Invesco Oppenheimer Global Strategic Income Fund

as of 12/31/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Fannie Mae or Freddie Mac 3.00 01/01/2050 2.61
Oppenheimer Global Strategic Income 2.61
Fannie Mae or Freddie Mac 3.50 01/01/2050 2.60
Invesco Oppenheimer Master Event-Li 2.12
Portugal Obrigacoes do Tesouro OT 2.12 10/17/2028 1.76
Italy Buoni Poliennali Del Tesoro 2.95 09/01/2038 1.43
Invesco Oppenheimer Ultra-Short Dur 1.42
Italy Buoni Poliennali Del Tesoro 1 2.80 03/01/2067 1.36
Paragon Mortgages No 13 PLC 1.01 01/15/2039 1.15
Hellenic Republic Government Bond 3.90 01/30/2033 1.11
Mexican Bonos 8.50 05/31/2029 1.09
Ginnie Mae II Pool 3.50 01/01/2050 0.93
SLM Student Loan Trust 2004-5 0.00 10/25/2039 0.83
Hellenic Republic Government Bond 4.00 01/30/2037 0.81
Egypt Government Bond 16.00 06/11/2022 0.74
Republic of South Africa Government 10.50 12/21/2026 0.70
Russian Federal Bond - OFZ 7.25 05/10/2034 0.69
Indonesia Treasury Bond 7.50 08/15/2032 0.63
India Government Bond 7.59 01/11/2026 0.62
Indonesia Treasury Bond 8.38 09/15/2026 0.61
Russian Federal Bond - OFZ 7.70 03/23/2033 0.60
Thailand Government Bond 2.12 12/17/2026 0.52
Republic of South Africa Government 8.50 01/31/2037 0.51
Fannie Mae or Freddie Mac 2.50 01/01/2035 0.47
AbbVie Inc 2.60 11/21/2024 0.46
Towd Point Mortgage Funding 2019 - 2.55 10/20/2051 0.45
Freddie Mac Structured Agency Credi 5.59 03/25/2029 0.45
Republic of South Africa Government 8.75 02/28/2048 0.44
Argentina Treasury Bill 0.00 10/29/2020 0.42
Republic of South Africa Government 8.00 01/31/2030 0.42
Indonesia Treasury Bond 8.12 05/15/2024 0.42
Fannie Mae or Freddie Mac 3.00 01/01/2035 0.41
FREMF 2015-K45 Mortgage Trust 3.71 04/25/2048 0.41
Banco Santander SA REGS 6.75 12/31/2099 0.40
FREMF 2012-K20 Mortgage Trust 3.87 05/25/2045 0.40
Times China Holdings Ltd 7.85 06/04/2021 0.40
India Government Bond 7.17 01/08/2028 0.39
India Government Bond 8.20 09/24/2025 0.39
Fannie Mae Connecticut Avenue Secur 5.34 07/25/2029 0.37
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2045 0.37
Societe Generale SA 144A 7.38 12/29/2049 0.36
Italy Buoni Poliennali Del Tesoro 2.70 03/01/2047 0.36
Credit Suisse Group AG REGS 7.50 12/31/2059 0.35
UBS Group AG REGS 6.88 12/31/2049 0.35
New Zealand Government Bond 1.50 05/15/2031 0.33
Egypt Government International Bond 6.12 01/31/2022 0.32
Morgan Stanley Reremic Trust 3.27 11/26/2036 0.32
Freddie Mac Structured Agency Credi 5.64 03/25/2029 0.32
Export-Import Bank of India 8.00 05/27/2021 0.31
Freddie Mac Structured Agency Credi 5.69 04/25/2029 0.31
Republic of Austria Government Bond 1.50 11/02/2086 0.31
CIFI Holdings Group Co Ltd 7.62 03/02/2021 0.30
Ukraine Government International Bo 7.75 09/01/2026 0.30
Towd Point Mortgage Funding 2019 - 2.20 10/20/2051 0.30
Hellenic Republic Government Bond 4.20 01/30/2042 0.30
Hellenic Republic Government Bond 3.88 03/12/2029 0.29
Melco Resorts Finance Ltd 144A 4.88 06/06/2025 0.29
Senegal Government International Bo 6.75 03/13/2048 0.28
Turkey Government Bond 10.70 02/17/2021 0.28
Exeter Automobile Receivables Trust 3.30 03/15/2024 0.28
Egypt Treasury Bills 0.00 05/05/2020 0.26
Mexican Bonos 5.75 03/05/2026 0.26
Cooperatieve Rabobank UA REGS 6.62 12/31/2099 0.26
Dominican Republic International Bo 6.88 01/29/2026 0.26
Gemgarto 2018-1 PLC 3.05 09/16/2065 0.26
Prosil Acquisition SA 1.59 10/31/2039 0.25
Argentine Republic Government Inter 7.50 04/22/2026 0.25
FREMF 2013-K28 Mortgage Trust 3.49 06/25/2046 0.24
Credit Suisse AG REGS 6.50 08/08/2023 0.24
Caisse Nationale de Reassurance Mut 6.38 12/31/2049 0.24
Freddie Mac Structured Agency Credi 6.79 12/25/2028 0.24
Connecticut Avenue Securities Trust 4.19 04/25/2031 0.23
ArcelorMittal SA 3.60 07/16/2024 0.23
Reliance Industries Ltd 7.00 08/31/2022 0.23
Sri Lanka Government International 6.25 10/04/2020 0.23
Ford Motor Credit Co LLC 4.13 08/04/2025 0.23
Americredit Automobile Receivables 2.99 06/18/2025 0.23
Skandinaviska Enskilda Banken AB RE 5.75 12/31/2049 0.23
Freeport-McMoRan Inc 5.40 11/14/2034 0.23
FREMF 2015-K44 Mortgage Trust 3.68 01/25/2048 0.23
Wynn Macau Ltd 4.88 10/01/2024 0.23
International Game Technology PLC 1 6.25 02/15/2022 0.22
Paraguay Government International B 4.62 01/25/2023 0.22
Perusahaan Listrik Negara PT 144A 4.12 05/15/2027 0.22
Suzano Austria GmbH 5.00 01/15/2030 0.22
Dell International LLC / EMC Corp 1 4.42 06/15/2021 0.22
Egypt Government International Bond 5.58 02/21/2023 0.22
Dominican Republic International Bo 7.50 05/06/2021 0.22
Lennar Corp 4.75 04/01/2021 0.22
Celtic Resources Holdings DAC 4.12 10/09/2024 0.22
BNP Paribas SA REGS 7.62 12/31/2099 0.22
Coca-Cola Icecek AS 4.21 09/19/2024 0.22
Oman Government International Bond 3.88 03/08/2022 0.22
Sri Lanka Government International 6.25 07/27/2021 0.22
Petroleos Mexicanos 4.50 01/23/2026 0.21
Egypt Government International Bond 8.70 03/01/2049 0.21
Fannie Mae Connecticut Avenue Secur 3.89 03/25/2031 0.20
Agile Group Holdings Ltd 9.00 05/21/2020 0.20
Eurosail 2006-2bl PLC 4.05 12/15/2044 0.20
Colombian TES 6.25 11/26/2025 0.20
Argentina Treasury Bill 0.00 07/29/2020 0.19
Indonesia Treasury Bond 7.00 09/15/2030 0.19
BNP Paribas SA 144A 6.75 12/31/2049 0.19
Santander Retail Auto Lease Trust 2 3.30 05/22/2023 0.19
Turkey Government Bond 8.50 09/14/2022 0.19
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.19
Cyprus Government International Bon 2.75 05/03/2049 0.18
India Government Bond 8.24 02/15/2027 0.18
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.18
Lloyds Bank PLC 7.50 04/02/2032 0.18
Egypt Government Bond 18.15 12/11/2021 0.18
GTH Finance BV 144A 7.25 04/26/2023 0.18
Drive Auto Receivables Trust 2019-3 3.18 10/15/2026 0.18
Ivory Coast Government Internationa 5.25 03/22/2030 0.18
Standard Life Aberdeen PLC 4.25 06/30/2028 0.18
Westlake Automobile Receivables Tru 2.84 07/15/2024 0.18
Turkey Government Bond 12.40 03/08/2028 0.17
UBS Group AG REGS 7.12 12/31/2099 0.17
Controladora Mabe SA de CV 5.60 10/23/2028 0.17
Eskom Holdings SOC Ltd 6.75 08/06/2023 0.17
Egypt Government International Bond 4.75 04/16/2026 0.17
Freddie Mac Structured Agency Credi 5.04 07/25/2029 0.17
Omnicare Inc 4.75 12/01/2022 0.17
CaixaBank SA 6.75 12/31/2099 0.17
Evraz PLC 5.38 03/20/2023 0.17
Indonesia Treasury Bond 8.25 05/15/2029 0.17
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.16
Netflix Inc 5.88 11/15/2028 0.16
Panama Notas del Tesoro 3.75 04/17/2026 0.16
JPMorgan Chase Bank NA 5.00 12/20/2022 0.16
Colombian TES 10.00 07/24/2024 0.16
Banco Bilbao Vizcaya Argentaria SA 8.88 12/31/2049 0.16
Listrindo Capital BV 144A 4.95 09/14/2026 0.16
Drive Auto Receivables Trust 2019-3 2.90 08/15/2025 0.16
Global Bank Corp 5.25 04/16/2029 0.16
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.16
Power Finance Corp Ltd 7.50 08/16/2021 0.15
REC Ltd 7.24 10/21/2021 0.15
Power Finance Corp Ltd 7.27 12/22/2021 0.15
Oil India International Pte Ltd 4.00 04/21/2027 0.15
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.15
REC Ltd 7.60 04/17/2021 0.15
Oman Government International Bond 6.75 01/17/2048 0.15
Argentina Treasury Bill 0.00 08/27/2020 0.15
KazTransGas JSC 4.38 09/26/2027 0.15
FREMF 2013-K29 Mortgage Trust 3.48 05/25/2046 0.15
Freddie Mac Structured Agency Credi 5.79 08/25/2024 0.14
Hanesbrands Inc 144A 4.62 05/15/2024 0.14
ASR Nederland NV 3.38 05/02/2049 0.14
DT Auto Owner Trust 2017-4 5.15 11/15/2024 0.14
Indonesia Treasury Bond 7.50 04/15/2040 0.14
FREMF 2017-K724 Mortgage Trust 3.60 11/25/2023 0.14
Egypt Government Bond 16.00 12/12/2020 0.14
Republic of South Africa Government 7.75 02/28/2023 0.14
NN Group NV REGS 4.38 12/31/2049 0.14
Santander Drive Auto Receivables Tr 2.68 10/15/2025 0.13
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.13
Inkia Energy Ltd 5.88 11/09/2027 0.13
FREMF 2013-K27 Mortgage Trust 144A 3.50 01/25/2046 0.13
American Credit Acceptance Receivab 2.76 09/12/2025 0.13
Starfruit Finco BV / Starfruit US H 6.50 10/01/2026 0.13
Logan Property Holdings Co Ltd 6.88 04/24/2021 0.13
Ball Corp 4.38 12/15/2020 0.13
Cosan Ltd 5.50 09/20/2029 0.13
Senegal Government International Bo 6.25 07/30/2024 0.13
Standard Chartered PLC REGS 7.75 12/31/2049 0.13
Petroleos Mexicanos REGS 3.75 04/16/2026 0.12
Western Digital Corp 4.75 02/15/2026 0.12
Kenya Government International Bond 6.88 06/24/2024 0.12
HTA Group Ltd/Mauritius 9.12 03/08/2022 0.12
Bankinter SA REGS 8.62 12/31/2049 0.12
Credit Agricole SA REGS 7.88 12/31/2049 0.12
Angolan Government International Bo 9.12 11/26/2049 0.12
ArcelorMittal SA 6.12 06/01/2025 0.12
OCP SA 144A 4.50 10/22/2025 0.12
Egypt Government International Bond 8.50 01/31/2047 0.12
American Credit Acceptance Receivab 3.41 06/12/2025 0.12
Fannie Mae Connecticut Avenue Secur 6.24 01/25/2029 0.12
UBS Group AG REGS 7.00 12/31/2099 0.12
Country Garden Holdings Co Ltd 7.50 03/09/2020 0.12
Argentine Republic Government Inter 6.88 01/26/2027 0.12
HSBC Holdings PLC REGS 6.00 12/31/2059 0.12
ENN Clean Energy International Inve 7.50 02/27/2021 0.12
Bank of China Ltd 144A 5.00 11/13/2024 0.12
Dominican Republic International Bo 6.40 06/05/2049 0.12
Connecticut Avenue Securities Trust 4.09 08/25/2031 0.12
Transcanada Trust 5.88 08/15/2076 0.12
First Quantum Minerals Ltd 144A 7.25 04/01/2023 0.12
General Motors Financial Co Inc 5.10 01/17/2024 0.11
Ford Motor Credit Co LLC 5.58 03/18/2024 0.11
Republic of South Africa Government 5.88 05/30/2022 0.11
Axtel SAB de CV 6.38 11/14/2024 0.11
Brazilian Government International 4.75 01/14/2050 0.11
Rumo Luxembourg Sarl 5.88 01/18/2025 0.11
Residential Asset Securitization Tr 6.00 06/25/2035 0.11
Petrobras Global Finance BV 6.90 03/19/2049 0.11
JSW Steel Ltd REGS 5.25 04/13/2022 0.11
Core & Main Holdings LP 8.62 09/15/2024 0.11
General Motors Financial Co Inc 4.20 11/06/2021 0.11
Celulosa Arauco y Constitucion SA 4.50 08/01/2024 0.11
Kinder Morgan Energy Partners LP 3.45 02/15/2023 0.11
MGM China Holdings Ltd 5.38 05/15/2024 0.11
Angolan Government International Bo 8.00 11/26/2029 0.11
Graphic Packaging International LLC 4.75 04/15/2021 0.11
Celanese US Holdings LLC 5.88 06/15/2021 0.11
El Salvador Government Internationa 7.12 01/20/2050 0.11
Banco Votorantim SA 4.50 09/24/2024 0.11
GMR Hyderabad International Airport 5.38 04/10/2024 0.11
Greenko Mauritius Ltd 6.25 02/21/2023 0.11
MGM Resorts International 6.00 03/15/2023 0.11
VIVAT NV 6.25 12/31/2099 0.11
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2049 0.11
AmeriCredit Automobile Receivables 2.58 09/18/2025 0.11
Tenet Healthcare Corp 5.12 11/01/2027 0.11
Azure Power Energy Ltd 5.50 11/03/2022 0.11
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.11
Targa Resources Partners LP / Targa 5.88 04/15/2026 0.11
Telecom Italia Capital SA 7.20 07/18/2036 0.11
Sazka Group AS 4.12 11/20/2024 0.11
Diamond Sports Group LLC / Diamond 5.38 08/15/2026 0.11
CIFI Holdings Group Co Ltd 6.38 05/02/2020 0.11
Connecticut Avenue Securities Trust 3.94 09/25/2031 0.11
CommScope Inc 6.00 03/01/2026 0.11
Taylor Morrison Communities Inc / T 5.88 04/15/2023 0.11
Danske Bank A/S REGS 6.12 12/31/2049 0.11
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.10
AXA SA REGS 3.88 12/31/2049 0.10
SunCoke Energy Partners LP / SunCok 7.50 06/15/2025 0.10
Pertamina Persero PT 4.70 07/30/2049 0.10
MGM China Holdings Ltd 5.88 05/15/2026 0.10
Barclays PLC REGS 7.88 12/29/2049 0.10
Braskem Netherlands Finance BV 5.88 01/31/2050 0.10
Sri Lanka Government International 5.88 07/25/2022 0.10
Banca Monte dei Paschi di Siena SpA 5.38 01/18/2028 0.10
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.10
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.10
La Mondiale SAM 5.05 12/31/2049 0.10
Indonesia Treasury Bond 7.00 05/15/2027 0.10
Petroleos Mexicanos 5.35 02/12/2028 0.10
DT Auto Owner Trust 2017-3 5.60 08/15/2024 0.10
CF Industries Inc 144A 3.40 12/01/2021 0.10
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 0.10
JPMBB Commercial Mortgage Securitie 4.07 11/15/2047 0.10
Freddie Mac Structured Agency Credi 3.59 07/25/2030 0.09
Marriott Ownership Resorts Inc 4.75 01/15/2028 0.09
HCA Inc 5.38 09/01/2026 0.09
L Brands Inc 6.88 11/01/2035 0.09
Republic of South Africa Government 6.50 02/28/2041 0.09
CSN Resources SA 7.62 02/13/2023 0.09
Level 3 Financing Inc 5.25 03/15/2026 0.09
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.09
United Rentals North America Inc 5.88 09/15/2026 0.09
Ivory Coast Government Internationa 6.88 10/17/2040 0.09
BNP Paribas SA 144A 7.62 12/31/2049 0.09
Olin Corp 5.62 08/01/2029 0.09
Angolan Government International Bo 9.38 05/08/2048 0.09
EnPro Industries Inc 5.75 10/15/2026 0.08
Sri Lanka Government International 6.35 06/28/2024 0.08
JB Poindexter & Co Inc 7.12 04/15/2026 0.08
MPT Operating Partnership LP / MPT 4.62 08/01/2029 0.08
Metinvest BV 7.75 10/17/2029 0.08
Corp Nacional del Cobre de Chile 3.00 09/30/2029 0.08
Americredit Automobile Receivables 2.74 04/18/2025 0.08
Indonesia Treasury Bond 6.12 05/15/2028 0.08
Banco Comercial Portugues SA 4.50 12/07/2027 0.08
Springleaf Finance Corp 7.12 03/15/2026 0.08
Cleaver-Brooks Inc 7.88 03/01/2023 0.08
Freddie Mac Structured Agency Credi 5.54 09/25/2024 0.08
Banco do Brasil SA/Cayman 4.75 03/20/2024 0.08
Louisiana-Pacific Corp 4.88 09/15/2024 0.08
Norbord Inc 5.75 07/15/2027 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Brink's Co/The 4.62 10/15/2027 0.08
Iron Mountain US Holdings Inc 144A 5.38 06/01/2026 0.08
iStar Inc 4.75 10/01/2024 0.08
Ally Financial Inc 5.12 09/30/2024 0.08
Parkland Fuel Corp 6.00 04/01/2026 0.08
Credit Acceptance Auto Loan Trust 2 3.77 06/15/2027 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
Centene Corp 5.38 06/01/2026 0.08
Chicago Mercantile Exchange Inc 01/04/2027 0.08
NRG Energy Inc 5.25 06/15/2029 0.08
Mueller Industries Inc 6.00 03/01/2027 0.08
Ally Financial Inc 5.75 11/20/2025 0.08
Credit Acceptance Auto Loan Trust 2 3.60 04/15/2027 0.08
AMC Networks Inc 5.00 04/01/2024 0.08
Export-Import Bank of India 7.35 05/18/2022 0.08
NRG Energy Inc 6.62 01/15/2027 0.08
Hanesbrands Inc 144A 4.88 05/15/2026 0.08
1011778 BC ULC / New Red Finance In 5.00 10/15/2025 0.08
Santander Drive Auto Receivables Tr 5.05 07/15/2024 0.08
LIC Housing Finance Ltd 7.45 10/17/2022 0.08
Unigel Luxembourg SA 8.75 10/01/2026 0.08
Brazil Notas do Tesouro Nacional Se 6.00 08/15/2050 0.08
Eterna Capital Pte Ltd 7.50 12/11/2022 0.08
Banco BTG Pactual SA/Cayman Islands 4.50 01/10/2025 0.08
GEMS MENASA Cayman Ltd / GEMS Educa 7.12 07/31/2026 0.08
NuStar Logistics LP 6.00 06/01/2026 0.08
Freddie Mac Structured Agency Credi 6.44 10/25/2028 0.07
Puma International Financing SA 5.00 01/24/2026 0.07
Standard Industries Inc/NJ 144A 6.00 10/15/2025 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
QEP Resources Inc 5.62 03/01/2026 0.07
Eterna Capital Pte Ltd 8.00 12/11/2022 0.07
Industrias Penoles SAB de CV 5.65 09/12/2049 0.07
Adani Transmission Ltd 4.25 05/21/2036 0.07
EnerSys 144A 5.00 04/30/2023 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
CEMEX Finance LLC 144A 6.00 04/01/2024 0.07
AmeriCredit Automobile Receivables 3.42 04/18/2023 0.07
Spectrum Brands Inc 5.00 10/01/2029 0.07
Freddie Mac Structured Agency Credi 5.39 04/25/2024 0.07
Penske Automotive Group Inc 5.50 05/15/2026 0.07
Equinix Inc 5.88 01/15/2026 0.07
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.07
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.07
William Carter Co/The 5.62 03/15/2027 0.07
Freddie Mac Structured Agency Credi 6.29 02/25/2024 0.07
VTR Finance BV 144A 6.88 01/15/2024 0.07
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.07
Puma International Financing SA 5.12 10/06/2024 0.07
Perusahaan Penerbit SBSN Indonesia 4.55 03/29/2026 0.07
Bankia SA 6.38 12/31/2099 0.07
HCA Inc 4.12 06/15/2029 0.07
Banco Santander SA 5.25 12/31/2049 0.07
Micron Technology Inc 4.66 02/15/2030 0.07
Argentine Republic Government Inter 5.62 01/26/2022 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
TransDigm Inc 6.38 06/15/2026 0.07
Freddie Mac Structured Agency Credi 6.04 11/25/2023 0.07
Springleaf Finance Corp 6.88 03/15/2025 0.06
Prime Security Services Borrower LL 9.25 05/15/2023 0.06
IHS Netherlands Holdco BV 8.00 09/18/2027 0.06
Titan International Inc 6.50 11/30/2023 0.06
Occidental Petroleum Corp 2.70 08/15/2022 0.06
Frontier Communications Corp 10.50 09/15/2022 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Hess Midstream Operations LP 5.62 02/15/2026 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Hadrian Merger Sub Inc 8.50 05/01/2026 0.06
Novo Banco SA 8.50 07/06/2028 0.06
National Bank for Agriculture and R 8.39 07/19/2021 0.06
AmeriGas Partners LP / AmeriGas Fin 5.88 08/20/2026 0.06
Empresa de Transmision Electrica SA 5.12 05/02/2049 0.06
Santander Drive Auto Receivables Tr 3.20 11/15/2023 0.06
Virgin Media Secured Finance PLC 14 5.50 08/15/2026 0.06
CenturyLink Inc 7.50 04/01/2024 0.06
Lithia Motors Inc 5.25 08/01/2025 0.06
TreeHouse Foods Inc 144A 6.00 02/15/2024 0.06
Banco Comercial Portugues SA 3.87 03/27/2030 0.06
Taseko Mines Ltd 8.75 06/15/2022 0.06
UPC Holding BV 5.50 01/15/2028 0.06
Targa Resources Partners LP / Targa 5.25 05/01/2023 0.06
Level 3 Financing Inc 5.38 05/01/2025 0.06
Fannie Mae Connecticut Avenue Secur 4.79 07/25/2024 0.06
FREMF 2013-K25 Mortgage Trust 3.62 11/25/2045 0.06
ADT Security Corp/The 6.25 10/15/2021 0.06
DT Auto Owner Trust 2019-3 2.96 04/15/2025 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
DCP Midstream Operating LP 5.12 05/15/2029 0.06
Chicago Mercantile Exchange Inc 01/02/2025 0.06
Charles River Laboratories Internat 4.25 05/01/2028 0.06
Gulfport Energy Corp 6.62 05/01/2023 0.06
Oi SA 10.00 07/27/2025 0.06
FREMF 2016-K723 Mortgage Trust 3.70 11/25/2023 0.06
Credit Agricole SA 6.88 12/31/2049 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Sirius XM Radio Inc 144A 5.38 07/15/2026 0.06
CCO Holdings LLC / CCO Holdings Cap 5.75 02/15/2026 0.06
Westlake Automobile Receivables Tru 4.63 07/15/2024 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Triumph Group Inc 7.75 08/15/2025 0.06
ASGN Inc 4.62 05/15/2028 0.06
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.06
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.06
Kenan Advantage Group Inc/The 144A 7.88 07/31/2023 0.06
Callon Petroleum Co 6.38 07/01/2026 0.06
Pilgrim's Pride Corp 5.88 09/30/2027 0.06
Dell International LLC / EMC Corp 1 7.12 06/15/2024 0.05
WellCare Health Plans Inc 5.38 08/15/2026 0.05
CSC Holdings LLC 6.50 02/01/2029 0.05
Mercer International Inc 6.50 02/01/2024 0.05
BMC East LLC 144A 5.50 10/01/2024 0.05
CSC Holdings LLC 5.50 04/15/2027 0.05
CarMax Auto Owner Trust 2017-1 3.43 07/17/2023 0.05
AES Gener SA 6.35 10/07/2079 0.05
AerCap Global Aviation Trust 144A 6.50 06/15/2045 0.05
AMC Entertainment Holdings Inc 5.88 11/15/2026 0.05
Lennar Corp 5.00 06/15/2027 0.05
MSCI Inc 144A 5.75 08/15/2025 0.05
Intrado Corp 5.38 07/15/2022 0.05
Argentina Treasury Bill 0.00 05/28/2020 0.05
Murphy Oil USA Inc 5.62 05/01/2027 0.05
Teleflex Inc 4.88 06/01/2026 0.05
US Foods Inc 144A 5.88 06/15/2024 0.05
JP Morgan Chase Commercial Mortgage 4.04 07/15/2047 0.05
American Credit Acceptance Receivab 3.57 01/10/2024 0.05
GLP Capital LP / GLP Financing II I 5.38 11/01/2023 0.05
Targa Resources Partners LP / Targa 5.12 02/01/2025 0.05
Southern Copper Corp 7.50 07/27/2035 0.05
Affinion Group Inc 12.50 11/10/2022 0.05
Jasa Marga Persero Tbk PT 7.50 12/11/2020 0.05
Boyd Gaming Corp 6.00 08/15/2026 0.05
CCG Receivables Trust 2017-1 2.75 11/14/2023 0.05
Meredith Corp 6.88 02/01/2026 0.05
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.05
Koppers Inc 144A 6.00 02/15/2025 0.05
Tenneco Inc 5.38 12/15/2024 0.05
Freddie Mac STACR Trust 2019-HRP1 3.19 02/25/2049 0.05
Michaels Stores Inc 8.00 07/15/2027 0.05
Alba 2007-1 PLC 4.04 03/17/2039 0.05
Mastr Asset Backed Securities Trust 1.89 08/25/2036 0.05
Caesars Resort Collection LLC 4.68 12/23/2024 0.05
EnLink Midstream Partners LP 4.85 07/15/2026 0.05
Boise Cascade Co 5.62 09/01/2024 0.05
iHeartCommunications Inc 8.38 05/01/2027 0.05
Hudbay Minerals Inc 144A 7.62 01/15/2025 0.05
Scientific Games International Inc 4.65 08/14/2024 0.05
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.05
Calumet Specialty Products Partners 7.62 01/15/2022 0.05
Braskem Idesa SAPI 7.45 11/15/2029 0.05
Bausch Health Cos Inc 144A 7.00 03/15/2024 0.05
HLF Financing Sarl LLC / Herbalife 7.25 08/15/2026 0.05
InterCement Financial Operations BV 5.75 07/17/2024 0.05
Antero Midstream Partners LP / Ante 5.75 01/15/2028 0.05
Beazer Homes USA Inc 6.75 03/15/2025 0.05
Carlyle Tactical Private Credit Fun 0.05
CenturyLink Inc 4.68 01/31/2025 0.05
Netflix Inc 5.75 03/01/2024 0.05
Fannie Mae Connecticut Avenue Secur 4.19 05/25/2030 0.05
Charter Communications Operating LL 3.55 04/30/2025 0.05
CSC Holdings LLC 4.26 04/15/2027 0.05
United Rentals North America Inc 5.25 01/15/2030 0.05
JBS USA LUX SA / JBS USA Food Co / 5.50 01/15/2030 0.05
Meritage Homes Corp 5.12 06/06/2027 0.05
Reynolds Group Holdings Inc 4.65 02/05/2023 0.05
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.05
China Aoyuan Group Ltd 7.50 05/10/2021 0.05
Itron Inc 5.00 01/15/2026 0.05
Avis Budget Car Rental LLC / Avis B 5.75 07/15/2027 0.05
AECOM 5.12 03/15/2027 0.05
Ally Financial Inc 8.00 11/01/2031 0.05
Credit Acceptance Auto Loan Trust 2 3.48 10/15/2026 0.05
Superior Plus LP / Superior General 7.00 07/15/2026 0.05
Bancolombia SA 4.62 12/18/2029 0.05
Yuzhou Properties Co Ltd 6.38 03/06/2021 0.05
United Rentals North America Inc 6.50 12/15/2026 0.05
Bausch Health Americas Inc 4.66 11/27/2025 0.05
Power Finance Corp Ltd 7.42 06/26/2020 0.05
Kenya Government International Bond 8.25 02/28/2048 0.05
Wynn Las Vegas LLC / Wynn Las Vegas 5.50 03/01/2025 0.05
European Bank for Reconstruction & 6.85 06/21/2021 0.04
HCA Inc 5.62 09/01/2028 0.04
Element Solutions Inc 5.88 12/01/2025 0.04
William Lyon Homes Inc 6.00 09/01/2023 0.04
TransDigm Inc 6.50 07/15/2024 0.04
Citigroup Mortgage Loan Trust 2014- 2.05 07/20/2036 0.04
Fideicomiso PA Pacifico Tres 8.25 01/15/2035 0.04
Diamond Sports Group LLC / Diamond 6.62 08/15/2027 0.04
MPH Acquisition Holdings LLC 144A 7.12 06/01/2024 0.04
XPO Logistics Inc 144A 6.12 09/01/2023 0.04
Perusahaan Penerbit SBSN Indonesia 4.35 09/10/2024 0.04
OI European Group BV 4.00 03/15/2023 0.04
Mexico City Airport Trust 3.88 04/30/2028 0.04
Azure Power Solar Energy Pvt Ltd 5.65 12/24/2024 0.04
Banco Comercial Portugues SA 9.25 12/31/2099 0.04
MTS Systems Corp 5.75 08/15/2027 0.04
Vistra Operations Co LLC 5.00 07/31/2027 0.04
DT Auto Owner Trust 2017-4 3.47 07/17/2023 0.04
Golden Nugget Inc 8.75 10/01/2025 0.04
Cumulus Media New Holdings Inc 6.75 07/01/2026 0.04
L Brands Inc 7.50 06/15/2029 0.04
Par Pharmaceutical Inc 7.50 04/01/2027 0.04
Sirius XM Radio Inc 4.62 07/15/2024 0.04
Intelsat Jackson Holdings SA 8.50 10/15/2024 0.04
Sirius XM Radio Inc 5.50 07/01/2029 0.04
Ardagh Packaging Finance PLC / Arda 4.12 08/15/2026 0.04
EnLink Midstream Partners LP 5.60 04/01/2044 0.04
Oasis Petroleum Inc 6.88 01/15/2023 0.04
CarMax Auto Owner Trust 2016-1 3.11 08/15/2022 0.04
MGM Resorts International 4.62 09/01/2026 0.04
Prime Security Services Borrower LL 5.75 04/15/2026 0.04
Cincinnati Bell Inc 8.00 10/15/2025 0.04
Navient Corp 6.12 03/25/2024 0.04
ADES International Holding PLC 8.62 04/24/2024 0.04
Indonesia Government International 4.12 01/15/2025 0.04
HCA Inc 7.50 02/15/2022 0.04
Herc Holdings Inc 5.50 07/15/2027 0.04
Crestwood Midstream Partners LP / C 5.62 05/01/2027 0.04
Hughes Satellite Systems Corp 6.62 08/01/2026 0.04
American Airlines Group Inc 5.00 06/01/2022 0.04
ACCO Brands Corp 144A 5.25 12/15/2024 0.04
Southwestern Energy Co 7.50 04/01/2026 0.04
DISH DBS Corp 5.88 11/15/2024 0.04
Mattel Inc 6.75 12/31/2025 0.04
AES Andres BV / Dominican Power Par 7.95 05/11/2026 0.04
Simmons Foods Inc 5.75 11/01/2024 0.04
Waste Pro USA Inc 5.50 02/15/2026 0.04
Berry Global Inc 4.88 07/15/2026 0.04
Alliance Data Systems Corp 4.75 12/15/2024 0.04
Taylor Morrison Communities Inc 5.75 01/15/2028 0.04
T-Mobile USA Inc 4.75 02/01/2028 0.04
Credit Acceptance Auto Loan Trust 2 3.94 06/15/2028 0.04
American Greetings Corp 6.41 04/06/2024 0.04
DT Auto Owner Trust 2017-2 3.89 01/15/2023 0.04
Altice France SA/France 144A 7.38 05/01/2026 0.04
Cascades Inc/Cascades USA Inc 5.38 01/15/2028 0.04
Times China Holdings Ltd REGS 6.25 01/23/2020 0.04
Enviva Partners LP / Enviva Partner 6.50 01/15/2026 0.04
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.04
DT Auto Owner Trust 2017-1 5.79 02/15/2024 0.04
CIT Group Inc 4.12 03/09/2021 0.04
Murphy Oil USA Inc 4.75 09/15/2029 0.04
Ardagh Packaging Finance PLC / Arda 6.00 02/15/2025 0.03
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.03
PetSmart Inc 5.97 03/11/2022 0.03
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.03
Lennar Corp 4.75 05/30/2025 0.03
Indonesia Government International 3.85 07/18/2027 0.03
Wynn Las Vegas LLC / Wynn Las Vegas 5.25 05/15/2027 0.03
MGM Growth Properties Operating Par 5.62 05/01/2024 0.03
Telecom Italia SpA/Milano 144A 5.30 05/30/2024 0.03
Fannie Mae Pool 7.00 12/01/2032 0.03
Ziggo BV 144A 5.50 01/15/2027 0.03
Altice Financing SA 4.70 07/15/2025 0.03
Fannie Mae Pool 7.00 04/01/2034 0.03
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.03
Citigroup Mortgage Loan Trust Inc 4.76 05/25/2035 0.03
Suburban Propane Partners LP/Suburb 5.88 03/01/2027 0.03
Braskem Netherlands Finance BV 4.50 01/31/2030 0.03
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.03
Calpine Corp 5.25 06/01/2026 0.03
Mercer International Inc 5.50 01/15/2026 0.03
Standard Industries Inc/NJ 144A 5.38 11/15/2024 0.03
Energizer Holdings Inc 7.75 01/15/2027 0.03
Iron Mountain Inc 4.88 09/15/2029 0.03
KFC Holding Co/Pizza Hut Holdings L 5.25 06/01/2026 0.03
CenturyLink Inc 5.62 04/01/2025 0.03
Everi Payments Inc 7.50 12/15/2025 0.03
Dun & Bradstreet Corp/The 6.90 02/06/2026 0.03
Fannie Mae Pool 6.50 12/01/2029 0.03
JPMorgan Chase Bank NA 5.00 12/20/2022 0.03
Belo Corp 7.75 06/01/2027 0.03
United Airlines Holdings Inc 4.25 10/01/2022 0.03
Ascent Resources Utica Holdings LLC 10.00 04/01/2022 0.03
Sinclair Television Group Inc 144A 5.62 08/01/2024 0.03
Zayo Group LLC / Zayo Capital Inc 6.00 04/01/2023 0.03
NGL Energy Partners LP / NGL Energy 6.12 03/01/2025 0.03
LCH.Clearnet LLC 01/17/2030 0.03
Terraform Global Operating LLC 6.12 03/01/2026 0.03
CSC Holdings LLC 144A 6.62 10/15/2025 0.03
AmeriCredit Automobile Receivables 3.08 12/18/2023 0.03
Chicago Mercantile Exchange Inc 05/05/2021 0.03
Mattamy Group Corp 5.25 12/15/2027 0.03
Navient Corp 5.88 10/25/2024 0.03
Citigroup Commercial Mortgage Trust 1.11 10/12/2050 0.03
Cemex SAB de CV 5.45 11/19/2029 0.03
Altice Financing SA 144A 7.50 05/15/2026 0.03
Navient Corp 6.75 06/25/2025 0.03
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.03
Celulosa Arauco y Constitucion SA 4.20 01/29/2030 0.03
Bausch Health Americas Inc 8.50 01/31/2027 0.03
Freddie Mac Gold Pool 7.50 01/01/2032 0.03
Chicago Mercantile Exchange Inc 12/07/2023 0.03
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.03
Scientific Games International Inc 7.00 05/15/2028 0.03
William Lyon Homes Inc 5.88 01/31/2025 0.03
Reynolds Group Issuer Inc / Reynold 5.12 07/15/2023 0.03
DT Auto Owner Trust 2017-1 3.55 11/15/2022 0.03
Lions Gate Capital Holdings LLC 5.88 11/01/2024 0.03
T-Mobile USA Inc 4.00 04/15/2022 0.03
FREMF 2017-K62 Mortgage Trust 3.87 01/25/2050 0.03
CSC Holdings LLC 144A 10.88 10/15/2025 0.03
Penn National Gaming Inc 5.62 01/15/2027 0.03
Panther BF Aggregator 2 LP / Panthe 8.50 05/15/2027 0.03
1011778 BC ULC / New Red Finance In 4.25 05/15/2024 0.03
Docuformas SAPI de CV 10.25 07/24/2024 0.03
United Rentals North America Inc 4.88 01/15/2028 0.03
Fannie Mae Pool 7.50 01/01/2033 0.03
United Airlines Holdings Inc 4.88 01/15/2025 0.03
Ecuador Government International Bo 8.88 10/23/2027 0.03
Dana Financing Luxembourg Sarl 144A 6.50 06/01/2026 0.03
Qwest Corp 6.88 09/15/2033 0.03
Freddie Mac Gold Pool 5.50 09/01/2039 0.03
Netflix Inc 5.38 11/15/2029 0.03
SBA Communications Corp 4.00 10/01/2022 0.03
Lamar Media Corp 5.75 02/01/2026 0.03
Flex Acquisition Co Inc 144A 6.88 01/15/2025 0.02
CSC Holdings LLC 5.25 06/01/2024 0.02
Moog Inc 4.25 12/15/2027 0.02
Adient Global Holdings Ltd 4.88 08/15/2026 0.02
Tenet Healthcare Corp 6.25 02/01/2027 0.02
Sensata Technologies BV 5.62 11/01/2024 0.02
Chicago Mercantile Exchange Inc 12/07/2023 0.02
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.02
Centene Corp 4.75 05/15/2022 0.02
Albertsons Cos Inc / Safeway Inc / 7.50 03/15/2026 0.02
DPL Inc 4.35 04/15/2029 0.02
Lennar Corp 5.25 06/01/2026 0.02
Hexion Holdings Corp 0.02
Cable Onda SA 4.50 01/30/2030 0.02
PetSmart Inc 5.88 06/01/2025 0.02
CIT Group Inc 5.25 03/07/2025 0.02
CarMax Auto Owner Trust 2017-4 3.30 05/15/2024 0.02
American Airlines Group Inc 144A 4.62 03/01/2020 0.02
Santander Drive Auto Receivables Tr 3.32 03/15/2024 0.02
Whiting Petroleum Corp 6.62 01/15/2026 0.02
Bausch Health Cos Inc 5.75 08/15/2027 0.02
GW B-CR Security Corp 9.50 11/01/2027 0.02
TransDigm Inc 6.25 03/15/2026 0.02
Gulfport Energy Corp 6.00 10/15/2024 0.02
Fannie Mae REMICS 2.19 03/25/2042 0.02
Holly Energy Partners LP / Holly En 6.00 08/01/2024 0.02
Albertsons Cos Inc / Safeway Inc / 5.88 02/15/2028 0.02
Lamb Weston Holdings Inc 144A 4.62 11/01/2024 0.02
Energy Transfer Operating LP 6.25 12/31/2099 0.02
Energy Transfer Operating LP 7.50 10/15/2020 0.02
COMM 2014-LC15 Mortgage Trust 4.20 04/10/2047 0.02
eG Global Finance PLC 8.50 10/30/2025 0.02
Morgan Stanley Bank of America Merr 4.74 02/15/2047 0.02
Altice France SA/France 8.12 02/01/2027 0.02
GLS Auto Receivables Trust 2018-1 2.82 07/15/2022 0.02
Lions Gate Capital Holdings LLC 6.38 02/01/2024 0.02
Ashland LLC 4.75 08/15/2022 0.02
Navient Corp 6.62 07/26/2021 0.02
Amsted Industries Inc 5.62 07/01/2027 0.02
QEP Resources Inc 6.88 03/01/2021 0.02
Spectrum Brands Inc 6.12 12/15/2024 0.02
LCH.Clearnet LLC 10/01/2029 0.02
Navient Corp 6.50 06/15/2022 0.02
DCP Midstream Operating LP 4.75 09/30/2021 0.02
eG Global Finance PLC 6.25 10/30/2025 0.02
AES Corp/VA 4.00 03/15/2021 0.02
NuStar Logistics LP 4.80 09/01/2020 0.02
Melco Resorts Finance Ltd 5.62 07/17/2027 0.02
American Credit Acceptance Receivab 4.14 10/15/2024 0.02
AmeriGas Partners LP / AmeriGas Fin 5.50 05/20/2025 0.02
XPO Logistics Inc 6.75 08/15/2024 0.02
T-Mobile USA Inc 6.00 04/15/2024 0.02
Dana Inc 5.38 11/15/2027 0.02
Aramark Services Inc 5.00 02/01/2028 0.02
Pilgrim's Pride Corp 5.75 03/15/2025 0.02
Bombardier Inc 144A 7.50 03/15/2025 0.02
International Finance Corp 0.00 02/15/2029 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Colfax Corp 6.00 02/15/2024 0.02
Centene Corp 6.12 02/15/2024 0.02
First Quality Finance Co Inc 5.00 07/01/2025 0.02
Icahn Enterprises LP / Icahn Enterp 6.75 02/01/2024 0.02
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.02
Bombardier Inc 7.88 04/15/2027 0.02
Antero Resources Corp 5.38 11/01/2021 0.02
AMC Networks Inc 4.75 08/01/2025 0.02
Dell Equipment Finance Trust 2019-1 3.14 03/22/2024 0.02
Harland Clarke Holdings Corp 6.88 03/01/2020 0.02
CPS Auto Receivables Trust 2018-A 2.77 04/18/2022 0.02
Flex Acquisition Co Inc 7.88 07/15/2026 0.02
Owens-Brockway Glass Container Inc 5.00 01/15/2022 0.02
LCH.Clearnet LLC 08/29/2028 0.02
Citigroup Commercial Mortgage Trust 3.48 05/10/2047 0.02
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2023 0.02
Graphic Packaging International LLC 4.88 11/15/2022 0.02
Hughes Satellite Systems Corp 5.25 08/01/2026 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
Resideo Funding Inc 6.12 11/01/2026 0.02
TEGNA Inc 144A 5.50 09/15/2024 0.02
Gray Television Inc 5.12 10/15/2024 0.02
Chicago Mercantile Exchange Inc 01/15/2024 0.02
Ingles Markets Inc 5.75 06/15/2023 0.02
Centene Corp 4.62 12/15/2029 0.02
American Credit Acceptance Receivab 2.94 01/10/2024 0.02
AmWINS Group Inc 7.75 07/01/2026 0.02
CCG Receivables Trust 2018-1 3.09 06/16/2025 0.02
Gray Television Inc 144A 5.88 07/15/2026 0.02
Nabors Industries Inc 5.75 02/01/2025 0.02
Navistar Financial Dealer Note Mast 2.74 05/25/2024 0.02
Frontier Communications Corp 11.00 09/15/2025 0.02
AMC Entertainment Holdings Inc 5.75 06/15/2025 0.02
MGM Resorts International 5.75 06/15/2025 0.02
Intercontinental Exchange Inc 1.00 12/20/2024 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
Camelot Finance SA 4.50 11/01/2026 0.02
Icahn Enterprises LP / Icahn Enterp 6.38 12/15/2025 0.02
Petrobras Global Finance BV 6.85 06/05/2115 0.02
Chicago Mercantile Exchange Inc 12/26/2028 0.02
Lithia Motors Inc 4.62 12/15/2027 0.02
Chicago Mercantile Exchange Inc 06/09/2022 0.02
Navistar Financial Dealer Note Mast 3.24 05/25/2024 0.02
Freddie Mac REMICS 6.50 04/15/2028 0.02
Sri Lanka Government International 6.75 04/18/2028 0.02
Aramark Services Inc 4.75 06/01/2026 0.02
Inmarsat Finance PLC 144A 4.88 05/15/2022 0.02
Intercontinental Exchange Inc 1.00 06/20/2024 0.02
EnerSys 4.38 12/15/2027 0.02
EMC Corp 2.65 06/01/2020 0.02
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.02
UBS Commercial Mortgage Trust 2017- 1.02 11/15/2050 0.02
Deutsche Mortgage Securities Inc 1.98 07/22/2036 0.02
CEC Entertainment Inc 8.00 02/15/2022 0.02
Navient Corp 6.75 06/15/2026 0.02
Chicago Mercantile Exchange Inc 07/01/2022 0.02
Fannie Mae Pool 7.00 04/01/2033 0.02
Nuveen Floating Rate Income Fund 0.02
GS Mortgage Securities Trust 2014-G 3.65 01/10/2047 0.02
PBF Holding Co LLC / PBF Finance Co 7.25 06/15/2025 0.02
Standard Industries Inc/NJ 144A 5.00 02/15/2027 0.02
CarMax Auto Owner Trust 2018-1 3.37 07/15/2024 0.02
India Government Bond 7.72 05/25/2025 0.02
Iron Mountain Inc 4.88 09/15/2027 0.02
CNH Equipment Trust 2017-C 2.54 05/15/2025 0.02
Viking Cruises Ltd 5.88 09/15/2027 0.01
Freddie Mac REMICS 7.50 09/15/2022 0.01
CSI Compressco LP / CSI Compressco 7.50 04/01/2025 0.01
COMM 2014-CCRE20 Mortgage Trust 3.31 11/10/2047 0.01
Goldman Sachs International 06/24/2029 0.01
Sri Lanka Government International 6.20 05/11/2027 0.01
TerraForm Power Operating LLC 4.25 01/31/2023 0.01
Party City Holdings Inc 6.62 08/01/2026 0.01
Ashland LLC 6.88 05/15/2043 0.01
PBF Holding Co LLC / PBF Finance Co 7.00 11/15/2023 0.01
KFC Holding Co/Pizza Hut Holdings L 4.75 06/01/2027 0.01
Drive Auto Receivables Trust 4.30 09/16/2024 0.01
AES Corp/VA 6.00 05/15/2026 0.01
Fannie Mae REMICS 17.63 06/25/2036 0.01
SRC Energy Inc 6.25 12/01/2025 0.01
Fannie Mae REMICS 5.00 04/25/2040 0.01
LCH.Clearnet LLC 03/08/2028 0.01
Benchmark 2018-B1 Mortgage Trust 0.52 01/15/2051 0.01
Cablevision Systems Corp 5.88 09/15/2022 0.01
Lennar Corp 4.50 04/30/2024 0.01
RR Donnelley & Sons Co 7.88 03/15/2021 0.01
Quicken Loans Inc 5.25 01/15/2028 0.01
Clear Channel Outdoor Holdings Inc 0.01
Indigo Natural Resources LLC 6.88 02/15/2026 0.01
Precision Drilling Corp 7.12 01/15/2026 0.01
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.01
Icahn Enterprises LP / Icahn Enterp 6.25 05/15/2026 0.01
Greif Inc 6.50 03/01/2027 0.01
Fannie Mae Pool 6.50 11/01/2031 0.01
Rockpoint Gas Storage Canada Ltd 7.00 03/31/2023 0.01
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.01
Service Corp International/US 4.62 12/15/2027 0.01
GS Mortgage Securities Trust 2013-G 4.65 11/10/2046 0.01
Sunoco LP / Sunoco Finance Corp 4.88 01/15/2023 0.01
Mauser Packaging Solutions Holding 5.50 04/15/2024 0.01
Fannie Mae Pool 7.50 09/01/2032 0.01
CCO Holdings LLC / CCO Holdings Cap 4.00 03/01/2023 0.01
Comstock Resources Inc 9.75 08/15/2026 0.01
Icahn Enterprises LP / Icahn Enterp 5.88 02/01/2022 0.01
Quicken Loans Inc 5.75 05/01/2025 0.01
Chicago Mercantile Exchange Inc 07/17/2024 0.01
Talen Energy Supply LLC 7.25 05/15/2027 0.01
Chemours Co/The 6.62 05/15/2023 0.01
CSC Holdings LLC 5.38 07/15/2023 0.01
Albertsons Cos Inc / Safeway Inc / 5.75 03/15/2025 0.01
Downstream Development Authority of 10.50 02/15/2023 0.01
Tervita Corp 7.62 12/01/2021 0.01
iHeartCommunications Inc 5.89 05/01/2026 0.01
Freeport-McMoRan Inc 3.55 03/01/2022 0.01
Panther BF Aggregator 2 LP / Panthe 6.25 05/15/2026 0.01
LCH.Clearnet LLC 08/19/2050 0.01
CLAIRES HOLDINGS LLC 0.01
Rain CII Carbon LLC / CII Carbon Co 7.25 04/01/2025 0.01
T-Mobile USA Inc 5.12 04/15/2025 0.01
Advanced Drainage Systems Inc 5.00 09/30/2027 0.01
Diamond Resorts International Inc 7.75 09/01/2023 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 04/01/2024 0.01
Santander Drive Auto Receivables Tr 3.22 07/15/2025 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Freddie Mac Gold Pool 5.00 12/01/2034 0.01
Wells Fargo Commercial Mortgage Tru 0.89 12/15/2050 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
MDC Partners Inc 6.50 05/01/2024 0.01
Basic Energy Services Inc 10.75 10/15/2023 0.01
Ensign Drilling Inc 9.25 04/15/2024 0.01
Harland Clarke Holdings Corp 8.38 08/15/2022 0.01
Santander Drive Auto Receivables Tr 3.88 02/15/2024 0.01
Fannie Mae Pool 6.50 01/01/2034 0.01
CIT Group Inc 5.00 08/15/2022 0.01
Fannie Mae REMICS 18.00 03/25/2036 0.01
HCA Inc 5.88 02/15/2026 0.01
Windstream Services LLC 5.91 03/29/2021 0.01
Freddie Mac REMICS 6.50 03/15/2032 0.01
Fannie Mae REMICS 4.50 08/25/2025 0.01
MGM Growth Properties Operating Par 5.75 02/01/2027 0.01
GFL Environmental Inc 5.12 12/15/2026 0.01
Trivium Packaging Finance BV 5.50 08/15/2026 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
Acadia Healthcare Co Inc 6.50 03/01/2024 0.01
Simmons Foods Inc 7.75 01/15/2024 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
Colfax Corp 6.38 02/15/2026 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
Blue Cube Spinco LLC 9.75 10/15/2023 0.01
Darling Ingredients Inc 5.25 04/15/2027 0.01
CCG Receivables Trust 3.22 09/14/2026 0.01
FREMF 2013-K26 Mortgage Trust 3.60 12/25/2045 0.01
NGL Energy Partners LP / NGL Energy 7.50 11/01/2023 0.01
Olin Corp 5.00 02/01/2030 0.01
Clearway Energy Operating LLC 5.75 10/15/2025 0.01
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.01
Multifamily Connecticut Avenue Secu 5.04 10/15/2049 0.01
FMG Resources August 2006 Pty Ltd 1 4.75 05/15/2022 0.01
Carrizo Oil & Gas Inc 8.25 07/15/2025 0.01
CME Group Inc 07/27/2022 0.01
Freddie Mac REMICS 2.79 10/15/2023 0.01
Olin Corp 5.12 09/15/2027 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
CNX Resources Corp 5.88 04/15/2022 0.01
Algeco Global Finance Plc 8.00 02/15/2023 0.01
McDermott Technology Americas Inc / 10.62 05/01/2024 0.01
L Brands Inc 5.25 02/01/2028 0.01
Hilcorp Energy I LP / Hilcorp Finan 5.75 10/01/2025 0.01
Fannie Mae REMICS 4.75 06/25/2037 0.01
JPMorgan Chase & Co 5.00 12/20/2020 0.01
Freddie Mac Gold Pool 7.00 03/01/2035 0.01
Freeport-McMoRan Inc 4.55 11/14/2024 0.01
Fannie Mae REMICS 6.50 04/25/2032 0.01
Fannie Mae REMICS 6.50 11/25/2029 0.01
Freeport-McMoRan Inc 5.45 03/15/2043 0.01
Freddie Mac REMICS 18.37 08/15/2035 0.01
Capital Auto Receivables Asset Trus 3.15 02/20/2025 0.01
United Auto Credit Securitization T 3.16 08/12/2024 0.01
Genesis Energy LP / Genesis Energy 6.75 08/01/2022 0.01
CD 2017-CD6 Mortgage Trust 0.96 11/13/2050 0.01
Ardagh Packaging Finance PLC / Arda 4.25 09/15/2022 0.01
Freddie Mac Structured Agency Credi 4.69 07/25/2028 0.01
Energizer Holdings Inc 6.38 07/15/2026 0.01
Fannie Mae REMICS 8.00 07/18/2027 0.01
Whiting Petroleum Corp 5.75 03/15/2021 0.01
Freddie Mac REMICS 6.00 01/15/2029 0.01
Boyd Gaming Corp 6.38 04/01/2026 0.01
CoreCivic Inc 4.62 05/01/2023 0.01
Fannie Mae Pool 7.50 11/01/2029 0.01
Murray Energy Corp 9.05 10/17/2022 0.01
Freddie Mac REMICS 4.00 04/15/2040 0.01
Fannie Mae Pool 7.00 01/01/2030 0.01
COMM 2012-CCRE5 Mortgage Trust 1.53 12/10/2045 0.01
Citigroup Mortgage Loan Trust 2006- 4.97 10/25/2035 0.01
Antero Resources Corp 5.12 12/01/2022 0.01
Acadia Healthcare Co Inc 5.62 02/15/2023 0.01
Exeter Automobile Receivables Trust 2.75 04/15/2022 0.01
MPT Operating Partnership LP / MPT 6.38 03/01/2024 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 05/01/2027 0.01
Freddie Mac Structured Agency Credi 4.59 05/25/2028 0.01
Freddie Mac REMICS 1.50 07/15/2023 0.01
Morgan Stanley Capital I 2017-HR2 0.79 12/15/2050 0.01
CCO Holdings LLC / CCO Holdings Cap 5.38 05/01/2025 0.01
MPT Operating Partnership LP / MPT 5.00 10/15/2027 0.01
Chicago Mercantile Exchange Inc 08/26/2026 0.01
Fannie Mae Grantor Trust 2001-T10 0.39 12/25/2041 0.01
Calpine Corp 5.75 01/15/2025 0.01
Goldman Sachs International 05/23/2024 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
Element Rail Leasing I LLC 144A 2.30 04/19/2044 0.01
WPX Energy Inc 8.25 08/01/2023 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
Fannie Mae Pool 5.50 05/01/2036 0.01
Sunoco LP / Sunoco Finance Corp 5.50 02/15/2026 0.01
Freddie Mac REMICS 2.69 02/15/2032 0.01
Chicago Mercantile Exchange Inc 01/04/2021 0.01
Crestwood Midstream Partners LP / C 6.25 04/01/2023 0.01
Government National Mortgage Associ 4.91 04/16/2041 0.01
Freddie Mac Gold Pool 6.00 07/01/2024 0.01
Gulfport Energy Corp 6.38 05/15/2025 0.01
MOS RU-MTG TRS 5.00 08/22/2034 0.01
Credit Acceptance Auto Loan Trust 2 3.75 04/17/2028 0.01
Bank of America NA 01/31/2022 0.01
Fannie Mae REMICS 2.39 11/25/2031 0.01
CITGO Petroleum Corp 6.25 08/15/2022 0.01
HighPoint Operating Corp 8.75 06/15/2025 0.01
Freddie Mac REMICS 4.00 06/15/2038 0.01
CME Group Inc 01/02/2024 0.01
Fannie Mae Interest Strip 5.50 11/25/2033 0.01
Chicago Mercantile Exchange Inc 07/24/2029 0.01
Crestwood Midstream Partners LP / C 5.75 04/01/2025 0.01
Freddie Mac REMICS 2.69 08/15/2031 0.01
Builders FirstSource Inc 6.75 06/01/2027 0.01
Fannie Mae REMICS 4.91 05/25/2035 0.01
First Quantum Minerals Ltd 144A 7.00 02/15/2021 0.01
Chicago Mercantile Exchange Inc 10/17/2020 0.01
CCG Receivables Trust 2018-1 3.42 06/16/2025 0.01
Sabine Oil & Gas Holdings Inc 0.01
Fannie Mae REMICS 4.36 12/25/2042 0.01
Claire's Stores Inc 9.16 10/12/2038 0.01
Goldman Sachs International 10/25/2021 0.01
GSR Mortgage Loan Trust 2005-AR4 4.66 07/25/2035 0.01
Freddie Mac REMICS 2.74 03/15/2032 0.01
GS Mortgage Securities Trust 2013-G 2.68 06/10/2046 0.01
Wynn Macau Ltd 5.50 10/01/2027 0.01
Freddie Mac REMICS 5.00 09/15/2023 0.01
Argentine Bonos del Tesoro 18.20 10/03/2021 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae REMICS 5.44 09/25/2036 0.00
Freddie Mac REMICS 4.98 05/15/2035 0.00
Carrizo Oil & Gas Inc 6.25 04/15/2023 0.00
CoreCivic Inc 5.00 10/15/2022 0.00
Freddie Mac Gold Pool 6.50 08/01/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
WFRBS Commercial Mortgage Trust 201 1.32 03/15/2044 0.00
EnLink Midstream Partners LP 4.40 04/01/2024 0.00
CME Group Inc 01/02/2025 0.00
Freddie Mac Gold Pool 7.00 10/01/2031 0.00
Albertson's LLC 4.65 11/17/2025 0.00
EnLink Midstream LLC 5.38 06/01/2029 0.00
Southwestern Energy Co 6.20 01/23/2025 0.00
Freddie Mac Gold Pool 7.50 02/01/2032 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Freddie Mac REMICS 2.74 02/15/2032 0.00
Government National Mortgage Associ 4.81 04/16/2037 0.00
TerraForm Power Operating LLC 5.00 01/31/2028 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Freddie Mac REMICS 4.96 01/15/2035 0.00
Fannie Mae REMICS 2.29 12/25/2032 0.00
Freddie Mac REMICS 4.41 07/15/2035 0.00
JP Morgan Mortgage Trust 2007-A1 4.31 07/25/2035 0.00
Fannie Mae REMICS 2.73 06/25/2037 0.00
Fannie Mae REMICS 6.41 01/25/2033 0.00
JP Morgan / Hipotecaria su Casita 6.47 08/26/2035 0.00
Quatrim SASU 5.88 01/15/2024 0.00
LCH.Clearnet LLC 02/21/2022 0.00
Fannie Mae REMICS 2.79 04/25/2032 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
LCH.Clearnet LLC 11/27/2022 0.00
Freddie Mac REMICS 2.74 03/15/2032 0.00
Freddie Mac REMICS 2.74 02/15/2032 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Freddie Mac REMICS 2.74 02/15/2032 0.00
Fannie Mae Pool 7.50 02/01/2027 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Freddie Mac REMICS 2.74 02/15/2032 0.00
Intercontinental Exchange Inc 1.00 06/20/2022 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Freddie Mac Gold Pool 6.50 07/01/2028 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Fannie Mae REMICS 4.81 05/25/2035 0.00
Freddie Mac REMICS 5.31 10/15/2033 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
WaMu Mortgage Pass-Through Certific 4.19 10/25/2033 0.00
LCH.Clearnet LLC 08/07/2029 0.00
Fannie Mae REMICS 2.19 11/25/2033 0.00
Fannie Mae REMICS 2.24 10/18/2032 0.00
Freddie Mac REMICS 4.33 05/15/2038 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae REMICS 4.96 05/25/2035 0.00
Fannie Mae REMICS 6.46 05/25/2033 0.00
Fannie Mae REMICS 5.76 10/25/2033 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Bank of America NA 1.00 12/20/2021 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
Freddie Mac REMICS 5.26 12/15/2037 0.00
Fannie Mae REMICS 4.76 10/25/2041 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Freddie Mac REMICS 4.98 05/15/2035 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Freddie Mac Gold Pool 6.50 06/01/2035 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae REMICS 6.16 11/18/2031 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
CWHEQ Revolving Home Equity Loan Tr 1.97 12/15/2035 0.00
Fannie Mae Connecticut Avenue Secur 2.54 02/25/2030 0.00
Fannie Mae Grantor Trust 2001-T3 0.64 11/25/2040 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 4.26 03/15/2024 0.00
LCH.Clearnet LLC 10/22/2020 0.00
Bear Stearns ARM Trust 2006-1 3.84 02/25/2036 0.00
Fannie Mae REMICS 2.79 04/25/2032 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
CWHEQ Revolving Home Equity Loan Tr 1.89 11/15/2036 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Fannie Mae REMICS 2.79 09/25/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Freddie Mac REMICS 4.51 12/15/2039 0.00
Fannie Mae REMICS 4.26 03/25/2035 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Freddie Mac Gold Pool 6.50 08/01/2028 0.00
Fannie Mae REMICS 6.46 02/25/2033 0.00
FREMF 2014-K715 Mortgage Trust 4.12 02/25/2046 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
HomeBanc Mortgage Trust 2005-3 2.10 07/25/2035 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Fannie Mae REMICS 5.81 06/25/2026 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 6.36 12/18/2032 0.00
Ginnie Mae I Pool 7.00 03/15/2028 0.00
Fannie Mae REMICS 2.79 12/25/2032 0.00
Fannie Mae REMICS 6.26 03/18/2032 0.00
Freddie Mac REMICS 2.39 07/15/2029 0.00
Freddie Mac Gold Pool 7.00 01/01/2022 0.00
Fannie Mae REMICS 6.21 07/25/2032 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Freddie Mac REMICS 6.36 06/15/2029 0.00
Fannie Mae Pool 7.00 06/01/2022 0.00
Fannie Mae REMICS 6.31 03/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Ginnie Mae I Pool 8.00 07/15/2028 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Chase Funding Trust Series 2003-2 2.35 02/25/2033 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Fannie Mae REMICS 6.21 07/25/2032 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 0.00
Fannie Mae REMICS 6.31 04/25/2032 0.00
Fannie Mae Pool 5.50 08/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 2.19 02/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Gold Pool 6.50 07/01/2029 0.00
Fannie Mae REMICS 6.36 12/18/2032 0.00
Freddie Mac REMICS 4.26 04/15/2038 0.00
Freddie Mac REMICS 2.24 01/15/2033 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 5.21 04/25/2032 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae REMICS 6.16 01/25/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 6.01 04/25/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Fannie Mae REMICS 6.21 09/25/2032 0.00
Freddie Mac REMICS 7.21 08/15/2029 0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Freddie Mac Gold Pool 7.00 08/01/2021 0.00
Freddie Mac Gold Pool 6.50 02/01/2022 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Fannie Mae REMICS 4.26 07/25/2038 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Freddie Mac REMICS 5.01 02/15/2035 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Freddie Mac REMICS 6.96 07/17/2028 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Freddie Mac Gold Pool 7.00 12/01/2021 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Fannie Mae Pool 8.50 07/01/2032 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae Pool 5.50 02/01/2022 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 07/01/2022 0.00
Fannie Mae REMICS 4.96 03/25/2035 0.00
Fannie Mae Pool 4.50 12/01/2020 0.00
Freddie Mac REMICS 6.96 07/17/2028 0.00
Fannie Mae Pool 7.00 09/01/2021 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Pool 5.50 01/01/2022 0.00
Ginnie Mae I Pool 8.00 01/15/2028 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 Interest Strip 6.00 08/25/2035 0.00
Fannie Mae REMICS 3.00 01/25/2021 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
Fannie Mae REMICS 3.00 12/25/2020 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Ginnie Mae II Pool 3.25 07/20/2027 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
LCH.Clearnet LLC 12/12/2029 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae Pool 5.00 11/01/2021 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 9.50 03/15/2021 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Pool 5.50 04/01/2022 0.00
Fannie Mae REMICS 6.16 12/18/2031 0.00
Fannie Mae REMICS 6.11 11/25/2031 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Capital Lease Funding Securitizatio 1.36 06/22/2024 0.00
Fannie Mae Pool 5.00 12/01/2021 0.00
Freddie Mac Non Gold Pool 10.50 05/01/2020 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae REMICS 3.00 05/25/2020 0.00
Fannie Mae Interest Strip 9.50 11/25/2026 0.00
Fannie Mae REMICS 2.75 06/25/2020 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Pool 5.00 03/01/2021 0.00
Vendee Mortgage Trust 1995-3 0.02 09/15/2025 0.00
Fannie Mae Pool 5.50 03/01/2022 0.00
Fannie Mae REMICS 4.91 02/25/2024 0.00
Fannie Mae REMICS 1.50 01/25/2020 0.00
Freddie Mac REMICS 4.50 07/15/2020 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Fannie Mae REMICS 4.50 11/25/2020 0.00
Freddie Mac REMICS 9.00 05/15/2021 0.00
Freddie Mac Gold Pool 10.00 05/01/2020 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
Fannie Mae Connecticut Avenue Secur 2.64 11/25/2029 0.00
Freddie Mac Structured Agency Credi 2.99 08/25/2029 0.00
JPMorgan Chase Bank NA 1.00 06/20/2024 -0.00
LCH.Clearnet LLC 09/23/2021 -0.00
LCH.Clearnet LLC 10/11/2029 -0.00
JPMorgan Chase Bank NA 1.00 06/20/2024 -0.00
LCH.Clearnet LLC 09/29/2022 -0.00
CME Group Inc 08/12/2029 -0.00
LCH.Clearnet LLC 12/16/2026 -0.00
LCH.Clearnet LLC 10/11/2021 -0.00
CME Group Inc 12/12/2024 -0.00
LCH.Clearnet LLC 10/11/2021 -0.00
Intercontinental Exchange Inc 1.00 12/20/2024 -0.00
Intercontinental Exchange Inc 1.00 12/20/2024 -0.00
LCH.Clearnet LLC 05/30/2024 -0.00
CME Group Inc 01/02/2023 -0.00
Chicago Mercantile Exchange Inc 08/01/2029 -0.01
Bank of America NA 05/27/2021 -0.01
LCH.Clearnet LLC 07/30/2024 -0.01
LCH.Clearnet LLC 07/16/2029 -0.01
Bank of America NA 05/16/2021 -0.01
LCH.Clearnet LLC 10/01/2021 -0.01
CME Group Inc 11/04/2022 -0.01
LCH.Clearnet LLC 10/17/2021 -0.01
Standard Chartered Bank/New York 01/10/2024 -0.01
CME Group Inc 10/21/2024 -0.01
LCH.Clearnet LLC 07/19/2024 -0.02
LCH.Clearnet LLC 03/08/2028 -0.02
LCH.Clearnet LLC 10/25/2029 -0.02
LCH.Clearnet LLC 11/07/2029 -0.03
LCH.Clearnet LLC 11/07/2021 -0.03
LCH.Clearnet LLC 10/24/2029 -0.05
Intercontinental Exchange Inc 5.00 12/20/2024 -0.40