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Quarterly Portfolio Holdings
as of
12/31/2023
Invesco Core Plus Fixed Income Trust - Class I
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| 91282CJJ1 | UNITED STATES TREASURY NOTE/BOND T 4 1/2 11/15/33 | 21081800 | $22,255,090.49 | 6.36% | Aaa | 4.50 | 11/15/2033 |
| 912810TT5 | UNITED STATES TREASURY NOTE/BOND T 4 1/8 08/15/53 | 17001500 | $17,449,695.11 | 4.99% | Aaa | 4.13 | 08/15/2053 |
| 01F060618 | FNMA FNCL TBA 30yr 6.0 01-01-54 | 16127190 | $16,414,455.58 | 4.69% | Aaa | 6.00 | 01/01/2054 |
| 01F050619 | FNMA FNCL TBA 30yr 5.0 01-01-54 | 15474000 | $15,340,617.42 | 4.39% | Aaa | 5.00 | 01/01/2054 |
| 01F052615 | FNMA FNCL TBA 30yr 5.5 01-01-54 | 11500000 | $11,574,869.80 | 3.31% | Aaa | 5.50 | 01/01/2054 |
| 91282CJN2 | UNITED STATES TREASURY NOTE/BOND T 4 3/8 11/30/28 | 8171400 | $8,392,897.13 | 2.40% | Aaa | 4.38 | 11/30/2028 |
| 01F020414 | FNMA FNCI TBA 15yr 2.0 01-01-39 | 9195000 | $8,251,139.64 | 2.36% | Aaa | 2.00 | 01/01/2039 |
| 01F032617 | FNMA FNCL TBA 30yr 3.5 01-01-54 | 8500000 | $7,809,817.71 | 2.23% | Aaa | 3.50 | 01/01/2054 |
| 21H042612 | GNMA G2SF TBA 30yr 4.5 01-01-54 | 6856000 | $6,709,041.64 | 1.92% | Aaa | 4.50 | 01/01/2054 |
| 91282CJM4 | UNITED STATES TREASURY NOTE/BOND T 4 3/8 11/30/30 | 5835400 | $6,022,753.61 | 1.72% | Aaa | 4.38 | 11/30/2030 |
| 01F020612 | FNMA FNCL TBA 30yr 2.0 01-01-54 | 7035000 | $5,754,776.56 | 1.65% | Aaa | 2.00 | 01/01/2054 |
| 21H052611 | GNMA G2SF TBA 30yr 5.5 01-01-54 | 5332000 | $5,387,443.91 | 1.54% | Aaa | 5.50 | 01/01/2054 |
| 912810TW8 | UNITED STATES TREASURY NOTE/BOND T 4 3/4 11/15/43 | 3533400 | $3,811,794.79 | 1.09% | Aaa | 4.75 | 11/15/2043 |
| 01F042616 | FNMA FNCL TBA 30yr 4.5 01-01-54 | 3598000 | $3,494,276.42 | 1.00% | Aaa | 4.50 | 01/01/2054 |
| 01F040610 | FNMA FNCL TBA 30yr 4.0 01-01-54 | 3598000 | $3,408,777.07 | 0.97% | Aaa | 4.00 | 01/01/2054 |
| 21H020618 | GNMA G2SF TBA 30yr 2.0 01-01-54 | 3830000 | $3,246,952.30 | 0.93% | Aaa | 2.00 | 01/01/2054 |
| 91282CJL6 | UNITED STATES TREASURY NOTE/BOND T 4 7/8 11/30/25 | 2358500 | $2,392,966.77 | 0.68% | Aaa | 4.88 | 11/30/2025 |
| 720198AG5 | PIEDMONT OPERATING PARTNERSHIP LP PDM 9 1/4 07/20/28 | 2178000 | $2,389,388.83 | 0.68% | Baa3 | 9.25 | 07/20/2028 |
| 01F022618 | FNMA FNCL TBA 30yr 2.5 01-01-54 | 2530000 | $2,154,716.67 | 0.62% | Aaa | 2.50 | 01/01/2054 |
| 3140J5PG8 | FNCL BM1322 3.5 05-01-47 | 1719838 | $1,614,339.32 | 0.46% | Aaa | 3.50 | 05/01/2047 |
| 05377REZ3 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A | 1446000 | $1,381,435.05 | 0.39% | Aaa | 3.83 | 08/21/2028 |
| 08162YAE2 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5 | 1455000 | $1,308,327.85 | 0.37% | NR | 3.05 | 12/15/2062 |
| 55261HAC4 | MAG MUTUAL HOLDING COMPANY 4.75 4/30/2041 | 1525000 | $1,247,794.58 | 0.36% | Baa3 | 4.75 | 04/30/2041 |
| 38141GA38 | GOLDMAN SACHS GROUP INC/THE GS 7 1/2 PERP | 1132000 | $1,214,185.84 | 0.35% | Ba1 | 7.50 | 12/31/2099 |
| 00830YAC5 | AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26 | 1230000 | $1,194,936.46 | 0.34% | A3 | 4.38 | 04/17/2026 |
| 912796CX5 | TREASURY BILL 0 4/18/2024 | 1157000 | $1,139,144.57 | 0.33% | Aaa | 0.00 | 04/18/2024 |
| 05683HAN5 | BAIN CAPITAL CREDIT CLO 2017-2 LTD BCC 2017-2A AR2 | 1151000 | $1,164,679.52 | 0.33% | Aaa | 6.82 | 07/25/2034 |
| 91282CJP7 | UNITED STATES TREASURY NOTE/BOND T 4 3/8 12/15/26 | 1136000 | $1,149,402.21 | 0.33% | Aaa | 4.38 | 12/15/2026 |
| 87166PAH4 | SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A | 1125000 | $1,107,423.96 | 0.32% | NR | 3.86 | 07/15/2028 |
| 279158AS8 | ECOPETROL SA ECOPET 8 7/8 01/13/33 | 950000 | $1,071,502.78 | 0.31% | Baa3 | 8.88 | 01/13/2033 |
| 98920MAA0 | ZAXBYS FUNDING LLC ZAXBY 2021-1A A2 | 1226762 | $1,069,913.08 | 0.31% | NR | 3.24 | 07/30/2051 |
| 38176EAL1 | GOLUB CAPITAL PARTNERS CLO 40B LTD GCBSL 2019-40A AR | 1041000 | $1,042,073.17 | 0.30% | Aaa | 6.73 | 01/25/2032 |
| 606822DD3 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 8.2 PERP | 950000 | $1,044,808.63 | 0.30% | Baa3 | 8.20 | 12/31/2099 |
| 07274EAK9 | BAYER US FINANCE LLC 6.375 11/21/2030 | 1025000 | $1,061,841.02 | 0.30% | Baa2 | 6.38 | 11/21/2030 |
| 12597NAS2 | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3 | 1238000 | $1,042,555.45 | 0.30% | Aaa | 2.56 | 03/15/2053 |
| 961214FP3 | WESTPAC BANKING CORP WSTP 6.82 11/17/33 | 919000 | $1,005,538.63 | 0.29% | Baa1 | 6.82 | 11/17/2033 |
| 12662PAF5 | CVR ENERGY INC CVI 8 1/2 01/15/29 | 994000 | $991,376.94 | 0.28% | B1 | 8.50 | 01/15/2029 |
| 670898AC9 | OCP CLO 2020-8R LTD OCP 2020-8RA A1 | 970000 | $984,142.42 | 0.28% | NR | 6.88 | 01/17/2032 |
| 992455 | $992,455.16 | 0.28% | N/A | ||||
| 03769M205 | APOLLO GLOBAL MANAGEMENT INC APO 7 5/8 09/15/53 | 35200 | $966,944.00 | 0.28% | A3 | 7.63 | 09/15/2053 |
| 25755TAL4 | DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2 | 1065488 | $979,248.72 | 0.28% | NR | 3.67 | 10/25/2049 |
| 3137FL6F6 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM | 964000 | $939,841.26 | 0.27% | Aaa | 3.76 | 01/25/2029 |
| 68236JAA9 | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | 1116000 | $947,183.02 | 0.27% | Aaa | 2.52 | 09/15/2054 |
| 33851TAF4 | FLAGSTAR MORTGAGE TRUST 2021-11INV FSMT 2021-11IN A6 | 1093312 | $950,400.05 | 0.27% | Aaa | 3.70 | 11/25/2051 |
| 345397C92 | FORD MOTOR CREDIT CO LLC F 6.8 05/12/28 | 863000 | $909,348.24 | 0.26% | Ba1 | 6.80 | 05/12/2028 |
| 31429KAH6 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 4.55 08/23/27 | 894000 | $902,916.53 | 0.26% | A1 | 4.55 | 08/23/2027 |
| 05377RGY4 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-4A A | 906000 | $913,940.10 | 0.26% | Aaa | 5.49 | 06/20/2029 |
| 74365PAE8 | PROSUS NV PRXNA 3.832 02/08/51 | 1418000 | $912,185.74 | 0.26% | Baa3 | 3.83 | 02/08/2051 |
| 67578FAA5 | OCTAGON INVESTMENT PARTNERS 49 LTD OCT49 2020-5A A1 | 882000 | $895,022.63 | 0.26% | NR | 6.88 | 01/15/2033 |
| 350930AA1 | FOUNDRY JV HOLDCO LLC FABSJV 5 7/8 01/25/34 | 819000 | $870,894.41 | 0.25% | A3 | 5.88 | 01/25/2034 |
| 404280DW6 | HSBC HOLDINGS PLC HSBC 6.332 03/09/44 | 812000 | $891,089.24 | 0.25% | A3 | 6.33 | 03/09/2044 |
| 362419AA1 | GABON BLUE BOND MASTER TRUST SERIES 2 GABBMT 6.097 08/01/38 | 893000 | $887,378.10 | 0.25% | Aa2 | 6.10 | 08/01/2038 |
| 20602DAC5 | CONCENTRIX CORP CNXC 6.85 08/02/33 | 801000 | $846,425.27 | 0.24% | Baa3 | 6.85 | 08/02/2033 |
| 29103CAA6 | EMERALD DEBT MERGER SUB LLC EMECLI 6 5/8 12/15/30 | 830000 | $850,180.99 | 0.24% | Ba3 | 6.63 | 12/15/2030 |
| 0641598S8 | BANK OF NOVA SCOTIA/THE BNS 8 5/8 10/27/2082 | 783000 | $825,470.18 | 0.24% | Baa3 | 8.63 | 10/27/2082 |
| 61690U7W4 | MORGAN STANLEY BANK NA 5.882 10/30/2026 | 815000 | $845,994.02 | 0.24% | Aa3 | 5.88 | 10/30/2026 |
| 61768HAW6 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4 | 890000 | $841,525.80 | 0.24% | NR | 4.07 | 03/15/2052 |
| 35910EAA2 | FRONTIER ISSUER LLC FYBR 2023-1 A2 | 816574 | $813,987.56 | 0.23% | NR | 6.60 | 08/20/2053 |
| 86562MDJ6 | SUMIBK 5.808 33 5.808 9/14/2033 | 755000 | $819,774.00 | 0.23% | A1 | 5.81 | 09/14/2033 |
| 67575XAN1 | OCTAGON INVESTMENT PARTNERS 31 LTD OCT31 2017-1A AR | 806650 | $817,147.74 | 0.23% | Aaa | 6.73 | 07/20/2030 |
| 172967PC9 | CITIGROUP INC C 7 3/8 PERP | 800000 | $817,215.69 | 0.23% | Ba1 | 7.38 | 12/31/2099 |
| 833636AN3 | SOCIEDAD QUIMICA Y MINERA DE CHILE SA SQM 6 1/2 11/07/33 | 750000 | $803,437.50 | 0.23% | Baa1 | 6.50 | 11/07/2033 |
| 221597CV7 | COSTA RICA GOVERNMENT INTERNATIONAL BOND COSTAR 7.3 11/13/54 | 750000 | $821,050.00 | 0.23% | B1 | 7.30 | 11/13/2054 |
| 85208NAE0 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2 | 792200 | $789,903.14 | 0.23% | A1 | 5.15 | 03/20/2028 |
| 90276YAE3 | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4 | 870000 | $795,954.30 | 0.23% | Aaa | 3.60 | 04/15/2052 |
| 853254CM0 | STANDARD CHARTERED PLC STANLN 7 3/4 PERP | 760000 | $798,356.27 | 0.23% | Ba1 | 7.75 | 12/31/2079 |
| 95000U3H4 | WELLS FARGO & CO WFC 6.491 10/23/34 | 739000 | $813,009.84 | 0.23% | A1 | 6.49 | 10/23/2034 |
| 03464BAA6 | ANGEL OAK MORTGAGE TRUST 2022-1 AOMT 2022-1 A1 | 863129 | $772,521.01 | 0.22% | NR | 2.88 | 12/25/2066 |
| 00180UAB1 | AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 B | 865000 | $775,783.76 | 0.22% | Aa3 | 1.73 | 10/17/2038 |
| 48250EAN5 | KKR CLO 30 LTD KKR 30A A1R | 762000 | $772,759.90 | 0.22% | NR | 6.68 | 10/17/2031 |
| 12665WAC4 | CSMC 2022-ATH2 CSMC 2022-ATH2 A1 | 783862 | $769,221.75 | 0.22% | NR | 4.55 | 05/25/2067 |
| 172967PE5 | CITIGROUP INC C 7 5/8 PERP | 748000 | $779,625.86 | 0.22% | Ba1 | 7.63 | 12/31/2099 |
| CASHEUR08 | EUR CURRENCY CASH | 704014 | $777,830.23 | 0.22% | 0.00 | ||
| 12570FAB7 | CK HUTCHISON INTERNATIONAL 23 LTD CKHH 4 7/8 04/21/33 | 760000 | $768,988.16 | 0.22% | A2 | 4.88 | 04/21/2033 |
| 46645LBE6 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B | 767000 | $721,906.42 | 0.21% | A3 | 4.70 | 03/17/2049 |
| 80386WAF2 | SASOL FINANCING USA LLC SASOL 8 3/4 05/03/29 | 715000 | $739,113.00 | 0.21% | Ba1 | 8.75 | 05/03/2029 |
| 372460AE5 | GENUINE PARTS CO GPC 6 1/2 11/01/28 | 696000 | $746,636.40 | 0.21% | Baa1 | 6.50 | 11/01/2028 |
| 857477CF8 | STATE STREET CORP STT 5.684 11/21/29 | 702000 | $730,299.85 | 0.21% | A1 | 5.68 | 11/21/2029 |
| 3140J9H87 | FNCL BM4754 3.5 05-01-47 | 772709 | $724,590.78 | 0.21% | Aaa | 3.50 | 05/01/2047 |
| 07336JAE8 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A2 | 888712 | $729,622.67 | 0.21% | Aaa | 2.50 | 11/25/2051 |
| 85573RAA6 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 STAR 2021-6 A1 | 851273 | $700,998.87 | 0.20% | NR | 1.92 | 11/25/2066 |
| 12433EAA9 | BX TRUST 2022-LBA6 BX 2022-LBA6 A | 725000 | $715,133.11 | 0.20% | Aaa | 6.36 | 01/15/2039 |
| 92538UAA9 | VERUS SECURITIZATION TRUST 2022-3 VERUS 2022-3 A1 | 733828 | $685,396.29 | 0.20% | NR | 4.13 | 02/25/2067 |
| 46647PDY9 | JPMORGAN CHASE & CO JPM 6.254 10/23/34 | 634000 | $694,737.31 | 0.20% | A1 | 6.25 | 10/23/2034 |
| 052528AP1 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD ANZ 6.742 12/08/32 | 650000 | $697,538.49 | 0.20% | Baa1 | 6.74 | 12/08/2032 |
| 74332YAA7 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST PROG 2022-SFR5 A | 705522 | $685,407.76 | 0.20% | Aaa | 4.45 | 06/17/2039 |
| 31573EAA9 | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 A1 | 685920 | $684,055.86 | 0.20% | NR | 5.00 | 08/25/2067 |
| 58769JAL1 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC MBGGR 5.1 08/03/28 | 663000 | $689,705.21 | 0.20% | A2 | 5.10 | 08/03/2028 |
| 46654VAA1 | J.P. MORGAN MORTGAGE TRUST 2021-LTV2 JPMMT 2021-LTV2 A1 | 794449 | $654,123.27 | 0.19% | Aaa | 2.52 | 05/25/2052 |
| 67448DAA8 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1 | 732795 | $653,201.28 | 0.19% | NR | 2.96 | 01/25/2062 |
| 12659YAA2 | COLT 2022-3 MORTGAGE LOAN TRUST COLT 2022-3 A1 | 706161 | $667,170.89 | 0.19% | NR | 3.90 | 02/25/2067 |
| 20753XAA2 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1 | 646360 | $654,718.91 | 0.19% | NR | 7.44 | 03/25/2042 |
| 58013MFU3 | MCDONALDS CORP MCD 4.8 08/14/28 | 637000 | $659,624.54 | 0.19% | Baa1 | 4.80 | 08/14/2028 |
| 89117F8Z5 | TORONTO-DOMINION BANK/THE TD 8 1/8 10/31/2082 | 643000 | $678,079.74 | 0.19% | Baa1 | 8.13 | 10/31/2082 |
| 98877DAE5 | ZF NORTH AMERICA CAPITAL INC ZFFNGR 7 1/8 04/14/30 | 599000 | $647,539.12 | 0.19% | Ba1 | 7.13 | 04/14/2030 |
| 345397D26 | FORD MOTOR CREDIT CO LLC F 6.95 06/10/26 | 633000 | $651,912.70 | 0.19% | Ba1 | 6.95 | 06/10/2026 |
| 683483AA9 | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE OFIDEV 4 1/2 01/26/26 | 645000 | $653,671.41 | 0.19% | NR | 4.50 | 01/26/2026 |
| 731068AA0 | POLARIS INC PII 6.95 03/15/29 | 626000 | $671,304.48 | 0.19% | Baa3 | 6.95 | 03/15/2029 |
| 05971KAQ2 | BANCO SANTANDER FLT 12/31/2059 | 600000 | $661,916.67 | 0.19% | Ba1 | 9.63 | 12/31/2099 |
| 61764BAL7 | MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C | 1000000 | $653,777.40 | 0.19% | NR | 4.30 | 09/09/2032 |
| 95000U3F8 | WELLS FARGO & CO WFC 5.557 07/25/34 | 612000 | $637,819.72 | 0.18% | A1 | 5.56 | 07/25/2034 |
| 05964HAY1 | BANCO SANTANDER SA SANTAN 6.607 11/07/28 | 600000 | $644,630.90 | 0.18% | A2 | 6.61 | 11/07/2028 |
| 808513CH6 | CHARLES SCHWAB CORP/THE SCHW 6.136 08/24/34 | 587000 | $631,448.77 | 0.18% | A2 | 6.14 | 08/24/2034 |
| 86563VBM0 | SUMITR 5.55 28 5.55 9/14/2028 | 618000 | $645,856.64 | 0.18% | A1 | 5.55 | 09/14/2028 |
| 404280BL2 | HSBC HOLDINGS PLC HSBC 6 PERP | 655000 | $629,822.39 | 0.18% | Baa3 | 6.00 | 12/31/2049 |
| 59217GFP9 | METROPOLITAN LIFE GLOBAL FUNDING I MET 5.15 03/28/33 | 615000 | $633,857.99 | 0.18% | Aa3 | 5.15 | 03/28/2033 |
| 07336JAD0 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A1 | 728049 | $622,794.57 | 0.18% | Aaa | 3.00 | 11/25/2051 |
| 06738ECL7 | BARCLAYS PLC FLT 9/13/2034 | 594000 | $646,910.74 | 0.18% | Baa1 | 6.69 | 09/13/2034 |
| 225401BG2 | UBS GROUP AG UBS 6.301 09/22/34 | 599000 | $644,494.57 | 0.18% | A3 | 6.30 | 09/22/2034 |
| 46647PDR4 | JPMORGAN CHASE & CO JPM 5.35 06/01/34 | 619000 | $630,570.79 | 0.18% | A1 | 5.35 | 06/01/2034 |
| 625454AB9 | MULTIBANK INC MULT 7 3/4 02/03/28 | 606000 | $625,156.39 | 0.18% | Ba1 | 7.75 | 02/03/2028 |
| 05964HAX3 | BANCO SANTANDER SA FLT 11/7/2027 | 600000 | $626,297.51 | 0.18% | A2 | 6.53 | 11/07/2027 |
| 161175CP7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 6.65 02/01/34 | 584000 | $621,319.89 | 0.18% | Ba1 | 6.65 | 02/01/2034 |
| 74727PAZ4 | QATAR GOVERNMENT INTERNATIONAL BOND QATAR 3 3/8 03/14/24 | 625000 | $628,117.03 | 0.18% | Aa3 | 3.38 | 03/14/2024 |
| 606822CK8 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.133 07/20/33 | 615000 | $638,330.57 | 0.18% | A1 | 1.80 | 07/20/2033 |
| 446150BC7 | HUNTINGTON BANCSHARES INC/OH HBAN 6.208 08/21/29 | 608000 | $640,557.40 | 0.18% | Baa1 | 6.21 | 08/21/2029 |
| 12660BAM3 | CSMC 2022-ATH1 CSMC 2022-ATH1 A1A | 636685 | $595,198.78 | 0.17% | NR | 2.87 | 01/25/2067 |
| 1248EPCS0 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 6 3/8 09/01/29 | 581000 | $585,306.78 | 0.17% | B1 | 6.38 | 09/01/2029 |
| 55282MAA2 | MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | 652000 | $586,769.78 | 0.17% | NR | 3.19 | 08/15/2034 |
| 11102AAF8 | BRITISH TELECOMMUNICATIONS PLC BRITEL 4 1/4 11/23/2081 | 621000 | $582,199.00 | 0.17% | Ba1 | 4.25 | 11/23/2081 |
| 92538QAA8 | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1 | 671995 | $584,406.05 | 0.17% | NR | 1.83 | 10/25/2066 |
| 07336GAC8 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A3 | 676244 | $577,633.86 | 0.17% | Aaa | 3.00 | 10/25/2051 |
| 53218CAC4 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR B | 599612 | $586,336.55 | 0.17% | Aa1 | 6.36 | 03/15/2038 |
| 55279HAW0 | MANUFACTURERS & TRADERS TRUST CO MTB 4.7 01/27/28 | 585000 | $580,079.41 | 0.17% | Baa1 | 4.70 | 01/27/2028 |
| 21871XAS8 | COREBRIDGE FINANCIAL INC CRBG 5 3/4 01/15/34 | 575000 | $589,857.03 | 0.17% | Baa2 | 5.75 | 01/15/2034 |
| 44931NAT8 | ICG US CLO 2016-1 LTD ICG 2016-1A A1RR | 601000 | $602,411.62 | 0.17% | NR | 6.90 | 04/29/2034 |
| 08162YAJ1 | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 C | 855600 | $610,267.72 | 0.17% | NR | 3.77 | 12/15/2062 |
| 07274EAL7 | BAYER US FINANCE 6.5 11/21/2033 | 558000 | $580,676.16 | 0.17% | Baa2 | 6.50 | 11/21/2033 |
| 67107KAZ9 | OCP CLO 2014-7 LTD OCP 2014-7A A1RR | 591340 | $599,484.32 | 0.17% | Aaa | 6.80 | 07/20/2029 |
| 03965TAB9 | ARCOS DORADOS BV ARCO 6 1/8 05/27/29 | 588000 | $590,331.25 | 0.17% | Ba2 | 6.13 | 05/27/2029 |
| 055451BE7 | BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/33 | 576000 | $606,813.04 | 0.17% | A1 | 5.25 | 09/08/2033 |
| 85573TAA2 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 STAR 2022-1 A1 | 636633 | $544,044.99 | 0.16% | NR | 2.45 | 12/25/2066 |
| 110122EC8 | BRISTOL-MYERS SQUIBB CO BMY 6.4 11/15/63 | 485000 | $566,039.96 | 0.16% | A2 | 6.40 | 11/15/2063 |
| 05254HAA2 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP | 546000 | $551,185.91 | 0.16% | Baa2 | 6.75 | 12/31/2079 |
| 67115DAA0 | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1 | 689226 | $563,725.47 | 0.16% | NR | 1.96 | 10/25/2061 |
| 07336GAD6 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A4 | 676244 | $554,343.58 | 0.16% | Aaa | 2.50 | 10/25/2051 |
| 07336GAH7 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A8 | 624325 | $544,033.17 | 0.16% | Aaa | 2.50 | 10/25/2051 |
| 17329VBA6 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 CMLTI 2021-INV3 A3A | 697514 | $572,651.64 | 0.16% | Aaa | 2.50 | 05/25/2051 |
| 06051GLS6 | BANK OF AMERICA CORP BAC 5.819 09/15/29 | 536000 | $562,482.47 | 0.16% | A1 | 5.82 | 09/15/2029 |
| 80386WAD7 | SASOL FINANCING USA LLC SASOL 5 1/2 03/18/31 | 638000 | $547,116.97 | 0.16% | Ba1 | 5.50 | 03/18/2031 |
| 718172DB2 | PHILIP MORRIS INTERNATIONAL INC PM 5 3/8 02/15/33 | 527000 | $551,247.38 | 0.16% | A2 | 5.38 | 02/15/2033 |
| 718172DA4 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 02/15/30 | 527000 | $545,803.99 | 0.16% | A2 | 5.13 | 02/15/2030 |
| 444859BY7 | HUMANA INC HUM 5.95 03/15/34 | 532000 | $573,972.11 | 0.16% | Baa2 | 5.95 | 03/15/2034 |
| 87250RAA2 | TICP CLO XV LTD TICP 2020-15A A | 541000 | $548,617.34 | 0.16% | NR | 6.96 | 04/20/2033 |
| 345397C35 | FORD MOTOR CREDIT CO LLC F 7.35 11/04/27 | 514000 | $548,019.77 | 0.16% | Ba1 | 7.35 | 11/04/2027 |
| 80413TBE8 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 01/18/53 | 570000 | $549,455.43 | 0.16% | A1 | 5.00 | 01/18/2053 |
| 345397D59 | FORD MOTOR CREDIT COMPANY LLC 6.798 11/7/2028 | 517000 | $546,242.95 | 0.16% | Ba1 | 6.80 | 11/07/2028 |
| 857477CG6 | STATE STREET CORP STT 6.123 11/21/34 | 518000 | $553,440.67 | 0.16% | A2 | 6.12 | 11/21/2034 |
| 172967MG3 | CITIGROUP INC C 5 PERP | 577000 | $568,826.44 | 0.16% | Ba1 | 5.00 | 12/31/2049 |
| 58013MFV1 | MCDONALDS CORP MCD 4.95 08/14/33 | 530000 | $554,733.99 | 0.16% | Baa1 | 4.95 | 08/14/2033 |
| 67114VAA1 | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1 | 593886 | $510,306.58 | 0.15% | NR | 2.31 | 11/25/2061 |
| 110122DY1 | BRISTOL-MYERS SQUIBB CO BMY 5 3/4 02/01/31 | 486000 | $524,162.35 | 0.15% | A2 | 5.75 | 02/01/2031 |
| 06054ABB4 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS | 536000 | $509,252.72 | 0.15% | Aa2 | 3.99 | 09/15/2048 |
| 898324AC2 | TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26 | 533000 | $531,876.40 | 0.15% | Baa2 | 5.25 | 01/30/2026 |
| 58403YAD8 | MED TRUST 2021-MDLN MED 2021-MDLN A | 517516 | $509,017.68 | 0.15% | Aaa | 6.43 | 11/15/2038 |
| 61763E207 | MORGAN STANLEY MS 6 7/8 PERP SERIES F | 20000 | $508,993.76 | 0.15% | Baa3 | 6.88 | 12/31/2079 |
| 268317AL8 | ELECTRICITE DE FRANCE SA EDF 6 01/22/2114 | 510000 | $513,196.69 | 0.15% | Baa1 | 6.00 | 01/22/2114 |
| 61691UBH1 | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS | 620000 | $541,189.84 | 0.15% | NR | 3.49 | 11/15/2052 |
| 08160KAJ3 | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B | 710000 | $540,850.45 | 0.15% | NR | 3.56 | 12/15/2072 |
| 74982LAY6 | RACE POINT VIII CLO LTD RACEP 2013-8A AR2 | 509541 | $513,493.29 | 0.15% | NR | 6.67 | 02/20/2030 |
| 75513ECX7 | RTX CORP RTX 6.4 03/15/54 | 447000 | $521,695.05 | 0.15% | Baa1 | 6.40 | 03/15/2054 |
| 902613BE7 | UBS GROUP AG UBS 9 1/4 PERP | 465000 | $521,078.23 | 0.15% | Baa3 | 9.25 | 12/31/2079 |
| 233046AK7 | DB MASTER FINANCE LLC DNKN 2019-1A A2II | 534285 | $516,775.13 | 0.15% | NR | 4.02 | 05/20/2049 |
| 31334XD97 | FNCL QA1028 4.0 07-01-49 | 531158 | $513,161.66 | 0.15% | Aaa | 4.00 | 07/01/2049 |
| 404280DG1 | HSBC HOLDINGS PLC HSBC 5.21 08/11/28 | 531000 | $541,137.73 | 0.15% | A3 | 5.21 | 08/11/2028 |
| 63861VAJ6 | NATIONWIDE BUILDING SOCIETY NWIDE 6.557 10/18/27 | 510000 | $534,648.61 | 0.15% | A3 | 6.56 | 10/18/2027 |
| 12593PAZ5 | COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B | 561000 | $534,592.13 | 0.15% | NR | 4.52 | 08/10/2048 |
| 969457CK4 | WILLIAMS COS INC/THE WMB 5.3 08/15/28 | 464000 | $484,560.03 | 0.14% | Baa2 | 5.30 | 08/15/2028 |
| 372460AD7 | GENUINE PARTS CO GPC 6 7/8 11/01/33 | 421000 | $472,224.42 | 0.14% | Baa1 | 6.88 | 11/01/2033 |
| 902674ZW3 | UBS AG/LONDON UBS 5.65 09/11/28 | 477000 | $502,957.08 | 0.14% | Aa3 | 5.65 | 09/11/2028 |
| 552732AA7 | MFA 2021-INV2 TRUST MFRA 2021-INV2 A1 | 563331 | $476,358.46 | 0.14% | NR | 1.91 | 11/25/2056 |
| 91087BAX8 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.338 05/04/53 | 481000 | $494,494.59 | 0.14% | Baa2 | 6.34 | 05/04/2053 |
| 744573AW6 | PUBLIC SERVICE ENTERPRISE GROUP INC PEG 5 7/8 10/15/28 | 473000 | $502,335.01 | 0.14% | Baa2 | 5.88 | 10/15/2028 |
| 46115HCF2 | INTESA SANPAOLO SPA ISPIM 7.8 11/28/53 | 448000 | $495,094.42 | 0.14% | Baa1 | 7.80 | 11/28/2053 |
| 281020AZ0 | EDISON INTERNATIONAL EIX 7 7/8 06/15/54 | 491000 | $497,260.25 | 0.14% | Baa3 | 7.88 | 06/15/2054 |
| 718172CZ0 | PHILIP MORRIS INTERNATIONAL INC PM 4 7/8 02/15/28 | 474000 | $487,793.72 | 0.14% | A2 | 4.88 | 02/15/2028 |
| 88315LAQ1 | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-2A A | 550667 | $491,707.67 | 0.14% | NR | 2.23 | 04/20/2046 |
| 71654QDL3 | PETROLEOS MEXICANOS PEMEX 8 3/4 06/02/29 | 515000 | $504,307.93 | 0.14% | B1 | 8.75 | 06/02/2029 |
| 808513CJ2 | CHARLES SCHWAB CORP/THE SCHW 6.196 11/17/29 | 459000 | $484,805.08 | 0.14% | A2 | 6.20 | 11/17/2029 |
| 95058XAE8 | WENDYS FUNDING LLC WEN 2018-1A A2II | 535783 | $498,616.55 | 0.14% | NR | 3.88 | 03/15/2048 |
| 233046AL5 | DB MASTER FINANCE LLC DNKN 2019-1A A23 | 507475 | $491,490.78 | 0.14% | NR | 4.35 | 05/20/2049 |
| 35564KUW7 | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1A | 498810 | $503,953.61 | 0.14% | NR | 7.34 | 04/25/2042 |
| 606822CL6 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.017 07/20/28 | 473000 | $483,950.13 | 0.14% | A1 | 5.02 | 07/20/2028 |
| 92332YAC5 | VENTURE GLOBAL LNG INC VENLNG 9 1/2 02/01/29 | 457000 | $491,662.33 | 0.14% | B1 | 9.50 | 02/01/2029 |
| 92332YAD3 | VENTURE GLOBAL LNG INC VENLNG 9 7/8 02/01/32 | 468000 | $496,088.18 | 0.14% | B1 | 9.88 | 02/01/2032 |
| 682680BN2 | ONEOK INC OKE 6 5/8 09/01/53 | 415000 | $474,141.18 | 0.14% | Baa2 | 6.63 | 09/01/2053 |
| 19685EAA9 | COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1 | 500222 | $453,290.70 | 0.13% | NR | 2.99 | 02/25/2067 |
| 693475BT1 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.615 10/20/27 | 432000 | $453,758.98 | 0.13% | A3 | 6.62 | 10/20/2027 |
| 90932LAJ6 | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST UAL 5.8 01/15/36 | 422000 | $440,930.59 | 0.13% | A2 | 5.80 | 07/15/2037 |
| 337738BG2 | FISERV INC FI 5 3/8 08/21/28 | 429000 | $449,655.08 | 0.13% | Baa2 | 5.38 | 08/21/2028 |
| 055451BC1 | BHP BILLITON FINANCE USA LTD BHP 5.1 09/08/28 | 447000 | $465,884.08 | 0.13% | A1 | 5.10 | 09/08/2028 |
| 55279HAK6 | MANUFACTURERS & TRADERS TRUST CO MTB 2.9 02/06/25 | 467000 | $457,970.82 | 0.13% | Baa1 | 2.90 | 02/06/2025 |
| 36263KAF8 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 GSMBS 2021-INV1 A6 | 520992 | $453,905.53 | 0.13% | Aaa | 2.50 | 12/25/2051 |
| 38138DAN6 | GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD GLM 2019-5A AR | 444000 | $450,097.14 | 0.13% | NR | 6.75 | 10/20/2032 |
| 760759BB5 | REPUBLIC SERVICES INC RSG 4 7/8 04/01/29 | 451000 | $464,907.52 | 0.13% | Baa1 | 4.88 | 04/01/2029 |
| 61747YFE0 | MORGAN STANLEY MS 5 1/4 04/21/34 | 439000 | $443,436.60 | 0.13% | A1 | 5.25 | 04/21/2034 |
| 05401AAS0 | AVOLON HOLDINGS FUNDING LTD AVOL 6 3/8 05/04/28 | 448000 | $461,309.39 | 0.13% | Baa3 | 6.38 | 05/04/2028 |
| 603374AH2 | MINERVA LUX SA 8.875 9/13/2033 | 430000 | $466,085.19 | 0.13% | NR | 8.88 | 09/13/2033 |
| 06051GLU1 | BANK OF AMERICA CORP BAC 5.872 09/15/34 | 428000 | $455,417.65 | 0.13% | A1 | 5.87 | 09/15/2034 |
| 437076CW0 | HOME DEPOT INC/THE HD 4.9 04/15/29 | 456000 | $470,182.84 | 0.13% | A2 | 4.90 | 04/15/2029 |
| 053484AE1 | AVALONBAY COMMUNITIES INC AVB 5.3 12/07/33 | 430000 | $448,883.73 | 0.13% | A3 | 5.30 | 12/07/2033 |
| 05946KAN1 | BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 7.883 11/15/34 | 400000 | $439,280.77 | 0.13% | Baa2 | 7.88 | 11/15/2034 |
| 03076CAN6 | AMERIPRISE FINANCIAL INC AMP 5.7 12/15/28 | 429000 | $453,078.77 | 0.13% | A3 | 5.70 | 12/15/2028 |
| 05369AAP6 | AVIATION CAPITAL GROUP LLC ACGCAP 6 3/4 10/25/28 | 442000 | $468,544.55 | 0.13% | Baa2 | 6.75 | 10/25/2028 |
| 74977RDN1 | COOPERATIEVE RABOBANK UA RABOBK 3.649 04/06/28 | 486000 | $467,374.97 | 0.13% | A3 | 3.65 | 04/06/2028 |
| 12433EAG6 | BX TRUST 2022-LBA6 BX 2022-LBA6 B | 440000 | $433,101.66 | 0.12% | Aa3 | 6.66 | 01/15/2039 |
| 09031WAD5 | BIMBO BAKERIES USA INC BIMBOA 6.4 01/15/34 | 385000 | $431,284.27 | 0.12% | Baa1 | 6.40 | 01/15/2034 |
| 67448DAL4 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1A | 455708 | $416,509.04 | 0.12% | NR | 2.78 | 01/25/2062 |
| 64831MAA0 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 NRZT 2022-NQM2 A1 | 466320 | $425,874.83 | 0.12% | NR | 3.08 | 03/27/2062 |
| 74981CAA9 | RUN 2022-NQM1 TRUST RUN 2022-NQM1 A1 | 448663 | $426,156.87 | 0.12% | NR | 4.00 | 03/25/2067 |
| 05609QAA4 | BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX 2021-ACNT A | 430000 | $425,218.36 | 0.12% | Aaa | 6.33 | 11/15/2038 |
| 91825MAB9 | UZBEKNEFTEGAZ JSC UNGUZB 4 3/4 11/16/28 | 489000 | $409,019.90 | 0.12% | NR | 4.75 | 11/16/2028 |
| 74340XCF6 | PROLOGIS LP PLD 5 1/4 06/15/53 | 390000 | $407,990.67 | 0.12% | A3 | 5.25 | 06/15/2053 |
| 06051GLG2 | BANK OF AMERICA CORP BAC 5.202 04/25/29 | 406000 | $412,383.61 | 0.12% | A1 | 5.20 | 04/25/2029 |
| 58933YBL8 | MERCK & CO INC MRK 4.9 05/17/44 | 398000 | $404,908.96 | 0.12% | A1 | 4.90 | 05/17/2044 |
| 92338CAC7 | VERALTO CORP VLTO 5.35 09/18/28 | 416000 | $432,019.33 | 0.12% | Baa1 | 5.35 | 09/18/2028 |
| 29250NBS3 | ENBRIDGE INC ENBCN 8 1/4 01/15/2084 | 392000 | $413,100.18 | 0.12% | Baa3 | 8.25 | 01/15/2084 |
| 17327CAR4 | CITIGROUP INC C 6.174 05/25/34 | 400000 | $416,379.70 | 0.12% | Baa2 | 6.17 | 05/25/2034 |
| 286181AK8 | ELEMENT FLEET MANAGEMENT CORP EFNCN 6.319 12/04/28 | 398000 | $412,927.43 | 0.12% | NR | 6.32 | 12/04/2028 |
| 911312CA2 | UNITED PARCEL SERVICE INC UPS 5.05 03/03/53 | 396000 | $416,765.11 | 0.12% | A2 | 5.05 | 03/03/2053 |
| 760759BH2 | REPUBLIC SERVICES INC RSG 5 12/15/33 | 397000 | $406,392.55 | 0.12% | Baa1 | 5.00 | 12/15/2033 |
| 853254CW8 | STANDARD CHARTERED PLC STANLN 6 3/4 02/08/28 | 418000 | $434,653.93 | 0.12% | A3 | 6.75 | 02/08/2028 |
| 36258YBG2 | GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5 | 465000 | $413,068.01 | 0.12% | NR | 2.91 | 02/13/2053 |
| 36258RBA0 | GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5 | 485000 | $409,412.61 | 0.12% | NR | 2.38 | 05/12/2053 |
| 29278GAZ1 | ENEL FINANCE INTERNATIONAL NV ENELIM 6.8 10/14/25 | 399000 | $414,834.88 | 0.12% | Baa1 | 6.80 | 10/14/2025 |
| 05971KAP4 | BANCO SANTANDER FLT 12/31/2059 | 400000 | $432,854.58 | 0.12% | Ba1 | 9.63 | 12/31/2079 |
| 46647PDX1 | JPMORGAN CHASE & CO JPM 6.087 10/23/29 | 411000 | $436,856.24 | 0.12% | A1 | 6.09 | 10/23/2029 |
| 92538WAA5 | VERUS SECURITIZATION TRUST 2022-1 VERUS 2022-1 A1 | 475785 | $427,037.81 | 0.12% | NR | 2.72 | 01/25/2067 |
| 74333WAA0 | PROGRESS RESIDENTIAL 2021-SFR10 TRUST PROG 2021-SFR10 A | 454202 | $394,633.53 | 0.11% | Aaa | 2.39 | 12/17/2040 |
| 61747YFH3 | MORGAN STANLEY MS 6.407 11/01/29 | 351000 | $375,732.47 | 0.11% | A1 | 6.41 | 11/01/2029 |
| 31573CAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1 | 477323 | $401,408.45 | 0.11% | NR | 2.21 | 01/25/2067 |
| 67448DAM2 | OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1B | 465000 | $391,232.07 | 0.11% | NR | 3.38 | 01/25/2062 |
| 71643VAB1 | PETROLEOS MEXICANOS PEMEX 6.7 02/16/32 | 468000 | $400,095.31 | 0.11% | B1 | 6.70 | 02/16/2032 |
| 693475BR5 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.582 06/12/29 | 369000 | $377,958.56 | 0.11% | A3 | 5.58 | 06/12/2029 |
| 22112EAD0 | COSAN LUXEMBOURG SA CSANBZ 7 1/2 06/27/30 | 375000 | $391,877.75 | 0.11% | Ba2 | 7.50 | 06/27/2030 |
| 60687YCZ0 | MIZUHO FINANCIAL GROUP INC MIZUHO 5.778 07/06/29 | 352000 | $371,982.91 | 0.11% | A1 | 5.78 | 07/06/2029 |
| 718172DC0 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/4 09/07/28 | 357000 | $373,136.22 | 0.11% | A2 | 5.25 | 09/07/2028 |
| 47760QAB9 | JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II | 418250 | $400,781.91 | 0.11% | NR | 4.85 | 07/30/2047 |
| 03464JAA9 | ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A1 | 454818 | $384,551.21 | 0.11% | NR | 1.98 | 10/25/2066 |
| 67647WAE7 | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5 | 455343 | $397,519.15 | 0.11% | Aaa | 2.50 | 07/25/2051 |
| 585491AF0 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3 MELLO 2021-INV3 A4 | 425703 | $369,868.65 | 0.11% | Aaa | 2.50 | 10/25/2051 |
| 98877DAD7 | ZF NORTH AMERICA CAPITAL INC ZFFNGR 6 7/8 04/14/28 | 358000 | $376,248.64 | 0.11% | Ba1 | 6.88 | 04/14/2028 |
| 092113AW9 | BLACK HILLS CORP 6.15 5/15/2034 | 369000 | $390,858.50 | 0.11% | Baa2 | 6.15 | 05/15/2034 |
| 375558BZ5 | GILEAD SCIENCES INC GILD 5 1/4 10/15/33 | 358000 | $378,719.74 | 0.11% | A3 | 5.25 | 10/15/2033 |
| 87264ADC6 | T-MOBILE USA INC TMUS 5 3/4 01/15/34 | 363000 | $391,216.82 | 0.11% | Baa2 | 5.75 | 01/15/2034 |
| 92840VAP7 | VISTRA OPERATIONS CO LLC VST 7 3/4 10/15/31 | 351000 | $371,723.18 | 0.11% | Ba2 | 7.75 | 10/15/2031 |
| 46124HAG1 | INTUIT INC INTU 5.2 09/15/33 | 367000 | $389,827.08 | 0.11% | A3 | 5.20 | 09/15/2033 |
| 345397D42 | FORD MOTOR CREDIT CO LLC F 7.2 06/10/30 | 374000 | $399,898.12 | 0.11% | Ba1 | 7.20 | 06/10/2030 |
| 025537AY7 | AMERICAN ELECTRIC POWER CO INC AEP 5.2 01/15/29 | 386000 | $392,480.39 | 0.11% | Baa2 | 5.20 | 01/15/2029 |
| 853254CX6 | STANDARD CHARTERED PLC STANLN 7.018 02/08/30 | 349000 | $371,910.82 | 0.11% | A3 | 7.02 | 02/08/2030 |
| 345397D67 | FORD MOTOR CREDIT CO LLC F 7.122 11/07/33 | 358000 | $389,546.38 | 0.11% | Ba1 | 7.12 | 11/07/2033 |
| 77586RAQ3 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 6 5/8 02/17/28 | 348000 | $368,126.83 | 0.11% | Baa3 | 6.63 | 02/17/2028 |
| 03769MAA4 | APOLLO GLOBAL MANAGEMENT INC APO 6 3/8 11/15/33 | 365000 | $396,249.21 | 0.11% | A2 | 6.38 | 11/15/2033 |
| 902613BF4 | UBS GROUP AG UBS 9 1/4 PERP | 347000 | $378,615.29 | 0.11% | Baa3 | 9.25 | 12/31/2079 |
| 07274EAJ2 | BAYER US FINANCE LLC 6.25 1/21/2029 | 385000 | $396,239.12 | 0.11% | Baa2 | 6.25 | 01/21/2029 |
| 26151AAA7 | DRAX FINCO PLC DRXLN 6 5/8 11/01/25 | 400000 | $397,232.28 | 0.11% | NR | 6.63 | 11/01/2025 |
| 3137FL6Q2 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM | 408000 | $395,243.23 | 0.11% | Aaa | 3.63 | 01/25/2029 |
| 05377RFD1 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A C | 400000 | $378,558.08 | 0.11% | Baa3 | 4.84 | 08/21/2028 |
| 693475BU8 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 7/8 10/20/34 | 357000 | $401,159.73 | 0.11% | A3 | 6.88 | 10/20/2034 |
| 58937CAA7 | MERCURY CHILE HOLDCO LLC AES 6 1/2 01/24/27 | 384000 | $368,668.08 | 0.11% | Ba1 | 6.50 | 01/24/2027 |
| 12660BAN1 | CSMC 2022-ATH1 CSMC 2022-ATH1 A1B | 390000 | $343,513.46 | 0.10% | NR | 3.35 | 01/25/2067 |
| 89788MAQ5 | TRUIST FINANCIAL CORP TFC 7.161 10/30/29 | 336000 | $367,168.44 | 0.10% | A3 | 7.16 | 10/30/2029 |
| 17888HAB9 | CIVITAS RESOURCES INC CIVI 8 3/4 07/01/31 | 324000 | $359,245.73 | 0.10% | B1 | 8.75 | 07/01/2031 |
| 46647PDU7 | JPMORGAN CHASE & CO JPM 5.299 07/24/29 | 337000 | $349,745.52 | 0.10% | A1 | 5.30 | 07/24/2029 |
| 337738BH0 | FISERV INC FI 5 5/8 08/21/33 | 327000 | $349,199.94 | 0.10% | Baa2 | 5.63 | 08/21/2033 |
| 718172DE6 | PHILIP MORRIS INTERNATIONAL INC PM 5 5/8 09/07/33 | 317000 | $336,729.37 | 0.10% | A2 | 5.63 | 09/07/2033 |
| 055451BD9 | BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/30 | 320000 | $336,794.50 | 0.10% | A1 | 5.25 | 09/08/2030 |
| 31307TDS7 | FGCI J36413 3.0 02-01-32 | 376804 | $361,149.45 | 0.10% | Aaa | 3.00 | 02/01/2032 |
| AP1360043 | MEXICO CITY AIRPORT TRUST MEXCAT 5 1/2 07/31/47 | 400000 | $353,227.78 | 0.10% | Baa3 | 5.50 | 07/31/2047 |
| 58549XAF0 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV2 MELLO 2021-INV2 A4 | 408638 | $355,570.05 | 0.10% | Aaa | 2.50 | 08/25/2051 |
| 05609VAJ4 | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C | 345000 | $333,509.49 | 0.10% | NR | 6.58 | 09/15/2036 |
| 05946KAM3 | BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 9 3/8 PERP | 312000 | $334,686.14 | 0.10% | Ba2 | 9.38 | 12/31/2099 |
| 21871XAQ2 | COREBRIDGE FINANCIAL INC CRBG 6.05 09/15/33 | 334000 | $353,791.57 | 0.10% | Baa2 | 6.05 | 09/15/2033 |
| 53218CAA8 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR A | 363699 | $356,758.66 | 0.10% | Aaa | 6.18 | 03/15/2038 |
| 1248EPCT8 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 7 3/8 03/01/31 | 341000 | $358,373.04 | 0.10% | B1 | 7.38 | 03/01/2031 |
| 39541EAC7 | GREENSAIF PIPELINES BIDCO SARL GASBCM 6.51 02/23/42 | 325000 | $351,088.39 | 0.10% | A1 | 6.51 | 02/23/2042 |
| 76774LAC1 | RITCHIE BROS HOLDINGS INC RBACN 7 3/4 03/15/31 | 320000 | $348,457.42 | 0.10% | B1 | 7.75 | 03/15/2031 |
| 92857WBW9 | VODAFONE GROUP PLC VOD 4 1/8 06/04/2081 | 392000 | $337,747.10 | 0.10% | Ba1 | 4.13 | 06/04/2081 |
| 92857WBX7 | VODAFONE GROUP PLC FLT 6/4/2081 | 450000 | $340,521.01 | 0.10% | Ba1 | 5.13 | 06/04/2081 |
| 55293BAB1 | MHP 2021-STOR MHP 2021-STOR A | 350000 | $345,313.42 | 0.10% | NR | 6.18 | 07/15/2038 |
| 88032WAU0 | TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30 | 418000 | $356,990.02 | 0.10% | A1 | 2.39 | 06/03/2030 |
| 83370RAC2 | SOCIETE GENERALE SA SOCGEN 9 3/8 PERP | 337000 | $355,964.43 | 0.10% | Ba2 | 9.38 | 12/31/2079 |
| 758750AF0 | REGAL REXNORD CORP RRX 6.4 04/15/33 | 316000 | $333,626.72 | 0.10% | Baa3 | 6.40 | 04/15/2033 |
| 876030AF4 | TAPESTRY INC TPR 7.85 11/27/33 | 324000 | $348,071.85 | 0.10% | Baa2 | 7.85 | 11/27/2033 |
| 876030AD9 | TAPESTRY INC TPR 7.35 11/27/28 | 337000 | $355,850.43 | 0.10% | Baa2 | 7.35 | 11/27/2028 |
| 28504KAA5 | ELECTRICITE DE FRANCE SA EDF 9 1/8 PERP | 303000 | $339,501.67 | 0.10% | Ba2 | 9.13 | 12/31/2049 |
| 17180TBA9 | CIFC FUNDING 2016-I LTD CIFC 2016-1A ARR | 320000 | $323,367.81 | 0.09% | NR | 6.68 | 10/21/2031 |
| 78355HKY4 | RYDER SYSTEM INC R 6.6 12/01/33 | 296000 | $331,430.93 | 0.09% | Baa2 | 6.60 | 12/01/2033 |
| 853254CT5 | STANDARD CHARTERED PLC STANLN 6.187 07/06/27 | 290000 | $303,423.89 | 0.09% | A3 | 6.19 | 07/06/2027 |
| 74460WAG2 | PUBLIC STORAGE OPERATING CO PSA 5.1 08/01/33 | 301000 | $318,204.70 | 0.09% | A2 | 5.10 | 08/01/2033 |
| 682680BK8 | ONEOK INC OKE 5.8 11/01/30 | 301000 | $319,091.75 | 0.09% | Baa2 | 5.80 | 11/01/2030 |
| 682680BL6 | ONEOK INC OKE 6.05 09/01/33 | 291000 | $314,530.47 | 0.09% | Baa2 | 6.05 | 09/01/2033 |
| 86563VBK4 | SUMITR 5.65 26 5.65 9/14/2026 | 298000 | $307,838.66 | 0.09% | A1 | 5.65 | 09/14/2026 |
| 571748BU5 | MARSH & MCLENNAN 5.4 9/15/2033 | 301000 | $321,826.61 | 0.09% | A3 | 5.40 | 09/15/2033 |
| 526107AG2 | LENNOX INTERNATIONAL INC LII 5 1/2 09/15/28 | 301000 | $313,962.53 | 0.09% | Baa2 | 5.50 | 09/15/2028 |
| 92840VAQ5 | VISTRA OPERATIONS CO LLC VST 6.95 10/15/33 | 286000 | $306,242.02 | 0.09% | Baa3 | 6.95 | 10/15/2033 |
| 571903BN2 | MARRIOTT INTERNATIONAL INC/MD MAR 5.55 10/15/28 | 312000 | $326,854.22 | 0.09% | Baa2 | 5.55 | 10/15/2028 |
| 36268NAA8 | GTCR W-2 MERGER SUB LLC WRLDPY 7 1/2 01/15/31 | 293000 | $314,930.27 | 0.09% | Ba3 | 7.50 | 01/15/2031 |
| 655844CU0 | NORFOLK SOUTHERN CORP NSC 5.95 03/15/64 | 290000 | $325,434.15 | 0.09% | Baa1 | 5.95 | 03/15/2064 |
| 209111GG2 | CONSOLIDATED EDISON CO OF NEW YORK INC ED 5.9 11/15/53 | 300000 | $331,822.67 | 0.09% | A3 | 5.90 | 11/15/2053 |
| BN0026623 | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA ENFRAG 5 3/8 12/30/30 | 400000 | $317,838.04 | 0.09% | Ba3 | 5.38 | 12/30/2030 |
| 29280LAA1 | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA ENFRAG 5 3/8 12/30/30 | 412000 | $327,373.18 | 0.09% | Ba3 | 5.38 | 12/30/2030 |
| 38138JAC7 | GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD GLM 2021-9A A | 294000 | $297,729.77 | 0.09% | NR | 6.75 | 01/20/2033 |
| 626717AN2 | MURPHY OIL CORP MUR 6 3/8 07/15/28 | 295000 | $305,013.43 | 0.09% | Ba2 | 6.38 | 07/15/2028 |
| 893647BR7 | TRANSDIGM INC TDG 6 3/4 08/15/28 | 310000 | $325,060.42 | 0.09% | Ba3 | 6.75 | 08/15/2028 |
| 03076CAM8 | AMERIPRISE FINANCIAL INC AMP 5.15 05/15/33 | 302000 | $313,168.18 | 0.09% | A3 | 5.15 | 05/15/2033 |
| 57636QAX2 | MASTERCARD INC MA 4.85 03/09/33 | 295000 | $309,087.98 | 0.09% | Aa3 | 4.85 | 03/09/2033 |
| 37959GAC1 | GLOBAL ATLANTIC FIN CO GBLATL 4.7 10/15/51 | 372000 | $322,530.15 | 0.09% | Baa3 | 4.70 | 10/15/2051 |
| 71654QDP4 | PETROLEOS MEXICANOS PEMEX 10 02/07/33 | 295000 | $307,995.34 | 0.09% | B1 | 10.00 | 02/07/2033 |
| 744573AX4 | PUBLIC SERVICE ENTERPRISE GROUP INC PEG 6 1/8 10/15/33 | 296000 | $322,506.66 | 0.09% | Baa2 | 6.13 | 10/15/2033 |
| 83546DAG3 | SONIC CAPITAL LLC SONIC 2020-1A A2I | 330600 | $311,658.56 | 0.09% | NR | 3.85 | 01/20/2050 |
| 924923AA3 | VERUS SECURITIZATION TRUST 2022-INV2 VERUS 2022-INV2 A1 | 319129 | $325,463.67 | 0.09% | NR | 6.79 | 10/25/2067 |
| 89386MAA6 | TRANSOCEAN TITAN FINANCING LTD RIG 8 3/8 02/01/28 | 278000 | $298,122.55 | 0.09% | B2 | 8.38 | 02/01/2028 |
| 75513ECU3 | RTX CORP RTX 5 3/4 01/15/29 | 300000 | $316,114.45 | 0.09% | Baa1 | 5.75 | 01/15/2029 |
| 876030AE7 | TAPESTRY INC TPR 7.7 11/27/30 | 300000 | $317,992.93 | 0.09% | Baa2 | 7.70 | 11/27/2030 |
| 20753YCH3 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1 | 323729 | $327,179.09 | 0.09% | NR | 7.34 | 03/25/2042 |
| 09261XAD4 | BLACKSTONE SECURED LENDING FUND BXSL 2 1/8 02/15/27 | 334000 | $299,431.16 | 0.09% | Baa3 | 2.13 | 02/15/2027 |
| 35564KE39 | FREDDIE MAC STACR REMIC TRUST 2022-HQA3 STACR 2022-HQA3 M1A | 304806 | $310,275.47 | 0.09% | A2 | 7.64 | 08/25/2042 |
| 05609XAA9 | BX TRUST 2022-CLS BX 2022-CLS A | 320000 | $321,725.25 | 0.09% | Aaa | 5.76 | 10/13/2027 |
| 95000U3G6 | WELLS FARGO & CO WFC 6.303 10/23/29 | 282000 | $300,563.36 | 0.09% | A1 | 6.30 | 10/23/2029 |
| 14040HDC6 | CAPITAL ONE FINANCIAL CORP COF 7.624 10/30/31 | 297000 | $330,143.14 | 0.09% | Baa1 | 7.62 | 10/30/2031 |
| 17888HAA1 | CIVITAS RESOURCES INC CIVI 8 3/8 07/01/28 | 280000 | $304,159.88 | 0.09% | B1 | 8.38 | 07/01/2028 |
| 12598RAA1 | COLT 2021-5 MORTGAGE LOAN TRUST COLT 2021-5 A1 | 323471 | $274,485.50 | 0.08% | NR | 1.73 | 11/26/2066 |
| 14040HDB8 | CAPITAL ONE FINANCIAL CORP COF 7.149 10/29/27 | 255000 | $267,761.97 | 0.08% | Baa1 | 7.15 | 10/29/2027 |
| 91159HJM3 | US BANCORP USB 5.775 06/12/29 | 282000 | $290,573.35 | 0.08% | A3 | 5.78 | 06/12/2029 |
| 91159HJN1 | US BANCORP USB 5.836 06/12/34 | 269000 | $278,308.54 | 0.08% | A3 | 5.84 | 06/12/2034 |
| 95002YAA1 | WELLS FARGO & CO WFC 7 5/8 PERP | 268000 | $282,123.57 | 0.08% | Baa2 | 7.63 | 12/31/2099 |
| 61747YFG5 | MORGAN STANLEY MS 5.424 07/21/34 | 269000 | $279,486.86 | 0.08% | A1 | 5.42 | 07/21/2034 |
| 03464UAA4 | ANGEL OAK MORTGAGE TRUST 2023-6 AOMT 2023-6 A1 | 268792 | $270,822.48 | 0.08% | NR | 6.50 | 12/25/2067 |
| 571748BV3 | MARSH & MCLENNAN 5.7 9/15/2053 | 269000 | $297,007.92 | 0.08% | A3 | 5.70 | 09/15/2053 |
| 83546DAN8 | SONIC CAPITAL LLC SONIC 2021-1A A2I | 332350 | $283,589.33 | 0.08% | NR | 2.19 | 08/20/2051 |
| 26884TAW2 | ERAC USA FINANCE LLC ENTERP 4.9 05/01/33 | 273000 | $274,861.28 | 0.08% | Baa1 | 4.90 | 05/01/2033 |
| 30303M8R6 | META PLATFORMS INC META 5 3/4 05/15/63 | 259000 | $285,364.70 | 0.08% | A1 | 5.75 | 05/15/2063 |
| 92338CAA1 | VERALTO CORP VLTO 5 1/2 09/18/26 | 284000 | $292,093.19 | 0.08% | Baa1 | 5.50 | 09/18/2026 |
| 896292AL3 | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND TRITOB 5.95 01/14/31 | 250000 | $263,421.18 | 0.08% | Ba2 | 5.95 | 01/14/2031 |
| 29250NBT1 | ENBRIDGE INC ENBCN 8 1/2 01/15/2084 | 254000 | $275,923.41 | 0.08% | Baa3 | 8.50 | 01/15/2084 |
| 637639AK1 | NATIONAL SECURITIES CLEARING CORP NSCCLF 5 05/30/28 | 259000 | $264,966.98 | 0.08% | Aaa | 5.00 | 05/30/2028 |
| 46115HCD7 | INTESA SANPAOLO SPA ISPIM 7.2 11/28/33 | 259000 | $277,807.07 | 0.08% | Baa1 | 7.20 | 11/28/2033 |
| 172967MU2 | CITIGROUP INC C 4 PERP | 296000 | $273,132.62 | 0.08% | Ba1 | 4.00 | 12/31/2079 |
| 80386WAC9 | SASOL FINANCING USA LLC SASOL 4 3/8 09/18/26 | 288000 | $271,085.09 | 0.08% | Ba1 | 4.38 | 09/18/2026 |
| 195325EG6 | COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 7 1/2 02/02/34 | 255000 | $276,947.53 | 0.08% | Baa2 | 7.50 | 02/02/2034 |
| 91159HJL5 | US BANCORP USB 4.839 02/01/34 | 282000 | $275,797.84 | 0.08% | A3 | 4.84 | 02/01/2034 |
| 693475BP9 | PNC FINANCIAL SERVICES GROUP INC ( FLT 12/31/2079 | 303000 | $283,288.48 | 0.08% | Baa2 | 6.25 | 12/31/2099 |
| 39541EAA1 | GREENSAIF PIPELINES BIDCO SARL GASBCM 6.129 02/23/38 | 270000 | $287,379.17 | 0.08% | A1 | 6.13 | 02/23/2038 |
| 75513ECR0 | RTX CORP RTX 5.15 02/27/33 | 284000 | $294,475.00 | 0.08% | Baa1 | 5.15 | 02/27/2033 |
| 797440CD4 | SAN DIEGO GAS & ELECTRIC CO SRE 5.35 04/01/53 | 290000 | $297,269.01 | 0.08% | A1 | 5.35 | 04/01/2053 |
| 30227FAE0 | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B | 284699 | $281,151.04 | 0.08% | Aa3 | 6.86 | 07/15/2038 |
| 55293BAD7 | MHP 2021-STOR MHP 2021-STOR B | 270000 | $264,878.13 | 0.08% | NR | 6.38 | 07/15/2038 |
| 49327M3F9 | KEYBANK NA/CLEVELAND OH KEY 5.85 11/15/27 | 287000 | $288,935.33 | 0.08% | Baa1 | 5.85 | 11/15/2027 |
| 105340AR4 | BRANDYWINE OPERATING PARTNERSHIP LP BDN 7.55 03/15/28 | 268000 | $277,169.87 | 0.08% | Ba1 | 7.80 | 03/15/2028 |
| 77586RAR1 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 1/8 01/17/33 | 256000 | $283,954.77 | 0.08% | Baa3 | 7.13 | 01/17/2033 |
| 73730EAC7 | POSCO POHANG 5 5/8 01/17/26 | 284000 | $293,723.21 | 0.08% | Baa1 | 5.63 | 01/17/2026 |
| 05377RGC2 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-1A A | 267000 | $265,943.95 | 0.08% | Aaa | 5.25 | 04/20/2029 |
| 233853AP5 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC DTRGR 5.15 01/16/26 | 266000 | $273,007.50 | 0.08% | A3 | 5.15 | 01/16/2026 |
| 68233JCR3 | ONCOR ELECTRIC DELIVERY CO LLC ONCRTX 5.65 11/15/33 | 265000 | $284,306.05 | 0.08% | A2 | 5.65 | 11/15/2033 |
| 431282AU6 | HIGHWOODS REALTY LP HIW 7.65 02/01/34 | 258000 | $280,524.20 | 0.08% | Baa2 | 7.65 | 02/01/2034 |
| 85208NAD2 | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2 | 287812 | $285,735.28 | 0.08% | A1 | 4.74 | 03/20/2025 |
| 08161BBC6 | BENCHMARK 2018-B3 MORTGAGE TRUST BMARK 2018-B3 C | 376000 | $278,624.26 | 0.08% | NR | 4.52 | 04/10/2051 |
| ZS2929843 | NETFLIX INC NFLX 3 7/8 11/15/29 | 244000 | $278,975.20 | 0.08% | Baa2 | 3.88 | 11/15/2029 |
| 3131Y7TD9 | FNCL ZN1448 4.0 11-01-48 | 296800 | $286,664.24 | 0.08% | Aaa | 4.00 | 11/01/2048 |
| 92840MAC6 | VISTRA CORP VST 7 PERP | 293000 | $289,516.56 | 0.08% | Ba3 | 7.00 | 12/31/2079 |
| 3137FJXW4 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM | 241000 | $236,666.97 | 0.07% | Aaa | 4.03 | 10/25/2028 |
| 3137FKJD9 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM | 241000 | $237,612.87 | 0.07% | Aa3 | 4.06 | 10/25/2028 |
| 92539NAA4 | VERUS SECURITIZATION TRUST 2022-7 VERUS 2022-7 A1 | 256815 | $258,193.62 | 0.07% | Aaa | 5.15 | 07/25/2067 |
| 87264ACW3 | T-MOBILE USA INC TMUS 5.65 01/15/53 | 214000 | $228,386.38 | 0.07% | Baa2 | 5.65 | 01/15/2053 |
| 49177JAK8 | KENVUE INC KVUE 4.9 03/22/33 | 235000 | $245,402.25 | 0.07% | A1 | 4.90 | 03/22/2033 |
| 04316JAG4 | ARTHUR J GALLAGHER & CO AJG 6 3/4 02/15/54 | 218000 | $256,769.82 | 0.07% | Baa2 | 6.75 | 02/15/2054 |
| 09031WAC7 | BIMBO BAKERIES USA INC BIMBOA 6.05 01/15/29 | 233000 | $247,377.33 | 0.07% | Baa1 | 6.05 | 01/15/2029 |
| 110122DZ8 | BRISTOL-MYERS SQUIBB CO BMY 5.9 11/15/33 | 235000 | $257,887.99 | 0.07% | A2 | 5.90 | 11/15/2033 |
| 91087BAV2 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.35 02/09/35 | 235000 | $252,069.28 | 0.07% | Baa2 | 6.35 | 02/09/2035 |
| 59156RCD8 | METLIFE INC MET 5 1/4 01/15/54 | 221000 | $232,260.90 | 0.07% | A3 | 5.25 | 01/15/2054 |
| 77586RAS9 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 5/8 01/17/53 | 200000 | $230,651.22 | 0.07% | Baa3 | 7.63 | 01/17/2053 |
| 31429KAJ2 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 5.278 01/23/26 | 250000 | $254,796.75 | 0.07% | A1 | 5.28 | 01/23/2026 |
| 184496AQ0 | CLEAN HARBORS INC CLH 6 3/8 02/01/31 | 240000 | $250,228.20 | 0.07% | Ba3 | 6.38 | 02/01/2031 |
| 655844CT3 | NORFOLK SOUTHERN CORP NSC 5.55 03/15/34 | 228000 | $242,169.81 | 0.07% | Baa1 | 5.55 | 03/15/2034 |
| 53218CAE0 | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C | 255572 | $248,334.42 | 0.07% | Aa3 | 6.58 | 03/15/2038 |
| 85573GAA0 | STAR 2021-1 TRUST STAR 2021-1 A1 | 264436 | $234,023.41 | 0.07% | NR | 1.22 | 05/25/2065 |
| 21987BBF4 | CORP NACIONAL DEL COBRE DE CHILE CDEL 5 1/8 02/02/33 | 237000 | $234,249.57 | 0.07% | Baa1 | 5.13 | 02/02/2033 |
| 20755AAB8 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1 | 225475 | $231,114.54 | 0.07% | NR | 7.64 | 01/25/2043 |
| 87164DVJ6 | SYNOVUS BANK/COLUMBUS GA SNV 5 5/8 02/15/28 | 254000 | $249,439.85 | 0.07% | NR | 5.63 | 02/15/2028 |
| 87266GAA8 | TMS ISSUER SARL GASBCM 5.78 08/23/32 | 220000 | $233,871.24 | 0.07% | A1 | 5.78 | 08/23/2032 |
| 031162DR8 | AMGEN INC AMGN 5 1/4 03/02/33 | 232000 | $241,880.14 | 0.07% | Baa1 | 5.25 | 03/02/2033 |
| 031162DT4 | AMGEN INC AMGN 5.65 03/02/53 | 227000 | $243,063.04 | 0.07% | Baa1 | 5.65 | 03/02/2053 |
| 031162DP2 | AMGEN INC AMGN 5.15 03/02/28 | 227000 | $236,255.83 | 0.07% | Baa1 | 5.15 | 03/02/2028 |
| 88032WBB1 | TENCENT HOLDINGS LTD TENCNT 3.68 04/22/41 | 301000 | $238,768.70 | 0.07% | A1 | 3.68 | 04/22/2041 |
| 853254CC2 | STANDARD CHARTERED PLC STANLN 2.678 06/29/32 | 301000 | $244,049.23 | 0.07% | A3 | 2.68 | 06/29/2032 |
| 83546DAQ1 | SONIC CAPITAL LLC SONIC 2021-1A A2II | 322575 | $257,016.29 | 0.07% | NR | 2.64 | 08/20/2051 |
| 44891ACD7 | HYUNDAI CAPITAL AMERICA HYNMTR 5.6 03/30/28 | 221000 | $227,398.58 | 0.07% | Baa1 | 5.60 | 03/30/2028 |
| 606822CY8 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.242 04/19/29 | 237000 | $243,029.46 | 0.07% | A1 | 5.24 | 04/19/2029 |
| 606822DC5 | MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.406 04/19/34 | 247000 | $258,475.16 | 0.07% | A1 | 5.41 | 04/19/2034 |
| 61690U4T4 | MORGAN STANLEY BANK NA MS 4.754 04/21/26 | 254000 | $256,176.65 | 0.07% | Aa3 | 4.75 | 04/21/2026 |
| 404119CR8 | HCA INC HCA 5.9 06/01/53 | 254000 | $261,612.38 | 0.07% | Baa3 | 5.90 | 06/01/2053 |
| 637432PB5 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 7 1/8 09/15/53 | 228000 | $239,776.47 | 0.07% | A3 | 7.13 | 09/15/2053 |
| 808513CE3 | CHARLES SCHWAB CORP/THE SCHW 5.853 05/19/34 | 225000 | $233,793.04 | 0.07% | A2 | 5.85 | 05/19/2034 |
| 808513CD5 | CHARLES SCHWAB CORP/THE SCHW 5.643 05/19/29 | 224000 | $231,257.09 | 0.07% | A2 | 5.64 | 05/19/2029 |
| 92338CAE3 | VERALTO CORP VLTO 5.45 09/18/33 | 234000 | $246,018.67 | 0.07% | Baa1 | 5.45 | 09/18/2033 |
| 46124HAH9 | INTUIT INC INTU 5 1/2 09/15/53 | 234000 | $259,694.03 | 0.07% | A3 | 5.50 | 09/15/2053 |
| 00138CAV0 | COREBRIDGE GLOBAL FUNDING CRBG 5.9 09/19/28 | 241000 | $252,316.88 | 0.07% | A2 | 5.90 | 09/19/2028 |
| 44328UAB2 | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2 | 240000 | $242,171.17 | 0.07% | Aaa | 6.04 | 01/21/2031 |
| 14040HCZ6 | CAPITAL ONE FINANCIAL CORP COF 6.312 06/08/29 | 228000 | $234,826.92 | 0.07% | Baa1 | 6.31 | 06/08/2029 |
| 95000U3E1 | WELLS FARGO & CO WFC 5.574 07/25/29 | 231000 | $241,446.34 | 0.07% | A1 | 5.57 | 07/25/2029 |
| 655844CS5 | NORFOLK SOUTHERN CORP NSC 5.35 08/01/54 | 220000 | $233,503.98 | 0.07% | Baa1 | 5.35 | 08/01/2054 |
| 45687VAB2 | INGERSOLL RAND INC IR 5.7 08/14/33 | 224000 | $241,851.21 | 0.07% | Baa3 | 5.70 | 08/14/2033 |
| 22546QAP2 | CREDIT SUISSE AG/NEW YORK NY UBS 3 5/8 09/09/24 | 250000 | $249,274.24 | 0.07% | A3 | 3.63 | 09/09/2024 |
| 49327M2K9 | KEYBANK NA/CLEVELAND OH KEY 3.3 06/01/25 | 256000 | $246,905.96 | 0.07% | Baa1 | 3.30 | 06/01/2025 |
| 16164AAD7 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3 | 261301 | $235,867.64 | 0.07% | A2 | 3.75 | 12/25/2045 |
| 86359A5N9 | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5 | 255334 | $245,916.18 | 0.07% | NR | 6.60 | 11/25/2033 |
| 38148BAD0 | GOLDMAN SACHS GROUP INC/THE GS FLOAT PERP | 247000 | $250,157.78 | 0.07% | Ba1 | 8.50 | 12/31/2079 |
| 44963HAA3 | IHS HOLDING LTD IHSHLD 5 5/8 11/29/26 | 296000 | $258,331.04 | 0.07% | NR | 5.63 | 11/29/2026 |
| 12433EAJ0 | BX TRUST 2022-LBA6 BX 2022-LBA6 C | 240000 | $235,970.19 | 0.07% | A3 | 6.96 | 01/15/2039 |
| 13032UD88 | CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD88 4.19 6/1/2037 | 245000 | $227,459.86 | 0.07% | Aa3 | 4.19 | 06/01/2037 |
| 03217KAB4 | SITIOS LATINOAMERICA SAB DE CV SILAMX 5 3/8 04/04/32 | 263000 | $247,874.34 | 0.07% | Baa3 | 5.38 | 04/04/2032 |
| 01609WAW2 | ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57 | 240000 | $195,943.31 | 0.06% | A1 | 4.40 | 12/06/2057 |
| 74834LBD1 | QUEST DIAGNOSTICS INC DGX 6.4 11/30/33 | 201000 | $225,072.19 | 0.06% | Baa2 | 6.40 | 11/30/2033 |
| 401494AX7 | GUATEMALA GOVERNMENT BOND GUATEM 7.05 10/04/32 | 200000 | $215,807.50 | 0.06% | Ba1 | 7.05 | 10/04/2032 |
| 126650DY3 | CVS HEALTH CORP CVS 5.3 06/01/33 | 195000 | $200,973.80 | 0.06% | Baa2 | 5.30 | 06/01/2033 |
| 14040HDA0 | CAPITAL ONE FINANCIAL CORP COF 6.377 06/08/34 | 204000 | $210,787.45 | 0.06% | Baa1 | 6.38 | 06/08/2034 |
| 89788MAP7 | TRUIST FINANCIAL CORP TFC 5.867 06/08/34 | 220000 | $225,245.34 | 0.06% | A3 | 5.87 | 06/08/2034 |
| 89788MAN2 | TRUIST FINANCIAL CORP TFC 6.047 06/08/27 | 204000 | $208,381.19 | 0.06% | A3 | 6.05 | 06/08/2027 |
| ZK8297671 | MVM ENERGETIKA ZRT MVMHU 7 1/2 06/09/28 | 200000 | $209,718.27 | 0.06% | NR | 7.50 | 06/09/2028 |
| 053332BF8 | AUTOZONE INC AZO 5.2 08/01/33 | 196000 | $204,014.91 | 0.06% | Baa1 | 5.20 | 08/01/2033 |
| 709599BW3 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.05 08/01/28 | 214000 | $227,202.86 | 0.06% | Baa2 | 6.05 | 08/01/2028 |
| 20826FBG0 | CONOCOPHILLIPS CO COP 5.55 03/15/54 | 197000 | $213,136.71 | 0.06% | A2 | 5.55 | 03/15/2054 |
| 58013MFW9 | MCDONALDS CORP MCD 5.45 08/14/53 | 199000 | $215,841.48 | 0.06% | Baa1 | 5.45 | 08/14/2053 |
| 055451BF4 | BHP BILLITON FINANCE USA LTD BHP 5 1/2 09/08/53 | 180000 | $199,371.72 | 0.06% | A1 | 5.50 | 09/08/2053 |
| 26190TAA9 | DRYDEN 93 CLO LTD DRSLF 2021-93A A1A | 217546 | $220,407.91 | 0.06% | Aaa | 6.74 | 01/15/2034 |
| 709599BT0 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.55 05/01/28 | 193000 | $197,746.45 | 0.06% | Baa2 | 5.55 | 05/01/2028 |
| 718547AR3 | PHILLIPS 66 CO PSX 5.3 06/30/33 | 199000 | $212,214.88 | 0.06% | A3 | 5.30 | 06/30/2033 |
| 548661EQ6 | LOWES COS INC LOW 5.15 07/01/33 | 201000 | $211,693.53 | 0.06% | Baa1 | 5.15 | 07/01/2033 |
| 90320WAG8 | UPMC UPMCHS 5.035 05/15/33 | 202000 | $205,779.49 | 0.06% | A2 | 5.04 | 05/15/2033 |
| 61747YFD2 | MORGAN STANLEY MS 5.164 04/20/29 | 205000 | $208,259.65 | 0.06% | A1 | 5.16 | 04/20/2029 |
| 67078AAF0 | NVENT FINANCE SARL NVT 5.65 05/15/33 | 197000 | $201,554.91 | 0.06% | NR | 5.65 | 05/15/2033 |
| 26884TAX0 | ERAC USA FINANCE LLC ENTERP 5.4 05/01/53 | 188000 | $199,027.99 | 0.06% | Baa1 | 5.40 | 05/01/2053 |
| 857477CC5 | STATE STREET CORP STT 5.159 05/18/34 | 191000 | $193,520.01 | 0.06% | A1 | 5.16 | 05/18/2034 |
| 28504DAB9 | ELECTRICITE DE FRANCE SA EDF 5.7 05/23/28 | 218000 | $226,864.66 | 0.06% | Baa1 | 5.70 | 05/23/2028 |
| 89236TLB9 | TOYOTA MTR CRED 5.25 9/11/2028 | 209000 | $219,763.29 | 0.06% | A1 | 5.25 | 09/11/2028 |
| 00203QAF4 | AP MOLLER - MAERSK A/S MAERSK 5 7/8 09/14/33 | 211000 | $223,898.87 | 0.06% | Baa2 | 5.88 | 09/14/2033 |
| 68205LAS2 | OMAN GOVERNMENT INTERNATIONAL BOND OMAN 6 1/4 01/25/31 | 200000 | $215,686.67 | 0.06% | Ba1 | 6.25 | 01/25/2031 |
| 01609WBA9 | ALIBABA GROUP HOLDING LTD BABA 3 1/4 02/09/61 | 337000 | $216,081.71 | 0.06% | A1 | 3.25 | 02/09/2061 |
| 49456BAX9 | KINDER MORGAN INC KMI 5.2 06/01/33 | 199000 | $198,663.90 | 0.06% | Baa2 | 5.20 | 06/01/2033 |
| 68389XCP8 | ORACLE CORP ORCL 4.9 02/06/33 | 208000 | $211,158.87 | 0.06% | Baa2 | 4.90 | 02/06/2033 |
| 031162DS6 | AMGEN INC AMGN 5.6 03/02/43 | 203000 | $213,519.81 | 0.06% | Baa1 | 5.60 | 03/02/2043 |
| 969457CJ7 | WILLIAMS COS INC/THE WMB 5.65 03/15/33 | 197000 | $209,066.81 | 0.06% | Baa2 | 5.65 | 03/15/2033 |
| 29250NBR5 | ENBRIDGE INC ENBCN 5.7 03/08/33 | 193000 | $204,056.72 | 0.06% | Baa1 | 5.70 | 03/08/2033 |
| 151290CB7 | CEMEX SAB DE CV CEMEX 9 1/8 PERP | 200000 | $213,861.81 | 0.06% | NR | 9.13 | 12/31/2079 |
| 88032WBC9 | TENCENT HOLDINGS LTD TENCNT 3.84 04/22/51 | 277000 | $208,897.59 | 0.06% | A1 | 3.84 | 04/22/2051 |
| 42806MAE9 | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A A | 240000 | $217,415.59 | 0.06% | Aaa | 1.68 | 12/27/2027 |
| 31573TAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | 227802 | $216,031.29 | 0.06% | NR | 2.74 | 11/25/2059 |
| 80413TBA6 | SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 1/2 10/25/32 | 200000 | $215,023.87 | 0.06% | A1 | 5.50 | 10/25/2032 |
| 91324PEQ1 | UNITEDHEALTH GROUP INC UNH 5.3 02/15/30 | 190000 | $202,626.32 | 0.06% | A2 | 5.30 | 02/15/2030 |
| 68389XCJ2 | ORACLE CORP ORCL 6 1/4 11/09/32 | 185000 | $202,928.82 | 0.06% | Baa2 | 6.25 | 11/09/2032 |
| 126650BV1 | CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33 | 203217 | $202,447.00 | 0.06% | Baa2 | 5.77 | 01/10/2033 |
| 25746UDR7 | DOMINION ENERGY INC D 5 3/8 11/15/32 | 197000 | $203,647.37 | 0.06% | Baa2 | 5.38 | 11/15/2032 |
| 78392BAE7 | SK HYNIX INC HYUELE 6 3/8 01/17/28 | 200000 | $212,260.94 | 0.06% | Baa2 | 6.38 | 01/17/2028 |
| 209111GF4 | CONSOLIDATED EDISON CO OF NEW YORK INC ED 5 1/2 03/15/34 | 215000 | $226,765.37 | 0.06% | A3 | 5.50 | 03/15/2034 |
| 46522TAC2 | ISTANBUL METROPOLITAN MUNICIPALITY ISTNBL 10 1/2 12/06/28 | 200000 | $213,458.33 | 0.06% | B3 | 10.50 | 12/06/2028 |
| 12644VAF5 | CSN RESOURCES SA CSNABZ 8 7/8 12/05/30 | 200000 | $209,685.94 | 0.06% | Ba2 | 8.88 | 12/05/2030 |
| 80386WAB1 | SASOL FINANCING USA LLC SASOL 6 1/2 09/27/28 | 200000 | $193,906.06 | 0.06% | Ba1 | 6.50 | 09/27/2028 |
| 91087BAF7 | MEXICO GOVERNMENT INTERNATIONAL BOND MEX 4 1/2 04/22/29 | 200000 | $198,544.68 | 0.06% | Baa2 | 4.50 | 04/22/2029 |
| AX1774725 | BANCO BTG PACTUAL SA/CAYMAN ISLANDS BTGPBZ 7 3/4 02/15/29 | 200000 | $206,595.56 | 0.06% | B1 | 7.75 | 02/15/2029 |
| 82939GAF5 | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24 | 200000 | $198,586.11 | 0.06% | A1 | 2.50 | 08/08/2024 |
| 81725WAL7 | SENSATA TECHNOLOGIES BV ST 5 7/8 09/01/30 | 211000 | $213,764.02 | 0.06% | Ba2 | 5.88 | 09/01/2030 |
| 46647PDK9 | JPMORGAN CHASE & CO JPM 5.717 09/14/33 | 189000 | $198,769.76 | 0.06% | A3 | 5.72 | 09/14/2033 |
| 49177JAH5 | KENVUE INC KVUE 5 03/22/30 | 217000 | $226,956.91 | 0.06% | A1 | 5.00 | 03/22/2030 |
| 04316JAF6 | ARTHUR J GALLAGHER & CO AJG 6 1/2 02/15/34 | 203000 | $224,067.14 | 0.06% | Baa2 | 6.50 | 02/15/2034 |
| 13032UD96 | CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD96 4.353 6/1/2041 | 220000 | $200,129.12 | 0.06% | Aa3 | 4.35 | 06/01/2041 |
| 06675QAB9 | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27 | 200000 | $190,327.78 | 0.05% | Baa1 | 5.00 | 07/27/2027 |
| 444859BZ4 | HUMANA INC HUM 5 3/4 12/01/28 | 178000 | $187,537.21 | 0.05% | Baa2 | 5.75 | 12/01/2028 |
| 44963HAB1 | IHS HOLDING LTD IHSHLD 6 1/4 11/29/28 | 214000 | $174,207.89 | 0.05% | NR | 6.25 | 11/29/2028 |
| 39530MAA6 | GREENKO POWER II LTD GRNKEN 4.3 12/13/28 | 180000 | $162,432.00 | 0.05% | Ba2 | 4.30 | 12/13/2028 |
| BU3620426 | COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.264 02/15/52 | 200000 | $181,034.00 | 0.05% | Baa2 | 6.26 | 02/15/2052 |
| 30190AAC8 | F&G ANNUITIES & LIFE INC FG 7.4 01/13/28 | 154000 | $164,120.38 | 0.05% | NR | 7.40 | 01/13/2028 |
| 126650DW7 | CVS HEALTH CORP CVS 5 01/30/29 | 164000 | $171,769.72 | 0.05% | Baa2 | 5.00 | 01/30/2029 |
| 720186AQ8 | PIEDMONT NATURAL GAS CO INC DUK 5.4 06/15/33 | 167000 | $172,096.80 | 0.05% | A3 | 5.40 | 06/15/2033 |
| 16411QAP6 | CHENIERE ENERGY PARTNERS LP CQP 5.95 06/30/33 | 154000 | $162,953.99 | 0.05% | Ba1 | 5.95 | 06/30/2033 |
| 44891ACG0 | HYUNDAI CAPITAL AMERICA HYNMTR 5.65 06/26/26 | 183000 | $184,357.77 | 0.05% | Baa1 | 5.65 | 06/26/2026 |
| 74340XCG4 | PROLOGIS LP PLD 4 7/8 06/15/28 | 174000 | $176,591.85 | 0.05% | A3 | 4.88 | 06/15/2028 |
| 74340XCH2 | PROLOGIS LP 5.125 1/15/2034 | 169000 | $178,821.20 | 0.05% | A3 | 5.13 | 01/15/2034 |
| 74460WAH0 | PUBLIC STORAGE OPERATING CO PSA 5.35 08/01/53 | 180000 | $192,074.79 | 0.05% | A2 | 5.35 | 08/01/2053 |
| 655844CR7 | NORFOLK SOUTHERN CORP NSC 5.05 08/01/30 | 174000 | $181,781.00 | 0.05% | Baa1 | 5.05 | 08/01/2030 |
| 595620AY1 | MIDAMERICAN ENERGY CO BRKHEC 5.85 09/15/54 | 157000 | $176,598.07 | 0.05% | Aa2 | 5.85 | 09/15/2054 |
| 845467AS8 | SOUTHWESTERN ENERGY CO SWN 5 3/8 03/15/30 | 179000 | $177,617.88 | 0.05% | Ba2 | 5.38 | 03/15/2030 |
| 33852HAD4 | FLAGSTAR MORTGAGE TRUST 2021-8INV FSMT 2021-8INV A6 | 208585 | $181,791.24 | 0.05% | Aaa | 2.50 | 09/25/2051 |
| BR4068234 | ELECTRICIDAD FIRME DE MEXICO HOLDINGS SA DE CV EFIRME 4.9 11/20/26 | 200000 | $180,116.11 | 0.05% | Ba2 | 4.90 | 11/20/2026 |
| 571903BL6 | MARRIOTT INTERNATIONAL INC/MD MAR 4.9 04/15/29 | 161000 | $163,711.79 | 0.05% | Baa2 | 4.90 | 04/15/2029 |
| 05369AAN1 | AVIATION CAPITAL GROUP LLC ACGCAP 6 1/4 04/15/28 | 155000 | $160,092.67 | 0.05% | Baa2 | 6.25 | 04/15/2028 |
| 958667AE7 | WESTERN MIDSTREAM OPERATING LP WES 6.15 04/01/33 | 160000 | $168,678.88 | 0.05% | Baa3 | 6.15 | 04/01/2033 |
| 06051GLH0 | BANK OF AMERICA CORP BAC 5.288 04/25/34 | 183000 | $185,195.26 | 0.05% | A1 | 5.29 | 04/25/2034 |
| 38141GYU2 | GOLDMAN SACHS GROUP INC/THE GS 4 1/8 PERP | 210000 | $188,242.86 | 0.05% | Ba1 | 4.13 | 12/31/2059 |
| 375558CA9 | GILEAD SCIENCES INC GILD 5.55 10/15/53 | 152000 | $167,201.25 | 0.05% | A3 | 5.55 | 10/15/2053 |
| 655663AB8 | NORDSON CORP NDSN 5.8 09/15/33 | 161000 | $173,696.25 | 0.05% | Baa2 | 5.80 | 09/15/2033 |
| 703481AD3 | PATTERSON-UTI ENERGY INC PTEN 7.15 10/01/33 | 170000 | $183,744.83 | 0.05% | Baa3 | 7.15 | 10/01/2033 |
| 15189XBD9 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 5.2 10/01/28 | 169000 | $176,853.60 | 0.05% | A2 | 5.20 | 10/01/2028 |
| 37185LAN2 | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 8 7/8 04/15/30 | 173000 | $182,123.18 | 0.05% | B3 | 8.88 | 04/15/2030 |
| 87264ACY9 | T-MOBILE USA INC TMUS 5.05 07/15/33 | 169000 | $174,249.39 | 0.05% | Baa2 | 5.05 | 07/15/2033 |
| 35564KP37 | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1A | 187657 | $190,863.06 | 0.05% | NR | 7.44 | 03/25/2043 |
| 74251VAT9 | PRINCIPAL FINANCIAL GROUP INC PFG 5 3/8 03/15/33 | 153000 | $158,864.27 | 0.05% | Baa1 | 5.38 | 03/15/2033 |
| 00751YAJ5 | ADVANCE AUTO PARTS INC AAP 5.95 03/09/28 | 166000 | $168,210.30 | 0.05% | Baa2 | 5.95 | 03/09/2028 |
| 26443TAD8 | DUKE ENERGY INDIANA LLC DUK 5.4 04/01/53 | 154000 | $158,875.79 | 0.05% | Aa3 | 5.40 | 04/01/2053 |
| ZQ2853146 | CELULOSA ARAUCO Y CONSTITUCION SA CELARA 5.15 01/29/50 | 200000 | $169,334.51 | 0.05% | Baa3 | 5.15 | 01/29/2050 |
| BJ4508351 | GRUPO ENERGIA BOGOTA SA ESP GEBCB 4 7/8 05/15/30 | 200000 | $190,995.83 | 0.05% | Baa2 | 4.88 | 05/15/2030 |
| 03465LAA3 | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1 | 173866 | $160,514.47 | 0.05% | NR | 1.69 | 04/25/2065 |
| 948596AE1 | WEIBO CORP WB 3 3/8 07/08/30 | 200000 | $175,707.75 | 0.05% | Baa2 | 3.38 | 07/08/2030 |
| 91324PER9 | UNITEDHEALTH GROUP INC UNH 5.35 02/15/33 | 164000 | $176,810.43 | 0.05% | A2 | 5.35 | 02/15/2033 |
| 20030NEB3 | COMCAST CORP CMCSA 5 1/2 11/15/32 | 154000 | $165,104.27 | 0.05% | A3 | 5.50 | 11/15/2032 |
| 68389XCK9 | ORACLE CORP ORCL 6.9 11/09/52 | 144000 | $170,443.99 | 0.05% | Baa2 | 6.90 | 11/09/2052 |
| 758750AD5 | REGAL REXNORD CORP RRX 6.05 04/15/28 | 183000 | $187,583.91 | 0.05% | Baa3 | 6.05 | 04/15/2028 |
| 78016FZX5 | ROYAL BANK OF CANADA RY 5 02/01/33 | 159000 | $164,999.50 | 0.05% | A1 | 5.00 | 02/01/2033 |
| 75513ECV1 | RTX CORP RTX 6 03/15/31 | 154000 | $165,415.42 | 0.05% | Baa1 | 6.00 | 03/15/2031 |
| 37185LAP7 | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 8 1/4 01/15/29 | 153000 | $158,285.39 | 0.05% | B3 | 8.25 | 01/15/2029 |
| AQ3405596 | INFRAESTRUCTURA ENERGETICA NOVA SAPI DE CV IENOVA 4 7/8 01/14/48 | 200000 | $161,782.92 | 0.05% | Baa3 | 4.88 | 01/14/2048 |
| 36179UV90 | G2SF MA6040 4.0 07-20-49 | 190902 | $184,683.35 | 0.05% | Aaa | 4.00 | 07/20/2049 |
| 16159GAC3 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3 | 211344 | $187,077.61 | 0.05% | NR | 3.50 | 07/25/2049 |
| 45866FAY0 | INTERCONTINENTAL EXCHANGE INC ICE 5.2 06/15/62 | 154000 | $157,748.22 | 0.05% | A3 | 5.20 | 06/15/2062 |
| 316773DG2 | FIFTH THIRD BANCORP FITB 4.772 07/28/30 | 192000 | $191,406.99 | 0.05% | Baa1 | 4.77 | 07/28/2030 |
| 693475BF1 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.2 PERP | 176000 | $171,598.85 | 0.05% | Baa2 | 6.20 | 12/31/2099 |
| 907818GD4 | UNION PACIFIC CORP UNP 5.15 01/20/63 | 158000 | $162,567.12 | 0.05% | A3 | 5.15 | 01/20/2063 |
| 25731VAB0 | DOMINION ENERGY SOUTH CAROLINA INC D 6 1/4 10/15/53 | 142000 | $165,802.21 | 0.05% | A2 | 6.25 | 10/15/2053 |
| 049560AZ8 | ATMOS ENERGY CORP ATO 5.9 11/15/33 | 155000 | $170,222.91 | 0.05% | A1 | 5.90 | 11/15/2033 |
| 91282CJC6 | UNITED STATES TREASURY NOTE/BOND T 4 5/8 10/15/26 | 157000 | $160,877.95 | 0.05% | Aaa | 4.63 | 10/15/2026 |
| 832696AX6 | J M SMUCKER CO/THE SJM 6.2 11/15/33 | 160000 | $176,328.48 | 0.05% | Baa2 | 6.20 | 11/15/2033 |
| 38500TAC5 | GRAN TIERRA ENERGY INC GTE 9 1/2 10/15/29 | 204000 | $182,907.65 | 0.05% | B2 | 9.50 | 10/15/2029 |
| 110122EB0 | BRISTOL-MYERS SQUIBB CO BMY 6 1/4 11/15/53 | 154000 | $177,538.85 | 0.05% | A2 | 6.25 | 11/15/2053 |
| AP1359938 | MEXICO CITY AIRPORT TRUST MEXCAT 3 7/8 04/30/28 | 200000 | $188,721.61 | 0.05% | Baa3 | 3.88 | 04/30/2028 |
| 716473AE3 | PETROFAC LTD 9.75 11/15/2026 | 267000 | $143,501.38 | 0.04% | NR | 9.75 | 11/15/2026 |
| 529043AF8 | LXP INDUSTRIAL TRUST LXP 6 3/4 11/15/28 | 139000 | $147,297.56 | 0.04% | Baa2 | 6.75 | 11/15/2028 |
| 744538AF6 | PUBLIC SERVICE CO OF NEW HAMPSHIRE ES 5.35 10/01/33 | 120000 | $127,380.31 | 0.04% | A1 | 5.35 | 10/01/2033 |
| 210385AE0 | CONSTELLATION ENERGY GENERATION LLC CEG 6 1/2 10/01/53 | 109000 | $124,731.16 | 0.04% | Baa2 | 6.50 | 10/01/2053 |
| 210385AD2 | CONSTELLATION ENERGY GENERATION LLC CEG 6 1/8 01/15/34 | 125000 | $135,717.28 | 0.04% | Baa2 | 6.13 | 01/15/2034 |
| 02361DBA7 | AMEREN ILLINOIS CO AEE 4.95 06/01/33 | 128000 | $130,153.11 | 0.04% | A1 | 4.95 | 06/01/2033 |
| 06368LNT9 | BANK OF MONTREAL BMO 5.3 06/05/26 | 128000 | $129,755.94 | 0.04% | A2 | 5.30 | 06/05/2026 |
| 63111XAJ0 | NASDAQ INC NDAQ 5.55 02/15/34 | 129000 | $137,651.13 | 0.04% | Baa2 | 5.55 | 02/15/2034 |
| 86562MCY4 | SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 6.184 07/13/43 | 111000 | $126,610.60 | 0.04% | A2 | 6.18 | 07/13/2043 |
| 61747YFF7 | MORGAN STANLEY MS 5.449 07/20/29 | 124000 | $129,353.00 | 0.04% | A1 | 5.45 | 07/20/2029 |
| 054989AC2 | BAT CAPITAL CORP BATSLN 7.079 08/02/43 | 129000 | $140,756.69 | 0.04% | Baa2 | 7.08 | 08/02/2043 |
| 143658BW1 | CARNIVAL CORP CCL 7 08/15/29 | 125000 | $133,990.69 | 0.04% | Ba2 | 7.00 | 08/15/2029 |
| 637417AS5 | NNN REIT INC NNN 5.6 10/15/33 | 129000 | $135,895.70 | 0.04% | Baa1 | 5.60 | 10/15/2033 |
| 20826FBH8 | CONOCOPHILLIPS CO COP 5.7 09/15/63 | 137000 | $151,167.48 | 0.04% | A2 | 5.70 | 09/15/2063 |
| 86359BWG2 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A | 161544 | $154,905.97 | 0.04% | NR | 6.17 | 07/25/2034 |
| 674599CF0 | OCCIDENTAL PETROLEUM CORP OXY 4 5/8 06/15/45 | 180000 | $142,040.80 | 0.04% | Baa3 | 4.63 | 06/15/2045 |
| 16163YAD6 | CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3 | 148766 | $134,585.46 | 0.04% | A1 | 3.75 | 04/25/2045 |
| 172967KM2 | CITIGROUP INC C 6 1/4 PERP | 150000 | $151,591.30 | 0.04% | Ba1 | 6.25 | 12/31/2079 |
| 3138WGD35 | FNCI AS6421 3.5 12-01-30 | 127789 | $124,930.01 | 0.04% | Aaa | 3.50 | 12/01/2030 |
| 743820AB8 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP PSJHOG 2.7 10/01/51 | 222000 | $135,963.56 | 0.04% | A2 | 2.70 | 10/01/2051 |
| 88332EAA1 | BIDVEST GROUP UK PLC/THE BVTSJ 3 5/8 09/23/26 | 160000 | $149,578.89 | 0.04% | Ba2 | 3.63 | 09/23/2026 |
| 95000U3D3 | WELLS FARGO & CO WFC 5.389 04/24/34 | 128000 | $129,839.80 | 0.04% | A1 | 5.39 | 04/24/2034 |
| 06406RBR7 | BANK OF NEW YORK MELLON CORP/THE BK 4.967 04/26/34 | 152000 | $152,612.66 | 0.04% | A1 | 4.97 | 04/26/2034 |
| 55903VBF9 | WARNERMEDIA HOLDINGS INC 5.391 3/15/2062 | 146000 | $127,350.56 | 0.04% | Baa3 | 5.39 | 03/15/2062 |
| 8426EPAG3 | SOUTHERN CO GAS CAPITAL CORP SO 5 3/4 09/15/33 | 135000 | $144,056.75 | 0.04% | Baa1 | 5.75 | 09/15/2033 |
| 87264ADD4 | T-MOBILE USA INC TMUS 6 06/15/54 | 115000 | $126,422.44 | 0.04% | Baa2 | 6.00 | 06/15/2054 |
| 92538BAA1 | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | 163287 | $147,879.87 | 0.04% | NR | 0.82 | 10/25/2063 |
| 693475BM6 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.068 01/24/34 | 128000 | $128,072.04 | 0.04% | A3 | 5.07 | 01/24/2034 |
| 89788MAL6 | TRUIST FINANCIAL CORP TFC 4.873 01/26/29 | 128000 | $128,787.28 | 0.04% | A3 | 4.87 | 01/26/2029 |
| 55336VBV1 | MPLX LP 5 3/1/2033 | 123000 | $122,540.07 | 0.04% | Baa2 | 5.00 | 03/01/2033 |
| 10373QBU3 | BP CAPITAL MARKETS AMERICA INC BPLN 4.812 02/13/33 | 128000 | $131,412.56 | 0.04% | A2 | 4.81 | 02/13/2033 |
| 52532XAJ4 | LEIDOS INC LDOS 5 3/4 03/15/33 | 124000 | $131,403.86 | 0.04% | Baa2 | 5.75 | 03/15/2033 |
| 30161NBL4 | EXELON CORP EXC 5.6 03/15/53 | 143000 | $147,650.79 | 0.04% | Baa2 | 5.60 | 03/15/2053 |
| 760942BA9 | URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50 | 135000 | $135,631.83 | 0.04% | Baa2 | 5.10 | 06/18/2050 |
| 03746AAA8 | APACHE CORP APA 7 3/4 12/15/29 | 140000 | $151,454.02 | 0.04% | Baa3 | 7.75 | 12/15/2029 |
| 03465EAA9 | ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1 | 164345 | $136,875.46 | 0.04% | NR | 1.07 | 05/25/2066 |
| 64830VAA1 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 | 141791 | $129,269.38 | 0.04% | NR | 2.46 | 01/26/2060 |
| 65339KBP4 | NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 6.051 03/01/25 | 145000 | $149,216.04 | 0.04% | Baa1 | 6.05 | 03/01/2025 |
| 91159HJJ0 | US BANCORP USB 5.85 10/21/33 | 122000 | $127,076.34 | 0.04% | A3 | 5.85 | 10/21/2033 |
| 26442CBK9 | DUKE ENERGY CAROLINAS LLC DUK 5.35 01/15/53 | 123000 | $128,942.79 | 0.04% | Aa3 | 5.35 | 01/15/2053 |
| 812127AB4 | SEALED AIR CORP/SEALED AIR CORP US SEE 7 1/4 02/15/31 | 137000 | $146,392.30 | 0.04% | Ba2 | 7.25 | 02/15/2031 |
| 14448CAY0 | CARRIER GLOBAL CORP CARR 5.9 03/15/34 | 125000 | $135,834.37 | 0.04% | Baa3 | 5.90 | 03/15/2034 |
| 14448CBA1 | CARRIER GLOBAL CORP CARR 6.2 03/15/54 | 132000 | $153,292.99 | 0.04% | Baa3 | 6.20 | 03/15/2054 |
| 49456BAW1 | KINDER MORGAN INC KMI 5.45 08/01/52 | 144000 | $140,995.40 | 0.04% | Baa2 | 5.45 | 08/01/2052 |
| 89788NAA8 | TRUIST FINANCIAL CORP TFC 4.916 07/28/33 | 162000 | $154,201.62 | 0.04% | A3 | 4.92 | 07/28/2033 |
| 49327M3E2 | KEYBANK NA/CLEVELAND OH KEY 4.15 08/08/25 | 133000 | $131,119.42 | 0.04% | Baa1 | 4.15 | 08/08/2025 |
| 548661EL7 | LOWES COS INC LOW 5 04/15/33 | 137000 | $141,361.11 | 0.04% | Baa1 | 5.00 | 04/15/2033 |
| 29250NBN4 | ENBRIDGE INC ENBCN 7 3/8 01/15/2083 | 127000 | $129,204.69 | 0.04% | Baa3 | 7.38 | 01/15/2083 |
| 049560BA2 | ATMOS ENERGY CORP ATO 6.2 11/15/53 | 122000 | $144,722.01 | 0.04% | A1 | 6.20 | 11/15/2053 |
| 29273VAS9 | ENERGY TRANSFER LP ET 6.1 12/01/28 | 147000 | $155,449.53 | 0.04% | Baa3 | 6.10 | 12/01/2028 |
| 204429AA2 | CIA CERVECERIAS UNIDAS SA CCUCI 3.35 01/19/32 | 150000 | $131,411.25 | 0.04% | NR | 3.35 | 01/19/2032 |
| 06051GKH1 | BANK OF AMERICA CORP BAC FLOAT 02/04/28 | 102000 | $102,106.31 | 0.03% | A1 | 6.44 | 02/04/2028 |
| 89417EAS8 | TRAVELERS COS INC/THE TRV 5.45 05/25/53 | 102000 | $110,540.56 | 0.03% | A2 | 5.45 | 05/25/2053 |
| 126650EA4 | CVS HEALTH CORP CVS 6 06/01/63 | 95000 | $101,200.12 | 0.03% | Baa2 | 6.00 | 06/01/2063 |
| 00206RMT6 | AT&T INC T 5.4 02/15/34 | 102000 | $107,275.97 | 0.03% | Baa2 | 5.40 | 02/15/2034 |
| 126650DZ0 | CVS HEALTH CORP CVS 5 7/8 06/01/53 | 89000 | $94,047.14 | 0.03% | Baa2 | 5.88 | 06/01/2053 |
| 224044CS4 | COX COMMUNICATIONS INC COXENT 5.7 06/15/33 | 89000 | $92,804.13 | 0.03% | Baa2 | 5.70 | 06/15/2033 |
| 63111XAL5 | NASDAQ INC NDAQ 6.1 06/28/63 | 106000 | $114,489.30 | 0.03% | Baa2 | 6.10 | 06/28/2063 |
| 63111XAH4 | NASDAQ INC NDAQ 5.35 06/28/28 | 86000 | $88,613.78 | 0.03% | Baa2 | 5.35 | 06/28/2028 |
| 502431AQ2 | L3HARRIS TECHNOLOGIES INC LHX 5.4 07/31/33 | 114000 | $121,112.92 | 0.03% | Baa2 | 5.40 | 07/31/2033 |
| 502431AR0 | L3HARRIS TECHNOLOGIES INC LHX 5.6 07/31/53 | 109000 | $118,560.08 | 0.03% | Baa2 | 5.60 | 07/31/2053 |
| 054989AD0 | BAT CAPITAL CORP BATSLN 7.081 08/02/53 | 105000 | $115,328.22 | 0.03% | Baa2 | 7.08 | 08/02/2053 |
| 19828AAA5 | COLUMBIA PIPELINES HOLDING CO LLC CPGX 6.055 08/15/26 | 92000 | $96,386.74 | 0.03% | Baa2 | 6.06 | 08/15/2026 |
| 682680BJ1 | ONEOK INC OKE 5.65 11/01/28 | 109000 | $115,008.98 | 0.03% | Baa2 | 5.65 | 11/01/2028 |
| 785592AZ9 | SABINE PASS LIQUEFACTION LLC SPLLLC 5.9 09/15/37 | 97000 | $103,894.69 | 0.03% | Baa2 | 5.90 | 09/15/2037 |
| 595620AX3 | MIDAMERICAN ENERGY CO BRKHEC 5.35 01/15/34 | 85000 | $91,003.98 | 0.03% | Aa2 | 5.35 | 01/15/2034 |
| 72014TAE9 | PIEDMONT HEALTHCARE INC PIEDGA 2.864 01/01/52 | 134000 | $91,334.34 | 0.03% | A1 | 2.86 | 01/01/2052 |
| 91324PEX6 | UNITEDHEALTH GROUP INC UNH 5.2 04/15/63 | 93000 | $95,933.71 | 0.03% | A2 | 5.20 | 04/15/2063 |
| 91324PEW8 | UNITEDHEALTH GROUP INC UNH 5.05 04/15/53 | 110000 | $112,291.98 | 0.03% | A2 | 5.05 | 04/15/2053 |
| 744448CY5 | PUBLIC SERVICE CO OF COLORADO XEL 5 1/4 04/01/53 | 120000 | $121,021.57 | 0.03% | A1 | 5.25 | 04/01/2053 |
| 845437BU5 | SOUTHWESTERN ELECTRIC POWER CO AEP 5.3 04/01/33 | 106000 | $107,406.60 | 0.03% | Baa2 | 5.30 | 04/01/2033 |
| 927804GK4 | VIRGINIA ELECTRIC AND POWER CO D 5 04/01/33 | 112000 | $114,673.60 | 0.03% | A2 | 5.00 | 04/01/2033 |
| 55903VBD4 | WARNERMEDIA HOLDINGS INC WBD 5.05 03/15/42 | 133000 | $119,227.87 | 0.03% | Baa3 | 5.05 | 03/15/2042 |
| 373334KT7 | GEORGIA POWER CO SO 4.95 05/17/33 | 109000 | $110,538.76 | 0.03% | Baa1 | 4.95 | 05/17/2033 |
| 31417TP51 | FNCL AC6743 5.0 12-01-39 | 88538 | $90,342.98 | 0.03% | Aaa | 5.00 | 12/01/2039 |
| 58933YBM6 | MERCK & CO INC MRK 5 05/17/53 | 107000 | $110,672.11 | 0.03% | A1 | 5.00 | 05/17/2053 |
| 341081GQ4 | FLORIDA POWER & LIGHT CO NEE 4.8 05/15/33 | 86000 | $87,491.43 | 0.03% | Aa2 | 4.80 | 05/15/2033 |
| 655663AA0 | NORDSON CORP NDSN 5.6 09/15/28 | 88000 | $92,716.10 | 0.03% | Baa2 | 5.60 | 09/15/2028 |
| 826418BP9 | SIERRA PACIFIC POWER CO BRKHEC 5.9 03/15/54 | 106000 | $114,037.87 | 0.03% | A2 | 5.90 | 03/15/2054 |
| 31404NAB2 | FNARM 773202 5.9 11-01-34 | 87896 | $88,393.58 | 0.03% | Aaa | 5.87 | 11/01/2034 |
| 92837MAA5 | VISIO 2020-1R TRUST VISIO 2020-1R A1 | 109139 | $98,196.21 | 0.03% | NR | 1.31 | 11/25/2055 |
| 38141GXN9 | GOLDMAN SACHS GROUP INC/THE GS FLOAT 12/09/26 | 95000 | $94,378.35 | 0.03% | A2 | 6.21 | 12/09/2026 |
| 85573EAA5 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1 | 113224 | $101,510.33 | 0.03% | NR | 1.03 | 11/25/2055 |
| 92537QAD3 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1B | 118014 | $100,975.82 | 0.03% | NR | 1.32 | 01/25/2066 |
| 536333AB3 | LIQUID TELECOMMUNICATIONS FINANCING PLC LIQTEL 5 1/2 09/04/26 | 200000 | $118,925.00 | 0.03% | B3 | 5.50 | 09/04/2026 |
| 603374AF6 | MINERVA LUXEMBOURG SA BEEFBZ 4 3/8 03/18/31 | 133000 | $111,312.63 | 0.03% | NR | 4.38 | 03/18/2031 |
| 89788MAM4 | TRUIST FINANCIAL CORP TFC 5.122 01/26/34 | 111000 | $109,929.52 | 0.03% | A3 | 5.12 | 01/26/2034 |
| 55261FAR5 | M&T BANK CORP MTB 5.053 01/27/34 | 118000 | $114,355.83 | 0.03% | Baa1 | 5.05 | 01/27/2034 |
| 68389XCQ6 | ORACLE CORP ORCL 5.55 02/06/53 | 111000 | $113,512.25 | 0.03% | Baa2 | 5.55 | 02/06/2053 |
| 031162DQ0 | AMGEN INC AMGN 5 1/4 03/02/30 | 104000 | $108,716.46 | 0.03% | Baa1 | 5.25 | 03/02/2030 |
| 76774LAB3 | RITCHIE BROS HOLDINGS INC RBACN 6 3/4 03/15/28 | 89000 | $93,400.82 | 0.03% | Ba2 | 6.75 | 03/15/2028 |
| 31406UQQ4 | FNCL 820463 5.5 04-01-35 | 85647 | $87,706.19 | 0.03% | Aaa | 5.50 | 04/01/2035 |
| EK1766139 | SURA ASSET MANAGEMENT SA SUAMSA 4 7/8 04/17/24 | 100000 | $100,316.34 | 0.03% | NR | 4.88 | 04/17/2024 |
| 12662EAA1 | CSMC 2021-NQM2 CSMC 2021-NQM2 A1 | 128455 | $109,432.77 | 0.03% | NR | 1.18 | 02/25/2066 |
| 42806MAB5 | HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B | 103000 | $99,243.68 | 0.03% | A1 | 1.56 | 12/26/2025 |
| 42806MAF6 | HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A B | 126000 | $113,853.84 | 0.03% | A1 | 2.12 | 12/27/2027 |
| 11042CAA8 | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST IAGLN 2.9 03/15/35 | 121156 | $103,696.19 | 0.03% | A1 | 2.90 | 03/15/2035 |
| 10569EAA9 | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1 | 128215 | $119,265.36 | 0.03% | NR | 0.97 | 03/25/2060 |
| 92536PAD6 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2 | 101115 | $96,917.40 | 0.03% | NR | 2.64 | 01/25/2060 |
| 05946XLZ4 | BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1 | 110992 | $100,099.24 | 0.03% | NR | 4.86 | 12/20/2034 |
| 03464WAA0 | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1 | 105473 | $94,740.49 | 0.03% | NR | 1.37 | 05/25/2065 |
| 830867AB3 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 3/4 10/20/28 | 104150 | $103,406.01 | 0.03% | Baa1 | 4.75 | 10/20/2028 |
| 693475BJ3 | PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.037 10/28/33 | 97000 | $102,371.20 | 0.03% | A3 | 6.04 | 10/28/2033 |
| 91324PEP3 | UNITEDHEALTH GROUP INC UNH 5 1/4 02/15/28 | 110000 | $115,929.41 | 0.03% | A2 | 5.25 | 02/15/2028 |
| 665859AX2 | NORTHERN TRUST CORP NTRS 6 1/8 11/02/32 | 90000 | $97,548.50 | 0.03% | A2 | 6.13 | 11/02/2032 |
| 89788MAK8 | TRUIST FINANCIAL CORP TFC 6.123 10/28/33 | 96000 | $100,678.07 | 0.03% | A3 | 6.12 | 10/28/2033 |
| 718172CV9 | PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 11/17/27 | 95000 | $97,287.63 | 0.03% | A2 | 5.13 | 11/17/2027 |
| 709599BS2 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.7 02/01/28 | 90000 | $94,084.29 | 0.03% | Baa2 | 5.70 | 02/01/2028 |
| 87612EBR6 | TARGET CORP TGT 4.8 01/15/53 | 114000 | $115,659.44 | 0.03% | A2 | 4.80 | 01/15/2053 |
| 010392GB8 | ALABAMA POWER CO SO 5.85 11/15/33 | 111000 | $120,270.26 | 0.03% | A1 | 5.85 | 11/15/2033 |
| 31390L5X0 | FNCL 649862 6.5 07-01-32 | 106636 | $112,376.52 | 0.03% | Aaa | 6.50 | 07/01/2032 |
| 31410G7L1 | FNCL 889299 6.0 04-01-38 | 92645 | $97,135.90 | 0.03% | Aaa | 6.00 | 04/01/2038 |
| 49326EEL3 | KEYCORP KEY 3.878 05/23/25 | 114000 | $111,919.11 | 0.03% | Baa2 | 3.88 | 05/23/2025 |
| 77586RAN0 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 5 1/4 11/25/27 | 100000 | $99,724.40 | 0.03% | Baa3 | 5.25 | 11/25/2027 |
| 174610BE4 | CITIZENS FINANCIAL GROUP INC CFG 5.641 05/21/37 | 120000 | $111,244.62 | 0.03% | Baa1 | 5.64 | 05/21/2037 |
| 06051GKY4 | BANK OF AMERICA CORP BAC 5.015 07/22/33 | 96000 | $97,092.51 | 0.03% | A1 | 5.02 | 07/22/2033 |
| 26441CBU8 | DUKE ENERGY CORP DUK 5 08/15/52 | 95000 | $90,474.56 | 0.03% | Baa2 | 5.00 | 08/15/2052 |
| 15189XBA5 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 4.85 10/01/52 | 91000 | $89,695.08 | 0.03% | A2 | 4.85 | 10/01/2052 |
| 29250NBP9 | ENBRIDGE INC ENBCN 7 5/8 01/15/2083 | 109000 | $112,997.98 | 0.03% | Baa3 | 7.63 | 01/15/2083 |
| 92939UAJ5 | WEC ENERGY GROUP INC WEC 5.15 10/01/27 | 86000 | $88,356.67 | 0.03% | Baa1 | 5.15 | 10/01/2027 |
| 29273VAT7 | ENERGY TRANSFER LP ET 6.4 12/01/30 | 90000 | $96,707.91 | 0.03% | Baa3 | 6.40 | 12/01/2030 |
| 29273VAU4 | ENERGY TRANSFER LP ET 6.55 12/01/33 | 109000 | $118,892.66 | 0.03% | Baa3 | 6.55 | 12/01/2033 |
| 49177JAF9 | KENVUE INC KVUE 5.05 03/22/28 | 106000 | $110,063.54 | 0.03% | A1 | 5.05 | 03/22/2028 |
| 49177JAM4 | KENVUE INC KVUE 5.1 03/22/43 | 104000 | $109,343.62 | 0.03% | A1 | 5.10 | 03/22/2043 |
| 49177JAR3 | KENVUE INC KVUE 5.2 03/22/63 | 98000 | $103,842.24 | 0.03% | A1 | 5.20 | 03/22/2063 |
| 06051GKW8 | BANK OF AMERICA CORP BAC 4.948 07/22/28 | 70000 | $71,520.26 | 0.02% | A1 | 4.95 | 07/22/2028 |
| 91159HJG6 | US BANCORP USB 4.967 07/22/33 | 69000 | $66,906.13 | 0.02% | A3 | 4.97 | 07/22/2033 |
| 49456BAV3 | KINDER MORGAN INC KMI 4.8 02/01/33 | 70000 | $68,766.09 | 0.02% | Baa2 | 4.80 | 02/01/2033 |
| 256677AM7 | DOLLAR GENERAL CORP DG 5 1/2 11/01/52 | 72000 | $70,091.44 | 0.02% | Baa2 | 5.50 | 11/01/2052 |
| 842587DL8 | SOUTHERN CO/THE SO 5.7 10/15/32 | 68000 | $72,204.03 | 0.02% | Baa2 | 5.70 | 10/15/2032 |
| 756109BP8 | REALTY INCOME CORP O 5 5/8 10/13/32 | 74000 | $78,747.34 | 0.02% | A3 | 5.63 | 10/13/2032 |
| 78016EYZ4 | ROYAL BANK OF CANADA RY FLOAT 01/21/27 | 80000 | $80,193.79 | 0.02% | A1 | 6.09 | 01/21/2027 |
| 77586RAL4 | ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 3 5/8 03/27/32 | 100000 | $87,246.53 | 0.02% | Baa3 | 3.63 | 03/27/2032 |
| 808513CB9 | CHARLES SCHWAB CORP/THE SCHW 5 PERP | 84000 | $76,182.44 | 0.02% | Baa2 | 5.00 | 12/31/2099 |
| 55336VBT6 | MPLX LP MPLX 4.95 03/14/52 | 86000 | $77,766.26 | 0.02% | Baa2 | 4.95 | 03/14/2052 |
| 117043AV1 | BRUNSWICK CORP/DE BC 5.1 04/01/52 | 107000 | $84,979.05 | 0.02% | Baa2 | 5.10 | 04/01/2052 |
| 709599BU7 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5 3/4 05/24/26 | 65000 | $65,898.82 | 0.02% | Baa2 | 5.75 | 05/24/2026 |
| 709599BV5 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.2 06/15/30 | 81000 | $85,231.36 | 0.02% | Baa2 | 6.20 | 06/15/2030 |
| 126650DX5 | CVS HEALTH CORP CVS 5 1/4 01/30/31 | 73000 | $77,107.61 | 0.02% | Baa2 | 5.25 | 01/30/2031 |
| 63111XAK7 | NASDAQ INC NDAQ 5.95 08/15/53 | 61000 | $67,366.67 | 0.02% | Baa2 | 5.95 | 08/15/2053 |
| 74460WAF4 | PUBLIC STORAGE OPERATING CO PSA 5 1/8 01/15/29 | 54000 | $56,911.21 | 0.02% | A2 | 5.13 | 01/15/2029 |
| 316773DK3 | FIFTH THIRD BANCORP FITB 6.339 07/27/29 | 62000 | $66,234.32 | 0.02% | Baa1 | 6.34 | 07/27/2029 |
| 45687VAA4 | INGERSOLL RAND INC IR 5.4 08/14/28 | 61000 | $64,110.48 | 0.02% | Baa3 | 5.40 | 08/14/2028 |
| 316773DD9 | FIFTH THIRD BANCORP FITB 1.707 11/01/27 | 81000 | $73,104.21 | 0.02% | Baa1 | 1.71 | 11/01/2027 |
| 22541SJB5 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1 | 70825 | $66,296.49 | 0.02% | NR | 4.15 | 06/25/2034 |
| 72014TAD1 | PIEDMONT HEALTHCARE INC PIEDGA 2.719 01/01/42 | 102000 | $74,924.53 | 0.02% | A1 | 2.72 | 01/01/2042 |
| 760759BC3 | REPUBLIC SERVICES INC RSG 5 04/01/34 | 70000 | $72,554.97 | 0.02% | Baa1 | 5.00 | 04/01/2034 |
| 65473PAN5 | NISOURCE INC NI 5 1/4 03/30/28 | 55000 | $56,808.80 | 0.02% | Baa2 | 5.25 | 03/30/2028 |
| 74456QCM6 | PUBLIC SERVICE ELECTRIC AND GAS CO PEG 5 1/8 03/15/53 | 82000 | $86,629.40 | 0.02% | A1 | 5.13 | 03/15/2053 |
| 548661ES2 | LOWES COS INC LOW 5.85 04/01/63 | 62000 | $65,839.48 | 0.02% | Baa1 | 5.85 | 04/01/2063 |
| 548661ER4 | LOWES COS INC LOW 5 3/4 07/01/53 | 61000 | $66,379.70 | 0.02% | Baa1 | 5.75 | 07/01/2053 |
| 44891ACE5 | HYUNDAI CAPITAL AMERICA HYNMTR 5.8 04/01/30 | 52000 | $54,324.12 | 0.02% | Baa1 | 5.80 | 04/01/2030 |
| 30037DAB1 | EVERGY METRO INC EVRG 4.95 04/15/33 | 84000 | $84,836.84 | 0.02% | A2 | 4.95 | 04/15/2033 |
| 579780AT4 | MCCORMICK & CO INC/MD MKC 4.95 04/15/33 | 65000 | $65,920.38 | 0.02% | Baa2 | 4.95 | 04/15/2033 |
| 90320WAH6 | UPMC UPMCHS 5.377 05/15/43 | 73000 | $74,366.71 | 0.02% | A2 | 5.38 | 05/15/2043 |
| 55903VBE2 | WARNERMEDIA HOLDINGS INC WBD 5.141 03/15/52 | 96000 | $83,855.34 | 0.02% | Baa3 | 5.14 | 03/15/2052 |
| 21036PBP2 | CONSTELLATION BRANDS INC STZ 4.9 05/01/33 | 55000 | $55,780.98 | 0.02% | Baa3 | 4.90 | 05/01/2033 |
| 892356AB2 | TRACTOR SUPPLY CO TSCO 5 1/4 05/15/33 | 74000 | $76,406.91 | 0.02% | Baa1 | 5.25 | 05/15/2033 |
| 58933YBN4 | MERCK & CO INC MRK 5.15 05/17/63 | 68000 | $71,322.14 | 0.02% | A1 | 5.15 | 05/17/2063 |
| 716973AG7 | PFIZER INVESTMENT ENTERPRISES PTE LTD PFE 5.3 05/19/53 | 71000 | $72,921.79 | 0.02% | A2 | 5.30 | 05/19/2053 |
| 90931GAA7 | UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST UAL 5 7/8 10/15/27 | 51759 | $53,043.96 | 0.02% | Aa3 | 5.88 | 10/15/2027 |
| 31403UYK1 | FNARM 758614 7.4 11-01-33 | 83918 | $85,652.46 | 0.02% | Aaa | 7.43 | 11/01/2033 |
| 126407AA3 | CSMC 2021-NQM1 CSMC 2021-NQM1 A1 | 95208 | $81,237.79 | 0.02% | NR | 0.81 | 05/25/2065 |
| 571748BT8 | MARSH & MCLENNAN COS INC MMC 5.45 03/15/53 | 81000 | $85,973.53 | 0.02% | A3 | 5.45 | 03/15/2053 |
| 845011AH8 | SOUTHWEST GAS CORP SWX 5.45 03/23/28 | 74000 | $76,735.80 | 0.02% | Baa1 | 5.45 | 03/23/2028 |
| 30225VAJ6 | EXTRA SPACE STORAGE LP EXR 5.7 04/01/28 | 71000 | $73,778.78 | 0.02% | Baa2 | 5.70 | 04/01/2028 |
| 678858BY6 | OKLAHOMA GAS AND ELECTRIC CO OGE 5.6 04/01/53 | 75000 | $79,802.22 | 0.02% | A3 | 5.60 | 04/01/2053 |
| 3128LXAV2 | FGLMC G01820 5.5 06-01-35 | 52472 | $54,352.33 | 0.02% | Aaa | 5.50 | 06/01/2035 |
| 81745CAB9 | SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2 | 70356 | $61,334.52 | 0.02% | NR | 3.00 | 06/25/2043 |
| 31396PBC4 | FANNIE MAE REMICS FNR 2006-123 BO | 93213 | $80,562.23 | 0.02% | Aaa | 0.00 | 01/25/2037 |
| 89680YAC9 | TRITON CONTAINER INTERNATIONAL LTD TRTN 3.15 06/15/31 | 73000 | $58,175.35 | 0.02% | NR | 3.15 | 06/15/2031 |
| 316773CY4 | FIFTH THIRD BANCORP FITB 2 3/8 01/28/25 | 77000 | $75,226.32 | 0.02% | Baa1 | 2.38 | 01/28/2025 |
| 36167VAA2 | GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1 | 73397 | $69,500.98 | 0.02% | NR | 3.69 | 11/25/2059 |
| 92536PAA2 | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | 78054 | $74,668.41 | 0.02% | NR | 2.42 | 01/25/2060 |
| 06406RBM8 | BANK OF NEW YORK MELLON CORP/THE BK 5.834 10/25/33 | 75000 | $80,314.22 | 0.02% | A1 | 5.83 | 10/25/2033 |
| 539830BV0 | LOCKHEED MARTIN CORP LMT 5.1 11/15/27 | 77000 | $79,976.65 | 0.02% | A2 | 5.10 | 11/15/2027 |
| 539830BY4 | LOCKHEED MARTIN CORP LMT 5.9 11/15/63 | 59000 | $69,338.29 | 0.02% | A2 | 5.90 | 11/15/2063 |
| 637432PA7 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 5.8 01/15/33 | 64000 | $69,486.78 | 0.02% | A1 | 5.80 | 01/15/2033 |
| 438516CK0 | HONEYWELL INTERNATIONAL INC HON 5 02/15/33 | 61000 | $64,964.21 | 0.02% | A2 | 5.00 | 02/15/2033 |
| 025537AV3 | AMERICAN ELECTRIC POWER CO INC AEP 5 3/4 11/01/27 | 77000 | $80,362.22 | 0.02% | Baa2 | 5.75 | 11/01/2027 |
| 718172CU1 | PHILIP MORRIS INTERNATIONAL INC PM 5 11/17/25 | 65000 | $65,654.23 | 0.02% | A2 | 5.00 | 11/17/2025 |
| 718172CX5 | PHILIP MORRIS INTERNATIONAL INC PM 5 3/4 11/17/32 | 60000 | $63,389.33 | 0.02% | A2 | 5.75 | 11/17/2032 |
| 758750AE3 | REGAL REXNORD CORP RRX 6.3 02/15/30 | 78000 | $81,877.47 | 0.02% | Baa3 | 6.30 | 02/15/2030 |
| 61747YFB6 | MORGAN STANLEY MS 5.948 01/19/38 | 69000 | $71,626.16 | 0.02% | Baa1 | 5.95 | 01/19/2038 |
| 61747YFA8 | MORGAN STANLEY MS 5.123 02/01/29 | 76000 | $77,967.90 | 0.02% | A1 | 5.12 | 02/01/2029 |
| 883203CD1 | TEXTRON INC TXT 6.1 11/15/33 | 80000 | $86,029.36 | 0.02% | Baa2 | 6.10 | 11/15/2033 |
| 48123UAB0 | JPMORGAN CHASE & CO JPM FLOAT 05/15/47 | 73000 | $63,086.73 | 0.02% | Baa1 | 6.64 | 05/15/2047 |
| 706451BR1 | PETROLEOS MEXICANOS PEMEX 6 5/8 06/15/38 | 90000 | $63,741.68 | 0.02% | B1 | 6.63 | 06/15/2038 |
| 57665RAJ5 | MATCH GROUP HOLDINGS II LLC MTCHII 5 5/8 02/15/29 | 86000 | $85,355.00 | 0.02% | Ba3 | 5.63 | 02/15/2029 |
| 49326EEJ8 | KEYCORP KEY 2.55 10/01/29 | 75000 | $64,268.67 | 0.02% | Baa2 | 2.55 | 10/01/2029 |
| 64828EAA3 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | 80117 | $73,854.01 | 0.02% | NR | 2.49 | 09/25/2059 |
| 45866FAX2 | INTERCONTINENTAL EXCHANGE INC ICE 4.95 06/15/52 | 70000 | $69,885.27 | 0.02% | A3 | 4.95 | 06/15/2052 |
| 87612KAC6 | TARGA RESOURCES CORP TRGP 6 1/4 07/01/52 | 66000 | $70,172.23 | 0.02% | Baa3 | 6.25 | 07/01/2052 |
| 88283LHU3 | TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3 | 70000 | $72,520.95 | 0.02% | Aaa | 5.18 | 04/01/2030 |
| 46647PDG8 | JPMORGAN CHASE & CO JPM 4.851 07/25/28 | 82000 | $83,747.50 | 0.02% | A1 | 4.85 | 07/25/2028 |
| 31415PX86 | FNCL 985503 6.0 08-01-38 | 36022 | $37,426.84 | 0.01% | Aaa | 6.00 | 08/01/2038 |
| 91822QVX2 | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND UZBEK 7.85 10/12/28 | 22000 | $23,355.34 | 0.01% | Ba3 | 7.85 | 10/12/2028 |
| UXYH4 | US 10yr Ultra Fut Mar24UXYH4 COMB | -318 | $29,812.50 | 0.01% | N/A | 03/19/2024 | |
| TUH4 | US 2YR NOTE (CBT) Mar24TUH4 COMB | 160 | $20,000.00 | 0.01% | N/A | 03/28/2024 | |
| 31415RJG0 | FNCL 986863 6.5 08-01-38 | 24078 | $25,277.94 | 0.01% | Aaa | 6.50 | 08/01/2038 |
| 72014TAC3 | PIEDMONT HEALTHCARE INC PIEDGA 2.044 01/01/32 | 27000 | $21,965.70 | 0.01% | A1 | 2.04 | 01/01/2032 |
| 591894CE8 | METROPOLITAN EDISON CO FE 5.2 04/01/28 | 48000 | $48,972.98 | 0.01% | A3 | 5.20 | 04/01/2028 |
| 37045XEF9 | GENERAL MOTORS FINANCIAL CO INC GM 5.4 04/06/26 | 49000 | $49,935.39 | 0.01% | Baa2 | 5.40 | 04/06/2026 |
| 02379KAA2 | AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST AAL 2 7/8 07/11/34 | 44480 | $38,308.82 | 0.01% | A3 | 2.88 | 07/11/2034 |
| 279158AP4 | ECOPETROL SA ECOPET 4 5/8 11/02/31 | 45000 | $38,516.89 | 0.01% | Baa3 | 4.63 | 11/02/2031 |
| 31400FD79 | FNARM 686026 5.1 04-01-33 | 19599 | $19,582.24 | 0.01% | Aaa | 5.07 | 04/01/2033 |
| 31405RNE2 | FNARM 796989 7.3 08-01-34 | 47194 | $48,070.34 | 0.01% | Aaa | 7.26 | 08/01/2034 |
| BM6309173 | B2W DIGITAL LUX SARL BTOWBZ 4 3/8 12/20/30 | 200000 | $40,000.00 | 0.01% | NR | 4.38 | 12/31/2049 |
| 225401AS7 | CREDIT SUISSE GROUP AG CS 4 1/2 PERP | 402000 | $52,159.50 | 0.01% | NR | 4.50 | 12/31/2049 |
| 36209SDN8 | GNSF 479909 8.0 01-15-31 | 21607 | $21,948.53 | 0.01% | Aaa | 8.00 | 01/15/2031 |
| 31574XAA6 | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1 | 40256 | $33,911.43 | 0.01% | NR | 0.80 | 02/25/2066 |
| EK4034410 | SINO-OCEAN LAND TREASURE FINANCE I LTD SINOCE 6 07/30/24 | 405000 | $46,188.90 | 0.01% | C | 6.00 | 07/30/2024 |
| BP1992257 | SINO-OCEAN LAND TREASURE IV LTD SINOCE 3 1/4 05/05/26 | 334000 | $25,373.98 | 0.01% | C | 3.25 | 05/05/2026 |
| 03464RAA1 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | 50269 | $47,132.66 | 0.01% | NR | 2.16 | 12/25/2059 |
| 76119CAA9 | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | 37704 | $35,997.39 | 0.01% | NR | 2.38 | 01/26/2060 |
| 9292274D5 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1 | 43746 | $41,232.73 | 0.01% | NR | 5.35 | 06/25/2033 |
| 31574PAA3 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1 | 19772 | $19,117.14 | 0.01% | NR | 2.01 | 05/25/2065 |
| 22541SRP5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1 | 48275 | $46,443.95 | 0.01% | NR | 4.79 | 11/25/2034 |
| 830867AA5 | DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 1/2 10/20/25 | 49991 | $49,675.09 | 0.01% | Baa1 | 4.50 | 10/20/2025 |
| 31386FUZ6 | FNCL 562300 7.5 01-01-31 | 19982 | $20,479.66 | 0.01% | Aaa | 7.50 | 01/01/2031 |
| 31388XYM0 | FNPPK0 618216 7.0 11-01-31 | 27685 | $28,423.14 | 0.01% | Aaa | 7.00 | 11/01/2031 |
| 95000U3A9 | WELLS FARGO & CO WFC 4.808 07/25/28 | 47000 | $47,634.80 | 0.01% | A1 | 4.81 | 07/25/2028 |
| 95000U3B7 | WELLS FARGO & CO WFC 4.897 07/25/33 | 46000 | $45,788.17 | 0.01% | A1 | 4.90 | 07/25/2033 |
| 548661EN3 | LOWES COS INC LOW 5.8 09/15/62 | 41000 | $44,080.64 | 0.01% | Baa1 | 5.80 | 09/15/2062 |
| 064058AL4 | BANK OF NEW YORK MELLON CORP/THE BK 3 3/4 PERP | 51000 | $44,139.37 | 0.01% | Baa1 | 3.75 | 12/31/2079 |
| WNH4 | US ULTRA BOND CBT Mar24WNH4 COMB | 24 | -$12,750.00 | 0.00% | N/A | 03/19/2024 | |
| TYH4 | US 10YR NOTE (CBT)Mar24TYH4 COMB | 125 | $0.00 | 0.00% | N/A | 03/19/2024 | |
| USH4 | US LONG BOND(CBT) Mar24USH4 COMB | 83 | -$15,562.50 | 0.00% | N/A | 03/19/2024 | |
| CASH SECURITY USD | 0 | $0.03 | 0.00% | N/A | |||
| 466247SE4 | JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2 | 13067 | $12,414.48 | 0.00% | NR | 4.39 | 08/25/2035 |
| 91324PCP5 | UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25 | 7000 | $7,019.89 | 0.00% | A2 | 3.75 | 07/15/2025 |
| 007036BU9 | ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1 | 15940 | $15,764.20 | 0.00% | NR | 0.71 | 02/25/2035 |
| 863579AQ1 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2 | 16453 | $16,002.52 | 0.00% | NR | 5.93 | 09/25/2034 |
| 015271AJ8 | ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27 | 6000 | $5,911.95 | 0.00% | Baa1 | 3.95 | 01/15/2027 |
| 22541SDW5 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1 | 5704 | $5,300.92 | 0.00% | NR | 4.86 | 04/25/2034 |
| 46625HRX0 | JPMORGAN CHASE & CO JPM 3 5/8 12/01/27 | 9000 | $8,663.46 | 0.00% | A3 | 3.63 | 12/01/2027 |
| 020002BC4 | ALLSTATE CORP/THE ALL 4.2 12/15/46 | 7000 | $5,954.97 | 0.00% | A3 | 4.20 | 12/15/2046 |
| 71951QAA0 | PHYSICIANS REALTY LP DOC 4.3 03/15/27 | 7000 | $6,897.51 | 0.00% | Baa2 | 4.30 | 03/15/2027 |
| 756109BJ2 | REALTY INCOME CORP O 2.2 06/15/28 | 7000 | $6,277.89 | 0.00% | A3 | 2.20 | 06/15/2028 |
| 36209Y4T2 | GNSF 486034 8.0 11-15-30 | 731 | $743.77 | 0.00% | Aaa | 8.00 | 11/15/2030 |
| 161175BL7 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47 | 10000 | $8,587.81 | 0.00% | Ba1 | 5.38 | 05/01/2047 |
| 595112BM4 | MICRON TECHNOLOGY INC MU 4.975 02/06/26 | 8000 | $8,156.01 | 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 | $7,946.26 | 0.00% | Baa1 | 3.40 | 04/25/2024 |
| 36206PRG7 | GNSF 417287 7.5 03-15-26 | 261 | $262.90 | 0.00% | Aaa | 7.50 | 03/15/2026 |
| 76119NAA5 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | 15831 | $15,430.51 | 0.00% | NR | 2.63 | 09/25/2059 |
| 85573AAA3 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | 12723 | $11,978.62 | 0.00% | NR | 2.28 | 02/25/2050 |
| 589929G28 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1 | 4281 | $3,996.88 | 0.00% | NR | 6.25 | 03/25/2028 |
| 81743PAP1 | SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1 | 11209 | $10,819.18 | 0.00% | NR | 6.13 | 06/20/2033 |
| 92537TAA3 | VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1 | 7014 | $6,944.65 | 0.00% | NR | 0.33 | 03/25/2060 |
| 19688JAA5 | COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1 | 2828 | $2,813.45 | 0.00% | NR | 1.85 | 03/25/2065 |
| 31292GU53 | FGLMC C00604 6.0 04-01-28 | 175 | $182.59 | 0.00% | Aaa | 6.00 | 04/01/2028 |
| 31293EME7 | FGLMC C18457 6.0 12-01-28 | 155 | $161.12 | 0.00% | Aaa | 6.00 | 12/01/2028 |
| 31294B6N0 | FGLMC C35377 7.0 01-01-30 | 55 | $56.85 | 0.00% | Aaa | 7.00 | 01/01/2030 |
| 31287RP94 | FGLMC C65848 6.5 04-01-32 | 2818 | $2,963.28 | 0.00% | Aaa | 6.50 | 04/01/2032 |
| 3128FKNL5 | FGLMC D77595 7.0 01-01-27 | 116 | $120.50 | 0.00% | Aaa | 7.00 | 01/01/2027 |
| 31283HLN3 | FGLMC G01233 7.0 04-01-31 | 111 | $115.70 | 0.00% | Aaa | 7.00 | 04/01/2031 |
| 31283HUA1 | FGLMC G01477 6.0 12-01-32 | 702 | $731.57 | 0.00% | Aaa | 6.00 | 12/01/2032 |
| 31336RUW8 | FHARM 1B0097 6.2 08-01-31 | 14018 | $14,043.16 | 0.00% | Aaa | 6.16 | 08/01/2031 |
| 31336RVK3 | FHARM 1B0118 6.2 08-01-31 | 137 | $138.14 | 0.00% | Aaa | 6.16 | 08/01/2031 |
| 31295MYW4 | FHARM 788825 6.4 11-01-31 | 5918 | $6,077.38 | 0.00% | Aaa | 6.38 | 11/01/2031 |
| 31371HB72 | FNCL 252162 6.5 12-01-28 | 292 | $300.78 | 0.00% | Aaa | 6.50 | 12/01/2028 |
| 59156RCA4 | METLIFE INC MET 3.85 PERP | 16000 | $15,326.95 | 0.00% | Baa2 | 3.85 | 12/31/2099 |
| 31374GT64 | FNCL 313873 7.0 12-01-27 | 744 | $771.57 | 0.00% | Aaa | 7.00 | 12/01/2027 |
| 31379D7G8 | FNCL 416795 6.5 02-01-28 | 118 | $122.77 | 0.00% | Aaa | 6.50 | 02/01/2028 |
| 31379EG68 | FNCL 417021 7.5 09-01-25 | 20 | $20.52 | 0.00% | Aaa | 7.50 | 09/01/2025 |
| 31380G5H8 | FNCL 440148 6.5 08-01-28 | 47 | $48.52 | 0.00% | Aaa | 6.50 | 08/01/2028 |
| 31383LUF0 | FNCL 506482 6.5 07-01-29 | 153 | $160.50 | 0.00% | Aaa | 6.50 | 07/01/2029 |
| 31386FVP7 | FNCL 562322 7.5 01-01-31 | 583 | $591.89 | 0.00% | Aaa | 7.50 | 01/01/2031 |
| 31389GF21 | FNCL 624885 6.5 01-01-32 | 682 | $714.28 | 0.00% | Aaa | 6.50 | 01/01/2032 |
| 31391SNF3 | FNARM 675490 5.9 03-01-33 | 6784 | $6,836.81 | 0.00% | Aaa | 5.90 | 03/01/2033 |
| 31400JAM1 | FNCL 688612 5.5 03-01-33 | 2516 | $2,602.88 | 0.00% | Aaa | 5.50 | 03/01/2033 |
| 31401H2H4 | FNCL 709176 5.5 06-01-33 | 12346 | $12,770.40 | 0.00% | Aaa | 5.50 | 06/01/2033 |
| 36202DBW0 | G2SF 2753 6.0 05-20-29 | 685 | $717.23 | 0.00% | Aaa | 6.00 | 05/20/2029 |
| 36206FVG4 | GNSF 410215 7.5 12-15-25 | 113 | $114.30 | 0.00% | Aaa | 7.50 | 12/15/2025 |
| 36206FWN8 | GNSF 410253 7.0 12-15-25 | 28 | $28.12 | 0.00% | Aaa | 7.00 | 12/15/2025 |
| 36207LGU6 | GNSF 435011 8.0 01-15-31 | 7214 | $7,251.26 | 0.00% | Aaa | 8.00 | 01/15/2031 |
| 36207UKJ6 | GNSF 442297 7.0 01-15-27 | 3225 | $3,240.25 | 0.00% | Aaa | 7.00 | 01/15/2027 |
| 36209MGJ7 | GNSF 475501 6.5 08-15-28 | 183 | $189.68 | 0.00% | Aaa | 6.50 | 08/15/2028 |
| 36209SDF5 | GNSF 479902 7.5 01-15-31 | 5362 | $5,430.39 | 0.00% | Aaa | 7.50 | 01/15/2031 |
| 36210AWV5 | GNSF 486760 6.5 12-15-28 | 251 | $258.12 | 0.00% | Aaa | 6.50 | 12/15/2028 |
| 36210F6D3 | GNSF 491468 7.0 05-15-29 | 295 | $297.40 | 0.00% | Aaa | 7.00 | 05/15/2029 |
| 36210JXA1 | GNSF 493973 6.5 06-15-29 | 282 | $292.94 | 0.00% | Aaa | 6.50 | 06/15/2029 |
| 36212GWQ1 | GNSF 533555 8.0 12-15-30 | 9179 | $9,341.34 | 0.00% | Aaa | 8.00 | 12/15/2030 |
| 36213R2R7 | GNSF 562484 6.0 02-15-34 | 1925 | $1,968.85 | 0.00% | Aaa | 6.00 | 02/15/2034 |
| 36213SYK5 | GNSF 563314 6.5 11-15-31 | 175 | $181.72 | 0.00% | Aaa | 6.50 | 11/15/2031 |
| 36200ACN7 | GNSF 595077 6.0 10-15-32 | 381 | $394.44 | 0.00% | Aaa | 6.00 | 10/15/2032 |
| 36225A3F5 | GNSF 780798 7.5 12-15-27 | 35 | $36.13 | 0.00% | Aaa | 7.50 | 12/15/2027 |
| MXN CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| 570535AP9 | MARKEL GROUP INC MKL 5 03/30/43 | 15000 | $13,646.80 | 0.00% | Baa2 | 5.00 | 03/30/2043 |
| 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 | 7000 | $7,095.68 | 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 | |||
| 707567AE3 | PENN MUTUAL LIFE INSURANCE CO/THE PMUL 3.8 04/29/61 | 8000 | $5,383.23 | 0.00% | A2 | 3.80 | 04/29/2061 |
| 24703TAD8 | DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26 | 9000 | $9,236.56 | 0.00% | Baa2 | 6.02 | 06/15/2026 |
| 02666TAC1 | AMERICAN HOMES 4 RENT LP AMH 2 3/8 07/15/31 | 6000 | $5,015.07 | 0.00% | Baa2 | 2.38 | 07/15/2031 |
| 31374TV48 | FNCL 323835 6.5 05-01-29 | 148 | $153.06 | 0.00% | Aaa | 6.50 | 05/01/2029 |
| 00206RLJ9 | AT&T INC T 3.55 09/15/55 | 15000 | $10,941.45 | 0.00% | Baa2 | 3.55 | 09/15/2055 |
| CASHCAD09 | CAD CURRENCY CASH | 0 | $0.00 | 0.00% | 0.00 | ||
| NZD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| FVH4 | US 5YR NOTE (CBT) Mar24FVH4 COMB | -213 | -$18,304.79 | -0.01% | N/A | 03/28/2024 | |
| CSHJPMSD4 | CASH COLLATERAL USD JPMS | -272000 | -$272,000.00 | -0.08% | N/A | 12/31/2049 | |
| CSHMLBSW3 | CASH COLLATERAL USD BOAML | -815000 | -$815,000.00 | -0.23% | 0.00 | 12/31/2049 | |
| -925000 | -$1,023,934.31 | -0.29% | N/A | ||||
| CASHUSD00 | USD CURRENCY CASH | -35660214 | -$35,660,214.31 | -10.20% | 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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