Invesco Global Strategic Income Fund
as of 12/31/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Hellenic Republic Government Bond
1.50
06/18/2030
6.40
Invesco Global Strategic Income Fun
4.73
CASH & EQUIVALENTS
0.00
4.27
Italy Buoni Poliennali Del Tesoro
2.80
03/01/2067
4.00
STIT - Treasury Portfolio
2.93
STIT - Government & Agency Portfoli
2.56
Hellenic Republic Government Bond
1.88
02/04/2035
2.45
United States Treasury Inflation In
0.12
04/15/2025
2.19
INVESCO LIQUID ASSET CASH MF
1.83
Australia Government Bond
2.75
11/21/2028
1.80
Fannie Mae or Freddie Mac
2.50
02/01/2051
1.51
GOVERNMENT NATIONAL MORTGAGE ASSOCI
2.50
01/21/2020
1.15
Argentina Treasury Bond BONCER
1.00
08/05/2021
1.09
Cyprus Government International Bon
1.25
01/21/2040
1.08
Fannie Mae or Freddie Mac
2.00
01/01/2036
1.06
India Government Bond
7.27
04/08/2026
0.91
Republic of South Africa Government
10.50
12/21/2026
0.86
Eurosail-UK 2007-1nc PLC
0.00
03/13/2045
0.83
Russian Federal Bond - OFZ
7.25
05/10/2034
0.82
Indonesia Treasury Bond
7.50
08/15/2032
0.80
Indonesia Treasury Bond
8.38
09/15/2026
0.76
Carnival Corp
11.50
04/01/2023
0.68
BBVA Consumer Auto 2018-1 FTA
2.30
07/20/2031
0.66
Indonesia Treasury Bond
6.50
02/15/2031
0.64
Petrobras Global Finance BV
5.09
01/15/2030
0.59
CASH & EQUIVALENTS
0.00
0.59
Bonos de la Tesoreria de la Republi
2.80
10/01/2033
0.59
Avianca Holdings SA
10.50
11/10/2021
0.59
Caixa Geral de Depositos SA
10.75
12/31/2049
0.55
Indonesia Treasury Bond
7.00
05/15/2027
0.54
Banco Santander SA
6.25
12/31/2049
0.50
India Government Bond
8.20
09/24/2025
0.47
MetLife Inc
3.85
12/31/2099
0.47
AVIANCA HOLDINGS SA
10.50
11/10/2021
0.47
Indonesia Treasury Bond
7.00
09/15/2030
0.46
Republic of Austria Government Bond
2.10
09/20/2117
0.45
Choice Hotels International Inc
3.70
01/15/2031
0.44
Russian Federal Bond - OFZ
7.65
04/10/2030
0.44
Sysco Corp
3.30
02/15/2050
0.42
Marriott International Inc/MD
3.50
10/15/2032
0.41
Phillips 66
2.15
12/15/2030
0.40
ABN AMRO Bank NV
4.38
12/31/2059
0.40
0.40
Russian Federal Bond - OFZ
7.05
01/19/2028
0.39
India Government Bond
7.59
01/11/2026
0.38
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2099
0.37
Host Hotels & Resorts LP
3.75
10/15/2023
0.35
Ivory Coast Government Internationa
6.88
10/17/2040
0.35
Dell International LLC / EMC Corp
6.20
07/15/2030
0.35
Melco Resorts Finance Ltd
4.88
06/06/2025
0.34
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2045
0.34
Banco Santander SA
4.38
12/31/2059
0.33
Banco Bilbao Vizcaya Argentaria SA
5.88
12/31/2099
0.33
Flex Ltd
3.75
02/01/2026
0.32
Becton Dickinson and Co
3.79
05/20/2050
0.32
Gemgarto 2018-1 PLC
2.29
09/16/2065
0.31
Southern Co/The
4.00
01/15/2051
0.31
Charles Schwab Corp/The
5.38
12/31/2099
0.30
UBS Group AG
7.00
12/31/2099
0.29
Indonesia Asahan Aluminium Persero
4.75
05/15/2025
0.29
Morgan Stanley Reremic Trust
2.64
11/26/2036
0.29
ArcelorMittal SA
3.60
07/16/2024
0.29
Egypt Government Bond
16.00
06/11/2022
0.29
Total Capital International SA
3.13
05/29/2050
0.29
Ford Motor Credit Co LLC
4.13
08/04/2025
0.28
Charles Schwab Corp/The
4.00
12/31/2059
0.28
Canadian Natural Resources Ltd
2.05
07/15/2025
0.28
BAT Capital Corp
2.26
03/25/2028
0.28
UBS Group AG
7.12
12/31/2099
0.27
Alcoa Nederland Holding BV
6.12
05/15/2028
0.27
Societe Generale SA
8.00
12/31/2049
0.27
CaixaBank SA
5.88
12/31/2099
0.27
Credit Suisse Group AG
7.50
12/31/2059
0.27
Republic of South Africa Government
8.75
02/28/2048
0.26
AT&T Inc
2.05
05/19/2032
0.26
Prosil Acquisition SA
1.49
10/31/2039
0.25
EPR Properties
3.75
08/15/2029
0.25
Oman Government International Bond
4.75
06/15/2026
0.25
VEON Holdings BV
3.38
11/25/2027
0.25
Freeport-McMoRan Inc
4.62
08/01/2030
0.25
UniCredit SpA
9.25
12/31/2049
0.25
Colombian TES
6.25
11/26/2025
0.24
Eurosail 2006-2bl PLC
3.29
12/15/2044
0.24
HSBC Holdings PLC
6.00
12/31/2059
0.24
HSBC Holdings PLC
6.38
12/31/2049
0.23
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.23
BNP Paribas SA
6.75
12/31/2049
0.22
India Government Bond
8.24
02/15/2027
0.22
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.22
Argentine Bonad Bonds
0.10
11/30/2021
0.22
Bunge Ltd Finance Corp
1.63
08/17/2025
0.22
Egypt Government International Bond
4.75
04/16/2026
0.22
Wynn Macau Ltd
4.88
10/01/2024
0.22
Freddie Mac Structured Agency Credi
5.15
12/25/2028
0.21
Indonesia Treasury Bond
8.25
05/15/2029
0.21
Ivory Coast Government Internationa
5.25
03/22/2030
0.21
Dominican Republic International Bo
5.88
01/30/2060
0.21
WRKCo Inc
3.00
06/15/2033
0.20
Delta Air Lines Inc
7.38
01/15/2026
0.20
Santander Retail Auto Lease Trust 2
2.39
11/20/2023
0.20
Omnicare Inc
4.75
12/01/2022
0.20
Russian Federal Bond - OFZ
7.70
03/23/2033
0.20
Hyundai Capital America
1.80
10/15/2025
0.20
Petroleos Mexicanos
4.50
01/23/2026
0.20
Cikarang Listrindo Tbk PT
4.95
09/14/2026
0.20
Intesa Sanpaolo SpA
7.75
12/31/2099
0.19
MPLX LP
1.75
03/01/2026
0.19
India Government Bond
7.17
01/08/2028
0.19
Freddie Mac Structured Agency Credi
3.40
07/25/2029
0.19
Colombian TES
10.00
07/24/2024
0.19
Oil India International Pte Ltd
4.00
04/21/2027
0.19
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.19
Country Garden Holdings Co Ltd
5.40
05/27/2025
0.19
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.18
Bankinter SA
6.25
12/31/2059
0.18
Argentum Netherlands BV for Swiss R
5.75
08/15/2050
0.18
Commerzbank AG
6.12
12/31/2059
0.18
Societe Generale SA
7.38
12/29/2049
0.18
Credit Agricole SA
6.88
12/31/2049
0.18
CPI Property Group SA
4.88
12/31/2099
0.17
Standard Chartered PLC
7.50
12/31/2049
0.17
Intesa Sanpaolo SpA
5.50
12/31/2049
0.17
ViacomCBS Inc
4.95
05/19/2050
0.17
Thailand Government Bond
3.30
06/17/2038
0.17
Emirate of Dubai Government Interna
3.90
09/09/2050
0.17
HSBC Holdings PLC
5.25
12/29/2049
0.17
Banco Santander SA
4.75
12/31/2099
0.17
HSBC Holdings PLC
6.38
12/31/2099
0.17
Ludgate Funding PLC
0.30
01/01/2061
0.17
Cooperatieve Rabobank UA
4.38
12/31/2099
0.17
Fannie Mae Connecticut Avenue Secur
2.25
03/25/2031
0.16
CASH & EQUIVALENTS
0.16
Indonesia Government International
4.45
04/15/2070
0.16
FREMF 2016-K54 Mortgage Trust
4.05
04/25/2048
0.16
Eurosail 2006-3nc PLC
0.94
09/10/2044
0.16
Ukraine Government International Bo
7.30
03/15/2033
0.16
Indonesia Asahan Aluminium Persero
5.45
05/15/2030
0.16
Freeport-McMoRan Inc
5.40
11/14/2034
0.16
Universal Health Services Inc
2.65
10/15/2030
0.15
0.15
BNP Paribas SA
7.38
12/31/2049
0.15
Metinvest BV
8.50
04/23/2026
0.15
Egypt Government International Bond
8.50
01/31/2047
0.15
International Game Technology PLC
6.25
02/15/2022
0.15
Dominican Republic International Bo
6.40
06/05/2049
0.15
Perusahaan Perseroan Persero PT Per
4.12
05/15/2027
0.15
Bank of New York Mellon Corp/The
4.70
12/31/2059
0.15
Bankinter SA
8.62
12/31/2049
0.15
American Credit Acceptance Receivab
3.41
06/12/2025
0.15
Nutrien Ltd
2.95
05/13/2030
0.15
International Finance Corp
0.00
03/23/2038
0.15
Petroleos Mexicanos
6.88
10/16/2025
0.15
Standard Life Aberdeen PLC
4.25
06/30/2028
0.14
Applied Materials Inc
2.75
06/01/2050
0.14
Goldman Sachs International
09/26/2022
0.14
Yara International ASA
3.15
06/04/2030
0.14
Magna International Inc
2.45
06/15/2030
0.14
BorgWarner Inc
2.65
07/01/2027
0.14
Carrier Global Corp
2.70
02/15/2031
0.14
Transcanada Trust
5.88
08/15/2076
0.14
Expedia Group Inc
3.60
12/15/2023
0.14
Takeda Pharmaceutical Co Ltd
3.17
07/09/2050
0.14
Jabil Inc
3.00
01/15/2031
0.14
Crown Castle International Corp
3.25
01/15/2051
0.14
Logan Group Co Ltd
5.25
02/23/2023
0.14
ENN Clean Energy International Inve
7.50
02/27/2021
0.14
Roper Technologies Inc
1.40
09/15/2027
0.13
IM Pastor 4 FTA
0.00
03/22/2044
0.13
Republic of South Africa Government
5.75
09/30/2049
0.13
CVS Health Corp
1.30
08/21/2027
0.13
Thaioil Treasury Center Co Ltd
3.75
06/18/2050
0.13
MGM China Holdings Ltd
5.38
05/15/2024
0.13
HTA Group Ltd/Mauritius
7.00
12/18/2025
0.13
Cxloyalty Group Inc
12.50
11/10/2022
0.13
Netflix Inc
5.88
11/15/2028
0.13
Bangkok Bank PCL/Hong Kong
5.00
12/31/2049
0.13
Azure Power Energy Ltd
5.50
11/03/2022
0.13
Thaioil Treasury Center Co Ltd
3.50
10/17/2049
0.13
GMR Hyderabad International Airport
5.38
04/10/2024
0.13
Celanese US Holdings LLC
5.88
06/15/2021
0.13
Petroleos Mexicanos
6.38
01/23/2045
0.12
Discovery Communications LLC
3.62
05/15/2030
0.12
MGM China Holdings Ltd
5.88
05/15/2026
0.12
Perusahaan Perseroan Persero PT Per
4.88
07/17/2049
0.12
Santander Retail Auto Lease Trust 2
2.77
08/21/2023
0.12
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.12
Residential Asset Securitization Tr
6.00
06/25/2035
0.12
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.11
Natwest Group PLC
5.12
12/31/2059
0.11
Seagate HDD Cayman
4.12
01/15/2031
0.11
Ukraine Government International Bo
7.75
09/01/2025
0.11
Stichting AK Rabobank Certificaten
6.50
12/31/2049
0.11
Connecticut Avenue Securities Trust
2.55
04/25/2031
0.11
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.11
Egypt Government International Bond
8.70
03/01/2049
0.11
Metinvest BV
7.75
10/17/2029
0.11
Argentina Treasury Bond BONCER
1.40
03/25/2023
0.11
BP Capital Markets PLC
4.88
12/31/2049
0.10
Indonesia Treasury Bond
6.12
05/15/2028
0.10
Cemex SAB de CV
5.45
11/19/2029
0.10
Macy's Inc
8.38
06/15/2025
0.10
Argentine Republic Government Inter
0.12
07/09/2041
0.10
0.10
Ivory Coast Government Internationa
4.88
01/30/2032
0.10
Cox Communications Inc
2.95
10/01/2050
0.10
Chicago Mercantile Exchange Inc
01/04/2027
0.10
Freddie Mac Structured Agency Credi
1.95
07/25/2030
0.10
Louisiana-Pacific Corp
4.88
09/15/2024
0.09
Nexa Resources SA
6.50
01/18/2028
0.09
Fannie Mae Connecticut Avenue Secur
3.00
11/25/2029
0.09
La Mondiale SAM
4.80
01/18/2048
0.09
Telecom Italia Capital SA
7.20
07/18/2036
0.09
Occidental Petroleum Corp
2.90
08/15/2024
0.09
AT&T Inc
2.88
12/31/2059
0.09
USDCNH OT @6.400000
07/28/2021
0.09
Credit Acceptance Auto Loan Trust 2
3.77
06/15/2027
0.09
Southwest Airlines Co
5.25
05/04/2025
0.09
Credit Acceptance Auto Loan Trust 2
3.60
04/15/2027
0.09
MGM Resorts International
6.00
03/15/2023
0.09
Argentina Treasury Bond BONCER
4.00
04/27/2025
0.09
Viatris Inc
3.85
06/22/2040
0.09
Steel Dynamics Inc
3.25
01/15/2031
0.09
Republic of South Africa Government
8.50
01/31/2037
0.09
Nucor Corp
2.70
06/01/2030
0.09
CSN Inova Ventures
6.75
01/28/2028
0.09
Chicago Mercantile Exchange Inc
01/02/2025
0.09
Novo Banco SA/Luxembourg
3.50
02/19/2043
0.09
B2W Digital Lux Sarl
4.38
12/20/2030
0.09
QEP Resources Inc
5.62
03/01/2026
0.09
CSC Holdings LLC
4.62
12/01/2030
0.09
Westinghouse Air Brake Technologies
3.20
06/15/2025
0.09
Banca Monte dei Paschi di Siena SpA
5.38
01/18/2028
0.09
Plains All American Pipeline LP / P
3.80
09/15/2030
0.09
Carmax Auto Owner Trust 2019-3
2.85
01/15/2026
0.08
CME Group Inc
01/02/2023
0.08
CIFI Holdings Group Co Ltd
6.45
11/07/2024
0.08
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.08
Kraft Heinz Foods Co
5.50
06/01/2050
0.08
Banco Santander SA
2.75
12/03/2030
0.08
Roper Technologies Inc
2.00
06/30/2030
0.08
Ford Motor Co
8.50
04/21/2023
0.08
Frontier Communications Corp
10.50
12/31/2049
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
Nigeria Government International Bo
9.25
01/21/2049
0.08
Banco Mercantil del Norte SA/Grand
8.38
12/31/2049
0.08
Dominican Republic International Bo
5.95
01/25/2027
0.08
Invesco Master Event-Linked Bond Fu
0.08
Cemig Geracao e Transmissao SA
9.25
12/05/2024
0.08
Allison Transmission Inc
3.75
01/30/2031
0.08
Pertamina Persero PT
4.70
07/30/2049
0.08
DaVita Inc
3.75
02/15/2031
0.08
Global Medical Response Inc
6.50
10/01/2025
0.08
IRB Holding Corp
6.75
02/15/2026
0.07
NTPC Ltd
4.50
03/19/2028
0.07
Sands China Ltd
4.38
06/18/2030
0.07
Ukraine Government International Bo
7.75
09/01/2024
0.07
Credit Suisse Group AG
6.25
12/29/2049
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
Standard Industries Inc/NJ
5.00
02/15/2027
0.07
Ghana Government International Bond
7.88
03/26/2027
0.07
UBS Group AG
7.00
12/31/2049
0.07
Cardtronics Inc / Cardtronics USA I
5.50
05/01/2025
0.07
Connecticut Avenue Securities Trust
2.30
09/25/2031
0.07
KazMunayGas National Co JSC
3.50
04/14/2033
0.07
Diamond Sports Group LLC / Diamond
5.38
08/15/2026
0.07
Hilcorp Energy I LP / Hilcorp Finan
6.25
11/01/2028
0.07
Ford Motor Credit Co LLC
5.11
05/03/2029
0.07
CIFI Holdings Group Co Ltd
6.00
07/16/2025
0.07
OneMain Finance Corp
7.12
03/15/2026
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
Cenovus Energy Inc
4.25
04/15/2027
0.07
Argentina Treasury Bond BONCER
1.50
03/25/2024
0.07
Akumin Inc
7.00
11/01/2025
0.07
Petroleos Mexicanos
6.49
01/23/2027
0.07
Bangkok Bank PCL/Hong Kong
3.73
09/25/2034
0.07
Ghana Government International Bond
8.95
03/26/2051
0.07
AES Gener SA
6.35
10/07/2079
0.07
0.07
Banco do Brasil SA/Cayman
6.25
12/31/2049
0.07
Tower Bersama Infrastructure Tbk PT
4.25
01/21/2025
0.07
Sensata Technologies BV
4.88
10/15/2023
0.07
Brink's Co/The
4.62
10/15/2027
0.07
Banco de Credito del Peru
3.12
07/01/2030
0.07
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.07
Skandinaviska Enskilda Banken AB
5.12
12/31/2099
0.07
Delta Air Lines Inc
7.00
05/01/2025
0.07
HCA Inc
5.38
09/01/2026
0.07
NAK Naftogaz Ukraine via Kondor Fin
7.62
11/08/2026
0.07
Antero Resources Corp
5.00
03/01/2025
0.07
Vodafone Group PLC
7.00
04/04/2079
0.07
0.07
Antofagasta PLC
2.38
10/14/2030
0.07
EQM Midstream Partners LP
5.50
07/15/2028
0.07
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2049
0.07
Parkland Corp/Canada
6.00
04/01/2026
0.07
iStar Inc
4.75
10/01/2024
0.07
Centene Corp
5.38
06/01/2026
0.07
Mueller Industries Inc
6.00
03/01/2027
0.07
Coriolanus DAC
0.00
04/30/2025
0.06
Freddie Mac Structured Agency Credi
4.80
10/25/2028
0.06
1011778 BC ULC / New Red Finance In
4.00
10/15/2030
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.06
Logan Group Co Ltd
7.50
08/25/2022
0.06
Mexican Bonos
7.75
11/13/2042
0.06
Schweitzer-Mauduit International In
6.88
10/01/2026
0.06
Credit Suisse Group AG
7.12
12/31/2099
0.06
Sri Lanka Government International
6.35
06/28/2024
0.06
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.06
Freddie Mac STACR Trust 2019-HRP1
1.55
02/25/2049
0.06
HCA Inc
4.12
06/15/2029
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Simmons Foods Inc
5.75
11/01/2024
0.06
Diversified Healthcare Trust
9.75
06/15/2025
0.06
Fannie Mae Connecticut Avenue Secur
2.70
12/25/2030
0.06
Erste Group Bank AG
6.50
04/15/2024
0.06
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.06
Mastr Asset Backed Securities Trust
0.25
08/25/2036
0.06
ING Groep NV
5.75
12/31/2059
0.06
Sunoco LP / Sunoco Finance Corp
5.88
03/15/2028
0.06
OneMain Finance Corp
4.00
09/15/2030
0.06
SM Energy Co
10.00
01/15/2025
0.06
Meritage Homes Corp
5.12
06/06/2027
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Credit Suisse Group AG
7.50
12/31/2099
0.06
Natwest Group PLC
6.00
12/31/2059
0.06
Global Partners LP / GLP Finance Co
6.88
01/15/2029
0.06
eBay Inc
2.70
03/11/2030
0.06
Scientific Games International Inc
8.25
03/15/2026
0.06
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Sands China Ltd
3.80
01/08/2026
0.06
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.06
Credit Suisse Group AG
6.38
12/31/2099
0.06
OneMain Finance Corp
6.88
03/15/2025
0.06
Alba 2007-1 PLC
3.29
03/17/2039
0.06
Capitol Investment Merger Sub 2 LLC
10.00
08/01/2024
0.06
African Development Bank
0.00
01/17/2050
0.06
Centene Corp
4.62
12/15/2029
0.05
Calpine Corp
3.75
03/01/2031
0.05
Sprint Capital Corp
8.75
03/15/2032
0.05
Motorola Solutions Inc
2.30
11/15/2030
0.05
USA Compression Partners LP / USA C
6.88
09/01/2027
0.05
Hess Midstream Operations LP
5.62
02/15/2026
0.05
Level 3 Financing Inc
5.25
03/15/2026
0.05
BMC East LLC
5.50
10/01/2024
0.05
Camelot Finance SA
4.50
11/01/2026
0.05
Sprint Corp
7.62
03/01/2026
0.05
Sprint Corp
7.88
09/15/2023
0.05
Iceland Bondco PLC
4.62
03/15/2025
0.05
Maxeda DIY Holding BV
5.88
10/01/2026
0.05
Banco Comercial Portugues SA
4.50
12/07/2027
0.05
Targa Resources Partners LP / Targa
5.88
04/15/2026
0.05
European Bank for Reconstruction &
6.85
06/21/2021
0.05
Lithia Motors Inc
5.25
08/01/2025
0.05
Charles River Laboratories Internat
4.25
05/01/2028
0.05
RP Escrow Issuer LLC
5.25
12/15/2025
0.05
Station Casinos LLC
4.50
02/15/2028
0.05
Credit Agricole SA
8.12
12/31/2049
0.05
CNX Resources Corp
7.25
03/14/2027
0.05
Holly Energy Partners LP / Holly En
5.00
02/01/2028
0.05
MPT Operating Partnership LP / MPT
4.62
08/01/2029
0.05
Acadia Healthcare Co Inc
5.00
04/15/2029
0.05
CCM Merger Inc
6.38
05/01/2026
0.05
Energizer Holdings Inc
4.38
03/31/2029
0.05
ServiceMaster Co LLC/The
7.45
08/15/2027
0.05
Clearway Energy Operating LLC
4.75
03/15/2028
0.05
Encompass Health Corp
4.75
02/01/2030
0.05
Comstock Resources Inc
9.75
08/15/2026
0.05
Kraft Heinz Foods Co
6.88
01/26/2039
0.05
CME Group Inc
01/02/2023
0.05
UPC Holding BV
5.50
01/15/2028
0.05
Lennar Corp
5.00
06/15/2027
0.05
Danske Bank A/S
5.88
12/31/2099
0.05
UBS Group AG
6.88
12/31/2049
0.05
Bausch Health Americas Inc
2.90
11/27/2025
0.05
CCO Holdings LLC / CCO Holdings Cap
5.75
02/15/2026
0.05
Sri Lanka Government International
6.75
04/18/2028
0.05
Morgan Stanley Capital Services LLC
02/24/2021
0.05
ADES International Holding PLC
8.62
04/24/2024
0.05
Credit Acceptance Auto Loan Trust 2
3.94
06/15/2028
0.05
CASH & EQUIVALENTS
0.05
Group 1 Automotive Inc
4.00
08/15/2028
0.05
Centene Corp
5.38
08/15/2026
0.05
SunCoke Energy Partners LP / SunCok
7.50
06/15/2025
0.05
Dell International LLC / EMC Corp
7.12
06/15/2024
0.05
Valvoline Inc
3.62
06/15/2031
0.05
CSC Holdings LLC
5.50
04/15/2027
0.05
Teleflex Inc
4.88
06/01/2026
0.05
Blue Racer Midstream LLC / Blue Rac
7.62
12/15/2025
0.04
Rockies Express Pipeline LLC
4.80
05/15/2030
0.04
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.04
Targa Resources Partners LP / Targa
5.12
02/01/2025
0.04
Braskem Netherlands Finance BV
8.50
01/23/2081
0.04
EnPro Industries Inc
5.75
10/15/2026
0.04
Talen Energy Supply LLC
7.62
06/01/2028
0.04
Kraft Heinz Foods Co
4.38
06/01/2046
0.04
NGL Energy Partners LP / NGL Energy
7.50
11/01/2023
0.04
WPX Energy Inc
5.75
06/01/2026
0.04
Cleveland-Cliffs Inc
9.88
10/17/2025
0.04
JPMorgan Chase Bank NA
01/21/2021
0.04
JBS USA LUX SA / JBS USA Food Co /
5.50
01/15/2030
0.04
AerCap Global Aviation Trust
6.50
06/15/2045
0.04
JPMorgan Chase Bank NA
05/05/2021
0.04
CASH & EQUIVALENTS
0.00
0.04
Embarq Corp
8.00
06/01/2036
0.04
Ally Financial Inc
8.00
11/01/2031
0.04
0.04
Bausch Health Cos Inc
7.00
03/15/2024
0.04
Boxer Parent Co Inc
9.12
03/01/2026
0.04
HCA Inc
5.62
09/01/2028
0.04
Fannie Mae Connecticut Avenue Secur
2.55
05/25/2030
0.04
Goldman Sachs Bank USA/New York NY
06/11/2021
0.04
Carnival Corp
10.50
02/01/2026
0.04
Navient Corp
5.62
08/01/2033
0.04
Southwestern Energy Co
7.50
04/01/2026
0.04
Chicago Mercantile Exchange Inc
08/26/2026
0.04
Centene Corp
3.38
02/15/2030
0.04
Rockies Express Pipeline LLC
6.88
04/15/2040
0.04
JB Poindexter & Co Inc
7.12
04/15/2026
0.04
Dun & Bradstreet Corp/The
6.73
02/08/2026
0.04
Vistra Operations Co LLC
5.00
07/31/2027
0.04
XPO Logistics Inc
6.12
09/01/2023
0.04
Radian Group Inc
4.88
03/15/2027
0.04
CCO Holdings LLC / CCO Holdings Cap
5.00
02/01/2028
0.03
Banff Merger Sub Inc
9.75
09/01/2026
0.03
Titan International Inc
6.50
11/30/2023
0.03
Navient Corp
6.12
03/25/2024
0.03
Kraft Heinz Foods Co
5.00
06/04/2042
0.03
Netflix Inc
5.38
11/15/2029
0.03
OneMain Finance Corp
5.38
11/15/2029
0.03
Hanesbrands Inc
5.38
05/15/2025
0.03
HCA Inc
7.50
11/06/2033
0.03
FREMF 2017-K62 Mortgage Trust
3.87
01/25/2050
0.03
Connecticut Avenue Securities Trust
2.45
08/25/2031
0.03
Mattel Inc
6.75
12/31/2025
0.03
Pilgrim's Pride Corp
5.88
09/30/2027
0.03
GFL Environmental Inc
3.50
09/01/2028
0.03
Gartner Inc
4.50
07/01/2028
0.03
PetSmart Inc
4.50
03/11/2022
0.03
Marriott International Inc/MD
4.62
06/15/2030
0.03
Continental Resources Inc/OK
5.75
01/15/2031
0.03
Navient Corp
5.00
03/15/2027
0.03
Lennar Corp
4.75
05/30/2025
0.03
SEG Holding LLC / SEG Finance Corp
5.62
10/15/2028
0.03
Cumulus Media New Holdings Inc
6.75
07/01/2026
0.03
0.03
EnerSys
5.00
04/30/2023
0.03
Tenneco Inc
5.38
12/15/2024
0.03
EQM Midstream Partners LP
6.50
07/01/2027
0.03
Meredith Corp
6.88
02/01/2026
0.03
0.03
Calumet Specialty Products Partners
9.25
07/15/2024
0.03
AdaptHealth LLC
4.62
08/01/2029
0.03
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2027
0.03
Kenan Advantage Group Inc/The
7.88
07/31/2023
0.03
Scripps Escrow II Inc
3.88
01/15/2029
0.03
Hadrian Merger Sub Inc
8.50
05/01/2026
0.03
LCH.Clearnet LLC
12/16/2026
0.03
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.03
Dana Inc
5.62
06/15/2028
0.03
MGM Growth Properties Operating Par
5.62
05/01/2024
0.03
Targa Resources Partners LP / Targa
5.00
01/15/2028
0.03
Citigroup Mortgage Loan Trust Inc
3.51
05/25/2035
0.03
Danske Bank A/S
6.12
12/31/2049
0.03
Hologic Inc
3.25
02/15/2029
0.03
Citigroup Commercial Mortgage Trust
1.10
10/12/2050
0.03
Intelsat Jackson Holdings SA
0.00
12/31/2049
0.03
Goldman Sachs International
02/23/2021
0.03
Albertsons Cos Inc / Safeway Inc /
3.50
03/15/2029
0.03
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.03
QVC Inc
5.45
08/15/2034
0.03
Citigroup Mortgage Loan Trust 2014-
0.44
07/20/2036
0.03
0.03
Herbalife Nutrition Ltd / HLF Finan
7.88
09/01/2025
0.03
Cleaver-Brooks Inc
7.88
03/01/2023
0.03
Belo Corp
7.75
06/01/2027
0.03
Flex Acquisition Co Inc
7.88
07/15/2026
0.03
Morgan Stanley Bank of America Merr
4.86
02/15/2047
0.03
Intrado Corp
5.38
07/15/2022
0.03
Ford Motor Credit Co LLC
4.39
01/08/2026
0.03
New Enterprise Stone & Lime Co Inc
6.25
03/15/2026
0.03
eG Global Finance PLC
8.50
10/30/2025
0.03
ASGN Inc
4.62
05/15/2028
0.03
Occidental Petroleum Corp
6.20
03/15/2040
0.03
Terraform Global Operating LLC
6.12
03/01/2026
0.03
USD P ZAR C @14.40000 EO
02/16/2021
0.03
Ford Motor Co
4.75
01/15/2043
0.03
DaVita Inc
4.62
06/01/2030
0.03
Hanesbrands Inc
4.88
05/15/2026
0.02
DISH DBS Corp
5.88
11/15/2024
0.02
Navient Corp
5.88
10/25/2024
0.02
Bank of America NA
02/01/2021
0.02
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.02
PulteGroup Inc
7.88
06/15/2032
0.02
William Carter Co/The
5.62
03/15/2027
0.02
Navient Corp
6.75
06/25/2025
0.02
New Enterprise Stone & Lime Co Inc
9.75
07/15/2028
0.02
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.02
0.02
Dell Equipment Finance Trust 2019-1
3.14
03/22/2024
0.02
JPMorgan Chase Bank NA
06/02/2021
0.02
CME Group Inc
01/02/2025
0.02
Frontier Communications Corp
11.00
12/31/2049
0.02
Gartner Inc
3.75
10/01/2030
0.02
Level 3 Financing Inc
5.38
05/01/2025
0.02
Diamond Sports Group LLC / Diamond
6.62
08/15/2027
0.02
0.02
Occidental Petroleum Corp
6.12
01/01/2031
0.02
Goldman Sachs International
03/18/2021
0.02
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.02
CCG Receivables Trust 2018-1
3.09
06/16/2025
0.02
PulteGroup Inc
6.38
05/15/2033
0.02
PulteGroup Inc
6.00
02/15/2035
0.02
Metinvest BV
7.65
10/01/2027
0.02
Navistar Financial Dealer Note Mast
1.10
05/25/2024
0.02
Sally Holdings LLC / Sally Capital
8.75
04/30/2025
0.02
CME Group Inc
01/02/2024
0.02
AECOM
5.12
03/15/2027
0.02
Rayonier AM Products Inc
7.62
01/15/2026
0.02
Dana Financing Luxembourg Sarl
6.50
06/01/2026
0.02
Navistar Financial Dealer Note Mast
1.60
05/25/2024
0.02
Goldman Sachs International
02/01/2021
0.02
Lamar Media Corp
5.75
02/01/2026
0.02
Everi Payments Inc
7.50
12/15/2025
0.02
CME Group Inc
01/02/2025
0.02
Howmet Aerospace Inc
6.88
05/01/2025
0.02
Ford Motor Co
9.00
04/22/2025
0.02
L Brands Inc
6.88
11/01/2035
0.02
Morgan Stanley Capital Services LLC
02/16/2021
0.02
eG Global Finance PLC
6.25
10/30/2025
0.02
Goldman Sachs International
11/17/2021
0.02
Level 3 Financing Inc
3.62
01/15/2029
0.02
Bausch Health Cos Inc
5.75
08/15/2027
0.02
International Finance Corp
0.00
02/15/2029
0.02
India Government Bond
7.72
05/25/2025
0.02
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.02
L Brands Inc
7.50
06/15/2029
0.02
Amsted Industries Inc
5.62
07/01/2027
0.02
Ford Motor Credit Co LLC
3.38
11/13/2025
0.02
RR Donnelley & Sons Co
8.25
07/01/2027
0.02
Calpine Corp
5.25
06/01/2026
0.02
CASH & EQUIVALENTS
0.02
Penske Automotive Group Inc
5.50
05/15/2026
0.02
Dana Inc
5.38
11/15/2027
0.02
Occidental Petroleum Corp
6.95
07/01/2024
0.02
CNH Equipment Trust 2017-C
2.54
05/15/2025
0.02
Navient Corp
6.50
06/15/2022
0.02
Navient Corp
6.62
07/26/2021
0.02
NGL Energy Partners LP / NGL Energy
6.12
03/01/2025
0.02
Vistra Operations Co LLC
5.62
02/15/2027
0.02
XPO Logistics Inc
6.75
08/15/2024
0.02
Pilgrim's Pride Corp
5.75
03/15/2025
0.02
Murphy Oil Corp
6.38
12/01/2042
0.02
Dun & Bradstreet Corp/The
6.88
08/15/2026
0.02
Bank of America NA
02/19/2021
0.02
Colfax Corp
6.00
02/15/2024
0.02
CME Group Inc
01/02/2025
0.02
UBS Commercial Mortgage Trust 2017-
1.00
11/15/2050
0.02
Bank of America NA
03/18/2021
0.02
Ford Motor Credit Co LLC
5.12
06/16/2025
0.02
DISH DBS Corp
7.75
07/01/2026
0.02
Occidental Petroleum Corp
4.10
02/15/2047
0.02
Energy Transfer Operating LP
6.25
12/31/2099
0.02
CME Group Inc
07/23/2025
0.02
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.02
Eagle Intermediate Global Holding B
7.50
05/01/2025
0.02
CME Group Inc
01/02/2029
0.02
Genesis Energy LP / Genesis Energy
6.50
10/01/2025
0.02
CNX Resources Corp
6.00
01/15/2029
0.02
Lithia Motors Inc
4.62
12/15/2027
0.02
Novo Banco SA/Luxembourg
3.50
03/18/2043
0.02
Scientific Games International Inc
8.62
07/01/2025
0.01
Triumph Group Inc
8.88
06/01/2024
0.01
0.01
Occidental Petroleum Corp
6.38
09/01/2028
0.01
Calumet Specialty Products Partners
7.62
01/15/2022
0.01
Benchmark 2018-B1 Mortgage Trust
0.52
01/15/2051
0.01
Fannie Mae REMICS
23.66
06/25/2036
0.01
Navient Corp
6.75
06/15/2026
0.01
Clarios Global LP
6.75
05/15/2025
0.01
JPMorgan Chase Bank NA
07/15/2021
0.01
CCG Receivables Trust
3.22
09/14/2026
0.01
Parsley Energy LLC / Parsley Financ
5.38
01/15/2025
0.01
Ford Motor Co
9.62
04/22/2030
0.01
Fannie Mae REMICS
24.02
03/25/2036
0.01
FMG Resources August 2006 Pty Ltd
4.75
05/15/2022
0.01
Wells Fargo Commercial Mortgage Tru
0.88
12/15/2050
0.01
0.01
TerraForm Power Operating LLC
4.25
01/31/2023
0.01
Quicken Loans LLC
5.25
01/15/2028
0.01
Bank of America NA
02/01/2021
0.01
Parsley Energy LLC / Parsley Financ
4.12
02/15/2028
0.01
CME Group Inc
01/02/2025
0.01
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.01
Hellenic Republic Government Bond
0.00
10/15/2042
0.01
CSC Holdings LLC
5.88
09/15/2022
0.01
CME Group Inc
01/02/2024
0.01
Service Corp International/US
4.62
12/15/2027
0.01
Clarios Global LP / Clarios US Fina
8.50
05/15/2027
0.01
HLF Financing Sarl LLC / Herbalife
7.25
08/15/2026
0.01
Talen Energy Supply LLC
7.25
05/15/2027
0.01
Deutsche Mortgage Securities Inc
0.59
07/22/2036
0.01
CCO Holdings LLC / CCO Holdings Cap
4.00
03/01/2023
0.01
Genesis Energy LP / Genesis Energy
7.75
02/01/2028
0.01
Capital Auto Receivables Asset Trus
3.15
02/20/2025
0.01
0.01
DISH Network Corp Conv Bnd
3.38
08/15/2026
0.01
Sri Lanka Government International
6.20
05/11/2027
0.01
Freddie Mac REMICS
24.17
08/15/2035
0.01
JPMorgan Chase Bank NA
03/17/2021
0.01
MGM Resorts International
5.75
06/15/2025
0.01
Argentine Bonos del Tesoro
18.20
10/03/2021
0.01
Vistra Operations Co LLC
5.50
09/01/2026
0.01
HCA Inc
5.88
02/15/2026
0.01
Southwestern Energy Co
7.75
10/01/2027
0.01
Fannie Mae REMICS
6.39
06/25/2037
0.01
Targa Resources Partners LP / Targa
5.50
03/01/2030
0.01
MGM Growth Properties Operating Par
5.75
02/01/2027
0.01
Freeport-McMoRan Inc
5.45
03/15/2043
0.01
Targa Resources Partners LP / Targa
4.88
02/01/2031
0.01
NextEra Energy Operating Partners L
3.88
10/15/2026
0.01
Targa Resources Partners LP / Targa
6.50
07/15/2027
0.01
CME Group Inc
01/02/2025
0.01
Darling Ingredients Inc
5.25
04/15/2027
0.01
Sunoco LP / Sunoco Finance Corp
6.00
04/15/2027
0.01
Colfax Corp
6.38
02/15/2026
0.01
William Carter Co/The
5.50
05/15/2025
0.01
Clearway Energy Operating LLC
5.75
10/15/2025
0.01
Ingles Markets Inc
5.75
06/15/2023
0.01
Sensata Technologies Inc
3.75
02/15/2031
0.01
CME Group Inc
01/02/2023
0.01
0.01
Hilcorp Energy I LP / Hilcorp Finan
5.75
10/01/2025
0.01
Whiting Petroleum Corp
0.01
Morgan Stanley Capital I 2017-HR2
0.79
12/15/2050
0.01
CD 2017-CD6 Mortgage Trust
0.92
11/13/2050
0.01
Fannie Mae Grantor Trust 2001-T10
0.37
12/25/2041
0.01
Occidental Petroleum Corp
2.70
02/15/2023
0.01
0.01
Credit Acceptance Auto Loan Trust 2
3.75
04/17/2028
0.01
CASH & EQUIVALENTS
0.01
JPMorgan Chase Bank NA
0.00
02/18/2021
0.01
Citigroup Mortgage Loan Trust 2006-
3.88
10/25/2035
0.01
Government National Mortgage Associ
6.50
04/16/2041
0.01
NGL Energy Partners LP / NGL Energy
7.50
04/15/2026
0.01
CoreCivic Inc
4.62
05/01/2023
0.01
Fannie Mae REMICS
6.00
01/25/2032
0.01
TEGNA Inc
5.50
09/15/2024
0.01
Ascent Resources Utica Holdings LLC
8.25
12/31/2028
0.01
CCO Holdings LLC / CCO Holdings Cap
5.88
05/01/2027
0.01
Intercontinental Exchange Inc
1.00
06/20/2022
0.01
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.01
Fannie Mae REMICS
6.55
05/25/2035
0.01
Wynn Macau Ltd
5.50
10/01/2027
0.01
Sensata Technologies BV
5.62
11/01/2024
0.01
Fannie Mae REMICS
7.08
09/25/2036
0.01
COMM 2012-CCRE5 Mortgage Trust
1.51
12/10/2045
0.01
Claire's Stores Inc
6.65
12/18/2026
0.01
Fannie Mae REMICS
4.00
04/25/2041
0.01
Brink's Co/The
5.50
07/15/2025
0.01
Freddie Mac REMICS
6.56
05/15/2035
0.01
Freddie Mac REMICS
4.00
06/15/2038
0.01
JP Morgan / Hipotecaria su Casita
6.47
08/26/2035
0.01
WPX Energy Inc
5.25
10/15/2027
0.01
JPMorgan Chase Bank NA
5.00
12/20/2022
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Freddie Mac REMICS
1.50
07/15/2023
0.01
Fannie Mae REMICS
6.00
12/25/2042
0.01
Fannie Mae REMICS
6.50
10/25/2028
0.01
CLAIRES HOLDINGS LLC
0.00
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.00
Government National Mortgage Associ
6.40
04/16/2037
0.00
Fannie Mae REMICS
4.00
03/25/2041
0.00
Freddie Mac REMICS
4.00
04/15/2040
0.00
Southwestern Energy Co
6.45
01/23/2025
0.00
Freddie Mac REMICS
3.50
05/15/2032
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
GSR Mortgage Loan Trust 2005-AR4
3.33
07/25/2035
0.00
CME Group Inc
07/02/2024
0.00
Freddie Mac REMICS
5.99
07/15/2035
0.00
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.00
Freddie Mac REMICS
6.54
01/15/2035
0.00
CoreCivic Inc
5.00
10/15/2022
0.00
Windstream Services LLC
4.75
03/29/2021
0.00
EnLink Midstream LLC
5.38
06/01/2029
0.00
Murray Energy Corp
12.00
04/15/2024
0.00
CME Group Inc
07/09/2025
0.00
TerraForm Power Operating LLC
5.00
01/31/2028
0.00
Fannie Mae REMICS
8.05
01/25/2033
0.00
Fannie Mae Grantor Trust 2001-T3
0.64
11/25/2040
0.00
Fannie Mae REMICS
0.65
12/25/2032
0.00
Fannie Mae REMICS
1.09
06/25/2037
0.00
Freddie Mac REMICS
5.00
09/15/2023
0.00
0.00
Fannie Mae Interest Strip
6.50
06/25/2031
0.00
Party City Holdings Inc
5.75
07/15/2025
0.00
JP Morgan Mortgage Trust 2007-A1
3.06
07/25/2035
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
Freddie Mac REMICS
1.16
02/15/2032
0.00
HighPoint Operating Corp
8.75
06/15/2025
0.00
Freddie Mac REMICS
1.16
02/15/2032
0.00
Freddie Mac REMICS
1.16
03/15/2032
0.00
CCG Receivables Trust
3.57
09/14/2026
0.00
WPX Energy Inc
4.50
01/15/2030
0.00
Fannie Mae REMICS
6.45
05/25/2035
0.00
WPX Energy Inc
5.88
06/15/2028
0.00
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.00
Fannie Mae REMICS
7.00
03/25/2033
0.00
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Freddie Mac REMICS
6.89
10/15/2033
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac REMICS
1.16
02/15/2032
0.00
CME Group Inc
06/26/2022
0.00
Fannie Mae REMICS
6.00
05/25/2031
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
CME Group Inc
07/23/2025
0.00
Freddie Mac REMICS
5.91
05/15/2038
0.00
Intercontinental Exchange Inc
1.00
12/20/2025
0.00
Oceaneering International Inc
6.00
02/01/2028
0.00
Party City Holdco Inc
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae REMICS
0.66
10/18/2032
0.00
Fannie Mae REMICS
0.55
11/25/2033
0.00
Ashland LLC
4.75
08/15/2022
0.00
Fannie Mae REMICS
6.60
05/25/2035
0.00
CME Group Inc
07/09/2025
0.00
Anagram International Inc / Anagram
10.00
08/15/2026
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae REMICS
7.40
10/25/2033
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae REMICS
6.40
10/25/2041
0.00
WaMu Mortgage Pass-Through Certific
2.57
10/25/2033
0.00
Fannie Mae REMICS
8.10
05/25/2033
0.00
Ginnie Mae I Pool
8.00
06/15/2028
0.00
Mcdermott International Ltd Rts
0.00
Freddie Mac REMICS
6.84
12/15/2037
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Freddie Mac REMICS
6.56
05/15/2035
0.00
Fannie Mae REMICS
7.74
11/18/2031
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
CLAIRES HOLDINGS LLC Pfd
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
LCH.Clearnet LLC
06/29/2025
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Sabine Oil & Gas Holdings Inc
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae Pool
7.50
03/01/2033
0.00
Mcdermott International Ltd
0.00
Freddie Mac REMICS
6.09
12/15/2039
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae REMICS
5.90
03/25/2035
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
CME Group Inc
07/10/2025
0.00
CWHEQ Revolving Home Equity Loan Tr
0.31
11/15/2036
0.00
CWHEQ Revolving Home Equity Loan Tr
0.39
12/15/2035
0.00
FREMF 2014-K715 Mortgage Trust
4.12
02/25/2046
0.00
Freddie Mac REMICS
5.84
03/15/2024
0.00
Fannie Mae REMICS
1.15
09/25/2032
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Fannie Mae REMICS
8.10
02/25/2033
0.00
Bear Stearns ARM Trust 2006-1
2.37
02/25/2036
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae REMICS
7.94
12/18/2032
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
CASH & EQUIVALENTS
0.00
0.00
CME Group Inc
12/23/2023
0.00
Fannie Mae REMICS
7.84
03/18/2032
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Fannie Mae REMICS
7.00
07/25/2026
0.00
Fannie Mae REMICS
1.15
12/25/2032
0.00
Fannie Mae REMICS
7.45
06/25/2026
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac REMICS
0.81
07/15/2029
0.00
Fannie Mae REMICS
7.95
03/25/2032
0.00
Freddie Mac REMICS
7.94
06/15/2029
0.00
Murray Energy Corp
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
8.00
07/15/2028
0.00
Chase Funding Trust Series 2003-2
0.71
02/25/2033
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
03/15/2028
0.00
Fannie Mae REMICS
7.95
04/25/2032
0.00
Fannie Mae Pool
7.00
08/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac REMICS
5.84
04/15/2038
0.00
Fannie Mae REMICS
6.85
04/25/2032
0.00
McDermott - Warrants B
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
8.00
05/15/2028
0.00
Freddie Mac Strips
7.00
04/01/2030
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
Freddie Mac REMICS
0.61
02/15/2029
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
HomeBanc Mortgage Trust 2005-3
0.77
07/25/2035
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
McDermott - Warrants A
0.00
Fannie Mae REMICS
7.94
12/18/2032
0.00
Freddie Mac REMICS
0.66
01/15/2033
0.00
Fannie Mae REMICS
7.80
01/25/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
7.65
04/25/2032
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Freddie Mac Strips
6.50
06/01/2031
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Freddie Mac Strips
7.00
04/01/2027
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Fannie Mae Pool
5.50
08/01/2022
0.00
Freddie Mac REMICS
6.59
02/15/2035
0.00
Freddie Mac REMICS
8.79
08/15/2029
0.00
Freddie Mac REMICS
7.00
04/15/2028
0.00
Freddie Mac REMICS
6.50
01/15/2031
0.00
Fannie Mae REMICS
5.90
07/25/2038
0.00
Freddie Mac Gold Pool
6.50
09/01/2022
0.00
Fannie Mae Pool
7.00
06/01/2022
0.00
Freddie Mac Gold Pool
7.00
01/01/2022
0.00
WFRBS Commercial Mortgage Trust 201
1.27
03/15/2044
0.00
Fannie Mae REMICS
6.50
04/25/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Freddie Mac Gold Pool
6.00
10/01/2022
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
CME Group Inc
12/24/2023
0.00
Ginnie Mae I Pool
8.00
04/15/2028
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
0.00
Fannie Mae Pool
7.00
07/01/2022
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Freddie Mac Gold Pool
6.50
02/01/2022
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Fannie Mae REMICS
6.60
03/25/2035
0.00
Murray Energy Corp Wts
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Freddie Mac Gold Pool
7.00
08/01/2021
0.00
Fannie Mae Pool
5.50
07/01/2022
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Freddie Mac Gold Pool
7.00
12/01/2021
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Ginnie Mae II Pool
2.25
07/20/2027
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Freddie Mac REMICS
7.00
03/15/2028
0.00
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
5.50
07/01/2022
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
5.50
01/01/2022
0.00
Fannie Mae REMICS
7.74
12/18/2031
0.00
Fannie Mae Interest Strip
7.50
10/25/2023
0.00
Fannie Mae REMICS
7.75
11/25/2031
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
5.50
06/25/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
5.50
04/01/2022
0.00
Fannie Mae Pool
7.00
09/01/2021
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Fannie Mae Pool
5.00
11/01/2021
0.00
Capital Lease Funding Securitizatio
1.51
06/22/2024
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Fannie Mae Pool
5.00
12/01/2021
0.00
CASH & EQUIVALENTS
0.00
Fannie Mae REMICS
6.55
02/25/2024
0.00
CASH & EQUIVALENTS
0.00
0.00
0.00
Fannie Mae Pool
9.50
03/15/2021
0.00
0.00
Vendee Mortgage Trust 1995-3
0.00
09/15/2025
0.00
JSC ASTANA FINANCE GDR
0.00
Vendee Mortgage Trust 1992-2
0.00
09/15/2022
0.00
Altice Financing SA
2.91
07/15/2025
0.00
Astana-Finance JSC
0.00
12/22/2024
0.00
MOS RU-MTG TRS
5.00
08/22/2034
0.00
American Greetings Corp
5.50
04/06/2024
0.00
Charter Communications Operating LL
1.90
04/30/2025
0.00
Pactiv Evergreen Group Holdings Inc
2.90
02/05/2023
0.00
CME Group Inc
01/02/2023
0.00
QUICKSILVER LIQUIDATION TRUST
0.00
CASH & EQUIVALENTS
0.00
Cxloyalty Group Inc Wts
0.00
CASH & EQUIVALENTS
0.00
-0.00
CASH & EQUIVALENTS
-0.00
CASH & EQUIVALENTS
-0.00
Bank of America NA
01/04/2021
-0.00
Toronto-Dominion Bank/The
01/04/2021
-0.00
JPMorgan Chase Bank NA
01/06/2021
-0.00
Toronto-Dominion Bank/The
01/07/2021
-0.00
-0.00
Bank of America NA
01/18/2021
-0.00
Toronto-Dominion Bank/The
01/08/2021
-0.00
CME Group Inc
07/13/2022
-0.00
Bank of America NA
01/11/2021
-0.00
Bank of America NA
01/11/2021
-0.00
Intercontinental Exchange Inc
1.00
12/20/2025
-0.00
JPMorgan Chase Bank NA
1.00
12/20/2025
-0.00
Intercontinental Exchange Inc
1.00
12/20/2025
-0.00
Citigroup Global Markets Inc
11/30/2025
-0.00
Bank of America NA
01/21/2021
-0.00
Bank of America NA
01/25/2021
-0.00
Bank of America NA
01/14/2021
-0.00
CASH & EQUIVALENTS
-0.00
Toronto-Dominion Bank/The
01/14/2021
-0.00
JPMorgan Chase Bank NA
01/21/2021
-0.00
Morgan Stanley Capital Services LLC
02/12/2021
-0.00
JPMorgan Chase Bank NA
1.00
12/20/2025
-0.00
Goldman Sachs Bank USA/New York NY
06/11/2021
-0.00
Intercontinental Exchange Inc
1.00
12/20/2023
-0.00
-0.00
CME Group Inc
11/29/2030
-0.00
-0.00
Toronto-Dominion Bank/The
01/21/2021
-0.00
Intercontinental Exchange Inc
1.00
12/20/2025
-0.00
LCH.Clearnet LLC
07/13/2022
-0.00
Goldman Sachs International
02/23/2021
-0.00
LCH.Clearnet LLC
06/29/2022
-0.00
Toronto-Dominion Bank/The
01/29/2021
-0.00
-0.00
CME Group Inc
07/13/2025
-0.00
JPMorgan Chase Bank NA
01/21/2021
-0.00
USD C CNH P @7.130000 EO
07/28/2021
-0.01
CME Group Inc
06/26/2025
-0.01
Morgan Stanley Capital Services LLC
05/14/2021
-0.01
-0.01
CASH & EQUIVALENTS
12/31/2022
-0.01
LCH.Clearnet LLC
10/16/2025
-0.01
-0.01
Goldman Sachs International
02/23/2021
-0.01
-0.01
Bank of America NA
03/18/2021
-0.01
Intercontinental Exchange Inc
1.00
12/20/2025
-0.01
USD C INR P @77.7500 EO
04/09/2021
-0.01
JPMorgan Chase Bank NA
03/17/2021
-0.01
Intercontinental Exchange Inc
1.00
12/20/2025
-0.01
-0.01
JPMorgan Chase Bank NA
05/05/2021
-0.01
LCH.Clearnet LLC
07/07/2022
-0.01
-0.01
Goldman Sachs International
11/17/2021
-0.01
Morgan Stanley Capital Services LLC
02/12/2021
-0.01
LCH.Clearnet LLC
06/30/2022
-0.01
USD C ZAR P @15.75000 EO
02/16/2021
-0.01
Goldman Sachs International
02/24/2021
-0.02
LCH.Clearnet LLC
06/15/2022
-0.02
-0.02
Morgan Stanley Capital Services LLC
02/24/2021
-0.02
LCH.Clearnet LLC
06/18/2022
-0.02
LCH.Clearnet LLC
12/12/2029
-0.02
Goldman Sachs International
08/23/2021
-0.02
-0.03
CASH & EQUIVALENTS
0.00
-0.03
Goldman Sachs International
03/18/2021
-0.03
Goldman Sachs International
09/01/2021
-0.03
Goldman Sachs International
02/17/2021
-0.03
-0.04
JPMorgan Chase Bank NA
06/02/2021
-0.04
-0.07
LCH.Clearnet LLC
03/26/2030
-0.07
as of 12/31/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Hellenic Republic Government Bond | 1.50 | 06/18/2030 | 6.40 |
| Invesco Global Strategic Income Fun | 4.73 | ||
| CASH & EQUIVALENTS | 0.00 | 4.27 | |
| Italy Buoni Poliennali Del Tesoro | 2.80 | 03/01/2067 | 4.00 |
| STIT - Treasury Portfolio | 2.93 | ||
| STIT - Government & Agency Portfoli | 2.56 | ||
| Hellenic Republic Government Bond | 1.88 | 02/04/2035 | 2.45 |
| United States Treasury Inflation In | 0.12 | 04/15/2025 | 2.19 |
| INVESCO LIQUID ASSET CASH MF | 1.83 | ||
| Australia Government Bond | 2.75 | 11/21/2028 | 1.80 |
| Fannie Mae or Freddie Mac | 2.50 | 02/01/2051 | 1.51 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCI | 2.50 | 01/21/2020 | 1.15 |
| Argentina Treasury Bond BONCER | 1.00 | 08/05/2021 | 1.09 |
| Cyprus Government International Bon | 1.25 | 01/21/2040 | 1.08 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2036 | 1.06 |
| India Government Bond | 7.27 | 04/08/2026 | 0.91 |
| Republic of South Africa Government | 10.50 | 12/21/2026 | 0.86 |
| Eurosail-UK 2007-1nc PLC | 0.00 | 03/13/2045 | 0.83 |
| Russian Federal Bond - OFZ | 7.25 | 05/10/2034 | 0.82 |
| Indonesia Treasury Bond | 7.50 | 08/15/2032 | 0.80 |
| Indonesia Treasury Bond | 8.38 | 09/15/2026 | 0.76 |
| Carnival Corp | 11.50 | 04/01/2023 | 0.68 |
| BBVA Consumer Auto 2018-1 FTA | 2.30 | 07/20/2031 | 0.66 |
| Indonesia Treasury Bond | 6.50 | 02/15/2031 | 0.64 |
| Petrobras Global Finance BV | 5.09 | 01/15/2030 | 0.59 |
| CASH & EQUIVALENTS | 0.00 | 0.59 | |
| Bonos de la Tesoreria de la Republi | 2.80 | 10/01/2033 | 0.59 |
| Avianca Holdings SA | 10.50 | 11/10/2021 | 0.59 |
| Caixa Geral de Depositos SA | 10.75 | 12/31/2049 | 0.55 |
| Indonesia Treasury Bond | 7.00 | 05/15/2027 | 0.54 |
| Banco Santander SA | 6.25 | 12/31/2049 | 0.50 |
| India Government Bond | 8.20 | 09/24/2025 | 0.47 |
| MetLife Inc | 3.85 | 12/31/2099 | 0.47 |
| AVIANCA HOLDINGS SA | 10.50 | 11/10/2021 | 0.47 |
| Indonesia Treasury Bond | 7.00 | 09/15/2030 | 0.46 |
| Republic of Austria Government Bond | 2.10 | 09/20/2117 | 0.45 |
| Choice Hotels International Inc | 3.70 | 01/15/2031 | 0.44 |
| Russian Federal Bond - OFZ | 7.65 | 04/10/2030 | 0.44 |
| Sysco Corp | 3.30 | 02/15/2050 | 0.42 |
| Marriott International Inc/MD | 3.50 | 10/15/2032 | 0.41 |
| Phillips 66 | 2.15 | 12/15/2030 | 0.40 |
| ABN AMRO Bank NV | 4.38 | 12/31/2059 | 0.40 |
| 0.40 | |||
| Russian Federal Bond - OFZ | 7.05 | 01/19/2028 | 0.39 |
| India Government Bond | 7.59 | 01/11/2026 | 0.38 |
| Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2099 | 0.37 |
| Host Hotels & Resorts LP | 3.75 | 10/15/2023 | 0.35 |
| Ivory Coast Government Internationa | 6.88 | 10/17/2040 | 0.35 |
| Dell International LLC / EMC Corp | 6.20 | 07/15/2030 | 0.35 |
| Melco Resorts Finance Ltd | 4.88 | 06/06/2025 | 0.34 |
| Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2045 | 0.34 |
| Banco Santander SA | 4.38 | 12/31/2059 | 0.33 |
| Banco Bilbao Vizcaya Argentaria SA | 5.88 | 12/31/2099 | 0.33 |
| Flex Ltd | 3.75 | 02/01/2026 | 0.32 |
| Becton Dickinson and Co | 3.79 | 05/20/2050 | 0.32 |
| Gemgarto 2018-1 PLC | 2.29 | 09/16/2065 | 0.31 |
| Southern Co/The | 4.00 | 01/15/2051 | 0.31 |
| Charles Schwab Corp/The | 5.38 | 12/31/2099 | 0.30 |
| UBS Group AG | 7.00 | 12/31/2099 | 0.29 |
| Indonesia Asahan Aluminium Persero | 4.75 | 05/15/2025 | 0.29 |
| Morgan Stanley Reremic Trust | 2.64 | 11/26/2036 | 0.29 |
| ArcelorMittal SA | 3.60 | 07/16/2024 | 0.29 |
| Egypt Government Bond | 16.00 | 06/11/2022 | 0.29 |
| Total Capital International SA | 3.13 | 05/29/2050 | 0.29 |
| Ford Motor Credit Co LLC | 4.13 | 08/04/2025 | 0.28 |
| Charles Schwab Corp/The | 4.00 | 12/31/2059 | 0.28 |
| Canadian Natural Resources Ltd | 2.05 | 07/15/2025 | 0.28 |
| BAT Capital Corp | 2.26 | 03/25/2028 | 0.28 |
| UBS Group AG | 7.12 | 12/31/2099 | 0.27 |
| Alcoa Nederland Holding BV | 6.12 | 05/15/2028 | 0.27 |
| Societe Generale SA | 8.00 | 12/31/2049 | 0.27 |
| CaixaBank SA | 5.88 | 12/31/2099 | 0.27 |
| Credit Suisse Group AG | 7.50 | 12/31/2059 | 0.27 |
| Republic of South Africa Government | 8.75 | 02/28/2048 | 0.26 |
| AT&T Inc | 2.05 | 05/19/2032 | 0.26 |
| Prosil Acquisition SA | 1.49 | 10/31/2039 | 0.25 |
| EPR Properties | 3.75 | 08/15/2029 | 0.25 |
| Oman Government International Bond | 4.75 | 06/15/2026 | 0.25 |
| VEON Holdings BV | 3.38 | 11/25/2027 | 0.25 |
| Freeport-McMoRan Inc | 4.62 | 08/01/2030 | 0.25 |
| UniCredit SpA | 9.25 | 12/31/2049 | 0.25 |
| Colombian TES | 6.25 | 11/26/2025 | 0.24 |
| Eurosail 2006-2bl PLC | 3.29 | 12/15/2044 | 0.24 |
| HSBC Holdings PLC | 6.00 | 12/31/2059 | 0.24 |
| HSBC Holdings PLC | 6.38 | 12/31/2049 | 0.23 |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.23 |
| BNP Paribas SA | 6.75 | 12/31/2049 | 0.22 |
| India Government Bond | 8.24 | 02/15/2027 | 0.22 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.22 |
| Argentine Bonad Bonds | 0.10 | 11/30/2021 | 0.22 |
| Bunge Ltd Finance Corp | 1.63 | 08/17/2025 | 0.22 |
| Egypt Government International Bond | 4.75 | 04/16/2026 | 0.22 |
| Wynn Macau Ltd | 4.88 | 10/01/2024 | 0.22 |
| Freddie Mac Structured Agency Credi | 5.15 | 12/25/2028 | 0.21 |
| Indonesia Treasury Bond | 8.25 | 05/15/2029 | 0.21 |
| Ivory Coast Government Internationa | 5.25 | 03/22/2030 | 0.21 |
| Dominican Republic International Bo | 5.88 | 01/30/2060 | 0.21 |
| WRKCo Inc | 3.00 | 06/15/2033 | 0.20 |
| Delta Air Lines Inc | 7.38 | 01/15/2026 | 0.20 |
| Santander Retail Auto Lease Trust 2 | 2.39 | 11/20/2023 | 0.20 |
| Omnicare Inc | 4.75 | 12/01/2022 | 0.20 |
| Russian Federal Bond - OFZ | 7.70 | 03/23/2033 | 0.20 |
| Hyundai Capital America | 1.80 | 10/15/2025 | 0.20 |
| Petroleos Mexicanos | 4.50 | 01/23/2026 | 0.20 |
| Cikarang Listrindo Tbk PT | 4.95 | 09/14/2026 | 0.20 |
| Intesa Sanpaolo SpA | 7.75 | 12/31/2099 | 0.19 |
| MPLX LP | 1.75 | 03/01/2026 | 0.19 |
| India Government Bond | 7.17 | 01/08/2028 | 0.19 |
| Freddie Mac Structured Agency Credi | 3.40 | 07/25/2029 | 0.19 |
| Colombian TES | 10.00 | 07/24/2024 | 0.19 |
| Oil India International Pte Ltd | 4.00 | 04/21/2027 | 0.19 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.19 |
| Country Garden Holdings Co Ltd | 5.40 | 05/27/2025 | 0.19 |
| COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.18 |
| Bankinter SA | 6.25 | 12/31/2059 | 0.18 |
| Argentum Netherlands BV for Swiss R | 5.75 | 08/15/2050 | 0.18 |
| Commerzbank AG | 6.12 | 12/31/2059 | 0.18 |
| Societe Generale SA | 7.38 | 12/29/2049 | 0.18 |
| Credit Agricole SA | 6.88 | 12/31/2049 | 0.18 |
| CPI Property Group SA | 4.88 | 12/31/2099 | 0.17 |
| Standard Chartered PLC | 7.50 | 12/31/2049 | 0.17 |
| Intesa Sanpaolo SpA | 5.50 | 12/31/2049 | 0.17 |
| ViacomCBS Inc | 4.95 | 05/19/2050 | 0.17 |
| Thailand Government Bond | 3.30 | 06/17/2038 | 0.17 |
| Emirate of Dubai Government Interna | 3.90 | 09/09/2050 | 0.17 |
| HSBC Holdings PLC | 5.25 | 12/29/2049 | 0.17 |
| Banco Santander SA | 4.75 | 12/31/2099 | 0.17 |
| HSBC Holdings PLC | 6.38 | 12/31/2099 | 0.17 |
| Ludgate Funding PLC | 0.30 | 01/01/2061 | 0.17 |
| Cooperatieve Rabobank UA | 4.38 | 12/31/2099 | 0.17 |
| Fannie Mae Connecticut Avenue Secur | 2.25 | 03/25/2031 | 0.16 |
| CASH & EQUIVALENTS | 0.16 | ||
| Indonesia Government International | 4.45 | 04/15/2070 | 0.16 |
| FREMF 2016-K54 Mortgage Trust | 4.05 | 04/25/2048 | 0.16 |
| Eurosail 2006-3nc PLC | 0.94 | 09/10/2044 | 0.16 |
| Ukraine Government International Bo | 7.30 | 03/15/2033 | 0.16 |
| Indonesia Asahan Aluminium Persero | 5.45 | 05/15/2030 | 0.16 |
| Freeport-McMoRan Inc | 5.40 | 11/14/2034 | 0.16 |
| Universal Health Services Inc | 2.65 | 10/15/2030 | 0.15 |
| 0.15 | |||
| BNP Paribas SA | 7.38 | 12/31/2049 | 0.15 |
| Metinvest BV | 8.50 | 04/23/2026 | 0.15 |
| Egypt Government International Bond | 8.50 | 01/31/2047 | 0.15 |
| International Game Technology PLC | 6.25 | 02/15/2022 | 0.15 |
| Dominican Republic International Bo | 6.40 | 06/05/2049 | 0.15 |
| Perusahaan Perseroan Persero PT Per | 4.12 | 05/15/2027 | 0.15 |
| Bank of New York Mellon Corp/The | 4.70 | 12/31/2059 | 0.15 |
| Bankinter SA | 8.62 | 12/31/2049 | 0.15 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.15 |
| Nutrien Ltd | 2.95 | 05/13/2030 | 0.15 |
| International Finance Corp | 0.00 | 03/23/2038 | 0.15 |
| Petroleos Mexicanos | 6.88 | 10/16/2025 | 0.15 |
| Standard Life Aberdeen PLC | 4.25 | 06/30/2028 | 0.14 |
| Applied Materials Inc | 2.75 | 06/01/2050 | 0.14 |
| Goldman Sachs International | 09/26/2022 | 0.14 | |
| Yara International ASA | 3.15 | 06/04/2030 | 0.14 |
| Magna International Inc | 2.45 | 06/15/2030 | 0.14 |
| BorgWarner Inc | 2.65 | 07/01/2027 | 0.14 |
| Carrier Global Corp | 2.70 | 02/15/2031 | 0.14 |
| Transcanada Trust | 5.88 | 08/15/2076 | 0.14 |
| Expedia Group Inc | 3.60 | 12/15/2023 | 0.14 |
| Takeda Pharmaceutical Co Ltd | 3.17 | 07/09/2050 | 0.14 |
| Jabil Inc | 3.00 | 01/15/2031 | 0.14 |
| Crown Castle International Corp | 3.25 | 01/15/2051 | 0.14 |
| Logan Group Co Ltd | 5.25 | 02/23/2023 | 0.14 |
| ENN Clean Energy International Inve | 7.50 | 02/27/2021 | 0.14 |
| Roper Technologies Inc | 1.40 | 09/15/2027 | 0.13 |
| IM Pastor 4 FTA | 0.00 | 03/22/2044 | 0.13 |
| Republic of South Africa Government | 5.75 | 09/30/2049 | 0.13 |
| CVS Health Corp | 1.30 | 08/21/2027 | 0.13 |
| Thaioil Treasury Center Co Ltd | 3.75 | 06/18/2050 | 0.13 |
| MGM China Holdings Ltd | 5.38 | 05/15/2024 | 0.13 |
| HTA Group Ltd/Mauritius | 7.00 | 12/18/2025 | 0.13 |
| Cxloyalty Group Inc | 12.50 | 11/10/2022 | 0.13 |
| Netflix Inc | 5.88 | 11/15/2028 | 0.13 |
| Bangkok Bank PCL/Hong Kong | 5.00 | 12/31/2049 | 0.13 |
| Azure Power Energy Ltd | 5.50 | 11/03/2022 | 0.13 |
| Thaioil Treasury Center Co Ltd | 3.50 | 10/17/2049 | 0.13 |
| GMR Hyderabad International Airport | 5.38 | 04/10/2024 | 0.13 |
| Celanese US Holdings LLC | 5.88 | 06/15/2021 | 0.13 |
| Petroleos Mexicanos | 6.38 | 01/23/2045 | 0.12 |
| Discovery Communications LLC | 3.62 | 05/15/2030 | 0.12 |
| MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.12 |
| Perusahaan Perseroan Persero PT Per | 4.88 | 07/17/2049 | 0.12 |
| Santander Retail Auto Lease Trust 2 | 2.77 | 08/21/2023 | 0.12 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.12 |
| Residential Asset Securitization Tr | 6.00 | 06/25/2035 | 0.12 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.11 |
| Natwest Group PLC | 5.12 | 12/31/2059 | 0.11 |
| Seagate HDD Cayman | 4.12 | 01/15/2031 | 0.11 |
| Ukraine Government International Bo | 7.75 | 09/01/2025 | 0.11 |
| Stichting AK Rabobank Certificaten | 6.50 | 12/31/2049 | 0.11 |
| Connecticut Avenue Securities Trust | 2.55 | 04/25/2031 | 0.11 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.11 |
| Egypt Government International Bond | 8.70 | 03/01/2049 | 0.11 |
| Metinvest BV | 7.75 | 10/17/2029 | 0.11 |
| Argentina Treasury Bond BONCER | 1.40 | 03/25/2023 | 0.11 |
| BP Capital Markets PLC | 4.88 | 12/31/2049 | 0.10 |
| Indonesia Treasury Bond | 6.12 | 05/15/2028 | 0.10 |
| Cemex SAB de CV | 5.45 | 11/19/2029 | 0.10 |
| Macy's Inc | 8.38 | 06/15/2025 | 0.10 |
| Argentine Republic Government Inter | 0.12 | 07/09/2041 | 0.10 |
| 0.10 | |||
| Ivory Coast Government Internationa | 4.88 | 01/30/2032 | 0.10 |
| Cox Communications Inc | 2.95 | 10/01/2050 | 0.10 |
| Chicago Mercantile Exchange Inc | 01/04/2027 | 0.10 | |
| Freddie Mac Structured Agency Credi | 1.95 | 07/25/2030 | 0.10 |
| Louisiana-Pacific Corp | 4.88 | 09/15/2024 | 0.09 |
| Nexa Resources SA | 6.50 | 01/18/2028 | 0.09 |
| Fannie Mae Connecticut Avenue Secur | 3.00 | 11/25/2029 | 0.09 |
| La Mondiale SAM | 4.80 | 01/18/2048 | 0.09 |
| Telecom Italia Capital SA | 7.20 | 07/18/2036 | 0.09 |
| Occidental Petroleum Corp | 2.90 | 08/15/2024 | 0.09 |
| AT&T Inc | 2.88 | 12/31/2059 | 0.09 |
| USDCNH OT @6.400000 | 07/28/2021 | 0.09 | |
| Credit Acceptance Auto Loan Trust 2 | 3.77 | 06/15/2027 | 0.09 |
| Southwest Airlines Co | 5.25 | 05/04/2025 | 0.09 |
| Credit Acceptance Auto Loan Trust 2 | 3.60 | 04/15/2027 | 0.09 |
| MGM Resorts International | 6.00 | 03/15/2023 | 0.09 |
| Argentina Treasury Bond BONCER | 4.00 | 04/27/2025 | 0.09 |
| Viatris Inc | 3.85 | 06/22/2040 | 0.09 |
| Steel Dynamics Inc | 3.25 | 01/15/2031 | 0.09 |
| Republic of South Africa Government | 8.50 | 01/31/2037 | 0.09 |
| Nucor Corp | 2.70 | 06/01/2030 | 0.09 |
| CSN Inova Ventures | 6.75 | 01/28/2028 | 0.09 |
| Chicago Mercantile Exchange Inc | 01/02/2025 | 0.09 | |
| Novo Banco SA/Luxembourg | 3.50 | 02/19/2043 | 0.09 |
| B2W Digital Lux Sarl | 4.38 | 12/20/2030 | 0.09 |
| QEP Resources Inc | 5.62 | 03/01/2026 | 0.09 |
| CSC Holdings LLC | 4.62 | 12/01/2030 | 0.09 |
| Westinghouse Air Brake Technologies | 3.20 | 06/15/2025 | 0.09 |
| Banca Monte dei Paschi di Siena SpA | 5.38 | 01/18/2028 | 0.09 |
| Plains All American Pipeline LP / P | 3.80 | 09/15/2030 | 0.09 |
| Carmax Auto Owner Trust 2019-3 | 2.85 | 01/15/2026 | 0.08 |
| CME Group Inc | 01/02/2023 | 0.08 | |
| CIFI Holdings Group Co Ltd | 6.45 | 11/07/2024 | 0.08 |
| Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.08 |
| Kraft Heinz Foods Co | 5.50 | 06/01/2050 | 0.08 |
| Banco Santander SA | 2.75 | 12/03/2030 | 0.08 |
| Roper Technologies Inc | 2.00 | 06/30/2030 | 0.08 |
| Ford Motor Co | 8.50 | 04/21/2023 | 0.08 |
| Frontier Communications Corp | 10.50 | 12/31/2049 | 0.08 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
| Nigeria Government International Bo | 9.25 | 01/21/2049 | 0.08 |
| Banco Mercantil del Norte SA/Grand | 8.38 | 12/31/2049 | 0.08 |
| Dominican Republic International Bo | 5.95 | 01/25/2027 | 0.08 |
| Invesco Master Event-Linked Bond Fu | 0.08 | ||
| Cemig Geracao e Transmissao SA | 9.25 | 12/05/2024 | 0.08 |
| Allison Transmission Inc | 3.75 | 01/30/2031 | 0.08 |
| Pertamina Persero PT | 4.70 | 07/30/2049 | 0.08 |
| DaVita Inc | 3.75 | 02/15/2031 | 0.08 |
| Global Medical Response Inc | 6.50 | 10/01/2025 | 0.08 |
| IRB Holding Corp | 6.75 | 02/15/2026 | 0.07 |
| NTPC Ltd | 4.50 | 03/19/2028 | 0.07 |
| Sands China Ltd | 4.38 | 06/18/2030 | 0.07 |
| Ukraine Government International Bo | 7.75 | 09/01/2024 | 0.07 |
| Credit Suisse Group AG | 6.25 | 12/29/2049 | 0.07 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
| Standard Industries Inc/NJ | 5.00 | 02/15/2027 | 0.07 |
| Ghana Government International Bond | 7.88 | 03/26/2027 | 0.07 |
| UBS Group AG | 7.00 | 12/31/2049 | 0.07 |
| Cardtronics Inc / Cardtronics USA I | 5.50 | 05/01/2025 | 0.07 |
| Connecticut Avenue Securities Trust | 2.30 | 09/25/2031 | 0.07 |
| KazMunayGas National Co JSC | 3.50 | 04/14/2033 | 0.07 |
| Diamond Sports Group LLC / Diamond | 5.38 | 08/15/2026 | 0.07 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 11/01/2028 | 0.07 |
| Ford Motor Credit Co LLC | 5.11 | 05/03/2029 | 0.07 |
| CIFI Holdings Group Co Ltd | 6.00 | 07/16/2025 | 0.07 |
| OneMain Finance Corp | 7.12 | 03/15/2026 | 0.07 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
| Cenovus Energy Inc | 4.25 | 04/15/2027 | 0.07 |
| Argentina Treasury Bond BONCER | 1.50 | 03/25/2024 | 0.07 |
| Akumin Inc | 7.00 | 11/01/2025 | 0.07 |
| Petroleos Mexicanos | 6.49 | 01/23/2027 | 0.07 |
| Bangkok Bank PCL/Hong Kong | 3.73 | 09/25/2034 | 0.07 |
| Ghana Government International Bond | 8.95 | 03/26/2051 | 0.07 |
| AES Gener SA | 6.35 | 10/07/2079 | 0.07 |
| 0.07 | |||
| Banco do Brasil SA/Cayman | 6.25 | 12/31/2049 | 0.07 |
| Tower Bersama Infrastructure Tbk PT | 4.25 | 01/21/2025 | 0.07 |
| Sensata Technologies BV | 4.88 | 10/15/2023 | 0.07 |
| Brink's Co/The | 4.62 | 10/15/2027 | 0.07 |
| Banco de Credito del Peru | 3.12 | 07/01/2030 | 0.07 |
| WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.07 |
| Skandinaviska Enskilda Banken AB | 5.12 | 12/31/2099 | 0.07 |
| Delta Air Lines Inc | 7.00 | 05/01/2025 | 0.07 |
| HCA Inc | 5.38 | 09/01/2026 | 0.07 |
| NAK Naftogaz Ukraine via Kondor Fin | 7.62 | 11/08/2026 | 0.07 |
| Antero Resources Corp | 5.00 | 03/01/2025 | 0.07 |
| Vodafone Group PLC | 7.00 | 04/04/2079 | 0.07 |
| 0.07 | |||
| Antofagasta PLC | 2.38 | 10/14/2030 | 0.07 |
| EQM Midstream Partners LP | 5.50 | 07/15/2028 | 0.07 |
| Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2049 | 0.07 |
| Parkland Corp/Canada | 6.00 | 04/01/2026 | 0.07 |
| iStar Inc | 4.75 | 10/01/2024 | 0.07 |
| Centene Corp | 5.38 | 06/01/2026 | 0.07 |
| Mueller Industries Inc | 6.00 | 03/01/2027 | 0.07 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| Freddie Mac Structured Agency Credi | 4.80 | 10/25/2028 | 0.06 |
| 1011778 BC ULC / New Red Finance In | 4.00 | 10/15/2030 | 0.06 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.06 |
| Logan Group Co Ltd | 7.50 | 08/25/2022 | 0.06 |
| Mexican Bonos | 7.75 | 11/13/2042 | 0.06 |
| Schweitzer-Mauduit International In | 6.88 | 10/01/2026 | 0.06 |
| Credit Suisse Group AG | 7.12 | 12/31/2099 | 0.06 |
| Sri Lanka Government International | 6.35 | 06/28/2024 | 0.06 |
| JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.06 |
| Freddie Mac STACR Trust 2019-HRP1 | 1.55 | 02/25/2049 | 0.06 |
| HCA Inc | 4.12 | 06/15/2029 | 0.06 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| Simmons Foods Inc | 5.75 | 11/01/2024 | 0.06 |
| Diversified Healthcare Trust | 9.75 | 06/15/2025 | 0.06 |
| Fannie Mae Connecticut Avenue Secur | 2.70 | 12/25/2030 | 0.06 |
| Erste Group Bank AG | 6.50 | 04/15/2024 | 0.06 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.06 |
| Mastr Asset Backed Securities Trust | 0.25 | 08/25/2036 | 0.06 |
| ING Groep NV | 5.75 | 12/31/2059 | 0.06 |
| Sunoco LP / Sunoco Finance Corp | 5.88 | 03/15/2028 | 0.06 |
| OneMain Finance Corp | 4.00 | 09/15/2030 | 0.06 |
| SM Energy Co | 10.00 | 01/15/2025 | 0.06 |
| Meritage Homes Corp | 5.12 | 06/06/2027 | 0.06 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| Credit Suisse Group AG | 7.50 | 12/31/2099 | 0.06 |
| Natwest Group PLC | 6.00 | 12/31/2059 | 0.06 |
| Global Partners LP / GLP Finance Co | 6.88 | 01/15/2029 | 0.06 |
| eBay Inc | 2.70 | 03/11/2030 | 0.06 |
| Scientific Games International Inc | 8.25 | 03/15/2026 | 0.06 |
| 0.06 | |||
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
| Sands China Ltd | 3.80 | 01/08/2026 | 0.06 |
| WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.06 |
| Credit Suisse Group AG | 6.38 | 12/31/2099 | 0.06 |
| OneMain Finance Corp | 6.88 | 03/15/2025 | 0.06 |
| Alba 2007-1 PLC | 3.29 | 03/17/2039 | 0.06 |
| Capitol Investment Merger Sub 2 LLC | 10.00 | 08/01/2024 | 0.06 |
| African Development Bank | 0.00 | 01/17/2050 | 0.06 |
| Centene Corp | 4.62 | 12/15/2029 | 0.05 |
| Calpine Corp | 3.75 | 03/01/2031 | 0.05 |
| Sprint Capital Corp | 8.75 | 03/15/2032 | 0.05 |
| Motorola Solutions Inc | 2.30 | 11/15/2030 | 0.05 |
| USA Compression Partners LP / USA C | 6.88 | 09/01/2027 | 0.05 |
| Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.05 |
| Level 3 Financing Inc | 5.25 | 03/15/2026 | 0.05 |
| BMC East LLC | 5.50 | 10/01/2024 | 0.05 |
| Camelot Finance SA | 4.50 | 11/01/2026 | 0.05 |
| Sprint Corp | 7.62 | 03/01/2026 | 0.05 |
| Sprint Corp | 7.88 | 09/15/2023 | 0.05 |
| Iceland Bondco PLC | 4.62 | 03/15/2025 | 0.05 |
| Maxeda DIY Holding BV | 5.88 | 10/01/2026 | 0.05 |
| Banco Comercial Portugues SA | 4.50 | 12/07/2027 | 0.05 |
| Targa Resources Partners LP / Targa | 5.88 | 04/15/2026 | 0.05 |
| European Bank for Reconstruction & | 6.85 | 06/21/2021 | 0.05 |
| Lithia Motors Inc | 5.25 | 08/01/2025 | 0.05 |
| Charles River Laboratories Internat | 4.25 | 05/01/2028 | 0.05 |
| RP Escrow Issuer LLC | 5.25 | 12/15/2025 | 0.05 |
| Station Casinos LLC | 4.50 | 02/15/2028 | 0.05 |
| Credit Agricole SA | 8.12 | 12/31/2049 | 0.05 |
| CNX Resources Corp | 7.25 | 03/14/2027 | 0.05 |
| Holly Energy Partners LP / Holly En | 5.00 | 02/01/2028 | 0.05 |
| MPT Operating Partnership LP / MPT | 4.62 | 08/01/2029 | 0.05 |
| Acadia Healthcare Co Inc | 5.00 | 04/15/2029 | 0.05 |
| CCM Merger Inc | 6.38 | 05/01/2026 | 0.05 |
| Energizer Holdings Inc | 4.38 | 03/31/2029 | 0.05 |
| ServiceMaster Co LLC/The | 7.45 | 08/15/2027 | 0.05 |
| Clearway Energy Operating LLC | 4.75 | 03/15/2028 | 0.05 |
| Encompass Health Corp | 4.75 | 02/01/2030 | 0.05 |
| Comstock Resources Inc | 9.75 | 08/15/2026 | 0.05 |
| Kraft Heinz Foods Co | 6.88 | 01/26/2039 | 0.05 |
| CME Group Inc | 01/02/2023 | 0.05 | |
| UPC Holding BV | 5.50 | 01/15/2028 | 0.05 |
| Lennar Corp | 5.00 | 06/15/2027 | 0.05 |
| Danske Bank A/S | 5.88 | 12/31/2099 | 0.05 |
| UBS Group AG | 6.88 | 12/31/2049 | 0.05 |
| Bausch Health Americas Inc | 2.90 | 11/27/2025 | 0.05 |
| CCO Holdings LLC / CCO Holdings Cap | 5.75 | 02/15/2026 | 0.05 |
| Sri Lanka Government International | 6.75 | 04/18/2028 | 0.05 |
| Morgan Stanley Capital Services LLC | 02/24/2021 | 0.05 | |
| ADES International Holding PLC | 8.62 | 04/24/2024 | 0.05 |
| Credit Acceptance Auto Loan Trust 2 | 3.94 | 06/15/2028 | 0.05 |
| CASH & EQUIVALENTS | 0.05 | ||
| Group 1 Automotive Inc | 4.00 | 08/15/2028 | 0.05 |
| Centene Corp | 5.38 | 08/15/2026 | 0.05 |
| SunCoke Energy Partners LP / SunCok | 7.50 | 06/15/2025 | 0.05 |
| Dell International LLC / EMC Corp | 7.12 | 06/15/2024 | 0.05 |
| Valvoline Inc | 3.62 | 06/15/2031 | 0.05 |
| CSC Holdings LLC | 5.50 | 04/15/2027 | 0.05 |
| Teleflex Inc | 4.88 | 06/01/2026 | 0.05 |
| Blue Racer Midstream LLC / Blue Rac | 7.62 | 12/15/2025 | 0.04 |
| Rockies Express Pipeline LLC | 4.80 | 05/15/2030 | 0.04 |
| WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.04 |
| Targa Resources Partners LP / Targa | 5.12 | 02/01/2025 | 0.04 |
| Braskem Netherlands Finance BV | 8.50 | 01/23/2081 | 0.04 |
| EnPro Industries Inc | 5.75 | 10/15/2026 | 0.04 |
| Talen Energy Supply LLC | 7.62 | 06/01/2028 | 0.04 |
| Kraft Heinz Foods Co | 4.38 | 06/01/2046 | 0.04 |
| NGL Energy Partners LP / NGL Energy | 7.50 | 11/01/2023 | 0.04 |
| WPX Energy Inc | 5.75 | 06/01/2026 | 0.04 |
| Cleveland-Cliffs Inc | 9.88 | 10/17/2025 | 0.04 |
| JPMorgan Chase Bank NA | 01/21/2021 | 0.04 | |
| JBS USA LUX SA / JBS USA Food Co / | 5.50 | 01/15/2030 | 0.04 |
| AerCap Global Aviation Trust | 6.50 | 06/15/2045 | 0.04 |
| JPMorgan Chase Bank NA | 05/05/2021 | 0.04 | |
| CASH & EQUIVALENTS | 0.00 | 0.04 | |
| Embarq Corp | 8.00 | 06/01/2036 | 0.04 |
| Ally Financial Inc | 8.00 | 11/01/2031 | 0.04 |
| 0.04 | |||
| Bausch Health Cos Inc | 7.00 | 03/15/2024 | 0.04 |
| Boxer Parent Co Inc | 9.12 | 03/01/2026 | 0.04 |
| HCA Inc | 5.62 | 09/01/2028 | 0.04 |
| Fannie Mae Connecticut Avenue Secur | 2.55 | 05/25/2030 | 0.04 |
| Goldman Sachs Bank USA/New York NY | 06/11/2021 | 0.04 | |
| Carnival Corp | 10.50 | 02/01/2026 | 0.04 |
| Navient Corp | 5.62 | 08/01/2033 | 0.04 |
| Southwestern Energy Co | 7.50 | 04/01/2026 | 0.04 |
| Chicago Mercantile Exchange Inc | 08/26/2026 | 0.04 | |
| Centene Corp | 3.38 | 02/15/2030 | 0.04 |
| Rockies Express Pipeline LLC | 6.88 | 04/15/2040 | 0.04 |
| JB Poindexter & Co Inc | 7.12 | 04/15/2026 | 0.04 |
| Dun & Bradstreet Corp/The | 6.73 | 02/08/2026 | 0.04 |
| Vistra Operations Co LLC | 5.00 | 07/31/2027 | 0.04 |
| XPO Logistics Inc | 6.12 | 09/01/2023 | 0.04 |
| Radian Group Inc | 4.88 | 03/15/2027 | 0.04 |
| CCO Holdings LLC / CCO Holdings Cap | 5.00 | 02/01/2028 | 0.03 |
| Banff Merger Sub Inc | 9.75 | 09/01/2026 | 0.03 |
| Titan International Inc | 6.50 | 11/30/2023 | 0.03 |
| Navient Corp | 6.12 | 03/25/2024 | 0.03 |
| Kraft Heinz Foods Co | 5.00 | 06/04/2042 | 0.03 |
| Netflix Inc | 5.38 | 11/15/2029 | 0.03 |
| OneMain Finance Corp | 5.38 | 11/15/2029 | 0.03 |
| Hanesbrands Inc | 5.38 | 05/15/2025 | 0.03 |
| HCA Inc | 7.50 | 11/06/2033 | 0.03 |
| FREMF 2017-K62 Mortgage Trust | 3.87 | 01/25/2050 | 0.03 |
| Connecticut Avenue Securities Trust | 2.45 | 08/25/2031 | 0.03 |
| Mattel Inc | 6.75 | 12/31/2025 | 0.03 |
| Pilgrim's Pride Corp | 5.88 | 09/30/2027 | 0.03 |
| GFL Environmental Inc | 3.50 | 09/01/2028 | 0.03 |
| Gartner Inc | 4.50 | 07/01/2028 | 0.03 |
| PetSmart Inc | 4.50 | 03/11/2022 | 0.03 |
| Marriott International Inc/MD | 4.62 | 06/15/2030 | 0.03 |
| Continental Resources Inc/OK | 5.75 | 01/15/2031 | 0.03 |
| Navient Corp | 5.00 | 03/15/2027 | 0.03 |
| Lennar Corp | 4.75 | 05/30/2025 | 0.03 |
| SEG Holding LLC / SEG Finance Corp | 5.62 | 10/15/2028 | 0.03 |
| Cumulus Media New Holdings Inc | 6.75 | 07/01/2026 | 0.03 |
| 0.03 | |||
| EnerSys | 5.00 | 04/30/2023 | 0.03 |
| Tenneco Inc | 5.38 | 12/15/2024 | 0.03 |
| EQM Midstream Partners LP | 6.50 | 07/01/2027 | 0.03 |
| Meredith Corp | 6.88 | 02/01/2026 | 0.03 |
| 0.03 | |||
| Calumet Specialty Products Partners | 9.25 | 07/15/2024 | 0.03 |
| AdaptHealth LLC | 4.62 | 08/01/2029 | 0.03 |
| CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2027 | 0.03 |
| Kenan Advantage Group Inc/The | 7.88 | 07/31/2023 | 0.03 |
| Scripps Escrow II Inc | 3.88 | 01/15/2029 | 0.03 |
| Hadrian Merger Sub Inc | 8.50 | 05/01/2026 | 0.03 |
| LCH.Clearnet LLC | 12/16/2026 | 0.03 | |
| Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.03 |
| Dana Inc | 5.62 | 06/15/2028 | 0.03 |
| MGM Growth Properties Operating Par | 5.62 | 05/01/2024 | 0.03 |
| Targa Resources Partners LP / Targa | 5.00 | 01/15/2028 | 0.03 |
| Citigroup Mortgage Loan Trust Inc | 3.51 | 05/25/2035 | 0.03 |
| Danske Bank A/S | 6.12 | 12/31/2049 | 0.03 |
| Hologic Inc | 3.25 | 02/15/2029 | 0.03 |
| Citigroup Commercial Mortgage Trust | 1.10 | 10/12/2050 | 0.03 |
| Intelsat Jackson Holdings SA | 0.00 | 12/31/2049 | 0.03 |
| Goldman Sachs International | 02/23/2021 | 0.03 | |
| Albertsons Cos Inc / Safeway Inc / | 3.50 | 03/15/2029 | 0.03 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.03 |
| QVC Inc | 5.45 | 08/15/2034 | 0.03 |
| Citigroup Mortgage Loan Trust 2014- | 0.44 | 07/20/2036 | 0.03 |
| 0.03 | |||
| Herbalife Nutrition Ltd / HLF Finan | 7.88 | 09/01/2025 | 0.03 |
| Cleaver-Brooks Inc | 7.88 | 03/01/2023 | 0.03 |
| Belo Corp | 7.75 | 06/01/2027 | 0.03 |
| Flex Acquisition Co Inc | 7.88 | 07/15/2026 | 0.03 |
| Morgan Stanley Bank of America Merr | 4.86 | 02/15/2047 | 0.03 |
| Intrado Corp | 5.38 | 07/15/2022 | 0.03 |
| Ford Motor Credit Co LLC | 4.39 | 01/08/2026 | 0.03 |
| New Enterprise Stone & Lime Co Inc | 6.25 | 03/15/2026 | 0.03 |
| eG Global Finance PLC | 8.50 | 10/30/2025 | 0.03 |
| ASGN Inc | 4.62 | 05/15/2028 | 0.03 |
| Occidental Petroleum Corp | 6.20 | 03/15/2040 | 0.03 |
| Terraform Global Operating LLC | 6.12 | 03/01/2026 | 0.03 |
| USD P ZAR C @14.40000 EO | 02/16/2021 | 0.03 | |
| Ford Motor Co | 4.75 | 01/15/2043 | 0.03 |
| DaVita Inc | 4.62 | 06/01/2030 | 0.03 |
| Hanesbrands Inc | 4.88 | 05/15/2026 | 0.02 |
| DISH DBS Corp | 5.88 | 11/15/2024 | 0.02 |
| Navient Corp | 5.88 | 10/25/2024 | 0.02 |
| Bank of America NA | 02/01/2021 | 0.02 | |
| DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.02 |
| PulteGroup Inc | 7.88 | 06/15/2032 | 0.02 |
| William Carter Co/The | 5.62 | 03/15/2027 | 0.02 |
| Navient Corp | 6.75 | 06/25/2025 | 0.02 |
| New Enterprise Stone & Lime Co Inc | 9.75 | 07/15/2028 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.02 |
| 0.02 | |||
| Dell Equipment Finance Trust 2019-1 | 3.14 | 03/22/2024 | 0.02 |
| JPMorgan Chase Bank NA | 06/02/2021 | 0.02 | |
| CME Group Inc | 01/02/2025 | 0.02 | |
| Frontier Communications Corp | 11.00 | 12/31/2049 | 0.02 |
| Gartner Inc | 3.75 | 10/01/2030 | 0.02 |
| Level 3 Financing Inc | 5.38 | 05/01/2025 | 0.02 |
| Diamond Sports Group LLC / Diamond | 6.62 | 08/15/2027 | 0.02 |
| 0.02 | |||
| Occidental Petroleum Corp | 6.12 | 01/01/2031 | 0.02 |
| Goldman Sachs International | 03/18/2021 | 0.02 | |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.02 |
| CCG Receivables Trust 2018-1 | 3.09 | 06/16/2025 | 0.02 |
| PulteGroup Inc | 6.38 | 05/15/2033 | 0.02 |
| PulteGroup Inc | 6.00 | 02/15/2035 | 0.02 |
| Metinvest BV | 7.65 | 10/01/2027 | 0.02 |
| Navistar Financial Dealer Note Mast | 1.10 | 05/25/2024 | 0.02 |
| Sally Holdings LLC / Sally Capital | 8.75 | 04/30/2025 | 0.02 |
| CME Group Inc | 01/02/2024 | 0.02 | |
| AECOM | 5.12 | 03/15/2027 | 0.02 |
| Rayonier AM Products Inc | 7.62 | 01/15/2026 | 0.02 |
| Dana Financing Luxembourg Sarl | 6.50 | 06/01/2026 | 0.02 |
| Navistar Financial Dealer Note Mast | 1.60 | 05/25/2024 | 0.02 |
| Goldman Sachs International | 02/01/2021 | 0.02 | |
| Lamar Media Corp | 5.75 | 02/01/2026 | 0.02 |
| Everi Payments Inc | 7.50 | 12/15/2025 | 0.02 |
| CME Group Inc | 01/02/2025 | 0.02 | |
| Howmet Aerospace Inc | 6.88 | 05/01/2025 | 0.02 |
| Ford Motor Co | 9.00 | 04/22/2025 | 0.02 |
| L Brands Inc | 6.88 | 11/01/2035 | 0.02 |
| Morgan Stanley Capital Services LLC | 02/16/2021 | 0.02 | |
| eG Global Finance PLC | 6.25 | 10/30/2025 | 0.02 |
| Goldman Sachs International | 11/17/2021 | 0.02 | |
| Level 3 Financing Inc | 3.62 | 01/15/2029 | 0.02 |
| Bausch Health Cos Inc | 5.75 | 08/15/2027 | 0.02 |
| International Finance Corp | 0.00 | 02/15/2029 | 0.02 |
| India Government Bond | 7.72 | 05/25/2025 | 0.02 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.02 |
| L Brands Inc | 7.50 | 06/15/2029 | 0.02 |
| Amsted Industries Inc | 5.62 | 07/01/2027 | 0.02 |
| Ford Motor Credit Co LLC | 3.38 | 11/13/2025 | 0.02 |
| RR Donnelley & Sons Co | 8.25 | 07/01/2027 | 0.02 |
| Calpine Corp | 5.25 | 06/01/2026 | 0.02 |
| CASH & EQUIVALENTS | 0.02 | ||
| Penske Automotive Group Inc | 5.50 | 05/15/2026 | 0.02 |
| Dana Inc | 5.38 | 11/15/2027 | 0.02 |
| Occidental Petroleum Corp | 6.95 | 07/01/2024 | 0.02 |
| CNH Equipment Trust 2017-C | 2.54 | 05/15/2025 | 0.02 |
| Navient Corp | 6.50 | 06/15/2022 | 0.02 |
| Navient Corp | 6.62 | 07/26/2021 | 0.02 |
| NGL Energy Partners LP / NGL Energy | 6.12 | 03/01/2025 | 0.02 |
| Vistra Operations Co LLC | 5.62 | 02/15/2027 | 0.02 |
| XPO Logistics Inc | 6.75 | 08/15/2024 | 0.02 |
| Pilgrim's Pride Corp | 5.75 | 03/15/2025 | 0.02 |
| Murphy Oil Corp | 6.38 | 12/01/2042 | 0.02 |
| Dun & Bradstreet Corp/The | 6.88 | 08/15/2026 | 0.02 |
| Bank of America NA | 02/19/2021 | 0.02 | |
| Colfax Corp | 6.00 | 02/15/2024 | 0.02 |
| CME Group Inc | 01/02/2025 | 0.02 | |
| UBS Commercial Mortgage Trust 2017- | 1.00 | 11/15/2050 | 0.02 |
| Bank of America NA | 03/18/2021 | 0.02 | |
| Ford Motor Credit Co LLC | 5.12 | 06/16/2025 | 0.02 |
| DISH DBS Corp | 7.75 | 07/01/2026 | 0.02 |
| Occidental Petroleum Corp | 4.10 | 02/15/2047 | 0.02 |
| Energy Transfer Operating LP | 6.25 | 12/31/2099 | 0.02 |
| CME Group Inc | 07/23/2025 | 0.02 | |
| JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.02 |
| Eagle Intermediate Global Holding B | 7.50 | 05/01/2025 | 0.02 |
| CME Group Inc | 01/02/2029 | 0.02 | |
| Genesis Energy LP / Genesis Energy | 6.50 | 10/01/2025 | 0.02 |
| CNX Resources Corp | 6.00 | 01/15/2029 | 0.02 |
| Lithia Motors Inc | 4.62 | 12/15/2027 | 0.02 |
| Novo Banco SA/Luxembourg | 3.50 | 03/18/2043 | 0.02 |
| Scientific Games International Inc | 8.62 | 07/01/2025 | 0.01 |
| Triumph Group Inc | 8.88 | 06/01/2024 | 0.01 |
| 0.01 | |||
| Occidental Petroleum Corp | 6.38 | 09/01/2028 | 0.01 |
| Calumet Specialty Products Partners | 7.62 | 01/15/2022 | 0.01 |
| Benchmark 2018-B1 Mortgage Trust | 0.52 | 01/15/2051 | 0.01 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.01 |
| Navient Corp | 6.75 | 06/15/2026 | 0.01 |
| Clarios Global LP | 6.75 | 05/15/2025 | 0.01 |
| JPMorgan Chase Bank NA | 07/15/2021 | 0.01 | |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.01 |
| Parsley Energy LLC / Parsley Financ | 5.38 | 01/15/2025 | 0.01 |
| Ford Motor Co | 9.62 | 04/22/2030 | 0.01 |
| Fannie Mae REMICS | 24.02 | 03/25/2036 | 0.01 |
| FMG Resources August 2006 Pty Ltd | 4.75 | 05/15/2022 | 0.01 |
| Wells Fargo Commercial Mortgage Tru | 0.88 | 12/15/2050 | 0.01 |
| 0.01 | |||
| TerraForm Power Operating LLC | 4.25 | 01/31/2023 | 0.01 |
| Quicken Loans LLC | 5.25 | 01/15/2028 | 0.01 |
| Bank of America NA | 02/01/2021 | 0.01 | |
| Parsley Energy LLC / Parsley Financ | 4.12 | 02/15/2028 | 0.01 |
| CME Group Inc | 01/02/2025 | 0.01 | |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 |
| Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.01 |
| CSC Holdings LLC | 5.88 | 09/15/2022 | 0.01 |
| CME Group Inc | 01/02/2024 | 0.01 | |
| Service Corp International/US | 4.62 | 12/15/2027 | 0.01 |
| Clarios Global LP / Clarios US Fina | 8.50 | 05/15/2027 | 0.01 |
| HLF Financing Sarl LLC / Herbalife | 7.25 | 08/15/2026 | 0.01 |
| Talen Energy Supply LLC | 7.25 | 05/15/2027 | 0.01 |
| Deutsche Mortgage Securities Inc | 0.59 | 07/22/2036 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 4.00 | 03/01/2023 | 0.01 |
| Genesis Energy LP / Genesis Energy | 7.75 | 02/01/2028 | 0.01 |
| Capital Auto Receivables Asset Trus | 3.15 | 02/20/2025 | 0.01 |
| 0.01 | |||
| DISH Network Corp Conv Bnd | 3.38 | 08/15/2026 | 0.01 |
| Sri Lanka Government International | 6.20 | 05/11/2027 | 0.01 |
| Freddie Mac REMICS | 24.17 | 08/15/2035 | 0.01 |
| JPMorgan Chase Bank NA | 03/17/2021 | 0.01 | |
| MGM Resorts International | 5.75 | 06/15/2025 | 0.01 |
| Argentine Bonos del Tesoro | 18.20 | 10/03/2021 | 0.01 |
| Vistra Operations Co LLC | 5.50 | 09/01/2026 | 0.01 |
| HCA Inc | 5.88 | 02/15/2026 | 0.01 |
| Southwestern Energy Co | 7.75 | 10/01/2027 | 0.01 |
| Fannie Mae REMICS | 6.39 | 06/25/2037 | 0.01 |
| Targa Resources Partners LP / Targa | 5.50 | 03/01/2030 | 0.01 |
| MGM Growth Properties Operating Par | 5.75 | 02/01/2027 | 0.01 |
| Freeport-McMoRan Inc | 5.45 | 03/15/2043 | 0.01 |
| Targa Resources Partners LP / Targa | 4.88 | 02/01/2031 | 0.01 |
| NextEra Energy Operating Partners L | 3.88 | 10/15/2026 | 0.01 |
| Targa Resources Partners LP / Targa | 6.50 | 07/15/2027 | 0.01 |
| CME Group Inc | 01/02/2025 | 0.01 | |
| Darling Ingredients Inc | 5.25 | 04/15/2027 | 0.01 |
| Sunoco LP / Sunoco Finance Corp | 6.00 | 04/15/2027 | 0.01 |
| Colfax Corp | 6.38 | 02/15/2026 | 0.01 |
| William Carter Co/The | 5.50 | 05/15/2025 | 0.01 |
| Clearway Energy Operating LLC | 5.75 | 10/15/2025 | 0.01 |
| Ingles Markets Inc | 5.75 | 06/15/2023 | 0.01 |
| Sensata Technologies Inc | 3.75 | 02/15/2031 | 0.01 |
| CME Group Inc | 01/02/2023 | 0.01 | |
| 0.01 | |||
| Hilcorp Energy I LP / Hilcorp Finan | 5.75 | 10/01/2025 | 0.01 |
| Whiting Petroleum Corp | 0.01 | ||
| Morgan Stanley Capital I 2017-HR2 | 0.79 | 12/15/2050 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 0.92 | 11/13/2050 | 0.01 |
| Fannie Mae Grantor Trust 2001-T10 | 0.37 | 12/25/2041 | 0.01 |
| Occidental Petroleum Corp | 2.70 | 02/15/2023 | 0.01 |
| 0.01 | |||
| Credit Acceptance Auto Loan Trust 2 | 3.75 | 04/17/2028 | 0.01 |
| CASH & EQUIVALENTS | 0.01 | ||
| JPMorgan Chase Bank NA | 0.00 | 02/18/2021 | 0.01 |
| Citigroup Mortgage Loan Trust 2006- | 3.88 | 10/25/2035 | 0.01 |
| Government National Mortgage Associ | 6.50 | 04/16/2041 | 0.01 |
| NGL Energy Partners LP / NGL Energy | 7.50 | 04/15/2026 | 0.01 |
| CoreCivic Inc | 4.62 | 05/01/2023 | 0.01 |
| Fannie Mae REMICS | 6.00 | 01/25/2032 | 0.01 |
| TEGNA Inc | 5.50 | 09/15/2024 | 0.01 |
| Ascent Resources Utica Holdings LLC | 8.25 | 12/31/2028 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 5.88 | 05/01/2027 | 0.01 |
| Intercontinental Exchange Inc | 1.00 | 06/20/2022 | 0.01 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.01 |
| Fannie Mae REMICS | 6.55 | 05/25/2035 | 0.01 |
| Wynn Macau Ltd | 5.50 | 10/01/2027 | 0.01 |
| Sensata Technologies BV | 5.62 | 11/01/2024 | 0.01 |
| Fannie Mae REMICS | 7.08 | 09/25/2036 | 0.01 |
| COMM 2012-CCRE5 Mortgage Trust | 1.51 | 12/10/2045 | 0.01 |
| Claire's Stores Inc | 6.65 | 12/18/2026 | 0.01 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.01 |
| Brink's Co/The | 5.50 | 07/15/2025 | 0.01 |
| Freddie Mac REMICS | 6.56 | 05/15/2035 | 0.01 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.01 |
| JP Morgan / Hipotecaria su Casita | 6.47 | 08/26/2035 | 0.01 |
| WPX Energy Inc | 5.25 | 10/15/2027 | 0.01 |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Freddie Mac REMICS | 1.50 | 07/15/2023 | 0.01 |
| Fannie Mae REMICS | 6.00 | 12/25/2042 | 0.01 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.01 |
| CLAIRES HOLDINGS LLC | 0.00 | ||
| Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.00 |
| Government National Mortgage Associ | 6.40 | 04/16/2037 | 0.00 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.00 |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.00 |
| Southwestern Energy Co | 6.45 | 01/23/2025 | 0.00 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.33 | 07/25/2035 | 0.00 |
| CME Group Inc | 07/02/2024 | 0.00 | |
| Freddie Mac REMICS | 5.99 | 07/15/2035 | 0.00 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.00 |
| Freddie Mac REMICS | 6.54 | 01/15/2035 | 0.00 |
| CoreCivic Inc | 5.00 | 10/15/2022 | 0.00 |
| Windstream Services LLC | 4.75 | 03/29/2021 | 0.00 |
| EnLink Midstream LLC | 5.38 | 06/01/2029 | 0.00 |
| Murray Energy Corp | 12.00 | 04/15/2024 | 0.00 |
| CME Group Inc | 07/09/2025 | 0.00 | |
| TerraForm Power Operating LLC | 5.00 | 01/31/2028 | 0.00 |
| Fannie Mae REMICS | 8.05 | 01/25/2033 | 0.00 |
| Fannie Mae Grantor Trust 2001-T3 | 0.64 | 11/25/2040 | 0.00 |
| Fannie Mae REMICS | 0.65 | 12/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.09 | 06/25/2037 | 0.00 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.00 |
| 0.00 | |||
| Fannie Mae Interest Strip | 6.50 | 06/25/2031 | 0.00 |
| Party City Holdings Inc | 5.75 | 07/15/2025 | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | 3.06 | 07/25/2035 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 1.16 | 02/15/2032 | 0.00 |
| HighPoint Operating Corp | 8.75 | 06/15/2025 | 0.00 |
| Freddie Mac REMICS | 1.16 | 02/15/2032 | 0.00 |
| Freddie Mac REMICS | 1.16 | 03/15/2032 | 0.00 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.00 |
| WPX Energy Inc | 4.50 | 01/15/2030 | 0.00 |
| Fannie Mae REMICS | 6.45 | 05/25/2035 | 0.00 |
| WPX Energy Inc | 5.88 | 06/15/2028 | 0.00 |
| COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.00 |
| Fannie Mae REMICS | 7.00 | 03/25/2033 | 0.00 |
| 0.00 | |||
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 6.89 | 10/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 1.16 | 02/15/2032 | 0.00 |
| CME Group Inc | 06/26/2022 | 0.00 | |
| Fannie Mae REMICS | 6.00 | 05/25/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| CME Group Inc | 07/23/2025 | 0.00 | |
| Freddie Mac REMICS | 5.91 | 05/15/2038 | 0.00 |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | 0.00 |
| Oceaneering International Inc | 6.00 | 02/01/2028 | 0.00 |
| Party City Holdco Inc | 0.00 | ||
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae REMICS | 0.66 | 10/18/2032 | 0.00 |
| Fannie Mae REMICS | 0.55 | 11/25/2033 | 0.00 |
| Ashland LLC | 4.75 | 08/15/2022 | 0.00 |
| Fannie Mae REMICS | 6.60 | 05/25/2035 | 0.00 |
| CME Group Inc | 07/09/2025 | 0.00 | |
| Anagram International Inc / Anagram | 10.00 | 08/15/2026 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Fannie Mae REMICS | 7.40 | 10/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae REMICS | 6.40 | 10/25/2041 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 2.57 | 10/25/2033 | 0.00 |
| Fannie Mae REMICS | 8.10 | 05/25/2033 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2028 | 0.00 |
| Mcdermott International Ltd Rts | 0.00 | ||
| Freddie Mac REMICS | 6.84 | 12/15/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| Freddie Mac REMICS | 6.56 | 05/15/2035 | 0.00 |
| Fannie Mae REMICS | 7.74 | 11/18/2031 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
| CLAIRES HOLDINGS LLC Pfd | 0.00 | ||
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| LCH.Clearnet LLC | 06/29/2025 | 0.00 | |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Sabine Oil & Gas Holdings Inc | 0.00 | ||
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.00 |
| Mcdermott International Ltd | 0.00 | ||
| Freddie Mac REMICS | 6.09 | 12/15/2039 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae REMICS | 5.90 | 03/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| CME Group Inc | 07/10/2025 | 0.00 | |
| CWHEQ Revolving Home Equity Loan Tr | 0.31 | 11/15/2036 | 0.00 |
| CWHEQ Revolving Home Equity Loan Tr | 0.39 | 12/15/2035 | 0.00 |
| FREMF 2014-K715 Mortgage Trust | 4.12 | 02/25/2046 | 0.00 |
| Freddie Mac REMICS | 5.84 | 03/15/2024 | 0.00 |
| Fannie Mae REMICS | 1.15 | 09/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Fannie Mae REMICS | 8.10 | 02/25/2033 | 0.00 |
| Bear Stearns ARM Trust 2006-1 | 2.37 | 02/25/2036 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.94 | 12/18/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | 0.00 | |
| CME Group Inc | 12/23/2023 | 0.00 | |
| Fannie Mae REMICS | 7.84 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.00 | 07/25/2026 | 0.00 |
| Fannie Mae REMICS | 1.15 | 12/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.45 | 06/25/2026 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac REMICS | 0.81 | 07/15/2029 | 0.00 |
| Fannie Mae REMICS | 7.95 | 03/25/2032 | 0.00 |
| Freddie Mac REMICS | 7.94 | 06/15/2029 | 0.00 |
| Murray Energy Corp | 0.00 | ||
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 07/15/2028 | 0.00 |
| Chase Funding Trust Series 2003-2 | 0.71 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 03/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.95 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Freddie Mac REMICS | 5.84 | 04/15/2038 | 0.00 |
| Fannie Mae REMICS | 6.85 | 04/25/2032 | 0.00 |
| McDermott - Warrants B | 0.00 | ||
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 05/15/2028 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2030 | 0.00 |
| Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
| Freddie Mac REMICS | 0.61 | 02/15/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| HomeBanc Mortgage Trust 2005-3 | 0.77 | 07/25/2035 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
| McDermott - Warrants A | 0.00 | ||
| Fannie Mae REMICS | 7.94 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 0.66 | 01/15/2033 | 0.00 |
| Fannie Mae REMICS | 7.80 | 01/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.65 | 04/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Freddie Mac Strips | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2027 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 08/01/2022 | 0.00 |
| Freddie Mac REMICS | 6.59 | 02/15/2035 | 0.00 |
| Freddie Mac REMICS | 8.79 | 08/15/2029 | 0.00 |
| Freddie Mac REMICS | 7.00 | 04/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 01/15/2031 | 0.00 |
| Fannie Mae REMICS | 5.90 | 07/25/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 09/01/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2022 | 0.00 |
| WFRBS Commercial Mortgage Trust 201 | 1.27 | 03/15/2044 | 0.00 |
| Fannie Mae REMICS | 6.50 | 04/25/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| CME Group Inc | 12/24/2023 | 0.00 | |
| Ginnie Mae I Pool | 8.00 | 04/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| 0.00 | |||
| Fannie Mae Pool | 7.00 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Fannie Mae REMICS | 6.60 | 03/25/2035 | 0.00 |
| Murray Energy Corp Wts | 0.00 | ||
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 07/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 12/01/2021 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
| Ginnie Mae II Pool | 2.25 | 07/20/2027 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Freddie Mac REMICS | 7.00 | 03/15/2028 | 0.00 |
| 0.00 | |||
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 07/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 01/01/2022 | 0.00 |
| Fannie Mae REMICS | 7.74 | 12/18/2031 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 10/25/2023 | 0.00 |
| Fannie Mae REMICS | 7.75 | 11/25/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 5.50 | 06/25/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| 0.00 | |||
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| 0.00 | |||
| Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
| Fannie Mae Pool | 5.00 | 11/01/2021 | 0.00 |
| Capital Lease Funding Securitizatio | 1.51 | 06/22/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 5.00 | 12/01/2021 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Fannie Mae REMICS | 6.55 | 02/25/2024 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| 0.00 | |||
| 0.00 | |||
| Fannie Mae Pool | 9.50 | 03/15/2021 | 0.00 |
| 0.00 | |||
| Vendee Mortgage Trust 1995-3 | 0.00 | 09/15/2025 | 0.00 |
| JSC ASTANA FINANCE GDR | 0.00 | ||
| Vendee Mortgage Trust 1992-2 | 0.00 | 09/15/2022 | 0.00 |
| Altice Financing SA | 2.91 | 07/15/2025 | 0.00 |
| Astana-Finance JSC | 0.00 | 12/22/2024 | 0.00 |
| MOS RU-MTG TRS | 5.00 | 08/22/2034 | 0.00 |
| American Greetings Corp | 5.50 | 04/06/2024 | 0.00 |
| Charter Communications Operating LL | 1.90 | 04/30/2025 | 0.00 |
| Pactiv Evergreen Group Holdings Inc | 2.90 | 02/05/2023 | 0.00 |
| CME Group Inc | 01/02/2023 | 0.00 | |
| QUICKSILVER LIQUIDATION TRUST | 0.00 | ||
| CASH & EQUIVALENTS | 0.00 | ||
| Cxloyalty Group Inc Wts | 0.00 | ||
| CASH & EQUIVALENTS | 0.00 | -0.00 | |
| CASH & EQUIVALENTS | -0.00 | ||
| CASH & EQUIVALENTS | -0.00 | ||
| Bank of America NA | 01/04/2021 | -0.00 | |
| Toronto-Dominion Bank/The | 01/04/2021 | -0.00 | |
| JPMorgan Chase Bank NA | 01/06/2021 | -0.00 | |
| Toronto-Dominion Bank/The | 01/07/2021 | -0.00 | |
| -0.00 | |||
| Bank of America NA | 01/18/2021 | -0.00 | |
| Toronto-Dominion Bank/The | 01/08/2021 | -0.00 | |
| CME Group Inc | 07/13/2022 | -0.00 | |
| Bank of America NA | 01/11/2021 | -0.00 | |
| Bank of America NA | 01/11/2021 | -0.00 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | -0.00 |
| JPMorgan Chase Bank NA | 1.00 | 12/20/2025 | -0.00 |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | -0.00 |
| Citigroup Global Markets Inc | 11/30/2025 | -0.00 | |
| Bank of America NA | 01/21/2021 | -0.00 | |
| Bank of America NA | 01/25/2021 | -0.00 | |
| Bank of America NA | 01/14/2021 | -0.00 | |
| CASH & EQUIVALENTS | -0.00 | ||
| Toronto-Dominion Bank/The | 01/14/2021 | -0.00 | |
| JPMorgan Chase Bank NA | 01/21/2021 | -0.00 | |
| Morgan Stanley Capital Services LLC | 02/12/2021 | -0.00 | |
| JPMorgan Chase Bank NA | 1.00 | 12/20/2025 | -0.00 |
| Goldman Sachs Bank USA/New York NY | 06/11/2021 | -0.00 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2023 | -0.00 |
| -0.00 | |||
| CME Group Inc | 11/29/2030 | -0.00 | |
| -0.00 | |||
| Toronto-Dominion Bank/The | 01/21/2021 | -0.00 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | -0.00 |
| LCH.Clearnet LLC | 07/13/2022 | -0.00 | |
| Goldman Sachs International | 02/23/2021 | -0.00 | |
| LCH.Clearnet LLC | 06/29/2022 | -0.00 | |
| Toronto-Dominion Bank/The | 01/29/2021 | -0.00 | |
| -0.00 | |||
| CME Group Inc | 07/13/2025 | -0.00 | |
| JPMorgan Chase Bank NA | 01/21/2021 | -0.00 | |
| USD C CNH P @7.130000 EO | 07/28/2021 | -0.01 | |
| CME Group Inc | 06/26/2025 | -0.01 | |
| Morgan Stanley Capital Services LLC | 05/14/2021 | -0.01 | |
| -0.01 | |||
| CASH & EQUIVALENTS | 12/31/2022 | -0.01 | |
| LCH.Clearnet LLC | 10/16/2025 | -0.01 | |
| -0.01 | |||
| Goldman Sachs International | 02/23/2021 | -0.01 | |
| -0.01 | |||
| Bank of America NA | 03/18/2021 | -0.01 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | -0.01 |
| USD C INR P @77.7500 EO | 04/09/2021 | -0.01 | |
| JPMorgan Chase Bank NA | 03/17/2021 | -0.01 | |
| Intercontinental Exchange Inc | 1.00 | 12/20/2025 | -0.01 |
| -0.01 | |||
| JPMorgan Chase Bank NA | 05/05/2021 | -0.01 | |
| LCH.Clearnet LLC | 07/07/2022 | -0.01 | |
| -0.01 | |||
| Goldman Sachs International | 11/17/2021 | -0.01 | |
| Morgan Stanley Capital Services LLC | 02/12/2021 | -0.01 | |
| LCH.Clearnet LLC | 06/30/2022 | -0.01 | |
| USD C ZAR P @15.75000 EO | 02/16/2021 | -0.01 | |
| Goldman Sachs International | 02/24/2021 | -0.02 | |
| LCH.Clearnet LLC | 06/15/2022 | -0.02 | |
| -0.02 | |||
| Morgan Stanley Capital Services LLC | 02/24/2021 | -0.02 | |
| LCH.Clearnet LLC | 06/18/2022 | -0.02 | |
| LCH.Clearnet LLC | 12/12/2029 | -0.02 | |
| Goldman Sachs International | 08/23/2021 | -0.02 | |
| -0.03 | |||
| CASH & EQUIVALENTS | 0.00 | -0.03 | |
| Goldman Sachs International | 03/18/2021 | -0.03 | |
| Goldman Sachs International | 09/01/2021 | -0.03 | |
| Goldman Sachs International | 02/17/2021 | -0.03 | |
| -0.04 | |||
| JPMorgan Chase Bank NA | 06/02/2021 | -0.04 | |
| -0.07 | |||
| LCH.Clearnet LLC | 03/26/2030 | -0.07 |
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