Invesco Core Plus Bond Fund

as of 06/30/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
2.99
United States Treasury Note/Bond 0.25 06/30/2025 2.23
1.99
Fannie Mae or Freddie Mac 2.50 07/01/2050 1.97
STIT - Treasury Portfolio 1.71
United States Treasury Note/Bond 0.62 05/15/2030 1.66
STIT - Government & Agency Portfoli 1.50
1.34
United States Treasury Note/Bond 2.00 02/15/2050 1.34
Corning Inc 5.45 11/15/2079 1.14
INVESCO LIQUID ASSET CASH MF 1.07
Fannie Mae Pool 4.50 10/01/2048 0.82
0.80
Wells Fargo & Co Conv Pfd 0.76
Fannie Mae Pool 3.50 05/01/2047 0.76
Sprint Spectrum Co LLC / Sprint Spe 5.15 03/20/2028 0.68
AT&T Inc 5.15 11/15/2046 0.68
Golub Capital Partners CLO 41 B Ltd 2.51 04/20/2029 0.66
Sprint Spectrum Co LLC / Sprint Spe 4.74 03/20/2025 0.63
Fomento Economico Mexicano SAB de C 3.50 01/16/2050 0.61
Invitation Homes 2018-SFR1 Trust 0.89 03/17/2037 0.61
Fannie Mae Pool 4.00 12/01/2048 0.61
Fannie Mae Pool 4.00 12/01/2048 0.61
CSAIL 2020-C19 Commercial Mortgage 2.56 03/15/2053 0.51
Saudi Arabian Oil Co 2.88 04/16/2024 0.51
Avery Point VI CLO Ltd 1.59 08/05/2027 0.50
One Bryant Park Trust 2019-OBP 2.52 09/15/2054 0.50
Coca-Cola Co/The 2.50 06/01/2040 0.49
Freddie Mac Multifamily Structured 3.76 01/25/2029 0.49
MDC Holdings Inc 6.00 01/15/2043 0.48
Africa Finance Corp 4.38 04/17/2026 0.46
AbbVie Inc 2.60 11/21/2024 0.45
ASTERIX INC 3.90 03/31/2023 0.44
Morgan Stanley Capital I Trust 2019 4.07 03/15/2052 0.44
United States Treasury Note/Bond 0.50 06/30/2027 0.44
Domino's Pizza Master Issuer LLC 3.67 10/25/2049 0.43
Chase Home Lending Mortgage Trust 2 3.50 07/25/2049 0.43
AbbVie Inc 2.30 11/21/2022 0.43
Golub Capital Partners CLO 35B Ltd 2.33 07/20/2029 0.42
Global Atlantic Fin Co 4.40 10/15/2029 0.42
UBS Commercial Mortgage Trust 2019- 3.60 04/15/2052 0.41
Broadcom Inc 4.70 04/15/2025 0.41
Benchmark 2019-B14 Mortgage Trust 3.05 12/15/2062 0.40
Occidental Petroleum Corp 4.10 02/01/2021 0.40
Morgan Stanley Capital I Trust 2017 0.88 11/15/2034 0.39
MDC Holdings Inc 3.85 01/15/2030 0.39
Angel Oak Mortgage Trust LLC 1.69 04/25/2065 0.38
OCP CLO 2014-7 Ltd 2.26 07/20/2029 0.37
Citigroup Inc 5.00 12/31/2049 0.36
Taconic Park CLO Ltd 2.14 01/20/2029 0.36
Starwood Waypoint Homes 2017-1 Trus 2.13 01/17/2035 0.36
Fairfax Financial Holdings Ltd 4.62 04/29/2030 0.36
Jimmy Johns Funding LLC 3.61 07/30/2047 0.35
Williams Cos Inc/The 4.12 11/15/2020 0.35
Verus Securitization Trust 2020-1 2.42 01/25/2060 0.35
Micron Technology Inc 4.18 02/15/2027 0.35
Oracle Corp 3.60 04/01/2050 0.34
Goldentree Loan Management US Clo 2 2.29 11/28/2030 0.34
Angel Oak Mortgage Trust I LLC 2019 3.63 03/25/2049 0.34
Canadian Natural Resources Ltd 2.05 07/15/2025 0.34
Sumitomo Mitsui Financial Group Inc 2.13 07/08/2030 0.33
Mitsubishi UFJ Lease & Finance Co L 3.64 04/13/2025 0.33
CGDBB Commercial Mortgage Trust 201 1.23 07/15/2032 0.33
Saudi Government International Bond 3.75 01/21/2055 0.33
InTown Hotel Portfolio Trust 2018-S 0.88 01/15/2033 0.32
Citigroup Inc 2.57 06/03/2031 0.32
Carrier Global Corp 2.24 02/15/2025 0.32
Progress Residential 2020-SFR1 Trus 1.73 04/17/2037 0.31
Charles Schwab Corp/The 5.38 12/31/2099 0.30
ONEOK Inc 6.35 01/15/2031 0.30
Benchmark 2019-B14 Mortgage Trust 3.90 12/15/2062 0.30
Truist Financial Corp 5.10 12/31/2059 0.30
Interpublic Group of Cos Inc/The 4.75 03/30/2030 0.29
New Residential Mortgage Loan Trust 2.46 01/26/2060 0.28
Bank of America Corp 2.68 06/19/2041 0.28
JOL Air Ltd 3.97 04/15/2044 0.28
GCAT 2019-NQM2 Trust 2.85 09/25/2059 0.28
NXP BV / NXP Funding LLC 144A 3.88 09/01/2022 0.28
Crown Castle International Corp 3.25 01/15/2051 0.28
COLT 2020-1 Mortgage Loan Trust 2.49 02/25/2050 0.28
Athene Holding Ltd 4.12 01/12/2028 0.28
AerCap Global Aviation Trust 144A 6.50 06/15/2045 0.27
Apollo Management Holdings LP 4.95 01/14/2050 0.27
JPMorgan Chase & Co 1.93 07/23/2024 0.27
JPMBB Commercial Mortgage Securitie 5.05 01/15/2047 0.27
United States Treasury Note/Bond 0.25 06/15/2023 0.27
Benchmark 2019-B15 Mortgage Trust 3.56 12/15/2072 0.27
Hertz Vehicle Financing II LP 3.42 05/25/2025 0.27
Ross Stores Inc 4.70 04/15/2027 0.27
MPLX LP 1.21 09/09/2021 0.26
Verus Securitization Trust 2019-1 3.84 02/25/2059 0.26
Carrier Global Corp 2.72 02/15/2030 0.26
MAD Mortgage Trust 2017-330M 3.29 08/15/2034 0.26
Homeward Opportunities Fund I Trust 3.45 01/25/2059 0.26
JPMorgan Chase & Co 2.08 04/22/2026 0.26
Anglo American Capital PLC 5.38 04/01/2025 0.26
Ellington Financial Mortgage Trust 2.74 11/25/2059 0.25
Race Point VIII CLO Ltd 1.42 02/20/2030 0.25
Broadcom Inc 5.00 04/15/2030 0.25
Morgan Stanley Capital I Trust 2019 3.49 11/15/2052 0.25
Wendy's Funding LLC 3.88 03/15/2048 0.25
Ross Stores Inc 4.60 04/15/2025 0.25
Horizon Aircraft Finance III Ltd 3.42 11/15/2039 0.25
Toyota Motor Credit Corp 3.00 04/01/2025 0.25
Apollo Management Holdings LP 2.65 06/05/2030 0.25
Sumitomo Mitsui Financial Group Inc 3.04 07/16/2029 0.25
CGDBB Commercial Mortgage Trust 201 0.97 07/15/2032 0.25
Race Point VIII CLO Ltd 1.88 02/20/2030 0.24
Hyundai Capital America 5.75 04/06/2023 0.24
DB Master Finance LLC 4.02 05/20/2049 0.24
Broadcom Inc 4.30 11/15/2032 0.24
Advance Auto Parts Inc 3.90 04/15/2030 0.24
ICG US CLO 2016-1 Ltd 1.98 07/29/2028 0.24
MVW 2019-2 LLC 2.22 10/20/2038 0.24
DB Master Finance LLC 4.35 05/20/2049 0.24
Ford Motor Credit Co LLC 5.08 01/07/2021 0.24
American Tower Corp 3.10 06/15/2050 0.24
Federation des Caisses Desjardins d 2.05 02/10/2025 0.24
Citigroup Mortgage Loan Trust 2019- 2.72 07/25/2049 0.24
Sempra Energy 4.88 12/31/2099 0.23
KeyCorp 2.25 04/06/2027 0.23
GE Capital International Funding Co 4.42 11/15/2035 0.23
POSCO 2.50 01/17/2025 0.23
DT Auto Owner Trust 2019-3 2.96 04/15/2025 0.23
Dell International LLC / EMC Corp 1 8.35 07/15/2046 0.23
Spirit Realty LP 3.40 01/15/2030 0.23
Freddie Mac Gold Pool 4.50 02/01/2040 0.23
Fannie Mae Connecticut Avenue Secur 3.02 11/25/2029 0.22
Apple Inc 2.65 05/11/2050 0.22
0.22
Ross Stores Inc 5.45 04/15/2050 0.22
OHA Loan Funding 2016-1 Ltd 2.40 01/20/2033 0.22
Neuberger Berman Loan Advisers CLO 2.16 04/19/2030 0.22
Anglo American Capital PLC 5.62 04/01/2030 0.22
Grand Parkway Transportation Corp 3.24 10/01/2052 0.22
Kinder Morgan Inc 7.75 01/15/2032 0.22
United States Treasury Bill 0.00 09/03/2020 0.22
CenterPoint Energy Inc 6.12 12/31/2049 0.21
Sonic Capital LLC 3.85 01/20/2050 0.21
Bank of New York Mellon Corp/The 4.70 12/31/2059 0.21
Citigroup Inc 4.45 09/29/2027 0.21
CSWF 2018-TOP 1.48 08/15/2035 0.21
MVW Owner Trust 2019-1 2.89 11/20/2036 0.21
Perusahaan Perseroan Persero PT Per 1.88 11/05/2031 0.21
Braskem Idesa SAPI 7.45 11/15/2029 0.21
COLT 2020-2 Mortgage Loan Trust 1.85 03/25/2065 0.21
Delta Air Lines 2020-1 Class AA Pas 2.00 06/10/2028 0.21
Upjohn Inc 2.70 06/22/2030 0.21
Norwegian Air Shuttle ASA 2016-1 Cl 7.50 11/10/2023 0.21
Freddie Mac Multifamily Structured 3.63 01/25/2029 0.21
Freddie Mac Multifamily Structured 3.03 09/25/2026 0.21
PPM CLO 3 Ltd 2.53 07/17/2030 0.21
Drax Finco PLC 6.62 11/01/2025 0.20
TICP CLO XV Ltd 2.92 04/20/2033 0.20
Galton Funding Mortgage Trust 2019- 2.66 10/25/2059 0.20
Connecticut Avenue Securities Trust 2.27 09/25/2039 0.20
Citigroup Inc 3.11 04/08/2026 0.20
New Residential Mortgage Loan Trust 2.49 09/25/2059 0.20
Upjohn Inc 4.00 06/22/2050 0.20
Athene Holding Ltd 6.15 04/03/2030 0.20
United Airlines 2018-1 Class AA Pas 3.50 03/01/2030 0.20
GS Mortgage Securities Trust 2020-G 2.38 05/12/2053 0.20
Wells Fargo & Co 5.38 11/02/2043 0.20
GS Mortgage Securities Trust 2020-G 2.91 02/13/2053 0.20
HMH Trust 2017-NSS 3.06 07/05/2031 0.20
Arch Capital Group Ltd 3.63 06/30/2050 0.20
Castlelake Aircraft Structured Trus 3.97 04/15/2039 0.19
Morgan Stanley Capital I Trust 2017 1.03 11/15/2034 0.19
Cigna Corp 3.40 09/17/2021 0.19
JP Morgan Trust 2015-3 144A 3.67 05/25/2045 0.19
MPLX LP 1.41 09/09/2022 0.19
Trust Fibra Uno 144A 5.25 01/30/2026 0.19
Triton Container Finance VI LLC 4.19 06/22/2043 0.19
Coca-Cola Co/The 2.60 06/01/2050 0.19
CVS Health Corp 4.12 04/01/2040 0.19
Citigroup Inc 4.41 03/31/2031 0.19
Freddie Mac Multifamily Structured 3.59 01/25/2025 0.19
CASH & EQUIVALENTS 0.00 0.19
Freeport-McMoRan Inc 5.00 09/01/2027 0.19
Ford Motor Credit Co LLC 3.81 10/12/2021 0.18
Sprint Spectrum Co LLC / Sprint Spe 3.36 09/20/2021 0.18
Apex Credit CLO 2017 Ltd 3.60 04/24/2029 0.18
Freddie Mac Structured Agency Credi 2.83 12/25/2029 0.18
Fannie Mae Pool 4.50 12/01/2048 0.18
Ameriprise Financial Inc 3.00 04/02/2025 0.18
Morgan Stanley 3.62 04/01/2031 0.18
Goldman Sachs Group Inc/The 3.50 04/01/2025 0.18
Teck Resources Ltd 6.12 10/01/2035 0.18
Carlyle Finance LLC 5.65 09/15/2048 0.18
Zimmer Biomet Holdings Inc 1.07 03/19/2021 0.18
JPMorgan Chase & Co 1.39 05/15/2047 0.18
Jimmy Johns Funding LLC 4.85 07/30/2047 0.18
JPMorgan Chase & Co 2.96 05/13/2031 0.18
Boeing Co/The 5.15 05/01/2030 0.18
JPMorgan Chase & Co 2.29 08/15/2021 0.18
Ginnie Mae II Pool 4.00 03/20/2048 0.18
Cigna Corp 2.11 07/15/2023 0.17
Corp Nacional del Cobre de Chile 3.15 01/14/2030 0.17
Match Group Inc 5.62 02/15/2029 0.17
InTown Hotel Portfolio Trust 2018-S 1.23 01/15/2033 0.17
Takeda Pharmaceutical Co Ltd 3.38 07/09/2060 0.17
Petronas Capital Ltd 4.55 04/21/2050 0.17
Freddie Mac Gold Pool 4.50 05/01/2041 0.17
Tencent Holdings Ltd 2.39 06/03/2030 0.17
Chase Mortgage Finance Corp 3.75 12/25/2045 0.17
Comcast Corp 2.80 01/15/2051 0.17
Netflix Inc 3.88 11/15/2029 0.17
Bayer US Finance II LLC 3.88 12/15/2023 0.17
Delta Air Lines Inc 2.60 12/04/2020 0.17
Lamar Media Corp 3.75 02/15/2028 0.17
Trust Fibra Uno 4.87 01/15/2030 0.17
Home Partners of America 2018-1 Tru 1.29 07/17/2037 0.17
Starwood Mortgage Residential Trust 2.27 02/25/2050 0.17
Global Bank Corp 144A 4.50 10/20/2021 0.17
SMBC Aviation Capital Finance DAC 4.12 07/15/2023 0.17
Deephaven Residential Mortgage Trus 2.79 10/25/2059 0.17
JPMorgan Chase & Co 3.11 04/22/2041 0.17
Fairfax Financial Holdings Ltd 4.85 04/17/2028 0.16
Dell International LLC / EMC Corp 1 4.42 06/15/2021 0.16
Oman Government International Bond 4.12 01/17/2023 0.16
DT Auto Owner Trust 2019-3 2.74 04/15/2025 0.16
PayPal Holdings Inc 2.65 10/01/2026 0.16
Credit Suisse Group AG 4.19 04/01/2031 0.16
Trinidad & Tobago Government Intern 4.50 06/26/2030 0.16
Saudi Arabian Oil Co 2.75 04/16/2022 0.16
NGPL PipeCo LLC 7.77 12/15/2037 0.16
AerCap Ireland Capital DAC / AerCap 4.50 09/15/2023 0.16
Goldman Sachs Group Inc/The 5.00 12/31/2049 0.16
Aviation Capital Group LLC 3.50 11/01/2027 0.16
Bayer US Finance II LLC 1.32 12/15/2023 0.16
American Equity Investment Life Hol 5.00 06/15/2027 0.16
Northern States Power Co/MN 2.60 06/01/2051 0.16
Canadian Natural Resources Ltd 2.95 07/15/2030 0.15
Connecticut Avenue Securities Trust 2.33 09/25/2031 0.15
Citigroup Inc 6.25 12/29/2049 0.15
GCAT 2019-NQM3 Trust 2.69 11/25/2059 0.15
Goldman Sachs Group Inc/The 3.27 09/29/2025 0.15
Lowe's Cos Inc 4.50 04/15/2030 0.15
Suzano Austria GmbH 6.00 01/15/2029 0.15
Alibaba Group Holding Ltd 4.40 12/06/2057 0.15
BOC Aviation Ltd 1.41 09/26/2023 0.15
Indonesia Government International 3.85 10/15/2030 0.15
Bank of America Corp 2.59 04/29/2031 0.15
Dominion Energy Inc 3.38 04/01/2030 0.15
Twitter Inc 3.88 12/15/2027 0.15
XLIT Ltd 5.50 03/31/2045 0.15
Athene Global Funding 2.50 01/14/2025 0.15
Amgen Inc 3.15 02/21/2040 0.15
Abu Dhabi Government International 3.88 04/16/2050 0.15
MACH 1 Cayman 2019-1 Ltd 4.33 10/15/2039 0.15
Comcast Corp 4.60 10/15/2038 0.15
Occidental Petroleum Corp 2.60 08/13/2021 0.15
Ford Motor Credit Co LLC 5.58 03/18/2024 0.14
Alibaba Group Holding Ltd 4.20 12/06/2047 0.14
PPM CLO 3 Ltd 3.08 07/17/2030 0.14
Morgan Stanley Pfd 0.14
Citizens Bank NA/Providence RI 2.25 04/28/2025 0.14
Ryder System Inc 4.62 06/01/2025 0.14
COLT 2020-1 Mortgage Loan Trust 2.69 02/25/2050 0.14
Anheuser-Busch InBev Worldwide Inc 4.50 06/01/2050 0.14
Sumitomo Mitsui Financial Group Inc 1.47 07/08/2025 0.14
Magna International Inc 2.45 06/15/2030 0.14
Volkswagen Group of America Finance 1.37 11/12/2021 0.14
Banco del Estado de Chile 2.70 01/09/2025 0.14
VEON Holdings BV 4.00 04/09/2025 0.14
Constellation Brands Inc 3.75 05/01/2050 0.14
General Motors Financial Co Inc 2.17 04/09/2021 0.14
Diamond Sports Group LLC / Diamond 5.38 08/15/2026 0.14
Fidelity National Financial Inc 3.40 06/15/2030 0.14
Targa Resources Partners LP / Targa 5.25 05/01/2023 0.14
Citigroup Inc 5.50 09/13/2025 0.14
Ford Motor Credit Co LLC 5.60 01/07/2022 0.13
W R Berkley Corp 4.00 05/12/2050 0.13
Hyundai Capital America 5.88 04/07/2025 0.13
Freddie Mac Structured Agency Credi 4.07 04/25/2029 0.13
Invitation Homes 2017-SFR2 Trust 1.64 12/17/2036 0.13
Natixis Commercial Mortgage Securit 3.92 11/15/2032 0.13
Morgan Stanley 2.19 04/28/2026 0.13
Welltower Inc 3.10 01/15/2030 0.13
Coca-Cola Co/The 2.75 06/01/2060 0.13
Angel Oak Mortgage Trust I LLC 2018 3.26 04/27/2048 0.13
Merck & Co Inc 0.75 02/24/2026 0.13
Plains All American Pipeline LP 6.12 12/31/2099 0.13
Standard Chartered PLC 144A 7.75 12/31/2049 0.13
Morgan Stanley Capital I Trust 2017 1.18 11/15/2034 0.13
Williams Cos Inc/The 3.50 11/15/2030 0.13
Australia & New Zealand Banking Gro 6.75 12/31/2049 0.13
Carrier Global Corp 2.49 02/15/2027 0.13
Dell International LLC / EMC Corp 1 6.02 06/15/2026 0.13
Cascades Inc/Cascades USA Inc 5.38 01/15/2028 0.13
WFRBS Commercial Mortgage Trust 201 4.70 04/15/2045 0.13
Southern Co/The 3.70 04/30/2030 0.13
Ford Motor Credit Co LLC 3.09 01/09/2023 0.13
Ukraine Government International Bo 4.38 01/27/2030 0.13
Angel Oak Mortgage Trust 2020-1 2.47 12/25/2059 0.12
Freddie Mac Multifamily Structured 4.03 10/25/2028 0.12
Freddie Mac Multifamily Structured 4.06 10/25/2028 0.12
Angel Oak Mortgage Trust I LLC 2018 3.65 09/25/2048 0.12
Goldman Sachs Group Inc/The 3.75 05/22/2025 0.12
Anheuser-Busch InBev Worldwide Inc 4.35 06/01/2040 0.12
Takeda Pharmaceutical Co Ltd 2.05 03/31/2030 0.12
Wendy's Funding LLC 4.08 06/15/2049 0.12
OBX 2019-EXP1 Trust 4.00 01/25/2059 0.12
Abu Dhabi Government International 2.50 04/16/2025 0.12
Hyundai Capital America 4.30 02/01/2024 0.12
Micron Technology Inc 4.97 02/06/2026 0.12
Iron Mountain Inc 5.25 07/15/2030 0.12
Takeda Pharmaceutical Co Ltd 3.17 07/09/2050 0.12
Invitation Homes 2017-SFR2 Trust 1.04 12/17/2036 0.12
ALM VII Ltd 2.39 07/15/2029 0.12
Fannie Mae Pool 3.50 10/01/2046 0.12
COMM 2015-CCRE25 Mortgage Trust 4.69 08/10/2048 0.12
AIG Global Funding 144A 2.70 12/15/2021 0.12
Apollo Management Holdings LP 144A 4.00 05/30/2024 0.12
Brighthouse Financial Inc 4.70 06/22/2047 0.12
MSCI Inc 3.88 02/15/2031 0.12
Tencent Holdings Ltd 2.98 01/19/2023 0.12
Petronas Capital Ltd 3.50 04/21/2030 0.12
Delta Air Lines Inc 7.38 01/15/2026 0.12
Prudential Financial Inc 5.62 06/15/2043 0.12
Deutsche Mortgage Securities Inc Re 3.23 06/27/2037 0.12
Banco do Brasil SA/Cayman 8.50 12/31/2049 0.12
Morgan Stanley 4.35 09/08/2026 0.12
Residential Mortgage Loan Trust 202 2.38 02/25/2024 0.12
JPMBB Commercial Mortgage Securitie 4.89 03/15/2049 0.12
Mars Inc 2.70 04/01/2025 0.12
Boston Properties LP 3.25 01/30/2031 0.11
Fifth Third Bancorp 2.55 05/05/2027 0.11
Residential Mortgage Loan Trust 201 2.63 09/25/2059 0.11
PayPal Holdings Inc 2.85 10/01/2029 0.11
NXP BV / NXP Funding LLC 144A 4.62 06/01/2023 0.11
Constellation Brands Inc 1.09 11/15/2021 0.11
CFCRE Commercial Mortgage Trust 201 5.93 12/15/2047 0.11
Credit Acceptance Corp 6.62 03/15/2026 0.11
Becton Dickinson and Co 3.79 05/20/2050 0.11
JPMorgan Chase & Co 3.62 12/01/2027 0.11
WFRBS Commercial Mortgage Trust 201 5.84 11/15/2044 0.11
Qatar Government International Bond 3.75 04/16/2030 0.11
Home Partners of America 2018-1 Tru 1.09 07/17/2037 0.11
Wells Fargo & Co 3.07 04/30/2041 0.11
Verus Securitization Trust 2019-2 3.21 05/25/2059 0.11
Freddie Mac Gold Pool 4.50 10/01/2046 0.11
Deephaven Residential Mortgage Trus 2.98 12/25/2057 0.11
JPMorgan Chase & Co 4.23 12/31/2049 0.11
Anheuser-Busch InBev Worldwide Inc 3.50 06/01/2030 0.10
Dell International LLC / EMC Corp 4.90 10/01/2026 0.10
Fannie Mae Pool 3.50 11/01/2046 0.10
Netflix Inc 5.38 11/15/2029 0.10
Fannie Mae Pool 3.50 12/01/2030 0.10
Credit Suisse Group AG 5.10 12/31/2049 0.10
Toyota Motor Credit Corp 2.15 02/13/2030 0.10
Banc of America Commercial Mortgage 3.99 09/15/2048 0.10
Thunderbolt II Aircraft Lease Ltd 5.07 09/15/2038 0.10
Georgia-Pacific LLC 2.10 04/30/2027 0.10
Comcast Corp 3.95 10/15/2025 0.10
Invitation Homes 2017-SFR2 Trust 1.99 12/17/2036 0.10
Bank of America Corp 4.20 08/26/2024 0.10
Synovus Financial Corp 3.12 11/01/2022 0.10
Alpek SAB de CV 4.25 09/18/2029 0.10
Regency Centers LP 4.12 03/15/2028 0.10
COMM 2016-GCT Mortgage Trust 3.09 08/10/2029 0.10
Fannie Mae Pool 3.50 10/01/2046 0.10
JP Morgan Chase Commercial Mortgage 3.81 12/15/2047 0.10
Alexandria Real Estate Equities Inc 3.38 08/15/2031 0.10
Healthpeak Properties Inc 2.88 01/15/2031 0.10
TransJamaican Highway Ltd 5.75 10/10/2036 0.10
Penske Truck Leasing Co Lp / PTL Fi 4.00 07/15/2025 0.10
United Airlines 2019-2 Class B Pass 3.50 05/01/2028 0.10
Perusahaan Perseroan Persero PT Per 3.00 06/30/2030 0.10
AT&T Inc 4.75 05/15/2046 0.10
Aviation Capital Group LLC 4.12 08/01/2025 0.10
CGDBB Commercial Mortgage Trust 201 1.78 07/15/2032 0.10
Newmont Corp 2.25 10/01/2030 0.10
East Ohio Gas Co/The 3.00 06/15/2050 0.10
Aviation Capital Group LLC 1.43 07/30/2021 0.09
Freeport-McMoRan Inc 4.25 03/01/2030 0.09
Parkland Corp/Canada 5.88 07/15/2027 0.09
Raymond James Financial Inc 4.65 04/01/2030 0.09
Fannie Mae Connecticut Avenue Secur 2.52 01/25/2031 0.09
Ashtead Capital Inc 4.00 05/01/2028 0.09
Perusahaan Perseroan Persero PT Per 4.00 06/30/2050 0.09
ONEOK Inc 5.85 01/15/2026 0.09
Georgia-Pacific LLC 1.75 09/30/2025 0.09
NXP BV / NXP Funding LLC / NXP USA 3.40 05/01/2030 0.09
Credit Agricole SA/London 1.91 06/16/2026 0.09
Ellington Financial Mortgage Trust 2.01 06/25/2065 0.09
Republic of Belarus Ministry of Fin 6.38 02/24/2031 0.09
Southwest Airlines Co 2.62 02/10/2030 0.09
Symphony CLO XXII Ltd 3.01 04/18/2033 0.09
Altria Group Inc 4.40 02/14/2026 0.09
Benchmark 2019-B11 Mortgage Trust 3.00 05/15/2052 0.09
Ryder System Inc 3.35 09/01/2025 0.09
Philip Morris International Inc 1.50 05/01/2025 0.09
UBS AG/Stamford CT 4.88 08/04/2020 0.09
Takeda Pharmaceutical Co Ltd 3.02 07/09/2040 0.09
Hershey Co/The 3.12 11/15/2049 0.09
Massachusetts Mutual Life Insurance 3.38 04/15/2050 0.09
Spirit Realty LP 4.00 07/15/2029 0.09
San Diego Gas & Electric Co 3.32 04/15/2050 0.09
Blackstone Holdings Finance Co LLC 5.00 06/15/2044 0.09
Fannie Mae Pool 3.50 10/01/2046 0.09
Citizens Financial Group Inc 3.25 04/30/2030 0.08
Plains All American Pipeline LP / P 3.80 09/15/2030 0.08
Southern Co/The 5.50 03/15/2057 0.08
Fannie Mae Pool 3.50 10/01/2046 0.08
Realty Income Corp 3.25 01/15/2031 0.08
Commonwealth of Massachusetts 2.51 07/01/2041 0.08
Morgan Stanley 5.50 07/28/2021 0.08
AT&T Inc 5.10 11/25/2048 0.08
TICP CLO XV Ltd 3.34 04/20/2033 0.08
Enterprise Products Operating LLC 4.88 08/16/2077 0.08
Verus Securitization Trust 2018-3 4.11 10/25/2058 0.08
CGDBB Commercial Mortgage Trust 201 1.15 07/15/2032 0.08
Freeport-McMoRan Inc 4.12 03/01/2028 0.08
Merck & Co Inc 2.35 06/24/2040 0.08
Amazon.com Inc 2.70 06/03/2060 0.08
British Airways 2019-1 Class A Pass 3.35 06/15/2029 0.08
Texas Transportation Commission 2.56 04/01/2042 0.08
SMBC Aviation Capital Finance DAC 3.00 07/15/2022 0.08
Mattamy Group Corp 4.62 03/01/2030 0.08
Alliance Data Systems Corp 4.75 12/15/2024 0.08
UBS-Citigroup Commercial Mortgage T 6.25 01/10/2045 0.08
Delta Air Lines Inc 3.80 04/19/2023 0.08
Fannie Mae Pool 3.00 08/01/2043 0.08
Towd Point Mortgage Trust 2017-2 14 2.75 04/25/2057 0.08
Verus Securitization Trust 2020-1 2.64 01/25/2060 0.08
Weyerhaeuser Co 4.00 04/15/2030 0.08
Enterprise Products Operating LLC 2.80 01/31/2030 0.08
Fannie Mae Pool 3.50 09/01/2046 0.08
Home Partners of America 2018-1 Tru 1.44 07/17/2037 0.08
Tencent Holdings Ltd 1.81 01/26/2026 0.08
Match Group Inc 4.62 06/01/2028 0.08
Wells Fargo & Co 2.19 04/30/2026 0.08
Chase Mortgage Finance Corp 3.75 12/25/2045 0.08
Walgreens Boots Alliance Inc 4.10 04/15/2050 0.08
Camden Property Trust 2.80 05/15/2030 0.08
Adani Abbot Point Terminal Pty Ltd 4.45 12/15/2022 0.07
Morgan Stanley Capital I Trust 2014 4.44 09/09/2032 0.07
Analog Devices Inc 2.95 04/01/2025 0.07
T-Mobile USA Inc 2.55 02/15/2031 0.07
Ford Motor Co 8.50 04/21/2023 0.07
FirstEnergy Corp 2.25 09/01/2030 0.07
Northeastern University 2.89 10/01/2050 0.07
Angel Oak Mortgage Trust 2019-3 2.93 05/25/2059 0.07
American Airlines 2017-2 Class B Pa 3.70 10/15/2025 0.07
Invitation Homes 2017-SFR2 Trust 1.34 12/17/2036 0.07
Crown Castle International Corp 4.15 07/01/2050 0.07
Enterprise Products Operating LLC 3.70 01/31/2051 0.07
CVS Health Corp 3.75 04/01/2030 0.07
Fannie Mae Pool 3.50 11/01/2046 0.07
Dell International LLC / EMC Corp 5.85 07/15/2025 0.07
Verus Securitization Trust 2020-INV 1.98 04/25/2060 0.07
Carlyle Holdings II Finance LLC 144 5.62 03/30/2043 0.07
Hyundai Capital America 2.38 02/10/2023 0.07
NVR Inc 3.00 05/15/2030 0.07
Freddie Mac Structured Agency Credi 3.97 03/25/2029 0.07
Children's Hospital Corp/The 2.58 02/01/2050 0.07
Societe Generale SA 144A 7.38 12/29/2049 0.07
CVS Health Corp 4.25 04/01/2050 0.06
WFRBS Commercial Mortgage Trust 201 4.64 08/15/2046 0.06
American Airlines 2017-1 Class B Pa 4.95 02/15/2025 0.06
Moody's Corp 3.25 05/20/2050 0.06
Credit Acceptance Corp 5.12 12/31/2024 0.06
Northwestern University 2.64 12/01/2050 0.06
East Ohio Gas Co/The 1.30 06/15/2025 0.06
WFRBS Commercial Mortgage Trust 201 5.20 09/15/2046 0.06
Merck & Co Inc 1.45 06/24/2030 0.06
NextEra Energy Capital Holdings Inc 2.75 05/01/2025 0.06
Brixmor Operating Partnership LP 4.05 07/01/2030 0.06
Kinder Morgan Inc 7.80 08/01/2031 0.06
Truist Bank 2.25 03/11/2030 0.06
Fox Corp 3.50 04/08/2030 0.06
HSBC Holdings PLC 1.39 05/18/2024 0.06
Baidu Inc 3.08 04/07/2025 0.06
Apple Inc 2.51 08/19/2024 0.06
HSBC Holdings PLC 3.20 12/05/2023 0.06
Deephaven Residential Mortgage Trus 2.58 10/25/2047 0.06
Lamar Media Corp 4.00 02/15/2030 0.06
Cox Communications Inc 144A 3.35 09/15/2026 0.06
Cibanco SA Ibm / PLA Administradora 4.96 07/18/2029 0.06
Galton Funding Mortgage Trust 2017- 3.50 11/25/2057 0.06
Republic of Belarus Ministry of Fin 5.88 02/24/2026 0.06
Continental Resources Inc/OK 5.00 09/15/2022 0.06
Iron Mountain Inc 4.88 09/15/2029 0.05
CenturyLink Inc 4.00 02/15/2027 0.05
National Securities Clearing Corp 1.50 04/23/2025 0.05
Tencent Holdings Ltd 3.29 06/03/2060 0.05
Unifin Financiera SAB de CV 7.38 02/12/2026 0.05
Globo Comunicacao e Participacoes S 4.88 01/22/2030 0.05
BP Capital Markets PLC 4.38 12/31/2059 0.05
Tencent Holdings Ltd 3.24 06/03/2050 0.05
Freddie Mac Gold Pool 3.00 02/01/2032 0.05
L Brands Inc 5.62 02/15/2022 0.05
COMM 2016-GCT Mortgage Trust 3.58 08/10/2029 0.05
June 21 Calls on SPXSPX US 06/18/21 06/18/2021 0.05
OCP SA 144A 4.50 10/22/2025 0.04
Colombia Government International B 3.12 04/15/2031 0.04
Westinghouse Air Brake Technologies 3.20 06/15/2025 0.04
Chase Mortgage Finance Corp 144A 3.75 04/25/2045 0.04
Diversified Healthcare Trust 6.75 12/15/2021 0.04
Roper Technologies Inc 2.00 06/30/2030 0.04
Service Properties Trust 4.95 02/15/2027 0.04
Baidu Inc 3.42 04/07/2030 0.04
CGRBS Commercial Mortgage Trust 201 3.37 03/13/2035 0.04
Freddie Mac Whole Loan Securities T 3.50 05/25/2047 0.04
VEREIT Operating Partnership LP 3.40 01/15/2028 0.04
Shellpoint Asset Funding Trust 2013 3.75 07/25/2043 0.04
Iron Mountain Inc 5.00 07/15/2028 0.04
Cantor Fitzgerald LP 144A 6.50 06/17/2022 0.04
Delta Air Lines 2019-1 Class A Pass 3.40 04/25/2024 0.03
Oztel Holdings SPC Ltd 5.62 10/24/2023 0.03
Western Midstream Operating LP 2.16 01/13/2023 0.03
WFRBS Commercial Mortgage Trust 201 3.34 06/15/2046 0.03
BBVA Bancomer SA/Texas 144A 4.38 04/10/2024 0.03
Bank of America Corp Conv Pfd 0.03
Citigroup Inc 5.95 12/31/2049 0.03
Bear Stearns ALT-A Trust 2004-11 3.59 11/25/2034 0.03
Fannie Mae Pool 5.50 04/01/2033 0.03
Molson Coors International LP 3.44 07/15/2026 0.03
Freddie Mac Gold Pool 4.50 06/01/2041 0.03
Freddie Mac Gold Pool 5.00 11/01/2039 0.03
Citigroup Commercial Mortgage Trust 3.14 02/10/2048 0.03
Albertsons Cos Inc / Safeway Inc / 3.50 02/15/2023 0.03
Citigroup Commercial Mortgage Trust 4.29 09/10/2045 0.03
CASH & EQUIVALENTS 0.00 0.03
FirstEnergy Corp 1.60 01/15/2026 0.03
Freddie Mac Gold Pool 5.50 07/01/2040 0.03
CSAIL 2015-C3 Commercial Mortgage T 3.72 08/15/2048 0.03
Sequoia Mortgage Trust 2013-3 2.00 03/25/2043 0.03
JPMBB Commercial Mortgage Securitie 3.80 08/15/2048 0.03
Structured Adjustable Rate Mortgage 3.53 07/25/2034 0.02
CSFB Mortgage-Backed Pass-Through C 3.84 06/25/2034 0.02
Angel Oak Mortgage Trust LLC 2.71 11/25/2047 0.02
CVS Health Corp 4.10 03/25/2025 0.02
Sequoia Mortgage Trust 2013-7 3.00 06/25/2043 0.02
HCA Inc 5.50 06/15/2047 0.02
Adjustable Rate Mortgage Trust 2004 3.88 02/25/2035 0.02
Equinix Inc 3.20 11/18/2029 0.02
Energy Transfer Operating LP 4.75 01/15/2026 0.02
Adjustable Rate Mortgage Trust 2005 3.70 05/25/2035 0.02
Merrill Lynch Mortgage Investors Tr 3.51 06/25/2035 0.02
Leidos Inc 2.95 05/15/2023 0.02
Freddie Mac Gold Pool 5.00 09/01/2039 0.02
Ryder System Inc 2.90 12/01/2026 0.02
Freddie Mac Multifamily Structured 1.28 03/25/2024 0.02
Constellation Brands Inc 4.65 11/15/2028 0.02
Credit Suisse Group Funding Guernse 3.75 03/26/2025 0.02
EQM Midstream Partners LP 4.00 08/01/2024 0.02
Municipal Electric Authority of Geo 6.66 04/01/2057 0.02
Moody's Corp 4.88 02/15/2024 0.02
Thornburg Mortgage Securities Trust 3.65 04/25/2045 0.02
Sequoia Mortgage Trust 2013-4 1.55 04/25/2043 0.02
Lowe's Cos Inc 3.65 04/05/2029 0.02
Deephaven Residential Mortgage Trus 2.71 10/25/2047 0.02
Empresa Nacional de Telecomunicacio 4.88 10/30/2024 0.02
JPMorgan Chase & Co 3.78 02/01/2028 0.02
Merrill Lynch Mortgage Investors Tr 4.01 11/25/2035 0.02
Synchrony Financial 4.50 07/23/2025 0.02
Citigroup Commercial Mortgage Trust 4.56 04/10/2046 0.01
Cigna Corp 4.12 11/15/2025 0.01
L3Harris Technologies Inc 3.85 12/15/2026 0.01
BNP Paribas SA 4.38 03/01/2033 0.01
Barclays PLC 4.84 05/09/2028 0.01
Merck & Co Inc 2.45 06/24/2050 0.01
Volkswagen Group of America Finance 3.20 09/26/2026 0.01
Electricite de France SA 4.88 09/21/2038 0.01
PNC Financial Services Group Inc/Th 0.01
JP Morgan Mortgage Trust 2007-A4 3.39 06/25/2037 0.01
Host Hotels & Resorts LP 4.50 02/01/2026 0.01
HSBC Holdings PLC 4.38 11/23/2026 0.01
Dolphin Energy Ltd LLC REGS 5.50 12/15/2021 0.01
American Financial Group Inc/OH 3.50 08/15/2026 0.01
DBUBS 2011-LC1 Mortgage Trust 144A 5.88 11/10/2046 0.01
Structured Adjustable Rate Mortgage 3.71 09/25/2034 0.01
Lam Research Corp 4.00 03/15/2029 0.01
Fannie Mae Pool 5.00 12/01/2039 0.01
MPLX LP 4.00 03/15/2028 0.01
Freddie Mac Gold Pool 7.00 05/01/2030 0.01
Concho Resources Inc 4.38 01/15/2025 0.01
Dow Chemical Co/The 4.55 11/30/2025 0.01
Dollar Tree Inc 4.00 05/15/2025 0.01
JP Morgan Mortgage Trust 2005-A3 3.82 06/25/2035 0.01
Lloyds Banking Group PLC 4.65 03/24/2026 0.01
Comcast Corp 3.40 07/15/2046 0.01
Owens Corning 4.20 12/01/2024 0.01
Delta Air Lines Inc 3.62 03/15/2022 0.01
UBS-Barclays Commercial Mortgage Tr 2.85 12/10/2045 0.01
Anheuser-Busch Cos LLC / Anheuser-B 3.65 02/01/2026 0.01
Prime Healthcare Foundation Inc 7.00 12/01/2027 0.01
Penske Truck Leasing Co Lp / PTL Fi 3.90 02/01/2024 0.01
Avnet Inc 4.62 04/15/2026 0.01
Apple Inc 06/18/2021 0.01
Analog Devices Inc 3.12 12/05/2023 0.01
Freddie Mac Gold Pool 7.50 05/01/2030 0.01
Industrial Senior Trust REGS 5.50 11/01/2022 0.01
United States Treasury Note/Bond 1.12 05/15/2040 0.01
GMACM Mortgage Loan Trust 2006-AR1 3.74 04/19/2036 0.01
MetLife Inc 3.89 12/31/2049 0.01
International Paper Co 5.00 09/15/2035 0.01
Saudi Government International Bond 4.38 04/16/2029 0.01
WFRBS Commercial Mortgage Trust 201 4.97 11/15/2045 0.01
Verizon Communications Inc 5.25 03/16/2037 0.01
GS Mortgage Securities Trust 2013-G 2.06 04/10/2031 0.01
Becton Dickinson and Co 2.82 05/20/2030 0.01
Paraguay Government International B 5.40 03/30/2050 0.01
Guatemala Government Bond 6.12 06/01/2050 0.01
Freddie Mac Gold Pool 3.50 08/01/2026 0.01
AT&T Inc 5.25 03/01/2037 0.01
Ukraine Government International Bo 6.75 06/20/2026 0.01
CNOOC Finance 2015 USA LLC 3.50 05/05/2025 0.01
Qatar Government International Bond 4.82 03/14/2049 0.01
JP Morgan Mortgage Trust 2005-A3 3.40 06/25/2035 0.01
WaMu Mortgage Pass-Through Certific 3.93 11/25/2036 0.01
Discovery Communications LLC 5.20 09/20/2047 0.01
Bear Stearns ARM Trust 2004-10 4.08 01/25/2035 0.01
Thornburg Mortgage Securities Trust 1.17 12/25/2033 0.01
Petroleos del Peru SA 4.75 06/19/2032 0.01
Fannie Mae Pool 7.00 02/01/2034 0.01
Deephaven Residential Mortgage Trus 2.71 06/25/2047 0.01
Teleflex Inc 4.62 11/15/2027 0.01
Banco de Bogota SA 4.38 08/03/2027 0.01
General Motors Co 4.88 10/02/2023 0.01
Kraft Heinz Foods Co 4.38 06/01/2046 0.01
Gazprom PJSC Via Gaz Capital SA 5.15 02/11/2026 0.01
Allstate Corp/The 4.20 12/15/2046 0.01
Bear Stearns ARM Trust 2006-1 3.84 02/25/2036 0.01
Freeport-McMoRan Inc 5.40 11/14/2034 0.01
Deephaven Residential Mortgage Trus 2.61 06/25/2047 0.01
Qatar Government International Bond 4.00 03/14/2029 0.01
Bahamas Government International Bo 6.00 11/21/2028 0.01
Trinidad Generation UnLtd REGS 5.25 11/04/2027 0.01
Fannie Mae Pool 7.50 03/01/2031 0.01
QVC Inc 4.45 02/15/2025 0.01
Royal Caribbean Cruises Ltd 3.70 03/15/2028 0.01
SPARC EM SPC Panama Metro Line 2 SP 0.00 12/05/2022 0.01
Jefferies Group LLC / Jefferies Gro 4.15 01/23/2030 0.01
Nationwide Building Society 4.12 10/18/2032 0.01
Discover Bank 3.45 07/27/2026 0.01
Raymond James Financial Inc 4.95 07/15/2046 0.01
Hudson Pacific Properties LP 3.95 11/01/2027 0.01
Slovenia Government International B 5.25 02/18/2024 0.01
Autoridad del Canal de Panama REGS 4.95 07/29/2035 0.01
JP Morgan Mortgage Trust 2005-A5 3.77 08/25/2035 0.01
El Salvador Government Internationa 7.12 01/20/2050 0.01
Reinsurance Group of America Inc 4.70 09/15/2023 0.01
Physicians Realty LP 4.30 03/15/2027 0.01
Apple Inc 4.25 02/09/2047 0.01
Northrop Grumman Corp 3.25 01/15/2028 0.01
Air Lease Corp 3.62 12/01/2027 0.01
Credit Suisse Group AG 144A 7.50 12/31/2049 0.01
MMC Norilsk Nickel OJSC Via MMC Fin 6.62 10/14/2022 0.01
Office Properties Income Trust 4.50 02/01/2025 0.01
Colombia Government International B 3.88 04/25/2027 0.01
Qatar Government International Bond 5.10 04/23/2048 0.01
Development Bank of Kazakhstan JSC 4.12 12/10/2022 0.01
Alpek SAB de CV REGS 4.50 11/20/2022 0.01
Nutrien Ltd 2.95 05/13/2030 0.01
AT&T Inc 5.35 12/15/2043 0.01
Fondo MIVIVIENDA SA REGS 3.50 01/31/2023 0.01
AT&T Inc 3.40 05/15/2025 0.01
Sixsigma Networks Mexico SA de CV 7.50 05/02/2025 0.01
Banco del Estado de Chile 4.12 10/07/2020 0.01
Jabil Inc 3.95 01/12/2028 0.01
Serbia International Bond 1.50 06/26/2029 0.01
Minmetals Bounteous Finance BVI Ltd 3.50 07/30/2020 0.01
CNAC HK Finbridge Co Ltd 3.00 07/19/2020 0.01
ViacomCBS Inc 3.50 01/15/2025 0.01
Charter Communications Operating LL 4.91 07/23/2025 0.01
DISH DBS Corp 5.88 11/15/2024 0.01
Republic of South Africa Government 4.85 09/30/2029 0.01
Petroleos Mexicanos 6.88 08/04/2026 0.01
Charter Communications Operating LL 4.46 07/23/2022 0.01
Freddie Mac Gold Pool 6.00 02/01/2034 0.01
0.01
UBS-Barclays Commercial Mortgage Tr 3.09 08/10/2049 0.01
Indonesia Government International 5.35 02/11/2049 0.01
Volkswagen Group of America Finance 3.35 05/13/2025 0.01
T-Mobile USA Inc 6.38 03/01/2025 0.01
Citigroup Mortgage Loan Trust Inc 2.97 08/25/2034 0.01
Walt Disney Co/The 6.55 03/15/2033 0.01
COMM 2013-SFS Mortgage Trust 144A 1.87 04/12/2035 0.01
Chile Government International Bond 3.50 01/25/2050 0.01
Russian Foreign Bond - Eurobond 5.25 06/23/2047 0.01
Westinghouse Air Brake Technologies 4.95 09/15/2028 0.01
Empresa Nacional del Petroleo 5.25 11/06/2029 0.01
Microsoft Corp 2.52 06/01/2050 0.01
NBM US Holdings Inc 7.00 05/14/2026 0.01
Indonesia Government International 5.25 01/08/2047 0.01
Jamaica Government International Bo 8.00 03/15/2039 0.01
Jamaica Government International Bo 7.88 07/28/2045 0.01
DP World PLC REGS 6.85 07/02/2037 0.01
Abu Dhabi Government International 4.12 10/11/2047 0.01
POSCO 4.00 08/01/2023 0.01
Abu Dhabi National Energy Co PJSC 4.88 04/23/2030 0.01
Qatar Government International Bond 4.50 04/23/2028 0.01
Empresa de Transmision Electrica SA 5.12 05/02/2049 0.01
Philippine Government International 3.95 01/20/2040 0.01
Indonesia Government International 4.75 02/11/2029 0.00
Perusahaan Perseroan Persero PT Per 5.45 05/21/2028 0.00
Crown Castle International Corp 3.80 02/15/2028 0.00
Dominican Republic International Bo 6.40 06/05/2049 0.00
Ford Motor Co 9.00 04/22/2025 0.00
Sinopec Group Overseas Development 3.68 08/08/2049 0.00
SABIC Capital II BV 4.50 10/10/2028 0.00
Israel Electric Corp Ltd 4.25 08/14/2028 0.00
0.00
Axiata SPV2 Bhd REGS 4.36 03/24/2026 0.00
Saudi Arabian Oil Co 4.25 04/16/2039 0.00
Abu Dhabi Crude Oil Pipeline LLC 3.65 11/02/2029 0.00
Eskom Holdings SOC Ltd 6.35 08/10/2028 0.00
State Grid Overseas Investment 2016 3.50 05/04/2027 0.00
CNOOC Curtis Funding No 1 Pty Ltd R 4.50 10/03/2023 0.00
KSA Sukuk Ltd 144A 3.63 04/20/2027 0.00
Fannie Mae Pool 7.50 06/01/2030 0.00
Wells Fargo Mortgage Backed Securit 4.51 08/25/2035 0.00
Emirates Semb Corp Water & Power Co 4.45 08/01/2035 0.00
Mexico Government International Bon 4.50 04/22/2029 0.00
Korea East-West Power Co Ltd 3.88 07/19/2023 0.00
Arab Petroleum Investments Corp 4.12 09/18/2023 0.00
CHL Mortgage Pass-Through Trust 200 6.00 08/25/2037 0.00
Saudi Arabian Oil Co 3.50 04/16/2029 0.00
Panama Government International Bon 3.16 01/23/2030 0.00
Colbun SA 3.95 10/11/2027 0.00
Corp Nacional del Cobre de Chile 3.62 08/01/2027 0.00
Guatemala Government Bond 4.90 06/01/2030 0.00
Bermuda Government International Bo 3.72 01/25/2027 0.00
SABIC Capital II BV 4.00 10/10/2023 0.00
ALROSA Finance SA 4.65 04/09/2024 0.00
CLP Power Hong Kong Financing Ltd R 3.12 05/06/2025 0.00
Pertamina Persero PT REGS 4.30 05/20/2023 0.00
MetLife Inc 5.88 12/31/2099 0.00
Hong Kong Government International 2.50 05/28/2024 0.00
Tengizchevroil Finance Co Internati 4.00 08/15/2026 0.00
Trust Fibra Uno 6.39 01/15/2050 0.00
MDGH - GMTN BV 2.88 11/07/2029 0.00
Sinopec Group Overseas Development 2.95 08/08/2029 0.00
Korea Hydro & Nuclear Power Co Ltd 3.00 09/19/2022 0.00
Banque Ouest Africaine de Developpe 5.00 07/27/2027 0.00
Shinhan Financial Group Co Ltd 3.34 02/05/2030 0.00
Sinopec Group Overseas Development 2.50 08/08/2024 0.00
Bharti Airtel Ltd REGS 4.38 06/10/2025 0.00
AES Gener SA 7.12 03/26/2079 0.00
Export-Import Bank of India REGS 3.38 08/05/2026 0.00
Indonesia Government International 3.50 02/14/2050 0.00
Egypt Government International Bond 6.20 03/01/2024 0.00
Studio City Finance Ltd 7.25 02/11/2024 0.00
DIB Sukuk Ltd 3.66 02/14/2022 0.00
Corp Nacional del Cobre de Chile 3.70 01/30/2050 0.00
CITIC Ltd REGS 3.12 02/28/2022 0.00
Falabella SA 3.75 10/30/2027 0.00
Cable Onda SA 4.50 01/30/2030 0.00
Perusahaan Perseroan Persero PT Per 3.38 02/05/2030 0.00
Pertamina Persero PT 3.10 08/25/2030 0.00
Multibank Inc 4.38 11/09/2022 0.00
Empresas Publicas de Medellin ESP 4.25 07/18/2029 0.00
Minera Mexico SA de CV 4.50 01/26/2050 0.00
Banco de Credito del Peru 3.12 07/01/2030 0.00
Lehman Mortgage Trust 2006-1 5.50 02/25/2036 0.00
Weibo Corp 3.38 07/08/2030 0.00
Kenya Government International Bond 8.00 05/22/2032 0.00
Huarong Finance II Co Ltd 2.88 12/29/2049 0.00
Colombia Government International B 3.00 01/30/2030 0.00
Empresa Electrica Cochrane SpA 5.50 05/14/2027 0.00
Centrais Eletricas Brasileiras SA 3.62 02/04/2025 0.00
Hidrovias International Finance SAR 5.95 01/24/2025 0.00
Ghana Government International Bond 6.38 02/11/2027 0.00
Oman Government International Bond 6.00 08/01/2029 0.00
CASH & EQUIVALENTS 0.00 0.00
Freddie Mac Gold Pool 5.50 04/01/2037 0.00
Suntrust Alternative Loan Trust Ser 6.00 12/25/2035 0.00
Ghana Government International Bond 7.88 02/11/2035 0.00
GSR Mortgage Loan Trust 2005-AR6 3.65 09/25/2035 0.00
Peru Enhanced Pass-Through Finance 0.00 06/02/2025 0.00
Ginnie Mae I Pool 7.00 09/15/2032 0.00
Embotelladora Andina SA 3.95 01/21/2050 0.00
Vale SA 3.75 01/10/2023 0.00
Republic of South Africa Government 5.75 09/30/2049 0.00
Freddie Mac Gold Pool 5.50 01/01/2038 0.00
Puma International Financing SA 5.00 01/24/2026 0.00
QVC Inc 5.45 08/15/2034 0.00
Rutas 2 and 7 Finance Ltd 0.00 09/30/2036 0.00
Microsoft Corp 06/18/2021 0.00
Banco Internacional del Peru SAA In 3.38 01/18/2023 0.00
Uruguay Government International Bo 4.38 01/23/2031 0.00
Latvia Government International Bon 1.88 02/19/2049 0.00
Freddie Mac Gold Pool 6.50 08/01/2036 0.00
Lam Research Corp 3.75 03/15/2026 0.00
Amazon.com Inc 01/21/2022 0.00
Fannie Mae Pool 3.53 05/01/2035 0.00
Freddie Mac Gold Pool 7.00 07/01/2022 0.00
Provident Home Equity Loan Trust 20 0.72 08/25/2031 0.00
Saudi Government International Bond 2.00 07/09/2039 0.00
Ginnie Mae I Pool 6.56 01/15/2027 0.00
Serbia International Bond 1.50 06/26/2029 0.00
Diamondback Energy Inc 4.75 05/31/2025 0.00
Pitney Bowes Inc 5.70 04/01/2023 0.00
Steel Dynamics Inc 3.25 01/15/2031 0.00
Mexico Government International Bon 2.88 04/08/2039 0.00
Bioceanico Sovereign Certificate Lt 0.00 06/05/2034 0.00
Ecopetrol SA 5.88 05/28/2045 0.00
Healthpeak Properties Inc 4.25 11/15/2023 0.00
Freddie Mac Gold Pool 6.50 09/01/2036 0.00
Southwest Airlines Co 5.25 05/04/2025 0.00
Ecuador Social Bond Sarl 0.00 01/30/2035 0.00
Trinidad Petroleum Holdings Ltd 9.75 06/15/2026 0.00
Constellation Brands Inc 2.88 05/01/2030 0.00
Carnival Corp 11.50 04/01/2023 0.00
Peruvian Government International B 2.84 06/20/2030 0.00
Gran Tierra Energy Inc 7.75 05/23/2027 0.00
Telecom Argentina SA 8.00 07/18/2026 0.00
Freddie Mac Gold Pool 5.00 07/01/2034 0.00
Digicel Group 0.5 Ltd 10.00 04/01/2024 0.00
Petroleos Mexicanos 6.50 01/23/2029 0.00
Bear Stearns ARM Trust 2003-6 3.44 08/25/2033 0.00
Fannie Mae Pool 7.50 08/01/2037 0.00
Freddie Mac Non Gold Pool 2.96 05/01/2037 0.00
Consumer Discretionary Select Secto 01/15/2021 0.00
Freddie Mac Non Gold Pool 4.03 12/01/2036 0.00
Fannie Mae Pool 8.50 10/01/2032 0.00
Fannie Mae Pool 8.00 04/01/2033 0.00
Ginnie Mae I Pool 5.50 06/15/2035 0.00
Fannie Mae Pool 3.69 01/01/2037 0.00
Ginnie Mae I Pool 5.00 08/15/2035 0.00
Global Atlantic Fin Co 144A 8.62 04/15/2021 0.00
Ginnie Mae I Pool 6.50 09/15/2034 0.00
Petroleos Mexicanos 6.49 01/23/2027 0.00
First Horizon Alternative Mortgage 5.00 11/25/2020 0.00
Lehman Brothers Holdings Inc 5.62 12/31/2049 0.00
Freddie Mac Gold Pool 7.50 05/01/2035 0.00
CASH & EQUIVALENTS 0.00
Freddie Mac Gold Pool 5.00 06/01/2040 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 3.70 03/01/2038 0.00
Fannie Mae Pool 7.50 08/01/2030 0.00
Specialty Underwriting & Residentia 0.72 05/25/2035 0.00
Petroleos Mexicanos 6.84 01/23/2030 0.00
Ginnie Mae I Pool 6.00 02/15/2033 0.00
Freddie Mac Gold Pool 8.00 08/01/2032 0.00
Freddie Mac Gold Pool 5.50 01/01/2034 0.00
Petroleos Mexicanos 7.69 01/23/2050 0.00
Fannie Mae Pool 7.00 09/01/2032 0.00
Fannie Mae Pool 5.50 06/01/2040 0.00
HarborView Mortgage Loan Trust 2005 0.64 06/20/2035 0.00
Ginnie Mae II Pool 3.00 01/20/2025 0.00
Ginnie Mae I Pool 6.00 02/15/2033 0.00
Freddie Mac Non Gold Pool 4.09 02/01/2037 0.00
Fannie Mae Pool 7.00 10/01/2032 0.00
Fannie Mae Pool 6.50 10/01/2032 0.00
Fannie Mae Pool 6.50 07/01/2028 0.00
Ginnie Mae I Pool 6.50 02/15/2033 0.00
Digicel Group 0.5 Ltd 8.00 04/01/2025 0.00
Fannie Mae Pool 6.50 08/01/2028 0.00
Freddie Mac Gold Pool 6.00 03/01/2029 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Fannie Mae Pool 6.00 10/01/2039 0.00
Ginnie Mae I Pool 8.00 09/15/2026 0.00
Fannie Mae Pool 6.50 12/01/2030 0.00
Fannie Mae Pool 6.50 10/01/2035 0.00
Freddie Mac Gold Pool 6.00 10/01/2032 0.00
Fannie Mae Pool 6.50 06/01/2031 0.00
Ginnie Mae I Pool 8.00 06/15/2026 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Ginnie Mae II Pool 3.88 05/20/2025 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Fannie Mae Pool 9.50 04/01/2030 0.00
Fannie Mae Pool 6.50 12/01/2031 0.00
Fannie Mae Pool 6.00 03/01/2038 0.00
Ginnie Mae I Pool 7.00 02/15/2031 0.00
Fannie Mae Pool 6.50 09/01/2031 0.00
Ginnie Mae I Pool 6.50 01/15/2029 0.00
Ginnie Mae I Pool 5.00 07/15/2035 0.00
Ginnie Mae II Pool 3.88 06/20/2025 0.00
Fannie Mae Pool 6.50 10/01/2032 0.00
Ginnie Mae I Pool 9.00 09/15/2024 0.00
Ginnie Mae I Pool 7.50 06/15/2023 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Freddie Mac Gold Pool 7.00 06/01/2032 0.00
Ginnie Mae I Pool 7.50 05/15/2031 0.00
Fannie Mae Pool 6.00 03/01/2022 0.00
Ginnie Mae I Pool 8.00 02/15/2026 0.00
Fannie Mae Pool 6.50 12/01/2031 0.00
Ginnie Mae I Pool 7.00 06/15/2029 0.00
Freddie Mac Gold Pool 7.00 10/01/2034 0.00
Ginnie Mae I Pool 6.50 12/15/2031 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Ginnie Mae I Pool 6.00 11/15/2028 0.00
Ginnie Mae I Pool 6.00 12/15/2031 0.00
Ginnie Mae I Pool 6.50 05/15/2032 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 6.50 07/15/2032 0.00
Westrock Co 0.00
Ginnie Mae I Pool 6.00 01/15/2032 0.00
Freddie Mac Gold Pool 7.00 03/01/2032 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 6.50 05/15/2032 0.00
Ginnie Mae I Pool 7.50 05/15/2032 0.00
Freddie Mac Gold Pool 7.00 04/01/2032 0.00
Ginnie Mae I Pool 7.00 04/15/2031 0.00
Ginnie Mae I Pool 6.00 11/15/2032 0.00
Fannie Mae REMICS 7.00 05/25/2033 0.00
Fannie Mae REMICS 6.00 07/25/2033 0.00
Freddie Mac Gold Pool 6.50 08/01/2032 0.00
Fannie Mae Pool 7.50 04/01/2032 0.00
Freddie Mac Gold Pool 6.50 07/01/2032 0.00
Ginnie Mae I Pool 7.00 10/15/2028 0.00
CASH & EQUIVALENTS 0.00
Digicel Group 0.5 Ltd Conv Bnd 7.00 12/31/2049 0.00
Fannie Mae Pool 7.00 07/01/2032 0.00
Ginnie Mae I Pool 8.00 08/15/2025 0.00
Ingevity Corp 0.00
Freddie Mac Gold Pool 7.00 05/01/2028 0.00
Fannie Mae Pool 7.00 03/01/2032 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
Fannie Mae Pool 7.50 05/01/2032 0.00
Ginnie Mae I Pool 6.50 11/15/2031 0.00
Freddie Mac Gold Pool 7.50 03/01/2032 0.00
Fannie Mae Pool 7.50 03/01/2021 0.00
Ginnie Mae I Pool 7.50 05/15/2032 0.00
Fannie Mae Pool 7.00 09/01/2031 0.00
Freddie Mac Gold Pool 7.50 02/01/2031 0.00
Ginnie Mae I Pool 7.00 08/15/2031 0.00
Ginnie Mae I Pool 6.50 06/15/2032 0.00
Fannie Mae Pool 7.50 02/01/2030 0.00
Freddie Mac Gold Pool 6.00 05/01/2031 0.00
Ginnie Mae I Pool 6.50 03/15/2031 0.00
Fannie Mae Pool 6.00 04/01/2037 0.00
Fannie Mae Pool 7.00 07/01/2029 0.00
Fannie Mae Pool 6.50 01/01/2037 0.00
Freddie Mac Gold Pool 5.50 02/01/2037 0.00
Fannie Mae Pool 5.50 03/01/2021 0.00
American Airlines 2017-2 Class A Pa 3.60 10/15/2029 0.00
CASH & EQUIVALENTS 0.00
EXIDE CORP C.B. ESCROW 0.00
Avianca Holdings SA 9.00 12/31/2049 0.00
SM Energy Co 6.12 11/15/2022 0.00
OFFSHORE GROUP INVESTMENT LTD/VANTA 0.00 12/31/2049 0.00
Digicel Group Two Ltd 8.25 09/30/2022 0.00
CASH & EQUIVALENTS 0.00 -0.00
June 21 Calls on SPXSPX US 06/18/21 06/18/2021 -0.00
CASH & EQUIVALENTS 0.00 -0.13