Invesco Core Plus Bond Fund

as of 12/31/2018

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
United States Treasury Note/Bond 2.62 12/31/2023 4.54
United States Treasury Note/Bond 3.12 11/15/2028 3.88
Wells Fargo & Co Conv Pfd 1.72
United States Treasury Note/Bond 3.00 08/15/2048 1.72
Ginnie Mae II Pool 3.00 01/01/2049 1.53
1.36
Fannie Mae Pool 3.50 01/01/2049 1.12
AerCap Global Aviation Trust 144A 6.50 06/15/2045 1.08
Fannie Mae Pool 2.50 01/01/2034 1.05
Fannie Mae Pool 3.50 01/01/2034 1.04
Turkey Government International Bon 7.25 12/23/2023 1.01
Fannie Mae Pool 4.00 12/01/2048 0.97
Fannie Mae Pool 4.00 12/01/2048 0.90
AT&T Inc 5.15 02/15/2050 0.88
Invitation Homes 2018-SFR1 Trust 3.16 03/17/2037 0.82
Sprint Spectrum Co LLC / Sprint Spe 5.15 03/20/2028 0.79
Sprint Spectrum Co LLC / Sprint Spe 4.74 03/20/2025 0.77
Plains All American Pipeline LP 6.12 12/31/2099 0.73
General Motors Financial Co Inc 6.50 12/31/2059 0.67
Freeport-McMoRan Inc 3.10 03/15/2020 0.64
Avery Point VI CLO Ltd 3.63 08/05/2027 0.62
Continental Resources Inc/OK 5.00 09/15/2022 0.60
CenterPoint Energy Inc 6.12 12/31/2059 0.59
United States Treasury Bill 0.00 01/24/2019 0.52
United States Treasury Note/Bond 3.12 05/15/2048 0.51
Energy Transfer Partners LP 6.25 12/31/2099 0.50
Cooperatieve Rabobank UA 144A 11.00 12/29/2049 0.49
Sprint Spectrum Co LLC / Sprint Spe 3.36 09/20/2021 0.49
Morgan Stanley Capital I Trust 2017 3.16 11/15/2034 0.48
Wabtec Corp 4.70 09/15/2028 0.47
Refinitiv US Holdings Inc 6.55 10/01/2025 0.46
OCP CLO 2014-7 Ltd 3.59 07/20/2029 0.46
Jimmy Johns Funding LLC 3.61 07/30/2047 0.45
CGDBB Commercial Mortgage Trust 201 3.51 07/15/2032 0.44
Starwood Waypoint Homes 2017-1 Trus 4.41 01/17/2035 0.43
Norwegian Air Shuttle ASA 2016-1 Cl 7.50 11/10/2023 0.43
Petroleos Mexicanos 6.50 01/23/2029 0.43
InTown Hotel Portfolio Trust 2018-S 3.16 01/15/2033 0.42
Athene Holding Ltd 4.12 01/12/2028 0.41
Bayer US Finance II LLC 3.80 12/15/2023 0.41
United States Treasury Note/Bond 2.62 12/15/2021 0.40
JPMorgan Chase & Co 3.37 07/23/2024 0.40
MDC Holdings Inc 6.00 01/15/2043 0.40
Controladora Mabe SA de CV 5.60 10/23/2028 0.38
DB Master Finance LLC 3.98 02/20/2045 0.38
Cigna Corp 3.33 07/15/2023 0.38
Verus Securitization Trust 2018-1 2.93 02/25/2048 0.37
Hertz Vehicle Financing II LP 2.73 03/25/2021 0.36
SASOL Financing USA LLC 5.88 03/27/2024 0.35
NXP BV / NXP Funding LLC 144A 3.88 09/01/2022 0.35
Reynolds Group Issuer Inc / Reynold 5.75 10/15/2020 0.35
Dell International LLC / EMC Corp 1 8.35 07/15/2046 0.34
CSWF 2018-TOP 3.76 08/15/2035 0.34
JPMBB Commercial Mortgage Securitie 4.89 01/15/2047 0.34
Angel Oak Mortgage Trust I LLC 2018 3.26 04/27/2048 0.34
Freddie Mac Gold Pool 4.50 02/01/2040 0.34
Hanwha Life Insurance Co Ltd 4.70 04/23/2048 0.33
Williams Cos Inc/The 4.12 11/15/2020 0.33
Cigna Corp 3.75 07/15/2023 0.33
CGDBB Commercial Mortgage Trust 201 3.25 07/15/2032 0.33
BNP Paribas SA 4.38 03/01/2033 0.33
Deephaven Residential Mortgage Trus 2.98 12/25/2057 0.31
Adani Abbot Point Terminal Pty Ltd 4.45 12/15/2022 0.31
Fannie Mae Connecticut Avenue Secur 5.51 10/25/2029 0.31
Electricite de France SA 4.88 09/21/2038 0.31
Concho Resources Inc 4.38 01/15/2025 0.31
United Airlines 2018-1 Class AA Pas 3.50 03/01/2030 0.31
MAD Mortgage Trust 2017-330M 3.19 08/15/2034 0.30
Oztel Holdings SPC Ltd 6.62 04/24/2028 0.30
Australia & New Zealand Banking Gro 6.75 12/31/2049 0.30
ICG US CLO 2016-1 Ltd 3.65 07/29/2028 0.30
United Airlines 2018-1 Class A Pass 3.70 03/01/2030 0.30
MetLife Inc 5.88 12/31/2099 0.30
Fannie Mae Connecticut Avenue Secur 5.36 11/25/2029 0.30
Morgan Stanley 3.59 07/22/2028 0.30
1011778 BC ULC / New Red Finance In 5.00 10/15/2025 0.29
Thunderbolt II Aircraft Lease Ltd 4.15 09/15/2038 0.29
Oztel Holdings SPC Ltd 5.62 10/24/2023 0.29
Enterprise Products Operating LLC 4.88 08/16/2077 0.29
Banco del Estado de Chile 2.67 01/08/2021 0.29
MPLX LP 5.50 02/15/2049 0.29
Chase Mortgage Trust 2016-2 3.75 12/25/2045 0.29
QVC Inc 5.45 08/15/2034 0.29
Goldman Sachs Group Inc/The Pfd 0.29
Triton Container Finance VI LLC 4.19 06/22/2043 0.28
HCA Inc 5.50 06/15/2047 0.28
Wendy's Funding LLC 3.88 03/15/2048 0.28
HSBC Holdings PLC 6.00 12/31/2049 0.28
BOC Aviation Ltd 3.50 09/26/2023 0.27
Societe Generale SA 6.75 12/31/2049 0.27
Tencent Holdings Ltd 3.60 01/19/2028 0.27
Citigroup Inc 4.45 09/29/2027 0.27
Ginnie Mae II Pool 4.00 03/20/2048 0.26
Aviation Capital Group LLC 3.50 11/01/2027 0.26
Freddie Mac Gold Pool 4.50 05/01/2041 0.26
JPMorgan Chase & Co 5.99 12/31/2049 0.26
BX Trust 2017-SLCT 3.38 07/15/2034 0.25
CAL Funding II Ltd 4.34 09/25/2043 0.25
JPMorgan Chase & Co 3.62 05/15/2047 0.25
Kinder Morgan Inc/DE 7.75 01/15/2032 0.25
Broadcom Corp / Broadcom Cayman Fin 3.00 01/15/2022 0.25
Targa Resources Partners LP / Targa 5.25 05/01/2023 0.25
Jimmy Johns Funding LLC 4.85 07/30/2047 0.25
HMH Trust 2017-NSS 3.06 07/05/2031 0.25
Electricite de France SA 5.00 09/21/2048 0.24
SMBC Aviation Capital Finance DAC 4.12 07/15/2023 0.24
Freddie Mac Structured Agency Credi 5.16 12/25/2029 0.24
JP Morgan Trust 2015-3 144A 3.68 05/25/2045 0.24
Ford Motor Credit Co LLC 4.69 06/09/2025 0.24
Morgan Stanley Capital I Trust 2017 3.31 11/15/2034 0.23
Energy Transfer Partners LP 6.62 12/31/2099 0.23
Buckeye Partners LP 5.60 10/15/2044 0.23
JPMorgan Chase & Co 2.29 08/15/2021 0.23
Oman Government International Bond 4.12 01/17/2023 0.23
Crown Castle International Corp 3.80 02/15/2028 0.23
Thunderbolt II Aircraft Lease Ltd 5.07 09/15/2038 0.23
Wells Fargo & Co 5.38 11/02/2043 0.23
Barclays PLC 7.75 12/31/2099 0.23
InTown Hotel Portfolio Trust 2018-S 3.51 01/15/2033 0.23
Cigna Corp 3.40 09/17/2021 0.23
American Airlines 2017-2 Class A Pa 3.60 10/15/2029 0.22
1011778 BC ULC / New Red Finance In 4.62 01/15/2022 0.22
Ford Motor Credit Co LLC 3.81 10/12/2021 0.22
IRB Holding Corp 6.75 02/15/2026 0.22
Carlyle Finance LLC 5.65 09/15/2048 0.22
Royal Caribbean Cruises Ltd 3.70 03/15/2028 0.22
Toll Brothers Finance Corp 4.35 02/15/2028 0.22
Hertz Vehicle Financing II LP 3.29 02/25/2024 0.22
Zimmer Biomet Holdings Inc 3.55 03/19/2021 0.22
Home Partners of America 2018-1 Tru 3.36 07/17/2037 0.22
DP World Ltd 5.62 09/25/2048 0.21
Trust F/1401 144A 5.25 01/30/2026 0.21
Avianca Holdings SA / Avianca Leasi 8.38 05/10/2020 0.21
Deephaven Residential Mortgage Trus 2.58 10/25/2047 0.21
Home Partners of America 2018-1 Tru 3.56 07/17/2037 0.21
Delta Air Lines Inc 2.60 12/04/2020 0.21
MetLife Inc 5.25 12/31/2049 0.21
Volkswagen Group of America Finance 3.56 11/12/2021 0.21
Pitney Bowes Inc 3.88 10/01/2021 0.21
Delta Air Lines Inc 3.62 03/15/2022 0.20
Abu Dhabi Crude Oil Pipeline LLC 3.65 11/02/2029 0.20
Keurig Dr Pepper Inc 3.55 05/25/2021 0.20
Fairfax Financial Holdings Ltd 4.85 04/17/2028 0.20
Lloyds Banking Group PLC 7.50 12/31/2099 0.20
James Hardie International Finance 5.00 01/15/2028 0.20
Goldman Sachs Group Inc/The 3.27 09/29/2025 0.20
Citigroup Inc 5.50 09/13/2025 0.20
Bank of America Corp 3.59 07/21/2028 0.20
Global Bank Corp 144A 4.50 10/20/2021 0.20
Perusahaan Listrik Negara PT 6.25 01/25/2049 0.19
Verus Securitization Trust 2018-3 4.11 10/25/2058 0.19
Deutsche Mortgage Securities Inc Re 3.66 06/27/2037 0.19
Dell International LLC / EMC Corp 1 4.42 06/15/2021 0.19
Elanco Animal Health Inc 3.91 08/27/2021 0.19
Barclays PLC 6.62 12/31/2049 0.19
American Equity Investment Life Hol 5.00 06/15/2027 0.19
Bayer US Finance II LLC 3.88 12/15/2023 0.19
Delta Air Lines Inc 4.38 04/19/2028 0.19
SASOL Financing USA LLC 6.50 09/27/2028 0.19
Tencent Holdings Ltd 3.92 01/19/2038 0.19
CSC Holdings LLC 5.38 02/01/2028 0.19
Air Canada 2017-1 Class B Pass Thro 3.70 01/15/2026 0.19
Air Lease Corp 3.00 09/15/2023 0.18
HSBC Holdings PLC 3.64 05/18/2024 0.18
BNP Paribas SA 2.38 05/21/2020 0.18
ABN AMRO Bank NV 144A 2.45 06/04/2020 0.18
Freddie Mac Gold Pool 4.50 10/01/2046 0.18
Credit Suisse Group AG 7.25 12/31/2049 0.18
Air Canada 2017-1 Class A Pass Thro 3.55 01/15/2030 0.18
VMware Inc 2.30 08/21/2020 0.18
Volkswagen Group of America Finance 3.39 11/13/2020 0.18
Raymond James Financial Inc 4.95 07/15/2046 0.17
Goldman Sachs Group Inc/The 5.00 12/31/2049 0.17
Fannie Mae Pool 3.50 12/01/2030 0.17
Morgan Stanley Pfd 0.17
L Brands Inc 5.62 02/15/2022 0.17
Citigroup Inc 6.25 12/29/2049 0.17
Credit Suisse Group AG 7.50 12/31/2049 0.17
Westpac Banking Corp/New Zealand 5.00 12/31/2099 0.17
DAE Funding LLC 4.00 08/01/2020 0.17
CSX Corp 4.65 03/01/2068 0.17
Galton Funding Mortgage Trust 2017- 3.50 11/25/2057 0.17
United Airlines 2016-1 Class B Pass 3.65 01/07/2026 0.17
American Airlines 2017-1 Class AA P 3.65 02/15/2029 0.16
General Motors Financial Co Inc 3.26 04/09/2021 0.16
Charter Communications Operating LL 5.75 04/01/2048 0.16
Invitation Homes 2017-SFR2 Trust 3.91 12/17/2036 0.16
Capital One Financial Corp 3.75 03/09/2027 0.16
Natixis Commercial Mortgage Securit 3.79 11/15/2032 0.16
Morgan Stanley Capital I Trust 2017 3.46 11/15/2034 0.16
Dow Chemical Co/The 4.80 11/30/2028 0.16
Pacific Life Insurance Co 4.30 10/24/2067 0.16
American Airlines 2017-2 Class B Pa 3.70 10/15/2025 0.16
Comcast Corp 4.60 10/15/2038 0.16
Invitation Homes 2017-SFR2 Trust 3.31 12/17/2036 0.16
Prudential Financial Inc 5.62 06/15/2043 0.16
Anheuser-Busch Cos LLC / Anheuser-B 3.65 02/01/2026 0.16
Aviation Capital Group LLC 4.12 08/01/2025 0.16
Goldman Sachs Group Inc/The 3.75 05/22/2025 0.16
CRH America Finance Inc 3.95 04/04/2028 0.16
WFRBS Commercial Mortgage Trust 201 4.70 04/15/2045 0.16
BBVA Bancomer SA/Texas 144A 7.25 04/22/2020 0.15
Tencent Holdings Ltd 144A 3.38 05/02/2019 0.15
AIG Global Funding 144A 2.70 12/15/2021 0.15
United States Treasury Note/Bond 2.50 12/31/2020 0.15
Standard Industries Inc/NJ 4.75 01/15/2028 0.15
Natura Cosmeticos SA 5.38 02/01/2023 0.15
JPMorgan Chase & Co 3.78 02/01/2028 0.15
Minerva Luxembourg SA 5.88 01/19/2028 0.15
Carlyle Holdings II Finance LLC 144 5.62 03/30/2043 0.15
Dell International LLC / EMC Corp 1 6.02 06/15/2026 0.15
Banco do Brasil SA/Cayman 8.50 12/31/2049 0.15
Kinder Morgan Energy Partners LP 2.65 02/01/2019 0.15
Standard Chartered PLC 144A 7.75 12/31/2049 0.15
Apollo Management Holdings LP 144A 4.00 05/30/2024 0.15
Freddie Mac Whole Loan Securities T 3.50 05/25/2047 0.15
COLT 2018-1 Mortgage Loan Trust 2.93 02/25/2048 0.15
United Airlines 2016-2 Class B Pass 3.65 10/07/2025 0.15
Fannie Mae Pool 3.50 10/01/2046 0.15
ING Bank NV 144A 2.75 03/22/2021 0.15
United Airlines 2018-1 Class B Pass 4.60 03/01/2026 0.14
COMM 2015-CCRE25 Mortgage Trust 4.54 08/10/2048 0.14
MPLX LP 4.80 02/15/2029 0.14
Fannie Mae Pool 3.50 11/01/2046 0.14
Enterprise Products Operating LLC 4.80 02/01/2049 0.14
SUZANO AUSTRIA GMBH 7.000 MAR 16 47 7.00 03/16/2047 0.14
Latam Airlines 2015-1 Pass Through 4.20 11/15/2027 0.14
XLIT Ltd 5.50 03/31/2045 0.14
Synovus Financial Corp 3.12 11/01/2022 0.14
WFRBS Commercial Mortgage Trust 201 5.67 11/15/2044 0.14
CFCRE Commercial Mortgage Trust 201 5.76 12/15/2047 0.14
JPMBB Commercial Mortgage Securitie 4.74 03/15/2049 0.14
JPMorgan Chase & Co 3.62 12/01/2027 0.14
Ford Motor Credit Co LLC 2.68 01/09/2020 0.14
Towd Point Mortgage Trust 2017-2 14 2.75 04/25/2057 0.14
Morgan Stanley 4.35 09/08/2026 0.14
American Airlines 2017-1 Class B Pa 4.95 02/15/2025 0.14
Regency Centers LP 4.12 03/15/2028 0.14
Tencent Holdings Ltd 2.98 01/19/2023 0.14
NXP BV / NXP Funding LLC 144A 4.62 06/01/2023 0.14
Aviation Capital Group LLC 3.19 07/30/2021 0.13
Bank of America Corp 4.20 08/26/2024 0.13
Air Canada 2017-1 Class AA Pass Thr 3.30 01/15/2030 0.13
Synchrony Financial 4.50 07/23/2025 0.13
Constellation Brands Inc 3.21 11/15/2021 0.13
HCP Inc 4.00 12/01/2022 0.13
JP Morgan Chase Commercial Mortgage 3.81 12/15/2047 0.13
UnitedHealth Group Inc 3.88 12/15/2028 0.13
HCP Inc 4.25 11/15/2023 0.13
Jamaica Government International Bo 7.88 07/28/2045 0.13
Alibaba Group Holding Ltd 4.40 12/06/2057 0.13
CGDBB Commercial Mortgage Trust 201 4.06 07/15/2032 0.13
Charter Communications Operating LL 5.38 04/01/2038 0.13
Alibaba Group Holding Ltd 4.20 12/06/2047 0.13
Western Gas Partners LP 5.30 03/01/2048 0.13
Chase Mortgage Trust 2016-2 3.75 12/25/2045 0.13
UBS-Citigroup Commercial Mortgage T 6.05 01/10/2045 0.13
Enterprise Products Operating LLC 3.50 02/01/2022 0.13
Wabtec Corp 4.15 03/15/2024 0.12
Delta Air Lines Inc 2.88 03/13/2020 0.12
Invitation Homes 2017-SFR2 Trust 4.26 12/17/2036 0.12
Wells Fargo Mortgage Backed Securit 4.50 10/25/2035 0.12
E*TRADE Financial Corp 5.30 12/31/2049 0.12
AT&T Inc 5.70 03/01/2057 0.12
American Airlines 2016-3 Class B Pa 3.75 10/15/2025 0.12
Cox Communications Inc 144A 3.35 09/15/2026 0.12
Comcast Corp 3.95 10/15/2025 0.12
Fannie Mae Pool 3.50 10/01/2046 0.12
COMM 2016-GCT Mortgage Trust 3.09 08/10/2029 0.12
Delta Air Lines Inc 3.80 04/19/2023 0.12
UBS AG/Stamford CT 4.88 08/04/2020 0.12
Banc of America Commercial Mortgage 3.99 09/15/2048 0.12
SMBC Aviation Capital Finance DAC 3.00 07/15/2022 0.12
Ally Financial Inc 4.12 03/30/2020 0.12
AbbVie Inc 3.75 11/14/2023 0.12
Huntington Bancshares Inc/OH 5.70 12/31/2049 0.12
Fannie Mae Pool 3.50 10/01/2046 0.12
Citigroup Inc 4.65 07/23/2048 0.12
Fidelity National Information Servi 4.50 08/15/2046 0.11
American Airlines 2016-3 Class AA P 3.00 10/15/2028 0.11
United States Treasury Note/Bond 2.62 12/31/2025 0.11
Bank of America Corp 6.25 12/31/2049 0.11
Morgan Stanley 5.50 07/28/2021 0.11
Fannie Mae Pool 3.50 10/01/2046 0.11
CGDBB Commercial Mortgage Trust 201 3.43 07/15/2032 0.11
Charter Communications Operating LL 5.38 05/01/2047 0.11
HD Supply Inc 5.38 10/15/2026 0.11
Fannie Mae Pool 3.50 09/01/2046 0.11
Petroleos Mexicanos 6.50 03/13/2027 0.11
Meredith Corp 6.88 02/01/2026 0.11
Analog Devices Inc 3.12 12/05/2023 0.11
General Motors Financial Co Inc 3.15 01/15/2020 0.11
Southern Co/The 5.50 03/15/2057 0.11
Wells Fargo & Co 4.75 12/07/2046 0.11
Enterprise Products Operating LLC 4.15 10/16/2028 0.11
Standard Chartered PLC 3.56 01/20/2023 0.11
BPCE SA 12.50 12/31/2099 0.10
Verus Securitization Trust 2018-3 4.59 10/25/2058 0.10
Blackstone Holdings Finance Co LLC 5.00 06/15/2044 0.10
Alfa SAB de CV 6.88 03/25/2044 0.10
Fannie Mae Pool 3.00 08/01/2043 0.10
WFRBS Commercial Mortgage Trust 201 4.47 08/15/2046 0.10
Anheuser-Busch Cos LLC / Anheuser-B 4.90 02/01/2046 0.10
Nordea Bank Abp 144A 5.50 12/31/2049 0.10
Angel Oak Mortgage Trust LLC 2015-1 2.71 11/25/2047 0.10
NGPL PipeCo LLC 4.88 08/15/2027 0.10
AT&T Inc 4.75 05/15/2046 0.10
Parkland Fuel Corp 6.50 01/21/2027 0.10
Conagra Brands Inc 5.40 11/01/2048 0.10
Home Partners of America 2018-1 Tru 3.71 07/17/2037 0.09
AT&T Inc 3.40 05/15/2025 0.09
Indonesia Asahan Aluminium Persero 5.23 11/15/2021 0.09
Sands China Ltd 5.40 08/08/2028 0.09
Keurig Dr Pepper Inc 4.06 05/25/2023 0.09
UnitedHealth Group Inc 3.50 02/15/2024 0.09
Commonwealth Bank of Australia 4.32 01/10/2048 0.09
Morgan Stanley Capital I Trust 2014 4.30 09/09/2032 0.09
Nationwide Building Society 4.12 10/18/2032 0.09
WFRBS Commercial Mortgage Trust 201 5.04 09/15/2046 0.09
Fannie Mae Pool 3.50 11/01/2046 0.09
Air Lease Corp 3.38 06/01/2021 0.09
Hertz Vehicle Financing II LP 4.39 02/25/2024 0.09
VFH Parent LLC / Orchestra Co-Issue 6.75 06/15/2022 0.09
EQM Midstream Partners LP 4.75 07/15/2023 0.08
Invitation Homes 2017-SFR2 Trust 3.61 12/17/2036 0.08
JPMorgan Chase & Co 3.54 05/01/2028 0.08
Broadcom Corp / Broadcom Cayman Fin 3.50 01/15/2028 0.08
Standard Chartered PLC 144A 4.30 02/19/2027 0.08
Physicians Realty LP 4.30 03/15/2027 0.08
Comcast Corp 4.70 10/15/2048 0.08
LCH.Clearnet LLC 11/12/2023 0.08
Societe Generale SA 144A 7.38 12/29/2049 0.08
Teleflex Inc 4.62 11/15/2027 0.08
Citigroup Inc 2.88 07/24/2023 0.08
Intesa Sanpaolo SpA 3.88 01/15/2019 0.07
Kinder Morgan Inc/DE 7.80 08/01/2031 0.07
Chase Mortgage Trust 2016-1 144A 3.75 04/25/2045 0.07
Unifin Financiera SAB de CV SOFOM E 7.38 02/12/2026 0.07
AmerisourceBergen Corp 4.30 12/15/2047 0.07
Conagra Brands Inc 4.60 11/01/2025 0.07
Steel Dynamics Inc 5.12 10/01/2021 0.07
Allstate Corp/The 4.20 12/15/2046 0.07
Affiliated Managers Group Inc 4.25 02/15/2024 0.07
Delta Air Lines Inc 3.40 04/19/2021 0.07
Freddie Mac Gold Pool 3.00 02/01/2032 0.07
SPARC EM SPC Panama Metro Line 2 SP 0.00 12/05/2022 0.07
NGPL PipeCo LLC 7.77 12/15/2037 0.07
DAE Funding LLC 4.50 08/01/2022 0.07
Conagra Brands Inc 5.30 11/01/2038 0.06
Standard Industries Inc/NJ 144A 6.00 10/15/2025 0.06
NGPL PipeCo LLC 4.38 08/15/2022 0.06
LCH.Clearnet LLC 03/14/2029 0.06
Hospitality Properties Trust 4.95 02/15/2027 0.06
LCH.Clearnet LLC 09/28/2023 0.06
Alexandria Real Estate Equities Inc 3.95 01/15/2027 0.06
Bear Stearns ALT-A Trust 2004-11 4.27 11/25/2034 0.06
Senior Housing Properties Trust 6.75 12/15/2021 0.06
Deephaven Residential Mortgage Trus 2.71 10/25/2047 0.06
Dai-ichi Life Insurance Co Ltd/The 4.00 12/31/2049 0.06
Barclays PLC 4.84 05/09/2028 0.06
Credit Suisse Group AG 3.87 01/12/2029 0.06
Essex Portfolio LP 3.62 08/15/2022 0.06
Bank of America Corp 6.30 12/31/2049 0.06
Shellpoint Asset Funding Trust 2013 3.75 07/25/2043 0.06
COMM 2016-GCT Mortgage Trust 3.46 08/10/2029 0.06
Jabil Inc 3.95 01/12/2028 0.05
Fiserv Inc 4.20 10/01/2028 0.05
Cantor Fitzgerald LP 144A 6.50 06/17/2022 0.05
Avnet Inc 4.62 04/15/2026 0.05
Massachusetts Mutual Life Insurance 4.90 04/01/2077 0.05
Freddie Mac Gold Pool 5.50 07/01/2040 0.05
OCP SA 144A 4.50 10/22/2025 0.05
CSFB Mortgage-Backed Pass-Through C 4.14 06/25/2034 0.05
Freddie Mac Gold Pool 4.50 06/01/2041 0.05
CCO Holdings LLC / CCO Holdings Cap 5.75 02/15/2026 0.05
Thornburg Mortgage Securities Trust 3.63 07/25/2045 0.05
T-Mobile USA Inc 6.50 01/15/2026 0.04
CGRBS Commercial Mortgage Trust 201 3.37 03/13/2035 0.04
Fannie Mae Pool 5.50 04/01/2033 0.04
Freddie Mac Gold Pool 5.00 11/01/2039 0.04
Adjustable Rate Mortgage Trust 2004 4.48 02/25/2035 0.04
Petroleos Mexicanos 6.35 02/12/2048 0.04
Citigroup Mortgage Loan Trust Inc 3.93 09/25/2034 0.04
Structured Adjustable Rate Mortgage 4.31 07/25/2034 0.04
WFRBS Commercial Mortgage Trust 201 3.34 06/15/2046 0.04
Welltower Inc 5.25 01/15/2022 0.04
Liberty Mutual Group Inc 144A 7.80 03/07/2087 0.04
Citigroup Inc 5.95 12/31/2049 0.04
Thornburg Mortgage Securities Trust 3.72 04/25/2045 0.04
Merrill Lynch Mortgage Investors Tr 3.98 06/25/2035 0.04
Sequoia Mortgage Trust 2013-3 2.00 03/25/2043 0.04
DISH DBS Corp 5.88 11/15/2024 0.04
Bank of America Corp Conv Pfd 0.04
GS Mortgage Securities Corp II 144A 2.71 12/10/2027 0.04
BBVA Bancomer SA/Texas 144A 4.38 04/10/2024 0.04
Freeport-McMoRan Inc 5.40 11/14/2034 0.04
BAT Capital Corp 3.22 08/15/2024 0.04
CSC Holdings LLC 144A 10.12 01/15/2023 0.04
America Movil SAB de CV 6.12 03/30/2040 0.03
Citigroup Commercial Mortgage Trust 4.29 09/10/2045 0.03
Sequoia Mortgage Trust 2013-7 3.00 06/25/2043 0.03
Trust F/1401 144A 5.25 12/15/2024 0.03
Freddie Mac Multifamily Structured 1.16 03/25/2024 0.03
HCA Inc 5.25 04/15/2025 0.03
Adjustable Rate Mortgage Trust 2005 4.31 05/25/2035 0.03
Citigroup Commercial Mortgage Trust 3.14 02/10/2048 0.03
Sequoia Mortgage Trust 2013-4 1.55 04/25/2043 0.03
CSAIL 2015-C3 Commercial Mortgage T 3.72 08/15/2048 0.03
Freddie Mac Gold Pool 5.00 09/01/2039 0.03
Dell International LLC / EMC Corp 1 7.12 06/15/2024 0.03
LCH.Clearnet LLC 03/14/2029 0.03
JPMBB Commercial Mortgage Securitie 3.80 08/15/2048 0.03
Structured Adjustable Rate Mortgage 4.33 09/25/2034 0.03
Pitney Bowes Inc 4.95 04/01/2023 0.03
Merrill Lynch Mortgage Investors Tr 4.22 11/25/2035 0.03
SunTrust Banks Inc 5.05 12/31/2049 0.03
Equinix Inc 5.88 01/15/2026 0.03
RFMSI Series 2005-S9 Trust 6.25 12/25/2035 0.03
T-Mobile USA Inc 6.38 03/01/2025 0.03
JP Morgan Mortgage Trust 2007-A4 3.67 06/25/2037 0.03
Deephaven Residential Mortgage Trus 2.71 06/25/2047 0.03
Wells Fargo Mortgage Backed Securit 4.09 03/25/2035 0.02
First Data Corp 144A 5.75 01/15/2024 0.02
Ally Financial Inc 5.12 09/30/2024 0.02
CVS Health Corp 4.10 03/25/2025 0.02
AES Corp/VA 5.50 04/15/2025 0.02
Newell Brands Inc 4.20 04/01/2026 0.02
Cigna Corp 4.12 11/15/2025 0.02
Deephaven Residential Mortgage Trus 2.61 06/25/2047 0.02
JP Morgan Mortgage Trust 2005-A3 3.89 06/25/2035 0.02
Reynolds Group Issuer Inc / Reynold 7.00 07/15/2024 0.02
Navient Corp 7.25 01/25/2022 0.02
JP Morgan Mortgage Trust 2005-A5 4.25 08/25/2035 0.02
Freddie Mac Gold Pool 7.50 05/01/2030 0.02
Clear Channel Worldwide Holdings In 6.50 11/15/2022 0.02
EQM Midstream Partners LP 4.00 08/01/2024 0.02
Energy Transfer Partners LP 4.75 01/15/2026 0.02
Level 3 Financing Inc 5.38 05/01/2025 0.02
WFRBS Commercial Mortgage Trust 201 3.04 05/15/2047 0.02
Fannie Mae Pool 5.00 12/01/2039 0.02
FedEx Corp 3.40 02/15/2028 0.02
Prime Security Services Borrower LL 9.25 05/15/2023 0.02
MPT Operating Partnership LP / MPT 5.00 10/15/2027 0.02
Moody's Corp 4.88 02/15/2024 0.02
JP Morgan Mortgage Trust 2005-A3 4.13 06/25/2035 0.02
Citigroup Commercial Mortgage Trust 4.42 04/10/2046 0.02
Intelsat Jackson Holdings SA 5.50 08/01/2023 0.02
Ally Financial Inc 4.62 03/30/2025 0.02
Freddie Mac Gold Pool 7.00 05/01/2030 0.02
GMACM Mortgage Loan Trust 2006-AR1 3.83 04/19/2036 0.02
GS Mortgage Securities Trust 2013-G 2.06 04/10/2031 0.02
CenturyLink Inc 7.50 04/01/2024 0.02
PNC Financial Services Group Inc/Th 0.02
Credit Suisse Group Funding Guernse 3.75 03/26/2025 0.02
HCA Inc 6.50 02/15/2020 0.02
International Paper Co 5.00 09/15/2035 0.02
Empresa Nacional de Telecomunicacio 4.88 10/30/2024 0.02
WaMu Mortgage Pass-Through Certific 4.14 11/25/2036 0.02
Petrobras Global Finance BV 5.75 02/01/2029 0.02
OCP SA REGS 4.50 10/22/2025 0.02
United Rentals North America Inc 5.50 05/15/2027 0.02
First Quantum Minerals Ltd 144A 7.50 04/01/2025 0.02
DBUBS 2011-LC1 Mortgage Trust 144A 5.70 11/10/2046 0.02
Spirit AeroSystems Inc 4.60 06/15/2028 0.02
Virgin Media Secured Finance PLC 14 5.50 08/15/2026 0.02
Telecom Italia Capital SA 7.20 07/18/2036 0.02
Bear Stearns ARM Trust 2006-1 4.91 02/25/2036 0.02
Freddie Mac Gold Pool 3.50 08/01/2026 0.02
Export-Import Bank of India REGS 3.88 10/02/2019 0.02
Bear Stearns ARM Trust 2004-10 4.53 01/25/2035 0.02
JP Morgan Mortgage Trust 2005-A6 4.37 08/25/2035 0.02
Dolphin Energy Ltd LLC REGS 5.50 12/15/2021 0.02
Host Hotels & Resorts LP 4.50 02/01/2026 0.02
Thornburg Mortgage Securities Trust 3.01 12/25/2033 0.02
Royal Bank of Scotland Group PLC 3.50 05/15/2023 0.02
Municipal Electric Authority of Geo 6.66 04/01/2057 0.02
H&E Equipment Services Inc 5.62 09/01/2025 0.02
CH Robinson Worldwide Inc 4.20 04/15/2028 0.02
NRG Energy Inc 6.25 05/01/2024 0.02
Suburban Propane Partners LP/Suburb 5.50 06/01/2024 0.02
L3 Technologies Inc 3.85 12/15/2026 0.02
Williams Cos Inc/The 4.55 06/24/2024 0.02
Teck Resources Ltd 6.12 10/01/2035 0.02
Whiting Petroleum Corp 6.25 04/01/2023 0.02
Hulk Finance Corp 7.00 06/01/2026 0.02
Centene Corp 5.38 06/01/2026 0.01
MPLX LP 4.50 07/15/2023 0.01
JB Poindexter & Co Inc 7.12 04/15/2026 0.01
Hughes Satellite Systems Corp 5.25 08/01/2026 0.01
CSC Holdings LLC 144A 10.88 10/15/2025 0.01
Northrop Grumman Corp 3.25 01/15/2028 0.01
Targa Resources Partners LP / Targa 5.12 02/01/2025 0.01
American Financial Group Inc/OH 3.50 08/15/2026 0.01
Scientific Games International Inc 10.00 12/01/2022 0.01
HSBC Holdings PLC 4.38 11/23/2026 0.01
WFRBS Commercial Mortgage Trust 201 4.78 11/15/2045 0.01
Lennar Corp 5.25 06/01/2026 0.01
Penske Automotive Group Inc 5.50 05/15/2026 0.01
Wells Fargo Mortgage Backed Securit 4.59 10/25/2033 0.01
WildHorse Resource Development Corp 6.88 02/01/2025 0.01
United States Steel Corp 6.88 08/15/2025 0.01
UBS-Barclays Commercial Mortgage Tr 2.85 12/10/2045 0.01
CIT Group Inc 5.00 08/01/2023 0.01
Rayonier AM Products Inc 144A 5.50 06/01/2024 0.01
MEDNAX Inc 6.25 01/15/2027 0.01
Callon Petroleum Co 6.12 10/01/2024 0.01
Dow Chemical Co/The 4.55 11/30/2025 0.01
Terex Corp 144A 5.62 02/01/2025 0.01
JBS Investments GmbH 144A 7.25 04/03/2024 0.01
Royal Bank of Canada 3.70 10/05/2023 0.01
Provincia de Buenos Aires/Argentina 5.75 06/15/2019 0.01
Hanesbrands Inc 144A 4.88 05/15/2026 0.01
Beazer Homes USA Inc 6.75 03/15/2025 0.01
MGM Resorts International 6.00 03/15/2023 0.01
Industrial Senior Trust REGS 5.50 11/01/2022 0.01
Gulfport Energy Corp 6.00 10/15/2024 0.01
Lamb Weston Holdings Inc 144A 4.62 11/01/2024 0.01
Southwestern Energy Co 7.75 10/01/2027 0.01
Albertsons Cos LLC / Safeway Inc / 6.62 06/15/2024 0.01
Sirius XM Radio Inc 144A 6.00 07/15/2024 0.01
Iron Mountain US Holdings Inc 144A 5.38 06/01/2026 0.01
Cleaver-Brooks Inc 7.88 03/01/2023 0.01
Lloyds Banking Group PLC 4.65 03/24/2026 0.01
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.01
CenturyLink Inc 6.45 06/15/2021 0.01
Cleveland-Cliffs Inc 5.75 03/01/2025 0.01
WPX Energy Inc 5.25 09/15/2024 0.01
Oasis Petroleum Inc 6.88 01/15/2023 0.01
Encompass Health Corp 5.75 09/15/2025 0.01
Murphy Oil USA Inc 5.62 05/01/2027 0.01
Hill-Rom Holdings Inc 144A 5.00 02/15/2025 0.01
BMC East LLC 144A 5.50 10/01/2024 0.01
Taylor Morrison Communities Inc / T 5.88 04/15/2023 0.01
Wells Fargo Mortgage Backed Securit 4.56 04/25/2036 0.01
HCA Inc 5.88 02/15/2026 0.01
Hudbay Minerals Inc 144A 7.62 01/15/2025 0.01
Citigroup Mortgage Loan Trust Inc 4.26 08/25/2034 0.01
Herc Rentals Inc 144A 7.75 06/01/2024 0.01
SM Energy Co 6.12 11/15/2022 0.01
Range Resources Corp 4.88 05/15/2025 0.01
Fannie Mae Pool 7.00 02/01/2034 0.01
Bahamas Government International Bo 6.00 11/21/2028 0.01
Micron Technology Inc 5.50 02/01/2025 0.01
Royal Bank of Scotland Group PLC 7.50 12/31/2099 0.01
OCP SA REGS 6.88 04/25/2044 0.01
Comcast Corp 3.40 07/15/2046 0.01
Wells Fargo Mortgage Backed Securit 4.54 08/25/2035 0.01
CommScope Technologies LLC 144A 6.00 06/15/2025 0.01
Wynn Las Vegas LLC / Wynn Las Vegas 5.50 03/01/2025 0.01
Ball Corp 5.25 07/01/2025 0.01
CSC Holdings LLC 7.75 07/15/2025 0.01
Altice Luxembourg SA 144A 7.75 05/15/2022 0.01
Parsley Energy LLC / Parsley Financ 6.25 06/01/2024 0.01
Plastipak Holdings Inc 6.25 10/15/2025 0.01
Targa Resources Partners LP / Targa 5.88 04/15/2026 0.01
Jagged Peak Energy LLC 5.88 05/01/2026 0.01
DISH DBS Corp 7.88 09/01/2019 0.01
Newfield Exploration Co 5.62 07/01/2024 0.01
Unitymedia Hessen GmbH & Co KG / Un 5.00 01/15/2025 0.01
Tenet Healthcare Corp 8.12 04/01/2022 0.01
COMM 2013-SFS Mortgage Trust 144A 1.87 04/12/2035 0.01
CNOOC Finance 2015 USA LLC 3.50 05/05/2025 0.01
Fannie Mae Pool 7.50 03/01/2031 0.01
Frontier Communications Corp 11.00 09/15/2025 0.01
Dana Inc 5.50 12/15/2024 0.01
SunCoke Energy Partners LP / SunCok 7.50 06/15/2025 0.01
Mercer International Inc 6.50 02/01/2024 0.01
Sirius XM Radio Inc 144A 5.38 07/15/2026 0.01
Ensco PLC 7.75 02/01/2026 0.01
GCP Applied Technologies Inc 5.50 04/15/2026 0.01
Trinidad Generation UnLtd REGS 5.25 11/04/2027 0.01
Standard Industries Inc/NJ 144A 5.00 02/15/2027 0.01
Hadrian Merger Sub Inc 8.50 05/01/2026 0.01
General Motors Co 4.88 10/02/2023 0.01
Precision Drilling Corp 5.25 11/15/2024 0.01
Banco de Bogota SA 4.38 08/03/2027 0.01
Verizon Communications Inc 5.25 03/16/2037 0.01
Altice Financing SA 144A 7.50 05/15/2026 0.01
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.01
Petroleos del Peru SA 4.75 06/19/2032 0.01
QEP Resources Inc 6.88 03/01/2021 0.01
Six Flags Entertainment Corp 144A 4.88 07/31/2024 0.01
US Foods Inc 144A 5.88 06/15/2024 0.01
AT&T Inc 5.25 03/01/2037 0.01
QVC Inc 4.45 02/15/2025 0.01
Ascent Resources Utica Holdings LLC 10.00 04/01/2022 0.01
0.01
Discovery Communications LLC 5.20 09/20/2047 0.01
Level 3 Financing Inc 5.25 03/15/2026 0.01
Kraft Heinz Foods Co 4.38 06/01/2046 0.01
Hertz Corp/The 5.88 10/15/2020 0.01
Aircastle Ltd 5.00 04/01/2023 0.01
Triumph Group Inc 7.75 08/15/2025 0.01
QNB Finance Ltd 2.12 09/07/2021 0.01
Jamaica Government International Bo 6.75 04/28/2028 0.01
Reinsurance Group of America Inc 4.70 09/15/2023 0.01
Slovenia Government International B 5.25 02/18/2024 0.01
Capital One Financial Corp 3.05 03/09/2022 0.01
United Rentals North America Inc 5.88 09/15/2026 0.01
Core & Main LP 6.12 08/15/2025 0.01
Export-Import Bank of India 3.12 07/20/2021 0.01
Africa Finance Corp REGS 4.38 04/29/2020 0.01
MGM Resorts International 4.62 09/01/2026 0.01
Hudson Pacific Properties LP 3.95 11/01/2027 0.01
Select Income REIT 4.50 02/01/2025 0.01
Credit Suisse Group AG 144A 7.50 12/31/2049 0.01
Wells Fargo Mortgage Backed Securit 4.97 12/25/2034 0.01
MMC Norilsk Nickel OJSC Via MMC Fin 6.62 10/14/2022 0.01
B&G Foods Inc 5.25 04/01/2025 0.01
Sixsigma Networks Mexico SA de CV 7.50 05/02/2025 0.01
Discover Bank 3.45 07/27/2026 0.01
Titan International Inc 6.50 11/30/2023 0.01
Autoridad del Canal de Panama REGS 4.95 07/29/2035 0.01
Argentine Republic Government Inter 6.25 04/22/2019 0.01
Banco del Estado de Chile 4.12 10/07/2020 0.01
Lennar Corp 4.75 11/15/2022 0.01
Air Lease Corp 3.62 12/01/2027 0.01
Toyota Motor Corp 3.42 07/20/2023 0.01
Minmetals Bounteous Finance BVI Ltd 3.50 07/30/2020 0.01
GSR Mortgage Loan Trust 2005-AR6 3.92 09/25/2035 0.01
Choice Hotels International Inc 5.75 07/01/2022 0.01
CNAC HK Finbridge Co Ltd 3.00 07/19/2020 0.01
Sinopec Group Overseas Development 2.50 04/28/2020 0.01
Alpek SAB de CV REGS 4.50 11/20/2022 0.01
Minmetals Bounteous Finance BVI Ltd 3.12 07/27/2021 0.01
Netflix Inc 5.88 11/15/2028 0.01
Freddie Mac Gold Pool 6.00 02/01/2034 0.01
Dresdner Funding Trust I REGS 8.15 06/30/2031 0.01
Development Bank of Kazakhstan JSC 4.12 12/10/2022 0.01
Spectrum Brands Inc 5.75 07/15/2025 0.01
CHL Mortgage Pass-Through Trust 200 6.00 08/25/2037 0.01
Fondo MIVIVIENDA SA REGS 3.50 01/31/2023 0.01
Jefferies Group LLC / Jefferies Gro 4.15 01/23/2030 0.01
Intelsat Jackson Holdings SA 8.50 10/15/2024 0.01
Colombia Government International B 3.88 04/25/2027 0.01
Oman Sovereign Sukuk SAOC 5.93 10/31/2025 0.01
Schweitzer-Mauduit International In 6.88 10/01/2026 0.01
AMC Entertainment Holdings Inc 5.75 06/15/2025 0.01
AmeriGas Partners LP / AmeriGas Fin 5.88 08/20/2026 0.01
Saudi Government International Bond 2.88 03/04/2023 0.01
Charter Communications Operating LL 4.46 07/23/2022 0.01
VMware Inc 2.95 08/21/2022 0.01
American Tower Corp 5.05 09/01/2020 0.01
Freddie Mac Gold Pool 7.00 07/01/2022 0.01
UBS-Barclays Commercial Mortgage Tr 3.09 08/10/2049 0.01
Avis Budget Car Rental LLC / Avis B 5.25 03/15/2025 0.01
Ginnie Mae I Pool 7.00 09/15/2032 0.01
EnerSys 144A 5.00 04/30/2023 0.01
CBS Corp 3.50 01/15/2025 0.01
Mueller Industries Inc 6.00 03/01/2027 0.01
Lehman Mortgage Trust 2006-1 5.50 02/25/2036 0.01
Hughes Satellite Systems Corp 7.62 06/15/2021 0.01
Charter Communications Operating LL 4.91 07/23/2025 0.01
Microsoft Corp 4.25 02/06/2047 0.01
WellCare Health Plans Inc 5.25 04/01/2025 0.01
Kernel Holding SA REGS 8.75 01/31/2022 0.01
TV Azteca SAB de CV 8.25 08/09/2024 0.01
Apple Inc 4.25 02/09/2047 0.01
Surgery Center Holdings Inc 8.88 04/15/2021 0.01
Flex Acquisition Co Inc 7.88 07/15/2026 0.01
Teva Pharmaceutical Finance IV BV 3.65 11/10/2021 0.01
MEDNAX Inc 144A 5.25 12/01/2023 0.01
Oman Government International Bond 6.75 01/17/2048 0.01
Tempo Acquisition LLC / Tempo Acqui 6.75 06/01/2025 0.01
Globo Comunicacao e Participacoes S 5.12 03/31/2027 0.01
TreeHouse Foods Inc 144A 6.00 02/15/2024 0.01
ServiceMaster Co LLC/The 144A 5.12 11/15/2024 0.01
Dollar Tree Inc 3.70 05/15/2023 0.01
Reliance Industries Ltd REGS 4.12 01/28/2025 0.01
CCO Holdings LLC / CCO Holdings Cap 5.75 09/01/2023 0.01
Itron Inc 5.00 01/15/2026 0.01
Unifin Financiera SAB de CV SOFOM E 7.00 01/15/2025 0.01
ArcelorMittal 7.00 10/15/2039 0.01
Platform Specialty Products Corp 5.88 12/01/2025 0.01
Suntrust Alternative Loan Trust Ser 6.00 12/25/2035 0.01
Banco Safra SA/Cayman Islands 4.12 02/08/2023 0.01
Qatar Government International Bond 5.10 04/23/2048 0.01
Dollar Tree Inc 4.00 05/15/2025 0.01
Peru Enhanced Pass-Through Finance 0.00 06/02/2025 0.01
Navient Corp 8.00 03/25/2020 0.01
Valvoline Inc 5.50 07/15/2024 0.01
Antero Resources Corp 5.62 06/01/2023 0.01
Empresa Nacional del Petroleo 5.25 11/06/2029 0.01
Warner Media LLC 5.35 12/15/2043 0.01
Clear Channel Worldwide Holdings In 7.62 03/15/2020 0.01
Hot Topic Inc 144A 9.25 06/15/2021 0.01
L Brands Inc 6.88 11/01/2035 0.01
Vedanta Resources PLC 144A 6.38 07/30/2022 0.01
HLF Financing Sarl LLC / Herbalife 7.25 08/15/2026 0.01
Southern Copper Corp 7.50 07/27/2035 0.01
Erste Group Bank AG 6.50 04/15/2024 0.01
Fannie Mae Pool 7.50 06/01/2030 0.01
Builders FirstSource Inc 144A 5.62 09/01/2024 0.01
CaixaBank SA 6.75 12/31/2099 0.01
POSCO 4.00 08/01/2023 0.01
Jamaica Government International Bo 8.00 03/15/2039 0.01
21st Century Fox America Inc 6.55 03/15/2033 0.01
Waste Pro USA Inc 5.50 02/15/2026 0.01
Parkland Fuel Corp 6.00 04/01/2026 0.01
VTR Finance BV 144A 6.88 01/15/2024 0.01
Ziggo BV 144A 5.50 01/15/2027 0.01
Sunoco LP / Sunoco Finance Corp 4.88 01/15/2023 0.01
DP World Ltd REGS 6.85 07/02/2037 0.01
Freddie Mac Gold Pool 5.50 01/01/2038 0.01
Freddie Mac Gold Pool 5.50 04/01/2037 0.01
Vale Canada Ltd 7.20 09/15/2032 0.01
Fannie Mae Pool 4.30 05/01/2035 0.01
Energy Transfer LP 5.88 01/15/2024 0.01
Hillman Group Inc/The 144A 6.38 07/15/2022 0.01
Freddie Mac Gold Pool 6.50 08/01/2036 0.01
Eskom Holdings SOC Ltd 6.35 08/10/2028 0.01
Indonesia Government International 5.35 02/11/2049 0.01
Qatar Government International Bond 4.50 04/23/2028 0.01
OCI NV 6.62 04/15/2023 0.01
Credit Agricole SA REGS 8.12 12/31/2049 0.01
Barclays Bank PLC 7.62 11/21/2022 0.01
Royal Bank of Scotland Group PLC 8.62 12/31/2099 0.01
Southwestern Energy Co 7.50 04/01/2026 0.01
Harvest Operations Corp 4.20 06/01/2023 0.01
Transocean Inc 7.50 04/15/2031 0.01
CNOOC Curtis Funding No 1 Pty Ltd R 4.50 10/03/2023 0.01
Brink's Co/The 4.62 10/15/2027 0.01
Indonesia Asahan Aluminium Persero 5.71 11/15/2023 0.01
Indonesia Government International 4.75 02/11/2029 0.01
AT&T Inc 4.45 04/01/2024 0.01
Perusahaan Listrik Negara PT 5.45 05/21/2028 0.01
Korea East-West Power Co Ltd 3.88 07/19/2023 0.01
Korea Hydro & Nuclear Power Co Ltd 3.75 07/25/2023 0.01
Papua New Guinea Government Interna 8.38 10/04/2028 0.01
Indonesia Government International 5.25 01/08/2047 0.01
Standard Chartered PLC REGS 7.50 12/31/2049 0.01
Axiata SPV2 Bhd REGS 4.36 03/24/2026 0.01
Abu Dhabi National Energy Co PJSC 4.88 04/23/2030 0.01
Barclays PLC REGS 7.88 12/29/2049 0.01
Meritor Inc 6.25 02/15/2024 0.01
ABN AMRO Bank NV 4.75 12/31/2099 0.01
Arab Petroleum Investments Corp 4.12 09/18/2023 0.01
Corp Financiera de Desarrollo SA RE 3.25 07/15/2019 0.01
ING Groep NV REGS 6.88 12/31/2099 0.01
SABIC Capital II BV 4.00 10/10/2023 0.01
SABIC Capital II BV 4.50 10/10/2028 0.01
Latvia Government International Bon 2.75 01/12/2020 0.01
ZAR Sovereign Capital Fund Pty Ltd 3.90 06/24/2020 0.01
Credit Suisse Group AG 7.12 12/31/2099 0.01
EnPro Industries Inc 5.75 10/15/2026 0.01
Celulosa Arauco y Constitucion SA 4.50 08/01/2024 0.01
Pertamina Persero PT REGS 4.30 05/20/2023 0.01
Societe Generale SA REGS 7.38 12/31/2099 0.01
Korea Hydro & Nuclear Power Co Ltd 3.00 09/19/2022 0.01
Philippine Government International 3.95 01/20/2040 0.01
DP World Crescent Ltd 4.85 09/26/2028 0.01
DIB Sukuk Ltd 3.66 02/14/2022 0.01
Alibaba Group Holding Ltd 3.60 11/28/2024 0.01
ServiceMaster Co LLC/The 7.45 08/15/2027 0.01
CITIC Ltd REGS 3.12 02/28/2022 0.01
Noble Holding International Ltd 7.75 01/15/2024 0.01
Multibank Inc 4.38 11/09/2022 0.01
Lloyds Banking Group PLC REGS 7.50 12/31/2049 0.01
Kenan Advantage Group Inc/The 144A 7.88 07/31/2023 0.01
KSA Sukuk Ltd 144A 3.63 04/20/2027 0.01
State Grid Overseas Investment 2016 3.50 05/04/2027 0.01
Virgin Media Finance PLC 144A 6.00 10/15/2024 0.01
Argentine Republic Government Inter 4.62 01/11/2023 0.01
TransDigm Inc 6.50 05/15/2025 0.01
CLP Power Hong Kong Financing Ltd R 3.12 05/06/2025 0.01
Altice Financing SA 144A 6.62 02/15/2023 0.01
First Quantum Minerals Ltd 144A 7.00 02/15/2021 0.01
0.01
KazAgro National Management Holding 4.62 05/24/2023 0.01
Bermuda Government International Bo 3.72 01/25/2027 0.01
Tullow Oil PLC 7.00 03/01/2025 0.01
Corp Nacional del Cobre de Chile 3.62 08/01/2027 0.01
SESI LLC 7.12 12/15/2021 0.01
Israel Electric Corp Ltd 4.25 08/14/2028 0.01
Russian Foreign Bond - Eurobond 4.38 03/21/2029 0.01
CSC Holdings LLC 5.50 05/15/2026 0.00
Banque Ouest Africaine de Developpe 5.00 07/27/2027 0.00
Emirates Semb Corp Water & Power Co 4.45 08/01/2035 0.00
Netflix Inc 5.75 03/01/2024 0.00
Russian Foreign Bond - Eurobond 5.25 06/23/2047 0.00
Braskem Finance Ltd REGS 7.38 10/29/2049 0.00
Braskem Netherlands Finance BV 4.50 01/10/2028 0.00
ING Groep NV 6.50 12/31/2049 0.00
Tengizchevroil Finance Co Internati 4.00 08/15/2026 0.00
Ardagh Packaging Finance PLC / Arda 6.00 02/15/2025 0.00
Trinidad & Tobago Government Intern 4.50 08/04/2026 0.00
Colbun SA 3.95 10/11/2027 0.00
Altice France SA/France 144A 7.38 05/01/2026 0.00
Sprint Corp 7.25 09/15/2021 0.00
Export-Import Bank of India REGS 3.38 08/05/2026 0.00
Taseko Mines Ltd 8.75 06/15/2022 0.00
Tenet Healthcare Corp 6.00 10/01/2020 0.00
Hidrovias International Finance SAR 5.95 01/24/2025 0.00
Bharti Airtel Ltd REGS 4.38 06/10/2025 0.00
Ferrellgas LP / Ferrellgas Finance 6.50 05/01/2021 0.00
Lions Gate Capital Holdings LLC 5.88 11/01/2024 0.00
UPC Holding BV 5.50 01/15/2028 0.00
SACI Falabella 3.75 10/30/2027 0.00
Gray Escrow Inc 7.00 05/15/2027 0.00
Huarong Finance II Co Ltd 2.88 12/29/2049 0.00
Oshkosh Corp 5.38 03/01/2025 0.00
Ashland LLC 4.75 08/15/2022 0.00
PolyOne Corp 5.25 03/15/2023 0.00
IHS Markit Ltd 144A 5.00 11/01/2022 0.00
Eagle Holding Co II LLC 144A 7.62 05/15/2022 0.00
MSCI Inc 144A 5.25 11/15/2024 0.00
Infraestructura Energetica Nova SAB 3.75 01/14/2028 0.00
Cencosud SA 4.38 07/17/2027 0.00
Digicel Group Ltd 144A 8.25 09/30/2020 0.00
SemGroup Corp 6.38 03/15/2025 0.00
Adani Transmission Ltd 144A 4.00 08/03/2026 0.00
Intertrust Group BV 3.38 11/15/2025 0.00
Petrobras Global Finance BV 7.25 03/17/2044 0.00
WellCare Health Plans Inc 5.38 08/15/2026 0.00
LPL Holdings Inc 5.75 09/15/2025 0.00
Parsley Energy LLC / Parsley Financ 5.62 10/15/2027 0.00
SRS Distribution Inc 8.25 07/01/2026 0.00
Sprint Communications Inc 11.50 11/15/2021 0.00
Boyd Gaming Corp 6.38 04/01/2026 0.00
Lennar Corp 5.38 10/01/2022 0.00
Sirius XM Radio Inc 144A 5.38 04/15/2025 0.00
Freddie Mac Non Gold Pool 4.38 05/01/2037 0.00
CDW LLC / CDW Finance Corp 5.00 09/01/2025 0.00
Puma International Financing SA 5.00 01/24/2026 0.00
Nufarm Australia Ltd / Nufarm Ameri 5.75 04/30/2026 0.00
Flexi-Van Leasing Inc 10.00 02/15/2023 0.00
Holly Energy Partners LP / Holly En 6.00 08/01/2024 0.00
GLP Capital LP / GLP Financing II I 5.38 04/15/2026 0.00
Republic of Poland Government Inter 4.00 01/22/2024 0.00
Endo Dac / Endo Finance LLC / Endo 6.00 07/15/2023 0.00
Chemours Co/The 4.00 05/15/2026 0.00
KB Home 8.00 03/15/2020 0.00
Bausch Health Cos Inc 144A 6.12 04/15/2025 0.00
Bausch Health Cos Inc REGS 7.00 03/15/2024 0.00
Ashton Woods USA LLC / Ashton Woods 6.88 02/15/2021 0.00
Ally Financial Inc 8.00 03/15/2020 0.00
Bear Stearns ARM Trust 2003-6 4.30 08/25/2033 0.00
KB Home 7.50 09/15/2022 0.00
Sprint Corp 7.62 02/15/2025 0.00
SBA Communications Corp 4.88 09/01/2024 0.00
Provident Home Equity Loan Trust 20 3.05 08/25/2031 0.00
Petroleos Mexicanos 5.38 03/13/2022 0.00
AMC Networks Inc 5.00 04/01/2024 0.00
Gibraltar Industries Inc 6.25 02/01/2021 0.00
Range Resources Corp 5.88 07/01/2022 0.00
Beazer Homes USA Inc 8.75 03/15/2022 0.00
Novelis Corp 144A 6.25 08/15/2024 0.00
First Horizon Alternative Mortgage 6.25 08/25/2036 0.00
Iron Mountain Inc 6.00 08/15/2023 0.00
Banco Internacional del Peru SAA In 3.38 01/18/2023 0.00
Koppers Inc 144A 6.00 02/15/2025 0.00
Delphi Technologies PLC 5.00 10/01/2025 0.00
Sempra Energy 2.90 02/01/2023 0.00
Calpine Corp 5.38 01/15/2023 0.00
HCA Healthcare Inc 6.25 02/15/2021 0.00
AMN Healthcare Inc 144A 5.12 10/01/2024 0.00
Team Health Holdings Inc 144A 6.38 02/01/2025 0.00
United Rentals North America Inc 6.50 12/15/2026 0.00
Ginnie Mae I Pool 6.56 01/15/2027 0.00
HCA Inc 5.38 02/01/2025 0.00
Stevens Holding Co Inc 6.12 10/01/2026 0.00
Freddie Mac Gold Pool 5.00 07/01/2034 0.00
Freddie Mac Gold Pool 6.50 09/01/2036 0.00
Tribune Media Co 5.88 07/15/2022 0.00
United Rentals North America Inc 5.50 07/15/2025 0.00
Bausch Health Cos Inc 5.50 11/01/2025 0.00
HCA Inc 5.38 09/01/2026 0.00
Williams Cos Inc/The 7.88 09/01/2021 0.00
Boyd Gaming Corp 6.00 08/15/2026 0.00
AmeriGas Partners LP / AmeriGas Fin 5.62 05/20/2024 0.00
MGM Resorts International 7.75 03/15/2022 0.00
EP Energy LLC / Everest Acquisition 8.00 11/29/2024 0.00
BBA US Holdings Inc 5.38 05/01/2026 0.00
Tenet Healthcare Corp 6.75 06/15/2023 0.00
Molina Healthcare Inc 144A 4.88 06/15/2025 0.00
Discover Financial Services 5.50 12/31/2099 0.00
California Resources Corp 144A 8.00 12/15/2022 0.00
Iceland Bondco PLC 4.62 03/15/2025 0.00
Sprint Communications Inc 144A 7.00 03/01/2020 0.00
Ginnie Mae I Pool 6.50 09/15/2034 0.00
Aramark Services Inc 144A 5.00 04/01/2025 0.00
Sunshine Mid BV 6.50 05/15/2026 0.00
Nexstar Broadcasting Inc 144A 5.62 08/01/2024 0.00
Tele Columbus AG 3.88 05/02/2025 0.00
Vistra Energy Corp 7.38 11/01/2022 0.00
DaVita Inc 5.00 05/01/2025 0.00
Fannie Mae Pool 4.01 01/01/2037 0.00
Fannie Mae Pool 7.50 08/01/2037 0.00
Moog Inc 144A 5.25 12/01/2022 0.00
PQ Corp 144A 6.75 11/15/2022 0.00
Petroleum Co of Trinidad & Tobago L 9.75 08/14/2019 0.00
Charles River Laboratories Internat 5.50 04/01/2026 0.00
Ecopetrol SA 5.88 05/28/2045 0.00
Mercer International Inc 5.50 01/15/2026 0.00
Berry Global Inc 5.50 05/15/2022 0.00
Trinseo Materials Operating SCA / T 5.38 09/01/2025 0.00
AECOM 5.12 03/15/2027 0.00
Mueller Water Products Inc 5.50 06/15/2026 0.00
Advanced Disposal Services Inc 144A 5.62 11/15/2024 0.00
Fannie Mae Pool 8.50 10/01/2032 0.00
Archrock Partners LP / Archrock Par 6.00 10/01/2022 0.00
Freddie Mac Non Gold Pool 3.78 12/01/2036 0.00
Lehman Brothers Holdings Inc 5.62 12/31/2049 0.00
Meritage Homes Corp 6.00 06/01/2025 0.00
Lithia Motors Inc 5.25 08/01/2025 0.00
KFC Holding Co/Pizza Hut Holdings L 4.75 06/01/2027 0.00
First Data Corp 144A 5.00 01/15/2024 0.00
Cincinnati Bell Inc 144A 7.00 07/15/2024 0.00
Chemours Co/The 7.00 05/15/2025 0.00
Diamond Offshore Drilling Inc 4.88 11/01/2043 0.00
Fannie Mae Pool 8.00 04/01/2033 0.00
OI European Group BV 4.00 03/15/2023 0.00
Ginnie Mae I Pool 5.50 06/15/2035 0.00
William Lyon Homes Inc 6.00 09/01/2023 0.00
QEP Resources Inc 5.25 05/01/2023 0.00
Surgery Center Holdings Inc 6.75 07/01/2025 0.00
First Horizon Alternative Mortgage 5.00 11/25/2020 0.00
XPO Logistics Inc 144A 6.50 06/15/2022 0.00
Ferrellgas LP / Ferrellgas Finance 6.75 06/15/2023 0.00
QEP Resources Inc 5.62 03/01/2026 0.00
Fannie Mae Pool 4.11 03/01/2038 0.00
NRG Energy Inc 6.62 01/15/2027 0.00
Hertz Corp/The 7.62 06/01/2022 0.00
Acadia Healthcare Co Inc 6.50 03/01/2024 0.00
Berry Global Inc 6.00 10/15/2022 0.00
Freddie Mac Gold Pool 7.50 05/01/2035 0.00
CIT Group Inc 6.12 03/09/2028 0.00
Aircastle Ltd 7.62 04/15/2020 0.00
Meritage Homes Corp 7.15 04/15/2020 0.00
Global Atlantic Fin Co 144A 8.62 04/15/2021 0.00
TransDigm Inc 6.50 07/15/2024 0.00
Denbury Resources Inc 5.50 05/01/2022 0.00
Ginnie Mae I Pool 5.00 08/15/2035 0.00
Morgan Stanley Capital I Trust 2006 5.39 11/12/2041 0.00
Freddie Mac Gold Pool 5.00 06/01/2040 0.00
United States Treasury Note/Bond 3.00 10/31/2025 0.00
SM Energy Co 6.62 01/15/2027 0.00
Fannie Mae Pool 7.00 02/01/2033 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Fannie Mae Pool 7.50 08/01/2030 0.00
Lennar Corp 8.38 01/15/2021 0.00
Freddie Mac Gold Pool 8.00 08/01/2032 0.00
CIT Group Inc 5.80 12/31/2099 0.00
Reynolds Group Issuer Inc / Reynold 5.12 07/15/2023 0.00
AMC Networks Inc 4.75 08/01/2025 0.00
Ginnie Mae I Pool 6.00 02/15/2033 0.00
Specialty Underwriting & Residentia 3.05 05/25/2035 0.00
Teleflex Inc 4.88 06/01/2026 0.00
Freddie Mac Gold Pool 5.50 01/01/2034 0.00
Precision Drilling Corp 6.50 12/15/2021 0.00
Gulfport Energy Corp 6.62 05/01/2023 0.00
Novelis Corp 144A 5.88 09/30/2026 0.00
Telecom Italia Capital SA 6.38 11/15/2033 0.00
Bausch Health Cos Inc 144A 5.88 05/15/2023 0.00
Hanesbrands Inc 144A 4.62 05/15/2024 0.00
Ginnie Mae II Pool 3.38 01/20/2025 0.00
Fannie Mae Pool 7.00 09/01/2032 0.00
Mercer International Inc 7.75 12/01/2022 0.00
HarborView Mortgage Loan Trust 2005 2.92 06/20/2035 0.00
Cincinnati Bell Inc 8.00 10/15/2025 0.00
Beazer Homes USA Inc 5.88 10/15/2027 0.00
Tenet Healthcare Corp 144A 7.50 01/01/2022 0.00
Ginnie Mae I Pool 6.00 02/15/2033 0.00
Fannie Mae Pool 5.50 06/01/2040 0.00
Frontier Communications Corp 10.50 09/15/2022 0.00
Fannie Mae Pool 6.50 08/01/2028 0.00
Fannie Mae Pool 6.50 07/01/2028 0.00
Freddie Mac Gold Pool 6.50 08/01/2034 0.00
Fannie Mae Pool 7.00 10/01/2032 0.00
Freddie Mac Non Gold Pool 4.01 02/01/2037 0.00
L Brands Inc 6.75 07/01/2036 0.00
Precision Drilling Corp 7.75 12/15/2023 0.00
Ginnie Mae I Pool 6.50 02/15/2033 0.00
Fannie Mae Pool 6.50 10/01/2032 0.00
B456 Systems Inc 0.00 12/31/2049 0.00
EXIDE CORP C.B. ESCROW 0.00
Freddie Mac Gold Pool 6.00 03/01/2029 0.00
Ensco PLC 4.50 10/01/2024 0.00
Fannie Mae Pool 6.00 10/01/2039 0.00
Fannie Mae Pool 6.50 12/01/2030 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Ginnie Mae I Pool 7.50 06/15/2023 0.00
Fannie Mae Pool 6.00 03/01/2022 0.00
Ginnie Mae I Pool 8.00 09/15/2026 0.00
Fannie Mae Pool 9.50 04/01/2030 0.00
Ginnie Mae I Pool 8.00 06/15/2026 0.00
Freddie Mac Gold Pool 6.00 07/01/2019 0.00
Ginnie Mae II Pool 3.62 05/20/2025 0.00
Freddie Mac Gold Pool 6.00 10/01/2032 0.00
Fannie Mae Pool 6.50 06/01/2031 0.00
Fannie Mae Pool 6.50 10/01/2035 0.00
Ginnie Mae I Pool 8.00 02/15/2026 0.00
US Airways 2012-1 Class B Pass Thro 8.00 04/01/2021 0.00
Fannie Mae Pool 6.50 12/01/2031 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Ginnie Mae I Pool 6.50 01/15/2029 0.00
Ginnie Mae I Pool 9.00 09/15/2024 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Fannie Mae Pool 6.50 09/01/2031 0.00
Ginnie Mae I Pool 7.00 02/15/2031 0.00
Fannie Mae Pool 6.00 03/01/2038 0.00
Ginnie Mae II Pool 3.75 06/20/2025 0.00
Ginnie Mae I Pool 8.50 02/15/2025 0.00
Ginnie Mae I Pool 5.00 07/15/2035 0.00
Fannie Mae Pool 6.50 10/01/2032 0.00
Freddie Mac Gold Pool 7.00 06/01/2032 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Fannie Mae Pool 6.50 12/01/2031 0.00
Ginnie Mae I Pool 7.50 05/15/2031 0.00
Ginnie Mae I Pool 9.00 10/15/2024 0.00
Ginnie Mae I Pool 6.00 11/15/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2029 0.00
Ginnie Mae I Pool 6.50 07/15/2032 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Ginnie Mae I Pool 6.50 05/15/2032 0.00
Freddie Mac Gold Pool 7.00 10/01/2034 0.00
Westrock Co 0.00
Ginnie Mae I Pool 6.50 12/15/2031 0.00
Ginnie Mae I Pool 7.00 08/15/2031 0.00
Ginnie Mae I Pool 6.00 11/15/2032 0.00
Ginnie Mae I Pool 6.00 12/15/2031 0.00
Freddie Mac Gold Pool 6.50 08/01/2032 0.00
Fannie Mae Pool 7.00 07/01/2032 0.00
Ginnie Mae I Pool 6.00 01/15/2032 0.00
Fannie Mae REMICS 7.00 05/25/2033 0.00
Freddie Mac Gold Pool 7.00 03/01/2032 0.00
Fannie Mae REMICS 6.00 07/25/2033 0.00
Ginnie Mae I Pool 6.00 11/15/2032 0.00
Ginnie Mae I Pool 6.50 05/15/2032 0.00
Ginnie Mae I Pool 8.00 01/15/2026 0.00
Ginnie Mae I Pool 7.50 05/15/2032 0.00
Freddie Mac Gold Pool 7.00 04/01/2032 0.00
Fannie Mae Pool 7.50 03/01/2021 0.00
Freddie Mac Gold Pool 7.00 07/01/2019 0.00
Ginnie Mae I Pool 7.00 04/15/2031 0.00
Fannie Mae Pool 7.50 04/01/2032 0.00
Freddie Mac Gold Pool 6.50 08/01/2032 0.00
Ingevity Corp 0.00
Freddie Mac Gold Pool 6.50 07/01/2032 0.00
Ginnie Mae I Pool 8.00 08/15/2025 0.00
Ginnie Mae I Pool 7.00 10/15/2028 0.00
Freddie Mac Gold Pool 7.00 05/01/2028 0.00
Fannie Mae Pool 7.00 03/01/2032 0.00
Fannie Mae Pool 7.00 07/01/2032 0.00
Fannie Mae Pool 7.50 05/01/2032 0.00
Fannie Mae Pool 7.00 09/01/2031 0.00
Fannie Mae Pool 7.00 06/01/2032 0.00
Ginnie Mae I Pool 6.50 01/15/2032 0.00
Ginnie Mae I Pool 6.50 08/15/2031 0.00
Ginnie Mae I Pool 7.00 01/15/2032 0.00
Freddie Mac Gold Pool 7.50 12/01/2030 0.00
Freddie Mac Gold Pool 7.50 03/01/2032 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Ginnie Mae I Pool 7.50 05/15/2032 0.00
Freddie Mac Gold Pool 7.50 02/01/2031 0.00
Ginnie Mae I Pool 6.50 03/15/2031 0.00
Freddie Mac Gold Pool 6.00 05/01/2031 0.00
Ginnie Mae I Pool 7.00 08/15/2031 0.00
Fannie Mae Pool 7.50 02/01/2030 0.00
Ginnie Mae I Pool 6.50 06/15/2032 0.00
Fannie Mae Pool 7.00 07/01/2029 0.00
Fannie Mae Pool 6.00 04/01/2037 0.00
Fannie Mae Pool 5.50 03/01/2021 0.00
Fannie Mae Pool 6.50 01/01/2037 0.00
Freddie Mac Gold Pool 5.50 02/01/2037 0.00
CME Group Inc 02/13/2027 -0.01
CME Group Inc 12/19/2026 -0.02
LCH.Clearnet LLC 03/14/2029 -0.02
LCH.Clearnet LLC 10/01/2023 -0.05
CME Group Inc 03/07/2027 -0.05
LCH.Clearnet LLC 11/09/2023 -0.08
-0.69
-0.71
-1.33
-1.43
-2.04
-2.05
-4.37
-4.45
-4.52
-4.56