Invesco Global Strategic Income Fund

as of 03/31/2024

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 7.19
6.69
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 6.32
4.08
Invesco Global Strategic Income Fun 3.57
United States Treasury Bill 0.00 05/16/2024 2.18
Peru Government Bond 6.15 08/12/2032 2.00
Republic of South Africa Government 9.00 01/31/2040 1.54
Republic of South Africa Government 8.25 03/31/2032 1.18
Invesco Treasury Portfolio 1.18
Colombian TES 7.75 09/18/2030 1.17
Fannie Mae Pool 4.50 07/01/2052 1.08
Invesco Government & Agency Portfol 1.03
Fannie Mae Pool 5.50 03/01/2053 1.03
Hellenic Republic Government Bond 4.38 07/18/2038 1.02
Freddie Mac Pool 5.00 03/01/2053 1.02
Fannie Mae Pool 5.50 02/01/2053 1.01
Freddie Mac Pool 5.00 09/01/2052 0.96
Freddie Mac Pool 4.50 10/01/2052 0.96
Colombian TES 7.00 06/30/2032 0.95
LCH.Clearnet LLC 03/15/2039 0.91
Mortgage Funding 2008-1 PLC 8.54 03/13/2046 0.83
Barclays PLC 7.12 12/31/2099 0.75
Malaysia Government Bond 3.48 06/14/2024 0.74
Invesco Liquid Assets Portfolio 0.74
Province of Ontario Canada 5.85 03/08/2033 0.72
Cloverie PLC for Swiss Reinsurance 4.50 09/11/2044 0.71
NGG Finance PLC 5.62 06/18/2073 0.71
Spain Government Bond 1.45 10/31/2071 0.71
Corp Andina de Fomento 6.82 02/22/2031 0.70
Towd Point Mortgage Funding 2019 - 6.42 10/20/2051 0.69
0.67
YPF SA 0.67
Ford Motor Credit Co LLC 5.12 06/16/2025 0.65
Swedbank AB 5.62 12/31/2059 0.65
India Government Bond 7.26 08/22/2032 0.65
Willow No 2 Ireland PLC for Zurich 4.25 10/01/2045 0.64
British Telecommunications PLC 4.25 11/23/2081 0.63
Sempra 4.12 04/01/2052 0.62
Colombian TES 7.25 10/26/2050 0.57
BNP Paribas SA 7.38 12/31/2049 0.57
Melco Resorts Finance Ltd 4.88 06/06/2025 0.57
Indonesia Treasury Bond 6.38 08/15/2028 0.55
China Government Bond 3.32 04/15/2052 0.54
Japan Government Thirty Year Bond 1.60 12/20/2052 0.52
Nationwide Building Society 5.75 12/31/2099 0.51
India Government Bond 6.54 01/17/2032 0.51
Colombian TES 6.00 04/28/2028 0.51
Colombian TES 7.50 08/26/2026 0.49
Eurosail-UK 2007-2np PLC 4.73 03/13/2045 0.49
Southern Co/The 4.00 01/15/2051 0.49
Dell International LLC / EMC Corp 6.20 07/15/2030 0.49
Republic of Austria Government Bond 2.10 09/20/2117 0.47
SC Germany SA Compartment Consumer 6.65 11/14/2035 0.46
General Motors Co 6.80 10/01/2027 0.46
FIDEICOMISO DORREGO Y LIBERTADOR 2.00 12/31/2043 0.46
BP Capital Markets PLC 3.25 12/31/2059 0.46
Freddie Mac STACR REMIC Trust 2022- 8.22 04/25/2042 0.45
Penske Truck Leasing Co Lp / PTL Fi 6.05 08/01/2028 0.45
Enbridge Inc 7.38 01/15/2083 0.44
UniCredit SpA 8.00 12/31/2099 0.44
Element Fleet Management Corp 5.64 03/13/2027 0.43
Kinder Morgan Inc 5.00 02/01/2029 0.43
Indonesia Treasury Bond 7.00 02/15/2033 0.42
ING Groep NV 5.75 12/31/2059 0.42
Vodafone Group PLC 3.25 06/04/2081 0.40
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.39
Eurosail 2006-2bl PLC 8.59 12/15/2044 0.39
Bancolombia SA 6.91 10/18/2027 0.39
Freeport-McMoRan Inc 4.62 08/01/2030 0.38
Freddie Mac STACR REMIC Trust 2023- 8.42 05/25/2043 0.37
Eurosail 2006-2bl PLC 4.74 12/15/2044 0.37
Electricite de France SA 5.38 12/31/2049 0.36
Mativ Holdings Inc 6.88 10/01/2026 0.34
PNC Financial Services Group Inc/Th 6.62 10/20/2027 0.34
Alba 2007-1 PLC 6.54 03/17/2039 0.33
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.33
Eurosail 2006-4np PLC 8.34 12/10/2044 0.32
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.32
Solventum Corp 5.45 02/25/2027 0.31
American Express Co 6.34 10/30/2026 0.31
ING Groep NV 6.50 12/31/2049 0.31
BPCE SA 1.50 01/13/2042 0.31
Southern Co/The 3.75 09/15/2051 0.31
Walgreens Boots Alliance Inc 3.80 11/18/2024 0.31
Great Hall Mortgages No 1 PLC 7.68 06/18/2039 0.30
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.30
International Finance Corp 0.00 03/23/2038 0.29
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.28
Alcoa Nederland Holding BV 6.12 05/15/2028 0.28
Ares Capital Corp 5.88 03/01/2029 0.28
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.28
Grupo Financiero Galicia SA 0.28
MGM China Holdings Ltd 5.88 05/15/2026 0.26
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.26
Bayer US Finance LLC 6.12 11/21/2026 0.26
Freddie Mac STACR REMIC Trust 2022- 10.67 08/25/2042 0.26
Charles Schwab Corp/The 6.20 11/17/2029 0.25
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.25
ONEOK Inc 6.62 09/01/2053 0.25
JSW Steel Ltd 3.95 04/05/2027 0.25
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.25
Freddie Mac STACR REMIC Trust 2022- 7.32 04/25/2042 0.25
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.24
Telefonica Europe BV 2.88 12/31/2099 0.24
Malaysia Government Bond 3.96 09/15/2025 0.23
Freddie Mac STACR REMIC Trust 2024- 7.32 03/25/2044 0.23
Freddie Mac STACR REMIC Trust 2022- 9.32 07/25/2042 0.23
Element Fleet Management Corp 6.32 12/04/2028 0.23
Citigroup Inc 4.25 02/25/2030 0.23
Freddie Mac STACR REMIC Trust 2022- 8.87 08/25/2042 0.23
NN Group NV 4.62 04/08/2044 0.23
UBS Group AG 2.12 10/13/2026 0.23
Morgan Stanley 2.10 05/08/2026 0.23
Oman Government International Bond 6.75 01/17/2048 0.23
UniCredit SpA 1.20 01/20/2026 0.23
CEMEX Materials LLC 7.70 07/21/2025 0.22
Freddie Mac STACR REMIC Trust 2022- 7.72 02/25/2042 0.22
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.22
J M Smucker Co/The 5.90 11/15/2028 0.22
Prosil Acquisition SA 5.91 10/31/2039 0.22
MGM China Holdings Ltd 5.38 05/15/2024 0.22
BPCE SA 5.15 07/21/2024 0.22
United Airlines Inc 4.38 04/15/2026 0.22
Jefferies Financial Group Inc 6.50 07/31/2026 0.22
UBS Group AG 6.88 12/31/2099 0.22
Millicom International Cellular SA 7.38 04/02/2032 0.22
Freddie Mac STACR REMIC Trust 2024- 7.27 02/25/2044 0.22
Boeing Co/The 4.88 05/01/2025 0.22
Paramount Global 2.90 01/15/2027 0.22
Cardinal Health Inc 5.12 02/15/2029 0.22
QBE Insurance Group Ltd 6.75 12/02/2044 0.22
Transcanada Trust 5.88 08/15/2076 0.22
Banco Macro SA 0.22
Ecopetrol SA 5.38 06/26/2026 0.22
Japan Government Forty Year Bond 1.00 03/20/2062 0.22
NatWest Group PLC 6.00 12/31/2059 0.22
Petroleos Mexicanos 8.75 06/02/2029 0.21
Mercury Chile Holdco LLC 6.50 01/24/2027 0.21
First Quantum Minerals Ltd 6.88 10/15/2027 0.21
Connecticut Avenue Securities Trust 8.92 07/25/2042 0.21
Petroleos Mexicanos 6.50 03/13/2027 0.21
Indonesia Asahan Aluminium PT / Min 6.76 11/15/2048 0.20
CVS Health Corp 5.05 03/25/2048 0.20
Jabil Inc 3.00 01/15/2031 0.20
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.20
Prudential Funding Asia PLC 4.88 12/31/2079 0.20
State Street Corp 6.70 12/31/2079 0.19
L3Harris Technologies Inc 5.40 01/15/2027 0.18
Lloyds Banking Group PLC 8.50 12/31/2099 0.18
Uruguay Government International Bo 9.75 07/20/2033 0.18
ONEOK Inc 5.55 11/01/2026 0.18
Ludgate Funding PLC 5.56 01/01/2061 0.18
Wynn Macau Ltd 4.88 10/01/2024 0.18
FedEx Corp 4.05 02/15/2048 0.18
United Kingdom Gilt 0.50 10/22/2061 0.17
Ivory Coast Government Internationa 4.88 01/30/2032 0.17
Towd Point Mortgage Funding 2019 - 7.27 10/20/2051 0.17
CPI Property Group SA 4.88 12/31/2079 0.17
Societe Generale SA 7.88 12/31/2099 0.16
Colombian TES 9.25 05/28/2042 0.16
Becton Dickinson & Co 3.79 05/20/2050 0.16
Electricite de France SA 9.12 12/31/2049 0.16
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.16
Colombia Government International B 4.12 02/22/2042 0.16
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.16
Citigroup Inc 7.20 12/31/2059 0.16
Nemak SAB de CV 3.62 06/28/2031 0.16
Connecticut Avenue Securities Trust 7.62 05/25/2043 0.16
NatWest Group PLC 5.12 12/31/2059 0.15
Eurohome UK Mortgages 2007-2 plc 6.74 09/15/2044 0.15
Cemex SAB de CV 5.12 12/31/2079 0.15
Freddie Mac STACR REMIC Trust 2023- 7.42 03/25/2043 0.15
Braskem Idesa SAPI 7.45 11/15/2029 0.15
Harley-Davidson Financial Services 3.35 06/08/2025 0.15
Ivory Coast Government Internationa 8.25 01/30/2037 0.14
Freddie Mac STACR REMIC Trust 2023- 7.32 06/25/2043 0.14
Connecticut Avenue Securities Trust 7.82 04/25/2043 0.14
Towd Point Mortgage Funding 2019 - 7.72 10/20/2051 0.14
Freddie Mac STACR REMIC Trust 2023- 8.67 06/25/2043 0.14
Eurohome UK Mortgages 2007 -1 PLC 6.24 06/15/2044 0.14
Alba 2007-1 PLC 8.59 03/17/2039 0.13
CHS/Community Health Systems Inc 8.00 03/15/2026 0.13
Danske Bank A/S 0.98 09/10/2025 0.13
Lloyds Banking Group PLC 7.50 12/31/2079 0.13
Ivory Coast Government Internationa 5.38 07/23/2024 0.13
Carrier Global Corp 5.80 11/30/2025 0.13
Egypt Government International Bond 8.50 01/31/2047 0.13
Repsol International Finance BV 3.75 12/31/2099 0.13
Plains All American Pipeline LP / P 3.80 09/15/2030 0.13
Pampa Energia SA 0.12
Solventum Corp 5.90 04/30/2054 0.12
Energy Transfer LP 8.00 05/15/2054 0.12
BAT Capital Corp 6.00 02/20/2034 0.12
Fortress Transportation and Infrast 7.88 12/01/2030 0.12
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.12
Group 1 Automotive Inc 4.00 08/15/2028 0.12
Brookfield Finance Inc 5.97 03/04/2054 0.12
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.12
Credicorp Capital Sociedad Tituliza 10.10 12/15/2043 0.12
Allison Transmission Inc 3.75 01/30/2031 0.12
Eurosail-UK 2007-1nc PLC 6.23 03/13/2045 0.12
Romanian Government International B 7.12 01/17/2033 0.12
Marriott International Inc/MD 5.75 05/01/2025 0.12
Connecticut Avenue Securities Trust 8.42 03/25/2042 0.12
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.12
Embraer Netherlands Finance BV 7.00 07/28/2030 0.12
European Bank for Reconstruction & 6.40 08/27/2025 0.11
Cheniere Energy Inc 5.65 04/15/2034 0.11
Societe Generale SA 4.75 12/31/2099 0.11
BNP Paribas SA 7.75 12/31/2079 0.11
Lamar Media Corp 4.88 01/15/2029 0.11
ABN AMRO Bank NV 4.38 12/31/2059 0.11
Berry Global Inc 5.65 01/15/2034 0.11
Mattel Inc 6.20 10/01/2040 0.11
Minerva Luxembourg SA 8.88 09/13/2033 0.11
Seagate HDD Cayman 9.62 12/01/2032 0.11
Freddie Mac Multifamily Structured 0.94 05/25/2029 0.11
Melco Resorts Finance Ltd 5.75 07/21/2028 0.11
Banco Mercantil del Norte SA/Grand 5.88 12/31/2079 0.11
Cox Communications Inc 2.95 10/01/2050 0.11
abrdn plc 4.25 06/30/2028 0.10
Nigeria Government International Bo 6.50 11/28/2027 0.10
Viatris Inc 3.85 06/22/2040 0.10
Morgan Stanley Capital Services LLC 08/09/2039 0.10
Deutsche Bank AG 01/11/2027 0.10
Lusitano Mortgages No 5 PLC 4.90 07/15/2059 0.10
Volkswagen International Finance NV 4.62 12/31/2059 0.10
Nigeria Government International Bo 7.88 02/16/2032 0.10
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.10
Vistra Operations Co LLC 7.75 10/15/2031 0.10
LCH.Clearnet LLC 05/01/2024 0.10
Societe Generale SA 6.75 12/31/2099 0.10
Suzano Austria GmbH 2.50 09/15/2028 0.10
Service Properties Trust 4.75 10/01/2026 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
Bayer US Finance LLC 6.88 11/21/2053 0.09
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.09
Prosus NV 3.06 07/13/2031 0.09
CHS/Community Health Systems Inc 8.00 12/15/2027 0.09
Pertamina Persero PT 4.17 01/21/2050 0.09
Carriage Services Inc 4.25 05/15/2029 0.09
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.09
Vodafone Group PLC 4.12 06/04/2081 0.09
Connecticut Avenue Securities Trust 9.22 07/25/2043 0.09
YPF SA 9.50 01/17/2031 0.08
Heimstaden Bostad AB 3.38 12/31/2079 0.08
Iliad Holding SASU 7.00 10/15/2028 0.08
NCL Corp Ltd 5.88 02/15/2027 0.08
Lithia Motors Inc 3.88 06/01/2029 0.08
Bath & Body Works Inc 6.88 11/01/2035 0.08
EMRLD Borrower LP / Emerald Co-Issu 6.62 12/15/2030 0.08
Alba 2006-2 PLC 8.59 12/15/2038 0.08
Petroleos Mexicanos 7.69 01/23/2050 0.08
Petroleos Mexicanos 6.95 01/28/2060 0.08
Connecticut Avenue Securities Trust 7.02 07/25/2043 0.08
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.08
CSC Holdings LLC 5.38 02/01/2028 0.08
TransDigm Inc 6.62 03/01/2032 0.08
LCM Investments Holdings II LLC 8.25 08/01/2031 0.08
SBA Communications Corp 3.88 02/15/2027 0.08
Lamar Media Corp 4.00 02/15/2030 0.08
BP Capital Markets PLC 4.88 12/31/2049 0.08
Constellation Software Inc/Canada 5.16 02/16/2029 0.08
Connecticut Avenue Securities Trust 8.02 07/25/2043 0.07
Connecticut Avenue Securities Trust 7.62 01/25/2043 0.07
Morgan Stanley Capital Services LLC 06/24/2024 0.07
ZF North America Capital Inc 6.88 04/14/2028 0.07
Bank of America NA 05/17/2024 0.07
Dominican Republic International Bo 4.88 09/23/2032 0.07
United States International Develop 3.13 04/15/2028 0.07
Goldman Sachs International 03/31/2025 0.07
Verus Securitization Trust 2022-7 5.35 07/25/2067 0.07
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.07
YPF SA ADR 0.07
Connecticut Avenue Securities Trust 6.82 10/25/2043 0.06
Melco Resorts Finance Ltd 5.38 12/04/2029 0.06
Mastr Asset Backed Securities Trust 5.54 08/25/2036 0.06
Aircastle Ltd 5.25 12/31/2099 0.06
AES Andes SA 6.35 10/07/2079 0.06
Genesis Energy LP / Genesis Energy 8.88 04/15/2030 0.06
Wynn Macau Ltd 5.62 08/26/2028 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
Service Properties Trust 5.50 12/15/2027 0.06
Royal Caribbean Cruises Ltd 6.25 03/15/2032 0.06
Enpro Inc 5.75 10/15/2026 0.06
Studio City Finance Ltd 5.00 01/15/2029 0.06
Tallgrass Energy Partners LP / Tall 7.38 02/15/2029 0.06
USD/BRL CFWD202442 04/02/2024 0.06
Seagate HDD Cayman 4.12 01/15/2031 0.06
Baytex Energy Corp 7.38 03/15/2032 0.06
Hilton Domestic Operating Co Inc 6.12 04/01/2032 0.06
M&G PLC 6.50 10/20/2048 0.06
Novelis Corp 4.75 01/30/2030 0.06
Amer Sports Co 6.75 02/16/2031 0.06
FirstCash Inc 6.88 03/01/2032 0.06
Valaris Ltd 8.38 04/30/2030 0.06
CSN Resources SA 5.88 04/08/2032 0.06
Endo Luxembourg Finance Co I Sarl 14.50 03/27/2028 0.06
Uber Technologies Inc 4.50 08/15/2029 0.06
OneMain Finance Corp 6.88 03/15/2025 0.06
Venture Global LNG Inc 8.12 06/01/2028 0.06
Goldman Sachs International 02/19/2025 0.05
New Fortress Energy Inc 10.32 10/30/2028 0.05
Iraq International Bond 5.80 01/15/2028 0.05
Credit Suisse Group AG 6.25 12/31/2079 0.05
Morgan Stanley Capital Services LLC 05/28/2024 0.05
Diversified Healthcare Trust 0.00 01/15/2026 0.05
Goldman Sachs International 07/10/2024 0.05
USD/EUR CFWD2024620 06/20/2024 0.05
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.05
African Development Bank 0.00 01/17/2050 0.05
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.05
Encompass Health Corp 4.50 02/01/2028 0.05
1375209 BC Ltd 9.00 01/30/2028 0.05
Ukraine Government International Bo 7.75 08/01/2041 0.05
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.05
OneMain Finance Corp 7.12 03/15/2026 0.05
New Fortress Energy Inc 6.50 09/30/2026 0.05
Kenbourne Invest SA 4.70 01/22/2028 0.05
Frontier Issuer LLC 6.60 08/20/2053 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Banco BBVA Argentina SA 0.04
USD/BRL CFWD202453 05/03/2024 0.04
Catalent Pharma Solutions Inc 3.50 04/01/2030 0.04
Futura 2019 Srl 6.87 07/31/2044 0.04
Venture Global LNG Inc 9.50 02/01/2029 0.04
TransDigm Inc 6.38 03/01/2029 0.04
JPMorgan Chase Bank NA 05/16/2024 0.04
Goldman Sachs International 06/20/2024 0.04
USD/NZD CFWD2024620 06/20/2024 0.04
Connecticut Avenue Securities Trust 7.82 10/25/2043 0.04
Transocean Titan Financing Ltd 8.38 02/01/2028 0.04
Moss Creek Resources Holdings Inc 10.50 05/15/2027 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Jefferies Finance LLC / JFIN Co-Iss 5.00 08/15/2028 0.04
Oceaneering International Inc 6.00 02/01/2028 0.04
EnerSys 4.38 12/15/2027 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
LCM Investments Holdings II LLC 4.88 05/01/2029 0.04
Dun & Bradstreet Corp/The 8.08 01/18/2029 0.04
Southwestern Energy Co 4.75 02/01/2032 0.04
USD/GBP CFWD2024620 06/20/2024 0.04
Talen Energy Supply LLC 8.62 06/01/2030 0.04
Cushman & Wakefield US Borrower LLC 9.33 01/31/2030 0.04
CVR Energy Inc 8.50 01/15/2029 0.04
Office Properties Income Trust 9.00 03/31/2029 0.04
Summit Midstream Holdings LLC / Sum 9.00 10/15/2026 0.04
Ascent Resources Utica Holdings LLC 7.00 11/01/2026 0.04
Scientific Games Holdings LP 8.58 04/04/2029 0.04
Clydesdale Acquisition Holdings Inc 6.62 04/15/2029 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Carnival Corp 10.50 06/01/2030 0.04
Fortress Transportation and Infrast 5.50 05/01/2028 0.04
1011778 BC ULC 7.58 09/23/2030 0.04
Macquarie Airfinance Holdings Ltd 6.50 03/26/2031 0.04
PetSmart Inc / PetSmart Finance Cor 7.75 02/15/2029 0.04
1011778 BC ULC / New Red Finance In 3.50 02/15/2029 0.04
Carnival Corp 8.69 10/18/2028 0.04
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.04
Star Parent Inc 9.31 09/27/2030 0.04
Sealed Air Corp/Sealed Air Corp US 7.25 02/15/2031 0.04
Nationstar Mortgage Holdings Inc 7.12 02/01/2032 0.04
Esab Corp 6.25 04/15/2029 0.04
Venture Global Calcasieu Pass LLC 6.25 01/15/2030 0.04
New Gold Inc 7.50 07/15/2027 0.04
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.04
Jefferson Capital Holdings LLC 9.50 02/15/2029 0.04
Sirius XM Radio Inc 5.00 08/01/2027 0.04
SS&C Technologies Inc 5.50 09/30/2027 0.04
RLJ Lodging Trust LP 4.00 09/15/2029 0.04
GGAM Finance Ltd 6.88 04/15/2029 0.04
Alliant Holdings Intermediate LLC / 7.00 01/15/2031 0.04
Boost Newco Borrower LLC 8.31 01/31/2031 0.04
Crowdstrike Holdings Inc 3.00 02/15/2029 0.04
IRB Holding Corp 8.18 12/15/2027 0.04
Ritchie Bros Holdings Inc 6.75 03/15/2028 0.04
Coty Inc/HFC Prestige Products Inc/ 6.62 07/15/2030 0.04
Camelot US Acquisition LLC 8.08 01/31/2031 0.04
Telecom Italia Capital SA 6.38 11/15/2033 0.04
Medline Borrower LP 8.45 10/23/2028 0.04
Sitio Royalties Operating Partnersh 7.88 11/01/2028 0.04
GFL Environmental Inc 6.75 01/15/2031 0.04
Transocean Inc 8.75 02/15/2030 0.04
Match Group Holdings II LLC 5.00 12/15/2027 0.04
Allwyn Entertainment Financing UK P 7.88 04/30/2029 0.04
Bally's Corp 8.81 10/02/2028 0.04
JPMorgan Chase & Co 5.00 12/31/2099 0.04
Jane Street Group LLC 7.94 01/26/2028 0.04
Ziggo BV 4.88 01/15/2030 0.04
Roller Bearing Co of America Inc 4.38 10/15/2029 0.04
OI European Group BV 4.75 02/15/2030 0.04
Stena International SA 7.25 01/15/2031 0.04
Rockies Express Pipeline LLC 4.95 07/15/2029 0.04
Clear Channel Outdoor Holdings Inc 9.07 08/21/2026 0.04
Clearway Energy Operating LLC 4.75 03/15/2028 0.04
Yum! Brands Inc 5.38 04/01/2032 0.04
Walgreens Boots Alliance Inc 4.50 11/18/2034 0.04
Viking Ocean Cruises Ship VII Ltd 5.62 02/15/2029 0.04
Viking Cruises Ltd 9.12 07/15/2031 0.04
Bank of America Corp 6.50 12/31/2099 0.04
Hudbay Minerals Inc 6.12 04/01/2029 0.04
RHP Hotel Properties LP / RHP Finan 6.50 04/01/2032 0.04
Ball Corp 6.00 06/15/2029 0.04
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.04
USD/EUR CFWD2024620 06/20/2024 0.04
Nidda Healthcare Holding GmbH 7.50 08/21/2026 0.04
Braskem Idesa SAPI 6.99 02/20/2032 0.04
Macy's Retail Holdings LLC 5.88 03/15/2030 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Cleveland-Cliffs Inc 6.75 04/15/2030 0.04
Ashton Woods USA LLC / Ashton Woods 6.62 01/15/2028 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Penske Truck Leasing Co Lp / PTL Fi 2.70 11/01/2024 0.04
Mativ Holdings Inc 9.19 04/20/2028 0.04
Morgan Stanley Capital Services LLC 05/21/2024 0.04
USD/ZAR CFWD2024620 06/20/2024 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Sixth Street Lending Partners 6.50 03/11/2029 0.03
Citigroup Inc 3.88 12/31/2099 0.03
Deutsche Bank AG 01/09/2025 0.03
Goldman Sachs International 06/17/2024 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Morgan Stanley Capital Services LLC 07/08/2024 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.03
Howard Midstream Energy Partners LL 8.88 07/15/2028 0.03
Sensata Technologies BV 5.88 09/01/2030 0.03
USD/PEN CFWD2024620 06/20/2024 0.03
MXN/USD CFWD2024620 06/20/2024 0.03
Bank of America NA 06/17/2024 0.03
Goldman Sachs International 05/29/2024 0.03
RR Donnelley & Sons Co 8.25 07/01/2027 0.03
Navient Corp 5.00 03/15/2027 0.03
Bank of America NA 10/08/2024 0.03
Goldman Sachs International 10/16/2024 0.03
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
Altice France SA/France 5.50 01/15/2028 0.03
Prairie ECI Acquiror LP 10.08 08/01/2029 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.02
Goldman Sachs International 04/29/2024 0.02
Uber Technologies Inc 8.08 03/03/2030 0.02
USD/BRL CFWD202442 04/02/2024 0.02
Goldman Sachs International 05/20/2024 0.02
DaVita Inc 3.75 02/15/2031 0.02
Carnival Corp 6.00 05/01/2029 0.02
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
Alhambra SME Funding 2019-1 DAC 13.11 11/30/2028 0.02
Hilcorp Energy I LP / Hilcorp Finan 8.38 11/01/2033 0.02
Kohl's Corp 4.62 05/01/2031 0.02
Greystar Real Estate Partners LLC 8.58 08/21/2030 0.02
Macy's Retail Holdings LLC 4.50 12/15/2034 0.02
USD/JPY CFWD2024620 06/20/2024 0.02
Stena International SA 7.62 02/15/2031 0.02
Vistra Corp 8.88 12/31/2079 0.02
Victoria's Secret & Co 4.62 07/15/2029 0.02
Cleveland-Cliffs Inc 6.25 10/01/2040 0.02
NGL Energy Operating LLC / NGL Ener 8.38 02/15/2032 0.02
Citigroup Commercial Mortgage Trust 0.98 10/12/2050 0.02
Morgan Stanley Capital Services LLC 11/08/2028 0.02
HUB International Ltd 7.25 06/15/2030 0.02
Prairie Acquiror LP 9.00 08/01/2029 0.02
USD/EUR CFWD2024620 06/20/2024 0.02
TransDigm Inc 7.12 12/01/2031 0.02
CSN Inova Ventures 6.75 01/28/2028 0.02
USD/GBP CFWD2024620 06/20/2024 0.02
Delek Logistics Partners LP / Delek 8.62 03/15/2029 0.02
JPMorgan Chase Bank NA 05/30/2024 0.02
Phinia Inc 6.75 04/15/2029 0.02
Cleveland-Cliffs Inc 7.00 03/15/2032 0.02
NGL Energy Operating LLC / NGL Ener 8.12 02/15/2029 0.02
BlueLinx Holdings Inc 6.00 11/15/2029 0.02
USD/IDR CFWD2024620 06/20/2024 0.02
TransDigm Inc 6.75 08/15/2028 0.02
Clearway Energy Operating LLC 3.75 02/15/2031 0.02
NESCO Holdings II Inc 5.50 04/15/2029 0.02
Viking Cruises Ltd 7.00 02/15/2029 0.02
Camelot Finance SA 4.50 11/01/2026 0.02
Frontier Communications Holdings LL 8.62 03/15/2031 0.02
Medline Borrower LP 3.88 04/01/2029 0.02
CCO Holdings LLC / CCO Holdings Cap 5.50 05/01/2026 0.02
JPMorgan Chase Bank NA 1.00 12/20/2024 0.02
Goldman Sachs International 02/13/2026 0.02
JPMorgan Chase Bank NA 02/13/2026 0.02
EnerSys 6.62 01/15/2032 0.02
Victoria's Secret & Co 8.83 08/02/2028 0.02
USD/BRL CFWD202442 04/02/2024 0.02
USD/AUD CFWD2024520 05/20/2024 0.02
Service Properties Trust 8.62 11/15/2031 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Iliad Holding SASU 6.50 10/15/2026 0.02
CME Group Inc 10/24/2026 0.02
HUB International Ltd 7.38 01/31/2032 0.02
Hellenic Republic Government Bond 0.00 10/15/2042 0.02
Bank of America NA 07/31/2024 0.02
NCL Corp Ltd 8.12 01/15/2029 0.02
New Fortress Energy Inc 8.75 03/15/2029 0.02
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.02
USD/GBP CFWD2024620 06/20/2024 0.02
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.02
LCH.Clearnet LLC 10/11/2026 0.01
JPMorgan Chase Bank NA 05/21/2024 0.01
LCH.Clearnet LLC 10/19/2026 0.01
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.01
Navient Corp 9.38 07/25/2030 0.01
Bank of America NA 05/17/2024 0.01
UBS Group AG 7.75 12/31/2059 0.01
Virgin Media Finance PLC 5.00 07/15/2030 0.01
COP/USD CFWD2024620 06/20/2024 0.01
LCH.Clearnet LLC 12/10/2034 0.01
Rockies Express Pipeline LLC 6.88 04/15/2040 0.01
Morgan Stanley Capital Services LLC 05/21/2024 0.01
Carnival Holdings Bermuda Ltd 10.38 05/01/2028 0.01
USD/AUD CFWD2024620 06/20/2024 0.01
UBS Commercial Mortgage Trust 2017- 1.07 11/15/2050 0.01
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.01
USD/IDR CFWD2024510 05/10/2024 0.01
Murray Energy Corp 0.01
USD/IDR CFWD2024513 05/13/2024 0.01
USD/EUR CFWD2024620 06/20/2024 0.01
Claire's Stores Inc 11.93 12/18/2026 0.01
USD/GBP CFWD2024620 06/20/2024 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.00 02/01/2031 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.01
Wells Fargo Commercial Mortgage Tru 0.86 12/15/2050 0.01
USD/CLP CFWD2024621 06/21/2024 0.01
ZF North America Capital Inc 7.12 04/14/2030 0.01
MXN/USD CFWD2024620 06/20/2024 0.01
USD P IDR C @15400.00 EO 08/23/2024 0.01
Fannie Mae Grantor Trust 2001-T10 0.38 12/25/2041 0.01
Benchmark 2018-B1 Mortgage Trust 0.52 01/15/2051 0.01
Fannie Mae REMICS 4.63 03/25/2036 0.01
LCH.Clearnet LLC 09/20/2024 0.01
MPT Operating Partnership LP / MPT 3.50 03/15/2031 0.01
Citigroup Inc 7.38 12/31/2099 0.01
USD/JPY CFWD2024722 07/22/2024 0.01
USD/JPY CFWD2024422 04/22/2024 0.01
QVC Inc 4.75 02/15/2027 0.01
Sensata Technologies Inc 3.75 02/15/2031 0.01
DISH DBS Corp 5.75 12/01/2028 0.01
Gray Television Inc 7.00 05/15/2027 0.01
Fannie Mae REMICS 4.27 06/25/2036 0.01
Goldman Sachs International 08/20/2024 0.01
USD/THB CFWD2024620 06/20/2024 0.01
LCH.Clearnet LLC 03/14/2034 0.01
USD/INR CFWD2024620 06/20/2024 0.01
Bank of America NA 06/18/2024 0.01
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.01
Goldman Sachs International 08/01/2024 0.01
Morgan Stanley Capital I 2017-HR2 0.85 12/15/2050 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
USD/ZAR CFWD2024620 06/20/2024 0.01
Freddie Mac REMICS 4.83 08/15/2035 0.01
CD 2017-CD6 Mortgage Trust 0.87 11/13/2050 0.01
Goldman Sachs International 5.00 12/20/2024 0.01
Pfizer Investment Enterprises Pte L 5.30 05/19/2053 0.01
FIDEICOMISO DORREGO Y LIBERTADOR 0.00 12/31/2043 0.01
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.01
LCH.Clearnet LLC 03/14/2025 0.01
LCH.Clearnet LLC 01/05/2025 0.01
LCH.Clearnet LLC 06/10/2034 0.01
International Finance Corp 0.00 02/15/2029 0.01
USD/NZD CFWD2024620 06/20/2024 0.00
USD/AUD CFWD2024620 06/20/2024 0.00
Citigroup Mortgage Loan Trust 2006- 7.20 10/25/2035 0.00
JPMorgan Chase Bank NA 06/20/2024 0.00
USD/ZAR CFWD2024620 06/20/2024 0.00
CNY/USD CFWD2024620 06/20/2024 0.00
Fannie Mae REMICS 6.00 01/25/2032 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Premier Entertainment Sub LLC / Pre 5.62 09/01/2029 0.00
DISH DBS Corp 5.25 12/01/2026 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Hanesbrands Inc 9.00 02/15/2031 0.00
Sinclair Television Group Inc 4.12 12/01/2030 0.00
AMC Networks Inc 10.25 01/15/2029 0.00
Scripps Escrow Inc 5.88 07/15/2027 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
LCH.Clearnet LLC 01/05/2044 0.00
Fannie Mae REMICS 6.38 06/25/2037 0.00
USD/JPY CFWD2024620 06/20/2024 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae REMICS 5.94 12/25/2032 0.00
Morgan Stanley Capital Services LLC 07/08/2024 0.00
USD/EUR CFWD2024620 06/20/2024 0.00
Fannie Mae REMICS 1.10 06/25/2037 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
USD/EUR CFWD2024620 06/20/2024 0.00
Argentina Treasury Dual Bond 3.25 04/30/2024 0.00
Fannie Mae REMICS 6.44 04/25/2032 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Freddie Mac REMICS 6.43 02/15/2032 0.00
Freddie Mac REMICS 6.43 03/15/2032 0.00
Freddie Mac REMICS 6.43 02/15/2032 0.00
USD/CAD CFWD2024620 06/20/2024 0.00
CLAIRES HOLDINGS LLC 0.00
CME Group Inc 02/11/2028 0.00
JPMorgan Chase Bank NA 06/20/2024 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Goldman Sachs International 09/17/2024 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 0.71 12/25/2042 0.00
JP Morgan Mortgage Trust 2007-A1 5.04 07/25/2035 0.00
Freddie Mac REMICS 6.43 02/15/2032 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
Intercontinental Exchange Inc 1.00 12/20/2028 0.00
GSR Mortgage Loan Trust 2005-AR4 4.56 07/25/2035 0.00
Fannie Mae REMICS 1.26 05/25/2035 0.00
Bank of America NA 05/15/2024 0.00
Government National Mortgage Associ 1.21 04/16/2041 0.00
Fannie Mae REMICS 5.94 10/18/2032 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 5.84 11/25/2033 0.00
JPMorgan Chase Bank NA 04/29/2024 0.00
Freddie Mac REMICS 1.29 05/15/2035 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Deutsche Bank AG 07/18/2024 0.00
Fannie Mae REMICS 2.76 01/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
USD/BRL CFWD202442 04/02/2024 0.00
WaMu Mortgage Pass-Through Certific 5.85 10/25/2033 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
USD/BRL CFWD202442 04/02/2024 0.00
USD/BRL CFWD202442 04/02/2024 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Government National Mortgage Associ 1.11 04/16/2037 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Fannie Mae REMICS 1.79 09/25/2036 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Mcdermott International Ltd 0.00
CWHEQ Revolving Home Equity Loan Tr 3.63 11/15/2036 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
USD/EUR CFWD2024620 06/20/2024 0.00
JPMorgan Chase Bank NA 06/20/2024 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
MXN/USD CFWD2024620 06/20/2024 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Freddie Mac REMICS 1.27 01/15/2035 0.00
Bank of America NA 05/16/2024 0.00
USD P IDR C @15375.00 EO 05/07/2024 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
USD/COP CFWD202482 08/02/2024 0.00
Freddie Mac REMICS 0.64 05/15/2038 0.00
Fannie Mae REMICS 2.81 05/25/2033 0.00
Fannie Mae REMICS 6.44 04/25/2032 0.00
USD/ZAR CFWD2024620 06/20/2024 0.00
USD/BRL CFWD202442 04/02/2024 0.00
Fannie Mae REMICS 1.16 05/25/2035 0.00
Fannie Mae REMICS 2.11 10/25/2033 0.00
USD/BRL CFWD202442 04/02/2024 0.00
Fannie Mae REMICS 6.44 09/25/2032 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
CME Group Inc 03/14/2029 0.00
Freddie Mac REMICS 0.72 07/15/2035 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Freddie Mac REMICS 1.62 10/15/2033 0.00
CME Group Inc 03/14/2029 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Deutsche Bank AG 05/07/2024 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Freddie Mac REMICS 1.57 12/15/2037 0.00
Fannie Mae REMICS 6.44 12/25/2032 0.00
Fannie Mae REMICS 2.46 11/18/2031 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 1.11 10/25/2041 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae Grantor Trust 2001-T3 0.62 11/25/2040 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 6.08 07/15/2029 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Freddie Mac REMICS 0.82 12/15/2039 0.00
Fannie Mae REMICS 2.81 02/25/2033 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac REMICS 1.29 05/15/2035 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Goldman Sachs International 05/07/2024 0.00
Freddie Mac REMICS 5.93 01/15/2033 0.00
Fannie Mae REMICS 0.61 03/25/2035 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae REMICS 2.56 07/25/2032 0.00
Fannie Mae REMICS 1.31 05/25/2035 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae REMICS 2.66 12/18/2032 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Freddie Mac REMICS 5.88 02/15/2029 0.00
Fannie Mae REMICS 2.56 03/18/2032 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Fannie Mae REMICS 2.66 03/25/2032 0.00
Freddie Mac REMICS 0.57 04/15/2038 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Fannie Mae REMICS 2.56 07/25/2032 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Goldman Sachs International 06/10/2024 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
McDermott - Warrants B 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae REMICS 2.66 04/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
McDermott - Warrants A 0.00
Morgan Stanley Capital Services LLC 04/18/2024 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 2.36 04/25/2032 0.00
Fannie Mae REMICS 2.56 09/25/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Freddie Mac REMICS 2.67 06/15/2029 0.00
Fannie Mae REMICS 2.51 01/25/2032 0.00
Fannie Mae REMICS 1.56 04/25/2032 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Goldman Sachs International 05/30/2024 0.00
Bank of America NA 06/03/2024 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Fannie Mae REMICS 2.66 12/18/2032 0.00
Morgan Stanley Capital Services LLC 05/06/2024 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Goldman Sachs International 05/14/2024 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 1.32 02/15/2035 0.00
Fannie Mae REMICS 2.16 06/25/2026 0.00
Fannie Mae REMICS 0.61 07/25/2038 0.00
Goldman Sachs International 05/20/2024 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Morgan Stanley Capital Services LLC 04/25/2024 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Goldman Sachs International 05/07/2024 0.00
Freddie Mac REMICS 3.52 08/15/2029 0.00
Fannie Mae REMICS 1.31 03/25/2035 0.00
Ginnie Mae II Pool 3.62 07/20/2027 0.00
Sabine Oil & Gas Holdings Inc 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Fannie Mae REMICS 2.46 11/25/2031 0.00
Vendee Mortgage Trust 1995-2 0.79 06/15/2025 0.00
Fannie Mae REMICS 2.46 12/18/2031 0.00
Morgan Stanley Capital Services LLC 04/22/2024 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
CWHEQ Revolving Home Equity Loan Tr 5.67 12/15/2035 0.00
Morgan Stanley Capital Services LLC 04/05/2024 0.00
Freddie Mac REMICS 3.27 07/17/2028 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
KRW/USD CFWD2024620 06/20/2024 -0.00
Morgan Stanley Capital Services LLC 04/25/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
THB/USD CFWD2024620 06/20/2024 -0.00
USD P IDR C @14895.00 EO 05/07/2024 -0.00
CZK/USD CFWD2024620 06/20/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
PLN/USD CFWD2024620 06/20/2024 -0.00
LCH.Clearnet LLC 10/01/2030 -0.00
JPMorgan Chase Bank NA 04/29/2024 -0.00
USD/CAD CFWD2024620 06/20/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
INR/USD CFWD2024620 06/20/2024 -0.00
THB/USD CFWD2024620 06/20/2024 -0.00
BRL/USD CFWD202442 04/02/2024 -0.00
BRL/USD CFWD202442 04/02/2024 -0.00
Bank of America NA 05/15/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
JPMorgan Chase Bank NA 04/17/2024 -0.00
USD/CNY CFWD2024620 06/20/2024 -0.00
BRL/USD CFWD202453 05/03/2024 -0.00
CAD/USD CFWD2024620 06/20/2024 -0.00
BRL/USD CFWD202453 05/03/2024 -0.00
JPMorgan Chase Bank NA 04/17/2024 -0.00
BRL/USD CFWD202442 04/02/2024 -0.00
Morgan Stanley & Co International P 0.00 09/20/2027 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
USD C IDR P @16325.00 EO 05/07/2024 -0.00
BRL/USD CFWD202442 04/02/2024 -0.00
BRL/USD CFWD202442 04/02/2024 -0.00
LCH.Clearnet LLC 03/26/2026 -0.00
Intercontinental Exchange Inc 1.00 12/20/2028 -0.00
JPMorgan Chase Bank NA 06/20/2024 -0.00
EUR/USD CFWD2024620 06/20/2024 -0.00
LCH.Clearnet LLC 03/12/2029 -0.00
USD/COP CFWD2024620 06/20/2024 -0.00
NZD/USD CFWD2024620 06/20/2024 -0.00
HUF/USD CFWD2024620 06/20/2024 -0.00
Morgan Stanley Capital Services LLC 05/21/2024 -0.00
USD P IDR C @14925.00 EO 08/23/2024 -0.00
LCH.Clearnet LLC 06/15/2033 -0.00
JPMorgan Chase Bank NA 05/30/2024 -0.00
USD/MXN CFWD2024620 06/20/2024 -0.00
THB/USD CFWD2024620 06/20/2024 -0.00
LCH.Clearnet LLC 03/14/2034 -0.00
GBP/USD CFWD2024620 06/20/2024 -0.01
LCH.Clearnet LLC 02/27/2034 -0.01
LCH.Clearnet LLC 01/11/2044 -0.01
JPY/USD CFWD2024118 11/08/2024 -0.01
Morgan Stanley Capital Services LLC 05/21/2024 -0.01
Goldman Sachs International 05/20/2024 -0.01
LCH.Clearnet LLC 01/15/2029 -0.01
BRL/USD CFWD202442 04/02/2024 -0.01
LCH.Clearnet LLC 01/09/2029 -0.01
Deutsche Bank AG 01/09/2025 -0.01
CME Group Inc 05/27/2032 -0.01
Goldman Sachs International 12/16/2024 -0.01
CME Group Inc 01/04/2027 -0.01
GBP/USD CFWD2024620 06/20/2024 -0.01
ZAR/USD CFWD2024620 06/20/2024 -0.01
Goldman Sachs International 10/16/2024 -0.01
Intercontinental Exchange Inc 1.00 12/20/2027 -0.01
Goldman Sachs International 06/17/2024 -0.01
Goldman Sachs International 08/23/2024 -0.01
LCH.Clearnet LLC 04/25/2054 -0.01
AUD/USD CFWD2024620 06/20/2024 -0.01
Goldman Sachs International 5.00 12/20/2026 -0.01
GBP/USD CFWD2024620 06/20/2024 -0.01
Goldman Sachs International 07/10/2024 -0.01
LCH.Clearnet LLC 10/26/2033 -0.01
AUD/USD CFWD2024620 06/20/2024 -0.01
Bank of America NA 09/03/2024 -0.01
JPMorgan Chase Bank NA 5.00 12/20/2028 -0.01
Goldman Sachs International 05/20/2024 -0.01
LCH.Clearnet LLC 03/26/2034 -0.01
Bank of America NA 05/16/2024 -0.01
LCH.Clearnet LLC 04/17/2026 -0.01
Goldman Sachs International 06/17/2024 -0.01
USD C IDR P @16290.00 EO 08/23/2024 -0.01
KRW/USD CFWD2024620 06/20/2024 -0.01
LCH.Clearnet LLC 04/25/2034 -0.01
KRW/USD CFWD2024620 06/20/2024 -0.02
NOK/USD CFWD2024620 06/20/2024 -0.02
CME Group Inc 01/04/2027 -0.02
JPMorgan Chase Bank NA 04/29/2024 -0.02
USD/MXN CFWD2024517 05/17/2024 -0.02
BRL/USD CFWD202442 04/02/2024 -0.02
Goldman Sachs International 10/16/2024 -0.02
USD/MXN CFWD2024620 06/20/2024 -0.02
Bank of America NA 07/31/2024 -0.02
USD/ZAR CFWD2024516 05/16/2024 -0.02
CME Group Inc 07/21/2032 -0.02
Goldman Sachs International 08/20/2024 -0.02
Goldman Sachs International 07/10/2024 -0.03
Goldman Sachs International 03/31/2025 -0.03
CME Group Inc 07/21/2032 -0.03
Goldman Sachs International 06/19/2024 -0.03
JPMorgan Chase Bank NA 10/21/2024 -0.03
JPMorgan Chase Bank NA 5.00 12/20/2027 -0.03
LCH.Clearnet LLC 02/15/2034 -0.03
THB/USD CFWD2024620 06/20/2024 -0.03
CLP/USD CFWD2024621 06/21/2024 -0.03
CME Group Inc 05/09/2032 -0.03
CME Group Inc 05/24/2032 -0.03
CME Group Inc 05/16/2032 -0.03
Goldman Sachs International 03/20/2025 -0.04
LCH.Clearnet LLC 07/08/2024 -0.04
Goldman Sachs International 02/19/2025 -0.04
PLN/USD CFWD2024620 06/20/2024 -0.04
Bank of America NA 09/17/2024 -0.04
Goldman Sachs International 07/25/2024 -0.04
JPMorgan Chase Bank NA 06/19/2024 -0.04
BRL/USD CFWD202442 04/02/2024 -0.04
Goldman Sachs International 01/02/2025 -0.04
USD/COP CFWD2024620 06/20/2024 -0.05
CME Group Inc 01/17/2028 -0.05
Goldman Sachs International 02/20/2025 -0.05
CME Group Inc 09/09/2032 -0.05
IDR/USD CFWD2024620 06/20/2024 -0.06
Morgan Stanley Capital Services LLC 06/07/2024 -0.06
JPMorgan Chase Bank NA 12/06/2024 -0.06
LCH.Clearnet LLC 06/21/2024 -0.07
JPMorgan Chase Bank NA 06/17/2024 -0.07
LCH.Clearnet LLC 05/22/2024 -0.07
Goldman Sachs International 01/02/2025 -0.07
EUR/USD CFWD2024620 06/20/2024 -0.07
LCH.Clearnet LLC 02/23/2034 -0.08
Morgan Stanley Capital Services LLC 03/24/2025 -0.08
LCH.Clearnet LLC 08/09/2039 -0.09
USD/MXN CFWD202456 05/06/2024 -0.09
Deutsche Bank AG 01/11/2027 -0.11
LCH.Clearnet LLC 05/11/2028 -0.11
LCH.Clearnet LLC 05/06/2024 -0.12
Goldman Sachs International 04/16/2024 -0.14
JPY/USD CFWD2024620 06/20/2024 -0.15
Goldman Sachs International 03/31/2025 -0.16
LCH.Clearnet LLC 05/01/2024 -0.17
Deutsche Bank AG 03/28/2025 -0.19
Bank of America NA 12/19/2024 -0.20
LCH.Clearnet LLC 03/15/2039 -0.34
Intercontinental Exchange Inc 5.00 12/20/2028 -0.51
-0.68
-4.09
-7.28