Invesco Global Strategic Income Fund

as of 03/31/2023

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 9.40
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 5.57
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2025 4.12
United States Treasury Inflation In 0.12 02/15/2052 2.60
Peru Government Bond 6.15 08/12/2032 2.01
Mexican Bonos 7.75 05/29/2031 1.49
Republic of Poland Government Bond 1.75 04/25/2032 1.36
Republic of South Africa Government 8.00 01/31/2030 1.27
United States Treasury Bill 0.00 05/04/2023 1.24
United States Treasury Inflation In 0.62 07/15/2032 1.10
YPF SA 1.06
Hellenic Republic Government Bond 4.25 06/15/2033 0.92
United States Treasury Inflation In 1.50 02/15/2053 0.89
Invesco Treasury Portfolio 0.85
Colombian TES 7.75 09/18/2030 0.82
United States Treasury Bill 0.00 11/02/2023 0.81
Invesco Government & Agency Portfol 0.74
Colombian TES 7.25 10/26/2050 0.67
Colombian TES 7.00 06/30/2032 0.66
Ford Motor Credit Co LLC 5.12 06/16/2025 0.63
Thailand Government Bond 3.45 06/17/2043 0.63
LCH.Clearnet LLC 08/09/2033 0.62
Barclays PLC 7.12 12/31/2099 0.61
India Government Bond 7.26 08/22/2032 0.61
Petroleos Mexicanos 6.50 03/13/2027 0.59
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.59
Corp Andina de Fomento 6.82 02/22/2031 0.59
Newday Funding Master Issuer PLC - 8.12 03/15/2029 0.57
Republic of South Africa Government 8.88 02/28/2035 0.57
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.57
New South Wales Treasury Corp 1.75 03/20/2034 0.56
Indonesia Treasury Bond 6.38 08/15/2028 0.55
British Telecommunications PLC 4.25 11/23/2081 0.55
Kraft Heinz Foods Co 5.20 07/15/2045 0.54
INVESCO LIQUID ASSET CASH MF 0.53
Republic of South Africa Government 8.50 01/31/2037 0.52
Melco Resorts Finance Ltd 4.88 06/06/2025 0.52
Sempra Energy 4.12 04/01/2052 0.51
China Government Bond 3.32 04/15/2052 0.48
Republic of South Africa Government 8.25 03/31/2032 0.48
India Government Bond 6.54 01/17/2032 0.48
BNP Paribas SA 7.38 12/31/2049 0.48
Banco Bilbao Vizcaya Argentaria SA 5.88 12/31/2099 0.47
Dell International LLC / EMC Corp 6.20 07/15/2030 0.46
SC Germany Consumer 2018-1 UG 3.25 12/13/2031 0.46
Southern Co/The 4.00 01/15/2051 0.44
General Motors Co 6.80 10/01/2027 0.44
Marriott International Inc/MD 3.50 10/15/2032 0.43
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.43
Hyundai Capital America 5.50 03/30/2026 0.41
Freddie Mac STACR REMIC Trust 2022- 7.46 04/25/2042 0.41
HP Inc 4.75 01/15/2028 0.41
Treasury Corp of Victoria 2.00 11/20/2037 0.41
Oman Government International Bond 4.75 06/15/2026 0.40
Gatwick Airport Finance PLC 4.38 04/07/2026 0.40
Mercury Chile Holdco LLC 6.50 01/24/2027 0.40
Enbridge Inc 7.38 01/15/2083 0.40
EUR/USD CFWD2023621 06/21/2023 0.39
Petroleos Mexicanos 8.75 06/02/2029 0.39
ING Groep NV 6.50 12/31/2049 0.38
Uber Technologies Inc Conv Bnd 0.00 12/15/2025 0.38
ING Groep NV 5.75 12/31/2059 0.36
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.35
Freeport-McMoRan Inc 4.62 08/01/2030 0.35
JPMorgan Chase Bank NA 04/17/2024 0.35
Argentina Treasury Bond BONCER 2.00 11/09/2026 0.35
Vodafone Group PLC 3.25 06/04/2081 0.35
Alba 2007-1 PLC 5.48 03/17/2039 0.34
Eurosail 2006-2bl PLC 7.53 12/15/2044 0.34
Bancolombia SA 6.91 10/18/2027 0.33
Electricite de France SA 5.38 12/31/2049 0.33
Eurosail 2006-2bl PLC 3.76 12/15/2044 0.31
Eurosail-UK 2007-2np PLC 5.07 03/13/2045 0.31
Colombian TES 7.25 10/18/2034 0.31
Freddie Mac STACR REMIC Trust 2022- 6.56 04/25/2042 0.30
Taurus 2018-1 IT SRL 3.70 05/18/2030 0.29
Hellenic Republic Government Bond 3.88 06/15/2028 0.29
Indonesia Treasury Bond 7.00 02/15/2033 0.28
Southern Co/The 3.75 09/15/2051 0.28
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.28
Great Hall Mortgages No 1 PLC 6.40 06/18/2039 0.28
Erste Group Bank AG 6.50 12/31/2049 0.28
Eurosail 2006-4np PLC 7.26 12/10/2044 0.27
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.27
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.27
BPCE SA 1.50 01/13/2042 0.27
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.27
Credit Agricole SA 8.12 12/31/2049 0.27
Prosil Acquisition SA 4.49 10/31/2039 0.27
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.27
Newday Funding Master Issuer PLC - 8.42 11/15/2029 0.27
Alcoa Nederland Holding BV 6.12 05/15/2028 0.26
Invesco Global Strategic Income Fun 0.26
Celanese US Holdings LLC 5.90 07/05/2024 0.26
Mativ Holdings Inc 6.88 10/01/2026 0.26
Jupiter Mortgage NO 1 PLC 6.39 07/20/2060 0.25
Cikarang Listrindo Tbk PT 4.95 09/14/2026 0.25
WRKCo Inc 3.00 06/15/2033 0.25
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.25
CHS/Community Health Systems Inc 8.00 03/15/2026 0.24
BRL/USD CFWD202344 04/04/2023 0.24
International Finance Corp 0.00 03/23/2038 0.24
Swiss Re Finance Luxembourg SA 5.00 04/02/2049 0.24
KBC Group NV 4.75 12/31/2079 0.24
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.24
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.24
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.24
Carnival Corp 10.50 02/01/2026 0.23
Telefonica Europe BV 4.38 12/31/2049 0.23
Futura 2019 Srl 5.94 07/31/2044 0.23
Fondo MIVIVIENDA SA 4.62 04/12/2027 0.22
HSBC Holdings PLC 5.88 12/31/2079 0.22
Bayer AG 2.38 11/12/2079 0.22
JSW Steel Ltd 3.95 04/05/2027 0.22
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.22
Freddie Mac STACR REMIC Trust 2022- 9.91 08/25/2042 0.22
Muthoot Finance Ltd 4.40 09/02/2023 0.22
CaixaBank SA 6.38 12/31/2099 0.22
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.21
AT&T Inc 2.88 12/31/2099 0.21
Freddie Mac Structured Agency Credi 8.56 07/25/2042 0.21
Deutsche Lufthansa AG 4.38 08/12/2075 0.21
United Airlines Inc 4.38 04/15/2026 0.20
BPCE SA 5.15 07/21/2024 0.20
Freddie Mac STACR REMIC Trust 2022- 8.11 08/25/2042 0.20
Telefonica Europe BV 2.88 12/31/2099 0.20
MGM China Holdings Ltd 5.38 05/15/2024 0.20
Freddie Mac STACR REMIC Trust 2022- 6.96 02/25/2042 0.20
First Quantum Minerals Ltd 6.88 10/15/2027 0.20
Ecopetrol SA 5.38 06/26/2026 0.20
Universal Health Services Inc 2.65 10/15/2030 0.20
Oman Government International Bond 6.75 01/17/2048 0.20
Transcanada Trust 5.88 08/15/2076 0.20
Intesa Sanpaolo SpA 6.38 12/31/2059 0.19
CVS Health Corp 5.05 03/25/2048 0.19
Banco Santander SA 4.38 12/31/2099 0.19
Swedbank AB 5.62 12/31/2059 0.19
Eurosail-UK 2007-2np PLC 3.75 03/13/2045 0.19
NatWest Group PLC 6.00 12/31/2059 0.19
Reliance Industries Ltd 4.88 02/10/2045 0.19
Ludgate Funding PLC 4.13 01/01/2061 0.19
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.19
Cooperatieve Rabobank UA 4.38 12/31/2099 0.19
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.19
Connecticut Avenue Securities Trust 8.16 07/25/2042 0.19
Jabil Inc 3.00 01/15/2031 0.18
Oil & Natural Gas Corp Ltd 3.38 12/05/2029 0.18
Prudential Funding Asia PLC 4.88 12/31/2059 0.18
MGM China Holdings Ltd 5.88 05/15/2026 0.18
Camelot Finance SA 4.50 11/01/2026 0.18
Danske Bank A/S 7.00 12/31/2099 0.18
UBS Group AG 5.12 12/31/2099 0.17
KBC Group NV 4.25 12/31/2079 0.17
TMF TRUST COMPANY (ARGENTINA) S.A. 0.17
Enbridge Inc 5.97 03/08/2026 0.17
Braskem Idesa SAPI 7.45 11/15/2029 0.17
FedEx Corp 4.05 02/15/2048 0.17
JPY/USD CFWD2023621 06/21/2023 0.17
Wynn Macau Ltd 4.88 10/01/2024 0.16
Freeport Indonesia PT 6.20 04/14/2052 0.16
Perusahaan Perseroan Persero PT Per 4.38 02/05/2050 0.16
Becton Dickinson & Co 3.79 05/20/2050 0.16
Stratton Mortgage Funding 2021-1 PL 6.94 09/25/2051 0.16
Crowdstrike Holdings Inc 3.00 02/15/2029 0.16
Marriott International Inc/MD 5.00 10/15/2027 0.16
EQT Corp 5.68 10/01/2025 0.15
Lloyds Banking Group PLC 8.50 12/31/2099 0.15
Crown Castle Inc 3.25 01/15/2051 0.15
Towd Point Mortgage Funding 2019 - 5.94 10/20/2051 0.15
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.15
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.15
Colombia Government International B 4.12 02/22/2042 0.14
NatWest Group PLC 5.12 12/31/2059 0.14
Ivory Coast Government Internationa 4.88 01/30/2032 0.14
Nemak SAB de CV 3.62 06/28/2031 0.14
Alba 2007-1 PLC 7.53 03/17/2039 0.14
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.13
Tenet Healthcare Corp 4.88 01/01/2026 0.13
Cemex SAB de CV 5.12 12/31/2079 0.13
Romanian Government International B 2.00 04/14/2033 0.13
Eurohome UK Mortgages 2007-2 plc 5.68 09/15/2044 0.13
Towd Point Mortgage Funding 2019 - 6.39 10/20/2051 0.13
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.13
Intesa Sanpaolo SpA 5.50 12/31/2099 0.12
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.12
Group 1 Automotive Inc 4.00 08/15/2028 0.12
Kenvue Inc 5.05 03/22/2053 0.12
ILPT Commercial Mortgage Trust 2022 7.57 10/15/2039 0.12
Lamar Media Corp 4.00 02/15/2030 0.12
Ivory Coast Government Internationa 5.38 07/23/2024 0.12
Eurohome UK Mortgages 2007 -1 PLC 5.16 06/15/2044 0.12
Alhambra SME Funding 2019-1 DAC 5.41 11/30/2028 0.12
Service Properties Trust 5.50 12/15/2027 0.12
Repsol International Finance BV 3.75 12/31/2099 0.12
0.12
Plains All American Pipeline LP / P 3.80 09/15/2030 0.12
EnPro Industries Inc 5.75 10/15/2026 0.12
CPI Property Group SA 4.88 12/31/2079 0.12
Colombian TES 9.25 05/28/2042 0.11
Carriage Services Inc 4.25 05/15/2029 0.11
Societe Generale SA 4.75 12/31/2079 0.11
Bank of America NA 10/10/2023 0.11
European Bank for Reconstruction & 6.40 08/27/2025 0.11
IM Pastor 4 FTA 2.89 03/22/2044 0.11
Allison Transmission Inc 3.75 01/30/2031 0.11
FirstEnergy Corp 4.15 07/15/2027 0.11
Romanian Government International B 7.12 01/17/2033 0.11
CaixaBank SA 5.25 12/31/2099 0.11
Vale Overseas Ltd 6.88 11/10/2039 0.11
Iliad Holding SASU 7.00 10/15/2028 0.11
Credit Suisse Group AG 6.54 08/12/2033 0.11
Accor SA 4.38 12/31/2099 0.11
Crestwood Midstream Partners LP / C 8.00 04/01/2029 0.11
Connecticut Avenue Securities Trust 7.66 03/25/2042 0.11
Nationwide Building Society 5.75 12/31/2099 0.11
IDR/USD CFWD2023621 06/21/2023 0.10
Lamar Media Corp 4.88 01/15/2029 0.10
Intesa Sanpaolo SpA 5.88 12/31/2079 0.10
TransDigm Inc 6.25 03/15/2026 0.10
Cox Communications Inc 2.95 10/01/2050 0.10
Telecom Italia SpA/Milano 5.30 05/30/2024 0.10
Ritchie Bros Holdings Inc 6.75 03/15/2028 0.10
Fortress Transportation and Infrast 5.50 05/01/2028 0.10
Mativ Holdings Inc 8.62 04/20/2028 0.10
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.10
International Consolidated Airlines 1.50 07/04/2027 0.10
MPT Operating Partnership LP / MPT 3.50 03/15/2031 0.10
Seagate HDD Cayman 9.62 12/01/2032 0.10
BNP Paribas SA 7.75 12/31/2079 0.10
CT Trust 5.12 02/03/2032 0.10
Turkey Government International Bon 4.88 04/16/2043 0.10
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.10
ABN AMRO Bank NV 4.38 12/31/2059 0.10
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.10
Lusitano Mortgages No 5 PLC 3.25 07/15/2059 0.10
LCM Investments Holdings II LLC 4.88 05/01/2029 0.10
Banco Santander SA 4.12 12/31/2079 0.10
AES Andes SA 6.35 10/07/2079 0.10
abrdn plc 4.25 06/30/2028 0.10
Braskem Idesa SAPI 6.99 02/20/2032 0.10
Mattel Inc 6.20 10/01/2040 0.10
Egypt Government International Bond 4.75 04/16/2026 0.09
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.09
Cooperatieve Rabobank UA 3.25 12/31/2059 0.09
Societe Generale SA 7.38 12/31/2099 0.09
GC Treasury Center Co Ltd 4.40 03/30/2032 0.09
Muang Thai Life Assurance PCL 3.55 01/27/2037 0.09
Viatris Inc 3.85 06/22/2040 0.09
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.09
Volkswagen International Finance NV 4.62 12/31/2059 0.09
Melco Resorts Finance Ltd 5.75 07/21/2028 0.09
Match Group Holdings II LLC 4.62 06/01/2028 0.09
Suzano Austria GmbH 3.75 01/15/2031 0.09
Egypt Government International Bond 8.50 01/31/2047 0.09
Societe Generale SA 9.38 12/31/2079 0.09
Banco Mercantil del Norte SA/Grand 5.88 12/31/2079 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
African Development Bank 0.00 01/17/2050 0.09
Morgan Stanley Capital Services LLC 08/07/2023 0.09
Mattel Inc 5.45 11/01/2041 0.09
Ford Motor Credit Co LLC 5.11 05/03/2029 0.09
Suzano Austria GmbH 2.50 09/15/2028 0.09
Erste Group Bank AG 4.25 12/31/2099 0.09
Alba 2006-2 PLC 7.53 12/15/2038 0.09
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.09
Alpek SAB de CV 3.25 02/25/2031 0.09
OCP SA 3.75 06/23/2031 0.09
Nigeria Government International Bo 6.50 11/28/2027 0.08
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.08
CHS/Community Health Systems Inc 8.00 12/15/2027 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
EnerSys 4.38 12/15/2027 0.08
Vodafone Group PLC 4.12 06/04/2081 0.08
Lithia Motors Inc 3.88 06/01/2029 0.08
Royal Caribbean Cruises Ltd 4.25 07/01/2026 0.08
BNP Paribas SA 6.62 12/31/2099 0.08
MXN/USD CFWD202395 09/05/2023 0.08
Prosus NV 4.99 01/19/2052 0.08
Hess Midstream Operations LP 5.62 02/15/2026 0.08
CSC Holdings LLC 4.50 11/15/2031 0.07
BRL/USD CFWD202353 05/03/2023 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
Petroleos Mexicanos 6.95 01/28/2060 0.07
Valaris Ltd 8.25 04/30/2028 0.07
Enerflex Ltd 9.00 10/15/2027 0.07
Clarivate Science Holdings Corp 4.88 07/01/2029 0.07
Kenbourne Invest SA 4.70 01/22/2028 0.07
Energy Transfer LP 5.55 02/15/2028 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Morgan Stanley Capital Services LLC 06/28/2023 0.07
OneMain Finance Corp 6.88 03/15/2025 0.07
BP Capital Markets PLC 4.88 12/31/2049 0.07
LCH.Clearnet LLC 03/14/2025 0.07
Gap Inc/The 3.62 10/01/2029 0.07
Altice France SA/France 8.12 02/01/2027 0.07
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.07
Netflix Inc 5.38 11/15/2029 0.07
Verus Securitization Trust 2022-7 5.35 07/25/2067 0.07
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.07
Bank of America NA 08/30/2023 0.07
Encompass Health Corp 4.50 02/01/2028 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
1011778 BC ULC / New Red Finance In 3.50 02/15/2029 0.06
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.06
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.06
BRL/USD CFWD202344 04/04/2023 0.06
SunCoke Energy Inc 4.88 06/30/2029 0.06
Heimstaden Bostad AB 3.38 12/31/2079 0.06
Sprint Capital Corp 8.75 03/15/2032 0.06
United States International Develop 3.13 04/15/2028 0.06
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.06
United Natural Foods Inc 8.17 10/22/2025 0.06
Everi Holdings Inc 5.00 07/15/2029 0.06
ZAR/USD CFWD2023621 06/21/2023 0.06
Level 3 Financing Inc 3.75 07/15/2029 0.06
Nidda Healthcare Holding GmbH 7.50 08/21/2026 0.06
Iraq International Bond 5.80 01/15/2028 0.06
Endo Luxembourg Finance Co I Sarl 14.00 03/27/2028 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Valvoline Inc 3.62 06/15/2031 0.06
Morgan Stanley Capital Services LLC 09/27/2023 0.06
LCH.Clearnet LLC 07/15/2031 0.06
Calpine Corp 3.75 03/01/2031 0.06
0.06
Papa John's International Inc 3.88 09/15/2029 0.06
Dominican Republic International Bo 4.88 09/23/2032 0.06
Mastr Asset Backed Securities Trust 4.95 08/25/2036 0.06
CSC Holdings LLC 5.50 04/15/2027 0.06
Guatemala Government Bond 3.70 10/07/2033 0.06
Network i2i Ltd 5.65 12/31/2099 0.06
Morgan Stanley Capital Services LLC 07/11/2023 0.06
OneMain Finance Corp 7.12 03/15/2026 0.06
Dun & Bradstreet Corp/The 8.10 02/06/2026 0.06
USD/AUD CFWD2023724 07/24/2023 0.06
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.06
NRG Energy Inc 4.45 06/15/2029 0.06
Yum! Brands Inc 5.38 04/01/2032 0.06
Hudbay Minerals Inc 6.12 04/01/2029 0.06
Service Properties Trust 4.38 02/15/2030 0.06
LCH.Clearnet LLC 01/27/2031 0.06
Bellis Acquisition Co PLC 3.25 02/16/2026 0.06
Twilio Inc 3.62 03/15/2029 0.06
Energy Transfer LP 5.75 02/15/2033 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
LCH.Clearnet LLC 01/29/2031 0.06
Egypt Government International Bond 7.62 05/29/2032 0.06
Global Partners LP / GLP Finance Co 7.00 08/01/2027 0.06
Carnival Holdings Bermuda Ltd 10.38 05/01/2028 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
CME Group Inc 03/06/2025 0.06
FirstCash Inc 5.62 01/01/2030 0.06
Fortress Transportation and Infrast 6.50 10/01/2025 0.06
Medline Borrower LP 3.88 04/01/2029 0.06
Parkland Corp 4.50 10/01/2029 0.05
Transocean Titan Financing Ltd 8.38 02/01/2028 0.05
Network i2i Ltd 3.98 12/31/2099 0.05
IRB Holding Corp 7.80 12/15/2027 0.05
NCR Corp 5.75 09/01/2027 0.05
Sonic Automotive Inc 4.62 11/15/2029 0.05
Sensata Technologies BV 5.00 10/01/2025 0.05
SBA Communications Corp 3.88 02/15/2027 0.05
New Gold Inc 7.50 07/15/2027 0.05
M&G PLC 6.50 10/20/2048 0.05
Callon Petroleum Co 8.00 08/01/2028 0.05
Entegris Escrow Corp 4.75 04/15/2029 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Sirius XM Radio Inc 3.12 09/01/2026 0.05
Seagate HDD Cayman 4.12 01/15/2031 0.05
Prestige Brands Inc 3.75 04/01/2031 0.05
Carnival Corp 4.00 08/01/2028 0.05
NCL Corp Ltd 5.88 02/15/2027 0.05
Roller Bearing Co of America Inc 4.38 10/15/2029 0.05
WMG Acquisition Corp 3.75 12/01/2029 0.05
Select Medical Corp 6.25 08/15/2026 0.05
VOC Escrow Ltd 5.00 02/15/2028 0.05
Ford Motor Co 3.25 02/12/2032 0.05
Sensata Technologies Inc 3.75 02/15/2031 0.05
Vistra Operations Co LLC 4.38 05/01/2029 0.05
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.05
TransAlta Corp 7.75 11/15/2029 0.05
American Builders & Contractors Sup 4.00 01/15/2028 0.05
Charles Schwab Corp/The 5.38 12/31/2099 0.05
Novelis Corp 3.25 11/15/2026 0.05
SS&C Technologies Inc 5.50 09/30/2027 0.05
Gartner Inc 4.50 07/01/2028 0.05
Clearway Energy Operating LLC 4.75 03/15/2028 0.05
Western Midstream Operating LP 4.30 02/01/2030 0.05
Ascent Resources Utica Holdings LLC 7.00 11/01/2026 0.05
HCA Inc 4.12 06/15/2029 0.05
NESCO Holdings II Inc 5.50 04/15/2029 0.05
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.05
Jefferies Finance LLC / JFIN Co-Iss 5.00 08/15/2028 0.05
CSN Resources SA 5.88 04/08/2032 0.05
Summit Midstream Holdings LLC / Sum 8.50 10/15/2026 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Apache Corp 7.75 12/15/2029 0.05
Credit Suisse Group AG 6.37 07/15/2026 0.05
Bausch Health Cos Inc 4.88 06/01/2028 0.05
Ecuador Government International Bo 5.50 07/31/2030 0.05
Studio City Finance Ltd 5.00 01/15/2029 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Vistra Operations Co LLC 5.00 07/31/2027 0.05
Melco Resorts Finance Ltd 5.38 12/04/2029 0.05
Delta Air Lines Inc / SkyMiles IP L 4.50 10/20/2025 0.05
EQM Midstream Partners LP 6.50 07/01/2027 0.05
Morgan Stanley Capital Services LLC 03/07/2024 0.05
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.05
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.05
Clear Channel Outdoor Holdings Inc 8.33 08/21/2026 0.05
Allison Transmission Inc 4.75 10/01/2027 0.05
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.05
1375209 BC Ltd 9.00 01/30/2028 0.05
Goldman Sachs International 09/04/2023 0.05
JPMorgan Chase Bank NA 1.00 12/20/2023 0.05
Ladder Capital Finance Holdings LLL 4.75 06/15/2029 0.05
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.05
Rockies Express Pipeline LLC 4.80 05/15/2030 0.04
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.04
Gartner Inc 3.62 06/15/2029 0.04
Grupo Financiero Galicia SA 0.04
Netflix Inc 5.88 11/15/2028 0.04
Rockies Express Pipeline LLC 6.88 04/15/2040 0.04
Goldman Sachs International 07/07/2023 0.04
Marriott International Inc/MD 4.62 06/15/2030 0.04
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.04
Bacardi Ltd 2.75 07/15/2026 0.04
Expedia Group Inc 2.95 03/15/2031 0.04
American Credit Acceptance Receivab 3.41 06/12/2025 0.04
AUD/USD CFWD2023621 06/21/2023 0.04
Morgan Stanley Bank of America Merr 4.87 02/15/2047 0.04
Occidental Petroleum Corp 6.20 03/15/2040 0.04
Diversified Healthcare Trust 9.75 06/15/2025 0.04
Goldman Sachs International 09/15/2023 0.04
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.04
DISH DBS Corp 5.12 06/01/2029 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
Asbury Automotive Group Inc 4.62 11/15/2029 0.04
Lamar Media Corp 3.62 01/15/2031 0.04
Alliant Holdings Intermediate LLC / 6.75 04/15/2028 0.04
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
Altice France SA/France 5.12 07/15/2029 0.03
LCH.Clearnet LLC 02/14/2025 0.03
PLN/USD CFWD2023621 06/21/2023 0.03
Altice France SA/France 5.50 10/15/2029 0.03
MXN/USD CFWD2023621 06/21/2023 0.03
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.03
USD/NOK CFWD2023427 04/27/2023 0.03
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.03
LCH.Clearnet LLC 03/07/2032 0.03
Diversified Healthcare Trust 4.75 05/01/2024 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
Goldman Sachs International 05/01/2023 0.03
JPMorgan Chase Bank NA 03/04/2024 0.03
LCH.Clearnet LLC 02/17/2027 0.03
Goldman Sachs International 02/08/2024 0.03
DaVita Inc 3.75 02/15/2031 0.03
Ford Motor Co 4.75 01/15/2043 0.03
Nissan Motor Co Ltd 4.81 09/17/2030 0.03
JPMorgan Chase Bank NA 08/10/2023 0.03
Ritchie Bros Holdings Inc 7.75 03/15/2031 0.03
Ford Motor Credit Co LLC 3.38 11/13/2025 0.03
LCH.Clearnet LLC 02/11/2031 0.03
Zions Bancorp NA 3.25 10/29/2029 0.03
Transocean Inc 8.75 02/15/2030 0.03
Occidental Petroleum Corp 6.12 01/01/2031 0.03
Syneos Health Inc 3.62 01/15/2029 0.03
Morgan Stanley Capital Services LLC 05/26/2023 0.03
Apache Corp 4.25 01/15/2030 0.03
Goldman Sachs International 10/12/2023 0.03
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.03
Goldman Sachs International 05/12/2023 0.03
Valaris Ltd 8.25 04/30/2028 0.03
Citigroup Commercial Mortgage Trust 1.03 10/12/2050 0.03
COP/USD CFWD2023621 06/21/2023 0.03
RR Donnelley & Sons Co 8.25 07/01/2027 0.03
Credit Suisse Group AG 6.25 12/31/2079 0.03
Strathcona Resources Ltd/Alberta 6.88 08/01/2026 0.02
TransDigm Inc 6.75 08/15/2028 0.02
LCH.Clearnet LLC 12/15/2032 0.02
Rockies Express Pipeline LLC 4.95 07/15/2029 0.02
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Goldman Sachs International 09/27/2023 0.02
Lumen Technologies Inc 7.60 09/15/2039 0.02
BRL/USD CFWD202344 04/04/2023 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
GBP/USD CFWD2023621 06/21/2023 0.02
Bank of America NA 05/26/2023 0.02
GMR Hyderabad International Airport 5.38 04/10/2024 0.02
JPY/USD CFWD2023621 06/21/2023 0.02
Virgin Media Finance PLC 5.00 07/15/2030 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
Goldman Sachs International 05/23/2023 0.02
Alhambra SME Funding 2019-1 DAC 12.15 11/30/2028 0.02
Goldman Sachs International 07/20/2023 0.02
Bank of New York Mellon Corp/The 3.75 12/31/2059 0.02
Bank of America NA 09/04/2023 0.02
Alhambra SME Funding 2019-1 DAC 4.91 11/30/2028 0.02
PNC Financial Services Group Inc/Th 6.25 12/31/2099 0.02
Sensata Technologies BV 4.00 04/15/2029 0.02
JPMorgan Chase & Co 5.00 12/31/2099 0.02
EQM Midstream Partners LP 7.50 06/01/2027 0.02
Morgan Stanley Capital Services LLC 09/20/2023 0.02
Hilton Worldwide Finance LLC / Hilt 4.88 04/01/2027 0.02
CSN Inova Ventures 6.75 01/28/2028 0.02
CLAIRES HOLDINGS LLC 0.02
Black Knight InfoServ LLC 3.62 09/01/2028 0.02
Connecticut Avenue Securities Trust 7.25 04/25/2031 0.02
LCH.Clearnet LLC 02/13/2025 0.02
Vistra Operations Co LLC 5.12 05/13/2025 0.02
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.02
HUF/USD CFWD2023621 06/21/2023 0.02
Diversified Healthcare Trust 4.38 03/01/2031 0.02
Clarios Global LP 6.75 05/15/2025 0.02
Bank of America NA 08/14/2023 0.02
LCH.Clearnet LLC 10/11/2026 0.02
Asbury Automotive Group Inc 4.50 03/01/2028 0.02
Goldman Sachs International 11/16/2023 0.02
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.02
Pactiv Evergreen Group Issuer Inc/P 4.00 10/15/2027 0.02
LCH.Clearnet LLC 10/19/2026 0.02
Ford Motor Credit Co LLC 4.39 01/08/2026 0.02
Iliad Holding SASU 6.50 10/15/2026 0.02
1011778 BC ULC / New Red Finance In 3.88 01/15/2028 0.02
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.02
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Occidental Petroleum Corp 8.50 07/15/2027 0.01
UBS Commercial Mortgage Trust 2017- 1.07 11/15/2050 0.01
Credit Suisse USA Inc 7.12 07/15/2032 0.01
Gartner Inc 3.75 10/01/2030 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.01
CAD/USD CFWD2023621 06/21/2023 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.01
USD/JPY CFWD2023515 05/15/2023 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
Wells Fargo Commercial Mortgage Tru 0.86 12/15/2050 0.01
Murray Energy Corp 0.01
USD/SEK CFWD2023427 04/27/2023 0.01
Occidental Petroleum Corp 6.95 07/01/2024 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Goldman Sachs International 04/20/2023 0.01
CME Group Inc 02/11/2028 0.01
CLP/USD CFWD2023622 06/22/2023 0.01
Goldman Sachs International 07/13/2023 0.01
USD/JPY CFWD2024213 02/13/2024 0.01
Benchmark 2018-B1 Mortgage Trust 0.55 01/15/2051 0.01
Citigroup Inc 7.38 12/31/2099 0.01
0.01
Bank of America Corp 6.50 12/31/2099 0.01
Sprint LLC 7.62 03/01/2026 0.01
Catalent Pharma Solutions Inc 3.50 04/01/2030 0.01
Citigroup Inc 3.88 12/31/2099 0.01
International Finance Corp 0.00 02/15/2029 0.01
CME Group Inc 02/10/2025 0.01
JPMorgan Chase Bank NA 11/07/2023 0.01
Claire's Stores Inc 11.34 12/18/2026 0.01
PLN/USD CFWD2023411 04/11/2023 0.01
Morgan Stanley Capital Services LLC 06/01/2023 0.01
USD P THB C @30.0000 EO 10/04/2023 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Fannie Mae REMICS 6.80 03/25/2036 0.01
Fannie Mae REMICS 6.43 06/25/2036 0.01
SEK/USD CFWD2023621 06/21/2023 0.01
USD/EUR CFWD202353 05/03/2023 0.01
DISH Network Corp Conv Bnd 3.38 08/15/2026 0.01
Goldman Sachs International 08/01/2023 0.01
USD/EUR CFWD2023621 06/21/2023 0.01
Morgan Stanley Capital I 2017-HR2 0.85 12/15/2050 0.01
Fannie Mae Grantor Trust 2001-T10 0.38 12/25/2041 0.01
CSC Holdings LLC 5.00 11/15/2031 0.01
KRW/USD CFWD2023621 06/21/2023 0.01
CD 2017-CD6 Mortgage Trust 0.88 11/13/2050 0.01
BRL/USD CFWD202344 04/04/2023 0.01
VZ Secured Financing BV 5.00 01/15/2032 0.01
Freddie Mac REMICS 7.57 08/15/2035 0.01
MXN/USD CFWD2023417 04/17/2023 0.01
Bank of America NA 05/01/2023 0.01
0.01
CME Group Inc 02/10/2025 0.01
Bank of America NA 07/27/2023 0.01
CSC Holdings LLC 4.62 12/01/2030 0.01
NZD/USD CFWD2023621 06/21/2023 0.01
Connecticut Avenue Securities Trust 7.00 09/25/2031 0.01
USD/EUR CFWD202383 08/03/2023 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
Citigroup Mortgage Loan Trust 2006- 7.11 10/25/2035 0.01
USD/CAD CFWD2023524 05/24/2023 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.00
BRL/USD CFWD202353 05/03/2023 0.00
Goldman Sachs International 10/12/2023 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Fannie Mae REMICS 5.79 06/25/2037 0.00
JPMorgan Chase Bank NA 07/11/2023 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Goldman Sachs International 05/08/2023 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae REMICS 1.69 06/25/2037 0.00
LCH.Clearnet LLC 01/18/2033 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae REMICS 5.35 12/25/2032 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
BRL/USD CFWD202344 04/04/2023 0.00
Fannie Mae REMICS 5.85 04/25/2032 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Macy's Retail Holdings LLC 4.30 02/15/2043 0.00
Freddie Mac REMICS 5.68 02/15/2032 0.00
Freddie Mac REMICS 5.68 03/15/2032 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Freddie Mac REMICS 5.68 02/15/2032 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
GSR Mortgage Loan Trust 2005-AR4 3.65 07/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Government National Mortgage Associ 1.92 04/16/2041 0.00
Freddie Mac REMICS 5.68 02/15/2032 0.00
Fannie Mae REMICS 1.30 12/25/2042 0.00
LCH.Clearnet LLC 02/10/2024 0.00
Fannie Mae REMICS 1.85 05/25/2035 0.00
JP Morgan Mortgage Trust 2007-A1 4.00 07/25/2035 0.00
Connecticut Avenue Securities Trust 7.15 08/25/2031 0.00
Fannie Mae REMICS 5.26 10/18/2032 0.00
Freddie Mac REMICS 2.04 05/15/2035 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae REMICS 3.35 01/25/2033 0.00
Fannie Mae REMICS 5.25 11/25/2033 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
EUR/USD CFWD2023712 07/12/2023 0.00
Government National Mortgage Associ 1.82 04/16/2037 0.00
JPMorgan Chase Bank NA 1.00 06/20/2027 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
WaMu Mortgage Pass-Through Certific 4.23 10/25/2033 0.00
JPMorgan Chase Bank NA 04/25/2023 0.00
EUR/USD CFWD2023621 06/21/2023 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae REMICS 2.38 09/25/2036 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Goldman Sachs International 05/31/2023 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Freddie Mac REMICS 2.02 01/15/2035 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae REMICS 3.40 05/25/2033 0.00
Freddie Mac REMICS 1.39 05/15/2038 0.00
Mcdermott International Ltd Wts 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae REMICS 1.75 05/25/2035 0.00
Fannie Mae REMICS 5.85 04/25/2032 0.00
CWHEQ Revolving Home Equity Loan Tr 3.19 11/15/2036 0.00
Freddie Mac REMICS 1.47 07/15/2035 0.00
Fannie Mae REMICS 2.70 10/25/2033 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Fannie Mae REMICS 5.85 09/25/2032 0.00
Freddie Mac REMICS 2.37 10/15/2033 0.00
JPMorgan Chase Bank NA 04/25/2023 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Fannie Mae Grantor Trust 2001-T3 0.63 11/25/2040 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Mcdermott International Ltd 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
CME Group Inc 05/27/2032 0.00
LCH.Clearnet LLC 06/02/2025 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Freddie Mac REMICS 2.32 12/15/2037 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 3.14 11/18/2031 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae REMICS 5.85 12/25/2032 0.00
Fannie Mae REMICS 1.70 10/25/2041 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
McDermott - Warrants A 0.00
BRL/USD CFWD202344 04/04/2023 0.00
Freddie Mac REMICS 5.33 07/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 2.04 05/15/2035 0.00
Freddie Mac REMICS 1.57 12/15/2039 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Fannie Mae REMICS 1.90 05/25/2035 0.00
Barclays Bank PLC 1.00 06/20/2028 0.00
Fannie Mae REMICS 3.40 02/25/2033 0.00
BRL/USD CFWD202344 04/04/2023 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
EUR/USD CFWD2023413 04/13/2023 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
JPMorgan Chase Bank NA 05/23/2023 0.00
Fannie Mae REMICS 3.15 07/25/2032 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Fannie Mae REMICS 3.34 12/18/2032 0.00
Goldman Sachs International 05/08/2023 0.00
Fannie Mae REMICS 1.20 03/25/2035 0.00
Freddie Mac REMICS 5.13 02/15/2029 0.00
Freddie Mac REMICS 5.18 01/15/2033 0.00
Fannie Mae REMICS 3.24 03/18/2032 0.00
CZK/USD CFWD2023621 06/21/2023 0.00
LCH.Clearnet LLC 05/30/2025 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 1.32 04/15/2038 0.00
Fannie Mae REMICS 3.25 03/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
AUD C USD P @0.750000 EO 05/11/2023 0.00
Fannie Mae REMICS 3.15 07/25/2032 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Goldman Sachs International 08/26/2021 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
CWHEQ Revolving Home Equity Loan Tr 4.91 12/15/2035 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae REMICS 3.25 04/25/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 3.42 06/15/2029 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 2.95 04/25/2032 0.00
Fannie Mae REMICS 3.15 09/25/2032 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 2.15 04/25/2032 0.00
Fannie Mae REMICS 3.10 01/25/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
CNY/USD CFWD2023621 06/21/2023 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Fannie Mae REMICS 3.34 12/18/2032 0.00
Fannie Mae REMICS 2.75 06/25/2026 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 2.07 02/15/2035 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Freddie Mac REMICS 4.27 08/15/2029 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Fannie Mae REMICS 1.20 07/25/2038 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Fannie Mae REMICS 1.90 03/25/2035 0.00
Party City Holdco Inc 0.00
Ginnie Mae II Pool 2.62 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
Ginnie Mae I Pool 7.00 06/15/2028 0.00
SGD/USD CFWD2023621 06/21/2023 0.00
GBP/USD CFWD202365 06/05/2023 0.00
Fannie Mae REMICS 3.05 11/25/2031 0.00
Freddie Mac REMICS 1.32 03/15/2024 0.00
Fannie Mae REMICS 3.14 12/18/2031 0.00
MXN/USD CFWD2023621 06/21/2023 0.00
Freddie Mac REMICS 3.99 07/17/2028 0.00
Sabine Oil & Gas Holdings Inc 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Goldman Sachs International 04/04/2023 0.00
Freddie Mac REMICS 3.99 07/17/2028 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
PetSmart LLC 8.66 02/11/2028 0.00
MXN/USD CFWD202375 07/05/2023 -0.00
USD/MXN CFWD2023621 06/21/2023 -0.00
JPMorgan Chase Bank NA 04/25/2023 -0.00
COP/USD CFWD2023929 09/29/2023 -0.00
USD/BRL CFWD202344 04/04/2023 -0.00
Intercontinental Exchange Inc 1.00 12/20/2027 -0.00
Morgan Stanley Capital Services LLC 05/09/2023 -0.00
USD/NZD CFWD2023621 06/21/2023 -0.00
SEK/USD CFWD2023929 09/29/2023 -0.00
Bank of America NA 07/27/2023 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
Morgan Stanley & Co International P 0.00 09/20/2027 -0.00
USD/EUR CFWD2023621 06/21/2023 -0.00
Morgan Stanley Capital Services LLC 06/02/2023 -0.00
Bank of America NA 06/02/2023 -0.00
USD/JPY CFWD202375 07/05/2023 -0.00
USD/INR CFWD2023621 06/21/2023 -0.00
USD/CNY CFWD2024320 03/20/2024 -0.00
USD/GBP CFWD2023621 06/21/2023 -0.00
Morgan Stanley Capital Services LLC 05/26/2023 -0.00
USD/AUD CFWD2023515 05/15/2023 -0.00
Goldman Sachs International 11/16/2023 -0.00
LCH.Clearnet LLC 03/23/2028 -0.00
EUR/USD CFWD2023919 09/19/2023 -0.00
USD/EUR CFWD2023621 06/21/2023 -0.00
USD/EUR CFWD2023621 06/21/2023 -0.00
USD/MXN CFWD2023621 06/21/2023 -0.00
USD/CLP CFWD2023622 06/22/2023 -0.00
USD/CNY CFWD2023922 09/22/2023 -0.00
JPY/USD CFWD2023621 06/21/2023 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
Intercontinental Exchange Inc 1.00 12/20/2027 -0.00
USD/BRL CFWD202344 04/04/2023 -0.00
Goldman Sachs International 07/20/2023 -0.00
CME Group Inc 05/09/2032 -0.00
NOK/USD CFWD2023621 06/21/2023 -0.00
USD/THB CFWD2023621 06/21/2023 -0.00
USD/CNY CFWD2023621 06/21/2023 -0.00
ZAR/USD CFWD2023413 04/13/2023 -0.00
USD/BRL CFWD202344 04/04/2023 -0.01
EUR/USD CFWD202375 07/05/2023 -0.01
USD/JPY CFWD202396 09/06/2023 -0.01
USD/COP CFWD2023713 07/13/2023 -0.01
Morgan Stanley Capital Services LLC 06/05/2023 -0.01
USD/MXN CFWD2023621 06/21/2023 -0.01
USD/GBP CFWD2023621 06/21/2023 -0.01
Goldman Sachs International 09/15/2023 -0.01
Goldman Sachs International 5.00 12/20/2024 -0.01
USD/THB CFWD2023621 06/21/2023 -0.01
USD/CAD CFWD2023621 06/21/2023 -0.01
USD/KRW CFWD2023424 04/24/2023 -0.01
CME Group Inc 05/24/2032 -0.01
USD/BRL CFWD202344 04/04/2023 -0.01
CME Group Inc 05/16/2032 -0.01
USD/EUR CFWD2023621 06/21/2023 -0.01
USD/AUD CFWD20231016 10/16/2023 -0.01
USD/MXN CFWD2023621 06/21/2023 -0.01
USD/KRW CFWD2023621 06/21/2023 -0.01
USD/EUR CFWD2023621 06/21/2023 -0.01
USD/AUD CFWD2023621 06/21/2023 -0.01
CME Group Inc 07/21/2032 -0.01
CME Group Inc 07/21/2032 -0.01
JPMorgan Chase Bank NA 04/25/2023 -0.01
Goldman Sachs International 08/17/2023 -0.01
Goldman Sachs International 04/19/2023 -0.01
USD/PEN CFWD2023621 06/21/2023 -0.01
JPMorgan Chase Bank NA 07/10/2023 -0.01
USD/ZAR CFWD2023413 04/13/2023 -0.01
USD/ZAR CFWD2023726 07/26/2023 -0.01
Goldman Sachs International 09/04/2023 -0.01
CME Group Inc 11/01/2024 -0.01
LCH.Clearnet LLC 09/21/2024 -0.01
Barclays Bank PLC 06/02/2023 -0.01
Goldman Sachs International 05/11/2023 -0.01
USD/MXN CFWD202367 06/07/2023 -0.01
USD/EUR CFWD2023621 06/21/2023 -0.02
Morgan Stanley Capital Services LLC 06/28/2023 -0.02
Morgan Stanley Capital Services LLC 06/28/2023 -0.02
Morgan Stanley Capital Services LLC 09/27/2023 -0.02
USD/JPY CFWD2023525 05/25/2023 -0.02
EUR/USD CFWD2023424 04/24/2023 -0.02
USD/ZAR CFWD2023621 06/21/2023 -0.02
Goldman Sachs International 5.00 12/20/2027 -0.02
USD/GBP CFWD2023621 06/21/2023 -0.02
USD/JPY CFWD2023621 06/21/2023 -0.02
USD/EUR CFWD2023621 06/21/2023 -0.02
USD/MXN CFWD2023821 08/21/2023 -0.02
USD/GBP CFWD2023621 06/21/2023 -0.02
USD/HUF CFWD2023712 07/12/2023 -0.02
Morgan Stanley Capital Services LLC 05/26/2023 -0.02
JPMorgan Chase Bank NA 03/04/2024 -0.02
CME Group Inc 01/17/2028 -0.02
Bank of America NA 10/10/2023 -0.02
Bank of America NA 10/10/2023 -0.02
THB/USD CFWD2023428 04/28/2023 -0.02
Morgan Stanley Capital Services LLC 05/30/2023 -0.02
-0.02
USD/THB CFWD202391 09/01/2023 -0.02
USD/BRL CFWD20231120 11/20/2023 -0.02
USD/BRL CFWD202344 04/04/2023 -0.02
USD/IDR CFWD202396 09/06/2023 -0.02
USD/HUF CFWD2023919 09/19/2023 -0.02
CME Group Inc 09/09/2032 -0.02
Morgan Stanley Capital Services LLC 07/11/2023 -0.03
USD/ZAR CFWD2023621 06/21/2023 -0.03
LCH.Clearnet LLC 05/25/2027 -0.03
Goldman Sachs International 01/08/2024 -0.03
USD/GBP CFWD2023621 06/21/2023 -0.03
USD/ZAR CFWD2023621 06/21/2023 -0.03
USD/COP CFWD2023621 06/21/2023 -0.03
USD/AUD CFWD2023929 09/29/2023 -0.03
USD/IDR CFWD2023621 06/21/2023 -0.03
LCH.Clearnet LLC 04/24/2034 -0.03
CME Group Inc 03/09/2028 -0.03
CME Group Inc 01/02/2026 -0.03
USD/MXN CFWD2023621 06/21/2023 -0.03
USD/MXN CFWD20231116 11/16/2023 -0.03
JPMorgan Chase Bank NA 05/17/2023 -0.03
USD/NZD CFWD20231016 10/16/2023 -0.03
USD/BRL CFWD2023713 07/13/2023 -0.03
USD/HUF CFWD2023413 04/13/2023 -0.03
Barclays Bank PLC 06/02/2023 -0.03
Goldman Sachs International 08/31/2023 -0.04
Morgan Stanley Capital Services LLC 05/30/2023 -0.04
Chicago Mercantile Exchange Inc 01/04/2027 -0.04
JPMorgan Chase Bank NA 03/04/2024 -0.04
USD/PLN CFWD2023621 06/21/2023 -0.04
JPMorgan Chase Bank NA 09/28/2023 -0.04
LCH.Clearnet LLC 02/15/2025 -0.04
USD/EUR CFWD2023621 06/21/2023 -0.04
USD/SEK CFWD2023929 09/29/2023 -0.04
Morgan Stanley Capital Services LLC 09/27/2023 -0.04
USD/EUR CFWD2023424 04/24/2023 -0.05
Morgan Stanley Capital Services LLC 09/25/2023 -0.05
Goldman Sachs International 07/20/2023 -0.05
-0.05
USD/GBP CFWD2023621 06/21/2023 -0.05
USD/BRL CFWD20231013 10/13/2023 -0.06
CME Group Inc 01/02/2026 -0.06
USD/MXN CFWD2023717 07/17/2023 -0.06
USD/PLN CFWD2023629 06/29/2023 -0.06
USD/COP CFWD2023621 06/21/2023 -0.06
JPMorgan Chase Bank NA 07/05/2024 -0.06
Bank of America NA 07/27/2023 -0.06
LCH.Clearnet LLC 02/16/2025 -0.06
Morgan Stanley Capital Services LLC 03/13/2025 -0.07
Morgan Stanley Capital Services LLC 03/07/2024 -0.07
-0.07
LCH.Clearnet LLC 04/24/2034 -0.07
Morgan Stanley Capital Services LLC 03/10/2025 -0.07
Morgan Stanley Capital Services LLC 03/10/2025 -0.07
USD/BRL CFWD202344 04/04/2023 -0.08
Goldman Sachs International 05/30/2023 -0.08
Morgan Stanley Capital Services LLC 09/16/2024 -0.08
USD/ZAR CFWD2023621 06/21/2023 -0.08
USD/EUR CFWD2023621 06/21/2023 -0.09
USD/EUR CFWD2023621 06/21/2023 -0.10
-0.12
Goldman Sachs International 01/16/2024 -0.12
USD/GBP CFWD2023621 06/21/2023 -0.13
USD/GBP CFWD2023621 06/21/2023 -0.13
JPMorgan Chase Bank NA 09/16/2024 -0.15
USD/BRL CFWD202344 04/04/2023 -0.19
Morgan Stanley Capital Services LLC 07/08/2024 -0.23
USD/BRL CFWD202353 05/03/2023 -0.24
Morgan Stanley Capital Services LLC 03/14/2024 -0.27
Bank of America NA 03/14/2024 -0.29
Goldman Sachs International 03/27/2024 -0.42
JPMorgan Chase Bank NA 04/17/2024 -0.44
Morgan Stanley Capital Services LLC 08/07/2023 -0.88