‡ 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)
- Robert L. Salvin (Investing since 1986)
Daily pricing as of 07/06/22
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $17.587326 | $16.999602 |
| Unit Value Change | -0.037885 | -0.036689 |
Lipper ranking ‡ as of 05/31/22
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 59% | 10/16 |
| 1 yr. | 46% | 17/36 |
| 3 yrs. | 86% | 30/34 |
| 5 yrs. | 74% | 22/29 |
Quick facts as of 06/30/22
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1401 |
| Turnover (fiscal year end) | 1,115% |
| Net Assets | $152M |
| Inception Date | 09/15/93 |
Performance
Performance as of 06/30/22
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -3.48% | -3.33% | -9.43% | -3.75% | -1.15% | 0.74% | 2.70% |
| Standardized | -11.20% | -11.06% | -16.68% | -6.39% | -2.37% | 0.74% | 2.70% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.51% | -3.40% | -9.57% | -3.90% | -1.30% | 0.58% | 2.55% |
| Standardized | -11.23% | -11.13% | -16.80% | -6.53% | -2.51% | 0.58% | 2.55% |
| Actual performance | |||||||
| Unit Value | -3.48% | -3.33% | -9.43% | -3.75% | -1.15% | 0.74% | 2.55% |
| Standardized | -11.20% | -11.06% | -16.68% | -6.39% | -2.37% | 0.74% | 2.55% |
| With optional enhanced death benefit | |||||||
| Unit Value | -3.51% | -3.40% | -9.57% | -3.90% | -1.30% | 0.58% | 2.39% |
| Standardized | -11.23% | -11.13% | -16.80% | -6.53% | -2.51% | 0.58% | 2.39% |
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 06/30/22 |
|
|---|---|
| Unit Value | -2.01% |
| Standardized | -9.84% |
YTD as of 07/06/22 |
|
|---|---|
| Unit Value | -2.74% |
| Standardized | -10.52% |
With optional enhanced death benefit
Monthly as of 06/30/22 |
|
|---|---|
| Unit Value | -2.02% |
| Standardized | -9.86% |
YTD as of 07/06/22 |
|
|---|---|
| Unit Value | -2.81% |
| Standardized | -10.59% |
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 05/31/22
| Avg. Eff. Maturity | 2.28 |
| Avg. Eff. Duration | 1.51 |
| Avg. Coupon | 4.12 |
| Avg. Yield to Maturity | 13.27 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.17 |
Maturity Details
| 0 to 1 yr. | 33.13% |
| 1 to 5 yrs. | 32.66% |
| 5 to 10 yrs. | 36.34% |
| 10 to 15 yrs. | -3.16% |
| Over 15 yrs. | 1.03% |
Quality Ratings
| AAA | 36.44% |
| AA | 0.51% |
| A | 1.11% |
| BBB | 7.27% |
| BB | 15.67% |
| B | 11.56% |
| CCC and Below | 6.14% |
| Not Rated | 21.30% |
Holdings
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 4.57% |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 4.56% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 3.77% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 3.67% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 1.93% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 1.28% |
| Bundesobligation Regs 00.0000 04/05/2024 | 1.13% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.94% |
| Fhr 4991 Ie Io 05.0000 07/25/2050 | 0.82% |
| Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.77% |
| Top 10 holdings, total: | 23.44% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 4.57% |
| 2: Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 4.56% |
| 3: Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 3.77% |
| 4: Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 3.67% |
| 5: Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 1.93% |
| 6: Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 1.28% |
| 7: Bundesobligation Regs 00.0000 04/05/2024 | 1.13% |
| 8: Ivory Coast Regs 06.1250 06/15/2033 | 0.94% |
| 9: Fhr 4991 Ie Io 05.0000 07/25/2050 | 0.82% |
| 10: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.77% |
| Holdings represent 23.44% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 9.01% |
| 2: Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | 6.76% |
| 3: Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 3.15% |
| 4: Bundesobligation Regs 00.0000 04/05/2024 | 1.10% |
| 5: Ivory Coast Regs 06.1250 06/15/2033 | 0.95% |
| 6: Fhr 4991 Ie Io 05.0000 07/25/2050 | 0.84% |
| 7: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.77% |
| 8: Petroleos Mexicanos Usd 06.7000 02/16/2032 | 0.73% |
| 9: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.73% |
| 10: Cas 2016-C02 1b 12.9179 09/25/2028 | 0.70% |
| Holdings represent 24.73% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | 18.30% |
| 2: Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | 3.72% |
| 3: Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | 2.42% |
| 4: Fnma Fn30 Tba Umbs 04.5000 05/01/2052 | 1.28% |
| 5: Ivory Coast Regs 06.1250 06/15/2033 | 0.97% |
| 6: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.79% |
| 7: Fhr 4991 Ie Io 05.0000 07/25/2050 | 0.78% |
| 8: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.74% |
| 9: Stacr 2016-Dna1 B 10.4566 07/25/2028 | 0.70% |
| 10: Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.70% |
| Holdings represent 30.40% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | 18.98% |
| 2: Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | 13.46% |
| 3: Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | 1.30% |
| 4: Ivory Coast Regs 06.1250 06/15/2033 | 0.83% |
| 5: Republic Of Indonesia Usd 02.8500 02/14/2030 | 0.78% |
| 6: Fhr 4991 Ie Io 05.0000 07/25/2050 | 0.74% |
| 7: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.72% |
| 8: Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.69% |
| 9: Stacr 2016-Dna1 B 10.1869 07/25/2028 | 0.69% |
| 10: Cas 2016-C02 1b 12.4369 09/25/2028 | 0.67% |
| Holdings represent 38.86% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 4.57% | FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 4.56% | FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 3.77% | FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 3.67% | FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 3.21% | TREASURY BILL 00.0000 06/09/2022 | 2.31% | TREASURY BILL 00.0000 06/02/2022 | 2.25% | TREASURY BILL 00.0000 06/14/2022 | 1.67% | TREASURY BILL 00.0000 06/16/2022 | 1.09% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 1.01% | IVORY COAST REGS 06.1250 06/15/2033 | 0.91% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.85% | FHR 4991 IE IO 05.0000 07/25/2050 | 0.80% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.76% | PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.72% | TREASURY BILL 00.0000 06/07/2022 | 0.71% | TREASURY BILL 00.0000 06/21/2022 | 0.71% | CAS 2016-C02 1B 13.2557 09/25/2028 | 0.70% | STACR 2016-DNA1 B 11.0057 07/25/2028 | 0.70% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.69% | FNMA FN30 TBA UMBS 05.5000 06/01/2052 | 0.67% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.64% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.64% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.64% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.58% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.57% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.56% | CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.56% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.55% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.54% | REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.54% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.53% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.52% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.52% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.51% | TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.51% | UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.50% | ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.49% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.48% | WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.47% | FNR 2022-1 GI IO 03.0000 02/25/2052 | 0.42% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.42% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.42% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.42% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.42% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.40% | CAS 2018-C05 1B1 05.2557 01/25/2031 | 0.40% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.40% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | GNR 2020-78 DI IO 04.0000 06/20/2050 | 0.40% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.39% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.39% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.39% | CWALT 2006-OA7 1A1 02.2419 06/25/2046 | 0.39% | GNR 2021-116 ES IO 05.3253 11/20/2047 | 0.39% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.39% | TREASURY BILL 00.0000 07/12/2022 | 0.38% | FHR 5004 SG IO 05.0943 08/25/2050 | 0.38% | GNR 2019-96 SY IO 05.1727 08/20/2049 | 0.37% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.35% | CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.35% | CAS 2016-C03 1B 12.7557 10/25/2028 | 0.35% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.35% | 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.35% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.35% | MCAS 2020-01 M10 144A 04.7557 03/25/2050 | 0.34% | STACR 2015-DNA3 B 10.3557 04/25/2028 | 0.34% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.33% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | REPUBLIC OF GHANA REGS 06.3750 02/11/2027 | 0.33% | IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.33% | CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.32% | CAS 2019-R03 1B1 05.1057 09/25/2031 | 0.32% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.32% | CMLTI 2007-AMC3 A2D 01.3557 03/25/2037 | 0.32% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.32% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.32% | WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.32% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.31% | UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.31% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.31% | JPMBB 2014-C18 D 144A 04.7879 02/15/2047 | 0.31% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.30% | CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.30% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.30% | GNR 2021-77 SM IO 05.3727 05/20/2051 | 0.29% | GNR 2020-133 CS IO 05.3727 09/20/2050 | 0.29% | CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.29% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.29% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.28% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.28% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.28% | FNR 2019-57 KS IO 05.0443 10/25/2049 | 0.28% | STRU BMOC-8710 SA IO 05.2227 07/20/2050 | 0.28% | CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.28% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.28% | FHR 5011 SA IO 05.2443 09/25/2050 | 0.28% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.28% | CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.28% | FNR 2017-32 SA IO 05.1443 05/25/2047 | 0.27% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.27% | STACR 2015-DNA2 B 08.5557 12/25/2027 | 0.27% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.27% | GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.26% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.25% | FHR 5002 SJ IO 05.0943 07/25/2050 | 0.25% | GNR 2020-63 PS IO 05.1727 04/20/2050 | 0.25% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.25% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | STACR 2018-DNA3 B2 08.7557 09/25/2048 | 0.25% | TRANSDIGM INC 05.5000 11/15/2027 | 0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.25% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.25% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.24% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.24% | 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.24% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.24% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.24% | WMABS 2006-HE2 A3 01.3057 05/25/2036 | 0.24% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.23% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.23% | WFCM 2016-NXS5 D 04.9834 01/15/2059 | 0.23% | 1.679 R ISWP SOFR P 01/21/2052 | 0.23% | 1.7674 R ISWP SOFR P 02/29/2052 | 0.23% | STACR 2018-HQA2 B2 12.0057 10/25/2048 | 0.23% | 1.675 R ISWP SOFR P 02/28/2027 | 0.22% | MSBAM 2013-C10 D 144A 04.0737 07/15/2046 | 0.22% | WAMU 2005-AR17 A1B3 01.7057 12/25/2045 | 0.22% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.22% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.22% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.21% | GNR 2019-89 PS IO 05.1727 07/20/2049 | 0.21% | STACR 2015-HQA1 B 09.8057 03/25/2028 | 0.21% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.21% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.21% | FHR 4839 WS IO 05.2253 08/15/2056 | 0.21% | MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.21% | HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.21% | LOXAM REGS 04.2500 04/15/2024 | 0.20% | MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.20% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.20% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% | GNR 2021-59 SQ IO 05.3727 04/20/2051 | 0.20% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.20% | GNR 2020-63 AS IO 05.0727 08/20/2043 | 0.20% | JPMCC 2013-LC11 D 04.1639 04/15/2046 | 0.20% | STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.20% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.20% | TECHEM VERWALTUNGSGESELL REGS 02.0000 07/15/2025 | 0.20% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | APACHE CORP 05.1000 09/01/2040 | 0.20% | GNR 2021-98 SK IO 05.3727 06/20/2051 | 0.20% | THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.20% | 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.19% | CAS 2016-C01 1B 12.7557 08/25/2028 | 0.19% | FNR 2018-38 SA IO 05.1943 06/25/2048 | 0.19% | WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.19% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.18% | GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.18% | SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.18% | 1.737 R ISWP SOFR P 03/11/2032 | 0.18% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.18% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.18% | FHR 4945 SL IO 05.0443 01/25/2050 | 0.18% | ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% | CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.18% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% | STACR 2020-DNA3 B2 10.3557 06/25/2050 | 0.18% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.18% | CAS 2020-SBT1 1M2 04.6557 02/25/2040 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% | CWALT 2005-38 A1 01.8237 09/25/2035 | 0.17% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.17% | 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.17% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.17% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.16% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.16% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.16% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.16% | CWALT 2005-65CB 2A1 01.4307 12/25/2035 | 0.16% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.16% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | BCAP 2011-RR3 3A6 02.8703 11/27/2036 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.15% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | IVORY COAST REGS 05.2500 03/22/2030 | 0.15% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% | 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.15% | GNR 2019-83 SY IO 05.1727 07/20/2049 | 0.15% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.15% | COMM 2013-CR9 D 144A 04.2928 07/10/2045 | 0.15% | GNR 2014-60 SD IO 05.2527 04/20/2044 | 0.15% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.15% | ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.14% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.14% | CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.14% | GSMS 2013-GC10 D P/P 144A 04.4007 02/10/2046 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | BMIR 2017-1 B1 144A 05.7557 10/25/2027 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.14% | FNR 2020-12 SK IO 05.0443 03/25/2050 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | RALI 2006-QO10 A1 01.3257 01/25/2037 | 0.14% | EUR/USD 06/15/2022 SSBT | 0.14% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% | RIAL 2022-FL8 B P/P 144A 03.5500 01/19/2037 | 0.14% | SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.14% | SAMI 2007-AR1 2A1 01.1857 01/25/2037 | 0.14% | OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.13% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.13% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.13% | FNR 2018-20 SB IO 05.2443 03/25/2048 | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.13% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | CWALT 2006-OA10 3A1 01.3857 08/25/2046 | 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% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.12% | CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% | FNR 2015-42 LS IO 05.1943 06/25/2045 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | GNR 2016-H09 BI IO 02.4274 04/20/2066 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.12% | OVINTIV INC 07.3750 11/01/2031 | 0.12% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.12% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.12% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.12% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.12% | STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.12% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.12% | CAS 2017-C04 2M2 03.8557 11/25/2029 | 0.12% | FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.12% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.12% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.12% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.12% | CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.11% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.11% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.11% | GNR 2020-7 SK IO 05.1227 01/20/2050 | 0.11% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.11% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.11% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.11% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | GSMS 2012-GCJ7 D 144A 05.3420 05/10/2045 | 0.11% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.11% | STACR 2018-HQA2 B1 05.2557 10/25/2048 | 0.11% | JPMBB 2014-C18 E 144A 04.2879 02/15/2047 | 0.11% | GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.10% | GNR 2017-H16 JI IO 02.4405 08/20/2067 | 0.10% | STACR 2019-DNA2 B2 11.5057 03/25/2049 | 0.10% | GNR 2018-139 SA IO 05.2227 10/20/2048 | 0.10% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.10% | CD 2017-CD3 C 04.5478 02/10/2050 | 0.10% | FNR 2019-43 JS IO 05.0443 08/25/2049 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | STACR 2020-DNA4 B2 11.0057 08/25/2050 | 0.10% | CWALT 2005-59 1A1 01.5873 11/20/2035 | 0.10% | DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.10% | BALTA 2005-8 21A1 02.5536 10/25/2035 | 0.10% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.10% | NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% | STACR 2014-DN1 M3 05.5057 02/25/2024 | 0.10% | SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2019-152 ES IO 05.1227 12/20/2049 | 0.10% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.10% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.10% | GSAA 2006-8 2A2 01.3657 05/25/2036 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | FNR 2016-96 ST IO 05.0943 12/25/2046 | 0.10% | PIONEER NAT CV 00.2500 05/15/2025 | 0.10% | SM ENERGY CO 06.7500 09/15/2026 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% | GNR 2018-H05 BI IO 01.7899 02/20/2068 | 0.10% | JPMBB 2014-C25 D P/P 144A 03.9383 11/15/2047 | 0.10% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.09% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | CAS 2020-R01 1B1 04.2557 01/25/2040 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.09% | GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.09% | IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.09% | SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.09% | BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.09% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.09% | 2.116 R ISWP SOFR P 04/04/2032 | 0.09% | CAS 2022-R02 2B1 05.0845 01/25/2042 | 0.09% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.09% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.09% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | COMM 2014-CR16 C 04.9186 04/10/2047 | 0.08% | GNR 2018-H05 AI IO 01.7969 02/20/2068 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | FNR 2013-90 SD IO 05.5943 09/25/2043 | 0.08% | GNR 2018-H03 XI IO 02.1526 02/20/2068 | 0.08% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.08% | CWALT 2006-OA10 2A1 01.3857 08/25/2046 | 0.08% | DISH NETWORK CV 03.3750 08/15/2026 | 0.08% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.08% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.08% | ISTAR INC 04.7500 10/01/2024 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.08% | FORD MOTOR CO CV 00.0000 03/15/2026 | 0.08% | GNR 2016-H03 DI IO 02.0296 12/20/2065 | 0.08% | GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.08% | GNR 2017-H06 BI IO 02.2689 02/20/2067 | 0.08% | GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.08% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.08% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.08% | SWPTN EUR006M 5YX30Y P 1.345 EUR 04/29/2027 UB | 0.08% | WFRBS 2012-C7 E 144A 04.6305 06/15/2045 | 0.08% | CAS 2018 - C01 1B1 04.5557 07/25/2030 | 0.08% | SPRINT CORP 07.6250 03/01/2026 | 0.08% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.08% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.08% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.07% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.07% | FNR 2013-107 SB IO 04.9443 02/25/2043 | 0.07% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% | GNR 2015-H23 BI IO 01.7412 09/20/2065 | 0.07% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.07% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.07% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.07% | GNR 2017-H09 IO IO 01.7683 04/20/2067 | 0.07% | GNR 2017-H16 IB IO 01.9422 08/20/2067 | 0.07% | HALOZYME THER CV 00.2500 03/01/2027 | 0.07% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.07% | STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.07% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.07% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.07% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.07% | ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.07% | GNR 2016-H06 DI IO 01.5641 07/20/2065 | 0.07% | NZD/USD 07/20/2022 MSCIL | 0.07% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.07% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.07% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.07% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.07% | BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.07% | CCMFC 2006-4A A2 01.1857 11/25/2047 | 0.07% | COMM 2014-UBS3 D 144A 04.7670 06/10/2047 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2017-H11 TI IO 02.9779 04/20/2067 | 0.07% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.07% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% | CHS/COMMUNITY P/P 144A 08.0000 12/15/2027 | 0.07% | GSR 2007-OA1 2A3A 01.3157 05/25/2037 | 0.07% | STACR 2019-DNA3 B2 09.1557 07/25/2049 | 0.07% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.07% | GNR 2016-H10 AI IO 01.4891 04/20/2066 | 0.07% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.07% | SPLUNK INC CV 01.1250 06/15/2027 | 0.07% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.07% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.07% | WMHE 2007-HE4 1A 01.1757 07/25/2047 | 0.07% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.06% | AIRBNB INC CV 00.0000 03/15/2026 | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | GNR 2016-H22 AI IO 01.9929 10/20/2066 | 0.06% | JPALT 2007-A2 12A1 01.4057 06/25/2037 | 0.06% | STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.06% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.06% | CAS 2016-C05 2B 11.7557 01/25/2029 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | GNR 2017-H02 BI IO 02.3581 01/20/2067 | 0.06% | SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.06% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% | GNR 2017-H11 DI IO 02.0637 05/20/2067 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.06% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.06% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.06% | TERRIER MEDIA BUYER IN L+350 04.5596 12/17/2026 | 0.06% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | GNR 2015-H25 EI IO 01.8356 10/20/2065 | 0.06% | OPTN FN30 4.0 06/06/22 CALL 99.15625 JPMC | 0.06% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | VAIL RESORTS CV 00.0000 01/01/2026 | 0.06% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | AUD/USD 07/20/2022 SSBT | 0.06% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.06% | GNR 2017-H16 IG IO 01.7668 07/20/2067 | 0.06% | HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.06% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.06% | UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.06% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.06% | 2.26 R ISWP SOFR P 03/30/2032 | 0.06% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.06% | TAMKO BUILDING PRODUCT L+300 04.2667 05/03/2026 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.06% | FHR 4742 S IO 05.3253 12/15/2047 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.06% | SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% | GNR 2017-H12 QI IO 02.6113 05/20/2067 | 0.06% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.06% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.06% | TWILIO INC 03.6250 03/15/2029 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.06% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.06% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% | SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.06% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.06% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.05% | GBP/USD 06/15/2022 HSBCB | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | GNR 2014-H21 BI IO 01.5217 10/20/2064 | 0.05% | GNR 2015-H24 AI IO 01.6287 09/20/2065 | 0.05% | NEWELL BRANDS INC 04.4500 04/01/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.05% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.05% | EXPEDIA GRP CV 00.0000 02/15/2026 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.05% | GNR 2014-119 SA IO 04.6727 08/20/2044 | 0.05% | GNR 2016-H06 CI IO 01.3340 02/20/2066 | 0.05% | GNR 2016-H16 EI IO 02.2122 06/20/2066 | 0.05% | GNR 2016-H24 CI IO 01.6812 10/20/2066 | 0.05% | LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.05% | WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.05% | ARBY'S TLB L+275 03.7560 02/05/2025 | 0.05% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | CWALT 2007-OH1 A1D 01.2157 04/25/2047 | 0.05% | GNR 2015-H10 BI IO 02.4838 04/20/2065 | 0.05% | OKTA INC CV 00.3750 06/15/2026 | 0.05% | SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.05% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.05% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.05% | STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.05% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | ENPHASE EN CV 00.0000 03/01/2028 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | LIBERTY MEDIA | 0.05% | MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.05% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% | AKAMAI TECH CV 00.1250 05/01/2025 | 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% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.05% | GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.05% | SLH TL B 1L USD L+400 05.0596 06/03/2028 | 0.05% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.04% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.04% | COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.04% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | GNR 2016-H02 HI IO 01.4534 01/20/2066 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | PLY GEM INDUSTRIES INC L+325 04.1247 04/12/2028 | 0.04% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% | WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.04% | 2.247 R ISWP SOFR P 04/01/2027 | 0.04% | CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.04% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.04% | GNR 2013-H08 CI IO 01.5698 02/20/2063 | 0.04% | GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.04% | HVMLT 2005-2 1A 01.4484 05/19/2035 | 0.04% | LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% | ON SEMICONDUC CV 00.0000 05/01/2027 | 0.04% | SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DEXCOM INC CV 00.2500 11/15/2025 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | SILICON LABS CV 00.6250 06/15/2025 | 0.04% | 2.4975 R ISWP SOFR P 04/14/2032 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | JOHN BEAN TEC CV 00.2500 05/15/2026 | 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% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.04% | SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.04% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.04% | 2.84 R ISWP SOFR P 05/06/2027 | 0.04% | BLOCK INC CV 00.2500 11/01/2027 | 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% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.04% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.04% | UBER TECH INC CV 00.0000 12/15/2025 | 0.04% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.04% | 2.326 R ISWP SOFR P 04/06/2027 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 04.7384 08/21/2026 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | BOX INC CV 00.0000 01/15/2026 | 0.04% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2016-H03 AI IO 01.6497 01/20/2066 | 0.04% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% | NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.04% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | JPMCC 2011-C3 F 144A 05.5241 02/15/2046 | 0.04% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.04% | ZENDESK INC CV 00.6250 06/15/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | GNR 2015-H08 CI IO 01.7820 03/20/2065 | 0.04% | LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | QUORUM HEALTH EXT TL L+775 08.7500 04/29/2025 | 0.04% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.04% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 0.04% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 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% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% | SNAP INC CV 00.0000 05/01/2027 | 0.04% | SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.04% | SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.04% | SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.03% | GNR 2016-H17 KI IO 01.8835 07/20/2066 | 0.03% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% | INSULET CORP CV 00.3750 09/01/2026 | 0.03% | MSBAM 2013-C11 D 144A 04.3505 08/15/2046 | 0.03% | ROBERTSHAW CONTROLS CO L+800 09.0625 02/28/2026 | 0.03% | 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.03% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% | GNR 2016-H14 IO IO 01.6654 06/20/2066 | 0.03% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.03% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.03% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% | ELANCO ANIMAL HEALTH T L+175 02.8117 02/04/2027 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.03% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.03% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.03% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% | CABLE ONE INC CV 01.1250 03/15/2028 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | JETBLUE AIR CV 00.5000 04/01/2026 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | RAPID7 INC CV 00.2500 03/15/2027 | 0.03% | ROCKET SOFTWARE INC. L+425 05.3096 11/28/2025 | 0.03% | SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.03% | TWITTER INC CV 00.0000 03/15/2026 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | CERIDIAN HCM CV 00.2500 03/15/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DISH DBS CORP 05.1250 06/01/2029 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MHL 2005-3 M2 01.8007 08/25/2035 | 0.03% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.03% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.03% | 2.3825 R ISWP SOFR P 04/11/2032 | 0.03% | AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.03% | BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.03% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.03% | BURL STORE CV 02.2500 04/15/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% | FNR 2010-35 SG IO 05.3943 04/25/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.03% | SPOTIFY USA CV 00.0000 03/15/2026 | 0.03% | SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.03% | SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.03% | TELADOC HE CV 01.2500 06/01/2027 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.03% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.03% | ALARM.COM HLD CV 00.0000 01/15/2026 | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.03% | OMNICELL INC CV 00.2500 09/15/2025 | 0.03% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.03% | WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 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.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | DRAFTKINGS HLDG INC CV 00.0000 03/15/2028 | 0.03% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% | SHAKE SHACK I CV 00.0000 03/01/2028 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.03% | SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | YUM! BRANDS INC. 03.6250 03/15/2031 | 0.03% | 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.02% | FIVE9 INC CV 00.5000 06/01/2025 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% | 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% | SUNRUN INC CV 00.0000 02/01/2026 | 0.02% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% | VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% | GNR 2013-129 SN IO 05.2227 09/20/2043 | 0.02% | LYFT INC CV 01.5000 05/15/2025 | 0.02% | MONGODB INC CV 00.2500 01/15/2026 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | DATADOG INC CV 00.1250 06/15/2025 | 0.02% | GBP/USD 06/15/2022 SSBT | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 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% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | ENVISION HEALTHCARE TL L+375 04.8096 10/10/2025 | 0.02% | HUB INTERNATIONAL LTD L+325 04.3479 04/25/2025 | 0.02% | IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 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 SOFR 5YX30Y P 2.4 USD 05/26/2027 GS | 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% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% | 2.307 R ISWP SOFR P 03/31/2024 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | BLACKLINE INC CV 00.0000 03/15/2026 | 0.02% | CAS 2017-C06 2B1 05.4557 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | JPY/USD 08/17/2022 UBS | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | BLOCK INC CV 00.0000 05/01/2026 | 0.02% | CAD/USD 07/20/2022 TDBK | 0.02% | FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.02% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 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% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 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% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 2.3535 R ISWP SOFR P 03/30/2027 | 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% | 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% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.02% | ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.02% | PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.02% | SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% | SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 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% | NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 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% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2017-C07 2B1 05.4557 05/25/2030 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.01% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% | GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2013-99 VS IO 05.2253 07/16/2043 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | SWPTN AUDBB6M 10YX20Y R 3.315 AUD 05/11/2032 JP | 0.01% | YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% | 2.469 R ISWP SOFR P 04/14/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | 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% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | 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% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | JPMCC 2011-C4 C 144A 05.4188 07/15/2046 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | 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% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | NOK/USD 06/15/2022 SSBT | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% | 2.518 R ISWP SOFR P 04/12/2027 | 0.01% | CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NOK/USD 06/15/2022 TDBK | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | TXU TCEH RIGHTS | 0.01% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | 0.01% | 2.673 R ISWP SOFR P 04/22/2027 | 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-.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 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 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% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | EUR/USD 06/15/2022 JPMCB | 0.01% | FILTRATION GROUP CORP L+350 04.5596 10/19/2028 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.1227 08/20/2049 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | 2.3565 R ISWP SOFR P 04/14/2024 | 0.00% | 2.6675 R ISWP SOFR P 05/02/2027 | 0.00% | CAS 2015-C02 1M2 05.0057 05/25/2025 | 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 JP | 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 ML | 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-.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% | FSPC T-57 1AX IO 00.3982 07/25/2043 | 0.00% | IHEARTMEDIA TLB L+300 04.0596 05/01/2026 | 0.00% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% | SEK/USD 06/15/2022 SSBT | 0.00% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.00% | 0.841 R ISWP EUR006M P 04/27/2024 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | 2.40 R ISWP FWD SOFR P 05/28/2057 | 0.00% | ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% | CHF/USD 06/15/2022 UBS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% | GBP/USD 06/15/2022 BCAP-FX | 0.00% | SEK/USD 06/15/2022 BANKAM | 0.00% | SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 2.483 R ISWP SOFR P 04/14/2027 | 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 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 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 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% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | NOK/USD 06/15/2022 GSFX | 0.00% | SEK/USD 06/15/2022 UBS | 0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% | 2.3305 R ISWP SOFR P 04/07/2032 | 0.00% | 2.571 R ISWP SOFR P 05/18/2024 | 0.00% | 2.574 R ISWP SOFR P 05/18/2024 | 0.00% | 2.585 R ISWP SOFR P 04/20/2032 | 0.00% | 2.612 R ISWP SOFR P 04/21/2027 | 0.00% | 2.61725 R ISWP SOFR P 04/20/2032 | 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 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 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 GS | 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 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-.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% | ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% | PLN/USD 06/15/2022 GSFX | 0.00% | 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% | 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% | AUD/USD 07/20/2022 MSCIL | 0.00% | CHF/USD 06/15/2022 JPMCB | 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.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 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-.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 JP | 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% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | NZD/USD 07/20/2022 HSBCB | 0.00% | NZD/USD 07/20/2022 SSBT | 0.00% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | 0.00% | 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | 0.00% | 2.469 R ISWP SOFR P 04/07/2027 | 0.00% | 2.553 R ISWP SOFR P 04/28/2024 | 0.00% | 2.6055 R ISWP SOFR P 05/17/2024 | 0.00% | AUD/USD 07/20/2022 HSBCB | 0.00% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% | CAD/USD 07/20/2022 JPMCB | 0.00% | CAD/USD 07/20/2022 SSBT | 0.00% | CAD/USD 07/20/2022 UBS | 0.00% | CHF/USD 06/15/2022 CITI | 0.00% | CHF/USD 06/15/2022 RBSF | 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 MS | 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.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.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 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 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | EUR/USD 06/15/2022 BCAP-FX | 0.00% | EUR/USD 06/15/2022 TDBK | 0.00% | GBP/USD 06/15/2022 BANKAM | 0.00% | GBP/USD 06/15/2022 JPMCB | 0.00% | GBP/USD 06/15/2022 TDBK | 0.00% | GBP/USD 06/15/2022 UBS | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | NOK/USD 06/15/2022 BANKAM | 0.00% | NOK/USD 06/15/2022 BCAP-FX | 0.00% | NOK/USD 06/15/2022 MSCIL | 0.00% | NOK/USD 06/15/2022 RBSF | 0.00% | NZD/USD 07/20/2022 JPMCB | 0.00% | NZD/USD 07/20/2022 TDBK | 0.00% | NZD/USD 07/20/2022 WPAC | 0.00% | SEK/USD 06/15/2022 CITI | 0.00% | SEK/USD 06/15/2022 HSBCB | 0.00% | SEK/USD 06/15/2022 RBSF | 0.00% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.00% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.00% | 2.243 R ISWP SOFR P 04/04/2024 | -0.00% | 2.4485 R ISWP SOFR P 04/07/2024 | -0.00% | CAD/USD 07/20/2022 MSCIL | -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-.11 2054-11-18 300.0 11/18/2054 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 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% | EUR/USD 06/15/2022 UBS | -0.00% | GBP/USD 06/15/2022 MSCIL | -0.00% | NOK/USD 06/15/2022 HSBCB | -0.00% | NOK/USD 06/15/2022 JPMCB | -0.00% | PLN/USD 06/15/2022 HSBCB | -0.00% | SEK/USD 06/15/2022 JPMCB | -0.00% | SEK/USD 06/15/2022 MSCIL | -0.00% | AUD/USD 07/20/2022 WPAC | -0.00% | CHF/USD 06/15/2022 CSI-FX | -0.00% | CHF/USD 06/15/2022 MSCIL | -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.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-.15 2064-11-18 300.0 11/18/2064 MS | -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% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | 2.1005 R ISWP SOFR P 04/07/2052 | -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 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 06/15/2022 RBSF | -0.00% | OPTN FN30 4.0 06/06/22 PUT 99.15625 JPMC | -0.00% | 2.743 R ISWP SOFR P 04/26/2024 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 MS | -0.00% | JPY/USD 08/17/2022 SSBT | -0.00% | NOK/USD 06/15/2022 UBS | -0.00% | SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% | 2.403 R ISWP SOFR P 04/14/2024 | -0.00% | 2.547 R ISWP SOFR P 04/28/2032 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.13 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% | EUR/USD 06/15/2022 MSCIL | -0.00% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% | 2.674 R ISWP SOFR P 05/20/2024 | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.01% | 2.739 R ISWP SOFR P 05/12/2032 | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% | OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.01% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% | 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% | 2.501 R ISWP SOFR P 05/25/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.01% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 2.3365 R ISWP SOFR P 03/31/2027 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% | 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | -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 GS | -0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.01% | SWPTN SOFR 5YX30Y R 2.4 USD 05/26/2027 GS | -0.01% | 2.483 R ISWP SOFR P 04/12/2032 | -0.01% | 2.689 R ISWP FWD SOFR P 04/26/2032 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 2.8215 R ISWP SOFR P 05/13/2032 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 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 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% | SWPTN 15YX10Y R 2.0 AUD 09/10/2036 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 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% | 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.02% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -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% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.02% | SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.02% | SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.02% | 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.02% | SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.02% | 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.02% | CHF/USD 06/15/2022 BCAP-FX | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | 2.7265 R ISWP SOFR P 05/17/2032 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.02% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | -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% | SWPTN AUDBB6M 10YX20Y P 3.315 AUD 05/11/2032 JP | -0.03% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.03% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.03% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.03% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.03% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% | SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.04% | SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.04% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.04% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% | SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.04% | CHF/USD 06/15/2022 GSFX | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% | SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.04% | 2.288 R ISWP SOFR P 03/31/2027 | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | CHF/USD 06/15/2022 SSBT | -0.04% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.04% | SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.04% | SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.04% | 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.04% | 0.343 R ISWP FWD TONA P 08/29/2043 | -0.04% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% | 2.851 R ISWP SOFR P 05/06/2027 | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.04% | SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.04% | SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% | SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.04% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.05% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.05% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.05% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.05% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.05% | 2.4015 R ISWP SOFR P 04/08/2032 | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.05% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.05% | 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.06% | 2.94 R ISWP SOFR P 05/11/2032 | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.06% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.06% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.07% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.07% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.07% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.07% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.08% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.08% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.08% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.08% | SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.08% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.08% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.08% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.08% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.08% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.09% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.09% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.09% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.09% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.10% | SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.10% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.10% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.10% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.11% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.12% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.12% | 1.75 R ISWP SOFR P 02/29/2032 | -0.12% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.12% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.12% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.12% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.12% | 2.3395 R ISWP SOFR P 04/14/2052 | -0.13% | 0.565 R ISWP FWD SARON P 06/15/2032 | -0.13% | SWPTN EUR006M 5YX30Y R 1.345 EUR 04/29/2027 UB | -0.13% | SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.13% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.13% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.13% | SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.13% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.13% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.14% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.14% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.14% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.15% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.16% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.16% | 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.16% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.16% | 1.626 R ISWP SOFR P 01/19/2052 | -0.17% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.18% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.18% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.18% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.18% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.19% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.19% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.20% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.20% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.21% | 1.7355 R ISWP SOFR P 03/01/2029 | -0.21% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.21% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.22% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.23% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.24% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.30% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.31% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.34% | 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.39% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.39% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.39% | 1.986 R ISWP SOFR P 03/21/2029 | -0.43% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.44% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.46% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.48% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.58% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.60% | 1.372 R ISWP SOFR P 01/12/2027 | -0.64% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.72% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.73% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.78% | US 10YR ULTRA FUT SEP22 UXYU2 | -0.91% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -1.18% | FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -5.13% | FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -13.00% | US 2YR NOTE (CBT) SEP22 TUU2 | -36.87% |
| REPO TRIPA MORTG 0.29 05/02/2022 | 20.58% | FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 9.01% | FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 6.76% | TREASURY BILL 00.0000 06/09/2022 | 2.29% | TREASURY BILL 00.0000 06/02/2022 | 2.22% | FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 1.90% | TREASURY BILL 00.0000 06/14/2022 | 1.65% | FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 1.26% | TREASURY BILL 00.0000 06/16/2022 | 1.08% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.05% | IVORY COAST REGS 06.1250 06/15/2033 | 0.93% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.92% | FHR 4991 IE IO 05.0000 07/25/2050 | 0.82% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.76% | PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.71% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | CAS 2016-C02 1B 12.9179 09/25/2028 | 0.70% | TREASURY BILL 00.0000 06/07/2022 | 0.70% | TREASURY BILL 00.0000 06/21/2022 | 0.70% | STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.70% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.68% | FNMA FN30 TBA UMBS 05.5000 05/01/2052 | 0.66% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.65% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.65% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.64% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.58% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.58% | TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.57% | CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.56% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.56% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.56% | REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.56% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.54% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.52% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.52% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.50% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.50% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.50% | UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.48% | WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.46% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.44% | 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.44% | CWALT 2006-OA7 1A1 02.2286 06/25/2046 | 0.43% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.43% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.43% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.42% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.42% | FNR 2022-1 GI IO 03.0000 02/25/2052 | 0.42% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.42% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.40% | CAS 2018-C05 1B1 04.9179 01/25/2031 | 0.40% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.39% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.39% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.38% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.38% | FHR 5004 SG IO 05.4321 08/25/2050 | 0.38% | GNR 2021-116 ES IO 05.6056 11/20/2047 | 0.37% | ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.36% | CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.36% | GNR 2020-78 DI IO 04.0000 06/20/2050 | 0.36% | MCAS 2020-01 M10 144A 04.4179 03/25/2050 | 0.35% | GNR 2019-96 SY IO 05.5056 08/20/2049 | 0.35% | CAS 2016-C03 1B 12.4179 10/25/2028 | 0.35% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.35% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.34% | CMLTI 2007-AMC3 A2D 01.0179 03/25/2037 | 0.34% | CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.34% | IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.34% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | STACR 2015-DNA3 B 10.0179 04/25/2028 | 0.33% | CAS 2019-R03 1B1 04.7679 09/25/2031 | 0.32% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.32% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.32% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.32% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.32% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.31% | WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.31% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.30% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.30% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.30% | UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.30% | CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.30% | JPMBB 2014-C18 D 144A 04.9475 02/15/2047 | 0.30% | GNR 2021-77 SM IO 05.7056 05/20/2051 | 0.29% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.29% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.29% | CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.28% | GNR 2020-133 CS IO 05.7056 09/20/2050 | 0.28% | CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.28% | FNR 2019-57 KS IO 05.3821 10/25/2049 | 0.28% | FHR 5011 SA IO 05.5821 09/25/2050 | 0.28% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.28% | CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.27% | STRU BMOC-8710 SA IO 05.5556 07/20/2050 | 0.27% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.27% | STACR 2015-DNA2 B 08.2179 12/25/2027 | 0.27% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.27% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.27% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.27% | 1.675 R ISWP SOFR P 02/28/2027 | 0.27% | FNR 2017-32 SA IO 05.4821 05/25/2047 | 0.27% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.26% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.26% | GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.26% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.25% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.25% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.25% | GNR 2020-63 PS IO 05.5056 04/20/2050 | 0.25% | STACR 2018-DNA3 B2 08.4179 09/25/2048 | 0.25% | 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | FHR 5002 SJ IO 05.4321 07/25/2050 | 0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.25% | WMABS 2006-HE2 A3 00.9679 05/25/2036 | 0.24% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.24% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.23% | WFCM 2016-NXS5 D 05.1497 01/15/2059 | 0.23% | STACR 2018-HQA2 B2 11.6679 10/25/2048 | 0.23% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.23% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.23% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.22% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.22% | WAMU 2005-AR17 A1B3 01.3679 12/25/2045 | 0.22% | MSBAM 2013-C10 D 144A 04.2097 07/15/2046 | 0.22% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.22% | FHR 4839 WS IO 05.5459 08/15/2056 | 0.21% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.21% | MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.21% | JPMCC 2013-LC11 D 04.3028 04/15/2046 | 0.21% | STACR 2015-HQA1 B 09.4679 03/25/2028 | 0.21% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% | BWAY 2022-26BW F P/P 144A 05.0286 02/10/2044 | 0.21% | STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.21% | 1.679 R ISWP SOFR P 01/21/2052 | 0.21% | CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.21% | EUR/USD 06/15/2022 SSBT | 0.21% | 1.7674 R ISWP SOFR P 02/29/2052 | 0.20% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% | GNR 2019-89 PS IO 05.5056 07/20/2049 | 0.20% | MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.20% | GNR 2021-98 SK IO 05.7056 06/20/2051 | 0.20% | GNR 2021-59 SQ IO 05.7056 04/20/2051 | 0.20% | LOXAM REGS 04.2500 04/15/2024 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | 1.737 R ISWP SOFR P 03/11/2032 | 0.19% | CAS 2016-C01 1B 12.4179 08/25/2028 | 0.19% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.19% | TECHEM VERWALTUNGSGESELL REGS 02.0000 07/15/2025 | 0.19% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.19% | APACHE CORP 05.1000 09/01/2040 | 0.19% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.19% | GNR 2020-63 AS IO 05.4056 08/20/2043 | 0.19% | WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.19% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.18% | FHR 4945 SL IO 05.3821 01/25/2050 | 0.18% | GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.18% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.18% | FNR 2018-38 SA IO 05.5321 06/25/2048 | 0.18% | CWALT 2005-38 A1 01.7188 09/25/2035 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% | STACR 2020-DNA3 B2 10.0179 06/25/2050 | 0.18% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.18% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.18% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.17% | CAS 2020-SBT1 1M2 04.3179 02/25/2040 | 0.17% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.17% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.17% | ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.17% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.16% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.16% | CWALT 2005-65CB 2A1 01.0929 12/25/2035 | 0.16% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.16% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.16% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.16% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.16% | BCAP 2011-RR3 3A6 02.8698 11/27/2036 | 0.15% | CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.15% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.15% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | IVORY COAST REGS 05.2500 03/22/2030 | 0.15% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.15% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.14% | RALI 2006-QO10 A1 00.9879 01/25/2037 | 0.14% | COMM 2013-CR9 D 144A 04.4362 07/10/2045 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | FNR 2020-12 SK IO 05.3821 03/25/2050 | 0.14% | GNR 2014-60 SD IO 05.5856 04/20/2044 | 0.14% | GSMS 2013-GC10 D P/P 144A 04.5474 02/10/2046 | 0.14% | 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.14% | 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.14% | BMIR 2017-1 B1 144A 05.4179 10/25/2027 | 0.14% | GNR 2019-83 SY IO 05.5056 07/20/2049 | 0.14% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.14% | ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% | RIAL 2022-FL8 B P/P 144A 03.6688 01/19/2027 | 0.14% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.14% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.14% | FNR 2018-20 SB IO 05.5821 03/25/2048 | 0.13% | SAMI 2007-AR1 2A1 00.8479 01/25/2037 | 0.13% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.13% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.13% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.13% | TREASURY BILL 00.0000 05/19/2022 | 0.13% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.12% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.12% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.12% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.12% | CWALT 2006-OA10 3A1 01.0479 08/25/2046 | 0.12% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.12% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.12% | STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.12% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | CAS 2017-C04 2M2 03.5179 11/25/2029 | 0.12% | FNR 2015-42 LS IO 05.5321 06/25/2045 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.12% | GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.12% | OVINTIV INC 07.3750 11/01/2031 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% | GNR 2016-H09 BI IO 01.9610 04/20/2066 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.12% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.11% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.11% | GNR 2020-7 SK IO 05.4556 01/20/2050 | 0.11% | CWALT 2005-59 1A1 01.2544 11/20/2035 | 0.11% | FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.11% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.11% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 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 | 0.11% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | GSMS 2012-GCJ7 D 144A 05.5110 05/10/2045 | 0.11% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.10% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.10% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% | STACR 2018-HQA2 B1 04.9179 10/25/2048 | 0.10% | STACR 2019-DNA2 B2 11.1679 03/25/2049 | 0.10% | GNR 2017-H16 JI IO 02.3477 08/20/2067 | 0.10% | STACR 2020-DNA4 B2 10.6679 08/25/2050 | 0.10% | CD 2017-CD3 C 04.6996 02/10/2050 | 0.10% | GNR 2018-139 SA IO 05.5556 10/20/2048 | 0.10% | STACR 2014-DN1 M3 05.1679 02/25/2024 | 0.10% | BALTA 2005-8 21A1 02.5502 10/25/2035 | 0.10% | JPMBB 2014-C18 E 144A 04.4475 02/15/2047 | 0.10% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.10% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | GSAA 2006-8 2A2 01.0279 05/25/2036 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% | FNR 2019-43 JS IO 05.3821 08/25/2049 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2018-H05 BI IO 01.7421 02/20/2068 | 0.10% | GNR 2019-152 ES IO 05.4556 12/20/2049 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | 2.116 R ISWP SOFR P 04/04/2032 | 0.10% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.10% | IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.10% | NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% | BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | FNR 2016-96 ST IO 05.4321 12/25/2046 | 0.10% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | JPMBB 2014-C25 D P/P 144A 04.0864 11/15/2047 | 0.09% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% | CAS 2020-R01 1B1 03.9179 01/25/2040 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.09% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | CAS 2022-R02 2B1 04.7887 01/25/2042 | 0.09% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.09% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.09% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.09% | DISH NETWORK CV 03.3750 08/15/2026 | 0.09% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% | SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.09% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.09% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.09% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.08% | GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.08% | GNR 2018-H05 AI IO 01.6281 02/20/2068 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | COMM 2014-CR16 C 05.0827 04/10/2047 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | JPY/USD 05/18/2022 SSBT | 0.08% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.08% | SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.08% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.08% | GNR 2018-H03 XI IO 02.1370 02/20/2068 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.08% | CWALT 2006-OA10 2A1 01.0479 08/25/2046 | 0.08% | FNR 2013-90 SD IO 05.9321 09/25/2043 | 0.08% | GNR 2016-H03 DI IO 02.0311 12/20/2065 | 0.08% | PIONEER NAT CV 00.2500 05/15/2025 | 0.08% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.08% | SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.08% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.08% | FORD MOTOR CO CV 00.0000 03/15/2026 | 0.08% | GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.08% | NZD/USD 07/20/2022 MSCIL | 0.08% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.08% | WFRBS 2012-C7 E 144A 04.7872 06/15/2045 | 0.08% | CAS 2018 - C01 1B1 04.2179 07/25/2030 | 0.08% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.08% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.08% | GNR 2017-H06 BI IO 02.2521 02/20/2067 | 0.08% | GNR 2015-H23 BI IO 01.7526 09/20/2065 | 0.07% | GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.07% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | GNR 2016-H06 DI IO 01.5893 07/20/2065 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.07% | AUD/USD 07/20/2022 SSBT | 0.07% | CCMFC 2006-4A A2 00.8479 11/25/2047 | 0.07% | FNR 2013-107 SB IO 05.2821 02/25/2043 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.07% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% | STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.07% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | GNR 2017-H16 IB IO 01.8842 08/20/2067 | 0.07% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.07% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.07% | CHS/COMMUNITY P/P 144A 08.0000 12/15/2027 | 0.07% | GSR 2007-OA1 2A3A 00.9779 05/25/2037 | 0.07% | SPLUNK INC CV 01.1250 06/15/2027 | 0.07% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.07% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.07% | BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.07% | COMM 2014-UBS3 D 144A 04.9260 06/10/2047 | 0.07% | ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2017-H11 TI IO 02.2858 04/20/2067 | 0.07% | STACR 2019-DNA3 B2 08.8179 07/25/2049 | 0.07% | STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.07% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.07% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% | AIRBNB INC CV 00.0000 03/15/2026 | 0.07% | HALOZYME THER CV 00.2500 03/01/2027 | 0.07% | 2.26 R ISWP SOFR P 03/30/2032 | 0.07% | JPALT 2007-A2 12A1 01.0679 06/25/2037 | 0.07% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.07% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.07% | WMHE 2007-HE4 1A 00.8379 07/25/2047 | 0.07% | 2.247 R ISWP SOFR P 04/01/2027 | 0.06% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.06% | 2.326 R ISWP SOFR P 04/06/2027 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.06% | 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.06% | GNR 2017-H09 IO IO 01.9539 04/20/2067 | 0.06% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.06% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% | GNR 2016-H10 AI IO 01.5689 04/20/2066 | 0.06% | GNR 2016-H22 AI IO 02.1313 10/20/2066 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | GNR 2015-H25 EI IO 01.8465 10/20/2065 | 0.06% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.06% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.06% | TERRIER MEDIA BUYER IN L+350 04.2637 12/17/2026 | 0.06% | CAS 2016-C05 2B 11.4179 01/25/2029 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.06% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | EXPEDIA GRP CV 00.0000 02/15/2026 | 0.06% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% | GNR 2017-H02 BI IO 02.1115 01/20/2067 | 0.06% | HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.06% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.06% | VAIL RESORTS CV 00.0000 01/01/2026 | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.06% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.06% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.06% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.06% | TAMKO BUILDING PRODUCT L+300 03.9999 05/03/2026 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.06% | 2.4975 R ISWP SOFR P 04/14/2032 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | GNR 2017-H11 DI IO 01.8581 05/20/2067 | 0.06% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% | GNR 2017-H16 IG IO 01.7230 07/20/2067 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | GNR 2017-H12 QI IO 02.3600 05/20/2067 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | OKTA INC CV 00.3750 06/15/2026 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | GBP/USD 06/15/2022 HSBCB | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.06% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.06% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.06% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.05% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.05% | GNR 2016-H16 EI IO 02.2004 06/20/2066 | 0.05% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% | NEWELL BRANDS INC 04.4500 04/01/2026 | 0.05% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.05% | WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.05% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.05% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.05% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CWALT 2007-OH1 A1D 00.8779 04/25/2047 | 0.05% | FHR 4742 S IO 05.6459 12/15/2047 | 0.05% | GNR 2014-H21 BI IO 01.5316 10/20/2064 | 0.05% | GNR 2016-H06 CI IO 01.4125 02/20/2066 | 0.05% | LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.05% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.05% | TWILIO INC 03.6250 03/15/2029 | 0.05% | ARBY'S TLB L+275 03.7560 02/05/2025 | 0.05% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | GNR 2015-H10 BI IO 01.9703 04/20/2065 | 0.05% | GNR 2015-H24 AI IO 01.7512 09/20/2065 | 0.05% | GNR 2016-H24 CI IO 01.6939 10/20/2066 | 0.05% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.05% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.05% | STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.05% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.05% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | LIBERTY MEDIA | 0.05% | NRG ENERGY CV 02.7500 06/01/2048 | 0.05% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.05% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% | GNR 2014-119 SA IO 05.0056 08/20/2044 | 0.05% | KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.05% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | DEXCOM INC CV 00.2500 11/15/2025 | 0.05% | EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.05% | GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.05% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.8041 04/12/2028 | 0.05% | SLH TL B 1L USD L+400 04.7637 06/03/2028 | 0.05% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.05% | CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.05% | ENPHASE EN CV 00.0000 03/01/2028 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | ISTAR INC 05.5000 02/15/2026 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.05% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.04% | HVMLT 2005-2 1A 01.0741 05/19/2035 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.04% | SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.04% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | BOX INC CV 00.0000 01/15/2026 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.04% | ZENDESK INC CV 00.6250 06/15/2025 | 0.04% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNR 2013-H08 CI IO 01.6062 02/20/2063 | 0.04% | GNR 2016-H02 HI IO 01.5364 01/20/2066 | 0.04% | LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 04.7389 08/21/2026 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% | BLOCK INC CV 00.2500 11/01/2027 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.04% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.04% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.04% | CAD/USD 07/20/2022 TDBK | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% | LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SILICON LABS CV 00.6250 06/15/2025 | 0.04% | TWITTER INC CV 00.0000 03/15/2026 | 0.04% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.04% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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% | DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.04% | LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.04% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.04% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.04% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2016-H03 AI IO 01.7169 01/20/2066 | 0.04% | JPMCC 2011-C3 F 144A 05.7081 02/15/2046 | 0.04% | SNAP INC CV 00.0000 05/01/2027 | 0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GNR 2015-H08 CI IO 01.7951 03/20/2065 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | RAPID7 INC CV 00.2500 03/15/2027 | 0.04% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.04% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 0.04% | UBER TECH INC CV 00.0000 12/15/2025 | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 2.3825 R ISWP SOFR P 04/11/2032 | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 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% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% | NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.04% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.04% | SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.04% | SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.03% | MSBAM 2013-C11 D 144A 04.4957 08/15/2046 | 0.03% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.03% | SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.03% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.03% | DISH DBS CORP 05.1250 06/01/2029 | 0.03% | GNR 2016-H14 IO IO 01.6789 06/20/2066 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.03% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% | BURL STORE CV 02.2500 04/15/2025 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% | ELANCO ANIMAL HEALTH T L+175 02.5500 02/04/2027 | 0.03% | ENVISION HEALTHCARE TL L+375 04.5137 10/10/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | GNR 2016-H17 KI IO 01.8868 07/20/2066 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.03% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.03% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.03% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% | EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MHL 2005-3 M2 01.4629 08/25/2035 | 0.03% | MONGODB INC CV 00.2500 01/15/2026 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | ROCKET SOFTWARE INC. L+425 05.0137 11/28/2025 | 0.03% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.03% | 0.915 R ISWP FWD EUR006M P 06/15/2032 | 0.03% | 2.307 R ISWP SOFR P 03/31/2024 | 0.03% | 2.3535 R ISWP SOFR P 03/30/2027 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | CABLE ONE INC CV 01.1250 03/15/2028 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CERIDIAN HCM CV 00.2500 03/15/2026 | 0.03% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.03% | UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% | AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.03% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | FNR 2010-35 SG IO 05.7321 04/25/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | LYFT INC CV 01.5000 05/15/2025 | 0.03% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | SHAKE SHACK I CV 00.0000 03/01/2028 | 0.03% | SPOTIFY USA CV 00.0000 03/15/2026 | 0.03% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.03% | ZSCALER INC. CV 00.1250 07/01/2025 | 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% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DRAFTKINGS CV 00.0000 03/15/2028 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 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% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.03% | 2.518 R ISWP SOFR P 04/12/2027 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | ALARM.COM HLD CV 00.0000 01/15/2026 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 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% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | OMNICELL INC CV 00.2500 09/15/2025 | 0.03% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% | SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.03% | TELADOC HE CV 01.2500 06/01/2027 | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | DATADOG INC CV 00.1250 06/15/2025 | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% | ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% | SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.03% | SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.03% | SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.03% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | SUNRUN INC CV 00.0000 02/01/2026 | 0.02% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | YUM! BRANDS INC. 03.6250 03/15/2031 | 0.02% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% | GNR 2013-129 SN IO 05.5556 09/20/2043 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.02% | CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | GBP/USD 06/15/2022 SSBT | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.02% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | HUB INTERNATIONAL LTD L+325 04.3483 04/25/2025 | 0.02% | IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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 CS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% | BLACKLINE INC CV 00.0000 03/15/2026 | 0.02% | BLOCK INC CV 00.0000 05/01/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CAS 2017-C06 2B1 05.1179 02/25/2030 | 0.02% | CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | SERVICE CORP INTL 04.0000 05/15/2031 | 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% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 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% | NETFLIX INC 04.8750 04/15/2028 | 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% | 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 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% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 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% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.02% | 2.469 R ISWP SOFR P 04/14/2032 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% | SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.02% | CAS 2017-C07 2B1 05.1179 05/25/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% | DISH DBS CORPORATION 07.7500 07/01/2026 | 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% | NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 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 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% | SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.02% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.01% | GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2013-99 VS IO 05.5056 07/16/2043 | 0.01% | JPY/USD 05/18/2022 WPAC | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 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 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | JPMCC 2011-C4 C 144A 05.5739 07/15/2046 | 0.01% | OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% | PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.01% | ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% | SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.01% | 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | EUR/USD 06/15/2022 JPMCB | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 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% | EUR/USD 06/15/2022 MSCIL | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 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% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | NOK/USD 06/15/2022 SSBT | 0.01% | NOK/USD 06/15/2022 TDBK | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SEK/USD 06/15/2022 SSBT | 0.01% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% | 2.3565 R ISWP SOFR P 04/14/2024 | 0.01% | 2.483 R ISWP SOFR P 04/14/2027 | 0.01% | CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | TXU TCEH RIGHTS | 0.01% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.01% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% | 2.689 R ISWP FWD SOFR P 04/26/2032 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 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% | CHF/USD 06/15/2022 UBS | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FILTRATION GROUP CORP L+350 04.2637 10/19/2028 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | 2.61725 R ISWP SOFR P 04/20/2032 | 0.00% | CAS 2015-C02 1M2 04.6679 05/25/2025 | 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.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 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-.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 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% | FSPC T-57 1AX IO 00.3949 07/25/2043 | 0.00% | GBP/USD 06/15/2022 BCAP-FX | 0.00% | IHEARTMEDIA TLB L+300 03.7637 05/01/2026 | 0.00% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | 2.585 R ISWP SOFR P 04/20/2032 | 0.00% | ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% | PLN/USD 06/15/2022 HSBCB | 0.00% | SEK/USD 06/15/2022 BANKAM | 0.00% | SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% | 0.841 R ISWP EUR006M P 04/27/2024 | 0.00% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 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 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.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 CS | 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-.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 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 11/25/2040 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | NOK/USD 06/15/2022 GSFX | 0.00% | 2.3305 R ISWP SOFR P 04/07/2032 | 0.00% | 2.553 R ISWP SOFR P 04/28/2024 | 0.00% | AUD/USD 07/20/2022 MSCIL | 0.00% | CAD/USD 07/20/2022 SSBT | 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.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 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-.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-.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% | OPTN FN30 4.0 05/05/22 CALL 100.71875 JPMC | 0.00% | SEK/USD 06/15/2022 UBS | 0.00% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% | 2.469 R ISWP SOFR P 04/07/2027 | 0.00% | CHF/USD 06/15/2022 JPMCB | 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.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 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 JP | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 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% | EUR/USD 06/15/2022 BCAP-FX | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | NOK/USD 06/15/2022 HSBCB | 0.00% | NOK/USD 06/15/2022 MSCIL | 0.00% | NZD/USD 07/20/2022 HSBCB | 0.00% | SEK/USD 06/15/2022 CITI | 0.00% | SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% | SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.00% | 2.743 R ISWP SOFR P 04/26/2024 | 0.00% | AUD/USD 07/20/2022 HSBCB | 0.00% | AUD/USD 07/20/2022 WPAC | 0.00% | CAD/USD 07/20/2022 MSCIL | 0.00% | CAD/USD 07/20/2022 UBS | 0.00% | CHF/USD 06/15/2022 MSCIL | 0.00% | CHF/USD 06/15/2022 RBSF | 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 MS | 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.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.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 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 MS | 0.00% | EUR/USD 06/15/2022 TDBK | 0.00% | EUR/USD 06/15/2022 UBS | 0.00% | GBP/USD 06/15/2022 BANKAM | 0.00% | GBP/USD 06/15/2022 JPMCB | 0.00% | GBP/USD 06/15/2022 TDBK | 0.00% | GBP/USD 06/15/2022 UBS | 0.00% | JPY/USD 05/18/2022 BANKAM | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | NOK/USD 06/15/2022 BANKAM | 0.00% | NOK/USD 06/15/2022 BCAP-FX | 0.00% | NOK/USD 06/15/2022 RBSF | 0.00% | NZD/USD 07/20/2022 SSBT | 0.00% | NZD/USD 07/20/2022 WPAC | 0.00% | SEK/USD 06/15/2022 HSBCB | 0.00% | SEK/USD 06/15/2022 JPMCB | 0.00% | SEK/USD 06/15/2022 RBSF | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% | 2.243 R ISWP SOFR P 04/04/2024 | -0.00% | 2.6825 R ISWP SOFR P 04/26/2032 | -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-.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 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-.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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% | GBP/USD 06/15/2022 MSCIL | -0.00% | NOK/USD 06/15/2022 JPMCB | -0.00% | SEK/USD 06/15/2022 MSCIL | -0.00% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% | SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% | 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% | 2.1005 R ISWP SOFR P 04/07/2052 | -0.00% | 2.4485 R ISWP SOFR P 04/07/2024 | -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.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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -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% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% | CHF/USD 06/15/2022 CSI-FX | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 06/15/2022 RBSF | -0.00% | PLN/USD 06/15/2022 GSFX | -0.00% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.00% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | 2.6675 R ISWP SOFR P 05/02/2027 | -0.00% | 2.673 R ISWP SOFR P 04/22/2027 | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | NOK/USD 06/15/2022 UBS | -0.00% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% | SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% | 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% | 2.547 R ISWP SOFR P 04/28/2032 | -0.01% | 2.612 R ISWP SOFR P 04/21/2027 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% | 2.403 R ISWP SOFR P 04/14/2024 | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% | SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% | 1.455 R ISWP FWD SONIA P 06/15/2032 | -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.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 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% | 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 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.01% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.01% | 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% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.02% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% | SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.02% | SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% | 2.483 R ISWP SOFR P 04/12/2032 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 2.3365 R ISWP SOFR P 03/31/2027 | -0.02% | 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% | SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.02% | SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% | SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.02% | SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% | 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.02% | SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.02% | 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 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | CHF/USD 06/15/2022 BCAP-FX | -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% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.03% | SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.03% | SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.03% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.03% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.03% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.03% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.03% | SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.03% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% | 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.04% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.04% | 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.04% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.04% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% | SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.04% | SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% | SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.04% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.05% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.05% | CHF/USD 06/15/2022 GSFX | -0.05% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | CHF/USD 06/15/2022 SSBT | -0.06% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.06% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.06% | 2.288 R ISWP SOFR P 03/31/2027 | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 2.4015 R ISWP SOFR P 04/08/2032 | -0.06% | SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.06% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.06% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.06% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.07% | SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.07% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.07% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.07% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% | 2.3395 R ISWP SOFR P 04/14/2052 | -0.07% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.08% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.08% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.08% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.08% | OPTN FN30 4.0 05/05/22 PUT 100.71875 JPMC | -0.08% | SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.08% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.09% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.09% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.09% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.10% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.10% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.10% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.10% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.10% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.11% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.11% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.11% | SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.11% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.11% | OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.12% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.12% | SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.12% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.12% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.12% | 0.565 R ISWP FWD SARON P 06/15/2032 | -0.12% | 1.75 R ISWP SOFR P 02/29/2032 | -0.13% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.13% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.14% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.14% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.14% | 1.626 R ISWP SOFR P 01/19/2052 | -0.15% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.15% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.15% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.16% | JPY/USD 05/18/2022 TDBK | -0.16% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.16% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.17% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.18% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.19% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.20% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.20% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.21% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.22% | 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.22% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.23% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.23% | 1.7355 R ISWP SOFR P 03/01/2029 | -0.24% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.24% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.24% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.24% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.26% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.34% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.34% | JPY/USD 05/18/2022 UBS | -0.37% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.38% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.38% | 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.39% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.39% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.41% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.42% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.44% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.44% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.46% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.48% | 1.986 R ISWP SOFR P 03/21/2029 | -0.52% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.64% | 1.372 R ISWP SOFR P 01/12/2027 | -0.73% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.76% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.79% | US 10YR ULTRA FUT JUN22 UXYM2 | -0.90% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.92% | FNMA FN30 TBA UMBS 03.0000 06/01/2052 | -1.20% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -1.27% | FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -4.06% | FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -5.04% | FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -11.57% | US 2YR NOTE (CBT) JUN22 TUM2 | -41.79% |
| REPO TRIPA MORTG 0.31 04/01/2022 | 18.58% | FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 17.04% | FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 4.96% | FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 2.42% | TREASURY BILL 00.0000 06/09/2022 | 2.23% | TREASURY BILL 00.0000 06/02/2022 | 2.17% | CASH MGMT BILL 00.0000 06/14/2022 | 1.61% | FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 1.28% | TREASURY BILL 00.0000 04/21/2022 | 0.99% | IVORY COAST REGS 06.1250 06/15/2033 | 0.95% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.78% | FHR 4991 IE IO 05.0000 07/25/2050 | 0.76% | TREASURY BILL 00.0000 04/26/2022 | 0.74% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.72% | STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.70% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.69% | CASH MGMT BILL 00.0000 06/07/2022 | 0.68% | CAS 2016-C02 1B 12.7066 09/25/2028 | 0.68% | FNMA FN30 TBA UMBS 05.5000 04/01/2052 | 0.66% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.65% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.62% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.60% | REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.59% | FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.58% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.58% | CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.56% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.54% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.52% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.51% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.51% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.51% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.51% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.50% | WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.50% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.49% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.49% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.49% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.48% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.47% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | GNR 2021-116 ES IO 05.7694 11/20/2047 | 0.43% | CWALT 2006-OA7 1A1 02.2057 06/25/2046 | 0.42% | FHR 5004 SG IO 05.6434 08/25/2050 | 0.42% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.41% | WFRBS 2011-C4 F 144A 04.8879 06/15/2044 | 0.41% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.40% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.40% | FNR 2022-1 GI IO 03.0000 02/25/2052 | 0.40% | ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.39% | CAS 2018-C05 1B1 04.7066 01/25/2031 | 0.39% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.38% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.38% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.37% | CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.37% | GNR 2019-96 SY IO 05.6514 08/20/2049 | 0.37% | CAS 2016-C03 1B 12.2066 10/25/2028 | 0.35% | MCAS 2020-01 M10 144A 04.2066 03/25/2050 | 0.34% | CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.34% | CMLTI 2007-AMC3 A2D 00.8066 03/25/2037 | 0.34% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.33% | IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.33% | STACR 2015-DNA3 B 09.8066 04/25/2028 | 0.32% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.32% | CAS 2019-R03 1B1 04.5566 09/25/2031 | 0.32% | UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.31% | FHR 5011 SA IO 05.7934 09/25/2050 | 0.31% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.31% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.31% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.31% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.30% | FNR 2019-57 KS IO 05.5934 10/25/2049 | 0.30% | WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.30% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.30% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.30% | GNR 2020-133 CS IO 05.8514 09/20/2050 | 0.29% | CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.29% | STRU BMOC-8710 SA IO 05.7014 07/20/2050 | 0.29% | FNR 2017-32 SA IO 05.6934 05/25/2047 | 0.29% | GNR 2021-77 SM IO 05.8514 05/20/2051 | 0.29% | CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.29% | JPMBB 2014-C18 D 144A 04.7937 02/15/2047 | 0.29% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.28% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.28% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.27% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.27% | 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.27% | CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.27% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.27% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.27% | FHR 5002 SJ IO 05.6434 07/25/2050 | 0.27% | STACR 2015-DNA2 B 08.0066 12/25/2027 | 0.27% | CAS 2017-C03 1B1 05.3066 10/25/2029 | 0.26% | GNR 2020-78 DI IO 04.0000 06/20/2050 | 0.26% | GNR 2020-63 PS IO 05.6514 04/20/2050 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.26% | GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.26% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.25% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.25% | TREASURY BILL 00.0000 06/16/2022 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | STACR 2018-DNA3 B2 08.2066 09/25/2048 | 0.25% | TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.24% | WMABS 2006-HE2 A3 00.7566 05/25/2036 | 0.24% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.24% | FHR 4839 WS IO 05.7034 08/15/2056 | 0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.23% | STACR 2018-HQA2 B2 11.4566 10/25/2048 | 0.23% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.22% | GNR 2019-89 PS IO 05.6514 07/20/2049 | 0.22% | WAMU 2005-AR17 A1B3 01.1566 12/25/2045 | 0.22% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.22% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.22% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.22% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.21% | STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.21% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.21% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.21% | JPMCC 2013-LC11 D 04.1649 04/15/2046 | 0.21% | MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.21% | STACR 2015-HQA1 B 09.2566 03/25/2028 | 0.21% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.21% | APACHE CORP 05.1000 09/01/2040 | 0.20% | GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.20% | GNR 2020-63 AS IO 05.5514 08/20/2043 | 0.20% | GNR 2021-59 SQ IO 05.8514 04/20/2051 | 0.20% | CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.20% | MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.20% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | GNR 2021-98 SK IO 05.8514 06/20/2051 | 0.20% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.20% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.19% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.19% | FNR 2018-38 SA IO 05.7434 06/25/2048 | 0.19% | FHR 4945 SL IO 05.5934 01/25/2050 | 0.19% | CAS 2016-C01 1B 12.2066 08/25/2028 | 0.18% | MSBAM 2013-C10 D 144A 04.0749 07/15/2046 | 0.18% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.18% | WFCM 2013-LC12 D 144A 04.3054 07/15/2046 | 0.18% | ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | WFCM 2016-NXS5 D 04.9844 01/15/2059 | 0.18% | CWALT 2005-38 A1 01.6411 09/25/2035 | 0.18% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | STACR 2020-DNA3 B2 09.8066 06/25/2050 | 0.17% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | CAS 2020-SBT1 1M2 04.1066 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% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.17% | DISH NETWORK CV 03.3750 08/15/2026 | 0.16% | PIONEER NAT CV 00.2500 05/15/2025 | 0.16% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | FNR 2020-12 SK IO 05.5934 03/25/2050 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | FNR 2018-20 SB IO 05.7934 03/25/2048 | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.16% | GNR 2014-60 SD IO 05.7314 04/20/2044 | 0.16% | IVORY COAST REGS 05.2500 03/22/2030 | 0.16% | ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.16% | CWALT 2005-65CB 2A1 00.8816 12/25/2035 | 0.16% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.16% | GNR 2019-83 SY IO 05.6514 07/20/2049 | 0.15% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.15% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.15% | BCAP 2011-RR3 3A6 02.7294 11/27/2036 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.15% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.15% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.15% | SPLUNK INC CV 01.1250 06/15/2027 | 0.15% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.14% | RALI 2006-QO10 A1 00.7766 01/25/2037 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | FORD MOTOR CO CV 00.0000 03/15/2026 | 0.14% | 1.675 R ISWP SOFR P 02/28/2027 | 0.14% | JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.14% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.14% | COMM 2013-CR9 D 144A 04.2776 07/10/2045 | 0.14% | BMIR 2017-1 B1 144A 05.2066 10/25/2027 | 0.14% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.14% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.14% | GSMS 2013-GC10 D P/P 144A 04.4018 02/10/2046 | 0.14% | PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.14% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.14% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.14% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.13% | FNR 2015-42 LS IO 05.7434 06/25/2045 | 0.13% | SAMI 2007-AR1 2A1 00.6366 01/25/2037 | 0.13% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.13% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.13% | GNR 2016-H09 BI IO 01.7557 04/20/2066 | 0.12% | STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.12% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.12% | GNR 2020-7 SK IO 05.6014 01/20/2050 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | TREASURY BILL 00.0000 05/19/2022 | 0.12% | CWALT 2006-OA10 3A1 00.8366 08/25/2046 | 0.12% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.12% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | OVINTIV INC 07.3750 11/01/2031 | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.12% | SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.12% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.12% | CAS 2017-C04 2M2 03.3066 11/25/2029 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.12% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.12% | FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.12% | GNR 2017-H16 JI IO 02.3306 08/20/2067 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | CWALT 2006-OA7 1A2 01.0811 06/25/2046 | 0.12% | TWITTER INC CV 00.0000 03/15/2026 | 0.11% | CWALT 2005-59 1A1 01.1066 11/20/2035 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | GNR 2018-139 SA IO 05.7014 10/20/2048 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.11% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.11% | FNR 2016-96 ST IO 05.6434 12/25/2046 | 0.11% | GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | FNR 2019-43 JS IO 05.5934 08/25/2049 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.11% | EXPEDIA GRP CV 00.0000 02/15/2026 | 0.11% | GNR 2019-152 ES IO 05.6014 12/20/2049 | 0.10% | BALTA 2005-8 21A1 02.5495 10/25/2035 | 0.10% | DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% | GSMS 2012-GCJ7 D 144A 05.5609 05/10/2045 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | CD 2017-CD3 C 04.5545 02/10/2050 | 0.10% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.10% | STACR 2018-HQA2 B1 04.7066 10/25/2048 | 0.10% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.10% | NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% | STACR 2014-DN1 M3 04.9566 02/25/2024 | 0.10% | STACR 2020-DNA4 B2 10.4566 08/25/2050 | 0.10% | STACR 2019-DNA2 B2 10.9566 03/25/2049 | 0.10% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.10% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.10% | GSAA 2006-8 2A2 00.8166 05/25/2036 | 0.10% | GNR 2018-H05 BI IO 02.3741 02/20/2068 | 0.10% | IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | JPMBB 2014-C18 E 144A 04.2937 02/15/2047 | 0.10% | OKTA INC CV 00.3750 06/15/2026 | 0.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.10% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.10% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | DEXCOM INC CV 00.2500 11/15/2025 | 0.09% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.09% | ENPHASE EN CV 00.0000 03/01/2028 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.09% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.09% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.09% | SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.09% | GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.09% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | JPMBB 2014-C25 D P/P 144A 03.9425 11/15/2047 | 0.09% | SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% | CABLE ONE INC CV 01.1250 03/15/2028 | 0.09% | CAS 2020-R01 1B1 03.7066 01/25/2040 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.09% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.09% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% | CAS 2022-R02 2B1 04.5990 01/25/2042 | 0.09% | BSCMS 2005-PWR7 B 04.8825 02/11/2041 | 0.09% | FNR 2013-90 SD IO 06.1434 09/25/2043 | 0.09% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.09% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.09% | BOX INC CV 00.0000 01/15/2026 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | GNR 2018-H03 XI IO 02.1346 02/20/2068 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | GNR 2018-H05 AI IO 02.2613 02/20/2068 | 0.08% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.08% | VAIL RESORTS CV 00.0000 01/01/2026 | 0.08% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.08% | 1.679 R ISWP SOFR P 01/21/2052 | 0.08% | COMM 2014-CR16 C 04.9108 04/10/2047 | 0.08% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.08% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% | GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.08% | GNR 2017-H06 BI IO 02.2454 02/20/2067 | 0.08% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.08% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.08% | FNR 2013-107 SB IO 05.4934 02/25/2043 | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2015-H23 BI IO 01.7509 09/20/2065 | 0.08% | GNR 2016-H06 DI IO 01.5917 07/20/2065 | 0.08% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.08% | 1.737 R ISWP SOFR P 03/11/2032 | 0.08% | CWALT 2006-OA10 2A1 00.8366 08/25/2046 | 0.08% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% | WFRBS 2012-C7 E 144A 04.7787 06/15/2045 | 0.08% | GNR 2016-H03 DI IO 02.0396 12/20/2065 | 0.08% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | TRANSDIGM INC 05.5000 11/15/2027 | 0.08% | ISTAR INC 04.7500 10/01/2024 | 0.08% | CAS 2018 - C01 1B1 04.0066 07/25/2030 | 0.07% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | CCMFC 2006-4A A2 00.6366 11/25/2047 | 0.07% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.07% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% | GNR 2017-H16 IB IO 01.8674 08/20/2067 | 0.07% | GNR 2016-H10 AI IO 01.5477 04/20/2066 | 0.07% | GNR 2017-H11 TI IO 02.1927 04/20/2067 | 0.07% | ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.07% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | GSR 2007-OA1 2A3A 00.7666 05/25/2037 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | AIRBNB INC CV 00.0000 03/15/2026 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.07% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% | GNR 2016-H22 AI IO 02.1303 10/20/2066 | 0.07% | GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.07% | STACR 2018-HQA2 M2 02.7566 10/25/2048 | 0.07% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.07% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.07% | BWAY CORP TLB L+325 03.7051 04/03/2024 | 0.07% | COMM 2014-UBS3 D 144A 04.7677 06/10/2047 | 0.07% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.07% | GESTAMP AUTOMOCION SA REGS 03.2500 04/30/2026 | 0.07% | GNR 2017-H09 IO IO 01.8345 04/20/2067 | 0.07% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | GNR 2017-H16 IG IO 01.7037 07/20/2067 | 0.07% | HALOZYME THER CV 00.2500 03/01/2027 | 0.07% | HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.07% | LIVE NATION CV 02.5000 03/15/2023 | 0.07% | STACR 2019-DNA3 B2 08.6066 07/25/2049 | 0.07% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.07% | WMHE 2007-HE4 1A 00.6266 07/25/2047 | 0.07% | 1.7674 R ISWP SOFR P 02/29/2052 | 0.06% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | JPALT 2007-A2 12A1 00.8566 06/25/2037 | 0.06% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | RAPID7 INC CV 00.2500 03/15/2027 | 0.06% | 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CONDOR MERGER P/P 144A 07.3750 02/15/2030 | 0.06% | GNR 2016-H16 EI IO 02.1991 06/20/2066 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.06% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.06% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 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 2017-H02 BI IO 02.1104 01/20/2067 | 0.06% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.06% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.06% | CAS 2016-C05 2B 11.2066 01/25/2029 | 0.06% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% | GNR 2015-H25 EI IO 01.8444 10/20/2065 | 0.06% | TERRIER MEDIA BUYER IN L+350 03.9574 12/17/2026 | 0.06% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% | GNR 2016-H06 CI IO 01.4056 02/20/2066 | 0.06% | GNR 2017-H12 QI IO 02.2510 05/20/2067 | 0.06% | HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | GNR 2014-H21 BI IO 01.5299 10/20/2064 | 0.06% | GNR 2015-H24 AI IO 01.7501 09/20/2065 | 0.06% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.06% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.06% | TAMKO BUILDING PRODUCT L+300 03.5219 05/03/2026 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | DISH DBS CORPORATION 07.3750 07/01/2028 | 0.06% | FHR 4742 S IO 05.8034 12/15/2047 | 0.06% | GNR 2014-119 SA IO 05.1514 08/20/2044 | 0.06% | GNR 2015-H10 BI IO 01.8142 04/20/2065 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 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% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% | 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | 0.06% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.06% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.06% | LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.06% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% | LIBERTY MEDIA | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.05% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | CWALT 2007-OH1 A1D 00.6666 04/25/2047 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | GNR 2016-H24 CI IO 01.6906 10/20/2066 | 0.05% | NEWELL BRANDS INC 04.4500 04/01/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.05% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.05% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% | WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.05% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.05% | BURL STORE CV 02.2500 04/15/2025 | 0.05% | CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.05% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.05% | GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.05% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% | KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.05% | SILICON LABS CV 00.6250 06/15/2025 | 0.05% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.05% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | GNR 2016-H02 HI IO 01.5385 01/20/2066 | 0.05% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | OMNICELL INC CV 00.2500 09/15/2025 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | JPMCC 2011-C4 C 144A 05.3976 07/15/2046 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.05% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 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% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.05% | SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.05% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.05% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.05% | CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.05% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% | GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% | GNR 2013-H08 CI IO 01.6020 02/20/2063 | 0.05% | HVMLT 2005-2 1A 00.9686 05/19/2035 | 0.05% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% | SHAKE SHACK I CV 00.0000 03/01/2028 | 0.05% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% | BLACKLINE INC CV 00.0000 03/15/2026 | 0.04% | BLOCK INC CV 00.2500 11/01/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.04% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 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% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% | WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.04% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.04% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.04% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 0.04% | CERIDIAN HCM CV 00.2500 03/15/2026 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.7990 08/21/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GNR 2016-H03 AI IO 01.7268 01/20/2066 | 0.04% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 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% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% | LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.04% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 0.04% | QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.04% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% | BLOCK INC CV 00.0000 05/01/2026 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2016-H17 KI IO 01.8874 07/20/2066 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | TRANSDIGM INC 04.6250 01/15/2029 | 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% | GNR 2015-H08 CI IO 01.7933 03/20/2065 | 0.04% | JPMCC 2011-C3 F 144A 05.5249 02/15/2046 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | UBER TECH INC CV 00.0000 12/15/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 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% | 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% | MONGODB INC CV 00.2500 01/15/2026 | 0.04% | NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.04% | NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.04% | SCIENTIFIC GAMES CORP L+275 03.2074 08/14/2024 | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.04% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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 4077 IK IO 05.0000 07/15/2042 | 0.04% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% | GNR 2016-H14 IO IO 01.6753 06/20/2066 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% | ENVISION HEALTHCARE TL L+375 04.2074 10/10/2025 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.03% | SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.03% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.03% | MSBAM 2013-C11 D 144A 04.3517 08/15/2046 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.03% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.03% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% | ELANCO ANIMAL HEALTH T L+175 01.9806 02/04/2027 | 0.03% | FNR 2010-35 SG IO 05.9434 04/25/2040 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.03% | MHL 2005-3 M2 01.2516 08/25/2035 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% | DATADOG INC CV 00.1250 06/15/2025 | 0.03% | DRAFTKINGS CV 00.0000 03/15/2028 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 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% | SPOTIFY USA CV 00.0000 03/15/2026 | 0.03% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 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% | 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% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 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% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | ALARM.COM HLD CV 00.0000 01/15/2026 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | GNR 2013-129 SN IO 05.7014 09/20/2043 | 0.03% | IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | FIVE9 INC CV 00.5000 06/01/2025 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 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 SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SUNRUN INC CV 00.0000 02/01/2026 | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | YUM! BRANDS INC. 03.6250 03/15/2031 | 0.02% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% | 1.455 R ISWP FWD SONIA P 06/15/2032 | 0.02% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 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% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% | OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% | SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.02% | SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 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% | HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.02% | IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.02% | SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 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% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 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% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | CAS 2017-C06 2B1 04.9066 02/25/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 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% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 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.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 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% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GBP/USD 06/15/2022 HSBCB | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% | 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% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% | DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2013-99 VS IO 05.6694 07/16/2043 | 0.02% | PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% | SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 03.7074 07/31/2027 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.02% | GNR 2020-15 CS IO 05.6014 02/20/2050 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2017-C07 2B1 04.9066 05/25/2030 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | GNMA GII30 BN1510 05.5000 05/20/2049 | 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% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.01% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | CHF/USD 06/15/2022 SSBT | 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% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | 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% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% | YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% | 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 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 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% | SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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-.7 2047-01-17 300.0 01/17/2047 MS | 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% | 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% | SEK/USD 06/15/2022 UBS | 0.01% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 0.01% | CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 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-.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 MS | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% | TXU TCEH RIGHTS | 0.01% | 2.288 R ISWP SOFR P 03/31/2027 | 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 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% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GBP/USD 06/15/2022 SSBT | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% | 1.724 R ISWP FWD SOFR P 01/15/2047 | 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% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | EUR/USD 06/15/2022 SSBT | 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% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | SWPTN SOFR 1MX10Y R 2.194 USD 04/22/2022 CI | 0.01% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 2.3365 R ISWP SOFR P 03/31/2027 | 0.00% | CAS 2015-C02 1M2 04.4566 05/25/2025 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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 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% | FSPC T-57 1AX IO 00.3941 07/25/2043 | 0.00% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% | IHEARTMEDIA TLB L+300 03.4574 05/01/2026 | 0.00% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 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% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.00% | ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CZK/USD 06/15/2022 UBS | 0.00% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 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% | ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% | CAD/USD 04/20/2022 BANKAM | 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 JP | 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.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.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 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-.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 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 11/25/2040 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | JPY/USD 05/18/2022 SSBT | 0.00% | PLN/USD 06/15/2022 GSFX | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | AUD/USD 04/20/2022 MSCIL | 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 MS | 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 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-.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 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 06/15/2022 MSCIL | 0.00% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% | NOK/USD 06/15/2022 UBS | 0.00% | NZD/USD 04/20/2022 GSFX | 0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.00% | 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | 0.00% | BRL/USD 07/05/2022 GSFX | 0.00% | CAD/USD 04/20/2022 GSFX | 0.00% | CAD/USD 04/20/2022 MSCIL | 0.00% | CLP/USD 04/20/2022 CITI | 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.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 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 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-.14 2072-12-16 300.0 12/16/2072 JP | 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% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | GBP/USD 06/15/2022 BCAP-FX | 0.00% | MXN/USD 04/20/2022 SSBT | 0.00% | NZD/USD 04/20/2022 SSBT | 0.00% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.00% | SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.00% | AUD/USD 04/20/2022 BANKAM | 0.00% | AUD/USD 04/20/2022 JPMCB | 0.00% | AUD/USD 04/20/2022 UBS | 0.00% | CAD/USD 04/20/2022 JPMCB | 0.00% | CAD/USD 04/20/2022 UBS | 0.00% | CAS 2015-C03 2M2 05.4566 07/25/2025 | 0.00% | CHF/USD 06/15/2022 RBSF | 0.00% | CHF/USD 06/15/2022 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 MS | 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.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.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 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-.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 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% | EUR/USD 06/15/2022 UBS | 0.00% | GBP/USD 06/15/2022 BANKAM | 0.00% | GBP/USD 06/15/2022 JPMCB | 0.00% | GBP/USD 06/15/2022 MSCIL | 0.00% | GBP/USD 06/15/2022 RBSF | 0.00% | GBP/USD 06/15/2022 UBS | 0.00% | JPY/USD 05/18/2022 BANKAM | 0.00% | MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% | NOK/USD 06/15/2022 BANKAM | 0.00% | NOK/USD 06/15/2022 BCAP-FX | 0.00% | NOK/USD 06/15/2022 JPMCB | 0.00% | NZD/USD 04/20/2022 BANKAM | 0.00% | NZD/USD 04/20/2022 UBS | 0.00% | OPTN FN30 3.5 04/06/22 CALL 102.46875 JPMC | 0.00% | SEK/USD 06/15/2022 JPMCB | 0.00% | SEK/USD 06/15/2022 RBSF | 0.00% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.00% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | CAD/USD 04/20/2022 BCAP-FX | -0.00% | CAD/USD 04/20/2022 SSBT | -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-.11 2054-11-18 300.0 11/18/2054 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 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 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% | EUR/USD 06/15/2022 JPMCB | -0.00% | NOK/USD 06/15/2022 GSFX | -0.00% | NOK/USD 06/15/2022 MSCIL | -0.00% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% | 2.247 R ISWP SOFR P 04/01/2027 | -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.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-.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 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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% | NOK/USD 06/15/2022 SSBT | -0.00% | NOK/USD 06/15/2022 TDBK | -0.00% | SEK/USD 06/15/2022 CITI | -0.00% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% | CHF/USD 06/15/2022 BCAP-FX | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% | SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.00% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% | CHF/USD 06/15/2022 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SEK/USD 06/15/2022 MSCIL | -0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% | SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% | SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.00% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.00% | 2.307 R ISWP SOFR P 03/31/2024 | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | -0.01% | 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -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-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% | 2.3535 R ISWP SOFR P 03/30/2027 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 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 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -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 GS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.01% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% | 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.01% | 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 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -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% | NZD/USD 04/20/2022 MSCIL | -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 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.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 P 0.43 EUR 08/20/2029 UB | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | SWPTN SOFR 1MX10Y P 2.194 USD 04/22/2022 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% | 1.497 R ISWP FWD SES3M P 06/15/2032 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% | 2.26 R ISWP SOFR P 03/30/2032 | -0.02% | 2.2655 R ISWP SOFR P 03/30/2032 | -0.02% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.03% | 1.986 R ISWP SOFR P 03/21/2029 | -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% | SEK/USD 06/15/2022 SSBT | -0.03% | CAD/USD 04/20/2022 TDBK | -0.03% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.03% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.03% | 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.03% | 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.03% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | -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% | 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.03% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.04% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.04% | SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.04% | AUD/USD 04/20/2022 SSBT | -0.04% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.04% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.04% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.05% | 1.75 R ISWP SOFR P 02/29/2032 | -0.05% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.05% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% | 1.626 R ISWP SOFR P 01/19/2052 | -0.07% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.07% | 0.565 R ISWP FWD SARON P 06/15/2032 | -0.07% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.07% | JPY/USD 05/18/2022 TDBK | -0.07% | SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.08% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.08% | 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.08% | 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.08% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% | SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.08% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.09% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.09% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.09% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.10% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.10% | 1.7355 R ISWP SOFR P 03/01/2029 | -0.10% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.10% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.11% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.11% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.11% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.11% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.12% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.13% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.13% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.14% | 0.915 R ISWP FWD EUR006M P 06/15/2032 | -0.15% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.15% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.15% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% | SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.16% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.18% | 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.18% | JPY/USD 05/18/2022 UBS | -0.18% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.20% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.23% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.24% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.24% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.25% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.26% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.27% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.30% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.32% | 1.372 R ISWP SOFR P 01/12/2027 | -0.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.34% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.34% | OPTN FN30 3.5 04/06/22 PUT 102.46875 JPMC | -0.35% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.37% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.39% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.41% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.45% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.46% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.53% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.92% | US 10YR ULTRA FUT JUN22 UXYM2 | -0.92% | FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -4.03% | FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -4.03% | FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -15.99% | US 2YR NOTE (CBT) JUN22 TUM2 | -46.04% |
| REPO TRIPA MORTG 0.06 03/01/2022 | 19.92% | FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 18.98% | FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 13.46% | TREASURY BILL 00.0000 03/17/2022 | 1.74% | TREASURY BILL 00.0000 03/24/2022 | 1.47% | FNMA FN30 TBA UMBS 04.5000 03/01/2052 | 1.30% | 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 | 0.81% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.78% | TREASURY BILL 00.0000 04/26/2022 | 0.74% | FHR 4991 IE IO 05.0000 07/25/2050 | 0.72% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.71% | STACR 2016-DNA1 B 10.1869 07/25/2028 | 0.69% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.69% | CAS 2016-C02 1B 12.4369 09/25/2028 | 0.67% | FNMA FN30 TBA UMBS 05.5000 03/01/2052 | 0.66% | GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.66% | FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.62% | TREASURY BILL 00.0000 03/03/2022 | 0.61% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.61% | CWALT 2006-OA10 4A1 00.5669 08/25/2046 | 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 | 0.54% | REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.54% | GNR 2020-138 IC IO 03.5000 08/20/2050 | 0.51% | 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.51% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.51% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.51% | CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.50% | EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.50% | WFRBS 2013-C15 D 144A 04.5028 08/15/2046 | 0.49% | FHR 5152 MI IO 04.5000 10/25/2051 | 0.49% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.49% | GNR 2021-116 ES IO 06.0743 11/20/2047 | 0.48% | FNR 2020-85 PI IO 03.0000 12/25/2050 | 0.47% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.46% | GNR 2021-67 PI IO 03.0000 04/20/2051 | 0.45% | FHR 5004 SG IO 05.9131 08/25/2050 | 0.45% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.44% | CWALT 2006-OA7 1A1 02.1897 06/25/2046 | 0.42% | FHR 5134 IC IO 04.0000 08/25/2051 | 0.42% | WFRBS 2011-C4 F 144A 04.8877 06/15/2044 | 0.40% | STRU BMOC-7331 AI IO 03.5000 07/20/2051 | 0.40% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.40% | FNR 2022-1 GI IO 03.0000 02/25/2052 | 0.39% | CAS 2018-C05 1B1 04.4369 01/25/2031 | 0.39% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.38% | CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.37% | ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.37% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.37% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.37% | FNR 2019-57 KS IO 05.8631 10/25/2049 | 0.36% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.36% | FHR 5024 HI IO 04.5000 10/25/2050 | 0.36% | CAS 2017-C03 1M2 03.1869 10/25/2029 | 0.35% | CAS 2016-C03 1B 11.9369 10/25/2028 | 0.34% | MCAS 2020-01 M10 144A 03.9369 03/25/2050 | 0.34% | CMLTI 2007-AMC3 A2D 00.5369 03/25/2037 | 0.34% | STACR 2015-DNA3 B 09.5369 04/25/2028 | 0.34% | IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.34% | SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.33% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.33% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.32% | FHR 5011 SA IO 06.0631 09/25/2050 | 0.32% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.32% | JPMBB 2014-C18 D 144A 04.7929 02/15/2047 | 0.32% | STRU BMOC-8710 SA IO 05.9883 07/20/2050 | 0.32% | UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.32% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.31% | CAS 2019-R03 1B1 04.2869 09/25/2031 | 0.31% | FNR 2017-32 SA IO 05.9631 05/25/2047 | 0.31% | GNR 2020-133 CS IO 06.1383 09/20/2050 | 0.31% | GNR 2021-77 SM IO 06.1383 05/20/2051 | 0.30% | FHR 5002 SJ IO 05.9131 07/25/2050 | 0.30% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.30% | FHR 5049 AI IO 04.5000 12/25/2050 | 0.30% | FHR 5115 IK IO 04.5000 12/25/2050 | 0.30% | FHR 5091 IL IO 04.5000 03/25/2051 | 0.30% | WFRBS 2012-C10 D 144A 04.4112 12/15/2045 | 0.30% | CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.29% | CAS 2018-C04 2B1 04.6869 12/25/2030 | 0.28% | GNR 2020-63 PS IO 05.9383 04/20/2050 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.28% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.27% | GNR 2019-89 PS IO 05.9383 07/20/2049 | 0.27% | TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.27% | CAS 2017-C02 2B1 05.6869 09/25/2029 | 0.27% | GNR 2020-78 DI IO 04.0000 06/20/2050 | 0.27% | FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.27% | CAS 2017-C03 1B1 05.0369 10/25/2029 | 0.26% | STACR 2015-DNA2 B 07.7369 12/25/2027 | 0.26% | GNR 2021-59 IP IO 03.0000 04/20/2051 | 0.26% | GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.26% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.26% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.26% | FHR 4839 WS IO 05.9089 08/15/2056 | 0.26% | GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.25% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.25% | WMABS 2006-HE2 A3 00.4869 05/25/2036 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.25% | STACR 2018-DNA3 B2 07.9369 09/25/2048 | 0.25% | GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.24% | FHR 5093 YI IO 04.5000 12/25/2050 | 0.24% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.23% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.23% | GNR 2020-63 AS IO 05.8383 08/20/2043 | 0.22% | GNR 2021-59 SQ IO 06.1383 04/20/2051 | 0.22% | STACR 2018-HQA2 B2 11.1869 10/25/2048 | 0.22% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.22% | WAMU 2005-AR17 A1B3 00.8869 12/25/2045 | 0.22% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.22% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.22% | STACR 2016-HQA2 M3 05.3369 11/25/2028 | 0.22% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.22% | GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.21% | FNR 2018-38 SA IO 06.0131 06/25/2048 | 0.21% | GNR 2021-98 SK IO 06.1383 06/20/2051 | 0.21% | JPMCC 2013-LC11 D 04.1642 04/15/2046 | 0.21% | STACR 2015-HQA1 B 08.9869 03/25/2028 | 0.21% | MSBAM 2015-C23 D 144A 04.1434 07/15/2050 | 0.20% | APACHE CORP 05.1000 09/01/2040 | 0.20% | SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.20% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% | CFCRE 2011-C2 E P/P 144A 05.1859 12/15/2047 | 0.20% | FHR 4945 SL IO 05.8631 01/25/2050 | 0.20% | GESTAMP AUTOMOCION SA REGS 03.2500 04/30/2026 | 0.20% | GNR 2014-60 SD IO 06.0183 04/20/2044 | 0.20% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.20% | VERISURE HOLDING AB REGS 03.2500 02/15/2027 | 0.19% | WFCM 2016-NXS5 D 04.9839 01/15/2059 | 0.18% | ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% | CAS 2016-C01 1B 11.9369 08/25/2028 | 0.18% | PIONEER NAT CV 00.2500 05/15/2025 | 0.18% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.18% | CWALT 2005-38 A1 01.6037 09/25/2035 | 0.18% | GNR 2019-96 SY IO 05.9383 08/20/2049 | 0.18% | MSBAM 2013-C10 D 144A 04.0743 07/15/2046 | 0.18% | CAS 2020-SBT1 1M2 03.8369 02/25/2040 | 0.18% | FNR 2020-12 SK IO 05.8631 03/25/2050 | 0.18% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.18% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.17% | OMIR 2017-1A B1 144A 05.9369 04/25/2027 | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | IVORY COAST REGS 05.3750 07/23/2024 | 0.17% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.17% | GNR 2019-83 SY IO 05.9383 07/20/2049 | 0.17% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.17% | STACR 2020-DNA3 B2 09.5369 06/25/2050 | 0.17% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | DISH NETWORK CV 03.3750 08/15/2026 | 0.16% | FNR 2018-20 SB IO 06.0631 03/25/2048 | 0.16% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% | GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.16% | IVORY COAST REGS 05.2500 03/22/2030 | 0.16% | CWALT 2005-65CB 2A1 00.6119 12/25/2035 | 0.16% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.16% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% | BCAP 2011-RR3 3A6 02.6680 11/27/2036 | 0.15% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.15% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% | CSAIL 2015-C1 D 144A 03.7607 04/15/2050 | 0.15% | FNR 2015-42 LS IO 06.0131 06/25/2045 | 0.15% | ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.15% | FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | RALI 2006-QO10 A1 00.5069 01/25/2037 | 0.15% | FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.14% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | LIVE NATION CV 02.5000 03/15/2023 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% | GNR 2020-7 SK IO 05.8883 01/20/2050 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.14% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.14% | SPLUNK INC CV 01.1250 06/15/2027 | 0.14% | BMIR 2017-1 B1 144A 04.9369 10/25/2027 | 0.14% | GSMS 2013-GC10 D P/P 144A 04.4009 02/10/2046 | 0.14% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% | COMM 2013-CR9 D 144A 04.2791 07/10/2045 | 0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% | PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.14% | SAMI 2007-AR1 2A1 00.3669 01/25/2037 | 0.13% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.13% | GNR 2018-139 SA IO 05.9883 10/20/2048 | 0.13% | ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.13% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.13% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.13% | STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.13% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.13% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% | WFCM 2013-LC12 D 144A 04.3049 07/15/2046 | 0.13% | GNR 2016-H09 BI IO 01.7454 04/20/2066 | 0.13% | GNR 2017-H16 JI IO 02.3203 08/20/2067 | 0.13% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.13% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.13% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.13% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.12% | OVINTIV INC 07.3750 11/01/2031 | 0.12% | GNR 2019-152 ES IO 05.8883 12/20/2049 | 0.12% | CAS 2017-C04 2M2 03.0369 11/25/2029 | 0.12% | CWALT 2006-OA10 3A1 00.5669 08/25/2046 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | TREASURY BILL 00.0000 05/19/2022 | 0.12% | FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.12% | JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.12% | MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% | FNR 2016-96 ST IO 05.9131 12/25/2046 | 0.12% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.12% | CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% | FNR 2019-43 JS IO 05.8631 08/25/2049 | 0.12% | GNR 2015-H25 AI IO 01.5982 09/20/2065 | 0.12% | GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.12% | SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% | CWALT 2006-OA7 1A2 01.0437 06/25/2046 | 0.12% | EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.12% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.12% | TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% | CWALT 2005-59 1A1 00.8307 11/20/2035 | 0.11% | NETFLIX INC. 05.8750 11/15/2028 | 0.11% | COMM 2012-CR3 F 144A 04.7500 10/15/2045 | 0.11% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.11% | BALTA 2005-8 21A1 02.4980 10/25/2035 | 0.11% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.11% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% | EXPEDIA GRP CV 00.0000 02/15/2026 | 0.10% | 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.10% | CD 2017-CD3 C 04.5544 02/10/2050 | 0.10% | DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% | OKTA INC CV 00.3750 06/15/2026 | 0.10% | GNR 2017-H10 MI IO 01.8198 04/20/2067 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | STACR 2014-DN1 M3 04.6869 02/25/2024 | 0.10% | AEDAS HOMES OPCO SLU REGS 04.0000 08/15/2026 | 0.10% | GSMS 2012-GCJ7 D 144A 05.4011 05/10/2045 | 0.10% | SM ENERGY CO 06.5000 07/15/2028 | 0.10% | GSAA 2006-8 2A2 00.5469 05/25/2036 | 0.10% | STACR 2018-HQA2 B1 04.4369 10/25/2048 | 0.10% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.10% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.10% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.10% | GNR 2018-H05 BI IO 02.3079 02/20/2068 | 0.10% | STACR 2019-DNA2 B2 10.6869 03/25/2049 | 0.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.10% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.10% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.10% | FNR 2013-90 SD IO 06.4131 09/25/2043 | 0.10% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% | CHROME BIDCO SASU REGS 03.5000 05/31/2028 | 0.10% | STACR 2020-DNA4 B2 10.1869 08/25/2050 | 0.10% | 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.10% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% | ZIGGO BV REGS 02.8750 01/15/2030 | 0.10% | CONSTELLIUM SE REGS 03.1250 07/15/2029 | 0.09% | GNR 2018-H03 XI IO 02.3319 02/20/2068 | 0.09% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.09% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.09% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% | JPMBB 2014-C18 E 144A 04.2929 02/15/2047 | 0.09% | WAYFAIR INC CV 00.6250 10/01/2025 | 0.09% | JPMBB 2014-C25 D P/P 144A 03.9388 11/15/2047 | 0.09% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.09% | FNR 2013-107 SB IO 05.7631 02/25/2043 | 0.09% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% | CAS 2020-R01 1B1 03.4369 01/25/2040 | 0.09% | GNR 2016-H24 JI IO 01.9763 11/20/2066 | 0.09% | GNR 2017-H08 NI IO 02.2487 03/20/2067 | 0.09% | SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% | CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.09% | CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% | ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2016-H06 DI IO 01.5885 07/20/2065 | 0.09% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.09% | 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.09% | CAS 2022-R02 2B1 04.5487 01/25/2042 | 0.09% | PALO ALTO NET CV 00.3750 06/01/2025 | 0.09% | COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% | GNR 2016-H10 AI IO 01.5108 04/20/2066 | 0.09% | NETFLIX INC REGS 03.8750 11/15/2029 | 0.09% | BOOKING HLDS CV 00.7500 05/01/2025 | 0.08% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.08% | DEXCOM INC CV 00.2500 11/15/2025 | 0.08% | ENPHASE EN CV 00.0000 03/01/2028 | 0.08% | GNR 2017-H06 BI IO 02.3518 02/20/2067 | 0.08% | GNR 2015-H23 BI IO 01.7384 09/20/2065 | 0.08% | GNR 2018-H05 AI IO 02.2524 02/20/2068 | 0.08% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | VAIL RESORTS CV 00.0000 01/01/2026 | 0.08% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.08% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.08% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.08% | GNR 2016-H03 DI IO 02.0371 12/20/2065 | 0.08% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.08% | GNR 2016-H22 AI IO 02.1212 10/20/2066 | 0.08% | PACIRA PHARMA CV 00.7500 08/01/2025 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.08% | BOX INC CV 00.0000 01/15/2026 | 0.08% | CWALT 2006-OA10 2A1 00.5669 08/25/2046 | 0.08% | GSR 2007-OA1 2A3A 00.4969 05/25/2037 | 0.08% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% | GNR 2017-H09 IO IO 01.8234 04/20/2067 | 0.08% | ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.08% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.08% | WFRBS 2012-C7 E 144A 04.7325 06/15/2045 | 0.08% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.08% | TRANSDIGM INC 05.5000 11/15/2027 | 0.08% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% | GNR 2015-H24 AI IO 01.7463 09/20/2065 | 0.07% | GNR 2016-H06 CI IO 01.3957 02/20/2066 | 0.07% | GNR 2017-H11 DI IO 01.8411 05/20/2067 | 0.07% | GNR 2017-H11 TI IO 02.1866 04/20/2067 | 0.07% | GNR 2017-H16 IG IO 01.6972 07/20/2067 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.07% | CAS 2018 - C01 1B1 03.7369 07/25/2030 | 0.07% | STACR 2020-HQA2 M2 03.2869 03/25/2050 | 0.07% | 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.07% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% | GNR 2017-H16 IB IO 01.8607 08/20/2067 | 0.07% | CCMFC 2006-4A A2 00.3669 11/25/2047 | 0.07% | ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.07% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 0.07% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% | GNR 2014-119 SA IO 05.4383 08/20/2044 | 0.07% | GNR 2017-H02 BI IO 02.1100 01/20/2067 | 0.07% | STACR 2018-HQA2 M2 02.4869 10/25/2048 | 0.07% | COMM 2014-UBS3 D 144A 04.7682 06/10/2047 | 0.07% | COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.07% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.07% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% | COMM 2014-CR16 C 04.9187 04/10/2047 | 0.07% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.07% | GNR 2016-H16 EI IO 02.2009 06/20/2066 | 0.07% | GNR 2017-H12 QI IO 02.2313 05/20/2067 | 0.07% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.07% | AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% | BWAY CORP TLB L+325 03.4806 04/03/2024 | 0.07% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.07% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% | HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.07% | JPALT 2007-A2 12A1 00.5869 06/25/2037 | 0.07% | STACR 2019-DNA3 B2 08.3369 07/25/2049 | 0.07% | WMHE 2007-HE4 1A 00.3569 07/25/2047 | 0.07% | 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.06% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% | BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.06% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.06% | GNR 2016-H02 HI IO 01.5353 01/20/2066 | 0.06% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% | GNR 2015-H25 EI IO 01.8304 10/20/2065 | 0.06% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.06% | CONDOR MERGER P/P 144A 07.3750 02/15/2030 | 0.06% | FHR 4742 S IO 06.0089 12/15/2047 | 0.06% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 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% | JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% | RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.06% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.06% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% | EUR/USD 03/16/2022 SSBT | 0.06% | TERRIER MEDIA BUYER IN L+350 03.7086 12/17/2026 | 0.06% | CAS 2016-C05 2B 10.9369 01/25/2029 | 0.06% | GNR 2014-H21 BI IO 01.5225 10/20/2064 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.06% | SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.06% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.06% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% | HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.06% | TAMKO BUILDING PRODUCT L+300 03.2548 05/03/2026 | 0.06% | TRANSDIGM INC 04.8750 05/01/2029 | 0.06% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% | BURL STORE CV 02.2500 04/15/2025 | 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 2015-H10 BI IO 01.8065 04/20/2065 | 0.06% | GUARDANT HEAL CV 00.0000 11/15/2027 | 0.06% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.06% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% | ZENDESK INC CV 00.6250 06/15/2025 | 0.06% | 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.06% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 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% | JPMCC 2011-C4 C 144A 05.3889 07/15/2046 | 0.06% | KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 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% | 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.06% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% | DISH DBS CORPORATION 07.3750 07/01/2028 | 0.06% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 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% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% | STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.06% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% | SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 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% | CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.05% | GNR 2016-H03 AI IO 01.7217 01/20/2066 | 0.05% | GNR 2016-H24 CI IO 01.6763 10/20/2066 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | LIBERTY MEDIA | 0.05% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.05% | CWALT 2007-OH1 A1D 00.3969 04/25/2047 | 0.05% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.05% | RINGCENTRAL CV 00.0000 03/01/2025 | 0.05% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% | CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% | GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.05% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.05% | SILICON LABS CV 00.6250 06/15/2025 | 0.05% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% | WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.05% | BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.05% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.05% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% | JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% | LYFT INC CV 01.5000 05/15/2025 | 0.05% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.05% | OMNICELL INC CV 00.2500 09/15/2025 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% | CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.05% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.05% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.05% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.05% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% | EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.05% | HVMLT 2005-2 1A 00.6907 05/19/2035 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.05% | SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 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% | 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% | SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.05% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CAS 2015-C04 2M2 05.7369 04/25/2028 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.05% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.05% | BLOCK INC CV 00.2500 11/01/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHEGG INC CV 00.0000 09/01/2026 | 0.04% | CHENIERE ENERGYP 04.0000 03/01/2031 | 0.04% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 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% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | OVINTIV INC 06.6250 08/15/2037 | 0.04% | WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | ZSCALER INC. CV 00.1250 07/01/2025 | 0.04% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.04% | BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.04% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.04% | LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% | 1.135 R ISWP SOFRRATE P 01/03/2027 | 0.04% | CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.04% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% | GNR 2016-H17 KI IO 01.8846 07/20/2066 | 0.04% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.04% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.04% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% | CLEAR CHANNEL OUTDOOR L+350 03.7988 08/21/2026 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 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% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% | SEK/USD 03/16/2022 SSBT | 0.04% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% | BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% | JPMCC 2011-C3 F 144A 05.5237 02/15/2046 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.04% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.04% | 1.3995 R ISWP SOFR P 01/28/2027 | 0.04% | 1.832 R ISWP SOFR P 02/14/2032 | 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% | GNR 2013-H08 CI IO 01.5866 02/20/2063 | 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% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | INSULET CORP CV 00.3750 09/01/2026 | 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% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | BLOCK INC CV 00.0000 05/01/2026 | 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% | ENVISION HEALTHCARE TL L+375 03.9586 10/10/2025 | 0.04% | GNR 2015-H08 CI IO 01.7771 03/20/2065 | 0.04% | GNR 2016-H14 IO IO 01.6640 06/20/2066 | 0.04% | SWPTN SOFR 4WX10Y R 1.82 USD 03/23/2022 CI | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | TELADOC HE CV 01.2500 06/01/2027 | 0.04% | UBER TECH INC CV 00.0000 12/15/2025 | 0.04% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.04% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% | AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | FNR 2010-35 SG IO 06.2131 04/25/2040 | 0.04% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% | NOURYON USA TLB L+300 03.2086 10/01/2025 | 0.04% | SCIENTIFIC GAMES CORP L+275 02.9586 08/14/2024 | 0.04% | SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.04% | PEGASYSTEMS CV 00.7500 03/01/2025 | 0.04% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% | T-MOBILE USA INC 03.7500 04/15/2027 | 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% | 1.7355 R ISWP SOFR P 03/01/2029 | 0.03% | 1.85029 R ISWP SOFR P 02/17/2032 | 0.03% | BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.03% | DISH DBS CORP 05.1250 06/01/2029 | 0.03% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.03% | NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% | SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.03% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% | 1.681 R ISWP FWD SOFR P 02/15/2029 | 0.03% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% | DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% | EUR/USD 03/16/2022 RBSF | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.03% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 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% | MHL 2005-3 M2 00.9819 08/25/2035 | 0.03% | MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.03% | MSBAM 2013-C11 D 144A 04.3509 08/15/2046 | 0.03% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% | UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.03% | WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.03% | DATADOG INC CV 00.1250 06/15/2025 | 0.03% | DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.03% | ELANCO ANIMAL HEALTH T L+175 01.8563 02/04/2027 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 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% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.03% | BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.03% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 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% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | GNR 2013-129 SN IO 05.9883 09/20/2043 | 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% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% | 1.775 R ISWP FWD SOFR P 02/25/2032 | 0.03% | 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 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% | 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% | IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.03% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% | TWILIO INC 03.8750 03/15/2031 | 0.03% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 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% | 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.03% | ALARM.COM HLD CV 00.0000 01/15/2026 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.03% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% | LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | FIVE9 INC CV 00.5000 06/01/2025 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 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 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% | 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 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% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.02% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% | NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% | NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SUNRUN INC CV 00.0000 02/01/2026 | 0.02% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.02% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 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 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.02% | IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.02% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.02% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 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% | 1.47709 R ISWP SOFR P 02/29/2024 | 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% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 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% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | CAS 2017-C06 2B1 04.6369 02/25/2030 | 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% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% | OPTN FN30 3.0 03/07/22 CALL 101.09375 JPMC | 0.02% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.02% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.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% | DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% | EUR/USD 03/16/2022 BCAP-FX | 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% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2020-15 CS IO 05.8883 02/20/2050 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | SINCLAIR BROADCAST GRO L+225 05.5000 08/24/2026 | 0.02% | 1.331 R ISWP SOFRRATE P 12/31/2031 | 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% | 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% | EUR/USD 03/16/2022 TDBK | 0.02% | GNR 2013-99 VS IO 05.9743 07/16/2043 | 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% | 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 04.3750 02/01/2032 | 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% | COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% | SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.02% | 1.3395 R ISWP SOFR P 01/11/2027 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% | ASURION CORP TLB9 L+325 03.4586 07/31/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% | NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 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 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.02% | SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.02% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.75 R ISWP SOFR P 02/29/2032 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2017-C07 2B1 04.6369 05/25/2030 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% | SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.01% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.01% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.01% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | 1.698 R ISWP SOFR P 02/28/2027 | 0.01% | 1.821 R ISWP SOFR P 02/18/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 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% | 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% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | 0.01% | VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% | 1.393 R ISWP SOFR P 01/13/2027 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | EUR/USD 03/16/2022 GSFX | 0.01% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.01% | 1.0355 R ISWP SOFR P 01/20/2024 | 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 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% | JPY/USD 05/18/2022 TDBK | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% | 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% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% | SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | 1.48613 R ISWP SOFR P 01/21/2027 | 0.01% | 1.7305 R ISWP SOFR P 02/08/2032 | 0.01% | CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% | GNR 2019-78 SJ IO 05.8883 06/20/2049 | 0.01% | GNR 2019-99 KS IO 05.8883 08/20/2049 | 0.01% | NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% | NZD/USD 04/20/2022 MSCIL | 0.01% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.01% | TXU TCEH RIGHTS | 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.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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | GBP/USD 03/16/2022 UBS | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.01% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.01% | 1.488 R ISWP SOFR P 02/14/2024 | 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% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | EUR/USD 03/16/2022 CITI | 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% | SEK/USD 03/16/2022 MSCIL | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.01% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | 0.01% | SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% | 0.926 R ISWP SOFR P 01/26/2024 | 0.00% | 1.0085 R ISWP SOFR P 01/21/2024 | 0.00% | 1.5135 R ISWP SOFR P 01/26/2032 | 0.00% | 1.5235 R ISWP SOFR P 01/26/2032 | 0.00% | CAS 2015-C02 1M2 04.1869 05/25/2025 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 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% | EUR/USD 03/16/2022 WPAC | 0.00% | FSPC T-57 1AX IO 00.3940 07/25/2043 | 0.00% | GBP/USD 03/16/2022 RBSF | 0.00% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% | IHEARTMEDIA TLB L+300 03.2086 05/01/2026 | 0.00% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.00% | SWPTN SOFR 1MX10Y P 1.856 USD 02/28/2022 CI | 0.00% | 0.976 R ISWP SOFR P 01/26/2024 | 0.00% | 0.9975 R ISWP SOFR P 01/25/2024 | 0.00% | 1.005 R ISWP SOFR P 01/25/2024 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.562 R ISWP SOFR P 01/25/2032 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.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 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% | EUR/USD 03/16/2022 CSI-FX | 0.00% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% | SEK/USD 03/16/2022 CITI | 0.00% | SEK/USD 03/16/2022 GSFX | 0.00% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.00% | SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | 0.00% | SWPTN SOFR 1MX10Y R 1.356 USD 02/28/2022 CI | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.573 R ISWP SOFR P 01/25/2032 | 0.00% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.00% | ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% | BRL/USD 04/04/2022 GSFX | 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 JP | 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.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 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 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 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 11/25/2040 | 0.00% | GBP/USD 03/16/2022 BANKAM | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.00% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 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% | 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% | CAS 2015-C03 2M2 05.1869 07/25/2025 | 0.00% | CHF/USD 03/16/2022 MSCIL | 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 MS | 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 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-.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-.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 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 2012-30 HI IO 04.5000 12/25/2040 | 0.00% | SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.00% | SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | 0.00% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.00% | AUD/USD 04/20/2022 MSCIL | 0.00% | CAD/USD 04/20/2022 BANKAM | 0.00% | CLP/USD 04/20/2022 CITI | 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.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 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 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-.14 2072-12-16 300.0 12/16/2072 JP | 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% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | GBP/USD 03/16/2022 JPMCB | 0.00% | GBP/USD 03/16/2022 WPAC | 0.00% | NZD/USD 04/20/2022 GSFX | 0.00% | SEK/USD 03/16/2022 BCAP-FX | 0.00% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | 1.6436 R ISWP SOFR P 02/07/2032 | 0.00% | 1.646 R ISWP SOFR P 01/31/2032 | 0.00% | AUD/USD 04/20/2022 BANKAM | 0.00% | AUD/USD 04/20/2022 JPMCB | 0.00% | AUD/USD 04/20/2022 UBS | 0.00% | CAD/USD 04/20/2022 BCAP-FX | 0.00% | CAD/USD 04/20/2022 GSFX | 0.00% | CAD/USD 04/20/2022 JPMCB | 0.00% | CAD/USD 04/20/2022 MSCIL | 0.00% | CAD/USD 04/20/2022 SSBT | 0.00% | CAD/USD 04/20/2022 UBS | 0.00% | CAS 2015-C02 2M2 04.1869 05/25/2025 | 0.00% | CHF/USD 03/16/2022 BANKAM | 0.00% | CHF/USD 03/16/2022 BCAP-FX | 0.00% | CHF/USD 03/16/2022 CITI | 0.00% | CHF/USD 03/16/2022 HSBCB | 0.00% | CHF/USD 03/16/2022 JPMCB | 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 MS | 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.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.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 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-.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 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% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.00% | JPY/USD 05/18/2022 BANKAM | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | MXN/USD 04/20/2022 SSBT | 0.00% | NOK/USD 03/16/2022 BANKAM | 0.00% | NOK/USD 03/16/2022 BCAP-FX | 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% | NZD/USD 04/20/2022 BANKAM | 0.00% | NZD/USD 04/20/2022 SSBT | 0.00% | SEK/USD 03/16/2022 BANKAM | 0.00% | SEK/USD 03/16/2022 HSBCB | 0.00% | SEK/USD 03/16/2022 JPMCB | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 1.305 R ISWP SOFR P 02/08/2024 | -0.00% | 1.6165 R ISWP SOFR P 01/21/2032 | -0.00% | 1.679 R ISWP SOFR P 01/21/2052 | -0.00% | 1.724 R ISWP FWD SOFR P 01/15/2047 | -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-.11 2054-11-18 300.0 11/18/2054 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 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 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% | SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% | 1.4715 R ISWP SOFR P 02/28/2024 | -0.00% | 1.66076 R ISWP SOFR P 01/20/2032 | -0.00% | CHF/USD 03/16/2022 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.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-.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 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | 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% | NOK/USD 03/16/2022 GSFX | -0.00% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.00% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% | 1.514 R ISWP SOFR P 02/28/2024 | -0.00% | 1.578 R ISWP SOFR P 01/28/2032 | -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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 03/16/2022 BCAP-FX | -0.00% | GBP/USD 03/16/2022 CSI-FX | -0.00% | NOK/USD 03/16/2022 MSCIL | -0.00% | SEK/USD 03/16/2022 UBS | -0.00% | SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.00% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | -0.00% | 1.647 R ISWP SOFR P 02/03/2052 | -0.00% | 1.664 R ISWP SOFR P 01/28/2052 | -0.00% | 3.57 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 03/16/2027 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 03/16/2022 CITI | -0.00% | GBP/USD 03/16/2022 GSFX | -0.00% | GBP/USD 03/16/2022 TDBK | -0.00% | NOK/USD 03/16/2022 SSBT | -0.00% | NOK/USD 03/16/2022 TDBK | -0.00% | PLN/USD 03/16/2022 GSFX | -0.00% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% | SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.00% | 1.334 R ISWP SOFR P 01/18/2027 | -0.00% | 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.00% | 1.459 R ISWP SOFR P 01/21/2027 | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CZK/USD 03/16/2022 UBS | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 1.61968 R ISWP SOFR P 02/28/2027 | -0.01% | 1.7395 R ISWP SOFR P 02/28/2032 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% | GBP/USD 03/16/2022 MSCIL | -0.01% | GBP/USD 03/16/2022 SSBT | -0.01% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% | CAD/USD 04/20/2022 TDBK | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 03/16/2022 HSBCB | -0.01% | 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% | 1.448 R ISWP SOFR P 01/20/2027 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | -0.01% | SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.01% | 1.626 R ISWP SOFR P 01/19/2052 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 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 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.01% | 1.517 R ISWP SOFR P 01/14/2032 | -0.01% | 1.524 R ISWP SOFR P 01/14/2032 | -0.01% | 1.5245 R ISWP SOFR P 01/14/2032 | -0.01% | 1.525 R ISWP SOFR P 01/14/2032 | -0.01% | 1.7975 R ISWP SOFR P 02/28/2032 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% | EUR/USD 03/16/2022 MSCIL | -0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% | SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.01% | 1.7245 R ISWP SOFR P 02/09/2032 | -0.01% | 1.737 R ISWP SOFR P 02/23/2032 | -0.01% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% | AUD/USD 04/20/2022 SSBT | -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 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 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% | 1.567 R ISWP SOFR P 01/19/2032 | -0.01% | 1.601 R ISWP SOFR P 01/12/2032 | -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 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% | SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.01% | SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.01% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.02% | 1.8015 R ISWP SOFR P 02/22/2032 | -0.02% | CHF/USD 03/16/2022 SSBT | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -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% | EUR/USD 03/16/2022 BANKAM | -0.02% | JPY/USD 05/18/2022 UBS | -0.02% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 1.725 R ISWP FWD SOFR P 02/10/2032 | -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% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.02% | 1.186 R ISWP SOFRRATE P 01/05/2027 | -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% | SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 03/16/2022 HSBCB | -0.02% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.02% | 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% | 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.88 R ISWP SOFR P 01/12/2024 | -0.02% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN SOFR 4WX10Y P 1.82 USD 03/23/2022 CI | -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% | 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.03% | 1.50 R ISWP SOFR P 01/18/2032 | -0.03% | 1.5005 R ISWP SOFR P 01/18/2032 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.03% | 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.03% | 1.4941 R ISWP SOFR P 01/18/2032 | -0.03% | 1.7895 R ISWP SOFR P 02/25/2032 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.03% | SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.03% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 1.675 R ISWP SOFR P 02/28/2027 | -0.03% | 1.7674 R ISWP SOFR P 02/29/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | OPTN FN30 3.0 03/07/22 PUT 101.09375 JPMC | -0.03% | 0.8745 R ISWP SOFR P 01/11/2024 | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.5665 R ISWP SOFR P 01/11/2032 | -0.03% | 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | -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% | EUR/USD 03/16/2022 UBS | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% | EUR/USD 03/16/2022 JPMCB | -0.04% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.04% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 1.7565 R ISWP SOFR P 02/16/2027 | -0.04% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.04% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.04% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.04% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.05% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.05% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.06% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.07% | SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.07% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% | 1.372 R ISWP SOFR P 01/12/2027 | -0.07% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.07% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% | SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.08% | SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.09% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.10% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.11% | -0.07 R ISWP FWD SARON P 03/16/2032 | -0.11% | SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.11% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.11% | 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -0.12% | 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.12% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.14% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.15% | CPURNSA P 2.78 R 01/15/32 | -0.17% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.21% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.24% | SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.25% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -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 | -0.29% | SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.29% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.30% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.40% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.49% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.54% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.68% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.01% | FNMA FN30 TBA UMBS 03.0000 03/01/2052 | -3.72% | US 10YR ULTRA FUT JUN22 UXYM2 | -4.95% | FNMA FN30 TBA UMBS 02.0000 03/01/2052 | -8.24% | FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -16.36% | US 2YR NOTE (CBT) JUN22 TUM2 | -54.59% |
Sector Weightings as of 05/31/22
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency CMO | 24.06% | 0.95 | 0.00% | 0.00 | 24.06% | 0.95 |
| Net cash | 22.06% | 0.00 | 0.00% | 0.00 | 22.06% | 0.00 |
| Commercial MBS | 8.05% | 0.21 | 6.20% | -0.02 | 14.25% | 0.19 |
| High-yield corporate bonds | 13.56% | 0.61 | 0.00% | 0.00 | 13.56% | 0.61 |
| Emerging-market bonds | 11.46% | 0.56 | 0.00% | 0.00 | 11.46% | 0.56 |
| Residential MBS (non-agency) | 11.39% | 0.39 | 0.00% | 0.00 | 11.39% | 0.39 |
| Convertible securities | 3.96% | 0.08 | 0.00% | 0.00 | 3.96% | 0.08 |
| Agency pass-through | 0.24% | 0.01 | 2.32% | -0.23 | 2.56% | -0.22 |
| Investment-grade corporate bonds | 2.03% | 0.14 | 0.00% | 0.00 | 2.03% | 0.14 |
| Bank loans | 1.66% | 0.06 | 0.00% | 0.00 | 1.66% | 0.06 |
| International Treasury/agency | 1.13% | 0.02 | 0.00% | 0.00 | 1.13% | 0.02 |
| Asset-backed securities (ABS) | 0.32% | 0.01 | 0.00% | 0.00 | 0.32% | 0.01 |
| Equity investments | 0.08% | 0.00 | 0.00% | 0.00 | 0.08% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.95 | 0.00% | -0.95 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.81 | 0.00% | -0.81 |
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 05/31/22
| United States | 88.23% |
|---|---|
| Indonesia | 2.12% |
| Côte d'Ivoire | 1.76% |
| Germany | 1.33% |
| Mexico | 1.25% |
| Dominican Republic | 1.06% |
| Brazil | 1.05% |
| Senegal | 0.96% |
| Ghana | 0.90% |
| Other | 1.34% |
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% |