Invesco | Quarterly Portfolio Holdings

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Quarterly Portfolio Holdings

as of 03/31/2024

Invesco Core Plus Fixed Income Trust - Class C

CUSIP	Security Name	Share/Par	Market Value	%TNA	Moody Rating	Coupon/Div Yield	Maturity Date
01F060642	FNMA FNCL TBA 30yr 6.0 04-01-54	16127190	$16,300,889.78	4.47%	Aaa	6.00	04/01/2054
91282CJZ5	UNITED STATES TREASURY NOTE/BOND T 4 02/15/34	16043600	$15,858,087.67	4.35%	Aaa	4.00	02/15/2034
01F050643	FNMA FNCL TBA 30yr 5.0 04-01-54	15474000	$15,118,903.72	4.15%	Aaa	5.00	04/01/2054
912810TV0	UNITED STATES TREASURY NOTE/BOND T 4 3/4 11/15/53	11224600	$12,184,356.53	3.34%	Aaa	4.75	11/15/2053
01F052649	FNMA FNCL TBA 30yr 5.5 04-01-54	11500000	$11,460,486.55	3.14%	Aaa	5.50	04/01/2054
91282CKD2	UNITED STATES TREASURY NOTE/BOND T 4 1/4 02/28/29	8275500	$8,316,468.37	2.28%	Aaa	4.25	02/28/2029
01F020448	FNMA FNCI TBA 15yr 2.0 04-01-39	9195000	$8,154,853.91	2.24%	Aaa	2.00	04/01/2039
01F032641	FNMA FNCL TBA 30yr 3.5 04-01-54	8500000	$7,614,721.45	2.09%	Aaa	3.50	04/01/2054
21H042646	GNMA G2SF TBA 30yr 4.5 04-01-54	6856000	$6,602,011.39	1.81%	Aaa	4.50	04/01/2054
01F020646	FNMA FNCL TBA 30yr 2.0 04-01-54	7035000	$5,568,507.64	1.53%	Aaa	2.00	04/01/2054
21H052645	GNMA G2SF TBA 30yr 5.5 04-01-54	5332000	$5,340,840.79	1.47%	Aaa	5.50	04/01/2054
912810TZ1	UNITED STATES TREASURY NOTE/BOND T 4 1/2 02/15/44	3944400	$3,988,405.34	1.09%	Aaa	4.50	02/15/2044
91282CKB6	UNITED STATES TREASURY NOTE/BOND T 4 5/8 02/28/26	3595500	$3,607,018.91	0.99%	Aaa	4.63	02/28/2026
01F042640	FNMA FNCL TBA 30yr 4.5 04-01-54	3598000	$3,430,593.62	0.94%	Aaa	4.50	04/01/2054
01F040644	FNMA FNCL TBA 30yr 4.0 04-01-54	3598000	$3,335,751.64	0.92%	Aaa	4.00	04/01/2054
91282CKC4	UNITED STATES TREASURY NOTE/BOND T 4 1/4 02/28/31	3270400	$3,288,119.61	0.90%	Aaa	4.25	02/28/2031
21H020642	GNMA G2SF TBA 30yr 2.0 04-01-54	3830000	$3,140,819.32	0.86%	Aaa	2.00	04/01/2054
01F022642	FNMA FNCL TBA 30yr 2.5 04-01-54	2530000	$2,092,701.52	0.57%	Aaa	2.50	04/01/2054
720198AG5	PIEDMONT OPERATING PARTNERSHIP LP PDM 9 1/4 07/20/28	1433000	$1,552,138.06	0.43%	Baa3	9.25	07/20/2028
3140J5PG8	FNCL BM1322 3.5 05-01-47	1692365	$1,552,274.65	0.43%	Aaa	3.50	05/01/2047
83444MAL5	SOLVENTUM CORP SOLV 6 05/15/64	1399000	$1,394,687.78	0.38%	Baa3	6.00	05/15/2064
05377REZ3	AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A	1446000	$1,388,865.61	0.38%	Aaa	3.83	08/21/2028
55261HAC4	MAG MUTUAL HOLDING COMPANY 4.75 4/30/2041	1525000	$1,348,586.31	0.37%	Baa3	4.75	04/30/2041
08162YAE2	BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 A5	1455000	$1,310,977.26	0.36%	NR	3.05	12/15/2062
105756CJ7	BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 7 1/8 05/13/54	1258000	$1,281,676.67	0.35%	Ba2	7.13	05/13/2054
69121JAA5	BLUE OWL TECHNOLOGY FINANCE CORP II OTFCII 6 3/4 04/04/29	1234000	$1,218,692.74	0.33%	Baa3	6.75	04/04/2029
38141GA38	GOLDMAN SACHS GROUP INC/THE GS 7 1/2 PERP	1132000	$1,214,031.51	0.33%	Ba1	7.50	12/31/2099
00830YAC5	AFRICA FINANCE CORP AFRFIN 4 3/8 04/17/26	1230000	$1,211,464.58	0.33%	A3	4.38	04/17/2026
05683HAN5	BAIN CAPITAL CREDIT CLO 2017-2 LTD BCC 2017-2A AR2	1151000	$1,166,308.07	0.32%	Aaa	6.77	07/25/2034
912796CX5	TREASURY BILL 0 4/18/2024	1157000	$1,154,124.09	0.32%	Aaa	0.00	04/18/2024
637432PB5	NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 7 1/8 09/15/53	1106000	$1,150,642.67	0.32%	A3	7.13	09/15/2053
105756CH1	BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZIL 6 1/8 03/15/34	1150000	$1,149,431.95	0.32%	Ba2	6.13	03/15/2034
03762YAR8	APIDOS CLO XXV APID 2016-25A A1R2	1084000	$1,085,163.00	0.30%	Aaa	6.46	10/20/2031
87166PAH4	SYNCHRONY CARD FUNDING LLC SYNIT 2022-A2 A	1125000	$1,105,216.04	0.30%	NR	3.86	07/15/2028
98920MAA0	ZAXBYS FUNDING LLC ZAXBY 2021-1A A2	1223625	$1,089,628.89	0.30%	NR	3.24	07/30/2051
38176EAL1	GOLUB CAPITAL PARTNERS CLO 40B LTD GCBSL 2019-40A AR	1041000	$1,054,394.86	0.29%	Aaa	6.68	01/25/2032
606822DD3	MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 8.2 PERP	950000	$1,041,499.36	0.29%	Baa3	8.20	12/31/2099
12597NAS2	CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST CSAIL 2020-C19 A3	1238000	$1,047,771.39	0.29%	Aaa	2.56	03/15/2053
034942AA0	ANGEL OAK MORTGAGE TRUST 2024-2 AOMT 2024-2 A1	1054201	$1,055,748.60	0.29%	NR	5.99	01/25/2069
83444MAG6	SOLVENTUM CORP SOLV 5.6 03/23/34	1022000	$1,030,740.57	0.28%	Baa3	5.60	03/23/2034
78448TAM4	SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 5.55 04/03/34	1037000	$1,030,332.25	0.28%	NR	5.55	04/03/2034
06368LQ58	BANK OF MONTREAL FLT 5/26/2084	967000	$983,120.32	0.27%	Baa3	7.70	05/26/2084
33767DAD7	FIRSTCASH INC FCFS 6 7/8 03/01/32	991000	$998,108.33	0.27%	Ba2	6.88	03/01/2032
25755TAL4	DOMINOS PIZZA MASTER ISSUER LLC DPABS 2019-1A A2	1062720	$984,541.18	0.27%	NR	3.67	10/25/2049
		998404	$998,404.30	0.27%		N/A
670898AC9	OCP CLO 2020-8R LTD OCP 2020-8RA A1	970000	$984,174.41	0.27%	NR	6.80	01/17/2032
85858EAE3	STENA INTERNATIONAL SA STENA 7 5/8 02/15/31	913000	$932,887.02	0.26%	Ba3	7.63	02/15/2031
03769M205	APOLLO GLOBAL MANAGEMENT INC APO 7 5/8 09/15/53	35200	$931,040.00	0.26%	A3	7.63	09/15/2053
68236JAA9	ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A	1116000	$955,353.71	0.26%	Aaa	2.52	09/15/2054
3137FL6F6	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K088 AM	964000	$930,323.88	0.26%	Aaa	3.76	01/25/2029
438516CT1	HONEYWELL INTERNATIONAL INC HON 5 1/4 03/01/54	898000	$910,018.24	0.25%	A2	5.25	03/01/2054
83370RAD0	SOCIETE GENERALE SA SOCGEN 8 1/2 PERP	932000	$928,660.33	0.25%	Ba2	8.50	12/31/2079
362419AA1	GABON BLUE BOND MASTER TRUST SERIES 2 GABBMT 6.097 08/01/38	893000	$898,806.41	0.25%	Aa2	6.10	08/01/2038
05377RGY4	AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-4A A	906000	$914,151.29	0.25%	Aaa	5.49	06/20/2029
33851TAF4	FLAGSTAR MORTGAGE TRUST 2021-11INV FSMT 2021-11IN A6	1067583	$926,514.69	0.25%	Aaa	3.70	11/25/2051
74365PAE8	PROSUS NV PRXNA 3.832 02/08/51	1418000	$880,772.46	0.24%	Baa3	3.83	02/08/2051
172967PC9	CITIGROUP INC C 7 3/8 PERP	800000	$839,348.49	0.23%	Ba1	7.38	12/31/2099
61768HAW6	MORGAN STANLEY CAPITAL I TRUST 2019-L2 MSC 2019-L2 A4	890000	$840,350.20	0.23%	NR	4.07	03/15/2052
35910EAA2	FRONTIER ISSUER LLC FYBR 2023-1 A2	816574	$826,358.16	0.23%	NR	6.60	08/20/2053
350930AA1	FOUNDRY JV HOLDCO LLC FABSJV 5 7/8 01/25/34	819000	$829,055.98	0.23%	Baa1	5.88	01/25/2034
0641598S8	BANK OF NOVA SCOTIA/THE BNS 8 5/8 10/27/2082	783000	$827,266.38	0.23%	Baa3	8.63	10/27/2082
87088QAA2	SWISS RE SUBORDINATED FINANCE PLC SRENVX 5.698 04/05/35	800000	$802,816.00	0.22%	A3	5.70	04/05/2035
86562MDK3	SUMITOMO MITSUI FINANCIAL GROUP INC SUMIBK 6.6 PERP	792000	$796,780.25	0.22%	Baa3	6.60	12/31/2099
279158AS8	ECOPETROL SA ECOPET 8 7/8 01/13/33	738000	$794,797.35	0.22%	Baa3	8.88	01/13/2033
221597CV7	COSTA RICA GOVERNMENT INTERNATIONAL BOND COSTAR 7.3 11/13/54	750000	$816,795.58	0.22%	B1	7.30	11/13/2054
00180UAB1	AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 B	865000	$787,090.78	0.22%	Aa2	1.73	10/17/2038
90276YAE3	UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A4	870000	$798,243.01	0.22%	Aaa	3.60	04/15/2052
172967PE5	CITIGROUP INC C 7 5/8 PERP	748000	$792,588.33	0.22%	Ba1	7.63	12/31/2099
83444MAC5	SOLVENTUM CORP SOLV 5.4 03/01/29	784000	$789,573.44	0.22%	Baa3	5.40	03/01/2029
456837BM4	ING GROEP NV INTNED 5.55 03/19/35	788000	$783,426.61	0.21%	Baa1	5.55	03/19/2035
48250EAN5	KKR CLO 30 LTD KKR 30A A1R	762000	$772,682.58	0.21%	NR	6.60	10/17/2031
03464BAA6	ANGEL OAK MORTGAGE TRUST 2022-1 AOMT 2022-1 A1	849000	$761,717.98	0.21%	NR	2.88	12/25/2066
853254CM0	STANDARD CHARTERED PLC STANLN 7 3/4 PERP	760000	$777,210.79	0.21%	Ba1	7.75	12/31/2079
12570FAB7	CK HUTCHISON INTERNATIONAL 23 LTD CKHH 4 7/8 04/21/33	760000	$769,572.00	0.21%	A2	4.88	04/21/2033
80386WAF2	SASOL FINANCING USA LLC SASOL 8 3/4 05/03/29	715000	$754,085.63	0.21%	Ba1	8.75	05/03/2029
CASHEUR08	EUR CURRENCY CASH	705286	$761,074.66	0.21%		0.00
80413TBG3	SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 01/16/34	761000	$764,170.83	0.21%	A1	5.00	01/16/2034
172967PJ4	CITIGROUP INC C 7.2 PERP	696000	$717,237.05	0.20%	Ba1	7.20	12/31/2059
12433EAA9	BX TRUST 2022-LBA6 BX 2022-LBA6 A	725000	$723,313.99	0.20%	Aaa	6.33	01/15/2039
46645LBE6	JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 JPMBB 2016-C1 B	767000	$736,003.49	0.20%	A3	4.70	03/17/2049
12665WAC4	CSMC 2022-ATH2 CSMC 2022-ATH2 A1	757519	$737,988.39	0.20%	NR	4.55	05/25/2067
902613BK3	UBS GROUP AG UBS 7 3/4 PERP	713000	$740,819.56	0.20%	Baa3	7.75	12/31/2059
80413TBH1	SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 3/4 01/16/54	720000	$719,625.00	0.20%	A1	5.75	01/16/2054
172967PG0	CITIGROUP INC C 5.827 02/13/35	734000	$732,347.36	0.20%	Baa2	5.83	02/13/2035
465970AA9	JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 JPMMT 2024-VIS1 A1	680000	$684,157.70	0.19%	NR	5.99	07/25/2064
438516CU8	HONEYWELL INTERNATIONAL INC HON 5.35 03/01/64	673000	$684,880.09	0.19%	A2	5.35	03/01/2064
07336JAE8	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A2	869888	$698,741.87	0.19%	Aaa	2.50	11/25/2051
85573RAA6	STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 STAR 2021-6 A1	825562	$690,807.00	0.19%	NR	1.92	11/25/2066
86564CAE0	SUMITOMO LIFE INSURANCE CO SUMILF 5 7/8 PERP	698000	$703,574.22	0.19%	A3	5.88	12/31/2079
74332YAA7	PROGRESS RESIDENTIAL 2022-SFR5 TRUST PROG 2022-SFR5 A	704590	$689,404.65	0.19%	Aaa	4.45	06/17/2039
91087BBA7	MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.4 05/07/54	677000	$684,470.27	0.19%	Baa2	6.40	05/07/2054
3140J9H87	FNCL BM4754 3.5 05-01-47	764151	$700,185.33	0.19%	Aaa	3.50	05/01/2047
89117F8Z5	TORONTO-DOMINION BANK/THE TD 8 1/8 10/31/2082	643000	$683,264.89	0.19%	Baa1	8.13	10/31/2082
345397C92	FORD MOTOR CREDIT CO LLC F 6.8 05/12/28	645000	$687,018.03	0.19%	Ba1	6.80	05/12/2028
87470LAL5	TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP TEP 7 3/8 02/15/29	684000	$697,617.01	0.19%	B1	7.38	02/15/2029
98979QAA1	ZIPLY FIBER ISSUER LLC ZIPLY 2024-1A A2	658000	$658,427.44	0.18%	NR	6.64	04/20/2054
31429KAH6	FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 4.55 08/23/27	675000	$668,885.04	0.18%	A1	4.55	08/23/2027
404280DW6	HSBC HOLDINGS PLC HSBC 6.332 03/09/44	595000	$640,480.23	0.18%	A3	6.33	03/09/2044
37959GAF4	GLOBAL ATLANTIC FIN CO GBLATL 6 3/4 03/15/54	652000	$670,780.66	0.18%	Baa2	6.75	03/15/2054
928668CH3	VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW 5.6 03/22/34	653000	$660,550.30	0.18%	A3	5.60	03/22/2034
46654VAA1	J.P. MORGAN MORTGAGE TRUST 2021-LTV2 JPMMT 2021-LTV2 A1	782546	$644,625.34	0.18%	Aaa	2.52	05/25/2052
67448DAA8	OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1	718872	$658,119.76	0.18%	NR	2.96	01/25/2062
12659YAA2	COLT 2022-3 MORTGAGE LOAN TRUST COLT 2022-3 A1	687339	$652,071.13	0.18%	NR	3.90	02/25/2067
92538UAA9	VERUS SECURITIZATION TRUST 2022-3 VERUS 2022-3 A1	712907	$669,735.32	0.18%	NR	4.13	02/25/2067
683483AA9	OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE OFIDEV 4 1/2 01/26/26	645000	$642,161.24	0.18%	NR	4.50	01/26/2026
12662PAF5	CVR ENERGY INC CVI 8 1/2 01/15/29	657000	$672,365.86	0.18%	B1	8.50	01/15/2029
0641598V1	BANK OF NOVA SCOTIA/THE BNS 8 01/27/2084	629000	$651,099.00	0.18%	Baa3	8.00	01/27/2084
05971KAQ2	BANCO SANTANDER FLT 12/31/2059	600000	$667,291.47	0.18%	Ba1	9.63	12/31/2099
98877DAE5	ZF NORTH AMERICA CAPITAL INC ZFFNGR 7 1/8 04/14/30	599000	$650,974.68	0.18%	Ba1	7.13	04/14/2030
29103CAA6	EMRLD BORROWER LP / EMERALD CO-ISSUER INC EMECLI 6 5/8 12/15/30	652000	$670,973.17	0.18%	Ba3	6.63	12/15/2030
	CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD CGMS 2015-4A A1RR	638000	$638,000.00	0.18%	Aaa	0.00	07/20/2032
345397D26	FORD MOTOR CREDIT CO LLC F 6.95 06/10/26	633000	$660,316.27	0.18%	Ba1	6.95	06/10/2026
31573EAA9	ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 A1	673601	$664,731.10	0.18%	NR	5.00	08/25/2067
644393AC4	NEW FORTRESS ENERGY INC NFE 8 3/4 03/15/29	672000	$673,194.88	0.18%	B1	8.75	03/15/2029
46514BRL3	ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 5 1/2 03/12/34	610000	$603,749.19	0.17%	A2	5.50	03/12/2034
61764BAL7	MORGAN STANLEY CAPITAL I TRUST 2014-150E MSC 2014-150E C	1000000	$604,408.80	0.17%	NR	4.30	09/09/2032
05964HBA2	BANCO SANTANDER SA SANTAN 5.552 03/14/28	600000	$601,701.71	0.17%	Baa1	5.55	03/14/2028
05964HBB0	BANCO SANTANDER SA SANTAN 5.538 03/14/30	600000	$601,510.39	0.17%	Baa1	5.54	03/14/2030
20753XAA2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1	613010	$622,686.59	0.17%	NR	7.42	03/25/2042
44931NAT8	ICG US CLO 2016-1 LTD ICG 2016-1A A1RR	601000	$608,456.36	0.17%	NR	6.83	04/29/2034
83444MAJ0	SOLVENTUM CORP SOLV 5.9 04/30/54	607000	$608,883.68	0.17%	Baa3	5.90	04/30/2054
74340XCJ8	PROLOGIS LP PLD 5 03/15/34	612000	$613,979.66	0.17%	A3	5.00	03/15/2034
36143L2L8	GA GLOBAL FUNDING TRUST GBLATL 5 1/2 01/08/29	624000	$634,269.93	0.17%	A2	5.50	01/08/2029
445545AU0	HUNGARY GOVERNMENT INTERNATIONAL BOND REPHUN 5 1/2 03/26/36	620000	$609,072.50	0.17%	Baa2	5.50	03/26/2036
22535WAK3	CREDIT AGRICOLE SA ACAFP 5.335 01/10/30	624000	$629,711.70	0.17%	A3	5.34	01/10/2030
279158AV1	ECOPETROL SA ECOPET 8 3/8 01/19/36	619000	$635,198.61	0.17%	Baa3	8.38	01/19/2036
55282MAA2	MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A	652000	$603,959.39	0.17%	NR	3.08	08/15/2034
86563VBM0	SUMITR 5.55 28 5.55 9/14/2028	618000	$631,021.67	0.17%	A1	5.55	09/14/2028
06738ECL7	BARCLAYS PLC FLT 9/13/2034	594000	$634,800.01	0.17%	Baa1	6.69	09/13/2034
225401BG2	UBS GROUP AG UBS 6.301 09/22/34	599000	$627,954.49	0.17%	A3	6.30	09/22/2034
05964HAX3	BANCO SANTANDER SA FLT 11/7/2027	600000	$631,063.27	0.17%	A2	6.53	11/07/2027
625454AB9	MULTIBANK INC MULT 7 3/4 02/03/28	606000	$617,643.48	0.17%	Ba1	7.75	02/03/2028
337738BL1	FISERV INC FI 5.45 03/15/34	584000	$593,868.16	0.16%	Baa2	5.45	03/15/2034
833636AN3	SOCIEDAD QUIMICA Y MINERA DE CHILE SA SQM 6 1/2 11/07/33	542000	$581,280.91	0.16%	Baa1	6.50	11/07/2033
07336JAD0	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 BVINV 2021-5 A1	712628	$596,797.89	0.16%	Aaa	3.00	11/25/2051
11102AAF8	BRITISH TELECOMMUNICATIONS PLC BRITEL 4 1/4 11/23/2081	621000	$587,859.66	0.16%	Ba1	4.25	11/23/2081
92538QAA8	VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1	658111	$570,439.70	0.16%	NR	1.83	10/25/2066
12660BAM3	CSMC 2022-ATH1 CSMC 2022-ATH1 A1A	629213	$585,532.07	0.16%	NR	2.87	01/25/2067
55279HAW0	MANUFACTURERS & TRADERS TRUST CO MTB 4.7 01/27/28	585000	$568,536.76	0.16%	Baa1	4.70	01/27/2028
53218CAC4	LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR B	599612	$593,531.25	0.16%	Aa1	6.32	03/15/2038
85208NAE0	SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 5.152 03/20/2	570400	$570,003.16	0.16%	A1	5.15	03/20/2028
718172DG1	PHILIP MORRIS INTERNATIONAL INC PM 4 7/8 02/13/29	586000	$586,071.68	0.16%	A2	4.88	02/13/2029
80413TBF5	SAUDI GOVERNMENT INTERNATIONAL BOND KSA 4 3/4 01/16/30	569000	$568,090.64	0.16%	A1	4.75	01/16/2030
172967MG3	CITIGROUP INC C 5 PERP	577000	$574,957.88	0.16%	Ba1	5.00	12/31/2049
08160KAJ3	BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 B	710000	$583,880.93	0.16%	NR	3.56	12/15/2072
61690U7W4	MORGAN STANLEY BANK NA 5.882 10/30/2026	548000	$571,995.13	0.16%	Aa3	5.88	10/30/2026
928668CG5	VOLKSWAGEN GROUP OF AMERICA FINANCE LLC VW 5 1/4 03/22/29	569000	$570,149.49	0.16%	A3	5.25	03/22/2029
906548CY6	UNION ELECTRIC CO AEE 5.2 04/01/34	563000	$563,927.45	0.15%	A2	5.20	04/01/2034
404280DG1	HSBC HOLDINGS PLC HSBC 5.21 08/11/28	531000	$533,155.05	0.15%	A3	5.21	08/11/2028
438516CR5	HONEYWELL INTERNATIONAL INC HON 4.95 09/01/31	532000	$538,040.89	0.15%	A2	4.95	09/01/2031
91282CKE0	UNITED STATES TREASURY NOTE/BOND T 4 1/4 03/15/27	554300	$552,839.18	0.15%	Aaa	4.25	03/15/2027
67115DAA0	ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1	678427	$561,176.91	0.15%	NR	1.96	10/25/2061
85573TAA2	STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 STAR 2022-1 A1	621330	$533,050.18	0.15%	NR	2.45	12/25/2066
07336GAC8	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A3	668299	$559,674.59	0.15%	Aaa	3.00	10/25/2051
07336GAD6	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A4	668299	$536,814.96	0.15%	Aaa	2.50	10/25/2051
07336GAH7	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 BVINV 2021-4 A8	613733	$533,928.52	0.15%	Aaa	2.50	10/25/2051
17329VBA6	CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 CMLTI 2021-INV3 A3A	692342	$556,127.16	0.15%	Aaa	2.50	05/25/2051
05254HAA2	AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM ANZ 6 3/4 PERP	546000	$559,645.09	0.15%	Baa2	6.75	12/31/2079
05401AAU5	AVOLON HOLDINGS FUNDING LTD AVOL 5 3/4 03/01/29	526000	$528,996.53	0.15%	Baa3	5.75	03/01/2029
532457CL0	ELI LILLY & CO LLY 4.7 02/09/34	550000	$550,666.70	0.15%	A1	4.70	02/09/2034
900123DK3	TURKIYE GOVERNMENT INTERNATIONAL BOND TURKEY 7 5/8 05/15/34	550000	$556,733.68	0.15%	B3	7.63	05/15/2034
61691UBH1	MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 AS	620000	$549,593.63	0.15%	NR	3.49	11/15/2052
87250RAA2	TICP CLO XV LTD TICP 2020-15A A	541000	$548,756.19	0.15%	NR	6.86	04/20/2033
345397C35	FORD MOTOR CREDIT CO LLC F 7.35 11/04/27	514000	$554,495.29	0.15%	Ba1	7.35	11/04/2027
63861VAJ6	NATIONWIDE BUILDING SOCIETY NWIDE 6.557 10/18/27	510000	$538,361.53	0.15%	A3	6.56	10/18/2027
345397D59	FORD MOTOR CREDIT COMPANY LLC 6.798 11/7/2028	517000	$553,689.62	0.15%	Ba1	6.80	11/07/2028
902613BE7	UBS GROUP AG UBS 9 1/4 PERP	465000	$541,257.84	0.15%	Baa3	9.25	12/31/2079
12593PAZ5	COMM 2015-CCRE25 MORTGAGE TRUST COMM 2015-CR25 B	561000	$546,339.53	0.15%	NR	4.52	08/10/2048
1248EPCS0	CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 6 3/8 09/01/29	581000	$554,271.21	0.15%	B1	6.38	09/01/2029
22757BAA2	CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1	535000	$538,337.06	0.15%	NR	6.09	04/25/2069
05523RAL1	20101010 5.3 3/26/2034	497000	$499,857.23	0.14%	Baa1	5.30	03/26/2034
58769JAL1	MERCEDES-BENZ FINANCE NORTH AMERICA LLC MBGGR 5.1 08/03/28	499000	$504,949.52	0.14%	A2	5.10	08/03/2028
816851BS7	SEMPRA SRE 6 7/8 10/01/54	498000	$504,810.90	0.14%	Baa3	6.88	10/01/2054
83192PAD0	SMITH & NEPHEW PLC SNLN 5.4 03/20/34	506000	$504,332.67	0.14%	Baa2	5.40	03/20/2034
20268JAS2	COMMONSPIRIT HEALTH CATMED 5.318 12/01/34	513000	$514,697.86	0.14%	A3	5.32	12/01/2034
58403YAD8	MED TRUST 2021-MDLN MED 2021-MDLN A	517516	$517,784.01	0.14%	Aaa	6.39	11/15/2038
67114VAA1	OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1	586200	$503,856.36	0.14%	NR	2.31	11/25/2061
80413TBE8	SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 01/18/53	570000	$514,823.37	0.14%	A1	5.00	01/18/2053
893647BU0	TRANSDIGM INC TDG 6 3/8 03/01/29	488000	$492,457.31	0.14%	Ba3	6.38	03/01/2029
00287YDU0	ABBVIE INC ABBV 5.05 03/15/34	506000	$514,753.01	0.14%	A3	5.05	03/15/2034
00287YDW6	ABBVIE INC ABBV 5.4 03/15/54	505000	$522,441.59	0.14%	A3	5.40	03/15/2054
95058XAE8	WENDYS FUNDING LLC WEN 2018-1A A2II	534340	$505,137.99	0.14%	NR	3.88	03/15/2048
898324AC2	TRUST FIBRA UNO FUNOTR 5 1/4 01/30/26	533000	$524,911.53	0.14%	Baa2	5.25	01/30/2026
62922LAD0	NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP NGL 8 3/8 02/15/32	474000	$492,406.70	0.14%	B2	8.38	02/15/2032
65339KCV0	NEXTERA ENERGY CAPITAL HOLDINGS IN 5.55 3/15/2054	516000	$517,413.94	0.14%	Baa1	5.55	03/15/2054
65339KCU2	NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 5 1/4 03/15/34	517000	$520,452.56	0.14%	Baa1	5.25	03/15/2034
015271BD0	ALEXANDRIA REAL ESTATE EQUITIES INC ARE 5 5/8 05/15/54	510000	$505,503.38	0.14%	Baa1	5.63	05/15/2054
281020AZ0	EDISON INTERNATIONAL EIX 7 7/8 06/15/54	491000	$516,661.38	0.14%	Baa3	7.88	06/15/2054
233046AK7	DB MASTER FINANCE LLC DNKN 2019-1A A2II	532890	$518,154.40	0.14%	NR	4.02	05/20/2049
31334XD97	FNCL QA1028 4.0 07-01-49	528074	$497,564.35	0.14%	Aaa	4.00	07/01/2049
92332YAC5	VENTURE GLOBAL LNG INC VENLNG 9 1/2 02/01/29	457000	$511,517.15	0.14%	B1	9.50	02/01/2029
92332YAD3	VENTURE GLOBAL LNG INC VENLNG 9 7/8 02/01/32	468000	$524,539.07	0.14%	B1	9.88	02/01/2032
961214FP3	WESTPAC BANKING CORP WSTP 6.82 11/17/33	467000	$519,411.44	0.14%	A3	6.82	11/17/2033
61763E207	MORGAN STANLEY MS 6 7/8 PERP SERIES F	20000	$511,889.24	0.14%	Baa3	6.88	12/31/2079
06054ABB4	BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 BACM 2015-UBS7 AS	536000	$518,710.92	0.14%	Aa2	3.99	09/15/2048
378272BU1	GLENCORE FUNDING LLC GLENLN 5.634 04/04/34	518000	$519,384.17	0.14%	Baa1	5.63	04/04/2034
78448TAL6	SMBC AVIATION CAPITAL FINANCE DAC SMBCAC 5.3 04/03/29	462000	$460,886.36	0.13%	NR	5.30	04/03/2029
86563VBQ1	SUMITOMO MITSUI TRUST BANK LTD SUMITR 5.2 03/07/29	486000	$490,941.60	0.13%	A1	5.20	03/07/2029
48128BAQ4	JPMORGAN CHASE & CO JPM 6 7/8 PERP	470000	$488,044.32	0.13%	Baa2	6.88	12/31/2099
731011AX0	REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND POLAND 4 5/8 03/18/29	480000	$477,417.67	0.13%	A2	4.63	03/18/2029
731011AY8	REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND POLAND 5 1/8 09/18/34	482000	$480,751.95	0.13%	A2	5.13	09/18/2034
731011AZ5	REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND POLAND 5 1/2 03/18/54	490000	$487,111.99	0.13%	A2	5.50	03/18/2054
552732AA7	MFA 2021-INV2 TRUST MFRA 2021-INV2 A1	548432	$471,381.36	0.13%	NR	1.91	11/25/2056
74977RDN1	COOPERATIEVE RABOBANK UA RABOBK 3.649 04/06/28	486000	$471,264.86	0.13%	A3	3.65	04/06/2028
35564KUW7	FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1A	469254	$475,989.94	0.13%	NR	7.32	04/25/2042
052528AP1	AUSTRALIA & NEW ZEALAND BANKING GROUP LTD ANZ 6.742 12/08/32	436000	$477,265.44	0.13%	A3	6.74	12/08/2032
88315LAQ1	TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-2A A	536667	$481,134.81	0.13%	NR	2.23	04/20/2046
03690AAK2	ANTERO MIDSTREAM PARTNERS LP 6.625 2/1/2032	476000	$484,647.91	0.13%	Ba3	6.63	02/01/2032
61747YFM2	MORGAN STANLEY MS 5.942 02/07/39	459000	$460,319.12	0.13%	Baa1	5.94	02/07/2039
67107KAZ9	OCP CLO 2014-7 LTD OCP 2014-7A A1RR	475698	$481,995.03	0.13%	Aaa	6.70	07/20/2029
233046AL5	DB MASTER FINANCE LLC DNKN 2019-1A A23	506150	$484,847.94	0.13%	NR	4.35	05/20/2049
902674ZW3	UBS AG/LONDON UBS 5.65 09/11/28	477000	$489,783.73	0.13%	Aa3	5.65	09/11/2028
91087BAX8	MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.338 05/04/53	481000	$487,001.71	0.13%	Baa2	6.34	05/04/2053
268317AL8	ELECTRICITE DE FRANCE SA EDF 6 01/22/2114	510000	$489,819.88	0.13%	Baa1	6.00	01/22/2114
55279HAK6	MANUFACTURERS & TRADERS TRUST CO MTB 2.9 02/06/25	467000	$457,367.45	0.13%	Baa1	2.90	02/06/2025
606822CL6	MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.017 07/20/28	473000	$475,926.46	0.13%	A1	5.02	07/20/2028
89236TLZ6	TOYOTA MOTOR CREDIT CORP TOYOTA 5.1 03/21/31	441000	$445,092.40	0.12%	A1	5.10	03/21/2031
857477CF8	STATE STREET CORP STT 5.684 11/21/29	430000	$450,423.40	0.12%	A1	5.68	11/21/2029
438516CS3	HONEYWELL INTERNATIONAL INC HON 5 03/01/35	450000	$453,562.15	0.12%	A2	5.00	03/01/2035
59217GFP9	METROPOLITAN LIFE GLOBAL FUNDING I MET 5.15 03/28/33	452000	$452,702.30	0.12%	Aa3	5.15	03/28/2033
07317QAK1	BAYTEX ENERGY CORP BTECN 7 3/8 03/15/32	450000	$454,593.95	0.12%	B1	7.38	03/15/2032
05609QAA4	BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX 2021-ACNT A	423524	$420,547.11	0.12%	Aaa	6.29	11/15/2038
12433EAG6	BX TRUST 2022-LBA6 BX 2022-LBA6 B	440000	$437,526.60	0.12%	Aa3	6.63	01/15/2039
92538WAA5	VERUS SECURITIZATION TRUST 2022-1 VERUS 2022-1 A1	468491	$422,727.66	0.12%	NR	2.72	01/25/2067
19685EAA9	COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1	486993	$441,536.40	0.12%	NR	2.99	02/25/2067
74981CAA9	RUN 2022-NQM1 TRUST RUN 2022-NQM1 A1	440144	$420,082.78	0.12%	NR	4.00	03/25/2067
00287YDT3	ABBVIE INC ABBV 4.95 03/15/31	425000	$430,075.61	0.12%	A3	4.95	03/15/2031
698299BX1	PANAMA GOVERNMENT INTERNATIONAL BOND PANAMA 7 1/2 03/01/31	435000	$453,795.52	0.12%	Baa3	7.50	03/01/2031
36263KAF8	GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 GSMBS 2021-INV1 A6	513579	$446,662.84	0.12%	Aaa	2.50	12/25/2051
38138DAN6	GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD GLM 2019-5A AR	444000	$449,961.78	0.12%	NR	6.65	10/20/2032
91087BAZ3	MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6 05/07/36	440000	$446,991.43	0.12%	Baa2	6.00	05/07/2036
04685A3Q2	ATHENE GLOBAL FUNDING ATH 5.583 01/09/29	420000	$428,065.76	0.12%	A1	5.58	01/09/2029
74982LAY6	RACE POINT VIII CLO LTD RACEP 2013-8A AR2	441877	$445,047.87	0.12%	NR	6.62	02/20/2030
404280BL2	HSBC HOLDINGS PLC HSBC 6 PERP	441000	$433,974.34	0.12%	Baa3	6.00	12/31/2049
29278GAZ1	ENEL FINANCE INTERNATIONAL NV ENELIM 6.8 10/14/25	399000	$419,556.66	0.12%	Baa1	6.80	10/14/2025
71654QDL3	PETROLEOS MEXICANOS PEMEX 8 3/4 06/02/29	448120	$449,919.79	0.12%	B3	8.75	06/02/2029
603374AH2	MINERVA LUX SA 8.875 9/13/2033	430000	$454,334.78	0.12%	NR	8.88	09/13/2033
853254CW8	STANDARD CHARTERED PLC STANLN 6 3/4 02/08/28	418000	$442,049.99	0.12%	A3	6.75	02/08/2028
05946KAN1	BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 7.883 11/15/34	400000	$449,390.51	0.12%	Baa2	7.88	11/15/2034
05971KAP4	BANCO SANTANDER FLT 12/31/2059	400000	$431,249.78	0.12%	Ba1	9.63	12/31/2079
438516CQ7	HONEYWELL INTERNATIONAL INC HON 4 7/8 09/01/29	450000	$454,812.62	0.12%	A2	4.88	09/01/2029
797440CF9	SAN DIEGO GAS & ELECTRIC CO SRE 5.55 04/15/54	397000	$403,253.51	0.11%	A1	5.55	04/15/2054
22112EAD0	COSAN LUXEMBOURG SA CSANBZ 7 1/2 06/27/30	375000	$396,175.25	0.11%	Ba2	7.50	06/27/2030
86563VBR9	SUMITOMO MITSUI TRUST BANK LTD SUMITR 5.35 03/07/34	376000	$384,612.08	0.11%	A1	5.35	03/07/2034
46514BRM1	ISRAEL GOVERNMENT INTERNATIONAL BOND ISRAEL 5 3/4 03/12/54	430000	$412,909.53	0.11%	A2	5.75	03/12/2054
456837BL6	ING GROEP NV INTNED 5.335 03/19/30	415000	$414,723.92	0.11%	Baa1	5.34	03/19/2030
05964HBD6	BANCO SANTANDER SA SANTAN 6.35 03/14/34	400000	$401,452.06	0.11%	Baa2	6.35	03/14/2034
91825MAB9	UZBEKNEFTEGAZ JSC UNGUZB 4 3/4 11/16/28	489000	$418,150.01	0.11%	NR	4.75	11/16/2028
74333WAA0	PROGRESS RESIDENTIAL 2021-SFR10 TRUST PROG 2021-SFR10 A	450461	$400,794.63	0.11%	Aaa	2.39	12/17/2040
31573CAA3	ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1	461831	$392,575.30	0.11%	NR	2.21	01/25/2067
67448DAL4	OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1A	443483	$410,958.00	0.11%	NR	2.78	01/25/2062
67448DAM2	OBX 2022-NQM2 TRUST OBX 2022-NQM2 A1B	465000	$395,463.62	0.11%	NR	3.38	01/25/2062
64831MAA0	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 NRZT 2022-NQM2 A1	459053	$416,306.96	0.11%	NR	3.08	03/27/2062
05377RFD1	AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A C	400000	$384,733.64	0.11%	Baa3	4.84	08/21/2028
04636NAM5	ASTRAZENECA FINANCE LLC AZN 4.9 02/26/31	392000	$395,160.33	0.11%	A2	4.90	02/26/2031
00287YDS5	ABBVIE INC ABBV 4.8 03/15/29	409000	$411,506.36	0.11%	A3	4.80	03/15/2029
00287YDX4	ABBVIE INC ABBV 5 1/2 03/15/64	395000	$408,329.40	0.11%	A3	5.50	03/15/2064
67647WAE7	OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5	447416	$389,843.77	0.11%	Aaa	2.50	07/25/2051
83444MAA9	SOLVENTUM CORP SOLV 5.45 02/25/27	408000	$411,506.30	0.11%	Baa3	5.45	02/25/2027
77586RAU4	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 6 3/8 01/30/34	396000	$405,401.87	0.11%	Baa3	6.38	01/30/2034
539830CD9	LOCKHEED MARTIN CORP LMT 4.8 08/15/34	411000	$409,840.63	0.11%	A2	4.80	08/15/2034
36258RBA0	GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5	485000	$414,070.36	0.11%	NR	2.38	05/12/2053
225313AQ8	CREDIT AGRICOLE SA ACAFP 6.251 01/10/35	373000	$384,372.90	0.11%	Baa1	6.25	01/10/2035
58769JAR8	MERCEDES-BENZ FINANCE NORTH AMERICA LLC MBGGR 4.85 01/11/29	412000	$414,292.67	0.11%	A2	4.85	01/11/2029
26151AAA7	DRAX FINCO PLC DRXLN 6 5/8 11/01/25	400000	$407,041.67	0.11%	NR	6.63	11/01/2025
3137FL6Q2	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K089 AM	408000	$391,393.62	0.11%	Aaa	3.63	01/25/2029
36258YBG2	GS MORTGAGE SECURITIES TRUST 2020-GC45 GSMS 2020-GC45 A5	465000	$411,952.24	0.11%	NR	2.91	02/13/2053
47760QAB9	JIMMY JOHNS FUNDING LLC JIMMY 2017-1A A2II	416500	$403,800.83	0.11%	NR	4.85	07/30/2047
05684LAC9	BAIN CAPITAL CREDIT CLO 2021-1 LTD BCC 2021-1A A	403000	$408,653.61	0.11%	Aaa	6.62	04/18/2034
95000U3H4	WELLS FARGO & CO WFC 6.491 10/23/34	376000	$413,996.52	0.11%	A1	6.49	10/23/2034
345397D67	FORD MOTOR CREDIT CO LLC F 7.122 11/07/33	358000	$395,374.89	0.11%	Ba1	7.12	11/07/2033
902613BF4	UBS GROUP AG UBS 9 1/4 PERP	347000	$388,269.87	0.11%	Baa3	9.25	12/31/2079
98877DAD7	ZF NORTH AMERICA CAPITAL INC ZFFNGR 6 7/8 04/14/28	358000	$382,735.29	0.11%	Ba1	6.88	04/14/2028
345397D42	FORD MOTOR CREDIT CO LLC F 7.2 06/10/30	374000	$405,254.76	0.11%	Ba1	7.20	06/10/2030
05523RAJ6	20101010 5.125 3/26/2029	417000	$418,739.65	0.11%	Baa1	5.13	03/26/2029
750236AY7	RADIAN GROUP INC RDN 6.2 05/15/29	350000	$356,817.49	0.10%	Baa3	6.20	05/15/2029
60687YCZ0	MIZUHO FINANCIAL GROUP INC MIZUHO 5.778 07/06/29	352000	$364,470.35	0.10%	A1	5.78	07/06/2029
77586RAQ3	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 6 5/8 02/17/28	348000	$361,083.83	0.10%	Baa3	6.63	02/17/2028
893647BV8	TRANSDIGM INC TDG 6 5/8 03/01/32	360000	$365,957.26	0.10%	Ba3	6.63	03/01/2032
53218CAA8	LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR A	363699	$360,698.99	0.10%	Aaa	6.14	03/15/2038
92857WBX7	VODAFONE GROUP PLC FLT 6/4/2081	450000	$347,128.63	0.10%	Ba1	5.13	06/04/2081
55293BAB1	MHP 2021-STOR MHP 2021-STOR A	350000	$348,499.26	0.10%	NR	6.14	07/15/2038
58549XAF0	MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV2 MELLO 2021-INV2 A4	402899	$349,928.22	0.10%	Aaa	2.50	08/25/2051
585491AF0	MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3 MELLO 2021-INV3 A4	417089	$361,739.08	0.10%	Aaa	2.50	10/25/2051
221625AT3	IVORY COAST GOVERNMENT INTERNATIONAL BOND IVYCST 7 5/8 01/30/33	377000	$378,647.54	0.10%	Ba2	7.63	01/30/2033
88032WAU0	TENCENT HOLDINGS LTD TENCNT 2.39 06/03/30	418000	$360,435.59	0.10%	A1	2.39	06/03/2030
83370RAC2	SOCIETE GENERALE SA SOCGEN 9 3/8 PERP	337000	$360,305.82	0.10%	Ba2	9.38	12/31/2079
92840VAP7	VISTRA OPERATIONS CO LLC VST 7 3/4 10/15/31	351000	$381,574.34	0.10%	Ba2	7.75	10/15/2031
46647PDY9	JPMORGAN CHASE & CO JPM 6.254 10/23/34	320000	$350,666.57	0.10%	A1	6.25	10/23/2034
372460AE5	GENUINE PARTS CO GPC 6 1/2 11/01/28	352000	$381,279.97	0.10%	Baa1	6.50	11/01/2028
853254CX6	STANDARD CHARTERED PLC STANLN 7.018 02/08/30	349000	$379,061.95	0.10%	A3	7.02	02/08/2030
17888HAB9	CIVITAS RESOURCES INC CIVI 8 3/4 07/01/31	324000	$353,786.94	0.10%	B1	8.75	07/01/2031
03464JAA9	ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A1	447921	$374,717.71	0.10%	NR	1.98	10/25/2066
303901BP6	FAIRFAX FINANCIAL HOLDINGS LTD FFHCN 6.35 03/22/54	328000	$335,112.12	0.09%	Baa2	6.35	03/22/2054
808513CH6	CHARLES SCHWAB CORP/THE SCHW 6.136 08/24/34	298000	$312,749.22	0.09%	A2	6.14	08/24/2034
65473PAQ8	NISOURCE INC NI 5.35 04/01/34	346000	$344,997.71	0.09%	Baa2	5.35	04/01/2034
1248EPCT8	CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP CHTR 7 3/8 03/01/31	341000	$336,508.60	0.09%	B1	7.38	03/01/2031
39541EAC7	GREENSAIF PIPELINES BIDCO SARL GASBCM 6.51 02/23/42	325000	$339,984.90	0.09%	A1	6.51	02/23/2042
893647BR7	TRANSDIGM INC TDG 6 3/4 08/15/28	310000	$316,765.13	0.09%	Ba3	6.75	08/15/2028
76774LAC1	RITCHIE BROS HOLDINGS INC RBACN 7 3/4 03/15/31	320000	$335,899.98	0.09%	B1	7.75	03/15/2031
210385AF7	CONSTELLATION ENERGY GENERATION LLC CEG 5 3/4 03/15/54	337000	$338,424.15	0.09%	Baa1	5.75	03/15/2054
12660BAN1	CSMC 2022-ATH1 CSMC 2022-ATH1 A1B	390000	$338,084.97	0.09%	NR	3.35	01/25/2067
17180TBA9	CIFC FUNDING 2016-I LTD CIFC 2016-1A ARR	320000	$324,359.32	0.09%	NR	6.75	10/21/2031
20753YCH3	CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1	306324	$310,350.89	0.09%	NR	7.32	03/25/2042
04636NAN3	ASTRAZENECA FINANCE LLC AZN 5 02/26/34	319000	$321,858.97	0.09%	A2	5.00	02/26/2034
BN0026623	ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA ENFRAG 5 3/8 12/30/30	400000	$337,152.80	0.09%	Ba3	5.38	12/30/2030
92857WBW9	VODAFONE GROUP PLC VOD 4 1/8 06/04/2081	392000	$342,894.22	0.09%	Ba1	4.13	06/04/2081
37959GAC1	GLOBAL ATLANTIC FIN CO GBLATL 4.7 10/15/51	372000	$343,317.34	0.09%	Baa3	4.70	10/15/2051
05609VAJ4	BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C	345000	$340,890.44	0.09%	NR	6.54	09/15/2036
31307TDS7	FGCI J36413 3.0 02-01-32	358058	$339,499.02	0.09%	Aaa	3.00	02/01/2032
29273VAX8	ENERGY TRANSFER LP ET 8 05/15/54	298000	$316,934.23	0.09%	Ba1	8.00	05/15/2054
91159HJQ4	US BANCORP USB 5.384 01/23/30	333000	$337,855.21	0.09%	A3	5.38	01/23/2030
77586RAT7	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 5 7/8 01/30/29	340000	$343,060.97	0.09%	Baa3	5.88	01/30/2029
63743HFN7	NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 4.85 02/07/29	336000	$338,240.74	0.09%	A2	4.85	02/07/2029
63743HFP2	NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 5 02/07/31	316000	$316,203.41	0.09%	A2	5.00	02/07/2031
26884TAZ5	ERAC USA FINANCE LLC ENTERP 5.2 10/30/34	332000	$333,558.93	0.09%	A3	5.20	10/30/2034
00138CAX6	COREBRIDGE GLOBAL FUNDING CRBG 5.2 01/12/29	332000	$336,170.47	0.09%	A2	5.20	01/12/2029
83546DAG3	SONIC CAPITAL LLC SONIC 2020-1A A2I	329745	$312,564.41	0.09%	NR	3.85	01/20/2050
05609XAA9	BX TRUST 2022-CLS BX 2022-CLS A	320000	$322,576.38	0.09%	Aaa	5.76	10/13/2027
924923AA3	VERUS SECURITIZATION TRUST 2022-INV2 VERUS 2022-INV2 A1	307173	$310,578.42	0.09%	NR	6.79	10/25/2067
05946KAM3	BANCO BILBAO VIZCAYA ARGENTARIA SA BBVASM 9 3/8 PERP	312000	$336,518.52	0.09%	Ba2	9.38	12/31/2099
161175CP7	CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 6.65 02/01/34	296000	$311,120.54	0.09%	Ba1	6.65	02/01/2034
28504KAA5	ELECTRICITE DE FRANCE SA EDF 9 1/8 PERP	303000	$341,951.58	0.09%	Ba2	9.13	12/31/2049
95000U3F8	WELLS FARGO & CO WFC 5.557 07/25/34	310000	$314,353.37	0.09%	A1	5.56	07/25/2034
58013MFU3	MCDONALDS CORP MCD 4.8 08/14/28	322000	$324,945.87	0.09%	Baa1	4.80	08/14/2028
432833AP6	HILTON DOMESTIC OPERATING CO INC HLT 5 7/8 04/01/29	328000	$328,811.79	0.09%	Ba2	5.88	04/01/2029
04686JAH4	ATHENE HOLDING LTD ATH 6 1/4 04/01/54	302000	$306,964.11	0.08%	Baa1	6.25	04/01/2054
35564KE39	FREDDIE MAC STACR REMIC TRUST 2022-HQA3 STACR 2022-HQA3 M1A	292632	$299,297.60	0.08%	A2	7.62	08/25/2042
83272GAA9	SMURFIT KAPPA TREASURY ULC SKGID 5.2 01/15/30	304000	$303,399.00	0.08%	Baa3	5.20	01/15/2030
378272BS6	GLENCORE FUNDING LLC GLENLN 5.371 04/04/29	284000	$284,563.05	0.08%	Baa1	5.37	04/04/2029
39541EAA1	GREENSAIF PIPELINES BIDCO SARL GASBCM 6.129 02/23/38	270000	$276,287.22	0.08%	A1	6.13	02/23/2038
92840MAC6	VISTRA CORP VST 7 PERP	293000	$296,151.75	0.08%	Ba3	7.00	12/31/2079
77586RAR1	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 1/8 01/17/33	256000	$277,177.81	0.08%	Baa3	7.13	01/17/2033
73730EAC7	POSCO POHANG 5 5/8 01/17/26	284000	$287,939.58	0.08%	Baa1	5.63	01/17/2026
89386MAA6	TRANSOCEAN TITAN FINANCING LTD RIG 8 3/8 02/01/28	278000	$293,198.08	0.08%	B2	8.38	02/01/2028
231021AX4	CUMMINS INC CMI 5.45 02/20/54	271000	$278,740.24	0.08%	A2	5.45	02/20/2054
05526DBY0	BAT CAPITAL CORP BATSLN 5.834 02/20/31	304000	$308,626.69	0.08%	Baa2	5.83	02/20/2031
38138JAC7	GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD GLM 2021-9A A	294000	$297,875.63	0.08%	NR	6.65	01/20/2033
626717AN2	MURPHY OIL CORP MUR 6 3/8 07/15/28	295000	$300,925.18	0.08%	Ba2	6.38	07/15/2028
30227FAE0	EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B	278848	$279,798.57	0.08%	Aa3	6.82	07/15/2038
83546DAN8	SONIC CAPITAL LLC SONIC 2021-1A A2I	331500	$287,197.40	0.08%	NR	2.19	08/20/2051
08161BBC6	BENCHMARK 2018-B3 MORTGAGE TRUST BMARK 2018-B3 C	376000	$304,228.84	0.08%	NR	4.52	04/10/2051
224044CT2	COX COMMUNICATIONS INC COXENT 5.8 12/15/53	291000	$291,835.87	0.08%	Baa2	5.80	12/15/2053
95000U3K7	WELLS FARGO & CO WFC 5.499 01/23/35	271000	$274,451.05	0.08%	A1	5.50	01/23/2035
06051GMA4	BANK OF AMERICA CORP BAC 5.468 01/23/35	279000	$283,698.39	0.08%	A1	5.47	01/23/2035
539830CC1	LOCKHEED MARTIN CORPORATION 4.5 2/15/2029	297000	$296,484.08	0.08%	A2	4.50	02/15/2029
172967MU2	CITIGROUP INC C 4 PERP	296000	$284,479.57	0.08%	Ba1	4.00	12/31/2079
01626PAU0	ALIMENTATION COUCHE-TARD INC ATDBCN 5.267 02/12/34	285000	$286,297.25	0.08%	Baa1	5.27	02/12/2034
532457CN6	ELI LILLY & CO LLY 5.1 02/09/64	282000	$282,724.40	0.08%	A1	5.10	02/09/2064
718172DJ5	PHILIP MORRIS INTERNATIONAL INC PM 5 1/4 02/13/34	301000	$300,436.63	0.08%	A2	5.25	02/13/2034
21871XAS8	COREBRIDGE FINANCIAL INC CRBG 5 3/4 01/15/34	291000	$302,124.42	0.08%	Baa2	5.75	01/15/2034
49327M3F9	KEYBANK NA/CLEVELAND OH KEY 5.85 11/15/27	287000	$290,970.16	0.08%	Baa1	5.85	11/15/2027
055451BE7	BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/33	292000	$296,291.04	0.08%	A1	5.25	09/08/2033
86563VBK4	SUMITR 5.65 26 5.65 9/14/2026	298000	$301,584.47	0.08%	A1	5.65	09/14/2026
06051GLS6	BANK OF AMERICA CORP BAC 5.819 09/15/29	271000	$278,565.75	0.08%	A1	5.82	09/15/2029
110122EC8	BRISTOL-MYERS SQUIBB CO BMY 6.4 11/15/63	245000	$286,021.48	0.08%	A2	6.40	11/15/2063
444859BY7	HUMANA INC HUM 5.95 03/15/34	269000	$280,026.66	0.08%	Baa2	5.95	03/15/2034
03076CAN6	AMERIPRISE FINANCIAL INC AMP 5.7 12/15/28	263000	$277,217.05	0.08%	A3	5.70	12/15/2028
857477CG6	STATE STREET CORP STT 6.123 11/21/34	262000	$278,922.87	0.08%	A2	6.12	11/21/2034
17888HAA1	CIVITAS RESOURCES INC CIVI 8 3/8 07/01/28	280000	$300,621.86	0.08%	B1	8.38	07/01/2028
853254CT5	STANDARD CHARTERED PLC STANLN 6.187 07/06/27	290000	$297,128.28	0.08%	A3	6.19	07/06/2027
09261XAD4	BLACKSTONE SECURED LENDING FUND BXSL 2 1/8 02/15/27	334000	$302,147.70	0.08%	Baa3	2.13	02/15/2027
134429BP3	CAMPBELL SOUP CO CPB 5.4 03/21/34	277000	$279,491.95	0.08%	Baa2	5.40	03/21/2034
001084AS1	AGCO CORP AGCO 5.8 03/21/34	259000	$262,648.44	0.07%	Baa2	5.80	03/21/2034
92539NAA4	VERUS SECURITIZATION TRUST 2022-7 VERUS 2022-7 A1	252664	$251,819.62	0.07%	Aaa	5.15	07/25/2067
00131LAQ8	AIA GROUP LTD AIA 5 3/8 04/05/34	268000	$267,734.47	0.07%	A2	5.38	04/05/2034
015857AF2	ALGONQUIN POWER & UTILITIES CORP AQNCN 5.365 06/15/26	249000	$247,782.26	0.07%	NR	5.37	06/15/2026
83272GAC5	SMURFIT KAPPA TREASURY ULC SKGID 5.438 04/03/34	273000	$273,103.98	0.07%	Baa3	5.44	04/03/2034
87164DVJ6	SYNOVUS BANK/COLUMBUS GA SNV 5 5/8 02/15/28	254000	$248,484.59	0.07%	NR	5.63	02/15/2028
718172CZ0	PHILIP MORRIS INTERNATIONAL INC PM 4 7/8 02/15/28	239000	$239,828.88	0.07%	A2	4.88	02/15/2028
718172DB2	PHILIP MORRIS INTERNATIONAL INC PM 5 3/8 02/15/33	267000	$271,025.61	0.07%	A2	5.38	02/15/2033
30161NBL4	EXELON CORP EXC 5.6 03/15/53	251000	$251,155.25	0.07%	Baa2	5.60	03/15/2053
12598RAA1	COLT 2021-5 MORTGAGE LOAN TRUST COLT 2021-5 A1	312924	$267,798.07	0.07%	NR	1.73	11/26/2066
12433EAJ0	BX TRUST 2022-LBA6 BX 2022-LBA6 C	240000	$238,384.87	0.07%	A3	6.93	01/15/2039
71643VAB1	PETROLEOS MEXICANOS PEMEX 6.7 02/16/32	292000	$245,285.14	0.07%	B3	6.70	02/16/2032
105340AR4	BRANDYWINE OPERATING PARTNERSHIP LP BDN 7.55 03/15/28	268000	$273,087.86	0.07%	Ba1	8.05	03/15/2028
91087BAV2	MEXICO GOVERNMENT INTERNATIONAL BOND MEX 6.35 02/09/35	235000	$244,418.52	0.07%	Baa2	6.35	02/09/2035
05377RGC2	AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-1A A	267000	$267,207.74	0.07%	Aaa	5.25	04/20/2029
233853AP5	DAIMLER TRUCK FINANCE NORTH AMERICA LLC DTRGR 5.15 01/16/26	266000	$267,878.92	0.07%	A3	5.15	01/16/2026
31429KAJ2	FEDERATION DES CAISSES DESJARDINS DU QUEBEC CCDJ 5.278 01/23/26	250000	$251,274.27	0.07%	A1	5.28	01/23/2026
195325EG6	COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOM 7 1/2 02/02/34	255000	$263,591.90	0.07%	Baa2	7.50	02/02/2034
80386WAC9	SASOL FINANCING USA LLC SASOL 4 3/8 09/18/26	288000	$272,066.68	0.07%	Ba1	4.38	09/18/2026
53218CAE0	LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C	255572	$252,927.22	0.07%	Aa3	6.54	03/15/2038
88032WBB1	TENCENT HOLDINGS LTD TENCNT 3.68 04/22/41	301000	$245,526.83	0.07%	A1	3.68	04/22/2041
853254CC2	STANDARD CHARTERED PLC STANLN 2.678 06/29/32	301000	$249,270.00	0.07%	A3	2.68	06/29/2032
55293BAD7	MHP 2021-STOR MHP 2021-STOR B	270000	$267,770.91	0.07%	NR	6.34	07/15/2038
83546DAQ1	SONIC CAPITAL LLC SONIC 2021-1A A2II	321750	$260,669.41	0.07%	NR	2.64	08/20/2051
29273VAW0	ENERGY TRANSFER LP ET 5.95 05/15/54	245000	$247,167.68	0.07%	Baa3	5.95	05/15/2054
29273VAY6	ENERGY TRANSFER LP ET 5.55 05/15/34	239000	$242,158.28	0.07%	Baa3	5.55	05/15/2034
04010LBF9	ARES CAPITAL CORP ARCC 5 7/8 03/01/29	248000	$250,008.75	0.07%	Baa3	5.88	03/01/2029
30225VAS6	EXTRA SPACE STORAGE LP EXR 5.4 02/01/34	271000	$272,733.10	0.07%	Baa2	5.40	02/01/2034
172967PF2	CITIGROUP INC C 5.174 02/13/30	270000	$270,601.06	0.07%	A3	5.17	02/13/2030
437076CW0	HOME DEPOT INC/THE HD 4.9 04/15/29	231000	$236,922.67	0.07%	A2	4.90	04/15/2029
53944YAX1	LLOYDS BANKING GROUP PLC LLOYDS 5.679 01/05/35	256000	$260,983.98	0.07%	A3	5.68	01/05/2035
07336UAB9	BBVA BANCOMER SA/TEXAS BBVASM 8 1/8 01/08/39	245000	$258,426.90	0.07%	Baa2	8.13	01/08/2039
695114DD7	PACIFICORP BRKHEC 5.45 02/15/34	262000	$266,252.40	0.07%	A2	5.45	02/15/2034
05571AAV7	BPCE SA BPCEGP 5.716 01/18/30	255000	$259,215.82	0.07%	Baa1	5.72	01/18/2030
05571AAU9	BPCE SA BPCEGP 6.508 01/18/35	232000	$238,874.01	0.07%	Baa2	6.51	01/18/2035
ZS2929843	NETFLIX INC NFLX 3 7/8 11/15/29	244000	$272,012.41	0.07%	Baa2	3.88	11/15/2029
3131Y7TD9	FNCL ZN1448 4.0 11-01-48	288468	$272,659.34	0.07%	Aaa	4.00	11/01/2048
674599DF9	OCCIDENTAL PETROLEUM CORP OXY 6.45 09/15/36	228000	$243,760.23	0.07%	Baa3	6.45	09/15/2036
38148BAD0	GOLDMAN SACHS GROUP INC/THE GS FLOAT PERP	247000	$249,896.73	0.07%	Ba1	8.44	12/31/2079
896292AL3	TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND TRITOB 5.95 01/14/31	250000	$253,931.60	0.07%	Ba2	5.95	01/14/2031
44328UAB2	HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2	240000	$241,364.46	0.07%	Aaa	6.04	01/21/2031
744573AW6	PUBLIC SERVICE ENTERPRISE GROUP INC PEG 5 7/8 10/15/28	239000	$252,984.61	0.07%	Baa2	5.88	10/15/2028
05369AAP6	AVIATION CAPITAL GROUP LLC ACGCAP 6 3/4 10/25/28	225000	$242,004.02	0.07%	Baa2	6.75	10/25/2028
372460AD7	GENUINE PARTS CO GPC 6 7/8 11/01/33	215000	$243,898.34	0.07%	Baa1	6.88	11/01/2033
110122DY1	BRISTOL-MYERS SQUIBB CO BMY 5 3/4 02/01/31	246000	$260,543.10	0.07%	A2	5.75	02/01/2031
03769MAA4	APOLLO GLOBAL MANAGEMENT INC APO 6 3/8 11/15/33	224000	$246,424.14	0.07%	A2	6.38	11/15/2033
731068AA0	POLARIS INC PII 6.95 03/15/29	253000	$269,893.26	0.07%	Baa3	6.95	03/15/2029
606822DC5	MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 5.406 04/19/34	247000	$257,773.21	0.07%	A1	5.41	04/19/2034
61690U4T4	MORGAN STANLEY BANK NA MS 4.754 04/21/26	254000	$257,702.31	0.07%	Aa3	4.75	04/21/2026
05401AAS0	AVOLON HOLDINGS FUNDING LTD AVOL 6 3/8 05/04/28	227000	$237,490.61	0.07%	Baa3	6.38	05/04/2028
637639AK1	NATIONAL SECURITIES CLEARING CORP NSCCLF 5 05/30/28	259000	$265,124.25	0.07%	Aaa	5.00	05/30/2028
22546QAP2	CREDIT SUISSE AG/NEW YORK NY UBS 3 5/8 09/09/24	250000	$248,210.64	0.07%	A3	3.63	09/09/2024
49327M2K9	KEYBANK NA/CLEVELAND OH KEY 3.3 06/01/25	256000	$250,695.29	0.07%	Baa1	3.30	06/01/2025
969457CK4	WILLIAMS COS INC/THE WMB 5.3 08/15/28	234000	$237,565.25	0.07%	Baa2	5.30	08/15/2028
58013MFV1	MCDONALDS CORP MCD 4.95 08/14/33	268000	$270,105.42	0.07%	Baa1	4.95	08/14/2033
337738BG2	FISERV INC FI 5 3/8 08/21/28	263000	$267,197.94	0.07%	Baa2	5.38	08/21/2028
03464UAA4	ANGEL OAK MORTGAGE TRUST 2023-6 AOMT 2023-6 A1	261878	$265,334.83	0.07%	NR	6.50	12/25/2067
432833AQ4	HILTON DOMESTIC OPERATING CO INC HLT 6 1/8 04/01/32	246000	$247,255.78	0.07%	Ba2	6.13	04/01/2032
17327CAR4	CITIGROUP INC C 6.174 05/25/34	202000	$209,492.24	0.06%	Baa2	6.17	05/25/2034
ZK8297671	MVM ENERGETIKA ZRT MVMHU 7 1/2 06/09/28	200000	$212,566.67	0.06%	NR	7.50	06/09/2028
682680BN2	ONEOK INC OKE 6 5/8 09/01/53	211000	$233,706.89	0.06%	Baa2	6.63	09/01/2053
134429BN8	CAMPBELL SOUP CO CPB 5.2 03/21/29	211000	$212,314.55	0.06%	Baa2	5.20	03/21/2029
	BAE SYSTEMS PLC BALN 5 1/2 03/26/54	201000	$203,060.43	0.06%	Baa1	5.50	03/26/2054
378272BV9	GLENCORE FUNDING LLC GLENLN 5.893 04/04/54	213000	$215,795.05	0.06%	Baa1	5.89	04/04/2054
83272GAB7	SMURFIT KAPPA TREASURY ULC SKGID 5.777 04/03/54	225000	$227,586.60	0.06%	Baa3	5.78	04/03/2054
11271LAL6	BROOKFIELD FINANCE INC BNCN 5.968 03/04/54	195000	$202,580.08	0.06%	A3	5.97	03/04/2054
38381CAF9	FINANCE DEPARTMENT GOVERNMENT OF SHARJAH SHJGOV 6 1/8 03/06/36	200000	$202,345.09	0.06%	Ba1	6.13	03/06/2036
75102XAB2	RAIZEN FUELS FINANCE SA RAIZBZ 6.45 03/05/34	223000	$229,834.13	0.06%	NR	6.45	03/05/2034
75102XAC0	RAIZEN FUELS FINANCE SA RAIZBZ 6.95 03/05/54	225000	$232,739.43	0.06%	NR	6.95	03/05/2054
16411RAL3	CHENIERE ENERGY INC LNG 5.65 04/15/34	205000	$206,848.53	0.06%	Baa3	5.65	04/15/2034
29717PBA4	ESSEX PORTFOLIO LP ESS 5 1/2 04/01/34	232000	$232,857.94	0.06%	Baa1	5.50	04/01/2034
21987BBF4	CORP NACIONAL DEL COBRE DE CHILE CDEL 5 1/8 02/02/33	237000	$227,621.11	0.06%	Baa1	5.13	02/02/2033
20755AAB8	CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1	217626	$223,116.03	0.06%	NR	7.62	01/25/2043
87266GAA8	TMS ISSUER SARL GASBCM 5.78 08/23/32	220000	$227,323.60	0.06%	A1	5.78	08/23/2032
151290CB7	CEMEX SAB DE CV CEMEX 9 1/8 PERP	200000	$222,695.11	0.06%	NR	9.13	12/31/2079
760759BB5	REPUBLIC SERVICES INC RSG 4 7/8 04/01/29	229000	$235,181.86	0.06%	Baa1	4.88	04/01/2029
059578AK0	BANCO DO BRASIL SA/CAYMAN BANBRA 6 03/18/31	200000	$200,683.33	0.06%	Ba2	6.00	03/18/2031
117043AW9	BRUNSWICK CORP/DE BC 5.85 03/18/29	226000	$228,930.17	0.06%	Baa2	5.85	03/18/2029
13032UD88	CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD88 4.19 6/1/2037	245000	$231,026.61	0.06%	Aa3	4.19	06/01/2037
13032UD96	CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UD96 4.353 6/1/2041	220000	$204,597.89	0.06%	Aa3	4.35	06/01/2041
03965TAB9	ARCOS DORADOS BV ARCO 6 1/8 05/27/29	200000	$203,452.58	0.06%	Ba2	6.13	05/27/2029
77586RAS9	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 7 5/8 01/17/53	200000	$224,414.72	0.06%	Baa3	7.63	01/17/2053
78392BAE7	SK HYNIX INC HYUELE 6 3/8 01/17/28	200000	$208,413.02	0.06%	Baa2	6.38	01/17/2028
04636NAL7	ASTRAZENECA FINANCE LLC AZN 4.85 02/26/29	223000	$224,679.26	0.06%	A2	4.85	02/26/2029
00287YDV8	ABBVIE INC ABBV 5.35 03/15/44	201000	$205,993.81	0.06%	A3	5.35	03/15/2044
30161NBM2	EXELON CORP EXC 5.15 03/15/29	203000	$204,452.58	0.06%	Baa2	5.15	03/15/2029
68205LAS2	OMAN GOVERNMENT INTERNATIONAL BOND OMAN 6 1/4 01/25/31	200000	$209,017.67	0.06%	Ba1	6.25	01/25/2031
01609WBA9	ALIBABA GROUP HOLDING LTD BABA 3 1/4 02/09/61	337000	$216,472.56	0.06%	A1	3.25	02/09/2061
85573GAA0	STAR 2021-1 TRUST STAR 2021-1 A1	254863	$222,480.87	0.06%	NR	1.22	05/25/2065
88032WBC9	TENCENT HOLDINGS LTD TENCNT 3.84 04/22/51	277000	$215,230.02	0.06%	A1	3.84	04/22/2051
42806MAE9	HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A A	240000	$219,071.69	0.06%	Aaa	1.68	12/27/2027
26190TAA9	DRYDEN 93 CLO LTD DRSLF 2021-93A A1A	217546	$220,688.83	0.06%	Aaa	6.66	01/15/2034
01609WAW2	ALIBABA GROUP HOLDING LTD BABA 4.4 12/06/57	240000	$200,977.28	0.06%	A1	4.40	12/06/2057
16164AAD7	CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M3	253862	$226,483.10	0.06%	A2	3.75	12/25/2045
65364UAT3	NIAGARA MOHAWK POWER CORP NGGLN 5.29 01/17/34	206000	$204,959.94	0.06%	Baa1	5.29	01/17/2034
83368RBY7	SOCIETE GENERALE SA SOCGEN 7.132 01/19/55	212000	$214,665.55	0.06%	Baa3	7.13	01/19/2055
83368RBX9	SOCIETE GENERALE SA SOCGEN 6.066 01/19/35	217000	$220,924.82	0.06%	Baa2	6.07	01/19/2035
91159HJR2	US BANCORP USB 5.678 01/23/35	217000	$221,437.07	0.06%	A3	5.68	01/23/2035
BM0608737	ULKER BISKUVI SANAYI AS ULKER 6.95 10/30/25	200000	$204,123.08	0.06%	NR	6.95	10/30/2025
05890MAC7	BANCO DE CREDITO E INVERSIONES SA BCICI 8 3/4 PERP	200000	$209,326.39	0.06%	Ba1	8.75	12/31/2099
26884TAY8	ERAC USA FINANCE LLC ENTERP 5 02/15/29	234000	$236,111.59	0.06%	A3	5.00	02/15/2029
21037XAD2	CONSTELLATION SOFTWARE INC/CANADA CSUCN 5.461 02/16/34	225000	$228,003.09	0.06%	NR	5.46	02/16/2034
532457CM8	ELI LILLY & CO LLY 5 02/09/54	224000	$224,354.97	0.06%	A1	5.00	02/09/2054
12644VAF5	CSN RESOURCES SA CSNABZ 8 7/8 12/05/30	200000	$212,061.84	0.06%	Ba2	8.88	12/05/2030
053484AE1	AVALONBAY COMMUNITIES INC AVB 5.3 12/07/33	218000	$224,210.50	0.06%	A3	5.30	12/07/2033
760759BH2	REPUBLIC SERVICES INC RSG 5 12/15/33	200000	$201,662.52	0.06%	Baa1	5.00	12/15/2033
26441CCC7	DUKE ENERGY CORP DUK 4.85 01/05/29	210000	$210,450.25	0.06%	Baa2	4.85	01/05/2029
695114DB1	PACIFICORP BRKHEC 5.1 02/15/29	212000	$216,105.04	0.06%	A2	5.10	02/15/2029
02665WEZ0	AMERICAN HONDA FINANCE CORP HNDA 4.9 01/10/34	223000	$222,040.17	0.06%	A3	4.90	01/10/2034
233853AV2	DAIMLER TRUCK FINANCE NORTH AMERICA LLC DTRGR 5 01/15/27	207000	$208,513.88	0.06%	A3	5.00	01/15/2027
3137FJXW4	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K083 AM	241000	$234,526.65	0.06%	Aaa	4.03	10/25/2028
3137FKJD9	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K085 AM	241000	$235,400.44	0.06%	Aa3	4.06	10/25/2028
31573TAA6	ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1	222125	$210,518.67	0.06%	NR	2.74	11/25/2059
86359A5N9	STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A SASC 2003-34A 5A5	240389	$229,279.29	0.06%	NR	6.55	11/25/2033
80413TBA6	SAUDI GOVERNMENT INTERNATIONAL BOND KSA 5 1/2 10/25/32	200000	$211,810.67	0.06%	A1	5.50	10/25/2032
055451BC1	BHP BILLITON FINANCE USA LTD BHP 5.1 09/08/28	227000	$230,268.45	0.06%	A1	5.10	09/08/2028
92338CAC7	VERALTO CORP VLTO 5.35 09/18/28	212000	$215,159.59	0.06%	Baa1	5.35	09/18/2028
29250NBS3	ENBRIDGE INC ENBCN 8 1/4 01/15/2084	210000	$222,180.81	0.06%	Ba1	8.25	01/15/2084
46647PDX1	JPMORGAN CHASE & CO JPM 6.087 10/23/29	209000	$222,860.89	0.06%	A1	6.09	10/23/2029
693475BT1	PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.615 10/20/27	219000	$231,950.41	0.06%	A3	6.62	10/20/2027
693475BU8	PNC FINANCIAL SERVICES GROUP INC/THE PNC 6 7/8 10/20/34	182000	$204,889.73	0.06%	A3	6.88	10/20/2034
286181AK8	ELEMENT FLEET MANAGEMENT CORP EFNCN 6.319 12/04/28	201000	$211,727.77	0.06%	NR	6.32	12/04/2028
61747YFE0	MORGAN STANLEY MS 5 1/4 04/21/34	223000	$226,458.90	0.06%	A1	5.25	04/21/2034
06051GLG2	BANK OF AMERICA CORP BAC 5.202 04/25/29	207000	$211,860.81	0.06%	A1	5.20	04/25/2029
28504DAB9	ELECTRICITE DE FRANCE SA EDF 5.7 05/23/28	218000	$225,580.97	0.06%	Baa1	5.70	05/23/2028
58933YBL8	MERCK & CO INC MRK 4.9 05/17/44	201000	$198,967.47	0.05%	A1	4.90	05/17/2044
693475BR5	PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.582 06/12/29	187000	$192,436.87	0.05%	A3	5.58	06/12/2029
46647PDU7	JPMORGAN CHASE & CO JPM 5.299 07/24/29	171000	$173,955.73	0.05%	A1	5.30	07/24/2029
337738BH0	FISERV INC FI 5 5/8 08/21/33	164000	$168,563.57	0.05%	Baa2	5.63	08/21/2033
718172DC0	PHILIP MORRIS INTERNATIONAL INC PM 5 1/4 09/07/28	182000	$184,759.72	0.05%	A2	5.25	09/07/2028
718172DE6	PHILIP MORRIS INTERNATIONAL INC PM 5 5/8 09/07/33	160000	$164,221.92	0.05%	A2	5.63	09/07/2033
126650BV1	CVS PASS-THROUGH TRUST CVSPAS 5.773 01/10/33	173434	$172,330.02	0.05%	Baa2	5.77	01/10/2033
092113AW9	BLACK HILLS CORP 6.15 5/15/2034	187000	$199,221.71	0.05%	Baa2	6.15	05/15/2034
375558BZ5	GILEAD SCIENCES INC GILD 5 1/4 10/15/33	182000	$190,952.74	0.05%	A3	5.25	10/15/2033
87264ADC6	T-MOBILE USA INC TMUS 5 3/4 01/15/34	184000	$193,845.52	0.05%	Baa2	5.75	01/15/2034
21871XAQ2	COREBRIDGE FINANCIAL INC CRBG 6.05 09/15/33	169000	$174,543.28	0.05%	Baa2	6.05	09/15/2033
46124HAG1	INTUIT INC INTU 5.2 09/15/33	186000	$189,864.72	0.05%	A3	5.20	09/15/2033
49177JAH5	KENVUE INC KVUE 5 03/22/30	179000	$181,092.52	0.05%	A1	5.00	03/22/2030
38500TAC5	GRAN TIERRA ENERGY INC GTE 9 1/2 10/15/29	204000	$199,303.76	0.05%	B2	9.50	10/15/2029
89788MAQ5	TRUIST FINANCIAL CORP TFC 7.161 10/30/29	170000	$186,494.44	0.05%	A3	7.16	10/30/2029
14040HDC6	CAPITAL ONE FINANCIAL CORP COF 7.624 10/30/31	150000	$170,437.81	0.05%	Baa1	7.62	10/30/2031
78355HKY4	RYDER SYSTEM INC R 6.6 12/01/33	150000	$166,820.92	0.05%	Baa2	6.60	12/01/2033
61747YFH3	MORGAN STANLEY MS 6.407 11/01/29	179000	$192,470.07	0.05%	A1	6.41	11/01/2029
209111GG2	CONSOLIDATED EDISON CO OF NEW YORK INC ED 5.9 11/15/53	151000	$164,347.58	0.05%	A3	5.90	11/15/2053
025537AY7	AMERICAN ELECTRIC POWER CO INC AEP 5.2 01/15/29	195000	$198,639.94	0.05%	Baa2	5.20	01/15/2029
902613BH0	UBS GROUP AG UBS 5.699 02/08/35	177000	$180,221.38	0.05%	A3	5.70	02/08/2035
695114DC9	PACIFICORP BRKHEC 5.3 02/15/31	175000	$177,716.37	0.05%	A2	5.30	02/15/2031
695114DE5	PACIFICORP BRKHEC 5.8 01/15/55	200000	$199,942.73	0.05%	A2	5.80	01/15/2055
00774MBJ3	AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AER 5.1 01/19/29	165000	$165,895.42	0.05%	Baa2	5.10	01/19/2029
05571AAT2	BPCE SA BPCEGP 5.203 01/18/27	168000	$170,114.77	0.05%	A1	5.20	01/18/2027
80386WAB1	SASOL FINANCING USA LLC SASOL 6 1/2 09/27/28	200000	$191,793.20	0.05%	Ba1	6.50	09/27/2028
36179UV90	G2SF MA6040 4.0 07-20-49	187057	$177,478.13	0.05%	Aaa	4.00	07/20/2049
16159GAC3	CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 CHASE 2019-ATR2 A3	201836	$179,279.04	0.05%	NR	3.50	07/25/2049
82939GAF5	SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPE 2 1/2 08/08/24	200000	$198,510.15	0.05%	A1	2.50	08/08/2024
ZQ2853146	CELULOSA ARAUCO Y CONSTITUCION SA CELARA 5.15 01/29/50	200000	$165,325.01	0.05%	Baa3	5.15	01/29/2050
06675QAB9	BANQUE OUEST AFRICAINE DE DEVELOPPEMENT BOAD 5 07/27/27	200000	$190,811.38	0.05%	Baa1	5.00	07/27/2027
AP1359938	MEXICO CITY AIRPORT TRUST MEXCAT 3 7/8 04/30/28	200000	$190,908.97	0.05%	Baa3	3.88	04/30/2028
85208NAD2	SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC SPRNTS 4.738 03/20/2	175500	$174,786.73	0.05%	A1	4.74	03/20/2025
233853AW0	DAIMLER TRUCK FINANCE NORTH AMERICA LLC DTRGR 5 3/8 01/18/34	186000	$188,982.49	0.05%	A3	5.38	01/18/2034
595112CD3	MICRON TECHNOLOGY INC MU 5.3 01/15/31	171000	$173,976.78	0.05%	Baa3	5.30	01/15/2031
30040WAX6	EVERSOURCE ENERGY ES 5 1/2 01/01/34	182000	$184,020.91	0.05%	Baa2	5.50	01/01/2034
61747YFK6	MORGAN STANLEY MS 5.173 01/16/30	186000	$188,107.32	0.05%	A1	5.17	01/16/2030
61747YFL4	MORGAN STANLEY MS 5.466 01/18/35	193000	$196,862.94	0.05%	A1	5.47	01/18/2035
46647PEB8	JPMORGAN CHASE & CO JPM 5.012 01/23/30	172000	$172,922.85	0.05%	A1	5.01	01/23/2030
95000U3J0	WELLS FARGO & CO WFC 5.198 01/23/30	190000	$191,463.69	0.05%	A1	5.20	01/23/2030
74340XCK5	PROLOGIS LP PLD 5 1/4 03/15/54	178000	$176,523.86	0.05%	A3	5.25	03/15/2054
595620AZ8	MIDAMERICAN ENERGY CO BRKHEC 5.3 02/01/55	200000	$199,811.36	0.05%	Aa2	5.30	02/01/2055
89788MAR3	TRUIST FINANCIAL CORP TFC 5.435 01/24/30	192000	$193,716.78	0.05%	A3	5.44	01/24/2030
68233JCS1	ONCOR ELECTRIC DELIVERY CO LLC ONCRTX 5.65 11/15/33	170000	$180,520.29	0.05%	A2	5.65	11/15/2033
BJ4508351	GRUPO ENERGIA BOGOTA SA ESP GEBCB 4 7/8 05/15/30	200000	$193,183.33	0.05%	Baa2	4.88	05/15/2030
948596AE1	WEIBO CORP WB 3 3/8 07/08/30	200000	$175,156.57	0.05%	Baa2	3.38	07/08/2030
03073EAU9	CENCORA INC COR 5 1/8 02/15/34	178000	$179,062.98	0.05%	Baa2	5.13	02/15/2034
231021AW6	CUMMINS INC CMI 5.15 02/20/34	195000	$197,948.54	0.05%	A2	5.15	02/20/2034
571903BQ5	MARRIOTT INTERNATIONAL INC/MD MAR 5.3 05/15/34	192000	$191,002.40	0.05%	Baa2	5.30	05/15/2034
23338VAV8	DTE ELECTRIC CO DTE 5.2 03/01/34	179000	$180,644.45	0.05%	Aa3	5.20	03/01/2034
30161NBN0	EXELON CORP EXC 5.45 03/15/34	194000	$196,302.14	0.05%	Baa2	5.45	03/15/2034
80386WAD7	SASOL FINANCING USA LLC SASOL 5 1/2 03/18/31	222000	$187,432.80	0.05%	Ba1	5.50	03/18/2031
845467AS8	SOUTHWESTERN ENERGY CO SWN 5 3/8 03/15/30	179000	$172,708.11	0.05%	Ba2	5.38	03/15/2030
33852HAD4	FLAGSTAR MORTGAGE TRUST 2021-8INV FSMT 2021-8INV A6	203689	$177,287.30	0.05%	Aaa	2.50	09/25/2051
BR4068234	ELECTRICIDAD FIRME DE MEXICO HOLDINGS SA DE CV EFIRME 4.9 11/20/26	200000	$193,066.11	0.05%	Ba2	4.90	11/20/2026
38141GYU2	GOLDMAN SACHS GROUP INC/THE GS 4 1/8 PERP	210000	$198,310.40	0.05%	Ba1	4.13	12/31/2059
39530MAA6	GREENKO POWER II LTD GRNKEN 4.3 12/13/28	180000	$167,052.46	0.05%	Ba2	4.30	12/13/2028
BT6737410	CENTRAL AMERICAN BOTTLING CORP / CBC BOTTLING HOLDCO SL / BELIV HOLDCO SL CAMEBO 5 1/4 04/27/29	200000	$195,078.19	0.05%	Ba2	5.25	04/27/2029
BU3620426	COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.264 02/15/52	200000	$174,943.20	0.05%	Baa2	6.26	02/15/2052
758750AF0	REGAL REXNORD CORP RRX 6.4 04/15/33	160000	$170,660.69	0.05%	Baa3	6.40	04/15/2033
37185LAN2	GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP GEL 8 7/8 04/15/30	173000	$188,167.88	0.05%	B3	8.88	04/15/2030
35564KP37	FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1A	180312	$184,225.10	0.05%	NR	7.42	03/25/2043
00751YAJ5	ADVANCE AUTO PARTS INC AAP 5.95 03/09/28	166000	$166,558.42	0.05%	Baa3	5.95	03/09/2028
74340XCF6	PROLOGIS LP PLD 5 1/4 06/15/53	196000	$195,970.38	0.05%	A3	5.25	06/15/2053
55609NAD0	MACQUARIE AIRFINANCE HOLDINGS LTD MCAIRH 6 1/2 03/26/31	180000	$183,372.03	0.05%	Baa3	6.50	03/26/2031
03076CAM8	AMERIPRISE FINANCIAL INC AMP 5.15 05/15/33	153000	$157,566.75	0.04%	A3	5.15	05/15/2033
61747YFG5	MORGAN STANLEY MS 5.424 07/21/34	135000	$136,841.34	0.04%	A1	5.42	07/21/2034
57636QAX2	MASTERCARD INC MA 4.85 03/09/33	150000	$151,547.98	0.04%	Aa3	4.85	03/09/2033
20268JAT0	COMMONSPIRIT HEALTH CATMED 5.548 12/01/54	160000	$162,168.36	0.04%	A3	5.55	12/01/2054
44891ACY1	HYUNDAI CAPITAL AMERICA HYNMTR 5.35 03/19/29	145000	$145,760.34	0.04%	A3	5.35	03/19/2029
55609NAC2	MACQUARIE AIRFINANCE HOLDINGS LTD MCAIRH 6.4 03/26/29	152000	$154,539.75	0.04%	Baa3	6.40	03/26/2029
780153BU5	ROYAL CARIBBEAN CRUISES LTD RCL 6 1/4 03/15/32	153000	$154,855.38	0.04%	Ba2	6.25	03/15/2032
92538BAA1	VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1	153122	$138,497.76	0.04%	NR	0.82	10/25/2063
03465EAA9	ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1	159134	$133,876.92	0.04%	NR	1.07	05/25/2066
204429AA2	CIA CERVECERIAS UNIDAS SA CCUCI 3.35 01/19/32	150000	$128,383.50	0.04%	NR	3.35	01/19/2032
58937CAA7	MERCURY CHILE HOLDCO LLC AES 6 1/2 01/24/27	152000	$149,178.52	0.04%	Ba1	6.50	01/24/2027
91159HJL5	US BANCORP USB 4.839 02/01/34	145000	$138,854.75	0.04%	A3	4.84	02/01/2034
06406RBV8	BANK OF NEW YORK MELLON CORP/THE BK 4.975 03/14/30	135000	$135,432.50	0.04%	A1	4.98	03/14/2030
693475BP9	PNC FINANCIAL SERVICES GROUP INC ( FLT 12/31/2079	161000	$156,482.77	0.04%	Baa2	6.25	12/31/2099
75513ECR0	RTX CORP RTX 5.15 02/27/33	145000	$145,980.21	0.04%	Baa1	5.15	02/27/2033
655844CU0	NORFOLK SOUTHERN CORP NSC 5.95 03/15/64	147000	$157,380.30	0.04%	Baa1	5.95	03/15/2064
927804GQ1	VIRGINIA ELECTRIC AND POWER CO D 5.35 01/15/54	153000	$151,859.27	0.04%	A2	5.35	01/15/2054
75884RBB8	REGENCY CENTERS LP REG 5 1/4 01/15/34	145000	$145,990.76	0.04%	A3	5.25	01/15/2034
AQ3405596	INFRAESTRUCTURA ENERGETICA NOVA SAPI DE CV IENOVA 4 7/8 01/14/48	200000	$157,287.73	0.04%	Baa3	4.88	01/14/2048
16163YAD6	CHASE MORTGAGE FINANCE CORP CHASE 2016-SH1 M3	144543	$129,150.97	0.04%	A1	3.75	04/25/2045
172967KM2	CITIGROUP INC C 6 1/4 PERP	150000	$151,583.12	0.04%	Ba1	6.25	12/31/2079
46647PEC6	JPMORGAN CHASE & CO JPM 5.336 01/23/35	134000	$135,873.33	0.04%	A1	5.34	01/23/2035
09261HBF3	BLACKSTONE PRIVATE CREDIT FUND BCRED 6 1/4 01/25/31	155000	$157,423.12	0.04%	Baa3	6.25	01/25/2031
200340AW7	COMERICA INC CMA 5.982 01/30/30	142000	$141,730.77	0.04%	Baa1	5.98	01/30/2030
62922LAC2	NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP NGL 8 1/8 02/15/29	158000	$163,924.68	0.04%	B2	8.13	02/15/2029
472481AB6	JEFFERSON CAPITAL HOLDINGS LLC JEFCAP 9 1/2 02/15/29	152000	$157,959.38	0.04%	Ba3	9.50	02/15/2029
03465LAA3	ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1	168921	$154,901.47	0.04%	NR	1.69	04/25/2065
718172DH9	PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 02/13/31	152000	$152,041.24	0.04%	A2	5.13	02/13/2031
14149YBP2	CARDINAL HEALTH INC CAH 5.45 02/15/34	158000	$160,709.97	0.04%	Baa2	5.45	02/15/2034
231021AV8	CUMMINS INC CMI 4.9 02/20/29	133000	$134,464.54	0.04%	A2	4.90	02/20/2029
055451BD9	BHP BILLITON FINANCE USA LTD BHP 5 1/4 09/08/30	160000	$163,235.61	0.04%	A1	5.25	09/08/2030
571748BU5	MARSH & MCLENNAN 5.4 9/15/2033	152000	$156,315.96	0.04%	A3	5.40	09/15/2033
571748BV3	MARSH & MCLENNAN 5.7 9/15/2053	135000	$140,497.94	0.04%	A3	5.70	09/15/2053
526107AG2	LENNOX INTERNATIONAL INC LII 5 1/2 09/15/28	152000	$154,427.36	0.04%	Baa2	5.50	09/15/2028
92338CAA1	VERALTO CORP VLTO 5 1/2 09/18/26	145000	$145,854.77	0.04%	Baa1	5.50	09/18/2026
92840VAQ5	VISTRA OPERATIONS CO LLC VST 6.95 10/15/33	145000	$159,945.05	0.04%	Baa3	6.95	10/15/2033
29250NBT1	ENBRIDGE INC ENBCN 8 1/2 01/15/2084	135000	$149,103.32	0.04%	Ba1	8.50	01/15/2084
744573AX4	PUBLIC SERVICE ENTERPRISE GROUP INC PEG 6 1/8 10/15/33	150000	$161,974.89	0.04%	Baa2	6.13	10/15/2033
95000U3G6	WELLS FARGO & CO WFC 6.303 10/23/29	145000	$155,033.42	0.04%	A1	6.30	10/23/2029
14040HDB8	CAPITAL ONE FINANCIAL CORP COF 7.149 10/29/27	129000	$138,093.09	0.04%	Baa1	7.15	10/29/2027
04316JAG4	ARTHUR J GALLAGHER & CO AJG 6 3/4 02/15/54	112000	$128,122.48	0.04%	Baa2	6.75	02/15/2054
110122DZ8	BRISTOL-MYERS SQUIBB CO BMY 5.9 11/15/33	120000	$130,948.95	0.04%	A2	5.90	11/15/2033
75513ECU3	RTX CORP RTX 5 3/4 01/15/29	151000	$159,690.47	0.04%	Baa1	5.75	01/15/2029
812127AB4	SEALED AIR CORP/SEALED AIR CORP US SEE 7 1/4 02/15/31	137000	$146,051.31	0.04%	Ba2	7.25	02/15/2031
74460WAG2	PUBLIC STORAGE OPERATING CO PSA 5.1 08/01/33	152000	$153,950.54	0.04%	A2	5.10	08/01/2033
143658BW1	CARNIVAL CORP CCL 7 08/15/29	125000	$131,491.19	0.04%	Ba2	7.00	08/15/2029
682680BK8	ONEOK INC OKE 5.8 11/01/30	152000	$161,900.71	0.04%	Baa2	5.80	11/01/2030
682680BL6	ONEOK INC OKE 6.05 09/01/33	147000	$154,054.34	0.04%	Baa2	6.05	09/01/2033
49327M3E2	KEYBANK NA/CLEVELAND OH KEY 4.15 08/08/25	133000	$130,093.16	0.04%	Baa1	4.15	08/08/2025
26884TAW2	ERAC USA FINANCE LLC ENTERP 4.9 05/01/33	138000	$138,099.65	0.04%	A3	4.90	05/01/2033
404119CR8	HCA INC HCA 5.9 06/01/53	128000	$131,223.15	0.04%	Baa3	5.90	06/01/2053
30303M8R6	META PLATFORMS INC META 5 3/4 05/15/63	130000	$142,186.76	0.04%	A1	5.75	05/15/2063
760942BA9	URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 5.1 06/18/50	135000	$132,625.68	0.04%	Baa1	5.10	06/18/2050
86359BWG2	STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-8 3A	149471	$142,588.95	0.04%	NR	6.17	07/25/2034
91159HJM3	US BANCORP USB 5.775 06/12/29	145000	$150,064.92	0.04%	A3	5.78	06/12/2029
91159HJN1	US BANCORP USB 5.836 06/12/34	135000	$139,983.75	0.04%	A3	5.84	06/12/2034
95002YAA1	WELLS FARGO & CO WFC 7 5/8 PERP	134000	$143,659.71	0.04%	Baa2	7.63	12/31/2099
797440CD4	SAN DIEGO GAS & ELECTRIC CO SRE 5.35 04/01/53	147000	$148,876.55	0.04%	A1	5.35	04/01/2053
46647PDK9	JPMORGAN CHASE & CO JPM 5.717 09/14/33	95000	$97,152.19	0.03%	A3	5.72	09/14/2033
87264ACW3	T-MOBILE USA INC TMUS 5.65 01/15/53	109000	$112,602.21	0.03%	Baa2	5.65	01/15/2053
91324PEQ1	UNITEDHEALTH GROUP INC UNH 5.3 02/15/30	96000	$98,935.13	0.03%	A2	5.30	02/15/2030
958667AE7	WESTERN MIDSTREAM OPERATING LP WES 6.15 04/01/33	100000	$105,728.88	0.03%	Baa3	6.15	04/01/2033
90320WAG8	UPMC UPMCHS 5.035 05/15/33	110000	$111,569.53	0.03%	A2	5.04	05/15/2033
06051GLH0	BANK OF AMERICA CORP BAC 5.288 04/25/34	91000	$92,807.96	0.03%	A1	5.29	04/25/2034
61747YFD2	MORGAN STANLEY MS 5.164 04/20/29	104000	$106,317.32	0.03%	A1	5.16	04/20/2029
67078AAF0	NVENT FINANCE SARL NVT 5.65 05/15/33	108000	$111,163.78	0.03%	NR	5.65	05/15/2033
808513CE3	CHARLES SCHWAB CORP/THE SCHW 5.853 05/19/34	116000	$121,278.17	0.03%	A2	5.85	05/19/2034
808513CD5	CHARLES SCHWAB CORP/THE SCHW 5.643 05/19/29	116000	$120,160.47	0.03%	A2	5.64	05/19/2029
126650DY3	CVS HEALTH CORP CVS 5.3 06/01/33	99000	$100,981.15	0.03%	Baa2	5.30	06/01/2033
EK1766139	SURA ASSET MANAGEMENT SA SUAMSA 4 7/8 04/17/24	100000	$102,030.41	0.03%	NR	4.88	04/17/2024
14040HDA0	CAPITAL ONE FINANCIAL CORP COF 6.377 06/08/34	103000	$109,027.96	0.03%	Baa1	6.38	06/08/2034
14040HCZ6	CAPITAL ONE FINANCIAL CORP COF 6.312 06/08/29	116000	$121,551.76	0.03%	Baa1	6.31	06/08/2029
89788MAP7	TRUIST FINANCIAL CORP TFC 5.867 06/08/34	112000	$115,434.99	0.03%	A3	5.87	06/08/2034
89788MAN2	TRUIST FINANCIAL CORP TFC 6.047 06/08/27	103000	$106,344.55	0.03%	A3	6.05	06/08/2027
44891ACG0	HYUNDAI CAPITAL AMERICA HYNMTR 5.65 06/26/26	91000	$92,644.39	0.03%	A3	5.65	06/26/2026
95000U3E1	WELLS FARGO & CO WFC 5.574 07/25/29	118000	$120,603.48	0.03%	A1	5.57	07/25/2029
053332BF8	AUTOZONE INC AZO 5.2 08/01/33	100000	$101,014.55	0.03%	Baa1	5.20	08/01/2033
29250NBR5	ENBRIDGE INC ENBCN 5.7 03/08/33	97000	$99,695.53	0.03%	Baa2	5.70	03/08/2033
709599BT0	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.55 05/01/28	97000	$100,281.93	0.03%	Baa2	5.55	05/01/2028
718547AR3	PHILLIPS 66 CO PSX 5.3 06/30/33	102000	$103,997.66	0.03%	A3	5.30	06/30/2033
44891ACD7	HYUNDAI CAPITAL AMERICA HYNMTR 5.6 03/30/28	113000	$117,604.13	0.03%	A3	5.60	03/30/2028
571903BP7	MARRIOTT INTERNATIONAL INC/MD MAR 4 7/8 05/15/29	115000	$114,439.42	0.03%	Baa2	4.88	05/15/2029
17275RBU5	CISCO SYSTEMS INC CSCO 5.3 02/26/54	102000	$105,226.51	0.03%	A1	5.30	02/26/2054
85573EAA5	STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1	101858	$93,815.76	0.03%	NR	1.03	11/25/2055
92537QAD3	VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1B	110788	$96,757.78	0.03%	NR	1.32	01/25/2066
536333AB3	LIQUID TELECOMMUNICATIONS FINANCING PLC LIQTEL 5 1/2 09/04/26	200000	$117,825.00	0.03%	B3	5.50	09/04/2026
12662EAA1	CSMC 2021-NQM2 CSMC 2021-NQM2 A1	126139	$109,204.35	0.03%	NR	1.18	02/25/2066
42806MAB5	HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B	103000	$100,535.60	0.03%	A1	1.56	12/26/2025
42806MAF6	HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A B	126000	$114,807.65	0.03%	A1	2.12	12/27/2027
10569EAA9	BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1	119550	$111,266.74	0.03%	NR	0.97	03/25/2060
743820AB8	PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP PSJHOG 2.7 10/01/51	154000	$96,532.92	0.03%	A2	2.70	10/01/2051
77586RAN0	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 5 1/4 11/25/27	100000	$100,297.50	0.03%	Baa3	5.25	11/25/2027
59156RCD8	METLIFE INC MET 5 1/4 01/15/54	113000	$112,491.01	0.03%	A3	5.25	01/15/2054
49456BAX9	KINDER MORGAN INC KMI 5.2 06/01/33	102000	$102,219.24	0.03%	Baa2	5.20	06/01/2033
16411QAQ4	CHENIERE ENERGY PARTNERS LP CQP 5.95 06/30/33	95000	$98,553.61	0.03%	Ba1	5.95	06/30/2033
925650AG8	VICI PROPERTIES LP VICI 6 1/8 04/01/54	125000	$123,566.71	0.03%	Ba1	6.13	04/01/2054
925650AF0	VICI PROPERTIES LP VICI 5 3/4 04/01/34	116000	$115,147.99	0.03%	Ba1	5.75	04/01/2034
06406RBW6	BANK OF NEW YORK MELLON CORP/THE BK 5.188 03/14/35	104000	$103,773.52	0.03%	A1	5.19	03/14/2035
68389XCP8	ORACLE CORP ORCL 4.9 02/06/33	106000	$104,572.08	0.03%	Baa2	4.90	02/06/2033
031162DT4	AMGEN INC AMGN 5.65 03/02/53	116000	$118,725.97	0.03%	Baa1	5.65	03/02/2053
031162DP2	AMGEN INC AMGN 5.15 03/02/28	116000	$117,224.12	0.03%	Baa1	5.15	03/02/2028
969457CJ7	WILLIAMS COS INC/THE WMB 5.65 03/15/33	100000	$102,848.33	0.03%	Baa2	5.65	03/15/2033
655844CT3	NORFOLK SOUTHERN CORP NSC 5.55 03/15/34	116000	$120,969.74	0.03%	Baa1	5.55	03/15/2034
902613BJ6	UBS GROUP AG UBS 5.428 02/08/30	121000	$122,693.61	0.03%	A3	5.43	02/08/2030
85858EAD5	STENA INTERNATIONAL SA STENA 0 12/31/2049 1 1/15/2031	126000	$127,379.21	0.03%	Baa2	7.25	01/15/2031
31410G7L1	FNCL 889299 6.0 04-01-38	91073	$94,809.84	0.03%	Aaa	6.00	04/01/2038
64830VAA1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1	138795	$126,864.32	0.03%	NR	2.46	01/26/2060
3138WGD35	FNCI AS6421 3.5 12-01-30	122318	$118,495.20	0.03%	Aaa	3.50	12/01/2030
78016HZV5	ROYAL BANK OF CANADA RY 4.95 02/01/29	113000	$114,388.42	0.03%	A1	4.95	02/01/2029
665501AN2	NORTHERN NATURAL GAS CO BRKHEC 5 5/8 02/01/54	108000	$111,038.35	0.03%	A2	5.63	02/01/2054
05946XLZ4	BANC OF AMERICA FUNDING 2004-C TRUST BAFC 2004-C 3A1	109338	$98,216.18	0.03%	NR	4.86	12/20/2034
92837MAA5	VISIO 2020-1R TRUST VISIO 2020-1R A1	102008	$94,648.70	0.03%	NR	1.31	11/25/2055
015271BC2	ALEXANDRIA REAL ESTATE EQUITIES INC ARE 5 1/4 05/15/36	116000	$114,624.53	0.03%	Baa1	5.25	05/15/2036
01626PAV8	ALIMENTATION COUCHE-TARD INC ATDBCN 5.617 02/12/54	106000	$107,804.25	0.03%	Baa1	5.62	02/12/2054
04624VAC3	ASSUREDPARTNERS INC ASSPAR 7 1/2 02/15/32	109000	$108,176.72	0.03%	Caa2	7.50	02/15/2032
110122EF1	BRISTOL-MYERS SQUIBB CO BMY 4.9 02/22/29	124000	$125,179.36	0.03%	A2	4.90	02/22/2029
68389XCJ2	ORACLE CORP ORCL 6 1/4 11/09/32	92000	$100,702.00	0.03%	Baa2	6.25	11/09/2032
25746UDR7	DOMINION ENERGY INC D 5 3/8 11/15/32	100000	$102,598.03	0.03%	Baa2	5.38	11/15/2032
055451BF4	BHP BILLITON FINANCE USA LTD BHP 5 1/2 09/08/53	90000	$93,322.96	0.03%	A1	5.50	09/08/2053
89236TLB9	TOYOTA MTR CRED 5.25 9/11/2028	107000	$109,156.83	0.03%	A1	5.25	09/11/2028
92338CAE3	VERALTO CORP VLTO 5.45 09/18/33	119000	$120,705.30	0.03%	Baa1	5.45	09/18/2033
703481AD3	PATTERSON-UTI ENERGY INC PTEN 7.15 10/01/33	87000	$97,106.48	0.03%	Baa3	7.15	10/01/2033
00203QAF4	AP MOLLER - MAERSK A/S MAERSK 5 7/8 09/14/33	107000	$110,386.87	0.03%	Baa1	5.88	09/14/2033
46124HAH9	INTUIT INC INTU 5 1/2 09/15/53	119000	$123,819.82	0.03%	A3	5.50	09/15/2053
00138CAV0	COREBRIDGE GLOBAL FUNDING CRBG 5.9 09/19/28	122000	$125,222.86	0.03%	A2	5.90	09/19/2028
36268NAA8	BOOST NEWCO BORROWER LLC VNTV 7 1/2 01/15/31	93000	$100,782.99	0.03%	Ba3	7.50	01/15/2031
49177JAK8	KENVUE INC KVUE 4.9 03/22/33	126000	$126,047.93	0.03%	A1	4.90	03/22/2033
74834LBD1	QUEST DIAGNOSTICS INC DGX 6.4 11/30/33	103000	$114,025.59	0.03%	Baa2	6.40	11/30/2033
71654QDP4	PETROLEOS MEXICANOS PEMEX 10 02/07/33	93000	$94,013.66	0.03%	B3	10.00	02/07/2033
444859BZ4	HUMANA INC HUM 5 3/4 12/01/28	89000	$93,219.56	0.03%	Baa2	5.75	12/01/2028
75513ECX7	RTX CORP RTX 6.4 03/15/54	88000	$99,809.12	0.03%	Baa1	6.40	03/15/2054
209111GF4	CONSOLIDATED EDISON CO OF NEW YORK INC ED 5 1/2 03/15/34	110000	$113,901.31	0.03%	A3	5.50	03/15/2034
74460WAH0	PUBLIC STORAGE OPERATING CO PSA 5.35 08/01/53	90000	$91,208.28	0.03%	A2	5.35	08/01/2053
709599BW3	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.05 08/01/28	109000	$113,246.86	0.03%	Baa2	6.05	08/01/2028
655844CS5	NORFOLK SOUTHERN CORP NSC 5.35 08/01/54	112000	$112,183.77	0.03%	Baa1	5.35	08/01/2054
45687VAB2	INGERSOLL RAND INC IR 5.7 08/14/33	116000	$119,859.61	0.03%	Baa3	5.70	08/14/2033
20826FBG0	CONOCOPHILLIPS CO COP 5.55 03/15/54	100000	$103,309.39	0.03%	A2	5.55	03/15/2054
58013MFW9	MCDONALDS CORP MCD 5.45 08/14/53	102000	$104,229.72	0.03%	Baa1	5.45	08/14/2053
316773DG2	FIFTH THIRD BANCORP FITB 4.772 07/28/30	97000	$94,189.22	0.03%	Baa1	4.77	07/28/2030
693475BF1	PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.2 PERP	93000	$93,013.44	0.03%	Baa2	6.20	12/31/2099
907818GD4	UNION PACIFIC CORP UNP 5.15 01/20/63	99000	$97,081.28	0.03%	A3	5.15	01/20/2063
76774LAB3	RITCHIE BROS HOLDINGS INC RBACN 6 3/4 03/15/28	89000	$91,051.09	0.02%	Ba2	6.75	03/15/2028
26443TAD8	DUKE ENERGY INDIANA LLC DUK 5.4 04/01/53	79000	$79,741.90	0.02%	Aa3	5.40	04/01/2053
744448CY5	PUBLIC SERVICE CO OF COLORADO XEL 5 1/4 04/01/53	59000	$57,642.83	0.02%	A1	5.25	04/01/2053
927804GK4	VIRGINIA ELECTRIC AND POWER CO D 5 04/01/33	54000	$54,696.54	0.02%	A2	5.00	04/01/2033
001084AR3	AGCO CORP AGCO 5.45 03/21/27	60000	$60,358.45	0.02%	Baa2	5.45	03/21/2027
03770DAA1	APOLLO DEBT SOLUTIONS BDC APDESO 6.9 04/13/29	83000	$83,946.28	0.02%	Baa3	6.90	04/13/2029
05526DBZ7	BAT CAPITAL CORP BATSLN 6 02/20/34	80000	$81,549.80	0.02%	Baa2	6.00	02/20/2034
38141GXN9	GOLDMAN SACHS GROUP INC/THE GS FLOAT 12/09/26	62000	$62,323.28	0.02%	A2	6.14	12/09/2026
126407AA3	CSMC 2021-NQM1 CSMC 2021-NQM1 A1	90531	$76,733.10	0.02%	NR	0.81	05/25/2065
11042CAA8	BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST IAGLN 2.9 03/15/35	81870	$70,802.53	0.02%	A1	2.90	03/15/2035
72014TAE9	PIEDMONT HEALTHCARE INC PIEDGA 2.864 01/01/52	84000	$55,837.27	0.02%	A1	2.86	01/01/2052
31417TP51	FNCL AC6743 5.0 12-01-39	87365	$87,543.14	0.02%	Aaa	5.00	12/01/2039
77586RAL4	ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANI 3 5/8 03/27/32	100000	$85,713.88	0.02%	Baa3	3.63	03/27/2032
06051GKH1	BANK OF AMERICA CORP BAC FLOAT 02/04/28	54000	$54,888.57	0.02%	A1	6.40	02/04/2028
45866FAY0	INTERCONTINENTAL EXCHANGE INC ICE 5.2 06/15/62	79000	$78,542.79	0.02%	A3	5.20	06/15/2062
49326EEL3	KEYCORP KEY 3.878 05/23/25	72000	$72,668.63	0.02%	Baa2	3.88	05/23/2025
26442CBK9	DUKE ENERGY CAROLINAS LLC DUK 5.35 01/15/53	60000	$59,828.51	0.02%	Aa3	5.35	01/15/2053
78016FZX5	ROYAL BANK OF CANADA RY 5 02/01/33	83000	$83,394.57	0.02%	A1	5.00	02/01/2033
693475BM6	PNC FINANCIAL SERVICES GROUP INC/THE PNC 5.068 01/24/34	63000	$61,622.03	0.02%	A3	5.07	01/24/2034
89788MAL6	TRUIST FINANCIAL CORP TFC 4.873 01/26/29	63000	$62,508.75	0.02%	A3	4.87	01/26/2029
14448CBC7	CARRIER GLOBAL CORP CARR 5.9 03/15/34	63000	$66,377.59	0.02%	Baa3	5.90	03/15/2034
10373QBU3	BP CAPITAL MARKETS AMERICA INC BPLN 4.812 02/13/33	63000	$62,578.72	0.02%	A1	4.81	02/13/2033
52532XAJ4	LEIDOS INC LDOS 5 3/4 03/15/33	61000	$62,690.01	0.02%	Baa2	5.75	03/15/2033
58769JAS6	MERCEDES-BENZ FINANCE NORTH AMERICA LLC MBGGR 5 01/11/34	65000	$65,175.44	0.02%	A2	5.00	01/11/2034
706451BR1	PETROLEOS MEXICANOS PEMEX 6 5/8 06/15/38	90000	$65,843.34	0.02%	B3	6.63	06/15/2038
64828EAA3	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1	79048	$72,949.08	0.02%	NR	2.49	09/25/2059
36167VAA2	GCAT 2019-NQM3 TRUST GCAT 2019-NQM3 A1	68500	$65,282.00	0.02%	NR	3.69	11/25/2059
92536PAA2	VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1	70773	$67,658.74	0.02%	NR	3.42	01/25/2060
92536PAD6	VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A2	92065	$88,176.69	0.02%	NR	3.64	01/25/2060
22541SJB5	CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-AR5 CSFB 2004-AR5 3A1	63641	$59,065.23	0.02%	NR	4.30	06/25/2034
65364UAU0	NIAGARA MOHAWK POWER CORP NGGLN 5.664 01/17/54	85000	$85,555.87	0.02%	Baa1	5.66	01/17/2054
49803XAE3	KITE REALTY GROUP LP KRG 5 1/2 03/01/34	70000	$70,349.06	0.02%	Baa2	5.50	03/01/2034
316773DL1	FIFTH THIRD BANCORP FITB 5.631 01/29/32	78000	$78,835.82	0.02%	Baa1	5.63	01/29/2032
65339KBP4	NEXTERA ENERGY CAPITAL HOLDINGS INC NEE 6.051 03/01/25	79000	$79,698.88	0.02%	Baa1	6.05	03/01/2025
03464WAA0	ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1	98087	$91,017.46	0.02%	NR	1.37	05/25/2065
31390L5X0	FNCL 649862 6.5 07-01-32	79602	$82,619.53	0.02%	Aaa	6.50	07/01/2032
31403UYK1	FNARM 758614 7.4 11-01-33	82292	$83,908.70	0.02%	Aaa	7.43	11/01/2033
31404NAB2	FNARM 773202 5.9 11-01-34	86257	$86,799.09	0.02%	Aaa	5.87	11/01/2034
68389XCK9	ORACLE CORP ORCL 6.9 11/09/52	73000	$85,983.93	0.02%	Baa2	6.90	11/09/2052
595620AY1	MIDAMERICAN ENERGY CO BRKHEC 5.85 09/15/54	82000	$87,704.53	0.02%	Aa2	5.85	09/15/2054
375558CA9	GILEAD SCIENCES INC GILD 5.55 10/15/53	78000	$83,104.74	0.02%	A3	5.55	10/15/2053
655663AB8	NORDSON CORP NDSN 5.8 09/15/33	83000	$86,852.89	0.02%	Baa2	5.80	09/15/2033
8426EPAG3	SOUTHERN CO GAS CAPITAL CORP SO 5 3/4 09/15/33	69000	$71,601.95	0.02%	Baa1	5.75	09/15/2033
87264ADD4	T-MOBILE USA INC TMUS 6 06/15/54	57000	$61,930.72	0.02%	Baa2	6.00	06/15/2054
15189XBD9	CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 5.2 10/01/28	86000	$89,970.85	0.02%	A2	5.20	10/01/2028
826418BP9	SIERRA PACIFIC POWER CO BRKHEC 5.9 03/15/54	53000	$54,980.11	0.02%	A2	5.90	03/15/2054
744538AF6	PUBLIC SERVICE CO OF NEW HAMPSHIRE ES 5.35 10/01/33	73000	$76,543.08	0.02%	A1	5.35	10/01/2033
30190AAC8	F&G ANNUITIES & LIFE INC FG 7.4 01/13/28	79000	$83,304.70	0.02%	NR	7.40	01/13/2028
210385AE0	CONSTELLATION ENERGY GENERATION LLC CEG 6 1/2 10/01/53	53000	$60,136.42	0.02%	Baa1	6.50	10/01/2053
210385AD2	CONSTELLATION ENERGY GENERATION LLC CEG 6 1/8 01/15/34	61000	$65,198.09	0.02%	Baa1	6.13	01/15/2034
25731VAB0	DOMINION ENERGY SOUTH CAROLINA INC D 6 1/4 10/15/53	71000	$81,636.01	0.02%	A2	6.25	10/15/2053
049560AZ8	ATMOS ENERGY CORP ATO 5.9 11/15/33	80000	$87,105.59	0.02%	A1	5.90	11/15/2033
049560BA2	ATMOS ENERGY CORP ATO 6.2 11/15/53	60000	$69,360.94	0.02%	A1	6.20	11/15/2053
29273VAS9	ENERGY TRANSFER LP ET 6.1 12/01/28	75000	$79,276.99	0.02%	Baa3	6.10	12/01/2028
29273VAU4	ENERGY TRANSFER LP ET 6.55 12/01/33	53000	$58,051.72	0.02%	Baa3	6.55	12/01/2033
832696AX6	J M SMUCKER CO/THE SJM 6.2 11/15/33	83000	$90,763.77	0.02%	Baa2	6.20	11/15/2033
49177JAF9	KENVUE INC KVUE 5.05 03/22/28	56000	$56,672.42	0.02%	A1	5.05	03/22/2028
49177JAM4	KENVUE INC KVUE 5.1 03/22/43	55000	$54,767.44	0.02%	A1	5.10	03/22/2043
110122EB0	BRISTOL-MYERS SQUIBB CO BMY 6 1/4 11/15/53	79000	$90,881.69	0.02%	A2	6.25	11/15/2053
529043AF8	LXP INDUSTRIAL TRUST LXP 6 3/4 11/15/28	85000	$90,802.39	0.02%	Baa2	6.75	11/15/2028
010392GB8	ALABAMA POWER CO SO 5.85 11/15/33	53000	$57,028.66	0.02%	A1	5.85	11/15/2033
75513ECV1	RTX CORP RTX 6 03/15/31	79000	$83,255.53	0.02%	Baa1	6.00	03/15/2031
61747YFF7	MORGAN STANLEY MS 5.449 07/20/29	61000	$62,190.02	0.02%	A1	5.45	07/20/2029
502431AQ2	L3HARRIS TECHNOLOGIES INC LHX 5.4 07/31/33	56000	$56,863.86	0.02%	Baa2	5.40	07/31/2033
655844CR7	NORFOLK SOUTHERN CORP NSC 5.05 08/01/30	87000	$87,991.89	0.02%	Baa1	5.05	08/01/2030
054989AC2	BAT CAPITAL CORP BATSLN 7.079 08/02/43	64000	$69,022.39	0.02%	Baa2	7.08	08/02/2043
054989AD0	BAT CAPITAL CORP BATSLN 7.081 08/02/53	53000	$57,751.06	0.02%	Baa2	7.08	08/02/2053
637417AS5	NNN REIT INC NNN 5.6 10/15/33	64000	$67,048.44	0.02%	Baa1	5.60	10/15/2033
20826FBH8	CONOCOPHILLIPS CO COP 5.7 09/15/63	69000	$72,494.67	0.02%	A2	5.70	09/15/2063
682680BJ1	ONEOK INC OKE 5.65 11/01/28	53000	$55,981.37	0.02%	Baa2	5.65	11/01/2028
785592AZ9	SABINE PASS LIQUEFACTION LLC SPLLLC 5.9 09/15/37	63000	$65,588.93	0.02%	Baa2	5.90	09/15/2037
174610BE4	CITIZENS FINANCIAL GROUP INC CFG 5.641 05/21/37	59000	$56,273.14	0.02%	Baa1	5.64	05/21/2037
88283LHU3	TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 88283LHU3	70000	$71,701.74	0.02%	Aaa	5.18	04/01/2030
49456BAW1	KINDER MORGAN INC KMI 5.45 08/01/52	73000	$69,562.00	0.02%	Baa2	5.45	08/01/2052
89788NAA8	TRUIST FINANCIAL CORP TFC 4.916 07/28/33	83000	$78,014.43	0.02%	A3	4.92	07/28/2033
548661EL7	LOWES COS INC LOW 5 04/15/33	69000	$70,319.01	0.02%	Baa1	5.00	04/15/2033
29250NBP9	ENBRIDGE INC ENBCN 7 5/8 01/15/2083	74000	$77,133.28	0.02%	Ba1	7.63	01/15/2083
29250NBN4	ENBRIDGE INC ENBCN 7 3/8 01/15/2083	63000	$64,275.42	0.02%	Ba1	7.38	01/15/2083
91324PER9	UNITEDHEALTH GROUP INC UNH 5.35 02/15/33	84000	$86,991.28	0.02%	A2	5.35	02/15/2033
20030NEB3	COMCAST CORP CMCSA 5 1/2 11/15/32	79000	$83,505.00	0.02%	A3	5.50	11/15/2032
05369AAN1	AVIATION CAPITAL GROUP LLC ACGCAP 6 1/4 04/15/28	80000	$83,956.05	0.02%	Baa2	6.25	04/15/2028
95000U3D3	WELLS FARGO & CO WFC 5.389 04/24/34	63000	$64,087.85	0.02%	A1	5.39	04/24/2034
06406RBR7	BANK OF NEW YORK MELLON CORP/THE BK 4.967 04/26/34	78000	$78,236.57	0.02%	A1	4.97	04/26/2034
55903VBF9	WARNERMEDIA HOLDINGS INC 5.391 3/15/2062	74000	$61,587.78	0.02%	Baa3	5.39	03/15/2062
55903VBD4	WARNERMEDIA HOLDINGS INC WBD 5.05 03/15/42	67000	$57,736.00	0.02%	Baa3	5.05	03/15/2042
02361DBA7	AMEREN ILLINOIS CO AEE 4.95 06/01/33	63000	$63,391.56	0.02%	A1	4.95	06/01/2033
06368LNT9	BANK OF MONTREAL BMO 5.3 06/05/26	63000	$64,238.23	0.02%	A2	5.30	06/05/2026
126650DW7	CVS HEALTH CORP CVS 5 01/30/29	84000	$84,943.49	0.02%	Baa2	5.00	01/30/2029
31406UQQ4	FNCL 820463 5.5 04-01-35	83354	$84,606.76	0.02%	Aaa	5.50	04/01/2035
81745CAB9	SEQUOIA MORTGAGE TRUST 2013-7 SEMT 2013-7 A2	69181	$60,353.45	0.02%	NR	3.00	06/25/2043
31396PBC4	FANNIE MAE REMICS FNR 2006-123 BO	86729	$74,318.00	0.02%	Aaa	0.00	01/25/2037
03746AAA8	APACHE CORP APA 7 3/4 12/15/29	74000	$81,929.16	0.02%	Baa3	7.75	12/15/2029
674599CF0	OCCIDENTAL PETROLEUM CORP OXY 4 5/8 06/15/45	90000	$74,081.42	0.02%	Baa3	4.63	06/15/2045
720186AQ8	PIEDMONT NATURAL GAS CO INC DUK 5.4 06/15/33	85000	$87,066.52	0.02%	A3	5.40	06/15/2033
63111XAJ0	NASDAQ INC NDAQ 5.55 02/15/34	64000	$65,532.96	0.02%	Baa2	5.55	02/15/2034
63111XAL5	NASDAQ INC NDAQ 6.1 06/28/63	53000	$57,348.16	0.02%	Baa2	6.10	06/28/2063
74340XCG4	PROLOGIS LP PLD 4 7/8 06/15/28	87000	$88,341.75	0.02%	A3	4.88	06/15/2028
74340XCH2	PROLOGIS LP 5.125 1/15/2034	86000	$87,302.62	0.02%	A3	5.13	01/15/2034
20602DAC5	CONCENTRIX CORP CNXC 6.85 08/02/33	67000	$67,298.70	0.02%	Baa3	6.85	08/02/2033
502431AR0	L3HARRIS TECHNOLOGIES INC LHX 5.6 07/31/53	53000	$54,298.39	0.01%	Baa2	5.60	07/31/2053
19828AAA5	COLUMBIA PIPELINES HOLDING CO LLC CPGX 6.055 08/15/26	49000	$49,914.06	0.01%	Baa2	6.06	08/15/2026
45687VAA4	INGERSOLL RAND INC IR 5.4 08/14/28	29000	$29,588.91	0.01%	Baa3	5.40	08/14/2028
87612KAC6	TARGA RESOURCES CORP TRGP 6 1/4 07/01/52	32000	$33,716.78	0.01%	Baa3	6.25	07/01/2052
95000U3A9	WELLS FARGO & CO WFC 4.808 07/25/28	23000	$22,864.92	0.01%	A1	4.81	07/25/2028
46647PDG8	JPMORGAN CHASE & CO JPM 4.851 07/25/28	41000	$41,018.48	0.01%	A1	4.85	07/25/2028
95000U3B7	WELLS FARGO & CO WFC 4.897 07/25/33	22000	$21,397.84	0.01%	A1	4.90	07/25/2033
06051GKY4	BANK OF AMERICA CORP BAC 5.015 07/22/33	48000	$47,705.34	0.01%	A1	5.02	07/22/2033
06051GKW8	BANK OF AMERICA CORP BAC 4.948 07/22/28	35000	$35,064.59	0.01%	A1	4.95	07/22/2028
91159HJG6	US BANCORP USB 4.967 07/22/33	36000	$34,372.93	0.01%	A3	4.97	07/22/2033
49456BAV3	KINDER MORGAN INC KMI 4.8 02/01/33	35000	$33,738.57	0.01%	Baa2	4.80	02/01/2033
26441CBU8	DUKE ENERGY CORP DUK 5 08/15/52	47000	$42,842.74	0.01%	Baa2	5.00	08/15/2052
256677AM7	DOLLAR GENERAL CORP DG 5 1/2 11/01/52	35000	$34,025.95	0.01%	Baa2	5.50	11/01/2052
15189XBA5	CENTERPOINT ENERGY HOUSTON ELECTRIC LLC CNP 4.85 10/01/52	45000	$43,031.52	0.01%	A2	4.85	10/01/2052
92939UAJ5	WEC ENERGY GROUP INC WEC 5.15 10/01/27	47000	$48,343.68	0.01%	Baa1	5.15	10/01/2027
842587DL8	SOUTHERN CO/THE SO 5.7 10/15/32	34000	$35,941.88	0.01%	Baa2	5.70	10/15/2032
756109BP8	REALTY INCOME CORP O 5 5/8 10/13/32	36000	$37,694.37	0.01%	A3	5.63	10/13/2032
06406RBM8	BANK OF NEW YORK MELLON CORP/THE BK 5.834 10/25/33	39000	$41,709.87	0.01%	A1	5.83	10/25/2033
539830BV0	LOCKHEED MARTIN CORP LMT 5.1 11/15/27	37000	$38,135.58	0.01%	A2	5.10	11/15/2027
539830BY4	LOCKHEED MARTIN CORP LMT 5.9 11/15/63	27000	$30,175.70	0.01%	A2	5.90	11/15/2063
637432PA7	NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP NRUC 5.8 01/15/33	30000	$31,580.07	0.01%	A1	5.80	01/15/2033
693475BJ3	PNC FINANCIAL SERVICES GROUP INC/THE PNC 6.037 10/28/33	48000	$50,857.83	0.01%	A3	6.04	10/28/2033
91324PEP3	UNITEDHEALTH GROUP INC UNH 5 1/4 02/15/28	53000	$54,326.66	0.01%	A2	5.25	02/15/2028
665859AX2	NORTHERN TRUST CORP NTRS 6 1/8 11/02/32	44000	$47,593.21	0.01%	A2	6.13	11/02/2032
89788MAK8	TRUIST FINANCIAL CORP TFC 6.123 10/28/33	48000	$50,850.39	0.01%	A3	6.12	10/28/2033
438516CK0	HONEYWELL INTERNATIONAL INC HON 5 02/15/33	29000	$29,511.41	0.01%	A2	5.00	02/15/2033
025537AV3	AMERICAN ELECTRIC POWER CO INC AEP 5 3/4 11/01/27	37000	$38,736.12	0.01%	Baa2	5.75	11/01/2027
30037DAB1	EVERGY METRO INC EVRG 4.95 04/15/33	41000	$41,235.16	0.01%	A2	4.95	04/15/2033
579780AT4	MCCORMICK & CO INC/MD MKC 4.95 04/15/33	31000	$31,364.89	0.01%	Baa2	4.95	04/15/2033
37045XEF9	GENERAL MOTORS FINANCIAL CO INC GM 5.4 04/06/26	19000	$19,505.52	0.01%	Baa2	5.40	04/06/2026
90320WAH6	UPMC UPMCHS 5.377 05/15/43	51000	$52,437.21	0.01%	A2	5.38	05/15/2043
55903VBE2	WARNERMEDIA HOLDINGS INC WBD 5.141 03/15/52	48000	$39,949.13	0.01%	Baa3	5.14	03/15/2052
21036PBP2	CONSTELLATION BRANDS INC STZ 4.9 05/01/33	24000	$24,033.41	0.01%	Baa3	4.90	05/01/2033
892356AB2	TRACTOR SUPPLY CO TSCO 5 1/4 05/15/33	36000	$36,981.08	0.01%	Baa1	5.25	05/15/2033
373334KT7	GEORGIA POWER CO SO 4.95 05/17/33	53000	$53,232.74	0.01%	Baa1	4.95	05/17/2033
58933YBM6	MERCK & CO INC MRK 5 05/17/53	53000	$52,875.12	0.01%	A1	5.00	05/17/2053
58933YBN4	MERCK & CO INC MRK 5.15 05/17/63	34000	$34,323.68	0.01%	A1	5.15	05/17/2063
341081GQ4	FLORIDA POWER & LIGHT CO NEE 4.8 05/15/33	42000	$42,126.02	0.01%	Aa2	4.80	05/15/2033
89417EAS8	TRAVELERS COS INC/THE TRV 5.45 05/25/53	50000	$52,742.11	0.01%	A2	5.45	05/25/2053
709599BU7	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5 3/4 05/24/26	31000	$31,852.77	0.01%	Baa2	5.75	05/24/2026
709599BV5	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 6.2 06/15/30	40000	$42,311.31	0.01%	Baa2	6.20	06/15/2030
126650EA4	CVS HEALTH CORP CVS 6 06/01/63	47000	$49,461.16	0.01%	Baa2	6.00	06/01/2063
00206RMT6	AT&T INC T 5.4 02/15/34	50000	$51,000.43	0.01%	Baa2	5.40	02/15/2034
126650DX5	CVS HEALTH CORP CVS 5 1/4 01/30/31	35000	$35,572.30	0.01%	Baa2	5.25	01/30/2031
224044CS4	COX COMMUNICATIONS INC COXENT 5.7 06/15/33	44000	$45,263.31	0.01%	Baa2	5.70	06/15/2033
63111XAK7	NASDAQ INC NDAQ 5.95 08/15/53	29000	$30,780.57	0.01%	Baa2	5.95	08/15/2053
63111XAH4	NASDAQ INC NDAQ 5.35 06/28/28	42000	$43,121.94	0.01%	Baa2	5.35	06/28/2028
571748BT8	MARSH & MCLENNAN COS INC MMC 5.45 03/15/53	40000	$40,356.59	0.01%	A3	5.45	03/15/2053
845011AH8	SOUTHWEST GAS CORP SWX 5.45 03/23/28	36000	$36,556.28	0.01%	Baa1	5.45	03/23/2028
30225VAJ6	EXTRA SPACE STORAGE LP EXR 5.7 04/01/28	35000	$36,681.62	0.01%	Baa2	5.70	04/01/2028
678858BY6	OKLAHOMA GAS AND ELECTRIC CO OGE 5.6 04/01/53	37000	$38,124.73	0.01%	A3	5.60	04/01/2053
760759BC3	REPUBLIC SERVICES INC RSG 5 04/01/34	35000	$35,668.83	0.01%	Baa1	5.00	04/01/2034
65473PAN5	NISOURCE INC NI 5 1/4 03/30/28	24000	$24,850.70	0.01%	Baa2	5.25	03/30/2028
74456QCM6	PUBLIC SERVICE ELECTRIC AND GAS CO PEG 5 1/8 03/15/53	41000	$40,425.55	0.01%	A1	5.13	03/15/2053
91324PEX6	UNITEDHEALTH GROUP INC UNH 5.2 04/15/63	45000	$44,851.34	0.01%	A2	5.20	04/15/2063
91324PEW8	UNITEDHEALTH GROUP INC UNH 5.05 04/15/53	53000	$52,708.30	0.01%	A2	5.05	04/15/2053
845437BU5	SOUTHWESTERN ELECTRIC POWER CO AEP 5.3 04/01/33	53000	$53,843.86	0.01%	Baa2	5.30	04/01/2033
591894CE8	FIRSTENERGY PENNSYLVANIA ELECTRIC CO FE 5.2 04/01/28	19000	$19,564.37	0.01%	A3	5.20	04/01/2028
548661ES2	LOWES COS INC LOW 5.85 04/01/63	29000	$30,820.25	0.01%	Baa1	5.85	04/01/2063
548661ER4	LOWES COS INC LOW 5 3/4 07/01/53	29000	$30,347.27	0.01%	Baa1	5.75	07/01/2053
44891ACE5	HYUNDAI CAPITAL AMERICA HYNMTR 5.8 04/01/30	22000	$23,193.48	0.01%	A3	5.80	04/01/2030
3128LXAV2	FGLMC G01820 5.5 06-01-35	50614	$51,962.36	0.01%	Aaa	5.50	06/01/2035
31574XAA6	ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1	39220	$32,903.37	0.01%	NR	0.80	02/25/2066
02379KAA2	AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST AAL 2 7/8 07/11/34	22989	$19,667.22	0.01%	A3	2.88	07/11/2034
279158AP4	ECOPETROL SA ECOPET 4 5/8 11/02/31	45000	$38,298.23	0.01%	Baa3	4.63	11/02/2031
316773DD9	FIFTH THIRD BANCORP FITB 1.707 11/01/27	40000	$36,673.63	0.01%	Baa1	1.71	11/01/2027
064058AL4	BANK OF NEW YORK MELLON CORP/THE BK 3 3/4 PERP	25000	$22,943.54	0.01%	Baa1	3.75	12/31/2079
78016EYZ4	ROYAL BANK OF CANADA RY FLOAT 01/21/27	44000	$44,557.30	0.01%	A1	6.06	01/21/2027
808513CB9	CHARLES SCHWAB CORP/THE SCHW 5 PERP	56000	$53,772.27	0.01%	Baa2	5.00	12/31/2099
55336VBT6	MPLX LP MPLX 4.95 03/14/52	42000	$36,989.06	0.01%	Baa2	4.95	03/14/2052
117043AV1	BRUNSWICK CORP/DE BC 5.1 04/01/52	53000	$44,938.76	0.01%	Baa2	5.10	04/01/2052
45866FAX2	INTERCONTINENTAL EXCHANGE INC ICE 4.95 06/15/52	35000	$33,694.79	0.01%	A3	4.95	06/15/2052
709599BS2	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.7 02/01/28	44000	$45,014.96	0.01%	Baa2	5.70	02/01/2028
758750AE3	REGAL REXNORD CORP RRX 6.3 02/15/30	38000	$39,206.27	0.01%	Baa3	6.30	02/15/2030
87612EBR6	TARGET CORP TGT 4.8 01/15/53	56000	$53,233.86	0.01%	A2	4.80	01/15/2053
61747YFB6	MORGAN STANLEY MS 5.948 01/19/38	36000	$36,501.36	0.01%	Baa1	5.95	01/19/2038
61747YFA8	MORGAN STANLEY MS 5.123 02/01/29	39000	$39,237.62	0.01%	A1	5.12	02/01/2029
55261FAR5	M&T BANK CORP MTB 5.053 01/27/34	58000	$54,442.43	0.01%	Baa1	5.05	01/27/2034
031162DQ0	AMGEN INC AMGN 5 1/4 03/02/30	52000	$53,009.77	0.01%	Baa1	5.25	03/02/2030
709599BY9	PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE 5.35 01/12/27	37000	$37,460.74	0.01%	Baa2	5.35	01/12/2027
49326EEJ8	KEYCORP KEY 2.55 10/01/29	39000	$33,479.74	0.01%	Baa2	2.55	10/01/2029
316773CY4	FIFTH THIRD BANCORP FITB 2 3/8 01/28/25	39000	$38,124.99	0.01%	Baa1	2.38	01/28/2025
03464RAA1	ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1	47642	$45,100.51	0.01%	NR	2.16	12/25/2059
76119CAA9	RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1	35832	$34,214.82	0.01%	NR	2.38	01/26/2060
31415PX86	FNCL 985503 6.0 08-01-38	35641	$36,408.25	0.01%	Aaa	6.00	08/01/2038
48123UAB0	JPMORGAN CHASE & CO JPM FLOAT 05/15/47	46000	$41,325.02	0.01%	Baa1	6.57	05/15/2047
31415RJG0	FNCL 986863 6.5 08-01-38	23773	$24,678.41	0.01%	Aaa	6.50	08/01/2038
9292274D5	WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR6 TRUST WAMU 2003-AR6 A1	42632	$41,038.59	0.01%	NR	5.39	06/25/2033
22541SRP5	CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR7 2A1	47652	$45,681.08	0.01%	NR	5.11	11/25/2034
830867AA5	DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 1/2 10/20/25	25172	$25,139.40	0.01%	Baa1	4.50	10/20/2025
830867AB3	DELTA AIR LINES INC / SKYMILES IP LTD DAL 4 3/4 10/20/28	54779	$54,089.78	0.01%	Baa1	4.75	10/20/2028
31386FUZ6	FNCL 562300 7.5 01-01-31	19213	$19,517.59	0.01%	Aaa	7.50	01/01/2031
31388XYM0	FNPPK0 618216 7.0 11-01-31	26921	$27,437.67	0.01%	Aaa	7.00	11/01/2031
31400FD79	FNARM 686026 5.5 04-01-33	19096	$19,151.52	0.01%	Aaa	5.52	04/01/2033
90931GAA7	UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST UAL 5 7/8 10/15/27	25157	$25,383.58	0.01%	Aa3	5.88	10/15/2027
31405RNE2	FNARM 796989 7.2 08-01-34	44206	$45,002.39	0.01%	Aaa	7.21	08/01/2034
BM6309173	B2W DIGITAL LUX SARL BTOWBZ 4 3/8 12/20/30	200000	$30,000.00	0.01%	NR	4.38	12/31/2049
225401AS7	CREDIT SUISSE GROUP AG CS 4 1/2 PERP	402000	$45,627.00	0.01%	NR	4.50	12/31/2049
36209SDN8	GNSF 479909 8.0 01-15-31	20958	$21,236.35	0.01%	Aaa	8.00	01/15/2031
718172CU1	PHILIP MORRIS INTERNATIONAL INC PM 5 11/17/25	33000	$33,528.14	0.01%	A2	5.00	11/17/2025
718172CV9	PHILIP MORRIS INTERNATIONAL INC PM 5 1/8 11/17/27	47000	$48,139.23	0.01%	A2	5.13	11/17/2027
718172CX5	PHILIP MORRIS INTERNATIONAL INC PM 5 3/4 11/17/32	28000	$29,506.64	0.01%	A2	5.75	11/17/2032
595620AX3	MIDAMERICAN ENERGY CO BRKHEC 5.35 01/15/34	42000	$43,694.57	0.01%	Aa2	5.35	01/15/2034
655663AA0	NORDSON CORP NDSN 5.6 09/15/28	43000	$43,902.38	0.01%	Baa2	5.60	09/15/2028
USM4	US LONG BOND(CBT) Jun24USM4 COMB	82	$20,500.00	0.01%		N/A	06/18/2024
FVM4	US 5YR NOTE (CBT) Jun24FVM4 COMB	-224	$30,611.86	0.01%		N/A	06/28/2024
91822QVX2	REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND UZBEK 7.85 10/12/28	22000	$23,802.05	0.01%	Ba3	7.85	10/12/2028
29273VAT7	ENERGY TRANSFER LP ET 6.4 12/01/30	44000	$47,383.33	0.01%	Baa3	6.40	12/01/2030
49177JAR3	KENVUE INC KVUE 5.2 03/22/63	51000	$50,518.52	0.01%	A1	5.20	03/22/2063
74460WAF4	PUBLIC STORAGE OPERATING CO PSA 5 1/8 01/15/29	23000	$23,622.01	0.01%	A2	5.13	01/15/2029
316773DK3	FIFTH THIRD BANCORP FITB 6.339 07/27/29	29000	$30,221.72	0.01%	Baa1	6.34	07/27/2029
36210F6D3	GNSF 491468 7.0 05-15-29	280	$281.61	0.00%	Aaa	7.00	05/15/2029
36210JXA1	GNSF 493973 6.5 06-15-29	261	$270.19	0.00%	Aaa	6.50	06/15/2029
36212GWQ1	GNSF 533555 8.0 12-15-30	8936	$9,067.25	0.00%	Aaa	8.00	12/15/2030
36213R2R7	GNSF 562484 6.0 02-15-34	1890	$1,932.29	0.00%	Aaa	6.00	02/15/2034
36213SYK5	GNSF 563314 6.5 11-15-31	170	$176.78	0.00%	Aaa	6.50	11/15/2031
36200ACN7	GNSF 595077 6.0 10-15-32	348	$363.00	0.00%	Aaa	6.00	10/15/2032
36225A3F5	GNSF 780798 7.5 12-15-27	32	$32.90	0.00%	Aaa	7.50	12/15/2027
707567AE3	PENN MUTUAL LIFE INSURANCE CO/THE PMUL 3.8 04/29/61	8000	$5,404.63	0.00%	A2	3.80	04/29/2061
24703TAD8	DELL INTERNATIONAL LLC / EMC CORP DELL 6.02 06/15/26	5000	$5,152.53	0.00%	Baa2	6.02	06/15/2026
02666TAC1	AMERICAN HOMES 4 RENT LP AMH 2 3/8 07/15/31	4000	$3,268.98	0.00%	Baa2	2.38	07/15/2031
31374TV48	FNCL 323835 6.5 05-01-29	135	$139.09	0.00%	Aaa	6.50	05/01/2029
00206RLJ9	AT&T INC T 3.55 09/15/55	7000	$4,905.62	0.00%	Baa2	3.55	09/15/2055
756109BJ2	REALTY INCOME CORP O 2.2 06/15/28	5000	$4,498.41	0.00%	A3	2.20	06/15/2028
36209Y4T2	GNSF 486034 8.0 11-15-30	710	$720.26	0.00%	Aaa	8.00	11/15/2030
	MXN CURRENCY CASH	0	$0.00	0.00%		N/A
570535AP9	MARKEL GROUP INC MKL 5 03/30/43	7000	$6,544.83	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
	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
CSHJPMSD4	CASH COLLATERAL USD JPMS	-5000	-$5,000.00	0.00%		N/A	12/31/2049
	CASH SECURITY USD	0	$0.03	0.00%		N/A
466247SE4	JP MORGAN MORTGAGE TRUST 2005-A5 JPMMT 2005-A5 1A2	12855	$12,160.55	0.00%	NR	4.37	08/25/2035
91324PCP5	UNITEDHEALTH GROUP INC UNH 3 3/4 07/15/25	5000	$4,956.18	0.00%	A2	3.75	07/15/2025
CASHCAD09	CAD CURRENCY CASH	0	$0.00	0.00%		0.00
	NZD CURRENCY CASH	0	$0.00	0.00%		N/A
548661EN3	LOWES COS INC LOW 5.8 09/15/62	17000	$17,463.27	0.00%	Baa1	5.80	09/15/2062
UXYM4	US 10yr Ultra Fut Jun24UXYM4 COMB	-318	-$4,968.75	0.00%		N/A	06/18/2024
TYM4	US 10YR NOTE (CBT)Jun24TYM4 COMB	111	-$7,034.34	0.00%		N/A	06/18/2024
WNM4	US ULTRA BOND CBT Jun24WNM4 COMB	36	$16,875.00	0.00%		N/A	06/18/2024
595112BM4	MICRON TECHNOLOGY INC MU 4.975 02/06/26	6000	$6,013.12	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	$8,094.45	0.00%	Baa1	3.40	04/25/2024
36206PRG7	GNSF 417287 7.5 03-15-26	220	$221.68	0.00%	Aaa	7.50	03/15/2026
76119NAA5	RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1	12985	$12,710.04	0.00%	NR	2.63	09/25/2059
85573AAA3	STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1	12573	$11,776.15	0.00%	NR	2.28	02/25/2050
589929G28	MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2003-A MLCC 2003-A 2A1	3963	$3,677.45	0.00%	NR	5.83	03/25/2028
81743PAP1	SEQUOIA MORTGAGE TRUST 2003-2 SEMT 2003-2 A1	8969	$8,669.04	0.00%	NR	5.77	06/20/2033
71951QAA0	DOC DR LLC DOC 4.3 03/15/27	7000	$6,850.16	0.00%	Baa1	4.30	03/15/2027
161175BL7	CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL CHTR 5 3/8 05/01/47	8000	$6,625.30	0.00%	Ba1	5.38	05/01/2047
007036BU9	ADJUSTABLE RATE MORTGAGE TRUST 2004-2 ARMT 2004-2 6A1	13462	$13,294.97	0.00%	NR	0.71	02/25/2035
863579AQ1	STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-12 3A2	14306	$13,912.19	0.00%	NR	5.84	09/25/2034
015271AJ8	ALEXANDRIA REAL ESTATE EQUITIES INC ARE 3.95 01/15/27	4000	$3,894.81	0.00%	Baa1	3.95	01/15/2027
22541SDW5	CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP CSFB 2004-AR3 5A1	4865	$4,503.44	0.00%	NR	5.54	04/25/2034
46625HRX0	JPMORGAN CHASE & CO JPM 3 5/8 12/01/27	7000	$6,750.02	0.00%	A3	3.63	12/01/2027
020002BC4	ALLSTATE CORP/THE ALL 4.2 12/15/46	5000	$4,210.38	0.00%	A3	4.20	12/15/2046
31574PAA3	ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 A1	17987	$17,419.56	0.00%	NR	2.01	05/25/2065
92537TAA3	VERUS SECURITIZATION TRUST 2020-INV1 VERUS 2020-INV1 A1	2863	$2,850.30	0.00%	NR	0.33	03/25/2060
31292GU53	FGLMC C00604 6.0 04-01-28	148	$150.96	0.00%	Aaa	6.00	04/01/2028
31293EME7	FGLMC C18457 6.0 12-01-28	149	$152.11	0.00%	Aaa	6.00	12/01/2028
31294B6N0	FGLMC C35377 7.0 01-01-30	53	$54.85	0.00%	Aaa	7.00	01/01/2030
31287RP94	FGLMC C65848 6.5 04-01-32	2742	$2,850.36	0.00%	Aaa	6.50	04/01/2032
31283HLN3	FGLMC G01233 7.0 04-01-31	108	$111.65	0.00%	Aaa	7.00	04/01/2031
31283HUA1	FGLMC G01477 6.0 12-01-32	673	$691.34	0.00%	Aaa	6.00	12/01/2032
31336RUW8	FHARM 1B0097 6.2 08-01-31	13662	$13,703.42	0.00%	Aaa	6.16	08/01/2031
31336RVK3	FHARM 1B0118 6.2 08-01-31	134	$134.80	0.00%	Aaa	6.16	08/01/2031
31295MYW4	FHARM 788825 6.4 11-01-31	5744	$5,906.61	0.00%	Aaa	6.38	11/01/2031
31371HB72	FNCL 252162 6.5 12-01-28	266	$272.99	0.00%	Aaa	6.50	12/01/2028
59156RCA4	METLIFE INC MET 3.85 PERP	9000	$8,666.23	0.00%	Baa2	3.85	12/31/2099
31374GT64	FNCL 313873 7.0 12-01-27	680	$704.61	0.00%	Aaa	7.00	12/01/2027
31379D7G8	FNCL 416795 6.5 02-01-28	111	$114.77	0.00%	Aaa	6.50	02/01/2028
31380G5H8	FNCL 440148 6.5 08-01-28	43	$44.59	0.00%	Aaa	6.50	08/01/2028
31383LUF0	FNCL 506482 6.5 07-01-29	147	$151.15	0.00%	Aaa	6.50	07/01/2029
31386FVP7	FNCL 562322 7.5 01-01-31	557	$563.88	0.00%	Aaa	7.50	01/01/2031
31389GF21	FNCL 624885 6.5 01-01-32	665	$687.88	0.00%	Aaa	6.50	01/01/2032
31391SNF3	FNARM 675490 6.5 03-01-33	6639	$6,717.66	0.00%	Aaa	6.54	03/01/2033
31400JAM1	FNCL 688612 5.5 03-01-33	2447	$2,508.85	0.00%	Aaa	5.50	03/01/2033
31401H2H4	FNCL 709176 5.5 06-01-33	11955	$12,258.16	0.00%	Aaa	5.50	06/01/2033
36202DBW0	G2SF 2753 6.0 05-20-29	641	$660.80	0.00%	Aaa	6.00	05/20/2029
36206FVG4	GNSF 410215 7.5 12-15-25	98	$98.34	0.00%	Aaa	7.50	12/15/2025
36206FWN8	GNSF 410253 7.0 12-15-25	24	$24.44	0.00%	Aaa	7.00	12/15/2025
36207LGU6	GNSF 435011 8.0 01-15-31	6957	$6,972.46	0.00%	Aaa	8.00	01/15/2031
36207UKJ6	GNSF 442297 7.0 01-15-27	2981	$2,987.73	0.00%	Aaa	7.00	01/15/2027
36209MGJ7	GNSF 475501 6.5 08-15-28	174	$179.71	0.00%	Aaa	6.50	08/15/2028
36209SDF5	GNSF 479902 7.5 01-15-31	5218	$5,256.86	0.00%	Aaa	7.50	01/15/2031
36210AWV5	GNSF 486760 6.5 12-15-28	237	$243.77	0.00%	Aaa	6.50	12/15/2028
TUM4	US 2YR NOTE (CBT) Jun24TUM4 COMB	189	-$38,390.44	-0.01%		N/A	06/28/2024
		-925000	-$1,000,036.42	-0.27%		N/A
CASHUSD00	USD CURRENCY CASH	-32463957	-$32,463,957.25	-8.91%		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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Invesco Core Plus Fixed Income Trust - Class C

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Invesco Core Plus Fixed Income Trust - Class C

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