Invesco V.I. Global Strategic Income Fund

as of 12/31/2022

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 7.27
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 4.84
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2025 3.56
Intercontinental Exchange Inc 0.00 12/20/2027 3.48
Invesco Treasury Portfolio 2.56
STRAT BOND/VA-A (CAYMAN) 2.43
Invesco Government & Agency Portfol 2.24
United States Treasury Inflation In 0.62 07/15/2032 2.18
Republic of South Africa Government 8.00 01/31/2030 2.00
Mexican Bonos 7.75 05/29/2031 1.75
INVESCO LIQUID ASSET CASH MF 1.71
Republic of Poland Government Bond 1.75 04/25/2032 1.22
United States Treasury Bill 0.00 05/04/2023 1.20
YPF SA 1.01
United States Treasury Inflation In 0.12 02/15/2052 0.85
United States Treasury Bill 0.00 11/02/2023 0.78
Argentina Treasury Bond BONCER 2.00 11/09/2026 0.70
Colombian TES 7.75 09/18/2030 0.65
Ford Motor Credit Co LLC 5.12 06/16/2025 0.61
0.61
Colombian TES 7.25 10/26/2050 0.58
Colombian TES 7.00 06/30/2032 0.57
India Government Bond 7.26 08/22/2032 0.57
Petroleos Mexicanos 6.50 03/13/2027 0.56
Republic of South Africa Government 8.50 01/31/2037 0.55
Arconic Corp 6.12 02/15/2028 0.52
British Telecommunications PLC 4.25 11/23/2081 0.50
New Zealand Government Bond 2.75 05/15/2051 0.49
Connecticut Avenue Securities Trust 5.83 04/25/2042 0.47
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.47
Republic of South Africa Government 8.88 02/28/2035 0.47
Peru Government Bond 6.15 08/12/2032 0.47
Corp Andina de Fomento 6.82 02/22/2031 0.47
Melco Resorts Finance Ltd 4.88 06/06/2025 0.47
Republic of South Africa Government 8.25 03/31/2032 0.47
India Government Bond 6.54 01/17/2032 0.47
Sempra Energy 4.12 04/01/2052 0.46
SC Germany Consumer 2018-1 UG 3.25 12/13/2031 0.44
Kraft Heinz Foods Co 5.20 07/15/2045 0.44
JPMorgan Chase Bank NA 05/26/2025 0.43
General Motors Co 6.80 10/01/2027 0.42
Marriott International Inc/MD 3.50 10/15/2032 0.41
Boeing Co/The 4.51 05/01/2023 0.41
Southern Co/The 4.00 01/15/2051 0.40
Charles Schwab Corp/The 5.38 12/31/2099 0.40
Freddie Mac STACR REMIC Trust 2022- 6.83 04/25/2042 0.40
Lloyds Banking Group PLC 4.72 08/11/2026 0.40
ING Groep NV 6.50 12/31/2049 0.40
Oman Government International Bond 4.75 06/15/2026 0.40
HP Inc 4.75 01/15/2028 0.40
Warnermedia Holdings Inc 3.43 03/15/2024 0.39
Enbridge Inc 7.38 01/15/2083 0.39
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.39
Cooperatieve Rabobank UA 4.38 12/31/2099 0.39
Credit Agricole SA 8.12 12/31/2049 0.39
Petroleos Mexicanos 8.75 06/02/2029 0.38
Plains All American Pipeline LP / P 4.50 12/15/2026 0.38
Mercury Chile Holdco LLC 6.50 01/24/2027 0.38
Barclays PLC 7.12 12/31/2099 0.37
Standard Chartered PLC 5.20 01/26/2024 0.36
Dell International LLC / EMC Corp 6.20 07/15/2030 0.36
ING Groep NV 5.75 12/31/2059 0.35
Freeport-McMoRan Inc 4.62 08/01/2030 0.34
UniCredit SpA 6.62 12/31/2099 0.34
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.33
Alba 2007-1 PLC 4.66 03/17/2039 0.33
Gatwick Airport Finance PLC 4.38 04/07/2026 0.32
Credit Suisse Group AG 6.25 12/29/2049 0.32
Uber Technologies Inc Conv Bnd 0.00 12/15/2025 0.32
Morgan Stanley Capital Services LLC 08/07/2023 0.32
Bancolombia SA 7.14 10/18/2027 0.31
Vodafone Group PLC 3.25 06/04/2081 0.31
Freddie Mac STACR REMIC Trust 2022- 5.93 04/25/2042 0.30
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.29
Barclays PLC 7.25 12/31/2049 0.29
Electricite de France SA 5.38 12/31/2049 0.29
Newday Funding Master Issuer PLC - 7.31 03/15/2029 0.29
Eurosail 2006-2bl PLC 2.85 12/15/2044 0.29
LCH.Clearnet LLC 08/09/2033 0.29
Bonos de la Tesoreria de la Republi 2.80 10/01/2033 0.28
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.28
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.27
Eurosail-UK 2007-2np PLC 4.15 03/13/2045 0.27
Alcoa Nederland Holding BV 6.12 05/15/2028 0.27
Colombian TES 7.25 10/18/2034 0.26
Mativ Holdings Inc 6.88 10/01/2026 0.26
Newday Funding Master Issuer PLC - 7.61 11/15/2029 0.26
Cikarang Listrindo Tbk PT 4.95 09/14/2026 0.26
Celanese US Holdings LLC 5.90 07/05/2024 0.26
KBC Group NV 4.25 12/31/2049 0.25
Southern Co/The 3.75 09/15/2051 0.25
America Movil SAB de CV 5.38 04/04/2032 0.25
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.25
BPCE SA 1.50 01/13/2042 0.24
Eurosail 2006-2bl PLC 6.62 12/15/2044 0.24
Great Hall Mortgages No 1 PLC 5.81 06/18/2039 0.24
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.23
Taurus 2018-1 IT SRL 2.80 05/18/2030 0.23
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.23
Eurosail 2006-4np PLC 6.33 12/10/2044 0.23
CHS/Community Health Systems Inc 8.00 03/15/2026 0.23
Nordea Bank Abp 5.38 09/22/2027 0.22
Banco Santander SA 4.38 12/31/2099 0.22
Fondo MIVIVIENDA SA 4.62 04/12/2027 0.22
Swiss Re Finance Luxembourg SA 5.00 04/02/2049 0.21
Skandinaviska Enskilda Banken AB 6.88 12/31/2059 0.21
Prosil Acquisition SA 3.58 10/31/2039 0.21
Swedbank AB 5.62 12/31/2059 0.21
Dell International LLC / EMC Corp 6.02 06/15/2026 0.21
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.21
Freddie Mac STACR REMIC Trust 2022- 9.28 08/25/2042 0.21
Freddie Mac Structured Agency Credi 7.93 07/25/2042 0.21
LCH.Clearnet LLC 12/09/2032 0.20
Stratton Mortgage Funding 2021-1 PL 5.53 09/25/2051 0.20
Argentina Treasury Bond BONCER 1.40 03/25/2023 0.20
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.20
Freddie Mac STACR REMIC Trust 2022- 7.48 08/25/2042 0.20
JSW Steel Ltd 3.95 04/05/2027 0.20
BNP Paribas SA 7.75 12/31/2049 0.20
Muthoot Finance Ltd 4.40 09/02/2023 0.20
BPCE SA 5.15 07/21/2024 0.20
1MDB Global Investments Ltd 4.40 03/09/2023 0.20
Futura 2019 Srl 3.63 07/31/2044 0.20
Camelot Finance SA 4.50 11/01/2026 0.20
Freddie Mac STACR REMIC Trust 2022- 6.33 02/25/2042 0.20
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.20
Carnival Corp 10.50 02/01/2026 0.20
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.20
MGM China Holdings Ltd 5.38 05/15/2024 0.20
WRKCo Inc 3.00 06/15/2033 0.20
Bayer AG 2.38 11/12/2079 0.20
AT&T Inc 2.88 12/31/2099 0.20
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.20
First Quantum Minerals Ltd 6.88 10/15/2027 0.19
Oman Government International Bond 6.75 01/17/2048 0.19
UBS Group AG 5.12 12/31/2099 0.19
NatWest Group PLC 6.00 12/31/2059 0.19
Transcanada Trust 5.88 08/15/2076 0.19
EUR/USD CFWD2023315 03/15/2023 0.18
Eurosail-UK 2007-2np PLC 2.81 03/13/2045 0.18
CVS Health Corp 5.05 03/25/2048 0.18
United Airlines Inc 4.38 04/15/2026 0.18
Telefonica Europe BV 2.88 12/31/2099 0.18
Connecticut Avenue Securities Trust 7.53 07/25/2042 0.18
Telefonica Europe BV 4.38 12/31/2049 0.18
JPMorgan Chase Bank NA 06/12/2023 0.18
Oil & Natural Gas Corp Ltd 3.38 12/05/2029 0.18
GBP/USD CFWD2023111 01/11/2023 0.18
UBS Group AG 7.00 12/31/2099 0.17
Deutsche Lufthansa AG 4.38 08/12/2075 0.17
Societe Generale SA 4.75 12/31/2049 0.17
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.17
HSBC Holdings PLC 2.01 09/22/2028 0.17
Danske Bank A/S 7.00 12/31/2099 0.17
Alhambra SME Funding 2019-1 DAC 3.91 11/30/2028 0.17
Hellenic Republic Government Bond 1.88 01/24/2052 0.17
Lamar Media Corp 4.00 02/15/2030 0.17
Crowdstrike Holdings Inc 3.00 02/15/2029 0.17
Prudential PLC 4.88 12/31/2059 0.16
Reliance Industries Ltd 4.88 02/10/2045 0.16
Universal Health Services Inc 2.65 10/15/2030 0.16
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.16
Adani Electricity Mumbai Ltd 3.95 02/12/2030 0.16
Braskem Idesa SAPI 7.45 11/15/2029 0.16
FedEx Corp 4.05 02/15/2048 0.16
Freeport Indonesia PT 6.20 04/14/2052 0.15
MGM China Holdings Ltd 5.25 06/18/2025 0.15
EQT Corp 5.68 10/01/2025 0.15
Marriott International Inc/MD 5.00 10/15/2027 0.15
TMF TRUST COMPANY (ARGENTINA) S.A. 0.15
Wynn Macau Ltd 4.88 10/01/2024 0.15
Jabil Inc 3.00 01/15/2031 0.15
CME Group Inc 03/11/2026 0.15
Ludgate Funding PLC 3.57 01/01/2061 0.15
NatWest Group PLC 5.12 12/31/2059 0.14
LCH.Clearnet LLC 12/21/2052 0.14
Perusahaan Perseroan Persero PT Per 4.38 02/05/2050 0.14
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.14
International Finance Corp 0.00 03/23/2038 0.14
KBC Group NV 4.75 12/31/2049 0.14
JPMorgan Chase Bank NA 04/21/2023 0.14
Towd Point Mortgage Funding 2019 - 4.87 10/20/2051 0.14
Ivory Coast Government Internationa 4.88 01/30/2032 0.13
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.13
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.13
JPY/USD CFWD2023315 03/15/2023 0.13
0.13
Nemak SAB de CV 3.62 06/28/2031 0.13
CaixaBank SA 5.25 12/31/2099 0.13
Colombia Government International B 4.12 02/22/2042 0.13
Becton Dickinson and Co 3.79 05/20/2050 0.12
ILPT Commercial Mortgage Trust 2022 7.08 10/15/2039 0.12
Mativ Holdings Inc 8.19 04/20/2028 0.12
Alba 2007-1 PLC 6.71 03/17/2039 0.12
Cemex SAB de CV 5.12 12/31/2049 0.12
Stratton Mortgage Funding 2021-1 PL 6.18 09/25/2051 0.12
Development Bank of Kazakhstan JSC 5.75 05/12/2025 0.12
Stillwater Mining Co 4.00 11/16/2026 0.12
EnPro Industries Inc 5.75 10/15/2026 0.12
Ivory Coast Government Internationa 5.38 07/23/2024 0.12
Banco Santander SA 4.12 12/31/2049 0.12
Group 1 Automotive Inc 4.00 08/15/2028 0.12
Crown Castle Inc 3.25 01/15/2051 0.12
Kingdom of Belgium Government Bond 1.70 06/22/2050 0.11
Towd Point Mortgage Funding 2019 - 5.32 10/20/2051 0.11
COMM 2019-GC44 Mortgage Trust 3.26 08/15/2057 0.11
Allison Transmission Inc 3.75 01/30/2031 0.11
Romanian Government International B 2.00 04/14/2033 0.11
FirstEnergy Corp 4.40 07/15/2027 0.11
Crestwood Midstream Partners LP / C 8.00 04/01/2029 0.11
Carriage Services Inc 4.25 05/15/2029 0.11
JB Poindexter & Co Inc 7.12 04/15/2026 0.11
HSBC Holdings PLC 5.88 12/31/2049 0.11
Accor SA 4.38 12/31/2099 0.11
BP Capital Markets PLC 4.88 12/31/2049 0.11
Electricite de France SA 5.25 12/31/2049 0.11
Vale Overseas Ltd 6.88 11/10/2039 0.11
ABN AMRO Bank NV 4.38 12/31/2059 0.11
Nationwide Building Society 5.75 12/31/2099 0.11
TransDigm Inc 6.25 03/15/2026 0.11
CaixaBank SA 2.25 04/17/2030 0.11
Goldman Sachs International 06/27/2023 0.11
Eurohome UK Mortgages 2007-2 plc 4.77 09/15/2044 0.11
Sirius XM Radio Inc 3.12 09/01/2026 0.10
Connecticut Avenue Securities Trust 7.03 03/25/2042 0.10
Centene Corp 4.25 12/15/2027 0.10
Enerflex Ltd 9.00 10/15/2027 0.10
Sonic Automotive Inc 4.62 11/15/2029 0.10
MGM Resorts International 6.00 03/15/2023 0.10
Repsol International Finance BV 3.75 12/31/2099 0.10
Eurohome UK Mortgages 2007 -1 PLC 4.70 06/15/2044 0.10
SS&C Technologies Inc 5.50 09/30/2027 0.10
Fortress Transportation and Infrast 5.50 05/01/2028 0.10
Colombian TES 9.25 05/28/2042 0.10
Prestige Brands Inc 3.75 04/01/2031 0.10
Credit Agricole SA 6.88 12/31/2099 0.10
Societe Generale SA 7.38 12/31/2099 0.10
CT Trust 5.12 02/03/2032 0.10
Egypt Government International Bond 4.75 04/16/2026 0.10
CPI Property Group SA 4.88 12/31/2049 0.10
Lamar Media Corp 4.88 01/15/2029 0.10
Bank of America NA 09/27/2023 0.10
Lusitano Mortgages No 5 PLC 2.34 07/15/2059 0.10
Egypt Government International Bond 8.50 01/31/2047 0.10
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.10
CSN Inova Ventures 6.75 01/28/2028 0.09
AES Andes SA 6.35 10/07/2079 0.09
Iliad Holding SASU 7.00 10/15/2028 0.09
Societe Generale SA 9.38 12/31/2049 0.09
Plains All American Pipeline LP / P 3.80 09/15/2030 0.09
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.09
Tenet Healthcare Corp 4.88 01/01/2026 0.09
International Consolidated Airlines 1.50 07/04/2027 0.09
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.09
M&G PLC 6.50 10/20/2048 0.09
GC Treasury Center Co Ltd 4.40 03/30/2032 0.09
Match Group Holdings II LLC 4.62 06/01/2028 0.09
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.09
Credit Suisse Group AG 6.54 08/12/2033 0.09
Dufry One BV 2.00 02/15/2027 0.09
WMG Acquisition Corp 3.75 12/01/2029 0.09
Alhambra SME Funding 2019-1 DAC 4.41 11/30/2028 0.09
Alba 2006-2 PLC 6.62 12/15/2038 0.09
Banco Mercantil del Norte SA/Grand 8.38 12/31/2049 0.09
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.09
Bahamas Government International Bo 9.00 06/16/2029 0.09
Braskem Idesa SAPI 6.99 02/20/2032 0.09
USD P THB C @33.7500 EO 04/26/2023 0.09
Banco Mercantil del Norte SA/Grand 5.88 12/31/2049 0.09
Muang Thai Life Assurance PCL 3.55 01/27/2037 0.09
NESCO Holdings II Inc 5.50 04/15/2029 0.09
Intesa Sanpaolo SpA 7.00 11/21/2025 0.09
OCP SA 3.75 06/23/2031 0.09
Suzano Austria GmbH 3.75 01/15/2031 0.09
American Credit Acceptance Receivab 3.41 06/12/2025 0.09
Mattel Inc 6.20 10/01/2040 0.08
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2049 0.08
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.08
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.08
Level 3 Financing Inc 3.75 07/15/2029 0.08
IM Pastor 4 FTA 2.22 03/22/2044 0.08
SBA Communications Corp 3.88 02/15/2027 0.08
Nigeria Government International Bo 6.50 11/28/2027 0.08
Melco Resorts Finance Ltd 5.75 07/21/2028 0.08
ZAR/USD CFWD2023315 03/15/2023 0.08
abrdn plc 4.25 06/30/2028 0.08
Kenbourne Invest SA 4.70 01/22/2028 0.08
Hess Midstream Operations LP 5.62 02/15/2026 0.08
Morgan Stanley Capital Services LLC 03/17/2023 0.08
Mattel Inc 5.45 11/01/2041 0.08
Suzano Austria GmbH 2.50 09/15/2028 0.08
International Consolidated Airlines 2.75 03/25/2025 0.08
Seagate HDD Cayman 9.62 12/01/2032 0.08
BNP Paribas SA 6.62 12/31/2099 0.08
Sensata Technologies Inc 3.75 02/15/2031 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
Cox Communications Inc 2.95 10/01/2050 0.08
EnerSys 4.38 12/15/2027 0.08
Vodafone Group PLC 4.12 06/04/2081 0.08
Ritchie Bros Auctioneers Inc 5.38 01/15/2025 0.08
Gap Inc/The 3.62 10/01/2029 0.08
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Alpek SAB de CV 3.25 02/25/2031 0.07
Adani Electricity Mumbai Ltd 3.87 07/22/2031 0.07
Gray Escrow II Inc 5.38 11/15/2031 0.07
CHS/Community Health Systems Inc 8.00 12/15/2027 0.07
Volkswagen International Finance NV 4.62 12/31/2059 0.07
Asbury Automotive Group Inc 4.62 11/15/2029 0.07
Viatris Inc 3.85 06/22/2040 0.07
LCH.Clearnet LLC 07/15/2031 0.07
Petroleos Mexicanos 6.95 01/28/2060 0.07
Clearway Energy Operating LLC 4.75 03/15/2028 0.07
OneMain Finance Corp 7.12 03/15/2026 0.07
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.07
Goldman Sachs International 05/23/2023 0.07
Erste Group Bank AG 4.25 12/31/2099 0.07
Ally Financial Inc 5.75 11/20/2025 0.07
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
Energy Transfer LP 5.55 02/15/2028 0.07
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.07
EUR/USD CFWD2023315 03/15/2023 0.07
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.07
Verus Securitization Trust 2022-7 5.35 07/25/2067 0.07
TransAlta Corp 7.75 11/15/2029 0.06
African Development Bank 0.00 01/17/2050 0.06
USA Compression Partners LP / USA C 6.88 09/01/2027 0.06
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.06
Ford Motor Credit Co LLC 4.95 05/28/2027 0.06
Rayonier AM Products Inc 7.62 01/15/2026 0.06
Calpine Corp 3.75 03/01/2031 0.06
Nidda Healthcare Holding GmbH 7.50 08/21/2026 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.06
DISH DBS Corp 5.12 06/01/2029 0.06
Nabors Industries Inc 7.38 05/15/2027 0.06
Mohegan Tribal Gaming Authority 8.00 02/01/2026 0.06
PetSmart Inc / PetSmart Finance Cor 4.75 02/15/2028 0.06
Ecuador Government International Bo 5.50 07/31/2030 0.06
PetSmart LLC 8.13 02/11/2028 0.06
Select Medical Corp 6.25 08/15/2026 0.06
United States International Develop 3.13 04/15/2028 0.06
Holly Energy Partners LP / Holly En 6.38 04/15/2027 0.06
Encompass Health Corp 4.50 02/01/2028 0.06
HCA Inc 4.12 06/15/2029 0.06
American Builders & Contractors Sup 4.00 01/15/2028 0.06
Vistra Operations Co LLC 4.38 05/01/2029 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
SunCoke Energy Inc 4.88 06/30/2029 0.06
Iraq International Bond 5.80 01/15/2028 0.06
Sprint LLC 7.62 03/01/2026 0.06
Indonesia Government International 5.45 09/20/2052 0.06
Clarivate Science Holdings Corp 4.88 07/01/2029 0.06
CSC Holdings LLC 5.75 01/15/2030 0.06
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.06
Bausch Health Cos Inc 11.00 09/30/2028 0.06
NRG Energy Inc 4.45 06/15/2029 0.06
Netflix Inc 5.38 11/15/2029 0.06
Everi Holdings Inc 5.00 07/15/2029 0.06
iStar Inc 4.75 10/01/2024 0.06
Papa John's International Inc 3.88 09/15/2029 0.06
Centene Corp 4.62 12/15/2029 0.06
Network i2i Ltd 5.65 12/31/2099 0.06
Bellis Acquisition Co PLC 3.25 02/16/2026 0.06
Global Partners LP / GLP Finance Co 7.00 08/01/2027 0.06
1011778 BC ULC / New Red Finance In 4.00 10/15/2030 0.06
Cogent Communications Group Inc 7.00 06/15/2027 0.06
Yum! Brands Inc 5.38 04/01/2032 0.06
Kontoor Brands Inc 4.12 11/15/2029 0.06
Dominican Republic International Bo 5.30 01/21/2041 0.06
Bausch Health Cos Inc 4.88 06/01/2028 0.06
Hudbay Minerals Inc 6.12 04/01/2029 0.06
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.06
Altice France SA/France 8.12 02/01/2027 0.06
VZ Secured Financing BV 5.00 01/15/2032 0.06
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.06
Carnival Holdings Bermuda Ltd 10.38 05/01/2028 0.06
Twilio Inc 3.62 03/15/2029 0.06
OneMain Finance Corp 6.88 03/15/2025 0.06
NCR Corp 5.75 09/01/2027 0.06
Dominican Republic International Bo 4.88 09/23/2032 0.06
Novelis Corp 4.75 01/30/2030 0.06
FirstCash Inc 5.62 01/01/2030 0.06
Callon Petroleum Co 8.00 08/01/2028 0.06
Lithia Motors Inc 3.88 06/01/2029 0.06
Apache Corp 7.75 12/15/2029 0.06
CNX Resources Corp 7.38 01/15/2031 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Sprint Capital Corp 8.75 03/15/2032 0.06
Dun & Bradstreet Corp/The 7.64 02/06/2026 0.05
Endo Luxembourg Finance Co I Sarl 9.39 03/27/2028 0.05
Ascent Resources Utica Holdings LLC 7.00 11/01/2026 0.05
HCA Inc 3.50 09/01/2030 0.05
Heimstaden Bostad AB 3.38 12/31/2049 0.05
LCH.Clearnet LLC 01/27/2031 0.05
Medline Borrower LP 3.88 04/01/2029 0.05
Comstock Resources Inc 6.75 03/01/2029 0.05
Great Lakes Dredge & Dock Corp 5.25 06/01/2029 0.05
IRB Holding Corp 7.32 12/15/2027 0.05
Energy Transfer LP 5.75 02/15/2033 0.05
Network i2i Ltd 3.98 12/31/2099 0.05
Gartner Inc 3.62 06/15/2029 0.05
Netflix Inc 5.88 11/15/2028 0.05
Goldman Sachs International 10/12/2023 0.05
Rockies Express Pipeline LLC 4.80 05/15/2030 0.05
LCH.Clearnet LLC 01/29/2031 0.05
Service Properties Trust 4.38 02/15/2030 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
United Natural Foods Inc 7.69 10/22/2025 0.05
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.05
Ford Motor Co 3.25 02/12/2032 0.05
HUF/USD CFWD2023316 03/16/2023 0.05
JPMorgan Chase Bank NA 02/05/2024 0.05
Goldman Sachs International 07/24/2023 0.05
Egypt Government International Bond 7.62 05/29/2032 0.05
Lennar Corp 5.00 06/15/2027 0.05
Goldman Sachs International 05/12/2023 0.05
Occidental Petroleum Corp 6.20 03/15/2040 0.05
EQM Midstream Partners LP 6.50 07/01/2027 0.05
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.05
Merrill Lynch & Co Inc 02/14/2023 0.05
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.05
Precision Drilling Corp 6.88 01/15/2029 0.05
Roller Bearing Co of America Inc 4.38 10/15/2029 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Valvoline Inc 3.62 06/15/2031 0.05
Credit Suisse Group AG 6.37 07/15/2026 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Gartner Inc 4.50 07/01/2028 0.05
LCM Investments Holdings II LLC 4.88 05/01/2029 0.05
Altice France SA/France 5.12 07/15/2029 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.05
Guatemala Government Bond 3.70 10/07/2033 0.04
SGD/USD CFWD2023315 03/15/2023 0.04
CME Group Inc 03/06/2025 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
USD/CAD CFWD2023313 03/13/2023 0.04
Bank of America NA 02/03/2023 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Entegris Escrow Corp 4.75 04/15/2029 0.04
KRW/USD CFWD2023315 03/15/2023 0.04
1375209 BC Ltd 9.00 01/30/2028 0.04
Lumen Technologies Inc 7.60 09/15/2039 0.04
Vistra Operations Co LLC 5.00 07/31/2027 0.04
Bacardi Ltd 2.75 07/15/2026 0.04
DISH Network Corp 11.75 11/15/2027 0.04
Rockies Express Pipeline LLC 6.88 04/15/2040 0.04
Seagate HDD Cayman 4.12 01/15/2031 0.04
KRW/USD CFWD2023315 03/15/2023 0.04
CZK/USD CFWD2023315 03/15/2023 0.04
Klabin Austria GmbH 5.75 04/03/2029 0.04
Virgin Media Finance PLC 5.00 07/15/2030 0.04
Ford Motor Credit Co LLC 4.39 01/08/2026 0.04
LCH.Clearnet LLC 02/17/2027 0.04
Ally Financial Inc 8.00 11/01/2031 0.04
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
Patagonia Holdco LLC 9.96 08/01/2029 0.04
NZD/USD CFWD2023315 03/15/2023 0.03
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
CSC Holdings LLC 5.50 04/15/2027 0.03
AUD/USD CFWD2023315 03/15/2023 0.03
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.03
Expedia Group Inc 2.95 03/15/2031 0.03
Diversified Healthcare Trust 9.75 06/15/2025 0.03
HCA Inc 5.38 02/01/2025 0.03
Lennar Corp 4.75 05/30/2025 0.03
Goldman Sachs International 04/04/2023 0.03
Mastr Asset Backed Securities Trust 4.59 08/25/2036 0.03
Altice France SA/France 5.50 10/15/2029 0.03
Marriott International Inc/MD 4.62 06/15/2030 0.03
USD/BRL CFWD202322 02/02/2023 0.03
Mueller Water Products Inc 4.00 06/15/2029 0.03
Valaris Ltd 8.25 04/30/2028 0.03
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.03
KRW/USD CFWD2023315 03/15/2023 0.03
Madison Park Funding XI Ltd 7.57 07/23/2029 0.03
Morgan Stanley Bank of America Merr 4.87 02/15/2047 0.03
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.03
CSC Holdings LLC 6.50 02/01/2029 0.03
CME Group Inc 01/02/2024 0.03
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.03
CZK/USD CFWD2023315 03/15/2023 0.03
MXN/USD CFWD2023315 03/15/2023 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
Goldman Sachs International 02/01/2023 0.03
DaVita Inc 3.75 02/15/2031 0.03
PLN/USD CFWD2023315 03/15/2023 0.03
Diversified Healthcare Trust 4.75 05/01/2024 0.03
BRL/USD CFWD202313 01/03/2023 0.03
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.03
MGM Resorts International 4.62 09/01/2026 0.03
HUF/USD CFWD2023316 03/16/2023 0.03
Clear Channel Outdoor Holdings Inc 5.12 08/15/2027 0.03
Macy's Retail Holdings LLC 5.88 03/15/2030 0.03
Morgan Stanley Capital Services LLC 09/20/2023 0.03
LCH.Clearnet LLC 02/11/2031 0.03
Macy's Retail Holdings LLC 4.50 12/15/2034 0.03
Ford Motor Credit Co LLC 3.38 11/13/2025 0.03
Rockies Express Pipeline LLC 4.95 07/15/2029 0.03
Iliad Holding SASU 6.50 10/15/2026 0.03
iStar Inc 5.50 02/15/2026 0.03
Occidental Petroleum Corp 6.12 01/01/2031 0.02
Valaris Ltd 8.25 04/30/2028 0.02
CSC Holdings LLC 4.50 11/15/2031 0.02
Citigroup Commercial Mortgage Trust 1.04 10/12/2050 0.02
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.02
Bank of America NA 04/26/2023 0.02
Ford Motor Co 4.75 01/15/2043 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
Delta Air Lines Inc / SkyMiles IP L 4.50 10/20/2025 0.02
Bank of America NA 01/31/2023 0.02
Level 3 Financing Inc 4.62 09/15/2027 0.02
LCH.Clearnet LLC 03/07/2032 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
EUR/USD CFWD2023315 03/15/2023 0.02
HCA Inc 5.62 09/01/2028 0.02
CHF/USD CFWD2023315 03/15/2023 0.02
Sensata Technologies BV 5.62 11/01/2024 0.02
Macy's Retail Holdings LLC 5.88 04/01/2029 0.02
Connecticut Avenue Securities Trust 6.79 04/25/2031 0.02
JPMorgan Chase Bank NA 02/15/2023 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
LCH.Clearnet LLC 03/07/2032 0.02
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.02
JPMorgan Chase Bank NA 07/17/2023 0.02
EQM Midstream Partners LP 7.50 06/01/2027 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
RUB/USD CFWD2023227 02/27/2023 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
LCH.Clearnet LLC 10/11/2026 0.02
IDR/USD CFWD2023315 03/15/2023 0.02
LCH.Clearnet LLC 10/19/2026 0.02
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.02
CME Group Inc 05/09/2032 0.02
JPY/USD CFWD2023315 03/15/2023 0.02
Diversified Healthcare Trust 4.38 03/01/2031 0.02
Alhambra SME Funding 2019-1 DAC 11.16 11/30/2028 0.02
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.02
EUR/USD CFWD2023315 03/15/2023 0.02
Goldman Sachs International 11/16/2023 0.02
Asbury Automotive Group Inc 4.50 03/01/2028 0.02
CSC Holdings LLC 5.00 11/15/2031 0.02
Clarios Global LP 6.75 05/15/2025 0.01
Fannie Mae Pool 7.50 03/01/2033 0.01
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.01
THB/USD CFWD2023315 03/15/2023 0.01
Allison Transmission Inc 4.75 10/01/2027 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
CME Group Inc 05/24/2032 0.01
Clarios Global LP / Clarios US Fina 8.50 05/15/2027 0.01
CLP/USD CFWD2023315 03/15/2023 0.01
UBS Commercial Mortgage Trust 2017- 1.07 11/15/2050 0.01
CME Group Inc 05/16/2032 0.01
Morgan Stanley Capital Services LLC 03/03/2023 0.01
Gartner Inc 3.75 10/01/2030 0.01
CLAIRES HOLDINGS LLC 0.01
Occidental Petroleum Corp 8.50 07/15/2027 0.01
Bank of America NA 03/24/2023 0.01
Murray Energy Corp 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.01
Wells Fargo Commercial Mortgage Tru 0.86 12/15/2050 0.01
JPMorgan Chase Bank NA 03/14/2023 0.01
Goldman Sachs International 10/12/2023 0.01
Lennar Corp 4.50 04/30/2024 0.01
CME Group Inc 01/04/2027 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Fannie Mae Pool 5.00 07/01/2033 0.01
1011778 BC ULC / New Red Finance In 3.88 01/15/2028 0.01
OneMain Finance Corp 5.38 11/15/2029 0.01
Macy's Retail Holdings LLC 4.30 02/15/2043 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
Freddie Mac REMICS 4.77 12/15/2028 0.01
Benchmark 2018-B1 Mortgage Trust 0.53 01/15/2051 0.01
Precision Drilling Corp 7.12 01/15/2026 0.01
Lamar Media Corp 3.62 01/15/2031 0.01
Freddie Mac Gold Pool 5.00 09/01/2033 0.01
USD/BRL CFWD202313 01/03/2023 0.01
Occidental Petroleum Corp 6.95 07/01/2024 0.01
USD/COP CFWD2023315 03/15/2023 0.01
AUD C USD P @0.750000 EO 05/11/2023 0.01
Vistra Corp 7.00 12/31/2059 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Goldman Sachs International 01/19/2023 0.01
EUR/USD CFWD2023315 03/15/2023 0.01
CME Group Inc 01/04/2027 0.01
KRW/USD CFWD2023315 03/15/2023 0.01
Goldman Sachs International 05/31/2023 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
Bausch Health Cos Inc 14.00 10/15/2030 0.01
Freddie Mac REMICS 6.50 06/15/2032 0.01
Claire's Stores Inc 10.88 12/18/2026 0.01
DISH Network Corp Conv Bnd 3.38 08/15/2026 0.01
Connecticut Avenue Securities Trust 6.54 09/25/2031 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Freddie Mac REMICS 7.00 09/15/2026 0.01
CCO Holdings LLC / CCO Holdings Cap 4.00 03/01/2023 0.01
0.01
RUB/USD CFWD2023222 02/22/2023 0.01
Fannie Mae REMICS 5.39 09/25/2032 0.01
Fannie Mae REMICS 5.39 12/25/2032 0.01
CAD/USD CFWD2023315 03/15/2023 0.01
Morgan Stanley Capital I 2017-HR2 0.87 12/15/2050 0.01
CD 2017-CD6 Mortgage Trust 0.88 11/13/2050 0.01
RUB/USD CFWD2023217 02/17/2023 0.01
MXN/USD CFWD2023315 03/15/2023 0.01
JPY/USD CFWD2023315 03/15/2023 0.01
International Finance Corp 0.00 02/15/2029 0.01
Freddie Mac REMICS 4.87 06/15/2031 0.01
Fannie Mae REMICS 8.11 06/25/2036 0.01
EQM Midstream Partners LP 4.75 01/15/2031 0.01
Freddie Mac REMICS 6.00 04/15/2029 0.01
USD/CAD CFWD2023524 05/24/2023 0.01
Fannie Mae Interest Strip 6.00 03/25/2033 0.01
Sirius XM Radio Inc 4.00 07/15/2028 0.01
Fannie Mae Pool 7.50 10/01/2029 0.01
Fannie Mae REMICS 8.47 03/25/2036 0.01
Fannie Mae REMICS 5.50 12/25/2025 0.01
Freddie Mac Gold Pool 6.50 08/01/2031 0.01
Bank of America NA 03/24/2023 0.01
Citigroup Mortgage Loan Trust 2006- 3.15 10/25/2035 0.01
Freddie Mac REMICS 8.92 08/15/2035 0.00
LCH.Clearnet LLC 12/30/2027 0.00
Freddie Mac REMICS 6.50 10/15/2029 0.00
Fannie Mae REMICS 4.89 09/25/2032 0.00
Goldman Sachs International 02/14/2023 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Freddie Mac REMICS 4.87 01/15/2032 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
GBP/USD CFWD2023315 03/15/2023 0.00
EUR/USD CFWD2023315 03/15/2023 0.00
Connecticut Avenue Securities Trust 6.69 08/25/2031 0.00
USD/BRL CFWD202313 01/03/2023 0.00
Fannie Mae REMICS 6.00 01/25/2032 0.00
Fannie Mae Interest Strip 6.00 10/25/2033 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
JPMorgan Chase Bank NA 05/23/2023 0.00
PLN/USD CFWD2023315 03/15/2023 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
ZAR/USD CFWD2023127 01/27/2023 0.00
Deutsche Alt-B Securities Inc Mortg 5.89 06/25/2036 0.00
USD/INR CFWD2023315 03/15/2023 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Fannie Mae Pool 7.00 07/01/2032 0.00
Fannie Mae REMICS 1.76 12/25/2042 0.00
WaMu Mortgage Pass-Through Certific 4.24 10/25/2033 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
USD/BRL CFWD202322 02/02/2023 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae REMICS 5.39 04/25/2032 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae REMICS 3.16 10/25/2033 0.00
USD/COP CFWD2023315 03/15/2023 0.00
Freddie Mac REMICS 5.32 03/15/2032 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Freddie Mac REMICS 5.32 02/15/2032 0.00
Freddie Mac REMICS 5.32 02/15/2032 0.00
NOK/USD CFWD2023315 03/15/2023 0.00
JPMorgan Chase Bank NA 1.00 12/20/2023 0.00
BRL/USD CFWD202313 01/03/2023 0.00
Freddie Mac REMICS 5.32 02/15/2032 0.00
JP Morgan Mortgage Trust 2007-A1 3.45 07/25/2035 0.00
Fannie Mae REMICS 2.15 06/25/2037 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae REMICS 4.84 10/18/2032 0.00
Fannie Mae REMICS 2.31 05/25/2035 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Intercontinental Exchange Inc 1.00 06/20/2027 0.00
Fannie Mae REMICS 1.66 03/25/2035 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
USD/CAD CFWD2023315 03/15/2023 0.00
JPMorgan Chase Bank NA 02/17/2023 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Government National Mortgage Associ 2.32 04/16/2041 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Freddie Mac REMICS 2.40 05/15/2035 0.00
Fannie Mae REMICS 5.33 06/25/2037 0.00
Freddie Mac Gold Pool 7.00 10/01/2037 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Freddie Mac REMICS 3.68 04/15/2032 0.00
USD/GBP CFWD2023315 03/15/2023 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Mcdermott International Ltd Wts 0.00
Fannie Mae REMICS 2.84 09/25/2036 0.00
Morgan Stanley Capital Services LLC 02/17/2023 0.00
CWHEQ Revolving Home Equity Loan Tr 4.47 11/15/2036 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Goldman Sachs International 03/10/2023 0.00
Ginnie Mae I Pool 7.00 04/15/2028 0.00
Government National Mortgage Associ 2.22 04/16/2037 0.00
Fannie Mae REMICS 2.36 05/25/2035 0.00
USD/GBP CFWD2023315 03/15/2023 0.00
Fannie Mae REMICS 4.79 11/25/2033 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Freddie Mac REMICS 1.75 05/15/2038 0.00
Mcdermott International Ltd 0.00
Freddie Mac REMICS 3.33 03/15/2029 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae REMICS 2.21 05/25/2035 0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 5.39 04/25/2032 0.00
USD/BRL CFWD202313 01/03/2023 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Ginnie Mae I Pool 8.00 05/15/2026 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
McDermott - Warrants A 0.00
EUR/USD CFWD2023315 03/15/2023 0.00
Fannie Mae REMICS 2.16 10/25/2041 0.00
Chase Mortgage Finance Trust Series 3.64 01/25/2036 0.00
Fannie Mae REMICS 3.86 05/25/2033 0.00
CME Group Inc 07/21/2032 0.00
Freddie Mac REMICS 2.40 05/15/2035 0.00
GBP/USD CFWD2023315 03/15/2023 0.00
USD/BRL CFWD202313 01/03/2023 0.00
Freddie Mac REMICS 2.68 12/15/2037 0.00
CLP/USD CFWD2023315 03/15/2023 0.00
MXN/USD CFWD2023315 03/15/2023 0.00
Freddie Mac REMICS 2.73 10/15/2033 0.00
CNY/USD CFWD2023315 03/15/2023 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae REMICS 3.76 12/18/2032 0.00
Freddie Mac REMICS 2.38 01/15/2035 0.00
WaMu Mortgage Pass-Through Certific 3.84 12/25/2035 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Freddie Mac REMICS 4.77 02/15/2029 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
GSR Mortgage Loan Trust 2005-AR4 3.65 07/25/2035 0.00
CWHEQ Revolving Home Equity Loan Tr 4.55 12/15/2035 0.00
Fannie Mae REMICS 3.56 11/18/2031 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Freddie Mac REMICS 1.93 12/15/2039 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae REMICS 2.61 04/25/2032 0.00
Freddie Mac REMICS 1.68 04/15/2038 0.00
Party City Holdco Inc 0.00
Freddie Mac REMICS 3.63 12/15/2026 0.00
Fannie Mae Pool 7.00 04/01/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae REMICS 3.86 02/25/2033 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Fannie Mae REMICS 3.61 07/25/2032 0.00
Fannie Mae REMICS 3.71 03/25/2032 0.00
Fannie Mae REMICS 2.31 10/25/2031 0.00
Freddie Mac REMICS 2.43 02/15/2035 0.00
Sabine Oil & Gas Holdings Inc 0.00
Ginnie Mae II Pool 1.75 11/20/2025 0.00
Fannie Mae REMICS 3.61 07/25/2032 0.00
Fannie Mae REMICS 3.51 11/25/2031 0.00
Fannie Mae REMICS 3.56 01/25/2032 0.00
Goldman Sachs International 01/09/2023 0.00
Freddie Mac REMICS 3.78 06/15/2029 0.00
Fannie Mae REMICS 2.36 03/25/2035 0.00
Fannie Mae REMICS 3.61 09/25/2032 0.00
Fannie Mae REMICS 3.41 04/25/2032 0.00
Fannie Mae REMICS 3.56 12/18/2031 0.00
Fannie Mae REMICS 3.76 12/18/2032 0.00
Fannie Mae REMICS 1.66 07/25/2038 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac REMICS 1.68 03/15/2024 0.00
THB/USD CFWD2023315 03/15/2023 0.00
Freddie Mac REMICS 4.36 07/17/2028 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Fannie Mae Interest Strip 7.50 03/25/2023 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
Freddie Mac REMICS 4.36 07/17/2028 0.00
COMM 2012-CCRE5 Mortgage Trust 1.09 12/10/2045 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Tenerity LLC Wts 0.00
Fannie Mae REMICS 2.31 02/25/2024 0.00
USD/MXN CFWD20231116 11/16/2023 -0.00
USD/MXN CFWD2023315 03/15/2023 -0.00
Morgan Stanley Capital Services LLC 02/17/2023 -0.00
Citibank NA 1.00 12/20/2024 -0.00
BRL/USD CFWD202313 01/03/2023 -0.00
USD/GBP CFWD2023315 03/15/2023 -0.00
BRL/USD CFWD202322 02/02/2023 -0.00
BRL/USD CFWD202322 02/02/2023 -0.00
CME Group Inc 07/21/2032 -0.00
USD/EUR CFWD2023315 03/15/2023 -0.00
SEK/USD CFWD2023929 09/29/2023 -0.00
JPY/USD CFWD2023315 03/15/2023 -0.00
Citibank NA 1.00 12/20/2024 -0.00
CME Group Inc 09/09/2032 -0.00
Bank of America NA 01/31/2023 -0.00
Goldman Sachs International 01/13/2023 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/EUR CFWD2023315 03/15/2023 -0.00
USD/MXN CFWD202367 06/07/2023 -0.00
BRL/USD CFWD202313 01/03/2023 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/CNY CFWD2023922 09/22/2023 -0.00
USD/GBP CFWD2023315 03/15/2023 -0.00
USD/THB CFWD2023315 03/15/2023 -0.00
USD/GBP CFWD2023315 03/15/2023 -0.00
JPMorgan Chase Bank NA 1.00 06/20/2027 -0.00
JPMorgan Chase Bank NA 5.00 12/20/2025 -0.00
USD/EUR CFWD2023315 03/15/2023 -0.00
USD/EUR CFWD2023315 03/15/2023 -0.00
Goldman Sachs International 1.00 12/20/2027 -0.00
USD/GBP CFWD2023315 03/15/2023 -0.00
USD/ZAR CFWD2023123 01/23/2023 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
Morgan Stanley Capital Services LLC 02/17/2023 -0.00
USD/CNY CFWD2023315 03/15/2023 -0.01
USD/EUR CFWD2023315 03/15/2023 -0.01
JPMorgan Chase Bank NA 03/16/2023 -0.01
USD/CNY CFWD2023315 03/15/2023 -0.01
USD/SGD CFWD2023315 03/15/2023 -0.01
CME Group Inc 11/01/2024 -0.01
USD/BRL CFWD2023320 03/20/2023 -0.01
USD/MXN CFWD202337 03/07/2023 -0.01
Morgan Stanley Capital Services LLC 06/05/2023 -0.01
USD/CZK CFWD2023315 03/15/2023 -0.01
USD/AUD CFWD2023515 05/15/2023 -0.01
CME Group Inc 11/02/2024 -0.01
USD/EUR CFWD2023315 03/15/2023 -0.01
Goldman Sachs International 11/16/2023 -0.01
USD/CLP CFWD2023315 03/15/2023 -0.01
USD/GBP CFWD2023315 03/15/2023 -0.01
JPMorgan Chase Bank NA 02/14/2023 -0.01
USD/BRL CFWD20231120 11/20/2023 -0.01
LCH.Clearnet LLC 09/21/2024 -0.01
Merrill Lynch & Co Inc 02/14/2023 -0.01
USD/NZD CFWD2023315 03/15/2023 -0.01
Merrill Lynch & Co Inc 02/14/2023 -0.01
LCH.Clearnet LLC 11/30/2024 -0.01
JPMorgan Chase Bank NA 05/23/2023 -0.01
USD/CHF CFWD2023315 03/15/2023 -0.01
USD/EUR CFWD2023315 03/15/2023 -0.01
USD/MXN CFWD202328 02/08/2023 -0.01
Bank of America NA 01/30/2023 -0.01
BRL/USD CFWD202322 02/02/2023 -0.01
USD/GBP CFWD2023315 03/15/2023 -0.01
USD/THB CFWD2023315 03/15/2023 -0.01
USD/ZAR CFWD2023315 03/15/2023 -0.01
USD/MXN CFWD2023315 03/15/2023 -0.01
Goldman Sachs International 02/01/2023 -0.01
USD/AUD CFWD20231016 10/16/2023 -0.01
Goldman Sachs International 02/07/2023 -0.01
USD/EUR CFWD2023315 03/15/2023 -0.01
Morgan Stanley Capital Services LLC 03/17/2023 -0.01
USD/GBP CFWD2023315 03/15/2023 -0.01
USD/CNY CFWD2023315 03/15/2023 -0.01
JPMorgan Chase Bank NA 01/18/2023 -0.01
Morgan Stanley Capital Services LLC 03/17/2023 -0.02
USD/SGD CFWD2023315 03/15/2023 -0.02
USD/ZAR CFWD2023315 03/15/2023 -0.02
USD/CZK CFWD2023315 03/15/2023 -0.02
Bank of America NA 09/27/2023 -0.02
SEK/USD CFWD2023315 03/15/2023 -0.02
LCH.Clearnet LLC 09/29/2027 -0.02
Bank of America NA 09/27/2023 -0.02
USD/EUR CFWD2023315 03/15/2023 -0.02
USD/RUB CFWD2023217 02/17/2023 -0.02
USD/ZAR CFWD2023315 03/15/2023 -0.02
LCH.Clearnet LLC 05/25/2027 -0.02
USD/ZAR CFWD2023315 03/15/2023 -0.02
LCH.Clearnet LLC 09/29/2027 -0.02
USD/BRL CFWD2023216 02/16/2023 -0.02
Bank of America NA 02/28/2023 -0.02
Goldman Sachs International 5.00 12/20/2024 -0.02
USD/ZAR CFWD2023726 07/26/2023 -0.03
Goldman Sachs International 5.00 12/20/2025 -0.03
USD/RUB CFWD2023222 02/22/2023 -0.03
USD/JPY CFWD2023525 05/25/2023 -0.03
USD/EUR CFWD2023315 03/15/2023 -0.03
LCH.Clearnet LLC 12/15/2032 -0.03
Barclays Bank PLC 02/09/2023 -0.03
USD/EUR CFWD2023315 03/15/2023 -0.03
USD/CLP CFWD2023315 03/15/2023 -0.03
USD/HUF CFWD2023316 03/16/2023 -0.03
BRL/USD CFWD202313 01/03/2023 -0.03
Bank of America NA 01/30/2023 -0.03
USD/ZAR CFWD2023127 01/27/2023 -0.04
CME Group Inc 01/02/2029 -0.04
USD/NZD CFWD20231016 10/16/2023 -0.04
USD/COP CFWD2023322 03/22/2023 -0.04
USD/PLN CFWD2023315 03/15/2023 -0.04
Morgan Stanley Capital Services LLC 06/16/2023 -0.04
USD/MXN CFWD2023315 03/15/2023 -0.04
CME Group Inc 01/02/2029 -0.04
USD/SEK CFWD2023929 09/29/2023 -0.04
Chicago Mercantile Exchange Inc 01/04/2027 -0.05
USD/CNY CFWD2023315 03/15/2023 -0.05
USD/PLN CFWD2023629 06/29/2023 -0.05
Bank of America NA 03/02/2023 -0.05
Bank of America NA 02/28/2023 -0.05
USD/AUD CFWD2023929 09/29/2023 -0.05
USD/RUB CFWD2023227 02/27/2023 -0.05
USD/EUR CFWD2023315 03/15/2023 -0.05
Bank of America NA 01/26/2023 -0.05
CME Group Inc 01/02/2026 -0.06
Goldman Sachs International 11/14/2023 -0.06
USD/ZAR CFWD2023315 03/15/2023 -0.06
USD/HUF CFWD2023316 03/16/2023 -0.06
Goldman Sachs International 05/30/2023 -0.07
CME Group Inc 01/02/2026 -0.07
JPMorgan Chase Bank NA 09/28/2023 -0.08
CME Group Inc 01/02/2026 -0.08
USD/BRL CFWD202313 01/03/2023 -0.09
USD/EUR CFWD2023315 03/15/2023 -0.10
Goldman Sachs International 03/27/2023 -0.10
-0.11
Goldman Sachs International 11/06/2023 -0.11
JPMorgan Chase Bank NA 09/16/2024 -0.14
LCH.Clearnet LLC 10/11/2032 -0.15
Goldman Sachs International 01/09/2023 -0.23
JPMorgan Chase Bank NA 04/21/2023 -0.24
JPMorgan Chase Bank NA 06/12/2023 -0.27
JPMorgan Chase Bank NA 05/26/2025 -0.27
Goldman Sachs International 06/16/2023 -0.32
Goldman Sachs International 03/27/2024 -0.36
LCH.Clearnet LLC 06/02/2052 -0.42
Goldman Sachs International 04/22/2024 -0.42
-0.66
Morgan Stanley Capital Services LLC 08/07/2023 -0.69
Morgan Stanley Capital Services LLC 04/22/2024 -0.97
Intercontinental Exchange Inc 5.00 12/20/2027 -3.54