‡ 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 10/22/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $18.482215 | $17.883488 |
| Unit Value Change | -0.000817 | -0.000864 |
Lipper ranking ‡ as of 09/30/21
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 63% | 10/15 |
| 1 yr. | 53% | 19/35 |
| 3 yrs. | 92% | 32/34 |
| 5 yrs. | 66% | 19/28 |
Quick facts as of 09/30/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1523 |
| Turnover (fiscal year end) | 1,184% |
| Net Assets | $171M |
| Inception Date | 09/15/93 |
Performance
Performance as of 09/30/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -3.08% | -5.28% | -0.25% | -1.01% | 1.45% | 1.79% | 3.02% |
| Standardized | -10.83% | -12.86% | -8.23% | -3.72% | 0.29% | 1.79% | 3.02% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.12% | -5.39% | -0.40% | -1.16% | 1.30% | 1.63% | 2.87% |
| Standardized | -10.87% | -12.96% | -8.36% | -3.86% | 0.13% | 1.63% | 2.87% |
| Actual performance | |||||||
| Unit Value | -3.08% | -5.28% | -0.25% | -1.01% | 1.45% | 1.79% | 2.96% |
| Standardized | -10.83% | -12.86% | -8.23% | -3.72% | 0.29% | 1.79% | 2.96% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.12% | -5.39% | -0.40% | -1.16% | 1.30% | 1.63% | 2.80% |
| Standardized | -10.87% | -12.96% | -8.36% | -3.86% | 0.13% | 1.63% | 2.80% |
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 09/30/21 |
|
|---|---|
| Unit Value | -0.50% |
| Standardized | -8.46% |
YTD as of 10/22/21 |
|
|---|---|
| Unit Value | -6.42% |
| Standardized | -13.90% |
With optional enhanced death benefit
Monthly as of 09/30/21 |
|
|---|---|
| Unit Value | -0.51% |
| Standardized | -8.47% |
YTD as of 10/22/21 |
|
|---|---|
| Unit Value | -6.53% |
| Standardized | -14.01% |
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 09/30/21
| Avg. Eff. Maturity | 2.46 |
| Avg. Eff. Duration | -0.37 |
| Avg. Coupon | 5.31 |
| Avg. Yield to Maturity | 10.77 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.39 |
Maturity Details
| 0 to 1 yr. | 8.33% |
| 1 to 5 yrs. | 71.43% |
| 5 to 10 yrs. | 14.56% |
| 10 to 15 yrs. | 2.59% |
| Over 15 yrs. | 3.09% |
Quality Ratings
| AAA | 59.61% |
| AA | 0.53% |
| A | 1.40% |
| BBB | 7.12% |
| BB | 15.44% |
| B | 10.64% |
| CCC and Below | 7.90% |
| Not Rated | -2.64% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 13.59% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 13.13% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 4.89% |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.96% |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 1.26% |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 1.22% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.88% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.87% |
| Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.78% |
| Republic Of Senegal Regs 06.2500 05/23/2033 | 0.77% |
| Top 10 holdings, total: | 39.35% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 13.59% |
| 2: Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 13.13% |
| 3: Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 4.89% |
| 4: Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.96% |
| 5: Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 1.26% |
| 6: Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 1.22% |
| 7: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.88% |
| 8: Ivory Coast Regs 06.1250 06/15/2033 | 0.87% |
| 9: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.78% |
| 10: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.77% |
| Holdings represent 39.35% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 9.18% |
| 2: Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 7.43% |
| 3: Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 6.05% |
| 4: Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 5.58% |
| 5: Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 4.29% |
| 6: Fnma Fn30 Tba Umbs 05.5000 09/01/2051 | 1.94% |
| 7: Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | 1.25% |
| 8: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.92% |
| 9: Ivory Coast Regs 06.1250 06/15/2033 | 0.89% |
| 10: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.78% |
| Holdings represent 38.31% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 13.29% |
| 2: Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | 8.55% |
| 3: Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 5.98% |
| 4: Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 5.83% |
| 5: Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | 5.36% |
| 6: Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 2.44% |
| 7: Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | 2.38% |
| 8: Fnma Fn30 Tba Umbs 05.5000 08/01/2051 | 1.91% |
| 9: Gnma Gii30 Tba 04.0000 08/01/2051 | 1.81% |
| 10: Fnma Fn30 Tba Umbs 04.5000 08/01/2051 | 1.23% |
| Holdings represent 48.78% of portfolio | |
| 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 | |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 13.58% | FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 13.13% | FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 4.88% | FNMA FN30 TBA UMBS 05.5000 10/01/2051 | 1.96% | TREASURY BILL 00.0000 03/17/2022 | 1.65% | TREASURY BILL 00.0000 03/24/2022 | 1.40% | FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 1.26% | FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 1.22% | TREASURY BILL 00.0000 02/17/2022 | 1.17% | TREASURY BILL 00.0000 02/24/2022 | 1.17% | TREASURY BILL 00.0000 02/10/2022 | 1.11% | TREASURY BILL 00.0000 03/10/2022 | 0.99% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.88% | IVORY COAST REGS 06.1250 06/15/2033 | 0.86% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.77% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.76% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.70% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.69% | STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.67% | CAS 2016-C02 1B 12.3360 09/25/2028 | 0.66% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.58% | TREASURY BILL 00.0000 03/03/2022 | 0.58% | CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.58% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.57% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.55% | GNR 2021-116 ES IO 06.1154 11/20/2047 | 0.54% | FHR 5004 SG IO 06.0140 08/25/2050 | 0.52% | 1.16 R ISWP US0003M P 10/16/2050 | 0.51% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.51% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.50% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.49% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.48% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.48% | CPTFEMU R 0.655 P 05/15/30 | 0.47% | CPTFEMU R 0.6625 P 05/15/30 | 0.47% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.47% | TREASURY BILL 00.0000 10/19/2021 | 0.47% | BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.46% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | FNR 2019-57 KS IO 05.9640 10/25/2049 | 0.44% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.44% | CPTFEMU R 0.961 P 05/15/40 | 0.43% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.43% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.42% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.42% | CWALT 2006-OA7 1A1 02.1968 06/25/2046 | 0.42% | WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.41% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.41% | TREASURY BILL 00.0000 04/21/2022 | 0.41% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.40% | CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.39% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.39% | GNR 2020-63 PS IO 06.0126 04/20/2050 | 0.39% | CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.39% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.39% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.39% | 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.39% | CAS 2018-C05 1B1 04.3360 01/25/2031 | 0.38% | FHR 5011 SA IO 06.1640 09/25/2050 | 0.38% | FNR 2017-32 SA IO 06.0640 05/25/2047 | 0.38% | GNR 2020-133 CS IO 06.2126 09/20/2050 | 0.38% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.37% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.36% | FHR 5002 SJ IO 06.0140 07/25/2050 | 0.36% | CMLTI 2007-AMC3 A2D 00.4360 03/25/2037 | 0.36% | STRU BMOC-8710 SA IO 06.0626 07/20/2050 | 0.35% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.35% | MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.35% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.35% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.34% | STACR 2015-DNA3 B 09.4360 04/25/2028 | 0.34% | CAS 2016-C03 1B 11.8360 10/25/2028 | 0.34% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.33% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.33% | GNR 2019-89 PS IO 06.0126 07/20/2049 | 0.32% | GNR 2021-77 SM IO 06.2126 05/20/2051 | 0.32% | GNR 2020-63 AS IO 05.9126 08/20/2043 | 0.32% | FHR 4839 WS IO 06.0163 08/15/2056 | 0.32% | GNR 2021-59 SQ IO 06.2126 04/20/2051 | 0.31% | CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.31% | GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.31% | CAS 2019-R03 1B1 04.1860 09/25/2031 | 0.30% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% | TREASURY BILL 00.0000 02/03/2022 | 0.29% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.29% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.29% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.29% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.28% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | JPMBB 2014-C18 D 144A 04.9564 02/15/2047 | 0.28% | FHR 4945 SL IO 05.9640 01/25/2050 | 0.28% | CAS 2018-C04 2B1 04.5860 12/25/2030 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.28% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.27% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.27% | 2.764 R ISWP US0003M P 02/18/2031 | 0.27% | WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.27% | STACR 2015-DNA2 B 07.6360 12/25/2027 | 0.26% | FNR 2018-38 SA IO 06.1140 06/25/2048 | 0.26% | CAS 2017-C02 2B1 05.5860 09/25/2029 | 0.26% | CAS 2017-C03 1B1 04.9360 10/25/2029 | 0.26% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.26% | PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.26% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | GNR 2019-96 SY IO 06.0126 08/20/2049 | 0.25% | STACR 2018-DNA3 B2 07.8360 09/25/2048 | 0.25% | GNR 2014-60 SD IO 06.0926 04/20/2044 | 0.24% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.24% | GNR 2019-83 SY IO 06.0126 07/20/2049 | 0.24% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.24% | GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.24% | WAMU 2005-AR17 A1B3 00.7860 12/25/2045 | 0.24% | GNR 2021-98 SK IO 06.2126 06/20/2051 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.22% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.22% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.22% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.22% | FNR 2020-12 SK IO 05.9640 03/25/2050 | 0.21% | FNR 2015-42 LS IO 06.1140 06/25/2045 | 0.21% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.21% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.20% | FNR 2018-20 SB IO 06.1640 03/25/2048 | 0.20% | STACR 2015-HQA1 B 08.8860 03/25/2028 | 0.20% | JPMCC 2013-LC11 D 04.3052 04/15/2046 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.19% | CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.19% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.19% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.19% | GNR 2018-139 SA IO 06.0626 10/20/2048 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | CAS 2016-C01 1B 11.8360 08/25/2028 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.17% | WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | GNR 2020-7 SK IO 05.9626 01/20/2050 | 0.17% | STACR 2020-DNA3 B2 09.4360 06/25/2050 | 0.17% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% | CAS 2020-SBT1 1M2 03.7360 02/25/2040 | 0.17% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.17% | OMIR 2017-1A B1 144A 05.8360 04/25/2027 | 0.17% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% | FNR 2019-43 JS IO 05.9640 08/25/2049 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | MSBAM 2013-C10 D 144A 04.2160 07/15/2046 | 0.16% | FNR 2016-96 ST IO 06.0140 12/25/2046 | 0.16% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.16% | GNR 2017-H16 JI IO 02.3149 08/20/2067 | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% | RALI 2006-QO10 A1 00.4060 01/25/2037 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.15% | BCAP 2011-RR3 3A6 02.6698 11/27/2036 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | DISH NETWORK CV 03.3750 08/15/2026 | 0.15% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.15% | GNR 2016-H09 BI IO 01.7381 04/20/2066 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | GNR 2019-152 ES IO 05.9626 12/20/2049 | 0.15% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.15% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.14% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.14% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.14% | SAMI 2007-AR1 2A1 00.2660 01/25/2037 | 0.14% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.14% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.14% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.14% | CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.13% | GNR 2018-H05 BI IO 02.3952 02/20/2068 | 0.13% | BMIR 2017-1 B1 144A 04.8360 10/25/2027 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% | CWALT 2006-OA10 3A1 00.4660 08/25/2046 | 0.13% | STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.13% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.13% | GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.13% | WFCM 2016-NXS5 D 05.1508 01/15/2059 | 0.13% | GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.13% | GSMS 2013-GC10 D P/P 144A 04.5481 02/10/2046 | 0.13% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.12% | MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | 0.75 R ISWP US0003M P 10/16/2030 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 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% | PIONEER NAT CV 00.2500 05/15/2025 | 0.12% | FNR 2013-90 SD IO 06.5140 09/25/2043 | 0.12% | CAS 2017-C04 2M2 02.9360 11/25/2029 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 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% | GNR 2016-H10 AI IO 01.4963 04/20/2066 | 0.12% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% | CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.12% | STACR 2018-HQA2 B2 11.0860 10/25/2048 | 0.12% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.12% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | BALTA 2005-8 21A1 02.4623 10/25/2035 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% | GNR 2016-H06 DI IO 01.6034 07/20/2065 | 0.11% | GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.11% | COMM 2013-CR9 D 144A 04.4117 07/10/2045 | 0.11% | GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.11% | GNR 2018-H05 AI IO 02.3887 02/20/2068 | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.11% | STACR 2014-DN1 M3 04.5860 02/25/2024 | 0.11% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.11% | GNR 2018-H03 XI IO 02.3083 02/20/2068 | 0.11% | SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.11% | LIVE NATION CV 02.5000 03/15/2023 | 0.11% | GNR 2016-H22 AI IO 02.3288 10/20/2066 | 0.11% | JPMBB 2014-C18 E 144A 04.4564 02/15/2047 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | FNR 2013-107 SB IO 05.8640 02/25/2043 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | 1.65537 R ISWP US0003M P 08/03/2051 | 0.10% | CD 2017-CD3 C 04.7021 02/10/2050 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | GSAA 2006-8 2A2 00.4460 05/25/2036 | 0.10% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.10% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2016-H06 CI IO 01.4498 02/20/2066 | 0.10% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% | DBALT 2006-AR4 A2 00.4660 12/25/2036 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | STACR 2019-DNA2 B2 10.5860 03/25/2049 | 0.10% | STACR 2020-HQA2 M2 03.1860 03/25/2050 | 0.10% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.10% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.10% | GNR 2017-H06 BI IO 02.3440 02/20/2067 | 0.10% | GNR 2017-H16 IB IO 01.8655 08/20/2067 | 0.10% | STACR 2018-HQA2 B1 04.3360 10/25/2048 | 0.10% | STACR 2020-DNA4 B2 10.0860 08/25/2050 | 0.10% | CWALT 2005-38 A1 01.5921 09/25/2035 | 0.10% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | GSMS 2012-GCJ7 D 144A 05.7399 05/10/2045 | 0.10% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.10% | GNR 2017-H09 IO IO 01.8210 04/20/2067 | 0.10% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.10% | GNR 2016-H03 DI IO 02.0395 12/20/2065 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% | GNR 2015-H23 BI IO 01.7428 09/20/2065 | 0.09% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.09% | GNR 2014-119 SA IO 05.5126 08/20/2044 | 0.09% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.09% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | STICHTING AK RABOBANK REGS 19.4365 01/24/2044 | 0.09% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | CAS 2020-R01 1B1 03.3360 01/25/2040 | 0.09% | GNR 2017-H16 IG IO 01.7096 07/20/2067 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% | GNR 2015-H24 AI IO 01.7727 09/20/2065 | 0.09% | GNR 2017-H11 DI IO 01.8474 05/20/2067 | 0.09% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% | GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.09% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | GNR 2017-H02 BI IO 02.4363 01/20/2067 | 0.09% | GNR 2017-H12 QI IO 02.2398 05/20/2067 | 0.09% | JPMBB 2014-C25 D P/P 144A 04.0891 11/15/2047 | 0.09% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.09% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | 0.41 R ISWP US0003M P 10/13/2025 | 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% | OKTA INC CV 00.3750 06/15/2026 | 0.08% | CWALT 2006-OA10 2A1 00.4660 08/25/2046 | 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% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2017-H11 TI IO 02.1882 04/20/2067 | 0.08% | GSR 2007-OA1 2A3A 00.3960 05/25/2037 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | 0.471 R ISWP US0003M P 11/16/2025 | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.08% | BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.08% | GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | BURL STORE CV 02.2500 04/15/2025 | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% | EUR/USD 12/15/2021 RBSF | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.08% | GNR 2015-H25 EI IO 01.8407 10/20/2065 | 0.07% | GNR 2016-H03 AI IO 01.7610 01/20/2066 | 0.07% | GNR 2016-H14 AI IO 01.9735 06/20/2066 | 0.07% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% | DATADOG INC CV 00.1250 06/15/2025 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | 0.37 R ISWP US0003M P 10/16/2025 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | CAS 2018 - C01 1B1 03.6360 07/25/2030 | 0.07% | CCMFC 2006-4A A2 00.2660 11/25/2047 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | WFRBS 2012-C7 E 144A 04.9573 06/15/2045 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.07% | GNR 2014-H21 BI IO 01.5270 10/20/2064 | 0.07% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | FHR 4742 S IO 06.1163 12/15/2047 | 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% | JPALT 2007-A2 12A1 00.4860 06/25/2037 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% | AUD/USD 10/20/2021 GSFX | 0.07% | COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.07% | SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.07% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.07% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.07% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% | GNR 2015-H10 BI IO 01.8028 04/20/2065 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | COMM 2014-CR16 C 05.0833 04/10/2047 | 0.07% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | STACR 2019-DNA3 B2 08.2360 07/25/2049 | 0.07% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% | WMHE 2007-HE4 1A 00.2560 07/25/2047 | 0.07% | JPMCC 2011-C4 C 144A 05.5745 07/15/2046 | 0.06% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% | STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.06% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.06% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% | BWAY CORP TLB L+325 03.3341 04/03/2024 | 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% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | GNR 2016-H24 CI IO 01.6853 10/20/2066 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% | LYFT INC CV 01.5000 05/15/2025 | 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% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CAS 2016-C05 2B 10.8360 01/25/2029 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5841 12/17/2026 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | GNR 2013-H08 CI IO 01.6112 02/20/2063 | 0.06% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.06% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | TWILIO INC 03.6250 03/15/2029 | 0.06% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.06% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% | MEREDITH CORP 06.5000 07/01/2025 | 0.06% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.06% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | CWALT 2007-OH1 A1D 00.2960 04/25/2047 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 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% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% | CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 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% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | OMNICELL INC CV 00.2500 09/15/2025 | 0.05% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.05% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | GNR 2016-H17 KI IO 01.8926 07/20/2066 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.05% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CHEGG INC CV 00.0000 09/01/2026 | 0.05% | HVMLT 2005-2 1A 00.6074 05/19/2035 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 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% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 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% | OVINTIV INC 06.6250 08/15/2037 | 0.05% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.05% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | FNR 2018-86 DS IO 06.0140 12/25/2048 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.05% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | JPMCC 2011-C3 F 144A 05.7072 02/15/2046 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | SILICON LABS CV 00.6250 06/15/2025 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8341 10/10/2025 | 0.04% | EUR/USD PUT 1.1615 20211027 JPMCB | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.04% | GNR 2015-H08 CI IO 01.7840 03/20/2065 | 0.04% | GNR 2016-H14 IO IO 01.6728 06/20/2066 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 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% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 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% | FNR 2010-35 SG IO 06.3140 04/25/2040 | 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% | LIBERTY MEDIA | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% | QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.04% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.04% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6285 08/21/2026 | 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% | GBP/USD PUT 1.332 20211112 BANKAM | 0.04% | GNR 2013-129 SN IO 06.0626 09/20/2043 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% | DISH DBS CORP 05.1250 06/01/2029 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | ADIENT TLB L+350 03.5841 04/01/2028 | 0.04% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% | EUR/USD PUT 1.155 20211112 GSFX | 0.04% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | MHL 2005-3 M2 00.8810 08/25/2035 | 0.04% | NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.04% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | NZD/USD 10/20/2021 SSBT | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | APACHE CORP 05.1000 09/01/2040 | 0.03% | AUD/USD 10/20/2021 UBS | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | MSBAM 2015-C23 D 144A 04.2819 07/15/2050 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | NZD/USD PUT 0.678 20211112 UBS | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8341 08/14/2024 | 0.03% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.03% | CAD/USD 10/20/2021 SSBT | 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 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% | 1.075 R ISWP US0003M P 01/27/2031 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.03% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8324 02/04/2027 | 0.03% | FIVE9 INC CV 00.5000 06/01/2025 | 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% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% | MSBAM 2013-C11 D 144A 04.4965 08/15/2046 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.03% | BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 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% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | LENDINGTREE CV 00.5000 07/15/2025 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 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% | 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% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 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% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.03% | 1.324 R ISWP US0003M P 09/17/2031 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 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 CS | 0.03% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% | SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.03% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 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% | CPTFEMU R 1.4 P 07/15/27 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 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% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NZD/USD 10/20/2021 RBSF | 0.03% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 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% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.03% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% | EUR/USD 12/15/2021 TDBK | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | GBP/USD 12/15/2021 CITI | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 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% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | REVANCE THERA CV 01.7500 02/15/2027 | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 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% | 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.02% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% | THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.02% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2020-15 CS IO 05.9626 02/20/2050 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 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% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 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 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 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% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 06.0154 07/16/2043 | 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% | NETFLIX INC 04.8750 04/15/2028 | 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% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% | 0.30 R ISWP US0003M P 12/02/2023 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.02% | 1.29 R ISWP US0003M P 08/20/2031 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 0.02% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% | 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% | 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.02% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% | ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.02% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% | CAS 2017-C06 2B1 04.5360 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 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% | 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% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 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% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | AUD/USD 10/20/2021 HSBCB | 0.02% | COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% | COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | CHF/USD 12/15/2021 MSCIL | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | SWPTN 1MX10Y P 1.383 USD 10/08/2021 GS | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% | EUR/USD 12/15/2021 BCAP-FX | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.01% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% | ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 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.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 MS | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 12/15/2021 TDBK | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | JPY/USD 11/17/2021 SSBT | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CAS 2017-C07 2B1 04.5360 05/25/2030 | 0.01% | CHF/USD 12/15/2021 UBS | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CPURNSA P 2.783 R 09/14/26 | 0.01% | EUR/USD 12/15/2021 CITI | 0.01% | EUR/USD 12/15/2021 SSBT | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | NOK/USD 12/15/2021 UBS | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% | AUD/USD 10/20/2021 RBSF | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 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% | GBP/USD 12/15/2021 HSBCB | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | ICAHN ENTER/FIN 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% | ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% | TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.01% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | AUD/USD 10/20/2021 BCAP-FX | 0.01% | CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | GNR 2019-78 SJ IO 05.9626 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9626 08/20/2049 | 0.01% | NZD/USD 10/20/2021 BANKAM | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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% | CPTFEMU R 1.4375 P 09/15/23 | 0.01% | CPTFEMU R 1.4413 P 09/15/23 | 0.01% | CPTFEMU R 1.4425 P 09/15/23 | 0.01% | CPTFEMU R 1.4438 P 09/15/23 | 0.01% | CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% | EUR/USD 12/15/2021 WPAC | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% | GBP/USD 12/15/2021 CSI-FX | 0.01% | GBP/USD 12/15/2021 SSBT | 0.01% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2015-69 IK IO 03.5000 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US0003M P 06/11/2031 | 0.01% | CAD/USD 10/20/2021 TDBK | 0.01% | CAD/USD 10/20/2021 UBS | 0.01% | CHF/USD 12/15/2021 JPMCB | 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.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GMAC CAPITAL TRUST I PCT 05.9097 | 0.01% | JPY/USD 11/17/2021 JPMCB | 0.01% | NOK/USD 12/15/2021 SSBT | 0.01% | SEK/USD 12/15/2021 JPMCB | 0.01% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | CAD/USD 10/20/2021 CSI-FX | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CAS 2015-C02 1M2 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| 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% | FSPC T-57 1AX IO 00.3836 07/25/2043 | 0.00% | IHEARTMEDIA TLB L+300 03.0841 05/01/2026 | 0.00% | NZD/USD 10/20/2021 WPAC | 0.00% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% | 0.003 R ISWP JPL6M P 02/25/2031 | 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% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 CG | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% | CAD/USD 10/20/2021 JPMCB | 0.00% | CAD/USD 10/20/2021 MSCIL | 0.00% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% | CHF/USD 12/15/2021 SSBT | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.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% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% | JPY/USD 11/17/2021 RBSF | 0.00% | NZD/USD 10/20/2021 BCAP-FX | 0.00% | NZD/USD 10/20/2021 MSCIL | 0.00% | NZD/USD 10/20/2021 TDBK | 0.00% | NZD/USD 10/20/2021 UBS | 0.00% | RUB/USD 12/15/2021 BCAP-FX | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 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.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.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-.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 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% | 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% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% | ZAR/USD 01/19/2022 GSFX | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 10/20/2021 CSI-FX | 0.00% | CAD/USD 10/20/2021 RBSF | 0.00% | CHF/USD 12/15/2021 CITI | 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 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.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 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 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-.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 CG | 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% | HKD/USD 11/17/2021 SSBT | 0.00% | JPY/USD 11/17/2021 WPAC | 0.00% | NOK/USD 12/15/2021 GSFX | 0.00% | NZD/USD 10/20/2021 GSFX | 0.00% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% | SWPTN 1MX5Y R 1.6 CAD 10/29/2021 TD | 0.00% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% | 1.52 R ISWP US0003M P 06/21/2031 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CAD/USD 10/20/2021 BCAP-FX | 0.00% | CAD/USD 10/20/2021 CITI | 0.00% | CHF/USD 12/15/2021 HSBCB | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 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-.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 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 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 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | GBP/USD 12/15/2021 BCAP-FX | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | HKD/USD 11/17/2021 BANKAM | 0.00% | HKD/USD 11/17/2021 HSBCB | 0.00% | HKD/USD 11/17/2021 TDBK | 0.00% | HKD/USD 11/17/2021 UBS | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 12/15/2021 HSBCB | 0.00% | NOK/USD 12/15/2021 MSCIL | 0.00% | NOK/USD 12/15/2021 RBSF | 0.00% | SEK/USD 12/15/2021 TDBK | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS 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300.0 05/11/2063 GS | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | AUD/USD 10/20/2021 TDBK | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 12/15/2021 BANKAM | -0.02% | EUR/USD 12/15/2021 HSBCB | -0.02% | NZD/USD 10/20/2021 JPMCB | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | 1.644 R ISWP US0003M P 01/14/2051 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | UKRPI P 3.3875 R 03/15/28 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 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 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.03% | JPY/USD 11/17/2021 GSFX | -0.03% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | JPY/USD 11/17/2021 UBS | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 3MX10Y R 1.1635 USD 12/08/2021 CI | -0.03% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.03% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -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% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% | SEK/USD 12/15/2021 UBS | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% | GBP/USD 12/15/2021 MSCIL | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% | AUD/USD 10/20/2021 JPMCB | -0.04% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.04% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.05% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% | 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.05% | 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.06% | CPURNSA P 2.78 R 01/15/32 | -0.06% | EUR/USD 12/15/2021 MSCIL | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | 1.231 R ISWP US0003M P 02/09/2031 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | EUR/USD 12/15/2021 UBS | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% | UKRPI P 3.34 R 02/15/28 | -0.06% | EUR/USD 12/15/2021 JPMCB | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | GBP/USD 12/15/2021 GSFX | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -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% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% | UKRPI P 3.385 R 11/15/24 | -0.07% | UKRPI P 3.4025 R 03/15/28 | -0.07% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.07% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% | 1.6295 R ISWP US0003M P 07/29/2051 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% | EUR/USD 12/15/2021 GSFX | -0.09% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% | 0.30 R ISWP US0003M P 07/14/2025 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% | 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.10% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.10% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% | UKRPI P 3.34 R 03/15/28 | -0.12% | 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.14% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -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% | SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.15% | 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 | -0.20% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.24% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% | 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 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 | -0.29% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.33% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.33% | 1.02 R ISWP US0003M P 12/02/2033 | -0.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.63% | CPTFEMU P 1.13 R 05/15/50 | -0.67% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.70% | CPTFEMU P 0.935 R 05/15/40 | -0.89% | CPTFEMU P 0.93 R 05/15/40 | -0.89% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.18% | FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -1.80% | FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -3.50% | FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -5.26% | US 10YR ULTRA FUT DEC21 UXYZ1 | -13.14% | US 2YR NOTE (CBT) DEC21 TUZ1 | -56.24% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 9.18% | FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 7.44% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 6.05% | FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 5.58% | FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 4.29% | FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 3.61% | TREASURY BILL 00.0000 09/21/2021 | 2.37% | FNMA FN30 TBA UMBS 05.5000 09/01/2051 | 1.94% | TREASURY BILL 00.0000 09/07/2021 | 1.27% | FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 1.25% | TREASURY BILL 00.0000 09/02/2021 | 1.22% | TREASURY BILL 00.0000 09/28/2021 | 1.10% | CASH MGMT BILL 00.0000 11/09/2021 | 0.98% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.90% | IVORY COAST REGS 06.1250 06/15/2033 | 0.88% | TREASURY BILL 00.0000 11/02/2021 | 0.87% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.78% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.77% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.69% | STACR 2016-DNA1 B 10.0844 07/25/2028 | 0.66% | CAS 2016-C02 1B 12.3344 09/25/2028 | 0.65% | CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.58% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.57% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.56% | GNR 2021-116 ES IO 06.1045 11/20/2047 | 0.56% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.55% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.55% | FHR 5004 SG IO 06.0156 08/25/2050 | 0.54% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.51% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.49% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.49% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% | FNR 2019-57 KS IO 05.9656 10/25/2049 | 0.47% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.46% | BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 0.46% | TREASURY BILL 00.0000 10/19/2021 | 0.46% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.46% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.46% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.45% | CASH MGMT BILL 00.0000 11/16/2021 | 0.42% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.42% | CWALT 2006-OA7 1A1 02.2038 06/25/2046 | 0.42% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.41% | CPTFEMU R 0.655 P 05/15/30 | 0.41% | WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.40% | CPTFEMU R 0.6625 P 05/15/30 | 0.40% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.39% | CAS 2017-C03 1M2 03.0844 10/25/2029 | 0.39% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.39% | FHR 5011 SA IO 06.1656 09/25/2050 | 0.39% | CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.38% | CPTFEMU R 0.961 P 05/15/40 | 0.38% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.38% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.38% | 1.16 R ISWP US0003M P 10/16/2050 | 0.38% | FNR 2017-32 SA IO 06.0656 05/25/2047 | 0.38% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.38% | GNR 2020-63 PS IO 06.0116 04/20/2050 | 0.38% | CAS 2018-C05 1B1 04.3344 01/25/2031 | 0.38% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.37% | GNR 2020-133 CS IO 06.2116 09/20/2050 | 0.36% | STRU BMOC-8710 SA IO 06.0616 07/20/2050 | 0.36% | CMLTI 2007-AMC3 A2D 00.4344 03/25/2037 | 0.36% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.35% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.35% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.35% | MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.35% | GNR 2019-89 PS IO 06.0116 07/20/2049 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% | STACR 2015-DNA3 B 09.4344 04/25/2028 | 0.34% | GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.34% | CAS 2016-C03 1B 11.8344 10/25/2028 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | GNR 2020-63 AS IO 05.9116 08/20/2043 | 0.32% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.32% | FHR 4839 WS IO 06.0045 08/15/2056 | 0.32% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.32% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.32% | 2.764 R ISWP US0003M P 02/18/2031 | 0.31% | GNR 2021-77 SM IO 06.2116 05/20/2051 | 0.31% | CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.31% | GNR 2021-59 SQ IO 06.2116 04/20/2051 | 0.31% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.30% | CAS 2019-R03 1B1 04.1844 09/25/2031 | 0.30% | STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.30% | FHR 4945 SL IO 05.9656 01/25/2050 | 0.29% | TREASURY BILL 00.0000 02/17/2022 | 0.29% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.29% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.29% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.29% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | CAS 2018-C04 2B1 04.5844 12/25/2030 | 0.27% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.27% | JPMBB 2014-C18 D 144A 04.9564 02/15/2047 | 0.27% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.27% | FNR 2018-38 SA IO 06.1156 06/25/2048 | 0.27% | GNR 2019-96 SY IO 06.0116 08/20/2049 | 0.27% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.26% | STACR 2015-DNA2 B 07.6344 12/25/2027 | 0.26% | WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.26% | CAS 2017-C02 2B1 05.5844 09/25/2029 | 0.26% | CAS 2017-C03 1B1 04.9344 10/25/2029 | 0.26% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.26% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.26% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% | GNR 2014-60 SD IO 06.0916 04/20/2044 | 0.25% | GNR 2019-83 SY IO 06.0116 07/20/2049 | 0.25% | STACR 2017-HQA1 M2 03.6344 08/25/2029 | 0.25% | STACR 2018-DNA3 B2 07.8344 09/25/2048 | 0.24% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.24% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.24% | WAMU 2005-AR17 A1B3 00.7844 12/25/2045 | 0.24% | GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.23% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.23% | TREASURY BILL 00.0000 02/03/2022 | 0.23% | TREASURY BILL 00.0000 09/23/2021 | 0.23% | GNR 2021-98 SK IO 06.2116 06/20/2051 | 0.23% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.22% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% | FNR 2015-42 LS IO 06.1156 06/25/2045 | 0.22% | FNR 2020-12 SK IO 05.9656 03/25/2050 | 0.22% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.22% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.21% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.21% | FNR 2018-20 SB IO 06.1656 03/25/2048 | 0.21% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.20% | STACR 2015-HQA1 B 08.8844 03/25/2028 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.20% | JPMCC 2013-LC11 D 04.3053 04/15/2046 | 0.19% | GNR 2018-139 SA IO 06.0616 10/20/2048 | 0.19% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.19% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.19% | CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.19% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | CAS 2016-C01 1B 11.8344 08/25/2028 | 0.18% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.18% | GNR 2020-7 SK IO 05.9616 01/20/2050 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | FNR 2019-43 JS IO 05.9656 08/25/2049 | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | COMM 2014-CR16 C 05.0834 04/10/2047 | 0.17% | STACR 2020-DNA3 B2 09.4344 06/25/2050 | 0.17% | VERTIV TLB L+275 02.8325 03/02/2027 | 0.17% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.17% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.17% | OMIR 2017-1A B1 144A 05.8344 04/25/2027 | 0.17% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% | CAS 2020-SBT1 1M2 03.7344 02/25/2040 | 0.16% | FNR 2016-96 ST IO 06.0156 12/25/2046 | 0.16% | GNR 2017-H16 JI IO 02.1208 08/20/2067 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | RALI 2006-QO10 A1 00.4044 01/25/2037 | 0.16% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.16% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% | MSBAM 2013-C10 D 144A 04.2162 07/15/2046 | 0.16% | GNR 2019-152 ES IO 05.9616 12/20/2049 | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% | BCAP 2011-RR3 3A6 02.6879 11/27/2036 | 0.15% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.15% | WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GNR 2016-H09 BI IO 01.7411 04/20/2066 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.15% | DISH NETWORK CV 03.3750 08/15/2026 | 0.15% | GNR 2015-H25 AI IO 01.6076 09/20/2065 | 0.15% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.15% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.15% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.15% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.15% | 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% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.14% | GNR 2017-H10 MI IO 01.8354 04/20/2067 | 0.14% | GNR 2018-H05 BI IO 02.3941 02/20/2068 | 0.14% | JPMBB 2013-C14 D 144A 04.6991 08/15/2046 | 0.14% | MSBAM 2015-C23 D 144A 04.2820 07/15/2050 | 0.14% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.14% | SAMI 2007-AR1 2A1 00.2644 01/25/2037 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | BMIR 2017-1 B1 144A 04.8344 10/25/2027 | 0.13% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% | CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.13% | CWALT 2006-OA10 3A1 00.4644 08/25/2046 | 0.13% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.13% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.13% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.13% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.13% | STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.13% | WFCM 2016-NXS5 D 05.1509 01/15/2059 | 0.13% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.13% | GNR 2017-H08 NI IO 02.2474 03/20/2067 | 0.13% | GSMS 2013-GC10 D P/P 144A 04.5482 02/10/2046 | 0.13% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.12% | GNR 2016-H10 AI IO 01.5149 04/20/2066 | 0.12% | GNR 2018-H03 XI IO 02.3099 02/20/2068 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | FNR 2013-90 SD IO 06.5156 09/25/2043 | 0.12% | MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | GNR 2016-H24 JI IO 02.1935 11/20/2066 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 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% | CAS 2017-C04 2M2 02.9344 11/25/2029 | 0.12% | CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.12% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.12% | GNR 2016-H06 DI IO 01.6175 07/20/2065 | 0.12% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | GNR 2018-H05 AI IO 02.3877 02/20/2068 | 0.12% | BALTA 2005-8 21A1 02.4855 10/25/2035 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.11% | STACR 2014-DN1 M3 04.5844 02/25/2024 | 0.11% | STACR 2018-HQA2 B2 11.0844 10/25/2048 | 0.11% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.11% | GNR 2015-H23 BI IO 01.7466 09/20/2065 | 0.11% | GNR 2016-H22 AI IO 02.3711 10/20/2066 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.11% | PIONEER NAT CV 00.2500 05/15/2025 | 0.11% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.11% | COMM 2013-CR9 D 144A 04.4120 07/10/2045 | 0.11% | FNR 2013-107 SB IO 05.8656 02/25/2043 | 0.11% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | STACR 2020-HQA2 M2 03.1844 03/25/2050 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% | CD 2017-CD3 C 04.7022 02/10/2050 | 0.11% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.11% | GNR 2016-H06 CI IO 01.4829 02/20/2066 | 0.11% | PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.11% | GSAA 2006-8 2A2 00.4444 05/25/2036 | 0.10% | GNR 2017-H16 IB IO 01.7078 08/20/2067 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | JPMBB 2014-C18 E 144A 04.4564 02/15/2047 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | GNR 2017-H06 BI IO 02.3494 02/20/2067 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 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 2017-H09 IO IO 01.8208 04/20/2067 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | DBALT 2006-AR4 A2 00.4644 12/25/2036 | 0.10% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.10% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% | CWALT 2005-38 A1 01.5979 09/25/2035 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2016-H02 HI IO 01.5584 01/20/2066 | 0.10% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.10% | STACR 2018-HQA2 B1 04.3344 10/25/2048 | 0.10% | STACR 2019-DNA2 B2 10.5844 03/25/2049 | 0.10% | GNR 2014-119 SA IO 05.5116 08/20/2044 | 0.10% | GNR 2016-H03 DI IO 02.0421 12/20/2065 | 0.10% | STACR 2020-DNA4 B2 10.0844 08/25/2050 | 0.10% | GNR 2017-H16 IG IO 01.4217 07/20/2067 | 0.10% | GSMS 2012-GCJ7 D 144A 05.7398 05/10/2045 | 0.10% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% | GNR 2017-H11 DI IO 01.8468 05/20/2067 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.09% | SM ENERGY CO 06.5000 07/15/2028 | 0.09% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.09% | GNR 2015-H24 AI IO 01.8725 09/20/2065 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 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% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.09% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.09% | CAS 2020-R01 1B1 03.3344 01/25/2040 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | GNR 2017-H02 BI IO 02.4344 01/20/2067 | 0.09% | GNR 2017-H12 QI IO 02.2458 05/20/2067 | 0.09% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% | OKTA INC CV 00.3750 06/15/2026 | 0.09% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% | 0.75 R ISWP US0003M P 10/16/2030 | 0.09% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.09% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.09% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.09% | GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.09% | JPMBB 2014-C25 D P/P 144A 04.0944 11/15/2047 | 0.09% | NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | CWALT 2006-OA10 2A1 00.4644 08/25/2046 | 0.08% | GNR 2015-H25 EI IO 01.8436 10/20/2065 | 0.08% | GNR 2017-H11 TI IO 02.1894 04/20/2067 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | GSR 2007-OA1 2A3A 00.3944 05/25/2037 | 0.08% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | GNR 2014-H21 BI IO 01.5304 10/20/2064 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.08% | GNR 2016-H03 AI IO 01.7756 01/20/2066 | 0.08% | BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.08% | BURL STORE CV 02.2500 04/15/2025 | 0.08% | GNR 2016-H14 AI IO 01.9896 06/20/2066 | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% | EUR/USD 09/15/2021 TDBK | 0.08% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.08% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | SPRINT CORP 07.6250 03/01/2026 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | CCMFC 2006-4A A2 00.2644 11/25/2047 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.07% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | NZD/USD 10/20/2021 SSBT | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CAS 2018 - C01 1B1 03.6344 07/25/2030 | 0.07% | DATADOG INC CV 00.1250 06/15/2025 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | JPMCC 2011-C4 C 144A 05.5744 07/15/2046 | 0.07% | MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.07% | WFRBS 2012-C7 E 144A 04.9568 06/15/2045 | 0.07% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | JPALT 2007-A2 12A1 00.4844 06/25/2037 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.07% | COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.07% | SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.07% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% | GNR 2015-H10 BI IO 01.8176 04/20/2065 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | STACR 2019-DNA3 B2 08.2344 07/25/2049 | 0.07% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% | WMHE 2007-HE4 1A 00.2544 07/25/2047 | 0.07% | FHR 4742 S IO 06.1045 12/15/2047 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.06% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | GNR 2013-H08 CI IO 01.6185 02/20/2063 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% | STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.06% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.06% | BWAY CORP TLB L+325 03.3360 04/03/2024 | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | GNR 2016-H24 CI IO 01.6895 10/20/2066 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 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% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | CAS 2016-C05 2B 10.8344 01/25/2029 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.06% | NATIONAL VIS CV 02.5000 05/15/2025 | 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% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 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% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | TREASURY BILL 00.0000 09/14/2021 | 0.06% | TREASURY BILL 00.0000 10/28/2021 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5846 12/17/2026 | 0.06% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.06% | TWILIO INC 03.6250 03/15/2029 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | 0.41 R ISWP US0003M P 10/13/2025 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | CHEGG INC CV 00.0000 09/01/2026 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | CWALT 2007-OH1 A1D 00.2944 04/25/2047 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% | GNR 2016-H17 KI IO 01.9104 07/20/2066 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.06% | REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 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% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% | TELADOC HE CV 01.2500 06/01/2027 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | EUR/USD 09/15/2021 RBSF | 0.05% | FNR 2018-86 DS IO 06.0156 12/25/2048 | 0.05% | HVMLT 2005-2 1A 00.6065 05/19/2035 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% | 0.37 R ISWP US0003M P 10/16/2025 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | FIVE9 INC CV 00.5000 06/01/2025 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | 0.471 R ISWP US0003M P 11/16/2025 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | EUR/USD 09/15/2021 SSBT | 0.05% | INSULET CORP CV 00.3750 09/01/2026 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% | OVINTIV INC 06.6250 08/15/2037 | 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% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 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% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | GNR 2016-H14 IO IO 01.6790 06/20/2066 | 0.05% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.05% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% | EUR/USD 09/15/2021 BCAP-FX | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% | UKRPI P 3.665 R 12/15/28 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% | FNR 2010-35 SG IO 06.3156 04/25/2040 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% | GNR 2015-H08 CI IO 01.7886 03/20/2065 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | JPMCC 2011-C3 F 144A 05.7199 02/15/2046 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NZD/USD 10/20/2021 JPMCB | 0.04% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8346 10/10/2025 | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 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% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 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% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 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% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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% | LIBERTY MEDIA | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2013-129 SN IO 06.0616 09/20/2043 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6284 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | LENDINGTREE CV 00.5000 07/15/2025 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | REVANCE THERA CV 01.7500 02/15/2027 | 0.04% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 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% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% | DIRECTV FINANCING TL L+500 05.1214 07/22/2027 | 0.04% | DISH DBS CORP 05.1250 06/01/2029 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% | 0.5996 R ISWP US0003M P 03/09/2026 | 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% | ADIENT TLB L+350 03.5846 04/01/2028 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.04% | CAD/USD 10/20/2021 SSBT | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | MHL 2005-3 M2 00.8794 08/25/2035 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.04% | 1.99 R ISWP CDOR03 P 06/15/2031 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | MSBAM 2013-C11 D 144A 04.4966 08/15/2046 | 0.04% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.03% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8346 08/14/2024 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.03% | 1.465 R ISWP US0003M P 04/15/2031 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 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% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 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% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 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% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 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.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 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% | ELANCO ANIMAL HLTH TLB L+175 01.8360 02/04/2027 | 0.03% | EUR/USD 09/15/2021 CITI | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 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% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | P/P 144A 06.6250 10/01/2030 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.03% | 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% | SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 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% | 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% | 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% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 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% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.03% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% | APACHE CORPORATION 04.8750 11/15/2027 | 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% | 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% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% | GBP/USD 09/15/2021 CITI | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 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% | 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 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% | 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | GNR 2020-15 CS IO 05.9616 02/20/2050 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 0.7389 R ISWP US0003M P 08/05/2026 | 0.02% | 1.316 R ISWP US0003M P 10/15/2021 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.02% | 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.02% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 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% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | GBP/USD PUT 1.3645 20210930 BANKAM | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 06.0045 07/16/2043 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 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 4YX10Y R 2.16 USD 02/19/2025 WE | 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% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 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% | NETFLIX INC 04.8750 04/15/2028 | 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% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.02% | TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% | CAS 2017-C06 2B1 04.5344 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% | SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 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% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% | 1.377 R ISWP US0003M P 02/18/2031 | 0.02% | 1.407 R ISWP US0003M P 07/15/2031 | 0.02% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 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% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | 1.075 R ISWP US0003M P 01/27/2031 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.02% | BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CPTFEMU P 1.71 R 07/15/37 | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | P/P 144A 09.3750 07/01/2025 | 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 P 0.44 EUR 02/03/2031 UB | 0.02% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 0.8915 R ISWP US0003M P 07/16/2026 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAD/USD 10/20/2021 GSFX | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GBP/USD 09/15/2021 CSI-FX | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% | 0.9315 R ISWP US0003M P 08/31/2026 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CAS 2017-C07 2B1 04.5344 05/25/2030 | 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.10 2059-11-17 500.0 11/17/2059 MS | 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% | EUR/USD 09/15/2021 WPAC | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 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% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | 1.154 R ISWP US0003M P 08/06/2031 | 0.01% | CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | EUR/USD 09/15/2021 CSI-FX | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNR 2019-78 SJ IO 05.9616 06/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% | 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | EUR/USD PUT 1.16 20211008 GSFX | 0.01% | GBP/USD 09/15/2021 TDBK | 0.01% | GNR 2019-99 KS IO 05.9616 08/20/2049 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | AUD/USD 10/20/2021 HSBCB | 0.01% | AUD/USD 10/20/2021 UBS | 0.01% | AUD/USD PUT 0.70 20211008 CITI | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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% | CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% | DIVERSEY TL L+300 03.0846 09/06/2024 | 0.01% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | PQ CORP TLB L+275 03.2500 06/09/2028 | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 0.79 R ISWP US0003M P 07/21/2026 | 0.01% | 0.7915 R ISWP US0003M P 07/21/2026 | 0.01% | 1.153 R ISWP US0003M P 02/04/2031 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CPTFEMU R 1.4 P 07/15/27 | 0.01% | GMAC CAPITAL TRUST I PCT 05.9097 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 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% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | TXU TCEH RIGHTS | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.01% | 0.8887 R ISWP US0003M P 08/27/2026 | 0.01% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% | AUD/USD 10/20/2021 RBSF | 0.01% | CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.01% | CHF/USD 09/15/2021 JPMCB | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.30978 R ISWP US0003M P 08/13/2023 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.01% | 1.2755 R ISWP US0003M P 08/18/2031 | 0.01% | CAD/USD 10/20/2021 TDBK | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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-.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 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.00% | 1.261 R ISWP US0003M P 08/19/2031 | 0.00% | 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% | CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% | FSPC T-57 1AX IO 00.3842 07/25/2043 | 0.00% | IHEARTMEDIA TLB L+300 03.0846 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | JPY/USD 11/17/2021 UBS | 0.00% | NZD/USD 10/20/2021 TDBK | 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% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | CAD/USD 10/20/2021 CSI-FX | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 CG | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 11/17/2021 TDBK | 0.00% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% | CAD/USD 10/20/2021 JPMCB | 0.00% | CAD/USD 10/20/2021 MSCIL | 0.00% | CAD/USD 10/20/2021 UBS | 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-.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-.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% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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% | JPY/USD 11/17/2021 HSBCB | 0.00% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% | 1.29 R ISWP US0003M P 08/20/2031 | 0.00% | 1.3005 R ISWP US0003M P 07/09/2031 | 0.00% | 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CAD/USD 10/20/2021 CITI | 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.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-.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 CG | 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 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | JPY/USD 11/17/2021 BANKAM | 0.00% | NZD/USD 10/20/2021 CITI | 0.00% | SEK/USD 09/15/2021 JPMCB | 0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% | -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% | 0.296 R ISWP US0003M P 07/09/2023 | 0.00% | 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% | 0.306 R ISWP US0003M P 08/17/2023 | 0.00% | 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 10/20/2021 CSI-FX | 0.00% | CAD/USD 10/20/2021 RBSF | 0.00% | CHF/USD 09/15/2021 SSBT | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.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 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 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% | JPY/USD 11/17/2021 BCAP-FX | 0.00% | JPY/USD 11/17/2021 MSCIL | 0.00% | NZD/USD 10/20/2021 HSBCB | 0.00% | SEK/USD 09/15/2021 TDBK | 0.00% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% | SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% | 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% | 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% | 0.305 R ISWP US0003M P 08/17/2023 | 0.00% | 1.4715 R ISWP US0003M P 06/30/2031 | 0.00% | 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% | AUD/USD CALL 0.82 20211008 MSCIL | 0.00% | CAD/USD 10/20/2021 BCAP-FX | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | 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-.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 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 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 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 1.28 20211008 GSFX | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | HKD/USD 11/17/2021 BANKAM | 0.00% | HKD/USD 11/17/2021 HSBCB | 0.00% | HKD/USD 11/17/2021 TDBK | 0.00% | HKD/USD 11/17/2021 UBS | 0.00% | JPY/USD 11/17/2021 CITI | 0.00% | JPY/USD 11/17/2021 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 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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 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 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 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | HKD/USD 11/17/2021 SSBT | -0.00% | JPY/USD 11/17/2021 RBSF | -0.00% | 0.3031 R ISWP US0003M P 08/17/2023 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% | 1.546 R ISWP US0003M P 01/08/2051 | -0.00% | 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0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% | 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% | CAD/USD 10/20/2021 HSBCB | -0.00% | CHF/USD 09/15/2021 RBSF | -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-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.00% | 1.3895 R ISWP US0003M P 07/08/2031 | -0.00% | 1.65537 R ISWP US0003M P 08/03/2051 | -0.00% | 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% | 2.032 R ISWP US0003M P 01/16/2055 | -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 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 09/15/2021 WPAC | -0.00% | SEK/USD 09/15/2021 SSBT | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -0.00% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.00% | 0.8578 R ISWP US0003M P 07/09/2026 | -0.00% | 1.2875 R ISWP US0003M P 07/09/2031 | -0.00% | 1.3665 R ISWP US0003M P 07/16/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CPTFEMU R 1.4375 P 09/15/23 | -0.00% | CPTFEMU R 1.4413 P 09/15/23 | -0.00% | CPTFEMU R 1.4425 P 09/15/23 | -0.00% | CPTFEMU R 1.4438 P 09/15/23 | -0.00% | GBP/USD 09/15/2021 BCAP-FX | -0.00% | JPY/USD 11/17/2021 JPMCB | -0.00% | NZD/USD 10/20/2021 MSCIL | -0.00% | SWPTN 10YX20Y R 1.918 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1.894 R ISWP FWD CDOR03 P 06/15/2031 | -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% | 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% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.2635 R ISWP US0003M P 08/19/2031 | -0.01% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% | SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.01% | 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | -0.01% | 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% | CHF/USD 09/15/2021 GSFX | -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 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 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 R 0.45 EUR 01/29/2031 UB | -0.01% | SWPTN 1MX10Y P 1.316 USD 09/09/2021 GS | -0.01% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% | UKRPI P 3.3875 R 03/15/28 | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | CHF/USD 09/15/2021 BCAP-FX | -0.01% | CHF/USD 09/15/2021 HSBCB | -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 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% | UKRPI P 3.385 R 11/15/24 | -0.01% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.01% | 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% | AUD/USD 10/20/2021 BCAP-FX | -0.01% | CHF/USD 09/15/2021 CITI | -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% | NZD/USD 10/20/2021 UBS | -0.01% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.01% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% | 1.3659 R ISWP US0003M P 02/22/2031 | -0.01% | 1.52 R ISWP US0003M P 06/21/2031 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | JPY/USD 11/17/2021 GSFX | -0.01% | NZD/USD 10/20/2021 GSFX | -0.01% | NZD/USD 10/20/2021 WPAC | -0.01% | SWPTN 1MX10Y R 1.316 USD 09/09/2021 GS | -0.01% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | 1.231 R ISWP US0003M P 02/09/2031 | -0.01% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.01% | 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -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% | GBP/USD 09/15/2021 BANKAM | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% | 1.313 R ISWP FWD US0003M P 09/03/2031 | -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% | 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 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.02% | AUD/USD 10/20/2021 TDBK | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | NZD/USD 10/20/2021 RBSF | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SEK/USD 09/15/2021 RBSF | -0.02% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% | NOK/USD 09/15/2021 SSBT | -0.02% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -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% | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 1.4255 R ISWP US0003M P 02/24/2031 | -0.02% | AUD/USD 10/20/2021 CITI | -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% | EUR/USD CALL 1.195 20211008 GSFX | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -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% | UKRPI P 3.4025 R 03/15/28 | -0.02% | 1.4425 R ISWP US0003M P 06/15/2031 | -0.02% | 1.461 R ISWP US0003M P 06/11/2031 | -0.02% | AUD/USD 10/20/2021 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% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | 1.2531 R ISWP US0003M P 08/23/2031 | -0.02% | AUD/USD 10/20/2021 MSCIL | -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% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -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 09/15/2021 UBS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% | UKRPI P 3.34 R 02/15/28 | -0.02% | 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.02% | 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -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% | 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.03% | AUD/USD 10/20/2021 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% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -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 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% | 1.7245 R ISWP US0003M P 07/16/2051 | -0.03% | GBP/USD 09/15/2021 SSBT | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | JPY/USD 11/17/2021 SSBT | -0.03% | NOK/USD 09/15/2021 JPMCB | -0.03% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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 MS | -0.03% | EUR/USD 09/15/2021 HSBCB | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | GBP/USD 09/15/2021 RBSF | -0.03% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NOK/USD 09/15/2021 UBS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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% | 1.448 R ISWP US0003M P 06/23/2031 | -0.04% | CPURNSA P 2.67 R 05/12/31 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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 2.689 USD 11/12/2024 CI | -0.04% | 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.04% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.04% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% | CPURNSA P 2.686 R 04/01/31 | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | GBP/USD 09/15/2021 JPMCB | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 1.525 R ISWP US0003M P 03/15/2031 | -0.05% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.05% | AUD/USD 10/20/2021 BANKAM | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | EUR/USD 09/15/2021 JPMCB | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.05% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% | UKRPI P 3.34 R 03/15/28 | -0.05% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.05% | AUD/USD 10/20/2021 SSBT | -0.05% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | GBP/USD 09/15/2021 MSCIL | -0.06% | SEK/USD 09/15/2021 GSFX | -0.06% | EUR/USD 09/15/2021 UBS | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -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% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | 0.30 R ISWP US0003M P 07/14/2025 | -0.07% | AUD/USD CALL 0.7335 20211008 CITI | -0.07% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.08% | EUR/USD 09/15/2021 GSFX | -0.08% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.08% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.09% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.09% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | 0.645 R ISWP US0003M P 07/15/2030 | -0.11% | EUR/USD 09/15/2021 MSCIL | -0.11% | SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.11% | GBP/USD 09/15/2021 GSFX | -0.12% | NOK/USD 09/15/2021 GSFX | -0.12% | SEK/USD 09/15/2021 UBS | -0.12% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.14% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.15% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% | 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.17% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.18% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.21% | SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.21% | SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.22% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.22% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.25% | CPURNSA P 2.79 R 04/15/26 | -0.27% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.29% | 1.02 R ISWP US0003M P 12/02/2033 | -0.29% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.31% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.39% | CPTFEMU P 1.13 R 05/15/50 | -0.61% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.62% | CPTFEMU P 0.935 R 05/15/40 | -0.79% | CPTFEMU P 0.93 R 05/15/40 | -0.80% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.81% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.12% | FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -5.87% | US 10YR ULTRA FUT DEC21 UXYZ1 | -13.27% | US 2YR NOTE (CBT) DEC21 TUZ1 | -55.83% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 13.29% | FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 8.55% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 5.98% | FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 5.83% | FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 5.36% | FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 2.44% | FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 2.38% | TREASURY BILL 00.0000 09/21/2021 | 2.34% | FNMA FN30 TBA UMBS 05.5000 08/01/2051 | 1.91% | GNMA GII30 TBA 04.0000 08/01/2051 | 1.81% | TREASURY BILL 00.0000 09/07/2021 | 1.26% | FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 1.23% | TREASURY BILL 00.0000 09/02/2021 | 1.20% | TREASURY BILL 00.0000 08/03/2021 | 1.09% | TREASURY BILL 00.0000 09/28/2021 | 1.09% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.87% | IVORY COAST REGS 06.1250 06/15/2033 | 0.86% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.77% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.75% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.68% | STACR 2016-DNA1 B 10.0915 07/25/2028 | 0.66% | CAS 2016-C02 1B 12.3393 09/25/2028 | 0.65% | CASH MGMT BILL 00.0000 11/02/2021 | 0.63% | SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.60% | CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.58% | GNR 2021-116 ES IO 06.1089 11/20/2047 | 0.56% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.55% | FHR 5004 SG IO 06.0108 08/25/2050 | 0.53% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.49% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.48% | FNR 2019-57 KS IO 05.9608 10/25/2049 | 0.47% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.46% | BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.46% | CASH MGMT BILL 00.0000 10/19/2021 | 0.46% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.46% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.45% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.44% | CWALT 2006-OA7 1A1 02.2114 06/25/2046 | 0.42% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.42% | CASH MGMT BILL 00.0000 11/16/2021 | 0.42% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.40% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.40% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.39% | CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.39% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% | CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.38% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.38% | 1.16 R ISWP US0003M P 10/16/2050 | 0.38% | GNR 2020-63 PS IO 06.0164 04/20/2050 | 0.38% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.38% | WFRBS 2011-C4 F 144A 04.9641 06/15/2044 | 0.38% | FNR 2017-32 SA IO 06.0608 05/25/2047 | 0.38% | CPTFEMU R 0.655 P 05/15/30 | 0.38% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.38% | FHR 5011 SA IO 06.1608 09/25/2050 | 0.38% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.38% | CPTFEMU R 0.6625 P 05/15/30 | 0.37% | CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.37% | STRU BMOC-8710 SA IO 06.0664 07/20/2050 | 0.37% | GNR 2020-133 CS IO 06.2164 09/20/2050 | 0.36% | CPTFEMU R 0.961 P 05/15/40 | 0.36% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.36% | CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.35% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.35% | GNR 2019-89 PS IO 06.0164 07/20/2049 | 0.35% | MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.34% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.34% | GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% | CAS 2016-C03 1B 11.8393 10/25/2028 | 0.34% | STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.33% | GNR 2020-63 AS IO 05.9164 08/20/2043 | 0.33% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.33% | 2.764 R ISWP US0003M P 02/18/2031 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | GNR 2021-59 SQ IO 06.2164 04/20/2051 | 0.32% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.32% | GNR 2021-77 SM IO 06.2164 05/20/2051 | 0.32% | FHR 4839 WS IO 06.0069 08/15/2056 | 0.31% | CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.31% | FHR 4945 SL IO 05.9608 01/25/2050 | 0.30% | CAS 2019-R03 1B1 04.1893 09/25/2031 | 0.30% | STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.29% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.29% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.29% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.28% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | FNR 2018-38 SA IO 06.1108 06/25/2048 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | GNR 2019-96 SY IO 06.0164 08/20/2049 | 0.28% | WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.27% | CAS 2018-C04 2B1 04.5893 12/25/2030 | 0.27% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.27% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.26% | JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.26% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.26% | STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.26% | GNR 2014-60 SD IO 06.0964 04/20/2044 | 0.25% | CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | GNR 2019-83 SY IO 06.0164 07/20/2049 | 0.25% | CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.25% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.25% | STACR 2017-HQA1 M2 03.6393 08/25/2029 | 0.25% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% | GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.24% | STACR 2018-DNA3 B2 07.8393 09/25/2048 | 0.24% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.24% | WAMU 2005-AR17 A1B3 00.7893 12/25/2045 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.24% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.24% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.24% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.24% | GNR 2021-98 SK IO 06.2164 06/20/2051 | 0.23% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.22% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | FNR 2015-42 LS IO 06.1108 06/25/2045 | 0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% | FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.22% | FNR 2018-20 SB IO 06.1608 03/25/2048 | 0.21% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.21% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.21% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.21% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.20% | STACR 2015-HQA1 B 08.8893 03/25/2028 | 0.20% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.20% | GNR 2018-139 SA IO 06.0664 10/20/2048 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | JPMCC 2013-LC11 D 04.1665 04/15/2046 | 0.19% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.19% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.19% | CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.18% | CAS 2016-C01 1B 11.8393 08/25/2028 | 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 | 0.18% | FNR 2019-43 JS IO 05.9608 08/25/2049 | 0.18% | GNR 2020-7 SK IO 05.9664 01/20/2050 | 0.18% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.17% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.17% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | COMM 2014-CR16 C 04.9261 04/10/2047 | 0.17% | FNR 2016-96 ST IO 06.0108 12/25/2046 | 0.17% | GNR 2017-H16 JI IO 02.1593 08/20/2067 | 0.17% | STACR 2020-DNA3 B2 09.4393 06/25/2050 | 0.17% | VERTIV TLB L+275 02.8458 03/02/2027 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.16% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.16% | OMIR 2017-1A B1 144A 05.8393 04/25/2027 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | RALI 2006-QO10 A1 00.4093 01/25/2037 | 0.16% | GNR 2019-152 ES IO 05.9664 12/20/2049 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | BCAP 2011-RR3 3A6 02.6582 11/27/2036 | 0.15% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.15% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | MSBAM 2013-C10 D 144A 04.0804 07/15/2046 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.15% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.15% | GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.15% | GNR 2016-H09 BI IO 01.7239 04/20/2066 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | GNR 2018-H05 BI IO 02.3946 02/20/2068 | 0.15% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.15% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.14% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.14% | SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.14% | JPMBB 2013-C14 D 144A 04.5583 08/15/2046 | 0.14% | MSBAM 2015-C23 D 144A 04.1440 07/15/2050 | 0.14% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% | SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.14% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.13% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.13% | GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.13% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.13% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.13% | BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.13% | CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.13% | GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.13% | WFCM 2016-NXS5 D 04.9849 01/15/2059 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | CWALT 2006-OA10 3A1 00.4693 08/25/2046 | 0.13% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.12% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.12% | CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.12% | GNR 2016-H10 AI IO 01.5020 04/20/2066 | 0.12% | GNR 2018-H03 XI IO 02.3115 02/20/2068 | 0.12% | GSMS 2013-GC10 D P/P 144A 04.4015 02/10/2046 | 0.12% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.12% | FNR 2013-90 SD IO 06.5108 09/25/2043 | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | GNR 2016-H24 JI IO 02.1801 11/20/2066 | 0.12% | EURO-BUND FUTURE SEP21 RXU1 | 0.12% | GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.12% | GNR 2016-H06 DI IO 01.6998 07/20/2065 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% | CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.12% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | BALTA 2005-8 21A1 02.5349 10/25/2035 | 0.12% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.12% | STACR 2014-DN1 M3 04.5893 02/25/2024 | 0.12% | GNR 2016-H22 AI IO 02.3587 10/20/2066 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.11% | GNR 2015-H23 BI IO 01.7533 09/20/2065 | 0.11% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.11% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 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% | 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% | PIONEER NAT CV 00.2500 05/15/2025 | 0.11% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% | FNR 2013-107 SB IO 05.8608 02/25/2043 | 0.11% | GNR 2016-H06 CI IO 01.4854 02/20/2066 | 0.11% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.11% | GNR 2017-H16 IB IO 01.8183 08/20/2067 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | CD 2017-CD3 C 04.5578 02/10/2050 | 0.10% | GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.10% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.10% | GNR 2017-H06 BI IO 02.3551 02/20/2067 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% | GNR 2017-H09 IO IO 01.8201 04/20/2067 | 0.10% | JPMBB 2014-C18 E 144A 04.2999 02/15/2047 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | DBALT 2006-AR4 A2 00.4693 12/25/2036 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 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 2016-H03 DI IO 02.0375 12/20/2065 | 0.10% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% | COMM 2013-CR9 D 144A 04.2699 07/10/2045 | 0.10% | CWALT 2005-38 A1 01.6071 09/25/2035 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.10% | GNR 2014-119 SA IO 05.5164 08/20/2044 | 0.10% | STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.10% | GNR 2017-H16 IG IO 01.6676 07/20/2067 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | GNR 2016-H02 HI IO 01.5412 01/20/2066 | 0.10% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.10% | STACR 2020-DNA4 B2 10.0893 08/25/2050 | 0.10% | GNR 2015-H24 AI IO 02.0777 09/20/2065 | 0.09% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.09% | GNR 2017-H12 QI IO 02.2511 05/20/2067 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | SM ENERGY CO 06.5000 07/15/2028 | 0.09% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.09% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.09% | GNR 2017-H02 BI IO 02.4361 01/20/2067 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | CAS 2020-R01 1B1 03.3393 01/25/2040 | 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% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% | STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.09% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% | CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.08% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2015-H25 EI IO 01.8513 10/20/2065 | 0.08% | JPMBB 2014-C25 D P/P 144A 03.9463 11/15/2047 | 0.08% | NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.08% | OKTA INC CV 00.3750 06/15/2026 | 0.08% | BURL STORE CV 02.2500 04/15/2025 | 0.08% | GNR 2017-H11 TI IO 02.1953 04/20/2067 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% | CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | DATADOG INC CV 00.1250 06/15/2025 | 0.08% | GNR 2014-H21 BI IO 01.5373 10/20/2064 | 0.08% | GSR 2007-OA1 2A3A 00.3993 05/25/2037 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | GNR 2016-H14 AI IO 01.9704 06/20/2066 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | GNR 2016-H03 AI IO 01.7602 01/20/2066 | 0.08% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.08% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% | BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.08% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | 0.75 R ISWP US0003M P 10/16/2030 | 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% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.08% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.07% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.07% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.07% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.07% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% | DEXCOM INC CV 00.2500 11/15/2025 | 0.07% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 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% | UKRPI P 3.665 R 12/15/28 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 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% | CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.07% | JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CAS 2018 - C01 1B1 03.6393 07/25/2030 | 0.07% | JPMCC 2011-C4 C 144A 05.3902 07/15/2046 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | WFRBS 2012-C7 E 144A 04.8028 06/15/2045 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.07% | COMM 2014-UBS3 D 144A 04.7678 06/10/2047 | 0.07% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.07% | GNR 2015-H10 BI IO 01.8004 04/20/2065 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | WMHE 2007-HE4 1A 00.2593 07/25/2047 | 0.07% | 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 2013-H08 CI IO 01.6242 02/20/2063 | 0.06% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% | STACR 2019-DNA3 B2 08.2393 07/25/2049 | 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% | EUR/USD 09/15/2021 TDBK | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.06% | GNR 2016-H24 CI IO 01.6971 10/20/2066 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 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% | FHR 4742 S IO 06.1069 12/15/2047 | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.06% | BWAY CORP TLB L+325 03.3420 04/03/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.06% | LYFT INC CV 01.5000 05/15/2025 | 0.06% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | CAS 2016-C05 2B 10.8393 01/25/2029 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | FIVE9 INC CV 00.5000 06/01/2025 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.06% | TREASURY BILL 00.0000 09/14/2021 | 0.06% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 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% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5920 12/17/2026 | 0.06% | TWILIO INC 03.6250 03/15/2029 | 0.06% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | GNR 2016-H17 KI IO 01.9810 07/20/2066 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% | REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.06% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | CWALT 2007-OH1 A1D 00.2993 04/25/2047 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 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 03.1666 03/28/2025 | 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% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% | EUR/USD 09/15/2021 SSBT | 0.05% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.05% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | HVMLT 2005-2 1A 00.6091 05/19/2035 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% | TELADOC HE CV 01.2500 06/01/2027 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 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% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% | 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% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | 0.41 R ISWP US0003M P 10/13/2025 | 0.05% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | GNR 2016-H14 IO IO 01.6834 06/20/2066 | 0.05% | INSULET CORP CV 00.3750 09/01/2026 | 0.05% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.05% | OVINTIV INC 06.6250 08/15/2037 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | 1.465 R ISWP US0003M P 04/15/2031 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | SILICON LABS CV 00.6250 06/15/2025 | 0.05% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.04% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.04% | CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 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% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 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% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.04% | GNR 2015-H08 CI IO 01.7933 03/20/2065 | 0.04% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 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% | 0.37 R ISWP US0003M P 10/16/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 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% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 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% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 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% | 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% | 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% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8420 10/10/2025 | 0.04% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% | GNR 2013-129 SN IO 06.0664 09/20/2043 | 0.04% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% | LENDINGTREE CV 00.5000 07/15/2025 | 0.04% | REVANCE THERA CV 01.7500 02/15/2027 | 0.04% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | 0.471 R ISWP US0003M P 11/16/2025 | 0.04% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% | 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.04% | 1.99 R ISWP CDOR03 P 06/15/2031 | 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% | GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.04% | MSBAM 2013-C11 D 144A 04.3542 08/15/2046 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 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% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.04% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6284 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | EUR/USD 09/15/2021 BCAP-FX | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | LIBERTY MEDIA | 0.04% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.04% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% | MHL 2005-3 M2 00.8843 08/25/2035 | 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% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 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% | 1.316 R ISWP US0003M P 10/15/2021 | 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% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 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% | EUR/USD 09/15/2021 RBSF | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | JPMCC 2007-CB20 E 144A 06.1686 02/12/2051 | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | ADIENT TLB L+350 03.5920 04/08/2028 | 0.03% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | SCIENTIFIC GAMES CORP L+275 02.8420 08/14/2024 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | 0.8915 R ISWP US0003M P 07/16/2026 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 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% | 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% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 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% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.03% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 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% | ELANCO ANIMAL HLTH TLB L+175 01.8458 02/04/2027 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 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 GS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | P/P 144A 06.6250 10/01/2030 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.03% | 1.377 R ISWP US0003M P 02/18/2031 | 0.03% | 1.407 R ISWP US0003M P 07/15/2031 | 0.03% | 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.03% | 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 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% | 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% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 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 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 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 04.0000 03/15/2031 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | CPTFEMU P 1.71 R 07/15/37 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 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% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | GNR 2020-15 CS IO 05.9664 02/20/2050 | 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% | 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% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.02% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% | SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 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% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | EUR/USD 09/15/2021 CITI | 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% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2013-99 VS IO 06.0089 07/16/2043 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 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% | 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% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% | CHF/USD 09/15/2021 GSFX | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 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.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 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 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% | 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.02% | 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% | CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | EUR/USD PUT 1.18 20210823 GSFX | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 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% | JPY/USD 08/18/2021 SSBT | 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% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.02% | CHF/USD 09/15/2021 JPMCB | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% | GBP/USD 09/15/2021 CITI | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | P/P 144A 09.3750 07/01/2025 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C03 2M2 05.0893 07/25/2025 | 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 MS | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.01% | CHF/USD 09/15/2021 SSBT | 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% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.01% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CHF/USD 09/15/2021 MSCIL | 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 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% | 1.075 R ISWP US0003M P 01/27/2031 | 0.01% | AUD/USD 10/20/2021 SSBT | 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.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | EUR/USD 09/15/2021 WPAC | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | AUD/USD 10/20/2021 GSFX | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | EUR/USD 09/15/2021 CSI-FX | 0.01% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% | GBP/USD 09/15/2021 CSI-FX | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-99 KS IO 05.9664 08/20/2049 | 0.01% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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% | CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% | DIVERSEY TL L+300 03.0920 09/06/2024 | 0.01% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | PQ CORP TLB L+275 03.2500 06/09/2028 | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | UKRPI P 3.385 R 11/15/24 | 0.01% | 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | AUD/USD 10/20/2021 HSBCB | 0.01% | AUD/USD 10/20/2021 MSCIL | 0.01% | AUD/USD 10/20/2021 RBSF | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | TXU TCEH RIGHTS | 0.01% | 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.01% | 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.01% | 1.2875 R ISWP US0003M P 07/09/2031 | 0.01% | 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% | AUD/USD 10/20/2021 UBS | 0.01% | CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | 1.2975 R ISWP US0003M P 07/27/2031 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CAS 2015-C02 2M2 04.0893 05/25/2025 | 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.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-.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 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% | GBP/USD PUT 1.37 20210823 MSCIL | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% | IHEARTMEDIA TLB L+300 03.0920 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% | 0.30 R ISWP US0003M P 12/02/2023 | 0.00% | 1.153 R ISWP US0003M P 02/04/2031 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | AUD/USD 10/20/2021 CSI-FX | 0.00% | CHF/USD 09/15/2021 UBS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FSPC T-57 1AX IO 00.3818 07/25/2043 | 0.00% | GBP/USD 09/15/2021 TDBK | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% | 1.273 R ISWP US0003M P 08/02/2031 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% | AIR CANADA P/P 144A 03.8750 08/15/2026 | 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-.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-.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% | 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% | JPY/USD 08/18/2021 GSFX | 0.00% | PQ CORP TLB L+225 02.3785 02/07/2027 | 0.00% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | VENTURE GLOBAL CALCA P/P 144A 03.8750 08/15/2029 | 0.00% | VENTURE GLOBAL CALCA P/P 144A 04.1250 08/15/2031 | 0.00% | 1.231 R ISWP US0003M P 02/09/2031 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CHF/USD 09/15/2021 BANKAM | 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-.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-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% | FNR 2010-140 GS IO 05.9108 07/25/2039 | 0.00% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% | 0.296 R ISWP US0003M P 07/09/2023 | 0.00% | 1.212 R ISWP US0003M P 02/16/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | CAD/USD 10/20/2021 MSCIL | 0.00% | CAD/USD 10/20/2021 WPAC | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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 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 GS | 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% | CPTFEMU R 1.4 P 07/15/27 | 0.00% | HKD/USD 08/18/2021 SSBT | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 08/18/2021 WPAC | 0.00% | NOK/USD 09/15/2021 HSBCB | 0.00% | SEK/USD 09/15/2021 JPMCB | 0.00% | SEK/USD 09/15/2021 TDBK | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% | UKRPI P 3.4025 R 03/15/28 | 0.00% | CAD/USD 10/20/2021 BANKAM | 0.00% | CAD/USD 10/20/2021 BCAP-FX | 0.00% | CAD/USD 10/20/2021 HSBCB | 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-.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 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 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 2072-12-16 300.0 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 MS | 0.00% | GBP/USD 09/15/2021 HSBCB | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 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 RBSF | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 09/15/2021 BCAP-FX | 0.00% | NZD/USD 10/20/2021 HSBCB | 0.00% | SEK/USD 09/15/2021 MSCIL | 0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% | 0.79 R ISWP US0003M P 07/21/2026 | -0.00% | 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% | 1.4715 R ISWP US0003M P 06/30/2031 | -0.00% | 1.635 R ISWP US0003M P 02/04/2051 | -0.00% | 1.644 R ISWP US0003M P 01/14/2051 | -0.00% | 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.00% | CAD/USD 10/20/2021 RBSF | -0.00% | CAD/USD 10/20/2021 TDBK | -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 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 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 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 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-.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% | JPY/USD 08/18/2021 JPMCB | -0.00% | NZD/USD 10/20/2021 CITI | -0.00% | NZD/USD 10/20/2021 MSCIL | -0.00% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% | SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% | SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% | UKRPI P 3.3875 R 03/15/28 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.546 R ISWP US0003M P 01/08/2051 | -0.00% | 1.819 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% | CAD/USD 10/20/2021 CSI-FX | -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-.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-.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-.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-.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% | JPY/USD 08/18/2021 CITI | -0.00% | JPY/USD 08/18/2021 TDBK | -0.00% | NZD/USD 10/20/2021 RBSF | -0.00% | NZD/USD 10/20/2021 TDBK | -0.00% | NZD/USD 10/20/2021 UBS | -0.00% | NZD/USD 10/20/2021 WPAC | -0.00% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | CAD/USD 10/20/2021 UBS | -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.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 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 09/15/2021 WPAC | -0.00% | JPY/USD 08/18/2021 BANKAM | -0.00% | NZD/USD 10/20/2021 SSBT | -0.00% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% | 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% | 2.032 R ISWP US0003M P 01/16/2055 | -0.00% | CAD/USD 10/20/2021 SSBT | -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-.13 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% | JPY/USD 08/18/2021 HSBCB | -0.00% | SEK/USD 09/15/2021 SSBT | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% | 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% | CAD/USD 10/20/2021 JPMCB | -0.00% | CHF/USD 09/15/2021 CITI | -0.00% | CHF/USD 09/15/2021 HSBCB | -0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 09/15/2021 BANKAM | -0.00% | GBP/USD 09/15/2021 BCAP-FX | -0.00% | JPY/USD 08/18/2021 BCAP-FX | -0.00% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.00% | SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% | AUD/USD 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-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-.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% | CPTFEMU R 1.4375 P 09/15/23 | -0.01% | CPTFEMU R 1.4413 P 09/15/23 | -0.01% | CPTFEMU R 1.4425 P 09/15/23 | -0.01% | CPTFEMU R 1.4438 P 09/15/23 | -0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% | SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | JPY/USD 08/18/2021 MSCIL | -0.01% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% | SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.01% | SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.01% | 1.3665 R ISWP US0003M P 07/16/2031 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 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% | NOK/USD 09/15/2021 BANKAM | -0.01% | NZD/USD 10/20/2021 GSFX | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% | 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% | CAD/USD 10/20/2021 GSFX | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -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% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | 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 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SEK/USD 09/15/2021 RBSF | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.02% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.02% | 1.52 R ISWP US0003M P 06/21/2031 | -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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.02% | 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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 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% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 0.77 R ISWP FWD SES3M P 09/15/2031 | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | NOK/USD 09/15/2021 SSBT | -0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -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% | GBP/USD 09/15/2021 RBSF | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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 GS | -0.02% | SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.02% | 0.8578 R ISWP US0003M P 07/09/2026 | -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% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | UKRPI P 3.34 R 03/15/28 | -0.02% | 1.3659 R ISWP US0003M P 02/22/2031 | -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 GS | -0.02% | GBP/USD 09/15/2021 UBS | -0.02% | OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 2.67 R 05/12/31 | -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 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -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 GS | -0.02% | JPY/USD 08/18/2021 UBS | -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% | GBP/USD 09/15/2021 MSCIL | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% | 1.4255 R ISWP US0003M P 02/24/2031 | -0.03% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | EUR/USD 09/15/2021 HSBCB | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% | 1.7245 R ISWP US0003M P 07/16/2051 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.03% | 1.461 R ISWP US0003M P 06/11/2031 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% | GBP/USD 09/15/2021 JPMCB | -0.03% | GBP/USD 09/15/2021 SSBT | -0.03% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.03% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% | 1.4425 R ISWP US0003M P 06/15/2031 | -0.03% | 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPURNSA P 2.686 R 04/01/31 | -0.03% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -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% | NOK/USD 09/15/2021 TDBK | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -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 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% | SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | EUR/USD 09/15/2021 JPMCB | -0.04% | NOK/USD 09/15/2021 MSCIL | -0.04% | SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.04% | EUR/USD 09/15/2021 UBS | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | EUR/USD 09/15/2021 GSFX | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | SEK/USD 09/15/2021 GSFX | -0.05% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | 1.448 R ISWP US0003M P 06/23/2031 | -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 | -0.06% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | 0.30 R ISWP US0003M P 07/14/2025 | -0.06% | 1.525 R ISWP US0003M P 03/15/2031 | -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% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.07% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% | GBP/USD 09/15/2021 GSFX | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -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 | -0.09% | EUR/USD 09/15/2021 MSCIL | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.09% | 0.645 R ISWP US0003M P 07/15/2030 | -0.10% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.10% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% | SEK/USD 09/15/2021 UBS | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | NOK/USD 09/15/2021 GSFX | -0.12% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.15% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.16% | 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.16% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.18% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.21% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.22% | SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.23% | 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 | -0.24% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.24% | CPURNSA P 2.79 R 04/15/26 | -0.24% | 1.02 R ISWP US0003M P 12/02/2033 | -0.26% | SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.28% | 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.29% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.31% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.39% | CPTFEMU P 1.13 R 05/15/50 | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.59% | CPTFEMU P 0.935 R 05/15/40 | -0.74% | CPTFEMU P 0.93 R 05/15/40 | -0.75% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.82% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.07% | US 10YR ULTRA FUT SEP21 UXYU1 | -12.79% | US 2YR NOTE (CBT) SEP21 TUU1 | -59.26% |
| 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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10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | EUR/USD 09/15/2021 WPAC | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GNR 2019-99 KS IO 05.9566 08/20/2049 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% | CAD/USD 07/21/2021 BANKAM | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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% | CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% | DIVERSEY TL L+300 03.1855 09/06/2024 | 0.01% | EUR/USD 09/15/2021 CSI-FX | 0.01% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | JPY/USD 08/18/2021 JPMCB | 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 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% | SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | UKRPI P 3.3875 R 03/15/28 | 0.01% | CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.01% | CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.01% | CHF/USD 09/15/2021 JPMCB | 0.01% | CHF/USD 09/15/2021 MSCIL | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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 09/15/2021 TDBK | 0.01% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 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.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-.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 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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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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% |
Sector Weightings as of 09/30/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.28% | 0.01 | 25.47% | 0.78 | 25.75% | 0.79 |
| Agency CMO | 25.04% | 0.83 | 0.00% | 0.00 | 25.04% | 0.83 |
| Commercial MBS | 7.63% | 0.23 | 13.22% | 0.08 | 20.85% | 0.31 |
| Net cash | 19.31% | 0.00 | 0.00% | 0.00 | 19.31% | 0.00 |
| Emerging-market bonds | 12.99% | 0.79 | 0.00% | 0.00 | 12.99% | 0.79 |
| High-yield corporate bonds | 12.95% | 0.47 | 0.00% | 0.00 | 12.95% | 0.47 |
| Residential MBS (non-agency) | 11.49% | 0.40 | 0.00% | 0.00 | 11.49% | 0.40 |
| Convertible securities | 5.98% | 0.12 | 0.00% | 0.00 | 5.98% | 0.12 |
| Investment-grade corporate bonds | 1.93% | 0.14 | 0.00% | 0.00 | 1.93% | 0.14 |
| Bank loans | 1.91% | 0.07 | 0.00% | 0.00 | 1.91% | 0.07 |
| Asset-backed securities (ABS) | 0.38% | 0.01 | 0.00% | 0.00 | 0.38% | 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% | 0.19 | 0.00% | 0.19 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.08 | 0.00% | -2.08 |
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 09/30/21
| United States | 88.24% |
|---|---|
| Indonesia | 2.10% |
| Ivory Coast | 1.73% |
| Senegal | 1.65% |
| Brazil | 1.19% |
| Dominican Republic | 1.12% |
| Mexico | 1.04% |
| Canada | 0.70% |
| Argentina | 0.56% |
| Other | 1.67% |
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% |