Invesco Global Strategic Income Fund

as of 09/30/2025

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
United States Treasury Bill 0.00 05/14/2026 5.52
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 5.46
CASH & EQUIVALENTS 0.00 4.87
United States Treasury Note/Bond 5.50 08/15/2028 4.75
NOK/EUR CFWD20251022 10/22/2025 4.12
Mexican Bonos 8.50 02/28/2030 4.10
Invesco Treasury Portfolio 2.54
Republic of South Africa Government 8.25 03/31/2032 1.46
Invesco Government & Agency Portfol 01/01/2025 1.37
LCH CLEARNET (US) LLC 03/15/2039 1.31
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 1.31
Mexican Udibonos 4.00 08/30/2029 1.15
Mortgage Funding 2008-1 PLC 7.31 03/13/2046 1.08
Republic of South Africa Government 9.00 01/31/2040 1.00
Invesco Global Strategic Income Fun 0.91
Fannie Mae Pool 4.50 07/01/2052 0.89
Freddie Mac Pool 5.00 03/01/2053 0.88
Fannie Mae Pool 5.50 02/01/2053 0.87
Fannie Mae Pool 5.50 03/01/2053 0.86
Freddie Mac Pool 5.00 09/01/2052 0.84
Freddie Mac Pool 4.50 10/01/2052 0.82
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.80
Province of Ontario Canada 5.85 03/08/2033 0.69
Energy Transfer LP 7.12 10/01/2054 0.67
Treasury Corp of Victoria 5.50 11/17/2026 0.67
BPCE SA 5.12 01/25/2035 0.65
Willow No 2 Ireland PLC for Zurich 4.25 10/01/2045 0.65
British Telecommunications PLC 4.25 11/23/2081 0.64
Sempra 4.12 04/01/2052 0.63
YPF SA 0.60
Ford Motor Credit Co LLC 6.86 06/05/2026 0.59
Barclays Bank PLC 6.28 12/31/2079 0.57
Eurosail-UK 2007-2np PLC 2.81 03/13/2045 0.52
SC Germany SA Compartment Consumer 4.68 11/14/2035 0.49
Southern Co/The 4.00 01/15/2051 0.49
Dell International LLC / EMC Corp 6.20 07/15/2030 0.48
CenterPoint Energy Inc 6.70 05/15/2055 0.48
State Street Corp 6.45 12/31/2079 0.48
BAWAG Group AG 5.12 12/31/2079 0.46
Penske Truck Leasing Co Lp / PTL Fi 6.05 08/01/2028 0.46
General Motors Co 6.80 10/01/2027 0.46
Enbridge Inc 7.38 01/15/2083 0.46
India Government Bond 7.09 08/05/2054 0.45
Queensland Treasury Corp 5.25 08/13/2038 0.44
Fideicomiso Dorrego y Libertador 2.00 12/31/2043 0.44
Muthoot Finance Ltd 6.38 04/23/2029 0.44
Freddie Mac STACR REMIC Trust 2023- 7.71 11/25/2043 0.44
Hyundai Capital America 4.90 06/23/2028 0.43
Freddie Mac STACR REMIC Trust 2022- 7.26 04/25/2042 0.43
Element Fleet Management Corp 5.64 03/13/2027 0.43
Connecticut Avenue Securities Trust 6.31 03/25/2044 0.43
CMS Energy Corp 6.50 06/01/2055 0.43
Connecticut Avenue Securities Trust 6.16 02/25/2044 0.42
Eurosail 2006-2bl PLC 2.81 12/15/2044 0.41
Freddie Mac STACR REMIC Trust 2023- 7.86 05/25/2043 0.41
Eurosail 2006-2bl PLC 7.36 12/15/2044 0.40
Freeport-McMoRan Inc 4.62 08/01/2030 0.39
Argentina Treasury Bond BONTE 29.50 05/30/2030 0.39
Electricite de France SA 7.50 12/31/2099 0.39
Ludgate Funding PLC 4.30 12/01/2060 0.38
Last Mile Logistics Pan Euro Financ 4.73 08/17/2033 0.38
Petroleos Mexicanos 8.75 06/02/2029 0.35
PNC Financial Services Group Inc/Th 6.62 10/20/2027 0.34
GS Mortgage-Backed Securities Trust 5.14 11/25/2065 0.33
Entergy Corp 7.12 12/01/2054 0.32
Great Hall Mortgages No 1 PLC 5.76 06/18/2039 0.32
AES Corp/The 7.60 01/15/2055 0.32
Southern Co/The 3.75 09/15/2051 0.32
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.31
Barclays Bank PLC 05/21/2026 0.31
Electricite de France SA 7.38 12/31/2099 0.30
American Express Co 6.34 10/30/2026 0.30
NextEra Energy Capital Holdings Inc 6.75 06/15/2054 0.30
Sociedad Quimica y Minera de Chile 5.50 09/10/2034 0.30
Eurosail 2006-4np PLC 7.11 12/10/2044 0.29
M&G PLC 5.62 10/20/2051 0.29
Newday Funding Master Issuer PLC - 04/15/2033 0.28
RATE Mortgage Trust 2025-J2 5.50 07/25/2055 0.28
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.28
Telefonica Europe BV 6.75 12/31/2099 0.28
CPI Property Group SA 4.88 12/31/2079 0.28
Ares Capital Corp 5.88 03/01/2029 0.28
Bayer US Finance LLC 6.12 11/21/2026 0.28
Telefonica Europe BV 7.12 12/31/2099 0.28
GMR Hyderabad International Airport 4.25 10/27/2027 0.27
OBX 2025-HE2 Trust 5.81 08/25/2055 0.27
Sequoia Mortgage Trust 2025-8 5.50 09/25/2055 0.26
Hera Financing 2024-1 DAC 6.94 11/17/2034 0.26
Morgan Stanley Reremic Trust 6.00 11/26/2036 0.26
Freddie Mac REMICS 1.59 04/25/2055 0.26
MGM China Holdings Ltd 5.88 05/15/2026 0.25
IHS Holding Ltd 8.25 11/29/2031 0.25
Charles Schwab Corp/The 6.20 11/17/2029 0.25
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.25
FREMF 2016-K54 Mortgage Trust 4.23 04/25/2048 0.25
Jupiter Mortgage NO 1 PLC 8.05 07/20/2055 0.25
Grupo Financiero Galicia SA 0.25
UBS Group AG 9.25 12/31/2079 0.24
Freddie Mac STACR REMIC Trust 2022- 9.71 08/25/2042 0.24
South Bow Canadian Infrastructure H 7.62 03/01/2055 0.24
ONEOK Inc 6.62 09/01/2053 0.24
Ecopetrol SA 8.62 01/19/2029 0.23
EUR/USD CFWD20251118 11/18/2025 0.23
Element Fleet Management Corp 6.32 12/04/2028 0.23
Paramount Global 2.90 01/15/2027 0.23
TransDigm Inc 6.75 08/15/2028 0.23
Muthoot Finance Ltd 7.12 02/14/2028 0.23
Freddie Mac STACR REMIC Trust 2024- 6.36 03/25/2044 0.22
Freddie Mac STACR REMIC Trust 2022- 8.36 07/25/2042 0.22
Freddie Mac STACR REMIC Trust 2022- 7.91 08/25/2042 0.22
J M Smucker Co/The 5.90 11/15/2028 0.22
United Airlines Inc 4.38 04/15/2026 0.22
Petroleos Mexicanos 6.50 03/13/2027 0.22
Transcanada Trust 5.88 08/15/2076 0.22
Turkiye Is Bankasi AS 7.38 04/02/2036 0.21
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.21
State Street Corp 6.70 12/31/2079 0.21
Westlake Automobile Receivables Tru 5.21 04/15/2030 0.21
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.21
Freddie Mac STACR REMIC Trust 2024- 6.31 02/25/2044 0.21
Goldman Sachs International 07/06/2027 0.21
Freddie Mac STACR REMIC Trust 2024- 6.16 08/25/2044 0.21
Freddie Mac REMICS 1.44 08/25/2055 0.20
Newday Funding Master Issuer PLC - 7.72 11/15/2032 0.20
BRAVO Residential Funding Trust 202 7.38 09/25/2063 0.20
Arcos Dorados BV 6.38 01/29/2032 0.20
MARB BondCo PLC 3.95 01/29/2031 0.20
Connecticut Avenue Securities Trust 7.96 07/25/2042 0.20
Goldman Sachs International 09/12/2030 0.20
Golub Capital Private Credit Fund 5.80 09/12/2029 0.19
Cousins Properties LP 5.25 07/15/2030 0.19
Hera Financing 2024-1 DAC 5.89 11/17/2034 0.19
USD/INR CFWD2027319 03/19/2027 0.19
LCH CLEARNET (US) LLC 01/24/2075 0.18
USD/INR CFWD2027319 03/19/2027 0.18
Morgan Stanley Residential Mortgage 6.79 05/25/2069 0.18
L3Harris Technologies Inc 5.40 01/15/2027 0.18
ONEOK Inc 5.55 11/01/2026 0.18
MGM China Holdings Ltd 4.75 02/01/2027 0.18
Beazley Insurance DAC 5.50 09/10/2029 0.18
BAT Capital Corp 6.00 02/20/2034 0.17
Morgan Stanley Capital Services LLC 09/24/2035 0.17
Towd Point Mortgage Funding 2024 - 8.55 07/20/2053 0.17
Eurosail-UK 2007-1nc PLC 2.85 03/13/2045 0.17
Electricite de France SA 9.12 12/31/2079 0.16
Angel Oak Mortgage Trust 2025-6 5.92 04/25/2070 0.16
Ivory Coast Government Internationa 5.25 03/22/2030 0.16
Nemak SAB de CV 3.62 06/28/2031 0.16
Towd Point Mortgage Funding 2024 - 7.55 07/20/2053 0.16
Ludgate Funding PLC 4.35 01/01/2061 0.16
Prosil Acquisition SA 4.03 10/31/2039 0.16
FIEMEX Energia - Banco Actinver SA 7.25 01/31/2041 0.16
Goldman Sachs International 06/18/2026 0.16
Argentine Republic Government Inter 3.50 07/09/2041 0.16
Egypt Government International Bond 8.62 02/04/2030 0.15
Jupiter Mortgage NO 1 PLC 9.05 07/20/2055 0.15
Fannie Mae REMICS 1.14 09/25/2054 0.15
Navoi Mining & Metallurgical Combin 6.75 05/14/2030 0.15
Morgan Stanley Residential Mortgage 6.14 11/25/2069 0.15
Cemex SAB de CV 5.12 12/31/2079 0.15
Hera Financing 2024-1 DAC 7.74 11/17/2034 0.15
Banco Macro SA 0.15
Morgan Stanley Capital Services LLC 09/24/2035 0.15
Bell Telephone Co of Canada or Bell 6.88 09/15/2055 0.15
Argentine Republic Government Inter 0.75 07/09/2030 0.15
LCH CLEARNET (US) LLC 12/20/2054 0.15
Pampa Energia SA 0.14
BRAVO Residential Funding Trust 202 7.13 09/25/2063 0.14
Eurobank SA 5.88 11/28/2029 0.14
GCAT 2025-NQM2 Trust 5.60 04/25/2070 0.14
Fannie Mae REMICS 1.44 01/25/2055 0.14
Rogers Communications Inc 7.00 04/15/2055 0.14
OBX 2024-NQM18 Trust 5.87 10/25/2064 0.14
Energy Transfer LP 8.00 05/15/2054 0.13
Angel Oak Mortgage Trust 2024-8 5.75 05/27/2069 0.13
Auburn 15 PLC 6.47 07/20/2045 0.13
Freddie Mac STACR REMIC Trust 2023- 7.71 06/25/2043 0.13
Allison Transmission Inc 3.75 01/30/2031 0.13
GS Mortgage-Backed Securities Trust 5.46 10/25/2065 0.13
GS Mortgage-Backed Securities Trust 5.31 10/25/2065 0.13
Aeropuertos Dominicanos Siglo XXI S 7.00 06/30/2034 0.13
Freddie Mac REMICS 0.76 03/25/2055 0.13
Sempra 6.38 04/01/2056 0.13
Sonic Capital LLC 3.85 01/20/2050 0.13
Berry Global Inc 5.65 01/15/2034 0.13
Cheniere Energy Inc 5.65 04/15/2034 0.13
Towd Point Mortgage Funding 2024-Gr 7.22 04/20/2051 0.13
Brookfield Infrastructure Finance U 6.75 03/15/2055 0.12
Eurosail-UK 2007-1nc PLC 5.00 03/13/2045 0.12
Cia de Minas Buenaventura SAA 6.80 02/04/2032 0.12
RCKT Mortgage Trust 2025-CES5 5.84 05/25/2055 0.12
Ecopetrol SA 7.75 02/01/2032 0.12
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.12
Hiscox Ltd 7.00 06/11/2036 0.12
Telecommunications co Telekom Srbij 7.00 10/28/2029 0.11
IM Pastor 4 FTA 2.22 03/22/2044 0.11
Lamar Media Corp 4.88 01/15/2029 0.11
Petrobras Global Finance BV 6.50 07/03/2033 0.11
Banco de Credito e Inversiones SA 8.75 12/31/2099 0.11
Towd Point Mortgage Funding 2024 - 8.55 07/20/2053 0.11
Auburn 15 PLC 5.97 07/20/2045 0.11
Citigroup Mortgage Loan Trust 2025- 6.00 02/25/2055 0.11
BBVA Mexico SA Institucion De Banca 7.62 02/11/2035 0.11
Connecticut Avenue Securities Trust 7.46 03/25/2042 0.11
Petroleos Mexicanos 6.88 08/04/2026 0.11
Goldman Sachs International 02/09/2026 0.11
Mattel Inc 6.20 10/01/2040 0.11
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.11
Morgan Stanley Residential Mortgage 6.41 12/25/2068 0.11
Morgan Stanley Residential Mortgage 6.00 10/25/2069 0.11
Aberdeen Group PLC 4.25 06/30/2028 0.11
Freddie Mac REMICS 1.44 02/25/2055 0.11
JPMorgan Chase Bank NA 01/21/2026 0.11
Alba 2007-1 PLC 7.36 03/17/2039 0.11
Vista Energy Argentina SAU 7.62 12/10/2035 0.10
Connecticut Avenue Securities Trust 6.66 05/25/2043 0.10
Prosus NV 3.68 01/21/2030 0.10
CME Group Inc 01/02/2029 0.10
BB Blue Financing DAC 4.39 09/20/2037 0.10
Viatris Inc 3.85 06/22/2040 0.10
Seagate Data Storage Technology Pte 9.62 12/01/2032 0.10
Volkswagen International Finance NV 4.62 12/31/2059 0.10
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.10
Keurig Dr Pepper Inc 4.35 05/15/2028 0.10
Sixth Street Lending Partners 6.12 07/15/2030 0.10
Weir Group Inc 5.35 05/06/2030 0.10
Solventum Corp 5.45 02/25/2027 0.09
Maya SAS/Paris France 8.50 04/15/2031 0.09
Freddie Mac STACR REMIC Trust 2023- 6.45 03/25/2043 0.09
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.09
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.09
Chile Electricity Lux Mpc II Sarl 5.58 10/20/2035 0.09
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.09
JPMorgan Chase Bank NA 5.00 12/20/2029 0.09
New Gold Inc 6.88 04/01/2032 0.09
Government National Mortgage Associ 0.00 04/20/2055 0.09
GC Treasury Center Co Ltd 6.50 12/31/2079 0.09
EZCORP Inc 7.38 04/01/2032 0.09
Energuate Trust 2 0 6.35 09/15/2035 0.09
JPMorgan Chase Bank NA 5.00 12/20/2029 0.09
Navoi Mining & Metallurgical Combin 6.70 10/17/2028 0.09
BRL/USD CFWD20251112 11/12/2025 0.09
CME Group Inc 01/02/2029 0.09
Repsol E&P Capital Markets US LLC 5.20 09/16/2030 0.08
GS Mortgage-Backed Securities Trust 5.34 11/25/2065 0.08
Orazul Energy Peru SA 6.25 09/17/2032 0.08
Connecticut Avenue Securities Trust 8.26 07/25/2043 0.08
Repsol E&P Capital Markets US LLC 4.80 09/16/2028 0.08
Bank of America NA 07/27/2026 0.08
EUR/USD CFWD2025102 10/02/2025 0.08
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.08
Goldman Sachs International 11/10/2025 0.08
GS Mortgage-Backed Securities Trust 5.91 10/25/2055 0.08
BP Capital Markets PLC 4.88 12/31/2049 0.08
Hilton Grand Vacations Trust 2025-2 4.54 05/25/2044 0.08
Freddie Mac STACR REMIC Trust 2025- 5.46 05/25/2045 0.08
Wynn Macau Ltd 6.75 02/15/2034 0.08
YPF SA ADR 0.08
Venture Global Plaquemines LNG LLC 6.50 01/15/2034 0.08
Constellation Software Inc/Canada 5.16 02/16/2029 0.08
Vodafone Group PLC 4.12 06/04/2081 0.08
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.08
Mars Inc 4.80 03/01/2030 0.07
Enpro Inc 6.12 06/01/2033 0.07
GFL Environmental Inc 4.00 08/01/2028 0.07
Aircastle Ltd 5.25 12/31/2099 0.07
GGAM Finance Ltd 6.88 04/15/2029 0.07
AerCap Ireland Capital DAC / AerCap 6.95 03/10/2055 0.07
Freddie Mac Multifamily Structured 1.08 05/25/2029 0.07
Morgan Stanley Capital Services LLC 09/14/2026 0.07
Connecticut Avenue Securities Trust 6.86 04/25/2043 0.07
Hilton Domestic Operating Co Inc 5.88 03/15/2033 0.07
TransDigm Inc 6.50 01/19/2032 0.07
Connecticut Avenue Securities Trust 7.06 07/25/2043 0.07
Goldman Sachs Group Inc/The 03/05/2026 0.07
Angel Oak Mortgage Trust 2024-12 6.01 10/25/2069 0.07
Iron Mountain Inc 7.00 02/15/2029 0.07
USD/KRW CFWD2025122 12/02/2025 0.07
Dominican Republic International Bo 4.88 09/23/2032 0.07
RCKT Mortgage Trust 2025-CES6 5.47 06/25/2055 0.07
African Development Bank 0.00 01/17/2050 0.07
CVS Health Corp 6.75 12/10/2054 0.07
CME Group Inc 01/02/2029 0.07
United States International Develop 3.13 04/15/2028 0.07
Newgate Funding PLC 2.37 12/01/2050 0.07
Banco del Estado de Chile 7.95 12/31/2079 0.06
Alba 2006-2 PLC 7.36 12/15/2038 0.06
Venture Global LNG Inc 9.88 02/01/2032 0.06
OBX 2024-NQM12 Trust 5.78 07/25/2064 0.06
TransDigm Inc 6.38 03/01/2029 0.06
Goldman Sachs International 02/16/2026 0.06
Morgan Stanley Capital Services LLC 05/11/2026 0.06
Morgan Stanley & Co LLC 06/24/2026 0.06
Vistra Corp 8.88 12/31/2059 0.06
Morgan Stanley Capital Services LLC 11/07/2025 0.06
RATE Mortgage Trust 2024-J3 5.50 10/25/2054 0.06
Seagate Data Storage Technology Pte 4.12 01/15/2031 0.06
Bank of America NA 08/18/2026 0.06
Nissan Motor Acceptance Co LLC 7.05 09/15/2028 0.06
M&G PLC 6.50 10/20/2048 0.06
NRG Energy Inc 6.00 01/15/2036 0.06
Government National Mortgage Associ 0.06 07/20/2055 0.06
Bain Capital Specialty Finance Inc 5.95 03/15/2030 0.06
Mastr Asset Backed Securities Trust 4.47 08/25/2036 0.06
Goldman Sachs International 12/15/2025 0.06
Tidewater Inc 9.12 07/15/2030 0.06
OneMain Finance Corp 6.62 05/15/2029 0.06
Alliant Holdings Intermediate LLC / 7.00 01/15/2031 0.06
Repsol E&P Capital Markets US LLC 5.98 09/16/2035 0.05
PMT Loan Trust 2025-INV1 6.00 01/25/2060 0.05
Tenet Healthcare Corp 6.75 05/15/2031 0.05
Carriage Services Inc 4.25 05/15/2029 0.05
Acrisure LLC / Acrisure Finance Inc 7.50 11/06/2030 0.05
FirstCash Inc 6.88 03/01/2032 0.05
TransDigm Inc 6.00 01/15/2033 0.05
Air Lease Corp 4.65 12/31/2099 0.05
Global Aircraft Leasing Co Ltd 8.75 09/01/2027 0.05
Provident Funding Associates LP / P 9.75 09/15/2029 0.05
Emrld Borrower LP 6.49 08/04/2031 0.05
Calpine Corp 5.12 03/15/2028 0.05
Esab Corp 6.25 04/15/2029 0.05
HUB International Ltd 7.25 06/15/2030 0.05
Freddie Mac STACR REMIC Trust 2023- 6.36 06/25/2043 0.05
RB Global Holdings Inc 6.75 03/15/2028 0.05
Freddie Mac STACR REMIC Trust 2024- 6.06 05/25/2044 0.05
Connecticut Avenue Securities Trust 6.66 01/25/2043 0.05
Goldman Sachs International 03/26/2026 0.05
FREMF 2017-K62 Mortgage Trust 4.01 01/25/2050 0.05
Warnermedia Holdings Inc 4.28 03/15/2032 0.05
Vistra Operations Co LLC 5.62 02/15/2027 0.05
JPMorgan Chase Bank NA 06/25/2026 0.05
COLT 2024-INV1 Mortgage Loan Trust 6.48 12/25/2068 0.05
Goldman Sachs International 11/10/2025 0.05
JPMorgan Chase Bank NA 5.00 12/20/2029 0.05
Medline Borrower LP 3.88 04/01/2029 0.05
CCO Holdings LLC / CCO Holdings Cap 4.50 06/01/2033 0.05
RCKT Mortgage Trust 2025-CES5 5.69 05/25/2055 0.05
Newgate Funding PLC 3.51 12/15/2050 0.05
Bank of America NA 03/24/2026 0.05
Reinsurance Group of America Inc 6.65 09/15/2055 0.05
Goldman Sachs International 12/12/2025 0.04
Government National Mortgage Associ 0.51 10/20/2054 0.04
Frontier Issuer LLC 6.60 08/20/2053 0.04
Angel Oak Mortgage Trust 2024-12 5.86 10/25/2069 0.04
Bank of America NA 10/28/2025 0.04
GS Mortgage-Backed Securities Trust 6.41 10/25/2055 0.04
Studio City Finance Ltd 5.00 01/15/2029 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
Amneal Pharmaceuticals LLC 6.88 08/01/2032 0.04
SBNA Auto Receivables Trust 2025-SF 5.14 04/15/2031 0.04
Venture Global Plaquemines LNG LLC 6.75 01/15/2036 0.04
Bank of America NA 05/08/2026 0.04
OBX 2024-NQM12 Trust 5.93 07/25/2064 0.04
Deutsche Bank AG 10/29/2025 0.04
JPMorgan Chase Bank NA 12/01/2025 0.04
Forvia SE 8.00 06/15/2030 0.04
Bank of America NA 12/10/2025 0.04
Connecticut Avenue Securities Trust 6.86 10/25/2043 0.04
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.04
Connecticut Avenue Securities Trust 6.06 07/25/2043 0.04
Macy's Retail Holdings LLC 6.70 07/15/2034 0.04
Deutsche Bank AG 02/04/2026 0.04
Level 3 Financing Inc 6.88 06/30/2033 0.04
Duke Energy Corp 6.45 09/01/2054 0.04
Level 3 Financing Inc 7.00 03/31/2034 0.04
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.04
Macy's Retail Holdings LLC 7.38 08/01/2033 0.04
Global Atlantic Fin Co 4.70 10/15/2051 0.04
Carvana Co 9.00 06/01/2031 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
Prairie Acquiror LP 7.91 08/01/2029 0.04
Discovery Communications LLC 4.12 05/15/2029 0.04
Hawaiian Electric Co Inc 6.00 10/01/2033 0.04
Brink's Co/The 6.75 06/15/2032 0.04
JPMorgan Chase Bank NA 11/05/2025 0.04
Hologic Inc 3.25 02/15/2029 0.04
Morgan Stanley & Co International P 02/06/2026 0.04
Brundage-Bone Concrete Pumping Hold 7.50 02/01/2032 0.04
Tallgrass Energy Partners LP / Tall 7.38 02/15/2029 0.04
Taylor Morrison Communities Inc 5.12 08/01/2030 0.04
Global Partners LP / GLP Finance Co 7.12 07/01/2033 0.04
Newell Brands Inc 6.38 05/15/2030 0.04
LCH CLEARNET (US) LLC 06/10/2030 0.04
Jane Street Group / JSG Finance Inc 6.12 11/01/2032 0.04
Vail Resorts Inc 5.62 07/15/2030 0.04
Iron Mountain Inc 4.50 02/15/2031 0.04
PetSmart LLC / PetSmart Finance Cor 7.50 09/15/2032 0.04
Endo Finance Holdings Inc 8.50 04/15/2031 0.04
AECOM 6.00 08/01/2033 0.04
Cougar JV Subsidiary LLC 8.00 05/15/2032 0.04
Telecom Italia Capital SA 6.38 11/15/2033 0.04
Sunrise FinCo I BV 4.62 05/15/2032 0.04
Carnival Corp 6.12 02/15/2033 0.04
Bausch + Lomb Corp 8.41 01/30/2031 0.04
CCO Holdings LLC / CCO Holdings Cap 4.75 02/01/2032 0.04
Clear Channel Outdoor Holdings Inc 8.28 08/23/2028 0.04
Lamb Weston Holdings Inc 4.38 01/31/2032 0.04
Lithia Motors Inc 4.38 01/15/2031 0.04
TransDigm Inc 6.25 01/31/2034 0.04
Excelerate Energy LP 8.00 05/15/2030 0.04
RLJ Lodging Trust LP 4.00 09/15/2029 0.04
Rocket Cos Inc 6.12 08/01/2030 0.04
Clarivate Science Holdings Corp 4.88 07/01/2029 0.04
Hilcorp Energy I LP / Hilcorp Finan 8.38 11/01/2033 0.04
Group 1 Automotive Inc 4.00 08/15/2028 0.04
Banco BBVA Argentina SA 0.04
Cerdia Finanz GmbH 9.38 10/03/2031 0.04
TrueNoord Capital DAC 8.75 03/01/2030 0.04
Cushman & Wakefield US Borrower LLC 7.44 01/31/2030 0.04
Citigroup Inc 4.15 12/31/2059 0.04
Goldman Sachs International 12/10/2025 0.04
Medline Borrower LP 5.25 10/01/2029 0.04
NESCO Holdings II Inc 5.50 04/15/2029 0.04
RHP Hotel Properties LP / RHP Finan 6.50 06/15/2033 0.04
Roller Bearing Co of America Inc 4.38 10/15/2029 0.04
Caturus Energy LLC 8.50 02/15/2030 0.04
SS&C Technologies Inc 5.50 09/30/2027 0.04
Fibercop SpA 7.20 07/18/2036 0.04
Comstock Resources Inc 6.75 03/01/2029 0.04
Voyager Parent LLC 9.25 07/01/2032 0.04
Jane Street Group / JSG Finance Inc 6.75 05/01/2033 0.04
Iron Mountain Information Managemen 5.00 07/15/2032 0.04
Group 1 Automotive Inc 6.38 01/15/2030 0.04
Nationstar Mortgage Holdings Inc 7.12 02/01/2032 0.04
Whirlpool Corp 4.75 02/26/2029 0.04
Melco Resorts Finance Ltd 6.50 09/24/2033 0.04
Sensata Technologies Inc 3.75 02/15/2031 0.04
California Buyer Ltd / Atlantica Su 6.38 02/15/2032 0.04
Opal Bidco SAS 6.50 03/31/2032 0.04
Aethon United BR LP / Aethon United 7.50 10/01/2029 0.04
LCM Investments Holdings II LLC 8.25 08/01/2031 0.04
Bath & Body Works Inc 6.62 10/01/2030 0.04
Fibercop SpA 6.00 09/30/2034 0.04
Venture Global LNG Inc 9.00 12/31/2099 0.04
EnerSys 4.38 12/15/2027 0.04
Antero Midstream Partners LP / Ante 6.62 02/01/2032 0.04
New Enterprise Stone & Lime Co Inc 5.25 07/15/2028 0.04
Walker & Dunlop Inc 6.62 04/01/2033 0.04
WMG Acquisition Corp 3.75 12/01/2029 0.04
Lamar Media Corp 5.38 11/01/2033 0.04
Northriver Midstream Finance LP 6.75 07/15/2032 0.04
CCO Holdings LLC / CCO Holdings Cap 4.25 01/15/2034 0.04
Celanese US Holdings LLC 7.20 11/15/2033 0.04
Summit Midstream Holdings LLC 8.62 10/31/2029 0.04
Windstream Services LLC / Windstrea 8.25 10/01/2031 0.03
Deutsche Bank AG 11/12/2025 0.03
Select Medical Corp 6.25 12/01/2032 0.03
Goldman Sachs International 11/28/2025 0.03
Boost Newco Borrower LLC 7.50 01/15/2031 0.03
Sixth Street Lending Partners 6.50 03/11/2029 0.03
Ardagh Metal Packaging Finance USA 6.00 06/15/2027 0.03
PMT Loan Trust 2025-INV6 6.00 06/25/2056 0.03
Clarios Global LP 6.91 01/15/2032 0.03
Nationstar Mortgage Holdings Inc 6.50 08/01/2029 0.03
JPMorgan Chase Bank NA 12/02/2025 0.03
Venture Global Plaquemines LNG LLC 7.50 05/01/2033 0.03
CME Group Inc 06/16/2027 0.03
Windstream Services LLC 7.50 10/15/2033 0.03
OneMain Finance Corp 6.75 03/15/2032 0.03
Deutsche Bank AG 12/16/2025 0.03
OBX 2024-NQM12 Trust 5.83 07/25/2064 0.03
MXN/USD CFWD20251218 12/18/2025 0.03
Connecticut Avenue Securities Trust 5.86 10/25/2043 0.03
Lithia Motors Inc 4.62 12/15/2027 0.03
LCH CLEARNET (US) LLC 05/19/2035 0.03
OBX 2024-NQM12 Trust 5.47 07/25/2064 0.03
JPMorgan Chase Bank NA 08/07/2026 0.03
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.03
Morgan Stanley Capital Services LLC 11/05/2025 0.03
Goldman Sachs International 12/16/2025 0.03
Sunoco LP 6.25 07/01/2033 0.03
JPMorgan Chase Bank NA 01/16/2026 0.03
UBS AG 08/21/2026 0.03
Argentum Netherlands BV for Swiss R 5.62 08/15/2052 0.03
Cleveland-Cliffs Inc 7.00 03/15/2032 0.03
USD/JPY CFWD202658 05/08/2026 0.03
Navient Corp 5.00 03/15/2027 0.03
Goldman Sachs International 12/11/2025 0.03
Genesis Energy LP / Genesis Energy 7.88 05/15/2032 0.03
LCH CLEARNET (US) LLC 01/15/2029 0.03
JPY/USD CFWD20251217 12/17/2025 0.03
LCH CLEARNET (US) LLC 12/10/2035 0.03
Genesis Energy LP / Genesis Energy 8.00 05/15/2033 0.03
BNP Paribas Securities Corp 11/06/2025 0.03
Credit Suisse Group AG 6.25 12/31/2079 0.03
Mexico Government International Bon 5.62 09/22/2035 0.03
BRL/USD CFWD2025116 11/06/2025 0.03
1261229 BC Ltd 10.00 04/15/2032 0.03
SBNA Auto Receivables Trust 2025-SF 5.12 03/17/2031 0.03
Bank of America NA 10/22/2025 0.03
JPMorgan Chase Bank NA 01/28/2026 0.03
LCH CLEARNET (US) LLC 05/12/2035 0.03
Goldman Sachs International 07/21/2027 0.03
Warnermedia Holdings Inc 5.05 03/15/2042 0.02
EUR/USD CFWD20251030 10/30/2025 0.02
OneMain Finance Corp 7.12 09/15/2032 0.02
Transocean International Ltd 8.75 02/15/2030 0.02
GCAT 2024-INV3 Trust 6.50 09/25/2054 0.02
Bank of America NA 05/15/2026 0.02
NCL Corp Ltd 6.25 09/15/2033 0.02
AAdvantage Loyalty IP Ltd 7.58 05/07/2032 0.02
Cloud Software Group Inc 9.00 09/30/2029 0.02
Delek Logistics Partners LP / Delek 7.38 06/30/2033 0.02
Freddie Mac STACR REMIC Trust 2022- 6.51 09/25/2042 0.02
Greystar Real Estate Partners LLC 6.90 08/21/2030 0.02
CCO Holdings LLC / CCO Holdings Cap 5.38 06/01/2029 0.02
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 01/07/2027 0.02
Univision Communications Inc 8.00 08/15/2028 0.02
CHS/Community Health Systems Inc 5.25 05/15/2030 0.02
Phinia Inc 6.62 10/15/2032 0.02
RB Global Holdings Inc 7.75 03/15/2031 0.02
Diversified Healthcare Trust 0.00 01/15/2026 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
Goldman Sachs International 03/16/2026 0.02
Bank of America NA 03/12/2026 0.02
DaVita Inc 6.75 07/15/2033 0.02
Freedom Mortgage Holdings LLC 8.38 04/01/2032 0.02
Sealed Air Corp 5.00 04/15/2029 0.02
Deutsche Bank AG 07/27/2026 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Diversified Healthcare Trust 7.25 10/15/2030 0.02
LCM Investments Holdings II LLC 4.88 05/01/2029 0.02
Vistra Corp 8.00 12/31/2049 0.02
Sealed Air Corp 6.88 07/15/2033 0.02
PennyMac Financial Services Inc 4.25 02/15/2029 0.02
Petroleos Mexicanos 6.62 06/15/2035 0.02
EnerSys 6.62 01/15/2032 0.02
DaVita Inc 6.88 09/01/2032 0.02
JPY/USD CFWD20251217 12/17/2025 0.02
Newell Brands Inc 6.62 09/15/2029 0.02
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.02
CHC Group LLC 11.75 09/01/2030 0.02
USD/EUR CFWD2025102 10/02/2025 0.02
USD/THB CFWD20251217 12/17/2025 0.02
Morgan Stanley Capital Services LLC 12/18/2025 0.02
Allison Transmission Inc 4.75 10/01/2027 0.02
Univision Communications Inc 9.38 08/01/2032 0.02
Deutsche Bank AG 01/08/2026 0.02
Bank of America NA 03/16/2026 0.02
Phinia Inc 6.75 04/15/2029 0.02
UBS AG 09/17/2026 0.02
USD/GBP CFWD20251217 12/17/2025 0.02
NCL Corp Ltd 5.88 01/15/2031 0.02
CME Group Inc 01/02/2029 0.02
Clarios Global LP / Clarios US Fina 6.75 02/15/2030 0.02
UBS AG 12/16/2025 0.02
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 07/08/2026 0.02
Greystar Real Estate Partners LLC 7.75 09/01/2030 0.01
Studio City Finance Ltd 6.50 01/15/2028 0.01
USD/JPY CFWD202677 07/07/2026 0.01
Cloud Software Group Inc 8.25 06/30/2032 0.01
Sunoco LP 5.88 03/15/2034 0.01
JPMorgan Chase Bank NA 12/16/2025 0.01
JPMorgan Chase Bank NA 12/18/2025 0.01
Vistra Operations Co LLC 5.00 07/31/2027 0.01
USD/GBP CFWD20251217 12/17/2025 0.01
Navient Corp 9.38 07/25/2030 0.01
USD/BRL CFWD2025114 11/04/2025 0.01
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.01
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.01
JPMorgan Chase Bank NA 07/03/2026 0.01
TMF TRUST COMPANY (ARGENTINA) S.A. 12.00 01/08/2026 0.01
CoreWeave Inc 9.00 02/01/2031 0.01
ION Platform Finance US Inc 7.88 09/30/2032 0.01
Barclays Bank PLC 01/14/2026 0.01
Rivers Enterprise Lender LLC / Rive 6.25 10/15/2030 0.01
Bank of America NA 04/07/2026 0.01
Citigroup Commercial Mortgage Trust 1.12 10/12/2050 0.01
Bausch Health Cos Inc 11.00 09/30/2028 0.01
Vistra Operations Co LLC 7.75 10/15/2031 0.01
WBI Operating LLC 6.25 10/15/2030 0.01
Transocean Titan Financing Ltd 8.38 02/01/2028 0.01
Prairie Acquiror LP 9.00 08/01/2029 0.01
Gray Media Inc 9.62 07/15/2032 0.01
ION Platform Finance SARL 6.50 09/30/2030 0.01
USD/JPY CFWD20251217 12/17/2025 0.01
Saks Global Enterprises LLC 11.00 12/15/2029 0.01
CME Group Inc 03/19/2035 0.01
Alhambra SME Funding 2019-1 DAC 11.16 11/30/2028 0.01
Cleveland-Cliffs Inc 6.88 11/01/2029 0.01
SGUS LLC 11.00 12/15/2029 0.01
USD/EUR CFWD20251217 12/17/2025 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
USD/INR CFWD20251217 12/17/2025 0.01
ION Platform Finance SARL 6.88 09/30/2032 0.01
USD/GBP CFWD20251217 12/17/2025 0.01
Maya SAS/Paris France 7.00 10/15/2028 0.01
Warnermedia Holdings Inc 5.14 03/15/2052 0.01
EUR/USD CFWD20251217 12/17/2025 0.01
Goldman Sachs International 05/06/2026 0.01
OneMain Finance Corp 4.00 09/15/2030 0.01
Bank of America NA 10/16/2025 0.01
Directv Financing LLC / Directv Fin 5.88 08/15/2027 0.01
CoreWeave Inc 9.25 06/01/2030 0.01
Sunoco LP 7.88 12/31/2099 0.01
Transocean International Ltd 7.88 10/15/2032 0.01
USD/EUR CFWD20251217 12/17/2025 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
CME Group Inc 01/02/2029 0.01
Lumen Technologies Inc 10.00 10/15/2032 0.01
ZAR/USD CFWD20251217 12/17/2025 0.01
USD/EUR CFWD20251217 12/17/2025 0.01
Fannie Mae REMICS 8.17 03/25/2036 0.01
S&P 500 INDEX 11/21/2025 0.01
BRL/USD CFWD2025102 10/02/2025 0.01
USD/INR CFWD20251217 12/17/2025 0.01
USD/BRL CFWD2025114 11/04/2025 0.01
Uniti Group LP / Uniti Group Financ 8.62 06/15/2032 0.01
USD/EUR CFWD20251217 12/17/2025 0.01
Fannie Mae REMICS 7.81 06/25/2036 0.01
International Finance Corp 0.00 02/15/2029 0.01
Wells Fargo Commercial Mortgage Tru 0.98 12/15/2050 0.01
UBS Commercial Mortgage Trust 2017- 1.24 11/15/2050 0.01
Murray Energy Corp 0.01
CME Group Inc 10/24/2026 0.01
S&P 500 INDEX 11/21/2025 0.01
Sunoco LP 5.62 03/15/2031 0.01
Maya SAS/Paris France 7.00 04/15/2032 0.01
Directv Financing LLC / Directv Fin 10.00 02/15/2031 0.00
Bank of America NA 12/16/2025 0.00
Benchmark 2018-B1 Mortgage Trust 0.67 01/15/2051 0.00
Intercontinental Exchange Inc 1.00 12/20/2028 0.00
Freddie Mac REMICS 8.30 08/15/2035 0.00
MXN/USD CFWD20251217 12/17/2025 0.00
CNY/USD CFWD20251217 12/17/2025 0.00
USD/NZD CFWD20251217 12/17/2025 0.00
USD/GBP CFWD20251217 12/17/2025 0.00
USD/BRL CFWD2025102 10/02/2025 0.00
HLF Financing Sarl LLC / Herbalife 4.88 06/01/2029 0.00
Central Parent Inc / CDK Global Inc 7.25 06/15/2029 0.00
American Consolidated Natural Resou 13.00 12/11/2029 0.00
Wayfair LLC 7.25 10/31/2029 0.00
Citigroup Mortgage Loan Trust 2006- 6.56 10/25/2035 0.00
USD/CAD CFWD20251217 12/17/2025 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
Morgan Stanley Capital I 2017-HR2 0.99 12/15/2050 0.00
FIDEICOMISO DORREGO Y LIBERTADOR 0.00 12/31/2043 0.00
USD/EUR CFWD20251217 12/17/2025 0.00
Fannie Mae Grantor Trust 2001-T10 0.37 12/25/2041 0.00
USD/JPY CFWD2025106 10/06/2025 0.00
CD&R Smokey Buyer Inc / Radio Syste 9.50 10/15/2029 0.00
Deutsche Bank AG 05/20/2026 0.00
CD 2017-CD6 Mortgage Trust 1.06 11/13/2050 0.00
LABL Inc 8.62 10/01/2031 0.00
USD/INR CFWD20251217 12/17/2025 0.00
Mirion Technologies Inc Conv Bnd 0.00 10/01/2031 0.00
Fannie Mae REMICS 5.41 06/25/2037 0.00
Fannie Mae REMICS 2.07 06/25/2037 0.00
Xerox Holdings Corp 8.88 11/30/2029 0.00
AUD/USD CFWD20251217 12/17/2025 0.00
Xerox Holdings Corp 5.50 08/15/2028 0.00
USD/COP CFWD20251217 12/17/2025 0.00
USD/GBP CFWD20251217 12/17/2025 0.00
Goldman Sachs International 05/22/2026 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae REMICS 4.97 12/25/2032 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
S&P 500 INDEX 12/19/2025 0.00
Deutsche Bank AG 05/06/2026 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Fannie Mae REMICS 6.00 01/25/2032 0.00
Fannie Mae REMICS 1.68 12/25/2042 0.00
USD/EUR CFWD20251217 12/17/2025 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Fannie Mae REMICS 5.47 04/25/2032 0.00
Freddie Mac REMICS 5.49 02/15/2032 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Freddie Mac REMICS 5.49 02/15/2032 0.00
USD/BRL CFWD2025102 10/02/2025 0.00
Fannie Mae REMICS 2.23 05/25/2035 0.00
Freddie Mac REMICS 5.49 03/15/2032 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Freddie Mac REMICS 2.23 05/15/2035 0.00
Freddie Mac REMICS 5.49 02/15/2032 0.00
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.00
Government National Mortgage Associ 2.39 04/16/2041 0.00
USD/BRL CFWD2025114 11/04/2025 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
EUR/USD CFWD20251114 11/14/2025 0.00
S&P 500 INDEX 11/21/2025 0.00
JP Morgan Mortgage Trust 2007-A1 5.04 07/25/2035 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
Fannie Mae REMICS 5.00 10/18/2032 0.00
MXN/USD CFWD20251217 12/17/2025 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae REMICS 3.73 01/25/2033 0.00
GSR Mortgage Loan Trust 2005-AR4 5.01 07/25/2035 0.00
WaMu Mortgage Pass-Through Certific 6.20 10/25/2033 0.00
Fannie Mae REMICS 4.87 11/25/2033 0.00
Ginnie Mae I Pool 8.00 06/15/2028 0.00
Fannie Mae REMICS 2.76 09/25/2036 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Fannie Mae REMICS 6.00 05/25/2031 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
CWHEQ Revolving Home Equity Loan Tr 3.34 11/15/2036 0.00
Mcdermott International Ltd 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Freddie Mac REMICS 2.21 01/15/2035 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 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 Interest Strip 6.00 02/25/2033 0.00
Claire's Stores Inc 10.73 12/18/2026 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Government National Mortgage Associ 2.29 04/16/2037 0.00
Freddie Mac Gold Pool 8.50 08/01/2031 0.00
Freddie Mac REMICS 6.50 06/15/2032 0.00
Fannie Mae REMICS 3.78 05/25/2033 0.00
Freddie Mac REMICS 1.58 05/15/2038 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Fannie Mae REMICS 3.08 10/25/2033 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
USD/EUR CFWD20251217 12/17/2025 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
USD/BRL CFWD2025102 10/02/2025 0.00
Fannie Mae REMICS 5.47 04/25/2032 0.00
Freddie Mac REMICS 2.56 10/15/2033 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae REMICS 5.47 09/25/2032 0.00
Goldman Sachs International 08/26/2021 0.00
Freddie Mac REMICS 1.66 07/15/2035 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Fannie Mae REMICS 2.13 05/25/2035 0.00
Freddie Mac REMICS 2.51 12/15/2037 0.00
Fannie Mae REMICS 2.08 10/25/2041 0.00
PEN/USD CFWD20251217 12/17/2025 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
USD/BRL CFWD2025102 10/02/2025 0.00
JPMorgan Chase Bank NA 5.00 12/20/2029 0.00
JPMorgan Chase Bank NA 5.00 12/20/2029 0.00
Fannie Mae REMICS 3.40 11/18/2031 0.00
Fannie Mae REMICS 5.47 12/25/2032 0.00
USD/CNY CFWD20251217 12/17/2025 0.00
Fannie Mae Pool 7.50 03/01/2033 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
S&P 500 INDEX 10/17/2025 0.00
Freddie Mac REMICS 1.76 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
Bank of America NA 11/28/2025 0.00
EUR/USD CFWD20251217 12/17/2025 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae REMICS 1.58 03/25/2035 0.00
Fannie Mae REMICS 3.78 02/25/2033 0.00
LCH CLEARNET (US) LLC 12/23/2055 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Freddie Mac REMICS 2.23 05/15/2035 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Freddie Mac REMICS 1.51 04/15/2038 0.00
Freddie Mac REMICS 5.14 07/15/2029 0.00
Freddie Mac REMICS 4.99 01/15/2033 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae REMICS 3.60 12/18/2032 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae REMICS 3.50 03/18/2032 0.00
USD/BRL CFWD2025102 10/02/2025 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Ginnie Mae I Pool 8.00 01/15/2028 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
EUR/USD CFWD20251217 12/17/2025 0.00
Fannie Mae REMICS 3.53 07/25/2032 0.00
Fannie Mae REMICS 3.63 03/25/2032 0.00
CZK/USD CFWD20251217 12/17/2025 0.00
McDermott - Warrants B 0.00
Freddie Mac REMICS 4.94 02/15/2029 0.00
Fannie Mae REMICS 2.28 05/25/2035 0.00
USD/IDR CFWD20251217 12/17/2025 0.00
Freddie Mac Multifamily Structured 0.78 02/25/2026 0.00
McDermott - Warrants A 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
USD/NOK CFWD20251217 12/17/2025 0.00
Fannie Mae REMICS 3.53 07/25/2032 0.00
Fannie Mae REMICS 3.63 04/25/2032 0.00
Fannie Mae Interest Strip 7.50 11/25/2029 0.00
Morgan Stanley Capital Services LLC 11/05/2025 0.00
Fannie Mae REMICS 1.58 07/25/2038 0.00
Freddie Mac Strips 7.00 04/01/2030 0.00
Fannie Mae REMICS 2.53 04/25/2032 0.00
Fannie Mae REMICS 3.33 04/25/2032 0.00
Freddie Mac Strips 6.50 06/01/2031 0.00
Freddie Mac REMICS 6.50 01/15/2031 0.00
Fannie Mae REMICS 3.48 01/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 3.53 09/25/2032 0.00
Freddie Mac REMICS 3.61 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 08/15/2028 0.00
Fannie Mae Grantor Trust 2001-T3 0.63 11/25/2040 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Freddie Mac REMICS 2.26 02/15/2035 0.00
Fannie Mae REMICS 3.60 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
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
USD/CAD CFWD20251217 12/17/2025 0.00
Freddie Mac REMICS 6.50 03/15/2028 0.00
Ginnie Mae I Pool 8.00 02/15/2028 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Freddie Mac REMICS 6.50 02/15/2028 0.00
Fannie Mae REMICS 2.28 03/25/2035 0.00
USD/SEK CFWD20251217 12/17/2025 0.00
Freddie Mac Strips 7.00 04/01/2027 0.00
Ginnie Mae II Pool 4.62 07/20/2027 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Sabine Oil & Gas Holdings Inc 0.00
Freddie Mac REMICS 4.46 08/15/2029 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 3.43 11/25/2031 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
USD/PLN CFWD20251217 12/17/2025 0.00
Fannie Mae REMICS 3.13 06/25/2026 0.00
Freddie Mac REMICS 7.00 03/15/2028 0.00
CLAIRES HOLDINGS LLC 0.00
Fannie Mae REMICS 3.40 12/18/2031 0.00
Fannie Mae REMICS 7.00 07/25/2026 0.00
Freddie Mac REMICS 4.20 07/17/2028 0.00
JPMorgan Chase Bank NA 10/02/2025 -0.00
PLN/USD CFWD20251217 12/17/2025 -0.00
Goldman Sachs International 5.00 12/20/2027 -0.00
JPY/USD CFWD20251217 12/17/2025 -0.00
EUR/USD CFWD20251217 12/17/2025 -0.00
USD/JPY CFWD20251031 10/31/2025 -0.00
USD/HUF CFWD20251217 12/17/2025 -0.00
Goldman Sachs International 11/19/2025 -0.00
CLP/USD CFWD20251217 12/17/2025 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
USD/CZK CFWD20251217 12/17/2025 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
BRL/USD CFWD2025102 10/02/2025 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
EUR/USD CFWD20251217 12/17/2025 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
USD/PEN CFWD20251217 12/17/2025 -0.00
INR/USD CFWD20251217 12/17/2025 -0.00
CNY/USD CFWD20251217 12/17/2025 -0.00
BRL/USD CFWD2025102 10/02/2025 -0.00
Intercontinental Exchange Inc 1.00 12/20/2030 -0.00
JPMorgan Chase Bank NA 12/01/2025 -0.00
USD/MXN CFWD20251217 12/17/2025 -0.00
USD/TRY CFWD20251217 12/17/2025 -0.00
BRL/USD CFWD2025114 11/04/2025 -0.00
LCH CLEARNET (US) LLC 09/26/2045 -0.00
GBP/USD CFWD20251217 12/17/2025 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
Intercontinental Exchange Inc 1.00 12/20/2030 -0.00
USD/IDR CFWD20251217 12/17/2025 -0.00
SGD/USD CFWD20251217 12/17/2025 -0.00
BRL/USD CFWD2025102 10/02/2025 -0.00
EUR/USD CFWD20251217 12/17/2025 -0.00
LCH CLEARNET (US) LLC 09/04/2035 -0.00
USD/AUD CFWD20251217 12/17/2025 -0.00
EUR/USD CFWD20251014 10/14/2025 -0.00
LCH CLEARNET (US) LLC 05/25/2056 -0.00
BRL/USD CFWD2025102 10/02/2025 -0.00
Bank of America NA 12/02/2025 -0.00
COP/USD CFWD20251217 12/17/2025 -0.00
Morgan Stanley Capital Services LLC 12/18/2025 -0.00
Intercontinental Exchange Inc 1.00 12/20/2026 -0.00
USD/EUR CFWD20251217 12/17/2025 -0.00
JPMorgan Chase Bank NA 06/01/2026 -0.00
LCH CLEARNET (US) LLC 07/10/2035 -0.00
LCH CLEARNET (US) LLC 08/29/2035 -0.00
BNP Paribas Securities Corp 11/19/2025 -0.00
BRL/USD CFWD2025102 10/02/2025 -0.00
NZD/USD CFWD20251217 12/17/2025 -0.00
EUR/USD CFWD20251217 12/17/2025 -0.00
USD/ZAR CFWD20251217 12/17/2025 -0.00
Intercontinental Exchange Inc 1.00 12/20/2029 -0.00
JPMorgan Chase Bank NA 06/01/2026 -0.00
USD/EUR CFWD20251229 12/29/2025 -0.00
CME Group Inc 06/18/2035 -0.00
BNP Paribas Securities Corp 11/06/2025 -0.00
INR/USD CFWD20251217 12/17/2025 -0.00
Bank of America NA 03/12/2026 -0.00
GBP/USD CFWD20251217 12/17/2025 -0.00
USD/MXN CFWD20251217 12/17/2025 -0.00
Intercontinental Exchange Inc 5.00 12/20/2030 -0.01
BRL/USD CFWD2025102 10/02/2025 -0.01
Morgan Stanley Capital Services LLC 11/05/2025 -0.01
LCH CLEARNET (US) LLC 07/10/2035 -0.01
Intercontinental Exchange Inc 1.00 12/20/2028 -0.01
USD/EUR CFWD20251217 12/17/2025 -0.01
Morgan Stanley Capital Services LLC 11/05/2025 -0.01
EUR/USD CFWD20251217 12/17/2025 -0.01
Morgan Stanley Capital Services LLC 12/18/2025 -0.01
Deutsche Bank AG 12/16/2025 -0.01
-0.01
USD/EUR CFWD20251029 10/29/2025 -0.01
JPMorgan Chase Bank NA 02/25/2026 -0.01
AUD/USD CFWD20251217 12/17/2025 -0.01
JPMorgan Chase Bank NA 12/17/2025 -0.01
Goldman Sachs International 01/21/2026 -0.01
Bank of America NA 03/24/2026 -0.01
JPMorgan Chase Bank NA 07/10/2026 -0.01
JPMorgan Chase Bank NA 06/18/2026 -0.01
BNP Paribas Securities Corp 12/17/2025 -0.01
BNP Paribas Securities Corp 11/06/2025 -0.01
BRL/USD CFWD2025102 10/02/2025 -0.01
USD/BRL CFWD2025114 11/04/2025 -0.01
EUR/USD CFWD20251014 10/14/2025 -0.01
USD/BRL CFWD2026714 07/14/2026 -0.01
UBS AG 08/21/2026 -0.01
LCH CLEARNET (US) LLC 07/30/2035 -0.01
Bank of America NA 07/27/2026 -0.01
Bank of America NA 12/16/2025 -0.01
USD/MXN CFWD20251217 12/17/2025 -0.01
USD/ZAR CFWD20251217 12/17/2025 -0.01
USD/BRL CFWD2025102 10/02/2025 -0.01
JPMorgan Chase Bank NA 06/25/2026 -0.01
Bank of America NA 03/12/2026 -0.02
USD/ZAR CFWD2026622 06/22/2026 -0.02
Bank of America NA 12/02/2025 -0.02
EUR/USD CFWD20251217 12/17/2025 -0.02
JPY/USD CFWD20251217 12/17/2025 -0.02
Goldman Sachs International 08/14/2026 -0.02
JPMorgan Chase Bank NA 12/17/2025 -0.02
Goldman Sachs International 03/26/2026 -0.02
JPMorgan Chase Bank NA 01/21/2026 -0.02
INR/USD CFWD20251217 12/17/2025 -0.02
Deutsche Bank AG 12/16/2025 -0.02
USD/BRL CFWD202629 02/09/2026 -0.02
USD/AUD CFWD202649 04/09/2026 -0.02
CAD/USD CFWD20251217 12/17/2025 -0.02
Goldman Sachs International 03/26/2026 -0.02
Bank of America NA 11/05/2025 -0.02
EUR/USD CFWD20251217 12/17/2025 -0.02
LCH CLEARNET (US) LLC 09/30/2055 -0.03
JPMorgan Chase Bank NA 09/14/2026 -0.03
Bank of America NA 05/15/2026 -0.03
KRW/USD CFWD20251217 12/17/2025 -0.03
LCH CLEARNET (US) LLC 08/11/2035 -0.03
JPMorgan Chase Bank NA 08/07/2026 -0.03
JPMorgan Chase Bank NA 5.00 12/20/2027 -0.03
EUR/USD CFWD20251217 12/17/2025 -0.03
JPMorgan Chase Bank NA 06/25/2026 -0.03
USD/BRL CFWD20251112 11/12/2025 -0.03
Goldman Sachs International 06/18/2026 -0.03
LCH CLEARNET (US) LLC 07/15/2035 -0.03
LCH CLEARNET (US) LLC 07/15/2035 -0.03
Goldman Sachs International 03/11/2026 -0.03
USD/AUD CFWD2025123 12/03/2025 -0.03
Goldman Sachs International 01/21/2026 -0.03
USD/EUR CFWD2026512 05/12/2026 -0.03
BNP Paribas Securities Corp 12/26/2025 -0.03
Bank of America NA 03/24/2026 -0.03
LCH CLEARNET (US) LLC 08/11/2035 -0.03
Bank of America NA 12/11/2025 -0.04
BNP Paribas Securities Corp 03/03/2026 -0.04
USD/EUR CFWD2026513 05/13/2026 -0.04
KRW/USD CFWD20251217 12/17/2025 -0.04
LCH CLEARNET (US) LLC 08/04/2035 -0.04
IDR/USD CFWD20251217 12/17/2025 -0.04
BNP Paribas Securities Corp 03/03/2026 -0.04
Bank of America NA 07/03/2026 -0.05
Morgan Stanley Capital Services LLC 05/21/2026 -0.05
Morgan Stanley & Co International P 02/06/2026 -0.05
LCH CLEARNET (US) LLC 05/08/2030 -0.05
Goldman Sachs International 08/13/2026 -0.05
Morgan Stanley Capital Services LLC 06/22/2026 -0.06
Goldman Sachs International 06/18/2026 -0.06
Morgan Stanley Capital Services LLC 01/29/2026 -0.06
BNP Paribas Securities Corp 05/24/2027 -0.06
Goldman Sachs International 02/09/2026 -0.06
JPMorgan Chase Bank NA 07/11/2029 -0.06
USD/BRL CFWD2025102 10/02/2025 -0.06
Morgan Stanley Capital Services LLC 06/24/2026 -0.06
Goldman Sachs International 07/27/2026 -0.06
Bank of America NA 08/18/2026 -0.06
Goldman Sachs International 03/09/2026 -0.06
Goldman Sachs International 02/16/2026 -0.07
USD/MXN CFWD20251217 12/17/2025 -0.07
JPMorgan Chase Bank NA 01/09/2026 -0.07
Goldman Sachs International 07/06/2027 -0.07
LCH CLEARNET (US) LLC 12/06/2034 -0.07
Morgan Stanley Capital Services LLC 12/08/2025 -0.07
Morgan Stanley Capital Services LLC 09/14/2026 -0.08
Morgan Stanley Capital Services LLC 07/16/2026 -0.08
Goldman Sachs International 07/06/2027 -0.08
BNP Paribas Securities Corp 09/11/2026 -0.09
JP Morgan Securities PLC 02/23/2026 -0.09
Barclays Bank PLC 05/10/2027 -0.10
USD/EUR CFWD20251014 10/14/2025 -0.10
Barclays Bank PLC 05/21/2026 -0.11
Morgan Stanley Capital Services LLC 09/11/2026 -0.12
JPMorgan Chase Bank NA 07/30/2026 -0.13
USD/BRL CFWD2025102 10/02/2025 -0.14
JPMorgan Chase Bank NA 06/21/2027 -0.14
LCH CLEARNET (US) LLC 12/20/2054 -0.15
Morgan Stanley Capital Services LLC 11/21/2025 -0.15
USD/EUR CFWD20251118 11/18/2025 -0.16
Morgan Stanley Capital Services LLC 09/21/2026 -0.16
Barclays Bank PLC 05/21/2026 -0.18
INR/USD CFWD2027319 03/19/2027 -0.18
INR/USD CFWD2027319 03/19/2027 -0.19
Goldman Sachs International 08/27/2026 -0.19
Goldman Sachs International 09/12/2030 -0.19
Goldman Sachs International 04/07/2026 -0.22
NOK/EUR CFWD20251022 10/22/2025 -4.15