Invesco Short Term Bond Fund
as of 06/30/2019
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
2.00
05/31/2024
2.80
Continental Resources Inc/OK
5.00
09/15/2022
2.22
Morgan Stanley
3.23
06/10/2022
1.94
Cigna Corp
3.20
09/17/2020
1.57
Penske Truck Leasing Co Lp / PTL Fi
3.65
07/29/2021
1.42
Energy Transfer Operating LP
7.50
10/15/2020
1.30
United States Treasury Note/Bond
2.12
05/31/2021
1.30
Charter Communications Operating LL
3.58
07/23/2020
1.29
Verus Securitization Trust 2019-2
3.21
04/25/2059
1.15
Hyundai Capital America
3.95
02/01/2022
1.06
Delta Air Lines Inc
2.88
03/13/2020
1.03
Becton Dickinson and Co
2.67
12/15/2019
0.98
Broadcom Corp / Broadcom Cayman Fin
3.00
01/15/2022
0.98
CVS Health Corp
3.12
03/09/2020
0.97
Smithfield Foods Inc 144A
2.70
01/31/2020
0.97
Saudi Arabian Oil Co
2.75
04/16/2022
0.96
Ford Motor Credit Co LLC
2.68
01/09/2020
0.92
McKesson Corp
3.65
11/30/2020
0.89
Reynolds Group Issuer Inc / Reynold
5.75
10/15/2020
0.87
Sprint Spectrum Co LLC / Sprint Spe
4.74
03/20/2025
0.83
Shire Acquisitions Investments Irel
1.90
09/23/2019
0.79
CarMax Auto Owner Trust
3.13
06/15/2023
0.76
Homeward Opportunities Fund I Trust
3.45
01/25/2059
0.75
Freddie Mac Structured Agency Credi
5.20
05/25/2028
0.73
Hertz Vehicle Financing II LP
3.71
03/25/2023
0.73
Bristol-Myers Squibb Co
2.60
05/16/2022
0.70
Synovus Financial Corp
5.75
12/15/2025
0.68
Tencent Holdings Ltd
3.28
04/11/2024
0.66
Goldman Sachs Group Inc/The
5.38
03/15/2020
0.66
John Deere Capital Corp
2.95
04/01/2022
0.66
Jimmy Johns Funding LLC
3.61
07/30/2047
0.66
Amazon.com Inc
2.60
12/05/2019
0.65
Sprint Spectrum Co LLC / Sprint Spe
3.36
09/20/2021
0.65
Verus Securitization Trust 2018-3
4.11
10/25/2058
0.63
Angel Oak Mortgage Trust I LLC 2019
3.63
03/25/2049
0.63
Zions Bancorp NA
3.50
08/27/2021
0.63
Allergan Funding SCS
3.69
03/12/2020
0.63
General Motors Financial Co Inc
4.20
11/06/2021
0.62
Wells Fargo Re-REMIC Trust 2011-RR1
4.81
09/17/2047
0.61
DB Master Finance LLC
3.79
05/20/2049
0.60
Saudi Arabian Oil Co
2.88
04/16/2024
0.58
Golub Capital Partners CLO 35B Ltd
3.47
07/20/2029
0.58
Suncorp-Metway Ltd 144A
2.35
04/27/2020
0.57
Ford Motor Credit Co LLC
3.81
10/12/2021
0.57
Marriott International Inc/MD
3.12
12/01/2020
0.57
Petroleos Mexicanos
5.38
03/13/2022
0.56
Steel Dynamics Inc
5.12
10/01/2021
0.56
Dominion Energy Gas Holdings LLC
2.50
12/15/2019
0.55
Deephaven Residential Mortgage Trus
3.48
04/25/2058
0.54
Dominion Energy Inc
2.71
08/15/2021
0.53
Enterprise Products Operating LLC
4.88
08/16/2077
0.53
Morgan Stanley Capital I Trust 2017
3.09
11/15/2034
0.52
Angel Oak Mortgage Trust I LLC 2018
3.65
09/25/2048
0.52
Fannie Mae Connecticut Avenue Secur
3.85
01/25/2029
0.51
Cigna Corp
3.40
09/17/2021
0.51
Verus Securitization Trust 2019-1
3.84
02/25/2059
0.51
KNDL 2019-KNSQ Mortgage Trust
3.19
05/15/2036
0.50
Starwood Waypoint Homes 2017-1 Trus
4.34
01/17/2035
0.50
DXC Technology Co
3.47
03/01/2021
0.50
Hertz Vehicle Financing II LP
3.52
03/25/2021
0.47
Goldman Sachs Group Inc/The
6.43
12/29/2049
0.47
Mercedes-Benz Auto Lease Trust 2019
3.01
02/16/2021
0.47
Altria Group Inc
3.49
02/14/2022
0.47
United Technologies Corp
8.88
11/15/2019
0.46
Comcast Corp
5.15
03/01/2020
0.46
AIG Global Funding 144A
2.70
12/15/2021
0.46
Wendy's Funding LLC
3.78
06/15/2049
0.46
Hertz Vehicle Financing II LP
2.73
03/25/2021
0.45
Hyundai Capital America
4.30
02/01/2024
0.45
Credit Suisse Group AG 144A
3.57
01/09/2023
0.44
Alimentation Couche-Tard Inc
2.35
12/13/2019
0.44
Barclays Bank PLC 144A
10.18
06/12/2021
0.44
1011778 BC ULC / New Red Finance In
4.62
01/15/2022
0.44
Branch Banking & Trust Co
2.25
06/01/2020
0.43
JOL Air Ltd
3.97
04/15/2044
0.43
Oracle Corp
5.00
07/08/2019
0.43
VMware Inc
2.30
08/21/2020
0.43
Norwegian Air Shuttle ASA 2016-1 Cl
7.50
11/10/2023
0.43
Broadcom Inc
3.12
10/15/2022
0.43
Midcontinent Express Pipeline LLC 1
6.70
09/15/2019
0.42
Hertz Vehicle Financing II LP
3.42
05/25/2025
0.42
WestJet Airlines Ltd 144A
3.50
06/16/2021
0.42
Williams Cos Inc/The
4.12
11/15/2020
0.41
Zimmer Biomet Holdings Inc
3.17
03/19/2021
0.40
AbbVie Inc
3.38
11/14/2021
0.40
Ford Motor Credit Co LLC
3.48
10/12/2021
0.40
CGDBB Commercial Mortgage Trust 201
3.18
07/15/2032
0.40
Freddie Mac STACR Trust 2019-HQA2
3.10
04/25/2049
0.40
Barclays PLC
3.95
02/15/2023
0.38
Verus Securitization Trust 2017-SG1
2.69
11/25/2047
0.37
Tech Data Corp
3.70
02/15/2022
0.37
WEC Energy Group Inc
3.10
03/08/2022
0.36
Comcast Corp
5.70
07/01/2019
0.36
American Airlines Group Inc
5.00
06/01/2022
0.36
Rockwell Collins Inc
2.80
03/15/2022
0.35
Adani Abbot Point Terminal Pty Ltd
4.45
12/15/2022
0.35
Galton Funding Mortgage Trust 2018-
4.50
10/25/2058
0.35
Becton Dickinson and Co
2.40
06/05/2020
0.35
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.35
Starwood Mortgage Residential Trust
3.47
02/25/2049
0.34
Moody's Corp
3.25
06/07/2021
0.33
Global Bank Corp 144A
4.50
10/20/2021
0.33
Enterprise Products Operating LLC
3.50
02/01/2022
0.33
NXP BV / NXP Funding LLC 144A
4.12
06/01/2021
0.33
Ford Motor Credit Co LLC
5.08
01/07/2021
0.33
Pfizer Inc
2.80
03/11/2022
0.33
Indonesia Asahan Aluminium Persero
5.23
11/15/2021
0.33
Towd Point Mortgage Trust 2017-2 14
2.75
04/25/2057
0.33
Cardinal Health Inc
2.62
06/15/2022
0.33
SL Green Operating Partnership LP
3.50
08/16/2021
0.32
Hewlett Packard Enterprise Co
2.10
10/04/2019
0.32
Protective Life Global Funding
2.16
09/25/2020
0.32
Zions Bancorp NA
3.35
03/04/2022
0.32
WFRBS Commercial Mortgage Trust 201
5.19
09/15/2046
0.32
MVW Owner Trust 2019-1
2.89
11/20/2036
0.31
Ford Motor Credit Co LLC
5.60
01/07/2022
0.31
Cantor Fitzgerald LP 144A
6.50
06/17/2022
0.31
Analog Devices Inc
2.50
12/05/2021
0.31
Broadcom Inc
3.12
04/15/2021
0.31
Keurig Dr Pepper Inc
3.55
05/25/2021
0.30
Dell International LLC / EMC Corp
4.00
07/15/2024
0.30
Citigroup Inc
5.80
11/29/2049
0.30
Principal Life Global Funding II 14
2.15
01/10/2020
0.30
CSWF 2018-TOP
3.69
08/15/2035
0.30
Mercedes-Benz Auto Lease Trust 2019
3.10
11/15/2021
0.29
MVW Owner Trust 2013-1
2.15
04/22/2030
0.29
Castlelake Aircraft Structured Trus
3.97
04/15/2039
0.29
Volkswagen Group of America Finance
3.31
11/13/2020
0.29
AT&T Inc
2.45
06/30/2020
0.29
Plains All American Pipeline LP / P
5.75
01/15/2020
0.28
Hertz Vehicle Financing II LP
4.10
03/25/2023
0.28
Exelon Corp
2.85
06/15/2020
0.28
GlaxoSmithKline Capital PLC
2.88
06/01/2022
0.28
KNDL 2019-KNSQ Mortgage Trust
3.44
05/15/2036
0.28
AutoZone Inc
3.12
04/18/2024
0.28
Hertz Vehicle Financing II LP
3.67
05/25/2025
0.27
Delta Air Lines Inc
3.62
03/15/2022
0.27
Bunker Hill Loan Depositary Trust 2
3.61
10/26/2048
0.27
General Motors Financial Co Inc
3.55
07/08/2022
0.26
Tencent Holdings Ltd
2.98
01/19/2023
0.26
KeyBank NA/Cleveland OH 144A
2.50
11/22/2021
0.26
BP Capital Markets America Inc
2.52
09/19/2022
0.26
Wells Fargo & Co
6.18
12/31/2049
0.26
Mead Johnson Nutrition Co
4.90
11/01/2019
0.26
CGDBB Commercial Mortgage Trust 201
3.44
07/15/2032
0.26
Angel Oak Mortgage Trust I LLC 2018
3.26
04/27/2048
0.26
Morgan Stanley Capital I Trust 2017
3.24
11/15/2034
0.25
Citizens Financial Group Inc
5.50
12/29/2049
0.25
PPM CLO 3 Ltd
0.00
07/17/2030
0.25
Air Lease Corp
2.12
01/15/2020
0.25
Cigna Corp
3.75
07/15/2023
0.25
Georgia Power Co
2.85
05/15/2022
0.25
ING Groep NV
6.00
12/29/2049
0.24
Exelon Corp
3.50
06/01/2022
0.24
Sierra Timeshare 2016-1 Receivables
3.08
03/21/2033
0.24
United Airlines 2018-1 Class B Pass
4.60
03/01/2026
0.24
Triton Container Finance VI LLC
4.19
06/22/2043
0.24
Delta Air Lines 2019-1 Class AA Pas
3.20
04/25/2024
0.24
Pitney Bowes Inc
3.88
09/15/2020
0.24
VMware Inc
2.95
08/21/2022
0.24
CVS Health Corp
3.70
03/09/2023
0.24
OBX 2019-EXP1 Trust
4.00
01/25/2059
0.23
Celgene Corp
2.88
02/19/2021
0.23
Metropolitan Life Global Funding I
1.75
09/19/2019
0.23
Apex Credit CLO 2017 Ltd
3.60
04/24/2029
0.23
Hertz Vehicle Financing II LP
3.29
02/25/2024
0.22
Teva Pharmaceutical Finance Netherl
1.70
07/19/2019
0.22
L Brands Inc
5.62
02/15/2022
0.22
Daimler Finance North America LLC 1
2.25
09/03/2019
0.22
Marriott International Inc/MD
3.10
03/08/2021
0.21
CAL Funding II Ltd
4.34
09/25/2043
0.21
Caterpillar Financial Services Corp
2.75
09/07/2021
0.21
DAE Funding LLC
4.00
08/01/2020
0.21
Nordea Bank Abp 144A
5.50
12/31/2049
0.20
United Airlines 2016-2 Class B Pass
3.65
10/07/2025
0.20
Anheuser-Busch InBev Worldwide Inc
4.15
01/23/2025
0.20
International Flavors & Fragrances
3.40
09/25/2020
0.20
Philip Morris International Inc
1.88
11/01/2019
0.19
EQT Corp
2.50
10/01/2020
0.19
ICG US CLO 2016-1 Ltd
3.72
07/29/2028
0.19
Home Partners of America 2018-1 Tru
3.49
07/17/2037
0.19
Home Partners of America 2018-1 Tru
3.29
07/17/2037
0.19
Volkswagen Group of America Finance
3.48
11/12/2021
0.19
JPMorgan Chase & Co
6.05
12/31/2049
0.19
Macy's Retail Holdings Inc
4.38
09/01/2023
0.18
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.18
Avolon Holdings Funding Ltd
3.62
05/01/2022
0.18
JPMBB Commercial Mortgage Securitie
2.77
10/15/2048
0.18
ERAC USA Finance LLC 144A
2.35
10/15/2019
0.18
AT&T Inc
3.62
06/12/2024
0.18
Invitation Homes 2017-SFR2 Trust
3.84
12/17/2036
0.18
PPM CLO 3 Ltd
4.42
07/17/2030
0.18
American Airlines 2017-2 Class B Pa
3.70
10/15/2025
0.18
GS Mortgage Securities Corp II
2.73
05/10/2050
0.17
Sequoia Mortgage Trust 2013-6
3.00
05/25/2043
0.17
Morgan Stanley Bank of America Merr
2.98
07/15/2050
0.17
Morgan Stanley Capital I Trust 2017
3.39
11/15/2034
0.17
GS Mortgage Securities Trust 2012-G
4.95
01/10/2045
0.17
General Motors Financial Co Inc
3.20
07/06/2021
0.17
Invitation Homes 2017-SFR2 Trust
3.24
12/17/2036
0.17
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.17
American Airlines 2016-3 Class B Pa
3.75
10/15/2025
0.16
Deephaven Residential Mortgage Trus
2.81
10/25/2047
0.16
Continental Airlines 2009-2 Class A
7.25
05/10/2021
0.16
Delta Air Lines Inc
3.40
04/19/2021
0.16
General Motors Financial Co Inc
3.44
04/09/2021
0.16
CGDBB Commercial Mortgage Trust 201
3.99
07/15/2032
0.16
Penske Truck Leasing Co Lp / PTL Fi
3.20
07/15/2020
0.15
CenterPoint Energy Inc
6.12
12/31/2059
0.15
General Motors Financial Co Inc
3.15
01/15/2020
0.15
Phillips 66
3.12
02/26/2021
0.15
ALM VII Ltd
3.69
07/15/2029
0.14
Walgreens Boots Alliance Inc
2.70
11/18/2019
0.14
Sri Lanka Government International
6.35
06/28/2024
0.14
Alibaba Group Holding Ltd
2.50
11/28/2019
0.14
Macquarie Group Ltd 144A
6.00
01/14/2020
0.14
BBVA Bancomer SA/Texas 144A
7.25
04/22/2020
0.14
Enbridge Inc
2.90
07/15/2022
0.14
Park Aerospace Holdings Ltd 144A
5.25
08/15/2022
0.14
HCP Inc
2.62
02/01/2020
0.14
Invitation Homes 2017-SFR2 Trust
4.19
12/17/2036
0.14
Goldman Sachs Group Inc/The
3.75
04/23/2020
0.14
Hertz Vehicle Financing II LP
4.26
05/25/2025
0.13
Banco do Brasil SA/Cayman
8.50
12/31/2049
0.13
PNC Financial Services Group Inc/Th
0.13
USAA Capital Corp 144A
2.45
08/01/2020
0.13
Delta Air Lines 2019-1 Class A Pass
3.40
04/25/2024
0.12
BX Trust 2017-SLCT
3.31
07/15/2034
0.12
Sequoia Mortgage Trust 2013-3
2.00
03/25/2043
0.12
Aviation Capital Group LLC
3.25
07/30/2021
0.12
Avianca Holdings SA / Avianca Leasi
8.38
05/10/2020
0.11
Sequoia Mortgage Trust 2013-7
3.00
06/25/2043
0.11
FirstEnergy Corp
2.85
07/15/2022
0.10
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.10
COLT 2018-1 Mortgage Loan Trust
2.93
02/25/2048
0.10
Wells Fargo Commercial Mortgage Tru
2.63
05/15/2048
0.10
Bayer US Finance II LLC
2.12
07/15/2019
0.09
Invitation Homes 2017-SFR2 Trust
3.54
12/17/2036
0.09
Ford Motor Credit Co LLC
2.60
11/04/2019
0.09
Towd Point Mortgage Trust 2016-3
2.25
04/25/2056
0.09
JPMorgan Chase & Co
5.00
12/31/2099
0.09
Standard Chartered PLC
3.74
01/20/2023
0.09
Standard Chartered PLC 144A
2.10
08/19/2019
0.09
Americold 2010 LLC
3.85
01/14/2029
0.09
NextEra Energy Operating Partners L
4.25
07/15/2024
0.09
KeyBank NA/Cleveland OH
2.50
12/15/2019
0.09
Home Partners of America 2018-1 Tru
3.64
07/17/2037
0.09
Hertz Vehicle Financing II LP
4.39
02/25/2024
0.09
HCA Inc
4.25
10/15/2019
0.08
Fox Corp
4.03
01/25/2024
0.08
Barclays Bank PLC
5.14
10/14/2020
0.08
JPMBB Commercial Mortgage Securitie
2.92
05/15/2048
0.08
Angel Oak Mortgage Trust LLC
2.71
11/25/2047
0.08
United States Treasury Note/Bond
1.75
06/15/2022
0.07
Angel Oak Mortgage Trust LLC 144A
2.81
01/25/2047
0.07
Merrill Lynch Mortgage Investors Tr
4.46
11/25/2035
0.06
United States Treasury Bill
0.00
12/19/2019
0.06
Industrial & Commercial Bank of Chi
2.96
11/08/2022
0.06
First Niagara Financial Group Inc
7.25
12/15/2021
0.05
American Airlines 2013-2 Class A Pa
4.95
01/15/2023
0.05
Virgin Australia 2013-1A Pass Throu
5.00
10/23/2023
0.05
Deephaven Residential Mortgage Trus
2.71
10/25/2047
0.05
WFRBS Commercial Mortgage Trust 201
2.86
11/15/2047
0.05
America Movil SAB de CV
5.00
03/30/2020
0.04
Alternative Loan Trust 2004-8CB
2.67
06/25/2034
0.03
Deephaven Residential Mortgage Trus
2.71
06/25/2047
0.03
Fannie Mae Pool
7.00
11/01/2025
0.02
Deephaven Residential Mortgage Trus
2.61
06/25/2047
0.02
Morgan Stanley
5.62
09/23/2019
0.02
Doric Nimrod Air Alpha 2013-1 Class
6.12
11/30/2021
0.02
Fannie Mae Pool
7.00
05/01/2028
0.02
Ginnie Mae I Pool
6.50
04/15/2033
0.02
Freddie Mac Gold Pool
7.00
08/01/2028
0.02
Citigroup Mortgage Loan Trust Inc
4.43
08/25/2034
0.01
Ginnie Mae I Pool
6.50
02/15/2034
0.01
Fannie Mae Pool
7.00
08/01/2036
0.01
WFRBS Commercial Mortgage Trust 201
1.70
12/15/2045
0.01
Freddie Mac Gold Pool
7.00
01/01/2033
0.01
Wells Fargo Mortgage Backed Securit
4.97
12/25/2034
0.01
Freddie Mac REMICS
7.50
09/15/2029
0.01
Morgan Stanley Bank of America Merr
3.12
08/15/2047
0.01
Ginnie Mae I Pool
6.50
07/15/2028
0.01
Fannie Mae Pool
7.00
10/01/2029
0.01
Fannie Mae Pool
7.00
02/01/2033
0.01
Fannie Mae Pool
7.00
10/01/2032
0.01
Fannie Mae Pool
8.50
07/01/2030
0.01
Freddie Mac Gold Pool
6.00
03/01/2023
0.01
WFRBS Commercial Mortgage Trust 201
2.26
04/15/2045
0.01
Fannie Mae REMIC Trust 2004-W5
2.85
02/25/2047
0.01
Bear Stearns ARM Trust 2003-6
4.45
08/25/2033
0.01
Fannie Mae Pool
4.71
05/01/2035
0.00
Ginnie Mae I Pool
6.50
11/15/2032
0.00
Fannie Mae Pool
9.00
01/01/2030
0.00
Wells Fargo Mortgage Backed Securit
4.86
09/25/2034
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
8.50
05/01/2030
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Ginnie Mae II Pool
8.50
07/20/2027
0.00
Freddie Mac Gold Pool
8.50
08/17/2026
0.00
Banc of America Mortgage 2004-D Tru
4.86
05/25/2034
0.00
Fannie Mae Pool
8.00
07/01/2032
0.00
Ginnie Mae I Pool
6.50
07/15/2023
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Freddie Mac Gold Pool
8.50
05/01/2024
0.00
Fannie Mae Pool
6.50
12/01/2034
0.00
Freddie Mac Non Gold Pool
4.42
07/01/2036
0.00
Freddie Mac REMICS
3.39
12/15/2031
0.00
Fannie Mae Pool
4.66
11/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2035
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Freddie Mac Gold Pool
8.50
06/01/2026
0.00
Fannie Mae Pool
8.00
12/01/2026
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Fannie Mae Pool
7.50
01/01/2021
0.00
Freddie Mac REMICS
3.34
01/15/2032
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
7.00
06/01/2031
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Ginnie Mae I Pool
7.00
01/15/2030
0.00
Fannie Mae Pool
4.69
03/01/2038
0.00
Fannie Mae Pool
8.00
06/01/2029
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Ginnie Mae I Pool
6.50
12/15/2031
0.00
Freddie Mac Non Gold Pool
5.08
01/01/2038
0.00
Ginnie Mae I Pool
7.00
10/15/2026
0.00
Freddie Mac Gold Pool
7.00
10/25/2024
0.00
Ginnie Mae I Pool
7.00
11/15/2026
0.00
Freddie Mac Non Gold Pool
5.19
02/01/2037
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.50
02/01/2027
0.00
Fannie Mae Pool
7.00
12/01/2025
0.00
Fannie Mae Pool
6.50
11/01/2033
0.00
Ginnie Mae I Pool
7.75
02/15/2021
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Freddie Mac Gold Pool
7.00
10/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
11/01/2023
0.00
Fannie Mae Pool
6.50
07/01/2030
0.00
Ginnie Mae I Pool
7.00
06/15/2032
0.00
Fannie Mae Pool
7.00
02/01/2020
0.00
Fannie Mae Pool
6.50
01/01/2032
0.00
Fannie Mae Pool
8.00
03/01/2027
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Fannie Mae Pool
7.00
05/01/2029
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Ginnie Mae I Pool
7.75
11/15/2019
0.00
Fannie Mae Pool
7.00
10/01/2030
0.00
Fannie Mae Pool
7.00
08/01/2026
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
7.00
11/01/2029
0.00
Fannie Mae Pool
7.00
07/01/2026
0.00
as of 06/30/2019
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| United States Treasury Note/Bond | 2.00 | 05/31/2024 | 2.80 |
| Continental Resources Inc/OK | 5.00 | 09/15/2022 | 2.22 |
| Morgan Stanley | 3.23 | 06/10/2022 | 1.94 |
| Cigna Corp | 3.20 | 09/17/2020 | 1.57 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.65 | 07/29/2021 | 1.42 |
| Energy Transfer Operating LP | 7.50 | 10/15/2020 | 1.30 |
| United States Treasury Note/Bond | 2.12 | 05/31/2021 | 1.30 |
| Charter Communications Operating LL | 3.58 | 07/23/2020 | 1.29 |
| Verus Securitization Trust 2019-2 | 3.21 | 04/25/2059 | 1.15 |
| Hyundai Capital America | 3.95 | 02/01/2022 | 1.06 |
| Delta Air Lines Inc | 2.88 | 03/13/2020 | 1.03 |
| Becton Dickinson and Co | 2.67 | 12/15/2019 | 0.98 |
| Broadcom Corp / Broadcom Cayman Fin | 3.00 | 01/15/2022 | 0.98 |
| CVS Health Corp | 3.12 | 03/09/2020 | 0.97 |
| Smithfield Foods Inc 144A | 2.70 | 01/31/2020 | 0.97 |
| Saudi Arabian Oil Co | 2.75 | 04/16/2022 | 0.96 |
| Ford Motor Credit Co LLC | 2.68 | 01/09/2020 | 0.92 |
| McKesson Corp | 3.65 | 11/30/2020 | 0.89 |
| Reynolds Group Issuer Inc / Reynold | 5.75 | 10/15/2020 | 0.87 |
| Sprint Spectrum Co LLC / Sprint Spe | 4.74 | 03/20/2025 | 0.83 |
| Shire Acquisitions Investments Irel | 1.90 | 09/23/2019 | 0.79 |
| CarMax Auto Owner Trust | 3.13 | 06/15/2023 | 0.76 |
| Homeward Opportunities Fund I Trust | 3.45 | 01/25/2059 | 0.75 |
| Freddie Mac Structured Agency Credi | 5.20 | 05/25/2028 | 0.73 |
| Hertz Vehicle Financing II LP | 3.71 | 03/25/2023 | 0.73 |
| Bristol-Myers Squibb Co | 2.60 | 05/16/2022 | 0.70 |
| Synovus Financial Corp | 5.75 | 12/15/2025 | 0.68 |
| Tencent Holdings Ltd | 3.28 | 04/11/2024 | 0.66 |
| Goldman Sachs Group Inc/The | 5.38 | 03/15/2020 | 0.66 |
| John Deere Capital Corp | 2.95 | 04/01/2022 | 0.66 |
| Jimmy Johns Funding LLC | 3.61 | 07/30/2047 | 0.66 |
| Amazon.com Inc | 2.60 | 12/05/2019 | 0.65 |
| Sprint Spectrum Co LLC / Sprint Spe | 3.36 | 09/20/2021 | 0.65 |
| Verus Securitization Trust 2018-3 | 4.11 | 10/25/2058 | 0.63 |
| Angel Oak Mortgage Trust I LLC 2019 | 3.63 | 03/25/2049 | 0.63 |
| Zions Bancorp NA | 3.50 | 08/27/2021 | 0.63 |
| Allergan Funding SCS | 3.69 | 03/12/2020 | 0.63 |
| General Motors Financial Co Inc | 4.20 | 11/06/2021 | 0.62 |
| Wells Fargo Re-REMIC Trust 2011-RR1 | 4.81 | 09/17/2047 | 0.61 |
| DB Master Finance LLC | 3.79 | 05/20/2049 | 0.60 |
| Saudi Arabian Oil Co | 2.88 | 04/16/2024 | 0.58 |
| Golub Capital Partners CLO 35B Ltd | 3.47 | 07/20/2029 | 0.58 |
| Suncorp-Metway Ltd 144A | 2.35 | 04/27/2020 | 0.57 |
| Ford Motor Credit Co LLC | 3.81 | 10/12/2021 | 0.57 |
| Marriott International Inc/MD | 3.12 | 12/01/2020 | 0.57 |
| Petroleos Mexicanos | 5.38 | 03/13/2022 | 0.56 |
| Steel Dynamics Inc | 5.12 | 10/01/2021 | 0.56 |
| Dominion Energy Gas Holdings LLC | 2.50 | 12/15/2019 | 0.55 |
| Deephaven Residential Mortgage Trus | 3.48 | 04/25/2058 | 0.54 |
| Dominion Energy Inc | 2.71 | 08/15/2021 | 0.53 |
| Enterprise Products Operating LLC | 4.88 | 08/16/2077 | 0.53 |
| Morgan Stanley Capital I Trust 2017 | 3.09 | 11/15/2034 | 0.52 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.65 | 09/25/2048 | 0.52 |
| Fannie Mae Connecticut Avenue Secur | 3.85 | 01/25/2029 | 0.51 |
| Cigna Corp | 3.40 | 09/17/2021 | 0.51 |
| Verus Securitization Trust 2019-1 | 3.84 | 02/25/2059 | 0.51 |
| KNDL 2019-KNSQ Mortgage Trust | 3.19 | 05/15/2036 | 0.50 |
| Starwood Waypoint Homes 2017-1 Trus | 4.34 | 01/17/2035 | 0.50 |
| DXC Technology Co | 3.47 | 03/01/2021 | 0.50 |
| Hertz Vehicle Financing II LP | 3.52 | 03/25/2021 | 0.47 |
| Goldman Sachs Group Inc/The | 6.43 | 12/29/2049 | 0.47 |
| Mercedes-Benz Auto Lease Trust 2019 | 3.01 | 02/16/2021 | 0.47 |
| Altria Group Inc | 3.49 | 02/14/2022 | 0.47 |
| United Technologies Corp | 8.88 | 11/15/2019 | 0.46 |
| Comcast Corp | 5.15 | 03/01/2020 | 0.46 |
| AIG Global Funding 144A | 2.70 | 12/15/2021 | 0.46 |
| Wendy's Funding LLC | 3.78 | 06/15/2049 | 0.46 |
| Hertz Vehicle Financing II LP | 2.73 | 03/25/2021 | 0.45 |
| Hyundai Capital America | 4.30 | 02/01/2024 | 0.45 |
| Credit Suisse Group AG 144A | 3.57 | 01/09/2023 | 0.44 |
| Alimentation Couche-Tard Inc | 2.35 | 12/13/2019 | 0.44 |
| Barclays Bank PLC 144A | 10.18 | 06/12/2021 | 0.44 |
| 1011778 BC ULC / New Red Finance In | 4.62 | 01/15/2022 | 0.44 |
| Branch Banking & Trust Co | 2.25 | 06/01/2020 | 0.43 |
| JOL Air Ltd | 3.97 | 04/15/2044 | 0.43 |
| Oracle Corp | 5.00 | 07/08/2019 | 0.43 |
| VMware Inc | 2.30 | 08/21/2020 | 0.43 |
| Norwegian Air Shuttle ASA 2016-1 Cl | 7.50 | 11/10/2023 | 0.43 |
| Broadcom Inc | 3.12 | 10/15/2022 | 0.43 |
| Midcontinent Express Pipeline LLC 1 | 6.70 | 09/15/2019 | 0.42 |
| Hertz Vehicle Financing II LP | 3.42 | 05/25/2025 | 0.42 |
| WestJet Airlines Ltd 144A | 3.50 | 06/16/2021 | 0.42 |
| Williams Cos Inc/The | 4.12 | 11/15/2020 | 0.41 |
| Zimmer Biomet Holdings Inc | 3.17 | 03/19/2021 | 0.40 |
| AbbVie Inc | 3.38 | 11/14/2021 | 0.40 |
| Ford Motor Credit Co LLC | 3.48 | 10/12/2021 | 0.40 |
| CGDBB Commercial Mortgage Trust 201 | 3.18 | 07/15/2032 | 0.40 |
| Freddie Mac STACR Trust 2019-HQA2 | 3.10 | 04/25/2049 | 0.40 |
| Barclays PLC | 3.95 | 02/15/2023 | 0.38 |
| Verus Securitization Trust 2017-SG1 | 2.69 | 11/25/2047 | 0.37 |
| Tech Data Corp | 3.70 | 02/15/2022 | 0.37 |
| WEC Energy Group Inc | 3.10 | 03/08/2022 | 0.36 |
| Comcast Corp | 5.70 | 07/01/2019 | 0.36 |
| American Airlines Group Inc | 5.00 | 06/01/2022 | 0.36 |
| Rockwell Collins Inc | 2.80 | 03/15/2022 | 0.35 |
| Adani Abbot Point Terminal Pty Ltd | 4.45 | 12/15/2022 | 0.35 |
| Galton Funding Mortgage Trust 2018- | 4.50 | 10/25/2058 | 0.35 |
| Becton Dickinson and Co | 2.40 | 06/05/2020 | 0.35 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.35 |
| Starwood Mortgage Residential Trust | 3.47 | 02/25/2049 | 0.34 |
| Moody's Corp | 3.25 | 06/07/2021 | 0.33 |
| Global Bank Corp 144A | 4.50 | 10/20/2021 | 0.33 |
| Enterprise Products Operating LLC | 3.50 | 02/01/2022 | 0.33 |
| NXP BV / NXP Funding LLC 144A | 4.12 | 06/01/2021 | 0.33 |
| Ford Motor Credit Co LLC | 5.08 | 01/07/2021 | 0.33 |
| Pfizer Inc | 2.80 | 03/11/2022 | 0.33 |
| Indonesia Asahan Aluminium Persero | 5.23 | 11/15/2021 | 0.33 |
| Towd Point Mortgage Trust 2017-2 14 | 2.75 | 04/25/2057 | 0.33 |
| Cardinal Health Inc | 2.62 | 06/15/2022 | 0.33 |
| SL Green Operating Partnership LP | 3.50 | 08/16/2021 | 0.32 |
| Hewlett Packard Enterprise Co | 2.10 | 10/04/2019 | 0.32 |
| Protective Life Global Funding | 2.16 | 09/25/2020 | 0.32 |
| Zions Bancorp NA | 3.35 | 03/04/2022 | 0.32 |
| WFRBS Commercial Mortgage Trust 201 | 5.19 | 09/15/2046 | 0.32 |
| MVW Owner Trust 2019-1 | 2.89 | 11/20/2036 | 0.31 |
| Ford Motor Credit Co LLC | 5.60 | 01/07/2022 | 0.31 |
| Cantor Fitzgerald LP 144A | 6.50 | 06/17/2022 | 0.31 |
| Analog Devices Inc | 2.50 | 12/05/2021 | 0.31 |
| Broadcom Inc | 3.12 | 04/15/2021 | 0.31 |
| Keurig Dr Pepper Inc | 3.55 | 05/25/2021 | 0.30 |
| Dell International LLC / EMC Corp | 4.00 | 07/15/2024 | 0.30 |
| Citigroup Inc | 5.80 | 11/29/2049 | 0.30 |
| Principal Life Global Funding II 14 | 2.15 | 01/10/2020 | 0.30 |
| CSWF 2018-TOP | 3.69 | 08/15/2035 | 0.30 |
| Mercedes-Benz Auto Lease Trust 2019 | 3.10 | 11/15/2021 | 0.29 |
| MVW Owner Trust 2013-1 | 2.15 | 04/22/2030 | 0.29 |
| Castlelake Aircraft Structured Trus | 3.97 | 04/15/2039 | 0.29 |
| Volkswagen Group of America Finance | 3.31 | 11/13/2020 | 0.29 |
| AT&T Inc | 2.45 | 06/30/2020 | 0.29 |
| Plains All American Pipeline LP / P | 5.75 | 01/15/2020 | 0.28 |
| Hertz Vehicle Financing II LP | 4.10 | 03/25/2023 | 0.28 |
| Exelon Corp | 2.85 | 06/15/2020 | 0.28 |
| GlaxoSmithKline Capital PLC | 2.88 | 06/01/2022 | 0.28 |
| KNDL 2019-KNSQ Mortgage Trust | 3.44 | 05/15/2036 | 0.28 |
| AutoZone Inc | 3.12 | 04/18/2024 | 0.28 |
| Hertz Vehicle Financing II LP | 3.67 | 05/25/2025 | 0.27 |
| Delta Air Lines Inc | 3.62 | 03/15/2022 | 0.27 |
| Bunker Hill Loan Depositary Trust 2 | 3.61 | 10/26/2048 | 0.27 |
| General Motors Financial Co Inc | 3.55 | 07/08/2022 | 0.26 |
| Tencent Holdings Ltd | 2.98 | 01/19/2023 | 0.26 |
| KeyBank NA/Cleveland OH 144A | 2.50 | 11/22/2021 | 0.26 |
| BP Capital Markets America Inc | 2.52 | 09/19/2022 | 0.26 |
| Wells Fargo & Co | 6.18 | 12/31/2049 | 0.26 |
| Mead Johnson Nutrition Co | 4.90 | 11/01/2019 | 0.26 |
| CGDBB Commercial Mortgage Trust 201 | 3.44 | 07/15/2032 | 0.26 |
| Angel Oak Mortgage Trust I LLC 2018 | 3.26 | 04/27/2048 | 0.26 |
| Morgan Stanley Capital I Trust 2017 | 3.24 | 11/15/2034 | 0.25 |
| Citizens Financial Group Inc | 5.50 | 12/29/2049 | 0.25 |
| PPM CLO 3 Ltd | 0.00 | 07/17/2030 | 0.25 |
| Air Lease Corp | 2.12 | 01/15/2020 | 0.25 |
| Cigna Corp | 3.75 | 07/15/2023 | 0.25 |
| Georgia Power Co | 2.85 | 05/15/2022 | 0.25 |
| ING Groep NV | 6.00 | 12/29/2049 | 0.24 |
| Exelon Corp | 3.50 | 06/01/2022 | 0.24 |
| Sierra Timeshare 2016-1 Receivables | 3.08 | 03/21/2033 | 0.24 |
| United Airlines 2018-1 Class B Pass | 4.60 | 03/01/2026 | 0.24 |
| Triton Container Finance VI LLC | 4.19 | 06/22/2043 | 0.24 |
| Delta Air Lines 2019-1 Class AA Pas | 3.20 | 04/25/2024 | 0.24 |
| Pitney Bowes Inc | 3.88 | 09/15/2020 | 0.24 |
| VMware Inc | 2.95 | 08/21/2022 | 0.24 |
| CVS Health Corp | 3.70 | 03/09/2023 | 0.24 |
| OBX 2019-EXP1 Trust | 4.00 | 01/25/2059 | 0.23 |
| Celgene Corp | 2.88 | 02/19/2021 | 0.23 |
| Metropolitan Life Global Funding I | 1.75 | 09/19/2019 | 0.23 |
| Apex Credit CLO 2017 Ltd | 3.60 | 04/24/2029 | 0.23 |
| Hertz Vehicle Financing II LP | 3.29 | 02/25/2024 | 0.22 |
| Teva Pharmaceutical Finance Netherl | 1.70 | 07/19/2019 | 0.22 |
| L Brands Inc | 5.62 | 02/15/2022 | 0.22 |
| Daimler Finance North America LLC 1 | 2.25 | 09/03/2019 | 0.22 |
| Marriott International Inc/MD | 3.10 | 03/08/2021 | 0.21 |
| CAL Funding II Ltd | 4.34 | 09/25/2043 | 0.21 |
| Caterpillar Financial Services Corp | 2.75 | 09/07/2021 | 0.21 |
| DAE Funding LLC | 4.00 | 08/01/2020 | 0.21 |
| Nordea Bank Abp 144A | 5.50 | 12/31/2049 | 0.20 |
| United Airlines 2016-2 Class B Pass | 3.65 | 10/07/2025 | 0.20 |
| Anheuser-Busch InBev Worldwide Inc | 4.15 | 01/23/2025 | 0.20 |
| International Flavors & Fragrances | 3.40 | 09/25/2020 | 0.20 |
| Philip Morris International Inc | 1.88 | 11/01/2019 | 0.19 |
| EQT Corp | 2.50 | 10/01/2020 | 0.19 |
| ICG US CLO 2016-1 Ltd | 3.72 | 07/29/2028 | 0.19 |
| Home Partners of America 2018-1 Tru | 3.49 | 07/17/2037 | 0.19 |
| Home Partners of America 2018-1 Tru | 3.29 | 07/17/2037 | 0.19 |
| Volkswagen Group of America Finance | 3.48 | 11/12/2021 | 0.19 |
| JPMorgan Chase & Co | 6.05 | 12/31/2049 | 0.19 |
| Macy's Retail Holdings Inc | 4.38 | 09/01/2023 | 0.18 |
| Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.18 |
| Avolon Holdings Funding Ltd | 3.62 | 05/01/2022 | 0.18 |
| JPMBB Commercial Mortgage Securitie | 2.77 | 10/15/2048 | 0.18 |
| ERAC USA Finance LLC 144A | 2.35 | 10/15/2019 | 0.18 |
| AT&T Inc | 3.62 | 06/12/2024 | 0.18 |
| Invitation Homes 2017-SFR2 Trust | 3.84 | 12/17/2036 | 0.18 |
| PPM CLO 3 Ltd | 4.42 | 07/17/2030 | 0.18 |
| American Airlines 2017-2 Class B Pa | 3.70 | 10/15/2025 | 0.18 |
| GS Mortgage Securities Corp II | 2.73 | 05/10/2050 | 0.17 |
| Sequoia Mortgage Trust 2013-6 | 3.00 | 05/25/2043 | 0.17 |
| Morgan Stanley Bank of America Merr | 2.98 | 07/15/2050 | 0.17 |
| Morgan Stanley Capital I Trust 2017 | 3.39 | 11/15/2034 | 0.17 |
| GS Mortgage Securities Trust 2012-G | 4.95 | 01/10/2045 | 0.17 |
| General Motors Financial Co Inc | 3.20 | 07/06/2021 | 0.17 |
| Invitation Homes 2017-SFR2 Trust | 3.24 | 12/17/2036 | 0.17 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.17 |
| American Airlines 2016-3 Class B Pa | 3.75 | 10/15/2025 | 0.16 |
| Deephaven Residential Mortgage Trus | 2.81 | 10/25/2047 | 0.16 |
| Continental Airlines 2009-2 Class A | 7.25 | 05/10/2021 | 0.16 |
| Delta Air Lines Inc | 3.40 | 04/19/2021 | 0.16 |
| General Motors Financial Co Inc | 3.44 | 04/09/2021 | 0.16 |
| CGDBB Commercial Mortgage Trust 201 | 3.99 | 07/15/2032 | 0.16 |
| Penske Truck Leasing Co Lp / PTL Fi | 3.20 | 07/15/2020 | 0.15 |
| CenterPoint Energy Inc | 6.12 | 12/31/2059 | 0.15 |
| General Motors Financial Co Inc | 3.15 | 01/15/2020 | 0.15 |
| Phillips 66 | 3.12 | 02/26/2021 | 0.15 |
| ALM VII Ltd | 3.69 | 07/15/2029 | 0.14 |
| Walgreens Boots Alliance Inc | 2.70 | 11/18/2019 | 0.14 |
| Sri Lanka Government International | 6.35 | 06/28/2024 | 0.14 |
| Alibaba Group Holding Ltd | 2.50 | 11/28/2019 | 0.14 |
| Macquarie Group Ltd 144A | 6.00 | 01/14/2020 | 0.14 |
| BBVA Bancomer SA/Texas 144A | 7.25 | 04/22/2020 | 0.14 |
| Enbridge Inc | 2.90 | 07/15/2022 | 0.14 |
| Park Aerospace Holdings Ltd 144A | 5.25 | 08/15/2022 | 0.14 |
| HCP Inc | 2.62 | 02/01/2020 | 0.14 |
| Invitation Homes 2017-SFR2 Trust | 4.19 | 12/17/2036 | 0.14 |
| Goldman Sachs Group Inc/The | 3.75 | 04/23/2020 | 0.14 |
| Hertz Vehicle Financing II LP | 4.26 | 05/25/2025 | 0.13 |
| Banco do Brasil SA/Cayman | 8.50 | 12/31/2049 | 0.13 |
| PNC Financial Services Group Inc/Th | 0.13 | ||
| USAA Capital Corp 144A | 2.45 | 08/01/2020 | 0.13 |
| Delta Air Lines 2019-1 Class A Pass | 3.40 | 04/25/2024 | 0.12 |
| BX Trust 2017-SLCT | 3.31 | 07/15/2034 | 0.12 |
| Sequoia Mortgage Trust 2013-3 | 2.00 | 03/25/2043 | 0.12 |
| Aviation Capital Group LLC | 3.25 | 07/30/2021 | 0.12 |
| Avianca Holdings SA / Avianca Leasi | 8.38 | 05/10/2020 | 0.11 |
| Sequoia Mortgage Trust 2013-7 | 3.00 | 06/25/2043 | 0.11 |
| FirstEnergy Corp | 2.85 | 07/15/2022 | 0.10 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.10 |
| COLT 2018-1 Mortgage Loan Trust | 2.93 | 02/25/2048 | 0.10 |
| Wells Fargo Commercial Mortgage Tru | 2.63 | 05/15/2048 | 0.10 |
| Bayer US Finance II LLC | 2.12 | 07/15/2019 | 0.09 |
| Invitation Homes 2017-SFR2 Trust | 3.54 | 12/17/2036 | 0.09 |
| Ford Motor Credit Co LLC | 2.60 | 11/04/2019 | 0.09 |
| Towd Point Mortgage Trust 2016-3 | 2.25 | 04/25/2056 | 0.09 |
| JPMorgan Chase & Co | 5.00 | 12/31/2099 | 0.09 |
| Standard Chartered PLC | 3.74 | 01/20/2023 | 0.09 |
| Standard Chartered PLC 144A | 2.10 | 08/19/2019 | 0.09 |
| Americold 2010 LLC | 3.85 | 01/14/2029 | 0.09 |
| NextEra Energy Operating Partners L | 4.25 | 07/15/2024 | 0.09 |
| KeyBank NA/Cleveland OH | 2.50 | 12/15/2019 | 0.09 |
| Home Partners of America 2018-1 Tru | 3.64 | 07/17/2037 | 0.09 |
| Hertz Vehicle Financing II LP | 4.39 | 02/25/2024 | 0.09 |
| HCA Inc | 4.25 | 10/15/2019 | 0.08 |
| Fox Corp | 4.03 | 01/25/2024 | 0.08 |
| Barclays Bank PLC | 5.14 | 10/14/2020 | 0.08 |
| JPMBB Commercial Mortgage Securitie | 2.92 | 05/15/2048 | 0.08 |
| Angel Oak Mortgage Trust LLC | 2.71 | 11/25/2047 | 0.08 |
| United States Treasury Note/Bond | 1.75 | 06/15/2022 | 0.07 |
| Angel Oak Mortgage Trust LLC 144A | 2.81 | 01/25/2047 | 0.07 |
| Merrill Lynch Mortgage Investors Tr | 4.46 | 11/25/2035 | 0.06 |
| United States Treasury Bill | 0.00 | 12/19/2019 | 0.06 |
| Industrial & Commercial Bank of Chi | 2.96 | 11/08/2022 | 0.06 |
| First Niagara Financial Group Inc | 7.25 | 12/15/2021 | 0.05 |
| American Airlines 2013-2 Class A Pa | 4.95 | 01/15/2023 | 0.05 |
| Virgin Australia 2013-1A Pass Throu | 5.00 | 10/23/2023 | 0.05 |
| Deephaven Residential Mortgage Trus | 2.71 | 10/25/2047 | 0.05 |
| WFRBS Commercial Mortgage Trust 201 | 2.86 | 11/15/2047 | 0.05 |
| America Movil SAB de CV | 5.00 | 03/30/2020 | 0.04 |
| Alternative Loan Trust 2004-8CB | 2.67 | 06/25/2034 | 0.03 |
| Deephaven Residential Mortgage Trus | 2.71 | 06/25/2047 | 0.03 |
| Fannie Mae Pool | 7.00 | 11/01/2025 | 0.02 |
| Deephaven Residential Mortgage Trus | 2.61 | 06/25/2047 | 0.02 |
| Morgan Stanley | 5.62 | 09/23/2019 | 0.02 |
| Doric Nimrod Air Alpha 2013-1 Class | 6.12 | 11/30/2021 | 0.02 |
| Fannie Mae Pool | 7.00 | 05/01/2028 | 0.02 |
| Ginnie Mae I Pool | 6.50 | 04/15/2033 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.02 |
| Citigroup Mortgage Loan Trust Inc | 4.43 | 08/25/2034 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 02/15/2034 | 0.01 |
| Fannie Mae Pool | 7.00 | 08/01/2036 | 0.01 |
| WFRBS Commercial Mortgage Trust 201 | 1.70 | 12/15/2045 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2033 | 0.01 |
| Wells Fargo Mortgage Backed Securit | 4.97 | 12/25/2034 | 0.01 |
| Freddie Mac REMICS | 7.50 | 09/15/2029 | 0.01 |
| Morgan Stanley Bank of America Merr | 3.12 | 08/15/2047 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 07/15/2028 | 0.01 |
| Fannie Mae Pool | 7.00 | 10/01/2029 | 0.01 |
| Fannie Mae Pool | 7.00 | 02/01/2033 | 0.01 |
| Fannie Mae Pool | 7.00 | 10/01/2032 | 0.01 |
| Fannie Mae Pool | 8.50 | 07/01/2030 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2023 | 0.01 |
| WFRBS Commercial Mortgage Trust 201 | 2.26 | 04/15/2045 | 0.01 |
| Fannie Mae REMIC Trust 2004-W5 | 2.85 | 02/25/2047 | 0.01 |
| Bear Stearns ARM Trust 2003-6 | 4.45 | 08/25/2033 | 0.01 |
| Fannie Mae Pool | 4.71 | 05/01/2035 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.00 |
| Fannie Mae Pool | 9.00 | 01/01/2030 | 0.00 |
| Wells Fargo Mortgage Backed Securit | 4.86 | 09/25/2034 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 8.50 | 05/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Ginnie Mae II Pool | 8.50 | 07/20/2027 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/17/2026 | 0.00 |
| Banc of America Mortgage 2004-D Tru | 4.86 | 05/25/2034 | 0.00 |
| Fannie Mae Pool | 8.00 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 07/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2034 | 0.00 |
| Freddie Mac Non Gold Pool | 4.42 | 07/01/2036 | 0.00 |
| Freddie Mac REMICS | 3.39 | 12/15/2031 | 0.00 |
| Fannie Mae Pool | 4.66 | 11/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2035 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 06/01/2026 | 0.00 |
| Fannie Mae Pool | 8.00 | 12/01/2026 | 0.00 |
| Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
| Fannie Mae Pool | 7.50 | 01/01/2021 | 0.00 |
| Freddie Mac REMICS | 3.34 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2031 | 0.00 |
| Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2030 | 0.00 |
| Fannie Mae Pool | 4.69 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 8.00 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 12/15/2031 | 0.00 |
| Freddie Mac Non Gold Pool | 5.08 | 01/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2026 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/25/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2026 | 0.00 |
| Freddie Mac Non Gold Pool | 5.19 | 02/01/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.75 | 02/15/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2020 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2032 | 0.00 |
| Fannie Mae Pool | 8.00 | 03/01/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 05/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.75 | 11/15/2019 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2026 | 0.00 |