‡ 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 01/21/22
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $18.271186 | $17.672672 |
| Unit Value Change | -0.035026 | -0.033952 |
Lipper ranking ‡ as of 12/31/21
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 63% | 10/15 |
| 1 yr. | 98% | 35/35 |
| 3 yrs. | 98% | 34/34 |
| 5 yrs. | 90% | 26/28 |
Quick facts as of 12/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1360 |
| Turnover (fiscal year end) | 1,184% |
| Net Assets | $164M |
| Inception Date | 09/15/93 |
Performance
Performance as of 12/31/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -3.34% | -8.44% | -8.44% | -0.77% | 0.07% | 1.41% | 2.87% |
| Standardized | -11.07% | -15.76% | -15.76% | -3.49% | -1.15% | 1.41% | 2.87% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.37% | -8.58% | -8.58% | -0.92% | -0.08% | 1.25% | 2.72% |
| Standardized | -11.10% | -15.89% | -15.89% | -3.63% | -1.31% | 1.25% | 2.72% |
| Actual performance | |||||||
| Unit Value | -3.34% | -8.44% | -8.44% | -0.77% | 0.07% | 1.41% | 2.77% |
| Standardized | -11.07% | -15.76% | -15.76% | -3.49% | -1.15% | 1.41% | 2.77% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.37% | -8.58% | -8.58% | -0.92% | -0.08% | 1.25% | 2.61% |
| Standardized | -11.10% | -15.89% | -15.89% | -3.63% | -1.31% | 1.25% | 2.61% |
Annual Performance at NAV
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|---|---|---|
| 9.74% | 6.09% | -1.26% | -3.90% | 3.74% | 5.41% | -2.57% | 9.45% | -2.49% | -8.44% |
| With optional enhanced death benefit | |||||||||
| 9.57% | 5.93% | -1.41% | -4.05% | 3.58% | 5.26% | -2.72% | 9.29% | -2.64% | -8.58% |
Restated performance
Monthly as of 12/31/21 |
|
|---|---|
| Unit Value | -0.14% |
| Standardized | -8.13% |
YTD as of 01/21/22 |
|
|---|---|
| Unit Value | 1.04% |
| Standardized | -6.96% |
With optional enhanced death benefit
Monthly as of 12/31/21 |
|
|---|---|
| Unit Value | -0.15% |
| Standardized | -8.14% |
YTD as of 01/21/22 |
|
|---|---|
| Unit Value | 1.03% |
| Standardized | -6.97% |
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 12/31/21
| Avg. Eff. Maturity | 2.27 |
| Avg. Eff. Duration | 0.18 |
| Avg. Coupon | 4.97 |
| Avg. Yield to Maturity | 11.67 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.37 |
Maturity Details
| 0 to 1 yr. | 15.29% |
| 1 to 5 yrs. | 70.24% |
| 5 to 10 yrs. | 8.00% |
| 10 to 15 yrs. | 2.37% |
| Over 15 yrs. | 4.10% |
Quality Ratings
| AAA | 54.59% |
| AA | 0.48% |
| A | 1.32% |
| BBB | 7.18% |
| BB | 16.36% |
| B | 10.56% |
| CCC and Below | 7.05% |
| Not Rated | 2.46% |
Holdings
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 13.66% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 7.72% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 6.44% |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 3.80% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 2.53% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 1.31% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.91% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.90% |
| Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.83% |
| Republic Of Senegal Regs 06.2500 05/23/2033 | 0.78% |
| Top 10 holdings, total: | 38.88% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 13.66% |
| 2: Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 7.72% |
| 3: Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 6.44% |
| 4: Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 3.80% |
| 5: Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 2.53% |
| 6: Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 1.31% |
| 7: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.91% |
| 8: Ivory Coast Regs 06.1250 06/15/2033 | 0.90% |
| 9: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.83% |
| 10: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.78% |
| Holdings represent 38.88% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | 14.07% |
| 2: Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 13.61% |
| 3: Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | 6.31% |
| 4: Fnma Fn30 Tba Umbs 05.5000 12/01/2051 | 2.01% |
| 5: Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | 1.31% |
| 6: Ivory Coast Regs 06.1250 06/15/2033 | 0.89% |
| 7: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.87% |
| 8: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.81% |
| 9: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.76% |
| 10: Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.72% |
| Holdings represent 41.36% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | 13.87% |
| 2: Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | 13.42% |
| 3: Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 5.60% |
| 4: Fnma Fn30 Tba Umbs 05.5000 11/01/2051 | 2.00% |
| 5: Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | 1.29% |
| 6: Ivory Coast Regs 06.1250 06/15/2033 | 0.89% |
| 7: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.89% |
| 8: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.80% |
| 9: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.78% |
| 10: Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.71% |
| Holdings represent 40.25% of portfolio | |
| 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 | |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 13.66% | FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 7.72% | FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 6.44% | FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 3.80% | FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 2.53% | TREASURY BILL 00.0000 03/17/2022 | 1.73% | TREASURY BILL 00.0000 03/24/2022 | 1.47% | FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 1.31% | TREASURY BILL 00.0000 02/17/2022 | 1.22% | TREASURY BILL 00.0000 02/24/2022 | 1.22% | TREASURY BILL 00.0000 02/10/2022 | 1.16% | TREASURY BILL 00.0000 03/10/2022 | 1.04% | TREASURY BILL 00.0000 04/21/2022 | 0.98% | IVORY COAST REGS 06.1250 06/15/2033 | 0.89% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.89% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.82% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.78% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.71% | STACR 2016-DNA1 B 10.1028 07/25/2028 | 0.69% | CAS 2016-C02 1B 12.3528 09/25/2028 | 0.68% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.68% | FNMA FN30 TBA UMBS 05.5000 01/01/2052 | 0.66% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.66% | TREASURY BILL 00.0000 03/03/2022 | 0.61% | CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.60% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.58% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.57% | GNR 2021-116 ES IO 06.0925 11/20/2047 | 0.53% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.52% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.51% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.51% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.51% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.50% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.50% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.50% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.48% | BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.47% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.46% | FHR 5004 SG IO 05.9981 08/25/2050 | 0.46% | WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.44% | CWALT 2006-OA7 1A1 02.1812 06/25/2046 | 0.44% | WFRBS 2011-C4 F 144A 04.8872 06/15/2044 | 0.43% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.41% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.41% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.41% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.41% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.40% | CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.40% | CAS 2018-C05 1B1 04.3528 01/25/2031 | 0.40% | FNR 2019-57 KS IO 05.9481 10/25/2049 | 0.40% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.40% | CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.39% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.38% | GNR 2020-133 CS IO 06.1961 09/20/2050 | 0.36% | MCAS 2020-01 M10 144A 03.8519 03/25/2050 | 0.36% | CMLTI 2007-AMC3 A2D 00.4519 03/25/2037 | 0.36% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.36% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.35% | CAS 2016-C03 1B 11.8528 10/25/2028 | 0.35% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.35% | STACR 2015-DNA3 B 09.4528 04/25/2028 | 0.34% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.34% | FNR 2017-32 SA IO 06.0481 05/25/2047 | 0.34% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | FHR 5011 SA IO 06.1481 09/25/2050 | 0.33% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.32% | STRU BMOC-8710 SA IO 06.0461 07/20/2050 | 0.32% | CAS 2019-R03 1B1 04.2028 09/25/2031 | 0.32% | FHR 5002 SJ IO 05.9981 07/25/2050 | 0.31% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.31% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.31% | JPMBB 2014-C18 D 144A 04.7930 02/15/2047 | 0.31% | TREASURY BILL 00.0000 02/03/2022 | 0.31% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.30% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.30% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.30% | CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.30% | WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.29% | GNR 2019-89 PS IO 05.9961 07/20/2049 | 0.29% | CAS 2018-C04 2B1 04.6028 12/25/2030 | 0.29% | GNR 2020-63 PS IO 05.9961 04/20/2050 | 0.29% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | FHR 4839 WS IO 05.9903 08/15/2056 | 0.28% | GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.28% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.27% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.27% | CAS 2017-C02 2B1 05.6028 09/25/2029 | 0.27% | GNR 2020-63 AS IO 05.8961 08/20/2043 | 0.27% | GNR 2021-77 SM IO 06.1961 05/20/2051 | 0.27% | CAS 2017-C03 1B1 04.9528 10/25/2029 | 0.27% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.27% | STACR 2015-DNA2 B 07.6528 12/25/2027 | 0.27% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.27% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.26% | WMABS 2006-HE2 A3 00.4019 05/25/2036 | 0.26% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.26% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.26% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.26% | STACR 2018-DNA3 B2 07.8528 09/25/2048 | 0.26% | GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.25% | GNR 2021-59 SQ IO 06.1961 04/20/2051 | 0.24% | STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.24% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.23% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% | SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.23% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% | WAMU 2005-AR17 A1B3 00.8019 12/25/2045 | 0.23% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.23% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.23% | APACHE CORP 05.1000 09/01/2040 | 0.23% | FNR 2018-38 SA IO 06.0981 06/25/2048 | 0.23% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.23% | GNR 2014-60 SD IO 06.0761 04/20/2044 | 0.22% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.22% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.21% | FHR 4945 SL IO 05.9481 01/25/2050 | 0.21% | GESTAMP AUTOMOCION SA REGS 03.2500 04/30/2026 | 0.21% | GNR 2021-98 SK IO 06.1961 06/20/2051 | 0.21% | JPMCC 2013-LC11 D 04.1643 04/15/2046 | 0.21% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.21% | STACR 2015-HQA1 B 08.9028 03/25/2028 | 0.21% | GNR 2019-96 SY IO 05.9961 08/20/2049 | 0.20% | CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.20% | GNR 2019-83 SY IO 05.9961 07/20/2049 | 0.20% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.20% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% | ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.20% | FNR 2020-12 SK IO 05.9481 03/25/2050 | 0.20% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | FNR 2015-42 LS IO 06.0981 06/25/2045 | 0.19% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.19% | CAS 2016-C01 1B 11.8528 08/25/2028 | 0.19% | FNR 2018-20 SB IO 06.1481 03/25/2048 | 0.18% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.18% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.18% | CAS 2020-SBT1 1M2 03.7528 02/25/2040 | 0.18% | 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% | OMIR 2017-1A B1 144A 05.8519 04/25/2027 | 0.17% | STACR 2020-DNA3 B2 09.4528 06/25/2050 | 0.17% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.17% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.17% | MSBAM 2013-C10 D 144A 04.0747 07/15/2046 | 0.17% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.17% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.17% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 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% | BCAP 2011-RR3 3A6 02.6517 11/27/2036 | 0.16% | GNR 2020-7 SK IO 05.9461 01/20/2050 | 0.16% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.16% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.15% | RALI 2006-QO10 A1 00.4219 01/25/2037 | 0.15% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.15% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.15% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.15% | GNR 2017-H16 JI IO 02.3047 08/20/2067 | 0.15% | GNR 2018-139 SA IO 06.0461 10/20/2048 | 0.15% | CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.15% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.15% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.14% | FNR 2016-96 ST IO 05.9981 12/25/2046 | 0.14% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.14% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | LIVE NATION CV 02.5000 03/15/2023 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | PIONEER NAT CV 00.2500 05/15/2025 | 0.14% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.14% | SAMI 2007-AR1 2A1 00.2819 01/25/2037 | 0.14% | BMIR 2017-1 B1 144A 04.8519 10/25/2027 | 0.14% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.14% | JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.14% | STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.14% | GNR 2016-H09 BI IO 01.7710 04/20/2066 | 0.14% | GSMS 2013-GC10 D P/P 144A 04.4011 02/10/2046 | 0.14% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.14% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.13% | COMM 2013-CR9 D 144A 04.2785 07/10/2045 | 0.13% | CWALT 2006-OA10 3A1 00.4819 08/25/2046 | 0.13% | FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.13% | GNR 2015-H25 AI IO 01.6207 09/20/2065 | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | GNR 2019-152 ES IO 05.9461 12/20/2049 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | FNR 2019-43 JS IO 05.9481 08/25/2049 | 0.13% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.13% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.13% | WFCM 2016-NXS5 D 04.9842 01/15/2059 | 0.13% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% | OVINTIV INC 07.3750 11/01/2031 | 0.13% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.13% | GNR 2018-H05 BI IO 02.3406 02/20/2068 | 0.13% | MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 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 02.9528 11/25/2029 | 0.12% | GNR 2017-H10 MI IO 01.8228 04/20/2067 | 0.12% | CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.12% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% | TREASURY BILL 00.0000 05/19/2022 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | NETFLIX INC. 05.8750 11/15/2028 | 0.12% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | STACR 2018-HQA2 B2 11.1028 10/25/2048 | 0.12% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.12% | CWALT 2005-59 1A1 00.7625 11/20/2035 | 0.12% | OKTA INC CV 00.3750 06/15/2026 | 0.12% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.11% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.11% | BALTA 2005-8 21A1 02.4586 10/25/2035 | 0.11% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | FNR 2013-90 SD IO 06.4981 09/25/2043 | 0.11% | WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.11% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.11% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.11% | CD 2017-CD3 C 04.5547 02/10/2050 | 0.11% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | GNR 2018-H05 AI IO 02.3715 02/20/2068 | 0.11% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.11% | STACR 2014-DN1 M3 04.6028 02/25/2024 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | GNR 2016-H06 DI IO 01.6191 07/20/2065 | 0.11% | GNR 2016-H24 JI IO 02.0049 11/20/2066 | 0.11% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.11% | GNR 2016-H10 AI IO 01.5122 04/20/2066 | 0.11% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.10% | GNR 2017-H08 NI IO 02.2422 03/20/2067 | 0.10% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% | STACR 2018-HQA2 B1 04.3528 10/25/2048 | 0.10% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.10% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.10% | GSAA 2006-8 2A2 00.4619 05/25/2036 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | STACR 2019-DNA2 B2 10.6028 03/25/2049 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | GNR 2018-H03 XI IO 02.3011 02/20/2068 | 0.10% | STACR 2020-DNA4 B2 10.1028 08/25/2050 | 0.10% | GSMS 2012-GCJ7 D 144A 05.5424 05/10/2045 | 0.10% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% | FNR 2013-107 SB IO 05.8481 02/25/2043 | 0.10% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.10% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.10% | CWALT 2005-38 A1 01.5820 09/25/2035 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.10% | GNR 2016-H22 AI IO 02.1480 10/20/2066 | 0.10% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.10% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.10% | CAS 2020-R01 1B1 03.3528 01/25/2040 | 0.10% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% | SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.10% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% | GNR 2016-H06 CI IO 01.4093 02/20/2066 | 0.09% | GNR 2017-H06 BI IO 02.3345 02/20/2067 | 0.09% | GNR 2015-H23 BI IO 01.7613 09/20/2065 | 0.09% | JPMBB 2014-C25 D P/P 144A 03.9406 11/15/2047 | 0.09% | GNR 2017-H09 IO IO 01.8187 04/20/2067 | 0.09% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.09% | JPMBB 2014-C18 E 144A 04.2930 02/15/2047 | 0.09% | GNR 2017-H16 IG IO 01.6948 07/20/2067 | 0.09% | GNR 2016-H03 DI IO 02.0400 12/20/2065 | 0.09% | GNR 2017-H11 DI IO 01.8427 05/20/2067 | 0.09% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.08% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% | GNR 2015-H24 AI IO 01.7862 09/20/2065 | 0.08% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | GNR 2017-H16 IB IO 01.8603 08/20/2067 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | GNR 2014-119 SA IO 05.4961 08/20/2044 | 0.08% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | STACR 2020-HQA2 M2 03.2028 03/25/2050 | 0.08% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% | CWALT 2006-OA10 2A1 00.4819 08/25/2046 | 0.08% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2017-H02 BI IO 02.4213 01/20/2067 | 0.08% | GSR 2007-OA1 2A3A 00.4119 05/25/2037 | 0.08% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | GNR 2016-H02 HI IO 01.5528 01/20/2066 | 0.08% | GNR 2017-H11 TI IO 02.1857 04/20/2067 | 0.08% | SPRINT CORP 07.6250 03/01/2026 | 0.08% | TRANSDIGM INC 05.5000 11/15/2027 | 0.08% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | CAS 2018 - C01 1B1 03.6528 07/25/2030 | 0.08% | ISTAR INC 04.7500 10/01/2024 | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% | NRG ENERGY CV 02.7500 06/01/2048 | 0.08% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.08% | WFRBS 2012-C7 E 144A 04.7915 06/15/2045 | 0.08% | 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% | GNR 2017-H12 QI IO 02.2366 05/20/2067 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | GNR 2016-H16 EI IO 02.1975 06/20/2066 | 0.07% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.07% | VAIL RESORTS CV 00.0000 01/01/2026 | 0.07% | AUD/USD 01/19/2022 SSBT | 0.07% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.07% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% | CCMFC 2006-4A A2 00.2819 11/25/2047 | 0.07% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 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% | GNR 2015-H25 EI IO 01.8569 10/20/2065 | 0.07% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | COMM 2014-UBS3 D 144A 04.7674 06/10/2047 | 0.07% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | COMM 2014-CR16 C 04.9189 04/10/2047 | 0.07% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | JPALT 2007-A2 12A1 00.5019 06/25/2037 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.07% | WMHE 2007-HE4 1A 00.2719 07/25/2047 | 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% | GNR 2016-H14 AI IO 02.0001 06/20/2066 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% | STACR 2019-DNA3 B2 08.2528 07/25/2049 | 0.07% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% | BURL STORE CV 02.2500 04/15/2025 | 0.07% | BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.07% | GNR 2016-H03 AI IO 01.7654 01/20/2066 | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.07% | JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.07% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.07% | OMNICELL INC CV 00.2500 09/15/2025 | 0.07% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.07% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.06% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | FHR 4742 S IO 06.0903 12/15/2047 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | JPY/USD 02/16/2022 SSBT | 0.06% | SILICON LABS CV 00.6250 06/15/2025 | 0.06% | GNR 2014-H21 BI IO 01.5458 10/20/2064 | 0.06% | KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | GNR 2015-H10 BI IO 01.8317 04/20/2065 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.06% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CAS 2016-C05 2B 10.8528 01/25/2029 | 0.06% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | DISH DBS CORPORATION 07.3750 07/01/2028 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | TWILIO INC 03.6250 03/15/2029 | 0.06% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNR 2016-H24 CI IO 01.7009 10/20/2066 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.06% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.06% | TAMKO BUILDING PRODUCT L+300 03.1002 05/03/2026 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% | GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.06% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.06% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.06% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% | CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.06% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.06% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CWALT 2007-OH1 A1D 00.3119 04/25/2047 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | LIBERTY MEDIA | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 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% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 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% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | GNR 2016-H17 KI IO 01.9292 07/20/2066 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% | HVMLT 2005-2 1A 00.6239 05/19/2035 | 0.05% | MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 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% | OVINTIV INC 06.6250 08/15/2037 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | CAD/USD 01/19/2022 TDBK | 0.05% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.05% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.05% | GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.05% | GNR 2013-H08 CI IO 01.5983 02/20/2063 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.05% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.05% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% | JPMCC 2011-C3 F 144A 05.5235 02/15/2046 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | GNR 2016-H14 IO IO 01.6917 06/20/2066 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | BLOCK INC CV 00.2500 11/01/2027 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 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% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 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% | BLOCK INC CV 00.0000 05/01/2026 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8543 10/10/2025 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | UBER TECH INC CV 00.0000 12/15/2025 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | GNR 2015-H08 CI IO 01.7995 03/20/2065 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 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% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% | FNR 2010-35 SG IO 06.2981 04/25/2040 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 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.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | DISH DBS CORP 05.1250 06/01/2029 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SCIENTIFIC GAMES CORP L+275 02.8543 08/14/2024 | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | MHL 2005-3 M2 00.8969 08/25/2035 | 0.04% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.04% | VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% | FNR 2018-86 DS IO 05.9981 12/25/2048 | 0.03% | GNR 2013-129 SN IO 06.0461 09/20/2043 | 0.03% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | INTELSAT S.A. 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L+425 04.7500 11/28/2025 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | FIVE9 INC CV 00.5000 06/01/2025 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 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% | 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% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 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 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.03% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | APACHE CORPORATION 04.8750 11/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 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% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.03% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.03% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 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% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 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% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 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 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | BEACON ROOFING SUPPL P/P 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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% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 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 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 05.9925 07/16/2043 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% | CAS 2017-C06 2B1 04.5528 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2020-15 CS IO 05.9461 02/20/2050 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 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% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 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% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 PI IO 04.5000 01/15/2042 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 6WX10Y P 1.505 USD 01/28/2022 TD | 0.02% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.02% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.02% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% | 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.01% | AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5519 05/25/2030 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.01% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | GBP/USD 03/16/2022 UBS | 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% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CHF/USD 03/16/2022 SSBT | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 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% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% | 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 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% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | JPY/USD 02/16/2022 JPMCB | 0.01% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% | ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% | 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.01% | 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.01% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 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 CG | 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 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 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% | 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% | EUR/USD 03/16/2022 JPMCB | 0.01% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% | GBP/USD 03/16/2022 RBSF | 0.01% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9461 08/20/2049 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | 0.85 R ISWP FWD SES3M P 03/16/2032 | 0.01% | 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.01% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.01% | 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.01% | 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 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% | EUR/USD 03/16/2022 UBS | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.01% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% | TXU TCEH RIGHTS | 0.01% | 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% | CHF/USD 03/16/2022 GSFX | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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-.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% | EQT CORP 05.0000 01/15/2029 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 03/16/2022 BANKAM | 0.01% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 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 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.01% | SWPTN 6WX10Y P 1.8 USD 01/28/2022 TD | 0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.00% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.00% | 1.285 R ISWP SOFRRATE P 12/23/2031 | 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% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% | EUR/USD 03/16/2022 HSBCB | 0.00% | FSPC T-57 1AX IO 00.3894 07/25/2043 | 0.00% | IHEARTMEDIA TLB L+300 03.1043 05/01/2026 | 0.00% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.00% | CHF/USD 03/16/2022 BCAP-FX | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.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% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | 1.355 R ISWP SOFRRATE P 12/31/2031 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% | ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | EUR/USD 03/16/2022 BANKAM | 0.00% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 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% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | CAS 2015-C02 2M2 04.1028 05/25/2025 | 0.00% | CHF/USD 03/16/2022 RBSF | 0.00% | CHF/USD 03/16/2022 UBS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.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 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-.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 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 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% | EUR/USD 03/16/2022 MSCIL | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | GBP/USD 03/16/2022 WPAC | 0.00% | JPY/USD 02/16/2022 RBSF | 0.00% | SWPTN 3MX1Y P 1.8875 USD 03/14/2022 JP | 0.00% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.00% | 1.135 R ISWP SOFRRATE P 12/31/2026 | 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% | CHF/USD 03/16/2022 BANKAM | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.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 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 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 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 MS | 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-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.BBB-.14 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% | 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 03/16/2022 JPMCB | 0.00% | JPY/USD 02/16/2022 MSCIL | 0.00% | JPY/USD 02/16/2022 WPAC | 0.00% | NZD/USD 01/19/2022 MSCIL | 0.00% | PLN/USD 03/16/2022 GSFX | 0.00% | SEK/USD 03/16/2022 SSBT | 0.00% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.00% | SWPTN 3MX1Y P 2.0875 USD 03/14/2022 JP | 0.00% | SWPTN 7YX30Y P 1.405 USD 12/14/2028 BA | 0.00% | 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% | 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% | CHF/USD 03/16/2022 HSBCB | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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 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 GS | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | JPL6M P ISWP MUTKCALM R 02/25/2022 | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 03/16/2022 BANKAM | 0.00% | NOK/USD 03/16/2022 JPMCB | 0.00% | NOK/USD 03/16/2022 RBSF | 0.00% | NOK/USD 03/16/2022 UBS | 0.00% | SEK/USD 03/16/2022 BANKAM | 0.00% | SEK/USD 03/16/2022 BCAP-FX | 0.00% | SEK/USD 03/16/2022 CITI | 0.00% | SEK/USD 03/16/2022 GSFX | 0.00% | SEK/USD 03/16/2022 HSBCB | 0.00% | SEK/USD 03/16/2022 JPMCB | 0.00% | SEK/USD 03/16/2022 UBS | 0.00% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 1.331 R ISWP SOFRRATE P 12/31/2031 | -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.BB.9 2058-09-17 500.0 09/17/2058 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 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 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 03/16/2022 CSI-FX | -0.00% | EUR/USD 03/16/2022 TDBK | -0.00% | EUR/USD 03/16/2022 WPAC | -0.00% | SEK/USD 03/16/2022 MSCIL | -0.00% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% | SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% | 1.135 R ISWP SOFRRATE P 01/03/2027 | -0.00% | CHF/USD 03/16/2022 CITI | -0.00% | CHF/USD 03/16/2022 JPMCB | -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.9 2058-09-17 500.0 09/17/2058 CG | -0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -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-.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% | EUR/USD 03/16/2022 CITI | -0.00% | JPY/USD 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CI | -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% | GBP/USD 03/16/2022 MSCIL | -0.01% | JPY/USD 02/16/2022 CITI | -0.01% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 2YX30Y R 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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% | AUD/USD 01/19/2022 MSCIL | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -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% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | NZD/USD 01/19/2022 SSBT | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.13% | SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.15% | 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.16% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.16% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.18% | SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.19% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.19% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.25% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.26% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.30% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.32% | CPURNSA P 2.78 R 01/15/32 | -0.33% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.39% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.39% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.52% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.70% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.79% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.17% | FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -5.62% | FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -9.15% | US 10YR ULTRA FUT MAR22 UXYH2 | -13.25% | US 2YR NOTE (CBT) MAR22 TUH2 | -56.70% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 14.07% | FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 9.07% | FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 6.32% | FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 4.54% | FNMA FN30 TBA UMBS 05.5000 12/01/2051 | 2.01% | TREASURY BILL 00.0000 03/17/2022 | 1.72% | TREASURY BILL 00.0000 03/24/2022 | 1.46% | FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 1.31% | TREASURY BILL 00.0000 02/17/2022 | 1.22% | TREASURY BILL 00.0000 02/24/2022 | 1.22% | TREASURY BILL 00.0000 02/10/2022 | 1.16% | TREASURY BILL 00.0000 03/10/2022 | 1.03% | TREASURY BILL 00.0000 04/21/2022 | 0.97% | IVORY COAST REGS 06.1250 06/15/2033 | 0.86% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.86% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.81% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.76% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.71% | STACR 2016-DNA1 B 10.0893 07/25/2028 | 0.69% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.68% | CAS 2016-C02 1B 12.3420 09/25/2028 | 0.68% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.61% | TREASURY BILL 00.0000 03/03/2022 | 0.61% | CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.60% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.56% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.54% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.53% | GNR 2021-116 ES IO 06.1109 11/20/2047 | 0.53% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.52% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.51% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.50% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.50% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.50% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.48% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.48% | BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.47% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.47% | FHR 5004 SG IO 06.0080 08/25/2050 | 0.46% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.45% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.45% | CWALT 2006-OA7 1A1 02.1895 06/25/2046 | 0.44% | WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.43% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.43% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.41% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.41% | CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.40% | CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.40% | FNR 2019-57 KS IO 05.9580 10/25/2049 | 0.40% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.40% | CAS 2018-C05 1B1 04.3420 01/25/2031 | 0.40% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.39% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.39% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.39% | 1.16 R ISWP US0003M P 10/16/2050 | 0.38% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.38% | MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.36% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.36% | GNR 2020-133 CS IO 06.2089 09/20/2050 | 0.36% | CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.36% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.36% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.36% | CAS 2016-C03 1B 11.8420 10/25/2028 | 0.35% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.35% | FNR 2017-32 SA IO 06.0580 05/25/2047 | 0.34% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.34% | STACR 2015-DNA3 B 09.4420 04/25/2028 | 0.34% | IVORY COAST REGS 05.7500 12/31/2032 | 0.34% | FHR 5011 SA IO 06.1580 09/25/2050 | 0.33% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.32% | FHR 5002 SJ IO 06.0080 07/25/2050 | 0.32% | STRU BMOC-8710 SA IO 06.0589 07/20/2050 | 0.32% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.32% | CAS 2019-R03 1B1 04.1920 09/25/2031 | 0.31% | GNR 2020-63 PS IO 06.0089 04/20/2050 | 0.31% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.31% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.30% | TREASURY BILL 00.0000 02/03/2022 | 0.30% | JPMBB 2014-C18 D 144A 04.9528 02/15/2047 | 0.30% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.30% | 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.30% | GNR 2019-89 PS IO 06.0089 07/20/2049 | 0.29% | GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.29% | GNR 2021-77 SM IO 06.2089 05/20/2051 | 0.29% | CAS 2018-C04 2B1 04.5920 12/25/2030 | 0.29% | WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.29% | FHR 4839 WS IO 06.0108 08/15/2056 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.28% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.28% | 2.764 R ISWP US0003M P 02/18/2031 | 0.27% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.27% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.27% | GNR 2020-63 AS IO 05.9089 08/20/2043 | 0.27% | CAS 2017-C02 2B1 05.5920 09/25/2029 | 0.27% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.27% | CAS 2017-C03 1B1 04.9420 10/25/2029 | 0.27% | STACR 2015-DNA2 B 07.6420 12/25/2027 | 0.27% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.26% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.26% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.26% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.26% | STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.25% | STACR 2018-DNA3 B2 07.8420 09/25/2048 | 0.25% | GNR 2021-59 SQ IO 06.2089 04/20/2051 | 0.25% | GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.25% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.24% | WAMU 2005-AR17 A1B3 00.7920 12/25/2045 | 0.24% | FNR 2018-38 SA IO 06.1080 06/25/2048 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.24% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.23% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.23% | FHR 4945 SL IO 05.9580 01/25/2050 | 0.22% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.22% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.22% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.22% | GNR 2014-60 SD IO 06.0889 04/20/2044 | 0.22% | GNR 2021-98 SK IO 06.2089 06/20/2051 | 0.21% | GNR 2019-96 SY IO 06.0089 08/20/2049 | 0.21% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.21% | GESTAMP AUTOMOCION SA REGS 03.2500 04/30/2026 | 0.21% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.21% | JPMCC 2013-LC11 D 04.3032 04/15/2046 | 0.21% | STACR 2015-HQA1 B 08.8920 03/25/2028 | 0.21% | GNR 2019-83 SY IO 06.0089 07/20/2049 | 0.21% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.20% | FNR 2020-12 SK IO 05.9580 03/25/2050 | 0.20% | SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.20% | CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.20% | FNR 2015-42 LS IO 06.1080 06/25/2045 | 0.20% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.20% | FNR 2018-20 SB IO 06.1580 03/25/2048 | 0.19% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.19% | CAS 2016-C01 1B 11.8420 08/25/2028 | 0.19% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.18% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.18% | CAS 2020-SBT1 1M2 03.7420 02/25/2040 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.17% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.17% | OMIR 2017-1A B1 144A 05.8416 04/25/2027 | 0.17% | STACR 2020-DNA3 B2 09.4420 06/25/2050 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.17% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.17% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% | GNR 2018-139 SA IO 06.0589 10/20/2048 | 0.16% | MSBAM 2013-C10 D 144A 04.2107 07/15/2046 | 0.16% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.16% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% | GNR 2020-7 SK IO 05.9589 01/20/2050 | 0.16% | EUR/USD 12/15/2021 RBSF | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | BCAP 2011-RR3 3A6 02.6327 11/27/2036 | 0.16% | GNR 2017-H16 JI IO 02.3070 08/20/2067 | 0.16% | RALI 2006-QO10 A1 00.4116 01/25/2037 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.15% | FNR 2016-96 ST IO 06.0080 12/25/2046 | 0.15% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.15% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.15% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.15% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.15% | CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 0.15% | GNR 2016-H09 BI IO 01.7560 04/20/2066 | 0.14% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.14% | SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.14% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.14% | PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.14% | DISH NETWORK CV 03.3750 08/15/2026 | 0.14% | APACHE CORP 05.1000 09/01/2040 | 0.14% | BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.14% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.14% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.14% | STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.14% | FNR 2019-43 JS IO 05.9580 08/25/2049 | 0.14% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.14% | PIONEER NAT CV 00.2500 05/15/2025 | 0.14% | GNR 2019-152 ES IO 05.9589 12/20/2049 | 0.13% | GSMS 2013-GC10 D P/P 144A 04.5479 02/10/2046 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.13% | SPLUNK INC CV 01.1250 06/15/2027 | 0.13% | 0.41 R ISWP US0003M P 10/13/2025 | 0.13% | CWALT 2006-OA10 3A1 00.4716 08/25/2046 | 0.13% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.13% | COMM 2013-CR9 D 144A 04.4214 07/10/2045 | 0.13% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.13% | WFCM 2016-NXS5 D 05.1505 01/15/2059 | 0.13% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% | GNR 2018-H05 BI IO 02.3799 02/20/2068 | 0.13% | LIVE NATION CV 02.5000 03/15/2023 | 0.13% | MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | 0.471 R ISWP US0003M P 11/16/2025 | 0.13% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.13% | GNR 2017-H10 MI IO 01.8254 04/20/2067 | 0.12% | 0.75 R ISWP US0003M P 10/16/2030 | 0.12% | CAS 2017-C04 2M2 02.9420 11/25/2029 | 0.12% | CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | TREASURY BILL 00.0000 05/19/2022 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | STACR 2018-HQA2 B2 11.0920 10/25/2048 | 0.12% | EUR/USD 12/15/2021 SSBT | 0.12% | CWALT 2005-59 1A1 00.7511 11/20/2035 | 0.12% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.12% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.12% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% | JPMBB 2014-C18 E 144A 04.4528 02/15/2047 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | BALTA 2005-8 21A1 02.4646 10/25/2035 | 0.11% | FNR 2013-90 SD IO 06.5080 09/25/2043 | 0.11% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.11% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.11% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.11% | GNR 2016-H06 DI IO 01.6228 07/20/2065 | 0.11% | GNR 2016-H10 AI IO 01.5115 04/20/2066 | 0.11% | OKTA INC CV 00.3750 06/15/2026 | 0.11% | 0.37 R ISWP US0003M P 10/16/2025 | 0.11% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.11% | GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.11% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.11% | GNR 2016-H24 JI IO 02.0208 11/20/2066 | 0.11% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | STACR 2014-DN1 M3 04.5920 02/25/2024 | 0.11% | CD 2017-CD3 C 04.7066 02/10/2050 | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.11% | GNR 2017-H08 NI IO 02.2399 03/20/2067 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.11% | GNR 2018-H03 XI IO 02.3053 02/20/2068 | 0.11% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.11% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.10% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.10% | GNR 2016-H22 AI IO 02.1389 10/20/2066 | 0.10% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.10% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% | STACR 2018-HQA2 B1 04.3420 10/25/2048 | 0.10% | STACR 2019-DNA2 B2 10.5920 03/25/2049 | 0.10% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.10% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.10% | STACR 2020-DNA4 B2 10.0920 08/25/2050 | 0.10% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% | CWALT 2005-38 A1 01.5832 09/25/2035 | 0.10% | FNR 2013-107 SB IO 05.8580 02/25/2043 | 0.10% | GNR 2016-H06 CI IO 01.4154 02/20/2066 | 0.10% | GSMS 2012-GCJ7 D 144A 05.7199 05/10/2045 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.10% | GNR 2017-H06 BI IO 02.3351 02/20/2067 | 0.10% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.10% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.10% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.10% | CAS 2020-R01 1B1 03.3420 01/25/2040 | 0.09% | GNR 2015-H23 BI IO 01.7523 09/20/2065 | 0.09% | GNR 2017-H09 IO IO 01.8180 04/20/2067 | 0.09% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% | JPMBB 2014-C25 D P/P 144A 04.0888 11/15/2047 | 0.09% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.09% | 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.09% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | GNR 2016-H03 DI IO 02.0446 12/20/2065 | 0.09% | GNR 2017-H16 IG IO 01.6997 07/20/2067 | 0.09% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.09% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.09% | 1.824 R ISWP US0003M P 09/30/2051 | 0.09% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% | STICHTING AK RABOBANK REGS 19.4365 01/24/2044 | 0.09% | AUD/USD 01/19/2022 SSBT | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | GNR 2017-H16 IB IO 01.8625 08/20/2067 | 0.09% | GNR 2015-H24 AI IO 01.7768 09/20/2065 | 0.09% | GNR 2017-H11 DI IO 01.8434 05/20/2067 | 0.09% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.09% | STACR 2020-HQA2 M2 03.1920 03/25/2050 | 0.09% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | GNR 2016-H02 HI IO 01.5577 01/20/2066 | 0.08% | GNR 2017-H02 BI IO 02.4278 01/20/2067 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | GNR 2014-119 SA IO 05.5089 08/20/2044 | 0.08% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GSR 2007-OA1 2A3A 00.4016 05/25/2037 | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.08% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% | GNR 2017-H11 TI IO 02.1883 04/20/2067 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | GNR 2017-H12 QI IO 02.2373 05/20/2067 | 0.08% | GNR 2016-H16 EI IO 02.1971 06/20/2066 | 0.08% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | CAS 2018 - C01 1B1 03.6420 07/25/2030 | 0.08% | GNR 2015-H25 EI IO 01.8547 10/20/2065 | 0.08% | ISTAR INC 04.7500 10/01/2024 | 0.08% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | SPRINT CORP 07.6250 03/01/2026 | 0.08% | TRANSDIGM INC 05.5000 11/15/2027 | 0.08% | WFRBS 2012-C7 E 144A 04.9456 06/15/2045 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% | 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.07% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% | CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | GNR 2016-H14 AI IO 01.9928 06/20/2066 | 0.07% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% | COMM 2014-UBS3 D 144A 04.9264 06/10/2047 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | GNR 2014-H21 BI IO 01.5383 10/20/2064 | 0.07% | GNR 2016-H03 AI IO 01.7719 01/20/2066 | 0.07% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | WMHE 2007-HE4 1A 00.2616 07/25/2047 | 0.07% | COMM 2014-CR16 C 05.0830 04/10/2047 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | JPALT 2007-A2 12A1 00.4920 06/25/2037 | 0.07% | STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.07% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 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 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.07% | SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.07% | BURL STORE CV 02.2500 04/15/2025 | 0.07% | BWAY CORP TLB L+325 03.3493 04/03/2024 | 0.07% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | JPMCC 2011-C4 C 144A 05.5737 07/15/2046 | 0.07% | STACR 2019-DNA3 B2 08.2420 07/25/2049 | 0.07% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% | FHR 4742 S IO 06.1108 12/15/2047 | 0.06% | OMNICELL INC CV 00.2500 09/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% | EUR/USD 12/15/2021 TDBK | 0.06% | GNR 2015-H10 BI IO 01.8190 04/20/2065 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 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% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 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% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.06% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | SILICON LABS CV 00.6250 06/15/2025 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.06% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | CAS 2016-C05 2B 10.8420 01/25/2029 | 0.06% | GNR 2016-H24 CI IO 01.6927 10/20/2066 | 0.06% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5904 12/17/2026 | 0.06% | 0.30 R ISWP US0003M P 12/02/2023 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 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% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 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% | TWILIO INC 03.6250 03/15/2029 | 0.06% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | TAMKO BUILDING PRODUCT L+300 03.1287 05/03/2026 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | 0.06% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.06% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% | CAD/USD 01/19/2022 TDBK | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.06% | GNR 2013-H08 CI IO 01.5987 02/20/2063 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.06% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.06% | CWALT 2007-OH1 A1D 00.3016 04/25/2047 | 0.06% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% | GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.06% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 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% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% | STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.05% | CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | ZENDESK INC CV 00.6250 06/15/2025 | 0.05% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% | AUD/USD 01/19/2022 UBS | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | GNR 2016-H17 KI IO 01.9177 07/20/2066 | 0.05% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 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% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | HVMLT 2005-2 1A 00.6088 05/19/2035 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.05% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 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% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.05% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | LIBERTY MEDIA | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 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% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | EUR/USD 12/15/2021 BCAP-FX | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.05% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 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% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.05% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.05% | OVINTIV INC 06.6250 08/15/2037 | 0.05% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 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% | 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 12/01/2027 | 0.04% | GNR 2016-H14 IO IO 01.6841 06/20/2066 | 0.04% | JPMCC 2011-C3 F 144A 05.7074 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% | NOK/USD 12/15/2021 SSBT | 0.04% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% | SQUARE INC CV 00.2500 11/01/2027 | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 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% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% | SQUARE INC CV 00.0000 05/01/2026 | 0.04% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 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% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.04% | GNR 2015-H08 CI IO 01.7929 03/20/2065 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% | QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.04% | FNR 2010-35 SG IO 06.3080 04/25/2040 | 0.04% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 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% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% | ADIENT TLB L+350 03.5904 04/01/2028 | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CAD/USD 01/19/2022 BCAP-FX | 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% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% | FNR 2018-86 DS IO 06.0080 12/25/2048 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 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% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8404 10/10/2025 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 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% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.04% | NZD/USD 01/19/2022 RBSF | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 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% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% | 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.04% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% | DISH DBS CORP 05.1250 06/01/2029 | 0.04% | GNR 2013-129 SN IO 06.0589 09/20/2043 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | MHL 2005-3 M2 00.8870 08/25/2035 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.04% | NZD/USD 01/19/2022 GSFX | 0.04% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% | SCIENTIFIC GAMES CORP L+275 02.8404 08/14/2024 | 0.04% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.04% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.03% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | CAD/USD 01/19/2022 CITI | 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 MS | 0.03% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 05.7500 11/27/2023 | 0.03% | MSBAM 2015-C23 D 144A 04.2817 07/15/2050 | 0.03% | NOK/USD 12/15/2021 UBS | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 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% | DATADOG INC CV 00.1250 06/15/2025 | 0.03% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 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 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8493 02/04/2027 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MSBAM 2013-C11 D 144A 04.4963 08/15/2046 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | AUD/USD 01/19/2022 BANKAM | 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% | CHAMPIONX CORP 06.3750 05/01/2026 | 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% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FIVE9 INC CV 00.5000 06/01/2025 | 0.03% | GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.03% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.03% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 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% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.03% | JPY/USD 02/16/2022 UBS | 0.03% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.03% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% | 1.087 R ISWP US0003M P 10/12/2026 | 0.03% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.03% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.03% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | OVINTIV INC 07.3750 11/01/2031 | 0.03% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 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% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | APACHE CORPORATION 04.8750 11/15/2027 | 0.03% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% | CAD/USD 01/19/2022 UBS | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% | 1.324 R ISWP US0003M P 09/17/2031 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | GBP/USD 12/15/2021 HSBCB | 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% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.02% | NOVOCURE LTD USD 00.0000 11/01/2025 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 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% | EUR/USD 12/15/2021 CITI | 0.02% | GBP/USD 12/15/2021 CITI | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% | THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.02% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% | 0.64825 R ISWP US0003M P 11/04/2023 | 0.02% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% | BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 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 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 0.02% | 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 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% | 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% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 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% | 1.3659 R ISWP US0003M P 02/22/2031 | 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% | GNR 2013-99 VS IO 06.0109 07/16/2043 | 0.02% | GNR 2020-15 CS IO 05.9589 02/20/2050 | 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% | SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CAS 2017-C06 2B1 04.5420 02/25/2030 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.02% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 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% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% | EUR/USD 12/15/2021 WPAC | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 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% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.7555 R ISWP US0003M P 11/16/2051 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.02% | 1.181 R ISWP US0003M P 10/15/2026 | 0.02% | 1.29 R ISWP US0003M P 08/20/2031 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 0.02% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% | 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | EUR/USD 12/15/2021 CSI-FX | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.02% | AUD/USD 01/19/2022 HSBCB | 0.02% | AUD/USD 01/19/2022 JPMCB | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | 1.67 R ISWP US0003M P 10/25/2031 | 0.01% | 1.814 R ISWP US0003M P 11/26/2051 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.01% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | GBP/USD 12/15/2021 CSI-FX | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 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% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | AUD/USD 01/19/2022 BCAP-FX | 0.01% | AUD/USD 01/19/2022 CITI | 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.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% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | NOK/USD 12/15/2021 MSCIL | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | NZD/USD 01/19/2022 CITI | 0.01% | NZD/USD 01/19/2022 TDBK | 0.01% | ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 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% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 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% | JPY/USD 02/16/2022 BANKAM | 0.01% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% | MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% | OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% | ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% | SEK/USD 12/15/2021 CITI | 0.01% | SEK/USD 12/15/2021 SSBT | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 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% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.01% | 1.65 R ISWP FWD US0003M P 12/15/2051 | 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 CG | 0.01% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.01% | NZD/USD 01/19/2022 BCAP-FX | 0.01% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% | 1.2155 R ISWP US0003M P 10/21/2026 | 0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | 1.6285 R ISWP US0003M P 10/22/2031 | 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% | 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% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | GNR 2019-99 KS IO 05.9589 08/20/2049 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | JPY/USD 02/16/2022 HSBCB | 0.01% | L BRANDS INC P/P 144A 09.3750 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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.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 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-.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-.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 MS | 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 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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-.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 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 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% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% | SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | 0.00% | SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% | 0.7635 R ISWP US0003M P 11/19/2023 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.515 R ISWP FWD US0003M P 11/17/2031 | 0.00% | 1.644 R ISWP US0003M P 01/14/2051 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | CHF/USD 12/15/2021 BANKAM 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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% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.00% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.00% | 1.5055 R ISWP US0003M P 10/05/2031 | 0.00% | 1.635 R ISWP US0003M P 02/04/2051 | 0.00% | AUD/USD 01/19/2022 CSI-FX | 0.00% | CHF/USD 12/15/2021 GSFX | 0.00% | CHF/USD 12/15/2021 HSBCB | 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 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.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 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12/16/2072 MS | -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 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 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 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 02/16/2022 MSCIL | -0.00% | JPY/USD 02/16/2022 WPAC | -0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 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06/26/2023 GS | -0.00% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% | 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | 1.773 R ISWP FWD US0003M P 02/25/2032 | -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 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% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% | 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% | 1.584 R ISWP US0003M P 10/19/2031 | -0.00% | 1.73 R ISWP FWD US0003M P 11/17/2051 | -0.00% | CAD/USD 01/19/2022 WPAC | -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 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% | 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.00% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | 1.3129 R ISWP US0003M P 11/16/2026 | -0.00% | CAD/USD 01/19/2022 BANKAM | -0.00% | CAD/USD 01/19/2022 HSBCB | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 12/15/2021 WPAC | -0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.01% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% | 1.299 R ISWP US0003M P 10/26/2026 | -0.01% | 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% | 1.465 R ISWP US0003M P 04/15/2031 | -0.01% | 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% | 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% | 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | JPY/USD 02/16/2022 JPMCB | -0.01% | NZD/USD 01/19/2022 WPAC | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% | 1.525 R ISWP US0003M P 03/15/2031 | -0.01% | 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.01% | 1.6175 R ISWP US0003M P 10/21/2031 | -0.01% | CAD/USD 01/19/2022 SSBT | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/19/2022 BANKAM | -0.01% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.01% | GBP/USD 12/15/2021 SSBT | -0.01% | NZD/USD 01/19/2022 CSI-FX | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | -0.05 R ISWP FWD SARON FIXING 3. 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CHF/USD 12/15/2021 BCAP-FX | -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-.14 2072-12-15 300.0 12/16/2072 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% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -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% | SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% | 1.567 R ISWP US0003M P 10/12/2031 | -0.01% | 1.645 R ISWP US0003M P 11/24/2031 | -0.01% | 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.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% | SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | 1.21625 R ISWP US0003M P 11/04/2026 | -0.02% | 1.453 R ISWP FWD US0003M P 11/30/2026 | -0.02% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% | 1.65537 R ISWP US0003M P 08/03/2051 | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -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 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 12/15/2021 JPMCB | -0.02% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% | SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 12/15/2021 BANKAM | -0.02% | 1.5941 R ISWP US0003M P 11/05/2031 | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | 1.4497 R ISWP US0003M P 11/26/2026 | -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 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | GBP/USD 12/15/2021 RBSF | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 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% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 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 CG | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 01/19/2022 UBS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -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 1YX1Y P 0.805 USD 05/09/2022 BA | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | 1.2975 R ISWP US0003M P 07/27/2031 | -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% | GBP/USD 12/15/2021 UBS | -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 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% | SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.03% | 1.31011 R ISWP US0003M P 08/10/2031 | -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% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% | 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | -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 MS | -0.03% | JPY/USD 02/16/2022 SSBT | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% | CAD/USD 01/19/2022 JPMCB | -0.03% | SEK/USD 12/15/2021 GSFX | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.04% | CAD/USD 01/19/2022 MSCIL | -0.04% | GBP/USD 12/15/2021 MSCIL | -0.04% | SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.04% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% | 1.8375 R ISWP US0003M P 09/30/2051 | -0.04% | AUD/USD 01/19/2022 TDBK | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% | SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.04% | 1.895 R ISWP FWD US0003M P 11/24/2033 | -0.04% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% | SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | EUR/USD 12/15/2021 BANKAM | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.05% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.05% | GBP/USD 12/15/2021 GSFX | -0.05% | EUR/USD 12/15/2021 HSBCB | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | 0.3757 R ISWP US0003M P 10/06/2023 | -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% | AUD/USD 01/19/2022 MSCIL | -0.06% | 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | NZD/USD 01/19/2022 JPMCB | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | 0.944 R ISWP US0003M P 10/25/2026 | -0.07% | EUR/USD 12/15/2021 MSCIL | -0.07% | EUR/USD 12/15/2021 GSFX | -0.07% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | NZD/USD 01/19/2022 SSBT | -0.09% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% | SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.09% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -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 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.11% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.11% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.11% | EUR/USD 12/15/2021 UBS | -0.11% | SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.12% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | EUR/USD 12/15/2021 JPMCB | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.14% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.14% | CPURNSA P 2.783 R 09/14/26 | -0.14% | 0.30 R ISWP US0003M P 07/14/2025 | -0.14% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% | 0.645 R ISWP US0003M P 07/15/2030 | -0.15% | 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.15% | SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.16% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.17% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.19% | CPURNSA P 2.78 R 01/15/32 | -0.19% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.20% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.20% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.25% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% | 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 | -0.36% | 1.02 R ISWP US0003M P 12/02/2033 | -0.40% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.42% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.51% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.71% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.83% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.13% | FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -1.87% | FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -3.65% | FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -5.48% | US 10YR ULTRA FUT MAR22 UXYH2 | -13.22% | US 2YR NOTE (CBT) MAR22 TUH2 | -56.54% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 13.87% | FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 13.42% | FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 5.60% | FNMA FN30 TBA UMBS 05.5000 11/01/2051 | 2.00% | TREASURY BILL 00.0000 03/17/2022 | 1.69% | TREASURY BILL 00.0000 03/24/2022 | 1.43% | FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 1.29% | TREASURY BILL 00.0000 02/17/2022 | 1.19% | TREASURY BILL 00.0000 02/24/2022 | 1.19% | TREASURY BILL 00.0000 02/10/2022 | 1.13% | TREASURY BILL 00.0000 03/10/2022 | 1.01% | TREASURY BILL 00.0000 04/21/2022 | 0.96% | 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 | 0.79% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.76% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.70% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.70% | STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.68% | CAS 2016-C02 1B 12.3393 09/25/2028 | 0.67% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.63% | FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 0.62% | TREASURY BILL 00.0000 03/03/2022 | 0.60% | CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.58% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.57% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.56% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.55% | GNR 2021-116 ES IO 06.1141 11/20/2047 | 0.53% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.52% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.51% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.51% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.50% | FHR 5004 SG IO 06.0108 08/25/2050 | 0.49% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.49% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.49% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.48% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% | SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.47% | BSCMS 2007-T26 AJ 05.4306 01/12/2045 | 0.47% | 1.16 R ISWP US0003M P 10/16/2050 | 0.45% | REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.44% | CWALT 2006-OA7 1A1 02.1886 06/25/2046 | 0.43% | WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.42% | FNR 2019-57 KS IO 05.9608 10/25/2049 | 0.42% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.41% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.41% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.40% | CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.40% | CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.40% | WFRBS 2011-C4 F 144A 04.8868 06/15/2044 | 0.40% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.39% | CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.39% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.38% | GNR 2020-133 CS IO 06.2144 09/20/2050 | 0.37% | CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.36% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.36% | FNR 2017-32 SA IO 06.0608 05/25/2047 | 0.36% | MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.36% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.36% | FHR 5011 SA IO 06.1608 09/25/2050 | 0.35% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% | CAS 2016-C03 1B 11.8393 10/25/2028 | 0.34% | FHR 5002 SJ IO 06.0108 07/25/2050 | 0.34% | STRU BMOC-8710 SA IO 06.0644 07/20/2050 | 0.34% | IVORY COAST REGS 05.7500 12/31/2032 | 0.34% | STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.34% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.33% | GNR 2020-63 PS IO 06.0144 04/20/2050 | 0.32% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.32% | CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.32% | CAS 2019-R03 1B1 04.1893 09/25/2031 | 0.31% | GNR 2019-89 PS IO 06.0144 07/20/2049 | 0.31% | GNR 2021-77 SM IO 06.2144 05/20/2051 | 0.31% | TREASURY BILL 00.0000 02/03/2022 | 0.30% | GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.30% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.30% | FHR 4839 WS IO 06.0098 08/15/2056 | 0.29% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.29% | JPMBB 2014-C18 D 144A 04.7965 02/15/2047 | 0.29% | 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.29% | CAS 2018-C04 2B1 04.5893 12/25/2030 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.28% | WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.28% | GNR 2020-63 AS IO 05.9144 08/20/2043 | 0.27% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.27% | CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.27% | FHR 4945 SL IO 05.9608 01/25/2050 | 0.27% | STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.26% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.26% | CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.26% | STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.26% | GNR 2021-59 SQ IO 06.2144 04/20/2051 | 0.26% | 2.764 R ISWP US0003M P 02/18/2031 | 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 2.35 USD 04/13/2026 BA | 0.26% | PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.25% | STACR 2018-DNA3 B2 07.8393 09/25/2048 | 0.25% | FNR 2018-38 SA IO 06.1108 06/25/2048 | 0.25% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.24% | GSMS 2014-GC24 D 144A 04.5364 09/10/2047 | 0.24% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | WAMU 2005-AR17 A1B3 00.7893 12/25/2045 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.24% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.24% | GNR 2019-96 SY IO 06.0144 08/20/2049 | 0.23% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.23% | GNR 2021-98 SK IO 06.2144 06/20/2051 | 0.22% | GNR 2014-60 SD IO 06.0944 04/20/2044 | 0.22% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.22% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.22% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.22% | GNR 2019-83 SY IO 06.0144 07/20/2049 | 0.22% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.21% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.21% | FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.21% | STACR 2015-HQA1 B 08.8893 03/25/2028 | 0.20% | JPMCC 2013-LC11 D 04.1645 04/15/2046 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | FNR 2015-42 LS IO 06.1108 06/25/2045 | 0.20% | CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.19% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.19% | PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.19% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% | FNR 2018-20 SB IO 06.1608 03/25/2048 | 0.19% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.19% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.19% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.18% | CAS 2016-C01 1B 11.8393 08/25/2028 | 0.18% | SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.17% | STACR 2020-DNA3 B2 09.4393 06/25/2050 | 0.17% | OMIR 2017-1A B1 144A 05.8393 04/25/2027 | 0.17% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.17% | GNR 2018-139 SA IO 06.0644 10/20/2048 | 0.17% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.17% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | GNR 2020-7 SK IO 05.9644 01/20/2050 | 0.16% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 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% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% | GNR 2017-H16 JI IO 02.3092 08/20/2067 | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.16% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.16% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.16% | RALI 2006-QO10 A1 00.4093 01/25/2037 | 0.16% | BCAP 2011-RR3 3A6 02.6322 11/27/2036 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | MSBAM 2013-C10 D 144A 04.0799 07/15/2046 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.15% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.15% | DISH NETWORK CV 03.3750 08/15/2026 | 0.15% | FNR 2016-96 ST IO 06.0108 12/25/2046 | 0.15% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 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% | GNR 2016-H09 BI IO 01.7489 04/20/2066 | 0.15% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.15% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.14% | SPLUNK INC CV 01.1250 06/15/2027 | 0.14% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.14% | SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.14% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.14% | FNR 2019-43 JS IO 05.9608 08/25/2049 | 0.14% | GNR 2019-152 ES IO 05.9644 12/20/2049 | 0.14% | WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.14% | CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.14% | PIONEER NAT CV 00.2500 05/15/2025 | 0.14% | BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.14% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.13% | STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.13% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | 0.75 R ISWP US0003M P 10/16/2030 | 0.13% | GNR 2018-H05 BI IO 02.3921 02/20/2068 | 0.13% | GSMS 2013-GC10 D P/P 144A 04.4013 02/10/2046 | 0.13% | JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.13% | WFCM 2016-NXS5 D 04.9845 01/15/2059 | 0.13% | CWALT 2006-OA10 3A1 00.4693 08/25/2046 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.13% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.13% | GNR 2015-H25 AI IO 01.6132 09/20/2065 | 0.13% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.13% | GNR 2017-H10 MI IO 01.8277 04/20/2067 | 0.13% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.12% | MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | 0.41 R ISWP US0003M P 10/13/2025 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 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% | CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.12% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% | LIVE NATION CV 02.5000 03/15/2023 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | OKTA INC CV 00.3750 06/15/2026 | 0.12% | STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.12% | TREASURY BILL 00.0000 05/19/2022 | 0.12% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.12% | 0.471 R ISWP US0003M P 11/16/2025 | 0.12% | COMM 2013-CR9 D 144A 04.2692 07/10/2045 | 0.12% | CWALT 2005-59 1A1 00.7456 11/20/2035 | 0.12% | FNR 2013-90 SD IO 06.5108 09/25/2043 | 0.12% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.12% | SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.12% | GNR 2016-H10 AI IO 01.5066 04/20/2066 | 0.12% | BALTA 2005-8 21A1 02.4668 10/25/2035 | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.11% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.11% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.11% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.11% | JPMBB 2014-C18 E 144A 04.2965 02/15/2047 | 0.11% | STACR 2014-DN1 M3 04.5893 02/25/2024 | 0.11% | GNR 2016-H06 DI IO 01.6169 07/20/2065 | 0.11% | GNR 2016-H24 JI IO 02.0437 11/20/2066 | 0.11% | GNR 2017-H08 NI IO 02.2418 03/20/2067 | 0.11% | GNR 2018-H05 AI IO 02.3880 02/20/2068 | 0.11% | SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 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% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.11% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.11% | GNR 2018-H03 XI IO 02.3064 02/20/2068 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.11% | CD 2017-CD3 C 04.5465 02/10/2050 | 0.11% | GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.11% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% | 0.37 R ISWP US0003M P 10/16/2025 | 0.10% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 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-H22 AI IO 02.1573 10/20/2066 | 0.10% | JPY/USD 11/17/2021 SSBT | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.10% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.10% | FNR 2013-107 SB IO 05.8608 02/25/2043 | 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% | STACR 2020-DNA4 B2 10.0893 08/25/2050 | 0.10% | GNR 2016-H06 CI IO 01.4436 02/20/2066 | 0.10% | GNR 2017-H06 BI IO 02.3386 02/20/2067 | 0.10% | GSMS 2012-GCJ7 D 144A 05.5453 05/10/2045 | 0.10% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% | CWALT 2005-38 A1 01.5874 09/25/2035 | 0.10% | GNR 2017-H16 IB IO 01.8641 08/20/2067 | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.10% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | GNR 2017-H09 IO IO 01.8196 04/20/2067 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.09% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% | CAS 2020-R01 1B1 03.3393 01/25/2040 | 0.09% | GNR 2015-H23 BI IO 01.7502 09/20/2065 | 0.09% | GNR 2016-H03 DI IO 02.0403 12/20/2065 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | STICHTING AK RABOBANK REGS 19.4365 01/24/2044 | 0.09% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% | GNR 2017-H16 IG IO 01.7058 07/20/2067 | 0.09% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.09% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.09% | JPMBB 2014-C25 D P/P 144A 03.9409 11/15/2047 | 0.09% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.09% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | GNR 2015-H24 AI IO 01.7743 09/20/2065 | 0.09% | GNR 2016-H02 HI IO 01.5581 01/20/2066 | 0.09% | GNR 2017-H11 DI IO 01.8457 05/20/2067 | 0.09% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.09% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.09% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | EUR/USD 12/15/2021 RBSF | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | GNR 2014-119 SA IO 05.5144 08/20/2044 | 0.08% | GNR 2017-H02 BI IO 02.4334 01/20/2067 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% | CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.08% | GNR 2017-H12 QI IO 02.2376 05/20/2067 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.08% | 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.08% | GSR 2007-OA1 2A3A 00.3993 05/25/2037 | 0.08% | NZD/USD 01/19/2022 JPMCB | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.08% | ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.08% | GNR 2017-H11 TI IO 02.1906 04/20/2067 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% | GNR 2016-H16 EI IO 02.1962 06/20/2066 | 0.08% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.08% | ISTAR INC 04.7500 10/01/2024 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | SPRINT CORP 07.6250 03/01/2026 | 0.08% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% | TRANSDIGM INC 05.5000 11/15/2027 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% | CAS 2018 - C01 1B1 03.6393 07/25/2030 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | WFRBS 2012-C7 E 144A 04.8028 06/15/2045 | 0.07% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | GNR 2015-H25 EI IO 01.8486 10/20/2065 | 0.07% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | GNR 2016-H03 AI IO 01.7699 01/20/2066 | 0.07% | GNR 2016-H14 AI IO 01.9840 06/20/2066 | 0.07% | CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 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% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% | SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.07% | COMM 2014-UBS3 D 144A 04.7676 06/10/2047 | 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% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% | FHR 4742 S IO 06.1098 12/15/2047 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.07% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.07% | WMHE 2007-HE4 1A 00.2593 07/25/2047 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | COMM 2014-CR16 C 04.9192 04/10/2047 | 0.07% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% | GNR 2014-H21 BI IO 01.5350 10/20/2064 | 0.07% | STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.07% | STACR 2019-DNA3 B2 08.2393 07/25/2049 | 0.07% | JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.07% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% | AUD/USD 01/19/2022 MSCIL | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.06% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% | BWAY CORP TLB L+325 03.3370 04/03/2024 | 0.06% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.06% | GNR 2015-H10 BI IO 01.8139 04/20/2065 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 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% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | OMNICELL INC CV 00.2500 09/15/2025 | 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% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.06% | BURL STORE CV 02.2500 04/15/2025 | 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% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.06% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.06% | GNR 2016-H24 CI IO 01.6916 10/20/2066 | 0.06% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | CAS 2016-C05 2B 10.8393 01/25/2029 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.5870 12/17/2026 | 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% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SILICON LABS CV 00.6250 06/15/2025 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | MEREDITH CORP 06.5000 07/01/2025 | 0.06% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 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% | TWILIO INC 03.6250 03/15/2029 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 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% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 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% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.06% | TAMKO BUILDING PRODUCT L+300 03.1013 05/31/2026 | 0.06% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.06% | CWALT 2007-OH1 A1D 00.2993 04/25/2047 | 0.06% | DATADOG INC CV 00.1250 06/15/2025 | 0.06% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2013-H08 CI IO 01.6057 02/20/2063 | 0.06% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.06% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.06% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% | STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.05% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | 0.30 R ISWP US0003M P 12/02/2023 | 0.05% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% | ZENDESK INC CV 00.6250 06/15/2025 | 0.05% | AUD/USD 01/19/2022 JPMCB | 0.05% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | GNR 2016-H17 KI IO 01.9045 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% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.05% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | HVMLT 2005-2 1A 00.6004 05/19/2035 | 0.05% | NOK/USD 12/15/2021 TDBK | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.05% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% | 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.05% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.05% | CHEGG INC CV 00.0000 09/01/2026 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | REDFIN CORP CV 00.0000 10/15/2025 | 0.05% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 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% | OVINTIV INC 06.6250 08/15/2037 | 0.05% | 0.963 R ISWP FWD US0003M P 07/06/2026 | 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% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 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% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 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% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.05% | CAD/USD 01/19/2022 GSFX | 0.05% | CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.05% | LIBERTY MEDIA | 0.05% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% | 1.824 R ISWP US0003M P 09/30/2051 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 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% | 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 05.5232 02/15/2046 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% | 1.65537 R ISWP US0003M P 08/03/2051 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.04% | GNR 2016-H14 IO IO 01.6814 06/20/2066 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% | FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 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% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% | FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.04% | GNR 2015-H08 CI IO 01.7919 03/20/2065 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% | LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% | ENVISION HEALTHCARE TL L+375 03.8370 10/10/2025 | 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% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | NOK/USD 12/15/2021 MSCIL | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 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% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1.0575 R ISWP FWD US0003M P 12/21/2026 | 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 03.5870 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% | DISH DBS CORP 05.1250 06/01/2029 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 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% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.04% | NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 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% | 1.075 R ISWP US0003M P 01/27/2031 | 0.04% | 1.333 R ISWP FWD US0003M P 10/01/2031 | 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% | GNR 2013-129 SN IO 06.0644 09/20/2043 | 0.04% | MHL 2005-3 M2 00.8843 08/25/2035 | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | APACHE CORP 05.1000 09/01/2040 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | SCIENTIFIC GAMES CORP L+275 02.8370 08/14/2024 | 0.04% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.04% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | MSBAM 2015-C23 D 144A 04.1437 07/15/2050 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.03% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% | VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.03% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.03% | 1.324 R ISWP US0003M P 09/17/2031 | 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% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 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% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | CHAMPIONX CORP 06.3750 05/01/2026 | 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% | ELANCO ANIMAL HLTH TLB L+175 01.8364 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% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MSBAM 2013-C11 D 144A 04.3514 08/15/2046 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 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 ML | 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% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 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% | NEUROCRINE CV 02.2500 05/15/2024 | 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% | 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% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.03% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% | 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.03% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% | AUD/USD 01/19/2022 TDBK | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 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% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | EUR/USD 12/15/2021 SSBT | 0.03% | EUR/USD 12/15/2021 TDBK | 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% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | AUD/USD 01/19/2022 RBSF | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 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% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 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% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | APACHE CORPORATION 04.8750 11/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 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% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | 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% | EUR/USD PUT 1.155 20211112 GSFX | 0.02% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 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% | SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 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% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 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 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% | 1.087 R ISWP US0003M P 10/12/2026 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 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% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 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% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.02% | 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 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% | 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% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2020-15 CS IO 05.9644 02/20/2050 | 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% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.29 R ISWP US0003M P 08/20/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 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 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 06.0141 07/16/2043 | 0.02% | JPY/USD 11/17/2021 JPMCB | 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% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 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% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | EUR/USD 12/15/2021 BCAP-FX | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 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% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 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% | CAD/USD 01/19/2022 UBS | 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% | 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% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% | SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 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 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% | GNMA GII30 BN1510 05.5000 05/20/2049 | 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% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 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% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.02% | BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.02% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 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% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% | 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% | CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | EUR/USD 12/15/2021 CITI | 0.01% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.01% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | NOK/USD 12/15/2021 CITI | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% | 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% | 1.461 R ISWP US0003M P 06/11/2031 | 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% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 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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-.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 GS | 0.00% | FSPC T-57 1AX IO 00.3851 07/25/2043 | 0.00% | IHEARTMEDIA TLB L+300 03.0870 05/01/2026 | 0.00% | JPY/USD 11/17/2021 RBSF | 0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% | 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.525 R ISWP US0003M P 03/15/2031 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | CAD/USD 01/19/2022 BANKAM | 0.00% | CAD/USD 01/19/2022 WPAC | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.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 | 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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 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 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 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 CG | 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 GS | 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% | GBP/USD PUT 1.332 20211112 BANKAM | 0.00% | SWPTN 1MX5Y R 1.3025 USD 11/26/2021 CI | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% | CHF/USD 12/15/2021 JPMCB | 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 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 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% | 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% | 1.567 R ISWP US0003M P 10/12/2031 | 0.00% | AUD/USD 01/19/2022 CSI-FX | 0.00% | CHF/USD 12/15/2021 HSBCB | 0.00% | CHF/USD 12/15/2021 RBSF | 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 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 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% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | MEZZ 2007-C5 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P 12/15/2031 | -0.02% | 1.45 R ISWP FWD US0003M P 06/23/2031 | -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% | NZD/USD 01/19/2022 UBS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | JPY/USD 11/17/2021 MSCIL | -0.02% | NZD/USD 01/19/2022 SSBT | -0.02% | 1.915 R ISWP FWD US0003M P 10/10/2033 | -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% | NZD/USD 01/19/2022 WPAC | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% | AUD/USD 01/19/2022 HSBCB | -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 12/15/2021 SSBT | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.02% | AUD/USD 01/19/2022 BCAP-FX | -0.03% | AUD/USD 01/19/2022 UBS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | JPY/USD 11/17/2021 BCAP-FX | -0.03% | SEK/USD 12/15/2021 MSCIL | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -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 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | EUR/USD 12/15/2021 BANKAM | -0.03% | EUR/USD 12/15/2021 HSBCB | -0.03% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -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 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -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% | NZD/USD 01/19/2022 BANKAM | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | 1.377 R ISWP US0003M P 02/18/2031 | -0.03% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -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% | SEK/USD 12/15/2021 SSBT | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.03% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% | SEK/USD 12/15/2021 GSFX | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | 1.2975 R ISWP US0003M P 07/27/2031 | -0.04% | AUD/USD 01/19/2022 GSFX | -0.04% | JPY/USD 11/17/2021 TDBK | -0.04% | 1.6295 R ISWP US0003M P 07/29/2051 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | NOK/USD 12/15/2021 UBS | -0.04% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | JPY/USD 11/17/2021 HSBCB | -0.04% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.04% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.04% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -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% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% | AUD/USD 01/19/2022 BANKAM | -0.05% | SEK/USD 12/15/2021 TDBK | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% | 0.3757 R ISWP US0003M P 10/06/2023 | -0.05% | GBP/USD 12/15/2021 GSFX | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | NZD/USD 01/19/2022 GSFX | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.05% | UKRPI P 3.385 R 11/15/24 | -0.06% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -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% | NZD/USD 01/19/2022 RBSF | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | EUR/USD 12/15/2021 MSCIL | -0.06% | SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | EUR/USD 12/15/2021 UBS | -0.06% | JPY/USD 11/17/2021 BANKAM | -0.06% | 0.944 R ISWP US0003M P 10/25/2026 | -0.06% | 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.07% | NZD/USD 01/19/2022 MSCIL | -0.07% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.07% | EUR/USD 12/15/2021 JPMCB | -0.07% | 1.231 R ISWP US0003M P 02/09/2031 | -0.07% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.07% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | JPY/USD 11/17/2021 GSFX | -0.08% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% | EUR/USD 12/15/2021 GSFX | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% | 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.09% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -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 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% | 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.10% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | JPY/USD 11/17/2021 UBS | -0.11% | SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.11% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.13% | 0.30 R ISWP US0003M P 07/14/2025 | -0.13% | 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.14% | 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -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% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% | SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.15% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.15% | 0.645 R ISWP US0003M P 07/15/2030 | -0.15% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.16% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.17% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.18% | CPURNSA P 2.783 R 09/14/26 | -0.20% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.20% | CPURNSA P 2.78 R 01/15/32 | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.23% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.25% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.38% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% | 1.02 R ISWP US0003M P 12/02/2033 | -0.44% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.54% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.75% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.75% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.17% | FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -1.84% | FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -8.94% | US 10YR ULTRA FUT DEC21 UXYZ1 | -12.90% | US 2YR NOTE (CBT) DEC21 TUZ1 | -57.32% |
| 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 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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 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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 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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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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 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 11/17/2021 CITI | -0.00% | SEK/USD 12/15/2021 MSCIL | -0.00% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% | CAD/USD 10/20/2021 WPAC | -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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB 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10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 1MX10Y R 1.383 USD 10/08/2021 GS | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 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% | CPTFEMU P 1.71 R 07/15/37 | -0.02% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | GBP/USD 12/15/2021 RBSF | -0.02% | JPY/USD 11/17/2021 BANKAM | -0.02% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -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% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | 1.377 R ISWP US0003M P 02/18/2031 | -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 GS | -0.02% | 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.02% | AUD/USD 10/20/2021 SSBT | -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 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | UKRPI P 3.665 R 12/15/28 | -0.02% | 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.02% | AUD/USD 10/20/2021 BANKAM | -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 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% |
Sector Weightings as of 12/31/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency CMO | 23.46% | 0.77 | 0.00% | 0.00 | 23.46% | 0.77 |
| Agency pass-through | 0.27% | 0.01 | 21.35% | 0.63 | 21.62% | 0.64 |
| Net cash | 20.87% | 0.00 | 0.00% | 0.00 | 20.87% | 0.00 |
| Commercial MBS | 7.72% | 0.25 | 10.68% | 0.02 | 18.40% | 0.27 |
| High-yield corporate bonds | 13.48% | 0.54 | 0.00% | 0.00 | 13.48% | 0.54 |
| Emerging-market bonds | 12.37% | 0.82 | 0.00% | 0.00 | 12.37% | 0.82 |
| Residential MBS (non-agency) | 11.54% | 0.32 | 0.00% | 0.00 | 11.54% | 0.32 |
| Convertible securities | 5.96% | 0.11 | 0.00% | 0.00 | 5.96% | 0.11 |
| Investment-grade corporate bonds | 2.18% | 0.17 | 0.00% | 0.00 | 2.18% | 0.17 |
| Bank loans | 1.75% | 0.06 | 0.00% | 0.00 | 1.75% | 0.06 |
| Asset-backed securities (ABS) | 0.30% | 0.01 | 0.00% | 0.00 | 0.30% | 0.01 |
| Equity investments | 0.10% | 0.00 | 0.00% | 0.00 | 0.10% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.73 | 0.00% | -0.73 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.12 | 0.00% | -2.12 |
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 12/31/21
| United States | 86.76% |
|---|---|
| Indonesia | 2.38% |
| Ivory Coast | 1.78% |
| Senegal | 1.69% |
| Brazil | 1.33% |
| Dominican Republic | 1.17% |
| Mexico | 1.17% |
| Bahrain | 0.51% |
| France | 0.46% |
| Other | 2.75% |
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% |