Invesco Global Strategic Income Fund
as of 09/30/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
CASH & EQUIVALENTS
0.00
6.74
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2027
6.21
United States Treasury Inflation In
1.25
04/15/2028
3.46
Invesco Treasury Portfolio
2.26
Peru Government Bond
6.15
08/12/2032
2.16
Invesco Government & Agency Portfol
1.97
1.75
1.74
French Republic Government Bond OAT
0.00
05/25/2032
1.63
Mexican Bonos
7.75
05/29/2031
1.53
Republic of Poland Government Bond
1.75
04/25/2032
1.47
Invesco Liquid Assets Portfolio
1.41
1.38
1.37
Republic of South Africa Government
8.00
01/31/2030
1.22
Republic of South Africa Government
10.50
12/21/2026
1.16
United States Treasury Inflation In
0.62
07/15/2032
1.09
Fannie Mae Pool
4.50
07/01/2052
1.07
Fannie Mae Pool
5.50
02/01/2053
1.02
Colombian TES
7.75
09/18/2030
1.02
Freddie Mac Pool
5.00
03/01/2053
1.02
Fannie Mae Pool
5.50
03/01/2053
1.02
Freddie Mac Pool
5.00
09/01/2052
0.96
Freddie Mac Pool
4.50
10/01/2052
0.94
Hellenic Republic Government Bond
4.38
07/18/2038
0.90
Colombian TES
7.25
10/26/2050
0.82
Colombian TES
7.00
06/30/2032
0.81
Malaysia Government Bond
3.48
06/14/2024
0.75
YPF SA
0.75
Barclays PLC
7.12
12/31/2099
0.69
Towd Point Mortgage Funding 2019 -
6.36
10/20/2051
0.66
Ford Motor Credit Co LLC
5.12
06/16/2025
0.65
India Government Bond
7.26
08/22/2032
0.64
Morgan Stanley Capital Services LLC
08/09/2039
0.63
Corp Andina de Fomento
6.82
02/22/2031
0.61
Newday Funding Master Issuer PLC -
9.25
03/15/2029
0.61
British Telecommunications PLC
4.25
11/23/2081
0.59
Indonesia Treasury Bond
6.38
08/15/2028
0.57
Melco Resorts Finance Ltd
4.88
06/06/2025
0.55
Province of Ontario Canada
3.75
12/02/2053
0.54
Sempra
4.12
04/01/2052
0.54
Japan Government Thirty Year Bond
1.60
12/20/2052
0.54
Morgan Stanley Capital Services LLC
05/05/2038
0.54
India Government Bond
6.54
01/17/2032
0.51
China Government Bond
3.32
04/15/2052
0.50
SC Germany Consumer 2018-1 UG
3.25
12/13/2031
0.48
American Airlines Inc/AAdvantage Lo
5.50
04/20/2026
0.48
Southern Co/The
4.00
01/15/2051
0.47
French Republic Government Bond OAT
0.75
05/25/2052
0.47
Dell International LLC / EMC Corp
6.20
07/15/2030
0.47
SC Germany SA Compartment Consumer
6.50
11/14/2035
0.47
FIDEICOMISO DORREGO Y LIBERTADOR
2.00
12/31/2043
0.46
Freddie Mac STACR REMIC Trust 2022-
8.21
04/25/2042
0.45
General Motors Co
6.80
10/01/2027
0.45
Republic of South Africa Government
8.25
03/31/2032
0.45
Colombian TES
7.50
08/26/2026
0.45
Nationwide Building Society
5.75
12/31/2099
0.45
Penske Truck Leasing Co Lp / PTL Fi
6.05
08/01/2028
0.43
UBS Group AG
7.00
12/31/2099
0.43
Indonesia Treasury Bond
7.00
02/15/2033
0.43
Enbridge Inc
7.38
01/15/2083
0.42
ING Groep NV
5.75
12/31/2059
0.40
New South Wales Treasury Corp
3.00
02/20/2030
0.38
Vodafone Group PLC
3.25
06/04/2081
0.38
Bank Tabungan Negara Persero Tbk PT
4.20
01/23/2025
0.38
Newday Funding Master Issuer PLC -
7.55
11/15/2029
0.38
Eurosail 2006-2bl PLC
8.59
12/15/2044
0.37
KBC Group NV
4.75
12/31/2079
0.37
Bancolombia SA
6.91
10/18/2027
0.36
Freeport-McMoRan Inc
4.62
08/01/2030
0.36
Eurosail 2006-2bl PLC
4.64
12/15/2044
0.36
Peru Government Bond
7.30
08/12/2033
0.35
Electricite de France SA
5.38
12/31/2049
0.35
Thailand Government Bond
3.45
06/17/2043
0.33
Morgan Stanley Capital Services LLC
04/06/2038
0.33
Alba 2007-1 PLC
6.54
03/17/2039
0.32
Eurosail-UK 2007-2np PLC
6.14
03/13/2045
0.32
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2055
0.31
BNP Paribas SA
6.62
12/31/2099
0.30
NatWest Group PLC
6.00
12/31/2059
0.30
Taurus 2018-1 IT SRL
6.58
05/18/2032
0.30
ING Groep NV
6.50
12/31/2049
0.30
Eurosail 2006-4np PLC
8.34
12/10/2044
0.29
Great Hall Mortgages No 1 PLC
7.62
06/18/2039
0.29
Southern Co/The
3.75
09/15/2051
0.29
BPCE SA
1.50
01/13/2042
0.29
Morgan Stanley Reremic Trust
6.00
11/26/2036
0.29
Newday Funding Master Issuer PLC -
9.55
11/15/2029
0.28
Freddie Mac STACR REMIC Trust 2022-
7.31
04/25/2042
0.28
Morgan Stanley Capital Services LLC
03/31/2025
0.28
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.27
Alcoa Nederland Holding BV
6.12
05/15/2028
0.27
Jupiter Mortgage NO 1 PLC
7.66
07/20/2060
0.27
Mativ Holdings Inc
6.88
10/01/2026
0.26
Invesco Global Strategic Income Fun
0.26
Sitios Latinoamerica SAB de CV
5.38
04/04/2032
0.26
Grupo Financiero Galicia SA
0.26
Prosil Acquisition SA
5.71
10/31/2039
0.26
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.26
CHS/Community Health Systems Inc
8.00
03/15/2026
0.25
MGM China Holdings Ltd
5.88
05/15/2026
0.25
Freddie Mac STACR REMIC Trust 2022-
10.66
08/25/2042
0.25
FREMF 2016-K54 Mortgage Trust
4.19
04/25/2048
0.25
Telefonica Europe BV
4.38
12/31/2099
0.24
HSBC Holdings PLC
5.88
12/31/2079
0.24
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.24
Malaysia Government Bond
3.96
09/15/2025
0.24
JSW Steel Ltd
3.95
04/05/2027
0.23
Cloverie PLC for Swiss Reinsurance
4.50
09/11/2044
0.23
Bayer AG
2.38
11/12/2079
0.23
Freddie Mac Structured Agency Credi
9.31
07/25/2042
0.23
Freddie Mac STACR REMIC Trust 2022-
8.86
08/25/2042
0.23
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2099
0.23
Japan Government Forty Year Bond
1.00
03/20/2062
0.23
ONEOK Inc
6.62
09/01/2053
0.22
Freddie Mac STACR REMIC Trust 2022-
7.71
02/25/2042
0.22
Jefferies Financial Group Inc
6.50
07/31/2026
0.22
Perusahaan Perseroan Persero PT Per
4.12
05/15/2027
0.22
MGM China Holdings Ltd
5.38
05/15/2024
0.22
BPCE SA
5.15
07/21/2024
0.22
Boeing Co/The
4.88
05/01/2025
0.22
CCO Holdings LLC / CCO Holdings Cap
4.75
03/01/2030
0.21
Telefonica Europe BV
2.88
12/31/2099
0.21
International Finance Corp
0.00
03/23/2038
0.21
Ecopetrol SA
5.38
06/26/2026
0.21
First Quantum Minerals Ltd
6.88
10/15/2027
0.21
Paramount Global
2.90
01/15/2027
0.21
United Airlines Inc
4.38
04/15/2026
0.21
UBS Group AG
6.88
12/31/2099
0.21
Nordea Bank Abp
6.62
12/31/2099
0.21
CaixaBank SA
5.25
12/31/2099
0.21
Lloyds Banking Group PLC
7.50
12/31/2099
0.21
Swedbank AB
5.62
12/31/2059
0.21
Connecticut Avenue Securities Trust
8.91
07/25/2042
0.20
Transcanada Trust
5.88
08/15/2076
0.20
Oman Government International Bond
6.75
01/17/2048
0.20
Mercury Chile Holdco LLC
6.50
01/24/2027
0.20
Cooperatieve Rabobank UA
4.38
12/31/2099
0.20
Eurosail-UK 2007-2np PLC
4.62
03/13/2045
0.20
Pampa Energia SA
0.20
Petroleos Mexicanos
8.75
06/02/2029
0.20
Petroleos Mexicanos
6.50
03/13/2027
0.19
Jabil Inc
3.00
01/15/2031
0.19
Ludgate Funding PLC
5.67
01/01/2061
0.19
Prudential Funding Asia PLC
4.88
12/31/2079
0.18
Futura 2019 Srl
6.97
07/31/2044
0.18
KBC Group NV
4.25
12/31/2079
0.18
CVS Health Corp
5.05
03/25/2048
0.18
L3Harris Technologies Inc
5.40
01/15/2027
0.18
ONEOK Inc
5.55
11/01/2026
0.18
Morgan Stanley Capital Services LLC
05/19/2033
0.18
Mexico Remittances Funding Fiduciar
4.88
01/15/2028
0.18
Wynn Macau Ltd
4.88
10/01/2024
0.17
Electricite de France SA
9.12
12/31/2049
0.17
Uruguay Government International Bo
9.75
07/20/2033
0.17
Indonesia Asahan Aluminium PT / Min
6.76
11/15/2048
0.17
Morgan Stanley Capital Services LLC
10/27/2023
0.17
Stratton Mortgage Funding 2021-1 PL
7.97
09/25/2051
0.17
Connecticut Avenue Securities Trust
7.61
05/25/2043
0.17
Freddie Mac STACR REMIC Trust 2023-
7.41
03/25/2043
0.16
Connecticut Avenue Securities Trust
7.81
04/25/2043
0.16
Lloyds Banking Group PLC
8.50
12/31/2099
0.16
Towd Point Mortgage Funding 2019 -
7.21
10/20/2051
0.16
FedEx Corp
4.05
02/15/2048
0.16
Freddie Mac Structured Agency Credi
7.31
06/25/2043
0.16
Fideicomiso Financiero Invernea Pro
0.00
08/25/2032
0.16
JBS USA LUX SA / JBS USA Food Co /
5.12
02/01/2028
0.15
NatWest Group PLC
5.12
12/31/2059
0.15
Republic of Austria Government Bond
2.10
09/20/2117
0.15
Becton Dickinson & Co
3.79
05/20/2050
0.15
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.15
Ivory Coast Government Internationa
4.88
01/30/2032
0.15
Cemex SAB de CV
5.12
12/31/2079
0.15
Nemak SAB de CV
3.62
06/28/2031
0.14
United Kingdom Gilt
0.50
10/22/2061
0.14
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.14
Colombia Government International B
4.12
02/22/2042
0.14
Eurohome UK Mortgages 2007-2 plc
6.74
09/15/2044
0.14
Banco Macro SA
0.14
Colombian TES
9.25
05/28/2042
0.14
Braskem Idesa SAPI
7.45
11/15/2029
0.14
USD/BRL CFWD2023103
10/03/2023
0.14
Intesa Sanpaolo SpA
5.50
12/31/2099
0.14
Freddie Mac Structured Agency Credi
8.66
06/25/2043
0.14
Towd Point Mortgage Funding 2019 -
7.66
10/20/2051
0.13
Alba 2007-1 PLC
8.59
03/17/2039
0.13
ILPT Commercial Mortgage Trust 2022
8.08
10/15/2039
0.13
Eurohome UK Mortgages 2007 -1 PLC
6.48
06/15/2044
0.13
Camelot Finance SA
4.50
11/01/2026
0.13
Erste Group Bank AG
5.12
12/31/2099
0.13
Ivory Coast Government Internationa
5.38
07/23/2024
0.13
Lloyds Banking Group PLC
7.50
12/31/2079
0.13
Morgan Stanley Capital Services LLC
05/19/2033
0.12
Repsol International Finance BV
3.75
12/31/2099
0.12
Eurosail 2006-1 PLC
4.64
06/10/2044
0.12
Plains All American Pipeline LP / P
3.80
09/15/2030
0.12
LCH.Clearnet LLC
05/30/2033
0.12
Aethon United BR LP / Aethon United
8.25
02/15/2026
0.12
European Bank for Reconstruction &
6.40
08/27/2025
0.12
Freddie Mac Multifamily Structured
1.08
05/25/2029
0.11
Connecticut Avenue Securities Trust
8.41
03/25/2042
0.11
Eurosail-UK 2007-1nc PLC
6.23
03/13/2045
0.11
BNP Paribas SA
9.25
12/31/2059
0.11
Romanian Government International B
7.12
01/17/2033
0.11
Banco Mercantil del Norte SA/Grand
8.38
12/31/2079
0.11
Societe Generale SA
7.38
12/31/2099
0.11
Societe Generale SA
7.88
12/12/2049
0.11
Embraer Netherlands Finance BV
7.00
07/28/2030
0.11
Deutsche Lufthansa AG
4.38
08/12/2075
0.11
Ecuador Government International Bo
2.50
07/31/2040
0.11
International Consolidated Airlines
1.50
07/04/2027
0.11
HTA Group Ltd/Mauritius
7.00
12/18/2025
0.11
Melco Resorts Finance Ltd
5.38
12/04/2029
0.11
Lamar Media Corp
4.88
01/15/2029
0.11
BNP Paribas SA
7.75
12/31/2079
0.10
AES Andes SA
6.35
10/07/2079
0.10
ABN AMRO Bank NV
4.38
12/31/2059
0.10
Minerva Luxembourg SA
8.88
09/13/2033
0.10
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.10
Seagate HDD Cayman
9.62
12/01/2032
0.10
Lusitano Mortgages No 5 PLC
4.62
07/15/2059
0.10
USD/COP CFWD20231220
12/20/2023
0.10
Intesa Sanpaolo SpA
6.38
12/31/2059
0.10
Banco Santander SA
4.12
12/31/2079
0.10
Banco Santander SA
4.38
12/31/2099
0.10
Mattel Inc
6.20
10/01/2040
0.10
abrdn plc
4.25
06/30/2028
0.10
CT Trust
5.12
02/03/2032
0.10
Strathcona Resources Ltd/Alberta
6.88
08/01/2026
0.10
Melco Resorts Finance Ltd
5.75
07/21/2028
0.10
Tenet Healthcare Corp
4.88
01/01/2026
0.10
USD/GBP CFWD20231220
12/20/2023
0.10
CPI Property Group SA
4.88
12/31/2079
0.10
Banco Mercantil del Norte SA/Grand
5.88
12/31/2079
0.09
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.09
Cox Communications Inc
2.95
10/01/2050
0.09
Volkswagen International Finance NV
4.62
12/31/2059
0.09
Egypt Government International Bond
4.75
04/16/2026
0.09
Nigeria Government International Bo
6.50
11/28/2027
0.09
Carnival Holdings Bermuda Ltd
10.38
05/01/2028
0.09
Viatris Inc
3.85
06/22/2040
0.09
Telecomunicaciones Digitales SA
4.50
01/30/2030
0.09
Suzano Austria GmbH
2.50
09/15/2028
0.09
Connecticut Avenue Securities Trust
7.01
07/25/2043
0.09
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.09
Egypt Government International Bond
8.50
01/31/2047
0.09
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.09
Service Properties Trust
5.50
12/15/2027
0.09
CHS/Community Health Systems Inc
8.00
12/15/2027
0.08
Goldman Sachs International
05/02/2024
0.08
Ritchie Bros Holdings Inc
6.75
03/15/2028
0.08
Carriage Services Inc
4.25
05/15/2029
0.08
USD/JPY CFWD2024213
02/13/2024
0.08
Alba 2006-2 PLC
8.59
12/15/2038
0.08
Connecticut Avenue Securities Trust
9.21
07/25/2043
0.08
IRB Holding Corp
8.42
12/15/2027
0.08
Viking Ocean Cruises Ship VII Ltd
5.62
02/15/2029
0.08
Kenbourne Invest SA
4.70
01/22/2028
0.08
T-Mobile USA Inc
6.00
06/15/2054
0.08
YPF SA ADR
0.08
Ukraine Government International Bo
7.75
08/01/2041
0.08
NCL Corp Ltd
5.88
02/15/2027
0.08
Royal Caribbean Cruises Ltd
8.25
01/15/2029
0.08
Mativ Holdings Inc
9.18
04/20/2028
0.08
Allison Transmission Inc
3.75
01/30/2031
0.08
Group 1 Automotive Inc
4.00
08/15/2028
0.08
JPMorgan Chase & Co
5.00
12/31/2099
0.08
AerCap Ireland Capital DAC / AerCap
5.75
06/06/2028
0.08
Vodafone Group PLC
4.12
06/04/2081
0.08
Pertamina Persero PT
4.17
01/21/2050
0.08
Connecticut Avenue Securities Trust
7.61
01/25/2043
0.08
Iliad Holding SASU
7.00
10/15/2028
0.08
Crowdstrike Holdings Inc
3.00
02/15/2029
0.08
Fortress Transportation and Infrast
5.50
05/01/2028
0.08
Emerald Debt Merger Sub LLC
6.62
12/15/2030
0.08
TransDigm Inc
6.25
03/15/2026
0.08
Lithia Motors Inc
3.88
06/01/2029
0.08
Boxer Parent Co Inc
6.50
10/02/2025
0.07
LCM Investments Holdings II LLC
4.88
05/01/2029
0.07
MPT Operating Partnership LP / MPT
3.50
03/15/2031
0.07
BP Capital Markets PLC
4.88
12/31/2049
0.07
Connecticut Avenue Securities Trust
8.01
07/25/2043
0.07
Prosus NV
4.99
01/19/2052
0.07
Petroleos Mexicanos
7.69
01/23/2050
0.07
Petroleos Mexicanos
6.95
01/28/2060
0.07
CCO Holdings LLC / CCO Holdings Cap
5.50
05/01/2026
0.07
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.07
USD/EUR CFWD20231220
12/20/2023
0.07
Service Properties Trust
4.38
02/15/2030
0.07
Mastr Asset Backed Securities Trust
5.63
08/25/2036
0.07
African Development Bank
0.00
01/17/2050
0.07
USD/BRL CFWD2023113
11/03/2023
0.07
Nidda Healthcare Holding GmbH
7.50
08/21/2026
0.07
Match Group Holdings II LLC
4.62
06/01/2028
0.07
Verus Securitization Trust 2022-7
5.35
07/25/2067
0.07
United States International Develop
3.13
04/15/2028
0.06
Ford Motor Credit Co LLC
5.11
05/03/2029
0.06
Bellis Acquisition Co PLC
3.25
02/16/2026
0.06
Dun & Bradstreet Corp/The
8.17
02/06/2026
0.06
Dominican Republic International Bo
4.88
09/23/2032
0.06
Endo Luxembourg Finance Co I Sarl
6.05
03/27/2028
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Heimstaden Bostad AB
3.38
12/31/2079
0.06
Global Partners LP / GLP Finance Co
7.00
08/01/2027
0.06
DISH Network Corp
11.75
11/15/2027
0.06
Charles Schwab Corp/The
5.38
12/31/2099
0.06
Iraq International Bond
5.80
01/15/2028
0.06
USD/EUR CFWD20231220
12/20/2023
0.06
EnPro Industries Inc
5.75
10/15/2026
0.06
1011778 BC ULC / New Red Finance In
3.50
02/15/2029
0.06
Black Knight InfoServ LLC
3.62
09/01/2028
0.06
USD/EUR CFWD20231220
12/20/2023
0.06
Clear Channel Outdoor Holdings Inc
9.01
08/21/2026
0.06
M&G PLC
6.50
10/20/2048
0.06
Allwyn Entertainment Financing UK P
7.88
04/30/2029
0.06
Hess Midstream Operations LP
5.62
02/15/2026
0.06
Novelis Corp
3.25
11/15/2026
0.06
Icahn Enterprises LP / Icahn Enterp
4.38
02/01/2029
0.06
Braskem Idesa SAPI
6.99
02/20/2032
0.06
CSC Holdings LLC
4.50
11/15/2031
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
OneMain Finance Corp
6.88
03/15/2025
0.05
Venture Global LNG Inc
8.12
06/01/2028
0.05
CSN Resources SA
5.88
04/08/2032
0.05
Seagate HDD Cayman
4.12
01/15/2031
0.05
Gatwick Airport Finance PLC
4.38
04/07/2026
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
JPMorgan Chase Bank NA
03/07/2024
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
Air France-KLM
3.88
07/01/2026
0.05
1375209 BC Ltd
9.00
01/30/2028
0.05
Level 3 Financing Inc
3.75
07/15/2029
0.05
FREMF 2017-K62 Mortgage Trust
4.01
01/25/2050
0.05
Ghana Government International Bond
7.88
02/11/2035
0.05
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.05
Credit Suisse Group AG
6.25
12/31/2079
0.05
Altice France SA/France
8.12
02/01/2027
0.05
Howard Midstream Energy Partners LL
6.75
01/15/2027
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
LCH.Clearnet LLC
05/11/2028
0.05
Encompass Health Corp
4.50
02/01/2028
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
CTR Partnership LP / CareTrust Capi
3.88
06/30/2028
0.05
COP/USD CFWD2023102
10/02/2023
0.05
CSC Holdings LLC
5.50
04/15/2027
0.05
Freddie Mac Structured Agency Credi
9.16
06/25/2043
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
OneMain Finance Corp
7.12
03/15/2026
0.05
Coriolanus DAC
0.00
04/30/2025
0.04
Hudbay Minerals Inc
6.12
04/01/2029
0.04
Coriolanus DAC
0.00
04/30/2025
0.04
GTCR W-2 Merger Sub LLC
7.50
01/15/2031
0.04
Morgan Stanley Bank of America Merr
5.03
02/15/2047
0.04
Jane Street Group / JSG Finance Inc
4.50
11/15/2029
0.04
NCR Corp
5.75
09/01/2027
0.04
NRG Energy Inc
4.45
06/15/2029
0.04
USD/JPY CFWD20231010
10/10/2023
0.04
Transocean Titan Financing Ltd
8.38
02/01/2028
0.04
Fortress Transportation and Infrast
6.50
10/01/2025
0.04
Moss Creek Resources Holdings Inc
10.50
05/15/2027
0.04
New Fortress Energy Inc
6.50
09/30/2026
0.04
FirstCash Inc
5.62
01/01/2030
0.04
Sitio Royalties Operating Partnersh
7.88
11/01/2028
0.04
USD/BRL CFWD2023103
10/03/2023
0.04
Navient Corp
6.12
03/25/2024
0.04
Scientific Games Holdings LP
8.77
04/04/2029
0.04
Cushman & Wakefield US Borrower LLC
9.32
01/31/2030
0.04
Goldman Sachs International
02/15/2024
0.04
NCR Corp
7.93
08/28/2026
0.04
USD/JPY CFWD2023104
10/04/2023
0.04
Sensata Technologies BV
5.00
10/01/2025
0.04
PBF Holding Co LLC / PBF Finance Co
7.88
09/15/2030
0.04
Oceaneering International Inc
6.00
02/01/2028
0.04
SBA Communications Corp
3.88
02/15/2027
0.04
New Gold Inc
7.50
07/15/2027
0.04
Wynn Macau Ltd
5.62
08/26/2028
0.04
Ascent Resources Utica Holdings LLC
7.00
11/01/2026
0.04
Baytex Energy Corp
8.50
04/30/2030
0.04
Goldman Sachs International
05/16/2024
0.04
Talen Energy Supply LLC
8.62
06/01/2030
0.04
Ball Corp
6.00
06/15/2029
0.04
USD/EUR CFWD202435
03/05/2024
0.04
Bank of America Corp
6.50
12/31/2099
0.04
Ladder Capital Finance Holdings LLL
4.75
06/15/2029
0.04
Dominican Republic International Bo
4.50
01/30/2030
0.04
Summit Midstream Holdings LLC / Sum
9.00
10/15/2026
0.04
USD/PEN CFWD20231220
12/20/2023
0.04
Jefferies Finance LLC / JFIN Co-Iss
5.00
08/15/2028
0.04
ZF North America Capital Inc
6.88
04/14/2028
0.04
Pactiv Evergreen Group Issuer Inc/P
4.00
10/15/2027
0.04
Roller Bearing Co of America Inc
4.38
10/15/2029
0.04
SS&C Technologies Inc
5.50
09/30/2027
0.04
Scientific Games Holdings LP/Scient
6.62
03/01/2030
0.04
Enerflex Ltd
9.00
10/15/2027
0.04
Medline Borrower LP
3.88
04/01/2029
0.04
Catalent Pharma Solutions Inc
3.50
04/01/2030
0.04
Prestige Brands Inc
3.75
04/01/2031
0.04
USD/BRL CFWD2023117
11/07/2023
0.04
NESCO Holdings II Inc
5.50
04/15/2029
0.04
Banco BBVA Argentina SA
0.04
EnerSys
4.38
12/15/2027
0.04
OI European Group BV
6.25
05/15/2028
0.04
Clearway Energy Operating LLC
4.75
03/15/2028
0.04
Sensata Technologies Inc
3.75
02/15/2031
0.04
Bausch Health Cos Inc
4.88
06/01/2028
0.04
USD/JPY CFWD2024214
02/14/2024
0.04
United Natural Foods Inc
6.75
10/15/2028
0.04
Lamar Media Corp
4.00
02/15/2030
0.04
Macy's Retail Holdings LLC
5.88
03/15/2030
0.04
Hilcorp Energy I LP / Hilcorp Finan
6.00
04/15/2030
0.04
LCH.Clearnet LLC
08/09/2033
0.04
Allison Transmission Inc
4.75
10/01/2027
0.04
CCO Holdings LLC / CCO Holdings Cap
4.50
05/01/2032
0.03
International Consolidated Airlines
3.75
03/25/2029
0.03
Transocean Inc
8.75
02/15/2030
0.03
Valaris Ltd
8.38
04/30/2030
0.03
USD/EUR CFWD2023125
12/05/2023
0.03
USD/CNY CFWD2024320
03/20/2024
0.03
Vital Energy Inc
7.75
07/31/2029
0.03
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.03
LCH.Clearnet LLC
05/12/2028
0.03
Citigroup Inc
3.88
12/31/2099
0.03
Goldman Sachs International
02/12/2024
0.03
Virgin Media Secured Finance PLC
5.50
05/15/2029
0.03
Clarivate Science Holdings Corp
4.88
07/01/2029
0.03
Howard Midstream Energy Partners LL
8.88
07/15/2028
0.03
Sensata Technologies BV
5.88
09/01/2030
0.03
Morgan Stanley Capital Services LLC
01/08/2024
0.03
Gartner Inc
3.62
06/15/2029
0.03
RR Donnelley & Sons Co
8.25
07/01/2027
0.03
LCH.Clearnet LLC
06/07/2033
0.03
USD/GBP CFWD20231220
12/20/2023
0.03
Citigroup Mortgage Loan Trust Inc
2.82
05/25/2035
0.03
CHS/Community Health Systems Inc
5.25
05/15/2030
0.03
JPMorgan Chase Bank NA
03/04/2024
0.03
Goldman Sachs International
11/14/2023
0.02
NMG Holding Co Inc / Neiman Marcus
7.12
04/01/2026
0.02
Altice France SA/France
5.12
07/15/2029
0.02
Diversified Healthcare Trust
4.75
05/01/2024
0.02
Citigroup Commercial Mortgage Trust
1.17
10/12/2050
0.02
Genesis Energy LP / Genesis Energy
8.00
01/15/2027
0.02
Altice France SA/France
5.50
10/15/2029
0.02
USD/BRL CFWD2023103
10/03/2023
0.02
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.02
OneMain Finance Corp
3.88
09/15/2028
0.02
Bank of America NA
03/06/2024
0.02
USD/KRW CFWD20231221
12/21/2023
0.02
Greystar Real Estate Partners LLC
9.15
08/07/2030
0.02
Alhambra SME Funding 2019-1 DAC
13.11
11/30/2028
0.02
USD/AUD CFWD2024520
05/20/2024
0.02
LCH.Clearnet LLC
12/05/2025
0.02
DaVita Inc
3.75
02/15/2031
0.02
Civitas Resources Inc
8.75
07/01/2031
0.02
Ford Motor Co
3.25
02/12/2032
0.02
LCH.Clearnet LLC
10/11/2026
0.02
Ford Motor Co
4.75
01/15/2043
0.02
Vistra Operations Co LLC
5.00
07/31/2027
0.02
USD/BRL CFWD20231220
12/20/2023
0.02
LCM Investments Holdings II LLC
8.25
08/01/2031
0.02
USD/THB CFWD2024122
01/22/2024
0.02
Carnival Corp
6.00
05/01/2029
0.02
LCH.Clearnet LLC
10/19/2026
0.02
Victoria's Secret & Co
4.62
07/15/2029
0.02
VOC Escrow Ltd
5.00
02/15/2028
0.02
USD/GBP CFWD20231220
12/20/2023
0.02
Bank of America NA
11/16/2023
0.02
Morgan Stanley Capital Services LLC
11/30/2023
0.02
Hellenic Republic Government Bond
0.00
10/15/2042
0.02
USD/COP CFWD20231127
11/27/2023
0.02
CSN Inova Ventures
6.75
01/28/2028
0.02
Sirius XM Radio Inc
3.88
09/01/2031
0.02
Medline Borrower LP
8.68
10/23/2028
0.02
Gap Inc/The
3.62
10/01/2029
0.02
USD/GBP CFWD20231220
12/20/2023
0.02
TransDigm Inc
6.75
08/15/2028
0.02
USD/THB CFWD2024228
02/28/2024
0.02
Goldman Sachs International
10/19/2023
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
Civitas Resources Inc
8.38
07/01/2028
0.02
Ford Motor Credit Co LLC
3.38
11/13/2025
0.02
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.02
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.02
USD/AUD CFWD2023118
11/08/2023
0.02
Ford Motor Credit Co LLC
4.39
01/08/2026
0.02
LCH.Clearnet LLC
08/25/2033
0.02
Hertz Vehicle Financing III LLC
7.26
02/25/2028
0.02
Iliad Holding SASU
6.50
10/15/2026
0.02
Select Medical Corp
8.32
03/06/2027
0.02
USD/EUR CFWD20231213
12/13/2023
0.02
CHS/Community Health Systems Inc
4.75
02/15/2031
0.02
LifePoint Health Inc
11.00
10/15/2030
0.02
USD/GBP CFWD20231220
12/20/2023
0.02
Goldman Sachs International
03/01/2024
0.02
First Quantum Minerals Ltd
8.62
06/01/2031
0.02
Carnival Corp
8.68
10/18/2028
0.02
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.02
Goldman Sachs International
05/14/2024
0.01
USD/BRL CFWD2023103
10/03/2023
0.01
FIDEICOMISO DORREGO Y LIBERTADOR
0.00
12/31/2043
0.01
USD/INR CFWD2024129
01/29/2024
0.01
USD/JPY CFWD20231220
12/20/2023
0.01
Goldman Sachs International
12/18/2023
0.01
CME Group Inc
01/02/2026
0.01
CLAIRES HOLDINGS LLC
0.01
UBS Commercial Mortgage Trust 2017-
1.21
11/15/2050
0.01
Virgin Media Finance PLC
5.00
07/15/2030
0.01
USD/HUF CFWD20231220
12/20/2023
0.01
Murray Energy Corp
0.01
USD/HUF CFWD20231016
10/16/2023
0.01
USD/GBP CFWD20231220
12/20/2023
0.01
Wells Fargo Commercial Mortgage Tru
1.01
12/15/2050
0.01
USD/TWD CFWD20231220
12/20/2023
0.01
CCO Holdings LLC / CCO Holdings Cap
4.25
01/15/2034
0.01
CCO Holdings LLC / CCO Holdings Cap
5.00
02/01/2028
0.01
Claire's Stores Inc
11.92
12/18/2026
0.01
Benchmark 2018-B1 Mortgage Trust
0.68
01/15/2051
0.01
GFL Environmental Inc
8.47
05/31/2027
0.01
USD/EUR CFWD20231220
12/20/2023
0.01
Morgan Stanley Capital Services LLC
11/22/2023
0.01
Morgan Stanley Capital Services LLC
11/10/2023
0.01
Sensata Technologies BV
4.00
04/15/2029
0.01
Gartner Inc
3.75
10/01/2030
0.01
Shelf Drilling Holdings Ltd
9.62
04/15/2029
0.01
Hilcorp Energy I LP / Hilcorp Finan
6.00
02/01/2031
0.01
JPMorgan Chase Bank NA
10/11/2023
0.01
Hilcorp Energy I LP / Hilcorp Finan
6.25
04/15/2032
0.01
Vital Energy Inc
9.75
10/15/2030
0.01
USD/IDR CFWD20231220
12/20/2023
0.01
USD/JPY CFWD20231220
12/20/2023
0.01
Fannie Mae REMICS
4.66
03/25/2036
0.01
CSC Holdings LLC
5.00
11/15/2031
0.01
Fannie Mae Grantor Trust 2001-T10
0.38
12/25/2041
0.01
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.01
Connecticut Avenue Securities Trust
7.83
04/25/2031
0.01
Fannie Mae REMICS
4.29
06/25/2036
0.01
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.01
Citigroup Inc
7.38
12/31/2099
0.01
CNY/USD CFWD20231220
12/20/2023
0.01
Diversified Healthcare Trust
4.38
03/01/2031
0.01
Bank of America NA
11/16/2023
0.01
LCH.Clearnet LLC
06/15/2028
0.01
International Finance Corp
0.00
02/15/2029
0.01
Morgan Stanley Capital I 2017-HR2
0.99
12/15/2050
0.01
CSC Holdings LLC
4.62
12/01/2030
0.01
Goldman Sachs International
11/15/2023
0.01
CD 2017-CD6 Mortgage Trust
1.01
11/13/2050
0.01
Level 3 Financing Inc
10.50
05/15/2030
0.01
USD/SGD CFWD20231220
12/20/2023
0.01
USD/BRL CFWD2023103
10/03/2023
0.01
USD/MXN CFWD20231220
12/20/2023
0.01
Freddie Mac REMICS
4.85
08/15/2035
0.01
USD/PLN CFWD20231220
12/20/2023
0.01
Goldman Sachs International
06/10/2024
0.01
Goldman Sachs International
5.00
12/20/2024
0.01
USD/THB CFWD20231220
12/20/2023
0.01
USD/EUR CFWD20231220
12/20/2023
0.01
Intercontinental Exchange Inc
5.00
06/20/2028
0.01
Goldman Sachs International
05/30/2024
0.01
Pfizer Investment Enterprises Pte L
5.30
05/19/2053
0.01
CME Group Inc
05/09/2032
0.01
USD/AUD CFWD20231220
12/20/2023
0.01
Citigroup Mortgage Loan Trust 2006-
7.11
10/25/2035
0.01
USD/ZAR CFWD20231220
12/20/2023
0.01
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae REMICS
6.00
01/25/2032
0.00
JPMorgan Chase Bank NA
12/01/2023
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
NZD/USD CFWD20231220
12/20/2023
0.00
Morgan Stanley Capital Services LLC
10/31/2023
0.00
CME Group Inc
05/27/2032
0.00
Intercontinental Exchange Inc
1.00
06/20/2027
0.00
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.00
Fannie Mae Interest Strip
5.50
11/25/2033
0.00
USD/CAD CFWD2023111
11/01/2023
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Fannie Mae REMICS
6.37
06/25/2037
0.00
JPMorgan Chase Bank NA
1.00
12/20/2024
0.00
Vital Energy Inc
10.12
01/15/2028
0.00
Goldman Sachs International
05/07/2024
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
Bank of America NA
11/27/2023
0.00
Goldman Sachs International
11/10/2023
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
5.93
12/25/2032
0.00
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2027
0.00
USD P INR C @81.4000 EO
01/24/2024
0.00
Freddie Mac REMICS
3.50
05/15/2032
0.00
USD/CAD CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
4.00
06/15/2038
0.00
Fannie Mae REMICS
6.43
04/25/2032
0.00
Freddie Mac REMICS
6.43
02/15/2032
0.00
USD/GBP CFWD20231220
12/20/2023
0.00
USD/CLP CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
6.43
02/15/2032
0.00
Freddie Mac REMICS
6.43
03/15/2032
0.00
Freddie Mac Multifamily Structured
0.78
02/25/2026
0.00
Fannie Mae Interest Strip
6.50
06/25/2031
0.00
Bank of America NA
06/03/2024
0.00
Fannie Mae REMICS
1.11
06/25/2037
0.00
CLAIRES HOLDINGS LLC Pfd
0.00
USD/AUD CFWD20231220
12/20/2023
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Argentina Treasury Dual Bond
0.00
04/30/2024
0.00
SEK/USD CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
6.43
02/15/2032
0.00
Goldman Sachs International
02/08/2024
0.00
JP Morgan Mortgage Trust 2007-A1
4.19
07/25/2035
0.00
GSR Mortgage Loan Trust 2005-AR4
4.74
07/25/2035
0.00
LCH.Clearnet LLC
02/10/2024
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
Fannie Mae REMICS
5.93
10/18/2032
0.00
ZAR/USD CFWD20231220
12/20/2023
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
Fannie Mae REMICS
5.83
11/25/2033
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Ginnie Mae I Pool
8.00
06/15/2028
0.00
Fannie Mae REMICS
7.00
03/25/2033
0.00
Fannie Mae REMICS
1.27
05/25/2035
0.00
Fannie Mae REMICS
0.72
12/25/2042
0.00
Morgan Stanley Capital Services LLC
12/11/2023
0.00
Morgan Stanley Capital Services LLC
11/30/2023
0.00
Deutsche Bank AG
12/12/2023
0.00
Government National Mortgage Associ
1.20
04/16/2041
0.00
WaMu Mortgage Pass-Through Certific
4.69
10/25/2033
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
CME Group Inc
05/24/2032
0.00
Fannie Mae REMICS
2.77
01/25/2033
0.00
Fannie Mae REMICS
6.00
05/25/2031
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
1.29
05/15/2035
0.00
USD/GBP CFWD20231220
12/20/2023
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Goldman Sachs International
12/01/2023
0.00
USD/INR CFWD20231220
12/20/2023
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
COP/USD CFWD2023102
10/02/2023
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Morgan Stanley Capital Services LLC
11/16/2023
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Government National Mortgage Associ
1.10
04/16/2037
0.00
USD/JPY CFWD20231220
12/20/2023
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Goldman Sachs International
10/30/2023
0.00
Fannie Mae REMICS
1.80
09/25/2036
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
Goldman Sachs International
11/16/2023
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae Grantor Trust 2001-T3
0.63
11/25/2040
0.00
CWHEQ Revolving Home Equity Loan Tr
5.60
11/15/2036
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae REMICS
6.43
04/25/2032
0.00
CME Group Inc
05/16/2032
0.00
Fannie Mae REMICS
2.82
05/25/2033
0.00
Freddie Mac REMICS
1.27
01/15/2035
0.00
Deutsche Bank AG
11/06/2023
0.00
COP/USD CFWD20231220
12/20/2023
0.00
Mcdermott International Ltd Wts
0.00
Fannie Mae REMICS
6.43
09/25/2032
0.00
Fannie Mae Pool
7.50
03/01/2033
0.00
Fannie Mae REMICS
2.12
10/25/2033
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac REMICS
0.64
05/15/2038
0.00
Fannie Mae REMICS
1.17
05/25/2035
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
USD/MXN CFWD20231220
12/20/2023
0.00
Deutsche Bank AG
11/01/2023
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
USD/COP CFWD2023102
10/02/2023
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
Bear Stearns ARM Trust 2006-1
0.65
02/25/2036
0.00
USD/JPY CFWD20231220
12/20/2023
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Bank of America NA
10/13/2023
0.00
Mcdermott International Ltd
0.00
Freddie Mac REMICS
0.72
07/15/2035
0.00
Freddie Mac REMICS
1.62
10/15/2033
0.00
Fannie Mae REMICS
6.43
12/25/2032
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Goldman Sachs International
02/08/2024
0.00
Fannie Mae REMICS
2.47
11/18/2031
0.00
Freddie Mac REMICS
1.57
12/15/2037
0.00
Fannie Mae REMICS
1.12
10/25/2041
0.00
USD P THB C @30.6500 EO
02/23/2024
0.00
Freddie Mac REMICS
6.08
07/15/2029
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Morgan Stanley Capital Services LLC
10/05/2023
0.00
Goldman Sachs International
01/18/2024
0.00
Connecticut Avenue Securities Trust
7.58
09/25/2031
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
2.82
02/25/2033
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Freddie Mac REMICS
5.93
01/15/2033
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
1.29
05/15/2035
0.00
Freddie Mac REMICS
0.82
12/15/2039
0.00
Freddie Mac REMICS
5.88
02/15/2029
0.00
Fannie Mae REMICS
2.57
07/25/2032
0.00
Fannie Mae REMICS
2.67
12/18/2032
0.00
Goldman Sachs International
12/19/2023
0.00
Fannie Mae REMICS
7.00
07/25/2026
0.00
Goldman Sachs International
08/26/2021
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Fannie Mae REMICS
2.57
03/18/2032
0.00
Fannie Mae REMICS
1.32
05/25/2035
0.00
Fannie Mae REMICS
2.67
03/25/2032
0.00
Freddie Mac Strips
7.00
04/01/2030
0.00
Fannie Mae REMICS
0.62
03/25/2035
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Goldman Sachs International
11/08/2023
0.00
Ginnie Mae I Pool
8.00
05/15/2028
0.00
Fannie Mae REMICS
2.57
07/25/2032
0.00
Freddie Mac Strips
6.50
06/01/2031
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
CNY/USD CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
6.50
01/15/2031
0.00
Deutsche Bank AG
12/11/2023
0.00
Freddie Mac REMICS
0.57
04/15/2038
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
2.67
04/25/2032
0.00
McDermott - Warrants B
0.00
Ginnie Mae I Pool
8.00
04/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
McDermott - Warrants A
0.00
Freddie Mac REMICS
7.00
04/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Goldman Sachs International
10/27/2023
0.00
Fannie Mae REMICS
2.57
09/25/2032
0.00
Fannie Mae REMICS
2.37
04/25/2032
0.00
Fannie Mae REMICS
6.50
04/25/2029
0.00
Freddie Mac REMICS
2.67
06/15/2029
0.00
Fannie Mae REMICS
2.52
01/25/2032
0.00
Freddie Mac Strips
7.00
04/01/2027
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Fannie Mae REMICS
1.57
04/25/2032
0.00
CWHEQ Revolving Home Equity Loan Tr
5.68
12/15/2035
0.00
Fannie Mae REMICS
2.67
12/18/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Fannie Mae REMICS
2.17
06/25/2026
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
USD/EUR CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
1.32
02/15/2035
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Bank of America NA
10/24/2023
0.00
Freddie Mac REMICS
3.52
08/15/2029
0.00
Fannie Mae REMICS
0.62
07/25/2038
0.00
USD/KRW CFWD20231220
12/20/2023
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Ginnie Mae II Pool
2.62
07/20/2027
0.00
JPMorgan Chase Bank NA
10/26/2023
0.00
Morgan Stanley Capital Services LLC
11/14/2023
0.00
Fannie Mae REMICS
1.32
03/25/2035
0.00
Sabine Oil & Gas Holdings Inc
0.00
Freddie Mac REMICS
7.00
03/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
COP/USD CFWD20231220
12/20/2023
0.00
USD/MXN CFWD20231220
12/20/2023
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Fannie Mae REMICS
2.47
11/25/2031
0.00
Bank of America NA
10/26/2023
0.00
Fannie Mae REMICS
2.47
12/18/2031
0.00
JPMorgan Chase Bank NA
11/07/2023
0.00
Morgan Stanley Capital Services LLC
11/14/2023
0.00
Goldman Sachs International
10/23/2023
0.00
Goldman Sachs International
10/04/2023
0.00
Party City Holdco Inc
0.00
JPMorgan Chase Bank NA
11/22/2023
0.00
Freddie Mac REMICS
0.57
03/15/2024
0.00
Freddie Mac REMICS
3.27
07/17/2028
0.00
Bank of America NA
10/23/2023
0.00
USD P THB C @30.0000 EO
10/04/2023
0.00
Goldman Sachs International
10/12/2023
0.00
Goldman Sachs International
10/12/2023
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Vendee Mortgage Trust 1995-3
0.00
09/15/2025
0.00
Freddie Mac REMICS
3.27
07/17/2028
0.00
NOK/USD CFWD20231220
12/20/2023
-0.00
CZK/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
10/27/2023
-0.00
Goldman Sachs International
10/30/2023
-0.00
Goldman Sachs International
10/04/2023
-0.00
LCH.Clearnet LLC
06/15/2033
-0.00
USD/EUR CFWD20231220
12/20/2023
-0.00
Morgan Stanley Capital Services LLC
11/30/2023
-0.00
Bank of America NA
11/16/2023
-0.00
EUR/USD CFWD20231220
12/20/2023
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
USD P INR C @79.5000 EO
01/24/2024
-0.00
PEN/USD CFWD20231220
12/20/2023
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
USD/ZAR CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
12/18/2023
-0.00
Intercontinental Exchange Inc
1.00
06/20/2028
-0.00
INR/USD CFWD20231220
12/20/2023
-0.00
USD/COP CFWD2023102
10/02/2023
-0.00
JPY/USD CFWD2023104
10/04/2023
-0.00
Morgan Stanley Capital Services LLC
11/22/2023
-0.00
USD/NZD CFWD20231220
12/20/2023
-0.00
Morgan Stanley & Co International P
0.00
09/20/2027
-0.00
EUR/USD CFWD20231220
12/20/2023
-0.00
EUR/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
11/15/2023
-0.00
BRL/USD CFWD2023113
11/03/2023
-0.00
USD/AUD CFWD20231016
10/16/2023
-0.00
LCH.Clearnet LLC
07/14/2028
-0.00
Morgan Stanley Capital Services LLC
11/10/2023
-0.00
IDR/USD CFWD20231220
12/20/2023
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
USD/SEK CFWD20231220
12/20/2023
-0.00
PLN/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
11/15/2023
-0.00
Goldman Sachs International
5.00
12/20/2026
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
USD/CNY CFWD20231220
12/20/2023
-0.00
CME Group Inc
11/01/2024
-0.01
JPMorgan Chase Bank NA
5.00
12/20/2027
-0.01
USD/ZAR CFWD20231220
12/20/2023
-0.01
BNP Paribas Securities Corp
12/11/2023
-0.01
MXN/USD CFWD20231220
12/20/2023
-0.01
JPMorgan Chase Bank NA
1.00
06/20/2027
-0.01
Morgan Stanley Capital Services LLC
10/18/2023
-0.01
USD/MXN CFWD2024517
05/17/2024
-0.01
Intercontinental Exchange Inc
1.00
12/20/2027
-0.01
JPMorgan Chase Bank NA
03/04/2024
-0.01
JPMorgan Chase Bank NA
01/08/2024
-0.01
CAD/USD CFWD20231220
12/20/2023
-0.01
CME Group Inc
07/21/2032
-0.01
AUD/USD CFWD20231220
12/20/2023
-0.01
LCH.Clearnet LLC
09/20/2024
-0.01
CLP/USD CFWD20231220
12/20/2023
-0.01
CME Group Inc
07/21/2032
-0.01
USD/MXN CFWD202438
03/08/2024
-0.01
Goldman Sachs International
02/12/2024
-0.01
Goldman Sachs International
05/16/2024
-0.01
BRL/USD CFWD20231023
10/23/2023
-0.01
Goldman Sachs International
05/15/2024
-0.01
JPMorgan Chase Bank NA
11/15/2023
-0.01
LCH.Clearnet LLC
06/07/2028
-0.01
JPMorgan Chase Bank NA
03/04/2024
-0.01
LCH.Clearnet LLC
06/15/2033
-0.01
IDR/USD CFWD20231220
12/20/2023
-0.01
CME Group Inc
02/11/2028
-0.01
BRL/USD CFWD2023103
10/03/2023
-0.01
CME Group Inc
01/02/2026
-0.01
GBP/USD CFWD20231220
12/20/2023
-0.02
USD/ZAR CFWD2024516
05/16/2024
-0.02
USD C INR P @84.0000 EO
01/24/2024
-0.02
Goldman Sachs International
02/15/2024
-0.02
CME Group Inc
01/17/2028
-0.02
COP/USD CFWD20231220
12/20/2023
-0.02
Bank of America NA
12/18/2023
-0.02
Morgan Stanley Capital Services LLC
03/14/2024
-0.02
Bank of America NA
03/06/2024
-0.02
Morgan Stanley Capital Services LLC
03/28/2024
-0.02
CME Group Inc
09/09/2032
-0.02
HUF/USD CFWD20231220
12/20/2023
-0.02
JPMorgan Chase Bank NA
12/13/2023
-0.02
USD/NZD CFWD20231016
10/16/2023
-0.02
Morgan Stanley Capital Services LLC
01/08/2024
-0.02
LCH.Clearnet LLC
03/14/2025
-0.02
EUR/USD CFWD20231016
10/16/2023
-0.02
Bank of America NA
11/16/2023
-0.02
Goldman Sachs International
12/20/2023
-0.02
BRL/USD CFWD2023103
10/03/2023
-0.02
Goldman Sachs International
12/18/2023
-0.03
Goldman Sachs International
11/16/2023
-0.03
Goldman Sachs International
05/02/2024
-0.03
JPMorgan Chase Bank NA
12/20/2023
-0.03
Morgan Stanley Capital Services LLC
11/22/2023
-0.03
LCH.Clearnet LLC
08/30/2033
-0.03
Goldman Sachs International
10/27/2023
-0.03
Goldman Sachs International
06/30/2025
-0.03
Goldman Sachs International
12/01/2023
-0.03
JPMorgan Chase Bank NA
03/07/2024
-0.03
JPMorgan Chase Bank NA
02/21/2024
-0.03
THB/USD CFWD20231220
12/20/2023
-0.04
Morgan Stanley Capital Services LLC
01/08/2024
-0.04
Morgan Stanley Capital Services LLC
03/14/2024
-0.04
USD/BRL CFWD20231120
11/20/2023
-0.04
GBP/USD CFWD20231220
12/20/2023
-0.04
CME Group Inc
02/10/2025
-0.04
Goldman Sachs International
02/12/2024
-0.04
BRL/USD CFWD2023113
11/03/2023
-0.04
USD/MXN CFWD202456
05/06/2024
-0.04
Goldman Sachs International
03/07/2024
-0.04
JPMorgan Chase Bank NA
09/16/2024
-0.04
CME Group Inc
02/10/2025
-0.04
Goldman Sachs International
05/23/2024
-0.04
EUR/USD CFWD20231213
12/13/2023
-0.05
JPMorgan Chase Bank NA
04/14/2025
-0.05
Deutsche Bank AG
02/12/2024
-0.06
Bank of America NA
10/24/2023
-0.06
Morgan Stanley Capital Services LLC
10/20/2023
-0.06
USD/MXN CFWD20231116
11/16/2023
-0.06
USD/MXN CFWD20231011
10/11/2023
-0.06
Goldman Sachs International
10/30/2023
-0.06
BRL/USD CFWD2023103
10/03/2023
-0.07
Goldman Sachs International
05/16/2024
-0.07
Morgan Stanley Capital Services LLC
09/29/2025
-0.07
Goldman Sachs International
06/30/2025
-0.07
Deutsche Bank AG
11/01/2023
-0.08
Bank of America NA
10/02/2023
-0.08
JPMorgan Chase Bank NA
10/05/2023
-0.08
Morgan Stanley Capital Services LLC
05/19/2027
-0.08
BRL/USD CFWD2023103
10/03/2023
-0.08
JPY/USD CFWD20231220
12/20/2023
-0.08
EUR/USD CFWD20231220
12/20/2023
-0.09
LCH.Clearnet LLC
05/20/2025
-0.09
Morgan Stanley Capital Services LLC
03/28/2024
-0.09
Goldman Sachs International
02/15/2024
-0.10
USD/BRL CFWD20231013
10/13/2023
-0.11
Morgan Stanley Capital Services LLC
11/30/2023
-0.11
Goldman Sachs International
05/02/2024
-0.12
Morgan Stanley Capital Services LLC
05/19/2027
-0.13
Morgan Stanley Capital Services LLC
09/29/2025
-0.13
LCH.Clearnet LLC
05/30/2025
-0.15
JPMorgan Chase Bank NA
09/29/2025
-0.16
Deutsche Bank AG
03/28/2025
-0.17
LCH.Clearnet LLC
04/24/2034
-0.17
Bank of America NA
11/30/2023
-0.17
Morgan Stanley Capital Services LLC
10/27/2023
-0.20
Morgan Stanley Capital Services LLC
09/16/2024
-0.20
LCH.Clearnet LLC
05/12/2028
-0.24
Morgan Stanley Capital Services LLC
03/31/2025
-0.26
Morgan Stanley Capital Services LLC
09/29/2025
-0.27
LCH.Clearnet LLC
05/11/2028
-0.55
LCH.Clearnet LLC
08/09/2039
-0.62
-1.37
-1.37
-1.74
-1.74
as of 09/30/2023
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| CASH & EQUIVALENTS | 0.00 | 6.74 | |
| Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2027 | 6.21 |
| United States Treasury Inflation In | 1.25 | 04/15/2028 | 3.46 |
| Invesco Treasury Portfolio | 2.26 | ||
| Peru Government Bond | 6.15 | 08/12/2032 | 2.16 |
| Invesco Government & Agency Portfol | 1.97 | ||
| 1.75 | |||
| 1.74 | |||
| French Republic Government Bond OAT | 0.00 | 05/25/2032 | 1.63 |
| Mexican Bonos | 7.75 | 05/29/2031 | 1.53 |
| Republic of Poland Government Bond | 1.75 | 04/25/2032 | 1.47 |
| Invesco Liquid Assets Portfolio | 1.41 | ||
| 1.38 | |||
| 1.37 | |||
| Republic of South Africa Government | 8.00 | 01/31/2030 | 1.22 |
| Republic of South Africa Government | 10.50 | 12/21/2026 | 1.16 |
| United States Treasury Inflation In | 0.62 | 07/15/2032 | 1.09 |
| Fannie Mae Pool | 4.50 | 07/01/2052 | 1.07 |
| Fannie Mae Pool | 5.50 | 02/01/2053 | 1.02 |
| Colombian TES | 7.75 | 09/18/2030 | 1.02 |
| Freddie Mac Pool | 5.00 | 03/01/2053 | 1.02 |
| Fannie Mae Pool | 5.50 | 03/01/2053 | 1.02 |
| Freddie Mac Pool | 5.00 | 09/01/2052 | 0.96 |
| Freddie Mac Pool | 4.50 | 10/01/2052 | 0.94 |
| Hellenic Republic Government Bond | 4.38 | 07/18/2038 | 0.90 |
| Colombian TES | 7.25 | 10/26/2050 | 0.82 |
| Colombian TES | 7.00 | 06/30/2032 | 0.81 |
| Malaysia Government Bond | 3.48 | 06/14/2024 | 0.75 |
| YPF SA | 0.75 | ||
| Barclays PLC | 7.12 | 12/31/2099 | 0.69 |
| Towd Point Mortgage Funding 2019 - | 6.36 | 10/20/2051 | 0.66 |
| Ford Motor Credit Co LLC | 5.12 | 06/16/2025 | 0.65 |
| India Government Bond | 7.26 | 08/22/2032 | 0.64 |
| Morgan Stanley Capital Services LLC | 08/09/2039 | 0.63 | |
| Corp Andina de Fomento | 6.82 | 02/22/2031 | 0.61 |
| Newday Funding Master Issuer PLC - | 9.25 | 03/15/2029 | 0.61 |
| British Telecommunications PLC | 4.25 | 11/23/2081 | 0.59 |
| Indonesia Treasury Bond | 6.38 | 08/15/2028 | 0.57 |
| Melco Resorts Finance Ltd | 4.88 | 06/06/2025 | 0.55 |
| Province of Ontario Canada | 3.75 | 12/02/2053 | 0.54 |
| Sempra | 4.12 | 04/01/2052 | 0.54 |
| Japan Government Thirty Year Bond | 1.60 | 12/20/2052 | 0.54 |
| Morgan Stanley Capital Services LLC | 05/05/2038 | 0.54 | |
| India Government Bond | 6.54 | 01/17/2032 | 0.51 |
| China Government Bond | 3.32 | 04/15/2052 | 0.50 |
| SC Germany Consumer 2018-1 UG | 3.25 | 12/13/2031 | 0.48 |
| American Airlines Inc/AAdvantage Lo | 5.50 | 04/20/2026 | 0.48 |
| Southern Co/The | 4.00 | 01/15/2051 | 0.47 |
| French Republic Government Bond OAT | 0.75 | 05/25/2052 | 0.47 |
| Dell International LLC / EMC Corp | 6.20 | 07/15/2030 | 0.47 |
| SC Germany SA Compartment Consumer | 6.50 | 11/14/2035 | 0.47 |
| FIDEICOMISO DORREGO Y LIBERTADOR | 2.00 | 12/31/2043 | 0.46 |
| Freddie Mac STACR REMIC Trust 2022- | 8.21 | 04/25/2042 | 0.45 |
| General Motors Co | 6.80 | 10/01/2027 | 0.45 |
| Republic of South Africa Government | 8.25 | 03/31/2032 | 0.45 |
| Colombian TES | 7.50 | 08/26/2026 | 0.45 |
| Nationwide Building Society | 5.75 | 12/31/2099 | 0.45 |
| Penske Truck Leasing Co Lp / PTL Fi | 6.05 | 08/01/2028 | 0.43 |
| UBS Group AG | 7.00 | 12/31/2099 | 0.43 |
| Indonesia Treasury Bond | 7.00 | 02/15/2033 | 0.43 |
| Enbridge Inc | 7.38 | 01/15/2083 | 0.42 |
| ING Groep NV | 5.75 | 12/31/2059 | 0.40 |
| New South Wales Treasury Corp | 3.00 | 02/20/2030 | 0.38 |
| Vodafone Group PLC | 3.25 | 06/04/2081 | 0.38 |
| Bank Tabungan Negara Persero Tbk PT | 4.20 | 01/23/2025 | 0.38 |
| Newday Funding Master Issuer PLC - | 7.55 | 11/15/2029 | 0.38 |
| Eurosail 2006-2bl PLC | 8.59 | 12/15/2044 | 0.37 |
| KBC Group NV | 4.75 | 12/31/2079 | 0.37 |
| Bancolombia SA | 6.91 | 10/18/2027 | 0.36 |
| Freeport-McMoRan Inc | 4.62 | 08/01/2030 | 0.36 |
| Eurosail 2006-2bl PLC | 4.64 | 12/15/2044 | 0.36 |
| Peru Government Bond | 7.30 | 08/12/2033 | 0.35 |
| Electricite de France SA | 5.38 | 12/31/2049 | 0.35 |
| Thailand Government Bond | 3.45 | 06/17/2043 | 0.33 |
| Morgan Stanley Capital Services LLC | 04/06/2038 | 0.33 | |
| Alba 2007-1 PLC | 6.54 | 03/17/2039 | 0.32 |
| Eurosail-UK 2007-2np PLC | 6.14 | 03/13/2045 | 0.32 |
| Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2055 | 0.31 |
| BNP Paribas SA | 6.62 | 12/31/2099 | 0.30 |
| NatWest Group PLC | 6.00 | 12/31/2059 | 0.30 |
| Taurus 2018-1 IT SRL | 6.58 | 05/18/2032 | 0.30 |
| ING Groep NV | 6.50 | 12/31/2049 | 0.30 |
| Eurosail 2006-4np PLC | 8.34 | 12/10/2044 | 0.29 |
| Great Hall Mortgages No 1 PLC | 7.62 | 06/18/2039 | 0.29 |
| Southern Co/The | 3.75 | 09/15/2051 | 0.29 |
| BPCE SA | 1.50 | 01/13/2042 | 0.29 |
| Morgan Stanley Reremic Trust | 6.00 | 11/26/2036 | 0.29 |
| Newday Funding Master Issuer PLC - | 9.55 | 11/15/2029 | 0.28 |
| Freddie Mac STACR REMIC Trust 2022- | 7.31 | 04/25/2042 | 0.28 |
| Morgan Stanley Capital Services LLC | 03/31/2025 | 0.28 | |
| COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.27 |
| Alcoa Nederland Holding BV | 6.12 | 05/15/2028 | 0.27 |
| Jupiter Mortgage NO 1 PLC | 7.66 | 07/20/2060 | 0.27 |
| Mativ Holdings Inc | 6.88 | 10/01/2026 | 0.26 |
| Invesco Global Strategic Income Fun | 0.26 | ||
| Sitios Latinoamerica SAB de CV | 5.38 | 04/04/2032 | 0.26 |
| Grupo Financiero Galicia SA | 0.26 | ||
| Prosil Acquisition SA | 5.71 | 10/31/2039 | 0.26 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.26 |
| CHS/Community Health Systems Inc | 8.00 | 03/15/2026 | 0.25 |
| MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.25 |
| Freddie Mac STACR REMIC Trust 2022- | 10.66 | 08/25/2042 | 0.25 |
| FREMF 2016-K54 Mortgage Trust | 4.19 | 04/25/2048 | 0.25 |
| Telefonica Europe BV | 4.38 | 12/31/2099 | 0.24 |
| HSBC Holdings PLC | 5.88 | 12/31/2079 | 0.24 |
| Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.24 |
| Malaysia Government Bond | 3.96 | 09/15/2025 | 0.24 |
| JSW Steel Ltd | 3.95 | 04/05/2027 | 0.23 |
| Cloverie PLC for Swiss Reinsurance | 4.50 | 09/11/2044 | 0.23 |
| Bayer AG | 2.38 | 11/12/2079 | 0.23 |
| Freddie Mac Structured Agency Credi | 9.31 | 07/25/2042 | 0.23 |
| Freddie Mac STACR REMIC Trust 2022- | 8.86 | 08/25/2042 | 0.23 |
| Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2099 | 0.23 |
| Japan Government Forty Year Bond | 1.00 | 03/20/2062 | 0.23 |
| ONEOK Inc | 6.62 | 09/01/2053 | 0.22 |
| Freddie Mac STACR REMIC Trust 2022- | 7.71 | 02/25/2042 | 0.22 |
| Jefferies Financial Group Inc | 6.50 | 07/31/2026 | 0.22 |
| Perusahaan Perseroan Persero PT Per | 4.12 | 05/15/2027 | 0.22 |
| MGM China Holdings Ltd | 5.38 | 05/15/2024 | 0.22 |
| BPCE SA | 5.15 | 07/21/2024 | 0.22 |
| Boeing Co/The | 4.88 | 05/01/2025 | 0.22 |
| CCO Holdings LLC / CCO Holdings Cap | 4.75 | 03/01/2030 | 0.21 |
| Telefonica Europe BV | 2.88 | 12/31/2099 | 0.21 |
| International Finance Corp | 0.00 | 03/23/2038 | 0.21 |
| Ecopetrol SA | 5.38 | 06/26/2026 | 0.21 |
| First Quantum Minerals Ltd | 6.88 | 10/15/2027 | 0.21 |
| Paramount Global | 2.90 | 01/15/2027 | 0.21 |
| United Airlines Inc | 4.38 | 04/15/2026 | 0.21 |
| UBS Group AG | 6.88 | 12/31/2099 | 0.21 |
| Nordea Bank Abp | 6.62 | 12/31/2099 | 0.21 |
| CaixaBank SA | 5.25 | 12/31/2099 | 0.21 |
| Lloyds Banking Group PLC | 7.50 | 12/31/2099 | 0.21 |
| Swedbank AB | 5.62 | 12/31/2059 | 0.21 |
| Connecticut Avenue Securities Trust | 8.91 | 07/25/2042 | 0.20 |
| Transcanada Trust | 5.88 | 08/15/2076 | 0.20 |
| Oman Government International Bond | 6.75 | 01/17/2048 | 0.20 |
| Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.20 |
| Cooperatieve Rabobank UA | 4.38 | 12/31/2099 | 0.20 |
| Eurosail-UK 2007-2np PLC | 4.62 | 03/13/2045 | 0.20 |
| Pampa Energia SA | 0.20 | ||
| Petroleos Mexicanos | 8.75 | 06/02/2029 | 0.20 |
| Petroleos Mexicanos | 6.50 | 03/13/2027 | 0.19 |
| Jabil Inc | 3.00 | 01/15/2031 | 0.19 |
| Ludgate Funding PLC | 5.67 | 01/01/2061 | 0.19 |
| Prudential Funding Asia PLC | 4.88 | 12/31/2079 | 0.18 |
| Futura 2019 Srl | 6.97 | 07/31/2044 | 0.18 |
| KBC Group NV | 4.25 | 12/31/2079 | 0.18 |
| CVS Health Corp | 5.05 | 03/25/2048 | 0.18 |
| L3Harris Technologies Inc | 5.40 | 01/15/2027 | 0.18 |
| ONEOK Inc | 5.55 | 11/01/2026 | 0.18 |
| Morgan Stanley Capital Services LLC | 05/19/2033 | 0.18 | |
| Mexico Remittances Funding Fiduciar | 4.88 | 01/15/2028 | 0.18 |
| Wynn Macau Ltd | 4.88 | 10/01/2024 | 0.17 |
| Electricite de France SA | 9.12 | 12/31/2049 | 0.17 |
| Uruguay Government International Bo | 9.75 | 07/20/2033 | 0.17 |
| Indonesia Asahan Aluminium PT / Min | 6.76 | 11/15/2048 | 0.17 |
| Morgan Stanley Capital Services LLC | 10/27/2023 | 0.17 | |
| Stratton Mortgage Funding 2021-1 PL | 7.97 | 09/25/2051 | 0.17 |
| Connecticut Avenue Securities Trust | 7.61 | 05/25/2043 | 0.17 |
| Freddie Mac STACR REMIC Trust 2023- | 7.41 | 03/25/2043 | 0.16 |
| Connecticut Avenue Securities Trust | 7.81 | 04/25/2043 | 0.16 |
| Lloyds Banking Group PLC | 8.50 | 12/31/2099 | 0.16 |
| Towd Point Mortgage Funding 2019 - | 7.21 | 10/20/2051 | 0.16 |
| FedEx Corp | 4.05 | 02/15/2048 | 0.16 |
| Freddie Mac Structured Agency Credi | 7.31 | 06/25/2043 | 0.16 |
| Fideicomiso Financiero Invernea Pro | 0.00 | 08/25/2032 | 0.16 |
| JBS USA LUX SA / JBS USA Food Co / | 5.12 | 02/01/2028 | 0.15 |
| NatWest Group PLC | 5.12 | 12/31/2059 | 0.15 |
| Republic of Austria Government Bond | 2.10 | 09/20/2117 | 0.15 |
| Becton Dickinson & Co | 3.79 | 05/20/2050 | 0.15 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.15 |
| Ivory Coast Government Internationa | 4.88 | 01/30/2032 | 0.15 |
| Cemex SAB de CV | 5.12 | 12/31/2079 | 0.15 |
| Nemak SAB de CV | 3.62 | 06/28/2031 | 0.14 |
| United Kingdom Gilt | 0.50 | 10/22/2061 | 0.14 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.14 |
| Colombia Government International B | 4.12 | 02/22/2042 | 0.14 |
| Eurohome UK Mortgages 2007-2 plc | 6.74 | 09/15/2044 | 0.14 |
| Banco Macro SA | 0.14 | ||
| Colombian TES | 9.25 | 05/28/2042 | 0.14 |
| Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.14 |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.14 | |
| Intesa Sanpaolo SpA | 5.50 | 12/31/2099 | 0.14 |
| Freddie Mac Structured Agency Credi | 8.66 | 06/25/2043 | 0.14 |
| Towd Point Mortgage Funding 2019 - | 7.66 | 10/20/2051 | 0.13 |
| Alba 2007-1 PLC | 8.59 | 03/17/2039 | 0.13 |
| ILPT Commercial Mortgage Trust 2022 | 8.08 | 10/15/2039 | 0.13 |
| Eurohome UK Mortgages 2007 -1 PLC | 6.48 | 06/15/2044 | 0.13 |
| Camelot Finance SA | 4.50 | 11/01/2026 | 0.13 |
| Erste Group Bank AG | 5.12 | 12/31/2099 | 0.13 |
| Ivory Coast Government Internationa | 5.38 | 07/23/2024 | 0.13 |
| Lloyds Banking Group PLC | 7.50 | 12/31/2079 | 0.13 |
| Morgan Stanley Capital Services LLC | 05/19/2033 | 0.12 | |
| Repsol International Finance BV | 3.75 | 12/31/2099 | 0.12 |
| Eurosail 2006-1 PLC | 4.64 | 06/10/2044 | 0.12 |
| Plains All American Pipeline LP / P | 3.80 | 09/15/2030 | 0.12 |
| LCH.Clearnet LLC | 05/30/2033 | 0.12 | |
| Aethon United BR LP / Aethon United | 8.25 | 02/15/2026 | 0.12 |
| European Bank for Reconstruction & | 6.40 | 08/27/2025 | 0.12 |
| Freddie Mac Multifamily Structured | 1.08 | 05/25/2029 | 0.11 |
| Connecticut Avenue Securities Trust | 8.41 | 03/25/2042 | 0.11 |
| Eurosail-UK 2007-1nc PLC | 6.23 | 03/13/2045 | 0.11 |
| BNP Paribas SA | 9.25 | 12/31/2059 | 0.11 |
| Romanian Government International B | 7.12 | 01/17/2033 | 0.11 |
| Banco Mercantil del Norte SA/Grand | 8.38 | 12/31/2079 | 0.11 |
| Societe Generale SA | 7.38 | 12/31/2099 | 0.11 |
| Societe Generale SA | 7.88 | 12/12/2049 | 0.11 |
| Embraer Netherlands Finance BV | 7.00 | 07/28/2030 | 0.11 |
| Deutsche Lufthansa AG | 4.38 | 08/12/2075 | 0.11 |
| Ecuador Government International Bo | 2.50 | 07/31/2040 | 0.11 |
| International Consolidated Airlines | 1.50 | 07/04/2027 | 0.11 |
| HTA Group Ltd/Mauritius | 7.00 | 12/18/2025 | 0.11 |
| Melco Resorts Finance Ltd | 5.38 | 12/04/2029 | 0.11 |
| Lamar Media Corp | 4.88 | 01/15/2029 | 0.11 |
| BNP Paribas SA | 7.75 | 12/31/2079 | 0.10 |
| AES Andes SA | 6.35 | 10/07/2079 | 0.10 |
| ABN AMRO Bank NV | 4.38 | 12/31/2059 | 0.10 |
| Minerva Luxembourg SA | 8.88 | 09/13/2033 | 0.10 |
| Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.10 |
| Seagate HDD Cayman | 9.62 | 12/01/2032 | 0.10 |
| Lusitano Mortgages No 5 PLC | 4.62 | 07/15/2059 | 0.10 |
| USD/COP CFWD20231220 | 12/20/2023 | 0.10 | |
| Intesa Sanpaolo SpA | 6.38 | 12/31/2059 | 0.10 |
| Banco Santander SA | 4.12 | 12/31/2079 | 0.10 |
| Banco Santander SA | 4.38 | 12/31/2099 | 0.10 |
| Mattel Inc | 6.20 | 10/01/2040 | 0.10 |
| abrdn plc | 4.25 | 06/30/2028 | 0.10 |
| CT Trust | 5.12 | 02/03/2032 | 0.10 |
| Strathcona Resources Ltd/Alberta | 6.88 | 08/01/2026 | 0.10 |
| Melco Resorts Finance Ltd | 5.75 | 07/21/2028 | 0.10 |
| Tenet Healthcare Corp | 4.88 | 01/01/2026 | 0.10 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.10 | |
| CPI Property Group SA | 4.88 | 12/31/2079 | 0.10 |
| Banco Mercantil del Norte SA/Grand | 5.88 | 12/31/2079 | 0.09 |
| OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.09 |
| Cox Communications Inc | 2.95 | 10/01/2050 | 0.09 |
| Volkswagen International Finance NV | 4.62 | 12/31/2059 | 0.09 |
| Egypt Government International Bond | 4.75 | 04/16/2026 | 0.09 |
| Nigeria Government International Bo | 6.50 | 11/28/2027 | 0.09 |
| Carnival Holdings Bermuda Ltd | 10.38 | 05/01/2028 | 0.09 |
| Viatris Inc | 3.85 | 06/22/2040 | 0.09 |
| Telecomunicaciones Digitales SA | 4.50 | 01/30/2030 | 0.09 |
| Suzano Austria GmbH | 2.50 | 09/15/2028 | 0.09 |
| Connecticut Avenue Securities Trust | 7.01 | 07/25/2043 | 0.09 |
| JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.09 |
| Egypt Government International Bond | 8.50 | 01/31/2047 | 0.09 |
| WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.09 |
| Service Properties Trust | 5.50 | 12/15/2027 | 0.09 |
| CHS/Community Health Systems Inc | 8.00 | 12/15/2027 | 0.08 |
| Goldman Sachs International | 05/02/2024 | 0.08 | |
| Ritchie Bros Holdings Inc | 6.75 | 03/15/2028 | 0.08 |
| Carriage Services Inc | 4.25 | 05/15/2029 | 0.08 |
| USD/JPY CFWD2024213 | 02/13/2024 | 0.08 | |
| Alba 2006-2 PLC | 8.59 | 12/15/2038 | 0.08 |
| Connecticut Avenue Securities Trust | 9.21 | 07/25/2043 | 0.08 |
| IRB Holding Corp | 8.42 | 12/15/2027 | 0.08 |
| Viking Ocean Cruises Ship VII Ltd | 5.62 | 02/15/2029 | 0.08 |
| Kenbourne Invest SA | 4.70 | 01/22/2028 | 0.08 |
| T-Mobile USA Inc | 6.00 | 06/15/2054 | 0.08 |
| YPF SA ADR | 0.08 | ||
| Ukraine Government International Bo | 7.75 | 08/01/2041 | 0.08 |
| NCL Corp Ltd | 5.88 | 02/15/2027 | 0.08 |
| Royal Caribbean Cruises Ltd | 8.25 | 01/15/2029 | 0.08 |
| Mativ Holdings Inc | 9.18 | 04/20/2028 | 0.08 |
| Allison Transmission Inc | 3.75 | 01/30/2031 | 0.08 |
| Group 1 Automotive Inc | 4.00 | 08/15/2028 | 0.08 |
| JPMorgan Chase & Co | 5.00 | 12/31/2099 | 0.08 |
| AerCap Ireland Capital DAC / AerCap | 5.75 | 06/06/2028 | 0.08 |
| Vodafone Group PLC | 4.12 | 06/04/2081 | 0.08 |
| Pertamina Persero PT | 4.17 | 01/21/2050 | 0.08 |
| Connecticut Avenue Securities Trust | 7.61 | 01/25/2043 | 0.08 |
| Iliad Holding SASU | 7.00 | 10/15/2028 | 0.08 |
| Crowdstrike Holdings Inc | 3.00 | 02/15/2029 | 0.08 |
| Fortress Transportation and Infrast | 5.50 | 05/01/2028 | 0.08 |
| Emerald Debt Merger Sub LLC | 6.62 | 12/15/2030 | 0.08 |
| TransDigm Inc | 6.25 | 03/15/2026 | 0.08 |
| Lithia Motors Inc | 3.88 | 06/01/2029 | 0.08 |
| Boxer Parent Co Inc | 6.50 | 10/02/2025 | 0.07 |
| LCM Investments Holdings II LLC | 4.88 | 05/01/2029 | 0.07 |
| MPT Operating Partnership LP / MPT | 3.50 | 03/15/2031 | 0.07 |
| BP Capital Markets PLC | 4.88 | 12/31/2049 | 0.07 |
| Connecticut Avenue Securities Trust | 8.01 | 07/25/2043 | 0.07 |
| Prosus NV | 4.99 | 01/19/2052 | 0.07 |
| Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.07 |
| Petroleos Mexicanos | 6.95 | 01/28/2060 | 0.07 |
| CCO Holdings LLC / CCO Holdings Cap | 5.50 | 05/01/2026 | 0.07 |
| WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.07 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.07 | |
| Service Properties Trust | 4.38 | 02/15/2030 | 0.07 |
| Mastr Asset Backed Securities Trust | 5.63 | 08/25/2036 | 0.07 |
| African Development Bank | 0.00 | 01/17/2050 | 0.07 |
| USD/BRL CFWD2023113 | 11/03/2023 | 0.07 | |
| Nidda Healthcare Holding GmbH | 7.50 | 08/21/2026 | 0.07 |
| Match Group Holdings II LLC | 4.62 | 06/01/2028 | 0.07 |
| Verus Securitization Trust 2022-7 | 5.35 | 07/25/2067 | 0.07 |
| United States International Develop | 3.13 | 04/15/2028 | 0.06 |
| Ford Motor Credit Co LLC | 5.11 | 05/03/2029 | 0.06 |
| Bellis Acquisition Co PLC | 3.25 | 02/16/2026 | 0.06 |
| Dun & Bradstreet Corp/The | 8.17 | 02/06/2026 | 0.06 |
| Dominican Republic International Bo | 4.88 | 09/23/2032 | 0.06 |
| Endo Luxembourg Finance Co I Sarl | 6.05 | 03/27/2028 | 0.06 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| Heimstaden Bostad AB | 3.38 | 12/31/2079 | 0.06 |
| Global Partners LP / GLP Finance Co | 7.00 | 08/01/2027 | 0.06 |
| DISH Network Corp | 11.75 | 11/15/2027 | 0.06 |
| Charles Schwab Corp/The | 5.38 | 12/31/2099 | 0.06 |
| Iraq International Bond | 5.80 | 01/15/2028 | 0.06 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.06 | |
| EnPro Industries Inc | 5.75 | 10/15/2026 | 0.06 |
| 1011778 BC ULC / New Red Finance In | 3.50 | 02/15/2029 | 0.06 |
| Black Knight InfoServ LLC | 3.62 | 09/01/2028 | 0.06 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.06 | |
| Clear Channel Outdoor Holdings Inc | 9.01 | 08/21/2026 | 0.06 |
| M&G PLC | 6.50 | 10/20/2048 | 0.06 |
| Allwyn Entertainment Financing UK P | 7.88 | 04/30/2029 | 0.06 |
| Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.06 |
| Novelis Corp | 3.25 | 11/15/2026 | 0.06 |
| Icahn Enterprises LP / Icahn Enterp | 4.38 | 02/01/2029 | 0.06 |
| Braskem Idesa SAPI | 6.99 | 02/20/2032 | 0.06 |
| CSC Holdings LLC | 4.50 | 11/15/2031 | 0.06 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| OneMain Finance Corp | 6.88 | 03/15/2025 | 0.05 |
| Venture Global LNG Inc | 8.12 | 06/01/2028 | 0.05 |
| CSN Resources SA | 5.88 | 04/08/2032 | 0.05 |
| Seagate HDD Cayman | 4.12 | 01/15/2031 | 0.05 |
| Gatwick Airport Finance PLC | 4.38 | 04/07/2026 | 0.05 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
| JPMorgan Chase Bank NA | 03/07/2024 | 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 |
| Air France-KLM | 3.88 | 07/01/2026 | 0.05 |
| 1375209 BC Ltd | 9.00 | 01/30/2028 | 0.05 |
| Level 3 Financing Inc | 3.75 | 07/15/2029 | 0.05 |
| FREMF 2017-K62 Mortgage Trust | 4.01 | 01/25/2050 | 0.05 |
| Ghana Government International Bond | 7.88 | 02/11/2035 | 0.05 |
| OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.05 |
| Credit Suisse Group AG | 6.25 | 12/31/2079 | 0.05 |
| Altice France SA/France | 8.12 | 02/01/2027 | 0.05 |
| Howard Midstream Energy Partners LL | 6.75 | 01/15/2027 | 0.05 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
| LCH.Clearnet LLC | 05/11/2028 | 0.05 | |
| Encompass Health Corp | 4.50 | 02/01/2028 | 0.05 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
| CTR Partnership LP / CareTrust Capi | 3.88 | 06/30/2028 | 0.05 |
| COP/USD CFWD2023102 | 10/02/2023 | 0.05 | |
| CSC Holdings LLC | 5.50 | 04/15/2027 | 0.05 |
| Freddie Mac Structured Agency Credi | 9.16 | 06/25/2043 | 0.05 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
| OneMain Finance Corp | 7.12 | 03/15/2026 | 0.05 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.04 |
| Hudbay Minerals Inc | 6.12 | 04/01/2029 | 0.04 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.04 |
| GTCR W-2 Merger Sub LLC | 7.50 | 01/15/2031 | 0.04 |
| Morgan Stanley Bank of America Merr | 5.03 | 02/15/2047 | 0.04 |
| Jane Street Group / JSG Finance Inc | 4.50 | 11/15/2029 | 0.04 |
| NCR Corp | 5.75 | 09/01/2027 | 0.04 |
| NRG Energy Inc | 4.45 | 06/15/2029 | 0.04 |
| USD/JPY CFWD20231010 | 10/10/2023 | 0.04 | |
| Transocean Titan Financing Ltd | 8.38 | 02/01/2028 | 0.04 |
| Fortress Transportation and Infrast | 6.50 | 10/01/2025 | 0.04 |
| Moss Creek Resources Holdings Inc | 10.50 | 05/15/2027 | 0.04 |
| New Fortress Energy Inc | 6.50 | 09/30/2026 | 0.04 |
| FirstCash Inc | 5.62 | 01/01/2030 | 0.04 |
| Sitio Royalties Operating Partnersh | 7.88 | 11/01/2028 | 0.04 |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.04 | |
| Navient Corp | 6.12 | 03/25/2024 | 0.04 |
| Scientific Games Holdings LP | 8.77 | 04/04/2029 | 0.04 |
| Cushman & Wakefield US Borrower LLC | 9.32 | 01/31/2030 | 0.04 |
| Goldman Sachs International | 02/15/2024 | 0.04 | |
| NCR Corp | 7.93 | 08/28/2026 | 0.04 |
| USD/JPY CFWD2023104 | 10/04/2023 | 0.04 | |
| Sensata Technologies BV | 5.00 | 10/01/2025 | 0.04 |
| PBF Holding Co LLC / PBF Finance Co | 7.88 | 09/15/2030 | 0.04 |
| Oceaneering International Inc | 6.00 | 02/01/2028 | 0.04 |
| SBA Communications Corp | 3.88 | 02/15/2027 | 0.04 |
| New Gold Inc | 7.50 | 07/15/2027 | 0.04 |
| Wynn Macau Ltd | 5.62 | 08/26/2028 | 0.04 |
| Ascent Resources Utica Holdings LLC | 7.00 | 11/01/2026 | 0.04 |
| Baytex Energy Corp | 8.50 | 04/30/2030 | 0.04 |
| Goldman Sachs International | 05/16/2024 | 0.04 | |
| Talen Energy Supply LLC | 8.62 | 06/01/2030 | 0.04 |
| Ball Corp | 6.00 | 06/15/2029 | 0.04 |
| USD/EUR CFWD202435 | 03/05/2024 | 0.04 | |
| Bank of America Corp | 6.50 | 12/31/2099 | 0.04 |
| Ladder Capital Finance Holdings LLL | 4.75 | 06/15/2029 | 0.04 |
| Dominican Republic International Bo | 4.50 | 01/30/2030 | 0.04 |
| Summit Midstream Holdings LLC / Sum | 9.00 | 10/15/2026 | 0.04 |
| USD/PEN CFWD20231220 | 12/20/2023 | 0.04 | |
| Jefferies Finance LLC / JFIN Co-Iss | 5.00 | 08/15/2028 | 0.04 |
| ZF North America Capital Inc | 6.88 | 04/14/2028 | 0.04 |
| Pactiv Evergreen Group Issuer Inc/P | 4.00 | 10/15/2027 | 0.04 |
| Roller Bearing Co of America Inc | 4.38 | 10/15/2029 | 0.04 |
| SS&C Technologies Inc | 5.50 | 09/30/2027 | 0.04 |
| Scientific Games Holdings LP/Scient | 6.62 | 03/01/2030 | 0.04 |
| Enerflex Ltd | 9.00 | 10/15/2027 | 0.04 |
| Medline Borrower LP | 3.88 | 04/01/2029 | 0.04 |
| Catalent Pharma Solutions Inc | 3.50 | 04/01/2030 | 0.04 |
| Prestige Brands Inc | 3.75 | 04/01/2031 | 0.04 |
| USD/BRL CFWD2023117 | 11/07/2023 | 0.04 | |
| NESCO Holdings II Inc | 5.50 | 04/15/2029 | 0.04 |
| Banco BBVA Argentina SA | 0.04 | ||
| EnerSys | 4.38 | 12/15/2027 | 0.04 |
| OI European Group BV | 6.25 | 05/15/2028 | 0.04 |
| Clearway Energy Operating LLC | 4.75 | 03/15/2028 | 0.04 |
| Sensata Technologies Inc | 3.75 | 02/15/2031 | 0.04 |
| Bausch Health Cos Inc | 4.88 | 06/01/2028 | 0.04 |
| USD/JPY CFWD2024214 | 02/14/2024 | 0.04 | |
| United Natural Foods Inc | 6.75 | 10/15/2028 | 0.04 |
| Lamar Media Corp | 4.00 | 02/15/2030 | 0.04 |
| Macy's Retail Holdings LLC | 5.88 | 03/15/2030 | 0.04 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.00 | 04/15/2030 | 0.04 |
| LCH.Clearnet LLC | 08/09/2033 | 0.04 | |
| Allison Transmission Inc | 4.75 | 10/01/2027 | 0.04 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 05/01/2032 | 0.03 |
| International Consolidated Airlines | 3.75 | 03/25/2029 | 0.03 |
| Transocean Inc | 8.75 | 02/15/2030 | 0.03 |
| Valaris Ltd | 8.38 | 04/30/2030 | 0.03 |
| USD/EUR CFWD2023125 | 12/05/2023 | 0.03 | |
| USD/CNY CFWD2024320 | 03/20/2024 | 0.03 | |
| Vital Energy Inc | 7.75 | 07/31/2029 | 0.03 |
| WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.03 |
| LCH.Clearnet LLC | 05/12/2028 | 0.03 | |
| Citigroup Inc | 3.88 | 12/31/2099 | 0.03 |
| Goldman Sachs International | 02/12/2024 | 0.03 | |
| Virgin Media Secured Finance PLC | 5.50 | 05/15/2029 | 0.03 |
| Clarivate Science Holdings Corp | 4.88 | 07/01/2029 | 0.03 |
| Howard Midstream Energy Partners LL | 8.88 | 07/15/2028 | 0.03 |
| Sensata Technologies BV | 5.88 | 09/01/2030 | 0.03 |
| Morgan Stanley Capital Services LLC | 01/08/2024 | 0.03 | |
| Gartner Inc | 3.62 | 06/15/2029 | 0.03 |
| RR Donnelley & Sons Co | 8.25 | 07/01/2027 | 0.03 |
| LCH.Clearnet LLC | 06/07/2033 | 0.03 | |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.03 | |
| Citigroup Mortgage Loan Trust Inc | 2.82 | 05/25/2035 | 0.03 |
| CHS/Community Health Systems Inc | 5.25 | 05/15/2030 | 0.03 |
| JPMorgan Chase Bank NA | 03/04/2024 | 0.03 | |
| Goldman Sachs International | 11/14/2023 | 0.02 | |
| NMG Holding Co Inc / Neiman Marcus | 7.12 | 04/01/2026 | 0.02 |
| Altice France SA/France | 5.12 | 07/15/2029 | 0.02 |
| Diversified Healthcare Trust | 4.75 | 05/01/2024 | 0.02 |
| Citigroup Commercial Mortgage Trust | 1.17 | 10/12/2050 | 0.02 |
| Genesis Energy LP / Genesis Energy | 8.00 | 01/15/2027 | 0.02 |
| Altice France SA/France | 5.50 | 10/15/2029 | 0.02 |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.02 | |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.02 |
| OneMain Finance Corp | 3.88 | 09/15/2028 | 0.02 |
| Bank of America NA | 03/06/2024 | 0.02 | |
| USD/KRW CFWD20231221 | 12/21/2023 | 0.02 | |
| Greystar Real Estate Partners LLC | 9.15 | 08/07/2030 | 0.02 |
| Alhambra SME Funding 2019-1 DAC | 13.11 | 11/30/2028 | 0.02 |
| USD/AUD CFWD2024520 | 05/20/2024 | 0.02 | |
| LCH.Clearnet LLC | 12/05/2025 | 0.02 | |
| DaVita Inc | 3.75 | 02/15/2031 | 0.02 |
| Civitas Resources Inc | 8.75 | 07/01/2031 | 0.02 |
| Ford Motor Co | 3.25 | 02/12/2032 | 0.02 |
| LCH.Clearnet LLC | 10/11/2026 | 0.02 | |
| Ford Motor Co | 4.75 | 01/15/2043 | 0.02 |
| Vistra Operations Co LLC | 5.00 | 07/31/2027 | 0.02 |
| USD/BRL CFWD20231220 | 12/20/2023 | 0.02 | |
| LCM Investments Holdings II LLC | 8.25 | 08/01/2031 | 0.02 |
| USD/THB CFWD2024122 | 01/22/2024 | 0.02 | |
| Carnival Corp | 6.00 | 05/01/2029 | 0.02 |
| LCH.Clearnet LLC | 10/19/2026 | 0.02 | |
| Victoria's Secret & Co | 4.62 | 07/15/2029 | 0.02 |
| VOC Escrow Ltd | 5.00 | 02/15/2028 | 0.02 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.02 | |
| Bank of America NA | 11/16/2023 | 0.02 | |
| Morgan Stanley Capital Services LLC | 11/30/2023 | 0.02 | |
| Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.02 |
| USD/COP CFWD20231127 | 11/27/2023 | 0.02 | |
| CSN Inova Ventures | 6.75 | 01/28/2028 | 0.02 |
| Sirius XM Radio Inc | 3.88 | 09/01/2031 | 0.02 |
| Medline Borrower LP | 8.68 | 10/23/2028 | 0.02 |
| Gap Inc/The | 3.62 | 10/01/2029 | 0.02 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.02 | |
| TransDigm Inc | 6.75 | 08/15/2028 | 0.02 |
| USD/THB CFWD2024228 | 02/28/2024 | 0.02 | |
| Goldman Sachs International | 10/19/2023 | 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 |
| Civitas Resources Inc | 8.38 | 07/01/2028 | 0.02 |
| Ford Motor Credit Co LLC | 3.38 | 11/13/2025 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.02 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.02 |
| USD/AUD CFWD2023118 | 11/08/2023 | 0.02 | |
| Ford Motor Credit Co LLC | 4.39 | 01/08/2026 | 0.02 |
| LCH.Clearnet LLC | 08/25/2033 | 0.02 | |
| Hertz Vehicle Financing III LLC | 7.26 | 02/25/2028 | 0.02 |
| Iliad Holding SASU | 6.50 | 10/15/2026 | 0.02 |
| Select Medical Corp | 8.32 | 03/06/2027 | 0.02 |
| USD/EUR CFWD20231213 | 12/13/2023 | 0.02 | |
| CHS/Community Health Systems Inc | 4.75 | 02/15/2031 | 0.02 |
| LifePoint Health Inc | 11.00 | 10/15/2030 | 0.02 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.02 | |
| Goldman Sachs International | 03/01/2024 | 0.02 | |
| First Quantum Minerals Ltd | 8.62 | 06/01/2031 | 0.02 |
| Carnival Corp | 8.68 | 10/18/2028 | 0.02 |
| Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.02 |
| Goldman Sachs International | 05/14/2024 | 0.01 | |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.01 | |
| FIDEICOMISO DORREGO Y LIBERTADOR | 0.00 | 12/31/2043 | 0.01 |
| USD/INR CFWD2024129 | 01/29/2024 | 0.01 | |
| USD/JPY CFWD20231220 | 12/20/2023 | 0.01 | |
| Goldman Sachs International | 12/18/2023 | 0.01 | |
| CME Group Inc | 01/02/2026 | 0.01 | |
| CLAIRES HOLDINGS LLC | 0.01 | ||
| UBS Commercial Mortgage Trust 2017- | 1.21 | 11/15/2050 | 0.01 |
| Virgin Media Finance PLC | 5.00 | 07/15/2030 | 0.01 |
| USD/HUF CFWD20231220 | 12/20/2023 | 0.01 | |
| Murray Energy Corp | 0.01 | ||
| USD/HUF CFWD20231016 | 10/16/2023 | 0.01 | |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.01 | |
| Wells Fargo Commercial Mortgage Tru | 1.01 | 12/15/2050 | 0.01 |
| USD/TWD CFWD20231220 | 12/20/2023 | 0.01 | |
| CCO Holdings LLC / CCO Holdings Cap | 4.25 | 01/15/2034 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 5.00 | 02/01/2028 | 0.01 |
| Claire's Stores Inc | 11.92 | 12/18/2026 | 0.01 |
| Benchmark 2018-B1 Mortgage Trust | 0.68 | 01/15/2051 | 0.01 |
| GFL Environmental Inc | 8.47 | 05/31/2027 | 0.01 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.01 | |
| Morgan Stanley Capital Services LLC | 11/22/2023 | 0.01 | |
| Morgan Stanley Capital Services LLC | 11/10/2023 | 0.01 | |
| Sensata Technologies BV | 4.00 | 04/15/2029 | 0.01 |
| Gartner Inc | 3.75 | 10/01/2030 | 0.01 |
| Shelf Drilling Holdings Ltd | 9.62 | 04/15/2029 | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.00 | 02/01/2031 | 0.01 |
| JPMorgan Chase Bank NA | 10/11/2023 | 0.01 | |
| Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 04/15/2032 | 0.01 |
| Vital Energy Inc | 9.75 | 10/15/2030 | 0.01 |
| USD/IDR CFWD20231220 | 12/20/2023 | 0.01 | |
| USD/JPY CFWD20231220 | 12/20/2023 | 0.01 | |
| Fannie Mae REMICS | 4.66 | 03/25/2036 | 0.01 |
| CSC Holdings LLC | 5.00 | 11/15/2031 | 0.01 |
| Fannie Mae Grantor Trust 2001-T10 | 0.38 | 12/25/2041 | 0.01 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 |
| Connecticut Avenue Securities Trust | 7.83 | 04/25/2031 | 0.01 |
| Fannie Mae REMICS | 4.29 | 06/25/2036 | 0.01 |
| JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.01 |
| Citigroup Inc | 7.38 | 12/31/2099 | 0.01 |
| CNY/USD CFWD20231220 | 12/20/2023 | 0.01 | |
| Diversified Healthcare Trust | 4.38 | 03/01/2031 | 0.01 |
| Bank of America NA | 11/16/2023 | 0.01 | |
| LCH.Clearnet LLC | 06/15/2028 | 0.01 | |
| International Finance Corp | 0.00 | 02/15/2029 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 0.99 | 12/15/2050 | 0.01 |
| CSC Holdings LLC | 4.62 | 12/01/2030 | 0.01 |
| Goldman Sachs International | 11/15/2023 | 0.01 | |
| CD 2017-CD6 Mortgage Trust | 1.01 | 11/13/2050 | 0.01 |
| Level 3 Financing Inc | 10.50 | 05/15/2030 | 0.01 |
| USD/SGD CFWD20231220 | 12/20/2023 | 0.01 | |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.01 | |
| USD/MXN CFWD20231220 | 12/20/2023 | 0.01 | |
| Freddie Mac REMICS | 4.85 | 08/15/2035 | 0.01 |
| USD/PLN CFWD20231220 | 12/20/2023 | 0.01 | |
| Goldman Sachs International | 06/10/2024 | 0.01 | |
| Goldman Sachs International | 5.00 | 12/20/2024 | 0.01 |
| USD/THB CFWD20231220 | 12/20/2023 | 0.01 | |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.01 | |
| Intercontinental Exchange Inc | 5.00 | 06/20/2028 | 0.01 |
| Goldman Sachs International | 05/30/2024 | 0.01 | |
| Pfizer Investment Enterprises Pte L | 5.30 | 05/19/2053 | 0.01 |
| CME Group Inc | 05/09/2032 | 0.01 | |
| USD/AUD CFWD20231220 | 12/20/2023 | 0.01 | |
| Citigroup Mortgage Loan Trust 2006- | 7.11 | 10/25/2035 | 0.01 |
| USD/ZAR CFWD20231220 | 12/20/2023 | 0.01 | |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae REMICS | 6.00 | 01/25/2032 | 0.00 |
| JPMorgan Chase Bank NA | 12/01/2023 | 0.00 | |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| NZD/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| Morgan Stanley Capital Services LLC | 10/31/2023 | 0.00 | |
| CME Group Inc | 05/27/2032 | 0.00 | |
| Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.00 |
| COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 |
| USD/CAD CFWD2023111 | 11/01/2023 | 0.00 | |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
| Fannie Mae REMICS | 6.37 | 06/25/2037 | 0.00 |
| JPMorgan Chase Bank NA | 1.00 | 12/20/2024 | 0.00 |
| Vital Energy Inc | 10.12 | 01/15/2028 | 0.00 |
| Goldman Sachs International | 05/07/2024 | 0.00 | |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| Bank of America NA | 11/27/2023 | 0.00 | |
| Goldman Sachs International | 11/10/2023 | 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 | 5.93 | 12/25/2032 | 0.00 |
| CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2027 | 0.00 |
| USD P INR C @81.4000 EO | 01/24/2024 | 0.00 | |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.00 |
| USD/CAD CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.00 |
| Fannie Mae REMICS | 6.43 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 6.43 | 02/15/2032 | 0.00 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.00 | |
| USD/CLP CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 6.43 | 02/15/2032 | 0.00 |
| Freddie Mac REMICS | 6.43 | 03/15/2032 | 0.00 |
| Freddie Mac Multifamily Structured | 0.78 | 02/25/2026 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 06/25/2031 | 0.00 |
| Bank of America NA | 06/03/2024 | 0.00 | |
| Fannie Mae REMICS | 1.11 | 06/25/2037 | 0.00 |
| CLAIRES HOLDINGS LLC Pfd | 0.00 | ||
| USD/AUD CFWD20231220 | 12/20/2023 | 0.00 | |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Argentina Treasury Dual Bond | 0.00 | 04/30/2024 | 0.00 |
| SEK/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 6.43 | 02/15/2032 | 0.00 |
| Goldman Sachs International | 02/08/2024 | 0.00 | |
| JP Morgan Mortgage Trust 2007-A1 | 4.19 | 07/25/2035 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | 4.74 | 07/25/2035 | 0.00 |
| LCH.Clearnet LLC | 02/10/2024 | 0.00 | |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
| Fannie Mae REMICS | 5.93 | 10/18/2032 | 0.00 |
| ZAR/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| Fannie Mae REMICS | 5.83 | 11/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.00 | 03/25/2033 | 0.00 |
| Fannie Mae REMICS | 1.27 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 0.72 | 12/25/2042 | 0.00 |
| Morgan Stanley Capital Services LLC | 12/11/2023 | 0.00 | |
| Morgan Stanley Capital Services LLC | 11/30/2023 | 0.00 | |
| Deutsche Bank AG | 12/12/2023 | 0.00 | |
| Government National Mortgage Associ | 1.20 | 04/16/2041 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 4.69 | 10/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| CME Group Inc | 05/24/2032 | 0.00 | |
| Fannie Mae REMICS | 2.77 | 01/25/2033 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2031 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 1.29 | 05/15/2035 | 0.00 |
| USD/GBP CFWD20231220 | 12/20/2023 | 0.00 | |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Goldman Sachs International | 12/01/2023 | 0.00 | |
| USD/INR CFWD20231220 | 12/20/2023 | 0.00 | |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| COP/USD CFWD2023102 | 10/02/2023 | 0.00 | |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| Morgan Stanley Capital Services LLC | 11/16/2023 | 0.00 | |
| Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
| Government National Mortgage Associ | 1.10 | 04/16/2037 | 0.00 |
| USD/JPY CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
| Goldman Sachs International | 10/30/2023 | 0.00 | |
| Fannie Mae REMICS | 1.80 | 09/25/2036 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| Goldman Sachs International | 11/16/2023 | 0.00 | |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae Grantor Trust 2001-T3 | 0.63 | 11/25/2040 | 0.00 |
| CWHEQ Revolving Home Equity Loan Tr | 5.60 | 11/15/2036 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae REMICS | 6.43 | 04/25/2032 | 0.00 |
| CME Group Inc | 05/16/2032 | 0.00 | |
| Fannie Mae REMICS | 2.82 | 05/25/2033 | 0.00 |
| Freddie Mac REMICS | 1.27 | 01/15/2035 | 0.00 |
| Deutsche Bank AG | 11/06/2023 | 0.00 | |
| COP/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| Mcdermott International Ltd Wts | 0.00 | ||
| Fannie Mae REMICS | 6.43 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.00 |
| Fannie Mae REMICS | 2.12 | 10/25/2033 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Freddie Mac REMICS | 0.64 | 05/15/2038 | 0.00 |
| Fannie Mae REMICS | 1.17 | 05/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| USD/MXN CFWD20231220 | 12/20/2023 | 0.00 | |
| Deutsche Bank AG | 11/01/2023 | 0.00 | |
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| USD/COP CFWD2023102 | 10/02/2023 | 0.00 | |
| USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
| Bear Stearns ARM Trust 2006-1 | 0.65 | 02/25/2036 | 0.00 |
| USD/JPY CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Bank of America NA | 10/13/2023 | 0.00 | |
| Mcdermott International Ltd | 0.00 | ||
| Freddie Mac REMICS | 0.72 | 07/15/2035 | 0.00 |
| Freddie Mac REMICS | 1.62 | 10/15/2033 | 0.00 |
| Fannie Mae REMICS | 6.43 | 12/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Goldman Sachs International | 02/08/2024 | 0.00 | |
| Fannie Mae REMICS | 2.47 | 11/18/2031 | 0.00 |
| Freddie Mac REMICS | 1.57 | 12/15/2037 | 0.00 |
| Fannie Mae REMICS | 1.12 | 10/25/2041 | 0.00 |
| USD P THB C @30.6500 EO | 02/23/2024 | 0.00 | |
| Freddie Mac REMICS | 6.08 | 07/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Morgan Stanley Capital Services LLC | 10/05/2023 | 0.00 | |
| Goldman Sachs International | 01/18/2024 | 0.00 | |
| Connecticut Avenue Securities Trust | 7.58 | 09/25/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.82 | 02/25/2033 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Freddie Mac REMICS | 5.93 | 01/15/2033 | 0.00 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 1.29 | 05/15/2035 | 0.00 |
| Freddie Mac REMICS | 0.82 | 12/15/2039 | 0.00 |
| Freddie Mac REMICS | 5.88 | 02/15/2029 | 0.00 |
| Fannie Mae REMICS | 2.57 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.67 | 12/18/2032 | 0.00 |
| Goldman Sachs International | 12/19/2023 | 0.00 | |
| Fannie Mae REMICS | 7.00 | 07/25/2026 | 0.00 |
| Goldman Sachs International | 08/26/2021 | 0.00 | |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
| Fannie Mae REMICS | 2.57 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 1.32 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 2.67 | 03/25/2032 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2030 | 0.00 |
| Fannie Mae REMICS | 0.62 | 03/25/2035 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
| Goldman Sachs International | 11/08/2023 | 0.00 | |
| Ginnie Mae I Pool | 8.00 | 05/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.57 | 07/25/2032 | 0.00 |
| Freddie Mac Strips | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| CNY/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 6.50 | 01/15/2031 | 0.00 |
| Deutsche Bank AG | 12/11/2023 | 0.00 | |
| Freddie Mac REMICS | 0.57 | 04/15/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.67 | 04/25/2032 | 0.00 |
| McDermott - Warrants B | 0.00 | ||
| Ginnie Mae I Pool | 8.00 | 04/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| McDermott - Warrants A | 0.00 | ||
| Freddie Mac REMICS | 7.00 | 04/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Goldman Sachs International | 10/27/2023 | 0.00 | |
| Fannie Mae REMICS | 2.57 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.37 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 6.50 | 04/25/2029 | 0.00 |
| Freddie Mac REMICS | 2.67 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 2.52 | 01/25/2032 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Fannie Mae REMICS | 1.57 | 04/25/2032 | 0.00 |
| CWHEQ Revolving Home Equity Loan Tr | 5.68 | 12/15/2035 | 0.00 |
| Fannie Mae REMICS | 2.67 | 12/18/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
| Fannie Mae REMICS | 2.17 | 06/25/2026 | 0.00 |
| Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
| USD/EUR CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 1.32 | 02/15/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Bank of America NA | 10/24/2023 | 0.00 | |
| Freddie Mac REMICS | 3.52 | 08/15/2029 | 0.00 |
| Fannie Mae REMICS | 0.62 | 07/25/2038 | 0.00 |
| USD/KRW CFWD20231220 | 12/20/2023 | 0.00 | |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
| Ginnie Mae II Pool | 2.62 | 07/20/2027 | 0.00 |
| JPMorgan Chase Bank NA | 10/26/2023 | 0.00 | |
| Morgan Stanley Capital Services LLC | 11/14/2023 | 0.00 | |
| Fannie Mae REMICS | 1.32 | 03/25/2035 | 0.00 |
| Sabine Oil & Gas Holdings Inc | 0.00 | ||
| Freddie Mac REMICS | 7.00 | 03/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| COP/USD CFWD20231220 | 12/20/2023 | 0.00 | |
| USD/MXN CFWD20231220 | 12/20/2023 | 0.00 | |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Fannie Mae REMICS | 2.47 | 11/25/2031 | 0.00 |
| Bank of America NA | 10/26/2023 | 0.00 | |
| Fannie Mae REMICS | 2.47 | 12/18/2031 | 0.00 |
| JPMorgan Chase Bank NA | 11/07/2023 | 0.00 | |
| Morgan Stanley Capital Services LLC | 11/14/2023 | 0.00 | |
| Goldman Sachs International | 10/23/2023 | 0.00 | |
| Goldman Sachs International | 10/04/2023 | 0.00 | |
| Party City Holdco Inc | 0.00 | ||
| JPMorgan Chase Bank NA | 11/22/2023 | 0.00 | |
| Freddie Mac REMICS | 0.57 | 03/15/2024 | 0.00 |
| Freddie Mac REMICS | 3.27 | 07/17/2028 | 0.00 |
| Bank of America NA | 10/23/2023 | 0.00 | |
| USD P THB C @30.0000 EO | 10/04/2023 | 0.00 | |
| Goldman Sachs International | 10/12/2023 | 0.00 | |
| Goldman Sachs International | 10/12/2023 | 0.00 | |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Vendee Mortgage Trust 1995-3 | 0.00 | 09/15/2025 | 0.00 |
| Freddie Mac REMICS | 3.27 | 07/17/2028 | 0.00 |
| NOK/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| CZK/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| Goldman Sachs International | 10/27/2023 | -0.00 | |
| Goldman Sachs International | 10/30/2023 | -0.00 | |
| Goldman Sachs International | 10/04/2023 | -0.00 | |
| LCH.Clearnet LLC | 06/15/2033 | -0.00 | |
| USD/EUR CFWD20231220 | 12/20/2023 | -0.00 | |
| Morgan Stanley Capital Services LLC | 11/30/2023 | -0.00 | |
| Bank of America NA | 11/16/2023 | -0.00 | |
| EUR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
| USD P INR C @79.5000 EO | 01/24/2024 | -0.00 | |
| PEN/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
| USD/ZAR CFWD20231220 | 12/20/2023 | -0.00 | |
| Goldman Sachs International | 12/18/2023 | -0.00 | |
| Intercontinental Exchange Inc | 1.00 | 06/20/2028 | -0.00 |
| INR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| USD/COP CFWD2023102 | 10/02/2023 | -0.00 | |
| JPY/USD CFWD2023104 | 10/04/2023 | -0.00 | |
| Morgan Stanley Capital Services LLC | 11/22/2023 | -0.00 | |
| USD/NZD CFWD20231220 | 12/20/2023 | -0.00 | |
| Morgan Stanley & Co International P | 0.00 | 09/20/2027 | -0.00 |
| EUR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| EUR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| Goldman Sachs International | 11/15/2023 | -0.00 | |
| BRL/USD CFWD2023113 | 11/03/2023 | -0.00 | |
| USD/AUD CFWD20231016 | 10/16/2023 | -0.00 | |
| LCH.Clearnet LLC | 07/14/2028 | -0.00 | |
| Morgan Stanley Capital Services LLC | 11/10/2023 | -0.00 | |
| IDR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
| USD/SEK CFWD20231220 | 12/20/2023 | -0.00 | |
| PLN/USD CFWD20231220 | 12/20/2023 | -0.00 | |
| Goldman Sachs International | 11/15/2023 | -0.00 | |
| Goldman Sachs International | 5.00 | 12/20/2026 | -0.00 |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
| USD/CNY CFWD20231220 | 12/20/2023 | -0.00 | |
| CME Group Inc | 11/01/2024 | -0.01 | |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2027 | -0.01 |
| USD/ZAR CFWD20231220 | 12/20/2023 | -0.01 | |
| BNP Paribas Securities Corp | 12/11/2023 | -0.01 | |
| MXN/USD CFWD20231220 | 12/20/2023 | -0.01 | |
| JPMorgan Chase Bank NA | 1.00 | 06/20/2027 | -0.01 |
| Morgan Stanley Capital Services LLC | 10/18/2023 | -0.01 | |
| USD/MXN CFWD2024517 | 05/17/2024 | -0.01 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2027 | -0.01 |
| JPMorgan Chase Bank NA | 03/04/2024 | -0.01 | |
| JPMorgan Chase Bank NA | 01/08/2024 | -0.01 | |
| CAD/USD CFWD20231220 | 12/20/2023 | -0.01 | |
| CME Group Inc | 07/21/2032 | -0.01 | |
| AUD/USD CFWD20231220 | 12/20/2023 | -0.01 | |
| LCH.Clearnet LLC | 09/20/2024 | -0.01 | |
| CLP/USD CFWD20231220 | 12/20/2023 | -0.01 | |
| CME Group Inc | 07/21/2032 | -0.01 | |
| USD/MXN CFWD202438 | 03/08/2024 | -0.01 | |
| Goldman Sachs International | 02/12/2024 | -0.01 | |
| Goldman Sachs International | 05/16/2024 | -0.01 | |
| BRL/USD CFWD20231023 | 10/23/2023 | -0.01 | |
| Goldman Sachs International | 05/15/2024 | -0.01 | |
| JPMorgan Chase Bank NA | 11/15/2023 | -0.01 | |
| LCH.Clearnet LLC | 06/07/2028 | -0.01 | |
| JPMorgan Chase Bank NA | 03/04/2024 | -0.01 | |
| LCH.Clearnet LLC | 06/15/2033 | -0.01 | |
| IDR/USD CFWD20231220 | 12/20/2023 | -0.01 | |
| CME Group Inc | 02/11/2028 | -0.01 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.01 | |
| CME Group Inc | 01/02/2026 | -0.01 | |
| GBP/USD CFWD20231220 | 12/20/2023 | -0.02 | |
| USD/ZAR CFWD2024516 | 05/16/2024 | -0.02 | |
| USD C INR P @84.0000 EO | 01/24/2024 | -0.02 | |
| Goldman Sachs International | 02/15/2024 | -0.02 | |
| CME Group Inc | 01/17/2028 | -0.02 | |
| COP/USD CFWD20231220 | 12/20/2023 | -0.02 | |
| Bank of America NA | 12/18/2023 | -0.02 | |
| Morgan Stanley Capital Services LLC | 03/14/2024 | -0.02 | |
| Bank of America NA | 03/06/2024 | -0.02 | |
| Morgan Stanley Capital Services LLC | 03/28/2024 | -0.02 | |
| CME Group Inc | 09/09/2032 | -0.02 | |
| HUF/USD CFWD20231220 | 12/20/2023 | -0.02 | |
| JPMorgan Chase Bank NA | 12/13/2023 | -0.02 | |
| USD/NZD CFWD20231016 | 10/16/2023 | -0.02 | |
| Morgan Stanley Capital Services LLC | 01/08/2024 | -0.02 | |
| LCH.Clearnet LLC | 03/14/2025 | -0.02 | |
| EUR/USD CFWD20231016 | 10/16/2023 | -0.02 | |
| Bank of America NA | 11/16/2023 | -0.02 | |
| Goldman Sachs International | 12/20/2023 | -0.02 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.02 | |
| Goldman Sachs International | 12/18/2023 | -0.03 | |
| Goldman Sachs International | 11/16/2023 | -0.03 | |
| Goldman Sachs International | 05/02/2024 | -0.03 | |
| JPMorgan Chase Bank NA | 12/20/2023 | -0.03 | |
| Morgan Stanley Capital Services LLC | 11/22/2023 | -0.03 | |
| LCH.Clearnet LLC | 08/30/2033 | -0.03 | |
| Goldman Sachs International | 10/27/2023 | -0.03 | |
| Goldman Sachs International | 06/30/2025 | -0.03 | |
| Goldman Sachs International | 12/01/2023 | -0.03 | |
| JPMorgan Chase Bank NA | 03/07/2024 | -0.03 | |
| JPMorgan Chase Bank NA | 02/21/2024 | -0.03 | |
| THB/USD CFWD20231220 | 12/20/2023 | -0.04 | |
| Morgan Stanley Capital Services LLC | 01/08/2024 | -0.04 | |
| Morgan Stanley Capital Services LLC | 03/14/2024 | -0.04 | |
| USD/BRL CFWD20231120 | 11/20/2023 | -0.04 | |
| GBP/USD CFWD20231220 | 12/20/2023 | -0.04 | |
| CME Group Inc | 02/10/2025 | -0.04 | |
| Goldman Sachs International | 02/12/2024 | -0.04 | |
| BRL/USD CFWD2023113 | 11/03/2023 | -0.04 | |
| USD/MXN CFWD202456 | 05/06/2024 | -0.04 | |
| Goldman Sachs International | 03/07/2024 | -0.04 | |
| JPMorgan Chase Bank NA | 09/16/2024 | -0.04 | |
| CME Group Inc | 02/10/2025 | -0.04 | |
| Goldman Sachs International | 05/23/2024 | -0.04 | |
| EUR/USD CFWD20231213 | 12/13/2023 | -0.05 | |
| JPMorgan Chase Bank NA | 04/14/2025 | -0.05 | |
| Deutsche Bank AG | 02/12/2024 | -0.06 | |
| Bank of America NA | 10/24/2023 | -0.06 | |
| Morgan Stanley Capital Services LLC | 10/20/2023 | -0.06 | |
| USD/MXN CFWD20231116 | 11/16/2023 | -0.06 | |
| USD/MXN CFWD20231011 | 10/11/2023 | -0.06 | |
| Goldman Sachs International | 10/30/2023 | -0.06 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.07 | |
| Goldman Sachs International | 05/16/2024 | -0.07 | |
| Morgan Stanley Capital Services LLC | 09/29/2025 | -0.07 | |
| Goldman Sachs International | 06/30/2025 | -0.07 | |
| Deutsche Bank AG | 11/01/2023 | -0.08 | |
| Bank of America NA | 10/02/2023 | -0.08 | |
| JPMorgan Chase Bank NA | 10/05/2023 | -0.08 | |
| Morgan Stanley Capital Services LLC | 05/19/2027 | -0.08 | |
| BRL/USD CFWD2023103 | 10/03/2023 | -0.08 | |
| JPY/USD CFWD20231220 | 12/20/2023 | -0.08 | |
| EUR/USD CFWD20231220 | 12/20/2023 | -0.09 | |
| LCH.Clearnet LLC | 05/20/2025 | -0.09 | |
| Morgan Stanley Capital Services LLC | 03/28/2024 | -0.09 | |
| Goldman Sachs International | 02/15/2024 | -0.10 | |
| USD/BRL CFWD20231013 | 10/13/2023 | -0.11 | |
| Morgan Stanley Capital Services LLC | 11/30/2023 | -0.11 | |
| Goldman Sachs International | 05/02/2024 | -0.12 | |
| Morgan Stanley Capital Services LLC | 05/19/2027 | -0.13 | |
| Morgan Stanley Capital Services LLC | 09/29/2025 | -0.13 | |
| LCH.Clearnet LLC | 05/30/2025 | -0.15 | |
| JPMorgan Chase Bank NA | 09/29/2025 | -0.16 | |
| Deutsche Bank AG | 03/28/2025 | -0.17 | |
| LCH.Clearnet LLC | 04/24/2034 | -0.17 | |
| Bank of America NA | 11/30/2023 | -0.17 | |
| Morgan Stanley Capital Services LLC | 10/27/2023 | -0.20 | |
| Morgan Stanley Capital Services LLC | 09/16/2024 | -0.20 | |
| LCH.Clearnet LLC | 05/12/2028 | -0.24 | |
| Morgan Stanley Capital Services LLC | 03/31/2025 | -0.26 | |
| Morgan Stanley Capital Services LLC | 09/29/2025 | -0.27 | |
| LCH.Clearnet LLC | 05/11/2028 | -0.55 | |
| LCH.Clearnet LLC | 08/09/2039 | -0.62 | |
| -1.37 | |||
| -1.37 | |||
| -1.74 | |||
| -1.74 |
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