Invesco Oppenheimer Global Strategic Income Fund

as of 03/31/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
EUR/USD FWD 20200617 06/17/2020 18.18
USD/EUR FWD 20200617 06/17/2020 18.01
USD/EUR FWD 20200617 06/17/2020 9.68
CASH & EQUIVALENTS 0.00 9.26
USD/EUR FWD 20200617 06/17/2020 8.32
STIT - Government & Agency Portfoli 5.48
USD/ZAR FWD 20200617 000004334 USD 06/17/2020 5.40
USD/INR FWD 20200617 000004334 USD 06/17/2020 5.15
USD/GBP FWD 20200617 06/17/2020 4.25
USD/BRL FWD 20200402 000004334 USD 04/02/2020 4.18
EUR/USD FWD 20200617 06/17/2020 3.97
Oppenheimer Global Strategic Income 3.90
USD/IDR FWD 20200617 000004334 USD 06/17/2020 3.63
EUR/USD FWD 20200617 06/17/2020 3.47
Fannie Mae or Freddie Mac 3.00 04/01/2050 3.44
Fannie Mae or Freddie Mac 3.50 04/01/2050 3.40
USD/BRL FWD 20200505 000004334 USD 05/05/2020 3.18
USD/GBP FWD 20200617 06/17/2020 2.94
Goldman Sachs International 01/08/2021 2.68
USD/EUR FWD 20200617 06/17/2020 2.59
BRL/USD FWD 20200402 000004334 USD 04/02/2020 2.56
USD/RUB FWD 20200617 000004334 USD 06/17/2020 2.50
Goldman Sachs International 01/08/2021 2.48
MXN/USD FWD 20200724 000006038 USD 07/24/2020 2.36
MXN/USD FWD 20200617 000004334 USD 06/17/2020 2.29
COP/USD FWD 20200617 000000908 USD 06/17/2020 2.13
Goldman Sachs International 05/11/2020 1.91
USD/INR FWD 20200420 000006038 USD 04/20/2020 1.86
Goldman Sachs International 05/11/2020 1.81
USD/NZD FWD 20200617 06/17/2020 1.81
Invesco Oppenheimer Master Event-Li 1.76
USD/BRL FWD 20200401 000004334 USD 04/01/2020 1.74
USD/MXN FWD 20200617 000000908 USD 06/17/2020 1.65
USD/NOK FWD 20210830 08/30/2021 1.62
ZAR/USD FWD 20200617 000004334 USD 06/17/2020 1.60
NOK/USD FWD 20200617 06/17/2020 1.58
EUR/USD FWD 20210830 08/30/2021 1.56
USD/GBP FWD 20200617 06/17/2020 1.48
Goldman Sachs International 04/01/2020 1.43
NZD/USD FWD 20200617 06/17/2020 1.43
GBP/USD FWD 20200617 06/17/2020 1.36
JPMorgan Chase Bank NA 08/07/2020 1.31
Goldman Sachs International 08/07/2020 1.31
Hellenic Republic Government Bond 1.88 02/04/2035 1.30
Paragon Mortgages No 13 PLC 0.96 01/15/2039 1.28
EUR/USD FWD 20200807 08/07/2020 1.27
JPMorgan Chase Bank NA 08/07/2020 1.26
Ginnie Mae II Pool 3.50 04/01/2050 1.21
MXN/USD FWD 20200706 000004334 USD 07/06/2020 1.17
BRL/USD FWD 20200402 000010098 USD 04/02/2020 1.13
BRL/USD FWD 20200417 000011091 USD 04/17/2020 1.13
JPMorgan Chase Bank NA 04/01/2020 1.13
THB/USD FWD 20200505 000004334 USD 05/05/2020 1.10
Newgate Funding PLC 0.83 12/01/2050 1.08
Mexican Bonos 8.50 05/31/2029 1.07
USD/IDR FWD 20201026 10/26/2020 1.05
USD/CLP FWD 20200617 000004334 USD 06/17/2020 1.04
RUB/USD FWD 20210225 000011091 USD 02/25/2021 1.04
USD/JPY FWD 20200617 06/17/2020 1.04
CLP/USD FWD 20200617 000004334 USD 06/17/2020 1.02
RUB/USD FWD 20210111 000011091 USD 01/11/2021 1.00
SLM Student Loan Trust 2004-5 0.01 10/25/2039 0.98
USD/MXN FWD 20200617 000004334 USD 06/17/2020 0.92
USD/ZAR FWD 20200709 07/09/2020 0.90
Invesco Oppenheimer Ultra-Short Dur 0.90
JPMorgan Chase Bank NA 02/08/2021 0.90
Goldman Sachs International 03/08/2021 0.89
USD/BRL FWD 20200402 000006038 USD 04/02/2020 0.85
USD/RUB FWD 20210225 000011091 USD 02/25/2021 0.84
USD/TRY FWD 20200617 000004334 USD 06/17/2020 0.83
Republic of South Africa Government 10.50 12/21/2026 0.83
Russian Federal Bond - OFZ 7.25 05/10/2034 0.80
USD/MXN FWD 20220110 01/10/2022 0.78
Hellenic Republic Government Bond 3.90 01/30/2033 0.78
Goldman Sachs International 05/11/2020 0.77
India Government Bond 7.59 01/11/2026 0.76
Goldman Sachs International 02/08/2021 0.75
RUB/USD FWD 20200617 000004334 USD 06/17/2020 0.74
BRL/USD FWD 20200402 000006038 USD 04/02/2020 0.74
Goldman Sachs International 05/11/2020 0.73
INR/USD FWD 20200617 000004334 USD 06/17/2020 0.70
Goldman Sachs International 03/08/2021 0.69
THB/USD FWD 20200617 000004334 USD 06/17/2020 0.68
USD/MXN FWD 20200617 000006038 USD 06/17/2020 0.68
JPY/USD FWD 20200617 06/17/2020 0.67
Goldman Sachs International 05/13/2020 0.67
MXN/USD FWD 20200617 000006038 USD 06/17/2020 0.66
MXN/USD FWD 20200617 000011091 USD 06/17/2020 0.66
Argentina Treasury Bill 0.00 10/29/2020 0.64
Indonesia Treasury Bond 8.38 09/15/2026 0.64
USD/THB FWD 20200617 000004334 USD 06/17/2020 0.63
BBVA Consumer Auto 2018-1 FTA 2.30 07/20/2031 0.63
Indonesia Treasury Bond 7.50 08/15/2032 0.63
Fannie Mae or Freddie Mac 2.50 04/01/2035 0.62
USD/RUB FWD 20200526 000010098 USD 05/26/2020 0.62
BRL/USD FWD 20200401 000010098 USD 04/01/2020 0.60
BRL/USD FWD 20200505 000004334 USD 05/05/2020 0.59
Deutsche Bank AG 2.62 02/12/2026 0.58
Russian Federal Bond - OFZ 7.70 03/23/2033 0.58
USD/ZAR FWD 20200617 06/17/2020 0.57
IDR/USD FWD 20200617 000004334 USD 06/17/2020 0.54
Fannie Mae or Freddie Mac 3.00 04/01/2035 0.54
Towd Point Mortgage Funding 2019 - 2.45 10/20/2051 0.51
ZAR/USD FWD 20200617 000006038 USD 06/17/2020 0.50
FREMF 2015-K45 Mortgage Trust 3.71 04/25/2048 0.50
FREMF 2012-K20 Mortgage Trust 3.87 05/25/2045 0.49
Republic of South Africa Government 8.00 01/31/2030 0.48
India Government Bond 8.20 09/24/2025 0.47
USD/ZAR FWD 20200617 000006038 USD 06/17/2020 0.46
Indonesia Treasury Bond 7.00 05/15/2027 0.44
Dominican Republic International Bo 6.00 07/19/2028 0.44
Indonesia Treasury Bond 8.12 05/15/2024 0.44
Republic of South Africa Government 8.50 01/31/2037 0.43
Russian Federal Bond - OFZ 7.65 04/10/2030 0.42
MXN/USD FWD 20220110 01/10/2022 0.42
USD/COP FWD 20200617 000000908 USD 06/17/2020 0.42
Fannie Mae Connecticut Avenue Secur 5.18 07/25/2029 0.41
USD/MXN FWD 20200529 000004334 USD 05/29/2020 0.40
Societe Generale SA 144A 7.38 12/29/2049 0.40
Minejesa Capital BV 4.62 08/10/2030 0.39
EUR/USD FWD 20200617 06/17/2020 0.39
Credit Suisse Group AG REGS 7.50 12/31/2059 0.39
CASH & EQUIVALENTS 0.38
Russian Federal Bond - OFZ 7.05 01/19/2028 0.38
JPY/USD FWD 20200617 06/17/2020 0.38
Export-Import Bank of India 8.00 05/27/2021 0.37
Republic of South Africa Government 8.75 02/28/2048 0.37
Times China Holdings Ltd 7.85 06/04/2021 0.37
Indonesia Treasury Bond 7.00 09/15/2030 0.36
Hellenic Republic Government Bond 4.00 01/30/2037 0.36
BRL/USD FWD 20210218 000011091 USD 02/18/2021 0.35
Morgan Stanley Reremic Trust 3.27 11/26/2036 0.35
EUR/RUB FWD 20201105 11/05/2020 0.35
CIFI Holdings Group Co Ltd 7.62 03/02/2021 0.34
Freddie Mac Structured Agency Credi 5.48 03/25/2029 0.34
USD/COP FWD 20200420 000010098 USD 04/20/2020 0.34
GBP/USD FWD 20200617 06/17/2020 0.33
Towd Point Mortgage Funding 2019 - 2.10 10/20/2051 0.33
Freddie Mac Structured Agency Credi 5.53 04/25/2029 0.33
Melco Resorts Finance Ltd 144A 4.88 06/06/2025 0.33
Argentina Treasury Bill 0.00 07/29/2020 0.33
USD/COP FWD 20200420 000000908 USD 04/20/2020 0.33
Nuveen Floating Rate Income Fund 0.33
India Government Bond 7.17 01/08/2028 0.32
Exeter Automobile Receivables Trust 3.30 03/15/2024 0.32
Caixa Geral de Depositos SA 10.75 12/31/2099 0.32
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2045 0.32
NOK/USD FWD 20200617 06/17/2020 0.31
USD/IDR FWD 20200617 000000908 USD 06/17/2020 0.31
Pakistan Government International B 8.25 04/15/2024 0.31
Egypt Government Bond 16.00 06/11/2022 0.31
FREMF 2013-K28 Mortgage Trust 3.49 06/25/2046 0.30
CaixaBank SA 6.75 12/31/2099 0.29
Americredit Automobile Receivables 2.99 06/18/2025 0.28
Reliance Industries Ltd 7.00 08/31/2022 0.28
FREMF 2015-K44 Mortgage Trust 3.68 01/25/2048 0.28
Gemgarto 2018-1 PLC 2.74 09/16/2065 0.28
Dominican Republic International Bo 7.50 05/06/2021 0.27
UBS Group AG REGS 7.00 12/31/2099 0.27
HSBC Holdings PLC REGS 6.00 12/31/2059 0.27
Wynn Macau Ltd 4.88 10/01/2024 0.26
Mexican Bonos 5.75 03/05/2026 0.26
ArcelorMittal SA 3.60 07/16/2024 0.26
Freddie Mac Structured Agency Credi 6.63 12/25/2028 0.26
Perusahaan Listrik Negara PT 144A 4.12 05/15/2027 0.26
TRY/USD FWD 20200617 000004334 USD 06/17/2020 0.26
Freeport-McMoRan Inc 5.40 11/14/2034 0.26
Ford Motor Credit Co LLC 4.13 08/04/2025 0.26
BNP Paribas SA REGS 7.62 12/31/2099 0.26
Ivory Coast Government Internationa 6.88 10/17/2040 0.25
Caisse Nationale de Reassurance Mut 6.38 12/31/2049 0.25
International Game Technology PLC 1 6.25 02/15/2022 0.25
Westlake Automobile Receivables Tru 2.80 06/16/2025 0.25
IDR/USD FWD 20200622 06/22/2020 0.25
Egypt Government International Bond 5.58 02/21/2023 0.25
AmeriCredit Automobile Receivables 1.80 12/18/2025 0.25
Santander Retail Auto Lease Trust 2 3.30 05/22/2023 0.24
Costa Rica Government International 4.38 04/30/2025 0.24
Oman Government International Bond 3.88 03/08/2022 0.24
Suzano Austria GmbH 5.00 01/15/2030 0.24
Citibank NA 05/13/2020 0.23
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.23
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.23
Egypt Government Bond 18.15 12/11/2021 0.23
EUR/USD FWD 20200617 06/17/2020 0.22
Cyprus Government International Bon 2.75 05/03/2049 0.22
India Government Bond 8.24 02/15/2027 0.22
HSBC Holdings PLC REGS 5.25 12/29/2049 0.22
LCH.Clearnet LLC 03/02/2025 0.22
Drive Auto Receivables Trust 2019-3 3.18 10/15/2026 0.22
Prosil Acquisition SA 1.60 10/31/2039 0.22
Omnicare Inc 4.75 12/01/2022 0.22
Fannie Mae Connecticut Avenue Secur 3.73 03/25/2031 0.21
Turkey Government Bond 8.50 09/14/2022 0.21
Westlake Automobile Receivables Tru 2.84 07/15/2024 0.21
Eurosail 2006-2bl PLC 3.76 12/15/2044 0.21
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.21
BNP Paribas SA 144A 6.75 12/31/2049 0.21
NZD/USD FWD 20200617 06/17/2020 0.21
Standard Life Aberdeen PLC 4.25 06/30/2028 0.21
Sri Lanka Government International 6.25 10/04/2020 0.21
LCH.Clearnet LLC 03/02/2025 0.20
Netflix Inc 5.88 11/15/2028 0.20
TRY/USD FWD 20200617 000011091 USD 06/17/2020 0.20
Panama Notas del Tesoro 3.75 04/17/2026 0.20
Centrais Eletricas Brasileiras SA 3.62 02/04/2025 0.20
Colombian TES 6.25 11/26/2025 0.20
Egypt Government International Bond 8.70 03/01/2049 0.19
Cooperatieve Rabobank UA 4.62 12/31/2099 0.19
Drive Auto Receivables Trust 2019-3 2.90 08/15/2025 0.19
UBS Group AG REGS 6.88 12/31/2049 0.19
Controladora Mabe SA de CV 5.60 10/23/2028 0.19
Turkey Government Bond 12.40 03/08/2028 0.19
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.19
LCH.Clearnet LLC 03/03/2025 0.19
Ivory Coast Government Internationa 5.25 03/22/2030 0.19
USD/TRY FWD 20200617 000006038 USD 06/17/2020 0.19
Sri Lanka Government International 6.25 07/27/2021 0.19
Power Finance Corp Ltd 7.50 08/16/2021 0.19
Power Finance Corp Ltd 7.27 12/22/2021 0.19
Freddie Mac Structured Agency Credi 4.88 07/25/2029 0.19
REC Ltd 7.24 10/21/2021 0.18
Muthoot Finance Ltd 4.40 09/02/2023 0.18
REC Ltd 7.60 04/17/2021 0.18
Banco Bilbao Vizcaya Argentaria SA 8.88 12/31/2099 0.18
Egypt Government Bond 16.00 12/12/2020 0.18
FREMF 2013-K29 Mortgage Trust 3.48 05/25/2046 0.18
Argentine Republic Government Inter 7.50 04/22/2026 0.18
Listrindo Capital BV 144A 4.95 09/14/2026 0.18
Standard Chartered PLC REGS 7.75 12/31/2049 0.18
Egypt Government International Bond 4.75 04/16/2026 0.18
DT Auto Owner Trust 2017-4 5.15 11/15/2024 0.17
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.17
Azure Power Solar Energy Pvt Ltd 5.65 12/24/2024 0.17
FREMF 2017-K724 Mortgage Trust 3.60 11/25/2023 0.17
Indonesia Treasury Bond 8.25 05/15/2029 0.17
NOK/USD FWD 20200617 06/17/2020 0.17
Santander Drive Auto Receivables Tr 2.68 10/15/2025 0.16
Connecticut Avenue Securities Trust 4.03 04/25/2031 0.16
American Credit Acceptance Receivab 2.76 09/12/2025 0.16
Argentina Treasury Bill 0.00 08/27/2020 0.16
Oil India International Pte Ltd 4.00 04/21/2027 0.16
Colombian TES 10.00 07/24/2024 0.16
KazTransGas JSC 4.38 09/26/2027 0.16
FREMF 2013-K27 Mortgage Trust 144A 3.50 01/25/2046 0.16
Logan Property Holdings Co Ltd 6.88 04/24/2021 0.16
Petroleos Mexicanos 4.50 01/23/2026 0.16
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.15
Freddie Mac Structured Agency Credi 5.63 08/25/2024 0.15
Cyprus Government International Bon 1.25 01/21/2040 0.15
LCH.Clearnet LLC 01/30/2022 0.15
Unipol Gruppo SpA 3.50 11/29/2027 0.15
CASH & EQUIVALENTS 0.15
LCH.Clearnet LLC 02/03/2022 0.15
Dominican Republic International Bo 5.88 01/30/2060 0.15
USD/EGP FWD 20200810 000011091 USD 08/10/2020 0.14
Danske Bank A/S REGS 6.12 12/31/2049 0.14
JBS Investments GmbH 6.25 02/05/2023 0.14
HTA Group Ltd/Mauritius 9.12 03/08/2022 0.14
Inkia Energy Ltd 5.88 11/09/2027 0.14
Indonesia Treasury Bond 7.50 04/15/2040 0.14
Agile Group Holdings Ltd 6.70 03/07/2022 0.14
Country Garden Holdings Co Ltd 4.75 07/25/2022 0.14
Danske Bank A/S 5.88 12/31/2099 0.14
Senegal Government International Bo 6.25 07/30/2024 0.14
Global Bank Corp 5.25 04/16/2029 0.14
Banco del Estado de Chile 2.70 01/09/2025 0.13
ENN Clean Energy International Inve 7.50 02/27/2021 0.13
Logan Property Holdings Co Ltd 5.25 02/23/2023 0.13
ArcelorMittal SA 6.12 06/01/2025 0.13
Bankinter SA REGS 8.62 12/31/2049 0.13
AmeriCredit Automobile Receivables 2.58 09/18/2025 0.13
Celanese US Holdings LLC 5.88 06/15/2021 0.13
American Credit Acceptance Receivab 3.41 06/12/2025 0.13
Cemex SAB de CV 144A 7.75 04/16/2026 0.13
General Motors Financial Co Inc 4.20 11/06/2021 0.13
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.13
Cosan Ltd 5.50 09/20/2029 0.13
CASH & EQUIVALENTS 0.00 0.13
MGM China Holdings Ltd 5.38 05/15/2024 0.13
Celulosa Arauco y Constitucion SA 4.50 08/01/2024 0.13
Petroleos Mexicanos 5.95 01/28/2031 0.13
ING Groep NV REGS 6.88 12/31/2099 0.13
Banco Santander SA 5.25 12/31/2049 0.13
Lennar Corp 4.75 04/01/2021 0.13
Residential Asset Securitization Tr 6.00 06/25/2035 0.13
Core & Main Holdings LP 8.62 09/15/2024 0.13
Ford Motor Credit Co LLC 5.58 03/18/2024 0.13
Rumo Luxembourg Sarl 5.88 01/18/2025 0.12
Tenet Healthcare Corp 5.12 11/01/2027 0.12
Muthoot Finance Ltd 6.12 10/31/2022 0.12
Azure Power Energy Ltd 5.50 11/03/2022 0.12
Fannie Mae Connecticut Avenue Secur 6.08 01/25/2029 0.12
MGM Resorts International 6.00 03/15/2023 0.12
First Quantum Minerals Ltd 144A 7.25 04/01/2023 0.12
Banco Votorantim SA 4.50 09/24/2024 0.12
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.12
DT Auto Owner Trust 2017-3 5.60 08/15/2024 0.12
Starfruit Finco BV / Starfruit US H 6.50 10/01/2026 0.12
Credit Suisse Group AG 6.38 12/31/2049 0.12
Telecom Italia Capital SA 7.20 07/18/2036 0.12
Dominican Republic International Bo 6.40 06/05/2049 0.12
Morgan Stanley Capital Services LLC 05/13/2020 0.12
JPMorgan Chase Bank NA 05/13/2020 0.12
GMR Hyderabad International Airport 5.38 04/10/2024 0.11
VEON Holdings BV 4.00 04/09/2025 0.11
JSW Steel Ltd REGS 5.25 04/13/2022 0.11
Axtel SAB de CV 6.38 11/14/2024 0.11
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.11
Senegal Government International Bo 6.75 03/13/2048 0.11
Petroleos Mexicanos REGS 3.75 04/16/2026 0.11
Level 3 Financing Inc 5.25 03/15/2026 0.11
Diamond Sports Group LLC / Diamond 5.38 08/15/2026 0.11
MGM China Holdings Ltd 5.88 05/15/2026 0.11
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.11
Targa Resources Partners LP / Targa 5.88 04/15/2026 0.11
Transcanada Trust 5.88 08/15/2076 0.11
La Mondiale SAM 5.05 12/31/2049 0.11
United Rentals North America Inc 5.88 09/15/2026 0.11
Coriolanus DAC 0.00 04/30/2025 0.11
USD/EUR FWD 20200617 06/17/2020 0.10
Connecticut Avenue Securities Trust 3.78 09/25/2031 0.10
Metinvest BV 8.50 04/23/2026 0.10
Ghana Government International Bond 8.95 03/26/2051 0.10
BNP Paribas SA 144A 7.62 12/31/2049 0.10
Americredit Automobile Receivables 2.74 04/18/2025 0.10
Petrobras Global Finance BV 5.75 02/01/2029 0.10
El Salvador Government Internationa 7.12 01/20/2050 0.10
SunCoke Energy Partners LP / SunCok 7.50 06/15/2025 0.10
Itau Unibanco Holding SA/Cayman Isl 4.62 12/31/2049 0.10
Freddie Mac Structured Agency Credi 3.43 07/25/2030 0.10
Ukraine Government International Bo 7.75 09/01/2025 0.10
L Brands Inc 6.88 11/01/2035 0.10
Nigeria Government International Bo 7.70 02/23/2038 0.10
Iron Mountain US Holdings Inc 144A 5.38 06/01/2026 0.10
Credit Acceptance Auto Loan Trust 2 3.77 06/15/2027 0.10
Credit Acceptance Auto Loan Trust 2 3.60 04/15/2027 0.10
Coriolanus DAC 0.00 04/30/2025 0.10
Olin Corp 5.62 08/01/2029 0.10
Centene Corp 5.38 06/01/2026 0.10
Bayan Resources Tbk PT 6.12 01/24/2023 0.10
MPT Operating Partnership LP / MPT 4.62 08/01/2029 0.10
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.10
JB Poindexter & Co Inc 7.12 04/15/2026 0.09
NRG Energy Inc 5.25 06/15/2029 0.09
NRG Energy Inc 6.62 01/15/2027 0.09
Santander Drive Auto Receivables Tr 5.05 07/15/2024 0.09
Export-Import Bank of India 7.35 05/18/2022 0.09
TMB Bank PCL/Cayman Islands 4.90 12/31/2049 0.09
Rede D'or Finance Sarl 4.50 01/22/2030 0.09
LIC Housing Finance Ltd 7.45 10/17/2022 0.09
AMC Networks Inc 5.00 04/01/2024 0.09
Coriolanus DAC 0.00 04/30/2025 0.09
Societe Generale SA 144A 8.00 12/31/2049 0.09
Brink's Co/The 4.62 10/15/2027 0.09
HCA Inc 5.38 09/01/2026 0.09
Norbord Inc 5.75 07/15/2027 0.09
1011778 BC ULC / New Red Finance In 5.00 10/15/2025 0.09
CSN Islands XI Corp 6.75 01/28/2028 0.09
Freddie Mac Structured Agency Credi 5.38 09/25/2024 0.09
Sri Lanka Government International 5.88 07/25/2022 0.09
Argentine Republic Government Inter 6.88 01/26/2027 0.09
Springleaf Finance Corp 7.12 03/15/2026 0.09
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 0.09
Marriott Ownership Resorts Inc 4.75 01/15/2028 0.09
Parkland Fuel Corp 6.00 04/01/2026 0.09
Eterna Capital Pte Ltd 7.50 12/11/2022 0.09
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.09
Cemex SAB de CV 5.45 11/19/2029 0.09
Mueller Industries Inc 6.00 03/01/2027 0.09
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.09
Standard Industries Inc/NJ 144A 6.00 10/15/2025 0.09
Cleaver-Brooks Inc 7.88 03/01/2023 0.09
AmeriCredit Automobile Receivables 3.42 04/18/2023 0.09
Louisiana-Pacific Corp 4.88 09/15/2024 0.09
CASH & EQUIVALENTS 0.00 0.09
Banco Bilbao Vizcaya Argentaria SA 5.88 12/31/2099 0.09
Coriolanus DAC 0.00 04/30/2025 0.08
Banco BTG Pactual SA/Cayman Islands 4.50 01/10/2025 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Indonesia Treasury Bond 6.12 05/15/2028 0.08
Kenya Government International Bond 6.88 06/24/2024 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
iStar Inc 4.75 10/01/2024 0.08
Credit Agricole SA REGS 7.50 12/31/2099 0.08
Shriram Transport Finance Co Ltd 5.10 07/16/2023 0.08
USD/COP FWD 20200427 000010098 USD 04/27/2020 0.08
Novo Banco SA/Luxembourg 3.50 02/19/2043 0.08
AT&T Inc 2.88 12/31/2059 0.08
EnerSys 144A 5.00 04/30/2023 0.08
HCA Inc 4.12 06/15/2029 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Freddie Mac Structured Agency Credi 6.28 10/25/2028 0.08
William Carter Co/The 5.62 03/15/2027 0.08
Santander Drive Auto Receivables Tr 3.20 11/15/2023 0.08
VTR Finance BV 144A 6.88 01/15/2024 0.08
Ukraine Government International Bo 7.75 09/01/2026 0.08
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.08
Freddie Mac Structured Agency Credi 5.23 04/25/2024 0.08
GEMS MENASA Cayman Ltd / GEMS Educa 7.12 07/31/2026 0.08
National Bank for Agriculture and R 8.39 07/19/2021 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Argentina Treasury Bill 0.00 05/28/2020 0.08
Puma International Financing SA 5.12 10/06/2024 0.08
FREMF 2013-K25 Mortgage Trust 3.62 11/25/2045 0.08
CSN Resources SA 7.62 02/13/2023 0.08
Level 3 Financing Inc 5.38 05/01/2025 0.08
TransDigm Inc 6.38 06/15/2026 0.08
Freddie Mac Structured Agency Credi 6.13 02/25/2024 0.08
CEMEX Finance LLC 144A 6.00 04/01/2024 0.08
BRL/USD FWD 20200402 04/02/2020 0.08
Industrias Penoles SAB de CV 5.65 09/12/2049 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
DT Auto Owner Trust 2019-3 2.96 04/15/2025 0.07
LCH.Clearnet LLC 03/03/2025 0.07
Springleaf Finance Corp 6.88 03/15/2025 0.07
USD/EUR FWD 20200617 06/17/2020 0.07
Future Retail Ltd 5.60 01/22/2025 0.07
Western Digital Corp 4.75 02/15/2026 0.07
Charles River Laboratories Internat 4.25 05/01/2028 0.07
Credit Agricole SA 144A 8.12 12/31/2049 0.07
Freddie Mac Structured Agency Credi 5.88 11/25/2023 0.07
ADT Security Corp/The 6.25 10/15/2021 0.07
Barclays Bank PLC 05/13/2020 0.07
Westlake Automobile Receivables Tru 4.63 07/15/2024 0.07
FREMF 2016-K723 Mortgage Trust 3.70 11/25/2023 0.07
Barclays PLC 6.38 12/31/2059 0.07
Fannie Mae Connecticut Avenue Secur 4.18 12/25/2030 0.07
USD/CNY FWD 20200617 000006219 USD 06/17/2020 0.07
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.07
CCO Holdings LLC / CCO Holdings Cap 5.75 02/15/2026 0.07
Sirius XM Radio Inc 144A 5.38 07/15/2026 0.07
Grupo Aval Ltd 4.38 02/04/2030 0.07
Metinvest BV 7.75 10/17/2029 0.07
AmeriGas Partners LP / AmeriGas Fin 5.88 08/20/2026 0.07
Ghana Government International Bond 7.88 02/11/2035 0.07
CarMax Auto Owner Trust 2017-1 3.43 07/17/2023 0.07
Dell International LLC / EMC Corp 1 7.12 06/15/2024 0.07
MSCI Inc 144A 5.75 08/15/2025 0.07
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.07
JP Morgan Chase Commercial Mortgage 4.04 07/15/2047 0.07
Sri Lanka Government International 6.35 06/28/2024 0.07
Targa Resources Partners LP / Targa 5.25 05/01/2023 0.07
Netflix Inc 5.38 11/15/2029 0.07
NuStar Logistics LP 6.00 06/01/2026 0.07
Centene Corp 5.38 08/15/2026 0.07
Bank Leumi Le-Israel BM 3.27 01/29/2031 0.07
Intrado Corp 5.38 07/15/2022 0.07
American Credit Acceptance Receivab 3.57 01/10/2024 0.07
CSC Holdings LLC 5.50 04/15/2027 0.07
Virgin Media Secured Finance PLC 14 5.50 08/15/2026 0.07
Intesa Sanpaolo SpA REGS 6.25 12/31/2099 0.07
CCG Receivables Trust 2017-1 2.75 11/14/2023 0.07
Affinion Group Inc 12.50 11/10/2022 0.07
Societe Generale SA REGS 8.00 12/31/2049 0.07
Lithia Motors Inc 5.25 08/01/2025 0.07
Lloyds Bank PLC 1.69 12/31/2059 0.07
ASGN Inc 4.62 05/15/2028 0.07
Fannie Mae Connecticut Avenue Secur 4.63 07/25/2024 0.07
China SCE Group Holdings Ltd 5.88 03/10/2022 0.07
Pilgrim's Pride Corp 5.88 09/30/2027 0.06
MARB BondCo PLC 144A 7.00 03/15/2024 0.06
BMC East LLC 144A 5.50 10/01/2024 0.06
Teleflex Inc 4.88 06/01/2026 0.06
Barclays PLC 5.88 12/31/2049 0.06
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.06
CIFI Holdings Group Co Ltd 6.45 11/07/2024 0.06
Logan Property Holdings Co Ltd 7.50 08/25/2022 0.06
Murphy Oil USA Inc 5.62 05/01/2027 0.06
Banco de Sabadell SA REGS 6.50 12/31/2099 0.06
LCH.Clearnet LLC 06/17/2030 0.06
EnPro Industries Inc 5.75 10/15/2026 0.06
Kenan Advantage Group Inc/The 144A 7.88 07/31/2023 0.06
Danske Bank A/S 7.00 12/31/2099 0.06
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.06
Bausch Health Cos Inc 144A 7.00 03/15/2024 0.06
Chicago Mercantile Exchange Inc 01/04/2027 0.06
US Foods Inc 144A 5.88 06/15/2024 0.06
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.06
LCH.Clearnet LLC 12/07/2051 0.06
Egypt Government International Bond 8.50 01/31/2047 0.06
Hadrian Merger Sub Inc 8.50 05/01/2026 0.06
Boise Cascade Co 5.62 09/01/2024 0.06
Lennar Corp 5.00 06/15/2027 0.06
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.06
LCH.Clearnet LLC 05/18/2030 0.06
CSC Holdings LLC 3.11 04/15/2027 0.06
Southern Copper Corp 7.50 07/27/2035 0.06
Argentum Netherlands BV for Swiss R 5.62 08/15/2052 0.06
JBS USA LUX SA / JBS USA Food Co / 5.50 01/15/2030 0.06
MTS Systems Corp 5.75 08/15/2027 0.06
Credit Acceptance Auto Loan Trust 2 3.48 10/15/2026 0.06
Occidental Petroleum Corp 2.70 08/15/2022 0.06
Charter Communications Operating LL 2.74 04/30/2025 0.06
Banco Santander SA 4.38 12/31/2059 0.06
Unigel Luxembourg SA 8.75 10/01/2026 0.06
Chicago Mercantile Exchange Inc 01/02/2025 0.06
Banco do Brasil SA/Cayman 6.25 12/31/2049 0.06
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.06
GLP Capital LP / GLP Financing II I 5.38 11/01/2023 0.06
Reynolds Group Holdings Inc 3.74 02/05/2023 0.06
Jasa Marga Persero Tbk PT 7.50 12/11/2020 0.06
Sociedad Quimica y Minera de Chile 4.25 01/22/2050 0.06
China Aoyuan Group Ltd 7.50 05/10/2021 0.06
Targa Resources Partners LP / Targa 5.12 02/01/2025 0.06
United Rentals North America Inc 5.25 01/15/2030 0.06
Freddie Mac STACR Trust 2019-HRP1 3.03 02/25/2049 0.06
Yuzhou Properties Co Ltd 6.38 03/06/2021 0.06
Superior Plus LP / Superior General 7.00 07/15/2026 0.06
Bausch Health Americas Inc 3.36 11/27/2025 0.06
Meredith Corp 6.88 02/01/2026 0.06
Hess Midstream Operations LP 5.62 02/15/2026 0.06
Mastr Asset Backed Securities Trust 1.73 08/25/2036 0.05
Power Finance Corp Ltd 7.42 06/26/2020 0.05
Angolan Government International Bo 8.00 11/26/2029 0.05
Itron Inc 5.00 01/15/2026 0.05
Novo Banco SA/Luxembourg 3.50 03/18/2043 0.05
United Rentals North America Inc 6.50 12/15/2026 0.05
Eskom Holdings SOC Ltd 6.75 08/06/2023 0.05
Par Pharmaceutical Inc 7.50 04/01/2027 0.05
Boyd Gaming Corp 6.00 08/15/2026 0.05
LCH.Clearnet LLC 10/01/2021 0.05
Fannie Mae Connecticut Avenue Secur 4.03 05/25/2030 0.05
Element Solutions Inc 5.88 12/01/2025 0.05
Vistra Operations Co LLC 5.00 07/31/2027 0.05
Meritage Homes Corp 5.12 06/06/2027 0.05
Alba 2007-1 PLC 3.74 03/17/2039 0.05
XPO Logistics Inc 144A 6.12 09/01/2023 0.05
Caesars Resort Collection LLC 3.74 12/23/2024 0.05
HCA Inc 5.62 09/01/2028 0.05
OI European Group BV 4.00 03/15/2023 0.05
Sirius XM Radio Inc 4.62 07/15/2024 0.05
AerCap Global Aviation Trust 144A 6.50 06/15/2045 0.05
Ghana Government International Bond 7.62 05/16/2029 0.05
Ardagh Packaging Finance PLC / Arda 4.12 08/15/2026 0.05
Eskom Holdings SOC Ltd 7.12 02/11/2025 0.05
Hudbay Minerals Inc 144A 7.62 01/15/2025 0.05
ReNew Power Pvt Ltd 5.88 03/05/2027 0.05
AES Gener SA 6.35 10/07/2079 0.05
National Bank of Greece SA 8.25 07/18/2029 0.05
Michaels Stores Inc 8.00 07/15/2027 0.05
Banca Monte dei Paschi di Siena SpA 5.38 01/18/2028 0.05
Cincinnati Bell Inc 8.00 10/15/2025 0.05
Koppers Inc 144A 6.00 02/15/2025 0.05
Sirius XM Radio Inc 5.50 07/01/2029 0.05
MPH Acquisition Holdings LLC 144A 7.12 06/01/2024 0.05
Embarq Corp 8.00 06/01/2036 0.05
Wynn Las Vegas LLC / Wynn Las Vegas 5.50 03/01/2025 0.05
Scientific Games International Inc 4.44 08/14/2024 0.05
UniCredit SpA REGS 6.62 12/31/2099 0.05
AECOM 5.12 03/15/2027 0.05
HLF Financing Sarl LLC / Herbalife 7.25 08/15/2026 0.05
iHeartCommunications Inc 8.38 05/01/2027 0.05
Triumph Group Inc 7.75 08/15/2025 0.05
T-Mobile USA Inc 4.75 02/01/2028 0.05
Ally Financial Inc 8.00 11/01/2031 0.05
Sonic Capital LLC 3.85 01/20/2050 0.05
Argentine Republic Government Inter 5.62 01/26/2022 0.05
ZAR/USD FWD 20200617 06/17/2020 0.05
Calumet Specialty Products Partners 7.62 01/15/2022 0.05
Citigroup Mortgage Loan Trust 2014- 2.23 07/20/2036 0.05
DISH DBS Corp 5.88 11/15/2024 0.05
Mattel Inc 6.75 12/31/2025 0.05
Berry Global Inc 4.88 07/15/2026 0.05
Connecticut Avenue Securities Trust 3.93 08/25/2031 0.05
Prime Security Services Borrower LL 5.75 04/15/2026 0.05
European Bank for Reconstruction & 6.85 06/21/2021 0.05
Beazer Homes USA Inc 6.75 03/15/2025 0.05
ACCO Brands Corp 144A 5.25 12/15/2024 0.05
Credit Acceptance Auto Loan Trust 2 3.94 06/15/2028 0.05
Hughes Satellite Systems Corp 6.62 08/01/2026 0.05
Alpha Holding SA de CV 10.00 12/19/2022 0.05
Alpha Holding SA de CV 9.00 02/10/2025 0.05
DCP Midstream Operating LP 5.12 05/15/2029 0.05
Herc Holdings Inc 5.50 07/15/2027 0.05
Mexico City Airport Trust 3.88 04/30/2028 0.05
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.05
Avis Budget Car Rental LLC / Avis B 5.75 07/15/2027 0.05
Simmons Foods Inc 5.75 11/01/2024 0.05
Antero Midstream Partners LP / Ante 5.75 01/15/2028 0.05
Cumulus Media New Holdings Inc 6.75 07/01/2026 0.05
Navient Corp 6.12 03/25/2024 0.05
Altice France SA/France 144A 7.38 05/01/2026 0.05
DT Auto Owner Trust 2017-1 5.79 02/15/2024 0.04
Taylor Morrison Communities Inc / T 5.88 04/15/2023 0.04
Frontier Communications Corp 10.50 09/15/2022 0.04
Waste Pro USA Inc 5.50 02/15/2026 0.04
Cascades Inc/Cascades USA Inc 5.38 01/15/2028 0.04
Puma International Financing SA 5.00 01/24/2026 0.04
AES Andres BV / Dominican Power Par 7.95 05/11/2026 0.04
DT Auto Owner Trust 2017-4 3.47 07/17/2023 0.04
CIT Group Inc 4.12 03/09/2021 0.04
Titan International Inc 6.50 11/30/2023 0.04
Taseko Mines Ltd 8.75 06/15/2022 0.04
Flex Acquisition Co Inc 144A 6.88 01/15/2025 0.04
Enviva Partners LP / Enviva Partner 6.50 01/15/2026 0.04
InterCement Financial Operations BV 5.75 07/17/2024 0.04
Ardagh Packaging Finance PLC / Arda 6.00 02/15/2025 0.04
Medco Bell Pte Ltd 6.38 01/30/2027 0.04
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.04
LCH.Clearnet LLC 02/26/2026 0.04
Fannie Mae Pool 7.00 12/01/2032 0.04
Barclays Bank PLC 1.00 12/20/2024 0.04
Kraft Heinz Foods Co 5.00 06/04/2042 0.04
L Brands Inc 7.50 06/15/2029 0.04
Taylor Morrison Communities Inc 5.75 01/15/2028 0.04
Telecom Italia SpA/Milano 144A 5.30 05/30/2024 0.04
Navient Corp 5.00 03/15/2027 0.04
Fannie Mae Pool 7.00 04/01/2034 0.04
Murphy Oil USA Inc 4.75 09/15/2029 0.04
PetSmart Inc 5.00 03/11/2022 0.04
Lennar Corp 4.75 05/30/2025 0.04
Chicago Mercantile Exchange Inc 12/07/2023 0.04
Tenneco Inc 5.38 12/15/2024 0.04
American Greetings Corp 5.50 04/06/2024 0.04
ADES International Holding PLC 8.62 04/24/2024 0.04
Banco Comercial Portugues SA 4.50 12/07/2027 0.04
CSC Holdings LLC 144A 6.62 10/15/2025 0.04
Altice Financing SA 4.41 07/15/2025 0.04
Fannie Mae Pool 6.50 12/01/2029 0.04
KFC Holding Co/Pizza Hut Holdings L 5.25 06/01/2026 0.04
CenturyLink Inc 5.62 04/01/2025 0.04
Diamond Sports Group LLC / Diamond 6.62 08/15/2027 0.04
MGM Growth Properties Operating Par 5.62 05/01/2024 0.04
Standard Industries Inc/NJ 144A 5.38 11/15/2024 0.04
Alliance Data Systems Corp 4.75 12/15/2024 0.04
Calpine Corp 5.25 06/01/2026 0.04
Iron Mountain Inc 4.88 09/15/2029 0.04
Energizer Holdings Inc 7.75 01/15/2027 0.04
Argentine Republic Government Inter 5.88 01/11/2028 0.04
Wynn Las Vegas LLC / Wynn Las Vegas 5.25 05/15/2027 0.04
Belo Corp 7.75 06/01/2027 0.04
Intelsat Jackson Holdings SA 8.50 10/15/2024 0.04
AmeriCredit Automobile Receivables 3.08 12/18/2023 0.04
Terraform Global Operating LLC 6.12 03/01/2026 0.04
Citigroup Mortgage Loan Trust Inc 4.36 05/25/2035 0.04
Post Holdings Inc 4.62 04/15/2030 0.04
Dun & Bradstreet Corp/The 4.96 02/06/2026 0.04
Eterna Capital Pte Ltd 8.00 12/11/2022 0.04
Hanesbrands Inc 144A 4.62 05/15/2024 0.04
Ziggo BV 144A 5.50 01/15/2027 0.04
Southwestern Energy Co 7.50 04/01/2026 0.04
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.04
Flex Acquisition Co Inc 7.88 07/15/2026 0.04
Freddie Mac Gold Pool 7.50 01/01/2032 0.04
DT Auto Owner Trust 2017-2 3.89 01/15/2023 0.03
LCH.Clearnet LLC 08/18/2025 0.03
Novelis Corp 4.75 01/30/2030 0.03
EnLink Midstream Partners LP 4.85 07/15/2026 0.03
Hanesbrands Inc 144A 4.88 05/15/2026 0.03
Mattamy Group Corp 5.25 12/15/2027 0.03
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.03
T-Mobile USA Inc 4.00 04/15/2022 0.03
Altice Financing SA 144A 7.50 05/15/2026 0.03
Reynolds Group Issuer Inc / Reynold 5.12 07/15/2023 0.03
Chicago Mercantile Exchange Inc 12/07/2023 0.03
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.03
Citigroup Commercial Mortgage Trust 1.11 10/12/2050 0.03
Angolan Government International Bo 9.38 05/08/2048 0.03
Bausch Health Americas Inc 8.50 01/31/2027 0.03
China Evergrande Group 10.00 04/11/2023 0.03
Operadora de Servicios Mega SA de C 8.25 02/11/2025 0.03
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.03
MGM Resorts International 4.62 09/01/2026 0.03
Navient Corp 5.88 10/25/2024 0.03
CSC Holdings LLC 144A 10.88 10/15/2025 0.03
AMC Entertainment Holdings Inc 5.88 11/15/2026 0.03
1011778 BC ULC / New Red Finance In 4.25 05/15/2024 0.03
FREMF 2017-K62 Mortgage Trust 3.87 01/25/2050 0.03
Fannie Mae Pool 7.50 01/01/2033 0.03
Taylor Morrison Communities Inc 5.88 01/31/2025 0.03
Centrais Eletricas Brasileiras SA 4.62 02/04/2030 0.03
Mercer International Inc 5.50 01/15/2026 0.03
Lamar Media Corp 5.75 02/01/2026 0.03
Navient Corp 6.75 06/25/2025 0.03
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.03
QEP Resources Inc 5.62 03/01/2026 0.03
United Rentals North America Inc 4.88 01/15/2028 0.03
Freddie Mac Gold Pool 5.50 09/01/2039 0.03
Centene Corp 4.75 05/15/2022 0.03
CSC Holdings LLC 5.25 06/01/2024 0.03
DPL Inc 4.35 04/15/2029 0.03
HSBC Bank PLC 1.43 12/31/2059 0.03
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.03
Lions Gate Capital Holdings LLC 5.88 11/01/2024 0.03
Albertsons Cos Inc / Safeway Inc / 7.50 03/15/2026 0.03
CarMax Auto Owner Trust 2017-4 3.30 05/15/2024 0.03
PetSmart Inc 5.88 06/01/2025 0.03
Crestwood Midstream Partners LP / C 5.62 05/01/2027 0.03
Santander Drive Auto Receivables Tr 3.32 03/15/2024 0.03
Tenet Healthcare Corp 6.25 02/01/2027 0.03
COMM 2014-LC15 Mortgage Trust 4.20 04/10/2047 0.03
Bausch Health Cos Inc 5.75 08/15/2027 0.03
Moog Inc 4.25 12/15/2027 0.03
Lennar Corp 5.25 06/01/2026 0.03
Panther BF Aggregator 2 LP / Panthe 8.50 05/15/2027 0.03
Morgan Stanley Bank of America Merr 4.76 02/15/2047 0.03
Navient Corp 6.62 07/26/2021 0.03
CME Group Inc 02/25/2022 0.03
Fannie Mae REMICS 2.03 03/25/2042 0.03
Dana Financing Luxembourg Sarl 144A 6.50 06/01/2026 0.03
Sensata Technologies BV 5.62 11/01/2024 0.03
Golden Nugget Inc 8.75 10/01/2025 0.03
AES Corp/VA 4.00 03/15/2021 0.03
Lamb Weston Holdings Inc 144A 4.62 11/01/2024 0.03
Geopark Ltd 5.50 01/17/2027 0.03
T-Mobile USA Inc 6.00 04/15/2024 0.03
CIT Group Inc 5.25 03/07/2025 0.03
Altice France SA/France 8.12 02/01/2027 0.03
Pilgrim's Pride Corp 5.75 03/15/2025 0.03
American Credit Acceptance Receivab 4.14 10/15/2024 0.03
Spectrum Brands Inc 6.12 12/15/2024 0.03
Vistra Operations Co LLC 5.62 02/15/2027 0.03
Amsted Industries Inc 5.62 07/01/2027 0.03
Gulfport Energy Corp 6.62 05/01/2023 0.03
Iron Mountain Inc 5.25 03/15/2028 0.03
Dell Equipment Finance Trust 2019-1 3.14 03/22/2024 0.03
Silgan Holdings Inc 4.12 02/01/2028 0.03
Cable Onda SA 4.50 01/30/2030 0.02
AMC Networks Inc 4.75 08/01/2025 0.02
Navient Corp 6.50 06/15/2022 0.02
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2023 0.02
LCH.Clearnet LLC 03/11/2022 0.02
Colfax Corp 6.00 02/15/2024 0.02
Owens-Brockway Glass Container Inc 5.00 01/15/2022 0.02
XPO Logistics Inc 6.75 08/15/2024 0.02
Garda World Security Corp 9.50 11/01/2027 0.02
Penske Automotive Group Inc 5.50 05/15/2026 0.02
DT Auto Owner Trust 2017-1 3.55 11/15/2022 0.02
Spectrum Brands Inc 5.00 10/01/2029 0.02
PBF Holding Co LLC / PBF Finance Co 6.00 02/15/2028 0.02
Icahn Enterprises LP / Icahn Enterp 6.75 02/01/2024 0.02
CenturyLink Inc 7.50 04/01/2024 0.02
eG Global Finance PLC 8.50 10/30/2025 0.02
Ingles Markets Inc 5.75 06/15/2023 0.02
LCH.Clearnet LLC 07/27/2030 0.02
Chicago Mercantile Exchange Inc 01/15/2024 0.02
Penn National Gaming Inc 5.62 01/15/2027 0.02
DCP Midstream Operating LP 4.75 09/30/2021 0.02
Lions Gate Capital Holdings LLC 6.38 02/01/2024 0.02
Aramark Services Inc 5.00 02/01/2028 0.02
NuStar Logistics LP 4.80 09/01/2020 0.02
Hexion Holdings Corp 0.02
Angolan Government International Bo 9.12 11/26/2049 0.02
Citigroup Commercial Mortgage Trust 3.48 05/10/2047 0.02
CCG Receivables Trust 2018-1 3.09 06/16/2025 0.02
Centene Corp 4.62 12/15/2029 0.02
Melco Resorts Finance Ltd 5.62 07/17/2027 0.02
Gray Television Inc 5.12 10/15/2024 0.02
Navistar Financial Dealer Note Mast 2.58 05/25/2024 0.02
EnLink Midstream Partners LP 5.60 04/01/2044 0.02
Everi Payments Inc 7.50 12/15/2025 0.02
Hughes Satellite Systems Corp 5.25 08/01/2026 0.02
TEGNA Inc 144A 5.50 09/15/2024 0.02
CME Group Inc 11/04/2022 0.02
Mexarrend SAPI de CV 10.25 07/24/2024 0.02
Camelot Finance SA 4.50 11/01/2026 0.02
Freddie Mac REMICS 6.50 04/15/2028 0.02
Navistar Financial Dealer Note Mast 3.08 05/25/2024 0.02
Gray Television Inc 144A 5.88 07/15/2026 0.02
LCH.Clearnet LLC 02/22/2023 0.02
JSW Steel Ltd 5.95 04/18/2024 0.02
AmWINS Group Inc 7.75 07/01/2026 0.02
Dana Inc 5.38 11/15/2027 0.02
Piraeus Bank SA 9.75 06/26/2029 0.02
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.02
Icahn Enterprises LP / Icahn Enterp 6.38 12/15/2025 0.02
EnerSys 4.38 12/15/2027 0.02
Chicago Mercantile Exchange Inc 07/17/2024 0.02
eG Global Finance PLC 6.25 10/30/2025 0.02
Scientific Games International Inc 7.00 05/15/2028 0.02
International Finance Corp 0.00 02/15/2029 0.02
Aramark Services Inc 4.75 06/01/2026 0.02
UniCredit SpA 4.88 02/20/2029 0.02
GLS Auto Receivables Trust 2018-1 2.82 07/15/2022 0.02
Station Casinos LLC 4.50 02/15/2028 0.02
Lithia Motors Inc 4.62 12/15/2027 0.02
Ascent Resources Utica Holdings LLC 10.00 04/01/2022 0.02
UBS Commercial Mortgage Trust 2017- 1.01 11/15/2050 0.02
Fannie Mae Pool 7.00 04/01/2033 0.02
Antero Resources Corp 5.38 11/01/2021 0.02
MYR/USD FWD 20200617 000010098 USD 06/17/2020 0.02
CME Group Inc 03/06/2025 0.02
Petrobras Global Finance BV 6.85 06/05/2115 0.02
India Government Bond 7.72 05/25/2025 0.02
CNH Equipment Trust 2017-C 2.54 05/15/2025 0.02
GS Mortgage Securities Trust 2014-G 3.65 01/10/2047 0.02
Deutsche Mortgage Securities Inc 1.87 07/22/2036 0.02
Adient Global Holdings Ltd 4.88 08/15/2026 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
Iron Mountain Inc 4.88 09/15/2027 0.02
CME Group Inc 02/25/2022 0.02
USD/CAD FWD 20200617 06/17/2020 0.02
Fannie Mae REMICS 18.23 06/25/2036 0.02
CarMax Auto Owner Trust 2018-1 3.37 07/15/2024 0.02
ASG Finance Designated Activity Co 7.88 12/03/2024 0.02
Banco Bilbao Vizcaya Argentaria SA 6.50 12/31/2099 0.02
Bombardier Inc 144A 7.50 03/15/2025 0.02
Standard Industries Inc/NJ 144A 5.00 02/15/2027 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
COMM 2014-CCRE20 Mortgage Trust 3.31 11/10/2047 0.02
Navient Corp 6.75 06/15/2026 0.02
Bombardier Inc 7.88 04/15/2027 0.02
TerraForm Power Operating LLC 4.25 01/31/2023 0.02
CAD/USD FWD 20200617 06/17/2020 0.02
VICI Properties LP / VICI Note Co I 4.12 08/15/2030 0.02
VICI Properties LP / VICI Note Co I 3.75 02/15/2027 0.02
TransDigm Inc 6.25 03/15/2026 0.02
Drive Auto Receivables Trust 4.30 09/16/2024 0.02
RR Donnelley & Sons Co 7.88 03/15/2021 0.02
VICI Properties LP / VICI Note Co I 3.50 02/15/2025 0.02
Chicago Mercantile Exchange Inc 12/26/2028 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
Spirit AeroSystems Inc 4.60 06/15/2028 0.02
Benchmark 2018-B1 Mortgage Trust 0.52 01/15/2051 0.02
AES Corp/VA 6.00 05/15/2026 0.02
Quicken Loans Inc 5.25 01/15/2028 0.02
Cablevision Systems Corp 5.88 09/15/2022 0.02
CCO Holdings LLC / CCO Holdings Cap 4.00 03/01/2023 0.02
Lennar Corp 4.50 04/30/2024 0.02
GS Mortgage Securities Trust 2013-G 4.65 11/10/2046 0.02
Fannie Mae REMICS 5.00 04/25/2040 0.02
CSC Holdings LLC 5.38 07/15/2023 0.02
Service Corp International/US 4.62 12/15/2027 0.02
Fannie Mae REMICS 18.60 03/25/2036 0.02
KFC Holding Co/Pizza Hut Holdings L 4.75 06/01/2027 0.02
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.02
Quicken Loans Inc 5.75 05/01/2025 0.02
Freddie Mac REMICS 7.50 09/15/2022 0.02
Holly Energy Partners LP / Holly En 5.00 02/01/2028 0.02
Albertsons Cos Inc / Safeway Inc / 5.75 03/15/2025 0.02
Sunoco LP / Sunoco Finance Corp 4.88 01/15/2023 0.02
LCH.Clearnet LLC 08/28/2030 0.02
T-Mobile USA Inc 5.12 04/15/2025 0.02
Fannie Mae Pool 6.50 11/01/2031 0.02
LCH.Clearnet LLC 03/08/2028 0.02
Energy Transfer Operating LP 6.25 12/31/2099 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 04/01/2024 0.01
Icahn Enterprises LP / Icahn Enterp 6.25 05/15/2026 0.01
Greif Inc 6.50 03/01/2027 0.01
LCH.Clearnet LLC 08/25/2030 0.01
Freddie Mac Gold Pool 5.00 12/01/2034 0.01
Fannie Mae Pool 7.50 09/01/2032 0.01
NGL Energy Partners LP / NGL Energy 6.12 03/01/2025 0.01
Santander Drive Auto Receivables Tr 3.22 07/15/2025 0.01
Mauser Packaging Solutions Holding 5.50 04/15/2024 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
LCH.Clearnet LLC 02/21/2022 0.01
Santander Drive Auto Receivables Tr 3.88 02/15/2024 0.01
Freddie Mac REMICS 6.50 03/15/2032 0.01
AmeriGas Partners LP / AmeriGas Fin 5.50 05/20/2025 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
CASH & EQUIVALENTS 0.01
Wells Fargo Commercial Mortgage Tru 0.89 12/15/2050 0.01
LCH.Clearnet LLC 12/12/2029 0.01
Fannie Mae Pool 6.50 01/01/2034 0.01
Vericast Corp 8.38 08/15/2022 0.01
QEP Resources Inc 6.88 03/01/2021 0.01
Talen Energy Supply LLC 7.25 05/15/2027 0.01
Panther BF Aggregator 2 LP / Panthe 6.25 05/15/2026 0.01
Builders FirstSource Inc 5.00 03/01/2030 0.01
Chemours Co/The 6.62 05/15/2023 0.01
Sri Lanka Government International 6.75 04/18/2028 0.01
Rain CII Carbon LLC / CII Carbon Co 7.25 04/01/2025 0.01
Freddie Mac REMICS 22.17 08/15/2035 0.01
CIT Group Inc 5.00 08/15/2022 0.01
HCA Inc 5.88 02/15/2026 0.01
Fannie Mae REMICS 4.91 06/25/2037 0.01
CLAIRES HOLDINGS LLC 0.01
CCG Receivables Trust 3.22 09/14/2026 0.01
Trivium Packaging Finance BV 5.50 08/15/2026 0.01
Citibank NA 1.00 12/20/2024 0.01
Pitney Bowes Inc 5.70 04/01/2023 0.01
Scientific Games International Inc 8.25 03/15/2026 0.01
Blue Cube Spinco LLC 9.75 10/15/2023 0.01
CPS Auto Receivables Trust 2018-A 2.77 04/18/2022 0.01
Frontier Communications Corp 11.00 09/15/2025 0.01
FREMF 2013-K26 Mortgage Trust 3.60 12/25/2045 0.01
PBF Holding Co LLC / PBF Finance Co 7.25 06/15/2025 0.01
CASH & EQUIVALENTS 0.01
Comstock Resources Inc 9.75 08/15/2026 0.01
Fannie Mae REMICS 4.50 08/25/2025 0.01
Simmons Foods Inc 7.75 01/15/2024 0.01
CSI Compressco LP / CSI Compressco 7.50 04/01/2025 0.01
USD/PEN FWD 20200617 000000908 USD 06/17/2020 0.01
FMG Resources August 2006 Pty Ltd 1 4.75 05/15/2022 0.01
Credit Suisse Group AG 5.10 12/31/2059 0.01
Rockpoint Gas Storage Canada Ltd 7.00 03/31/2023 0.01
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.01
MGM Resorts International 5.75 06/15/2025 0.01
MDC Partners Inc 6.50 05/01/2024 0.01
Clearway Energy Operating LLC 5.75 10/15/2025 0.01
Colfax Corp 6.38 02/15/2026 0.01
Downstream Development Authority of 10.50 02/15/2023 0.01
Darling Ingredients Inc 5.25 04/15/2027 0.01
Indigo Natural Resources LLC 6.88 02/15/2026 0.01
Bank of America NA 01/31/2022 0.01
Callon Petroleum Co 6.38 07/01/2026 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
CASH & EQUIVALENTS 0.01
Sri Lanka Government International 6.20 05/11/2027 0.01
CNX Resources Corp 5.88 04/15/2022 0.01
American Credit Acceptance Receivab 2.94 01/10/2024 0.01
Fannie Mae REMICS 6.50 11/25/2029 0.01
Freddie Mac REMICS 1.75 10/15/2023 0.01
Chicago Mercantile Exchange Inc 08/26/2026 0.01
Fannie Mae REMICS 6.50 04/25/2032 0.01
Nationstar Mortgage Holdings Inc 6.00 01/15/2027 0.01
Freddie Mac Gold Pool 7.00 03/01/2035 0.01
Intercontinental Exchange Inc 1.00 12/20/2024 0.01
Olin Corp 5.00 02/01/2030 0.01
Capital Auto Receivables Asset Trus 3.15 02/20/2025 0.01
Tervita Corp 7.62 12/01/2021 0.01
Ardagh Packaging Finance PLC / Arda 4.25 09/15/2022 0.01
JPMorgan Chase Bank NA 5.00 12/20/2022 0.01
Fannie Mae Pool 7.50 11/01/2029 0.01
Olin Corp 5.12 09/15/2027 0.01
United Auto Credit Securitization T 3.16 08/12/2024 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
MGM Growth Properties Operating Par 5.75 02/01/2027 0.01
AMC Entertainment Holdings Inc 5.75 06/15/2025 0.01
Diamond Resorts International Inc 7.75 09/01/2023 0.01
Chicago Mercantile Exchange Inc 10/17/2020 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
Fannie Mae REMICS 8.00 07/18/2027 0.01
Freeport-McMoRan Inc 4.55 11/14/2024 0.01
Energizer Holdings Inc 6.38 07/15/2026 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
Viking Cruises Ltd 5.88 09/15/2027 0.01
Gulfport Energy Corp 6.00 10/15/2024 0.01
Freddie Mac REMICS 6.00 01/15/2029 0.01
CD 2017-CD6 Mortgage Trust 0.96 11/13/2050 0.01
Basic Energy Services Inc 10.75 10/15/2023 0.01
Fannie Mae Pool 7.00 01/01/2030 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Freeport-McMoRan Inc 5.45 03/15/2043 0.01
CoreCivic Inc 4.62 05/01/2023 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 05/01/2027 0.01
CCO Holdings LLC / CCO Holdings Cap 5.38 05/01/2025 0.01
Algeco Global Finance Plc 8.00 02/15/2023 0.01
Fannie Mae Grantor Trust 2001-T10 0.38 12/25/2041 0.01
MPT Operating Partnership LP / MPT 6.38 03/01/2024 0.01
L Brands Inc 5.25 02/01/2028 0.01
Goldman Sachs International 06/24/2029 0.01
Freddie Mac REMICS 4.00 04/15/2040 0.01
Windstream Services LLC 5.58 03/29/2021 0.01
EQT Corp 7.00 02/01/2030 0.01
EQT Corp 3.90 10/01/2027 0.01
CEC Entertainment Inc 8.00 02/15/2022 0.01
Government National Mortgage Associ 5.95 04/16/2041 0.01
Intercontinental Exchange Inc 1.00 12/20/2024 0.01
Morgan Stanley Capital I 2017-HR2 0.79 12/15/2050 0.01
Freddie Mac REMICS 1.50 07/15/2023 0.01
MPT Operating Partnership LP / MPT 5.00 10/15/2027 0.01
Prosus NV 3.68 01/21/2030 0.01
Multifamily Connecticut Avenue Secu 4.88 10/15/2049 0.01
Citigroup Mortgage Loan Trust 2006- 3.88 10/25/2035 0.01
PLN/USD FWD 20200617 000004334 USD 06/17/2020 0.01
Calpine Corp 5.75 01/15/2025 0.01
Boyd Gaming Corp 6.38 04/01/2026 0.01
CASH & EQUIVALENTS 0.01
Fannie Mae Pool 5.50 05/01/2036 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
COMM 2012-CCRE5 Mortgage Trust 1.53 12/10/2045 0.01
Ziggo Bond Co BV 5.12 02/28/2030 0.01
Freddie Mac REMICS 1.65 02/15/2032 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
CME Group Inc 01/02/2024 0.01
CME Group Inc 03/02/2022 0.01
Credit Acceptance Auto Loan Trust 2 3.75 04/17/2028 0.01
Transocean Inc 8.00 02/01/2027 0.01
CME Group Inc 10/21/2024 0.01
Fannie Mae REMICS 5.07 05/25/2035 0.01
China Evergrande Group 8.25 03/23/2022 0.01
Argentine Bonos del Tesoro 18.20 10/03/2021 0.01
Fannie Mae REMICS 2.23 11/25/2031 0.01
Freddie Mac Gold Pool 6.00 07/01/2024 0.01
Sunoco LP / Sunoco Finance Corp 5.50 02/15/2026 0.01
Fannie Mae Interest Strip 5.50 11/25/2033 0.01
Element Rail Leasing I LLC 144A 2.30 04/19/2044 0.01
CITGO Petroleum Corp 6.25 08/15/2022 0.01
Freddie Mac REMICS 6.02 05/15/2035 0.01
LCH.Clearnet LLC 09/29/2022 0.01
Fannie Mae REMICS 5.60 09/25/2036 0.01
Freddie Mac REMICS 1.65 08/15/2031 0.01
Freddie Mac REMICS 4.00 06/15/2038 0.01
CCG Receivables Trust 2018-1 3.42 06/16/2025 0.01
McDermott Technology Americas Inc / 10.62 12/31/2049 0.01
Fannie Mae REMICS 4.52 12/25/2042 0.01
Freddie Mac REMICS 1.70 03/15/2032 0.01
EMC Corp 2.65 06/01/2020 0.01
Fannie Mae REMICS 6.50 10/25/2028 0.01
Claire's Stores Inc 8.42 12/18/2026 0.01
CME Group Inc 01/01/2025 0.01
Freddie Mac Gold Pool 6.50 08/01/2032 0.01
GS Mortgage Securities Trust 2013-G 2.68 06/10/2046 0.01
CME Group Inc 03/02/2022 0.01
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.01
Nabors Industries Inc 5.75 02/01/2025 0.01
Government National Mortgage Associ 5.85 04/16/2037 0.01
Antero Resources Corp 5.12 12/01/2022 0.01
Precision Drilling Corp 7.12 01/15/2026 0.01
CoreCivic Inc 5.00 10/15/2022 0.01
Builders FirstSource Inc 6.75 06/01/2027 0.01
Freddie Mac Gold Pool 7.50 02/01/2032 0.01
Ensign Drilling Inc 9.25 04/15/2024 0.01
Fannie Mae Interest Strip 6.00 03/25/2033 0.01
Freddie Mac REMICS 5.00 09/15/2023 0.01
Murray Energy Corp 8.24 10/17/2022 0.01
Hilcorp Energy I LP / Hilcorp Finan 5.75 10/01/2025 0.01
Wynn Macau Ltd 5.50 10/01/2027 0.01
Freddie Mac Gold Pool 7.00 10/01/2031 0.01
Freddie Mac REMICS 5.45 07/15/2035 0.01
TerraForm Power Operating LLC 5.00 01/31/2028 0.01
Freddie Mac Structured Agency Credi 4.43 05/25/2028 0.01
Freddie Mac REMICS 3.50 05/15/2032 0.01
Fannie Mae REMICS 4.00 03/25/2041 0.01
Freddie Mac REMICS 6.00 01/15/2035 0.01
Freddie Mac REMICS 1.70 02/15/2032 0.01
GSR Mortgage Loan Trust 2005-AR4 4.66 07/25/2035 0.01
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.01
Fannie Mae REMICS 6.57 01/25/2033 0.01
Goldman Sachs International 05/23/2024 0.00
CME Group Inc 03/02/2022 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Fannie Mae REMICS 2.13 12/25/2032 0.00
NGL Energy Partners LP / NGL Energy 7.50 11/01/2023 0.00
Crestwood Midstream Partners LP / C 6.25 04/01/2023 0.00
Chicago Mercantile Exchange Inc 07/01/2022 0.00
Freddie Mac Structured Agency Credi 4.53 07/25/2028 0.00
CME Group Inc 02/28/2023 0.00
WFRBS Commercial Mortgage Trust 201 1.31 03/15/2044 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Southwestern Energy Co 6.20 01/23/2025 0.00
Yum! Brands Inc 7.75 04/01/2025 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
Quatrim SASU 5.88 01/15/2024 0.00
Crestwood Midstream Partners LP / C 5.75 04/01/2025 0.00
JPMorgan Chase Bank NA 1.00 12/20/2021 0.00
Chicago Mercantile Exchange Inc 07/24/2029 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae REMICS 2.63 04/25/2032 0.00
Fannie Mae REMICS 2.57 06/25/2037 0.00
Freddie Mac REMICS 1.70 03/15/2032 0.00
HighPoint Operating Corp 8.75 06/15/2025 0.00
Fannie Mae Pool 7.50 02/01/2027 0.00
JP Morgan Mortgage Trust 2007-A1 3.98 07/25/2035 0.00
Freddie Mac REMICS 1.70 02/15/2032 0.00
Clear Channel Outdoor Holdings Inc 0.00
Freddie Mac REMICS 1.70 02/15/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
CME Group Inc 12/12/2024 0.00
JP Morgan / Hipotecaria su Casita 6.47 08/26/2035 0.00
Whiting Petroleum Corp Conv Bnd 1.25 04/01/2020 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
CME Group Inc 01/02/2025 0.00
Fannie Mae REMICS 4.97 05/25/2035 0.00
Whiting Petroleum Corp 5.75 03/15/2021 0.00
EnLink Midstream LLC 5.38 06/01/2029 0.00
Whiting Petroleum Corp 6.62 01/15/2026 0.00
Freddie Mac REMICS 1.70 02/15/2032 0.00
EnLink Midstream Partners LP 4.40 04/01/2024 0.00
Freddie Mac REMICS 6.35 10/15/2033 0.00
Gulfport Energy Corp 6.38 05/15/2025 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Freddie Mac Gold Pool 6.50 07/01/2028 0.00
Ashland LLC 4.75 08/15/2022 0.00
Freddie Mac REMICS 5.37 05/15/2038 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Fannie Mae REMICS 5.12 05/25/2035 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 2.16 10/18/2032 0.00
Party City Holdings Inc 6.62 08/01/2026 0.00
Fannie Mae REMICS 2.03 11/25/2033 0.00
LCH.Clearnet LLC 06/17/2025 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
WaMu Mortgage Pass-Through Certific 4.18 10/25/2033 0.00
Fannie Mae REMICS 5.92 10/25/2033 0.00
Fannie Mae REMICS 6.62 05/25/2033 0.00
Fannie Mae REMICS 4.92 10/25/2041 0.00
Callon Petroleum Co 8.25 07/15/2025 0.00
USD/HUF FWD 20200617 000004334 USD 06/17/2020 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Freddie Mac REMICS 6.30 12/15/2037 0.00
Freddie Mac REMICS 6.02 05/15/2035 0.00
Freeport-McMoRan Inc 3.55 03/01/2022 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
LCH.Clearnet LLC 03/06/2030 0.00
Fannie Mae REMICS 6.24 11/18/2031 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
LCH.Clearnet LLC 03/06/2030 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac Gold Pool 6.50 06/01/2035 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Sabine Oil & Gas Holdings Inc 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Freddie Mac REMICS 5.30 03/15/2024 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Callon Petroleum Co 6.25 04/15/2023 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
CWHEQ Revolving Home Equity Loan Tr 1.89 12/15/2035 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Freddie Mac REMICS 5.55 12/15/2039 0.00
Fannie Mae REMICS 2.63 04/25/2032 0.00
Fannie Mae REMICS 4.42 03/25/2035 0.00
Fannie Mae Grantor Trust 2001-T3 0.64 11/25/2040 0.00
Asbury Automotive Group Inc 4.75 03/01/2030 0.00
Bear Stearns ARM Trust 2006-1 3.84 02/25/2036 0.00
Fannie Mae REMICS 2.63 09/25/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
CWHEQ Revolving Home Equity Loan Tr 1.81 11/15/2036 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Fannie Mae REMICS 6.62 02/25/2033 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
FREMF 2014-K715 Mortgage Trust 4.12 02/25/2046 0.00
Freddie Mac Gold Pool 6.50 08/01/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 5.97 06/25/2026 0.00
Fannie Mae REMICS 6.44 12/18/2032 0.00
Chicago Mercantile Exchange Inc 01/04/2021 0.00
Fannie Mae REMICS 6.34 03/18/2032 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 6.37 07/25/2032 0.00
Fannie Mae REMICS 2.63 12/25/2032 0.00
HomeBanc Mortgage Trust 2005-3 2.25 07/25/2035 0.00
Freddie Mac REMICS 1.35 07/15/2029 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Freddie Mac REMICS 7.40 06/15/2029 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Fannie Mae REMICS 6.47 03/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Freddie Mac Gold Pool 7.00 01/01/2022 0.00
Fannie Mae REMICS 6.37 07/25/2032 0.00
Ginnie Mae I Pool 8.00 07/15/2028 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae Pool 7.00 06/01/2022 0.00
Fannie Mae REMICS 6.47 04/25/2032 0.00
CASH & EQUIVALENTS 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
LCH.Clearnet LLC 03/25/2025 0.00
Chase Funding Trust Series 2003-2 2.19 02/25/2033 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Ginnie Mae I Pool 7.00 03/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 1.15 02/15/2029 0.00
Freddie Mac REMICS 5.30 04/15/2038 0.00
Fannie Mae REMICS 5.37 04/25/2032 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 6.44 12/18/2032 0.00
Fannie Mae Pool 5.50 08/01/2022 0.00
Freddie Mac Gold Pool 6.50 07/01/2029 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Freddie Mac REMICS 1.20 01/15/2033 0.00
Fannie Mae REMICS 6.32 01/25/2032 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 6.17 04/25/2032 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae REMICS 6.37 09/25/2032 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 8.25 08/15/2029 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Freddie Mac REMICS 6.05 02/15/2035 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Fannie Mae REMICS 4.42 07/25/2038 0.00
Freddie Mac Gold Pool 6.50 02/01/2022 0.00
Freddie Mac Gold Pool 7.00 08/01/2021 0.00
Freddie Mac REMICS 7.90 07/17/2028 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
USD/KRW FWD 20200617 000010098 USD 06/17/2020 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Fannie Mae Pool 8.50 07/01/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac Gold Pool 7.00 12/01/2021 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Fannie Mae REMICS 5.12 03/25/2035 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Freddie Mac REMICS 7.90 07/17/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Pool 7.00 09/01/2021 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Fannie Mae Pool 5.50 01/01/2022 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Vendee Mortgage Trust 1995-2 0.79 06/15/2025 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Ginnie Mae II Pool 3.25 07/20/2027 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 3.00 01/25/2021 0.00
Fannie Mae Pool 5.00 11/01/2021 0.00
Fannie Mae REMICS 6.24 12/18/2031 0.00
Fannie Mae Pool 5.50 04/01/2022 0.00
Fannie Mae Pool 9.50 03/15/2021 0.00
Fannie Mae REMICS 6.27 11/25/2031 0.00
Fannie Mae REMICS 3.00 12/25/2020 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 4.50 12/01/2020 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Capital Lease Funding Securitizatio 1.41 06/22/2024 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Interest Strip 9.50 11/25/2026 0.00
Fannie Mae Pool 5.00 12/01/2021 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae REMICS 5.07 02/25/2024 0.00
Fannie Mae REMICS 2.75 06/25/2020 0.00
Fannie Mae Pool 5.50 03/01/2022 0.00
Fannie Mae Pool 5.00 03/01/2021 0.00
Fannie Mae REMICS 3.00 05/25/2020 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Freddie Mac REMICS 4.50 07/15/2020 0.00
Fannie Mae REMICS 4.50 11/25/2020 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
CASH & EQUIVALENTS 0.00 0.00
Freddie Mac Structured Agency Credi 2.83 08/25/2029 0.00
Fannie Mae Connecticut Avenue Secur 2.48 11/25/2029 0.00
CASH & EQUIVALENTS -0.00
Bank of America NA 1.00 12/20/2021 -0.00
USD/KRW FWD 20200617 000010098 USD 06/17/2020 -0.00
CASH & EQUIVALENTS -0.00
USD/HUF FWD 20200617 000004334 USD 06/17/2020 -0.00
JPMorgan Chase Bank NA 5.00 12/20/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2022 -0.00
Chicago Mercantile Exchange Inc 08/01/2029 -0.01
LCH.Clearnet LLC 03/25/2025 -0.01
Citibank NA 1.00 12/20/2024 -0.01
PLN/USD FWD 20200617 000004334 USD 06/17/2020 -0.01
CME Group Inc 01/02/2025 -0.01
LCH.Clearnet LLC 02/27/2022 -0.01
CME Group Inc 01/02/2025 -0.01
USD/PEN FWD 20200617 000000908 USD 06/17/2020 -0.01
LCH.Clearnet LLC 08/07/2029 -0.01
LCH.Clearnet LLC 03/10/2030 -0.01
LCH.Clearnet LLC 02/21/2030 -0.01
Goldman Sachs International 02/28/2025 -0.01
LCH.Clearnet LLC 03/25/2030 -0.02
LCH.Clearnet LLC 12/16/2026 -0.02
USD/CAD FWD 20200617 06/17/2020 -0.02
Goldman Sachs International 03/05/2022 -0.02
CAD/USD FWD 20200617 06/17/2020 -0.02
Goldman Sachs International 01/14/2030 -0.02
Goldman Sachs International 10/25/2021 -0.02
MYR/USD FWD 20200617 000010098 USD 06/17/2020 -0.02
CME Group Inc 01/04/2021 -0.02
Standard Chartered Bank/New York 01/10/2024 -0.02
CME Group Inc 01/04/2021 -0.02
CME Group Inc 01/04/2021 -0.02
CME Group Inc 01/04/2027 -0.02
CME Group Inc 01/04/2021 -0.02
LCH.Clearnet LLC 03/08/2028 -0.02
CME Group Inc 01/03/2022 -0.03
CME Group Inc 01/04/2027 -0.03
CME Group Inc 01/04/2027 -0.03
CME Group Inc 01/02/2023 -0.04
CME Group Inc 01/03/2022 -0.04
LCH.Clearnet LLC 10/01/2029 -0.04
CME Group Inc 01/04/2027 -0.06
ZAR/USD FWD 20200617 06/17/2020 -0.06
LCH.Clearnet LLC 05/18/2030 -0.07
USD/CNY FWD 20200617 000006219 USD 06/17/2020 -0.07
JPMorgan Chase Bank NA 5.00 12/20/2021 -0.07
USD/EUR FWD 20200617 06/17/2020 -0.07
USD/COP FWD 20200427 000010098 USD 04/27/2020 -0.08
BRL/USD FWD 20200402 04/02/2020 -0.09
Barclays Bank PLC 05/13/2020 -0.09
LCH.Clearnet LLC 02/19/2025 -0.09
USD/EUR FWD 20200617 06/17/2020 -0.10
LCH.Clearnet LLC 04/08/2030 -0.11
JPMorgan Chase Bank NA 5.00 12/20/2022 -0.11
LCH.Clearnet LLC 02/03/2025 -0.11
LCH.Clearnet LLC 01/30/2025 -0.11
LCH.Clearnet LLC 03/26/2030 -0.13
LCH.Clearnet LLC 08/19/2050 -0.13
USD/EGP FWD 20200810 000011091 USD 08/10/2020 -0.14
JPMorgan Chase Bank NA 05/13/2020 -0.14
Morgan Stanley Capital Services LLC 05/13/2020 -0.14
Intercontinental Exchange Inc 5.00 12/20/2024 -0.17
LCH.Clearnet LLC 03/06/2030 -0.17
USD/TRY FWD 20200617 000006038 USD 06/17/2020 -0.17
NOK/USD FWD 20200617 06/17/2020 -0.19
LCH.Clearnet LLC 01/17/2030 -0.20
TRY/USD FWD 20200617 000011091 USD 06/17/2020 -0.22
EUR/USD FWD 20200617 06/17/2020 -0.23
NZD/USD FWD 20200617 06/17/2020 -0.23
LCH.Clearnet LLC 07/19/2024 -0.26
LCH.Clearnet LLC 07/30/2024 -0.27
USD/IDR FWD 20200617 000000908 USD 06/17/2020 -0.27
TRY/USD FWD 20200617 000004334 USD 06/17/2020 -0.28
EUR/RUB FWD 20201105 11/05/2020 -0.28
IDR/USD FWD 20200622 06/22/2020 -0.28
Citibank NA 05/13/2020 -0.29
CASH & EQUIVALENTS -0.31
USD/MXN FWD 20200529 000004334 USD 05/29/2020 -0.33
USD/COP FWD 20200420 000000908 USD 04/20/2020 -0.33
USD/COP FWD 20200420 000010098 USD 04/20/2020 -0.34
GBP/USD FWD 20200617 06/17/2020 -0.35
NOK/USD FWD 20200617 06/17/2020 -0.36
BRL/USD FWD 20210218 000011091 USD 02/18/2021 -0.37
JPY/USD FWD 20200617 06/17/2020 -0.37
EUR/USD FWD 20200617 06/17/2020 -0.39
USD/COP FWD 20200617 000000908 USD 06/17/2020 -0.39
USD/ZAR FWD 20200617 000006038 USD 06/17/2020 -0.46
USD/ZAR FWD 20200617 06/17/2020 -0.50
MXN/USD FWD 20220110 01/10/2022 -0.52
USD/RUB FWD 20200526 000010098 USD 05/26/2020 -0.52
Goldman Sachs International 05/13/2020 -0.54
ZAR/USD FWD 20200617 000006038 USD 06/17/2020 -0.56
USD/MXN FWD 20200617 000006038 USD 06/17/2020 -0.60
USD/THB FWD 20200617 000004334 USD 06/17/2020 -0.60
IDR/USD FWD 20200617 000004334 USD 06/17/2020 -0.61
BRL/USD FWD 20200505 000004334 USD 05/05/2020 -0.61
USD/MXN FWD 20220110 01/10/2022 -0.62
JPY/USD FWD 20200617 06/17/2020 -0.67
Goldman Sachs International 03/08/2021 -0.69
USD/RUB FWD 20210225 000011091 USD 02/25/2021 -0.69
THB/USD FWD 20200617 000004334 USD 06/17/2020 -0.71
BRL/USD FWD 20200401 000010098 USD 04/01/2020 -0.71
INR/USD FWD 20200617 000004334 USD 06/17/2020 -0.72
MXN/USD FWD 20200617 000006038 USD 06/17/2020 -0.72
USD/BRL FWD 20200402 000006038 USD 04/02/2020 -0.72
Goldman Sachs International 05/11/2020 -0.73
USD/ZAR FWD 20200709 07/09/2020 -0.73
MXN/USD FWD 20200617 000011091 USD 06/17/2020 -0.74
JPMorgan Chase Bank NA 02/08/2021 -0.75
Goldman Sachs International 05/11/2020 -0.77
USD/TRY FWD 20200617 000004334 USD 06/17/2020 -0.78
RUB/USD FWD 20200617 000004334 USD 06/17/2020 -0.81
USD/MXN FWD 20200617 000004334 USD 06/17/2020 -0.82
Intercontinental Exchange Inc 5.00 12/20/2024 -0.86
BRL/USD FWD 20200402 000006038 USD 04/02/2020 -0.86
Goldman Sachs International 03/08/2021 -0.88
Goldman Sachs International 02/08/2021 -0.90
USD/IDR FWD 20201026 10/26/2020 -0.92
RUB/USD FWD 20210111 000011091 USD 01/11/2021 -0.99
RUB/USD FWD 20210225 000011091 USD 02/25/2021 -1.01
USD/CLP FWD 20200617 000004334 USD 06/17/2020 -1.02
CLP/USD FWD 20200617 000004334 USD 06/17/2020 -1.04
USD/JPY FWD 20200617 06/17/2020 -1.05
MXN/USD FWD 20200706 000004334 USD 07/06/2020 -1.10
Goldman Sachs International 04/01/2020 -1.13
THB/USD FWD 20200505 000004334 USD 05/05/2020 -1.15
Goldman Sachs International 08/07/2020 -1.26
BRL/USD FWD 20200417 000011091 USD 04/17/2020 -1.26
JPMorgan Chase Bank NA 08/07/2020 -1.27
BRL/USD FWD 20200402 000010098 USD 04/02/2020 -1.27
EUR/USD FWD 20200807 08/07/2020 -1.31
JPMorgan Chase Bank NA 08/07/2020 -1.31
USD/GBP FWD 20200617 06/17/2020 -1.40
USD/NOK FWD 20210830 08/30/2021 -1.40
GBP/USD FWD 20200617 06/17/2020 -1.43
JPMorgan Chase Bank NA 04/01/2020 -1.44
USD/MXN FWD 20200617 000000908 USD 06/17/2020 -1.47
NZD/USD FWD 20200617 06/17/2020 -1.58
EUR/USD FWD 20210830 08/30/2021 -1.62
USD/NZD FWD 20200617 06/17/2020 -1.63
USD/BRL FWD 20200401 000004334 USD 04/01/2020 -1.72
ZAR/USD FWD 20200617 000004334 USD 06/17/2020 -1.77
Goldman Sachs International 05/11/2020 -1.81
NOK/USD FWD 20200617 06/17/2020 -1.83
USD/INR FWD 20200420 000006038 USD 04/20/2020 -1.83
Goldman Sachs International 05/11/2020 -1.91
Goldman Sachs International 01/08/2021 -2.17
MXN/USD FWD 20200724 000006038 USD 07/24/2020 -2.22
COP/USD FWD 20200617 000000908 USD 06/17/2020 -2.26
USD/RUB FWD 20200617 000004334 USD 06/17/2020 -2.31
MXN/USD FWD 20200617 000004334 USD 06/17/2020 -2.56
USD/EUR FWD 20200617 06/17/2020 -2.57
BRL/USD FWD 20200402 000004334 USD 04/02/2020 -2.62
Goldman Sachs International 01/08/2021 -2.70
USD/GBP FWD 20200617 06/17/2020 -2.78
USD/BRL FWD 20200505 000004334 USD 05/05/2020 -3.11
USD/IDR FWD 20200617 000004334 USD 06/17/2020 -3.22
EUR/USD FWD 20200617 06/17/2020 -3.50
USD/BRL FWD 20200402 000004334 USD 04/02/2020 -3.79
EUR/USD FWD 20200617 06/17/2020 -4.00
USD/GBP FWD 20200617 06/17/2020 -4.03
USD/ZAR FWD 20200617 000004334 USD 06/17/2020 -4.99
USD/INR FWD 20200617 000004334 USD 06/17/2020 -5.05
USD/EUR FWD 20200617 06/17/2020 -8.25
USD/EUR FWD 20200617 06/17/2020 -9.67
USD/EUR FWD 20200617 06/17/2020 -17.87
EUR/USD FWD 20200617 06/17/2020 -18.23