Putnam Allstate Advisor

Putnam Diversified Income Subaccount

The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.

Putnam Diversified Income Subaccount

Fund description

The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.

Sales story

Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.

Management team

D. William Kohli (Investing since 1988)
Michael J. Atkin (Investing since 1988)
Michael V. Salm (Investing since 1989)
Paul D. Scanlon, CFA (Investing since 1986)

Daily pricing as of 04/03/20

		with optional enhanced death benefits
Unit Value	$18.513924	$17.935034
Unit Value Change	-0.149951	-0.145337

Lipper ranking ‡ as of 02/29/20

Category: General Bond Funds

	Percentile ranking	Rank/Funds in category
10 yrs.	61%	9/14
1 yr.	61%	21/34
3 yrs.	45%	13/28
5 yrs.	38%	9/23

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Quick facts as of 03/31/20

Fiscal Year End	December
Asset Class	Putnam Allstate Advisor
Subaccount Status	Open to new investors
Number of issues	1501
Turnover (fiscal year end)	987%
Net Assets	$176M
Inception Date	09/15/93

Performance

Performance as of 03/31/20

Annual

Cumulative

Annualized Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	-12.98%	-12.98%	-8.24%	-1.06%	-0.06%	1.74%	3.33%
Standardized	-20.81%	-20.81%	-16.40%	-5.67%	-3.83%	-1.19%	0.72%
With optional enhanced death benefit
Unit Value	-13.01%	-13.01%	-8.38%	-1.21%	-0.21%	1.58%	3.17%
Standardized	-20.84%	-20.84%	-16.53%	-5.82%	-3.99%	-1.36%	0.50%
Actual performance
Unit Value	-12.98%	-12.98%	-8.24%	-1.06%	-0.06%	1.74%	3.06%
Standardized	-20.81%	-20.81%	-16.40%	-5.67%	-3.83%	-1.19%	0.43%
With optional enhanced death benefit
Unit Value	-13.01%	-13.01%	-8.38%	-1.21%	-0.21%	1.58%	2.90%
Standardized	-20.84%	-20.84%	-16.53%	-5.82%	-3.99%	-1.36%	0.23%

Cumulative Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	-12.98%	-12.98%	-8.24%	-3.15%	-0.28%	18.81%	138.52%
Standardized	-20.81%	-20.81%	-16.40%	-16.06%	-17.73%	-11.24%	20.85%
With optional enhanced death benefit
Unit Value	-13.01%	-13.01%	-8.38%	-3.59%	-1.03%	17.02%	129.10%
Standardized	-20.84%	-20.84%	-16.53%	-16.46%	-18.41%	-12.82%	14.05%
Actual performance
Unit Value	-12.98%	-12.98%	-8.24%	-3.15%	-0.28%	18.81%	87.77%
Standardized	-20.81%	-20.81%	-16.40%	-16.06%	-17.73%	-11.24%	9.31%
With optional enhanced death benefit
Unit Value	-13.01%	-13.01%	-8.38%	-3.59%	-1.03%	17.02%	81.90%
Standardized	-20.84%	-20.84%	-16.53%	-16.46%	-18.41%	-12.82%	4.82%

Annual Performance at NAV

2010	2011	2012	2013	2014	2015	2016	2017	2018	2019
11.26%	-4.38%	10.13%	6.47%	-0.91%	-3.56%	4.11%	5.79%	-2.22%	9.84%
With optional enhanced death benefit
11.09%	-4.52%	9.96%	6.30%	-1.06%	-3.71%	3.95%	5.63%	-2.37%	9.68%

Restated performance

Monthly as of 03/31/20
Unit Value	-12.24%
Standardized	-20.13%

YTD as of 04/03/20
Unit Value	-14.20%
Standardized	-21.94%

With optional enhanced death benefit

Monthly as of 03/31/20
Unit Value	-12.25%
Standardized	-20.14%

YTD as of 04/03/20
Unit Value	-14.23%
Standardized	-21.98%

Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.

Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.

Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.

Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.

Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.

These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.

Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.

For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.

Maturity detail includes only cash bonds and cash equivalents.

Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.

Risk Characteristics as of 02/29/20

Avg. Eff. Maturity	6.03
Avg. Eff. Duration	1.29
Avg. Coupon	5.96
Avg. Yield to Maturity	5.04

Alpha (%)	--
Beta	--
R Squared	--
Standard Deviation (3 yrs.)	3.18

Maturity Details

0 to 1 yr.	-25.37%
1 to 5 yrs.	90.19%
5 to 10 yrs.	27.92%
10 to 15 yrs.	3.34%
Over 15 yrs.	3.92%

Quality Ratings

AAA	68.81%
AA	1.24%
A	1.86%
BBB	11.30%
BB	21.66%
B	10.75%
CCC and Below	5.30%
Not Rated	-20.92%

Holdings

Top 10 holdings as of 02/29/20

Fnma Fn30 Tba Umbs 03.5000 03/01/2050	13.63%
Fnma Fn30 Tba Umbs 03.0000 04/01/2050	10.50%
Fnma Fn30 Tba Umbs 04.0000 03/01/2050	9.21%
Fnma Fn30 Tba Umbs 03.0000 03/01/2050	5.51%
Fnma Fn30 Tba Umbs 02.5000 03/01/2050	3.97%
Fnma Fn30 Tba Umbs 05.5000 03/01/2050	1.59%
Gnma Gii30 Tba 04.5000 03/01/2050	1.53%
Gnma Gii30 Tba 04.0000 03/01/2050	1.52%
United Mexican States Usd 05.5500 01/21/2045	1.12%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	1.00%
Top 10 holdings, total:	49.58%

Prior top 10 holdings

Top 10 holdings as of 02/29/20
1: Fnma Fn30 Tba Umbs 03.5000 03/01/2050	13.63%
2: Fnma Fn30 Tba Umbs 03.0000 04/01/2050	10.50%
3: Fnma Fn30 Tba Umbs 04.0000 03/01/2050	9.21%
4: Fnma Fn30 Tba Umbs 03.0000 03/01/2050	5.51%
5: Fnma Fn30 Tba Umbs 02.5000 03/01/2050	3.97%
6: Fnma Fn30 Tba Umbs 05.5000 03/01/2050	1.59%
7: Gnma Gii30 Tba 04.5000 03/01/2050	1.53%
8: Gnma Gii30 Tba 04.0000 03/01/2050	1.52%
9: United Mexican States Usd 05.5500 01/21/2045	1.12%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	1.00%
Holdings represent 49.58% of portfolio

Top 10 holdings as of 01/31/20
1: Fnma Fn30 Tba Umbs 03.5000 03/01/2050	13.33%
2: Fnma Fn30 Tba Umbs 03.0000 02/01/2050	9.78%
3: Fnma Fn30 Tba Umbs 04.0000 02/01/2050	8.99%
4: Fnma Fn30 Tba Umbs 03.0000 03/01/2050	5.86%
5: Fnma Fn30 Tba Umbs 02.5000 02/01/2050	3.86%
6: Fnma Fn30 Tba Umbs 05.5000 02/01/2050	1.55%
7: Gnma Gii30 Tba 04.5000 02/01/2050	1.51%
8: Gnma Gii30 Tba 04.0000 02/01/2050	1.49%
9: United Mexican States Usd 05.5500 01/21/2045	1.09%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.97%
Holdings represent 48.43% of portfolio

Top 10 holdings as of 12/31/19
1: Fnma Fn30 Tba Umbs 03.5000 01/01/2050	13.19%
2: Fnma Fn30 Tba Umbs 03.0000 01/01/2050	9.64%
3: Fnma Fn30 Tba Umbs 04.0000 01/01/2050	8.89%
4: Fnma Fn30 Tba Umbs 03.0000 02/01/2050	5.78%
5: Fnma Fn30 Tba Umbs 02.5000 02/01/2050	3.76%
6: Fnma Fn30 Tba Umbs 05.5000 01/01/2050	1.53%
7: Gnma Gii30 Tba 04.5000 01/01/2050	1.49%
8: Gnma Gii30 Tba 04.0000 01/01/2050	1.47%
9: United Mexican States Usd 05.5500 01/21/2045	1.06%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.95%
Holdings represent 47.76% of portfolio

Top 10 holdings as of 11/30/19
1: Fnma Fn30 Tba Umbs 03.0000 01/01/2050	13.71%
2: Fnma Fn30 Tba Umbs 03.5000 01/01/2050	13.39%
3: Fnma Fn30 Tba Umbs 04.0000 12/01/2049	9.02%
4: Fnma Fn30 Tba Umbs 02.5000 12/01/2049	3.83%
5: Fnma Fn30 Tba Umbs 05.5000 12/01/2049	1.56%
6: Gnma Gii30 Tba 04.5000 12/01/2049	1.51%
7: Gnma Gii30 Tba 04.0000 01/01/2050	1.50%
8: United Mexican States Usd 05.5500 01/21/2045	1.07%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.96%
10: Hellenic Republic Regs 03.0000 02/24/2030	0.72%
Holdings represent 47.27% of portfolio

Full portfolio

FNMA FN30 TBA UMBS 03.5000 03/01/2050	13.63%
FNMA FN30 TBA UMBS 03.0000 03/01/2050	10.01%
FNMA FN30 TBA UMBS 04.0000 03/01/2050	9.21%
FNMA FN30 TBA UMBS 03.0000 04/01/2050	6.00%
FNMA FN30 TBA UMBS 02.5000 03/01/2050	3.97%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.45%
US 2YR NOTE (CBT) JUN20 TUM0	2.97%
FNMA FN30 TBA UMBS 05.5000 03/01/2050	1.59%
GNMA GII30 TBA 04.5000 03/01/2050	1.53%
GNMA GII30 TBA 04.0000 03/01/2050	1.52%
TREASURY BILL 00.0000 04/02/2020	1.28%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.12%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	1.00%
1.75 R ISWP FWD US0003M P 03/18/2030	0.92%
TREASURY BILL 00.0000 03/12/2020	0.81%
1.70 R ISWP FWD US0003M P 03/18/2027	0.73%
REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048	0.73%
US ULTRA BOND CBT JUN20 WNM0	0.71%
TREASURY BILL 00.0000 05/07/2020	0.69%
3.096 R ISWP US0003M P 12/03/2029	0.68%
CAS 2016-C02 1B 13.8768 09/25/2028	0.68%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.67%
STACR 2016-DNA1 B 11.6268 07/25/2028	0.66%
FNR 2019-57 KS IO 04.4233 10/25/2049	0.65%
CWALT 2006-OA10 4A1 01.8168 08/25/2046	0.63%
FNR 2017-32 SA IO 04.5233 05/25/2047	0.63%
IVORY COAST REGS 06.1250 06/15/2033	0.59%
CAS 2015-C03 1M2 06.6268 07/25/2025	0.58%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.57%
ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032	0.56%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.53%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.52%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.52%
GNR 2016-H23 NI IO 02.5513 10/20/2066	0.50%
WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045	0.50%
SPST 2019-7 A 02.3289 09/24/2020	0.49%
SPST 2019-3 A 02.3289 06/24/2020	0.48%
1.40 R ISWP FWD US0003M P 03/18/2022	0.48%
GNR 2019-96 SY IO 04.4530 08/20/2049	0.48%
WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046	0.48%
2.00 R ISWP FWD US0003M P 03/18/2050	0.47%
CAS 2015-C04 1M2 07.3268 04/25/2028	0.47%
SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP	0.46%
GNR 2019-83 SY IO 04.4530 07/20/2049	0.45%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.45%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.45%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.45%
JPMBB 2014-C18 D P/P 144A 04.8169 02/15/2047	0.44%
3.073 R ISWP FWD US0003M P 03/04/2029	0.44%
MRAIT 2020-2 A 01.1500 10/22/2020	0.44%
CAS 2016-C03 2M2 07.5268 10/25/2028	0.43%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.41%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.41%
TREASURY BILL 00.0000 06/18/2020	0.40%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.39%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.39%
3.312 R ISWP US0003M P 11/08/2048	0.38%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.38%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.38%
FHR 4839 WS IO 04.4415 08/15/2056	0.37%
BSCMS 2007-T26 AJ 05.4496 01/12/2045	0.37%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.37%
WFRBS 2012-C7 E P/P 144A 04.8128 06/15/2045	0.37%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.36%
CAS 2016-C03 1B 13.3768 10/25/2028	0.34%
CMLTI 2007-AMC3 A2D 01.9768 03/25/2037	0.33%
CAS 2018-C05 1B1 05.8768 01/25/2031	0.33%
CWALT 2006-OA7 1A1 02.9126 06/25/2046	0.33%
STACR 2015-DNA3 B 10.9768 04/25/2028	0.32%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.32%
GNR 2014-60 SD IO 04.5330 04/20/2044	0.31%
STACR 2016-HQA2 M3 06.7768 11/25/2028	0.31%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.31%
FNR 2018-20 SB IO 04.6233 03/25/2048	0.31%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.31%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.31%
CPTFEMU P 1.7138 R 08/15/37	0.31%
OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029	0.30%
FNR 2015-42 LS IO 04.5733 06/25/2045	0.29%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.29%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.29%
WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046	0.29%
GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047	0.29%
DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030	0.28%
FNR 2019-43 JS IO 04.4233 08/25/2049	0.28%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.28%
WAMU 2005-AR17 A1B3 01.9768 12/25/2045	0.28%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.26%
GNR 2019-152 ES IO 04.4030 12/20/2049	0.26%
TREASURY BILL 00.0000 04/09/2020	0.26%
0.595 R ISWP FWD EUR006M P 02/19/2050	0.26%
GNR 2020-7 SK IO 04.4030 01/20/2050	0.25%
CAS 2017-C03 1B1 06.4768 10/25/2029	0.25%
2.00 R ISWP FWD CDOR03 P 03/18/2025	0.24%
GNR 2017-H16 JI IO 02.5057 08/20/2067	0.24%
STACR 2015-DNA2 B 09.1768 12/25/2027	0.24%
REPUBLIC OF INDONESIA USD 02.8500 02/14/2030	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.24%
MSBAM 2013-C10 D P/P 144A 04.0827 07/15/2046	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.24%
CAS 2017-C02 2B1 07.1268 09/25/2029	0.23%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.23%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.23%
SPST 2020-2 A 00.0000 03/26/2021	0.23%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.23%
SPST 2019-11 A 02.3789 10/24/2020	0.22%
1.688 R ISWP US0003M P 01/31/2030	0.22%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.22%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.22%
GNR 2017-H10 MI IO 01.7602 04/20/2067	0.22%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.22%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.22%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.22%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
IVORY COAST REGS 05.7500 12/31/2032	0.21%
FNR 2016-96 ST IO 04.4733 12/25/2046	0.21%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.21%
NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029	0.21%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.20%
GNR 2018-H05 BI IO 01.6373 02/20/2068	0.20%
CAS 2019-R04 2B1 06.8768 06/25/2039	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
SAMI 2007-AR1 2A1 01.8068 01/25/2037	0.20%
GNR 2017-H08 NI IO 02.0575 03/20/2067	0.20%
SPRINT CORP 07.8750 09/15/2023	0.20%
TRANSDIGM INC. P/P 144A 06.2500 03/15/2026	0.20%
GNR 2016-H09 BI IO 02.8175 04/20/2066	0.19%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.19%
MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
GNR 2018-H03 XI IO 01.5007 02/20/2068	0.19%
JPMCC 2011-C3 F P/P 144A 05.6640 02/15/2046	0.19%
CAS 2016-C01 1B 13.3768 08/25/2028	0.19%
JPMCC 2013-LC11 D 04.1676 04/15/2046	0.18%
FNR 2013-90 SD IO 04.9733 09/25/2043	0.18%
FNR 2018-86 DS IO 04.4733 12/25/2048	0.18%
BCAP 2011-RR3 3A6 03.8634 11/27/2036	0.18%
GNR 2015-H25 AI IO 01.6134 09/20/2065	0.18%
RALI 2006-QO10 A1 01.7868 01/25/2037	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.18%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.18%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.18%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.18%
GNR 2016-H24 JI IO 02.3409 11/20/2066	0.17%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.17%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.17%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.17%
JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046	0.17%
1.698 R ISWP US0003M P 01/28/2030	0.17%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.17%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.17%
GNR 2016-H22 AI IO 02.4740 10/20/2066	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.17%
GNR 2016-H06 DI IO 02.3808 07/20/2065	0.16%
COMM 2013-CR9 D P/P 144A 04.2452 07/10/2045	0.16%
GNR 2018-H05 AI IO 01.3706 02/20/2068	0.16%
VERTIV TLB L+300 04.6550 03/02/2027	0.16%
GNR 2017-H12 QI IO 02.2843 05/20/2067	0.16%
CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047	0.16%
GNR 2017-H09 IO IO 01.8580 04/20/2067	0.16%
JPMBB 2014-C18 E P/P 144A 04.3169 02/15/2047	0.16%
1.40 R ISWP FWD AUDBB6M P 03/18/2030	0.16%
CWALT 2005-38 A3 01.9768 09/25/2035	0.16%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.16%
GNR 2016-H06 CI IO 01.7256 02/20/2066	0.16%
GNR 2016-H10 AI IO 01.9442 04/20/2066	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
SPRINT CORP TLB L+300 04.6250 02/03/2024	0.16%
REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025	0.16%
GNR 2017-H06 BI IO 02.0080 02/20/2067	0.15%
JPMCC 2007-CB20 E P/P 144A 06.2787 02/12/2051	0.15%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.15%
CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050	0.15%
GNR 2017-H02 BI IO 02.4731 01/20/2067	0.15%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.15%
SPLUNK INC CV 01.1250 09/15/2025	0.15%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.15%
GNR 2017-H16 IG IO 02.0698 07/20/2067	0.15%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.15%
FHR 4742 S IO 04.5415 12/15/2047	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.14%
BALTA 2005-8 21A1 03.8289 10/25/2035	0.14%
CWALT 2006-OA7 1A2 02.9931 06/25/2046	0.14%
GNR 2017-H11 DI IO 01.8895 05/20/2067	0.14%
OMIR 2017-1A B1 P/P 144A 07.3768 04/25/2027	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
FHR 4425 IO IO 04.0000 01/15/2045	0.14%
FNR 2013-107 SB IO 04.3233 02/25/2043	0.14%
IVORY COAST REGS 05.2500 03/22/2030	0.14%
WAMU 2005-AR10 1A3 04.1293 09/25/2035	0.14%
GNR 2017-H16 IB IO 02.0613 08/20/2067	0.14%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.14%
FHR 4452 QI IO 04.0000 11/15/2044	0.14%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.14%
GNR 2016-H02 HI IO 01.6166 01/20/2066	0.14%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
UNITED MEXICAN STATES USD 03.2500 04/16/2030	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.13%
CWALT 2006-OA10 3A1 01.8168 08/25/2046	0.13%
GNR 2014-119 SA IO 03.9530 08/20/2044	0.13%
OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048	0.13%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.13%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.13%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.13%
GNR 2015-H23 BI IO 01.7483 09/20/2065	0.13%
SCRT 2019-2 M 04.7500 08/25/2058	0.13%
CWALT 2005-59 1A1 01.9770 11/20/2035	0.13%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.13%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.13%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.13%
FHR 4604 QI IO 03.5000 07/15/2046	0.13%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.13%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.13%
WAMU 2005-AR19 A1C4 02.0268 12/25/2045	0.13%
GNR 2015-H24 AI IO 02.3959 09/20/2065	0.13%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.13%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.12%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.12%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.12%
GNR 2016-H16 EI IO 02.3983 06/20/2066	0.12%
REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048	0.12%
CPTFEMU P 1.71 R 07/15/37	0.12%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.12%
BRAND ENERGY TL L+425 06.0880 06/21/2024	0.12%
CWALT 2005-38 A1 03.5531 09/25/2035	0.12%
STACR 2019-DNA1 M2 04.2768 01/25/2049	0.12%
GSAA 2006-8 2A2 01.8068 05/25/2036	0.12%
MSRR 2010-R4 4B 03.0468 02/26/2037	0.12%
NAVISTAR INTL TLB L+350 05.1600 11/06/2024	0.12%
GNR 2017-H11 TI IO 02.3537 04/20/2067	0.12%
UKRPI P 3.665 R 12/15/28	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
GNR 2016-H03 DI IO 02.0107 12/20/2065	0.12%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.11%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
BMIR 2017-1 B1 P/P 144A 06.3768 10/25/2027	0.11%
DBALT 2006-AR4 A2 01.8168 12/25/2036	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
GNR 2016-H14 AI IO 02.8372 06/20/2066	0.11%
CAS 2018 - C01 1B1 05.1768 07/25/2030	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
FHR 4580 ID IO 03.5000 08/15/2045	0.11%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.11%
GNR 2016-H03 AI IO 01.8206 01/20/2066	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.11%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.11%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.11%
DISH NETWORK CV 03.3750 08/15/2026	0.11%
GNR 2015-H25 EI IO 01.8584 10/20/2065	0.11%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.11%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.11%
UBS GROUP AG REGS 06.8750 12/29/2049	0.11%
HCA INC 05.3750 09/01/2026	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
CAS 2019-R03 1B1 05.7268 09/25/2031	0.10%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CEC ENTERTAINMENT INC L+650 08.1034 08/30/2026	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.10%
CWALT 2006-OA10 2A1 01.8168 08/25/2046	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
ARD FINANCE SA P/P 144A 06.5000 06/30/2027	0.10%
NUANCE COMM CV 01.2500 04/01/2025	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
STACR 2019-DNA2 B2 12.1268 03/25/2049	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.10%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.10%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.10%
GNR 2014-H21 BI IO 01.5402 10/20/2064	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.10%
FHR 3065 DC 14.8845 03/15/2035	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
TREASURY BILL 00.0000 06/11/2020	0.09%
1.70 R ISWP FWD US0003M P 03/18/2025	0.09%
SPST 2019-WL1 A 02.2768 08/25/2052	0.09%
STACR 2019-HQA1 M2 03.9768 02/25/2049	0.09%
2.536 R ISWP FWD US0003M P 12/02/2023	0.09%
COMM 2012-CR3 E P/P 144A 04.7514 10/15/2045	0.09%
LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026	0.09%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.09%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.09%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.09%
GNR 2015-H10 BI IO 02.8653 04/20/2065	0.09%
LIVE NATION CV 02.5000 03/15/2023	0.09%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.09%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.09%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI	0.09%
BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039	0.09%
CCMFC 2006-4A A2 01.8068 11/25/2047	0.09%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.09%
AKAMAI TECH CV 00.1250 05/01/2025	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.09%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.09%
SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
GMAC CAPITAL TRUST I PCT 07.4766	0.09%
GNR 2013-H08 CI IO 01.6489 02/20/2063	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
GNR 2016-H24 CI IO 01.6973 10/20/2066	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CAS 2017-C05 1B1 05.2268 01/25/2030	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.08%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.08%
GNR 2016-H17 KI IO 02.7575 07/20/2066	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.08%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.08%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC	0.08%
STACR 2018-DNA3 B2 09.3768 09/25/2048	0.08%
STACR 2018-HQA2 B2 12.6268 10/25/2048	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
0.90 R ISWP FWD GBL6M P 03/18/2025	0.08%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.08%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
SPRINT CORP 07.2500 09/15/2021	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
FNR 2006-8 HP 18.6019 03/25/2036	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
2.10 R ISWP FWD CDOR03 P 03/18/2030	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.08%
CAS 2020-R01 1B1 04.8768 01/25/2040	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
AKER BP ASA P/P 144A 03.7500 01/15/2030	0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.07%
FHR 4077 IK IO 05.0000 07/15/2042	0.07%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.07%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.07%
JPALT 2007-A2 12A1 01.8268 06/25/2037	0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.07%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.07%
WFMBS 2006-AR5 1A1 04.9256 04/25/2036	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
GSR 2007-OA1 2A3A 01.9368 05/25/2037	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.07%
HCA INC 05.2500 06/15/2026	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.07%
TREASURY BILL 00.0000 06/04/2020	0.07%
CWALT 2006-24CB A13 01.9768 08/25/2036	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.07%
NRG P/P 144A 03.7500 06/15/2024	0.07%
SCOTTS MIRACLE-GRO 04.5000 10/15/2029	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
FHR 4122 TI IO 04.5000 10/15/2042	0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
KRAFT HEINZ FOODS CO 03.0000 06/01/2026	0.07%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
STACR 2019-DNA2 M2 04.0768 03/25/2049	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
FHR 4530 TI IO 04.0000 11/15/2045	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
KRAFT HEINZ FOODS CO 05.0000 07/15/2035	0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.07%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
ASCEND LEARNING TLB L+300 04.6033 07/12/2024	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
DEXCOM INC CV 00.7500 12/01/2023	0.07%
GREIF INC P/P 144A 06.5000 03/01/2027	0.07%
HVMLT 2005-2 1A 02.1668 05/19/2035	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
MWST 2019-1 A 02.4268 06/25/2052	0.07%
ZENDESK INC CV 00.2500 03/15/2023	0.07%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.06%
GNR 2016-H14 IO IO 01.6862 06/20/2066	0.06%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.06%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.06%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
ISTAR INC 04.2500 08/01/2025	0.06%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.06%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.06%
SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.06%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.06%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.06%
REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027	0.06%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CWALT 2007-OH1 A1D 01.8368 04/25/2047	0.06%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
STACR 2019-DNA3 B2 09.7768 07/25/2049	0.06%
UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063	0.06%
WMHE 2007-HE4 1A 01.7968 07/25/2047	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
FNR 2010-35 SG IO 04.7733 04/25/2040	0.06%
GNR 2015-H08 CI IO 01.7989 03/20/2065	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
SPRINT CORP 07.6250 03/01/2026	0.06%
CAS 2015-C03 2M2 06.6268 07/25/2025	0.06%
HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
CAS 2016-C05 2B 12.3768 01/25/2029	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
ELANCO ANIMAL HEALTH 05.6500 08/28/2028	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB	0.06%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.06%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.06%
VALVOLINE INC P/P 144A 04.2500 02/15/2030	0.06%
CAS 2015-C04 2M2 07.1768 04/25/2028	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
FORTIVE CORP CV 00.8750 02/15/2022	0.06%
GNR 2013-129 SN IO 04.5030 09/20/2043	0.06%
GNR 2020-15 CS IO 04.3920 12/02/2021	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
PRICELINE GRO CV 00.9000 09/15/2021	0.06%
SPRINT CORP P/P 144A 07.2500 02/01/2028	0.06%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	0.06%
-0.10 R ISWP FWD CHL6M P 03/18/2030	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
STACR 2018-HQA2 M2 03.9268 10/25/2048	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.05%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.05%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.05%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.05%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.05%
MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030	0.05%
MWST 2018-W1 A 02.4768 11/25/2051	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.05%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.05%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
NRG ENERGY CV 02.7500 06/01/2048	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
RH P/P 144A CV 00.0000 09/15/2024	0.05%
SQUARE INC CV 00.5000 05/15/2023	0.05%
1.00 R ISWP FWD AUDBB6M P 03/18/2025	0.05%
BWAY CORP TLB L+325 05.0840 04/03/2024	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.05%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.05%
SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP	0.05%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.05%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.05%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
ATOTECH TLB1 L+300 04.9446 01/31/2024	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
FHR 4024 PI IO 04.5000 12/15/2041	0.05%
FNR 2007-53 SP 18.2353 06/25/2037	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.05%
MHL 2005-3 M2 02.4218 08/25/2035	0.05%
SM ENERGY CO 06.6250 01/15/2027	0.05%
SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
HUSKY TLB L+300 04.6034 03/28/2025	0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
ON SEMICONDUC CV 01.6250 10/15/2023	0.05%
1.5615 R ISWP US0003M P 02/18/2030	0.05%
2.32 R ISWP FWD US0003M P 02/09/2024	0.05%
ASURION TLB7 L+300 04.6034 11/03/2024	0.05%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
0.352 R ISWP FWD EUR006M P 01/27/2030	0.05%
2.806 R ISWP FWD US0003M P 03/05/2030	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.05%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.05%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.05%
FHR 4403 CI IO 04.0000 10/15/2044	0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
NETFLIX INC 04.8750 04/15/2028	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
UKRPI P 3.34 R 03/15/28	0.05%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.04%
BERRY PLASTICS TLY L+200 03.8985 07/01/2026	0.04%
DOCUSIGN INC CV 00.5000 09/15/2023	0.04%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.04%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.04%
L BRANDS INC 07.5000 06/15/2029	0.04%
MARRIOTT VAC CV 01.5000 09/15/2022	0.04%
UKRPI P 3.4025 R 03/15/28	0.04%
USD/JPY PUT 107.00 20200417 JPMCB	0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.04%
LADDER CAP FINAN P/P 144A 04.2500 02/01/2027	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028	0.04%
STATION CASINOS LLC P/P 144A 04.5000 02/15/2028	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.04%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.04%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
STACR 2019-HQA3 B1 04.6268 09/25/2049	0.04%
TALBOTS TLB L+700 08.6034 11/28/2022	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.04%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.04%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.04%
USD/JPY PUT 107.00 20200413 UBS	0.04%
WERNER TLB L+400 05.6034 07/24/2024	0.04%
WPX ENERGY INC 05.7500 06/01/2026	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
0.245 R ISWP FWD JPL6M P 01/16/2030	0.04%
AG ISSUER LLC P/P 144A 06.2500 03/01/2028	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
FNR 2005-122 SE 17.4064 11/25/2035	0.04%
FNR 2010-140 GS IO 04.3733 07/25/2039	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
WORKDAY INC CV 00.2500 10/01/2022	0.04%
ARBY'S TLB L+275 04.4095 02/02/2025	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.04%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
AUD/USD 04/15/2020 UBS	0.04%
BLACKLINE INC P/P 144A CV 00.1250 08/01/2024	0.04%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
TERRIER MEDIA TLB L+425 05.9898 12/17/2026	0.04%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
II-VI INC CV 00.2500 09/01/2022	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
MICROCHIP TEC CV 01.6250 02/15/2027	0.04%
PETSMART INC TLB L+400 05.6600 03/11/2022	0.04%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
ANTERO RESOURCES 05.3750 11/01/2021	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.04%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
CAD/USD 04/15/2020 SSBT	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
ENCORE CAPITA CV 03.2500 03/15/2022	0.04%
FNR 2008-24 SP 17.3186 02/25/2038	0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.04%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.04%
INPHI CORP CV 00.7500 09/01/2021	0.04%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.04%
1.88 R ISWP FWD US0003M P 12/21/2030	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.04%
DIAMOND SPORTS TLB L+325 04.8800 08/24/2026	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
GOLDEN NUGGET TL L+250 04.0811 10/04/2023	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.04%
1.82 R ISWP NOKOIB6M P 07/01/2029	0.03%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.03%
FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028	0.03%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.03%
MERCER INTL INC USD 06.5000 02/01/2024	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
ORYX TLB L+400 06.0536 05/22/2026	0.03%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
2.55 R ISWP FWD US0003M P 11/20/2039	0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.03%
AUD/USD 04/15/2020 SSBT	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FHR 3249 PS 16.8020 12/15/2036	0.03%
FHR 4546 TI IO 04.0000 12/15/2045	0.03%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
MESSER INDUST TLB L+250 04.4446 03/01/2026	0.03%
ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025	0.03%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.03%
1.10 R ISWP FWD GBL6M P 03/18/2030	0.03%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.03%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
GNR 2015-H26 CI IO 00.4360 08/20/2065	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
SM ENERGY CO 06.1250 11/15/2022	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
UKRPI P 3.385 R 11/15/24	0.03%
0.795 R ISWP FWD GBL6M P 01/13/2024	0.03%
1.39 R ISWP NFIX3MID P 12/17/2024	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
CONMED CORP CV 02.6250 02/01/2024	0.03%
FNR 2005-83 QP 13.1645 11/25/2034	0.03%
GNR 2013-99 VS IO 04.4415 07/16/2043	0.03%
MEG ENERGY CORP P/P 144A 07.1250 02/01/2027	0.03%
NOVELIS CORP P/P 144A 04.7500 01/30/2030	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025	0.03%
SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
CENTENE CORP P/P 144A 05.2500 04/01/2025	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
WIX LTD USD 00.0000 07/01/2023	0.03%
1.36 R ISWP NFIX3MID P 12/18/2024	0.03%
1.3625 R ISWP NFIX3MID P 12/13/2024	0.03%
1.73 R ISWP FWD US0003M P 03/18/2030	0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
JO-ANN STORES 2NDL L+925 10.8789 05/21/2024	0.03%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
PROVINCIA DE BUENOS 35.6835 05/31/2022	0.03%
ROBERTSHAW TL 2L L+800 09.6250 02/28/2026	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.3659 08/14/2024	0.03%
UKRPI P 3.34 R 02/15/28	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
GATES GLOBAL TLB L+275 04.3534 03/31/2024	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
STACR 2018-HQA2 B1 05.8768 10/25/2048	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.03%
ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027	0.03%
FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026	0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.03%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.03%
NEUROCRINE CV 02.2500 05/15/2024	0.03%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.03%
SOLENIS 1STL L+400 05.6132 06/26/2025	0.03%
1.325 R ISWP AUDBB6M P 10/30/2029	0.02%
AES CORP/THE 05.1250 09/01/2027	0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.02%
CAS 2015-C02 2M2 05.6268 05/25/2025	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.02%
COMSTOCK RE INC P/P 144A 07.5000 05/15/2025	0.02%
FHR 4105 HI IO 03.5000 07/15/2041	0.02%
FNS 378 19 IO 05.0000 06/25/2035	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
MERCER INTL INC USD 05.5000 01/15/2026	0.02%
NATIONSTAR MTG P/P 144A 06.0000 01/15/2027	0.02%
REVLON CONS TLB L+350 05.1132 09/07/2023	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
1.638 R ISWP FWD CDOR03 P 09/18/2024	0.02%
8X8 INC CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
FHS 304 C37 IO 03.5000 12/15/2027	0.02%
FNR 2006-62 PS 30.1395 07/25/2036	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.02%
GNR 2019-78 SJ IO 04.4030 06/20/2049	0.02%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.02%
L BRANDS INC 06.7500 07/01/2036	0.02%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
VERTIV TLB L+300 07.7500 11/15/2023	0.02%
WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025	0.02%
1.305 R ISWP AUDBB6M P 10/30/2029	0.02%
1.63 R ISWP FWD CDOR03 P 09/18/2024	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
REALPAGE INC CV 01.5000 11/15/2022	0.02%
SM ENERGY CO 06.7500 09/15/2026	0.02%
TARGA RESOURCES PART 06.5000 07/15/2027	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
SOLENIS 2NDL L+850 10.8314 06/26/2026	0.02%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
TELADOC INC CV 01.3750 05/15/2025	0.02%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.02%
TWILIO INC CV 00.2500 06/01/2023	0.02%
VIAVI SOLUTIO CV 01.0000 03/01/2024	0.02%
2.57 R ISWP FWD US0003M P 02/02/2024	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
HCA INC 03.5000 09/01/2030	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
SEK/USD 03/18/2020 SSBT	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
0.855 R ISWP FWD GBL6M P 01/10/2024	0.02%
CENTENE CORP P/P 144A 05.3750 08/15/2026	0.02%
INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025	0.02%
JO-ANN STORES TL L+500 06.6289 10/16/2023	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
MOOG INC P/P 144A 04.2500 12/15/2027	0.02%
NABORS IND LTD P/P 144A 07.2500 01/15/2026	0.02%
NABORS IND LTD P/P 144A 07.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB	0.02%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BUCKEYE PARTNERS LP 05.8500 11/15/2043	0.02%
BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
FHR 3408 EK 19.1195 04/15/2037	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
IHEARTMEDIA TLB L+300 04.6595 04/29/2026	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
NZD/USD 04/15/2020 JPMCB	0.02%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.02%
BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028	0.02%
GNMA GII30 BP7740 03.5000 11/20/2049	0.02%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
KRONOS TLB L+300 04.7633 11/01/2023	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD	0.02%
CAS 2017-C06 2B1 06.0768 02/25/2030	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.02%
TARGA RESOURCES PART 06.8750 01/15/2029	0.02%
TRONOX INC P/P 144A 06.5000 04/15/2026	0.02%
UKRPI P 3.381 R 11/15/24	0.02%
WPX ENERGY INC 04.5000 01/15/2030	0.02%
1.61 R ISWP CDOR03 P 08/15/2021	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
ALBERTSONS COS P/P 144A 04.8750 02/15/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.02%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.02%
SGD/USD 05/20/2020 JPMCB	0.02%
SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
UKRPI P 3.3875 R 03/15/28	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
0.2475 R ISWP FWD SES3M P 01/25/2022	0.01%
BROOKFIELD RESID P/P 144A 04.8750 02/15/2030	0.01%
GNR 2019-99 KS IO 04.4030 08/20/2049	0.01%
NZD/USD 04/15/2020 CITI	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
RACKSPACE HOSTING INC L+300 04.7632 11/03/2023	0.01%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.01%
UKRPI P 3.42 R 12/15/24	0.01%
1.621 R ISWP CDOR03 P 02/24/2022	0.01%
CAS 2015-C02 1M2 05.6268 05/25/2025	0.01%
FHR 4210 PI IO 03.0000 12/15/2041	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
RINGCENTRAL CV 00.0000 03/15/2023	0.01%
SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025	0.01%
CAS 2017-C07 2B1 06.0768 05/25/2030	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.01%
DIVERSEY TL L+300 04.7767 09/06/2024	0.01%
HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
NRG ENERGY INC 06.6250 01/15/2027	0.01%
NZD/USD 04/15/2020 GSFX	0.01%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.01%
SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC	0.01%
SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
AUD/USD 04/15/2020 BCAP-FX	0.01%
BUCKEYE PARTNERS LP 03.9500 12/01/2026	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
GBP/USD 03/18/2020 SSBT	0.01%
PQ CORP TLB L+225 04.0271 02/08/2025	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027	0.01%
GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023	0.01%
OPTN FN30 3.5 03/05/20 CALL 103.140625 JPMC	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
0.2275 R ISWP FWD SES3M P 01/28/2022	0.01%
1.0475 R ISWP FWD NFIX3MID P 02/04/2022	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
SM ENERGY CO 05.0000 01/15/2024	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
USD/JPY PUT 101.00 20200417 JPMCB	0.01%
0.24 R ISWP FWD SES3M P 01/21/2022	0.01%
1.04 R ISWP FWD NFIX3MID P 02/04/2022	0.01%
CAD/USD 04/15/2020 TDBK	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
EUR/USD 03/18/2020 CITI	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
GBP/USD 03/18/2020 WPAC	0.01%
SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI	0.01%
USD/JPY PUT 101.00 20200413 UBS	0.01%
CAD/USD 04/15/2020 BANKAM	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.01%
EUR/USD 03/18/2020 BCAP-FX	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
PULTEGROUP INC. 07.8750 06/15/2032	0.01%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.01%
SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI	0.01%
SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP	0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.01%
TXU TCEH RIGHTS	0.01%
1.977 R ISWP FWD US0003M P 01/24/2055	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
AUD/USD 04/15/2020 HSBCB	0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
DENBURY RESOURCES P/P 144A 09.2500 03/31/2022	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039	0.00%
EUR/USD PUT 1.086 20200331 HSBCB	0.00%
FSPC T-57 1AX IO 00.3746 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
SEK/USD 03/18/2020 BANKAM	0.00%
SEK/USD 03/18/2020 GSFX	0.00%
SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS	0.00%
0.207 R ISWP FWD EUR006M P 06/06/2054	0.00%
CAD/USD 04/15/2020 RBSF	0.00%
CAD/USD 04/15/2020 WPAC	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
SEK/USD 03/18/2020 TDBK	0.00%
SEK/USD 03/18/2020 UBS	0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	0.00%
SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS	0.00%
SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD	0.00%
-0.4047 R ISWP EUR006M P 10/11/2024	0.00%
CAD/USD 04/15/2020 JPMCB	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CNH/USD 05/20/2020 BANKAM	0.00%
CNH/USD 05/20/2020 GSFX	0.00%
CSMC 2006-C5 AX IO 01.0922 12/15/2039	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.00%
HKD/USD 05/20/2020 HSBCB	0.00%
HKD/USD 05/20/2020 SSBT	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
MWO HOLDINGS LLC	0.00%
SEK/USD 03/18/2020 BCAP-FX	0.00%
SEK/USD 03/18/2020 RBSF	0.00%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.00%
SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA	0.00%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.00%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.00%
0.07 R ISWP SES3M P 03/02/2022	0.00%
ADVANZ PHARMA CORP LTD SEDOL BG0RYR7	0.00%
CAD/USD 04/15/2020 HSBCB	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
FRAC TECH INTL TLB L+475 06.3534 04/16/2021	0.00%
GBP/USD CALL 1.335 20200402 BCAP-FX	0.00%
GBP/USD CALL 1.335 20200407 CITI	0.00%
GBP/USD CALL 1.335 20200407 UBS	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
HKD/USD 05/20/2020 BANKAM	0.00%
HKD/USD 05/20/2020 TDBK	0.00%
HKD/USD 05/20/2020 UBS	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
JPY/USD 05/20/2020 HSBCB	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
SEK/USD 03/18/2020 HSBCB	0.00%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.00%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.00%
-0.765 R ISWP CHL6M P 09/13/2024	0.00%
1.692 R ISWP FWD AUDBB6M P 01/30/2035	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CHF/USD 03/18/2020 JPMCB	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/NOK PUT 9.60 20200406 GSFX	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049	0.00%
NZD/USD 04/15/2020 BCAP-FX	0.00%
OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC	0.00%
OPTN FN30 3.5 03/05/20 PUT 103.140625 JPMC	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP	0.00%
SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI	0.00%
SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
TWD/USD 05/20/2020 BANKAM	0.00%
1.4925 R ISWP CDOR03 P 08/15/2029	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CZK/USD 03/18/2020 BANKAM	-0.00%
JPY/USD 05/20/2020 JPMCB	-0.00%
JPY/USD 05/20/2020 UBS	-0.00%
SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA	-0.00%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
MXN/USD 04/15/2020 CITI	-0.00%
SEK/USD 03/18/2020 JPMCB	-0.00%
0.3125 R ISWP SES3M P 03/02/2030	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
MXN/USD 04/15/2020 UBS	-0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	-0.00%
SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
JPY/USD 05/20/2020 BANKAM	-0.00%
JPY/USD 05/20/2020 GSFX	-0.00%
NOK/USD 03/18/2020 SSBT	-0.00%
SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS	-0.00%
SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP	-0.00%
SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP	-0.00%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.00%
AUD/USD 04/15/2020 CSI-FX	-0.00%
AUD/USD 04/15/2020 GSFX	-0.00%
AUD/USD 04/15/2020 RBSF	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
MXN/USD 04/15/2020 BANKAM	-0.00%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.00%
SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP	-0.00%
0.585 R ISWP FWD AUDBB3M P 02/03/2022	-0.01%
0.5875 R ISWP FWD AUDBB3M P 02/03/2022	-0.01%
1.6875 R ISWP CDOR03 P 10/09/2029	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.01%
NZD/USD 04/15/2020 BANKAM	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
1.60 R ISWP CDOR03 P 02/24/2030	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
JPY/USD 05/20/2020 SSBT	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
NZD/USD 04/15/2020 RBSF	-0.01%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.01%
SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC	-0.01%
TWD/USD 05/20/2020 GSFX	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
NZD/USD 04/15/2020 WPAC	-0.01%
SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP	-0.01%
SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS	-0.01%
2.032 R ISWP US0003M P 01/16/2055	-0.01%
AUD/USD 04/15/2020 BANKAM	-0.01%
AUD/USD 04/15/2020 JPMCB	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML	-0.01%
EUR/USD CALL 1.1122 20200331 HSBCB	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
0.80 R ISWP AUDBB3M P 10/30/2021	-0.01%
CPURNSA R 1.703 P 11/29/24	-0.01%
EUR/USD 03/18/2020 SSBT	-0.01%
SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI	-0.01%
SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD	-0.01%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	-0.01%
0.81 R ISWP AUDBB3M P 10/30/2021	-0.01%
1.805 R ISWP FWD NOKOIB3M P 01/21/2022	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
0.233 R ISWP FWD EUR006M P 02/19/2050	-0.01%
1.73 R ISWP FWD NIBOR3M P 01/28/2022	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
NOK/USD 03/18/2020 RBSF	-0.01%
SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB	-0.01%
SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.02%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.02%
CPURNSA R 1.7625 P 12/10/24	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.02%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.02%
SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS	-0.02%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.02%
SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP	-0.02%
-0.40 R ISWP FWD CHL6M P 03/18/2025	-0.02%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
0.965 R ISWP FWD GBL6M P 01/10/2026	-0.02%
1.75 R ISWP FWD NFIX3MID P 03/18/2030	-0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.02%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.02%
1.4735 R ISWP US0003M P 02/18/2022	-0.02%
NZD/USD 04/15/2020 SSBT	-0.02%
CPURNSA R 1.71 P 11/21/24	-0.03%
NZD/USD 04/15/2020 UBS	-0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.03%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.03%
1.8075 R ISWP FWD NOKOIB3M P 01/25/2022	-0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.03%
SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP	-0.03%
1.735 R ISWP NOKOIB6M P 07/01/2024	-0.03%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.03%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.03%
EUR/USD 03/18/2020 JPMCB	-0.03%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.03%
NOK/USD 03/18/2020 GSFX	-0.03%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.03%
SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS	-0.03%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.03%
USD/JPY PUT 104.00 20200413 UBS	-0.03%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.03%
SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB	-0.03%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.04%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.04%
USD/JPY PUT 104.00 20200417 JPMCB	-0.04%
1.58 R ISWP FWD US0003M P 03/18/2025	-0.04%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.04%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
0.926 R ISWP FWD GBL6M P 01/15/2026	-0.04%
CPTFEMU R 1.4 P 07/15/27	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.04%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.04%
0.65 R ISWP FWD SES3M P 03/18/2030	-0.04%
1.425 R ISWP FWD US0003M P 09/18/2024	-0.05%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.05%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	-0.05%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.05%
1.43125 R ISWP FWD US0003M P 09/18/2024	-0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.05%
0.565 R ISWP FWD JPL6M P 01/16/2040	-0.05%
SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB	-0.05%
1.626 R ISWP FWD US0003M P 09/12/2052	-0.05%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.05%
0.49 R ISWP FWD EUR006M P 08/08/2054	-0.05%
1.744 R ISWP US0003M P 01/08/2030	-0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.06%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.06%
1.632 R ISWP US0003M P 12/17/2024	-0.06%
1.6445 R ISWP US0003M P 12/13/2024	-0.06%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.06%
1.6815 R ISWP US0003M P 12/18/2024	-0.06%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.06%
1.95 R ISWP FWD NOKOIB6M P 03/18/2025	-0.06%
2.00 R ISWP FWD NOKOIB6M P 03/18/2030	-0.07%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.07%
-0.10 R ISWP FWD EUR006M P 03/18/2025	-0.07%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.07%
0.35 R ISWP FWD SES3M P 03/18/2025	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.07%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.07%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.08%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.08%
1.771 R ISWP US0003M P 01/16/2030	-0.08%
1.8315 R ISWP FWD US0003M P 01/27/2030	-0.08%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.08%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.08%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.08%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.09%
CPTFEMU R 1.4375 P 09/15/23	-0.09%
CPTFEMU R 1.4413 P 09/15/23	-0.09%
CPTFEMU R 1.4425 P 09/15/23	-0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
CPTFEMU R 1.4438 P 09/15/23	-0.09%
2.6785 R ISWP US0003M P 02/13/2029	-0.09%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.09%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.09%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.10%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.10%
1.40 R ISWP FWD NFIX3MID P 03/18/2025	-0.10%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.10%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.10%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.10%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.10%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.10%
CPTFEMU R 1.4275 P 08/15/27	-0.10%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.10%
1.4765 R ISWP US0003M P 02/18/2030	-0.11%
1.748 R ISWP FWD US0003M P 01/31/2030	-0.11%
SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP	-0.11%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.13%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.13%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.14%
1.7505 R ISWP FWD US0003M P 01/31/2030	-0.14%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.14%
1.755 R ISWP US0003M P 01/23/2030	-0.14%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.14%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.14%
0.20 R ISWP FWD EUR006M P 03/18/2030	-0.15%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
UKRPI R 3.4425 P 07/15/49	-0.15%
SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI	-0.18%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.18%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.19%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.19%
1.50 R ISWP US0003M P 09/30/2024	-0.20%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.20%
1.53 R ISWP US0003M P 10/01/2024	-0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.22%
2.715 R ISWP US0003M P 03/02/2030	-0.22%
2.7225 R ISWP US0003M P 02/20/2030	-0.22%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.26%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.28%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.29%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.31%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.32%
1.98 R ISWP FWD US0003M P 03/18/2050	-0.32%
SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP	-0.33%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.36%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.36%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.44%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.44%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.44%
1.80 R ISWP FWD US0003M P 03/18/2030	-0.69%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.78%
1.60 R ISWP FWD US0003M P 03/18/2022	-1.18%
1.625 R ISWP FWD US0003M P 03/18/2025	-1.23%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.19%
EURO-SCHATZ FUT MAR20 DUH0	-2.29%
US 5YR NOTE (CBT) JUN20 FVM0	-3.70%

FNMA FN30 TBA UMBS 03.0000 02/01/2050	15.65%
FNMA FN30 TBA UMBS 03.5000 02/01/2050	13.33%
FNMA FN30 TBA UMBS 04.0000 02/01/2050	8.99%
FNMA FN30 TBA UMBS 02.5000 02/01/2050	3.86%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.42%
US 2YR NOTE (CBT) MAR20 TUH0	3.31%
FNMA FN30 TBA UMBS 05.5000 02/01/2050	1.55%
GNMA GII30 TBA 04.5000 02/01/2050	1.51%
GNMA GII30 TBA 04.0000 02/01/2050	1.49%
TREASURY BILL 00.0000 04/02/2020	1.26%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.09%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.96%
TREASURY BILL 00.0000 03/12/2020	0.79%
REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048	0.73%
1.70 R ISWP FWD US0003M P 03/18/2027	0.69%
TREASURY BILL 00.0000 05/07/2020	0.68%
CAS 2016-C02 1B 13.9109 09/25/2028	0.67%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.66%
STACR 2016-DNA1 B 11.6609 07/25/2028	0.65%
US ULTRA BOND CBT MAR20 WNH0	0.65%
FNR 2019-57 KS IO 04.3891 10/25/2049	0.64%
CWALT 2006-OA10 4A1 01.8509 08/25/2046	0.63%
FNR 2017-32 SA IO 04.4891 05/25/2047	0.61%
CAS 2015-C03 1M2 06.6609 07/25/2025	0.58%
IVORY COAST REGS 06.1250 06/15/2033	0.58%
ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032	0.58%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.56%
3.096 R ISWP US0003M P 12/03/2029	0.54%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.52%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.51%
CAS 2016-C03 2M2 07.5609 10/25/2028	0.50%
GNR 2016-H23 NI IO 02.4688 10/20/2066	0.49%
WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045	0.49%
GNR 2019-96 SY IO 04.4423 08/20/2049	0.48%
SPST 2019-7 A 02.3594 09/24/2020	0.48%
SPST 2019-3 A 02.3594 06/24/2020	0.48%
CAS 2015-C04 1M2 07.3609 04/25/2028	0.47%
WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046	0.47%
GNR 2019-83 SY IO 04.4423 07/20/2049	0.46%
JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047	0.46%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.42%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.41%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.40%
TREASURY BILL 00.0000 06/18/2020	0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
1.75 R ISWP FWD US0003M P 03/18/2030	0.38%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.38%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.37%
BSCMS 2007-T26 AJ 05.5613 01/12/2045	0.36%
WFRBS 2012-C7 E P/P 144A 04.9675 06/15/2045	0.36%
FHR 4839 WS IO 04.4238 08/15/2056	0.36%
3.073 R ISWP FWD US0003M P 03/04/2029	0.34%
CAS 2016-C03 1B 13.4109 10/25/2028	0.34%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.33%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.33%
CAS 2018-C05 1B1 05.9109 01/25/2031	0.33%
CMLTI 2007-AMC3 A2D 02.0109 03/25/2037	0.33%
CWALT 2006-OA7 1A1 02.9563 06/25/2046	0.33%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.33%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.32%
STACR 2015-DNA3 B 11.0109 04/25/2028	0.32%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.32%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
STACR 2016-HQA2 M3 06.8109 11/25/2028	0.31%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029	0.30%
GNR 2014-60 SD IO 04.5223 04/20/2044	0.30%
FNR 2018-20 SB IO 04.5891 03/25/2048	0.29%
3.312 R ISWP US0003M P 11/08/2048	0.29%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.29%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.28%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
WAMU 2005-AR17 A1B3 02.0109 12/25/2045	0.28%
WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046	0.28%
DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030	0.28%
GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047	0.28%
FNR 2015-42 LS IO 04.5391 06/25/2045	0.28%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.28%
FNR 2019-43 JS IO 04.3891 08/25/2049	0.27%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.26%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.26%
TREASURY BILL 00.0000 04/09/2020	0.25%
CAS 2017-C03 1B1 06.5109 10/25/2029	0.24%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.24%
STACR 2015-DNA2 B 09.2109 12/25/2027	0.24%
GNR 2017-H16 JI IO 02.6359 08/20/2067	0.24%
REPUBLIC OF INDONESIA USD 02.8500 02/14/2030	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.23%
SERVICE CORP INTL 05.3750 05/15/2024	0.23%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.23%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.23%
CAS 2017-C02 2B1 07.1609 09/25/2029	0.23%
MSBAM 2013-C10 D P/P 144A 04.2172 07/15/2046	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.23%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.23%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.22%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.22%
SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP	0.22%
SPST 2019-11 A 02.4094 10/24/2020	0.22%
CPTFEMU P 1.7138 R 08/15/37	0.22%
IVORY COAST REGS 05.7500 12/31/2032	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.21%
GNR 2017-H10 MI IO 01.7981 04/20/2067	0.21%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.21%
GNR 2018-H05 BI IO 01.7633 02/20/2068	0.21%
CAS 2019-R04 2B1 06.9109 06/25/2039	0.20%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.20%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.20%
NHLT 2019-2A M4 05.6822 11/26/2029	0.20%
2.00 R ISWP FWD CDOR03 P 03/18/2025	0.20%
2.00 R ISWP FWD US0003M P 03/18/2050	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
GNR 2017-H08 NI IO 02.1671 03/20/2067	0.20%
TRANSDIGM INC. P/P 144A 06.2500 03/15/2026	0.20%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
FNR 2016-96 ST IO 04.4391 12/25/2046	0.19%
GNR 2016-H09 BI IO 02.7356 04/20/2066	0.19%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.19%
MSBAM 2013-C11 D P/P 144A 04.4985 08/15/2046	0.19%
CAS 2016-C01 1B 13.4109 08/25/2028	0.18%
JPMCC 2011-C3 F P/P 144A 05.8528 02/15/2046	0.18%
GNR 2018-H03 XI IO 02.0604 02/20/2068	0.18%
RALI 2006-QO10 A1 01.8209 01/25/2037	0.18%
BCAP 2011-RR3 3A6 03.8840 11/27/2036	0.18%
JPMCC 2013-LC11 D 04.3066 04/15/2046	0.18%
FNR 2018-86 DS IO 04.4391 12/25/2048	0.18%
FNR 2013-90 SD IO 04.9391 09/25/2043	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
GNR 2015-H25 AI IO 01.6409 09/20/2065	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.17%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.17%
SPRINT CORP 07.8750 09/15/2023	0.17%
SAMI 2007-AR1 2A1 01.8409 01/25/2037	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.17%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.17%
GNR 2016-H24 JI IO 02.2624 11/20/2066	0.17%
JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046	0.17%
GNR 2018-H05 AI IO 01.8834 02/20/2068	0.16%
GNR 2016-H06 DI IO 02.3040 07/20/2065	0.16%
GNR 2016-H22 AI IO 02.3930 10/20/2066	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.16%
COMM 2013-CR9 D P/P 144A 04.3869 07/10/2045	0.16%
JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047	0.16%
JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047	0.16%
GNR 2017-H12 QI IO 02.3143 05/20/2067	0.16%
CWALT 2005-38 A3 02.0109 09/25/2035	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
GNR 2016-H06 CI IO 01.7974 02/20/2066	0.16%
GNR 2017-H09 IO IO 01.8606 04/20/2067	0.16%
GNR 2016-H10 AI IO 02.1886 04/20/2066	0.15%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.15%
FHR 4742 S IO 04.5238 12/15/2047	0.15%
REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025	0.15%
FHR 4425 IO IO 04.0000 01/15/2045	0.15%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.15%
SPRINT CORP TLB L+300 04.6875 02/03/2024	0.15%
FHR 4604 QI IO 03.5000 07/15/2046	0.15%
GNR 2017-H06 BI IO 02.2796 02/20/2067	0.15%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.14%
CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050	0.14%
GNR 2017-H02 BI IO 01.8037 01/20/2067	0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.14%
CWALT 2006-OA7 1A2 03.0853 06/25/2046	0.14%
FHR 4452 QI IO 04.0000 11/15/2044	0.14%
GNR 2017-H16 IG IO 02.1079 07/20/2067	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
BALTA 2005-8 21A1 04.0553 10/25/2035	0.14%
0.595 R ISWP FWD EUR006M P 02/19/2050	0.14%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.14%
GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039	0.14%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.14%
IVORY COAST REGS 05.2500 03/22/2030	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048	0.14%
OMIR 2017-1A B1 P/P 144A 07.4109 04/25/2027	0.14%
WAMU 2005-AR10 1A3 04.1314 09/25/2035	0.14%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.14%
SPLUNK INC CV 01.1250 09/15/2025	0.14%
SPST 2019-WL1 A 02.3109 08/25/2052	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.14%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.14%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.14%
GNR 2017-H11 DI IO 01.8980 05/20/2067	0.13%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.13%
CWALT 2006-OA10 3A1 01.8509 08/25/2046	0.13%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.13%
GNR 2017-H16 IB IO 02.0969 08/20/2067	0.13%
FNR 2013-107 SB IO 04.2891 02/25/2043	0.13%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.13%
UNITED MEXICAN STATES USD 03.2500 04/16/2030	0.13%
GNR 2016-H02 HI IO 02.2414 01/20/2066	0.13%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.13%
CWALT 2005-59 1A1 01.9844 11/20/2035	0.13%
SCRT 2019-2 M 04.7500 08/25/2058	0.13%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.13%
GNR 2015-H23 BI IO 01.7731 09/20/2065	0.13%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.13%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.13%
GNR 2014-119 SA IO 03.9423 08/20/2044	0.13%
WAMU 2005-AR19 A1C4 02.0609 12/25/2045	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.12%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.12%
BRAND ENERGY TL L+425 06.0880 06/21/2024	0.12%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.12%
FHR 4580 ID IO 03.5000 08/15/2045	0.12%
GNR 2015-H24 AI IO 02.3319 09/20/2065	0.12%
REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048	0.12%
STACR 2019-DNA1 M2 04.3109 01/25/2049	0.12%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.12%
GNR 2016-H16 EI IO 02.3987 06/20/2066	0.12%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.12%
NAVISTAR INTL TLB L+350 05.1700 11/06/2024	0.12%
CWALT 2005-38 A1 03.6453 09/25/2035	0.12%
GSAA 2006-8 2A2 01.8409 05/25/2036	0.12%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.12%
MSRR 2010-R4 4B 02.4303 02/26/2037	0.12%
GNR 2017-H11 TI IO 02.3656 04/20/2067	0.12%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.12%
GNR 2016-H03 DI IO 02.0116 12/20/2065	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.12%
DBALT 2006-AR4 A2 01.8509 12/25/2036	0.11%
COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.11%
BMIR 2017-1 B1 P/P 144A 06.4109 10/25/2027	0.11%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.11%
GNR 2016-H14 AI IO 02.7595 06/20/2066	0.11%
CAS 2018 - C01 1B1 05.2109 07/25/2030	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.11%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.11%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.11%
UKRPI P 3.665 R 12/15/28	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
UBS GROUP AG REGS 06.8750 12/29/2049	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.11%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.10%
GNR 2015-H25 EI IO 01.8835 10/20/2065	0.10%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CWALT 2006-OA10 2A1 01.8509 08/25/2046	0.10%
GNR 2016-H03 AI IO 02.2731 01/20/2066	0.10%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.10%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
CAS 2019-R03 1B1 05.7609 09/25/2031	0.10%
CEC ENTERTAINMENT INC L+650 08.1453 08/30/2026	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.10%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
PRICELINE GRO CV 00.9000 09/15/2021	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
ON SEMICONDUC CV 01.6250 10/15/2023	0.10%
STACR 2019-DNA2 B2 12.1609 03/25/2049	0.10%
ARD FINANCE SA P/P 144A 06.5000 06/30/2027	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.10%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
0.90 R ISWP FWD GBL6M P 03/18/2025	0.09%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.09%
GNR 2014-H21 BI IO 01.5683 10/20/2064	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.09%
1.70 R ISWP FWD US0003M P 03/18/2025	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
FHR 3065 DC 14.8313 03/15/2035	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
LIVE NATION CV 02.5000 03/15/2023	0.09%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.09%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.09%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.09%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.09%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
TREASURY BILL 00.0000 06/11/2020	0.09%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.09%
COMM 2012-CR3 E P/P 144A 04.9099 10/15/2045	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.09%
GMAC CAPITAL TRUST I PCT 07.6948	0.09%
GNR 2015-H10 BI IO 02.7825 04/20/2065	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
AKAMAI TECH CV 00.1250 05/01/2025	0.09%
CCMFC 2006-4A A2 01.8409 11/25/2047	0.09%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SPRINT CORP P/P 144A 07.2500 02/01/2028	0.09%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.09%
BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039	0.09%
CPTFEMU P 1.71 R 07/15/37	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.08%
GNR 2016-H24 CI IO 01.7244 10/20/2066	0.08%
GNR 2013-H08 CI IO 01.6706 02/20/2063	0.08%
SPRINT CORP 07.2500 09/15/2021	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
FHR 4077 IK IO 05.0000 07/15/2042	0.08%
GNR 2016-H17 KI IO 02.6781 07/20/2066	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
STACR 2018-DNA3 B2 09.4109 09/25/2048	0.08%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
CAS 2017-C05 1B1 05.2609 01/25/2030	0.08%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063	0.08%
1.688 R ISWP US0003M P 01/31/2030	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
STACR 2018-HQA2 B2 12.6609 10/25/2048	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
DEXCOM INC CV 00.7500 12/01/2023	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.08%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.08%
FNR 2006-8 HP 18.4768 03/25/2036	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
CAS 2020-R01 1B1 04.9421 01/25/2040	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.08%
JPALT 2007-A2 12A1 01.8609 06/25/2037	0.08%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.07%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042	0.07%
CWALT 2006-24CB A13 02.0109 08/25/2036	0.07%
GNMA GII30 BP6877 05.0000 08/20/2049	0.07%
GSR 2007-OA1 2A3A 01.9709 05/25/2037	0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
WFMBS 2006-AR5 1A1 05.1539 04/25/2036	0.07%
AKER BP ASA P/P 144A 03.7500 01/15/2030	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.07%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.07%
FHR 4122 TI IO 04.5000 10/15/2042	0.07%
FHR 4530 TI IO 04.0000 11/15/2045	0.07%
HCA INC 05.2500 06/15/2026	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.07%
STACR 2019-DNA2 M2 04.1109 03/25/2049	0.07%
TREASURY BILL 00.0000 06/04/2020	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
NRG P/P 144A 03.7500 06/15/2024	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.07%
ZENDESK INC CV 00.2500 03/15/2023	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
2.536 R ISWP FWD US0003M P 12/02/2023	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
HVMLT 2005-2 1A 02.1744 05/19/2035	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
ASCEND LEARNING TLB L+300 04.6453 07/12/2024	0.06%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.06%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
MWST 2019-1 A 02.4609 06/25/2052	0.06%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.06%
GNR 2016-H14 IO IO 01.7111 06/20/2066	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.06%
1.698 R ISWP US0003M P 01/28/2030	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
ISTAR INC 04.2500 08/01/2025	0.06%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CWALT 2007-OH1 A1D 01.8709 04/25/2047	0.06%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.06%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.06%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.06%
INPHI CORP CV 00.7500 09/01/2021	0.06%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
VERTIV TLB L+400 05.6453 11/15/2023	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.06%
1.40 R ISWP FWD AUDBB6M P 03/18/2030	0.06%
CAS 2015-C03 2M2 06.6609 07/25/2025	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
GNR 2015-H08 CI IO 01.8267 03/20/2065	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
WMHE 2007-HE4 1A 01.8309 07/25/2047	0.06%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
CAS 2015-C04 2M2 07.2109 04/25/2028	0.06%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
CAS 2016-C05 2B 12.4109 01/25/2029	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
FNR 2010-35 SG IO 04.7391 04/25/2040	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
RH P/P 144A CV 00.0000 09/15/2024	0.06%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.06%
MICROCHIP TEC CV 01.6250 02/15/2027	0.06%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.06%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
FHR 4024 PI IO 04.5000 12/15/2041	0.05%
GNR 2013-129 SN IO 04.4923 09/20/2043	0.05%
HCA INC 05.3750 09/01/2026	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
MWST 2018-W1 A 02.5109 11/25/2051	0.05%
NRG ENERGY CV 02.7500 06/01/2048	0.05%
STACR 2018-HQA2 M2 03.9609 10/25/2048	0.05%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
BWAY CORP TLB L+325 05.0840 04/03/2024	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.05%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.05%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.05%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
VIAVI SOLUTIO CV 01.0000 03/01/2024	0.05%
1.58 R ISWP FWD US0003M P 03/18/2025	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
ATOTECH TLB1 L+300 04.9446 01/31/2024	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
COMSTOCK RE INC P/P 144A 07.5000 05/15/2025	0.05%
DOCUSIGN INC CV 00.5000 09/15/2023	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.05%
GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
HCA INC 05.0000 03/15/2024	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
FHR 4403 CI IO 04.0000 10/15/2044	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
MHL 2005-3 M2 02.4559 08/25/2035	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO5417 05.0000 06/20/2049	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
HUSKY TLB L+300 04.6453 03/28/2025	0.05%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.05%
SQUARE INC CV 00.5000 05/15/2023	0.05%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.05%
ASURION TLB7 L+300 04.6453 11/03/2024	0.05%
FNR 2007-53 SP 18.1101 06/25/2037	0.05%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.05%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.05%
ANTERO RESOURCES 05.3750 11/01/2021	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
NETFLIX INC 04.8750 04/15/2028	0.05%
OPTN FN30 3.0 02/05/20 CALL 101.703125 JPMC	0.05%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
TELADOC INC CV 01.3750 05/15/2025	0.05%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
BERRY PLASTICS TLY L+200 03.8985 07/01/2026	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
GNMA GII30 BL2894 05.0000 04/20/2049	0.04%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.04%
L BRANDS INC 07.5000 06/15/2029	0.04%
LADDER CAP FINAN P/P 144A 04.2500 02/01/2027	0.04%
PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028	0.04%
STATION CASINOS LLC P/P 144A 04.5000 02/15/2028	0.04%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.04%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.04%
WPX ENERGY INC 05.7500 06/01/2026	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
TALBOTS TLB L+700 08.6453 11/28/2022	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
WERNER TLB L+400 05.6453 07/24/2024	0.04%
WORKDAY INC CV 00.2500 10/01/2022	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
ARBY'S TLB L+275 04.3842 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
FNR 2005-122 SE 17.2869 11/25/2035	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.04%
IHEARTMEDIA TL L+400 05.6550 05/01/2026	0.04%
NEUROCRINE CV 02.2500 05/15/2024	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
EQUINIX INC 05.3750 05/15/2027	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
FNR 2010-140 GS IO 04.3391 07/25/2039	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.04%
TERRIER MEDIA TLB L+425 05.9898 12/17/2026	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
DIAMOND SPORTS TLB L+325 04.9100 08/24/2026	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
PETSMART INC TLB L+400 05.6700 03/11/2022	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
GW B-CR SECURITY P/P 144A 09.5000 11/01/2027	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.04%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.04%
UKRPI P 3.4025 R 03/15/28	0.04%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
FNR 2008-24 SP 17.1934 02/25/2038	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
GOLDEN NUGGET TL L+275 04.4010 10/04/2023	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
RINGCENTRAL CV 00.0000 03/15/2023	0.04%
SM ENERGY CO 06.1250 11/15/2022	0.04%
SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.04%
2.806 R ISWP FWD US0003M P 03/05/2030	0.03%
CIT GROUP INC. 05.2500 03/07/2025	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
ENCORE CAPITA CV 03.2500 03/15/2022	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
2.32 R ISWP FWD US0003M P 02/09/2024	0.03%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
MESSER INDUST TLB L+250 04.4446 03/01/2026	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025	0.03%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
UKRPI P 3.34 R 03/15/28	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
CONMED CORP CV 02.6250 02/01/2024	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FHR 3249 PS 16.7434 12/15/2036	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
MEG ENERGY CORP P/P 144A 07.1250 02/01/2027	0.03%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.03%
PROVINCIA DE BUENOS 43.0213 05/31/2022	0.03%
SPRINT CORP 07.6250 03/01/2026	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
USD/JPY PUT 107.00 20200417 JPMCB	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.03%
GNR 2015-H26 CI IO 00.3555 08/20/2065	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
NOVELIS CORP P/P 144A 04.7500 01/30/2030	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
STACR 2019-HQA1 M2 04.0109 02/25/2049	0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
CENTENE CORP P/P 144A 05.2500 04/01/2025	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
FNR 2005-83 QP 13.0757 11/25/2034	0.03%
GNR 2013-99 VS IO 04.4304 07/16/2043	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
USD/JPY PUT 107.00 20200413 UBS	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
1.00 R ISWP FWD AUDBB6M P 03/18/2025	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026	0.03%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
ROBERTSHAW TL 2L L+800 09.6875 02/28/2026	0.03%
SESI LLC 07.1250 12/15/2021	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
REVLON CONS TLB L+350 05.4086 09/07/2023	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.3953 08/14/2024	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
GATES GLOBAL TLB L+275 04.3953 03/31/2024	0.03%
GNMA GII30 BO6603 05.0000 07/20/2049	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
JO-ANN STORES 2NDL L+925 10.9095 05/21/2024	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
STACR 2018-HQA2 B1 05.9109 10/25/2048	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
BUCKEYE PARTNERS LP 03.9500 12/01/2026	0.03%
CAS 2015-C02 2M2 05.6609 05/25/2025	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.03%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.03%
SM ENERGY CO 06.7500 09/15/2026	0.03%
SOLENIS 1STL L+400 05.9086 06/26/2025	0.03%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.03%
UKRPI P 3.385 R 11/15/24	0.03%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.02%
AES CORP/THE 05.1250 09/01/2027	0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
FHR 4105 HI IO 03.5000 07/15/2041	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
FHS 304 C37 IO 03.5000 12/15/2027	0.02%
FIVE9 INC CV 00.1250 05/01/2023	0.02%
FNR 2006-62 PS 29.9347 07/25/2036	0.02%
GNR 2019-78 SJ IO 04.3923 06/20/2049	0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.02%
NATIONSTAR MTG P/P 144A 06.0000 01/15/2027	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.02%
SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TWILIO INC CV 00.2500 06/01/2023	0.02%
0.352 R ISWP FWD EUR006M P 01/27/2030	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037	0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
L BRANDS INC 06.7500 07/01/2036	0.02%
REFINITIV TLB L+325 04.8953 10/01/2025	0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.02%
TARGA RESOURCES PART 06.5000 07/15/2027	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
SEK/USD 03/18/2020 SSBT	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
SOLENIS 2NDL L+850 10.8314 06/26/2026	0.02%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
BLACKLINE INC P/P 144A CV 00.1250 08/01/2024	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
NABORS IND LTD P/P 144A 07.2500 01/15/2026	0.02%
NABORS IND LTD P/P 144A 07.5000 01/15/2028	0.02%
RAPID7 INC CV 01.2500 08/01/2023	0.02%
REALPAGE INC CV 01.5000 11/15/2022	0.02%
UKRPI P 3.34 R 02/15/28	0.02%
0.245 R ISWP FWD JPL6M P 01/16/2030	0.02%
AUD/USD 04/15/2020 UBS	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
CENTENE CORP P/P 144A 05.3750 08/15/2026	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
JO-ANN STORES TL L+500 06.6595 10/16/2023	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
MOOG INC P/P 144A 04.2500 12/15/2027	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
0.795 R ISWP FWD GBL6M P 01/13/2024	0.02%
2.55 R ISWP FWD US0003M P 11/20/2039	0.02%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
IHEARTMEDIA TLB L+300 04.6595 04/29/2026	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
FHR 3408 EK 19.0481 04/15/2037	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.02%
1.88 R ISWP FWD US0003M P 12/21/2030	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ALBERTSON'S TLB7 L+275 04.3953 11/17/2025	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
GNMA GII30 BP7740 03.5000 11/20/2049	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
KRONOS TLB L+300 04.7633 11/01/2023	0.02%
SM ENERGY CO 06.6250 01/15/2027	0.02%
SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS	0.02%
TRONOX INC P/P 144A 06.5000 04/15/2026	0.02%
WPX ENERGY INC 04.5000 01/15/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CAS 2017-C06 2B1 06.1109 02/25/2030	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI	0.02%
SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP	0.02%
TARGA RESOURCES PART 06.8750 01/15/2029	0.02%
2.57 R ISWP FWD US0003M P 02/02/2024	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
ALBERTSONS COS P/P 144A 04.8750 02/15/2030	0.02%
CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.02%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
0.855 R ISWP FWD GBL6M P 01/10/2024	0.01%
1.325 R ISWP AUDBB6M P 10/30/2029	0.01%
1.39 R ISWP NFIX3MID P 12/17/2024	0.01%
1.626 R ISWP FWD US0003M P 09/12/2052	0.01%
AUD/USD 04/15/2020 SSBT	0.01%
FHR 4210 PI IO 03.0000 12/15/2041	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
NOK/USD 03/18/2020 BCAP-FX	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
RACKSPACE HOSTING INC L+300 04.7632 11/03/2023	0.01%
SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI	0.01%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.01%
1.305 R ISWP AUDBB6M P 10/30/2029	0.01%
1.82 R ISWP NOKOIB6M P 07/01/2029	0.01%
CAS 2015-C02 1M2 05.6609 05/25/2025	0.01%
GNR 2019-99 KS IO 04.3923 08/20/2049	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	0.01%
UKRPI P 3.381 R 11/15/24	0.01%
1.36 R ISWP NFIX3MID P 12/18/2024	0.01%
1.3625 R ISWP NFIX3MID P 12/13/2024	0.01%
1.4925 R ISWP CDOR03 P 08/15/2029	0.01%
1.73 R ISWP FWD US0003M P 03/18/2030	0.01%
BUCKEYE PARTNERS LP 05.8500 11/15/2043	0.01%
CAS 2017-C07 2B1 06.1109 05/25/2030	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
DIVERSEY TL L+300 04.7768 09/06/2024	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
NRG ENERGY INC 06.6250 01/15/2027	0.01%
UKRPI P 3.3875 R 03/15/28	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
GBP/USD CALL 1.335 20200402 BCAP-FX	0.01%
GBP/USD CALL 1.335 20200407 CITI	0.01%
GBP/USD CALL 1.335 20200407 UBS	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PQ CORP TLB L+250 04.2771 02/08/2025	0.01%
UKRPI P 3.42 R 12/15/24	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB	0.01%
SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB	0.01%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.01%
-0.4047 R ISWP EUR006M P 10/11/2024	0.01%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.01%
CAD/USD 04/15/2020 SSBT	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
SM ENERGY CO 05.0000 01/15/2024	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.01%
AUD/USD 04/15/2020 BCAP-FX	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
DENBURY RESOURCES P/P 144A 09.2500 03/31/2022	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
GBP/USD 03/18/2020 BANKAM	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
NOK/USD 03/18/2020 SSBT	0.01%
PULTEGROUP INC. 07.8750 06/15/2032	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
0.2475 R ISWP FWD SES3M P 01/25/2022	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
NOK/USD 03/18/2020 HSBCB	0.00%
NZD/USD 04/15/2020 GSFX	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.00%
TXU TCEH RIGHTS	0.00%
USD/JPY PUT 101.00 20200417 JPMCB	0.00%
CAD/USD 04/15/2020 TDBK	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039	0.00%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.00%
FSPC T-57 1AX IO 00.3735 07/25/2043	0.00%
GBP/USD 03/18/2020 RBSF	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
OPTN FN30 3.5 02/05/20 CALL 103.0 JPMC	0.00%
SEK/USD 03/18/2020 BANKAM	0.00%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.00%
USD/JPY PUT 101.00 20200413 UBS	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
NZD/USD 04/15/2020 JPMCB	0.00%
SEK/USD 03/18/2020 BCAP-FX	0.00%
SEK/USD 03/18/2020 TDBK	0.00%
SEK/USD 03/18/2020 UBS	0.00%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.00%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.00%
SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS	0.00%
SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP	0.00%
0.2275 R ISWP FWD SES3M P 01/28/2022	0.00%
0.24 R ISWP FWD SES3M P 01/21/2022	0.00%
1.977 R ISWP FWD US0003M P 01/24/2055	0.00%
CAD/USD 04/15/2020 BANKAM	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CSMC 2006-C5 AX IO 01.0922 12/15/2039	0.00%
EUR/USD 03/18/2020 BCAP-FX	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
JPY/USD 02/19/2020 UBS	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
MWO HOLDINGS LLC	0.00%
NZD/USD 04/15/2020 BCAP-FX	0.00%
SEK/USD 03/18/2020 GSFX	0.00%
SEK/USD 03/18/2020 HSBCB	0.00%
SEK/USD 03/18/2020 RBSF	0.00%
SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS	0.00%
SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI	0.00%
SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
1.15 R ISWP NFIX3MID P 08/07/2021	0.00%
ADVANZ PHARMA CORP LTD SEDOL BG0RYR7	0.00%
CAD/USD 04/15/2020 RBSF	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CPURNSA R 1.703 P 11/29/24	0.00%
CZK/USD 03/18/2020 BANKAM	0.00%
EUR/USD 03/18/2020 CITI	0.00%
EUR/USD 03/18/2020 HSBCB	0.00%
FRAC TECH INTL TLB L+475 06.3953 04/16/2021	0.00%
GBP/USD 03/18/2020 JPMCB	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
NOK/USD 03/18/2020 UBS	0.00%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
1.10 R ISWP FWD GBL6M P 03/18/2030	0.00%
1.638 R ISWP FWD CDOR03 P 09/18/2024	0.00%
1.6875 R ISWP CDOR03 P 10/09/2029	0.00%
1.692 R ISWP FWD AUDBB6M P 01/30/2035	0.00%
2.10 R ISWP FWD CDOR03 P 03/18/2030	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CHF/USD 03/18/2020 SSBT	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CNH/USD 05/20/2020 BANKAM	0.00%
CNH/USD 05/20/2020 GSFX	0.00%
CPURNSA R 1.71 P 11/21/24	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/NOK PUT 9.60 20200406 GSFX	0.00%
EUR/USD 03/18/2020 BANKAM	0.00%
EUR/USD 03/18/2020 CSI-FX	0.00%
EUR/USD 03/18/2020 GSFX	0.00%
EUR/USD 03/18/2020 RBSF	0.00%
EUR/USD 03/18/2020 TDBK	0.00%
EUR/USD 03/18/2020 WPAC	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.8337 07/10/2039	0.00%
HKD/USD 05/20/2020 BANKAM	0.00%
HKD/USD 05/20/2020 HSBCB	0.00%
HKD/USD 05/20/2020 SSBT	0.00%
HKD/USD 05/20/2020 TDBK	0.00%
HKD/USD 05/20/2020 UBS	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049	0.00%
MXN/USD 04/15/2020 BANKAM	0.00%
MXN/USD 04/15/2020 CITI	0.00%
NOK/USD 03/18/2020 CITI	0.00%
NOK/USD 03/18/2020 JPMCB	0.00%
OPTN FN30 3.5 02/05/20 PUT 103.0 JPMC	0.00%
SGD/USD 05/20/2020 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP	0.00%
SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
WBCMT 2007-C34 IO IO 00.0000 05/15/2046	0.00%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.00%
CHF/USD 03/18/2020 JPMCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
JPY/USD 02/19/2020 GSFX	-0.00%
JPY/USD 02/19/2020 JPMCB	-0.00%
JPY/USD 02/19/2020 SSBT	-0.00%
MXN/USD 04/15/2020 UBS	-0.00%
NOK/USD 03/18/2020 BANKAM	-0.00%
NOK/USD 03/18/2020 GSFX	-0.00%
NZD/USD 04/15/2020 WPAC	-0.00%
OPTN FN30 3.0 02/05/20 PUT 101.703125 JPMC	-0.00%
SEK/USD 03/18/2020 JPMCB	-0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.00%
SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP	-0.00%
TWD/USD 05/20/2020 BANKAM	-0.00%
TWD/USD 05/20/2020 GSFX	-0.00%
AUD/USD 04/15/2020 RBSF	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
GBP/USD 03/18/2020 UBS	-0.00%
GBP/USD 03/18/2020 WPAC	-0.00%
JPY/USD 02/19/2020 BANKAM	-0.00%
NOK/USD 03/18/2020 RBSF	-0.00%
NZD/USD 04/15/2020 RBSF	-0.00%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.00%
SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS	-0.00%
SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS	-0.00%
SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP	-0.00%
-0.765 R ISWP CHL6M P 09/13/2024	-0.00%
AUD/USD 04/15/2020 CSI-FX	-0.00%
AUD/USD 04/15/2020 GSFX	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
FEDL01 P ISWP SOFRRATE R 11/29/2020	-0.00%
FEDL01 P ISWP SOFRRATE R 12/05/2020	-0.00%
SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP	-0.00%
SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI	-0.00%
1.73 R ISWP FWD NIBOR3M P 01/28/2022	-0.00%
2.032 R ISWP US0003M P 01/16/2055	-0.00%
AUD/USD 04/15/2020 JPMCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.00%
CPURNSA R 1.7625 P 12/10/24	-0.00%
EUR/USD 03/18/2020 SSBT	-0.00%
GBP/USD 03/18/2020 SSBT	-0.00%
1.735 R ISWP NOKOIB6M P 07/01/2024	-0.00%
AUD/USD 04/15/2020 BANKAM	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
GBP/USD 03/18/2020 HSBCB	-0.00%
GBP/USD CALL 1.365 20200402 BCAP-FX	-0.00%
GBP/USD CALL 1.365 20200407 CITI	-0.00%
GBP/USD CALL 1.365 20200407 UBS	-0.00%
1.805 R ISWP FWD NOKOIB3M P 01/21/2022	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
GBP/USD 03/18/2020 GSFX	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
0.80 R ISWP AUDBB3M P 10/30/2021	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
0.81 R ISWP AUDBB3M P 10/30/2021	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
1.425 R ISWP FWD US0003M P 09/18/2024	-0.01%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
1.43125 R ISWP FWD US0003M P 09/18/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
NZD/USD 04/15/2020 SSBT	-0.01%
SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS	-0.01%
SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP	-0.01%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.01%
0.49 R ISWP FWD EUR006M P 08/08/2054	-0.01%
1.8075 R ISWP FWD NOKOIB3M P 01/25/2022	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
EUR/USD 03/18/2020 JPMCB	-0.01%
NZD/USD 04/15/2020 UBS	-0.01%
1.61 R ISWP CDOR03 P 08/15/2021	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML	-0.01%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS	-0.01%
-0.10 R ISWP FWD CHL6M P 03/18/2030	-0.02%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.02%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.02%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
0.965 R ISWP FWD GBL6M P 01/10/2026	-0.02%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB	-0.02%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
USD/JPY PUT 104.00 20200413 UBS	-0.02%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
1.744 R ISWP US0003M P 01/08/2030	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB	-0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.02%
USD/JPY PUT 104.00 20200417 JPMCB	-0.02%
0.565 R ISWP FWD JPL6M P 01/16/2040	-0.02%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.02%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.02%
-0.10 R ISWP FWD EUR006M P 03/18/2025	-0.02%
1.632 R ISWP US0003M P 12/17/2024	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.02%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	-0.02%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.02%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.03%
1.6445 R ISWP US0003M P 12/13/2024	-0.03%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.03%
1.8315 R ISWP FWD US0003M P 01/27/2030	-0.03%
CPTFEMU R 1.4 P 07/15/27	-0.03%
-0.40 R ISWP FWD CHL6M P 03/18/2025	-0.03%
SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI	-0.03%
0.926 R ISWP FWD GBL6M P 01/15/2026	-0.03%
1.6815 R ISWP US0003M P 12/18/2024	-0.03%
RUB/USD 03/18/2020 GSFX	-0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.03%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.03%
1.771 R ISWP US0003M P 01/16/2030	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.04%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.04%
1.40 R ISWP FWD NFIX3MID P 03/18/2025	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
0.35 R ISWP FWD SES3M P 03/18/2025	-0.04%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.04%
1.95 R ISWP FWD NOKOIB6M P 03/18/2025	-0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
1.748 R ISWP FWD US0003M P 01/31/2030	-0.04%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.04%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.05%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.05%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.05%
0.65 R ISWP FWD SES3M P 03/18/2030	-0.05%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.05%
SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP	-0.06%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.06%
1.75 R ISWP FWD NFIX3MID P 03/18/2030	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.06%
1.50 R ISWP US0003M P 09/30/2024	-0.06%
1.7505 R ISWP FWD US0003M P 01/31/2030	-0.06%
1.755 R ISWP US0003M P 01/23/2030	-0.06%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.06%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.06%
2.00 R ISWP FWD NOKOIB6M P 03/18/2030	-0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.06%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.06%
CPTFEMU R 1.4375 P 09/15/23	-0.06%
CPTFEMU R 1.4413 P 09/15/23	-0.06%
CPTFEMU R 1.4425 P 09/15/23	-0.06%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.06%
CPTFEMU R 1.4438 P 09/15/23	-0.07%
2.6785 R ISWP US0003M P 02/13/2029	-0.07%
1.53 R ISWP US0003M P 10/01/2024	-0.07%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.07%
CPTFEMU R 1.4275 P 08/15/27	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.07%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.07%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.08%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.08%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.08%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.08%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.08%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.08%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.09%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.09%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.09%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.09%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.09%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.10%
SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.10%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.12%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
1.98 R ISWP FWD US0003M P 03/18/2050	-0.13%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.14%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.14%
UKRPI R 3.4425 P 07/15/49	-0.14%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.15%
SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP	-0.16%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.16%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.17%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.18%
0.20 R ISWP FWD EUR006M P 03/18/2030	-0.19%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.22%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.22%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.22%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.22%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.26%
1.80 R ISWP FWD US0003M P 03/18/2030	-0.29%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.32%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.32%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.32%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.38%
1.60 R ISWP FWD US0003M P 03/18/2022	-0.43%
1.625 R ISWP FWD US0003M P 03/18/2025	-0.54%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.61%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.16%
EURO-SCHATZ FUT MAR20 DUH0	-2.26%
US 5YR NOTE (CBT) MAR20 FVH0	-3.86%

FNMA FN30 TBA UMBS 03.5000 01/01/2050	13.19%
FNMA FN30 TBA UMBS 03.0000 01/01/2050	9.64%
FNMA FN30 TBA UMBS 04.0000 01/01/2050	8.89%
FNMA FN30 TBA UMBS 03.0000 02/01/2050	5.78%
FNMA FN30 TBA UMBS 02.5000 02/01/2050	3.76%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.44%
US 2YR NOTE (CBT) MAR20 TUH0	3.28%
FNMA FN30 TBA UMBS 05.5000 01/01/2050	1.53%
GNMA GII30 TBA 04.5000 01/01/2050	1.49%
GNMA GII30 TBA 04.0000 01/01/2050	1.48%
TREASURY BILL 00.0000 04/02/2020	1.25%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.04%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.94%
TREASURY BILL 00.0000 03/12/2020	0.79%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.71%
TREASURY BILL 00.0000 05/07/2020	0.67%
CAS 2016-C02 1B 14.0420 09/25/2028	0.66%
STACR 2016-DNA1 B 11.7920 07/25/2028	0.65%
CWALT 2006-OA10 4A1 01.9820 08/25/2046	0.63%
FNR 2017-32 SA IO 04.3580 05/25/2047	0.61%
US ULTRA BOND CBT MAR20 WNH0	0.60%
CAS 2015-C03 1M2 06.7920 07/25/2025	0.59%
IVORY COAST REGS 06.1250 06/15/2033	0.57%
CAS 2016-C03 2M2 07.6920 10/25/2028	0.56%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.55%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.51%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.51%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.49%
GNR 2019-96 SY IO 04.3354 08/20/2049	0.48%
CAS 2015-C04 1M2 07.4920 04/25/2028	0.48%
SPST 2019-7 A 02.4799 09/24/2020	0.48%
GNR 2016-H23 NI IO 02.2467 10/20/2066	0.48%
WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046	0.48%
WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045	0.48%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.47%
SPST 2019-3 A 02.4799 06/24/2020	0.47%
GNR 2019-83 SY IO 04.3354 07/20/2049	0.45%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.45%
JPMBB 2014-C18 D P/P 144A 04.8101 02/15/2047	0.45%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.42%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.42%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.41%
REPO TRIPA MORTG 1.57 01/02/2020	0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.40%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.40%
3.096 R ISWP US0003M P 12/03/2029	0.39%
TREASURY BILL 00.0000 06/18/2020	0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.37%
BSCMS 2007-T26 AJ 05.4499 01/12/2045	0.36%
WFRBS 2012-C7 E P/P 144A 04.8134 06/15/2045	0.36%
FHR 4839 WS IO 04.3603 08/15/2056	0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.34%
CAS 2016-C03 1B 13.5420 10/25/2028	0.34%
CWALT 2006-OA7 1A1 02.9700 06/25/2046	0.33%
CMLTI 2007-AMC3 A2D 02.1420 03/25/2037	0.33%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.32%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.32%
CAS 2018-C05 1B1 06.0420 01/25/2031	0.32%
STACR 2015-DNA3 B 11.1420 04/25/2028	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.31%
STACR 2016-HQA2 M3 06.9420 11/25/2028	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.30%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
GNR 2014-60 SD IO 04.4154 04/20/2044	0.28%
FNR 2018-20 SB IO 04.4580 03/25/2048	0.28%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.28%
WAMU 2005-AR17 A1B3 02.1420 12/25/2045	0.28%
FNR 2019-43 JS IO 04.2580 08/25/2049	0.28%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046	0.27%
GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047	0.27%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.26%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
3.073 R ISWP FWD US0003M P 03/04/2029	0.25%
FNR 2015-42 LS IO 04.4080 06/25/2045	0.25%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.25%
TREASURY BILL 00.0000 04/09/2020	0.25%
CAS 2017-C03 1B1 06.6420 10/25/2029	0.24%
STACR 2015-DNA2 B 09.3420 12/25/2027	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.24%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.23%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.23%
GNR 2017-H16 JI IO 02.6761 08/20/2067	0.23%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.23%
CAS 2017-C02 2B1 07.2920 09/25/2029	0.23%
MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046	0.22%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.22%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SPST 2019-11 A 02.5299 10/24/2020	0.22%
GNR 2018-H05 BI IO 02.0504 02/20/2068	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.22%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.21%
GNR 2017-H10 MI IO 01.8149 04/20/2067	0.21%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.21%
3.312 R ISWP US0003M P 11/08/2048	0.20%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.20%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.20%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.20%
NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029	0.20%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.20%
GNR 2016-H09 BI IO 02.5152 04/20/2066	0.20%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.20%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.19%
COMM 2013-CR9 D P/P 144A 04.2455 07/10/2045	0.19%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.19%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.19%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.19%
GNR 2017-H08 NI IO 02.1894 03/20/2067	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
MSBAM 2013-C11 D P/P 144A 04.3535 08/15/2046	0.18%
CAS 2016-C01 1B 13.5420 08/25/2028	0.18%
JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051	0.18%
1.625 R ISWP FWD US0003M P 03/18/2025	0.18%
FNR 2016-96 ST IO 04.3080 12/25/2046	0.18%
JPMCC 2011-C3 F P/P 144A 05.6639 02/15/2046	0.18%
RALI 2006-QO10 A1 01.9520 01/25/2037	0.18%
BCAP 2011-RR3 3A6 03.9004 11/27/2036	0.18%
GNR 2018-H03 XI IO 02.3386 02/20/2068	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.18%
CPTFEMU P 1.7138 R 08/15/37	0.18%
FHR 4604 QI IO 03.5000 07/15/2046	0.18%
FNR 2018-86 DS IO 04.3080 12/25/2048	0.18%
JPMCC 2013-LC11 D 04.1678 04/15/2046	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
GNR 2018-H05 AI IO 02.2828 02/20/2068	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.17%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.17%
SAMI 2007-AR1 2A1 01.9720 01/25/2037	0.17%
SPRINT CORP 07.8750 09/15/2023	0.17%
FHR 4425 IO IO 04.0000 01/15/2045	0.17%
FNR 2013-90 SD IO 04.8080 09/25/2043	0.17%
GNR 2015-H25 AI IO 01.6447 09/20/2065	0.17%
CWALT 2005-59 1A1 02.0946 11/20/2035	0.17%
GNR 2016-H24 JI IO 02.0429 11/20/2066	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.16%
FHR 4742 S IO 04.4603 12/15/2047	0.16%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.16%
GNR 2016-H06 DI IO 02.0792 07/20/2065	0.16%
JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046	0.16%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.16%
GNR 2016-H22 AI IO 02.1738 10/20/2066	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.16%
CWALT 2005-38 A3 02.1420 09/25/2035	0.16%
JPMBB 2014-C18 E P/P 144A 04.3101 02/15/2047	0.16%
CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
FHR 4452 QI IO 04.0000 11/15/2044	0.16%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.16%
GNR 2017-H12 QI IO 02.3310 05/20/2067	0.15%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.15%
GNR 2017-H09 IO IO 01.8606 04/20/2067	0.15%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.15%
SPRINT CORP TLB L+300 04.8125 02/03/2024	0.15%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.15%
GNR 2016-H06 CI IO 01.8043 02/20/2066	0.15%
GNR 2016-H10 AI IO 02.1933 04/20/2066	0.15%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.15%
FHR 4580 ID IO 03.5000 08/15/2045	0.15%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.15%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.15%
GNR 2017-H06 BI IO 02.3132 02/20/2067	0.15%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.15%
CWALT 2006-OA7 1A2 03.1795 06/25/2046	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.14%
GNR 2017-H02 BI IO 02.2577 01/20/2067	0.14%
BALTA 2005-8 21A1 04.1641 10/25/2035	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.14%
CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
GNR 2017-H16 IG IO 02.1433 07/20/2067	0.14%
WAMU 2005-AR10 1A3 04.1407 09/25/2035	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
OMIR 2017-1A B1 P/P 144A 07.5420 04/25/2027	0.14%
IVORY COAST REGS 05.2500 03/22/2030	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
SPST 2019-WL1 A 02.4420 08/25/2052	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
CWALT 2006-OA10 3A1 01.9820 08/25/2046	0.13%
GNR 2017-H11 DI IO 01.9078 05/20/2067	0.13%
SPLUNK INC CV 01.1250 09/15/2025	0.13%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.13%
GNR 2017-H16 IB IO 02.1184 08/20/2067	0.13%
FNR 2013-107 SB IO 04.1580 02/25/2043	0.13%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
GNR 2015-H23 BI IO 01.7754 09/20/2065	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
COMM 2012-CR3 E P/P 144A 04.7516 10/15/2045	0.12%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.12%
WAMU 2005-AR19 A1C4 02.1920 12/25/2045	0.12%
GNR 2016-H02 HI IO 02.2874 01/20/2066	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
GNR 2015-H24 AI IO 02.1161 09/20/2065	0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.12%
BRAND ENERGY TL L+425 06.2353 06/21/2024	0.12%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.12%
CWALT 2005-38 A1 03.7395 09/25/2035	0.12%
GNR 2014-119 SA IO 03.8354 08/20/2044	0.12%
GSAA 2006-8 2A2 01.9720 05/25/2036	0.12%
NAVISTAR INTL TLB L+350 05.2400 11/06/2024	0.12%
STACR 2019-DNA1 M2 04.4420 01/25/2049	0.12%
GNR 2016-H16 EI IO 02.4004 06/20/2066	0.12%
MSRR 2010-R4 4B 03.0270 02/26/2037	0.12%
GNR 2016-H03 DI IO 02.0121 12/20/2065	0.12%
GNR 2017-H11 TI IO 02.3752 04/20/2067	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.12%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.11%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.11%
DBALT 2006-AR4 A2 01.9820 12/25/2036	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
BMIR 2017-1 B1 P/P 144A 06.5420 10/25/2027	0.11%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
GNR 2016-H14 AI IO 02.5419 06/20/2066	0.11%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
CAS 2018 - C01 1B1 05.3420 07/25/2030	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
PRICELINE GRO CV 00.9000 09/15/2021	0.10%
UBS GROUP AG REGS 06.8750 12/29/2049	0.10%
CAS 2019-R04 2B1 07.0420 06/25/2039	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.10%
GNR 2015-H25 EI IO 01.8891 10/20/2065	0.10%
CWALT 2006-OA10 2A1 01.9820 08/25/2046	0.10%
ON SEMICONDUC CV 01.6250 10/15/2023	0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CEC ENTERTAINMENT INC L+650 08.2994 08/30/2026	0.10%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.10%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
CAS 2019-R03 1B1 05.8920 09/25/2031	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
GNR 2016-H03 AI IO 02.5383 01/20/2066	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
STACR 2019-DNA2 M2 04.2420 03/25/2049	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
LIVE NATION CV 02.5000 03/15/2023	0.10%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.10%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.10%
1.80 R ISWP FWD US0003M P 03/18/2030	0.09%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.09%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.09%
FHR 4077 IK IO 05.0000 07/15/2042	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
STACR 2019-DNA2 B2 12.2920 03/25/2049	0.09%
FHR 4678 MS IO 05.1072 04/15/2047	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.09%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.09%
FHR 3065 DC 14.6408 03/15/2035	0.09%
GNR 2014-H21 BI IO 01.5721 10/20/2064	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
GNR 2015-H10 BI IO 02.5582 04/20/2065	0.09%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.09%
TREASURY BILL 00.0000 06/11/2020	0.09%
UKRPI P 3.665 R 12/15/28	0.09%
CCMFC 2006-4A A2 01.9720 11/25/2047	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GMAC CAPITAL TRUST I PCT 07.6948	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
GNR 2013-H08 CI IO 01.6767 02/20/2063	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
1.60 R ISWP FWD US0003M P 03/18/2022	0.08%
AKAMAI TECH CV 00.1250 05/01/2025	0.08%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.08%
GNR 2016-H24 CI IO 01.7303 10/20/2066	0.08%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
GNR 2016-H17 KI IO 02.4536 07/20/2066	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CAS 2017-C05 1B1 05.3920 01/25/2030	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.08%
1.50 R ISWP US0003M P 09/30/2024	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CWALT 2006-24CB A13 02.1420 08/25/2036	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
JPALT 2007-A2 12A1 01.9920 06/25/2037	0.08%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.08%
1.626 R ISWP FWD US0003M P 09/12/2052	0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.07%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042	0.07%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.07%
FNR 2006-8 HP 17.9960 03/25/2036	0.07%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.07%
GSR 2007-OA1 2A3A 02.1020 05/25/2037	0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.07%
STACR 2018-DNA3 B2 09.5420 09/25/2048	0.07%
STACR 2018-HQA2 B2 12.7920 10/25/2048	0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.07%
WFMBS 2006-AR5 1A1 05.1720 04/25/2036	0.07%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.07%
GNMA GII30 BP6877 05.0000 08/20/2049	0.07%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
CPTFEMU P 1.71 R 07/15/37	0.07%
DEXCOM INC CV 00.7500 12/01/2023	0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.07%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
TREASURY BILL 00.0000 06/04/2020	0.07%
UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
HCA INC 05.2500 06/15/2026	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.07%
1.53 R ISWP US0003M P 10/01/2024	0.07%
INPHI CORP CV 00.7500 09/01/2021	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
HVMLT 2005-2 1A 02.2839 05/19/2035	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
ASCEND LEARNING TLB L+300 04.7994 07/12/2024	0.06%
CENTENE CORP 04.7500 05/15/2022	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.06%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.06%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MWST 2019-1 A 02.5920 06/25/2052	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
CWALT 2007-OH1 A1D 02.0020 04/25/2047	0.06%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.06%
ISTAR INC 04.2500 08/01/2025	0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CAS 2015-C03 2M2 06.7920 07/25/2025	0.06%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.06%
FHR 4024 PI IO 04.5000 12/15/2041	0.06%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.06%
GNR 2016-H14 IO IO 01.7169 06/20/2066	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
NOK/USD 03/18/2020 GSFX	0.06%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.06%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
VERTIV TLB L+400 05.9271 11/15/2023	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
CAS 2015-C04 2M2 07.3420 04/25/2028	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
GNR 2015-H08 CI IO 01.8316 03/20/2065	0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
WMHE 2007-HE4 1A 01.9620 07/25/2047	0.06%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
MICROCHIP TEC CV 01.6250 02/15/2027	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.06%
CAS 2016-C05 2B 12.5420 01/25/2029	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.06%
RH P/P 144A CV 00.0000 09/15/2024	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
FNR 2010-35 SG IO 04.6080 04/25/2040	0.06%
NRG ENERGY CV 02.7500 06/01/2048	0.06%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
FHR 4403 CI IO 04.0000 10/15/2044	0.05%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.05%
1.746 R ISWP US0003M P 12/27/2029	0.05%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
HCA INC 05.3750 09/01/2026	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
MWST 2018-W1 A 02.6420 11/25/2051	0.05%
NRG P/P 144A 03.7500 06/15/2024	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
STACR 2018-HQA2 M2 04.0920 10/25/2048	0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
GNR 2013-129 SN IO 04.3854 09/20/2043	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
ATOTECH TLB1 L+300 04.9446 01/31/2024	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025	0.05%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
HCA INC 05.0000 03/15/2024	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.05%
MHL 2005-3 M2 02.5870 08/25/2035	0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
DOCUSIGN INC CV 00.5000 09/15/2023	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.05%
GNMA GII30 BO5417 05.0000 06/20/2049	0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.05%
HUSKY TLB L+300 04.7994 03/28/2025	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
ASURION TLB7 L+300 04.7994 11/03/2024	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
FNR 2007-53 SP 17.6293 06/25/2037	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
2.536 R ISWP FWD US0003M P 12/02/2023	0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.04%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.04%
ANTERO RESOURCES 05.3750 11/01/2021	0.04%
BERRY GLOBAL TLU L+250 5.02189 07/01/2026	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.04%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
SQUARE INC CV 00.5000 05/15/2023	0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.04%
GNMA GII30 BL2894 05.0000 04/20/2049	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.04%
TALBOTS TLB L+700 08.7994 11/28/2022	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.04%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
NEUROCRINE CV 02.2500 05/15/2024	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
1.655 R ISWP US0003M P 11/29/2029	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
FNR 2010-140 GS IO 04.2080 07/25/2039	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.04%
WERNER TLB L+400 05.7994 07/24/2024	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
1.4925 R ISWP CDOR03 P 08/15/2029	0.04%
ARBY'S TLB L+325 05.2159 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
FNR 2005-122 SE 16.8280 11/25/2035	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
PETSMART INC TLB L+400 05.7400 03/11/2022	0.04%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
IHEARTMEDIA TL L+400 05.7809 05/01/2026	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
TELADOC INC CV 01.3750 05/15/2025	0.04%
TERRIER MEDIA TLB L+425 05.9898 12/12/2026	0.04%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
WORKDAY INC CV 00.2500 10/01/2022	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
DIAMOND SPORTS TLB L+325 05.0300 08/24/2026	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
CINEWORLD TLB L+225 04.0494 02/28/2025	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
0.49 R ISWP FWD EUR006M P 08/08/2054	0.04%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
SM ENERGY CO 06.1250 11/15/2022	0.04%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
FNR 2008-24 SP 16.7127 02/25/2038	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
GOLDEN NUGGET TL L+275 04.6923 10/04/2023	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.03%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.03%
ENCORE CAPITA CV 03.2500 03/15/2022	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.03%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.03%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
MESSER INDUST TLB L+250 04.4446 03/01/2026	0.03%
ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025	0.03%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
WIDEOPENWEST TLB L+325 05.0299 08/19/2023	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FHR 3249 PS 16.5338 12/15/2036	0.03%
GNR 2015-H26 CI IO 00.3325 08/20/2065	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
1.735 R ISWP NOKOIB6M P 07/01/2024	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FNR 2005-83 QP 12.7348 11/25/2034	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.03%
LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026	0.03%
PROVINCIA DE BUENOS 45.7248 05/31/2022	0.03%
STACR 2019-HQA1 M2 04.1420 02/25/2049	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
1.425 R ISWP FWD US0003M P 09/18/2024	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
-0.4047 R ISWP EUR006M P 10/11/2024	0.03%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
GNR 2013-99 VS IO 04.3603 07/16/2043	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
ROBERTSHAW TL 2L L+800 09.8125 02/28/2026	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.5494 08/14/2024	0.03%
SESI LLC 07.1250 12/15/2021	0.03%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.03%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
GATES GLOBAL TLB L+275 04.5494 03/31/2024	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
NOK/USD 03/18/2020 RBSF	0.03%
REVLON CONS TLB L+350 05.4086 09/07/2023	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
0.20 R ISWP FWD EUR006M P 03/18/2030	0.03%
AIR METHODS TLB L+350 05.4446 04/21/2024	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
CAS 2015-C02 2M2 05.7920 05/25/2025	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
GNMA GII30 BO6603 05.0000 07/20/2049	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
SOLENIS 1STL L+400 05.9086 06/26/2025	0.03%
STACR 2018-HQA2 B1 06.0420 10/25/2048	0.03%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.03%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.03%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.02%
AES CORP/THE 05.1250 09/01/2027	0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
FHS 304 C37 IO 03.5000 12/15/2027	0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.02%
JO-ANN STORES 2NDL L+925 11.0420 05/21/2024	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.02%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.02%
NOK/USD 03/18/2020 SSBT	0.02%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
1.668 R ISWP FWD US0003M P 01/06/2030	0.02%
1.9185 R ISWP FWD US0003M P 08/08/2052	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
FNR 2006-62 PS 29.1480 07/25/2036	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
GNR 2019-78 SJ IO 04.2854 06/20/2049	0.02%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
2.806 R ISWP FWD US0003M P 03/05/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
NZD/USD 01/15/2020 UBS	0.02%
REFINITIV TLB L+325 05.0494 10/01/2025	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
1.6675 R ISWP US0003M P 12/31/2029	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.02%
FIVE9 INC CV 00.1250 05/01/2023	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
NOK/USD 03/18/2020 BANKAM	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
UKRPI P 3.4025 R 03/15/28	0.02%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
CPURNSA R 1.71 P 11/21/24	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NZD/USD 01/15/2020 SSBT	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
RAPID7 INC CV 01.2500 08/01/2023	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
TWILIO INC CV 00.2500 06/01/2023	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
2.32 R ISWP FWD US0003M P 02/09/2024	0.02%
BLACKLINE INC P/P 144A CV 00.1250 08/01/2024	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.02%
MOOG INC P/P 144A 04.2500 12/15/2027	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
SM ENERGY CO 06.7500 09/15/2026	0.02%
SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
FHR 3408 EK 18.7925 04/15/2037	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
0.65 R ISWP FWD SES3M P 03/18/2030	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ALBERTSON'S TLB7 L+275 04.5494 11/17/2025	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
KRONOS TLB L+300 04.9091 11/01/2023	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.02%
1.98 R ISWP FWD US0003M P 03/18/2050	0.02%
2.00 R ISWP FWD NOKOIB6M P 03/18/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
GNMA GII30 BP7740 03.5000 11/20/2049	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022	0.02%
CAS 2017-C06 2B1 06.2420 02/25/2030	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
1.6875 R ISWP CDOR03 P 10/09/2029	0.01%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
RACKSPACE HOSTING INC L+300 04.9023 11/03/2023	0.01%
TRIBUNE CLASS 1C LITIGAT	0.01%
UKRPI P 3.385 R 11/15/24	0.01%
0.35 R ISWP FWD SES3M P 03/18/2025	0.01%
1.75 R ISWP FWD NFIX3MID P 03/18/2030	0.01%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.01%
CAS 2015-C02 1M2 05.7920 05/25/2025	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.01%
EUR/NOK PUT 9.85 20200121 GSFX	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
GNR 2019-99 KS IO 04.2854 08/20/2049	0.01%
OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC	0.01%
UKRPI P 3.34 R 03/15/28	0.01%
1.40 R ISWP FWD NFIX3MID P 03/18/2025	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
DIVERSEY TL L+300 04.9271 09/06/2024	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
NRG ENERGY INC 06.6250 01/15/2027	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
CAS 2017-C07 2B1 06.2420 05/25/2030	0.01%
CPURNSA R 1.703 P 11/29/24	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PQ CORP TLB L+250 04.4271 02/08/2025	0.01%
1.77 R ISWP FWD US0003M P 12/27/2029	0.01%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.01%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.01%
UKRPI P 3.34 R 02/15/28	0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
SM ENERGY CO 05.0000 01/15/2024	0.01%
SM ENERGY CO 06.6250 01/15/2027	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.01%
1.632 R ISWP US0003M P 12/17/2024	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
AUD/USD 01/15/2020 UBS	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.01%
1.6445 R ISWP US0003M P 12/13/2024	0.01%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.01%
2.55 R ISWP FWD US0003M P 11/20/2039	0.01%
2.86 R ISWP US0003M P 01/22/2020	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
GBP/USD 03/18/2020 BANKAM	0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.01%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.01%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.01%
UKRPI P 3.381 R 11/15/24	0.01%
UKRPI P 3.3875 R 03/15/28	0.01%
BRL/USD 02/04/2020 GSFX	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
CPURNSA R 1.7625 P 12/10/24	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
0.80 R ISWP AUDBB3M P 10/30/2021	0.00%
2.10 R ISWP FWD CDOR03 P 03/18/2030	0.00%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.00%
GBP/USD 03/18/2020 RBSF	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
NOK/USD 03/18/2020 CITI	0.00%
PULTEGROUP INC. 07.8750 06/15/2032	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
TXU TCEH RIGHTS	0.00%
UKRPI P 3.42 R 12/15/24	0.00%
0.81 R ISWP AUDBB3M P 10/30/2021	0.00%
1.6815 R ISWP US0003M P 12/18/2024	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039	0.00%
FSPC T-57 1AX IO 00.3749 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB	0.00%
0.90 R ISWP FWD GBL6M P 03/18/2025	0.00%
1.80 R ISWP FWD US0003M P 01/15/2030	0.00%
1.95 R ISWP FWD NOKOIB6M P 03/18/2025	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
OPTN FN30 3.5 01/07/20 CALL 102.8125 JPMC	0.00%
SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD	0.00%
SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS	0.00%
-0.10 R ISWP FWD EUR006M P 03/18/2025	0.00%
-0.40 R ISWP FWD CHL6M P 03/18/2025	0.00%
1.81875 R ISWP FWD US0003M P 01/13/2030	0.00%
1.875 R ISWP FWD US0003M P 12/31/2029	0.00%
AUD/JPY PUT 70.00 20200214 CITI	0.00%
AUD/JPY PUT 70.00 20200214 GSFX	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CSMC 2006-C5 AX IO 00.8836 12/15/2039	0.00%
CZK/USD 03/18/2020 BANKAM	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
MWO HOLDINGS LLC	0.00%
SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
1.8765 R ISWP FWD US0003M P 12/31/2029	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
EUR/USD 03/18/2020 CSI-FX	0.00%
EUR/USD 03/18/2020 RBSF	0.00%
EUR/USD 03/18/2020 TDBK	0.00%
EUR/USD 03/18/2020 WPAC	0.00%
FRAC TECH INTL TLB L+475 06.5494 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS	0.00%
SWPTN 2WX10Y R 1.81 USD 01/13/2020 CI	0.00%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.00%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
1.00 R ISWP FWD AUDBB6M P 03/18/2025	0.00%
1.10 R ISWP FWD GBL6M P 03/18/2030	0.00%
1.40 R ISWP FWD AUDBB6M P 03/18/2030	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 03/18/2020 GSFX	0.00%
EUR/USD 03/18/2020 HSBCB	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3683 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
JPY/USD 02/19/2020 GSFX	0.00%
JPY/USD 02/19/2020 UBS	0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049	0.00%
SEK/USD 03/18/2020 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP	0.00%
SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS	0.00%
SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI	0.00%
SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS	0.00%
SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
WBCMT 2007-C34 IO IO 00.0852 05/15/2046	0.00%
-0.10 R ISWP FWD CHL6M P 03/18/2030	-0.00%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.00%
BRL/USD 02/04/2020 CITI	-0.00%
CHF/USD 03/18/2020 JPMCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	-0.00%
JPY/USD 02/19/2020 BANKAM	-0.00%
JPY/USD 02/19/2020 JPMCB	-0.00%
SEK/USD 03/18/2020 BCAP-FX	-0.00%
SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP	-0.00%
SWPTN 2WX10Y P 1.99 USD 01/13/2020 CI	-0.00%
SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP	-0.00%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 03/18/2020 BANKAM	-0.00%
JPY/USD 02/19/2020 SSBT	-0.00%
OPTN FN30 3.5 01/07/20 PUT 102.8125 JPMC	-0.00%
SEK/USD 03/18/2020 RBSF	-0.00%
1.39 R ISWP NFIX3MID P 12/17/2024	-0.00%
1.88 R ISWP FWD US0003M P 12/21/2030	-0.00%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
FEDL01 P ISWP SOFRRATE R 11/29/2020	-0.00%
FEDL01 P ISWP SOFRRATE R 12/05/2020	-0.00%
GBP/USD 03/18/2020 UBS	-0.00%
GBP/USD 03/18/2020 WPAC	-0.00%
NOK/USD 03/18/2020 HSBCB	-0.00%
SEK/USD 03/18/2020 TDBK	-0.00%
SEK/USD 03/18/2020 UBS	-0.00%
1.70 R ISWP FWD US0003M P 03/18/2025	-0.00%
CAD/USD 01/15/2020 SSBT	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 03/18/2020 CITI	-0.00%
EUR/USD 03/18/2020 JPMCB	-0.00%
GBP/USD 03/18/2020 SSBT	-0.00%
NOK/USD 03/18/2020 BCAP-FX	-0.00%
SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB	-0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	-0.00%
1.15 R ISWP NFIX3MID P 08/07/2021	-0.00%
1.36 R ISWP NFIX3MID P 12/18/2024	-0.00%
1.3625 R ISWP NFIX3MID P 12/13/2024	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC	-0.00%
SEK/USD 03/18/2020 BANKAM	-0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	-0.01%
EUR/USD 03/18/2020 BCAP-FX	-0.01%
GBP/USD 03/18/2020 HSBCB	-0.01%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.01%
1.73 R ISWP FWD US0003M P 03/18/2030	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.01%
SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
GBP/USD 03/18/2020 GSFX	-0.01%
SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB	-0.01%
-0.765 R ISWP CHL6M P 09/13/2024	-0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.01%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.01%
CAD/USD 01/15/2020 TDBK	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS	-0.01%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SEK/USD 03/18/2020 HSBCB	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
SEK/USD 03/18/2020 GSFX	-0.01%
1.325 R ISWP AUDBB6M P 10/30/2029	-0.01%
BRL/USD 02/04/2020 BANKAM	-0.01%
EUR/USD 03/18/2020 SSBT	-0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
1.305 R ISWP AUDBB6M P 10/30/2029	-0.01%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.01%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
SEK/USD 03/18/2020 SSBT	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD	-0.02%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP	-0.02%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.02%
CPTFEMU R 1.4 P 07/15/27	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.02%
0.595 R ISWP FWD EUR006M P 02/19/2050	-0.02%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.02%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
1.82 R ISWP NOKOIB6M P 07/01/2029	-0.03%
SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI	-0.03%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.03%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	-0.03%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.03%
2.00 R ISWP FWD CDOR03 P 03/18/2025	-0.03%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	-0.03%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.03%
2.00 R ISWP FWD US0003M P 03/18/2050	-0.03%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.03%
AUD/USD 01/15/2020 SSBT	-0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.03%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.04%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.04%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.04%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
1.61 R ISWP CDOR03 P 08/15/2021	-0.04%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.04%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.04%
2.6785 R ISWP US0003M P 02/13/2029	-0.04%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.04%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.05%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.05%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.05%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.05%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.05%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.05%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.05%
CPTFEMU R 1.4275 P 08/15/27	-0.05%
CPTFEMU R 1.4375 P 09/15/23	-0.05%
CPTFEMU R 1.4413 P 09/15/23	-0.05%
CPTFEMU R 1.4425 P 09/15/23	-0.05%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.06%
CPTFEMU R 1.4438 P 09/15/23	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
1.60 R ISWP FWD US0003M P 12/18/2021	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.06%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.07%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.07%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.09%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.09%
1.58 R ISWP FWD US0003M P 03/18/2025	-0.09%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.09%
UKRPI R 3.4425 P 07/15/49	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.10%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.11%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.11%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.14%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.14%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.15%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.16%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.17%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.18%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.22%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.22%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.22%
1.75 R ISWP FWD US0003M P 03/18/2030	-0.22%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.23%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.24%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.40%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.45%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.17%
EURO-SCHATZ FUT MAR20 DUH0	-2.27%
US 5YR NOTE (CBT) MAR20 FVH0	-3.78%

FNMA FN30 TBA UMBS 03.0000 01/01/2050	13.71%
FNMA FN30 TBA UMBS 03.5000 01/01/2050	13.39%
FNMA FN30 TBA UMBS 04.0000 12/01/2049	9.02%
FNMA FN30 TBA UMBS 02.5000 12/01/2049	3.82%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.56%
US 2YR NOTE (CBT) MAR20 TUH0	3.33%
FNMA FN30 TBA UMBS 05.5000 12/01/2049	1.56%
GNMA GII30 TBA 04.5000 12/01/2049	1.51%
GNMA GII30 TBA 04.0000 01/01/2050	1.50%
TREASURY BILL 00.0000 04/02/2020	1.19%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.05%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.96%
TREASURY BILL 00.0000 03/12/2020	0.80%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP	0.72%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.71%
TREASURY BILL 00.0000 05/07/2020	0.68%
CAS 2016-C02 1B 13.9580 09/25/2028	0.67%
CWALT 2006-OA10 4A1 01.8980 08/25/2046	0.65%
US ULTRA BOND CBT MAR20 WNH0	0.64%
FNR 2017-32 SA IO 04.4420 05/25/2047	0.63%
CAS 2015-C03 1M2 06.7080 07/25/2025	0.62%
CAS 2016-C03 2M2 07.6080 10/25/2028	0.59%
IVORY COAST REGS 06.1250 06/15/2033	0.56%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.56%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.53%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.52%
GNR 2016-H23 NI IO 02.1562 10/20/2066	0.51%
CAS 2015-C04 1M2 07.4080 04/25/2028	0.50%
STACR 2016-DNA1 B 11.7080 07/25/2028	0.50%
GNR 2019-96 SY IO 04.3764 08/20/2049	0.49%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.49%
SPST 2019-7 A 02.4080 09/24/2020	0.49%
WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046	0.48%
SPST 2019-3 A 02.4080 06/24/2020	0.48%
WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045	0.48%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.47%
GNR 2019-83 SY IO 04.3764 07/20/2049	0.47%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP	0.47%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.46%
JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047	0.45%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.43%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.40%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.39%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP	0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
BSCMS 2007-T26 AJ 05.5617 01/12/2045	0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.36%
WFRBS 2012-C7 E P/P 144A 04.9681 06/15/2045	0.36%
FHR 4839 WS IO 04.3346 08/15/2056	0.36%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.36%
CAS 2016-C03 1B 13.4580 10/25/2028	0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.34%
CMLTI 2007-AMC3 A2D 02.0580 03/25/2037	0.34%
CWALT 2006-OA7 1A1 03.0460 06/25/2046	0.33%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.33%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.33%
CAS 2018-C05 1B1 05.9580 01/25/2031	0.32%
STACR 2015-DNA3 B 11.0580 04/25/2028	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.31%
STACR 2016-HQA2 M3 06.8580 11/25/2028	0.31%
TREASURY BILL 00.0000 12/05/2019	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.31%
FNR 2018-20 SB IO 04.5420 03/25/2048	0.30%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.30%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
3.073 R ISWP FWD US0003M P 03/04/2029	0.30%
GNR 2014-60 SD IO 04.4564 04/20/2044	0.30%
WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.29%
WAMU 2005-AR17 A1B3 02.0580 12/25/2045	0.29%
FNR 2019-43 JS IO 04.3420 08/25/2049	0.29%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047	0.28%
FNR 2015-42 LS IO 04.4920 06/25/2045	0.27%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.27%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.26%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
1.45 R ISWP FWD US0003M P 12/18/2024	0.26%
3.312 R ISWP US0003M P 11/08/2048	0.25%
TREASURY BILL 00.0000 04/09/2020	0.25%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.25%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.25%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.25%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.25%
STACR 2015-DNA2 B 09.2580 12/25/2027	0.24%
CAS 2017-C03 1B1 06.5580 10/25/2029	0.24%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.24%
GNR 2017-H16 JI IO 02.7126 08/20/2067	0.24%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.23%
CPTFEMU P 1.7138 R 08/15/37	0.23%
MSBAM 2013-C10 D P/P 144A 04.2175 07/15/2046	0.23%
CAS 2017-C02 2B1 07.2080 09/25/2029	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.23%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SPST 2019-11 A 02.4580 10/24/2020	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.22%
GNR 2017-H10 MI IO 01.8331 04/20/2067	0.22%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.22%
GNR 2018-H05 BI IO 02.3097 02/20/2068	0.22%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.21%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.21%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
NHLT 2019-2A M4 05.6822 11/26/2029	0.20%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.20%
GNR 2016-H09 BI IO 02.4250 04/20/2066	0.20%
COMM 2013-CR9 D P/P 144A 04.3965 07/10/2045	0.20%
GNR 2017-H08 NI IO 02.2059 03/20/2067	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.20%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.20%
GNR 2018-H03 XI IO 02.3679 02/20/2068	0.19%
FNR 2016-96 ST IO 04.3920 12/25/2046	0.19%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.19%
FNR 2018-86 DS IO 04.3920 12/25/2048	0.19%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.19%
MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046	0.19%
RALI 2006-QO10 A1 01.8680 01/25/2037	0.19%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
BCAP 2011-RR3 3A6 03.9009 11/27/2036	0.19%
CAS 2016-C01 1B 13.4580 08/25/2028	0.19%
JPMCC 2011-C3 F P/P 144A 05.8527 02/15/2046	0.18%
GNR 2015-H25 AI IO 01.6608 09/20/2065	0.18%
FNR 2013-90 SD IO 04.8920 09/25/2043	0.18%
JPMCC 2013-LC11 D 04.3067 04/15/2046	0.18%
SAMI 2007-AR1 2A1 01.8880 01/25/2037	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.18%
GNR 2016-H06 DI IO 02.0735 07/20/2065	0.18%
GNR 2016-H24 JI IO 02.1328 11/20/2066	0.17%
SPRINT CORP 07.8750 09/15/2023	0.17%
GNR 2016-H22 AI IO 02.0867 10/20/2066	0.17%
CWALT 2005-59 1A1 02.0536 11/20/2035	0.17%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.17%
FHR 4604 QI IO 03.5000 07/15/2046	0.17%
FHR 4742 S IO 04.4346 12/15/2047	0.17%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.17%
GNR 2018-H05 AI IO 02.4162 02/20/2068	0.17%
FHR 4425 IO IO 04.0000 01/15/2045	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.16%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.16%
CWALT 2005-38 A3 02.0580 09/25/2035	0.16%
GNR 2016-H06 CI IO 01.8032 02/20/2066	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
GNR 2017-H09 IO IO 01.8617 04/20/2067	0.16%
GNR 2017-H12 QI IO 02.3462 05/20/2067	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.16%
CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047	0.16%
GNR 2016-H10 AI IO 02.1438 04/20/2066	0.16%
JPMBB 2014-C18 E P/P 144A 04.4728 02/15/2047	0.16%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.16%
SPRINT CORP TLB L+300 04.7500 02/03/2024	0.16%
GNR 2017-H06 BI IO 02.3313 02/20/2067	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
FHR 4452 QI IO 04.0000 11/15/2044	0.15%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
GNR 2017-H02 BI IO 02.3175 01/20/2067	0.15%
GNR 2017-H16 IB IO 02.1333 08/20/2067	0.15%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.15%
CWALT 2006-OA7 1A2 03.2664 06/25/2046	0.15%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.15%
BALTA 2005-8 21A1 04.1755 10/25/2035	0.15%
WAMU 2005-AR10 1A3 04.1661 09/25/2035	0.15%
GNR 2017-H16 IG IO 02.1674 07/20/2067	0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.14%
CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
OMIR 2017-1A B1 P/P 144A 07.4580 04/25/2027	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.14%
CWALT 2006-OA10 3A1 01.8980 08/25/2046	0.14%
GNR 2017-H11 DI IO 01.9205 05/20/2067	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.14%
SPST 2019-WL1 A 02.3580 08/25/2052	0.14%
FHR 4580 ID IO 03.5000 08/15/2045	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
FNR 2013-107 SB IO 04.2420 02/25/2043	0.14%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.14%
GNR 2015-H24 AI IO 02.0291 09/20/2065	0.14%
SPLUNK INC CV 01.1250 09/15/2025	0.14%
GNR 2015-H23 BI IO 01.7902 09/20/2065	0.13%
GNR 2016-H02 HI IO 02.2569 01/20/2066	0.13%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.13%
IVORY COAST REGS 05.2500 03/22/2030	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
WAMU 2005-AR19 A1C4 02.6228 12/25/2045	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
GNR 2014-119 SA IO 03.8764 08/20/2044	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045	0.13%
GNR 2016-H16 EI IO 02.3967 06/20/2066	0.13%
CWALT 2005-38 A1 03.8264 09/25/2035	0.12%
GSAA 2006-8 2A2 01.8880 05/25/2036	0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.12%
MSRR 2010-R4 4B 04.5986 02/26/2037	0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
BRAND ENERGY TL L+425 06.2356 06/21/2024	0.12%
DBALT 2006-AR4 A2 01.8980 12/25/2036	0.12%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.12%
GNR 2016-H03 DI IO 02.0098 12/20/2065	0.12%
GNR 2017-H11 TI IO 02.3812 04/20/2067	0.12%
NAVISTAR INTL TLB L+350 05.2700 11/06/2024	0.12%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.12%
STACR 2019-DNA1 M2 04.3580 01/25/2049	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.12%
GNR 2016-H14 AI IO 02.4528 06/20/2066	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.12%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.12%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.11%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
BMIR 2017-1 B1 P/P 144A 06.4580 10/25/2027	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
GNR 2015-H25 EI IO 01.9079 10/20/2065	0.11%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.11%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.11%
CWALT 2006-OA10 2A1 01.8980 08/25/2046	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
CAS 2018 - C01 1B1 05.2580 07/25/2030	0.11%
GNR 2016-H03 AI IO 02.4930 01/20/2066	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.11%
UBS GROUP AG REGS 06.8750 12/29/2049	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
CAS 2019-R04 2B1 06.9580 06/25/2039	0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.10%
PRICELINE GRO CV 00.9000 09/15/2021	0.10%
STACR 2019-DNA2 M2 04.1580 03/25/2049	0.10%
CEC ENTERTAINMENT INC L+650 08.2016 08/30/2026	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CAS 2019-R03 1B1 05.8080 09/25/2031	0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
GNR 2014-H21 BI IO 01.5896 10/20/2064	0.10%
ON SEMICONDUC CV 01.6250 10/15/2023	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.10%
FHR 4077 IK IO 05.0000 07/15/2042	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
LIVE NATION CV 02.5000 03/15/2023	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.10%
FHR 3065 DC 14.5639 03/15/2035	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.09%
GNR 2015-H10 BI IO 02.4679 04/20/2065	0.09%
1.512 R ISWP US0003M P 10/04/2021	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
CPTFEMU P 1.71 R 07/15/37	0.09%
DEXCOM INC CV 00.7500 12/01/2023	0.09%
STACR 2019-DNA2 B2 12.2080 03/25/2049	0.09%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039	0.09%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
MGM RESORTS INTL 06.6250 12/15/2021	0.09%
CCMFC 2006-4A A2 01.8880 11/25/2047	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
GNR 2013-H08 CI IO 01.6929 02/20/2063	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.09%
GNR 2016-H24 CI IO 01.7465 10/20/2066	0.09%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.09%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.09%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GMAC CAPITAL TRUST I PCT 07.6948	0.09%
GNR 2016-H17 KI IO 02.3677 07/20/2066	0.09%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
AKAMAI TECH CV 00.1250 05/01/2025	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.09%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.09%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.08%
1.675 R ISWP US0003M P 10/04/2049	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
-0.35 R ISWP FWD EUR006M P 12/18/2024	0.08%
CAS 2017-C05 1B1 05.3080 01/25/2030	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CWALT 2006-24CB A13 02.0580 08/25/2036	0.08%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
FNR 2006-8 HP 18.3040 03/25/2036	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
WFMBS 2006-AR5 1A1 05.1832 04/25/2036	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
GSR 2007-OA1 2A3A 02.0180 05/25/2037	0.08%
JPALT 2007-A2 12A1 02.0228 06/25/2037	0.08%
UKRPI P 3.665 R 12/15/28	0.08%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.08%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042	0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.08%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.08%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.08%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.07%
GNMA GII30 BP6877 05.0000 08/20/2049	0.07%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
STACR 2018-DNA3 B2 09.4580 09/25/2048	0.07%
STACR 2018-HQA2 B2 12.7080 10/25/2048	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
HCA INC 05.2500 06/15/2026	0.07%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.07%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
HVMLT 2005-2 1A 02.2533 05/19/2035	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
FHR 4000 LI IO 04.0000 02/15/2042	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.07%
ASCEND LEARNING TLB L+300 04.7016 07/12/2024	0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.07%
CAS 2015-C03 2M2 06.7080 07/25/2025	0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.07%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
INPHI CORP CV 00.7500 09/01/2021	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.07%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.06%
CWALT 2007-OH1 A1D 01.9180 04/25/2047	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.06%
MWST 2019-1 A 02.5080 06/25/2052	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
GNR 2016-H14 IO IO 01.7330 06/20/2066	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CAS 2015-C04 2M2 07.2580 04/25/2028	0.06%
COMMSCOPE INC P/P 144A 08.2500 03/01/2027	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.06%
FHR 4024 PI IO 04.5000 12/15/2041	0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.06%
GNR 2015-H08 CI IO 01.8479 03/20/2065	0.06%
VERTIV TLB L+400 05.9271 11/15/2023	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
FNR 2010-35 SG IO 04.6920 04/25/2040	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.06%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.06%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
DOCUSIGN INC CV 00.5000 09/15/2023	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
CAS 2016-C05 2B 12.4580 01/25/2029	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
NRG ENERGY CV 02.7500 06/01/2048	0.06%
RH P/P 144A CV 00.0000 09/15/2024	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.06%
FHR 4403 CI IO 04.0000 10/15/2044	0.06%
GNR 2013-129 SN IO 04.4264 09/20/2043	0.06%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MICROCHIP TEC CV 01.6250 02/15/2027	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
MWST 2018-W1 A 02.5580 11/25/2051	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
STACR 2018-HQA2 M2 04.0080 10/25/2048	0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.05%
2.536 R ISWP FWD US0003M P 12/02/2023	0.05%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
HCA INC 05.3750 09/01/2026	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.05%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.05%
WORKDAY INC CV 00.2500 10/01/2022	0.05%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
GENON 939CER907	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
MHL 2005-3 M2 02.5030 08/25/2035	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.05%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.05%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
ATOTECH TLB1 L+300 05.1044 01/31/2024	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025	0.05%
HCA INC 05.0000 03/15/2024	0.05%
HOUSTON FUEL TLB L+175 07.0000 06/26/2025	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
GNMA 10000 BO5417 05.0000 06/20/2049	0.05%
GNMA GII30 BL2894 05.0000 04/20/2049	0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.05%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
FNR 2007-53 SP 17.9373 06/25/2037	0.05%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
ASURION TLB7 L+300 04.7016 11/03/2024	0.05%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
SQUARE INC CV 00.5000 05/15/2023	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
BERRY GLOBAL TLU L+250 5.02189 07/01/2026	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.05%
NEUROCRINE CV 02.2500 05/15/2024	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.04%
ANTERO RESOURCES 05.3750 11/01/2021	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
TALBOTS TLB L+700 08.7016 11/28/2022	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
HUSKY TLB L+300 04.7016 03/28/2025	0.04%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.04%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
1.626 R ISWP FWD US0003M P 09/12/2052	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
FNR 2005-122 SE 17.1220 11/25/2035	0.04%
FNR 2010-140 GS IO 04.2920 07/25/2039	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
ARBY'S TLB L+325 05.2158 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.04%
WERNER TLB L+400 05.7016 07/24/2024	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
IHEARTMEDIA TL L+400 05.6911 05/01/2026	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
PETSMART INC TLB L+300 05.7700 03/11/2022	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.04%
TELADOC INC CV 01.3750 05/15/2025	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
DIAMOND SPORTS TLB L+325 04.9600 08/24/2026	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
CINEWORLD TLB L+225 03.9516 02/28/2025	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
FIVE9 INC CV 00.1250 05/01/2023	0.04%
FNR 2008-24 SP 17.0207 02/25/2038	0.04%
GNR 2015-H26 CI IO 00.2007 08/20/2065	0.04%
GOLDEN NUGGET TL L+275 04.6834 10/04/2023	0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
1.58 R ISWP FWD US0003M P 12/18/2021	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.04%
ENCORE CAPITA CV 03.2500 03/15/2022	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.04%
SM ENERGY CO 06.1250 11/15/2022	0.04%
1.50 R ISWP US0003M P 09/30/2024	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
MESSER INDUST TLB L+250 04.6044 03/01/2026	0.03%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.03%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC	0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
WIDEOPENWEST TLB L+325 04.9528 08/19/2023	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FHR 3249 PS 16.4492 12/15/2036	0.03%
FNR 2005-83 QP 12.9532 11/25/2034	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
RAPID7 INC CV 01.2500 08/01/2023	0.03%
ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025	0.03%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.03%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
STACR 2019-HQA1 M2 04.0580 02/25/2049	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
0.05 R ISWP FWD SES3M P 12/18/2024	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
GNR 2013-99 VS IO 04.3375 07/16/2043	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
1.00 R ISWP FWD NFIX3MID P 12/18/2024	0.03%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
ROBERTSHAW TL 2L L+800 09.7500 02/28/2026	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.4516 08/14/2024	0.03%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.03%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.03%
2.806 R ISWP FWD US0003M P 03/05/2030	0.03%
CAS 2015-C02 2M2 05.7080 05/25/2025	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.03%
GATES GLOBAL TLB L+275 04.4516 03/31/2024	0.03%
GBP/USD CALL 1.33 20200123 BANKAM	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
GNMA 10000 BO6603 05.0000 07/20/2049	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
JO-ANN STORES 2NDL L+925 10.9580 05/21/2024	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
REVLON CONS TLB L+350 05.4091 09/07/2023	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
AES CORP/THE 05.1250 09/01/2027	0.03%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.03%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.03%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.03%
FHS 304 C37 IO 03.5000 12/15/2027	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.03%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.03%
STACR 2018-HQA2 B1 05.9580 10/25/2048	0.03%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.03%
1.4925 R ISWP CDOR03 P 08/15/2029	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
FNR 2006-62 PS 29.6520 07/25/2036	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
GNR 2019-78 SJ IO 04.3264 06/20/2049	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.02%
SESI LLC 07.1250 12/15/2021	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
2.32 R ISWP FWD US0003M P 02/09/2024	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
1.30 R ISWP FWD NFIX3MID P 12/18/2029	0.02%
1.53 R ISWP US0003M P 10/01/2024	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
REFINITIV TLB L+375 05.4516 10/01/2025	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NRG P/P 144A 03.7500 06/15/2024	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.02%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.02%
FHR 3408 EK 18.6894 04/15/2037	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
-0.4047 R ISWP EUR006M P 10/11/2024	0.02%
1.9425 R ISWP US0003M P 11/15/2049	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.02%
1.425 R ISWP FWD US0003M P 09/18/2024	0.02%
2.86 R ISWP US0003M P 01/22/2020	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ALBERTSON'S TLB7 L+275 04.4516 11/17/2025	0.02%
GBP/USD 12/18/2019 SSBT	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
KRONOS TLB L+300 04.9091 11/01/2023	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.02%
0.40 R ISWP FWD SES3M P 12/18/2029	0.02%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.02%
1.735 R ISWP NOKOIB6M P 07/01/2024	0.02%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.02%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CAS 2017-C06 2B1 06.1580 02/25/2030	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
PROVINCIA DE BUENOS 48.5536 05/31/2022	0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.02%
SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
1.80 R ISWP FWD NOKOIB6M P 12/18/2029	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
2.55 R ISWP FWD US0003M P 11/20/2039	0.01%
CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022	0.01%
CAS 2015-C02 1M2 05.7080 05/25/2025	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
GNR 2019-99 KS IO 04.3264 08/20/2049	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
RACKSPACE HOSTING INC L+300 04.9021 11/03/2023	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.01%
1.62779 R ISWP US0003M P 10/15/2029	0.01%
1.6486 R ISWP US0003M P 11/25/2029	0.01%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
CAS 2017-C07 2B1 06.1580 05/25/2030	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
DIVERSEY TL L+300 04.9270 09/06/2024	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
AUD/USD 01/15/2020 UBS	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
PQ CORP TLB L+250 04.4271 02/08/2025	0.01%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.01%
UKRPI P 3.4025 R 03/15/28	0.01%
0.49 R ISWP FWD EUR006M P 08/08/2054	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
MXN/USD 01/15/2020 BANKAM	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
1.655 R ISWP US0003M P 11/29/2029	0.01%
AUD/JPY PUT 70.00 20200214 CITI	0.01%
AUD/JPY PUT 70.00 20200214 GSFX	0.01%
AUD/USD 01/15/2020 RBSF	0.01%
AUD/USD 01/15/2020 SSBT	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
1.325 R ISWP AUDBB6M P 10/30/2029	0.01%
1.85 R ISWP FWD CDOR03 P 12/18/2029	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
1.30 R ISWP FWD AUDBB6M P 12/18/2029	0.01%
1.6875 R ISWP CDOR03 P 10/09/2029	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
SWPTN 5WX5Y P 1.815 CAD 12/23/2019 TD	0.01%
1.305 R ISWP AUDBB6M P 10/30/2029	0.01%
1.7485 R ISWP US0003M P 11/01/2029	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
PULTEGROUP INC. 07.8750 06/15/2032	0.01%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.01%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.01%
0.05 R ISWP FWD EUR006M P 12/18/2029	0.00%
1.70 R ISWP FWD US0003M P 12/18/2029	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
BRL/USD 02/04/2020 GSFX	0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
EUR/USD 12/18/2019 SSBT	0.00%
GBP/USD 12/18/2019 BANKAM	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP	0.00%
SWPTN 5WX5Y R 1.815 CAD 12/23/2019 TD	0.00%
TREASURY BILL 00.0000 12/12/2019	0.00%
1.6675 R ISWP US0003M P 12/31/2029	0.00%
1.668 R ISWP FWD US0003M P 01/06/2030	0.00%
1.8525 R ISWP US0003M P 10/18/2049	0.00%
AUD/USD 01/15/2020 WPAC	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039	0.00%
EUR/USD 12/18/2019 CITI	0.00%
FSPC T-57 1AX IO 00.3763 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
NZD/USD 01/15/2020 UBS	0.00%
SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD	0.00%
SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS	0.00%
TXU TCEH RIGHTS	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
UKRPI P 3.3875 R 03/15/28	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CSMC 2006-C5 AX IO 01.0922 12/15/2039	0.00%
EUR/NOK PUT 9.85 20200121 GSFX	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
GBP/USD 12/18/2019 HSBCB	0.00%
JPY/USD 02/19/2020 GSFX	0.00%
JPY/USD 02/19/2020 SSBT	0.00%
MWO HOLDINGS LLC	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
UKRPI P 3.34 R 02/15/28	0.00%
1.15 R ISWP NFIX3MID P 08/07/2021	0.00%
1.60 R ISWP FWD US0003M P 12/18/2024	0.00%
AUD/USD 01/15/2020 GSFX	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CZK/USD 12/18/2019 BANKAM	0.00%
FRAC TECH INTL TLB L+475 06.4516 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
0.80 R ISWP FWD GBL6M P 12/18/2029	0.00%
1.00 R ISWP FWD AUDBB6M P 12/18/2024	0.00%
1.70334 R ISWP US0003M P 10/24/2029	0.00%
AVAYA HOLDINGS CORP SEDOL BD9G9B3	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
BRL/USD 02/04/2020 CITI	0.00%
CAD/USD 01/15/2020 HSBCB	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CPURNSA R 1.703 P 11/29/24	0.00%
DISH NETWORK CORP-RTS SEDOL BL0L9Q8	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 12/18/2019 BCAP-FX	0.00%
EUR/USD 12/18/2019 HSBCB	0.00%
FEDL01 P ISWP SOFRRATE R 11/29/2020	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5898 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049	0.00%
SEK/USD 03/18/2020 GSFX	0.00%
SEK/USD 03/18/2020 HSBCB	0.00%
SEK/USD 03/18/2020 SSBT	0.00%
SEK/USD 12/18/2019 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP	0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP	0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
UKRPI P 3.385 R 11/15/24	0.00%
WBCMT 2007-C34 IO IO 00.0964 05/15/2046	0.00%
CAD/USD 01/15/2020 TDBK	-0.00%
CLP/USD 01/15/2020 GSFX	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.00%
NOK/USD 03/18/2020 SSBT	-0.00%
NOK/USD 12/18/2019 CITI	-0.00%
OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC	-0.00%
UKRPI P 3.381 R 11/15/24	-0.00%
1.6937 R ISWP US0003M P 11/21/2029	-0.00%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.00%
CAD/USD 01/15/2020 BCAP-FX	-0.00%
CHF/USD 12/18/2019 JPMCB	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 BANKAM	-0.00%
EUR/USD 12/18/2019 CSI-FX	-0.00%
GBP/USD 12/18/2019 GSFX	-0.00%
NOK/USD 03/18/2020 GSFX	-0.00%
NOK/USD 12/18/2019 RBSF	-0.00%
NZD/USD 01/15/2020 HSBCB	-0.00%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	-0.00%
SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS	-0.00%
UKRPI P 3.34 R 03/15/28	-0.00%
1.618 R ISWP US0003M P 11/08/2024	-0.00%
1.75 R ISWP FWD NOKOIB6M P 12/18/2024	-0.00%
AUD/USD 01/15/2020 HSBCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CPURNSA R 1.71 P 11/21/24	-0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 JPMCB	-0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.00%
SWPTN 5WX5Y R 1.545 USD 12/23/2019 TD	-0.00%
-0.765 R ISWP CHL6M P 09/13/2024	-0.00%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.00%
CAD/USD 01/15/2020 CITI	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
NZD/USD 01/15/2020 CITI	-0.00%
SEK/USD 12/18/2019 BANKAM	-0.00%
SEK/USD 12/18/2019 HSBCB	-0.00%
SEK/USD 12/18/2019 RBSF	-0.00%
0.80 R ISWP AUDBB3M P 10/30/2021	-0.01%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS	-0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.01%
0.81 R ISWP AUDBB3M P 10/30/2021	-0.01%
1.60 R ISWP FWD US0003M P 12/18/2021	-0.01%
1.82 R ISWP NOKOIB6M P 07/01/2029	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS	-0.01%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP	-0.01%
SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD	-0.01%
SWPTN 5WX5Y P 1.545 USD 12/23/2019 TD	-0.01%
1.6428 R ISWP US0003M P 11/04/2029	-0.01%
1.6915 R ISWP US0003M P 11/12/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.01%
BRL/USD 02/04/2020 BANKAM	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
NOK/USD 12/18/2019 BANKAM	-0.01%
NZD/USD 01/15/2020 BCAP-FX	-0.01%
SEK/USD 12/18/2019 SSBT	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
1.92276 R ISWP US0003M P 11/08/2049	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
1.612 R ISWP US0003M P 11/05/2029	-0.01%
GBP/USD CALL 1.36 20200123 BANKAM	-0.01%
SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS	-0.01%
-0.65 R ISWP FWD CHL6M P 12/18/2024	-0.02%
1.80 R ISWP FWD CDOR03 P 12/18/2024	-0.02%
1.8356 R ISWP US0003M P 11/12/2029	-0.02%
1.8358 R ISWP US0003M P 11/12/2029	-0.02%
CAD/USD 01/15/2020 SSBT	-0.02%
NZD/USD 01/15/2020 JPMCB	-0.02%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.02%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.02%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.02%
NOK/USD 12/18/2019 GSFX	-0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
NZD/USD 01/15/2020 GSFX	-0.02%
-0.35 R ISWP FWD CHL6M P 12/18/2029	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.02%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.02%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.03%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.03%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
1.61 R ISWP CDOR03 P 08/15/2021	-0.03%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.03%
CPTFEMU R 1.4 P 07/15/27	-0.03%
OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC	-0.03%
0.75 R ISWP FWD GBL6M P 12/18/2024	-0.03%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.03%
SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB	-0.03%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.03%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.04%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.04%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.04%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP	-0.04%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.05%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.05%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.05%
2.6785 R ISWP US0003M P 02/13/2029	-0.06%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.06%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.06%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.06%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.06%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.06%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.06%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.06%
CPTFEMU R 1.4375 P 09/15/23	-0.06%
CPTFEMU R 1.4413 P 09/15/23	-0.06%
CPTFEMU R 1.4425 P 09/15/23	-0.06%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.06%
CPTFEMU R 1.4438 P 09/15/23	-0.06%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.07%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.07%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.07%
SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB	-0.07%
CPTFEMU R 1.4275 P 08/15/27	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.08%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.08%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.08%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.08%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.08%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.08%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.10%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.10%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.11%
UKRPI R 3.4425 P 07/15/49	-0.11%
1.65 R ISWP FWD US0003M P 12/18/2049	-0.13%
1.4925 R ISWP US0003M P 10/04/2029	-0.13%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.13%
1.396 R ISWP US0003M P 10/04/2024	-0.13%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.13%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.15%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.16%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.17%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP	-0.19%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.20%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.22%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.23%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.23%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.24%
1.525 R ISWP FWD US0003M P 12/18/2029	-0.27%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.28%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.28%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.28%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.41%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.53%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP	-0.58%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.25%
EURO-SCHATZ FUT DEC19 DUZ9	-2.56%
US 5YR NOTE (CBT) MAR20 FVH0	-3.85%

Sector Weightings as of 02/29/20

	Cash Investment		Non-Cash Investment		Total Portfolio
	Weight	Spread Duration	Weight	Spread Duration	Weight	Spread Duration
Agency pass-through	0.35%	0.01	49.79%	1.56	50.14%	1.57
Commercial MBS	8.29%	0.26	13.64%	0.20	21.93%	0.46
Net cash	20.52%	0.00	0.00%	0.00	20.52%	0.00
Agency CMO	18.51%	0.66	0.46%	0.02	18.97%	0.68
High-yield corporate bonds	15.88%	0.55	0.00%	0.00	15.88%	0.55
Emerging-market bonds	13.48%	0.93	0.00%	0.00	13.48%	0.93
Residential MBS (non-agency)	11.41%	0.54	0.00%	0.00	11.41%	0.54
Convertible securities	3.74%	0.07	0.00%	0.00	3.74%	0.07
Investment-grade corporate bonds	3.23%	0.17	0.00%	0.00	3.23%	0.17
Asset-backed securities (ABS)	2.48%	0.03	0.00%	0.00	2.48%	0.03
Bank loans	1.95%	0.08	0.00%	0.00	1.95%	0.08
Equity investments	0.16%	0.00	0.00%	0.00	0.16%	0.00
Interest rate swaps	0.00%	0.00	0.00%	-0.65	0.00%	-0.65
International Treasury/agency	0.00%	0.00	0.00%	-0.04	0.00%	-0.04
U.S. Treasury/agency	0.00%	0.00	0.00%	0.03	0.00%	0.03

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.

Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.

Maturity detail includes only cash bonds and cash equivalents.

Country Allocation as of 02/29/20

United States	83.98%
Brazil	2.24%
Mexico	1.52%
Indonesia	1.48%
Canada	1.40%
Dominican Republic	1.30%
Ivory Coast	1.24%
Egypt	1.14%
Senegal	1.13%
Other	4.57%

Argentina	0.90%
United Kingdom	0.70%
Angola	0.53%
Oman	0.43%
South Africa	0.43%
El Salvador	0.27%
Australia	0.26%
Bermuda	0.26%
Ecuador	0.23%
Ireland	0.23%
Luxembourg	0.22%
Venezuela	0.21%
Israel	0.16%
Russia	0.16%
Jamaica	0.14%
Switzerland	0.13%
Cayman Islands	0.11%
Italy	0.11%
Netherlands	0.07%
France	0.05%
Singapore	0.02%
Hong Kong	0.01%
Taiwan	-0.01%
New Zealand	-0.05%
Norway	-0.09%
Czech Republic	-0.10%
Japan	-0.10%
European Community	-0.71%

Expenses

Sales Charges/Fees

Breakpoint	Sales Charge	Dealer Allowance	CDSC Liab
$0 - $0	0.00%	0.00%	N

Maturity detail includes only cash bonds and cash equivalents.

CDSC

Year	Percent
1	7.00%
2	7.00%
3	6.00%
4	5.00%
5	4.00%
6	3.00%
7	2.00%
8+	0.00%

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Putnam Allstate Advisor

Putnam Diversified Income Subaccount

Putnam Diversified Income Subaccount

Fund description

Sales story

Management team

Daily pricing as of 04/03/20

Lipper ranking ‡ as of 02/29/20

Category: General Bond Funds

Quick facts as of 03/31/20

Performance

Performance as of 03/31/20

Annual Performance at NAV

Restated performance

Monthly as of 03/31/20

YTD as of 04/03/20

With optional enhanced death benefit

Monthly as of 03/31/20

YTD as of 04/03/20

Risk Characteristics as of 02/29/20

Maturity Details

Quality Ratings

Holdings

Top 10 holdings as of 02/29/20

Sector Weightings as of 02/29/20

Country Allocation as of 02/29/20

Expenses

Sales Charges/Fees

CDSC