Invesco Global Strategic Income Fund

as of 06/30/2023

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
26.41
CASH & EQUIVALENTS 0.00 7.93
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 6.17
United States Treasury Inflation In 1.25 04/15/2028 3.34
Invesco Treasury Portfolio 2.49
Peru Government Bond 6.15 08/12/2032 2.21
Invesco Government & Agency Portfol 2.17
French Republic Government Bond OAT 0.00 05/25/2032 1.65
YPF SA 1.61
Mexican Bonos 7.75 05/29/2031 1.60
Invesco Liquid Assets Portfolio 1.55
Republic of Poland Government Bond 1.75 04/25/2032 1.51
Republic of South Africa Government 8.00 01/31/2030 1.19
Republic of South Africa Government 10.50 12/21/2026 1.13
1.12
Fannie Mae Pool 4.50 07/01/2052 1.09
United States Treasury Inflation In 0.62 07/15/2032 1.09
Fannie Mae Pool 5.50 02/01/2053 1.03
Freddie Mac Pool 5.00 03/01/2053 1.02
Fannie Mae Pool 5.50 03/01/2053 1.02
Colombian TES 7.75 09/18/2030 1.01
Hellenic Republic Government Bond 4.25 06/15/2033 0.98
Freddie Mac Pool 5.00 09/01/2052 0.97
Freddie Mac Pool 4.50 10/01/2052 0.96
Indonesia Treasury Bond 7.00 02/15/2033 0.89
Colombian TES 7.25 10/26/2050 0.87
Colombian TES 7.00 06/30/2032 0.83
Peru Government Bond 5.94 02/12/2029 0.82
Barclays PLC 7.12 12/31/2099 0.66
Corp Andina de Fomento 6.82 02/22/2031 0.65
India Government Bond 7.26 08/22/2032 0.63
Ford Motor Credit Co LLC 5.12 06/16/2025 0.63
Province of Ontario Canada 3.75 12/02/2053 0.61
Newday Funding Master Issuer PLC - 8.77 03/15/2029 0.60
Thailand Government Bond 3.45 06/17/2043 0.60
Japan Government Thirty Year Bond 1.60 12/20/2052 0.58
Indonesia Treasury Bond 6.38 08/15/2028 0.57
British Telecommunications PLC 4.25 11/23/2081 0.57
French Republic Government Bond OAT 0.75 05/25/2052 0.53
Melco Resorts Finance Ltd 4.88 06/06/2025 0.53
Sempra Energy 4.12 04/01/2052 0.52
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.50
Banco Bilbao Vizcaya Argentaria SA 5.88 12/31/2099 0.49
India Government Bond 6.54 01/17/2032 0.49
SC Germany SA Compartment Consumer 6.12 11/14/2035 0.49
Morgan Stanley Capital Services LLC 05/05/2038 0.48
China Government Bond 3.32 04/15/2052 0.47
SC Germany Consumer 2018-1 UG 3.25 12/13/2031 0.47
Peru Government Bond 7.30 08/12/2033 0.47
Dell International LLC / EMC Corp 6.20 07/15/2030 0.46
Southern Co/The 4.00 01/15/2051 0.45
Republic of South Africa Government 8.25 03/31/2032 0.44
FIDEICOMISO DORREGO Y LIBERTADOR 2.00 12/31/2043 0.44
General Motors Co 6.80 10/01/2027 0.44
Freddie Mac STACR REMIC Trust 2022- 7.97 04/25/2042 0.42
Enbridge Inc 7.38 01/15/2083 0.41
BNP Paribas SA 7.38 12/31/2049 0.39
Colombian TES 7.25 10/18/2034 0.39
New South Wales Treasury Corp 3.00 02/20/2030 0.38
Petroleos Mexicanos 8.75 06/02/2029 0.38
0.38
ING Groep NV 5.75 12/31/2059 0.38
Newday Funding Master Issuer PLC - 7.07 11/15/2029 0.38
Eurosail 2006-2bl PLC 8.25 12/15/2044 0.37
Vodafone Group PLC 3.25 06/04/2081 0.36
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.36
Freeport-McMoRan Inc 4.62 08/01/2030 0.36
Bancolombia SA 6.91 10/18/2027 0.35
Eurosail 2006-2bl PLC 4.33 12/15/2044 0.35
Electricite de France SA 5.38 12/31/2049 0.35
Alba 2007-1 PLC 6.22 03/17/2039 0.35
Eurosail-UK 2007-2np PLC 5.79 03/13/2045 0.32
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.32
Taurus 2018-1 IT SRL 4.38 05/18/2030 0.29
Erste Group Bank AG 6.50 12/31/2049 0.29
Eurosail 2006-4np PLC 7.98 12/10/2044 0.29
Southern Co/The 3.75 09/15/2051 0.29
Great Hall Mortgages No 1 PLC 7.32 06/18/2039 0.29
Credit Agricole SA 8.12 12/31/2049 0.28
Freddie Mac STACR REMIC Trust 2022- 7.07 04/25/2042 0.28
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.28
ING Groep NV 6.50 12/31/2049 0.28
Newday Funding Master Issuer PLC - 9.07 11/15/2029 0.28
BPCE SA 1.50 01/13/2042 0.28
Alcoa Nederland Holding BV 6.12 05/15/2028 0.27
Jupiter Mortgage NO 1 PLC 6.99 07/20/2060 0.27
Celanese US Holdings LLC 5.90 07/05/2024 0.26
Prosil Acquisition SA 4.49 10/31/2039 0.26
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.26
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.26
Morgan Stanley Capital Services LLC 04/06/2038 0.26
KBC Group NV 4.75 12/31/2079 0.25
International Finance Corp 0.00 03/23/2038 0.25
Invesco Global Strategic Income Fun 0.25
Japan Government Forty Year Bond 1.00 03/20/2062 0.25
CHS/Community Health Systems Inc 8.00 03/15/2026 0.25
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.25
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.24
Mativ Holdings Inc 6.88 10/01/2026 0.24
FREMF 2016-K54 Mortgage Trust 4.19 04/25/2048 0.24
Telefonica Europe BV 4.38 12/31/2049 0.24
Freddie Mac STACR REMIC Trust 2022- 10.42 08/25/2042 0.23
HSBC Holdings PLC 5.88 12/31/2079 0.23
Futura 2019 Srl 5.94 07/31/2044 0.23
NULL 09/05/2023 0.23
LCH.Clearnet LLC 08/09/2033 0.23
Carnival Corp 10.50 02/01/2026 0.23
JSW Steel Ltd 3.95 04/05/2027 0.23
Bayer AG 2.38 11/12/2079 0.23
CaixaBank SA 6.38 12/31/2099 0.22
Cloverie PLC for Swiss Reinsurance 4.50 09/11/2044 0.22
Lloyds Banking Group PLC 5.12 12/31/2059 0.22
JPMorgan Chase Bank NA 05/22/2025 0.22
Freddie Mac Structured Agency Credi 9.07 07/25/2042 0.22
Freddie Mac STACR REMIC Trust 2022- 8.62 08/25/2042 0.21
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.21
AT&T Inc 2.88 12/31/2099 0.21
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.21
Telefonica Europe BV 2.88 12/31/2099 0.21
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.21
Freddie Mac STACR REMIC Trust 2022- 7.47 02/25/2042 0.21
Boeing Co/The 4.88 05/01/2025 0.21
MGM China Holdings Ltd 5.38 05/15/2024 0.21
BPCE SA 5.15 07/21/2024 0.21
United Airlines Inc 4.38 04/15/2026 0.21
First Quantum Minerals Ltd 6.88 10/15/2027 0.21
Oman Government International Bond 6.75 01/17/2048 0.20
Transcanada Trust 5.88 08/15/2076 0.20
Ecopetrol SA 5.38 06/26/2026 0.20
Grupo Financiero Galicia SA 0.20
Argentina Treasury Bond BONCER 2.00 11/09/2026 0.20
Cooperatieve Rabobank UA 4.38 12/31/2099 0.19
NatWest Group PLC 6.00 12/31/2059 0.19
Eurosail-UK 2007-2np PLC 4.27 03/13/2045 0.19
CVS Health Corp 5.05 03/25/2048 0.19
Connecticut Avenue Securities Trust 8.67 07/25/2042 0.19
Swedbank AB 5.62 12/31/2059 0.19
Mercury Chile Holdco LLC 6.50 01/24/2027 0.19
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.19
Ludgate Funding PLC 4.67 01/01/2061 0.19
Jabil Inc 3.00 01/15/2031 0.19
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.19
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.19
Petroleos Mexicanos 6.50 03/13/2027 0.19
Prudential Funding Asia PLC 4.88 12/31/2059 0.19
UBS Group AG 5.12 12/31/2099 0.18
MGM China Holdings Ltd 5.88 05/15/2026 0.18
KBC Group NV 4.25 12/31/2079 0.18
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.18
Republic of Austria Government Bond 2.10 09/20/2117 0.17
USD/JPY CFWD202375 07/05/2023 0.17
Freddie Mac Structured Agency Credi 7.07 06/25/2043 0.17
FedEx Corp 4.05 02/15/2048 0.17
United Kingdom Gilt 0.50 10/22/2061 0.17
Connecticut Avenue Securities Trust 7.37 05/25/2043 0.17
Morgan Stanley Capital Services LLC 05/19/2033 0.17
Wynn Macau Ltd 4.88 10/01/2024 0.17
Stratton Mortgage Funding 2021-1 PL 7.69 09/25/2051 0.17
Connecticut Avenue Securities Trust 7.57 04/25/2043 0.16
Electricite de France SA 9.12 12/31/2049 0.16
Freeport Indonesia PT 6.20 04/14/2052 0.16
Lloyds Banking Group PLC 8.50 12/31/2099 0.16
Towd Point Mortgage Funding 2019 - 6.54 10/20/2051 0.16
Freddie Mac STACR REMIC Trust 2023- 7.17 03/25/2043 0.16
Becton Dickinson & Co 3.79 05/20/2050 0.16
EUR/USD CFWD2023920 09/20/2023 0.16
NatWest Group PLC 5.12 12/31/2059 0.15
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.15
Ivory Coast Government Internationa 4.88 01/30/2032 0.15
Colombian TES 9.25 05/28/2042 0.15
Nemak SAB de CV 3.62 06/28/2031 0.14
Braskem Idesa SAPI 7.45 11/15/2029 0.14
Colombia Government International B 4.12 02/22/2042 0.14
Alba 2007-1 PLC 8.27 03/17/2039 0.14
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.14
Eurohome UK Mortgages 2007-2 plc 6.40 09/15/2044 0.13
Cemex SAB de CV 5.12 12/31/2079 0.13
Towd Point Mortgage Funding 2019 - 6.99 10/20/2051 0.13
Intesa Sanpaolo SpA 5.50 12/31/2099 0.13
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.13
Morgan Stanley Capital Services LLC 05/19/2033 0.13
Morgan Stanley Capital Services LLC 03/31/2025 0.13
Camelot Finance SA 4.50 11/01/2026 0.13
Eurohome UK Mortgages 2007 -1 PLC 5.89 06/15/2044 0.13
Freddie Mac Structured Agency Credi 8.42 06/25/2043 0.13
ILPT Commercial Mortgage Trust 2022 7.89 10/15/2039 0.13
Ivory Coast Government Internationa 5.38 07/23/2024 0.12
BRL/USD CFWD202375 07/05/2023 0.12
Lloyds Banking Group PLC 7.50 12/31/2079 0.12
Freddie Mac Multifamily Structured 1.09 05/25/2029 0.12
Repsol International Finance BV 3.75 12/31/2099 0.12
Plains All American Pipeline LP / P 3.80 09/15/2030 0.12
Nationwide Building Society 5.75 12/31/2099 0.12
Cosan Luxembourg SA 7.50 06/27/2030 0.11
Eurosail-UK 2007-1nc PLC 5.88 03/13/2045 0.11
Romanian Government International B 7.12 01/17/2033 0.11
Intesa Sanpaolo SpA 5.88 12/31/2079 0.11
CaixaBank SA 5.25 12/31/2099 0.11
European Bank for Reconstruction & 6.40 08/27/2025 0.11
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.11
Connecticut Avenue Securities Trust 8.17 03/25/2042 0.11
Deutsche Lufthansa AG 4.38 08/12/2075 0.11
CPI Property Group SA 4.88 12/31/2079 0.11
International Consolidated Airlines 1.50 07/04/2027 0.11
IM Pastor 4 FTA 3.73 03/22/2044 0.11
Lamar Media Corp 4.88 01/15/2029 0.10
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.10
Mativ Holdings Inc 8.97 04/20/2028 0.10
Societe Generale SA 7.88 12/12/2049 0.10
Cox Communications Inc 2.95 10/01/2050 0.10
Melco Resorts Finance Ltd 5.38 12/04/2029 0.10
Societe Generale SA 7.38 12/31/2099 0.10
BNP Paribas SA 7.75 12/31/2079 0.10
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.10
ABN AMRO Bank NV 4.38 12/31/2059 0.10
Seagate HDD Cayman 9.62 12/01/2032 0.10
Intesa Sanpaolo SpA 6.38 12/31/2059 0.10
Goldman Sachs International 05/02/2024 0.10
Banco Santander SA 4.38 12/31/2099 0.10
Societe Generale SA 8.00 12/31/2049 0.10
Banco Santander SA 4.12 12/31/2079 0.10
USD/JPY CFWD2023818 08/18/2023 0.10
AES Andes SA 6.35 10/07/2079 0.10
CT Trust 5.12 02/03/2032 0.10
Lusitano Mortgages No 5 PLC 4.14 07/15/2059 0.10
abrdn plc 4.25 06/30/2028 0.10
Mattel Inc 6.20 10/01/2040 0.10
Tenet Healthcare Corp 4.88 01/01/2026 0.09
Melco Resorts Finance Ltd 5.75 07/21/2028 0.09
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.09
Volkswagen International Finance NV 4.62 12/31/2059 0.09
Egypt Government International Bond 4.75 04/16/2026 0.09
Viatris Inc 3.85 06/22/2040 0.09
Nigeria Government International Bo 6.50 11/28/2027 0.09
Goldman Sachs International 05/16/2024 0.09
Banco Mercantil del Norte SA/Grand 5.88 12/31/2079 0.09
Erste Group Bank AG 4.25 12/31/2099 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
Suzano Austria GmbH 3.75 01/15/2031 0.09
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.09
Pampa Energia SA 0.09
Suzano Austria GmbH 2.50 09/15/2028 0.09
Alba 2006-2 PLC 8.25 12/15/2038 0.09
Alhambra SME Funding 2019-1 DAC 5.92 11/30/2028 0.09
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Kenbourne Invest SA 4.70 01/22/2028 0.08
Service Properties Trust 5.50 12/15/2027 0.08
CHS/Community Health Systems Inc 8.00 12/15/2027 0.08
Egypt Government International Bond 8.50 01/31/2047 0.08
Ritchie Bros Holdings Inc 6.75 03/15/2028 0.08
BNP Paribas SA 6.62 12/31/2099 0.08
Carriage Services Inc 4.25 05/15/2029 0.08
Viking Ocean Cruises Ship VII Ltd 5.62 02/15/2029 0.08
FirstEnergy Corp 4.15 07/15/2027 0.08
IRB Holding Corp 8.20 12/15/2027 0.08
NCL Corp Ltd 5.88 02/15/2027 0.08
Allison Transmission Inc 3.75 01/30/2031 0.08
Goldman Sachs International 10/19/2023 0.08
Connecticut Avenue Securities Trust 7.37 01/25/2043 0.08
Vodafone Group PLC 4.12 06/04/2081 0.08
Group 1 Automotive Inc 4.00 08/15/2028 0.08
Prosus NV 4.99 01/19/2052 0.08
CCO Holdings LLC / CCO Holdings Cap 5.50 05/01/2026 0.08
Crestwood Midstream Partners LP / C 8.00 04/01/2029 0.08
Crowdstrike Holdings Inc 3.00 02/15/2029 0.08
Braskem Idesa SAPI 6.99 02/20/2032 0.08
Lithia Motors Inc 3.88 06/01/2029 0.08
Iliad Holding SASU 7.00 10/15/2028 0.07
Fortress Transportation and Infrast 5.50 05/01/2028 0.07
TransDigm Inc 6.25 03/15/2026 0.07
MPT Operating Partnership LP / MPT 3.50 03/15/2031 0.07
Barclays Bank PLC 12/05/2023 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
Petroleos Mexicanos 6.95 01/28/2060 0.07
LCM Investments Holdings II LLC 4.88 05/01/2029 0.07
Telecom Italia SpA/Milano 5.30 05/30/2024 0.07
BP Capital Markets PLC 4.88 12/31/2049 0.07
USD/AUD CFWD2023724 07/24/2023 0.07
Gap Inc/The 3.62 10/01/2029 0.07
African Development Bank 0.00 01/17/2050 0.07
Muthoot Finance Ltd 4.40 09/02/2023 0.07
Goldman Sachs International 09/07/2023 0.07
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.07
Verus Securitization Trust 2022-7 5.35 07/25/2067 0.06
Match Group Holdings II LLC 4.62 06/01/2028 0.06
Nidda Healthcare Holding GmbH 7.50 08/21/2026 0.06
Mastr Asset Backed Securities Trust 5.35 08/25/2036 0.06
United States International Develop 3.13 04/15/2028 0.06
MXN/USD CFWD2023811 08/11/2023 0.06
Ford Motor Credit Co LLC 5.11 05/03/2029 0.06
Iraq International Bond 5.80 01/15/2028 0.06
Endo Luxembourg Finance Co I Sarl 14.25 03/27/2028 0.06
Heimstaden Bostad AB 3.38 12/31/2079 0.06
Dominican Republic International Bo 4.88 09/23/2032 0.06
Network i2i Ltd 5.65 12/31/2099 0.06
Bellis Acquisition Co PLC 3.25 02/16/2026 0.06
Bank of America NA 11/16/2023 0.06
Dun & Bradstreet Corp/The 8.43 02/06/2026 0.06
CME Group Inc 01/02/2026 0.06
USD/JPY CFWD2024213 02/13/2024 0.06
Morgan Stanley Capital Services LLC 08/07/2023 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Global Partners LP / GLP Finance Co 7.00 08/01/2027 0.06
Emerald Debt Merger Sub LLC 6.62 12/15/2030 0.06
EnPro Industries Inc 5.75 10/15/2026 0.06
Yum! Brands Inc 5.38 04/01/2032 0.06
Goldman Sachs International 12/18/2023 0.06
Charles Schwab Corp/The 5.38 12/31/2099 0.06
Valaris Ltd 8.38 04/30/2030 0.06
M&G PLC 6.50 10/20/2048 0.06
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.06
Black Knight InfoServ LLC 3.62 09/01/2028 0.06
Hess Midstream Operations LP 5.62 02/15/2026 0.06
Turkey Government International Bon 4.88 04/16/2043 0.06
Novelis Corp 3.25 11/15/2026 0.05
Clear Channel Outdoor Holdings Inc 8.81 08/21/2026 0.05
Seagate HDD Cayman 4.12 01/15/2031 0.05
CME Group Inc 01/02/2026 0.05
Venture Global LNG Inc 8.12 06/01/2028 0.05
Morgan Stanley Capital Services LLC 09/07/2023 0.05
Icahn Enterprises LP / Icahn Enterp 4.38 02/01/2029 0.05
Bank of America NA 08/09/2023 0.05
UBS Group AG 6.37 07/15/2026 0.05
CSC Holdings LLC 4.50 11/15/2031 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
OneMain Finance Corp 6.88 03/15/2025 0.05
Gatwick Airport Finance PLC 4.38 04/07/2026 0.05
Morgan Stanley Capital Services LLC 08/21/2023 0.05
Royal Caribbean Cruises Ltd 4.25 07/01/2026 0.05
CSN Resources SA 5.88 04/08/2032 0.05
Level 3 Financing Inc 3.75 07/15/2029 0.05
CME Group Inc 03/06/2025 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Service Properties Trust 4.38 02/15/2030 0.05
Deutsche Lufthansa AG 3.75 02/11/2028 0.05
Air France-KLM 3.88 07/01/2026 0.05
Studio City Finance Ltd 5.00 01/15/2029 0.05
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.05
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.05
1375209 BC Ltd 9.00 01/30/2028 0.05
Banco BBVA Argentina SA 0.05
Morgan Stanley Capital Services LLC 08/03/2023 0.05
FREMF 2017-K62 Mortgage Trust 4.01 01/25/2050 0.05
Morgan Stanley Capital Services LLC 07/10/2023 0.05
Encompass Health Corp 4.50 02/01/2028 0.05
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.05
Ghana Government International Bond 7.88 02/11/2035 0.05
Goldman Sachs International 11/14/2023 0.05
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Altice France SA/France 8.12 02/01/2027 0.05
Coriolanus DAC 0.00 04/30/2025 0.04
SunCoke Energy Inc 4.88 06/30/2029 0.04
OneMain Finance Corp 7.12 03/15/2026 0.04
USD/JPY CFWD2023912 09/12/2023 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Freddie Mac Structured Agency Credi 8.92 06/25/2043 0.04
CSC Holdings LLC 5.50 04/15/2027 0.04
USD/JPY CFWD202391 09/01/2023 0.04
Carnival Holdings Bermuda Ltd 10.38 05/01/2028 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
NRG Energy Inc 4.45 06/15/2029 0.04
Hudbay Minerals Inc 6.12 04/01/2029 0.04
MXN/USD CFWD202375 07/05/2023 0.04
Civitas Resources Inc 8.38 07/01/2028 0.04
Strathcona Resources Ltd/Alberta 6.88 08/01/2026 0.04
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Morgan Stanley Bank of America Merr 5.04 02/15/2047 0.04
NCR Corp 5.75 09/01/2027 0.04
Medline Borrower LP 3.88 04/01/2029 0.04
Transocean Titan Financing Ltd 8.38 02/01/2028 0.04
Fortress Transportation and Infrast 6.50 10/01/2025 0.04
Sonic Automotive Inc 4.62 11/15/2029 0.04
Carnival Corp 4.00 08/01/2028 0.04
FirstCash Inc 5.62 01/01/2030 0.04
Boxer Parent Co Inc 6.50 10/02/2025 0.04
Parkland Corp 4.50 10/01/2029 0.04
Navient Corp 6.12 03/25/2024 0.04
Sensata Technologies BV 5.00 10/01/2025 0.04
Select Medical Corp 6.25 08/15/2026 0.04
AerCap Ireland Capital DAC / AerCap 5.75 06/06/2028 0.04
SBA Communications Corp 3.88 02/15/2027 0.04
Roller Bearing Co of America Inc 4.38 10/15/2029 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
Wynn Macau Ltd 5.62 08/26/2028 0.04
Noble Finance II LLC 8.00 04/15/2030 0.04
ZF North America Capital Inc 6.88 04/14/2028 0.04
New Gold Inc 7.50 07/15/2027 0.04
Ford Motor Co 3.25 02/12/2032 0.04
United Natural Foods Inc 6.75 10/15/2028 0.04
Talen Energy Supply LLC 8.62 06/01/2030 0.04
GFL Environmental Inc 4.38 08/15/2029 0.04
DISH Network Corp 11.75 11/15/2027 0.04
Morgan Stanley Capital Services LLC 03/07/2024 0.04
Vistra Operations Co LLC 4.38 05/01/2029 0.04
Prestige Brands Inc 3.75 04/01/2031 0.04
Ascent Resources Utica Holdings LLC 7.00 11/01/2026 0.04
1011778 BC ULC / New Red Finance In 3.50 02/15/2029 0.04
Summit Midstream Holdings LLC / Sum 9.00 10/15/2026 0.04
Ladder Capital Finance Holdings LLL 4.75 06/15/2029 0.04
SS&C Technologies Inc 5.50 09/30/2027 0.04
Sensata Technologies Inc 3.75 02/15/2031 0.04
TransAlta Corp 7.75 11/15/2029 0.04
Gartner Inc 4.50 07/01/2028 0.04
NESCO Holdings II Inc 5.50 04/15/2029 0.04
Pactiv Evergreen Group Issuer Inc/P 4.00 10/15/2027 0.04
Bausch Health Cos Inc 4.88 06/01/2028 0.04
USD/CNY CFWD2023922 09/22/2023 0.04
Baytex Energy Corp 8.50 04/30/2030 0.04
CCM Merger Inc 6.38 05/01/2026 0.04
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.04
EnerSys 4.38 12/15/2027 0.04
BRL/USD CFWD2023713 07/13/2023 0.04
Clearway Energy Operating LLC 4.75 03/15/2028 0.04
Callon Petroleum Co 8.00 08/01/2028 0.04
Enerflex Ltd 9.00 10/15/2027 0.04
Apache Corp 7.75 12/15/2029 0.04
Jefferies Finance LLC / JFIN Co-Iss 5.00 08/15/2028 0.04
Vistra Operations Co LLC 5.00 07/31/2027 0.04
Lamar Media Corp 4.00 02/15/2030 0.04
USD/ZAR CFWD2023920 09/20/2023 0.04
Allwyn Entertainment Financing UK P 7.88 04/30/2029 0.03
Allison Transmission Inc 4.75 10/01/2027 0.03
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.03
USD/ZAR CFWD2023920 09/20/2023 0.03
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.03
Rockies Express Pipeline LLC 6.88 04/15/2040 0.03
Transocean Inc 8.75 02/15/2030 0.03
Goldman Sachs International 09/22/2023 0.03
Rockies Express Pipeline LLC 4.80 05/15/2030 0.03
CME Group Inc 01/02/2026 0.03
EUR C USD P @1.125000 EO 09/11/2023 0.03
Clarivate Science Holdings Corp 4.88 07/01/2029 0.03
USD/JPY CFWD202395 09/05/2023 0.03
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.03
USD/JPY CFWD2023920 09/20/2023 0.03
LCH.Clearnet LLC 02/17/2027 0.03
Howard Midstream Energy Partners LL 8.88 07/15/2028 0.03
Gartner Inc 3.62 06/15/2029 0.03
New Fortress Energy Inc 6.50 09/30/2026 0.03
First Quantum Minerals Ltd 8.62 06/01/2031 0.03
PLN/USD CFWD2023920 09/20/2023 0.03
RR Donnelley & Sons Co 8.25 07/01/2027 0.03
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.03
Morgan Stanley Capital Services LLC 11/16/2023 0.03
Goldman Sachs International 05/14/2024 0.03
USD/SGD CFWD2023920 09/20/2023 0.03
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
Bank of America NA 09/15/2023 0.02
USD/THB CFWD202391 09/01/2023 0.02
USD/CNY CFWD2024320 03/20/2024 0.02
Deutsche Bank AG 12/11/2023 0.02
Citigroup Commercial Mortgage Trust 1.17 10/12/2050 0.02
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
Altice France SA/France 5.12 07/15/2029 0.02
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.02
Hilton Domestic Operating Co Inc 5.75 05/01/2028 0.02
Diversified Healthcare Trust 4.75 05/01/2024 0.02
OneMain Finance Corp 3.88 09/15/2028 0.02
Everi Holdings Inc 5.00 07/15/2029 0.02
Altice France SA/France 5.50 10/15/2029 0.02
Alhambra SME Funding 2019-1 DAC 12.67 11/30/2028 0.02
Goldman Sachs International 11/16/2023 0.02
DaVita Inc 3.75 02/15/2031 0.02
LCH.Clearnet LLC 10/11/2026 0.02
Ford Motor Co 4.75 01/15/2043 0.02
LCH.Clearnet LLC 06/01/2028 0.02
Carnival Corp 6.00 05/01/2029 0.02
Civitas Resources Inc 8.75 07/01/2031 0.02
LCH.Clearnet LLC 10/19/2026 0.02
Hellenic Republic Government Bond 0.00 10/15/2042 0.02
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.02
Goldman Sachs International 06/10/2024 0.02
VOC Escrow Ltd 5.00 02/15/2028 0.02
Credit Suisse Group AG 6.25 12/31/2079 0.02
FIDEICOMISO DORREGO Y LIBERTADOR 0.00 12/31/2043 0.02
Goldman Sachs International 05/30/2024 0.02
Goldman Sachs International 09/25/2023 0.02
CSN Inova Ventures 6.75 01/28/2028 0.02
Rockies Express Pipeline LLC 4.95 07/15/2029 0.02
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.02
TransDigm Inc 6.75 08/15/2028 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.02
Ford Motor Credit Co LLC 3.38 11/13/2025 0.02
GBP/USD CFWD2023920 09/20/2023 0.02
LCH.Clearnet LLC 05/30/2033 0.02
USD/JPY CFWD202396 09/06/2023 0.02
USD/JPY CFWD202375 07/05/2023 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Banco Macro SA 0.02
Ford Motor Credit Co LLC 4.39 01/08/2026 0.02
Iliad Holding SASU 6.50 10/15/2026 0.02
CME Group Inc 02/11/2028 0.02
Goldman Sachs International 12/01/2023 0.02
Goldman Sachs International 05/07/2024 0.02
Bank of New York Mellon Corp/The 3.75 12/31/2059 0.02
JPMorgan Chase Bank NA 09/07/2023 0.02
USD/THB CFWD2023920 09/20/2023 0.02
CLAIRES HOLDINGS LLC 0.02
JPMorgan Chase & Co 5.00 12/31/2099 0.01
Goldman Sachs International 10/04/2023 0.01
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.01
PNC Financial Services Group Inc/Th 6.25 12/31/2099 0.01
BRL/USD CFWD2023711 07/11/2023 0.01
Chicago Mercantile Exchange Inc 01/04/2027 0.01
LCH.Clearnet LLC 05/12/2028 0.01
Hilton Worldwide Finance LLC / Hilt 4.88 04/01/2027 0.01
UBS Commercial Mortgage Trust 2017- 1.22 11/15/2050 0.01
JPMorgan Chase Bank NA 03/04/2024 0.01
Connecticut Avenue Securities Trust 7.55 04/25/2031 0.01
LCH.Clearnet LLC 04/24/2028 0.01
USD/BRL CFWD202382 08/02/2023 0.01
New Enterprise Stone & Lime Co Inc 5.25 07/15/2028 0.01
Bank of America NA 09/18/2023 0.01
Vistra Operations Co LLC 5.12 05/13/2025 0.01
USD/AUD CFWD2023920 09/20/2023 0.01
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.01
HUF/USD CFWD2023920 09/20/2023 0.01
USD/EUR CFWD2023712 07/12/2023 0.01
USD/EUR CFWD2023818 08/18/2023 0.01
Virgin Media Finance PLC 5.00 07/15/2030 0.01
Wells Fargo Commercial Mortgage Tru 1.01 12/15/2050 0.01
Murray Energy Corp 0.01
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.01
Syneos Health Inc 3.62 01/15/2029 0.01
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.01
Benchmark 2018-B1 Mortgage Trust 0.68 01/15/2051 0.01
Claire's Stores Inc 11.73 12/18/2026 0.01
USD/EUR CFWD202375 07/05/2023 0.01
Sensata Technologies BV 4.00 04/15/2029 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
Gartner Inc 3.75 10/01/2030 0.01
Morgan Stanley Capital Services LLC 11/14/2023 0.01
USD/IDR CFWD2023920 09/20/2023 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.00 02/01/2031 0.01
Bank of America NA 06/03/2024 0.01
GBP/USD CFWD2023920 09/20/2023 0.01
Fannie Mae REMICS 5.68 03/25/2036 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Fannie Mae REMICS 5.32 06/25/2036 0.01
Citigroup Inc 7.38 12/31/2099 0.01
Diversified Healthcare Trust 4.38 03/01/2031 0.01
Bank of America Corp 6.50 12/31/2099 0.01
Fannie Mae Grantor Trust 2001-T10 0.38 12/25/2041 0.01
Morgan Stanley Capital I 2017-HR2 0.99 12/15/2050 0.01
Citigroup Inc 3.88 12/31/2099 0.01
BRL/USD CFWD202375 07/05/2023 0.01
International Finance Corp 0.00 02/15/2029 0.01
COP/USD CFWD2023929 09/29/2023 0.01
CSC Holdings LLC 5.00 11/15/2031 0.01
CD 2017-CD6 Mortgage Trust 1.02 11/13/2050 0.01
Freddie Mac REMICS 6.02 08/15/2035 0.01
LCH.Clearnet LLC 05/29/2028 0.01
Level 3 Financing Inc 10.50 05/15/2030 0.01
LCH.Clearnet LLC 05/11/2028 0.01
USD/ZAR CFWD2023920 09/20/2023 0.01
USD/ZAR CFWD2023920 09/20/2023 0.01
USD/BRL CFWD202375 07/05/2023 0.01
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.01
Pfizer Investment Enterprises Pte L 5.30 05/19/2053 0.01
Bank of America NA 10/23/2023 0.01
CSC Holdings LLC 4.62 12/01/2030 0.01
Citigroup Mortgage Loan Trust 2006- 7.11 10/25/2035 0.01
Morgan Stanley Capital Services LLC 11/14/2023 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
LCH.Clearnet LLC 06/07/2033 0.01
Fannie Mae REMICS 4.00 04/25/2041 0.00
USD/EUR CFWD202383 08/03/2023 0.00
Goldman Sachs International 02/08/2024 0.00
MXN/USD CFWD2023920 09/20/2023 0.00
Bank of America NA 08/16/2023 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.00
USD/INR CFWD2023920 09/20/2023 0.00
USD/CNY CFWD2023825 08/25/2023 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Fannie Mae REMICS 6.09 06/25/2037 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Fannie Mae REMICS 5.65 12/25/2032 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Connecticut Avenue Securities Trust 7.30 09/25/2031 0.00
Fannie Mae REMICS 6.15 04/25/2032 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.00
Freddie Mac Multifamily Structured 0.78 02/25/2026 0.00
Fannie Mae REMICS 1.39 06/25/2037 0.00
Freddie Mac REMICS 6.11 02/15/2032 0.00
LCH.Clearnet LLC 02/10/2024 0.00
GSR Mortgage Loan Trust 2005-AR4 4.66 07/25/2035 0.00
Freddie Mac REMICS 6.11 02/15/2032 0.00
Goldman Sachs International 10/23/2023 0.00
Freddie Mac REMICS 6.11 03/15/2032 0.00
Bank of America NA 08/30/2023 0.00
JPMorgan Chase Bank NA 08/09/2023 0.00
CME Group Inc 02/10/2025 0.00
USD/BRL CFWD202382 08/02/2023 0.00
Goldman Sachs International 08/23/2023 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Goldman Sachs International 10/12/2023 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
CLP/USD CFWD2023920 09/20/2023 0.00
Freddie Mac REMICS 6.11 02/15/2032 0.00
JP Morgan Mortgage Trust 2007-A1 4.05 07/25/2035 0.00
Goldman Sachs International 5.00 12/20/2024 0.00
EUR/USD CFWD2023712 07/12/2023 0.00
Fannie Mae REMICS 1.00 12/25/2042 0.00
MXN/USD CFWD2023920 09/20/2023 0.00
Fannie Mae REMICS 5.61 10/18/2032 0.00
Government National Mortgage Associ 1.49 04/16/2041 0.00
Intercontinental Exchange Inc 1.00 06/20/2027 0.00
Fannie Mae REMICS 1.55 05/25/2035 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Fannie Mae REMICS 5.55 11/25/2033 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Goldman Sachs International 07/31/2023 0.00
COP/USD CFWD2023102 10/02/2023 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
WaMu Mortgage Pass-Through Certific 4.23 10/25/2033 0.00
Fannie Mae REMICS 3.05 01/25/2033 0.00
Freddie Mac REMICS 1.61 05/15/2035 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
LCH.Clearnet LLC 05/29/2033 0.00
USD/ZAR CFWD2023726 07/26/2023 0.00
Government National Mortgage Associ 1.39 04/16/2037 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
NZD/USD CFWD2023920 09/20/2023 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
CAD/USD CFWD2023920 09/20/2023 0.00
LCH.Clearnet LLC 06/15/2028 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
USD/PLN CFWD2023920 09/20/2023 0.00
Fannie Mae REMICS 2.08 09/25/2036 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
USD/INR CFWD2023920 09/20/2023 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
USD/AUD CFWD2024520 05/20/2024 0.00
USD/PLN CFWD2023920 09/20/2023 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
CWHEQ Revolving Home Equity Loan Tr 5.34 11/15/2036 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Freddie Mac REMICS 1.59 01/15/2035 0.00
USD/BRL CFWD2023711 07/11/2023 0.00
Fannie Mae REMICS 6.15 04/25/2032 0.00
Fannie Mae REMICS 3.10 05/25/2033 0.00
Freddie Mac REMICS 0.96 05/15/2038 0.00
JPMorgan Chase Bank NA 11/07/2023 0.00
BRL/USD CFWD202395 09/05/2023 0.00
Connecticut Avenue Securities Trust 7.45 08/25/2031 0.00
Fannie Mae REMICS 1.45 05/25/2035 0.00
Fannie Mae REMICS 6.15 09/25/2032 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Fannie Mae REMICS 2.40 10/25/2033 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Goldman Sachs International 07/10/2023 0.00
Freddie Mac REMICS 1.04 07/15/2035 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Fannie Mae Grantor Trust 2001-T3 0.63 11/25/2040 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
EUR/USD CFWD2023920 09/20/2023 0.00
Freddie Mac REMICS 1.94 10/15/2033 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
McDermott - Warrants B 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
JPMorgan Chase Bank NA 08/10/2023 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
McDermott - Warrants A 0.00
CNY/USD CFWD2023920 09/20/2023 0.00
CNY/USD CFWD2023920 09/20/2023 0.00
Fannie Mae REMICS 6.15 12/25/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Freddie Mac REMICS 1.89 12/15/2037 0.00
Mcdermott International Ltd Wts 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
USD/CLP CFWD2023920 09/20/2023 0.00
Fannie Mae REMICS 1.40 10/25/2041 0.00
Fannie Mae REMICS 2.79 11/18/2031 0.00
Freddie Mac REMICS 5.76 07/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
USD/BRL CFWD202375 07/05/2023 0.00
SEK/USD CFWD2023920 09/20/2023 0.00
Mcdermott International Ltd 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac REMICS 1.61 05/15/2035 0.00
Freddie Mac REMICS 1.14 12/15/2039 0.00
Fannie Mae REMICS 3.10 02/25/2033 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac REMICS 5.56 02/15/2029 0.00
Freddie Mac REMICS 5.61 01/15/2033 0.00
Fannie Mae REMICS 2.85 07/25/2032 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Fannie Mae REMICS 2.99 12/18/2032 0.00
Fannie Mae REMICS 1.60 05/25/2035 0.00
USD P THB C @30.0000 EO 10/04/2023 0.00
Fannie Mae REMICS 2.89 03/18/2032 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Fannie Mae REMICS 0.90 03/25/2035 0.00
USD/EUR CFWD2023920 09/20/2023 0.00
Goldman Sachs International 10/12/2023 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae REMICS 2.95 03/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Freddie Mac REMICS 0.89 04/15/2038 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 2.85 07/25/2032 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Morgan Stanley Capital Services LLC 09/20/2023 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
USD/TWD CFWD2023920 09/20/2023 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 2.95 04/25/2032 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
CWHEQ Revolving Home Equity Loan Tr 5.42 12/15/2035 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Goldman Sachs International 07/20/2023 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Freddie Mac REMICS 2.99 06/15/2029 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Fannie Mae REMICS 2.85 09/25/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae REMICS 2.65 04/25/2032 0.00
Fannie Mae REMICS 2.80 01/25/2032 0.00
Fannie Mae REMICS 1.85 04/25/2032 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
CZK/USD CFWD2023920 09/20/2023 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae REMICS 2.99 12/18/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 2.45 06/25/2026 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
USD/KRW CFWD2023920 09/20/2023 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Freddie Mac REMICS 1.64 02/15/2035 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
Freddie Mac REMICS 3.84 08/15/2029 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Fannie Mae REMICS 0.90 07/25/2038 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Ginnie Mae II Pool 2.62 07/20/2027 0.00
Fannie Mae REMICS 1.60 03/25/2035 0.00
USD/TWD CFWD2023920 09/20/2023 0.00
Sabine Oil & Gas Holdings Inc 0.00
Party City Holdco Inc 0.00
Freddie Mac REMICS 7.00 03/15/2028 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 06/15/2028 0.00
Bank of America NA 07/27/2023 0.00
Fannie Mae REMICS 2.75 11/25/2031 0.00
Fannie Mae REMICS 2.79 12/18/2031 0.00
Goldman Sachs International 08/01/2023 0.00
JPMorgan Chase Bank NA 07/11/2023 0.00
Freddie Mac REMICS 0.89 03/15/2024 0.00
NOK/USD CFWD2023920 09/20/2023 0.00
Freddie Mac REMICS 3.59 07/17/2028 0.00
Goldman Sachs International 07/13/2023 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Freddie Mac REMICS 3.59 07/17/2028 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Bank of America NA 07/27/2023 -0.00
Goldman Sachs International 07/20/2023 -0.00
USD/INR CFWD2023920 09/20/2023 -0.00
USD/EUR CFWD2023920 09/20/2023 -0.00
EUR/USD CFWD202375 07/05/2023 -0.00
EUR/USD CFWD2023920 09/20/2023 -0.00
USD/MXN CFWD2023920 09/20/2023 -0.00
EUR/USD CFWD2023920 09/20/2023 -0.00
USD/PLN CFWD2023920 09/20/2023 -0.00
CNY/USD CFWD2023920 09/20/2023 -0.00
BRL/USD CFWD202382 08/02/2023 -0.00
INR/USD CFWD2023825 08/25/2023 -0.00
BRL/USD CFWD2023918 09/18/2023 -0.00
USD/NZD CFWD2023920 09/20/2023 -0.00
USD/PLN CFWD2023920 09/20/2023 -0.00
EUR/USD CFWD2023920 09/20/2023 -0.00
LCH.Clearnet LLC 06/07/2028 -0.00
BRL/USD CFWD202382 08/02/2023 -0.00
CME Group Inc 02/10/2025 -0.00
EUR/USD CFWD2023920 09/20/2023 -0.00
USD/SGD CFWD2023825 08/25/2023 -0.00
LCH.Clearnet LLC 06/15/2033 -0.00
LCH.Clearnet LLC 06/22/2033 -0.00
INR/USD CFWD2023825 08/25/2023 -0.00
USD/EUR CFWD2023920 09/20/2023 -0.00
Morgan Stanley Capital Services LLC 08/07/2023 -0.00
USD/GBP CFWD2023920 09/20/2023 -0.00
Morgan Stanley & Co International P 0.00 09/20/2027 -0.00
CLP/USD CFWD2023920 09/20/2023 -0.00
EUR/USD CFWD2023920 09/20/2023 -0.00
USD/MXN CFWD202375 07/05/2023 -0.00
EUR/USD CFWD2023919 09/19/2023 -0.00
LCH.Clearnet LLC 04/24/2033 -0.00
BRL/USD CFWD2023713 07/13/2023 -0.00
Goldman Sachs International 10/04/2023 -0.00
JPMorgan Chase Bank NA 1.00 06/20/2027 -0.00
Intercontinental Exchange Inc 1.00 06/20/2027 -0.00
EUR/USD CFWD202375 07/05/2023 -0.00
USD/EUR CFWD2023920 09/20/2023 -0.00
USD/EUR CFWD2023920 09/20/2023 -0.00
USD/EUR CFWD2023920 09/20/2023 -0.00
USD/BRL CFWD20231220 12/20/2023 -0.00
EUR/USD CFWD20231016 10/16/2023 -0.00
JPMorgan Chase Bank NA 5.00 12/20/2027 -0.00
Bank of America NA 09/15/2023 -0.00
Goldman Sachs International 5.00 12/20/2026 -0.01
BRL/USD CFWD202382 08/02/2023 -0.01
LCH.Clearnet LLC 06/15/2033 -0.01
USD/MXN CFWD2023920 09/20/2023 -0.01
Intercontinental Exchange Inc 1.00 06/20/2028 -0.01
USD/CAD CFWD2023920 09/20/2023 -0.01
Intercontinental Exchange Inc 1.00 12/20/2027 -0.01
Morgan Stanley Capital Services LLC 08/10/2023 -0.01
USD/MXN CFWD2024517 05/17/2024 -0.01
ZAR/USD CFWD2023920 09/20/2023 -0.01
Goldman Sachs International 09/15/2023 -0.01
USD/GBP CFWD2023920 09/20/2023 -0.01
USD/COP CFWD2023920 09/20/2023 -0.01
LCH.Clearnet LLC 05/29/2025 -0.01
SGD/USD CFWD2023920 09/20/2023 -0.01
USD/AUD CFWD20231016 10/16/2023 -0.01
JPMorgan Chase Bank NA 03/04/2024 -0.01
USD/EUR CFWD2023920 09/20/2023 -0.01
Bank of America NA 09/15/2023 -0.01
Morgan Stanley Capital Services LLC 08/03/2023 -0.01
INR/USD CFWD2023920 09/20/2023 -0.01
Goldman Sachs International 09/22/2023 -0.01
USD/EUR CFWD20231213 12/13/2023 -0.01
JPMorgan Chase Bank NA 10/12/2023 -0.01
USD/GBP CFWD2023920 09/20/2023 -0.01
Morgan Stanley Capital Services LLC 08/10/2023 -0.01
CME Group Inc 05/27/2032 -0.01
Goldman Sachs International 10/04/2023 -0.01
LCH.Clearnet LLC 04/24/2025 -0.01
USD/GBP CFWD2023920 09/20/2023 -0.01
Morgan Stanley Capital Services LLC 09/07/2023 -0.01
PLN/USD CFWD2023818 08/18/2023 -0.01
Goldman Sachs International 05/15/2024 -0.01
USD/EUR CFWD2023920 09/20/2023 -0.01
USD/ZAR CFWD2024516 05/16/2024 -0.01
Morgan Stanley Capital Services LLC 08/03/2023 -0.01
Goldman Sachs International 12/18/2023 -0.01
BRL/USD CFWD202375 07/05/2023 -0.01
USD/HUF CFWD20231016 10/16/2023 -0.01
LCH.Clearnet LLC 05/19/2028 -0.01
USD/BRL CFWD2023713 07/13/2023 -0.01
LCH.Clearnet LLC 05/25/2053 -0.02
JPY/USD CFWD2023920 09/20/2023 -0.02
CME Group Inc 11/01/2024 -0.02
Goldman Sachs International 11/16/2023 -0.02
USD/SEK CFWD2023929 09/29/2023 -0.02
Bank of America NA 11/16/2023 -0.02
USD/IDR CFWD202396 09/06/2023 -0.02
LCH.Clearnet LLC 09/21/2024 -0.02
Goldman Sachs International 09/07/2023 -0.02
USD/COP CFWD2023920 09/20/2023 -0.02
USD/GBP CFWD2023920 09/20/2023 -0.02
USD/PEN CFWD2023920 09/20/2023 -0.02
JPMorgan Chase Bank NA 04/17/2024 -0.02
IDR/USD CFWD2023920 09/20/2023 -0.02
EUR/USD CFWD202382 08/02/2023 -0.02
USD/AUD CFWD2023929 09/29/2023 -0.02
LCH.Clearnet LLC 03/23/2028 -0.02
Goldman Sachs International 09/07/2023 -0.02
USD/BRL CFWD202375 07/05/2023 -0.02
SEK/USD CFWD2023929 09/29/2023 -0.02
USD/PLN CFWD2023920 09/20/2023 -0.02
Bank of America NA 12/18/2023 -0.02
LCH.Clearnet LLC 03/14/2025 -0.02
Goldman Sachs International 12/01/2023 -0.02
LCH.Clearnet LLC 06/22/2026 -0.02
LCH.Clearnet LLC 05/25/2027 -0.02
Goldman Sachs International 09/22/2023 -0.03
CME Group Inc 07/21/2032 -0.03
CNY/USD CFWD2023920 09/20/2023 -0.03
USD/NZD CFWD20231016 10/16/2023 -0.03
CME Group Inc 07/21/2032 -0.03
Morgan Stanley Capital Services LLC 09/07/2023 -0.03
LCH.Clearnet LLC 12/15/2032 -0.03
USD/COP CFWD2023713 07/13/2023 -0.03
Morgan Stanley Capital Services LLC 03/07/2024 -0.03
Goldman Sachs International 12/18/2023 -0.03
USD/HUF CFWD2023712 07/12/2023 -0.03
JPMorgan Chase Bank NA 09/20/2023 -0.03
JPMorgan Chase Bank NA 07/05/2024 -0.03
Goldman Sachs International 05/16/2024 -0.03
Goldman Sachs International 05/23/2024 -0.03
JPMorgan Chase Bank NA 04/15/2024 -0.03
CME Group Inc 05/09/2032 -0.03
Goldman Sachs International 09/01/2023 -0.03
CME Group Inc 05/24/2032 -0.04
Bank of America NA 11/16/2023 -0.04
Bank of America NA 07/27/2023 -0.04
JPMorgan Chase Bank NA 03/04/2024 -0.04
CME Group Inc 05/16/2032 -0.04
USD/MXN CFWD202456 05/06/2024 -0.04
Goldman Sachs International 05/02/2024 -0.04
Barclays Bank PLC 12/05/2023 -0.04
CME Group Inc 03/09/2028 -0.04
Goldman Sachs International 06/30/2025 -0.04
USD/EUR CFWD2023920 09/20/2023 -0.04
Morgan Stanley Capital Services LLC 08/21/2023 -0.04
Morgan Stanley Capital Services LLC 03/13/2025 -0.04
USD/BRL CFWD20231120 11/20/2023 -0.04
AUD/USD CFWD2023920 09/20/2023 -0.04
USD/PLN CFWD202382 08/02/2023 -0.04
USD/EUR CFWD2023920 09/20/2023 -0.05
CME Group Inc 01/17/2028 -0.05
Morgan Stanley Capital Services LLC 03/10/2025 -0.05
USD/MXN CFWD2023920 09/20/2023 -0.05
Bank of America NA 09/01/2023 -0.05
Goldman Sachs International 06/30/2025 -0.05
LCH.Clearnet LLC 05/20/2025 -0.05
CME Group Inc 09/09/2032 -0.06
USD/MXN CFWD2023821 08/21/2023 -0.06
USD/MXN CFWD20231116 11/16/2023 -0.06
USD/GBP CFWD2023920 09/20/2023 -0.06
Intercontinental Exchange Inc 5.00 06/20/2028 -0.06
USD/HUF CFWD2023919 09/19/2023 -0.06
USD/MXN CFWD20231011 10/11/2023 -0.06
USD/EUR CFWD2023920 09/20/2023 -0.06
Goldman Sachs International 08/30/2023 -0.06
USD/MXN CFWD2023811 08/11/2023 -0.06
JPY/USD CFWD202375 07/05/2023 -0.07
Goldman Sachs International 09/08/2023 -0.07
LCH.Clearnet LLC 04/24/2034 -0.07
Barclays Bank PLC 12/05/2023 -0.08
Morgan Stanley Capital Services LLC 03/10/2025 -0.08
Morgan Stanley Capital Services LLC 03/28/2024 -0.08
THB/USD CFWD2023920 09/20/2023 -0.08
JPMorgan Chase Bank NA 09/16/2024 -0.08
Morgan Stanley Capital Services LLC 05/19/2027 -0.08
Morgan Stanley Capital Services LLC 08/07/2023 -0.09
Morgan Stanley Capital Services LLC 07/10/2023 -0.10
LCH.Clearnet LLC 05/25/2028 -0.10
JPMorgan Chase Bank NA 04/14/2025 -0.10
Goldman Sachs International 09/07/2023 -0.10
Morgan Stanley Capital Services LLC 03/28/2024 -0.11
LCH.Clearnet LLC 02/14/2025 -0.11
Morgan Stanley Capital Services LLC 03/14/2024 -0.11
LCH.Clearnet LLC 02/13/2025 -0.12
Morgan Stanley Capital Services LLC 05/19/2027 -0.12
USD/MXN CFWD2023717 07/17/2023 -0.13
Morgan Stanley Capital Services LLC 07/08/2024 -0.13
Goldman Sachs International 05/02/2024 -0.14
Morgan Stanley Capital Services LLC 09/16/2024 -0.14
Morgan Stanley Capital Services LLC 03/31/2025 -0.14
LCH.Clearnet LLC 05/12/2028 -0.14
USD/BRL CFWD20231013 10/13/2023 -0.15
Goldman Sachs International 08/07/2023 -0.15
LCH.Clearnet LLC 04/24/2034 -0.16
USD/BRL CFWD2023713 07/13/2023 -0.17
Goldman Sachs International 03/27/2024 -0.24
USD/BRL CFWD202375 07/05/2023 -0.24
JPMorgan Chase Bank NA 05/22/2025 -0.26
LCH.Clearnet LLC 05/30/2025 -0.28
JPY/USD CFWD2023920 09/20/2023 -0.28
LCH.Clearnet LLC 05/11/2028 -0.32
Morgan Stanley Capital Services LLC 08/07/2023 -0.35
-0.42
-1.10
-26.59