 12/15/26 | 69000 | $76,034.64 | 0.03% | Ba3 | 6.50 | 12/15/2026 |
| 87612BBJ0 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 7/8 04/15/26 | 67000 | $72,018.49 | 0.03% | Ba3 | 5.88 | 04/15/2026 |
| 25272KAW3 | DELL INTERNATIONAL LLC / EMC CORP DELL 7 1/8 06/15/24 | 71000 | $75,129.83 | 0.03% | Ba2 | 7.13 | 06/15/2024 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 77507 | $79,612.97 | 0.03% | NR | 4.26 | 04/25/2034 |
| 63938CAE8 | NAVIENT CORP NAVI 7 1/4 09/25/23 | 76000 | $87,351.61 | 0.03% | Ba3 | 7.25 | 09/25/2023 |
| 55261FAH7 | M&T BANK CORP MTB 5 1/8 PERP | 66000 | $72,091.25 | 0.03% | Baa2 | 5.13 | 12/29/2049 |
| 629377CC4 | NRG ENERGY INC NRG 6 5/8 01/15/27 | 70000 | $78,088.40 | 0.03% | Ba2 | 6.63 | 01/15/2027 |
| 87927VAR9 | TELECOM ITALIA CAPITAL SA TITIM 7.2 07/18/36 | 58000 | $70,609.20 | 0.03% | Ba1 | 7.20 | 07/18/2036 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 37805 | $42,569.18 | 0.02% | Aaa | 8.00 | 01/15/2031 |
| 72147KAE8 | PILGRIMS PRIDE CORP PPC 5 7/8 09/30/27 | 39000 | $42,747.93 | 0.02% | B1 | 5.88 | 09/30/2027 |
| 74733VAA8 | QEP RESOURCES INC QEP 6 7/8 03/01/21 | 50000 | $52,895.83 | 0.02% | Ba3 | 6.88 | 03/01/2021 |
| CASHEUR08 | EUR CURRENCY CASH | 36864 | $41,368.72 | 0.02% | 0.00 | ||
| CASHAUD07 | AUD CURRENCY CASH | 66251 | $46,564.81 | 0.02% | 0.00 | ||
| 125581GR3 | CIT GROUP INC CIT 5 08/01/23 | 39000 | $42,835.00 | 0.02% | Ba1 | 5.00 | 08/01/2023 |
| 73179PAK2 | POLYONE CORP POL 5 1/4 03/15/23 | 39000 | $42,629.67 | 0.02% | Ba3 | 5.25 | 03/15/2023 |
| 71647NAK5 | PETROBRAS GLOBAL FINANCE BV PETBRA 7 1/4 03/17/44 | 35000 | $43,188.06 | 0.02% | Ba2 | 7.25 | 03/17/2044 |
| 864486AH8 | SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP SPH 5 1/2 06/01/24 | 59000 | $60,892.92 | 0.02% | B1 | 5.50 | 06/01/2024 |
| 45824TAP0 | INTELSAT JACKSON HOLDINGS SA INTEL 5 1/2 08/01/23 | 68000 | $59,973.05 | 0.02% | Caa2 | 5.50 | 08/01/2023 |
| 911365BD5 | UNITED RENTALS NORTH AMERICA INC URI 5 1/2 07/15/25 | 37000 | $39,383.67 | 0.02% | Ba3 | 5.50 | 07/15/2025 |
| 20337YAA5 | COMMSCOPE TECHNOLOGIES LLC COMM 6 06/15/25 | 39000 | $39,148.07 | 0.02% | B3 | 6.00 | 06/15/2025 |
| 058498AT3 | BALL CORP BLL 5 1/4 07/01/25 | 41000 | $46,740.00 | 0.02% | Ba1 | 5.25 | 07/01/2025 |
| 67109EAA6 | KENAN ADVANTAGE GROUP INC/THE KEADGR 7 7/8 07/31/23 | 55000 | $55,602.32 | 0.02% | Caa2 | 7.88 | 07/31/2023 |
| 402635AE6 | GULFPORT ENERGY CORP GPOR 6 5/8 05/01/23 | 45000 | $38,409.38 | 0.02% | B3 | 6.63 | 05/01/2023 |
| 84762LAU9 | SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 | 42000 | $44,951.92 | 0.02% | B2 | 5.75 | 07/15/2025 |
| 501797AL8 | L BRANDS INC LB 6 7/8 11/01/35 | 54000 | $48,948.75 | 0.02% | Ba2 | 6.88 | 11/01/2035 |
| 00928QAP6 | AIRCASTLE LTD AYR 5 04/01/23 | 50000 | $54,070.67 | 0.02% | Baa3 | 5.00 | 04/01/2023 |
| 67059TAF2 | NUSTAR LOGISTICS LP NSUS 6 06/01/26 | 55000 | $58,437.50 | 0.02% | Ba2 | 6.00 | 06/01/2026 |
| 65548PAF3 | NORBORD INC OSBCN 5 3/4 07/15/27 | 41000 | $43,762.09 | 0.02% | Ba1 | 5.75 | 07/15/2027 |
| 96926DAV2 | WILLIAM LYON HOMES INC WLH 6 5/8 07/15/27 | 36000 | $40,199.50 | 0.02% | B2 | 6.63 | 07/15/2027 |
| 71654QCQ3 | PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 | 55000 | $59,456.50 | 0.02% | Baa3 | 6.49 | 01/23/2027 |
| 71654QCT7 | PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 | 39000 | $42,313.44 | 0.02% | Baa3 | 6.84 | 01/23/2030 |
| 428102AC1 | HESS MIDSTREAM OPERATIONS LP HESM 5 5/8 02/15/26 | 36000 | $38,236.86 | 0.02% | NR | 5.63 | 02/15/2026 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 39982 | $39,458.33 | 0.02% | NR | 2.42 | 06/20/2033 |
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 39192 | $44,081.83 | 0.02% | Aaa | 7.50 | 01/01/2031 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 46220 | $51,804.64 | 0.02% | Aaa | 7.00 | 11/01/2031 |
| 185401AG1 | CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 | 57000 | $58,353.75 | 0.02% | B3 | 7.88 | 03/01/2023 |
| 465740AA6 | ITRON INC ITRI 5 01/15/26 | 50000 | $52,965.28 | 0.02% | B2 | 5.00 | 01/15/2026 |
| 74166AAA0 | PRIME HEALTHCARE FOUNDATION INC PRMHTH 7 12/01/27 | 50000 | $60,009.94 | 0.02% | NR | 7.00 | 12/01/2027 |
| 70137TAL9 | PARKLAND FUEL CORP PKICN 6 04/01/26 | 40000 | $42,852.00 | 0.02% | Ba3 | 6.00 | 04/01/2026 |
| 730481AJ7 | JB POINDEXTER & CO INC JBPOIN 7 1/8 04/15/26 | 53000 | $56,712.21 | 0.02% | B2 | 7.13 | 04/15/2026 |
| 15137TAA8 | CENTENE CORP CNC 5 3/8 06/01/26 | 52000 | $55,417.92 | 0.02% | Ba1 | 5.38 | 06/01/2026 |
| 526057CT9 | LENNAR CORP LEN 5 1/4 06/01/26 | 54000 | $59,366.25 | 0.02% | Ba1 | 5.25 | 06/01/2026 |
| 88830MAK8 | TITAN INTERNATIONAL INC TWI 6 1/2 11/30/23 | 47000 | $40,448.07 | 0.02% | Caa2 | 6.50 | 11/30/2023 |
| 808541AA4 | SCHWEITZER-MAUDUIT INTERNATIONAL INC SWM 6 7/8 10/01/26 | 49000 | $53,639.69 | 0.02% | B2 | 6.88 | 10/01/2026 |
| 86765LAN7 | SUNOCO LP / SUNOCO FINANCE CORP SUN 5 7/8 03/15/28 | 52000 | $56,113.39 | 0.02% | B1 | 5.88 | 03/15/2028 |
| 20338QAD5 | COMMSCOPE INC COMM 6 03/01/26 | 41000 | $44,433.75 | 0.02% | Ba3 | 6.00 | 03/01/2026 |
| 71647NBD0 | PETROBRAS GLOBAL FINANCE BV PETBRA 6.9 03/19/49 | 48000 | $57,242.40 | 0.02% | Ba2 | 6.90 | 03/19/2049 |
| 29278NAM5 | ENERGY TRANSFER OPERATING LP ETP 5 7/8 01/15/24 | 49000 | $55,537.78 | 0.02% | Baa3 | 5.88 | 01/15/2024 |
| 23311VAH0 | DCP MIDSTREAM OPERATING LP DCP 5 1/8 05/15/29 | 39000 | $40,717.90 | 0.02% | Ba2 | 5.13 | 05/15/2029 |
| 29355XAG2 | ENPRO INDUSTRIES INC NPO 5 3/4 10/15/26 | 48000 | $51,702.67 | 0.02% | B1 | 5.75 | 10/15/2026 |
| 552953CC3 | MGM RESORTS INTERNATIONAL MGM 6 03/15/23 | 50000 | $55,758.33 | 0.02% | Ba3 | 6.00 | 03/15/2023 |
| 235825AE6 | DANA INC DAN 5 1/2 12/15/24 | 45000 | $46,366.40 | 0.02% | B2 | 5.50 | 12/15/2024 |
| 70959WAG8 | PENSKE AUTOMOTIVE GROUP INC PAG 5 1/2 05/15/26 | 50000 | $52,726.39 | 0.02% | Ba3 | 5.50 | 05/15/2026 |
| 82967NAW8 | SIRIUS XM RADIO INC SIRI 5 3/8 07/15/26 | 37000 | $40,217.97 | 0.02% | Ba3 | 5.38 | 07/15/2026 |
| 90290MAB7 | US FOODS INC USFOOD 5 7/8 06/15/24 | 45000 | $46,467.50 | 0.02% | B2 | 5.88 | 06/15/2024 |
| 030981AJ3 | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 7/8 08/20/26 | 46000 | $51,698.41 | 0.02% | Ba3 | 5.88 | 08/20/2026 |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 49154 | $54,836.42 | 0.02% | Aaa | 6.50 | 08/01/2038 |
| 624756AE2 | MUELLER INDUSTRIES INC MLI 6 03/01/27 | 49000 | $51,143.75 | 0.02% | NR | 6.00 | 03/01/2027 |
| 88023JAA4 | TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP TEACLL 6 3/4 06/01/25 | 37000 | $38,410.63 | 0.02% | Caa1 | 6.75 | 06/01/2025 |
| 86723CAF5 | SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PARTNERS FINANCE CORP SXCP 7 1/2 06/15/25 | 62000 | $59,830.21 | 0.02% | B2 | 7.50 | 06/15/2025 |
| 78388JAV8 | SBA COMMUNICATIONS CORP SBAC 4 7/8 09/01/24 | 55000 | $57,956.25 | 0.02% | B1 | 4.88 | 09/01/2024 |
| 03690AAC0 | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP AM 5 3/8 09/15/24 | 52000 | $49,052.97 | 0.02% | B1 | 5.38 | 09/15/2024 |
| 013093AB5 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 6 5/8 06/15/24 | 38000 | $39,884.97 | 0.02% | B3 | 6.63 | 06/15/2024 |
| 845467AN9 | SOUTHWESTERN ENERGY CO SWN 7 3/4 10/01/27 | 42000 | $39,714.15 | 0.02% | Ba3 | 7.75 | 10/01/2027 |
| 817609AB6 | SERVICEMASTER CO LLC/THE SERV 7.45 08/15/27 | 46000 | $53,274.64 | 0.02% | B2 | 7.45 | 08/15/2027 |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 25060 | $28,296.93 | 0.01% | Aaa | 5.50 | 06/01/2033 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 16398 | $18,597.68 | 0.01% | Aaa | 8.00 | 12/15/2030 |
| 969457BG4 | WILLIAMS COS INC/THE WMB 7 7/8 09/01/21 | 16000 | $17,864.29 | 0.01% | Baa3 | 7.88 | 09/01/2021 |
| 02005NAE0 | ALLY FINANCIAL INC ALLY 8 03/15/20 | 20000 | $20,646.11 | 0.01% | Ba1 | 8.00 | 03/15/2020 |
| 156700AR7 | CENTURYLINK INC CTL 6.45 06/15/21 | 30000 | $31,488.50 | 0.01% | B2 | 6.45 | 06/15/2021 |
| 444454AA0 | HUGHES SATELLITE SYSTEMS CORP SATS 7 5/8 06/15/21 | 32000 | $34,298.84 | 0.01% | B2 | 7.63 | 06/15/2021 |
| 552953BX8 | MGM RESORTS INTERNATIONAL MGM 7 3/4 03/15/22 | 13000 | $14,791.65 | 0.01% | Ba3 | 7.75 | 03/15/2022 |
| 125581GQ5 | CIT GROUP INC CIT 5 08/15/22 | 25000 | $26,972.22 | 0.01% | Ba1 | 5.00 | 08/15/2022 |
| MXN CURRENCY CASH | 240000 | $12,708.47 | 0.01% | N/A | |||
| 46284PAQ7 | IRON MOUNTAIN INC IRM 6 08/15/23 | 18000 | $18,790.50 | 0.01% | Ba3 | 6.00 | 08/15/2023 |
| 526057BN3 | LENNAR CORP LEN 4 3/4 11/15/22 | 30000 | $31,682.08 | 0.01% | Ba1 | 4.75 | 11/15/2022 |
| 044209AF1 | ASHLAND LLC ASH 4 3/4 08/15/22 | 25000 | $26,573.61 | 0.01% | Ba1 | 4.75 | 08/15/2022 |
| 131477AL5 | CALUMET SPECIALTY PRODUCTS PARTNERS LP / CALUMET FINANCE CORP CLMT 7 5/8 01/15/22 | 35000 | $36,230.59 | 0.01% | Caa1 | 7.63 | 01/15/2022 |
| 1248EPBD4 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 5 3/4 09/01/23 | 30000 | $31,137.50 | 0.01% | B1 | 5.75 | 09/01/2023 |
| 29336UAC1 | ENLINK MIDSTREAM PARTNERS LP ENLK 5.6 04/01/44 | 30000 | $24,720.00 | 0.01% | Ba1 | 5.60 | 04/01/2044 |
| 085790AX1 | BERRY GLOBAL INC BERY 5 1/2 05/15/22 | 28000 | $28,511.78 | 0.01% | B2 | 5.50 | 05/15/2022 |
| 75508EAA6 | RAYONIER AM PRODUCTS INC RYAM 5 1/2 06/01/24 | 37000 | $28,012.08 | 0.01% | B3 | 5.50 | 06/01/2024 |
| 40423BAA8 | HILLMAN GROUP INC/THE HILCOS 6 3/8 07/15/22 | 25000 | $23,984.90 | 0.01% | Caa2 | 6.38 | 07/15/2022 |
| 98212BAE3 | WPX ENERGY INC WPX 5 1/4 09/15/24 | 20000 | $21,559.17 | 0.01% | B1 | 5.25 | 09/15/2024 |
| 38869PAL8 | GRAPHIC PACKAGING INTERNATIONAL LLC GPK 4 7/8 11/15/22 | 33000 | $34,773.06 | 0.01% | Ba2 | 4.88 | 11/15/2022 |
| 55354GAA8 | MSCI INC MSCI 5 1/4 11/15/24 | 13000 | $13,443.15 | 0.01% | Ba2 | 5.25 | 11/15/2024 |
| 87724LAA3 | TAYLOR MORRISON COMMUNITIES INC / TAYLOR MORRISON HOLDINGS II INC TMHC 5 7/8 04/15/23 | 26000 | $28,337.47 | 0.01% | Ba3 | 5.88 | 04/15/2023 |
| 74022DAJ9 | PRECISION DRILLING CORP PDCN 5 1/4 11/15/24 | 23000 | $21,256.79 | 0.01% | B2 | 5.25 | 11/15/2024 |
| 466112AR0 | JBS USA LUX SA / JBS USA FINANCE INC JBSSBZ 5 3/4 06/15/25 | 32000 | $33,201.78 | 0.01% | Ba2 | 5.75 | 06/15/2025 |
| 688239AE2 | OSHKOSH CORP OSK 5 3/8 03/01/25 | 25000 | $26,229.17 | 0.01% | Ba1 | 5.38 | 03/01/2025 |
| 966387AP7 | WHITING PETROLEUM CORP WLL 6 1/4 04/01/23 | 18000 | $15,356.25 | 0.01% | B2 | 6.25 | 04/01/2023 |
| 00165AAH1 | AMC ENTERTAINMENT HOLDINGS INC AMC 5 3/4 06/15/25 | 28000 | $25,971.56 | 0.01% | B3 | 5.75 | 06/15/2025 |
| 88033GCN8 | TENET HEALTHCARE CORP THC 6 3/4 06/15/23 | 33000 | $36,356.43 | 0.01% | Caa1 | 6.75 | 06/15/2023 |
| 120111BN8 | STANDARD INDUSTRIES INC/NJ BMCAUS 6 10/15/25 | 30000 | $31,917.50 | 0.01% | Ba2 | 6.00 | 10/15/2025 |
| 893647AZ0 | TRANSDIGM INC TDG 6 1/2 05/15/25 | 23000 | $24,111.03 | 0.01% | B3 | 6.50 | 05/15/2025 |
| 03674XAF3 | ANTERO RESOURCES CORP AR 5 5/8 06/01/23 | 28000 | $22,601.25 | 0.01% | B1 | 5.63 | 06/01/2023 |
| 00164VAD5 | AMC NETWORKS INC AMCX 5 04/01/24 | 30000 | $30,975.00 | 0.01% | Ba3 | 5.00 | 04/01/2024 |
| 361841AH2 | GLP CAPITAL LP / GLP FINANCING II INC GLPI 5 3/8 04/15/26 | 27000 | $30,152.18 | 0.01% | Ba1 | 5.38 | 04/15/2026 |
| 74166MAA4 | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 9 1/4 05/15/23 | 22000 | $23,332.53 | 0.01% | B3 | 9.25 | 05/15/2023 |
| 693522AG9 | PQ CORP PQCOR 6 3/4 11/15/22 | 25000 | $26,059.38 | 0.01% | B1 | 6.75 | 11/15/2022 |
| 89469AAC8 | TREEHOUSE FOODS INC THS 6 02/15/24 | 23000 | $24,355.08 | 0.01% | B2 | 6.00 | 02/15/2024 |
| 23110AAA4 | CUMULUS MEDIA NEW HOLDINGS INC CUMINT 6 3/4 07/01/26 | 25000 | $27,648.44 | 0.01% | B2 | 6.75 | 07/01/2026 |
| 594087AU2 | MICHAELS STORES INC MIK 8 07/15/27 | 27000 | $26,823.00 | 0.01% | B1 | 8.00 | 07/15/2027 |
| UXYH0 | US 10yr Ultra Fut Mar20UXYH0 COMB | -102 | $17,531.25 | 0.01% | N/A | 03/20/2020 | |
| 42704LAA2 | HERC HOLDINGS INC HRI 5 1/2 07/15/27 | 25000 | $26,969.44 | 0.01% | B3 | 5.50 | 07/15/2027 |
| 553777AA1 | MTS SYSTEMS CORP MTSC 5 3/4 08/15/27 | 19000 | $20,355.73 | 0.01% | B3 | 5.75 | 08/15/2027 |
| 680665AL0 | OLIN CORP OLN 5 5/8 08/01/29 | 32000 | $34,623.40 | 0.01% | Ba1 | 5.63 | 08/01/2029 |
| 25277LAC0 | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO DSPORT 6 5/8 08/15/27 | 34000 | $33,997.28 | 0.01% | B2 | 6.63 | 08/15/2027 |
| 87724RAB8 | TAYLOR MORRISON COMMUNITIES INC TMHC 5 3/4 01/15/28 | 23000 | $25,621.04 | 0.01% | Ba3 | 5.75 | 01/15/2028 |
| 16411QAD3 | CHENIERE ENERGY PARTNERS LP CQP 5 5/8 10/01/26 | 24000 | $25,717.50 | 0.01% | NR | 5.63 | 10/01/2026 |
| 013092AB7 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC ACI 5 7/8 02/15/28 | 15000 | $16,270.42 | 0.01% | B3 | 5.88 | 02/15/2028 |
| 71654QCW0 | PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 | 32000 | $35,592.76 | 0.01% | Baa3 | 7.69 | 01/23/2050 |
| 00790RAA2 | ADVANCED DRAINAGE SYSTEMS INC WMS 5 09/30/27 | 14000 | $14,628.06 | 0.01% | B1 | 5.00 | 09/30/2027 |
| 48666KAY5 | KB HOME KBH 4.8 11/15/29 | 28000 | $28,772.80 | 0.01% | Ba3 | 4.80 | 11/15/2029 |
| 15135BAS0 | CENTENE CORP CNC 4 5/8 12/15/29 | 22000 | $23,255.36 | 0.01% | Ba1 | 4.63 | 12/15/2029 |
| 29413XAD9 | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP EVA 6 1/2 01/15/26 | 20000 | $21,492.04 | 0.01% | NR | 6.50 | 01/15/2026 |
| 615394AM5 | MOOG INC MOGA 4 1/4 12/15/27 | 15000 | $15,295.88 | 0.01% | Ba3 | 4.25 | 12/15/2027 |
| 018581AK4 | ALLIANCE DATA SYSTEMS CORP ADS 4 3/4 12/15/24 | 26000 | $25,972.74 | 0.01% | NR | 4.75 | 12/15/2024 |
| 589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 18569 | $18,397.29 | 0.01% | NR | 2.57 | 03/25/2028 |
| 31336RUW8 | FHARM 1B0097 4.5 08-01-31 | 19852 | $20,339.27 | 0.01% | Aaa | 4.53 | 08/01/2031 |
| 31295MYW4 | FHARM 788825 4.2 11-01-31 | 13131 | $13,960.48 | 0.01% | Aaa | 4.15 | 11/01/2031 |
| 74733VAD2 | QEP RESOURCES INC QEP 5 5/8 03/01/26 | 25000 | $24,850.00 | 0.01% | Ba3 | 5.63 | 03/01/2026 |
| 72766QAD7 | ELEMENT SOLUTIONS INC ESI 5 7/8 12/01/25 | 24000 | $25,227.50 | 0.01% | B2 | 5.88 | 12/01/2025 |
| 29278NAA1 | ENERGY TRANSFER OPERATING LP ETP 6 1/4 PERP | 17000 | $16,381.39 | 0.01% | Ba2 | 6.25 | 12/31/2099 |
| 37185LAK8 | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 6 1/4 05/15/26 | 26000 | $25,037.64 | 0.01% | B1 | 6.25 | 05/15/2026 |
| 46284VAE1 | IRON MOUNTAIN INC IRM 5 1/4 03/15/28 | 14000 | $14,776.42 | 0.01% | Ba3 | 5.25 | 03/15/2028 |
| 44988MAA3 | IRB HOLDING CORP ARGIHC 6 3/4 02/15/26 | 23000 | $24,420.25 | 0.01% | Caa2 | 6.75 | 02/15/2026 |
| 896818AP6 | TRIUMPH GROUP INC TGI 7 3/4 08/15/25 | 33000 | $35,375.27 | 0.01% | Caa2 | 7.75 | 08/15/2025 |
| 94107JAA1 | WASTE PRO USA INC WASPRO 5 1/2 02/15/26 | 23000 | $24,455.39 | 0.01% | B3 | 5.50 | 02/15/2026 |
| 338906AE0 | FLEXI-VAN LEASING INC FLVC 10 02/15/23 | 18000 | $17,735.00 | 0.01% | Caa2 | 10.00 | 02/15/2023 |
| 36164YAB7 | GCP APPLIED TECHNOLOGIES INC GCPAPP 5 1/2 04/15/26 | 35000 | $37,156.39 | 0.01% | B1 | 5.50 | 04/15/2026 |
| 67052NAA3 | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC NUFAU 5 3/4 04/30/26 | 16000 | $15,915.89 | 0.01% | B1 | 5.75 | 04/30/2026 |
| 42239PAA7 | HADRIAN MERGER SUB INC HEARTL 8 1/2 05/01/26 | 35000 | $36,327.08 | 0.01% | Caa2 | 8.50 | 05/01/2026 |
| 33936YAC9 | FLEX ACQUISITION CO INC FLXACQ 7 7/8 07/15/26 | 25000 | $26,095.31 | 0.01% | Caa2 | 7.88 | 07/15/2026 |
| 86828LAA0 | SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC SPBCN 7 07/15/26 | 33000 | $36,498.92 | 0.01% | Ba3 | 7.00 | 07/15/2026 |
| 94946TAD8 | WELLCARE HEALTH PLANS INC WCG 5 3/8 08/15/26 | 17000 | $18,450.19 | 0.01% | Ba2 | 5.38 | 08/15/2026 |
| 40390DAA3 | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC HLF 7 1/4 08/15/26 | 32000 | $34,796.44 | 0.01% | B1 | 7.25 | 08/15/2026 |
| 103304BQ3 | BOYD GAMING CORP BYD 6 08/15/26 | 12000 | $13,157.00 | 0.01% | B3 | 6.00 | 08/15/2026 |
| 45824TBA2 | INTELSAT JACKSON HOLDINGS SA INTEL 8 1/2 10/15/24 | 26000 | $24,148.14 | 0.01% | Caa2 | 8.50 | 10/15/2024 |
| 431318AS3 | HILCORP ENERGY I LP / HILCORP FINANCE CO HILCRP 6 1/4 11/01/28 | 16000 | $15,366.67 | 0.01% | Ba2 | 6.25 | 11/01/2028 |
| 87612BBG6 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 01/15/28 | 21000 | $21,904.17 | 0.01% | Ba3 | 5.00 | 01/15/2028 |
| 389284AA8 | GRAY TELEVISION INC GTN 7 05/15/27 | 17000 | $19,043.31 | 0.01% | B3 | 7.00 | 05/15/2027 |
| 86765LAJ6 | SUNOCO LP / SUNOCO FINANCE CORP SUN 4 7/8 01/15/23 | 19000 | $19,854.98 | 0.01% | B1 | 4.88 | 01/15/2023 |
| 53627NAC5 | LIONS GATE CAPITAL HOLDINGS LLC LGF 6 3/8 02/01/24 | 24000 | $25,717.98 | 0.01% | B2 | 6.38 | 02/01/2024 |
| 589433AB7 | MEREDITH CORP MDP 6 7/8 02/01/26 | 32000 | $34,187.07 | 0.01% | B3 | 6.88 | 02/01/2026 |
| 045086AH8 | ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO ASHWOO 9 7/8 04/01/27 | 25000 | $28,742.19 | 0.01% | Caa1 | 9.88 | 04/01/2027 |
| 69888XAA7 | PAR PHARMACEUTICAL INC ENDP 7 1/2 04/01/27 | 21000 | $21,288.75 | 0.01% | B1 | 7.50 | 04/01/2027 |
| 69867DAA6 | PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC POWSOL 6 1/4 05/15/26 | 14000 | $15,196.81 | 0.01% | Ba3 | 6.25 | 05/15/2026 |
| 69867DAC2 | PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC POWSOL 8 1/2 05/15/27 | 18000 | $19,320.50 | 0.01% | B3 | 8.50 | 05/15/2027 |
| 74166MAC0 | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC PRSESE 5 3/4 04/15/26 | 24000 | $26,491.45 | 0.01% | Ba3 | 5.75 | 04/15/2026 |
| 86881WAD4 | SURGERY CENTER HOLDINGS INC SURCEN 10 04/15/27 | 18000 | $20,135.00 | 0.01% | Caa2 | 10.00 | 04/15/2027 |
| 62913TAN2 | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP NGL 7 1/2 04/15/26 | 36000 | $35,400.00 | 0.01% | B2 | 7.50 | 04/15/2026 |
| 29359NAA3 | ENSIGN DRILLING INC ESICN 9 1/4 04/15/24 | 24000 | $23,118.67 | 0.01% | B2 | 9.25 | 04/15/2024 |
| 911365BL7 | UNITED RENTALS NORTH AMERICA INC URI 5 1/4 01/15/30 | 34000 | $37,739.58 | 0.01% | Ba3 | 5.25 | 01/15/2030 |
| 45174HBD8 | IHEARTCOMMUNICATIONS INC IHRT 8 3/8 05/01/27 | 28000 | $31,330.83 | 0.01% | Caa1 | 8.38 | 05/01/2027 |
| 615394AK9 | MOOG INC MOGA 5 1/4 12/01/22 | 23000 | $23,415.73 | 0.01% | Ba3 | 5.25 | 12/01/2022 |
| 404119BR9 | HCA INC HCA 5 3/8 02/01/25 | 20000 | $22,564.52 | 0.01% | Ba2 | 5.38 | 02/01/2025 |
| 131347CJ3 | CALPINE CORP CPN 5 1/2 02/01/24 | 25000 | $25,947.92 | 0.01% | B2 | 5.50 | 02/01/2024 |
| 25470XAW5 | DISH DBS CORP DISH 5 7/8 11/15/24 | 24000 | $24,705.17 | 0.01% | B1 | 5.88 | 11/15/2024 |
| 983130AV7 | WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP WYNNLV 5 1/2 03/01/25 | 24000 | $26,150.00 | 0.01% | B1 | 5.50 | 03/01/2025 |
| 64110LAG1 | NETFLIX INC NFLX 5 3/4 03/01/24 | 25000 | $28,135.42 | 0.01% | Ba3 | 5.75 | 03/01/2024 |
| 053773BA4 | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC CAR 5 1/4 03/15/25 | 27000 | $28,193.63 | 0.01% | B1 | 5.25 | 03/15/2025 |
| 163851AB4 | CHEMOURS CO/THE CC 6 5/8 05/15/23 | 20000 | $20,245.91 | 0.01% | Ba3 | 6.63 | 05/15/2023 |
| 553283AB8 | MPH ACQUISITION HOLDINGS LLC MLTPLN 7 1/8 06/01/24 | 28000 | $27,256.25 | 0.01% | Caa1 | 7.13 | 06/01/2024 |
| 46289RAA3 | IRON MOUNTAIN US HOLDINGS INC IRM 5 3/8 06/01/26 | 34000 | $35,682.29 | 0.01% | Ba3 | 5.38 | 06/01/2026 |
| 35906AAZ1 | FRONTIER COMMUNICATIONS CORP FTR 11 09/15/25 | 45000 | $23,282.50 | 0.01% | Caa3 | 11.00 | 09/15/2025 |
| 880349AR6 | TENNECO INC TEN 5 07/15/26 | 17000 | $16,031.94 | 0.01% | B3 | 5.00 | 07/15/2026 |
| 83001AAB8 | SIX FLAGS ENTERTAINMENT CORP SIX 4 7/8 07/31/24 | 25000 | $26,417.45 | 0.01% | B2 | 4.88 | 07/31/2024 |
| 501797AM6 | L BRANDS INC LB 6 3/4 07/01/36 | 29000 | $26,426.25 | 0.01% | Ba2 | 6.75 | 07/01/2036 |
| 030981AH7 | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP APU 5 5/8 05/20/24 | 30000 | $32,592.19 | 0.01% | Ba3 | 5.63 | 05/20/2024 |
| 00404AAM1 | ACADIA HEALTHCARE CO INC ACHC 6 1/2 03/01/24 | 15000 | $15,868.75 | 0.01% | B3 | 6.50 | 03/01/2024 |
| 754730AF6 | RAYMOND JAMES FINANCIAL INC RJF 4.95 07/15/46 | 17000 | $20,206.77 | 0.01% | Baa1 | 4.95 | 07/15/2046 |
| 29336UAF4 | ENLINK MIDSTREAM PARTNERS LP ENLK 4.85 07/15/26 | 36000 | $34,555.10 | 0.01% | Ba1 | 4.85 | 07/15/2026 |
| 055604AA0 | BMC EAST LLC BMCH 5 1/2 10/01/24 | 31000 | $32,666.25 | 0.01% | B1 | 5.50 | 10/01/2024 |
| 171871AP1 | CINCINNATI BELL INC CBB 7 07/15/24 | 24000 | $25,944.67 | 0.01% | B3 | 7.00 | 07/15/2024 |
| 00175PAA1 | AMN HEALTHCARE INC AMN 5 1/8 10/01/24 | 18000 | $18,860.63 | 0.01% | Ba2 | 5.13 | 10/01/2024 |
| 31407HYY6 | FNCI 831527 6.0 06-01-21 | 20837 | $21,189.24 | 0.01% | Aaa | 6.00 | 06/01/2021 |
| 443628AG7 | HUDBAY MINERALS INC HBMCN 7 5/8 01/15/25 | 26000 | $28,357.15 | 0.01% | B3 | 7.63 | 01/15/2025 |
| 500605AH3 | KOPPERS INC KOP 6 02/15/25 | 22000 | $23,543.67 | 0.01% | B1 | 6.00 | 02/15/2025 |
| 853496AC1 | STANDARD INDUSTRIES INC/NJ BMCAUS 5 02/15/27 | 16000 | $16,982.22 | 0.01% | Ba2 | 5.00 | 02/15/2027 |
| 893647BB2 | TRANSDIGM INC TDG 6 3/8 06/15/26 | 33000 | $35,093.63 | 0.01% | B3 | 6.38 | 06/15/2026 |
| 50212YAB0 | LPL HOLDINGS INC LPLA 5 3/4 09/15/25 | 25000 | $26,579.51 | 0.01% | B1 | 5.75 | 09/15/2025 |
| 94946TAC0 | WELLCARE HEALTH PLANS INC WCG 5 1/4 04/01/25 | 35000 | $36,859.38 | 0.01% | Ba2 | 5.25 | 04/01/2025 |
| 038522AP3 | ARAMARK SERVICES INC ARMK 5 04/01/25 | 25000 | $26,375.00 | 0.01% | Ba3 | 5.00 | 04/01/2025 |
| 527298BM4 | LEVEL 3 FINANCING INC LVLT 5 1/4 03/15/26 | 22000 | $23,123.83 | 0.01% | Ba3 | 5.25 | 03/15/2026 |
| 05508RAE6 | B&G FOODS INC BGS 5 1/4 04/01/25 | 25000 | $26,036.38 | 0.01% | B2 | 5.25 | 04/01/2025 |
| 04364VAA1 | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP ASCRES 10 04/01/22 | 20000 | $20,392.60 | 0.01% | B3 | 10.00 | 04/01/2022 |
| 14161TAA0 | CARDTRONICS INC / CARDTRONICS USA INC CATM 5 1/2 05/01/25 | 35000 | $36,633.33 | 0.01% | B1 | 5.50 | 05/01/2025 |
| 626738AD0 | MURPHY OIL USA INC MUSA 5 5/8 05/01/27 | 31000 | $33,538.13 | 0.01% | Ba2 | 5.63 | 05/01/2027 |
| 26959XAA1 | EAGLE HOLDING CO II LLC PPDI 7 5/8 05/15/22 | 19000 | $19,484.18 | 0.01% | Caa1 | 7.63 | 05/15/2022 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS CORP SATS 5 1/4 08/01/26 | 26000 | $29,103.75 | 0.01% | Ba1 | 5.25 | 08/01/2026 |
| 60855RAH3 | MOLINA HEALTHCARE INC MOH 4 7/8 06/15/25 | 16000 | $16,474.67 | 0.01% | B2 | 4.88 | 06/15/2025 |
| 13123XAT9 | CALLON PETROLEUM CO CPE 6 1/8 10/01/24 | 23000 | $23,787.81 | 0.01% | B2 | 6.13 | 10/01/2024 |
| 876511AC0 | TASEKO MINES LTD TKOCN 8 3/4 06/15/22 | 45000 | $37,525.00 | 0.01% | B3 | 8.75 | 06/15/2022 |
| 00774CAB3 | AECOM ACM 5 1/8 03/15/27 | 15000 | $16,351.35 | 0.01% | Ba3 | 5.13 | 03/15/2027 |
| 00165CAD6 | AMC ENTERTAINMENT HOLDINGS INC AMC 6 1/8 05/15/27 | 28000 | $25,769.14 | 0.01% | B3 | 6.13 | 05/15/2027 |
| 536797AC7 | LITHIA MOTORS INC LAD 5 1/4 08/01/25 | 12000 | $12,817.50 | 0.01% | Ba2 | 5.25 | 08/01/2025 |
| 226373AP3 | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP CMLP 5 3/4 04/01/25 | 24000 | $24,885.00 | 0.01% | B1 | 5.75 | 04/01/2025 |
| 89668QAE8 | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC TRINSE 5 3/8 09/01/25 | 14000 | $14,121.24 | 0.01% | B2 | 5.38 | 09/01/2025 |
| 402635AH9 | GULFPORT ENERGY CORP GPOR 6 10/15/24 | 23000 | $16,621.33 | 0.01% | B3 | 6.00 | 10/15/2024 |
| 845467AM1 | SOUTHWESTERN ENERGY CO SWN 7 1/2 04/01/26 | 20000 | $18,875.00 | 0.01% | Ba3 | 7.50 | 04/01/2026 |
| 87612BBB7 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/8 02/01/25 | 32000 | $33,883.33 | 0.01% | Ba3 | 5.13 | 02/01/2025 |
| 588056AU5 | MERCER INTERNATIONAL INC MERC 6 1/2 02/01/24 | 22000 | $23,420.83 | 0.01% | Ba3 | 6.50 | 02/01/2024 |
| 59001ABA9 | MERITAGE HOMES CORP MTH 5 1/8 06/06/27 | 29000 | $30,988.21 | 0.01% | Ba2 | 5.13 | 06/06/2027 |
| 91911KAN2 | BAUSCH HEALTH COS INC BHCCN 5 1/2 11/01/25 | 22000 | $23,191.67 | 0.01% | Ba2 | 5.50 | 11/01/2025 |
| 109696AA2 | BRINKS CO/THE BCO 4 5/8 10/15/27 | 21000 | $21,835.04 | 0.01% | Ba2 | 4.63 | 10/15/2027 |
| 36203DQU7 | GNSF 346167 8.5 05-15-23 | 428 | $436.24 | 0.00% | Aaa | 8.50 | 05/15/2023 |
| 36204DHK8 | GNSF 366634 7.5 11-15-23 | 147 | $149.60 | 0.00% | Aaa | 7.50 | 11/15/2023 |
| 36206FVG4 | GNSF 410215 7.5 12-15-25 | 930 | $1,005.01 | 0.00% | Aaa | 7.50 | 12/15/2025 |
| 36206FWN8 | GNSF 410253 7.0 12-15-25 | 152 | $162.47 | 0.00% | Aaa | 7.00 | 12/15/2025 |
| 36207LGU6 | GNSF 435011 8.0 01-15-31 | 10134 | $10,228.89 | 0.00% | Aaa | 8.00 | 01/15/2031 |
| 36207UKJ6 | GNSF 442297 7.0 01-15-27 | 8441 | $8,605.24 | 0.00% | Aaa | 7.00 | 01/15/2027 |
| 36208VZV0 | GNSF 462556 6.5 02-15-28 | 218 | $242.19 | 0.00% | Aaa | 6.50 | 02/15/2028 |
| 36209MGJ7 | GNSF 475501 6.5 08-15-28 | 425 | $471.44 | 0.00% | Aaa | 6.50 | 08/15/2028 |
| 36209SDF5 | GNSF 479902 7.5 01-15-31 | 10594 | $10,789.84 | 0.00% | Aaa | 7.50 | 01/15/2031 |
| 36209WPA4 | GNSF 483817 7.0 12-15-28 | 690 | $714.30 | 0.00% | Aaa | 7.00 | 12/15/2028 |
| 36210AWV5 | GNSF 486760 6.5 12-15-28 | 650 | $728.94 | 0.00% | Aaa | 6.50 | 12/15/2028 |
| 36210F6D3 | GNSF 491468 7.0 05-15-29 | 658 | $721.15 | 0.00% | Aaa | 7.00 | 05/15/2029 |
| 36210JXA1 | GNSF 493973 6.5 06-15-29 | 575 | $637.84 | 0.00% | Aaa | 6.50 | 06/15/2029 |
| 36213R2R7 | GNSF 562484 6.0 02-15-34 | 7411 | $8,237.51 | 0.00% | Aaa | 6.00 | 02/15/2034 |
| 36213SYK5 | GNSF 563314 6.5 11-15-31 | 491 | $544.41 | 0.00% | Aaa | 6.50 | 11/15/2031 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 896 | $1,028.40 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 36225AQ37 | GNSF 780474 7.5 12-15-23 | 401 | $426.87 | 0.00% | Aaa | 7.50 | 12/15/2023 |
| 36225ATP5 | GNSF 780558 7.0 12-15-23 | 261 | $277.23 | 0.00% | Aaa | 7.00 | 12/15/2023 |
| 36225A3F5 | GNSF 780798 7.5 12-15-27 | 112 | $128.14 | 0.00% | Aaa | 7.50 | 12/15/2027 |
| 745867AP6 | PULTEGROUP INC PHM 6 3/8 05/15/33 | 1000 | $1,175.65 | 0.00% | Ba1 | 6.38 | 05/15/2033 |
| 87927VAF5 | TELECOM ITALIA CAPITAL SA TITIM 6 3/8 11/15/33 | 4000 | $4,472.58 | 0.00% | Ba1 | 6.38 | 11/15/2033 |
| 31374TV48 | FNCL 323835 6.5 05-01-29 | 452 | $504.80 | 0.00% | Aaa | 6.50 | 05/01/2029 |
| 78442FEJ3 | NAVIENT CORP NAVI 8 03/25/20 | 10000 | $10,316.53 | 0.00% | Ba3 | 8.00 | 03/25/2020 |
| 36209Y4T2 | GNSF 486034 8.0 11-15-30 | 1010 | $1,070.83 | 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 | |||
| 00928QAG6 | AIRCASTLE LTD AYR 7 5/8 04/15/20 | 5000 | $5,154.47 | 0.00% | Baa3 | 7.63 | 04/15/2020 |
| 46284PAP9 | IRON MOUNTAIN INC IRM 5 3/4 08/15/24 | 8000 | $8,263.78 | 0.00% | B2 | 5.75 | 08/15/2024 |
| 74733VAC4 | QEP RESOURCES INC QEP 5 1/4 05/01/23 | 12000 | $11,985.00 | 0.00% | Ba3 | 5.25 | 05/01/2023 |
| 87612BAM4 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/4 05/01/23 | 12000 | $12,225.00 | 0.00% | Ba3 | 5.25 | 05/01/2023 |
| COP CURRENCY CASH | 2 | $0.00 | 0.00% | N/A | |||
| TRY CURRENCY CASH | 0 | $0.05 | 0.00% | N/A | |||
| CASHCNY08 | CNY CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
| BRL CURRENCY CASH | 0 | $0.01 | 0.00% | N/A | |||
| IDR CURRENCY CASH | -0 | $0.00 | 0.00% | N/A | |||
| PEN CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| 893647AX5 | TRANSDIGM INC TDG 6 1/2 07/15/24 | 7000 | $7,429.26 | 0.00% | B3 | 6.50 | 07/15/2024 |
| 879369AE6 | TELEFLEX INC TFX 4 7/8 06/01/26 | 6000 | $6,294.38 | 0.00% | Ba3 | 4.88 | 06/01/2026 |
| 163851AD0 | CHEMOURS CO/THE CC 7 05/15/25 | 12000 | $12,197.33 | 0.00% | Ba3 | 7.00 | 05/15/2025 |
| 761735AT6 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 5 1/8 07/15/ | 8000 | $8,379.06 | 0.00% | B1 | 5.13 | 07/15/2023 |
| 761735AV1 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS GROUP ISSUER LU REYNOL 7 07/15/24 | 3000 | $3,198.08 | 0.00% | Caa1 | 7.00 | 07/15/2024 |
| 085790BA0 | BERRY GLOBAL INC BERY 6 10/15/22 | 7000 | $7,206.58 | 0.00% | B2 | 6.00 | 10/15/2022 |
| 911365BF0 | UNITED RENTALS NORTH AMERICA INC URI 5 1/2 05/15/27 | 11000 | $12,012.53 | 0.00% | Ba3 | 5.50 | 05/15/2027 |
| 817610AA6 | SERVICEMASTER CO LLC/THE SERV 5 1/8 11/15/24 | 12000 | $12,528.58 | 0.00% | B1 | 5.13 | 11/15/2024 |
| 88047PAA2 | TEAM HEALTH HOLDINGS INC TMH 6 3/8 02/01/25 | 16000 | $11,105.00 | 0.00% | Caa2 | 6.38 | 02/01/2025 |
| 12513GBC2 | CDW LLC / CDW FINANCE CORP CDWC 5 09/01/25 | 11000 | $11,678.33 | 0.00% | Ba2 | 5.00 | 09/01/2025 |
| 404119BV0 | HCA INC HCA 5 1/2 06/15/47 | 3000 | $3,446.20 | 0.00% | Baa3 | 5.50 | 06/15/2047 |
| 00164VAE3 | AMC NETWORKS INC AMCX 4 3/4 08/01/25 | 6000 | $6,141.25 | 0.00% | Ba3 | 4.75 | 08/01/2025 |
| 14987RAA6 | CINCINNATI BELL INC CBB 8 10/15/25 | 4000 | $4,307.56 | 0.00% | B3 | 8.00 | 10/15/2025 |
| 82873LAA3 | SIMMONS FOODS INC SIMFOO 5 3/4 11/01/24 | 8000 | $8,116.67 | 0.00% | B3 | 5.75 | 11/01/2024 |
| 428102AA5 | HESS INFRASTRUCTURE PARTNERS LP / HESS INFRASTRUCTURE PARTNERS FINANCE CORP HESINF 5 5/8 02/15/26 | 2000 | $2,124.27 | 0.00% | NR | 5.63 | 02/15/2026 |
| 67777LAC7 | OI EUROPEAN GROUP BV OI 4 03/15/23 | 7000 | $7,134.94 | 0.00% | Ba3 | 4.00 | 03/15/2023 |
| 71647NAZ2 | PETROBRAS GLOBAL FINANCE BV PETBRA 5 3/4 02/01/29 | 5000 | $5,759.79 | 0.00% | Ba2 | 5.75 | 02/01/2029 |
| 07556QBR5 | BEAZER HOMES USA INC BZH 5 7/8 10/15/27 | 4000 | $4,089.61 | 0.00% | B3 | 5.88 | 10/15/2027 |
| DERIV USD BALANCE WITH R95947 ICE | -797 | -$797.12 | 0.00% | 1.55 | 12/31/2050 | ||
| 526057CK8 | LENNAR CORP LEN 8 3/8 01/15/21 | 6000 | $6,576.71 | 0.00% | Ba1 | 8.38 | 01/15/2021 |
| 031921AA7 | AMWINS GROUP INC AMWINS 7 3/4 07/01/26 | 11000 | $12,582.68 | 0.00% | B3 | 7.75 | 07/01/2026 |
| 404121AH8 | HCA INC HCA 5 3/8 09/01/26 | 10000 | $11,316.67 | 0.00% | Ba2 | 5.38 | 09/01/2026 |
| 13123XAZ5 | CALLON PETROLEUM CO CPE 6 3/8 07/01/26 | 9000 | $9,418.33 | 0.00% | B2 | 6.38 | 07/01/2026 |
| 96926DAU4 | WILLIAM LYON HOMES INC WLH 6 09/01/23 | 7000 | $7,437.50 | 0.00% | B2 | 6.00 | 09/01/2023 |
| 588056AW1 | MERCER INTERNATIONAL INC MERC 5 1/2 01/15/26 | 8000 | $8,342.89 | 0.00% | Ba3 | 5.50 | 01/15/2026 |
| 233293AP4 | DPL INC AES 4.35 04/15/29 | 4000 | $3,891.43 | 0.00% | Ba1 | 4.35 | 04/15/2029 |
| CASH SECURITY USD | 0 | -$15.89 | 0.00% | N/A | |||
| 410345AJ1 | HANESBRANDS INC HBI 4 5/8 05/15/24 | 6000 | $6,362.94 | 0.00% | Ba2 | 4.63 | 05/15/2024 |
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 4319 | $4,665.40 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| TYH0 | US 10YR NOTE (CBT)Mar20TYH0 COMB | 50 | -$3,310.65 | 0.00% | N/A | 03/20/2020 | |
| USH0 | US LONG BOND(CBT) Mar20USH0 COMB | 16 | -$5,500.00 | 0.00% | N/A | 03/20/2020 | |
| FVH0 | US 5YR NOTE (CBT) Mar20FVH0 COMB | 97 | -$1,573.88 | 0.00% | N/A | 03/31/2020 | |
| 05508WAB1 | B&G FOODS INC BGS 5 1/4 09/15/27 | 10000 | $10,238.54 | 0.00% | B2 | 5.25 | 09/15/2027 |
| ICE: (CDX.NA.HY.33.V2) | -5024250 | $2,578.00 | 0.00% | 5.00 | 12/20/2024 | ||
| TUH0 | US 2YR NOTE (CBT) Mar20TUH0 COMB | 72 | $3,374.93 | 0.00% | N/A | 03/31/2020 | |
| 31331FAX9 | FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST FDX 6.72 01/15/22 | 2253 | $2,383.81 | 0.00% | A3 | 6.72 | 07/15/2023 |
| 235825AF3 | DANA INC DAN 5 3/8 11/15/27 | 7000 | $7,252.85 | 0.00% | B2 | 5.38 | 11/15/2027 |
| 87612BBP6 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP NGLS 5 1/2 03/01/30 | 6000 | $6,196.17 | 0.00% | Ba3 | 5.50 | 03/01/2030 |
| 536797AE3 | LITHIA MOTORS INC LAD 4 5/8 12/15/27 | 10000 | $10,306.86 | 0.00% | Ba2 | 4.63 | 12/15/2027 |
| 29275YAC6 | ENERSYS ENS 4 3/8 12/15/27 | 11000 | $10,890.34 | 0.00% | Ba3 | 4.38 | 12/15/2027 |
| 36168QAF1 | GFL ENVIRONMENTAL INC GFLENV 5 1/8 12/15/26 | 7000 | $7,374.61 | 0.00% | B1 | 5.13 | 12/15/2026 |
| 31292GU53 | FGLMC C00604 6.0 04-01-28 | 593 | $663.23 | 0.00% | Aaa | 6.00 | 04/01/2028 |
| 31293EME7 | FGLMC C18457 6.0 12-01-28 | 247 | $272.67 | 0.00% | Aaa | 6.00 | 12/01/2028 |
| 31294B6N0 | FGLMC C35377 7.0 01-01-30 | 86 | $91.30 | 0.00% | Aaa | 7.00 | 01/01/2030 |
| 31287RP94 | FGLMC C65848 6.5 04-01-32 | 10684 | $12,129.78 | 0.00% | Aaa | 6.50 | 04/01/2032 |
| 3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 6673 | $6,892.89 | 0.00% | Aaa | 7.00 | 01/01/2027 |
| 3128FSRY6 | FGLMC D83203 6.5 10-01-27 | 20 | $22.62 | 0.00% | Aaa | 6.50 | 10/01/2027 |
| 31283G4H7 | FGLMC G00824 8.0 12-01-23 | 90 | $95.11 | 0.00% | Aaa | 8.00 | 12/01/2023 |
| 31283HLN3 | FGLMC G01233 7.0 04-01-31 | 327 | $365.30 | 0.00% | Aaa | 7.00 | 04/01/2031 |
| 31283HUA1 | FGLMC G01477 6.0 12-01-32 | 1681 | $1,937.10 | 0.00% | Aaa | 6.00 | 12/01/2032 |
| 31336RTZ3 | FHARM 1B0068 4.4 08-01-31 | 2131 | $2,148.72 | 0.00% | Aaa | 4.41 | 08/01/2031 |
| 31336RVK3 | FHARM 1B0118 4.2 08-01-31 | 194 | $195.95 | 0.00% | Aaa | 4.16 | 08/01/2031 |
| 31371HB72 | FNCL 252162 6.5 12-01-28 | 939 | $1,047.00 | 0.00% | Aaa | 6.50 | 12/01/2028 |
| 31374GT64 | FNCL 313873 7.0 12-01-27 | 2905 | $3,288.77 | 0.00% | Aaa | 7.00 | 12/01/2027 |
| 31375EPM7 | FNCL 332628 7.0 08-01-23 | 449 | $470.96 | 0.00% | Aaa | 7.00 | 08/01/2023 |
| 31379D7G8 | FNCL 416795 6.5 02-01-28 | 207 | $231.07 | 0.00% | Aaa | 6.50 | 02/01/2028 |
| 31379EG68 | FNCL 417021 7.5 09-01-25 | 682 | $721.72 | 0.00% | Aaa | 7.50 | 09/01/2025 |
| 31380G5H8 | FNCL 440148 6.5 08-01-28 | 140 | $155.64 | 0.00% | Aaa | 6.50 | 08/01/2028 |
| 31383LUF0 | FNCL 506482 6.5 07-01-29 | 638 | $711.63 | 0.00% | Aaa | 6.50 | 07/01/2029 |
| 31386FVP7 | FNCL 562322 7.5 01-01-31 | 1759 | $1,979.48 | 0.00% | Aaa | 7.50 | 01/01/2031 |
| 31389GF21 | FNCL 624885 6.5 01-01-32 | 909 | $1,014.06 | 0.00% | Aaa | 6.50 | 01/01/2032 |
| 31391SM64 | FNARM 675481 5.3 02-01-33 | 4009 | $4,016.26 | 0.00% | Aaa | 5.26 | 02/01/2033 |
| 31391SNF3 | FNARM 675490 4.3 03-01-33 | 9354 | $9,427.82 | 0.00% | Aaa | 4.35 | 03/01/2033 |
| 31400JAM1 | FNCL 688612 5.5 03-01-33 | 6449 | $7,268.74 | 0.00% | Aaa | 5.50 | 03/01/2033 |
| 36202DBW0 | G2SF 2753 6.0 05-20-29 | 2116 | $2,365.56 | 0.00% | Aaa | 6.00 | 05/20/2029 |
| WNH0 | US ULTRA BOND CBT Mar20WNH0 COMB | 61 | -$70,531.25 | -0.03% | N/A | 03/20/2020 | |
| EUR/USD | -110906 | -$124,917.50 | -0.05% | N/A | 02/28/2020 | ||
| EUR/USD | -150000 | -$168,950.23 | -0.07% | N/A | 02/28/2020 | ||
| EUR/USD | -1453312 | -$1,636,916.12 | -0.65% | N/A | 02/28/2020 |
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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