Invesco Global Strategic Income Fund
as of 09/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
CASH & EQUIVALENTS
0.00
11.04
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2027
5.37
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2025
3.96
Invesco Global Strategic Income Fun
2.49
Invesco Treasury Portfolio
2.16
Invesco Government & Agency Portfol
1.89
Republic of South Africa Government
8.00
01/31/2030
1.89
INVESCO LIQUID ASSET CASH MF
1.36
Mexican Bonos
7.75
05/29/2031
1.29
Republic of Poland Government Bond
1.75
04/25/2032
1.09
Morgan Stanley Capital Services LLC
06/07/2023
1.01
Invesco Senior Loan ETF
0.99
0.94
United States Treasury Inflation In
0.12
02/15/2052
0.86
Argentina Treasury Bond BONCER
2.00
11/09/2026
0.81
Colombian TES
7.75
09/18/2030
0.79
YPF SA
0.78
Morgan Stanley Capital Services LLC
12/07/2022
0.77
NOK/EUR CFWD20221128
11/28/2022
0.71
Colombian TES
7.25
10/26/2050
0.65
China Government Bond
3.53
10/18/2051
0.63
Colombian TES
7.00
06/30/2032
0.63
India Government Bond
7.26
08/22/2032
0.63
Ford Motor Credit Co LLC
5.12
06/16/2025
0.62
Petroleos Mexicanos
6.50
03/13/2027
0.56
Mexico Remittances Funding Fiduciar
4.88
01/15/2028
0.55
Republic of South Africa Government
8.88
02/28/2035
0.55
British Telecommunications PLC
4.25
11/23/2081
0.55
Corp Andina de Fomento
6.82
02/22/2031
0.53
Bonos de la Tesoreria de la Republi
2.80
10/01/2033
0.53
Arconic Corp
6.12
02/15/2028
0.51
Sempra Energy
4.12
04/01/2052
0.51
Republic of South Africa Government
8.50
01/31/2037
0.50
Kraft Heinz Foods Co
5.20
07/15/2045
0.50
India Government Bond
6.54
01/17/2032
0.49
USD/BRL CFWD2022104
10/04/2022
0.46
Republic of South Africa Government
8.25
03/31/2032
0.45
New Zealand Government Bond
2.75
05/15/2051
0.45
Charles Schwab Corp/The
5.38
12/31/2099
0.44
Southern Co/The
4.00
01/15/2051
0.44
Indonesia Asahan Aluminium Persero
4.75
05/15/2025
0.44
Dell International LLC / EMC Corp
6.20
07/15/2030
0.44
General Motors Co
6.80
10/01/2027
0.43
Boeing Co/The
4.51
05/01/2023
0.42
Melco Resorts Finance Ltd
4.88
06/06/2025
0.42
Plains All American Pipeline LP / P
4.50
12/15/2026
0.41
Eurosail-UK 2007-2np PLC
1.73
03/13/2045
0.41
Warnermedia Holdings Inc
3.43
03/15/2024
0.41
Marriott International Inc/MD
3.50
10/15/2032
0.41
Enbridge Inc
7.38
01/15/2083
0.41
Lloyds Banking Group PLC
4.72
08/11/2026
0.41
Freddie Mac STACR REMIC Trust 2022-
5.18
04/25/2042
0.40
HP Inc
4.75
01/15/2028
0.40
Oman Government International Bond
4.75
06/15/2026
0.39
Bancolombia SA
4.88
10/18/2027
0.39
Credit Suisse Group AG
6.25
12/29/2049
0.38
Standard Chartered PLC
5.20
01/26/2024
0.38
Mercury Chile Holdco LLC
6.50
01/24/2027
0.38
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.37
ING Groep NV
5.75
12/31/2059
0.37
Uber Technologies Inc Conv Bnd
0.00
12/15/2025
0.36
Petroleos Mexicanos
8.75
06/02/2029
0.36
Bank Tabungan Negara Persero Tbk PT
4.20
01/23/2025
0.36
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.36
Morgan Stanley Reremic Trust
6.00
11/26/2036
0.35
Alba 2007-1 PLC
3.19
03/17/2039
0.34
Freeport-McMoRan Inc
4.62
08/01/2030
0.33
Cooperatieve Rabobank UA
4.38
12/31/2099
0.33
Freddie Mac STACR REMIC Trust 2022-
4.28
04/25/2042
0.33
Gatwick Airport Finance PLC
4.38
04/07/2026
0.33
Vodafone Group PLC
3.25
06/04/2081
0.33
Eurosail 2006-2bl PLC
5.19
12/15/2044
0.32
ING Groep NV
6.50
12/31/2049
0.30
Electricite de France SA
5.38
12/31/2049
0.30
Prosil Acquisition SA
2.24
10/31/2039
0.30
Argentina Treasury Bond BONCER
1.40
03/25/2023
0.30
Taurus 2018-1 IT SRL
1.33
05/18/2030
0.29
Colombian TES
7.25
10/18/2034
0.29
Eurosail 2006-2bl PLC
1.80
12/15/2044
0.29
American Airlines Inc/AAdvantage Lo
5.50
04/20/2026
0.29
Mativ Holdings Inc
6.88
10/01/2026
0.28
Southern Co/The
3.75
09/15/2051
0.28
Argentina Treasury Bond BONCER
1.50
03/25/2024
0.28
Indofood CBP Sukses Makmur Tbk PT
4.75
06/09/2051
0.27
Barclays PLC
7.25
12/31/2049
0.27
Bausch Health Cos Inc
11.00
09/30/2028
0.27
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.27
Carnival Corp
10.50
02/01/2026
0.27
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2055
0.27
CME Group Inc
03/11/2026
0.26
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.26
Celanese US Holdings LLC
5.90
07/05/2024
0.26
DNB Bank ASA
4.88
12/31/2059
0.26
Eurosail 2006-4np PLC
4.92
12/10/2044
0.26
JBS USA LUX SA / JBS USA Food Co /
5.75
04/01/2033
0.26
Alcoa Nederland Holding BV
6.12
05/15/2028
0.25
Hellenic Republic Government Bond
1.88
01/24/2052
0.25
Great Hall Mortgages No 1 PLC
4.81
06/18/2039
0.25
America Movil SAB de CV
5.38
04/04/2032
0.25
BPCE SA
1.50
01/13/2042
0.25
Cikarang Listrindo Tbk PT
4.95
09/14/2026
0.25
JPMorgan Chase Bank NA
05/26/2025
0.24
UBS Group AG
5.12
12/31/2099
0.24
WRKCo Inc
3.00
06/15/2033
0.24
Fannie Mae Connecticut Avenue Secur
5.18
03/25/2031
0.24
Societe Generale SA
4.75
12/31/2049
0.24
FREMF 2016-K54 Mortgage Trust
4.19
04/25/2048
0.24
KBC Group NV
4.25
12/31/2049
0.24
Swiss Re Finance Luxembourg SA
5.00
04/02/2049
0.23
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.23
Nordea Bank Abp
5.38
09/22/2027
0.23
Fondo MIVIVIENDA SA
4.62
04/12/2027
0.23
CHS/Community Health Systems Inc
8.00
03/15/2026
0.22
Muthoot Finance Ltd
4.40
09/02/2023
0.22
Argentina Treasury Bond BONCER
4.00
04/27/2025
0.22
UBS Group AG
7.00
12/31/2099
0.21
Dell International LLC / EMC Corp
6.02
06/15/2026
0.21
Freddie Mac STACR REMIC Trust 2022-
7.63
08/25/2042
0.21
CCO Holdings LLC / CCO Holdings Cap
4.75
03/01/2030
0.21
Telefonica Europe BV
4.38
12/31/2049
0.21
Perusahaan Perseroan Persero PT Per
4.12
05/15/2027
0.21
BPCE SA
5.15
07/21/2024
0.21
JSW Steel Ltd
3.95
04/05/2027
0.21
Freddie Mac Structured Agency Credi
6.28
07/25/2042
0.20
GMR Hyderabad International Airport
5.38
04/10/2024
0.20
1MDB Global Investments Ltd
4.40
03/09/2023
0.20
Transcanada Trust
5.88
08/15/2076
0.20
Freddie Mac STACR REMIC Trust 2022-
5.83
08/25/2042
0.20
Freddie Mac STACR REMIC Trust 2022-
4.68
02/25/2042
0.20
TMF TRUST COMPANY (ARGENTINA) S.A.
0.20
Ludgate Funding PLC
1.93
01/01/2061
0.20
BNP Paribas SA
7.75
12/31/2049
0.20
United Airlines Inc
4.38
04/15/2026
0.19
Bayer AG
2.38
11/12/2079
0.19
First Quantum Minerals Ltd
6.88
10/15/2027
0.19
Swedbank AB
5.62
12/31/2059
0.19
Skandinaviska Enskilda Banken AB
6.88
12/31/2059
0.19
JPMorgan Chase Bank NA
06/12/2023
0.19
Reliance Industries Ltd
4.88
02/10/2045
0.19
CVS Health Corp
5.05
03/25/2048
0.19
Universal Health Services Inc
2.65
10/15/2030
0.19
Skandinaviska Enskilda Banken AB
5.12
12/31/2099
0.19
MGM China Holdings Ltd
5.38
05/15/2024
0.19
NatWest Group PLC
6.00
12/31/2059
0.19
Credit Suisse Group AG
7.50
12/31/2049
0.18
AT&T Inc
2.88
12/31/2099
0.18
Connecticut Avenue Securities Trust
5.90
07/25/2042
0.18
Camelot Finance SA
4.50
11/01/2026
0.18
Oil & Natural Gas Corp Ltd
3.38
12/05/2029
0.18
Prudential PLC
4.88
12/31/2059
0.18
Jabil Inc
3.00
01/15/2031
0.18
HTA Group Ltd/Mauritius
7.00
12/18/2025
0.18
Banco Santander SA
4.38
12/31/2099
0.18
Deutsche Lufthansa AG
4.38
08/12/2075
0.17
Telefonica Europe BV
2.88
12/31/2099
0.17
Danske Bank A/S
7.00
12/31/2099
0.17
Oman Government International Bond
6.75
01/17/2048
0.17
HSBC Holdings PLC
2.01
09/22/2028
0.17
International Finance Corp
0.00
03/23/2038
0.17
Kenbourne Invest SA
4.70
01/22/2028
0.17
Braskem Idesa SAPI
7.45
11/15/2029
0.16
Adani Electricity Mumbai Ltd
3.95
02/12/2030
0.16
CPI Property Group SA
4.88
12/31/2049
0.16
EQT Corp
5.68
10/01/2025
0.16
MGM China Holdings Ltd
5.88
05/15/2026
0.16
Malaysia Government Bond
4.76
04/07/2037
0.16
FedEx Corp
4.05
02/15/2048
0.16
Russian Federal Bond - OFZ
7.95
10/07/2026
0.15
Marriott International Inc/MD
5.00
10/15/2027
0.15
Aethon United BR LP / Aethon United
8.25
02/15/2026
0.15
Becton Dickinson and Co
3.79
05/20/2050
0.15
Indonesia Government International
4.65
09/20/2032
0.15
Takeda Pharmaceutical Co Ltd
3.17
07/09/2050
0.15
JBS USA LUX SA / JBS USA Food Co /
5.12
02/01/2028
0.15
JPMorgan Chase Bank NA
04/21/2023
0.14
Crown Castle Inc
3.25
01/15/2051
0.14
Perusahaan Perseroan Persero PT Per
4.38
02/05/2050
0.14
Wynn Macau Ltd
4.88
10/01/2024
0.14
Alba 2007-1 PLC
5.24
03/17/2039
0.14
Ecopetrol SA
4.62
11/02/2031
0.14
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.14
Mativ Holdings Inc
6.88
04/20/2028
0.14
BP Capital Markets PLC
4.88
12/31/2049
0.14
Carmax Auto Owner Trust 2019-3
2.85
01/15/2026
0.13
Seagate HDD Cayman
4.12
01/15/2031
0.13
American Credit Acceptance Receivab
3.41
06/12/2025
0.13
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.13
Colombia Government International B
4.12
02/22/2042
0.13
0.13
Eurohome UK Mortgages 2007-2 plc
4.14
09/15/2044
0.13
Sasol Financing USA LLC
4.38
09/18/2026
0.13
ILPT Commercial Mortgage Trust 2022
4.99
10/15/2039
0.13
Development Bank of Kazakhstan JSC
5.75
05/12/2025
0.13
Stillwater Mining Co
4.00
11/16/2026
0.13
Nemak SAB de CV
3.62
06/28/2031
0.13
USD/ZAR CFWD20221221
12/21/2022
0.12
Fannie Mae Connecticut Avenue Secur
5.93
11/25/2029
0.12
Petroleos Mexicanos
6.95
01/28/2060
0.12
NatWest Group PLC
5.12
12/31/2059
0.12
Cemex SAB de CV
5.12
12/31/2049
0.12
Lamar Media Corp
4.00
02/15/2030
0.12
KBC Group NV
4.75
12/31/2049
0.12
EnPro Industries Inc
5.75
10/15/2026
0.12
Crowdstrike Holdings Inc
3.00
02/15/2029
0.12
Ivory Coast Government Internationa
4.88
01/30/2032
0.12
Ivory Coast Government Internationa
5.38
07/23/2024
0.11
Kingdom of Belgium Government Bond
1.70
06/22/2050
0.11
Group 1 Automotive Inc
4.00
08/15/2028
0.11
Plains All American Pipeline LP / P
3.80
09/15/2030
0.11
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.11
Carriage Services Inc
4.25
05/15/2029
0.11
Colombian TES
9.25
05/28/2042
0.11
Allison Transmission Inc
3.75
01/30/2031
0.11
USD/COP CFWD20221221
12/21/2022
0.11
iStar Inc
4.75
10/01/2024
0.11
FirstEnergy Corp
4.40
07/15/2027
0.11
Eurohome UK Mortgages 2007 -1 PLC
3.64
06/15/2044
0.11
Lusitano Mortgages No 5 PLC
0.91
07/15/2059
0.11
CCO Holdings LLC / CCO Holdings Cap
4.50
05/01/2032
0.11
IM Pastor 4 FTA
1.24
03/22/2044
0.11
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.11
JB Poindexter & Co Inc
7.12
04/15/2026
0.11
Romanian Government International B
2.00
04/14/2033
0.11
Dominican Republic International Bo
4.88
09/23/2032
0.10
M&G PLC
6.50
10/20/2048
0.10
Russian Federal Bond - OFZ
7.05
01/19/2028
0.10
Sonic Automotive Inc
4.62
11/15/2029
0.10
Repsol International Finance BV
3.75
12/31/2099
0.10
Banco Mercantil del Norte SA/Grand
8.38
12/31/2049
0.10
TransDigm Inc
6.25
03/15/2026
0.10
Credit Agricole SA
8.12
12/31/2049
0.10
Connecticut Avenue Securities Trust
5.38
03/25/2042
0.10
Crestwood Midstream Partners LP / C
8.00
04/01/2029
0.10
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.10
Mattel Inc
6.20
10/01/2040
0.10
Electricite de France SA
5.25
12/31/2049
0.10
Lamar Media Corp
4.88
01/15/2029
0.10
Sirius XM Radio Inc
3.12
09/01/2026
0.10
Iliad Holding SASU
7.00
10/15/2028
0.10
Cox Communications Inc
2.95
10/01/2050
0.10
Credit Agricole SA
6.88
12/31/2099
0.10
Bausch Health Cos Inc
14.00
10/15/2030
0.10
Societe Generale SA
7.38
12/31/2099
0.10
Nationwide Building Society
5.75
12/31/2099
0.10
SS&C Technologies Inc
5.50
09/30/2027
0.10
Credit Suisse Group AG
6.54
08/12/2033
0.10
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.10
HSBC Holdings PLC
5.88
12/31/2049
0.09
abrdn plc
4.25
06/30/2028
0.09
CaixaBank SA
5.25
12/31/2099
0.09
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
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
Fortress Transportation and Infrast
5.50
05/01/2028
0.09
Intesa Sanpaolo SpA
7.75
12/31/2099
0.09
GC Treasury Center Co Ltd
4.40
03/30/2032
0.09
AES Andes SA
6.35
10/07/2079
0.09
CT Trust
5.12
02/03/2032
0.09
LCH.Clearnet LLC
07/15/2031
0.09
Klabin Austria GmbH
7.00
04/03/2049
0.09
Muang Thai Life Assurance PCL
3.55
01/27/2037
0.09
Mattel Inc
5.45
11/01/2041
0.09
Centene Corp
4.25
12/15/2027
0.09
CaixaBank SA
5.88
12/31/2099
0.09
Accor SA
4.38
12/31/2099
0.09
Tenet Healthcare Corp
4.88
01/01/2026
0.09
Egypt Government International Bond
8.50
01/31/2047
0.09
Level 3 Financing Inc
3.75
07/15/2029
0.09
Match Group Holdings II LLC
4.62
06/01/2028
0.09
Banco Mercantil del Norte SA/Grand
5.88
12/31/2049
0.09
Alba 2006-2 PLC
5.19
12/15/2038
0.09
Braskem Idesa SAPI
6.99
02/20/2032
0.09
Coriolanus DAC
0.00
04/30/2025
0.09
ABN AMRO Bank NV
4.38
12/31/2059
0.09
ING Groep NV
6.75
12/31/2099
0.09
Prestige Brands Inc
3.75
04/01/2031
0.09
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.09
Credit Agricole SA
7.50
12/31/2049
0.09
WMG Acquisition Corp
3.75
12/01/2029
0.08
International Consolidated Airlines
2.75
03/25/2025
0.08
Egypt Government International Bond
4.75
04/16/2026
0.08
Viatris Inc
3.85
06/22/2040
0.08
Guatemala Government Bond
3.70
10/07/2033
0.08
Cable Onda SA
4.50
01/30/2030
0.08
Ford Motor Credit Co LLC
5.11
05/03/2029
0.08
Volkswagen International Finance NV
4.62
12/31/2059
0.08
Banco Santander SA
4.12
12/31/2049
0.08
Suzano Austria GmbH
2.50
09/15/2028
0.08
OCP SA
3.75
06/23/2031
0.08
Nigeria Government International Bo
8.38
03/24/2029
0.08
Alpek SAB de CV
3.25
02/25/2031
0.08
SBA Communications Corp
3.88
02/15/2027
0.08
Barclays PLC
6.38
12/31/2099
0.08
Dufry One BV
2.00
02/15/2027
0.08
LCH.Clearnet LLC
01/27/2031
0.08
Gray Escrow II Inc
5.38
11/15/2031
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
CSC Holdings LLC
5.75
01/15/2030
0.08
EnerSys
4.38
12/15/2027
0.08
LCH.Clearnet LLC
01/29/2031
0.08
HCA Inc
4.12
06/15/2029
0.08
Erste Group Bank AG
4.25
12/31/2099
0.08
Nigeria Government International Bo
6.50
11/28/2027
0.08
Ford Motor Credit Co LLC
4.39
01/08/2026
0.08
Pertamina Persero PT
4.17
01/21/2050
0.08
Adani Electricity Mumbai Ltd
3.87
07/22/2031
0.08
Sunoco LP / Sunoco Finance Corp
5.88
03/15/2028
0.08
United Natural Foods Inc
6.40
10/22/2025
0.08
Terminix Co LLC/The
7.45
08/15/2027
0.08
Hess Midstream Operations LP
5.62
02/15/2026
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
International Consolidated Airlines
1.50
07/04/2027
0.08
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2049
0.08
Clearway Energy Operating LLC
4.75
03/15/2028
0.08
Bahamas Government International Bo
9.00
06/16/2029
0.07
USD/EUR CFWD20221221
12/21/2022
0.07
Heimstaden Bostad AB
3.38
12/31/2049
0.07
Entegris Escrow Corp
4.75
04/15/2029
0.07
Goldman Sachs International
09/27/2023
0.07
Gap Inc/The
3.62
10/01/2029
0.07
USD/CLP CFWD20221221
12/21/2022
0.07
Vodafone Group PLC
4.12
06/04/2081
0.07
USA Compression Partners LP / USA C
6.88
09/01/2027
0.07
Apache Corp
7.75
12/15/2029
0.07
Mastr Asset Backed Securities Trust
3.18
08/25/2036
0.07
Asbury Automotive Group Inc
4.62
11/15/2029
0.07
OneMain Finance Corp
6.88
03/15/2025
0.07
American Builders & Contractors Sup
4.00
01/15/2028
0.07
Endo Luxembourg Finance Co I Sarl
6.05
03/27/2028
0.07
Verus Securitization Trust 2022-7
5.35
07/25/2067
0.07
Melco Resorts Finance Ltd
5.75
07/21/2028
0.07
CHS/Community Health Systems Inc
8.00
12/15/2027
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
Centene Corp
4.62
12/15/2029
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.07
Altice France SA/France
8.12
02/01/2027
0.07
Petroleos Mexicanos
7.69
01/23/2050
0.07
Delek Logistics Partners LP / Delek
7.12
06/01/2028
0.07
LCH.Clearnet LLC
02/17/2027
0.07
LCH.Clearnet LLC
11/09/2052
0.07
Gartner Inc
4.50
07/01/2028
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
USD/CAD CFWD2023313
03/13/2023
0.06
African Development Bank
0.00
01/17/2050
0.06
Scientific Games Holdings LP/Scient
6.62
03/01/2030
0.06
Dominican Republic International Bo
5.30
01/21/2041
0.06
Clarivate Science Holdings Corp
4.88
07/01/2029
0.06
CSC Holdings LLC
5.50
04/15/2027
0.06
United States International Develop
3.13
04/15/2028
0.06
Barclays PLC
7.12
12/31/2099
0.06
Sensata Technologies BV
5.88
09/01/2030
0.06
NESCO Holdings II Inc
5.50
04/15/2029
0.06
CTR Partnership LP / CareTrust Capi
3.88
06/30/2028
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Howard Midstream Energy Partners LL
6.75
01/15/2027
0.06
Sprint Capital Corp
8.75
03/15/2032
0.06
Iraq International Bond
5.80
01/15/2028
0.06
Indonesia Government International
5.45
09/20/2052
0.06
EnerSys
5.00
04/30/2023
0.06
Encompass Health Corp
4.50
02/01/2028
0.06
Midwest Gaming Borrower LLC / Midwe
4.88
05/01/2029
0.06
1375209 BC Ltd
9.00
01/30/2028
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Egypt Government International Bond
8.88
05/29/2050
0.06
Select Medical Corp
6.25
08/15/2026
0.06
Dun & Bradstreet Corp/The
6.33
02/06/2026
0.06
Everi Holdings Inc
5.00
07/15/2029
0.06
Papa John's International Inc
3.88
09/15/2029
0.06
Holly Energy Partners LP / Holly En
6.38
04/15/2027
0.06
Lithia Motors Inc
3.88
06/01/2029
0.06
Calpine Corp
3.75
03/01/2031
0.06
PetSmart LLC
6.87
02/11/2028
0.06
Nabors Industries Inc
7.38
05/15/2027
0.06
Mueller Water Products Inc
4.00
06/15/2029
0.06
Network i2i Ltd
5.65
12/31/2099
0.06
CME Group Inc
01/04/2027
0.06
SunCoke Energy Inc
4.88
06/30/2029
0.06
1011778 BC ULC / New Red Finance In
4.00
10/15/2030
0.06
Rayonier AM Products Inc
7.62
01/15/2026
0.06
Jane Street Group / JSG Finance Inc
4.50
11/15/2029
0.06
Great Lakes Dredge & Dock Corp
5.25
06/01/2029
0.06
NRG Energy Inc
4.45
06/15/2029
0.06
USD/PLN CFWD20221221
12/21/2022
0.06
OneMain Finance Corp
7.12
03/15/2026
0.06
LCH.Clearnet LLC
03/07/2032
0.06
DISH DBS Corp
5.12
06/01/2029
0.06
Kontoor Brands Inc
4.12
11/15/2029
0.06
Rockies Express Pipeline LLC
4.80
05/15/2030
0.06
Valvoline Inc
3.62
06/15/2031
0.06
Egypt Government International Bond
7.62
05/29/2032
0.05
VZ Secured Financing BV
5.00
01/15/2032
0.05
Twilio Inc
3.62
03/15/2029
0.05
CNX Resources Corp
7.38
01/15/2031
0.05
Mohegan Gaming & Entertainment
8.00
02/01/2026
0.05
Global Partners LP / GLP Finance Co
7.00
08/01/2027
0.05
CME Group Inc
03/06/2025
0.05
Yum! Brands Inc
5.38
04/01/2032
0.05
Cogent Communications Group Inc
7.00
06/15/2027
0.05
NGL Energy Operating LLC / NGL Ener
7.50
02/01/2026
0.05
Macy's Retail Holdings LLC
5.88
04/01/2029
0.05
Precision Drilling Corp
6.88
01/15/2029
0.05
FirstCash Inc
5.62
01/01/2030
0.05
Comstock Resources Inc
6.75
03/01/2029
0.05
LCH.Clearnet LLC
03/07/2032
0.05
Nidda Healthcare Holding GmbH
3.50
09/30/2024
0.05
IRB Holding Corp
5.70
12/15/2027
0.05
Callon Petroleum Co
8.00
08/01/2028
0.05
Ascent Resources Utica Holdings LLC
7.00
11/01/2026
0.05
LCM Investments Holdings II LLC
4.88
05/01/2029
0.05
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.05
USD/NZD CFWD20221221
12/21/2022
0.05
Medline Borrower LP
3.88
04/01/2029
0.05
Ecuador Government International Bo
5.50
07/31/2030
0.05
Service Properties Trust
4.38
02/15/2030
0.05
Network i2i Ltd
3.98
12/31/2099
0.05
Novelis Corp
4.75
01/30/2030
0.05
HCA Inc
5.38
02/01/2025
0.05
Credit Suisse Group AG
6.37
07/15/2026
0.05
Wynn Resorts Finance LLC / Wynn Res
5.12
10/01/2029
0.05
Hudbay Minerals Inc
6.12
04/01/2029
0.05
Vistra Operations Co LLC
4.38
05/01/2029
0.05
Lamar Media Corp
3.62
01/15/2031
0.05
Ford Motor Co
3.25
02/12/2032
0.05
HCA Inc
5.62
09/01/2028
0.05
Bellis Acquisition Co PLC
3.25
02/16/2026
0.05
Vistra Operations Co LLC
5.00
07/31/2027
0.05
Sirius XM Radio Inc
4.00
07/15/2028
0.05
Morgan Stanley Capital Services LLC
12/07/2022
0.05
CME Group Inc
01/04/2027
0.05
FREMF 2017-K62 Mortgage Trust
4.01
01/25/2050
0.05
EQM Midstream Partners LP
6.50
07/01/2027
0.05
USD/EUR CFWD20221221
12/21/2022
0.05
USD/GBP CFWD20221221
12/21/2022
0.05
Goldman Sachs International
02/01/2023
0.05
USD/ZAR CFWD20221114
11/14/2022
0.05
CCO Holdings LLC / CCO Holdings Cap
5.00
02/01/2028
0.04
Hilcorp Energy I LP / Hilcorp Finan
6.00
04/15/2030
0.04
Rockies Express Pipeline LLC
6.88
04/15/2040
0.04
Lumen Technologies Inc
7.60
09/15/2039
0.04
Gartner Inc
3.62
06/15/2029
0.04
Netflix Inc
5.38
11/15/2029
0.04
Netflix Inc
5.88
11/15/2028
0.04
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.04
Bacardi Ltd
2.75
07/15/2026
0.04
Marriott International Inc/MD
4.62
06/15/2030
0.04
Morgan Stanley Bank of America Merr
5.02
02/15/2047
0.04
Virgin Media Secured Finance PLC
5.50
05/15/2029
0.04
Klabin Austria GmbH
5.75
04/03/2029
0.04
Targa Resources Partners LP / Targa
5.00
01/15/2028
0.04
Occidental Petroleum Corp
6.20
03/15/2040
0.04
Bank of America NA
09/27/2023
0.04
LCH.Clearnet LLC
02/11/2031
0.04
Diversified Healthcare Trust
9.75
06/15/2025
0.04
Valaris Ltd
8.25
04/30/2028
0.04
iStar Inc
5.50
02/15/2026
0.03
Altice France SA/France
5.12
07/15/2029
0.03
USD/HUF CFWD2022126
12/06/2022
0.03
Dominican Republic International Bo
4.50
01/30/2030
0.03
Altice France SA/France
5.50
10/15/2029
0.03
NMG Holding Co Inc / Neiman Marcus
7.12
04/01/2026
0.03
USD/CNY CFWD20221221
12/21/2022
0.03
Sensata Technologies BV
4.00
04/15/2029
0.03
CHS/Community Health Systems Inc
5.25
05/15/2030
0.03
USD/GBP CFWD20221221
12/21/2022
0.03
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.03
USD/THB CFWD20221215
12/15/2022
0.03
RUB/USD CFWD2023227
02/27/2023
0.03
Diversified Healthcare Trust
4.75
05/01/2024
0.03
Ritchie Bros Auctioneers Inc
5.38
01/15/2025
0.03
CSC Holdings LLC
4.50
11/15/2031
0.03
Goldman Sachs International
06/27/2023
0.03
Citigroup Mortgage Loan Trust Inc
2.82
05/25/2035
0.03
Citigroup Commercial Mortgage Trust
1.22
10/12/2050
0.03
Genesis Energy LP / Genesis Energy
8.00
01/15/2027
0.03
MXN/USD CFWD20221221
12/21/2022
0.03
HCA Inc
5.88
02/01/2029
0.03
OneMain Finance Corp
3.88
09/15/2028
0.03
Connecticut Avenue Securities Trust
5.48
04/25/2031
0.03
LCH.Clearnet LLC
10/11/2026
0.03
Macy's Retail Holdings LLC
4.50
12/15/2034
0.03
PetSmart Inc / PetSmart Finance Cor
4.75
02/15/2028
0.03
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.03
DaVita Inc
3.75
02/15/2031
0.03
Ford Motor Credit Co LLC
3.38
11/13/2025
0.03
Occidental Petroleum Corp
6.95
07/01/2024
0.03
LCH.Clearnet LLC
10/19/2026
0.03
Occidental Petroleum Corp
6.12
01/01/2031
0.03
Clear Channel Outdoor Holdings Inc
5.12
08/15/2027
0.03
Ford Motor Co
4.75
01/15/2043
0.03
LCH.Clearnet LLC
08/15/2027
0.03
RR Donnelley & Sons Co
8.25
07/01/2027
0.03
Rogers Communications Inc
4.55
03/15/2052
0.03
JPMorgan Chase Bank NA
02/05/2024
0.03
Valaris Ltd
8.25
04/30/2028
0.03
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.03
EQM Midstream Partners LP
4.75
01/15/2031
0.03
USD/EUR CFWD20221221
12/21/2022
0.03
Bank of America NA
01/31/2023
0.02
Rockies Express Pipeline LLC
4.95
07/15/2029
0.02
Vistra Operations Co LLC
5.62
02/15/2027
0.02
Goldman Sachs International
11/08/2022
0.02
JPMorgan Chase Bank NA
12/16/2022
0.02
Bausch Health Cos Inc
4.88
06/01/2028
0.02
CME Group Inc
05/09/2032
0.02
Genesis Energy LP / Genesis Energy
6.50
10/01/2025
0.02
CME Group Inc
12/18/2024
0.02
USD/GBP CFWD20221221
12/21/2022
0.02
Ford Motor Credit Co LLC
4.95
05/28/2027
0.02
BRL/USD CFWD2022104
10/04/2022
0.02
Hilcorp Energy I LP / Hilcorp Finan
6.25
11/01/2028
0.02
LCH.Clearnet LLC
09/07/2025
0.02
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2099
0.02
CME Group Inc
05/16/2032
0.02
CHS/Community Health Systems Inc
4.75
02/15/2031
0.02
USD/ZAR CFWD20221215
12/15/2022
0.02
Virgin Media Finance PLC
5.00
07/15/2030
0.02
USD P THB C @33.7500 EO
04/26/2023
0.02
USD/AUD CFWD2023929
09/29/2023
0.02
Goldman Sachs International
12/23/2022
0.02
CME Group Inc
12/18/2024
0.02
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.02
EQM Midstream Partners LP
7.50
06/01/2027
0.02
BRL/USD CFWD2022104
10/04/2022
0.02
CME Group Inc
05/24/2032
0.02
USD/ZAR CFWD20221221
12/21/2022
0.02
CME Group Inc
01/02/2026
0.02
Clarios Global LP
6.75
05/15/2025
0.02
USD/GBP CFWD20221221
12/21/2022
0.02
UBS Commercial Mortgage Trust 2017-
1.19
11/15/2050
0.02
USD/GBP CFWD20221221
12/21/2022
0.02
1011778 BC ULC / New Red Finance In
3.88
01/15/2028
0.02
CLAIRES HOLDINGS LLC
0.02
Diversified Healthcare Trust
4.38
03/01/2031
0.02
Allison Transmission Inc
4.75
10/01/2027
0.02
Asbury Automotive Group Inc
4.50
03/01/2028
0.02
USD/HUF CFWD20221215
12/15/2022
0.02
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2027
0.02
Goldman Sachs International
12/12/2022
0.02
CCO Holdings LLC / CCO Holdings Cap
4.25
01/15/2034
0.02
Clarios Global LP / Clarios US Fina
8.50
05/15/2027
0.01
Genesis Energy LP / Genesis Energy
7.75
02/01/2028
0.01
RUB/USD CFWD2023222
02/22/2023
0.01
Iliad Holding SASU
6.50
10/15/2026
0.01
Intercontinental Exchange Inc
1.00
06/20/2027
0.01
USD/INR CFWD20221221
12/21/2022
0.01
Occidental Petroleum Corp
8.50
07/15/2027
0.01
USD/CNY CFWD20221221
12/21/2022
0.01
RUB/USD CFWD2023217
02/17/2023
0.01
Wells Fargo Commercial Mortgage Tru
1.01
12/15/2050
0.01
USD/GBP CFWD20221221
12/21/2022
0.01
USD/BRL CFWD20221014
10/14/2022
0.01
Murray Energy Corp
0.01
Vistra Operations Co LLC
5.50
09/01/2026
0.01
USD/INR CFWD20221221
12/21/2022
0.01
Intercontinental Exchange Inc
1.00
12/20/2027
0.01
Benchmark 2018-B1 Mortgage Trust
0.68
01/15/2051
0.01
Connecticut Avenue Securities Trust
5.23
09/25/2031
0.01
Bank of America NA
03/16/2024
0.01
HCA Inc
5.88
02/15/2026
0.01
CCG Receivables Trust
3.22
09/14/2026
0.01
Targa Resources Partners LP / Targa
6.50
07/15/2027
0.01
Hilcorp Energy I LP / Hilcorp Finan
6.25
04/15/2032
0.01
Sunoco LP / Sunoco Finance Corp
6.00
04/15/2027
0.01
Targa Resources Partners LP / Targa
5.50
03/01/2030
0.01
USD/EUR CFWD20221221
12/21/2022
0.01
Targa Resources Partners LP / Targa
4.88
02/01/2031
0.01
Dun & Bradstreet Corp/The
5.00
12/15/2029
0.01
DISH Network Corp Conv Bnd
3.38
08/15/2026
0.01
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.01
USD/COP CFWD20221221
12/21/2022
0.01
Claire's Stores Inc
9.62
12/18/2026
0.01
0.01
Sprint Corp
7.62
03/01/2026
0.01
Fannie Mae REMICS
12.89
06/25/2036
0.01
USD/HUF CFWD20221221
12/21/2022
0.01
Hellenic Republic Government Bond
0.00
10/15/2042
0.01
Fannie Mae REMICS
13.26
03/25/2036
0.01
CSC Holdings LLC
5.00
11/15/2031
0.01
Intercontinental Exchange Inc
1.00
06/20/2027
0.01
Vistra Corp
7.00
12/31/2059
0.01
New Enterprise Stone & Lime Co Inc
5.25
07/15/2028
0.01
USD/BRL CFWD20221220
12/20/2022
0.01
CME Group Inc
07/22/2027
0.01
CSC Holdings LLC
4.62
12/01/2030
0.01
Morgan Stanley Capital I 2017-HR2
1.01
12/15/2050
0.01
JPMorgan Chase Bank NA
07/17/2023
0.01
Bank of America NA
01/31/2023
0.01
CD 2017-CD6 Mortgage Trust
1.02
11/13/2050
0.01
Fannie Mae Grantor Trust 2001-T10
0.38
12/25/2041
0.01
Sensata Technologies BV
5.62
11/01/2024
0.01
USD/EUR CFWD20221221
12/21/2022
0.01
Bank of America NA
03/24/2023
0.01
USD/EUR CFWD20221221
12/21/2022
0.01
Goldman Sachs International
12/13/2022
0.01
Freddie Mac REMICS
14.42
08/15/2035
0.01
BRL/USD CFWD2022104
10/04/2022
0.01
Goldman Sachs International
12/16/2022
0.01
Roller Bearing Co of America Inc
4.38
10/15/2029
0.01
JPMorgan Chase Bank NA
12/13/2022
0.01
USD/EUR CFWD20221221
12/21/2022
0.01
JPMorgan Chase Bank NA
1.00
06/20/2027
0.01
Fannie Mae REMICS
4.00
04/25/2041
0.01
LCH.Clearnet LLC
04/18/2025
0.01
Fannie Mae REMICS
6.00
01/25/2032
0.01
Citigroup Mortgage Loan Trust 2006-
3.15
10/25/2035
0.01
Goldman Sachs International
03/10/2023
0.01
LCH.Clearnet LLC
09/29/2027
0.01
BRL/USD CFWD2022113
11/03/2022
0.01
Connecticut Avenue Securities Trust
5.38
08/25/2031
0.01
LCH.Clearnet LLC
10/07/2052
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Precision Drilling Corp
7.12
01/15/2026
0.01
LCH.Clearnet LLC
09/27/2052
0.01
Sirius XM Radio Inc
3.88
09/01/2031
0.01
JPMorgan Chase Bank NA
03/14/2023
0.00
USD/HUF CFWD20221221
12/21/2022
0.00
LCH.Clearnet LLC
05/26/2024
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
CCG Receivables Trust
3.57
09/14/2026
0.00
USD/ZAR CFWD20221221
12/21/2022
0.00
Bank of America NA
11/21/2022
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
USD/ZAR CFWD20221116
11/16/2022
0.00
GBP/USD CFWD20221221
12/21/2022
0.00
Fannie Mae REMICS
4.02
06/25/2037
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.00
Fannie Mae REMICS
3.46
06/25/2037
0.00
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.00
LCH.Clearnet LLC
10/07/2052
0.00
Fannie Mae REMICS
3.58
12/25/2032
0.00
Freddie Mac REMICS
3.50
05/15/2032
0.00
International Finance Corp
0.00
02/15/2029
0.00
USD/BRL CFWD2023320
03/20/2023
0.00
Fannie Mae REMICS
4.08
04/25/2032
0.00
CLP/USD CFWD20221221
12/21/2022
0.00
Fannie Mae Interest Strip
6.50
06/25/2031
0.00
Freddie Mac REMICS
3.82
03/15/2032
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Freddie Mac REMICS
4.00
06/15/2038
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Bank of America NA
03/24/2023
0.00
LCH.Clearnet LLC
06/13/2027
0.00
Intercontinental Exchange Inc
1.00
06/20/2027
0.00
GSR Mortgage Loan Trust 2005-AR4
3.65
07/25/2035
0.00
CLAIRES HOLDINGS LLC Pfd
0.00
Government National Mortgage Associ
3.71
04/16/2041
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
LCH.Clearnet LLC
10/07/2052
0.00
Freddie Mac REMICS
3.82
02/15/2032
0.00
Fannie Mae REMICS
3.62
05/25/2035
0.00
JP Morgan Mortgage Trust 2007-A1
2.61
07/25/2035
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Fannie Mae REMICS
5.12
01/25/2033
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Fannie Mae REMICS
7.00
03/25/2033
0.00
Fannie Mae REMICS
3.07
12/25/2042
0.00
Fannie Mae REMICS
2.88
10/18/2032
0.00
Fannie Mae REMICS
6.00
05/25/2031
0.00
Freddie Mac REMICS
3.90
05/15/2035
0.00
Fannie Mae REMICS
3.48
11/25/2033
0.00
JPMorgan Chase Bank NA
1.00
12/20/2027
0.00
Ginnie Mae I Pool
8.00
06/15/2028
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
USD/CAD CFWD20221221
12/21/2022
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Government National Mortgage Associ
3.61
04/16/2037
0.00
CME Group Inc
07/21/2032
0.00
Morgan Stanley & Co International P
0.00
09/20/2027
0.00
Bank of America NA
12/20/2022
0.00
Fannie Mae REMICS
4.15
09/25/2036
0.00
Expedia Group Inc
2.95
03/15/2031
0.00
WaMu Mortgage Pass-Through Certific
3.02
10/25/2033
0.00
USD/GBP CFWD20221221
12/21/2022
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Murray Energy Corp
12.00
04/15/2024
0.00
EUR/USD CFWD20221221
12/21/2022
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Mcdermott International Ltd Wts
0.00
Freddie Mac REMICS
3.88
01/15/2035
0.00
JPMorgan Chase Bank NA
5.00
12/20/2022
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
USD/EUR CFWD20221221
12/21/2022
0.00
JPMorgan Chase Bank NA
11/14/2022
0.00
Freddie Mac REMICS
3.33
07/15/2035
0.00
Fannie Mae REMICS
5.17
05/25/2033
0.00
Fannie Mae REMICS
3.52
05/25/2035
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
CWHEQ Revolving Home Equity Loan Tr
2.97
11/15/2036
0.00
Fannie Mae REMICS
4.08
04/25/2032
0.00
Freddie Mac REMICS
3.25
05/15/2038
0.00
Fannie Mae REMICS
4.47
10/25/2033
0.00
Fannie Mae Pool
7.50
03/01/2033
0.00
Mcdermott International Ltd
0.00
USD/EUR CFWD20221221
12/21/2022
0.00
LCH.Clearnet LLC
09/21/2024
0.00
CME Group Inc
09/09/2032
0.00
Party City Holdco Inc
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac REMICS
4.23
10/15/2033
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Freddie Mac REMICS
5.00
09/15/2023
0.00
Fannie Mae REMICS
4.08
09/25/2032
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac REMICS
4.18
12/15/2037
0.00
Goldman Sachs International
11/04/2022
0.00
EUR/USD CFWD20221221
12/21/2022
0.00
Fannie Mae REMICS
5.52
11/18/2031
0.00
Morgan Stanley Capital Services LLC
10/11/2022
0.00
CME Group Inc
01/02/2026
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae Grantor Trust 2001-T3
0.63
11/25/2040
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.00
Fannie Mae REMICS
4.08
12/25/2032
0.00
LCH.Clearnet LLC
09/28/2052
0.00
McDermott - Warrants B
0.00
Fannie Mae REMICS
3.47
10/25/2041
0.00
CME Group Inc
07/21/2032
0.00
Goldman Sachs International
1.00
12/20/2027
0.00
McDermott - Warrants A
0.00
USD/THB CFWD20221221
12/21/2022
0.00
Freddie Mac REMICS
3.47
07/15/2029
0.00
Freddie Mac REMICS
3.90
05/15/2035
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
3.67
05/25/2035
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae REMICS
5.17
02/25/2033
0.00
Fannie Mae REMICS
7.00
07/25/2026
0.00
Freddie Mac REMICS
3.43
12/15/2039
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Fannie Mae REMICS
4.92
07/25/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
5.72
12/18/2032
0.00
LCH.Clearnet LLC
05/13/2024
0.00
Fannie Mae REMICS
5.62
03/18/2032
0.00
Goldman Sachs International
08/26/2021
0.00
Freddie Mac REMICS
3.27
02/15/2029
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Ginnie Mae I Pool
8.00
05/15/2028
0.00
BRL/USD CFWD2022104
10/04/2022
0.00
Goldman Sachs International
12/16/2022
0.00
CWHEQ Revolving Home Equity Loan Tr
3.05
12/15/2035
0.00
Fannie Mae REMICS
2.97
03/25/2035
0.00
Freddie Mac REMICS
3.32
01/15/2033
0.00
MXN/USD CFWD20221221
12/21/2022
0.00
Freddie Mac Strips
7.00
04/01/2030
0.00
Fannie Mae REMICS
5.02
03/25/2032
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Fannie Mae REMICS
4.92
07/25/2032
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Freddie Mac Strips
6.50
06/01/2031
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac REMICS
3.18
04/15/2038
0.00
EUR/USD CFWD20221221
12/21/2022
0.00
BRL/USD CFWD2022113
11/03/2022
0.00
Fannie Mae REMICS
5.02
04/25/2032
0.00
Freddie Mac REMICS
6.50
01/15/2031
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
7.00
04/15/2028
0.00
Freddie Mac REMICS
5.28
06/15/2029
0.00
Freddie Mac Strips
7.00
04/01/2027
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Fannie Mae REMICS
4.92
09/25/2032
0.00
Fannie Mae REMICS
4.72
04/25/2032
0.00
Fannie Mae REMICS
6.50
04/25/2029
0.00
Ginnie Mae I Pool
8.00
04/15/2028
0.00
Fannie Mae REMICS
4.87
01/25/2032
0.00
Fannie Mae REMICS
3.92
04/25/2032
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 REMICS
4.52
06/25/2026
0.00
Bank of America NA
10/13/2022
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae REMICS
5.72
12/18/2032
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Bank of America NA
12/05/2022
0.00
USD/HUF CFWD20221221
12/21/2022
0.00
LCH.Clearnet LLC
05/13/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Sabine Oil & Gas Holdings Inc
0.00
USD/PLN CFWD2023629
06/29/2023
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Freddie Mac REMICS
3.93
02/15/2035
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
USD/CAD CFWD20221221
12/21/2022
0.00
Freddie Mac REMICS
6.13
08/15/2029
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Bank of America NA
10/31/2022
0.00
Fannie Mae REMICS
2.97
07/25/2038
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Freddie Mac REMICS
3.18
03/15/2024
0.00
Fannie Mae REMICS
3.67
03/25/2035
0.00
Goldman Sachs International
10/28/2022
0.00
MXN/USD CFWD20221221
12/21/2022
0.00
Ginnie Mae II Pool
1.62
07/20/2027
0.00
Freddie Mac REMICS
7.00
03/15/2028
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
Freddie Mac REMICS
6.32
07/17/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae REMICS
4.82
11/25/2031
0.00
Fannie Mae REMICS
5.52
12/18/2031
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
COMM 2012-CCRE5 Mortgage Trust
1.50
12/10/2045
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Interest Strip
7.50
10/25/2023
0.00
Freddie Mac REMICS
6.32
07/17/2028
0.00
Fannie Mae REMICS
5.50
06/25/2023
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Freddie Mac Gold Pool
6.00
10/01/2022
0.00
Vendee Mortgage Trust 1995-3
0.00
09/15/2025
0.00
Fannie Mae REMICS
3.62
02/25/2024
0.00
Deutsche Mortgage Securities Inc
3.43
07/22/2036
0.00
LCH.Clearnet LLC
08/15/2027
0.00
MOS RU-MTG TRS
5.00
08/22/2034
0.00
LCH.Clearnet LLC
08/15/2024
-0.00
USD/MXN CFWD20221221
12/21/2022
-0.00
Intercontinental Exchange Inc
1.00
06/20/2027
-0.00
BRL/USD CFWD2022113
11/03/2022
-0.00
USD/BRL CFWD2022104
10/04/2022
-0.00
USD/BRL CFWD2022104
10/04/2022
-0.00
LCH.Clearnet LLC
09/27/2024
-0.00
USD/GBP CFWD20221221
12/21/2022
-0.00
USD/INR CFWD20221221
12/21/2022
-0.00
USD/MXN CFWD20221221
12/21/2022
-0.00
JPMorgan Chase Bank NA
12/13/2022
-0.00
LCH.Clearnet LLC
05/11/2024
-0.00
LCH.Clearnet LLC
11/02/2052
-0.00
CME Group Inc
01/02/2024
-0.00
LCH.Clearnet LLC
09/28/2024
-0.00
COP/USD CFWD20221221
12/21/2022
-0.00
PLN/USD CFWD20221221
12/21/2022
-0.00
Bank of America NA
11/01/2022
-0.00
EUR/USD CFWD20221221
12/21/2022
-0.00
Intercontinental Exchange Inc
1.00
06/20/2027
-0.00
CAD/USD CFWD20221221
12/21/2022
-0.01
Morgan Stanley Capital Services LLC
10/11/2022
-0.01
USD/CNY CFWD20221121
11/21/2022
-0.01
CME Group Inc
01/02/2026
-0.01
USD/BRL CFWD2022104
10/04/2022
-0.01
USD/SEK CFWD2023929
09/29/2023
-0.01
CNY/USD CFWD20221221
12/21/2022
-0.01
USD/BRL CFWD2022104
10/04/2022
-0.01
LCH.Clearnet LLC
08/15/2024
-0.01
USD/GBP CFWD20221221
12/21/2022
-0.01
BRL/USD CFWD2022104
10/04/2022
-0.01
Morgan Stanley Capital Services LLC
11/16/2022
-0.01
Bank of America NA
09/27/2023
-0.01
JPMorgan Chase Bank NA
10/19/2022
-0.01
Goldman Sachs International
12/12/2022
-0.01
Intercontinental Exchange Inc
1.00
06/20/2027
-0.01
CME Group Inc
01/02/2024
-0.01
Barclays Bank PLC
11/07/2022
-0.01
LCH.Clearnet LLC
05/25/2027
-0.01
Chicago Mercantile Exchange Inc
01/04/2027
-0.01
KRW/USD CFWD20221221
12/21/2022
-0.01
CME Group Inc
12/08/2032
-0.01
Intercontinental Exchange Inc
1.00
06/20/2027
-0.01
CZK/USD CFWD20221221
12/21/2022
-0.01
CME Group Inc
01/02/2024
-0.01
LCH.Clearnet LLC
09/28/2024
-0.01
CME Group Inc
12/08/2032
-0.02
USD/BRL CFWD2022113
11/03/2022
-0.02
Bank of America NA
11/07/2022
-0.02
CME Group Inc
07/22/2023
-0.02
Goldman Sachs International
11/07/2022
-0.02
JPY/USD CFWD20221221
12/21/2022
-0.02
JPMorgan Chase Bank NA
1.00
12/20/2026
-0.02
INR/USD CFWD20221221
12/21/2022
-0.02
GBP/USD CFWD20221221
12/21/2022
-0.02
-0.02
USD/BRL CFWD2022104
10/04/2022
-0.02
CLP/USD CFWD20221221
12/21/2022
-0.02
SEK/USD CFWD20221221
12/21/2022
-0.02
USD/GBP CFWD20221221
12/21/2022
-0.03
JPMorgan Chase Bank NA
11/16/2022
-0.03
JPMorgan Chase Bank NA
11/16/2022
-0.03
USD/RUB CFWD2023217
02/17/2023
-0.03
JPMorgan Chase Bank NA
03/16/2023
-0.03
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.03
USD/RUB CFWD2023222
02/22/2023
-0.03
LCH.Clearnet LLC
08/24/2042
-0.04
Morgan Stanley Capital Services LLC
12/07/2022
-0.04
Bank of America NA
01/31/2023
-0.04
JPMorgan Chase Bank NA
5.00
12/20/2025
-0.04
HUF/USD CFWD20221221
12/21/2022
-0.04
ZAR/USD CFWD20221114
11/14/2022
-0.04
JPMorgan Chase Bank NA
12/13/2022
-0.04
Bank of America NA
09/27/2023
-0.04
PLN/USD CFWD20221221
12/21/2022
-0.04
ZAR/USD CFWD20221114
11/14/2022
-0.05
HUF/USD CFWD20221221
12/21/2022
-0.05
Bank of America NA
12/16/2022
-0.05
LCH.Clearnet LLC
09/08/2025
-0.05
Goldman Sachs International
02/01/2023
-0.05
ZAR/USD CFWD20221221
12/21/2022
-0.05
Morgan Stanley Capital Services LLC
11/22/2022
-0.06
Goldman Sachs International
09/27/2023
-0.06
COP/USD CFWD20221031
10/31/2022
-0.06
Goldman Sachs International
09/11/2023
-0.06
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.06
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.06
USD/RUB CFWD2023227
02/27/2023
-0.07
NOK/USD CFWD20221221
12/21/2022
-0.07
Goldman Sachs International
12/16/2022
-0.07
Goldman Sachs International
5.00
12/20/2024
-0.07
CAD/USD CFWD20221212
12/12/2022
-0.08
Bank of America NA
12/07/2022
-0.08
NZD/USD CFWD20221221
12/21/2022
-0.08
Goldman Sachs International
09/01/2023
-0.09
THB/USD CFWD20221221
12/21/2022
-0.09
JPMorgan Chase Bank NA
12/13/2022
-0.10
-0.11
Bank of America NA
10/05/2022
-0.12
AUD/USD CFWD20221221
12/21/2022
-0.12
Goldman Sachs International
03/27/2024
-0.12
EUR/USD CFWD20221221
12/21/2022
-0.12
-0.14
JPMorgan Chase Bank NA
09/16/2024
-0.14
JPMorgan Chase Bank NA
05/26/2025
-0.15
Goldman Sachs International
11/07/2022
-0.15
Goldman Sachs International
12/02/2022
-0.15
Goldman Sachs International
5.00
12/20/2025
-0.15
JPMorgan Chase Bank NA
10/05/2022
-0.15
JPMorgan Chase Bank NA
09/28/2023
-0.16
BRL/USD CFWD2022104
10/04/2022
-0.17
Morgan Stanley Capital Services LLC
11/30/2022
-0.18
JPMorgan Chase Bank NA
11/28/2022
-0.20
LCH.Clearnet LLC
10/11/2032
-0.20
Goldman Sachs International
03/27/2023
-0.21
Goldman Sachs International
12/13/2022
-0.21
Barclays Bank PLC
10/24/2022
-0.21
Morgan Stanley Capital Services LLC
06/07/2023
-0.21
Morgan Stanley Capital Services LLC
10/06/2022
-0.21
JPMorgan Chase Bank NA
04/21/2023
-0.24
JPMorgan Chase Bank NA
06/12/2023
-0.28
LCH.Clearnet LLC
06/02/2052
-0.36
LCH.Clearnet LLC
09/05/2032
-0.44
Goldman Sachs International
06/16/2023
-0.47
Goldman Sachs International
04/22/2024
-0.49
JPMorgan Chase Bank NA
02/17/2023
-0.49
LCH.Clearnet LLC
06/09/2033
-0.61
NOK/EUR CFWD20221128
11/28/2022
-0.77
-0.94
Morgan Stanley Capital Services LLC
04/22/2024
-1.17
as of 09/30/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
CASH & EQUIVALENTS | 0.00 | 11.04 | |
Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2027 | 5.37 |
Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2025 | 3.96 |
Invesco Global Strategic Income Fun | 2.49 | ||
Invesco Treasury Portfolio | 2.16 | ||
Invesco Government & Agency Portfol | 1.89 | ||
Republic of South Africa Government | 8.00 | 01/31/2030 | 1.89 |
INVESCO LIQUID ASSET CASH MF | 1.36 | ||
Mexican Bonos | 7.75 | 05/29/2031 | 1.29 |
Republic of Poland Government Bond | 1.75 | 04/25/2032 | 1.09 |
Morgan Stanley Capital Services LLC | 06/07/2023 | 1.01 | |
Invesco Senior Loan ETF | 0.99 | ||
0.94 | |||
United States Treasury Inflation In | 0.12 | 02/15/2052 | 0.86 |
Argentina Treasury Bond BONCER | 2.00 | 11/09/2026 | 0.81 |
Colombian TES | 7.75 | 09/18/2030 | 0.79 |
YPF SA | 0.78 | ||
Morgan Stanley Capital Services LLC | 12/07/2022 | 0.77 | |
NOK/EUR CFWD20221128 | 11/28/2022 | 0.71 | |
Colombian TES | 7.25 | 10/26/2050 | 0.65 |
China Government Bond | 3.53 | 10/18/2051 | 0.63 |
Colombian TES | 7.00 | 06/30/2032 | 0.63 |
India Government Bond | 7.26 | 08/22/2032 | 0.63 |
Ford Motor Credit Co LLC | 5.12 | 06/16/2025 | 0.62 |
Petroleos Mexicanos | 6.50 | 03/13/2027 | 0.56 |
Mexico Remittances Funding Fiduciar | 4.88 | 01/15/2028 | 0.55 |
Republic of South Africa Government | 8.88 | 02/28/2035 | 0.55 |
British Telecommunications PLC | 4.25 | 11/23/2081 | 0.55 |
Corp Andina de Fomento | 6.82 | 02/22/2031 | 0.53 |
Bonos de la Tesoreria de la Republi | 2.80 | 10/01/2033 | 0.53 |
Arconic Corp | 6.12 | 02/15/2028 | 0.51 |
Sempra Energy | 4.12 | 04/01/2052 | 0.51 |
Republic of South Africa Government | 8.50 | 01/31/2037 | 0.50 |
Kraft Heinz Foods Co | 5.20 | 07/15/2045 | 0.50 |
India Government Bond | 6.54 | 01/17/2032 | 0.49 |
USD/BRL CFWD2022104 | 10/04/2022 | 0.46 | |
Republic of South Africa Government | 8.25 | 03/31/2032 | 0.45 |
New Zealand Government Bond | 2.75 | 05/15/2051 | 0.45 |
Charles Schwab Corp/The | 5.38 | 12/31/2099 | 0.44 |
Southern Co/The | 4.00 | 01/15/2051 | 0.44 |
Indonesia Asahan Aluminium Persero | 4.75 | 05/15/2025 | 0.44 |
Dell International LLC / EMC Corp | 6.20 | 07/15/2030 | 0.44 |
General Motors Co | 6.80 | 10/01/2027 | 0.43 |
Boeing Co/The | 4.51 | 05/01/2023 | 0.42 |
Melco Resorts Finance Ltd | 4.88 | 06/06/2025 | 0.42 |
Plains All American Pipeline LP / P | 4.50 | 12/15/2026 | 0.41 |
Eurosail-UK 2007-2np PLC | 1.73 | 03/13/2045 | 0.41 |
Warnermedia Holdings Inc | 3.43 | 03/15/2024 | 0.41 |
Marriott International Inc/MD | 3.50 | 10/15/2032 | 0.41 |
Enbridge Inc | 7.38 | 01/15/2083 | 0.41 |
Lloyds Banking Group PLC | 4.72 | 08/11/2026 | 0.41 |
Freddie Mac STACR REMIC Trust 2022- | 5.18 | 04/25/2042 | 0.40 |
HP Inc | 4.75 | 01/15/2028 | 0.40 |
Oman Government International Bond | 4.75 | 06/15/2026 | 0.39 |
Bancolombia SA | 4.88 | 10/18/2027 | 0.39 |
Credit Suisse Group AG | 6.25 | 12/29/2049 | 0.38 |
Standard Chartered PLC | 5.20 | 01/26/2024 | 0.38 |
Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.38 |
Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.37 |
ING Groep NV | 5.75 | 12/31/2059 | 0.37 |
Uber Technologies Inc Conv Bnd | 0.00 | 12/15/2025 | 0.36 |
Petroleos Mexicanos | 8.75 | 06/02/2029 | 0.36 |
Bank Tabungan Negara Persero Tbk PT | 4.20 | 01/23/2025 | 0.36 |
DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.36 |
Morgan Stanley Reremic Trust | 6.00 | 11/26/2036 | 0.35 |
Alba 2007-1 PLC | 3.19 | 03/17/2039 | 0.34 |
Freeport-McMoRan Inc | 4.62 | 08/01/2030 | 0.33 |
Cooperatieve Rabobank UA | 4.38 | 12/31/2099 | 0.33 |
Freddie Mac STACR REMIC Trust 2022- | 4.28 | 04/25/2042 | 0.33 |
Gatwick Airport Finance PLC | 4.38 | 04/07/2026 | 0.33 |
Vodafone Group PLC | 3.25 | 06/04/2081 | 0.33 |
Eurosail 2006-2bl PLC | 5.19 | 12/15/2044 | 0.32 |
ING Groep NV | 6.50 | 12/31/2049 | 0.30 |
Electricite de France SA | 5.38 | 12/31/2049 | 0.30 |
Prosil Acquisition SA | 2.24 | 10/31/2039 | 0.30 |
Argentina Treasury Bond BONCER | 1.40 | 03/25/2023 | 0.30 |
Taurus 2018-1 IT SRL | 1.33 | 05/18/2030 | 0.29 |
Colombian TES | 7.25 | 10/18/2034 | 0.29 |
Eurosail 2006-2bl PLC | 1.80 | 12/15/2044 | 0.29 |
American Airlines Inc/AAdvantage Lo | 5.50 | 04/20/2026 | 0.29 |
Mativ Holdings Inc | 6.88 | 10/01/2026 | 0.28 |
Southern Co/The | 3.75 | 09/15/2051 | 0.28 |
Argentina Treasury Bond BONCER | 1.50 | 03/25/2024 | 0.28 |
Indofood CBP Sukses Makmur Tbk PT | 4.75 | 06/09/2051 | 0.27 |
Barclays PLC | 7.25 | 12/31/2049 | 0.27 |
Bausch Health Cos Inc | 11.00 | 09/30/2028 | 0.27 |
COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.27 |
Carnival Corp | 10.50 | 02/01/2026 | 0.27 |
Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2055 | 0.27 |
CME Group Inc | 03/11/2026 | 0.26 | |
CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.26 |
Celanese US Holdings LLC | 5.90 | 07/05/2024 | 0.26 |
DNB Bank ASA | 4.88 | 12/31/2059 | 0.26 |
Eurosail 2006-4np PLC | 4.92 | 12/10/2044 | 0.26 |
JBS USA LUX SA / JBS USA Food Co / | 5.75 | 04/01/2033 | 0.26 |
Alcoa Nederland Holding BV | 6.12 | 05/15/2028 | 0.25 |
Hellenic Republic Government Bond | 1.88 | 01/24/2052 | 0.25 |
Great Hall Mortgages No 1 PLC | 4.81 | 06/18/2039 | 0.25 |
America Movil SAB de CV | 5.38 | 04/04/2032 | 0.25 |
BPCE SA | 1.50 | 01/13/2042 | 0.25 |
Cikarang Listrindo Tbk PT | 4.95 | 09/14/2026 | 0.25 |
JPMorgan Chase Bank NA | 05/26/2025 | 0.24 | |
UBS Group AG | 5.12 | 12/31/2099 | 0.24 |
WRKCo Inc | 3.00 | 06/15/2033 | 0.24 |
Fannie Mae Connecticut Avenue Secur | 5.18 | 03/25/2031 | 0.24 |
Societe Generale SA | 4.75 | 12/31/2049 | 0.24 |
FREMF 2016-K54 Mortgage Trust | 4.19 | 04/25/2048 | 0.24 |
KBC Group NV | 4.25 | 12/31/2049 | 0.24 |
Swiss Re Finance Luxembourg SA | 5.00 | 04/02/2049 | 0.23 |
Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.23 |
Nordea Bank Abp | 5.38 | 09/22/2027 | 0.23 |
Fondo MIVIVIENDA SA | 4.62 | 04/12/2027 | 0.23 |
CHS/Community Health Systems Inc | 8.00 | 03/15/2026 | 0.22 |
Muthoot Finance Ltd | 4.40 | 09/02/2023 | 0.22 |
Argentina Treasury Bond BONCER | 4.00 | 04/27/2025 | 0.22 |
UBS Group AG | 7.00 | 12/31/2099 | 0.21 |
Dell International LLC / EMC Corp | 6.02 | 06/15/2026 | 0.21 |
Freddie Mac STACR REMIC Trust 2022- | 7.63 | 08/25/2042 | 0.21 |
CCO Holdings LLC / CCO Holdings Cap | 4.75 | 03/01/2030 | 0.21 |
Telefonica Europe BV | 4.38 | 12/31/2049 | 0.21 |
Perusahaan Perseroan Persero PT Per | 4.12 | 05/15/2027 | 0.21 |
BPCE SA | 5.15 | 07/21/2024 | 0.21 |
JSW Steel Ltd | 3.95 | 04/05/2027 | 0.21 |
Freddie Mac Structured Agency Credi | 6.28 | 07/25/2042 | 0.20 |
GMR Hyderabad International Airport | 5.38 | 04/10/2024 | 0.20 |
1MDB Global Investments Ltd | 4.40 | 03/09/2023 | 0.20 |
Transcanada Trust | 5.88 | 08/15/2076 | 0.20 |
Freddie Mac STACR REMIC Trust 2022- | 5.83 | 08/25/2042 | 0.20 |
Freddie Mac STACR REMIC Trust 2022- | 4.68 | 02/25/2042 | 0.20 |
TMF TRUST COMPANY (ARGENTINA) S.A. | 0.20 | ||
Ludgate Funding PLC | 1.93 | 01/01/2061 | 0.20 |
BNP Paribas SA | 7.75 | 12/31/2049 | 0.20 |
United Airlines Inc | 4.38 | 04/15/2026 | 0.19 |
Bayer AG | 2.38 | 11/12/2079 | 0.19 |
First Quantum Minerals Ltd | 6.88 | 10/15/2027 | 0.19 |
Swedbank AB | 5.62 | 12/31/2059 | 0.19 |
Skandinaviska Enskilda Banken AB | 6.88 | 12/31/2059 | 0.19 |
JPMorgan Chase Bank NA | 06/12/2023 | 0.19 | |
Reliance Industries Ltd | 4.88 | 02/10/2045 | 0.19 |
CVS Health Corp | 5.05 | 03/25/2048 | 0.19 |
Universal Health Services Inc | 2.65 | 10/15/2030 | 0.19 |
Skandinaviska Enskilda Banken AB | 5.12 | 12/31/2099 | 0.19 |
MGM China Holdings Ltd | 5.38 | 05/15/2024 | 0.19 |
NatWest Group PLC | 6.00 | 12/31/2059 | 0.19 |
Credit Suisse Group AG | 7.50 | 12/31/2049 | 0.18 |
AT&T Inc | 2.88 | 12/31/2099 | 0.18 |
Connecticut Avenue Securities Trust | 5.90 | 07/25/2042 | 0.18 |
Camelot Finance SA | 4.50 | 11/01/2026 | 0.18 |
Oil & Natural Gas Corp Ltd | 3.38 | 12/05/2029 | 0.18 |
Prudential PLC | 4.88 | 12/31/2059 | 0.18 |
Jabil Inc | 3.00 | 01/15/2031 | 0.18 |
HTA Group Ltd/Mauritius | 7.00 | 12/18/2025 | 0.18 |
Banco Santander SA | 4.38 | 12/31/2099 | 0.18 |
Deutsche Lufthansa AG | 4.38 | 08/12/2075 | 0.17 |
Telefonica Europe BV | 2.88 | 12/31/2099 | 0.17 |
Danske Bank A/S | 7.00 | 12/31/2099 | 0.17 |
Oman Government International Bond | 6.75 | 01/17/2048 | 0.17 |
HSBC Holdings PLC | 2.01 | 09/22/2028 | 0.17 |
International Finance Corp | 0.00 | 03/23/2038 | 0.17 |
Kenbourne Invest SA | 4.70 | 01/22/2028 | 0.17 |
Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.16 |
Adani Electricity Mumbai Ltd | 3.95 | 02/12/2030 | 0.16 |
CPI Property Group SA | 4.88 | 12/31/2049 | 0.16 |
EQT Corp | 5.68 | 10/01/2025 | 0.16 |
MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.16 |
Malaysia Government Bond | 4.76 | 04/07/2037 | 0.16 |
FedEx Corp | 4.05 | 02/15/2048 | 0.16 |
Russian Federal Bond - OFZ | 7.95 | 10/07/2026 | 0.15 |
Marriott International Inc/MD | 5.00 | 10/15/2027 | 0.15 |
Aethon United BR LP / Aethon United | 8.25 | 02/15/2026 | 0.15 |
Becton Dickinson and Co | 3.79 | 05/20/2050 | 0.15 |
Indonesia Government International | 4.65 | 09/20/2032 | 0.15 |
Takeda Pharmaceutical Co Ltd | 3.17 | 07/09/2050 | 0.15 |
JBS USA LUX SA / JBS USA Food Co / | 5.12 | 02/01/2028 | 0.15 |
JPMorgan Chase Bank NA | 04/21/2023 | 0.14 | |
Crown Castle Inc | 3.25 | 01/15/2051 | 0.14 |
Perusahaan Perseroan Persero PT Per | 4.38 | 02/05/2050 | 0.14 |
Wynn Macau Ltd | 4.88 | 10/01/2024 | 0.14 |
Alba 2007-1 PLC | 5.24 | 03/17/2039 | 0.14 |
Ecopetrol SA | 4.62 | 11/02/2031 | 0.14 |
Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.14 |
Mativ Holdings Inc | 6.88 | 04/20/2028 | 0.14 |
BP Capital Markets PLC | 4.88 | 12/31/2049 | 0.14 |
Carmax Auto Owner Trust 2019-3 | 2.85 | 01/15/2026 | 0.13 |
Seagate HDD Cayman | 4.12 | 01/15/2031 | 0.13 |
American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.13 |
Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.13 |
Colombia Government International B | 4.12 | 02/22/2042 | 0.13 |
0.13 | |||
Eurohome UK Mortgages 2007-2 plc | 4.14 | 09/15/2044 | 0.13 |
Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.13 |
ILPT Commercial Mortgage Trust 2022 | 4.99 | 10/15/2039 | 0.13 |
Development Bank of Kazakhstan JSC | 5.75 | 05/12/2025 | 0.13 |
Stillwater Mining Co | 4.00 | 11/16/2026 | 0.13 |
Nemak SAB de CV | 3.62 | 06/28/2031 | 0.13 |
USD/ZAR CFWD20221221 | 12/21/2022 | 0.12 | |
Fannie Mae Connecticut Avenue Secur | 5.93 | 11/25/2029 | 0.12 |
Petroleos Mexicanos | 6.95 | 01/28/2060 | 0.12 |
NatWest Group PLC | 5.12 | 12/31/2059 | 0.12 |
Cemex SAB de CV | 5.12 | 12/31/2049 | 0.12 |
Lamar Media Corp | 4.00 | 02/15/2030 | 0.12 |
KBC Group NV | 4.75 | 12/31/2049 | 0.12 |
EnPro Industries Inc | 5.75 | 10/15/2026 | 0.12 |
Crowdstrike Holdings Inc | 3.00 | 02/15/2029 | 0.12 |
Ivory Coast Government Internationa | 4.88 | 01/30/2032 | 0.12 |
Ivory Coast Government Internationa | 5.38 | 07/23/2024 | 0.11 |
Kingdom of Belgium Government Bond | 1.70 | 06/22/2050 | 0.11 |
Group 1 Automotive Inc | 4.00 | 08/15/2028 | 0.11 |
Plains All American Pipeline LP / P | 3.80 | 09/15/2030 | 0.11 |
Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.11 |
Carriage Services Inc | 4.25 | 05/15/2029 | 0.11 |
Colombian TES | 9.25 | 05/28/2042 | 0.11 |
Allison Transmission Inc | 3.75 | 01/30/2031 | 0.11 |
USD/COP CFWD20221221 | 12/21/2022 | 0.11 | |
iStar Inc | 4.75 | 10/01/2024 | 0.11 |
FirstEnergy Corp | 4.40 | 07/15/2027 | 0.11 |
Eurohome UK Mortgages 2007 -1 PLC | 3.64 | 06/15/2044 | 0.11 |
Lusitano Mortgages No 5 PLC | 0.91 | 07/15/2059 | 0.11 |
CCO Holdings LLC / CCO Holdings Cap | 4.50 | 05/01/2032 | 0.11 |
IM Pastor 4 FTA | 1.24 | 03/22/2044 | 0.11 |
WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.11 |
JB Poindexter & Co Inc | 7.12 | 04/15/2026 | 0.11 |
Romanian Government International B | 2.00 | 04/14/2033 | 0.11 |
Dominican Republic International Bo | 4.88 | 09/23/2032 | 0.10 |
M&G PLC | 6.50 | 10/20/2048 | 0.10 |
Russian Federal Bond - OFZ | 7.05 | 01/19/2028 | 0.10 |
Sonic Automotive Inc | 4.62 | 11/15/2029 | 0.10 |
Repsol International Finance BV | 3.75 | 12/31/2099 | 0.10 |
Banco Mercantil del Norte SA/Grand | 8.38 | 12/31/2049 | 0.10 |
TransDigm Inc | 6.25 | 03/15/2026 | 0.10 |
Credit Agricole SA | 8.12 | 12/31/2049 | 0.10 |
Connecticut Avenue Securities Trust | 5.38 | 03/25/2042 | 0.10 |
Crestwood Midstream Partners LP / C | 8.00 | 04/01/2029 | 0.10 |
OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.10 |
Mattel Inc | 6.20 | 10/01/2040 | 0.10 |
Electricite de France SA | 5.25 | 12/31/2049 | 0.10 |
Lamar Media Corp | 4.88 | 01/15/2029 | 0.10 |
Sirius XM Radio Inc | 3.12 | 09/01/2026 | 0.10 |
Iliad Holding SASU | 7.00 | 10/15/2028 | 0.10 |
Cox Communications Inc | 2.95 | 10/01/2050 | 0.10 |
Credit Agricole SA | 6.88 | 12/31/2099 | 0.10 |
Bausch Health Cos Inc | 14.00 | 10/15/2030 | 0.10 |
Societe Generale SA | 7.38 | 12/31/2099 | 0.10 |
Nationwide Building Society | 5.75 | 12/31/2099 | 0.10 |
SS&C Technologies Inc | 5.50 | 09/30/2027 | 0.10 |
Credit Suisse Group AG | 6.54 | 08/12/2033 | 0.10 |
Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.10 |
HSBC Holdings PLC | 5.88 | 12/31/2049 | 0.09 |
abrdn plc | 4.25 | 06/30/2028 | 0.09 |
CaixaBank SA | 5.25 | 12/31/2099 | 0.09 |
JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 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 |
Fortress Transportation and Infrast | 5.50 | 05/01/2028 | 0.09 |
Intesa Sanpaolo SpA | 7.75 | 12/31/2099 | 0.09 |
GC Treasury Center Co Ltd | 4.40 | 03/30/2032 | 0.09 |
AES Andes SA | 6.35 | 10/07/2079 | 0.09 |
CT Trust | 5.12 | 02/03/2032 | 0.09 |
LCH.Clearnet LLC | 07/15/2031 | 0.09 | |
Klabin Austria GmbH | 7.00 | 04/03/2049 | 0.09 |
Muang Thai Life Assurance PCL | 3.55 | 01/27/2037 | 0.09 |
Mattel Inc | 5.45 | 11/01/2041 | 0.09 |
Centene Corp | 4.25 | 12/15/2027 | 0.09 |
CaixaBank SA | 5.88 | 12/31/2099 | 0.09 |
Accor SA | 4.38 | 12/31/2099 | 0.09 |
Tenet Healthcare Corp | 4.88 | 01/01/2026 | 0.09 |
Egypt Government International Bond | 8.50 | 01/31/2047 | 0.09 |
Level 3 Financing Inc | 3.75 | 07/15/2029 | 0.09 |
Match Group Holdings II LLC | 4.62 | 06/01/2028 | 0.09 |
Banco Mercantil del Norte SA/Grand | 5.88 | 12/31/2049 | 0.09 |
Alba 2006-2 PLC | 5.19 | 12/15/2038 | 0.09 |
Braskem Idesa SAPI | 6.99 | 02/20/2032 | 0.09 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.09 |
ABN AMRO Bank NV | 4.38 | 12/31/2059 | 0.09 |
ING Groep NV | 6.75 | 12/31/2099 | 0.09 |
Prestige Brands Inc | 3.75 | 04/01/2031 | 0.09 |
WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.09 |
Credit Agricole SA | 7.50 | 12/31/2049 | 0.09 |
WMG Acquisition Corp | 3.75 | 12/01/2029 | 0.08 |
International Consolidated Airlines | 2.75 | 03/25/2025 | 0.08 |
Egypt Government International Bond | 4.75 | 04/16/2026 | 0.08 |
Viatris Inc | 3.85 | 06/22/2040 | 0.08 |
Guatemala Government Bond | 3.70 | 10/07/2033 | 0.08 |
Cable Onda SA | 4.50 | 01/30/2030 | 0.08 |
Ford Motor Credit Co LLC | 5.11 | 05/03/2029 | 0.08 |
Volkswagen International Finance NV | 4.62 | 12/31/2059 | 0.08 |
Banco Santander SA | 4.12 | 12/31/2049 | 0.08 |
Suzano Austria GmbH | 2.50 | 09/15/2028 | 0.08 |
OCP SA | 3.75 | 06/23/2031 | 0.08 |
Nigeria Government International Bo | 8.38 | 03/24/2029 | 0.08 |
Alpek SAB de CV | 3.25 | 02/25/2031 | 0.08 |
SBA Communications Corp | 3.88 | 02/15/2027 | 0.08 |
Barclays PLC | 6.38 | 12/31/2099 | 0.08 |
Dufry One BV | 2.00 | 02/15/2027 | 0.08 |
LCH.Clearnet LLC | 01/27/2031 | 0.08 | |
Gray Escrow II Inc | 5.38 | 11/15/2031 | 0.08 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
CSC Holdings LLC | 5.75 | 01/15/2030 | 0.08 |
EnerSys | 4.38 | 12/15/2027 | 0.08 |
LCH.Clearnet LLC | 01/29/2031 | 0.08 | |
HCA Inc | 4.12 | 06/15/2029 | 0.08 |
Erste Group Bank AG | 4.25 | 12/31/2099 | 0.08 |
Nigeria Government International Bo | 6.50 | 11/28/2027 | 0.08 |
Ford Motor Credit Co LLC | 4.39 | 01/08/2026 | 0.08 |
Pertamina Persero PT | 4.17 | 01/21/2050 | 0.08 |
Adani Electricity Mumbai Ltd | 3.87 | 07/22/2031 | 0.08 |
Sunoco LP / Sunoco Finance Corp | 5.88 | 03/15/2028 | 0.08 |
United Natural Foods Inc | 6.40 | 10/22/2025 | 0.08 |
Terminix Co LLC/The | 7.45 | 08/15/2027 | 0.08 |
Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.08 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
International Consolidated Airlines | 1.50 | 07/04/2027 | 0.08 |
Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2049 | 0.08 |
Clearway Energy Operating LLC | 4.75 | 03/15/2028 | 0.08 |
Bahamas Government International Bo | 9.00 | 06/16/2029 | 0.07 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.07 | |
Heimstaden Bostad AB | 3.38 | 12/31/2049 | 0.07 |
Entegris Escrow Corp | 4.75 | 04/15/2029 | 0.07 |
Goldman Sachs International | 09/27/2023 | 0.07 | |
Gap Inc/The | 3.62 | 10/01/2029 | 0.07 |
USD/CLP CFWD20221221 | 12/21/2022 | 0.07 | |
Vodafone Group PLC | 4.12 | 06/04/2081 | 0.07 |
USA Compression Partners LP / USA C | 6.88 | 09/01/2027 | 0.07 |
Apache Corp | 7.75 | 12/15/2029 | 0.07 |
Mastr Asset Backed Securities Trust | 3.18 | 08/25/2036 | 0.07 |
Asbury Automotive Group Inc | 4.62 | 11/15/2029 | 0.07 |
OneMain Finance Corp | 6.88 | 03/15/2025 | 0.07 |
American Builders & Contractors Sup | 4.00 | 01/15/2028 | 0.07 |
Endo Luxembourg Finance Co I Sarl | 6.05 | 03/27/2028 | 0.07 |
Verus Securitization Trust 2022-7 | 5.35 | 07/25/2067 | 0.07 |
Melco Resorts Finance Ltd | 5.75 | 07/21/2028 | 0.07 |
CHS/Community Health Systems Inc | 8.00 | 12/15/2027 | 0.07 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
Centene Corp | 4.62 | 12/15/2029 | 0.07 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.07 |
Altice France SA/France | 8.12 | 02/01/2027 | 0.07 |
Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.07 |
Delek Logistics Partners LP / Delek | 7.12 | 06/01/2028 | 0.07 |
LCH.Clearnet LLC | 02/17/2027 | 0.07 | |
LCH.Clearnet LLC | 11/09/2052 | 0.07 | |
Gartner Inc | 4.50 | 07/01/2028 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
USD/CAD CFWD2023313 | 03/13/2023 | 0.06 | |
African Development Bank | 0.00 | 01/17/2050 | 0.06 |
Scientific Games Holdings LP/Scient | 6.62 | 03/01/2030 | 0.06 |
Dominican Republic International Bo | 5.30 | 01/21/2041 | 0.06 |
Clarivate Science Holdings Corp | 4.88 | 07/01/2029 | 0.06 |
CSC Holdings LLC | 5.50 | 04/15/2027 | 0.06 |
United States International Develop | 3.13 | 04/15/2028 | 0.06 |
Barclays PLC | 7.12 | 12/31/2099 | 0.06 |
Sensata Technologies BV | 5.88 | 09/01/2030 | 0.06 |
NESCO Holdings II Inc | 5.50 | 04/15/2029 | 0.06 |
CTR Partnership LP / CareTrust Capi | 3.88 | 06/30/2028 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Howard Midstream Energy Partners LL | 6.75 | 01/15/2027 | 0.06 |
Sprint Capital Corp | 8.75 | 03/15/2032 | 0.06 |
Iraq International Bond | 5.80 | 01/15/2028 | 0.06 |
Indonesia Government International | 5.45 | 09/20/2052 | 0.06 |
EnerSys | 5.00 | 04/30/2023 | 0.06 |
Encompass Health Corp | 4.50 | 02/01/2028 | 0.06 |
Midwest Gaming Borrower LLC / Midwe | 4.88 | 05/01/2029 | 0.06 |
1375209 BC Ltd | 9.00 | 01/30/2028 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Egypt Government International Bond | 8.88 | 05/29/2050 | 0.06 |
Select Medical Corp | 6.25 | 08/15/2026 | 0.06 |
Dun & Bradstreet Corp/The | 6.33 | 02/06/2026 | 0.06 |
Everi Holdings Inc | 5.00 | 07/15/2029 | 0.06 |
Papa John's International Inc | 3.88 | 09/15/2029 | 0.06 |
Holly Energy Partners LP / Holly En | 6.38 | 04/15/2027 | 0.06 |
Lithia Motors Inc | 3.88 | 06/01/2029 | 0.06 |
Calpine Corp | 3.75 | 03/01/2031 | 0.06 |
PetSmart LLC | 6.87 | 02/11/2028 | 0.06 |
Nabors Industries Inc | 7.38 | 05/15/2027 | 0.06 |
Mueller Water Products Inc | 4.00 | 06/15/2029 | 0.06 |
Network i2i Ltd | 5.65 | 12/31/2099 | 0.06 |
CME Group Inc | 01/04/2027 | 0.06 | |
SunCoke Energy Inc | 4.88 | 06/30/2029 | 0.06 |
1011778 BC ULC / New Red Finance In | 4.00 | 10/15/2030 | 0.06 |
Rayonier AM Products Inc | 7.62 | 01/15/2026 | 0.06 |
Jane Street Group / JSG Finance Inc | 4.50 | 11/15/2029 | 0.06 |
Great Lakes Dredge & Dock Corp | 5.25 | 06/01/2029 | 0.06 |
NRG Energy Inc | 4.45 | 06/15/2029 | 0.06 |
USD/PLN CFWD20221221 | 12/21/2022 | 0.06 | |
OneMain Finance Corp | 7.12 | 03/15/2026 | 0.06 |
LCH.Clearnet LLC | 03/07/2032 | 0.06 | |
DISH DBS Corp | 5.12 | 06/01/2029 | 0.06 |
Kontoor Brands Inc | 4.12 | 11/15/2029 | 0.06 |
Rockies Express Pipeline LLC | 4.80 | 05/15/2030 | 0.06 |
Valvoline Inc | 3.62 | 06/15/2031 | 0.06 |
Egypt Government International Bond | 7.62 | 05/29/2032 | 0.05 |
VZ Secured Financing BV | 5.00 | 01/15/2032 | 0.05 |
Twilio Inc | 3.62 | 03/15/2029 | 0.05 |
CNX Resources Corp | 7.38 | 01/15/2031 | 0.05 |
Mohegan Gaming & Entertainment | 8.00 | 02/01/2026 | 0.05 |
Global Partners LP / GLP Finance Co | 7.00 | 08/01/2027 | 0.05 |
CME Group Inc | 03/06/2025 | 0.05 | |
Yum! Brands Inc | 5.38 | 04/01/2032 | 0.05 |
Cogent Communications Group Inc | 7.00 | 06/15/2027 | 0.05 |
NGL Energy Operating LLC / NGL Ener | 7.50 | 02/01/2026 | 0.05 |
Macy's Retail Holdings LLC | 5.88 | 04/01/2029 | 0.05 |
Precision Drilling Corp | 6.88 | 01/15/2029 | 0.05 |
FirstCash Inc | 5.62 | 01/01/2030 | 0.05 |
Comstock Resources Inc | 6.75 | 03/01/2029 | 0.05 |
LCH.Clearnet LLC | 03/07/2032 | 0.05 | |
Nidda Healthcare Holding GmbH | 3.50 | 09/30/2024 | 0.05 |
IRB Holding Corp | 5.70 | 12/15/2027 | 0.05 |
Callon Petroleum Co | 8.00 | 08/01/2028 | 0.05 |
Ascent Resources Utica Holdings LLC | 7.00 | 11/01/2026 | 0.05 |
LCM Investments Holdings II LLC | 4.88 | 05/01/2029 | 0.05 |
OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.05 |
USD/NZD CFWD20221221 | 12/21/2022 | 0.05 | |
Medline Borrower LP | 3.88 | 04/01/2029 | 0.05 |
Ecuador Government International Bo | 5.50 | 07/31/2030 | 0.05 |
Service Properties Trust | 4.38 | 02/15/2030 | 0.05 |
Network i2i Ltd | 3.98 | 12/31/2099 | 0.05 |
Novelis Corp | 4.75 | 01/30/2030 | 0.05 |
HCA Inc | 5.38 | 02/01/2025 | 0.05 |
Credit Suisse Group AG | 6.37 | 07/15/2026 | 0.05 |
Wynn Resorts Finance LLC / Wynn Res | 5.12 | 10/01/2029 | 0.05 |
Hudbay Minerals Inc | 6.12 | 04/01/2029 | 0.05 |
Vistra Operations Co LLC | 4.38 | 05/01/2029 | 0.05 |
Lamar Media Corp | 3.62 | 01/15/2031 | 0.05 |
Ford Motor Co | 3.25 | 02/12/2032 | 0.05 |
HCA Inc | 5.62 | 09/01/2028 | 0.05 |
Bellis Acquisition Co PLC | 3.25 | 02/16/2026 | 0.05 |
Vistra Operations Co LLC | 5.00 | 07/31/2027 | 0.05 |
Sirius XM Radio Inc | 4.00 | 07/15/2028 | 0.05 |
Morgan Stanley Capital Services LLC | 12/07/2022 | 0.05 | |
CME Group Inc | 01/04/2027 | 0.05 | |
FREMF 2017-K62 Mortgage Trust | 4.01 | 01/25/2050 | 0.05 |
EQM Midstream Partners LP | 6.50 | 07/01/2027 | 0.05 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.05 | |
USD/GBP CFWD20221221 | 12/21/2022 | 0.05 | |
Goldman Sachs International | 02/01/2023 | 0.05 | |
USD/ZAR CFWD20221114 | 11/14/2022 | 0.05 | |
CCO Holdings LLC / CCO Holdings Cap | 5.00 | 02/01/2028 | 0.04 |
Hilcorp Energy I LP / Hilcorp Finan | 6.00 | 04/15/2030 | 0.04 |
Rockies Express Pipeline LLC | 6.88 | 04/15/2040 | 0.04 |
Lumen Technologies Inc | 7.60 | 09/15/2039 | 0.04 |
Gartner Inc | 3.62 | 06/15/2029 | 0.04 |
Netflix Inc | 5.38 | 11/15/2029 | 0.04 |
Netflix Inc | 5.88 | 11/15/2028 | 0.04 |
Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.04 |
Bacardi Ltd | 2.75 | 07/15/2026 | 0.04 |
Marriott International Inc/MD | 4.62 | 06/15/2030 | 0.04 |
Morgan Stanley Bank of America Merr | 5.02 | 02/15/2047 | 0.04 |
Virgin Media Secured Finance PLC | 5.50 | 05/15/2029 | 0.04 |
Klabin Austria GmbH | 5.75 | 04/03/2029 | 0.04 |
Targa Resources Partners LP / Targa | 5.00 | 01/15/2028 | 0.04 |
Occidental Petroleum Corp | 6.20 | 03/15/2040 | 0.04 |
Bank of America NA | 09/27/2023 | 0.04 | |
LCH.Clearnet LLC | 02/11/2031 | 0.04 | |
Diversified Healthcare Trust | 9.75 | 06/15/2025 | 0.04 |
Valaris Ltd | 8.25 | 04/30/2028 | 0.04 |
iStar Inc | 5.50 | 02/15/2026 | 0.03 |
Altice France SA/France | 5.12 | 07/15/2029 | 0.03 |
USD/HUF CFWD2022126 | 12/06/2022 | 0.03 | |
Dominican Republic International Bo | 4.50 | 01/30/2030 | 0.03 |
Altice France SA/France | 5.50 | 10/15/2029 | 0.03 |
NMG Holding Co Inc / Neiman Marcus | 7.12 | 04/01/2026 | 0.03 |
USD/CNY CFWD20221221 | 12/21/2022 | 0.03 | |
Sensata Technologies BV | 4.00 | 04/15/2029 | 0.03 |
CHS/Community Health Systems Inc | 5.25 | 05/15/2030 | 0.03 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.03 | |
DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.03 |
USD/THB CFWD20221215 | 12/15/2022 | 0.03 | |
RUB/USD CFWD2023227 | 02/27/2023 | 0.03 | |
Diversified Healthcare Trust | 4.75 | 05/01/2024 | 0.03 |
Ritchie Bros Auctioneers Inc | 5.38 | 01/15/2025 | 0.03 |
CSC Holdings LLC | 4.50 | 11/15/2031 | 0.03 |
Goldman Sachs International | 06/27/2023 | 0.03 | |
Citigroup Mortgage Loan Trust Inc | 2.82 | 05/25/2035 | 0.03 |
Citigroup Commercial Mortgage Trust | 1.22 | 10/12/2050 | 0.03 |
Genesis Energy LP / Genesis Energy | 8.00 | 01/15/2027 | 0.03 |
MXN/USD CFWD20221221 | 12/21/2022 | 0.03 | |
HCA Inc | 5.88 | 02/01/2029 | 0.03 |
OneMain Finance Corp | 3.88 | 09/15/2028 | 0.03 |
Connecticut Avenue Securities Trust | 5.48 | 04/25/2031 | 0.03 |
LCH.Clearnet LLC | 10/11/2026 | 0.03 | |
Macy's Retail Holdings LLC | 4.50 | 12/15/2034 | 0.03 |
PetSmart Inc / PetSmart Finance Cor | 4.75 | 02/15/2028 | 0.03 |
CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.03 |
DaVita Inc | 3.75 | 02/15/2031 | 0.03 |
Ford Motor Credit Co LLC | 3.38 | 11/13/2025 | 0.03 |
Occidental Petroleum Corp | 6.95 | 07/01/2024 | 0.03 |
LCH.Clearnet LLC | 10/19/2026 | 0.03 | |
Occidental Petroleum Corp | 6.12 | 01/01/2031 | 0.03 |
Clear Channel Outdoor Holdings Inc | 5.12 | 08/15/2027 | 0.03 |
Ford Motor Co | 4.75 | 01/15/2043 | 0.03 |
LCH.Clearnet LLC | 08/15/2027 | 0.03 | |
RR Donnelley & Sons Co | 8.25 | 07/01/2027 | 0.03 |
Rogers Communications Inc | 4.55 | 03/15/2052 | 0.03 |
JPMorgan Chase Bank NA | 02/05/2024 | 0.03 | |
Valaris Ltd | 8.25 | 04/30/2028 | 0.03 |
JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.03 |
EQM Midstream Partners LP | 4.75 | 01/15/2031 | 0.03 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.03 | |
Bank of America NA | 01/31/2023 | 0.02 | |
Rockies Express Pipeline LLC | 4.95 | 07/15/2029 | 0.02 |
Vistra Operations Co LLC | 5.62 | 02/15/2027 | 0.02 |
Goldman Sachs International | 11/08/2022 | 0.02 | |
JPMorgan Chase Bank NA | 12/16/2022 | 0.02 | |
Bausch Health Cos Inc | 4.88 | 06/01/2028 | 0.02 |
CME Group Inc | 05/09/2032 | 0.02 | |
Genesis Energy LP / Genesis Energy | 6.50 | 10/01/2025 | 0.02 |
CME Group Inc | 12/18/2024 | 0.02 | |
USD/GBP CFWD20221221 | 12/21/2022 | 0.02 | |
Ford Motor Credit Co LLC | 4.95 | 05/28/2027 | 0.02 |
BRL/USD CFWD2022104 | 10/04/2022 | 0.02 | |
Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 11/01/2028 | 0.02 |
LCH.Clearnet LLC | 09/07/2025 | 0.02 | |
Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2099 | 0.02 |
CME Group Inc | 05/16/2032 | 0.02 | |
CHS/Community Health Systems Inc | 4.75 | 02/15/2031 | 0.02 |
USD/ZAR CFWD20221215 | 12/15/2022 | 0.02 | |
Virgin Media Finance PLC | 5.00 | 07/15/2030 | 0.02 |
USD P THB C @33.7500 EO | 04/26/2023 | 0.02 | |
USD/AUD CFWD2023929 | 09/29/2023 | 0.02 | |
Goldman Sachs International | 12/23/2022 | 0.02 | |
CME Group Inc | 12/18/2024 | 0.02 | |
CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.02 |
EQM Midstream Partners LP | 7.50 | 06/01/2027 | 0.02 |
BRL/USD CFWD2022104 | 10/04/2022 | 0.02 | |
CME Group Inc | 05/24/2032 | 0.02 | |
USD/ZAR CFWD20221221 | 12/21/2022 | 0.02 | |
CME Group Inc | 01/02/2026 | 0.02 | |
Clarios Global LP | 6.75 | 05/15/2025 | 0.02 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.02 | |
UBS Commercial Mortgage Trust 2017- | 1.19 | 11/15/2050 | 0.02 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.02 | |
1011778 BC ULC / New Red Finance In | 3.88 | 01/15/2028 | 0.02 |
CLAIRES HOLDINGS LLC | 0.02 | ||
Diversified Healthcare Trust | 4.38 | 03/01/2031 | 0.02 |
Allison Transmission Inc | 4.75 | 10/01/2027 | 0.02 |
Asbury Automotive Group Inc | 4.50 | 03/01/2028 | 0.02 |
USD/HUF CFWD20221215 | 12/15/2022 | 0.02 | |
CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2027 | 0.02 |
Goldman Sachs International | 12/12/2022 | 0.02 | |
CCO Holdings LLC / CCO Holdings Cap | 4.25 | 01/15/2034 | 0.02 |
Clarios Global LP / Clarios US Fina | 8.50 | 05/15/2027 | 0.01 |
Genesis Energy LP / Genesis Energy | 7.75 | 02/01/2028 | 0.01 |
RUB/USD CFWD2023222 | 02/22/2023 | 0.01 | |
Iliad Holding SASU | 6.50 | 10/15/2026 | 0.01 |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.01 |
USD/INR CFWD20221221 | 12/21/2022 | 0.01 | |
Occidental Petroleum Corp | 8.50 | 07/15/2027 | 0.01 |
USD/CNY CFWD20221221 | 12/21/2022 | 0.01 | |
RUB/USD CFWD2023217 | 02/17/2023 | 0.01 | |
Wells Fargo Commercial Mortgage Tru | 1.01 | 12/15/2050 | 0.01 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.01 | |
USD/BRL CFWD20221014 | 10/14/2022 | 0.01 | |
Murray Energy Corp | 0.01 | ||
Vistra Operations Co LLC | 5.50 | 09/01/2026 | 0.01 |
USD/INR CFWD20221221 | 12/21/2022 | 0.01 | |
Intercontinental Exchange Inc | 1.00 | 12/20/2027 | 0.01 |
Benchmark 2018-B1 Mortgage Trust | 0.68 | 01/15/2051 | 0.01 |
Connecticut Avenue Securities Trust | 5.23 | 09/25/2031 | 0.01 |
Bank of America NA | 03/16/2024 | 0.01 | |
HCA Inc | 5.88 | 02/15/2026 | 0.01 |
CCG Receivables Trust | 3.22 | 09/14/2026 | 0.01 |
Targa Resources Partners LP / Targa | 6.50 | 07/15/2027 | 0.01 |
Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 04/15/2032 | 0.01 |
Sunoco LP / Sunoco Finance Corp | 6.00 | 04/15/2027 | 0.01 |
Targa Resources Partners LP / Targa | 5.50 | 03/01/2030 | 0.01 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.01 | |
Targa Resources Partners LP / Targa | 4.88 | 02/01/2031 | 0.01 |
Dun & Bradstreet Corp/The | 5.00 | 12/15/2029 | 0.01 |
DISH Network Corp Conv Bnd | 3.38 | 08/15/2026 | 0.01 |
Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 |
USD/COP CFWD20221221 | 12/21/2022 | 0.01 | |
Claire's Stores Inc | 9.62 | 12/18/2026 | 0.01 |
0.01 | |||
Sprint Corp | 7.62 | 03/01/2026 | 0.01 |
Fannie Mae REMICS | 12.89 | 06/25/2036 | 0.01 |
USD/HUF CFWD20221221 | 12/21/2022 | 0.01 | |
Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.01 |
Fannie Mae REMICS | 13.26 | 03/25/2036 | 0.01 |
CSC Holdings LLC | 5.00 | 11/15/2031 | 0.01 |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.01 |
Vistra Corp | 7.00 | 12/31/2059 | 0.01 |
New Enterprise Stone & Lime Co Inc | 5.25 | 07/15/2028 | 0.01 |
USD/BRL CFWD20221220 | 12/20/2022 | 0.01 | |
CME Group Inc | 07/22/2027 | 0.01 | |
CSC Holdings LLC | 4.62 | 12/01/2030 | 0.01 |
Morgan Stanley Capital I 2017-HR2 | 1.01 | 12/15/2050 | 0.01 |
JPMorgan Chase Bank NA | 07/17/2023 | 0.01 | |
Bank of America NA | 01/31/2023 | 0.01 | |
CD 2017-CD6 Mortgage Trust | 1.02 | 11/13/2050 | 0.01 |
Fannie Mae Grantor Trust 2001-T10 | 0.38 | 12/25/2041 | 0.01 |
Sensata Technologies BV | 5.62 | 11/01/2024 | 0.01 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.01 | |
Bank of America NA | 03/24/2023 | 0.01 | |
USD/EUR CFWD20221221 | 12/21/2022 | 0.01 | |
Goldman Sachs International | 12/13/2022 | 0.01 | |
Freddie Mac REMICS | 14.42 | 08/15/2035 | 0.01 |
BRL/USD CFWD2022104 | 10/04/2022 | 0.01 | |
Goldman Sachs International | 12/16/2022 | 0.01 | |
Roller Bearing Co of America Inc | 4.38 | 10/15/2029 | 0.01 |
JPMorgan Chase Bank NA | 12/13/2022 | 0.01 | |
USD/EUR CFWD20221221 | 12/21/2022 | 0.01 | |
JPMorgan Chase Bank NA | 1.00 | 06/20/2027 | 0.01 |
Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.01 |
LCH.Clearnet LLC | 04/18/2025 | 0.01 | |
Fannie Mae REMICS | 6.00 | 01/25/2032 | 0.01 |
Citigroup Mortgage Loan Trust 2006- | 3.15 | 10/25/2035 | 0.01 |
Goldman Sachs International | 03/10/2023 | 0.01 | |
LCH.Clearnet LLC | 09/29/2027 | 0.01 | |
BRL/USD CFWD2022113 | 11/03/2022 | 0.01 | |
Connecticut Avenue Securities Trust | 5.38 | 08/25/2031 | 0.01 |
LCH.Clearnet LLC | 10/07/2052 | 0.01 | |
Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
Precision Drilling Corp | 7.12 | 01/15/2026 | 0.01 |
LCH.Clearnet LLC | 09/27/2052 | 0.01 | |
Sirius XM Radio Inc | 3.88 | 09/01/2031 | 0.01 |
JPMorgan Chase Bank NA | 03/14/2023 | 0.00 | |
USD/HUF CFWD20221221 | 12/21/2022 | 0.00 | |
LCH.Clearnet LLC | 05/26/2024 | 0.00 | |
Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
CCG Receivables Trust | 3.57 | 09/14/2026 | 0.00 |
USD/ZAR CFWD20221221 | 12/21/2022 | 0.00 | |
Bank of America NA | 11/21/2022 | 0.00 | |
Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
USD/ZAR CFWD20221116 | 11/16/2022 | 0.00 | |
GBP/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae REMICS | 4.02 | 06/25/2037 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.00 |
Fannie Mae REMICS | 3.46 | 06/25/2037 | 0.00 |
COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.00 |
LCH.Clearnet LLC | 10/07/2052 | 0.00 | |
Fannie Mae REMICS | 3.58 | 12/25/2032 | 0.00 |
Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.00 |
International Finance Corp | 0.00 | 02/15/2029 | 0.00 |
USD/BRL CFWD2023320 | 03/20/2023 | 0.00 | |
Fannie Mae REMICS | 4.08 | 04/25/2032 | 0.00 |
CLP/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae Interest Strip | 6.50 | 06/25/2031 | 0.00 |
Freddie Mac REMICS | 3.82 | 03/15/2032 | 0.00 |
Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.00 |
Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
Bank of America NA | 03/24/2023 | 0.00 | |
LCH.Clearnet LLC | 06/13/2027 | 0.00 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.00 |
GSR Mortgage Loan Trust 2005-AR4 | 3.65 | 07/25/2035 | 0.00 |
CLAIRES HOLDINGS LLC Pfd | 0.00 | ||
Government National Mortgage Associ | 3.71 | 04/16/2041 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
LCH.Clearnet LLC | 10/07/2052 | 0.00 | |
Freddie Mac REMICS | 3.82 | 02/15/2032 | 0.00 |
Fannie Mae REMICS | 3.62 | 05/25/2035 | 0.00 |
JP Morgan Mortgage Trust 2007-A1 | 2.61 | 07/25/2035 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
Fannie Mae REMICS | 5.12 | 01/25/2033 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
Fannie Mae REMICS | 7.00 | 03/25/2033 | 0.00 |
Fannie Mae REMICS | 3.07 | 12/25/2042 | 0.00 |
Fannie Mae REMICS | 2.88 | 10/18/2032 | 0.00 |
Fannie Mae REMICS | 6.00 | 05/25/2031 | 0.00 |
Freddie Mac REMICS | 3.90 | 05/15/2035 | 0.00 |
Fannie Mae REMICS | 3.48 | 11/25/2033 | 0.00 |
JPMorgan Chase Bank NA | 1.00 | 12/20/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2028 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
USD/CAD CFWD20221221 | 12/21/2022 | 0.00 | |
Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
Government National Mortgage Associ | 3.61 | 04/16/2037 | 0.00 |
CME Group Inc | 07/21/2032 | 0.00 | |
Morgan Stanley & Co International P | 0.00 | 09/20/2027 | 0.00 |
Bank of America NA | 12/20/2022 | 0.00 | |
Fannie Mae REMICS | 4.15 | 09/25/2036 | 0.00 |
Expedia Group Inc | 2.95 | 03/15/2031 | 0.00 |
WaMu Mortgage Pass-Through Certific | 3.02 | 10/25/2033 | 0.00 |
USD/GBP CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
Murray Energy Corp | 12.00 | 04/15/2024 | 0.00 |
EUR/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
Mcdermott International Ltd Wts | 0.00 | ||
Freddie Mac REMICS | 3.88 | 01/15/2035 | 0.00 |
JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
USD/EUR CFWD20221221 | 12/21/2022 | 0.00 | |
JPMorgan Chase Bank NA | 11/14/2022 | 0.00 | |
Freddie Mac REMICS | 3.33 | 07/15/2035 | 0.00 |
Fannie Mae REMICS | 5.17 | 05/25/2033 | 0.00 |
Fannie Mae REMICS | 3.52 | 05/25/2035 | 0.00 |
RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
CWHEQ Revolving Home Equity Loan Tr | 2.97 | 11/15/2036 | 0.00 |
Fannie Mae REMICS | 4.08 | 04/25/2032 | 0.00 |
Freddie Mac REMICS | 3.25 | 05/15/2038 | 0.00 |
Fannie Mae REMICS | 4.47 | 10/25/2033 | 0.00 |
Fannie Mae Pool | 7.50 | 03/01/2033 | 0.00 |
Mcdermott International Ltd | 0.00 | ||
USD/EUR CFWD20221221 | 12/21/2022 | 0.00 | |
LCH.Clearnet LLC | 09/21/2024 | 0.00 | |
CME Group Inc | 09/09/2032 | 0.00 | |
Party City Holdco Inc | 0.00 | ||
Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
Freddie Mac REMICS | 4.23 | 10/15/2033 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.00 |
Fannie Mae REMICS | 4.08 | 09/25/2032 | 0.00 |
Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
Freddie Mac REMICS | 4.18 | 12/15/2037 | 0.00 |
Goldman Sachs International | 11/04/2022 | 0.00 | |
EUR/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Fannie Mae REMICS | 5.52 | 11/18/2031 | 0.00 |
Morgan Stanley Capital Services LLC | 10/11/2022 | 0.00 | |
CME Group Inc | 01/02/2026 | 0.00 | |
Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
Fannie Mae Grantor Trust 2001-T3 | 0.63 | 11/25/2040 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.00 |
Fannie Mae REMICS | 4.08 | 12/25/2032 | 0.00 |
LCH.Clearnet LLC | 09/28/2052 | 0.00 | |
McDermott - Warrants B | 0.00 | ||
Fannie Mae REMICS | 3.47 | 10/25/2041 | 0.00 |
CME Group Inc | 07/21/2032 | 0.00 | |
Goldman Sachs International | 1.00 | 12/20/2027 | 0.00 |
McDermott - Warrants A | 0.00 | ||
USD/THB CFWD20221221 | 12/21/2022 | 0.00 | |
Freddie Mac REMICS | 3.47 | 07/15/2029 | 0.00 |
Freddie Mac REMICS | 3.90 | 05/15/2035 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Fannie Mae REMICS | 3.67 | 05/25/2035 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
Fannie Mae REMICS | 5.17 | 02/25/2033 | 0.00 |
Fannie Mae REMICS | 7.00 | 07/25/2026 | 0.00 |
Freddie Mac REMICS | 3.43 | 12/15/2039 | 0.00 |
Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
Fannie Mae REMICS | 4.92 | 07/25/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Fannie Mae REMICS | 5.72 | 12/18/2032 | 0.00 |
LCH.Clearnet LLC | 05/13/2024 | 0.00 | |
Fannie Mae REMICS | 5.62 | 03/18/2032 | 0.00 |
Goldman Sachs International | 08/26/2021 | 0.00 | |
Freddie Mac REMICS | 3.27 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 05/15/2028 | 0.00 |
BRL/USD CFWD2022104 | 10/04/2022 | 0.00 | |
Goldman Sachs International | 12/16/2022 | 0.00 | |
CWHEQ Revolving Home Equity Loan Tr | 3.05 | 12/15/2035 | 0.00 |
Fannie Mae REMICS | 2.97 | 03/25/2035 | 0.00 |
Freddie Mac REMICS | 3.32 | 01/15/2033 | 0.00 |
MXN/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Freddie Mac Strips | 7.00 | 04/01/2030 | 0.00 |
Fannie Mae REMICS | 5.02 | 03/25/2032 | 0.00 |
Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
Fannie Mae REMICS | 4.92 | 07/25/2032 | 0.00 |
Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
Freddie Mac Strips | 6.50 | 06/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Freddie Mac REMICS | 3.18 | 04/15/2038 | 0.00 |
EUR/USD CFWD20221221 | 12/21/2022 | 0.00 | |
BRL/USD CFWD2022113 | 11/03/2022 | 0.00 | |
Fannie Mae REMICS | 5.02 | 04/25/2032 | 0.00 |
Freddie Mac REMICS | 6.50 | 01/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Freddie Mac REMICS | 7.00 | 04/15/2028 | 0.00 |
Freddie Mac REMICS | 5.28 | 06/15/2029 | 0.00 |
Freddie Mac Strips | 7.00 | 04/01/2027 | 0.00 |
Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
Fannie Mae REMICS | 4.92 | 09/25/2032 | 0.00 |
Fannie Mae REMICS | 4.72 | 04/25/2032 | 0.00 |
Fannie Mae REMICS | 6.50 | 04/25/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2028 | 0.00 |
Fannie Mae REMICS | 4.87 | 01/25/2032 | 0.00 |
Fannie Mae REMICS | 3.92 | 04/25/2032 | 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 REMICS | 4.52 | 06/25/2026 | 0.00 |
Bank of America NA | 10/13/2022 | 0.00 | |
Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
Fannie Mae REMICS | 5.72 | 12/18/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
Bank of America NA | 12/05/2022 | 0.00 | |
USD/HUF CFWD20221221 | 12/21/2022 | 0.00 | |
LCH.Clearnet LLC | 05/13/2024 | 0.00 | |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Sabine Oil & Gas Holdings Inc | 0.00 | ||
USD/PLN CFWD2023629 | 06/29/2023 | 0.00 | |
Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
Freddie Mac REMICS | 3.93 | 02/15/2035 | 0.00 |
Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
USD/CAD CFWD20221221 | 12/21/2022 | 0.00 | |
Freddie Mac REMICS | 6.13 | 08/15/2029 | 0.00 |
Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
Bank of America NA | 10/31/2022 | 0.00 | |
Fannie Mae REMICS | 2.97 | 07/25/2038 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
Freddie Mac REMICS | 3.18 | 03/15/2024 | 0.00 |
Fannie Mae REMICS | 3.67 | 03/25/2035 | 0.00 |
Goldman Sachs International | 10/28/2022 | 0.00 | |
MXN/USD CFWD20221221 | 12/21/2022 | 0.00 | |
Ginnie Mae II Pool | 1.62 | 07/20/2027 | 0.00 |
Freddie Mac REMICS | 7.00 | 03/15/2028 | 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 |
Freddie Mac REMICS | 6.32 | 07/17/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Fannie Mae REMICS | 4.82 | 11/25/2031 | 0.00 |
Fannie Mae REMICS | 5.52 | 12/18/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
COMM 2012-CCRE5 Mortgage Trust | 1.50 | 12/10/2045 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 10/25/2023 | 0.00 |
Freddie Mac REMICS | 6.32 | 07/17/2028 | 0.00 |
Fannie Mae REMICS | 5.50 | 06/25/2023 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.00 |
Vendee Mortgage Trust 1995-3 | 0.00 | 09/15/2025 | 0.00 |
Fannie Mae REMICS | 3.62 | 02/25/2024 | 0.00 |
Deutsche Mortgage Securities Inc | 3.43 | 07/22/2036 | 0.00 |
LCH.Clearnet LLC | 08/15/2027 | 0.00 | |
MOS RU-MTG TRS | 5.00 | 08/22/2034 | 0.00 |
LCH.Clearnet LLC | 08/15/2024 | -0.00 | |
USD/MXN CFWD20221221 | 12/21/2022 | -0.00 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.00 |
BRL/USD CFWD2022113 | 11/03/2022 | -0.00 | |
USD/BRL CFWD2022104 | 10/04/2022 | -0.00 | |
USD/BRL CFWD2022104 | 10/04/2022 | -0.00 | |
LCH.Clearnet LLC | 09/27/2024 | -0.00 | |
USD/GBP CFWD20221221 | 12/21/2022 | -0.00 | |
USD/INR CFWD20221221 | 12/21/2022 | -0.00 | |
USD/MXN CFWD20221221 | 12/21/2022 | -0.00 | |
JPMorgan Chase Bank NA | 12/13/2022 | -0.00 | |
LCH.Clearnet LLC | 05/11/2024 | -0.00 | |
LCH.Clearnet LLC | 11/02/2052 | -0.00 | |
CME Group Inc | 01/02/2024 | -0.00 | |
LCH.Clearnet LLC | 09/28/2024 | -0.00 | |
COP/USD CFWD20221221 | 12/21/2022 | -0.00 | |
PLN/USD CFWD20221221 | 12/21/2022 | -0.00 | |
Bank of America NA | 11/01/2022 | -0.00 | |
EUR/USD CFWD20221221 | 12/21/2022 | -0.00 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.00 |
CAD/USD CFWD20221221 | 12/21/2022 | -0.01 | |
Morgan Stanley Capital Services LLC | 10/11/2022 | -0.01 | |
USD/CNY CFWD20221121 | 11/21/2022 | -0.01 | |
CME Group Inc | 01/02/2026 | -0.01 | |
USD/BRL CFWD2022104 | 10/04/2022 | -0.01 | |
USD/SEK CFWD2023929 | 09/29/2023 | -0.01 | |
CNY/USD CFWD20221221 | 12/21/2022 | -0.01 | |
USD/BRL CFWD2022104 | 10/04/2022 | -0.01 | |
LCH.Clearnet LLC | 08/15/2024 | -0.01 | |
USD/GBP CFWD20221221 | 12/21/2022 | -0.01 | |
BRL/USD CFWD2022104 | 10/04/2022 | -0.01 | |
Morgan Stanley Capital Services LLC | 11/16/2022 | -0.01 | |
Bank of America NA | 09/27/2023 | -0.01 | |
JPMorgan Chase Bank NA | 10/19/2022 | -0.01 | |
Goldman Sachs International | 12/12/2022 | -0.01 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.01 |
CME Group Inc | 01/02/2024 | -0.01 | |
Barclays Bank PLC | 11/07/2022 | -0.01 | |
LCH.Clearnet LLC | 05/25/2027 | -0.01 | |
Chicago Mercantile Exchange Inc | 01/04/2027 | -0.01 | |
KRW/USD CFWD20221221 | 12/21/2022 | -0.01 | |
CME Group Inc | 12/08/2032 | -0.01 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.01 |
CZK/USD CFWD20221221 | 12/21/2022 | -0.01 | |
CME Group Inc | 01/02/2024 | -0.01 | |
LCH.Clearnet LLC | 09/28/2024 | -0.01 | |
CME Group Inc | 12/08/2032 | -0.02 | |
USD/BRL CFWD2022113 | 11/03/2022 | -0.02 | |
Bank of America NA | 11/07/2022 | -0.02 | |
CME Group Inc | 07/22/2023 | -0.02 | |
Goldman Sachs International | 11/07/2022 | -0.02 | |
JPY/USD CFWD20221221 | 12/21/2022 | -0.02 | |
JPMorgan Chase Bank NA | 1.00 | 12/20/2026 | -0.02 |
INR/USD CFWD20221221 | 12/21/2022 | -0.02 | |
GBP/USD CFWD20221221 | 12/21/2022 | -0.02 | |
-0.02 | |||
USD/BRL CFWD2022104 | 10/04/2022 | -0.02 | |
CLP/USD CFWD20221221 | 12/21/2022 | -0.02 | |
SEK/USD CFWD20221221 | 12/21/2022 | -0.02 | |
USD/GBP CFWD20221221 | 12/21/2022 | -0.03 | |
JPMorgan Chase Bank NA | 11/16/2022 | -0.03 | |
JPMorgan Chase Bank NA | 11/16/2022 | -0.03 | |
USD/RUB CFWD2023217 | 02/17/2023 | -0.03 | |
JPMorgan Chase Bank NA | 03/16/2023 | -0.03 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.03 |
USD/RUB CFWD2023222 | 02/22/2023 | -0.03 | |
LCH.Clearnet LLC | 08/24/2042 | -0.04 | |
Morgan Stanley Capital Services LLC | 12/07/2022 | -0.04 | |
Bank of America NA | 01/31/2023 | -0.04 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2025 | -0.04 |
HUF/USD CFWD20221221 | 12/21/2022 | -0.04 | |
ZAR/USD CFWD20221114 | 11/14/2022 | -0.04 | |
JPMorgan Chase Bank NA | 12/13/2022 | -0.04 | |
Bank of America NA | 09/27/2023 | -0.04 | |
PLN/USD CFWD20221221 | 12/21/2022 | -0.04 | |
ZAR/USD CFWD20221114 | 11/14/2022 | -0.05 | |
HUF/USD CFWD20221221 | 12/21/2022 | -0.05 | |
Bank of America NA | 12/16/2022 | -0.05 | |
LCH.Clearnet LLC | 09/08/2025 | -0.05 | |
Goldman Sachs International | 02/01/2023 | -0.05 | |
ZAR/USD CFWD20221221 | 12/21/2022 | -0.05 | |
Morgan Stanley Capital Services LLC | 11/22/2022 | -0.06 | |
Goldman Sachs International | 09/27/2023 | -0.06 | |
COP/USD CFWD20221031 | 10/31/2022 | -0.06 | |
Goldman Sachs International | 09/11/2023 | -0.06 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.06 |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.06 |
USD/RUB CFWD2023227 | 02/27/2023 | -0.07 | |
NOK/USD CFWD20221221 | 12/21/2022 | -0.07 | |
Goldman Sachs International | 12/16/2022 | -0.07 | |
Goldman Sachs International | 5.00 | 12/20/2024 | -0.07 |
CAD/USD CFWD20221212 | 12/12/2022 | -0.08 | |
Bank of America NA | 12/07/2022 | -0.08 | |
NZD/USD CFWD20221221 | 12/21/2022 | -0.08 | |
Goldman Sachs International | 09/01/2023 | -0.09 | |
THB/USD CFWD20221221 | 12/21/2022 | -0.09 | |
JPMorgan Chase Bank NA | 12/13/2022 | -0.10 | |
-0.11 | |||
Bank of America NA | 10/05/2022 | -0.12 | |
AUD/USD CFWD20221221 | 12/21/2022 | -0.12 | |
Goldman Sachs International | 03/27/2024 | -0.12 | |
EUR/USD CFWD20221221 | 12/21/2022 | -0.12 | |
-0.14 | |||
JPMorgan Chase Bank NA | 09/16/2024 | -0.14 | |
JPMorgan Chase Bank NA | 05/26/2025 | -0.15 | |
Goldman Sachs International | 11/07/2022 | -0.15 | |
Goldman Sachs International | 12/02/2022 | -0.15 | |
Goldman Sachs International | 5.00 | 12/20/2025 | -0.15 |
JPMorgan Chase Bank NA | 10/05/2022 | -0.15 | |
JPMorgan Chase Bank NA | 09/28/2023 | -0.16 | |
BRL/USD CFWD2022104 | 10/04/2022 | -0.17 | |
Morgan Stanley Capital Services LLC | 11/30/2022 | -0.18 | |
JPMorgan Chase Bank NA | 11/28/2022 | -0.20 | |
LCH.Clearnet LLC | 10/11/2032 | -0.20 | |
Goldman Sachs International | 03/27/2023 | -0.21 | |
Goldman Sachs International | 12/13/2022 | -0.21 | |
Barclays Bank PLC | 10/24/2022 | -0.21 | |
Morgan Stanley Capital Services LLC | 06/07/2023 | -0.21 | |
Morgan Stanley Capital Services LLC | 10/06/2022 | -0.21 | |
JPMorgan Chase Bank NA | 04/21/2023 | -0.24 | |
JPMorgan Chase Bank NA | 06/12/2023 | -0.28 | |
LCH.Clearnet LLC | 06/02/2052 | -0.36 | |
LCH.Clearnet LLC | 09/05/2032 | -0.44 | |
Goldman Sachs International | 06/16/2023 | -0.47 | |
Goldman Sachs International | 04/22/2024 | -0.49 | |
JPMorgan Chase Bank NA | 02/17/2023 | -0.49 | |
LCH.Clearnet LLC | 06/09/2033 | -0.61 | |
NOK/EUR CFWD20221128 | 11/28/2022 | -0.77 | |
-0.94 | |||
Morgan Stanley Capital Services LLC | 04/22/2024 | -1.17 |