Invesco Intermediate Bond Factor Fund

as of 06/30/2022

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Fannie Mae or Freddie Mac 3.50 08/01/2052 5.94
United States Treasury Note/Bond 1.50 02/29/2024 5.74
United States Treasury Note/Bond 0.88 01/31/2024 4.68
United States Treasury Note/Bond 1.38 01/31/2025 4.25
Fannie Mae or Freddie Mac 3.00 08/01/2052 4.23
United States Treasury Note/Bond 1.50 01/31/2027 3.99
Fannie Mae or Freddie Mac 2.00 08/01/2052 3.00
Swiss Confederation Government Bond 1.25 06/11/2024 2.64
United States Treasury Note/Bond 0.50 11/30/2023 2.51
Norway Government Bond 1.75 03/13/2025 2.09
Fannie Mae or Freddie Mac 3.00 07/01/2037 1.90
United States Treasury Note/Bond 0.75 03/31/2026 1.86
Bundesobligation 0.00 04/10/2026 1.83
United States Treasury Note/Bond 1.12 02/28/2025 1.77
Fannie Mae or Freddie Mac 2.50 08/01/2052 1.73
Fannie Mae or Freddie Mac 4.50 07/01/2052 1.70
Fannie Mae or Freddie Mac 4.00 08/01/2052 1.59
Fannie Mae or Freddie Mac 2.00 06/01/2037 1.58
United States Treasury Note/Bond 1.38 10/31/2028 1.24
Swiss Confederation Government Bond 0.50 05/27/2030 1.15
Canadian Government Bond 0.50 09/01/2025 0.95
United States Treasury Note/Bond 2.00 02/15/2050 0.91
United States Treasury Note/Bond 0.12 01/31/2023 0.90
United Kingdom Gilt 0.12 01/30/2026 0.88
Norway Government Bond 1.38 08/19/2030 0.86
Australia Government Bond 4.25 04/21/2026 0.86
Fannie Mae Pool 2.00 08/01/2051 0.83
United States Treasury Note/Bond 1.50 08/15/2026 0.72
Freddie Mac Pool 2.50 07/01/2050 0.72
TCI Communications Inc 7.12 02/15/2028 0.65
Freddie Mac Pool 2.50 08/01/2050 0.64
Bundesrepublik Deutschland Bundesan 0.00 02/15/2031 0.63
Freddie Mac Pool 3.00 05/01/2050 0.59
Freddie Mac Pool 3.00 05/01/2050 0.58
Goldman Sachs Group Inc/The 4.00 03/03/2024 0.56
Fannie Mae or Freddie Mac 1.50 06/01/2037 0.50
Fannie Mae or Freddie Mac 2.00 07/01/2037 0.50
Australia Government Bond 2.50 05/21/2030 0.47
United States Treasury Note/Bond 2.38 11/15/2049 0.46
United States Treasury Note/Bond 1.38 11/15/2031 0.45
Fannie Mae Pool 3.00 11/01/2051 0.44
Canadian Government Bond 0.50 12/01/2030 0.44
Fannie Mae Pool 2.50 08/01/2051 0.44
American Honda Finance Corp 3.50 02/15/2028 0.42
AEP Texas Inc 3.95 06/01/2028 0.40
Lloyds Banking Group PLC 4.45 05/08/2025 0.39
Morgan Stanley 3.74 04/24/2024 0.38
HSBC Bank USA NA/New York NY 5.88 11/01/2034 0.38
Fannie Mae or Freddie Mac 2.50 07/01/2037 0.37
SSM Health Care Corp 3.69 06/01/2023 0.37
United States Treasury Note/Bond 2.00 11/15/2041 0.37
United Kingdom Gilt 0.25 07/31/2031 0.36
MetLife Inc 3.60 04/10/2024 0.36
QUALCOMM Inc 2.90 05/20/2024 0.35
Boeing Co/The 3.10 05/01/2026 0.35
Parker-Hannifin Corp 3.25 03/01/2027 0.34
DuPont de Nemours Inc 4.49 11/15/2025 0.32
Fannie Mae Pool 2.00 03/01/2051 0.31
Banco Santander SA 5.18 11/19/2025 0.31
United States Treasury Note/Bond 1.38 02/15/2023 0.29
Diageo Capital PLC 2.12 10/24/2024 0.29
FedEx Corp 4.75 11/15/2045 0.29
Union Electric Co 8.45 03/15/2039 0.28
Morgan Stanley 3.88 04/29/2024 0.28
Southern California Edison Co 6.65 04/01/2029 0.28
Alibaba Group Holding Ltd 4.50 11/28/2034 0.28
Bunge Ltd Finance Corp 3.25 08/15/2026 0.27
JPMorgan Chase & Co 3.88 09/10/2024 0.26
Omega Healthcare Investors Inc 3.38 02/01/2031 0.26
Fannie Mae or Freddie Mac 3.50 07/01/2037 0.26
International Business Machines Cor 7.12 12/01/2096 0.26
Cummins Inc 3.65 10/01/2023 0.25
Svenska Handelsbanken AB 3.90 11/20/2023 0.25
Oracle Corp 2.50 04/01/2025 0.25
Apple Inc 4.45 05/06/2044 0.25
Coca-Cola Femsa SAB de CV 2.75 01/22/2030 0.24
Starbucks Corp 3.85 10/01/2023 0.24
Apple Inc 1.12 05/11/2025 0.24
Southwest Airlines Co 3.00 11/15/2026 0.24
Fannie Mae Pool 2.50 08/01/2050 0.24
Reynolds American Inc 5.85 08/15/2045 0.24
Air Lease Corp 3.00 02/01/2030 0.24
Marsh & McLennan Cos Inc 3.88 03/15/2024 0.24
America Movil SAB de CV 6.38 03/01/2035 0.24
Verizon Communications Inc 0.85 11/20/2025 0.24
HSBC Holdings PLC 4.25 03/14/2024 0.24
Grupo Televisa SAB 4.62 01/30/2026 0.23
Virginia Electric and Power Co 8.88 11/15/2038 0.23
Exxon Mobil Corp 2.99 03/19/2025 0.23
Wells Fargo & Co 4.10 06/03/2026 0.23
TWDC Enterprises 18 Corp 3.15 09/17/2025 0.23
Novartis Capital Corp 3.10 05/17/2027 0.23
Collins Aerospace 3.20 03/15/2024 0.23
Alibaba Group Holding Ltd 2.12 02/09/2031 0.23
Caterpillar Financial Services Corp 3.25 12/01/2024 0.23
Westpac Banking Corp 2.85 05/13/2026 0.23
CHRISTUS Health 4.34 07/01/2028 0.22
Bank of America Corp 4.45 03/03/2026 0.22
Microsoft Corp 3.12 11/03/2025 0.22
Amgen Inc 3.62 05/22/2024 0.22
Altria Group Inc 4.50 05/02/2043 0.22
Fannie Mae Pool 3.00 12/01/2049 0.22
Credit Suisse Group AG 4.55 04/17/2026 0.22
Dell International LLC / EMC Corp 6.02 06/15/2026 0.22
Southern Power Co 5.15 09/15/2041 0.21
Reliance Standard Life Global Fundi 2.75 01/21/2027 0.21
Morgan Stanley 3.88 01/27/2026 0.21
American Airlines 2021-1 Class A Pa 2.88 07/11/2034 0.21
Fannie Mae Pool 2.50 03/01/2050 0.21
Charter Communications Operating LL 5.05 03/30/2029 0.21
Baidu Inc 4.38 05/14/2024 0.21
Citigroup Inc 5.32 03/26/2041 0.21
Realty Income Corp 1.80 03/15/2033 0.21
Australia & New Zealand Banking Gro 3.70 11/16/2025 0.21
Biogen Inc 4.05 09/15/2025 0.21
Oglethorpe Power Corp 5.95 11/01/2039 0.21
Altria Group Inc 3.40 05/06/2030 0.20
General Electric Co 5.88 01/14/2038 0.20
nVent Finance Sarl 4.55 04/15/2028 0.20
Banco Santander SA 4.25 04/11/2027 0.20
FedEx Corp 4.55 04/01/2046 0.20
Booking Holdings Inc 3.55 03/15/2028 0.20
General Motors Co 6.25 10/02/2043 0.20
Microsoft Corp 3.95 08/08/2056 0.20
Cheniere Corpus Christi Holdings LL 7.00 06/30/2024 0.20
Capital One Financial Corp 3.75 03/09/2027 0.20
Westpac Banking Corp 2.70 08/19/2026 0.20
Bank of America Corp 2.48 09/21/2036 0.20
Exxon Mobil Corp 4.33 03/19/2050 0.20
HSBC Holdings PLC 6.10 01/14/2042 0.20
BAT Capital Corp 3.56 08/15/2027 0.19
Bank of America Corp 1.32 06/19/2026 0.19
Philip Morris International Inc 4.50 03/20/2042 0.19
Amazon.com Inc 3.25 05/12/2061 0.19
Lloyds Banking Group PLC 3.75 01/11/2027 0.19
Sumitomo Mitsui Financial Group Inc 2.14 09/23/2030 0.19
Time Warner Cable LLC 5.50 09/01/2041 0.19
Apple Inc 3.25 02/23/2026 0.18
Bank of America Corp 6.11 01/29/2037 0.18
Microsoft Corp 3.04 03/17/2062 0.18
Lloyds Banking Group PLC 4.50 11/04/2024 0.18
American Express Co 3.40 02/22/2024 0.18
Fannie Mae Pool 3.00 10/01/2049 0.18
EDP Finance BV 3.62 07/15/2024 0.18
Alibaba Group Holding Ltd 4.00 12/06/2037 0.18
Norfolk Southern Corp 4.10 05/15/2121 0.18
Bank of America Corp 7.75 05/14/2038 0.18
Anheuser-Busch InBev Worldwide Inc 8.20 01/15/2039 0.18
Energy Transfer LP 5.30 04/15/2047 0.18
Altria Group Inc 4.80 02/14/2029 0.17
Prudential Financial Inc 5.62 06/15/2043 0.17
Stanley Black & Decker Inc 4.25 11/15/2028 0.17
Oracle Corp 3.90 05/15/2035 0.17
Barclays PLC 3.56 09/23/2035 0.17
Time Warner Cable LLC 4.50 09/15/2042 0.17
Diageo Capital PLC 3.88 05/18/2028 0.17
AvalonBay Communities Inc 4.20 12/15/2023 0.17
ITC Holdings Corp 5.30 07/01/2043 0.17
Chevron Corp 2.90 03/03/2024 0.17
ORIX Corp 4.05 01/16/2024 0.17
HSBC Holdings PLC 4.29 09/12/2026 0.17
United States Treasury Bill 0.00 11/17/2022 0.16
Alibaba Group Holding Ltd 3.40 12/06/2027 0.16
BP Capital Markets PLC 3.72 11/28/2028 0.16
British Telecommunications PLC 9.62 12/15/2030 0.16
Hasbro Inc 6.35 03/15/2040 0.16
Goldman Sachs Group Inc/The 6.25 02/01/2041 0.16
National Rural Utilities Cooperativ 3.40 11/15/2023 0.16
Shell International Finance BV 4.55 08/12/2043 0.16
Citigroup Inc 4.04 06/01/2024 0.16
HSBC Holdings PLC 3.95 05/18/2024 0.16
Freddie Mac Pool 3.00 01/01/2050 0.15
Baidu Inc 4.38 03/29/2028 0.15
National Australia Bank Ltd/New Yor 3.38 01/14/2026 0.15
Philip Morris International Inc 6.38 05/16/2038 0.15
CommonSpirit Health 1.55 10/01/2025 0.15
CVS Health Corp 5.05 03/25/2048 0.15
Goldman Sachs Group Inc/The 3.50 11/16/2026 0.15
Cooperatieve Rabobank UA 3.75 07/21/2026 0.15
Raytheon Technologies Corp 3.50 03/15/2027 0.15
CNA Financial Corp 3.45 08/15/2027 0.15
Barclays PLC 5.20 05/12/2026 0.15
Black Hills Corp 3.95 01/15/2026 0.14
Simon Property Group LP 6.75 02/01/2040 0.14
JPMorgan Chase & Co 7.75 07/15/2025 0.14
Visa Inc 4.15 12/14/2035 0.14
PNC Financial Services Group Inc/Th 3.90 04/29/2024 0.14
Discovery Communications LLC 4.12 05/15/2029 0.14
Marathon Oil Corp 6.60 10/01/2037 0.14
International Paper Co 4.80 06/15/2044 0.14
Citigroup Inc 8.12 07/15/2039 0.14
General Motors Co 6.75 04/01/2046 0.14
HCA Inc 5.25 06/15/2049 0.13
Amazon.com Inc 4.25 08/22/2057 0.13
Oracle Corp 2.30 03/25/2028 0.13
JPMorgan Chase & Co 3.80 07/23/2024 0.13
Bank of America Corp 6.30 12/31/2049 0.13
Nomura Holdings Inc 1.65 07/14/2026 0.13
Western Union Co/The 6.20 11/17/2036 0.13
PPG Industries Inc 2.40 08/15/2024 0.13
Gilead Sciences Inc 3.70 04/01/2024 0.13
Energy Transfer LP 3.90 05/15/2024 0.13
HP Inc 6.00 09/15/2041 0.13
Reynolds American Inc 5.70 08/15/2035 0.13
Ally Financial Inc 8.00 11/01/2031 0.13
Ameriprise Financial Inc 4.00 10/15/2023 0.13
Dignity Health 5.27 11/01/2064 0.13
Brighthouse Financial Inc 3.70 06/22/2027 0.13
Brookfield Finance Inc 4.00 04/01/2024 0.12
Barclays Bank PLC 3.75 05/15/2024 0.12
Johnson & Johnson 2.45 09/01/2060 0.12
Broadcom Inc 4.93 05/15/2037 0.12
National Australia Bank Ltd/New Yor 2.50 07/12/2026 0.12
Intel Corp 4.95 03/25/2060 0.12
Avolon Holdings Funding Ltd 3.25 02/15/2027 0.12
Golub Capital BDC Inc 3.38 04/15/2024 0.12
Brookfield Finance Inc 3.90 01/25/2028 0.12
Fannie Mae Pool 3.00 03/01/2050 0.12
ArcelorMittal SA 4.25 07/16/2029 0.12
Altria Group Inc 2.45 02/04/2032 0.12
Fannie Mae Pool 3.00 02/01/2050 0.12
Fifth Third Bancorp 2.38 01/28/2025 0.12
Eversource Energy 2.90 10/01/2024 0.12
Oracle Corp 1.65 03/25/2026 0.12
Chevron USA Inc 3.85 01/15/2028 0.12
American Tower Corp 3.95 03/15/2029 0.12
Huntington Bancshares Inc/OH 2.62 08/06/2024 0.12
Enel Generacion Chile SA 4.25 04/15/2024 0.12
Baidu Inc 1.62 02/23/2027 0.12
Crown Castle International Corp 3.80 02/15/2028 0.12
Hewlett Packard Enterprise Co 6.35 10/15/2045 0.12
KeyBank NA/Cleveland OH 3.40 05/20/2026 0.11
Citigroup Commercial Mortgage Trust 1.22 10/12/2050 0.11
Kaiser Foundation Hospitals 3.15 05/01/2027 0.11
NOV Inc 3.60 12/01/2029 0.11
Mitsubishi UFJ Financial Group Inc 4.05 09/11/2028 0.11
Mitsubishi UFJ Financial Group Inc 3.96 03/02/2028 0.11
Black Hills Corp 4.25 11/30/2023 0.11
Citigroup Inc 4.41 03/31/2031 0.11
Harley-Davidson Inc 4.62 07/28/2045 0.11
Walgreens Boots Alliance Inc 4.80 11/18/2044 0.11
Mylan Inc 4.55 04/15/2028 0.11
TSMC Arizona Corp 2.50 10/25/2031 0.11
Prudential Financial Inc 5.20 03/15/2044 0.11
Edison International 4.12 03/15/2028 0.11
Koninklijke KPN NV 8.38 10/01/2030 0.11
United Airlines 2020-1 Class A Pass 5.88 10/15/2027 0.11
JPMorgan Chase & Co 5.62 08/16/2043 0.11
Canadian Pacific Railway Co 6.12 09/15/2115 0.11
Alibaba Group Holding Ltd 4.20 12/06/2047 0.11
NextEra Energy Capital Holdings Inc 5.65 05/01/2079 0.11
NiSource Inc 3.60 05/01/2030 0.11
Oracle Corp 3.85 04/01/2060 0.11
Biogen Inc 2.25 05/01/2030 0.11
Philip Morris International Inc 2.10 05/01/2030 0.11
Ascension Health 2.53 11/15/2029 0.11
Baidu Inc 4.88 11/14/2028 0.11
Cigna Corp 4.50 02/25/2026 0.11
Microchip Technology Inc 4.33 06/01/2023 0.10
NatWest Group PLC 4.80 04/05/2026 0.10
Kyndryl Holdings Inc 2.70 10/15/2028 0.10
Lloyds Banking Group PLC 3.87 07/09/2025 0.10
Suzano Austria GmbH 6.00 01/15/2029 0.10
Omnicom Group Inc / Omnicom Capital 3.65 11/01/2024 0.10
Lowe's Cos Inc 3.12 09/15/2024 0.10
Ross Stores Inc 1.88 04/15/2031 0.10
HCA Inc 5.25 04/15/2025 0.10
Bancolombia SA 3.00 01/29/2025 0.10
HSBC Holdings PLC 4.38 11/23/2026 0.10
Oracle Corp 4.10 03/25/2061 0.10
Weibo Corp 3.50 07/05/2024 0.10
BAT Capital Corp 3.22 08/15/2024 0.10
Banco Santander SA 4.38 04/12/2028 0.10
BPCE SA 4.50 03/15/2025 0.10
Sumitomo Mitsui Financial Group Inc 2.35 01/15/2025 0.10
GLP Capital LP / GLP Financing II I 5.30 01/15/2029 0.10
Freddie Mac Pool 4.50 09/01/2049 0.10
Shell International Finance BV 4.38 05/11/2045 0.10
Nomura Holdings Inc 2.65 01/16/2025 0.10
Brighthouse Financial Inc 4.70 06/22/2047 0.10
Stewart Information Services Corp 3.60 11/15/2031 0.10
National Rural Utilities Cooperativ 8.00 03/01/2032 0.10
Jefferies Group LLC 6.25 01/15/2036 0.10
Oracle Corp 2.80 04/01/2027 0.09
Altria Group Inc 5.80 02/14/2039 0.09
Southern California Edison Co 6.00 01/15/2034 0.09
Assured Guaranty US Holdings Inc 5.00 07/01/2024 0.09
Consolidated Edison Co of New York 4.50 05/15/2058 0.09
Boston Properties LP 2.75 10/01/2026 0.09
Nomura Holdings Inc 2.33 01/22/2027 0.09
Realty Income Corp 2.20 06/15/2028 0.09
Progress Energy Inc 7.75 03/01/2031 0.09
American Water Capital Corp 3.85 03/01/2024 0.09
Spectra Energy Partners LP 3.50 03/15/2025 0.09
Simon Property Group LP 4.25 10/01/2044 0.09
USD/NOK CFWD2022921 09/21/2022 0.09
Baidu Inc 2.38 08/23/2031 0.09
Apple Inc 2.85 08/05/2061 0.09
Enterprise Products Operating LLC 3.75 02/15/2025 0.08
HSBC Holdings PLC 4.58 06/19/2029 0.08
Duke Energy Corp 3.25 01/15/2082 0.08
US Bancorp 3.10 04/27/2026 0.08
National Grid USA 5.80 04/01/2035 0.08
Baker Hughes Holdings LLC / Baker H 4.08 12/15/2047 0.08
Molson Coors Beverage Co 5.00 05/01/2042 0.08
Edison International 5.75 06/15/2027 0.08
Altria Group Inc 3.88 09/16/2046 0.08
Main Street Capital Corp 5.20 05/01/2024 0.08
Baker Hughes Holdings LLC 5.12 09/15/2040 0.08
Xilinx Inc 2.95 06/01/2024 0.08
Columbia Pipeline Group Inc 5.80 06/01/2045 0.08
American International Group Inc 3.90 04/01/2026 0.08
Telefonica Emisiones SA 4.10 03/08/2027 0.08
Energy Transfer LP 5.40 10/01/2047 0.08
Spirit Realty LP 3.20 02/15/2031 0.08
Toledo Hospital/The 6.01 11/15/2048 0.07
Williams Cos Inc/The 6.30 04/15/2040 0.07
Kinder Morgan Energy Partners LP 6.95 01/15/2038 0.07
Apple Inc 2.80 02/08/2061 0.07
Hess Corp 5.60 02/15/2041 0.07
Freddie Mac Multifamily Structured 1.09 05/25/2029 0.07
Manulife Financial Corp 4.15 03/04/2026 0.07
Halliburton Co 7.45 09/15/2039 0.07
Hasbro Inc 5.10 05/15/2044 0.07
Apple Inc 1.20 02/08/2028 0.07
Prudential Financial Inc 5.38 05/15/2045 0.07
JPMorgan Chase & Co 4.12 12/15/2026 0.06
Office Properties Income Trust 2.40 02/01/2027 0.06
Fannie Mae Pool 4.50 06/01/2049 0.06
Blackstone Holdings Finance Co LLC 3.15 10/02/2027 0.06
Molson Coors Beverage Co 4.20 07/15/2046 0.06
FS KKR Capital Corp 4.12 02/01/2025 0.06
Truist Bank 3.30 05/15/2026 0.06
Time Warner Cable LLC 7.30 07/01/2038 0.06
Amphenol Corp 3.20 04/01/2024 0.06
BANK 2019-BNK16 1.10 02/15/2052 0.06
Corning Inc 5.85 11/15/2068 0.06
Affiliated Managers Group Inc 4.25 02/15/2024 0.06
Aon Corp 8.21 01/01/2027 0.06
USD/NOK CFWD2022921 09/21/2022 0.06
Host Hotels & Resorts LP 3.38 12/15/2029 0.06
General Motors Co 6.60 04/01/2036 0.05
Plains All American Pipeline LP / P 6.65 01/15/2037 0.05
American Water Capital Corp 6.59 10/15/2037 0.05
Mid-America Apartments LP 3.60 06/01/2027 0.05
USD/AUD CFWD2022921 09/21/2022 0.05
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.05
Citigroup Inc 3.67 07/24/2028 0.05
MetLife Inc 5.88 12/31/2099 0.05
Barclays PLC 8.00 12/31/2099 0.05
Shell International Finance BV 3.25 05/11/2025 0.05
Brookfield Finance Inc 4.70 09/20/2047 0.05
Enstar Group Ltd 3.10 09/01/2031 0.05
Spirit Airlines Pass Through Trust 4.10 10/01/2029 0.05
CHF/USD CFWD2022921 09/21/2022 0.04
American Express Co 3.00 10/30/2024 0.04
USD/SEK CFWD2022921 09/21/2022 0.04
ORIX Corp 3.70 07/18/2027 0.04
Valmont Industries Inc 5.25 10/01/2054 0.04
Owens Corning 7.00 12/01/2036 0.04
BAT Capital Corp 4.54 08/15/2047 0.03
Freddie Mac Pool 4.50 01/01/2050 0.03
Fannie Mae REMICS 4.28 09/25/2047 0.03
Freddie Mac Multifamily Structured 0.79 02/25/2026 0.03
USD/EUR CFWD2022921 09/21/2022 0.03
USD/GBP CFWD2022921 09/21/2022 0.03
Boardwalk Pipelines LP 4.45 07/15/2027 0.03
Federal Realty OP LP 4.50 12/01/2044 0.03
USD/CAD CFWD2022921 09/21/2022 0.03
Corning Inc 5.35 11/15/2048 0.03
Energy Transfer LP 4.95 05/15/2028 0.03
Service Properties Trust 4.35 10/01/2024 0.03
Freddie Mac Multifamily Structured 0.63 11/25/2024 0.02
Dow Chemical Co/The 9.40 05/15/2039 0.02
Dell International LLC / EMC Corp 8.35 07/15/2046 0.02
General Motors Co 5.15 04/01/2038 0.02
Charter Communications Operating LL 5.12 07/01/2049 0.02
General Motors Co 5.95 04/01/2049 0.02
Equitable Holdings Inc 5.00 04/20/2048 0.02
Time Warner Entertainment Co LP 8.38 07/15/2033 0.02
USD/EUR CFWD2022921 09/21/2022 0.02
Government National Mortgage Associ 4.69 10/16/2047 0.02
USD/NOK CFWD2022921 09/21/2022 0.02
Sweden Government Bond 2.50 05/12/2025 0.02
Altria Group Inc 5.95 02/14/2049 0.02
Service Properties Trust 4.95 10/01/2029 0.02
Dell International LLC / EMC Corp 8.10 07/15/2036 0.02
RenaissanceRe Finance Inc 3.70 04/01/2025 0.02
Fannie Mae REMICS 3.50 08/25/2035 0.02
ArcelorMittal SA 7.00 10/15/2039 0.01
Sabra Health Care LP 5.12 08/15/2026 0.01
Fibria Overseas Finance Ltd 5.50 01/17/2027 0.01
BAT Capital Corp 4.76 09/06/2049 0.01
California Institute of Technology 4.70 11/01/2111 0.01
Westlake Corp 5.00 08/15/2046 0.01
Mosaic Co/The 5.62 11/15/2043 0.01
USD/AUD CFWD2022921 09/21/2022 0.01
WaMu Mortgage Pass-Through Certific 2.84 12/25/2035 0.01
USD/CAD CFWD2022921 09/21/2022 0.01
Mosaic Co/The 5.45 11/15/2033 0.01
Freddie Mac REMICS 4.78 01/15/2044 0.01
Voya Financial Inc 5.65 05/15/2053 0.01
American International Group Inc 5.75 04/01/2048 0.01
Sweden Government Bond 0.75 11/12/2029 0.01
Amgen Inc 2.20 02/21/2027 0.01
USD/GBP CFWD2022921 09/21/2022 0.01
Juniper Networks Inc 5.95 03/15/2041 0.01
USD/EUR CFWD2022921 09/21/2022 0.01
Motorola Solutions Inc 5.50 09/01/2044 0.01
Unum Group 5.75 08/15/2042 0.01
Banc of America Mortgage 2007-1 Tru 6.00 03/25/2037 0.01
National Rural Utilities Cooperativ 5.25 04/20/2046 0.01
Fannie Mae REMICS 5.50 07/25/2046 0.01
Truist Bank 4.05 11/03/2025 0.01
Fannie Mae REMICS 4.00 08/25/2047 0.00
United States Treasury Bill 0.00 09/15/2022 0.00
USD/SEK CFWD2022921 09/21/2022 0.00
CHF/USD CFWD2022921 09/21/2022 0.00
Freddie Mac Strips 3.00 12/15/2027 0.00
CHF/USD CFWD2022921 09/21/2022 0.00
Fannie Mae-Aces 0.25 12/25/2022 0.00
USD/GBP CFWD2022921 09/21/2022 0.00
NOK/USD CFWD2022921 09/21/2022 0.00
EUR/USD CFWD2022921 09/21/2022 0.00
NOK/USD CFWD2022921 09/21/2022 0.00
GBP/USD CFWD2022921 09/21/2022 0.00
CAD/USD CFWD2022921 09/21/2022 0.00
USD/SEK CFWD2022921 09/21/2022 0.00
USD/NOK CFWD2022921 09/21/2022 0.00
INVESCO LIQUID ASSET CASH MF 0.00
AUD/USD CFWD2022921 09/21/2022 -0.00
GBP/USD CFWD2022921 09/21/2022 -0.00
AUD/USD CFWD2022921 09/21/2022 -0.00
GBP/USD CFWD2022921 09/21/2022 -0.00
AUD/USD CFWD2022921 09/21/2022 -0.00
EUR/USD CFWD2022921 09/21/2022 -0.00
CAD/USD CFWD2022921 09/21/2022 -0.00
SEK/USD CFWD2022921 09/21/2022 -0.00
EUR/USD CFWD2022921 09/21/2022 -0.00
CAD/USD CFWD2022921 09/21/2022 -0.00
AUD/USD CFWD2022921 09/21/2022 -0.00
NOK/USD CFWD2022921 09/21/2022 -0.00
USD/CHF CFWD2022921 09/21/2022 -0.01
USD/CHF CFWD2022921 09/21/2022 -0.03
NOK/USD CFWD2022921 09/21/2022 -0.04
SEK/USD CFWD2022921 09/21/2022 -0.04
USD/CHF CFWD2022921 09/21/2022 -0.05
USD/CHF CFWD2022921 09/21/2022 -0.05
CASH & EQUIVALENTS 0.00 -0.08