Invesco Global Strategic Income Fund

as of 12/31/2025

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
United States Treasury Bill 0.00 05/14/2026 5.61
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2031 4.83
United States Treasury Note/Bond 5.50 08/15/2028 4.57
CASH & EQUIVALENTS 0.00 4.36
Mexican Bonos 8.50 02/28/2030 3.99
Invesco Treasury Portfolio 2.53
2.14
Invesco Government & Agency Portfol 01/01/2025 1.36
Republic of South Africa Government 8.75 02/28/2048 1.21
Mexican Udibonos 4.00 08/30/2029 1.16
Freddie Mac Pool 4.50 10/01/2052 1.12
Republic of South Africa Government 9.00 01/31/2040 1.10
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 1.10
Mortgage Funding 2008-1 PLC 7.10 03/13/2046 1.04
Morgan Stanley Capital Services LLC 11/04/2026 1.00
Fannie Mae Pool 4.50 07/01/2052 0.90
LCH CLEARNET (US) LLC 03/15/2039 0.84
Freddie Mac Pool 5.00 03/01/2053 0.84
Fannie Mae Pool 5.50 02/01/2053 0.83
Freddie Mac Pool 5.00 09/01/2052 0.79
Fannie Mae Pool 5.50 03/01/2053 0.79
JPMorgan Chase Bank NA 11/06/2030 0.76
Province of Ontario Canada 5.85 03/08/2033 0.66
Grupo Financiero Galicia SA 0.65
Treasury Corp of Victoria 5.50 11/17/2026 0.65
Energy Transfer LP 7.12 10/01/2054 0.64
British Telecommunications PLC 4.25 11/23/2081 0.62
BPCE SA 5.12 01/25/2035 0.62
Sempra 4.12 04/01/2052 0.61
JP Morgan Securities LLC 11/06/2030 0.60
Invesco Global Strategic Income Fun 0.59
Ford Motor Credit Co LLC 6.86 06/05/2026 0.56
BNP Paribas SA 2.00 05/24/2031 0.56
Pavillion Consumer 2025-1 PLC 01/25/2036 0.56
Barclays Bank PLC 6.28 12/31/2079 0.55
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.53
State Street Corp 6.45 12/31/2079 0.52
Eurosail-UK 2007-2np PLC 2.90 03/13/2045 0.51
Banco Macro SA 0.51
General Motors Co 6.80 10/01/2027 0.50
Southern Co/The 4.00 01/15/2051 0.48
SC Germany SA Compartment Consumer 4.67 11/14/2035 0.47
Dell International LLC / EMC Corp 6.20 07/15/2030 0.46
CenterPoint Energy Inc 6.70 05/15/2055 0.46
United Kingdom Gilt 4.38 07/31/2054 0.46
Argentina Treasury Bond BONTE 29.50 05/30/2030 0.45
Penske Truck Leasing Co Lp / PTL Fi 6.05 08/01/2028 0.44
Enbridge Inc 7.38 01/15/2083 0.44
India Government Bond 7.09 08/05/2054 0.42
Muthoot Finance Ltd 6.38 04/23/2029 0.42
Fideicomiso Dorrego y Libertador 2.00 12/31/2043 0.42
Queensland Treasury Corp 5.25 08/13/2038 0.42
Hyundai Capital America 4.90 06/23/2028 0.42
Freddie Mac STACR REMIC Trust 2023- 7.22 11/25/2043 0.42
Freddie Mac STACR REMIC Trust 2022- 6.77 04/25/2042 0.41
Element Fleet Management Corp 5.64 03/13/2027 0.41
Connecticut Avenue Securities Trust 5.82 03/25/2044 0.41
CMS Energy Corp 6.50 06/01/2055 0.41
ING Groep NV 5.75 12/31/2059 0.41
Connecticut Avenue Securities Trust 6.97 03/25/2042 0.40
Eurosail 2006-2bl PLC 2.90 12/15/2044 0.40
Connecticut Avenue Securities Trust 5.67 02/25/2044 0.40
Petroleos Mexicanos 8.75 06/02/2029 0.40
Freddie Mac STACR REMIC Trust 2023- 7.37 05/25/2043 0.39
Eurosail 2006-2bl PLC 7.15 12/15/2044 0.39
Freeport-McMoRan Inc 4.62 08/01/2030 0.39
Zurich Finance Ireland Designated A 3.00 04/19/2051 0.38
Entergy Corp 7.12 12/01/2054 0.37
Last Mile Logistics Pan Euro Financ 4.76 08/17/2033 0.36
Ludgate Funding PLC 4.13 12/01/2060 0.35
Morgan Stanley Capital Services LLC 10/17/2035 0.33
PNC Financial Services Group Inc/Th 6.62 10/20/2027 0.33
Fannie Mae Pool 5.00 10/01/2054 0.32
Banco BBVA Argentina SA 0.32
Great Hall Mortgages No 1 PLC 5.81 06/18/2039 0.31
Southern Co/The 3.75 09/15/2051 0.31
Connecticut Avenue Securities Trust 6.37 04/25/2043 0.30
AES Corp/The 7.60 01/15/2055 0.30
Electricite de France SA 7.38 12/31/2099 0.30
Sociedad Quimica y Minera de Chile 5.50 09/10/2034 0.29
Eurosail 2006-4np PLC 6.91 12/10/2044 0.29
Ecopetrol SA 8.62 01/19/2029 0.28
NextEra Energy Capital Holdings Inc 6.75 06/15/2054 0.28
GS Mortgage-Backed Securities Trust 5.14 11/25/2065 0.28
M&G PLC 5.62 10/20/2051 0.28
Pavillion Consumer 2025-1 PLC 01/25/2036 0.28
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.27
Newday Funding Master Issuer PLC - 04/15/2033 0.27
Telefonica Europe BV 6.75 12/31/2099 0.27
Ares Capital Corp 5.88 03/01/2029 0.27
Bayer US Finance LLC 6.12 11/21/2026 0.27
CPI Property Group SA 4.88 12/31/2079 0.27
Telefonica Europe BV 7.12 12/31/2099 0.26
GMR Hyderabad International Airport 4.25 10/27/2027 0.26
RATE Mortgage Trust 2025-J2 5.50 07/25/2055 0.26
OBX 2025-HE2 Trust 5.32 08/25/2055 0.25
MGM China Holdings Ltd 5.88 05/15/2026 0.25
Hera Financing 2024-1 DAC 6.81 11/17/2034 0.24
Charles Schwab Corp/The 6.20 11/17/2029 0.24
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.24
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.24
FREMF 2016-K54 Mortgage Trust 4.14 04/25/2048 0.24
Cousins Properties LP 5.25 07/15/2030 0.24
Jupiter Mortgage NO 1 PLC 7.93 07/20/2055 0.24
LCH CLEARNET (US) LLC 01/24/2075 0.24
South Bow Canadian Infrastructure H 7.62 03/01/2055 0.23
Freddie Mac STACR REMIC Trust 2022- 9.22 08/25/2042 0.23
LCH CLEARNET (US) LLC 12/20/2054 0.23
ONEOK Inc 6.62 09/01/2053 0.22
Element Fleet Management Corp 6.32 12/04/2028 0.22
USD/INR CFWD2027319 03/19/2027 0.22
USD/INR CFWD2027319 03/19/2027 0.22
Freddie Mac REMICS 2.08 04/25/2055 0.22
Paramount Global 2.90 01/15/2027 0.22
Sequoia Mortgage Trust 2025-8 5.50 09/25/2055 0.22
Argentine Republic Government Inter 3.50 07/09/2041 0.22
Freddie Mac STACR REMIC Trust 2024- 5.87 03/25/2044 0.22
Muthoot Finance Ltd 7.12 02/14/2028 0.22
Goldman Sachs International 02/09/2026 0.22
TransDigm Inc 6.75 08/15/2028 0.21
United Airlines Inc 4.38 04/15/2026 0.21
Freddie Mac STACR REMIC Trust 2022- 7.87 07/25/2042 0.21
J M Smucker Co/The 5.90 11/15/2028 0.21
Freddie Mac STACR REMIC Trust 2022- 7.42 08/25/2042 0.21
Transcanada Trust 5.88 08/15/2076 0.21
State Street Corp 6.70 12/31/2079 0.21
Westlake Automobile Receivables Tru 5.21 04/15/2030 0.20
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.20
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.20
Freddie Mac STACR REMIC Trust 2024- 5.82 02/25/2044 0.20
BPCE SA 1.50 01/13/2042 0.20
Freddie Mac STACR REMIC Trust 2024- 5.67 08/25/2044 0.20
YPF SA 8.75 09/11/2031 0.20
Newday Funding Master Issuer PLC - 7.59 11/15/2032 0.19
0.19
Arcos Dorados BV 6.38 01/29/2032 0.19
Electricite de France SA 7.50 12/31/2099 0.19
Connecticut Avenue Securities Trust 7.47 07/25/2042 0.19
Pampa Energia SA ADR 0.18
Argentine Republic Government Inter 0.75 07/09/2030 0.18
YPF SA 0.18
BRAVO Residential Funding Trust 202 7.38 09/25/2063 0.18
Electricite de France SA 4.38 12/31/2079 0.17
L3Harris Technologies Inc 5.40 01/15/2027 0.17
Hera Financing 2024-1 DAC 5.76 11/17/2034 0.17
Morgan Stanley Capital Services LLC 09/24/2035 0.17
ONEOK Inc 5.55 11/01/2026 0.17
MGM China Holdings Ltd 4.75 02/01/2027 0.17
Beazley Insurance DAC 5.50 09/10/2029 0.17
BAT Capital Corp 6.00 02/20/2034 0.17
Switch ABS Issuer LLC 5.37 10/25/2055 0.17
LCH CLEARNET (US) LLC 11/04/2055 0.17
Towd Point Mortgage Funding 2024 - 8.43 07/20/2053 0.17
Eurosail-UK 2007-1nc PLC 2.94 03/13/2045 0.16
Morgan Stanley Capital Services LLC 05/04/2026 0.16
Morgan Stanley Residential Mortgage 6.79 05/25/2069 0.16
Electricite de France SA 9.12 12/31/2079 0.16
Ivory Coast Government Internationa 5.25 03/22/2030 0.16
Freddie Mac REMICS 1.16 05/25/2055 0.16
Egypt Government International Bond 8.62 02/04/2030 0.15
Towd Point Mortgage Funding 2024 - 7.43 07/20/2053 0.15
Nemak SAB de CV 3.62 06/28/2031 0.15
Government National Mortgage Associ 0.30 08/20/2055 0.15
FIEMEX Energia - Banco Actinver SA 7.25 01/31/2041 0.15
Prosil Acquisition SA 4.07 10/31/2039 0.15
Angel Oak Mortgage Trust 2025-6 5.92 04/25/2070 0.15
Ludgate Funding PLC 4.10 01/01/2061 0.15
Jupiter Mortgage NO 1 PLC 8.93 07/20/2055 0.15
Vale Overseas Ltd 6.00 02/25/2056 0.15
Freddie Mac REMICS 1.93 08/25/2055 0.14
Vantage Data Centers Issuer LLC 5.24 11/15/2055 0.14
Navoi Mining & Metallurgical Combin 6.75 05/14/2030 0.14
Goldman Sachs International 09/12/2030 0.14
Cemex SAB de CV 5.12 12/31/2079 0.14
Bell Telephone Co of Canada or Bell 6.88 09/15/2055 0.14
Hera Financing 2024-1 DAC 7.61 11/17/2034 0.14
Freddie Mac REMICS 1.28 03/25/2055 0.14
Morgan Stanley Residential Mortgage 6.14 11/25/2069 0.14
Eurobank SA 5.88 11/28/2029 0.13
Rogers Communications Inc 7.00 04/15/2055 0.13
Energy Transfer LP 8.00 05/15/2054 0.13
Auburn 15 PLC 6.29 07/20/2045 0.13
TELUS Corp 6.38 06/09/2056 0.13
Bank of America NA 07/27/2026 0.13
BRAVO Residential Funding Trust 202 7.13 09/25/2063 0.13
Aeropuertos Dominicanos Siglo XXI S 7.00 06/30/2034 0.12
Freddie Mac STACR REMIC Trust 2023- 7.22 06/25/2043 0.12
Sempra 6.38 04/01/2056 0.12
Sonic Capital LLC 3.85 01/20/2050 0.12
Angel Oak Mortgage Trust 2024-8 5.75 05/27/2069 0.12
Cheniere Energy Inc 5.65 04/15/2034 0.12
JP Morgan Mortgage Trust Series 202 5.16 03/25/2066 0.12
JP Morgan Mortgage Trust Series 202 5.26 03/25/2066 0.12
Berry Global Inc 5.65 01/15/2034 0.12
Credit Suisse Group AG 6.25 12/31/2079 0.12
Towd Point Mortgage Funding 2024-Gr 7.04 04/20/2051 0.12
Cia de Minas Buenaventura SAA 6.80 02/04/2032 0.12
Eurosail-UK 2007-1nc PLC 4.79 03/13/2045 0.12
GCAT 2025-NQM2 Trust 5.60 04/25/2070 0.12
Brookfield Infrastructure Finance U 6.75 03/15/2055 0.12
Morgan Stanley Capital Services LLC 10/17/2035 0.12
Ecopetrol SA 7.75 02/01/2032 0.11
Morgan Stanley Capital Services LLC 09/24/2035 0.11
OBX 2024-NQM18 Trust 5.87 10/25/2064 0.11
Minerva Luxembourg SA 8.88 09/13/2033 0.11
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.11
Freddie Mac REMICS 1.24 03/25/2055 0.11
IM Pastor 4 FTA 2.23 03/22/2044 0.11
Colombia Government International B 4.50 01/28/2026 0.11
Hiscox Ltd 7.00 06/11/2036 0.11
GS Mortgage-Backed Securities Trust 5.31 10/25/2065 0.11
GS Mortgage-Backed Securities Trust 5.46 10/25/2065 0.11
Lamar Media Corp 4.88 01/15/2029 0.11
Fannie Mae REMICS 1.63 09/25/2054 0.11
Telecommunications co Telekom Srbij 7.00 10/28/2029 0.11
RCKT Mortgage Trust 2025-CES5 5.84 05/25/2055 0.11
Banco de Credito e Inversiones SA 8.75 12/31/2099 0.11
Towd Point Mortgage Funding 2024 - 8.43 07/20/2053 0.11
Akbank TAS 7.88 09/04/2035 0.11
Auburn 15 PLC 5.79 07/20/2045 0.11
Petrobras Global Finance BV 6.50 07/03/2033 0.11
BBVA Mexico SA Institucion De Banca 7.62 02/11/2035 0.11
Mattel Inc 6.20 10/01/2040 0.11
Vista Energy Argentina SAU 7.62 12/10/2035 0.10
Aberdeen Group PLC 4.25 06/30/2028 0.10
Fannie Mae REMICS 1.93 01/25/2055 0.10
JPMorgan Chase Bank NA 5.00 12/20/2029 0.10
Goldman Sachs International 02/18/2026 0.10
Viatris Inc 3.85 06/22/2040 0.10
Prosus NV 3.68 01/21/2030 0.10
Seagate Data Storage Technology Pte 9.62 12/01/2032 0.10
BB Blue Financing DAC 4.39 09/20/2037 0.10
Volkswagen International Finance NV 4.62 12/31/2059 0.10
Goldman Sachs International 02/25/2026 0.10
Alba 2007-1 PLC 7.14 03/17/2039 0.10
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.10
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.10
Keurig Dr Pepper Inc 4.35 05/15/2028 0.10
Morgan Stanley Residential Mortgage 6.41 12/25/2068 0.09
African Development Bank 0.00 01/17/2050 0.09
Citigroup Mortgage Loan Trust 2025- 6.00 02/25/2055 0.09
Government National Mortgage Associ 0.25 04/20/2055 0.09
Morgan Stanley Residential Mortgage 6.00 10/25/2069 0.09
Weir Group Inc 5.35 05/06/2030 0.09
Freddie Mac REMICS 1.23 08/25/2055 0.09
Connecticut Avenue Securities Trust 6.17 05/25/2043 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
Solventum Corp 5.45 02/25/2027 0.09
Iliad Holding SAS 8.50 04/15/2031 0.09
Freddie Mac REMICS 1.93 02/25/2055 0.09
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.09
New Gold Inc 6.88 04/01/2032 0.09
USD/BRL CFWD202615 01/05/2026 0.09
Chile Electricity Lux Mpc II Sarl 5.58 10/20/2035 0.09
Freddie Mac REMICS 2.13 04/25/2054 0.09
GC Treasury Center Co Ltd 6.50 12/31/2079 0.09
Government National Mortgage Associ 1.80 07/20/2055 0.09
EZCORP Inc 7.38 04/01/2032 0.08
Energuate Trust 2 0 6.35 09/15/2035 0.08
Navoi Mining & Metallurgical Combin 6.70 10/17/2028 0.08
Freddie Mac STACR REMIC Trust 2023- 5.97 03/25/2043 0.08
JPMorgan Chase Bank NA 5.00 12/20/2029 0.08
Repsol E&P Capital Markets US LLC 5.20 09/16/2030 0.08
JPMorgan Chase Bank NA 02/02/2026 0.08
Repsol E&P Capital Markets US LLC 4.80 09/16/2028 0.08
Orazul Energy Peru SA 6.25 09/17/2032 0.08
Connecticut Avenue Securities Trust 7.77 07/25/2043 0.08
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.08
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.08
BP Capital Markets PLC 4.88 12/31/2049 0.08
LCH CLEARNET (US) LLC 11/05/2055 0.07
Allison Transmission Inc 3.75 01/30/2031 0.07
Wynn Macau Ltd 6.75 02/15/2034 0.07
Constellation Software Inc/Canada 5.16 02/16/2029 0.07
Vodafone Group PLC 4.12 06/04/2081 0.07
Brink's Co/The 6.75 06/15/2032 0.07
Mars Inc 4.80 03/01/2030 0.07
Enpro Inc 6.12 06/01/2033 0.07
GS Mortgage-Backed Securities Trust 5.34 11/25/2065 0.07
GFL Environmental Inc 4.00 08/01/2028 0.07
Aircastle Ltd 5.25 12/31/2099 0.07
GS Mortgage-Backed Securities Trust 5.42 10/25/2055 0.07
Hilton Domestic Operating Co Inc 5.88 03/15/2033 0.07
GGAM Finance Ltd 6.88 04/15/2029 0.07
AerCap Ireland Capital DAC / AerCap 6.95 03/10/2055 0.07
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.07
TransDigm Inc 6.22 01/19/2032 0.07
Connecticut Avenue Securities Trust 6.57 07/25/2043 0.07
Hilton Grand Vacations Trust 2025-2 4.54 05/25/2044 0.07
Dominican Republic International Bo 4.88 09/23/2032 0.07
USD/JPY CFWD202658 05/08/2026 0.07
Iron Mountain Inc 7.00 02/15/2029 0.07
CVS Health Corp 6.75 12/10/2054 0.07
JPMorgan Chase Bank NA 02/13/2026 0.07
Freddie Mac STACR REMIC Trust 2025- 4.97 05/25/2045 0.06
Bank of America NA 02/24/2026 0.06
Freddie Mac Multifamily Structured 0.94 05/25/2029 0.06
United States International Develop 3.13 04/15/2028 0.06
Newgate Funding PLC 2.45 12/01/2050 0.06
Goldman Sachs International 02/09/2026 0.06
Angel Oak Mortgage Trust 2024-12 6.01 10/25/2069 0.06
Banco del Estado de Chile 7.95 12/31/2079 0.06
Goldman Sachs International 05/15/2026 0.06
RCKT Mortgage Trust 2025-CES6 5.47 06/25/2055 0.06
LCH CLEARNET (US) LLC 11/06/2055 0.06
Alba 2006-2 PLC 7.15 12/15/2038 0.06
Seagate Data Storage Technology Pte 4.12 01/15/2031 0.06
Vistra Corp 8.88 12/31/2059 0.06
Venture Global LNG Inc 9.88 02/01/2032 0.06
Deutsche Bank AG 02/25/2026 0.06
NRG Energy Inc 6.00 01/15/2036 0.06
Nissan Motor Acceptance Co LLC 7.05 09/15/2028 0.06
Roller Bearing Co of America Inc 4.38 10/15/2029 0.06
Hawaiian Electric Co Inc 6.00 10/01/2033 0.06
M&G PLC 6.50 10/20/2048 0.06
Viking Cruises Ltd 5.88 10/15/2033 0.06
FirstCash Inc 6.88 03/01/2032 0.06
Air Lease Corp 4.65 12/31/2099 0.06
Clarivate Science Holdings Corp 4.88 07/01/2029 0.06
Government National Mortgage Associ 0.35 07/20/2055 0.05
KRW/USD CFWD2026318 03/18/2026 0.05
Mastr Asset Backed Securities Trust 4.05 08/25/2036 0.05
OneMain Finance Corp 6.62 05/15/2029 0.05
Alliant Holdings Intermediate LLC / 7.00 01/15/2031 0.05
Carriage Services Inc 4.25 05/15/2029 0.05
OBX 2024-NQM12 Trust 5.78 07/25/2064 0.05
LCH CLEARNET (US) LLC 12/10/2035 0.05
Tenet Healthcare Corp 6.75 05/15/2031 0.05
Repsol E&P Capital Markets US LLC 5.98 09/16/2035 0.05
Goldman Sachs International 02/25/2026 0.05
Acrisure LLC / Acrisure Finance Inc 7.50 11/06/2030 0.05
Goldman Sachs International 02/13/2026 0.05
Global Aircraft Leasing Co Ltd 8.75 09/01/2027 0.05
Emrld Borrower LP 6.12 08/04/2031 0.05
HUB International Ltd 7.25 06/15/2030 0.05
Provident Funding Associates LP / P 9.75 09/15/2029 0.05
Esab Corp 6.25 04/15/2029 0.05
RB Global Holdings Inc 6.75 03/15/2028 0.05
Freddie Mac STACR REMIC Trust 2024- 5.57 05/25/2044 0.05
PMT Loan Trust 2025-INV1 6.00 01/25/2060 0.05
Clarios Global LP / Clarios US Fina 6.75 02/15/2030 0.05
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.05
RATE Mortgage Trust 2024-J3 5.50 10/25/2054 0.05
CCO Holdings LLC / CCO Holdings Cap 4.75 02/01/2032 0.05
Vistra Operations Co LLC 5.62 02/15/2027 0.05
Medline Borrower LP 3.88 04/01/2029 0.05
Connecticut Avenue Securities Trust 6.17 01/25/2043 0.05
JPMorgan Chase Bank NA 5.00 12/20/2029 0.04
EUR/USD CFWD2026318 03/18/2026 0.04
Connecticut Avenue Securities Trust 5.57 07/25/2043 0.04
CCO Holdings LLC / CCO Holdings Cap 4.50 06/01/2033 0.04
COLT 2024-INV1 Mortgage Loan Trust 6.48 12/25/2068 0.04
Reinsurance Group of America Inc 6.65 09/15/2055 0.04
USD/JPY CFWD202677 07/07/2026 0.04
TransDigm Inc 6.00 01/15/2033 0.04
Government National Mortgage Associ 0.14 04/20/2055 0.04
TransDigm Inc 6.38 03/01/2029 0.04
Newgate Funding PLC 3.60 12/15/2050 0.04
Frontier Issuer LLC 6.60 08/20/2053 0.04
CLP/USD CFWD202639 03/09/2026 0.04
JPMorgan Chase Bank NA 03/19/2026 0.04
Amneal Pharmaceuticals LLC 6.88 08/01/2032 0.04
GS Mortgage-Backed Securities Trust 5.92 10/25/2055 0.04
Studio City Finance Ltd 5.00 01/15/2029 0.04
RCKT Mortgage Trust 2025-CES5 5.69 05/25/2055 0.04
Government National Mortgage Associ 0.80 10/20/2054 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
SBNA Auto Receivables Trust 2025-SF 5.34 09/15/2031 0.04
SBNA Auto Receivables Trust 2025-SF 5.14 04/15/2031 0.04
OBX 2024-NQM12 Trust 5.93 07/25/2064 0.04
Forvia SE 8.00 06/15/2030 0.04
Antero Midstream Partners LP / Ante 5.75 07/01/2034 0.04
Asurion LLC and Asurion Co-Issuer I 8.00 12/31/2032 0.04
Transocean International Ltd 7.88 10/15/2032 0.04
Venture Global Plaquemines LNG LLC 6.75 01/15/2036 0.04
Angel Oak Mortgage Trust 2024-12 5.86 10/25/2069 0.04
Level 3 Financing Inc 6.88 06/30/2033 0.04
Connecticut Avenue Securities Trust 6.37 10/25/2043 0.04
Level 3 Financing Inc 7.00 03/31/2034 0.04
Danaos Corp 6.88 10/15/2032 0.04
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.04
CMA CGM SA 4.88 01/15/2032 0.04
HA Sustainable Infrastructure Capit 8.00 06/01/2056 0.04
Starz Capital Holdings 1 Inc 6.00 04/15/2030 0.04
American Axle & Manufacturing Inc 7.75 10/15/2033 0.04
Hologic Inc 3.25 02/15/2029 0.04
Carvana Co 9.00 06/01/2031 0.04
Versant Media Group Inc 7.25 01/30/2031 0.04
Cipher Compute LLC 7.12 11/15/2030 0.04
Discovery Communications LLC 4.12 05/15/2029 0.04
WULF Compute LLC 7.75 10/15/2030 0.04
Prairie Acquiror LP 7.47 08/01/2029 0.04
Whirlpool Corp 4.75 02/26/2029 0.04
Brundage-Bone Concrete Pumping Hold 7.50 02/01/2032 0.04
Vail Resorts Inc 5.62 07/15/2030 0.04
Great Lakes Dredge & Dock Corp 5.25 06/01/2029 0.04
Tallgrass Energy Partners LP / Tall 7.38 02/15/2029 0.04
PetSmart LLC / PetSmart Finance Cor 7.50 09/15/2032 0.04
Jane Street Group / JSG Finance Inc 6.12 11/01/2032 0.04
Cougar JV Subsidiary LLC 8.00 05/15/2032 0.04
Bausch + Lomb Corp 7.97 01/30/2031 0.04
Global Partners LP / GLP Finance Co 7.12 07/01/2033 0.04
Iron Mountain Inc 4.50 02/15/2031 0.04
AECOM 6.00 08/01/2033 0.04
Tidewater Inc 9.12 07/15/2030 0.04
Telecom Italia Capital SA 6.38 11/15/2033 0.04
Lithia Motors Inc 4.38 01/15/2031 0.04
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.04
Kioxia Holdings Corp 6.62 07/24/2033 0.04
Sunrise FinCo I BV 4.62 05/15/2032 0.04
VoltaGrid LLC 7.38 11/01/2030 0.04
TransDigm Inc 6.25 01/31/2034 0.04
Newell Brands Inc 6.38 05/15/2030 0.04
Vistra Operations Co LLC 6.88 04/15/2032 0.04
Medline Borrower LP 5.25 10/01/2029 0.04
Clear Channel Outdoor Holdings Inc 7.83 08/23/2028 0.04
Group 1 Automotive Inc 4.00 08/15/2028 0.04
Rocket Cos Inc 6.12 08/01/2030 0.04
RLJ Lodging Trust LP 4.00 09/15/2029 0.04
RHP Hotel Properties LP / RHP Finan 6.50 06/15/2033 0.04
Endo Finance Holdings Inc 8.50 04/15/2031 0.04
NESCO Holdings II Inc 5.50 04/15/2029 0.04
Excelerate Energy LP 8.00 05/15/2030 0.04
TrueNoord Capital DAC 8.75 03/01/2030 0.04
Sensata Technologies Inc 3.75 02/15/2031 0.04
Caturus Energy LLC 8.50 02/15/2030 0.04
USD/BRL CFWD202615 01/05/2026 0.04
SS&C Technologies Inc 5.50 09/30/2027 0.04
Jane Street Group / JSG Finance Inc 6.75 05/01/2033 0.04
Comstock Resources Inc 6.75 03/01/2029 0.04
Voyager Parent LLC 9.25 07/01/2032 0.04
Group 1 Automotive Inc 6.38 01/15/2030 0.03
Summit Midstream Holdings LLC 8.62 10/31/2029 0.03
EnerSys 4.38 12/15/2027 0.03
Melco Resorts Finance Ltd 6.50 09/24/2033 0.03
Aethon United BR LP / Aethon United 7.50 10/01/2029 0.03
Cerdia Finanz GmbH 9.38 10/03/2031 0.03
New Enterprise Stone & Lime Co Inc 5.25 07/15/2028 0.03
Hilcorp Energy I LP / Hilcorp Finan 8.38 11/01/2033 0.03
Opal Bidco SAS 6.50 03/31/2032 0.03
JPMorgan Chase Bank NA 02/09/2026 0.03
LCM Investments Holdings II LLC 8.25 08/01/2031 0.03
Iron Mountain Information Managemen 5.00 07/15/2032 0.03
Fibercop SpA 7.20 07/18/2036 0.03
Celanese US Holdings LLC 7.20 11/15/2033 0.03
Walker & Dunlop Inc 6.62 04/01/2033 0.03
Antero Midstream Partners LP / Ante 6.62 02/01/2032 0.03
Fibercop SpA 6.00 09/30/2034 0.03
Lamar Media Corp 5.38 11/01/2033 0.03
Nationstar Mortgage Holdings Inc 7.12 02/01/2032 0.03
Northriver Midstream Finance LP 6.75 07/15/2032 0.03
California Buyer Ltd / Atlantica Su 6.38 02/15/2032 0.03
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.03
Cloud Software Group Inc 8.25 06/30/2032 0.03
Windstream Services LLC 7.50 10/15/2033 0.03
Nationstar Mortgage Holdings Inc 6.50 08/01/2029 0.03
Cushman & Wakefield US Borrower LLC 6.47 01/31/2030 0.03
OneMain Finance Corp 6.75 03/15/2032 0.03
JPMorgan Chase Bank NA 06/25/2026 0.03
Freddie Mac STACR REMIC Trust 2023- 5.87 06/25/2043 0.03
PMT Loan Trust 2025-INV6 6.00 06/25/2056 0.03
AP Grange Holdings LLC 6.50 03/20/2045 0.03
Morgan Stanley Capital Services LLC 04/01/2026 0.03
Goldman Sachs International 03/16/2026 0.03
Sunoco LP 5.88 03/15/2034 0.03
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.03
Sunoco LP 6.25 07/01/2033 0.03
Cleveland-Cliffs Inc 7.00 03/15/2032 0.03
Argentum Netherlands BV for Swiss R 5.62 08/15/2052 0.03
Goldman Sachs International 03/10/2026 0.03
Navient Corp 5.00 03/15/2027 0.03
OBX 2024-NQM12 Trust 5.83 07/25/2064 0.03
Genesis Energy LP / Genesis Energy 7.88 05/15/2032 0.03
Deutsche Bank AG 03/05/2026 0.03
Goldman Sachs International 08/05/2026 0.03
Genesis Energy LP / Genesis Energy 8.00 05/15/2033 0.03
JPMorgan Chase Bank NA 02/24/2026 0.03
1261229 BC Ltd 10.00 04/15/2032 0.03
Mexico Government International Bon 5.62 09/22/2035 0.03
OBX 2024-NQM12 Trust 5.47 07/25/2064 0.02
Connecticut Avenue Securities Trust 5.37 10/25/2043 0.02
LCH CLEARNET (US) LLC 12/12/2035 0.02
OneMain Finance Corp 7.12 09/15/2032 0.02
BRL/USD CFWD202615 01/05/2026 0.02
Bank of America NA 03/24/2026 0.02
Morgan Stanley & Co LLC 06/24/2026 0.02
AAdvantage Loyalty IP Ltd 7.13 05/07/2032 0.02
Cloud Software Group Inc 9.00 09/30/2029 0.02
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 01/07/2027 0.02
Greystar Real Estate Partners LLC 6.32 08/21/2030 0.02
CCO Holdings LLC / CCO Holdings Cap 5.38 06/01/2029 0.02
Lithia Motors Inc 5.50 10/01/2030 0.02
GCAT 2024-INV3 Trust 6.50 09/25/2054 0.02
Univision Communications Inc 8.00 08/15/2028 0.02
Phinia Inc 6.62 10/15/2032 0.02
Goldman Sachs International 03/05/2026 0.02
RB Global Holdings Inc 7.75 03/15/2031 0.02
Allison Transmission Inc 5.88 12/01/2033 0.02
UBS AG 02/13/2026 0.02
Clydesdale Acquisition Holdings Inc 6.75 04/15/2032 0.02
Deutsche Bank AG 03/19/2026 0.02
Clydesdale Acquisition Holdings Inc 8.75 04/15/2030 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
CHS/Community Health Systems Inc 5.25 05/15/2030 0.02
DaVita Inc 6.75 07/15/2033 0.02
Freedom Mortgage Holdings LLC 8.38 04/01/2032 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Beignet Investor LLC 6.58 05/30/2049 0.02
Warnermedia Holdings Inc 5.05 03/15/2042 0.02
Diversified Healthcare Trust 7.25 10/15/2030 0.02
Vistra Corp 8.00 12/31/2049 0.02
PennyMac Financial Services Inc 4.25 02/15/2029 0.02
EnerSys 6.62 01/15/2032 0.02
DaVita Inc 6.88 09/01/2032 0.02
Petroleos Mexicanos 6.62 06/15/2035 0.02
Jefferies Finance LLC / JFIN Co-Iss 5.00 08/15/2028 0.02
Newell Brands Inc 6.62 09/15/2029 0.02
JPMorgan Chase Bank NA 05/11/2026 0.02
Level 3 Financing Inc 8.50 01/15/2036 0.02
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.02
Morgan Stanley Capital Services LLC 05/11/2026 0.02
CHC Group LLC 11.75 09/01/2030 0.02
Univision Communications Inc 9.38 08/01/2032 0.02
Venture Global Plaquemines LNG LLC 6.12 12/15/2030 0.02
Tenet Healthcare Corp 5.50 11/15/2032 0.02
JPMorgan Chase Bank NA 03/05/2026 0.02
Phinia Inc 6.75 04/15/2029 0.02
Freddie Mac STACR REMIC Trust 2022- 6.02 09/25/2042 0.02
LCH CLEARNET (US) LLC 12/02/2027 0.01
USD/KRW CFWD2026129 01/29/2026 0.01
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 07/08/2026 0.01
ION Platform Finance SARL 6.88 09/30/2032 0.01
CNY/USD CFWD2026318 03/18/2026 0.01
Greystar Real Estate Partners LLC 7.75 09/01/2030 0.01
Studio City Finance Ltd 6.50 01/15/2028 0.01
Bank of America NA 05/26/2026 0.01
Goldman Sachs International 02/06/2026 0.01
Venture Global Plaquemines LNG LLC 6.50 01/15/2034 0.01
Vistra Operations Co LLC 5.00 07/31/2027 0.01
Navient Corp 9.38 07/25/2030 0.01
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 01/08/2026 0.01
JPMorgan Chase Bank NA 08/18/2027 0.01
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.01
JPMorgan Chase Bank NA 11/11/2027 0.01
Goldman Sachs International 05/12/2027 0.01
Bank of America NA 06/04/2027 0.01
CoreWeave Inc Conv Bnd 1.75 12/01/2031 0.01
Goldman Sachs International 05/22/2026 0.01
JPMorgan Chase Bank NA 04/01/2026 0.01
Bank of America NA 03/12/2026 0.01
Sunoco LP 7.88 12/31/2099 0.01
Goldman Sachs International 02/11/2026 0.01
ION Platform Finance US Inc 7.88 09/30/2032 0.01
Warnermedia Holdings Inc 4.28 03/15/2032 0.01
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.01
CoreWeave Inc 9.00 02/01/2031 0.01
Vistra Operations Co LLC 7.75 10/15/2031 0.01
Bausch Health Cos Inc 11.00 09/30/2028 0.01
Gray Media Inc 9.62 07/15/2032 0.01
Prairie Acquiror LP 9.00 08/01/2029 0.01
Venture Global LNG Inc 9.00 12/31/2099 0.01
GBP/USD CFWD2026225 02/25/2026 0.01
Vmed O2 UK Financing I PLC 6.75 01/15/2033 0.01
ION Platform Finance SARL 6.50 09/30/2030 0.01
Celanese US Holdings LLC 7.38 02/15/2034 0.01
LCH CLEARNET (US) LLC 03/17/2054 0.01
Getty Images Inc 10.50 11/15/2030 0.01
SBNA Auto Receivables Trust 2025-SF 5.12 03/17/2031 0.01
Cleveland-Cliffs Inc 6.88 11/01/2029 0.01
Directv Financing LLC 8.88 02/01/2030 0.01
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 04/07/2027 0.01
Citigroup Commercial Mortgage Trust 0.98 10/12/2050 0.01
Goldman Sachs International 07/21/2027 0.01
Bank of America NA 05/08/2026 0.01
BRL/USD CFWD202615 01/05/2026 0.01
Goldman Sachs International 02/13/2026 0.01
Iliad Holding SAS 7.00 10/15/2028 0.01
AUD/USD CFWD2026318 03/18/2026 0.01
OneMain Finance Corp 4.00 09/15/2030 0.01
AMC Networks Inc 10.50 07/15/2032 0.01
Alhambra SME Funding 2019-1 DAC 11.15 11/30/2028 0.01
Warnermedia Holdings Inc 5.14 03/15/2052 0.01
Directv Financing LLC / Directv Fin 5.88 08/15/2027 0.01
Clarios Global LP / Clarios US Fina 6.75 09/15/2032 0.01
Sinclair Television Group Inc 8.12 02/15/2033 0.01
MPT Operating Partnership LP / MPT 8.50 02/15/2032 0.01
USD/JPY CFWD2026318 03/18/2026 0.01
FMC Corp 3.45 10/01/2029 0.01
Lumen Technologies Inc 10.00 10/15/2032 0.01
Murray Energy Corp 0.01
CoreWeave Inc 9.25 06/01/2030 0.01
USD/BRL CFWD202615 01/05/2026 0.01
Fannie Mae REMICS 9.94 03/25/2036 0.01
Barclays Bank PLC 04/30/2026 0.01
ZAR/USD CFWD2026318 03/18/2026 0.01
Uniti Group LP / Uniti Group Financ 8.62 06/15/2032 0.01
International Finance Corp 0.00 02/15/2029 0.01
UBS AG 10/23/2026 0.01
LCH CLEARNET (US) LLC 11/05/2027 0.01
Fannie Mae REMICS 9.57 06/25/2036 0.01
Sunoco LP 5.62 03/15/2031 0.00
Iliad Holding SAS 7.00 04/15/2032 0.00
Goldman Sachs International 02/16/2026 0.00
Directv Financing LLC / Directv Fin 10.00 02/15/2031 0.00
Goldman Sachs International 01/27/2026 0.00
Benchmark 2018-B1 Mortgage Trust 0.52 01/15/2051 0.00
Intercontinental Exchange Inc 1.00 12/20/2028 0.00
Bank of America NA 05/15/2026 0.00
Freddie Mac REMICS 9.72 08/15/2035 0.00
UBS Commercial Mortgage Trust 2017- 1.09 11/15/2050 0.00
Wells Fargo Commercial Mortgage Tru 0.82 12/15/2050 0.00
BNP Paribas Securities Corp 02/16/2026 0.00
LCH CLEARNET (US) LLC 09/04/2035 0.00
USD/JPY CFWD2026318 03/18/2026 0.00
EUR/USD CFWD2026318 03/18/2026 0.00
SGUS LLC 11.00 12/15/2029 0.00
Bank of America NA 04/07/2026 0.00
American Consolidated Natural Resou 13.00 12/11/2029 0.00
Citigroup Mortgage Loan Trust 2006- 6.56 10/25/2035 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Tenet Healthcare Corp 6.00 11/15/2033 0.00
FIDEICOMISO DORREGO Y LIBERTADOR 0.00 12/31/2043 0.00
Morgan Stanley Capital I 2017-HR2 0.85 12/15/2050 0.00
Fannie Mae Grantor Trust 2001-T10 0.37 12/25/2041 0.00
Fannie Mae REMICS 4.93 06/25/2037 0.00
UBS AG 09/17/2026 0.00
Morgan Stanley & Co International P 02/06/2026 0.00
INR/USD CFWD2026318 03/18/2026 0.00
Fannie Mae REMICS 2.55 06/25/2037 0.00
Deutsche Bank AG 07/27/2026 0.00
CME Group Inc 01/03/2033 0.00
CD 2017-CD6 Mortgage Trust 0.89 11/13/2050 0.00
0.00
EUR/USD CFWD2026318 03/18/2026 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae REMICS 4.49 12/25/2032 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
Fannie Mae REMICS 6.00 01/25/2032 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Fannie Mae REMICS 2.16 12/25/2042 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae REMICS 4.99 04/25/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
BRL/USD CFWD202615 01/05/2026 0.00
BRL/USD CFWD202623 02/03/2026 0.00
Freddie Mac REMICS 5.10 02/15/2032 0.00
Freddie Mac REMICS 5.10 02/15/2032 0.00
LCH CLEARNET (US) LLC 03/17/2054 0.00
Fannie Mae REMICS 2.71 05/25/2035 0.00
Freddie Mac REMICS 5.10 03/15/2032 0.00
Freddie Mac REMICS 2.62 05/15/2035 0.00
Saks Global Enterprises LLC 11.00 12/15/2029 0.00
EUR/USD CFWD2026318 03/18/2026 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Freddie Mac REMICS 5.10 02/15/2032 0.00
AUD/USD CFWD2026318 03/18/2026 0.00
Goldman Sachs International 05/22/2026 0.00
GBP/USD CFWD2026318 03/18/2026 0.00
Government National Mortgage Associ 2.80 04/16/2041 0.00
USD/BRL CFWD2026623 06/23/2026 0.00
UBS AG 01/29/2026 0.00
JP Morgan Mortgage Trust 2007-A1 5.04 07/25/2035 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
JPMorgan Chase Bank NA 5.00 12/20/2029 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Fannie Mae REMICS 4.55 10/18/2032 0.00
BRL/USD CFWD202623 02/03/2026 0.00
GSR Mortgage Loan Trust 2005-AR4 5.00 07/25/2035 0.00
Fannie Mae REMICS 4.21 01/25/2033 0.00
USD/EUR CFWD2026318 03/18/2026 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
UBS AG 02/23/2026 0.00
WaMu Mortgage Pass-Through Certific 5.69 10/25/2033 0.00
Fannie Mae REMICS 4.39 11/25/2033 0.00
Morgan Stanley Capital Services LLC 01/30/2026 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 3.24 09/25/2036 0.00
Mcdermott International Ltd 0.00
MXN/USD CFWD2026318 03/18/2026 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
CWHEQ Revolving Home Equity Loan Tr 2.29 11/15/2036 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Freddie Mac REMICS 2.60 01/15/2035 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Deutsche Bank AG 05/06/2026 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
USD/NZD CFWD2026318 03/18/2026 0.00
Claire's Stores Inc 10.46 12/18/2026 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Government National Mortgage Associ 2.70 04/16/2037 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
S&P 500 INDEX 01/16/2026 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Freddie Mac Multifamily Structured 0.96 05/25/2026 0.00
Fannie Mae REMICS 4.26 05/25/2033 0.00
Deutsche Bank AG 05/20/2026 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Freddie Mac REMICS 1.97 05/15/2038 0.00
Fannie Mae REMICS 3.56 10/25/2033 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Goldman Sachs International 05/06/2026 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae REMICS 4.99 04/25/2032 0.00
Freddie Mac REMICS 2.95 10/15/2033 0.00
JPMorgan Chase Bank NA 5.00 12/20/2029 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae REMICS 4.99 09/25/2032 0.00
ZAR/USD CFWD2026318 03/18/2026 0.00
CZK/USD CFWD2026318 03/18/2026 0.00
Fannie Mae REMICS 2.61 05/25/2035 0.00
Freddie Mac REMICS 2.90 12/15/2037 0.00
Freddie Mac REMICS 2.05 07/15/2035 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Fannie Mae REMICS 2.56 10/25/2041 0.00
USD/COP CFWD2026318 03/18/2026 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Fannie Mae REMICS 3.85 11/18/2031 0.00
Fannie Mae REMICS 4.99 12/25/2032 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Freddie Mac REMICS 2.15 12/15/2039 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae REMICS 2.06 03/25/2035 0.00
Fannie Mae REMICS 4.26 02/25/2033 0.00
CLP/USD CFWD2026318 03/18/2026 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Freddie Mac REMICS 1.90 04/15/2038 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac REMICS 2.62 05/15/2035 0.00
Freddie Mac REMICS 4.60 01/15/2033 0.00
Fannie Mae REMICS 4.05 12/18/2032 0.00
Freddie Mac REMICS 4.75 07/15/2029 0.00
Fannie Mae REMICS 3.95 03/18/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Fannie Mae REMICS 4.01 07/25/2032 0.00
McDermott - Warrants B 0.00
PLN/USD CFWD2026318 03/18/2026 0.00
Fannie Mae REMICS 4.11 03/25/2032 0.00
Freddie Mac REMICS 4.55 02/15/2029 0.00
McDermott - Warrants A 0.00
Fannie Mae REMICS 2.76 05/25/2035 0.00
Fannie Mae REMICS 4.01 07/25/2032 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Fannie Mae REMICS 4.11 04/25/2032 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Fannie Mae REMICS 2.06 07/25/2038 0.00
Fannie Mae REMICS 3.01 04/25/2032 0.00
Fannie Mae REMICS 3.81 04/25/2032 0.00
Fannie Mae REMICS 3.96 01/25/2032 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae REMICS 4.01 09/25/2032 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Intercontinental Exchange Inc 1.00 12/20/2030 0.00
Freddie Mac REMICS 4.00 06/15/2029 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Freddie Mac REMICS 2.65 02/15/2035 0.00
Bank of America NA 01/08/2026 0.00
Deutsche Bank AG 01/08/2026 0.00
Fannie Mae REMICS 4.05 12/18/2032 0.00
Ginnie Mae I Pool 8.00 05/15/2028 0.00
Fannie Mae REMICS 6.50 04/25/2029 0.00
Fannie Mae Grantor Trust 2001-T3 0.62 11/25/2040 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Freddie Mac REMICS 6.50 04/15/2028 0.00
Freddie Mac REMICS 7.00 04/15/2028 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
SGD/USD CFWD2026318 03/18/2026 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Fannie Mae REMICS 2.76 03/25/2035 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Sabine Oil & Gas Holdings Inc 0.00
Ginnie Mae II Pool 5.38 07/20/2027 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
THB/USD CFWD2026318 03/18/2026 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Fannie Mae REMICS 3.91 11/25/2031 0.00
Freddie Mac REMICS 4.85 08/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac Multifamily Structured 0.76 02/25/2026 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
CAD/USD CFWD2026318 03/18/2026 0.00
CLAIRES HOLDINGS LLC 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
Fannie Mae REMICS 3.85 12/18/2031 0.00
Fannie Mae REMICS 3.61 06/25/2026 0.00
JPMorgan Chase Bank NA 01/09/2026 -0.00
BNP Paribas Securities Corp 01/15/2026 -0.00
USD/SEK CFWD2026318 03/18/2026 -0.00
USD/PLN CFWD2026318 03/18/2026 -0.00
USD/NOK CFWD2026318 03/18/2026 -0.00
EUR/USD CFWD2026318 03/18/2026 -0.00
Goldman Sachs International 5.00 12/20/2027 -0.00
USD/IDR CFWD2026325 03/25/2026 -0.00
USD/PEN CFWD2026318 03/18/2026 -0.00
USD/HUF CFWD2026318 03/18/2026 -0.00
Morgan Stanley Capital Services LLC 01/20/2026 -0.00
COP/USD CFWD2026318 03/18/2026 -0.00
USD/MXN CFWD2026318 03/18/2026 -0.00
USD/CZK CFWD2026318 03/18/2026 -0.00
EUR/USD CFWD2026318 03/18/2026 -0.00
USD/TRY CFWD2026318 03/18/2026 -0.00
USD/EUR CFWD2026318 03/18/2026 -0.00
USD/BRL CFWD202615 01/05/2026 -0.00
NZD/USD CFWD2026318 03/18/2026 -0.00
USD/MXN CFWD2026318 03/18/2026 -0.00
BNP Paribas Securities Corp 01/21/2026 -0.00
MXN/USD CFWD2026318 03/18/2026 -0.00
BRL/USD CFWD202615 01/05/2026 -0.00
Intercontinental Exchange Inc 1.00 12/20/2030 -0.00
USD/BRL CFWD202615 01/05/2026 -0.00
USD/EUR CFWD2026318 03/18/2026 -0.00
Bank of America NA 03/12/2026 -0.00
USD/EUR CFWD2026318 03/18/2026 -0.00
USD/EUR CFWD2026318 03/18/2026 -0.00
Bank of America NA 03/24/2026 -0.00
Goldman Sachs International 01/21/2026 -0.00
Intercontinental Exchange Inc 1.00 12/20/2026 -0.00
USD/EUR CFWD2026318 03/18/2026 -0.00
USD/BRL CFWD202615 01/05/2026 -0.00
USD/GBP CFWD2026318 03/18/2026 -0.00
JPMorgan Chase Bank NA 05/11/2026 -0.00
BRL/USD CFWD202615 01/05/2026 -0.00
USD/CNY CFWD2026318 03/18/2026 -0.00
Goldman Sachs International 02/16/2026 -0.00
Intercontinental Exchange Inc 1.00 12/20/2030 -0.00
Intercontinental Exchange Inc 1.00 12/20/2029 -0.00
BRL/USD CFWD202615 01/05/2026 -0.00
USD/GBP CFWD2026318 03/18/2026 -0.00
Morgan Stanley Capital Services LLC 02/06/2026 -0.00
LCH CLEARNET (US) LLC 0.00 12/04/2035 -0.00
Bank of America NA 02/24/2026 -0.00
Bank of America NA 03/12/2026 -0.00
USD/INR CFWD2026318 03/18/2026 -0.00
LCH CLEARNET (US) LLC 11/04/2026 -0.00
Bank of America NA 02/16/2026 -0.00
Morgan Stanley Capital Services LLC 03/05/2026 -0.00
USD/AUD CFWD2026318 03/18/2026 -0.01
Intercontinental Exchange Inc 1.00 12/20/2028 -0.01
Goldman Sachs International 08/05/2026 -0.01
JPMorgan Chase Bank NA 06/25/2026 -0.01
JPMorgan Chase Bank NA 03/16/2026 -0.01
USD/GBP CFWD2026318 03/18/2026 -0.01
JPMorgan Chase & Co 07/10/2026 -0.01
BNP Paribas Securities Corp 03/04/2026 -0.01
USD/GBP CFWD2026318 03/18/2026 -0.01
Goldman Sachs International 04/15/2026 -0.01
Morgan Stanley Capital Services LLC 03/04/2026 -0.01
Deutsche Bank AG 03/19/2026 -0.01
CME Group Inc 01/03/2033 -0.01
BNP Paribas Securities Corp 03/03/2026 -0.01
Goldman Sachs International 03/09/2026 -0.01
LCH CLEARNET (US) LLC 08/04/2035 -0.01
USD/BRL CFWD202623 02/03/2026 -0.01
Deutsche Bank AG 06/04/2026 -0.01
USD/CAD CFWD2026318 03/18/2026 -0.01
Morgan Stanley Capital Services LLC 04/01/2026 -0.01
USD/BRL CFWD2026714 07/14/2026 -0.01
LCH CLEARNET (US) LLC 07/15/2035 -0.01
USD/EUR CFWD2026318 03/18/2026 -0.01
LCH CLEARNET (US) LLC 07/15/2035 -0.01
USD/MXN CFWD2026318 03/18/2026 -0.01
USD/EUR CFWD2026318 03/18/2026 -0.01
Goldman Sachs International 08/05/2026 -0.01
JPMorgan Chase Bank NA 03/04/2026 -0.02
Goldman Sachs International 05/15/2026 -0.02
Goldman Sachs International 04/07/2026 -0.02
BNP Paribas Securities Corp 03/03/2026 -0.02
USD/BRL CFWD202629 02/09/2026 -0.02
USD/GBP CFWD2026318 03/18/2026 -0.02
JPMorgan Chase Bank NA 11/13/2026 -0.02
Bank of America NA 03/24/2026 -0.02
Morgan Stanley Capital Services LLC 03/05/2026 -0.02
Bank of America NA 02/24/2026 -0.02
USD/EUR CFWD2026318 03/18/2026 -0.02
USD/AUD CFWD202649 04/09/2026 -0.02
JPMorgan Chase Bank NA 03/18/2026 -0.02
USD/GBP CFWD2026318 03/18/2026 -0.02
USD/BRL CFWD202623 02/03/2026 -0.02
JPMorgan Chase Bank NA 06/25/2026 -0.02
USD/ZAR CFWD2026318 03/18/2026 -0.02
Goldman Sachs International 05/15/2026 -0.02
JPMorgan Chase Bank NA 5.00 12/20/2027 -0.02
USD/KRW CFWD2026318 03/18/2026 -0.03
JPY/USD CFWD2026318 03/18/2026 -0.03
USD/ZAR CFWD2026212 02/12/2026 -0.03
USD/EUR CFWD2026512 05/12/2026 -0.03
USD/GBP CFWD2026318 03/18/2026 -0.03
Morgan Stanley Capital Services LLC 03/16/2026 -0.03
LCH CLEARNET (US) LLC 11/16/2027 -0.03
Bank of America NA 05/19/2026 -0.03
USD/EUR CFWD2026513 05/13/2026 -0.03
Goldman Sachs International 08/13/2026 -0.03
USD/AUD CFWD2026318 03/18/2026 -0.03
USD/ZAR CFWD2026622 06/22/2026 -0.03
JPMorgan Chase Bank NA 05/11/2026 -0.03
Goldman Sachs International 07/27/2026 -0.03
Goldman Sachs International 06/18/2026 -0.03
USD/ZAR CFWD2026318 03/18/2026 -0.03
LCH CLEARNET (US) LLC 06/04/2028 -0.03
JPMorgan Chase Bank NA 05/07/2026 -0.04
JPMorgan Chase Bank NA 07/11/2029 -0.04
Bank of America NA 05/15/2026 -0.04
LCH CLEARNET (US) LLC 11/12/2027 -0.04
Barclays Bank PLC 05/10/2027 -0.05
Goldman Sachs International 03/11/2026 -0.05
Bank of America NA 05/19/2026 -0.06
Morgan Stanley Capital Services LLC 10/22/2027 -0.06
Goldman Sachs International 06/18/2026 -0.06
Goldman Sachs International 07/06/2027 -0.06
Intercontinental Exchange Inc 5.00 12/20/2030 -0.07
USD/MXN CFWD2026318 03/18/2026 -0.07
Goldman Sachs International 02/09/2026 -0.07
Goldman Sachs International 11/09/2026 -0.07
LCH CLEARNET (US) LLC 11/09/2027 -0.07
Bank of America NA 07/03/2026 -0.07
LCH CLEARNET (US) LLC 11/03/2027 -0.07
JPMorgan Chase Bank NA 05/07/2026 -0.08
Morgan Stanley Capital Services LLC 05/04/2026 -0.08
Morgan Stanley Capital Services LLC 05/04/2026 -0.08
Goldman Sachs International 08/27/2026 -0.11
Goldman Sachs International 09/12/2030 -0.11
Bank of America NA 12/04/2026 -0.12
Morgan Stanley Capital Services LLC 07/16/2026 -0.12
Goldman Sachs International 07/06/2027 -0.15
Goldman Sachs International 11/09/2026 -0.16
-0.19
INR/USD CFWD2027319 03/19/2027 -0.22
INR/USD CFWD2027319 03/19/2027 -0.22
LCH CLEARNET (US) LLC 12/20/2054 -0.23
Bank of America NA 12/11/2026 -0.30
Morgan Stanley Capital Services LLC 11/04/2026 -0.41
JPMorgan Chase Bank NA 11/06/2030 -0.50
JPMorgan Chase Bank NA 11/06/2030 -0.71
-2.02