Invesco Global Strategic Income Fund

as of 12/31/2021

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
China Development Bank 3.30 03/03/2026 5.64
CASH & EQUIVALENTS 0.00 4.08
Invesco Treasury Portfolio 3.52
Invesco Global Strategic Income Fun 3.52
Province of Ontario Canada 6.50 03/08/2029 3.22
Invesco Senior Loan ETF 3.13
Invesco Government & Agency Portfol 3.08
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 2.97
INVESCO LIQUID ASSET CASH MF 2.22
Brazil Notas do Tesouro Nacional Se 6.00 08/15/2026 1.54
Republic of South Africa Government 8.50 01/31/2037 1.30
Mexican Bonos 7.75 05/29/2031 1.23
Argentina Treasury Bond BONCER 1.40 03/25/2023 1.00
Republic of South Africa Government 8.00 01/31/2030 0.81
Taurus 2018-1 IT SRL 1.00 05/18/2030 0.63
British Telecommunications PLC 4.25 11/23/2081 0.62
Italy Buoni Poliennali Del Tesoro 1.50 04/30/2045 0.61
Hellenic Republic Government Bond 1.88 01/24/2052 0.60
Caixa Geral de Depositos SA 10.75 12/31/2049 0.58
Egypt Government Bond 14.48 04/06/2026 0.56
New Zealand Government Bond 2.75 05/15/2051 0.55
Kraft Heinz Foods Co 5.20 07/15/2045 0.52
Petroleos Mexicanos 6.50 03/13/2027 0.51
Republic of South Africa Government 8.88 02/28/2035 0.49
Argentina Treasury Bond BONCER 1.50 03/25/2024 0.48
Argentina Treasury Bond BONCER 1.20 03/18/2022 0.48
Marriott International Inc/MD 3.50 10/15/2032 0.47
Sempra Energy 4.12 04/01/2052 0.47
NatWest Group PLC 4.50 12/31/2049 0.46
Bonos de la Tesoreria de la Republi 2.80 10/01/2033 0.46
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.45
Arconic Corp 6.12 02/15/2028 0.44
Stichting AK Rabobank Certificaten 6.50 12/31/2059 0.43
Hawksmoor Mortgage Funding 2019-1 P 3.59 05/25/2053 0.43
Corp Andina de Fomento 6.82 02/22/2031 0.42
Russian Federal Bond - OFZ 7.05 01/19/2028 0.41
Dell International LLC / EMC Corp 6.20 07/15/2030 0.40
HSBC Holdings PLC 6.00 12/31/2049 0.40
ING Groep NV 6.75 12/31/2099 0.40
Russian Federal Bond - OFZ 7.95 10/07/2026 0.40
Russian Federal Bond - OFZ 7.75 09/16/2026 0.40
Melco Resorts Finance Ltd 4.88 06/06/2025 0.39
Gemgarto 2018-1 PLC 2.44 09/16/2065 0.38
Eurosail-UK 2007-2np PLC 0.21 03/13/2045 0.37
Becton Dickinson and Co 3.79 05/20/2050 0.36
Southern Co/The 4.00 01/15/2051 0.36
Charles Schwab Corp/The 5.38 12/31/2099 0.35
UBS Group AG 7.00 12/31/2099 0.35
JPMorgan Chase & Co 3.65 12/31/2059 0.34
Plains All American Pipeline LP / P 4.50 12/15/2026 0.34
Credit Suisse Group AG 6.25 12/29/2049 0.34
Indonesia Asahan Aluminium Persero 4.75 05/15/2025 0.34
ING Groep NV 6.50 12/31/2049 0.34
First Quantum Minerals Ltd 6.88 10/15/2027 0.34
Standard Chartered PLC 6.00 12/31/2049 0.33
TotalEnergies Capital International 3.13 05/29/2050 0.33
UPC Holding BV 5.50 01/15/2028 0.33
Alcoa Nederland Holding BV 6.12 05/15/2028 0.32
Eurosail 2006-2bl PLC 3.35 12/15/2044 0.31
Oman Government International Bond 6.75 01/17/2048 0.31
Bancolombia SA 4.88 10/18/2027 0.31
Oman Government International Bond 4.75 06/15/2026 0.31
Uber Technologies Inc Conv Bnd 0.00 12/15/2025 0.31
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.30
Standard Chartered PLC 7.75 12/31/2049 0.29
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.29
Republic of South Africa Government 8.75 02/28/2048 0.29
Electricite de France SA 5.38 12/31/2049 0.29
Freeport-McMoRan Inc 4.62 08/01/2030 0.29
VEON Holdings BV 3.38 11/25/2027 0.28
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.28
Colombia Government International B 5.00 06/15/2045 0.28
Russian Federal Bond - OFZ 7.25 05/10/2034 0.28
Prosil Acquisition SA 1.44 10/31/2039 0.28
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.28
Mexican Bonos 8.50 11/18/2038 0.27
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.27
UniCredit SpA 6.62 12/31/2099 0.26
Russian Federal Bond - OFZ 5.70 05/17/2028 0.25
UBS Group AG 7.00 12/31/2049 0.25
BPCE SA 1.50 01/13/2042 0.24
Southern Co/The 3.75 09/15/2051 0.24
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.24
Vodafone Group PLC 4.12 06/04/2081 0.24
Santander Retail Auto Lease Trust 2 2.39 11/20/2023 0.24
Hawksmoor Mortgage Funding 2019-1 P 3.59 05/25/2053 0.24
Schweitzer-Mauduit International In 6.88 10/01/2026 0.24
Omnicare Inc 4.75 12/01/2022 0.23
Eurosail 2006-4np PLC 3.08 12/10/2044 0.23
WRKCo Inc 3.00 06/15/2033 0.23
Wynn Macau Ltd 4.88 10/01/2024 0.23
Great Hall Mortgages No 1 PLC 3.16 06/18/2039 0.23
Carnival Corp 10.50 02/01/2026 0.22
United Airlines Inc 4.38 04/15/2026 0.22
Exeter Automobile Receivables Trust 4.13 12/16/2024 0.22
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.21
Ghana Government International Bond 7.88 03/26/2027 0.21
Swiss Re Finance Luxembourg SA 5.00 04/02/2049 0.21
Ukraine Government International Bo 7.38 09/25/2032 0.21
Delta Air Lines Inc 7.38 01/15/2026 0.21
CPI Property Group SA 4.88 12/31/2049 0.21
Egypt Government International Bond 7.62 05/29/2032 0.21
Bausch Health Cos Inc 5.25 02/15/2031 0.20
Freddie Mac Structured Agency Credi 5.10 12/25/2028 0.20
Colombia Government International B 4.12 02/22/2042 0.20
Country Garden Holdings Co Ltd 5.40 05/27/2025 0.20
Ghana Government International Bond 7.75 04/07/2029 0.20
Cikarang Listrindo Tbk PT 4.95 09/14/2026 0.20
Fannie Mae Connecticut Avenue Secur 2.20 03/25/2031 0.20
Telefonica Europe BV 4.38 12/31/2099 0.20
Reliance Industries Ltd 4.88 02/10/2045 0.20
CHS/Community Health Systems Inc 8.00 03/15/2026 0.19
Repsol International Finance BV 3.75 12/31/2099 0.19
NTPC Ltd 2.75 02/01/2027 0.19
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.19
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.19
Citigroup Inc 3.88 12/31/2099 0.19
Erste Group Bank AG 4.25 12/31/2099 0.19
Ludgate Funding PLC 0.32 01/01/2061 0.18
Cooperatieve Rabobank UA 4.38 12/31/2099 0.18
Telefonica Europe BV 2.88 12/31/2099 0.18
Indonesia Asahan Aluminium Persero 5.45 05/15/2030 0.18
Bayer AG 2.38 11/12/2079 0.18
JSW Steel Ltd 3.95 04/05/2027 0.18
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.18
Cooperatieve Rabobank UA 3.25 12/31/2059 0.18
Universal Health Services Inc 2.65 10/15/2030 0.18
Deutsche Lufthansa AG 4.38 08/12/2075 0.17
American Credit Acceptance Receivab 3.41 06/12/2025 0.17
AT&T Inc 2.88 12/31/2099 0.17
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.17
Metinvest BV 8.50 04/23/2026 0.17
Transcanada Trust 5.88 08/15/2076 0.17
Barclays PLC 6.12 12/31/2099 0.17
Banco do Brasil SA/Cayman 9.00 12/31/2049 0.17
Dufry One BV 2.00 02/15/2027 0.16
Braskem Netherlands Finance BV 4.50 01/31/2030 0.16
Jabil Inc 3.00 01/15/2031 0.16
Muthoot Finance Ltd 4.40 09/02/2023 0.16
Argentine Republic Government Inter 0.50 07/09/2030 0.16
Takeda Pharmaceutical Co Ltd 3.17 07/09/2050 0.16
International Finance Corp 0.00 03/23/2038 0.16
Credit Suisse Group AG 5.25 12/31/2099 0.16
Indofood CBP Sukses Makmur Tbk PT 4.75 06/09/2051 0.16
Braskem Idesa SAPI 7.45 11/15/2029 0.16
Argentina Treasury Bond BONCER 4.00 04/27/2025 0.16
Logan Group Co Ltd 5.25 02/23/2023 0.16
Crown Castle International Corp 3.25 01/15/2051 0.16
Perusahaan Perseroan Persero PT Per 4.38 02/05/2050 0.16
Prudential PLC 4.88 12/31/2049 0.16
Societe Generale SA 4.75 12/31/2099 0.16
GMR Hyderabad International Airport 5.38 04/10/2024 0.15
Kenbourne Invest SA 4.70 01/22/2028 0.15
Angolan Government International Bo 8.00 11/26/2029 0.15
Danske Bank A/S 7.00 12/31/2099 0.15
MGM China Holdings Ltd 5.38 05/15/2024 0.15
HTA Group Ltd/Mauritius 7.00 12/18/2025 0.15
BRL/USD CFWD202214 01/04/2022 0.15
Egypt Government International Bond 4.75 04/16/2026 0.14
Egypt Government International Bond 8.50 01/31/2047 0.14
Banco Santander SA 4.38 12/31/2099 0.14
Prestige Auto Receivables Trust 201 2.70 10/15/2024 0.14
Santander Retail Auto Lease Trust 2 2.77 08/21/2023 0.14
Vodafone Group PLC 3.25 06/04/2081 0.14
Oriflame Investment Holding PLC 5.12 05/04/2026 0.14
MGM China Holdings Ltd 5.88 05/15/2026 0.14
Ukraine Government International Bo 6.88 05/21/2029 0.14
Guatemala Government Bond 4.90 06/01/2030 0.14
Ivory Coast Government Internationa 4.88 01/30/2032 0.14
Ecopetrol SA 4.62 11/02/2031 0.14
Romanian Government International B 2.00 04/14/2033 0.13
Expedia Group Inc 2.95 03/15/2031 0.13
Camelot Finance SA 4.50 11/01/2026 0.13
Seagate HDD Cayman 4.12 01/15/2031 0.13
CME Group Inc 03/11/2026 0.13
Dell Equipment Finance Trust 2019-2 2.48 04/22/2025 0.13
Nemak SAB de CV 3.62 06/28/2031 0.13
Petrofac Ltd 9.75 11/15/2026 0.13
Adani Green Energy Ltd 4.38 09/08/2024 0.13
Petroleos Mexicanos 6.70 02/16/2032 0.12
Ukraine Government International Bo 8.99 02/01/2024 0.12
Freddie Mac Multifamily Structured 0.95 05/25/2029 0.12
BP Capital Markets PLC 4.88 12/31/2049 0.12
Eurohome UK Mortgages 2007-2 plc 1.50 09/15/2044 0.12
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.12
Cemex SAB de CV 5.45 11/19/2029 0.12
Schweitzer-Mauduit International In 4.50 04/20/2028 0.12
IRB Holding Corp 4.25 12/01/2027 0.11
Credit Agricole SA 7.50 12/31/2049 0.11
Delta Air Lines Inc 7.00 05/01/2025 0.11
Nationwide Building Society 5.75 12/31/2099 0.11
IM Pastor 4 FTA 0.00 03/22/2044 0.11
Cemex SAB de CV 3.88 07/11/2031 0.11
Cemex SAB de CV 5.12 12/31/2049 0.11
Fannie Mae Connecticut Avenue Secur 2.95 11/25/2029 0.11
Gatwick Funding Ltd 3.25 02/26/2048 0.11
Cox Communications Inc 2.95 10/01/2050 0.11
Guatemala Government Bond 3.70 10/07/2033 0.11
BNP Paribas SA 7.38 12/31/2049 0.11
Egypt Government International Bond 6.59 02/21/2028 0.11
Freddie Mac Structured Agency Credi 1.90 07/25/2030 0.11
Azul Investments LLP 7.25 06/15/2026 0.11
Stillwater Mining Co 4.00 11/16/2026 0.11
Sasol Financing USA LLC 4.38 09/18/2026 0.10
Freeport-McMoRan Inc 5.40 11/14/2034 0.10
Uzbekneftegaz JSC 4.75 11/16/2028 0.10
Eurohome UK Mortgages 2007 -1 PLC 1.00 06/15/2044 0.10
Lamar Media Corp 4.00 02/15/2030 0.10
Lusitano Mortgages No 5 PLC 0.41 07/15/2059 0.10
Viatris Inc 3.85 06/22/2040 0.10
CaixaBank SA 5.88 12/31/2099 0.10
Carmax Auto Owner Trust 2019-3 2.85 01/15/2026 0.10
Group 1 Automotive Inc 4.00 08/15/2028 0.10
Allison Transmission Inc 3.75 01/30/2031 0.10
Dominican Republic International Bo 4.88 09/23/2032 0.10
Plains All American Pipeline LP / P 3.80 09/15/2030 0.10
AUD/USD CFWD2022316 03/16/2022 0.10
Mattel Inc 6.20 10/01/2040 0.10
Ukraine Government International Bo 1.26 05/31/2040 0.10
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.10
MGM Resorts International 6.00 03/15/2023 0.10
Commerzbank AG 6.12 12/31/2059 0.10
Credit Agricole SA 4.00 12/31/2049 0.10
CME Group Inc 05/29/2031 0.10
Carriage Services Inc 4.25 05/15/2029 0.09
KBC Group NV 4.75 12/31/2049 0.09
Braskem Idesa SAPI 6.99 02/20/2032 0.09
UniCredit SpA 5.38 12/31/2099 0.09
M&G PLC 6.50 10/20/2048 0.09
Banco Mercantil del Norte SA/Grand 8.38 12/31/2049 0.09
CIFI Holdings Group Co Ltd 6.45 11/07/2024 0.09
Mattel Inc 5.45 11/01/2041 0.09
Nigeria Government International Bo 7.88 02/16/2032 0.09
Electricite de France SA 3.00 12/31/2099 0.09
B2W Digital Lux Sarl 4.38 12/20/2030 0.09
Heimstaden Bostad AB 3.38 12/31/2049 0.09
Northern Oil and Gas Inc 8.12 03/01/2028 0.09
Klabin Austria GmbH 7.00 04/03/2049 0.09
abrdn plc 4.25 06/30/2028 0.09
HSBC Holdings PLC 6.50 12/31/2099 0.08
Accor SA 2.62 12/31/2049 0.08
Lamar Media Corp 4.88 01/15/2029 0.08
Bristow Group Inc 6.88 03/01/2028 0.08
International Consolidated Airlines 1.50 07/04/2027 0.08
Credit Suisse Group AG 7.50 12/31/2059 0.08
Eskom Holdings SOC Ltd 6.35 08/10/2028 0.08
Banco Bilbao Vizcaya Argentaria SA 6.50 12/31/2099 0.08
Banco Santander SA 3.62 12/31/2049 0.08
iStar Inc 4.75 10/01/2024 0.08
HSBC Holdings PLC 6.38 12/31/2099 0.08
Oasis Midstream Partners LP / OMP F 8.00 04/01/2029 0.08
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.08
International Consolidated Airlines 2.75 03/25/2025 0.08
Volkswagen International Finance NV 4.62 12/31/2059 0.08
Level 3 Financing Inc 3.75 07/15/2029 0.08
Credit Suisse Group AG 7.50 12/31/2049 0.08
PetSmart LLC 4.50 02/11/2028 0.08
CSN Inova Ventures 6.75 01/28/2028 0.08
Taylor Morrison Communities Inc 6.62 07/15/2027 0.08
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.08
SBA Communications Corp 3.88 02/15/2027 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Crowdstrike Holdings Inc 3.00 02/15/2029 0.08
CSC Holdings LLC 5.75 01/15/2030 0.08
Ford Motor Credit Co LLC 5.11 05/03/2029 0.08
CIFI Holdings Group Co Ltd 6.00 07/16/2025 0.08
Melco Resorts Finance Ltd 5.75 07/21/2028 0.08
AES Andes SA 6.35 10/07/2079 0.08
Alpek SAB de CV 3.25 02/25/2031 0.08
Pakistan Government International B 8.88 04/08/2051 0.08
Prestige Brands Inc 3.75 04/01/2031 0.08
Banco Mercantil del Norte SA/Grand 5.88 12/31/2049 0.08
OneMain Finance Corp 7.12 03/15/2026 0.08
Rayonier AM Products Inc 7.62 01/15/2026 0.08
Coriolanus DAC 0.00 04/30/2025 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
DaVita Inc 3.75 02/15/2031 0.07
Sensata Technologies BV 4.88 10/15/2023 0.07
Standard Chartered PLC 4.30 12/31/2049 0.07
Republic of South Africa Government 5.65 09/27/2047 0.07
Freddie Mac STACR Trust 2019-HRP1 1.50 02/25/2049 0.07
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.07
Sonic Automotive Inc 4.62 11/15/2029 0.07
Logan Group Co Ltd 7.50 08/25/2022 0.07
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.07
Suzano Austria GmbH 2.50 09/15/2028 0.07
Egypt Government International Bond 8.88 05/29/2050 0.07
Republic of South Africa Government 5.00 10/12/2046 0.07
HCA Inc 4.12 06/15/2029 0.07
Talen Energy Supply LLC 7.62 06/01/2028 0.07
Morgan Stanley Bank of America Merr 3.46 05/15/2046 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.07
CHS/Community Health Systems Inc 8.00 12/15/2027 0.07
African Development Bank 0.00 01/17/2050 0.07
Dominican Republic International Bo 5.30 01/21/2041 0.07
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Ecuador Government International Bo 5.00 07/31/2030 0.06
Asbury Automotive Group Inc 4.62 11/15/2029 0.06
Clearway Energy Operating LLC 4.75 03/15/2028 0.06
Sunoco LP / Sunoco Finance Corp 5.88 03/15/2028 0.06
Diversified Healthcare Trust 9.75 06/15/2025 0.06
Scientific Games International Inc 8.25 03/15/2026 0.06
Mexican Bonos 7.75 11/13/2042 0.06
Alba 2007-1 PLC 3.47 03/17/2039 0.06
Iraq International Bond 5.80 01/15/2028 0.06
Mastr Asset Backed Securities Trust 0.20 08/25/2036 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Terminix Co LLC/The 7.45 08/15/2027 0.06
Freddie Mac Structured Agency Credi 4.75 10/25/2028 0.06
OneMain Finance Corp 6.88 03/15/2025 0.06
Clarivate Science Holdings Corp 4.88 07/01/2029 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Graham Packaging Co Inc 3.75 08/04/2027 0.06
Centene Corp 4.62 12/15/2029 0.06
USA Compression Partners LP / USA C 6.88 09/01/2027 0.06
Hess Midstream Operations LP 5.62 02/15/2026 0.06
Surgery Center Holdings Inc 4.50 09/03/2026 0.06
Global Medical Response Inc 5.25 10/02/2025 0.06
American Builders & Contractors Sup 4.00 01/15/2028 0.06
Flex Acquisition Co Inc 3.13 06/29/2025 0.06
Four Seasons Hotels Ltd 2.10 11/30/2023 0.06
United Natural Foods Inc 3.35 10/22/2025 0.06
Endo Luxembourg Finance Co I Sarl 5.75 03/10/2028 0.06
Sprint Capital Corp 8.75 03/15/2032 0.06
LCM Investments Holdings II LLC 4.88 05/01/2029 0.06
Altice France SA/France 8.12 02/01/2027 0.06
RHP Hotel Properties LP / RHP Finan 4.75 10/15/2027 0.06
Mohegan Gaming & Entertainment 8.00 02/01/2026 0.06
Cleveland-Cliffs Inc 9.88 10/17/2025 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Standard Industries Inc/NJ 5.00 02/15/2027 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
MPT Operating Partnership LP / MPT 4.62 08/01/2029 0.06
Scripps Escrow II Inc 3.88 01/15/2029 0.05
CTR Partnership LP / CareTrust Capi 3.88 06/30/2028 0.05
Lamar Media Corp 3.62 01/15/2031 0.05
Great Lakes Dredge & Dock Corp 5.25 06/01/2029 0.05
Credit Acceptance Auto Loan Trust 2 3.94 06/15/2028 0.05
Gartner Inc 4.50 07/01/2028 0.05
Vistra Operations Co LLC 4.38 05/01/2029 0.05
Rockcliff Energy II LLC 5.50 10/15/2029 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
CSC Holdings LLC 5.50 04/15/2027 0.05
Lithia Motors Inc 3.88 06/01/2029 0.05
Tallgrass Energy Partners LP / Tall 5.50 01/15/2028 0.05
SunCoke Energy Inc 4.88 06/30/2029 0.05
Midwest Gaming Borrower LLC / Midwe 4.88 05/01/2029 0.05
LCH.Clearnet LLC 05/04/2026 0.05
CME Group Inc 11/29/2030 0.05
Coriolanus DAC 0.00 04/30/2025 0.05
Kraft Heinz Foods Co 4.38 06/01/2046 0.05
NESCO Holdings II Inc 5.50 04/15/2029 0.05
CNX Midstream Partners LP 4.75 04/15/2030 0.05
Wynn Resorts Finance LLC / Wynn Res 5.12 10/01/2029 0.05
Encompass Health Corp 4.50 02/01/2028 0.05
Papa John's International Inc 3.88 09/15/2029 0.05
Goldman Sachs International 04/06/2026 0.05
Goldman Sachs International 04/09/2026 0.05
Everi Holdings Inc 5.00 07/15/2029 0.05
LCH.Clearnet LLC 05/05/2026 0.05
Mueller Water Products Inc 4.00 06/15/2029 0.05
Trinseo Materials Operating SCA / T 5.12 04/01/2029 0.05
Civitas Resources Inc 5.00 10/15/2026 0.05
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.05
CME Group Inc 05/29/2031 0.05
Valvoline Inc 3.62 06/15/2031 0.05
Calpine Corp 3.75 03/01/2031 0.05
Ritchie Bros Holdings Inc 4.75 12/15/2031 0.05
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.05
Macy's Retail Holdings LLC 5.88 04/01/2029 0.05
Ardagh Metal Packaging Finance USA 3.25 09/01/2028 0.05
Gap Inc/The 3.62 10/01/2029 0.05
1011778 BC ULC / New Red Finance In 4.00 10/15/2030 0.05
Gray Television Inc 7.00 05/15/2027 0.05
WMG Acquisition Corp 3.75 12/01/2029 0.05
Callon Petroleum Co 8.00 08/01/2028 0.05
Audacy Capital Corp 6.75 03/31/2029 0.05
CME Group Inc 01/29/2031 0.05
Shimao Group Holdings Ltd 6.12 02/21/2024 0.05
Bausch Health Americas Inc 2.85 11/27/2025 0.05
SM Energy Co 10.00 01/15/2025 0.05
Rockies Express Pipeline LLC 4.80 05/15/2030 0.05
LCH.Clearnet LLC 12/06/2031 0.05
TMF TRUST COMPANY (ARGENTINA) S.A. 0.05
Kontoor Brands Inc 4.12 11/15/2029 0.05
Service Properties Trust 4.50 03/15/2025 0.05
Ardagh Packaging Finance PLC / Arda 5.25 04/30/2025 0.05
LCH.Clearnet LLC 09/27/2026 0.05
Lumen Technologies Inc 7.60 09/15/2039 0.05
Shimao Group Holdings Ltd 5.60 07/15/2026 0.05
EnPro Industries Inc 5.75 10/15/2026 0.05
Connecticut Avenue Securities Trust 2.50 04/25/2031 0.05
El Salvador Government Internationa 8.25 04/10/2032 0.05
LCH.Clearnet LLC 10/01/2026 0.05
Fannie Mae Connecticut Avenue Secur 2.50 05/25/2030 0.05
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.05
NGL Energy Operating LLC / NGL Ener 7.50 02/01/2026 0.04
Precision Drilling Corp 6.88 01/15/2029 0.04
Dun & Bradstreet Corp/The 3.35 02/06/2026 0.04
OCI NV 4.62 10/15/2025 0.04
HCA Inc 5.62 09/01/2028 0.04
Rockies Express Pipeline LLC 6.88 04/15/2040 0.04
Intrado Corp 5.38 07/15/2022 0.04
Sirius XM Radio Inc 4.00 07/15/2028 0.04
JB Poindexter & Co Inc 7.12 04/15/2026 0.04
USD/CAD CFWD2022513 05/13/2022 0.04
Bank of America NA 12/05/2022 0.04
Kraft Heinz Foods Co 5.00 06/04/2042 0.04
Vistra Operations Co LLC 5.00 07/31/2027 0.04
Powerlong Real Estate Holdings Ltd 6.25 08/10/2024 0.04
KWG Group Holdings Ltd 5.88 11/10/2024 0.04
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.04
Netflix Inc 5.88 11/15/2028 0.04
Bank of America NA 09/20/2022 0.04
Gray Escrow II Inc 5.38 11/15/2031 0.04
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.04
Netflix Inc 5.38 11/15/2029 0.04
Navient Corp 6.12 03/25/2024 0.04
Sirius XM Radio Inc 3.12 09/01/2026 0.04
MXN/USD CFWD2022316 03/16/2022 0.04
Marriott International Inc/MD 4.62 06/15/2030 0.04
Bath & Body Works Inc 6.88 11/01/2035 0.04
OneMain Finance Corp 5.38 11/15/2029 0.04
Valaris Ltd 8.25 04/30/2028 0.04
PetSmart Inc / PetSmart Finance Cor 7.75 02/15/2029 0.04
Hilcorp Energy I LP / Hilcorp Finan 6.25 11/01/2028 0.04
Occidental Petroleum Corp 6.20 03/15/2040 0.04
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.04
Navient Corp 5.00 03/15/2027 0.03
CZK/USD CFWD2022316 03/16/2022 0.03
Occidental Petroleum Corp 6.12 01/01/2031 0.03
El Salvador Government Internationa 7.75 01/24/2023 0.03
CCO Holdings LLC / CCO Holdings Cap 5.12 05/01/2027 0.03
FirstCash Inc 5.62 01/01/2030 0.03
USD P CNH C @6.340000 EO 03/21/2022 0.03
EnerSys 5.00 04/30/2023 0.03
Klabin Austria GmbH 5.75 04/03/2029 0.03
Genesis Energy LP / Genesis Energy 6.25 05/15/2026 0.03
KWG Group Holdings Ltd 5.95 08/10/2025 0.03
DaVita Inc 4.62 06/01/2030 0.03
Ford Motor Credit Co LLC 4.39 01/08/2026 0.03
Clearway Energy Operating LLC 3.75 02/15/2031 0.03
Altice France SA/France 5.12 07/15/2029 0.03
Targa Resources Partners LP / Targa 5.00 01/15/2028 0.03
Dana Inc 5.62 06/15/2028 0.03
Altice France SA/France 5.50 10/15/2029 0.03
Morgan Stanley Bank of America Merr 4.86 02/15/2047 0.03
Ford Motor Co 4.75 01/15/2043 0.03
CIFI Holdings Group Co Ltd 6.55 03/28/2024 0.03
Macy's Retail Holdings LLC 4.50 12/15/2034 0.03
Iliad Holding SASU 7.00 10/15/2028 0.03
Consolidated Energy Finance SA 5.62 10/15/2028 0.03
DT Auto Owner Trust 2019-2 3.48 02/18/2025 0.03
Covanta Holding Corp 5.00 09/01/2030 0.03
Dell Equipment Finance Trust 2019-1 3.14 03/22/2024 0.03
Gatwick Funding Ltd 3.12 09/28/2039 0.03
Sensata Technologies BV 4.00 04/15/2029 0.03
Citigroup Commercial Mortgage Trust 1.08 10/12/2050 0.03
Logan Group Co Ltd 4.25 07/12/2025 0.03
CSC Holdings LLC 4.50 11/15/2031 0.03
Navient Corp 5.88 10/25/2024 0.03
OneMain Finance Corp 3.88 09/15/2028 0.03
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.03
Navient Corp 6.75 06/25/2025 0.03
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.03
NGL Energy Partners LP / NGL Energy 6.12 03/01/2025 0.03
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.03
Gartner Inc 3.62 06/15/2029 0.03
USD/JPY CFWD2022316 03/16/2022 0.03
HCA Inc 5.88 02/01/2029 0.03
Diversified Healthcare Trust 4.75 05/01/2024 0.03
Connecticut Avenue Securities Trust 2.25 09/25/2031 0.03
NOK/USD CFWD2022316 03/16/2022 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
SM Energy Co 6.75 09/15/2026 0.02
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.02
AUD/USD CFWD2022316 03/16/2022 0.02
Bath & Body Works Inc 7.50 06/15/2029 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
LCH.Clearnet LLC 12/02/2031 0.02
Ford Motor Credit Co LLC 3.38 11/13/2025 0.02
SCIL IV LLC / SCIL USA Holdings LLC 5.38 11/01/2026 0.02
CarMax Auto Owner Trust 2018-1 3.37 07/15/2024 0.02
Country Garden Holdings Co Ltd 5.12 01/17/2025 0.02
JPMorgan Chase Bank NA 11/10/2022 0.02
CNH Equipment Trust 2017-C 2.54 05/15/2025 0.02
Occidental Petroleum Corp 4.10 02/15/2047 0.02
NFP Corp 4.88 08/15/2028 0.02
El Salvador Government Internationa 5.88 01/30/2025 0.02
Occidental Petroleum Corp 6.95 07/01/2024 0.02
Bausch Health Cos Inc 5.75 08/15/2027 0.02
Goldman Sachs International 5.00 12/20/2025 0.02
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.02
Dana Inc 5.38 11/15/2027 0.02
Goldman Sachs International 05/17/2022 0.02
Ford Motor Credit Co LLC 5.12 06/16/2025 0.02
iStar Inc 5.50 02/15/2026 0.02
Eagle Intermediate Global Holding B 7.50 05/01/2025 0.02
Virgin Media Finance PLC 5.00 07/15/2030 0.02
Hilcorp Energy I LP / Hilcorp Finan 5.75 02/01/2029 0.02
Valaris Ltd 8.25 04/30/2028 0.02
Vistra Operations Co LLC 5.62 02/15/2027 0.02
Merrill Lynch & Co Inc 02/03/2022 0.02
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.02
Weatherford International Ltd 6.50 09/15/2028 0.02
Dun & Bradstreet Corp/The 6.88 08/15/2026 0.02
Chicago Mercantile Exchange Inc 01/04/2027 0.02
Genesis Energy LP / Genesis Energy 6.50 10/01/2025 0.02
USD P INR C @74.5000 EO 02/24/2022 0.02
USD P CNH C @6.380000 DO 6.31 02/24/2022 0.02
NZD/USD CFWD2022316 03/16/2022 0.02
DISH DBS Corp 7.75 07/01/2026 0.02
Diversified Healthcare Trust 4.38 03/01/2031 0.02
UBS Commercial Mortgage Trust 2017- 0.99 11/15/2050 0.02
MXN/USD CFWD2022316 03/16/2022 0.02
NZD/USD CFWD2022316 03/16/2022 0.02
LCH.Clearnet LLC 02/11/2031 0.02
LCH.Clearnet LLC 01/27/2031 0.02
LCH.Clearnet LLC 01/29/2031 0.02
Navient Corp 6.75 06/15/2026 0.02
Navient Corp 5.62 08/01/2033 0.01
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.01
CCG Receivables Trust 3.22 09/14/2026 0.01
AUD/USD CFWD2022316 03/16/2022 0.01
Match Group Holdings II LLC 4.62 06/01/2028 0.01
Benchmark 2018-B1 Mortgage Trust 0.50 01/15/2051 0.01
Asbury Automotive Group Inc 4.50 03/01/2028 0.01
INR/USD CFWD2022316 03/16/2022 0.01
Clarios Global LP 6.75 05/15/2025 0.01
Wells Fargo Commercial Mortgage Tru 0.88 12/15/2050 0.01
COVERT MERGECO INC 4.88 12/01/2029 0.01
Iliad Holding SASU 6.50 10/15/2026 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
Radiology Partners Inc 4.36 07/09/2025 0.01
Fannie Mae REMICS 23.83 06/25/2036 0.01
MXN/USD CFWD2022114 01/14/2022 0.01
Cinemark USA Inc 5.88 03/15/2026 0.01
CSC Holdings LLC 5.88 09/15/2022 0.01
Clarios Global LP / Clarios US Fina 8.50 05/15/2027 0.01
Occidental Petroleum Corp 8.50 07/15/2027 0.01
Connecticut Avenue Securities Trust 2.40 08/25/2031 0.01
JPMorgan Chase Bank NA 5.00 12/20/2025 0.01
DISH Network Corp Conv Bnd 3.38 08/15/2026 0.01
Fannie Mae REMICS 24.19 03/25/2036 0.01
Targa Resources Partners LP / Targa 4.88 02/01/2031 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
NGL Energy Partners LP / NGL Energy 7.50 04/15/2026 0.01
Targa Resources Partners LP / Targa 5.50 03/01/2030 0.01
Vistra Operations Co LLC 5.50 09/01/2026 0.01
CSC Holdings LLC 5.00 11/15/2031 0.01
NOK/USD CFWD2022316 03/16/2022 0.01
HCA Inc 5.88 02/15/2026 0.01
Dun & Bradstreet Corp/The 5.00 12/15/2029 0.01
Freeport-McMoRan Inc 5.45 03/15/2043 0.01
CAD/USD CFWD2022316 03/16/2022 0.01
NOK/USD CFWD2022316 03/16/2022 0.01
CAD/USD CFWD2022316 03/16/2022 0.01
Talen Energy Supply LLC 7.25 05/15/2027 0.01
JPMorgan Chase Bank NA 03/09/2022 0.01
Targa Resources Partners LP / Targa 6.50 07/15/2027 0.01
CME Group Inc 01/02/2024 0.01
Covanta Holding Corp 3.00 11/17/2028 0.01
Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 0.01
LCH.Clearnet LLC 07/12/2053 0.01
USD/CLP CFWD2022316 03/16/2022 0.01
Freddie Mac REMICS 24.35 08/15/2035 0.01
Sprint Corp 7.62 03/01/2026 0.01
CSC Holdings LLC 4.62 12/01/2030 0.01
CNY/USD CFWD2022316 03/16/2022 0.01
CLAIRES HOLDINGS LLC 0.01
MXN/USD CFWD2022110 01/10/2022 0.01
Bank of America NA 02/15/2022 0.01
International Finance Corp 0.00 02/15/2029 0.01
Vistra Corp 7.00 12/31/2059 0.01
CD 2017-CD6 Mortgage Trust 0.92 11/13/2050 0.01
Morgan Stanley Capital I 2017-HR2 0.78 12/15/2050 0.01
Claire's Stores Inc 6.60 12/18/2026 0.01
GBP/USD CFWD2022316 03/16/2022 0.01
Goldman Sachs International 02/10/2022 0.01
CME Group Inc 01/02/2024 0.01
BRL/USD CFWD202222 02/02/2022 0.01
Nabors Industries Inc 7.38 05/15/2027 0.01
Fannie Mae Grantor Trust 2001-T10 0.37 12/25/2041 0.01
Fannie Mae REMICS 6.44 06/25/2037 0.01
LCH.Clearnet LLC 06/07/2053 0.01
Civitas Resources Inc 0.01
LCH.Clearnet LLC 02/15/2031 0.01
Sensata Technologies BV 5.62 11/01/2024 0.01
Roller Bearing Co of America Inc 4.38 10/15/2029 0.01
Citigroup Mortgage Loan Trust 2006- 2.48 10/25/2035 0.01
Fannie Mae REMICS 6.00 01/25/2032 0.01
Government National Mortgage Associ 6.54 04/16/2041 0.01
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.01
USD P THB C @33.2500 DO 32.3500 03/22/2022 0.01
JPMorgan Chase Bank NA 5.00 12/20/2023 0.01
Credit Acceptance Auto Loan Trust 2 3.75 04/17/2028 0.01
SEK/USD CFWD2022316 03/16/2022 0.01
MXN/USD CFWD2022316 03/16/2022 0.01
JPMorgan Chase Bank NA 5.00 12/20/2022 0.00
Fannie Mae REMICS 6.60 05/25/2035 0.00
BRL/USD CFWD202222 02/02/2022 0.00
BRL/USD CFWD202214 01/04/2022 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Fannie Mae REMICS 7.13 09/25/2036 0.00
Murray Energy Corp 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
Precision Drilling Corp 7.12 01/15/2026 0.00
Fannie Mae REMICS 6.05 12/25/2042 0.00
Intercontinental Exchange Inc 1.00 12/20/2026 0.00
Government National Mortgage Associ 6.44 04/16/2037 0.00
Freddie Mac REMICS 6.61 05/15/2035 0.00
Fannie Mae REMICS 1.04 06/25/2037 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
THB/USD CFWD2022316 03/16/2022 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Fannie Mae REMICS 0.60 12/25/2032 0.00
CCG Receivables Trust 3.57 09/14/2026 0.00
Fannie Mae REMICS 8.10 01/25/2033 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
GSR Mortgage Loan Trust 2005-AR4 3.02 07/25/2035 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Fannie Mae REMICS 1.10 04/25/2032 0.00
Freddie Mac REMICS 6.59 01/15/2035 0.00
Hellenic Republic Government Bond 0.00 10/15/2042 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Freddie Mac REMICS 1.11 02/15/2032 0.00
Freddie Mac REMICS 6.04 07/15/2035 0.00
JP Morgan Mortgage Trust 2007-A1 2.42 07/25/2035 0.00
Freddie Mac REMICS 1.11 02/15/2032 0.00
Freddie Mac REMICS 1.11 03/15/2032 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Goldman Sachs International 02/10/2022 0.00
Party City Holdco Inc 0.00
Freddie Mac REMICS 1.11 02/15/2032 0.00
COMM 2012-CCRE5 Mortgage Trust 1.50 12/10/2045 0.00
Fannie Mae REMICS 6.50 05/25/2035 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Morgan Stanley Capital Services LLC 01/14/2022 0.00
MXN/USD CFWD2022316 03/16/2022 0.00
Freddie Mac REMICS 5.96 05/15/2038 0.00
Fannie Mae REMICS 0.50 11/25/2033 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
LCH.Clearnet LLC 12/15/2031 0.00
Fannie Mae REMICS 0.60 10/18/2032 0.00
Goldman Sachs International 05/12/2022 0.00
JPMorgan Chase Bank NA 03/30/2022 0.00
Freddie Mac REMICS 1.50 07/15/2023 0.00
BRL/USD CFWD202214 01/04/2022 0.00
Freddie Mac REMICS 6.94 10/15/2033 0.00
Goldman Sachs International 5.00 12/20/2024 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae Grantor Trust 2001-T3 0.64 11/25/2040 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 8.15 05/25/2033 0.00
Fannie Mae REMICS 7.45 10/25/2033 0.00
WaMu Mortgage Pass-Through Certific 2.49 10/25/2033 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Intercontinental Exchange Inc 1.00 12/20/2026 0.00
Civitas Resources Inc 7.50 04/30/2026 0.00
Freddie Mac REMICS 6.89 12/15/2037 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Fannie Mae REMICS 6.65 05/25/2035 0.00
LCH.Clearnet LLC 02/24/2031 0.00
Fannie Mae REMICS 6.45 10/25/2041 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
GBP/USD CFWD2022316 03/16/2022 0.00
Murray Energy Corp 12.00 04/15/2024 0.00
LCH.Clearnet LLC 07/15/2031 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Fannie Mae REMICS 7.80 11/18/2031 0.00
Freddie Mac REMICS 6.61 05/15/2035 0.00
Bank of America NA 02/23/2022 0.00
CNY/USD CFWD2022316 03/16/2022 0.00
JPMorgan Chase Bank NA 5.00 12/20/2023 0.00
JPMorgan Chase Bank NA 01/17/2022 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
RUB/USD CFWD2022324 03/24/2022 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Fannie Mae REMICS 1.10 04/25/2032 0.00
MCDERMOTT INTERNATIONAL LTD Wts 0.00
Freddie Mac REMICS 6.14 12/15/2039 0.00
CWHEQ Revolving Home Equity Loan Tr 0.26 11/15/2036 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae REMICS 1.10 09/25/2032 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
JPMorgan Chase Bank NA 02/07/2022 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Fannie Mae REMICS 5.95 03/25/2035 0.00
Covanta Holding Corp 3.00 11/17/2028 0.00
Fannie Mae REMICS 8.15 02/25/2033 0.00
BRL/USD CFWD202214 01/04/2022 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 Interest Strip 6.00 12/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Mcdermott International Ltd 0.00
Fannie Mae REMICS 8.00 12/18/2032 0.00
Fannie Mae REMICS 7.90 07/25/2032 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae REMICS 7.90 03/18/2032 0.00
Fannie Mae REMICS 1.10 12/25/2032 0.00
CWHEQ Revolving Home Equity Loan Tr 0.34 12/15/2035 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
USD/JPY CFWD2022316 03/16/2022 0.00
Freddie Mac REMICS 0.76 07/15/2029 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Fannie Mae REMICS 8.00 03/25/2032 0.00
JPMorgan Chase Bank NA 5.00 12/20/2023 0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 7.90 07/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
McDermott - Warrants A 0.00
Fannie Mae REMICS 7.50 06/25/2026 0.00
Morgan Stanley Capital Services LLC 02/16/2022 0.00
Freddie Mac REMICS 7.99 06/15/2029 0.00
Freddie Mac REMICS 5.89 04/15/2038 0.00
Freddie Mac REMICS 5.89 03/15/2024 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Fannie Mae REMICS 8.00 04/25/2032 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
JPMorgan Chase Bank NA 01/28/2022 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac REMICS 0.56 02/15/2029 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Goldman Sachs International 08/26/2021 0.00
Lehman Structured Securities Corp 0.00 07/26/2024 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Intercontinental Exchange Inc 1.00 12/20/2026 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Freddie Mac REMICS 0.61 01/15/2033 0.00
Fannie Mae REMICS 6.90 04/25/2032 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae REMICS 8.00 12/18/2032 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Fannie Mae REMICS 7.70 04/25/2032 0.00
Fannie Mae REMICS 7.90 09/25/2032 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Fannie Mae REMICS 7.85 01/25/2032 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Bank of America NA 01/14/2022 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
JPMorgan Chase Bank NA 1.00 12/20/2021 0.00
BRL/USD CFWD202214 01/04/2022 0.00
Freddie Mac REMICS 6.64 02/15/2035 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Fannie Mae REMICS 5.95 07/25/2038 0.00
Freddie Mac REMICS 8.84 08/15/2029 0.00
UBS AG 02/18/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 8.00 04/15/2028 0.00
Sabine Oil & Gas Holdings Inc 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Fannie Mae REMICS 6.65 03/25/2035 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Pool 8.50 07/01/2032 0.00
Fannie Mae Pool 7.00 08/01/2022 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
SEK/USD CFWD2022316 03/16/2022 0.00
Freddie Mac REMICS 8.59 07/17/2028 0.00
ZAR/USD CFWD2022316 03/16/2022 0.00
Freddie Mac Gold Pool 6.50 09/01/2022 0.00
Freddie Mac Gold Pool 6.00 10/01/2022 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 7.00 06/01/2022 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Ginnie Mae II Pool 1.62 07/20/2027 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Vendee Mortgage Trust 1995-2 0.79 06/15/2025 0.00
Fannie Mae Pool 5.50 08/01/2022 0.00
Fannie Mae Pool 7.00 07/01/2022 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Fannie Mae REMICS 7.80 12/18/2031 0.00
USD/CLP CFWD2022210 02/10/2022 0.00
Fannie Mae REMICS 7.80 11/25/2031 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 5.50 07/01/2022 0.00
Freddie Mac REMICS 8.59 07/17/2028 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Fannie Mae Interest Strip 7.50 05/25/2023 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Bank of America NA 01/14/2022 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Interest Strip 7.50 10/25/2023 0.00
Fannie Mae REMICS 5.50 06/25/2023 0.00
Freddie Mac Gold Pool 6.50 02/01/2022 0.00
Fannie Mae Pool 5.50 05/01/2022 0.00
Goldman Sachs International 01/12/2022 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Fannie Mae Interest Strip 7.50 11/25/2023 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
EUR/USD CFWD2022316 03/16/2022 0.00
Capital Lease Funding Securitizatio 1.51 06/22/2024 0.00
Fannie Mae REMICS 6.60 02/25/2024 0.00
Vendee Mortgage Trust 1992-2 0.00 09/15/2022 0.00
Fannie Mae Pool 5.50 02/01/2022 0.00
Vendee Mortgage Trust 1995-3 0.00 09/15/2025 0.00
Deutsche Mortgage Securities Inc 0.54 07/22/2036 0.00
MOS RU-MTG TRS 5.00 08/22/2034 0.00
Goldman Sachs International 01/12/2022 -0.00
Bank of America NA 01/04/2022 -0.00
USD/RUB CFWD2022316 03/16/2022 -0.00
Intercontinental Exchange Inc 1.00 12/20/2026 -0.00
USD/MXN CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/GBP CFWD2022316 03/16/2022 -0.00
LCH.Clearnet LLC 11/30/2031 -0.00
ZAR/USD CFWD2022316 03/16/2022 -0.00
Intercontinental Exchange Inc 1.00 12/20/2026 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
Merrill Lynch & Co Inc 02/03/2022 -0.00
Intercontinental Exchange Inc 1.00 12/20/2024 -0.00
ZAR/USD CFWD2022316 03/16/2022 -0.00
Goldman Sachs International 01/19/2022 -0.00
USD/GBP CFWD2022316 03/16/2022 -0.00
Morgan Stanley Capital Services LLC 02/08/2022 -0.00
USD/MXN CFWD2022316 03/16/2022 -0.00
Bank of America NA 02/03/2022 -0.00
Goldman Sachs International 01/19/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/ZAR CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/BRL CFWD202214 01/04/2022 -0.00
Goldman Sachs International 01/19/2022 -0.00
Intercontinental Exchange Inc 5.00 12/20/2026 -0.00
Intercontinental Exchange Inc 1.00 12/20/2026 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
MXN/USD CFWD2022110 01/10/2022 -0.00
USD/ZAR CFWD2022316 03/16/2022 -0.00
CME Group Inc 01/02/2023 -0.00
USD/CAD CFWD2022316 03/16/2022 -0.00
CME Group Inc 01/02/2023 -0.00
USD/CAD CFWD2022316 03/16/2022 -0.00
LCH.Clearnet LLC 12/17/2026 -0.00
CME Group Inc 01/02/2025 -0.00
CME Group Inc 01/02/2025 -0.00
USD/GBP CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
LCH.Clearnet LLC 10/19/2026 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/CNY CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
LCH.Clearnet LLC 10/11/2026 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
USD/EUR CFWD2022316 03/16/2022 -0.00
CME Group Inc 01/02/2023 -0.00
USD/BRL CFWD202222 02/02/2022 -0.00
JPY/USD CFWD2022316 03/16/2022 -0.00
USD/BRL CFWD202214 01/04/2022 -0.00
Morgan Stanley Capital Services LLC 02/08/2022 -0.00
USD/RUB CFWD2022316 03/16/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
USD/SEK CFWD2022316 03/16/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
JPMorgan Chase Bank NA 12/08/2022 -0.01
USD C INR P @77.0000 EO 03/15/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
USD/RUB CFWD2022316 03/16/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
JPMorgan Chase Bank NA 03/16/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
JPMorgan Chase Bank NA 12/08/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/BRL CFWD202214 01/04/2022 -0.01
Intercontinental Exchange Inc 1.00 12/20/2026 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/NZD CFWD2022316 03/16/2022 -0.01
USD/ZAR CFWD2022316 03/16/2022 -0.01
LCH.Clearnet LLC 10/20/2022 -0.01
LCH.Clearnet LLC 02/15/2036 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
Intercontinental Exchange Inc 1.00 12/20/2026 -0.01
LCH.Clearnet LLC 11/15/2051 -0.01
USD/AUD CFWD2022316 03/16/2022 -0.01
JPMorgan Chase Bank NA 12/08/2022 -0.01
USD/NOK CFWD2022316 03/16/2022 -0.01
USD/NOK CFWD2022316 03/16/2022 -0.01
CME Group Inc 06/16/2031 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
USD/CAD CFWD2022316 03/16/2022 -0.01
USD/MXN CFWD2022110 01/10/2022 -0.01
USD/EUR CFWD2022316 03/16/2022 -0.01
LCH.Clearnet LLC 02/03/2023 -0.01
Bank of America NA 09/20/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
Goldman Sachs International 01/17/2022 -0.01
USD/GBP CFWD2022316 03/16/2022 -0.01
USD/AUD CFWD2022316 03/16/2022 -0.01
JPMorgan Chase Bank NA 04/08/2022 -0.02
JPMorgan Chase Bank NA 03/16/2022 -0.02
USD/GBP CFWD2022316 03/16/2022 -0.02
USD/MXN CFWD2022316 03/16/2022 -0.02
Goldman Sachs International 04/09/2026 -0.02
USD/CNY CFWD2022316 03/16/2022 -0.02
USD/CAD CFWD2022316 03/16/2022 -0.02
LCH.Clearnet LLC 06/10/2022 -0.02
KRW/USD CFWD2022316 03/16/2022 -0.02
JPMorgan Chase Bank NA 08/23/2022 -0.02
CME Group Inc 01/04/2027 -0.02
LCH.Clearnet LLC 06/16/2023 -0.02
Goldman Sachs International 12/07/2022 -0.02
Goldman Sachs International 05/12/2022 -0.03
USD/AUD CFWD2022316 03/16/2022 -0.03
Goldman Sachs International 01/31/2022 -0.03
Bank of America NA 08/17/2024 -0.03
JPY/USD CFWD2022316 03/16/2022 -0.03
Goldman Sachs International 12/07/2022 -0.03
JPMorgan Chase Bank NA 12/08/2022 -0.03
JPMorgan Chase Bank NA 02/24/2022 -0.03
LCH.Clearnet LLC 11/19/2031 -0.03
Morgan Stanley Capital Services LLC 12/05/2022 -0.04
JPMorgan Chase Bank NA 04/28/2022 -0.04
LCH.Clearnet LLC 03/14/2023 -0.04
LCH.Clearnet LLC 10/04/2026 -0.05
LCH.Clearnet LLC 09/28/2026 -0.05
Morgan Stanley Capital Services LLC 12/05/2022 -0.05
USD/BRL CFWD202214 01/04/2022 -0.06
USD/MXN CFWD2022316 03/16/2022 -0.08
LCH.Clearnet LLC 02/04/2023 -0.08
Goldman Sachs International 03/25/2026 -0.08
JPMorgan Chase Bank NA 02/18/2022 -0.09
Goldman Sachs International 09/15/2022 -0.14
USD/BRL CFWD202222 02/02/2022 -0.15
CME Group Inc 07/23/2025 -0.17
LCH.Clearnet LLC 02/24/2024 -0.19