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