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Touchstone Active Bond Fund

Touchstone Active Bond Fund

Daily NAV
$
Overall Morningstar Rating™
Intermediate-Term Bond

Morningstar

Overall Morningstar Rating™ is calculated against 901 funds in the Intermediate-Term Bond category.

The Morningstar Rating™ for funds, or “star rating,” is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds and separate accounts) with at least a 3-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The Morningstar Rating™ does not include any adjustment for sales load. The top 10% of products in each product category receive five stars, the next 22.5% receive four stars, the next 35% receive three stars, the next 22.5% receive two stars, and the bottom 10% receive one star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its 3-, 5- and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% 3-year rating for 36-59 months of total returns, 60% 5-year rating/40% 3-year rating for 60-119 months of total returns, and 50% 10-year rating/30% 5-year rating/20% 3-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent 3-year period actually has the greatest impact because it is included in all three rating periods.
©2018 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Class A Shares star ratings do not include any front-end sales load and are intended for those investors who have access to such purchase terms.

Overview

Overview

Actively Managed and Sub-Advised by Fort Washington Investment Advisors, Inc.

Objective

The fund seeks to provide as high a level of current income as is consistent with the preservation of capital by investing primarily in bonds.

Active Bond Fund Commentary

Investment Style

  • Evaluates overall investment opportunities and risks in the different sectors of the fixed income securities market
  • Assesses the economic environment and recent developments occurring in the bond market to set specific duration levels, yield-curve structures, sector weights and credit-quality targets
  • Utilizes a disciplined sector allocation process in an effort to build a broadly diversified portfolio of bonds
A WORD ABOUT RISK

The Fund invests in debt securities which can lose their value as interest rates rise and are subject to credit risk which is the risk of deterioration in the financial condition of an issuer and/or general economic conditions that can cause the issuer to not make timely payments of principal and interest also causing the securities to decline in value and an investor can lose principal. When interest rates rise, the price of debt securities generally falls. Longer term securities are generally more volatile. The Fund invests in investment grade debt securities which may be downgraded by a Nationally Recognized Statistical Rating Organization (NRSRO) to below investment grade status. The Fund invests in non-investment grade debt securities which are considered speculative with respect to the issuers' ability to make timely payments of interest and principal, may lack liquidity and has had more frequent and larger price changes than other debt securities. The Fund invests in U.S. government agency securities which are neither issued nor guaranteed by the U.S. Treasury and are not guaranteed against price movements due to changing interest rates. The Fund invests in mortgage-backed securities and asset-backed securities which are subject to the risks of prepayment, defaults, changing interest rates and at times, the financial condition of the issuer. The Fund invests in mortgage dollar rolls which involve increased risk and volatility, as the securities the Fund is required to repurchase may be worth less than the securities that the Fund originally held. The Fund invests in foreign securities which carry the associated risks of economic and political instability, market liquidity, currency volatility and differences in accounting standards. The Fund invests in emerging markets securities which are more likely to experience turmoil or rapid changes in market or economic conditions than developed countries. The fund invests in sovereign debt securities which are issued by foreign governments whose respective economies could have an important effect on their ability or willingness to service their debt which could affect the value of the securities. The Fund invests in derivatives such as forward currency exchange contracts, futures contracts, options and swap agreements. Derivatives can be highly volatile, illiquid and difficult to value, subject to counterparty and leverage risks and there is risk that changes in the value of a derivative held by the Fund will not correlate with the Fund’s other investments. Gains or losses from speculative positions in a derivative may be much greater than the original cost and potential losses may be substantial. The Fund may experience higher portfolio turnover which may lead to increased fund expenses, lower investment returns and higher short-term capital gains taxable to shareholders. Current and future portfolio holdings are subject to risk. The Advisor engages a sub-advisor to make investment decisions for the Fund’s portfolio; it may be unable to identify and retain a sub-advisor who achieves superior investment returns relative to other similar sub-advisors.

Fund Facts

Symbol
CUSIP
Share Class Inception Date
Total Share Class Net Assets as of 03/31/2019
Total Fund Net Assets as of 03/31/2019 $341,416,998
Asset Class Income
Morningstar Category Intermediate-Term Bond
Benchmark Bloomberg Barclays U.S. Aggregate Bond Index
Distribution Frequency Monthly
Portfolio Turnover Rate
Fiscal Year End
Prospectus Date 01/30/2019

Performance

Daily Returns as of
NAV NAV $ Change
Touchstone Active Bond Fund -
HISTORICAL DAILY NAV
as of 03/31/2019 1 Month 3 Month YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Touchstone Active Bond Fund -
Including Sales Charge
Touchstone Active Bond Fund -
Excluding Sales Charge
Bloomberg Barclays U.S. Aggregate Bond Index 1.92% 2.94% 2.94% 4.48% 2.03% 2.74% 3.77% --
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. The maximum front-end sales charge for Class A Shares of Touchstone Fixed Income Funds including Touchstone Flexible Income Fund is 2.00%.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Performance for Class C Shares is adjusted for the contingent deferred sales charges (CDSC) in effect at the end of the specified period. The CDSC for Class C Shares is 1.00% the first year you hold the shares and declines to 0% after the first year.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Y Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class INST Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
The performance presented for Class Y and INST Shares combines the performance of an older class of shares (A Shares) from the Fund's inception, 10/03/94, with the performance since the inception date of each share class.
as of 03/31/2019 1 Year 3 Year 5 Year 10 Year Since Inception
Touchstone Active Bond Fund -
Including Sales Charge
Touchstone Active Bond Fund -
Excluding Sales Charge
Bloomberg Barclays U.S. Aggregate Bond Index 4.48% 2.03% 2.74% 3.77% --
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. The maximum front-end sales charge for Class A Shares of Touchstone Fixed Income Funds including Touchstone Flexible Income Fund is 2.00%.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Performance for Class C Shares is adjusted for the contingent deferred sales charges (CDSC) in effect at the end of the specified period. The CDSC for Class C Shares is 1.00% the first year you hold the shares and declines to 0% after the first year.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class Y Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be higher or lower than the performance data quoted. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. From time to time, the investment advisor may waive some fees and/or reimburse expenses, which if not waived or reimbursed, will lower performance. Returns are not annualized for periods of less than one year. Assumes reinvestment of all dividends and capital gains. Class INST Shares are sold at net asset value (NAV), without an initial sales charge and are not subject to a 12b-1 fee or contingent deferred sales charges.
The performance presented for Class Y and INST Shares combines the performance of an older class of shares (A Shares) from the Fund's inception, 10/03/94, with the performance since the inception date of each share class.

Consider Touchstone Active Bond Fund for Your Portfolio

Touchstone Active Bond Fund utilizes a disciplined sector allocation process to build a broadly diversified bond portfolio. It seeks to provide a level of income consistent with preservation of capital.
Contact Us Now

Morningstar Rating™

Portfolio

as of 03/31/2019
Number of Holdings
354
Weighted Average Effective Maturity
8.7 Years
Weighted Average Effective Duration
5.9 Years
as of 03/31/2019
Credit Quality % of Portfolio
AAA/Aaa 29.9
AA/Aa 4.7
A/A 14.0
BBB/Baa 30.1
BB/Ba 1.9
B/B 2.0
CCC or lower 0.1
Not Rated 12.1
Cash Equivalents 5.1
Data may not total due to rounding. The ratings agencies that provided the ratings are Standard & Poor's and Moody's Investors Service. When ratings vary, the highest rating is used. Credit ratings of A or better are considered to be high credit quality; credit ratings of BBB are good credit quality, and the lowest category of investment grade; credit ratings BB and below are lower-rated securities ("junk bonds"); and credit ratings of CCC or below have high default risk. Where no rating has been assigned, it could be for reasons unrelated to the creditworthiness of the issuer. The credit quality ratings apply only to the credit worthiness of the issuers of the underlying securities and not the fund or its shares.  Ratings are subject to change.  
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Sector % of Portfolio
Investment Grade Corp. Credit 37.8
U.S. Agency MBS/CMO 23.5
U.S. Treasury 11.5
Asset Backed Securities 9.0
Emerging Markets 8.3
Cash Equivalents 5.1
CMBS 3.6
High Yield Corporate Credit 1.3
Miscellaneous 0.0
Municipals 0.0
U.S. Agency Obligations 0.0
There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change. Calculations for sectors and top holdings exclude cash equivalents. Data may not total due to rounding. 
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Security Description % of Portfolio
TSY INFL IX N/B 1.00% 02/15/2048 4.4
US ULTRA BOND JUN 19 06/03/2019 100.0
U.S. Treasury N/B 2.50% 03/31/23 2.9
US TREASURY N/B 2.50% 05/31/2020 2.4
TSY INFL IX N/B 1.00% 02/15/2049 2.1
FREDDIE MAC 3.00% 04/01/2045 1.7
FREDDIE MAC 6.00% 06/15/2037 1.7
FANNIE MAE 3.50% 09/01/2044 1.6
FANNIE MAE 2.50% 02/01/2032 1.2
FREDDIE MAC 4.00% 10/01/2039 1.1
There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change. Calculations for sectors and top holdings exclude cash equivalents. Data may not total due to rounding. 
For the data illustrated for Touchstone Domestic Equity Funds, Morningstar is the source. For the data illustrated for Touchstone Fixed Income Funds,  International/Global Equity Funds and Multi-Asset & Alternative Funds, the fund’s sub-advisor is the source. All holdings data is sourced from BNY Mellon Asset Servicing.
as of 03/31/2019
Security Description
Country
Coupon Rate (%)
Maturity Date
Shares Par Value
Current Price ($)
Market Value ($)
% of Portfolio
ABBVIE INC 4.45% 05/14/2046 US 4.450 05/14/2046 1,162,000 92.72 1,077,427 0.32
ACTAVIS FUNDING 3.80% 03/15/2025 LU 3.800 03/15/2025 795,000 101.30 805,364 0.24
ACTIVISION BLIZZ 4.50% 06/15/2047 US 4.500 06/15/2047 1,390,000 94.05 1,307,299 0.39
ADAMS OUTDOOR ADVERTISING 4.81% 11/15/2048 US 4.810 11/15/2048 2,239,263 104.37 2,337,179 0.69
ADJUSTABLE RATE MORTGAGE TRUST 4.34% 03/25/2035 US 4.340 03/25/2035 3,047 99.98 3,047 0.00
AGATE BAY MORTGAGE LOAN TRUST 3.77% 10/25/2045 US 3.770 10/25/2045 2,123,371 102.23 2,170,703 0.64
AGATE BAY MORTGAGE LOAN TRUST 3.77% 10/25/2045 US 3.770 10/25/2045 3,309,149 101.16 3,347,694 0.99
ALBERTA PROVINCE 2.20% 07/26/2022 CA 2.200 07/26/2022 1,135,000 98.63 1,119,394 0.33
ALLERGAN SALES 5.00% 12/15/2021 US 5.000 12/15/2021 1,030,000 104.07 1,071,922 0.32
ALLSTATE CORP 5.75% 08/15/2053 US 5.750 08/15/2053 746,000 101.00 753,460 0.22
AMERICAN EXPRESS 3.00% 10/30/2024 US 3.000 10/30/2024 1,388,000 99.50 1,381,070 0.41
AMERICAN WATER 6.59% 10/15/2037 US 6.590 10/15/2037 313,000 133.45 417,687 0.12
ANGOLA REP OF 8.25% 05/09/2028 AO 8.250 05/09/2028 575,000 104.21 599,219 0.18
ANHEUSER-BUSCH 4.90% 02/01/2046 US 4.900 02/01/2046 1,604,000 100.44 1,611,033 0.48
APPLE INC 2.75% 01/13/2025 US 2.750 01/13/2025 1,750,000 99.59 1,742,850 0.51
APPLE INC 4.65% 02/23/2046 US 4.650 02/23/2046 1,303,000 112.98 1,472,152 0.43
ARAB REP EGYPT 6.13% 01/31/2022 EG 6.130 01/31/2022 350,000 101.16 354,061 0.10
ARAB REP EGYPT 7.50% 01/31/2027 EG 7.500 01/31/2027 200,000 104.69 209,384 0.06
ARAB REP EGYPT 8.50% 01/31/2047 EG 8.500 01/31/2047 200,000 101.95 203,905 0.06
ARC PROPERTIES 4.60% 02/06/2024 US 4.600 02/06/2024 1,666,000 102.90 1,714,349 0.51
ARGENTINA 7.13% 06/28/2099 AR 7.130 06/28/2099 250,000 73.80 184,500 0.05
ARMENIA 6.00% 09/30/2020 AM 6.000 09/30/2020 200,000 102.13 204,260 0.06
ASHTEAD CAPITAL 4.38% 08/15/2027 US 4.380 08/15/2027 1,267,000 96.50 1,222,655 0.36
AT&T INC 3.95% 01/15/2025 US 3.950 01/15/2025 460,000 102.04 469,402 0.14
AT&T INC 4.35% 06/15/2045 US 4.350 06/15/2045 275,000 91.76 252,327 0.07
AT&T INC 4.50% 05/15/2035 US 4.500 05/15/2035 865,000 98.52 852,210 0.25
AUTONATION INC 5.50% 02/01/2020 US 5.500 02/01/2020 1,110,000 101.97 1,131,903 0.33
AVIS BUDGET RENTAL CAR FUNDING 3.42% 12/20/2021 US 3.420 12/20/2021 2,400,000 99.86 2,396,564 0.71
BAHIA SUL HLDGS 5.75% 07/14/2026 AT 5.750 07/14/2026 1,481,000 106.56 1,578,154 0.47
BANK NOVA SCOTIA 3.25% 09/19/2022 CA 3.250 09/19/2022 535,000 100.00 535,000 0.16
BANK OF AMER CRP 3.71% 04/24/2028 US 3.710 04/24/2028 754,000 100.45 757,378 0.22
BANK OF AMER CRP 4.00% 01/22/2025 US 4.000 01/22/2025 1,000,000 101.98 1,019,834 0.30
BANK OF MONTREAL 3.80% 12/15/2032 CA 3.800 12/15/2032 1,470,000 96.70 1,421,490 0.42
BANK OF NY MELLO 2.95% 01/29/2023 US 2.950 01/29/2023 1,498,000 100.53 1,505,890 0.44
BARCLAYS PLC 4.61% 02/15/2023 GB 4.610 02/15/2023 1,315,000 102.06 1,342,123 0.40
BMW US CAP LLC 3.10% 04/12/2021 US 3.100 04/12/2021 2,358,000 100.62 2,372,702 0.70
BOARDWALK PIPELI 4.45% 07/15/2027 US 4.450 07/15/2027 1,372,000 97.53 1,338,047 0.40
BOSTON PROP LP 3.20% 01/15/2025 US 3.200 01/15/2025 1,040,000 99.21 1,031,794 0.30
BRASKEM AMERICA 7.13% 07/22/2041 US 7.130 07/22/2041 940,000 115.25 1,083,350 0.32
BRASKEM NL 4.50% 01/10/2028 NL 4.500 01/10/2028 200,000 97.23 194,450 0.06
BUCKEYE PARTNERS 3.95% 12/01/2026 US 3.950 12/01/2026 1,051,000 95.08 999,251 0.30
BURLINGTON NORTH 5.75% 05/01/2040 US 5.750 05/01/2040 1,290,000 124.06 1,600,372 0.47
CARE CAPITAL 5.13% 08/15/2026 US 5.130 08/15/2026 1,410,000 97.89 1,380,268 0.41
CARGILL INC 3.05% 04/19/2021 US 3.050 04/19/2021 1,570,000 100.61 1,579,581 0.47
CATHOLIC HEALTH 4.20% 08/01/2023 US 4.200 08/01/2023 380,000 103.50 393,303 0.12
CELGENE CORP 5.00% 08/15/2045 US 5.000 08/15/2045 952,000 104.94 999,017 0.29
CEMEX SAB 7.75% 04/16/2026 MX 7.750 04/16/2026 300,000 108.73 326,193 0.10
CENOVUS ENERGY 4.25% 04/15/2027 CA 4.250 04/15/2027 993,000 98.31 976,170 0.29
CHARTER COMM OPT 6.48% 10/23/2045 US 6.480 10/23/2045 932,000 112.10 1,044,775 0.31
CHENIERE CORP CH 7.00% 06/30/2024 US 7.000 06/30/2024 1,280,000 112.88 1,444,864 0.43
CIT GROUP HOME EQUITY LOAN TRU 7.21% 02/25/2033 US 7.210 02/25/2033 2,870 102.49 2,941 0.00
CITIGROUP INC 3.20% 10/21/2026 US 3.200 10/21/2026 665,000 97.94 651,324 0.19
CITIGROUP INC 4.75% 05/18/2046 US 4.750 05/18/2046 467,000 103.61 483,873 0.14
CNOOC FIN 2014 4.25% 04/30/2024 CA 4.250 04/30/2024 350,000 104.49 365,729 0.11
CODELCO INC 4.50% 09/16/2025 CL 4.500 09/16/2025 200,000 105.97 211,930 0.06
COINSTAR FUNDING LLC 5.22% 04/25/2047 US 5.220 04/25/2047 2,947,500 101.87 3,002,716 0.89
COLOMBIA REP OF 4.00% 02/26/2024 CO 4.000 02/26/2024 400,000 103.10 412,404 0.12
COLOMBIA REP OF 5.00% 06/15/2045 CO 5.000 06/15/2045 844,000 104.92 885,525 0.26
COLOMBIA REP OF 6.13% 01/18/2041 CO 6.130 01/18/2041 250,000 118.15 295,378 0.09
COLUMBIA PIPELIN 4.50% 06/01/2025 US 4.500 06/01/2025 1,046,000 104.37 1,091,711 0.32
COMCAST CORP 4.00% 03/01/2048 US 4.000 03/01/2048 814,000 97.47 793,415 0.23
COMCAST CORP 4.15% 10/15/2028 US 4.150 10/15/2028 1,075,000 105.25 1,131,478 0.33
CORE INDUSTRIAL TRUST 0.81% 02/10/2034 US 0.810 02/10/2034 34,626,503 1.96 679,130 0.20
COSTA RICA GOVT 4.38% 04/30/2025 CR 4.380 04/30/2025 200,000 91.88 183,752 0.05
COSTA RICA GOVT 5.63% 04/30/2043 CR 5.630 04/30/2043 200,000 84.70 169,400 0.05
COUNTRYWIDE ALTERNATIVE LOAN T 5.00% 02/25/2020 US 5.000 02/25/2020 89,282 97.39 86,950 0.03
COUNTRYWIDE ALTERNATIVE LOAN T 6.50% 09/25/2034 US 6.500 09/25/2034 4,994 95.98 4,794 0.00
COX COMMUN INC 3.35% 09/15/2026 US 3.350 09/15/2026 925,000 97.45 901,371 0.27
CRED SUIS NY 3.63% 09/09/2024 CH 3.630 09/09/2024 865,000 101.71 879,751 0.26
CREDIT SUISSE FIRST BOSTON MOR 5.25% 10/25/2019 US 5.250 10/25/2019 27,476 100.15 27,518 0.01
CREDIT SUISSE MORTGAGE TRUST 3.57% 08/25/2043 US 3.570 08/25/2043 1,511,006 100.06 1,511,855 0.45
CREDIT SUISSE MORTGAGE TRUST 3.85% 09/25/2057 US 3.850 09/25/2057 1,395,103 101.52 1,416,316 0.42
CREDIT SUISSE MORTGAGE TRUST 3.86% 12/25/2044 US 3.860 12/25/2044 2,158,070 100.85 2,176,324 0.64
CREDIT SUISSE MORTGAGE TRUST 3.95% 01/25/2045 US 3.950 01/25/2045 2,124,248 99.20 2,107,215 0.62
CRH AMERICA FIN 4.50% 04/04/2048 US 4.500 04/04/2048 1,420,000 92.65 1,315,694 0.39
CROATIA 5.50% 04/04/2023 HR 5.500 04/04/2023 300,000 108.38 325,125 0.10
CROWN CASTLE INT 3.65% 09/01/2027 US 3.650 09/01/2027 1,296,000 98.33 1,274,383 0.38
CVS HEALTH CORP 4.30% 03/25/2028 US 4.300 03/25/2028 1,630,000 101.33 1,651,600 0.49
CVS HEALTH CORP 5.13% 07/20/2045 US 5.130 07/20/2045 735,000 101.63 746,972 0.22
DBUBS MORTGAGE TRUST 3.53% 10/10/2034 US 3.530 10/10/2034 580,000 101.48 588,609 0.17
DEUTSCHE TEL FIN 8.75% 06/15/2030 NL 8.750 06/15/2030 472,000 137.56 649,306 0.19
DIAMOND 1 FIN/DI 6.02% 06/15/2026 US 6.020 06/15/2026 1,327,000 107.56 1,427,256 0.42
DOLLAR GENERAL 3.25% 04/15/2023 US 3.250 04/15/2023 1,268,000 100.56 1,275,147 0.38
DOLLAR TREE 3.47% 04/17/2020 US 3.470 04/17/2020 1,554,000 100.02 1,554,342 0.46
DOMINICAN REPUBL 5.88% 04/18/2024 DO 5.880 04/18/2024 200,000 104.63 209,252 0.06
DOMINICAN REPUBL 5.95% 01/25/2027 DO 5.950 01/25/2027 150,000 104.88 157,314 0.05
DOMINICAN REPUBL 6.85% 01/27/2045 DO 6.850 01/27/2045 100,000 107.00 107,000 0.03
DREYFUS-GOV C-IN US -- -- 16,129,410 1.00 16,129,410 4.76
DUKE ENERGY PROG 4.15% 12/01/2044 US 4.150 12/01/2044 1,000,000 104.13 1,041,337 0.31
EAGLE MATERIALS 4.50% 08/01/2026 US 4.500 08/01/2026 1,420,000 101.22 1,437,258 0.42
EL SALVADOR REP 6.38% 01/18/2027 SV 6.380 01/18/2027 200,000 98.00 196,002 0.06
ELEC DE FRANCE 4.50% 09/21/2028 FR 4.500 09/21/2028 1,004,000 103.21 1,036,229 0.31
EMBRAER NL FINAN 5.05% 06/15/2025 NL 5.050 06/15/2025 587,000 105.50 619,285 0.18
EMBRAER NL FINAN 5.40% 02/01/2027 NL 5.400 02/01/2027 789,000 107.75 850,148 0.25
ENBRIDGE INC 3.31% 06/15/2020 CA 3.310 06/15/2020 1,494,000 99.96 1,493,445 0.44
ENERGY TRANSFER 4.95% 06/15/2028 US 4.950 06/15/2028 1,286,000 104.88 1,348,814 0.40
EOG RESOURCES IN 3.90% 04/01/2035 US 3.900 04/01/2035 1,083,000 101.98 1,104,429 0.33
EXPRESS SCRIPTS 3.30% 02/25/2021 US 3.300 02/25/2021 1,016,000 100.67 1,022,840 0.30
FANNIE MAE 2.50% 02/01/2032 US 2.500 02/01/2032 3,907,315 99.54 3,889,506 1.15
FANNIE MAE 3.00% 02/01/2043 US 3.000 02/01/2043 3,282,091 100.07 3,284,289 0.97
FANNIE MAE 3.00% 05/25/2022 US 3.000 05/25/2022 1,614,116 3.40 54,807 0.02
FANNIE MAE 3.00% 06/25/2045 US 3.000 06/25/2045 84,130 100.92 84,904 0.03
FANNIE MAE 3.00% 11/25/2047 US 3.000 11/25/2047 852,449 101.49 865,144 0.26
FANNIE MAE 3.50% 02/01/2026 US 3.500 02/01/2026 354,743 102.59 363,923 0.11
FANNIE MAE 3.50% 02/01/2037 US 3.500 02/01/2037 957,156 102.13 977,554 0.29
FANNIE MAE 3.50% 09/01/2044 US 3.500 09/01/2044 5,052,254 102.24 5,165,591 1.53
FANNIE MAE 4.00% 02/01/2026 US 4.000 02/01/2026 145,973 103.58 151,192 0.04
FANNIE MAE 4.00% 02/01/2041 US 4.000 02/01/2041 619,728 104.27 646,191 0.19
FANNIE MAE 4.00% 03/01/2026 US 4.000 03/01/2026 251,711 103.45 260,403 0.08
FANNIE MAE 4.00% 03/01/2041 US 4.000 03/01/2041 494,278 104.85 518,242 0.15
FANNIE MAE 4.00% 07/01/2047 US 4.000 07/01/2047 994,402 103.35 1,027,697 0.30
FANNIE MAE 4.00% 08/01/2046 US 4.000 08/01/2046 65,488 103.49 67,777 0.02
FANNIE MAE 4.00% 09/01/2040 US 4.000 09/01/2040 172,054 103.72 178,458 0.05
FANNIE MAE 4.00% 10/01/2043 US 4.000 10/01/2043 743,788 104.80 779,474 0.23
FANNIE MAE 4.00% 11/01/2040 US 4.000 11/01/2040 89,809 104.30 93,673 0.03
FANNIE MAE 4.30% 08/01/2034 US 4.300 08/01/2034 3,895 104.84 4,083 0.00
FANNIE MAE 4.50% 03/01/2025 US 4.500 03/01/2025 81,066 103.51 83,914 0.02
FANNIE MAE 4.50% 04/01/2039 US 4.500 04/01/2039 231,505 106.09 245,605 0.07
FANNIE MAE 4.50% 04/01/2039 US 4.500 04/01/2039 364,348 106.08 386,497 0.11
FANNIE MAE 4.50% 09/01/2040 US 4.500 09/01/2040 536,794 106.60 572,206 0.17
FANNIE MAE 4.70% 10/01/2036 US 4.700 10/01/2036 1,518 105.51 1,602 0.00
FANNIE MAE 5.00% 01/01/2041 US 5.000 01/01/2041 276,437 107.86 298,175 0.09
FANNIE MAE 5.00% 04/01/2041 US 5.000 04/01/2041 129,779 107.86 139,985 0.04
FANNIE MAE 5.00% 06/01/2040 US 5.000 06/01/2040 103,532 107.86 111,672 0.03
FANNIE MAE 5.00% 10/01/2040 US 5.000 10/01/2040 73,653 107.86 79,445 0.02
FANNIE MAE 5.00% 11/01/2036 US 5.000 11/01/2036 803,120 108.60 872,198 0.26
FANNIE MAE 5.50% 01/01/2037 US 5.500 01/01/2037 45,611 106.74 48,683 0.01
FANNIE MAE 5.50% 02/01/2025 US 5.500 02/01/2025 60,884 106.74 64,985 0.02
FANNIE MAE 5.50% 03/01/2035 US 5.500 03/01/2035 63,049 106.74 67,296 0.02
FANNIE MAE 5.50% 07/01/2039 US 5.500 07/01/2039 1,300,437 109.10 1,418,759 0.42
FANNIE MAE 5.50% 08/01/2037 US 5.500 08/01/2037 513,955 111.84 574,799 0.17
FANNIE MAE 5.50% 10/01/2033 US 5.500 10/01/2033 106,833 106.74 114,029 0.03
FANNIE MAE 5.50% 11/01/2036 US 5.500 11/01/2036 150,512 106.74 160,650 0.05
FANNIE MAE 6.00% 01/01/2036 US 6.000 01/01/2036 174,146 110.33 192,131 0.06
FANNIE MAE 6.00% 01/01/2038 US 6.000 01/01/2038 35,546 110.27 39,195 0.01
FANNIE MAE 6.00% 01/01/2038 US 6.000 01/01/2038 82,128 112.94 92,759 0.03
FANNIE MAE 6.00% 09/01/2024 US 6.000 09/01/2024 60,254 107.70 64,895 0.02
FANNIE MAE 6.00% 09/01/2035 US 6.000 09/01/2035 124,944 110.24 137,736 0.04
FANNIE MAE 6.00% 11/25/2032 US 6.000 11/25/2032 243,732 110.82 270,093 0.08
FANNIE MAE 6.00% 12/01/2033 US 6.000 12/01/2033 67,578 103.98 70,265 0.02
FANNIE MAE 6.50% 06/01/2032 US 6.500 06/01/2032 32,302 112.32 36,281 0.01
FANNIE MAE 6.50% 07/01/2032 US 6.500 07/01/2032 30,395 110.44 33,569 0.01
FANNIE MAE 6.50% 07/01/2032 US 6.500 07/01/2032 59,004 110.44 65,165 0.02
FANNIE MAE 6.50% 08/01/2036 US 6.500 08/01/2036 10,217 108.91 11,128 0.00
FANNIE MAE 7.00% 08/01/2032 US 7.000 08/01/2032 31,977 101.29 32,390 0.01
FANNIE MAE 7.50% 01/01/2031 US 7.500 01/01/2031 14,799 111.82 16,548 0.00
FANNIE MAE 7.50% 06/01/2028 US 7.500 06/01/2028 8,592 100.05 8,596 0.00
FANNIE MAE 8.00% 11/01/2024 US 8.000 11/01/2024 13,291 100.73 13,388 0.00
FANNIEMAE WHOLE LOAN 2.74% 08/25/2044 US 2.740 08/25/2044 97,165 99.40 96,579 0.03
FANNIEMAE WHOLE LOAN 6.59% 10/25/2031 US 6.590 10/25/2031 24,869 106.11 26,389 0.01
FEDEX CORP 5.10% 01/15/2044 US 5.100 01/15/2044 1,252,000 104.08 1,303,104 0.38
FHLMC STRUCTURED PASS THROUGH 7.87% 12/25/2029 US 7.870 12/25/2029 167,911 115.93 194,661 0.06
FIFTH THIRD BANK 2.88% 07/27/2020 US 2.880 07/27/2020 1,065,000 100.16 1,066,661 0.31
FIRST FRANKLIN MTG LOAN ASSET 6.02% 03/25/2025 US 6.020 03/25/2025 200,087 102.84 205,779 0.06
FORD MOTOR CO 4.75% 01/15/2043 US 4.750 01/15/2043 356,000 78.37 278,982 0.08
FORD MOTOR CRED 5.58% 03/18/2024 US 5.580 03/18/2024 809,000 101.43 820,545 0.24
FREDDIE MAC 3.00% 04/01/2045 US 3.000 04/01/2045 5,405,184 99.99 5,404,595 1.60
FREDDIE MAC 3.00% 08/15/2032 US 3.000 08/15/2032 775,000 98.99 767,136 0.23
FREDDIE MAC 3.50% 11/01/2025 US 3.500 11/01/2025 162,484 102.60 166,714 0.05
FREDDIE MAC 4.00% 10/01/2039 US 4.000 10/01/2039 3,486,086 103.77 3,617,433 1.07
FREDDIE MAC 4.40% 10/01/2036 US 4.400 10/01/2036 92,819 104.90 97,366 0.03
FREDDIE MAC 4.50% 01/01/2041 US 4.500 01/01/2041 120,657 105.90 127,770 0.04
FREDDIE MAC 4.50% 04/01/2041 US 4.500 04/01/2041 614,445 106.77 656,022 0.19
FREDDIE MAC 4.50% 09/01/2039 US 4.500 09/01/2039 3,362,461 105.88 3,560,076 1.05
FREDDIE MAC 4.55% 04/01/2037 US 4.550 04/01/2037 204,041 103.58 211,341 0.06
FREDDIE MAC 5.00% 04/01/2036 US 5.000 04/01/2036 19,883 107.77 21,428 0.01
FREDDIE MAC 5.00% 05/01/2034 US 5.000 05/01/2034 10,712 107.71 11,539 0.00
FREDDIE MAC 5.00% 05/15/2041 US 5.000 05/15/2041 1,369,057 109.18 1,494,699 0.44
FREDDIE MAC 5.00% 07/01/2035 US 5.000 07/01/2035 20,501 106.49 21,831 0.01
FREDDIE MAC 5.00% 08/01/2033 US 5.000 08/01/2033 17,574 107.95 18,972 0.01
FREDDIE MAC 5.00% 08/01/2035 US 5.000 08/01/2035 64,446 105.82 68,196 0.02
FREDDIE MAC 5.00% 08/01/2035 US 5.000 08/01/2035 12,194 107.18 13,070 0.00
FREDDIE MAC 5.00% 11/01/2039 US 5.000 11/01/2039 318,378 108.23 344,583 0.10
FREDDIE MAC 5.50% 02/01/2037 US 5.500 02/01/2037 18,228 109.73 20,001 0.01
FREDDIE MAC 5.50% 08/01/2037 US 5.500 08/01/2037 6,574 109.72 7,213 0.00
FREDDIE MAC 6.00% 06/15/2037 US 6.000 06/15/2037 4,847,642 109.70 5,318,068 1.57
FREDDIE MAC 6.00% 09/01/2033 US 6.000 09/01/2033 56,958 108.14 61,597 0.02
FREDDIE MAC 6.50% 07/01/2032 US 6.500 07/01/2032 18,072 110.72 20,010 0.01
FREDDIE MAC 7.00% 01/01/2032 US 7.000 01/01/2032 18,577 109.66 20,371 0.01
FREDDIE MAC 7.00% 06/01/2026 US 7.000 06/01/2026 64,395 105.93 68,216 0.02
GE CAPITAL INTL 4.42% 11/15/2035 IE 4.420 11/15/2035 1,351,000 92.45 1,248,981 0.37
GEN MOTORS FIN 3.20% 07/06/2021 US 3.200 07/06/2021 925,000 99.55 920,847 0.27
GEN MOTORS FIN 3.20% 07/13/2020 US 3.200 07/13/2020 1,200,000 100.17 1,201,995 0.35
GEN MOTORS FIN 4.35% 04/09/2025 US 4.350 04/09/2025 555,000 99.57 552,606 0.16
GENERAL MILLS IN 3.78% 10/17/2023 US 3.780 10/17/2023 1,467,000 100.71 1,477,475 0.44
GENNEIA SA 8.75% 01/20/2022 AR 8.750 01/20/2022 200,000 90.50 181,000 0.05
GHANA REP OF 8.95% 03/26/2051 GH 8.950 03/26/2051 200,000 100.19 200,374 0.06
GMRF MORTGAGE ACQUISITION CO. 4.00% 02/25/2059 US 4.000 02/25/2059 650,000 100.24 651,533 0.19
GNR 2012-147 IO 0.56% 04/16/2054 US 0.560 04/16/2054 7,883,533 3.41 269,158 0.08
GNR 2016-113 IO 1.18% 02/16/2058 US 1.180 02/16/2058 4,293,727 9.13 391,826 0.12
GNR 2016-140 IO 0.93% 05/16/2058 US 0.930 05/16/2058 17,152,020 7.30 1,252,684 0.37
GOLDMAN SACHS GP 3.69% 06/05/2028 US 3.690 06/05/2028 590,000 99.05 584,367 0.17
GOLDMAN SACHS GP 3.78% 07/24/2023 US 3.780 07/24/2023 1,100,000 99.95 1,099,426 0.32
GOLDMAN SACHS GP 5.25% 07/27/2021 US 5.250 07/27/2021 740,000 105.05 777,353 0.23
GOVERNMENT NATIONAL MORTGAGE A 4.00% 02/20/2042 US 4.000 02/20/2042 27,621 104.13 28,761 0.01
GOVERNMENT NATIONAL MORTGAGE A 4.00% 08/20/2047 US 4.000 08/20/2047 90,238 96.81 87,356 0.03
GOVERNMENT NATIONAL MORTGAGE A 4.50% 12/20/2040 US 4.500 12/20/2040 2,707,571 104.84 2,838,584 0.84
GOVERNMENT NATIONAL MORTGAGE A 5.00% 04/20/2039 US 5.000 04/20/2039 1,601,772 106.98 1,713,606 0.51
GRUPO BIMBO SAB 4.50% 01/25/2022 MX 4.500 01/25/2022 1,340,000 102.96 1,379,660 0.41
GS MORTGAGE SECURITIES TRUST 3.54% 01/10/2043 US 3.540 01/10/2043 3,400,000 98.85 3,360,856 0.99
GS MORTGAGE SECURITIES TRUST 3.77% 10/10/2032 US 3.770 10/10/2032 595,000 101.60 604,516 0.18
HALFMOON PARENT 4.38% 10/15/2028 US 4.380 10/15/2028 1,078,000 103.73 1,118,177 0.33
HERTZ VEHICLE FINANCING LLC 2.65% 07/25/2022 US 2.650 07/25/2022 3,350,000 98.77 3,308,733 0.98
HERTZ VEHICLE FINANCING LLC 3.52% 03/25/2021 US 3.520 03/25/2021 1,100,000 99.83 1,098,080 0.32
HERTZ VEHICLE FINANCING LLC 3.71% 03/25/2023 US 3.710 03/25/2023 2,000,000 101.23 2,024,600 0.60
HOME DEPOT INC 5.95% 04/01/2041 US 5.950 04/01/2041 960,000 128.26 1,231,328 0.36
HSBC HOLDINGS 3.90% 05/25/2026 GB 3.900 05/25/2026 1,080,000 101.25 1,093,505 0.32
HUDSON PACIFIC 4.65% 04/01/2029 US 4.650 04/01/2029 1,046,000 101.87 1,065,577 0.31
HUDSON YARDS 2.84% 08/10/2038 US 2.840 08/10/2038 3,000,000 97.77 2,933,010 0.87
HUNGARY 5.38% 03/25/2024 HU 5.380 03/25/2024 750,000 109.57 821,756 0.24
HUNTINGTON BANCS 4.00% 05/15/2025 US 4.000 05/15/2025 1,400,000 104.00 1,455,944 0.43
IMPERIAL BRANDS 4.25% 07/21/2025 GB 4.250 07/21/2025 1,525,000 101.99 1,555,397 0.46
INDONESIA (REP) 3.85% 07/18/2027 ID 3.850 07/18/2027 300,000 99.95 299,839 0.09
INTERPUBLIC GRP 3.75% 10/01/2021 US 3.750 10/01/2021 912,000 101.74 927,850 0.27
IVORY COAST-PDI 6.38% 03/03/2028 CI 6.380 03/03/2028 200,000 97.42 194,836 0.06
JAMAICA GOVT 8.00% 03/15/2039 JM 8.000 03/15/2039 150,000 119.63 179,439 0.05
JBS USA LUX/FIN 6.75% 02/15/2028 US 6.750 02/15/2028 200,000 103.50 207,000 0.06
JIMMY JOHN'S FUNDING LLC 3.61% 07/30/2047 US 3.610 07/30/2047 1,689,275 100.05 1,690,153 0.50
JP MORGAN CHASE COMMERCIAL MOR 2.85% 10/06/2038 US 2.850 10/06/2038 528,000 94.14 497,035 0.15
JP MORGAN MORTGAGE TRUST 4.14% 06/25/2036 US 4.140 06/25/2036 40,424 91.43 36,959 0.01
JP MORGAN MORTGAGE TRUST 4.33% 04/25/2035 US 4.330 04/25/2035 163,524 100.98 165,124 0.05
JP MORGAN MORTGAGE TRUST 4.65% 02/25/2035 US 4.650 02/25/2035 61,720 101.84 62,857 0.02
JPMORGAN CHASE 3.25% 09/23/2022 US 3.250 09/23/2022 505,000 101.40 512,066 0.15
JPMORGAN CHASE 3.50% 04/23/2024 US 3.500 04/23/2024 630,000 99.21 625,021 0.18
JPMORGAN CHASE 3.51% 01/23/2029 US 3.510 01/23/2029 975,000 99.32 968,361 0.29
KABBAGE FUNDING LLC 3.83% 03/15/2024 US 3.830 03/15/2024 1,450,000 100.21 1,452,993 0.43
KAZMUNAYGAS NAT 4.75% 04/19/2027 KZ 4.750 04/19/2027 500,000 102.57 512,850 0.15
KAZMUNAYGAS NAT 5.75% 04/19/2047 KZ 5.750 04/19/2047 400,000 104.23 416,912 0.12
KENYA REP OF 7.25% 02/28/2028 KE 7.250 02/28/2028 200,000 100.96 201,916 0.06
KIMCO REALTY 3.13% 06/01/2023 US 3.130 06/01/2023 740,000 99.11 733,448 0.22
KINDER MORGAN EN 3.50% 09/01/2023 US 3.500 09/01/2023 1,600,000 101.29 1,620,688 0.48
KLABIN AUSTRIA 7.00% 04/03/2049 AT 7.000 04/03/2049 200,000 99.65 199,300 0.06
KRAFT FOODS GROU 6.88% 01/26/2039 US 6.880 01/26/2039 1,130,000 113.10 1,278,065 0.38
KROGER CO 5.00% 04/15/2042 US 5.000 04/15/2042 739,000 97.74 722,314 0.21
LEBANESE REPUBLIC 6.65% 02/26/2030 LB 6.650 02/26/2030 200,000 76.48 152,969 0.05
LLOYDS BK GR PLC 3.57% 11/07/2028 GB 3.570 11/07/2028 1,534,000 96.03 1,473,029 0.43
MADISON AVENUE TRUST 3.55% 09/10/2035 US 3.550 09/10/2035 550,000 99.48 547,136 0.16
MASTR ALTERNATIVE LOANS TRUST 6.00% 06/25/2034 US 6.000 06/25/2034 32,634 100.21 32,703 0.01
MICROSOFT CORP 3.50% 02/12/2035 US 3.500 02/12/2035 650,000 101.35 658,801 0.19
MID-AMER APT LP 3.75% 06/15/2024 US 3.750 06/15/2024 453,000 101.89 461,539 0.14
MIDCONTINENT EXP 6.70% 09/15/2019 US 6.700 09/15/2019 1,292,000 100.24 1,295,153 0.38
MID-STATE TRUST 7.08% 01/15/2040 US 7.080 01/15/2040 1,198,220 111.25 1,333,001 0.39
MONGOLIA 5.63% 05/01/2023 MN 5.630 05/01/2023 200,000 100.99 201,990 0.06
MOODY'S CORP 2.75% 12/15/2021 US 2.750 12/15/2021 591,000 99.99 590,930 0.17
MORGAN STANLEY 3.74% 04/24/2024 US 3.740 04/24/2024 850,000 101.99 866,935 0.26
MORGAN STANLEY 3.95% 04/23/2027 US 3.950 04/23/2027 955,000 99.97 954,711 0.28
NEXTERA ENERGY 2.80% 01/15/2023 US 2.800 01/15/2023 894,000 99.26 887,414 0.26
NGPL PIPECO LLC 7.77% 12/15/2037 US 7.770 12/15/2037 1,045,000 120.00 1,254,000 0.37
NORTHWESTERN MUT 3.85% 09/30/2047 US 3.850 09/30/2047 1,100,000 97.32 1,070,558 0.32
NXP BV/NXP FUNDI 5.35% 03/01/2026 NL 5.350 03/01/2026 1,240,000 107.61 1,334,339 0.39
OMAN INTRNL BOND 4.13% 01/17/2023 OM 4.130 01/17/2023 250,000 95.58 238,958 0.07
OMAN INTRNL BOND 5.38% 03/08/2027 OM 5.380 03/08/2027 200,000 93.00 186,000 0.05
ONCOR ELECTRIC D 3.80% 09/30/2047 US 3.800 09/30/2047 945,000 100.68 951,410 0.28
ONTARIO PROVINCE 1.88% 05/21/2020 CA 1.880 05/21/2020 1,333,000 99.29 1,323,558 0.39
ORANGE LAKE TIMESHARE TRUST 2.61% 03/08/2029 US 2.610 03/08/2029 249,188 98.90 246,435 0.07
PACIFICORP 5.75% 04/01/2037 US 5.750 04/01/2037 1,422,000 122.35 1,739,778 0.51
PANAMA 3.75% 03/16/2025 PA 3.750 03/16/2025 200,000 103.15 206,302 0.06
PANAMA 4.50% 04/16/2050 PA 4.500 04/16/2050 200,000 104.40 208,800 0.06
PARAGUAY 4.63% 01/25/2023 PY 4.630 01/25/2023 200,000 102.98 205,962 0.06
PERTAMINA 6.45% 05/30/2044 ID 6.450 05/30/2044 200,000 113.92 227,846 0.07
PETROBRAS GLOB 6.00% 01/27/2028 NL 6.000 01/27/2028 200,000 101.20 202,400 0.06
PETROBRAS GLOB 7.38% 01/17/2027 NL 7.380 01/17/2027 550,000 110.04 605,193 0.18
PETROLEOS DEL PE 4.75% 06/19/2032 PE 4.750 06/19/2032 200,000 102.63 205,250 0.06
PETROLEOS DEL PE 5.63% 06/19/2047 PE 5.630 06/19/2047 200,000 106.50 213,000 0.06
PETROLEOS MEXICA 4.50% 01/23/2026 MX 4.500 01/23/2026 1,130,000 92.98 1,050,674 0.31
PETROLEOS MEXICA 4.88% 01/18/2024 MX 4.880 01/18/2024 200,000 98.45 196,898 0.06
PETROLEOS MEXICA 5.35% 02/12/2028 MX 5.350 02/12/2028 535,000