Invesco Oppenheimer Global Strategic Income Fund

as of 06/30/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Oppenheimer Global Strategic Income 4.16
STIT - Government & Agency Portfoli 3.79
3.12
Fannie Mae or Freddie Mac 2.50 07/01/2050 3.07
Hellenic Republic Government Bond 1.50 06/18/2030 3.01
Hellenic Republic Government Bond 2.00 04/22/2027 2.04
United States Treasury Inflation In 0.12 04/15/2025 2.03
United States Treasury Inflation In 1.00 02/15/2048 1.87
Italy Buoni Poliennali Del Tesoro 1 2.80 03/01/2067 1.75
Australia Government Bond 2.75 05/21/2041 1.73
CASH & EQUIVALENTS 0.00 1.58
United States Treasury Inflation In 1.00 02/15/2049 1.52
Republic of South Africa Government 10.50 12/21/2026 1.48
Argentina Treasury Bond BONCER 1.00 08/05/2021 1.45
CASH & EQUIVALENTS 0.00 1.27
1.10
CASH & EQUIVALENTS 0.00 1.01
Hellenic Republic Government Bond 1.88 07/23/2026 0.98
SLM Student Loan Trust 2004-5 0.24 10/25/2039 0.89
Russian Federal Bond - OFZ 7.25 05/10/2034 0.85
Indonesia Treasury Bond 7.50 08/15/2032 0.69
Indonesia Treasury Bond 8.38 09/15/2026 0.68
Spain Government Bond 1.20 10/31/2040 0.66
Spain Government Bond REGS 3.45 07/30/2066 0.63
BBVA Consumer Auto 2018-1 FTA 2.30 07/20/2031 0.58
0.57
Indonesia Treasury Bond 8.12 05/15/2024 0.55
Credit Suisse Group AG REGS 7.50 12/31/2059 0.53
0.49
Towd Point Mortgage Funding 2019 - 2.40 10/20/2051 0.48
FREMF 2015-K45 Mortgage Trust 3.71 04/25/2048 0.48
Indonesia Treasury Bond 7.00 05/15/2027 0.48
Abu Dhabi Government International 3.88 04/16/2050 0.47
Deutsche Bank AG 2.62 02/12/2026 0.46
Republic of South Africa Government 8.25 03/31/2032 0.45
Russian Federal Bond - OFZ 7.65 04/10/2030 0.44
India Government Bond 8.20 09/24/2025 0.44
Verizon Communications Inc 3.15 03/22/2030 0.44
Flex Ltd 3.75 02/01/2026 0.43
Russian Federal Bond - OFZ 7.05 01/19/2028 0.40
HP Inc 2.20 06/17/2025 0.40
Indonesia Treasury Bond 7.00 09/15/2030 0.40
Societe Generale SA 144A 7.38 12/29/2049 0.39
Toyota Motor Credit Corp 1.35 08/25/2023 0.39
Phillips 66 2.15 12/15/2030 0.37
Fannie Mae Connecticut Avenue Secur 3.73 07/25/2029 0.36
Freddie Mac Structured Agency Credi 4.02 03/25/2029 0.35
India Government Bond 7.59 01/11/2026 0.35
Times China Holdings Ltd 7.85 06/04/2021 0.35
Freddie Mac Structured Agency Credi 4.07 04/25/2029 0.34
Phillips 66 3.85 04/09/2025 0.34
Export-Import Bank of India 8.00 05/27/2021 0.34
Republic of Austria Government Bond 0.85 06/30/2120 0.34
Caixa Geral de Depositos SA 10.75 12/31/2099 0.32
Melco Resorts Finance Ltd 144A 4.88 06/06/2025 0.32
Morgan Stanley Reremic Trust 3.27 11/26/2036 0.32
Dell International LLC / EMC Corp 6.20 07/15/2030 0.30
Sherwin-Williams Co/The 2.30 05/15/2030 0.30
Dominican Republic International Bo 6.00 07/19/2028 0.30
Walt Disney Co/The 3.60 01/13/2051 0.29
Becton Dickinson and Co 3.79 05/20/2050 0.29
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2045 0.28
FREMF 2013-K28 Mortgage Trust 3.61 06/25/2046 0.28
Charles Schwab Corp/The 5.38 12/31/2099 0.28
UBS Group AG REGS 7.00 12/31/2099 0.28
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.28
Invesco Oppenheimer Master Event-Li 0.27
HSBC Holdings PLC REGS 6.00 12/31/2059 0.27
Egypt Government Bond 16.00 06/11/2022 0.27
Walt Disney Co/The 2.65 01/13/2031 0.27
FREMF 2015-K44 Mortgage Trust 3.81 01/25/2048 0.27
Mexican Bonos 5.75 03/05/2026 0.27
Toyota Motor Credit Corp 1.80 02/13/2025 0.27
Gemgarto 2018-1 PLC 2.45 09/16/2065 0.27
Total Capital International SA 3.13 05/29/2050 0.26
Americredit Automobile Receivables 2.99 06/18/2025 0.26
Kellogg Co 2.10 06/01/2030 0.26
Tencent Holdings Ltd 1.81 01/26/2026 0.26
Prosil Acquisition SA 1.77 10/31/2039 0.26
Westlake Automobile Receivables Tru 2.80 06/16/2025 0.26
ArcelorMittal SA 3.60 07/16/2024 0.26
Canadian Natural Resources Ltd 2.05 07/15/2025 0.26
Reliance Industries Ltd 7.00 08/31/2022 0.26
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.25
Ivory Coast Government Internationa 6.88 10/17/2040 0.25
Ford Motor Credit Co LLC 4.13 08/04/2025 0.25
Suzano Austria GmbH 5.00 01/15/2030 0.25
Oman Government International Bond 3.88 03/08/2022 0.24
AmeriCredit Automobile Receivables 1.80 12/18/2025 0.23
Indonesia Government International 4.45 04/15/2070 0.23
Freddie Mac Structured Agency Credi 5.17 12/25/2028 0.22
Santander Retail Auto Lease Trust 2 3.30 05/22/2023 0.22
Indonesia Government International 4.20 10/15/2050 0.22
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.22
Colombian TES 6.25 11/26/2025 0.21
BNP Paribas SA 144A 6.75 12/31/2049 0.21
AT&T Inc 2.05 05/19/2032 0.21
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.21
Cooperatieve Rabobank UA 4.62 12/31/2099 0.21
Drive Auto Receivables Trust 2019-3 3.18 10/15/2026 0.21
Republic of South Africa Government 8.75 02/28/2048 0.21
Russian Federal Bond - OFZ 7.70 03/23/2033 0.20
Eurosail 2006-2bl PLC 3.44 12/15/2044 0.20
India Government Bond 8.24 02/15/2027 0.20
Westlake Automobile Receivables Tru 2.84 07/15/2024 0.20
Wynn Macau Ltd 4.88 10/01/2024 0.20
Standard Life Aberdeen PLC 4.25 06/30/2028 0.20
Omnicare Inc 4.75 12/01/2022 0.20
Petronas Capital Ltd 4.80 04/21/2060 0.20
Freddie Mac Structured Agency Credi 3.43 07/25/2029 0.19
Sysco Corp 3.30 02/15/2050 0.19
Sysco Corp 3.75 10/01/2025 0.19
Fannie Mae Connecticut Avenue Secur 2.27 03/25/2031 0.19
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.19
WRKCo Inc 3.00 06/15/2033 0.19
Indonesia Treasury Bond 8.25 05/15/2029 0.18
HSBC Holdings PLC REGS 5.25 12/29/2049 0.18
Listrindo Capital BV 144A 4.95 09/14/2026 0.18
NetApp Inc 1.88 06/22/2025 0.18
Drive Auto Receivables Trust 2019-3 2.90 08/15/2025 0.18
Stryker Corp 1.15 06/15/2025 0.18
Stryker Corp 1.95 06/15/2030 0.18
Equinix Inc 1.25 07/15/2025 0.18
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.18
Egypt Government International Bond 4.75 04/16/2026 0.18
India Government Bond 7.17 01/08/2028 0.18
Egypt Government International Bond 8.70 03/01/2049 0.18
Credit Agricole SA REGS 6.50 12/31/2049 0.18
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.17
KazTransGas JSC 4.38 09/26/2027 0.17
Power Finance Corp Ltd 7.27 12/22/2021 0.17
Power Finance Corp Ltd 7.50 08/16/2021 0.17
Oil India International Pte Ltd 4.00 04/21/2027 0.17
REC Ltd 7.24 10/21/2021 0.17
Colombian TES 10.00 07/24/2024 0.17
Standard Chartered PLC REGS 7.75 12/31/2049 0.17
FREMF 2013-K29 Mortgage Trust 3.60 05/25/2046 0.17
Delta Air Lines Inc 7.38 01/15/2026 0.17
Petroleos Mexicanos 4.50 01/23/2026 0.17
REC Ltd 7.60 04/17/2021 0.17
FREMF 2017-K724 Mortgage Trust 3.60 11/25/2023 0.16
Qatar Government International Bond 4.40 04/16/2050 0.16
Ivory Coast Government Internationa 5.25 03/22/2030 0.16
Credit Agricole SA 6.88 12/31/2049 0.16
Egypt Government Bond 16.00 12/12/2020 0.16
Upjohn Inc 1.65 06/22/2025 0.16
Banco Santander SA REGS 6.25 12/31/2049 0.16
Danske Bank A/S REGS 6.12 12/31/2049 0.16
Santander Drive Auto Receivables Tr 2.68 10/15/2025 0.15
FREMF 2016-K54 Mortgage Trust 4.19 04/25/2048 0.15
Indonesia Treasury Bond 7.50 04/15/2040 0.15
Ludgate Funding PLC 0.81 01/01/2061 0.15
FREMF 2013-K27 Mortgage Trust 144A 3.62 01/25/2046 0.15
ABN AMRO Bank NV REGS 5.75 12/31/2049 0.14
Intesa Sanpaolo SpA REGS 7.00 12/31/2099 0.14
CASH & EQUIVALENTS 0.00 0.14
Inkia Energy Ltd 5.88 11/09/2027 0.14
International Game Technology PLC 1 6.25 02/15/2022 0.14
Banco Santander SA 3.49 05/28/2030 0.14
Starfruit Finco BV / Starfruit US H 6.50 10/01/2026 0.14
American Credit Acceptance Receivab 3.41 06/12/2025 0.14
Netflix Inc 5.88 11/15/2028 0.14
Cyprus Government International Bon 2.25 04/16/2050 0.14
Nutrien Ltd 2.95 05/13/2030 0.14
Connecticut Avenue Securities Trust 2.57 04/25/2031 0.14
UBS Group AG 7.00 12/31/2049 0.14
CASH & EQUIVALENTS 0.13
ING Groep NV REGS 6.88 12/31/2099 0.13
Bank of New York Mellon Corp/The 4.70 12/31/2059 0.13
Yara International ASA 3.15 06/04/2030 0.13
Nutrien Ltd 1.90 05/13/2023 0.13
Muthoot Finance Ltd 6.12 10/31/2022 0.13
Honeywell International Inc 1.35 06/01/2025 0.13
BorgWarner Inc 2.65 07/01/2027 0.13
ENN Clean Energy International Inve 7.50 02/27/2021 0.13
Magna International Inc 2.45 06/15/2030 0.13
Applied Materials Inc 2.75 06/01/2050 0.13
ArcelorMittal SA 6.12 06/01/2025 0.13
Freddie Mac Structured Agency Credi 4.17 08/25/2024 0.13
Bankinter SA REGS 8.62 12/31/2049 0.13
Applied Materials Inc 1.75 06/01/2030 0.13
Transcanada Trust 5.88 08/15/2076 0.13
Thaioil Treasury Center Co Ltd 3.75 06/18/2050 0.13
Logan Group Co Ltd 5.25 02/23/2023 0.13
JBS Investments GmbH 6.25 02/05/2023 0.13
Takeda Pharmaceutical Co Ltd 3.17 07/09/2050 0.13
Crown Castle International Corp 1.35 07/15/2025 0.13
Crown Castle International Corp 3.25 01/15/2051 0.13
Standard Chartered PLC 6.00 12/31/2049 0.13
Axtel SAB de CV 6.38 11/14/2024 0.13
Metinvest BV 8.50 04/23/2026 0.13
Carrier Global Corp 2.70 02/15/2031 0.13
ING Groep NV 5.75 12/31/2059 0.13
Egypt Government International Bond 7.62 05/29/2032 0.13
0.13
Intesa Sanpaolo SpA 4.70 09/23/2049 0.13
Celanese US Holdings LLC 5.88 06/15/2021 0.12
AmeriCredit Automobile Receivables 2.58 09/18/2025 0.12
MGM China Holdings Ltd 5.38 05/15/2024 0.12
Ford Motor Credit Co LLC 5.58 03/18/2024 0.12
Azure Power Energy Ltd 5.50 11/03/2022 0.12
Freeport-McMoRan Inc 5.40 11/14/2034 0.12
Ghana Government International Bond 8.95 03/26/2051 0.12
GMR Hyderabad International Airport 5.38 04/10/2024 0.12
Residential Asset Securitization Tr 6.00 06/25/2035 0.12
MGM China Holdings Ltd 5.88 05/15/2026 0.11
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.11
Freddie Mac Multifamily Structured 1.09 05/25/2029 0.11
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.11
Discovery Communications LLC 3.62 05/15/2030 0.11
Dominican Republic International Bo 6.40 06/05/2049 0.11
Societe Generale SA 6.75 12/31/2049 0.11
TMB Bank PCL/Cayman Islands 4.90 12/31/2049 0.11
Romanian Government International B 3.62 05/26/2030 0.11
UniCredit SpA 5.46 06/30/2035 0.11
CSN Islands XI Corp 6.75 01/28/2028 0.11
Seagate HDD Cayman 4.12 01/15/2031 0.11
La Mondiale SAM 5.05 12/31/2049 0.11
BNP Paribas SA REGS 7.62 12/31/2099 0.11
Argentine Republic Government Inter 7.50 04/22/2026 0.11
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.10
Fannie Mae Connecticut Avenue Secur 4.63 01/25/2029 0.10
Ukraine Government International Bo 7.75 09/01/2025 0.10
Abu Dhabi Government International 3.12 04/16/2030 0.10
Republic of Belarus Ministry of Fin 6.38 02/24/2031 0.10
Fannie Mae Connecticut Avenue Secur 3.02 11/25/2029 0.10
Americredit Automobile Receivables 2.74 04/18/2025 0.10
Senegal Government International Bo 6.75 03/13/2048 0.09
Freddie Mac Structured Agency Credi 1.97 07/25/2030 0.09
Argentina Treasury Bond BONCER 1.40 03/25/2023 0.09
BP Capital Markets PLC 4.88 12/31/2049 0.09
Indonesia Treasury Bond 6.12 05/15/2028 0.09
Sri Lanka Government International 5.88 07/25/2022 0.09
Itau Unibanco Holding SA/Cayman Isl 4.62 12/31/2049 0.09
Banco Bilbao Vizcaya Argentaria SA 5.88 12/31/2099 0.09
Louisiana-Pacific Corp 4.88 09/15/2024 0.09
Freddie Mac Structured Agency Credi 3.93 09/25/2024 0.09
Credit Acceptance Auto Loan Trust 2 3.60 04/15/2027 0.09
Credit Acceptance Auto Loan Trust 2 3.77 06/15/2027 0.09
Connecticut Avenue Securities Trust 2.33 09/25/2031 0.09
Telecom Italia Capital SA 7.20 07/18/2036 0.09
Core & Main Holdings LP 8.62 09/15/2024 0.09
Metinvest BV 7.75 10/17/2029 0.09
MEGlobal Canada ULC 5.88 05/18/2030 0.09
Coriolanus DAC 0.00 04/30/2025 0.09
Export-Import Bank of India 7.35 05/18/2022 0.09
LIC Housing Finance Ltd 7.45 10/17/2022 0.09
HSBC Holdings PLC 6.38 12/31/2099 0.09
Rede D'or Finance Sarl 4.50 01/22/2030 0.09
QUALCOMM Inc 3.25 05/20/2050 0.08
LCH.Clearnet LLC 03/26/2030 0.08
CME Group Inc 10/21/2024 0.08
Upjohn Inc 3.85 06/22/2040 0.08
Petronas Capital Ltd 4.55 04/21/2050 0.08
Upjohn Inc 4.00 06/22/2050 0.08
Volkswagen Group of America Finance 3.35 05/13/2025 0.08
Argentina Treasury Bond BONCER 4.00 04/27/2025 0.08
MGM Resorts International 6.00 03/15/2023 0.08
Targa Resources Partners LP / Targa 5.88 04/15/2026 0.08
AES Corp/The 3.95 07/15/2030 0.08
Cemex SAB de CV 5.45 11/19/2029 0.08
Nucor Corp 2.70 06/01/2030 0.08
Barclays PLC REGS 7.25 12/31/2049 0.08
Occidental Petroleum Corp 2.90 08/15/2024 0.08
Marriott International Inc/MD 4.62 06/15/2030 0.08
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.08
Nucor Corp 2.00 06/01/2025 0.08
Barclays PLC 7.12 12/31/2099 0.08
Steel Dynamics Inc 2.40 06/15/2025 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Walt Disney Co/The 1.75 01/13/2026 0.08
Alcon Finance Corp 2.60 05/27/2030 0.08
0.08
Banca Monte dei Paschi di Siena SpA 5.38 01/18/2028 0.08
Chicago Mercantile Exchange Inc 01/04/2027 0.08
Westinghouse Air Brake Technologies 3.20 06/15/2025 0.08
Steel Dynamics Inc 3.25 01/15/2031 0.08
Ralph Lauren Corp 1.70 06/15/2022 0.08
GEMS MENASA Cayman Ltd / GEMS Educa 7.12 07/31/2026 0.08
Nexa Resources SA 6.50 01/18/2028 0.08
AT&T Inc 2.88 12/31/2059 0.08
CEMEX Finance LLC 144A 6.00 04/01/2024 0.08
Roper Technologies Inc 2.00 06/30/2030 0.08
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
Plains All American Pipeline LP / P 3.80 09/15/2030 0.08
SunCoke Energy Partners LP / SunCok 7.50 06/15/2025 0.08
CASH & EQUIVALENTS 0.08
Grupo Aval Ltd 4.38 02/04/2030 0.07
Ford Motor Co 8.50 04/21/2023 0.07
Chicago Mercantile Exchange Inc 01/02/2025 0.07
Standard Chartered PLC 4.64 04/01/2031 0.07
Level 3 Financing Inc 5.25 03/15/2026 0.07
Paraguay Government International B 4.95 04/28/2031 0.07
Indonesia Asahan Aluminium Persero 5.45 05/15/2030 0.07
Credit Agricole SA 144A 8.12 12/31/2049 0.07
Novo Banco SA/Luxembourg 3.50 02/19/2043 0.07
Credit Agricole SA 144A 7.88 12/31/2049 0.07
UniCredit SpA 1.80 01/20/2030 0.07
Republic of South Africa Government 8.50 01/31/2037 0.07
CME Group Inc 03/06/2025 0.07
FREMF 2013-K25 Mortgage Trust 3.74 11/25/2045 0.07
United Rentals North America Inc 5.88 09/15/2026 0.07
DT Auto Owner Trust 2019-3 2.96 04/15/2025 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Peruvian Government International B 2.78 01/23/2031 0.07
National Bank for Agriculture and R 8.39 07/19/2021 0.07
Petroleos Mexicanos REGS 3.75 04/16/2026 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Marriott Ownership Resorts Inc 4.75 01/15/2028 0.07
Affinion Group Inc 12.50 11/10/2022 0.07
Credit Suisse Group AG 144A 6.25 12/29/2049 0.07
Occidental Petroleum Corp 2.70 08/15/2022 0.07
Freddie Mac Structured Agency Credi 4.82 10/25/2028 0.07
Sri Lanka Government International 6.35 06/28/2024 0.07
African Development Bank 0.00 01/17/2050 0.07
CME Group Inc 01/02/2023 0.07
KBC Group NV 4.25 12/31/2059 0.07
Sands China Ltd 4.38 06/18/2030 0.07
HSBC Holdings PLC 6.38 12/31/2049 0.07
FREMF 2016-K723 Mortgage Trust 3.70 11/25/2023 0.07
Freddie Mac Structured Agency Credi 3.77 04/25/2024 0.07
Fomento Economico Mexicano SAB de C 3.50 01/16/2050 0.07
Fannie Mae Connecticut Avenue Secur 2.73 12/25/2030 0.07
Petrobras Global Finance BV 6.75 06/03/2050 0.07
JB Poindexter & Co Inc 7.12 04/15/2026 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Tencent Holdings Ltd 3.29 06/03/2060 0.07
Norbord Inc 5.75 07/15/2027 0.06
0.06
LCH.Clearnet LLC 02/22/2023 0.06
Petrobras Global Finance BV 5.60 01/03/2031 0.06
Tencent Holdings Ltd 3.24 06/03/2050 0.06
Sociedad Quimica y Minera de Chile 4.25 01/22/2050 0.06
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.06
Banco de Credito del Peru 3.12 07/01/2030 0.06
Colombia Government International B 3.12 04/15/2031 0.06
Banco Santander SA 4.38 12/31/2059 0.06
CIFI Holdings Group Co Ltd 6.45 11/07/2024 0.06
Chicago Mercantile Exchange Inc 12/07/2023 0.06
Freddie Mac Structured Agency Credi 4.68 02/25/2024 0.06
Brazilian Government International 2.88 06/06/2025 0.06
0.06
Argentina Treasury Bond BONCER 1.50 03/25/2024 0.06
ReNew Power Pvt Ltd 5.88 03/05/2027 0.06
Diamond Sports Group LLC / Diamond 5.38 08/15/2026 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Centene Corp 5.38 06/01/2026 0.06
Parkland Corp/Canada 6.00 04/01/2026 0.06
Brazilian Government International 3.88 06/12/2030 0.06
JP Morgan Chase Commercial Mortgage 4.04 07/15/2047 0.06
Southern Copper Corp 7.50 07/27/2035 0.06
Eskom Holdings SOC Ltd 6.75 08/06/2023 0.06
Olin Corp 5.62 08/01/2029 0.06
Ghana Government International Bond 7.62 05/16/2029 0.06
AMC Networks Inc 5.00 04/01/2024 0.06
HCA Inc 5.38 09/01/2026 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
AES Gener SA 6.35 10/07/2079 0.06
Logan Group Co Ltd 7.50 08/25/2022 0.06
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.06
Brink's Co/The 4.62 10/15/2027 0.06
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.06
Mueller Industries Inc 6.00 03/01/2027 0.06
NRG Energy Inc 6.62 01/15/2027 0.06
Ford Motor Credit Co LLC 5.11 05/03/2029 0.06
Guatemala Government Bond 6.12 06/01/2050 0.06
Springleaf Finance Corp 7.12 03/15/2026 0.06
Unipol Gruppo SpA 3.50 11/29/2027 0.06
Credit Suisse Group AG 6.38 12/31/2049 0.06
Standard Industries Inc/NJ 144A 6.00 10/15/2025 0.06
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.06
iStar Inc 4.75 10/01/2024 0.06
0.06
UniCredit SpA REGS 6.62 12/31/2099 0.06
Banco do Brasil SA/Cayman 6.25 12/31/2049 0.06
Jasa Marga Persero Tbk PT 7.50 12/11/2020 0.06
NuStar Logistics LP 6.00 06/01/2026 0.06
Cleaver-Brooks Inc 7.88 03/01/2023 0.06
Cenovus Energy Inc 4.25 04/15/2027 0.06
Freddie Mac STACR Trust 2019-HRP1 1.57 02/25/2049 0.06
Boise Cascade Co 5.62 09/01/2024 0.06
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.06
HCA Inc 4.12 06/15/2029 0.06
EQM Midstream Partners LP 5.50 07/15/2028 0.06
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.06
Continental Resources Inc/OK 4.50 04/15/2023 0.05
eBay Inc 2.70 03/11/2030 0.05
Alpha Holding SA de CV 9.00 02/10/2025 0.05
Mastr Asset Backed Securities Trust 0.28 08/25/2036 0.05
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.05
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.05
Chicago Mercantile Exchange Inc 12/07/2023 0.05
Fannie Mae Connecticut Avenue Secur 3.18 07/25/2024 0.05
Sands China Ltd 3.80 01/08/2026 0.05
AES Corp/The 3.30 07/15/2025 0.05
Macy's Inc 8.38 06/15/2025 0.05
Credit Acceptance Auto Loan Trust 2 3.48 10/15/2026 0.05
Frontier Communications Corp 10.50 09/15/2022 0.05
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.05
Freddie Mac Structured Agency Credi 4.43 11/25/2023 0.05
Sonic Capital LLC 3.85 01/20/2050 0.05
Caesars Resort Collection LLC 2.93 12/23/2024 0.05
Rumo Luxembourg Sarl 5.25 01/10/2028 0.05
Alba 2007-1 PLC 3.42 03/17/2039 0.05
First Quantum Minerals Ltd 144A 7.25 04/01/2023 0.05
Scientific Games International Inc 2.95 08/14/2024 0.05
Hess Midstream Operations LP 5.62 02/15/2026 0.05
Argentine Republic Government Inter 5.62 01/26/2022 0.05
AmeriGas Partners LP / AmeriGas Fin 5.88 08/20/2026 0.05
Lithia Motors Inc 5.25 08/01/2025 0.05
ADT Security Corp/The 6.25 10/15/2021 0.05
European Bank for Reconstruction & 6.85 06/21/2021 0.05
Charles River Laboratories Internat 4.25 05/01/2028 0.05
Bausch Health Americas Inc 2.94 11/27/2025 0.05
UBS Group AG REGS 6.88 12/31/2049 0.05
Springleaf Finance Corp 6.88 03/15/2025 0.05
Novo Banco SA/Luxembourg 3.50 03/18/2043 0.05
Western Digital Corp 4.75 02/15/2026 0.05
Fannie Mae Connecticut Avenue Secur 2.58 05/25/2030 0.05
Banco Comercial Portugues SA 4.50 12/07/2027 0.05
MPT Operating Partnership LP / MPT 4.62 08/01/2029 0.05
TransDigm Inc 6.38 06/15/2026 0.05
CCO Holdings LLC / CCO Holdings Cap 5.75 02/15/2026 0.05
Hadrian Merger Sub Inc 8.50 05/01/2026 0.05
Chicago Mercantile Exchange Inc 07/17/2024 0.05
DCP Midstream Operating LP 5.12 05/15/2029 0.05
Dominican Republic International Bo 5.88 01/30/2060 0.04
Credit Acceptance Auto Loan Trust 2 3.94 06/15/2028 0.04
Dell International LLC / EMC Corp 1 7.12 06/15/2024 0.04
Puma International Financing SA 5.12 10/06/2024 0.04
Lennar Corp 5.00 06/15/2027 0.04
Centene Corp 5.38 08/15/2026 0.04
Petronas Capital Ltd 3.50 04/21/2030 0.04
Teleflex Inc 4.88 06/01/2026 0.04
Occidental Petroleum Corp 3.20 08/15/2026 0.04
AES Andres BV / Dominican Power Par 7.95 05/11/2026 0.04
Guatemala Government Bond 5.38 04/24/2032 0.04
CSC Holdings LLC 5.50 04/15/2027 0.04
AMC Entertainment Holdings Inc 10.50 04/15/2025 0.04
Danske Bank A/S 5.88 12/31/2099 0.04
ADES International Holding PLC 8.62 04/24/2024 0.04
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.04
CME Group Inc 01/02/2023 0.04
Sirius XM Radio Inc 144A 5.38 07/15/2026 0.04
Intrado Corp 5.38 07/15/2022 0.04
Kenan Advantage Group Inc/The 144A 7.88 07/31/2023 0.04
Targa Resources Partners LP / Targa 5.12 02/01/2025 0.04
Connecticut Avenue Securities Trust 2.47 08/25/2031 0.04
EnPro Industries Inc 5.75 10/15/2026 0.04
Titan International Inc 6.50 11/30/2023 0.04
American Greetings Corp 5.50 04/06/2024 0.04
Koppers Inc 144A 6.00 02/15/2025 0.04
Bausch Health Cos Inc 144A 7.00 03/15/2024 0.04
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.04
WPX Energy Inc 5.75 06/01/2026 0.04
Bangkok Bank PCL/Hong Kong 3.73 09/25/2034 0.04
CME Group Inc 01/01/2025 0.04
Michaels Stores Inc 8.00 07/15/2027 0.04
Superior Plus LP / Superior General 7.00 07/15/2026 0.04
Iron Mountain Inc 5.25 07/15/2030 0.04
Calumet Specialty Products Partners 7.62 01/15/2022 0.04
Citigroup Mortgage Loan Trust 2014- 0.48 07/20/2036 0.04
1011778 BC ULC / New Red Finance In 5.00 10/15/2025 0.04
Kraft Heinz Foods Co 5.50 06/01/2050 0.04
Springleaf Finance Corp 8.88 06/01/2025 0.04
Meritage Homes Corp 5.12 06/06/2027 0.04
United Rentals North America Inc 5.25 01/15/2030 0.04
JBS USA LUX SA / JBS USA Food Co / 5.50 01/15/2030 0.04
Beazer Homes USA Inc 6.75 03/15/2025 0.04
Embarq Corp 8.00 06/01/2036 0.04
Hudbay Minerals Inc 144A 7.62 01/15/2025 0.04
Altice Financing SA 2.93 07/15/2025 0.04
JPMorgan Chase Bank NA 05/17/2021 0.04
United Rentals North America Inc 6.50 12/15/2026 0.04
HCA Inc 5.62 09/01/2028 0.04
Par Pharmaceutical Inc 7.50 04/01/2027 0.04
Antero Midstream Partners LP / Ante 5.75 01/15/2028 0.04
UBS Group AG REGS 7.12 12/31/2099 0.04
China Evergrande Group 10.00 04/11/2023 0.04
Usiminas International Sarl 5.88 07/18/2026 0.04
Dun & Bradstreet Corp/The 4.18 02/06/2026 0.04
Element Solutions Inc 5.88 12/01/2025 0.04
Ally Financial Inc 8.00 11/01/2031 0.04
AmeriCredit Automobile Receivables 3.08 12/18/2023 0.03
XPO Logistics Inc 144A 6.12 09/01/2023 0.03
Vistra Operations Co LLC 5.00 07/31/2027 0.03
Meredith Corp 6.88 02/01/2026 0.03
CME Group Inc 12/12/2024 0.03
iHeartCommunications Inc 8.38 05/01/2027 0.03
Sirius XM Radio Inc 4.62 07/15/2024 0.03
0.03
Tenet Healthcare Corp 5.12 11/01/2027 0.03
Chicago Mercantile Exchange Inc 01/15/2024 0.03
Triumph Group Inc 7.75 08/15/2025 0.03
Ardagh Packaging Finance PLC / Arda 4.12 08/15/2026 0.03
EnLink Midstream Partners LP 4.85 07/15/2026 0.03
Citigroup Mortgage Loan Trust Inc 4.22 05/25/2035 0.03
0.03
Prime Security Services Borrower LL 5.75 04/15/2026 0.03
0.03
T-Mobile USA Inc 4.75 02/01/2028 0.03
Chicago Mercantile Exchange Inc 08/26/2026 0.03
MGM Resorts International 6.75 05/01/2025 0.03
Herc Holdings Inc 5.50 07/15/2027 0.03
ACCO Brands Corp 144A 5.25 12/15/2024 0.03
Wynn Las Vegas LLC / Wynn Las Vegas 5.50 03/01/2025 0.03
DISH DBS Corp 5.88 11/15/2024 0.03
Banco Bilbao Vizcaya Argentaria SA 8.88 12/31/2099 0.03
Nordstrom Inc 8.75 05/15/2025 0.03
FREMF 2017-K62 Mortgage Trust 4.00 01/25/2050 0.03
Mattel Inc 6.75 12/31/2025 0.03
Hanesbrands Inc 5.38 05/15/2025 0.03
VTR Finance NV 144A 6.88 01/15/2024 0.03
0.03
BMC East LLC 144A 5.50 10/01/2024 0.03
Southwestern Energy Co 7.50 04/01/2026 0.03
Netflix Inc 5.38 11/15/2029 0.03
Simmons Foods Inc 5.75 11/01/2024 0.03
Tenneco Inc 5.38 12/15/2024 0.03
PetSmart Inc 5.00 03/11/2022 0.03
Citigroup Commercial Mortgage Trust 1.25 10/12/2050 0.03
AerCap Global Aviation Trust 144A 6.50 06/15/2045 0.03
Taylor Morrison Communities Inc 5.75 01/15/2028 0.03
Taylor Morrison Communities Inc / T 5.88 04/15/2023 0.03
Cumulus Media New Holdings Inc 6.75 07/01/2026 0.03
Bausch Health Cos Inc 6.25 02/15/2029 0.03
Western Midstream Operating LP 4.75 08/15/2028 0.03
Kraft Heinz Foods Co 5.00 06/04/2042 0.03
Navient Corp 6.12 03/25/2024 0.03
Pilgrim's Pride Corp 5.88 09/30/2027 0.03
EnerSys 144A 5.00 04/30/2023 0.03
Chicago Mercantile Exchange Inc 12/26/2028 0.03
Intesa Sanpaolo SpA 1.75 07/04/2029 0.03
Alliance Data Systems Corp 4.75 12/15/2024 0.03
Banco Santander SA 2.75 05/28/2025 0.03
Delta Air Lines Inc 7.00 05/01/2025 0.03
CIT Group Inc 4.12 03/09/2021 0.03
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.03
AUD C USD P @0.714000 EO 05/07/2021 0.03
Lennar Corp 4.75 05/30/2025 0.03
Taseko Mines Ltd 8.75 06/15/2022 0.03
Virgin Media Secured Finance PLC 14 5.50 08/15/2026 0.03
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.03
Crestwood Midstream Partners LP / C 5.62 05/01/2027 0.03
CSC Holdings LLC 4.62 12/01/2030 0.03
Telecom Italia SpA/Milano 144A 5.30 05/30/2024 0.03
EQM Midstream Partners LP 6.50 07/01/2027 0.03
MGM Growth Properties Operating Par 5.62 05/01/2024 0.03
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.03
Morgan Stanley Capital Services LLC 05/07/2021 0.03
EQT Corp 7.00 02/01/2030 0.03
CarMax Auto Owner Trust 2017-4 3.30 05/15/2024 0.03
CME Group Inc 01/02/2025 0.03
PTTEP Treasury Center Co Ltd 2.59 06/10/2027 0.03
WESCO Distribution Inc 7.25 06/15/2028 0.03
Carnival Corp 11.50 04/01/2023 0.03
Calpine Corp 5.25 06/01/2026 0.03
PDC Energy Inc 5.75 05/15/2026 0.03
Future Retail Ltd 5.60 01/22/2025 0.03
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.03
EnLink Midstream Partners LP 5.60 04/01/2044 0.03
CenturyLink Inc 5.62 04/01/2025 0.03
COMM 2014-LC15 Mortgage Trust 4.20 04/10/2047 0.03
Navient Corp 5.00 03/15/2027 0.03
Energizer Holdings Inc 7.75 01/15/2027 0.03
Iron Mountain Inc 4.88 09/15/2029 0.03
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.02
Herbalife Nutrition Ltd / HLF Finan 7.88 09/01/2025 0.02
Morgan Stanley Bank of America Merr 4.92 02/15/2047 0.02
Belo Corp 7.75 06/01/2027 0.02
HLF Financing Sarl LLC / Herbalife 7.25 08/15/2026 0.02
Mercer International Inc 5.50 01/15/2026 0.02
eG Global Finance PLC 8.50 10/30/2025 0.02
NXP BV / NXP Funding LLC / NXP USA 2.70 05/01/2025 0.02
Flex Acquisition Co Inc 7.88 07/15/2026 0.02
Terraform Global Operating LLC 6.12 03/01/2026 0.02
Ziggo BV 144A 5.50 01/15/2027 0.02
Novelis Corp 4.75 01/30/2030 0.02
ASGN Inc 4.62 05/15/2028 0.02
Mattamy Group Corp 5.25 12/15/2027 0.02
Fannie Mae REMICS 0.58 03/25/2042 0.02
DaVita Inc 4.62 06/01/2030 0.02
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.02
Ford Motor Credit Co LLC 4.39 01/08/2026 0.02
William Carter Co/The 5.62 03/15/2027 0.02
Intelsat Jackson Holdings SA 0.00 10/15/2024 0.02
Dell Equipment Finance Trust 2019-1 3.14 03/22/2024 0.02
0.02
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.02
Level 3 Financing Inc 5.38 05/01/2025 0.02
Hanesbrands Inc 144A 4.88 05/15/2026 0.02
0.02
T-Mobile USA Inc 4.00 04/15/2022 0.02
Taylor Morrison Communities Inc 5.88 01/31/2025 0.02
Bausch Health Americas Inc 8.50 01/31/2027 0.02
CCG Receivables Trust 2018-1 3.09 06/16/2025 0.02
Boxer Parent Co Inc 9.12 03/01/2026 0.02
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.02
Navient Corp 5.88 10/25/2024 0.02
Occidental Petroleum Corp 6.20 03/15/2040 0.02
International Finance Corp 0.00 02/15/2029 0.02
Chicago Mercantile Exchange Inc 08/01/2029 0.02
Navistar Financial Dealer Note Mast 1.13 05/25/2024 0.02
0.02
CSC Holdings LLC 144A 10.88 10/15/2025 0.02
Lions Gate Capital Holdings LLC 5.88 11/01/2024 0.02
0.02
Navient Corp 6.75 06/25/2025 0.02
NGL Energy Partners LP / NGL Energy 6.12 03/01/2025 0.02
Sally Holdings LLC / Sally Capital 8.75 04/30/2025 0.02
DPL Inc 4.35 04/15/2029 0.02
EQT Corp 6.12 02/01/2025 0.02
Dana Financing Luxembourg Sarl 144A 6.50 06/01/2026 0.02
Clarios Global LP / Clarios US Fina 8.50 05/15/2027 0.02
Lamar Media Corp 5.75 02/01/2026 0.02
Navistar Financial Dealer Note Mast 1.63 05/25/2024 0.02
Diamond Sports Group LLC / Diamond 6.62 08/15/2027 0.02
AECOM 5.12 03/15/2027 0.02
Ford Motor Co 4.75 01/15/2043 0.02
Centene Corp 4.75 05/15/2022 0.02
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.02
PBF Holding Co LLC / PBF Finance Co 6.00 02/15/2028 0.02
Penn National Gaming Inc 5.62 01/15/2027 0.02
Lennar Corp 5.25 06/01/2026 0.02
Freddie Mac REMICS 6.50 04/15/2028 0.02
Golden Nugget Inc 8.75 10/01/2025 0.02
PetSmart Inc 5.88 06/01/2025 0.02
Garda World Security Corp 9.50 11/01/2027 0.02
Cable Onda SA 4.50 01/30/2030 0.02
Bausch Health Cos Inc 5.75 08/15/2027 0.02
Colt Merger Sub Inc 8.12 07/01/2027 0.02
Everi Payments Inc 7.50 12/15/2025 0.02
Petrobras Global Finance BV 6.85 06/05/2115 0.02
CASH & EQUIVALENTS 0.02
Spectrum Brands Inc 5.00 10/01/2029 0.02
CarMax Auto Owner Trust 2018-1 3.37 07/15/2024 0.02
Howmet Aerospace Inc 6.88 05/01/2025 0.02
India Government Bond 7.72 05/25/2025 0.02
CIT Group Inc 5.25 03/07/2025 0.02
Spectrum Brands Inc 6.12 12/15/2024 0.02
DCP Midstream Operating LP 4.75 09/30/2021 0.02
Amsted Industries Inc 5.62 07/01/2027 0.02
CNH Equipment Trust 2017-C 2.54 05/15/2025 0.02
LCH.Clearnet LLC 09/29/2022 0.02
NuStar Logistics LP 4.80 09/01/2020 0.02
UBS Commercial Mortgage Trust 2017- 1.15 11/15/2050 0.02
Silgan Holdings Inc 4.12 02/01/2028 0.02
Ford Motor Co 9.00 04/22/2025 0.02
T-Mobile USA Inc 6.00 04/15/2024 0.02
CME Group Inc 01/02/2024 0.02
Penske Automotive Group Inc 5.50 05/15/2026 0.02
Altice France SA/France 8.12 02/01/2027 0.02
Scientific Games International Inc 7.00 05/15/2028 0.02
Lions Gate Capital Holdings LLC 6.38 02/01/2024 0.02
XPO Logistics Inc 6.75 08/15/2024 0.02
Talen Energy Supply LLC 7.62 06/01/2028 0.02
Melco Resorts Finance Ltd 5.62 07/17/2027 0.02
Navient Corp 6.62 07/26/2021 0.02
Altice France SA/France 144A 7.38 05/01/2026 0.02
Dana Inc 5.38 11/15/2027 0.02
QEP Resources Inc 6.88 03/01/2021 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Pilgrim's Pride Corp 5.75 03/15/2025 0.02
Goldman Sachs Bank USA/New York NY 06/11/2021 0.02
Iron Mountain Inc 5.25 03/15/2028 0.02
Colfax Corp 6.00 02/15/2024 0.02
eG Global Finance PLC 6.25 10/30/2025 0.02
Navient Corp 6.50 06/15/2022 0.02
AMC Networks Inc 4.75 08/01/2025 0.02
AMC Entertainment Holdings Inc 5.88 11/15/2026 0.02
Icahn Enterprises LP / Icahn Enterp 6.75 02/01/2024 0.02
Antero Resources Corp 5.38 11/01/2021 0.02
Occidental Petroleum Corp 6.95 07/01/2024 0.02
Fannie Mae REMICS 23.52 06/25/2036 0.02
0.02
Centene Corp 4.62 12/15/2029 0.02
Spirit AeroSystems Inc 7.50 04/15/2025 0.02
Royal Caribbean Cruises Ltd 10.88 06/01/2023 0.02
Occidental Petroleum Corp 2.70 02/15/2023 0.02
0.02
Puma International Financing SA 5.00 01/24/2026 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
CenturyLink Inc 7.50 04/01/2024 0.02
Ingles Markets Inc 5.75 06/15/2023 0.02
TEGNA Inc 144A 5.50 09/15/2024 0.02
Cascades Inc/Cascades USA Inc 5.38 01/15/2028 0.02
Murphy Oil USA Inc 5.62 05/01/2027 0.02
Gray Television Inc 5.12 10/15/2024 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
Frontier Communications Corp 11.00 09/15/2025 0.02
CME Group Inc 04/16/2025 0.02
Hexion Holdings Corp 0.02
Energy Transfer Operating LP 6.25 12/31/2099 0.01
CME Group Inc 04/15/2025 0.01
Callon Petroleum Co 6.38 07/01/2026 0.01
CME Group Inc 01/02/2023 0.01
Royal Caribbean Cruises Ltd 9.12 06/15/2023 0.01
Deutsche Mortgage Securities Inc 0.41 07/22/2036 0.01
CME Group Inc 01/02/2025 0.01
Iron Mountain US Holdings Inc 144A 5.38 06/01/2026 0.01
AmWINS Group Inc 7.75 07/01/2026 0.01
Ford Motor Credit Co LLC 5.12 06/16/2025 0.01
GS Mortgage Securities Trust 2013-G 4.65 11/10/2046 0.01
Gray Television Inc 144A 5.88 07/15/2026 0.01
L Brands Inc 7.50 06/15/2029 0.01
Adient Global Holdings Ltd 4.88 08/15/2026 0.01
L Brands Inc 6.88 11/01/2035 0.01
Ascent Resources Utica Holdings LLC 10.00 04/01/2022 0.01
Avis Budget Car Rental LLC / Avis B 5.75 07/15/2027 0.01
Icahn Enterprises LP / Icahn Enterp 6.38 12/15/2025 0.01
Lithia Motors Inc 4.62 12/15/2027 0.01
Benchmark 2018-B1 Mortgage Trust 0.66 01/15/2051 0.01
Sri Lanka Government International 6.75 04/18/2028 0.01
Fannie Mae REMICS 23.89 03/25/2036 0.01
Standard Industries Inc/NJ 144A 5.38 11/15/2024 0.01
Santander Drive Auto Receivables Tr 3.22 07/15/2025 0.01
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.01
Station Casinos LLC 4.50 02/15/2028 0.01
Santander Drive Auto Receivables Tr 3.88 02/15/2024 0.01
Hillenbrand Inc 5.75 06/15/2025 0.01
Avis Budget Car Rental LLC / Avis B 10.50 05/15/2025 0.01
Fannie Mae REMICS 5.00 04/25/2040 0.01
GLS Auto Receivables Trust 2018-1 2.82 07/15/2022 0.01
LCH.Clearnet LLC 12/16/2026 0.01
Tenet Healthcare Corp 7.50 04/01/2025 0.01
CME Group Inc 01/02/2025 0.01
Clarios Global LP 6.75 05/15/2025 0.01
Chicago Mercantile Exchange Inc 10/17/2020 0.01
Western Midstream Operating LP 3.10 02/01/2025 0.01
Scientific Games International Inc 8.62 07/01/2025 0.01
Sarens Finance Co NV 5.75 02/21/2027 0.01
Freddie Mac REMICS 6.50 03/15/2032 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Edgewell Personal Care Co 5.50 06/01/2028 0.01
0.01
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.01
QEP Resources Inc 5.62 03/01/2026 0.01
EQT Corp 3.90 10/01/2027 0.01
CCG Receivables Trust 3.22 09/14/2026 0.01
FREMF 2013-K26 Mortgage Trust 3.72 12/25/2045 0.01
Wells Fargo Commercial Mortgage Tru 1.03 12/15/2050 0.01
Iron Mountain Inc 4.88 09/15/2027 0.01
Trivium Packaging Finance BV 5.50 08/15/2026 0.01
Petroleos Mexicanos 5.95 01/28/2031 0.01
CME Group Inc 01/02/2025 0.01
CASH & EQUIVALENTS 0.01
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.01
Freddie Mac REMICS 7.50 09/15/2022 0.01
Endeavor Energy Resources LP / EER 5.75 01/30/2028 0.01
Encompass Health Corp 4.75 02/01/2030 0.01
Freddie Mac REMICS 24.07 08/15/2035 0.01
CME Group Inc 04/16/2025 0.01
FMG Resources August 2006 Pty Ltd 1 4.75 05/15/2022 0.01
Parsley Energy LLC / Parsley Financ 5.38 01/15/2025 0.01
Scientific Games International Inc 8.25 03/15/2026 0.01
Holly Energy Partners LP / Holly En 5.00 02/01/2028 0.01
Navient Corp 6.75 06/15/2026 0.01
Sri Lanka Government International 6.20 05/11/2027 0.01
TerraForm Power Operating LLC 4.25 01/31/2023 0.01
VICI Properties LP / VICI Note Co I 4.12 08/15/2030 0.01
PBF Holding Co LLC / PBF Finance Co 7.25 06/15/2025 0.01
Quicken Loans LLC 5.25 01/15/2028 0.01
AES Corp/The 6.00 05/15/2026 0.01
Algeco Global Finance Plc 8.00 02/15/2023 0.01
VICI Properties LP / VICI Note Co I 3.75 02/15/2027 0.01
Boxer Parent Co Inc 7.12 10/02/2025 0.01
VICI Properties LP / VICI Note Co I 3.50 02/15/2025 0.01
Lennar Corp 4.50 04/30/2024 0.01
Bombardier Inc 144A 7.50 03/15/2025 0.01
Indigo Natural Resources LLC 6.88 02/15/2026 0.01
Comstock Resources Inc 9.75 08/15/2026 0.01
CSC Holdings LLC 5.88 09/15/2022 0.01
CME Group Inc 04/16/2022 0.01
Fannie Mae REMICS 6.36 06/25/2037 0.01
Bombardier Inc 7.88 04/15/2027 0.01
Service Corp International/US 4.62 12/15/2027 0.01
Argentine Bonos del Tesoro 18.20 10/03/2021 0.01
Capital Auto Receivables Asset Trus 3.15 02/20/2025 0.01
CCO Holdings LLC / CCO Holdings Cap 4.00 03/01/2023 0.01
United Auto Credit Securitization T 3.16 08/12/2024 0.01
Multifamily Connecticut Avenue Secu 3.43 10/15/2049 0.01
CSI Compressco LP / CSI Compressco 7.50 04/01/2025 0.01
AmeriGas Partners LP / AmeriGas Fin 5.50 05/20/2025 0.01
Quicken Loans LLC 5.75 05/01/2025 0.01
Fannie Mae REMICS 4.50 08/25/2025 0.01
Greif Inc 6.50 03/01/2027 0.01
Ford Motor Co 9.62 04/22/2030 0.01
Icahn Enterprises LP / Icahn Enterp 6.25 05/15/2026 0.01
0.01
Owens-Brockway Glass Container Inc 6.62 05/13/2027 0.01
Rockpoint Gas Storage Canada Ltd 7.00 03/31/2023 0.01
Adient US LLC 9.00 04/15/2025 0.01
Mauser Packaging Solutions Holding 5.50 04/15/2024 0.01
Chemours Co/The 6.62 05/15/2023 0.01
Fannie Mae REMICS 6.50 11/25/2029 0.01
Rain CII Carbon LLC / CII Carbon Co 7.25 04/01/2025 0.01
Fannie Mae REMICS 6.50 04/25/2032 0.01
T-Mobile USA Inc 5.12 04/15/2025 0.01
Talen Energy Supply LLC 7.25 05/15/2027 0.01
MDC Partners Inc 6.50 05/01/2024 0.01
Vericast Corp 8.38 08/15/2022 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 04/01/2024 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
CME Group Inc 06/07/2023 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
LCH.Clearnet LLC 06/02/2023 0.01
Diamond Resorts International Inc 7.75 09/01/2023 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
Freddie Mac REMICS 1.23 10/15/2023 0.01
Gulfport Energy Corp 6.62 05/01/2023 0.01
Parsley Energy LLC / Parsley Financ 4.12 02/15/2028 0.01
Fannie Mae REMICS 8.00 07/18/2027 0.01
HCA Inc 5.88 02/15/2026 0.01
Freddie Mac REMICS 6.00 01/15/2029 0.01
MGM Resorts International 5.75 06/15/2025 0.01
IRB Holding Corp 7.00 06/15/2025 0.01
CME Group Inc 05/17/2023 0.01
Simmons Foods Inc 7.75 01/15/2024 0.01
Fannie Mae Grantor Trust 2001-T10 0.37 12/25/2041 0.01
Colfax Corp 6.38 02/15/2026 0.01
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.01
Clearway Energy Operating LLC 5.75 10/15/2025 0.01
Darling Ingredients Inc 5.25 04/15/2027 0.01
Windstream Services LLC 8.25 03/29/2021 0.01
Blue Cube Spinco LLC 9.75 10/15/2023 0.01
Downstream Development Authority of 10.50 02/15/2023 0.01
McDermott Technology Americas Inc / 10.62 12/31/2049 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
Government National Mortgage Associ 6.45 04/16/2041 0.01
MEG Energy Corp 6.50 01/15/2025 0.01
MGM Growth Properties Operating Par 5.75 02/01/2027 0.01
William Carter Co/The 5.50 05/15/2025 0.01
Rubis Terminal Infra SAS 5.62 05/15/2025 0.01
CD 2017-CD6 Mortgage Trust 1.10 11/13/2050 0.01
CASH & EQUIVALENTS 0.01
Nationstar Mortgage Holdings Inc 6.00 01/15/2027 0.01
CME Group Inc 01/03/2022 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
Morgan Stanley Capital I 2017-HR2 0.93 12/15/2050 0.01
Tervita Corp 7.62 12/01/2021 0.01
DCP Midstream Operating LP 5.62 07/15/2027 0.01
Whiting Petroleum Corp 5.75 03/15/2021 0.01
0.01
BWX Technologies Inc 4.12 06/30/2028 0.01
0.01
Citigroup Mortgage Loan Trust 2006- 3.88 10/25/2035 0.01
Ziggo Bond Co BV 5.12 02/28/2030 0.01
LCH.Clearnet LLC 03/25/2025 0.01
Freddie Mac REMICS 4.00 04/15/2040 0.01
CLAIRES HOLDINGS LLC 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
Olin Corp 5.00 02/01/2030 0.01
Olin Corp 5.12 09/15/2027 0.01
Freeport-McMoRan Inc 4.55 11/14/2024 0.01
Freddie Mac REMICS 1.50 07/15/2023 0.01
Cooperatieve Rabobank UA 3.25 12/31/2059 0.01
CME Group Inc 05/19/2022 0.01
Credit Acceptance Auto Loan Trust 2 3.75 04/17/2028 0.01
Asbury Automotive Group Inc 4.75 03/01/2030 0.01
Freddie Mac REMICS 1.13 02/15/2032 0.01
Freeport-McMoRan Inc 5.45 03/15/2043 0.01
0.01
NGL Energy Partners LP / NGL Energy 7.50 11/01/2023 0.01
Precision Drilling Corp 7.12 01/15/2026 0.01
Whiting Petroleum Corp 6.62 01/15/2026 0.01
Energizer Holdings Inc 6.38 07/15/2026 0.01
Fannie Mae REMICS 6.52 05/25/2035 0.01
COMM 2012-CCRE5 Mortgage Trust 1.66 12/10/2045 0.01
CoreCivic Inc 4.62 05/01/2023 0.01
Hilcorp Energy I LP / Hilcorp Finan 5.75 10/01/2025 0.01
Viking Cruises Ltd 5.88 09/15/2027 0.01
NMI Holdings Inc 7.38 06/01/2025 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.01
Endeavor Energy Resources LP / EER 6.62 07/15/2025 0.01
Colt Merger Sub Inc 5.75 07/01/2025 0.01
Fannie Mae REMICS 7.05 09/25/2036 0.01
MPT Operating Partnership LP / MPT 6.38 03/01/2024 0.01
Fannie Mae REMICS 0.78 11/25/2031 0.01
CCO Holdings LLC / CCO Holdings Cap 5.88 05/01/2027 0.01
Freddie Mac REMICS 6.54 05/15/2035 0.01
CCO Holdings LLC / CCO Holdings Cap 5.38 05/01/2025 0.01
Fannie Mae REMICS 5.97 12/25/2042 0.01
Freddie Mac REMICS 4.00 06/15/2038 0.01
Calpine Corp 5.75 01/15/2025 0.01
CCG Receivables Trust 2018-1 3.42 06/16/2025 0.01
MPT Operating Partnership LP / MPT 5.00 10/15/2027 0.01
Fannie Mae Interest Strip 5.50 11/25/2033 0.01
Freddie Mac REMICS 1.13 08/15/2031 0.01
0.01
Transocean Inc 8.00 02/01/2027 0.01
Wynn Macau Ltd 5.50 10/01/2027 0.01
Cleveland-Cliffs Inc 9.88 10/17/2025 0.01
Clear Channel Outdoor Holdings Inc 0.01
Sensata Technologies BV 5.62 11/01/2024 0.01
Freddie Mac REMICS 1.18 03/15/2032 0.01
Fannie Mae REMICS 6.50 10/25/2028 0.01
Claire's Stores Inc 6.81 12/18/2026 0.01
Brink's Co/The 5.50 07/15/2025 0.01
Government National Mortgage Associ 6.35 04/16/2037 0.01
AMC Entertainment Holdings Inc 5.75 06/15/2025 0.01
Gulfport Energy Corp 6.00 10/15/2024 0.01
Dana Inc 5.62 06/15/2028 0.01
Energizer Holdings Inc 4.75 06/15/2028 0.01
Element Rail Leasing I LLC 144A 2.30 04/19/2044 0.01
Viking Cruises Ltd 13.00 05/15/2025 0.00
CASH & EQUIVALENTS 0.00
GSR Mortgage Loan Trust 2005-AR4 3.34 07/25/2035 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Tenet Healthcare Corp 4.62 06/15/2028 0.00
Freddie Mac REMICS 6.52 01/15/2035 0.00
Freddie Mac REMICS 5.97 07/15/2035 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Crestwood Midstream Partners LP / C 6.25 04/01/2023 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Freddie Mac REMICS 1.18 02/15/2032 0.00
0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
WPX Energy Inc 5.25 10/15/2027 0.00
Ensign Drilling Inc 9.25 04/15/2024 0.00
Fannie Mae REMICS 8.02 01/25/2033 0.00
Freddie Mac Multifamily Structured 0.79 02/25/2026 0.00
0.00
Fannie Mae REMICS 0.68 12/25/2032 0.00
Gulfport Energy Corp 6.38 05/15/2025 0.00
CNX Resources Corp 5.88 04/15/2022 0.00
Crestwood Midstream Partners LP / C 5.75 04/01/2025 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Royal Caribbean Cruises Ltd 11.50 06/01/2025 0.00
CoreCivic Inc 5.00 10/15/2022 0.00
Nidda Healthcare Holding GmbH 3.50 09/30/2024 0.00
CME Group Inc 01/02/2025 0.00
Kohl's Corp 9.50 05/15/2025 0.00
LCH.Clearnet LLC 03/25/2025 0.00
Party City Holdings Inc 6.62 08/01/2026 0.00
Fannie Mae REMICS 1.12 06/25/2037 0.00
JP Morgan / Hipotecaria su Casita 6.47 08/26/2035 0.00
TerraForm Power Operating LLC 5.00 01/31/2028 0.00
Owens-Brockway Glass Container Inc 5.00 01/15/2022 0.00
Southwestern Energy Co 6.20 01/23/2025 0.00
Intercontinental Exchange Inc 1.00 06/20/2022 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
CME Group Inc 01/03/2022 0.00
Fannie Mae REMICS 1.18 04/25/2032 0.00
JP Morgan Mortgage Trust 2007-A1 3.97 07/25/2035 0.00
Freddie Mac REMICS 1.18 02/15/2032 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Freddie Mac REMICS 1.18 03/15/2032 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
EnLink Midstream Partners LP 4.40 04/01/2024 0.00
Freddie Mac REMICS 1.18 02/15/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 6.42 05/25/2035 0.00
EnLink Midstream LLC 5.38 06/01/2029 0.00
Freddie Mac REMICS 6.87 10/15/2033 0.00
0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
0.00
Callon Petroleum Co 8.25 07/15/2025 0.00
CME Group Inc 04/24/2025 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Intercontinental Exchange Inc 1.00 12/20/2024 0.00
Freddie Mac REMICS 1.18 02/15/2032 0.00
WFRBS Commercial Mortgage Trust 201 1.48 03/15/2044 0.00
Freddie Mac REMICS 5.89 05/15/2038 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
WPX Energy Inc 5.88 06/15/2028 0.00
WPX Energy Inc 4.50 01/15/2030 0.00
Fannie Mae REMICS 6.57 05/25/2035 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
0.00
Fannie Mae REMICS 0.58 11/25/2033 0.00
Fannie Mae REMICS 0.69 10/18/2032 0.00
WaMu Mortgage Pass-Through Certific 4.19 10/25/2033 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae REMICS 7.37 10/25/2033 0.00
Ashland LLC 4.75 08/15/2022 0.00
Fannie Mae REMICS 8.07 05/25/2033 0.00
0.00
Basic Energy Services Inc 10.75 10/15/2023 0.00
CME Group Inc 01/04/2021 0.00
Fannie Mae REMICS 6.37 10/25/2041 0.00
HighPoint Operating Corp 8.75 06/15/2025 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Freddie Mac REMICS 6.82 12/15/2037 0.00
Freddie Mac REMICS 6.54 05/15/2035 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
CME Group Inc 01/04/2021 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
0.00
Fannie Mae REMICS 7.71 11/18/2031 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Callon Petroleum Co 6.25 04/15/2023 0.00
CEC Entertainment Inc 8.00 02/15/2022 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Freeport-McMoRan Inc 3.55 03/01/2022 0.00
Murray Energy Corp 7.42 10/17/2022 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 5.82 03/15/2024 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Sabine Oil & Gas Holdings Inc 0.00
Freddie Mac REMICS 6.07 12/15/2039 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
CWHEQ Revolving Home Equity Loan Tr 0.41 12/15/2035 0.00
Fannie Mae REMICS 5.87 03/25/2035 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae REMICS 1.18 04/25/2032 0.00
Fannie Mae Grantor Trust 2001-T3 0.65 11/25/2040 0.00
Bear Stearns ARM Trust 2006-1 3.84 02/25/2036 0.00
Whiting Petroleum Corp Conv Bnd 1.25 12/31/2049 0.00
0.00
MOS RU-MTG TRS 5.00 08/22/2034 0.00
CWHEQ Revolving Home Equity Loan Tr 0.33 11/15/2036 0.00
Fannie Mae REMICS 8.07 02/25/2033 0.00
Fannie Mae REMICS 1.18 09/25/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
0.00
CASH & EQUIVALENTS 0.00
FREMF 2014-K715 Mortgage Trust 4.27 02/25/2046 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Fannie Mae REMICS 7.91 12/18/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 7.82 07/25/2032 0.00
Fannie Mae REMICS 7.81 03/18/2032 0.00
Fannie Mae REMICS 7.42 06/25/2026 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
CME Group Inc 06/26/2025 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Fannie Mae REMICS 1.18 12/25/2032 0.00
Freddie Mac REMICS 0.83 07/15/2029 0.00
Freddie Mac REMICS 7.92 06/15/2029 0.00
Fannie Mae REMICS 7.92 03/25/2032 0.00
HomeBanc Mortgage Trust 2005-3 0.79 07/25/2035 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Intercontinental Exchange Inc 1.00 12/20/2024 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Fannie Mae REMICS 7.82 07/25/2032 0.00
CPS Auto Receivables Trust 2018-A 2.77 04/18/2022 0.00
American Credit Acceptance Receivab 2.94 01/10/2024 0.00
Ginnie Mae I Pool 8.00 07/15/2028 0.00
Chase Funding Trust Series 2003-2 0.74 02/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae REMICS 7.92 04/25/2032 0.00
Freddie Mac Gold Pool 7.00 01/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Ginnie Mae I Pool 7.00 03/15/2028 0.00
LCH.Clearnet LLC 06/25/2025 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Fannie Mae REMICS 6.82 04/25/2032 0.00
Freddie Mac REMICS 0.63 02/15/2029 0.00
Fannie Mae Pool 7.00 06/01/2022 0.00
Fannie Mae REMICS 7.91 12/18/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 5.82 04/15/2038 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Fannie Mae REMICS 7.77 01/25/2032 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 0.00
Freddie Mac REMICS 0.68 01/15/2033 0.00
Fannie Mae REMICS 7.62 04/25/2032 0.00
Fannie Mae Pool 5.50 08/01/2022 0.00
Fannie Mae REMICS 7.82 09/25/2032 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 8.77 08/15/2029 0.00
Freddie Mac REMICS 6.57 02/15/2035 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Fannie Mae REMICS 5.87 07/25/2038 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
0.00
0.00
Freddie Mac REMICS 8.51 07/17/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
0.00
Freddie Mac Gold Pool 6.50 02/01/2022 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
CME Group Inc 06/26/2022 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Freddie Mac Gold Pool 7.00 08/01/2021 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Fannie Mae Pool 8.50 07/01/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 6.57 03/25/2035 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Gold Pool 7.00 12/01/2021 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Freddie Mac REMICS 8.51 07/17/2028 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Fannie Mae Pool 7.00 09/01/2021 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Fannie Mae Pool 5.50 01/01/2022 0.00
Vendee Mortgage Trust 1995-2 0.79 06/15/2025 0.00
Ginnie Mae II Pool 3.25 07/20/2027 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
Fannie Mae REMICS 7.71 12/18/2031 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 7.72 11/25/2031 0.00
Fannie Mae Pool 5.50 04/01/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
0.00
Fannie Mae Pool 5.00 11/01/2021 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae REMICS 3.00 01/25/2021 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Capital Lease Funding Securitizatio 1.48 06/22/2024 0.00
Fannie Mae REMICS 3.00 12/25/2020 0.00
Fannie Mae Pool 9.50 03/15/2021 0.00
0.00
Fannie Mae Pool 5.00 12/01/2021 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Pool 4.50 12/01/2020 0.00
Fannie Mae REMICS 6.52 02/25/2024 0.00
Fannie Mae Pool 5.50 03/01/2022 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
0.00
Fannie Mae Pool 5.00 03/01/2021 0.00
Fannie Mae Interest Strip 6.00 05/25/2029 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
JSC ASTANA FINANCE GDR 0.00
Invesco Conservative Income Fund 0.00
Freddie Mac REMICS 4.50 07/15/2020 0.00
Fannie Mae REMICS 4.50 11/25/2020 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
CASH & EQUIVALENTS 0.00 0.00
Fannie Mae Pool 7.50 02/01/2027 0.00
Astana-Finance JSC 0.00 12/22/2024 0.00
Freddie Mac Gold Pool 6.50 08/01/2032 0.00
Banco Invex SA / Hipotecaria Credit 6.45 03/13/2034 0.00
Argentine Republic Government Inter 6.88 01/26/2027 0.00
Charter Communications Operating LL 1.93 04/30/2025 0.00
CSC Holdings LLC 2.68 04/15/2027 0.00
Cyprus Government International Bon 1.25 01/21/2040 0.00
Affinion Group Inc Wts 0.00
QUICKSILVER LIQUIDATION TRUST 0.00
CASH & EQUIVALENTS 0.00
Reynolds Group Holdings Inc 2.93 02/05/2023 0.00
Intercontinental Exchange Inc 1.00 06/20/2025 -0.00
Intercontinental Exchange Inc 1.00 06/20/2025 -0.00
CASH & EQUIVALENTS -0.00
-0.00
LCH.Clearnet LLC 06/29/2022 -0.00
-0.00
LCH.Clearnet LLC 06/29/2025 -0.00
-0.00
LCH.Clearnet LLC 06/30/2022 -0.00
LCH.Clearnet LLC 05/21/2041 -0.00
-0.00
-0.00
CASH & EQUIVALENTS 0.00 -0.00
-0.00
-0.00
-0.00
-0.00
-0.00
-0.01
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LCH.Clearnet LLC 06/18/2022 -0.01
-0.01
-0.01
Morgan Stanley & Co International P 08/19/2020 -0.01
-0.01
CME Group Inc 06/09/2021 -0.01
LCH.Clearnet LLC 06/15/2022 -0.01
-0.01
LCH.Clearnet LLC 06/04/2021 -0.01
Goldman Sachs International 08/26/2020 -0.01
LCH.Clearnet LLC 12/12/2029 -0.01
-0.01
-0.01
CME Group Inc 05/19/2021 -0.01
-0.01
-0.01
-0.01
-0.01
JPMorgan Chase Bank NA 5.00 12/20/2022 -0.01
JPMorgan Chase Bank NA 08/19/2020 -0.02
Goldman Sachs Bank USA/New York NY 06/11/2021 -0.02
-0.02
JPMorgan Chase Bank NA 05/17/2021 -0.02
-0.02
-0.02
-0.02
-0.02
-0.02
-0.03
-0.03
CME Group Inc 01/04/2021 -0.03
-0.03
CME Group Inc 01/04/2021 -0.03
-0.04
-0.04
CME Group Inc 01/04/2021 -0.04
-0.04
-0.05
CME Group Inc 01/04/2021 -0.05
-0.07
-0.07
-0.09
-0.10
LCH.Clearnet LLC 06/12/2050 -0.13
-0.18
-0.25
-0.27