‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor Plus
Putnam Diversified Income Subaccount
The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Fund description
The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.
Sales story
Offering a diversified portfolio of income opportunities Diverse income opportunities The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.
Management team
- Michael V. Salm (Investing since 1989)
- Michael J. Atkin (Investing since 1988)
- Albert Chan, CFA (Investing since 2002)
- Robert L. Davis, CFA (Investing since 1999)
- Brett S. Kozlowski, CFA (Investing since 1997)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 08/02/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $18.858812 | $18.253967 |
| Unit Value Change | -0.0025 | -0.002645 |
Lipper ranking ‡ as of 06/30/21
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 63% | 10/15 |
| 1 yr. | 59% | 21/35 |
| 3 yrs. | 95% | 33/34 |
| 5 yrs. | 35% | 10/28 |
Quick facts as of 06/30/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1597 |
| Turnover (fiscal year end) | 1,184% |
| Net Assets | $178M |
| Inception Date | 09/15/93 |
Performance
Performance as of 06/30/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -3.00% | -2.27% | 3.27% | -0.05% | 2.87% | 1.40% | 3.17% |
| Standardized | -10.76% | -10.09% | -4.73% | -2.79% | 1.77% | 1.40% | 3.17% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.04% | -2.34% | 3.12% | -0.20% | 2.71% | 1.25% | 3.01% |
| Standardized | -10.80% | -10.16% | -4.88% | -2.93% | 1.61% | 1.25% | 3.01% |
| Actual performance | |||||||
| Unit Value | -3.00% | -2.27% | 3.27% | -0.05% | 2.87% | 1.40% | 3.15% |
| Standardized | -10.76% | -10.09% | -4.73% | -2.79% | 1.77% | 1.40% | 3.15% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.04% | -2.34% | 3.12% | -0.20% | 2.71% | 1.25% | 2.99% |
| Standardized | -10.80% | -10.16% | -4.88% | -2.93% | 1.61% | 1.25% | 2.99% |
Annual Performance at NAV
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| -4.71% | 9.74% | 6.09% | -1.26% | -3.90% | 3.74% | 5.41% | -2.57% | 9.45% | -2.49% |
| With optional enhanced death benefit | |||||||||
| -4.86% | 9.57% | 5.93% | -1.41% | -4.05% | 3.58% | 5.26% | -2.72% | 9.29% | -2.64% |
Restated performance
Monthly as of 07/31/21 |
|
|---|---|
| Unit Value | -2.28% |
| Standardized | -10.09% |
YTD as of 08/02/21 |
|
|---|---|
| Unit Value | -4.51% |
| Standardized | -12.15% |
With optional enhanced death benefit
Monthly as of 07/31/21 |
|
|---|---|
| Unit Value | -2.29% |
| Standardized | -10.11% |
YTD as of 08/02/21 |
|
|---|---|
| Unit Value | -4.59% |
| Standardized | -12.23% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 06/30/21
| Avg. Eff. Maturity | 3.72 |
| Avg. Eff. Duration | 0.07 |
| Avg. Coupon | 5.77 |
| Avg. Yield to Maturity | 9.18 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.31 |
Maturity Details
| 0 to 1 yr. | -13.30% |
| 1 to 5 yrs. | 74.19% |
| 5 to 10 yrs. | 32.53% |
| 10 to 15 yrs. | 3.39% |
| Over 15 yrs. | 3.19% |
Quality Ratings
| AAA | 76.74% |
| AA | 0.87% |
| A | 1.21% |
| BBB | 7.12% |
| BB | 16.45% |
| B | 12.77% |
| CCC and Below | 7.57% |
| Not Rated | -22.73% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 13.01% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | 10.77% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 5.86% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | 5.81% |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 3.40% |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2051 | 2.27% |
| Fnma Fn30 Tba Umbs 05.5000 07/01/2051 | 1.88% |
| Gnma Gii30 Tba 04.0000 07/01/2051 | 1.78% |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | 1.21% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.86% |
| Top 10 holdings, total: | 46.85% |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 13.01% |
| 2: Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | 10.77% |
| 3: Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 5.86% |
| 4: Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | 5.81% |
| 5: Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 3.40% |
| 6: Fnma Fn30 Tba Umbs 02.0000 07/01/2051 | 2.27% |
| 7: Fnma Fn30 Tba Umbs 05.5000 07/01/2051 | 1.88% |
| 8: Gnma Gii30 Tba 04.0000 07/01/2051 | 1.78% |
| 9: Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | 1.21% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.86% |
| Holdings represent 46.85% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 12.75% |
| 2: Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | 10.56% |
| 3: Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | 6.10% |
| 4: Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 4.01% |
| 5: Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 3.98% |
| 6: Fnma Fn30 Tba Umbs 05.5000 06/01/2051 | 1.84% |
| 7: Gnma Gii30 Tba 04.0000 06/01/2051 | 1.75% |
| 8: Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 1.72% |
| 9: Fnma Fn30 Tba Umbs 04.5000 06/01/2051 | 1.18% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.84% |
| Holdings represent 44.73% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 10.39% |
| 2: Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 10.28% |
| 3: Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 3.94% |
| 4: Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 3.34% |
| 5: Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 2.29% |
| 6: Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | 1.80% |
| 7: Gnma Gii30 Tba 04.0000 05/01/2051 | 1.72% |
| 8: Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 1.69% |
| 9: Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | 1.17% |
| 10: Fnma Fn30 Tba Umbs 02.0000 05/01/2051 | 1.09% |
| Holdings represent 37.71% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | 12.71% |
| 2: Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 10.28% |
| 3: Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 5.22% |
| 4: Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | 5.21% |
| 5: Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | 4.98% |
| 6: Fnma Fn30 Tba Umbs 03.0000 04/01/2051 | 3.37% |
| 7: Fnma Fn30 Tba Umbs 03.5000 04/01/2051 | 2.28% |
| 8: Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 2.25% |
| 9: Fnma Fn30 Tba Umbs 05.5000 04/01/2051 | 1.81% |
| 10: Gnma Gii30 Tba 04.0000 04/01/2051 | 1.73% |
| Holdings represent 49.84% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 13.01% | FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 10.76% | FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 5.86% | FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 5.81% | FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 3.40% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.63% | CASH MGMT BILL 00.0000 09/21/2021 | 2.30% | FNMA FN30 TBA UMBS 02.0000 07/01/2051 | 2.27% | FNMA FN30 TBA UMBS 05.5000 07/01/2051 | 1.88% | GNMA GII30 TBA 04.0000 07/01/2051 | 1.78% | CASH MGMT BILL 00.0000 09/07/2021 | 1.24% | FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 1.21% | TREASURY BILL 00.0000 09/02/2021 | 1.18% | CASH MGMT BILL 00.0000 09/28/2021 | 1.07% | TREASURY BILL 00.0000 08/03/2021 | 1.07% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.84% | IVORY COAST REGS 06.1250 06/15/2033 | 0.82% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.75% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.74% | TREASURY BILL 00.0000 07/27/2021 | 0.73% | CAS 2016-C02 1B 12.3415 09/25/2028 | 0.68% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.67% | STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.65% | TREASURY BILL 00.0000 07/06/2021 | 0.62% | FHR 5004 SG IO 06.0085 08/25/2050 | 0.58% | CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.57% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.55% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.51% | FNR 2019-57 KS IO 05.9585 10/25/2049 | 0.48% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.48% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.45% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.45% | 1.16 R ISWP US0003M P 10/16/2050 | 0.45% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.45% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.44% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.43% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.43% | CWALT 2006-OA7 1A1 02.2233 06/25/2046 | 0.42% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.42% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.42% | FHR 5011 SA IO 06.1585 09/25/2050 | 0.41% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.41% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% | GNR 2020-63 PS IO 06.0066 04/20/2050 | 0.40% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.39% | FNR 2017-32 SA IO 06.0585 05/25/2047 | 0.39% | STRU BMOC-8710 SA IO 06.0566 07/20/2050 | 0.39% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.38% | CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.38% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.38% | CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.38% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.38% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.37% | GNR 2020-133 CS IO 06.2066 09/20/2050 | 0.37% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.37% | CAS 2018-C05 1B1 04.3415 01/25/2031 | 0.36% | GNR 2021-77 SM IO 06.2066 05/20/2051 | 0.36% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.36% | GNR 2019-89 PS IO 06.0066 07/20/2049 | 0.36% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.36% | CMLTI 2007-AMC3 A2D 00.4415 03/25/2037 | 0.36% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.35% | WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.35% | CAS 2016-C03 1B 11.8415 10/25/2028 | 0.34% | MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.34% | GNR 2020-63 AS IO 05.9066 08/20/2043 | 0.34% | GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.34% | ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.33% | GNR 2021-59 SQ IO 06.2066 04/20/2051 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | STACR 2015-DNA3 B 09.4415 04/25/2028 | 0.33% | CPTFEMU R 0.655 P 05/15/30 | 0.33% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.33% | CPTFEMU R 0.6625 P 05/15/30 | 0.32% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.32% | FHR 4839 WS IO 06.0271 08/15/2056 | 0.32% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.31% | FHR 4945 SL IO 05.9585 01/25/2050 | 0.31% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.31% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.30% | CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.30% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.30% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.30% | STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.29% | CAS 2019-R03 1B1 04.1915 09/25/2031 | 0.29% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.29% | FNR 2018-38 SA IO 06.1085 06/25/2048 | 0.29% | GNR 2019-96 SY IO 06.0066 08/20/2049 | 0.29% | CPTFEMU R 0.961 P 05/15/40 | 0.28% | 2.764 R ISWP US0003M P 02/18/2031 | 0.28% | TREASURY BILL 00.0000 07/20/2021 | 0.28% | SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.28% | GNR 2019-83 SY IO 06.0066 07/20/2049 | 0.28% | REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.27% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.27% | CAS 2018-C04 2B1 04.5915 12/25/2030 | 0.26% | WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.26% | STACR 2015-DNA2 B 07.6415 12/25/2027 | 0.26% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.26% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.25% | GNR 2021-98 SK IO 06.2250 06/20/2051 | 0.25% | GNR 2014-60 SD IO 06.0866 04/20/2044 | 0.25% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | JPMBB 2014-C18 D 144A 04.9599 02/15/2047 | 0.25% | CAS 2017-C02 2B1 05.5915 09/25/2029 | 0.25% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.25% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.25% | WFRBS 2012-C7 E 144A 04.9573 06/15/2045 | 0.25% | CAS 2017-C03 1B1 04.9415 10/25/2029 | 0.24% | STACR 2017-HQA1 M2 03.6415 08/25/2029 | 0.24% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.24% | WAMU 2005-AR17 A1B3 00.7915 12/25/2045 | 0.24% | NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.24% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.24% | GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.24% | STACR 2018-DNA3 B2 07.8415 09/25/2048 | 0.23% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.23% | FNR 2020-12 SK IO 05.9585 03/25/2050 | 0.22% | FNR 2018-20 SB IO 06.1585 03/25/2048 | 0.22% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.22% | FNR 2015-42 LS IO 06.1085 06/25/2045 | 0.22% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.21% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.21% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.21% | GNR 2018-139 SA IO 06.0566 10/20/2048 | 0.20% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.20% | STACR 2015-HQA1 B 08.8915 03/25/2028 | 0.20% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.19% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.19% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | CAS 2016-C01 1B 11.8415 08/25/2028 | 0.19% | FNR 2019-43 JS IO 05.9585 08/25/2049 | 0.19% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.19% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.18% | JPMCC 2013-LC11 D 04.3055 04/15/2046 | 0.18% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.18% | CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.18% | GNR 2020-7 SK IO 05.9566 01/20/2050 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.17% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.17% | GNR 2019-152 ES IO 05.9566 12/20/2049 | 0.17% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | GNR 2017-H16 JI IO 02.2406 08/20/2067 | 0.16% | COMM 2014-CR16 C 05.0905 04/10/2047 | 0.16% | FNR 2016-96 ST IO 06.0085 12/25/2046 | 0.16% | RALI 2006-QO10 A1 00.4115 01/25/2037 | 0.16% | VERTIV TLB L+275 02.8505 03/02/2027 | 0.16% | GNR 2016-H09 BI IO 01.7207 04/20/2066 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | STACR 2020-DNA3 B2 09.4415 06/25/2050 | 0.16% | CAS 2020-SBT1 1M2 03.7415 02/25/2040 | 0.16% | OMIR 2017-1A B1 144A 05.8415 04/25/2027 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.15% | 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.15% | BCAP 2011-RR3 3A6 02.6397 11/27/2036 | 0.15% | GNR 2018-H05 BI IO 02.3962 02/20/2068 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.15% | MSBAM 2013-C10 D 144A 04.2166 07/15/2046 | 0.15% | COMM 2013-CR9 D 144A 04.4125 07/10/2045 | 0.15% | GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | GNR 2017-H10 MI IO 01.8499 04/20/2067 | 0.15% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.14% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% | BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.14% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | SAMI 2007-AR1 2A1 00.2715 01/25/2037 | 0.14% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% | JPMBB 2013-C14 D 144A 04.7228 08/15/2046 | 0.14% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.14% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% | MSBAM 2015-C23 D 144A 04.2822 07/15/2050 | 0.14% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.13% | BMIR 2017-1 B1 144A 04.8415 10/25/2027 | 0.13% | FNR 2013-90 SD IO 06.5085 09/25/2043 | 0.13% | GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.13% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% | GNR 2016-H06 DI IO 01.9193 07/20/2065 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.13% | CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.13% | CWALT 2006-OA10 3A1 00.4715 08/25/2046 | 0.12% | CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.12% | JPMBB 2014-C25 D P/P 144A 04.0947 11/15/2047 | 0.12% | WFCM 2016-NXS5 D 05.1512 01/15/2059 | 0.12% | GNR 2018-H03 XI IO 02.3155 02/20/2068 | 0.12% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.12% | GNR 2018-H05 AI IO 02.3891 02/20/2068 | 0.12% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.12% | GSMS 2013-GC10 D P/P 144A 04.5483 02/10/2046 | 0.12% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.12% | GNR 2016-H10 AI IO 01.5516 04/20/2066 | 0.12% | GNR 2016-H24 JI IO 02.2090 11/20/2066 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.12% | STACR 2014-DN1 M3 04.5915 02/25/2024 | 0.12% | STACR 2020-HQA2 M2 03.1915 03/25/2050 | 0.12% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | PIONEER NAT CV 00.2500 05/15/2025 | 0.12% | CAS 2017-C04 2M2 02.9415 11/25/2029 | 0.12% | EURO-BUND FUTURE SEP21 RXU1 | 0.12% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | GNR 2016-H22 AI IO 02.3540 10/20/2066 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% | STACR 2018-HQA2 B2 11.0915 10/25/2048 | 0.11% | BALTA 2005-8 21A1 02.5548 10/25/2035 | 0.11% | GNR 2015-H23 BI IO 01.7460 09/20/2065 | 0.11% | NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.11% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% | FNR 2013-107 SB IO 05.8585 02/25/2043 | 0.11% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% | GNR 2016-H06 CI IO 01.5162 02/20/2066 | 0.11% | UKRPI P 3.665 R 12/15/28 | 0.11% | 0.75 R ISWP US0003M P 10/16/2030 | 0.11% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% | GSAA 2006-8 2A2 00.4515 05/25/2036 | 0.10% | CAD/USD 07/21/2021 GSFX | 0.10% | GNR 2017-H06 BI IO 02.3655 02/20/2067 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2017-H16 IB IO 01.8574 08/20/2067 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.10% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% | GNR 2017-H09 IO IO 01.8215 04/20/2067 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.10% | DBALT 2006-AR4 A2 00.4715 12/25/2036 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2014-119 SA IO 05.5066 08/20/2044 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% | CWALT 2005-38 A1 01.6163 09/25/2035 | 0.10% | GNR 2016-H03 DI IO 02.0335 12/20/2065 | 0.10% | JPMBB 2014-C18 E 144A 04.4599 02/15/2047 | 0.10% | STACR 2019-DNA2 B2 10.5915 03/25/2049 | 0.10% | GNR 2017-H16 IG IO 01.7445 07/20/2067 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.10% | GNR 2017-H11 DI IO 01.8540 05/20/2067 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% | STACR 2018-HQA2 B1 04.3415 10/25/2048 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% | STACR 2020-DNA4 B2 10.0915 08/25/2050 | 0.09% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.09% | GNR 2017-H11 TI IO 02.2034 04/20/2067 | 0.09% | GNR 2017-H12 QI IO 02.2585 05/20/2067 | 0.09% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.09% | GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.09% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | GNR 2015-H24 AI IO 02.1143 09/20/2065 | 0.09% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.09% | JPY/USD 08/18/2021 SSBT | 0.09% | CAS 2020-R01 1B1 03.3415 01/25/2040 | 0.09% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.09% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | CWALT 2006-OA10 2A1 00.4715 08/25/2046 | 0.08% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% | CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% | GNR 2015-H25 EI IO 01.8517 10/20/2065 | 0.08% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | OKTA INC CV 00.3750 06/15/2026 | 0.08% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% | DISH DBS CORP 05.8750 11/15/2024 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | BURL STORE CV 02.2500 04/15/2025 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | GSR 2007-OA1 2A3A 00.4015 05/25/2037 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | GNR 2014-H21 BI IO 01.5318 10/20/2064 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.08% | GNR 2016-H14 AI IO 02.1861 06/20/2066 | 0.08% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.08% | 0.41 R ISWP US0003M P 10/13/2025 | 0.08% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% | DATADOG INC CV 00.1250 06/15/2025 | 0.08% | GNR 2016-H03 AI IO 01.7582 01/20/2066 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.08% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.07% | CCMFC 2006-4A A2 00.2715 11/25/2047 | 0.07% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2015-H10 BI IO 01.7999 04/20/2065 | 0.07% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | JPALT 2007-A2 12A1 00.2915 06/25/2037 | 0.07% | JPMCC 2011-C4 C 144A 05.5748 07/15/2046 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | 0.471 R ISWP US0003M P 11/16/2025 | 0.07% | CAS 2018 - C01 1B1 03.6415 07/25/2030 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CPURNSA P 2.67 R 05/12/31 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.07% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | GNR 2016-H24 CI IO 01.6899 10/20/2066 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | 0.37 R ISWP US0003M P 10/16/2025 | 0.07% | COMM 2014-UBS3 D 144A 04.9268 06/10/2047 | 0.07% | DEXCOM INC CV 00.2500 11/15/2025 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.07% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.07% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | FHR 4742 S IO 06.1271 12/15/2047 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | STACR 2019-DNA3 B2 08.2415 07/25/2049 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | WMHE 2007-HE4 1A 00.2615 07/25/2047 | 0.06% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | FNR 2018-86 DS IO 06.0085 12/25/2048 | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | GNR 2013-H08 CI IO 01.6148 02/20/2063 | 0.06% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.06% | STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.06% | EUR/USD 09/15/2021 TDBK | 0.06% | LYFT INC CV 01.5000 05/15/2025 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.06% | BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% | CPURNSA P 2.686 R 04/01/31 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | CAS 2016-C05 2B 10.8415 01/25/2029 | 0.06% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.06% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.06% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CASH MGMT BILL 00.0000 09/14/2021 | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2016-H17 KI IO 02.1209 07/20/2066 | 0.06% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% | CWALT 2007-OH1 A1D 00.3015 04/25/2047 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% | REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | TELADOC HE CV 01.2500 06/01/2027 | 0.05% | TWILIO INC 03.6250 03/15/2029 | 0.05% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.05% | HVMLT 2005-2 1A 00.6134 05/19/2035 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% | CPTFEMU P 1.71 R 07/15/37 | 0.05% | EUR/USD 09/15/2021 SSBT | 0.05% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% | 1.316 R ISWP US0003M P 10/15/2021 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% | GNR 2015-H08 CI IO 01.7856 03/20/2065 | 0.05% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | SILICON LABS CV 00.6250 06/15/2025 | 0.05% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | GNR 2016-H14 IO IO 01.6747 06/20/2066 | 0.05% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.05% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | FNR 2010-35 SG IO 06.3085 04/25/2040 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.04% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.04% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | JPMCC 2011-C3 F 144A 05.7068 02/15/2046 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2013-129 SN IO 06.0566 09/20/2043 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.04% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8543 10/10/2025 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | EUR/USD PUT 1.18 20210823 GSFX | 0.04% | GARDA WORLD SECURITY C L+425 04.3500 10/30/2026 | 0.04% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | LIBERTY MEDIA | 0.04% | MHL 2005-3 M2 00.8865 08/25/2035 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | REVANCE THERA CV 01.7500 02/15/2027 | 0.04% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6855 08/21/2026 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | MSBAM 2013-C11 D 144A 04.4964 08/15/2046 | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.04% | EUR/USD 09/15/2021 BCAP-FX | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | NETFLIX INC. 06.3750 05/15/2029 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | COMM 2012-CR3 E 144A 04.9079 10/15/2045 | 0.03% | EUR/USD 09/15/2021 RBSF | 0.03% | JPMCC 2007-CB20 E 144A 06.3743 02/12/2051 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8543 08/14/2024 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | UKRPI P 3.385 R 11/15/24 | 0.03% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.03% | CAD/USD 07/21/2021 SSBT | 0.03% | CAD/USD 07/21/2021 UBS | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8503 02/04/2027 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | SM ENERGY CO 06.5000 07/15/2028 | 0.03% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | GNR 2020-15 CS IO 05.9566 02/20/2050 | 0.03% | UKRPI P 3.4025 R 03/15/28 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% | SINCLAIR BROADCAST GRO L+325 03.3600 08/24/2026 | 0.03% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | 1.075 R ISWP US0003M P 01/27/2031 | 0.02% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% | ADIENT TLB L+350 03.6043 04/01/2028 | 0.02% | CAD/USD 07/21/2021 MSCIL | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | JPY/USD 08/18/2021 GSFX | 0.02% | NZD/USD 07/21/2021 GSFX | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | EUR/USD 09/15/2021 CITI | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | OPTN FN30 2.5 08/05/21 CALL 103.40625 JPMC | 0.02% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2013-99 VS IO 06.0254 07/16/2043 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% | GBP/USD 09/15/2021 CITI | 0.02% | GBP/USD PUT 1.37 20210823 MSCIL | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.02% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.99 R ISWP CDOR03 P 06/15/2031 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% | NZD/USD 07/21/2021 MSCIL | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5415 02/25/2030 | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | UKRPI P 3.34 R 03/15/28 | 0.02% | 0.30 R ISWP US0003M P 12/02/2023 | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | CAD/USD 07/21/2021 TDBK | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | UKRPI P 3.34 R 02/15/28 | 0.01% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% | CAS 2017-C07 2B1 04.5415 05/25/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GBP/USD 09/15/2021 CSI-FX | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.01% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% | ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.0888 06/30/2025 | 0.01% | 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| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | NZD/USD 07/21/2021 UBS | 0.01% | NZD/USD 07/21/2021 WPAC | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% | 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.00% | 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% | AUD/USD 07/21/2021 MSCIL | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | IHEARTMEDIA TLB L+300 03.1043 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 07/21/2021 JPMCB | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% | CHF/USD 09/15/2021 SSBT | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2010-140 GS IO 05.9085 07/25/2039 | 0.00% | FSPC T-57 1AX IO 00.3805 07/25/2043 | 0.00% | JPY/USD 08/18/2021 RBSF | 0.00% | SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% | 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.00% | CAD/USD 07/21/2021 HSBCB | 0.00% | CAD/USD 07/21/2021 WPAC | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | PQ CORP TLB L+225 02.4355 02/07/2027 | 0.00% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | JPY/USD 08/18/2021 WPAC | 0.00% | NZD/USD 07/21/2021 CITI | 0.00% | NZD/USD 07/21/2021 RBSF | 0.00% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% | 0.77 R ISWP FWD SES3M P 09/15/2031 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | GBP/USD 09/15/2021 HSBCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | NOK/USD 09/15/2021 HSBCB | 0.00% | SEK/USD 09/15/2021 TDBK | 0.00% | SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% | SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.00% | 1.4715 R ISWP US0003M P 06/30/2031 | 0.00% | 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% | 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.00% | 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% | AUD/USD 07/21/2021 CSI-FX | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | EUR/USD CALL 1.29 20210823 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-0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | HKD/USD 08/18/2021 SSBT | -0.00% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.00% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.4255 R ISWP US0003M P 02/24/2031 | -0.00% | 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% | 1.894 R ISWP 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200.0 05/11/2063 CG | -0.01% | JPY/USD 08/18/2021 BANKAM | -0.01% | JPY/USD 08/18/2021 BCAP-FX | -0.01% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SEK/USD 09/15/2021 RBSF | -0.01% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD CALL 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05/11/2063 GS | -0.02% | JPY/USD 08/18/2021 HSBCB | -0.02% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 1.644 R ISWP US0003M P 01/14/2051 | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% | CAD/USD 07/21/2021 JPMCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | JPY/USD 08/18/2021 MSCIL | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 09/15/2021 UBS | -0.02% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% | AUD/USD 07/21/2021 BCAP-FX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NOK/USD 09/15/2021 TDBK | -0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 1.525 R ISWP US0003M P 03/15/2031 | -0.02% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% | AUD/USD 07/21/2021 JPMCB | -0.02% | AUD/USD 07/21/2021 TDBK | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NOK/USD 09/15/2021 MSCIL | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 09/15/2021 RBSF | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.02% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | EUR/USD 09/15/2021 HSBCB | -0.03% | GBP/USD 09/15/2021 SSBT | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | CPTFEMU R 1.4375 P 09/15/23 | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | AUD/USD 07/21/2021 GSFX | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPTFEMU R 1.4413 P 09/15/23 | -0.03% | CPTFEMU R 1.4425 P 09/15/23 | -0.03% | CPTFEMU R 1.4438 P 09/15/23 | -0.03% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.03% | AUD/USD 07/21/2021 SSBT | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | GBP/USD 09/15/2021 JPMCB | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | OPTN FN30 2.5 08/05/21 PUT 103.40625 JPMC | -0.04% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 1.231 R ISWP US0003M P 02/09/2031 | -0.04% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | GBP/USD 09/15/2021 MSCIL | -0.04% | SEK/USD 09/15/2021 GSFX | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | EUR/USD 09/15/2021 UBS | -0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% | EUR/USD 09/15/2021 JPMCB | -0.04% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% | EUR/USD 09/15/2021 GSFX | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | EUR/USD 09/15/2021 BANKAM | -0.06% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | JPY/USD 08/18/2021 UBS | -0.06% | NOK/USD 09/15/2021 GSFX | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.06% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.07% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% | 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | 0.30 R ISWP US0003M P 07/14/2025 | -0.08% | GBP/USD 09/15/2021 GSFX | -0.08% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | EUR/USD 09/15/2021 MSCIL | -0.09% | SEK/USD 09/15/2021 UBS | -0.09% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.11% | 0.645 R ISWP US0003M P 07/15/2030 | -0.13% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.14% | SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.18% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.20% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.23% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.24% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.27% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.34% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.34% | 1.02 R ISWP US0003M P 12/02/2033 | -0.37% | CPTFEMU P 1.13 R 05/15/50 | -0.41% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.58% | CPTFEMU P 0.935 R 05/15/40 | -0.59% | CPTFEMU P 0.93 R 05/15/40 | -0.60% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.71% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.06% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.98% | US 10YR ULTRA FUT SEP21 UXYU1 | -12.32% | US 2YR NOTE (CBT) SEP21 TUU1 | -58.16% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 12.75% | FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 10.56% | FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 6.10% | FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 4.01% | FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 3.98% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.66% | CASH MGMT BILL 00.0000 09/21/2021 | 2.25% | FNMA FN30 TBA UMBS 05.5000 06/01/2051 | 1.84% | GNMA GII30 TBA 04.0000 06/01/2051 | 1.75% | FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 1.72% | CASH MGMT BILL 00.0000 09/07/2021 | 1.21% | FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 1.18% | TREASURY BILL 00.0000 09/02/2021 | 1.15% | CASH MGMT BILL 00.0000 08/03/2021 | 1.04% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.83% | TREASURY BILL 00.0000 06/01/2021 | 0.82% | IVORY COAST REGS 06.1250 06/15/2033 | 0.81% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.77% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.73% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.72% | TREASURY BILL 00.0000 07/27/2021 | 0.71% | CAS 2016-C02 1B 12.3416 09/25/2028 | 0.66% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | 1.16 R ISWP US0003M P 10/16/2050 | 0.64% | STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.64% | TREASURY BILL 00.0000 07/06/2021 | 0.60% | CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.56% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.55% | FHR 5004 SG IO 06.0084 08/25/2050 | 0.54% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.54% | FNR 2019-57 KS IO 05.9584 10/25/2049 | 0.48% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.48% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.47% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | GNR 2020-63 PS IO 06.0008 04/20/2050 | 0.45% | BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.44% | FHR 5011 SA IO 06.1584 09/25/2050 | 0.44% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.44% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.43% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.43% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.43% | FNR 2017-32 SA IO 06.0584 05/25/2047 | 0.42% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.42% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.41% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.40% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.40% | STRU BMOC-8710 SA IO 06.0508 07/20/2050 | 0.39% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.39% | GNR 2021-77 SM IO 06.1990 05/20/2051 | 0.38% | TREASURY BILL 00.0000 06/29/2021 | 0.38% | GNR 2020-133 CS IO 06.2008 09/20/2050 | 0.38% | CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.37% | CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.37% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.37% | GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.37% | GNR 2019-89 PS IO 06.0008 07/20/2049 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.36% | CWALT 2006-OA7 1A1 02.2170 06/25/2046 | 0.36% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.36% | CAS 2018-C05 1B1 04.3416 01/25/2031 | 0.35% | CARMX 2020-2 D 05.7500 05/17/2027 | 0.35% | CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.35% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.34% | WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.34% | GNR 2020-63 AS IO 05.9008 08/20/2043 | 0.34% | CAS 2016-C03 1B 11.8416 10/25/2028 | 0.34% | ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.33% | FHR 4839 WS IO 05.9991 08/15/2056 | 0.33% | GNR 2021-59 SQ IO 06.2008 04/20/2051 | 0.33% | MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.33% | CPTFEMU R 0.655 P 05/15/30 | 0.32% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.32% | IVORY COAST REGS 05.7500 12/31/2032 | 0.32% | CPTFEMU R 0.6625 P 05/15/30 | 0.32% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.32% | STACR 2015-DNA3 B 09.4416 04/25/2028 | 0.32% | FHR 4945 SL IO 05.9584 01/25/2050 | 0.32% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.32% | GNR 2019-96 SY IO 06.0008 08/20/2049 | 0.31% | 0.75 R ISWP US0003M P 10/16/2030 | 0.31% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.31% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.30% | CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.30% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.29% | GNR 2019-83 SY IO 06.0008 07/20/2049 | 0.29% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.29% | FNR 2018-38 SA IO 06.1084 06/25/2048 | 0.29% | STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.29% | CPTFEMU R 0.961 P 05/15/40 | 0.29% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.29% | CAS 2019-R03 1B1 04.1916 09/25/2031 | 0.28% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.28% | TREASURY BILL 00.0000 06/10/2021 | 0.27% | TREASURY BILL 00.0000 07/20/2021 | 0.27% | SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.27% | REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.27% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.26% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.26% | CAS 2018-C04 2B1 04.5916 12/25/2030 | 0.26% | 2.764 R ISWP US0003M P 02/18/2031 | 0.25% | GNR 2014-60 SD IO 06.0808 04/20/2044 | 0.25% | STACR 2015-DNA2 B 07.6416 12/25/2027 | 0.25% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | CAS 2017-C02 2B1 05.5916 09/25/2029 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | WAMU 2005-AR17 A1B3 00.7916 12/25/2045 | 0.24% | STACR 2017-HQA1 M2 03.6416 08/25/2029 | 0.24% | WFRBS 2012-C7 E 144A 04.8034 06/15/2045 | 0.24% | CAS 2017-C03 1B1 04.9416 10/25/2029 | 0.24% | JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.24% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.24% | NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.23% | GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.23% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.23% | FNR 2020-12 SK IO 05.9584 03/25/2050 | 0.23% | STACR 2018-DNA3 B2 07.8416 09/25/2048 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | FNR 2018-20 SB IO 06.1584 03/25/2048 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | FNR 2015-42 LS IO 06.1084 06/25/2045 | 0.22% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.21% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.21% | GNR 2018-139 SA IO 06.0508 10/20/2048 | 0.21% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.21% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.20% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.20% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.20% | FNR 2019-43 JS IO 05.9584 08/25/2049 | 0.19% | STACR 2015-HQA1 B 08.8916 03/25/2028 | 0.19% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% | GNR 2020-7 SK IO 05.9508 01/20/2050 | 0.18% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.18% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | CAS 2016-C01 1B 11.8416 08/25/2028 | 0.18% | GNR 2017-H16 JI IO 02.2996 08/20/2067 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | JPMCC 2013-LC11 D 04.1667 04/15/2046 | 0.18% | WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.18% | CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | GNR 2019-152 ES IO 05.9508 12/20/2049 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.17% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.17% | FNR 2016-96 ST IO 06.0084 12/25/2046 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | TREASURY BILL 00.0000 06/03/2021 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | RALI 2006-QO10 A1 00.4116 01/25/2037 | 0.16% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% | COMM 2014-CR16 C 04.9263 04/10/2047 | 0.16% | GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.16% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.16% | VERTIV TLB L+275 02.8359 03/02/2027 | 0.16% | GNR 2016-H09 BI IO 01.7201 04/20/2066 | 0.16% | GNR 2018-H05 BI IO 02.3953 02/20/2068 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.16% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | STACR 2020-DNA3 B2 09.4416 06/25/2050 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | OMIR 2017-1A B1 144A 05.8416 04/25/2027 | 0.16% | CAS 2020-SBT1 1M2 03.7416 02/25/2040 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | BCAP 2011-RR3 3A6 02.6301 11/27/2036 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.15% | MSBAM 2013-C10 D 144A 04.0807 07/15/2046 | 0.15% | PIONEER NAT CV 00.2500 05/15/2025 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | SPST 2020-6 A 01.8425 09/07/2021 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.14% | GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.14% | COMM 2013-CR9 D 144A 04.2704 07/10/2045 | 0.14% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.14% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | GNR 2018-H03 XI IO 02.3196 02/20/2068 | 0.14% | SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.14% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.14% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.13% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.13% | GNR 2016-H06 DI IO 02.0723 07/20/2065 | 0.13% | MSBAM 2015-C23 D 144A 04.1442 07/15/2050 | 0.13% | FNR 2013-90 SD IO 06.5084 09/25/2043 | 0.13% | GNR 2016-H24 JI IO 02.2251 11/20/2066 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | GNR 2018-H05 AI IO 02.3901 02/20/2068 | 0.13% | GNR 2016-H10 AI IO 01.5957 04/20/2066 | 0.13% | GNR 2016-H22 AI IO 02.3527 10/20/2066 | 0.13% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.13% | BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.12% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | CWALT 2006-OA10 3A1 00.4716 08/25/2046 | 0.12% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% | STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.12% | CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.12% | CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.12% | GNR 2016-H06 CI IO 01.5413 02/20/2066 | 0.12% | JPMBB 2014-C25 D P/P 144A 03.9466 11/15/2047 | 0.12% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.12% | GNR 2017-H09 IO IO 01.8236 04/20/2067 | 0.12% | LIVE NATION CV 02.5000 03/15/2023 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.12% | CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | STACR 2014-DN1 M3 04.5916 02/25/2024 | 0.12% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | GSMS 2013-GC10 D P/P 144A 04.4017 02/10/2046 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GNR 2017-H12 QI IO 01.7401 05/20/2067 | 0.12% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% | STACR 2020-HQA2 M2 03.1916 03/25/2050 | 0.12% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% | EURO-BUND FUTURE JUN21 RXM1 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | CAS 2017-C04 2M2 02.9416 11/25/2029 | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.11% | GNR 2017-H16 IB IO 01.8938 08/20/2067 | 0.11% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.11% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.11% | BALTA 2005-8 21A1 02.5528 10/25/2035 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | GNR 2015-H23 BI IO 01.7602 09/20/2065 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% | FNR 2013-107 SB IO 05.8584 02/25/2043 | 0.11% | GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.11% | NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.11% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% | UKRPI P 3.665 R 12/15/28 | 0.11% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% | STACR 2018-HQA2 B2 11.0916 10/25/2048 | 0.11% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.11% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% | ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.11% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% | 1.629 R ISWP US0003M P 01/19/2026 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2017-H11 DI IO 01.6594 05/20/2067 | 0.10% | GNR 2017-H16 IG IO 01.7867 07/20/2067 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% | GNR 2017-H06 BI IO 02.3708 02/20/2067 | 0.10% | GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.10% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.10% | GNR 2016-H02 HI IO 01.5496 01/20/2066 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | GNR 2014-119 SA IO 05.5008 08/20/2044 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.10% | DBALT 2006-AR4 A2 00.4716 12/25/2036 | 0.10% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% | GNR 2015-H24 AI IO 02.1371 09/20/2065 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% | CWALT 2005-38 A1 01.6266 09/25/2035 | 0.10% | GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.09% | GNR 2016-H03 DI IO 02.0340 12/20/2065 | 0.09% | STACR 2019-DNA2 B2 10.5916 03/25/2049 | 0.09% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | STACR 2018-HQA2 B1 04.3416 10/25/2048 | 0.09% | STACR 2020-DNA4 B2 10.0916 08/25/2050 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.09% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.09% | GNR 2017-H11 TI IO 01.5186 04/20/2067 | 0.09% | JPMBB 2014-C18 E 144A 04.2999 02/15/2047 | 0.09% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.09% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.09% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | CAD/USD 07/21/2021 GSFX | 0.09% | GNR 2015-H25 EI IO 01.8669 10/20/2065 | 0.09% | GNR 2016-H14 AI IO 02.5187 06/20/2066 | 0.09% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | CAS 2020-R01 1B1 03.3416 01/25/2040 | 0.08% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.08% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.08% | GNR 2016-H03 AI IO 01.7652 01/20/2066 | 0.08% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.08% | CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.08% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | JPMCC 2011-C4 C 144A 05.3844 07/15/2046 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.08% | GSR 2007-OA1 2A3A 00.4016 05/25/2037 | 0.08% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.08% | BURL STORE CV 02.2500 04/15/2025 | 0.08% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.08% | DISH DBS CORP 05.8750 11/15/2024 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | GNR 2014-H21 BI IO 01.5450 10/20/2064 | 0.08% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.08% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.07% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | GNR 2015-H10 BI IO 01.7997 04/20/2065 | 0.07% | OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.07% | FNR 2018-86 DS IO 06.0084 12/25/2048 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JPALT 2007-A2 12A1 00.2916 06/25/2037 | 0.07% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.07% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | CAS 2018 - C01 1B1 03.6416 07/25/2030 | 0.07% | CONMED CORP CV 02.6250 02/01/2024 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | FHR 4742 S IO 06.0991 12/15/2047 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | GNR 2016-H24 CI IO 01.7065 10/20/2066 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.07% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.07% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% | COMM 2014-UBS3 D 144A 04.7680 06/10/2047 | 0.06% | GNR 2013-H08 CI IO 01.6289 02/20/2063 | 0.06% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | WMHE 2007-HE4 1A 00.2616 07/25/2047 | 0.06% | 1.316 R ISWP US0003M P 10/15/2021 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | GNR 2016-H17 KI IO 02.4262 07/20/2066 | 0.06% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% | STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.06% | STACR 2019-DNA3 B2 08.2416 07/25/2049 | 0.06% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.06% | DEXCOM INC CV 00.2500 11/15/2025 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% | WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.06% | BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.06% | COMM 2012-CR3 E 144A 04.7497 10/15/2045 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | 0.41 R ISWP US0003M P 10/13/2025 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | CAS 2016-C05 2B 10.8416 01/25/2029 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | 1.33 R ISWP US0003M P 11/03/2021 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CASH MGMT BILL 00.0000 09/14/2021 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.06% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.05% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% | JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% | HVMLT 2005-2 1A 00.6175 05/19/2035 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% | TWILIO INC 03.6250 03/15/2029 | 0.05% | 0.471 R ISWP US0003M P 11/16/2025 | 0.05% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% | GNR 2016-H14 IO IO 01.6895 06/20/2066 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.05% | CPTFEMU P 1.71 R 07/15/37 | 0.05% | CPURNSA P 2.67 R 05/12/31 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | TELADOC HE CV 01.2500 06/01/2027 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.05% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.05% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CWALT 2007-OH1 A1D 00.3016 04/25/2047 | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | GNR 2015-H08 CI IO 01.8006 03/20/2065 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.05% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.05% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | FNR 2010-35 SG IO 06.3084 04/25/2040 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% | CPURNSA P 2.686 R 04/01/31 | 0.04% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.04% | SEK/USD 06/16/2021 UBS | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.04% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% | 1.736 R ISWP US0003M P 04/21/2031 | 0.04% | AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | GNR 2013-129 SN IO 06.0508 09/20/2043 | 0.04% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8425 10/10/2025 | 0.04% | EUR/USD 06/16/2021 MSCIL | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | LIBERTY MEDIA | 0.04% | MHL 2005-3 M2 00.8866 08/25/2035 | 0.04% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GARDA WORLD TLB 1L L+425 04.3500 10/30/2026 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | REVANCE THERA CV 01.7500 02/15/2027 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.04% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | MSBAM 2013-C11 D 144A 04.3515 08/15/2046 | 0.04% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.04% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | UKRPI P 3.385 R 11/15/24 | 0.04% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.03% | 1.075 R ISWP US0003M P 01/27/2031 | 0.03% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | JPMCC 2007-CB20 E 144A 06.1687 02/12/2051 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | EUR/USD 06/16/2021 JPMCB | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | OPTN FN30 2.0 07/07/21 CALL 100.734375 JPMC | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8425 08/14/2024 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.03% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CPURNSA P 2.79 R 04/15/26 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8421 02/04/2027 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | UKRPI P 3.4025 R 03/15/28 | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | EUR/USD 06/16/2021 UBS | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | EUR/USD 06/16/2021 HSBCB | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% | AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ADIENT TLB L+350 03.5925 04/01/2028 | 0.02% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | EUR/USD 06/16/2021 BANKAM | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GBP/USD 06/16/2021 GSFX | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% | CAD/USD 07/21/2021 MSCIL | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% | 1.0241 R ISWP US0003M P 04/08/2026 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | GNR 2013-99 VS IO 05.9991 07/16/2043 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | NOK/USD 06/16/2021 GSFX | 0.02% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% | THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | 1.0161 R ISWP US0003M P 04/08/2026 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.02% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | JPY/USD 08/18/2021 SSBT | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% | UKRPI P 3.34 R 03/15/28 | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.02% | CINEMARK USA INC 04.8750 06/01/2023 | 0.02% | HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.02% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% | 0.2545 R ISWP US0003M P 05/18/2023 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | CAD/USD 07/21/2021 HSBCB | 0.02% | CAS 2017-C06 2B1 04.5416 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | GBP/USD 06/16/2021 RBSF | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | UKRPI P 3.34 R 02/15/28 | 0.02% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | 1.631 R ISWP US0003M P 04/16/2031 | 0.01% | 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 4WX10Y R 1.99 CAD 06/15/2021 TD | 0.01% | 1.08 R ISWP FWD US0003M P 07/01/2026 | 0.01% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% | 1.64 R ISWP US0003M P 05/04/2031 | 0.01% | 2.0345 R ISWP US0003M P 05/05/2051 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.01% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% | ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% | 1.6191 R ISWP US0003M P 05/17/2031 | 0.01% | 1.6365 R ISWP US0003M P 05/05/2031 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | CAD/USD 07/21/2021 UBS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | NOK/USD 06/16/2021 TDBK | 0.01% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% | -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% | CAD/USD 07/21/2021 WPAC | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | DIVERSEY TL L+300 03.1854 09/06/2024 | 0.01% | GBP/USD 06/16/2021 UBS | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | UKRPI P 3.3875 R 03/15/28 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | CAD/USD 07/21/2021 TDBK | 0.01% | CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.01% | CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | PQ CORP TLB L+225 02.4355 02/07/2027 | 0.01% | PQ CORP TLB L+275 03.2500 06/03/2028 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% | SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | 0.01% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | 1.564 R ISWP US0003M P 05/14/2031 | 0.01% | 1.589 R ISWP US0003M P 05/07/2031 | 0.01% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% | BSCMS 2007-T28 D 144A 05.5336 09/11/2042 | 0.01% | CAD/USD 07/21/2021 BANKAM | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | SEK/USD 06/16/2021 RBSF | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TXU TCEH RIGHTS | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.00% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2010-140 GS IO 05.9084 07/25/2039 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | IHEARTMEDIA TLB L+300 03.0925 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 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300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | GBP/USD 06/16/2021 MSCIL | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NOK/USD 06/16/2021 BANKAM | 0.00% | SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% | SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% | SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% | 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | 2.032 R ISWP US0003M P 01/16/2055 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% | SWPTN 4WX10Y P 1.99 CAD 06/15/2021 TD | 0.00% | 0.282 R ISWP US0003M P 04/28/2023 | 0.00% | 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% | 0.30 R ISWP US0003M P 12/02/2023 | 0.00% | 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% | 1.525 R ISWP US0003M P 03/15/2031 | 0.00% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.00% | 1.534 R ISWP US0003M P 04/19/2031 | 0.00% | 1.998 R ISWP US0003M P 04/26/2051 | 0.00% | AUD/USD 07/21/2021 TDBK | 0.00% | CHF/USD 06/16/2021 SSBT | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 08/18/2021 WPAC | 0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% | SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% | 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% | 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% | 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% | CAD/USD 07/21/2021 CITI | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | GBP/USD 06/16/2021 BANKAM | 0.00% | HKD/USD 08/18/2021 BANKAM | 0.00% | HKD/USD 08/18/2021 HSBCB | 0.00% | HKD/USD 08/18/2021 TDBK | 0.00% | HKD/USD 08/18/2021 UBS | 0.00% | JPY/USD 08/18/2021 GSFX | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | SEK/USD 06/16/2021 TDBK | 0.00% | SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% | SWPTN 6MX10Y R 0.915 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2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 06/16/2021 JPMCB | -0.00% | HKD/USD 08/18/2021 SSBT | -0.00% | JPY/USD 08/18/2021 RBSF | -0.00% | NOK/USD 06/16/2021 UBS | -0.00% | SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% | SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% | AUD/USD 07/21/2021 JPMCB | -0.00% | AUD/USD 07/21/2021 MSCIL | -0.00% | AUD/USD 07/21/2021 RBSF | -0.00% | CHF/USD 06/16/2021 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 06/16/2021 TDBK | -0.00% | GBP/USD 06/16/2021 WPAC | -0.00% | JPY/USD 08/18/2021 CITI | -0.00% | JPY/USD 08/18/2021 JPMCB | -0.00% | SEK/USD 06/16/2021 JPMCB | -0.00% | SEK/USD 06/16/2021 MSCIL | -0.00% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% | 0.882 R ISWP US0003M P 05/27/2026 | -0.00% | 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% | 1.9965 R ISWP US0003M P 04/21/2051 | -0.00% | AUD/USD 07/21/2021 CITI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | NZD/USD 07/21/2021 MSCIL | -0.00% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% | SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% | CHF/USD 06/16/2021 MSCIL | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 06/16/2021 BCAP-FX | -0.00% | GBP/USD 06/16/2021 HSBCB | -0.00% | JPY/USD 08/18/2021 BANKAM | -0.00% | JPY/USD 08/18/2021 BCAP-FX | -0.00% | JPY/USD 08/18/2021 HSBCB | -0.00% | NZD/USD 07/21/2021 HSBCB | -0.00% | SEK/USD 06/16/2021 GSFX | -0.00% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | 1.5775 R ISWP US0003M P 05/06/2031 | -0.00% | 1.65 R ISWP FWD US0003M P 08/16/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | NOK/USD 06/16/2021 MSCIL | -0.00% | 0.2578 R ISWP US0003M P 05/18/2023 | -0.01% | 0.2582 R ISWP US0003M P 05/18/2023 | -0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% | 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | -0.01% | CAD/USD 07/21/2021 BCAP-FX | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% | CPTFEMU R 1.4 P 07/15/27 | -0.01% | EUR/USD 06/16/2021 CSI-FX | -0.01% | NZD/USD 07/21/2021 CITI | -0.01% | SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.01% | SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.01% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | JPY/USD 08/18/2021 TDBK | -0.01% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% | SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 06/16/2021 CSI-FX | -0.01% | SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% | 1.509 R ISWP US0003M P 01/08/2051 | -0.01% | 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.01% | 2.091 R ISWP US0003M P 05/17/2051 | -0.01% | AUD/USD 07/21/2021 SSBT | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% | 1.589 R ISWP US0003M P 05/18/2031 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/16/2021 GSFX | -0.01% | JPY/USD 08/18/2021 MSCIL | -0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.627 R ISWP US0003M P 04/30/2031 | -0.01% | AUD/USD 07/21/2021 UBS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/16/2021 WPAC | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.01% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% | 1.465 R ISWP US0003M P 04/15/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 06/16/2021 RBSF | -0.02% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% | SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | -0.02% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | NZD/USD 07/21/2021 JPMCB | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 06/16/2021 SSBT | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | GBP/USD 06/16/2021 CITI | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | CAD/USD 07/21/2021 CSI-FX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 07/21/2021 WPAC | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 1.66091 R ISWP US0003M P 05/04/2031 | -0.02% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% | CAD/USD 07/21/2021 RBSF | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SEK/USD 06/16/2021 SSBT | -0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | JPY/USD 08/18/2021 UBS | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.377 R ISWP US0003M P 02/18/2031 | -0.03% | 1.635 R ISWP US0003M P 02/04/2051 | -0.03% | CAD/USD 07/21/2021 SSBT | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | NZD/USD 07/21/2021 UBS | -0.03% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | UKRPI R 3.4425 P 07/15/49 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | OPTN FN30 2.0 07/07/21 PUT 100.734375 JPMC | -0.03% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% | 1.996 R ISWP US0003M P 01/20/2031 | -0.03% | EUR/USD 06/16/2021 CITI | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% | 0.83 R ISWP US0003M P 11/03/2021 | -0.03% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | NZD/USD 07/21/2021 SSBT | -0.03% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | EUR/USD 06/16/2021 BCAP-FX | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% | 1.539 R ISWP US0003M P 01/08/2051 | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | NZD/USD 07/21/2021 RBSF | -0.04% | 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.04% | CAD/USD 07/21/2021 JPMCB | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.04% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.04% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.05% | 1.644 R ISWP US0003M P 01/14/2051 | -0.05% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | CPTFEMU R 1.4375 P 09/15/23 | -0.05% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CPTFEMU R 1.4413 P 09/15/23 | -0.05% | CPTFEMU R 1.4425 P 09/15/23 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CPTFEMU R 1.4438 P 09/15/23 | -0.05% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.05% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | NZD/USD 07/21/2021 GSFX | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% | 1.231 R ISWP US0003M P 02/09/2031 | -0.06% | 0.30 R ISWP US0003M P 07/14/2025 | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% | EUR/USD 06/16/2021 TDBK | -0.07% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% | 1.805 R ISWP US0003M P 01/19/2031 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% | OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.08% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | 0.37 R ISWP US0003M P 10/16/2025 | -0.10% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% | EUR/USD 06/16/2021 SSBT | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% | SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.10% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.11% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.14% | 0.645 R ISWP US0003M P 07/15/2030 | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.23% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.23% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.26% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.27% | SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.29% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | 1.735 R ISWP FWD US0003M P 04/15/2031 | -0.39% | CPTFEMU P 1.13 R 05/15/50 | -0.41% | 1.02 R ISWP US0003M P 12/02/2033 | -0.48% | SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.49% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.59% | CPTFEMU P 0.935 R 05/15/40 | -0.60% | CPTFEMU P 0.93 R 05/15/40 | -0.60% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.74% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.16% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.98% | US 10YR ULTRA FUT SEP21 UXYU1 | -11.85% | US 2YR NOTE (CBT) SEP21 TUU1 | -56.94% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 10.39% | FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 10.28% | FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 3.94% | FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 3.34% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.71% | FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 2.29% | TREASURY BILL 00.0000 05/25/2021 | 2.26% | FNMA FN30 TBA UMBS 05.5000 05/01/2051 | 1.80% | GNMA GII30 TBA 04.0000 05/01/2051 | 1.72% | FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.69% | FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 1.17% | FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 1.08% | CASH MGMT BILL 00.0000 08/03/2021 | 1.02% | TREASURY BILL 00.0000 05/13/2021 | 1.02% | TREASURY BILL 00.0000 06/01/2021 | 0.81% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.80% | IVORY COAST REGS 06.1250 06/15/2033 | 0.79% | TREASURY BILL 00.0000 05/06/2021 | 0.76% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.72% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.71% | CASH MGMT BILL 00.0000 07/27/2021 | 0.70% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | 1.16 R ISWP US0003M P 10/16/2050 | 0.67% | CAS 2016-C02 1B 12.3561 09/25/2028 | 0.64% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.64% | STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.62% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.61% | CASH MGMT BILL 00.0000 07/06/2021 | 0.59% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.57% | FHR 5004 SG IO 05.9939 08/25/2050 | 0.56% | CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.56% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.51% | FNR 2019-57 KS IO 05.9439 10/25/2049 | 0.48% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | GNR 2020-63 PS IO 05.9841 04/20/2050 | 0.45% | FHR 5011 SA IO 06.1439 09/25/2050 | 0.45% | FNR 2017-32 SA IO 06.0439 05/25/2047 | 0.44% | BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.44% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.43% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.43% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.42% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.41% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.40% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.40% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% | STRU BMOC-8710 SA IO 06.0341 07/20/2050 | 0.40% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.39% | GNR 2020-133 CS IO 06.1841 09/20/2050 | 0.39% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.38% | TREASURY BILL 00.0000 06/29/2021 | 0.38% | GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.37% | CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.37% | CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.36% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | GNR 2021-59 SQ IO 06.1844 04/20/2051 | 0.36% | CWALT 2006-OA7 1A1 02.2483 06/25/2046 | 0.35% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.35% | WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | GNR 2019-96 SY IO 05.9841 08/20/2049 | 0.34% | CMLTI 2007-AMC3 A2D 00.4561 03/25/2037 | 0.34% | 0.75 R ISWP US0003M P 10/16/2030 | 0.34% | CAS 2018-C05 1B1 04.3561 01/25/2031 | 0.34% | GNR 2020-63 AS IO 05.8841 08/20/2043 | 0.34% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.34% | WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.33% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.33% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.33% | FHR 4839 WS IO 05.9854 08/15/2056 | 0.33% | FHR 4945 SL IO 05.9439 01/25/2050 | 0.33% | CAS 2016-C03 1B 11.8561 10/25/2028 | 0.32% | MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.32% | IVORY COAST REGS 05.7500 12/31/2032 | 0.32% | ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.32% | GNR 2019-83 SY IO 05.9841 07/20/2049 | 0.32% | STACR 2015-DNA3 B 09.4561 04/25/2028 | 0.32% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.30% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.30% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.30% | FNR 2018-38 SA IO 06.0939 06/25/2048 | 0.30% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.30% | CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.29% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.28% | CPTFEMU R 0.655 P 05/15/30 | 0.28% | STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.28% | CAS 2019-R03 1B1 04.2061 09/25/2031 | 0.28% | CPTFEMU R 0.6625 P 05/15/30 | 0.28% | CASH MGMT BILL 00.0000 07/20/2021 | 0.27% | TREASURY BILL 00.0000 06/10/2021 | 0.27% | SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.27% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.27% | REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.26% | CPTFEMU R 0.961 P 05/15/40 | 0.26% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% | JPMBB 2014-C18 D P/P 144A 04.9599 02/15/2047 | 0.25% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.25% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.25% | CAS 2018-C04 2B1 04.6061 12/25/2030 | 0.25% | GNR 2014-60 SD IO 06.0641 04/20/2044 | 0.25% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.25% | STACR 2015-DNA2 B 07.6561 12/25/2027 | 0.24% | WAMU 2005-AR17 A1B3 00.8061 12/25/2045 | 0.24% | FNR 2020-12 SK IO 05.9439 03/25/2050 | 0.24% | CAS 2017-C02 2B1 05.6061 09/25/2029 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | STACR 2017-HQA1 M2 03.6561 08/25/2029 | 0.24% | WFRBS 2012-C7 E P/P 144A 04.9578 06/15/2045 | 0.24% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.23% | CAS 2017-C03 1B1 04.9561 10/25/2029 | 0.23% | 2.764 R ISWP US0003M P 02/18/2031 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.22% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.22% | FNR 2018-20 SB IO 06.1439 03/25/2048 | 0.22% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% | STACR 2018-DNA3 B2 07.8561 09/25/2048 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | GNR 2018-139 SA IO 06.0341 10/20/2048 | 0.21% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.21% | FNR 2019-43 JS IO 05.9439 08/25/2049 | 0.21% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.21% | FNR 2015-42 LS IO 06.0939 06/25/2045 | 0.20% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.20% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% | STACR 2015-HQA1 B 08.9061 03/25/2028 | 0.19% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.19% | GNR 2020-7 SK IO 05.9341 01/20/2050 | 0.18% | GNR 2017-H16 JI IO 02.4219 08/20/2067 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | GNR 2019-152 ES IO 05.9341 12/20/2049 | 0.18% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2016-C01 1B 11.8561 08/25/2028 | 0.18% | JPMCC 2013-LC11 D 04.3056 04/15/2046 | 0.17% | WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.17% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | FNR 2016-96 ST IO 05.9939 12/25/2046 | 0.17% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | RALI 2006-QO10 A1 00.4261 01/25/2037 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | GNR 2016-H09 BI IO 02.3558 04/20/2066 | 0.16% | GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.16% | GNR 2018-H05 BI IO 02.3972 02/20/2068 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | TREASURY BILL 00.0000 06/03/2021 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.16% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% | VERTIV TLB L+275 02.8601 03/02/2027 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | BCAP 2011-RR3 3A6 02.6372 11/27/2036 | 0.16% | PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | 1.232 R ISWP US0003M P 01/29/2051 | 0.15% | CAS 2020-SBT1 1M2 03.7561 02/25/2040 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8561 04/25/2027 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | STACR 2020-DNA3 B2 09.4561 06/25/2050 | 0.15% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.15% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | MSBAM 2013-C10 D P/P 144A 04.2169 07/15/2046 | 0.14% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | SPST 2020-6 A 01.8561 09/07/2021 | 0.14% | GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.14% | SAMI 2007-AR1 2A1 00.2861 01/25/2037 | 0.14% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.14% | COMM 2014-CR16 C 05.0907 04/10/2047 | 0.14% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | GNR 2018-H03 XI IO 02.3274 02/20/2068 | 0.14% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.14% | COMM 2013-CR9 D P/P 144A 04.3866 07/10/2045 | 0.14% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% | GNR 2016-H06 DI IO 02.1775 07/20/2065 | 0.13% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.13% | GNR 2018-H05 AI IO 02.3885 02/20/2068 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.13% | FNR 2013-90 SD IO 06.4939 09/25/2043 | 0.13% | GNR 2016-H24 JI IO 02.2154 11/20/2066 | 0.13% | JPMBB 2013-C14 D P/P 144A 04.8474 08/15/2046 | 0.13% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.13% | GNR 2016-H22 AI IO 02.3452 10/20/2066 | 0.13% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% | GNR 2016-H10 AI IO 01.6464 04/20/2066 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | GNR 2016-H06 CI IO 01.5922 02/20/2066 | 0.13% | MSBAM 2015-C23 D P/P 144A 04.2824 07/15/2050 | 0.13% | UKRPI P 3.665 R 12/15/28 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | BMIR 2017-1 B1 P/P 144A 04.8561 10/25/2027 | 0.12% | CWALT 2006-OA10 3A1 00.4861 08/25/2046 | 0.12% | CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.12% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | GNR 2017-H09 IO IO 01.7270 04/20/2067 | 0.12% | STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.12% | STACR 2014-DN1 M3 04.6061 02/25/2024 | 0.12% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.12% | CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.12% | COMM 2014-UBS3 D P/P 144A 04.9270 06/10/2047 | 0.12% | JPMBB 2014-C25 D P/P 144A 04.0949 11/15/2047 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | GNR 2017-H12 QI IO 02.0047 05/20/2067 | 0.12% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.12% | JPY/USD 05/19/2021 SSBT | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% | STACR 2020-HQA2 M2 03.2061 03/25/2050 | 0.11% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% | BALTA 2005-8 21A1 02.5513 10/25/2035 | 0.11% | CWALT 2005-59 1A1 00.7759 11/20/2035 | 0.11% | GNR 2015-H23 BI IO 01.7541 09/20/2065 | 0.11% | GNR 2017-H16 IB IO 01.9474 08/20/2067 | 0.11% | CAS 2017-C04 2M2 02.9561 11/25/2029 | 0.11% | FNR 2013-107 SB IO 05.8439 02/25/2043 | 0.11% | LIVE NATION CV 02.5000 03/15/2023 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | EURO-BUND FUTURE JUN21 RXM1 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.11% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.11% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.11% | GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.5485 02/10/2046 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.11% | GNR 2017-H16 IG IO 01.8383 07/20/2067 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% | OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.10% | GNR 2017-H11 DI IO 01.8634 05/20/2067 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | STACR 2018-HQA2 B2 11.1061 10/25/2048 | 0.10% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% | SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.10% | SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.10% | GSAA 2006-8 2A2 00.4661 05/25/2036 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.10% | GNR 2016-H02 HI IO 01.5494 01/20/2066 | 0.10% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% | GNR 2014-119 SA IO 05.4841 08/20/2044 | 0.10% | GNR 2017-H06 BI IO 02.3864 02/20/2067 | 0.10% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.10% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.10% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.10% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5486 07/15/2046 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% | GNR 2015-H24 AI IO 02.1388 09/20/2065 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | DBALT 2006-AR4 A2 00.4861 12/25/2036 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | GNR 2016-H03 DI IO 02.0341 12/20/2065 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | GNR 2016-H16 EI IO 02.4837 06/20/2066 | 0.10% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | 1.629 R ISWP US0003M P 01/19/2026 | 0.09% | CWALT 2005-38 A1 01.6419 09/25/2035 | 0.09% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.09% | GNR 2017-H11 TI IO 02.2451 04/20/2067 | 0.09% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.09% | STACR 2018-HQA2 B1 04.3561 10/25/2048 | 0.09% | STACR 2019-DNA2 B2 10.6061 03/25/2049 | 0.09% | STACR 2020-DNA4 B2 10.1061 08/25/2050 | 0.09% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.09% | JPMBB 2014-C18 E P/P 144A 04.4599 02/15/2047 | 0.09% | GNR 2015-H25 EI IO 01.8635 10/20/2065 | 0.09% | GNR 2016-H14 AI IO 02.6758 06/20/2066 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.09% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | CWALT 2006-OA10 2A1 00.4861 08/25/2046 | 0.08% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | GNR 2016-H03 AI IO 01.7535 01/20/2066 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.08% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.08% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.08% | CAS 2020-R01 1B1 03.3561 01/25/2040 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.08% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% | FHR 3065 DC 19.5161 03/15/2035 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.08% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.08% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | GSR 2007-OA1 2A3A 00.4161 05/25/2037 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% | OPTN FN30 2.0 06/07/21 CALL 100.546875 JPMC | 0.08% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.08% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% | GNR 2014-H21 BI IO 01.5369 10/20/2064 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.08% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.08% | BURL STORE P/P CV 02.2500 04/15/2025 | 0.08% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.08% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.08% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | 0.41 R ISWP US0003M P 10/13/2025 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | TWILIO INC 03.8750 03/15/2031 | 0.07% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | FNR 2018-86 DS IO 05.9939 12/25/2048 | 0.07% | GNR 2015-H10 BI IO 02.4981 04/20/2065 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | MWST 2019-1 A 00.9061 06/25/2052 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.07% | CCMFC 2006-4A A2 00.2861 11/25/2047 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | 1.316 R ISWP US0003M P 10/15/2021 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.07% | FHR 4742 S IO 06.0854 12/15/2047 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.07% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | GNR 2016-H24 CI IO 01.7015 10/20/2066 | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | 0.471 R ISWP US0003M P 11/16/2025 | 0.07% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | GNR 2013-H08 CI IO 01.6248 02/20/2063 | 0.07% | JPALT 2007-A2 12A1 00.3061 06/25/2037 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | SM ENERGY CO 06.6250 01/15/2027 | 0.07% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.07% | 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.07% | CONMED CORP CV 02.6250 02/01/2024 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CAS 2018 - C01 1B1 03.6561 07/25/2030 | 0.07% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% | FNR 2006-8 HP 24.1775 03/25/2036 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.06% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | MEREDITH CORP 06.8750 02/01/2026 | 0.06% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.06% | SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.06% | UKRPI P 3.385 R 11/15/24 | 0.06% | WMHE 2007-HE4 1A 00.2761 07/25/2047 | 0.06% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.06% | 1.33 R ISWP US0003M P 11/03/2021 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | GNR 2016-H17 KI IO 02.5343 07/20/2066 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.06% | STACR 2019-DNA3 B2 08.2561 07/25/2049 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% | ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% | SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.06% | WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.06% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.06% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% | CPTFEMU P 1.71 R 07/15/37 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% | CAS 2016-C05 2B 10.8561 01/25/2029 | 0.06% | COMM 2012-CR3 E P/P 144A 04.9082 10/15/2045 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.05% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | HVMLT 2005-2 1A 00.6350 05/19/2035 | 0.05% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.05% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% | CAD/USD 07/21/2021 GSFX | 0.05% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.05% | TWILIO INC 03.6250 03/15/2029 | 0.05% | UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.05% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | GNR 2016-H14 IO IO 01.6858 06/20/2066 | 0.05% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.7055 02/15/2046 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.05% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | GNR 2015-H08 CI IO 01.7952 03/20/2065 | 0.05% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.05% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | UKRPI P 3.34 R 03/15/28 | 0.05% | UKRPI P 3.4025 R 03/15/28 | 0.05% | CWALT 2007-OH1 A1D 00.3161 04/25/2047 | 0.05% | FNR 2010-35 SG IO 06.2939 04/25/2040 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.05% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% | GBP/USD 06/16/2021 SSBT | 0.04% | GMAC CAPITAL TRUST I PCT 05.9826 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.04% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.04% | CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.04% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% | CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2013-129 SN IO 06.0341 09/20/2043 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | FNR 2007-53 SP 23.8109 06/25/2037 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.04% | 1.075 R ISWP US0003M P 01/27/2031 | 0.04% | AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | MHL 2005-3 M2 00.9011 08/25/2035 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.04% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8633 10/10/2025 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.04% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | GARDA WORLD TLB 1L L+425 04.3600 10/30/2026 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | LIBERTY MEDIA | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | REVANCE THERA CV 01.7500 02/15/2027 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% | SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.04% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.03% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.03% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FNR 2005-122 SE 22.7285 11/25/2035 | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | FHR 3249 PS 21.8967 12/15/2036 | 0.03% | JPMCC 2007-CB20 E P/P 144A 06.3743 02/12/2051 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | NOK/USD 06/16/2021 GSFX | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | 1.57 R ISWP US0003M P 04/20/2031 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8633 08/14/2024 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | SINCLAIR BROADCAST GRO L+325 03.3700 08/24/2026 | 0.03% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | UKRPI P 3.34 R 02/15/28 | 0.03% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.03% | 1.153 R ISWP US0003M P 02/04/2031 | 0.03% | AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8601 02/04/2027 | 0.03% | FNR 2008-24 SP 22.8942 02/25/2038 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.03% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.02% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% | AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.02% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% | NEUROCRINE CV 02.2500 05/15/2024 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | OVINTIV INC 07.3750 11/01/2031 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% | ADIENT TLB L+350 03.6085 04/08/2028 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 05.9844 07/16/2043 | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.736 R ISWP US0003M P 04/21/2031 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | EUR/USD 06/16/2021 MSCIL | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | EUR/USD 06/16/2021 UBS | 0.02% | FNR 2006-62 PS 39.2632 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | SABRE GLBL P/P CV 04.0000 04/15/2025 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CINEMARK USA INC 04.8750 06/01/2023 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNR 2005-83 QP 17.1181 11/25/2034 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.02% | 1.525 R ISWP US0003M P 03/15/2031 | 0.02% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | FHR 3408 EK 25.3318 04/15/2037 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | CAD/USD 07/21/2021 MSCIL | 0.02% | CAS 2017-C06 2B1 04.5561 02/25/2030 | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | CPURNSA R 2.4275 P 03/23/31 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | GBP/USD 06/16/2021 CITI | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | CPURNSA R 2.45 P 03/23/31 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% | EUR/USD 06/16/2021 JPMCB | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% | 1.534 R ISWP US0003M P 04/19/2031 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | CAS 2017-C07 2B1 04.5561 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | EUR/USD 06/16/2021 HSBCB | 0.01% | GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | NOK/USD 06/16/2021 TDBK | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% | EUR/USD 06/16/2021 BANKAM | 0.01% | GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.01% | ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | JPY/USD 05/19/2021 GSFX | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB 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-0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 06/16/2021 RBSF | -0.00% | GBP/USD 06/16/2021 HSBCB | -0.00% | GBP/USD 06/16/2021 TDBK | -0.00% | NOK/USD 06/16/2021 UBS | -0.00% | SEK/USD 06/16/2021 RBSF | -0.00% | SWPTN 1MX5Y 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2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.02% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | EUR/USD 06/16/2021 BCAP-FX | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | NZD/USD 07/21/2021 UBS | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | SWPTN 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300.0 05/11/2063 GS | -0.02% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 2.51 R 03/23/26 | -0.02% | EUR/USD 06/16/2021 TDBK | -0.02% | JPY/USD 05/19/2021 BCAP-FX | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPURNSA P 2.28 R 02/25/31 | -0.03% | JPY/USD 05/19/2021 BANKAM | -0.03% | NZD/USD 07/21/2021 SSBT | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.03% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 07/21/2021 GSFX | -0.03% | SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | 1.465 R ISWP US0003M P 04/15/2031 | -0.03% | 1.635 R ISWP US0003M P 02/04/2051 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | CPURNSA P 2.278 R 02/25/31 | -0.03% | CPURNSA P 2.281 R 02/24/31 | -0.03% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | CPURNSA P 2.2675 R 02/25/31 | -0.03% | CPURNSA P 2.445 R 03/23/26 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% | 0.83 R ISWP US0003M P 11/03/2021 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CPURNSA P 2.53 R 04/01/26 | -0.04% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | JPY/USD 05/19/2021 HSBCB | -0.04% | 1.539 R ISWP US0003M P 01/08/2051 | -0.04% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | 1.377 R ISWP US0003M P 02/18/2031 | -0.04% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% | 1.996 R ISWP US0003M P 01/20/2031 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CPURNSA P 2.351 R 03/05/31 | -0.04% | CPURNSA P 2.35 R 03/05/31 | -0.04% | EUR/USD 06/16/2021 SSBT | -0.04% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% | JPY/USD 05/19/2021 UBS | -0.04% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% | 1.805 R ISWP US0003M P 01/19/2031 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.05% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% | 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.05% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | OPTN FN30 2.0 06/07/21 PUT 100.546875 JPMC | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | 1.644 R ISWP US0003M P 01/14/2051 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | UKRPI R 3.4425 P 07/15/49 | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.06% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | CPTFEMU R 1.4375 P 09/15/23 | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | CPTFEMU R 1.4413 P 09/15/23 | -0.06% | CPTFEMU R 1.4425 P 09/15/23 | -0.06% | CPTFEMU R 1.4438 P 09/15/23 | -0.06% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% | JPY/USD 05/19/2021 MSCIL | -0.06% | OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.06% | CPURNSA P 2.286 R 02/24/31 | -0.06% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.06% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.07% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.08% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.08% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% | US 10YR ULTRA FUT JUN21 UXYM1 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.08% | 0.30 R ISWP US0003M P 07/14/2025 | -0.08% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% | 1.231 R ISWP US0003M P 02/09/2031 | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.10% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% | 1.242 R ISWP US0003M P 04/29/2051 | -0.11% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.11% | 0.37 R ISWP US0003M P 10/16/2025 | -0.12% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 0.645 R ISWP US0003M P 07/15/2030 | -0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.20% | 1.735 R ISWP FWD US0003M P 04/15/2031 | -0.21% | SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.21% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.23% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.24% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.25% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | CPURNSA P 1.586 R 06/30/30 | -0.31% | CPTFEMU P 1.13 R 05/15/50 | -0.39% | SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.39% | CPURNSA P 1.6625 R 07/10/30 | -0.49% | 1.02 R ISWP US0003M P 12/02/2033 | -0.52% | CPTFEMU P 0.935 R 05/15/40 | -0.55% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% | CPTFEMU P 0.93 R 05/15/40 | -0.55% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.73% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.14% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.98% | US 5YR NOTE (CBT) JUN21 FVM1 | -12.46% | US 2YR NOTE (CBT) JUN21 TUM1 | -57.18% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 10.28% | FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 5.62% | FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 5.52% | FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 5.22% | FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 5.22% | FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 4.98% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.83% | FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 2.28% | TREASURY BILL 00.0000 05/25/2021 | 2.27% | FNMA FN30 TBA UMBS 05.5000 04/01/2051 | 1.81% | GNMA GII30 TBA 04.0000 04/01/2051 | 1.73% | SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 1.24% | FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 1.18% | TREASURY BILL 00.0000 05/13/2021 | 1.03% | TREASURY BILL 00.0000 06/01/2021 | 0.81% | 1.16 R ISWP US0003M P 10/16/2050 | 0.78% | IVORY COAST REGS 06.1250 06/15/2033 | 0.77% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.76% | TREASURY BILL 00.0000 05/06/2021 | 0.76% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.71% | TREASURY BILL 00.0000 04/15/2021 | 0.70% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.68% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.67% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.67% | CAS 2016-C02 1B 12.3586 09/25/2028 | 0.64% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.64% | STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.62% | CASH MGMT BILL 00.0000 07/06/2021 | 0.59% | FHR 5004 SG IO 05.9914 08/25/2050 | 0.59% | CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.58% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.51% | FNR 2019-57 KS IO 05.9414 10/25/2049 | 0.51% | FNR 2017-32 SA IO 06.0414 05/25/2047 | 0.49% | GNR 2020-63 PS IO 05.9891 04/20/2050 | 0.48% | FHR 5011 SA IO 06.1414 09/25/2050 | 0.47% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.45% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.45% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.45% | STRU BMOC-8710 SA IO 06.0391 07/20/2050 | 0.44% | BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.44% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.43% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.41% | 0.75 R ISWP US0003M P 10/16/2030 | 0.41% | GNR 2020-133 CS IO 06.1891 09/20/2050 | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% | GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.38% | CASH MGMT BILL 00.0000 06/29/2021 | 0.38% | CASH MGMT BILL 00.0000 07/27/2021 | 0.38% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.38% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.37% | CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.37% | CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.37% | GNR 2019-96 SY IO 05.9891 08/20/2049 | 0.36% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | FHR 4945 SL IO 05.9414 01/25/2050 | 0.35% | CWALT 2006-OA7 1A1 02.2888 06/25/2046 | 0.35% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.35% | CMLTI 2007-AMC3 A2D 00.4586 03/25/2037 | 0.35% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.34% | CAS 2018-C05 1B1 04.3586 01/25/2031 | 0.34% | GNR 2019-83 SY IO 05.9891 07/20/2049 | 0.34% | FHR 4839 WS IO 05.9940 08/15/2056 | 0.33% | FNR 2018-38 SA IO 06.0914 06/25/2048 | 0.33% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.33% | STACR 2015-DNA3 B 09.4586 04/25/2028 | 0.33% | WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.33% | CAS 2016-C03 1B 11.8586 10/25/2028 | 0.32% | MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.32% | SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.32% | IVORY COAST REGS 05.7500 12/31/2032 | 0.32% | ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.31% | WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.30% | CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.30% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.28% | STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.28% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.28% | CAS 2019-R03 1B1 04.2086 09/25/2031 | 0.28% | CASH MGMT BILL 00.0000 07/20/2021 | 0.27% | TREASURY BILL 00.0000 06/10/2021 | 0.27% | SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.27% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.26% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% | FNR 2020-12 SK IO 05.9414 03/25/2050 | 0.26% | REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.26% | CPTFEMU R 0.655 P 05/15/30 | 0.26% | GNR 2014-60 SD IO 06.0691 04/20/2044 | 0.26% | JPMBB 2014-C18 D P/P 144A 04.8058 02/15/2047 | 0.26% | SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.26% | SPST 2020-WL1 A 01.2586 06/25/2051 | 0.26% | CPTFEMU R 0.6625 P 05/15/30 | 0.25% | CAS 2018-C04 2B1 04.6086 12/25/2030 | 0.25% | CPTFEMU R 0.961 P 05/15/40 | 0.25% | WAMU 2005-AR17 A1B3 00.8176 12/25/2045 | 0.25% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.25% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | STACR 2015-DNA2 B 07.6586 12/25/2027 | 0.24% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.24% | STACR 2017-HQA1 M2 03.6586 08/25/2029 | 0.24% | WFRBS 2012-C7 E P/P 144A 04.8076 06/15/2045 | 0.24% | CAS 2017-C02 2B1 05.6086 09/25/2029 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | CAS 2017-C03 1B1 04.9586 10/25/2029 | 0.23% | FNR 2018-20 SB IO 06.1414 03/25/2048 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | GNR 2018-139 SA IO 06.0391 10/20/2048 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.23% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% | GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.23% | FNR 2019-43 JS IO 05.9414 08/25/2049 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | STACR 2018-DNA3 B2 07.8586 09/25/2048 | 0.21% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.20% | FNR 2015-42 LS IO 06.0914 06/25/2045 | 0.20% | 2.764 R ISWP US0003M P 02/18/2031 | 0.20% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.20% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | GNR 2020-7 SK IO 05.9391 01/20/2050 | 0.19% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% | GNR 2019-152 ES IO 05.9391 12/20/2049 | 0.19% | STACR 2015-HQA1 B 08.9086 03/25/2028 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.18% | 1.232 R ISWP US0003M P 01/29/2051 | 0.18% | GNR 2017-H16 JI IO 02.4728 08/20/2067 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2016-C01 1B 11.8586 08/25/2028 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.18% | JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.17% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.17% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.17% | FNR 2016-96 ST IO 05.9914 12/25/2046 | 0.17% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.17% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.17% | RALI 2006-QO10 A1 00.4286 01/25/2037 | 0.17% | GNR 2018-H05 BI IO 00.9144 02/20/2068 | 0.17% | GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.17% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% | IVORY COAST REGS 05.2500 03/22/2030 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | GNR 2016-H09 BI IO 02.9648 04/20/2066 | 0.16% | TREASURY BILL 00.0000 06/03/2021 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.16% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.16% | BCAP 2011-RR3 3A6 02.6134 11/27/2036 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | VERTIV TLB L+275 02.8685 03/02/2027 | 0.16% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.15% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8586 04/25/2027 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% | CAS 2020-SBT1 1M2 03.7586 02/25/2040 | 0.15% | GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.15% | JPY/USD 05/19/2021 SSBT | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | STACR 2020-DNA3 B2 09.4586 06/25/2050 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.14% | SAMI 2007-AR1 2A1 00.2886 01/25/2037 | 0.14% | SPST 2020-6 A 01.8574 09/07/2021 | 0.14% | GNR 2018-H03 XI IO 02.3330 02/20/2068 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | BSCMS 2005-PWR7 B 04.9647 02/11/2041 | 0.14% | COMM 2014-CR16 C 04.9068 04/10/2047 | 0.14% | GNR 2016-H06 DI IO 02.1673 07/20/2065 | 0.14% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | GNR 2018-H05 AI IO 00.9028 02/20/2068 | 0.14% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | FNR 2013-90 SD IO 06.4914 09/25/2043 | 0.14% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.14% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% | COMM 2013-CR9 D P/P 144A 04.2432 07/10/2045 | 0.13% | GNR 2016-H22 AI IO 02.3193 10/20/2066 | 0.13% | GNR 2016-H24 JI IO 02.1936 11/20/2066 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.13% | GNR 2016-H10 AI IO 01.7178 04/20/2066 | 0.13% | GNR 2016-H06 CI IO 01.6103 02/20/2066 | 0.13% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | JPMBB 2013-C14 D P/P 144A 04.7025 08/15/2046 | 0.13% | CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.13% | DISH NETWORK CV 03.3750 08/15/2026 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | MSBAM 2015-C23 D P/P 144A 04.1449 07/15/2050 | 0.13% | CWALT 2006-OA10 3A1 00.4886 08/25/2046 | 0.12% | STACR 2014-DN1 M3 04.6086 02/25/2024 | 0.12% | GNR 2017-H09 IO IO 02.1185 04/20/2067 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | MSBAM 2013-C10 D P/P 144A 04.0818 07/15/2046 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.12% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.12% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8586 10/25/2027 | 0.12% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.12% | STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2017-H12 QI IO 02.3951 05/20/2067 | 0.12% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% | COMM 2014-UBS3 D P/P 144A 04.7686 06/10/2047 | 0.12% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.12% | CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | FNR 2013-107 SB IO 05.8414 02/25/2043 | 0.12% | LIVE NATION CV 02.5000 03/15/2023 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | BALTA 2005-8 21A1 02.5476 10/25/2035 | 0.11% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.11% | GNR 2017-H16 IB IO 01.9980 08/20/2067 | 0.11% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.11% | UKRPI P 3.665 R 12/15/28 | 0.11% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.11% | GNR 2015-H23 BI IO 01.7498 09/20/2065 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% | CAS 2017-C04 2M2 02.9586 11/25/2029 | 0.11% | GNR 2017-H02 BI IO 02.4704 01/20/2067 | 0.11% | GNR 2017-H16 IG IO 01.8904 07/20/2067 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4028 02/10/2046 | 0.11% | EURO-BUND FUTURE JUN21 RXM1 | 0.11% | GNR 2017-H11 DI IO 01.8897 05/20/2067 | 0.11% | GSAA 2006-8 2A2 00.4686 05/25/2036 | 0.11% | NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.11% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.11% | 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.11% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GNR 2016-H02 HI IO 01.5291 01/20/2066 | 0.10% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% | GNR 2017-H06 BI IO 02.4070 02/20/2067 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.10% | STACR 2018-HQA2 B2 11.1086 10/25/2048 | 0.10% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | GNR 2014-119 SA IO 05.4891 08/20/2044 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% | SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.10% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.4187 07/15/2046 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | GNR 2015-H24 AI IO 02.1363 09/20/2065 | 0.10% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.10% | GNR 2016-H16 EI IO 02.4879 06/20/2066 | 0.10% | DBALT 2006-AR4 A2 00.4886 12/25/2036 | 0.10% | GNR 2016-H03 DI IO 02.0300 12/20/2065 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.10% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.10% | GMAC CAPITAL TRUST I PCT 05.9826 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% | ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.10% | 0.41 R ISWP US0003M P 10/13/2025 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.09% | CWALT 2005-38 A1 01.7590 09/25/2035 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | GNR 2017-H11 TI IO 02.5541 04/20/2067 | 0.09% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.09% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.09% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.09% | 0.471 R ISWP US0003M P 11/16/2025 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | GNR 2016-H14 AI IO 02.6615 06/20/2066 | 0.09% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | GNR 2015-H25 EI IO 01.8567 10/20/2065 | 0.09% | STACR 2018-HQA2 B1 04.3586 10/25/2048 | 0.09% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.09% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.09% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% | CWALT 2006-OA10 2A1 00.4886 08/25/2046 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | JPMBB 2014-C18 E P/P 144A 04.3058 02/15/2047 | 0.09% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.09% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.09% | GNR 2016-H03 AI IO 01.7322 01/20/2066 | 0.09% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.08% | FHR 3065 DC 19.5420 03/15/2035 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.08% | 1.316 R ISWP US0003M P 10/15/2021 | 0.08% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GSR 2007-OA1 2A3A 00.4186 05/25/2037 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% | 1.629 R ISWP US0003M P 01/19/2026 | 0.08% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.08% | CAS 2020-R01 1B1 03.3586 01/25/2040 | 0.08% | FNR 2018-86 DS IO 05.9914 12/25/2048 | 0.08% | GNR 2014-H21 BI IO 01.5324 10/20/2064 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | NZD/USD 04/21/2021 GSFX | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | RINGCENTRAL P/P CV 00.0000 03/01/2025 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.08% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.08% | 1.431 R ISWP US0003M P 02/24/2031 | 0.08% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.08% | FHR 4742 S IO 06.0940 12/15/2047 | 0.08% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.08% | GNR 2015-H10 BI IO 02.9928 04/20/2065 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.07% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% | TWILIO INC 03.8750 03/15/2031 | 0.07% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% | 1.33 R ISWP US0003M P 11/03/2021 | 0.07% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9086 06/25/2052 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | GNR 2016-H24 CI IO 01.6972 10/20/2066 | 0.07% | JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.07% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.07% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | FNR 2006-8 HP 24.1684 03/25/2036 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | L BRANDS INC 07.5000 06/15/2029 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.07% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | GNR 2013-H08 CI IO 01.6251 02/20/2063 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% | MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.07% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% | DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | SM ENERGY CO 06.6250 01/15/2027 | 0.06% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% | CAS 2018 - C01 1B1 03.6586 07/25/2030 | 0.06% | CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.06% | GNR 2016-H17 KI IO 02.5215 07/20/2066 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | MEREDITH CORP 06.8750 02/01/2026 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | COMM 2012-CR3 E P/P 144A 04.7507 10/15/2045 | 0.06% | CONMED CORP CV 02.6250 02/01/2024 | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.06% | SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.06% | WMHE 2007-HE4 1A 00.2786 07/25/2047 | 0.06% | CPTFEMU P 1.71 R 07/15/37 | 0.06% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.06% | TAMKO BUILDING TLB L+325 03.3645 05/31/2026 | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.06% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.06% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.06% | BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | HCA INC. 05.3750 09/01/2026 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% | WPX ENERGY INC 05.8750 06/15/2028 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CAS 2016-C05 2B 10.8586 01/25/2029 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | ISTAR INC. 04.2500 08/01/2025 | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.05% | GBP/USD 06/16/2021 SSBT | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | HVMLT 2005-2 1A 00.3703 05/19/2035 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% | BERRY GLOBAL TLBZ L+175 01.8981 07/01/2026 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | COX MEDIA TL L+350 03.6085 12/17/2026 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | 1.075 R ISWP US0003M P 01/27/2031 | 0.05% | ASURION TLB7 L+300 03.1085 11/03/2024 | 0.05% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% | GNR 2016-H14 IO IO 01.6833 06/20/2066 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.05% | TWILIO INC 03.6250 03/15/2029 | 0.05% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% | HUSKY TLB L+300 03.2666 03/28/2025 | 0.05% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | NZD/USD 04/21/2021 RBSF | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.7892 02/15/2046 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | FNR 2010-35 SG IO 06.2914 04/25/2040 | 0.05% | GNR 2015-H08 CI IO 01.7914 03/20/2065 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.05% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | 1.525 R ISWP US0003M P 03/15/2031 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.05% | 1.5505 R ISWP US0003M P 03/05/2031 | 0.05% | BSCMS 2007-T28 D P/P 144A 05.1647 09/11/2042 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CPURNSA R 1.703 P 11/29/24 | 0.05% | CWALT 2007-OH1 A1D 00.3186 04/25/2047 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.05% | 1.552 R ISWP US0003M P 03/05/2031 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNR 2013-129 SN IO 06.0391 09/20/2043 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.04% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.04% | EUR/USD 06/16/2021 SSBT | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% | CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | HARSCO TLB L+225 02.7500 03/05/2028 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.04% | BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.04% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% | CPURNSA R 1.7625 P 12/10/24 | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | FNR 2007-53 SP 23.8017 06/25/2037 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | MHL 2005-3 M2 00.9036 08/25/2035 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8585 10/10/2025 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.04% | TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | LIBERTY MEDIA | 0.04% | NZD/USD 04/21/2021 UBS | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.04% | 1.153 R ISWP US0003M P 02/04/2031 | 0.04% | 1.443 R ISWP US0003M P 02/25/2031 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | GARDA WORLD TLB L+475 05.7500 10/30/2026 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | UKRPI P 3.4025 R 03/15/28 | 0.04% | 1.4435 R ISWP US0003M P 02/24/2031 | 0.04% | 1.4525 R ISWP US0003M P 02/25/2031 | 0.04% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.04% | CLEAR CHANNEL TLB L+350 03.7115 08/21/2026 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.04% | MSBAM 2013-C11 D P/P 144A 04.3526 08/15/2046 | 0.04% | REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 1.212 R ISWP US0003M P 02/16/2031 | 0.04% | AUD/USD 04/21/2021 UBS | 0.04% | CINEMARK USA INC 04.8750 06/01/2023 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | FNR 2005-122 SE 22.7198 11/25/2035 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | NZD/USD 04/21/2021 SSBT | 0.03% | PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | AUD/USD 04/21/2021 SSBT | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 3249 PS 21.9252 12/15/2036 | 0.03% | JPMCC 2007-CB20 E P/P 144A 05.9472 02/12/2051 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | NEVRO CORP CV 01.7500 06/01/2021 | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% | EUR/USD 06/16/2021 TDBK | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8585 08/14/2024 | 0.03% | SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | UKRPI P 3.34 R 03/15/28 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | 1.438 R ISWP US0003M P 02/25/2031 | 0.03% | ATOTECH TLB L+250 03.0000 03/05/2028 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | DIAMOND SPORTS TLB L+325 03.3600 08/24/2026 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% | WPX ENERGY INC 05.2500 10/15/2027 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FNR 2008-24 SP 22.8850 02/25/2038 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 02.2025 11/05/2026 | 0.03% | GNR 2015-H26 CI IO 00.4858 08/20/2065 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% | SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.03% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% | TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | JPY/USD 05/19/2021 GSFX | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | SEK/USD 06/16/2021 MSCIL | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.03% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | NEUROCRINE CV 02.2500 05/15/2024 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 05.9939 07/16/2043 | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | OVINTIV INC 07.3750 11/01/2031 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | UKRPI P 3.42 R 12/15/24 | 0.02% | 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.02% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | EUR/USD 06/16/2021 BCAP-FX | 0.02% | FNR 2006-62 PS 39.2482 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NZD/USD 04/21/2021 JPMCB | 0.02% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | THYELE TL B 1L USD L+425 04.4776 07/31/2027 | 0.02% | -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | FNR 2005-83 QP 17.1116 11/25/2034 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NZD/USD 04/21/2021 HSBCB | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | UKRPI P 3.34 R 02/15/28 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.3666 04/15/2037 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GBP/USD 06/16/2021 CITI | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NZD/USD 04/21/2021 WPAC | 0.02% | OPTN FN30 2.5 05/06/21 CALL 102.78125 JPMC | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TWILIO INC CV 00.2500 06/01/2023 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5586 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% | 0.30 R ISWP US0003M P 12/02/2023 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | EUR/USD 06/16/2021 CITI | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | RH P/P CV 00.0000 09/15/2024 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.01% | 1.51882 R ISWP US0003M P 03/02/2031 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NZD/USD 04/21/2021 CITI | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% | EUR/USD 06/16/2021 GSFX | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | WPX ENERGY INC 04.5000 01/15/2030 | 0.01% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.01% | CAS 2017-C07 2B1 04.5586 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% | FNR 2010-140 GS IO 05.8914 07/25/2039 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | NUANCE COMM CV 01.2500 04/01/2025 | 0.01% | OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% | UKRPI P 3.3875 R 03/15/28 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% | SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | CAD/USD 04/21/2021 GSFX | 0.01% | CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SNAP INC CV 00.7500 08/01/2026 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CPURNSA R 2.4275 P 03/23/31 | 0.01% | DIVERSEY TL L+300 03.1085 09/06/2024 | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | GBP/USD 06/16/2021 CSI-FX | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | PQ CORP TLB L+225 02.4615 02/07/2027 | 0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 06/16/2021 UBS | 0.01% | JPY/USD 05/19/2021 WPAC | 0.01% | NZD/USD 04/21/2021 BANKAM | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% | 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.01% | 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.01% | 2.032 R ISWP US0003M P 01/16/2055 | 0.01% | 2.25 R ISWP FWD US0003M P 07/05/2052 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% | CHF/USD 06/16/2021 GSFX | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | CPURNSA R 2.45 P 03/23/31 | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | TXU TCEH RIGHTS | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% | CHF/USD 06/16/2021 UBS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 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R ISWP US0003M P 01/19/2031 | -0.01% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% | CAD/USD 04/21/2021 TDBK | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CPURNSA P 2.445 R 03/23/26 | -0.01% | SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.01% | AUD/USD 04/21/2021 HSBCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/16/2021 HSBCB | -0.01% | JPY/USD 05/19/2021 JPMCB | -0.01% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/16/2021 BANKAM | -0.01% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | CAD/USD 04/21/2021 RBSF | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.02% | 1.509 R ISWP US0003M P 01/08/2051 | -0.02% | CAD/USD 04/21/2021 JPMCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 06/16/2021 RBSF | -0.02% | JPY/USD 05/19/2021 CITI | -0.02% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.02% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% | SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | CHF/USD 06/16/2021 SSBT | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 06/16/2021 JPMCB | -0.02% | EUR/USD 06/16/2021 UBS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.02% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPTFEMU R 1.4 P 07/15/27 | -0.02% | CPURNSA P 2.28 R 02/25/31 | -0.02% | NZD/USD 04/21/2021 MSCIL | -0.02% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% | 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.02% | AUD/USD 04/21/2021 RBSF | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | JPY/USD 05/19/2021 TDBK | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% | AUD/USD 04/21/2021 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 2.278 R 02/25/31 | -0.02% | CPURNSA P 2.281 R 02/24/31 | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | CPURNSA P 2.2675 R 02/25/31 | -0.03% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% | EUR/USD 06/16/2021 MSCIL | -0.03% | SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.03% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.03% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPURNSA P 2.351 R 03/05/31 | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | CPURNSA P 2.35 R 03/05/31 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | JPY/USD 05/19/2021 BCAP-FX | -0.03% | SEK/USD 06/16/2021 UBS | -0.03% | 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | JPY/USD 05/19/2021 BANKAM | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% | 1.26 R ISWP US0003M P 12/01/2050 | -0.04% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.04% | OPTN FN30 2.5 05/06/21 PUT 102.78125 JPMC | -0.04% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% | AUD/USD 04/21/2021 MSCIL | -0.04% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% | 0.83 R ISWP US0003M P 11/03/2021 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% | 1.635 R ISWP US0003M P 02/04/2051 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.05% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | CAD/USD 04/21/2021 SSBT | -0.05% | CPURNSA P 2.286 R 02/24/31 | -0.05% | SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% | UKRPI R 3.4425 P 07/15/49 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | JPY/USD 05/19/2021 HSBCB | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% | 1.539 R ISWP US0003M P 01/08/2051 | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | 1.5324 R ISWP US0003M P 03/05/2031 | -0.06% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.06% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.06% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% | 1.996 R ISWP US0003M P 01/20/2031 | -0.07% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% | JPY/USD 05/19/2021 UBS | -0.07% | 1.377 R ISWP US0003M P 02/18/2031 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.07% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% | 1.644 R ISWP US0003M P 01/14/2051 | -0.08% | CPTFEMU R 1.4375 P 09/15/23 | -0.08% | CPTFEMU R 1.4413 P 09/15/23 | -0.08% | CPTFEMU R 1.4425 P 09/15/23 | -0.08% | CPTFEMU R 1.4438 P 09/15/23 | -0.08% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.08% | US 10YR ULTRA FUT JUN21 UXYM1 | -0.08% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% | SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | JPY/USD 05/19/2021 MSCIL | -0.09% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.09% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.09% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.09% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 0.30 R ISWP US0003M P 07/14/2025 | -0.10% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.10% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.11% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.11% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.11% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.12% | SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.12% | 1.231 R ISWP US0003M P 02/09/2031 | -0.12% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% | 0.37 R ISWP US0003M P 10/16/2025 | -0.16% | SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.16% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | 0.645 R ISWP US0003M P 07/15/2030 | -0.18% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% | 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.19% | 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.19% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.21% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.21% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.22% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.27% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.27% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.28% | SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.32% | CPTFEMU P 1.13 R 05/15/50 | -0.38% | CPURNSA P 1.6625 R 07/10/30 | -0.45% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.47% | CPURNSA P 1.586 R 06/30/30 | -0.48% | CPTFEMU P 0.935 R 05/15/40 | -0.52% | CPTFEMU P 0.93 R 05/15/40 | -0.53% | 1.02 R ISWP US0003M P 12/02/2033 | -0.63% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.70% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.13% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.03% | FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -3.22% | US 5YR NOTE (CBT) JUN21 FVM1 | -12.46% | US 2YR NOTE (CBT) JUN21 TUM1 | -57.44% |
Sector Weightings as of 06/30/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.31% | 0.01 | 47.13% | 1.96 | 47.44% | 1.97 |
| Agency CMO | 22.36% | 0.71 | 0.29% | 0.01 | 22.65% | 0.72 |
| Commercial MBS | 7.39% | 0.17 | 13.38% | 0.13 | 20.77% | 0.30 |
| Net cash | 18.88% | 0.00 | 0.00% | 0.00 | 18.88% | 0.00 |
| Emerging-market bonds | 14.75% | 0.91 | 0.00% | 0.00 | 14.75% | 0.91 |
| High-yield corporate bonds | 13.46% | 0.46 | 0.00% | 0.00 | 13.46% | 0.46 |
| Residential MBS (non-agency) | 11.61% | 0.42 | 0.00% | 0.00 | 11.61% | 0.42 |
| Convertible securities | 6.24% | 0.11 | 0.00% | 0.00 | 6.24% | 0.11 |
| Bank loans | 2.40% | 0.10 | 0.00% | 0.00 | 2.40% | 0.10 |
| Investment-grade corporate bonds | 1.82% | 0.13 | 0.00% | 0.00 | 1.82% | 0.13 |
| Asset-backed securities (ABS) | 0.67% | 0.01 | 0.00% | 0.00 | 0.67% | 0.01 |
| Equity investments | 0.11% | 0.00 | 0.00% | 0.00 | 0.11% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.35 | 0.00% | -1.35 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.09 | 0.00% | -2.09 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country Allocation as of 06/30/21
| United States | 85.25% |
|---|---|
| Indonesia | 2.05% |
| Ivory Coast | 1.66% |
| Senegal | 1.60% |
| Egypt | 1.48% |
| Brazil | 1.17% |
| Dominican Republic | 1.10% |
| Ghana | 1.06% |
| Canada | 0.94% |
| Other | 3.69% |
1
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 8.00% |
| 2 | 8.00% |
| 3 | 8.00% |
| 4 | 7.00% |
| 5 | 6.00% |
| 6 | 5.00% |
| 7 | 4.00% |
| 8 | 3.00% |
| 9+ | 0.00% |