Invesco V.I. Global Strategic Income Fund

as of 12/31/2023

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
CASH & EQUIVALENTS 0.00 6.12
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2027 5.86
4.03
United States Treasury Note/Bond 2.12 02/29/2024 3.15
Invesco Treasury Portfolio 2.54
Invesco Government & Agency Portfol 2.22
United States Treasury Bill 0.00 04/18/2024 2.04
United States Treasury Bill 0.00 05/16/2024 2.03
Invesco Liquid Assets Portfolio 1.70
Peru Government Bond 6.15 08/12/2032 1.64
Republic of South Africa Government 9.00 01/31/2040 1.60
Republic of South Africa Government 8.25 03/31/2032 1.20
Fannie Mae Pool 4.50 07/01/2052 1.06
Hellenic Republic Government Bond 4.38 07/18/2038 1.01
Colombian TES 7.75 09/18/2030 1.01
Fannie Mae Pool 5.50 03/01/2053 0.98
Fannie Mae Pool 5.50 02/01/2053 0.98
Freddie Mac Pool 5.00 03/01/2053 0.98
Freddie Mac Pool 5.00 09/01/2052 0.93
Freddie Mac Pool 4.50 10/01/2052 0.93
Australia Government Bond 2.50 05/21/2030 0.91
Colombian TES 7.00 06/30/2032 0.90
STRAT BOND/VA-A (CAYMAN) 0.89
Malaysia Government Bond 3.48 06/14/2024 0.72
Barclays PLC 7.12 12/31/2099 0.72
Towd Point Mortgage Funding 2019 - 6.42 10/20/2051 0.66
Credit Agricole SA 7.88 12/31/2049 0.63
Swedbank AB 5.62 12/31/2059 0.63
Ford Motor Credit Co LLC 5.12 06/16/2025 0.61
Province of Ontario Canada 3.75 12/02/2053 0.61
Newday Funding Master Issuer PLC - 9.25 03/15/2029 0.61
India Government Bond 7.26 08/22/2032 0.58
Corp Andina de Fomento 6.82 02/22/2031 0.56
British Telecommunications PLC 4.25 11/23/2081 0.56
Colombian TES 7.25 10/26/2050 0.55
Indonesia Treasury Bond 6.38 08/15/2028 0.54
Japan Government Thirty Year Bond 1.60 12/20/2052 0.54
China Government Bond 3.32 04/15/2052 0.53
Sempra 4.12 04/01/2052 0.52
YPF SA 0.51
French Republic Government Bond OAT 0.50 05/25/2072 0.51
Melco Resorts Finance Ltd 4.88 06/06/2025 0.50
Colombian TES 6.00 04/28/2028 0.49
India Government Bond 6.54 01/17/2032 0.48
Nationwide Building Society 5.75 12/31/2099 0.47
Eurosail-UK 2007-2np PLC 4.76 03/13/2045 0.47
Colombian TES 7.50 08/26/2026 0.46
LCH.Clearnet LLC 08/09/2039 0.44
General Motors Co 6.80 10/01/2027 0.44
Southern Co/The 4.00 01/15/2051 0.43
SC Germany SA Compartment Consumer 6.66 11/14/2035 0.43
Penske Truck Leasing Co Lp / PTL Fi 6.05 08/01/2028 0.43
Freddie Mac STACR REMIC Trust 2022- 8.24 04/25/2042 0.43
Thailand Government Bond 3.45 06/17/2043 0.42
Danske Bank A/S 6.12 12/31/2049 0.42
Indonesia Treasury Bond 7.00 02/15/2033 0.42
UniCredit SpA 8.00 12/31/2099 0.41
FIDEICOMISO DORREGO Y LIBERTADOR 2.00 12/31/2043 0.41
Enbridge Inc 7.38 01/15/2083 0.41
Dell International LLC / EMC Corp 6.20 07/15/2030 0.39
Newday Funding Master Issuer PLC - 7.55 11/15/2029 0.38
ING Groep NV 5.75 12/31/2059 0.37
Freeport-McMoRan Inc 4.62 08/01/2030 0.37
KBC Group NV 4.75 12/31/2079 0.37
Bank Tabungan Negara Persero Tbk PT 4.20 01/23/2025 0.35
Vodafone Group PLC 3.25 06/04/2081 0.35
Eurosail 2006-2bl PLC 4.72 12/15/2044 0.35
Connecticut Avenue Securities Trust 7.24 04/25/2042 0.35
American Airlines Inc/AAdvantage Lo 5.50 04/20/2026 0.34
Bancolombia SA 6.91 10/18/2027 0.33
Alba 2007-1 PLC 6.54 03/17/2039 0.32
Electricite de France SA 5.38 12/31/2049 0.32
PNC Financial Services Group Inc/Th 6.62 10/20/2027 0.32
NatWest Group PLC 6.00 12/31/2059 0.30
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2055 0.30
ING Groep NV 6.50 12/31/2049 0.30
American Express Co 6.34 10/30/2026 0.30
Walgreens Boots Alliance Inc 3.80 11/18/2024 0.30
BNP Paribas SA 6.62 12/31/2099 0.29
Mativ Holdings Inc 6.88 10/01/2026 0.29
NatWest Group PLC 5.12 12/31/2059 0.28
Newday Funding Master Issuer PLC - 9.55 11/15/2029 0.28
Eurosail 2006-2bl PLC 8.59 12/15/2044 0.28
Alcoa Nederland Holding BV 6.12 05/15/2028 0.28
BPCE SA 1.50 01/13/2042 0.28
Southern Co/The 3.75 09/15/2051 0.27
Jupiter Mortgage NO 1 PLC 7.72 07/20/2060 0.26
Eurosail 2006-4np PLC 8.34 12/10/2044 0.26
Great Hall Mortgages No 1 PLC 7.68 06/18/2039 0.26
Sitios Latinoamerica SAB de CV 5.38 04/04/2032 0.26
HSBC Holdings PLC 5.88 12/31/2079 0.25
Bayer US Finance LLC 6.12 11/21/2026 0.25
Freddie Mac STACR REMIC Trust 2022- 7.34 04/25/2042 0.25
CaixaBank SA 6.75 12/31/2099 0.24
Charles Schwab Corp/The 6.20 11/17/2029 0.24
FREMF 2016-K54 Mortgage Trust 4.05 04/25/2048 0.24
ONEOK Inc 6.62 09/01/2053 0.24
CCO Holdings LLC / CCO Holdings Cap 4.50 08/15/2030 0.24
Freddie Mac STACR REMIC Trust 2022- 10.69 08/25/2042 0.24
Malaysia Government Bond 3.96 09/15/2025 0.23
Cloverie PLC for Swiss Reinsurance 4.50 09/11/2044 0.23
Japan Government Forty Year Bond 1.00 03/20/2062 0.22
JSW Steel Ltd 3.95 04/05/2027 0.22
Element Fleet Management Corp 6.32 12/04/2028 0.22
Freddie Mac Structured Agency Credi 9.34 07/25/2042 0.22
Oman Government International Bond 6.75 01/17/2048 0.22
Freddie Mac STACR REMIC Trust 2022- 8.89 08/25/2042 0.21
Telefonica Europe BV 2.88 12/31/2099 0.21
J M Smucker Co/The 5.90 11/15/2028 0.21
Banco Bilbao Vizcaya Argentaria SA 6.00 12/31/2099 0.21
CEMEX Materials LLC 7.70 07/21/2025 0.21
Freddie Mac STACR REMIC Trust 2022- 7.74 02/25/2042 0.21
COMM 2014-UBS6 Mortgage Trust 4.05 12/10/2047 0.21
International Finance Corp 0.00 03/23/2038 0.21
Telenet Finance Luxembourg Notes Sa 5.50 03/01/2028 0.21
UBS Group AG 7.00 12/31/2099 0.21
Paramount Global 2.90 01/15/2027 0.21
MGM China Holdings Ltd 5.38 05/15/2024 0.21
Jefferies Financial Group Inc 6.50 07/31/2026 0.21
Boeing Co/The 4.88 05/01/2025 0.21
Barclays PLC 8.00 12/31/2099 0.21
Nordea Bank Abp 6.62 12/31/2099 0.21
BPCE SA 5.15 07/21/2024 0.21
UBS Group AG 6.88 12/31/2099 0.20
Lloyds Banking Group PLC 7.50 12/31/2099 0.20
Ecopetrol SA 5.38 06/26/2026 0.20
Perusahaan Perseroan Persero PT Per 4.12 05/15/2027 0.20
Petroleos Mexicanos 8.75 06/02/2029 0.20
Telefonica Europe BV 4.38 12/31/2049 0.20
United Airlines Inc 4.38 04/15/2026 0.20
Connecticut Avenue Securities Trust 8.94 07/25/2042 0.20
JPY/USD CFWD2024321 03/21/2024 0.20
CVS Health Corp 5.05 03/25/2048 0.19
Petroleos Mexicanos 6.50 03/13/2027 0.19
Mercury Chile Holdco LLC 6.50 01/24/2027 0.19
Indonesia Asahan Aluminium PT / Min 6.76 11/15/2048 0.19
Transcanada Trust 5.88 08/15/2076 0.19
CCO Holdings LLC / CCO Holdings Cap 4.75 03/01/2030 0.19
Prosil Acquisition SA 5.71 10/31/2039 0.19
Republic of Austria Government Bond 2.10 09/20/2117 0.19
Electricite de France SA 9.12 12/31/2049 0.19
Taurus 2018-1 IT SRL 6.78 05/18/2032 0.19
United Kingdom Gilt 0.50 10/22/2061 0.18
First Quantum Minerals Ltd 6.88 10/15/2027 0.18
L3Harris Technologies Inc 5.40 01/15/2027 0.18
ONEOK Inc 5.55 11/01/2026 0.17
FedEx Corp 4.05 02/15/2048 0.17
Lloyds Banking Group PLC 8.50 12/31/2099 0.17
Prudential Funding Asia PLC 4.88 12/31/2079 0.17
MGM China Holdings Ltd 5.25 06/18/2025 0.16
Wynn Macau Ltd 4.88 10/01/2024 0.16
Colombian TES 9.25 05/28/2042 0.16
Mexico Remittances Funding Fiduciar 4.88 01/15/2028 0.16
Jabil Inc 3.00 01/15/2031 0.16
LCH.Clearnet LLC 11/28/2025 0.16
Grupo Financiero Galicia SA 0.15
Towd Point Mortgage Funding 2019 - 7.27 10/20/2051 0.15
Connecticut Avenue Securities Trust 7.64 05/25/2043 0.15
JBS USA LUX SA / JBS USA Food Co / 5.12 02/01/2028 0.15
Societe Generale SA 10.00 12/31/2099 0.15
Ivory Coast Government Internationa 4.88 01/30/2032 0.15
Freddie Mac STACR REMIC Trust 2023- 7.44 03/25/2043 0.15
Colombia Government International B 4.12 02/22/2042 0.15
Angolan Government International Bo 8.75 04/14/2032 0.15
Freddie Mac Structured Agency Credi 7.34 06/25/2043 0.15
Erste Group Bank AG 5.12 12/31/2099 0.14
Connecticut Avenue Securities Trust 7.84 04/25/2043 0.14
KBC Group NV 4.25 12/31/2079 0.14
Futura 2019 Srl 6.97 07/31/2044 0.14
Harley-Davidson Financial Services 3.35 06/08/2025 0.14
Nemak SAB de CV 3.62 06/28/2031 0.14
Stratton Mortgage Funding 2021-1 PL 7.97 09/25/2051 0.14
Allison Transmission Inc 3.75 01/30/2031 0.14
Ludgate Funding PLC 5.65 01/01/2061 0.13
Pampa Energia SA 0.13
Freddie Mac Structured Agency Credi 8.69 06/25/2043 0.13
Becton Dickinson & Co 3.79 05/20/2050 0.13
Carnival Holdings Bermuda Ltd 10.38 05/01/2028 0.13
UBS Group AG 9.25 12/31/2079 0.13
Towd Point Mortgage Funding 2019 - 7.72 10/20/2051 0.13
Cemex SAB de CV 5.12 12/31/2079 0.13
Eurohome UK Mortgages 2007-2 plc 6.74 09/15/2044 0.13
Braskem Idesa SAPI 7.45 11/15/2029 0.13
CHS/Community Health Systems Inc 8.00 03/15/2026 0.13
Group 1 Automotive Inc 4.00 08/15/2028 0.12
Uruguay Government International Bo 9.75 07/20/2033 0.12
Carrier Global Corp 5.80 11/30/2025 0.12
Ivory Coast Government Internationa 5.38 07/23/2024 0.12
Lloyds Banking Group PLC 7.50 12/31/2079 0.12
ILPT Commercial Mortgage Trust 2022 8.11 10/15/2039 0.12
Royal Caribbean Cruises Ltd 8.25 01/15/2029 0.12
Ritchie Bros Holdings Inc 6.75 03/15/2028 0.12
Eurosail 2006-1 PLC 4.81 06/10/2044 0.12
COMM 2019-GC44 Mortgage Trust 3.26 08/15/2057 0.12
Aethon United BR LP / Aethon United 8.25 02/15/2026 0.12
Alba 2007-1 PLC 8.59 03/17/2039 0.12
ABN AMRO Bank NV 4.38 12/31/2059 0.12
Eurohome UK Mortgages 2007 -1 PLC 6.24 06/15/2044 0.12
Cooperatieve Rabobank UA 4.38 12/31/2099 0.11
Marriott International Inc/MD 5.75 05/01/2025 0.11
Credicorp Capital Sociedad Tituliza 10.10 12/15/2043 0.11
International Consolidated Airlines 1.50 07/04/2027 0.11
European Bank for Reconstruction & 6.40 08/27/2025 0.11
Embraer Netherlands Finance BV 7.00 07/28/2030 0.11
Repsol International Finance BV 3.75 12/31/2099 0.11
Deutsche Lufthansa AG 4.38 08/12/2075 0.11
Romanian Government International B 7.12 01/17/2033 0.11
Eurosail-UK 2007-1nc PLC 6.23 03/13/2045 0.11
Connecticut Avenue Securities Trust 8.44 03/25/2042 0.11
Intesa Sanpaolo SpA 6.38 12/31/2059 0.11
Freddie Mac Multifamily Structured 0.94 05/25/2029 0.11
Cooperatieve Rabobank UA 3.25 12/31/2059 0.11
BNP Paribas SA 7.75 12/31/2079 0.11
Yum! Brands Inc 5.38 04/01/2032 0.11
JPY/USD CFWD2024214 02/14/2024 0.10
BRL/USD CFWD202413 01/03/2024 0.10
Morgan Stanley Capital Services LLC 03/25/2024 0.10
HSBC Holdings PLC 6.38 12/31/2049 0.10
Lamar Media Corp 4.88 01/15/2029 0.10
Minerva Luxembourg SA 8.88 09/13/2033 0.10
Service Properties Trust 8.62 11/15/2031 0.10
Vistra Operations Co LLC 7.75 10/15/2031 0.10
Exeter Automobile Receivables Trust 2.58 09/15/2025 0.10
Plains All American Pipeline LP / P 3.80 09/15/2030 0.10
AES Andes SA 6.35 10/07/2079 0.10
Mattel Inc 6.20 10/01/2040 0.10
UBS Group AG 9.25 12/31/2079 0.10
Nigeria Government International Bo 6.50 11/28/2027 0.10
Melco Resorts Finance Ltd 5.75 07/21/2028 0.09
Bayer US Finance LLC 6.88 11/21/2053 0.09
Egypt Government International Bond 8.50 01/31/2047 0.09
Banco Mercantil del Norte SA/Grand 5.88 12/31/2079 0.09
Carriage Services Inc 4.25 05/15/2029 0.09
Telecomunicaciones Digitales SA 4.50 01/30/2030 0.09
Vodafone Group PLC 4.12 06/04/2081 0.09
Banco Mercantil del Norte SA/Grand 8.38 12/31/2079 0.09
EUR/USD CFWD2024320 03/20/2024 0.09
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.09
NCL Corp Ltd 5.88 02/15/2027 0.09
Fideicomiso Financiero Invernea Pro 0.00 08/25/2032 0.09
IRB Holding Corp 8.46 12/15/2027 0.09
Suzano Austria GmbH 2.50 09/15/2028 0.09
Lusitano Mortgages No 5 PLC 4.92 07/15/2059 0.09
Crowdstrike Holdings Inc 3.00 02/15/2029 0.09
Cox Communications Inc 2.95 10/01/2050 0.08
Lithia Motors Inc 3.88 06/01/2029 0.08
Jane Street Group / JSG Finance Inc 4.50 11/15/2029 0.08
Goldman Sachs International 11/06/2024 0.08
Lamar Media Corp 4.00 02/15/2030 0.08
Seagate HDD Cayman 9.62 12/01/2032 0.08
Emerald Debt Merger Sub LLC 6.62 12/15/2030 0.08
Pertamina Persero PT 4.17 01/21/2050 0.08
Prosus NV 3.06 07/13/2031 0.08
CSC Holdings LLC 5.38 02/01/2028 0.08
abrdn plc 4.25 06/30/2028 0.08
Fortress Transportation and Infrast 7.88 12/01/2030 0.08
JPMorgan Chase & Co 5.00 12/31/2099 0.08
SBA Communications Corp 3.88 02/15/2027 0.08
LCM Investments Holdings II LLC 8.25 08/01/2031 0.08
Camelot Finance SA 4.50 11/01/2026 0.08
Alba 2006-2 PLC 8.59 12/15/2038 0.08
JPMBB Commercial Mortgage Securitie 4.12 11/15/2047 0.08
American Airlines Inc/AAdvantage Lo 5.75 04/20/2029 0.08
TransDigm Inc 6.25 03/15/2026 0.08
Dun & Bradstreet Corp/The 8.21 02/06/2026 0.08
Bath & Body Works Inc 6.88 11/01/2035 0.08
Viatris Inc 3.85 06/22/2040 0.08
Connecticut Avenue Securities Trust 9.24 07/25/2043 0.08
Tenet Healthcare Corp 4.88 01/01/2026 0.08
Connecticut Avenue Securities Trust 7.04 07/25/2043 0.08
Goldman Sachs International 05/16/2024 0.08
Volkswagen International Finance NV 4.62 12/31/2059 0.08
Banco Macro SA 0.08
CHS/Community Health Systems Inc 8.00 12/15/2027 0.08
Ukraine Government International Bo 7.75 08/01/2041 0.08
Petroleos Mexicanos 6.95 01/28/2060 0.08
LCH.Clearnet LLC 11/30/2033 0.08
Iliad Holding SASU 7.00 10/15/2028 0.07
Petroleos Mexicanos 7.69 01/23/2050 0.07
Nidda Healthcare Holding GmbH 7.50 08/21/2026 0.07
Connecticut Avenue Securities Trust 7.64 01/25/2043 0.07
Connecticut Avenue Securities Trust 8.04 07/25/2043 0.07
Wynn Macau Ltd 5.62 08/26/2028 0.07
Goldman Sachs International 02/12/2024 0.07
Prestige Brands Inc 3.75 04/01/2031 0.07
Connecticut Avenue Securities Trust 6.84 10/25/2043 0.06
1011778 BC ULC / New Red Finance In 3.50 02/15/2029 0.06
DISH Network Corp 11.75 11/15/2027 0.06
WFRBS Commercial Mortgage Trust 201 4.18 05/15/2047 0.06
Melco Resorts Finance Ltd 5.38 12/04/2029 0.06
United States International Develop 3.13 04/15/2028 0.06
Enpro Inc 5.75 10/15/2026 0.06
Dominican Republic International Bo 4.88 09/23/2032 0.06
Verus Securitization Trust 2022-7 5.35 07/25/2067 0.06
Roller Bearing Co of America Inc 4.38 10/15/2029 0.06
EnerSys 4.38 12/15/2027 0.06
Charles Schwab Corp/The 5.38 12/31/2099 0.06
GFL Environmental Inc 6.75 01/15/2031 0.06
Sitio Royalties Operating Partnersh 7.88 11/01/2028 0.06
MGM China Holdings Ltd 5.88 05/15/2026 0.06
Novelis Corp 3.25 11/15/2026 0.06
Service Properties Trust 5.50 12/15/2027 0.06
ZF North America Capital Inc 6.88 04/14/2028 0.06
Delek Logistics Partners LP / Delek 7.12 06/01/2028 0.06
SM Energy Co 6.62 01/15/2027 0.06
BP Capital Markets PLC 4.88 12/31/2049 0.06
USD/JPY CFWD2024213 02/13/2024 0.06
CPI Property Group SA 4.88 12/31/2079 0.06
Hess Midstream Operations LP 5.62 02/15/2026 0.06
Clear Channel Outdoor Holdings Inc 9.14 08/21/2026 0.06
Morgan Stanley Capital Services LLC 01/30/2024 0.06
OneMain Finance Corp 6.88 03/15/2025 0.06
Kenbourne Invest SA 4.70 01/22/2028 0.06
Venture Global LNG Inc 8.12 06/01/2028 0.06
New Fortress Energy Inc 10.39 10/30/2028 0.06
African Development Bank 0.00 01/17/2050 0.06
Goldman Sachs International 10/16/2024 0.05
WFRBS Commercial Mortgage Trust 201 4.35 03/15/2047 0.05
CSN Resources SA 5.88 04/08/2032 0.05
OneMain Finance Corp 7.12 03/15/2026 0.05
LCH.Clearnet LLC 12/11/2025 0.05
YPF SA ADR 0.05
DT Auto Owner Trust 2019-4 2.85 07/15/2025 0.05
Diversified Healthcare Trust 0.00 01/15/2026 0.05
CME Group Inc 01/02/2026 0.05
M&G PLC 6.50 10/20/2048 0.05
Bank of America NA 04/25/2024 0.05
Iraq International Bond 5.80 01/15/2028 0.05
Credit Suisse Group AG 6.25 12/31/2079 0.05
Egypt Government International Bond 4.75 04/16/2026 0.05
THB/USD CFWD2024320 03/20/2024 0.05
Braskem Idesa SAPI 6.99 02/20/2032 0.05
Howard Midstream Energy Partners LL 6.75 01/15/2027 0.05
Goldman Sachs International 01/04/2024 0.05
Seagate HDD Cayman 4.12 01/15/2031 0.05
Studio City Finance Ltd 5.00 01/15/2029 0.05
Victoria's Secret & Co 4.62 07/15/2029 0.05
Encompass Health Corp 4.50 02/01/2028 0.05
Goldman Sachs International 02/15/2024 0.05
OBX 2022-NQM7 Trust 5.70 08/25/2062 0.05
Endo Luxembourg Finance Co I Sarl 14.50 03/27/2028 0.05
CME Group Inc 10/21/2025 0.05
Venture Global LNG Inc 9.50 02/01/2029 0.04
Hudbay Minerals Inc 6.12 04/01/2029 0.04
OI European Group BV 6.25 05/15/2028 0.04
Freddie Mac Structured Agency Credi 9.19 06/25/2043 0.04
FirstCash Inc 5.62 01/01/2030 0.04
Moss Creek Resources Holdings Inc 10.50 05/15/2027 0.04
Scientific Games Holdings LP/Scient 6.62 03/01/2030 0.04
LCM Investments Holdings II LLC 4.88 05/01/2029 0.04
Office Properties Income Trust 4.25 05/15/2024 0.04
Telecom Italia Capital SA 6.38 11/15/2033 0.04
Southwestern Energy Co 4.75 02/01/2032 0.04
1375209 BC Ltd 9.00 01/30/2028 0.04
Alliant Holdings Intermediate LLC / 7.00 01/15/2031 0.04
Transocean Titan Financing Ltd 8.38 02/01/2028 0.04
Oceaneering International Inc 6.00 02/01/2028 0.04
PBF Holding Co LLC / PBF Finance Co 7.88 09/15/2030 0.04
Heimstaden Bostad AB 3.38 12/31/2079 0.04
Macy's Retail Holdings LLC 5.88 03/15/2030 0.04
Cushman & Wakefield US Borrower LLC 9.36 01/31/2030 0.04
Medline Borrower LP 3.88 04/01/2029 0.04
NRG Energy Inc 3.88 02/15/2032 0.04
Sealed Air Corp/Sealed Air Corp US 7.25 02/15/2031 0.04
Select Medical Corp 8.36 03/06/2027 0.04
1011778 BC ULC 7.61 09/23/2030 0.04
NESCO Holdings II Inc 5.50 04/15/2029 0.04
Scientific Games Holdings LP 8.66 04/04/2029 0.04
Viking Ocean Cruises Ship VII Ltd 5.62 02/15/2029 0.04
Catalent Pharma Solutions Inc 3.50 04/01/2030 0.04
RLJ Lodging Trust LP 4.00 09/15/2029 0.04
Carnival Corp 10.50 06/01/2030 0.04
Cleveland-Cliffs Inc 6.75 04/15/2030 0.04
Talen Energy Supply LLC 8.62 06/01/2030 0.04
Carnival Corp 8.72 10/18/2028 0.04
PetSmart Inc / PetSmart Finance Cor 7.75 02/15/2029 0.04
Fortress Transportation and Infrast 5.50 05/01/2028 0.04
Valaris Ltd 8.38 04/30/2030 0.04
Star Parent Inc 9.35 09/27/2030 0.04
New Gold Inc 7.50 07/15/2027 0.04
AUD/USD CFWD2024320 03/20/2024 0.04
CCO Holdings LLC / CCO Holdings Cap 5.50 05/01/2026 0.04
International Game Technology PLC 5.25 01/15/2029 0.04
Rockies Express Pipeline LLC 4.95 07/15/2029 0.04
NRG Energy Inc 4.45 06/15/2029 0.04
Clydesdale Acquisition Holdings Inc 6.62 04/15/2029 0.04
Transocean Inc 8.75 02/15/2030 0.04
LCH.Clearnet LLC 03/14/2025 0.04
SS&C Technologies Inc 5.50 09/30/2027 0.04
Ascent Resources Utica Holdings LLC 7.00 11/01/2026 0.04
Summit Midstream Holdings LLC / Sum 9.00 10/15/2026 0.04
Morgan Stanley Capital Services LLC 02/01/2024 0.04
Boxer Parent Co Inc 6.50 10/02/2025 0.04
Medline Borrower LP 8.47 10/23/2028 0.04
Clearway Energy Operating LLC 4.75 03/15/2028 0.04
Ball Corp 6.00 06/15/2029 0.04
CVR Energy Inc 8.50 01/15/2029 0.04
Bank of America Corp 6.50 12/31/2099 0.04
Connecticut Avenue Securities Trust 7.84 10/25/2043 0.04
Strathcona Resources Ltd/Alberta 6.88 08/01/2026 0.04
Dominican Republic International Bo 4.50 01/30/2030 0.04
CSC Holdings LLC 5.50 04/15/2027 0.04
AerCap Global Aviation Trust 6.50 06/15/2045 0.04
Hilcorp Energy I LP / Hilcorp Finan 6.00 04/15/2030 0.04
Coriolanus DAC 0.00 04/30/2025 0.04
Allison Transmission Inc 4.75 10/01/2027 0.04
FREMF 2017-K62 Mortgage Trust 3.88 01/25/2050 0.04
Level 3 Financing Inc 3.75 07/15/2029 0.04
Bank of America NA 03/06/2024 0.04
Penske Truck Leasing Co Lp / PTL Fi 2.70 11/01/2024 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Madison Park Funding XI Ltd 8.92 07/23/2029 0.03
Sensata Technologies BV 5.88 09/01/2030 0.03
Jefferies Finance LLC / JFIN Co-Iss 5.00 08/15/2028 0.03
Mastr Asset Backed Securities Trust 5.67 08/25/2036 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Citigroup Inc 3.88 12/31/2099 0.03
Morgan Stanley Bank of America Merr 4.85 02/15/2047 0.03
Allwyn Entertainment Financing UK P 7.88 04/30/2029 0.03
Howard Midstream Energy Partners LL 8.88 07/15/2028 0.03
Deutsche Bank AG 05/07/2024 0.03
CME Group Inc 10/20/2025 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
New Fortress Energy Inc 6.50 09/30/2026 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
Clarivate Science Holdings Corp 4.88 07/01/2029 0.03
Morgan Stanley Capital Services LLC 07/08/2024 0.03
EUR/USD CFWD2024320 03/20/2024 0.03
Morgan Stanley Capital Services LLC 11/08/2028 0.03
USD P IDR C @15375.00 EO 05/07/2024 0.03
CCO Holdings LLC / CCO Holdings Cap 5.00 02/01/2028 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
CHS/Community Health Systems Inc 5.25 05/15/2030 0.03
Iliad Holding SASU 6.50 10/15/2026 0.03
Goldman Sachs International 03/01/2024 0.03
Sensata Technologies BV 5.00 10/01/2025 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
CSN Inova Ventures 6.75 01/28/2028 0.03
JPMorgan Chase Bank NA 05/27/2024 0.03
Coriolanus DAC 0.00 04/30/2025 0.03
CCO Holdings LLC / CCO Holdings Cap 4.50 05/01/2032 0.02
Banco BBVA Argentina SA 0.02
Diversified Healthcare Trust 4.75 05/01/2024 0.02
CME Group Inc 01/02/2026 0.02
Morgan Stanley Capital Services LLC 02/22/2024 0.02
Carnival Corp 6.00 05/01/2029 0.02
OneMain Finance Corp 3.88 09/15/2028 0.02
Goldman Sachs International 03/18/2024 0.02
IDR/USD CFWD2024320 03/20/2024 0.02
GFL Environmental Inc 8.42 05/31/2027 0.02
USD/BRL CFWD202422 02/02/2024 0.02
DaVita Inc 3.75 02/15/2031 0.02
Hilcorp Energy I LP / Hilcorp Finan 8.38 11/01/2033 0.02
USD/CNY CFWD2024320 03/20/2024 0.02
NMG Holding Co Inc / Neiman Marcus 7.12 04/01/2026 0.02
RR Donnelley & Sons Co 8.25 07/01/2027 0.02
LCH.Clearnet LLC 12/15/2033 0.02
ZF North America Capital Inc 7.12 04/14/2030 0.02
ZAR/USD CFWD2024320 03/20/2024 0.02
Cleveland-Cliffs Inc 6.25 10/01/2040 0.02
Greystar Real Estate Partners LLC 9.12 08/07/2030 0.02
Mativ Holdings Inc 9.22 04/20/2028 0.02
WFRBS Commercial Mortgage Trust 201 3.49 06/15/2046 0.02
Deutsche Bank AG 07/18/2024 0.02
Navient Corp 5.00 03/15/2027 0.02
VOC Escrow Ltd 5.00 02/15/2028 0.02
Macy's Retail Holdings LLC 4.50 12/15/2034 0.02
TransDigm Inc 7.12 12/01/2031 0.02
MPT Operating Partnership LP / MPT 5.25 08/01/2026 0.02
Citigroup Mortgage Loan Trust Inc 2.82 05/25/2035 0.02
Clearway Energy Operating LLC 3.75 02/15/2031 0.02
MPT Operating Partnership LP / MPT 3.50 03/15/2031 0.02
Sealed Air Corp 6.88 07/15/2033 0.02
Genesis Energy LP / Genesis Energy 8.88 04/15/2030 0.02
CCO Holdings LLC / CCO Holdings Cap 5.38 06/01/2029 0.02
CHL Mortgage Pass-Through Trust 200 5.50 11/25/2035 0.02
USD/BRL CFWD202413 01/03/2024 0.02
Citigroup Commercial Mortgage Trust 0.98 10/12/2050 0.02
Goldman Sachs International 02/05/2024 0.02
JPMorgan Chase Bank NA 1.00 12/20/2024 0.02
TransDigm Inc 6.75 08/15/2028 0.02
Goldman Sachs International 05/07/2024 0.02
Morgan Stanley Capital Services LLC 04/18/2024 0.02
LCH.Clearnet LLC 12/07/2028 0.02
Goldman Sachs International 09/17/2024 0.02
Virgin Media Finance PLC 5.00 07/15/2030 0.02
LCH.Clearnet LLC 04/24/2034 0.02
Genesis Energy LP / Genesis Energy 8.00 01/15/2027 0.02
CHS/Community Health Systems Inc 4.75 02/15/2031 0.02
Virgin Media Secured Finance PLC 5.50 05/15/2029 0.02
NCL Corp Ltd 8.12 01/15/2029 0.02
Alhambra SME Funding 2019-1 DAC 13.10 11/30/2028 0.02
CME Group Inc 10/24/2026 0.02
Kohl's Corp 4.62 05/01/2031 0.02
Goldman Sachs International 05/20/2024 0.02
Goldman Sachs International 03/07/2024 0.02
HUF/USD CFWD2024320 03/20/2024 0.01
CHL Mortgage Pass-Through Trust 200 5.50 09/25/2035 0.01
Bank of America NA 01/08/2024 0.01
Navient Corp 9.38 07/25/2030 0.01
GFL Environmental Inc 7.91 05/31/2027 0.01
Altice France SA/France 5.50 10/15/2029 0.01
Bank of America NA 02/08/2024 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.00 02/01/2031 0.01
LCH.Clearnet LLC 10/11/2026 0.01
Bank of America NA 02/16/2024 0.01
Fannie Mae Pool 7.50 03/01/2033 0.01
Goldman Sachs International 02/14/2024 0.01
Morgan Stanley Capital Services LLC 01/11/2024 0.01
LCH.Clearnet LLC 10/19/2026 0.01
Goldman Sachs International 02/16/2024 0.01
Murray Energy Corp 0.01
UBS Commercial Mortgage Trust 2017- 1.07 11/15/2050 0.01
Wells Fargo Commercial Mortgage Tru 0.86 12/15/2050 0.01
Fannie Mae Pool 5.00 07/01/2033 0.01
Bank of America NA 10/08/2024 0.01
USD/INR CFWD2024129 01/29/2024 0.01
Hilcorp Energy I LP / Hilcorp Finan 6.25 04/15/2032 0.01
MXN/USD CFWD2024320 03/20/2024 0.01
Goldman Sachs International 05/14/2024 0.01
USD/BRL CFWD202413 01/03/2024 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
OneMain Finance Corp 5.38 11/15/2029 0.01
Freddie Mac Gold Pool 5.00 09/01/2033 0.01
CAD/USD CFWD2024320 03/20/2024 0.01
JP Morgan Chase Commercial Mortgage 3.22 04/15/2046 0.01
Benchmark 2018-B1 Mortgage Trust 0.52 01/15/2051 0.01
Goldman Sachs International 5.00 12/20/2024 0.01
Claire's Stores Inc 11.96 12/18/2026 0.01
Freddie Mac REMICS 5.90 12/15/2028 0.01
CLAIRES HOLDINGS LLC 0.01
LCH.Clearnet LLC 10/01/2030 0.01
Citigroup Inc 7.38 12/31/2099 0.01
CNY/USD CFWD2024320 03/20/2024 0.01
Goldman Sachs International 02/20/2024 0.01
CME Group Inc 02/11/2028 0.01
Altice France SA/France 8.12 02/01/2027 0.01
Genesis Energy LP / Genesis Energy 7.75 02/01/2028 0.01
THB/USD CFWD2024320 03/20/2024 0.01
Freddie Mac REMICS 6.50 06/15/2032 0.01
JPMorgan Chase Bank NA 03/04/2024 0.01
Intercontinental Exchange Inc 1.00 06/20/2027 0.01
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.01
Rockies Express Pipeline LLC 6.88 04/15/2040 0.01
International Finance Corp 0.00 02/15/2029 0.01
Fannie Mae REMICS 6.45 09/25/2032 0.01
Fannie Mae REMICS 6.45 12/25/2032 0.01
Goldman Sachs International 03/14/2024 0.01
GBP/USD CFWD2024320 03/20/2024 0.01
BRL/USD CFWD202413 01/03/2024 0.01
CD 2017-CD6 Mortgage Trust 0.87 11/13/2050 0.01
Goldman Sachs International 06/10/2024 0.01
Morgan Stanley Capital I 2017-HR2 0.85 12/15/2050 0.01
THB/USD CFWD2024320 03/20/2024 0.01
NOK/USD CFWD2024320 03/20/2024 0.01
Morgan Stanley Capital Services LLC 04/22/2024 0.01
KRW/USD CFWD2024320 03/20/2024 0.01
USD/BRL CFWD202413 01/03/2024 0.01
NZD/USD CFWD2024320 03/20/2024 0.01
Pfizer Investment Enterprises Pte L 5.30 05/19/2053 0.01
Goldman Sachs International 05/30/2024 0.01
FIDEICOMISO DORREGO Y LIBERTADOR 0.00 12/31/2043 0.01
Diversified Healthcare Trust 4.38 03/01/2031 0.01
Fannie Mae REMICS 4.21 06/25/2036 0.01
Freddie Mac REMICS 7.00 09/15/2026 0.01
USD/JPY CFWD2024214 02/14/2024 0.01
Freddie Mac REMICS 6.00 06/15/2031 0.01
Fannie Mae REMICS 4.58 03/25/2036 0.01
Goldman Sachs International 05/02/2024 0.01
Bank of America NA 03/20/2024 0.01
JPMorgan Chase Bank NA 03/20/2024 0.00
USD/THB CFWD2024122 01/22/2024 0.00
Altice France SA/France 5.12 07/15/2029 0.00
USD/THB CFWD2024228 02/28/2024 0.00
GBP/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 6.00 04/15/2029 0.00
Fannie Mae Pool 7.50 10/01/2029 0.00
Gartner Inc 3.75 10/01/2030 0.00
Freddie Mac REMICS 4.76 08/15/2035 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Citigroup Mortgage Loan Trust 2006- 7.11 10/25/2035 0.00
Freddie Mac Gold Pool 6.50 08/01/2031 0.00
Fannie Mae REMICS 5.95 09/25/2032 0.00
LCH.Clearnet LLC 03/13/2029 0.00
EUR/USD CFWD2024320 03/20/2024 0.00
Connecticut Avenue Securities Trust 7.85 04/25/2031 0.00
Deutsche Bank AG 01/30/2024 0.00
Goldman Sachs International 05/07/2024 0.00
Freddie Mac REMICS 6.50 10/15/2029 0.00
COMM 2014-CCRE21 Mortgage Trust 3.99 12/10/2047 0.00
Bank of America NA 06/03/2024 0.00
KRW/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 6.00 01/15/2032 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Deutsche Alt-B Securities Inc Mortg 4.79 06/25/2036 0.00
Fannie Mae REMICS 6.00 01/25/2032 0.00
Fannie Mae Interest Strip 6.00 10/25/2033 0.00
Morgan Stanley Capital Services LLC 03/20/2024 0.00
Fannie Mae REMICS 0.70 12/25/2042 0.00
CNY/USD CFWD2024320 03/20/2024 0.00
Fannie Mae REMICS 4.00 03/25/2041 0.00
EUR/USD CFWD2024320 03/20/2024 0.00
Freddie Mac Multifamily Structured 0.65 02/25/2026 0.00
Freddie Mac REMICS 6.50 10/15/2031 0.00
CLAIRES HOLDINGS LLC Pfd 0.00
BRL/USD CFWD202413 01/03/2024 0.00
WaMu Mortgage Pass-Through Certific 5.88 10/25/2033 0.00
Freddie Mac REMICS 4.00 06/15/2038 0.00
Fannie Mae Pool 7.00 07/01/2032 0.00
Goldman Sachs International 02/08/2024 0.00
INR/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 3.50 05/15/2032 0.00
Argentina Treasury Dual Bond 3.25 04/30/2024 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae REMICS 2.10 10/25/2033 0.00
Fannie Mae REMICS 6.45 04/25/2032 0.00
Freddie Mac REMICS 6.45 03/15/2032 0.00
Freddie Mac REMICS 6.45 02/15/2032 0.00
Freddie Mac REMICS 6.45 02/15/2032 0.00
Fannie Mae Interest Strip 6.50 06/25/2031 0.00
JP Morgan Mortgage Trust 2007-A1 5.04 07/25/2035 0.00
Fannie Mae REMICS 1.09 06/25/2037 0.00
Freddie Mac REMICS 6.45 02/15/2032 0.00
Deutsche Bank AG 03/12/2024 0.00
Fannie Mae REMICS 0.60 03/25/2035 0.00
Fannie Mae REMICS 1.25 05/25/2035 0.00
Fannie Mae REMICS 5.94 10/18/2032 0.00
USD/BRL CFWD202413 01/03/2024 0.00
Fannie Mae Interest Strip 6.50 02/25/2032 0.00
Fannie Mae Pool 5.50 02/01/2035 0.00
Freddie Mac REMICS 1.27 05/15/2035 0.00
Bear Stearns ARM Trust 2006-1 0.65 02/25/2036 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Government National Mortgage Associ 1.18 04/16/2041 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
LCH.Clearnet LLC 02/10/2024 0.00
Fannie Mae REMICS 6.39 06/25/2037 0.00
Freddie Mac Gold Pool 7.00 10/01/2037 0.00
CWHEQ Revolving Home Equity Loan Tr 5.63 11/15/2036 0.00
Fannie Mae REMICS 1.78 09/25/2036 0.00
Fannie Mae Interest Strip 5.50 01/25/2034 0.00
Fannie Mae REMICS 5.50 12/25/2025 0.00
Fannie Mae Interest Strip 6.00 03/25/2033 0.00
Freddie Mac REMICS 0.62 05/15/2038 0.00
Government National Mortgage Associ 1.08 04/16/2037 0.00
Fannie Mae REMICS 7.00 03/25/2033 0.00
Freddie Mac REMICS 2.55 04/15/2032 0.00
Fannie Mae REMICS 5.85 11/25/2033 0.00
Fannie Mae REMICS 7.00 04/25/2033 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
Fannie Mae REMICS 1.30 05/25/2035 0.00
USD/BRL CFWD202413 01/03/2024 0.00
USD P THB C @30.6500 EO 02/23/2024 0.00
USD/BRL CFWD202413 01/03/2024 0.00
Fannie Mae REMICS 1.10 10/25/2041 0.00
EUR/USD CFWD2024320 03/20/2024 0.00
Citibank NA 1.00 12/20/2024 0.00
Fannie Mae REMICS 1.15 05/25/2035 0.00
Freddie Mac REMICS 2.20 03/15/2029 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae Interest Strip 5.50 04/25/2034 0.00
Ginnie Mae I Pool 7.00 04/15/2028 0.00
Fannie Mae REMICS 6.45 04/25/2032 0.00
PLN/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 6.50 06/15/2031 0.00
Chase Mortgage Finance Trust Series 4.46 01/25/2036 0.00
Fannie Mae Interest Strip 6.00 12/25/2032 0.00
Fannie Mae REMICS 2.80 05/25/2033 0.00
USD P INR C @81.4000 EO 01/24/2024 0.00
Ginnie Mae I Pool 8.00 05/15/2026 0.00
Fannie Mae Interest Strip 6.00 08/25/2035 0.00
Freddie Mac REMICS 1.55 12/15/2037 0.00
Freddie Mac REMICS 1.27 05/15/2035 0.00
Freddie Mac REMICS 1.60 10/15/2033 0.00
CZK/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 1.25 01/15/2035 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
WaMu Mortgage Pass-Through Certific 4.93 12/25/2035 0.00
Fannie Mae REMICS 2.66 12/18/2032 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Mcdermott International Ltd Wts 0.00
Goldman Sachs International 08/26/2021 0.00
Fannie Mae Interest Strip 6.50 04/25/2032 0.00
Freddie Mac REMICS 5.90 02/15/2029 0.00
LCH.Clearnet LLC 09/20/2024 0.00
GSR Mortgage Loan Trust 2005-AR4 4.65 07/25/2035 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Mcdermott International Ltd 0.00
Freddie Mac REMICS 0.80 12/15/2039 0.00
Fannie Mae REMICS 2.46 11/18/2031 0.00
Freddie Mac REMICS 0.55 04/15/2038 0.00
McDermott - Warrants B 0.00
Fannie Mae REMICS 1.55 04/25/2032 0.00
McDermott - Warrants A 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Goldman Sachs International 01/18/2024 0.00
Fannie Mae REMICS 2.80 02/25/2033 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae Pool 7.00 04/01/2033 0.00
CLP/USD CFWD2024320 03/20/2024 0.00
CNY/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 2.50 12/15/2026 0.00
Fannie Mae REMICS 2.55 07/25/2032 0.00
Fannie Mae REMICS 2.65 03/25/2032 0.00
Fannie Mae REMICS 1.25 10/25/2031 0.00
Freddie Mac REMICS 1.30 02/15/2035 0.00
Goldman Sachs International 02/08/2024 0.00
Fannie Mae REMICS 2.55 07/25/2032 0.00
EUR/USD CFWD2024320 03/20/2024 0.00
Ginnie Mae II Pool 2.75 11/20/2025 0.00
Fannie Mae REMICS 2.45 11/25/2031 0.00
CWHEQ Revolving Home Equity Loan Tr 5.71 12/15/2035 0.00
Fannie Mae REMICS 1.30 03/25/2035 0.00
Fannie Mae REMICS 2.50 01/25/2032 0.00
Fannie Mae REMICS 0.60 07/25/2038 0.00
Fannie Mae REMICS 2.55 09/25/2032 0.00
Fannie Mae REMICS 2.35 04/25/2032 0.00
Freddie Mac REMICS 3.00 05/15/2040 0.00
Freddie Mac REMICS 2.65 06/15/2029 0.00
Fannie Mae REMICS 2.46 12/18/2031 0.00
Fannie Mae REMICS 2.66 12/18/2032 0.00
CNY/USD CFWD2024320 03/20/2024 0.00
Sabine Oil & Gas Holdings Inc 0.00
Freddie Mac REMICS 6.75 02/15/2024 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Morgan Stanley Capital Services LLC 01/12/2024 0.00
GBP/USD CFWD2024320 03/20/2024 0.00
Freddie Mac REMICS 0.55 03/15/2024 0.00
Freddie Mac REMICS 3.25 07/17/2028 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
USD/CLP CFWD2024320 03/20/2024 -0.00
AUD/USD CFWD2024320 03/20/2024 -0.00
USD P INR C @79.5000 EO 01/24/2024 -0.00
USD/PEN CFWD2024320 03/20/2024 -0.00
USD/PLN CFWD2024320 03/20/2024 -0.00
USD/NOK CFWD2024320 03/20/2024 -0.00
BRL/USD CFWD202413 01/03/2024 -0.00
BRL/USD CFWD202422 02/02/2024 -0.00
BRL/USD CFWD202413 01/03/2024 -0.00
USD/PLN CFWD2024320 03/20/2024 -0.00
USD/ZAR CFWD2024320 03/20/2024 -0.00
Citibank NA 1.00 12/20/2024 -0.00
USD C INR P @84.0000 EO 01/24/2024 -0.00
USD/COP CFWD2024320 03/20/2024 -0.00
USD/NZD CFWD2024320 03/20/2024 -0.00
USD/INR CFWD2024320 03/20/2024 -0.00
JPMorgan Chase Bank NA 03/04/2024 -0.00
USD/EUR CFWD2024320 03/20/2024 -0.00
USD/EUR CFWD2024320 03/20/2024 -0.00
Morgan Stanley Capital Services LLC 01/30/2024 -0.00
USD/COP CFWD2024320 03/20/2024 -0.00
Goldman Sachs International 02/12/2024 -0.00
BRL/USD CFWD202413 01/03/2024 -0.00
USD/EUR CFWD2024320 03/20/2024 -0.00
USD/GBP CFWD2024320 03/20/2024 -0.00
BRL/USD CFWD202422 02/02/2024 -0.00
JPMorgan Chase Bank NA 03/20/2024 -0.00
USD/KRW CFWD2024320 03/20/2024 -0.00
USD/EUR CFWD2024320 03/20/2024 -0.00
Bank of America NA 03/06/2024 -0.00
BNP Paribas Securities Corp 10/18/2024 -0.00
USD/BRL CFWD202413 01/03/2024 -0.00
JPMorgan Chase Bank NA 02/21/2024 -0.00
Goldman Sachs International 05/15/2024 -0.00
USD/GBP CFWD2024320 03/20/2024 -0.00
USD/JPY CFWD2024311 03/11/2024 -0.00
USD/GBP CFWD2024320 03/20/2024 -0.01
USD/JPY CFWD2024213 02/13/2024 -0.01
USD/AUD CFWD2024226 02/26/2024 -0.01
USD/EUR CFWD2024320 03/20/2024 -0.01
USD/ZAR CFWD2024320 03/20/2024 -0.01
BRL/USD CFWD202413 01/03/2024 -0.01
JPMorgan Chase Bank NA 05/27/2024 -0.01
USD/GBP CFWD2024320 03/20/2024 -0.01
JPMorgan Chase Bank NA 1.00 06/20/2027 -0.01
CME Group Inc 05/27/2032 -0.01
USD/IDR CFWD2024320 03/20/2024 -0.01
JPMorgan Chase Bank NA 03/04/2024 -0.01
USD C IDR P @16325.00 EO 05/07/2024 -0.01
CME Group Inc 12/12/2025 -0.01
Goldman Sachs International 12/16/2024 -0.01
USD/IDR CFWD2024510 05/10/2024 -0.01
Intercontinental Exchange Inc 1.00 12/20/2027 -0.01
USD P IDR C @14895.00 EO 05/07/2024 -0.01
USD/JPY CFWD2024722 07/22/2024 -0.01
USD/EUR CFWD2024320 03/20/2024 -0.01
Goldman Sachs International 03/18/2024 -0.01
USD/JPY CFWD2024422 04/22/2024 -0.01
USD/AUD CFWD2024520 05/20/2024 -0.01
Goldman Sachs International 02/15/2024 -0.01
Goldman Sachs International 02/15/2024 -0.01
Morgan Stanley Capital Services LLC 01/30/2024 -0.01
Morgan Stanley Capital Services LLC 02/22/2024 -0.01
USD/MXN CFWD2024517 05/17/2024 -0.01
Bank of America NA 03/07/2024 -0.01
Goldman Sachs International 05/16/2024 -0.01
USD/GBP CFWD2024320 03/20/2024 -0.01
USD/CAD CFWD2024320 03/20/2024 -0.01
USD/IDR CFWD2024513 05/13/2024 -0.01
JPMorgan Chase Bank NA 03/20/2024 -0.02
Goldman Sachs International 02/12/2024 -0.02
Goldman Sachs International 05/23/2024 -0.02
USD/JPY CFWD202428 02/08/2024 -0.02
Goldman Sachs International 05/16/2024 -0.02
USD/ZAR CFWD2024320 03/20/2024 -0.02
LCH.Clearnet LLC 06/15/2033 -0.02
USD/THB CFWD2024320 03/20/2024 -0.02
Goldman Sachs International 04/03/2024 -0.02
Bank of America NA 04/25/2024 -0.02
USD/JPY CFWD2024321 03/21/2024 -0.02
USD/MXN CFWD202418 01/08/2024 -0.02
BRL/USD CFWD202413 01/03/2024 -0.02
USD/JPY CFWD2024220 02/20/2024 -0.02
Goldman Sachs International 03/18/2024 -0.02
JPMorgan Chase Bank NA 05/27/2024 -0.02
JPMorgan Chase Bank NA 5.00 12/20/2027 -0.02
USD/MXN CFWD2024320 03/20/2024 -0.02
USD/EUR CFWD202435 03/05/2024 -0.02
Goldman Sachs International 10/16/2024 -0.02
CME Group Inc 07/21/2032 -0.02
USD/BRL CFWD2024126 01/26/2024 -0.02
USD/PEN CFWD2024320 03/20/2024 -0.02
Morgan Stanley Capital Services LLC 05/29/2024 -0.02
Goldman Sachs International 03/20/2024 -0.02
JPMorgan Chase Bank NA 03/20/2024 -0.02
CME Group Inc 07/21/2032 -0.02
BNP Paribas Securities Corp 06/06/2024 -0.03
USD/COP CFWD2024320 03/20/2024 -0.03
Goldman Sachs International 10/16/2024 -0.03
USD/GBP CFWD2024320 03/20/2024 -0.03
USD/JPY CFWD2024321 03/21/2024 -0.03
CME Group Inc 05/09/2032 -0.03
CME Group Inc 02/10/2025 -0.03
USD/ZAR CFWD2024516 05/16/2024 -0.03
CME Group Inc 05/24/2032 -0.03
CME Group Inc 02/10/2025 -0.03
Bank of America NA 04/25/2024 -0.03
CME Group Inc 05/16/2032 -0.03
USD/AUD CFWD2024320 03/20/2024 -0.04
BRL/USD CFWD202413 01/03/2024 -0.04
Goldman Sachs International 05/02/2024 -0.04
LCH.Clearnet LLC 10/26/2033 -0.04
Goldman Sachs International 05/08/2024 -0.04
USD/MXN CFWD202438 03/08/2024 -0.04
LCH.Clearnet LLC 05/11/2028 -0.04
USD/EUR CFWD2024320 03/20/2024 -0.05
CME Group Inc 01/17/2028 -0.05
Morgan Stanley Capital Services LLC 03/11/2024 -0.05
USD/COP CFWD2024320 03/20/2024 -0.05
USD/EUR CFWD2024320 03/20/2024 -0.05
CME Group Inc 09/09/2032 -0.05
Goldman Sachs International 5.00 12/20/2026 -0.05
USD/EUR CFWD2024320 03/20/2024 -0.06
USD/MXN CFWD202456 05/06/2024 -0.07
JPMorgan Chase Bank NA 06/03/2024 -0.07
JPMorgan Chase Bank NA 12/06/2024 -0.07
USD/BRL CFWD202413 01/03/2024 -0.07
USD/ZAR CFWD2024320 03/20/2024 -0.08
Goldman Sachs International 06/06/2024 -0.09
JPMorgan Chase Bank NA 03/20/2024 -0.10
Morgan Stanley Capital Services LLC 03/14/2024 -0.10
JPMorgan Chase Bank NA 05/28/2024 -0.10
Morgan Stanley Capital Services LLC 03/25/2024 -0.11
JPMorgan Chase Bank NA 12/06/2024 -0.11
JPMorgan Chase Bank NA 11/02/2026 -0.13
JPMorgan Chase Bank NA 04/14/2025 -0.13
Morgan Stanley Capital Services LLC 04/18/2024 -0.14
Bank of America NA 12/19/2024 -0.14
Morgan Stanley Capital Services LLC 09/29/2025 -0.15
Intercontinental Exchange Inc 5.00 12/20/2028 -0.15
JPMorgan Chase Bank NA 10/05/2028 -0.18
Morgan Stanley Capital Services LLC 06/20/2024 -0.19
USD/BRL CFWD202413 01/03/2024 -0.21
Morgan Stanley Capital Services LLC 11/18/2030 -0.24
Deutsche Bank AG 03/28/2025 -0.32
Intercontinental Exchange Inc 5.00 12/20/2028 -0.38
Morgan Stanley Capital Services LLC 08/09/2039 -0.43
-3.95