Invesco Global Strategic Income Fund

as of 06/30/2022

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 10.24
China Development Bank 3.30 03/03/2026 5.47
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 4.61
Invesco Global Strategic Income Fun 4.16
Brazil Notas do Tesouro Nacional Se 6.00 08/15/2026 2.20
Invesco Senior Loan ETF 1.84
Republic of South Africa Government 8.50 01/31/2037 1.55
Mexican Bonos 7.75 05/29/2031 1.24
Argentina Treasury Bond BONCER 1.40 03/25/2023 1.14
Republic of Poland Government Bond 1.75 04/25/2032 1.13
Invesco Treasury Portfolio 1.03
Republic of South Africa Government 8.00 01/31/2030 0.97
Invesco Government & Agency Portfol 0.91
Colombian TES 7.75 09/18/2030 0.87
NOK/EUR CFWD2022825 08/25/2022 0.75
Taurus 2018-1 IT SRL 1.00 05/18/2030 0.74
Colombian TES 7.00 06/30/2032 0.70
INVESCO LIQUID ASSET CASH MF 0.65
China Government Bond 3.53 10/18/2051 0.61
Ford Motor Credit Co LLC 5.12 06/16/2025 0.59
Republic of South Africa Government 8.88 02/28/2035 0.58
Argentina Treasury Bond BONCER 2.00 11/09/2026 0.57
Argentina Treasury Bond BONCER 1.50 03/25/2024 0.55
Petroleos Mexicanos 6.50 03/13/2027 0.54
Bonos de la Tesoreria de la Republi 2.80 10/01/2033 0.53
British Telecommunications PLC 4.25 11/23/2081 0.52
Corp Andina de Fomento 6.82 02/22/2031 0.51
New Zealand Government Bond 2.75 05/15/2051 0.51
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.51
Arconic Corp 6.12 02/15/2028 0.50
Kraft Heinz Foods Co 5.20 07/15/2045 0.49
Sempra Energy 4.12 04/01/2052 0.48
Republic of South Africa Government 8.25 03/31/2032 0.48
Morgan Stanley Capital Services LLC 06/07/2023 0.46
USD/BRL CFWD202275 07/05/2022 0.45
UBS Group AG 7.00 12/31/2099 0.44
Colombian TES 7.25 10/26/2050 0.44
Dell International LLC / EMC Corp 6.20 07/15/2030 0.43
Hawksmoor Mortgage Funding 2019-1 P 4.15 05/25/2053 0.43
Charles Schwab Corp/The 5.38 12/31/2099 0.42
Eurosail-UK 2007-2np PLC 0.52 03/13/2045 0.42
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.41
Southern Co/The 4.00 01/15/2051 0.41
Marriott International Inc/MD 3.50 10/15/2032 0.41
Plains All American Pipeline LP / P 4.50 12/15/2026 0.40
Boeing Co/The 4.51 05/01/2023 0.39
Melco Resorts Finance Ltd 4.88 06/06/2025 0.39
Magallanes Inc 3.43 03/15/2024 0.39
Credit Suisse Group AG 6.25 12/29/2049 0.38
Bancolombia SA 4.88 10/18/2027 0.38
Australia Government Bond 1.00 02/21/2050 0.38
Oman Government International Bond 4.75 06/15/2026 0.37
Freddie Mac STACR REMIC Trust 2022- 3.80 04/25/2042 0.37
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.37
JPMorgan Chase & Co 3.65 12/31/2059 0.37
Alba 2007-1 PLC 2.09 03/17/2039 0.37
ING Groep NV 5.75 12/31/2059 0.37
First Quantum Minerals Ltd 6.88 10/15/2027 0.36
Petroleos Mexicanos 8.75 06/02/2029 0.36
Standard Chartered PLC 7.75 12/31/2049 0.36
Gatwick Airport Finance PLC 4.38 04/07/2026 0.36
Cooperatieve Rabobank UA 4.38 12/31/2099 0.35
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.35
Mercury Chile Holdco LLC 6.50 01/24/2027 0.35
Becton Dickinson and Co 3.79 05/20/2050 0.34
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.34
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.33
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.33
Freddie Mac STACR REMIC Trust 2022- 2.90 04/25/2042 0.33
Freeport-McMoRan Inc 4.62 08/01/2030 0.33
Eurosail 2006-2bl PLC 4.85 12/15/2044 0.33
Uber Technologies Inc Conv Bnd 0.00 12/15/2025 0.32
Hellenic Republic Government Bond 1.88 01/24/2052 0.32
Vodafone Group PLC 3.25 06/04/2081 0.32
TotalEnergies Capital International 3.13 05/29/2050 0.32
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.31
Prosil Acquisition SA 1.55 10/31/2039 0.31
Omnicare Inc 4.75 12/01/2022 0.30
ING Groep NV 6.50 12/31/2049 0.30
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.29
Electricite de France SA 5.38 12/31/2049 0.29
Eurosail 2006-2bl PLC 0.52 12/15/2044 0.29
Morgan Stanley Capital Services LLC 12/07/2022 0.28
Barclays PLC 7.25 12/31/2049 0.28
RUB/USD CFWD2022916 09/16/2022 0.28
Hawksmoor Mortgage Funding 2019-1 P 4.15 05/25/2053 0.28
Southern Co/The 3.75 09/15/2051 0.27
Indofood CBP Sukses Makmur Tbk PT 4.75 06/09/2051 0.27
Eurosail 2006-4np PLC 4.54 12/10/2044 0.26
Schweitzer-Mauduit International In 6.88 10/01/2026 0.26
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.26
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.26
KBC Group NV 4.25 12/31/2049 0.26
Carnival Corp 10.50 02/01/2026 0.25
BPCE SA 1.50 01/13/2042 0.25
Great Hall Mortgages No 1 PLC 3.58 06/18/2039 0.25
DNB Bank ASA 4.88 12/31/2059 0.25
WRKCo Inc 3.00 06/15/2033 0.25
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.25
Fannie Mae Connecticut Avenue Secur 3.72 03/25/2031 0.24
Alcoa Nederland Holding BV 6.12 05/15/2028 0.24
UBS Group AG 5.12 12/31/2099 0.24
Societe Generale SA 4.75 12/31/2099 0.24
America Movil SAB de CV 5.38 04/04/2032 0.24
Cikarang Listrindo Tbk PT 4.95 09/14/2026 0.23
Swiss Re Finance Luxembourg SA 5.00 04/02/2049 0.23
FREMF 2016-K54 Mortgage Trust 4.19 04/25/2048 0.23
CHS/Community Health Systems Inc 8.00 03/15/2026 0.22
Fondo MIVIVIENDA SA 4.62 04/12/2027 0.22
CME Group Inc 03/11/2026 0.22
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.21
JPMorgan Chase Bank NA 05/26/2025 0.21
Telefonica Europe BV 4.38 12/31/2049 0.21
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.21
HSBC Holdings PLC 5.25 12/29/2049 0.20
Citigroup Inc 3.88 12/31/2099 0.20
Muthoot Finance Ltd 4.40 09/02/2023 0.20
Ludgate Funding PLC 1.28 01/01/2061 0.20
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.20
Repsol International Finance BV 3.75 12/31/2099 0.20
Argentina Treasury Bond BONCER 4.00 04/27/2025 0.19
Bausch Health Cos Inc 5.25 02/15/2031 0.19
JSW Steel Ltd 3.95 04/05/2027 0.19
Colombia Government International B 4.12 02/22/2042 0.19
USD/COP CFWD2022921 09/21/2022 0.19
Reliance Industries Ltd 4.88 02/10/2045 0.19
GMR Hyderabad International Airport 5.38 04/10/2024 0.19
CME Group Inc 05/29/2031 0.19
Transcanada Trust 5.88 08/15/2076 0.19
Banco Santander SA 4.38 12/31/2099 0.19
CVS Health Corp 5.05 03/25/2048 0.19
Universal Health Services Inc 2.65 10/15/2030 0.19
Sensata Technologies BV 4.88 10/15/2023 0.18
Prudential PLC 4.88 12/31/2059 0.18
Credit Suisse Group AG 7.50 12/31/2049 0.18
Bayer AG 2.38 11/12/2079 0.18
Swedbank AB 5.62 12/31/2059 0.18
NatWest Group PLC 6.00 12/31/2059 0.18
Freddie Mac Structured Agency Credi 3.33 02/25/2042 0.18
AT&T Inc 2.88 12/31/2099 0.18
United Airlines Inc 4.38 04/15/2026 0.18
Telefonica Europe BV 2.88 12/31/2099 0.18
Jabil Inc 3.00 01/15/2031 0.17
Oil & Natural Gas Corp Ltd 3.38 12/05/2029 0.17
American Credit Acceptance Receivab 3.41 06/12/2025 0.17
Braskem Idesa SAPI 7.45 11/15/2029 0.17
Deutsche Lufthansa AG 4.38 08/12/2075 0.17
Oman Government International Bond 6.75 01/17/2048 0.17
Danske Bank A/S 7.00 12/31/2099 0.17
Camelot Finance SA 4.50 11/01/2026 0.17
MGM China Holdings Ltd 5.38 05/15/2024 0.17
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.17
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.17
FedEx Corp 4.05 02/15/2048 0.16
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.16
Adani Electricity Mumbai Ltd 3.95 02/12/2030 0.16
Dufry One BV 2.00 02/15/2027 0.16
International Finance Corp 0.00 03/23/2038 0.16
Kenbourne Invest SA 4.70 01/22/2028 0.16
Takeda Pharmaceutical Co Ltd 3.17 07/09/2050 0.16
Malaysia Government Bond 4.76 04/07/2037 0.15
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.15
USD/ZAR CFWD2022830 08/30/2022 0.15
Crown Castle International Corp 3.25 01/15/2051 0.15
TMF TRUST COMPANY (ARGENTINA) S.A. 0.15
Perusahaan Perseroan Persero PT Per 4.38 02/05/2050 0.15
Alba 2007-1 PLC 4.14 03/17/2039 0.15
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.14
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.14
CPI Property Group SA 4.88 12/31/2049 0.14
NatWest Group PLC 5.12 12/31/2059 0.14
Expedia Group Inc 2.95 03/15/2031 0.14
Credit Agricole SA 7.50 12/31/2049 0.14
Ecopetrol SA 4.62 11/02/2031 0.14
NatWest Group PLC 4.50 12/31/2049 0.14
Freddie Mac Multifamily Structured 1.09 05/25/2029 0.14
Seagate HDD Cayman 4.12 01/15/2031 0.14
MGM China Holdings Ltd 5.88 05/15/2026 0.14
HSBC Holdings PLC 6.00 12/31/2049 0.13
Eurohome UK Mortgages 2007-2 plc 3.00 09/15/2044 0.13
Schweitzer-Mauduit International In 5.44 04/20/2028 0.13
Petroleos Mexicanos 6.95 01/28/2060 0.13
BP Capital Markets PLC 4.88 12/31/2049 0.13
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.13
Kingdom of Belgium Government Bond 1.70 06/22/2050 0.13
Colombian TES 9.25 05/28/2042 0.12
Fannie Mae Connecticut Avenue Secur 4.47 11/25/2029 0.12
Ivory Coast Government Internationa 4.88 01/30/2032 0.12
KBC Group NV 4.75 12/31/2049 0.12
BNP Paribas SA 7.38 12/31/2049 0.12
T-Mobile USA Inc 4.75 02/01/2028 0.12
Nemak SAB de CV 3.62 06/28/2031 0.12
Sasol Financing USA LLC 4.38 09/18/2026 0.12
Cemex SAB de CV 5.12 12/31/2049 0.12
Wynn Macau Ltd 4.88 10/01/2024 0.12
Stillwater Mining Co 4.00 11/16/2026 0.12
T-Mobile USA Inc 3.38 04/15/2029 0.12
Development Bank of Kazakhstan JSC 5.75 05/12/2025 0.12
Egypt Government International Bond 7.62 05/29/2032 0.12
Romanian Government International B 2.00 04/14/2033 0.11
JPMorgan Chase Bank NA 06/12/2023 0.11
Crowdstrike Holdings Inc 3.00 02/15/2029 0.11
Eurohome UK Mortgages 2007 -1 PLC 2.50 06/15/2044 0.11
Ivory Coast Government Internationa 5.38 07/23/2024 0.11
Plains All American Pipeline LP / P 3.80 09/15/2030 0.11
Group 1 Automotive Inc 4.00 08/15/2028 0.11
Lusitano Mortgages No 5 PLC 0.51 07/15/2059 0.11
Lamar Media Corp 4.00 02/15/2030 0.11
EnPro Industries Inc 5.75 10/15/2026 0.11
Nationwide Building Society 5.75 12/31/2099 0.11
Allison Transmission Inc 3.75 01/30/2031 0.11
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.11
SS&C Technologies Inc 5.50 09/30/2027 0.11
Carriage Services Inc 4.25 05/15/2029 0.11
M&G PLC 6.50 10/20/2048 0.11
JPMorgan Chase Bank NA 04/21/2023 0.10
IM Pastor 4 FTA 0.00 03/22/2044 0.10
Cox Communications Inc 2.95 10/01/2050 0.10
Credit Agricole SA 8.12 12/31/2049 0.10
Banco Mercantil del Norte SA/Grand 8.38 12/31/2049 0.10
CaixaBank SA 5.25 12/31/2099 0.10
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.10
Dominican Republic International Bo 4.88 09/23/2032 0.10
iStar Inc 4.75 10/01/2024 0.10
abrdn plc 4.25 06/30/2028 0.10
Electricite de France SA 5.25 12/31/2049 0.10
Mattel Inc 6.20 10/01/2040 0.10
Credit Agricole SA 6.88 12/31/2099 0.09
Sirius XM Radio Inc 3.12 09/01/2026 0.09
Societe Generale SA 7.38 12/31/2099 0.09
Sonic Automotive Inc 4.62 11/15/2029 0.09
Connecticut Avenue Securities Trust 4.03 03/25/2042 0.09
Lamar Media Corp 4.88 01/15/2029 0.09
CaixaBank SA 5.88 12/31/2099 0.09
Braskem Idesa SAPI 6.99 02/20/2032 0.09
Iliad Holding SASU 7.00 10/15/2028 0.09
Alba 2006-2 PLC 4.13 12/15/2038 0.09
SBA Communications Corp 3.88 02/15/2027 0.09
Crestwood Midstream Partners LP / C 8.00 04/01/2029 0.09
Muang Thai Life Assurance PCL 3.55 01/27/2037 0.09
Klabin Austria GmbH 7.00 04/03/2049 0.09
HSBC Holdings PLC 6.50 12/31/2099 0.09
GC Treasury Center Co Ltd 4.40 03/30/2032 0.09
CT Trust 5.12 02/03/2032 0.09
Barclays PLC 6.38 12/31/2099 0.09
Earthstone Energy Holdings LLC 8.00 04/15/2027 0.09
Banco Santander SA 4.12 12/31/2049 0.09
Fortress Transportation and Infrast 5.50 05/01/2028 0.09
Viatris Inc 3.85 06/22/2040 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
Egypt Government International Bond 4.75 04/16/2026 0.09
Mattel Inc 5.45 11/01/2041 0.09
Accor SA 4.38 12/31/2099 0.09
AES Andes SA 6.35 10/07/2079 0.09
CSN Inova Ventures 6.75 01/28/2028 0.09
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.09
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.09
Egypt Government International Bond 8.50 01/31/2047 0.09
Nigeria Government International Bo 7.88 02/16/2032 0.09
Level 3 Financing Inc 3.75 07/15/2029 0.09
International Consolidated Airlines 2.75 03/25/2025 0.09
Centene Corp 4.25 12/15/2027 0.09
Prestige Brands Inc 3.75 04/01/2031 0.08
Match Group Holdings II LLC 4.62 06/01/2028 0.08
Braskem Netherlands Finance BV 4.50 01/31/2030 0.08
Erste Group Bank AG 4.25 12/31/2099 0.08
Cable Onda SA 4.50 01/30/2030 0.08
Volkswagen International Finance NV 4.62 12/31/2059 0.08
Guatemala Government Bond 3.70 10/07/2033 0.08
Banco Mercantil del Norte SA/Grand 5.88 12/31/2049 0.08
ING Groep NV 6.75 12/31/2099 0.08
Tenet Healthcare Corp 4.88 01/01/2026 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.08
Alpek SAB de CV 3.25 02/25/2031 0.08
Goldman Sachs International 09/23/2022 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
WMG Acquisition Corp 3.75 12/01/2029 0.08
Bahamas Government International Bo 9.00 06/16/2029 0.08
Nigeria Government International Bo 8.38 03/24/2029 0.08
Angolan Government International Bo 8.75 04/14/2032 0.08
Suzano Austria GmbH 2.50 09/15/2028 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Adani Electricity Mumbai Ltd 3.87 07/22/2031 0.08
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2049 0.08
African Development Bank 0.00 01/17/2050 0.08
International Consolidated Airlines 1.50 07/04/2027 0.08
Nigeria Government International Bo 6.50 11/28/2027 0.08
HCA Inc 4.12 06/15/2029 0.07
Gray Escrow II Inc 5.38 11/15/2031 0.07
OCP SA 3.75 06/23/2031 0.07
CSC Holdings LLC 5.75 01/15/2030 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
CHS/Community Health Systems Inc 8.00 12/15/2027 0.07
LCH.Clearnet LLC 07/15/2031 0.07
USD/CLP CFWD2022921 09/21/2022 0.07
Gap Inc/The 3.62 10/01/2029 0.07
Vodafone Group PLC 4.12 06/04/2081 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.07
Hess Midstream Operations LP 5.62 02/15/2026 0.07
Clearway Energy Operating LLC 4.75 03/15/2028 0.07
JB Poindexter & Co Inc 7.12 04/15/2026 0.07
Terminix Co LLC/The 7.45 08/15/2027 0.07
United Natural Foods Inc 4.89 10/22/2025 0.07
Iraq International Bond 5.80 01/15/2028 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
Apache Corp 7.75 12/15/2029 0.07
LCH.Clearnet LLC 01/27/2031 0.07
Mastr Asset Backed Securities Trust 1.72 08/25/2036 0.07
Asbury Automotive Group Inc 4.62 11/15/2029 0.07
LCH.Clearnet LLC 01/29/2031 0.07
Centene Corp 4.62 12/15/2029 0.07
Ecuador Government International Bo 5.00 07/31/2030 0.07
LCH.Clearnet LLC 02/17/2027 0.07
OneMain Finance Corp 6.88 03/15/2025 0.07
LCH.Clearnet LLC 02/11/2031 0.06
Heimstaden Bostad AB 3.38 12/31/2049 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
LCH.Clearnet LLC 06/09/2033 0.06
JBS USA LUX SA / JBS USA Food Co / 5.75 04/01/2033 0.06
Melco Resorts Finance Ltd 5.75 07/21/2028 0.06
USA Compression Partners LP / USA C 6.88 09/01/2027 0.06
RHP Hotel Properties LP / RHP Finan 4.75 10/15/2027 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Altice France SA/France 8.12 02/01/2027 0.06
American Builders & Contractors Sup 4.00 01/15/2028 0.06
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.06
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.06
Callon Petroleum Co 8.00 08/01/2028 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
Clarivate Science Holdings Corp 4.88 07/01/2029 0.06
Gartner Inc 4.50 07/01/2028 0.06
United States International Develop 3.13 04/15/2028 0.06
Dominican Republic International Bo 5.30 01/21/2041 0.06
CSC Holdings LLC 5.50 04/15/2027 0.06
Egypt Government International Bond 8.88 05/29/2050 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.06
Guatemala Government Bond 4.90 06/01/2030 0.06
Great Lakes Dredge & Dock Corp 5.25 06/01/2029 0.06
Sprint Capital Corp 8.75 03/15/2032 0.06
EnerSys 4.38 12/15/2027 0.06
Endo Luxembourg Finance Co I Sarl 6.69 03/27/2028 0.06
JPMorgan Chase Bank NA 02/21/2023 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Lithia Motors Inc 3.88 06/01/2029 0.06
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.06
USD/EUR CFWD2022830 08/30/2022 0.06
EnerSys 5.00 04/30/2023 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Everi Holdings Inc 5.00 07/15/2029 0.06
VZ Secured Financing BV 5.00 01/15/2032 0.06
Encompass Health Corp 4.50 02/01/2028 0.06
Calpine Corp 3.75 03/01/2031 0.06
Papa John's International Inc 3.88 09/15/2029 0.06
Midwest Gaming Borrower LLC / Midwe 4.88 05/01/2029 0.06
Nabors Industries Inc 7.38 05/15/2027 0.06
Clydesdale Acquisition Holdings Inc 6.62 04/15/2029 0.06
Valvoline Inc 3.62 06/15/2031 0.06
NESCO Holdings II Inc 5.50 04/15/2029 0.06
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.06
SunCoke Energy Inc 4.88 06/30/2029 0.06
Mueller Water Products Inc 4.00 06/15/2029 0.06
Select Medical Corp 6.25 08/15/2026 0.06
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.05
Entegris Escrow Corp 4.75 04/15/2029 0.05
Network i2i Ltd 5.65 12/31/2099 0.05
Intrado Corp 5.38 07/15/2022 0.05
EQM Midstream Partners LP 6.50 07/01/2027 0.05
Dun & Bradstreet Corp/The 4.27 02/06/2026 0.05
Entegris Escrow Corp 5.95 06/15/2030 0.05
1011778 BC ULC / New Red Finance In 4.00 10/15/2030 0.05
PetSmart LLC 4.50 02/11/2028 0.05
Scripps Escrow II Inc 3.88 01/15/2029 0.05
OneMain Finance Corp 7.12 03/15/2026 0.05
Holly Energy Partners LP / Holly En 6.38 04/15/2027 0.05
Macy's Retail Holdings LLC 5.88 04/01/2029 0.05
Twilio Inc 3.62 03/15/2029 0.05
Yum! Brands Inc 5.38 04/01/2032 0.05
Rayonier AM Products Inc 7.62 01/15/2026 0.05
Rockies Express Pipeline LLC 4.80 05/15/2030 0.05
Mohegan Gaming & Entertainment 8.00 02/01/2026 0.05
Kontoor Brands Inc 4.12 11/15/2029 0.05
FirstCash Inc 5.62 01/01/2030 0.05
USD/MXN CFWD2022830 08/30/2022 0.05
NGL Energy Operating LLC / NGL Ener 7.50 02/01/2026 0.05
Precision Drilling Corp 6.88 01/15/2029 0.05
USD/BRL CFWD202275 07/05/2022 0.05
Credit Agricole SA 4.00 12/31/2049 0.05
IRB Holding Corp 4.24 12/15/2027 0.05
Network i2i Ltd 3.98 12/31/2049 0.05
Fannie Mae Connecticut Avenue Secur 4.02 05/25/2030 0.05
Service Properties Trust 4.38 02/15/2030 0.05
Novelis Corp 4.75 01/30/2030 0.05
Lamar Media Corp 3.62 01/15/2031 0.05
HCA Inc 5.38 02/01/2025 0.05
Ford Motor Co 3.25 02/12/2032 0.05
Hudbay Minerals Inc 6.12 04/01/2029 0.05
Vistra Operations Co LLC 4.38 05/01/2029 0.05
HCA Inc 5.62 09/01/2028 0.05
USD/CAD CFWD2022830 08/30/2022 0.05
USD/NOK CFWD2022830 08/30/2022 0.05
FREMF 2017-K62 Mortgage Trust 4.01 01/25/2050 0.05
Sirius XM Radio Inc 4.00 07/15/2028 0.05
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.05
Lumen Technologies Inc 7.60 09/15/2039 0.05
Vistra Operations Co LLC 5.00 07/31/2027 0.05
JPMorgan Chase Bank NA 02/16/2023 0.04
USD/EUR CFWD2022830 08/30/2022 0.04
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.04
USD/PLN CFWD2022830 08/30/2022 0.04
Valaris Ltd 8.25 04/30/2028 0.04
Navient Corp 6.12 03/25/2024 0.04
USD/MXN CFWD2022830 08/30/2022 0.04
USD/EUR CFWD2022830 08/30/2022 0.04
USD/AUD CFWD2022830 08/30/2022 0.04
Ecuador Government International Bo 0.00 07/31/2030 0.04
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.04
Rockies Express Pipeline LLC 6.88 04/15/2040 0.04
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.04
Marriott International Inc/MD 4.62 06/15/2030 0.04
LCH.Clearnet LLC 03/07/2032 0.04
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.04
Bank of America NA 02/22/2023 0.04
Netflix Inc 5.38 11/15/2029 0.04
Netflix Inc 5.88 11/15/2028 0.04
USD/ZAR CFWD2022830 08/30/2022 0.04
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.04
Morgan Stanley Bank of America Merr 5.02 02/15/2047 0.04
Occidental Petroleum Corp 6.12 01/01/2031 0.04
Klabin Austria GmbH 5.75 04/03/2029 0.04
LCH.Clearnet LLC 03/07/2032 0.04
Morgan Stanley Capital Services LLC 10/27/2022 0.04
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.04
Diversified Healthcare Trust 9.75 06/15/2025 0.04
CME Group Inc 03/06/2025 0.04
DT AUTO OWNER TRUST DTAOT_19-2A 3.48 02/18/2025 0.04
Navient Corp 5.00 03/15/2027 0.04
Occidental Petroleum Corp 6.20 03/15/2040 0.04
Ford Motor Credit Co LLC 4.39 01/08/2026 0.04
USD/SEK CFWD2022830 08/30/2022 0.04
USD/PLN CFWD2022830 08/30/2022 0.03
LCM Investments Holdings II LLC 4.88 05/01/2029 0.03
Connecticut Avenue Securities Trust 4.02 04/25/2031 0.03
Altice France SA/France 5.12 07/15/2029 0.03
Dominican Republic International Bo 4.50 01/30/2030 0.03
USD/SEK CFWD2022729 07/29/2022 0.03
USD/ZAR CFWD2022711 07/11/2022 0.03
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.03
LCH.Clearnet LLC 12/09/2032 0.03
Altice France SA/France 5.50 10/15/2029 0.03
Navient Corp 5.88 10/25/2024 0.03
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.03
Sensata Technologies BV 4.00 04/15/2029 0.03
Citigroup Commercial Mortgage Trust 1.22 10/12/2050 0.03
USD/EUR CFWD2022830 08/30/2022 0.03
Intercontinental Exchange Inc 1.00 06/20/2027 0.03
USD/GBP CFWD2022830 08/30/2022 0.03
USD/ZAR CFWD2022830 08/30/2022 0.03
Diversified Healthcare Trust 4.75 05/01/2024 0.03
Navient Corp 6.75 06/25/2025 0.03
Gartner Inc 3.62 06/15/2029 0.03
CSC Holdings LLC 4.50 11/15/2031 0.03
Macy's Retail Holdings LLC 4.50 12/15/2034 0.03
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.03
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.03
HCA Inc 5.88 02/01/2029 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.03
Medline Borrower LP 3.88 04/01/2029 0.03
YPF SA 0.03
USD/ZAR CFWD2022830 08/30/2022 0.03
Morgan Stanley Capital Services LLC 12/07/2022 0.03
PetSmart Inc / PetSmart Finance Cor 4.75 02/15/2028 0.03
Ford Motor Co 4.75 01/15/2043 0.03
Bausch Health Cos Inc 4.88 06/01/2028 0.03
USD/GBP CFWD2022830 08/30/2022 0.03
Ford Motor Credit Co LLC 3.38 11/13/2025 0.03
Occidental Petroleum Corp 6.95 07/01/2024 0.02
Cogent Communications Group Inc 7.00 06/15/2027 0.02
LCH.Clearnet LLC 01/17/2027 0.02
USD/GBP CFWD2022830 08/30/2022 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
EQM Midstream Partners LP 4.75 01/15/2031 0.02
Valaris Ltd 8.25 04/30/2028 0.02
iStar Inc 5.50 02/15/2026 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Rockies Express Pipeline LLC 4.95 07/15/2029 0.02
LCH.Clearnet LLC 10/11/2026 0.02
USD/GBP CFWD2022830 08/30/2022 0.02
USD/GBP CFWD2022830 08/30/2022 0.02
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
LCH.Clearnet LLC 10/19/2026 0.02
Ford Motor Credit Co LLC 4.95 05/28/2027 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
T-Mobile USA Inc 5.38 04/15/2027 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
USD/EUR CFWD2022830 08/30/2022 0.02
Virgin Media Finance PLC 5.00 07/15/2030 0.02
USD/AUD CFWD2022830 08/30/2022 0.02
USD/EUR CFWD2022830 08/30/2022 0.02
LCH.Clearnet LLC 02/24/2031 0.02
USD/NZD CFWD2022830 08/30/2022 0.02
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.02
USD/MXN CFWD2022830 08/30/2022 0.02
USD/NZD CFWD2022830 08/30/2022 0.02
LCH.Clearnet LLC 06/24/2032 0.02
USD/JPY CFWD2022830 08/30/2022 0.02
USD/CLP CFWD2022831 08/31/2022 0.02
EQM Midstream Partners LP 7.50 06/01/2027 0.02
UBS Commercial Mortgage Trust 2017- 1.12 11/15/2050 0.02
CCG Receivables Trust 3.22 09/14/2026 0.02
USD/NZD CFWD2022830 08/30/2022 0.02
Intercontinental Exchange Inc 1.00 06/20/2027 0.02
LCH.Clearnet LLC 06/23/2025 0.02
Standard Chartered Bank/New York 04/11/2024 0.02
USD/EUR CFWD2022830 08/30/2022 0.02
DISH DBS Corp 7.75 07/01/2026 0.02
Clarios Global LP 6.75 05/15/2025 0.02
Navient Corp 6.75 06/15/2026 0.02
FANNIE MAE CONNECTICUT AVENUE SECUR 3.77 09/25/2031 0.02
Morgan Stanley Capital Services LLC 10/11/2022 0.02
Diversified Healthcare Trust 4.38 03/01/2031 0.02
LCH.Clearnet LLC 06/10/2032 0.02
El Salvador Government Internationa 5.88 01/30/2025 0.02
Allison Transmission Inc 4.75 10/01/2027 0.02
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.02
CSC Holdings LLC 5.88 09/15/2022 0.02
USD/EUR CFWD2022830 08/30/2022 0.02
USD/GBP CFWD2022830 08/30/2022 0.01
JPMorgan Chase Bank NA 02/05/2024 0.01
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.01
1011778 BC ULC / New Red Finance In 3.88 01/15/2028 0.01
USD/CLP CFWD2022713 07/13/2022 0.01
Asbury Automotive Group Inc 4.50 03/01/2028 0.01
CME Group Inc 01/02/2025 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
Benchmark 2018-B1 Mortgage Trust 0.63 01/15/2051 0.01
USD/BRL CFWD202275 07/05/2022 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
Clarios Global LP / Clarios US Fina 8.50 05/15/2027 0.01
RUB/USD CFWD2022822 08/22/2022 0.01
Iliad Holding SASU 6.50 10/15/2026 0.01
Wells Fargo Commercial Mortgage Tru 1.02 12/15/2050 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
LCH.Clearnet LLC 03/09/2027 0.01
Goldman Sachs International 11/23/2022 0.01
Occidental Petroleum Corp 8.50 07/15/2027 0.01
Goldman Sachs International 09/28/2022 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
Bank of America NA 03/24/2023 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
RUB/USD CFWD2023227 02/27/2023 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
CLAIRES HOLDINGS LLC 0.01
HCA Inc 5.88 02/15/2026 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
USD/GBP CFWD2022830 08/30/2022 0.01
Targa Resources Partners LP / Targa 4.88 02/01/2031 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Fannie Mae REMICS 18.25 06/25/2036 0.01
Bank of America NA 03/16/2024 0.01
Bank of America NA 09/28/2022 0.01
USD/BRL CFWD20221014 10/14/2022 0.01
Fannie Mae REMICS 18.61 03/25/2036 0.01
LCH.Clearnet LLC 03/09/2024 0.01
USD/GBP CFWD2022830 08/30/2022 0.01
USD/BRL CFWD202282 08/02/2022 0.01
USD/PLN CFWD2022830 08/30/2022 0.01
USD/JPY CFWD2022830 08/30/2022 0.01
DISH Network Corp Conv Bnd 3.38 08/15/2026 0.01
Bank of America NA 10/31/2022 0.01
Claire's Stores Inc 8.17 12/18/2026 0.01
LCH.Clearnet LLC 05/24/2024 0.01
Sprint Corp 7.62 03/01/2026 0.01
Vistra Corp 7.00 12/31/2059 0.01
CSC Holdings LLC 5.00 11/15/2031 0.01
LCH.Clearnet LLC 05/26/2024 0.01
RUB/USD CFWD2022822 08/22/2022 0.01
Murray Energy Corp 0.01
Goldman Sachs International 12/12/2022 0.01
Morgan Stanley Capital I 2017-HR2 0.92 12/15/2050 0.01
Freddie Mac REMICS 19.90 08/15/2035 0.01
CD 2017-CD6 Mortgage Trust 1.06 11/13/2050 0.01
JPMorgan Chase Bank NA 1.00 06/20/2027 0.01
Fannie Mae Grantor Trust 2001-T10 0.38 12/25/2041 0.01
CSC Holdings LLC 4.62 12/01/2030 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Sensata Technologies BV 5.62 11/01/2024 0.01
USD/CAD CFWD2022830 08/30/2022 0.01
LCH.Clearnet LLC 09/15/2052 0.01
USD/ZAR CFWD2022830 08/30/2022 0.01
USD/NOK CFWD2022830 08/30/2022 0.01
Connecticut Avenue Securities Trust 3.92 08/25/2031 0.01
Roller Bearing Co of America Inc 4.38 10/15/2029 0.01
USD/AUD CFWD2022830 08/30/2022 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
USD/AUD CFWD2022830 08/30/2022 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
USD/GBP CFWD2022830 08/30/2022 0.01
Citigroup Mortgage Loan Trust 2006- 3.15 10/25/2035 0.01
USD/EUR CFWD2022830 08/30/2022 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
JPMorgan Chase Bank NA 07/17/2023 0.01
Fannie Mae REMICS 4.92 06/25/2037 0.01
BRL/USD CFWD202275 07/05/2022 0.01
New Enterprise Stone & Lime Co Inc 5.25 07/15/2028 0.01
LCH.Clearnet LLC 04/18/2025 0.01
Bank of America NA 12/05/2022 0.01
USD/BRL CFWD202282 08/02/2022 0.01
Bank of America NA 03/24/2023 0.01
Morgan Stanley Capital Services LLC 09/01/2022 0.01
Fannie Mae Interest Strip 5.50 11/25/2033 0.01
International Finance Corp 0.00 02/15/2029 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Fannie Mae REMICS 2.56 06/25/2037 0.00
Precision Drilling Corp 7.12 01/15/2026 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Dana Inc 5.38 11/15/2027 0.00
Freddie Mac Multifamily Structured 0.79 02/25/2026 0.00
Government National Mortgage Associ 5.14 04/16/2041 0.00
RUB/USD CFWD2023222 02/22/2023 0.00
LCH.Clearnet LLC 05/13/2024 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Fannie Mae REMICS 2.12 12/25/2032 0.00
RUB/USD CFWD2023217 02/17/2023 0.00
LCH.Clearnet LLC 05/13/2024 0.00
LCH.Clearnet LLC 06/09/2025 0.00
USD/BRL CFWD202275 07/05/2022 0.00
Fannie Mae REMICS 5.08 05/25/2035 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
LCH.Clearnet LLC 09/21/2024 0.00
Fannie Mae REMICS 2.62 04/25/2032 0.00
Goldman Sachs International 09/09/2022 0.00
0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Goldman Sachs International 11/17/2022 0.00
Freddie Mac REMICS 2.32 02/15/2032 0.00
Freddie Mac REMICS 2.32 03/15/2032 0.00
CNY/USD CFWD2022830 08/30/2022 0.00
Freddie Mac REMICS 2.32 02/15/2032 0.00
BRL/USD CFWD202275 07/05/2022 0.00
Four Seasons Hotels Ltd 3.67 11/30/2023 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae REMICS 4.53 12/25/2042 0.00
Fannie Mae REMICS 6.58 01/25/2033 0.00
Government National Mortgage Associ 5.04 04/16/2037 0.00
JPMorgan Chase Bank NA 09/22/2022 0.00
GSR Mortgage Loan Trust 2005-AR4 3.57 07/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
JP Morgan Mortgage Trust 2007-A1 2.42 07/25/2035 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Intercontinental Exchange Inc 1.00 06/20/2027 0.00
Freddie Mac REMICS 2.32 02/15/2032 0.00
Fannie Mae REMICS 5.61 09/25/2036 0.00
Freddie Mac REMICS 5.40 05/15/2035 0.00
Intercontinental Exchange Inc 1.00 06/20/2027 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
LCH.Clearnet LLC 05/31/2032 0.00
JPMorgan Chase Bank NA 5.00 12/20/2022 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
JPMorgan Chase Bank NA 08/22/2022 0.00
USD/GBP CFWD2022830 08/30/2022 0.00
Fannie Mae REMICS 2.10 10/18/2032 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 2.02 11/25/2033 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Freddie Mac REMICS 5.38 01/15/2035 0.00
Freddie Mac REMICS 4.83 07/15/2035 0.00
WaMu Mortgage Pass-Through Certific 2.50 10/25/2033 0.00
USD/EUR CFWD2022830 08/30/2022 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae REMICS 4.98 05/25/2035 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
USD/GBP CFWD2022830 08/30/2022 0.00
EUR/USD CFWD2022830 08/30/2022 0.00
Fannie Mae Grantor Trust 2001-T3 0.63 11/25/2040 0.00
LCH.Clearnet LLC 05/11/2024 0.00
Mcdermott International Ltd Wts 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
Freddie Mac REMICS 4.75 05/15/2038 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
CME Group Inc 09/08/2032 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Bank of America NA 07/18/2022 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Intercontinental Exchange Inc 1.00 06/20/2025 0.00
Fannie Mae REMICS 6.63 05/25/2033 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Fannie Mae REMICS 5.93 10/25/2033 0.00
EUR/USD CFWD2022830 08/30/2022 0.00
Freddie Mac REMICS 5.73 10/15/2033 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
USD/BRL CFWD202282 08/02/2022 0.00
USD/CAD CFWD2022830 08/30/2022 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Mcdermott International Ltd 0.00
Goldman Sachs International 08/12/2022 0.00
Fannie Mae REMICS 2.62 04/25/2032 0.00
UBS AG 09/09/2022 0.00
CME Group Inc 05/09/2032 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Freddie Mac REMICS 5.68 12/15/2037 0.00
Fannie Mae REMICS 6.30 11/18/2031 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
CWHEQ Revolving Home Equity Loan Tr 1.47 11/15/2036 0.00
Fannie Mae REMICS 4.93 10/25/2041 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Fannie Mae REMICS 2.62 09/25/2032 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Bank of America NA 05/24/2025 0.00
Freddie Mac REMICS 5.40 05/15/2035 0.00
USD P THB C @34.1000 DO 33.4000 08/19/2022 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Bank of America NA 07/27/2022 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Fannie Mae REMICS 5.13 05/25/2035 0.00
USD/GBP CFWD2022830 08/30/2022 0.00
Party City Holdco Inc 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Freddie Mac REMICS 4.93 12/15/2039 0.00
JPMorgan Chase Bank NA 09/09/2022 0.00
USD/EUR CFWD2022830 08/30/2022 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae REMICS 2.62 12/25/2032 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
BRL/USD CFWD202275 07/05/2022 0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 6.63 02/25/2033 0.00
Freddie Mac REMICS 1.97 07/15/2029 0.00
USD/EUR CFWD2022830 08/30/2022 0.00
USD/JPY CFWD2022830 08/30/2022 0.00
CWHEQ Revolving Home Equity Loan Tr 1.55 12/15/2035 0.00
McDermott - Warrants A 0.00
Fannie Mae REMICS 4.43 03/25/2035 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Fannie Mae REMICS 6.38 07/25/2032 0.00
USD/EUR CFWD2022830 08/30/2022 0.00
Fannie Mae REMICS 6.50 12/18/2032 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 6.40 03/18/2032 0.00
UBS AG 09/06/2022 0.00
USD/GBP CFWD2022830 08/30/2022 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 4.68 04/15/2038 0.00
Fannie Mae REMICS 6.48 03/25/2032 0.00
Fannie Mae REMICS 6.38 07/25/2032 0.00
Freddie Mac REMICS 1.77 02/15/2029 0.00
COMM 2012-CCRE5 Mortgage Trust 1.65 12/10/2045 0.00
Bank of America NA 08/15/2022 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Goldman Sachs International 08/26/2021 0.00
Freddie Mac REMICS 1.82 01/15/2033 0.00
USD/BRL CFWD202282 08/02/2022 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Fannie Mae REMICS 6.48 04/25/2032 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 6.78 06/15/2029 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Fannie Mae REMICS 5.38 04/25/2032 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae REMICS 5.98 06/25/2026 0.00
Fannie Mae REMICS 6.18 04/25/2032 0.00
Fannie Mae REMICS 6.38 09/25/2032 0.00
Fannie Mae REMICS 6.33 01/25/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
JPMorgan Chase Bank NA 07/27/2022 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Fannie Mae REMICS 6.50 12/18/2032 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
BRL/USD CFWD202275 07/05/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 4.68 03/15/2024 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Bank of America NA 07/22/2022 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
USD/MXN CFWD2022830 08/30/2022 0.00
Freddie Mac REMICS 5.43 02/15/2035 0.00
Freddie Mac REMICS 7.63 08/15/2029 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae REMICS 4.43 07/25/2038 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Sabine Oil & Gas Holdings Inc 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Fannie Mae REMICS 5.13 03/25/2035 0.00
Freddie Mac REMICS 1.50 07/15/2023 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Ginnie Mae II Pool 1.62 07/20/2027 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Freddie Mac REMICS 7.18 07/17/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Vendee Mortgage Trust 1995-2 0.79 06/15/2025 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 6.28 11/25/2031 0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Fannie Mae REMICS 6.30 12/18/2031 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Freddie Mac REMICS 7.18 07/17/2028 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Goldman Sachs International 07/08/2022 0.00
Goldman Sachs International 07/08/2022 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
USD P INR C @74.0000 DO 72.0000 07/06/2022 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Morgan Stanley Capital Services LLC 07/11/2022 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Fannie Mae REMICS 5.08 02/25/2024 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
EUR/USD CFWD2022830 08/30/2022 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
Deutsche Mortgage Securities Inc 2.05 07/22/2036 0.00
MOS RU-MTG TRS 5.00 08/22/2034 0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
JPMorgan Chase Bank NA 07/27/2022 -0.00
Morgan Stanley Capital Services LLC 07/07/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/BRL CFWD202275 07/05/2022 -0.00
LCH.Clearnet LLC 06/10/2025 -0.00
BRL/USD CFWD202275 07/05/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
LCH.Clearnet LLC 06/13/2027 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
USD/CNY CFWD2022830 08/30/2022 -0.00
USD/BRL CFWD202275 07/05/2022 -0.00
BRL/USD CFWD202275 07/05/2022 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
SEK/USD CFWD2022830 08/30/2022 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
CME Group Inc 05/24/2032 -0.00
KRW/USD CFWD2022921 09/21/2022 -0.00
USD/CNY CFWD2022830 08/30/2022 -0.00
USD/CNY CFWD2022830 08/30/2022 -0.00
USD/CNY CFWD2022830 08/30/2022 -0.00
GBP/USD CFWD2022830 08/30/2022 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.00
CME Group Inc 05/16/2032 -0.00
USD/BRL CFWD202275 07/05/2022 -0.00
Goldman Sachs International 12/12/2022 -0.00
AUD/USD CFWD2022830 08/30/2022 -0.00
CLP/USD CFWD2022831 08/31/2022 -0.00
Goldman Sachs International 07/18/2022 -0.00
LCH.Clearnet LLC 09/21/2024 -0.00
EUR/USD CFWD2022830 08/30/2022 -0.01
COP/USD CFWD2022921 09/21/2022 -0.01
USD/BRL CFWD202275 07/05/2022 -0.01
BRL/USD CFWD202282 08/02/2022 -0.01
INR/USD CFWD2022921 09/21/2022 -0.01
BRL/USD CFWD202275 07/05/2022 -0.01
Morgan Stanley Capital Services LLC 07/20/2022 -0.01
LCH.Clearnet LLC 05/25/2027 -0.01
MXN/USD CFWD2022830 08/30/2022 -0.01
JPMorgan Chase Bank NA 09/22/2022 -0.01
CME Group Inc 09/18/2024 -0.01
EUR/USD CFWD2022830 08/30/2022 -0.01
EUR/USD CFWD2022830 08/30/2022 -0.01
MXN/USD CFWD2022830 08/30/2022 -0.01
MXN/USD CFWD2022830 08/30/2022 -0.01
USD/RUB CFWD2022916 09/16/2022 -0.01
GBP/USD CFWD2022830 08/30/2022 -0.01
GBP/USD CFWD2022830 08/30/2022 -0.01
Morgan Stanley Capital Services LLC 10/27/2022 -0.01
Intercontinental Exchange Inc 1.00 06/20/2027 -0.01
Bank of America NA 10/31/2022 -0.02
Morgan Stanley Capital Services LLC 09/01/2022 -0.02
Morgan Stanley Capital Services LLC 10/11/2022 -0.02
CME Group Inc 01/02/2029 -0.02
EUR/USD CFWD2022830 08/30/2022 -0.02
LCH.Clearnet LLC 06/24/2025 -0.02
USD/RUB CFWD2023217 02/17/2023 -0.02
LCH.Clearnet LLC 06/20/2032 -0.02
JPY/USD CFWD2022830 08/30/2022 -0.02
JPMorgan Chase Bank NA 07/27/2022 -0.02
CME Group Inc 01/02/2029 -0.02
AUD/USD CFWD2022830 08/30/2022 -0.02
EUR/USD CFWD2022729 07/29/2022 -0.02
CZK/USD CFWD2022830 08/30/2022 -0.02
Bank of America NA 09/12/2022 -0.02
USD/RUB CFWD2023222 02/22/2023 -0.02
LCH.Clearnet LLC 01/17/2023 -0.02
THB/USD CFWD2022830 08/30/2022 -0.03
CAD/USD CFWD2022830 08/30/2022 -0.03
NZD/USD CFWD2022830 08/30/2022 -0.03
CAD/USD CFWD2022830 08/30/2022 -0.03
Goldman Sachs International 11/23/2022 -0.03
JPY/USD CFWD2022830 08/30/2022 -0.03
GBP/USD CFWD2022830 08/30/2022 -0.03
NOK/USD CFWD2022830 08/30/2022 -0.03
Morgan Stanley & Co International P 08/09/2022 -0.03
Goldman Sachs International 09/23/2022 -0.03
ZAR/USD CFWD2022830 08/30/2022 -0.04
NZD/USD CFWD2022830 08/30/2022 -0.04
Bank of America NA 12/09/2022 -0.04
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.04
Chicago Mercantile Exchange Inc 01/04/2027 -0.04
LCH.Clearnet LLC 05/25/2027 -0.04
USD/RUB CFWD2022822 08/22/2022 -0.04
Goldman Sachs International 11/10/2022 -0.04
Morgan Stanley Capital Services LLC 10/27/2022 -0.04
USD/RUB CFWD2023227 02/27/2023 -0.05
USD/RUB CFWD2022916 09/16/2022 -0.05
Bank of America NA 12/07/2022 -0.05
NOK/USD CFWD2022830 08/30/2022 -0.05
AUD/USD CFWD2022830 08/30/2022 -0.05
ZAR/USD CFWD2022830 08/30/2022 -0.05
ZAR/USD CFWD2022830 08/30/2022 -0.05
JPMorgan Chase Bank NA 5.00 12/20/2025 -0.05
CME Group Inc 01/02/2031 -0.05
Morgan Stanley Capital Services LLC 08/08/2022 -0.05
Goldman Sachs International 09/23/2022 -0.06
CME Group Inc 01/04/2027 -0.06
JPMorgan Chase Bank NA 07/07/2022 -0.06
AUD/USD CFWD2022830 08/30/2022 -0.06
LCH.Clearnet LLC 06/09/2032 -0.06
MXN/USD CFWD2022830 08/30/2022 -0.06
SEK/USD CFWD2022830 08/30/2022 -0.07
Goldman Sachs International 12/13/2022 -0.07
PLN/USD CFWD2022830 08/30/2022 -0.08
Goldman Sachs International 5.00 12/20/2024 -0.08
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.08
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.08
JPMorgan Chase Bank NA 02/17/2023 -0.09
Goldman Sachs International 08/22/2022 -0.09
Goldman Sachs International 09/13/2022 -0.09
EUR/USD CFWD2022830 08/30/2022 -0.10
JPMorgan Chase Bank NA 09/21/2022 -0.10
LCH.Clearnet LLC 06/02/2052 -0.11
JPMorgan Chase Bank NA 05/26/2025 -0.11
Morgan Stanley Capital Services LLC 09/14/2022 -0.11
JPMorgan Chase Bank NA 04/21/2023 -0.11
-0.12
Intercontinental Exchange Inc 5.00 06/20/2027 -0.13
JPMorgan Chase Bank NA 06/12/2023 -0.13
CLP/USD CFWD2022921 09/21/2022 -0.14
LCH.Clearnet LLC 09/02/2052 -0.14
USD/RUB CFWD2022916 09/16/2022 -0.16
Bank of America NA 06/13/2023 -0.16
Goldman Sachs International 06/16/2023 -0.17
Bank of America NA 11/28/2022 -0.17
Goldman Sachs International 5.00 12/20/2025 -0.19
JPMorgan Chase Bank NA 02/17/2023 -0.20
Morgan Stanley Capital Services LLC 12/05/2022 -0.23
Goldman Sachs International 04/22/2024 -0.24
BRL/USD CFWD202275 07/05/2022 -0.26
JPMorgan Chase Bank NA 02/16/2023 -0.28
Morgan Stanley Capital Services LLC 12/05/2022 -0.29
Morgan Stanley Capital Services LLC 12/07/2022 -0.31
Goldman Sachs International 12/16/2022 -0.33
Goldman Sachs International 12/15/2022 -0.36
Bank of America NA 12/15/2022 -0.40
LCH.Clearnet LLC 03/03/2032 -0.42
Morgan Stanley Capital Services LLC 06/07/2023 -0.52
Morgan Stanley Capital Services LLC 04/22/2024 -0.61
NOK/EUR CFWD2022825 08/25/2022 -0.77