Invesco Global Strategic Income Fund
as of 06/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
CASH & EQUIVALENTS
0.00
10.24
China Development Bank
3.30
03/03/2026
5.47
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2029
4.61
Invesco Global Strategic Income Fun
4.16
Brazil Notas do Tesouro Nacional Se
6.00
08/15/2026
2.20
Invesco Senior Loan ETF
1.84
Republic of South Africa Government
8.50
01/31/2037
1.55
Mexican Bonos
7.75
05/29/2031
1.24
Argentina Treasury Bond BONCER
1.40
03/25/2023
1.14
Republic of Poland Government Bond
1.75
04/25/2032
1.13
Invesco Treasury Portfolio
1.03
Republic of South Africa Government
8.00
01/31/2030
0.97
Invesco Government & Agency Portfol
0.91
Colombian TES
7.75
09/18/2030
0.87
NOK/EUR CFWD2022825
08/25/2022
0.75
Taurus 2018-1 IT SRL
1.00
05/18/2030
0.74
Colombian TES
7.00
06/30/2032
0.70
INVESCO LIQUID ASSET CASH MF
0.65
China Government Bond
3.53
10/18/2051
0.61
Ford Motor Credit Co LLC
5.12
06/16/2025
0.59
Republic of South Africa Government
8.88
02/28/2035
0.58
Argentina Treasury Bond BONCER
2.00
11/09/2026
0.57
Argentina Treasury Bond BONCER
1.50
03/25/2024
0.55
Petroleos Mexicanos
6.50
03/13/2027
0.54
Bonos de la Tesoreria de la Republi
2.80
10/01/2033
0.53
British Telecommunications PLC
4.25
11/23/2081
0.52
Corp Andina de Fomento
6.82
02/22/2031
0.51
New Zealand Government Bond
2.75
05/15/2051
0.51
Mexico Remittances Funding Fiduciar
4.88
01/15/2028
0.51
Arconic Corp
6.12
02/15/2028
0.50
Kraft Heinz Foods Co
5.20
07/15/2045
0.49
Sempra Energy
4.12
04/01/2052
0.48
Republic of South Africa Government
8.25
03/31/2032
0.48
Morgan Stanley Capital Services LLC
06/07/2023
0.46
USD/BRL CFWD202275
07/05/2022
0.45
UBS Group AG
7.00
12/31/2099
0.44
Colombian TES
7.25
10/26/2050
0.44
Dell International LLC / EMC Corp
6.20
07/15/2030
0.43
Hawksmoor Mortgage Funding 2019-1 P
4.15
05/25/2053
0.43
Charles Schwab Corp/The
5.38
12/31/2099
0.42
Eurosail-UK 2007-2np PLC
0.52
03/13/2045
0.42
Indonesia Asahan Aluminium Persero
4.75
05/15/2025
0.41
Southern Co/The
4.00
01/15/2051
0.41
Marriott International Inc/MD
3.50
10/15/2032
0.41
Plains All American Pipeline LP / P
4.50
12/15/2026
0.40
Boeing Co/The
4.51
05/01/2023
0.39
Melco Resorts Finance Ltd
4.88
06/06/2025
0.39
Magallanes Inc
3.43
03/15/2024
0.39
Credit Suisse Group AG
6.25
12/29/2049
0.38
Bancolombia SA
4.88
10/18/2027
0.38
Australia Government Bond
1.00
02/21/2050
0.38
Oman Government International Bond
4.75
06/15/2026
0.37
Freddie Mac STACR REMIC Trust 2022-
3.80
04/25/2042
0.37
Skandinaviska Enskilda Banken AB
5.12
12/31/2099
0.37
JPMorgan Chase & Co
3.65
12/31/2059
0.37
Alba 2007-1 PLC
2.09
03/17/2039
0.37
ING Groep NV
5.75
12/31/2059
0.37
First Quantum Minerals Ltd
6.88
10/15/2027
0.36
Petroleos Mexicanos
8.75
06/02/2029
0.36
Standard Chartered PLC
7.75
12/31/2049
0.36
Gatwick Airport Finance PLC
4.38
04/07/2026
0.36
Cooperatieve Rabobank UA
4.38
12/31/2099
0.35
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.35
Mercury Chile Holdco LLC
6.50
01/24/2027
0.35
Becton Dickinson and Co
3.79
05/20/2050
0.34
Bank Tabungan Negara Persero Tbk PT
4.20
01/23/2025
0.34
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.33
Morgan Stanley Reremic Trust
6.00
11/26/2036
0.33
Freddie Mac STACR REMIC Trust 2022-
2.90
04/25/2042
0.33
Freeport-McMoRan Inc
4.62
08/01/2030
0.33
Eurosail 2006-2bl PLC
4.85
12/15/2044
0.33
Uber Technologies Inc Conv Bnd
0.00
12/15/2025
0.32
Hellenic Republic Government Bond
1.88
01/24/2052
0.32
Vodafone Group PLC
3.25
06/04/2081
0.32
TotalEnergies Capital International
3.13
05/29/2050
0.32
Santander Retail Auto Lease Trust 2
2.39
11/20/2023
0.31
Prosil Acquisition SA
1.55
10/31/2039
0.31
Omnicare Inc
4.75
12/01/2022
0.30
ING Groep NV
6.50
12/31/2049
0.30
American Airlines Inc/AAdvantage Lo
5.50
04/20/2026
0.29
Electricite de France SA
5.38
12/31/2049
0.29
Eurosail 2006-2bl PLC
0.52
12/15/2044
0.29
Morgan Stanley Capital Services LLC
12/07/2022
0.28
Barclays PLC
7.25
12/31/2049
0.28
RUB/USD CFWD2022916
09/16/2022
0.28
Hawksmoor Mortgage Funding 2019-1 P
4.15
05/25/2053
0.28
Southern Co/The
3.75
09/15/2051
0.27
Indofood CBP Sukses Makmur Tbk PT
4.75
06/09/2051
0.27
Eurosail 2006-4np PLC
4.54
12/10/2044
0.26
Schweitzer-Mauduit International In
6.88
10/01/2026
0.26
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.26
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.26
KBC Group NV
4.25
12/31/2049
0.26
Carnival Corp
10.50
02/01/2026
0.25
BPCE SA
1.50
01/13/2042
0.25
Great Hall Mortgages No 1 PLC
3.58
06/18/2039
0.25
DNB Bank ASA
4.88
12/31/2059
0.25
WRKCo Inc
3.00
06/15/2033
0.25
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2055
0.25
Fannie Mae Connecticut Avenue Secur
3.72
03/25/2031
0.24
Alcoa Nederland Holding BV
6.12
05/15/2028
0.24
UBS Group AG
5.12
12/31/2099
0.24
Societe Generale SA
4.75
12/31/2099
0.24
America Movil SAB de CV
5.38
04/04/2032
0.24
Cikarang Listrindo Tbk PT
4.95
09/14/2026
0.23
Swiss Re Finance Luxembourg SA
5.00
04/02/2049
0.23
FREMF 2016-K54 Mortgage Trust
4.19
04/25/2048
0.23
CHS/Community Health Systems Inc
8.00
03/15/2026
0.22
Fondo MIVIVIENDA SA
4.62
04/12/2027
0.22
CME Group Inc
03/11/2026
0.22
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.21
JPMorgan Chase Bank NA
05/26/2025
0.21
Telefonica Europe BV
4.38
12/31/2049
0.21
CCO Holdings LLC / CCO Holdings Cap
4.75
03/01/2030
0.21
HSBC Holdings PLC
5.25
12/29/2049
0.20
Citigroup Inc
3.88
12/31/2099
0.20
Muthoot Finance Ltd
4.40
09/02/2023
0.20
Ludgate Funding PLC
1.28
01/01/2061
0.20
Perusahaan Perseroan Persero PT Per
4.12
05/15/2027
0.20
Repsol International Finance BV
3.75
12/31/2099
0.20
Argentina Treasury Bond BONCER
4.00
04/27/2025
0.19
Bausch Health Cos Inc
5.25
02/15/2031
0.19
JSW Steel Ltd
3.95
04/05/2027
0.19
Colombia Government International B
4.12
02/22/2042
0.19
USD/COP CFWD2022921
09/21/2022
0.19
Reliance Industries Ltd
4.88
02/10/2045
0.19
GMR Hyderabad International Airport
5.38
04/10/2024
0.19
CME Group Inc
05/29/2031
0.19
Transcanada Trust
5.88
08/15/2076
0.19
Banco Santander SA
4.38
12/31/2099
0.19
CVS Health Corp
5.05
03/25/2048
0.19
Universal Health Services Inc
2.65
10/15/2030
0.19
Sensata Technologies BV
4.88
10/15/2023
0.18
Prudential PLC
4.88
12/31/2059
0.18
Credit Suisse Group AG
7.50
12/31/2049
0.18
Bayer AG
2.38
11/12/2079
0.18
Swedbank AB
5.62
12/31/2059
0.18
NatWest Group PLC
6.00
12/31/2059
0.18
Freddie Mac Structured Agency Credi
3.33
02/25/2042
0.18
AT&T Inc
2.88
12/31/2099
0.18
United Airlines Inc
4.38
04/15/2026
0.18
Telefonica Europe BV
2.88
12/31/2099
0.18
Jabil Inc
3.00
01/15/2031
0.17
Oil & Natural Gas Corp Ltd
3.38
12/05/2029
0.17
American Credit Acceptance Receivab
3.41
06/12/2025
0.17
Braskem Idesa SAPI
7.45
11/15/2029
0.17
Deutsche Lufthansa AG
4.38
08/12/2075
0.17
Oman Government International Bond
6.75
01/17/2048
0.17
Danske Bank A/S
7.00
12/31/2099
0.17
Camelot Finance SA
4.50
11/01/2026
0.17
MGM China Holdings Ltd
5.38
05/15/2024
0.17
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.17
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.17
FedEx Corp
4.05
02/15/2048
0.16
HTA Group Ltd/Mauritius
7.00
12/18/2025
0.16
Adani Electricity Mumbai Ltd
3.95
02/12/2030
0.16
Dufry One BV
2.00
02/15/2027
0.16
International Finance Corp
0.00
03/23/2038
0.16
Kenbourne Invest SA
4.70
01/22/2028
0.16
Takeda Pharmaceutical Co Ltd
3.17
07/09/2050
0.16
Malaysia Government Bond
4.76
04/07/2037
0.15
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.15
USD/ZAR CFWD2022830
08/30/2022
0.15
Crown Castle International Corp
3.25
01/15/2051
0.15
TMF TRUST COMPANY (ARGENTINA) S.A.
0.15
Perusahaan Perseroan Persero PT Per
4.38
02/05/2050
0.15
Alba 2007-1 PLC
4.14
03/17/2039
0.15
JBS USA LUX SA / JBS USA Food Co /
5.12
02/01/2028
0.14
Aethon United BR LP / Aethon United
8.25
02/15/2026
0.14
CPI Property Group SA
4.88
12/31/2049
0.14
NatWest Group PLC
5.12
12/31/2059
0.14
Expedia Group Inc
2.95
03/15/2031
0.14
Credit Agricole SA
7.50
12/31/2049
0.14
Ecopetrol SA
4.62
11/02/2031
0.14
NatWest Group PLC
4.50
12/31/2049
0.14
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.14
Seagate HDD Cayman
4.12
01/15/2031
0.14
MGM China Holdings Ltd
5.88
05/15/2026
0.14
HSBC Holdings PLC
6.00
12/31/2049
0.13
Eurohome UK Mortgages 2007-2 plc
3.00
09/15/2044
0.13
Schweitzer-Mauduit International In
5.44
04/20/2028
0.13
Petroleos Mexicanos
6.95
01/28/2060
0.13
BP Capital Markets PLC
4.88
12/31/2049
0.13
Carmax Auto Owner Trust 2019-3
2.85
01/15/2026
0.13
Kingdom of Belgium Government Bond
1.70
06/22/2050
0.13
Colombian TES
9.25
05/28/2042
0.12
Fannie Mae Connecticut Avenue Secur
4.47
11/25/2029
0.12
Ivory Coast Government Internationa
4.88
01/30/2032
0.12
KBC Group NV
4.75
12/31/2049
0.12
BNP Paribas SA
7.38
12/31/2049
0.12
T-Mobile USA Inc
4.75
02/01/2028
0.12
Nemak SAB de CV
3.62
06/28/2031
0.12
Sasol Financing USA LLC
4.38
09/18/2026
0.12
Cemex SAB de CV
5.12
12/31/2049
0.12
Wynn Macau Ltd
4.88
10/01/2024
0.12
Stillwater Mining Co
4.00
11/16/2026
0.12
T-Mobile USA Inc
3.38
04/15/2029
0.12
Development Bank of Kazakhstan JSC
5.75
05/12/2025
0.12
Egypt Government International Bond
7.62
05/29/2032
0.12
Romanian Government International B
2.00
04/14/2033
0.11
JPMorgan Chase Bank NA
06/12/2023
0.11
Crowdstrike Holdings Inc
3.00
02/15/2029
0.11
Eurohome UK Mortgages 2007 -1 PLC
2.50
06/15/2044
0.11
Ivory Coast Government Internationa
5.38
07/23/2024
0.11
Plains All American Pipeline LP / P
3.80
09/15/2030
0.11
Group 1 Automotive Inc
4.00
08/15/2028
0.11
Lusitano Mortgages No 5 PLC
0.51
07/15/2059
0.11
Lamar Media Corp
4.00
02/15/2030
0.11
EnPro Industries Inc
5.75
10/15/2026
0.11
Nationwide Building Society
5.75
12/31/2099
0.11
Allison Transmission Inc
3.75
01/30/2031
0.11
CCO Holdings LLC / CCO Holdings Cap
4.50
05/01/2032
0.11
SS&C Technologies Inc
5.50
09/30/2027
0.11
Carriage Services Inc
4.25
05/15/2029
0.11
M&G PLC
6.50
10/20/2048
0.11
JPMorgan Chase Bank NA
04/21/2023
0.10
IM Pastor 4 FTA
0.00
03/22/2044
0.10
Cox Communications Inc
2.95
10/01/2050
0.10
Credit Agricole SA
8.12
12/31/2049
0.10
Banco Mercantil del Norte SA/Grand
8.38
12/31/2049
0.10
CaixaBank SA
5.25
12/31/2099
0.10
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.10
Dominican Republic International Bo
4.88
09/23/2032
0.10
iStar Inc
4.75
10/01/2024
0.10
abrdn plc
4.25
06/30/2028
0.10
Electricite de France SA
5.25
12/31/2049
0.10
Mattel Inc
6.20
10/01/2040
0.10
Credit Agricole SA
6.88
12/31/2099
0.09
Sirius XM Radio Inc
3.12
09/01/2026
0.09
Societe Generale SA
7.38
12/31/2099
0.09
Sonic Automotive Inc
4.62
11/15/2029
0.09
Connecticut Avenue Securities Trust
4.03
03/25/2042
0.09
Lamar Media Corp
4.88
01/15/2029
0.09
CaixaBank SA
5.88
12/31/2099
0.09
Braskem Idesa SAPI
6.99
02/20/2032
0.09
Iliad Holding SASU
7.00
10/15/2028
0.09
Alba 2006-2 PLC
4.13
12/15/2038
0.09
SBA Communications Corp
3.88
02/15/2027
0.09
Crestwood Midstream Partners LP / C
8.00
04/01/2029
0.09
Muang Thai Life Assurance PCL
3.55
01/27/2037
0.09
Klabin Austria GmbH
7.00
04/03/2049
0.09
HSBC Holdings PLC
6.50
12/31/2099
0.09
GC Treasury Center Co Ltd
4.40
03/30/2032
0.09
CT Trust
5.12
02/03/2032
0.09
Barclays PLC
6.38
12/31/2099
0.09
Earthstone Energy Holdings LLC
8.00
04/15/2027
0.09
Banco Santander SA
4.12
12/31/2049
0.09
Fortress Transportation and Infrast
5.50
05/01/2028
0.09
Viatris Inc
3.85
06/22/2040
0.09
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.09
Egypt Government International Bond
4.75
04/16/2026
0.09
Mattel Inc
5.45
11/01/2041
0.09
Accor SA
4.38
12/31/2099
0.09
AES Andes SA
6.35
10/07/2079
0.09
CSN Inova Ventures
6.75
01/28/2028
0.09
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.09
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.09
Egypt Government International Bond
8.50
01/31/2047
0.09
Nigeria Government International Bo
7.88
02/16/2032
0.09
Level 3 Financing Inc
3.75
07/15/2029
0.09
International Consolidated Airlines
2.75
03/25/2025
0.09
Centene Corp
4.25
12/15/2027
0.09
Prestige Brands Inc
3.75
04/01/2031
0.08
Match Group Holdings II LLC
4.62
06/01/2028
0.08
Braskem Netherlands Finance BV
4.50
01/31/2030
0.08
Erste Group Bank AG
4.25
12/31/2099
0.08
Cable Onda SA
4.50
01/30/2030
0.08
Volkswagen International Finance NV
4.62
12/31/2059
0.08
Guatemala Government Bond
3.70
10/07/2033
0.08
Banco Mercantil del Norte SA/Grand
5.88
12/31/2049
0.08
ING Groep NV
6.75
12/31/2099
0.08
Tenet Healthcare Corp
4.88
01/01/2026
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.08
Alpek SAB de CV
3.25
02/25/2031
0.08
Goldman Sachs International
09/23/2022
0.08
Ford Motor Credit Co LLC
5.11
05/03/2029
0.08
WMG Acquisition Corp
3.75
12/01/2029
0.08
Bahamas Government International Bo
9.00
06/16/2029
0.08
Nigeria Government International Bo
8.38
03/24/2029
0.08
Angolan Government International Bo
8.75
04/14/2032
0.08
Suzano Austria GmbH
2.50
09/15/2028
0.08
Pertamina Persero PT
4.17
01/21/2050
0.08
Adani Electricity Mumbai Ltd
3.87
07/22/2031
0.08
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2049
0.08
African Development Bank
0.00
01/17/2050
0.08
International Consolidated Airlines
1.50
07/04/2027
0.08
Nigeria Government International Bo
6.50
11/28/2027
0.08
HCA Inc
4.12
06/15/2029
0.07
Gray Escrow II Inc
5.38
11/15/2031
0.07
OCP SA
3.75
06/23/2031
0.07
CSC Holdings LLC
5.75
01/15/2030
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
CHS/Community Health Systems Inc
8.00
12/15/2027
0.07
LCH.Clearnet LLC
07/15/2031
0.07
USD/CLP CFWD2022921
09/21/2022
0.07
Gap Inc/The
3.62
10/01/2029
0.07
Vodafone Group PLC
4.12
06/04/2081
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
Sunoco LP / Sunoco Finance Corp
5.88
03/15/2028
0.07
Hess Midstream Operations LP
5.62
02/15/2026
0.07
Clearway Energy Operating LLC
4.75
03/15/2028
0.07
JB Poindexter & Co Inc
7.12
04/15/2026
0.07
Terminix Co LLC/The
7.45
08/15/2027
0.07
United Natural Foods Inc
4.89
10/22/2025
0.07
Iraq International Bond
5.80
01/15/2028
0.07
Petroleos Mexicanos
7.69
01/23/2050
0.07
Apache Corp
7.75
12/15/2029
0.07
LCH.Clearnet LLC
01/27/2031
0.07
Mastr Asset Backed Securities Trust
1.72
08/25/2036
0.07
Asbury Automotive Group Inc
4.62
11/15/2029
0.07
LCH.Clearnet LLC
01/29/2031
0.07
Centene Corp
4.62
12/15/2029
0.07
Ecuador Government International Bo
5.00
07/31/2030
0.07
LCH.Clearnet LLC
02/17/2027
0.07
OneMain Finance Corp
6.88
03/15/2025
0.07
LCH.Clearnet LLC
02/11/2031
0.06
Heimstaden Bostad AB
3.38
12/31/2049
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
LCH.Clearnet LLC
06/09/2033
0.06
JBS USA LUX SA / JBS USA Food Co /
5.75
04/01/2033
0.06
Melco Resorts Finance Ltd
5.75
07/21/2028
0.06
USA Compression Partners LP / USA C
6.88
09/01/2027
0.06
RHP Hotel Properties LP / RHP Finan
4.75
10/15/2027
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Altice France SA/France
8.12
02/01/2027
0.06
American Builders & Contractors Sup
4.00
01/15/2028
0.06
Scientific Games Holdings LP/Scient
6.62
03/01/2030
0.06
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.06
Callon Petroleum Co
8.00
08/01/2028
0.06
Delek Logistics Partners LP / Delek
7.12
06/01/2028
0.06
Clarivate Science Holdings Corp
4.88
07/01/2029
0.06
Gartner Inc
4.50
07/01/2028
0.06
United States International Develop
3.13
04/15/2028
0.06
Dominican Republic International Bo
5.30
01/21/2041
0.06
CSC Holdings LLC
5.50
04/15/2027
0.06
Egypt Government International Bond
8.88
05/29/2050
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
CTR Partnership LP / CareTrust Capi
3.88
06/30/2028
0.06
Guatemala Government Bond
4.90
06/01/2030
0.06
Great Lakes Dredge & Dock Corp
5.25
06/01/2029
0.06
Sprint Capital Corp
8.75
03/15/2032
0.06
EnerSys
4.38
12/15/2027
0.06
Endo Luxembourg Finance Co I Sarl
6.69
03/27/2028
0.06
JPMorgan Chase Bank NA
02/21/2023
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Lithia Motors Inc
3.88
06/01/2029
0.06
NGL Energy Partners LP / NGL Energy
7.50
04/15/2026
0.06
USD/EUR CFWD2022830
08/30/2022
0.06
EnerSys
5.00
04/30/2023
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Everi Holdings Inc
5.00
07/15/2029
0.06
VZ Secured Financing BV
5.00
01/15/2032
0.06
Encompass Health Corp
4.50
02/01/2028
0.06
Calpine Corp
3.75
03/01/2031
0.06
Papa John's International Inc
3.88
09/15/2029
0.06
Midwest Gaming Borrower LLC / Midwe
4.88
05/01/2029
0.06
Nabors Industries Inc
7.38
05/15/2027
0.06
Clydesdale Acquisition Holdings Inc
6.62
04/15/2029
0.06
Valvoline Inc
3.62
06/15/2031
0.06
NESCO Holdings II Inc
5.50
04/15/2029
0.06
Howard Midstream Energy Partners LL
6.75
01/15/2027
0.06
SunCoke Energy Inc
4.88
06/30/2029
0.06
Mueller Water Products Inc
4.00
06/15/2029
0.06
Select Medical Corp
6.25
08/15/2026
0.06
Jane Street Group / JSG Finance Inc
4.50
11/15/2029
0.05
Entegris Escrow Corp
4.75
04/15/2029
0.05
Network i2i Ltd
5.65
12/31/2099
0.05
Intrado Corp
5.38
07/15/2022
0.05
EQM Midstream Partners LP
6.50
07/01/2027
0.05
Dun & Bradstreet Corp/The
4.27
02/06/2026
0.05
Entegris Escrow Corp
5.95
06/15/2030
0.05
1011778 BC ULC / New Red Finance In
4.00
10/15/2030
0.05
PetSmart LLC
4.50
02/11/2028
0.05
Scripps Escrow II Inc
3.88
01/15/2029
0.05
OneMain Finance Corp
7.12
03/15/2026
0.05
Holly Energy Partners LP / Holly En
6.38
04/15/2027
0.05
Macy's Retail Holdings LLC
5.88
04/01/2029
0.05
Twilio Inc
3.62
03/15/2029
0.05
Yum! Brands Inc
5.38
04/01/2032
0.05
Rayonier AM Products Inc
7.62
01/15/2026
0.05
Rockies Express Pipeline LLC
4.80
05/15/2030
0.05
Mohegan Gaming & Entertainment
8.00
02/01/2026
0.05
Kontoor Brands Inc
4.12
11/15/2029
0.05
FirstCash Inc
5.62
01/01/2030
0.05
USD/MXN CFWD2022830
08/30/2022
0.05
NGL Energy Operating LLC / NGL Ener
7.50
02/01/2026
0.05
Precision Drilling Corp
6.88
01/15/2029
0.05
USD/BRL CFWD202275
07/05/2022
0.05
Credit Agricole SA
4.00
12/31/2049
0.05
IRB Holding Corp
4.24
12/15/2027
0.05
Network i2i Ltd
3.98
12/31/2049
0.05
Fannie Mae Connecticut Avenue Secur
4.02
05/25/2030
0.05
Service Properties Trust
4.38
02/15/2030
0.05
Novelis Corp
4.75
01/30/2030
0.05
Lamar Media Corp
3.62
01/15/2031
0.05
HCA Inc
5.38
02/01/2025
0.05
Ford Motor Co
3.25
02/12/2032
0.05
Hudbay Minerals Inc
6.12
04/01/2029
0.05
Vistra Operations Co LLC
4.38
05/01/2029
0.05
HCA Inc
5.62
09/01/2028
0.05
USD/CAD CFWD2022830
08/30/2022
0.05
USD/NOK CFWD2022830
08/30/2022
0.05
FREMF 2017-K62 Mortgage Trust
4.01
01/25/2050
0.05
Sirius XM Radio Inc
4.00
07/15/2028
0.05
Wynn Resorts Finance LLC / Wynn Res
5.12
10/01/2029
0.05
Lumen Technologies Inc
7.60
09/15/2039
0.05
Vistra Operations Co LLC
5.00
07/31/2027
0.05
JPMorgan Chase Bank NA
02/16/2023
0.04
USD/EUR CFWD2022830
08/30/2022
0.04
CCO Holdings LLC / CCO Holdings Cap
5.00
02/01/2028
0.04
USD/PLN CFWD2022830
08/30/2022
0.04
Valaris Ltd
8.25
04/30/2028
0.04
Navient Corp
6.12
03/25/2024
0.04
USD/MXN CFWD2022830
08/30/2022
0.04
USD/EUR CFWD2022830
08/30/2022
0.04
USD/AUD CFWD2022830
08/30/2022
0.04
Ecuador Government International Bo
0.00
07/31/2030
0.04
Hilcorp Energy I LP / Hilcorp Finan
6.25
04/15/2032
0.04
Rockies Express Pipeline LLC
6.88
04/15/2040
0.04
Hilcorp Energy I LP / Hilcorp Finan
6.00
04/15/2030
0.04
Marriott International Inc/MD
4.62
06/15/2030
0.04
LCH.Clearnet LLC
03/07/2032
0.04
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.04
Bank of America NA
02/22/2023
0.04
Netflix Inc
5.38
11/15/2029
0.04
Netflix Inc
5.88
11/15/2028
0.04
USD/ZAR CFWD2022830
08/30/2022
0.04
Virgin Media Secured Finance PLC
5.50
05/15/2029
0.04
Morgan Stanley Bank of America Merr
5.02
02/15/2047
0.04
Occidental Petroleum Corp
6.12
01/01/2031
0.04
Klabin Austria GmbH
5.75
04/03/2029
0.04
LCH.Clearnet LLC
03/07/2032
0.04
Morgan Stanley Capital Services LLC
10/27/2022
0.04
Targa Resources Partners LP / Targa
5.00
01/15/2028
0.04
Diversified Healthcare Trust
9.75
06/15/2025
0.04
CME Group Inc
03/06/2025
0.04
DT AUTO OWNER TRUST DTAOT_19-2A
3.48
02/18/2025
0.04
Navient Corp
5.00
03/15/2027
0.04
Occidental Petroleum Corp
6.20
03/15/2040
0.04
Ford Motor Credit Co LLC
4.39
01/08/2026
0.04
USD/SEK CFWD2022830
08/30/2022
0.04
USD/PLN CFWD2022830
08/30/2022
0.03
LCM Investments Holdings II LLC
4.88
05/01/2029
0.03
Connecticut Avenue Securities Trust
4.02
04/25/2031
0.03
Altice France SA/France
5.12
07/15/2029
0.03
Dominican Republic International Bo
4.50
01/30/2030
0.03
USD/SEK CFWD2022729
07/29/2022
0.03
USD/ZAR CFWD2022711
07/11/2022
0.03
CHS/Community Health Systems Inc
5.25
05/15/2030
0.03
Santander Retail Auto Lease Trust 2
2.77
08/21/2023
0.03
LCH.Clearnet LLC
12/09/2032
0.03
Altice France SA/France
5.50
10/15/2029
0.03
Navient Corp
5.88
10/25/2024
0.03
NMG Holding Co Inc / Neiman Marcus
7.12
04/01/2026
0.03
Sensata Technologies BV
4.00
04/15/2029
0.03
Citigroup Commercial Mortgage Trust
1.22
10/12/2050
0.03
USD/EUR CFWD2022830
08/30/2022
0.03
Intercontinental Exchange Inc
1.00
06/20/2027
0.03
USD/GBP CFWD2022830
08/30/2022
0.03
USD/ZAR CFWD2022830
08/30/2022
0.03
Diversified Healthcare Trust
4.75
05/01/2024
0.03
Navient Corp
6.75
06/25/2025
0.03
Gartner Inc
3.62
06/15/2029
0.03
CSC Holdings LLC
4.50
11/15/2031
0.03
Macy's Retail Holdings LLC
4.50
12/15/2034
0.03
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.03
Citigroup Mortgage Loan Trust Inc
2.82
05/25/2035
0.03
HCA Inc
5.88
02/01/2029
0.03
OneMain Finance Corp
3.88
09/15/2028
0.03
Genesis Energy LP / Genesis Energy
8.00
01/15/2027
0.03
Medline Borrower LP
3.88
04/01/2029
0.03
YPF SA
0.03
USD/ZAR CFWD2022830
08/30/2022
0.03
Morgan Stanley Capital Services LLC
12/07/2022
0.03
PetSmart Inc / PetSmart Finance Cor
4.75
02/15/2028
0.03
Ford Motor Co
4.75
01/15/2043
0.03
Bausch Health Cos Inc
4.88
06/01/2028
0.03
USD/GBP CFWD2022830
08/30/2022
0.03
Ford Motor Credit Co LLC
3.38
11/13/2025
0.03
Occidental Petroleum Corp
6.95
07/01/2024
0.02
Cogent Communications Group Inc
7.00
06/15/2027
0.02
LCH.Clearnet LLC
01/17/2027
0.02
USD/GBP CFWD2022830
08/30/2022
0.02
RR Donnelley & Sons Co
8.25
07/01/2027
0.02
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.02
EQM Midstream Partners LP
4.75
01/15/2031
0.02
Valaris Ltd
8.25
04/30/2028
0.02
iStar Inc
5.50
02/15/2026
0.02
Vistra Operations Co LLC
5.62
02/15/2027
0.02
Rockies Express Pipeline LLC
4.95
07/15/2029
0.02
LCH.Clearnet LLC
10/11/2026
0.02
USD/GBP CFWD2022830
08/30/2022
0.02
USD/GBP CFWD2022830
08/30/2022
0.02
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2099
0.02
Genesis Energy LP / Genesis Energy
6.50
10/01/2025
0.02
LCH.Clearnet LLC
10/19/2026
0.02
Ford Motor Credit Co LLC
4.95
05/28/2027
0.02
CHS/Community Health Systems Inc
4.75
02/15/2031
0.02
T-Mobile USA Inc
5.38
04/15/2027
0.02
Hilcorp Energy I LP / Hilcorp Finan
6.25
11/01/2028
0.02
USD/EUR CFWD2022830
08/30/2022
0.02
Virgin Media Finance PLC
5.00
07/15/2030
0.02
USD/AUD CFWD2022830
08/30/2022
0.02
USD/EUR CFWD2022830
08/30/2022
0.02
LCH.Clearnet LLC
02/24/2031
0.02
USD/NZD CFWD2022830
08/30/2022
0.02
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.02
USD/MXN CFWD2022830
08/30/2022
0.02
USD/NZD CFWD2022830
08/30/2022
0.02
LCH.Clearnet LLC
06/24/2032
0.02
USD/JPY CFWD2022830
08/30/2022
0.02
USD/CLP CFWD2022831
08/31/2022
0.02
EQM Midstream Partners LP
7.50
06/01/2027
0.02
UBS Commercial Mortgage Trust 2017-
1.12
11/15/2050
0.02
CCG Receivables Trust
3.22
09/14/2026
0.02
USD/NZD CFWD2022830
08/30/2022
0.02
Intercontinental Exchange Inc
1.00
06/20/2027
0.02
LCH.Clearnet LLC
06/23/2025
0.02
Standard Chartered Bank/New York
04/11/2024
0.02
USD/EUR CFWD2022830
08/30/2022
0.02
DISH DBS Corp
7.75
07/01/2026
0.02
Clarios Global LP
6.75
05/15/2025
0.02
Navient Corp
6.75
06/15/2026
0.02
FANNIE MAE CONNECTICUT AVENUE SECUR
3.77
09/25/2031
0.02
Morgan Stanley Capital Services LLC
10/11/2022
0.02
Diversified Healthcare Trust
4.38
03/01/2031
0.02
LCH.Clearnet LLC
06/10/2032
0.02
El Salvador Government Internationa
5.88
01/30/2025
0.02
Allison Transmission Inc
4.75
10/01/2027
0.02
CCO Holdings LLC / CCO Holdings Cap
4.25
01/15/2034
0.02
CSC Holdings LLC
5.88
09/15/2022
0.02
USD/EUR CFWD2022830
08/30/2022
0.02
USD/GBP CFWD2022830
08/30/2022
0.01
JPMorgan Chase Bank NA
02/05/2024
0.01
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2027
0.01
1011778 BC ULC / New Red Finance In
3.88
01/15/2028
0.01
USD/CLP CFWD2022713
07/13/2022
0.01
Asbury Automotive Group Inc
4.50
03/01/2028
0.01
CME Group Inc
01/02/2025
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
Benchmark 2018-B1 Mortgage Trust
0.63
01/15/2051
0.01
USD/BRL CFWD202275
07/05/2022
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
Clarios Global LP / Clarios US Fina
8.50
05/15/2027
0.01
RUB/USD CFWD2022822
08/22/2022
0.01
Iliad Holding SASU
6.50
10/15/2026
0.01
Wells Fargo Commercial Mortgage Tru
1.02
12/15/2050
0.01
Genesis Energy LP / Genesis Energy
7.75
02/01/2028
0.01
LCH.Clearnet LLC
03/09/2027
0.01
Goldman Sachs International
11/23/2022
0.01
Occidental Petroleum Corp
8.50
07/15/2027
0.01
Goldman Sachs International
09/28/2022
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
Bank of America NA
03/24/2023
0.01
Vistra Operations Co LLC
5.50
09/01/2026
0.01
RUB/USD CFWD2023227
02/27/2023
0.01
Targa Resources Partners LP / Targa
6.50
07/15/2027
0.01
CLAIRES HOLDINGS LLC
0.01
HCA Inc
5.88
02/15/2026
0.01
Targa Resources Partners LP / Targa
5.50
03/01/2030
0.01
USD/GBP CFWD2022830
08/30/2022
0.01
Targa Resources Partners LP / Targa
4.88
02/01/2031
0.01
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
Sunoco LP / Sunoco Finance Corp
6.00
04/15/2027
0.01
Dun & Bradstreet Corp/The
5.00
12/15/2029
0.01
Fannie Mae REMICS
18.25
06/25/2036
0.01
Bank of America NA
03/16/2024
0.01
Bank of America NA
09/28/2022
0.01
USD/BRL CFWD20221014
10/14/2022
0.01
Fannie Mae REMICS
18.61
03/25/2036
0.01
LCH.Clearnet LLC
03/09/2024
0.01
USD/GBP CFWD2022830
08/30/2022
0.01
USD/BRL CFWD202282
08/02/2022
0.01
USD/PLN CFWD2022830
08/30/2022
0.01
USD/JPY CFWD2022830
08/30/2022
0.01
DISH Network Corp Conv Bnd
3.38
08/15/2026
0.01
Bank of America NA
10/31/2022
0.01
Claire's Stores Inc
8.17
12/18/2026
0.01
LCH.Clearnet LLC
05/24/2024
0.01
Sprint Corp
7.62
03/01/2026
0.01
Vistra Corp
7.00
12/31/2059
0.01
CSC Holdings LLC
5.00
11/15/2031
0.01
LCH.Clearnet LLC
05/26/2024
0.01
RUB/USD CFWD2022822
08/22/2022
0.01
Murray Energy Corp
0.01
Goldman Sachs International
12/12/2022
0.01
Morgan Stanley Capital I 2017-HR2
0.92
12/15/2050
0.01
Freddie Mac REMICS
19.90
08/15/2035
0.01
CD 2017-CD6 Mortgage Trust
1.06
11/13/2050
0.01
JPMorgan Chase Bank NA
1.00
06/20/2027
0.01
Fannie Mae Grantor Trust 2001-T10
0.38
12/25/2041
0.01
CSC Holdings LLC
4.62
12/01/2030
0.01
Hellenic Republic Government Bond
0.00
10/15/2042
0.01
Sensata Technologies BV
5.62
11/01/2024
0.01
USD/CAD CFWD2022830
08/30/2022
0.01
LCH.Clearnet LLC
09/15/2052
0.01
USD/ZAR CFWD2022830
08/30/2022
0.01
USD/NOK CFWD2022830
08/30/2022
0.01
Connecticut Avenue Securities Trust
3.92
08/25/2031
0.01
Roller Bearing Co of America Inc
4.38
10/15/2029
0.01
USD/AUD CFWD2022830
08/30/2022
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
USD/AUD CFWD2022830
08/30/2022
0.01
Fannie Mae REMICS
6.00
01/25/2032
0.01
USD/GBP CFWD2022830
08/30/2022
0.01
Citigroup Mortgage Loan Trust 2006-
3.15
10/25/2035
0.01
USD/EUR CFWD2022830
08/30/2022
0.01
Fannie Mae REMICS
4.00
04/25/2041
0.01
JPMorgan Chase Bank NA
07/17/2023
0.01
Fannie Mae REMICS
4.92
06/25/2037
0.01
BRL/USD CFWD202275
07/05/2022
0.01
New Enterprise Stone & Lime Co Inc
5.25
07/15/2028
0.01
LCH.Clearnet LLC
04/18/2025
0.01
Bank of America NA
12/05/2022
0.01
USD/BRL CFWD202282
08/02/2022
0.01
Bank of America NA
03/24/2023
0.01
Morgan Stanley Capital Services LLC
09/01/2022
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
International Finance Corp
0.00
02/15/2029
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Fannie Mae REMICS
2.56
06/25/2037
0.00
Precision Drilling Corp
7.12
01/15/2026
0.00
CCG Receivables Trust
3.57
09/14/2026
0.00
Dana Inc
5.38
11/15/2027
0.00
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.00
Government National Mortgage Associ
5.14
04/16/2041
0.00
RUB/USD CFWD2023222
02/22/2023
0.00
LCH.Clearnet LLC
05/13/2024
0.00
Freddie Mac REMICS
3.50
05/15/2032
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Fannie Mae REMICS
2.12
12/25/2032
0.00
RUB/USD CFWD2023217
02/17/2023
0.00
LCH.Clearnet LLC
05/13/2024
0.00
LCH.Clearnet LLC
06/09/2025
0.00
USD/BRL CFWD202275
07/05/2022
0.00
Fannie Mae REMICS
5.08
05/25/2035
0.00
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.00
LCH.Clearnet LLC
09/21/2024
0.00
Fannie Mae REMICS
2.62
04/25/2032
0.00
Goldman Sachs International
09/09/2022
0.00
0.00
Fannie Mae Interest Strip
6.50
06/25/2031
0.00
Goldman Sachs International
11/17/2022
0.00
Freddie Mac REMICS
2.32
02/15/2032
0.00
Freddie Mac REMICS
2.32
03/15/2032
0.00
CNY/USD CFWD2022830
08/30/2022
0.00
Freddie Mac REMICS
2.32
02/15/2032
0.00
BRL/USD CFWD202275
07/05/2022
0.00
Four Seasons Hotels Ltd
3.67
11/30/2023
0.00
Freddie Mac REMICS
4.00
06/15/2038
0.00
Fannie Mae REMICS
4.53
12/25/2042
0.00
Fannie Mae REMICS
6.58
01/25/2033
0.00
Government National Mortgage Associ
5.04
04/16/2037
0.00
JPMorgan Chase Bank NA
09/22/2022
0.00
GSR Mortgage Loan Trust 2005-AR4
3.57
07/25/2035
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
JP Morgan Mortgage Trust 2007-A1
2.42
07/25/2035
0.00
CLAIRES HOLDINGS LLC Pfd
0.00
Intercontinental Exchange Inc
1.00
06/20/2027
0.00
Freddie Mac REMICS
2.32
02/15/2032
0.00
Fannie Mae REMICS
5.61
09/25/2036
0.00
Freddie Mac REMICS
5.40
05/15/2035
0.00
Intercontinental Exchange Inc
1.00
06/20/2027
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Fannie Mae REMICS
7.00
03/25/2033
0.00
LCH.Clearnet LLC
05/31/2032
0.00
JPMorgan Chase Bank NA
5.00
12/20/2022
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
JPMorgan Chase Bank NA
08/22/2022
0.00
USD/GBP CFWD2022830
08/30/2022
0.00
Fannie Mae REMICS
2.10
10/18/2032
0.00
Fannie Mae REMICS
6.00
05/25/2031
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Fannie Mae REMICS
2.02
11/25/2033
0.00
Ginnie Mae I Pool
8.00
06/15/2028
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac REMICS
5.38
01/15/2035
0.00
Freddie Mac REMICS
4.83
07/15/2035
0.00
WaMu Mortgage Pass-Through Certific
2.50
10/25/2033
0.00
USD/EUR CFWD2022830
08/30/2022
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae REMICS
4.98
05/25/2035
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
USD/GBP CFWD2022830
08/30/2022
0.00
EUR/USD CFWD2022830
08/30/2022
0.00
Fannie Mae Grantor Trust 2001-T3
0.63
11/25/2040
0.00
LCH.Clearnet LLC
05/11/2024
0.00
Mcdermott International Ltd Wts
0.00
Murray Energy Corp
12.00
04/15/2024
0.00
Freddie Mac REMICS
4.75
05/15/2038
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
CME Group Inc
09/08/2032
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Bank of America NA
07/18/2022
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Intercontinental Exchange Inc
1.00
06/20/2025
0.00
Fannie Mae REMICS
6.63
05/25/2033
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Fannie Mae REMICS
5.93
10/25/2033
0.00
EUR/USD CFWD2022830
08/30/2022
0.00
Freddie Mac REMICS
5.73
10/15/2033
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Freddie Mac REMICS
5.00
09/15/2023
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
USD/BRL CFWD202282
08/02/2022
0.00
USD/CAD CFWD2022830
08/30/2022
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Mcdermott International Ltd
0.00
Goldman Sachs International
08/12/2022
0.00
Fannie Mae REMICS
2.62
04/25/2032
0.00
UBS AG
09/09/2022
0.00
CME Group Inc
05/09/2032
0.00
Fannie Mae Pool
7.50
03/01/2033
0.00
Freddie Mac REMICS
5.68
12/15/2037
0.00
Fannie Mae REMICS
6.30
11/18/2031
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
CWHEQ Revolving Home Equity Loan Tr
1.47
11/15/2036
0.00
Fannie Mae REMICS
4.93
10/25/2041
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
2.62
09/25/2032
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Bank of America NA
05/24/2025
0.00
Freddie Mac REMICS
5.40
05/15/2035
0.00
USD P THB C @34.1000 DO 33.4000
08/19/2022
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Bank of America NA
07/27/2022
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae REMICS
5.13
05/25/2035
0.00
USD/GBP CFWD2022830
08/30/2022
0.00
Party City Holdco Inc
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac REMICS
4.93
12/15/2039
0.00
JPMorgan Chase Bank NA
09/09/2022
0.00
USD/EUR CFWD2022830
08/30/2022
0.00
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.00
Fannie Mae REMICS
2.62
12/25/2032
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
BRL/USD CFWD202275
07/05/2022
0.00
McDermott - Warrants B
0.00
Fannie Mae REMICS
6.63
02/25/2033
0.00
Freddie Mac REMICS
1.97
07/15/2029
0.00
USD/EUR CFWD2022830
08/30/2022
0.00
USD/JPY CFWD2022830
08/30/2022
0.00
CWHEQ Revolving Home Equity Loan Tr
1.55
12/15/2035
0.00
McDermott - Warrants A
0.00
Fannie Mae REMICS
4.43
03/25/2035
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae REMICS
6.38
07/25/2032
0.00
USD/EUR CFWD2022830
08/30/2022
0.00
Fannie Mae REMICS
6.50
12/18/2032
0.00
Fannie Mae REMICS
7.00
07/25/2026
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
6.40
03/18/2032
0.00
UBS AG
09/06/2022
0.00
USD/GBP CFWD2022830
08/30/2022
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
4.68
04/15/2038
0.00
Fannie Mae REMICS
6.48
03/25/2032
0.00
Fannie Mae REMICS
6.38
07/25/2032
0.00
Freddie Mac REMICS
1.77
02/15/2029
0.00
COMM 2012-CCRE5 Mortgage Trust
1.65
12/10/2045
0.00
Bank of America NA
08/15/2022
0.00
Ginnie Mae I Pool
8.00
05/15/2028
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Goldman Sachs International
08/26/2021
0.00
Freddie Mac REMICS
1.82
01/15/2033
0.00
USD/BRL CFWD202282
08/02/2022
0.00
Freddie Mac Strips
7.00
04/01/2030
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Fannie Mae REMICS
6.48
04/25/2032
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Freddie Mac Strips
6.50
06/01/2031
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac REMICS
6.78
06/15/2029
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Fannie Mae REMICS
5.38
04/25/2032
0.00
Freddie Mac REMICS
6.50
01/15/2031
0.00
Fannie Mae REMICS
5.98
06/25/2026
0.00
Fannie Mae REMICS
6.18
04/25/2032
0.00
Fannie Mae REMICS
6.38
09/25/2032
0.00
Fannie Mae REMICS
6.33
01/25/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
7.00
04/15/2028
0.00
JPMorgan Chase Bank NA
07/27/2022
0.00
Freddie Mac Strips
7.00
04/01/2027
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Fannie Mae REMICS
6.50
12/18/2032
0.00
Fannie Mae REMICS
6.50
04/25/2029
0.00
Ginnie Mae I Pool
8.00
04/15/2028
0.00
BRL/USD CFWD202275
07/05/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac REMICS
4.68
03/15/2024
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Bank of America NA
07/22/2022
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
USD/MXN CFWD2022830
08/30/2022
0.00
Freddie Mac REMICS
5.43
02/15/2035
0.00
Freddie Mac REMICS
7.63
08/15/2029
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae REMICS
4.43
07/25/2038
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Sabine Oil & Gas Holdings Inc
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Fannie Mae REMICS
5.13
03/25/2035
0.00
Freddie Mac REMICS
1.50
07/15/2023
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Ginnie Mae II Pool
1.62
07/20/2027
0.00
Freddie Mac REMICS
7.00
03/15/2028
0.00
Freddie Mac REMICS
7.18
07/17/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
6.28
11/25/2031
0.00
Freddie Mac Gold Pool
6.00
10/01/2022
0.00
Fannie Mae REMICS
6.30
12/18/2031
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Freddie Mac Gold Pool
6.50
09/01/2022
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
7.00
08/01/2022
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Freddie Mac REMICS
7.18
07/17/2028
0.00
Fannie Mae Interest Strip
7.50
10/25/2023
0.00
Goldman Sachs International
07/08/2022
0.00
Goldman Sachs International
07/08/2022
0.00
Fannie Mae REMICS
5.50
06/25/2023
0.00
USD P INR C @74.0000 DO 72.0000
07/06/2022
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Morgan Stanley Capital Services LLC
07/11/2022
0.00
Fannie Mae Pool
7.00
07/01/2022
0.00
Fannie Mae REMICS
5.08
02/25/2024
0.00
Vendee Mortgage Trust 1995-3
0.00
09/15/2025
0.00
EUR/USD CFWD2022830
08/30/2022
0.00
Vendee Mortgage Trust 1992-2
0.00
09/15/2022
0.00
Deutsche Mortgage Securities Inc
2.05
07/22/2036
0.00
MOS RU-MTG TRS
5.00
08/22/2034
0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
JPMorgan Chase Bank NA
07/27/2022
-0.00
Morgan Stanley Capital Services LLC
07/07/2022
-0.00
Intercontinental Exchange Inc
1.00
06/20/2027
-0.00
USD/BRL CFWD202275
07/05/2022
-0.00
LCH.Clearnet LLC
06/10/2025
-0.00
BRL/USD CFWD202275
07/05/2022
-0.00
Intercontinental Exchange Inc
1.00
06/20/2027
-0.00
LCH.Clearnet LLC
06/13/2027
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
USD/CNY CFWD2022830
08/30/2022
-0.00
USD/BRL CFWD202275
07/05/2022
-0.00
BRL/USD CFWD202275
07/05/2022
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
SEK/USD CFWD2022830
08/30/2022
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
CME Group Inc
05/24/2032
-0.00
KRW/USD CFWD2022921
09/21/2022
-0.00
USD/CNY CFWD2022830
08/30/2022
-0.00
USD/CNY CFWD2022830
08/30/2022
-0.00
USD/CNY CFWD2022830
08/30/2022
-0.00
GBP/USD CFWD2022830
08/30/2022
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.00
CME Group Inc
05/16/2032
-0.00
USD/BRL CFWD202275
07/05/2022
-0.00
Goldman Sachs International
12/12/2022
-0.00
AUD/USD CFWD2022830
08/30/2022
-0.00
CLP/USD CFWD2022831
08/31/2022
-0.00
Goldman Sachs International
07/18/2022
-0.00
LCH.Clearnet LLC
09/21/2024
-0.00
EUR/USD CFWD2022830
08/30/2022
-0.01
COP/USD CFWD2022921
09/21/2022
-0.01
USD/BRL CFWD202275
07/05/2022
-0.01
BRL/USD CFWD202282
08/02/2022
-0.01
INR/USD CFWD2022921
09/21/2022
-0.01
BRL/USD CFWD202275
07/05/2022
-0.01
Morgan Stanley Capital Services LLC
07/20/2022
-0.01
LCH.Clearnet LLC
05/25/2027
-0.01
MXN/USD CFWD2022830
08/30/2022
-0.01
JPMorgan Chase Bank NA
09/22/2022
-0.01
CME Group Inc
09/18/2024
-0.01
EUR/USD CFWD2022830
08/30/2022
-0.01
EUR/USD CFWD2022830
08/30/2022
-0.01
MXN/USD CFWD2022830
08/30/2022
-0.01
MXN/USD CFWD2022830
08/30/2022
-0.01
USD/RUB CFWD2022916
09/16/2022
-0.01
GBP/USD CFWD2022830
08/30/2022
-0.01
GBP/USD CFWD2022830
08/30/2022
-0.01
Morgan Stanley Capital Services LLC
10/27/2022
-0.01
Intercontinental Exchange Inc
1.00
06/20/2027
-0.01
Bank of America NA
10/31/2022
-0.02
Morgan Stanley Capital Services LLC
09/01/2022
-0.02
Morgan Stanley Capital Services LLC
10/11/2022
-0.02
CME Group Inc
01/02/2029
-0.02
EUR/USD CFWD2022830
08/30/2022
-0.02
LCH.Clearnet LLC
06/24/2025
-0.02
USD/RUB CFWD2023217
02/17/2023
-0.02
LCH.Clearnet LLC
06/20/2032
-0.02
JPY/USD CFWD2022830
08/30/2022
-0.02
JPMorgan Chase Bank NA
07/27/2022
-0.02
CME Group Inc
01/02/2029
-0.02
AUD/USD CFWD2022830
08/30/2022
-0.02
EUR/USD CFWD2022729
07/29/2022
-0.02
CZK/USD CFWD2022830
08/30/2022
-0.02
Bank of America NA
09/12/2022
-0.02
USD/RUB CFWD2023222
02/22/2023
-0.02
LCH.Clearnet LLC
01/17/2023
-0.02
THB/USD CFWD2022830
08/30/2022
-0.03
CAD/USD CFWD2022830
08/30/2022
-0.03
NZD/USD CFWD2022830
08/30/2022
-0.03
CAD/USD CFWD2022830
08/30/2022
-0.03
Goldman Sachs International
11/23/2022
-0.03
JPY/USD CFWD2022830
08/30/2022
-0.03
GBP/USD CFWD2022830
08/30/2022
-0.03
NOK/USD CFWD2022830
08/30/2022
-0.03
Morgan Stanley & Co International P
08/09/2022
-0.03
Goldman Sachs International
09/23/2022
-0.03
ZAR/USD CFWD2022830
08/30/2022
-0.04
NZD/USD CFWD2022830
08/30/2022
-0.04
Bank of America NA
12/09/2022
-0.04
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.04
Chicago Mercantile Exchange Inc
01/04/2027
-0.04
LCH.Clearnet LLC
05/25/2027
-0.04
USD/RUB CFWD2022822
08/22/2022
-0.04
Goldman Sachs International
11/10/2022
-0.04
Morgan Stanley Capital Services LLC
10/27/2022
-0.04
USD/RUB CFWD2023227
02/27/2023
-0.05
USD/RUB CFWD2022916
09/16/2022
-0.05
Bank of America NA
12/07/2022
-0.05
NOK/USD CFWD2022830
08/30/2022
-0.05
AUD/USD CFWD2022830
08/30/2022
-0.05
ZAR/USD CFWD2022830
08/30/2022
-0.05
ZAR/USD CFWD2022830
08/30/2022
-0.05
JPMorgan Chase Bank NA
5.00
12/20/2025
-0.05
CME Group Inc
01/02/2031
-0.05
Morgan Stanley Capital Services LLC
08/08/2022
-0.05
Goldman Sachs International
09/23/2022
-0.06
CME Group Inc
01/04/2027
-0.06
JPMorgan Chase Bank NA
07/07/2022
-0.06
AUD/USD CFWD2022830
08/30/2022
-0.06
LCH.Clearnet LLC
06/09/2032
-0.06
MXN/USD CFWD2022830
08/30/2022
-0.06
SEK/USD CFWD2022830
08/30/2022
-0.07
Goldman Sachs International
12/13/2022
-0.07
PLN/USD CFWD2022830
08/30/2022
-0.08
Goldman Sachs International
5.00
12/20/2024
-0.08
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.08
JPMorgan Chase Bank NA
5.00
12/20/2023
-0.08
JPMorgan Chase Bank NA
02/17/2023
-0.09
Goldman Sachs International
08/22/2022
-0.09
Goldman Sachs International
09/13/2022
-0.09
EUR/USD CFWD2022830
08/30/2022
-0.10
JPMorgan Chase Bank NA
09/21/2022
-0.10
LCH.Clearnet LLC
06/02/2052
-0.11
JPMorgan Chase Bank NA
05/26/2025
-0.11
Morgan Stanley Capital Services LLC
09/14/2022
-0.11
JPMorgan Chase Bank NA
04/21/2023
-0.11
-0.12
Intercontinental Exchange Inc
5.00
06/20/2027
-0.13
JPMorgan Chase Bank NA
06/12/2023
-0.13
CLP/USD CFWD2022921
09/21/2022
-0.14
LCH.Clearnet LLC
09/02/2052
-0.14
USD/RUB CFWD2022916
09/16/2022
-0.16
Bank of America NA
06/13/2023
-0.16
Goldman Sachs International
06/16/2023
-0.17
Bank of America NA
11/28/2022
-0.17
Goldman Sachs International
5.00
12/20/2025
-0.19
JPMorgan Chase Bank NA
02/17/2023
-0.20
Morgan Stanley Capital Services LLC
12/05/2022
-0.23
Goldman Sachs International
04/22/2024
-0.24
BRL/USD CFWD202275
07/05/2022
-0.26
JPMorgan Chase Bank NA
02/16/2023
-0.28
Morgan Stanley Capital Services LLC
12/05/2022
-0.29
Morgan Stanley Capital Services LLC
12/07/2022
-0.31
Goldman Sachs International
12/16/2022
-0.33
Goldman Sachs International
12/15/2022
-0.36
Bank of America NA
12/15/2022
-0.40
LCH.Clearnet LLC
03/03/2032
-0.42
Morgan Stanley Capital Services LLC
06/07/2023
-0.52
Morgan Stanley Capital Services LLC
04/22/2024
-0.61
NOK/EUR CFWD2022825
08/25/2022
-0.77
as of 06/30/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
CASH & EQUIVALENTS | 0.00 | 10.24 | |
China Development Bank | 3.30 | 03/03/2026 | 5.47 |
Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2029 | 4.61 |
Invesco Global Strategic Income Fun | 4.16 | ||
Brazil Notas do Tesouro Nacional Se | 6.00 | 08/15/2026 | 2.20 |
Invesco Senior Loan ETF | 1.84 | ||
Republic of South Africa Government | 8.50 | 01/31/2037 | 1.55 |
Mexican Bonos | 7.75 | 05/29/2031 | 1.24 |
Argentina Treasury Bond BONCER | 1.40 | 03/25/2023 | 1.14 |
Republic of Poland Government Bond | 1.75 | 04/25/2032 | 1.13 |
Invesco Treasury Portfolio | 1.03 | ||
Republic of South Africa Government | 8.00 | 01/31/2030 | 0.97 |
Invesco Government & Agency Portfol | 0.91 | ||
Colombian TES | 7.75 | 09/18/2030 | 0.87 |
NOK/EUR CFWD2022825 | 08/25/2022 | 0.75 | |
Taurus 2018-1 IT SRL | 1.00 | 05/18/2030 | 0.74 |
Colombian TES | 7.00 | 06/30/2032 | 0.70 |
INVESCO LIQUID ASSET CASH MF | 0.65 | ||
China Government Bond | 3.53 | 10/18/2051 | 0.61 |
Ford Motor Credit Co LLC | 5.12 | 06/16/2025 | 0.59 |
Republic of South Africa Government | 8.88 | 02/28/2035 | 0.58 |
Argentina Treasury Bond BONCER | 2.00 | 11/09/2026 | 0.57 |
Argentina Treasury Bond BONCER | 1.50 | 03/25/2024 | 0.55 |
Petroleos Mexicanos | 6.50 | 03/13/2027 | 0.54 |
Bonos de la Tesoreria de la Republi | 2.80 | 10/01/2033 | 0.53 |
British Telecommunications PLC | 4.25 | 11/23/2081 | 0.52 |
Corp Andina de Fomento | 6.82 | 02/22/2031 | 0.51 |
New Zealand Government Bond | 2.75 | 05/15/2051 | 0.51 |
Mexico Remittances Funding Fiduciar | 4.88 | 01/15/2028 | 0.51 |
Arconic Corp | 6.12 | 02/15/2028 | 0.50 |
Kraft Heinz Foods Co | 5.20 | 07/15/2045 | 0.49 |
Sempra Energy | 4.12 | 04/01/2052 | 0.48 |
Republic of South Africa Government | 8.25 | 03/31/2032 | 0.48 |
Morgan Stanley Capital Services LLC | 06/07/2023 | 0.46 | |
USD/BRL CFWD202275 | 07/05/2022 | 0.45 | |
UBS Group AG | 7.00 | 12/31/2099 | 0.44 |
Colombian TES | 7.25 | 10/26/2050 | 0.44 |
Dell International LLC / EMC Corp | 6.20 | 07/15/2030 | 0.43 |
Hawksmoor Mortgage Funding 2019-1 P | 4.15 | 05/25/2053 | 0.43 |
Charles Schwab Corp/The | 5.38 | 12/31/2099 | 0.42 |
Eurosail-UK 2007-2np PLC | 0.52 | 03/13/2045 | 0.42 |
Indonesia Asahan Aluminium Persero | 4.75 | 05/15/2025 | 0.41 |
Southern Co/The | 4.00 | 01/15/2051 | 0.41 |
Marriott International Inc/MD | 3.50 | 10/15/2032 | 0.41 |
Plains All American Pipeline LP / P | 4.50 | 12/15/2026 | 0.40 |
Boeing Co/The | 4.51 | 05/01/2023 | 0.39 |
Melco Resorts Finance Ltd | 4.88 | 06/06/2025 | 0.39 |
Magallanes Inc | 3.43 | 03/15/2024 | 0.39 |
Credit Suisse Group AG | 6.25 | 12/29/2049 | 0.38 |
Bancolombia SA | 4.88 | 10/18/2027 | 0.38 |
Australia Government Bond | 1.00 | 02/21/2050 | 0.38 |
Oman Government International Bond | 4.75 | 06/15/2026 | 0.37 |
Freddie Mac STACR REMIC Trust 2022- | 3.80 | 04/25/2042 | 0.37 |
Skandinaviska Enskilda Banken AB | 5.12 | 12/31/2099 | 0.37 |
JPMorgan Chase & Co | 3.65 | 12/31/2059 | 0.37 |
Alba 2007-1 PLC | 2.09 | 03/17/2039 | 0.37 |
ING Groep NV | 5.75 | 12/31/2059 | 0.37 |
First Quantum Minerals Ltd | 6.88 | 10/15/2027 | 0.36 |
Petroleos Mexicanos | 8.75 | 06/02/2029 | 0.36 |
Standard Chartered PLC | 7.75 | 12/31/2049 | 0.36 |
Gatwick Airport Finance PLC | 4.38 | 04/07/2026 | 0.36 |
Cooperatieve Rabobank UA | 4.38 | 12/31/2099 | 0.35 |
Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.35 |
Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.35 |
Becton Dickinson and Co | 3.79 | 05/20/2050 | 0.34 |
Bank Tabungan Negara Persero Tbk PT | 4.20 | 01/23/2025 | 0.34 |
DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.33 |
Morgan Stanley Reremic Trust | 6.00 | 11/26/2036 | 0.33 |
Freddie Mac STACR REMIC Trust 2022- | 2.90 | 04/25/2042 | 0.33 |
Freeport-McMoRan Inc | 4.62 | 08/01/2030 | 0.33 |
Eurosail 2006-2bl PLC | 4.85 | 12/15/2044 | 0.33 |
Uber Technologies Inc Conv Bnd | 0.00 | 12/15/2025 | 0.32 |
Hellenic Republic Government Bond | 1.88 | 01/24/2052 | 0.32 |
Vodafone Group PLC | 3.25 | 06/04/2081 | 0.32 |
TotalEnergies Capital International | 3.13 | 05/29/2050 | 0.32 |
Santander Retail Auto Lease Trust 2 | 2.39 | 11/20/2023 | 0.31 |
Prosil Acquisition SA | 1.55 | 10/31/2039 | 0.31 |
Omnicare Inc | 4.75 | 12/01/2022 | 0.30 |
ING Groep NV | 6.50 | 12/31/2049 | 0.30 |
American Airlines Inc/AAdvantage Lo | 5.50 | 04/20/2026 | 0.29 |
Electricite de France SA | 5.38 | 12/31/2049 | 0.29 |
Eurosail 2006-2bl PLC | 0.52 | 12/15/2044 | 0.29 |
Morgan Stanley Capital Services LLC | 12/07/2022 | 0.28 | |
Barclays PLC | 7.25 | 12/31/2049 | 0.28 |
RUB/USD CFWD2022916 | 09/16/2022 | 0.28 | |
Hawksmoor Mortgage Funding 2019-1 P | 4.15 | 05/25/2053 | 0.28 |
Southern Co/The | 3.75 | 09/15/2051 | 0.27 |
Indofood CBP Sukses Makmur Tbk PT | 4.75 | 06/09/2051 | 0.27 |
Eurosail 2006-4np PLC | 4.54 | 12/10/2044 | 0.26 |
Schweitzer-Mauduit International In | 6.88 | 10/01/2026 | 0.26 |
COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.26 |
CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.26 |
KBC Group NV | 4.25 | 12/31/2049 | 0.26 |
Carnival Corp | 10.50 | 02/01/2026 | 0.25 |
BPCE SA | 1.50 | 01/13/2042 | 0.25 |
Great Hall Mortgages No 1 PLC | 3.58 | 06/18/2039 | 0.25 |
DNB Bank ASA | 4.88 | 12/31/2059 | 0.25 |
WRKCo Inc | 3.00 | 06/15/2033 | 0.25 |
Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2055 | 0.25 |
Fannie Mae Connecticut Avenue Secur | 3.72 | 03/25/2031 | 0.24 |
Alcoa Nederland Holding BV | 6.12 | 05/15/2028 | 0.24 |
UBS Group AG | 5.12 | 12/31/2099 | 0.24 |
Societe Generale SA | 4.75 | 12/31/2099 | 0.24 |
America Movil SAB de CV | 5.38 | 04/04/2032 | 0.24 |
Cikarang Listrindo Tbk PT | 4.95 | 09/14/2026 | 0.23 |
Swiss Re Finance Luxembourg SA | 5.00 | 04/02/2049 | 0.23 |
FREMF 2016-K54 Mortgage Trust | 4.19 | 04/25/2048 | 0.23 |
CHS/Community Health Systems Inc | 8.00 | 03/15/2026 | 0.22 |
Fondo MIVIVIENDA SA | 4.62 | 04/12/2027 | 0.22 |
CME Group Inc | 03/11/2026 | 0.22 | |
Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.21 |
JPMorgan Chase Bank NA | 05/26/2025 | 0.21 | |
Telefonica Europe BV | 4.38 | 12/31/2049 | 0.21 |
CCO Holdings LLC / CCO Holdings Cap | 4.75 | 03/01/2030 | 0.21 |
HSBC Holdings PLC | 5.25 | 12/29/2049 | 0.20 |
Citigroup Inc | 3.88 | 12/31/2099 | 0.20 |
Muthoot Finance Ltd | 4.40 | 09/02/2023 | 0.20 |
Ludgate Funding PLC | 1.28 | 01/01/2061 | 0.20 |
Perusahaan Perseroan Persero PT Per | 4.12 | 05/15/2027 | 0.20 |
Repsol International Finance BV | 3.75 | 12/31/2099 | 0.20 |
Argentina Treasury Bond BONCER | 4.00 | 04/27/2025 | 0.19 |
Bausch Health Cos Inc | 5.25 | 02/15/2031 | 0.19 |
JSW Steel Ltd | 3.95 | 04/05/2027 | 0.19 |
Colombia Government International B | 4.12 | 02/22/2042 | 0.19 |
USD/COP CFWD2022921 | 09/21/2022 | 0.19 | |
Reliance Industries Ltd | 4.88 | 02/10/2045 | 0.19 |
GMR Hyderabad International Airport | 5.38 | 04/10/2024 | 0.19 |
CME Group Inc | 05/29/2031 | 0.19 | |
Transcanada Trust | 5.88 | 08/15/2076 | 0.19 |
Banco Santander SA | 4.38 | 12/31/2099 | 0.19 |
CVS Health Corp | 5.05 | 03/25/2048 | 0.19 |
Universal Health Services Inc | 2.65 | 10/15/2030 | 0.19 |
Sensata Technologies BV | 4.88 | 10/15/2023 | 0.18 |
Prudential PLC | 4.88 | 12/31/2059 | 0.18 |
Credit Suisse Group AG | 7.50 | 12/31/2049 | 0.18 |
Bayer AG | 2.38 | 11/12/2079 | 0.18 |
Swedbank AB | 5.62 | 12/31/2059 | 0.18 |
NatWest Group PLC | 6.00 | 12/31/2059 | 0.18 |
Freddie Mac Structured Agency Credi | 3.33 | 02/25/2042 | 0.18 |
AT&T Inc | 2.88 | 12/31/2099 | 0.18 |
United Airlines Inc | 4.38 | 04/15/2026 | 0.18 |
Telefonica Europe BV | 2.88 | 12/31/2099 | 0.18 |
Jabil Inc | 3.00 | 01/15/2031 | 0.17 |
Oil & Natural Gas Corp Ltd | 3.38 | 12/05/2029 | 0.17 |
American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.17 |
Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.17 |
Deutsche Lufthansa AG | 4.38 | 08/12/2075 | 0.17 |
Oman Government International Bond | 6.75 | 01/17/2048 | 0.17 |
Danske Bank A/S | 7.00 | 12/31/2099 | 0.17 |
Camelot Finance SA | 4.50 | 11/01/2026 | 0.17 |
MGM China Holdings Ltd | 5.38 | 05/15/2024 | 0.17 |
Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.17 |
Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.17 |
FedEx Corp | 4.05 | 02/15/2048 | 0.16 |
HTA Group Ltd/Mauritius | 7.00 | 12/18/2025 | 0.16 |
Adani Electricity Mumbai Ltd | 3.95 | 02/12/2030 | 0.16 |
Dufry One BV | 2.00 | 02/15/2027 | 0.16 |
International Finance Corp | 0.00 | 03/23/2038 | 0.16 |
Kenbourne Invest SA | 4.70 | 01/22/2028 | 0.16 |
Takeda Pharmaceutical Co Ltd | 3.17 | 07/09/2050 | 0.16 |
Malaysia Government Bond | 4.76 | 04/07/2037 | 0.15 |
Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.15 |
USD/ZAR CFWD2022830 | 08/30/2022 | 0.15 | |
Crown Castle International Corp | 3.25 | 01/15/2051 | 0.15 |
TMF TRUST COMPANY (ARGENTINA) S.A. | 0.15 | ||
Perusahaan Perseroan Persero PT Per | 4.38 | 02/05/2050 | 0.15 |
Alba 2007-1 PLC | 4.14 | 03/17/2039 | 0.15 |
JBS USA LUX SA / JBS USA Food Co / | 5.12 | 02/01/2028 | 0.14 |
Aethon United BR LP / Aethon United | 8.25 | 02/15/2026 | 0.14 |
CPI Property Group SA | 4.88 | 12/31/2049 | 0.14 |
NatWest Group PLC | 5.12 | 12/31/2059 | 0.14 |
Expedia Group Inc | 2.95 | 03/15/2031 | 0.14 |
Credit Agricole SA | 7.50 | 12/31/2049 | 0.14 |
Ecopetrol SA | 4.62 | 11/02/2031 | 0.14 |
NatWest Group PLC | 4.50 | 12/31/2049 | 0.14 |
Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.14 |
Seagate HDD Cayman | 4.12 | 01/15/2031 | 0.14 |
MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.14 |
HSBC Holdings PLC | 6.00 | 12/31/2049 | 0.13 |
Eurohome UK Mortgages 2007-2 plc | 3.00 | 09/15/2044 | 0.13 |
Schweitzer-Mauduit International In | 5.44 | 04/20/2028 | 0.13 |
Petroleos Mexicanos | 6.95 | 01/28/2060 | 0.13 |
BP Capital Markets PLC | 4.88 | 12/31/2049 | 0.13 |
Carmax Auto Owner Trust 2019-3 | 2.85 | 01/15/2026 | 0.13 |
Kingdom of Belgium Government Bond | 1.70 | 06/22/2050 | 0.13 |
Colombian TES | 9.25 | 05/28/2042 | 0.12 |
Fannie Mae Connecticut Avenue Secur | 4.47 | 11/25/2029 | 0.12 |
Ivory Coast Government Internationa | 4.88 | 01/30/2032 | 0.12 |
KBC Group NV | 4.75 | 12/31/2049 | 0.12 |
BNP Paribas SA | 7.38 | 12/31/2049 | 0.12 |
T-Mobile USA Inc | 4.75 | 02/01/2028 | 0.12 |
Nemak SAB de CV | 3.62 | 06/28/2031 | 0.12 |
Sasol Financing USA LLC | 4.38 | 09/18/2026 | 0.12 |
Cemex SAB de CV | 5.12 | 12/31/2049 | 0.12 |
Wynn Macau Ltd | 4.88 | 10/01/2024 | 0.12 |
Stillwater Mining Co | 4.00 | 11/16/2026 | 0.12 |
T-Mobile USA Inc | 3.38 | 04/15/2029 | 0.12 |
Development Bank of Kazakhstan JSC | 5.75 | 05/12/2025 | 0.12 |
Egypt Government International Bond | 7.62 | 05/29/2032 | 0.12 |
Romanian Government International B | 2.00 | 04/14/2033 | 0.11 |
JPMorgan Chase Bank NA | 06/12/2023 | 0.11 | |
Crowdstrike Holdings Inc | 3.00 | 02/15/2029 | 0.11 |
Eurohome UK Mortgages 2007 -1 PLC | 2.50 | 06/15/2044 | 0.11 |
Ivory Coast Government Internationa | 5.38 | 07/23/2024 | 0.11 |
Plains All American Pipeline LP / P | 3.80 | 09/15/2030 | 0.11 |
Group 1 Automotive Inc | 4.00 | 08/15/2028 | 0.11 |
Lusitano Mortgages No 5 PLC | 0.51 | 07/15/2059 | 0.11 |
Lamar Media Corp | 4.00 | 02/15/2030 | 0.11 |
EnPro Industries Inc | 5.75 | 10/15/2026 | 0.11 |
Nationwide Building Society | 5.75 | 12/31/2099 | 0.11 |
Allison Transmission Inc | 3.75 | 01/30/2031 | 0.11 |
CCO Holdings LLC / CCO Holdings Cap | 4.50 | 05/01/2032 | 0.11 |
SS&C Technologies Inc | 5.50 | 09/30/2027 | 0.11 |
Carriage Services Inc | 4.25 | 05/15/2029 | 0.11 |
M&G PLC | 6.50 | 10/20/2048 | 0.11 |
JPMorgan Chase Bank NA | 04/21/2023 | 0.10 | |
IM Pastor 4 FTA | 0.00 | 03/22/2044 | 0.10 |
Cox Communications Inc | 2.95 | 10/01/2050 | 0.10 |
Credit Agricole SA | 8.12 | 12/31/2049 | 0.10 |
Banco Mercantil del Norte SA/Grand | 8.38 | 12/31/2049 | 0.10 |
CaixaBank SA | 5.25 | 12/31/2099 | 0.10 |
WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.10 |
Dominican Republic International Bo | 4.88 | 09/23/2032 | 0.10 |
iStar Inc | 4.75 | 10/01/2024 | 0.10 |
abrdn plc | 4.25 | 06/30/2028 | 0.10 |
Electricite de France SA | 5.25 | 12/31/2049 | 0.10 |
Mattel Inc | 6.20 | 10/01/2040 | 0.10 |
Credit Agricole SA | 6.88 | 12/31/2099 | 0.09 |
Sirius XM Radio Inc | 3.12 | 09/01/2026 | 0.09 |
Societe Generale SA | 7.38 | 12/31/2099 | 0.09 |
Sonic Automotive Inc | 4.62 | 11/15/2029 | 0.09 |
Connecticut Avenue Securities Trust | 4.03 | 03/25/2042 | 0.09 |
Lamar Media Corp | 4.88 | 01/15/2029 | 0.09 |
CaixaBank SA | 5.88 | 12/31/2099 | 0.09 |
Braskem Idesa SAPI | 6.99 | 02/20/2032 | 0.09 |
Iliad Holding SASU | 7.00 | 10/15/2028 | 0.09 |
Alba 2006-2 PLC | 4.13 | 12/15/2038 | 0.09 |
SBA Communications Corp | 3.88 | 02/15/2027 | 0.09 |
Crestwood Midstream Partners LP / C | 8.00 | 04/01/2029 | 0.09 |
Muang Thai Life Assurance PCL | 3.55 | 01/27/2037 | 0.09 |
Klabin Austria GmbH | 7.00 | 04/03/2049 | 0.09 |
HSBC Holdings PLC | 6.50 | 12/31/2099 | 0.09 |
GC Treasury Center Co Ltd | 4.40 | 03/30/2032 | 0.09 |
CT Trust | 5.12 | 02/03/2032 | 0.09 |
Barclays PLC | 6.38 | 12/31/2099 | 0.09 |
Earthstone Energy Holdings LLC | 8.00 | 04/15/2027 | 0.09 |
Banco Santander SA | 4.12 | 12/31/2049 | 0.09 |
Fortress Transportation and Infrast | 5.50 | 05/01/2028 | 0.09 |
Viatris Inc | 3.85 | 06/22/2040 | 0.09 |
JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.09 |
Egypt Government International Bond | 4.75 | 04/16/2026 | 0.09 |
Mattel Inc | 5.45 | 11/01/2041 | 0.09 |
Accor SA | 4.38 | 12/31/2099 | 0.09 |
AES Andes SA | 6.35 | 10/07/2079 | 0.09 |
CSN Inova Ventures | 6.75 | 01/28/2028 | 0.09 |
Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.09 |
Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.09 |
Egypt Government International Bond | 8.50 | 01/31/2047 | 0.09 |
Nigeria Government International Bo | 7.88 | 02/16/2032 | 0.09 |
Level 3 Financing Inc | 3.75 | 07/15/2029 | 0.09 |
International Consolidated Airlines | 2.75 | 03/25/2025 | 0.09 |
Centene Corp | 4.25 | 12/15/2027 | 0.09 |
Prestige Brands Inc | 3.75 | 04/01/2031 | 0.08 |
Match Group Holdings II LLC | 4.62 | 06/01/2028 | 0.08 |
Braskem Netherlands Finance BV | 4.50 | 01/31/2030 | 0.08 |
Erste Group Bank AG | 4.25 | 12/31/2099 | 0.08 |
Cable Onda SA | 4.50 | 01/30/2030 | 0.08 |
Volkswagen International Finance NV | 4.62 | 12/31/2059 | 0.08 |
Guatemala Government Bond | 3.70 | 10/07/2033 | 0.08 |
Banco Mercantil del Norte SA/Grand | 5.88 | 12/31/2049 | 0.08 |
ING Groep NV | 6.75 | 12/31/2099 | 0.08 |
Tenet Healthcare Corp | 4.88 | 01/01/2026 | 0.08 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.08 |
Alpek SAB de CV | 3.25 | 02/25/2031 | 0.08 |
Goldman Sachs International | 09/23/2022 | 0.08 | |
Ford Motor Credit Co LLC | 5.11 | 05/03/2029 | 0.08 |
WMG Acquisition Corp | 3.75 | 12/01/2029 | 0.08 |
Bahamas Government International Bo | 9.00 | 06/16/2029 | 0.08 |
Nigeria Government International Bo | 8.38 | 03/24/2029 | 0.08 |
Angolan Government International Bo | 8.75 | 04/14/2032 | 0.08 |
Suzano Austria GmbH | 2.50 | 09/15/2028 | 0.08 |
Pertamina Persero PT | 4.17 | 01/21/2050 | 0.08 |
Adani Electricity Mumbai Ltd | 3.87 | 07/22/2031 | 0.08 |
Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2049 | 0.08 |
African Development Bank | 0.00 | 01/17/2050 | 0.08 |
International Consolidated Airlines | 1.50 | 07/04/2027 | 0.08 |
Nigeria Government International Bo | 6.50 | 11/28/2027 | 0.08 |
HCA Inc | 4.12 | 06/15/2029 | 0.07 |
Gray Escrow II Inc | 5.38 | 11/15/2031 | 0.07 |
OCP SA | 3.75 | 06/23/2031 | 0.07 |
CSC Holdings LLC | 5.75 | 01/15/2030 | 0.07 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
CHS/Community Health Systems Inc | 8.00 | 12/15/2027 | 0.07 |
LCH.Clearnet LLC | 07/15/2031 | 0.07 | |
USD/CLP CFWD2022921 | 09/21/2022 | 0.07 | |
Gap Inc/The | 3.62 | 10/01/2029 | 0.07 |
Vodafone Group PLC | 4.12 | 06/04/2081 | 0.07 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
Sunoco LP / Sunoco Finance Corp | 5.88 | 03/15/2028 | 0.07 |
Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.07 |
Clearway Energy Operating LLC | 4.75 | 03/15/2028 | 0.07 |
JB Poindexter & Co Inc | 7.12 | 04/15/2026 | 0.07 |
Terminix Co LLC/The | 7.45 | 08/15/2027 | 0.07 |
United Natural Foods Inc | 4.89 | 10/22/2025 | 0.07 |
Iraq International Bond | 5.80 | 01/15/2028 | 0.07 |
Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.07 |
Apache Corp | 7.75 | 12/15/2029 | 0.07 |
LCH.Clearnet LLC | 01/27/2031 | 0.07 | |
Mastr Asset Backed Securities Trust | 1.72 | 08/25/2036 | 0.07 |
Asbury Automotive Group Inc | 4.62 | 11/15/2029 | 0.07 |
LCH.Clearnet LLC | 01/29/2031 | 0.07 | |
Centene Corp | 4.62 | 12/15/2029 | 0.07 |
Ecuador Government International Bo | 5.00 | 07/31/2030 | 0.07 |
LCH.Clearnet LLC | 02/17/2027 | 0.07 | |
OneMain Finance Corp | 6.88 | 03/15/2025 | 0.07 |
LCH.Clearnet LLC | 02/11/2031 | 0.06 | |
Heimstaden Bostad AB | 3.38 | 12/31/2049 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
LCH.Clearnet LLC | 06/09/2033 | 0.06 | |
JBS USA LUX SA / JBS USA Food Co / | 5.75 | 04/01/2033 | 0.06 |
Melco Resorts Finance Ltd | 5.75 | 07/21/2028 | 0.06 |
USA Compression Partners LP / USA C | 6.88 | 09/01/2027 | 0.06 |
RHP Hotel Properties LP / RHP Finan | 4.75 | 10/15/2027 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Altice France SA/France | 8.12 | 02/01/2027 | 0.06 |
American Builders & Contractors Sup | 4.00 | 01/15/2028 | 0.06 |
Scientific Games Holdings LP/Scient | 6.62 | 03/01/2030 | 0.06 |
WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.06 |
Callon Petroleum Co | 8.00 | 08/01/2028 | 0.06 |
Delek Logistics Partners LP / Delek | 7.12 | 06/01/2028 | 0.06 |
Clarivate Science Holdings Corp | 4.88 | 07/01/2029 | 0.06 |
Gartner Inc | 4.50 | 07/01/2028 | 0.06 |
United States International Develop | 3.13 | 04/15/2028 | 0.06 |
Dominican Republic International Bo | 5.30 | 01/21/2041 | 0.06 |
CSC Holdings LLC | 5.50 | 04/15/2027 | 0.06 |
Egypt Government International Bond | 8.88 | 05/29/2050 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
CTR Partnership LP / CareTrust Capi | 3.88 | 06/30/2028 | 0.06 |
Guatemala Government Bond | 4.90 | 06/01/2030 | 0.06 |
Great Lakes Dredge & Dock Corp | 5.25 | 06/01/2029 | 0.06 |
Sprint Capital Corp | 8.75 | 03/15/2032 | 0.06 |
EnerSys | 4.38 | 12/15/2027 | 0.06 |
Endo Luxembourg Finance Co I Sarl | 6.69 | 03/27/2028 | 0.06 |
JPMorgan Chase Bank NA | 02/21/2023 | 0.06 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Lithia Motors Inc | 3.88 | 06/01/2029 | 0.06 |
NGL Energy Partners LP / NGL Energy | 7.50 | 04/15/2026 | 0.06 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.06 | |
EnerSys | 5.00 | 04/30/2023 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Everi Holdings Inc | 5.00 | 07/15/2029 | 0.06 |
VZ Secured Financing BV | 5.00 | 01/15/2032 | 0.06 |
Encompass Health Corp | 4.50 | 02/01/2028 | 0.06 |
Calpine Corp | 3.75 | 03/01/2031 | 0.06 |
Papa John's International Inc | 3.88 | 09/15/2029 | 0.06 |
Midwest Gaming Borrower LLC / Midwe | 4.88 | 05/01/2029 | 0.06 |
Nabors Industries Inc | 7.38 | 05/15/2027 | 0.06 |
Clydesdale Acquisition Holdings Inc | 6.62 | 04/15/2029 | 0.06 |
Valvoline Inc | 3.62 | 06/15/2031 | 0.06 |
NESCO Holdings II Inc | 5.50 | 04/15/2029 | 0.06 |
Howard Midstream Energy Partners LL | 6.75 | 01/15/2027 | 0.06 |
SunCoke Energy Inc | 4.88 | 06/30/2029 | 0.06 |
Mueller Water Products Inc | 4.00 | 06/15/2029 | 0.06 |
Select Medical Corp | 6.25 | 08/15/2026 | 0.06 |
Jane Street Group / JSG Finance Inc | 4.50 | 11/15/2029 | 0.05 |
Entegris Escrow Corp | 4.75 | 04/15/2029 | 0.05 |
Network i2i Ltd | 5.65 | 12/31/2099 | 0.05 |
Intrado Corp | 5.38 | 07/15/2022 | 0.05 |
EQM Midstream Partners LP | 6.50 | 07/01/2027 | 0.05 |
Dun & Bradstreet Corp/The | 4.27 | 02/06/2026 | 0.05 |
Entegris Escrow Corp | 5.95 | 06/15/2030 | 0.05 |
1011778 BC ULC / New Red Finance In | 4.00 | 10/15/2030 | 0.05 |
PetSmart LLC | 4.50 | 02/11/2028 | 0.05 |
Scripps Escrow II Inc | 3.88 | 01/15/2029 | 0.05 |
OneMain Finance Corp | 7.12 | 03/15/2026 | 0.05 |
Holly Energy Partners LP / Holly En | 6.38 | 04/15/2027 | 0.05 |
Macy's Retail Holdings LLC | 5.88 | 04/01/2029 | 0.05 |
Twilio Inc | 3.62 | 03/15/2029 | 0.05 |
Yum! Brands Inc | 5.38 | 04/01/2032 | 0.05 |
Rayonier AM Products Inc | 7.62 | 01/15/2026 | 0.05 |
Rockies Express Pipeline LLC | 4.80 | 05/15/2030 | 0.05 |
Mohegan Gaming & Entertainment | 8.00 | 02/01/2026 | 0.05 |
Kontoor Brands Inc | 4.12 | 11/15/2029 | 0.05 |
FirstCash Inc | 5.62 | 01/01/2030 | 0.05 |
USD/MXN CFWD2022830 | 08/30/2022 | 0.05 | |
NGL Energy Operating LLC / NGL Ener | 7.50 | 02/01/2026 | 0.05 |
Precision Drilling Corp | 6.88 | 01/15/2029 | 0.05 |
USD/BRL CFWD202275 | 07/05/2022 | 0.05 | |
Credit Agricole SA | 4.00 | 12/31/2049 | 0.05 |
IRB Holding Corp | 4.24 | 12/15/2027 | 0.05 |
Network i2i Ltd | 3.98 | 12/31/2049 | 0.05 |
Fannie Mae Connecticut Avenue Secur | 4.02 | 05/25/2030 | 0.05 |
Service Properties Trust | 4.38 | 02/15/2030 | 0.05 |
Novelis Corp | 4.75 | 01/30/2030 | 0.05 |
Lamar Media Corp | 3.62 | 01/15/2031 | 0.05 |
HCA Inc | 5.38 | 02/01/2025 | 0.05 |
Ford Motor Co | 3.25 | 02/12/2032 | 0.05 |
Hudbay Minerals Inc | 6.12 | 04/01/2029 | 0.05 |
Vistra Operations Co LLC | 4.38 | 05/01/2029 | 0.05 |
HCA Inc | 5.62 | 09/01/2028 | 0.05 |
USD/CAD CFWD2022830 | 08/30/2022 | 0.05 | |
USD/NOK CFWD2022830 | 08/30/2022 | 0.05 | |
FREMF 2017-K62 Mortgage Trust | 4.01 | 01/25/2050 | 0.05 |
Sirius XM Radio Inc | 4.00 | 07/15/2028 | 0.05 |
Wynn Resorts Finance LLC / Wynn Res | 5.12 | 10/01/2029 | 0.05 |
Lumen Technologies Inc | 7.60 | 09/15/2039 | 0.05 |
Vistra Operations Co LLC | 5.00 | 07/31/2027 | 0.05 |
JPMorgan Chase Bank NA | 02/16/2023 | 0.04 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.04 | |
CCO Holdings LLC / CCO Holdings Cap | 5.00 | 02/01/2028 | 0.04 |
USD/PLN CFWD2022830 | 08/30/2022 | 0.04 | |
Valaris Ltd | 8.25 | 04/30/2028 | 0.04 |
Navient Corp | 6.12 | 03/25/2024 | 0.04 |
USD/MXN CFWD2022830 | 08/30/2022 | 0.04 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.04 | |
USD/AUD CFWD2022830 | 08/30/2022 | 0.04 | |
Ecuador Government International Bo | 0.00 | 07/31/2030 | 0.04 |
Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 04/15/2032 | 0.04 |
Rockies Express Pipeline LLC | 6.88 | 04/15/2040 | 0.04 |
Hilcorp Energy I LP / Hilcorp Finan | 6.00 | 04/15/2030 | 0.04 |
Marriott International Inc/MD | 4.62 | 06/15/2030 | 0.04 |
LCH.Clearnet LLC | 03/07/2032 | 0.04 | |
Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.04 |
Bank of America NA | 02/22/2023 | 0.04 | |
Netflix Inc | 5.38 | 11/15/2029 | 0.04 |
Netflix Inc | 5.88 | 11/15/2028 | 0.04 |
USD/ZAR CFWD2022830 | 08/30/2022 | 0.04 | |
Virgin Media Secured Finance PLC | 5.50 | 05/15/2029 | 0.04 |
Morgan Stanley Bank of America Merr | 5.02 | 02/15/2047 | 0.04 |
Occidental Petroleum Corp | 6.12 | 01/01/2031 | 0.04 |
Klabin Austria GmbH | 5.75 | 04/03/2029 | 0.04 |
LCH.Clearnet LLC | 03/07/2032 | 0.04 | |
Morgan Stanley Capital Services LLC | 10/27/2022 | 0.04 | |
Targa Resources Partners LP / Targa | 5.00 | 01/15/2028 | 0.04 |
Diversified Healthcare Trust | 9.75 | 06/15/2025 | 0.04 |
CME Group Inc | 03/06/2025 | 0.04 | |
DT AUTO OWNER TRUST DTAOT_19-2A | 3.48 | 02/18/2025 | 0.04 |
Navient Corp | 5.00 | 03/15/2027 | 0.04 |
Occidental Petroleum Corp | 6.20 | 03/15/2040 | 0.04 |
Ford Motor Credit Co LLC | 4.39 | 01/08/2026 | 0.04 |
USD/SEK CFWD2022830 | 08/30/2022 | 0.04 | |
USD/PLN CFWD2022830 | 08/30/2022 | 0.03 | |
LCM Investments Holdings II LLC | 4.88 | 05/01/2029 | 0.03 |
Connecticut Avenue Securities Trust | 4.02 | 04/25/2031 | 0.03 |
Altice France SA/France | 5.12 | 07/15/2029 | 0.03 |
Dominican Republic International Bo | 4.50 | 01/30/2030 | 0.03 |
USD/SEK CFWD2022729 | 07/29/2022 | 0.03 | |
USD/ZAR CFWD2022711 | 07/11/2022 | 0.03 | |
CHS/Community Health Systems Inc | 5.25 | 05/15/2030 | 0.03 |
Santander Retail Auto Lease Trust 2 | 2.77 | 08/21/2023 | 0.03 |
LCH.Clearnet LLC | 12/09/2032 | 0.03 | |
Altice France SA/France | 5.50 | 10/15/2029 | 0.03 |
Navient Corp | 5.88 | 10/25/2024 | 0.03 |
NMG Holding Co Inc / Neiman Marcus | 7.12 | 04/01/2026 | 0.03 |
Sensata Technologies BV | 4.00 | 04/15/2029 | 0.03 |
Citigroup Commercial Mortgage Trust | 1.22 | 10/12/2050 | 0.03 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.03 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.03 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.03 | |
USD/ZAR CFWD2022830 | 08/30/2022 | 0.03 | |
Diversified Healthcare Trust | 4.75 | 05/01/2024 | 0.03 |
Navient Corp | 6.75 | 06/25/2025 | 0.03 |
Gartner Inc | 3.62 | 06/15/2029 | 0.03 |
CSC Holdings LLC | 4.50 | 11/15/2031 | 0.03 |
Macy's Retail Holdings LLC | 4.50 | 12/15/2034 | 0.03 |
CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.03 |
Citigroup Mortgage Loan Trust Inc | 2.82 | 05/25/2035 | 0.03 |
HCA Inc | 5.88 | 02/01/2029 | 0.03 |
OneMain Finance Corp | 3.88 | 09/15/2028 | 0.03 |
Genesis Energy LP / Genesis Energy | 8.00 | 01/15/2027 | 0.03 |
Medline Borrower LP | 3.88 | 04/01/2029 | 0.03 |
YPF SA | 0.03 | ||
USD/ZAR CFWD2022830 | 08/30/2022 | 0.03 | |
Morgan Stanley Capital Services LLC | 12/07/2022 | 0.03 | |
PetSmart Inc / PetSmart Finance Cor | 4.75 | 02/15/2028 | 0.03 |
Ford Motor Co | 4.75 | 01/15/2043 | 0.03 |
Bausch Health Cos Inc | 4.88 | 06/01/2028 | 0.03 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.03 | |
Ford Motor Credit Co LLC | 3.38 | 11/13/2025 | 0.03 |
Occidental Petroleum Corp | 6.95 | 07/01/2024 | 0.02 |
Cogent Communications Group Inc | 7.00 | 06/15/2027 | 0.02 |
LCH.Clearnet LLC | 01/17/2027 | 0.02 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.02 | |
RR Donnelley & Sons Co | 8.25 | 07/01/2027 | 0.02 |
JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.02 |
EQM Midstream Partners LP | 4.75 | 01/15/2031 | 0.02 |
Valaris Ltd | 8.25 | 04/30/2028 | 0.02 |
iStar Inc | 5.50 | 02/15/2026 | 0.02 |
Vistra Operations Co LLC | 5.62 | 02/15/2027 | 0.02 |
Rockies Express Pipeline LLC | 4.95 | 07/15/2029 | 0.02 |
LCH.Clearnet LLC | 10/11/2026 | 0.02 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.02 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.02 | |
Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2099 | 0.02 |
Genesis Energy LP / Genesis Energy | 6.50 | 10/01/2025 | 0.02 |
LCH.Clearnet LLC | 10/19/2026 | 0.02 | |
Ford Motor Credit Co LLC | 4.95 | 05/28/2027 | 0.02 |
CHS/Community Health Systems Inc | 4.75 | 02/15/2031 | 0.02 |
T-Mobile USA Inc | 5.38 | 04/15/2027 | 0.02 |
Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 11/01/2028 | 0.02 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.02 | |
Virgin Media Finance PLC | 5.00 | 07/15/2030 | 0.02 |
USD/AUD CFWD2022830 | 08/30/2022 | 0.02 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.02 | |
LCH.Clearnet LLC | 02/24/2031 | 0.02 | |
USD/NZD CFWD2022830 | 08/30/2022 | 0.02 | |
CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.02 |
USD/MXN CFWD2022830 | 08/30/2022 | 0.02 | |
USD/NZD CFWD2022830 | 08/30/2022 | 0.02 | |
LCH.Clearnet LLC | 06/24/2032 | 0.02 | |
USD/JPY CFWD2022830 | 08/30/2022 | 0.02 | |
USD/CLP CFWD2022831 | 08/31/2022 | 0.02 | |
EQM Midstream Partners LP | 7.50 | 06/01/2027 | 0.02 |
UBS Commercial Mortgage Trust 2017- | 1.12 | 11/15/2050 | 0.02 |
CCG Receivables Trust | 3.22 | 09/14/2026 | 0.02 |
USD/NZD CFWD2022830 | 08/30/2022 | 0.02 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.02 |
LCH.Clearnet LLC | 06/23/2025 | 0.02 | |
Standard Chartered Bank/New York | 04/11/2024 | 0.02 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.02 | |
DISH DBS Corp | 7.75 | 07/01/2026 | 0.02 |
Clarios Global LP | 6.75 | 05/15/2025 | 0.02 |
Navient Corp | 6.75 | 06/15/2026 | 0.02 |
FANNIE MAE CONNECTICUT AVENUE SECUR | 3.77 | 09/25/2031 | 0.02 |
Morgan Stanley Capital Services LLC | 10/11/2022 | 0.02 | |
Diversified Healthcare Trust | 4.38 | 03/01/2031 | 0.02 |
LCH.Clearnet LLC | 06/10/2032 | 0.02 | |
El Salvador Government Internationa | 5.88 | 01/30/2025 | 0.02 |
Allison Transmission Inc | 4.75 | 10/01/2027 | 0.02 |
CCO Holdings LLC / CCO Holdings Cap | 4.25 | 01/15/2034 | 0.02 |
CSC Holdings LLC | 5.88 | 09/15/2022 | 0.02 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.02 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.01 | |
JPMorgan Chase Bank NA | 02/05/2024 | 0.01 | |
CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2027 | 0.01 |
1011778 BC ULC / New Red Finance In | 3.88 | 01/15/2028 | 0.01 |
USD/CLP CFWD2022713 | 07/13/2022 | 0.01 | |
Asbury Automotive Group Inc | 4.50 | 03/01/2028 | 0.01 |
CME Group Inc | 01/02/2025 | 0.01 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
Benchmark 2018-B1 Mortgage Trust | 0.63 | 01/15/2051 | 0.01 |
USD/BRL CFWD202275 | 07/05/2022 | 0.01 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
Clarios Global LP / Clarios US Fina | 8.50 | 05/15/2027 | 0.01 |
RUB/USD CFWD2022822 | 08/22/2022 | 0.01 | |
Iliad Holding SASU | 6.50 | 10/15/2026 | 0.01 |
Wells Fargo Commercial Mortgage Tru | 1.02 | 12/15/2050 | 0.01 |
Genesis Energy LP / Genesis Energy | 7.75 | 02/01/2028 | 0.01 |
LCH.Clearnet LLC | 03/09/2027 | 0.01 | |
Goldman Sachs International | 11/23/2022 | 0.01 | |
Occidental Petroleum Corp | 8.50 | 07/15/2027 | 0.01 |
Goldman Sachs International | 09/28/2022 | 0.01 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
Bank of America NA | 03/24/2023 | 0.01 | |
Vistra Operations Co LLC | 5.50 | 09/01/2026 | 0.01 |
RUB/USD CFWD2023227 | 02/27/2023 | 0.01 | |
Targa Resources Partners LP / Targa | 6.50 | 07/15/2027 | 0.01 |
CLAIRES HOLDINGS LLC | 0.01 | ||
HCA Inc | 5.88 | 02/15/2026 | 0.01 |
Targa Resources Partners LP / Targa | 5.50 | 03/01/2030 | 0.01 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.01 | |
Targa Resources Partners LP / Targa | 4.88 | 02/01/2031 | 0.01 |
Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
Sunoco LP / Sunoco Finance Corp | 6.00 | 04/15/2027 | 0.01 |
Dun & Bradstreet Corp/The | 5.00 | 12/15/2029 | 0.01 |
Fannie Mae REMICS | 18.25 | 06/25/2036 | 0.01 |
Bank of America NA | 03/16/2024 | 0.01 | |
Bank of America NA | 09/28/2022 | 0.01 | |
USD/BRL CFWD20221014 | 10/14/2022 | 0.01 | |
Fannie Mae REMICS | 18.61 | 03/25/2036 | 0.01 |
LCH.Clearnet LLC | 03/09/2024 | 0.01 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.01 | |
USD/BRL CFWD202282 | 08/02/2022 | 0.01 | |
USD/PLN CFWD2022830 | 08/30/2022 | 0.01 | |
USD/JPY CFWD2022830 | 08/30/2022 | 0.01 | |
DISH Network Corp Conv Bnd | 3.38 | 08/15/2026 | 0.01 |
Bank of America NA | 10/31/2022 | 0.01 | |
Claire's Stores Inc | 8.17 | 12/18/2026 | 0.01 |
LCH.Clearnet LLC | 05/24/2024 | 0.01 | |
Sprint Corp | 7.62 | 03/01/2026 | 0.01 |
Vistra Corp | 7.00 | 12/31/2059 | 0.01 |
CSC Holdings LLC | 5.00 | 11/15/2031 | 0.01 |
LCH.Clearnet LLC | 05/26/2024 | 0.01 | |
RUB/USD CFWD2022822 | 08/22/2022 | 0.01 | |
Murray Energy Corp | 0.01 | ||
Goldman Sachs International | 12/12/2022 | 0.01 | |
Morgan Stanley Capital I 2017-HR2 | 0.92 | 12/15/2050 | 0.01 |
Freddie Mac REMICS | 19.90 | 08/15/2035 | 0.01 |
CD 2017-CD6 Mortgage Trust | 1.06 | 11/13/2050 | 0.01 |
JPMorgan Chase Bank NA | 1.00 | 06/20/2027 | 0.01 |
Fannie Mae Grantor Trust 2001-T10 | 0.38 | 12/25/2041 | 0.01 |
CSC Holdings LLC | 4.62 | 12/01/2030 | 0.01 |
Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.01 |
Sensata Technologies BV | 5.62 | 11/01/2024 | 0.01 |
USD/CAD CFWD2022830 | 08/30/2022 | 0.01 | |
LCH.Clearnet LLC | 09/15/2052 | 0.01 | |
USD/ZAR CFWD2022830 | 08/30/2022 | 0.01 | |
USD/NOK CFWD2022830 | 08/30/2022 | 0.01 | |
Connecticut Avenue Securities Trust | 3.92 | 08/25/2031 | 0.01 |
Roller Bearing Co of America Inc | 4.38 | 10/15/2029 | 0.01 |
USD/AUD CFWD2022830 | 08/30/2022 | 0.01 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
USD/AUD CFWD2022830 | 08/30/2022 | 0.01 | |
Fannie Mae REMICS | 6.00 | 01/25/2032 | 0.01 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.01 | |
Citigroup Mortgage Loan Trust 2006- | 3.15 | 10/25/2035 | 0.01 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.01 | |
Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.01 |
JPMorgan Chase Bank NA | 07/17/2023 | 0.01 | |
Fannie Mae REMICS | 4.92 | 06/25/2037 | 0.01 |
BRL/USD CFWD202275 | 07/05/2022 | 0.01 | |
New Enterprise Stone & Lime Co Inc | 5.25 | 07/15/2028 | 0.01 |
LCH.Clearnet LLC | 04/18/2025 | 0.01 | |
Bank of America NA | 12/05/2022 | 0.01 | |
USD/BRL CFWD202282 | 08/02/2022 | 0.01 | |
Bank of America NA | 03/24/2023 | 0.01 | |
Morgan Stanley Capital Services LLC | 09/01/2022 | 0.01 | |
Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
International Finance Corp | 0.00 | 02/15/2029 | 0.00 |
Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
Fannie Mae REMICS | 2.56 | 06/25/2037 | 0.00 |
Precision Drilling Corp | 7.12 | 01/15/2026 | 0.00 |
CCG Receivables Trust | 3.57 | 09/14/2026 | 0.00 |
Dana Inc | 5.38 | 11/15/2027 | 0.00 |
Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.00 |
Government National Mortgage Associ | 5.14 | 04/16/2041 | 0.00 |
RUB/USD CFWD2023222 | 02/22/2023 | 0.00 | |
LCH.Clearnet LLC | 05/13/2024 | 0.00 | |
Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
Fannie Mae REMICS | 2.12 | 12/25/2032 | 0.00 |
RUB/USD CFWD2023217 | 02/17/2023 | 0.00 | |
LCH.Clearnet LLC | 05/13/2024 | 0.00 | |
LCH.Clearnet LLC | 06/09/2025 | 0.00 | |
USD/BRL CFWD202275 | 07/05/2022 | 0.00 | |
Fannie Mae REMICS | 5.08 | 05/25/2035 | 0.00 |
COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.00 |
LCH.Clearnet LLC | 09/21/2024 | 0.00 | |
Fannie Mae REMICS | 2.62 | 04/25/2032 | 0.00 |
Goldman Sachs International | 09/09/2022 | 0.00 | |
0.00 | |||
Fannie Mae Interest Strip | 6.50 | 06/25/2031 | 0.00 |
Goldman Sachs International | 11/17/2022 | 0.00 | |
Freddie Mac REMICS | 2.32 | 02/15/2032 | 0.00 |
Freddie Mac REMICS | 2.32 | 03/15/2032 | 0.00 |
CNY/USD CFWD2022830 | 08/30/2022 | 0.00 | |
Freddie Mac REMICS | 2.32 | 02/15/2032 | 0.00 |
BRL/USD CFWD202275 | 07/05/2022 | 0.00 | |
Four Seasons Hotels Ltd | 3.67 | 11/30/2023 | 0.00 |
Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.00 |
Fannie Mae REMICS | 4.53 | 12/25/2042 | 0.00 |
Fannie Mae REMICS | 6.58 | 01/25/2033 | 0.00 |
Government National Mortgage Associ | 5.04 | 04/16/2037 | 0.00 |
JPMorgan Chase Bank NA | 09/22/2022 | 0.00 | |
GSR Mortgage Loan Trust 2005-AR4 | 3.57 | 07/25/2035 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
JP Morgan Mortgage Trust 2007-A1 | 2.42 | 07/25/2035 | 0.00 |
CLAIRES HOLDINGS LLC Pfd | 0.00 | ||
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.00 |
Freddie Mac REMICS | 2.32 | 02/15/2032 | 0.00 |
Fannie Mae REMICS | 5.61 | 09/25/2036 | 0.00 |
Freddie Mac REMICS | 5.40 | 05/15/2035 | 0.00 |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
Fannie Mae REMICS | 7.00 | 03/25/2033 | 0.00 |
LCH.Clearnet LLC | 05/31/2032 | 0.00 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
JPMorgan Chase Bank NA | 08/22/2022 | 0.00 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.00 | |
Fannie Mae REMICS | 2.10 | 10/18/2032 | 0.00 |
Fannie Mae REMICS | 6.00 | 05/25/2031 | 0.00 |
Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
Fannie Mae REMICS | 2.02 | 11/25/2033 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2028 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
Freddie Mac REMICS | 5.38 | 01/15/2035 | 0.00 |
Freddie Mac REMICS | 4.83 | 07/15/2035 | 0.00 |
WaMu Mortgage Pass-Through Certific | 2.50 | 10/25/2033 | 0.00 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.00 | |
Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
Fannie Mae REMICS | 4.98 | 05/25/2035 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | 0.00 | |
Fannie Mae Grantor Trust 2001-T3 | 0.63 | 11/25/2040 | 0.00 |
LCH.Clearnet LLC | 05/11/2024 | 0.00 | |
Mcdermott International Ltd Wts | 0.00 | ||
Murray Energy Corp | 12.00 | 04/15/2024 | 0.00 |
Freddie Mac REMICS | 4.75 | 05/15/2038 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
CME Group Inc | 09/08/2032 | 0.00 | |
Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
Bank of America NA | 07/18/2022 | 0.00 | |
Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
Intercontinental Exchange Inc | 1.00 | 06/20/2025 | 0.00 |
Fannie Mae REMICS | 6.63 | 05/25/2033 | 0.00 |
Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
Fannie Mae REMICS | 5.93 | 10/25/2033 | 0.00 |
EUR/USD CFWD2022830 | 08/30/2022 | 0.00 | |
Freddie Mac REMICS | 5.73 | 10/15/2033 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
USD/BRL CFWD202282 | 08/02/2022 | 0.00 | |
USD/CAD CFWD2022830 | 08/30/2022 | 0.00 | |
RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
Mcdermott International Ltd | 0.00 | ||
Goldman Sachs International | 08/12/2022 | 0.00 | |
Fannie Mae REMICS | 2.62 | 04/25/2032 | 0.00 |
UBS AG | 09/09/2022 | 0.00 | |
CME Group Inc | 05/09/2032 | 0.00 | |
Fannie Mae Pool | 7.50 | 03/01/2033 | 0.00 |
Freddie Mac REMICS | 5.68 | 12/15/2037 | 0.00 |
Fannie Mae REMICS | 6.30 | 11/18/2031 | 0.00 |
Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
CWHEQ Revolving Home Equity Loan Tr | 1.47 | 11/15/2036 | 0.00 |
Fannie Mae REMICS | 4.93 | 10/25/2041 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
Fannie Mae REMICS | 2.62 | 09/25/2032 | 0.00 |
Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
Bank of America NA | 05/24/2025 | 0.00 | |
Freddie Mac REMICS | 5.40 | 05/15/2035 | 0.00 |
USD P THB C @34.1000 DO 33.4000 | 08/19/2022 | 0.00 | |
Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
Bank of America NA | 07/27/2022 | 0.00 | |
Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
Fannie Mae REMICS | 5.13 | 05/25/2035 | 0.00 |
USD/GBP CFWD2022830 | 08/30/2022 | 0.00 | |
Party City Holdco Inc | 0.00 | ||
Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
Freddie Mac REMICS | 4.93 | 12/15/2039 | 0.00 |
JPMorgan Chase Bank NA | 09/09/2022 | 0.00 | |
USD/EUR CFWD2022830 | 08/30/2022 | 0.00 | |
Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.00 |
Fannie Mae REMICS | 2.62 | 12/25/2032 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
BRL/USD CFWD202275 | 07/05/2022 | 0.00 | |
McDermott - Warrants B | 0.00 | ||
Fannie Mae REMICS | 6.63 | 02/25/2033 | 0.00 |
Freddie Mac REMICS | 1.97 | 07/15/2029 | 0.00 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.00 | |
USD/JPY CFWD2022830 | 08/30/2022 | 0.00 | |
CWHEQ Revolving Home Equity Loan Tr | 1.55 | 12/15/2035 | 0.00 |
McDermott - Warrants A | 0.00 | ||
Fannie Mae REMICS | 4.43 | 03/25/2035 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
Fannie Mae REMICS | 6.38 | 07/25/2032 | 0.00 |
USD/EUR CFWD2022830 | 08/30/2022 | 0.00 | |
Fannie Mae REMICS | 6.50 | 12/18/2032 | 0.00 |
Fannie Mae REMICS | 7.00 | 07/25/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Fannie Mae REMICS | 6.40 | 03/18/2032 | 0.00 |
UBS AG | 09/06/2022 | 0.00 | |
USD/GBP CFWD2022830 | 08/30/2022 | 0.00 | |
Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Freddie Mac REMICS | 4.68 | 04/15/2038 | 0.00 |
Fannie Mae REMICS | 6.48 | 03/25/2032 | 0.00 |
Fannie Mae REMICS | 6.38 | 07/25/2032 | 0.00 |
Freddie Mac REMICS | 1.77 | 02/15/2029 | 0.00 |
COMM 2012-CCRE5 Mortgage Trust | 1.65 | 12/10/2045 | 0.00 |
Bank of America NA | 08/15/2022 | 0.00 | |
Ginnie Mae I Pool | 8.00 | 05/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
Goldman Sachs International | 08/26/2021 | 0.00 | |
Freddie Mac REMICS | 1.82 | 01/15/2033 | 0.00 |
USD/BRL CFWD202282 | 08/02/2022 | 0.00 | |
Freddie Mac Strips | 7.00 | 04/01/2030 | 0.00 |
Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
Fannie Mae REMICS | 6.48 | 04/25/2032 | 0.00 |
Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
Freddie Mac Strips | 6.50 | 06/01/2031 | 0.00 |
Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Freddie Mac REMICS | 6.78 | 06/15/2029 | 0.00 |
Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
Fannie Mae REMICS | 5.38 | 04/25/2032 | 0.00 |
Freddie Mac REMICS | 6.50 | 01/15/2031 | 0.00 |
Fannie Mae REMICS | 5.98 | 06/25/2026 | 0.00 |
Fannie Mae REMICS | 6.18 | 04/25/2032 | 0.00 |
Fannie Mae REMICS | 6.38 | 09/25/2032 | 0.00 |
Fannie Mae REMICS | 6.33 | 01/25/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Freddie Mac REMICS | 7.00 | 04/15/2028 | 0.00 |
JPMorgan Chase Bank NA | 07/27/2022 | 0.00 | |
Freddie Mac Strips | 7.00 | 04/01/2027 | 0.00 |
Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
Fannie Mae REMICS | 6.50 | 12/18/2032 | 0.00 |
Fannie Mae REMICS | 6.50 | 04/25/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2028 | 0.00 |
BRL/USD CFWD202275 | 07/05/2022 | 0.00 | |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Freddie Mac REMICS | 4.68 | 03/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Bank of America NA | 07/22/2022 | 0.00 | |
Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
USD/MXN CFWD2022830 | 08/30/2022 | 0.00 | |
Freddie Mac REMICS | 5.43 | 02/15/2035 | 0.00 |
Freddie Mac REMICS | 7.63 | 08/15/2029 | 0.00 |
Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Fannie Mae REMICS | 4.43 | 07/25/2038 | 0.00 |
Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
Sabine Oil & Gas Holdings Inc | 0.00 | ||
Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
Fannie Mae REMICS | 5.13 | 03/25/2035 | 0.00 |
Freddie Mac REMICS | 1.50 | 07/15/2023 | 0.00 |
Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
Ginnie Mae II Pool | 1.62 | 07/20/2027 | 0.00 |
Freddie Mac REMICS | 7.00 | 03/15/2028 | 0.00 |
Freddie Mac REMICS | 7.18 | 07/17/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Fannie Mae REMICS | 6.28 | 11/25/2031 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.00 |
Fannie Mae REMICS | 6.30 | 12/18/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 09/01/2022 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
Fannie Mae Pool | 7.00 | 08/01/2022 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
Freddie Mac REMICS | 7.18 | 07/17/2028 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 10/25/2023 | 0.00 |
Goldman Sachs International | 07/08/2022 | 0.00 | |
Goldman Sachs International | 07/08/2022 | 0.00 | |
Fannie Mae REMICS | 5.50 | 06/25/2023 | 0.00 |
USD P INR C @74.0000 DO 72.0000 | 07/06/2022 | 0.00 | |
Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
Morgan Stanley Capital Services LLC | 07/11/2022 | 0.00 | |
Fannie Mae Pool | 7.00 | 07/01/2022 | 0.00 |
Fannie Mae REMICS | 5.08 | 02/25/2024 | 0.00 |
Vendee Mortgage Trust 1995-3 | 0.00 | 09/15/2025 | 0.00 |
EUR/USD CFWD2022830 | 08/30/2022 | 0.00 | |
Vendee Mortgage Trust 1992-2 | 0.00 | 09/15/2022 | 0.00 |
Deutsche Mortgage Securities Inc | 2.05 | 07/22/2036 | 0.00 |
MOS RU-MTG TRS | 5.00 | 08/22/2034 | 0.00 |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
JPMorgan Chase Bank NA | 07/27/2022 | -0.00 | |
Morgan Stanley Capital Services LLC | 07/07/2022 | -0.00 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.00 |
USD/BRL CFWD202275 | 07/05/2022 | -0.00 | |
LCH.Clearnet LLC | 06/10/2025 | -0.00 | |
BRL/USD CFWD202275 | 07/05/2022 | -0.00 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.00 |
LCH.Clearnet LLC | 06/13/2027 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
USD/CNY CFWD2022830 | 08/30/2022 | -0.00 | |
USD/BRL CFWD202275 | 07/05/2022 | -0.00 | |
BRL/USD CFWD202275 | 07/05/2022 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
SEK/USD CFWD2022830 | 08/30/2022 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
CME Group Inc | 05/24/2032 | -0.00 | |
KRW/USD CFWD2022921 | 09/21/2022 | -0.00 | |
USD/CNY CFWD2022830 | 08/30/2022 | -0.00 | |
USD/CNY CFWD2022830 | 08/30/2022 | -0.00 | |
USD/CNY CFWD2022830 | 08/30/2022 | -0.00 | |
GBP/USD CFWD2022830 | 08/30/2022 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.00 | |
CME Group Inc | 05/16/2032 | -0.00 | |
USD/BRL CFWD202275 | 07/05/2022 | -0.00 | |
Goldman Sachs International | 12/12/2022 | -0.00 | |
AUD/USD CFWD2022830 | 08/30/2022 | -0.00 | |
CLP/USD CFWD2022831 | 08/31/2022 | -0.00 | |
Goldman Sachs International | 07/18/2022 | -0.00 | |
LCH.Clearnet LLC | 09/21/2024 | -0.00 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.01 | |
COP/USD CFWD2022921 | 09/21/2022 | -0.01 | |
USD/BRL CFWD202275 | 07/05/2022 | -0.01 | |
BRL/USD CFWD202282 | 08/02/2022 | -0.01 | |
INR/USD CFWD2022921 | 09/21/2022 | -0.01 | |
BRL/USD CFWD202275 | 07/05/2022 | -0.01 | |
Morgan Stanley Capital Services LLC | 07/20/2022 | -0.01 | |
LCH.Clearnet LLC | 05/25/2027 | -0.01 | |
MXN/USD CFWD2022830 | 08/30/2022 | -0.01 | |
JPMorgan Chase Bank NA | 09/22/2022 | -0.01 | |
CME Group Inc | 09/18/2024 | -0.01 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.01 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.01 | |
MXN/USD CFWD2022830 | 08/30/2022 | -0.01 | |
MXN/USD CFWD2022830 | 08/30/2022 | -0.01 | |
USD/RUB CFWD2022916 | 09/16/2022 | -0.01 | |
GBP/USD CFWD2022830 | 08/30/2022 | -0.01 | |
GBP/USD CFWD2022830 | 08/30/2022 | -0.01 | |
Morgan Stanley Capital Services LLC | 10/27/2022 | -0.01 | |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.01 |
Bank of America NA | 10/31/2022 | -0.02 | |
Morgan Stanley Capital Services LLC | 09/01/2022 | -0.02 | |
Morgan Stanley Capital Services LLC | 10/11/2022 | -0.02 | |
CME Group Inc | 01/02/2029 | -0.02 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.02 | |
LCH.Clearnet LLC | 06/24/2025 | -0.02 | |
USD/RUB CFWD2023217 | 02/17/2023 | -0.02 | |
LCH.Clearnet LLC | 06/20/2032 | -0.02 | |
JPY/USD CFWD2022830 | 08/30/2022 | -0.02 | |
JPMorgan Chase Bank NA | 07/27/2022 | -0.02 | |
CME Group Inc | 01/02/2029 | -0.02 | |
AUD/USD CFWD2022830 | 08/30/2022 | -0.02 | |
EUR/USD CFWD2022729 | 07/29/2022 | -0.02 | |
CZK/USD CFWD2022830 | 08/30/2022 | -0.02 | |
Bank of America NA | 09/12/2022 | -0.02 | |
USD/RUB CFWD2023222 | 02/22/2023 | -0.02 | |
LCH.Clearnet LLC | 01/17/2023 | -0.02 | |
THB/USD CFWD2022830 | 08/30/2022 | -0.03 | |
CAD/USD CFWD2022830 | 08/30/2022 | -0.03 | |
NZD/USD CFWD2022830 | 08/30/2022 | -0.03 | |
CAD/USD CFWD2022830 | 08/30/2022 | -0.03 | |
Goldman Sachs International | 11/23/2022 | -0.03 | |
JPY/USD CFWD2022830 | 08/30/2022 | -0.03 | |
GBP/USD CFWD2022830 | 08/30/2022 | -0.03 | |
NOK/USD CFWD2022830 | 08/30/2022 | -0.03 | |
Morgan Stanley & Co International P | 08/09/2022 | -0.03 | |
Goldman Sachs International | 09/23/2022 | -0.03 | |
ZAR/USD CFWD2022830 | 08/30/2022 | -0.04 | |
NZD/USD CFWD2022830 | 08/30/2022 | -0.04 | |
Bank of America NA | 12/09/2022 | -0.04 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.04 |
Chicago Mercantile Exchange Inc | 01/04/2027 | -0.04 | |
LCH.Clearnet LLC | 05/25/2027 | -0.04 | |
USD/RUB CFWD2022822 | 08/22/2022 | -0.04 | |
Goldman Sachs International | 11/10/2022 | -0.04 | |
Morgan Stanley Capital Services LLC | 10/27/2022 | -0.04 | |
USD/RUB CFWD2023227 | 02/27/2023 | -0.05 | |
USD/RUB CFWD2022916 | 09/16/2022 | -0.05 | |
Bank of America NA | 12/07/2022 | -0.05 | |
NOK/USD CFWD2022830 | 08/30/2022 | -0.05 | |
AUD/USD CFWD2022830 | 08/30/2022 | -0.05 | |
ZAR/USD CFWD2022830 | 08/30/2022 | -0.05 | |
ZAR/USD CFWD2022830 | 08/30/2022 | -0.05 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2025 | -0.05 |
CME Group Inc | 01/02/2031 | -0.05 | |
Morgan Stanley Capital Services LLC | 08/08/2022 | -0.05 | |
Goldman Sachs International | 09/23/2022 | -0.06 | |
CME Group Inc | 01/04/2027 | -0.06 | |
JPMorgan Chase Bank NA | 07/07/2022 | -0.06 | |
AUD/USD CFWD2022830 | 08/30/2022 | -0.06 | |
LCH.Clearnet LLC | 06/09/2032 | -0.06 | |
MXN/USD CFWD2022830 | 08/30/2022 | -0.06 | |
SEK/USD CFWD2022830 | 08/30/2022 | -0.07 | |
Goldman Sachs International | 12/13/2022 | -0.07 | |
PLN/USD CFWD2022830 | 08/30/2022 | -0.08 | |
Goldman Sachs International | 5.00 | 12/20/2024 | -0.08 |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.08 |
JPMorgan Chase Bank NA | 5.00 | 12/20/2023 | -0.08 |
JPMorgan Chase Bank NA | 02/17/2023 | -0.09 | |
Goldman Sachs International | 08/22/2022 | -0.09 | |
Goldman Sachs International | 09/13/2022 | -0.09 | |
EUR/USD CFWD2022830 | 08/30/2022 | -0.10 | |
JPMorgan Chase Bank NA | 09/21/2022 | -0.10 | |
LCH.Clearnet LLC | 06/02/2052 | -0.11 | |
JPMorgan Chase Bank NA | 05/26/2025 | -0.11 | |
Morgan Stanley Capital Services LLC | 09/14/2022 | -0.11 | |
JPMorgan Chase Bank NA | 04/21/2023 | -0.11 | |
-0.12 | |||
Intercontinental Exchange Inc | 5.00 | 06/20/2027 | -0.13 |
JPMorgan Chase Bank NA | 06/12/2023 | -0.13 | |
CLP/USD CFWD2022921 | 09/21/2022 | -0.14 | |
LCH.Clearnet LLC | 09/02/2052 | -0.14 | |
USD/RUB CFWD2022916 | 09/16/2022 | -0.16 | |
Bank of America NA | 06/13/2023 | -0.16 | |
Goldman Sachs International | 06/16/2023 | -0.17 | |
Bank of America NA | 11/28/2022 | -0.17 | |
Goldman Sachs International | 5.00 | 12/20/2025 | -0.19 |
JPMorgan Chase Bank NA | 02/17/2023 | -0.20 | |
Morgan Stanley Capital Services LLC | 12/05/2022 | -0.23 | |
Goldman Sachs International | 04/22/2024 | -0.24 | |
BRL/USD CFWD202275 | 07/05/2022 | -0.26 | |
JPMorgan Chase Bank NA | 02/16/2023 | -0.28 | |
Morgan Stanley Capital Services LLC | 12/05/2022 | -0.29 | |
Morgan Stanley Capital Services LLC | 12/07/2022 | -0.31 | |
Goldman Sachs International | 12/16/2022 | -0.33 | |
Goldman Sachs International | 12/15/2022 | -0.36 | |
Bank of America NA | 12/15/2022 | -0.40 | |
LCH.Clearnet LLC | 03/03/2032 | -0.42 | |
Morgan Stanley Capital Services LLC | 06/07/2023 | -0.52 | |
Morgan Stanley Capital Services LLC | 04/22/2024 | -0.61 | |
NOK/EUR CFWD2022825 | 08/25/2022 | -0.77 |