| NET OTHER ASSETS |
|
-217 708 074 |
4.8 |
0 |
| USTN 4.125% 11/15/32 |
|
165 213 359 |
3.7 |
160 450 000 |
| USTN 3.875% 12/31/29 |
|
157 303 164 |
3.5 |
157 420 000 |
| USTN 3.5% 02/15/33 |
|
133 103 618 |
2.9 |
135 647 010 |
| USTN 3.625% 05/31/28 |
|
123 173 827 |
2.7 |
125 000 000 |
| USTB 3.625% 02/15/53 |
|
107 306 688 |
2.4 |
110 983 000 |
| USTB 2% 08/15/51 |
|
84 451 307 |
1.9 |
123 027 000 |
| USTN 3.5% 01/31/30 |
|
80 390 964 |
1.8 |
82 179 000 |
| USTN 3.5% 04/30/30 |
|
72 755 953 |
1.6 |
74 300 000 |
| UMBS 30YR 2% 07/53 #TBA |
|
68 347 783 |
1.5 |
83 250 000 |
| USTN 3.875% 09/30/29 |
|
62 547 597 |
1.4 |
62 670 000 |
| USTN 2.75% 08/15/32 |
|
50 072 746 |
1.1 |
54 222 000 |
| USTB 3% 08/15/52 |
|
48 061 103 |
1.1 |
56 140 000 |
| USTN 4% 10/31/29 |
|
45 237 304 |
1.0 |
45 000 000 |
| USTN 2.875% 05/15/32 |
|
35 497 010 |
0.8 |
38 006 000 |
| USTB 2.875% 05/15/49 |
|
31 886 467 |
0.7 |
38 253 600 |
| EUR 9/15/2023 FORWARD CC |
|
-30 959 653 |
0.7 |
-28 057 000 |
| USTN 4% 02/29/28 |
|
30 295 265 |
0.7 |
30 300 000 |
| GNII II 2% 07/53 #TBA |
|
29 795 708 |
0.7 |
35 200 000 |
| BK OF AMER 3.419%/VAR 12/20/28 |
%BAC228
|
28 360 229 |
0.6 |
30 941 000 |
| UMBS 30YR 2.5% 07/53 #TBA |
|
23 534 622 |
0.5 |
27 575 000 |
| USTN 2.625% 07/31/29 |
|
23 268 554 |
0.5 |
25 000 000 |
| GNII II 2.5% 07/53 #TBA |
|
23 189 010 |
0.5 |
26 600 000 |
| GBP 9/15/2023 FORWARD CC |
|
-23 195 583 |
0.5 |
-18 142 000 |
| USTB 2.25% 02/15/52 |
|
21 613 711 |
0.5 |
29 700 000 |
| US DOLLAR |
|
-21 410 710 |
0.5 |
-21 410 710 |
| UMBS 30YR 4% 07/53 #TBA |
|
21 042 934 |
0.5 |
22 275 000 |
| BEECHWOOD TSFR3M+130 01/17/35 |
|
19 986 043 |
0.4 |
20 400 000 |
| UMBS 15YR 5% 07/38 #TBA |
|
19 522 502 |
0.4 |
19 550 000 |
| JPM 4.452%/VAR 12/05/29 |
%JPM029
|
19 258 732 |
0.4 |
20 012 000 |
| GOLDMAN SCHS 3.691/VAR 6/05/28 |
%GS0628
|
19 223 351 |
0.4 |
20 456 000 |
| FHLG 30YR 5% 12/52#SD8276 |
|
19 014 567 |
0.4 |
19 287 220 |
| GNII II 3% 07/53 #TBA |
|
18 164 332 |
0.4 |
20 200 000 |
| USTB 1.875% 11/15/51 |
|
17 906 459 |
0.4 |
26 946 000 |
| UMBS 30YR 3% 07/53 #TBA |
|
17 875 368 |
0.4 |
20 175 000 |
| BOA CORP 5.015%/VAR 07/22/33 |
%BAC733
|
17 135 078 |
0.4 |
17 517 000 |
| USTB 3% 02/15/47 |
|
16 881 743 |
0.4 |
19 862 700 |
| MORGAN STANL 4.431/VAR 1/23/30 |
%MS130
|
15 448 682 |
0.3 |
16 234 000 |
| ENERGY TRAN LP 3.75% 05/15/30 |
%ETP530
|
13 894 590 |
0.3 |
15 331 000 |
| USTN 3.875% 03/31/25 |
|
13 771 953 |
0.3 |
14 000 000 |
| OMEGA HEALTHCA 3.25% 04/15/33 |
%OHI33
|
13 467 238 |
0.3 |
18 062 000 |
| USTN 1.75% 01/31/29 |
%WIT29
|
13 355 859 |
0.3 |
15 000 000 |
| ORACLE CORP 2.875% 03/25/31 |
%ORCL31
|
13 088 676 |
0.3 |
15 315 000 |
| FHLG 15YR 2% 06/35#QN2431 |
|
12 827 416 |
0.3 |
14 301 717 |
| UMBS 30YR 5.5% 07/53 #TBA |
|
12 413 559 |
0.3 |
12 400 000 |
| WILLIAMS COS 3.5% 11/15/30 |
%WMB30
|
12 203 902 |
0.3 |
13 610 000 |
| JPMORGAN 4.493%/VAR 3/24/31 |
%JPPM31
|
12 187 735 |
0.3 |
12 651 000 |
| CEDF 16-6A ARR 3ML+105 04/34 |
|
12 089 283 |
0.3 |
12 418 000 |
| EXELON CORP 4.05% 04/15/30 |
%EXC430
|
11 989 080 |
0.3 |
12 774 000 |
| PEMEX 5.95% 01/28/31 |
%PEMEX31
|
11 948 526 |
0.3 |
16 230 000 |
| AERCAP IRELAND 5.75% 06/06/28 |
|
11 890 578 |
0.3 |
12 000 000 |
| GNII II 3.5% 08/53 #TBA |
|
11 879 000 |
0.3 |
12 800 000 |
| AES CORP 2.45% 01/15/31 |
%AES31
|
11 061 072 |
0.2 |
13 732 000 |
| T-MOBILE USA 3.875% 04/15/30 |
%TMUS30
|
10 975 618 |
0.2 |
11 900 000 |
| OCCIDENTAL PETE 7.5% 05/01/31 |
%OXY31
|
10 873 217 |
0.2 |
9 921 000 |
| CITIGROUP 4.658%/VAR 05/24/28 |
%C528
|
10 811 865 |
0.2 |
11 047 000 |
| GNII II 4% 07/53 #TBA |
|
10 750 794 |
0.2 |
11 300 000 |
| USTB 3.25% 05/15/42 |
|
10 601 580 |
0.2 |
11 778 000 |
| GNII II 3.5% 07/53 #TBA |
|
10 502 103 |
0.2 |
11 325 000 |
| SOCG 1.488%/VAR 12/14/26 144A |
%SOC26A
|
10 430 378 |
0.2 |
11 855 000 |
| WELLSFARGO 3.526%/VAR 03/24/28 |
%WFC328
|
10 343 581 |
0.2 |
11 051 000 |
| USTB 2% 11/15/41 |
|
10 257 765 |
0.2 |
13 900 000 |
| MSTDW 4.889%/VAR 07/20/33 |
%MS733
|
10 212 606 |
0.2 |
10 578 000 |
| AVOLON HLDGS 2.875% 2/25 144A |
%AVOL25A
|
10 107 325 |
0.2 |
10 863 000 |
| BOEING CO 5.15% 05/01/30 |
%BA530
|
10 019 761 |
0.2 |
10 091 000 |
| ANHEUSER BUSC 3.5% 06/01/30 |
%ABIBB30
|
10 008 600 |
0.2 |
10 714 000 |
| ELP 21-ELP A 1ML+70.1 11/36 |
|
9 759 068 |
0.2 |
10 075 000 |
| WELLSFARGO 4.897%/VAR 07/25/33 |
%WFC733
|
9 198 986 |
0.2 |
9 553 000 |
| FNMA 30YR 2.5% 10/51#CB1784 |
|
9 116 812 |
0.2 |
10 658 520 |
| USTB 1.75% 08/15/41 |
|
9 150 955 |
0.2 |
12 905 000 |
| VERIZON COM 2.55% 03/21/31 |
%VZ331
|
8 986 440 |
0.2 |
10 750 000 |
| AASET 2022-1A A 6% 05/47 144A |
|
8 843 829 |
0.2 |
9 093 351 |
| UBS GRP 6.537%/VAR 08/33 144A |
%CS33A
|
8 801 772 |
0.2 |
8 600 000 |
| BROADCOM INC 2.6% 2/15/33 144A |
%AVGO33A
|
8 774 251 |
0.2 |
11 218 000 |
| WELLS FARG 4.478%/VAR 04/04/31 |
%WFFC30
|
8 614 350 |
0.2 |
9 036 000 |
| JPMC CO 4.912%/VAR 07/25/33 |
%JPM2033
|
8 523 200 |
0.2 |
8 706 000 |
| GNII II 4.5% 07/53 #TBA |
|
8 353 713 |
0.2 |
8 600 000 |
| ALLY FINL INC 7.1% 11/15/27 |
%ALL1127
|
8 326 664 |
0.2 |
8 194 000 |
| UMBS 15YR 3% 07/38 #TBA |
|
8 119 511 |
0.2 |
8 650 000 |
| PEMEX 7.69% 01/23/50 |
%PEMEX50
|
8 036 832 |
0.2 |
11 845 000 |
| BROADCOM INC 2.45% 2/31 144A |
%AVGO31A
|
7 992 981 |
0.2 |
9 813 000 |
| CAPITAL ON 5.247%/VAR 07/26/30 |
%COF230
|
8 029 520 |
0.2 |
8 514 000 |
| GREAT OUTDOORS TM B2 1LN 03/28 |
%BASSB11
|
7 885 577 |
0.2 |
8 036 258 |
| LIFE 22-A1 TSFR1M+129.52 05/39 |
|
7 695 148 |
0.2 |
7 860 000 |
| JBS USA/LUX/FIN 5.5% 1/30 144A |
%JBSS30A
|
7 671 037 |
0.2 |
8 022 000 |
| BPR 22OANAA TSFR1M+174.77 4/24 |
|
7 663 103 |
0.2 |
7 887 000 |
| CIGNA GROUP 4.375% 10/15/28 |
%CI28
|
7 550 659 |
0.2 |
7 770 000 |
| MSTDW 3.125% 07/27/26 |
%MS726
|
7 563 406 |
0.2 |
8 057 000 |
| UMBS 30YR 4.5% 07/53 #TBA |
|
7 548 022 |
0.2 |
7 800 000 |
| BANK 22-BNK44 A5 5.7462% 11/55 |
|
7 463 594 |
0.2 |
7 185 000 |
| BARCLAYSP 2.279%/VAR 11/24/27 |
%BAR2027
|
7 421 219 |
0.2 |
8 400 000 |
| USTB 2.375% 02/15/42 |
|
7 300 702 |
0.2 |
9 300 000 |
| MSTDW 5% 11/24/25 |
%MS1125
|
7 234 590 |
0.2 |
7 319 000 |
| CHARTER COM/CAP 4.4% 04/01/33 |
%CHTR33
|
7 168 518 |
0.2 |
8 160 000 |
| GNII II 5.5% 07/53 #TBA |
|
7 104 847 |
0.2 |
7 100 000 |
| GSINC 6.75% 10/01/37 |
%GS37
|
7 104 169 |
0.2 |
6 606 000 |
| FNMA 30YR 5.5% 04/53#CB6082 |
|
7 020 961 |
0.2 |
7 007 609 |
| JPMC CO 5.717%/VAR 09/14/33 |
%JPMK33
|
6 979 670 |
0.2 |
6 900 000 |
| AB INBEV FIN 4.9% 02/01/46 |
%ABIBB46
|
6 809 763 |
0.2 |
7 094 000 |
| GNII II 2% 02/51#MA7192 |
|
6 791 215 |
0.2 |
8 004 746 |
| PEMEX 6.35% 02/12/48 |
%PEMEX48
|
6 786 909 |
0.2 |
11 201 000 |
| CENTENE CORP 2.45% 07/15/28 |
%CNC628
|
6 600 411 |
0.1 |
7 705 000 |
| FHLG 30YR 3% 11/51#SD8179 |
|
6 505 611 |
0.1 |
7 325 202 |
| ANHEUSER BUSC 4.5% 06/01/50 |
%ABIBB50
|
6 499 074 |
0.1 |
6 964 000 |
| CITIGROUP 4.91%/VAR 05/24/33 |
%C0533
|
6 523 579 |
0.1 |
6 705 000 |
| FNR 2022-13 MA 3% 05/44 |
|
6 367 646 |
0.1 |
6 853 509 |
| MAGALLANES INC 4.279% 03/15/32 |
%WBD32
|
6 299 884 |
0.1 |
7 138 000 |
| UMBS 30YR 3.5% 07/53 #TBA |
|
6 259 270 |
0.1 |
6 825 000 |
| BLACKSTONE PRIV 7.05% 09/29/25 |
%BCRE925
|
6 240 242 |
0.1 |
6 249 000 |
| CITIGROUP 4.412%/VAR 3/31/31 |
%C2031
|
6 212 843 |
0.1 |
6 594 000 |
| VENTAS RLTY LDP 4.75% 11/15/30 |
%VTR1130
|
6 154 110 |
0.1 |
6 487 000 |
| ARES CAP CORP 2.15% 07/15/26 |
|
6 073 867 |
0.1 |
7 000 000 |
| AMGEN INC 5.25% 03/02/30 |
|
6 032 101 |
0.1 |
6 008 000 |
| CHARTER COM/CAP 5.25% 04/01/53 |
%CHTR53
|
5 864 785 |
0.1 |
7 305 000 |
| CSMC 19-ICE4 A 1ML+98 05/36 |
|
5 816 547 |
0.1 |
5 849 448 |
| AIMCO 20-11A AR 3ML+113 10/34 |
|
5 653 649 |
0.1 |
5 734 000 |
| NATWEST GR 5.847%/VAR 03/02/27 |
%NWG27
|
5 598 987 |
0.1 |
5 629 000 |
| ARES 21-41A AR2 1ML+107 04/34 |
|
5 539 458 |
0.1 |
5 656 000 |
| FHLG 30YR 5.5% 04/53#RA8883 |
|
5 473 558 |
0.1 |
5 463 148 |
| FHMS 2015-K043 A2 3.062% 12/24 |
|
5 482 829 |
0.1 |
5 661 000 |
| FNMA 30YR 1.5% 02/51#FM5977 |
|
5 418 386 |
0.1 |
6 939 320 |
| CSMC 19-ICE4 B 1ML+123 05/36 |
|
5 402 611 |
0.1 |
5 442 460 |
| CAPITAL ONE FIN 3.65% 05/11/27 |
%COF527
|
5 387 929 |
0.1 |
5 794 000 |
| BX 2019-XL A 1ML+85 10/36 |
|
5 265 876 |
0.1 |
5 303 992 |
| CANADA NATURAL 2.05% 07/15/25 |
%CNQC25
|
5 223 640 |
0.1 |
5 600 000 |
| VIATRIS INC 2.7% 06/22/30 |
%VTRS30
|
5 192 807 |
0.1 |
6 416 000 |
| ENTERPRISE PRD 3.7% 02/15/26 |
%EPD0226
|
5 140 697 |
0.1 |
5 310 000 |
| NISOURCE INC 3.6% 05/01/30 |
%NI30
|
5 171 565 |
0.1 |
5 719 000 |
| FIVE CORNERS 2.85% 5/30 144A |
%PRU30A
|
5 103 755 |
0.1 |
5 993 000 |
| DISCOVER FIN SV 4.5% 01/30/26 |
%DFS126
|
5 059 986 |
0.1 |
5 267 000 |
| MAGALLANES INC 5.141% 03/15/52 |
%WBD52
|
5 013 212 |
0.1 |
6 181 000 |
| CITIGROUP 4.3% 11/20/26 |
%C26
|
5 044 229 |
0.1 |
5 255 000 |
| AVOLON HLDG FD 4.25% 4/26 144A |
%AVO26A
|
5 003 336 |
0.1 |
5 356 000 |
| GSINC 3.102%/VAR 02/24/33 |
%GS22423
|
4 972 334 |
0.1 |
5 872 000 |
| ALLEG 2021-2A A1 3ML+116 10/34 |
|
4 981 544 |
0.1 |
5 069 000 |
| CHARTER COM/CAP 2.25% 01/15/29 |
%CHTR929
|
4 973 288 |
0.1 |
6 000 000 |
| EQUITABLE HLDGS 4.35% 04/20/28 |
%EQH28
|
4 946 342 |
0.1 |
5 256 000 |
| JPMC CO 4.586%/VAR 04/26/33 |
%JPM433
|
4 910 899 |
0.1 |
5 144 000 |
| DISCOVERY COMML 3.625% 5/15/30 |
%DISCA30
|
4 894 662 |
0.1 |
5 565 000 |
| MYLAN INC 4.55% 04/15/28 |
%MYL28
|
4 876 240 |
0.1 |
5 150 000 |
| USTN 3.625% 03/31/28 |
|
4 820 757 |
0.1 |
4 900 000 |
| BOSTON PPTY LTD 3.25% 01/30/31 |
%BXP31
|
4 845 709 |
0.1 |
5 966 000 |
| ALLY FINL INC 5.75% 11/20/25 |
%ALLY125
|
4 454 873 |
0.1 |
4 607 000 |
| UMBS 30YR 1.5% 07/53 #TBA |
|
4 441 857 |
0.1 |
5 700 000 |
| TENET HEALTH 6.125% 10/01/28 |
%TC28A
|
4 390 627 |
0.1 |
4 595 000 |
| VENTAS RLTY LDP 4% 03/01/28 |
%VTR328
|
4 381 083 |
0.1 |
4 720 000 |
| DBSW 5.882%/VAR 07/08/31 |
%DB31
|
4 410 420 |
0.1 |
5 000 000 |
| FNMA 30YR 4.5% 09/52#MA4733 |
|
4 340 649 |
0.1 |
4 484 683 |
| USTN 3.875% 01/15/26 |
|
4 319 432 |
0.1 |
4 380 000 |
| HESS CORP 4.3% 04/01/27 |
%HES27
|
4 288 565 |
0.1 |
4 456 000 |
| FNMA 30YR 2.5% 01/52#FS1648 |
|
4 187 061 |
0.1 |
4 903 853 |
| BLACKSTONE PRIV 4.7% 03/24/25 |
%BCRED25
|
4 149 715 |
0.1 |
4 307 000 |
| MOLSON COORS BE 3% 07/15/26 |
%TAP726
|
4 112 592 |
0.1 |
4 389 000 |
| GOLDEN NUGGET TM B 1LN 01/29 |
%NUG1TLB
|
4 034 514 |
0.1 |
4 103 327 |
| BARCLAYSPL 2.645%/VAR 06/24/31 |
%BACR631
|
4 022 839 |
0.1 |
5 000 000 |
| NEW FORTRESS EN 6.5% 9/26 144A |
%NFE26A
|
4 022 987 |
0.1 |
4 485 000 |
| HIGHTOWER 6.75% 04/15/29 144A |
%HIGT29A
|
3 983 029 |
0.1 |
4 590 000 |
| MPLX LP 4.95% 09/01/32 |
%MPLX32
|
3 983 941 |
0.1 |
4 161 000 |
| BNPSA 2.219%/VAR 06/09/26 144A |
%BNP626A
|
3 934 841 |
0.1 |
4 250 000 |
| IMPERIAL BRND 6.125% 7/27 144A |
%IMBL27A
|
3 958 217 |
0.1 |
3 927 000 |
| AUTOZONE 4% 04/15/30 |
%AZO30
|
3 872 391 |
0.1 |
4 155 000 |
| JBS USA/LU 5.75% 04/01/33 144A |
%JBSS33A
|
3 873 149 |
0.1 |
4 103 000 |
| FNMA 30YR 2.5% 07/50#CA6399 |
|
3 848 565 |
0.1 |
4 453 015 |
| FNMA 30YR 2.5% 08/51#CB1281 |
|
3 828 644 |
0.1 |
4 471 191 |
| CLECO CORP HLDG 3.743% 5/1/26 |
%CNL26
|
3 844 778 |
0.1 |
4 110 000 |
| STORE CAP CORP 2.75% 11/18/30 |
%STOR30
|
3 779 645 |
0.1 |
5 212 000 |
| FNR 2022-3 N 2% 10/47 |
|
3 739 664 |
0.1 |
4 367 049 |
| USTB 2.875% 05/15/52 |
|
3 747 528 |
0.1 |
4 491 000 |
| SOCGE 1.038%/VAR 06/18/25 144A |
%SCG25A
|
3 767 802 |
0.1 |
4 000 000 |
| FNMA 30YR 2.5% 05/51#CB0454 |
|
3 725 320 |
0.1 |
4 333 132 |
| FNMA 30YR 3% 02/52#CB2886 |
|
3 697 276 |
0.1 |
4 154 661 |
| GENERAL MTR FIN 4.35% 04/09/25 |
%GM425
|
3 719 843 |
0.1 |
3 810 000 |
| PUGET ENERGY IN 4.224% 3/15/32 |
%PSD32
|
3 728 183 |
0.1 |
4 134 000 |
| TAOT 2022-C A3 3.76% 04/27 |
|
3 660 794 |
0.1 |
3 750 000 |
| USTN 4.625% 03/15/26 |
|
3 643 614 |
0.1 |
3 620 000 |
| BRIXMOR OPR PRT 3.85% 02/01/25 |
%BRX225
|
3 610 969 |
0.1 |
3 770 000 |
| INTESA SANPAOL 5.71% 1/26 144A |
%ISPI26A
|
3 619 715 |
0.1 |
3 790 000 |
| TBOLT 2018-A A STEP 7/38 |
|
3 620 007 |
0.1 |
4 233 679 |
| VZMT 2021-1 A .5% 05/27 |
|
3 625 767 |
0.1 |
3 800 000 |
| FORD MTR CR LLC 4.125% 8/17/27 |
%F827
|
3 554 339 |
0.1 |
3 920 000 |
| INTELSAT TERM 1LN 02/01/2029 |
%INTETL1
|
3 596 272 |
0.1 |
3 632 012 |
| WELLSFARGO 5.013%/VAR 4/04/51 |
%WFC51
|
3 558 271 |
0.1 |
3 790 000 |
| FNMA 30YR 3% 05/52#FS2011 |
|
3 562 844 |
0.1 |
3 995 882 |
| FNMA 30YR 5.5% 11/52#CB5139 |
|
3 526 295 |
0.1 |
3 517 394 |
| VICI PROPERTIE 4.75% 02/15/28 |
%VICI28
|
3 466 307 |
0.1 |
3 654 000 |
| SREIT 21-MFP D 1ML+157.8 11/38 |
|
3 451 957 |
0.1 |
3 601 000 |
| FNMA 30YR 4.5% 09/52#FS3425 |
|
3 385 839 |
0.1 |
3 495 932 |
| TOWN 22-STAY A TSFR1M+223 8/37 |
|
3 386 130 |
0.1 |
3 384 000 |
| NUVEEN FIN 4.125% 11/24 144A |
%TIAA24A
|
3 404 219 |
0.1 |
3 501 000 |
| PG&E CORP 5% 07/01/28 |
%PCG28
|
3 369 963 |
0.1 |
3 712 000 |
| HESS CORP 5.6% 02/15/41 |
%HES241
|
3 365 019 |
0.1 |
3 505 000 |
| FHLG 30YR 2.5% 05/51#SD7540 |
|
3 356 842 |
0.1 |
3 896 037 |
| FNMA 30YR 3.5% 08/01/50#FM7147 |
|
3 288 117 |
0.1 |
3 537 037 |
| BRAND ENERGY TERM B 1LN 06/24 |
%BRANTMB
|
3 292 089 |
0.1 |
3 454 449 |
| COREBRIDGE FINA 3.85% 04/05/29 |
%CRBG29
|
3 313 061 |
0.1 |
3 652 000 |
| BX 19-XL E 1ML+185 10/36 144A |
|
3 269 805 |
0.1 |
3 324 350 |
| GMCAR 2022-4 A3 4.82% 08/27 |
|
3 262 469 |
0.1 |
3 291 000 |
| AT&T INC 2.55% 12/01/33 |
%T33
|
3 264 087 |
0.1 |
4 162 000 |
| GSMS 2018-GS9 A4 3.992% 03/51 |
|
3 166 353 |
0.1 |
3 400 000 |
| BARCLAYS 5.829%/VAR 05/09/27 |
%BACR527
|
3 161 688 |
0.1 |
3 190 000 |
| CENOVUS ENERGY 5.25% 06/15/37 |
%CVECN37
|
3 177 577 |
0.1 |
3 423 000 |
| SYNCHRONY FINAN 5.15% 03/19/29 |
%SYF29
|
3 116 226 |
0.1 |
3 443 000 |
| WP CAREY INC 2.4% 02/01/31 |
%WPC31
|
3 138 525 |
0.1 |
3 912 000 |
| WFCM 2016-C37 A4 3.525% 12/49 |
|
3 103 745 |
0.1 |
3 300 000 |
| GSINC 3.8% 03/15/30 |
%GS0930
|
3 112 637 |
0.1 |
3 352 000 |
| ADV SALES & MR 6.5% 11/28 144A |
%ADVS28A
|
3 122 190 |
0.1 |
3 684 000 |
| BANK 20-BN30 MCD 2.91823%12/53 |
|
3 070 508 |
0.1 |
5 208 000 |
| FHLG 30YR 1.5% 04/51#SD8139 |
|
3 076 209 |
0.1 |
3 939 698 |
| FNMA 30YR 2.5% 08/51#CB1331 |
|
3 075 305 |
0.1 |
3 591 422 |
| INTERNET BRANDS TM B 1LN 04/28 |
%INET104
|
3 075 636 |
0.1 |
3 228 404 |
| GERMANY GOVT 0% 10/10/25 RGS |
%OBL1025
|
3 078 664 |
0.1 |
3 000 000 |
| BAT CAP CORP 4.906% 04/02/30 |
%BATSL30
|
3 032 047 |
0.1 |
3 180 000 |
| FNR 2022-35 CK 4% 03/47 |
|
3 038 580 |
0.1 |
3 177 547 |
| FLAT 2021-1A A1 3ML+111 07/34 |
|
3 026 956 |
0.1 |
3 076 000 |
| FHLG 30YR 2.5% 02/51#SD7535 |
|
3 047 269 |
0.1 |
3 520 141 |
| BX 22-IND A TSFR1M+139.8 04/24 |
|
3 036 810 |
0.1 |
3 079 274 |
| BANK 2017-BNK9 A4 3.538% 11/54 |
|
3 046 354 |
0.1 |
3 300 000 |
| FNMA 30YR 2.5% 08/51#CB1280 |
|
2 977 701 |
0.1 |
3 477 438 |
| ASURION TERM B4 2LN 01/20/29 |
%ASUCB42
|
3 004 726 |
0.1 |
3 625 000 |
| CHARTER COM/CAP 5.375% 5/1/47 |
%CHTR47
|
3 007 968 |
0.1 |
3 681 000 |
| CENTENE CORP 4.625% 12/15/29 |
%CNC1229
|
2 986 868 |
0.1 |
3 245 000 |
| COHERENT CORP 5% 12/15/29 144A |
%IIVI29A
|
2 983 875 |
0.1 |
3 270 000 |
| BAT CAP CORP 4.7% 04/02/27 |
%BATS27
|
2 960 694 |
0.1 |
3 039 000 |
| TALLGRASS LP/CP 6% 12/30 144A |
%TEP30A
|
2 947 383 |
0.1 |
3 330 000 |
| ANHEUSER BUSC 5.55% 01/23/49 |
%ABIB49
|
2 962 062 |
0.1 |
2 806 000 |
| AVOLON HLDG 6.375% 05/28 144A |
%AVO428A
|
2 931 010 |
0.1 |
2 964 000 |
| GNII II 2% 01/51#MA7135 |
|
2 916 126 |
0.1 |
3 437 213 |
| SYMP 20-22A A1 3ML+129 4/18/33 |
|
2 874 741 |
0.1 |
2 900 000 |
| CCO HLDGS/CAP 4.75% 3/30 144A |
%CHTR30A
|
2 903 272 |
0.1 |
3 439 000 |
| DISH NETW 11.75% 11/15/27 144A |
%DISH27
|
2 913 076 |
0.1 |
3 000 000 |
| FHLG 30YR 5.5% 03/01/53#SD7559 |
|
2 905 601 |
0.1 |
2 845 928 |
| FHLG 15YR 2% 12/36#SB8132 |
|
2 869 492 |
0.1 |
3 217 228 |
| UBS GRP 2.193%/VAR 06/26 144A |
%CS26A
|
2 837 994 |
0.1 |
3 100 000 |
| CVS HEALTH CORP 4.3% 03/25/28 |
%CVS28
|
2 842 648 |
0.1 |
2 931 000 |
| ELDORADO RES TM B 1LN 1/26/30 |
%CZRB101
|
2 867 812 |
0.1 |
2 875 000 |
| CITY FOOTBALL TERM B 1LN 7/28 |
%CITFB10
|
2 807 797 |
0.1 |
2 874 250 |
| ALLY FINL INC 8% 11/01/31 |
%GMAC31
|
2 817 717 |
0.1 |
2 683 000 |
| FNMA 30YR 5.5% 06/53#CB6527 |
|
2 821 688 |
0.1 |
2 795 396 |
| FNMA 30YR 3.5% 04/52#CB3331 |
|
2 825 445 |
0.1 |
3 056 291 |
| COMM 20-SBX A 1.67% 01/38 144A |
|
2 740 696 |
0.1 |
3 174 000 |
| FNMA 30YR 2.5% 05/51#CB0404 |
|
2 737 489 |
0.1 |
3 168 007 |
| CAPITAL ON 4.927%/VAR 05/10/28 |
%COF28
|
2 746 705 |
0.1 |
2 886 000 |
| LOWES COS INC 3.75% 04/01/32 |
%LOW32
|
2 741 945 |
0.1 |
3 022 000 |
| BARCLAYS 6.224%/VAR 05/09/34 |
%BACR34
|
2 700 908 |
0.1 |
2 720 000 |
| EXXONMOB 3.482% 03/19/30 |
%XOM30
|
2 725 583 |
0.1 |
2 903 000 |
| PLAINS AA PIP/F 3.55% 12/15/29 |
%PAA29
|
2 715 070 |
0.1 |
3 078 000 |
| NOVOLEX TERM 1LN 04/13/29 |
%NOVH103
|
2 713 736 |
0.1 |
2 779 243 |
| BARCLAYSPL 2.852%/VAR 05/07/26 |
%BACR526
|
2 737 010 |
0.1 |
2 917 000 |
| FHLG 30YR 3% 03/52#SD2219 |
|
2 705 939 |
0.1 |
3 040 688 |
| AT&T INC 3.8% 12/01/57 |
%AT57
|
2 713 781 |
0.1 |
3 772 000 |
| GMCAR 2022-2 A3 3.1% 02/27 |
|
2 709 540 |
0.1 |
2 800 000 |
| FNMA 30YR 2.5% 11/51#MA4466 |
|
2 709 535 |
0.1 |
3 167 734 |
| COLUMBIA CLO 3ML+120 04/34 |
|
2 694 074 |
0.1 |
2 765 000 |
| BANK 2018-BN10 A5 3.688% 02/61 |
|
2 693 069 |
0.1 |
2 900 000 |
| MSTDW 4.35% 09/08/26 |
%MS926
|
2 681 754 |
0.1 |
2 767 000 |
| DEUT 4.5% 04/01/25 |
%DB1225
|
2 657 477 |
0.1 |
2 787 000 |
| CANADA NATURAL 3.85% 06/01/27 |
%CNQCN27
|
2 652 724 |
0.1 |
2 800 000 |
| GNII II 5% 07/53 #TBA |
|
2 667 607 |
0.1 |
2 700 000 |
| FNMA 30YR 2% 02/52#CB2842 |
|
2 649 006 |
0.1 |
3 212 926 |
| FHLG 30YR 2% 05/51#SD7541 |
|
2 691 564 |
0.1 |
3 236 330 |
| FHLG 15YR 2% 06/35#QN2443 |
|
2 603 645 |
0.1 |
2 902 892 |
| FNMA 30YR 4% 05/52#CB3509 |
|
2 618 754 |
0.1 |
2 747 333 |
| HESS CORP 7.3% 08/15/31 |
%AMHC31
|
2 610 231 |
0.1 |
2 372 000 |
| GAINWELL TERM B 1LN 10/1/27 |
%MILATL1
|
2 559 004 |
0.1 |
2 631 936 |
| CITIGROUP 3.875% 03/26/25 |
%C325
|
2 569 889 |
0.1 |
2 657 000 |
| COREBRIDGE FINA 3.9% 04/05/32 |
%CRBG32
|
2 591 474 |
0.1 |
2 988 000 |
| FNMA 15YR 2.5% 11/36#FS1970 |
|
2 572 402 |
0.1 |
2 794 395 |
| BOA CORP 4.25% 10/22/26 |
%BAC1026
|
2 581 942 |
0.1 |
2 667 000 |
| FHLG 30YR 4.5% 09/52#SD8245 |
|
2 586 806 |
0.1 |
2 672 643 |
| FNMA 30YR 2% 01/52#FS0286 |
|
2 595 905 |
0.1 |
3 139 002 |
| FHLG 15YR 1.5% 04/37#SB8147 |
|
2 528 669 |
0.1 |
2 908 854 |
| GNII II 2.5% 09/51#MA7589 |
|
2 513 892 |
0.1 |
2 881 844 |
| AVOLON HLDGS 4.375% 5/26 144A |
%AVOL26A
|
2 535 547 |
0.1 |
2 716 000 |
| FNMA 30YR 4% 06/52#CB3852 |
|
2 520 735 |
0.1 |
2 640 173 |
| VOYA 2020-1A AR 3ML+115 07/34 |
|
2 506 253 |
0.1 |
2 549 000 |
| JPMC CO 2.739%/VAR 10/15/30 |
%JPM1030
|
2 488 331 |
0.1 |
2 883 000 |
| LOWES COS INC 4.5% 04/15/30 |
%LOW430
|
2 481 931 |
0.1 |
2 550 000 |
| AERCAP IRELAND 1.65% 10/29/24 |
%AER2024
|
2 455 949 |
0.1 |
2 615 000 |
| FORD MTR CR LLC 4.063% 11/1/24 |
%F1124
|
2 447 003 |
0.1 |
2 533 000 |
| CSC SERVICEWORKS TM B 1LN 2/28 |
%DRYTL1B
|
2 432 386 |
0.1 |
2 963 615 |
| OPG 21-PORT A 1ML+49.8 10/36 |
|
2 445 295 |
0.1 |
2 530 202 |
| FNMA 15YR 2% 12/35#MA4206 |
|
2 434 763 |
0.1 |
2 718 388 |
| FHR 2021-5182 A 2.5% 10/48 |
|
2 464 680 |
0.1 |
2 822 814 |
| FNMA 15YR 2.5% 01/28#FS3867 |
|
2 400 473 |
0.1 |
2 520 100 |
| KKR CLO 22-41A A1 1.33% 4/35 |
|
2 396 804 |
0.1 |
2 473 000 |
| SRS DISTRIBUTIO TM B 1LN 06/28 |
%SRTLB1L
|
2 397 442 |
0.1 |
2 478 618 |
| UNIVISION TERM B 1LN 3/24/26 |
%UVNB103
|
2 404 747 |
0.1 |
2 438 719 |
| ACRISURE TERM B 1LN 2/13/27 |
%ACRITB1
|
2 369 917 |
0.1 |
2 478 345 |
| TRITON WTR TERM B 1LN 3/31/28 |
%TRIWTLB
|
2 368 643 |
0.1 |
2 478 620 |
| DOMINICAN REP 6% 07/19/28 144A |
%DOMR28A
|
2 336 640 |
0.1 |
2 400 000 |
| CLECO CORP HLDG 3.375% 9/15/29 |
%CNL29
|
2 356 680 |
0.1 |
2 762 000 |
| BOA CORP 4.45% 03/03/26 |
%BACP26
|
2 357 144 |
0.1 |
2 428 000 |
| ALLY FINL INC 4.75% 06/09/27 |
%ALLY627
|
2 335 086 |
0.1 |
2 500 000 |
| AMMC 2012-11A 3ML+101 04/31 |
|
2 370 859 |
0.1 |
2 400 000 |
| SREIT 21-MFP A 1ML+73.08 11/38 |
|
2 340 473 |
0.1 |
2 410 000 |
| FHLG 30YR 1.5% 02/51#SD8127 |
|
2 332 503 |
0.1 |
2 987 234 |
| DRSLF 20-20-78A A 3ML+118 04/3 |
|
2 369 558 |
0.1 |
2 400 000 |
| COMM 2015-DC1 A4 3.078% 02/48 |
|
2 335 182 |
0.1 |
2 400 000 |
| AIMCO 2021-14A 3ML+99 04/20/34 |
|
2 357 461 |
0.1 |
2 407 000 |
| FHLG 15YR 3% 05/35#SB0836 |
|
2 303 071 |
0.1 |
2 440 385 |
| FHLG 30YR 1.5% 01/51#SD8120 |
|
2 299 363 |
0.1 |
2 944 792 |
| FNMA 30YR 1.5% 01/51#MA4236 |
|
2 317 859 |
0.1 |
2 968 480 |
| MDPK 2020-45A 3ML+112 07/15/34 |
|
2 317 955 |
0.1 |
2 347 000 |
| AES CORP 3.95% 07/15/30 144A |
%AES730A
|
2 306 120 |
0.1 |
2 563 000 |
| JBS USA/LUX/FIN 2.5% 1/27 144A |
%JBS127
|
2 301 837 |
0.1 |
2 610 000 |
| UNUM GROUP 4% 06/15/29 |
%UNM29
|
2 293 405 |
0.1 |
2 474 000 |
| DOLLAR TREE INC 4% 05/15/25 |
%DLTR25
|
2 241 005 |
0.0 |
2 307 000 |
| MARSHMCLEN 4.375% 03/15/29 |
%MMC29
|
2 256 750 |
0.0 |
2 310 000 |
| DBSW 3.729%/VAR 01/14/32 |
%DB32
|
2 266 927 |
0.0 |
3 000 000 |
| FNMA 15YR 1% 12/36#FS1679 |
|
2 244 933 |
0.0 |
2 739 333 |
| FNMA 30YR 4.5% 07/52#CB4025 |
|
2 194 805 |
0.0 |
2 245 880 |
| RRAM 19-7A A1AB 3ML+134 01/37 |
|
2 238 289 |
0.0 |
2 290 000 |
| ASCEND LEARNING TM B 1LN 12/28 |
%ASTLB1L
|
2 228 720 |
0.0 |
2 425 000 |
| BERKSHIRE ENGY 4.05% 04/15/25 |
%BRKH25
|
2 235 238 |
0.0 |
2 281 000 |
| CITADEL TERM B 1LN 02/02/2028 |
%CITSLB1
|
2 227 217 |
0.0 |
2 234 861 |
| CRESTWOOD M 5.625% 5/27 144A |
%CMLP27A
|
2 203 720 |
0.0 |
2 332 000 |
| SYNCHRONY FINAN 4.375% 3/19/24 |
%SYF24
|
2 225 878 |
0.0 |
2 272 000 |
| CLOUD SOFTWARE 9% 9/30/29 144A |
%TIB29A
|
2 196 379 |
0.0 |
2 570 000 |
| MDPK 21-50A A 3ML+114 04/19/34 |
|
2 165 204 |
0.0 |
2 200 000 |
| UNITI/FIN/CSL 6.5% 2/29 144A |
%UNI129A
|
2 155 458 |
0.0 |
3 170 000 |
| PERATON TERM B 1LN 03/02/28 |
%PERCTB1
|
2 151 547 |
0.0 |
2 202 130 |
| BOEING CO 5.93% 05/01/60 |
%BA60
|
2 176 974 |
0.0 |
2 180 000 |
| SYMP 2022-32A TSFR3M+132 4/35 |
|
2 191 599 |
0.0 |
2 242 000 |
| BX 22-LP2 A TSFR1M+96.27 02/39 |
|
2 155 534 |
0.0 |
2 223 494 |
| FNMA 30YR 4.5% 07/52#CB4024 |
|
2 163 682 |
0.0 |
2 209 794 |
| FNMA 30YR 2.5% 10/51#MA4438 |
|
2 177 025 |
0.0 |
2 545 174 |
| FHLG 30YR 2.5% 01/52#RA6622 |
|
2 166 199 |
0.0 |
2 521 463 |
| ARES 58A AR SOFR90A+133 01/35 |
|
2 159 373 |
0.0 |
2 223 000 |
| AMXCA 2023-1 A 4.87% 05/28 |
|
2 179 711 |
0.0 |
2 180 000 |
| HUNTER DOUGLAS TM B 1LN 02/29 |
%HDCIB10
|
2 139 280 |
0.0 |
2 310 662 |
| VWIF 3.875%/VAR PERP RGS |
%VWS
|
2 135 639 |
0.0 |
2 300 000 |
| MISYS LTD TERM B 1LN 6/13/24 |
%MSYTMB1
|
2 110 316 |
0.0 |
2 176 864 |
| ARES CAP CORP 3.875% 01/15/26 |
%ARCC26
|
2 134 003 |
0.0 |
2 302 000 |
| FRONTIER TERM B 1LN 05/01/28 |
%FTRTLB1
|
2 113 262 |
0.0 |
2 199 276 |
| CARNIVAL TERM B 1LN 10/18/28 |
%CCLB110
|
2 127 960 |
0.0 |
2 156 250 |
| CHARTER COM/CAP 5.5% 04/01/63 |
%CHTR63
|
2 099 104 |
0.0 |
2 636 000 |
| ASTOUND/RADIATE TM B 1LN 09/26 |
%RATLB1L
|
2 067 355 |
0.0 |
2 478 725 |
| NIELSEN HLDINGS TM B 1LN 04/29 |
%NLSNB10
|
2 095 992 |
0.0 |
2 400 000 |
| VICI PROPERTIE 4.95% 02/15/30 |
%VICI30
|
2 083 182 |
0.0 |
2 243 000 |
| FORDR 18-2 B 3.61% 01/30 |
|
2 096 349 |
0.0 |
2 100 000 |
| FHLG 20YR 2% 07/41#SC0162 |
|
2 083 963 |
0.0 |
2 416 758 |
| CECLO 2232AA1 TSFR3M+170 07/34 |
|
2 078 938 |
0.0 |
2 111 000 |
| BACCT 2023-A1 A1 4.79% 05/28 |
|
2 097 377 |
0.0 |
2 100 000 |
| AMAT 22-1A A TSFR3M+240 10/34 |
|
2 044 420 |
0.0 |
2 041 000 |
| COLUMBIA 3ML+131 01/20/34 144A |
|
2 055 953 |
0.0 |
2 090 000 |
| FHLG 30YR 3% 12/49#QA5154 |
|
2 023 989 |
0.0 |
2 255 956 |
| NCMS 20-2PAC AMZ1 CSTR 01/25 |
|
2 039 121 |
0.0 |
2 266 000 |
| DELL INTL/EMC 5.3% 10/01/29 |
%DELL29
|
1 983 246 |
0.0 |
2 000 000 |
| ZAYO TERM 1LN 03/09/2027 |
%ZAYOTL1
|
1 988 225 |
0.0 |
2 500 000 |
| WESTINGHOUSE TM B 1LN 08/01/25 |
%WCHLTB1
|
1 974 719 |
0.0 |
1 984 823 |
| VERTIV TERM B 1LN 3/2/27 |
%VRTTL1B
|
1 970 770 |
0.0 |
1 984 823 |
| LOWES COS INC 4.45% 04/01/62 |
%LOW62
|
1 987 005 |
0.0 |
2 460 000 |
| BRIXMOR OPR PRT 4.125% 5/15/29 |
%BRX029
|
1 969 600 |
0.0 |
2 196 000 |
| HALST 23-B A2A 5.47% 09/25 |
|
1 992 396 |
0.0 |
2 000 000 |
| GNII II 2.5% 07/51#MA7472 |
|
1 988 337 |
0.0 |
2 278 549 |
| BX 21-PAC A 1ML+71.21 10/36 |
|
1 980 851 |
0.0 |
2 043 000 |
| AASET 21-2A 2.798% 01/47 144A |
|
2 004 542 |
0.0 |
2 343 316 |
| AIG INTL 3.4% 06/30/30 |
%AIG630
|
1 937 798 |
0.0 |
2 180 000 |
| TRANSDIGM INC 6.75% 8/28 144A |
%TDG28A
|
1 959 080 |
0.0 |
1 958 000 |
| ORACLE CORP 2.3% 03/25/28 |
%ORCL28
|
1 926 552 |
0.0 |
2 182 000 |
| LOWES COS INC 4.25% 04/01/52 |
%LOW52
|
1 960 334 |
0.0 |
2 401 000 |
| JACKSON FIN 5.67% 06/08/32 |
%JXN32
|
1 949 548 |
0.0 |
2 033 000 |
| BRANDYWIN OPER 7.55% 03/15/28 |
%BDN28
|
1 928 164 |
0.0 |
2 185 000 |
| VOYA CLO 2020-3A 3ML+115 10/34 |
|
1 957 282 |
0.0 |
1 995 000 |
| PL 19-1A A2 3.858% 12/49 144A |
|
1 938 975 |
0.0 |
2 279 330 |
| LIFE 22 B TSFR1M+179.391 5/39 |
|
1 938 864 |
0.0 |
1 986 000 |
| FNMA 30YR 3.5% 08/50#FM7569 |
|
1 952 981 |
0.0 |
2 113 080 |
| FHMS K727 A2 2.946% 07/24 |
|
1 946 295 |
0.0 |
1 996 470 |
| CEDF 22-15A A TSFR3M+132 04/35 |
|
1 933 257 |
0.0 |
1 985 000 |
| BANK5 2023-5YR1 A3 6.26% 04/56 |
|
1 952 079 |
0.0 |
1 900 000 |
| WFRBS 2014-C19 A5 4.101% 03/47 |
|
1 899 188 |
0.0 |
1 930 000 |
| TRANSUNION TERM B-5 1LN 11/26 |
%TRUTLB5
|
1 911 352 |
0.0 |
1 922 716 |
| HILTON GRAND VAC TM B 1LN 8/28 |
%HGVB105
|
1 891 696 |
0.0 |
1 901 203 |
| CARNIVAL CORP 7.625% 3/26 144A |
%CCL226A
|
1 886 709 |
0.0 |
1 955 000 |
| FHR 2021-5175 CB 2.5% 04/50 |
|
1 897 961 |
0.0 |
2 171 984 |
| FNMA 15YR 2% 07/36#MA4383 |
|
1 881 902 |
0.0 |
2 107 744 |
| CFCRE 2017-C8 A3 3.3048% 06/50 |
|
1 890 547 |
0.0 |
2 041 770 |
| BX 2019-IMC B 1ML+130 04/34 |
|
1 878 038 |
0.0 |
1 917 000 |
| BRIST 2016 1A AR 3ML+99 04/29 |
|
1 907 689 |
0.0 |
1 925 503 |
| CCO HLDGS/CAP 5.375% 6/29 144A |
%CHR29A
|
1 854 953 |
0.0 |
2 064 000 |
| QATAR ST 4.4% 04/16/50 144A |
%QAT50A
|
1 836 773 |
0.0 |
2 015 000 |
| JBS USA/LUX/FIN 3% 5/32 144A |
%JBS532A
|
1 853 858 |
0.0 |
2 405 000 |
| ICAHN LP/FN 6.25% 05/15/26 |
%IEP26
|
1 869 597 |
0.0 |
2 059 000 |
| ENERGY TRAN LP 5.25% 04/15/29 |
%EETP29
|
1 862 040 |
0.0 |
1 892 000 |
| DOMINICAN REP 5.95% 1/27 144A |
%DOMR27A
|
1 861 487 |
0.0 |
1 900 000 |
| MFRA 22-RPL1 A1 3.3% 08/61 |
|
1 869 819 |
0.0 |
2 063 216 |
| FNMA 30YR 3% 04/51#BR9775 |
|
1 859 938 |
0.0 |
2 089 846 |
| FNMA 30YR 2.5% 07/51#CB0997 |
|
1 838 764 |
0.0 |
2 136 442 |
| FNMA 30YR 1.5% 02/51#MA4254 |
|
1 869 032 |
0.0 |
2 393 667 |
| FNMA 15YR 1.5% 12/35#MA4205 |
|
1 838 847 |
0.0 |
2 103 972 |
| FNMA 15YR 1.5% 11/35#BQ6318 |
|
1 874 002 |
0.0 |
2 144 196 |
| FHLG 15YR 1.5% 12/35#SB8078 |
|
1 845 804 |
0.0 |
2 111 932 |
| ROCKP 2021-1A A 04/34 |
|
1 813 094 |
0.0 |
1 839 000 |
| CAMPING WORLD TM B 1LN 06/28 |
%CWGTLB1
|
1 808 064 |
0.0 |
1 912 527 |
| USTN 4% 02/15/26 |
|
1 801 089 |
0.0 |
1 820 000 |
| COREBRIDGE FINA 3.65% 04/05/27 |
%CRBG27
|
1 801 459 |
0.0 |
1 926 000 |
| MSBAM 2014-C14 A5 4.064% 01/47 |
|
1 815 536 |
0.0 |
1 839 983 |
| FLAT 2020-1A A 3ML+130 11/33 |
|
1 814 285 |
0.0 |
1 833 000 |
| FNMA 15YR 1.5% 11/35#BQ5806 |
|
1 795 427 |
0.0 |
2 054 292 |
| GNII II 2% 11/50#MA6994 |
|
1 808 099 |
0.0 |
2 131 191 |
| BROADCOM INC 3.5% 2/15/41 144A |
%AVGO41A
|
1 751 715 |
0.0 |
2 339 000 |
| SENSATA TECH 4% 04/15/29 144A |
%ST29A
|
1 777 204 |
0.0 |
2 000 000 |
| OMEGA HEALTHCA 4.5% 4/1/27 RGS |
%OHI25
|
1 762 681 |
0.0 |
1 899 000 |
| ENERGY TRAN LP 6% 06/15/48 |
%ETP48
|
1 763 157 |
0.0 |
1 869 000 |
| CAMELOT FIN S A 1 TERM B 10/26 |
%CCCTL1
|
1 743 803 |
0.0 |
1 748 174 |
| TLOT 2023-A A2 5.3% 08/25 144A |
|
1 765 863 |
0.0 |
1 771 000 |
| MAGNE 21-30A A 3ML+113 10/34 |
|
1 767 058 |
0.0 |
1 800 000 |
| HORZN 19-1 A 3.721% 07/39 |
|
1 776 313 |
0.0 |
2 077 584 |
| EATON 21-2A AR 3ML+114 01/35 |
|
1 752 365 |
0.0 |
1 782 000 |
| BBIRD 21-1A A 2.734% 07/46 |
|
1 769 459 |
0.0 |
2 024 331 |
| WALT DISNEY 3.8% 03/22/30 |
%DIS30
|
1 733 188 |
0.0 |
1 824 000 |
| WILLIAMS COS 4.65% 08/15/32 |
%WMB32
|
1 700 667 |
0.0 |
1 793 000 |
| UKG TERM 1LN 5/3/26 |
%ULTI105
|
1 729 466 |
0.0 |
1 770 923 |
| SFR TERM B14 1LN 08/15/28 |
%SFRF108
|
1 739 523 |
0.0 |
1 988 026 |
| RED ROCK RE TERM B 1LN 2/7/27 |
%RRRTL1B
|
1 702 756 |
0.0 |
1 715 227 |
| PACTIV EVGRN TM B3 1LN 09/28 |
%REYNB10
|
1 718 078 |
0.0 |
1 733 070 |
| GSINC 2.383%/VAR 07/21/32 |
%GS032
|
1 715 812 |
0.0 |
2 140 000 |
| PAREXEL TERM B 1LN 11/15/28 |
%PRXL108
|
1 709 564 |
0.0 |
1 735 000 |
| CABLE & WIRELESS TM B5 1/31/28 |
%CWCLTB5
|
1 711 937 |
0.0 |
1 750 000 |
| CAPITAL ON 4.985%/VAR 07/24/26 |
%COF726
|
1 709 522 |
0.0 |
1 758 000 |
| BLACKSTONE PROP 1% 5/4/28 RGS |
%BPPE28S
|
1 720 495 |
0.0 |
2 095 000 |
| ATHENAHEALTH TM B 1LN 02/15/29 |
%ATHNTL1
|
1 726 778 |
0.0 |
1 826 467 |
| WOLS 2023-A A2A 5.47% 11/25 |
|
1 733 586 |
0.0 |
1 740 000 |
| SORT 21-1A A1 1.53% 03/61 144A |
|
1 718 404 |
0.0 |
1 974 428 |
| FHLG 30YR 2.5% 03/52#SD0931 |
|
1 732 750 |
0.0 |
2 016 926 |
| FHLG 15YR 2% 06/36#SB8107 |
|
1 735 352 |
0.0 |
1 943 606 |
| TEACHERS INS&AN 4.9% 9/44 144A |
%TIAG44A
|
1 689 973 |
0.0 |
1 852 000 |
| TRANSDIGM TERM H 1LN 02/14/27 |
%TDGTLG1
|
1 688 190 |
0.0 |
1 688 900 |
| SYNCHRONY FINAN 3.95% 12/01/27 |
%SYF27
|
1 669 817 |
0.0 |
1 916 000 |
| SABRA HEALTH LP 3.2% 12/01/31 |
%SBRA31
|
1 676 848 |
0.0 |
2 237 000 |
| PEMEX 6.5% 03/13/27 |
%PEMX327
|
1 685 944 |
0.0 |
1 894 000 |
| ALLIANT HLDG/ 6.75% 10/27 144A |
%ALIA27A
|
1 654 566 |
0.0 |
1 795 000 |
| SYMP 21-26A AR 3ML+108 04/33 |
|
1 690 815 |
0.0 |
1 720 000 |
| MDPK 21-52A A 3ML+110 01/35 |
|
1 680 876 |
0.0 |
1 719 000 |
| FNMA 30YR 6% 12/52#MA4876 |
|
1 694 671 |
0.0 |
1 670 534 |
| FHMS 2022-K748 A2 2.26% 01/29 |
|
1 658 966 |
0.0 |
1 855 000 |
| FHLG 30YR 5.5% 12/52#SD8277 |
|
1 675 951 |
0.0 |
1 672 764 |
| BOA CORP 2.299%/VAR 07/21/32 |
%BAC732
|
1 634 914 |
0.0 |
2 050 000 |
| SIRIUS XM 3.875% 09/01/31 144A |
%SIRI31A
|
1 623 586 |
0.0 |
2 100 000 |
| JOHN LEWIS * 6.125% 01/21/25 |
%JOHLE25
|
1 642 352 |
0.0 |
1 335 000 |
| GEMS MENASA 7.125% 7/26 144A |
%GMSD26A
|
1 619 566 |
0.0 |
1 670 000 |
| EDISON INTL 5.75% 06/15/27 |
%EIX27
|
1 621 360 |
0.0 |
1 616 000 |
| CHARTER COM/CAP 5.75% 04/01/48 |
%CHTR48
|
1 643 093 |
0.0 |
1 936 000 |
| BAYER US FIN 4.25% 12/25 144A |
%BAYN25A
|
1 643 517 |
0.0 |
1 700 000 |
| MDPK 15-19A A1R2 3ML+92 1/28 |
|
1 616 775 |
0.0 |
1 626 288 |
| ASURION TERM B9 1LN 07/31/27 |
%ASUTL1B
|
1 620 895 |
0.0 |
1 727 960 |
| IL ST TMUNI 5.1% 6/01/33 |
|
1 644 896 |
0.0 |
1 670 000 |
| FNMA 30YR 4% 03/50#FM3663 |
|
1 644 658 |
0.0 |
1 724 421 |
| FNMA 30YR 2% 02/52#FS2040 |
|
1 614 099 |
0.0 |
1 963 662 |
| ESA 21-ESH D 1ML+225 07/38 |
|
1 634 364 |
0.0 |
1 680 759 |
| BX 22-LP2 C SR1M+156.27 02/39 |
|
1 626 777 |
0.0 |
1 713 808 |
| SYNCHRONY BANK 5.4% 08/22/25 |
|
1 597 184 |
0.0 |
1 668 000 |
| MORGAN STAN 3.622/VAR 04/01/31 |
%MSS31
|
1 593 467 |
0.0 |
1 770 000 |
| DISCOVER BK 4.682%/VAR 8/9/28 |
%DFS28
|
1 593 060 |
0.0 |
1 750 000 |
| AIB GRO 2.25%/VAR 04/04/28 RGS |
%AIB28S
|
1 567 629 |
0.0 |
1 575 000 |
| FNMA 30YR 4% 06/52#FS2065 |
|
1 586 999 |
0.0 |
1 671 496 |
| FNMA 30YR 3% 12/50#MA4211 |
|
1 584 056 |
0.0 |
1 776 120 |
| FAHB 2022-HB1 A VAR 02/25/32 |
|
1 568 120 |
0.0 |
1 667 254 |
| COMET 2023-A1 A 4.42% 05/28 |
|
1 577 843 |
0.0 |
1 600 000 |
| BANK 2017-BNK5 A5 3.39% 06/60 |
|
1 568 283 |
0.0 |
1 700 000 |
| WOART 2023-B A3 4.66% 05/28 |
|
1 542 521 |
0.0 |
1 559 000 |
| PEMEX 6.95% 01/28/60 |
%PEMEX60
|
1 518 222 |
0.0 |
2 435 000 |
| MCDONALDS CORP 4.2% 04/01/50 |
%MCD50
|
1 547 043 |
0.0 |
1 792 000 |
| ERO COPPER CORP 6.5% 2/30 144A |
%EROC30A
|
1 538 500 |
0.0 |
1 810 000 |
| AIG INTL 2.5% 06/30/25 |
%AIIG25
|
1 559 626 |
0.0 |
1 653 000 |
| AES CORP 3.3% 07/15/25 144A |
%AES725A
|
1 530 406 |
0.0 |
1 621 000 |
| FNR 2022-3 D 2% 02/48 |
|
1 548 126 |
0.0 |
1 784 322 |
| SYM 25A A 3ML+98 04/19/34 144A |
|
1 531 591 |
0.0 |
1 566 000 |
| SBLOFI SWAP 04/17/65 B |
|
1 542 521 |
0.0 |
0 |
| FNR 2022-7 E 2.5% 11/47 |
|
1 528 152 |
0.0 |
1 722 680 |
| CEDF 21-12A A1R 3ML+113 10/34 |
|
1 539 935 |
0.0 |
1 571 000 |
| BABSN 21-1A A 3ML+102 04/34 |
|
1 518 046 |
0.0 |
1 547 000 |
| BABSN 20-4A A 3ML+122 1/32 |
|
1 534 989 |
0.0 |
1 550 000 |
| BOSTON PPTY LTD 6.75% 12/01/27 |
%BXP27
|
1 479 393 |
0.0 |
1 463 000 |
| RIVIA 6ML+562.5 10/15/26 144A |
%RIVH26A
|
1 512 988 |
0.0 |
1 563 000 |
| PCEPK 21-2021-1A 3ML+113 10/34 |
%PCEP34A
|
1 472 556 |
0.0 |
1 494 000 |
| GIP II BLUE TERM B 1LN 09/28 |
%HESMB10
|
1 477 574 |
0.0 |
1 479 424 |
| HUB TERM B 1LN 04/25/2025 |
%HBGCNT1
|
1 477 209 |
0.0 |
1 481 061 |
| GOLDEN ENTERTAI TM B 1LN 05/30 |
%GDENB10
|
1 506 225 |
0.0 |
1 510 000 |
| FORD MTR CR LLC 5.584% 3/18/24 |
%F1824
|
1 515 496 |
0.0 |
1 528 000 |
| CHS/CMNTY 5.625% 03/15/27 144A |
%CY27A
|
1 504 876 |
0.0 |
1 700 000 |
| USI TERM 1LN 12/02/26 |
%COMTL1
|
1 478 129 |
0.0 |
1 480 899 |
| NORTONLIFELOC TM B 1LN 9/12/29 |
%NLOKB10
|
1 490 952 |
0.0 |
1 508 634 |
| PLNT 2018-1A A2II 4.666% 09/48 |
|
1 501 997 |
0.0 |
1 571 625 |
| MNGT SWAP CY873248 04/17/65 B |
|
1 487 224 |
0.0 |
0 |
| MAGNE 23-36A A TSFR3M+180 4/36 |
|
1 512 184 |
0.0 |
1 513 000 |
| FORDF 23-1 A1 4.92% 05/28 144A |
|
1 487 224 |
0.0 |
1 500 000 |
| FNR 21-95 BA 2.5% 06/49 |
|
1 501 651 |
0.0 |
1 715 911 |
| ALABAMA POWER 3.05% 03/15/32 |
|
1 495 469 |
0.0 |
1 713 000 |
| FLAT 2019-1A AR 3ML+109 11/34 |
|
1 477 398 |
0.0 |
1 500 000 |
| AMGEN INC 5.25% 03/02/33 |
|
1 511 380 |
0.0 |
1 507 000 |
| MSC 2019-L2 A3 3.806% 03/52 |
|
1 482 248 |
0.0 |
1 600 000 |
| CVS HEALTH CORP 5% 01/30/29 |
%CVS29
|
1 442 579 |
0.0 |
1 451 000 |
| AMENTUM TERM B 1LN 02/15/29 |
%AECTLB1
|
1 467 752 |
0.0 |
1 524 938 |
| AMGEN INC 5.15% 03/02/28 |
%AMGN328
|
1 466 486 |
0.0 |
1 462 000 |
| AUTHENTIC BRND TM B1 1LN 12/28 |
%AUT1TLB
|
1 467 535 |
0.0 |
1 488 750 |
| TRANSDIGM INC 6.375% 06/15/26 |
%TDG26
|
1 445 453 |
0.0 |
1 467 000 |
| DBSW 6.72/VAR 01/18/29 |
%DB0129
|
1 470 148 |
0.0 |
1 460 000 |
| MPT OPER PARTNE 3.5% 03/15/31 |
%MPW31
|
1 469 769 |
0.0 |
2 105 000 |
| PROOFPOINT TERM B 1LN 08/31/28 |
%PFPTLB1
|
1 440 515 |
0.0 |
1 481 250 |
| SYNCHRONY BANK 5.625% 08/23/27 |
|
1 425 874 |
0.0 |
1 510 000 |
| TLOT 23-A A3 4.93% 04/26 144A |
|
1 460 585 |
0.0 |
1 472 000 |
| CENTENE CORP 4.25% 12/15/27 |
%CNC27
|
1 466 766 |
0.0 |
1 563 000 |
| MAGNE 21-29A A 3ML+100 1/34 |
|
1 444 785 |
0.0 |
1 460 000 |
| ESA 21-ESH B 1.38% 07/38 |
|
1 469 459 |
0.0 |
1 507 286 |
| LIFE 2021-BMR A 1ML+70 03/36 |
|
1 449 564 |
0.0 |
1 488 217 |
| ALLEG 22-1A A TSFR3M+150 07/35 |
|
1 426 156 |
0.0 |
1 450 000 |
| AMGEN INC 5.6% 03/02/43 |
|
1 431 892 |
0.0 |
1 432 000 |
| CECLO 20-29A AR 3ML+117 10/34 |
|
1 459 281 |
0.0 |
1 501 000 |
| BETHP 21-1A A 3ML+113 10/36 |
|
1 461 258 |
0.0 |
1 493 000 |
| FHLG 30YR 2% 02/52#RA6823 |
|
1 452 374 |
0.0 |
1 758 223 |
| FHLG 30YR 2% 02/52#RA6824 |
|
1 434 955 |
0.0 |
1 735 167 |
| FNMA 30YR 2% 03/51#MA4281 |
|
1 453 035 |
0.0 |
1 761 688 |
| FNMA 30YR 6% 06/53#CB6538 |
|
1 443 564 |
0.0 |
1 402 694 |
| COMMSCOPE TERM B 1LN 04/26 |
%COMMTB1
|
1 402 616 |
0.0 |
1 480 818 |
| TRIVIUM PACKAGI 8.5% 8/27 144A |
%TRIV27A
|
1 397 241 |
0.0 |
1 465 000 |
| SOLENIS TERM B 1LN 11/09/28 |
%SONTLB1
|
1 406 760 |
0.0 |
1 475 164 |
| OLYMPUS WTR 4.25% 10/1/28 144A |
%SOIN28A
|
1 421 468 |
0.0 |
1 800 000 |
| ALTICE FRANCE 5.5% 1/28 144A |
%SFRP27A
|
1 393 730 |
0.0 |
1 840 000 |
| EG AMERICA TERM B 1LN 2/6/25 |
%OPTTLB1
|
1 394 613 |
0.0 |
1 421 001 |
| TPMT 22-1 A1 3.75% 07/62 144A |
|
1 404 756 |
0.0 |
1 519 763 |
| ARAMARK SVCS 5% 02/01/28 144A |
%ARMK28A
|
1 403 651 |
0.0 |
1 496 000 |
| MSC 2017-H1 A4 3.259% 06/50 |
|
1 381 113 |
0.0 |
1 500 000 |
| MILOS CLO LTD 3ML+107 10/2030 |
|
1 413 067 |
0.0 |
1 425 092 |
| FNMA 30YR 3.5% 11/49#CA4557 |
|
1 400 903 |
0.0 |
1 506 955 |
| FHR 2021-5176 AG 2% 01/47 |
|
1 424 038 |
0.0 |
1 642 428 |
| UBS GRP 4.194%/VAR 04/31 144A |
%CS31A
|
1 345 867 |
0.0 |
1 509 000 |
| WILLIAMS COS 5.4% 03/02/26 |
%WMB226
|
1 365 876 |
0.0 |
1 365 000 |
| VERTICAL US NE 5.25% 7/27 144A |
%THYE27A
|
1 378 893 |
0.0 |
1 485 000 |
| SABINE PASS LIQ 4.5% 05/15/30 |
%SPLLL30
|
1 360 408 |
0.0 |
1 431 000 |
| ONEMAIN FIN 9% 01/15/29 |
%OMF29
|
1 373 281 |
0.0 |
1 375 000 |
| DISH NETWORK CO CV 3.375% 8/26 |
%DSHC26
|
1 370 423 |
0.0 |
2 828 000 |
| DISCOVERY COMML 4.65% 05/15/50 |
%DISCA50
|
1 351 766 |
0.0 |
1 770 000 |
| BRANDYWIN OPER 4.1% 10/01/24 |
%BDN1024
|
1 350 719 |
0.0 |
1 434 000 |
| CAPITAL ON 3.273%/VAR 03/01/30 |
%COF30
|
1 340 521 |
0.0 |
1 571 000 |
| CQP HOLDCO TERM B 1LN 06/04/28 |
%BLKCB10
|
1 352 091 |
0.0 |
1 356 473 |
| ARES 20-55A A1R 3ML+113 7/34 |
|
1 359 989 |
0.0 |
1 381 000 |
| FNMA 30YR 5.5% 05/53#FS4631 |
|
1 337 288 |
0.0 |
1 328 117 |
| FNMA 30YR 5% 09/52#CB4682 |
|
1 359 413 |
0.0 |
1 368 065 |
| BRAND INDUSTRIA 8.5% 7/25 144A |
%BRND25A
|
1 372 841 |
0.0 |
1 476 000 |
| PIKE CORP 5.5% 09/01/28 144A |
%PIKE28A
|
1 313 137 |
0.0 |
1 455 000 |
| WALT DISNEY 4.7% 03/23/50 |
%DIS0350
|
1 289 711 |
0.0 |
1 346 000 |
| OVINTIV INC 6.625% 08/15/37 |
%ECA37
|
1 328 868 |
0.0 |
1 341 000 |
| OMEGA HEALTHCA 3.625% 10/01/29 |
%OHI29
|
1 314 030 |
0.0 |
1 605 000 |
| PEMEX 6.84% 01/23/30 |
%PEMEX30
|
1 331 481 |
0.0 |
1 668 000 |
| ARGENTUM NETH 5.625/VR 8/52RGS |
%SREN52S
|
1 294 378 |
0.0 |
1 375 000 |
| ROYAL CAR 5.375% 07/15/27 144A |
%RCL27A
|
1 295 600 |
0.0 |
1 400 000 |
| SOLERA TERM B 1LN 6/2/28 |
%SLHB106
|
1 314 484 |
0.0 |
1 452 469 |
| CHTR COMM TERM B2 1LN 02/01/27 |
%CHTRTL1
|
1 327 370 |
0.0 |
1 337 212 |
| ZELIS TERM B 1LN 09/30/26 |
%STRTL1B
|
1 296 778 |
0.0 |
1 300 654 |
| UBER TECH INC 4.5% 8/29 144A |
%UBER29A
|
1 292 404 |
0.0 |
1 415 000 |
| DELL INTL/EMC 6.02% 06/15/26 |
%DELL26
|
1 302 695 |
0.0 |
1 278 000 |
| CITIGROUP 4.4% 06/10/25 |
%C12325
|
1 311 264 |
0.0 |
1 348 000 |
| DCENT 2023-A2 A .25% 06/28 |
|
1 299 824 |
0.0 |
1 300 000 |
| AECOM 5.125% 03/15/27 |
%ACM27
|
1 308 302 |
0.0 |
1 354 000 |
| SBLOFI SWAP 04/17/65 B |
|
1 305 932 |
0.0 |
0 |
| LIFE 22-BM TSFR1M+264.19 05/39 |
|
1 290 778 |
0.0 |
1 354 000 |
| FNR 2022-28 A 2.5% 02/52 |
|
1 317 273 |
0.0 |
1 446 532 |
| FNMA 30YR 5% 12/52#MA4841 |
|
1 304 810 |
0.0 |
1 323 520 |
| FHMS 2022-K750 A2 3% 09/29 |
|
1 298 820 |
0.0 |
1 400 000 |
| DRYDEN 85A AR 3ML+115 10/35 |
|
1 293 545 |
0.0 |
1 320 000 |
| AMGEN INC 5.75% 03/02/63 |
%AMGN63
|
1 312 219 |
0.0 |
1 297 000 |
| CFMT 2023-HB12 A 4.25% 4/33 |
|
1 302 864 |
0.0 |
1 361 675 |
| BX 21- 21-PAC E 1ML+172.21 10/ |
|
1 315 609 |
0.0 |
1 381 000 |
| BANK5 23-5YR1 A2 5.779% 04/56 |
|
1 305 932 |
0.0 |
1 300 000 |
| ORACLE CORP 1.65% 03/25/26 |
%ORCL326
|
1 257 606 |
0.0 |
1 381 000 |
| INDONESIA GOVT 4.2% 10/15/50 |
%INON50
|
1 283 100 |
0.0 |
1 500 000 |
| GOLDMAN SACHS 3.814%/VAR 4/29 |
%GS429
|
1 247 524 |
0.0 |
1 341 000 |
| US FOODS INC 4.75% 2/29 144A |
%USFO29A
|
1 283 721 |
0.0 |
1 400 000 |
| UNIVISION COMM 4.5% 5/29 144A |
%UVN29A
|
1 283 820 |
0.0 |
1 500 000 |
| ICAHN LP/FN 6.375% 12/15/25 |
%IEP25
|
1 271 720 |
0.0 |
1 364 000 |
| WR GRACE HLD 5.625% 8/29 144A |
%GRA29A
|
1 250 700 |
0.0 |
1 500 000 |
| GENESYS TELE TM B 1LN 12/27 |
%GCTTLB1
|
1 282 574 |
0.0 |
1 293 661 |
| CSC HOLDINGS TERM B-5 4/15/27 |
%CSCTRB
|
1 272 005 |
0.0 |
1 480 867 |
| APPLOVIN TERM B 8/15/25 |
%APPLTLB
|
1 256 927 |
0.0 |
1 259 093 |
| UMBS 30YR 5% 07/53 #TBA |
|
-1 281 566 |
0.0 |
-1 300 000 |
| MAGNE 19-23A AR 3ML+113 01/35 |
|
1 250 040 |
0.0 |
1 275 000 |
| DRSLF 20-83A A 3ML+122 1/32 |
|
1 260 618 |
0.0 |
1 277 000 |
| ARES 21-59A A 3ML+103 4/34144A |
|
1 261 742 |
0.0 |
1 292 000 |
| CAESARS ENT 8.125% 7/1/27 144A |
%ERI27A
|
1 213 927 |
0.0 |
1 190 000 |
| CITRIX SYSTEM TERM B 1LN 03/29 |
%CTXSB10
|
1 239 102 |
0.0 |
1 322 938 |
| CVS HEALTH CORP 4.78% 03/25/38 |
%CVS38
|
1 199 044 |
0.0 |
1 295 000 |
| SABLE INTL FIN 5.75% 9/27 144A |
%CWCLN27
|
1 205 178 |
0.0 |
1 300 000 |
| DIGICERT TERM 1LN 10/16/2026 |
%DIGCTL1
|
1 218 979 |
0.0 |
1 234 097 |
| CANADA NATURAL 5.85% 02/01/35 |
%CNQ35
|
1 217 477 |
0.0 |
1 246 000 |
| HUDSON PAC LP 4.65% 04/01/29 |
%HPP29
|
1 202 977 |
0.0 |
1 622 000 |
| INTELSAT J H SA 6.5% 3/30 144A |
%INTL30A
|
1 242 702 |
0.0 |
1 365 000 |
| BREAKWATER ENERG TM B 1LN 9/26 |
%BRWA1B
|
1 222 150 |
0.0 |
1 286 474 |
| NOVA CHEM CORP 5.25% 6/27 144A |
%NCX27A
|
1 225 353 |
0.0 |
1 370 000 |
| MPT OPER PARTNE 5% 10/15/27 |
%MPW27
|
1 227 768 |
0.0 |
1 455 000 |
| VLS 20-LAB A 2.13% 10/42 144A |
|
1 233 385 |
0.0 |
1 569 000 |
| ALLIANT HOLDIN TM B4 1LN 11/27 |
%ATTLB31
|
1 223 448 |
0.0 |
1 237 469 |
| MAGNETI 19-21A A 3ML+102 04/34 |
|
1 215 973 |
0.0 |
1 238 000 |
| FNMA 30YR 3% 07/50#CA6416 |
|
1 206 463 |
0.0 |
1 344 735 |
| FNMA 30YR 2.5% 11/51#FM9517 |
|
1 207 364 |
0.0 |
1 407 936 |
| FHLM 30YR 6% 06/53#RA9278 |
|
1 231 272 |
0.0 |
1 202 988 |
| FHLG 30YR 5.5% 05/53#SD2891 |
|
1 209 333 |
0.0 |
1 201 040 |
| FHLG 30YR 5%11/52#SD1863 |
|
1 242 226 |
0.0 |
1 250 132 |
| FHLG 30YR 4.5% 07/49#RA1171 |
|
1 200 309 |
0.0 |
1 222 184 |
| BX 19-XL D 1ML+145 10/36 144A |
|
1 226 337 |
0.0 |
1 244 400 |
| BAMLL DKLX A TSFR1M+11 1/39 |
|
1 203 444 |
0.0 |
1 235 000 |
| OLDCASTLE BUILD TM B 1LN 04/29 |
%OBEBTL1
|
1 168 355 |
0.0 |
1 206 045 |
| INVITATION HMS 4.15% 04/15/32 |
%INVH32
|
1 185 561 |
0.0 |
1 320 000 |
| NCL FINAN 6.125% 03/15/28 144A |
%NCLH28A
|
1 157 000 |
0.0 |
1 300 000 |
| ZIPLY FIBER TM B 1LN 04/30/27 |
%NWFBTLB
|
1 194 921 |
0.0 |
1 234 257 |
| GRAHAM PACK TRM B 1LN 08/04/27 |
%GRMTLB1
|
1 171 201 |
0.0 |
1 182 578 |
| PEMEX 6.75% 09/21/47 |
%PEMEX47
|
1 170 620 |
0.0 |
1 870 000 |
| ROGERS COMMUNIC 3.2% 3/27 144A |
%RCIC27A
|
1 178 941 |
0.0 |
1 271 000 |
| TIME WAR CB LLC 5.875% 11/40 |
%TWC40
|
1 195 004 |
0.0 |
1 356 000 |
| HCA INC 5.875% 02/01/29 |
%HCA29
|
1 183 775 |
0.0 |
1 172 000 |
| UBS G 1.494%/VAR 08/10/27 144A |
%UBS27A
|
1 156 621 |
0.0 |
1 344 000 |
| OVINTIV INC 5.15% 11/15/41 |
%ECACN41
|
1 158 535 |
0.0 |
1 386 000 |
| PLNT 22-1A A2I 3.251% 12/5 |
|
1 160 921 |
0.0 |
1 299 550 |
| FNMA 30YR 4% 05/52#CB3508 |
|
1 161 455 |
0.0 |
1 215 692 |
| FHR 2021-5083 VA 1% 08/38 |
|
1 173 626 |
0.0 |
1 267 959 |
| FHLM 30YR 6% 06/53#RA9276 |
|
1 196 612 |
0.0 |
1 162 734 |
| FHLG 30YR 3.5% 03/52#RA6987 |
|
1 190 316 |
0.0 |
1 288 875 |
| FHLG 20YR 2.5% 04/41#SC0158 |
|
1 165 186 |
0.0 |
1 309 826 |
| CED 19-10A AR 3ML+110 10/20/32 |
|
1 173 067 |
0.0 |
1 192 000 |
| BX 22-GPA A TSFR1M+221.5 10/39 |
|
1 153 829 |
0.0 |
1 156 000 |
| ANHEUSER BUSC 5.8% 01/23/59 |
%ABIBB59
|
1 166 009 |
0.0 |
1 068 000 |
| DCP MIDSTREAM 5.375% 07/15/25 |
%DCP25
|
1 129 810 |
0.0 |
1 139 000 |
| UBS GRP 2.593%/VAR 09/25 144A |
%CS25A
|
1 146 215 |
0.0 |
1 207 000 |
| CSC HLDGS LLC 5.375% 2/28 144A |
%CVC28A
|
1 147 194 |
0.0 |
1 415 000 |
| CUSHMAN & WKFILD TM B 1LN 1/27 |
%CWKTB1
|
1 129 312 |
0.0 |
1 158 020 |
| UBER TERM B 1LN 03/03/30 |
%UBERB10
|
1 123 362 |
0.0 |
1 126 178 |
| EG GBL FIN 8.5% 10/30/25 144A |
%EGB25A
|
1 136 812 |
0.0 |
1 175 000 |
| TANGER PPTYS LP 3.125% 9/1/26 |
%SKT926
|
1 143 572 |
0.0 |
1 289 000 |
| ALIGHT SOLUTION TM 1LN 08/28 |
%TEACB10
|
1 119 517 |
0.0 |
1 120 312 |
| BOMBARDIER IN 7.875% 4/27 144A |
%BBDB27A
|
1 150 175 |
0.0 |
1 155 000 |
| BNPSA 2.159%/VAR 09/15/29 144A |
%BNP29A
|
1 126 977 |
0.0 |
1 350 000 |
| CAPITAL ON 2.636%/VAR 03/03/26 |
%CO326
|
1 149 261 |
0.0 |
1 228 000 |
| BAT CAP CORP 5.282% 04/02/50 |
%BATSL50
|
1 114 725 |
0.0 |
1 336 000 |
| FNMA 30YR 2% 01/52#FS0288 |
|
1 110 848 |
0.0 |
1 347 325 |
| NEW JERSEY ECO 7.425% 2/15/29 |
|
1 113 553 |
0.0 |
1 032 000 |
| BPR 22-OA B TSFR1M+229.66 4/24 |
|
1 133 711 |
0.0 |
1 165 000 |
| FHMS 2015-K045 A2 3.023% 01/25 |
|
1 115 035 |
0.0 |
1 154 146 |
| FNMA 15YR 2.5% 01/37#FS1654 |
|
1 135 002 |
0.0 |
1 233 578 |
| BX 19-XL B 1ML+110 10/36 144A |
|
1 147 693 |
0.0 |
1 159 400 |
| FNMA 30YR 4.5% 09/49#FM1534 |
|
1 111 722 |
0.0 |
1 131 353 |
| FNMA 30YR 4.5% 10/48#CA2432 |
|
1 108 805 |
0.0 |
1 128 026 |
| GSMS 21-IP A 1ML+105 10/36 |
|
1 119 760 |
0.0 |
1 191 000 |
| MSCCG 18-SELF A 1ML+90 10/28 1 |
|
1 111 771 |
0.0 |
1 124 062 |
| ORACLE CORP 2.8% 04/01/27 |
%ORCL427
|
1 099 489 |
0.0 |
1 191 000 |
| CCO HLDGS/CAP 5% 02/01/28 144A |
%CHTR28A
|
1 095 607 |
0.0 |
1 200 000 |
| ECHO GLOBAL LGSTC TM 1LN 11/28 |
%EINETL1
|
1 077 624 |
0.0 |
1 123 111 |
| HCA INC 5.625% 09/01/28 |
%HCA28
|
1 064 820 |
0.0 |
1 062 000 |
| HCA INC 3.5% 09/01/30 |
%HCA30
|
1 097 473 |
0.0 |
1 247 000 |
| COCA-COLA CO 3.375% 03/25/27 |
%KO2027
|
1 099 394 |
0.0 |
1 134 000 |
| MKS INSTRUMENTS TM B 1LN 08/29 |
%MKSIB10
|
1 080 281 |
0.0 |
1 088 050 |
| MAGALLANES INC 3.428% 03/15/24 |
%WBD24
|
1 076 664 |
0.0 |
1 097 000 |
| OCCIDENTAL PETE 5.55% 03/15/26 |
%OXY326
|
1 077 120 |
0.0 |
1 088 000 |
| COX MEDIA TM B 1LN INCR 12/26 |
%TERMTL1
|
1 072 674 |
0.0 |
1 218 076 |
| UKG TERM 2LN 05/03/2027 |
%ULTI205
|
1 099 680 |
0.0 |
1 145 000 |
| VERIZON COM 2.1% 03/22/28 |
%VZ328
|
1 090 065 |
0.0 |
1 241 000 |
| MAGALLANES INC 3.755% 03/15/27 |
%WBD27
|
1 099 171 |
0.0 |
1 175 000 |
| ADVANCED DRAIN 5% 9/30/27 144A |
%WMS927A
|
1 105 097 |
0.0 |
1 160 000 |
| CAST & CREW TERM B 1LN 2/07/26 |
%CASTL1B
|
1 095 827 |
0.0 |
1 132 146 |
| BAYER ENVIRONMENT TM 1LN 10/29 |
%BAYE108
|
1 095 020 |
0.0 |
1 157 600 |
| BRITISH AMERI 3%/VAR PERP RGS |
%BAT99S
|
1 064 867 |
0.0 |
1 150 000 |
| FHR 2022-5266 CD 4.5% 10/44 |
|
1 078 747 |
0.0 |
1 101 710 |
| AASET 21-1A A 2.95% 11/41 144A |
|
1 088 673 |
0.0 |
1 231 160 |
| BX 21-PAC D 1ML+132.21 10/36 |
|
1 087 291 |
0.0 |
1 147 000 |
| FHLG 20YR 2% 10/41#RB5131 |
|
1 070 788 |
0.0 |
1 253 598 |
| FHLG 30YR 2.5% 01/52#RA6620 |
|
1 087 137 |
0.0 |
1 268 199 |
| FHLM 30YR 6% 06/53#RA9277 |
|
1 065 430 |
0.0 |
1 038 103 |
| BX 22-IND B TSFR1M+184.8 4/24 |
|
1 084 108 |
0.0 |
1 102 422 |
| FNMA 20YR 1.5% 11/41#MA4473 |
|
1 096 326 |
0.0 |
1 332 598 |
| FNMA 30YR 2% 11/51#FM9568 |
|
1 076 758 |
0.0 |
1 298 595 |
| FNMA 30YR 4% 04/52#CB3313 |
|
1 063 475 |
0.0 |
1 120 467 |
| GSMS 2015-GC30 A4 3.382% 05/50 |
|
1 085 326 |
0.0 |
1 143 000 |
| LIFE 22-BMR2 C TSFR1M+209 5/39 |
|
1 078 120 |
0.0 |
1 113 000 |
| ALBERTSONS CO 4.875% 2/30 144A |
%ACI30A
|
1 102 500 |
0.0 |
1 200 000 |
| AIR LEASE CORP 3.375% 07/01/25 |
%AL25
|
1 101 033 |
0.0 |
1 164 000 |
| SREIT MFP B 1ML+107.98 11/38 |
|
1 060 088 |
0.0 |
1 094 000 |
| VERIZON COM 2.987% 10/30/56 |
%VZ56
|
1 022 953 |
0.0 |
1 624 000 |
| SBA COMM CORP 3.125% 02/01/29 |
%SBAC29
|
1 052 192 |
0.0 |
1 245 000 |
| OPEN TEX 3.875% 12/01/29 144A |
%OTEX29A
|
1 048 844 |
0.0 |
1 250 000 |
| KINDERCARE TERM 1LN 05/22/30 |
%KNOL105
|
1 043 025 |
0.0 |
1 070 000 |
| ENERGY TRANSFER 6.25%/VAR PERP |
%ETP99
|
1 044 225 |
0.0 |
1 170 000 |
| USI INC 6.875% 05/01/25 144A |
%COMI25A
|
1 061 687 |
0.0 |
1 072 000 |
| AIA GRP LTD 3.375% 4/7/30 144A |
%AIA30A
|
1 062 758 |
0.0 |
1 158 000 |
| EMIRATE OF AB 3.875% 4/50 144A |
%ADGB50A
|
1 054 015 |
0.0 |
1 260 000 |
| GNII II 2.5% 06/51#MA7418 |
|
1 051 506 |
0.0 |
1 203 258 |
| INVCO 21-3A A 3ML+113 10/34 |
|
1 035 873 |
0.0 |
1 056 000 |
| FNMA 30YR 3% 07/50#CA6417 |
|
1 044 067 |
0.0 |
1 164 538 |
| FHLG 30YR 2.5% 04/47#SD0978 |
|
1 027 377 |
0.0 |
1 195 110 |
| FHLG 30YR 1.5% 03/51#SD8133 |
|
1 045 750 |
0.0 |
1 339 291 |
| DRSLF 22-98A A TSFR3M+130 4/35 |
|
1 025 732 |
0.0 |
1 057 000 |
| CGCMT 2019-C7 A4 3.102% 12/72 |
|
1 058 601 |
0.0 |
1 212 628 |
| BINOM 22-RPL1 A1 2.9359% 02/61 |
|
1 062 362 |
0.0 |
1 195 615 |
| ALLEG 2021-1A A 3ML+114 07/34 |
|
1 053 348 |
0.0 |
1 078 000 |
| FNMA 30YR 6% 06/53#CB6539 |
|
1 037 827 |
0.0 |
1 011 208 |
| MILLICOM INTL 4.5% 4/31 144A |
%TIGO31A
|
1 011 789 |
0.0 |
1 263 000 |
| FOCUS FIN TM B5 1LN 06/30/28 |
%FOCSB51
|
972 964 |
0.0 |
987 220 |
| GO DADDY TERM B 1LN 08/10/2027 |
%GDDYTL1
|
984 722 |
0.0 |
987 310 |
| ARCLIN TERM B 1LN 09/30/28 |
%NETLB1
|
1 015 385 |
0.0 |
1 112 179 |
| ROGERS COMMUNIC 3.8% 3/32 144A |
%RCIC32A
|
972 953 |
0.0 |
1 109 000 |
| SYSCO CORP 5.95% 04/01/30 |
%SYY30
|
994 479 |
0.0 |
948 000 |
| USTN 4.375% 10/31/24 |
%WTI24
|
989 960 |
0.0 |
1 000 000 |
| FLUTTER ENTER TM B 1LN 7/26 |
%TSGIB10
|
986 362 |
0.0 |
987 469 |
| UNITED MIL TERM B 1LN 07/02/27 |
%UALTLB1
|
1 012 514 |
0.0 |
976 209 |
| ULTIMATE SOFTWAR TERM 1LN 5/26 |
%ULTITL1
|
979 790 |
0.0 |
1 000 000 |
| UFC TERM B 1LN 04/29/26 |
%ZUTLB1
|
993 731 |
0.0 |
997 192 |
| CORECIVIC INC 8.25% 04/15/26 |
%CXW26
|
1 008 737 |
0.0 |
1 010 000 |
| CHS/CMNTY 6.875% 04/15/29 144A |
%CYH29A
|
1 017 195 |
0.0 |
1 595 000 |
| DCP MIDSTREAM 5.125% 05/15/29 |
%DCP29
|
1 009 536 |
0.0 |
1 035 000 |
| CHEVRON PHL 5.125% 4/25 144A |
%CPCH25A
|
983 625 |
0.0 |
988 000 |
| FNR 2021-95 2.5% 09/48 |
|
1 014 735 |
0.0 |
1 159 578 |
| CHEMOURS CO 5.75% 11/28 144A |
%CC28A
|
1 000 828 |
0.0 |
1 090 000 |
| FHLG 15YR 2% 04/36#BR0968 |
|
1 008 944 |
0.0 |
1 128 839 |
| FHLG 30YR 2% 04/52#RA7142 |
|
976 679 |
0.0 |
1 181 906 |
| FNMA 15YR 1.5% 11/35#CA7953 |
|
1 010 472 |
0.0 |
1 156 162 |
| FNMA 30YR 3% 11/51#CB2164 |
|
1 014 266 |
0.0 |
1 134 858 |
| FHR 2022-5202 BC 3% 05/48 |
|
1 013 769 |
0.0 |
1 117 699 |
| GSCOFI SWAP CY873248 04/17/65 |
|
1 014 735 |
0.0 |
0 |
| MSC 19-MEAD A 3.17% 11/36 144A |
|
999 946 |
0.0 |
1 076 000 |
| WFCM 21-FCMT A 1ML+120 12/49 1 |
|
972 990 |
0.0 |
1 021 000 |
| HOWMET AEROSPAC 5.9% 02/01/27 |
%AA27
|
1 012 176 |
0.0 |
1 000 000 |
| BWX TECH INC 4.125% 6/28 144A |
%BWXT28A
|
999 557 |
0.0 |
1 100 000 |
| DRSLF 19-76A A1R 3ML+115 10/34 |
|
979 236 |
0.0 |
995 000 |
| NISOURCE INC 2.95% 09/01/29 |
%NI29
|
939 670 |
0.0 |
1 066 000 |
| CENOVUS ENERGY 6.75% 11/15/39 |
%CVE1139
|
941 758 |
0.0 |
895 000 |
| DOTDASH MEREDIT TM B 1LN 12/28 |
%DOTMTL1
|
938 975 |
0.0 |
1 046 212 |
| DAVITA INC 4.625% 6/1/30 144A |
%DVA30A
|
963 380 |
0.0 |
1 120 000 |
| II-VI TERM B 1LN 07/01/29 |
%IIVTLB1
|
952 130 |
0.0 |
955 714 |
| ION TRADING TM B 1LN 03/26/28 |
%IOTTLB1
|
964 518 |
0.0 |
987 437 |
| KIK CONSUMER TERM B 1LN 12/26 |
%KIKCTB1
|
956 212 |
0.0 |
987 374 |
| BATH & BODY 6.625% 10/30 144A |
%LB30A
|
961 420 |
0.0 |
1 000 000 |
| METHANEX CORP 5.125% 10/15/27 |
%MXCN27
|
970 420 |
0.0 |
1 045 000 |
| US LBM TERM B 1LN 12/18/27 |
%USLTLB1
|
930 825 |
0.0 |
985 000 |
| NORTHWEST FIN 10.75% 6/28 144A |
%NWEF28A
|
968 472 |
0.0 |
1 080 000 |
| ORGANON &CO 5.125% 4/31 144A |
%ORGN31A
|
963 265 |
0.0 |
1 145 000 |
| PILOT TRAVEL CE TM B 1LN 7/28 |
%PITRB10
|
940 377 |
0.0 |
942 904 |
| ROYAL CARIBBEAN 5.5% 8/26 144A |
%RCL826A
|
942 637 |
0.0 |
1 000 000 |
| SS&C TECH TERM B-5 4/16/25 |
%SSNCTB5
|
954 614 |
0.0 |
956 633 |
| TRANS UNION TM B6 1LN 12/01/28 |
%TRUNB61
|
961 149 |
0.0 |
966 484 |
| CROCS TERM B 1LN 02/17/29 |
%CROXB10
|
960 201 |
0.0 |
960 000 |
| YUM BRANDS INC 4.625% 01/31/32 |
%YUM32
|
935 477 |
0.0 |
1 030 000 |
| CULLIGAN TERM B 1LN 07/30/28 |
%CUTLB1L
|
953 999 |
0.0 |
978 822 |
| ALLIED UNIVE TM B 1LN 5/14/28 |
%UNSEB10
|
946 626 |
0.0 |
987 468 |
| CLEAR CHANNEL 5.125% 8/27 144A |
%CCO27A
|
938 320 |
0.0 |
1 045 000 |
| FNMA 30YR 6% 11/52#CB5049 |
|
930 557 |
0.0 |
915 329 |
| BMARK 19-B9 AAB 3.9325% 03/52 |
|
955 065 |
0.0 |
1 000 000 |
| BABSN 20-1A AR 3ML+115 10/36 |
|
965 590 |
0.0 |
987 000 |
| FHLG 30YR 2% 11/51#RA6299 |
|
936 743 |
0.0 |
1 139 612 |
| FHLG 30YR 3% 12/50#SD8115 |
|
965 999 |
0.0 |
1 083 125 |
| FNMA 15YR 2% 02/28#FS3865 |
|
932 700 |
0.0 |
993 200 |
| FNMA 15YR 2.5% 11/36#FS2499 |
|
935 818 |
0.0 |
1 017 614 |
| FNMA 30YR 2.5% 05/51#MA4326 |
|
928 442 |
0.0 |
1 083 074 |
| FHLG 15YR 2.5% 01/28#SB0799 |
|
961 243 |
0.0 |
1 007 837 |
| PLNT 22-1A A2II 4.008% 12/51 |
|
957 798 |
0.0 |
1 162 288 |
| ARES CAP CORP 4.2% 06/10/24 |
%ARCC624
|
972 343 |
0.0 |
998 000 |
| VOYA 2020-2A 3ML+116 07/34 |
|
942 167 |
0.0 |
960 000 |
| ASURION TERM B8 1LN 12/23/26 |
%ASUCRT1
|
946 459 |
0.0 |
997 449 |
| ANGUS CHEMICAL TM B 1LN 11/27 |
%ARUNV27
|
950 088 |
0.0 |
997 468 |
| BERLIN PACKAGI B 1LN 03/11/28 |
%BRETLB1
|
954 841 |
0.0 |
987 396 |
| ANASTASIA BEV TERM B 08/25 |
%ANATLB
|
942 575 |
0.0 |
1 233 850 |
| ALI GROUP TERM B 1LN 07/22/29 |
%ALIGB1
|
942 231 |
0.0 |
945 266 |
| CABINETWORKS TERM B 1LN 5/28 |
%ACPRTLB
|
938 632 |
0.0 |
1 111 216 |
| HCA INC 5.375% 02/01/25 |
%HC25
|
917 740 |
0.0 |
926 000 |
| BANK I 1.375%/VAR 08/11/31 RGS |
%BKIR31S
|
908 146 |
0.0 |
950 000 |
| MAUSER PACKA 7.875% 08/26 144A |
%BWY826A
|
909 711 |
0.0 |
915 000 |
| CBRE SVCS INC 2.5% 04/01/31 |
%CBG31
|
925 472 |
0.0 |
1 155 000 |
| CORELOGIC TERM B 1LN 06/02/28 |
%CLGTLB1
|
889 422 |
0.0 |
987 469 |
| ENERGY TRAN LP 5% 05/15/50 |
%ETP50
|
906 981 |
0.0 |
1 080 000 |
| FOUR SEASONS TM B 1LN 11/29 |
%FSHCNTL
|
895 789 |
0.0 |
894 769 |
| LSB INDUS 6.25% 10/15/28 144A |
%LXU28A
|
907 554 |
0.0 |
1 000 000 |
| AUTHENTIC BR TM B 2LN 12/20/29 |
%AUTB2TL
|
925 000 |
0.0 |
1 000 000 |
| MEG ENERGY CO 7.125% 2/27 144A |
%MEGC27A
|
925 486 |
0.0 |
910 000 |
| ORACLE CORP 3.6% 04/01/40 |
%ORCLL40
|
924 172 |
0.0 |
1 192 000 |
| TROPICANA TERM 1LN 01/24/2029 |
%PEP1012
|
919 799 |
0.0 |
990 000 |
| RENAISSANCE TERM 1LN 04/07/30 |
%RLRN103
|
899 984 |
0.0 |
915 000 |
| TELENET FINANC 5.5% 3/28 144A |
%TELF28A
|
919 850 |
0.0 |
1 000 000 |
| OCCIDENTAL PETE 6.45% 09/15/36 |
%OXY936
|
886 700 |
0.0 |
858 000 |
| API GROUP DE TERM B 1LN 12/28 |
%APTLB1L
|
895 994 |
0.0 |
895 430 |
| ARGENTINA GOVT STEP 07/09/30 |
%ARGN730
|
921 894 |
0.0 |
3 105 589 |
| FNMA 30YR 2.5% 11/51#FM9501 |
|
922 968 |
0.0 |
1 073 948 |
| VERRA MOBILITY TM B 1LN 03/28 |
%AMETRAB
|
905 731 |
0.0 |
906 411 |
| CLAST 19-1A A 3.967% 04/39 144 |
|
882 235 |
0.0 |
992 693 |
| FHLG 15YR 2.5% 01/30#SB0800 |
|
891 444 |
0.0 |
941 526 |
| FHLG 20YR 2.5% 07/41#SC0157 |
|
911 394 |
0.0 |
1 028 142 |
| FNMA 20YR 2% 11/41#FS0106 |
|
884 257 |
0.0 |
1 029 572 |
| FNMA 30YR 2.5% 05/51#BT0330 |
|
895 459 |
0.0 |
1 045 360 |
| FHLG 30YR 5% 12/52#SD1924 |
|
923 078 |
0.0 |
928 953 |
| FNMA 30YR 2.5% 11/51#FM9505 |
|
919 476 |
0.0 |
1 071 832 |
| FNMA 30YR 3% 01/51#MA4239 |
|
885 109 |
0.0 |
992 427 |
| FNR 2022-30 E 4.5% 07/48 |
|
900 000 |
0.0 |
939 973 |
| GSCOFI SWAP CY873248 04/17/65 |
|
900 000 |
0.0 |
0 |
| MSCS SWAP CY451600 12/16/72 B |
|
898 565 |
0.0 |
0 |
| SYMP 18-19A A 3ML+96 04/31 |
|
898 565 |
0.0 |
910 000 |
| PG&E TERM B 1LN 06/23/2025 |
%PCGTB1
|
845 535 |
0.0 |
848 718 |
| MICHAELS TERM 1LN 04/15/28 |
%MIKTL1
|
869 474 |
0.0 |
989 918 |
| TOPGLF CLL TERM B 1LN 03/09/30 |
%MODGB10
|
839 262 |
0.0 |
845 000 |
| MSCI INC 3.25% 08/15/33 144A |
%MSCI33A
|
880 939 |
0.0 |
1 100 000 |
| CLUBCORP HDGS TM B 1LN 9/18/24 |
%MYCTLB1
|
838 909 |
0.0 |
885 000 |
| NATWES 3.619%/VAR 03/29/29 RGS |
%NW329S
|
876 359 |
0.0 |
795 000 |
| PARK PLACE TECH TM 1LN 11/27 |
%PARTL1
|
844 401 |
0.0 |
873 092 |
| JBS USA/L 5.125% 02/01/28 144A |
%JBS28A
|
878 189 |
0.0 |
910 000 |
| INSULET TERM B 1LN 05/04/28 |
%PODDB10
|
855 145 |
0.0 |
856 644 |
| SECURUS TECH TL B 1LN 11/1/24 |
%SECUTLB
|
877 592 |
0.0 |
986 979 |
| GEN DGTL INC 5% 04/15/25 144A |
%SYMC25A
|
847 425 |
0.0 |
867 000 |
| TRANSDIGM TERM I 1LN 08/24/28 |
%TDGI108
|
847 569 |
0.0 |
848 630 |
| VIRTU FINANCIA TM B 1LN 1/29 |
%VIRT101
|
860 455 |
0.0 |
867 500 |
| VENTAS RLTY LDP 3% 01/15/30 |
%VTR30
|
879 623 |
0.0 |
1 026 000 |
| WINDSTREAM ESC 7.75% 8/28 144A |
%WIN28A
|
881 284 |
0.0 |
1 065 000 |
| MCAFEE TM B 1LN 03/01/29 |
%MCFEB10
|
853 608 |
0.0 |
897 647 |
| FHLG 30YR 4% 10/52#SD1772 |
|
858 023 |
0.0 |
898 090 |
| JAZZ PHARMACEUT TM B 1LN 5/28 |
%JAZTL1B
|
856 659 |
0.0 |
856 968 |
| AERCAP IRELAND 2.45% 10/29/26 |
%AER1026
|
851 259 |
0.0 |
954 000 |
| GEMS EDUCA TERM B 1LN 07/30/26 |
%GMETLB1
|
867 392 |
0.0 |
867 575 |
| FHMS 2017-K063 A2 3.43% 01/27 |
|
866 321 |
0.0 |
900 000 |
| MNGT SWAP CY873248 04/17/65 B |
|
849 568 |
0.0 |
0 |
| OLIT 2023-HB1 A 3% 06/36 |
|
857 096 |
0.0 |
910 000 |
| SBLOFI SWAP 04/17/65 B |
|
844 947 |
0.0 |
0 |
| WOART 2023-B A2A 5.25% 11/26 |
|
844 947 |
0.0 |
849 000 |
| GMALT 2023-2 A2A 5.44% 10/25 |
|
881 572 |
0.0 |
884 000 |
| AERCAP IRELAND 3% 10/29/28 |
%AER28
|
867 404 |
0.0 |
1 000 000 |
| BARCLAYSPL 5.746%/VAR 08/09/33 |
%BACR833
|
839 950 |
0.0 |
870 000 |
| CERIDIAN TERM B 1LN 04/30/2025 |
%CENTLB
|
837 201 |
0.0 |
838 249 |
| CENTENE CORP 3.375% 02/15/30 |
%CNC30
|
877 432 |
0.0 |
1 016 000 |
| CITIGROUP 5.5% 09/13/25 |
%CSE25
|
876 315 |
0.0 |
878 000 |
| FORMULA ONE TM B 1LN 01/15/30 |
%FMUOB10
|
849 150 |
0.0 |
850 000 |
| AERCAP IRELAND 3.3% 01/30/32 |
%AER32
|
875 361 |
0.0 |
1 069 000 |
| PIKE TERM B 1LN 01/21/28 |
%PIKEB10
|
797 880 |
0.0 |
799 375 |
| NOVELIS CORP 3.875% 8/31 144A |
%HNDL31A
|
822 278 |
0.0 |
1 000 000 |
| INEOS TERM B 1LN 1/20/26 |
%INEOTLB
|
815 001 |
0.0 |
818 070 |
| MOODYS CORP 3.75% 03/24/25 |
%MCO25
|
800 768 |
0.0 |
822 000 |
| PEMEX 4.5% 01/23/26 |
%PEMX126
|
811 248 |
0.0 |
907 000 |
| BLOCK INC 3.5% 06/01/31 |
%SQ31A
|
803 146 |
0.0 |
980 000 |
| PRUDENTIAL 2.95%/VAR 11/33 RGS |
%PRUF33S
|
824 701 |
0.0 |
975 000 |
| SCIENTIFIC GAME TM B 1LN 04/29 |
%SGMTLB1
|
808 946 |
0.0 |
823 263 |
| VISTRA OPERATIO 5.5% 9/26 144A |
%VST26A
|
819 057 |
0.0 |
851 000 |
| VERIZON COM 4.862% 08/21/46 |
%VZ46
|
799 074 |
0.0 |
875 000 |
| WELLS FARGO 2.406%/VAR 10/25 |
%WCF25
|
798 729 |
0.0 |
838 000 |
| CENTENE CORP 2.625% 08/01/31 |
%CNC731
|
833 709 |
0.0 |
1 045 000 |
| CALRIV SC 4.875% 07/01/29 144A |
%CVT229A
|
798 459 |
0.0 |
900 000 |
| MATTEL INC 5.45% 11/01/41 |
%MA1141
|
815 486 |
0.0 |
980 000 |
| BRIXMOR OPR PRT 4.05% 07/01/30 |
%BRX30
|
805 631 |
0.0 |
890 000 |
| FNMA 30YR 4% 04/52#FS1647 |
|
816 809 |
0.0 |
856 914 |
| BOMBARDIER REC TM B 1LN 05/27 |
%BOMRB11
|
816 607 |
0.0 |
818 400 |
| ESA 21-ESH A 1ML+108 07/38 |
|
817 474 |
0.0 |
835 561 |
| FNMA 15YR 1.5% 01/36#MA4228 |
|
792 626 |
0.0 |
908 207 |
| FNMA 15YR 2% 04/36#BR6332 |
|
801 235 |
0.0 |
896 447 |
| FNMA 20YR 2% 07/41#CB1071 |
|
817 874 |
0.0 |
949 516 |
| FHLG 20YR 3.5% 10/34 #C91793 |
|
801 693 |
0.0 |
834 265 |
| VZMT 2023-2 A 4.89% 04/28 |
|
795 250 |
0.0 |
800 000 |
| BANK 2.029%/VAR 09/30/27 144A |
%BKIR27A
|
827 136 |
0.0 |
955 000 |
| AUTHENTIC BRND TM B2 1LN 12/28 |
%AUTBB21
|
822 174 |
0.0 |
832 161 |
| BROADCOM INC 3.75% 2/51 144A |
%AVGO51A
|
809 139 |
0.0 |
1 098 000 |
| 1011778 BC ULC 4% 10/30 144A |
%BCUL30A
|
815 153 |
0.0 |
955 000 |
| ALLY FINL INC 5.8% 05/01/25 |
%ALLY525
|
820 640 |
0.0 |
832 000 |
| SCIENTIFIC GAMES TM B 1LN 4/29 |
%LNWB104
|
755 684 |
0.0 |
758 050 |
| LLOYD BK G 4.976%/VAR 08/11/33 |
%LLOY33
|
773 395 |
0.0 |
825 000 |
| EMPLOYBRIDGE TM B 1LN 07/19/28 |
%KOOSB10
|
790 794 |
0.0 |
987 469 |
| KAISER AL COR 4.625% 3/28 144A |
%KALU28A
|
772 497 |
0.0 |
875 000 |
| HEXION TM 1LN 03/15/29 |
%HXN1030
|
768 767 |
0.0 |
832 225 |
| JACKSON FIN 5.17% 06/08/27 |
%JXN27
|
781 358 |
0.0 |
818 000 |
| ICON LUXCO TERM B 1LN 07/03/28 |
%ICLRB10
|
790 232 |
0.0 |
790 588 |
| HILTON DO 3.625% 02/15/32 144A |
%HLT32A
|
789 798 |
0.0 |
950 000 |
| EQT CORP 5% 01/15/29 |
%EQT28
|
750 472 |
0.0 |
800 000 |
| MATCH GR 3.625% 10/01/31 144A |
%MTCH31A
|
760 469 |
0.0 |
921 000 |
| MGM RESORTS INT 4.75% 10/15/28 |
%MGM28
|
782 374 |
0.0 |
860 000 |
| UBS GR 4.988%/VAR 08/05/33 RGS |
%UBS833S
|
758 184 |
0.0 |
815 000 |
| NAVIOS LOG/FI 10.75% 7/25 144A |
%NM25A
|
773 448 |
0.0 |
800 000 |
| PG&E 4.95% 07/01/50 |
%PCG50
|
763 491 |
0.0 |
975 000 |
| TROPICANA TERM 2LN 01/24/30 |
%PEP2012
|
788 500 |
0.0 |
1 000 000 |
| BANCOSAN 4.25% 06/12/30 RGS |
%SAN630S
|
768 901 |
0.0 |
700 000 |
| SUN CMNTYS OPER 2.7% 07/15/31 |
%SUI31
|
757 908 |
0.0 |
956 000 |
| SURGERY PRTNRS TM 1LN 08/31/26 |
%SURC108
|
780 143 |
0.0 |
782 884 |
| COTIVITI TERM B 1LN 8/27/25 |
%VCVTL1B
|
747 004 |
0.0 |
748 096 |
| VERITAS TERM B 1LN 9/1/25 |
%VERTL1B
|
789 423 |
0.0 |
959 133 |
| VICI PPTY LP 4.5% 9/1/26 144A |
%VIIC26A
|
777 796 |
0.0 |
826 000 |
| WHATABURGER TM B 1LN 08/03/28 |
%WHABB10
|
747 187 |
0.0 |
756 753 |
| DANSKE BANK 4.75%/VAR 6/30 RGS |
%DAN630S
|
766 794 |
0.0 |
700 000 |
| DUQUESNE 2.775% 01/07/32 144A |
%DQE32A
|
783 476 |
0.0 |
998 000 |
| SCIH SALT 6.625% 05/01/29 144A |
%USSA29A
|
755 112 |
0.0 |
900 000 |
| CHS/CMNTY HEALT 8% 3/26 144A |
%CYH26A
|
769 397 |
0.0 |
792 000 |
| FNMA 30YR 2% 10/51#CB1801 |
|
781 441 |
0.0 |
943 504 |
| CHG HEALTHCARE TERM 1LN 09/28 |
%COMHTL1
|
772 190 |
0.0 |
778 025 |
| CSMC 2017-PFHP D 1ML+225 12/20 |
|
762 726 |
0.0 |
809 000 |
| FHLG 15YR 1.5% 01/36#SB8083 |
|
783 531 |
0.0 |
897 786 |
| FHLG 30YR 2% 10/51#RA6076 |
|
773 469 |
0.0 |
936 350 |
| BX 22-LP2 B TSFR1M+126.27 2/39 |
|
755 379 |
0.0 |
785 418 |
| FHLG 30YR 2% 11/51#RA6241 |
|
753 251 |
0.0 |
911 876 |
| FHLG 30YR 3% 12/49#QA5521 |
|
773 481 |
0.0 |
862 129 |
| FHLG 30YR 6.5% 01/53#RA8433 |
|
784 850 |
0.0 |
762 600 |
| FHLM 30YR 6% 07/53#RA9382 |
|
772 933 |
0.0 |
751 050 |
| FHR 2022-5198 BA 2.5% 11/47 |
|
780 032 |
0.0 |
880 629 |
| DRSLF 21-90A A1A 3ML+113 02/35 |
|
767 336 |
0.0 |
784 000 |
| FNMA 30YR 2% 11/51#CB2852 |
|
779 685 |
0.0 |
948 541 |
| LUCAL 2020-1A A 3ML+121 01/33 |
|
752 776 |
0.0 |
760 000 |
| FNMA 30YR 2% 12/51#CB2349 |
|
761 265 |
0.0 |
919 836 |
| CHEMOURS CO 5.375% 05/15/27 |
%CC27
|
773 046 |
0.0 |
819 000 |
| BLACK KNIGHT 3.625% 9/28 144A |
%BKFS28A
|
772 012 |
0.0 |
865 000 |
| AMERICAN HOMES 3.625% 04/15/32 |
%AMH32
|
766 230 |
0.0 |
881 000 |
| BRIXMOR OPR PRT 4.125% 6/15/26 |
%BRX26
|
779 167 |
0.0 |
833 000 |
| FNMA 30YR 5.5% 10/52#CB4843 |
|
771 246 |
0.0 |
769 061 |
| FNMA 30YR 5% 10/52#FS3047 |
|
779 925 |
0.0 |
785 631 |
| FNMA 30YR 4% 04/49#FM1277 |
|
782 658 |
0.0 |
820 898 |
| FNMA 30YR 3.5% 03/52#CB3174 |
|
789 512 |
0.0 |
859 830 |
| DEUTSC 6.125%/VAR 12/12/30 RGS |
%DB1230S
|
705 420 |
0.0 |
600 000 |
| MADISON IAQ TERM B 1LN 06/28 |
%MADI106
|
715 840 |
0.0 |
734 285 |
| OVINTIV INC 8.125% 09/15/30 |
%ECACN30
|
720 586 |
0.0 |
652 000 |
| PINE STR TR 5.568% 2/49 144A |
%EQH49A
|
723 361 |
0.0 |
800 000 |
| FILTRATION GRP TM B 1LN 10/28 |
%FIGTLB1
|
739 954 |
0.0 |
748 101 |
| HUB INTERNAT TM B 1LN 11/10/29 |
%HBGCNTL
|
716 921 |
0.0 |
719 700 |
| HUB INTL TM B 1LN 06/30 |
%HBGCTB1
|
709 034 |
0.0 |
710 000 |
| KDC TERM B 1LN 12/21/2025 |
%KNDV1LN
|
719 676 |
0.0 |
746 104 |
| LEVEL 3 FINL 4.625% 9/27 144A |
%LVLT27A
|
707 056 |
0.0 |
1 000 000 |
| TRICORBRAUN TERM 1LN 03/03/28 |
%TRIHLT1
|
722 167 |
0.0 |
748 096 |
| PATAGONIA TM B 1LN 8/1/29 |
%PATATLB
|
701 987 |
0.0 |
858 700 |
| PERFORMANCE FO 5.5% 10/27 144A |
%PFGC27A
|
714 220 |
0.0 |
740 000 |
| TRANSOCEAN PO 6.875% 2/27 144A |
%RIG27A
|
719 571 |
0.0 |
731 250 |
| SHEARER'S TERM B 1LN 09/23/27 |
%SHATLB1
|
732 189 |
0.0 |
748 087 |
| TANGER PPTYS LP 2.75% 09/01/31 |
%SKT31
|
726 303 |
0.0 |
1 012 000 |
| MAGALLANES INC 5.05% 03/15/42 |
%WBD42
|
712 928 |
0.0 |
847 000 |
| WHITE CAP TERM B 1LN 10/19/27 |
%WHTCTL1
|
738 841 |
0.0 |
746 222 |
| VZ SECURED FINA 5% 1/32 144A |
%ZIGG32A
|
737 274 |
0.0 |
900 000 |
| MARAVAI LIFE TERM B 1LN 10/27 |
%CYG1TLB
|
746 235 |
0.0 |
748 106 |
| CHS/CMNTY 4.75% 02/15/31 144A |
%CYH31A
|
702 220 |
0.0 |
905 000 |
| COMSTOCK R 6.75% 03/01/29 144A |
%CRK29A
|
722 109 |
0.0 |
800 000 |
| 1-800 CONTACTS TM B 1LN 10/27 |
%CTACTB1
|
740 924 |
0.0 |
748 092 |
| AMWINS TERM B 1LN 02/19/28 |
%AMWITLB
|
739 582 |
0.0 |
748 088 |
| AMGEN INC 5.65% 03/02/53 |
|
719 428 |
0.0 |
712 000 |
| UBS GROUP 7.375%/VAR 09/33 RGS |
%CS33
|
735 193 |
0.0 |
551 000 |
| BX 2022-LP2 D VAR 02/39 |
|
746 277 |
0.0 |
785 418 |
| FHLG 30YR 3% 11/49#QA4483 |
|
714 005 |
0.0 |
795 836 |
| FNMA 15YR 2.5% 01/30#FS3868 |
|
746 342 |
0.0 |
791 624 |
| FNMA 30YR 2% 12/51#MA4492 |
|
742 044 |
0.0 |
902 748 |
| FNMA 30YR 2.5% 08/51#CB1384 |
|
718 048 |
0.0 |
834 900 |
| FNMA 30YR 5.5% 12/52#MA4842 |
|
723 006 |
0.0 |
721 631 |
| FNR 2020-80 BA 1.5% 03/45 |
|
728 629 |
0.0 |
859 079 |
| FNMA 30YR 3% 11/49#BO8254 |
|
733 512 |
0.0 |
817 580 |
| ALL-STAR BID TERM B1 1LN 11/28 |
%ANTIB11
|
734 079 |
0.0 |
748 106 |
| BPCE 1.5%/VAR 01/13/42 RGS |
%BPCE42S
|
740 242 |
0.0 |
800 000 |
| APTEAN TERM 1LN 04/23/26 |
%APTHOTL
|
728 414 |
0.0 |
748 051 |
| CDK GLOBAL TERM 1LN 07/06/29 |
%CDK1060
|
704 154 |
0.0 |
708 263 |
| CHEMOURS TERM B-2 1LN 4/03/25 |
%CCTLB1
|
738 764 |
0.0 |
747 798 |
| CHOBANI TERM B 1LN 10/23/27 |
%CHBNTLB
|
740 601 |
0.0 |
748 082 |
| ASSUREDPRTNRS TM B 1LN 2/13/27 |
%ASSPTB1
|
737 661 |
0.0 |
748 067 |
| ARGENTINA GOVT STEP 07/09/35 |
%ARGE735
|
714 385 |
0.0 |
2 598 239 |
| HUB INTERNATION 7% 5/1/26 144A |
%HBGC26A
|
670 065 |
0.0 |
675 000 |
| DEL MONTE FOODS TM B 1LN 05/29 |
%DELMB1
|
682 785 |
0.0 |
697 310 |
| EQUINOX TERM B-1 3/08/24 |
%EQUTMB1
|
677 661 |
0.0 |
740 209 |
| FERTITTA ENTMT 6.75% 1/30 144A |
%FRTI30A
|
695 785 |
0.0 |
820 000 |
| FRONTIER COM 5.875% 10/27 144A |
%FTR27A
|
701 026 |
0.0 |
770 000 |
| FRONTIER COM 5% 05/01/28 144A |
%FTR28A
|
660 581 |
0.0 |
770 000 |
| FRONTIER COM 6.75% 5/1/29 144A |
%FTR29A
|
684 958 |
0.0 |
890 000 |
| GGAM FINANCE 7.75% 5/26 144A |
%GGAM26A
|
670 603 |
0.0 |
670 000 |
| GLOBAL PARTNER 6.875% 01/15/29 |
%GLP29
|
667 843 |
0.0 |
720 000 |
| VMED O2 UK FIN 4.25% 1/31 144A |
%VMDT31A
|
686 190 |
0.0 |
840 000 |
| HUMANA INC 3.7% 03/23/29 |
%HUM329
|
688 926 |
0.0 |
748 000 |
| MADISON I 4.125% 06/30/28 144A |
%MADI28A
|
699 851 |
0.0 |
800 000 |
| ORGANON TERM B 1LN 06/02/28 |
%MRKTLB1
|
673 014 |
0.0 |
674 141 |
| PROMONTORY TERM B 1LN 11/08/26 |
%NEXBTLB
|
689 374 |
0.0 |
722 130 |
| ONEMAIN FIN 4% 09/15/30 |
%OMF30
|
680 670 |
0.0 |
900 000 |
| NATWEST GR 3.073%/VAR 05/22/28 |
%RBS28
|
699 997 |
0.0 |
775 000 |
| SABERT TERM B 1LN 11/25/26 |
%SABETLB
|
687 974 |
0.0 |
689 699 |
| TRUCK HERO TM B 1LN 01/20/28 |
%TRUTLB1
|
697 909 |
0.0 |
748 092 |
| CITIGROUP 4.45% 09/29/27 |
%C27
|
694 650 |
0.0 |
728 000 |
| DANSKE( 2.25%/VAR 01/14/28 RGS |
%DANN28S
|
663 979 |
0.0 |
620 000 |
| ALLIED UNV HLD 9.75% 7/27 144A |
%UNSE27A
|
671 933 |
0.0 |
765 000 |
| GERMANY GOVT 2.2% 12/12/24 RGS |
%BKOK24S
|
687 121 |
0.0 |
635 000 |
| FNMA 30YR 2% 11/51#FM9539 |
|
673 766 |
0.0 |
814 112 |
| ALTICE FING SA 5.75% 8/29 144A |
%ALTI29A
|
685 604 |
0.0 |
880 000 |
| ARES CLO 19-54 3ML+132 10/32 |
|
667 734 |
0.0 |
674 000 |
| BFLD 20-OBRK A 1ML+225 11/22 |
|
697 001 |
0.0 |
701 000 |
| BX 19-XL C 1ML+130 10/36 |
|
699 113 |
0.0 |
708 050 |
| EAT 21-2019-1A AR 3ML+108 4/31 |
|
676 013 |
0.0 |
684 000 |
| FHLG 30YR 3% 03/52#RA6988 |
|
700 331 |
0.0 |
790 438 |
| FHLM 30YR 6% 07/53#RA9383 |
|
681 869 |
0.0 |
664 380 |
| FNMA 20YR 2% 11/41#CB2110 |
|
700 713 |
0.0 |
815 866 |
| CAMB 19-LIFE A 1ML+107 12/37 |
|
693 386 |
0.0 |
700 000 |
| FNMA 30YR 2.5% 02/47#FS0594 |
|
685 337 |
0.0 |
797 445 |
| FNMA 30YR 4% 03/46#BM4980 |
|
673 082 |
0.0 |
696 603 |
| FNMA 30YR 5% 11/52#CB5128 |
|
676 417 |
0.0 |
677 951 |
| FNMA 30YR 5% 11/52#FS3248 |
|
662 659 |
0.0 |
666 877 |
| SBATOW 2019- 2.836% 01/50 144A |
|
664 038 |
0.0 |
699 000 |
| TBOLT 19-1 A 3.671% 11/39 |
|
694 841 |
0.0 |
832 116 |
| VOYA 19-2A A 3ML+127 07/32 |
|
671 810 |
0.0 |
679 000 |
| AMER AIR 7.25% 02/15/28 144A |
%AAL28A
|
660 678 |
0.0 |
670 000 |
| FNMA 30YR 3% 11/51#FM9632 |
|
675 630 |
0.0 |
755 960 |
| PARKLAND CORP 4.625% 5/30 144A |
%PKIC30A
|
635 100 |
0.0 |
730 000 |
| AKZONOBEL TERM B 10/01/25 |
%EKATLB
|
634 688 |
0.0 |
636 809 |
| FRANCHISE GROUP TERM 1LN 03/26 |
%FRGTL1
|
652 579 |
0.0 |
705 491 |
| INDONESIA GOVT 8.5% 10/35 144A |
%INDO35
|
652 775 |
0.0 |
500 000 |
| INTERNET BRANDS TM B 2LN 02/29 |
%INETLB2
|
649 687 |
0.0 |
750 000 |
| ZURICH F 3.5%/VAR 05/02/52 RGS |
%ZURN52S
|
648 825 |
0.0 |
820 000 |
| QBE INS GRP 5.25%/VAR PERP RGS |
%QBU99S
|
621 945 |
0.0 |
690 000 |
| TESCO CORPORATE 5.5% 2/35 RGS |
%TSCO35S
|
648 975 |
0.0 |
550 000 |
| TIME WAR CB LLC 6.75% 06/15/39 |
%TWC639
|
640 960 |
0.0 |
674 000 |
| WP CAREY INC 4.6% 04/01/24 |
%WPC24
|
644 180 |
0.0 |
653 000 |
| CORELOGIC INC 4.5% 5/1/28 144A |
%CLGX28A
|
614 625 |
0.0 |
745 000 |
| COMMSCOPE INC 6% 03/01/26 144A |
%COMM26A
|
626 976 |
0.0 |
665 000 |
| ELANCO ANML HLTH TM B 1LN 8/27 |
%ELANTLB
|
648 662 |
0.0 |
662 821 |
| CARNIVAL CORP 10.5% 2/26 144A |
%CCL26A
|
628 217 |
0.0 |
600 000 |
| AERCAP IRELAND 2.875% 08/14/24 |
%AER824
|
640 556 |
0.0 |
666 000 |
| CFMT 2021-HB6 A 0.8424% 06/36 |
|
632 298 |
0.0 |
668 621 |
| CANO HEALTH TM B 1LN 11/23/27 |
%CANH111
|
636 641 |
0.0 |
768 965 |
| FNMA 30YR 2.5% 12/51#CB2289 |
|
623 647 |
0.0 |
727 250 |
| FNMA 30YR 3% 11/51#FM9633 |
|
637 735 |
0.0 |
714 059 |
| SREIT 21-MFP C 1ML+132.9 11/38 |
|
652 850 |
0.0 |
679 000 |
| FHLG 30YR 3.5% 05/52#RA7311 |
|
631 299 |
0.0 |
684 788 |
| VIVINT/APX TERM B 1LN 7/9/28 |
%APXSB10
|
622 661 |
0.0 |
623 734 |
| SAUDI ARABN 2.25% 11/30 144A |
%ARAM30A
|
622 976 |
0.0 |
745 000 |
| ALEXANDRIA REAL 4.9% 12/15/30 |
%ARE1230
|
644 529 |
0.0 |
666 000 |
| ARRAY TECHNOLO TM B 1LN 10/27 |
%ARRTLB1
|
640 822 |
0.0 |
651 408 |
| SOUTHCO 1.875%/VAR 09/15/81 |
%SO81
|
586 631 |
0.0 |
680 000 |
| NEXSTAR BROAD TM B4 1LN 09/26 |
%NXTTTLB
|
588 541 |
0.0 |
590 437 |
| OMEGA HEALTHCA 4.95% 04/01/24 |
%OHI424
|
591 822 |
0.0 |
600 000 |
| PEMEX 6.7% 02/16/32 |
%PEMX32
|
574 312 |
0.0 |
750 000 |
| POST HLDGS INC 5.5% 12/29 144A |
%POST29A
|
585 949 |
0.0 |
635 000 |
| QATAR ST 3.75% 04/16/30 144A |
%QATR30A
|
605 150 |
0.0 |
625 000 |
| REALPAGE TERM B 1LN 04/22/28 |
%RBTLB1
|
580 771 |
0.0 |
598 456 |
| NGG FI 2.125%/VAR 09/05/82 RGS |
%NGGL82S
|
575 868 |
0.0 |
610 000 |
| SERVICE CO INTL 5.125% 6/1/29 |
%SCI29
|
584 127 |
0.0 |
615 000 |
| SOUTHERN GAS 6.875% 3/26 144A |
%SGCA26A
|
589 529 |
0.0 |
580 000 |
| SM ENERGY CO 6.75% 09/15/26 |
%SM26
|
585 420 |
0.0 |
600 000 |
| TEGNA INC 4.75% 03/15/26 144A |
%TGNA26A
|
570 023 |
0.0 |
600 000 |
| SS&C TECHNOLOGI 5.5% 9/27 144A |
%SSNC27A
|
568 322 |
0.0 |
590 000 |
| SS&C TECHNOLOG TM B7 1LN 03/29 |
%SSNTLB7
|
598 360 |
0.0 |
601 114 |
| SUBCOM TERM 1LN 4/27/27 |
%SUBCOM1
|
584 268 |
0.0 |
585 000 |
| SUNOCO LP /CORP 5.875% 3/15/28 |
%SUN28
|
587 241 |
0.0 |
610 000 |
| SYSCO CORP 6.6% 04/01/50 |
%SYY450
|
603 416 |
0.0 |
530 000 |
| TREEHOUSE FOODS 4% 09/01/28 |
%THS28
|
582 960 |
0.0 |
670 000 |
| MILLICOM INTL 6.25% 3/29 144A |
%TIG29A
|
582 926 |
0.0 |
630 000 |
| VISTRA OPERATIO 5% 7/27 144A |
%VST727A
|
567 842 |
0.0 |
605 000 |
| VALVOLINE INC 3.625% 6/31 144A |
%VVV631A
|
569 612 |
0.0 |
700 000 |
| MAGALLANES INC 3.638% 03/15/25 |
%WBD25
|
580 418 |
0.0 |
601 000 |
| ZF EUROPE FIN 2% 02/23/26 RGS |
%ZFFN26S
|
600 033 |
0.0 |
600 000 |
| GRIFFON TERM B 1LN 01/24/29 |
%GFFB101
|
609 108 |
0.0 |
615 000 |
| JPMC CO 2.956%/VAR 05/13/31 |
%JPM0531
|
599 510 |
0.0 |
701 000 |
| CVS HEALTH CORP 5.25% 01/30/31 |
%CVS131
|
594 023 |
0.0 |
595 000 |
| GOLDEN ENTERT 7.625% 4/26 144A |
%GDEN26A
|
577 841 |
0.0 |
580 000 |
| CREDIT AGRIC 1.25% 10/24 RGS |
%ACF24S
|
599 125 |
0.0 |
500 000 |
| CAESARS ENT 6.25% 7/1/25 144A |
%ERI625A
|
592 490 |
0.0 |
595 000 |
| FHLG 20YR 2.5% 01/41#SC0119 |
|
597 934 |
0.0 |
672 159 |
| FHLG 30YR 2% 11/51#RA6302 |
|
594 597 |
0.0 |
720 902 |
| FHLG 30YR 5% 01/53#SD2186 |
|
591 559 |
0.0 |
597 015 |
| FHMS 2021-K126 A2 2.074% 01/31 |
|
594 797 |
0.0 |
700 000 |
| FNMA 30YR 2% 10/51#CB1799 |
|
591 816 |
0.0 |
712 402 |
| SAPA 20-1A A 3.228% 03/40 144A |
|
609 545 |
0.0 |
724 227 |
| WFCM 2015-C26 A4 3.166% 02/48 |
|
594 014 |
0.0 |
624 000 |
| ANHEUSER BUSC 4.35% 06/01/40 |
%ABI2040
|
576 983 |
0.0 |
624 000 |
| ANHEUSER BUSC 4.6% 06/01/60 |
%ABIBB60
|
605 509 |
0.0 |
670 000 |
| JPSW SWAP CDS 06/20/28 ISPIM B |
|
583 239 |
0.0 |
0 |
| ACRISURE TERM B 1LN 02/15/27 |
%ACIRB10
|
606 250 |
0.0 |
625 000 |
| DELEK TERM B 1LN 11/19/29 |
%DKB1111
|
581 249 |
0.0 |
594 088 |
| ENTAIN/GVC FIN TM B2 1LN 10/29 |
%ENTLB21
|
572 957 |
0.0 |
574 250 |
| AERCAP IRELAND 6.5% 07/15/25 |
%AER725
|
607 699 |
0.0 |
603 000 |
| ENLINK MI 5.625% 01/15/28 144A |
%ENLC28A
|
575 765 |
0.0 |
600 000 |
| EMERALD DEBT 6.625% 12/30 144A |
%EMEC30A
|
595 008 |
0.0 |
600 000 |
| EDF 5.5% 01/25/35 RGS |
%EDF135S
|
572 045 |
0.0 |
500 000 |
| DEUT 3.25%/VAR 05/24/28 RGS |
%DB0528S
|
608 893 |
0.0 |
600 000 |
| CITGO PET 6.375% 06/15/26 144A |
%CITP26A
|
581 250 |
0.0 |
600 000 |
| BLACKSTONE 4.875% 04/14/26 RGS |
%BCR426S
|
572 214 |
0.0 |
505 000 |
| ATI INC 5.875% 12/01/27 |
%ATI27
|
603 171 |
0.0 |
625 000 |
| MINERAL RES LTD 8% 11/27 144A |
%MIN27A
|
540 000 |
0.0 |
540 000 |
| OMAN SULTANAT 5.625% 1/28 144A |
%OMAN28A
|
535 123 |
0.0 |
540 000 |
| OMEGA HEALTHCA 4.5% 01/15/25 |
%OHI125
|
526 913 |
0.0 |
549 000 |
| NUFARM AU/AM 5% 01/27/30 144A |
%NUFA30A
|
532 878 |
0.0 |
600 000 |
| NORDEA BANK 4.125% 5/5/28 RGS |
%NDA528S
|
544 372 |
0.0 |
500 000 |
| MSCI INC 4% 11/15/29 144A |
%MSCI29A
|
542 932 |
0.0 |
600 000 |
| IMPERIAL DADE TERM B 1LN 12/28 |
%IMPP112
|
543 880 |
0.0 |
547 389 |
| COCA-COLA CO 3.45% 03/25/30 |
%KO30
|
533 753 |
0.0 |
562 000 |
| JPSW SWAP PAY 3.07 04/21/28 |
JPSW428
|
529 436 |
0.0 |
13 700 000 |
| JPSW SWAP REC 3.07 04/21/28 |
JPSW0428
|
531 782 |
0.0 |
13 700 000 |
| ICAHN LP/FN 5.25% 05/15/27 |
%IEP27
|
527 362 |
0.0 |
615 000 |
| CLARIOS TERM B 1LN 04/20/2030 |
%POW1L10
|
538 315 |
0.0 |
540 000 |
| OPEN TEXT TERM 1LN 01/31/30 |
%OTEXDD1
|
543 637 |
0.0 |
543 638 |
| VICI PROPERTIE 5.125% 05/15/32 |
%VICI32
|
549 177 |
0.0 |
588 000 |
| PILGRIMS PRID 4.25% 04/15/31 |
%PPC31
|
543 887 |
0.0 |
640 000 |
| QORVO INC 4.375% 10/15/29 |
%QRVO29
|
549 542 |
0.0 |
610 000 |
| RADIATE HOLDC 6.5% 9/28 144A |
%RADI28A
|
550 996 |
0.0 |
955 000 |
| TRANSOCEAN INC 8% 2/1/27 144A |
%RIG127A
|
535 500 |
0.0 |
600 000 |
| STATION CAS LLC 4.5% 2/28 144A |
%RRR28A
|
543 134 |
0.0 |
610 000 |
| SPRINT CORP 7.875% 09/15/23 |
%S23
|
520 351 |
0.0 |
519 000 |
| ALTICE FR HLDG 6% 2/15/28 144A |
%SFR128A
|
552 975 |
0.0 |
1 095 000 |
| SEAGATE HDD CAY 5.75% 12/01/34 |
%STX34A
|
534 714 |
0.0 |
610 000 |
| HOLLY EN PART 5% 2/1/28 144A |
%HEP228A
|
558 000 |
0.0 |
600 000 |
| TELECOM ITALI 6% 09/30/34 |
%TITM34
|
561 810 |
0.0 |
693 000 |
| TRAVIS PERKINS* 3.75% 2/26 RGS |
%TPKL26S
|
529 615 |
0.0 |
463 000 |
| VEOLIA ENVIRO 2%/VAR PERP RGS |
%VIFP99S
|
550 307 |
0.0 |
600 000 |
| VENTAS RLTY LDP 3.5% 02/01/25 |
%VTR125
|
550 584 |
0.0 |
573 000 |
| HTA GROUP LTD/M 7% 12/25 144A |
%HTWS25A
|
532 625 |
0.0 |
565 000 |
| FNMA 15YR 2% 04/36#FM6957 |
|
524 742 |
0.0 |
587 098 |
| HASBRO INC 3% 11/19/24 |
%HAS24
|
543 095 |
0.0 |
564 000 |
| GNII II 2% 12/50#MA7051 |
|
549 285 |
0.0 |
647 439 |
| GSINC 4.25% 10/21/25 |
%GS2025
|
535 133 |
0.0 |
554 000 |
| BANK 2021-BN33 XA VAR 05/64 |
|
539 689 |
0.0 |
9 653 674 |
| FHLG 30YR 2% 06/50#RA2677 |
|
543 116 |
0.0 |
654 025 |
| FHLG 30YR 2.5% 07/50#RA2976 |
|
531 774 |
0.0 |
615 294 |
| FHLG 30YR 3.5% 10/49#SD0114 |
|
520 563 |
0.0 |
559 784 |
| FNMA 15YR 3% 08/32#MA3090 |
|
527 137 |
0.0 |
553 254 |
| FNMA 20YR 2% 07/41#CB1069 |
|
556 643 |
0.0 |
645 535 |
| FNMA 30YR 4% 11/49#CA4628 |
|
545 976 |
0.0 |
570 214 |
| FNMA 30YR 4.5% 12/48#CA2797 |
|
522 903 |
0.0 |
531 123 |
| FNMA 30YR 5% 10/52#CB4893 |
|
523 141 |
0.0 |
526 470 |
| FNR 2021-68 A 2% 07/49 |
|
543 469 |
0.0 |
669 062 |
| FNR 2021-96 HA 2.5% 02/50 |
|
537 041 |
0.0 |
608 007 |
| FHLG 30YR 2% 12/51#RA6510 |
|
531 207 |
0.0 |
641 858 |
| SAUDI ARABN OI 4.25% 4/39 144A |
%ARAMC39
|
543 752 |
0.0 |
615 000 |
| CENTENE CORP 2.5% 03/01/31 |
%CNC31
|
556 640 |
0.0 |
700 000 |
| ARDAGH PACKAG 4.125% 8/26 144A |
%ARG26A
|
554 703 |
0.0 |
595 000 |
| COPELAND TM B 1LN 05/31/30 |
%EMECB1
|
556 997 |
0.0 |
559 358 |
| DISCOVER FIN SV 3.75% 03/04/25 |
%DFS25
|
560 027 |
0.0 |
586 000 |
| COREBRIDGE FINA 3.5% 04/04/25 |
%CRBG25
|
548 255 |
0.0 |
575 000 |
| CHENIERE ENERG 3.25% 01/31/32 |
%CQP32
|
545 740 |
0.0 |
665 000 |
| 180 MEDI 3.875% 10/15/29 144A |
%CTEC29A
|
543 279 |
0.0 |
625 000 |
| CITIGROUP 5.875% 07/01/24 RGS |
%CITI24
|
537 001 |
0.0 |
425 000 |
| CITIGROUP 3.352/VAR 04/24/25 |
%C425
|
559 293 |
0.0 |
572 000 |
| 1011778 BC UL 4.375% 1/28 144A |
%BCUL28A
|
550 246 |
0.0 |
600 000 |
| BOEING CO 5.04% 05/01/27 |
%BA527
|
545 096 |
0.0 |
549 000 |
| BOEING CO 5.705% 05/01/40 |
%BA40
|
550 823 |
0.0 |
550 000 |
| OMAN SULTAN 5.375% 3/8/27 144A |
%OMA327A
|
490 870 |
0.0 |
500 000 |
| HSBC HLD PLC 6.254%/VAR 3/9/34 |
%HSBC34
|
509 773 |
0.0 |
500 000 |
| OLIN CORP 5.625% 08/01/29 |
%OLN29
|
480 227 |
0.0 |
505 000 |
| OMEGA HEALTHCA 3.375% 02/01/31 |
%OHI31
|
512 461 |
0.0 |
646 000 |
| OCP SA 3.75% 06/23/31 144A |
%OCPM31A
|
494 934 |
0.0 |
600 000 |
| ALTRIA GROUP 3.875% 09/16/46 |
%MO46
|
495 780 |
0.0 |
703 000 |
| ALTRIA GROUP 5.375% 01/31/44 |
%MO44
|
498 872 |
0.0 |
532 000 |
| IQVIA INC 5% 05/15/27 144A |
%IQV27A
|
510 189 |
0.0 |
530 000 |
| FRONERI TERM B 1LN 01/29/2027 |
%ICETLB
|
491 910 |
0.0 |
498 718 |
| HSBC 8.201%/VAR 11/16/34 RGS |
%HSBC34S
|
519 493 |
0.0 |
400 000 |
| ENERGY TRAN LP 5.4% 10/01/47 |
%ETP1047
|
504 302 |
0.0 |
577 000 |
| HILTON DOM OPR 4% 5/1/31 144A |
%HLT31A
|
517 909 |
0.0 |
600 000 |
| HARTFORD FINL S 4.3% 04/15/43 |
%HIG43
|
496 926 |
0.0 |
604 000 |
| HESS MIDSTREA 5.625% 2/26 144A |
%HESM26A
|
496 899 |
0.0 |
505 000 |
| HEIMSTADE 3.625%/VAR PERP RGS |
%HEI99S
|
475 815 |
0.0 |
875 000 |
| GENESEE & WYOMING TM 1LN 12/26 |
%GWRT1L
|
497 572 |
0.0 |
498 715 |
| FOCUS FINA TERM B 1LN 06/24/28 |
%FOCSTL1
|
489 589 |
0.0 |
498 731 |
| EPICOR SOFTWARE TM B 1LN 07/27 |
%EGLPTB1
|
489 848 |
0.0 |
498 721 |
| DENBURY INC |
DEN
|
504 389 |
0.0 |
5 777 |
| GERMANY GOVT 1% 05/15/38 RGS |
%DBR38S
|
489 497 |
0.0 |
550 000 |
| PUGET ENERGY IN 4.1% 06/15/30 |
%PSD30
|
512 769 |
0.0 |
560 000 |
| PACIFIC LIFEC 5.125% 1/43 144A |
%PAC43A
|
512 112 |
0.0 |
554 000 |
| MARRIOTT OWN TRM B 1LN 8/31/25 |
%VACTL1
|
498 375 |
0.0 |
500 000 |
| RESTAURANT TECH TM B 1LN 03/29 |
%RES1TLB
|
488 037 |
0.0 |
498 634 |
| REYNOLDS TERM B 1LN 01/30/2027 |
%REYNTL1
|
496 328 |
0.0 |
498 532 |
| ZIGGO BOND CO 5.125% 2/30 144A |
%ZIG30A
|
517 891 |
0.0 |
670 000 |
| ZAYO GROUP HL 6.125% 3/28 144A |
%ZAYO28A
|
505 952 |
0.0 |
790 000 |
| WILLIAMS COS 3.9% 01/15/25 |
%WPZ125
|
506 887 |
0.0 |
521 000 |
| WHP TERM B 1LN 02/15/27 |
%WHPGB10
|
493 750 |
0.0 |
500 000 |
| VISTRA ENERGY TM 1LN B-3 12/25 |
%VSTTLB3
|
496 664 |
0.0 |
498 584 |
| VIRGIN MEDIA TERM N 01/31/28 |
%VMEDTN1
|
493 375 |
0.0 |
500 000 |
| VIKING CRUISES 6.25% 5/25 144A |
%VIKC25A
|
491 250 |
0.0 |
500 000 |
| CAESARS ENT 4.625% 10/29 144A |
%CZR29A
|
520 184 |
0.0 |
600 000 |
| LBM ACQU LLC 6.25% 1/29 144A |
%USLB29A
|
482 462 |
0.0 |
595 000 |
| UNICR 5.861%/VAR 06/19/32 144A |
%UCGI32A
|
514 521 |
0.0 |
565 000 |
| UNITED AIRLINES TM B 1LN 4/28 |
%UALTB1
|
497 560 |
0.0 |
498 728 |
| TEMPUR SEALY 4% 04/15/29 144A |
%TPX29A
|
480 965 |
0.0 |
565 000 |
| TORY BURCH TERM B 1LN 04/14/28 |
%TORTLB1
|
479 405 |
0.0 |
498 731 |
| TECHNIP EN 1.125% 05/28/28 RGS |
%TEFP28S
|
486 701 |
0.0 |
520 000 |
| TRANSDIGM INC 6.25% 3/26 144A |
%TDG126A
|
490 206 |
0.0 |
495 000 |
| SEASPAN CORPORA 5.5% 8/29 144A |
%SSW29A
|
477 905 |
0.0 |
600 000 |
| SMYRNA READY MIX TM B 1LN 4/29 |
%SMYRB10
|
477 796 |
0.0 |
478 395 |
| SIRIUS XM RAD 4.125% 7/30 144A |
%SIRI30A
|
514 499 |
0.0 |
635 000 |
| ROLLS-ROYCE PLC 3.375% 6/18/26 |
%ROLLS26
|
492 164 |
0.0 |
435 000 |
| ELLUCIAN TERM B 1LN 10/07/27 |
%DAELB11
|
491 876 |
0.0 |
498 734 |
| DISCOVER FIN SV 6.7% 11/29/32 |
%DFS32
|
518 719 |
0.0 |
500 000 |
| CARVANA CO 4.875% 9/1/29 144A |
%CVNA29A
|
488 587 |
0.0 |
875 000 |
| FNMA 30YR 2.5% 12/51#CB2321 |
|
494 550 |
0.0 |
576 707 |
| ACRISURE LLC/IN 6% 8/1/29 144A |
%ACR29A
|
511 613 |
0.0 |
600 000 |
| CREDIT AG 6.375%/VAR 06/31 RGS |
%ACA631S
|
503 558 |
0.0 |
400 000 |
| WFCM 2019-C49 ASB 3.933% 03/52 |
|
478 965 |
0.0 |
500 000 |
| SBLOFI SWAP CY873248 04/17/65 |
|
500 812 |
0.0 |
0 |
| SBLOFI SWAP CY873248 04/17/65 |
|
487 266 |
0.0 |
0 |
| PRIMA 21-9A B 1ML+180 12/3 |
|
486 006 |
0.0 |
499 000 |
| FNR 2022-7 A 3% 05/48 |
|
478 059 |
0.0 |
530 434 |
| FNR 2020-101 BA 1.5% 09/45 |
|
487 266 |
0.0 |
576 628 |
| FNMA 30YR 3.5% 10/51#MA4440 |
|
502 367 |
0.0 |
545 950 |
| FNMA 30YR 2% 07/50#FM3897 |
|
495 432 |
0.0 |
596 604 |
| ACRISURE L 4.25% 02/15/29 144A |
%ACRI29A
|
513 771 |
0.0 |
600 000 |
| FNMA 30YR 2% 02/52#BT6597 |
|
508 208 |
0.0 |
618 506 |
| FNMA 30YR 1.5% 08/51#MA4397 |
|
519 857 |
0.0 |
665 781 |
| FNMA 20YR 2% 08/41#CB1337 |
|
495 882 |
0.0 |
575 698 |
| CENOVUS ENERGY 2.65% 01/15/32 |
%CVECN32
|
511 528 |
0.0 |
634 000 |
| FHLG 30YR 5.5% 10/52#RA7615 |
|
485 468 |
0.0 |
484 092 |
| FHLG 30YR 3% 11/47#ZM4743 |
|
496 333 |
0.0 |
551 489 |
| FHLG 30YR 3% 10/49#QA3907 |
|
496 551 |
0.0 |
553 460 |
| FHLG 30YR 2.5% 07/51#RA5574 |
|
476 202 |
0.0 |
553 295 |
| BX 19-IMC A 1ML+105 04/34 |
|
494 283 |
0.0 |
500 000 |
| ACRISURE TM B 1LN 02/15/27 |
%ACRI1TL
|
514 300 |
0.0 |
514 300 |
| FNMA 15YR 2% 10/35#BK5705 |
|
518 453 |
0.0 |
578 848 |
| AIA GRP LTD 3.2% 09/16/40 144A |
%AIA40A
|
485 731 |
0.0 |
625 000 |
| BERRY GLOB TERM Z 1LN 07/01/26 |
%BERTLZ1
|
483 777 |
0.0 |
485 252 |
| CSC HLDGS LLC 5.5% 4/27 144A |
%CVC27A
|
506 099 |
0.0 |
600 000 |
| ALTERRA MOUNT TM B-2 1LN 08/28 |
%ALTM107
|
497 018 |
0.0 |
498 734 |
| CROCS INC 4.125% 08/15/31 144A |
%CROX31A
|
485 820 |
0.0 |
600 000 |
| CONSOLIDATED TM B 1LN 5/7/25 |
%CONSBTL
|
487 096 |
0.0 |
498 691 |
| CONNECTWISE TERM B 1LN 9/30/28 |
%CONNB10
|
482 279 |
0.0 |
498 737 |
| COMMSCOPE INC 4.75% 9/29 144A |
%COMM29A
|
480 048 |
0.0 |
600 000 |
| CAPITAL ONE FIN 3.8% 01/31/28 |
%COF128
|
479 376 |
0.0 |
519 000 |
| COGENT COMM 7% 06/15/27 144A |
%CCO627A
|
489 900 |
0.0 |
505 000 |
| CROWN AMERS VI 4.75% 02/01/26 |
%CCK226
|
505 616 |
0.0 |
525 000 |
| COREBRIDGE FINA 4.4% 04/05/52 |
%CRBG52
|
500 812 |
0.0 |
644 000 |
| RESTAURANT BRAN TM B 1LN 11/26 |
%BCULTB1
|
492 891 |
0.0 |
498 711 |
| ARDAGH PACKAG 5.25% 8/27 144A |
%ARG27A
|
513 094 |
0.0 |
600 000 |
| BOEING CO 5.805% 05/01/50 |
%BA550
|
498 648 |
0.0 |
500 000 |
| PSAV TERM B-2 1LN 10/15/2026 |
%AVSVTB2
|
491 911 |
0.0 |
500 887 |
| ATHENAHEALTH GR 6.5% 2/30 144A |
%ATHN30A
|
502 197 |
0.0 |
600 000 |
| ARAMARK TERM B-4 1LN 1/15/27 |
%ARMTL1
|
492 345 |
0.0 |
500 000 |
| ARDAGH PACKAG 5.25% 8/27 144A |
%ARGD27A
|
478 887 |
0.0 |
560 000 |
| BOOZ ALLEN HA 3.875% 9/28 144A |
%BAH28A
|
481 335 |
0.0 |
530 000 |
| ONEMAIN FIN 6.875% 03/15/25 |
%AMGFI25
|
504 908 |
0.0 |
515 000 |
| NCL CORP LTD 8.375% 2/28 144A |
%NCL128A
|
438 439 |
0.0 |
420 000 |
| MEXICO GOVT 3.25% 04/16/30 |
%MEX430
|
446 195 |
0.0 |
500 000 |
| LXP INDUSTRIAL 4.4% 06/15/24 |
%LXPD24
|
447 105 |
0.0 |
458 000 |
| CENTURYLINK TM A 1LN 01/31/25 |
%LUMNA10
|
472 000 |
0.0 |
500 000 |
| SAUDI ARABIA 3.25% 10/30 144A |
%KSA30A
|
454 155 |
0.0 |
500 000 |
| INEOS FIN PLC 6.75% 5/28 144A |
%INE28A
|
432 967 |
0.0 |
445 000 |
| GTC AURORA LUXE 2.25% 6/26 RGS |
%GTCA26S
|
441 654 |
0.0 |
525 000 |
| IMPERIAL BRND 8.125% 3/24 RGS |
%IMPF24
|
432 466 |
0.0 |
335 000 |
| HOLOGIC INC 3.25% 2/15/29 144A |
%HOLX29A
|
456 791 |
0.0 |
525 000 |
| HOLOGIC INC 4.625% 2/1/28 144A |
%HOLX28A
|
473 372 |
0.0 |
500 000 |
| FIRST QUANTUM 6.875% 3/26 144A |
%FMCN26A
|
446 468 |
0.0 |
455 000 |
| FORD MTR CR LLC 6.86% 06/05/26 |
%F0626
|
462 597 |
0.0 |
370 000 |
| PINE STR TR 4.572% 2/29 144A |
%EQH29A
|
474 794 |
0.0 |
514 000 |
| ENERGI 1.375%/VAR 08/31/81 RGS |
%ENBW81S
|
438 315 |
0.0 |
500 000 |
| PG&E CORP 5.25% 07/01/30 |
%PCG30
|
459 199 |
0.0 |
515 000 |
| NATWE 2.105%/VAR 11/28/31 RGS |
%NWG31S
|
470 052 |
0.0 |
445 000 |
| TURKEY REP 9.375% 01/19/33 |
%TURK33
|
444 906 |
0.0 |
445 000 |
| ARTERA SERVICES TM B 1LN 3/25 |
%POWB103
|
434 519 |
0.0 |
498 731 |
| RACKSPACE TECH TM B 1LN 02/28 |
%RAXTLB1
|
438 161 |
0.0 |
987 406 |
| CUSHMAN & WAKEF TM B 1LN 01/30 |
%CWKTLB1
|
444 475 |
0.0 |
464 204 |
| XPO INC 6.25% 06/01/28 144A |
%XPO28A
|
442 568 |
0.0 |
450 000 |
| WORLDWIDE EXPR TERM 1LN 07/28 |
%WWEX107
|
467 192 |
0.0 |
498 737 |
| WINDSTREA TM B-EXT 1LN 9/21/27 |
%WINTB1
|
460 047 |
0.0 |
498 696 |
| VODAFONE 4.875/VAR% 10/78 RGS |
%VODF25
|
460 430 |
0.0 |
385 000 |
| VICI PPTY LP 4.25% 12/26 144A |
%VICI26A
|
474 497 |
0.0 |
505 000 |
| UNITI GRP/UNITI 6% 1/30 144A |
%UNIT30A
|
462 875 |
0.0 |
700 000 |
| TURKEY REP 4.875% 10/09/26 |
%TURKY26
|
445 865 |
0.0 |
500 000 |
| IMPERIAL BRND 4.25% 7/25 144A |
%TSIN25
|
433 278 |
0.0 |
450 000 |
| AT&T INC 5.15% 11/15/46 |
%T1146
|
466 852 |
0.0 |
500 000 |
| SWEETWATER BORRO TM B 1LN 8/28 |
%SWEB1
|
465 471 |
0.0 |
493 869 |
| SUNOCO LP /CORP 4.5% 05/15/29 |
%SUN29
|
437 004 |
0.0 |
490 000 |
| RAILWORKS 8.25% 11/15/28 144A |
%RWOR99A
|
458 557 |
0.0 |
495 000 |
| RH TERM B2 1LN 10/20/28 |
%RHTL1B2
|
441 732 |
0.0 |
467 650 |
| RELADYNE TERM B 1LN 12/23/2028 |
%RELDB11
|
457 443 |
0.0 |
465 000 |
| DIGICERT TERM B 2LN 02/19/29 |
%DIITLB2
|
464 165 |
0.0 |
500 000 |
| ING GROEP NV 3% 02/18/26 RGS |
%INT26S
|
465 701 |
0.0 |
400 000 |
| ALTICE USA TERM B6 1LN 01/28 |
%CSCHB61
|
438 469 |
0.0 |
485 000 |
| FNMA 30YR 3% 12/51#FM9777 |
|
436 310 |
0.0 |
488 527 |
| FNMA 30YR 2.5% 12/51#CB2320 |
|
466 730 |
0.0 |
543 078 |
| FNMA 30YR 2.5% 09/51#CB1549 |
|
456 293 |
0.0 |
530 355 |
| FNMA 30YR 2% 12/51#CB2350 |
|
447 711 |
0.0 |
541 993 |
| FNMA 30YR 2% 11/50#FM4870 |
|
465 617 |
0.0 |
566 670 |
| FNMA 20YR 2.5% 11/41#FM9558 |
|
462 919 |
0.0 |
524 622 |
| FHR 2022-5236 P 5% 04/48 |
|
468 651 |
0.0 |
472 245 |
| FHR 2022-5191 CA 2.5% 04/50 |
|
452 672 |
0.0 |
517 309 |
| FHLG 30YR 3.5% 10/51#SD8175 |
|
462 815 |
0.0 |
502 967 |
| FHLG 30YR 3% 06/50#SD7518 |
|
443 565 |
0.0 |
493 543 |
| FHLG 30YR 2.5% 12/51#RA6434 |
|
464 352 |
0.0 |
541 493 |
| FHLG 20YR 2.5% 01/42#RB5142 |
|
456 919 |
0.0 |
517 823 |
| FHLG 15YR 1.5% 11/35#SB8073 |
|
460 201 |
0.0 |
526 553 |
| BMARK 19-B10 ASB 3.615% 03/62 |
|
469 979 |
0.0 |
500 000 |
| BAMLL 19-BPR 3.112% 11/32 144A |
|
451 416 |
0.0 |
496 000 |
| COLOMBIA GOVT 3% 01/30/30 |
%COLOM30
|
440 675 |
0.0 |
560 000 |
| FNMA 30YR 2.5% 12/51#CB2376 |
|
438 635 |
0.0 |
510 573 |
| FHLG 30YR 5% 10/52#SD1733 |
|
430 081 |
0.0 |
432 682 |
| GSCOFI SWAP CY873248 04/17/65 |
|
462 919 |
0.0 |
0 |
| AIR LEASE CORP 3.875% 07/03/23 |
%AL723
|
468 622 |
0.0 |
469 000 |
| CLEVELAND-CLIF 6.75% 4/30 144A |
%CLF30A
|
472 641 |
0.0 |
490 000 |
| RBIT 2022-HB1 A 0% 4/32 |
|
454 819 |
0.0 |
471 997 |
| LEIGHTON FIN US 1.5% 5/29 RGS |
%CIMAU29
|
465 698 |
0.0 |
545 000 |
| MYEYEDR TERM 1LN 08/31/26 |
%CAPVTL1
|
460 342 |
0.0 |
498 708 |
| BNPSA 4.125% 05/24/33 RGS |
%BNP533S
|
438 494 |
0.0 |
400 000 |
| AVANTOR FDG 4.625% 7/28 144A |
%AVTR28A
|
468 820 |
0.0 |
510 000 |
| APPLIED SYS TM B 1LN 9/19/26 |
%APPSB10
|
469 934 |
0.0 |
470 000 |
| AZZ INC TERM B 1LN 05/29 |
%AZZB105
|
447 636 |
0.0 |
448 125 |
| AIR LEASE CORP 4.25% 02/01/24 |
%AL224
|
463 920 |
0.0 |
469 000 |
| AIB GR 2.875%/VAR 05/30/31 RGS |
%AIB31S
|
462 984 |
0.0 |
465 000 |
| AERCAP IRELAND 4.875% 01/16/24 |
%AER24
|
434 544 |
0.0 |
438 000 |
| ADS TACTIC TERM B 1LN 03/19/26 |
%ADSITLB
|
463 561 |
0.0 |
493 151 |
| EMIRATE OF AB 3.125% 9/49 144A |
%ADGB49A
|
453 077 |
0.0 |
620 000 |
| ALBERTSONS COM 6.5% 2/28 144A |
%ACI28A
|
442 628 |
0.0 |
445 000 |
| SPGN 22-TFLM B TSFR1M+200 2/39 |
|
474 110 |
0.0 |
501 000 |
| NEPTUNE BID US 9.29% 4/29 144A |
%NLS29A
|
388 703 |
0.0 |
430 000 |
| HEATHROW FDG 2.625% 3/28 RGS |
%HTHR28S
|
416 991 |
0.0 |
400 000 |
| NGL ENERGY OPER 7.5% 2/26 144A |
%NGL226A
|
389 928 |
0.0 |
400 000 |
| NIGERIA GOVT 6.125% 9/28 144A |
%NGER28A
|
414 245 |
0.0 |
500 000 |
| MEXICO GOVT 5.75% 10/12/10 |
%MEX2110
|
400 158 |
0.0 |
450 000 |
| MEDLINE TERM B 1LN 10/23/28 |
%METL1
|
389 640 |
0.0 |
395 876 |
| MADISON I 5.875% 06/30/29 144A |
%MADI29A
|
396 192 |
0.0 |
500 000 |
| LEARNING CARE TERM B 1LN 3/25 |
%LCGITMB
|
428 589 |
0.0 |
430 000 |
| JPMC CO 4.125% 12/15/26 |
%JPM1226
|
400 636 |
0.0 |
415 000 |
| ETC GROUP TERM 1LN 10/06/2029 |
%EOSU108
|
390 479 |
0.0 |
394 094 |
| HESS MIDSTREA 5.125% 6/28 144A |
%HESM28A
|
392 758 |
0.0 |
420 000 |
| HUB INTERNA 7.25% 6/15/30 144A |
%HBGC30A
|
391 895 |
0.0 |
385 000 |
| GLOBAL PARTNER 7% 08/01/27 |
%GLP27
|
408 395 |
0.0 |
422 000 |
| US 5YR NOTE (CBT) SEP23 FVU3 |
FVU3
|
390 188 |
0.0 |
-34 000 000 |
| EXELON CORP 3.35% 03/15/32 |
%EX31532
|
401 330 |
0.0 |
460 000 |
| ENTERGY COR NEW 2.8% 06/15/30 |
%ETR30
|
405 569 |
0.0 |
476 000 |
| EQT MIDSTREAM 7.5% 6/1/27 144A |
%EQM527A
|
427 896 |
0.0 |
425 000 |
| EIG PEARL HLD 3.545% 8/36 144A |
%EIGJ37A
|
393 748 |
0.0 |
465 000 |
| OWENS BROCKWAY 7.25% 5/31 144A |
%OI31A
|
399 040 |
0.0 |
395 000 |
| NORTHERN OIL 8.75% 6/31 144A |
%NOG31A
|
389 209 |
0.0 |
395 000 |
| VEEAM SOFTWARE TERM B 1LN 2/27 |
%VSBUTLB
|
428 205 |
0.0 |
435 000 |
| PEMEX 6.49% 01/23/27 |
%PEME27
|
387 150 |
0.0 |
435 000 |
| THAMES WTR FIN 4% 06/19/25 RGS |
%THAM25S
|
414 663 |
0.0 |
340 000 |
| LABL INC 10.5% 07/15/27 144A |
%WSPK27A
|
411 821 |
0.0 |
430 000 |
| TRAN GAS CO LLC 3.95% 05/15/50 |
%WMB50
|
421 418 |
0.0 |
542 000 |
| VIATRIS INC 4% 06/22/50 |
%VTRS50
|
414 808 |
0.0 |
620 000 |
| DOMINICAN REP 5.5% 1/27/25 RGS |
%DOMR25S
|
394 444 |
0.0 |
400 000 |
| VIKING CRUISES 13% 5/25 144A |
%VIK25A
|
419 988 |
0.0 |
400 000 |
| VICI PPTY LP 5.625% 5/24 144A |
%VICI
|
397 326 |
0.0 |
400 000 |
| UBS GROUP 1%/VAR 03/21/25 RGS |
%UB325S
|
420 322 |
0.0 |
395 000 |
| TRITON WAT 6.25% 04/01/29 144A |
%TRIW29A
|
394 900 |
0.0 |
475 000 |
| TELEFONICA EMI 5.375% 2/26 RGS |
%TELF26
|
416 553 |
0.0 |
335 000 |
| PERFORMANCE 6.875% 5/25 144A |
%PFGC25A
|
414 958 |
0.0 |
415 000 |
| SS&C TECHNOLOG TM B6 1LN 03/29 |
%SSNCB61
|
397 059 |
0.0 |
398 886 |
| OLYMPUS WTR 9.75% 11/28 144A |
%SOL28A
|
399 750 |
0.0 |
410 000 |
| SOCIETE 6.691%/VAR 01/34 144A |
%SOCG34A
|
407 949 |
0.0 |
400 000 |
| SAMHALLSBYGGNAD 1% 8/12/27 RGS |
%SBBB27S
|
415 879 |
0.0 |
570 000 |
| IQVIA INC 5% 10/15/26 144A |
%RX26A
|
386 243 |
0.0 |
400 000 |
| RANGE RES CORP 4.875% 05/15/25 |
%RRC25
|
391 963 |
0.0 |
400 000 |
| RED VENTURES TM B 1LN 03/03/30 |
%REDVB10
|
393 337 |
0.0 |
397 559 |
| QBE INS 2.5%/VAR 09/13/38 RGS |
%QBEA38S
|
405 430 |
0.0 |
415 000 |
| DUKE ENERGY COR 2.45% 06/01/30 |
%DUK630
|
390 691 |
0.0 |
464 000 |
| GENERAL MTR FIN 2.25% 9/24 RGS |
%GM24S
|
424 354 |
0.0 |
350 000 |
| DISH DBS CORP 5.75% 12/28 144A |
%DIS28A
|
403 470 |
0.0 |
549 000 |
| FNMA 30YR 5% 12/52#CB5273 |
|
384 560 |
0.0 |
387 129 |
| FNMA 30YR 3.5% 11/51#MA4468 |
|
403 501 |
0.0 |
438 507 |
| FNMA 30YR 3.5% 03/52#CB3128 |
|
413 077 |
0.0 |
447 735 |
| FNMA 30YR 3% 08/51#FM9973 |
|
404 669 |
0.0 |
451 992 |
| FNMA 30YR 3% 07/50#CA6312 |
|
417 233 |
0.0 |
465 052 |
| FNMA 20YR 2.5% 09/41#FM8850 |
|
394 270 |
0.0 |
444 775 |
| FNMA 15YR 2.5% 02/35#FM2502 |
|
387 285 |
0.0 |
419 284 |
| FHR 2021-5180 KA 2.5% 10/47 |
|
389 909 |
0.0 |
438 175 |
| FHMS 2015-K051 A2 3.308% 10/48 |
|
389 223 |
0.0 |
403 000 |
| FHLG 30YR 5% 12/52#RA8291 |
|
390 728 |
0.0 |
393 338 |
| FHLG 30YR 5% 11/52#SD1862 |
|
390 508 |
0.0 |
390 904 |
| FHLG 30YR 3.5% 03/52#RA6950 |
|
386 621 |
0.0 |
418 918 |
| FHLG 30YR 2.5% 11/50#SD7530 |
|
394 838 |
0.0 |
457 265 |
| FHLG 15YR 1.5% 08/35#SB8066 |
|
394 829 |
0.0 |
451 757 |
| BX 21-PAC C 1ML+107.21 10/36 |
|
390 530 |
0.0 |
409 000 |
| BX 19-CALM A 1ML+88.72 11/28 |
|
416 782 |
0.0 |
420 361 |
| ALLY FINL INC 1.45% 10/02/23 |
|
395 779 |
0.0 |
402 000 |
| AIMCO 18-BA AR 3ML+110 1/15/32 |
|
404 679 |
0.0 |
409 000 |
| AASET 19-2 A 3.376% 10/39 |
|
423 556 |
0.0 |
504 228 |
| DELL INTL/EMC 6.1% 07/15/27 |
%DELL27
|
386 795 |
0.0 |
374 000 |
| FNMA 30YR 4.5% 02/47#AL9846 |
|
410 109 |
0.0 |
413 929 |
| FHLG 30YR 3.5% 01/44#G07922 |
|
418 649 |
0.0 |
445 774 |
| FNR 2022-4 B 2.5% 05/49 |
|
387 759 |
0.0 |
439 764 |
| BALL CORP 6% 06/15/29 |
%BALL29
|
403 003 |
0.0 |
405 000 |
| DCP MIDSTREAM 5.625% 07/15/27 |
%DCP27
|
391 006 |
0.0 |
390 000 |
| MSC 2018-BOP C 1ML+150 6/35 |
|
414 283 |
0.0 |
576 800 |
| C&W SR FIN DA 6.875% 9/27 144A |
%CWCL27A
|
393 600 |
0.0 |
453 000 |
| CARVANA CO 5.875% 10/1/28 144A |
%CVNA28A
|
398 281 |
0.0 |
650 000 |
| CVR ENERGY INC 5.75% 2/28 144A |
%CVI28A
|
406 159 |
0.0 |
460 000 |
| CARNIVAL CORP 10.5% 6/30 144A |
%CCL30A
|
420 480 |
0.0 |
405 000 |
| BROADSTREET TM B3 1LN 1/26/29 |
%BROPB31
|
394 900 |
0.0 |
400 000 |
| BAT CAP CORP 2.125% 8/25 RGS |
%BAN25S
|
417 580 |
0.0 |
360 000 |
| CHILE GOVT 2.45% 01/31/31 |
%CHIL131
|
398 153 |
0.0 |
460 000 |
| BOA CORP 2.3% 07/25/25 RGS |
%BAC725S
|
417 490 |
0.0 |
355 000 |
| NYMT 21-CP1 A1 2.0424% 07/61 |
|
385 749 |
0.0 |
436 015 |
| AVANTOR TERM B5 1LN 11/06/27 |
%AVTTLB5
|
396 920 |
0.0 |
397 473 |
| SAUDI ARABN OIL 3.5% 4/29 144A |
%ARAM29A
|
421 894 |
0.0 |
455 000 |
| AERCAP HO 5.875%/VAR 10/10/79 |
%AER79
|
387 184 |
0.0 |
410 000 |
| ANHEUSER BUSC 5.45% 01/23/39 |
%ABIB139
|
392 602 |
0.0 |
377 000 |
| SANTANDER UK 3.625% 1/26 RGS |
%ABB126S
|
419 446 |
0.0 |
358 000 |
| RAND PARENT LLC 8.5% 2/30 144A |
%AAWW30A
|
412 647 |
0.0 |
455 000 |
| HOWMET AEROSPAC 5.95% 02/01/37 |
%AA37
|
391 624 |
0.0 |
390 000 |
| ALTRIA GROUP 4.25% 08/09/42 |
%MO842
|
353 941 |
0.0 |
448 000 |
| MPT OPER PARTNE 5.25% 08/01/26 |
%MPW26
|
341 756 |
0.0 |
380 000 |
| MICROSTRATEGY 6.125% 6/28 144A |
%MSTR28A
|
352 616 |
0.0 |
395 000 |
| MEITUAN 2.125% 10/28/25 144A |
%MTDP25A
|
365 680 |
0.0 |
400 000 |
| NIELSEN HOLDING TM A 1LN 10/28 |
%NLSNA11
|
362 598 |
0.0 |
420 000 |
| NATNWDE 6.178%/VAR 12/7/27 RGS |
%NWIE27S
|
372 997 |
0.0 |
300 000 |
| NOKIA CORP 6.625% 05/15/39 |
%NOKIA39
|
341 485 |
0.0 |
355 000 |
| NBK TIER 1 4.5%/VAR PERP 144A |
%NTBA99A
|
366 964 |
0.0 |
400 000 |
| PEMEX 6.625% 06/15/35 |
%PEM35
|
350 062 |
0.0 |
500 000 |
| NEWELL BRANDS I STEP 04/01/36 |
%NWL36
|
369 588 |
0.0 |
460 000 |
| PATHWAY VET TM B 1LN 03/31/27 |
%PATTL1
|
345 654 |
0.0 |
397 468 |
| MATTRESS FIRM TM B 1LN 9/24/28 |
%MFRM109
|
364 882 |
0.0 |
379 344 |
| MICHAELS 7.875% 05/01/29 144A |
%MIK29A
|
339 400 |
0.0 |
500 000 |
| HESS CORP 5.8% 04/01/47 |
%HES47
|
349 692 |
0.0 |
360 000 |
| MEDCO OAK TRE 7.375% 5/26 144A |
%MEDC26A
|
368 272 |
0.0 |
375 000 |
| LIFE TIME INC 8% 04/15/26 144A |
%LTM526A
|
360 694 |
0.0 |
365 000 |
| CHENIERE ENERGY 4.625% 10/28 |
%LNG28
|
366 189 |
0.0 |
390 000 |
| LLOYDS BK CORP 1.75% 7/24 RGS |
%LLO24S
|
365 724 |
0.0 |
300 000 |
| LASERSHIP TERM B 1LN 04/20/28 |
%LASSTB1
|
341 330 |
0.0 |
425 000 |
| KOSMOS ENERGY 7.125% 4/26 144A |
%KOS26A
|
372 406 |
0.0 |
425 000 |
| INDONESIA GOVT 5.95% 1/46 144A |
%INDO46A
|
352 989 |
0.0 |
325 000 |
| INCHCAPE PLC 6.5% 06/09/28 RGS |
%INCH28S
|
374 116 |
0.0 |
300 000 |
| FERTITTA 4.625% 01/15/29 144A |
%FRTI29A
|
351 000 |
0.0 |
400 000 |
| EXELON CORP 2.75% 03/15/27 |
%EX31527
|
348 198 |
0.0 |
379 000 |
| ENTEGRIS TERM B 1LN 07/06/29 |
%ENTGTL
|
363 934 |
0.0 |
364 088 |
| QATAR PET 1.375% 09/12/26 144A |
%QPET26A
|
360 332 |
0.0 |
400 000 |
| WESTERN PWR 3.625% 11/6/23 RGS |
%PPL23S
|
348 437 |
0.0 |
275 000 |
| WELLS FARGO BA 5.25% 8/23 RGS |
%WF823S
|
382 718 |
0.0 |
300 000 |
| QATAR PETROLEUM 3.3% 7/51 144A |
%QPET51A
|
378 003 |
0.0 |
520 000 |
| VICI PPTY LP 4.125% 8/30 144A |
%VICI30A
|
351 460 |
0.0 |
400 000 |
| ZIGGO BOND CO 6% 01/15/27 144A |
%ZIGO27A
|
369 131 |
0.0 |
400 000 |
| ZF NORTH AMER 6.875% 4/28 144A |
%ZFFN28A
|
366 567 |
0.0 |
365 000 |
| YUM BRANDS INC 3.625% 03/15/31 |
%YUM31
|
344 329 |
0.0 |
400 000 |
| WESTPAC BANKI 4.11/VAR 7/24/34 |
%WST34
|
354 739 |
0.0 |
405 000 |
| WILLIAMS COS 5.3% 08/15/52 |
%WMB52
|
373 723 |
0.0 |
406 000 |
| WELLSFARGO 2.125% 12/20/23 RGS |
%WFCO23S
|
351 008 |
0.0 |
280 000 |
| EDF SA 5.625/VAR PERP RGS |
%EDF49SS
|
341 118 |
0.0 |
345 000 |
| WESTERN GAS PAR STEP 02/01/30 |
%WES230
|
377 143 |
0.0 |
420 000 |
| MAGALLANES INC 4.054% 03/15/29 |
%WBD29
|
374 766 |
0.0 |
407 000 |
| VISTAJET 7.875% 05/01/27 144A |
%VSTJ27A
|
361 403 |
0.0 |
395 000 |
| VIRGIN MED SEC 4.5% 8/30 144A |
%VMD630A
|
345 443 |
0.0 |
410 000 |
| ENN CLEAN 3.375% 05/12/26 144A |
%VEYO26A
|
343 575 |
0.0 |
375 000 |
| RADIATE HOLDC 4.5% 9/26 144A |
%RAIT26A
|
360 381 |
0.0 |
460 000 |
| VALARIS LTD 8.375% 4/30 144A |
%VAL30A
|
365 000 |
0.0 |
365 000 |
| UNITED PLANET FIT TM 1LN 12/26 |
%UNIPFT1
|
370 046 |
0.0 |
498 715 |
| UDG HEALTHCARE TERM B 1LN 8/28 |
%UDGLB10
|
364 450 |
0.0 |
370 000 |
| UNICRE 2.731%/VAR 01/15/32 RGS |
%UCGM32S
|
379 545 |
0.0 |
395 000 |
| FLUTTER ENTERTA TM B 1LN 07/28 |
%TSGB10
|
350 000 |
0.0 |
350 000 |
| T-MOBILE USA 4.5% 04/15/50 |
%TMUS50
|
349 463 |
0.0 |
407 000 |
| THAMES WTR FIN 1.875% 1/24 RGS |
%THAM24S
|
361 145 |
0.0 |
290 000 |
| SRS DISTR 4.625% 07/01/28 144A |
%SRSD28A
|
356 598 |
0.0 |
400 000 |
| ALTICE FRANCE 5.125% 1/29 144A |
%SFRF29A
|
367 499 |
0.0 |
515 000 |
| ALTICE FRANCE 5.5% 10/29 144A |
%SFR929A
|
349 926 |
0.0 |
500 000 |
| SCHWAB CHARLES 4%/VAR PERP |
%SCHWA99
|
369 157 |
0.0 |
500 000 |
| ENTEGRIS INC 3.625% 5/29 144A |
%ENTG29A
|
343 690 |
0.0 |
400 000 |
| FHLG 30YR 3.5% 05/52#RA7312 |
|
346 416 |
0.0 |
375 513 |
| DUKE ENERGY COR 3.85% 06/15/34 |
%DUK34
|
356 331 |
0.0 |
350 000 |
| FNMA 20YR 2.5% 07/40#CA6462 |
|
360 654 |
0.0 |
402 595 |
| MSCS SWAP CY451600 12/16/72 S |
|
374 766 |
0.0 |
0 |
| MDPK 21-32A A2R 1ML+120 01/31 |
|
382 997 |
0.0 |
390 000 |
| MAGNE 2020-27A 3MLA+114 10/34 |
|
341 667 |
0.0 |
348 000 |
| LIFE 21-BMR B 1ML+88 03/36 |
|
347 998 |
0.0 |
358 784 |
| JPMCC 18-WPT AFX 4.2929% 7/33 |
|
345 537 |
0.0 |
385 000 |
| FNR 2021-66 DM 2% 01/48 |
|
362 714 |
0.0 |
435 006 |
| FNR 2021-66 DA 2% 01/48 |
|
341 310 |
0.0 |
409 335 |
| FNMA 30YR 5% 11/52#FS3295 |
|
384 050 |
0.0 |
386 859 |
| FNMA 30YR 3.5% 02/51#CA9319 |
|
357 245 |
0.0 |
387 317 |
| FNMA 30YR 3% 02/52#FS0631 |
|
361 543 |
0.0 |
406 269 |
| FNMA 30YR 2% 12/51#CB2347 |
|
379 858 |
0.0 |
458 117 |
| FNMA 20YR 2% 10/41#CB1837 |
|
378 675 |
0.0 |
440 905 |
| SLVRR 19-1 A 3.967% 07/15/44 |
|
359 796 |
0.0 |
428 308 |
| FNMA 15YR 2.5% 07/31#BC1465 |
|
370 772 |
0.0 |
394 992 |
| FNMA 15YR 2% 06/36#MA4360 |
|
360 069 |
0.0 |
403 280 |
| FHLG 30YR 5% 12/52#RA8292 |
|
369 412 |
0.0 |
372 232 |
| FHLG 30YR 5% 09/52#SD1572 |
|
376 902 |
0.0 |
379 182 |
| FHLG 30YR 3.5% 03/52#RA6949 |
|
370 973 |
0.0 |
402 508 |
| FHLG 30YR 2% 12/50#QB7233 |
|
345 506 |
0.0 |
420 173 |
| FHLG 30YR 1.5% 04/51#QC0798 |
|
343 800 |
0.0 |
440 305 |
| FHLG 15YR 2% 03/36#QN5653 |
|
347 906 |
0.0 |
389 249 |
| ESA 21-ESH C 1ML+170 07/38 |
|
341 336 |
0.0 |
350 801 |
| ARES XXXIV 3ML+125 04/33 144A |
|
364 557 |
0.0 |
369 000 |
| DISH NETWORK CO CV 2.375% 3/24 |
%DSHC24A
|
351 333 |
0.0 |
400 000 |
| SBATOW 2020- 1.884% 07/50 144A |
|
363 321 |
0.0 |
403 000 |
| FANNIEMAE 30YR 3.5% 07/47#BM30 |
|
358 669 |
0.0 |
384 176 |
| AADVANTAGE TERM B 1LN 04/20/28 |
%AALTL1
|
375 342 |
0.0 |
370 000 |
| BANCO MER 6.75%/VAR PERP 144A |
%BNRT99S
|
381 000 |
0.0 |
400 000 |
| GALAXY PIPELI 2.625% 3/36 144A |
%ADGL36A
|
356 307 |
0.0 |
440 000 |
| DELEK LOG 7.125% 06/01/28 144A |
%DKL28A
|
360 741 |
0.0 |
390 000 |
| CHS/CMNTY 6.125% 04/01/30 144A |
%CYH30A
|
341 300 |
0.0 |
570 000 |
| CVR ENERGY INC 5.25% 2/25 144A |
%CVI25A
|
382 144 |
0.0 |
400 000 |
| CCO HLDGS/CAP 5.125% 5/27 144A |
%CHT527A
|
344 101 |
0.0 |
370 000 |
| CCO HLDGS/CAP 4.5% 05/01/32 |
%CHR32
|
362 551 |
0.0 |
460 000 |
| CEMEX SA 5.125%/VAR PERP 144A |
%CEME99A
|
383 818 |
0.0 |
430 000 |
| CITIGROUP 2.75% 01/24/24 |
%C0124
|
350 908 |
0.0 |
280 000 |
| BOYD GAMING 4.75% 6/15/31 144A |
%BYD31A
|
358 605 |
0.0 |
400 000 |
| BOYD GAMING 4.75% 12/01/27 |
%BYD27
|
360 980 |
0.0 |
380 000 |
| BRAZIL GOVT 8.25% 01/20/34 |
%BRZ34
|
374 799 |
0.0 |
325 000 |
| DARLING INGRED 5.25% 4/27 144A |
%DAR27A
|
370 099 |
0.0 |
381 000 |
| BAUSCH HEALTH 5.75% 8/27 144A |
%BHCC27A
|
384 175 |
0.0 |
635 000 |
| BOMBARDIER INC 6% 2/15/28 144A |
%BBDB28A
|
376 228 |
0.0 |
400 000 |
| BARCLAYSPLC 7.125%/VAR PERP |
%BARCP99
|
352 204 |
0.0 |
310 000 |
| BALLY'S TERM B 1LN 10/01/28 |
%BALYB10
|
349 773 |
0.0 |
359 317 |
| AXALTA COAT/DU 4.75% 6/27 144A |
%AXTA27A
|
347 421 |
0.0 |
365 000 |
| CARGO AIRCRAFT 4.75% 2/28 144A |
%ATSG28A
|
356 000 |
0.0 |
400 000 |
| ADTALEM GLOBAL TM B 1LN 08/28 |
%ATGTLB1
|
345 860 |
0.0 |
345 923 |
| ARDENT TERM B 1LN 08/24/28 |
%ARTLB1L
|
368 612 |
0.0 |
370 000 |
| APX GROUP INC 6.75% 2/27 144A |
%APXS27A
|
359 329 |
0.0 |
365 000 |
| ADVANTAGE SALES TM B 1LN 10/27 |
%ADVSB11
|
372 648 |
0.0 |
401 933 |
| AIT WORLDWIDE TM 1LN 4/28 |
%AITWTB1
|
367 534 |
0.0 |
383 224 |
| BERMUDA GOVT 2.375% 8/30 144A |
%BERM30A
|
354 683 |
0.0 |
425 000 |
| MESQUITE 15% PIK CONV 7/23 PP |
%ME23PP
|
328 981 |
0.0 |
52 465 |
| MATTEL INC 6.2% 10/01/40 |
%MAT40
|
336 724 |
0.0 |
380 000 |
| MACQUARIE 8.375% 05/01/28 144A |
%MCAI28A
|
296 457 |
0.0 |
295 000 |
| MCDONALDS CORP 3.6% 07/01/30 |
%MCD730
|
298 465 |
0.0 |
319 000 |
| SUNNOVA E 5.875% 09/01/26 144A |
%NOV826A
|
334 711 |
0.0 |
365 000 |
| NEW SK HOLDCO S TERM 1LN 06/27 |
%MIDI106
|
301 658 |
0.0 |
350 000 |
| LAGARDERE SA 2.125% 10/26 RGS |
%MMBF26S
|
322 213 |
0.0 |
300 000 |
| MOLINA HE 3.875% 05/15/32 144A |
%MOH32A
|
330 177 |
0.0 |
400 000 |
| CLYDESDALE 8.75% 04/15/30 144A |
%NOV330A
|
325 963 |
0.0 |
365 000 |
| OLIN CORP 5% 02/01/30 |
%OLN30
|
337 367 |
0.0 |
370 000 |
| SAUDI ARABIA 4.5% 4/22/60 144A |
%KSA60A
|
336 488 |
0.0 |
390 000 |
| HCA INC 5.875% 02/15/26 |
%HCA26
|
301 101 |
0.0 |
300 000 |
| IBERDROLA FINA 7.375% 01/29/24 |
%IBES24
|
321 679 |
0.0 |
250 000 |
| HSBC HOLD 4.856%/VAR 05/33 RGS |
%HSB533S
|
330 337 |
0.0 |
300 000 |
| CA MAGNU 5.375% 10/31/26 144A |
%HEXW99A
|
313 148 |
0.0 |
350 000 |
| HEIMSTADEN AB 4.375% 3/27 RGS |
%HEIM27S
|
338 964 |
0.0 |
500 000 |
| GUATEMALA GOVT 5.375% 04/24/32 |
%GUAT32A
|
336 948 |
0.0 |
350 000 |
| GREENSAIF PIP 6.129% 2/38 144A |
%GRPI38A
|
311 624 |
0.0 |
305 000 |
| GEO GRP IN 9.5% 12/31/28 144A |
%GEO28A
|
313 155 |
0.0 |
320 000 |
| FORD MOTOR 3.25% 02/12/32 |
%FO32
|
313 320 |
0.0 |
400 000 |
| FAIR ISAAC CORP 4% 6/28 144A |
%FAIR28A
|
315 721 |
0.0 |
345 000 |
| PANAMA GOVT 2.252% 09/29/32 |
%PANA32
|
307 100 |
0.0 |
400 000 |
| FORD MTR CR LLC 5.113% 5/3/29 |
%F29
|
300 775 |
0.0 |
325 000 |
| OCCIDENTAL PETE 4.4% 04/15/46 |
%OXY46
|
318 459 |
0.0 |
410 000 |
| VENTURE GBL 6.25% 1/15/30 144A |
%VENT30A
|
305 327 |
0.0 |
310 000 |
| PROSUS NV 4.193% 01/19/32 144A |
%PR32A
|
333 632 |
0.0 |
400 000 |
| QATAR PETR 2.25% 07/12/31 144A |
%QPET31A
|
335 812 |
0.0 |
400 000 |
| DOMINICAN REP 5.875% 1/60 144A |
%DOMP60A
|
310 440 |
0.0 |
400 000 |
| WYNN LAS VEGAS 5.25% 5/27 144A |
%WYNN27A
|
320 463 |
0.0 |
340 000 |
| WYNN LAS VEGAS 5.5% 3/25 144A |
%WYNN25A
|
294 566 |
0.0 |
300 000 |
| WYNN MACAU 4.875% 10/24 144A |
%WYNC24A
|
315 412 |
0.0 |
325 000 |
| WOLVERINE WORLD 4% 8/29 144A |
%WWW29A
|
321 000 |
0.0 |
400 000 |
| USTB 1.125% 05/15/40 |
%WIT40
|
295 339 |
0.0 |
451 600 |
| WIRB-COPER TERM B 1LN 01/08/27 |
%WESITLB
|
305 602 |
0.0 |
314 040 |
| VTR COMUNICAC 5.125% 1/28 144A |
%VTR128A
|
294 883 |
0.0 |
575 000 |
| VORNADO REALT 2.15% 06/01/26 |
%VNO626
|
334 265 |
0.0 |
407 000 |
| VIRGIN MEDIA FI 5% 7/30 144A |
%VMD30A
|
324 771 |
0.0 |
405 000 |
| VENTURE GBL 3.875% 11/33 144A |
%VENT33A
|
325 506 |
0.0 |
400 000 |
| UNUM GROUP 3.875% 11/05/25 |
%UNM25
|
331 451 |
0.0 |
349 000 |
| UNITI/FIN/CSL 10.5% 2/28 144A |
%UNI28A
|
295 354 |
0.0 |
300 000 |
| TURKEY REP 4.25% 04/14/26 |
%TURKE26
|
334 170 |
0.0 |
375 000 |
| TRIVIUM PACKAGI 5.5% 8/26 144A |
%TRIV26A
|
336 878 |
0.0 |
350 000 |
| AROUNDTOW 3.375%/VAR PERP RGS |
%TLGFS99
|
310 534 |
0.0 |
700 000 |
| SUN CMNTYS OPER 2.3% 11/01/28 |
%SUI28
|
330 241 |
0.0 |
392 000 |
| CLOVERIE PLC FO STEP 09/11/44 |
%SREN44S
|
323 882 |
0.0 |
340 000 |
| STERICYCLE IN 3.875% 1/29 144A |
%SRCL29A
|
308 815 |
0.0 |
350 000 |
| SITEL TERM B1LN 8/27/28 |
%SITEB10
|
326 065 |
0.0 |
335 000 |
| SASOL FING USA 4.375% 09/18/26 |
%SASOL26
|
313 553 |
0.0 |
355 000 |
| DELEK OVERRID 7.494% 12/23 RGS |
%DORL23A
|
317 600 |
0.0 |
320 000 |
| DELL INTL/EMC 6.2% 07/15/30 |
%DELL30
|
337 037 |
0.0 |
324 000 |
| FNMA 20YR 2% 12/41#FM9851 |
|
311 135 |
0.0 |
362 266 |
| FNR 2021-85 L 2.5% 08/48 |
|
320 807 |
0.0 |
364 719 |
| FNR 2020-49 JA 2% 08/44 |
|
307 063 |
0.0 |
344 185 |
| FNMA 30YR 3% 11/49#CA4536 |
|
301 027 |
0.0 |
335 528 |
| FNMA 30YR 2.5% 01/52#MA4512 |
|
333 616 |
0.0 |
390 461 |
| FNMA 30YR 2% 04/51#MA4305 |
|
320 700 |
0.0 |
388 823 |
| FNMA 30YR 2% 03/52#CB3036 |
|
299 281 |
0.0 |
361 894 |
| FNMA 20YR 2.5% 11/41#MA4475 |
|
307 725 |
0.0 |
348 743 |
| FNMA 20YR 2.5% 11/41#FS1573 |
|
306 484 |
0.0 |
345 745 |
| FNMA 20YR 2.5% 08/41#CB1343 |
|
316 148 |
0.0 |
356 647 |
| FNMA 20YR 2.5% 02/41#MA4269 |
|
316 193 |
0.0 |
355 444 |
| FNMA 15YR 2% 09/36#MA4418 |
|
308 601 |
0.0 |
345 635 |
| FNMA 15YR 1.5% 09/35#MA4122 |
|
294 699 |
0.0 |
337 189 |
| FHR 2021-5159 GC 2% 11/47 |
|
305 363 |
0.0 |
351 965 |
| FHLG 30YR 3% 12/46#G60989 |
|
333 157 |
0.0 |
368 091 |
| FHLG 15YR 2% 09/36#SB8119 |
|
310 379 |
0.0 |
347 627 |
| EATON 13-1A A13R 3ML+125 01/34 |
|
325 031 |
0.0 |
330 000 |
| CSMC 20NET 2.2569% 08/37 144A |
|
306 698 |
0.0 |
342 062 |
| BX 21-PAC B 1ML+92.21 10/36 |
|
294 388 |
0.0 |
306 000 |
| BANK 18-BN14 ASB 4.185% 09/60 |
|
309 659 |
0.0 |
321 000 |
| BAMLL DKLX B TSFR1M+155 1/39 |
|
301 152 |
0.0 |
311 000 |
| AASET 2017-1A A 3.967% 05/42 |
|
322 040 |
0.0 |
385 670 |
| DELTA AIR LINES TM B 1LN 10/27 |
%DATB1LN
|
336 185 |
0.0 |
324 000 |
| FNR 2021-59 H 2% 06/48 |
|
314 887 |
0.0 |
378 751 |
| FNMA 30YR 2% 12/51#CB2348 |
|
301 565 |
0.0 |
364 381 |
| FNR 2022-1 KA 3% 05/48 |
|
336 144 |
0.0 |
373 023 |
| ASGN INC 4.625% 05/15/28 144A |
%ASGN28A
|
327 330 |
0.0 |
360 000 |
| CATALENT PHARM 3.5% 4/30 144A |
%CTLT30A
|
309 738 |
0.0 |
380 000 |
| COLOMBIA GOVT 5% 06/15/45 |
%COLOM45
|
313 510 |
0.0 |
450 000 |
| INVESTMENT 6.25% 04/26/29 144A |
%CMIE29A
|
325 059 |
0.0 |
350 000 |
| CGG SA 8.75% 04/01/27 144A |
%CGGF27A
|
306 898 |
0.0 |
365 000 |
| BPCE SA 4.75%/VAR 06/34 RGS |
%BPC634S
|
330 420 |
0.0 |
300 000 |
| BNP PARIBA 6.625%/VAR PERP RGS |
%BN1299S
|
322 437 |
0.0 |
335 000 |
| BERKELEY GROUP 2.5% 8/31 RGS |
%BKGL31S
|
296 594 |
0.0 |
355 000 |
| FNR 2022-49 TC 4% 12/48 |
|
297 646 |
0.0 |
308 598 |
| BAIDU INC 1.72% 04/09/26 |
%BIDU26
|
337 698 |
0.0 |
375 000 |
| BROADCOM INC 1.95% 2/28 144A |
%AVO28A
|
294 558 |
0.0 |
340 000 |
| AT&T INC 4.3% 02/15/30 |
%AT30
|
300 122 |
0.0 |
315 000 |
| BISON MIDSTREAM TM B 1LN 1/30 |
%BISMB10
|
295 923 |
0.0 |
300 000 |
| ALLY FINL INC 4.7%/VAR PERP |
%ALLY99
|
296 108 |
0.0 |
420 000 |
| HESS CORP 7.875% 10/01/29 |
%AHC29
|
336 412 |
0.0 |
303 000 |
| OVINTIV INC 7.375% 11/01/31 |
%AECCN31
|
310 784 |
0.0 |
290 000 |
| CRDT AGR ASSR 4.75/VAR 9/27/48 |
%ACAFP48
|
317 480 |
0.0 |
300 000 |
| ANHEUSER BUSC 4.75% 04/15/58 |
%ABIBB58
|
326 133 |
0.0 |
350 000 |
| STRAS 221A A TSFR3M+175 07/30 |
|
315 792 |
0.0 |
317 010 |
| LIFE 2021-BMR D 1ML+140 03/26 |
|
301 913 |
0.0 |
314 550 |
| ARD FIN SA PIK VAR 06/27 144A |
%ARDF27A
|
298 416 |
0.0 |
365 000 |
| GNMA II 3% 02/50#BS8922 |
|
337 859 |
0.0 |
375 343 |
| KINDER MRGN ERG 5.5% 03/01/44 |
%KMP44
|
260 811 |
0.0 |
287 000 |
| IHS NETHERLANDS 8% 9/27 144A |
%IHSH27A
|
272 488 |
0.0 |
298 000 |
| EXELON CORP 4.1% 03/15/52 |
%EX3152
|
275 562 |
0.0 |
341 000 |
| FORD MTR CR LLC 4.687% 6/9/25 |
%F625
|
264 834 |
0.0 |
275 000 |
| GEORGIA GOVT 2.75% 4/26 144A |
%GEOR26A
|
268 584 |
0.0 |
300 000 |
| SERVICE PPTYS 4.375% 2/15/30 |
%HPT30
|
287 590 |
0.0 |
385 000 |
| JPSW SWAP REC 3.2575 06/08/28 |
JPSW0628
|
292 410 |
0.0 |
6 800 000 |
| INDONESIA GOVT 7.75% 1/38 144A |
%IND38A
|
282 181 |
0.0 |
225 000 |
| IVORY COAST 6.125% 6/33 144A |
%IVYC33A
|
260 085 |
0.0 |
300 000 |
| JORDAN 4.95% 07/07/25 144A |
%JORD25A
|
289 968 |
0.0 |
300 000 |
| ENTEGRIS INC 4.375% 4/28 144A |
%ENTG30A
|
273 072 |
0.0 |
300 000 |
| ESKOM HLDGS 7.125% 2/25 144A |
%ESK25A
|
273 938 |
0.0 |
280 000 |
| CABLE ONDA SA 4.5% 1/30 144A |
%CONA30A
|
290 700 |
0.0 |
340 000 |
| ENERGEAN PLC 6.5% 4/30/27 144A |
%ENOG27A
|
274 650 |
0.0 |
300 000 |
| ENFRAGEN 5.375% 12/30/30 144A |
%ENFG30A
|
258 500 |
0.0 |
400 000 |
| ENDEAVOR ENERG 5.75% 1/28 144A |
%ENDE28A
|
279 300 |
0.0 |
285 000 |
| ENBRIDGE INC 4% 10/01/23 |
%ENB1023
|
281 364 |
0.0 |
283 000 |
| EG GBL FIN 6.75% 02/07/25 144A |
%EGBL25A
|
265 681 |
0.0 |
275 000 |
| EDF 5.7% 05/23/28 144A |
%EDF528A
|
251 044 |
0.0 |
250 000 |
| EDF 6.25% 05/23/33 144A |
%EDF33A
|
253 988 |
0.0 |
250 000 |
| DAE FDG LLC 1.55% 8/1/24 144A |
%DUB824A
|
283 734 |
0.0 |
300 000 |
| DIRECTV TERM 1LN 08/02/27 |
%DIFI107
|
260 437 |
0.0 |
268 786 |
| SITE CENTERS CO 4.25% 02/01/26 |
%DDR26
|
269 915 |
0.0 |
287 000 |
| CVS HEALTH CORP 3.625% 4/1/27 |
%CVS2027
|
267 327 |
0.0 |
281 000 |
| LES SCHWAB TIRE TM B 1LN 11/27 |
%LETLB1
|
293 620 |
0.0 |
296 212 |
| LENOVO GRP 3.421% 11/2/30 144A |
%LENO30A
|
255 489 |
0.0 |
300 000 |
| WESTERN GAS PAR 4.5% 03/01/28 |
%WES328
|
282 801 |
0.0 |
300 000 |
| LEVEL 3 FINL 4.25% 7/1/28 144A |
%LVLT28A
|
253 503 |
0.0 |
390 000 |
| LEVEL 3 FINL 10.5% 5/30 144A |
%LVLT30A
|
285 416 |
0.0 |
284 000 |
| WHP TM B 1LN 02/27 |
%WHPGB1
|
263 285 |
0.0 |
267 975 |
| VISTRA OPERAT 5.625% 2/27 144A |
%VST27A
|
264 467 |
0.0 |
275 000 |
| VICI PPTY LP 4.625% 12/29 144A |
%VICI29A
|
277 760 |
0.0 |
305 000 |
| VIA OUTLETS 1.75% 11/15/28 RGS |
%VIAO28S
|
253 697 |
0.0 |
290 000 |
| US FOODS INC 6.25% 4/25 144A |
%USFD25A
|
269 298 |
0.0 |
270 000 |
| SEAGATE HDD 8.25% 12/29 144A |
%ST1129A
|
260 000 |
0.0 |
250 000 |
| SHRIRAM TR 4.15% 07/18/25 144A |
%SHTF25A
|
282 198 |
0.0 |
300 000 |
| SERBIA GOVT 2.125% 12/30 144A |
%SERB30A
|
256 617 |
0.0 |
330 000 |
| ROMANIA GOVT 3.625% 3/32 144A |
%ROMN32A
|
255 666 |
0.0 |
300 000 |
| TRANSOCEAN INC 8.75% 2/30 144A |
%RIG30A
|
280 007 |
0.0 |
280 000 |
| REDFIN CORP CV 0.5% 04/01/27 |
%RDFN27A
|
260 889 |
0.0 |
384 000 |
| OOREDOO I 2.625% 04/08/31 144A |
%QTEL31A
|
259 353 |
0.0 |
300 000 |
| CLARIOS GLOBAL 6.75% 5/28 144A |
%POWS28A
|
255 296 |
0.0 |
255 000 |
| PROVINCE CORDO STEP 12/25 144A |
%PDCA21A
|
254 168 |
0.0 |
333 336 |
| PBF HLD LLC/FIN 6% 02/15/28 |
%PBFEN28
|
280 520 |
0.0 |
300 000 |
| OMEGA HEALTHCA 4.75% 01/15/28 |
%OHI28
|
259 076 |
0.0 |
283 000 |
| CORPOARATE OFFI 2.25% 03/15/26 |
%OFC26
|
263 480 |
0.0 |
300 000 |
| REALTY INCOME 3.4% 01/15/28 |
%O0128
|
250 713 |
0.0 |
271 000 |
| NATNWDE(UGTD 3% 05/06/26 RGS |
%NWID26S
|
292 572 |
0.0 |
250 000 |
| MDGH GMTN RS 2.875% 11/29 144A |
%MUBA29A
|
271 215 |
0.0 |
300 000 |
| ALTRIA GROUP 5.95% 02/14/49 |
%MO249
|
283 750 |
0.0 |
300 000 |
| MCDONALDS CORP 3.5% 07/01/27 |
%MCD727
|
257 148 |
0.0 |
269 000 |
| LXP INDUSTRIAL 2.7% 09/15/30 |
%LXP30
|
280 549 |
0.0 |
350 000 |
| CENOVUS ENERGY 5.4% 06/15/47 |
%CVECN47
|
255 907 |
0.0 |
282 000 |
| FNMA 30YR 1.5% 06/51#MA4354 |
|
261 969 |
0.0 |
335 504 |
| CT TRUST 5.125% 02/03/32 144A |
%COMC32A
|
292 250 |
0.0 |
350 000 |
| G2 II 4% 04/47#MA4383 |
|
282 540 |
0.0 |
292 269 |
| FNMA 30YR 3% 12/51#CB2420 |
|
285 357 |
0.0 |
319 536 |
| FNMA 30YR 3% 12/49#CA4860 |
|
266 367 |
0.0 |
296 896 |
| FNMA 30YR 3% 02/50#CA5122 |
|
265 745 |
0.0 |
296 099 |
| FNMA 30YR 2.5% 06/50#CA5966 |
|
251 457 |
0.0 |
290 636 |
| FNMA 30YR 2% 07/51#MA4378 |
|
294 044 |
0.0 |
357 047 |
| FNMA 30YR 2% 03/52#CB3038 |
|
279 396 |
0.0 |
338 875 |
| FNMA 30YR 2% 03/52#CB3037 |
|
292 839 |
0.0 |
354 507 |
| FNMA 30YR 2% 02/52#MA4547 |
|
285 504 |
0.0 |
347 468 |
| FNMA 20YR 2.5% 04/41#MA4312 |
|
286 991 |
0.0 |
322 617 |
| FNMA 15YR 3% 10/34#CA4265 |
|
262 242 |
0.0 |
277 878 |
| FHLG 30YR 3.5% 12/47#V83817 |
|
271 381 |
0.0 |
291 713 |
| FHLG 30YR 3.5% 04/52#SD0958 |
|
272 405 |
0.0 |
294 661 |
| FHLG 30YR 3% 04/50#RA2457 |
|
267 328 |
0.0 |
297 862 |
| FHLG 30YR 2.5% 12/51#SD8183 |
|
291 821 |
0.0 |
341 545 |
| FHLG 30YR 2% 12/51#RA6503 |
|
279 415 |
0.0 |
339 928 |
| FHLG 15YR 2% 01/37#SB8137 |
|
256 123 |
0.0 |
287 161 |
| FHLG 10YR 2.5% 02/30#RD5018 |
|
262 997 |
0.0 |
277 681 |
| DNKN 2017-1A A2II 4.03% 11/47 |
|
254 632 |
0.0 |
276 670 |
| CSMC 18-SITE A 4.284% 04/36 |
|
276 766 |
0.0 |
287 000 |
| CLAST 21-1A A 3.5% 01/46 144A |
|
276 574 |
0.0 |
301 440 |
| BX 21-21-SOAR A .8% 06/23 |
|
288 332 |
0.0 |
296 616 |
| BMARK 2021-B27 XA CSTR 07/54 |
|
289 673 |
0.0 |
4 170 165 |
| YAHOO MEDIA TERM B2 1LN 09/27 |
%COLLTB2
|
267 400 |
0.0 |
280 000 |
| FNMA 30YR 3.5% 09/45#AS5764 |
|
260 649 |
0.0 |
278 439 |
| FHLG 15YR 2.5% 02/35#QN1578 |
|
293 625 |
0.0 |
318 208 |
| GNII II 3% 02/47#MA4261 |
|
275 085 |
0.0 |
301 522 |
| BANK OF AMRICA 3.864%/VAR 7/24 |
%BAC724
|
249 552 |
0.0 |
250 000 |
| CMG MEDIA CO 8.875% 12/27 144A |
%CO27A
|
291 143 |
0.0 |
397 000 |
| GNMA II 5% 04/48#784805 |
|
283 607 |
0.0 |
280 220 |
| MAJORDRIV 6.375% 06/01/29 144A |
%CLU529A
|
291 814 |
0.0 |
365 000 |
| CONTINENTAL OK 5.75% 1/31 144A |
%CLR31A
|
290 729 |
0.0 |
305 000 |
| CIGNA GROUP 4.9% 12/15/48 |
%CI48
|
250 447 |
0.0 |
268 000 |
| CIGNA GROUP 4.8% 08/15/38 |
%CI38
|
253 997 |
0.0 |
268 000 |
| CENTRAL PARENT 7.25% 6/29 144A |
%CDK629A
|
266 246 |
0.0 |
270 000 |
| COMM B 3.61%/VAR 09/12/34 144A |
%CBAU24A
|
251 088 |
0.0 |
297 000 |
| BOSTON PPTY LTD 4.5% 12/01/28 |
%BXP28
|
266 635 |
0.0 |
295 000 |
| BNPSA 2.5%/VAR 03/31/32 RGS |
%BNP332S
|
293 736 |
0.0 |
300 000 |
| BAYER AG 4.625% 05/26/33 RGS |
%BAYN33S
|
280 060 |
0.0 |
250 000 |
| CIGNA GROUP 3.05% 10/15/27 |
%CI10127
|
278 035 |
0.0 |
300 000 |
| BARCLAYS 8.407%/VAR 11/32 RGS |
%BA1132S
|
254 458 |
0.0 |
200 000 |
| AIB GRP PLC 6.25%/VAR PERP RGS |
%AIBK99S
|
284 305 |
0.0 |
275 000 |
| SBATOW 2020- 2.328% 07/52 144A |
|
263 825 |
0.0 |
308 000 |
| AUTHENTIC BRND TM DD 1LN 12/28 |
%AUTBDD1
|
269 565 |
0.0 |
272 840 |
| LIFE 21-BMR E 1ML+185.6 03/36 |
|
262 549 |
0.0 |
274 249 |
| AGPS BONDCO PL 4.625% 1/26 RGS |
%ADG26S
|
269 290 |
0.0 |
600 000 |
| ADARI INDONE 4.25% 10/24 144A |
%ADRO24A
|
289 080 |
0.0 |
300 000 |
| AERCAP IRELAND 4.45% 04/03/26 |
%AER26
|
264 501 |
0.0 |
276 000 |
| ALLIANT HLD 6.75% 4/15/28 144A |
%ALIA28A
|
254 191 |
0.0 |
260 000 |
| ALPHA B 4.25%/VAR 02/13/30 RGS |
%ALPH30S
|
258 752 |
0.0 |
265 000 |
| ARAMARK SVCS 5% 04/01/25 144A |
%ARM325A
|
268 156 |
0.0 |
275 000 |
| NAVIENT CORP 7.25% 09/25/23 |
%NAVI23
|
234 570 |
0.0 |
234 000 |
| OCCIDENTAL PETE 6.2% 03/15/40 |
%OXY40
|
247 025 |
0.0 |
250 000 |
| NIGERIA GOVT 7.625% 11/25 144A |
%NGRA25A
|
223 445 |
0.0 |
235 000 |
| NAGACORP LTD 7.95% 7/6/24 RGS |
%NAGL24S
|
233 750 |
0.0 |
250 000 |
| MDGH GMTN RSC 5.5% 4/33 144A |
%MUBA33A
|
210 178 |
0.0 |
200 000 |
| NRG ENERGY INC 5.75% 01/15/28 |
%NRG28
|
220 827 |
0.0 |
235 000 |
| NRG ENERG 3.875% 02/15/32 144A |
%NRG32A
|
228 168 |
0.0 |
300 000 |
| OCCIDENTAL PETE 6.6% 03/15/46 |
%OXY346
|
223 831 |
0.0 |
216 000 |
| PIEDMONT OPER 2.75% 04/01/32 |
%PDM32
|
230 059 |
0.0 |
343 000 |
| PANAMA GOVT 6.4% 02/14/35 |
%PANAM35
|
209 008 |
0.0 |
200 000 |
| PANAMA GOVT 6.853% 03/28/54 |
%PANAM54
|
207 290 |
0.0 |
200 000 |
| PARAGUAY GOVT 2.739% 1/33 144A |
%PARG33A
|
241 653 |
0.0 |
300 000 |
| PHILIPPINE GOVT 5.5% 01/17/48 |
%PHL48
|
206 784 |
0.0 |
200 000 |
| GACI FIRST INV 5.25% 10/32 RGS |
%PIF32S
|
204 162 |
0.0 |
200 000 |
| MSTDW 4.656%/VAR 3/2/29 |
%MS2329
|
221 305 |
0.0 |
200 000 |
| PHILIPPINE GOVT 5.95% 10/13/47 |
%PJL47
|
218 024 |
0.0 |
200 000 |
| POSCO 5.875% 01/17/33 144A |
%POHA33A
|
212 145 |
0.0 |
200 000 |
| MTN MAURITIU 4.755% 11/24 144A |
%MTNS24A
|
219 321 |
0.0 |
225 000 |
| JPSW SWAP PAY 3.2575 06/08/28 |
JPSW628
|
242 111 |
0.0 |
6 800 000 |
| MPLX LP 5.5% 02/15/49 |
%MPLX49
|
227 992 |
0.0 |
249 000 |
| NUTRISYSTEM TERM B 1LN 04/27 |
%KNSATB1
|
212 225 |
0.0 |
261 468 |
| HSBC HLD PL 7.39%/VAR 11/03/28 |
%HSB1128
|
211 892 |
0.0 |
200 000 |
| COOPERATIEVE RA 4% 1/10/30 RGS |
%RAB30S
|
215 474 |
0.0 |
200 000 |
| HSBC HLD PLC 4.95% 03/31/30 |
%HSC30
|
222 810 |
0.0 |
227 000 |
| ISRAEL STATE OF 3.375% 1/15/50 |
%ISRAE50
|
217 160 |
0.0 |
290 000 |
| GARTNER INC 4.5% 07/01/28 144A |
%IT28A
|
242 591 |
0.0 |
260 000 |
| JAMAICA GOVT 6.75% 04/28/28 |
%JAM428
|
209 464 |
0.0 |
200 000 |
| JD.COM INC 3.375% 01/14/30 |
%JD30
|
230 259 |
0.0 |
255 000 |
| SAUDI ARABIA 4.625% 10/47 144A |
%KSA47A
|
221 115 |
0.0 |
250 000 |
| MOROCCO GOV 6.5% 09/08/33 144A |
%MORO33A
|
206 790 |
0.0 |
200 000 |
| SAUDI ARABIA 3.45% 2/2/61 144A |
%KSA61A
|
245 143 |
0.0 |
350 000 |
| SAUDI ARABIA 2.25% 2/2/33 144A |
%KSAM33A
|
241 944 |
0.0 |
300 000 |
| LIBERTY MUTUAL 7.8% 3/87 144A |
%LIBMU37
|
204 646 |
0.0 |
200 000 |
| LEVIATHAN BON 6.125% 6/25 144A |
%LVIA25S
|
243 525 |
0.0 |
250 000 |
| MC BRAZIL 7.25% 06/30/31 144A |
%MCBR31A
|
241 399 |
0.0 |
343 019 |
| MEXICO GOVT 6.35% 02/09/35 |
%MEX35
|
210 804 |
0.0 |
200 000 |
| MJH LIFE SCIENC TM B 1LN 01/29 |
%MJHTLB1
|
245 312 |
0.0 |
250 000 |
| QATAR ST 4.625% 06/02/46 144A |
%QATA46A
|
223 626 |
0.0 |
235 000 |
| UNIVERSAL MUSIC 4% 6/13/31 RGS |
%UNIM31S
|
219 303 |
0.0 |
200 000 |
| REYNOLDS AMERN 4.85% 09/15/23 |
%RAI23
|
219 438 |
0.0 |
220 000 |
| UZBEKISTAN 3.7% 11/25/30 144A |
%UZBE30A
|
239 739 |
0.0 |
300 000 |
| TURKEY REP 5.125% 02/17/28 |
%TURKE28
|
217 280 |
0.0 |
250 000 |
| TIME WAR CB LLC 7.3% 07/01/38 |
%TWC38
|
216 007 |
0.0 |
211 000 |
| US 10YR FUT (CBT)SEP23 TYU3 |
TYU3
|
242 427 |
0.0 |
-28 600 000 |
| UKG TM 1LN 05/03/26 |
%ULIT105
|
247 890 |
0.0 |
250 000 |
| UNITED SITE SER TM B 1LN 12/28 |
%UNSTB11
|
237 124 |
0.0 |
296 250 |
| URUGUAY REP 5.1% 06/18/50 |
%URUGU50
|
223 688 |
0.0 |
225 000 |
| US ANESTHESIA TM B 1LN 9/28 |
%USANB10
|
229 613 |
0.0 |
248 734 |
| VICI PROPERTIE 4.375% 05/15/25 |
%VICI25
|
211 055 |
0.0 |
219 000 |
| ROBLOX CORP 3.875% 5/1/30 144A |
%RBLX30A
|
209 950 |
0.0 |
247 000 |
| VIRGIN MEDIA TM Y 1LN 03/06/31 |
%VMEDY10
|
241 479 |
0.0 |
245 000 |
| VIATRIS INC 3.85% 06/22/40 |
%VTRS40
|
248 771 |
0.0 |
359 000 |
| VERIZON COM 3% 03/22/27 |
%VZ327
|
206 934 |
0.0 |
221 000 |
| WIN WASTE TERM B 1LN 03/25/28 |
%WECTLB1
|
211 693 |
0.0 |
249 366 |
| WERFENLIFE SA 4.625% 6/28 RGS |
%WERF28S
|
217 718 |
0.0 |
200 000 |
| WESTERN GAS PAR STEP 02/01/25 |
%WES225
|
244 860 |
0.0 |
255 000 |
| GUATEMALA GOVT 6.6% 6/36 144A |
%GUAT36A
|
203 800 |
0.0 |
200 000 |
| TURKEY REP 9.875% 01/15/28 |
%TURK28
|
213 675 |
0.0 |
210 000 |
| TULLOW OI 10.25% 05/15/26 144A |
%TLWL26A
|
240 200 |
0.0 |
311 000 |
| TELECOM ITA 5.303% 5/24 144A |
%TITI24A
|
204 617 |
0.0 |
210 000 |
| TENET HEALTH 6.25% 02/01/27 |
%THC227
|
238 078 |
0.0 |
240 000 |
| BOSCH (ROBERT) 4% 06/02/35 RGS |
%RBOS35S
|
222 824 |
0.0 |
200 000 |
| HUNGARY GOVT 2.125% 9/31 144A |
%REPH31A
|
231 552 |
0.0 |
300 000 |
| INDICOR TERM B 1LN 11/22/2029 |
%ROPIND1
|
238 387 |
0.0 |
240 000 |
| CHARLES SCHWAB 5.375%/VAR PERP |
%SCHW99
|
227 727 |
0.0 |
240 000 |
| SEALED AIR 6.125% 2/1/28 144A |
%SEE28A
|
222 989 |
0.0 |
225 000 |
| US SILICA TERM B 1LN 03/23/30 |
%SLCAB10
|
242 192 |
0.0 |
245 000 |
| MESQUITE ENERGY INC |
SNZ.TMP
|
227 661 |
0.0 |
3 883 |
| SIMON PROPERTY 2.45% 09/13/29 |
%SPG929
|
222 149 |
0.0 |
262 000 |
| SPRINGER TERM B18 1LN 08/14/26 |
%STLB181
|
223 593 |
0.0 |
225 000 |
| SURGERY CTR HL 6.75% 7/25 144A |
%SURC25A
|
209 475 |
0.0 |
210 000 |
| TAYLOR MADE TERM B 1LN 2/7/29 |
%TAYMB10
|
223 908 |
0.0 |
233 238 |
| TELEFONICA CE 5.875% 4/27 144A |
%TCDP27A
|
222 829 |
0.0 |
235 000 |
| TENCENT HLDG 1.81% 1/26 144A |
%TENC26A
|
228 532 |
0.0 |
250 000 |
| TENGIZCHEVROI 3.25% 8/30 144A |
%TENG30A
|
206 918 |
0.0 |
275 000 |
| TEVA PH FIN NV 7.875% 09/15/29 |
%TEVA829
|
206 042 |
0.0 |
200 000 |
| HIGHTOWER TERM B 1LN 4/21/28 |
%HIGTL1B
|
240 950 |
0.0 |
249 367 |
| LIBERTY LATIN TM 1LN 09/25/28 |
%LITLB21
|
223 031 |
0.0 |
225 000 |
| CHART INDUSTRIES TM 1LN 03/30 |
%GTLSB11
|
219 175 |
0.0 |
220 000 |
| ACADEMY SPORT TERM B 1LN 11/27 |
%ACAL111
|
229 296 |
0.0 |
228 953 |
| FNMA 30YR 4.5% 12/48#BM5106 |
|
230 104 |
0.0 |
234 019 |
| GNMA II 3.5% 11/47#784391 |
|
239 560 |
0.0 |
254 311 |
| LIFE 21-21-BMR C 1ML+110 03/36 |
|
217 851 |
0.0 |
226 083 |
| MSCS SWAP CY873248 04/17/65 B |
|
233 295 |
0.0 |
0 |
| ROMANIA GOVT 3% 02/27/27 144A |
|
226 920 |
0.0 |
250 000 |
| SPGN 22-TFLM C TSFR1M+265 2/39 |
|
246 133 |
0.0 |
261 000 |
| SYMPHONY 21A AR 3ML+106 7/32 |
|
246 467 |
0.0 |
250 000 |
| ACCESS BA 6.125% 09/21/26 144A |
%ACCE26A
|
241 805 |
0.0 |
285 000 |
| FNMA 30YR 3.5% 09/46#AL9058 |
|
213 737 |
0.0 |
228 325 |
| ARCIS GOLF TERM B 1LN 11/24/28 |
%ACSTLB1
|
224 280 |
0.0 |
224 000 |
| AHLSTROM-MUNK TM 1LN 02/04/28 |
%AHMNTLB
|
236 282 |
0.0 |
249 375 |
| AEROPUERTO INTE 4% 8/41 144A |
%AITO41A
|
239 079 |
0.0 |
300 000 |
| ALTRIA GROUP 4.5% 05/02/43 |
%ALGI43
|
231 212 |
0.0 |
289 000 |
| ALLIANCE LNDRY TM B 1LN 10/27 |
%ALHHTLB
|
247 866 |
0.0 |
249 355 |
| ALLEN MEDIA 10.5% 2/15/28 144A |
%ALN28A
|
210 833 |
0.0 |
400 000 |
| ANGOLA REP 9.5% 11/12/25 144A |
%ANGO25A
|
225 841 |
0.0 |
230 000 |
| FNMA 30YR 4% 04/48#BJ9939 |
|
211 144 |
0.0 |
219 961 |
| FNMA 30YR 3% 09/51#MA4415 |
|
218 526 |
0.0 |
245 797 |
| VONOVIA SE 5% 11/23/30 RGS |
%ANGR30S
|
214 120 |
0.0 |
200 000 |
| FHLG 20YR 2.5% 10/41#RB5132 |
|
227 010 |
0.0 |
256 090 |
| GREENSAIF PIPE 6.51% 2/42 144A |
%GRPI42A
|
207 578 |
0.0 |
200 000 |
| BBIRD 2016-1A A STEP 12/41 |
|
216 941 |
0.0 |
235 639 |
| BX 19-IMC C 1ML+160 04/34 |
|
205 198 |
0.0 |
210 000 |
| BX 19-IMC D 1ML+185 04/34 |
|
214 690 |
0.0 |
220 000 |
| BX 22-IND C TSFR1M+219.7 04/24 |
|
243 198 |
0.0 |
249 052 |
| COMM 2014-CR18 A5 3.828% 07/47 |
|
208 643 |
0.0 |
215 000 |
| FANNIEMAE 20YR 3.5% 12/36#BM36 |
|
247 524 |
0.0 |
257 875 |
| FHLG 30YR 1.5% 03/51#QC0226 |
|
237 849 |
0.0 |
304 614 |
| FNMA 30YR 2% 10/01/2050#CA7323 |
|
243 430 |
0.0 |
292 042 |
| FHLG 30YR 3.5% 01/44#G60271 |
|
211 347 |
0.0 |
225 107 |
| FHLG 30YR 4% 05/48#ZA5379 |
|
210 601 |
0.0 |
219 396 |
| FHMS 2015-K049 A2 3.01% 07/25 |
|
245 192 |
0.0 |
255 000 |
| FHR 2022-5189 DA 2.5% 05/49 |
|
231 284 |
0.0 |
269 416 |
| FHR 2022-5190 BA 2.5% 11/47 |
|
236 201 |
0.0 |
269 820 |
| FNMA 15YR 2% 05/36#BT0887 |
|
229 025 |
0.0 |
256 241 |
| FNMA 20YR 2.5% 02/42#FS1810 |
|
231 907 |
0.0 |
260 696 |
| ANGOLA REP 8.25% 05/09/28 144A |
%ANGO28A
|
207 328 |
0.0 |
235 000 |
| FNMA 15YR 2% 02/37#FS0610 |
|
235 132 |
0.0 |
262 431 |
| ANTOFAGASTA 2.375% 10/30 144A |
%ANTO30A
|
242 529 |
0.0 |
300 000 |
| EMERGENT BIOS 3.875% 8/28 144A |
%EBS30A
|
238 043 |
0.0 |
414 000 |
| UBS GROUP AG 4.55% 04/17/26 |
%CS426
|
239 794 |
0.0 |
250 000 |
| CSC HLDGS LL 4.125% 12/30 144A |
%CSC30A
|
229 441 |
0.0 |
325 000 |
| CSN ISLANDS XI 6.75% 1/28 144A |
%CSNA28A
|
236 340 |
0.0 |
255 000 |
| COVANTA TERM B 1LN 11/30/28 |
%CVATLB1
|
213 970 |
0.0 |
217 381 |
| AASET 20-1A A 3.351% 01/40 |
|
211 045 |
0.0 |
251 144 |
| DELL INTL/EMC 5.85% 07/15/25 |
%DELL25
|
205 523 |
0.0 |
204 000 |
| DP WORLD 3.7495% 01/30/30 144A |
%DPW30A
|
233 460 |
0.0 |
250 000 |
| ELANCO ANIMAL STEP 08/28/23 |
%ELAAN23
|
217 905 |
0.0 |
219 000 |
| UBS GROUP 3.869%/VAR 1/29 144A |
%CS129A
|
226 140 |
0.0 |
250 000 |
| EMBRAER NETHERL 5.05% 06/15/25 |
%EMBRB25
|
218 952 |
0.0 |
225 000 |
| ENEL SOC 3.375%/VAR PERP RGS |
%ENEL81S
|
247 658 |
0.0 |
245 000 |
| ENERGY TRAN LP 4.95% 06/15/28 |
%ETP28
|
239 467 |
0.0 |
246 000 |
| FLUIDRA TERM B 1LN 01/27/29 |
%FDRSB10
|
247 311 |
0.0 |
249 369 |
| FRONTIER COM 8.75% 5/30 144A |
%FYB530A
|
225 885 |
0.0 |
235 000 |
| GENM CAPI 3.882% 04/19/31 144A |
%GENM31A
|
245 274 |
0.0 |
300 000 |
| ARGENTINA GOVT STEP 01/09/38 |
%ARGNT38
|
221 530 |
0.0 |
680 000 |
| UBS GROUP AG 3.75% 03/26/25 |
%CS25
|
238 425 |
0.0 |
250 000 |
| EGYPT GOVT 8.7002% 3/1/49 144A |
%EGYP49A
|
206 070 |
0.0 |
380 000 |
| CONSTANT CO TERM B 1LN 2/10/28 |
%COSTL1B
|
234 454 |
0.0 |
249 502 |
| BBVA SA 5.875/VAR PERP RGS |
%BBVS99S
|
217 429 |
0.0 |
200 000 |
| ATHENAHEALTH TM DD 1LN 02/29 |
%ATHNDD1
|
212 130 |
0.0 |
224 377 |
| CONSOLIDATED TERM B 1LN 10/27 |
%CNSLTL1
|
218 515 |
0.0 |
250 000 |
| AZUL INVTS 5.875% 10/24 144A |
%AZUL27A
|
212 125 |
0.0 |
250 000 |
| BOA CORP 3.5% 04/19/26 |
%BA1226
|
218 225 |
0.0 |
227 000 |
| BOA CORP 3.95% 04/21/25 |
%BAC0425
|
222 041 |
0.0 |
229 000 |
| BAC 6.25%/VAR PERP |
%BACP49
|
231 475 |
0.0 |
235 000 |
| BARCLAYSPLC VAR 01/29/34 |
%BACR34S
|
243 219 |
0.0 |
220 000 |
| BARCLAYSPLC 7.437%/VAR 11/33 |
%BAC1133
|
215 463 |
0.0 |
200 000 |
| BRAZIL GOVT 3.875% 06/12/30 |
%BRAZ630
|
240 699 |
0.0 |
270 000 |
| BELLRING BRANDS 7% 3/30 144A |
%BRBR30A
|
219 575 |
0.0 |
220 000 |
| BRIGHTVIEW TERM B 1LN 04/14/29 |
%BRK1TLB
|
219 219 |
0.0 |
223 313 |
| CAMELOT FIN S 4.5% 11/26 144A |
%CCC26A
|
234 377 |
0.0 |
250 000 |
| CHILE GOVT 4% 01/31/52 |
%CHILE52
|
223 514 |
0.0 |
275 000 |
| BOMBARDIER INC 7.45% 5/34 144A |
%BOMB34A
|
228 000 |
0.0 |
200 000 |
| CRESTWOOD M 7.375% 02/31 144A |
%CMLP31A
|
223 094 |
0.0 |
225 000 |
| LIBERTY COST 10.875% 1/31 144A |
%LBTC31A
|
193 326 |
0.0 |
200 000 |
| AMYNTA TERM B 1LN 02/28/28 |
%MAYAB1
|
192 900 |
0.0 |
200 000 |
| MEXICO GOVT 3.771% 05/24/61 |
%MEX261
|
189 809 |
0.0 |
280 000 |
| METALSA S A DE 3.75% 5/31 144A |
%METL31A
|
177 750 |
0.0 |
225 000 |
| MESQUITE CONV 15% 07/15/23 P/P |
%MES23PP
|
190 134 |
0.0 |
30 322 |
| LOWES COS INC 3.35% 04/01/27 |
%LO27
|
180 898 |
0.0 |
191 000 |
| MAGYAR EX BK 6.125% 12/27 144A |
%MAEX27A
|
197 660 |
0.0 |
200 000 |
| SAUDI ARABIA 5% 01/18/53 144A |
%KSA53A
|
185 460 |
0.0 |
200 000 |
| LCPR SR SECD 5.125% 7/29 144A |
%LILA29A
|
167 767 |
0.0 |
200 000 |
| MISC CAPIT 3.75% 04/06/27 144A |
%MISC27A
|
188 010 |
0.0 |
200 000 |
| MEXICO GOVT 3.75% 01/11/28 |
%MEX28
|
190 806 |
0.0 |
200 000 |
| MDGH GMTN RSC 5.084% 5/53 144A |
%MUBA53A
|
199 000 |
0.0 |
200 000 |
| MOOG INC 4.25% 12/15/27 144A |
%MOGA27A
|
189 698 |
0.0 |
205 000 |
| MONG DUONG FI 5.125% 5/29 144A |
%MONDF29
|
175 444 |
0.0 |
200 000 |
| MELCO RES FIN 5.75% 7/28 144A |
%MPEL28A
|
191 546 |
0.0 |
220 000 |
| MELCO RESOR 5.375% 12/29 144A |
%MPEL29A
|
165 979 |
0.0 |
200 000 |
| MPT OPER PARTNE 2.5% 03/24/26 |
%MPW0326
|
170 423 |
0.0 |
170 000 |
| NBM US HOLDIN 6.625% 8/29 144A |
%MRFGB29
|
196 476 |
0.0 |
210 000 |
| MEITUAN 3.05% 10/28/30 144A |
%MTDP30A
|
160 300 |
0.0 |
200 000 |
| MDGH GMTN RSC 4.375% 33 144A |
%MUBAU33
|
192 500 |
0.0 |
200 000 |
| NEXA RESOURCES 6.5% 1/28 144A |
%NEXA28A
|
192 576 |
0.0 |
200 000 |
| KINDER MRGN INC 5.55% 06/01/45 |
%KMI45
|
178 564 |
0.0 |
193 000 |
| NATIONAL E 4.25%/VAR PERP RGS |
%NEXLS
|
183 926 |
0.0 |
165 000 |
| ALTUS MID 5.875% 06/15/30 144A |
%KNTK30A
|
195 883 |
0.0 |
205 000 |
| GEOPARK LTD 5.5% 01/17/27 144A |
%GEOP27A
|
167 070 |
0.0 |
200 000 |
| JYSKE BANK AS 5%/VAR 10/26/28 |
%JYBC28
|
190 497 |
0.0 |
175 000 |
| JPMC CO 3.875% 09/10/24 |
%JPM924
|
185 699 |
0.0 |
190 000 |
| NOVAE TERM 1LN 12/22/28 |
%NVOETL1
|
194 906 |
0.0 |
222 750 |
| FREEPORT INDONE 6.2% 4/52 144A |
%FRID52A
|
179 550 |
0.0 |
200 000 |
| GABONESE GOVT 6.95% 6/25 144A |
%GABO25A
|
188 174 |
0.0 |
200 000 |
| GCM MININ 6.875% 08/09/26 144A |
%GCMC26A
|
161 700 |
0.0 |
220 000 |
| GOLDEN ENTMT TERM B 1LN 10/24 |
%GDETLB1
|
200 885 |
0.0 |
201 389 |
| GEO GRP INC/THE 6% 04/15/26 |
%GEO26
|
184 500 |
0.0 |
200 000 |
| WR GRACE HLD 4.875% 6/27 144A |
%GR27A
|
181 839 |
0.0 |
195 000 |
| GSINC 3.75% 05/22/25 |
%GSG1125
|
193 363 |
0.0 |
200 000 |
| GRAFTECH GLOBAL 0% 12/28 144A |
%GTI28A
|
160 802 |
0.0 |
165 000 |
| HARBOR FREIGHT TM B 1LN 10/27 |
%HARFB11
|
187 251 |
0.0 |
191 207 |
| HCA INC 3.625% 03/15/32 144A |
%HCA32A
|
202 059 |
0.0 |
232 000 |
| HOLLY EN PART 6.375% 4/27 144A |
%HEP27A
|
178 639 |
0.0 |
180 000 |
| ICON US MERGER TERM B 1LN 7/28 |
%ICLRT10
|
196 886 |
0.0 |
196 976 |
| INDONE ASA/MIN 5.45% 5/30 144A |
%IDASAL
|
194 715 |
0.0 |
200 000 |
| IHS HLDG LTD 5.625% 11/26 144A |
%IHS26A
|
185 211 |
0.0 |
210 000 |
| INDONESIA GOVT 4.4% 6/27 144A |
%IND27A
|
197 584 |
0.0 |
200 000 |
| INDONESIA GOVT 3.5% 02/14/50 |
%INDN50
|
187 192 |
0.0 |
245 000 |
| INTESA SANPAO 5.017% 6/24 144A |
%ISP24A
|
193 844 |
0.0 |
200 000 |
| INTES 4.198%/VAR 06/01/32 144A |
%ISPI32A
|
197 405 |
0.0 |
263 000 |
| ISR ELEC 3.75% 02/22/32 144A |
%ISRE32S
|
170 044 |
0.0 |
200 000 |
| IVORY COAST 6.375% 3/3/28 144A |
%IVY28A
|
191 714 |
0.0 |
200 000 |
| TARGA RES LP/FI 6.5% 07/15/27 |
%NG1227A
|
200 048 |
0.0 |
200 000 |
| T-MOBILE USA 4.375% 04/15/40 |
%TMUS40
|
183 361 |
0.0 |
207 000 |
| NATWEST M 0.125% 11/12/25 RGS |
%NWG25S
|
164 307 |
0.0 |
165 000 |
| TURKEY REP 9.375% 03/14/29 |
%TURK29
|
200 204 |
0.0 |
200 000 |
| SOCGEN 4.75% 11/24/25 144A |
%SOC25A
|
190 740 |
0.0 |
200 000 |
| SOCIETE GEN 7.875% PERP REGS |
%SOCG99S
|
194 000 |
0.0 |
200 000 |
| SOLENIS TERM B 1LN 11/09/2028 |
%SOLE11
|
183 302 |
0.0 |
190 000 |
| SWISS RE 5%/VAR 04/02/49 144A |
%SREN49A
|
191 500 |
0.0 |
200 000 |
| SERVICE PPTYS T 5.5% 12/15/27 |
%SVC27
|
161 782 |
0.0 |
185 000 |
| SEVERN TR WTR 6.125% 2/24 RGS |
%SVTLN24
|
185 171 |
0.0 |
145 000 |
| SWSF 1.625% 03/30/27 RGS |
%SWSF27S
|
175 859 |
0.0 |
165 000 |
| ABU DHABI NT 4.696% 4/33 144A |
%TAQA33A
|
198 500 |
0.0 |
200 000 |
| TENET HEALTH 4.875% 01/01/26 |
%THC25A
|
189 507 |
0.0 |
195 000 |
| FNMA 30YR 2.5% 08/51 |
FN51
|
166 738 |
0.0 |
194 721 |
| UBS GROUP AG 4.125% 9/25 144A |
%UBS25A
|
191 649 |
0.0 |
200 000 |
| TURK SISE CAM 6.95% 3/26 144A |
%SISE26A
|
169 389 |
0.0 |
175 000 |
| UBS 7% PERP-25 AT1 5% |
%US49S
|
190 000 |
0.0 |
200 000 |
| UNIVISION COM 6.625% 6/27 144A |
%UVN27A
|
158 912 |
0.0 |
165 000 |
| VIRGI 5.125%/VAR 12/11/30 RGS |
%VMLN30S
|
172 702 |
0.0 |
150 000 |
| VENTAS RLTY LDP 3.75% 05/01/24 |
%VTR424
|
196 929 |
0.0 |
201 000 |
| WEBER-STEPHEN TM B 1LN 10/27 |
%WEBSTL1
|
159 950 |
0.0 |
183 150 |
| WESTINGHOUSE TERM 1LN 08/01/25 |
%WECHTL1
|
193 755 |
0.0 |
194 025 |
| WESTERN GAS PAR 3.95% 06/01/25 |
%WES25
|
171 452 |
0.0 |
178 000 |
| PETCO TERM B 1LN 03/04/28 |
%WOOFTLB
|
197 476 |
0.0 |
200 000 |
| WP CAREY INC 4% 02/01/25 |
%WPC25
|
176 578 |
0.0 |
182 000 |
| WILLIAMS COS 4% 09/15/25 |
%WPZ925
|
174 294 |
0.0 |
180 000 |
| SOUTH AFRICA 4.85% 09/30/29 |
%SOAF29
|
197 041 |
0.0 |
225 000 |
| SPRINT CORP 7.125% 06/15/24 |
%S24
|
201 791 |
0.0 |
200 000 |
| REALTY INCOME 2.85% 12/15/32 |
%O1232
|
162 121 |
0.0 |
197 000 |
| OCCIDENTAL PETE 4.4% 08/15/49 |
%OXY49
|
188 062 |
0.0 |
255 000 |
| CORPOARATE OFFI 2.75% 04/15/31 |
%OFC31
|
188 573 |
0.0 |
252 000 |
| OIL & GAS HLD 7.5% 10/27 144A |
%OILG27A
|
202 978 |
0.0 |
200 000 |
| OMAN SULTANATE 6.25% 1/31 144A |
%OMAN31A
|
203 168 |
0.0 |
200 000 |
| OMAN SULTANATE 6.75% 1/48 144A |
%OMAN48A
|
191 888 |
0.0 |
200 000 |
| LAMAR FDG LTD 3.958% 5/25 144A |
%OMGR25A
|
191 414 |
0.0 |
200 000 |
| ON SEMICONDUC 3.875% 9/28 144A |
%ON28A
|
185 399 |
0.0 |
205 000 |
| ORBIA ADV 1.875% 05/11/26 144A |
%ORBI26A
|
179 466 |
0.0 |
200 000 |
| OREILLY AUTOMOT 4.2% 04/01/30 |
%ORLY30
|
177 888 |
0.0 |
188 000 |
| ANGLIAN WATER 2% 07/31/28 RGS |
%OSPR28S
|
178 218 |
0.0 |
180 000 |
| OPEN TEXT COR 3.875% 2/28 144A |
%OTEX28A
|
187 221 |
0.0 |
215 000 |
| PARAGUAY GOVT 4.95% 4/31 144A |
%PARG31A
|
193 186 |
0.0 |
200 000 |
| RH TERM B 1LN 10/20/28 |
%RHB1101
|
198 120 |
0.0 |
210 301 |
| PAR PACIFIC TM B 1LN 2/14/30 |
%PARRB10
|
160 875 |
0.0 |
165 000 |
| PENN NATIONAL TERM B 1LN 5/29 |
%PENNB10
|
198 694 |
0.0 |
200 000 |
| PERU GOVT 2.783% 01/23/31 |
%PERU131
|
193 585 |
0.0 |
225 000 |
| PHILIPPINE GOVT 3.556% 9/29/32 |
%PHILP32
|
182 690 |
0.0 |
200 000 |
| PLAYA HOTELS TERM B 1LN 01/29 |
%PLYAB11
|
163 986 |
0.0 |
164 588 |
| POST HLDGS INC 5.75% 3/27 144A |
%POST27A
|
191 413 |
0.0 |
196 000 |
| QATAR PET 3.125% 07/12/41 144A |
%QPET41A
|
182 191 |
0.0 |
240 000 |
| REYNOLDS AMERN 5.85% 08/15/45 |
%RAI45
|
160 051 |
0.0 |
180 000 |
| ROYAL CARIBBEA 7.25% 1/30 144A |
%RCL30A
|
202 222 |
0.0 |
200 000 |
| RELADYNE TERM 1LN 12/22/28 |
%RELD112
|
168 875 |
0.0 |
175 000 |
| FREEPORT 4.763% 04/14/27 144A |
%FRID27A
|
194 448 |
0.0 |
200 000 |
| BAKELITE TERM 1LN 5/27/29 |
%FUSH1
|
186 682 |
0.0 |
193 538 |
| FLXRA SFTWRE TM B 1LN 03/03/28 |
%FLESTB1
|
184 050 |
0.0 |
188 633 |
| GSMS 2017-GS6 A2 3.164% 05/50 |
|
176 068 |
0.0 |
190 518 |
| FNMA 30YR 2% 07/50#CA6275 |
|
199 853 |
0.0 |
241 301 |
| FNMA 30YR 2% 11/50#CA7616 |
|
174 979 |
0.0 |
211 668 |
| FNMA 30YR 3% 11/50#MA4184 |
|
172 408 |
0.0 |
193 313 |
| FNMA 30YR 3.5% 01/47#BE5602 |
|
158 664 |
0.0 |
169 663 |
| FNMA 30YR 3.5% 12/47#CA0855 |
|
170 270 |
0.0 |
182 746 |
| FNMA 30YR 3% 8/46#BC1509 |
|
186 059 |
0.0 |
205 807 |
| FNMA 30YR 4% 09/47#MA3121 |
|
201 944 |
0.0 |
210 514 |
| FNMA 30YR 5.5% 02/53#CB5600 |
|
196 495 |
0.0 |
195 573 |
| GNMA 4.00% 8/41 #430354 |
|
198 866 |
0.0 |
206 894 |
| GSCOFI SWAP CY873248 04/17/65 |
|
199 000 |
0.0 |
0 |
| GSMS 21-IP B 1ML+125 10/36 |
|
170 005 |
0.0 |
184 000 |
| FNMA 20YR 2.5% 07/41#CB2014 |
|
198 112 |
0.0 |
222 706 |
| HORZN 18-1 A 4.458% 12/38 144A |
|
166 067 |
0.0 |
192 545 |
| MSC 18-BOP B 1ML+125 6/35 144A |
|
190 943 |
0.0 |
239 200 |
| MSC 2018-H4 A4 4.31% 12/51 |
|
173 807 |
0.0 |
185 000 |
| SAPA 20-1A B 4.335% 03/40 144A |
|
164 243 |
0.0 |
233 784 |
| UK POUND |
|
187 046 |
0.0 |
146 404 |
| USTN 1.375% 11/15/31 |
|
199 387 |
0.0 |
240 000 |
| USTN 3.625% 03/31/30 |
|
186 430 |
0.0 |
189 000 |
| USTN 4% 02/28/30 |
|
169 286 |
0.0 |
168 000 |
| WFCM 2018-C48 A5 4.415% 01/52 |
|
203 255 |
0.0 |
215 000 |
| ATHLETICO PHYS TM B 1LN 02/29 |
%ACCHB10
|
158 507 |
0.0 |
193 538 |
| FNMA 20YR 3.5% 05/38#MA3360 |
|
164 197 |
0.0 |
172 241 |
| FNMA 20YR 2% 12/40#FM5042 |
|
175 297 |
0.0 |
202 924 |
| ANCESTRY.COM TM B 1LN 12/06/27 |
%ACMTLB1
|
166 493 |
0.0 |
175 000 |
| FHLG 15YR 3.5% 02/34#G16752 |
|
179 488 |
0.0 |
186 862 |
| AASET 18-1A A 3.844% 01/38 |
|
160 667 |
0.0 |
252 780 |
| BAMLL DKLX C SOFR30A+215 1/39 |
|
160 770 |
0.0 |
167 000 |
| BX 22-IND D TSFR1M+274.6 04/24 |
|
200 093 |
0.0 |
208 764 |
| EUROPEAN MONETARY UNIT (EURO) |
|
171 081 |
0.0 |
155 705 |
| FANNIEMAE 20YR 3.5% 05/36#BM36 |
|
183 551 |
0.0 |
191 227 |
| FHLG 15YR 2% 02/36#SB8510 |
|
164 292 |
0.0 |
183 752 |
| FHLG 15YR 2% 05/36#SB8512 |
|
163 599 |
0.0 |
182 275 |
| FHLG 15YR 2.5% 07/01/33#G16661 |
|
162 616 |
0.0 |
173 899 |
| CIA DE 4.25%/VAR 09/04/31 RGS |
%FIDE31S
|
189 236 |
0.0 |
200 000 |
| FHLG 15YR 3% 4/33#G18684 |
|
172 133 |
0.0 |
180 748 |
| FHLG 20YR 3.5% 02/34#G30703 |
|
190 686 |
0.0 |
198 112 |
| FNMA 15YR 3% 04/34#BN6419 |
|
178 895 |
0.0 |
189 124 |
| FHLG 20YR 4% 05/37#C91938 |
|
172 941 |
0.0 |
177 588 |
| FHLG 30YR 3% 11/47#ZM4820 |
|
177 534 |
0.0 |
197 057 |
| FHLG 30YR 3.5% 02/52#RA6799 |
|
168 821 |
0.0 |
182 739 |
| FHLG 30YR 3.5% 03/52#RA6986 |
|
170 132 |
0.0 |
184 345 |
| FHLG 30YR 4.5% 12/48#G61821 |
|
188 732 |
0.0 |
192 035 |
| FHLG 30YR 5% 12/52#SD2175 |
|
171 813 |
0.0 |
173 125 |
| FHMS 2023-K751 A2 4.412% 03/61 |
|
199 973 |
0.0 |
200 000 |
| FHR 2022-5197 DA 2.5% 11/47 |
|
179 420 |
0.0 |
204 943 |
| FHR 2022-5202 LB 2.5% 10/47 |
|
191 014 |
0.0 |
218 805 |
| FNMA 15YR 2% 03/36#CA9437 |
|
169 044 |
0.0 |
189 133 |
| OPTIV TERM B 1LN 08/14/26 |
%ACCV108
|
198 081 |
0.0 |
205 000 |
| FHLG 15YR 2.5% 12/32#G18669 |
|
160 827 |
0.0 |
171 986 |
| ADECOAGRO SA 6% 09/21/27 144A |
%AGRO27A
|
167 954 |
0.0 |
180 000 |
| ECOPETROL SA 8.875% 01/13/33 |
%ECOPE33
|
184 468 |
0.0 |
185 000 |
| CONGRUEX GROUP TM B 1LN 05/29 |
%CONGB10
|
192 048 |
0.0 |
198 500 |
| COREBRIDGE FINA 4.35% 04/05/42 |
%CRBG42
|
175 792 |
0.0 |
218 000 |
| DEUT 4%/VAR 06/24/32 RGS |
%DB0632S
|
193 945 |
0.0 |
200 000 |
| DISCOVER FIN SV 4.1% 02/09/27 |
%DFS27
|
182 944 |
0.0 |
197 000 |
| ION ANALYTICS TERM 1LN 2/16/28 |
%DLLNTR1
|
171 937 |
0.0 |
175 000 |
| DOMINICAN REP 5.3% 1/41 144A |
%DOMR41A
|
158 662 |
0.0 |
200 000 |
| DP WORLD SALA 6%/VAR PERP RGS |
%DPWDS
|
197 974 |
0.0 |
200 000 |
| DUQUESNE LT 2.532% 10/30 144A |
%DQE30A
|
193 575 |
0.0 |
241 000 |
| EM OF DUBAI GOV 5.25% 1/43 RGS |
%DUGB43S
|
187 492 |
0.0 |
200 000 |
| TRITAX EUROBOX 0.95% 6/26 RGS |
%EBOX26S
|
175 933 |
0.0 |
190 000 |
| ECUADOR GOVT STEP 7/31/30 144A |
%ECU30A
|
198 000 |
0.0 |
400 000 |
| CALUMET SPEC 9.75% 7/28 144A |
%CLMT28A
|
189 050 |
0.0 |
190 000 |
| ENDEAVOUR MININ 5% 10/26 144A |
%EDVL26A
|
184 533 |
0.0 |
210 000 |
| EGYPT GOVT 7.5% 01/31/27 144A |
%EGYP27A
|
164 133 |
0.0 |
225 000 |
| EMBECTA TM B 1LN 03/31/29 |
%EMBCB1
|
181 710 |
0.0 |
184 011 |
| ENERGEAN I 4.875% 03/30/26 RGS |
%ENGA26S
|
185 250 |
0.0 |
200 000 |
| STETSON MDSTR TERM B 07/25 |
%ENLKTLB
|
199 561 |
0.0 |
200 438 |
| EQT MIDSTREAM 6.5% 7/1/27 144A |
%EQM27A
|
192 702 |
0.0 |
195 000 |
| ESKOM HLDGS LT 6.75% 8/23 144A |
%ESKO23A
|
159 110 |
0.0 |
160 000 |
| ESKOM HLDGS LT 6.35% 8/28 144A |
%ESKO28A
|
163 121 |
0.0 |
175 000 |
| FORD MTR CR LLC 5.125% 6/16/25 |
%F0625
|
198 452 |
0.0 |
205 000 |
| ALTICE FING SA 5% 1/15/28 144A |
%ALTIC28
|
160 619 |
0.0 |
200 000 |
| USI INC TERM B 1LN 11/22/29 |
%COMI111
|
192 812 |
0.0 |
194 025 |
| MEGLOBAL CANADA 5% 5/25 144A |
%EQPT25A
|
195 986 |
0.0 |
200 000 |
| FIRST CITZNS BK 6.125% 3/9/28 |
%CITGN28
|
172 079 |
0.0 |
174 000 |
| BANK GOSP 5.375% 05/22/33 144A |
%BGOS33A
|
199 750 |
0.0 |
200 000 |
| ARDAGH METAL PA 6% 6/27 144A |
%AMPB27A
|
179 734 |
0.0 |
183 000 |
| CHARTER COM/CAP 6.484% 10/45 |
%CHTR45
|
183 145 |
0.0 |
197 000 |
| AVOLON HLDG FD 3.95% 7/24 144A |
%AVO724A
|
189 844 |
0.0 |
196 000 |
| AYDEM YENI 7.75% 02/02/27 144A |
%AYDE27A
|
168 638 |
0.0 |
200 000 |
| AUTOZONE 3.625% 04/15/25 |
%AZO25
|
173 097 |
0.0 |
179 000 |
| AZUL INVTS LLP 7.25% 6/26 144A |
%AZUL26A
|
165 000 |
0.0 |
200 000 |
| BARCLAYSPLC 4.375% 01/12/26 |
%BACR126
|
192 506 |
0.0 |
200 000 |
| BANCO D BRASIL 6.25% PERP 144A |
%BANR49A
|
177 385 |
0.0 |
200 000 |
| BARBADOS GOVT 6.5% 10/29 144A |
%BARB29A
|
162 662 |
0.0 |
175 000 |
| BRANDYWIN OPER 3.95% 11/15/27 |
%BDN27
|
193 094 |
0.0 |
247 000 |
| AXIAN TELECOM 7.375% 2/27 144A |
%AXNT27A
|
181 118 |
0.0 |
200 000 |
| NETWORK 3.975%/VAR PERP 144A |
%BHAR99A
|
177 558 |
0.0 |
200 000 |
| CORPORACI NAC 5.125% 2/33 144A |
%CDEL33A
|
197 648 |
0.0 |
200 000 |
| BERRY GBL INC 4.875% 7/26 144A |
%BRGE26A
|
164 209 |
0.0 |
170 000 |
| CEMEX SAB 3.875% 07/11/31 144A |
%CEME31A
|
168 868 |
0.0 |
200 000 |
| CCO HLDGS/CAP 4.5% 8/30 144A |
%CHR30A
|
185 273 |
0.0 |
225 000 |
| CEMEX SAB DE 9.125%/VAR PERP |
%CEM99A
|
202 345 |
0.0 |
200 000 |
| CNTL AMR BOTT 5.25% 4/29 144A |
%CAME29A
|
184 301 |
0.0 |
200 000 |
| CAS CAPITAL NO 4%/VAR PERP RGS |
%CAC99S
|
165 000 |
0.0 |
200 000 |
| BIDVEST G 3.625% 09/23/26 144A |
%BVTS26A
|
200 079 |
0.0 |
225 000 |
| BRAZIL GOVT 7.125% 01/20/37 |
%BRZ37DT
|
187 286 |
0.0 |
175 000 |
| LIQUID TELECOMM 5.5% 9/26 144A |
%LIQT26A
|
130 052 |
0.0 |
225 000 |
| LLOYD BK 1.985%/VAR 12/15/31 |
%LLOY31
|
148 464 |
0.0 |
140 000 |
| MEXICO GOVT 3.5% 02/12/34 |
%MEX34
|
154 939 |
0.0 |
185 000 |
| MARKS & SPENCE 3.75% 5/26 RGS |
%MKSL26S
|
115 697 |
0.0 |
100 000 |
| MARSHMCLEN 4.75% 03/15/39 |
%MMC39
|
133 048 |
0.0 |
142 000 |
| MOLINA H 3.875% 11/15/30 144A |
%MOH30A
|
157 445 |
0.0 |
185 000 |
| MPLX LP 4.875% 12/01/24 |
%MPLX24
|
157 860 |
0.0 |
160 000 |
| METHANEX CORP 5.65% 12/01/44 |
%MXCN44
|
147 185 |
0.0 |
181 000 |
| REALTY INCOME 2.2% 06/15/28 |
%O0628
|
138 988 |
0.0 |
160 000 |
| NRG ENERGY INC 5.25% 6/29 144A |
%NRG29A
|
136 838 |
0.0 |
155 000 |
| NRG ENERGY IN 3.625% 2/31 144A |
%NRG31A
|
134 078 |
0.0 |
175 000 |
| NATWEST 7.416%/VAR 06/33 RGS |
%NWG33S
|
124 427 |
0.0 |
100 000 |
| REALTY INCOME 3.25% 01/15/31 |
%O31
|
150 396 |
0.0 |
172 000 |
| OCP SA 5.625% 04/25/24 144A |
%OCPM24A
|
149 008 |
0.0 |
150 000 |
| OMEGA HEALTHCA 4.375% 08/01/23 |
%OHI23
|
137 577 |
0.0 |
138 000 |
| ENERGY TRAN LP 5.8% 06/15/38 |
%ETP638
|
131 016 |
0.0 |
137 000 |
| OCCIDENTAL PETE 4.2% 03/15/48 |
%OXY48
|
157 145 |
0.0 |
210 000 |
| KAZMUNAYGAS 3.5% 04/14/33 144A |
%KZOK33A
|
142 509 |
0.0 |
185 000 |
| PLAINS AA PIP/F 3.6% 11/01/24 |
%PAA1124
|
134 615 |
0.0 |
139 000 |
| LIBERTY MUTUA 4.569% 2/29 144A |
%LIBM29A
|
122 967 |
0.0 |
130 000 |
| VIALTO TM 1LN 04/29/29 |
%GXUSTL
|
147 260 |
0.0 |
159 200 |
| JPSW SWAP REC 3.305 05/22/28 |
JPSW5228
|
114 944 |
0.0 |
2 600 000 |
| GARTNER INC 3.75% 10/1/30 144A |
%IT30A
|
156 583 |
0.0 |
180 000 |
| PANAMA GOVT 3.87% 07/23/60 |
%PANAM59
|
154 785 |
0.0 |
235 000 |
| FOLEY TERM 1LN 12/28/28 |
%FOLP102
|
132 787 |
0.0 |
134 604 |
| FOX CORP 4.709% 01/25/29 |
%FOXA29
|
140 956 |
0.0 |
145 000 |
| FOX CORP 5.476% 01/25/39 |
%FOXA39
|
133 654 |
0.0 |
143 000 |
| FRESNILLO PLC 4.25% 10/50 144A |
%FRES50A
|
148 220 |
0.0 |
200 000 |
| FRANCHISE GROUP TM B 1LN 3/26 |
%FRGB103
|
134 125 |
0.0 |
145 000 |
| GHANA GOVT 7.75% 04/07/29 144A |
%GHAN29A
|
120 231 |
0.0 |
300 000 |
| GLP CAP LP / GL 5.25% 06/01/25 |
%GLPI25
|
151 310 |
0.0 |
155 000 |
| GENERAL MTR FIN 5.15% 8/26 RGS |
%GM826S
|
133 576 |
0.0 |
110 000 |
| GUARA NOR 5.198% 06/15/34 144A |
%GUAN34A
|
153 203 |
0.0 |
176 852 |
| HAH GRP HLD CO TERM 1LN 10/27 |
%HAHG110
|
121 406 |
0.0 |
125 000 |
| HANESBRANDS TM B 1LN 3/8/30 |
%HBIB103
|
139 825 |
0.0 |
140 000 |
| HEALTHCARE TRUS 3.5% 08/01/26 |
%HTA26
|
142 597 |
0.0 |
155 000 |
| HEALTHCARE TRUS 3.1% 02/15/30 |
%HTA30
|
127 474 |
0.0 |
149 000 |
| IMPRIVATA TERM B 1LN 12/01/27 |
%IMP1TLB
|
141 106 |
0.0 |
143 913 |
| INDONESIA GOVT 4.1% 04/24/28 |
%IND428
|
140 580 |
0.0 |
145 000 |
| INEOS TM B 1LN 2/10/30 |
%INEGB10
|
119 185 |
0.0 |
120 000 |
| PANAMA GOVT 4.5% 05/15/47 |
%PANAM47
|
118 918 |
0.0 |
150 000 |
| TRANSDIGM UK HO 6.875% 5/15/26 |
%TDGU26
|
119 027 |
0.0 |
120 000 |
| PATTRN ENER O 4.5% 8/28 144A |
%PEGI28A
|
132 157 |
0.0 |
145 000 |
| ABU DHABI NT 4% 10/03/49 144A |
%TAQA49A
|
125 941 |
0.0 |
150 000 |
| TERMOCANDELAR 7.875% 1/29 144A |
%TERM29A
|
137 950 |
0.0 |
155 000 |
| BYJU'S TERM B 1LN 11/24/26 |
%THITLB1
|
152 910 |
0.0 |
246 629 |
| FEL ENERGY VI 5.75% 12/40 144A |
%TIEM40A
|
154 553 |
0.0 |
182 793 |
| TOLEDO HOSP/THE 5.325% 11/28 |
%TOLHO28
|
128 097 |
0.0 |
154 000 |
| TOLEDO HOSP/THE 6.015% 11/48 |
%TOLHO48
|
131 527 |
0.0 |
190 000 |
| TURKEY REP 4.875% 04/16/43 |
%TURKE43
|
135 009 |
0.0 |
210 000 |
| US 2YR NOTE (CBT) SEP23 TUU3 |
TUU3
|
-155 058 |
0.0 |
16 400 000 |
| TIME WAR CB LLC 6.55% 05/01/37 |
%TWC37
|
148 216 |
0.0 |
157 000 |
| UKRAINE GOVT 7.75% 9/1/25 144A |
%UK23TMP
|
116 224 |
0.0 |
525 000 |
| VICI PPTY LP 3.5% 2/15/25 144A |
%VICI25A
|
147 727 |
0.0 |
155 000 |
| VIATRIS INC 1.65% 06/22/25 |
%VTRS25
|
149 327 |
0.0 |
162 000 |
| WESTERN GAS PAR 4.65% 07/01/26 |
%WES26
|
150 748 |
0.0 |
156 000 |
| WESTERN GAS PAR 5.3% 03/01/48 |
%WES48
|
124 684 |
0.0 |
150 000 |
| TRAN GAS CO LLC 3.25% 05/15/30 |
%WM30
|
148 832 |
0.0 |
167 000 |
| CORPORATION SER TM B 1LN 11/29 |
%WMTLB1L
|
129 182 |
0.0 |
129 263 |
| WP CAREY INC 3.85% 07/15/29 |
%WPC29
|
116 419 |
0.0 |
129 000 |
| ZAYO GROUP HLDG 4% 3/1/27 144A |
%ZAY27A
|
147 345 |
0.0 |
205 000 |
| TRANSDIGM INC 7.5% 03/15/27 |
%TDG27
|
124 575 |
0.0 |
125 000 |
| SEVERN TR WTR 4.625% 11/34 RGS |
%SVTN34S
|
115 048 |
0.0 |
100 000 |
| PARKLAND CORP 4.5% 10/29 144A |
%PKIN29A
|
139 376 |
0.0 |
160 000 |
| INEOS QUATTRO TERM 1LN 3/01/30 |
%STYRO13
|
149 625 |
0.0 |
150 000 |
| DAVE & BUSTER'S TM B 1LN 06/29 |
%PLTLB1
|
138 899 |
0.0 |
138 950 |
| POLAND GOVT 5.75% 11/16/32 |
%POLND32
|
142 256 |
0.0 |
135 000 |
| POST HLDGS IN 5.625% 1/28 144A |
%POST28A
|
124 883 |
0.0 |
130 000 |
| POST HLDGS IN 4.625% 4/30 144A |
%POST30A
|
158 167 |
0.0 |
180 000 |
| ROYAL CARIBBEA 11.5% 6/25 144A |
%RCL25A
|
113 197 |
0.0 |
107 043 |
| CAMEROON RP 9.5% 11/19/25 144A |
%RECAM25
|
128 798 |
0.0 |
135 000 |
| ROLLS-ROYCE PL 1.625% 5/28 RGS |
%ROLL28S
|
139 472 |
0.0 |
150 000 |
| RUGSUSA TERM B 1LN 10/21/2028 |
%RUGSB10
|
117 389 |
0.0 |
153 450 |
| RWANDA GOVT 5.5% 08/09/31 144A |
%RWAN31A
|
147 488 |
0.0 |
200 000 |
| SOUTH AFRICA 5.75% 09/30/49 |
%SAGB49
|
138 182 |
0.0 |
195 000 |
| SCIENTIFIC GA 6.625% 3/30 144A |
%SCG130A
|
142 246 |
0.0 |
160 000 |
| SEDGWICK TERM B 1LN 02/24/2028 |
%SEDGB10
|
118 533 |
0.0 |
120 000 |
| STILLWATER MIN 4% 11/26 144A |
%SGLS99A
|
156 054 |
0.0 |
175 000 |
| NOURYON TM B 1LN 3/3/28 |
%SPCHETL
|
113 706 |
0.0 |
115 000 |
| SSE PLC 3.74%/VAR PERP RGS |
%SSEL99S
|
115 808 |
0.0 |
100 000 |
| STG LOGISTICS TM 1LN 98.5 3/28 |
%STLO1
|
128 972 |
0.0 |
133 650 |
| STORE CAP CORP 4.625% 03/15/29 |
%STOR29
|
125 675 |
0.0 |
149 000 |
| CLEVELAND ELEC 5.95% 12/15/36 |
%FE1236
|
145 297 |
0.0 |
146 000 |
| AMERICAN HOMES 2.375% 07/15/31 |
%AMH31
|
132 352 |
0.0 |
166 000 |
| ESDEC SOLAR TERM B 1LN 08/28 |
%ESDEB10
|
146 726 |
0.0 |
148 961 |
| FNMA 15YR 2% 02/36#FM6089 |
|
134 715 |
0.0 |
150 514 |
| FNMA 15YR 2% 06/36#BT0154 |
|
156 474 |
0.0 |
174 398 |
| FNMA 15YR 2.5% 02/35#BO9279 |
|
127 837 |
0.0 |
138 493 |
| FNMA 15YR 3% 02/33#MA3283 |
|
146 078 |
0.0 |
153 568 |
| FNMA 30YR 2.5% 03/47#FS0976 |
|
128 407 |
0.0 |
149 412 |
| FNMA 30YR 3% 07/46#AS7533 |
|
113 413 |
0.0 |
125 018 |
| FNMA 30YR 3% 09/46#AS7844 |
|
133 292 |
0.0 |
147 440 |
| FNMA 30YR 3% 12/51#BT9503 |
|
120 766 |
0.0 |
136 089 |
| FNMA 30YR 3.5% 02/52#CB2906 |
|
134 285 |
0.0 |
145 552 |
| FNMA 30YR 3.5% 08/46#AL8990 |
|
143 521 |
0.0 |
153 317 |
| FNMA 30YR 3.5% 11/51#CB2100 |
|
148 370 |
0.0 |
161 310 |
| FNMA 30YR 4.5% 11/42#AL6997 |
|
144 023 |
0.0 |
145 577 |
| GNII II 2% 04/51#MA7311 |
|
133 619 |
0.0 |
157 612 |
| GNII II 4.00% 1/41 #004922 |
|
142 316 |
0.0 |
146 705 |
| GNII II 4% 03/47#MA4322 |
|
157 713 |
0.0 |
163 145 |
| GNII II 4% 05/46#MA3664 |
|
140 140 |
0.0 |
144 499 |
| GNII II 4% 06/45#MA2893 |
|
150 708 |
0.0 |
155 245 |
| GSMS 21-21-IP C 1ML+170 10/36 |
|
138 421 |
0.0 |
152 000 |
| FNMA 15YR 2% 05/36#FM6899 |
|
146 849 |
0.0 |
163 557 |
| FHLG 30YR 4.5% 01/42#G60517 |
|
128 993 |
0.0 |
130 227 |
| MSC 19-M C 3.17709% 11/36 144A |
|
133 927 |
0.0 |
149 000 |
| FHLG 30YR 4% 04/43#G07345 |
|
136 280 |
0.0 |
140 936 |
| EGYPT GOVT 7.5% 02/16/61 144A |
%EGYP61A
|
145 000 |
0.0 |
290 000 |
| AASET 19-1 A 3.844% 05/39 |
|
128 166 |
0.0 |
178 036 |
| BMARK 2018-B4 A5 4.121% 07/51 |
|
119 086 |
0.0 |
127 000 |
| CLAS 18-1 A 4.125% 06/43 144A |
|
115 314 |
0.0 |
127 658 |
| CLAST 2019-1A B 5.095% 04/39 |
|
134 835 |
0.0 |
186 315 |
| CSMC 19-ICE4 C VAR 05/36 |
|
126 504 |
0.0 |
127 682 |
| FHLG 15YR 2% 02/36#BR1356 |
|
124 163 |
0.0 |
138 290 |
| FHLG 15YR 2% 04/36#RC1932 |
|
123 458 |
0.0 |
138 129 |
| FHLG 15YR 2% 11/36#SB8128 |
|
134 958 |
0.0 |
151 314 |
| FHLG 15YR 2% 12/35#BQ9287 |
|
135 804 |
0.0 |
151 255 |
| FHLG 15YR 2.5% 08/31#V61273 |
|
121 403 |
0.0 |
129 050 |
| FHLG 15YR 3.5% 11/33#G16677 |
|
151 007 |
0.0 |
156 765 |
| FHLG 20YR 2.5% 05/41#SC0167 |
|
157 620 |
0.0 |
177 187 |
| FHLG 20YR 2.5% 11/41#QK1203 |
|
135 656 |
0.0 |
153 683 |
| FHLG 30YR 3% 09/51#QC7496 |
|
121 990 |
0.0 |
137 359 |
| FHLG 30YR 3% 11/50#SD8108 |
|
114 752 |
0.0 |
128 666 |
| FHLG 30YR 3% 11/51#QD1240 |
|
119 265 |
0.0 |
134 397 |
| MSC 19-M B 3.17709% 11/36 144A |
|
142 315 |
0.0 |
155 000 |
| FNMA 15YR 2% 02/37#MA4536 |
|
153 319 |
0.0 |
171 960 |
| CREDIT AGRIC 4.875% 10/29 REGS |
%AC1029S
|
119 128 |
0.0 |
100 000 |
| CONVERGINT TECH TM B 1LN 3/28 |
%CONGB1
|
151 140 |
0.0 |
154 225 |
| AVIS BUDGET TERM C 1LN 03/29 |
%CARC103
|
113 850 |
0.0 |
113 850 |
| CARDENAS TONY'S TM 1LN 8/01/29 |
%CARM107
|
113 566 |
0.0 |
114 425 |
| CORPORACION NAC 3.7% 1/50 144A |
%CDEL50A
|
151 158 |
0.0 |
200 000 |
| CHILE GOVT 3.1% 01/22/61 |
%CHILE61
|
146 670 |
0.0 |
225 000 |
| CITYCON O 4.496%/VAR PERP RGS |
%CITCS
|
151 132 |
0.0 |
215 000 |
| COMCAST CORP 4.65% 07/15/42 |
%CMCSA42
|
149 547 |
0.0 |
162 000 |
| COMMERZBK 8.625%/VAR 02/33 RGS |
%CMZB33S
|
123 360 |
0.0 |
100 000 |
| COLOMBIA GOVT 3.125% 04/15/31 |
%COLOM31
|
152 242 |
0.0 |
200 000 |
| CPI PROP G 3.75%/VAR PERP RGS |
%CPIPR99
|
136 794 |
0.0 |
415 000 |
| BUENOS AIRES PR STEP 9/37 144A |
%BUEN37A
|
114 570 |
0.0 |
335 000 |
| COVANTA TM B 1LN 11/30/28 |
%CVAB111
|
124 796 |
0.0 |
125 581 |
| CENOVUS ENERGY 3.75% 02/15/52 |
%CVECN52
|
149 252 |
0.0 |
210 000 |
| CAESARS ENT 7% 02/15/30 144A |
%CZR30A
|
120 433 |
0.0 |
120 000 |
| DARLING INGREDI 6% 6/30 144A |
%DAR30A
|
126 198 |
0.0 |
130 000 |
| DANSKE(UNG) 4.625/VAR 4/27 RGS |
%DNB27S
|
120 866 |
0.0 |
100 000 |
| DOMINICAN REP 7.05% 2/31 144A |
%DOMR31A
|
150 946 |
0.0 |
150 000 |
| EM OF DUBAI GOV 3.9% 9/50 RGS |
%DUGB50S
|
144 140 |
0.0 |
200 000 |
| HESS CORP 7.125% 03/15/33 |
%AHC33
|
120 904 |
0.0 |
110 000 |
| CABLE ONE INC 4% 11/15/30 144A |
%CABO30A
|
158 000 |
0.0 |
200 000 |
| COINBASE GBL 3.375% 10/28 144A |
%COIN28A
|
146 441 |
0.0 |
235 000 |
| AIR LEASE CORP 4.25% 09/15/24 |
%AL924
|
122 234 |
0.0 |
125 000 |
| ANGUS CHEMICAL TM 1LN 11/04/27 |
%ARUI1
|
118 453 |
0.0 |
124 688 |
| TOPAZ SOLAR FA 5.75% 9/39 144A |
%BRK939
|
115 570 |
0.0 |
117 929 |
| AMERICAN TRAILER TM B 1LN 3/28 |
%AMETL1B
|
118 335 |
0.0 |
133 015 |
| AFFILIATED MANA 4.25% 02/15/24 |
%AMG24
|
136 367 |
0.0 |
138 000 |
| ARDAGH METAL PA 4% 9/1/29 144A |
%AMPB29A
|
146 892 |
0.0 |
183 000 |
| AMWINS TM B 1LN 02/19/28 |
%AMWIB1
|
124 126 |
0.0 |
124 688 |
| AUSNET 1.625%/VAR 03/11/81 RGS |
%ANVA81S
|
153 800 |
0.0 |
165 000 |
| APACHE CORP 5.1% 09/01/40 |
%APA940
|
131 039 |
0.0 |
160 000 |
| REP OF ARMENIA 3.6% 2/31 144A |
%ARME31A
|
132 416 |
0.0 |
170 000 |
| AUTONATION INC 4.75% 06/01/30 |
%AN30
|
117 840 |
0.0 |
127 000 |
| AVI-SPL TERM B 1LN 03/10/27 |
%AVISTB1
|
138 833 |
0.0 |
141 667 |
| BRASKEM IDESA 6.99% 2/32 144A |
%BAKI32A
|
120 420 |
0.0 |
180 000 |
| BJ'S TM B 1LN 2/3/27 |
%BJ27TL1
|
145 000 |
0.0 |
145 000 |
| 1011778 BC ULC 5.75% 4/25 144A |
%BCUU25A
|
129 487 |
0.0 |
130 000 |
| BOXER PARENT 7.125% 10/25 144A |
%BMC25A
|
134 360 |
0.0 |
135 000 |
| BOA CORP 4.2% 08/26/24 |
%BAC0824
|
157 068 |
0.0 |
160 000 |
| HEATHROW FDG 7.125% 2/24 RGS |
%BAA24
|
127 996 |
0.0 |
100 000 |
| KAZMUNAYGAS 5.375% 4/30 144A |
%KZOKZ30
|
78 557 |
0.0 |
85 000 |
| FOX CORP 5.576% 01/25/49 |
%FOXA49
|
87 567 |
0.0 |
95 000 |
| GEO GRP INC/THE 10.5% 06/30/28 |
%GEO28
|
77 400 |
0.0 |
77 000 |
| WR GRACE HLD 7.375% 3/31 144A |
%GRA31A
|
78 400 |
0.0 |
80 000 |
| HEXION TERM 2LN 02/09/30 |
%HEXTL2
|
77 583 |
0.0 |
95 000 |
| JO-ANN STORES TM B 1LN 07/28 |
%JASB106
|
85 610 |
0.0 |
167 864 |
| JPMORGAN CO 3.797%/VAR 07/24 |
%JPM0724
|
74 851 |
0.0 |
75 000 |
| JPSW SWAP PAY 3.305 05/22/28 |
JPSW528
|
90 870 |
0.0 |
2 600 000 |
| KINDRED TERM B 1LN 02/12/2028 |
%KAHPB10
|
102 185 |
0.0 |
104 738 |
| KENYA GOVT 7% 05/22/27 144A |
%KENI27A
|
107 797 |
0.0 |
120 000 |
| GARDEN SPINCO 8.625% 7/30 144A |
%NEOG30A
|
96 692 |
0.0 |
90 000 |
| LLOYD BK 4.5%/VAR 1/11/29 RGS |
%LLO29S
|
108 730 |
0.0 |
100 000 |
| TITAN TERM B 1LN 04/27/2030 |
%LSFTRI1
|
89 325 |
0.0 |
90 000 |
| MOODYS CORP 3.25% 01/15/28 |
%MCO28
|
101 220 |
0.0 |
108 000 |
| ALTRIA GROUP 4.8% 02/14/29 |
%MO29
|
84 156 |
0.0 |
86 000 |
| MPLX LP 4.8% 02/15/29 |
%MPLX29
|
80 529 |
0.0 |
83 000 |
| MARB BONDC 3.95% 01/29/31 144A |
%MRFG31A
|
93 281 |
0.0 |
125 000 |
| MATCH GR HLD 4.125% 8/30 144A |
%MTCH30A
|
72 961 |
0.0 |
85 000 |
| UTAH ACQ SUB 3.95% 06/15/26 |
%MYLN26
|
85 932 |
0.0 |
90 000 |
| FAIR ISAAC COR 5.25% 5/26 144A |
%FAIR26A
|
107 250 |
0.0 |
110 000 |
| FOX CORP 4.03% 01/25/24 |
%FOXA124
|
99 856 |
0.0 |
101 000 |
| COSTA RICA GOV 6.55% 4/34 144A |
%COST34A
|
100 676 |
0.0 |
100 000 |
| EXELON CORP 4.7% 04/15/50 |
%EXC2050
|
107 206 |
0.0 |
122 000 |
| DRASLOVKA HOLD TM B 1LN 12/26 |
%DRAHB11
|
95 780 |
0.0 |
106 422 |
| TARGA RES LP/FI 5.5% 03/01/30 |
%NGLS30
|
96 335 |
0.0 |
100 000 |
| COSTA RICA 5.625% 4/30/43 144A |
%COST43A
|
107 602 |
0.0 |
125 000 |
| WILLIAM(CARTE 5.625% 3/27 144A |
%CRI27
|
102 212 |
0.0 |
105 000 |
| CAMPOSOL SA 6% 02/03/27 144A |
%CSOL27A
|
99 678 |
0.0 |
150 000 |
| CABLEVS LHT 3.875% 9/27 144A |
%CVLG27A
|
70 946 |
0.0 |
85 000 |
| DOMINICAN REP 6.875% 1/26 144A |
%DOMR26A
|
70 665 |
0.0 |
70 000 |
| DOMINICAN REP 6.85% 1/45 144A |
%DOMR45A
|
68 231 |
0.0 |
75 000 |
| DP WORLD PLC 5.625% 9/48 144A |
%DPWU48A
|
69 191 |
0.0 |
75 000 |
| ECOPETROL SA 4.625% 11/02/31 |
%ECOPE31
|
84 700 |
0.0 |
110 000 |
| ENERGY TRAN LP 4.2% 09/15/23 |
%ETP923
|
71 710 |
0.0 |
72 000 |
| ECUADOR GOVT STEP 7/31/35 144A |
%ECU735A
|
79 798 |
0.0 |
225 000 |
| CONEDISON 3.35% 04/01/30 |
%ED30
|
112 845 |
0.0 |
124 000 |
| EGYPT GOVT 7.6003% 3/1/29 144A |
%EGYPT29
|
103 947 |
0.0 |
160 000 |
| ELANCO ANIMAL VAR 8/28/28 |
%ELAN28
|
90 045 |
0.0 |
92 000 |
| EL SALVADOR 7.1246% 1/50 144A |
%ELSA50A
|
98 899 |
0.0 |
175 000 |
| EMBRAER NETHERL 5.4% 02/01/27 |
%EMBRB27
|
110 290 |
0.0 |
115 000 |
| ENERGY TRAN LP 4.5% 04/15/24 |
%ET24
|
96 740 |
0.0 |
98 000 |
| ENERGY TRAN LP 6.25% 04/15/49 |
%ETP49
|
106 467 |
0.0 |
109 000 |
| NIGERIA GOVT 6.5% 11/27 144A |
%NGER27A
|
91 138 |
0.0 |
105 000 |
| WYNN MACAU LIM 5.5% 10/27 144A |
%WYN27A
|
89 183 |
0.0 |
100 000 |
| CLYDESDAL 6.625% 04/15/29 144A |
%NOVH29A
|
105 785 |
0.0 |
110 000 |
| TURKEY REP 6.625% 02/17/45 |
%TURK45
|
84 053 |
0.0 |
110 000 |
| SOUTH AFRICA 5.875% 04/20/32 |
%SOAF32
|
75 015 |
0.0 |
85 000 |
| SOUTH AFRICA 5% 10/12/46 |
%SOAF46
|
83 051 |
0.0 |
125 000 |
| SEMPRA ENERGY 6% 10/15/39 |
%SRE1039
|
108 669 |
0.0 |
106 000 |
| SIRIUS REA 1.125% 06/22/26 RGS |
%SREL26S
|
90 575 |
0.0 |
100 000 |
| SRI LANKA GOVT 7.85% 3/29 144A |
%SRIL29A
|
96 535 |
0.0 |
250 000 |
| TELEFONICA 3.875/VAR PERP RGS |
%TELOS
|
101 747 |
0.0 |
100 000 |
| TELEFLEX INC 4.25% 6/1/28 144A |
%TFX28A
|
87 162 |
0.0 |
95 000 |
| TENET HEALTH 4.625% 06/15/28 |
%THC28A
|
106 902 |
0.0 |
115 000 |
| TURKEY REP 5.75% 05/11/47 |
%TURKE47
|
75 241 |
0.0 |
110 000 |
| SENEGAL 6.25% 05/23/33 144A |
%SENE33A
|
89 571 |
0.0 |
110 000 |
| UKRAINE GOVT 7.75% 9/1/26 144A |
%UK24TMP
|
83 168 |
0.0 |
400 000 |
| VICI PPTY LP 4.625% 6/25 144A |
%VIC625A
|
91 659 |
0.0 |
95 000 |
| VIRTUSA CORP 7.125% 12/28 144A |
%VRTU28A
|
80 390 |
0.0 |
100 000 |
| VALVOLINE INC 4.25% 2/30 144A |
%VVV30A
|
83 351 |
0.0 |
85 000 |
| WESTERN GAS PAR 4.75% 08/15/28 |
%WES828
|
76 321 |
0.0 |
80 000 |
| WHITBREAD 2.375% 05/31/27 RGS |
%WTBL27S
|
106 793 |
0.0 |
100 000 |
| COLOMBIA GOVT 7.5% 02/02/34 |
%COLOM34
|
68 835 |
0.0 |
70 000 |
| XPO INC 6.25% 05/01/25 144A |
%XPO25A
|
71 223 |
0.0 |
72 000 |
| SOUTH AFRICA 4.85% 09/27/27 |
%SOAF27
|
79 510 |
0.0 |
85 000 |
| SINCLAIR BROADC TM B4 1LN 4/29 |
%SBGIB41
|
96 417 |
0.0 |
133 913 |
| NRG ENERGY IN 3.375% 2/29 144A |
%NRG329A
|
73 164 |
0.0 |
90 000 |
| PAKISTAN GOVT 6% 04/08/26 144A |
%PKST26A
|
94 138 |
0.0 |
265 000 |
| OMAN SULTANATE 4.75% 6/26 144A |
%OMAN26A
|
67 984 |
0.0 |
70 000 |
| ORBIA ADV 2.875% 05/11/31 144A |
%ORBI31A
|
78 872 |
0.0 |
100 000 |
| OCCIDENTAL PETE 4.3% 08/15/39 |
%OXY39
|
81 988 |
0.0 |
105 000 |
| OCCIDENTAL PETE 7.875% 9/15/31 |
%OXY931
|
72 747 |
0.0 |
65 000 |
| PERU GOVT 3% 01/15/34 |
%PERU34
|
103 575 |
0.0 |
125 000 |
| PERU GOVT 3.3% 03/11/41 |
%PERU41
|
95 776 |
0.0 |
125 000 |
| PETRONAS CAP 3.404% 4/61 144A |
%PETM61A
|
112 427 |
0.0 |
155 000 |
| PHILIPPINE GOVT 2.65% 12/10/45 |
%PHIL45
|
70 943 |
0.0 |
105 000 |
| POLAND GOVT 5.5% 04/04/53 |
%POLAN53
|
70 569 |
0.0 |
70 000 |
| SAMHALLSB 2.624%/VAR PERP RGS |
%SBBB99S
|
90 153 |
0.0 |
385 000 |
| PROSUS NV 3.061% 07/13/31 144A |
%PRXN31A
|
108 330 |
0.0 |
140 000 |
| PHILLIPS 66 3.85% 04/09/25 |
%PSX425
|
95 229 |
0.0 |
98 000 |
| QATAR ST 5.103% 04/23/48 144A |
%QATA48A
|
79 559 |
0.0 |
80 000 |
| BOSCH (ROBERT) 4.375% 6/43 RGS |
%RB43S
|
112 179 |
0.0 |
100 000 |
| ROMANIA GOVT 3% 02/14/31 144A |
%ROMA31A
|
108 041 |
0.0 |
130 000 |
| ROMANIA GOVT 4% 02/14/51 144A |
%ROMA51A
|
87 912 |
0.0 |
125 000 |
| RV RETLR LLC 1 TERM B 02/08/21 |
%RVRETLB
|
86 898 |
0.0 |
94 284 |
| SASOL FING USA 5.875% 03/27/24 |
%SASOL24
|
103 477 |
0.0 |
105 000 |
| COSTA RICA GV 6.125% 2/31 144A |
%COST31A
|
69 629 |
0.0 |
70 000 |
| CSN RES SA 5.875% 4/8/32 144A |
%CSNA32A
|
97 950 |
0.0 |
120 000 |
| COLOMBIA GOVT 5.2% 05/15/49 |
%COLO49
|
98 042 |
0.0 |
140 000 |
| FHLG 30YR 3% 6/46#V82414 |
|
99 534 |
0.0 |
109 593 |
| FNMA 10YR 2.5% 06/29#MA3734 |
|
102 160 |
0.0 |
107 865 |
| FNMA 15YR 2% 02/36#BR3300 |
|
93 020 |
0.0 |
103 567 |
| FNMA 15YR 2% 02/36#FM6186 |
|
95 068 |
0.0 |
105 884 |
| FNMA 15YR 2% 02/36#FM6342 |
|
112 079 |
0.0 |
125 574 |
| FNMA 15YR 2% 03/36#CA9438 |
|
109 227 |
0.0 |
122 207 |
| FNMA 15YR 2% 12/35#FM5278 |
|
98 516 |
0.0 |
110 377 |
| FNMA 15YR 3% 09/34#CA4232 |
|
112 836 |
0.0 |
119 288 |
| FNMA 20YR 2.5% 03/40#FM2646 |
|
97 551 |
0.0 |
108 896 |
| FNMA 20YR 2.5% 04/42#BV7699 |
|
88 672 |
0.0 |
100 741 |
| FNMA 20YR 2.5% 05/40#MA4016 |
|
72 216 |
0.0 |
80 614 |
| FNMA 20YR 2.5% 11/41#BT9396 |
|
101 742 |
0.0 |
115 263 |
| FNMA 20YR 2.5% 11/41#CB2113 |
|
89 564 |
0.0 |
101 503 |
| FNMA 20YR 2.5% 11/41#FM9585 |
|
100 977 |
0.0 |
113 912 |
| FNMA 30YR 3% 05/50#FM3269 |
|
80 647 |
0.0 |
89 859 |
| FNMA 30YR 3.5% 01/52#CB2679 |
|
90 162 |
0.0 |
97 595 |
| FNMA 30YR 3.5% 02/52#CB2905 |
|
88 687 |
0.0 |
95 998 |
| FNMA 30YR 3.5% 08/46#AL8970 |
|
76 417 |
0.0 |
81 660 |
| FNMA 30YR 3.5% 11/46#BC9014 |
|
83 719 |
0.0 |
89 493 |
| FNMA 30YR 3.5% 12/46#BD8504 |
|
112 403 |
0.0 |
120 195 |
| FHLG 30YR 4% 02/41#A96822 |
|
81 924 |
0.0 |
84 673 |
| FHLG 30YR 3.5% 05/46#G60603 |
|
96 033 |
0.0 |
102 472 |
| FNMA 30YR 4% 07/46#BC1443 |
|
90 956 |
0.0 |
94 142 |
| FHLG 30YR 3.5% 04/48#Q55484 |
|
79 470 |
0.0 |
85 453 |
| AASET 2019-2 B 4.458% 10/39 |
|
77 599 |
0.0 |
220 258 |
| CNX RESOURCES 6% 1/15/29 144A |
%CNX29A
|
88 668 |
0.0 |
95 000 |
| AASET 20-1A B 4.335% 1/40 144A |
|
69 677 |
0.0 |
138 939 |
| AUD 9/15/2023 FORWARD CC |
|
-76 320 |
0.0 |
-112 000 |
| BAMLL 19-BPR 3.465% 11/32 144A |
|
93 271 |
0.0 |
111 000 |
| BANK 2019-BN21 A5 2.851% 10/52 |
|
96 097 |
0.0 |
112 000 |
| CAD 9/15/2023 FORWARD CC |
|
-105 708 |
0.0 |
-139 000 |
| CHC 2019 1ML+175 06/15/34 |
|
77 007 |
0.0 |
79 422 |
| CSMC 18-SITE B 4.5349% 04/36 |
|
95 537 |
0.0 |
100 000 |
| CSMC 18-SITE C CSTR 04/36 |
|
95 310 |
0.0 |
100 000 |
| CSMC 18-SITE D CSTR 04/36 144A |
|
111 226 |
0.0 |
118 000 |
| FHLG 15YR 2% 02/36#QN5328 |
|
108 367 |
0.0 |
120 738 |
| FHLG 15YR 2% 03/36#QN5744 |
|
101 099 |
0.0 |
112 641 |
| FHLG 15YR 2.5% 07/31#V61246 |
|
73 324 |
0.0 |
77 943 |
| FHLG 20YR 2.5% 04/42#SC0270 |
|
92 112 |
0.0 |
104 576 |
| FHLG 20YR 2.5% 06/41#BR1090 |
|
106 183 |
0.0 |
119 785 |
| FHLG 30YR 3% 05/46#V82275 |
|
100 907 |
0.0 |
110 990 |
| FHLG 30YR 3.5% 01/45#G61419 |
|
77 189 |
0.0 |
82 179 |
| FHLG 30YR 3.5% 03/46#G60440 |
|
80 308 |
0.0 |
85 464 |
| FNMA 30YR 4% 06/45#AZ2719 |
|
103 845 |
0.0 |
107 901 |
| FHLG 30YR 4% 06/48#G67713 |
|
79 355 |
0.0 |
82 281 |
| FNMA 30YR 4% 09/46#BC2843 |
|
101 528 |
0.0 |
105 084 |
| ALLY FINL INC 4.7%/VAR PERP |
%ALLYPRP
|
72 055 |
0.0 |
110 000 |
| AFFILIATED MANA 3.5% 08/01/25 |
%AMG825
|
76 842 |
0.0 |
81 000 |
| ANGOLA REP 8.75% 04/14/32 144A |
%ANGO32A
|
83 984 |
0.0 |
100 000 |
| SAUDI ARABN 3.25% 11/50 144A |
%ARAM50A
|
100 551 |
0.0 |
145 000 |
| ARCHKEY TERM B 1LN 06/30/2028 |
%ARCH106
|
83 041 |
0.0 |
84 146 |
| ARGENTINA GOVT STEP 07/09/41 |
%ARGN741
|
103 064 |
0.0 |
350 000 |
| ANGUS CHEMICAL TM 2LN 11/28 |
%ARUTLB2
|
96 433 |
0.0 |
110 000 |
| ASURION TL B11 1LN 8/19/28 |
%ASUCB11
|
98 766 |
0.0 |
105 000 |
| BAHAMAS GOVT 6% 11/21/28 144A |
%BAHA28A
|
75 811 |
0.0 |
95 000 |
| BANCO MER KY 7.625/VR PRP 144A |
%BANOA
|
93 987 |
0.0 |
105 000 |
| BRANDYWIN OPER 4.55% 10/01/29 |
%BDN29
|
108 590 |
0.0 |
151 000 |
| BELRON TERM B 1LN 04/13/2029 |
%BELR104
|
104 803 |
0.0 |
105 000 |
| CANO HEAL 6.25% 10/01/28 144A |
%CAN28A
|
97 595 |
0.0 |
149 000 |
| CLEAR CHANNEL 7.5% 6/1/29 144A |
%CCO29A
|
109 551 |
0.0 |
145 000 |
| CORPORACION NAC 4.5% 8/47 144A |
%CDEL47A
|
68 172 |
0.0 |
80 000 |
| CCO HLDGS/CAP 5.5% 5/1/26 144A |
%CHT526A
|
97 876 |
0.0 |
100 000 |
| CIA DE MINAS BU 5.5% 7/26 144A |
%CIBU26A
|
69 320 |
0.0 |
80 000 |
| FNMA 30YR 4% 10/46#BC4754 |
|
95 089 |
0.0 |
98 419 |
| CIENA TERM B 1LN 01/18/2030 |
%CIENB10
|
79 750 |
0.0 |
79 800 |
| CLEAN HARBORS 6.375% 2/31 144A |
%CLH31A
|
90 000 |
0.0 |
90 000 |
| ALTICE FINANCIN TM B 1LN 10/27 |
%ALTIB27
|
99 238 |
0.0 |
104 738 |
| AXALTA COATING TM B4 1LN 12/29 |
%AXTA111
|
79 700 |
0.0 |
79 688 |
| IPALCO 3.7% 09/01/24 |
%AES924
|
96 776 |
0.0 |
100 000 |
| JPMCC 18-WPT EFX 5.5422% 07/33 |
|
86 307 |
0.0 |
105 000 |
| FNMA 30YR 4.5% 10/52#BW1215 |
|
68 398 |
0.0 |
70 691 |
| GNII II 3.5% 12/241#005258 |
|
99 696 |
0.0 |
105 737 |
| GNII II 4.0% 10/45#MA3174 |
|
81 391 |
0.0 |
83 841 |
| GNII II 4.5% 11/48#MA5596 |
|
72 365 |
0.0 |
73 473 |
| GNII II 4.5% 12/20/2048#MA5652 |
|
91 100 |
0.0 |
92 494 |
| GNMA II 4% 11/41#779591 |
|
96 505 |
0.0 |
99 874 |
| GNMA II 4% 11/42#AB9917 |
|
94 920 |
0.0 |
98 240 |
| GSCOFI SWAP CY451615 12/16/72 |
|
104 803 |
0.0 |
0 |
| GNII II 4.0% 08/45#MA3035 |
|
89 836 |
0.0 |
92 541 |
| MFT 22-1A A 1.36% 04/32 |
|
74 690 |
0.0 |
75 227 |
| ATLAS AIR TERM B 1LN 03/17/30 |
%AAWWB10
|
77 987 |
0.0 |
85 000 |
| PRIMA 21-9A A 1ML+145 12/37 |
|
95 008 |
0.0 |
95 305 |
| EMIRATE OF ABU 3% 9/15/51 144A |
%ADGB51A
|
98 779 |
0.0 |
140 000 |
| ANHEUSER BUSC 9.75% 7/24 RGS |
%ABIBB24
|
99 497 |
0.0 |
75 000 |
| GALAXY PIP 2.16% 03/31/34 144A |
%ADGL34A
|
86 670 |
0.0 |
102 017 |
| SBLOFI SWAP 04/17/65 B |
|
70 569 |
0.0 |
0 |
| TBOLT 2017-1A A 4.212% 05/32 |
|
105 049 |
0.0 |
116 703 |
| KENYA GOVT 6.875% 6/24/24 144A |
%KENI24A
|
61 617 |
0.0 |
65 000 |
| LONG GILT FUTURE SEP23 G U3 |
G_U3
|
36 996 |
0.0 |
-2 500 000 |
| ENBRIDGE INC 4.25% 12/01/26 |
%ENBCN26
|
63 949 |
0.0 |
66 000 |
| MEGLOBAL BV 4.25% 11/3/26 144A |
%EQPT26A
|
67 239 |
0.0 |
70 000 |
| ESKOM HLDGS LT 8.45% 8/28 144A |
%ESK28A
|
65 944 |
0.0 |
70 000 |
| GABONESE GOVT 7% 11/24/31 144A |
%GAB31A
|
40 108 |
0.0 |
50 000 |
| GHANA GOVT 10.75% 10/30 144A |
%GHAN30A
|
52 636 |
0.0 |
80 000 |
| GHANA GOVT 8.627% 6/16/49 144A |
%GHAN49A
|
45 661 |
0.0 |
120 000 |
| GENERAL MTR FIN 4% 01/15/25 |
%GM0125
|
48 501 |
0.0 |
50 000 |
| GSCM ITXEX539PAY 462.5 8/16/23 |
GSCM825
|
33 429 |
0.0 |
6 100 000 |
| HEALTHPEAK OP 3.25% 07/15/26 |
%HCP26
|
55 050 |
0.0 |
59 000 |
| HALLIBURTO 4.85% 11/15/35 |
%HAL35
|
52 350 |
0.0 |
55 000 |
| HEALTHPEAK OP 3.5% 07/15/29 |
%HCP29
|
61 333 |
0.0 |
68 000 |
| SERVICE PPTYS T 4.95% 02/15/27 |
%HSPT27
|
42 564 |
0.0 |
50 000 |
| EURO-SCHATZ FUT SEP23 DUU3 |
DUU3
|
-26 731 |
0.0 |
3 000 000 |
| INTELLIGENT PAC 6% 9/28 144A |
%IPLP28A
|
55 227 |
0.0 |
65 000 |
| JBS USA FOOD 3.625% 01/32 144A |
%JBSS32A
|
65 000 |
0.0 |
80 000 |
| JONAH ENERGY LLC 12% 11/25 P/P |
%JON25PP
|
59 905 |
0.0 |
59 607 |
| KENYA GOVT 7.25% 02/28/28 144A |
%KENI28A
|
30 328 |
0.0 |
35 000 |
| JORDAN 7.375% 10/10/47 144A |
%JOR47A
|
38 655 |
0.0 |
45 000 |
| EMERA US FIN 3.55% 06/15/26 |
%EMACN26
|
53 885 |
0.0 |
57 000 |
| KOBE US MID PIK VAR 11/26 144A |
%ARUI26A
|
53 600 |
0.0 |
80 000 |
| DIAMOND SPORTS GP TM 2LN 08/26 |
%DSPOTL2
|
24 694 |
0.0 |
722 700 |
| COINBASE GBL 3.625% 10/31 144A |
%COIN31A
|
59 780 |
0.0 |
105 000 |
| KENYA GOVT 6.3% 01/23/34 144A |
%KENI34A
|
33 919 |
0.0 |
45 000 |
| SAUDI ARABN OI 3.5% 11/70 144A |
%ARAM70A
|
62 852 |
0.0 |
95 000 |
| ARGENTINA GOVT 1% 07/09/29 |
%ARGE729
|
28 073 |
0.0 |
95 826 |
| AVIENT TERM B 1LN 08/29/2029 |
%AVNTB10
|
66 999 |
0.0 |
66 860 |
| AZUL SA SPONSORED ADR |
AZUL
|
50 209 |
0.0 |
3 700 |
| BAHRAIN GOVT 5.625% 5/34 144A |
%BHRA34A
|
56 452 |
0.0 |
65 000 |
| CROWN CORK 7.375% 12/15/26 |
%CCK26
|
36 085 |
0.0 |
35 000 |
| COMCAST CORP 3.9% 03/01/38 |
%CMCS38
|
61 674 |
0.0 |
71 000 |
| CAN 10YR BOND FUT SEP23 CNU3 |
CNU3
|
-35 075 |
0.0 |
2 800 000 |
| COLOMBIA GOVT 8% 04/20/33 |
%COLOM33
|
66 795 |
0.0 |
65 000 |
| SITE CENTERS CO 3.625% 2/1/25 |
%DDR225
|
36 672 |
0.0 |
39 000 |
| COSTA RICA GOVT 7% 4/4/44 144A |
%COST44A
|
24 344 |
0.0 |
25 000 |
| COLUMBIA PIPEL 4.5% 06/01/25 |
%CPGX25
|
29 362 |
0.0 |
30 000 |
| CALIFORNIA RES CORP |
CRC
|
56 557 |
0.0 |
1 296 |
| CHARLES RIVER 4.25% 5/28 144A |
%CRL28A
|
27 553 |
0.0 |
30 000 |
| CREDT SUISSE 7.5%/VAR PERP RGS |
%CSA49S
|
34 825 |
0.0 |
995 000 |
| CABLEVS LHT 5.625% 9/28 144A |
%CVLG28A
|
52 330 |
0.0 |
70 000 |
| CVS HEALTH CORP 3% 08/15/26 |
%CVS826
|
64 963 |
0.0 |
69 000 |
| CLEARWY ENRG 4.75% 3/28 144A |
%CWEN28A
|
60 621 |
0.0 |
65 000 |
| CORECIVIC INC 4.75% 10/15/27 |
%CXW27
|
42 819 |
0.0 |
50 000 |
| KENYA GOVT 8% 05/22/32 144A |
%KENI32A
|
33 675 |
0.0 |
40 000 |
| WILLIAMS COS 4.5% 11/15/23 |
%WPZ23
|
50 752 |
0.0 |
51 000 |
| KINDER MRGN INC 5.05% 02/15/46 |
%KMI46
|
29 202 |
0.0 |
34 000 |
| UKRAINE GOVT 7.253% 3/35 144A |
%UKRA33A
|
61 428 |
0.0 |
300 000 |
| SRI LANKA 6.825% 07/26 144A |
%SRIL26A
|
28 175 |
0.0 |
70 000 |
| SRI LANKA GOVT 6.2% 5/27 144A |
%SRIL27A
|
23 042 |
0.0 |
60 000 |
| STARWOOD PPTY 4.75% 03/15/25 |
%STWD25
|
33 293 |
0.0 |
35 000 |
| ABU DHABI NT 4.875% 4/30 144A |
%TAQ430A
|
30 265 |
0.0 |
30 000 |
| TERRAFORM POWER 5% 1/28 144A |
%TERP28A
|
32 498 |
0.0 |
35 000 |
| TALEN ENERGY CORP |
TLNE
|
22 971 |
0.0 |
494 |
| TURKEY REP 6% 01/14/41 |
%TURK141
|
65 934 |
0.0 |
90 000 |
| UKRAINE GOVT 7.75% 9/1/24 144A |
%UK22TMP
|
65 682 |
0.0 |
290 000 |
| UKRAINE CA VAR 0% 5/31/41 144A |
%UK49TMP
|
36 250 |
0.0 |
100 000 |
| VICI PPTY LP 5.75% 2/1/27 144A |
%VICI27A
|
58 866 |
0.0 |
60 000 |
| KLOECKNER PENTA TM B 1LN 2/26 |
%KPERTB1
|
47 300 |
0.0 |
50 000 |
| VIRGIN PULSE TM B 1LN 04/06/28 |
%VIRTLB1
|
23 063 |
0.0 |
24 811 |
| VOLCAN CI 4.375% 02/11/26 144A |
%VOLC26A
|
64 575 |
0.0 |
90 000 |
| VENTAS RLTY LDP 4.125% 1/15/26 |
%VTR26
|
32 552 |
0.0 |
34 000 |
| VERIZON COM 5.012% 04/15/49 |
%VZ49
|
35 870 |
0.0 |
38 000 |
| WESTERN GAS PAR STEP 02/01/50 |
%WES50
|
40 826 |
0.0 |
50 000 |
| US ULTRA BOND FUT SEP23 WNU3 |
WNU3
|
-44 214 |
0.0 |
-1 500 000 |
| YPF SA 8.75% 04/04/24 144A |
%YPFD24A
|
33 759 |
0.0 |
35 200 |
| ZAMBIA GOVT 8.97% 7/30/27 144A |
%ZAMB26A
|
61 997 |
0.0 |
115 000 |
| APACHE CORP 7.375% 08/15/47 |
%APA47
|
57 000 |
0.0 |
60 000 |
| SOUTH AFRICA 5.65% 09/27/47 |
%SOAF47
|
42 688 |
0.0 |
60 000 |
| STILLWATER MIN 4.5% 11/29 144A |
%SGLS29A
|
65 074 |
0.0 |
80 000 |
| SASOL FING USA 5.5% 03/18/31 |
%SASOL31
|
43 427 |
0.0 |
55 000 |
| EURO-BUND FUTURE SEP23 RXU3 |
RXU3
|
-53 821 |
0.0 |
2 700 000 |
| SAUDI ARABIA 4.5% 10/46 144A |
%KSA46A
|
56 910 |
0.0 |
65 000 |
| SAUDI ARABIA 3.75% 1/55 144A |
%KSA55A
|
48 933 |
0.0 |
65 000 |
| LONZA SPECIALTY TM B 1LN 07/28 |
%LONNB10
|
59 003 |
0.0 |
69 303 |
| LEVEL 3 FINL 3.625% 1/29 144A |
%LVL29A
|
39 213 |
0.0 |
65 000 |
| MOODYS CORP 4.875% 02/15/24 |
%MCO224
|
60 579 |
0.0 |
61 000 |
| NATURA CO 4.125% 05/03/28 144A |
%NATU28A
|
51 582 |
0.0 |
60 000 |
| NEXTERA ENGY 4.25% 9/24 144A |
%NEP24A
|
24 895 |
0.0 |
26 000 |
| INTRAFI NETWORK TM 2LN 11/29 |
%NEXB210
|
49 156 |
0.0 |
55 000 |
| NIGERIA GOVT 7.696% 2/38 144A |
%NGER38A
|
63 203 |
0.0 |
85 000 |
| NSG HOLDINGS 7.75% 12/25 144A |
%NSG25A
|
33 437 |
0.0 |
33 775 |
| OMAN SULTANATE 6.5% 3/47 144A |
%OMAN47A
|
37 223 |
0.0 |
40 000 |
| PT PERTAMINA 4.175% 1/50 144A |
%PERT50A
|
58 731 |
0.0 |
75 000 |
| PHILIPPINE GOVT 2.95% 05/05/45 |
%PHILP45
|
35 935 |
0.0 |
50 000 |
| POST HLDGS INC 4.5% 9/31 144A |
%POST31A
|
43 436 |
0.0 |
51 000 |
| REYNOLDS AMERN 4.45% 06/12/25 |
%RAI25
|
51 593 |
0.0 |
53 000 |
| REYNOLDS AMERN 5.7% 08/15/35 |
%RAI35
|
26 615 |
0.0 |
28 000 |
| ROYAL CA 11.625% 08/15/27 144A |
%RCL827A
|
65 123 |
0.0 |
60 000 |
| HUNGARY GOVT 3.125% 9/51 144A |
%REPH51A
|
67 772 |
0.0 |
110 000 |
| KITE RLTY GROUP 4.75% 09/15/30 |
%RPAI30
|
61 659 |
0.0 |
68 000 |
| SAUDI ARABN 4.375% 4/49 144A |
%ARAM49A
|
38 465 |
0.0 |
45 000 |
| FNMA 30YR 3.5% 12/42#AB7124 |
|
56 968 |
0.0 |
60 702 |
| ANGOLA REP 9.375% 5/8/48 144A |
%ANGO48A
|
27 395 |
0.0 |
35 000 |
| FHLG 30YR 4% 07/48#Q59935 |
|
64 034 |
0.0 |
66 331 |
| FHLG 30YR 3.5% 05/46#G60553 |
|
41 846 |
0.0 |
44 533 |
| FHLG 30YR 3.5% 06/45#Q34164 |
|
63 243 |
0.0 |
67 595 |
| FHLG 30YR 3.5% 08/42#Q10245 |
|
57 019 |
0.0 |
60 676 |
| FHLG 30YR 3.5% 09/46#Q43257 |
|
50 498 |
0.0 |
53 901 |
| FHLG 30YR 3.5% 11/45#Q37467 |
|
48 971 |
0.0 |
52 255 |
| FHLG 30YR 3.5% 11/47#Q52131 |
|
63 091 |
0.0 |
67 819 |
| FHLG 30YR 4% 02/45#G07949 |
|
54 166 |
0.0 |
56 073 |
| FHLG 30YR 4% 02/48#G61343 |
|
49 108 |
0.0 |
51 068 |
| FHLG 30YR 4% 07/41#Q02144 |
|
54 220 |
0.0 |
56 048 |
| FHLG 30YR 4% 11/40#A95150 |
|
51 605 |
0.0 |
53 325 |
| FNMA 20YR 1.5% 01/41#MA4231 |
|
60 828 |
0.0 |
73 105 |
| FHLG 30YR 4.5% 06/47#Q48759 |
|
27 265 |
0.0 |
27 610 |
| FHLG 30YR 4.5% 06/47#Q48876 |
|
23 704 |
0.0 |
24 004 |
| FHLG 30YR 4.5% 07/47#G61047 |
|
40 076 |
0.0 |
40 557 |
| FHLG 4.00% 1/41 #A96413 |
|
49 437 |
0.0 |
51 075 |
| FNMA 15YR 2% 02/36#FM6147 |
|
52 366 |
0.0 |
58 162 |
| FNMA 15YR 2.5% 05/31#BC0919 |
|
34 920 |
0.0 |
37 165 |
| FNMA 15YR 2.5% 08/31#BC2778 |
|
50 760 |
0.0 |
54 022 |
| FNMA 15YR 2.5% 10/31#AS8010 |
|
35 990 |
0.0 |
38 303 |
| FNMA 15YR 3% 01/35#FM2286 |
|
42 473 |
0.0 |
45 006 |
| FHLG 30YR 3.5% 05/45#Q33547 |
|
46 712 |
0.0 |
49 927 |
| FHLG 30YR 3.5% 03/45#Q32008 |
|
39 397 |
0.0 |
42 039 |
| FHLG 30YR 3.5% 03/32#C91403 |
|
57 219 |
0.0 |
59 428 |
| FHLG 30YR 3.5% 01/46#G08687 |
|
33 673 |
0.0 |
36 027 |
| ARCIS GOLF TM DD 1LN 11/24/28 |
%ACSGDD1
|
56 070 |
0.0 |
56 000 |
| CANADIAN DOLLAR |
|
57 504 |
0.0 |
75 708 |
| FEDERAL HOM 15YR 3% 10/31#J357 |
|
23 608 |
0.0 |
24 741 |
| FG 30YR 3.5% 9/47#Q53086 |
|
52 190 |
0.0 |
55 801 |
| FHLG 15YR 2.5% 03/33#G18680 |
|
48 742 |
0.0 |
52 246 |
| FHLG 15YR 2.5% 03/33#G18683 |
|
25 892 |
0.0 |
27 753 |
| FHLG 15YR 2.5% 06/31#G18604 |
|
41 073 |
0.0 |
43 704 |
| FHLG 15YR 2.5% 06/31#J34501 |
|
32 948 |
0.0 |
35 023 |
| FHLG 15YR 2.5% 07/36#SB0535 |
|
67 205 |
0.0 |
72 907 |
| FHLG 15YR 3% 04/34#G16829 |
|
23 176 |
0.0 |
24 418 |
| FHLG 15YR 3% 12/32#SB0030 |
|
30 883 |
0.0 |
32 381 |
| FHLG 20YR 1.5% 02/41#RB5099 |
|
62 311 |
0.0 |
74 887 |
| FHLG 20YR 1.5% 03/41#RB5104 |
|
63 169 |
0.0 |
75 918 |
| FHLG 20YR 1.5% 04/41#RB5107 |
|
63 570 |
0.0 |
76 400 |
| FHLG 20YR 1.5% 12/40#RB5089 |
|
37 228 |
0.0 |
44 742 |
| FHLG 20YR 3.5% 07/32#C91467 |
|
58 603 |
0.0 |
60 866 |
| FHLG 30YR 2% 05/51#QC1514 |
|
36 194 |
0.0 |
43 668 |
| FHLG 30YR 2% 07/51#QC4163 |
|
32 838 |
0.0 |
39 619 |
| FHLG 30YR 3% 06/45 #Q34156 |
|
25 845 |
0.0 |
28 369 |
| FNMA 15YR 3% 07/33#BM5986 |
|
51 697 |
0.0 |
54 276 |
| AUSTRALIAN DOLLAR |
|
50 959 |
0.0 |
74 956 |
| FNMA 20YR 1.5% 02/41#MA4266 |
|
62 211 |
0.0 |
74 767 |
| FNMA 30YR 4.5% 06/41#AL7018 |
|
39 028 |
0.0 |
39 554 |
| FNMA 30YR 4.5% 07/47#BE3749 |
|
30 344 |
0.0 |
30 773 |
| FNMA 30YR 4.5% 10/46#BM4548 |
|
29 060 |
0.0 |
29 387 |
| FNMA 30YR 5.0% 01/01/44#AL5229 |
|
24 801 |
0.0 |
24 481 |
| FNMA 4.0% 06/45#AZ3349 |
|
24 657 |
0.0 |
25 663 |
| FNMA 4.50% 8/33 #726949 |
|
29 333 |
0.0 |
29 764 |
| GNII II 2.5% 12/51#MA7767 |
|
58 020 |
0.0 |
66 567 |
| GNII II 3% 11/46#MA4126 |
|
44 336 |
0.0 |
48 597 |
| GNII II 3% 11/46#MA4195 |
|
28 910 |
0.0 |
31 689 |
| GNII II 3.5% 02/43#MA0783 |
|
32 694 |
0.0 |
34 716 |
| GNII II 3.5% 02/50#MA6475 |
|
54 981 |
0.0 |
58 620 |
| GNII II 4.00% 10/40 #004833 |
|
47 285 |
0.0 |
48 741 |
| GNII II 4.50% 5/41 #005055 |
|
41 163 |
0.0 |
41 442 |
| GNII II 4.50% 5/42 #MA0090 |
|
28 774 |
0.0 |
28 969 |
| GNMA 30YR 4% 12/40#734089 |
|
32 089 |
0.0 |
33 377 |
| GNMA II 4% 04/48#BG3507 |
|
43 434 |
0.0 |
45 149 |
| GNMA II 4% 04/48#BG7744 |
|
39 285 |
0.0 |
40 836 |
| JPMCC 18-WPT DFX 5.3503% 07/33 |
|
63 610 |
0.0 |
76 000 |
| JPMCC 2018-WPT CFX 4.945% 7/23 |
|
42 848 |
0.0 |
50 000 |
| VLS 20-LAB B 2.453% 10/42 144A |
|
62 191 |
0.0 |
80 000 |
| FNMA 30YR 4.5% 06/47#BE3663 |
|
36 362 |
0.0 |
36 864 |
| GNII II 3% 12/42#MA0624 |
|
53 654 |
0.0 |
58 658 |
| FNMA 30YR 4.5% 04/44#AV6611 |
|
24 126 |
0.0 |
24 336 |
| FNMA 30YR 4% 02/42#AJ5602 |
|
38 194 |
0.0 |
39 535 |
| FNMA 30YR 4.5% 04/39#AB0050 |
|
26 633 |
0.0 |
27 016 |
| FNMA 20YR 1.5% 12/40#MA4202 |
|
58 685 |
0.0 |
70 529 |
| FNMA 30YR 2% 07/51#BQ1010 |
|
35 957 |
0.0 |
43 464 |
| FNMA 30YR 2% 07/51#BT1461 |
|
24 659 |
0.0 |
29 752 |
| FNMA 30YR 2.5% 09/51#MA4414 |
|
36 480 |
0.0 |
42 603 |
| FNMA 30YR 3.5% 10/46#BC4760 |
|
27 320 |
0.0 |
29 205 |
| FNMA 30YR 3.5% 12/45#AS6328 |
|
35 797 |
0.0 |
38 602 |
| FNMA 30YR 4.0% 01/42#AJ5572 |
|
54 593 |
0.0 |
56 483 |
| FNMA 30YR 4% 01/45#AY3020 |
|
61 374 |
0.0 |
63 854 |
| FNMA 20YR 1.5% 11/40#MA4175 |
|
58 585 |
0.0 |
70 040 |
| FNMA 30YR 4% 02/46#BC0210 |
|
30 925 |
0.0 |
32 143 |
| FNMA 30YR 4% 05/47#BM1277 |
|
41 597 |
0.0 |
43 278 |
| FNMA 30YR 4% 4/48#BM3700 |
|
34 297 |
0.0 |
35 683 |
| FNMA 30YR 4% 12/49#AL9282 |
|
53 949 |
0.0 |
56 184 |
| FNMA 30YR 4% 11/45#AZ7335 |
|
39 980 |
0.0 |
41 622 |
| FNMA 20YR 1.5% 03/41#MA4286 |
|
63 429 |
0.0 |
76 231 |
| FNMA 30YR 4% 05/45#AZ1876 |
|
62 667 |
0.0 |
65 115 |
| FNMA 30YR 4% 02/46#BC1578 |
|
32 609 |
0.0 |
33 960 |
| FNMA 30YR 4% 03/47#BD7060 |
|
32 089 |
0.0 |
33 440 |
| GNMA 30YR 3% 03/45#AL9337 |
|
5 744 |
0.0 |
6 251 |
| GNMA 30YR 3% 03/45#AL2282 |
|
4 261 |
0.0 |
4 637 |
| GNMA 30YR 3% 03/45#AL2295 |
|
1 499 |
0.0 |
1 631 |
| GNMA 30YR 3% 03/45#AL2303 |
|
1 742 |
0.0 |
1 896 |
| GNMA 30YR 3% 03/45#AL2575 |
|
3 663 |
0.0 |
3 986 |
| GNMA 30YR 3% 03/45#AL5046 |
|
4 285 |
0.0 |
4 663 |
| GNMA 30YR 3% 03/45#AL5244 |
|
2 476 |
0.0 |
2 695 |
| GNMA 30YR 3% 03/45#AL9282 |
|
11 068 |
0.0 |
12 044 |
| GNMA 30YR 3% 03/45#AL9314 |
|
3 224 |
0.0 |
3 508 |
| GNMA 30YR 3% 05/45#670008 |
|
4 515 |
0.0 |
4 914 |
| GNMA 30YR 3% 03/45#AL9557 |
|
3 422 |
0.0 |
3 724 |
| GNMA 30YR 3% 06/45#AN5715 |
|
2 597 |
0.0 |
2 826 |
| GNMA 30YR 3% 06/45#AN5733 |
|
2 847 |
0.0 |
3 098 |
| GNMA 30YR 3% 03/45#AL2277 |
|
1 799 |
0.0 |
1 959 |
| GNMA 30YR 3% 07/45#AK8997 |
|
1 266 |
0.0 |
1 379 |
| GNMA 30YR 3% 07/45#AK8998 |
|
3 291 |
0.0 |
3 581 |
| GNMA 30YR 3% 07/45#AL2996 |
|
4 730 |
0.0 |
5 147 |
| GNMA 30YR 3% 07/45#AL4759 |
|
1 969 |
0.0 |
2 143 |
| GNMA 30YR 3% 07/45#AM8979 |
|
4 185 |
0.0 |
4 555 |
| GNMA 30YR 3% 07/45#670029 |
|
3 396 |
0.0 |
3 696 |
| GNII II 4.50% 2/42 #005306 |
|
1 834 |
0.0 |
1 847 |
| GNMA 30YR 3% 03/45#AK7286 |
|
2 063 |
0.0 |
2 246 |
| GNMA 30YR 3% 03/45#AH7281 |
|
2 722 |
0.0 |
2 963 |
| GNII II 4.5% 02/44 #MA1679 |
|
13 351 |
0.0 |
13 440 |
| GNII II 4.5% 03/46#MA3523 |
|
9 733 |
0.0 |
9 798 |
| GNII II 4.50% 4/35 #003700 |
|
20 517 |
0.0 |
20 768 |
| GNII II 4.5% 05/46#MA3665 |
|
4 956 |
0.0 |
4 989 |
| GNII II 4.50% 6/41 #005082 |
|
17 327 |
0.0 |
17 444 |
| GNII II 4.5% 06/43 #MA1092 |
|
2 288 |
0.0 |
2 304 |
| GNII II 4.5% 06/44#MA1997 |
|
2 942 |
0.0 |
2 963 |
| GNII II 4.5% 08/48#MA5399 |
|
5 171 |
0.0 |
5 249 |
| GNII II 4.50% 9/39 #004540 |
|
8 040 |
0.0 |
8 106 |
| GNII II 4.5% 09/46#MA3939 |
|
3 269 |
0.0 |
3 291 |
| GNII II 4.5% 10/20/44#MA2305 |
|
2 731 |
0.0 |
2 750 |
| GNMA 30YR 3% 01/45#AI6880 |
|
5 443 |
0.0 |
5 922 |
| GNMA 30YR 3% 01/45#AK3531 |
|
5 128 |
0.0 |
5 578 |
| GNMA 30YR 3% 01/45#AL1871 |
|
1 068 |
0.0 |
1 162 |
| GNMA 30YR 3% 01/45#AL1884 |
|
2 217 |
0.0 |
2 412 |
| GNMA 30YR 3% 01/45#AL1889 |
|
2 002 |
0.0 |
2 178 |
| GNMA 30YR 3% 02/45#AK6887 |
|
4 920 |
0.0 |
5 352 |
| GNMA 30YR 3% 02/45#AL2187 |
|
2 219 |
0.0 |
2 415 |
| GNMA 30YR 3% 02/45#AL3843 |
|
3 260 |
0.0 |
3 548 |
| GNMA 30YR 3% 07/45#AN7590 |
|
6 025 |
0.0 |
6 556 |
| SERVICE PPTYS T 4.95% 10/01/29 |
%HPT29
|
15 489 |
0.0 |
20 000 |
| GNMA 30YR 3% 07/45#AN7592 |
|
3 169 |
0.0 |
3 449 |
| LCH OIS SOFRV3.5% MAC 09/20/30 |
LCHM930
|
753 |
0.0 |
512 000 |
| MATTEL INC 5.875% 12/27 144A |
%MAT027A
|
14 667 |
0.0 |
15 000 |
| EURO-BOBL FUTURE SEP23 OEU3 |
OEU3
|
13 043 |
0.0 |
-1 200 000 |
| ORACLE CORP 3.6% 04/01/50 |
%ORCL50
|
4 278 |
0.0 |
6 000 |
| ORACLE CORP 3.85% 04/01/60 |
%ORCL60
|
4 219 |
0.0 |
6 000 |
| REALOGY GRP 5.75% 1/15/29 144A |
%RLGY29A
|
17 718 |
0.0 |
25 000 |
| RETAIL OPPTY IN 4% 12/15/24 |
%ROIC24
|
10 543 |
0.0 |
11 000 |
| SALLY HOLDINGS 5.625% 12/01/25 |
%SBH25
|
14 776 |
0.0 |
15 000 |
| SANCHEZ TERM 1LN DIP 12/31/49 |
%SCHT1LD
|
0 |
0.0 |
71 751 |
| SANCHZ DIP ROLL UP TL 12/31/49 |
%SCHTLD
|
0 |
0.0 |
31 000 |
| MESQUITE 7.25% 12/31/49 144A |
%SN223A
|
0 |
0.0 |
269 000 |
| SRI LANKA GOVT 7.55% 3/30 144A |
%SRIL30A
|
7 675 |
0.0 |
20 000 |
| SUNOCO LP /CORP 6% 04/15/27 |
%SUN27
|
9 857 |
0.0 |
10 000 |
| AT&T INC 4.5% 03/09/48 |
%T48
|
8 485 |
0.0 |
10 000 |
| TJX COMPANIES 3.875% 4/15/30 |
%TJX30
|
3 830 |
0.0 |
4 000 |
| TIME WAR CB LLC 5.5% 09/01/41 |
%TWC941
|
13 343 |
0.0 |
16 000 |
| EURO-BUXL 30Y BND SEP23 UBU3 |
UBU3
|
-7 700 |
0.0 |
1 000 000 |
| UKRAINE GOVT 7.75% 9/1/29 144A |
%UK27TMP
|
21 318 |
0.0 |
100 000 |
| US LONG BD(CBT) FUT SEP23 USU3 |
USU3
|
12 125 |
0.0 |
800 000 |
| GNII II 4.50% 11/41 #005234 |
|
1 476 |
0.0 |
1 486 |
| LEBANON REP 6.375% 12/31/49 |
%LEBAN20
|
22 242 |
0.0 |
350 000 |
| LCH OIS SOFRV3.75% MAC 9/20/28 |
LCHM0928
|
-3 096 |
0.0 |
1 747 000 |
| GNMA 30YR 3% 07/45#AN8980 |
|
7 114 |
0.0 |
7 742 |
| KINDER MRGN ERG 6.55% 09/15/40 |
%KMP940
|
13 260 |
0.0 |
13 000 |
| GNMA 30YR 3% 07/45#AO0257 |
|
5 592 |
0.0 |
6 085 |
| GNMA 30YR 3% 6/45#AN5721 |
|
2 342 |
0.0 |
2 549 |
| GNMA 30YR 3% 7/45#AN5754 |
|
1 704 |
0.0 |
1 855 |
| GNMA II 3.5% 02/43#AD1755 |
|
19 904 |
0.0 |
21 262 |
| GNMA II 3.5% 03/43#AA6141 |
|
9 214 |
0.0 |
9 846 |
| GNMA II 3.5% 03/43#AD8884 |
|
10 466 |
0.0 |
11 181 |
| GNMA II 3.5% 04/43#AB9891 |
|
4 316 |
0.0 |
4 614 |
| GNMA II 3.5% 04/43#AD9075 |
|
10 820 |
0.0 |
11 566 |
| GNMA II 4.5% 05/41#783578 |
|
2 857 |
0.0 |
2 877 |
| UMBS 15YR 1.5% 07/38 #TBA |
|
0 |
0.0 |
0 |
| 1375209 BC LTD 9% 1/30/28 144A |
%BCLT28A
|
18 952 |
0.0 |
19 000 |
| CF INDUS INC 4.95% 06/01/43 |
%CF643
|
4 310 |
0.0 |
5 000 |
| CALIFORNIA RES CRP WT 10/27/24 |
CRCQWWT
|
2 508 |
0.0 |
225 |
| COVANTA TERM C 1LN 11/30/28 |
%CVATC1
|
9 359 |
0.0 |
9 419 |
| COVANTA TERM C 1LN 11/30/28 |
%CVATLC1
|
16 189 |
0.0 |
16 448 |
| EGYPT GOVT 7.903% 2/21/48 144A |
%EGYP48A
|
10 320 |
0.0 |
20 000 |
| FMG RES AUG LTD 4.5% 9/27 144A |
%FMGA27A
|
4 709 |
0.0 |
5 000 |
| FIRST REPUBLIC BANK |
FRCB
|
823 |
0.0 |
3 000 |
| HALLIBURTO 3.8% 11/15/25 |
%HAL25
|
1 931 |
0.0 |
2 000 |
| GNII II 4.5% 01/45#MA2523 |
|
3 554 |
0.0 |
3 578 |
| FNMA 30YR 3.5% 01/43#AQ9328 |
|
6 271 |
0.0 |
6 683 |
| GNII II 4.50% 11/39 #004577 |
|
4 515 |
0.0 |
4 552 |
| FHLG 30YR 4.5% 04/48#Q55660 |
|
8 059 |
0.0 |
8 179 |
| FHLG 30YR 4.5% 05/47#Q47935 |
|
13 249 |
0.0 |
13 417 |
| FHLG 30YR 4.5% 05/47#Q47942 |
|
6 059 |
0.0 |
6 136 |
| FHLG 30YR 4.5% 05/47#Q48095 |
|
21 062 |
0.0 |
21 328 |
| FHLG 30YR 4.5% 05/48#Q55839 |
|
4 961 |
0.0 |
5 035 |
| FHLG 30YR 4.5% 07/47#Q49393 |
|
12 687 |
0.0 |
12 852 |
| FHLG 30YR 4.5% 07/47#Q49499 |
|
17 777 |
0.0 |
18 008 |
| FHLG 30YR 4.5% 12/46#Q45028 |
|
5 635 |
0.0 |
5 705 |
| FHLG 30YR 4.5% 12/47#Q53017 |
|
14 754 |
0.0 |
14 955 |
| FHLG 30YR 4.5% 4/48#Q55500 |
|
4 427 |
0.0 |
4 493 |
| FNMA 15YR 3% 03/33#BM4614 |
|
16 400 |
0.0 |
17 185 |
| FNMA 15YR 3% 09/32#BM1884 |
|
15 767 |
0.0 |
16 549 |
| FNMA 15YR 3% 09/32#MA3125 |
|
12 186 |
0.0 |
12 795 |
| FNMA 20YR 2% 02/41#MA4268 |
|
16 492 |
0.0 |
19 168 |
| FNMA 20YR 2% 03/41#MA4287 |
|
16 864 |
0.0 |
19 600 |
| FNMA 20YR 2% 04/41#MA4311 |
|
17 408 |
0.0 |
20 233 |
| FNMA 20YR 2% 05/41#MA4333 |
|
17 533 |
0.0 |
20 497 |
| FNMA 20YR 2% 06/41#MA4364 |
|
17 800 |
0.0 |
20 809 |
| FNMA 20YR 2% 10/41#MA4446 |
|
18 331 |
0.0 |
21 461 |
| FNMA 20YR 2% 11/40#MA4176 |
|
14 995 |
0.0 |
17 428 |
| FHLG 30YR 4.5% 04/48#Q55724 |
|
3 517 |
0.0 |
3 570 |
| FHLG 30YR 4.5% 02/47#Q46222 |
|
7 307 |
0.0 |
7 397 |
| GNII II 4% 12/45#MA3311 |
|
2 788 |
0.0 |
2 873 |
| FHLG 30YR 4.5% 01/47#Q45635 |
|
4 632 |
0.0 |
4 690 |
| FHLG 15YR 2% 03/36#RC1891 |
|
17 065 |
0.0 |
19 093 |
| FHLG 15YR 2.5% 01/33#J38270 |
|
5 626 |
0.0 |
6 017 |
| FHLG 15YR 2.5% 05/33#G18687 |
|
5 869 |
0.0 |
6 292 |
| FHLG 15YR 2.5% 08/32#G18654 |
|
5 810 |
0.0 |
6 201 |
| FHLG 15YR 2.5% 11/32#G18665 |
|
8 377 |
0.0 |
8 959 |
| FHLG 20YR 2% 04/41#RB5108 |
|
17 199 |
0.0 |
19 990 |
| FHLG 20YR 2% 07/41#RB5118 |
|
17 763 |
0.0 |
20 765 |
| FHLG 30YR 3% 01/48#ZM5409 |
|
8 819 |
0.0 |
9 803 |
| FHLG 30YR 3% 04/01/46#Q40165 |
|
13 625 |
0.0 |
14 987 |
| FHLG 30YR 3.5% 06/45#Q33791 |
|
9 303 |
0.0 |
9 944 |
| FHLG 30YR 3.5% 10/47#V83497 |
|
19 190 |
0.0 |
20 614 |
| FHLG 30YR 3% 5/46#Q40310 |
|
16 383 |
0.0 |
18 020 |
| FHLG 30YR 4% 05/48#Q55992 |
|
13 690 |
0.0 |
14 242 |
| FHLG 30YR 4% 09/40#G06023 |
|
7 750 |
0.0 |
8 007 |
| FHLG 30YR 4% 10/41#G06800 |
|
14 065 |
0.0 |
14 535 |
| FHLG 30YR 4% 10/47#Q51234 |
|
5 779 |
0.0 |
6 006 |
| FHLG 30YR 4% 1/45#Q30720 |
|
14 502 |
0.0 |
15 072 |
| FHLG 30YR 4% 4/46#Q39975 |
|
5 691 |
0.0 |
5 909 |
| FHLG 30YR 4% 4/46#V82292 |
|
13 930 |
0.0 |
14 463 |
| FNMA 20YR 2% 12/40#MA4204 |
|
15 373 |
0.0 |
17 867 |
| FNMA 30YR 1.5% 04/52#FS2099 |
|
19 179 |
0.0 |
24 563 |
| FNMA 30YR 3.5% 08/01/43#AL7261 |
|
7 541 |
0.0 |
8 033 |
| FNMA 30YR 4% 02/48#CA1199 |
|
6 284 |
0.0 |
6 543 |
| FNMA 30YR 4.5% 02/45#AL7147 |
|
14 790 |
0.0 |
14 923 |
| FNMA 30YR 4.5% 03/46#BC0287 |
|
2 892 |
0.0 |
2 923 |
| FNMA 30YR 4.5% 04/48#BJ5454 |
|
3 235 |
0.0 |
3 287 |
| FNMA 30YR 4.5% 06/47#BE9387 |
|
8 322 |
0.0 |
8 440 |
| FNMA 30YR 4.5% 09/35#AB8197 |
|
13 380 |
0.0 |
13 555 |
| FNMA 30YR 4.5% 12/46#BC9079 |
|
4 553 |
0.0 |
4 614 |
| FNMA 30YR 4% 5/48#BM3877 |
|
13 130 |
0.0 |
13 674 |
| FNMA 30YR 4.5% 5/48#BJ5507 |
|
2 851 |
0.0 |
2 898 |
| FNMA 30YR 4.5% 6/47#BH0561 |
|
5 058 |
0.0 |
5 130 |
| FNMA 30YR 4% 7/47#AS9968 |
|
17 715 |
0.0 |
18 432 |
| FNMA 30YR 5% 05/41#AI2464 |
|
17 125 |
0.0 |
16 909 |
| FNMA 4.5% 3/43 #AL3429 |
|
15 147 |
0.0 |
15 310 |
| GNII II 3% 01/43#MA0698 |
|
19 829 |
0.0 |
21 681 |
| GNII II 3% 10/50#MA6932 |
|
11 953 |
0.0 |
13 202 |
| GNII II 3.5% 05/43 #MA1012 |
|
14 755 |
0.0 |
15 670 |
| GNII II 4.0% 01/46#MA3377 |
|
2 696 |
0.0 |
2 778 |
| GNII II 4.0% 09/45#MA3106 |
|
2 266 |
0.0 |
2 335 |
| GNII II 4% 07/44#MA2074 |
|
5 841 |
0.0 |
6 006 |
| GNII II 4% 08/43#MA1225 |
|
8 686 |
0.0 |
8 962 |
| FNMA 30YR 4% 4/48#BK3836 |
|
5 625 |
0.0 |
5 859 |
| FNMA 30YR 4% 12/47#BJ4279 |
|
7 162 |
0.0 |
7 455 |
| FNMA 30YR 4% 12/47#BJ2132 |
|
8 054 |
0.0 |
8 383 |
| FNMA 30YR 4% 05/45#AZ1207 |
|
7 840 |
0.0 |
8 160 |
| FNMA 30YR 4% 03/48#BK1867 |
|
3 781 |
0.0 |
3 938 |
| FNMA 30YR 4% 03/48#BK3214 |
|
13 131 |
0.0 |
13 670 |
| FNMA 30YR 4% 04/44#AS2117 |
|
9 636 |
0.0 |
9 991 |
| FNMA 30YR 4% 04/44#AV7161 |
|
18 712 |
0.0 |
19 399 |
| FNMA 30YR 4% 04/48#BJ8805 |
|
5 845 |
0.0 |
6 087 |
| FNMA 30YR 4% 04/48#BK2485 |
|
3 094 |
0.0 |
3 223 |
| FNMA 30YR 4% 04/48#BK4838 |
|
4 241 |
0.0 |
4 417 |
| FNMA 30YR 4% 04/48#CA1545 |
|
5 270 |
0.0 |
5 488 |
| FNMA 30YR 4% 05/48#BK2527 |
|
6 670 |
0.0 |
6 952 |
| FNMA 30YR 4% 11/45#BA3565 |
|
21 353 |
0.0 |
22 231 |
| FNMA 30YR 4% 06/45#AY8096 |
|
11 506 |
0.0 |
11 976 |
| FNMA 30YR 4% 06/45#AY8126 |
|
5 546 |
0.0 |
5 765 |
| FNMA 30YR 4% 06/46#BC0960 |
|
17 452 |
0.0 |
18 176 |
| FNMA 30YR 4% 06/47#BH4269 |
|
4 979 |
0.0 |
5 181 |
| FNMA 30YR 4% 07/45 #AZ1783 |
|
13 210 |
0.0 |
13 753 |
| FNMA 30YR 4% 07/46#BC6148 |
|
9 509 |
0.0 |
9 904 |
| FNMA 30YR 4% 09/45#AS5776 |
|
13 657 |
0.0 |
14 219 |
| FNMA 30YR 4% 10/46#BD7599 |
|
11 130 |
0.0 |
11 592 |
| AUST 10Y BOND FUT SEP23 XMU3 |
XMU3
|
-1 163 |
0.0 |
700 000 |
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