Fund profile
Tickers
ACPSX, CPCFX, CPBRX, CPBYX, CPIIX, CPBFX
Total assets
$6.48 bn
Liabilities
$1.80 bn
Net assets
$4.68 bn
Number of holdings
1.06 k
Top 200 of 1061 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Federal National Mortgage Association | 302.22 mm | 314.04 mm principal | 6.46 | Debt | Long | USA |
Invesco Private Prime Fund | 274.62 mm | 274.62 mm shares | 5.87 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 232.25 mm | 235.70 mm principal | 4.96 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 228.27 mm | 227.62 mm principal | 4.88 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 185.91 mm | 212.00 mm principal | 3.97 | ABS-mortgage backed security | Long | USA |
Invesco Treasury Portfolio, Institutional Class | 183.44 mm | 183.44 mm shares | 3.92 | Short-term investment vehicle | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 160.51 mm | 160.51 mm shares | 3.43 | Short-term investment vehicle | Long | USA |
Invesco Liquid Assets Portfolio | 114.67 mm | 114.61 mm shares | 2.45 | Short-term investment vehicle | Long | USA |
Invesco Private Government Fund | 106.77 mm | 106.77 mm shares | 2.28 | Short-term investment vehicle | Long | USA |
Government National Mortgage Association, TBA | 94.17 mm | 99.57 mm principal | 2.01 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes/Bonds | 82.76 mm | 81.74 mm principal | 1.77 | Debt | Long | USA |
Government National Mortgage Association, TBA | 76.89 mm | 77.45 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 61.93 mm | 76.37 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes/Bonds | 59.08 mm | 57.66 mm principal | 1.26 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 58.58 mm | 62.62 mm principal | 1.25 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 50.59 mm | 50.36 mm principal | 1.08 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 46.54 mm | 49.71 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 45.13 mm | 49.70 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 35.05 mm | 34.80 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 33.38 mm | 33.81 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 29.78 mm | 30.13 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Delaware Life Global Funding, Series 21-1 | 29.04 mm | 31.38 mm principal | 0.62 | Debt | Long | USA |
Piedmont Operating Partnership, L.P. | 26.78 mm | 26.19 mm principal | 0.57 | Debt | Long | USA |
WFC Wells Fargo & Co. | 26.16 mm | 23.40 k shares | 0.56 | Preferred equity | Long | USA |
Government National Mortgage Association, TBA | 22.34 mm | 23.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
MAG Mutual Holding Co. | 21.84 mm | 27.10 mm principal | 0.47 | Debt | Long | USA |
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 | 21.50 mm | 21.51 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Notes/Bonds | 20.12 mm | 20.04 mm principal | 0.43 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. | 19.84 mm | 19.70 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Africa Finance Corp. | 19.18 mm | 20.29 mm principal | 0.41 | Debt | Long | XX |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A | 18.88 mm | 20.13 mm principal | 0.40 | ABS-other | Long | USA |
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3 | 18.23 mm | 22.37 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Zaxby's Funding LLC, Series 2021-1A, Class A2 | 18.15 mm | 21.47 mm principal | 0.39 | ABS-other | Long | USA |
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM | 17.95 mm | 18.94 mm principal | 0.38 | ABS-asset backed commercial paper | Long | USA |
OCP CLO Ltd., Series 2020-8RA, Class A1 | 17.92 mm | 17.94 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
One Bryant Park Trust, Series 2019-OBP, Class A | 17.77 mm | 21.80 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 17.70 mm | 21.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 17.44 mm | 17.15 mm principal | 0.37 | Debt | Long | USA |
NFE Atlantic Holdings, LLC, Term Loan | 16.82 mm | 17.43 mm principal | 0.36 | Loan | Long | USA |
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 | 16.47 mm | 16.48 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2 | 16.38 mm | 18.64 mm principal | 0.35 | ABS-other | Long | USA |
Morgan Stanley Capital I Trust, Series 2019-L2, Class A4 | 15.95 mm | 17.43 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Golub Capital Partners CLO 40B Ltd., Series 2019-40A, Class AR | 15.80 mm | 15.99 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IP Lending VII Ltd. | 15.40 mm | 15.46 mm principal | 0.33 | Debt | Long | Bermuda |
U.S. Treasury Notes/Bonds | 15.04 mm | 14.92 mm principal | 0.32 | Debt | Long | USA |
Wells Fargo & Co. | 15.03 mm | 14.39 mm principal | 0.32 | Debt | Long | USA |
UBS Commercial Mortgage Trust, Series 2019-C16, Class A4 | 14.84 mm | 16.77 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B | 14.47 mm | 15.77 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
CNXC Concentrix Corp. | 14.33 mm | 14.59 mm principal | 0.31 | Debt | Long | USA |
Benchmark Mortgage Trust, Series 2019-B14, Class A5 | 14.21 mm | 16.46 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Flagstar Mortgage Trust, Series 2021-11IN, Class A6 | 14.19 mm | 16.76 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Qdoba Funding LLC, Series 2023-1A, Class A2 | 13.74 mm | 13.62 mm principal | 0.29 | ABS-other | Long | USA |
APO Apollo Global Management Inc - Ordinary Shares - Class A (New) | 13.32 mm | 508.15 k shares | 0.28 | Preferred equity | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 12.98 mm | 13.13 mm principal | 0.28 | ABS-other | Long | USA |
JPMorgan Chase & Co. | 12.89 mm | 12.33 mm principal | 0.28 | Debt | Long | USA |
Octagon Investment Partners 31 Ltd., Series 2017-1A, Class AR | 12.88 mm | 12.91 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Minerva Luxembourg S.A. | 12.83 mm | 16.20 mm principal | 0.27 | Debt | Long | Luxembourg |
TierPoint Issuer LLC, Series 2023-1A, Class A2 | 12.58 mm | 13.38 mm principal | 0.27 | ABS-other | Long | USA |
STT State Street Corp. | 12.31 mm | 12.21 mm principal | 0.26 | Debt | Long | USA |
Mexico Government International Bond | 12.22 mm | 12.77 mm principal | 0.26 | Debt | Long | Mexico |
Emerald Debt Merger Sub L.L.C. | 12.21 mm | 12.23 mm principal | 0.26 | Debt | Long | USA |
Goldentree Loan Management US CLO 2 Ltd., Series 2017-2A, Class AR | 12.19 mm | 12.21 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
C Citigroup Inc | 12.17 mm | 12.27 mm principal | 0.26 | Debt | Long | USA |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D | 11.85 mm | 12.37 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 11.74 mm | 12.01 mm principal | 0.25 | Debt | Long | USA |
AMSR Trust, Series 2021-SFR3, Class B | 11.72 mm | 13.34 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
PII Polaris Inc | 11.64 mm | 11.30 mm principal | 0.25 | Debt | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2013-C17, Class C | 11.48 mm | 12.75 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Caterpillar Financial Services Corp. | 11.44 mm | 11.43 mm principal | 0.24 | Debt | Long | USA |
C Citigroup Inc | 11.43 mm | 11.47 mm principal | 0.24 | Debt | Long | USA |
Frontier Issuer LLC, Series 2023-1, Class A2 | 11.43 mm | 11.79 mm principal | 0.24 | ABS-other | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 11.41 mm | 10.74 mm principal | 0.24 | Debt | Long | Japan |
Angel Oak Mortgage Trust, Series 2022-1, Class A1 | 11.33 mm | 13.02 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
KKR CLO 30 Ltd., Series 30A, Class A1R | 11.29 mm | 11.31 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ICG US CLO Ltd., Series 2016-1A, Class A1RR | 11.29 mm | 11.40 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Delaware Life Global Funding, Series 22-1 | 11.26 mm | 11.86 mm principal | 0.24 | Debt | Long | USA |
SG Residential Mortgage Trust, Series 2022-1, Class A1 | 11.23 mm | 12.78 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
IP Lending IV Ltd., Series 2022-4A, Class SNR | 11.14 mm | 12.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Bermuda |
OCP CLO Ltd., Series 2014-7A, Class A1RR | 11.09 mm | 11.08 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo & Co. | 10.93 mm | 11.21 mm principal | 0.23 | Debt | Long | USA |
Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 10.86 mm | 10.60 mm principal | 0.23 | Debt | Long | USA |
McDonald's Corp. | 10.83 mm | 10.86 mm principal | 0.23 | Debt | Long | USA |
HBAN Huntington Bancshares, Inc. | 10.83 mm | 10.81 mm principal | 0.23 | Debt | Long | USA |
Petroleos Mexicanos | 10.71 mm | 11.64 mm principal | 0.23 | Debt | Long | Mexico |
BX Trust, Series 2022-LBA6, Class A | 10.71 mm | 10.97 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2 | 10.58 mm | 13.60 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
OHA Loan Funding Ltd., Series 2016-1A, Class AR | 10.56 mm | 10.54 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Life Mortgage Trust, Series 2021-BMR, Class B | 10.54 mm | 10.84 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BHP Billiton Finance (USA) Ltd. | 10.50 mm | 10.49 mm principal | 0.22 | Debt | Long | Australia |
Sasol Financing USA LLC | 10.47 mm | 12.83 mm principal | 0.22 | Debt | Long | USA |
Starwood Mortgage Residential Trust, Series 2021-6, Class A1 | 10.43 mm | 13.04 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 10.41 mm | 10.78 mm principal | 0.22 | Debt | Long | USA |
MAD Mortgage Trust, Series 2017-330M, Class A | 10.38 mm | 11.63 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co. LLC | 10.31 mm | 10.13 mm principal | 0.22 | Debt | Long | USA |
Bank of America Corp. | 10.31 mm | 10.22 mm principal | 0.22 | Debt | Long | USA |
Standard Chartered PLC | 10.30 mm | 10.37 mm principal | 0.22 | Debt | Long | UK |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1 | 10.29 mm | 10.74 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
SCHW Charles Schwab Corp. | 10.27 mm | 10.24 mm principal | 0.22 | Debt | Long | USA |
Banco Santander S.A. | 10.22 mm | 10.00 mm principal | 0.22 | Debt | Long | Spain |
Bayer US Finance LLC | 10.21 mm | 10.24 mm principal | 0.22 | Debt | Long | USA |
Verus Securitization Trust, Series 2022-3, Class A1 | 10.18 mm | 11.18 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Benchmark Mortgage Trust, Series 2019-B14, Class C | 10.18 mm | 14.88 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Tricon American Homes Trust, Series 2020-SFR2, Class A | 10.07 mm | 11.78 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
HUM Humana Inc. | 9.98 mm | 9.70 mm principal | 0.21 | Debt | Long | USA |
PM Philip Morris International Inc | 9.96 mm | 10.11 mm principal | 0.21 | Debt | Long | USA |
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1 | 9.95 mm | 9.86 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 9.91 mm | 11.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Golub Capital Partners CLO 35B Ltd., Series 2017-35A, Class AR | 9.90 mm | 9.90 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DB Master Finance LLC, Series 2019-1A, Class A2II | 9.82 mm | 10.33 mm principal | 0.21 | ABS-other | Long | USA |
Intesa Sanpaolo S.p.A. | 9.80 mm | 9.66 mm principal | 0.21 | Debt | Long | Italy |
Wendy's Funding, LLC, Series 2018-1A, Class A2II | 9.79 mm | 10.60 mm principal | 0.21 | ABS-other | Long | USA |
U.S. Treasury Bills | 9.76 mm | 9.96 mm principal | 0.21 | Debt | Long | USA |
TICP CLO XV Ltd., Series 2020-15A, Class A | 9.72 mm | 9.70 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COLT Mortgage Loan Trust, Series 2022-3, Class A1 | 9.65 mm | 10.59 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Banco Santander S.A. | 9.63 mm | 9.20 mm principal | 0.21 | Debt | Long | Spain |
J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 9.59 mm | 12.25 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
OBX Trust, Series 2022-NQM2, Class A1 | 9.56 mm | 10.98 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
PPM CLO 3 Ltd., Series 2019-3A, Class AR | 9.52 mm | 9.63 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Gabon Blue Bond Master Trust | 9.50 mm | 9.77 mm principal | 0.20 | Debt | Long | USA |
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR | 9.49 mm | 9.49 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Notes/Bonds | 9.46 mm | 9.18 mm principal | 0.20 | Debt | Long | USA |
Ellington Financial Mortgage Trust, Series 2022-3, Class A1 | 9.44 mm | 9.74 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank, N.A. | 9.44 mm | 9.29 mm principal | 0.20 | Debt | Long | USA |
WMB Williams Cos Inc | 9.37 mm | 9.38 mm principal | 0.20 | Debt | Long | USA |
OCP CLO Ltd., Series 2017-13A, Class A1AR | 9.32 mm | 9.33 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RTX RTX Corp | 9.31 mm | 8.57 mm principal | 0.20 | Debt | Long | USA |
OPEC Fund for International Development (The) | 9.29 mm | 9.43 mm principal | 0.20 | Debt | Long | XX |
Invitation Homes Operating Partnership L.P. | 9.26 mm | 9.59 mm principal | 0.20 | Debt | Long | USA |
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS | 9.22 mm | 10.95 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
PM Philip Morris International Inc | 9.20 mm | 9.32 mm principal | 0.20 | Debt | Long | USA |
DB Master Finance LLC, Series 2019-1A, Class A23 | 9.15 mm | 9.78 mm principal | 0.20 | ABS-other | Long | USA |
Progress Residential Trust, Series 2022-SFR5, Class A | 9.14 mm | 9.60 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 9.09 mm | 8.98 mm principal | 0.19 | Debt | Long | USA |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A | 9.08 mm | 9.86 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
British Telecommunications PLC | 9.08 mm | 10.02 mm principal | 0.19 | Debt | Long | UK |
Benchmark Mortgage Trust, Series 2019-B15, Class B | 9.07 mm | 12.22 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 | 9.06 mm | 11.15 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bayer US Finance LLC | 8.99 mm | 9.04 mm principal | 0.19 | Debt | Long | USA |
McDonald's Corp. | 8.97 mm | 9.04 mm principal | 0.19 | Debt | Long | USA |
ZF North America Capital, Inc. | 8.93 mm | 8.70 mm principal | 0.19 | Debt | Long | USA |
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A | 8.90 mm | 10.29 mm principal | 0.19 | ABS-other | Long | Bermuda |
EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. | 8.90 mm | 11.85 mm principal | 0.19 | Debt | Long | Spain |
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2 | 8.85 mm | 8.86 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Costa Rica Government International Bond | 8.84 mm | 8.63 mm principal | 0.19 | Debt | Long | Costa Rica |
PEG Public Service Enterprise Group Inc. | 8.80 mm | 8.62 mm principal | 0.19 | Debt | Long | USA |
AerCap Global Aviation Trust | 8.78 mm | 8.78 mm principal | 0.19 | Debt | Long | USA |
Verus Securitization Trust, Series 2021-7, Class A1 | 8.69 mm | 10.28 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3 | 8.59 mm | 10.58 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
PNC PNC Financial Services Group Inc | 8.58 mm | 8.38 mm principal | 0.18 | Debt | Long | USA |
Ryder System, Inc. | 8.56 mm | 8.14 mm principal | 0.18 | Debt | Long | USA |
CCO Holdings, LLC/CCO Holdings Capital Corp. | 8.53 mm | 8.83 mm principal | 0.18 | Debt | Long | USA |
Cosan Luxembourg S.A. | 8.53 mm | 8.43 mm principal | 0.18 | Debt | Long | Luxembourg |
Sonic Capital LLC, Series 2020-1A, Class A2I | 8.43 mm | 9.12 mm principal | 0.18 | ABS-other | Long | USA |
SQM Sociedad Quimica Y Minera de Chile S.A. | 8.37 mm | 8.31 mm principal | 0.18 | Debt | Long | Chile |
Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1 | 8.37 mm | 10.56 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
BHP Billiton Finance (USA) Ltd. | 8.36 mm | 8.32 mm principal | 0.18 | Debt | Long | Australia |
GPC Genuine Parts Co. | 8.31 mm | 7.82 mm principal | 0.18 | Debt | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8 | 8.30 mm | 9.78 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 8.29 mm | 10.64 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
PM Philip Morris International Inc | 8.29 mm | 8.38 mm principal | 0.18 | Debt | Long | USA |
JPMorgan Chase & Co. | 8.24 mm | 8.00 mm principal | 0.18 | Debt | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4 | 8.23 mm | 10.58 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Aviation Capital Group LLC | 8.19 mm | 8.09 mm principal | 0.18 | Debt | Long | USA |
Bank of America Corp. | 8.13 mm | 8.10 mm principal | 0.17 | Debt | Long | USA |
Morgan Stanley | 8.13 mm | 8.48 mm principal | 0.17 | Debt | Long | USA |
SCHW Charles Schwab Corp. | 8.10 mm | 7.98 mm principal | 0.17 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. | 8.10 mm | 8.04 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust, Series 2022-1, Class A1 | 8.08 mm | 9.64 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Citigroup Inc. | 8.03 mm | 8.09 mm principal | 0.17 | Debt | Long | USA |
Sasol Financing USA LLC | 8.00 mm | 8.80 mm principal | 0.17 | Debt | Long | USA |
Sasol Financing USA LLC | 7.98 mm | 8.00 mm principal | 0.17 | Debt | Long | USA |
AMP Ameriprise Financial Inc | 7.95 mm | 7.77 mm principal | 0.17 | Debt | Long | USA |
HD Home Depot, Inc. | 7.85 mm | 7.84 mm principal | 0.17 | Debt | Long | USA |
Federal National Mortgage Association | 7.81 mm | 8.42 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
BMY Bristol-Myers Squibb Co. | 7.77 mm | 7.05 mm principal | 0.17 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 7.76 mm | 8.00 mm principal | 0.17 | Debt | Long | USA |
Med Trust, Series 2021-MDLN, Class A | 7.75 mm | 7.94 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
RTX RTX Corp | 7.72 mm | 7.37 mm principal | 0.17 | Debt | Long | USA |
SMFG Sumitomo Mitsui Financial Group Inc | 7.70 mm | 7.57 mm principal | 0.16 | Debt | Long | Japan |
United Airlines Pass Through Trust | 7.66 mm | 7.96 mm principal | 0.16 | Debt | Long | USA |
Ford Motor Credit Co. LLC | 7.63 mm | 7.54 mm principal | 0.16 | Debt | Long | USA |
Arcos Dorados B.V. | 7.58 mm | 7.78 mm principal | 0.16 | Debt | Long | Netherlands |
OBX Trust, Series 2022-NQM1, Class A1 | 7.56 mm | 9.03 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM | 7.55 mm | 8.02 mm principal | 0.16 | ABS-asset backed commercial paper | Long | USA |
VLTO Veralto Corp | 7.52 mm | 7.54 mm principal | 0.16 | Debt | Long | USA |
Bank of America Corp. | 7.49 mm | 7.61 mm principal | 0.16 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6 | 7.45 mm | 8.78 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
OKE Oneok Inc. | 7.44 mm | 7.08 mm principal | 0.16 | Debt | Long | USA |
FI Fiserv, Inc. | 7.37 mm | 7.31 mm principal | 0.16 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 7.37 mm | 6.94 mm principal | 0.16 | Debt | Long | USA |
ENB Enbridge Inc | 7.35 mm | 7.35 mm principal | 0.16 | Debt | Long | Canada |
MFA Trust, Series 2021-INV2, Class A1 | 7.27 mm | 8.75 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Freddie Mac, Series 2022-DNA3, Class M1 | 7.17 mm | 7.09 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust, Series 2020-GC47, Class A5 | 7.14 mm | 8.75 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust, Series 2020-GC45, Class A5 | 7.08 mm | 8.33 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 7.04 mm | 7.59 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co. LLC | 7.04 mm | 6.89 mm principal | 0.15 | Debt | Long | USA |
Romanian Government International Bond | 7.03 mm | 6.77 mm principal | 0.15 | Debt | Long | Romania |
Morgan Stanley | 6.96 mm | 6.72 mm principal | 0.15 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 6.96 mm | 7.01 mm principal | 0.15 | Debt | Long | USA |