Invesco Global Strategic Income Fund

as of 03/31/2022

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 5.93
China Development Bank 3.30 03/03/2026 4.98
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 3.85
Invesco Global Strategic Income Fun 3.77
Invesco Treasury Portfolio 3.65
Invesco Government & Agency Portfol 3.19
INVESCO LIQUID ASSET CASH MF 2.29
Brazil Notas do Tesouro Nacional Se 6.00 08/15/2026 2.04
Invesco Senior Loan ETF 1.71
Republic of South Africa Government 8.50 01/31/2037 1.61
United States Treasury Inflation In 0.12 02/15/2051 1.29
Hellenic Republic Government Bond 0.75 06/18/2031 1.27
Argentina Treasury Bond BONCER 1.40 03/25/2023 1.18
Mexican Bonos 7.75 05/29/2031 1.13
China Government Bond 3.53 10/18/2051 1.10
Republic of South Africa Government 8.00 01/31/2030 0.98
China Development Bank 3.41 06/07/2031 0.94
Colombian TES 7.75 09/18/2030 0.91
NOK/EUR CFWD2022825 08/25/2022 0.72
Taurus 2018-1 IT SRL 1.00 05/18/2030 0.68
Republic of South Africa Government 8.88 02/28/2035 0.60
Argentina Treasury Bond BONCER 1.50 03/25/2024 0.58
Argentina Treasury Bond BONCER 2.00 11/09/2026 0.56
New Zealand Government Bond 2.75 05/15/2051 0.56
Bonos de la Tesoreria de la Republi 2.80 10/01/2033 0.55
Petroleos Mexicanos 6.50 03/13/2027 0.54
Ford Motor Credit Co LLC 5.12 06/16/2025 0.54
Kraft Heinz Foods Co 5.20 07/15/2045 0.50
British Telecommunications PLC 4.25 11/23/2081 0.49
Sempra Energy 4.12 04/01/2052 0.48
Corp Andina de Fomento 6.82 02/22/2031 0.47
Hawksmoor Mortgage Funding 2019-1 P 4.02 05/25/2053 0.47
Arconic Corp 6.12 02/15/2028 0.46
Hellenic Republic Government Bond 1.88 01/24/2052 0.45
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.42
Melco Resorts Finance Ltd 4.88 06/06/2025 0.41
Dell International LLC / EMC Corp 6.20 07/15/2030 0.41
Eurosail-UK 2007-2np PLC 0.29 03/13/2045 0.40
Marriott International Inc/MD 3.50 10/15/2032 0.39
Southern Co/The 4.00 01/15/2051 0.38
Charles Schwab Corp/The 5.38 12/31/2099 0.38
UBS Group AG 7.00 12/31/2099 0.37
Cooperatieve Rabobank UA 4.38 12/31/2099 0.37
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.37
First Quantum Minerals Ltd 6.88 10/15/2027 0.37
Alba 2007-1 PLC 1.91 03/17/2039 0.36
Republic of South Africa Government 8.75 02/28/2048 0.36
Credit Suisse Group AG 6.25 12/29/2049 0.36
JPMorgan Chase & Co 3.65 12/31/2059 0.36
Standard Chartered PLC 6.00 12/31/2049 0.36
Plains All American Pipeline LP / P 4.50 12/15/2026 0.36
GATWICK AIRPORT FINANCE PLC 4.38 04/07/2026 0.35
UPC Holding BV 5.50 01/15/2028 0.35
Becton Dickinson and Co 3.79 05/20/2050 0.35
Bancolombia SA 4.88 10/18/2027 0.35
ING Groep NV 5.75 12/31/2059 0.35
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.35
Oman Government International Bond 4.75 06/15/2026 0.34
Eurosail 2006-2bl PLC 4.29 12/15/2044 0.33
Mercury Chile Holdco LLC 6.50 01/24/2027 0.33
TotalEnergies Capital International 3.13 05/29/2050 0.33
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.32
Standard Chartered PLC 7.75 12/31/2049 0.32
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.31
Uber Technologies Inc Conv Bnd 0.00 12/15/2025 0.31
Freeport-McMoRan Inc 4.62 08/01/2030 0.31
Vodafone Group PLC 3.25 06/04/2081 0.31
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.30
Electricite de France SA 5.38 12/31/2049 0.30
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.30
Mexican Bonos 8.50 11/18/2038 0.30
Kingdom of Belgium Government Bond 1.70 06/22/2050 0.29
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.29
Prosil Acquisition SA 1.45 10/31/2039 0.29
Eurosail 2006-2bl PLC 0.30 12/15/2044 0.28
ING Groep NV 6.50 12/31/2049 0.28
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.27
Omnicare Inc 4.75 12/01/2022 0.26
Hawksmoor Mortgage Funding 2019-1 P 4.02 05/25/2053 0.26
Southern Co/The 3.75 09/15/2051 0.25
BPCE SA 1.50 01/13/2042 0.25
HSBC Holdings PLC 6.00 12/31/2049 0.25
Eurosail 2006-4np PLC 3.98 12/10/2044 0.25
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.25
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.24
Great Hall Mortgages No 1 PLC 3.26 06/18/2039 0.24
Carnival Corp 10.50 02/01/2026 0.24
Schweitzer-Mauduit International In 6.88 10/01/2026 0.24
WRKCo Inc 3.00 06/15/2033 0.23
UBS Group AG 5.12 12/31/2099 0.23
America Movil SAB de CV 5.38 04/04/2032 0.23
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.23
Mexican Bonos 7.75 11/13/2042 0.23
Alcoa Nederland Holding BV 6.12 05/15/2028 0.23
Swiss Re Finance Luxembourg SA 5.00 04/02/2049 0.22
Fannie Mae Connecticut Avenue Secur 2.56 03/25/2031 0.22
Cikarang Listrindo Tbk PT 4.95 09/14/2026 0.22
CHS/Community Health Systems Inc 8.00 03/15/2026 0.21
Colombia Government International B 4.12 02/22/2042 0.21
Telefonica Europe BV 4.38 12/31/2049 0.21
CPI Property Group SA 4.88 12/31/2049 0.20
Repsol International Finance BV 3.75 12/31/2099 0.20
Bausch Health Cos Inc 5.25 02/15/2031 0.20
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.20
Argentina Treasury Bond BONCER 4.00 04/27/2025 0.20
Citigroup Inc 3.88 12/31/2099 0.20
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.20
NTPC Ltd 2.75 02/01/2027 0.20
CME Group Inc 03/11/2026 0.20
JSW Steel Ltd 3.95 04/05/2027 0.19
Reliance Industries Ltd 4.88 02/10/2045 0.19
Ludgate Funding PLC 0.72 01/01/2061 0.19
Bayer AG 2.38 11/12/2079 0.19
American Credit Acceptance Receivab 3.41 06/12/2025 0.19
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.19
Indonesia Asahan Aluminium Persero 5.45 05/15/2030 0.19
Telefonica Europe BV 2.88 12/31/2099 0.19
CaixaBank SA 6.00 12/31/2099 0.18
Universal Health Services Inc 2.65 10/15/2030 0.18
AT&T Inc 2.88 12/31/2099 0.18
Banco do Brasil SA/Cayman 9.00 12/31/2049 0.18
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.18
Deutsche Lufthansa AG 4.38 08/12/2075 0.18
Muthoot Finance Ltd 4.40 09/02/2023 0.18
Barclays PLC 6.12 12/31/2099 0.18
Braskem Idesa SAPI 7.45 11/15/2029 0.18
Credit Suisse Group AG 7.50 12/31/2049 0.18
Argentine Republic Government Inter 0.50 07/09/2030 0.17
Transcanada Trust 5.88 08/15/2076 0.17
Dufry One BV 2.00 02/15/2027 0.17
United Airlines Inc 4.38 04/15/2026 0.17
Oman Government International Bond 6.75 01/17/2048 0.17
GMR Hyderabad International Airport 5.38 04/10/2024 0.17
KBC Group NV 4.25 12/31/2059 0.17
Prudential PLC 4.88 12/31/2059 0.17
Braskem Netherlands Finance BV 4.50 01/31/2030 0.17
Swedbank AB 5.62 12/31/2059 0.17
International Finance Corp 0.00 03/23/2038 0.17
Freddie Mac Structured Agency Credi 2.50 02/25/2042 0.17
Jabil Inc 3.00 01/15/2031 0.16
Danske Bank A/S 7.00 12/31/2099 0.16
Perusahaan Perseroan Persero PT Per 4.38 02/05/2050 0.16
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.16
MGM China Holdings Ltd 5.38 05/15/2024 0.16
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.16
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.16
Takeda Pharmaceutical Co Ltd 3.17 07/09/2050 0.16
Kenbourne Invest SA 4.70 01/22/2028 0.16
Camelot Finance SA 4.50 11/01/2026 0.16
Galaxy Pipeline Assets Bidco Ltd 2.62 03/31/2036 0.15
NatWest Group PLC 5.12 12/31/2059 0.15
Indofood CBP Sukses Makmur Tbk PT 4.75 06/09/2051 0.15
NatWest Group PLC 4.50 12/31/2049 0.15
Crown Castle International Corp 3.25 01/15/2051 0.15
Colombian TES 7.25 10/26/2050 0.15
Banco Santander SA 4.38 12/31/2099 0.15
Petroleos Mexicanos 6.95 01/28/2060 0.14
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.14
Malaysia Government Bond 4.76 04/07/2037 0.14
Ecopetrol SA 4.62 11/02/2031 0.14
MGM China Holdings Ltd 5.88 05/15/2026 0.14
Credit Agricole SA 7.50 12/31/2049 0.14
BRL/USD CFWD202244 04/04/2022 0.14
Expedia Group Inc 2.95 03/15/2031 0.14
Egypt Government International Bond 7.62 05/29/2032 0.14
Ivory Coast Government Internationa 4.88 01/30/2032 0.14
CME Group Inc 05/29/2031 0.14
Seagate HDD Cayman 4.12 01/15/2031 0.14
Petroleos Mexicanos 6.70 02/16/2032 0.13
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.13
Eurohome UK Mortgages 2007-2 plc 2.44 09/15/2044 0.13
Nemak SAB de CV 3.62 06/28/2031 0.13
Romanian Government International B 2.00 04/14/2033 0.13
Wynn Macau Ltd 4.88 10/01/2024 0.13
IRB Holding Corp 3.75 12/15/2027 0.13
Cemex SAB de CV 5.45 11/19/2029 0.13
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.13
BP Capital Markets PLC 4.88 12/31/2049 0.13
French Republic Government Bond OAT 0.75 05/25/2052 0.12
Fannie Mae Connecticut Avenue Secur 3.31 11/25/2029 0.12
Cemex SAB de CV 5.12 12/31/2049 0.12
IM Pastor 4 FTA 0.00 03/22/2044 0.12
Banco Santander SA 4.17 03/24/2028 0.12
Stillwater Mining Co 4.00 11/16/2026 0.12
Schweitzer-Mauduit International In 4.50 04/20/2028 0.12
BNP Paribas SA 7.38 12/31/2049 0.11
Cemex SAB de CV 3.88 07/11/2031 0.11
Nationwide Building Society 5.75 12/31/2099 0.11
Guatemala Government Bond 3.70 10/07/2033 0.11
Sasol Financing USA LLC 4.38 09/18/2026 0.11
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.11
Eurohome UK Mortgages 2007 -1 PLC 1.94 06/15/2044 0.11
Egypt Government International Bond 8.50 01/31/2047 0.11
UBS Group AG 7.00 12/31/2049 0.11
Lamar Media Corp 4.00 02/15/2030 0.11
Freeport-McMoRan Inc 5.40 11/14/2034 0.11
MGM Resorts International 6.00 03/15/2023 0.11
Lusitano Mortgages No 5 PLC 0.40 07/15/2059 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
Carriage Services Inc 4.25 05/15/2029 0.10
Allison Transmission Inc 3.75 01/30/2031 0.10
Cox Communications Inc 2.95 10/01/2050 0.10
Crowdstrike Holdings Inc 3.00 02/15/2029 0.10
CaixaBank SA 5.88 12/31/2099 0.10
Braskem Idesa SAPI 6.99 02/20/2032 0.10
Ivory Coast Government Internationa 5.38 07/23/2024 0.10
Nigeria Government International Bo 7.88 02/16/2032 0.10
Dominican Republic International Bo 4.88 09/23/2032 0.10
SS&C Technologies Inc 5.50 09/30/2027 0.10
Egypt Government International Bond 4.75 04/16/2026 0.10
Mattel Inc 6.20 10/01/2040 0.10
CT Trust 5.12 02/03/2032 0.10
M&G PLC 6.50 10/20/2048 0.10
Angolan Government International Bo 9.50 11/12/2025 0.10
Banco Mercantil del Norte SA/Grand 8.38 12/31/2049 0.09
Viatris Inc 3.85 06/22/2040 0.09
TMF TRUST COMPANY (ARGENTINA) S.A. 0.09
Iliad Holding SASU 7.00 10/15/2028 0.09
Erste Group Bank AG 4.25 12/31/2099 0.09
Accor SA 4.38 12/31/2099 0.09
Mattel Inc 5.45 11/01/2041 0.09
Bristow Group Inc 6.88 03/01/2028 0.09
MXN/USD CFWD2022615 06/15/2022 0.09
Barclays PLC 8.00 12/31/2099 0.09
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.09
Heimstaden Bostad AB 3.38 12/31/2049 0.09
Klabin Austria GmbH 7.00 04/03/2049 0.09
PetSmart LLC 4.50 02/11/2028 0.09
Crestwood Midstream Partners LP / C 8.00 04/01/2029 0.09
Nigeria Government International Bo 8.38 03/24/2029 0.09
iStar Inc 4.75 10/01/2024 0.09
Lamar Media Corp 4.88 01/15/2029 0.09
CSN Inova Ventures 6.75 01/28/2028 0.09
abrdn plc 4.25 06/30/2028 0.09
LCH.Clearnet LLC 05/04/2026 0.09
Eskom Holdings SOC Ltd 6.35 08/10/2028 0.09
Taylor Morrison Communities Inc 6.62 07/15/2027 0.09
HSBC Holdings PLC 6.50 12/31/2099 0.09
LCH.Clearnet LLC 02/10/2027 0.09
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.09
Electricite de France SA 5.25 12/31/2049 0.09
LCH.Clearnet LLC 05/05/2026 0.09
International Consolidated Airlines 2.75 03/25/2025 0.09
Sirius XM Radio Inc 3.12 09/01/2026 0.09
Societe Generale SA 7.38 12/31/2099 0.09
USD/RUB CFWD2022916 09/16/2022 0.09
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.09
GC Treasury Center Co Ltd 4.40 03/30/2032 0.09
African Development Bank 0.00 01/17/2050 0.09
International Consolidated Airlines 1.50 07/04/2027 0.09
Level 3 Financing Inc 3.75 07/15/2029 0.09
SBA Communications Corp 3.88 02/15/2027 0.08
AES Andes SA 6.35 10/07/2079 0.08
Volkswagen International Finance NV 4.62 12/31/2059 0.08
Cable Onda SA 4.50 01/30/2030 0.08
Goldman Sachs International 04/06/2026 0.08
Muang Thai Life Assurance PCL 3.55 01/27/2037 0.08
Goldman Sachs International 04/09/2026 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.08
Sensata Technologies BV 4.88 10/15/2023 0.08
Nigeria Government International Bo 6.50 11/28/2027 0.08
Societe Generale SA 4.75 12/31/2099 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Banco Mercantil del Norte SA/Grand 5.88 12/31/2049 0.08
Alpek SAB de CV 3.25 02/25/2031 0.08
Gap Inc/The 3.62 10/01/2029 0.08
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.08
Prestige Brands Inc 3.75 04/01/2031 0.08
CSC Holdings LLC 5.75 01/15/2030 0.08
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2049 0.08
Match Group Holdings II LLC 4.62 06/01/2028 0.08
LCH.Clearnet LLC 02/10/2023 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
Tenet Healthcare Corp 4.88 01/01/2026 0.08
Gray Escrow II Inc 5.38 11/15/2031 0.08
CME Group Inc 11/29/2030 0.08
Melco Resorts Finance Ltd 5.75 07/21/2028 0.08
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.08
CME Group Inc 05/29/2031 0.08
Republic of South Africa Government 5.65 09/27/2047 0.08
Petroleos Mexicanos 7.69 01/23/2050 0.08
Suzano Austria GmbH 2.50 09/15/2028 0.08
ING Groep NV 6.75 12/31/2099 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Egypt Government International Bond 8.88 05/29/2050 0.07
CHS/Community Health Systems Inc 8.00 12/15/2027 0.07
BRL/USD CFWD202244 04/04/2022 0.07
Ecuador Government International Bo 5.00 07/31/2030 0.07
Sonic Automotive Inc 4.62 11/15/2029 0.07
Freddie Mac STACR Trust 2019-HRP1 1.86 02/25/2049 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
HCA Inc 4.12 06/15/2029 0.07
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.07
Goldman Sachs International 06/27/2022 0.07
BRL/USD CFWD202244 04/04/2022 0.07
Diversified Healthcare Trust 9.75 06/15/2025 0.07
Clearway Energy Operating LLC 4.75 03/15/2028 0.07
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.07
Azul Investments LLP 7.25 06/15/2026 0.07
Dominican Republic International Bo 5.30 01/21/2041 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Hess Midstream Operations LP 5.62 02/15/2026 0.07
Flex Acquisition Co Inc 3.21 06/29/2025 0.07
Four Seasons Hotels Ltd 2.46 11/30/2023 0.07
Global Medical Response Inc 5.75 10/02/2025 0.07
Asbury Automotive Group Inc 4.62 11/15/2029 0.07
Surgery Center Holdings Inc 4.50 09/03/2026 0.07
Coriolanus DAC 0.00 04/30/2025 0.06
JB Poindexter & Co Inc 7.12 04/15/2026 0.06
Iraq International Bond 5.80 01/15/2028 0.06
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.06
Kontoor Brands Inc 4.12 11/15/2029 0.06
Alba 2007-1 PLC 3.96 03/17/2039 0.06
USA Compression Partners LP / USA C 6.88 09/01/2027 0.06
Mastr Asset Backed Securities Trust 0.56 08/25/2036 0.06
OneMain Finance Corp 6.88 03/15/2025 0.06
Cleveland-Cliffs Inc 9.88 10/17/2025 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Endo Luxembourg Finance Co I Sarl 5.75 03/27/2028 0.06
Centene Corp 4.62 12/15/2029 0.06
Clarivate Science Holdings Corp 4.88 07/01/2029 0.06
American Builders & Contractors Sup 4.00 01/15/2028 0.06
Altice France SA/France 8.12 02/01/2027 0.06
United Natural Foods Inc 3.71 10/22/2025 0.06
Terminix Co LLC/The 7.45 08/15/2027 0.06
AUD/USD CFWD2022615 06/15/2022 0.06
RHP Hotel Properties LP / RHP Finan 4.75 10/15/2027 0.06
Callon Petroleum Co 8.00 08/01/2028 0.06
Bank of America NA 09/20/2022 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
LCM Investments Holdings II LLC 4.88 05/01/2029 0.06
Gartner Inc 4.50 07/01/2028 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Lamar Media Corp 3.62 01/15/2031 0.06
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.06
CSC Holdings LLC 5.50 04/15/2027 0.06
Sprint Capital Corp 8.75 03/15/2032 0.06
Guatemala Government Bond 4.90 06/01/2030 0.06
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.06
Northern Oil and Gas Inc 8.12 03/01/2028 0.06
Great Lakes Dredge & Dock Corp 5.25 06/01/2029 0.06
SunCoke Energy Inc 4.88 06/30/2029 0.06
Bausch Health Americas Inc 3.21 11/27/2025 0.06
NESCO Holdings II Inc 5.50 04/15/2029 0.06
SM Energy Co 10.00 01/15/2025 0.06
Encompass Health Corp 4.50 02/01/2028 0.06
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.06
Lithia Motors Inc 3.88 06/01/2029 0.06
VZ Secured Financing BV 5.00 01/15/2032 0.06
Everi Holdings Inc 5.00 07/15/2029 0.05
Midwest Gaming Borrower LLC / Midwe 4.88 05/01/2029 0.05
Audacy Capital Corp 6.75 03/31/2029 0.05
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.05
Papa John's International Inc 3.88 09/15/2029 0.05
Ritchie Bros Holdings Inc 4.75 12/15/2031 0.05
WMG Acquisition Corp 3.75 12/01/2029 0.05
Macy's Retail Holdings LLC 5.88 04/01/2029 0.05
OneMain Finance Corp 7.12 03/15/2026 0.05
Calpine Corp 3.75 03/01/2031 0.05
EQM Midstream Partners LP 6.50 07/01/2027 0.05
Service Properties Trust 4.50 03/15/2025 0.05
Nabors Industries Inc 7.38 05/15/2027 0.05
Select Medical Corp 6.25 08/15/2026 0.05
1011778 BC ULC / New Red Finance In 4.00 10/15/2030 0.05
Scientific Games International Inc 8.25 03/15/2026 0.05
Tallgrass Energy Partners LP / Tall 5.50 01/15/2028 0.05
Mohegan Gaming & Entertainment 8.00 02/01/2026 0.05
Vodafone Group PLC 4.12 06/04/2081 0.05
Civitas Resources Inc 5.00 10/15/2026 0.05
Clydesdale Acquisition Holdings Inc 6.62 04/15/2029 0.05
Scripps Escrow II Inc 3.88 01/15/2029 0.05
Mueller Water Products Inc 4.00 06/15/2029 0.05
Valvoline Inc 3.62 06/15/2031 0.05
Rayonier AM Products Inc 7.62 01/15/2026 0.05
Hudbay Minerals Inc 6.12 04/01/2029 0.05
Rockies Express Pipeline LLC 4.80 05/15/2030 0.05
Credit Acceptance Auto Loan Trust 2 3.94 06/15/2028 0.05
Gray Television Inc 7.00 05/15/2027 0.05
EnPro Industries Inc 5.75 10/15/2026 0.05
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.05
EnerSys 5.00 04/30/2023 0.05
Talen Energy Supply LLC 7.62 06/01/2028 0.05
Precision Drilling Corp 6.88 01/15/2029 0.05
Fortress Transportation and Infrast 5.50 05/01/2028 0.05
Dun & Bradstreet Corp/The 3.70 02/06/2026 0.05
Fannie Mae Connecticut Avenue Secur 2.86 05/25/2030 0.05
Lumen Technologies Inc 7.60 09/15/2039 0.05
NGL Energy Operating LLC / NGL Ener 7.50 02/01/2026 0.05
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.05
Network i2i Ltd 3.98 12/31/2049 0.05
LCH.Clearnet LLC 02/09/2027 0.05
LCH.Clearnet LLC 02/11/2027 0.05
Bank of America NA 02/22/2023 0.05
Vistra Operations Co LLC 4.38 05/01/2029 0.05
HCA Inc 5.62 09/01/2028 0.04
Intrado Corp 5.38 07/15/2022 0.04
Sirius XM Radio Inc 4.00 07/15/2028 0.04
BRL/USD CFWD202244 04/04/2022 0.04
Bank of America NA 12/05/2022 0.04
Vistra Operations Co LLC 5.00 07/31/2027 0.04
Rockies Express Pipeline LLC 6.88 04/15/2040 0.04
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.04
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.04
Navient Corp 6.12 03/25/2024 0.04
Netflix Inc 5.88 11/15/2028 0.04
Valaris Ltd 8.25 04/30/2028 0.04
Ukraine Government International Bo 1.26 05/31/2040 0.04
Goldman Sachs International 06/23/2022 0.04
CZK/USD CFWD2022615 06/15/2022 0.04
LCH.Clearnet LLC 02/09/2023 0.04
CME Group Inc 01/02/2029 0.04
CME Group Inc 01/02/2029 0.04
USD/RUB CFWD2023227 02/27/2023 0.04
Connecticut Avenue Securities Trust 2.86 04/25/2031 0.04
Netflix Inc 5.38 11/15/2029 0.04
Kraft Heinz Foods Co 5.00 06/04/2042 0.04
PetSmart Inc / PetSmart Finance Cor 7.75 02/15/2029 0.04
LCH.Clearnet LLC 02/11/2023 0.04
Covanta Holding Corp 4.88 12/01/2029 0.04
LCH.Clearnet LLC 03/09/2024 0.04
Marriott International Inc/MD 4.62 06/15/2030 0.04
CLP/USD CFWD2022615 06/15/2022 0.04
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.04
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.04
Navient Corp 5.00 03/15/2027 0.04
Morgan Stanley Capital Services LLC 12/07/2022 0.04
Klabin Austria GmbH 5.75 04/03/2029 0.04
FirstCash Inc 5.62 01/01/2030 0.04
OneMain Finance Corp 5.38 11/15/2029 0.04
Occidental Petroleum Corp 6.12 01/01/2031 0.04
CAD/USD CFWD2022615 06/15/2022 0.04
Occidental Petroleum Corp 6.20 03/15/2040 0.04
LCH.Clearnet LLC 03/29/2027 0.04
LCH.Clearnet LLC 01/27/2031 0.03
LCH.Clearnet LLC 02/11/2031 0.03
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.03
LCH.Clearnet LLC 01/29/2031 0.03
PLN/USD CFWD2022615 06/15/2022 0.03
Ford Motor Credit Co LLC 4.39 01/08/2026 0.03
Dana Inc 5.62 06/15/2028 0.03
Bath & Body Works Inc 6.88 11/01/2035 0.03
JPMorgan Chase Bank NA 02/21/2023 0.03
Morgan Stanley Bank of America Merr 4.86 02/15/2047 0.03
USD/CAD CFWD2022513 05/13/2022 0.03
T-Mobile USA Inc 3.38 04/15/2029 0.03
Altice France SA/France 5.12 07/15/2029 0.03
Bank of America NA 06/28/2022 0.03
Ardagh Metal Packaging Finance USA 3.25 09/01/2028 0.03
Dominican Republic International Bo 4.50 01/30/2030 0.03
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.03
Altice France SA/France 5.50 10/15/2029 0.03
UBS AG 08/19/2022 0.03
Societe Generale SA 12/18/2020 0.03
USD/RUB CFWD2023217 02/17/2023 0.03
BRL/USD CFWD202253 05/03/2022 0.03
CME Group Inc 01/02/2029 0.03
USD/BRL CFWD202244 04/04/2022 0.03
CAD/USD CFWD2022615 06/15/2022 0.03
BRL/USD CFWD2022524 05/24/2022 0.03
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.03
Covanta Holding Corp 5.00 09/01/2030 0.03
USD/RUB CFWD2023222 02/22/2023 0.03
Navient Corp 5.88 10/25/2024 0.03
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.03
Sensata Technologies BV 4.00 04/15/2029 0.03
Macy's Retail Holdings LLC 4.50 12/15/2034 0.03
Ford Motor Co 4.75 01/15/2043 0.03
CSC Holdings LLC 4.50 11/15/2031 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
Citigroup Commercial Mortgage Trust 1.08 10/12/2050 0.03
Navient Corp 6.75 06/25/2025 0.03
MXN/USD CFWD2022615 06/15/2022 0.03
Goldman Sachs International 09/15/2022 0.03
USD/JPY CFWD2022615 06/15/2022 0.03
SM Energy Co 6.75 09/15/2026 0.03
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.03
SEK/USD CFWD2022615 06/15/2022 0.03
Gartner Inc 3.62 06/15/2029 0.03
Diversified Healthcare Trust 4.75 05/01/2024 0.03
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.03
HCA Inc 5.88 02/01/2029 0.03
Ryan Specialty Group LLC 4.38 02/01/2030 0.03
Twilio Inc 3.62 03/15/2029 0.03
JPMorgan Chase Bank NA 02/16/2023 0.03
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.03
Bath & Body Works Inc 7.50 06/15/2029 0.02
Morgan Stanley Capital Services LLC 06/28/2022 0.02
LCH.Clearnet LLC 07/15/2031 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
EUR/USD CFWD2022615 06/15/2022 0.02
Ford Motor Credit Co LLC 3.38 11/13/2025 0.02
Kraft Heinz Foods Co 4.38 06/01/2046 0.02
Goldman Sachs International 08/12/2022 0.02
JPMorgan Chase Bank NA 09/22/2022 0.02
CAD/USD CFWD2022615 06/15/2022 0.02
JPMorgan Chase Bank NA 08/22/2022 0.02
CLP/USD CFWD202259 05/09/2022 0.02
Occidental Petroleum Corp 4.10 02/15/2047 0.02
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.02
CAD/USD CFWD2022615 06/15/2022 0.02
Bank of America NA 03/24/2023 0.02
Occidental Petroleum Corp 6.95 07/01/2024 0.02
NFP Corp 4.88 08/15/2028 0.02
KBC Group NV 4.75 12/31/2049 0.02
Bausch Health Cos Inc 5.75 08/15/2027 0.02
Rockies Express Pipeline LLC 4.95 07/15/2029 0.02
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.02
iStar Inc 5.50 02/15/2026 0.02
Valaris Ltd 8.25 04/30/2028 0.02
Dana Inc 5.38 11/15/2027 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Virgin Media Finance PLC 5.00 07/15/2030 0.02
El Salvador Government Internationa 5.88 01/30/2025 0.02
LCH.Clearnet LLC 03/24/2027 0.02
Connecticut Avenue Securities Trust 2.61 09/25/2031 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
JPMorgan Chase Bank NA 02/05/2024 0.02
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.02
USD/EUR CFWD2022429 04/29/2022 0.02
DISH DBS Corp 7.75 07/01/2026 0.02
ZAR/USD CFWD2022615 06/15/2022 0.02
ZAR/USD CFWD2022615 06/15/2022 0.02
UBS Commercial Mortgage Trust 2017- 0.98 11/15/2050 0.02
Diversified Healthcare Trust 4.38 03/01/2031 0.02
CCG Receivables Trust 3.22 09/14/2026 0.02
LCH.Clearnet LLC 03/11/2024 0.02
Navient Corp 6.75 06/15/2026 0.02
Callon Petroleum Co 9.00 04/01/2025 0.02
LCH.Clearnet LLC 02/17/2027 0.02
JPMorgan Chase Bank NA 07/27/2022 0.02
Bank of America NA 04/20/2022 0.01
Navient Corp 5.62 08/01/2033 0.01
USD/RUB CFWD2022822 08/22/2022 0.01
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.01
Clarios Global LP 6.75 05/15/2025 0.01
AUD/USD CFWD2022615 06/15/2022 0.01
ZAR/USD CFWD2022615 06/15/2022 0.01
Benchmark 2018-B1 Mortgage Trust 0.49 01/15/2051 0.01
Asbury Automotive Group Inc 4.50 03/01/2028 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
MXN/USD CFWD2022615 06/15/2022 0.01
BRL/USD CFWD202244 04/04/2022 0.01
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.01
Iliad Holding SASU 6.50 10/15/2026 0.01
CSC Holdings LLC 5.88 09/15/2022 0.01
EUR/USD CFWD2022615 06/15/2022 0.01
MXN/USD CFWD2022615 06/15/2022 0.01
Clarios Global LP / Clarios US Fina 8.50 05/15/2027 0.01
Wells Fargo Commercial Mortgage Tru 0.87 12/15/2050 0.01
Cinemark USA Inc 5.88 03/15/2026 0.01
PLN/USD CFWD2022610 06/10/2022 0.01
Occidental Petroleum Corp 8.50 07/15/2027 0.01
NZD/USD CFWD2022615 06/15/2022 0.01
DISH Network Corp Conv Bnd 3.38 08/15/2026 0.01
COP/USD CFWD2022615 06/15/2022 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
Fannie Mae REMICS 22.53 06/25/2036 0.01
Targa Resources Partners LP / Targa 4.88 02/01/2031 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
HCA Inc 5.88 02/15/2026 0.01
Fannie Mae REMICS 22.89 03/25/2036 0.01
INR/USD CFWD2022615 06/15/2022 0.01
Covanta Holding Corp 3.00 11/17/2028 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
CSC Holdings LLC 5.00 11/15/2031 0.01
NOK/USD CFWD2022615 06/15/2022 0.01
Freeport-McMoRan Inc 5.45 03/15/2043 0.01
CAD/USD CFWD2022615 06/15/2022 0.01
CLAIRES HOLDINGS LLC 0.01
Goldman Sachs International 05/17/2022 0.01
Civitas Resources Inc 0.01
Sprint Corp 7.62 03/01/2026 0.01
Connecticut Avenue Securities Trust 2.76 08/25/2031 0.01
NOK/USD CFWD2022615 06/15/2022 0.01
Vistra Corp 7.00 12/31/2059 0.01
Claire's Stores Inc 6.96 12/18/2026 0.01
CSC Holdings LLC 4.62 12/01/2030 0.01
Freddie Mac REMICS 23.30 08/15/2035 0.01
AUD/USD CFWD2022615 06/15/2022 0.01
Morgan Stanley Capital I 2017-HR2 0.78 12/15/2050 0.01
USD/BRL CFWD202244 04/04/2022 0.01
CD 2017-CD6 Mortgage Trust 0.92 11/13/2050 0.01
USD/NOK CFWD2022615 06/15/2022 0.01
USD/NOK CFWD2022615 06/15/2022 0.01
Morgan Stanley Capital Services LLC 06/16/2022 0.01
EUR/USD CFWD2022615 06/15/2022 0.01
MXN/USD CFWD2022615 06/15/2022 0.01
Fannie Mae Grantor Trust 2001-T10 0.37 12/25/2041 0.01
LCH.Clearnet LLC 01/17/2027 0.01
LCH.Clearnet LLC 02/24/2031 0.01
International Finance Corp 0.00 02/15/2029 0.01
Murray Energy Corp 0.01
Sensata Technologies BV 5.62 11/01/2024 0.01
CME Group Inc 03/06/2025 0.01
Roller Bearing Co of America Inc 4.38 10/15/2029 0.01
Bank of America NA 08/15/2022 0.01
Citigroup Mortgage Loan Trust 2006- 3.15 10/25/2035 0.01
Fannie Mae REMICS 6.08 06/25/2037 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.01
USD/BRL CFWD202244 04/04/2022 0.01
SEK/USD CFWD2022615 06/15/2022 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
LCH.Clearnet LLC 03/16/2024 0.00
Government National Mortgage Associ 6.22 04/16/2041 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Freeport-McMoRan Inc 4.38 08/01/2028 0.00
Precision Drilling Corp 7.12 01/15/2026 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
KRW/USD CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 1.40 06/25/2037 0.00
Fannie Mae REMICS 6.24 05/25/2035 0.00
JPMorgan Chase Bank NA 5.00 12/20/2022 0.00
LCH.Clearnet LLC 10/11/2026 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
Ascent Resources Utica Holdings LLC 8.25 12/31/2028 0.00
EUR/USD CFWD2022411 04/11/2022 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Fannie Mae REMICS 5.69 12/25/2042 0.00
LCH.Clearnet LLC 10/19/2026 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 0.96 12/25/2032 0.00
RUB/USD CFWD2022429 04/29/2022 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
USD/NOK CFWD2022615 06/15/2022 0.00
USD/SEK CFWD2022729 07/29/2022 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Fannie Mae REMICS 6.77 09/25/2036 0.00
Government National Mortgage Associ 6.12 04/16/2037 0.00
Fannie Mae REMICS 1.46 04/25/2032 0.00
USD/AUD CFWD2022615 06/15/2022 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Fannie Mae REMICS 7.74 01/25/2033 0.00
Freddie Mac REMICS 1.40 02/15/2032 0.00
USD/BRL CFWD202244 04/04/2022 0.00
Fannie Mae Grantor Trust 2001-T3 0.64 11/25/2040 0.00
Freddie Mac REMICS 6.32 05/15/2035 0.00
Freddie Mac REMICS 1.40 02/15/2032 0.00
Freddie Mac REMICS 1.40 03/15/2032 0.00
Chicago Mercantile Exchange Inc 01/04/2027 0.00
JP Morgan Mortgage Trust 2007-A1 2.39 07/25/2035 0.00
USD P THB C @32.8500 DO 32.0000 05/05/2022 0.00
GSR Mortgage Loan Trust 2005-AR4 3.02 07/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Freddie Mac REMICS 1.40 02/15/2032 0.00
LCH.Clearnet LLC 02/17/2032 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
JPMorgan Chase Bank NA 06/09/2022 0.00
Freddie Mac REMICS 6.30 01/15/2035 0.00
USD P INR C @73.0000 EO 05/06/2022 0.00
Freddie Mac REMICS 5.75 07/15/2035 0.00
BRL/USD CFWD202253 05/03/2022 0.00
BRL/USD CFWD202244 04/04/2022 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
GBP/USD CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 0.97 10/18/2032 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
Fannie Mae REMICS 0.86 11/25/2033 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
UBS AG 09/06/2022 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 6.14 05/25/2035 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
USD/JPY CFWD2022615 06/15/2022 0.00
Freddie Mac REMICS 5.67 05/15/2038 0.00
Party City Holdco Inc 0.00
WaMu Mortgage Pass-Through Certific 2.49 10/25/2033 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
MCDERMOTT INTERNATIONAL LTD Wts 0.00
Civitas Resources Inc 7.50 04/30/2026 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Fannie Mae REMICS 7.79 05/25/2033 0.00
Freddie Mac REMICS 6.65 10/15/2033 0.00
COMM 2012-CCRE5 Mortgage Trust 1.49 12/10/2045 0.00
Fannie Mae REMICS 7.09 10/25/2033 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
JPMorgan Chase Bank NA 04/20/2022 0.00
Bank of America NA 06/06/2022 0.00
MXN/USD CFWD2022616 06/16/2022 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
USD/AUD CFWD2022517 05/17/2022 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
SEK/USD CFWD2022615 06/15/2022 0.00
Mcdermott International Ltd 0.00
Freddie Mac REMICS 6.60 12/15/2037 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Freddie Mac REMICS 1.50 07/15/2023 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 6.09 10/25/2041 0.00
Fannie Mae REMICS 7.43 11/18/2031 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Fannie Mae REMICS 6.29 05/25/2035 0.00
Fannie Mae REMICS 1.46 04/25/2032 0.00
USD/BRL CFWD202244 04/04/2022 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
USD/BRL CFWD202244 04/04/2022 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Freddie Mac REMICS 6.32 05/15/2035 0.00
CWHEQ Revolving Home Equity Loan Tr 0.55 11/15/2036 0.00
Bank of America NA 03/16/2024 0.00
GBP/USD CFWD2022615 06/15/2022 0.00
COP/USD CFWD2022615 06/15/2022 0.00
THB/USD CFWD2022615 06/15/2022 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae REMICS 1.46 09/25/2032 0.00
Goldman Sachs International 07/08/2022 0.00
Covanta Holding Corp 3.00 11/17/2028 0.00
Freddie Mac REMICS 5.85 12/15/2039 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae REMICS 5.59 03/25/2035 0.00
Fannie Mae REMICS 7.79 02/25/2033 0.00
USD P KRW C @1150.00 EO 04/19/2022 0.00
Fannie Mae REMICS 1.46 12/25/2032 0.00
LCH.Clearnet LLC 03/21/2032 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 7.54 07/25/2032 0.00
Fannie Mae REMICS 7.63 12/18/2032 0.00
Freddie Mac REMICS 1.05 07/15/2029 0.00
CWHEQ Revolving Home Equity Loan Tr 0.63 12/15/2035 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
USD P INR C @74.0000 DO 72.0000 07/06/2022 0.00
0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 7.53 03/18/2032 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Goldman Sachs International 07/08/2022 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
SEK/USD CFWD2022615 06/15/2022 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
SEK/USD CFWD2022615 06/15/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
McDermott - Warrants A 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae REMICS 7.64 03/25/2032 0.00
USD/CNY CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 7.54 07/25/2032 0.00
Freddie Mac REMICS 5.60 04/15/2038 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 0.85 02/15/2029 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae REMICS 7.64 04/25/2032 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 0.90 01/15/2033 0.00
Freddie Mac REMICS 7.70 06/15/2029 0.00
Fannie Mae REMICS 7.14 06/25/2026 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Intercontinental Exchange Inc 1.00 06/20/2027 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae REMICS 6.54 04/25/2032 0.00
Fannie Mae REMICS 7.34 04/25/2032 0.00
Fannie Mae REMICS 7.54 09/25/2032 0.00
Freddie Mac REMICS 5.60 03/15/2024 0.00
Fannie Mae REMICS 7.49 01/25/2032 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae REMICS 7.63 12/18/2032 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
JPMorgan Chase Bank NA 1.00 06/20/2027 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 6.35 02/15/2035 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 8.55 08/15/2029 0.00
Fannie Mae REMICS 5.59 07/25/2038 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
GBP/USD CFWD2022615 06/15/2022 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Fannie Mae Pool 8.50 07/01/2032 0.00
Sabine Oil & Gas Holdings Inc 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 6.29 03/25/2035 0.00
USD/CNY CFWD2022615 06/15/2022 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Freddie Mac REMICS 8.26 07/17/2028 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Ginnie Mae II Pool 1.62 07/20/2027 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 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
Fannie Mae REMICS 7.44 11/25/2031 0.00
Fannie Mae REMICS 7.43 12/18/2031 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Pool 7.00 06/01/2022 0.00
Fannie Mae Pool 5.50 08/01/2022 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Freddie Mac REMICS 8.26 07/17/2028 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
EUR/USD CFWD2022615 06/15/2022 0.00
Fannie Mae REMICS 6.24 02/25/2024 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
Deutsche Mortgage Securities Inc 0.89 07/22/2036 0.00
Gemgarto 2018-1 PLC 2.89 09/16/2065 0.00
MOS RU-MTG TRS 5.00 08/22/2034 0.00
Bank of America NA 05/13/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/CNY CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
JPMorgan Chase Bank NA 5.00 12/20/2025 -0.00
USD/MXN CFWD2022615 06/15/2022 -0.00
Intercontinental Exchange Inc 5.00 06/20/2027 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/MXN CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
Morgan Stanley Capital Services LLC 04/14/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/CNY CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
JPMorgan Chase Bank NA 04/20/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
CNY/USD CFWD2022615 06/15/2022 -0.00
JPMorgan Chase Bank NA 04/20/2022 -0.00
BRL/USD CFWD202244 04/04/2022 -0.00
BRL/USD CFWD202244 04/04/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
CME Group Inc 03/10/2025 -0.00
BRL/USD CFWD202244 04/04/2022 -0.00
LCH.Clearnet LLC 03/07/2032 -0.00
EUR/USD CFWD2022729 07/29/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
CME Group Inc 01/04/2027 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/BRL CFWD2022629 06/29/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
USD/GBP CFWD2022615 06/15/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2025 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
JPMorgan Chase Bank NA 04/20/2022 -0.00
Morgan Stanley & Co International P 04/20/2022 -0.00
LCH.Clearnet LLC 03/07/2032 -0.00
USD/BRL CFWD202253 05/03/2022 -0.00
CNY/USD CFWD2022615 06/15/2022 -0.00
USD/BRL CFWD202244 04/04/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
Morgan Stanley Capital Services LLC 07/07/2022 -0.00
BRL/USD CFWD202244 04/04/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/MXN CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
Goldman Sachs International 04/20/2022 -0.00
USD/MXN CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/MXN CFWD2022615 06/15/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
USD/NOK CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022411 04/11/2022 -0.00
EUR/USD CFWD2022615 06/15/2022 -0.00
Bank of America NA 04/20/2022 -0.00
LCH.Clearnet LLC 09/12/2052 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
JPMorgan Chase Bank NA 07/27/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022615 06/15/2022 -0.00
USD/EUR CFWD2022610 06/10/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
LCH.Clearnet LLC 03/11/2052 -0.00
JPMorgan Chase Bank NA 09/22/2022 -0.00
LCH.Clearnet LLC 03/03/2027 -0.00
JPMorgan Chase Bank NA 05/09/2022 -0.00
USD/CLP CFWD2022422 04/22/2022 -0.01
Intercontinental Exchange Inc 5.00 12/20/2026 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
USD/NZD CFWD2022615 06/15/2022 -0.01
USD/NZD CFWD2022615 06/15/2022 -0.01
CME Group Inc 01/02/2031 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
USD/NZD CFWD2022615 06/15/2022 -0.01
USD/CAD CFWD2022615 06/15/2022 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
USD/CAD CFWD2022615 06/15/2022 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
Morgan Stanley Capital Services LLC 04/29/2022 -0.01
Bank of America NA 09/20/2022 -0.01
Bank of America NA 06/28/2022 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
Morgan Stanley Capital Services LLC 05/23/2022 -0.01
USD/AUD CFWD2022615 06/15/2022 -0.01
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
Goldman Sachs International 08/12/2022 -0.01
USD/AUD CFWD2022615 06/15/2022 -0.01
USD/EUR CFWD2022615 06/15/2022 -0.01
Goldman Sachs International 05/09/2022 -0.01
Goldman Sachs International 06/23/2022 -0.01
Morgan Stanley Capital Services LLC 04/19/2022 -0.01
Morgan Stanley Capital Services LLC 06/28/2022 -0.01
LCH.Clearnet LLC 01/17/2023 -0.01
Bank of America NA 06/08/2022 -0.01
USD/MXN CFWD2022615 06/15/2022 -0.01
Morgan Stanley Capital Services LLC 04/19/2022 -0.01
BRL/USD CFWD202244 04/04/2022 -0.01
USD/BRL CFWD202244 04/04/2022 -0.01
Goldman Sachs International 5.00 12/20/2024 -0.01
USD/ZAR CFWD2022615 06/15/2022 -0.01
Morgan Stanley Capital Services LLC 06/28/2022 -0.01
Goldman Sachs International 05/16/2022 -0.01
NOK/USD CFWD2022411 04/11/2022 -0.01
USD/AUD CFWD2022615 06/15/2022 -0.02
Morgan Stanley Capital Services LLC 06/09/2022 -0.02
JPY/USD CFWD2022615 06/15/2022 -0.02
RUB/USD CFWD2022610 06/10/2022 -0.02
JPMorgan Chase Bank NA 07/27/2022 -0.02
USD/CLP CFWD2022615 06/15/2022 -0.02
Morgan Stanley Capital Services LLC 08/08/2022 -0.02
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.02
USD/BRL CFWD202244 04/04/2022 -0.02
LCH.Clearnet LLC 03/11/2027 -0.02
Goldman Sachs International 06/23/2022 -0.02
JPMorgan Chase Bank NA 05/23/2022 -0.02
LCH.Clearnet LLC 05/11/2032 -0.02
USD/ZAR CFWD2022615 06/15/2022 -0.02
USD/AUD CFWD2022615 06/15/2022 -0.02
Goldman Sachs International 5.00 12/20/2025 -0.02
JPMorgan Chase Bank NA 5.00 12/20/2023 -0.02
Morgan Stanley Capital Services LLC 05/09/2022 -0.02
Bank of America NA 06/28/2022 -0.02
USD/BRL CFWD202244 04/04/2022 -0.02
JPMorgan Chase Bank NA 12/08/2022 -0.03
Morgan Stanley Capital Services LLC 05/09/2022 -0.03
USD/COP CFWD2022615 06/15/2022 -0.03
JPMorgan Chase Bank NA 05/18/2022 -0.03
Bank of America NA 06/08/2022 -0.03
USD/SEK CFWD2022615 06/15/2022 -0.03
USD/RUB CFWD2022429 04/29/2022 -0.03
USD/CAD CFWD2022615 06/15/2022 -0.03
Goldman Sachs International 06/27/2022 -0.03
Goldman Sachs International 05/09/2022 -0.03
BRL/USD CFWD202244 04/04/2022 -0.03
RUB/USD CFWD2022429 04/29/2022 -0.03
CME Group Inc 01/02/2025 -0.03
USD/BRL CFWD202244 04/04/2022 -0.03
CME Group Inc 01/02/2024 -0.03
USD/CLP CFWD202259 05/09/2022 -0.03
USD/PLN CFWD2022615 06/15/2022 -0.03
Goldman Sachs International 04/09/2026 -0.03
USD/CLP CFWD2022610 06/10/2022 -0.03
LCH.Clearnet LLC 03/29/2024 -0.04
Goldman Sachs International 06/27/2022 -0.04
JPMorgan Chase Bank NA 12/08/2022 -0.04
Goldman Sachs International 08/22/2022 -0.04
LCH.Clearnet LLC 03/09/2027 -0.04
Morgan Stanley Capital Services LLC 06/09/2022 -0.04
USD/CAD CFWD2022615 06/15/2022 -0.05
JPMorgan Chase Bank NA 12/08/2022 -0.05
LCH.Clearnet LLC 05/11/2032 -0.05
LCH.Clearnet LLC 09/02/2052 -0.05
JPMorgan Chase Bank NA 05/09/2022 -0.05
Morgan Stanley Capital Services LLC 07/20/2022 -0.05
Morgan Stanley Capital Services LLC 05/10/2022 -0.05
USD/RUB CFWD2022429 04/29/2022 -0.05
LCH.Clearnet LLC 02/16/2027 -0.05
RUB/USD CFWD2022610 06/10/2022 -0.05
Goldman Sachs International 12/07/2022 -0.06
JPY/USD CFWD2022615 06/15/2022 -0.06
LCH.Clearnet LLC 06/02/2052 -0.06
LCH.Clearnet LLC 02/25/2032 -0.06
USD/BRL CFWD202253 05/03/2022 -0.07
JPMorgan Chase Bank NA 02/16/2023 -0.07
USD/ZAR CFWD2022615 06/15/2022 -0.07
LCH.Clearnet LLC 02/11/2027 -0.08
LCH.Clearnet LLC 02/09/2027 -0.08
Morgan Stanley Capital Services LLC 12/05/2022 -0.08
JPY/USD CFWD2022615 06/15/2022 -0.09
Bank of America NA 05/31/2022 -0.09
Bank of America NA 05/31/2022 -0.10
Goldman Sachs International 12/07/2022 -0.10
Morgan Stanley Capital Services LLC 09/12/2022 -0.11
Bank of America NA 07/19/2022 -0.11
Morgan Stanley Capital Services LLC 12/05/2022 -0.11
RUB/USD CFWD2022916 09/16/2022 -0.11
USD/MXN CFWD2022615 06/15/2022 -0.12
JPMorgan Chase Bank NA 02/17/2023 -0.13
JPMorgan Chase Bank NA 02/17/2023 -0.13
Intercontinental Exchange Inc 5.00 12/20/2026 -0.14
USD/RUB CFWD2022429 04/29/2022 -0.16
LCH.Clearnet LLC 02/10/2027 -0.16
LCH.Clearnet LLC 03/03/2032 -0.20
USD/BRL CFWD202244 04/04/2022 -0.42
NOK/EUR CFWD2022825 08/25/2022 -0.70