Invesco Intermediate Bond Factor Fund
as of 06/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
United States Treasury Note/Bond
1.12
02/28/2022
10.27
United States Treasury Note/Bond
1.50
01/31/2027
8.83
Fannie Mae or Freddie Mac
2.50
07/01/2050
8.24
United States Treasury Note/Bond
1.38
01/31/2025
5.52
4.43
United States Treasury Note/Bond
1.50
08/15/2026
2.45
2.42
United States Treasury Note/Bond
1.50
02/15/2030
1.34
STIT - Liquid Assets Portfolio
1.23
Goldman Sachs Group Inc/The
2.60
02/07/2030
1.07
Toyota Motor Credit Corp
3.05
01/11/2028
1.02
Freddie Mac Pool
3.00
05/01/2050
1.00
Fannie Mae or Freddie Mac
2.00
07/01/2050
0.99
Freddie Mac Pool
3.00
05/01/2050
0.97
American Honda Finance Corp
3.50
02/15/2028
0.80
TJX Cos Inc/The
3.88
04/15/2030
0.79
TCI Communications Inc
7.12
02/15/2028
0.78
United States Treasury Bill
0.00
09/03/2020
0.71
United States Treasury Note/Bond
1.12
02/28/2025
0.68
Lloyds Bank PLC
3.30
05/07/2021
0.67
United States Treasury Note/Bond
2.38
11/15/2049
0.65
Goldman Sachs Group Inc/The
4.00
03/03/2024
0.61
Electronic Arts Inc
3.70
03/01/2021
0.59
Norway Government Bond 144A
1.75
03/13/2025
0.56
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.49
Oracle Corp
2.40
09/15/2023
0.49
Cooperatieve Rabobank UA
3.95
11/09/2022
0.49
AEP Texas Inc
3.95
06/01/2028
0.47
Diageo Investment Corp
2.88
05/11/2022
0.47
Whirlpool Corp
4.70
06/01/2022
0.46
WPP Finance 2010
3.75
09/19/2024
0.46
Boeing Co/The
8.75
08/15/2021
0.46
Lloyds Banking Group PLC
4.45
05/08/2025
0.44
Perrigo Finance Unlimited Co
3.90
12/15/2024
0.43
Sweden Government Bond
0.75
11/12/2029
0.42
Norway Government Bond
1.38
08/19/2030
0.41
Sweden Government Bond
2.50
05/12/2025
0.41
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.41
Bristol-Myers Squibb Co
3.25
08/15/2022
0.40
Apple Inc
3.00
02/09/2024
0.40
Morgan Stanley
3.74
04/24/2024
0.40
SSM Health Care Corp
3.69
06/01/2023
0.39
MetLife Inc
3.60
04/10/2024
0.39
DT Auto Owner Trust 2017-1
5.79
02/15/2024
0.39
Fannie Mae Pool
2.50
03/01/2050
0.39
Fannie Mae Pool
3.00
12/01/2049
0.38
Fannie Mae Pool
3.00
10/01/2049
0.38
QUALCOMM Inc
2.90
05/20/2024
0.37
FedEx Corp
4.55
04/01/2046
0.37
Fannie Mae Pool
3.00
02/01/2050
0.37
Caterpillar Financial Services Corp
1.93
10/01/2021
0.36
Microsoft Corp
2.70
02/12/2025
0.36
Coca-Cola Co/The
3.20
11/01/2023
0.36
Stanley Black & Decker Inc
4.25
11/15/2028
0.35
Reynolds American Inc
5.85
08/15/2045
0.35
Banco Santander SA
5.18
11/19/2025
0.34
International Business Machines Cor
7.12
12/01/2096
0.34
Deere & Co
5.38
10/16/2029
0.33
Boston Properties LP
3.80
02/01/2024
0.33
Freddie Mac Pool
4.50
09/01/2049
0.33
Welltower Inc
3.62
03/15/2024
0.32
Raytheon Technologies Corp
3.50
03/15/2027
0.32
America Movil SAB de CV
3.12
07/16/2022
0.32
Alexandria Real Estate Equities Inc
4.00
01/15/2024
0.32
Microsoft Corp
2.88
02/06/2024
0.31
Fannie Mae Connecticut Avenue Secur
3.18
07/25/2024
0.31
Kimberly-Clark Corp
2.40
03/01/2022
0.31
Diageo Capital PLC
2.12
10/24/2024
0.31
Santander UK PLC
2.88
06/18/2024
0.30
Morgan Stanley
3.88
04/29/2024
0.30
JPMorgan Chase & Co
3.78
02/01/2028
0.30
United States Treasury Note/Bond
1.38
02/15/2023
0.30
Bunge Ltd Finance Corp
3.25
08/15/2026
0.29
Virginia Electric and Power Co
8.88
11/15/2038
0.29
General Electric Co
6.75
03/15/2032
0.29
Fannie Mae Connecticut Avenue Secur
4.58
01/25/2024
0.29
Coca-Cola Femsa SAB de CV
2.75
01/22/2030
0.28
JPMorgan Chase & Co
3.88
09/10/2024
0.28
Experian Finance PLC
2.75
03/08/2030
0.27
Svenska Handelsbanken AB
3.90
11/20/2023
0.27
Freddie Mac Pool
4.50
01/01/2050
0.27
Discover Financial Services
3.95
11/06/2024
0.27
Fannie Mae Pool
4.50
06/01/2049
0.27
FREMF 2014-K36 Mortgage Trust
4.50
12/25/2046
0.27
Baidu Inc
3.50
11/28/2022
0.27
Cummins Inc
3.65
10/01/2023
0.27
Air Lease Corp
3.00
02/01/2030
0.27
Fortune Brands Home & Security Inc
4.00
09/21/2023
0.26
Starbucks Corp
3.85
10/01/2023
0.26
PPL WEM Ltd / Western Power Distrib
5.38
05/01/2021
0.26
QVC Inc
4.45
02/15/2025
0.26
PACCAR Financial Corp
2.80
03/01/2021
0.26
PSEG Power LLC
8.62
04/15/2031
0.26
Marsh & McLennan Cos Inc
3.88
03/15/2024
0.26
Ally Financial Inc
4.62
05/19/2022
0.26
Berkshire Hathaway Energy Co
3.75
11/15/2023
0.25
Southern Power Co
5.15
09/15/2041
0.25
Oglethorpe Power Corp
5.95
11/01/2039
0.25
CHRISTUS Health
4.34
07/01/2028
0.25
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.25
Marathon Oil Corp
3.85
06/01/2025
0.24
Noble Energy Inc
3.90
11/15/2024
0.24
Freddie Mac Pool
3.00
01/01/2050
0.24
Fannie Mae Pool
3.00
03/01/2050
0.24
Rockwell Collins Inc
3.20
03/15/2024
0.24
Morgan Stanley
3.88
01/27/2026
0.24
Ryder System Inc
3.65
03/18/2024
0.24
Swiss Confederation Government Bond
0.50
05/27/2030
0.24
Swiss Confederation Government Bond
1.25
06/11/2024
0.24
FREMF 2013-K32 Mortgage Trust
3.65
10/25/2046
0.24
New Zealand Government Bond
2.75
04/15/2025
0.24
Australia Government Bond
2.50
05/21/2030
0.23
New Zealand Government Bond
1.50
05/15/2031
0.23
Australia Government Bond
4.25
04/21/2026
0.23
Time Warner Cable LLC
4.50
09/15/2042
0.23
Comcast Corp
3.60
03/01/2024
0.23
Occidental Petroleum Corp
2.90
08/15/2024
0.23
Bank of America Corp
7.75
05/14/2038
0.23
BAT Capital Corp
3.56
08/15/2027
0.22
United Airlines 2019-1 Class AA Pas
4.15
08/25/2031
0.22
American Honda Finance Corp
2.35
01/08/2027
0.22
Booking Holdings Inc
3.55
03/15/2028
0.22
COMM 2014-UBS4 Mortgage Trust
3.97
08/10/2047
0.22
Reliance Standard Life Global Fundi
2.75
01/21/2027
0.22
Medtronic Inc
4.38
03/15/2035
0.22
General Motors Co
6.25
10/02/2043
0.22
nVent Finance Sarl
4.55
04/15/2028
0.22
Cheniere Corpus Christi Holdings LL
7.00
06/30/2024
0.22
Freddie Mac Structured Agency Credi
4.17
08/25/2024
0.21
GlaxoSmithKline Capital Inc
5.38
04/15/2034
0.21
STACR Trust 2018-HRP1
1.82
04/25/2043
0.21
Anheuser-Busch InBev Worldwide Inc
8.20
01/15/2039
0.21
BAE Systems Holdings Inc 144A
3.85
12/15/2025
0.21
United States Treasury Note/Bond
1.38
01/31/2022
0.21
ITC Holdings Corp
5.30
07/01/2043
0.21
FREMF 2012-K23 Mortgage Trust
3.78
10/25/2045
0.21
CSX Corp
3.70
11/01/2023
0.21
FREMF 2013-K28 Mortgage Trust
3.61
06/25/2046
0.20
Hexcel Corp
3.95
02/15/2027
0.20
Lloyds Bank PLC
2.25
08/14/2022
0.20
CVS Health Corp
5.05
03/25/2048
0.20
Fannie Mae Connecticut Avenue Secur
5.43
10/25/2023
0.20
CommonSpirit Health
2.95
11/01/2022
0.20
Diageo Capital PLC
3.88
05/18/2028
0.20
Wyeth LLC
6.50
02/01/2034
0.20
Bristol-Myers Squibb Co
3.40
07/26/2029
0.19
Microsoft Corp
3.62
12/15/2023
0.19
Baxter International Inc
3.95
04/01/2030
0.19
Energy Transfer Operating LP
5.30
04/15/2047
0.19
EDP Finance BV
3.62
07/15/2024
0.19
Unilever Capital Corp
5.90
11/15/2032
0.19
Ford Motor Credit Co LLC
3.09
01/09/2023
0.19
Alibaba Group Holding Ltd
3.40
12/06/2027
0.19
Prudential Financial Inc
5.62
06/15/2043
0.19
Citigroup Commercial Mortgage Trust
1.25
10/12/2050
0.19
HCA Inc
5.25
06/15/2049
0.18
Bundesrepublik Deutschland Bundesan
0.00
02/15/2030
0.18
AvalonBay Communities Inc
4.20
12/15/2023
0.18
Deutsche Bank AG/New York NY
3.95
02/27/2023
0.18
Bundesrepublik Deutschland Bundesan
1.00
08/15/2025
0.18
ORIX Corp
4.05
01/16/2024
0.18
BP Capital Markets PLC
3.81
02/10/2024
0.18
Fannie Mae Connecticut Avenue Secur
4.43
04/25/2029
0.18
Chevron Corp
2.90
03/03/2024
0.18
Simon Property Group LP
6.75
02/01/2040
0.18
Baidu Inc
4.38
03/29/2028
0.17
Johnson & Johnson
3.55
05/15/2021
0.17
Royal Bank of Scotland Group PLC
6.00
12/19/2023
0.17
Royal Bank of Canada
3.70
10/05/2023
0.17
International Paper Co
4.80
06/15/2044
0.17
National Rural Utilities Cooperativ
3.40
11/15/2023
0.17
Goldman Sachs Group Inc/The
3.50
11/16/2026
0.17
Discovery Communications LLC
4.12
05/15/2029
0.17
Fannie Mae Connecticut Avenue Secur
6.18
09/25/2028
0.17
Bank of Montreal
3.30
02/05/2024
0.17
CNA Financial Corp
3.95
05/15/2024
0.17
Xilinx Inc
3.00
03/15/2021
0.16
American Express Co
3.12
05/20/2026
0.16
TD Ameritrade Holding Corp
2.95
04/01/2022
0.16
National Rural Utilities Cooperativ
2.90
03/15/2021
0.16
Barclays PLC
5.20
05/12/2026
0.16
0.16
Fannie Mae Connecticut Avenue Secur
5.18
11/25/2024
0.16
FREMF 2014-K38 Mortgage Trust
4.38
06/25/2047
0.16
FREMF 2016-K54 Mortgage Trust
4.19
04/25/2048
0.16
Black Hills Corp
3.95
01/15/2026
0.16
Kite Realty Group LP
4.00
10/01/2026
0.16
Alphabet Inc
3.38
02/25/2024
0.15
Harley-Davidson Inc
4.62
07/28/2045
0.15
Assured Guaranty US Holdings Inc
5.00
07/01/2024
0.15
Connecticut Avenue Securities Trust
2.57
04/25/2031
0.15
JPMorgan Chase & Co
3.54
05/01/2028
0.15
Broadcom Inc
4.11
09/15/2028
0.15
Bank of Nova Scotia/The
2.70
03/07/2022
0.15
Bank of America Corp
6.30
12/31/2049
0.15
General Motors Co
6.75
04/01/2046
0.14
Ally Financial Inc
8.00
11/01/2031
0.14
Fannie Mae Connecticut Avenue Secur
2.78
05/25/2024
0.14
JPMorgan Chase & Co
3.80
07/23/2024
0.14
PPG Industries Inc
2.40
08/15/2024
0.14
Discover Bank
4.20
08/08/2023
0.14
Freddie Mac Structured Agency Credi
4.43
11/25/2023
0.14
Ameriprise Financial Inc
4.00
10/15/2023
0.14
Walgreens Boots Alliance Inc
4.80
11/18/2044
0.14
Goldman Sachs Group Inc/The
5.15
05/22/2045
0.14
Barclays Bank PLC
3.75
05/15/2024
0.14
Apache Corp
5.10
09/01/2040
0.14
GE Capital International Funding Co
3.37
11/15/2025
0.14
AerCap Ireland Capital DAC / AerCap
3.50
05/26/2022
0.13
Capital One Bank USA NA
3.38
02/15/2023
0.13
Brighthouse Financial Inc
3.70
06/22/2027
0.13
Brookfield Finance Inc
4.00
04/01/2024
0.13
NextEra Energy Capital Holdings Inc
5.65
05/01/2079
0.13
KeyBank NA/Cleveland OH
3.40
05/20/2026
0.13
National Australia Bank Ltd
3.93
08/02/2034
0.13
Prudential Financial Inc
3.70
03/13/2051
0.13
Newmont Corp
2.80
10/01/2029
0.12
ArcelorMittal SA
4.25
07/16/2029
0.12
Kinder Morgan Inc
5.55
06/01/2045
0.12
Black Hills Corp
4.25
11/30/2023
0.12
Wells Fargo & Co
4.75
12/07/2046
0.12
Continental Resources Inc/OK
4.38
01/15/2028
0.12
National Rural Utilities Cooperativ
8.00
03/01/2032
0.12
Laboratory Corp of America Holdings
3.20
02/01/2022
0.12
Prudential Financial Inc
5.20
03/15/2044
0.12
Halliburton Co
5.00
11/15/2045
0.12
HCA Inc
5.25
04/15/2025
0.12
Southern California Edison Co
6.00
01/15/2034
0.12
FREMF 2013-K29 Mortgage Trust
3.60
05/25/2046
0.12
Altria Group Inc
3.88
09/16/2046
0.11
Bank of America Corp
4.27
07/23/2029
0.11
MPLX LP
1.41
09/09/2022
0.11
Motorola Solutions Inc
4.00
09/01/2024
0.11
Fifth Third Bancorp
4.30
01/16/2024
0.11
Bristol-Myers Squibb Co
3.62
05/15/2024
0.11
Omnicom Group Inc / Omnicom Capital
3.65
11/01/2024
0.11
Valero Energy Corp
6.62
06/15/2037
0.11
Discovery Communications LLC
3.90
11/15/2024
0.11
Lloyds Banking Group PLC
3.87
07/09/2025
0.11
Mitsubishi UFJ Financial Group Inc
3.74
03/07/2029
0.11
Suzano Austria GmbH
6.00
01/15/2029
0.11
Brighthouse Financial Inc
4.70
06/22/2047
0.11
Microchip Technology Inc
4.33
06/01/2023
0.11
FREMF 2014-K714 Mortgage Trust
4.20
01/25/2047
0.11
Avolon Holdings Funding Ltd
3.25
02/15/2027
0.11
BAT Capital Corp
3.22
08/15/2024
0.11
Perrigo Finance Unlimited Co
4.90
12/15/2044
0.11
Nordea Bank Abp
6.62
12/31/2049
0.11
Stanley Black & Decker Inc
4.00
03/15/2060
0.11
BPCE SA
4.50
03/15/2025
0.11
JPMBB Commercial Mortgage Securitie
3.91
11/15/2047
0.11
Sumitomo Mitsui Financial Group Inc
2.35
01/15/2025
0.11
Bancolombia SA
3.00
01/29/2025
0.11
Credit Suisse Group AG
3.87
01/12/2029
0.11
Constellation Brands Inc
2.65
11/07/2022
0.11
Weibo Corp
3.50
07/05/2024
0.11
Walmart Inc
3.70
06/26/2028
0.10
Freddie Mac Structured Agency Credi
4.82
10/25/2028
0.10
UnitedHealth Group Inc
3.45
01/15/2027
0.10
Harley-Davidson Inc
3.50
07/28/2025
0.10
CASH & EQUIVALENTS
0.00
0.10
CVS Health Corp
2.88
06/01/2026
0.10
American Water Capital Corp
3.85
03/01/2024
0.10
National Grid USA
5.80
04/01/2035
0.10
Continental Resources Inc/OK
5.00
09/15/2022
0.10
HSBC Holdings PLC
4.58
06/19/2029
0.10
Baker Hughes a GE Co LLC / Baker Hu
4.08
12/15/2047
0.10
Fannie Mae REMICS
5.00
09/25/2047
0.10
Broadcom Corp / Broadcom Cayman Fin
3.88
01/15/2027
0.10
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.09
Baker Hughes Holdings LLC
5.12
09/15/2040
0.09
Freddie Mac STACR Trust 2019-HRP1
1.57
02/25/2049
0.09
Dell International LLC / EMC Corp 1
8.35
07/15/2046
0.09
US Bancorp
3.10
04/27/2026
0.09
Molson Coors Beverage Co
5.00
05/01/2042
0.09
Columbia Pipeline Group Inc
5.80
06/01/2045
0.09
Kinder Morgan Energy Partners LP
6.95
01/15/2038
0.09
Toledo Hospital/The
6.01
11/15/2048
0.09
Sempra Energy
4.05
12/01/2023
0.09
Baker Hughes a GE Co LLC / Baker Hu
2.77
12/15/2022
0.09
Fifth Third Bank NA
3.85
03/15/2026
0.09
ITC Holdings Corp
2.70
11/15/2022
0.08
Sunoco Logistics Partners Operation
5.40
10/01/2047
0.08
Williams Cos Inc/The
6.30
04/15/2040
0.08
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.08
Celanese US Holdings LLC
3.50
05/08/2024
0.08
Altria Group Inc
4.50
05/02/2043
0.08
BANK 2019-BNK16
1.13
02/15/2052
0.08
Hasbro Inc
5.10
05/15/2044
0.08
Jefferies Group LLC / Jefferies Gro
4.85
01/15/2027
0.08
Time Warner Cable LLC
7.30
07/01/2038
0.08
Hess Corp
5.60
02/15/2041
0.08
Halliburton Co
7.45
09/15/2039
0.07
Connecticut Avenue Securities Trust
2.47
08/25/2031
0.07
Prudential Financial Inc
5.38
05/15/2045
0.07
Freddie Mac Structured Agency Credi
2.48
09/25/2030
0.07
Carlisle Cos Inc
3.75
11/15/2022
0.07
Molson Coors Beverage Co
4.20
07/15/2046
0.07
Blackstone Holdings Finance Co LLC
3.15
10/02/2027
0.07
Government National Mortgage Associ
6.00
10/16/2047
0.07
AerCap Ireland Capital DAC / AerCap
3.88
01/23/2028
0.07
Devon Energy Corp
5.60
07/15/2041
0.07
UBS Group AG
7.00
12/31/2049
0.07
AbbVie Inc
2.95
11/21/2026
0.07
Truist Bank
3.30
05/15/2026
0.06
American Water Capital Corp
6.59
10/15/2037
0.06
Ares Capital Corp
3.50
02/10/2023
0.06
Transcanada Trust
5.50
09/15/2079
0.06
Aon Corp
8.21
01/01/2027
0.06
Amphenol Corp
3.20
04/01/2024
0.06
Prologis LP
2.25
04/15/2030
0.06
Cintas Corp No 2
2.90
04/01/2022
0.06
Brookfield Finance Inc
4.70
09/20/2047
0.06
Affiliated Managers Group Inc
4.25
02/15/2024
0.06
Citigroup Inc
3.67
07/24/2028
0.06
General Motors Co
6.60
04/01/2036
0.06
Marathon Petroleum Corp
4.50
04/01/2048
0.06
HSBC Holdings PLC
3.95
05/18/2024
0.05
MetLife Inc
5.88
12/31/2099
0.05
Ford Motor Co
7.45
07/16/2031
0.05
Time Warner Cable LLC
5.50
09/01/2041
0.05
Shell International Finance BV
3.25
05/11/2025
0.05
Barclays PLC
8.00
12/31/2099
0.05
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.05
BAT Capital Corp
4.54
08/15/2047
0.05
Ford Motor Co
4.35
12/08/2026
0.05
Fannie Mae-Aces
0.38
12/25/2022
0.05
Spirit Airlines Pass Through Trust
4.10
10/01/2029
0.05
Total Capital International SA
2.70
01/25/2023
0.04
NiSource Inc
2.65
11/17/2022
0.04
Hartford Financial Services Group I
2.52
02/12/2047
0.04
ORIX Corp
3.70
07/18/2027
0.04
Allied World Assurance Co Holdings
4.35
10/29/2025
0.04
Owens Corning
7.00
12/01/2036
0.04
Fannie Mae Connecticut Avenue Secur
3.08
07/25/2024
0.04
Ford Motor Co
4.75
01/15/2043
0.04
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.04
BlackRock Inc
2.40
04/30/2030
0.04
Valmont Industries Inc
5.25
10/01/2054
0.04
Barclays PLC REGS
7.88
12/29/2049
0.04
Nordstrom Inc
5.00
01/15/2044
0.04
Berkshire Hathaway Inc
2.20
03/15/2021
0.04
Navistar Financial Dealer Note Mast
1.13
05/25/2024
0.04
Federal Realty Investment Trust
4.50
12/01/2044
0.04
Dell International LLC / EMC Corp 1
8.10
07/15/2036
0.03
Corning Inc
5.35
11/15/2048
0.03
Navistar Financial Dealer Note Mast
1.63
05/25/2024
0.03
Boardwalk Pipelines LP
4.45
07/15/2027
0.03
Home Depot Inc/The
2.95
06/15/2029
0.03
Charter Communications Operating LL
5.12
07/01/2049
0.03
Western Midstream Operating LP
5.25
02/01/2050
0.03
Delta Air Lines Inc
2.90
10/28/2024
0.03
Service Properties Trust
4.35
10/01/2024
0.03
Seagate HDD Cayman
4.88
06/01/2027
0.03
Western Midstream Operating LP
4.65
07/01/2026
0.03
Dow Chemical Co/The
9.40
05/15/2039
0.03
Delta Air Lines Inc
3.62
03/15/2022
0.03
Time Warner Entertainment Co LP
8.38
07/15/2033
0.03
Freddie Mac REMICS
5.92
01/15/2044
0.03
Fannie Mae REMICS
3.50
08/25/2035
0.03
Equitable Holdings Inc
5.00
04/20/2048
0.03
Enable Midstream Partners LP
4.95
05/15/2028
0.02
General Motors Co
5.15
04/01/2038
0.02
Delta Air Lines 2007-1 Class A Pass
6.82
08/10/2022
0.02
General Motors Co
5.95
04/01/2049
0.02
Ovintiv Inc
6.50
08/15/2034
0.02
Marriott International Inc/MD
5.75
05/01/2025
0.02
Service Properties Trust
4.95
10/01/2029
0.02
BAT Capital Corp
4.76
09/06/2049
0.02
California Institute of Technology
4.70
11/01/2111
0.02
RenaissanceRe Finance Inc
3.70
04/01/2025
0.02
Sompo International Holdings Ltd
4.70
10/15/2022
0.02
CyrusOne LP / CyrusOne Finance Corp
3.45
11/15/2029
0.02
WaMu Mortgage Pass-Through Certific
3.83
12/25/2035
0.02
Southwest Airlines Co
3.00
11/15/2026
0.02
Fluor Corp
4.25
09/15/2028
0.02
ArcelorMittal SA
7.25
10/15/2039
0.02
Delta Air Lines Inc
3.75
10/28/2029
0.02
Fibria Overseas Finance Ltd
5.50
01/17/2027
0.01
Westlake Chemical Corp
5.00
08/15/2046
0.01
Sabra Health Care LP
5.12
08/15/2026
0.01
Service Properties Trust
5.00
08/15/2022
0.01
Fluor Corp
3.50
12/15/2024
0.01
Mosaic Co/The
5.62
11/15/2043
0.01
EPR Properties
3.75
08/15/2029
0.01
Banc of America Mortgage 2007-1 Tru
6.00
03/25/2037
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Eagle Materials Inc
4.50
08/01/2026
0.01
American International Group Inc
5.75
04/01/2048
0.01
Mosaic Co/The
5.45
11/15/2033
0.01
Voya Financial Inc
5.65
05/15/2053
0.01
FS KKR Capital Corp
4.75
05/15/2022
0.01
FS KKR Capital Corp
4.12
02/01/2025
0.01
Huntsman International LLC
5.12
11/15/2022
0.01
Amgen Inc
2.20
02/21/2027
0.01
Juniper Networks Inc
5.95
03/15/2041
0.01
Office Properties Income Trust
4.00
07/15/2022
0.01
Motorola Solutions Inc
5.50
09/01/2044
0.01
Delta Air Lines Inc
3.80
04/19/2023
0.01
American International Group Inc
8.18
05/15/2058
0.01
Unum Group
5.75
08/15/2042
0.01
Jefferies Group LLC
6.25
01/15/2036
0.01
Oaktree Specialty Lending Corp
3.50
02/25/2025
0.01
National Rural Utilities Cooperativ
5.25
04/20/2046
0.01
Fannie Mae REMICS
4.00
08/25/2047
0.01
Truist Bank
4.05
11/03/2025
0.01
Freddie Mac Strips
3.00
12/15/2027
0.00
CASH & EQUIVALENTS
0.00
0.00
Verizon Communications Inc
5.15
09/15/2023
0.00
Connecticut Avenue Securities Trust
2.33
09/25/2031
0.00
CASH & EQUIVALENTS
0.00
-0.89
as of 06/30/2020
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
United States Treasury Note/Bond | 1.12 | 02/28/2022 | 10.27 |
United States Treasury Note/Bond | 1.50 | 01/31/2027 | 8.83 |
Fannie Mae or Freddie Mac | 2.50 | 07/01/2050 | 8.24 |
United States Treasury Note/Bond | 1.38 | 01/31/2025 | 5.52 |
4.43 | |||
United States Treasury Note/Bond | 1.50 | 08/15/2026 | 2.45 |
2.42 | |||
United States Treasury Note/Bond | 1.50 | 02/15/2030 | 1.34 |
STIT - Liquid Assets Portfolio | 1.23 | ||
Goldman Sachs Group Inc/The | 2.60 | 02/07/2030 | 1.07 |
Toyota Motor Credit Corp | 3.05 | 01/11/2028 | 1.02 |
Freddie Mac Pool | 3.00 | 05/01/2050 | 1.00 |
Fannie Mae or Freddie Mac | 2.00 | 07/01/2050 | 0.99 |
Freddie Mac Pool | 3.00 | 05/01/2050 | 0.97 |
American Honda Finance Corp | 3.50 | 02/15/2028 | 0.80 |
TJX Cos Inc/The | 3.88 | 04/15/2030 | 0.79 |
TCI Communications Inc | 7.12 | 02/15/2028 | 0.78 |
United States Treasury Bill | 0.00 | 09/03/2020 | 0.71 |
United States Treasury Note/Bond | 1.12 | 02/28/2025 | 0.68 |
Lloyds Bank PLC | 3.30 | 05/07/2021 | 0.67 |
United States Treasury Note/Bond | 2.38 | 11/15/2049 | 0.65 |
Goldman Sachs Group Inc/The | 4.00 | 03/03/2024 | 0.61 |
Electronic Arts Inc | 3.70 | 03/01/2021 | 0.59 |
Norway Government Bond 144A | 1.75 | 03/13/2025 | 0.56 |
COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.49 |
Oracle Corp | 2.40 | 09/15/2023 | 0.49 |
Cooperatieve Rabobank UA | 3.95 | 11/09/2022 | 0.49 |
AEP Texas Inc | 3.95 | 06/01/2028 | 0.47 |
Diageo Investment Corp | 2.88 | 05/11/2022 | 0.47 |
Whirlpool Corp | 4.70 | 06/01/2022 | 0.46 |
WPP Finance 2010 | 3.75 | 09/19/2024 | 0.46 |
Boeing Co/The | 8.75 | 08/15/2021 | 0.46 |
Lloyds Banking Group PLC | 4.45 | 05/08/2025 | 0.44 |
Perrigo Finance Unlimited Co | 3.90 | 12/15/2024 | 0.43 |
Sweden Government Bond | 0.75 | 11/12/2029 | 0.42 |
Norway Government Bond | 1.38 | 08/19/2030 | 0.41 |
Sweden Government Bond | 2.50 | 05/12/2025 | 0.41 |
Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.41 |
Bristol-Myers Squibb Co | 3.25 | 08/15/2022 | 0.40 |
Apple Inc | 3.00 | 02/09/2024 | 0.40 |
Morgan Stanley | 3.74 | 04/24/2024 | 0.40 |
SSM Health Care Corp | 3.69 | 06/01/2023 | 0.39 |
MetLife Inc | 3.60 | 04/10/2024 | 0.39 |
DT Auto Owner Trust 2017-1 | 5.79 | 02/15/2024 | 0.39 |
Fannie Mae Pool | 2.50 | 03/01/2050 | 0.39 |
Fannie Mae Pool | 3.00 | 12/01/2049 | 0.38 |
Fannie Mae Pool | 3.00 | 10/01/2049 | 0.38 |
QUALCOMM Inc | 2.90 | 05/20/2024 | 0.37 |
FedEx Corp | 4.55 | 04/01/2046 | 0.37 |
Fannie Mae Pool | 3.00 | 02/01/2050 | 0.37 |
Caterpillar Financial Services Corp | 1.93 | 10/01/2021 | 0.36 |
Microsoft Corp | 2.70 | 02/12/2025 | 0.36 |
Coca-Cola Co/The | 3.20 | 11/01/2023 | 0.36 |
Stanley Black & Decker Inc | 4.25 | 11/15/2028 | 0.35 |
Reynolds American Inc | 5.85 | 08/15/2045 | 0.35 |
Banco Santander SA | 5.18 | 11/19/2025 | 0.34 |
International Business Machines Cor | 7.12 | 12/01/2096 | 0.34 |
Deere & Co | 5.38 | 10/16/2029 | 0.33 |
Boston Properties LP | 3.80 | 02/01/2024 | 0.33 |
Freddie Mac Pool | 4.50 | 09/01/2049 | 0.33 |
Welltower Inc | 3.62 | 03/15/2024 | 0.32 |
Raytheon Technologies Corp | 3.50 | 03/15/2027 | 0.32 |
America Movil SAB de CV | 3.12 | 07/16/2022 | 0.32 |
Alexandria Real Estate Equities Inc | 4.00 | 01/15/2024 | 0.32 |
Microsoft Corp | 2.88 | 02/06/2024 | 0.31 |
Fannie Mae Connecticut Avenue Secur | 3.18 | 07/25/2024 | 0.31 |
Kimberly-Clark Corp | 2.40 | 03/01/2022 | 0.31 |
Diageo Capital PLC | 2.12 | 10/24/2024 | 0.31 |
Santander UK PLC | 2.88 | 06/18/2024 | 0.30 |
Morgan Stanley | 3.88 | 04/29/2024 | 0.30 |
JPMorgan Chase & Co | 3.78 | 02/01/2028 | 0.30 |
United States Treasury Note/Bond | 1.38 | 02/15/2023 | 0.30 |
Bunge Ltd Finance Corp | 3.25 | 08/15/2026 | 0.29 |
Virginia Electric and Power Co | 8.88 | 11/15/2038 | 0.29 |
General Electric Co | 6.75 | 03/15/2032 | 0.29 |
Fannie Mae Connecticut Avenue Secur | 4.58 | 01/25/2024 | 0.29 |
Coca-Cola Femsa SAB de CV | 2.75 | 01/22/2030 | 0.28 |
JPMorgan Chase & Co | 3.88 | 09/10/2024 | 0.28 |
Experian Finance PLC | 2.75 | 03/08/2030 | 0.27 |
Svenska Handelsbanken AB | 3.90 | 11/20/2023 | 0.27 |
Freddie Mac Pool | 4.50 | 01/01/2050 | 0.27 |
Discover Financial Services | 3.95 | 11/06/2024 | 0.27 |
Fannie Mae Pool | 4.50 | 06/01/2049 | 0.27 |
FREMF 2014-K36 Mortgage Trust | 4.50 | 12/25/2046 | 0.27 |
Baidu Inc | 3.50 | 11/28/2022 | 0.27 |
Cummins Inc | 3.65 | 10/01/2023 | 0.27 |
Air Lease Corp | 3.00 | 02/01/2030 | 0.27 |
Fortune Brands Home & Security Inc | 4.00 | 09/21/2023 | 0.26 |
Starbucks Corp | 3.85 | 10/01/2023 | 0.26 |
PPL WEM Ltd / Western Power Distrib | 5.38 | 05/01/2021 | 0.26 |
QVC Inc | 4.45 | 02/15/2025 | 0.26 |
PACCAR Financial Corp | 2.80 | 03/01/2021 | 0.26 |
PSEG Power LLC | 8.62 | 04/15/2031 | 0.26 |
Marsh & McLennan Cos Inc | 3.88 | 03/15/2024 | 0.26 |
Ally Financial Inc | 4.62 | 05/19/2022 | 0.26 |
Berkshire Hathaway Energy Co | 3.75 | 11/15/2023 | 0.25 |
Southern Power Co | 5.15 | 09/15/2041 | 0.25 |
Oglethorpe Power Corp | 5.95 | 11/01/2039 | 0.25 |
CHRISTUS Health | 4.34 | 07/01/2028 | 0.25 |
WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.25 |
Marathon Oil Corp | 3.85 | 06/01/2025 | 0.24 |
Noble Energy Inc | 3.90 | 11/15/2024 | 0.24 |
Freddie Mac Pool | 3.00 | 01/01/2050 | 0.24 |
Fannie Mae Pool | 3.00 | 03/01/2050 | 0.24 |
Rockwell Collins Inc | 3.20 | 03/15/2024 | 0.24 |
Morgan Stanley | 3.88 | 01/27/2026 | 0.24 |
Ryder System Inc | 3.65 | 03/18/2024 | 0.24 |
Swiss Confederation Government Bond | 0.50 | 05/27/2030 | 0.24 |
Swiss Confederation Government Bond | 1.25 | 06/11/2024 | 0.24 |
FREMF 2013-K32 Mortgage Trust | 3.65 | 10/25/2046 | 0.24 |
New Zealand Government Bond | 2.75 | 04/15/2025 | 0.24 |
Australia Government Bond | 2.50 | 05/21/2030 | 0.23 |
New Zealand Government Bond | 1.50 | 05/15/2031 | 0.23 |
Australia Government Bond | 4.25 | 04/21/2026 | 0.23 |
Time Warner Cable LLC | 4.50 | 09/15/2042 | 0.23 |
Comcast Corp | 3.60 | 03/01/2024 | 0.23 |
Occidental Petroleum Corp | 2.90 | 08/15/2024 | 0.23 |
Bank of America Corp | 7.75 | 05/14/2038 | 0.23 |
BAT Capital Corp | 3.56 | 08/15/2027 | 0.22 |
United Airlines 2019-1 Class AA Pas | 4.15 | 08/25/2031 | 0.22 |
American Honda Finance Corp | 2.35 | 01/08/2027 | 0.22 |
Booking Holdings Inc | 3.55 | 03/15/2028 | 0.22 |
COMM 2014-UBS4 Mortgage Trust | 3.97 | 08/10/2047 | 0.22 |
Reliance Standard Life Global Fundi | 2.75 | 01/21/2027 | 0.22 |
Medtronic Inc | 4.38 | 03/15/2035 | 0.22 |
General Motors Co | 6.25 | 10/02/2043 | 0.22 |
nVent Finance Sarl | 4.55 | 04/15/2028 | 0.22 |
Cheniere Corpus Christi Holdings LL | 7.00 | 06/30/2024 | 0.22 |
Freddie Mac Structured Agency Credi | 4.17 | 08/25/2024 | 0.21 |
GlaxoSmithKline Capital Inc | 5.38 | 04/15/2034 | 0.21 |
STACR Trust 2018-HRP1 | 1.82 | 04/25/2043 | 0.21 |
Anheuser-Busch InBev Worldwide Inc | 8.20 | 01/15/2039 | 0.21 |
BAE Systems Holdings Inc 144A | 3.85 | 12/15/2025 | 0.21 |
United States Treasury Note/Bond | 1.38 | 01/31/2022 | 0.21 |
ITC Holdings Corp | 5.30 | 07/01/2043 | 0.21 |
FREMF 2012-K23 Mortgage Trust | 3.78 | 10/25/2045 | 0.21 |
CSX Corp | 3.70 | 11/01/2023 | 0.21 |
FREMF 2013-K28 Mortgage Trust | 3.61 | 06/25/2046 | 0.20 |
Hexcel Corp | 3.95 | 02/15/2027 | 0.20 |
Lloyds Bank PLC | 2.25 | 08/14/2022 | 0.20 |
CVS Health Corp | 5.05 | 03/25/2048 | 0.20 |
Fannie Mae Connecticut Avenue Secur | 5.43 | 10/25/2023 | 0.20 |
CommonSpirit Health | 2.95 | 11/01/2022 | 0.20 |
Diageo Capital PLC | 3.88 | 05/18/2028 | 0.20 |
Wyeth LLC | 6.50 | 02/01/2034 | 0.20 |
Bristol-Myers Squibb Co | 3.40 | 07/26/2029 | 0.19 |
Microsoft Corp | 3.62 | 12/15/2023 | 0.19 |
Baxter International Inc | 3.95 | 04/01/2030 | 0.19 |
Energy Transfer Operating LP | 5.30 | 04/15/2047 | 0.19 |
EDP Finance BV | 3.62 | 07/15/2024 | 0.19 |
Unilever Capital Corp | 5.90 | 11/15/2032 | 0.19 |
Ford Motor Credit Co LLC | 3.09 | 01/09/2023 | 0.19 |
Alibaba Group Holding Ltd | 3.40 | 12/06/2027 | 0.19 |
Prudential Financial Inc | 5.62 | 06/15/2043 | 0.19 |
Citigroup Commercial Mortgage Trust | 1.25 | 10/12/2050 | 0.19 |
HCA Inc | 5.25 | 06/15/2049 | 0.18 |
Bundesrepublik Deutschland Bundesan | 0.00 | 02/15/2030 | 0.18 |
AvalonBay Communities Inc | 4.20 | 12/15/2023 | 0.18 |
Deutsche Bank AG/New York NY | 3.95 | 02/27/2023 | 0.18 |
Bundesrepublik Deutschland Bundesan | 1.00 | 08/15/2025 | 0.18 |
ORIX Corp | 4.05 | 01/16/2024 | 0.18 |
BP Capital Markets PLC | 3.81 | 02/10/2024 | 0.18 |
Fannie Mae Connecticut Avenue Secur | 4.43 | 04/25/2029 | 0.18 |
Chevron Corp | 2.90 | 03/03/2024 | 0.18 |
Simon Property Group LP | 6.75 | 02/01/2040 | 0.18 |
Baidu Inc | 4.38 | 03/29/2028 | 0.17 |
Johnson & Johnson | 3.55 | 05/15/2021 | 0.17 |
Royal Bank of Scotland Group PLC | 6.00 | 12/19/2023 | 0.17 |
Royal Bank of Canada | 3.70 | 10/05/2023 | 0.17 |
International Paper Co | 4.80 | 06/15/2044 | 0.17 |
National Rural Utilities Cooperativ | 3.40 | 11/15/2023 | 0.17 |
Goldman Sachs Group Inc/The | 3.50 | 11/16/2026 | 0.17 |
Discovery Communications LLC | 4.12 | 05/15/2029 | 0.17 |
Fannie Mae Connecticut Avenue Secur | 6.18 | 09/25/2028 | 0.17 |
Bank of Montreal | 3.30 | 02/05/2024 | 0.17 |
CNA Financial Corp | 3.95 | 05/15/2024 | 0.17 |
Xilinx Inc | 3.00 | 03/15/2021 | 0.16 |
American Express Co | 3.12 | 05/20/2026 | 0.16 |
TD Ameritrade Holding Corp | 2.95 | 04/01/2022 | 0.16 |
National Rural Utilities Cooperativ | 2.90 | 03/15/2021 | 0.16 |
Barclays PLC | 5.20 | 05/12/2026 | 0.16 |
0.16 | |||
Fannie Mae Connecticut Avenue Secur | 5.18 | 11/25/2024 | 0.16 |
FREMF 2014-K38 Mortgage Trust | 4.38 | 06/25/2047 | 0.16 |
FREMF 2016-K54 Mortgage Trust | 4.19 | 04/25/2048 | 0.16 |
Black Hills Corp | 3.95 | 01/15/2026 | 0.16 |
Kite Realty Group LP | 4.00 | 10/01/2026 | 0.16 |
Alphabet Inc | 3.38 | 02/25/2024 | 0.15 |
Harley-Davidson Inc | 4.62 | 07/28/2045 | 0.15 |
Assured Guaranty US Holdings Inc | 5.00 | 07/01/2024 | 0.15 |
Connecticut Avenue Securities Trust | 2.57 | 04/25/2031 | 0.15 |
JPMorgan Chase & Co | 3.54 | 05/01/2028 | 0.15 |
Broadcom Inc | 4.11 | 09/15/2028 | 0.15 |
Bank of Nova Scotia/The | 2.70 | 03/07/2022 | 0.15 |
Bank of America Corp | 6.30 | 12/31/2049 | 0.15 |
General Motors Co | 6.75 | 04/01/2046 | 0.14 |
Ally Financial Inc | 8.00 | 11/01/2031 | 0.14 |
Fannie Mae Connecticut Avenue Secur | 2.78 | 05/25/2024 | 0.14 |
JPMorgan Chase & Co | 3.80 | 07/23/2024 | 0.14 |
PPG Industries Inc | 2.40 | 08/15/2024 | 0.14 |
Discover Bank | 4.20 | 08/08/2023 | 0.14 |
Freddie Mac Structured Agency Credi | 4.43 | 11/25/2023 | 0.14 |
Ameriprise Financial Inc | 4.00 | 10/15/2023 | 0.14 |
Walgreens Boots Alliance Inc | 4.80 | 11/18/2044 | 0.14 |
Goldman Sachs Group Inc/The | 5.15 | 05/22/2045 | 0.14 |
Barclays Bank PLC | 3.75 | 05/15/2024 | 0.14 |
Apache Corp | 5.10 | 09/01/2040 | 0.14 |
GE Capital International Funding Co | 3.37 | 11/15/2025 | 0.14 |
AerCap Ireland Capital DAC / AerCap | 3.50 | 05/26/2022 | 0.13 |
Capital One Bank USA NA | 3.38 | 02/15/2023 | 0.13 |
Brighthouse Financial Inc | 3.70 | 06/22/2027 | 0.13 |
Brookfield Finance Inc | 4.00 | 04/01/2024 | 0.13 |
NextEra Energy Capital Holdings Inc | 5.65 | 05/01/2079 | 0.13 |
KeyBank NA/Cleveland OH | 3.40 | 05/20/2026 | 0.13 |
National Australia Bank Ltd | 3.93 | 08/02/2034 | 0.13 |
Prudential Financial Inc | 3.70 | 03/13/2051 | 0.13 |
Newmont Corp | 2.80 | 10/01/2029 | 0.12 |
ArcelorMittal SA | 4.25 | 07/16/2029 | 0.12 |
Kinder Morgan Inc | 5.55 | 06/01/2045 | 0.12 |
Black Hills Corp | 4.25 | 11/30/2023 | 0.12 |
Wells Fargo & Co | 4.75 | 12/07/2046 | 0.12 |
Continental Resources Inc/OK | 4.38 | 01/15/2028 | 0.12 |
National Rural Utilities Cooperativ | 8.00 | 03/01/2032 | 0.12 |
Laboratory Corp of America Holdings | 3.20 | 02/01/2022 | 0.12 |
Prudential Financial Inc | 5.20 | 03/15/2044 | 0.12 |
Halliburton Co | 5.00 | 11/15/2045 | 0.12 |
HCA Inc | 5.25 | 04/15/2025 | 0.12 |
Southern California Edison Co | 6.00 | 01/15/2034 | 0.12 |
FREMF 2013-K29 Mortgage Trust | 3.60 | 05/25/2046 | 0.12 |
Altria Group Inc | 3.88 | 09/16/2046 | 0.11 |
Bank of America Corp | 4.27 | 07/23/2029 | 0.11 |
MPLX LP | 1.41 | 09/09/2022 | 0.11 |
Motorola Solutions Inc | 4.00 | 09/01/2024 | 0.11 |
Fifth Third Bancorp | 4.30 | 01/16/2024 | 0.11 |
Bristol-Myers Squibb Co | 3.62 | 05/15/2024 | 0.11 |
Omnicom Group Inc / Omnicom Capital | 3.65 | 11/01/2024 | 0.11 |
Valero Energy Corp | 6.62 | 06/15/2037 | 0.11 |
Discovery Communications LLC | 3.90 | 11/15/2024 | 0.11 |
Lloyds Banking Group PLC | 3.87 | 07/09/2025 | 0.11 |
Mitsubishi UFJ Financial Group Inc | 3.74 | 03/07/2029 | 0.11 |
Suzano Austria GmbH | 6.00 | 01/15/2029 | 0.11 |
Brighthouse Financial Inc | 4.70 | 06/22/2047 | 0.11 |
Microchip Technology Inc | 4.33 | 06/01/2023 | 0.11 |
FREMF 2014-K714 Mortgage Trust | 4.20 | 01/25/2047 | 0.11 |
Avolon Holdings Funding Ltd | 3.25 | 02/15/2027 | 0.11 |
BAT Capital Corp | 3.22 | 08/15/2024 | 0.11 |
Perrigo Finance Unlimited Co | 4.90 | 12/15/2044 | 0.11 |
Nordea Bank Abp | 6.62 | 12/31/2049 | 0.11 |
Stanley Black & Decker Inc | 4.00 | 03/15/2060 | 0.11 |
BPCE SA | 4.50 | 03/15/2025 | 0.11 |
JPMBB Commercial Mortgage Securitie | 3.91 | 11/15/2047 | 0.11 |
Sumitomo Mitsui Financial Group Inc | 2.35 | 01/15/2025 | 0.11 |
Bancolombia SA | 3.00 | 01/29/2025 | 0.11 |
Credit Suisse Group AG | 3.87 | 01/12/2029 | 0.11 |
Constellation Brands Inc | 2.65 | 11/07/2022 | 0.11 |
Weibo Corp | 3.50 | 07/05/2024 | 0.11 |
Walmart Inc | 3.70 | 06/26/2028 | 0.10 |
Freddie Mac Structured Agency Credi | 4.82 | 10/25/2028 | 0.10 |
UnitedHealth Group Inc | 3.45 | 01/15/2027 | 0.10 |
Harley-Davidson Inc | 3.50 | 07/28/2025 | 0.10 |
CASH & EQUIVALENTS | 0.00 | 0.10 | |
CVS Health Corp | 2.88 | 06/01/2026 | 0.10 |
American Water Capital Corp | 3.85 | 03/01/2024 | 0.10 |
National Grid USA | 5.80 | 04/01/2035 | 0.10 |
Continental Resources Inc/OK | 5.00 | 09/15/2022 | 0.10 |
HSBC Holdings PLC | 4.58 | 06/19/2029 | 0.10 |
Baker Hughes a GE Co LLC / Baker Hu | 4.08 | 12/15/2047 | 0.10 |
Fannie Mae REMICS | 5.00 | 09/25/2047 | 0.10 |
Broadcom Corp / Broadcom Cayman Fin | 3.88 | 01/15/2027 | 0.10 |
Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.09 |
Baker Hughes Holdings LLC | 5.12 | 09/15/2040 | 0.09 |
Freddie Mac STACR Trust 2019-HRP1 | 1.57 | 02/25/2049 | 0.09 |
Dell International LLC / EMC Corp 1 | 8.35 | 07/15/2046 | 0.09 |
US Bancorp | 3.10 | 04/27/2026 | 0.09 |
Molson Coors Beverage Co | 5.00 | 05/01/2042 | 0.09 |
Columbia Pipeline Group Inc | 5.80 | 06/01/2045 | 0.09 |
Kinder Morgan Energy Partners LP | 6.95 | 01/15/2038 | 0.09 |
Toledo Hospital/The | 6.01 | 11/15/2048 | 0.09 |
Sempra Energy | 4.05 | 12/01/2023 | 0.09 |
Baker Hughes a GE Co LLC / Baker Hu | 2.77 | 12/15/2022 | 0.09 |
Fifth Third Bank NA | 3.85 | 03/15/2026 | 0.09 |
ITC Holdings Corp | 2.70 | 11/15/2022 | 0.08 |
Sunoco Logistics Partners Operation | 5.40 | 10/01/2047 | 0.08 |
Williams Cos Inc/The | 6.30 | 04/15/2040 | 0.08 |
Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.08 |
Celanese US Holdings LLC | 3.50 | 05/08/2024 | 0.08 |
Altria Group Inc | 4.50 | 05/02/2043 | 0.08 |
BANK 2019-BNK16 | 1.13 | 02/15/2052 | 0.08 |
Hasbro Inc | 5.10 | 05/15/2044 | 0.08 |
Jefferies Group LLC / Jefferies Gro | 4.85 | 01/15/2027 | 0.08 |
Time Warner Cable LLC | 7.30 | 07/01/2038 | 0.08 |
Hess Corp | 5.60 | 02/15/2041 | 0.08 |
Halliburton Co | 7.45 | 09/15/2039 | 0.07 |
Connecticut Avenue Securities Trust | 2.47 | 08/25/2031 | 0.07 |
Prudential Financial Inc | 5.38 | 05/15/2045 | 0.07 |
Freddie Mac Structured Agency Credi | 2.48 | 09/25/2030 | 0.07 |
Carlisle Cos Inc | 3.75 | 11/15/2022 | 0.07 |
Molson Coors Beverage Co | 4.20 | 07/15/2046 | 0.07 |
Blackstone Holdings Finance Co LLC | 3.15 | 10/02/2027 | 0.07 |
Government National Mortgage Associ | 6.00 | 10/16/2047 | 0.07 |
AerCap Ireland Capital DAC / AerCap | 3.88 | 01/23/2028 | 0.07 |
Devon Energy Corp | 5.60 | 07/15/2041 | 0.07 |
UBS Group AG | 7.00 | 12/31/2049 | 0.07 |
AbbVie Inc | 2.95 | 11/21/2026 | 0.07 |
Truist Bank | 3.30 | 05/15/2026 | 0.06 |
American Water Capital Corp | 6.59 | 10/15/2037 | 0.06 |
Ares Capital Corp | 3.50 | 02/10/2023 | 0.06 |
Transcanada Trust | 5.50 | 09/15/2079 | 0.06 |
Aon Corp | 8.21 | 01/01/2027 | 0.06 |
Amphenol Corp | 3.20 | 04/01/2024 | 0.06 |
Prologis LP | 2.25 | 04/15/2030 | 0.06 |
Cintas Corp No 2 | 2.90 | 04/01/2022 | 0.06 |
Brookfield Finance Inc | 4.70 | 09/20/2047 | 0.06 |
Affiliated Managers Group Inc | 4.25 | 02/15/2024 | 0.06 |
Citigroup Inc | 3.67 | 07/24/2028 | 0.06 |
General Motors Co | 6.60 | 04/01/2036 | 0.06 |
Marathon Petroleum Corp | 4.50 | 04/01/2048 | 0.06 |
HSBC Holdings PLC | 3.95 | 05/18/2024 | 0.05 |
MetLife Inc | 5.88 | 12/31/2099 | 0.05 |
Ford Motor Co | 7.45 | 07/16/2031 | 0.05 |
Time Warner Cable LLC | 5.50 | 09/01/2041 | 0.05 |
Shell International Finance BV | 3.25 | 05/11/2025 | 0.05 |
Barclays PLC | 8.00 | 12/31/2099 | 0.05 |
Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.05 |
BAT Capital Corp | 4.54 | 08/15/2047 | 0.05 |
Ford Motor Co | 4.35 | 12/08/2026 | 0.05 |
Fannie Mae-Aces | 0.38 | 12/25/2022 | 0.05 |
Spirit Airlines Pass Through Trust | 4.10 | 10/01/2029 | 0.05 |
Total Capital International SA | 2.70 | 01/25/2023 | 0.04 |
NiSource Inc | 2.65 | 11/17/2022 | 0.04 |
Hartford Financial Services Group I | 2.52 | 02/12/2047 | 0.04 |
ORIX Corp | 3.70 | 07/18/2027 | 0.04 |
Allied World Assurance Co Holdings | 4.35 | 10/29/2025 | 0.04 |
Owens Corning | 7.00 | 12/01/2036 | 0.04 |
Fannie Mae Connecticut Avenue Secur | 3.08 | 07/25/2024 | 0.04 |
Ford Motor Co | 4.75 | 01/15/2043 | 0.04 |
Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.04 |
BlackRock Inc | 2.40 | 04/30/2030 | 0.04 |
Valmont Industries Inc | 5.25 | 10/01/2054 | 0.04 |
Barclays PLC REGS | 7.88 | 12/29/2049 | 0.04 |
Nordstrom Inc | 5.00 | 01/15/2044 | 0.04 |
Berkshire Hathaway Inc | 2.20 | 03/15/2021 | 0.04 |
Navistar Financial Dealer Note Mast | 1.13 | 05/25/2024 | 0.04 |
Federal Realty Investment Trust | 4.50 | 12/01/2044 | 0.04 |
Dell International LLC / EMC Corp 1 | 8.10 | 07/15/2036 | 0.03 |
Corning Inc | 5.35 | 11/15/2048 | 0.03 |
Navistar Financial Dealer Note Mast | 1.63 | 05/25/2024 | 0.03 |
Boardwalk Pipelines LP | 4.45 | 07/15/2027 | 0.03 |
Home Depot Inc/The | 2.95 | 06/15/2029 | 0.03 |
Charter Communications Operating LL | 5.12 | 07/01/2049 | 0.03 |
Western Midstream Operating LP | 5.25 | 02/01/2050 | 0.03 |
Delta Air Lines Inc | 2.90 | 10/28/2024 | 0.03 |
Service Properties Trust | 4.35 | 10/01/2024 | 0.03 |
Seagate HDD Cayman | 4.88 | 06/01/2027 | 0.03 |
Western Midstream Operating LP | 4.65 | 07/01/2026 | 0.03 |
Dow Chemical Co/The | 9.40 | 05/15/2039 | 0.03 |
Delta Air Lines Inc | 3.62 | 03/15/2022 | 0.03 |
Time Warner Entertainment Co LP | 8.38 | 07/15/2033 | 0.03 |
Freddie Mac REMICS | 5.92 | 01/15/2044 | 0.03 |
Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.03 |
Equitable Holdings Inc | 5.00 | 04/20/2048 | 0.03 |
Enable Midstream Partners LP | 4.95 | 05/15/2028 | 0.02 |
General Motors Co | 5.15 | 04/01/2038 | 0.02 |
Delta Air Lines 2007-1 Class A Pass | 6.82 | 08/10/2022 | 0.02 |
General Motors Co | 5.95 | 04/01/2049 | 0.02 |
Ovintiv Inc | 6.50 | 08/15/2034 | 0.02 |
Marriott International Inc/MD | 5.75 | 05/01/2025 | 0.02 |
Service Properties Trust | 4.95 | 10/01/2029 | 0.02 |
BAT Capital Corp | 4.76 | 09/06/2049 | 0.02 |
California Institute of Technology | 4.70 | 11/01/2111 | 0.02 |
RenaissanceRe Finance Inc | 3.70 | 04/01/2025 | 0.02 |
Sompo International Holdings Ltd | 4.70 | 10/15/2022 | 0.02 |
CyrusOne LP / CyrusOne Finance Corp | 3.45 | 11/15/2029 | 0.02 |
WaMu Mortgage Pass-Through Certific | 3.83 | 12/25/2035 | 0.02 |
Southwest Airlines Co | 3.00 | 11/15/2026 | 0.02 |
Fluor Corp | 4.25 | 09/15/2028 | 0.02 |
ArcelorMittal SA | 7.25 | 10/15/2039 | 0.02 |
Delta Air Lines Inc | 3.75 | 10/28/2029 | 0.02 |
Fibria Overseas Finance Ltd | 5.50 | 01/17/2027 | 0.01 |
Westlake Chemical Corp | 5.00 | 08/15/2046 | 0.01 |
Sabra Health Care LP | 5.12 | 08/15/2026 | 0.01 |
Service Properties Trust | 5.00 | 08/15/2022 | 0.01 |
Fluor Corp | 3.50 | 12/15/2024 | 0.01 |
Mosaic Co/The | 5.62 | 11/15/2043 | 0.01 |
EPR Properties | 3.75 | 08/15/2029 | 0.01 |
Banc of America Mortgage 2007-1 Tru | 6.00 | 03/25/2037 | 0.01 |
Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
Eagle Materials Inc | 4.50 | 08/01/2026 | 0.01 |
American International Group Inc | 5.75 | 04/01/2048 | 0.01 |
Mosaic Co/The | 5.45 | 11/15/2033 | 0.01 |
Voya Financial Inc | 5.65 | 05/15/2053 | 0.01 |
FS KKR Capital Corp | 4.75 | 05/15/2022 | 0.01 |
FS KKR Capital Corp | 4.12 | 02/01/2025 | 0.01 |
Huntsman International LLC | 5.12 | 11/15/2022 | 0.01 |
Amgen Inc | 2.20 | 02/21/2027 | 0.01 |
Juniper Networks Inc | 5.95 | 03/15/2041 | 0.01 |
Office Properties Income Trust | 4.00 | 07/15/2022 | 0.01 |
Motorola Solutions Inc | 5.50 | 09/01/2044 | 0.01 |
Delta Air Lines Inc | 3.80 | 04/19/2023 | 0.01 |
American International Group Inc | 8.18 | 05/15/2058 | 0.01 |
Unum Group | 5.75 | 08/15/2042 | 0.01 |
Jefferies Group LLC | 6.25 | 01/15/2036 | 0.01 |
Oaktree Specialty Lending Corp | 3.50 | 02/25/2025 | 0.01 |
National Rural Utilities Cooperativ | 5.25 | 04/20/2046 | 0.01 |
Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.01 |
Truist Bank | 4.05 | 11/03/2025 | 0.01 |
Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
CASH & EQUIVALENTS | 0.00 | 0.00 | |
Verizon Communications Inc | 5.15 | 09/15/2023 | 0.00 |
Connecticut Avenue Securities Trust | 2.33 | 09/25/2031 | 0.00 |
CASH & EQUIVALENTS | 0.00 | -0.89 |