Invesco Intermediate Bond Factor Fund
as of 09/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Swiss Confederation Government Bond
1.25
06/11/2024
6.19
Fannie Mae or Freddie Mac
3.50
10/01/2052
5.71
United States Treasury Note/Bond
1.38
01/31/2025
4.26
Fannie Mae or Freddie Mac
3.00
10/01/2052
4.07
United States Treasury Note/Bond
1.50
01/31/2027
3.93
United States Treasury Note/Bond
1.50
02/29/2024
3.74
Norway Government Bond
1.75
03/13/2025
2.94
Fannie Mae or Freddie Mac
2.00
10/01/2052
2.88
United States Treasury Note/Bond
3.25
08/31/2024
2.62
Fannie Mae or Freddie Mac
4.00
10/01/2052
2.17
Bundesobligation
0.00
04/10/2026
1.99
Fannie Mae or Freddie Mac
3.00
10/01/2037
1.86
United States Treasury Note/Bond
0.75
03/31/2026
1.85
United States Treasury Note/Bond
1.12
02/28/2025
1.77
Fannie Mae or Freddie Mac
2.50
10/01/2052
1.66
Fannie Mae or Freddie Mac
4.50
10/01/2052
1.65
Swiss Confederation Government Bond
0.50
05/27/2030
1.33
United States Treasury Note/Bond
0.88
01/31/2024
1.22
United States Treasury Note/Bond
1.38
10/31/2028
1.21
Sweden Government Bond
2.50
05/12/2025
1.20
United States Treasury Note/Bond
2.00
02/15/2050
1.05
Norway Government Bond
1.38
08/19/2030
0.93
Bundesrepublik Deutschland Bundesan
0.00
02/15/2031
0.86
Australia Government Bond
4.25
04/21/2026
0.85
Fannie Mae Pool
2.00
08/01/2051
0.79
United States Treasury Note/Bond
1.50
08/15/2026
0.72
Fannie Mae or Freddie Mac
5.00
10/01/2052
0.70
Freddie Mac Pool
2.50
07/01/2050
0.66
Freddie Mac Pool
2.50
08/01/2050
0.59
Goldman Sachs Group Inc/The
4.00
03/03/2024
0.57
Freddie Mac Pool
3.00
05/01/2050
0.55
Freddie Mac Pool
3.00
05/01/2050
0.55
Australia Government Bond
2.50
05/21/2030
0.52
Fannie Mae or Freddie Mac
2.00
10/01/2037
0.49
CASH & EQUIVALENTS
0.00
0.46
Sweden Government Bond
0.75
11/12/2029
0.45
United States Treasury Note/Bond
1.38
11/15/2031
0.43
Fannie Mae Pool
3.00
11/01/2051
0.42
United States Treasury Note/Bond
2.38
11/15/2049
0.42
American Honda Finance Corp
3.50
02/15/2028
0.42
United States Treasury Bill
0.00
11/17/2022
0.42
Fannie Mae Pool
2.50
08/01/2051
0.41
TCI Communications Inc
7.12
02/15/2028
0.41
AEP Texas Inc
3.95
06/01/2028
0.40
Lloyds Banking Group PLC
4.45
05/08/2025
0.39
Invesco Treasury Portfolio
0.39
Morgan Stanley
3.74
04/24/2024
0.38
SSM Health Care Corp
3.69
06/01/2023
0.38
MetLife Inc
3.60
04/10/2024
0.36
Fannie Mae or Freddie Mac
2.50
10/01/2037
0.36
QUALCOMM Inc
2.90
05/20/2024
0.35
United States Treasury Note/Bond
2.00
11/15/2041
0.34
HSBC Bank USA NA/New York NY
5.88
11/01/2034
0.34
Invesco Government & Agency Portfol
0.34
DuPont de Nemours Inc
4.49
11/15/2025
0.32
Barclays PLC
3.56
09/23/2035
0.31
Altria Group Inc
2.45
02/04/2032
0.30
Fannie Mae Pool
2.00
03/01/2051
0.30
Diageo Capital PLC
2.12
10/24/2024
0.29
Morgan Stanley
3.88
04/29/2024
0.28
Southern California Edison Co
6.65
04/01/2029
0.27
JPMorgan Chase & Co
3.88
09/10/2024
0.26
Union Electric Co
8.45
03/15/2039
0.26
Alibaba Group Holding Ltd
4.50
11/28/2034
0.26
Apple Inc
3.35
02/09/2027
0.26
Shell International Finance BV
6.38
12/15/2038
0.25
Cummins Inc
3.65
10/01/2023
0.25
Fannie Mae or Freddie Mac
3.50
10/01/2037
0.25
Svenska Handelsbanken AB
3.90
11/20/2023
0.25
Omega Healthcare Investors Inc
3.38
02/01/2031
0.25
Starbucks Corp
3.85
10/01/2023
0.25
Apple Inc
1.12
05/11/2025
0.25
Amgen Inc
2.60
08/19/2026
0.24
Southwest Airlines Co
3.00
11/15/2026
0.24
Warnermedia Holdings Inc
4.05
03/15/2029
0.24
INVESCO LIQUID ASSET CASH MF
0.24
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.24
International Business Machines Cor
7.12
12/01/2096
0.24
HSBC Holdings PLC
4.25
03/14/2024
0.24
Air Lease Corp
3.00
02/01/2030
0.24
Verizon Communications Inc
0.85
11/20/2025
0.23
Sumitomo Mitsui Financial Group Inc
3.45
01/11/2027
0.23
Grupo Televisa SAB
4.62
01/30/2026
0.23
Apple Inc
4.45
05/06/2044
0.23
Exxon Mobil Corp
2.99
03/19/2025
0.23
Collins Aerospace
3.20
03/15/2024
0.23
TWDC Enterprises 18 Corp
3.15
09/17/2025
0.23
Reynolds American Inc
5.85
08/15/2045
0.23
Wells Fargo & Co
4.10
06/03/2026
0.23
Boeing Co/The
3.25
02/01/2028
0.23
Caterpillar Financial Services Corp
3.25
12/01/2024
0.23
Novartis Capital Corp
3.10
05/17/2027
0.23
Fannie Mae Pool
2.50
08/01/2050
0.23
Westpac Banking Corp
2.85
05/13/2026
0.22
America Movil SAB de CV
6.38
03/01/2035
0.22
Amgen Inc
3.62
05/22/2024
0.22
Bank of America Corp
4.45
03/03/2026
0.22
International Business Machines Cor
5.60
11/30/2039
0.22
Exxon Mobil Corp
3.48
03/19/2030
0.22
Microsoft Corp
3.12
11/03/2025
0.22
Alibaba Group Holding Ltd
2.12
02/09/2031
0.22
Virginia Electric and Power Co
8.88
11/15/2038
0.22
CHRISTUS Health
4.34
07/01/2028
0.21
Walmart Inc
3.95
06/28/2038
0.21
Southwest Gas Corp
4.05
03/15/2032
0.21
Reliance Standard Life Global Fundi
2.75
01/21/2027
0.21
Morgan Stanley
3.88
01/27/2026
0.21
Baidu Inc
4.38
05/14/2024
0.21
Altria Group Inc
4.50
05/02/2043
0.21
Credit Suisse Group AG
4.55
04/17/2026
0.21
American Airlines 2021-1 Class A Pa
2.88
07/11/2034
0.21
Santander Holdings USA Inc
4.26
06/09/2025
0.21
Charter Communications Operating LL
5.05
03/30/2029
0.21
Australia & New Zealand Banking Gro
3.70
11/16/2025
0.21
Pacific Gas and Electric Co
4.55
07/01/2030
0.21
Amazon.com Inc
4.10
04/13/2062
0.20
Fannie Mae Pool
3.00
12/01/2049
0.20
General Electric Co
5.88
01/14/2038
0.20
Cheniere Corpus Christi Holdings LL
7.00
06/30/2024
0.20
Altria Group Inc
3.40
05/06/2030
0.20
Fannie Mae Pool
2.50
03/01/2050
0.20
Capital One Financial Corp
3.75
03/09/2027
0.20
Banco Santander SA
4.25
04/11/2027
0.20
Westpac Banking Corp
2.70
08/19/2026
0.20
Booking Holdings Inc
3.55
03/15/2028
0.19
Citigroup Inc
5.32
03/26/2041
0.19
Bank of America Corp
1.32
06/19/2026
0.19
nVent Finance Sarl
4.55
04/15/2028
0.19
BAT Capital Corp
3.56
08/15/2027
0.19
Toyota Motor Corp
1.34
03/25/2026
0.19
Bank of America Corp
2.48
09/21/2036
0.19
General Motors Co
6.25
10/02/2043
0.19
BAT Capital Corp
4.74
03/16/2032
0.19
Oglethorpe Power Corp
5.95
11/01/2039
0.19
American Express Co
3.40
02/22/2024
0.18
Lloyds Banking Group PLC
3.75
01/11/2027
0.18
Apple Inc
3.25
02/23/2026
0.18
Lloyds Banking Group PLC
4.50
11/04/2024
0.18
Banco Santander SA
3.31
06/27/2029
0.18
Boston Properties LP
3.40
06/21/2029
0.18
Prudential Financial Inc
5.62
06/15/2043
0.18
Sumitomo Mitsui Financial Group Inc
2.14
09/23/2030
0.18
Charter Communications Operating LL
4.20
03/15/2028
0.18
HSBC Holdings PLC
2.25
11/22/2027
0.18
Boeing Co/The
3.20
03/01/2029
0.18
Altria Group Inc
4.80
02/14/2029
0.17
Deutsche Bank AG/New York NY
3.04
05/28/2032
0.17
AvalonBay Communities Inc
4.20
12/15/2023
0.17
Amazon.com Inc
3.25
05/12/2061
0.17
Anheuser-Busch InBev Worldwide Inc
8.20
01/15/2039
0.17
Chevron Corp
2.90
03/03/2024
0.17
Fannie Mae Pool
3.00
10/01/2049
0.17
Wells Fargo Bank NA
6.60
01/15/2038
0.17
Bank of America Corp
6.11
01/29/2037
0.17
Stanley Black & Decker Inc
4.25
11/15/2028
0.17
HSBC Holdings PLC
6.80
06/01/2038
0.17
Energy Transfer LP
5.30
04/15/2047
0.17
Diageo Capital PLC
3.88
05/18/2028
0.17
Microsoft Corp
3.04
03/17/2062
0.16
Oracle Corp
3.90
05/15/2035
0.16
Philip Morris International Inc
4.50
03/20/2042
0.16
HSBC Holdings PLC
4.29
09/12/2026
0.16
Alibaba Group Holding Ltd
4.00
12/06/2037
0.16
Bank of America Corp
7.75
05/14/2038
0.16
National Rural Utilities Cooperativ
3.40
11/15/2023
0.16
Norfolk Southern Corp
4.10
05/15/2121
0.16
USD/NOK CFWD20221221
12/21/2022
0.16
BP Capital Markets PLC
3.72
11/28/2028
0.16
Citigroup Inc
4.04
06/01/2024
0.16
Viatris Inc
2.70
06/22/2030
0.16
Alibaba Group Holding Ltd
3.40
12/06/2027
0.16
JPMorgan Chase & Co
2.08
04/22/2026
0.16
HSBC Holdings PLC
3.95
05/18/2024
0.16
Shell International Finance BV
2.38
11/07/2029
0.16
Deutsche Bank AG/New York NY
6.12
07/14/2026
0.16
Time Warner Cable LLC
4.50
09/15/2042
0.16
International Business Machines Cor
4.15
05/15/2039
0.16
Credit Suisse AG/New York NY
1.25
08/07/2026
0.15
British Telecommunications PLC
9.62
12/15/2030
0.15
Hasbro Inc
6.35
03/15/2040
0.15
National Australia Bank Ltd/New Yor
3.38
01/14/2026
0.15
Baidu Inc
4.38
03/29/2028
0.15
BAT Capital Corp
2.26
03/25/2028
0.15
CommonSpirit Health
1.55
10/01/2025
0.15
Goldman Sachs Group Inc/The
3.50
11/16/2026
0.15
Parker-Hannifin Corp
3.25
03/01/2027
0.15
Cooperatieve Rabobank UA
3.75
07/21/2026
0.15
Pacific Gas and Electric Co
4.20
06/01/2041
0.15
CNA Financial Corp
3.45
08/15/2027
0.15
Goldman Sachs Group Inc/The
6.25
02/01/2041
0.15
Raytheon Technologies Corp
3.50
03/15/2027
0.15
Appalachian Power Co
7.00
04/01/2038
0.14
Freddie Mac Pool
3.00
01/01/2050
0.14
JPMorgan Chase & Co
7.75
07/15/2025
0.14
PNC Financial Services Group Inc/Th
3.90
04/29/2024
0.14
Philip Morris International Inc
6.38
05/16/2038
0.14
Black Hills Corp
3.95
01/15/2026
0.14
Johnson & Johnson
3.55
03/01/2036
0.14
Gilead Sciences Inc
1.20
10/01/2027
0.14
JPMorgan Chase & Co
3.80
07/23/2024
0.14
Simon Property Group LP
6.75
02/01/2040
0.14
Visa Inc
4.15
12/14/2035
0.13
PPG Industries Inc
2.40
08/15/2024
0.13
Nomura Holdings Inc
1.65
07/14/2026
0.13
Discovery Communications LLC
4.12
05/15/2029
0.13
Healthpeak Properties Inc
2.12
12/01/2028
0.13
HCA Inc
5.25
06/15/2049
0.13
Energy Transfer LP
3.90
05/15/2024
0.13
Marathon Oil Corp
6.60
10/01/2037
0.13
Rio Tinto Finance USA Ltd
5.20
11/02/2040
0.13
Ameriprise Financial Inc
4.00
10/15/2023
0.13
Western Union Co/The
6.20
11/17/2036
0.13
Southern California Gas Co
3.20
06/15/2025
0.13
Cintas Corp No 2
3.70
04/01/2027
0.13
Oracle Corp
4.10
03/25/2061
0.13
Citigroup Inc
8.12
07/15/2039
0.13
CDW LLC / CDW Finance Corp
4.12
05/01/2025
0.13
Brookfield Finance Inc
4.00
04/01/2024
0.13
General Motors Co
6.75
04/01/2046
0.13
Barclays Bank PLC
3.75
05/15/2024
0.13
Realty Income Corp
3.95
08/15/2027
0.13
Brighthouse Financial Inc
3.70
06/22/2027
0.13
Enterprise Products Operating LLC
4.15
10/16/2028
0.12
Amazon.com Inc
4.25
08/22/2057
0.12
Ally Financial Inc
8.00
11/01/2031
0.12
National Australia Bank Ltd/New Yor
2.50
07/12/2026
0.12
Bristol-Myers Squibb Co
3.40
07/26/2029
0.12
NextEra Energy Capital Holdings Inc
3.50
04/01/2029
0.12
Eversource Energy
2.90
10/01/2024
0.12
Southwestern Electric Power Co
1.65
03/15/2026
0.12
ING Groep NV
4.05
04/09/2029
0.12
Huntington Bancshares Inc/OH
2.62
08/06/2024
0.12
Fifth Third Bancorp
2.38
01/28/2025
0.12
ConocoPhillips Co
6.95
04/15/2029
0.12
Philip Morris International Inc
1.75
11/01/2030
0.12
Simon Property Group LP
2.25
01/15/2032
0.12
FedEx Corp
5.25
05/15/2050
0.12
Enel Generacion Chile SA
4.25
04/15/2024
0.12
Broadcom Inc
4.93
05/15/2037
0.12
Reynolds American Inc
5.70
08/15/2035
0.12
Prudential Financial Inc
5.20
03/15/2044
0.12
Brookfield Finance Inc
3.90
01/25/2028
0.12
McKesson Corp
1.30
08/15/2026
0.12
Black Hills Corp
4.25
11/30/2023
0.11
American Tower Corp
3.95
03/15/2029
0.11
Western Digital Corp
2.85
02/01/2029
0.11
Chevron USA Inc
3.85
01/15/2028
0.11
Baidu Inc
1.62
02/23/2027
0.11
HP Inc
6.00
09/15/2041
0.11
KeyBank NA/Cleveland OH
3.40
05/20/2026
0.11
Nomura Holdings Inc
2.71
01/22/2029
0.11
Dignity Health
5.27
11/01/2064
0.11
British Telecommunications PLC
5.12
12/04/2028
0.11
BlackRock Inc
2.10
02/25/2032
0.11
Autodesk Inc
2.85
01/15/2030
0.11
Kaiser Foundation Hospitals
3.15
05/01/2027
0.11
Quanta Services Inc
2.90
10/01/2030
0.11
Berkshire Hathaway Finance Corp
5.75
01/15/2040
0.11
Mitsubishi UFJ Financial Group Inc
3.96
03/02/2028
0.11
Mitsubishi UFJ Financial Group Inc
4.05
09/11/2028
0.11
Johnson & Johnson
2.45
09/01/2060
0.11
NextEra Energy Capital Holdings Inc
5.65
05/01/2079
0.11
Harley-Davidson Inc
4.62
07/28/2045
0.11
Edison International
4.12
03/15/2028
0.11
Fannie Mae Pool
3.00
02/01/2050
0.11
Paramount Global
4.20
05/19/2032
0.11
Citigroup Commercial Mortgage Trust
1.22
10/12/2050
0.11
Fannie Mae Pool
3.00
03/01/2050
0.11
Citigroup Inc
4.41
03/31/2031
0.11
Altria Group Inc
2.62
09/16/2026
0.11
PacifiCorp
6.00
01/15/2039
0.11
Hewlett Packard Enterprise Co
6.35
10/15/2045
0.11
TSMC Arizona Corp
2.50
10/25/2031
0.11
Mylan Inc
4.55
04/15/2028
0.11
Walgreens Boots Alliance Inc
4.80
11/18/2044
0.11
United Airlines 2020-1 Class A Pass
5.88
10/15/2027
0.11
Intel Corp
4.95
03/25/2060
0.11
Cigna Corp
4.50
02/25/2026
0.10
Omnicom Group Inc / Omnicom Capital
3.65
11/01/2024
0.10
Bancolombia SA
3.00
01/29/2025
0.10
Lloyds Banking Group PLC
3.87
07/09/2025
0.10
Lowe's Cos Inc
3.12
09/15/2024
0.10
Koninklijke KPN NV
8.38
10/01/2030
0.10
HCA Inc
5.25
04/15/2025
0.10
BAT Capital Corp
3.22
08/15/2024
0.10
Baidu Inc
4.88
11/14/2028
0.10
NatWest Group PLC
4.80
04/05/2026
0.10
Weibo Corp
3.50
07/05/2024
0.10
Ascension Health
2.53
11/15/2029
0.10
Philip Morris International Inc
2.10
05/01/2030
0.10
Canadian Pacific Railway Co
6.12
09/15/2115
0.10
Sumitomo Mitsui Financial Group Inc
2.35
01/15/2025
0.10
Nomura Holdings Inc
2.65
01/16/2025
0.10
Pharmacia LLC
6.60
12/01/2028
0.10
Suzano Austria GmbH
6.00
01/15/2029
0.10
Ross Stores Inc
1.88
04/15/2031
0.10
HSBC Holdings PLC
4.38
11/23/2026
0.10
BPCE SA
4.50
03/15/2025
0.10
Kyndryl Holdings Inc
2.70
10/15/2028
0.10
GLP Capital LP / GLP Financing II I
5.30
01/15/2029
0.10
Oracle Corp
3.85
04/01/2060
0.10
USD/NOK CFWD20221221
12/21/2022
0.10
Alibaba Group Holding Ltd
4.20
12/06/2047
0.10
Eversource Energy
3.30
01/15/2028
0.10
Pinnacle West Capital Corp
1.30
06/15/2025
0.10
Union Pacific Corp
3.85
02/14/2072
0.10
Banco Santander SA
4.38
04/12/2028
0.10
Allstate Corp/The
3.28
12/15/2026
0.10
AXA SA
8.60
12/15/2030
0.09
Assured Guaranty US Holdings Inc
5.00
07/01/2024
0.09
Discovery Communications LLC
3.95
03/20/2028
0.09
Altria Group Inc
5.80
02/14/2039
0.09
Brunswick Corp/DE
5.10
04/01/2052
0.09
Stewart Information Services Corp
3.60
11/15/2031
0.09
National Rural Utilities Cooperativ
8.00
03/01/2032
0.09
Nomura Holdings Inc
2.33
01/22/2027
0.09
Freddie Mac Pool
4.50
09/01/2049
0.09
American Water Capital Corp
3.85
03/01/2024
0.09
Boston Properties LP
2.75
10/01/2026
0.09
Jefferies Group LLC
6.25
01/15/2036
0.09
Realty Income Corp
2.20
06/15/2028
0.09
Brighthouse Financial Inc
4.70
06/22/2047
0.09
Spectra Energy Partners LP
3.50
03/15/2025
0.09
Southern California Edison Co
6.00
01/15/2034
0.09
USD/CHF CFWD20221221
12/21/2022
0.09
MidAmerican Energy Co
3.65
04/15/2029
0.09
Progress Energy Inc
7.75
03/01/2031
0.09
Enterprise Products Operating LLC
3.75
02/15/2025
0.09
Consolidated Edison Co of New York
4.50
05/15/2058
0.08
Baidu Inc
2.38
08/23/2031
0.08
Simon Property Group LP
4.25
10/01/2044
0.08
US Bancorp
3.10
04/27/2026
0.08
ORIX Corp
4.05
01/16/2024
0.08
HSBC Holdings PLC
4.58
06/19/2029
0.08
Edison International
5.75
06/15/2027
0.08
Xilinx Inc
2.95
06/01/2024
0.08
Deutsche Bank AG/New York NY
4.16
05/13/2025
0.08
American International Group Inc
3.90
04/01/2026
0.08
Altria Group Inc
3.88
09/16/2046
0.08
Apple Inc
2.85
08/05/2061
0.08
Westpac Banking Corp
3.35
03/08/2027
0.07
Spirit Realty LP
3.20
02/15/2031
0.07
Energy Transfer LP
5.40
10/01/2047
0.07
Baker Hughes Holdings LLC
5.12
09/15/2040
0.07
Williams Cos Inc/The
6.30
04/15/2040
0.07
Columbia Pipeline Group Inc
5.80
06/01/2045
0.07
Manulife Financial Corp
4.15
03/04/2026
0.07
Kinder Morgan Energy Partners LP
6.95
01/15/2038
0.07
Prudential Financial Inc
5.38
05/15/2045
0.07
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.07
Apple Inc
1.20
02/08/2028
0.07
Dell International LLC / EMC Corp
3.38
12/15/2041
0.07
Cooperatieve Rabobank UA
5.25
05/24/2041
0.07
Hess Corp
5.60
02/15/2041
0.07
Southwest Airlines Co
5.12
06/15/2027
0.07
Halliburton Co
7.45
09/15/2039
0.06
ONEOK Inc
5.20
07/15/2048
0.06
Hasbro Inc
5.10
05/15/2044
0.06
Apple Inc
2.80
02/08/2061
0.06
JPMorgan Chase & Co
4.12
12/15/2026
0.06
USD/AUD CFWD20221221
12/21/2022
0.06
AerCap Ireland Capital DAC / AerCap
3.30
01/30/2032
0.06
FS KKR Capital Corp
4.12
02/01/2025
0.06
Blackstone Holdings Finance Co LLC
3.15
10/02/2027
0.06
Amphenol Corp
3.20
04/01/2024
0.06
Fannie Mae Pool
4.50
06/01/2049
0.06
Office Properties Income Trust
2.40
02/01/2027
0.06
Truist Bank
3.30
05/15/2026
0.06
Affiliated Managers Group Inc
4.25
02/15/2024
0.06
Aon Corp
8.21
01/01/2027
0.06
BANK 2019-BNK16
1.10
02/15/2052
0.05
Host Hotels & Resorts LP
3.38
12/15/2029
0.05
Time Warner Cable LLC
7.30
07/01/2038
0.05
Toledo Hospital/The
6.01
11/15/2048
0.05
Johnson & Johnson
1.30
09/01/2030
0.05
USD/CAD CFWD20221221
12/21/2022
0.05
Corning Inc
5.85
11/15/2068
0.05
General Motors Co
6.60
04/01/2036
0.05
Plains All American Pipeline LP / P
6.65
01/15/2037
0.05
Celanese US Holdings LLC
6.38
07/15/2032
0.05
Mid-America Apartments LP
3.60
06/01/2027
0.05
MetLife Inc
5.88
12/31/2099
0.05
Citigroup Inc
3.67
07/24/2028
0.05
USD/GBP CFWD20221221
12/21/2022
0.05
American Water Capital Corp
6.59
10/15/2037
0.05
Barclays PLC
8.00
12/31/2099
0.05
Synchrony Financial
3.95
12/01/2027
0.05
Shell International Finance BV
3.25
05/11/2025
0.05
Toronto-Dominion Bank/The
1.25
09/10/2026
0.05
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.05
Brookfield Finance Inc
4.70
09/20/2047
0.04
Spirit Airlines Pass Through Trust
4.10
10/01/2029
0.04
Enstar Group Ltd
3.10
09/01/2031
0.04
American Express Co
3.00
10/30/2024
0.04
USD/EUR CFWD20221221
12/21/2022
0.04
ORIX Corp
3.70
07/18/2027
0.04
USD/SEK CFWD20221221
12/21/2022
0.03
Owens Corning
7.00
12/01/2036
0.03
USD/CHF CFWD20221221
12/21/2022
0.03
Freddie Mac Pool
4.50
01/01/2050
0.03
BAT Capital Corp
4.54
08/15/2047
0.03
USD/SEK CFWD20221221
12/21/2022
0.03
Service Properties Trust
4.35
10/01/2024
0.03
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.03
Energy Transfer LP
4.95
05/15/2028
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.02
Fannie Mae REMICS
2.82
09/25/2047
0.02
Dow Chemical Co/The
9.40
05/15/2039
0.02
General Motors Co
5.15
04/01/2038
0.02
Dell International LLC / EMC Corp
8.35
07/15/2046
0.02
Time Warner Entertainment Co LP
8.38
07/15/2033
0.02
General Motors Co
5.95
04/01/2049
0.02
Charter Communications Operating LL
5.12
07/01/2049
0.02
Service Properties Trust
4.95
10/01/2029
0.02
Altria Group Inc
5.95
02/14/2049
0.02
USD/AUD CFWD20221221
12/21/2022
0.02
RenaissanceRe Finance Inc
3.70
04/01/2025
0.02
USD/EUR CFWD20221221
12/21/2022
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Dell International LLC / EMC Corp
8.10
07/15/2036
0.02
Government National Mortgage Associ
3.26
10/16/2047
0.01
Sabra Health Care LP
5.12
08/15/2026
0.01
Fibria Overseas Finance Ltd
5.50
01/17/2027
0.01
ArcelorMittal SA
7.00
10/15/2039
0.01
BAT Capital Corp
4.76
09/06/2049
0.01
California Institute of Technology
4.70
11/01/2111
0.01
WaMu Mortgage Pass-Through Certific
2.99
12/25/2035
0.01
Voya Financial Inc
5.65
05/15/2053
0.01
American International Group Inc
5.75
04/01/2048
0.01
Amgen Inc
2.20
02/21/2027
0.01
Freddie Mac REMICS
3.28
01/15/2044
0.01
Juniper Networks Inc
5.95
03/15/2041
0.01
Motorola Solutions Inc
5.50
09/01/2044
0.01
Unum Group
5.75
08/15/2042
0.01
USD/CHF CFWD20221221
12/21/2022
0.01
National Rural Utilities Cooperativ
5.25
04/20/2046
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Banc of America Mortgage 2007-1 Tru
6.00
03/25/2037
0.01
Truist Bank
4.05
11/03/2025
0.01
Fannie Mae REMICS
4.00
08/25/2047
0.00
GBP/USD CFWD20221221
12/21/2022
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
GBP/USD CFWD20221221
12/21/2022
0.00
EUR/USD CFWD20221221
12/21/2022
0.00
Fannie Mae-Aces
0.23
12/25/2022
0.00
USD/SEK CFWD20221221
12/21/2022
0.00
CHF/USD CFWD20221221
12/21/2022
-0.00
CAD/USD CFWD20221221
12/21/2022
-0.00
USD/EUR CFWD20221221
12/21/2022
-0.00
USD/NOK CFWD20221221
12/21/2022
-0.00
AUD/USD CFWD20221221
12/21/2022
-0.00
GBP/USD CFWD20221221
12/21/2022
-0.00
EUR/USD CFWD20221221
12/21/2022
-0.00
CHF/USD CFWD20221221
12/21/2022
-0.00
CAD/USD CFWD20221221
12/21/2022
-0.05
as of 09/30/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Swiss Confederation Government Bond | 1.25 | 06/11/2024 | 6.19 |
Fannie Mae or Freddie Mac | 3.50 | 10/01/2052 | 5.71 |
United States Treasury Note/Bond | 1.38 | 01/31/2025 | 4.26 |
Fannie Mae or Freddie Mac | 3.00 | 10/01/2052 | 4.07 |
United States Treasury Note/Bond | 1.50 | 01/31/2027 | 3.93 |
United States Treasury Note/Bond | 1.50 | 02/29/2024 | 3.74 |
Norway Government Bond | 1.75 | 03/13/2025 | 2.94 |
Fannie Mae or Freddie Mac | 2.00 | 10/01/2052 | 2.88 |
United States Treasury Note/Bond | 3.25 | 08/31/2024 | 2.62 |
Fannie Mae or Freddie Mac | 4.00 | 10/01/2052 | 2.17 |
Bundesobligation | 0.00 | 04/10/2026 | 1.99 |
Fannie Mae or Freddie Mac | 3.00 | 10/01/2037 | 1.86 |
United States Treasury Note/Bond | 0.75 | 03/31/2026 | 1.85 |
United States Treasury Note/Bond | 1.12 | 02/28/2025 | 1.77 |
Fannie Mae or Freddie Mac | 2.50 | 10/01/2052 | 1.66 |
Fannie Mae or Freddie Mac | 4.50 | 10/01/2052 | 1.65 |
Swiss Confederation Government Bond | 0.50 | 05/27/2030 | 1.33 |
United States Treasury Note/Bond | 0.88 | 01/31/2024 | 1.22 |
United States Treasury Note/Bond | 1.38 | 10/31/2028 | 1.21 |
Sweden Government Bond | 2.50 | 05/12/2025 | 1.20 |
United States Treasury Note/Bond | 2.00 | 02/15/2050 | 1.05 |
Norway Government Bond | 1.38 | 08/19/2030 | 0.93 |
Bundesrepublik Deutschland Bundesan | 0.00 | 02/15/2031 | 0.86 |
Australia Government Bond | 4.25 | 04/21/2026 | 0.85 |
Fannie Mae Pool | 2.00 | 08/01/2051 | 0.79 |
United States Treasury Note/Bond | 1.50 | 08/15/2026 | 0.72 |
Fannie Mae or Freddie Mac | 5.00 | 10/01/2052 | 0.70 |
Freddie Mac Pool | 2.50 | 07/01/2050 | 0.66 |
Freddie Mac Pool | 2.50 | 08/01/2050 | 0.59 |
Goldman Sachs Group Inc/The | 4.00 | 03/03/2024 | 0.57 |
Freddie Mac Pool | 3.00 | 05/01/2050 | 0.55 |
Freddie Mac Pool | 3.00 | 05/01/2050 | 0.55 |
Australia Government Bond | 2.50 | 05/21/2030 | 0.52 |
Fannie Mae or Freddie Mac | 2.00 | 10/01/2037 | 0.49 |
CASH & EQUIVALENTS | 0.00 | 0.46 | |
Sweden Government Bond | 0.75 | 11/12/2029 | 0.45 |
United States Treasury Note/Bond | 1.38 | 11/15/2031 | 0.43 |
Fannie Mae Pool | 3.00 | 11/01/2051 | 0.42 |
United States Treasury Note/Bond | 2.38 | 11/15/2049 | 0.42 |
American Honda Finance Corp | 3.50 | 02/15/2028 | 0.42 |
United States Treasury Bill | 0.00 | 11/17/2022 | 0.42 |
Fannie Mae Pool | 2.50 | 08/01/2051 | 0.41 |
TCI Communications Inc | 7.12 | 02/15/2028 | 0.41 |
AEP Texas Inc | 3.95 | 06/01/2028 | 0.40 |
Lloyds Banking Group PLC | 4.45 | 05/08/2025 | 0.39 |
Invesco Treasury Portfolio | 0.39 | ||
Morgan Stanley | 3.74 | 04/24/2024 | 0.38 |
SSM Health Care Corp | 3.69 | 06/01/2023 | 0.38 |
MetLife Inc | 3.60 | 04/10/2024 | 0.36 |
Fannie Mae or Freddie Mac | 2.50 | 10/01/2037 | 0.36 |
QUALCOMM Inc | 2.90 | 05/20/2024 | 0.35 |
United States Treasury Note/Bond | 2.00 | 11/15/2041 | 0.34 |
HSBC Bank USA NA/New York NY | 5.88 | 11/01/2034 | 0.34 |
Invesco Government & Agency Portfol | 0.34 | ||
DuPont de Nemours Inc | 4.49 | 11/15/2025 | 0.32 |
Barclays PLC | 3.56 | 09/23/2035 | 0.31 |
Altria Group Inc | 2.45 | 02/04/2032 | 0.30 |
Fannie Mae Pool | 2.00 | 03/01/2051 | 0.30 |
Diageo Capital PLC | 2.12 | 10/24/2024 | 0.29 |
Morgan Stanley | 3.88 | 04/29/2024 | 0.28 |
Southern California Edison Co | 6.65 | 04/01/2029 | 0.27 |
JPMorgan Chase & Co | 3.88 | 09/10/2024 | 0.26 |
Union Electric Co | 8.45 | 03/15/2039 | 0.26 |
Alibaba Group Holding Ltd | 4.50 | 11/28/2034 | 0.26 |
Apple Inc | 3.35 | 02/09/2027 | 0.26 |
Shell International Finance BV | 6.38 | 12/15/2038 | 0.25 |
Cummins Inc | 3.65 | 10/01/2023 | 0.25 |
Fannie Mae or Freddie Mac | 3.50 | 10/01/2037 | 0.25 |
Svenska Handelsbanken AB | 3.90 | 11/20/2023 | 0.25 |
Omega Healthcare Investors Inc | 3.38 | 02/01/2031 | 0.25 |
Starbucks Corp | 3.85 | 10/01/2023 | 0.25 |
Apple Inc | 1.12 | 05/11/2025 | 0.25 |
Amgen Inc | 2.60 | 08/19/2026 | 0.24 |
Southwest Airlines Co | 3.00 | 11/15/2026 | 0.24 |
Warnermedia Holdings Inc | 4.05 | 03/15/2029 | 0.24 |
INVESCO LIQUID ASSET CASH MF | 0.24 | ||
Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.24 |
International Business Machines Cor | 7.12 | 12/01/2096 | 0.24 |
HSBC Holdings PLC | 4.25 | 03/14/2024 | 0.24 |
Air Lease Corp | 3.00 | 02/01/2030 | 0.24 |
Verizon Communications Inc | 0.85 | 11/20/2025 | 0.23 |
Sumitomo Mitsui Financial Group Inc | 3.45 | 01/11/2027 | 0.23 |
Grupo Televisa SAB | 4.62 | 01/30/2026 | 0.23 |
Apple Inc | 4.45 | 05/06/2044 | 0.23 |
Exxon Mobil Corp | 2.99 | 03/19/2025 | 0.23 |
Collins Aerospace | 3.20 | 03/15/2024 | 0.23 |
TWDC Enterprises 18 Corp | 3.15 | 09/17/2025 | 0.23 |
Reynolds American Inc | 5.85 | 08/15/2045 | 0.23 |
Wells Fargo & Co | 4.10 | 06/03/2026 | 0.23 |
Boeing Co/The | 3.25 | 02/01/2028 | 0.23 |
Caterpillar Financial Services Corp | 3.25 | 12/01/2024 | 0.23 |
Novartis Capital Corp | 3.10 | 05/17/2027 | 0.23 |
Fannie Mae Pool | 2.50 | 08/01/2050 | 0.23 |
Westpac Banking Corp | 2.85 | 05/13/2026 | 0.22 |
America Movil SAB de CV | 6.38 | 03/01/2035 | 0.22 |
Amgen Inc | 3.62 | 05/22/2024 | 0.22 |
Bank of America Corp | 4.45 | 03/03/2026 | 0.22 |
International Business Machines Cor | 5.60 | 11/30/2039 | 0.22 |
Exxon Mobil Corp | 3.48 | 03/19/2030 | 0.22 |
Microsoft Corp | 3.12 | 11/03/2025 | 0.22 |
Alibaba Group Holding Ltd | 2.12 | 02/09/2031 | 0.22 |
Virginia Electric and Power Co | 8.88 | 11/15/2038 | 0.22 |
CHRISTUS Health | 4.34 | 07/01/2028 | 0.21 |
Walmart Inc | 3.95 | 06/28/2038 | 0.21 |
Southwest Gas Corp | 4.05 | 03/15/2032 | 0.21 |
Reliance Standard Life Global Fundi | 2.75 | 01/21/2027 | 0.21 |
Morgan Stanley | 3.88 | 01/27/2026 | 0.21 |
Baidu Inc | 4.38 | 05/14/2024 | 0.21 |
Altria Group Inc | 4.50 | 05/02/2043 | 0.21 |
Credit Suisse Group AG | 4.55 | 04/17/2026 | 0.21 |
American Airlines 2021-1 Class A Pa | 2.88 | 07/11/2034 | 0.21 |
Santander Holdings USA Inc | 4.26 | 06/09/2025 | 0.21 |
Charter Communications Operating LL | 5.05 | 03/30/2029 | 0.21 |
Australia & New Zealand Banking Gro | 3.70 | 11/16/2025 | 0.21 |
Pacific Gas and Electric Co | 4.55 | 07/01/2030 | 0.21 |
Amazon.com Inc | 4.10 | 04/13/2062 | 0.20 |
Fannie Mae Pool | 3.00 | 12/01/2049 | 0.20 |
General Electric Co | 5.88 | 01/14/2038 | 0.20 |
Cheniere Corpus Christi Holdings LL | 7.00 | 06/30/2024 | 0.20 |
Altria Group Inc | 3.40 | 05/06/2030 | 0.20 |
Fannie Mae Pool | 2.50 | 03/01/2050 | 0.20 |
Capital One Financial Corp | 3.75 | 03/09/2027 | 0.20 |
Banco Santander SA | 4.25 | 04/11/2027 | 0.20 |
Westpac Banking Corp | 2.70 | 08/19/2026 | 0.20 |
Booking Holdings Inc | 3.55 | 03/15/2028 | 0.19 |
Citigroup Inc | 5.32 | 03/26/2041 | 0.19 |
Bank of America Corp | 1.32 | 06/19/2026 | 0.19 |
nVent Finance Sarl | 4.55 | 04/15/2028 | 0.19 |
BAT Capital Corp | 3.56 | 08/15/2027 | 0.19 |
Toyota Motor Corp | 1.34 | 03/25/2026 | 0.19 |
Bank of America Corp | 2.48 | 09/21/2036 | 0.19 |
General Motors Co | 6.25 | 10/02/2043 | 0.19 |
BAT Capital Corp | 4.74 | 03/16/2032 | 0.19 |
Oglethorpe Power Corp | 5.95 | 11/01/2039 | 0.19 |
American Express Co | 3.40 | 02/22/2024 | 0.18 |
Lloyds Banking Group PLC | 3.75 | 01/11/2027 | 0.18 |
Apple Inc | 3.25 | 02/23/2026 | 0.18 |
Lloyds Banking Group PLC | 4.50 | 11/04/2024 | 0.18 |
Banco Santander SA | 3.31 | 06/27/2029 | 0.18 |
Boston Properties LP | 3.40 | 06/21/2029 | 0.18 |
Prudential Financial Inc | 5.62 | 06/15/2043 | 0.18 |
Sumitomo Mitsui Financial Group Inc | 2.14 | 09/23/2030 | 0.18 |
Charter Communications Operating LL | 4.20 | 03/15/2028 | 0.18 |
HSBC Holdings PLC | 2.25 | 11/22/2027 | 0.18 |
Boeing Co/The | 3.20 | 03/01/2029 | 0.18 |
Altria Group Inc | 4.80 | 02/14/2029 | 0.17 |
Deutsche Bank AG/New York NY | 3.04 | 05/28/2032 | 0.17 |
AvalonBay Communities Inc | 4.20 | 12/15/2023 | 0.17 |
Amazon.com Inc | 3.25 | 05/12/2061 | 0.17 |
Anheuser-Busch InBev Worldwide Inc | 8.20 | 01/15/2039 | 0.17 |
Chevron Corp | 2.90 | 03/03/2024 | 0.17 |
Fannie Mae Pool | 3.00 | 10/01/2049 | 0.17 |
Wells Fargo Bank NA | 6.60 | 01/15/2038 | 0.17 |
Bank of America Corp | 6.11 | 01/29/2037 | 0.17 |
Stanley Black & Decker Inc | 4.25 | 11/15/2028 | 0.17 |
HSBC Holdings PLC | 6.80 | 06/01/2038 | 0.17 |
Energy Transfer LP | 5.30 | 04/15/2047 | 0.17 |
Diageo Capital PLC | 3.88 | 05/18/2028 | 0.17 |
Microsoft Corp | 3.04 | 03/17/2062 | 0.16 |
Oracle Corp | 3.90 | 05/15/2035 | 0.16 |
Philip Morris International Inc | 4.50 | 03/20/2042 | 0.16 |
HSBC Holdings PLC | 4.29 | 09/12/2026 | 0.16 |
Alibaba Group Holding Ltd | 4.00 | 12/06/2037 | 0.16 |
Bank of America Corp | 7.75 | 05/14/2038 | 0.16 |
National Rural Utilities Cooperativ | 3.40 | 11/15/2023 | 0.16 |
Norfolk Southern Corp | 4.10 | 05/15/2121 | 0.16 |
USD/NOK CFWD20221221 | 12/21/2022 | 0.16 | |
BP Capital Markets PLC | 3.72 | 11/28/2028 | 0.16 |
Citigroup Inc | 4.04 | 06/01/2024 | 0.16 |
Viatris Inc | 2.70 | 06/22/2030 | 0.16 |
Alibaba Group Holding Ltd | 3.40 | 12/06/2027 | 0.16 |
JPMorgan Chase & Co | 2.08 | 04/22/2026 | 0.16 |
HSBC Holdings PLC | 3.95 | 05/18/2024 | 0.16 |
Shell International Finance BV | 2.38 | 11/07/2029 | 0.16 |
Deutsche Bank AG/New York NY | 6.12 | 07/14/2026 | 0.16 |
Time Warner Cable LLC | 4.50 | 09/15/2042 | 0.16 |
International Business Machines Cor | 4.15 | 05/15/2039 | 0.16 |
Credit Suisse AG/New York NY | 1.25 | 08/07/2026 | 0.15 |
British Telecommunications PLC | 9.62 | 12/15/2030 | 0.15 |
Hasbro Inc | 6.35 | 03/15/2040 | 0.15 |
National Australia Bank Ltd/New Yor | 3.38 | 01/14/2026 | 0.15 |
Baidu Inc | 4.38 | 03/29/2028 | 0.15 |
BAT Capital Corp | 2.26 | 03/25/2028 | 0.15 |
CommonSpirit Health | 1.55 | 10/01/2025 | 0.15 |
Goldman Sachs Group Inc/The | 3.50 | 11/16/2026 | 0.15 |
Parker-Hannifin Corp | 3.25 | 03/01/2027 | 0.15 |
Cooperatieve Rabobank UA | 3.75 | 07/21/2026 | 0.15 |
Pacific Gas and Electric Co | 4.20 | 06/01/2041 | 0.15 |
CNA Financial Corp | 3.45 | 08/15/2027 | 0.15 |
Goldman Sachs Group Inc/The | 6.25 | 02/01/2041 | 0.15 |
Raytheon Technologies Corp | 3.50 | 03/15/2027 | 0.15 |
Appalachian Power Co | 7.00 | 04/01/2038 | 0.14 |
Freddie Mac Pool | 3.00 | 01/01/2050 | 0.14 |
JPMorgan Chase & Co | 7.75 | 07/15/2025 | 0.14 |
PNC Financial Services Group Inc/Th | 3.90 | 04/29/2024 | 0.14 |
Philip Morris International Inc | 6.38 | 05/16/2038 | 0.14 |
Black Hills Corp | 3.95 | 01/15/2026 | 0.14 |
Johnson & Johnson | 3.55 | 03/01/2036 | 0.14 |
Gilead Sciences Inc | 1.20 | 10/01/2027 | 0.14 |
JPMorgan Chase & Co | 3.80 | 07/23/2024 | 0.14 |
Simon Property Group LP | 6.75 | 02/01/2040 | 0.14 |
Visa Inc | 4.15 | 12/14/2035 | 0.13 |
PPG Industries Inc | 2.40 | 08/15/2024 | 0.13 |
Nomura Holdings Inc | 1.65 | 07/14/2026 | 0.13 |
Discovery Communications LLC | 4.12 | 05/15/2029 | 0.13 |
Healthpeak Properties Inc | 2.12 | 12/01/2028 | 0.13 |
HCA Inc | 5.25 | 06/15/2049 | 0.13 |
Energy Transfer LP | 3.90 | 05/15/2024 | 0.13 |
Marathon Oil Corp | 6.60 | 10/01/2037 | 0.13 |
Rio Tinto Finance USA Ltd | 5.20 | 11/02/2040 | 0.13 |
Ameriprise Financial Inc | 4.00 | 10/15/2023 | 0.13 |
Western Union Co/The | 6.20 | 11/17/2036 | 0.13 |
Southern California Gas Co | 3.20 | 06/15/2025 | 0.13 |
Cintas Corp No 2 | 3.70 | 04/01/2027 | 0.13 |
Oracle Corp | 4.10 | 03/25/2061 | 0.13 |
Citigroup Inc | 8.12 | 07/15/2039 | 0.13 |
CDW LLC / CDW Finance Corp | 4.12 | 05/01/2025 | 0.13 |
Brookfield Finance Inc | 4.00 | 04/01/2024 | 0.13 |
General Motors Co | 6.75 | 04/01/2046 | 0.13 |
Barclays Bank PLC | 3.75 | 05/15/2024 | 0.13 |
Realty Income Corp | 3.95 | 08/15/2027 | 0.13 |
Brighthouse Financial Inc | 3.70 | 06/22/2027 | 0.13 |
Enterprise Products Operating LLC | 4.15 | 10/16/2028 | 0.12 |
Amazon.com Inc | 4.25 | 08/22/2057 | 0.12 |
Ally Financial Inc | 8.00 | 11/01/2031 | 0.12 |
National Australia Bank Ltd/New Yor | 2.50 | 07/12/2026 | 0.12 |
Bristol-Myers Squibb Co | 3.40 | 07/26/2029 | 0.12 |
NextEra Energy Capital Holdings Inc | 3.50 | 04/01/2029 | 0.12 |
Eversource Energy | 2.90 | 10/01/2024 | 0.12 |
Southwestern Electric Power Co | 1.65 | 03/15/2026 | 0.12 |
ING Groep NV | 4.05 | 04/09/2029 | 0.12 |
Huntington Bancshares Inc/OH | 2.62 | 08/06/2024 | 0.12 |
Fifth Third Bancorp | 2.38 | 01/28/2025 | 0.12 |
ConocoPhillips Co | 6.95 | 04/15/2029 | 0.12 |
Philip Morris International Inc | 1.75 | 11/01/2030 | 0.12 |
Simon Property Group LP | 2.25 | 01/15/2032 | 0.12 |
FedEx Corp | 5.25 | 05/15/2050 | 0.12 |
Enel Generacion Chile SA | 4.25 | 04/15/2024 | 0.12 |
Broadcom Inc | 4.93 | 05/15/2037 | 0.12 |
Reynolds American Inc | 5.70 | 08/15/2035 | 0.12 |
Prudential Financial Inc | 5.20 | 03/15/2044 | 0.12 |
Brookfield Finance Inc | 3.90 | 01/25/2028 | 0.12 |
McKesson Corp | 1.30 | 08/15/2026 | 0.12 |
Black Hills Corp | 4.25 | 11/30/2023 | 0.11 |
American Tower Corp | 3.95 | 03/15/2029 | 0.11 |
Western Digital Corp | 2.85 | 02/01/2029 | 0.11 |
Chevron USA Inc | 3.85 | 01/15/2028 | 0.11 |
Baidu Inc | 1.62 | 02/23/2027 | 0.11 |
HP Inc | 6.00 | 09/15/2041 | 0.11 |
KeyBank NA/Cleveland OH | 3.40 | 05/20/2026 | 0.11 |
Nomura Holdings Inc | 2.71 | 01/22/2029 | 0.11 |
Dignity Health | 5.27 | 11/01/2064 | 0.11 |
British Telecommunications PLC | 5.12 | 12/04/2028 | 0.11 |
BlackRock Inc | 2.10 | 02/25/2032 | 0.11 |
Autodesk Inc | 2.85 | 01/15/2030 | 0.11 |
Kaiser Foundation Hospitals | 3.15 | 05/01/2027 | 0.11 |
Quanta Services Inc | 2.90 | 10/01/2030 | 0.11 |
Berkshire Hathaway Finance Corp | 5.75 | 01/15/2040 | 0.11 |
Mitsubishi UFJ Financial Group Inc | 3.96 | 03/02/2028 | 0.11 |
Mitsubishi UFJ Financial Group Inc | 4.05 | 09/11/2028 | 0.11 |
Johnson & Johnson | 2.45 | 09/01/2060 | 0.11 |
NextEra Energy Capital Holdings Inc | 5.65 | 05/01/2079 | 0.11 |
Harley-Davidson Inc | 4.62 | 07/28/2045 | 0.11 |
Edison International | 4.12 | 03/15/2028 | 0.11 |
Fannie Mae Pool | 3.00 | 02/01/2050 | 0.11 |
Paramount Global | 4.20 | 05/19/2032 | 0.11 |
Citigroup Commercial Mortgage Trust | 1.22 | 10/12/2050 | 0.11 |
Fannie Mae Pool | 3.00 | 03/01/2050 | 0.11 |
Citigroup Inc | 4.41 | 03/31/2031 | 0.11 |
Altria Group Inc | 2.62 | 09/16/2026 | 0.11 |
PacifiCorp | 6.00 | 01/15/2039 | 0.11 |
Hewlett Packard Enterprise Co | 6.35 | 10/15/2045 | 0.11 |
TSMC Arizona Corp | 2.50 | 10/25/2031 | 0.11 |
Mylan Inc | 4.55 | 04/15/2028 | 0.11 |
Walgreens Boots Alliance Inc | 4.80 | 11/18/2044 | 0.11 |
United Airlines 2020-1 Class A Pass | 5.88 | 10/15/2027 | 0.11 |
Intel Corp | 4.95 | 03/25/2060 | 0.11 |
Cigna Corp | 4.50 | 02/25/2026 | 0.10 |
Omnicom Group Inc / Omnicom Capital | 3.65 | 11/01/2024 | 0.10 |
Bancolombia SA | 3.00 | 01/29/2025 | 0.10 |
Lloyds Banking Group PLC | 3.87 | 07/09/2025 | 0.10 |
Lowe's Cos Inc | 3.12 | 09/15/2024 | 0.10 |
Koninklijke KPN NV | 8.38 | 10/01/2030 | 0.10 |
HCA Inc | 5.25 | 04/15/2025 | 0.10 |
BAT Capital Corp | 3.22 | 08/15/2024 | 0.10 |
Baidu Inc | 4.88 | 11/14/2028 | 0.10 |
NatWest Group PLC | 4.80 | 04/05/2026 | 0.10 |
Weibo Corp | 3.50 | 07/05/2024 | 0.10 |
Ascension Health | 2.53 | 11/15/2029 | 0.10 |
Philip Morris International Inc | 2.10 | 05/01/2030 | 0.10 |
Canadian Pacific Railway Co | 6.12 | 09/15/2115 | 0.10 |
Sumitomo Mitsui Financial Group Inc | 2.35 | 01/15/2025 | 0.10 |
Nomura Holdings Inc | 2.65 | 01/16/2025 | 0.10 |
Pharmacia LLC | 6.60 | 12/01/2028 | 0.10 |
Suzano Austria GmbH | 6.00 | 01/15/2029 | 0.10 |
Ross Stores Inc | 1.88 | 04/15/2031 | 0.10 |
HSBC Holdings PLC | 4.38 | 11/23/2026 | 0.10 |
BPCE SA | 4.50 | 03/15/2025 | 0.10 |
Kyndryl Holdings Inc | 2.70 | 10/15/2028 | 0.10 |
GLP Capital LP / GLP Financing II I | 5.30 | 01/15/2029 | 0.10 |
Oracle Corp | 3.85 | 04/01/2060 | 0.10 |
USD/NOK CFWD20221221 | 12/21/2022 | 0.10 | |
Alibaba Group Holding Ltd | 4.20 | 12/06/2047 | 0.10 |
Eversource Energy | 3.30 | 01/15/2028 | 0.10 |
Pinnacle West Capital Corp | 1.30 | 06/15/2025 | 0.10 |
Union Pacific Corp | 3.85 | 02/14/2072 | 0.10 |
Banco Santander SA | 4.38 | 04/12/2028 | 0.10 |
Allstate Corp/The | 3.28 | 12/15/2026 | 0.10 |
AXA SA | 8.60 | 12/15/2030 | 0.09 |
Assured Guaranty US Holdings Inc | 5.00 | 07/01/2024 | 0.09 |
Discovery Communications LLC | 3.95 | 03/20/2028 | 0.09 |
Altria Group Inc | 5.80 | 02/14/2039 | 0.09 |
Brunswick Corp/DE | 5.10 | 04/01/2052 | 0.09 |
Stewart Information Services Corp | 3.60 | 11/15/2031 | 0.09 |
National Rural Utilities Cooperativ | 8.00 | 03/01/2032 | 0.09 |
Nomura Holdings Inc | 2.33 | 01/22/2027 | 0.09 |
Freddie Mac Pool | 4.50 | 09/01/2049 | 0.09 |
American Water Capital Corp | 3.85 | 03/01/2024 | 0.09 |
Boston Properties LP | 2.75 | 10/01/2026 | 0.09 |
Jefferies Group LLC | 6.25 | 01/15/2036 | 0.09 |
Realty Income Corp | 2.20 | 06/15/2028 | 0.09 |
Brighthouse Financial Inc | 4.70 | 06/22/2047 | 0.09 |
Spectra Energy Partners LP | 3.50 | 03/15/2025 | 0.09 |
Southern California Edison Co | 6.00 | 01/15/2034 | 0.09 |
USD/CHF CFWD20221221 | 12/21/2022 | 0.09 | |
MidAmerican Energy Co | 3.65 | 04/15/2029 | 0.09 |
Progress Energy Inc | 7.75 | 03/01/2031 | 0.09 |
Enterprise Products Operating LLC | 3.75 | 02/15/2025 | 0.09 |
Consolidated Edison Co of New York | 4.50 | 05/15/2058 | 0.08 |
Baidu Inc | 2.38 | 08/23/2031 | 0.08 |
Simon Property Group LP | 4.25 | 10/01/2044 | 0.08 |
US Bancorp | 3.10 | 04/27/2026 | 0.08 |
ORIX Corp | 4.05 | 01/16/2024 | 0.08 |
HSBC Holdings PLC | 4.58 | 06/19/2029 | 0.08 |
Edison International | 5.75 | 06/15/2027 | 0.08 |
Xilinx Inc | 2.95 | 06/01/2024 | 0.08 |
Deutsche Bank AG/New York NY | 4.16 | 05/13/2025 | 0.08 |
American International Group Inc | 3.90 | 04/01/2026 | 0.08 |
Altria Group Inc | 3.88 | 09/16/2046 | 0.08 |
Apple Inc | 2.85 | 08/05/2061 | 0.08 |
Westpac Banking Corp | 3.35 | 03/08/2027 | 0.07 |
Spirit Realty LP | 3.20 | 02/15/2031 | 0.07 |
Energy Transfer LP | 5.40 | 10/01/2047 | 0.07 |
Baker Hughes Holdings LLC | 5.12 | 09/15/2040 | 0.07 |
Williams Cos Inc/The | 6.30 | 04/15/2040 | 0.07 |
Columbia Pipeline Group Inc | 5.80 | 06/01/2045 | 0.07 |
Manulife Financial Corp | 4.15 | 03/04/2026 | 0.07 |
Kinder Morgan Energy Partners LP | 6.95 | 01/15/2038 | 0.07 |
Prudential Financial Inc | 5.38 | 05/15/2045 | 0.07 |
Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.07 |
Apple Inc | 1.20 | 02/08/2028 | 0.07 |
Dell International LLC / EMC Corp | 3.38 | 12/15/2041 | 0.07 |
Cooperatieve Rabobank UA | 5.25 | 05/24/2041 | 0.07 |
Hess Corp | 5.60 | 02/15/2041 | 0.07 |
Southwest Airlines Co | 5.12 | 06/15/2027 | 0.07 |
Halliburton Co | 7.45 | 09/15/2039 | 0.06 |
ONEOK Inc | 5.20 | 07/15/2048 | 0.06 |
Hasbro Inc | 5.10 | 05/15/2044 | 0.06 |
Apple Inc | 2.80 | 02/08/2061 | 0.06 |
JPMorgan Chase & Co | 4.12 | 12/15/2026 | 0.06 |
USD/AUD CFWD20221221 | 12/21/2022 | 0.06 | |
AerCap Ireland Capital DAC / AerCap | 3.30 | 01/30/2032 | 0.06 |
FS KKR Capital Corp | 4.12 | 02/01/2025 | 0.06 |
Blackstone Holdings Finance Co LLC | 3.15 | 10/02/2027 | 0.06 |
Amphenol Corp | 3.20 | 04/01/2024 | 0.06 |
Fannie Mae Pool | 4.50 | 06/01/2049 | 0.06 |
Office Properties Income Trust | 2.40 | 02/01/2027 | 0.06 |
Truist Bank | 3.30 | 05/15/2026 | 0.06 |
Affiliated Managers Group Inc | 4.25 | 02/15/2024 | 0.06 |
Aon Corp | 8.21 | 01/01/2027 | 0.06 |
BANK 2019-BNK16 | 1.10 | 02/15/2052 | 0.05 |
Host Hotels & Resorts LP | 3.38 | 12/15/2029 | 0.05 |
Time Warner Cable LLC | 7.30 | 07/01/2038 | 0.05 |
Toledo Hospital/The | 6.01 | 11/15/2048 | 0.05 |
Johnson & Johnson | 1.30 | 09/01/2030 | 0.05 |
USD/CAD CFWD20221221 | 12/21/2022 | 0.05 | |
Corning Inc | 5.85 | 11/15/2068 | 0.05 |
General Motors Co | 6.60 | 04/01/2036 | 0.05 |
Plains All American Pipeline LP / P | 6.65 | 01/15/2037 | 0.05 |
Celanese US Holdings LLC | 6.38 | 07/15/2032 | 0.05 |
Mid-America Apartments LP | 3.60 | 06/01/2027 | 0.05 |
MetLife Inc | 5.88 | 12/31/2099 | 0.05 |
Citigroup Inc | 3.67 | 07/24/2028 | 0.05 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.05 | |
American Water Capital Corp | 6.59 | 10/15/2037 | 0.05 |
Barclays PLC | 8.00 | 12/31/2099 | 0.05 |
Synchrony Financial | 3.95 | 12/01/2027 | 0.05 |
Shell International Finance BV | 3.25 | 05/11/2025 | 0.05 |
Toronto-Dominion Bank/The | 1.25 | 09/10/2026 | 0.05 |
Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.05 |
Brookfield Finance Inc | 4.70 | 09/20/2047 | 0.04 |
Spirit Airlines Pass Through Trust | 4.10 | 10/01/2029 | 0.04 |
Enstar Group Ltd | 3.10 | 09/01/2031 | 0.04 |
American Express Co | 3.00 | 10/30/2024 | 0.04 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.04 | |
ORIX Corp | 3.70 | 07/18/2027 | 0.04 |
USD/SEK CFWD20221221 | 12/21/2022 | 0.03 | |
Owens Corning | 7.00 | 12/01/2036 | 0.03 |
USD/CHF CFWD20221221 | 12/21/2022 | 0.03 | |
Freddie Mac Pool | 4.50 | 01/01/2050 | 0.03 |
BAT Capital Corp | 4.54 | 08/15/2047 | 0.03 |
USD/SEK CFWD20221221 | 12/21/2022 | 0.03 | |
Service Properties Trust | 4.35 | 10/01/2024 | 0.03 |
Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.03 |
Energy Transfer LP | 4.95 | 05/15/2028 | 0.03 |
Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.02 |
Fannie Mae REMICS | 2.82 | 09/25/2047 | 0.02 |
Dow Chemical Co/The | 9.40 | 05/15/2039 | 0.02 |
General Motors Co | 5.15 | 04/01/2038 | 0.02 |
Dell International LLC / EMC Corp | 8.35 | 07/15/2046 | 0.02 |
Time Warner Entertainment Co LP | 8.38 | 07/15/2033 | 0.02 |
General Motors Co | 5.95 | 04/01/2049 | 0.02 |
Charter Communications Operating LL | 5.12 | 07/01/2049 | 0.02 |
Service Properties Trust | 4.95 | 10/01/2029 | 0.02 |
Altria Group Inc | 5.95 | 02/14/2049 | 0.02 |
USD/AUD CFWD20221221 | 12/21/2022 | 0.02 | |
RenaissanceRe Finance Inc | 3.70 | 04/01/2025 | 0.02 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.02 | |
Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
Dell International LLC / EMC Corp | 8.10 | 07/15/2036 | 0.02 |
Government National Mortgage Associ | 3.26 | 10/16/2047 | 0.01 |
Sabra Health Care LP | 5.12 | 08/15/2026 | 0.01 |
Fibria Overseas Finance Ltd | 5.50 | 01/17/2027 | 0.01 |
ArcelorMittal SA | 7.00 | 10/15/2039 | 0.01 |
BAT Capital Corp | 4.76 | 09/06/2049 | 0.01 |
California Institute of Technology | 4.70 | 11/01/2111 | 0.01 |
WaMu Mortgage Pass-Through Certific | 2.99 | 12/25/2035 | 0.01 |
Voya Financial Inc | 5.65 | 05/15/2053 | 0.01 |
American International Group Inc | 5.75 | 04/01/2048 | 0.01 |
Amgen Inc | 2.20 | 02/21/2027 | 0.01 |
Freddie Mac REMICS | 3.28 | 01/15/2044 | 0.01 |
Juniper Networks Inc | 5.95 | 03/15/2041 | 0.01 |
Motorola Solutions Inc | 5.50 | 09/01/2044 | 0.01 |
Unum Group | 5.75 | 08/15/2042 | 0.01 |
USD/CHF CFWD20221221 | 12/21/2022 | 0.01 | |
National Rural Utilities Cooperativ | 5.25 | 04/20/2046 | 0.01 |
Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
Banc of America Mortgage 2007-1 Tru | 6.00 | 03/25/2037 | 0.01 |
Truist Bank | 4.05 | 11/03/2025 | 0.01 |
Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
GBP/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
GBP/USD CFWD20221221 | 12/21/2022 | 0.00 | |
EUR/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae-Aces | 0.23 | 12/25/2022 | 0.00 |
USD/SEK CFWD20221221 | 12/21/2022 | 0.00 | |
CHF/USD CFWD20221221 | 12/21/2022 | -0.00 | |
CAD/USD CFWD20221221 | 12/21/2022 | -0.00 | |
USD/EUR CFWD20221221 | 12/21/2022 | -0.00 | |
USD/NOK CFWD20221221 | 12/21/2022 | -0.00 | |
AUD/USD CFWD20221221 | 12/21/2022 | -0.00 | |
GBP/USD CFWD20221221 | 12/21/2022 | -0.00 | |
EUR/USD CFWD20221221 | 12/21/2022 | -0.00 | |
CHF/USD CFWD20221221 | 12/21/2022 | -0.00 | |
CAD/USD CFWD20221221 | 12/21/2022 | -0.05 |